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_20251010_151527
0 multin_zz1000_71001_barra_beta_botG 258.11 309.20 109.59 307.72 109.59 92.54 92.80 107.80 48.24
1 multin_zz1000_71001_barra_liquidity_botG 257.98 309.07 109.47 307.59 109.47 92.41 92.67 107.67 48.11
2 multin_zz1000_71001_barra_btop_topG 253.92 305.01 105.40 303.53 105.40 88.35 88.61 103.61 44.05
3 multin_zz1000_71001_barra_earningsyield_topG 235.57 286.66 87.06 285.18 87.06 70.00 70.26 85.26 25.70
4 multin_zz1000_71001_barra_size_botG 207.92 259.01 59.41 257.53 59.41 42.35 42.61 57.61 -1.95
5 multin_zz1000_71001_barra_nonlinearsize_botG 207.92 259.01 59.41 257.53 59.41 42.35 42.61 57.61 -1.95
6 multin_zz1000_71001_barra_momentum_botG 191.84 242.94 43.33 241.46 43.33 26.28 26.54 41.53 -18.02
7 multin_zz1000_71001_barra_leverage_topG 188.02 239.11 39.51 237.63 39.51 22.45 22.71 37.71 -21.85
8 multin_zz1000_71001_barra_growth_botG 137.71 188.80 -10.81 187.32 -10.81 -27.86 -27.60 -12.60 -72.16
9 multin_zz1000_71001_barra_residualvolatility_botG 111.55 162.64 -36.96 161.16 -36.96 -54.02 -53.75 -38.76 -98.32
10 multin_zz1000_71001_barra_leverage_botG 60.93 112.02 -87.59 110.54 -87.59 -104.64 -104.38 -89.38 -148.94
11 multin_zz1000_71001_barra_nonlinearsize_topG 50.81 101.90 -97.71 100.42 -97.71 -114.76 -114.50 -99.50 -159.06
12 multin_zz1000_71001_barra_residualvolatility_topG 48.04 99.13 -100.48 97.65 -100.47 -117.53 -117.27 -102.27 -161.83
13 multin_zz1000_71001_barra_growth_topG 11.13 62.23 -137.38 60.75 -137.38 -154.44 -154.17 -139.18 -198.73
14 multin_zz1000_71001_barra_size_topG -23.06 28.03 -171.57 26.55 -171.57 -188.63 -188.36 -173.37 -232.93
15 multin_zz1000_71001_barra_momentum_topG -32.22 18.88 -180.73 17.40 -180.73 -197.78 -197.52 -182.53 -242.08
16 multin_zz1000_71001_barra_liquidity_topG -38.46 12.63 -186.98 11.15 -186.98 -204.03 -203.77 -188.77 -248.33
17 multin_zz1000_71001_barra_earningsyield_botG -66.50 -15.41 -215.01 -16.89 -215.01 -232.07 -231.81 -216.81 -276.37
18 multin_zz1000_71001_barra_btop_botG -79.84 -28.75 -228.36 -30.23 -228.36 -245.41 -245.15 -230.15 -289.71
19 multin_zz1000_71001_barra_beta_topG -130.34 -79.25 -278.85 -80.73 -278.85 -295.91 -295.65 -280.65 -340.21