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_20250708_151524
0 multin_zz1000_71001_barra_beta_topG 60.31 55.42 183.65 98.87 183.65 72.91 -84.88 -82.94 -14.10
1 multin_zz1000_71001_barra_momentum_botG 45.71 40.82 169.05 84.27 169.05 58.31 -99.48 -97.54 -28.70
2 multin_zz1000_71001_barra_growth_topG 19.84 14.95 143.18 58.40 143.18 32.45 -125.35 -123.40 -54.56
3 multin_zz1000_71001_barra_earningsyield_botG 11.15 6.25 134.48 49.71 134.48 23.75 -134.04 -132.10 -63.26
4 multin_zz1000_71001_barra_liquidity_topG 7.91 3.02 131.25 46.47 131.25 20.52 -137.27 -135.33 -66.49
5 multin_zz1000_71001_barra_btop_botG 3.13 -1.76 126.47 41.69 126.47 15.74 -142.06 -140.11 -71.27
6 multin_zz1000_71001_barra_residualvolatility_botG 2.68 -2.21 126.02 41.24 126.02 15.28 -142.51 -140.57 -71.73
7 multin_zz1000_71001_barra_nonlinearsize_topG -4.83 -9.72 118.51 33.73 118.51 7.78 -150.02 -148.07 -79.23
8 multin_zz1000_71001_barra_leverage_botG -5.18 -10.07 118.16 33.38 118.16 7.42 -150.37 -148.43 -79.59
9 multin_zz1000_71001_barra_growth_botG -9.89 -14.79 113.44 28.67 113.44 2.71 -155.08 -153.14 -84.30
10 multin_zz1000_71001_barra_size_topG -15.08 -19.97 108.26 23.48 108.26 -2.48 -160.27 -158.33 -89.49
11 multin_zz1000_71001_barra_leverage_topG -22.62 -27.51 100.72 15.94 100.72 -10.01 -167.81 -165.86 -97.03
12 multin_zz1000_71001_barra_size_botG -26.26 -31.15 97.08 12.30 97.08 -13.65 -171.44 -169.50 -100.66
13 multin_zz1000_71001_barra_nonlinearsize_botG -26.26 -31.15 97.08 12.30 97.08 -13.65 -171.45 -169.50 -100.66
14 multin_zz1000_71001_barra_btop_topG -31.05 -35.95 92.28 7.51 92.28 -18.45 -176.24 -174.30 -105.46
15 multin_zz1000_71001_barra_liquidity_botG -35.86 -40.75 87.48 2.70 87.48 -23.26 -181.05 -179.11 -110.27
16 multin_zz1000_71001_barra_momentum_topG -39.12 -44.01 84.22 -0.56 84.22 -26.52 -184.31 -182.37 -113.53
17 multin_zz1000_71001_barra_earningsyield_topG -40.87 -45.77 82.46 -2.31 82.47 -28.27 -186.06 -184.12 -115.28
18 multin_zz1000_71001_barra_residualvolatility_topG -47.38 -52.28 75.95 -8.82 75.95 -34.78 -192.57 -190.63 -121.79
19 multin_zz1000_71001_barra_beta_botG -100.95 -105.84 22.39 -62.38 22.39 -88.34 -246.13 -244.19 -175.35