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_20250516_151541
0 multin_zz1000_71001_barra_liquidity_topG 72.96 90.81 95.74 142.87 95.74 25.95 -10.54 -7.61 19.17
1 multin_zz1000_71001_barra_residualvolatility_topG 58.36 76.21 81.14 128.27 81.14 11.35 -25.14 -22.21 4.57
2 multin_zz1000_71001_barra_momentum_botG 52.93 70.78 75.72 122.84 75.72 5.93 -30.56 -27.64 -0.85
3 multin_zz1000_71001_barra_momentum_topG 42.57 60.42 65.35 112.47 65.35 -4.44 -40.93 -38.00 -11.22
4 multin_zz1000_71001_barra_earningsyield_botG 39.40 57.25 62.18 109.30 62.18 -7.61 -44.10 -41.17 -14.39
5 multin_zz1000_71001_barra_growth_topG 33.96 51.82 56.75 103.87 56.75 -13.04 -49.53 -46.60 -19.82
6 multin_zz1000_71001_barra_growth_botG 32.65 50.50 55.43 102.56 55.44 -14.36 -50.84 -47.92 -21.13
7 multin_zz1000_71001_barra_leverage_botG 29.26 47.11 52.05 99.17 52.05 -17.74 -54.23 -51.31 -24.52
8 multin_zz1000_71001_barra_beta_topG 28.25 46.10 51.04 98.16 51.04 -18.75 -55.24 -52.31 -25.53
9 multin_zz1000_71001_barra_size_botG 27.79 45.64 50.58 97.70 50.58 -19.21 -55.70 -52.78 -25.99
10 multin_zz1000_71001_barra_nonlinearsize_botG 27.79 45.64 50.58 97.70 50.58 -19.22 -55.70 -52.78 -25.99
11 multin_zz1000_71001_barra_residualvolatility_botG 26.44 44.30 49.23 96.35 49.23 -20.56 -57.05 -54.12 -27.34
12 multin_zz1000_71001_barra_liquidity_botG 23.09 40.94 45.88 93.00 45.88 -23.92 -60.40 -57.48 -30.69
13 multin_zz1000_71001_barra_btop_botG 18.38 36.23 41.16 88.29 41.16 -28.63 -65.12 -62.19 -35.41
14 multin_zz1000_71001_barra_leverage_topG -5.01 12.84 17.77 64.90 17.77 -52.02 -88.50 -85.58 -58.80
15 multin_zz1000_71001_barra_nonlinearsize_topG -5.20 12.65 17.59 64.71 17.59 -52.20 -88.69 -85.77 -58.98
16 multin_zz1000_71001_barra_earningsyield_topG -15.86 1.99 6.93 54.05 6.93 -62.86 -99.35 -96.43 -69.64
17 multin_zz1000_71001_barra_beta_botG -32.34 -14.49 -9.55 37.57 -9.55 -79.35 -115.83 -112.91 -86.12
18 multin_zz1000_71001_barra_btop_topG -38.02 -20.17 -15.24 31.89 -15.23 -85.03 -121.51 -118.59 -91.80
19 multin_zz1000_71001_barra_size_topG -39.71 -21.85 -16.92 30.20 -16.92 -86.71 -123.20 -120.27 -93.49