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_20250620_151727
0 multin_zz1000_71001_barra_earningsyield_topG 78.68 63.44 -1.32 -8.20 -1.32 65.35 153.86 147.26 193.21
1 multin_zz1000_71001_barra_beta_botG 74.53 59.29 -5.47 -12.35 -5.47 61.20 149.71 143.11 189.06
2 multin_zz1000_71001_barra_btop_topG 74.38 59.14 -5.62 -12.51 -5.62 61.05 149.56 142.96 188.91
3 multin_zz1000_71001_barra_liquidity_botG 63.95 48.71 -16.05 -22.93 -16.05 50.62 139.13 132.53 178.48
4 multin_zz1000_71001_barra_residualvolatility_botG 55.04 39.80 -24.96 -31.84 -24.96 41.71 130.22 123.62 169.57
5 multin_zz1000_71001_barra_leverage_topG 53.95 38.71 -26.05 -32.94 -26.05 40.62 129.13 122.53 168.47
6 multin_zz1000_71001_barra_momentum_botG 52.66 37.42 -27.34 -34.23 -27.34 39.33 127.84 121.24 167.19
7 multin_zz1000_71001_barra_size_topG 43.04 27.80 -36.97 -43.85 -36.96 29.71 118.22 111.62 157.56
8 multin_zz1000_71001_barra_nonlinearsize_botG 23.78 8.54 -56.22 -63.11 -56.22 10.45 98.96 92.36 138.31
9 multin_zz1000_71001_barra_size_botG 23.78 8.54 -56.22 -63.11 -56.22 10.45 98.96 92.36 138.31
10 multin_zz1000_71001_barra_nonlinearsize_topG 7.69 -7.55 -72.32 -79.20 -72.32 -5.64 82.86 76.27 122.21
11 multin_zz1000_71001_barra_growth_botG 4.88 -10.36 -75.12 -82.01 -75.12 -8.45 80.06 73.46 119.40
12 multin_zz1000_71001_barra_leverage_botG -4.96 -20.20 -84.97 -91.85 -84.96 -18.29 70.21 63.62 109.56
13 multin_zz1000_71001_barra_growth_topG -6.43 -21.67 -86.43 -93.32 -86.43 -19.76 68.75 62.15 108.10
14 multin_zz1000_71001_barra_residualvolatility_topG -51.40 -66.64 -131.40 -138.29 -131.40 -64.73 23.78 17.18 63.12
15 multin_zz1000_71001_barra_earningsyield_botG -53.49 -68.73 -133.49 -140.38 -133.49 -66.82 21.69 15.09 61.03
16 multin_zz1000_71001_barra_btop_botG -64.04 -79.28 -144.04 -150.93 -144.04 -77.37 11.14 4.54 50.48
17 multin_zz1000_71001_barra_momentum_topG -64.68 -79.92 -144.68 -151.57 -144.68 -78.01 10.50 3.90 49.85
18 multin_zz1000_71001_barra_liquidity_topG -67.10 -82.34 -147.11 -153.99 -147.11 -80.44 8.07 1.48 47.42
19 multin_zz1000_71001_barra_beta_topG -88.68 -103.92 -168.69 -175.57 -168.69 -102.02 -13.51 -20.10 25.84