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_20250725_151538
0 multin_zz1000_71001_barra_earningsyield_botG 70.18 69.83 79.45 130.69 79.45 36.81 57.69 26.45 26.79
1 multin_zz1000_71001_barra_btop_botG 54.57 54.21 63.84 115.08 63.84 21.20 42.08 10.84 11.18
2 multin_zz1000_71001_barra_residualvolatility_botG 41.76 41.41 51.03 102.28 51.03 8.39 29.28 -1.96 -1.62
3 multin_zz1000_71001_barra_leverage_botG 40.82 40.46 50.09 101.33 50.09 7.45 28.33 -2.91 -2.57
4 multin_zz1000_71001_barra_beta_topG 36.36 36.01 45.63 96.87 45.63 2.99 23.88 -7.36 -7.02
5 multin_zz1000_71001_barra_growth_topG 31.80 31.45 41.07 92.31 41.07 -1.57 19.31 -11.92 -11.59
6 multin_zz1000_71001_barra_momentum_topG 23.99 23.64 33.27 84.51 33.27 -9.37 11.51 -19.73 -19.39
7 multin_zz1000_71001_barra_liquidity_botG 19.84 19.49 29.11 80.36 29.12 -13.53 7.36 -23.88 -23.54
8 multin_zz1000_71001_barra_nonlinearsize_botG 16.16 15.80 25.43 76.67 25.43 -17.21 3.67 -27.57 -27.23
9 multin_zz1000_71001_barra_size_botG 16.15 15.80 25.43 76.67 25.43 -17.21 3.67 -27.57 -27.23
10 multin_zz1000_71001_barra_growth_botG 3.35 3.00 12.62 63.86 12.62 -30.02 -9.14 -40.38 -40.04
11 multin_zz1000_71001_barra_nonlinearsize_topG -3.82 -4.17 5.45 56.69 5.45 -37.19 -16.31 -47.54 -47.21
12 multin_zz1000_71001_barra_liquidity_topG -14.99 -15.34 -5.72 45.52 -5.72 -48.36 -27.48 -58.71 -58.38
13 multin_zz1000_71001_barra_momentum_botG -18.32 -18.67 -9.05 42.19 -9.05 -51.69 -30.81 -62.05 -61.71
14 multin_zz1000_71001_barra_size_topG -25.45 -25.80 -16.18 35.06 -16.18 -58.82 -37.94 -69.18 -68.84
15 multin_zz1000_71001_barra_earningsyield_topG -30.34 -30.69 -21.07 30.17 -21.07 -63.71 -42.83 -74.07 -73.73
16 multin_zz1000_71001_barra_beta_botG -42.91 -43.26 -33.63 17.61 -33.63 -76.27 -55.39 -86.63 -86.29
17 multin_zz1000_71001_barra_leverage_topG -53.70 -54.05 -44.43 6.81 -44.43 -87.07 -66.19 -97.43 -97.09
18 multin_zz1000_71001_barra_btop_topG -62.20 -62.55 -52.93 -1.69 -52.93 -95.57 -74.69 -105.93 -105.59
19 multin_zz1000_71001_barra_residualvolatility_topG -77.90 -78.25 -68.63 -17.39 -68.63 -111.27 -90.39 -121.62 -121.29