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_20251219_151522
0 multin_zz1000_71001_barra_nonlinearsize_botG 124.03 102.91 202.33 160.65 202.33 18.22 -66.46 -5.40 -19.45
1 multin_zz1000_71001_barra_size_botG 124.03 102.91 202.33 160.65 202.33 18.22 -66.46 -5.40 -19.45
2 multin_zz1000_71001_barra_growth_botG 100.08 78.96 178.38 136.70 178.38 -5.73 -90.41 -29.34 -43.40
3 multin_zz1000_71001_barra_leverage_topG 94.74 73.62 173.03 131.36 173.03 -11.07 -95.75 -34.69 -48.75
4 multin_zz1000_71001_barra_residualvolatility_topG 91.00 69.88 169.30 127.62 169.30 -14.81 -99.49 -38.42 -52.48
5 multin_zz1000_71001_barra_btop_topG 65.69 44.57 143.99 102.31 143.99 -40.12 -124.80 -63.74 -77.79
6 multin_zz1000_71001_barra_liquidity_topG 57.57 36.45 135.86 94.19 135.87 -48.24 -132.92 -71.86 -85.91
7 multin_zz1000_71001_barra_beta_botG 52.20 31.08 130.50 88.82 130.50 -53.61 -138.29 -77.22 -91.28
8 multin_zz1000_71001_barra_liquidity_botG 45.29 24.17 123.58 81.91 123.58 -60.52 -145.20 -84.14 -98.20
9 multin_zz1000_71001_barra_momentum_topG 36.91 15.78 115.20 73.53 115.20 -68.90 -153.58 -92.52 -106.58
10 multin_zz1000_71001_barra_growth_topG 36.90 15.78 115.20 73.52 115.20 -68.91 -153.59 -92.53 -106.58
11 multin_zz1000_71001_barra_residualvolatility_botG 35.71 14.59 114.00 72.33 114.01 -70.10 -154.78 -93.72 -107.77
12 multin_zz1000_71001_barra_leverage_botG 31.07 9.95 109.37 67.69 109.37 -74.74 -159.42 -98.35 -112.41
13 multin_zz1000_71001_barra_momentum_botG 26.63 5.51 104.93 63.25 104.93 -79.18 -163.86 -102.79 -116.85
14 multin_zz1000_71001_barra_earningsyield_botG 21.83 0.70 100.12 58.45 100.12 -83.98 -168.66 -107.60 -121.66
15 multin_zz1000_71001_barra_earningsyield_topG 17.04 -4.08 95.34 53.66 95.34 -88.77 -173.44 -112.38 -126.44
16 multin_zz1000_71001_barra_nonlinearsize_topG 15.29 -5.83 93.59 51.91 93.59 -90.52 -175.20 -114.14 -128.19
17 multin_zz1000_71001_barra_btop_botG -1.12 -22.24 77.18 35.50 77.18 -106.93 -191.61 -130.55 -144.60
18 multin_zz1000_71001_barra_size_topG -7.05 -28.17 71.24 29.57 71.25 -112.86 -197.54 -136.48 -150.53
19 multin_zz1000_71001_barra_beta_topG -52.36 -73.48 25.94 -15.74 25.94 -158.17 -242.85 -181.78 -195.84