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_20250512_151520
0 multin_zz1000_71001_barra_beta_topG 137.48 150.84 275.79 160.45 275.79 127.95 -61.25 -2.31 -3.84
1 multin_zz1000_71001_barra_liquidity_topG 74.51 87.87 212.82 97.48 212.82 64.97 -124.22 -65.28 -66.81
2 multin_zz1000_71001_barra_momentum_topG 67.69 81.05 206.00 90.66 206.00 58.15 -131.04 -72.11 -73.63
3 multin_zz1000_71001_barra_btop_botG 55.83 69.19 194.14 78.81 194.14 46.30 -142.90 -83.96 -85.49
4 multin_zz1000_71001_barra_residualvolatility_topG 48.92 62.27 187.22 71.89 187.22 39.38 -149.82 -90.88 -92.41
5 multin_zz1000_71001_barra_growth_topG 40.01 53.37 178.31 62.98 178.32 30.47 -158.72 -99.79 -101.32
6 multin_zz1000_71001_barra_earningsyield_botG 25.90 39.25 164.20 48.87 164.20 16.36 -172.84 -113.90 -115.43
7 multin_zz1000_71001_barra_leverage_botG 12.70 26.06 151.01 35.68 151.01 3.17 -186.03 -127.09 -128.62
8 multin_zz1000_71001_barra_nonlinearsize_topG 8.66 22.02 146.97 31.64 146.97 -0.87 -190.07 -131.13 -132.66
9 multin_zz1000_71001_barra_momentum_botG 1.04 14.40 139.34 24.01 139.34 -8.50 -197.69 -138.76 -140.29
10 multin_zz1000_71001_barra_growth_botG -5.56 7.79 132.74 17.41 132.74 -15.10 -204.30 -145.36 -146.89
11 multin_zz1000_71001_barra_nonlinearsize_botG -7.36 6.00 130.95 15.61 130.95 -16.90 -206.09 -147.16 -148.68
12 multin_zz1000_71001_barra_size_botG -7.36 6.00 130.95 15.61 130.95 -16.90 -206.09 -147.16 -148.68
13 multin_zz1000_71001_barra_residualvolatility_botG -7.60 5.76 130.71 15.38 130.71 -17.13 -206.33 -147.39 -148.92
14 multin_zz1000_71001_barra_size_topG -12.52 0.84 125.78 10.45 125.79 -22.06 -211.25 -152.32 -153.85
15 multin_zz1000_71001_barra_earningsyield_topG -46.24 -32.88 92.07 -23.27 92.07 -55.78 -244.97 -186.03 -187.56
16 multin_zz1000_71001_barra_leverage_topG -56.47 -43.11 81.84 -33.50 81.84 -66.01 -255.20 -196.26 -197.79
17 multin_zz1000_71001_barra_liquidity_botG -66.31 -52.95 72.00 -43.34 72.00 -75.85 -265.04 -206.11 -207.63
18 multin_zz1000_71001_barra_btop_topG -72.28 -58.93 66.02 -49.31 66.02 -81.82 -271.02 -212.08 -213.61
19 multin_zz1000_71001_barra_beta_botG -109.08 -95.72 29.23 -86.11 29.23 -118.62 -307.81 -248.87 -250.40