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_20251224_151514
0 multin_zz1000_71001_barra_beta_topG 53.55 72.94 206.47 175.10 206.48 97.34 110.35 154.73 181.59
1 multin_zz1000_71001_barra_liquidity_topG 45.62 65.00 198.54 167.17 198.54 89.41 102.42 146.80 173.66
2 multin_zz1000_71001_barra_residualvolatility_topG 17.14 36.52 170.06 138.69 170.06 60.93 73.94 118.32 145.18
3 multin_zz1000_71001_barra_momentum_topG -3.56 15.82 149.36 117.99 149.36 40.22 53.24 97.61 124.48
4 multin_zz1000_71001_barra_earningsyield_botG -7.70 11.68 145.22 113.85 145.22 36.09 49.10 93.47 120.34
5 multin_zz1000_71001_barra_nonlinearsize_topG -13.77 5.62 139.16 107.78 139.16 30.02 43.03 87.41 114.28
6 multin_zz1000_71001_barra_growth_topG -14.03 5.35 138.89 107.52 138.89 29.76 42.77 87.15 114.01
7 multin_zz1000_71001_barra_btop_botG -14.30 5.09 138.63 107.26 138.63 29.49 42.51 86.88 113.75
8 multin_zz1000_71001_barra_residualvolatility_botG -32.52 -13.14 120.40 89.03 120.41 11.27 24.28 68.66 95.52
9 multin_zz1000_71001_barra_growth_botG -34.47 -15.09 118.45 87.08 118.45 9.31 22.33 66.70 93.57
10 multin_zz1000_71001_barra_momentum_botG -41.88 -22.50 111.04 79.67 111.04 1.91 14.92 59.30 86.16
11 multin_zz1000_71001_barra_leverage_botG -47.42 -28.04 105.50 74.13 105.50 -3.63 9.38 53.75 80.62
12 multin_zz1000_71001_barra_leverage_topG -52.21 -32.83 100.71 69.34 100.71 -8.42 4.59 48.97 75.83
13 multin_zz1000_71001_barra_size_topG -62.08 -42.69 90.85 59.48 90.85 -18.29 -5.27 39.10 65.97
14 multin_zz1000_71001_barra_nonlinearsize_botG -78.22 -58.84 74.70 43.33 74.70 -34.44 -21.42 22.95 49.82
15 multin_zz1000_71001_barra_size_botG -78.22 -58.84 74.70 43.33 74.70 -34.44 -21.42 22.95 49.82
16 multin_zz1000_71001_barra_btop_topG -79.92 -60.53 73.00 41.63 73.01 -36.13 -23.12 21.26 48.12
17 multin_zz1000_71001_barra_liquidity_botG -84.86 -65.48 68.06 36.69 68.06 -41.07 -28.06 16.32 43.18
18 multin_zz1000_71001_barra_earningsyield_topG -91.37 -71.99 61.55 30.18 61.55 -47.58 -34.57 9.81 36.67
19 multin_zz1000_71001_barra_beta_botG -109.37 -89.98 43.56 12.19 43.56 -65.58 -52.57 -8.19 18.68