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_20251009_151521
0 multin_zz1000_71001_barra_size_topG 59.94 -24.34 158.67 11.10 158.68 134.40 164.68 160.64 169.29
1 multin_zz1000_71001_barra_btop_topG 24.02 -60.25 122.76 -24.82 122.76 98.49 128.77 124.72 133.38
2 multin_zz1000_71001_barra_earningsyield_topG 22.62 -61.65 121.36 -26.22 121.36 97.09 127.37 123.32 131.98
3 multin_zz1000_71001_barra_nonlinearsize_topG 22.62 -61.65 121.36 -26.22 121.36 97.09 127.37 123.32 131.98
4 multin_zz1000_71001_barra_leverage_topG 16.09 -68.18 114.83 -32.75 114.83 90.56 120.84 116.79 125.45
5 multin_zz1000_71001_barra_liquidity_topG 5.07 -79.20 103.81 -43.77 103.81 79.54 109.82 105.77 114.43
6 multin_zz1000_71001_barra_growth_topG -0.24 -84.51 98.50 -49.08 98.50 74.23 104.51 100.46 109.12
7 multin_zz1000_71001_barra_residualvolatility_botG -9.27 -93.54 89.47 -58.11 89.47 65.20 95.48 91.43 100.09
8 multin_zz1000_71001_barra_earningsyield_botG -19.41 -103.68 79.33 -68.25 79.33 55.06 85.34 81.29 89.95
9 multin_zz1000_71001_barra_beta_topG -22.37 -106.64 76.37 -71.21 76.37 52.09 82.37 78.33 86.98
10 multin_zz1000_71001_barra_momentum_botG -27.55 -111.82 71.19 -76.38 71.19 46.92 77.20 73.16 81.81
11 multin_zz1000_71001_barra_beta_botG -27.74 -112.01 71.00 -76.57 71.00 46.73 77.01 72.96 81.62
12 multin_zz1000_71001_barra_momentum_topG -40.04 -124.31 58.70 -88.88 58.70 34.43 64.71 60.66 69.32
13 multin_zz1000_71001_barra_growth_botG -43.66 -127.93 55.08 -92.49 55.08 30.81 61.09 57.05 65.70
14 multin_zz1000_71001_barra_liquidity_botG -46.09 -130.36 52.65 -94.93 52.65 28.37 58.65 54.61 63.26
15 multin_zz1000_71001_barra_residualvolatility_topG -50.84 -135.11 47.90 -99.68 47.90 23.62 53.90 49.86 58.51
16 multin_zz1000_71001_barra_leverage_botG -51.31 -135.59 47.42 -100.15 47.43 23.15 53.43 49.39 58.04
17 multin_zz1000_71001_barra_btop_botG -59.18 -143.45 39.56 -108.02 39.56 15.29 45.57 41.52 50.18
18 multin_zz1000_71001_barra_nonlinearsize_botG -116.04 -200.31 -17.30 -164.88 -17.30 -41.57 -11.29 -15.34 -6.68
19 multin_zz1000_71001_barra_size_botG -116.04 -200.31 -17.30 -164.88 -17.30 -41.57 -11.29 -15.34 -6.68