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_20250812_151520
0 multin_zz1000_71001_barra_size_topG 3.27 -7.95 31.84 -20.01 31.85 61.34 139.43 129.36 122.49
1 multin_zz1000_71001_barra_earningsyield_topG -0.88 -12.10 27.70 -24.16 27.70 57.19 135.28 125.21 118.34
2 multin_zz1000_71001_barra_nonlinearsize_topG -6.67 -17.90 21.90 -29.96 21.90 51.39 129.48 119.42 112.55
3 multin_zz1000_71001_barra_btop_botG -11.80 -23.02 16.78 -35.08 16.78 46.27 124.36 114.29 107.42
4 multin_zz1000_71001_barra_btop_topG -12.83 -24.05 15.75 -36.11 15.75 45.24 123.33 113.26 106.39
5 multin_zz1000_71001_barra_liquidity_topG -14.98 -26.20 13.60 -38.26 13.60 43.09 121.18 111.11 104.24
6 multin_zz1000_71001_barra_beta_botG -16.37 -27.60 12.20 -39.66 12.20 41.69 119.78 109.72 102.85
7 multin_zz1000_71001_barra_momentum_topG -17.27 -28.50 11.30 -40.56 11.30 40.80 118.88 108.82 101.95
8 multin_zz1000_71001_barra_leverage_topG -23.50 -34.73 5.07 -46.79 5.07 34.56 112.65 102.59 95.72
9 multin_zz1000_71001_barra_leverage_botG -25.82 -37.05 2.75 -49.11 2.75 32.24 110.33 100.27 93.40
10 multin_zz1000_71001_barra_growth_topG -26.36 -37.59 2.21 -49.65 2.21 31.70 109.79 99.73 92.86
11 multin_zz1000_71001_barra_residualvolatility_botG -33.10 -44.32 -4.52 -56.38 -4.52 24.97 103.06 92.99 86.12
12 multin_zz1000_71001_barra_liquidity_botG -34.33 -45.56 -5.76 -57.62 -5.76 23.73 101.82 91.75 84.88
13 multin_zz1000_71001_barra_beta_topG -36.91 -48.14 -8.34 -60.20 -8.34 21.15 99.24 89.18 82.31
14 multin_zz1000_71001_barra_momentum_botG -36.99 -48.22 -8.42 -60.28 -8.42 21.08 99.16 89.10 82.23
15 multin_zz1000_71001_barra_earningsyield_botG -38.67 -49.90 -10.10 -61.96 -10.10 19.40 97.48 87.42 80.55
16 multin_zz1000_71001_barra_growth_botG -41.15 -52.37 -12.57 -64.43 -12.57 16.92 95.01 84.94 78.07
17 multin_zz1000_71001_barra_nonlinearsize_botG -73.94 -85.17 -45.37 -97.23 -45.37 -15.88 62.21 52.14 45.27
18 multin_zz1000_71001_barra_size_botG -73.94 -85.17 -45.37 -97.23 -45.37 -15.88 62.21 52.14 45.27
19 multin_zz1000_71001_barra_residualvolatility_topG -76.60 -87.82 -48.02 -99.88 -48.02 -18.53 59.56 49.49 42.62