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_20250506_151513
0 multin_zz1000_71001_barra_liquidity_topG 171.60 233.66 425.69 323.53 425.70 91.40 -290.54 -271.80 -304.13
1 multin_zz1000_71001_barra_beta_topG 159.94 222.00 414.03 311.87 414.03 79.74 -302.20 -283.46 -315.79
2 multin_zz1000_71001_barra_residualvolatility_topG 135.10 197.16 389.19 287.03 389.19 54.90 -327.04 -308.30 -340.63
3 multin_zz1000_71001_barra_momentum_topG 103.77 165.83 357.86 255.70 357.87 23.57 -358.37 -339.63 -371.96
4 multin_zz1000_71001_barra_nonlinearsize_botG 101.42 163.48 355.51 253.35 355.52 21.22 -360.72 -341.98 -374.31
5 multin_zz1000_71001_barra_size_botG 101.42 163.49 355.52 253.35 355.52 21.22 -360.71 -341.98 -374.31
6 multin_zz1000_71001_barra_growth_topG 67.26 129.32 321.35 219.19 321.35 -12.94 -394.88 -376.14 -408.47
7 multin_zz1000_71001_barra_growth_botG 64.76 126.82 318.85 216.68 318.85 -15.45 -397.38 -378.64 -410.98
8 multin_zz1000_71001_barra_btop_botG 55.46 117.52 309.55 207.39 309.56 -24.74 -406.68 -387.94 -420.27
9 multin_zz1000_71001_barra_earningsyield_botG 45.81 107.87 299.90 197.73 299.90 -34.39 -416.33 -397.59 -429.92
10 multin_zz1000_71001_barra_leverage_botG 32.94 95.00 287.03 184.87 287.04 -47.26 -429.20 -410.46 -442.79
11 multin_zz1000_71001_barra_momentum_botG -4.82 57.24 249.27 147.11 249.28 -85.02 -466.96 -448.22 -480.55
12 multin_zz1000_71001_barra_residualvolatility_botG -13.29 48.78 240.81 138.64 240.81 -93.49 -475.42 -456.68 -489.02
13 multin_zz1000_71001_barra_leverage_topG -16.43 45.63 237.66 135.50 237.66 -96.63 -478.57 -459.83 -492.16
14 multin_zz1000_71001_barra_nonlinearsize_topG -26.70 35.36 227.39 125.22 227.39 -106.90 -488.84 -470.10 -502.44
15 multin_zz1000_71001_barra_liquidity_botG -41.75 20.32 212.35 110.18 212.35 -121.95 -503.88 -485.14 -517.48
16 multin_zz1000_71001_barra_btop_topG -74.39 -12.33 179.70 77.53 179.70 -154.59 -536.53 -517.79 -550.13
17 multin_zz1000_71001_barra_size_topG -98.23 -36.17 155.86 53.69 155.86 -178.43 -560.37 -541.63 -573.97
18 multin_zz1000_71001_barra_earningsyield_topG -104.31 -42.25 149.78 47.62 149.78 -184.51 -566.45 -547.71 -580.04
19 multin_zz1000_71001_barra_beta_botG -116.28 -54.22 137.81 35.65 137.82 -196.48 -578.42 -559.68 -592.01