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_20250829_151542
0 multin_zz1000_71001_barra_momentum_topG 87.49 28.86 76.64 -5.93 76.63 126.78 153.33 166.27 133.92
1 multin_zz1000_71001_barra_size_topG 58.24 -0.39 47.38 -35.18 47.38 97.53 124.08 137.02 104.67
2 multin_zz1000_71001_barra_growth_topG 23.14 -35.49 12.28 -70.28 12.28 62.43 88.98 101.91 69.57
3 multin_zz1000_71001_barra_beta_botG 21.34 -37.28 10.49 -72.08 10.49 60.63 87.18 100.12 67.77
4 multin_zz1000_71001_barra_residualvolatility_topG 21.14 -37.49 10.28 -72.28 10.28 60.43 86.98 99.91 67.57
5 multin_zz1000_71001_barra_earningsyield_topG 17.79 -40.83 6.94 -75.63 6.94 57.08 83.63 96.57 64.22
6 multin_zz1000_71001_barra_nonlinearsize_topG 9.86 -48.77 -0.99 -83.56 -0.99 49.15 75.70 88.64 56.29
7 multin_zz1000_71001_barra_btop_botG -0.45 -59.08 -11.31 -93.87 -11.31 38.84 65.39 78.32 45.98
8 multin_zz1000_71001_barra_liquidity_botG -2.47 -61.10 -13.33 -95.89 -13.33 36.82 63.37 76.30 43.96
9 multin_zz1000_71001_barra_momentum_botG -7.84 -66.46 -18.69 -101.25 -18.69 31.45 58.01 70.94 38.60
10 multin_zz1000_71001_barra_btop_topG -9.93 -68.56 -20.79 -103.35 -20.79 29.36 55.91 68.84 36.50
11 multin_zz1000_71001_barra_leverage_topG -10.00 -68.62 -20.85 -103.41 -20.85 29.29 55.85 68.78 36.43
12 multin_zz1000_71001_barra_leverage_botG -13.74 -72.37 -24.60 -107.16 -24.60 25.55 52.10 65.03 32.69
13 multin_zz1000_71001_barra_earningsyield_botG -23.30 -81.92 -34.15 -116.71 -34.15 15.99 42.55 55.48 23.14
14 multin_zz1000_71001_barra_beta_topG -23.70 -82.33 -34.55 -117.12 -34.55 15.59 42.14 55.08 22.73
15 multin_zz1000_71001_barra_nonlinearsize_botG -33.84 -92.46 -44.69 -127.25 -44.69 5.45 32.01 44.94 12.59
16 multin_zz1000_71001_barra_size_botG -33.84 -92.46 -44.69 -127.25 -44.69 5.45 32.01 44.94 12.59
17 multin_zz1000_71001_barra_liquidity_topG -40.59 -99.21 -51.44 -134.00 -51.44 -1.30 25.26 38.19 5.85
18 multin_zz1000_71001_barra_residualvolatility_botG -43.57 -102.20 -54.43 -136.99 -54.43 -4.28 22.27 35.20 2.86
19 multin_zz1000_71001_barra_growth_botG -74.24 -132.86 -85.09 -167.65 -85.09 -34.95 -8.39 4.54 -27.80