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_20250416_151609
0 multin_zz1000_71001_barra_size_topG 94.27 43.82 -39.03 -62.28 -39.03 139.53 269.55 268.36 226.83
1 multin_zz1000_71001_barra_beta_botG 85.92 35.47 -47.39 -70.63 -47.39 131.18 261.19 260.01 218.47
2 multin_zz1000_71001_barra_btop_topG 73.31 22.87 -59.99 -83.23 -59.99 118.58 248.59 247.41 205.87
3 multin_zz1000_71001_barra_earningsyield_topG 65.02 14.57 -68.28 -91.52 -68.28 110.28 240.30 239.11 197.58
4 multin_zz1000_71001_barra_leverage_topG 36.95 -13.50 -96.35 -119.60 -96.35 82.21 212.23 211.04 169.51
5 multin_zz1000_71001_barra_nonlinearsize_topG 18.60 -31.85 -114.70 -137.94 -114.70 63.86 193.88 192.69 151.16
6 multin_zz1000_71001_barra_liquidity_botG 12.56 -37.89 -120.74 -143.99 -120.74 57.82 187.84 186.65 145.12
7 multin_zz1000_71001_barra_leverage_botG -2.08 -52.53 -135.38 -158.62 -135.38 43.18 173.20 172.01 130.48
8 multin_zz1000_71001_barra_btop_botG -3.38 -53.83 -136.68 -159.93 -136.68 41.88 171.90 170.71 129.18
9 multin_zz1000_71001_barra_momentum_botG -10.01 -60.46 -143.31 -166.56 -143.31 35.25 165.27 164.08 122.55
10 multin_zz1000_71001_barra_residualvolatility_botG -13.27 -63.72 -146.57 -169.81 -146.57 31.99 162.01 160.82 119.29
11 multin_zz1000_71001_barra_growth_topG -21.87 -72.31 -155.17 -178.41 -155.17 23.40 153.41 152.23 110.69
12 multin_zz1000_71001_barra_earningsyield_botG -35.78 -86.23 -169.08 -192.32 -169.08 9.48 139.50 138.31 96.78
13 multin_zz1000_71001_barra_growth_botG -40.67 -91.12 -173.97 -197.21 -173.97 4.59 134.61 133.42 91.89
14 multin_zz1000_71001_barra_nonlinearsize_botG -54.42 -104.87 -187.72 -210.96 -187.72 -9.16 120.86 119.67 78.14
15 multin_zz1000_71001_barra_size_botG -54.42 -104.87 -187.72 -210.96 -187.72 -9.16 120.86 119.67 78.14
16 multin_zz1000_71001_barra_beta_topG -69.67 -120.12 -202.97 -226.22 -202.97 -24.41 105.61 104.42 62.89
17 multin_zz1000_71001_barra_residualvolatility_topG -70.04 -120.49 -203.34 -226.59 -203.34 -24.78 105.24 104.05 62.52
18 multin_zz1000_71001_barra_liquidity_topG -74.58 -125.03 -207.88 -231.13 -207.88 -29.32 100.70 99.51 57.98
19 multin_zz1000_71001_barra_momentum_topG -93.76 -144.21 -227.06 -250.31 -227.06 -48.50 81.52 80.33 38.79