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_20250716_151519
0 multin_zz1000_71001_barra_momentum_topG 49.78 80.79 82.29 110.20 82.29 0.93 26.54 13.45 21.75
1 multin_zz1000_71001_barra_liquidity_botG 46.39 77.40 78.90 106.81 78.90 -2.45 23.15 10.06 18.36
2 multin_zz1000_71001_barra_size_botG 44.03 75.04 76.54 104.45 76.54 -4.81 20.79 7.70 16.00
3 multin_zz1000_71001_barra_nonlinearsize_botG 44.03 75.04 76.54 104.45 76.54 -4.81 20.79 7.70 16.00
4 multin_zz1000_71001_barra_residualvolatility_botG 33.35 64.35 65.85 93.77 65.85 -15.50 10.11 -2.98 5.31
5 multin_zz1000_71001_barra_leverage_botG 25.35 56.35 57.85 85.77 57.85 -23.50 2.11 -10.98 -2.69
6 multin_zz1000_71001_barra_growth_topG 22.78 53.78 55.28 83.19 55.28 -26.07 -0.47 -13.55 -5.26
7 multin_zz1000_71001_barra_earningsyield_botG 17.11 48.12 49.62 77.53 49.62 -31.73 -6.13 -19.22 -10.92
8 multin_zz1000_71001_barra_momentum_botG 15.37 46.37 47.87 75.79 47.87 -33.48 -7.87 -20.96 -12.67
9 multin_zz1000_71001_barra_btop_botG 11.90 42.90 44.40 72.32 44.40 -36.95 -11.35 -24.43 -16.14
10 multin_zz1000_71001_barra_growth_botG 11.22 42.23 43.73 71.64 43.73 -37.62 -12.02 -25.11 -16.81
11 multin_zz1000_71001_barra_nonlinearsize_topG 7.32 38.32 39.82 67.74 39.82 -41.53 -15.93 -29.01 -20.72
12 multin_zz1000_71001_barra_beta_botG 6.59 37.60 39.10 67.01 39.10 -42.25 -16.65 -29.74 -21.44
13 multin_zz1000_71001_barra_liquidity_topG 3.97 34.98 36.47 64.39 36.48 -44.88 -19.27 -32.36 -24.06
14 multin_zz1000_71001_barra_residualvolatility_topG 1.54 32.54 34.04 61.96 34.04 -47.31 -21.71 -34.79 -26.50
15 multin_zz1000_71001_barra_beta_topG 0.65 31.65 33.15 61.07 33.15 -48.20 -22.59 -35.68 -27.39
16 multin_zz1000_71001_barra_earningsyield_topG -4.69 26.32 27.82 55.73 27.82 -53.53 -27.93 -41.02 -32.72
17 multin_zz1000_71001_barra_leverage_topG -12.63 18.37 19.87 47.79 19.87 -61.48 -35.87 -48.96 -40.67
18 multin_zz1000_71001_barra_btop_topG -29.03 1.98 3.48 31.39 3.48 -77.87 -52.27 -65.36 -57.06
19 multin_zz1000_71001_barra_size_topG -39.47 -8.46 -6.96 20.95 -6.96 -88.31 -62.71 -75.80 -67.50