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_20250717_151527
0 multin_zz1000_71001_barra_earningsyield_botG 47.54 53.52 160.57 93.61 160.57 76.03 127.97 135.55 177.03
1 multin_zz1000_71001_barra_liquidity_topG 31.37 37.35 144.40 77.44 144.40 59.86 111.80 119.38 160.86
2 multin_zz1000_71001_barra_momentum_topG 24.90 30.89 137.94 70.97 137.94 53.40 105.33 112.91 154.40
3 multin_zz1000_71001_barra_btop_botG 21.72 27.71 134.76 67.79 134.76 50.22 102.15 109.74 151.22
4 multin_zz1000_71001_barra_residualvolatility_topG 8.61 14.60 121.65 54.68 121.65 37.11 89.04 96.62 138.11
5 multin_zz1000_71001_barra_beta_topG 0.04 6.02 113.07 46.11 113.07 28.53 80.47 88.05 129.53
6 multin_zz1000_71001_barra_growth_topG -2.10 3.88 110.93 43.97 110.93 26.39 78.33 85.91 127.39
7 multin_zz1000_71001_barra_size_topG -14.40 -8.42 98.63 31.67 98.64 14.09 66.03 73.61 115.09
8 multin_zz1000_71001_barra_nonlinearsize_topG -16.76 -10.77 96.28 29.31 96.28 11.74 63.67 71.25 112.74
9 multin_zz1000_71001_barra_growth_botG -21.40 -15.41 91.63 24.67 91.64 7.09 59.03 66.61 108.10
10 multin_zz1000_71001_barra_leverage_botG -30.77 -24.78 82.27 15.30 82.27 -2.27 49.66 57.24 98.73
11 multin_zz1000_71001_barra_residualvolatility_botG -37.71 -31.73 75.32 8.36 75.32 -9.22 42.72 50.30 91.78
12 multin_zz1000_71001_barra_momentum_botG -39.14 -33.15 73.90 6.93 73.90 -10.64 41.29 48.88 90.36
13 multin_zz1000_71001_barra_nonlinearsize_botG -55.42 -49.43 57.62 -9.35 57.62 -26.92 25.01 32.59 74.08
14 multin_zz1000_71001_barra_size_botG -55.42 -49.43 57.62 -9.35 57.62 -26.92 25.01 32.59 74.08
15 multin_zz1000_71001_barra_leverage_topG -64.86 -58.87 48.18 -18.79 48.18 -36.36 15.57 23.15 64.64
16 multin_zz1000_71001_barra_liquidity_botG -76.59 -70.60 36.45 -30.52 36.45 -48.09 3.84 11.42 52.91
17 multin_zz1000_71001_barra_btop_topG -86.31 -80.33 26.72 -40.24 26.72 -57.82 -5.88 1.70 43.18
18 multin_zz1000_71001_barra_beta_botG -95.81 -89.82 17.23 -49.74 17.23 -67.31 -15.38 -7.80 33.69
19 multin_zz1000_71001_barra_earningsyield_topG -96.53 -90.54 16.51 -50.46 16.51 -68.03 -16.10 -8.52 32.97