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_20250916_151521
0 multin_zz1000_71001_barra_beta_topG 90.57 108.35 177.99 200.94 177.99 46.47 32.83 122.90 104.76
1 multin_zz1000_71001_barra_liquidity_topG 65.59 83.37 153.01 175.96 153.01 21.49 7.85 97.92 79.77
2 multin_zz1000_71001_barra_momentum_topG 51.50 69.29 138.92 161.87 138.92 7.41 -6.23 83.83 65.69
3 multin_zz1000_71001_barra_growth_botG 47.61 65.40 135.03 157.99 135.03 3.52 -10.12 79.94 61.80
4 multin_zz1000_71001_barra_btop_botG 41.08 58.86 128.50 151.45 128.50 -3.02 -16.66 73.41 55.27
5 multin_zz1000_71001_barra_earningsyield_botG 36.30 54.08 123.72 146.67 123.72 -7.80 -21.44 68.63 50.48
6 multin_zz1000_71001_barra_residualvolatility_botG 30.22 48.01 117.64 140.60 117.64 -13.87 -27.51 62.55 44.41
7 multin_zz1000_71001_barra_growth_topG 29.81 47.59 117.23 140.18 117.23 -14.29 -27.93 62.14 43.99
8 multin_zz1000_71001_barra_nonlinearsize_botG 18.67 36.45 106.09 129.04 106.09 -25.43 -39.07 51.00 32.86
9 multin_zz1000_71001_barra_size_botG 18.67 36.45 106.09 129.04 106.09 -25.43 -39.07 51.00 32.86
10 multin_zz1000_71001_barra_leverage_botG 10.69 28.47 98.11 121.06 98.11 -33.41 -47.05 43.02 24.87
11 multin_zz1000_71001_barra_residualvolatility_topG -8.66 9.12 78.76 101.71 78.76 -52.76 -66.40 23.67 5.52
12 multin_zz1000_71001_barra_nonlinearsize_topG -12.49 5.29 74.92 97.88 74.92 -56.59 -70.23 19.84 1.69
13 multin_zz1000_71001_barra_leverage_topG -18.27 -0.49 69.15 92.10 69.15 -62.37 -76.01 14.06 -4.09
14 multin_zz1000_71001_barra_liquidity_botG -25.46 -7.67 61.96 84.91 61.96 -69.56 -83.19 6.87 -11.27
15 multin_zz1000_71001_barra_momentum_botG -30.55 -12.76 56.87 79.82 56.87 -74.64 -88.28 1.78 -16.36
16 multin_zz1000_71001_barra_btop_topG -39.20 -21.41 48.22 71.18 48.22 -83.29 -96.93 -6.87 -25.01
17 multin_zz1000_71001_barra_size_topG -53.03 -35.24 34.39 57.34 34.39 -97.13 -110.76 -20.70 -38.84
18 multin_zz1000_71001_barra_earningsyield_topG -76.65 -58.86 10.77 33.72 10.77 -120.74 -134.38 -44.32 -62.46
19 multin_zz1000_71001_barra_beta_botG -83.27 -65.49 4.15 27.10 4.15 -127.37 -141.01 -50.94 -69.09