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_20251128_151512
0 multin_zz1000_71001_barra_momentum_topG 67.33 56.51 170.46 143.74 170.46 35.25 87.61 122.53 188.05
1 multin_zz1000_71001_barra_residualvolatility_topG 64.42 53.59 167.55 140.82 167.55 32.33 84.70 119.62 185.13
2 multin_zz1000_71001_barra_liquidity_topG 54.41 43.59 157.54 130.82 157.54 22.33 74.70 109.62 175.13
3 multin_zz1000_71001_barra_beta_topG 35.85 25.03 138.98 112.26 138.98 3.77 56.13 91.05 156.57
4 multin_zz1000_71001_barra_growth_botG 34.97 24.15 138.10 111.38 138.10 2.89 55.26 90.18 155.69
5 multin_zz1000_71001_barra_earningsyield_botG 30.06 19.23 133.19 106.46 133.19 -2.03 50.34 85.26 150.78
6 multin_zz1000_71001_barra_growth_topG 26.55 15.72 129.68 102.95 129.68 -5.54 46.83 81.75 147.26
7 multin_zz1000_71001_barra_leverage_topG 22.08 11.25 125.21 98.48 125.21 -10.01 42.36 77.28 142.80
8 multin_zz1000_71001_barra_nonlinearsize_botG 5.70 -5.13 108.83 82.10 108.83 -26.39 25.98 60.90 126.42
9 multin_zz1000_71001_barra_size_botG 5.70 -5.13 108.83 82.10 108.83 -26.39 25.98 60.90 126.42
10 multin_zz1000_71001_barra_btop_botG -0.63 -11.45 102.50 75.78 102.50 -32.71 19.65 54.57 120.09
11 multin_zz1000_71001_barra_residualvolatility_botG -9.18 -20.01 93.95 67.22 93.95 -41.27 11.10 46.02 111.53
12 multin_zz1000_71001_barra_nonlinearsize_topG -9.89 -20.72 93.24 66.51 93.24 -41.97 10.39 45.31 110.83
13 multin_zz1000_71001_barra_btop_topG -11.01 -21.83 92.12 65.40 92.12 -43.09 9.27 44.20 109.71
14 multin_zz1000_71001_barra_leverage_botG -16.17 -26.99 86.96 60.24 86.96 -48.25 4.11 39.04 104.55
15 multin_zz1000_71001_barra_size_topG -26.30 -37.13 76.83 50.10 76.83 -58.38 -6.02 28.90 94.42
16 multin_zz1000_71001_barra_liquidity_botG -33.66 -44.48 69.47 42.75 69.47 -65.74 -13.37 21.55 87.06
17 multin_zz1000_71001_barra_momentum_botG -39.97 -50.79 63.16 36.44 63.16 -72.05 -19.68 15.24 80.75
18 multin_zz1000_71001_barra_beta_botG -43.23 -54.06 59.90 33.17 59.90 -75.32 -22.95 11.97 77.48
19 multin_zz1000_71001_barra_earningsyield_topG -51.98 -62.80 51.15 24.43 51.15 -84.06 -31.70 3.23 68.74