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_20251107_151520
0 multin_zz1000_71001_barra_earningsyield_topG 50.12 61.69 38.61 67.30 38.61 45.00 133.58 118.32 108.73
1 multin_zz1000_71001_barra_leverage_topG 44.52 56.09 33.01 61.70 33.01 39.41 127.98 112.72 103.13
2 multin_zz1000_71001_barra_beta_botG 42.11 53.68 30.61 59.30 30.61 37.00 125.58 110.32 100.73
3 multin_zz1000_71001_barra_btop_topG 40.04 51.60 28.53 57.22 28.53 34.92 123.50 108.24 98.65
4 multin_zz1000_71001_barra_liquidity_botG 39.88 51.45 28.37 57.06 28.37 34.76 123.34 108.08 98.49
5 multin_zz1000_71001_barra_momentum_botG 37.82 49.39 26.32 55.01 26.32 32.71 121.28 106.03 96.44
6 multin_zz1000_71001_barra_nonlinearsize_botG 5.78 17.35 -5.72 22.97 -5.72 0.67 89.25 73.99 64.40
7 multin_zz1000_71001_barra_size_botG 5.78 17.35 -5.72 22.97 -5.72 0.67 89.25 73.99 64.40
8 multin_zz1000_71001_barra_residualvolatility_botG 5.40 16.97 -6.10 22.59 -6.10 0.29 88.87 73.61 64.02
9 multin_zz1000_71001_barra_nonlinearsize_topG 3.27 14.84 -8.24 20.45 -8.24 -1.84 86.73 71.47 61.88
10 multin_zz1000_71001_barra_size_topG -5.64 5.93 -17.15 11.54 -17.15 -10.75 77.82 62.56 52.97
11 multin_zz1000_71001_barra_growth_topG -9.54 2.03 -21.05 7.64 -21.04 -14.65 73.92 58.66 49.07
12 multin_zz1000_71001_barra_growth_botG -15.88 -4.31 -27.39 1.30 -27.39 -21.00 67.58 52.32 42.73
13 multin_zz1000_71001_barra_leverage_botG -26.18 -14.62 -37.69 -9.00 -37.69 -31.30 57.28 42.02 32.43
14 multin_zz1000_71001_barra_earningsyield_botG -30.76 -19.19 -42.26 -13.57 -42.26 -35.87 52.70 37.45 27.86
15 multin_zz1000_71001_barra_residualvolatility_topG -33.64 -22.08 -45.15 -16.46 -45.15 -38.76 49.82 34.56 24.97
16 multin_zz1000_71001_barra_liquidity_topG -48.88 -37.31 -60.38 -31.69 -60.38 -53.99 34.58 19.33 9.74
17 multin_zz1000_71001_barra_beta_topG -85.99 -74.42 -97.50 -68.81 -97.50 -91.10 -2.53 -17.79 -27.38
18 multin_zz1000_71001_barra_btop_botG -86.89 -75.32 -98.39 -69.70 -98.39 -92.00 -3.43 -18.68 -28.27
19 multin_zz1000_71001_barra_momentum_topG -90.79 -79.22 -102.30 -73.61 -102.30 -95.90 -7.33 -22.59 -32.18