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_20251204_151529
0 multin_zz1000_71001_barra_size_topG 13.34 -12.01 11.30 -20.50 11.30 145.67 324.63 369.05 373.01
1 multin_zz1000_71001_barra_beta_topG -9.98 -35.32 -12.01 -43.82 -12.01 122.36 301.31 345.74 349.70
2 multin_zz1000_71001_barra_btop_botG -14.46 -39.81 -16.49 -48.30 -16.49 117.88 296.83 341.26 345.22
3 multin_zz1000_71001_barra_momentum_topG -14.79 -40.14 -16.83 -48.63 -16.83 117.54 296.50 340.92 344.88
4 multin_zz1000_71001_barra_nonlinearsize_topG -19.45 -44.80 -21.49 -53.29 -21.49 112.88 291.84 336.26 340.22
5 multin_zz1000_71001_barra_earningsyield_topG -42.64 -67.98 -44.67 -76.47 -44.67 89.70 268.66 313.08 317.04
6 multin_zz1000_71001_barra_earningsyield_botG -44.72 -70.06 -46.75 -78.55 -46.75 87.62 266.58 311.00 314.96
7 multin_zz1000_71001_barra_growth_topG -57.94 -83.29 -59.97 -91.78 -59.98 74.40 253.35 297.78 301.73
8 multin_zz1000_71001_barra_residualvolatility_botG -67.08 -92.43 -69.11 -100.92 -69.11 65.26 244.21 288.64 292.60
9 multin_zz1000_71001_barra_btop_topG -71.52 -96.87 -73.55 -105.36 -73.55 60.82 239.77 284.20 288.16
10 multin_zz1000_71001_barra_leverage_botG -72.06 -97.40 -74.09 -105.90 -74.09 60.28 239.23 283.66 287.62
11 multin_zz1000_71001_barra_liquidity_topG -76.13 -101.48 -78.17 -109.97 -78.17 56.21 235.16 279.58 283.54
12 multin_zz1000_71001_barra_leverage_topG -101.94 -127.29 -103.97 -135.78 -103.97 30.40 209.35 253.78 257.74
13 multin_zz1000_71001_barra_liquidity_botG -103.42 -128.77 -105.45 -137.26 -105.46 28.92 207.87 252.30 256.25
14 multin_zz1000_71001_barra_growth_botG -108.98 -134.33 -111.01 -142.82 -111.02 23.36 202.31 246.74 250.70
15 multin_zz1000_71001_barra_beta_botG -112.48 -137.83 -114.52 -146.32 -114.52 19.86 198.81 243.23 247.19
16 multin_zz1000_71001_barra_momentum_botG -119.79 -145.14 -121.82 -153.63 -121.82 12.55 191.50 235.93 239.89
17 multin_zz1000_71001_barra_residualvolatility_topG -122.19 -147.53 -124.22 -156.02 -124.22 10.15 189.11 233.53 237.49
18 multin_zz1000_71001_barra_nonlinearsize_botG -177.41 -202.75 -179.44 -211.25 -179.44 -45.07 133.88 178.31 182.27
19 multin_zz1000_71001_barra_size_botG -177.41 -202.75 -179.44 -211.25 -179.44 -45.07 133.88 178.31 182.27