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_20251208_151522
0 multin_zz1000_71001_barra_beta_topG 154.58 159.29 266.41 186.08 266.41 164.76 124.89 112.52 119.99
1 multin_zz1000_71001_barra_liquidity_topG 127.72 132.43 239.55 159.22 239.55 137.90 98.03 85.66 93.13
2 multin_zz1000_71001_barra_momentum_topG 122.13 126.84 233.96 153.63 233.96 132.31 92.44 80.07 87.54
3 multin_zz1000_71001_barra_residualvolatility_topG 97.52 102.23 209.35 129.03 209.35 107.70 67.83 55.47 62.94
4 multin_zz1000_71001_barra_btop_botG 86.28 90.99 198.11 117.79 198.11 96.46 56.59 44.23 51.70
5 multin_zz1000_71001_barra_earningsyield_botG 41.83 46.54 153.67 73.34 153.66 52.01 12.14 -0.22 7.25
6 multin_zz1000_71001_barra_growth_topG 13.37 18.08 125.20 44.87 125.20 23.55 -16.32 -28.69 -21.22
7 multin_zz1000_71001_barra_growth_botG 2.30 7.01 114.13 33.81 114.13 12.48 -27.39 -39.75 -32.28
8 multin_zz1000_71001_barra_leverage_botG -0.81 3.90 111.02 30.70 111.02 9.37 -30.50 -42.86 -35.39
9 multin_zz1000_71001_barra_size_botG -19.67 -14.96 92.17 11.84 92.16 -9.49 -49.36 -61.72 -54.25
10 multin_zz1000_71001_barra_nonlinearsize_botG -19.67 -14.96 92.17 11.84 92.16 -9.49 -49.36 -61.72 -54.25
11 multin_zz1000_71001_barra_size_topG -27.15 -22.44 84.68 4.36 84.68 -16.97 -56.84 -69.20 -61.73
12 multin_zz1000_71001_barra_nonlinearsize_topG -30.46 -25.75 81.37 1.04 81.37 -20.28 -60.15 -72.52 -65.05
13 multin_zz1000_71001_barra_residualvolatility_botG -57.78 -53.07 54.05 -26.28 54.05 -47.60 -87.47 -99.84 -92.37
14 multin_zz1000_71001_barra_leverage_topG -61.80 -57.09 50.03 -30.30 50.03 -51.62 -91.49 -103.86 -96.39
15 multin_zz1000_71001_barra_momentum_botG -83.31 -78.60 28.52 -51.81 28.52 -73.13 -113.00 -125.37 -117.90
16 multin_zz1000_71001_barra_liquidity_botG -93.32 -88.61 18.51 -61.82 18.51 -83.14 -123.01 -135.38 -127.91
17 multin_zz1000_71001_barra_beta_botG -96.42 -91.72 15.41 -64.92 15.41 -86.24 -126.11 -138.48 -131.01
18 multin_zz1000_71001_barra_btop_topG -97.03 -92.32 14.80 -65.53 14.80 -86.85 -126.72 -139.09 -131.62
19 multin_zz1000_71001_barra_earningsyield_topG -123.69 -118.99 -11.86 -92.19 -11.86 -113.51 -153.38 -165.75 -158.28