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_20250124_151526
0 multin_zz1000_71001_barra_beta_topG 66.01 133.87 106.57 166.92 248.87 163.67 42.17 42.04 34.99
1 multin_zz1000_71001_barra_liquidity_topG 14.23 82.09 54.80 115.15 197.10 111.90 -9.61 -9.73 -16.79
2 multin_zz1000_71001_barra_earningsyield_botG -11.81 56.05 28.76 89.10 171.05 85.85 -35.65 -35.78 -42.83
3 multin_zz1000_71001_barra_momentum_topG -14.14 53.72 26.43 86.77 168.73 83.53 -37.98 -38.11 -45.16
4 multin_zz1000_71001_barra_btop_botG -27.81 40.05 12.75 73.10 155.05 69.85 -51.65 -51.78 -58.83
5 multin_zz1000_71001_barra_nonlinearsize_topG -35.67 32.19 4.90 65.25 147.20 62.00 -59.51 -59.63 -66.69
6 multin_zz1000_71001_barra_leverage_botG -48.52 19.34 -7.96 52.39 134.34 49.14 -72.36 -72.49 -79.54
7 multin_zz1000_71001_barra_growth_topG -51.22 16.63 -10.66 49.69 131.64 46.44 -75.06 -75.19 -82.24
8 multin_zz1000_71001_barra_residualvolatility_topG -59.58 8.28 -19.01 41.33 123.28 38.09 -83.42 -83.55 -90.60
9 multin_zz1000_71001_barra_size_topG -82.40 -14.55 -41.84 18.51 100.46 15.26 -106.24 -106.37 -113.42
10 multin_zz1000_71001_barra_momentum_botG -83.52 -15.67 -42.96 17.39 99.34 14.14 -107.36 -107.49 -114.54
11 multin_zz1000_71001_barra_residualvolatility_botG -92.56 -24.71 -52.00 8.35 90.30 5.10 -116.40 -116.53 -123.58
12 multin_zz1000_71001_barra_earningsyield_topG -99.89 -32.03 -59.33 1.02 82.97 -2.23 -123.73 -123.86 -130.91
13 multin_zz1000_71001_barra_growth_botG -103.04 -35.18 -62.48 -2.13 79.82 -5.38 -126.88 -127.01 -134.06
14 multin_zz1000_71001_barra_nonlinearsize_botG -116.05 -48.19 -75.49 -15.14 66.81 -18.39 -139.89 -140.02 -147.07
15 multin_zz1000_71001_barra_size_botG -116.05 -48.19 -75.49 -15.14 66.81 -18.39 -139.89 -140.02 -147.07
16 multin_zz1000_71001_barra_liquidity_botG -127.26 -59.40 -86.70 -26.35 55.60 -29.60 -151.10 -151.23 -158.28
17 multin_zz1000_71001_barra_beta_botG -141.04 -73.18 -100.48 -40.13 41.82 -43.38 -164.88 -165.01 -172.06
18 multin_zz1000_71001_barra_btop_topG -142.14 -74.28 -101.58 -41.23 40.72 -44.48 -165.98 -166.11 -173.16
19 multin_zz1000_71001_barra_leverage_topG -142.46 -74.60 -101.89 -41.55 40.40 -44.80 -166.30 -166.43 -173.48