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_20251126_155056
0 multin_zz1000_71001_barra_momentum_topG 52.83 29.01 51.32 -12.37 51.32 120.92 245.63 260.54 301.98
1 multin_zz1000_71001_barra_size_topG 26.06 2.24 24.55 -39.15 24.55 94.15 218.86 233.77 275.21
2 multin_zz1000_71001_barra_beta_topG 2.92 -20.90 1.41 -62.28 1.41 71.01 195.72 210.63 252.07
3 multin_zz1000_71001_barra_btop_botG -4.56 -28.38 -6.07 -69.77 -6.07 63.53 188.23 203.15 244.59
4 multin_zz1000_71001_barra_residualvolatility_topG -6.30 -30.13 -7.81 -71.51 -7.82 61.78 186.49 201.40 242.85
5 multin_zz1000_71001_barra_btop_topG -16.52 -40.34 -18.03 -81.73 -18.03 51.57 176.27 191.19 232.63
6 multin_zz1000_71001_barra_earningsyield_topG -20.56 -44.39 -22.08 -85.77 -22.08 47.52 172.23 187.14 228.59
7 multin_zz1000_71001_barra_leverage_topG -21.72 -45.54 -23.23 -86.92 -23.23 46.37 171.08 185.99 227.43
8 multin_zz1000_71001_barra_earningsyield_botG -22.98 -46.80 -24.49 -88.18 -24.49 45.11 169.82 184.73 226.17
9 multin_zz1000_71001_barra_nonlinearsize_topG -24.02 -47.84 -25.53 -89.22 -25.53 44.07 168.78 183.69 225.13
10 multin_zz1000_71001_barra_beta_botG -27.95 -51.77 -29.46 -93.15 -29.46 40.14 164.85 179.76 221.20
11 multin_zz1000_71001_barra_leverage_botG -29.53 -53.35 -31.04 -94.74 -31.04 38.56 163.26 178.17 219.62
12 multin_zz1000_71001_barra_liquidity_topG -31.42 -55.24 -32.93 -96.62 -32.93 36.67 161.38 176.29 217.73
13 multin_zz1000_71001_barra_growth_botG -35.90 -59.73 -37.41 -101.11 -37.42 32.18 156.89 171.80 213.25
14 multin_zz1000_71001_barra_growth_topG -49.83 -73.65 -51.34 -115.03 -51.34 18.26 142.97 157.88 199.32
15 multin_zz1000_71001_barra_liquidity_botG -51.57 -75.39 -53.08 -116.78 -53.08 16.52 141.22 156.14 197.58
16 multin_zz1000_71001_barra_residualvolatility_botG -60.32 -84.14 -61.83 -125.53 -61.83 7.77 132.47 147.39 188.83
17 multin_zz1000_71001_barra_momentum_botG -60.96 -84.79 -62.47 -126.17 -62.48 7.12 131.83 146.74 188.19
18 multin_zz1000_71001_barra_nonlinearsize_botG -82.11 -105.94 -83.62 -147.32 -83.63 -14.03 110.68 125.59 167.04
19 multin_zz1000_71001_barra_size_botG -82.11 -105.94 -83.62 -147.32 -83.63 -14.03 110.68 125.59 167.04