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_20250102_151525
0 multin_zz1000_71001_barra_residualvolatility_topG 220.82 262.21 100.29 236.87 -51.90 91.89 292.47 267.10 256.81
1 multin_zz1000_71001_barra_nonlinearsize_botG 169.73 211.12 49.20 185.78 -102.99 40.80 241.37 216.01 205.72
2 multin_zz1000_71001_barra_size_botG 169.72 211.12 49.20 185.78 -102.99 40.80 241.37 216.01 205.72
3 multin_zz1000_71001_barra_growth_botG 147.77 189.16 27.24 163.82 -124.95 18.84 219.42 194.05 183.76
4 multin_zz1000_71001_barra_liquidity_topG 115.72 157.12 -4.81 131.77 -157.00 -13.21 187.37 162.00 151.71
5 multin_zz1000_71001_barra_momentum_topG 96.31 137.71 -24.22 112.36 -176.41 -32.62 167.96 142.59 132.30
6 multin_zz1000_71001_barra_beta_botG 89.03 130.42 -31.50 105.08 -183.69 -39.90 160.67 135.31 125.02
7 multin_zz1000_71001_barra_liquidity_botG 86.88 128.28 -33.64 102.93 -185.84 -42.04 158.53 133.17 122.87
8 multin_zz1000_71001_barra_leverage_topG 79.59 120.98 -40.94 95.64 -193.13 -49.34 151.23 125.87 115.58
9 multin_zz1000_71001_barra_btop_botG 71.05 112.45 -49.48 87.10 -201.67 -57.88 142.70 117.34 107.04
10 multin_zz1000_71001_barra_leverage_botG 63.78 105.17 -56.75 79.83 -208.94 -65.15 135.42 110.06 99.77
11 multin_zz1000_71001_barra_earningsyield_topG 63.59 104.99 -56.94 79.64 -209.13 -65.34 135.24 109.87 99.58
12 multin_zz1000_71001_barra_btop_topG 56.97 98.37 -63.55 73.03 -215.74 -71.95 128.62 103.26 92.96
13 multin_zz1000_71001_barra_growth_topG 32.99 74.39 -87.54 49.04 -239.73 -95.94 104.64 79.28 68.98
14 multin_zz1000_71001_barra_momentum_botG 32.28 73.68 -88.24 48.33 -240.43 -96.64 103.93 78.57 68.27
15 multin_zz1000_71001_barra_residualvolatility_botG 28.58 69.98 -91.94 44.63 -244.14 -100.35 100.23 74.87 64.57
16 multin_zz1000_71001_barra_earningsyield_botG 19.33 60.73 -101.19 35.38 -253.39 -109.59 90.98 65.62 55.32
17 multin_zz1000_71001_barra_nonlinearsize_topG -4.30 37.09 -124.83 11.75 -277.02 -133.23 67.34 41.98 31.69
18 multin_zz1000_71001_barra_beta_topG -8.37 33.02 -128.90 7.68 -281.09 -137.30 63.27 37.91 27.62
19 multin_zz1000_71001_barra_size_topG -29.58 11.82 -150.10 -13.53 -302.30 -158.51 42.07 16.71 6.41