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_20250703_151547
0 multin_zz1000_71001_barra_growth_topG 14.14 15.37 67.80 5.28 67.80 3.01 -28.24 53.61 3.33
1 multin_zz1000_71001_barra_leverage_botG 11.03 12.26 64.70 2.17 64.70 -0.09 -31.35 50.51 0.22
2 multin_zz1000_71001_barra_liquidity_topG 8.30 9.53 61.97 -0.55 61.97 -2.82 -34.08 47.78 -2.50
3 multin_zz1000_71001_barra_momentum_botG 6.15 7.38 59.82 -2.70 59.82 -4.97 -36.23 45.63 -4.65
4 multin_zz1000_71001_barra_earningsyield_botG 5.67 6.90 59.34 -3.18 59.34 -5.45 -36.71 45.15 -5.14
5 multin_zz1000_71001_barra_btop_botG 2.70 3.93 56.37 -6.15 56.37 -8.42 -39.68 42.18 -8.10
6 multin_zz1000_71001_barra_beta_topG 2.54 3.77 56.20 -6.32 56.20 -8.59 -39.84 42.02 -8.27
7 multin_zz1000_71001_barra_size_topG 1.38 2.61 55.04 -7.48 55.04 -9.75 -41.00 40.86 -9.43
8 multin_zz1000_71001_barra_residualvolatility_botG -0.28 0.95 53.38 -9.14 53.38 -11.41 -42.66 39.20 -11.09
9 multin_zz1000_71001_barra_growth_botG -3.70 -2.47 49.96 -12.56 49.96 -14.83 -46.08 35.78 -14.51
10 multin_zz1000_71001_barra_momentum_topG -9.21 -7.99 44.45 -18.07 44.45 -20.34 -51.60 30.26 -20.02
11 multin_zz1000_71001_barra_liquidity_botG -9.42 -8.19 44.24 -18.28 44.24 -20.55 -51.80 30.05 -20.23
12 multin_zz1000_71001_barra_nonlinearsize_topG -9.88 -8.65 43.79 -18.74 43.79 -21.01 -52.26 29.60 -20.69
13 multin_zz1000_71001_barra_nonlinearsize_botG -10.19 -8.96 43.48 -19.04 43.48 -21.31 -52.57 29.29 -20.99
14 multin_zz1000_71001_barra_size_botG -10.19 -8.96 43.48 -19.04 43.48 -21.31 -52.57 29.29 -20.99
15 multin_zz1000_71001_barra_earningsyield_topG -13.03 -11.80 40.64 -21.89 40.63 -24.16 -55.41 26.45 -23.84
16 multin_zz1000_71001_barra_residualvolatility_topG -16.22 -14.99 37.45 -25.07 37.45 -27.34 -58.60 23.26 -27.02
17 multin_zz1000_71001_barra_leverage_topG -19.61 -18.38 34.06 -28.46 34.06 -30.73 -61.99 19.87 -30.41
18 multin_zz1000_71001_barra_btop_topG -29.64 -28.41 24.03 -38.49 24.03 -40.76 -72.02 9.84 -40.44
19 multin_zz1000_71001_barra_beta_botG -31.30 -30.07 22.37 -40.15 22.37 -42.42 -73.68 8.18 -42.10