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_20251111_151520
0 multin_zz1000_71001_barra_nonlinearsize_botG 96.87 136.56 67.57 157.71 67.57 15.57 -25.98 -19.29 -30.65
1 multin_zz1000_71001_barra_size_botG 96.87 136.56 67.57 157.71 67.57 15.57 -25.98 -19.29 -30.65
2 multin_zz1000_71001_barra_residualvolatility_topG 96.37 136.06 67.06 157.21 67.06 15.07 -26.48 -19.80 -31.15
3 multin_zz1000_71001_barra_momentum_botG 85.57 125.26 56.26 146.41 56.26 4.27 -37.29 -30.60 -41.95
4 multin_zz1000_71001_barra_leverage_topG 84.81 124.50 55.51 145.65 55.51 3.52 -38.04 -31.35 -42.71
5 multin_zz1000_71001_barra_beta_botG 84.16 123.85 54.86 145.00 54.86 2.86 -38.69 -32.00 -43.36
6 multin_zz1000_71001_barra_liquidity_botG 82.63 122.32 53.32 143.47 53.33 1.33 -40.22 -33.53 -44.89
7 multin_zz1000_71001_barra_btop_topG 68.41 108.10 39.11 129.25 39.11 -12.89 -54.44 -47.75 -59.11
8 multin_zz1000_71001_barra_growth_botG 64.09 103.78 34.79 124.93 34.79 -17.21 -58.76 -52.07 -63.43
9 multin_zz1000_71001_barra_residualvolatility_botG 45.09 84.77 15.78 105.93 15.78 -36.21 -77.77 -71.08 -82.44
10 multin_zz1000_71001_barra_growth_topG 40.65 80.34 11.35 101.49 11.35 -40.64 -82.20 -75.51 -86.87
11 multin_zz1000_71001_barra_earningsyield_topG 38.21 77.90 8.91 99.05 8.91 -43.08 -84.64 -77.95 -89.31
12 multin_zz1000_71001_barra_liquidity_topG 37.37 77.06 8.07 98.21 8.07 -43.93 -85.48 -78.79 -90.15
13 multin_zz1000_71001_barra_leverage_botG 34.75 74.44 5.45 95.59 5.45 -46.55 -88.10 -81.41 -92.77
14 multin_zz1000_71001_barra_nonlinearsize_topG 29.46 69.15 0.16 90.30 0.16 -51.83 -93.39 -86.70 -98.06
15 multin_zz1000_71001_barra_earningsyield_botG 27.38 67.07 -1.93 88.22 -1.92 -53.92 -95.47 -88.78 -100.14
16 multin_zz1000_71001_barra_momentum_topG 5.52 45.21 -23.78 66.36 -23.78 -75.77 -117.33 -110.64 -122.00
17 multin_zz1000_71001_barra_btop_botG 0.80 40.49 -28.50 61.64 -28.50 -80.50 -122.05 -115.36 -126.72
18 multin_zz1000_71001_barra_beta_topG -33.29 6.39 -62.60 27.55 -62.60 -114.59 -156.15 -149.46 -160.81
19 multin_zz1000_71001_barra_size_topG -41.32 -1.63 -70.62 19.52 -70.62 -122.62 -164.17 -157.48 -168.84