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_20250611_151528
0 multin_zz1000_71001_barra_beta_topG 55.65 32.79 99.85 18.31 99.85 17.21 -124.99 -174.95 -173.83
1 multin_zz1000_71001_barra_size_botG 50.29 27.43 94.49 12.95 94.49 11.85 -130.35 -180.31 -179.19
2 multin_zz1000_71001_barra_nonlinearsize_botG 50.29 27.43 94.49 12.95 94.49 11.85 -130.35 -180.31 -179.19
3 multin_zz1000_71001_barra_earningsyield_topG 28.30 5.44 72.50 -9.04 72.50 -10.14 -152.34 -202.30 -201.18
4 multin_zz1000_71001_barra_growth_topG 28.12 5.26 72.32 -9.22 72.32 -10.32 -152.52 -202.47 -201.36
5 multin_zz1000_71001_barra_btop_topG 24.35 1.49 68.55 -12.99 68.55 -14.09 -156.29 -206.25 -205.13
6 multin_zz1000_71001_barra_residualvolatility_botG 23.43 0.57 67.62 -13.91 67.63 -15.01 -157.22 -207.17 -206.05
7 multin_zz1000_71001_barra_leverage_botG 22.72 -0.14 66.92 -14.62 66.92 -15.72 -157.92 -207.88 -206.76
8 multin_zz1000_71001_barra_size_topG 19.08 -3.78 63.27 -18.26 63.28 -19.36 -161.57 -211.52 -210.40
9 multin_zz1000_71001_barra_liquidity_botG 17.05 -5.81 61.25 -20.29 61.25 -21.39 -163.59 -213.55 -212.43
10 multin_zz1000_71001_barra_btop_botG 16.12 -6.74 60.32 -21.22 60.32 -22.32 -164.52 -214.48 -213.36
11 multin_zz1000_71001_barra_leverage_topG 14.13 -8.73 58.33 -23.21 58.33 -24.31 -166.51 -216.46 -215.35
12 multin_zz1000_71001_barra_nonlinearsize_topG 11.00 -11.86 55.20 -26.34 55.20 -27.44 -169.64 -219.60 -218.48
13 multin_zz1000_71001_barra_momentum_topG 8.73 -14.14 52.92 -28.62 52.92 -29.72 -171.92 -221.87 -220.75
14 multin_zz1000_71001_barra_growth_botG 8.53 -14.33 52.73 -28.81 52.73 -29.91 -172.11 -222.06 -220.95
15 multin_zz1000_71001_barra_momentum_botG 6.60 -16.26 50.80 -30.74 50.80 -31.84 -174.04 -224.00 -222.88
16 multin_zz1000_71001_barra_residualvolatility_topG 6.41 -16.46 50.60 -30.94 50.60 -32.04 -174.24 -224.19 -223.07
17 multin_zz1000_71001_barra_liquidity_topG -6.00 -28.87 38.19 -43.35 38.19 -44.45 -186.65 -236.60 -235.48
18 multin_zz1000_71001_barra_beta_botG -9.67 -32.53 34.53 -47.01 34.53 -48.11 -190.31 -240.27 -239.15
19 multin_zz1000_71001_barra_earningsyield_botG -17.94 -40.80 26.26 -55.28 26.26 -56.38 -198.58 -248.54 -247.42