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_20251218_151526
0 multin_zz1000_71001_barra_nonlinearsize_botG 140.77 169.00 122.57 181.35 122.57 22.71 9.42 61.06 95.84
1 multin_zz1000_71001_barra_size_botG 140.77 169.00 122.57 181.35 122.57 22.71 9.42 61.06 95.84
2 multin_zz1000_71001_barra_liquidity_botG 93.08 121.31 74.89 133.67 74.88 -24.98 -38.26 13.37 48.16
3 multin_zz1000_71001_barra_residualvolatility_botG 88.18 116.41 69.98 128.76 69.98 -29.88 -43.17 8.47 43.25
4 multin_zz1000_71001_barra_beta_botG 85.85 114.08 67.66 126.44 67.65 -32.21 -45.49 6.14 40.93
5 multin_zz1000_71001_barra_btop_topG 77.38 105.61 59.19 117.97 59.18 -40.68 -53.96 -2.33 32.46
6 multin_zz1000_71001_barra_momentum_botG 68.24 96.46 50.04 108.82 50.04 -49.82 -63.11 -11.48 23.31
7 multin_zz1000_71001_barra_earningsyield_topG 65.77 94.00 47.58 106.36 47.57 -52.29 -65.57 -13.94 20.85
8 multin_zz1000_71001_barra_growth_botG 61.25 89.48 43.05 101.83 43.05 -56.81 -70.10 -18.47 16.32
9 multin_zz1000_71001_barra_leverage_botG 58.18 86.41 39.98 98.76 39.98 -59.88 -73.17 -21.53 13.25
10 multin_zz1000_71001_barra_leverage_topG 46.46 74.69 28.26 87.04 28.26 -71.60 -84.89 -33.25 1.53
11 multin_zz1000_71001_barra_earningsyield_botG 36.70 64.92 18.50 77.28 18.50 -81.36 -94.65 -43.02 -8.23
12 multin_zz1000_71001_barra_growth_topG 23.90 52.13 5.70 64.49 5.70 -94.16 -107.44 -55.81 -21.03
13 multin_zz1000_71001_barra_residualvolatility_topG 8.63 36.85 -9.57 49.21 -9.57 -109.43 -122.72 -71.09 -36.30
14 multin_zz1000_71001_barra_btop_botG 0.14 28.37 -18.06 40.72 -18.06 -117.92 -131.21 -79.57 -44.79
15 multin_zz1000_71001_barra_liquidity_topG -12.74 15.49 -30.94 27.84 -30.94 -130.80 -144.09 -92.45 -57.67
16 multin_zz1000_71001_barra_nonlinearsize_topG -14.59 13.64 -32.79 25.99 -32.79 -132.65 -145.94 -94.30 -59.52
17 multin_zz1000_71001_barra_size_topG -27.50 0.73 -45.70 13.08 -45.70 -145.56 -158.85 -107.22 -72.43
18 multin_zz1000_71001_barra_beta_topG -67.92 -39.69 -86.12 -27.34 -86.12 -185.98 -199.27 -147.63 -112.85
19 multin_zz1000_71001_barra_momentum_topG -80.65 -52.42 -98.85 -40.06 -98.85 -198.71 -211.99 -160.36 -125.57