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_20250328_151605
0 multin_zz1000_71001_barra_size_topG 34.19 6.27 -57.99 -16.65 -57.99 142.97 626.34 749.14 741.02
1 multin_zz1000_71001_barra_nonlinearsize_topG 1.26 -26.66 -90.92 -49.58 -90.92 110.04 593.41 716.21 708.09
2 multin_zz1000_71001_barra_earningsyield_topG -1.82 -29.74 -94.00 -52.66 -94.00 106.96 590.33 713.13 705.01
3 multin_zz1000_71001_barra_beta_botG -25.82 -53.74 -118.01 -76.67 -118.01 82.96 566.33 689.13 681.01
4 multin_zz1000_71001_barra_btop_topG -28.04 -55.95 -120.22 -78.88 -120.22 80.74 564.12 686.92 678.80
5 multin_zz1000_71001_barra_momentum_topG -30.28 -58.19 -122.46 -81.12 -122.46 78.50 561.88 684.68 676.56
6 multin_zz1000_71001_barra_leverage_botG -40.60 -68.52 -132.79 -91.45 -132.79 68.18 551.55 674.35 666.23
7 multin_zz1000_71001_barra_momentum_botG -41.48 -69.39 -133.66 -92.32 -133.66 67.30 550.68 673.48 665.36
8 multin_zz1000_71001_barra_btop_botG -42.37 -70.28 -134.55 -93.21 -134.55 66.41 549.79 672.59 664.47
9 multin_zz1000_71001_barra_liquidity_botG -42.64 -70.55 -134.82 -93.48 -134.82 66.14 549.52 672.32 664.20
10 multin_zz1000_71001_barra_leverage_topG -48.75 -76.66 -140.93 -99.59 -140.93 60.03 543.41 666.21 658.09
11 multin_zz1000_71001_barra_earningsyield_botG -52.52 -80.44 -144.71 -103.37 -144.71 56.25 539.63 662.43 654.31
12 multin_zz1000_71001_barra_residualvolatility_botG -57.59 -85.51 -149.77 -108.43 -149.77 51.19 534.56 657.36 649.24
13 multin_zz1000_71001_barra_growth_topG -57.84 -85.76 -150.03 -108.69 -150.03 50.94 534.31 657.11 648.99
14 multin_zz1000_71001_barra_growth_botG -59.66 -87.57 -151.84 -110.50 -151.84 49.12 532.50 655.30 647.18
15 multin_zz1000_71001_barra_residualvolatility_topG -72.02 -99.93 -164.20 -122.86 -164.20 36.76 520.14 642.94 634.82
16 multin_zz1000_71001_barra_liquidity_topG -76.04 -103.95 -168.22 -126.88 -168.22 32.74 516.12 638.92 630.80
17 multin_zz1000_71001_barra_beta_topG -78.11 -106.02 -170.29 -128.95 -170.29 30.67 514.05 636.84 628.73
18 multin_zz1000_71001_barra_nonlinearsize_botG -174.96 -202.87 -267.14 -225.80 -267.14 -66.18 417.20 540.00 531.88
19 multin_zz1000_71001_barra_size_botG -174.96 -202.87 -267.14 -225.80 -267.14 -66.18 417.20 540.00 531.88