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_20250616_151535
0 multin_zz1000_71001_barra_beta_topG 114.10 133.81 182.33 157.12 182.33 59.56 -100.14 -108.96 -52.66
1 multin_zz1000_71001_barra_liquidity_topG 81.28 101.00 149.52 124.30 149.52 26.74 -132.95 -141.78 -85.48
2 multin_zz1000_71001_barra_growth_botG 60.57 80.29 128.80 103.59 128.81 6.03 -153.66 -162.49 -106.19
3 multin_zz1000_71001_barra_size_botG 60.21 79.93 128.45 103.23 128.45 5.67 -154.02 -162.85 -106.55
4 multin_zz1000_71001_barra_nonlinearsize_botG 60.21 79.93 128.45 103.23 128.45 5.67 -154.02 -162.85 -106.55
5 multin_zz1000_71001_barra_earningsyield_botG 50.99 70.71 119.23 94.01 119.23 -3.55 -163.24 -172.07 -115.77
6 multin_zz1000_71001_barra_residualvolatility_botG 43.74 63.46 111.98 86.77 111.98 -10.79 -170.49 -179.31 -123.02
7 multin_zz1000_71001_barra_leverage_botG 41.62 61.33 109.85 84.64 109.85 -12.92 -172.62 -181.44 -125.15
8 multin_zz1000_71001_barra_btop_botG 39.21 58.93 107.45 82.23 107.45 -15.33 -175.02 -183.85 -127.55
9 multin_zz1000_71001_barra_residualvolatility_topG 29.16 48.88 97.40 72.19 97.40 -25.37 -185.07 -193.89 -137.60
10 multin_zz1000_71001_barra_growth_topG 27.68 47.40 95.92 70.71 95.92 -26.85 -186.55 -195.37 -139.08
11 multin_zz1000_71001_barra_momentum_topG 21.29 41.00 89.52 64.31 89.52 -33.25 -192.95 -201.77 -145.47
12 multin_zz1000_71001_barra_momentum_botG 12.05 31.77 80.29 55.07 80.29 -42.48 -202.18 -211.01 -154.71
13 multin_zz1000_71001_barra_leverage_topG 4.12 23.83 72.35 47.14 72.35 -50.42 -210.12 -218.94 -162.64
14 multin_zz1000_71001_barra_btop_topG -1.67 18.05 66.57 41.35 66.57 -56.21 -215.90 -224.73 -168.43
15 multin_zz1000_71001_barra_liquidity_botG -6.72 13.00 61.52 36.30 61.52 -61.25 -220.95 -229.78 -173.48
16 multin_zz1000_71001_barra_nonlinearsize_topG -21.73 -2.01 46.50 21.29 46.50 -76.27 -235.97 -244.79 -188.49
17 multin_zz1000_71001_barra_size_topG -41.39 -21.68 26.84 1.63 26.84 -95.93 -255.63 -264.45 -208.16
18 multin_zz1000_71001_barra_earningsyield_topG -44.50 -24.79 23.73 -1.48 23.73 -99.04 -258.74 -267.56 -211.27
19 multin_zz1000_71001_barra_beta_botG -71.52 -51.81 -3.29 -28.50 -3.29 -126.06 -285.76 -294.58 -238.28