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_20260113_151520
0 multin_zz1000_71001_barra_liquidity_botG 192.17 137.90 6.55 69.71 6.55 58.55 6.77 -69.15 7.67
1 multin_zz1000_71001_barra_nonlinearsize_botG 180.01 125.74 -5.60 57.56 -5.60 46.40 -5.38 -81.30 -4.48
2 multin_zz1000_71001_barra_size_botG 180.01 125.74 -5.60 57.56 -5.60 46.40 -5.38 -81.30 -4.48
3 multin_zz1000_71001_barra_earningsyield_topG 164.95 110.68 -20.67 42.50 -20.67 31.33 -20.44 -96.37 -19.54
4 multin_zz1000_71001_barra_btop_topG 139.99 85.72 -45.63 17.54 -45.63 6.37 -45.41 -121.33 -44.50
5 multin_zz1000_71001_barra_beta_botG 132.02 77.75 -53.60 9.57 -53.60 -1.60 -53.38 -129.30 -52.47
6 multin_zz1000_71001_barra_momentum_botG 123.36 69.09 -62.26 0.91 -62.26 -10.26 -62.03 -137.96 -61.13
7 multin_zz1000_71001_barra_residualvolatility_botG 107.67 53.40 -77.95 -14.78 -77.95 -25.95 -77.72 -153.65 -76.82
8 multin_zz1000_71001_barra_leverage_botG 103.13 48.86 -82.49 -19.32 -82.49 -30.49 -82.26 -158.18 -81.36
9 multin_zz1000_71001_barra_leverage_topG 99.24 44.97 -86.37 -23.21 -86.37 -34.38 -86.15 -162.07 -85.25
10 multin_zz1000_71001_barra_size_topG 70.62 16.35 -114.99 -51.83 -114.99 -62.99 -114.77 -190.69 -113.87
11 multin_zz1000_71001_barra_growth_botG 45.81 -8.46 -139.81 -76.64 -139.81 -87.81 -139.59 -215.51 -138.69
12 multin_zz1000_71001_barra_growth_topG 37.99 -16.28 -147.62 -84.46 -147.62 -95.63 -147.40 -223.32 -146.50
13 multin_zz1000_71001_barra_nonlinearsize_topG 35.45 -18.82 -150.16 -87.00 -150.16 -98.17 -149.94 -225.86 -149.04
14 multin_zz1000_71001_barra_earningsyield_botG -12.56 -66.83 -198.17 -135.01 -198.17 -146.18 -197.95 -273.87 -197.05
15 multin_zz1000_71001_barra_momentum_topG -19.02 -73.29 -204.63 -141.47 -204.63 -152.64 -204.41 -280.33 -203.51
16 multin_zz1000_71001_barra_btop_botG -54.57 -108.84 -240.19 -177.02 -240.19 -188.19 -239.96 -315.89 -239.06
17 multin_zz1000_71001_barra_residualvolatility_topG -55.51 -109.78 -241.13 -177.96 -241.13 -189.13 -240.90 -316.83 -240.00
18 multin_zz1000_71001_barra_beta_topG -83.33 -137.60 -268.94 -205.78 -268.95 -216.95 -268.72 -344.64 -267.82
19 multin_zz1000_71001_barra_liquidity_topG -102.23 -156.50 -287.85 -224.68 -287.85 -235.85 -287.62 -363.55 -286.72