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_20250903_151520
0 multin_zz1000_71001_barra_earningsyield_topG 32.99 19.92 -114.15 -33.44 -114.15 129.19 345.15 360.20 356.53
1 multin_zz1000_71001_barra_size_topG 20.60 7.54 -126.54 -45.83 -126.54 116.80 332.76 347.81 344.14
2 multin_zz1000_71001_barra_momentum_botG 12.93 -0.13 -134.21 -53.50 -134.21 109.14 325.10 340.15 336.47
3 multin_zz1000_71001_barra_beta_botG 7.00 -6.06 -140.14 -59.43 -140.14 103.20 319.16 334.21 330.54
4 multin_zz1000_71001_barra_nonlinearsize_topG -13.37 -26.43 -160.51 -79.80 -160.51 82.84 298.80 313.85 310.17
5 multin_zz1000_71001_barra_btop_topG -21.31 -34.37 -168.44 -87.73 -168.45 74.90 290.86 305.91 302.23
6 multin_zz1000_71001_barra_liquidity_botG -21.45 -34.51 -168.59 -87.88 -168.59 74.75 290.72 305.76 302.09
7 multin_zz1000_71001_barra_leverage_topG -22.65 -35.71 -169.79 -89.08 -169.79 73.55 289.51 304.56 300.89
8 multin_zz1000_71001_barra_growth_topG -30.05 -43.11 -177.18 -96.47 -177.19 66.16 282.12 297.17 293.49
9 multin_zz1000_71001_barra_btop_botG -47.13 -60.19 -194.27 -113.56 -194.27 49.08 265.04 280.09 276.41
10 multin_zz1000_71001_barra_momentum_topG -49.13 -62.19 -196.26 -115.56 -196.27 47.08 263.04 278.09 274.41
11 multin_zz1000_71001_barra_leverage_botG -57.91 -70.97 -205.05 -124.34 -205.05 38.29 254.26 269.30 265.63
12 multin_zz1000_71001_barra_residualvolatility_topG -58.52 -71.58 -205.65 -124.94 -205.66 37.69 253.65 268.70 265.02
13 multin_zz1000_71001_barra_residualvolatility_botG -64.78 -77.84 -211.92 -131.21 -211.92 31.43 247.39 262.44 258.76
14 multin_zz1000_71001_barra_earningsyield_botG -67.28 -80.34 -214.42 -133.71 -214.42 28.92 244.89 259.93 256.26
15 multin_zz1000_71001_barra_beta_topG -73.51 -86.57 -220.64 -139.93 -220.65 22.70 238.66 253.71 250.03
16 multin_zz1000_71001_barra_growth_botG -82.20 -95.26 -229.34 -148.63 -229.34 14.00 229.97 245.01 241.34
17 multin_zz1000_71001_barra_nonlinearsize_botG -107.63 -120.69 -254.77 -174.06 -254.77 -11.42 204.54 219.59 215.91
18 multin_zz1000_71001_barra_size_botG -107.63 -120.69 -254.76 -174.05 -254.77 -11.42 204.54 219.59 215.91
19 multin_zz1000_71001_barra_liquidity_topG -115.43 -128.49 -262.56 -181.85 -262.56 -19.22 196.74 211.79 208.12