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_20250429_151527
0 multin_zz1000_71001_barra_nonlinearsize_botG 143.53 176.69 187.37 209.53 187.37 46.12 -155.40 -190.78 -72.83
1 multin_zz1000_71001_barra_size_botG 143.53 176.69 187.37 209.53 187.37 46.12 -155.40 -190.78 -72.83
2 multin_zz1000_71001_barra_momentum_topG 96.27 129.43 140.11 162.27 140.11 -1.14 -202.67 -238.05 -120.09
3 multin_zz1000_71001_barra_liquidity_botG 79.64 112.80 123.48 145.64 123.48 -17.77 -219.29 -254.68 -136.72
4 multin_zz1000_71001_barra_residualvolatility_botG 74.75 107.91 118.59 140.75 118.59 -22.66 -224.18 -259.57 -141.61
5 multin_zz1000_71001_barra_beta_topG 69.78 102.94 113.62 135.78 113.62 -27.63 -229.15 -264.53 -146.58
6 multin_zz1000_71001_barra_growth_botG 59.59 92.75 103.43 125.59 103.43 -37.82 -239.34 -274.72 -156.77
7 multin_zz1000_71001_barra_growth_topG 59.42 92.57 103.26 125.41 103.26 -37.99 -239.52 -274.90 -156.94
8 multin_zz1000_71001_barra_earningsyield_botG 57.85 91.01 101.69 123.85 101.69 -39.56 -241.08 -276.46 -158.51
9 multin_zz1000_71001_barra_liquidity_topG 57.12 90.27 100.96 123.11 100.96 -40.29 -241.82 -277.20 -159.24
10 multin_zz1000_71001_barra_momentum_botG 46.61 79.77 90.45 112.61 90.45 -50.80 -252.33 -287.71 -169.75
11 multin_zz1000_71001_barra_leverage_botG 44.10 77.26 87.94 110.10 87.94 -53.31 -254.83 -290.21 -172.26
12 multin_zz1000_71001_barra_btop_botG 26.86 60.01 70.70 92.86 70.70 -70.55 -272.08 -307.46 -189.50
13 multin_zz1000_71001_barra_residualvolatility_topG 23.42 56.58 67.26 89.42 67.26 -73.99 -275.51 -310.90 -192.94
14 multin_zz1000_71001_barra_nonlinearsize_topG -12.34 20.82 31.50 53.66 31.50 -109.75 -311.27 -346.65 -228.70
15 multin_zz1000_71001_barra_leverage_topG -13.81 19.35 30.03 52.19 30.03 -111.22 -312.74 -348.13 -230.17
16 multin_zz1000_71001_barra_btop_topG -22.60 10.55 21.24 43.40 21.24 -120.01 -321.54 -356.92 -238.96
17 multin_zz1000_71001_barra_earningsyield_topG -32.26 0.90 11.58 33.74 11.58 -129.67 -331.19 -366.57 -248.62
18 multin_zz1000_71001_barra_beta_botG -47.72 -14.56 -3.88 18.28 -3.88 -145.13 -346.66 -382.04 -264.08
19 multin_zz1000_71001_barra_size_topG -53.57 -20.41 -9.73 12.43 -9.73 -150.98 -352.50 -387.88 -269.93