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_20251106_151536
0 multin_zz1000_71001_barra_momentum_topG 38.41 -7.45 154.35 12.55 154.35 138.99 305.15 302.73 390.91
1 multin_zz1000_71001_barra_beta_topG 32.73 -13.14 148.67 6.87 148.67 133.30 299.47 297.05 385.22
2 multin_zz1000_71001_barra_size_topG 25.57 -20.30 141.51 -0.29 141.51 126.14 292.31 289.89 378.06
3 multin_zz1000_71001_barra_earningsyield_topG -26.85 -72.71 89.09 -52.71 89.09 73.72 239.89 237.47 325.65
4 multin_zz1000_71001_barra_nonlinearsize_topG -30.44 -76.30 85.50 -56.30 85.50 70.13 236.30 233.88 322.05
5 multin_zz1000_71001_barra_liquidity_topG -37.32 -83.18 78.62 -63.18 78.62 63.25 229.42 227.00 315.18
6 multin_zz1000_71001_barra_growth_topG -49.28 -95.14 66.67 -75.14 66.67 51.30 217.47 215.04 303.22
7 multin_zz1000_71001_barra_earningsyield_botG -57.56 -103.43 58.38 -83.42 58.38 43.01 209.18 206.76 294.93
8 multin_zz1000_71001_barra_btop_botG -60.92 -106.78 55.02 -86.78 55.02 39.65 205.82 203.40 291.58
9 multin_zz1000_71001_barra_residualvolatility_botG -69.69 -115.56 46.25 -95.55 46.25 30.88 197.05 194.63 282.80
10 multin_zz1000_71001_barra_btop_topG -75.04 -120.90 40.90 -100.90 40.90 25.53 191.70 189.28 277.46
11 multin_zz1000_71001_barra_leverage_botG -77.76 -123.62 38.19 -103.62 38.19 22.82 188.99 186.57 274.74
12 multin_zz1000_71001_barra_leverage_topG -102.22 -148.09 13.72 -128.08 13.72 -1.65 164.52 162.10 250.27
13 multin_zz1000_71001_barra_liquidity_botG -110.41 -156.27 5.53 -136.27 5.53 -9.83 156.33 153.91 242.09
14 multin_zz1000_71001_barra_growth_botG -127.86 -173.73 -11.92 -153.72 -11.92 -27.29 138.88 136.46 224.63
15 multin_zz1000_71001_barra_residualvolatility_topG -129.22 -175.08 -13.27 -155.08 -13.27 -28.64 137.53 135.10 223.28
16 multin_zz1000_71001_barra_momentum_botG -133.20 -179.06 -17.26 -159.06 -17.26 -32.62 133.54 131.12 219.30
17 multin_zz1000_71001_barra_beta_botG -134.39 -180.25 -18.44 -160.25 -18.44 -33.81 132.36 129.94 218.11
18 multin_zz1000_71001_barra_nonlinearsize_botG -148.22 -194.08 -32.28 -174.08 -32.28 -47.65 118.52 116.10 204.28
19 multin_zz1000_71001_barra_size_botG -148.22 -194.08 -32.28 -174.08 -32.28 -47.65 118.52 116.10 204.28