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_20250417_172118
0 multin_zz1000_71001_barra_nonlinearsize_botG 127.03 151.22 178.28 202.37 178.28 20.28 -223.90 -231.19 -218.61
1 multin_zz1000_71001_barra_size_botG 127.03 151.22 178.28 202.37 178.28 20.28 -223.90 -231.19 -218.61
2 multin_zz1000_71001_barra_liquidity_botG 82.93 107.12 134.18 158.27 134.18 -23.82 -268.00 -275.29 -262.71
3 multin_zz1000_71001_barra_leverage_botG 69.15 93.35 120.41 144.49 120.41 -37.59 -281.78 -289.06 -276.48
4 multin_zz1000_71001_barra_beta_topG 69.08 93.28 120.34 144.43 120.34 -37.66 -281.84 -289.13 -276.55
5 multin_zz1000_71001_barra_residualvolatility_topG 68.88 93.08 120.14 144.22 120.14 -37.86 -282.05 -289.33 -276.76
6 multin_zz1000_71001_barra_growth_botG 67.97 92.16 119.22 143.31 119.22 -38.78 -282.96 -290.25 -277.67
7 multin_zz1000_71001_barra_earningsyield_botG 59.72 83.92 110.97 135.06 110.97 -47.02 -291.21 -298.50 -285.92
8 multin_zz1000_71001_barra_residualvolatility_botG 57.55 81.75 108.80 132.89 108.81 -49.19 -293.38 -300.66 -288.09
9 multin_zz1000_71001_barra_growth_topG 55.64 79.84 106.89 130.98 106.89 -51.10 -295.29 -302.58 -290.00
10 multin_zz1000_71001_barra_btop_botG 38.21 62.41 89.47 113.55 89.47 -68.53 -312.72 -320.00 -307.43
11 multin_zz1000_71001_barra_momentum_botG 32.72 56.92 83.97 108.06 83.97 -74.03 -318.21 -325.50 -312.92
12 multin_zz1000_71001_barra_leverage_topG 29.03 53.23 80.29 104.38 80.29 -77.71 -321.89 -329.18 -316.60
13 multin_zz1000_71001_barra_btop_topG 28.72 52.92 79.98 104.07 79.98 -78.02 -322.21 -329.49 -316.91
14 multin_zz1000_71001_barra_liquidity_topG 20.47 44.67 71.72 95.81 71.72 -86.28 -330.46 -337.75 -325.17
15 multin_zz1000_71001_barra_momentum_topG 13.91 38.11 65.17 89.26 65.17 -92.83 -337.02 -344.30 -331.72
16 multin_zz1000_71001_barra_earningsyield_topG -13.95 10.25 37.31 61.39 37.31 -120.69 -364.88 -372.16 -359.58
17 multin_zz1000_71001_barra_nonlinearsize_topG -15.84 8.35 35.41 59.50 35.41 -122.59 -366.77 -374.06 -361.48
18 multin_zz1000_71001_barra_beta_botG -33.40 -9.20 17.86 41.94 17.86 -140.14 -384.33 -391.61 -379.04
19 multin_zz1000_71001_barra_size_topG -55.40 -31.20 -4.14 19.94 -4.14 -162.14 -406.33 -413.61 -401.04