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_20260114_151520
0 multin_zz1000_71001_barra_beta_topG 121.22 82.20 186.04 227.36 186.04 107.43 -12.45 23.06 38.37
1 multin_zz1000_71001_barra_btop_botG 83.05 44.02 147.87 189.18 147.87 69.26 -50.62 -15.11 0.20
2 multin_zz1000_71001_barra_earningsyield_botG 57.91 18.88 122.73 164.04 122.73 44.12 -75.76 -40.25 -24.94
3 multin_zz1000_71001_barra_liquidity_topG 50.58 11.55 115.40 156.71 115.40 36.78 -83.10 -47.58 -32.27
4 multin_zz1000_71001_barra_growth_topG 31.47 -7.56 96.29 137.60 96.29 17.67 -102.21 -66.70 -51.38
5 multin_zz1000_71001_barra_residualvolatility_topG 30.55 -8.48 95.37 136.68 95.37 16.76 -103.12 -67.61 -52.30
6 multin_zz1000_71001_barra_momentum_topG 19.36 -19.67 84.18 125.49 84.18 5.56 -114.32 -78.81 -63.49
7 multin_zz1000_71001_barra_leverage_botG 18.98 -20.04 83.80 125.12 83.80 5.19 -114.69 -79.18 -63.86
8 multin_zz1000_71001_barra_momentum_botG 12.40 -26.63 77.21 118.53 77.22 -1.40 -121.28 -85.77 -70.45
9 multin_zz1000_71001_barra_growth_botG 7.24 -31.78 72.06 113.38 72.06 -6.55 -126.43 -90.92 -75.60
10 multin_zz1000_71001_barra_size_botG 7.02 -32.00 71.84 113.16 71.84 -6.77 -126.65 -91.14 -75.82
11 multin_zz1000_71001_barra_nonlinearsize_botG 7.02 -32.00 71.84 113.16 71.84 -6.77 -126.65 -91.14 -75.82
12 multin_zz1000_71001_barra_residualvolatility_botG -2.41 -41.44 62.41 103.72 62.41 -16.21 -136.08 -100.57 -85.26
13 multin_zz1000_71001_barra_nonlinearsize_topG -21.08 -60.11 43.74 85.05 43.74 -34.87 -154.75 -119.24 -103.93
14 multin_zz1000_71001_barra_size_topG -36.66 -75.68 28.16 69.48 28.16 -50.45 -170.33 -134.82 -119.51
15 multin_zz1000_71001_barra_leverage_topG -53.98 -93.01 10.84 52.15 10.84 -67.78 -187.66 -152.14 -136.83
16 multin_zz1000_71001_barra_liquidity_botG -56.27 -95.29 8.55 49.87 8.55 -70.06 -189.94 -154.43 -139.12
17 multin_zz1000_71001_barra_earningsyield_topG -84.43 -123.46 -19.61 21.70 -19.61 -98.23 -218.11 -182.60 -167.28
18 multin_zz1000_71001_barra_beta_botG -89.55 -128.58 -24.73 16.58 -24.73 -103.35 -223.23 -187.72 -172.40
19 multin_zz1000_71001_barra_btop_topG -91.39 -130.41 -26.57 14.75 -26.57 -105.18 -225.06 -189.55 -174.24