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_20251212_151525
0 multin_zz1000_71001_barra_beta_topG 49.37 -5.32 124.20 72.03 124.21 167.56 111.78 154.42 171.91
1 multin_zz1000_71001_barra_btop_botG 32.48 -22.22 107.31 55.13 107.31 150.66 94.89 137.53 155.01
2 multin_zz1000_71001_barra_nonlinearsize_topG 28.26 -26.43 103.09 50.92 103.10 146.45 90.67 133.31 150.80
3 multin_zz1000_71001_barra_size_topG 24.87 -29.82 99.70 47.53 99.70 143.05 87.28 129.92 147.41
4 multin_zz1000_71001_barra_growth_topG 8.08 -46.61 82.92 30.74 82.92 126.27 70.50 113.13 130.62
5 multin_zz1000_71001_barra_momentum_topG 6.00 -48.70 80.83 28.65 80.83 124.18 68.41 111.05 128.53
6 multin_zz1000_71001_barra_earningsyield_botG -3.26 -57.95 71.57 19.39 71.57 114.92 59.15 101.79 119.28
7 multin_zz1000_71001_barra_liquidity_topG -16.81 -71.51 58.02 5.84 58.02 101.37 45.60 88.24 105.73
8 multin_zz1000_71001_barra_leverage_botG -39.63 -94.33 35.20 -16.98 35.20 78.55 22.78 65.41 82.90
9 multin_zz1000_71001_barra_earningsyield_topG -42.68 -97.38 32.15 -20.03 32.15 75.50 19.73 62.37 79.85
10 multin_zz1000_71001_barra_residualvolatility_topG -61.63 -116.33 13.20 -38.98 13.20 56.55 0.78 43.41 60.90
11 multin_zz1000_71001_barra_residualvolatility_botG -72.19 -126.88 2.65 -49.53 2.65 46.00 -9.77 32.86 50.35
12 multin_zz1000_71001_barra_momentum_botG -78.85 -133.54 -4.01 -56.19 -4.01 39.34 -16.43 26.20 43.69
13 multin_zz1000_71001_barra_leverage_topG -79.07 -133.76 -4.24 -56.41 -4.23 39.11 -16.66 25.98 43.47
14 multin_zz1000_71001_barra_growth_botG -79.38 -134.08 -4.55 -56.73 -4.55 38.80 -16.97 25.67 43.15
15 multin_zz1000_71001_barra_btop_topG -85.90 -140.59 -11.07 -63.25 -11.07 32.28 -23.49 19.15 36.64
16 multin_zz1000_71001_barra_liquidity_botG -89.66 -144.36 -14.83 -67.01 -14.83 28.52 -27.25 15.38 32.87
17 multin_zz1000_71001_barra_beta_botG -110.23 -164.93 -35.40 -87.58 -35.40 7.95 -47.82 -5.19 12.30
18 multin_zz1000_71001_barra_nonlinearsize_botG -132.07 -186.76 -57.24 -109.41 -57.23 -13.89 -69.66 -27.02 -9.53
19 multin_zz1000_71001_barra_size_botG -132.07 -186.76 -57.24 -109.42 -57.24 -13.89 -69.66 -27.02 -9.53