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_20250206_151525
0 multin_zz1000_71001_barra_beta_topG 122.32 154.80 115.52 267.02 394.58 189.62 8.57 41.75 13.41
1 multin_zz1000_71001_barra_liquidity_topG 108.31 140.79 101.51 253.01 380.57 175.61 -5.44 27.74 -0.60
2 multin_zz1000_71001_barra_momentum_topG 78.47 110.95 71.67 223.17 350.73 145.77 -35.28 -2.10 -30.44
3 multin_zz1000_71001_barra_btop_botG 73.48 105.96 66.68 218.18 345.74 140.78 -40.27 -7.09 -35.43
4 multin_zz1000_71001_barra_earningsyield_botG 44.75 77.23 37.95 189.45 317.01 112.06 -69.00 -35.81 -64.15
5 multin_zz1000_71001_barra_residualvolatility_topG 30.54 63.02 23.74 175.24 302.80 97.85 -83.21 -50.02 -78.36
6 multin_zz1000_71001_barra_growth_topG 12.96 45.44 6.16 157.66 285.22 80.26 -100.79 -67.61 -95.95
7 multin_zz1000_71001_barra_nonlinearsize_topG -24.57 7.91 -31.37 120.13 247.69 42.74 -138.32 -105.13 -133.47
8 multin_zz1000_71001_barra_leverage_botG -32.18 0.30 -38.98 112.52 240.08 35.12 -145.93 -112.75 -141.09
9 multin_zz1000_71001_barra_momentum_botG -90.19 -57.70 -96.99 54.52 182.08 -22.88 -203.93 -170.75 -199.09
10 multin_zz1000_71001_barra_growth_botG -93.67 -61.19 -100.47 51.03 178.59 -26.37 -207.42 -174.24 -202.58
11 multin_zz1000_71001_barra_residualvolatility_botG -94.47 -61.99 -101.27 50.23 177.79 -27.16 -208.22 -175.03 -203.37
12 multin_zz1000_71001_barra_size_botG -107.20 -74.71 -114.00 37.51 165.06 -39.89 -220.95 -187.76 -216.10
13 multin_zz1000_71001_barra_nonlinearsize_botG -107.20 -74.71 -114.00 37.51 165.06 -39.89 -220.95 -187.76 -216.10
14 multin_zz1000_71001_barra_leverage_topG -120.21 -87.73 -127.01 24.49 152.05 -52.91 -233.96 -200.78 -229.12
15 multin_zz1000_71001_barra_size_topG -128.46 -95.98 -135.26 16.24 143.80 -61.15 -242.21 -209.03 -237.36
16 multin_zz1000_71001_barra_liquidity_botG -138.04 -105.56 -144.84 6.66 134.22 -70.74 -251.79 -218.61 -246.95
17 multin_zz1000_71001_barra_earningsyield_topG -174.56 -142.08 -181.36 -29.86 97.70 -107.26 -288.31 -255.13 -283.47
18 multin_zz1000_71001_barra_btop_topG -189.30 -156.82 -196.10 -44.59 82.96 -121.99 -303.05 -269.86 -298.20
19 multin_zz1000_71001_barra_beta_botG -214.11 -181.63 -220.91 -69.40 58.15 -146.80 -327.86 -294.67 -323.01