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_20251230_151543
0 multin_zz1000_71001_barra_beta_topG 29.67 -3.07 35.76 9.54 35.76 87.08 88.32 42.74 21.64
1 multin_zz1000_71001_barra_size_topG 12.11 -20.63 18.20 -8.02 18.20 69.52 70.75 25.18 4.08
2 multin_zz1000_71001_barra_momentum_topG 9.75 -22.99 15.84 -10.38 15.84 67.16 68.39 22.82 1.72
3 multin_zz1000_71001_barra_btop_botG -6.53 -39.28 -0.44 -26.66 -0.44 50.88 52.11 6.53 -14.56
4 multin_zz1000_71001_barra_nonlinearsize_topG -12.50 -45.24 -6.41 -32.63 -6.41 44.91 46.14 0.57 -20.53
5 multin_zz1000_71001_barra_residualvolatility_botG -12.73 -45.47 -6.64 -32.86 -6.64 44.68 45.91 0.34 -20.76
6 multin_zz1000_71001_barra_earningsyield_topG -21.15 -53.89 -15.06 -41.28 -15.06 36.26 37.50 -8.08 -29.18
7 multin_zz1000_71001_barra_liquidity_topG -21.20 -53.95 -15.11 -41.33 -15.11 36.21 37.44 -8.14 -29.24
8 multin_zz1000_71001_barra_leverage_botG -21.42 -54.17 -15.33 -41.55 -15.33 35.99 37.22 -8.36 -29.46
9 multin_zz1000_71001_barra_growth_topG -25.23 -57.97 -19.14 -45.36 -19.14 32.18 33.42 -12.16 -33.26
10 multin_zz1000_71001_barra_earningsyield_botG -30.00 -62.75 -23.91 -50.13 -23.91 27.41 28.64 -16.94 -38.04
11 multin_zz1000_71001_barra_liquidity_botG -31.27 -64.01 -25.18 -51.40 -25.18 26.14 27.37 -18.20 -39.30
12 multin_zz1000_71001_barra_momentum_botG -39.66 -72.41 -33.57 -59.79 -33.57 17.75 18.98 -26.60 -47.70
13 multin_zz1000_71001_barra_growth_botG -54.52 -87.26 -48.43 -74.65 -48.43 2.89 4.13 -41.45 -62.55
14 multin_zz1000_71001_barra_beta_botG -56.49 -89.23 -50.40 -76.62 -50.40 0.92 2.16 -43.42 -64.52
15 multin_zz1000_71001_barra_btop_topG -57.76 -90.50 -51.67 -77.89 -51.67 -0.35 0.88 -44.69 -65.79
16 multin_zz1000_71001_barra_size_botG -59.06 -91.80 -52.97 -79.19 -52.97 -1.65 -0.41 -45.99 -67.09
17 multin_zz1000_71001_barra_nonlinearsize_botG -59.06 -91.80 -52.97 -79.19 -52.97 -1.65 -0.41 -45.99 -67.09
18 multin_zz1000_71001_barra_leverage_topG -69.13 -101.88 -63.04 -89.26 -63.04 -11.72 -10.49 -56.07 -77.16
19 multin_zz1000_71001_barra_residualvolatility_topG -76.96 -109.70 -70.87 -97.09 -70.87 -19.55 -18.31 -63.89 -84.99