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_20251027_151525
0 multin_zz1000_71001_barra_liquidity_topG 57.74 -5.63 163.74 43.62 163.74 120.28 116.58 143.82 128.35
1 multin_zz1000_71001_barra_momentum_topG 47.62 -15.75 153.62 33.51 153.62 110.17 106.46 133.70 118.23
2 multin_zz1000_71001_barra_beta_topG 38.74 -24.63 144.74 24.63 144.74 101.29 97.58 124.82 109.35
3 multin_zz1000_71001_barra_size_topG 33.59 -29.77 139.59 19.48 139.59 96.14 92.43 119.68 104.21
4 multin_zz1000_71001_barra_residualvolatility_topG 18.31 -45.06 124.31 4.20 124.31 80.86 77.15 104.39 88.92
5 multin_zz1000_71001_barra_btop_botG 11.26 -52.11 117.26 -2.86 117.26 73.80 70.10 97.34 81.87
6 multin_zz1000_71001_barra_nonlinearsize_topG -4.25 -67.62 101.75 -18.36 101.75 58.30 54.59 81.83 66.36
7 multin_zz1000_71001_barra_growth_topG -4.84 -68.21 101.16 -18.96 101.15 57.70 54.00 81.24 65.77
8 multin_zz1000_71001_barra_earningsyield_botG -12.11 -75.47 93.89 -26.22 93.89 50.44 46.73 73.97 58.50
9 multin_zz1000_71001_barra_leverage_botG -31.39 -94.76 74.60 -45.51 74.60 31.15 27.45 54.69 39.22
10 multin_zz1000_71001_barra_earningsyield_topG -32.47 -95.84 73.52 -46.59 73.52 30.07 26.36 53.61 38.14
11 multin_zz1000_71001_barra_btop_topG -38.23 -101.60 67.76 -52.35 67.76 24.31 20.60 47.85 32.38
12 multin_zz1000_71001_barra_leverage_topG -38.83 -102.20 67.17 -52.94 67.17 23.72 20.01 47.25 31.78
13 multin_zz1000_71001_barra_growth_botG -41.90 -105.27 64.10 -56.02 64.09 20.64 16.94 44.18 28.71
14 multin_zz1000_71001_barra_momentum_botG -52.39 -115.76 53.61 -66.51 53.61 10.15 6.45 33.69 18.22
15 multin_zz1000_71001_barra_beta_botG -52.97 -116.34 53.03 -67.08 53.03 9.58 5.87 33.11 17.64
16 multin_zz1000_71001_barra_residualvolatility_botG -57.96 -121.33 48.03 -72.08 48.03 4.58 0.88 28.12 12.65
17 multin_zz1000_71001_barra_liquidity_botG -70.35 -133.72 35.65 -84.47 35.65 -7.81 -11.51 15.73 0.26
18 multin_zz1000_71001_barra_nonlinearsize_botG -84.30 -147.67 21.69 -98.42 21.69 -21.76 -25.46 1.78 -13.69
19 multin_zz1000_71001_barra_size_botG -84.30 -147.67 21.69 -98.42 21.69 -21.76 -25.46 1.78 -13.69