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_20250902_151522
0 multin_zz1000_71001_barra_nonlinearsize_botG 254.48 213.55 2.93 80.00 2.93 105.57 -92.16 -70.73 -73.76
1 multin_zz1000_71001_barra_size_botG 254.48 213.55 2.93 80.00 2.93 105.57 -92.16 -70.73 -73.76
2 multin_zz1000_71001_barra_liquidity_botG 206.02 165.10 -45.52 31.54 -45.52 57.11 -140.62 -119.19 -122.22
3 multin_zz1000_71001_barra_btop_topG 202.43 161.50 -49.12 27.95 -49.12 53.52 -144.21 -122.78 -125.81
4 multin_zz1000_71001_barra_beta_botG 197.49 156.57 -54.05 23.01 -54.05 48.58 -149.15 -127.72 -130.75
5 multin_zz1000_71001_barra_earningsyield_topG 197.48 156.55 -54.07 22.99 -54.07 48.57 -149.16 -127.73 -130.77
6 multin_zz1000_71001_barra_leverage_topG 170.76 129.83 -80.79 -3.72 -80.79 21.85 -175.88 -154.45 -157.48
7 multin_zz1000_71001_barra_momentum_botG 147.16 106.23 -104.39 -27.33 -104.39 -1.75 -199.48 -178.05 -181.08
8 multin_zz1000_71001_barra_residualvolatility_botG 103.14 62.21 -148.41 -71.34 -148.41 -45.77 -243.50 -222.07 -225.10
9 multin_zz1000_71001_barra_growth_botG 101.27 60.35 -150.27 -73.21 -150.27 -47.64 -245.37 -223.94 -226.97
10 multin_zz1000_71001_barra_beta_topG 98.03 57.11 -153.52 -76.45 -153.52 -50.88 -248.61 -227.18 -230.21
11 multin_zz1000_71001_barra_size_topG 88.36 47.44 -163.18 -86.12 -163.18 -60.55 -258.28 -236.85 -239.88
12 multin_zz1000_71001_barra_growth_topG 77.28 36.36 -174.26 -97.20 -174.26 -71.63 -269.36 -247.93 -250.96
13 multin_zz1000_71001_barra_leverage_botG 75.96 35.03 -175.59 -98.52 -175.59 -72.95 -270.68 -249.25 -252.28
14 multin_zz1000_71001_barra_nonlinearsize_topG 41.01 0.09 -210.53 -133.47 -210.53 -107.90 -305.63 -284.20 -287.23
15 multin_zz1000_71001_barra_momentum_topG 25.59 -15.34 -225.96 -148.90 -225.96 -123.32 -321.05 -299.62 -302.65
16 multin_zz1000_71001_barra_btop_botG 22.57 -18.35 -228.97 -151.91 -228.98 -126.34 -324.07 -302.64 -305.67
17 multin_zz1000_71001_barra_residualvolatility_topG 21.91 -19.02 -229.64 -152.57 -229.64 -127.00 -324.73 -303.30 -306.33
18 multin_zz1000_71001_barra_earningsyield_botG 16.74 -24.19 -234.81 -157.75 -234.81 -132.18 -329.90 -308.47 -311.51
19 multin_zz1000_71001_barra_liquidity_topG -32.48 -73.41 -284.03 -206.97 -284.03 -181.40 -379.12 -357.69 -360.73