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_20251020_151523
0 multin_zz1000_71001_barra_nonlinearsize_botG 111.84 109.04 188.45 130.83 188.45 0.75 -122.18 -110.38 -63.74
1 multin_zz1000_71001_barra_size_botG 111.84 109.04 188.45 130.83 188.45 0.75 -122.18 -110.38 -63.74
2 multin_zz1000_71001_barra_growth_botG 93.85 91.04 170.45 112.84 170.45 -17.24 -140.17 -128.37 -81.73
3 multin_zz1000_71001_barra_liquidity_topG 91.85 89.04 168.45 110.84 168.45 -19.24 -142.17 -130.37 -83.73
4 multin_zz1000_71001_barra_beta_topG 83.33 80.52 159.93 102.32 159.93 -27.76 -150.69 -138.90 -92.25
5 multin_zz1000_71001_barra_residualvolatility_botG 58.08 55.27 134.68 77.07 134.69 -53.01 -175.94 -164.14 -117.50
6 multin_zz1000_71001_barra_momentum_topG 55.69 52.88 132.29 74.68 132.29 -55.41 -178.34 -166.54 -119.89
7 multin_zz1000_71001_barra_growth_topG 44.88 42.07 121.48 63.87 121.48 -66.21 -189.14 -177.35 -130.70
8 multin_zz1000_71001_barra_leverage_topG 41.69 38.88 118.29 60.68 118.29 -69.40 -192.33 -180.53 -133.89
9 multin_zz1000_71001_barra_residualvolatility_topG 40.12 37.31 116.72 59.10 116.72 -70.98 -193.91 -182.11 -135.47
10 multin_zz1000_71001_barra_momentum_botG 33.30 30.49 109.90 52.29 109.91 -77.79 -200.72 -188.92 -142.28
11 multin_zz1000_71001_barra_btop_botG 32.16 29.35 108.76 51.14 108.76 -78.94 -201.87 -190.07 -143.43
12 multin_zz1000_71001_barra_earningsyield_botG 30.50 27.69 107.10 49.49 107.10 -80.60 -203.53 -191.73 -145.08
13 multin_zz1000_71001_barra_leverage_botG 24.15 21.34 100.75 43.13 100.75 -86.95 -209.88 -198.08 -151.44
14 multin_zz1000_71001_barra_btop_topG 17.40 14.59 94.00 36.38 94.00 -93.70 -216.63 -204.83 -158.19
15 multin_zz1000_71001_barra_liquidity_botG 7.11 4.31 83.71 26.10 83.72 -103.98 -226.91 -215.11 -168.47
16 multin_zz1000_71001_barra_nonlinearsize_topG -7.93 -10.74 68.67 11.06 68.67 -119.02 -241.95 -230.16 -183.51
17 multin_zz1000_71001_barra_beta_botG -9.06 -11.87 67.54 9.93 67.54 -120.15 -243.09 -231.29 -184.64
18 multin_zz1000_71001_barra_earningsyield_topG -10.62 -13.43 65.98 8.37 65.98 -121.71 -244.64 -232.85 -186.20
19 multin_zz1000_71001_barra_size_topG -17.40 -20.21 59.20 1.59 59.20 -128.49 -251.42 -239.63 -192.98