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_20250604_151522
0 multin_zz1000_71001_barra_momentum_botG 45.16 57.50 135.19 90.71 135.19 22.38 -57.53 -29.11 -75.45
1 multin_zz1000_71001_barra_momentum_topG 27.78 40.12 117.81 73.33 117.81 5.00 -74.91 -46.49 -92.83
2 multin_zz1000_71001_barra_nonlinearsize_botG 23.68 36.02 113.71 69.23 113.71 0.90 -79.01 -50.58 -96.93
3 multin_zz1000_71001_barra_size_botG 23.68 36.02 113.71 69.23 113.71 0.90 -79.01 -50.58 -96.93
4 multin_zz1000_71001_barra_liquidity_botG 20.91 33.25 110.94 66.46 110.94 -1.87 -81.78 -53.36 -99.70
5 multin_zz1000_71001_barra_growth_botG 17.53 29.88 107.57 63.09 107.57 -5.24 -85.16 -56.73 -103.08
6 multin_zz1000_71001_barra_leverage_topG 15.70 28.04 105.73 61.25 105.73 -7.07 -86.99 -58.56 -104.91
7 multin_zz1000_71001_barra_liquidity_topG 15.21 27.55 105.24 60.76 105.24 -7.57 -87.48 -59.06 -105.40
8 multin_zz1000_71001_barra_btop_botG 13.55 25.90 103.59 59.11 103.59 -9.22 -89.14 -60.71 -107.06
9 multin_zz1000_71001_barra_beta_topG 12.39 24.74 102.43 57.95 102.43 -10.38 -90.29 -61.87 -108.21
10 multin_zz1000_71001_barra_growth_topG 7.21 19.55 97.24 52.76 97.24 -15.57 -95.48 -67.06 -113.40
11 multin_zz1000_71001_barra_btop_topG 6.38 18.73 96.42 51.94 96.42 -16.39 -96.31 -67.88 -114.23
12 multin_zz1000_71001_barra_residualvolatility_botG 2.09 14.43 92.12 47.64 92.12 -20.69 -100.60 -72.18 -118.52
13 multin_zz1000_71001_barra_leverage_botG 1.11 13.45 91.14 46.66 91.14 -21.67 -101.58 -73.16 -119.50
14 multin_zz1000_71001_barra_residualvolatility_topG 0.70 13.04 90.73 46.25 90.73 -22.08 -101.99 -73.57 -119.91
15 multin_zz1000_71001_barra_earningsyield_topG -2.40 9.94 87.63 43.15 87.63 -25.18 -105.09 -76.67 -123.01
16 multin_zz1000_71001_barra_earningsyield_botG -3.92 8.42 86.11 41.63 86.11 -26.70 -106.61 -78.19 -124.53
17 multin_zz1000_71001_barra_nonlinearsize_topG -4.91 7.43 85.12 40.64 85.12 -27.69 -107.60 -79.18 -125.52
18 multin_zz1000_71001_barra_size_topG -18.28 -5.94 71.75 27.27 71.76 -41.05 -120.97 -92.54 -138.89
19 multin_zz1000_71001_barra_beta_botG -27.27 -14.93 62.76 18.28 62.76 -50.05 -129.96 -101.54 -147.88