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_20250722_151521
0 multin_zz1000_71001_barra_earningsyield_topG 109.96 63.51 144.92 65.50 144.92 140.91 -139.11 -186.61 -244.01
1 multin_zz1000_71001_barra_btop_topG 100.01 53.56 134.97 55.55 134.97 130.96 -149.06 -196.56 -253.96
2 multin_zz1000_71001_barra_leverage_topG 84.20 37.74 119.15 39.73 119.15 115.14 -164.88 -212.37 -269.78
3 multin_zz1000_71001_barra_momentum_botG 82.04 35.58 116.99 37.57 116.99 112.98 -167.04 -214.53 -271.94
4 multin_zz1000_71001_barra_beta_botG 74.38 27.93 109.34 29.92 109.34 105.33 -174.69 -222.19 -279.59
5 multin_zz1000_71001_barra_liquidity_botG 69.21 22.75 104.16 24.75 104.17 100.15 -179.86 -227.36 -284.77
6 multin_zz1000_71001_barra_size_topG 55.22 8.76 90.17 10.75 90.17 86.16 -193.86 -241.35 -298.76
7 multin_zz1000_71001_barra_size_botG 37.93 -8.53 72.88 -6.54 72.88 68.87 -211.14 -258.64 -316.05
8 multin_zz1000_71001_barra_nonlinearsize_botG 37.93 -8.53 72.88 -6.53 72.89 68.87 -211.14 -258.64 -316.05
9 multin_zz1000_71001_barra_nonlinearsize_topG 30.24 -16.21 65.19 -14.22 65.20 61.18 -218.83 -266.33 -323.74
10 multin_zz1000_71001_barra_residualvolatility_botG -1.09 -47.55 33.86 -45.56 33.86 29.85 -250.17 -297.66 -355.07
11 multin_zz1000_71001_barra_growth_topG -9.16 -55.62 25.79 -53.63 25.79 21.78 -258.24 -305.73 -363.14
12 multin_zz1000_71001_barra_growth_botG -20.35 -66.81 14.60 -64.82 14.60 10.59 -269.42 -316.92 -374.33
13 multin_zz1000_71001_barra_residualvolatility_topG -21.03 -67.48 13.93 -65.49 13.93 9.92 -270.10 -317.60 -375.00
14 multin_zz1000_71001_barra_beta_topG -22.41 -68.86 12.55 -66.87 12.55 8.54 -271.48 -318.98 -376.38
15 multin_zz1000_71001_barra_leverage_botG -35.39 -81.85 -0.44 -79.86 -0.44 -4.45 -284.47 -331.96 -389.37
16 multin_zz1000_71001_barra_btop_botG -42.77 -89.23 -7.82 -87.24 -7.82 -11.83 -291.85 -339.34 -396.75
17 multin_zz1000_71001_barra_earningsyield_botG -49.42 -95.88 -14.47 -93.89 -14.47 -18.48 -298.50 -345.99 -403.40
18 multin_zz1000_71001_barra_momentum_topG -76.46 -122.92 -41.51 -120.93 -41.51 -45.52 -325.53 -373.03 -430.44
19 multin_zz1000_71001_barra_liquidity_topG -93.36 -139.82 -58.41 -137.83 -58.41 -62.42 -342.43 -389.93 -447.34