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_20251211_151524
0 multin_zz1000_71001_barra_nonlinearsize_botG 72.51 43.48 -54.03 37.66 -54.02 102.86 -392.14 -530.02 -710.85
1 multin_zz1000_71001_barra_size_botG 72.51 43.48 -54.03 37.66 -54.02 102.86 -392.14 -530.02 -710.85
2 multin_zz1000_71001_barra_liquidity_botG 53.86 24.82 -72.68 19.01 -72.68 84.20 -410.79 -548.67 -729.50
3 multin_zz1000_71001_barra_growth_topG 47.23 18.19 -79.31 12.38 -79.31 77.57 -417.43 -555.31 -736.13
4 multin_zz1000_71001_barra_earningsyield_topG 38.73 9.69 -87.81 3.88 -87.81 69.07 -425.92 -563.80 -744.63
5 multin_zz1000_71001_barra_size_topG 27.34 -1.69 -99.19 -7.51 -99.19 57.69 -437.31 -575.19 -756.02
6 multin_zz1000_71001_barra_beta_topG 24.53 -4.50 -102.01 -10.32 -102.01 54.88 -440.12 -578.00 -758.83
7 multin_zz1000_71001_barra_btop_botG 23.37 -5.67 -103.17 -11.48 -103.17 53.71 -441.28 -579.16 -759.99
8 multin_zz1000_71001_barra_nonlinearsize_topG 18.33 -10.71 -108.21 -16.52 -108.21 48.67 -446.33 -584.21 -765.03
9 multin_zz1000_71001_barra_momentum_botG 3.47 -25.56 -123.07 -31.38 -123.06 33.82 -461.18 -599.06 -779.89
10 multin_zz1000_71001_barra_leverage_botG 0.35 -28.69 -126.19 -34.51 -126.19 30.69 -464.31 -602.19 -783.02
11 multin_zz1000_71001_barra_momentum_topG -6.53 -35.56 -133.06 -41.38 -133.06 23.82 -471.18 -609.06 -789.89
12 multin_zz1000_71001_barra_beta_botG -8.02 -37.06 -134.56 -42.87 -134.56 22.32 -472.67 -610.55 -791.38
13 multin_zz1000_71001_barra_earningsyield_botG -8.49 -37.52 -135.02 -43.34 -135.02 21.86 -473.14 -611.02 -791.85
14 multin_zz1000_71001_barra_residualvolatility_botG -13.16 -42.20 -139.70 -48.01 -139.70 17.18 -477.81 -615.69 -796.52
15 multin_zz1000_71001_barra_btop_topG -25.84 -54.87 -152.37 -60.69 -152.37 4.51 -490.49 -628.37 -809.20
16 multin_zz1000_71001_barra_residualvolatility_topG -36.62 -65.66 -163.16 -71.47 -163.16 -6.28 -501.27 -639.15 -819.98
17 multin_zz1000_71001_barra_leverage_topG -40.54 -69.58 -167.08 -75.39 -167.08 -10.20 -505.19 -643.07 -823.90
18 multin_zz1000_71001_barra_growth_botG -74.55 -103.59 -201.09 -109.40 -201.09 -44.20 -539.20 -677.08 -857.91
19 multin_zz1000_71001_barra_liquidity_topG -76.56 -105.60 -203.10 -111.41 -203.10 -46.22 -541.22 -679.10 -859.92