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_20250930_151528
0 multin_zz1000_71001_barra_earningsyield_botG 0.49 19.81 105.20 58.96 105.20 94.98 155.04 195.99 181.99
1 multin_zz1000_71001_barra_nonlinearsize_topG -15.29 4.03 89.42 43.17 89.42 79.19 139.26 180.20 166.21
2 multin_zz1000_71001_barra_size_topG -18.76 0.55 85.94 39.70 85.94 75.72 135.78 176.73 162.74
3 multin_zz1000_71001_barra_growth_topG -36.39 -17.07 68.32 22.08 68.32 58.09 118.16 159.10 145.11
4 multin_zz1000_71001_barra_liquidity_topG -41.34 -22.02 63.37 17.13 63.37 53.15 113.21 154.16 140.16
5 multin_zz1000_71001_barra_btop_botG -46.10 -26.78 58.61 12.37 58.61 48.39 108.45 149.40 135.40
6 multin_zz1000_71001_barra_beta_topG -49.37 -30.05 55.34 9.10 55.34 45.12 105.18 146.13 132.13
7 multin_zz1000_71001_barra_momentum_topG -51.10 -31.78 53.61 7.36 53.61 43.38 103.45 144.39 130.40
8 multin_zz1000_71001_barra_growth_botG -52.43 -33.11 52.28 6.04 52.28 42.06 102.12 143.07 129.07
9 multin_zz1000_71001_barra_leverage_botG -67.90 -48.58 36.81 -9.43 36.81 26.59 86.65 127.60 113.60
10 multin_zz1000_71001_barra_leverage_topG -73.10 -53.78 31.60 -14.64 31.60 21.38 81.44 122.39 108.40
11 multin_zz1000_71001_barra_residualvolatility_topG -81.62 -62.30 23.09 -23.15 23.09 12.87 72.93 113.88 99.88
12 multin_zz1000_71001_barra_momentum_botG -82.82 -63.50 21.89 -24.35 21.89 11.67 71.73 112.67 98.68
13 multin_zz1000_71001_barra_residualvolatility_botG -85.78 -66.46 18.93 -27.31 18.93 8.71 68.77 109.72 95.72
14 multin_zz1000_71001_barra_earningsyield_topG -95.87 -76.55 8.84 -37.40 8.84 -1.38 58.68 99.62 85.63
15 multin_zz1000_71001_barra_btop_topG -101.49 -82.17 3.22 -43.02 3.22 -7.00 53.06 94.01 80.01
16 multin_zz1000_71001_barra_size_botG -110.71 -91.39 -6.01 -52.25 -6.01 -16.23 43.83 84.78 70.79
17 multin_zz1000_71001_barra_nonlinearsize_botG -110.71 -91.39 -6.01 -52.25 -6.01 -16.23 43.83 84.78 70.79
18 multin_zz1000_71001_barra_liquidity_botG -111.05 -91.73 -6.35 -52.59 -6.35 -16.57 43.49 84.44 70.45
19 multin_zz1000_71001_barra_beta_botG -114.16 -94.84 -9.46 -55.70 -9.46 -19.68 40.38 81.33 67.34