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_20251022_151520
0 multin_zz1000_71001_barra_nonlinearsize_botG 92.65 129.82 53.01 82.01 53.01 27.51 -10.89 75.15 71.12
1 multin_zz1000_71001_barra_size_botG 92.65 129.82 53.01 82.01 53.01 27.51 -10.89 75.15 71.12
2 multin_zz1000_71001_barra_liquidity_botG 73.05 110.23 33.42 62.42 33.42 7.92 -30.48 55.56 51.53
3 multin_zz1000_71001_barra_btop_topG 64.70 101.88 25.06 54.07 25.06 -0.44 -38.84 47.20 43.17
4 multin_zz1000_71001_barra_growth_botG 60.26 97.44 20.63 49.63 20.63 -4.87 -43.27 42.77 38.74
5 multin_zz1000_71001_barra_leverage_topG 57.94 95.12 18.30 47.31 18.31 -7.19 -45.59 40.45 36.42
6 multin_zz1000_71001_barra_momentum_botG 52.55 89.72 12.91 41.91 12.91 -12.59 -50.99 35.05 31.02
7 multin_zz1000_71001_barra_beta_botG 48.21 85.38 8.57 37.58 8.57 -16.93 -55.33 30.71 26.68
8 multin_zz1000_71001_barra_residualvolatility_botG 41.83 79.01 2.19 31.20 2.20 -23.30 -61.70 24.34 20.31
9 multin_zz1000_71001_barra_earningsyield_topG 38.68 75.85 -0.96 28.04 -0.96 -26.46 -64.86 21.18 17.15
10 multin_zz1000_71001_barra_leverage_botG 30.42 67.60 -9.22 19.79 -9.22 -34.72 -73.12 12.92 8.89
11 multin_zz1000_71001_barra_residualvolatility_topG 14.30 51.47 -25.34 3.67 -25.34 -50.84 -89.24 -3.20 -7.23
12 multin_zz1000_71001_barra_earningsyield_botG 11.09 48.27 -28.54 0.46 -28.54 -54.04 -92.44 -6.40 -10.43
13 multin_zz1000_71001_barra_btop_botG 6.80 43.98 -32.83 -3.83 -32.83 -58.33 -96.73 -10.69 -14.72
14 multin_zz1000_71001_barra_growth_topG 6.61 43.78 -33.03 -4.03 -33.03 -58.53 -96.93 -10.89 -14.92
15 multin_zz1000_71001_barra_momentum_topG 5.73 42.90 -33.91 -4.91 -33.91 -59.41 -97.81 -11.77 -15.80
16 multin_zz1000_71001_barra_beta_topG -3.21 33.97 -42.84 -13.84 -42.84 -68.34 -106.74 -20.70 -24.73
17 multin_zz1000_71001_barra_nonlinearsize_topG -5.45 31.73 -45.08 -16.08 -45.08 -70.58 -108.98 -22.94 -26.97
18 multin_zz1000_71001_barra_liquidity_topG -8.59 28.58 -48.23 -19.22 -48.23 -73.73 -112.13 -26.09 -30.12
19 multin_zz1000_71001_barra_size_topG -11.55 25.63 -51.18 -22.18 -51.18 -76.68 -115.08 -29.04 -33.07