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_20250609_151522
0 multin_zz1000_71001_barra_residualvolatility_topG 97.49 126.19 204.95 173.85 204.95 56.30 -94.31 -139.01 -110.41
1 multin_zz1000_71001_barra_liquidity_topG 86.54 115.24 194.00 162.90 194.00 45.35 -105.26 -149.96 -121.36
2 multin_zz1000_71001_barra_btop_botG 51.48 80.18 158.95 127.84 158.95 10.29 -140.31 -185.02 -156.41
3 multin_zz1000_71001_barra_earningsyield_botG 45.31 74.00 152.77 121.66 152.77 4.11 -146.49 -191.20 -162.59
4 multin_zz1000_71001_barra_leverage_botG 40.21 68.91 147.67 116.57 147.67 -0.98 -151.59 -196.29 -167.69
5 multin_zz1000_71001_barra_growth_botG 39.67 68.37 147.13 116.03 147.13 -1.52 -152.13 -196.83 -168.23
6 multin_zz1000_71001_barra_momentum_botG 37.68 66.38 145.14 114.03 145.14 -3.51 -154.12 -198.82 -170.22
7 multin_zz1000_71001_barra_beta_topG 36.61 65.31 144.07 112.97 144.07 -4.58 -155.18 -199.89 -171.28
8 multin_zz1000_71001_barra_nonlinearsize_botG 35.95 64.64 143.41 112.30 143.41 -5.25 -155.85 -200.55 -171.95
9 multin_zz1000_71001_barra_size_botG 35.95 64.64 143.41 112.30 143.41 -5.25 -155.85 -200.55 -171.95
10 multin_zz1000_71001_barra_momentum_topG 27.65 56.35 135.11 104.00 135.11 -13.54 -164.15 -208.85 -180.25
11 multin_zz1000_71001_barra_growth_topG 13.66 42.36 121.13 90.02 121.12 -27.53 -178.13 -222.84 -194.23
12 multin_zz1000_71001_barra_residualvolatility_botG 10.56 39.25 118.02 86.91 118.02 -30.64 -181.24 -225.94 -197.34
13 multin_zz1000_71001_barra_liquidity_botG -9.49 19.21 97.97 66.87 97.97 -50.68 -201.28 -245.99 -217.38
14 multin_zz1000_71001_barra_leverage_topG -12.54 16.16 94.92 63.81 94.92 -53.73 -204.34 -249.04 -220.44
15 multin_zz1000_71001_barra_nonlinearsize_topG -13.06 15.64 94.40 63.30 94.40 -54.25 -204.85 -249.56 -220.95
16 multin_zz1000_71001_barra_earningsyield_topG -33.21 -4.51 74.26 43.15 74.26 -74.40 -225.00 -269.71 -241.10
17 multin_zz1000_71001_barra_size_topG -34.59 -5.89 72.87 41.77 72.87 -75.78 -226.38 -271.09 -242.48
18 multin_zz1000_71001_barra_btop_topG -34.83 -6.13 72.63 41.53 72.63 -76.02 -226.62 -271.33 -242.72
19 multin_zz1000_71001_barra_beta_botG -50.77 -22.07 56.70 25.59 56.70 -91.96 -242.56 -287.27 -258.66