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_20250915_151524
0 multin_zz1000_71001_barra_momentum_botG 36.78 37.78 29.50 4.26 29.51 28.38 63.53 55.41 -14.54
1 multin_zz1000_71001_barra_growth_botG 36.13 37.13 28.86 3.61 28.86 27.73 62.89 54.76 -15.19
2 multin_zz1000_71001_barra_leverage_topG 22.28 23.27 15.00 -10.25 15.00 13.88 49.03 40.90 -29.05
3 multin_zz1000_71001_barra_growth_topG 12.13 13.12 4.85 -20.40 4.85 3.73 38.88 30.76 -39.19
4 multin_zz1000_71001_barra_residualvolatility_topG 10.11 11.11 2.83 -22.41 2.83 1.71 36.86 28.74 -41.21
5 multin_zz1000_71001_barra_size_topG 9.01 10.01 1.73 -23.51 1.73 0.61 35.76 27.64 -42.31
6 multin_zz1000_71001_barra_btop_topG 6.81 7.81 -0.46 -25.71 -0.46 -1.58 33.57 25.44 -44.51
7 multin_zz1000_71001_barra_nonlinearsize_botG 6.12 7.12 -1.15 -26.40 -1.15 -2.28 32.88 24.75 -45.20
8 multin_zz1000_71001_barra_size_botG 6.12 7.12 -1.15 -26.40 -1.15 -2.28 32.88 24.75 -45.20
9 multin_zz1000_71001_barra_nonlinearsize_topG -0.35 0.65 -7.62 -32.87 -7.62 -8.75 26.41 18.28 -51.67
10 multin_zz1000_71001_barra_earningsyield_topG -3.58 -2.58 -10.85 -36.10 -10.85 -11.97 23.18 15.05 -54.90
11 multin_zz1000_71001_barra_earningsyield_botG -4.76 -3.76 -12.04 -37.28 -12.03 -13.16 21.99 13.87 -56.08
12 multin_zz1000_71001_barra_btop_botG -4.78 -3.78 -12.05 -37.30 -12.05 -13.18 21.98 13.85 -56.10
13 multin_zz1000_71001_barra_beta_botG -5.92 -4.93 -13.20 -38.45 -13.20 -14.32 20.83 12.70 -57.25
14 multin_zz1000_71001_barra_liquidity_botG -8.41 -7.41 -15.68 -40.93 -15.68 -16.80 18.35 10.22 -59.73
15 multin_zz1000_71001_barra_leverage_botG -9.13 -8.13 -16.40 -41.65 -16.40 -17.53 17.63 9.50 -60.45
16 multin_zz1000_71001_barra_beta_topG -16.23 -15.24 -23.51 -48.76 -23.51 -24.63 10.52 2.40 -67.56
17 multin_zz1000_71001_barra_residualvolatility_botG -20.24 -19.25 -27.52 -52.77 -27.52 -28.64 6.51 -1.61 -71.56
18 multin_zz1000_71001_barra_liquidity_topG -23.15 -22.15 -30.42 -55.67 -30.42 -31.55 3.61 -4.52 -74.47
19 multin_zz1000_71001_barra_momentum_topG -27.42 -26.43 -34.70 -59.94 -34.70 -35.82 -0.67 -8.79 -78.74