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_20250821_151527
0 multin_zz1000_71001_barra_beta_botG 132.04 95.60 60.06 22.27 60.07 75.50 139.13 87.40 75.78
1 multin_zz1000_71001_barra_earningsyield_topG 107.05 70.61 35.08 -2.71 35.08 50.51 114.14 62.41 50.79
2 multin_zz1000_71001_barra_btop_topG 100.69 64.25 28.72 -9.07 28.72 44.15 107.78 56.05 44.43
3 multin_zz1000_71001_barra_liquidity_botG 100.55 64.12 28.58 -9.21 28.58 44.02 107.65 55.91 44.30
4 multin_zz1000_71001_barra_leverage_topG 91.21 54.77 19.24 -18.55 19.24 34.68 98.31 46.57 34.96
5 multin_zz1000_71001_barra_nonlinearsize_botG 81.57 45.13 9.59 -28.20 9.60 25.03 88.66 36.93 25.31
6 multin_zz1000_71001_barra_size_botG 81.57 45.13 9.59 -28.20 9.60 25.03 88.66 36.93 25.31
7 multin_zz1000_71001_barra_growth_botG 62.17 25.74 -9.80 -47.59 -9.80 5.64 69.27 17.54 5.92
8 multin_zz1000_71001_barra_size_topG 59.11 22.67 -12.86 -50.65 -12.86 2.57 66.20 14.47 2.85
9 multin_zz1000_71001_barra_momentum_botG 54.87 18.43 -17.10 -54.89 -17.10 -1.67 61.96 10.23 -1.39
10 multin_zz1000_71001_barra_residualvolatility_botG 43.65 7.21 -28.32 -66.11 -28.32 -12.88 50.74 -0.99 -12.61
11 multin_zz1000_71001_barra_leverage_botG 28.96 -7.48 -43.01 -80.80 -43.01 -27.57 36.05 -15.68 -27.30
12 multin_zz1000_71001_barra_nonlinearsize_topG 21.64 -14.80 -50.33 -88.12 -50.33 -34.90 28.73 -23.00 -34.62
13 multin_zz1000_71001_barra_growth_topG 0.61 -35.83 -71.36 -109.15 -71.36 -55.93 7.70 -44.03 -55.65
14 multin_zz1000_71001_barra_momentum_topG -4.25 -40.69 -76.22 -114.01 -76.22 -60.78 2.84 -48.89 -60.51
15 multin_zz1000_71001_barra_earningsyield_botG -9.10 -45.53 -81.07 -118.86 -81.07 -65.63 -2.00 -53.74 -65.35
16 multin_zz1000_71001_barra_btop_botG -25.01 -61.45 -96.98 -134.77 -96.98 -81.54 -17.92 -69.65 -81.26
17 multin_zz1000_71001_barra_residualvolatility_topG -34.12 -70.56 -106.09 -143.88 -106.09 -90.66 -27.03 -78.76 -90.38
18 multin_zz1000_71001_barra_liquidity_topG -42.66 -79.10 -114.64 -152.43 -114.63 -99.20 -35.57 -87.30 -98.92
19 multin_zz1000_71001_barra_beta_topG -66.63 -103.07 -138.60 -176.39 -138.60 -123.17 -59.54 -111.27 -122.89