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_20250606_151523
0 multin_zz1000_71001_barra_nonlinearsize_botG 102.53 92.75 78.96 85.76 78.96 24.24 -12.53 1.26 -66.66
1 multin_zz1000_71001_barra_size_botG 102.53 92.75 78.96 85.76 78.96 24.24 -12.53 1.26 -66.66
2 multin_zz1000_71001_barra_liquidity_botG 78.84 69.06 55.27 62.07 55.27 0.55 -36.22 -22.43 -90.35
3 multin_zz1000_71001_barra_btop_topG 56.08 46.29 32.51 39.30 32.51 -22.21 -58.98 -45.20 -113.11
4 multin_zz1000_71001_barra_beta_botG 50.06 40.28 26.49 33.29 26.50 -28.23 -65.00 -51.21 -119.13
5 multin_zz1000_71001_barra_leverage_topG 46.16 36.37 22.59 29.38 22.59 -32.14 -68.90 -55.12 -123.03
6 multin_zz1000_71001_barra_earningsyield_topG 45.56 35.77 21.99 28.78 21.99 -32.74 -69.51 -55.72 -123.64
7 multin_zz1000_71001_barra_growth_botG 45.12 35.34 21.55 28.34 21.55 -33.17 -69.94 -56.15 -124.07
8 multin_zz1000_71001_barra_residualvolatility_botG 45.07 35.29 21.50 28.30 21.51 -33.22 -69.99 -56.20 -124.12
9 multin_zz1000_71001_barra_momentum_botG 33.97 24.18 10.40 17.19 10.40 -44.33 -81.10 -67.31 -135.23
10 multin_zz1000_71001_barra_beta_topG 23.83 14.04 0.26 7.05 0.26 -54.47 -91.23 -77.45 -145.36
11 multin_zz1000_71001_barra_size_topG 21.31 11.53 -2.26 4.54 -2.26 -56.98 -93.75 -79.96 -147.88
12 multin_zz1000_71001_barra_leverage_botG 18.58 8.80 -4.99 1.81 -4.98 -59.71 -96.48 -82.69 -150.61
13 multin_zz1000_71001_barra_btop_botG 15.31 5.53 -8.26 -1.46 -8.26 -62.98 -99.75 -85.96 -153.88
14 multin_zz1000_71001_barra_growth_topG 13.64 3.86 -9.93 -3.14 -9.93 -64.65 -101.42 -87.63 -155.55
15 multin_zz1000_71001_barra_earningsyield_botG 12.97 3.18 -10.60 -3.81 -10.60 -65.32 -102.09 -88.30 -156.22
16 multin_zz1000_71001_barra_nonlinearsize_topG -5.53 -15.32 -29.10 -22.31 -29.10 -83.83 -120.60 -106.81 -174.73
17 multin_zz1000_71001_barra_residualvolatility_topG -8.08 -17.86 -31.65 -24.85 -31.65 -86.37 -123.14 -109.35 -177.27
18 multin_zz1000_71001_barra_momentum_topG -12.46 -22.24 -36.03 -29.23 -36.03 -90.75 -127.52 -113.73 -181.65
19 multin_zz1000_71001_barra_liquidity_topG -25.00 -34.79 -48.57 -41.78 -48.57 -103.30 -140.06 -126.28 -194.19