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_20251124_151537
0 multin_zz1000_71001_barra_earningsyield_botG 96.86 147.79 224.36 238.30 224.36 24.49 -37.29 5.84 61.39
1 multin_zz1000_71001_barra_beta_topG 76.01 126.94 203.52 217.46 203.52 3.65 -58.14 -15.00 40.55
2 multin_zz1000_71001_barra_btop_botG 72.13 123.06 199.64 213.57 199.64 -0.23 -62.02 -18.88 36.67
3 multin_zz1000_71001_barra_nonlinearsize_botG 54.32 105.25 181.82 195.76 181.82 -18.05 -79.83 -36.70 18.86
4 multin_zz1000_71001_barra_size_botG 54.32 105.25 181.82 195.76 181.82 -18.05 -79.83 -36.70 18.86
5 multin_zz1000_71001_barra_growth_topG 43.20 94.13 170.71 184.65 170.71 -29.16 -90.95 -47.81 7.74
6 multin_zz1000_71001_barra_leverage_botG 40.41 91.34 167.92 181.86 167.92 -31.95 -93.74 -50.60 4.95
7 multin_zz1000_71001_barra_growth_botG 38.79 89.72 166.30 180.23 166.29 -33.57 -95.36 -52.22 3.33
8 multin_zz1000_71001_barra_residualvolatility_botG 38.08 89.01 165.58 179.52 165.58 -34.28 -96.07 -52.93 2.62
9 multin_zz1000_71001_barra_momentum_topG 30.99 81.92 158.50 172.43 158.50 -41.37 -103.16 -60.02 -4.47
10 multin_zz1000_71001_barra_liquidity_topG 20.14 71.07 147.65 161.58 147.65 -52.22 -114.01 -70.87 -15.32
11 multin_zz1000_71001_barra_momentum_botG 15.67 66.60 143.18 157.11 143.18 -56.69 -118.48 -75.34 -19.79
12 multin_zz1000_71001_barra_nonlinearsize_topG 3.07 54.00 130.58 144.52 130.58 -69.29 -131.08 -87.94 -32.39
13 multin_zz1000_71001_barra_residualvolatility_topG -15.87 35.06 111.64 125.58 111.64 -88.23 -150.02 -106.88 -51.33
14 multin_zz1000_71001_barra_liquidity_botG -33.85 17.08 93.65 107.59 93.65 -106.22 -168.00 -124.87 -69.31
15 multin_zz1000_71001_barra_leverage_topG -58.65 -7.72 68.86 82.80 68.86 -131.01 -192.80 -149.66 -94.11
16 multin_zz1000_71001_barra_size_topG -88.09 -37.16 39.42 53.36 39.42 -160.45 -222.24 -179.10 -123.55
17 multin_zz1000_71001_barra_btop_topG -89.17 -38.23 38.34 52.28 38.34 -161.53 -223.31 -180.18 -124.63
18 multin_zz1000_71001_barra_earningsyield_topG -91.29 -40.36 36.21 50.15 36.21 -163.66 -225.44 -182.31 -126.75
19 multin_zz1000_71001_barra_beta_botG -96.49 -45.56 31.01 44.95 31.01 -168.86 -230.64 -187.51 -131.95