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_20250313_151525
0 multin_zz1000_71001_barra_beta_botG 177.05 102.74 21.91 64.77 21.91 115.03 -37.26 -98.33 -205.38
1 multin_zz1000_71001_barra_earningsyield_topG 160.31 86.00 5.17 48.02 5.16 98.29 -54.01 -115.07 -222.12
2 multin_zz1000_71001_barra_btop_topG 144.20 69.89 -10.95 31.91 -10.95 82.18 -70.12 -131.18 -238.23
3 multin_zz1000_71001_barra_liquidity_botG 139.84 65.54 -15.30 27.56 -15.30 77.83 -74.47 -135.54 -242.59
4 multin_zz1000_71001_barra_size_botG 121.66 47.35 -33.49 9.37 -33.49 59.64 -92.66 -153.72 -260.77
5 multin_zz1000_71001_barra_nonlinearsize_botG 121.66 47.35 -33.49 9.37 -33.49 59.64 -92.66 -153.72 -260.77
6 multin_zz1000_71001_barra_leverage_topG 111.78 37.47 -43.37 -0.51 -43.37 49.76 -102.54 -163.60 -270.65
7 multin_zz1000_71001_barra_momentum_botG 104.49 30.18 -50.65 -7.79 -50.65 42.47 -109.82 -170.89 -277.94
8 multin_zz1000_71001_barra_residualvolatility_botG 96.02 21.71 -59.12 -16.26 -59.12 34.01 -118.29 -179.36 -286.41
9 multin_zz1000_71001_barra_size_topG 75.15 0.84 -79.99 -37.13 -79.99 13.13 -139.16 -200.23 -307.28
10 multin_zz1000_71001_barra_growth_botG 62.18 -12.13 -92.97 -50.11 -92.97 0.16 -152.14 -213.20 -320.25
11 multin_zz1000_71001_barra_leverage_botG 23.39 -50.91 -131.75 -88.89 -131.75 -38.62 -190.92 -251.99 -359.04
12 multin_zz1000_71001_barra_growth_topG 22.57 -51.74 -132.57 -89.71 -132.57 -39.45 -191.74 -252.81 -359.86
13 multin_zz1000_71001_barra_nonlinearsize_topG 18.78 -55.53 -136.37 -93.51 -136.37 -43.24 -195.54 -256.60 -363.65
14 multin_zz1000_71001_barra_earningsyield_botG 2.64 -71.66 -152.50 -109.64 -152.50 -59.37 -211.67 -272.74 -379.79
15 multin_zz1000_71001_barra_btop_botG -58.42 -132.72 -213.56 -170.70 -213.56 -120.43 -272.73 -333.79 -440.84
16 multin_zz1000_71001_barra_residualvolatility_topG -78.30 -152.61 -233.45 -190.59 -233.45 -140.32 -292.62 -353.68 -460.73
17 multin_zz1000_71001_barra_beta_topG -87.45 -161.76 -242.60 -199.74 -242.60 -149.47 -301.77 -362.83 -469.88
18 multin_zz1000_71001_barra_liquidity_topG -122.67 -196.97 -277.81 -234.95 -277.81 -184.68 -336.98 -398.04 -505.09
19 multin_zz1000_71001_barra_momentum_topG -129.37 -203.68 -284.51 -241.65 -284.51 -191.39 -343.68 -404.75 -511.80