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_20251203_151523
0 multin_zz1000_71001_barra_earningsyield_topG 95.38 70.22 7.78 55.83 7.78 92.31 226.09 253.99 272.87
1 multin_zz1000_71001_barra_beta_botG 61.01 35.85 -26.59 21.46 -26.59 57.94 191.71 219.62 238.49
2 multin_zz1000_71001_barra_btop_topG 56.33 31.16 -31.28 16.77 -31.28 53.25 187.03 214.93 233.81
3 multin_zz1000_71001_barra_liquidity_botG 51.42 26.26 -36.19 11.86 -36.19 48.35 182.12 210.02 228.90
4 multin_zz1000_71001_barra_size_topG 33.88 8.72 -53.72 -5.67 -53.72 30.81 164.59 192.49 211.37
5 multin_zz1000_71001_barra_leverage_topG 24.10 -1.06 -63.50 -15.45 -63.50 21.03 154.81 182.71 201.58
6 multin_zz1000_71001_barra_residualvolatility_botG 21.03 -4.13 -66.58 -18.53 -66.58 17.96 151.73 179.63 198.51
7 multin_zz1000_71001_barra_nonlinearsize_topG 18.51 -6.65 -69.09 -21.05 -69.10 15.44 149.21 177.12 195.99
8 multin_zz1000_71001_barra_momentum_botG 15.81 -9.36 -71.80 -23.75 -71.80 12.73 146.51 174.41 193.29
9 multin_zz1000_71001_barra_leverage_botG 7.87 -17.29 -79.73 -31.69 -79.74 4.80 138.57 166.48 185.35
10 multin_zz1000_71001_barra_size_botG -10.88 -36.04 -98.48 -50.43 -98.48 -13.95 119.83 147.73 166.60
11 multin_zz1000_71001_barra_nonlinearsize_botG -10.88 -36.04 -98.48 -50.43 -98.48 -13.95 119.82 147.73 166.60
12 multin_zz1000_71001_barra_momentum_topG -11.92 -37.08 -99.52 -51.47 -99.52 -14.99 118.79 146.69 165.57
13 multin_zz1000_71001_barra_growth_topG -18.79 -43.95 -106.40 -58.35 -106.40 -21.86 111.91 139.81 158.69
14 multin_zz1000_71001_barra_growth_botG -22.66 -47.82 -110.26 -62.22 -110.27 -25.73 108.04 135.95 154.82
15 multin_zz1000_71001_barra_residualvolatility_topG -42.19 -67.36 -129.80 -81.75 -129.80 -45.27 88.51 116.41 135.29
16 multin_zz1000_71001_barra_btop_botG -45.87 -71.03 -133.48 -85.43 -133.48 -48.94 84.83 112.73 131.61
17 multin_zz1000_71001_barra_beta_topG -55.49 -80.66 -143.10 -95.05 -143.10 -58.57 75.21 103.11 121.99
18 multin_zz1000_71001_barra_earningsyield_botG -62.24 -87.41 -149.85 -101.80 -149.85 -65.32 68.46 96.36 115.24
19 multin_zz1000_71001_barra_liquidity_topG -69.55 -94.71 -157.16 -109.11 -157.16 -72.62 61.15 89.05 107.93