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_20250401_151606
0 multin_zz1000_71001_barra_nonlinearsize_botG 157.35 152.88 215.60 212.71 215.59 44.93 -231.45 -318.41 -335.40
1 multin_zz1000_71001_barra_size_botG 157.35 152.88 215.60 212.71 215.59 44.93 -231.45 -318.41 -335.40
2 multin_zz1000_71001_barra_liquidity_botG 156.85 152.38 215.09 212.21 215.09 44.43 -231.96 -318.91 -335.90
3 multin_zz1000_71001_barra_momentum_botG 151.57 147.11 209.82 206.93 209.82 39.16 -237.23 -324.18 -341.17
4 multin_zz1000_71001_barra_residualvolatility_botG 116.56 112.09 174.80 171.92 174.80 4.14 -272.25 -359.20 -376.19
5 multin_zz1000_71001_barra_leverage_botG 90.50 86.03 148.74 145.86 148.74 -21.92 -298.31 -385.26 -402.25
6 multin_zz1000_71001_barra_beta_botG 82.00 77.53 140.24 137.36 140.24 -30.42 -306.81 -393.76 -410.75
7 multin_zz1000_71001_barra_earningsyield_botG 65.94 61.47 124.18 121.30 124.18 -46.48 -322.87 -409.82 -426.81
8 multin_zz1000_71001_barra_earningsyield_topG 62.13 57.67 120.38 117.49 120.38 -50.28 -326.67 -413.62 -430.61
9 multin_zz1000_71001_barra_growth_topG 60.54 56.08 118.79 115.90 118.79 -51.87 -328.26 -415.22 -432.21
10 multin_zz1000_71001_barra_leverage_topG 55.93 51.47 114.18 111.29 114.17 -56.49 -332.87 -419.83 -436.82
11 multin_zz1000_71001_barra_btop_topG 52.69 48.23 110.94 108.05 110.94 -59.72 -336.11 -423.06 -440.05
12 multin_zz1000_71001_barra_growth_botG 44.27 39.81 102.52 99.63 102.52 -68.14 -344.53 -431.48 -448.47
13 multin_zz1000_71001_barra_nonlinearsize_topG 12.54 8.07 70.78 67.90 70.78 -99.88 -376.26 -463.22 -480.21
14 multin_zz1000_71001_barra_btop_botG -0.35 -4.82 57.89 55.01 57.89 -112.77 -389.16 -476.11 -493.10
15 multin_zz1000_71001_barra_size_topG -6.80 -11.27 51.44 48.56 51.44 -119.22 -395.61 -482.56 -499.55
16 multin_zz1000_71001_barra_beta_topG -28.76 -33.22 29.49 26.60 29.49 -141.18 -417.56 -504.52 -521.51
17 multin_zz1000_71001_barra_residualvolatility_topG -43.37 -47.83 14.88 11.99 14.88 -155.78 -432.17 -519.12 -536.11
18 multin_zz1000_71001_barra_liquidity_topG -75.37 -79.83 -17.12 -20.01 -17.12 -187.78 -464.17 -551.12 -568.11
19 multin_zz1000_71001_barra_momentum_topG -99.20 -103.67 -40.96 -43.84 -40.96 -211.62 -488.01 -574.96 -591.95