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_20250610_151613
0 multin_zz1000_71001_barra_beta_botG 93.01 83.90 3.06 49.52 3.06 93.01 73.26 155.22 224.05
1 multin_zz1000_71001_barra_residualvolatility_topG 64.13 55.03 -25.82 20.65 -25.82 64.14 44.38 126.35 195.18
2 multin_zz1000_71001_barra_earningsyield_topG 58.75 49.65 -31.20 15.27 -31.20 58.76 39.00 120.97 189.80
3 multin_zz1000_71001_barra_btop_topG 40.56 31.45 -49.39 -2.93 -49.39 40.57 20.81 102.77 171.61
4 multin_zz1000_71001_barra_momentum_botG 31.69 22.58 -58.26 -11.80 -58.26 31.70 11.94 93.90 162.74
5 multin_zz1000_71001_barra_leverage_topG 31.64 22.53 -58.31 -11.84 -58.31 31.65 11.89 93.85 162.69
6 multin_zz1000_71001_barra_liquidity_botG 27.56 18.45 -62.39 -15.93 -62.39 27.57 7.81 89.77 158.61
7 multin_zz1000_71001_barra_liquidity_topG 20.83 11.72 -69.12 -22.65 -69.12 20.84 1.08 83.04 151.88
8 multin_zz1000_71001_barra_size_topG 16.31 7.20 -73.65 -27.18 -73.64 16.31 -3.45 78.52 147.35
9 multin_zz1000_71001_barra_nonlinearsize_botG 13.99 4.88 -75.97 -29.50 -75.97 13.99 -5.77 76.20 145.03
10 multin_zz1000_71001_barra_size_botG 13.99 4.88 -75.97 -29.50 -75.97 13.99 -5.77 76.20 145.03
11 multin_zz1000_71001_barra_nonlinearsize_topG 9.10 -0.00 -80.85 -34.38 -80.85 9.11 -10.65 71.32 140.15
12 multin_zz1000_71001_barra_leverage_botG 8.86 -0.25 -81.10 -34.63 -81.09 8.86 -10.90 71.07 139.90
13 multin_zz1000_71001_barra_growth_botG 0.08 -9.03 -89.87 -43.40 -89.87 0.09 -19.67 62.29 131.13
14 multin_zz1000_71001_barra_residualvolatility_botG -3.81 -12.91 -93.76 -47.29 -93.76 -3.80 -23.56 58.41 127.24
15 multin_zz1000_71001_barra_growth_topG -8.59 -17.70 -98.54 -52.08 -98.54 -8.59 -28.34 53.62 122.45
16 multin_zz1000_71001_barra_btop_botG -12.82 -21.93 -102.77 -56.31 -102.77 -12.81 -32.57 49.39 118.23
17 multin_zz1000_71001_barra_earningsyield_botG -29.68 -38.78 -119.63 -73.16 -119.63 -29.67 -49.43 32.54 101.37
18 multin_zz1000_71001_barra_momentum_topG -29.74 -38.84 -119.69 -73.22 -119.69 -29.73 -49.49 32.48 101.31
19 multin_zz1000_71001_barra_beta_topG -58.08 -67.19 -148.03 -101.57 -148.03 -58.07 -77.83 4.13 72.97