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_20250806_151523
0 multin_zz1000_71001_barra_beta_topG 82.59 104.16 190.39 164.88 190.39 108.27 39.85 30.03 47.36
1 multin_zz1000_71001_barra_momentum_topG 42.31 63.88 150.11 124.60 150.11 67.99 -0.43 -10.25 7.08
2 multin_zz1000_71001_barra_btop_botG 37.57 59.13 145.37 119.86 145.37 63.25 -5.17 -14.99 2.34
3 multin_zz1000_71001_barra_earningsyield_botG 27.60 49.16 135.39 109.89 135.39 53.28 -15.15 -24.96 -7.63
4 multin_zz1000_71001_barra_liquidity_topG 22.87 44.43 130.67 105.16 130.67 48.55 -19.87 -29.69 -12.36
5 multin_zz1000_71001_barra_growth_topG 9.41 30.98 117.21 91.70 117.21 35.09 -33.33 -43.14 -25.82
6 multin_zz1000_71001_barra_leverage_botG -3.12 18.44 104.68 79.17 104.68 22.56 -45.86 -55.68 -38.35
7 multin_zz1000_71001_barra_nonlinearsize_topG -16.63 4.93 91.17 65.66 91.16 9.05 -59.37 -69.19 -51.86
8 multin_zz1000_71001_barra_residualvolatility_topG -22.78 -1.21 85.02 59.52 85.02 2.91 -65.52 -75.33 -58.01
9 multin_zz1000_71001_barra_residualvolatility_botG -25.53 -3.96 82.27 56.76 82.27 0.15 -68.27 -78.08 -60.76
10 multin_zz1000_71001_barra_growth_botG -30.59 -9.02 77.21 51.70 77.21 -4.91 -73.33 -83.14 -65.82
11 multin_zz1000_71001_barra_size_botG -36.35 -14.79 71.44 45.94 71.44 -10.67 -79.10 -88.91 -71.58
12 multin_zz1000_71001_barra_nonlinearsize_botG -36.35 -14.79 71.44 45.94 71.44 -10.67 -79.10 -88.91 -71.58
13 multin_zz1000_71001_barra_size_topG -38.01 -16.45 69.78 44.28 69.78 -12.33 -80.76 -90.57 -73.24
14 multin_zz1000_71001_barra_liquidity_botG -56.95 -35.39 50.85 25.34 50.85 -31.27 -99.69 -109.51 -92.18
15 multin_zz1000_71001_barra_momentum_botG -57.32 -35.75 50.48 24.97 50.48 -31.64 -100.06 -109.88 -92.55
16 multin_zz1000_71001_barra_earningsyield_topG -64.71 -43.14 43.09 17.58 43.09 -39.03 -107.45 -117.26 -99.94
17 multin_zz1000_71001_barra_leverage_topG -70.68 -49.12 37.11 11.61 37.11 -45.00 -113.43 -123.24 -105.91
18 multin_zz1000_71001_barra_btop_topG -81.40 -59.84 26.40 0.89 26.40 -55.72 -124.14 -133.96 -116.63
19 multin_zz1000_71001_barra_beta_botG -94.45 -72.89 13.35 -12.16 13.34 -68.77 -137.19 -147.01 -129.68