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_20250612_151537
0 multin_zz1000_71001_barra_beta_topG 72.28 67.52 80.19 86.67 80.19 30.04 -39.65 -20.59 -14.34
1 multin_zz1000_71001_barra_btop_botG 62.88 58.12 70.79 77.27 70.79 20.64 -49.05 -29.99 -23.74
2 multin_zz1000_71001_barra_residualvolatility_topG 57.08 52.32 64.98 71.47 64.98 14.84 -54.85 -35.79 -29.54
3 multin_zz1000_71001_barra_leverage_botG 52.61 47.85 60.51 67.00 60.51 10.37 -59.32 -40.26 -34.01
4 multin_zz1000_71001_barra_nonlinearsize_botG 47.64 42.88 55.54 62.02 55.54 5.40 -64.29 -45.23 -38.99
5 multin_zz1000_71001_barra_size_botG 47.64 42.88 55.54 62.02 55.54 5.40 -64.29 -45.23 -38.99
6 multin_zz1000_71001_barra_momentum_topG 31.26 26.50 39.17 45.65 39.17 -10.98 -80.67 -61.61 -55.36
7 multin_zz1000_71001_barra_liquidity_topG 30.13 25.37 38.03 44.52 38.03 -12.11 -81.80 -62.74 -56.49
8 multin_zz1000_71001_barra_growth_topG 29.28 24.52 37.19 43.67 37.19 -12.96 -82.65 -63.59 -57.34
9 multin_zz1000_71001_barra_residualvolatility_botG 23.09 18.33 31.00 37.48 30.99 -19.15 -88.84 -69.78 -63.53
10 multin_zz1000_71001_barra_earningsyield_botG 21.46 16.70 29.37 35.85 29.37 -20.78 -90.47 -71.41 -65.16
11 multin_zz1000_71001_barra_growth_botG 14.85 10.09 22.75 29.24 22.75 -27.39 -97.08 -78.02 -71.77
12 multin_zz1000_71001_barra_nonlinearsize_topG 6.94 2.18 14.85 21.33 14.84 -35.30 -104.99 -85.93 -79.68
13 multin_zz1000_71001_barra_earningsyield_topG 3.65 -1.11 11.56 18.04 11.56 -38.59 -108.28 -89.22 -82.97
14 multin_zz1000_71001_barra_size_topG 2.40 -2.36 10.31 16.79 10.31 -39.84 -109.53 -90.47 -84.22
15 multin_zz1000_71001_barra_momentum_botG 1.28 -3.48 9.19 15.67 9.19 -40.96 -110.65 -91.59 -85.34
16 multin_zz1000_71001_barra_liquidity_botG -0.94 -5.70 6.97 13.45 6.97 -43.18 -112.87 -93.81 -87.56
17 multin_zz1000_71001_barra_btop_topG -10.57 -15.33 -2.67 3.82 -2.67 -52.81 -122.50 -103.44 -97.19
18 multin_zz1000_71001_barra_beta_botG -10.85 -15.61 -2.94 3.54 -2.94 -53.09 -122.78 -103.72 -97.47
19 multin_zz1000_71001_barra_leverage_topG -16.06 -20.82 -8.16 -1.68 -8.16 -58.30 -127.99 -108.93 -102.69