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_20250324_151742
0 multin_zz1000_71001_barra_size_topG 76.42 11.18 8.20 -46.74 8.20 235.37 216.27 159.70 17.31
1 multin_zz1000_71001_barra_beta_botG 75.25 10.00 7.03 -47.91 7.03 234.19 215.10 158.53 16.14
2 multin_zz1000_71001_barra_earningsyield_topG 69.03 3.78 0.80 -54.14 0.80 227.97 208.87 152.30 9.91
3 multin_zz1000_71001_barra_nonlinearsize_topG 18.17 -47.08 -50.05 -104.99 -50.05 177.12 158.02 101.45 -40.94
4 multin_zz1000_71001_barra_residualvolatility_botG -2.21 -67.46 -70.43 -125.37 -70.43 156.74 137.64 81.07 -61.32
5 multin_zz1000_71001_barra_btop_topG -13.24 -78.49 -81.47 -136.41 -81.47 145.70 126.60 70.03 -72.36
6 multin_zz1000_71001_barra_leverage_topG -39.12 -104.37 -107.35 -162.29 -107.35 119.82 100.72 44.16 -98.24
7 multin_zz1000_71001_barra_btop_botG -41.80 -107.04 -110.02 -164.96 -110.02 117.15 98.05 41.48 -100.91
8 multin_zz1000_71001_barra_beta_topG -50.60 -115.85 -118.82 -173.76 -118.82 108.35 89.25 32.68 -109.71
9 multin_zz1000_71001_barra_liquidity_botG -54.97 -120.22 -123.20 -178.14 -123.20 103.97 84.87 28.30 -114.09
10 multin_zz1000_71001_barra_growth_topG -56.26 -121.51 -124.48 -179.42 -124.48 102.69 83.59 27.02 -115.37
11 multin_zz1000_71001_barra_momentum_botG -82.31 -147.56 -150.53 -205.47 -150.53 76.63 57.54 0.97 -141.42
12 multin_zz1000_71001_barra_momentum_topG -82.40 -147.65 -150.62 -205.56 -150.62 76.54 57.45 0.88 -141.51
13 multin_zz1000_71001_barra_leverage_botG -88.29 -153.53 -156.51 -211.45 -156.51 70.66 51.56 -5.01 -147.40
14 multin_zz1000_71001_barra_growth_botG -121.01 -186.25 -189.23 -244.17 -189.23 37.94 18.84 -37.73 -180.12
15 multin_zz1000_71001_barra_earningsyield_botG -125.51 -190.76 -193.73 -248.68 -193.74 33.43 14.34 -42.23 -184.63
16 multin_zz1000_71001_barra_liquidity_topG -131.31 -196.56 -199.53 -254.47 -199.53 27.64 8.54 -48.03 -190.42
17 multin_zz1000_71001_barra_residualvolatility_topG -146.30 -211.54 -214.52 -269.46 -214.52 12.65 -6.45 -63.02 -205.41
18 multin_zz1000_71001_barra_nonlinearsize_botG -157.29 -222.54 -225.51 -280.45 -225.51 1.65 -17.44 -74.01 -216.40
19 multin_zz1000_71001_barra_size_botG -157.29 -222.54 -225.51 -280.45 -225.51 1.65 -17.44 -74.01 -216.40