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_20251104_151528
0 multin_zz1000_71001_barra_beta_botG 149.87 181.10 15.42 90.09 15.42 55.97 161.70 166.66 183.57
1 multin_zz1000_71001_barra_btop_topG 139.57 170.81 5.13 79.79 5.13 45.67 151.40 156.36 173.27
2 multin_zz1000_71001_barra_momentum_botG 123.23 154.47 -11.21 63.46 -11.21 29.34 135.06 140.02 156.94
3 multin_zz1000_71001_barra_leverage_topG 117.54 148.78 -16.91 57.76 -16.91 23.64 129.37 134.33 151.24
4 multin_zz1000_71001_barra_liquidity_botG 114.66 145.89 -19.79 54.88 -19.79 20.76 126.49 131.45 148.36
5 multin_zz1000_71001_barra_nonlinearsize_botG 107.68 138.91 -26.77 47.90 -26.77 13.78 119.50 124.46 141.38
6 multin_zz1000_71001_barra_size_botG 107.68 138.91 -26.77 47.90 -26.77 13.78 119.50 124.47 141.38
7 multin_zz1000_71001_barra_earningsyield_topG 105.49 136.72 -28.96 45.71 -28.96 11.59 117.32 122.28 139.19
8 multin_zz1000_71001_barra_growth_botG 99.60 130.84 -34.84 39.82 -34.84 5.70 111.43 116.39 133.30
9 multin_zz1000_71001_barra_residualvolatility_botG 99.27 130.50 -35.18 39.49 -35.18 5.37 111.10 116.06 132.97
10 multin_zz1000_71001_barra_residualvolatility_topG 57.55 88.79 -76.90 -2.23 -76.90 -36.35 69.38 74.34 91.25
11 multin_zz1000_71001_barra_leverage_botG 45.40 76.64 -89.05 -14.38 -89.05 -48.50 57.23 62.19 79.10
12 multin_zz1000_71001_barra_size_topG 8.65 39.89 -125.80 -51.13 -125.80 -85.25 20.48 25.44 42.35
13 multin_zz1000_71001_barra_growth_topG 5.30 36.54 -129.14 -54.47 -129.14 -88.59 17.13 22.09 39.00
14 multin_zz1000_71001_barra_nonlinearsize_topG 4.69 35.93 -129.75 -55.09 -129.75 -89.21 16.52 21.48 38.39
15 multin_zz1000_71001_barra_liquidity_topG 3.90 35.14 -130.54 -55.88 -130.55 -90.00 15.73 20.69 37.60
16 multin_zz1000_71001_barra_earningsyield_botG -1.16 30.08 -135.61 -60.94 -135.61 -95.06 10.67 15.63 32.54
17 multin_zz1000_71001_barra_btop_botG -10.32 20.92 -144.76 -70.10 -144.76 -104.22 1.51 6.47 23.38
18 multin_zz1000_71001_barra_momentum_topG -70.49 -39.25 -204.93 -130.26 -204.93 -164.38 -58.66 -53.70 -36.78
19 multin_zz1000_71001_barra_beta_topG -75.04 -43.80 -209.49 -134.82 -209.49 -168.94 -63.21 -58.25 -41.34