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_20250624_151534
0 multin_zz1000_71001_barra_beta_topG 113.63 142.98 304.23 183.20 304.22 71.09 -266.84 -311.67 -201.00
1 multin_zz1000_71001_barra_size_botG 75.72 105.07 266.31 145.28 266.31 33.17 -304.76 -349.59 -238.92
2 multin_zz1000_71001_barra_nonlinearsize_botG 75.72 105.07 266.31 145.28 266.31 33.17 -304.76 -349.59 -238.92
3 multin_zz1000_71001_barra_momentum_topG 63.05 92.39 253.64 132.61 253.64 20.50 -317.43 -362.26 -251.59
4 multin_zz1000_71001_barra_residualvolatility_botG 44.67 74.02 235.26 114.23 235.26 2.12 -335.81 -380.64 -269.97
5 multin_zz1000_71001_barra_growth_topG 34.94 64.29 225.53 104.50 225.53 -7.61 -345.54 -390.37 -279.70
6 multin_zz1000_71001_barra_earningsyield_botG 30.01 59.36 220.60 99.58 220.60 -12.54 -350.47 -395.30 -284.63
7 multin_zz1000_71001_barra_btop_botG 20.12 49.47 210.71 89.68 210.71 -22.43 -360.36 -405.19 -294.52
8 multin_zz1000_71001_barra_leverage_botG 19.04 48.39 209.63 88.61 209.63 -23.51 -361.43 -406.27 -295.60
9 multin_zz1000_71001_barra_liquidity_botG 8.75 38.10 199.35 78.32 199.35 -33.79 -371.72 -416.55 -305.88
10 multin_zz1000_71001_barra_liquidity_topG 3.17 32.52 193.77 72.74 193.77 -39.37 -377.30 -422.13 -311.46
11 multin_zz1000_71001_barra_growth_botG -1.32 28.03 189.28 68.25 189.28 -43.86 -381.79 -426.62 -315.95
12 multin_zz1000_71001_barra_nonlinearsize_topG -10.77 18.58 179.83 58.80 179.83 -53.31 -391.24 -436.07 -325.40
13 multin_zz1000_71001_barra_momentum_botG -17.03 12.32 173.57 52.54 173.57 -59.57 -397.50 -442.33 -331.66
14 multin_zz1000_71001_barra_leverage_topG -31.49 -2.14 159.10 38.08 159.10 -74.04 -411.96 -456.80 -346.13
15 multin_zz1000_71001_barra_btop_topG -42.48 -13.13 148.11 27.09 148.11 -85.03 -422.96 -467.79 -357.12
16 multin_zz1000_71001_barra_residualvolatility_topG -50.33 -20.98 140.27 19.24 140.26 -92.88 -430.80 -475.64 -364.96
17 multin_zz1000_71001_barra_size_topG -56.26 -26.91 134.34 13.31 134.33 -98.80 -436.73 -481.56 -370.89
18 multin_zz1000_71001_barra_earningsyield_topG -61.68 -32.33 128.92 7.89 128.92 -104.22 -442.15 -486.98 -376.31
19 multin_zz1000_71001_barra_beta_botG -127.40 -98.05 63.20 -57.83 63.20 -169.94 -507.87 -552.70 -442.03