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_20250213_151521
0 multin_zz1000_71001_barra_leverage_topG 124.04 80.73 118.30 46.10 11.13 141.58 322.45 294.58 307.44
1 multin_zz1000_71001_barra_btop_topG 113.18 69.86 107.44 35.23 0.27 130.72 311.58 283.71 296.58
2 multin_zz1000_71001_barra_beta_botG 75.55 32.24 69.81 -2.39 -37.36 93.09 273.96 246.09 258.96
3 multin_zz1000_71001_barra_growth_botG 74.67 31.36 68.93 -3.27 -38.24 92.21 273.08 245.20 258.07
4 multin_zz1000_71001_barra_earningsyield_topG 71.95 28.64 66.21 -5.99 -40.96 89.49 270.36 242.48 255.35
5 multin_zz1000_71001_barra_momentum_botG 54.16 10.85 48.42 -23.78 -58.75 71.70 252.57 224.70 237.57
6 multin_zz1000_71001_barra_size_topG 38.87 -4.44 33.13 -39.07 -74.04 56.41 237.28 209.40 222.27
7 multin_zz1000_71001_barra_residualvolatility_topG 36.45 -6.87 30.71 -41.50 -76.46 53.99 234.85 206.98 219.85
8 multin_zz1000_71001_barra_nonlinearsize_topG 24.66 -18.65 18.92 -53.28 -88.25 42.20 223.07 195.20 208.06
9 multin_zz1000_71001_barra_earningsyield_botG 17.01 -26.31 11.27 -60.93 -95.90 34.55 215.42 187.54 200.41
10 multin_zz1000_71001_barra_residualvolatility_botG 16.24 -27.07 10.50 -61.70 -96.67 33.78 214.65 186.77 199.64
11 multin_zz1000_71001_barra_liquidity_botG 12.30 -31.02 6.56 -65.65 -100.61 29.84 210.70 182.83 195.70
12 multin_zz1000_71001_barra_size_botG -7.62 -50.94 -13.36 -85.57 -120.53 9.91 190.78 162.91 175.78
13 multin_zz1000_71001_barra_nonlinearsize_botG -7.62 -50.94 -13.36 -85.57 -120.53 9.91 190.78 162.91 175.78
14 multin_zz1000_71001_barra_growth_topG -15.71 -59.02 -21.45 -93.65 -128.62 1.83 182.70 154.82 167.69
15 multin_zz1000_71001_barra_liquidity_topG -17.37 -60.68 -23.11 -95.31 -130.28 0.17 181.04 153.17 166.04
16 multin_zz1000_71001_barra_beta_topG -20.84 -64.15 -26.58 -98.78 -133.75 -3.30 177.57 149.69 162.56
17 multin_zz1000_71001_barra_momentum_topG -28.30 -71.61 -34.04 -106.24 -141.21 -10.76 170.11 142.24 155.10
18 multin_zz1000_71001_barra_leverage_botG -37.72 -81.03 -43.46 -115.66 -150.63 -20.18 160.69 132.81 145.68
19 multin_zz1000_71001_barra_btop_botG -55.96 -99.28 -61.70 -133.91 -168.87 -38.43 142.44 114.57 127.44