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_20251030_151538
0 multin_zz1000_71001_barra_earningsyield_topG 58.01 75.07 -49.21 34.42 -49.21 52.62 213.38 170.43 178.32
1 multin_zz1000_71001_barra_beta_botG 44.94 62.01 -62.28 21.36 -62.28 39.56 200.32 157.37 165.26
2 multin_zz1000_71001_barra_btop_topG 43.70 60.76 -63.52 20.11 -63.52 38.31 199.07 156.12 164.01
3 multin_zz1000_71001_barra_liquidity_botG 35.55 52.62 -71.67 11.96 -71.67 30.17 190.92 147.97 155.87
4 multin_zz1000_71001_barra_momentum_botG 33.23 50.30 -73.99 9.64 -73.99 27.84 188.60 145.65 153.55
5 multin_zz1000_71001_barra_leverage_topG 31.31 48.38 -75.91 7.72 -75.91 25.92 186.68 143.73 151.63
6 multin_zz1000_71001_barra_residualvolatility_botG 21.98 39.05 -85.24 -1.60 -85.24 16.60 177.36 134.41 142.30
7 multin_zz1000_71001_barra_size_topG 16.77 33.84 -90.44 -6.81 -90.44 11.39 172.15 129.20 137.09
8 multin_zz1000_71001_barra_nonlinearsize_botG 15.11 32.17 -92.11 -8.48 -92.11 9.72 170.48 127.53 135.42
9 multin_zz1000_71001_barra_size_botG 15.11 32.17 -92.11 -8.48 -92.11 9.72 170.48 127.53 135.42
10 multin_zz1000_71001_barra_growth_botG 0.75 17.82 -106.47 -22.83 -106.47 -4.63 156.13 113.18 121.07
11 multin_zz1000_71001_barra_earningsyield_botG -4.92 12.14 -112.14 -28.51 -112.14 -10.31 150.45 107.50 115.40
12 multin_zz1000_71001_barra_nonlinearsize_topG -9.53 7.54 -116.75 -33.12 -116.75 -14.92 145.84 102.89 110.79
13 multin_zz1000_71001_barra_leverage_botG -12.69 4.37 -119.91 -36.28 -119.91 -18.08 142.68 99.73 107.63
14 multin_zz1000_71001_barra_growth_topG -22.34 -5.27 -129.56 -45.92 -129.56 -27.72 133.04 90.09 97.98
15 multin_zz1000_71001_barra_beta_topG -67.03 -49.96 -174.25 -90.62 -174.25 -72.41 88.34 45.39 53.29
16 multin_zz1000_71001_barra_liquidity_topG -72.64 -55.57 -179.86 -96.23 -179.86 -78.02 82.73 39.78 47.68
17 multin_zz1000_71001_barra_btop_botG -74.27 -57.20 -181.49 -97.85 -181.49 -79.65 81.11 38.16 46.05
18 multin_zz1000_71001_barra_residualvolatility_topG -80.60 -63.54 -187.82 -104.19 -187.82 -85.99 74.77 31.82 39.72
19 multin_zz1000_71001_barra_momentum_topG -113.28 -96.22 -220.50 -136.87 -220.50 -118.67 42.09 -0.86 7.04