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_20250710_151518
0 multin_zz1000_71001_barra_btop_topG 104.74 80.32 129.55 71.37 129.55 120.60 28.59 -14.67 25.67
1 multin_zz1000_71001_barra_leverage_topG 68.22 43.80 93.02 34.84 93.02 84.08 -7.94 -51.19 -10.85
2 multin_zz1000_71001_barra_earningsyield_topG 54.97 30.55 79.77 21.59 79.77 70.83 -21.19 -64.44 -24.10
3 multin_zz1000_71001_barra_momentum_botG 52.43 28.01 77.23 19.06 77.23 68.29 -23.73 -66.98 -26.64
4 multin_zz1000_71001_barra_liquidity_botG 49.35 24.93 74.15 15.97 74.15 65.21 -26.81 -70.07 -29.73
5 multin_zz1000_71001_barra_growth_botG 31.29 6.87 56.09 -2.09 56.09 47.15 -44.87 -88.13 -47.79
6 multin_zz1000_71001_barra_size_botG 30.84 6.42 55.64 -2.54 55.64 46.70 -45.32 -88.57 -48.23
7 multin_zz1000_71001_barra_nonlinearsize_botG 30.84 6.42 55.64 -2.54 55.64 46.70 -45.32 -88.57 -48.23
8 multin_zz1000_71001_barra_beta_botG 24.87 0.45 49.68 -8.50 49.68 40.74 -51.28 -94.54 -54.20
9 multin_zz1000_71001_barra_size_topG 19.87 -4.55 44.67 -13.51 44.67 35.73 -56.29 -99.55 -59.21
10 multin_zz1000_71001_barra_nonlinearsize_topG 11.08 -13.34 35.88 -22.29 35.88 26.94 -65.08 -108.33 -67.99
11 multin_zz1000_71001_barra_residualvolatility_botG 6.94 -17.48 31.75 -26.43 31.75 22.81 -69.21 -112.47 -72.13
12 multin_zz1000_71001_barra_earningsyield_botG -10.30 -34.72 14.50 -43.68 14.50 5.56 -86.46 -129.72 -89.38
13 multin_zz1000_71001_barra_growth_topG -24.65 -49.07 0.15 -58.02 0.15 -8.79 -100.81 -144.06 -103.72
14 multin_zz1000_71001_barra_leverage_botG -27.34 -51.76 -2.54 -60.72 -2.54 -11.48 -103.50 -146.75 -106.41
15 multin_zz1000_71001_barra_beta_topG -34.29 -58.71 -9.49 -67.66 -9.49 -18.43 -110.45 -153.70 -113.36
16 multin_zz1000_71001_barra_residualvolatility_topG -47.51 -71.93 -22.70 -80.88 -22.70 -31.64 -123.66 -166.92 -126.58
17 multin_zz1000_71001_barra_btop_botG -67.94 -92.36 -43.14 -101.31 -43.14 -52.08 -144.10 -187.35 -147.01
18 multin_zz1000_71001_barra_momentum_topG -84.97 -109.39 -60.16 -118.34 -60.16 -69.10 -161.12 -204.38 -164.04
19 multin_zz1000_71001_barra_liquidity_topG -106.89 -131.31 -82.09 -140.27 -82.09 -91.03 -183.05 -226.31 -185.97