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_20250924_152238
0 multin_zz1000_71001_barra_nonlinearsize_botG 32.25 3.74 201.11 97.40 201.11 25.31 -162.71 -152.43 -257.69
1 multin_zz1000_71001_barra_size_botG 32.25 3.74 201.11 97.40 201.11 25.31 -162.71 -152.43 -257.69
2 multin_zz1000_71001_barra_residualvolatility_botG 21.35 -7.16 190.21 86.50 190.21 14.41 -173.61 -163.33 -268.59
3 multin_zz1000_71001_barra_earningsyield_botG 16.67 -11.84 185.53 81.82 185.53 9.73 -178.29 -168.01 -273.27
4 multin_zz1000_71001_barra_growth_topG 15.68 -12.82 184.54 80.83 184.54 8.75 -179.27 -168.99 -274.26
5 multin_zz1000_71001_barra_beta_topG 11.39 -17.12 180.25 76.54 180.25 4.45 -183.57 -173.28 -278.55
6 multin_zz1000_71001_barra_leverage_botG 1.47 -27.04 170.33 66.62 170.33 -5.47 -193.49 -183.21 -288.47
7 multin_zz1000_71001_barra_btop_botG -2.61 -31.11 166.25 62.54 166.25 -9.55 -197.56 -187.28 -292.55
8 multin_zz1000_71001_barra_nonlinearsize_topG -5.87 -34.37 162.99 59.29 162.99 -12.80 -200.82 -190.54 -295.81
9 multin_zz1000_71001_barra_growth_botG -12.18 -40.69 156.68 52.97 156.68 -19.12 -207.14 -196.86 -302.12
10 multin_zz1000_71001_barra_size_topG -25.73 -54.23 143.13 39.42 143.13 -32.66 -220.68 -210.40 -315.67
11 multin_zz1000_71001_barra_leverage_topG -45.78 -74.29 123.08 19.37 123.08 -52.72 -240.74 -230.45 -335.72
12 multin_zz1000_71001_barra_liquidity_botG -46.10 -74.60 122.76 19.05 122.76 -53.03 -241.05 -230.77 -336.04
13 multin_zz1000_71001_barra_momentum_botG -47.04 -75.55 121.82 18.11 121.82 -53.98 -242.00 -231.72 -336.99
14 multin_zz1000_71001_barra_liquidity_topG -56.82 -85.33 112.03 8.33 112.03 -63.76 -251.78 -241.50 -346.77
15 multin_zz1000_71001_barra_btop_topG -66.74 -95.24 102.12 -1.59 102.12 -73.67 -261.69 -251.41 -356.68
16 multin_zz1000_71001_barra_momentum_topG -69.51 -98.02 99.35 -4.36 99.35 -76.45 -264.47 -254.19 -359.45
17 multin_zz1000_71001_barra_earningsyield_topG -73.89 -102.40 94.96 -8.74 94.97 -80.83 -268.85 -258.57 -363.84
18 multin_zz1000_71001_barra_beta_botG -91.30 -119.81 77.56 -26.15 77.56 -98.24 -286.26 -275.98 -381.24
19 multin_zz1000_71001_barra_residualvolatility_topG -102.65 -131.16 66.21 -37.50 66.21 -109.59 -297.61 -287.33 -392.59