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_20250701_151523
0 multin_zz1000_71001_barra_momentum_topG 47.29 40.98 74.80 54.44 74.80 48.23 -25.61 -129.30 -63.15
1 multin_zz1000_71001_barra_beta_botG 42.73 36.42 70.24 49.88 70.24 43.67 -30.17 -133.86 -67.71
2 multin_zz1000_71001_barra_earningsyield_topG 24.16 17.84 51.67 31.31 51.67 25.10 -48.74 -152.43 -86.28
3 multin_zz1000_71001_barra_nonlinearsize_botG 22.66 16.34 50.16 29.81 50.16 23.60 -50.24 -153.94 -87.78
4 multin_zz1000_71001_barra_size_botG 22.66 16.34 50.16 29.81 50.16 23.60 -50.24 -153.94 -87.78
5 multin_zz1000_71001_barra_liquidity_botG 19.16 12.85 46.67 26.31 46.67 20.10 -53.74 -157.43 -91.28
6 multin_zz1000_71001_barra_btop_topG 15.99 9.67 43.49 23.14 43.49 16.93 -56.91 -160.61 -94.45
7 multin_zz1000_71001_barra_residualvolatility_topG 13.53 7.21 41.04 20.68 41.03 14.47 -59.37 -163.06 -96.91
8 multin_zz1000_71001_barra_residualvolatility_botG 12.20 5.88 39.70 19.35 39.70 13.14 -60.70 -164.40 -98.24
9 multin_zz1000_71001_barra_growth_botG 5.47 -0.85 32.97 12.62 32.97 6.41 -67.43 -171.13 -104.97
10 multin_zz1000_71001_barra_leverage_topG 5.25 -1.07 32.75 12.40 32.75 6.19 -67.66 -171.35 -105.19
11 multin_zz1000_71001_barra_size_topG -0.14 -6.46 27.36 7.01 27.36 0.80 -73.04 -176.74 -110.58
12 multin_zz1000_71001_barra_leverage_botG -0.27 -6.59 27.23 6.88 27.23 0.67 -73.18 -176.87 -110.71
13 multin_zz1000_71001_barra_nonlinearsize_topG -10.75 -17.06 16.76 -3.59 16.76 -9.80 -83.65 -187.34 -121.19
14 multin_zz1000_71001_barra_earningsyield_botG -11.15 -17.46 16.36 -4.00 16.36 -10.21 -84.05 -187.74 -121.59
15 multin_zz1000_71001_barra_growth_topG -19.34 -25.66 8.16 -12.19 8.16 -18.40 -92.24 -195.94 -129.78
16 multin_zz1000_71001_barra_momentum_botG -24.94 -31.26 2.56 -17.79 2.56 -24.00 -97.84 -201.54 -135.38
17 multin_zz1000_71001_barra_btop_botG -28.41 -34.73 -0.91 -21.26 -0.91 -27.47 -101.32 -205.01 -138.85
18 multin_zz1000_71001_barra_liquidity_topG -36.26 -42.58 -8.76 -29.11 -8.76 -35.32 -109.16 -212.86 -146.70
19 multin_zz1000_71001_barra_beta_topG -93.43 -99.75 -65.93 -86.28 -65.93 -92.49 -166.34 -270.03 -203.87