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_20250603_151520
0 multin_zz1000_71001_barra_residualvolatility_topG 61.37 93.39 135.75 107.47 135.75 29.73 -141.83 -117.42 -159.06
1 multin_zz1000_71001_barra_nonlinearsize_botG 60.47 92.50 134.86 106.58 134.86 28.84 -142.72 -118.31 -159.95
2 multin_zz1000_71001_barra_size_botG 60.47 92.50 134.86 106.58 134.86 28.84 -142.72 -118.31 -159.95
3 multin_zz1000_71001_barra_leverage_botG 49.20 81.23 123.59 95.31 123.59 17.57 -153.99 -129.58 -171.22
4 multin_zz1000_71001_barra_btop_botG 33.85 65.87 108.23 79.96 108.23 2.22 -169.35 -144.94 -186.58
5 multin_zz1000_71001_barra_momentum_topG 21.13 53.16 95.52 67.24 95.52 -10.50 -182.06 -157.65 -199.30
6 multin_zz1000_71001_barra_growth_topG 18.10 50.13 92.48 64.21 92.49 -13.53 -185.09 -160.69 -202.33
7 multin_zz1000_71001_barra_liquidity_topG 14.76 46.79 89.15 60.87 89.15 -16.87 -188.43 -164.02 -205.67
8 multin_zz1000_71001_barra_beta_botG 9.32 41.35 83.71 55.43 83.71 -22.31 -193.87 -169.46 -211.10
9 multin_zz1000_71001_barra_growth_botG 8.04 40.07 82.43 54.15 82.43 -23.59 -195.15 -170.74 -212.39
10 multin_zz1000_71001_barra_earningsyield_botG 5.85 37.88 80.23 51.96 80.23 -25.78 -197.34 -172.94 -214.58
11 multin_zz1000_71001_barra_liquidity_botG 3.86 35.88 78.24 49.97 78.24 -27.78 -199.34 -174.93 -216.57
12 multin_zz1000_71001_barra_residualvolatility_botG -2.76 29.27 71.62 43.35 71.63 -34.39 -205.95 -181.55 -223.19
13 multin_zz1000_71001_barra_momentum_botG -4.23 27.80 70.15 41.88 70.16 -35.86 -207.42 -183.01 -224.66
14 multin_zz1000_71001_barra_beta_topG -7.60 24.43 66.78 38.51 66.79 -39.23 -210.79 -186.39 -228.03
15 multin_zz1000_71001_barra_nonlinearsize_topG -15.19 16.84 59.20 30.92 59.20 -46.82 -218.38 -193.97 -235.61
16 multin_zz1000_71001_barra_earningsyield_topG -27.24 4.79 47.15 18.87 47.15 -58.87 -230.43 -206.02 -247.66
17 multin_zz1000_71001_barra_btop_topG -30.47 1.55 43.91 15.63 43.91 -62.11 -233.67 -209.26 -250.90
18 multin_zz1000_71001_barra_leverage_topG -36.36 -4.34 38.02 9.75 38.02 -68.00 -239.56 -215.15 -256.79
19 multin_zz1000_71001_barra_size_topG -37.96 -5.93 36.43 8.15 36.43 -69.59 -241.15 -216.74 -258.38