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_20250617_151818
0 multin_zz1000_71001_barra_btop_topG 44.66 63.59 32.91 41.37 32.91 60.32 74.73 118.18 72.29
1 multin_zz1000_71001_barra_leverage_topG 44.64 63.56 32.89 41.35 32.89 60.30 74.71 118.16 72.27
2 multin_zz1000_71001_barra_earningsyield_topG 34.05 52.97 22.29 30.76 22.29 49.70 64.12 107.56 61.68
3 multin_zz1000_71001_barra_residualvolatility_botG 30.75 49.68 19.00 27.47 19.00 46.41 60.83 104.27 58.39
4 multin_zz1000_71001_barra_momentum_botG 29.07 48.00 17.32 25.79 17.32 44.73 59.15 102.59 56.70
5 multin_zz1000_71001_barra_growth_botG 18.80 37.72 7.04 15.51 7.04 34.45 48.87 92.31 46.43
6 multin_zz1000_71001_barra_liquidity_botG 14.29 33.21 2.53 11.00 2.53 29.94 44.36 87.80 41.92
7 multin_zz1000_71001_barra_beta_botG 5.07 23.99 -6.69 1.78 -6.69 20.72 35.14 78.58 32.70
8 multin_zz1000_71001_barra_beta_topG 4.32 23.25 -7.43 1.03 -7.43 19.98 34.39 77.84 31.95
9 multin_zz1000_71001_barra_nonlinearsize_topG -2.56 16.36 -14.32 -5.85 -14.32 13.09 27.51 70.95 25.07
10 multin_zz1000_71001_barra_growth_topG -9.68 9.24 -21.43 -12.97 -21.43 5.98 20.39 63.84 17.95
11 multin_zz1000_71001_barra_size_topG -11.53 7.39 -23.29 -14.82 -23.29 4.12 18.54 61.98 16.10
12 multin_zz1000_71001_barra_nonlinearsize_botG -14.50 4.42 -26.26 -17.79 -26.26 1.15 15.57 59.01 13.13
13 multin_zz1000_71001_barra_size_botG -14.50 4.42 -26.26 -17.79 -26.26 1.15 15.57 59.01 13.13
14 multin_zz1000_71001_barra_leverage_botG -20.46 -1.54 -32.21 -23.75 -32.21 -4.81 9.61 53.06 7.17
15 multin_zz1000_71001_barra_liquidity_topG -27.86 -8.94 -39.62 -31.15 -39.62 -12.21 2.21 45.66 -0.23
16 multin_zz1000_71001_barra_earningsyield_botG -33.10 -14.18 -44.86 -36.39 -44.86 -17.45 -3.03 40.41 -5.47
17 multin_zz1000_71001_barra_momentum_topG -44.64 -25.72 -56.40 -47.93 -56.40 -28.99 -14.57 28.87 -17.01
18 multin_zz1000_71001_barra_btop_botG -46.12 -27.19 -57.87 -49.40 -57.87 -30.46 -16.04 27.40 -18.49
19 multin_zz1000_71001_barra_residualvolatility_topG -66.58 -47.66 -78.33 -69.87 -78.34 -50.93 -36.51 6.94 -38.95