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_20250908_151517
0 multin_zz1000_71001_barra_momentum_botG 53.52 34.35 147.37 131.34 147.37 10.00 -87.39 -77.28 -52.28
1 multin_zz1000_71001_barra_liquidity_botG 46.33 27.17 140.18 124.16 140.19 2.82 -94.57 -84.46 -59.46
2 multin_zz1000_71001_barra_earningsyield_topG 45.39 26.22 139.24 123.21 139.24 1.88 -95.51 -85.41 -60.41
3 multin_zz1000_71001_barra_residualvolatility_botG 38.95 19.78 132.80 116.77 132.80 -4.56 -101.96 -91.85 -66.85
4 multin_zz1000_71001_barra_nonlinearsize_botG 34.95 15.78 128.80 112.77 128.80 -8.56 -105.95 -95.85 -70.85
5 multin_zz1000_71001_barra_size_botG 34.95 15.78 128.80 112.77 128.80 -8.56 -105.95 -95.85 -70.85
6 multin_zz1000_71001_barra_nonlinearsize_topG 31.80 12.64 125.65 109.63 125.66 -11.71 -109.10 -98.99 -73.99
7 multin_zz1000_71001_barra_growth_topG 29.35 10.18 123.20 107.17 123.20 -14.17 -111.56 -101.45 -76.45
8 multin_zz1000_71001_barra_leverage_topG 23.06 3.89 116.91 100.88 116.91 -20.45 -117.85 -107.74 -82.74
9 multin_zz1000_71001_barra_beta_botG 22.23 3.07 116.08 100.06 116.09 -21.28 -118.67 -108.56 -83.56
10 multin_zz1000_71001_barra_momentum_topG 19.05 -0.12 112.89 96.87 112.90 -24.47 -121.86 -111.75 -86.75
11 multin_zz1000_71001_barra_earningsyield_botG 8.02 -11.15 101.87 85.85 101.87 -35.49 -132.88 -122.78 -97.77
12 multin_zz1000_71001_barra_btop_topG 7.96 -11.21 101.81 85.78 101.81 -35.55 -132.94 -122.84 -97.84
13 multin_zz1000_71001_barra_growth_botG 6.45 -12.71 100.30 84.28 100.30 -37.06 -134.45 -124.34 -99.34
14 multin_zz1000_71001_barra_leverage_botG 2.87 -16.30 96.72 80.69 96.72 -40.64 -138.03 -127.93 -102.93
15 multin_zz1000_71001_barra_beta_topG -3.87 -23.04 89.98 73.95 89.98 -47.38 -144.77 -134.67 -109.67
16 multin_zz1000_71001_barra_liquidity_topG -12.26 -31.43 81.59 65.57 81.59 -55.77 -153.16 -143.05 -118.05
17 multin_zz1000_71001_barra_size_topG -14.11 -33.28 79.74 63.71 79.74 -57.62 -155.02 -144.91 -119.91
18 multin_zz1000_71001_barra_btop_botG -47.86 -67.03 45.99 29.96 45.99 -91.38 -188.77 -178.66 -153.66
19 multin_zz1000_71001_barra_residualvolatility_topG -66.85 -86.02 27.00 10.97 27.00 -110.36 -207.75 -197.65 -172.65