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_20251103_151524
0 multin_zz1000_71001_barra_growth_botG 76.30 113.92 117.77 90.58 117.78 27.90 63.65 75.15 104.05
1 multin_zz1000_71001_barra_leverage_topG 54.86 92.48 96.33 69.14 96.33 6.46 42.21 53.70 82.61
2 multin_zz1000_71001_barra_momentum_botG 48.01 85.63 89.48 62.29 89.48 -0.39 35.36 46.86 75.76
3 multin_zz1000_71001_barra_btop_topG 47.68 85.30 89.15 61.96 89.15 -0.72 35.03 46.52 75.43
4 multin_zz1000_71001_barra_size_botG 46.71 84.33 88.19 60.99 88.19 -1.69 34.06 45.56 74.46
5 multin_zz1000_71001_barra_nonlinearsize_botG 46.71 84.33 88.19 60.99 88.19 -1.69 34.06 45.56 74.46
6 multin_zz1000_71001_barra_beta_botG 46.31 83.93 87.78 60.59 87.78 -2.09 33.66 45.16 74.06
7 multin_zz1000_71001_barra_residualvolatility_botG 35.51 73.13 76.98 49.79 76.99 -12.89 22.86 34.36 63.26
8 multin_zz1000_71001_barra_liquidity_botG 30.08 67.70 71.55 44.36 71.55 -18.32 17.43 28.92 57.82
9 multin_zz1000_71001_barra_liquidity_topG 20.43 58.05 61.90 34.71 61.91 -27.97 7.78 19.28 48.18
10 multin_zz1000_71001_barra_earningsyield_topG 20.04 57.66 61.51 34.32 61.52 -28.36 7.39 18.89 47.79
11 multin_zz1000_71001_barra_leverage_botG 7.16 44.78 48.63 21.44 48.63 -41.24 -5.49 6.00 34.91
12 multin_zz1000_71001_barra_earningsyield_botG 3.41 41.03 44.88 17.69 44.88 -44.99 -9.24 2.25 31.15
13 multin_zz1000_71001_barra_residualvolatility_topG 3.03 40.65 44.50 17.31 44.50 -45.37 -9.62 1.87 30.77
14 multin_zz1000_71001_barra_growth_topG 2.67 40.28 44.14 16.95 44.14 -45.74 -9.98 1.51 30.41
15 multin_zz1000_71001_barra_nonlinearsize_topG -11.88 25.74 29.59 2.40 29.59 -60.28 -24.53 -13.04 15.87
16 multin_zz1000_71001_barra_size_topG -18.98 18.64 22.49 -4.70 22.49 -67.38 -31.63 -20.14 8.77
17 multin_zz1000_71001_barra_btop_botG -20.60 17.02 20.87 -6.32 20.88 -69.00 -33.25 -21.75 7.15
18 multin_zz1000_71001_barra_beta_topG -35.43 2.19 6.04 -21.15 6.04 -83.83 -48.08 -36.59 -7.68
19 multin_zz1000_71001_barra_momentum_topG -66.48 -28.86 -25.01 -52.20 -25.01 -114.88 -79.13 -67.64 -38.74