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_20251015_152401
0 multin_zz1000_71001_barra_momentum_topG 84.54 98.64 234.94 84.11 234.94 97.77 -18.77 -75.19 -105.55
1 multin_zz1000_71001_barra_beta_topG 35.88 49.99 186.29 35.46 186.29 49.12 -67.42 -123.84 -154.20
2 multin_zz1000_71001_barra_liquidity_topG 17.59 31.69 167.99 17.17 168.00 30.82 -85.71 -142.13 -172.49
3 multin_zz1000_71001_barra_residualvolatility_topG 10.99 25.10 161.40 10.57 161.40 24.23 -92.31 -148.73 -179.09
4 multin_zz1000_71001_barra_earningsyield_botG -0.72 13.39 149.69 -1.14 149.69 12.52 -104.02 -160.44 -190.80
5 multin_zz1000_71001_barra_btop_botG -2.78 11.33 147.63 -3.20 147.63 10.46 -106.08 -162.50 -192.86
6 multin_zz1000_71001_barra_growth_topG -2.81 11.30 147.60 -3.23 147.60 10.43 -106.11 -162.53 -192.89
7 multin_zz1000_71001_barra_leverage_botG -4.88 9.23 145.53 -5.30 145.53 8.36 -108.18 -164.60 -194.96
8 multin_zz1000_71001_barra_nonlinearsize_topG -17.69 -3.58 132.72 -18.11 132.72 -4.45 -120.99 -177.41 -207.77
9 multin_zz1000_71001_barra_size_topG -19.47 -5.37 130.94 -19.89 130.94 -6.23 -122.77 -179.19 -209.55
10 multin_zz1000_71001_barra_growth_botG -23.69 -9.59 126.71 -24.11 126.71 -10.46 -127.00 -183.41 -213.77
11 multin_zz1000_71001_barra_residualvolatility_botG -35.49 -21.39 114.91 -35.91 114.91 -22.26 -138.80 -195.21 -225.57
12 multin_zz1000_71001_barra_size_botG -37.02 -22.91 113.39 -37.44 113.39 -23.78 -140.32 -196.74 -227.10
13 multin_zz1000_71001_barra_nonlinearsize_botG -37.02 -22.91 113.39 -37.44 113.39 -23.78 -140.32 -196.74 -227.10
14 multin_zz1000_71001_barra_leverage_topG -47.91 -33.80 102.50 -48.33 102.50 -34.67 -151.21 -207.63 -237.99
15 multin_zz1000_71001_barra_earningsyield_topG -48.39 -34.28 102.02 -48.81 102.02 -35.15 -151.69 -208.11 -238.47
16 multin_zz1000_71001_barra_btop_topG -60.85 -46.75 89.55 -61.27 89.56 -47.62 -164.15 -220.57 -250.93
17 multin_zz1000_71001_barra_momentum_botG -61.73 -47.63 88.67 -62.15 88.67 -48.50 -165.04 -221.45 -251.82
18 multin_zz1000_71001_barra_liquidity_botG -63.64 -49.53 86.77 -64.06 86.77 -50.40 -166.94 -223.36 -253.72
19 multin_zz1000_71001_barra_beta_botG -71.33 -57.23 79.07 -71.76 79.07 -58.10 -174.64 -231.05 -261.42