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_20250219_151536
0 multin_zz1000_71001_barra_liquidity_topG 128.65 191.30 75.43 298.38 369.27 137.20 -83.81 -74.63 -65.05
1 multin_zz1000_71001_barra_beta_topG 127.32 189.98 74.10 297.05 367.95 135.87 -85.14 -75.96 -66.37
2 multin_zz1000_71001_barra_btop_botG 80.83 143.49 27.61 250.56 321.46 89.38 -131.63 -122.45 -112.86
3 multin_zz1000_71001_barra_residualvolatility_topG 59.61 122.26 6.39 229.34 300.23 68.16 -152.85 -143.67 -134.09
4 multin_zz1000_71001_barra_momentum_topG 51.42 114.07 -1.80 221.15 292.04 59.97 -161.04 -151.86 -142.28
5 multin_zz1000_71001_barra_growth_topG 38.23 100.88 -14.99 207.96 278.85 46.78 -174.23 -165.06 -155.47
6 multin_zz1000_71001_barra_leverage_botG 26.42 89.07 -26.80 196.15 267.04 34.97 -186.05 -176.87 -167.28
7 multin_zz1000_71001_barra_earningsyield_botG 22.81 85.47 -30.41 192.54 263.44 31.36 -189.65 -180.47 -170.88
8 multin_zz1000_71001_barra_nonlinearsize_topG -12.88 49.77 -66.10 156.85 227.74 -4.33 -225.35 -216.17 -206.58
9 multin_zz1000_71001_barra_momentum_botG -36.53 26.12 -89.75 133.20 204.10 -27.98 -248.99 -239.81 -230.23
10 multin_zz1000_71001_barra_nonlinearsize_botG -39.37 23.28 -92.60 130.36 201.25 -30.83 -251.84 -242.66 -233.07
11 multin_zz1000_71001_barra_size_botG -39.37 23.28 -92.60 130.36 201.25 -30.83 -251.84 -242.66 -233.07
12 multin_zz1000_71001_barra_growth_botG -60.91 1.74 -114.14 108.81 179.71 -52.37 -273.38 -264.20 -254.61
13 multin_zz1000_71001_barra_residualvolatility_botG -61.16 1.49 -114.38 108.57 179.46 -52.61 -273.62 -264.44 -254.86
14 multin_zz1000_71001_barra_size_topG -102.87 -40.22 -156.10 66.86 137.75 -94.32 -315.34 -306.16 -296.57
15 multin_zz1000_71001_barra_liquidity_botG -109.83 -47.18 -163.05 59.90 130.80 -101.28 -322.29 -313.11 -303.53
16 multin_zz1000_71001_barra_leverage_topG -121.32 -58.67 -174.55 48.40 119.30 -112.78 -333.79 -324.61 -315.02
17 multin_zz1000_71001_barra_btop_topG -164.11 -101.46 -217.34 5.62 76.51 -155.57 -376.58 -367.40 -357.81
18 multin_zz1000_71001_barra_earningsyield_topG -166.27 -103.62 -219.50 3.45 74.35 -157.73 -378.74 -369.56 -359.97
19 multin_zz1000_71001_barra_beta_botG -203.28 -140.62 -256.50 -33.55 37.35 -194.73 -415.74 -406.56 -396.97