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_20250819_151541
0 multin_zz1000_71001_barra_nonlinearsize_botG 143.09 171.49 152.88 189.70 152.88 51.66 -88.83 -196.31 -359.50
1 multin_zz1000_71001_barra_size_botG 143.09 171.49 152.88 189.70 152.88 51.66 -88.83 -196.31 -359.50
2 multin_zz1000_71001_barra_growth_botG 66.11 94.50 75.89 112.71 75.89 -25.32 -165.81 -273.29 -436.48
3 multin_zz1000_71001_barra_liquidity_botG 58.53 86.93 68.32 105.14 68.32 -32.89 -173.38 -280.86 -444.06
4 multin_zz1000_71001_barra_beta_topG 55.45 83.85 65.24 102.06 65.24 -35.97 -176.46 -283.94 -447.14
5 multin_zz1000_71001_barra_residualvolatility_botG 52.91 81.31 62.70 99.52 62.70 -38.52 -179.01 -286.49 -449.68
6 multin_zz1000_71001_barra_momentum_topG 46.66 75.06 56.44 93.26 56.44 -44.77 -185.26 -292.74 -455.93
7 multin_zz1000_71001_barra_leverage_topG 44.57 72.97 54.35 91.18 54.35 -46.86 -187.35 -294.83 -458.02
8 multin_zz1000_71001_barra_btop_topG 33.77 62.17 43.56 80.38 43.56 -57.66 -198.14 -305.62 -468.82
9 multin_zz1000_71001_barra_growth_topG 33.36 61.76 43.15 79.97 43.14 -58.07 -198.56 -306.04 -469.23
10 multin_zz1000_71001_barra_liquidity_topG 29.55 57.95 39.33 76.15 39.33 -61.88 -202.37 -309.85 -473.04
11 multin_zz1000_71001_barra_momentum_botG 26.80 55.20 36.58 73.40 36.58 -64.63 -205.12 -312.60 -475.79
12 multin_zz1000_71001_barra_earningsyield_botG 26.44 54.84 36.23 73.05 36.23 -64.98 -205.47 -312.95 -476.15
13 multin_zz1000_71001_barra_beta_botG 14.39 42.79 24.18 61.00 24.18 -77.04 -217.53 -325.01 -488.20
14 multin_zz1000_71001_barra_residualvolatility_topG 9.08 37.48 18.87 55.69 18.87 -82.35 -222.84 -330.32 -493.51
15 multin_zz1000_71001_barra_btop_botG 6.28 34.68 16.07 52.89 16.07 -85.15 -225.64 -333.11 -496.31
16 multin_zz1000_71001_barra_leverage_botG 4.72 33.12 14.51 51.33 14.51 -86.71 -227.20 -334.68 -497.87
17 multin_zz1000_71001_barra_earningsyield_topG 1.20 29.60 10.99 47.81 10.99 -90.23 -230.72 -338.19 -501.39
18 multin_zz1000_71001_barra_nonlinearsize_topG -18.34 10.06 -8.56 28.27 -8.56 -109.77 -250.26 -357.74 -520.93
19 multin_zz1000_71001_barra_size_topG -30.25 -1.85 -20.46 16.36 -20.47 -121.68 -262.17 -369.65 -532.84