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_20251201_151519
0 multin_zz1000_71001_barra_beta_topG 41.28 13.14 112.93 1.80 112.93 59.56 -302.53 -317.18 -348.01
1 multin_zz1000_71001_barra_size_topG 23.24 -4.89 94.89 -16.24 94.89 41.52 -320.57 -335.22 -366.04
2 multin_zz1000_71001_barra_residualvolatility_botG 19.84 -8.29 91.49 -19.63 91.49 38.13 -323.96 -338.62 -369.44
3 multin_zz1000_71001_barra_size_botG 12.46 -15.67 84.11 -27.02 84.11 30.74 -331.35 -346.00 -376.82
4 multin_zz1000_71001_barra_nonlinearsize_botG 12.46 -15.67 84.11 -27.02 84.11 30.74 -331.35 -346.00 -376.82
5 multin_zz1000_71001_barra_growth_topG 9.89 -18.25 81.54 -29.59 81.54 28.17 -333.92 -348.58 -379.40
6 multin_zz1000_71001_barra_nonlinearsize_topG 8.31 -19.82 79.96 -31.16 79.96 26.60 -335.49 -350.15 -380.97
7 multin_zz1000_71001_barra_btop_botG 5.65 -22.48 77.30 -33.82 77.30 23.94 -338.16 -352.81 -383.63
8 multin_zz1000_71001_barra_earningsyield_topG 2.66 -25.48 74.31 -36.82 74.30 20.94 -341.15 -355.81 -386.63
9 multin_zz1000_71001_barra_momentum_botG -3.04 -31.17 68.61 -42.52 68.61 15.24 -346.85 -361.50 -392.32
10 multin_zz1000_71001_barra_liquidity_topG -3.93 -32.07 67.72 -43.41 67.72 14.35 -347.74 -362.39 -393.22
11 multin_zz1000_71001_barra_beta_botG -6.35 -34.49 65.30 -45.83 65.30 11.93 -350.16 -364.81 -395.63
12 multin_zz1000_71001_barra_leverage_botG -10.36 -38.50 61.29 -49.84 61.29 7.92 -354.17 -368.82 -399.64
13 multin_zz1000_71001_barra_liquidity_botG -11.73 -39.86 59.92 -51.20 59.92 6.56 -355.53 -370.19 -401.01
14 multin_zz1000_71001_barra_btop_topG -18.70 -46.84 52.95 -58.18 52.94 -0.42 -362.51 -377.17 -407.99
15 multin_zz1000_71001_barra_growth_botG -21.02 -49.16 50.63 -60.50 50.63 -2.74 -364.83 -379.48 -410.31
16 multin_zz1000_71001_barra_leverage_topG -23.88 -52.01 47.77 -63.36 47.77 -5.60 -367.69 -382.34 -413.16
17 multin_zz1000_71001_barra_momentum_topG -26.50 -54.63 45.15 -65.98 45.15 -8.22 -370.31 -384.96 -415.78
18 multin_zz1000_71001_barra_earningsyield_botG -43.80 -71.93 27.85 -83.28 27.85 -25.52 -387.61 -402.26 -433.08
19 multin_zz1000_71001_barra_residualvolatility_topG -50.26 -78.39 21.39 -89.73 21.39 -31.97 -394.06 -408.72 -439.54