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_20250910_151529
0 multin_zz1000_71001_barra_liquidity_topG 54.74 56.40 63.30 37.72 63.30 39.87 175.77 187.72 208.41
1 multin_zz1000_71001_barra_momentum_topG 32.34 34.00 40.90 15.32 40.90 17.47 153.37 165.32 186.01
2 multin_zz1000_71001_barra_earningsyield_botG 27.67 29.33 36.23 10.65 36.23 12.80 148.70 160.65 181.34
3 multin_zz1000_71001_barra_btop_botG 27.45 29.10 36.00 10.43 36.00 12.58 148.48 160.43 181.12
4 multin_zz1000_71001_barra_beta_topG 24.77 26.43 33.33 7.75 33.33 9.90 145.80 157.75 178.44
5 multin_zz1000_71001_barra_growth_botG 22.09 23.74 30.64 5.07 30.64 7.22 143.12 155.06 175.76
6 multin_zz1000_71001_barra_residualvolatility_topG 20.87 22.52 29.43 3.85 29.42 6.00 141.90 153.85 174.54
7 multin_zz1000_71001_barra_leverage_botG 2.38 4.03 10.94 -14.64 10.93 -12.49 123.41 135.36 156.05
8 multin_zz1000_71001_barra_leverage_topG 1.32 2.97 9.87 -15.71 9.87 -13.55 122.35 134.29 154.99
9 multin_zz1000_71001_barra_residualvolatility_botG -2.83 -1.17 5.73 -19.85 5.73 -17.70 118.20 130.15 150.84
10 multin_zz1000_71001_barra_size_botG -4.81 -3.15 3.75 -21.83 3.75 -19.68 116.22 128.17 148.86
11 multin_zz1000_71001_barra_nonlinearsize_botG -4.81 -3.15 3.75 -21.83 3.75 -19.68 116.23 128.17 148.87
12 multin_zz1000_71001_barra_btop_topG -5.76 -4.11 2.79 -22.78 2.79 -20.63 115.27 127.22 147.91
13 multin_zz1000_71001_barra_beta_botG -6.32 -4.67 2.23 -23.35 2.23 -21.19 114.71 126.65 147.35
14 multin_zz1000_71001_barra_growth_topG -8.43 -6.78 0.13 -25.45 0.12 -23.30 112.60 124.55 145.24
15 multin_zz1000_71001_barra_size_topG -8.57 -6.92 -0.01 -25.59 -0.02 -23.44 112.46 124.41 145.10
16 multin_zz1000_71001_barra_nonlinearsize_topG -14.52 -12.87 -5.97 -31.54 -5.97 -29.39 106.51 118.45 139.15
17 multin_zz1000_71001_barra_liquidity_botG -17.63 -15.97 -9.07 -34.65 -9.07 -32.50 103.41 115.35 136.05
18 multin_zz1000_71001_barra_momentum_botG -23.25 -21.59 -14.69 -40.27 -14.69 -38.12 97.79 109.73 130.43
19 multin_zz1000_71001_barra_earningsyield_topG -36.37 -34.72 -27.82 -53.40 -27.82 -51.24 84.66 96.60 117.30