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_20250127_151807
0 multin_zz1000_71001_barra_beta_botG 200.00 152.22 214.23 90.36 56.93 143.80 122.78 109.92 112.40
1 multin_zz1000_71001_barra_earningsyield_topG 180.74 132.95 194.96 71.09 37.66 124.53 103.52 90.66 93.14
2 multin_zz1000_71001_barra_liquidity_botG 156.31 108.52 170.54 46.66 13.23 100.10 79.09 66.23 68.71
3 multin_zz1000_71001_barra_btop_topG 140.89 93.10 155.11 31.24 -2.19 84.68 63.67 50.81 53.29
4 multin_zz1000_71001_barra_residualvolatility_botG 115.25 67.46 129.48 5.60 -27.83 59.04 38.03 25.17 27.65
5 multin_zz1000_71001_barra_nonlinearsize_botG 110.23 62.45 124.46 0.59 -32.84 54.03 33.01 20.16 22.64
6 multin_zz1000_71001_barra_size_botG 110.23 62.45 124.46 0.59 -32.84 54.03 33.01 20.16 22.64
7 multin_zz1000_71001_barra_leverage_topG 93.16 45.37 107.38 -16.49 -49.92 36.95 15.94 3.08 5.56
8 multin_zz1000_71001_barra_size_topG 78.25 30.46 92.48 -31.40 -64.83 22.04 1.03 -11.83 -9.35
9 multin_zz1000_71001_barra_growth_botG 67.39 19.61 81.62 -42.25 -75.69 11.18 -9.83 -22.69 -20.21
10 multin_zz1000_71001_barra_momentum_botG 55.73 7.95 69.96 -53.91 -87.34 -0.47 -21.49 -34.34 -31.86
11 multin_zz1000_71001_barra_nonlinearsize_topG 38.32 -9.47 52.54 -71.33 -104.76 -17.89 -38.91 -51.76 -49.28
12 multin_zz1000_71001_barra_leverage_botG 15.13 -32.65 29.36 -94.51 -127.95 -41.07 -62.09 -74.95 -72.47
13 multin_zz1000_71001_barra_growth_topG -5.77 -53.56 8.45 -115.42 -148.85 -61.98 -82.99 -95.85 -93.37
14 multin_zz1000_71001_barra_earningsyield_botG -6.97 -54.75 7.26 -116.61 -150.04 -63.17 -84.19 -97.04 -94.56
15 multin_zz1000_71001_barra_btop_botG -68.88 -116.67 -54.65 -178.53 -211.96 -125.09 -146.10 -158.96 -156.48
16 multin_zz1000_71001_barra_momentum_topG -110.67 -158.45 -96.44 -220.32 -253.75 -166.88 -187.89 -200.75 -198.27
17 multin_zz1000_71001_barra_beta_topG -118.52 -166.30 -104.29 -228.16 -261.59 -174.72 -195.74 -208.59 -206.11
18 multin_zz1000_71001_barra_residualvolatility_topG -125.73 -173.51 -111.50 -235.37 -268.80 -181.93 -202.95 -215.80 -213.32
19 multin_zz1000_71001_barra_liquidity_topG -172.60 -220.39 -158.38 -282.25 -315.68 -228.81 -249.82 -262.68 -260.20