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_20250409_151524
0 multin_zz1000_71001_barra_beta_topG 430.36 448.01 656.06 595.27 656.06 261.19 -663.15 -781.31 -897.12
1 multin_zz1000_71001_barra_residualvolatility_topG 332.44 350.08 558.13 497.34 558.13 163.26 -761.08 -879.24 -995.05
2 multin_zz1000_71001_barra_nonlinearsize_botG 320.38 338.03 546.08 485.29 546.08 151.21 -773.14 -891.29 -1007.10
3 multin_zz1000_71001_barra_size_botG 320.38 338.03 546.08 485.29 546.08 151.21 -773.14 -891.29 -1007.10
4 multin_zz1000_71001_barra_earningsyield_botG 210.12 227.76 435.81 375.02 435.82 40.94 -883.40 -1001.55 -1117.37
5 multin_zz1000_71001_barra_btop_botG 196.14 213.79 421.84 361.05 421.84 26.97 -897.38 -1015.53 -1131.34
6 multin_zz1000_71001_barra_liquidity_topG 188.27 205.92 413.97 353.18 413.97 19.09 -905.25 -1023.40 -1139.21
7 multin_zz1000_71001_barra_momentum_topG 161.45 179.09 387.14 326.35 387.15 -7.73 -932.07 -1050.22 -1166.04
8 multin_zz1000_71001_barra_growth_topG 138.55 156.20 364.25 303.45 364.25 -30.63 -954.97 -1073.12 -1188.94
9 multin_zz1000_71001_barra_leverage_botG 119.45 137.09 345.14 284.35 345.14 -49.73 -974.07 -1092.22 -1208.04
10 multin_zz1000_71001_barra_growth_botG 116.09 133.74 341.79 281.00 341.79 -53.09 -977.43 -1095.58 -1211.39
11 multin_zz1000_71001_barra_residualvolatility_botG 50.74 68.38 276.43 215.64 276.43 -118.44 -1042.78 -1160.93 -1276.75
12 multin_zz1000_71001_barra_leverage_topG 3.81 21.46 229.51 168.72 229.51 -165.36 -1089.71 -1207.86 -1323.67
13 multin_zz1000_71001_barra_nonlinearsize_topG -9.06 8.59 216.64 155.85 216.64 -178.23 -1102.57 -1220.73 -1336.54
14 multin_zz1000_71001_barra_liquidity_botG -11.36 6.28 214.33 153.54 214.33 -180.54 -1104.88 -1223.03 -1338.85
15 multin_zz1000_71001_barra_btop_topG -44.22 -26.58 181.47 120.68 181.48 -213.40 -1137.74 -1255.89 -1371.71
16 multin_zz1000_71001_barra_momentum_botG -57.46 -39.81 168.24 107.45 168.24 -226.63 -1150.98 -1269.13 -1384.94
17 multin_zz1000_71001_barra_size_topG -63.06 -45.41 162.64 101.84 162.64 -232.24 -1156.58 -1274.73 -1390.55
18 multin_zz1000_71001_barra_earningsyield_topG -124.70 -107.05 101.00 40.21 101.00 -293.87 -1218.22 -1336.37 -1452.18
19 multin_zz1000_71001_barra_beta_botG -139.62 -121.97 86.08 25.29 86.08 -308.79 -1233.14 -1351.29 -1467.10