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_20250815_151523
0 multin_zz1000_71001_barra_beta_topG 108.04 94.80 308.75 229.53 308.75 141.14 -116.98 -147.24 -113.54
1 multin_zz1000_71001_barra_growth_topG 46.52 33.28 247.23 168.01 247.23 79.62 -178.50 -208.76 -175.07
2 multin_zz1000_71001_barra_liquidity_topG 33.97 20.73 234.68 155.46 234.68 67.07 -191.05 -221.31 -187.62
3 multin_zz1000_71001_barra_residualvolatility_topG 29.18 15.94 229.89 150.67 229.89 62.28 -195.84 -226.10 -192.41
4 multin_zz1000_71001_barra_btop_botG 27.88 14.64 228.59 149.37 228.59 60.98 -197.14 -227.40 -193.71
5 multin_zz1000_71001_barra_earningsyield_botG 20.76 7.52 221.47 142.26 221.47 53.86 -204.26 -234.52 -200.82
6 multin_zz1000_71001_barra_momentum_topG 10.32 -2.92 211.03 131.81 211.03 43.42 -214.70 -244.96 -211.27
7 multin_zz1000_71001_barra_nonlinearsize_topG 6.63 -6.61 207.34 128.13 207.34 39.73 -218.39 -248.64 -214.95
8 multin_zz1000_71001_barra_leverage_botG -0.79 -14.03 199.92 120.71 199.92 32.31 -225.81 -256.07 -222.37
9 multin_zz1000_71001_barra_momentum_botG -35.03 -48.27 165.68 86.46 165.68 -1.93 -260.05 -290.31 -256.62
10 multin_zz1000_71001_barra_growth_botG -36.71 -49.95 164.00 84.79 164.00 -3.61 -261.73 -291.99 -258.29
11 multin_zz1000_71001_barra_size_topG -36.99 -50.23 163.72 84.50 163.72 -3.89 -262.01 -292.27 -258.58
12 multin_zz1000_71001_barra_residualvolatility_botG -41.15 -54.39 159.56 80.34 159.56 -8.05 -266.17 -296.43 -262.73
13 multin_zz1000_71001_barra_nonlinearsize_botG -42.95 -56.19 157.76 78.54 157.76 -9.85 -267.97 -298.23 -264.54
14 multin_zz1000_71001_barra_size_botG -42.95 -56.19 157.76 78.54 157.76 -9.85 -267.97 -298.23 -264.54
15 multin_zz1000_71001_barra_leverage_topG -63.26 -76.50 137.45 58.23 137.45 -30.16 -288.28 -318.54 -284.85
16 multin_zz1000_71001_barra_earningsyield_topG -72.26 -85.50 128.45 49.23 128.45 -39.16 -297.28 -327.54 -293.84
17 multin_zz1000_71001_barra_liquidity_botG -77.60 -90.84 123.10 43.89 123.10 -44.51 -302.63 -332.88 -299.19
18 multin_zz1000_71001_barra_btop_topG -79.95 -93.19 120.76 41.55 120.76 -46.85 -304.97 -335.23 -301.53
19 multin_zz1000_71001_barra_beta_botG -114.65 -127.89 86.05 6.84 86.05 -81.56 -339.68 -369.93 -336.24