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_20250818_151523
0 multin_zz1000_71001_barra_beta_topG 201.81 222.08 378.01 274.91 378.01 202.65 -217.01 -216.06 -235.19
1 multin_zz1000_71001_barra_btop_botG 129.38 149.66 305.59 202.49 305.59 130.22 -289.43 -288.48 -307.61
2 multin_zz1000_71001_barra_liquidity_topG 122.37 142.65 298.58 195.48 298.58 123.21 -296.44 -295.49 -314.62
3 multin_zz1000_71001_barra_earningsyield_botG 98.44 118.72 274.64 171.55 274.64 99.28 -320.38 -319.43 -338.55
4 multin_zz1000_71001_barra_residualvolatility_topG 97.38 117.66 273.59 170.49 273.59 98.22 -321.43 -320.48 -339.61
5 multin_zz1000_71001_barra_growth_topG 65.84 86.12 242.05 138.95 242.05 66.68 -352.97 -352.02 -371.15
6 multin_zz1000_71001_barra_momentum_topG 57.50 77.78 233.71 130.61 233.71 58.34 -361.31 -360.36 -379.49
7 multin_zz1000_71001_barra_leverage_botG 45.87 66.15 222.07 118.97 222.07 46.71 -372.95 -372.00 -391.13
8 multin_zz1000_71001_barra_nonlinearsize_botG 26.67 46.95 202.87 99.78 202.87 27.51 -392.15 -391.20 -410.32
9 multin_zz1000_71001_barra_size_botG 26.67 46.95 202.87 99.78 202.87 27.51 -392.15 -391.20 -410.32
10 multin_zz1000_71001_barra_nonlinearsize_topG -2.06 18.22 174.14 71.05 174.14 -1.22 -420.87 -419.92 -439.05
11 multin_zz1000_71001_barra_growth_botG -4.41 15.87 171.80 68.70 171.80 -3.57 -423.22 -422.27 -441.40
12 multin_zz1000_71001_barra_size_topG -31.97 -11.70 144.23 41.13 144.23 -31.14 -450.79 -449.84 -468.97
13 multin_zz1000_71001_barra_residualvolatility_botG -35.77 -15.50 140.43 37.33 140.43 -34.93 -454.59 -453.64 -472.77
14 multin_zz1000_71001_barra_momentum_botG -56.15 -35.87 120.05 16.96 120.06 -55.31 -474.96 -474.01 -493.14
15 multin_zz1000_71001_barra_liquidity_botG -77.31 -57.03 98.89 -4.20 98.90 -76.47 -496.12 -495.17 -514.30
16 multin_zz1000_71001_barra_leverage_topG -85.73 -65.45 90.48 -12.62 90.48 -84.89 -504.54 -503.59 -522.72
17 multin_zz1000_71001_barra_beta_botG -119.63 -99.35 56.57 -46.52 56.57 -118.79 -538.45 -537.50 -556.62
18 multin_zz1000_71001_barra_btop_topG -126.75 -106.48 49.45 -53.65 49.45 -125.91 -545.57 -544.62 -563.75
19 multin_zz1000_71001_barra_earningsyield_topG -131.49 -111.22 44.71 -58.39 44.71 -130.65 -550.31 -549.36 -568.49