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_20250630_151523
0 multin_zz1000_71001_barra_liquidity_topG 80.14 117.84 209.16 161.73 209.16 54.01 -28.81 -24.77 17.87
1 multin_zz1000_71001_barra_residualvolatility_topG 77.71 115.42 206.74 159.30 206.74 51.58 -31.23 -27.19 15.44
2 multin_zz1000_71001_barra_btop_botG 45.25 82.95 174.28 126.84 174.28 19.12 -63.70 -59.66 -17.02
3 multin_zz1000_71001_barra_momentum_topG 40.52 78.22 169.54 122.11 169.54 14.39 -68.43 -64.39 -21.75
4 multin_zz1000_71001_barra_earningsyield_botG 39.00 76.70 168.03 120.59 168.03 12.87 -69.95 -65.90 -23.27
5 multin_zz1000_71001_barra_leverage_botG 32.31 70.01 161.33 113.89 161.33 6.17 -76.64 -72.60 -29.96
6 multin_zz1000_71001_barra_growth_topG 18.28 55.98 147.31 99.87 147.30 -7.85 -90.67 -86.63 -43.99
7 multin_zz1000_71001_barra_growth_botG 10.58 48.28 139.60 92.17 139.60 -15.55 -98.37 -94.33 -51.69
8 multin_zz1000_71001_barra_beta_topG 8.25 45.95 137.27 89.84 137.27 -17.88 -100.70 -96.66 -54.02
9 multin_zz1000_71001_barra_size_botG 7.51 45.22 136.54 89.10 136.54 -18.62 -101.43 -97.39 -54.76
10 multin_zz1000_71001_barra_nonlinearsize_botG 7.51 45.22 136.54 89.10 136.54 -18.62 -101.43 -97.39 -54.76
11 multin_zz1000_71001_barra_momentum_botG -5.23 32.48 123.80 76.36 123.80 -31.36 -114.17 -110.13 -67.50
12 multin_zz1000_71001_barra_nonlinearsize_topG -11.89 25.81 117.13 69.69 117.13 -38.02 -120.84 -116.80 -74.16
13 multin_zz1000_71001_barra_residualvolatility_botG -22.29 15.42 106.74 59.30 106.74 -48.42 -131.23 -127.19 -84.56
14 multin_zz1000_71001_barra_liquidity_botG -28.41 9.30 100.62 53.18 100.62 -54.54 -137.35 -133.31 -90.68
15 multin_zz1000_71001_barra_size_topG -42.62 -4.91 86.41 38.97 86.41 -68.75 -151.56 -147.52 -104.89
16 multin_zz1000_71001_barra_leverage_topG -53.43 -15.73 75.60 28.16 75.60 -79.56 -162.38 -158.34 -115.70
17 multin_zz1000_71001_barra_earningsyield_topG -79.73 -42.02 49.30 1.86 49.30 -105.86 -188.67 -184.63 -142.00
18 multin_zz1000_71001_barra_beta_botG -88.75 -51.05 40.27 -7.16 40.27 -114.88 -197.70 -193.66 -151.02
19 multin_zz1000_71001_barra_btop_topG -97.57 -59.86 31.46 -15.98 31.46 -123.70 -206.51 -202.47 -159.84