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_20251105_151521
0 multin_zz1000_71001_barra_leverage_topG 82.35 96.77 125.57 105.17 125.58 33.14 -114.65 -171.33 -71.85
1 multin_zz1000_71001_barra_nonlinearsize_botG 78.61 93.02 121.83 101.43 121.84 29.40 -118.39 -175.07 -75.60
2 multin_zz1000_71001_barra_size_botG 78.61 93.02 121.83 101.43 121.84 29.40 -118.39 -175.07 -75.60
3 multin_zz1000_71001_barra_btop_topG 43.71 58.12 86.93 66.53 86.93 -5.50 -153.29 -209.98 -110.50
4 multin_zz1000_71001_barra_liquidity_botG 40.31 54.72 83.53 63.13 83.53 -8.90 -156.69 -213.37 -113.90
5 multin_zz1000_71001_barra_growth_botG 39.29 53.70 82.51 62.11 82.51 -9.92 -157.71 -214.39 -114.92
6 multin_zz1000_71001_barra_momentum_botG 38.66 53.07 81.88 61.48 81.88 -10.55 -158.34 -215.02 -115.55
7 multin_zz1000_71001_barra_liquidity_topG 29.31 43.72 72.53 52.13 72.53 -19.90 -167.69 -224.38 -124.90
8 multin_zz1000_71001_barra_earningsyield_topG 28.98 43.39 72.20 51.80 72.20 -20.23 -168.02 -224.70 -125.23
9 multin_zz1000_71001_barra_residualvolatility_botG 25.50 39.91 68.72 48.32 68.72 -23.71 -171.50 -228.19 -128.71
10 multin_zz1000_71001_barra_beta_botG 23.88 38.29 67.10 46.70 67.10 -25.33 -173.12 -229.80 -130.33
11 multin_zz1000_71001_barra_growth_topG 23.73 38.14 66.95 46.54 66.95 -25.48 -173.27 -229.96 -130.48
12 multin_zz1000_71001_barra_residualvolatility_topG 23.26 37.68 66.48 46.08 66.49 -25.95 -173.74 -230.42 -130.94
13 multin_zz1000_71001_barra_nonlinearsize_topG -5.69 8.73 37.54 17.13 37.54 -54.89 -202.69 -259.37 -159.89
14 multin_zz1000_71001_barra_leverage_botG -8.95 5.46 34.27 13.87 34.27 -58.16 -205.95 -262.63 -163.16
15 multin_zz1000_71001_barra_beta_topG -17.40 -2.98 25.83 5.42 25.83 -66.60 -214.40 -271.08 -171.60
16 multin_zz1000_71001_barra_size_topG -19.09 -4.68 24.13 3.73 24.13 -68.30 -216.09 -272.78 -173.30
17 multin_zz1000_71001_barra_momentum_topG -20.55 -6.13 22.68 2.27 22.68 -69.76 -217.55 -274.23 -174.75
18 multin_zz1000_71001_barra_earningsyield_botG -37.54 -23.13 5.68 -14.72 5.68 -86.75 -234.54 -291.22 -191.75
19 multin_zz1000_71001_barra_btop_botG -41.52 -27.10 1.70 -18.70 1.71 -90.73 -238.52 -295.20 -195.72