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_20251024_151524
0 multin_zz1000_71001_barra_beta_topG 136.85 128.68 287.38 173.44 287.38 236.27 183.86 206.15 200.05
1 multin_zz1000_71001_barra_momentum_topG 52.88 44.71 203.41 89.47 203.41 152.30 99.89 122.18 116.08
2 multin_zz1000_71001_barra_liquidity_topG 35.17 27.00 185.70 71.76 185.70 134.59 82.17 104.47 98.37
3 multin_zz1000_71001_barra_btop_botG 22.95 14.77 173.47 59.54 173.47 122.37 69.95 92.24 86.14
4 multin_zz1000_71001_barra_earningsyield_botG -4.92 -13.10 145.60 31.67 145.60 94.50 42.08 64.37 58.27
5 multin_zz1000_71001_barra_growth_topG -19.60 -27.77 130.93 16.99 130.93 79.82 27.40 49.70 43.60
6 multin_zz1000_71001_barra_size_topG -30.98 -39.15 119.55 5.61 119.55 68.44 16.02 38.32 32.22
7 multin_zz1000_71001_barra_nonlinearsize_topG -54.47 -62.64 96.05 -17.88 96.05 44.95 -7.47 14.82 8.73
8 multin_zz1000_71001_barra_leverage_botG -60.36 -68.53 90.16 -23.77 90.17 39.06 -13.36 8.94 2.84
9 multin_zz1000_71001_barra_residualvolatility_topG -62.53 -70.70 87.99 -25.94 87.99 36.89 -15.53 6.76 0.66
10 multin_zz1000_71001_barra_residualvolatility_botG -83.81 -91.98 66.71 -47.22 66.71 15.61 -36.81 -14.52 -20.62
11 multin_zz1000_71001_barra_nonlinearsize_botG -109.81 -117.98 40.72 -73.22 40.72 -10.39 -62.81 -40.51 -46.61
12 multin_zz1000_71001_barra_size_botG -109.81 -117.98 40.72 -73.22 40.72 -10.39 -62.80 -40.51 -46.61
13 multin_zz1000_71001_barra_growth_botG -123.51 -131.68 27.01 -86.92 27.01 -24.09 -76.51 -54.22 -60.32
14 multin_zz1000_71001_barra_momentum_botG -159.73 -167.90 -9.20 -123.14 -9.20 -60.31 -112.72 -90.43 -96.53
15 multin_zz1000_71001_barra_earningsyield_topG -181.02 -189.20 -30.50 -144.43 -30.50 -81.60 -134.02 -111.73 -117.83
16 multin_zz1000_71001_barra_liquidity_botG -185.85 -194.02 -35.32 -149.26 -35.32 -86.42 -138.84 -116.55 -122.65
17 multin_zz1000_71001_barra_leverage_topG -205.22 -213.39 -54.70 -168.63 -54.69 -105.80 -158.22 -135.92 -142.02
18 multin_zz1000_71001_barra_beta_botG -221.81 -229.98 -71.28 -185.22 -71.28 -122.39 -174.80 -152.51 -158.61
19 multin_zz1000_71001_barra_btop_topG -229.79 -237.97 -79.27 -193.20 -79.27 -130.37 -182.79 -160.50 -166.60