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_20250321_153242
0 multin_zz1000_71001_barra_btop_topG 143.27 91.99 -56.60 96.02 -56.60 135.67 472.35 492.31 546.27
1 multin_zz1000_71001_barra_earningsyield_topG 141.69 90.41 -58.18 94.43 -58.18 134.09 470.77 490.73 544.69
2 multin_zz1000_71001_barra_beta_botG 141.10 89.82 -58.77 93.84 -58.77 133.50 470.18 490.13 544.09
3 multin_zz1000_71001_barra_momentum_botG 114.03 62.75 -85.84 66.77 -85.84 106.43 443.11 463.06 517.02
4 multin_zz1000_71001_barra_liquidity_botG 110.76 59.48 -89.11 63.51 -89.11 103.16 439.84 459.80 513.76
5 multin_zz1000_71001_barra_leverage_topG 110.16 58.88 -89.71 62.91 -89.71 102.56 439.24 459.20 513.16
6 multin_zz1000_71001_barra_size_topG 57.16 5.88 -142.71 9.90 -142.71 49.56 386.24 406.19 460.15
7 multin_zz1000_71001_barra_growth_botG 32.25 -19.03 -167.63 -15.01 -167.62 24.65 361.33 381.28 435.24
8 multin_zz1000_71001_barra_nonlinearsize_topG 22.37 -28.91 -177.50 -24.88 -177.50 14.77 351.45 371.41 425.37
9 multin_zz1000_71001_barra_residualvolatility_botG 12.65 -38.63 -187.22 -34.61 -187.22 5.05 341.73 361.68 415.64
10 multin_zz1000_71001_barra_size_botG -5.34 -56.62 -205.21 -52.60 -205.21 -12.94 323.74 343.69 397.66
11 multin_zz1000_71001_barra_nonlinearsize_botG -5.34 -56.62 -205.21 -52.60 -205.21 -12.94 323.74 343.69 397.66
12 multin_zz1000_71001_barra_growth_topG -15.95 -67.23 -215.82 -63.20 -215.82 -23.55 313.13 333.09 387.05
13 multin_zz1000_71001_barra_leverage_botG -23.49 -74.77 -223.36 -70.75 -223.36 -31.09 305.59 325.54 379.50
14 multin_zz1000_71001_barra_earningsyield_botG -63.80 -115.08 -263.67 -111.05 -263.67 -71.40 265.28 285.24 339.20
15 multin_zz1000_71001_barra_btop_botG -99.76 -151.04 -299.63 -147.01 -299.63 -107.36 229.33 249.28 303.24
16 multin_zz1000_71001_barra_residualvolatility_topG -106.81 -158.09 -306.68 -154.06 -306.68 -114.41 222.27 242.23 296.19
17 multin_zz1000_71001_barra_liquidity_topG -124.66 -175.94 -324.53 -171.92 -324.53 -132.26 204.42 224.38 278.34
18 multin_zz1000_71001_barra_momentum_topG -130.20 -181.48 -330.07 -177.46 -330.07 -137.80 198.88 218.84 272.80
19 multin_zz1000_71001_barra_beta_topG -153.85 -205.13 -353.72 -201.10 -353.72 -161.45 175.23 195.19 249.15