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_20250822_194914
0 multin_zz1000_71001_barra_earningsyield_botG 46.53 19.93 194.10 -12.96 194.10 199.27 265.70 306.95 263.60
1 multin_zz1000_71001_barra_btop_botG 41.31 14.71 188.87 -18.19 188.87 194.04 260.47 301.73 258.38
2 multin_zz1000_71001_barra_size_topG 35.38 8.78 182.94 -24.12 182.94 188.11 254.54 295.80 252.44
3 multin_zz1000_71001_barra_nonlinearsize_topG -13.59 -40.19 133.97 -73.09 133.97 139.14 205.57 246.83 203.47
4 multin_zz1000_71001_barra_liquidity_topG -17.23 -43.83 130.34 -76.72 130.34 135.51 201.94 243.20 199.84
5 multin_zz1000_71001_barra_beta_topG -18.61 -45.21 128.95 -78.11 128.95 134.12 200.55 241.81 198.45
6 multin_zz1000_71001_barra_momentum_topG -27.39 -53.99 120.18 -86.88 120.18 125.35 191.78 233.03 189.68
7 multin_zz1000_71001_barra_growth_topG -33.90 -60.50 113.67 -93.39 113.67 118.84 185.27 226.53 183.17
8 multin_zz1000_71001_barra_leverage_botG -53.93 -80.53 93.63 -113.43 93.63 98.80 165.23 206.49 163.13
9 multin_zz1000_71001_barra_residualvolatility_topG -74.50 -101.10 73.07 -133.99 73.07 78.24 144.67 185.93 142.57
10 multin_zz1000_71001_barra_residualvolatility_botG -82.48 -109.08 65.09 -141.97 65.09 70.26 136.69 177.95 134.59
11 multin_zz1000_71001_barra_momentum_botG -82.98 -109.58 64.59 -142.47 64.59 69.76 136.19 177.44 134.09
12 multin_zz1000_71001_barra_growth_botG -96.84 -123.44 50.72 -156.34 50.73 55.89 122.32 163.58 120.23
13 multin_zz1000_71001_barra_leverage_topG -116.44 -143.04 31.12 -175.94 31.12 36.29 102.72 143.98 100.62
14 multin_zz1000_71001_barra_btop_topG -126.22 -152.82 21.35 -185.71 21.35 26.51 92.94 134.20 90.85
15 multin_zz1000_71001_barra_earningsyield_topG -135.16 -161.76 12.40 -194.66 12.40 17.57 84.00 125.26 81.90
16 multin_zz1000_71001_barra_liquidity_botG -154.98 -181.58 -7.41 -214.47 -7.41 -2.24 64.19 105.45 62.09
17 multin_zz1000_71001_barra_beta_botG -166.37 -192.97 -18.81 -225.87 -18.80 -13.64 52.79 94.05 50.70
18 multin_zz1000_71001_barra_nonlinearsize_botG -193.96 -220.56 -46.40 -253.46 -46.40 -41.23 25.20 66.46 23.10
19 multin_zz1000_71001_barra_size_botG -193.96 -220.56 -46.40 -253.46 -46.40 -41.23 25.20 66.46 23.10