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_20250923_151925
0 multin_zz1000_71001_barra_earningsyield_topG 69.19 21.73 -41.39 -38.14 -41.39 114.95 421.12 420.01 481.07
1 multin_zz1000_71001_barra_size_topG 62.58 15.13 -47.99 -44.74 -47.99 108.34 414.52 413.40 474.47
2 multin_zz1000_71001_barra_beta_botG 53.01 5.56 -57.56 -54.31 -57.56 98.77 404.95 403.83 464.90
3 multin_zz1000_71001_barra_nonlinearsize_topG 15.09 -32.36 -95.49 -92.23 -95.49 60.85 367.03 365.91 426.97
4 multin_zz1000_71001_barra_btop_topG 11.54 -35.92 -99.04 -95.79 -99.04 57.29 363.47 362.36 423.42
5 multin_zz1000_71001_barra_liquidity_botG 9.58 -37.88 -101.00 -97.75 -101.00 55.33 361.51 360.40 421.46
6 multin_zz1000_71001_barra_momentum_botG 1.79 -45.67 -108.79 -105.54 -108.79 47.55 353.72 352.61 413.67
7 multin_zz1000_71001_barra_residualvolatility_botG -14.26 -61.71 -124.84 -121.59 -124.84 31.50 337.67 336.56 397.62
8 multin_zz1000_71001_barra_growth_topG -15.72 -63.17 -126.30 -123.04 -126.29 30.04 336.22 335.10 396.17
9 multin_zz1000_71001_barra_leverage_botG -16.53 -63.98 -127.11 -123.85 -127.10 29.23 335.41 334.29 395.36
10 multin_zz1000_71001_barra_leverage_topG -22.20 -69.65 -132.78 -129.53 -132.78 23.56 329.74 328.62 389.68
11 multin_zz1000_71001_barra_btop_botG -46.33 -93.78 -156.91 -153.65 -156.91 -0.57 305.61 304.49 365.55
12 multin_zz1000_71001_barra_residualvolatility_topG -49.48 -96.93 -160.05 -156.80 -160.05 -3.72 302.46 301.34 362.41
13 multin_zz1000_71001_barra_liquidity_topG -52.75 -100.20 -163.33 -160.07 -163.33 -6.99 299.19 298.07 359.13
14 multin_zz1000_71001_barra_growth_botG -71.15 -118.60 -181.73 -178.48 -181.73 -25.39 280.78 279.67 340.73
15 multin_zz1000_71001_barra_earningsyield_botG -73.87 -121.33 -184.45 -181.20 -184.45 -28.11 278.06 276.95 338.01
16 multin_zz1000_71001_barra_momentum_topG -74.85 -122.30 -185.42 -182.17 -185.42 -29.09 277.09 275.97 337.04
17 multin_zz1000_71001_barra_nonlinearsize_botG -85.67 -133.13 -196.25 -193.00 -196.25 -39.92 266.26 265.15 326.21
18 multin_zz1000_71001_barra_size_botG -85.67 -133.13 -196.25 -193.00 -196.25 -39.92 266.26 265.15 326.21
19 multin_zz1000_71001_barra_beta_topG -90.82 -138.27 -201.40 -198.14 -201.40 -45.06 261.12 260.00 321.06