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_20250108_151526
0 multin_zz1000_71001_barra_residualvolatility_topG 172.48 162.22 87.74 139.81 121.17 133.83 170.91 167.05 171.90
1 multin_zz1000_71001_barra_momentum_topG 149.16 138.90 64.41 116.48 97.85 110.51 147.59 143.73 148.58
2 multin_zz1000_71001_barra_liquidity_topG 137.57 127.31 52.82 104.89 86.26 98.92 136.00 132.13 136.99
3 multin_zz1000_71001_barra_growth_botG 79.98 69.72 -4.76 47.31 28.67 41.34 78.41 74.55 79.41
4 multin_zz1000_71001_barra_beta_botG 79.53 69.27 -5.22 46.85 28.21 40.88 77.95 74.09 78.95
5 multin_zz1000_71001_barra_btop_botG 65.39 55.13 -19.35 32.72 14.08 26.75 63.82 59.96 64.82
6 multin_zz1000_71001_barra_earningsyield_botG 38.63 28.36 -46.12 5.95 -12.69 -0.02 37.05 33.19 38.05
7 multin_zz1000_71001_barra_size_botG 37.92 27.66 -46.82 5.25 -13.39 -0.73 36.35 32.49 37.35
8 multin_zz1000_71001_barra_nonlinearsize_botG 37.92 27.66 -46.82 5.25 -13.39 -0.73 36.35 32.49 37.35
9 multin_zz1000_71001_barra_leverage_botG 34.08 23.82 -50.67 1.40 -17.24 -4.57 32.50 28.64 33.50
10 multin_zz1000_71001_barra_size_topG 31.97 21.71 -52.78 -0.71 -19.35 -6.68 30.39 26.53 31.39
11 multin_zz1000_71001_barra_leverage_topG 31.72 21.46 -53.02 -0.95 -19.59 -6.93 30.15 26.29 31.15
12 multin_zz1000_71001_barra_beta_topG 22.06 11.80 -62.68 -10.61 -29.25 -16.58 20.49 16.63 21.49
13 multin_zz1000_71001_barra_btop_topG 17.44 7.18 -67.31 -15.24 -33.87 -21.21 15.87 12.01 16.86
14 multin_zz1000_71001_barra_liquidity_botG 12.07 1.81 -72.67 -20.60 -39.24 -26.58 10.50 6.64 11.50
15 multin_zz1000_71001_barra_earningsyield_topG 6.97 -3.29 -77.77 -25.70 -44.34 -31.67 5.40 1.54 6.40
16 multin_zz1000_71001_barra_nonlinearsize_topG 6.70 -3.56 -78.04 -25.97 -44.61 -31.94 5.13 1.27 6.13
17 multin_zz1000_71001_barra_growth_topG 5.52 -4.74 -79.22 -27.16 -45.79 -33.13 3.95 0.09 4.94
18 multin_zz1000_71001_barra_momentum_botG -8.48 -18.74 -93.23 -41.16 -59.79 -47.13 -10.05 -13.91 -9.06
19 multin_zz1000_71001_barra_residualvolatility_botG -23.94 -34.21 -108.69 -56.62 -75.26 -62.59 -25.52 -29.38 -24.52