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_20250423_151525
0 multin_zz1000_71001_barra_momentum_topG 218.45 260.96 280.99 269.29 280.99 180.63 14.68 -37.39 61.24
1 multin_zz1000_71001_barra_liquidity_topG 131.32 173.82 193.85 182.15 193.85 93.50 -72.46 -124.53 -25.90
2 multin_zz1000_71001_barra_beta_topG 101.58 144.08 164.12 152.41 164.12 63.76 -102.19 -154.27 -55.63
3 multin_zz1000_71001_barra_growth_topG 39.29 81.79 101.82 90.12 101.83 1.47 -164.49 -216.56 -117.93
4 multin_zz1000_71001_barra_residualvolatility_botG 16.16 58.67 78.70 67.00 78.70 -21.66 -187.61 -239.69 -141.05
5 multin_zz1000_71001_barra_btop_botG 15.34 57.84 77.87 66.17 77.88 -22.48 -188.44 -240.51 -141.87
6 multin_zz1000_71001_barra_leverage_botG 1.10 43.60 63.64 51.94 63.64 -36.72 -202.67 -254.75 -156.11
7 multin_zz1000_71001_barra_size_botG -0.79 41.71 61.75 50.04 61.75 -38.61 -204.56 -256.64 -158.00
8 multin_zz1000_71001_barra_nonlinearsize_botG -0.79 41.71 61.75 50.04 61.75 -38.61 -204.56 -256.64 -158.00
9 multin_zz1000_71001_barra_nonlinearsize_topG -8.61 33.89 53.92 42.22 53.92 -46.43 -212.39 -264.46 -165.83
10 multin_zz1000_71001_barra_residualvolatility_topG -11.49 31.01 51.05 39.34 51.05 -49.31 -215.26 -267.34 -168.70
11 multin_zz1000_71001_barra_earningsyield_botG -21.35 21.15 41.18 29.48 41.19 -59.17 -225.13 -277.20 -178.57
12 multin_zz1000_71001_barra_liquidity_botG -24.90 17.60 37.63 25.93 37.64 -62.72 -228.68 -280.75 -182.11
13 multin_zz1000_71001_barra_earningsyield_topG -28.13 14.37 34.40 22.70 34.40 -65.95 -231.91 -283.98 -185.35
14 multin_zz1000_71001_barra_growth_botG -35.50 7.00 27.04 15.34 27.04 -73.32 -239.27 -291.35 -192.71
15 multin_zz1000_71001_barra_size_topG -39.81 2.69 22.73 11.03 22.73 -77.63 -243.58 -295.66 -197.02
16 multin_zz1000_71001_barra_leverage_topG -72.48 -29.98 -9.94 -21.65 -9.94 -110.30 -276.25 -328.33 -229.69
17 multin_zz1000_71001_barra_btop_topG -78.89 -36.39 -16.36 -28.06 -16.36 -116.71 -282.67 -334.74 -236.11
18 multin_zz1000_71001_barra_momentum_botG -96.02 -53.52 -33.49 -45.19 -33.48 -133.84 -299.80 -351.87 -253.23
19 multin_zz1000_71001_barra_beta_botG -123.18 -80.68 -60.64 -72.35 -60.64 -161.00 -326.95 -379.03 -280.39