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_20250306_152548
0 multin_zz1000_71001_barra_liquidity_topG 83.41 129.66 116.97 164.48 274.10 163.63 235.82 297.21 337.52
1 multin_zz1000_71001_barra_residualvolatility_topG 64.35 110.60 97.92 145.43 255.05 144.57 216.76 278.16 318.47
2 multin_zz1000_71001_barra_momentum_topG 38.44 84.69 72.01 119.51 229.13 118.66 190.85 252.24 292.55
3 multin_zz1000_71001_barra_beta_topG 20.27 66.52 53.84 101.35 210.97 100.49 172.68 234.08 274.39
4 multin_zz1000_71001_barra_btop_botG -6.00 40.25 27.57 75.07 184.69 74.22 146.41 207.81 248.11
5 multin_zz1000_71001_barra_earningsyield_botG -6.91 39.34 26.65 74.16 183.78 73.31 145.50 206.89 247.20
6 multin_zz1000_71001_barra_leverage_botG -23.90 22.35 9.67 57.17 166.79 56.32 128.51 189.90 230.21
7 multin_zz1000_71001_barra_nonlinearsize_topG -34.11 12.14 -0.55 46.96 156.58 46.11 118.30 179.69 220.00
8 multin_zz1000_71001_barra_growth_topG -38.98 7.27 -5.41 42.09 151.71 41.24 113.43 174.82 215.13
9 multin_zz1000_71001_barra_growth_botG -54.36 -8.12 -20.80 26.71 136.33 25.85 98.04 159.44 199.75
10 multin_zz1000_71001_barra_momentum_botG -62.74 -16.49 -29.17 18.34 127.95 17.48 89.67 151.07 191.38
11 multin_zz1000_71001_barra_size_topG -71.54 -25.30 -37.98 9.53 119.15 8.68 80.86 142.26 182.57
12 multin_zz1000_71001_barra_liquidity_botG -100.43 -54.19 -66.87 -19.36 90.26 -20.21 51.97 113.37 153.68
13 multin_zz1000_71001_barra_residualvolatility_botG -101.79 -55.54 -68.22 -20.72 88.90 -21.57 50.62 112.02 152.32
14 multin_zz1000_71001_barra_leverage_topG -115.04 -68.79 -81.48 -33.97 75.65 -34.82 37.37 98.76 139.07
15 multin_zz1000_71001_barra_btop_topG -126.48 -80.23 -92.91 -45.40 64.21 -46.26 25.93 87.33 127.64
16 multin_zz1000_71001_barra_size_botG -130.81 -84.56 -97.24 -49.74 59.88 -50.59 21.60 82.99 123.30
17 multin_zz1000_71001_barra_nonlinearsize_botG -130.81 -84.56 -97.24 -49.74 59.88 -50.59 21.60 82.99 123.30
18 multin_zz1000_71001_barra_earningsyield_topG -133.77 -87.52 -100.20 -52.69 56.93 -53.55 18.64 80.04 120.35
19 multin_zz1000_71001_barra_beta_botG -183.65 -137.40 -150.09 -102.58 7.04 -103.43 -31.24 30.15 70.46