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_20250110_151541
0 multin_zz1000_71001_barra_size_topG 59.27 -5.29 140.84 -43.55 -158.25 156.73 408.06 384.16 421.76
1 multin_zz1000_71001_barra_earningsyield_topG 32.68 -31.88 114.25 -70.13 -184.83 130.14 381.47 357.58 395.17
2 multin_zz1000_71001_barra_nonlinearsize_topG 29.81 -34.75 111.38 -73.00 -187.70 127.28 378.61 354.71 392.31
3 multin_zz1000_71001_barra_residualvolatility_botG 24.77 -39.79 106.34 -78.04 -192.74 122.23 373.57 349.67 387.27
4 multin_zz1000_71001_barra_beta_botG 16.19 -48.37 97.75 -86.63 -201.33 113.65 364.98 341.08 378.68
5 multin_zz1000_71001_barra_liquidity_botG 10.42 -54.14 91.99 -92.39 -207.09 107.88 359.21 335.32 372.91
6 multin_zz1000_71001_barra_btop_topG -9.45 -74.01 72.11 -112.27 -226.97 88.01 339.34 315.44 353.04
7 multin_zz1000_71001_barra_btop_botG -38.90 -103.46 42.67 -141.72 -256.42 58.56 309.89 285.99 323.59
8 multin_zz1000_71001_barra_earningsyield_botG -49.23 -113.79 32.34 -152.05 -266.75 48.23 299.56 275.67 313.26
9 multin_zz1000_71001_barra_growth_topG -50.44 -115.00 31.13 -153.25 -267.95 47.02 298.36 274.46 312.06
10 multin_zz1000_71001_barra_momentum_topG -52.63 -117.19 28.94 -155.44 -270.14 44.84 296.17 272.27 309.87
11 multin_zz1000_71001_barra_momentum_botG -53.68 -118.24 27.89 -156.49 -271.19 43.79 295.12 271.22 308.82
12 multin_zz1000_71001_barra_leverage_topG -57.95 -122.51 23.62 -160.76 -275.46 39.51 290.85 266.95 304.55
13 multin_zz1000_71001_barra_leverage_botG -58.06 -122.62 23.51 -160.88 -275.58 39.40 290.73 266.83 304.43
14 multin_zz1000_71001_barra_growth_botG -74.33 -138.89 7.24 -177.15 -291.85 23.13 274.46 250.56 288.16
15 multin_zz1000_71001_barra_beta_topG -86.34 -150.90 -4.77 -189.15 -303.85 11.12 262.45 238.56 276.15
16 multin_zz1000_71001_barra_size_botG -96.06 -160.62 -14.49 -198.88 -313.58 1.40 252.73 228.83 266.43
17 multin_zz1000_71001_barra_nonlinearsize_botG -96.06 -160.62 -14.49 -198.88 -313.58 1.40 252.73 228.83 266.43
18 multin_zz1000_71001_barra_liquidity_topG -149.81 -214.37 -68.24 -252.62 -367.32 -52.35 198.98 175.09 212.68
19 multin_zz1000_71001_barra_residualvolatility_topG -173.65 -238.21 -92.08 -276.47 -391.17 -76.19 175.14 151.24 188.84