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_20251013_151520
0 multin_zz1000_71001_barra_earningsyield_botG 66.86 75.93 51.53 97.46 51.53 70.90 192.47 234.06 255.88
1 multin_zz1000_71001_barra_growth_topG 30.87 39.94 15.54 61.47 15.54 34.92 156.48 198.07 219.90
2 multin_zz1000_71001_barra_residualvolatility_topG 25.30 34.37 9.97 55.90 9.98 29.35 150.92 192.50 214.33
3 multin_zz1000_71001_barra_btop_botG 24.21 33.28 8.88 54.81 8.88 28.26 149.82 191.41 213.24
4 multin_zz1000_71001_barra_momentum_topG 18.13 27.20 2.80 48.72 2.80 22.17 143.74 185.33 207.15
5 multin_zz1000_71001_barra_leverage_botG 12.81 21.89 -2.51 43.41 -2.51 16.86 138.43 180.02 201.84
6 multin_zz1000_71001_barra_liquidity_topG 4.59 13.67 -10.73 35.19 -10.73 8.64 130.21 171.80 193.62
7 multin_zz1000_71001_barra_beta_topG 2.99 12.06 -12.34 33.59 -12.34 7.04 128.60 170.19 192.02
8 multin_zz1000_71001_barra_nonlinearsize_topG -5.27 3.81 -20.59 25.33 -20.59 -1.22 120.35 161.93 183.76
9 multin_zz1000_71001_barra_size_topG -7.48 1.59 -22.81 23.11 -22.81 -3.44 118.13 159.72 181.54
10 multin_zz1000_71001_barra_beta_botG -14.78 -5.71 -30.11 15.82 -30.11 -10.73 110.83 152.42 174.25
11 multin_zz1000_71001_barra_leverage_topG -14.85 -5.78 -30.18 15.75 -30.18 -10.80 110.76 152.35 174.18
12 multin_zz1000_71001_barra_growth_botG -15.03 -5.95 -30.35 15.57 -30.35 -10.98 110.59 152.18 174.00
13 multin_zz1000_71001_barra_size_botG -17.08 -8.01 -32.41 13.52 -32.41 -13.04 108.53 150.12 171.95
14 multin_zz1000_71001_barra_nonlinearsize_botG -17.08 -8.01 -32.41 13.52 -32.41 -13.04 108.53 150.12 171.95
15 multin_zz1000_71001_barra_residualvolatility_botG -17.33 -8.26 -32.66 13.27 -32.66 -13.28 108.29 149.87 171.70
16 multin_zz1000_71001_barra_btop_topG -22.80 -13.73 -38.13 7.80 -38.13 -18.76 102.81 144.40 166.23
17 multin_zz1000_71001_barra_liquidity_botG -27.09 -18.02 -42.42 3.50 -42.42 -23.05 98.52 140.11 161.93
18 multin_zz1000_71001_barra_momentum_botG -40.05 -30.98 -55.38 -9.45 -55.37 -36.00 85.57 127.15 148.98
19 multin_zz1000_71001_barra_earningsyield_topG -51.04 -41.96 -66.36 -20.44 -66.36 -46.99 74.58 116.17 137.99