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_20250807_151520
0 multin_zz1000_71001_barra_leverage_botG 19.83 54.15 23.24 16.96 23.24 16.40 21.08 47.03 79.69
1 multin_zz1000_71001_barra_growth_botG 17.26 51.59 20.67 14.40 20.67 13.83 18.52 44.46 77.12
2 multin_zz1000_71001_barra_liquidity_topG 15.07 49.39 18.48 12.20 18.48 11.64 16.32 42.26 74.93
3 multin_zz1000_71001_barra_beta_botG 13.48 47.80 16.89 10.61 16.89 10.04 14.73 40.67 73.33
4 multin_zz1000_71001_barra_btop_botG 8.03 42.36 11.45 5.17 11.45 4.60 9.29 35.23 67.89
5 multin_zz1000_71001_barra_beta_topG 7.40 41.73 10.81 4.53 10.81 3.97 8.65 34.60 67.26
6 multin_zz1000_71001_barra_momentum_botG 6.05 40.37 9.46 3.18 9.46 2.62 7.30 33.24 65.90
7 multin_zz1000_71001_barra_residualvolatility_topG 5.97 40.29 9.38 3.10 9.38 2.54 7.22 33.16 65.82
8 multin_zz1000_71001_barra_nonlinearsize_topG 2.89 37.21 6.30 0.02 6.30 -0.54 4.14 30.08 62.74
9 multin_zz1000_71001_barra_earningsyield_botG 2.63 36.95 6.04 -0.24 6.04 -0.80 3.88 29.83 62.49
10 multin_zz1000_71001_barra_liquidity_botG 1.70 36.02 5.11 -1.17 5.11 -1.73 2.95 28.89 61.56
11 multin_zz1000_71001_barra_size_botG 1.43 35.75 4.84 -1.44 4.84 -2.00 2.68 28.62 61.28
12 multin_zz1000_71001_barra_nonlinearsize_botG 1.43 35.75 4.84 -1.44 4.84 -2.00 2.68 28.62 61.28
13 multin_zz1000_71001_barra_leverage_topG 0.96 35.28 4.37 -1.91 4.37 -2.47 2.21 28.16 60.82
14 multin_zz1000_71001_barra_residualvolatility_botG 0.66 34.98 4.07 -2.21 4.07 -2.77 1.91 27.85 60.51
15 multin_zz1000_71001_barra_growth_topG -1.49 32.83 1.92 -4.36 1.92 -4.92 -0.24 25.70 58.37
16 multin_zz1000_71001_barra_btop_topG -1.60 32.73 1.82 -4.46 1.82 -5.03 -0.34 25.60 58.26
17 multin_zz1000_71001_barra_earningsyield_topG -6.37 27.95 -2.96 -9.24 -2.96 -9.80 -5.12 20.82 53.49
18 multin_zz1000_71001_barra_size_topG -11.78 22.54 -8.37 -14.65 -8.37 -15.21 -10.53 15.41 48.08
19 multin_zz1000_71001_barra_momentum_topG -18.08 16.24 -14.67 -20.95 -14.67 -21.51 -16.83 9.11 41.78