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_20251216_151520
0 multin_zz1000_71001_barra_liquidity_botG 116.30 102.65 -54.77 61.96 -54.77 88.17 -183.55 -267.17 -300.15
1 multin_zz1000_71001_barra_momentum_botG 115.30 101.64 -55.77 60.95 -55.77 87.16 -184.55 -268.17 -301.16
2 multin_zz1000_71001_barra_size_botG 97.79 84.13 -73.28 43.45 -73.28 69.65 -202.06 -285.68 -318.67
3 multin_zz1000_71001_barra_nonlinearsize_botG 97.79 84.13 -73.28 43.45 -73.28 69.65 -202.06 -285.68 -318.67
4 multin_zz1000_71001_barra_beta_botG 83.54 69.88 -87.53 29.19 -87.53 55.40 -216.31 -299.93 -332.92
5 multin_zz1000_71001_barra_earningsyield_topG 69.94 56.28 -101.13 15.59 -101.13 41.80 -229.91 -313.53 -346.52
6 multin_zz1000_71001_barra_leverage_botG 64.80 51.15 -106.27 10.46 -106.27 36.66 -235.05 -318.67 -351.66
7 multin_zz1000_71001_barra_residualvolatility_botG 63.19 49.54 -107.88 8.85 -107.88 35.06 -236.66 -320.28 -353.26
8 multin_zz1000_71001_barra_btop_topG 56.75 43.10 -114.32 2.41 -114.32 28.62 -243.09 -326.71 -359.70
9 multin_zz1000_71001_barra_btop_botG 42.11 28.45 -128.96 -12.24 -128.97 13.97 -257.74 -341.36 -374.35
10 multin_zz1000_71001_barra_size_topG 38.68 25.02 -132.39 -15.67 -132.40 10.54 -261.17 -344.79 -377.78
11 multin_zz1000_71001_barra_growth_topG 35.31 21.65 -135.76 -19.04 -135.77 7.17 -264.54 -348.16 -381.15
12 multin_zz1000_71001_barra_growth_botG 25.15 11.50 -145.92 -29.19 -145.92 -2.98 -274.70 -358.32 -391.30
13 multin_zz1000_71001_barra_nonlinearsize_topG 22.40 8.75 -148.67 -31.94 -148.67 -5.73 -277.45 -361.07 -394.05
14 multin_zz1000_71001_barra_leverage_topG 20.94 7.29 -150.13 -33.40 -150.13 -7.19 -278.91 -362.53 -395.51
15 multin_zz1000_71001_barra_earningsyield_botG 14.55 0.89 -156.52 -39.80 -156.53 -13.59 -285.30 -368.92 -401.91
16 multin_zz1000_71001_barra_beta_topG 12.60 -1.05 -158.47 -41.74 -158.47 -15.53 -287.24 -370.86 -403.85
17 multin_zz1000_71001_barra_residualvolatility_topG -50.41 -64.07 -221.48 -104.76 -221.49 -78.55 -350.26 -433.88 -466.87
18 multin_zz1000_71001_barra_momentum_topG -52.01 -65.67 -223.08 -106.36 -223.08 -80.15 -351.86 -435.48 -468.47
19 multin_zz1000_71001_barra_liquidity_topG -81.98 -95.64 -253.05 -136.33 -253.05 -110.12 -381.83 -465.45 -498.44