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_20251114_151520
0 multin_zz1000_71001_barra_beta_botG 134.80 182.45 25.89 179.61 25.89 5.99 152.88 200.36 239.64
1 multin_zz1000_71001_barra_momentum_botG 119.84 167.49 10.92 164.65 10.92 -8.98 137.92 185.40 224.68
2 multin_zz1000_71001_barra_nonlinearsize_botG 113.13 160.78 4.21 157.94 4.21 -15.69 131.21 178.69 217.97
3 multin_zz1000_71001_barra_size_botG 113.13 160.78 4.21 157.94 4.21 -15.69 131.21 178.69 217.97
4 multin_zz1000_71001_barra_growth_botG 111.05 158.70 2.13 155.86 2.13 -17.77 129.13 176.61 215.89
5 multin_zz1000_71001_barra_leverage_topG 110.77 158.42 1.86 155.58 1.86 -18.04 128.85 176.33 215.61
6 multin_zz1000_71001_barra_liquidity_botG 108.88 156.53 -0.04 153.69 -0.04 -19.93 126.96 174.44 213.72
7 multin_zz1000_71001_barra_btop_topG 108.10 155.75 -0.81 152.91 -0.81 -20.71 126.18 173.66 212.94
8 multin_zz1000_71001_barra_residualvolatility_botG 98.66 146.30 -10.26 143.46 -10.26 -30.16 116.73 164.21 203.50
9 multin_zz1000_71001_barra_earningsyield_topG 67.25 114.90 -41.66 112.06 -41.66 -61.56 85.33 132.81 172.09
10 multin_zz1000_71001_barra_residualvolatility_topG 66.96 114.60 -41.96 111.76 -41.96 -61.86 85.03 132.51 171.80
11 multin_zz1000_71001_barra_leverage_botG 55.88 103.53 -53.03 100.69 -53.03 -72.93 73.96 121.44 160.72
12 multin_zz1000_71001_barra_growth_topG 30.58 78.23 -78.34 75.39 -78.34 -98.24 48.66 96.14 135.42
13 multin_zz1000_71001_barra_earningsyield_botG 26.86 74.51 -82.06 71.67 -82.06 -101.96 44.94 92.42 131.70
14 multin_zz1000_71001_barra_nonlinearsize_topG 14.92 62.57 -93.99 59.73 -93.99 -113.89 33.00 80.48 119.76
15 multin_zz1000_71001_barra_liquidity_topG 6.85 54.50 -102.07 51.66 -102.07 -121.97 24.93 72.41 111.69
16 multin_zz1000_71001_barra_momentum_topG -4.43 43.22 -113.34 40.38 -113.34 -133.24 13.65 61.13 100.41
17 multin_zz1000_71001_barra_btop_botG -14.43 33.21 -123.35 30.37 -123.35 -143.25 3.64 51.12 90.41
18 multin_zz1000_71001_barra_size_topG -21.10 26.55 -130.02 23.71 -130.02 -149.92 -3.02 44.46 83.74
19 multin_zz1000_71001_barra_beta_topG -73.20 -25.56 -182.12 -28.39 -182.12 -202.02 -55.13 -7.64 31.64