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_20260122_151534
0 multin_zz1000_71001_barra_residualvolatility_topG 64.51 86.33 140.16 137.93 140.16 49.87 -121.36 -191.85 -118.91
1 multin_zz1000_71001_barra_liquidity_topG 54.95 76.76 130.59 128.36 130.59 40.31 -130.92 -201.41 -128.47
2 multin_zz1000_71001_barra_size_botG 54.52 76.33 130.16 127.93 130.16 39.88 -131.35 -201.84 -128.91
3 multin_zz1000_71001_barra_nonlinearsize_botG 54.52 76.33 130.16 127.93 130.16 39.88 -131.35 -201.84 -128.91
4 multin_zz1000_71001_barra_leverage_topG 45.88 67.70 121.53 119.30 121.53 31.24 -139.99 -210.48 -137.54
5 multin_zz1000_71001_barra_earningsyield_botG 43.01 64.82 118.65 116.42 118.65 28.37 -142.87 -213.36 -140.42
6 multin_zz1000_71001_barra_btop_topG 35.81 57.63 111.46 109.23 111.46 21.18 -150.06 -220.55 -147.61
7 multin_zz1000_71001_barra_beta_topG 29.46 51.28 105.11 102.88 105.11 14.82 -156.41 -226.90 -153.96
8 multin_zz1000_71001_barra_momentum_topG 20.62 42.43 96.26 94.03 96.26 5.98 -165.25 -235.74 -162.80
9 multin_zz1000_71001_barra_growth_botG 18.80 40.61 94.44 92.21 94.44 4.16 -167.08 -237.57 -164.63
10 multin_zz1000_71001_barra_liquidity_botG 12.21 34.03 87.86 85.63 87.86 -2.43 -173.66 -244.15 -171.21
11 multin_zz1000_71001_barra_momentum_botG 9.44 31.25 85.08 82.85 85.08 -5.20 -176.43 -246.92 -173.99
12 multin_zz1000_71001_barra_nonlinearsize_topG 3.34 25.15 78.98 76.75 78.98 -11.30 -182.54 -253.02 -180.09
13 multin_zz1000_71001_barra_growth_topG 2.30 24.12 77.95 75.72 77.95 -12.34 -183.57 -254.06 -181.12
14 multin_zz1000_71001_barra_btop_botG 0.19 22.01 75.84 73.61 75.84 -14.45 -185.68 -256.17 -183.23
15 multin_zz1000_71001_barra_residualvolatility_botG -3.25 18.56 72.39 70.16 72.39 -17.89 -189.12 -259.61 -186.67
16 multin_zz1000_71001_barra_beta_botG -10.36 11.45 65.28 63.05 65.28 -25.00 -196.23 -266.72 -193.78
17 multin_zz1000_71001_barra_earningsyield_topG -13.91 7.91 61.74 59.51 61.74 -28.54 -199.78 -270.27 -197.33
18 multin_zz1000_71001_barra_leverage_botG -35.59 -13.78 40.05 37.82 40.05 -50.23 -221.47 -291.96 -219.02
19 multin_zz1000_71001_barra_size_topG -38.03 -16.22 37.61 35.38 37.61 -52.67 -223.90 -294.39 -221.45