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_20250905_151516
0 multin_zz1000_71001_barra_beta_topG 99.54 68.12 385.62 170.55 385.62 155.35 -299.58 -283.89 -185.28
1 multin_zz1000_71001_barra_momentum_topG 26.74 -4.67 312.82 97.75 312.82 82.55 -372.38 -356.69 -258.08
2 multin_zz1000_71001_barra_growth_topG 24.38 -7.04 310.46 95.39 310.46 80.19 -374.74 -359.06 -260.44
3 multin_zz1000_71001_barra_btop_botG 5.76 -25.66 291.84 76.77 291.84 61.57 -393.36 -377.68 -279.06
4 multin_zz1000_71001_barra_liquidity_topG 1.14 -30.27 287.22 72.15 287.22 56.95 -397.98 -382.29 -283.67
5 multin_zz1000_71001_barra_residualvolatility_topG -3.11 -34.53 282.97 67.90 282.97 52.70 -402.23 -386.54 -287.93
6 multin_zz1000_71001_barra_earningsyield_botG -5.73 -37.15 280.34 65.28 280.35 50.08 -404.86 -389.17 -290.55
7 multin_zz1000_71001_barra_nonlinearsize_topG -12.63 -44.05 273.45 58.38 273.45 43.18 -411.75 -396.06 -297.45
8 multin_zz1000_71001_barra_size_topG -37.27 -68.69 248.81 33.74 248.81 18.54 -436.39 -420.70 -322.09
9 multin_zz1000_71001_barra_size_botG -44.44 -75.86 241.64 26.57 241.64 11.37 -443.56 -427.87 -329.26
10 multin_zz1000_71001_barra_nonlinearsize_botG -44.44 -75.86 241.64 26.57 241.64 11.37 -443.56 -427.87 -329.26
11 multin_zz1000_71001_barra_residualvolatility_botG -58.93 -90.34 227.15 12.08 227.15 -3.12 -458.05 -442.36 -343.74
12 multin_zz1000_71001_barra_momentum_botG -66.19 -97.61 219.89 4.82 219.89 -10.38 -465.31 -449.62 -351.01
13 multin_zz1000_71001_barra_leverage_botG -78.37 -109.78 207.71 -7.36 207.71 -22.56 -477.49 -461.80 -363.18
14 multin_zz1000_71001_barra_growth_botG -92.19 -123.61 193.89 -21.18 193.89 -36.38 -491.31 -475.63 -377.01
15 multin_zz1000_71001_barra_leverage_topG -94.04 -125.46 192.04 -23.03 192.04 -38.23 -493.16 -477.48 -378.86
16 multin_zz1000_71001_barra_liquidity_botG -139.99 -171.40 146.09 -68.98 146.09 -84.18 -539.11 -523.42 -424.81
17 multin_zz1000_71001_barra_earningsyield_topG -147.84 -179.25 138.24 -76.83 138.24 -92.03 -546.96 -531.27 -432.65
18 multin_zz1000_71001_barra_btop_topG -169.56 -200.98 116.52 -98.55 116.52 -113.75 -568.68 -553.00 -454.38
19 multin_zz1000_71001_barra_beta_botG -195.99 -227.41 90.09 -124.98 90.09 -140.18 -595.11 -579.43 -480.81