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_20250811_151521
0 multin_zz1000_71001_barra_liquidity_topG 37.99 87.09 196.09 149.01 196.09 35.79 -56.87 -37.02 -2.20
1 multin_zz1000_71001_barra_beta_topG 30.67 79.77 188.77 141.69 188.77 28.48 -64.18 -44.34 -9.52
2 multin_zz1000_71001_barra_earningsyield_botG 26.23 75.33 184.33 137.25 184.33 24.04 -68.62 -48.78 -13.96
3 multin_zz1000_71001_barra_momentum_topG 22.13 71.23 180.23 133.15 180.23 19.94 -72.72 -52.88 -18.06
4 multin_zz1000_71001_barra_growth_topG 14.43 63.53 172.52 125.44 172.53 12.23 -80.43 -60.58 -25.76
5 multin_zz1000_71001_barra_btop_botG 13.44 62.54 171.54 124.46 171.54 11.25 -81.41 -61.57 -26.75
6 multin_zz1000_71001_barra_leverage_botG 8.02 57.12 166.12 119.04 166.12 5.82 -86.83 -66.99 -32.17
7 multin_zz1000_71001_barra_residualvolatility_botG 3.19 52.29 161.29 114.20 161.29 0.99 -91.67 -71.82 -37.00
8 multin_zz1000_71001_barra_growth_botG -2.88 46.21 155.21 108.13 155.22 -5.08 -97.74 -77.90 -43.08
9 multin_zz1000_71001_barra_residualvolatility_topG -5.55 43.55 152.55 105.47 152.55 -7.75 -100.40 -80.56 -45.74
10 multin_zz1000_71001_barra_momentum_botG -5.56 43.54 152.54 105.46 152.54 -7.76 -100.41 -80.57 -45.75
11 multin_zz1000_71001_barra_nonlinearsize_topG -15.65 33.45 142.45 95.37 142.45 -17.85 -110.51 -90.66 -55.84
12 multin_zz1000_71001_barra_size_botG -24.95 24.15 133.15 86.07 133.15 -27.14 -119.80 -99.96 -65.14
13 multin_zz1000_71001_barra_nonlinearsize_botG -24.95 24.15 133.15 86.07 133.15 -27.14 -119.80 -99.96 -65.14
14 multin_zz1000_71001_barra_leverage_topG -46.80 2.30 111.30 64.22 111.30 -48.99 -141.65 -121.81 -86.99
15 multin_zz1000_71001_barra_liquidity_botG -53.06 -3.97 105.03 57.95 105.04 -55.26 -147.92 -128.08 -93.26
16 multin_zz1000_71001_barra_size_topG -69.96 -20.87 88.13 41.05 88.14 -72.16 -164.82 -144.97 -110.16
17 multin_zz1000_71001_barra_btop_topG -80.69 -31.59 77.41 30.33 77.41 -82.88 -175.54 -155.70 -120.88
18 multin_zz1000_71001_barra_earningsyield_topG -95.71 -46.61 62.39 15.31 62.39 -97.90 -190.56 -170.72 -135.90
19 multin_zz1000_71001_barra_beta_botG -128.29 -79.19 29.81 -17.28 29.81 -130.49 -223.15 -203.30 -168.48