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_20250922_151522
0 multin_zz1000_71001_barra_beta_topG 46.15 34.74 112.14 65.19 112.14 136.67 383.40 425.13 463.11
1 multin_zz1000_71001_barra_momentum_topG 46.10 34.68 112.08 65.14 112.08 136.61 383.34 425.08 463.06
2 multin_zz1000_71001_barra_liquidity_topG 32.36 20.94 98.34 51.40 98.34 122.87 369.60 411.34 449.32
3 multin_zz1000_71001_barra_earningsyield_botG 30.42 19.00 96.40 49.46 96.40 120.93 367.66 409.40 447.38
4 multin_zz1000_71001_barra_btop_botG 27.48 16.06 93.46 46.52 93.46 117.99 364.72 406.46 444.44
5 multin_zz1000_71001_barra_size_topG -12.89 -24.30 53.09 6.15 53.09 77.62 324.36 366.09 404.07
6 multin_zz1000_71001_barra_growth_topG -31.34 -42.76 34.64 -12.30 34.64 59.17 305.90 347.64 385.62
7 multin_zz1000_71001_barra_residualvolatility_topG -33.99 -45.40 32.00 -14.95 32.00 56.53 303.26 344.99 382.97
8 multin_zz1000_71001_barra_nonlinearsize_topG -37.69 -49.11 28.29 -18.65 28.29 52.82 299.55 341.29 379.27
9 multin_zz1000_71001_barra_leverage_botG -42.11 -53.52 23.87 -23.07 23.87 48.40 295.14 336.87 374.85
10 multin_zz1000_71001_barra_residualvolatility_botG -57.63 -69.05 8.35 -38.59 8.35 32.88 279.61 321.35 359.33
11 multin_zz1000_71001_barra_growth_botG -66.03 -77.44 -0.04 -46.99 -0.04 24.49 271.22 312.95 350.93
12 multin_zz1000_71001_barra_leverage_topG -131.13 -142.54 -65.14 -112.09 -65.14 -40.61 206.12 247.85 285.83
13 multin_zz1000_71001_barra_liquidity_botG -136.10 -147.52 -70.12 -117.06 -70.12 -45.59 201.14 242.88 280.86
14 multin_zz1000_71001_barra_beta_botG -137.42 -148.84 -71.44 -118.38 -71.44 -46.91 199.82 241.56 279.54
15 multin_zz1000_71001_barra_btop_topG -137.46 -148.88 -71.48 -118.42 -71.48 -46.95 199.78 241.52 279.50
16 multin_zz1000_71001_barra_earningsyield_topG -139.48 -150.90 -73.50 -120.44 -73.50 -48.97 197.76 239.50 277.48
17 multin_zz1000_71001_barra_momentum_botG -146.82 -158.23 -80.83 -127.78 -80.83 -56.30 190.43 232.16 270.14
18 multin_zz1000_71001_barra_nonlinearsize_botG -166.84 -178.26 -100.86 -147.80 -100.86 -76.33 170.40 212.14 250.12
19 multin_zz1000_71001_barra_size_botG -166.84 -178.26 -100.86 -147.80 -100.86 -76.33 170.40 212.14 250.12