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_20260105_151524
0 multin_zz1000_71001_barra_beta_topG 73.90 36.20 282.78 92.56 282.78 130.07 -8.03 14.08 -8.63
1 multin_zz1000_71001_barra_earningsyield_botG 48.47 10.77 257.35 67.13 257.35 104.64 -33.47 -11.36 -34.07
2 multin_zz1000_71001_barra_btop_botG 37.65 -0.05 246.53 56.31 246.53 93.82 -44.28 -22.18 -44.88
3 multin_zz1000_71001_barra_momentum_topG 12.47 -25.23 221.35 31.13 221.35 68.64 -69.46 -47.35 -70.06
4 multin_zz1000_71001_barra_leverage_botG 3.79 -33.91 212.67 22.45 212.67 59.96 -78.14 -56.04 -78.74
5 multin_zz1000_71001_barra_liquidity_topG -0.84 -38.54 208.04 17.82 208.04 55.33 -82.77 -60.66 -83.37
6 multin_zz1000_71001_barra_growth_topG -3.78 -41.48 205.10 14.89 205.10 52.39 -85.71 -63.60 -86.31
7 multin_zz1000_71001_barra_nonlinearsize_topG -18.27 -55.97 190.61 0.39 190.61 37.90 -100.20 -78.10 -100.80
8 multin_zz1000_71001_barra_size_topG -19.58 -57.28 189.30 -0.92 189.30 36.59 -101.51 -79.40 -102.11
9 multin_zz1000_71001_barra_residualvolatility_botG -32.13 -69.83 176.75 -13.47 176.75 24.04 -114.06 -91.96 -114.66
10 multin_zz1000_71001_barra_residualvolatility_topG -50.62 -88.32 158.26 -31.96 158.26 5.54 -132.56 -110.45 -133.16
11 multin_zz1000_71001_barra_momentum_botG -54.10 -91.80 154.78 -35.44 154.78 2.06 -136.04 -113.93 -136.64
12 multin_zz1000_71001_barra_growth_botG -57.76 -95.46 151.12 -39.10 151.12 -1.59 -139.69 -117.59 -140.29
13 multin_zz1000_71001_barra_liquidity_botG -61.86 -99.57 147.02 -43.20 147.02 -5.70 -143.80 -121.69 -144.40
14 multin_zz1000_71001_barra_nonlinearsize_botG -71.64 -109.34 137.24 -52.98 137.24 -15.47 -153.57 -131.46 -154.17
15 multin_zz1000_71001_barra_size_botG -71.64 -109.34 137.24 -52.98 137.24 -15.47 -153.57 -131.46 -154.17
16 multin_zz1000_71001_barra_leverage_topG -103.67 -141.37 105.21 -85.01 105.21 -47.50 -185.60 -163.50 -186.20
17 multin_zz1000_71001_barra_earningsyield_topG -107.19 -144.89 101.69 -88.53 101.69 -51.02 -189.12 -167.01 -189.72
18 multin_zz1000_71001_barra_btop_topG -119.17 -156.87 89.71 -100.51 89.71 -63.00 -201.11 -179.00 -201.71
19 multin_zz1000_71001_barra_beta_botG -130.92 -168.62 77.96 -112.26 77.96 -74.75 -212.86 -190.75 -213.46