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_20250107_151518
0 multin_zz1000_71001_barra_liquidity_topG 253.52 299.08 115.27 330.56 406.53 80.07 -280.77 -302.74 -349.06
1 multin_zz1000_71001_barra_beta_topG 213.39 258.96 75.15 290.43 366.40 39.95 -320.90 -342.87 -389.19
2 multin_zz1000_71001_barra_momentum_topG 209.73 255.30 71.49 286.78 362.75 36.29 -324.56 -346.53 -392.84
3 multin_zz1000_71001_barra_residualvolatility_topG 209.21 254.77 70.96 286.25 362.22 35.76 -325.08 -347.05 -393.37
4 multin_zz1000_71001_barra_nonlinearsize_botG 199.15 244.71 60.91 276.19 352.16 25.70 -335.14 -357.11 -403.43
5 multin_zz1000_71001_barra_size_botG 199.15 244.72 60.91 276.19 352.16 25.70 -335.14 -357.11 -403.43
6 multin_zz1000_71001_barra_btop_botG 166.36 211.93 28.12 243.40 319.37 -7.09 -367.93 -389.90 -436.22
7 multin_zz1000_71001_barra_earningsyield_botG 137.08 182.65 -1.16 214.12 290.09 -36.37 -397.21 -419.18 -465.50
8 multin_zz1000_71001_barra_leverage_botG 106.13 151.70 -32.11 183.18 259.15 -67.31 -428.16 -450.13 -496.44
9 multin_zz1000_71001_barra_growth_topG 102.30 147.87 -35.94 179.35 255.31 -71.14 -431.99 -453.96 -500.27
10 multin_zz1000_71001_barra_growth_botG 63.16 108.73 -75.08 140.21 216.18 -110.28 -471.13 -493.09 -539.41
11 multin_zz1000_71001_barra_leverage_topG -6.05 39.52 -144.29 71.00 146.97 -179.49 -540.34 -562.30 -608.62
12 multin_zz1000_71001_barra_nonlinearsize_topG -31.91 13.65 -170.16 45.13 121.10 -205.36 -566.20 -588.17 -634.49
13 multin_zz1000_71001_barra_momentum_botG -32.33 13.24 -170.57 44.72 120.69 -205.77 -566.62 -588.58 -634.90
14 multin_zz1000_71001_barra_liquidity_botG -38.66 6.91 -176.90 38.38 114.35 -212.11 -572.95 -594.92 -641.24
15 multin_zz1000_71001_barra_size_topG -51.57 -6.01 -189.82 25.47 101.44 -225.02 -585.86 -607.83 -654.15
16 multin_zz1000_71001_barra_btop_topG -55.26 -9.69 -193.50 21.79 97.76 -228.70 -589.55 -611.51 -657.83
17 multin_zz1000_71001_barra_residualvolatility_botG -75.86 -30.29 -214.10 1.19 77.16 -249.30 -610.15 -632.12 -678.43
18 multin_zz1000_71001_barra_beta_botG -104.36 -58.80 -242.60 -27.32 48.65 -277.81 -638.65 -660.62 -706.94
19 multin_zz1000_71001_barra_earningsyield_topG -105.70 -60.13 -243.94 -28.66 47.31 -279.14 -639.99 -661.96 -708.28