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_20250221_151523
0 multin_zz1000_71001_barra_beta_topG 91.00 104.93 143.51 146.98 271.39 232.57 244.54 284.93 283.74
1 multin_zz1000_71001_barra_liquidity_topG 60.18 74.11 112.69 116.16 240.57 201.75 213.72 254.11 252.92
2 multin_zz1000_71001_barra_btop_botG 46.66 60.60 99.18 102.65 227.06 188.23 200.21 240.60 239.40
3 multin_zz1000_71001_barra_momentum_topG 6.30 20.24 58.82 62.29 186.70 147.88 159.85 200.24 199.05
4 multin_zz1000_71001_barra_earningsyield_botG -10.84 3.09 41.67 45.14 169.55 130.73 142.70 183.09 181.90
5 multin_zz1000_71001_barra_residualvolatility_topG -17.92 -3.99 34.59 38.06 162.48 123.65 135.62 176.01 174.82
6 multin_zz1000_71001_barra_growth_topG -19.22 -5.29 33.29 36.76 161.17 122.35 134.32 174.71 173.52
7 multin_zz1000_71001_barra_nonlinearsize_topG -20.52 -6.59 31.99 35.46 159.87 121.05 133.02 173.41 172.22
8 multin_zz1000_71001_barra_size_topG -34.67 -20.74 17.84 21.31 145.72 106.90 118.87 159.26 158.07
9 multin_zz1000_71001_barra_leverage_botG -41.22 -27.29 11.29 14.76 139.17 100.35 112.32 152.71 151.52
10 multin_zz1000_71001_barra_residualvolatility_botG -103.59 -89.65 -51.07 -47.60 76.81 37.99 49.96 90.35 89.16
11 multin_zz1000_71001_barra_momentum_botG -106.99 -93.06 -54.47 -51.01 73.41 34.58 46.56 86.94 85.75
12 multin_zz1000_71001_barra_growth_botG -107.86 -93.93 -55.35 -51.88 72.53 33.71 45.68 86.07 84.88
13 multin_zz1000_71001_barra_leverage_topG -177.43 -163.49 -124.91 -121.44 2.97 -35.85 -23.88 16.51 15.32
14 multin_zz1000_71001_barra_earningsyield_topG -187.00 -173.06 -134.48 -131.01 -6.60 -45.42 -33.45 6.94 5.75
15 multin_zz1000_71001_barra_btop_topG -195.63 -181.69 -143.11 -139.64 -15.23 -54.05 -42.08 -1.69 -2.88
16 multin_zz1000_71001_barra_liquidity_botG -196.43 -182.50 -143.92 -140.45 -16.04 -54.86 -42.89 -2.50 -3.69
17 multin_zz1000_71001_barra_nonlinearsize_botG -201.84 -187.90 -149.32 -145.85 -21.44 -60.26 -48.29 -7.90 -9.09
18 multin_zz1000_71001_barra_size_botG -201.84 -187.90 -149.32 -145.85 -21.44 -60.26 -48.29 -7.90 -9.09
19 multin_zz1000_71001_barra_beta_botG -217.98 -204.05 -165.47 -162.00 -37.59 -76.41 -64.44 -24.05 -25.24