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_20250912_151520
0 multin_zz1000_71001_barra_leverage_topG 17.34 14.41 52.70 108.52 52.70 91.72 121.60 145.63 90.27
1 multin_zz1000_71001_barra_earningsyield_botG 3.16 0.22 38.52 94.34 38.52 77.53 107.42 131.44 76.09
2 multin_zz1000_71001_barra_growth_botG -1.80 -4.74 33.56 89.38 33.56 72.57 102.46 126.48 71.13
3 multin_zz1000_71001_barra_momentum_topG -8.19 -11.12 27.18 82.99 27.18 66.19 96.07 120.10 64.75
4 multin_zz1000_71001_barra_btop_topG -13.26 -16.20 22.10 77.92 22.10 61.11 91.00 115.03 59.67
5 multin_zz1000_71001_barra_residualvolatility_topG -24.25 -27.18 11.12 66.93 11.12 50.13 80.01 104.04 48.69
6 multin_zz1000_71001_barra_nonlinearsize_topG -26.79 -29.73 8.57 64.38 8.57 47.58 77.46 101.49 46.14
7 multin_zz1000_71001_barra_btop_botG -28.53 -31.47 6.83 62.65 6.83 45.84 75.73 99.76 44.40
8 multin_zz1000_71001_barra_liquidity_topG -28.64 -31.57 6.73 62.54 6.73 45.74 75.62 99.65 44.30
9 multin_zz1000_71001_barra_growth_topG -37.03 -39.96 -1.66 54.15 -1.66 37.35 67.23 91.26 35.91
10 multin_zz1000_71001_barra_size_topG -37.68 -40.62 -2.32 53.50 -2.32 36.69 66.57 90.60 35.25
11 multin_zz1000_71001_barra_leverage_botG -52.37 -55.30 -17.01 38.81 -17.00 22.01 51.89 75.92 20.56
12 multin_zz1000_71001_barra_beta_topG -52.71 -55.65 -17.35 38.47 -17.35 21.66 51.55 75.57 20.22
13 multin_zz1000_71001_barra_residualvolatility_botG -54.17 -57.10 -18.80 37.01 -18.80 20.21 50.09 74.12 18.77
14 multin_zz1000_71001_barra_liquidity_botG -55.48 -58.42 -20.12 35.69 -20.12 18.89 48.77 72.80 17.45
15 multin_zz1000_71001_barra_earningsyield_topG -57.22 -60.15 -21.85 33.96 -21.85 17.16 47.04 71.07 15.72
16 multin_zz1000_71001_barra_momentum_botG -66.14 -69.07 -30.78 25.04 -30.77 8.24 38.12 62.15 6.79
17 multin_zz1000_71001_barra_nonlinearsize_botG -73.62 -76.55 -38.26 17.56 -38.26 0.75 30.64 54.67 -0.69
18 multin_zz1000_71001_barra_size_botG -73.62 -76.56 -38.26 17.56 -38.26 0.75 30.64 54.67 -0.69
19 multin_zz1000_71001_barra_beta_botG -78.96 -81.90 -43.60 12.21 -43.60 -4.59 25.29 49.32 -6.03