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_20250521_151538
0 multin_zz1000_71001_barra_size_topG 47.72 8.59 26.97 -24.39 26.97 115.03 233.88 214.31 325.27
1 multin_zz1000_71001_barra_beta_botG 47.10 7.97 26.35 -25.01 26.35 114.41 233.26 213.70 324.65
2 multin_zz1000_71001_barra_earningsyield_topG 41.84 2.70 21.08 -30.28 21.08 109.14 227.99 208.43 319.39
3 multin_zz1000_71001_barra_btop_topG 34.45 -4.68 13.70 -37.66 13.70 101.76 220.61 201.05 312.00
4 multin_zz1000_71001_barra_leverage_topG 10.69 -28.44 -10.06 -61.42 -10.06 78.00 196.85 177.29 288.24
5 multin_zz1000_71001_barra_nonlinearsize_topG -4.63 -43.76 -25.38 -76.74 -25.38 62.68 181.52 161.96 272.92
6 multin_zz1000_71001_barra_momentum_botG -6.63 -45.76 -27.38 -78.74 -27.38 60.68 179.52 159.96 270.92
7 multin_zz1000_71001_barra_liquidity_botG -9.07 -48.21 -29.83 -81.19 -29.83 58.23 177.08 157.52 268.48
8 multin_zz1000_71001_barra_leverage_botG -32.56 -71.70 -53.32 -104.68 -53.32 34.74 153.59 134.03 244.99
9 multin_zz1000_71001_barra_residualvolatility_botG -32.65 -71.79 -53.41 -104.77 -53.41 34.65 153.50 133.94 244.90
10 multin_zz1000_71001_barra_growth_botG -41.70 -80.83 -62.45 -113.82 -62.45 25.61 144.45 124.89 235.85
11 multin_zz1000_71001_barra_growth_topG -49.91 -89.04 -70.66 -122.02 -70.66 17.40 136.24 116.68 227.64
12 multin_zz1000_71001_barra_earningsyield_botG -56.78 -95.92 -77.54 -128.90 -77.54 10.52 129.37 109.81 220.77
13 multin_zz1000_71001_barra_momentum_topG -63.02 -102.15 -83.77 -135.13 -83.77 4.29 123.14 103.57 214.53
14 multin_zz1000_71001_barra_btop_botG -75.66 -114.80 -96.42 -147.78 -96.42 -8.36 110.49 90.93 201.89
15 multin_zz1000_71001_barra_size_botG -78.66 -117.80 -99.42 -150.78 -99.42 -11.36 107.49 87.93 198.89
16 multin_zz1000_71001_barra_nonlinearsize_botG -78.66 -117.80 -99.42 -150.78 -99.42 -11.36 107.49 87.93 198.89
17 multin_zz1000_71001_barra_residualvolatility_topG -78.78 -117.91 -99.53 -150.89 -99.53 -11.47 107.37 87.81 198.77
18 multin_zz1000_71001_barra_liquidity_topG -103.87 -143.00 -124.62 -175.98 -124.62 -36.56 82.28 62.72 173.68
19 multin_zz1000_71001_barra_beta_topG -115.93 -155.06 -136.68 -188.05 -136.68 -48.62 70.22 50.66 161.62