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_20250626_151525
0 multin_zz1000_71001_barra_nonlinearsize_botG 66.52 61.53 21.38 54.42 21.38 26.88 -54.47 -56.02 -96.52
1 multin_zz1000_71001_barra_size_botG 66.52 61.53 21.38 54.42 21.38 26.88 -54.47 -56.02 -96.52
2 multin_zz1000_71001_barra_liquidity_topG 44.36 39.37 -0.79 32.25 -0.79 4.71 -76.64 -78.19 -118.69
3 multin_zz1000_71001_barra_growth_botG 43.71 38.72 -1.43 31.61 -1.43 4.06 -77.28 -78.83 -119.34
4 multin_zz1000_71001_barra_btop_topG 32.86 27.87 -12.29 20.76 -12.28 -6.79 -88.13 -89.69 -130.19
5 multin_zz1000_71001_barra_beta_topG 29.78 24.79 -15.36 17.68 -15.36 -9.87 -91.21 -92.76 -133.27
6 multin_zz1000_71001_barra_beta_botG 26.91 21.92 -18.23 14.81 -18.23 -12.74 -94.08 -95.63 -136.14
7 multin_zz1000_71001_barra_residualvolatility_topG 26.63 21.64 -18.52 14.53 -18.52 -13.02 -94.36 -95.92 -136.42
8 multin_zz1000_71001_barra_leverage_topG 25.23 20.24 -19.91 13.13 -19.91 -14.42 -95.76 -97.31 -137.82
9 multin_zz1000_71001_barra_liquidity_botG 22.49 17.50 -22.65 10.39 -22.65 -17.16 -98.50 -100.05 -140.56
10 multin_zz1000_71001_barra_earningsyield_botG 22.32 17.33 -22.82 10.22 -22.82 -17.32 -98.67 -100.22 -140.72
11 multin_zz1000_71001_barra_growth_topG 21.73 16.74 -23.41 9.63 -23.41 -17.91 -99.26 -100.81 -141.31
12 multin_zz1000_71001_barra_btop_botG 16.25 11.27 -28.89 4.15 -28.89 -23.39 -104.74 -106.29 -146.79
13 multin_zz1000_71001_barra_residualvolatility_botG 14.87 9.88 -30.28 2.77 -30.27 -24.78 -106.12 -107.68 -148.18
14 multin_zz1000_71001_barra_earningsyield_topG 13.22 8.23 -31.92 1.12 -31.92 -26.43 -107.77 -109.33 -149.83
15 multin_zz1000_71001_barra_leverage_botG 11.14 6.15 -34.00 -0.96 -34.00 -28.50 -109.85 -111.40 -151.90
16 multin_zz1000_71001_barra_momentum_topG 9.34 4.35 -35.80 -2.76 -35.80 -30.31 -111.65 -113.20 -153.71
17 multin_zz1000_71001_barra_momentum_botG 8.51 3.52 -36.63 -3.59 -36.63 -31.14 -112.48 -114.03 -154.54
18 multin_zz1000_71001_barra_size_topG 7.59 2.60 -37.56 -4.51 -37.55 -32.06 -113.40 -114.96 -155.46
19 multin_zz1000_71001_barra_nonlinearsize_topG 5.35 0.36 -39.80 -6.75 -39.80 -34.30 -115.64 -117.20 -157.70