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_20250718_151522
0 multin_zz1000_71001_barra_liquidity_botG 26.08 22.23 50.26 -12.38 50.26 25.70 -17.43 60.98 42.16
1 multin_zz1000_71001_barra_size_topG 25.41 21.56 49.59 -13.05 49.59 25.03 -18.10 60.31 41.49
2 multin_zz1000_71001_barra_beta_botG 23.03 19.18 47.21 -15.43 47.21 22.65 -20.48 57.93 39.11
3 multin_zz1000_71001_barra_btop_topG 22.30 18.46 46.49 -16.15 46.49 21.93 -21.20 57.21 38.39
4 multin_zz1000_71001_barra_earningsyield_topG 19.93 16.09 44.11 -18.53 44.11 19.55 -23.58 54.83 36.01
5 multin_zz1000_71001_barra_residualvolatility_botG 18.42 14.58 42.61 -20.03 42.61 18.05 -25.08 53.33 34.51
6 multin_zz1000_71001_barra_earningsyield_botG 18.04 14.20 42.23 -20.41 42.23 17.67 -25.46 52.95 34.13
7 multin_zz1000_71001_barra_momentum_botG 13.66 9.82 37.85 -24.79 37.85 13.29 -29.84 48.57 29.75
8 multin_zz1000_71001_barra_nonlinearsize_botG 8.93 5.09 33.11 -29.53 33.12 8.55 -34.58 43.83 25.01
9 multin_zz1000_71001_barra_size_botG 8.93 5.09 33.11 -29.53 33.12 8.55 -34.58 43.83 25.01
10 multin_zz1000_71001_barra_leverage_topG 5.40 1.56 29.59 -33.06 29.59 5.02 -38.11 40.30 21.48
11 multin_zz1000_71001_barra_nonlinearsize_topG 4.85 1.01 29.03 -33.61 29.03 4.47 -38.66 39.75 20.93
12 multin_zz1000_71001_barra_growth_topG -0.61 -4.45 23.58 -39.06 23.58 -0.98 -44.11 34.30 15.48
13 multin_zz1000_71001_barra_btop_botG -2.91 -6.76 21.27 -41.37 21.27 -3.29 -46.42 31.99 13.17
14 multin_zz1000_71001_barra_leverage_botG -8.09 -11.94 16.09 -46.55 16.09 -8.47 -51.60 26.81 7.99
15 multin_zz1000_71001_barra_growth_botG -8.94 -12.79 15.24 -47.40 15.24 -9.32 -52.45 25.96 7.14
16 multin_zz1000_71001_barra_residualvolatility_topG -16.77 -20.61 7.42 -55.22 7.42 -17.15 -60.28 18.13 -0.68
17 multin_zz1000_71001_barra_momentum_topG -19.13 -22.97 5.06 -57.58 5.06 -19.50 -62.63 15.78 -3.04
18 multin_zz1000_71001_barra_liquidity_topG -26.94 -30.78 -2.76 -65.40 -2.75 -27.32 -70.45 7.96 -10.86
19 multin_zz1000_71001_barra_beta_topG -39.97 -43.82 -15.79 -78.43 -15.79 -40.35 -83.48 -5.07 -23.89