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_20250513_151523
0 multin_zz1000_71001_barra_earningsyield_topG 78.80 72.62 53.22 38.88 53.22 92.37 195.51 240.85 256.79
1 multin_zz1000_71001_barra_btop_topG 66.90 60.72 41.32 26.98 41.32 80.47 183.61 228.95 244.89
2 multin_zz1000_71001_barra_beta_botG 63.25 57.08 37.67 23.33 37.67 76.83 179.97 225.31 241.25
3 multin_zz1000_71001_barra_leverage_topG 49.89 43.71 24.31 9.97 24.31 63.47 166.61 211.95 227.89
4 multin_zz1000_71001_barra_liquidity_botG 26.56 20.39 0.98 -13.36 0.98 40.14 143.28 188.62 204.56
5 multin_zz1000_71001_barra_size_topG 22.37 16.20 -3.21 -17.55 -3.21 35.95 139.09 184.43 200.37
6 multin_zz1000_71001_barra_momentum_botG 19.00 12.82 -6.58 -20.92 -6.59 32.57 135.71 181.05 196.99
7 multin_zz1000_71001_barra_momentum_topG 11.91 5.73 -13.67 -28.01 -13.67 25.49 128.63 173.97 189.91
8 multin_zz1000_71001_barra_nonlinearsize_topG -0.28 -6.45 -25.86 -40.20 -25.86 13.30 116.44 161.78 177.72
9 multin_zz1000_71001_barra_liquidity_topG -2.51 -8.69 -28.09 -42.43 -28.09 11.06 114.20 159.55 175.48
10 multin_zz1000_71001_barra_growth_botG -4.16 -10.34 -29.74 -44.08 -29.74 9.41 112.56 157.90 173.83
11 multin_zz1000_71001_barra_residualvolatility_botG -10.43 -16.61 -36.01 -50.35 -36.01 3.14 106.29 151.63 167.56
12 multin_zz1000_71001_barra_residualvolatility_topG -13.38 -19.56 -38.97 -53.30 -38.97 0.19 103.33 148.67 164.61
13 multin_zz1000_71001_barra_leverage_botG -23.40 -29.57 -48.98 -63.32 -48.98 -9.82 93.32 138.66 154.60
14 multin_zz1000_71001_barra_growth_topG -27.79 -33.97 -53.37 -67.71 -53.38 -14.22 88.92 134.26 150.20
15 multin_zz1000_71001_barra_nonlinearsize_botG -30.85 -37.02 -56.43 -70.76 -56.43 -17.27 85.87 131.21 147.15
16 multin_zz1000_71001_barra_size_botG -30.85 -37.02 -56.43 -70.76 -56.43 -17.27 85.87 131.21 147.15
17 multin_zz1000_71001_barra_earningsyield_botG -36.54 -42.71 -62.12 -76.46 -62.12 -22.96 80.18 125.52 141.46
18 multin_zz1000_71001_barra_btop_botG -61.71 -67.89 -87.29 -101.63 -87.30 -48.14 55.00 100.34 116.28
19 multin_zz1000_71001_barra_beta_topG -96.80 -102.98 -122.38 -136.72 -122.38 -83.22 19.92 65.26 81.20