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_20251215_151523
0 multin_zz1000_71001_barra_nonlinearsize_botG 142.32 138.18 62.79 124.38 62.79 31.22 47.08 8.72 -0.52
1 multin_zz1000_71001_barra_size_botG 142.32 138.18 62.79 124.38 62.79 31.22 47.08 8.72 -0.52
2 multin_zz1000_71001_barra_btop_topG 132.22 128.08 52.68 114.27 52.68 21.12 36.97 -1.39 -10.62
3 multin_zz1000_71001_barra_beta_botG 118.68 114.54 39.14 100.73 39.15 7.58 23.44 -14.92 -24.16
4 multin_zz1000_71001_barra_leverage_topG 111.66 107.52 32.13 93.72 32.13 0.56 16.42 -21.94 -31.18
5 multin_zz1000_71001_barra_earningsyield_topG 109.59 105.44 30.05 91.64 30.05 -1.51 14.34 -24.02 -33.25
6 multin_zz1000_71001_barra_liquidity_botG 98.05 93.90 18.51 80.10 18.51 -13.05 2.80 -35.56 -44.79
7 multin_zz1000_71001_barra_growth_botG 86.46 82.32 6.92 68.51 6.92 -24.64 -8.79 -47.14 -56.38
8 multin_zz1000_71001_barra_residualvolatility_botG 55.08 50.94 -24.45 37.14 -24.45 -56.02 -40.16 -78.52 -87.76
9 multin_zz1000_71001_barra_leverage_botG 53.24 49.10 -26.30 35.29 -26.30 -57.86 -42.00 -80.36 -89.60
10 multin_zz1000_71001_barra_momentum_botG 43.61 39.47 -35.92 25.67 -35.92 -67.48 -51.63 -89.99 -99.23
11 multin_zz1000_71001_barra_growth_topG 39.81 35.66 -39.73 21.86 -39.73 -71.29 -55.44 -93.80 -103.03
12 multin_zz1000_71001_barra_residualvolatility_topG 39.59 35.44 -39.95 21.64 -39.95 -71.51 -55.66 -94.02 -103.25
13 multin_zz1000_71001_barra_liquidity_topG 29.66 25.52 -49.87 11.72 -49.87 -81.44 -65.58 -103.94 -113.18
14 multin_zz1000_71001_barra_nonlinearsize_topG 24.92 20.78 -54.62 6.97 -54.61 -86.18 -70.32 -108.68 -117.92
15 multin_zz1000_71001_barra_size_topG 4.15 0.01 -75.38 -13.80 -75.38 -106.95 -91.09 -129.45 -138.69
16 multin_zz1000_71001_barra_momentum_topG 1.49 -2.65 -78.05 -16.46 -78.04 -109.61 -93.75 -132.11 -141.35
17 multin_zz1000_71001_barra_earningsyield_botG -4.48 -8.62 -84.01 -22.42 -84.01 -115.57 -99.72 -138.08 -147.31
18 multin_zz1000_71001_barra_btop_botG -44.51 -48.65 -124.05 -62.46 -124.05 -155.61 -139.76 -178.11 -187.35
19 multin_zz1000_71001_barra_beta_topG -44.76 -48.90 -124.29 -62.70 -124.29 -155.85 -140.00 -178.36 -187.59