strategy alpha_zz1000_bp alpha_zz500_bp alpha_zz2000_bp alpha_hs300_bp ret_from_close_ytd alpha_subbot_bp alpha_wind_micro_bp alpha_ths_micro_bp alpha_bot_bp
barraStyle_20250514_151550
0 multin_zz1000_71001_barra_residualvolatility_topG 107.52 93.09 123.24 3.33 123.24 117.64 12.84 -42.10 -110.69
1 multin_zz1000_71001_barra_liquidity_topG 65.63 51.20 81.35 -38.56 81.35 75.74 -29.06 -83.99 -152.58
2 multin_zz1000_71001_barra_btop_topG 63.79 49.36 79.51 -40.40 79.51 73.91 -30.89 -85.83 -154.42
3 multin_zz1000_71001_barra_size_topG 42.91 28.48 58.63 -61.28 58.63 53.03 -51.77 -106.71 -175.30
4 multin_zz1000_71001_barra_beta_topG 40.47 26.05 56.20 -63.71 56.19 50.59 -54.21 -109.14 -177.73
5 multin_zz1000_71001_barra_growth_botG 34.39 19.96 50.11 -69.80 50.11 44.50 -60.30 -115.23 -183.82
6 multin_zz1000_71001_barra_leverage_topG 31.39 16.96 47.11 -72.80 47.11 41.50 -63.30 -118.23 -186.82
7 multin_zz1000_71001_barra_beta_botG 29.73 15.31 45.45 -74.45 45.45 39.85 -64.95 -119.88 -188.47
8 multin_zz1000_71001_barra_btop_botG 25.98 11.56 41.71 -78.20 41.71 36.10 -68.70 -123.63 -192.22
9 multin_zz1000_71001_barra_earningsyield_topG 21.18 6.75 36.90 -83.01 36.90 31.30 -73.51 -128.44 -197.03
10 multin_zz1000_71001_barra_size_botG 19.45 5.02 35.17 -84.74 35.17 29.57 -75.23 -130.17 -198.76
11 multin_zz1000_71001_barra_nonlinearsize_botG 19.45 5.02 35.17 -84.74 35.17 29.57 -75.23 -130.17 -198.76
12 multin_zz1000_71001_barra_momentum_topG 11.33 -3.09 27.05 -92.85 27.05 21.45 -83.35 -138.28 -206.88
13 multin_zz1000_71001_barra_leverage_botG 4.07 -10.35 19.79 -100.11 19.79 14.19 -90.61 -145.54 -214.13
14 multin_zz1000_71001_barra_nonlinearsize_topG 3.07 -11.35 18.80 -101.11 18.80 13.19 -91.61 -146.54 -215.13
15 multin_zz1000_71001_barra_residualvolatility_botG -6.86 -21.29 8.86 -111.05 8.86 3.25 -101.55 -156.48 -225.07
16 multin_zz1000_71001_barra_earningsyield_botG -16.46 -30.88 -0.74 -120.64 -0.74 -6.34 -111.14 -166.07 -234.66
17 multin_zz1000_71001_barra_liquidity_botG -20.33 -34.76 -4.61 -124.52 -4.61 -10.21 -115.01 -169.95 -238.54
18 multin_zz1000_71001_barra_growth_topG -20.86 -35.28 -5.13 -125.04 -5.13 -10.74 -115.54 -170.47 -239.06
19 multin_zz1000_71001_barra_momentum_botG -43.07 -57.49 -27.35 -147.25 -27.35 -32.95 -137.75 -192.68 -261.27