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_20251202_151519
0 multin_zz1000_71001_barra_beta_botG 127.68 115.03 27.42 79.34 27.42 76.68 282.30 314.96 352.34
1 multin_zz1000_71001_barra_btop_topG 110.99 98.34 10.72 62.64 10.72 59.98 265.61 298.26 335.64
2 multin_zz1000_71001_barra_leverage_topG 83.10 70.45 -17.17 34.76 -17.17 32.09 237.72 270.38 307.75
3 multin_zz1000_71001_barra_earningsyield_topG 81.51 68.85 -18.76 33.16 -18.76 30.50 236.13 268.78 306.16
4 multin_zz1000_71001_barra_residualvolatility_topG 70.75 58.10 -29.52 22.40 -29.52 19.74 225.37 258.02 295.40
5 multin_zz1000_71001_barra_momentum_botG 66.00 53.35 -34.27 17.66 -34.27 14.99 220.62 253.28 290.65
6 multin_zz1000_71001_barra_liquidity_botG 65.25 52.60 -35.01 16.91 -35.01 14.25 219.88 252.53 289.91
7 multin_zz1000_71001_barra_residualvolatility_botG 54.53 41.88 -45.74 6.19 -45.74 3.52 209.15 241.81 279.18
8 multin_zz1000_71001_barra_growth_botG 54.41 41.76 -45.86 6.06 -45.86 3.40 209.03 241.68 279.06
9 multin_zz1000_71001_barra_nonlinearsize_botG 27.11 14.46 -73.15 -21.23 -73.15 -23.89 181.74 214.39 251.77
10 multin_zz1000_71001_barra_size_botG 27.11 14.46 -73.15 -21.23 -73.15 -23.89 181.74 214.39 251.77
11 multin_zz1000_71001_barra_liquidity_topG 21.79 9.14 -78.47 -26.55 -78.47 -29.21 176.41 209.07 246.45
12 multin_zz1000_71001_barra_size_topG 17.30 4.65 -82.97 -31.05 -82.97 -33.71 171.92 204.57 241.95
13 multin_zz1000_71001_barra_nonlinearsize_topG 15.09 2.44 -85.18 -33.26 -85.18 -35.92 169.71 202.37 239.74
14 multin_zz1000_71001_barra_leverage_botG 13.44 0.79 -86.83 -34.90 -86.83 -37.56 168.06 200.72 238.09
15 multin_zz1000_71001_barra_growth_topG 3.66 -8.99 -96.61 -44.69 -96.61 -47.35 158.28 190.93 228.31
16 multin_zz1000_71001_barra_earningsyield_botG -10.52 -23.17 -110.79 -58.86 -110.78 -61.52 144.10 176.76 214.14
17 multin_zz1000_71001_barra_btop_botG -19.22 -31.87 -119.49 -67.56 -119.49 -70.22 135.40 168.06 205.44
18 multin_zz1000_71001_barra_momentum_topG -38.00 -50.65 -138.27 -86.34 -138.26 -89.00 116.62 149.28 186.66
19 multin_zz1000_71001_barra_beta_topG -42.58 -55.23 -142.85 -90.93 -142.85 -93.59 112.04 144.69 182.07