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_20250820_200518
0 multin_zz1000_71001_barra_residualvolatility_botG 61.75 33.32 114.16 32.33 114.16 42.78 29.82 41.49 77.93
1 multin_zz1000_71001_barra_size_topG 58.86 30.43 111.27 29.44 111.27 39.89 26.93 38.60 75.04
2 multin_zz1000_71001_barra_earningsyield_topG 46.26 17.82 98.66 16.83 98.66 27.28 14.32 26.00 62.44
3 multin_zz1000_71001_barra_momentum_botG 42.80 14.36 95.20 13.37 95.20 23.82 10.86 22.54 58.98
4 multin_zz1000_71001_barra_liquidity_botG 39.09 10.66 91.50 9.66 91.49 20.12 7.16 18.83 55.27
5 multin_zz1000_71001_barra_nonlinearsize_topG 34.01 5.58 86.42 4.59 86.42 15.04 2.08 13.75 50.19
6 multin_zz1000_71001_barra_btop_topG 29.49 1.06 81.90 0.07 81.90 10.52 -2.44 9.23 45.67
7 multin_zz1000_71001_barra_leverage_topG 28.66 0.22 81.06 -0.77 81.06 9.68 -3.28 8.39 44.84
8 multin_zz1000_71001_barra_leverage_botG 27.62 -0.81 80.03 -1.80 80.03 8.65 -4.31 7.36 43.80
9 multin_zz1000_71001_barra_beta_botG 13.69 -14.74 66.10 -15.73 66.10 -5.28 -18.24 -6.57 29.87
10 multin_zz1000_71001_barra_size_botG 9.85 -18.59 62.25 -19.58 62.25 -9.13 -22.09 -10.41 26.03
11 multin_zz1000_71001_barra_nonlinearsize_botG 9.85 -18.59 62.25 -19.58 62.25 -9.13 -22.09 -10.41 26.03
12 multin_zz1000_71001_barra_btop_botG 4.30 -24.13 56.71 -25.12 56.71 -14.67 -27.63 -15.96 20.48
13 multin_zz1000_71001_barra_growth_botG 4.21 -24.23 56.61 -25.22 56.61 -14.77 -27.73 -16.05 20.39
14 multin_zz1000_71001_barra_growth_topG 2.43 -26.01 54.83 -27.00 54.83 -16.55 -29.51 -17.83 18.61
15 multin_zz1000_71001_barra_earningsyield_botG -15.60 -44.04 36.80 -45.03 36.80 -34.58 -47.54 -35.87 0.58
16 multin_zz1000_71001_barra_beta_topG -26.55 -54.99 25.85 -55.98 25.85 -45.53 -58.49 -46.81 -10.37
17 multin_zz1000_71001_barra_momentum_topG -50.33 -78.76 2.08 -79.75 2.08 -69.30 -82.26 -70.59 -34.15
18 multin_zz1000_71001_barra_liquidity_topG -84.27 -112.70 -31.86 -113.69 -31.86 -103.24 -116.20 -104.53 -68.09
19 multin_zz1000_71001_barra_residualvolatility_topG -86.60 -115.04 -34.20 -116.03 -34.20 -105.58 -118.54 -106.87 -70.42