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_20250707_151543
0 multin_zz1000_71001_barra_nonlinearsize_botG 90.83 132.93 114.23 155.60 114.23 1.45 -42.90 -67.15 -241.10
1 multin_zz1000_71001_barra_size_botG 90.83 132.93 114.23 155.60 114.23 1.45 -42.90 -67.15 -241.10
2 multin_zz1000_71001_barra_leverage_topG 76.92 119.02 100.32 141.69 100.32 -12.46 -56.81 -81.06 -255.01
3 multin_zz1000_71001_barra_btop_topG 68.59 110.69 91.99 133.35 91.99 -20.80 -65.14 -89.40 -263.34
4 multin_zz1000_71001_barra_liquidity_topG 65.66 107.76 89.06 130.43 89.06 -23.72 -68.06 -92.32 -266.26
5 multin_zz1000_71001_barra_residualvolatility_botG 62.27 104.37 85.67 127.04 85.67 -27.11 -71.46 -95.71 -269.66
6 multin_zz1000_71001_barra_liquidity_botG 60.27 102.37 83.67 125.03 83.67 -29.12 -73.46 -97.72 -271.66
7 multin_zz1000_71001_barra_growth_botG 54.13 96.23 77.53 118.90 77.53 -35.25 -79.60 -103.85 -277.80
8 multin_zz1000_71001_barra_beta_botG 40.32 82.42 63.72 105.09 63.72 -49.06 -93.41 -117.66 -291.61
9 multin_zz1000_71001_barra_residualvolatility_topG 28.88 70.98 52.28 93.65 52.28 -60.51 -104.85 -129.11 -303.05
10 multin_zz1000_71001_barra_momentum_topG 28.52 70.62 51.92 93.29 51.92 -60.86 -105.21 -129.46 -303.41
11 multin_zz1000_71001_barra_leverage_botG 27.82 69.92 51.22 92.58 51.22 -61.57 -105.91 -130.17 -304.11
12 multin_zz1000_71001_barra_growth_topG 26.12 68.22 49.52 90.88 49.52 -63.27 -107.61 -131.87 -305.81
13 multin_zz1000_71001_barra_earningsyield_topG 23.22 65.32 46.62 87.99 46.62 -66.16 -110.51 -134.76 -308.71
14 multin_zz1000_71001_barra_momentum_botG 11.50 53.60 34.90 76.27 34.90 -77.88 -122.23 -146.48 -320.43
15 multin_zz1000_71001_barra_nonlinearsize_topG 5.89 47.99 29.29 70.66 29.29 -83.49 -127.83 -152.09 -326.03
16 multin_zz1000_71001_barra_earningsyield_botG -3.46 38.64 19.94 61.30 19.94 -92.85 -137.19 -161.45 -335.39
17 multin_zz1000_71001_barra_btop_botG -11.03 31.07 12.37 53.74 12.37 -100.41 -144.75 -169.01 -342.95
18 multin_zz1000_71001_barra_beta_topG -12.81 29.29 10.59 51.96 10.59 -102.20 -146.54 -170.80 -344.74
19 multin_zz1000_71001_barra_size_topG -38.86 3.24 -15.46 25.90 -15.46 -128.25 -172.59 -196.85 -370.79