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_20250528_151550
0 multin_zz1000_71001_barra_earningsyield_topG 62.75 49.51 24.43 29.74 24.43 77.65 195.34 177.63 195.21
1 multin_zz1000_71001_barra_beta_botG 43.33 30.09 5.01 10.32 5.01 58.23 175.92 158.20 175.79
2 multin_zz1000_71001_barra_size_topG 27.74 14.50 -10.58 -5.27 -10.58 42.64 160.33 142.62 160.20
3 multin_zz1000_71001_barra_btop_topG 26.57 13.34 -11.74 -6.44 -11.75 41.47 159.16 141.45 159.03
4 multin_zz1000_71001_barra_liquidity_botG 26.22 12.98 -12.10 -6.79 -12.10 41.11 158.80 141.09 158.67
5 multin_zz1000_71001_barra_nonlinearsize_topG 10.09 -3.14 -28.22 -22.91 -28.22 24.99 142.68 124.97 142.55
6 multin_zz1000_71001_barra_leverage_topG 9.15 -4.08 -29.16 -23.86 -29.17 24.05 141.74 124.03 141.61
7 multin_zz1000_71001_barra_residualvolatility_botG 8.81 -4.42 -29.50 -24.20 -29.51 23.71 141.40 123.69 141.27
8 multin_zz1000_71001_barra_momentum_topG 1.46 -11.78 -36.86 -31.55 -36.86 16.36 134.05 116.34 133.92
9 multin_zz1000_71001_barra_growth_botG -5.26 -18.49 -43.57 -38.26 -43.58 9.64 127.33 109.62 127.20
10 multin_zz1000_71001_barra_momentum_botG -9.14 -22.38 -47.46 -42.15 -47.46 5.76 123.45 105.73 123.32
11 multin_zz1000_71001_barra_leverage_botG -9.73 -22.97 -48.05 -42.74 -48.05 5.17 122.86 105.14 122.73
12 multin_zz1000_71001_barra_growth_topG -11.57 -24.81 -49.89 -44.58 -49.89 3.33 121.02 103.31 120.89
13 multin_zz1000_71001_barra_liquidity_topG -21.45 -34.68 -59.76 -54.45 -59.76 -6.55 111.14 93.43 111.01
14 multin_zz1000_71001_barra_size_botG -32.68 -45.92 -71.00 -65.69 -71.00 -17.78 99.91 82.20 99.78
15 multin_zz1000_71001_barra_nonlinearsize_botG -32.68 -45.92 -71.00 -65.69 -71.00 -17.78 99.91 82.20 99.78
16 multin_zz1000_71001_barra_btop_botG -33.82 -47.06 -72.14 -66.83 -72.14 -18.92 98.77 81.06 98.64
17 multin_zz1000_71001_barra_earningsyield_botG -40.07 -53.30 -78.38 -73.07 -78.38 -25.17 92.52 74.81 92.39
18 multin_zz1000_71001_barra_beta_topG -45.82 -59.06 -84.14 -78.83 -84.14 -30.92 86.77 69.05 86.64
19 multin_zz1000_71001_barra_residualvolatility_topG -64.80 -78.04 -103.12 -97.81 -103.12 -49.91 67.79 50.07 67.66