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_20250407_151817
0 multin_zz1000_71001_barra_beta_botG 321.57 137.10 -815.13 -159.33 -815.14 649.10 2381.61 2341.30 2324.75
1 multin_zz1000_71001_barra_size_topG 287.53 103.07 -849.17 -193.37 -849.17 615.06 2347.58 2307.27 2290.72
2 multin_zz1000_71001_barra_earningsyield_topG 226.54 42.08 -910.16 -254.36 -910.16 554.07 2286.59 2246.28 2229.73
3 multin_zz1000_71001_barra_btop_topG 208.88 24.41 -927.82 -272.02 -927.82 536.41 2268.92 2228.61 2212.07
4 multin_zz1000_71001_barra_leverage_topG 135.68 -48.78 -1001.02 -345.22 -1001.02 463.21 2195.73 2155.42 2138.87
5 multin_zz1000_71001_barra_liquidity_botG 62.11 -122.36 -1074.59 -418.79 -1074.59 389.64 2122.15 2081.84 2065.29
6 multin_zz1000_71001_barra_nonlinearsize_topG 46.40 -138.07 -1090.30 -434.50 -1090.30 373.93 2106.44 2066.13 2049.59
7 multin_zz1000_71001_barra_momentum_botG 41.35 -143.11 -1095.35 -439.54 -1095.35 368.89 2101.40 2061.09 2044.54
8 multin_zz1000_71001_barra_growth_botG -116.32 -300.78 -1253.02 -597.22 -1253.02 211.21 1943.73 1903.42 1886.87
9 multin_zz1000_71001_barra_residualvolatility_topG -172.25 -356.72 -1308.95 -653.15 -1308.96 155.28 1887.79 1847.48 1830.93
10 multin_zz1000_71001_barra_growth_topG -188.80 -373.26 -1325.50 -669.70 -1325.50 138.73 1871.25 1830.94 1814.39
11 multin_zz1000_71001_barra_residualvolatility_botG -235.09 -419.55 -1371.79 -715.98 -1371.79 92.45 1824.96 1784.65 1768.10
12 multin_zz1000_71001_barra_earningsyield_botG -251.89 -436.35 -1388.59 -732.78 -1388.59 75.65 1808.16 1767.85 1751.30
13 multin_zz1000_71001_barra_leverage_botG -270.15 -454.61 -1406.85 -751.04 -1406.85 57.39 1789.90 1749.59 1733.04
14 multin_zz1000_71001_barra_momentum_topG -271.18 -455.65 -1407.88 -752.08 -1407.89 56.35 1788.86 1748.55 1732.00
15 multin_zz1000_71001_barra_nonlinearsize_botG -290.37 -474.83 -1427.07 -771.27 -1427.07 37.16 1769.68 1729.37 1712.82
16 multin_zz1000_71001_barra_size_botG -290.37 -474.83 -1427.07 -771.27 -1427.07 37.16 1769.68 1729.37 1712.82
17 multin_zz1000_71001_barra_btop_botG -300.51 -484.97 -1437.21 -781.41 -1437.21 27.02 1759.53 1719.22 1702.68
18 multin_zz1000_71001_barra_liquidity_topG -347.99 -532.45 -1484.69 -828.89 -1484.69 -20.46 1712.06 1671.75 1655.20
19 multin_zz1000_71001_barra_beta_topG -697.48 -881.95 -1834.18 -1178.38 -1834.19 -369.95 1362.56 1322.25 1305.70