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_20250619_151843
0 multin_zz1000_71001_barra_size_topG 32.74 11.92 -107.50 -27.92 -107.50 103.06 435.58 456.43 496.89
1 multin_zz1000_71001_barra_beta_botG 24.83 4.01 -115.42 -35.84 -115.42 95.14 427.66 448.51 488.97
2 multin_zz1000_71001_barra_momentum_botG 23.88 3.06 -116.37 -36.78 -116.37 94.19 426.71 447.57 488.02
3 multin_zz1000_71001_barra_earningsyield_topG 19.55 -1.27 -120.69 -41.11 -120.69 89.87 422.39 443.24 483.70
4 multin_zz1000_71001_barra_nonlinearsize_topG 0.94 -19.88 -139.31 -59.73 -139.31 71.25 403.77 424.62 465.08
5 multin_zz1000_71001_barra_liquidity_botG -3.53 -24.35 -143.77 -64.19 -143.77 66.79 399.31 420.16 460.61
6 multin_zz1000_71001_barra_btop_topG -7.07 -27.89 -147.31 -67.73 -147.31 63.25 395.76 416.62 457.07
7 multin_zz1000_71001_barra_residualvolatility_botG -19.99 -40.81 -160.23 -80.65 -160.24 50.33 382.84 403.70 444.15
8 multin_zz1000_71001_barra_leverage_topG -24.95 -45.77 -165.19 -85.61 -165.19 45.37 377.89 398.74 439.19
9 multin_zz1000_71001_barra_earningsyield_botG -37.35 -58.18 -177.60 -98.02 -177.60 32.96 365.48 386.33 426.79
10 multin_zz1000_71001_barra_growth_topG -39.88 -60.70 -180.12 -100.54 -180.13 30.44 362.95 383.81 424.26
11 multin_zz1000_71001_barra_leverage_botG -47.76 -68.58 -188.00 -108.42 -188.00 22.56 355.08 375.93 416.38
12 multin_zz1000_71001_barra_btop_botG -57.25 -78.07 -197.49 -117.91 -197.50 13.07 345.58 366.44 406.89
13 multin_zz1000_71001_barra_growth_botG -59.58 -80.40 -199.82 -120.24 -199.82 10.74 343.25 364.11 404.56
14 multin_zz1000_71001_barra_beta_topG -72.63 -93.45 -212.88 -133.30 -212.88 -2.32 330.20 351.05 391.51
15 multin_zz1000_71001_barra_momentum_topG -75.12 -95.94 -215.37 -135.79 -215.37 -4.81 327.71 348.56 389.02
16 multin_zz1000_71001_barra_size_botG -111.89 -132.71 -252.14 -172.56 -252.14 -41.58 290.94 311.79 352.25
17 multin_zz1000_71001_barra_nonlinearsize_botG -111.89 -132.71 -252.14 -172.56 -252.14 -41.58 290.94 311.79 352.25
18 multin_zz1000_71001_barra_liquidity_topG -125.12 -145.94 -265.36 -185.78 -265.36 -54.80 277.71 298.57 339.02
19 multin_zz1000_71001_barra_residualvolatility_topG -150.25 -171.07 -290.50 -210.92 -290.50 -79.94 252.58 273.43 313.89