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_20250228_153041
0 multin_zz1000_71001_barra_beta_botG 266.09 194.76 327.97 106.37 -89.64 231.27 506.53 463.12 425.51
1 multin_zz1000_71001_barra_earningsyield_topG 218.11 146.78 279.99 58.39 -137.62 183.29 458.55 415.13 377.53
2 multin_zz1000_71001_barra_btop_topG 198.82 127.49 260.69 39.09 -156.92 163.99 439.25 395.84 358.24
3 multin_zz1000_71001_barra_liquidity_botG 167.42 96.09 229.30 7.70 -188.31 132.60 407.86 364.45 326.84
4 multin_zz1000_71001_barra_leverage_topG 153.56 82.23 215.44 -6.17 -202.17 118.74 394.00 350.58 312.98
5 multin_zz1000_71001_barra_nonlinearsize_botG 97.46 26.13 159.34 -62.26 -258.27 62.64 337.90 294.48 256.88
6 multin_zz1000_71001_barra_size_botG 97.46 26.13 159.34 -62.26 -258.27 62.64 337.90 294.48 256.88
7 multin_zz1000_71001_barra_size_topG 91.18 19.85 153.06 -68.55 -264.55 56.36 331.62 288.20 250.60
8 multin_zz1000_71001_barra_residualvolatility_botG 76.80 5.47 138.68 -82.93 -278.93 41.98 317.24 273.82 236.22
9 multin_zz1000_71001_barra_momentum_botG 55.50 -15.83 117.38 -104.23 -300.23 20.67 295.93 252.52 214.92
10 multin_zz1000_71001_barra_growth_botG 48.40 -22.93 110.28 -111.32 -307.33 13.58 288.84 245.43 207.82
11 multin_zz1000_71001_barra_nonlinearsize_topG 22.80 -48.53 84.67 -136.93 -332.94 -12.03 263.23 219.82 182.22
12 multin_zz1000_71001_barra_growth_topG -25.92 -97.25 35.96 -185.65 -381.65 -60.74 214.52 171.10 133.50
13 multin_zz1000_71001_barra_leverage_botG -31.57 -102.90 30.31 -191.29 -387.30 -66.39 208.87 165.46 127.85
14 multin_zz1000_71001_barra_earningsyield_botG -68.75 -140.08 -6.87 -228.47 -424.48 -103.57 171.69 128.28 90.67
15 multin_zz1000_71001_barra_momentum_topG -98.14 -169.47 -36.26 -257.86 -453.87 -132.96 142.30 98.88 61.28
16 multin_zz1000_71001_barra_residualvolatility_topG -100.35 -171.68 -38.48 -260.08 -456.08 -135.18 140.08 96.67 59.07
17 multin_zz1000_71001_barra_btop_botG -149.98 -221.31 -88.10 -309.71 -505.71 -184.80 90.46 47.04 9.44
18 multin_zz1000_71001_barra_liquidity_topG -216.76 -288.09 -154.88 -376.49 -572.49 -251.59 23.67 -19.74 -57.34
19 multin_zz1000_71001_barra_beta_topG -233.14 -304.47 -171.26 -392.87 -588.87 -267.96 7.30 -36.12 -73.72