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_20260211_151523
0 multin_zz1000_71001_barra_earningsyield_topG 54.55 15.83 41.70 62.59 41.70 64.15 111.07 116.63 65.71
1 multin_zz1000_71001_barra_btop_topG 41.21 2.48 28.36 49.24 28.36 50.80 97.72 103.28 52.36
2 multin_zz1000_71001_barra_residualvolatility_botG 29.64 -9.09 16.79 37.67 16.79 39.23 86.15 91.71 40.79
3 multin_zz1000_71001_barra_size_topG 25.62 -13.11 12.77 33.65 12.77 35.21 82.13 87.69 36.77
4 multin_zz1000_71001_barra_liquidity_botG 16.18 -22.54 3.33 24.21 3.33 25.78 72.69 78.25 27.34
5 multin_zz1000_71001_barra_leverage_topG 14.39 -24.34 1.54 22.42 1.54 23.98 70.90 76.46 25.54
6 multin_zz1000_71001_barra_nonlinearsize_topG -6.53 -45.25 -19.38 1.51 -19.38 3.07 49.98 55.54 4.63
7 multin_zz1000_71001_barra_growth_topG -7.87 -46.59 -20.72 0.17 -20.72 1.73 48.64 54.20 3.29
8 multin_zz1000_71001_barra_leverage_botG -10.32 -49.05 -23.17 -2.29 -23.17 -0.73 46.19 51.75 0.83
9 multin_zz1000_71001_barra_momentum_botG -11.66 -50.38 -24.51 -3.62 -24.51 -2.06 44.85 50.41 -0.50
10 multin_zz1000_71001_barra_nonlinearsize_botG -11.89 -50.61 -24.74 -3.85 -24.74 -2.29 44.62 50.18 -0.73
11 multin_zz1000_71001_barra_size_botG -11.89 -50.61 -24.74 -3.85 -24.74 -2.29 44.62 50.18 -0.73
12 multin_zz1000_71001_barra_beta_topG -18.23 -56.95 -31.08 -10.19 -31.08 -8.63 38.28 43.84 -7.07
13 multin_zz1000_71001_barra_growth_botG -20.40 -59.13 -33.26 -12.37 -33.26 -10.81 36.11 41.67 -9.25
14 multin_zz1000_71001_barra_beta_botG -21.80 -60.52 -34.65 -13.77 -34.65 -12.20 34.71 40.27 -10.64
15 multin_zz1000_71001_barra_earningsyield_botG -24.51 -63.24 -37.36 -16.48 -37.36 -14.92 32.00 37.56 -13.35
16 multin_zz1000_71001_barra_momentum_topG -33.25 -71.98 -46.11 -25.22 -46.11 -23.66 23.26 28.82 -22.10
17 multin_zz1000_71001_barra_btop_botG -45.34 -84.06 -58.19 -37.31 -58.19 -35.74 11.17 16.73 -34.18
18 multin_zz1000_71001_barra_liquidity_topG -63.17 -101.90 -76.02 -55.14 -76.02 -53.58 -6.66 -1.10 -52.01
19 multin_zz1000_71001_barra_residualvolatility_topG -87.79 -126.52 -100.65 -79.76 -100.65 -78.20 -31.28 -25.72 -76.64