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_20250925_151949
0 multin_zz1000_71001_barra_size_topG 60.67 0.79 27.17 -37.35 27.17 108.49 368.64 361.69 415.00
1 multin_zz1000_71001_barra_btop_botG 9.30 -50.58 -24.19 -88.71 -24.19 57.13 317.28 310.33 363.64
2 multin_zz1000_71001_barra_momentum_topG 8.48 -51.41 -25.02 -89.54 -25.02 56.30 316.45 309.50 362.81
3 multin_zz1000_71001_barra_liquidity_topG 7.97 -51.91 -25.52 -90.04 -25.52 55.80 315.95 309.00 362.31
4 multin_zz1000_71001_barra_nonlinearsize_topG 4.60 -55.28 -28.89 -93.42 -28.89 52.42 312.57 305.62 358.93
5 multin_zz1000_71001_barra_earningsyield_botG -1.65 -61.53 -35.14 -99.67 -35.15 46.17 306.32 299.37 352.68
6 multin_zz1000_71001_barra_growth_topG -7.60 -67.48 -41.09 -105.62 -41.09 40.22 300.37 293.42 346.73
7 multin_zz1000_71001_barra_leverage_topG -19.52 -79.40 -53.01 -117.54 -53.01 28.30 288.45 281.50 334.81
8 multin_zz1000_71001_barra_residualvolatility_botG -21.67 -81.55 -55.16 -119.69 -55.17 26.15 286.30 279.35 332.66
9 multin_zz1000_71001_barra_beta_topG -22.09 -81.97 -55.58 -120.11 -55.59 25.73 285.88 278.93 332.24
10 multin_zz1000_71001_barra_leverage_botG -24.02 -83.90 -57.51 -122.04 -57.51 23.80 283.95 277.01 330.32
11 multin_zz1000_71001_barra_earningsyield_topG -25.28 -85.17 -58.78 -123.30 -58.78 22.54 282.69 275.74 329.05
12 multin_zz1000_71001_barra_momentum_botG -29.42 -89.30 -62.91 -127.44 -62.91 18.40 278.55 271.61 324.92
13 multin_zz1000_71001_barra_growth_botG -33.66 -93.54 -67.16 -131.68 -67.16 14.16 274.31 267.36 320.67
14 multin_zz1000_71001_barra_btop_topG -35.14 -95.02 -68.63 -133.16 -68.64 12.68 272.83 265.88 319.19
15 multin_zz1000_71001_barra_beta_botG -42.49 -102.38 -75.99 -140.51 -75.99 5.33 265.48 258.53 311.84
16 multin_zz1000_71001_barra_residualvolatility_topG -46.76 -106.64 -80.25 -144.78 -80.25 1.06 261.21 254.26 307.57
17 multin_zz1000_71001_barra_liquidity_botG -50.45 -110.33 -83.94 -148.47 -83.95 -2.63 257.52 250.57 303.88
18 multin_zz1000_71001_barra_nonlinearsize_botG -91.32 -151.20 -124.81 -189.34 -124.81 -43.50 216.65 209.70 263.01
19 multin_zz1000_71001_barra_size_botG -91.32 -151.20 -124.81 -189.34 -124.81 -43.50 216.65 209.70 263.01