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_20260123_201232
0 multin_zz1000_71001_barra_residualvolatility_topG 100.80 55.55 292.14 342.66 292.14 173.41 40.62 -54.89 -79.55
1 multin_zz1000_71001_barra_liquidity_topG 71.24 25.98 262.58 313.10 262.58 143.85 11.06 -84.45 -109.11
2 multin_zz1000_71001_barra_beta_topG 59.23 13.98 250.58 301.09 250.58 131.84 -0.94 -96.45 -121.11
3 multin_zz1000_71001_barra_earningsyield_botG 21.72 -23.54 213.06 263.57 213.06 94.33 -38.46 -133.97 -158.63
4 multin_zz1000_71001_barra_nonlinearsize_topG 13.76 -31.49 205.11 255.62 205.11 86.37 -46.41 -141.92 -166.58
5 multin_zz1000_71001_barra_momentum_topG 4.73 -40.52 196.07 246.59 196.07 77.34 -55.45 -150.96 -175.62
6 multin_zz1000_71001_barra_growth_topG -11.20 -56.45 180.15 230.66 180.15 61.41 -71.38 -166.88 -191.54
7 multin_zz1000_71001_barra_btop_botG -24.74 -69.99 166.61 217.12 166.61 47.87 -84.92 -180.43 -205.08
8 multin_zz1000_71001_barra_leverage_topG -29.46 -74.72 161.88 212.40 161.88 43.15 -89.64 -185.15 -209.81
9 multin_zz1000_71001_barra_momentum_botG -29.53 -74.78 161.81 212.33 161.81 43.08 -89.71 -185.22 -209.88
10 multin_zz1000_71001_barra_growth_botG -47.74 -92.99 143.61 194.12 143.61 24.87 -107.92 -203.43 -228.08
11 multin_zz1000_71001_barra_residualvolatility_botG -65.54 -110.79 125.81 176.32 125.81 7.07 -125.72 -221.22 -245.88
12 multin_zz1000_71001_barra_size_topG -82.27 -127.53 109.07 159.59 109.07 -9.66 -142.45 -237.96 -262.62
13 multin_zz1000_71001_barra_leverage_botG -84.12 -129.37 107.22 157.74 107.23 -11.51 -144.30 -239.81 -264.46
14 multin_zz1000_71001_barra_nonlinearsize_botG -89.15 -134.41 102.19 152.70 102.19 -16.54 -149.33 -244.84 -269.50
15 multin_zz1000_71001_barra_size_botG -89.15 -134.41 102.19 152.70 102.19 -16.54 -149.33 -244.84 -269.50
16 multin_zz1000_71001_barra_btop_topG -105.11 -150.37 86.23 136.74 86.23 -32.50 -165.29 -260.80 -285.46
17 multin_zz1000_71001_barra_liquidity_botG -129.44 -174.70 61.90 112.42 61.90 -56.83 -189.62 -285.13 -309.79
18 multin_zz1000_71001_barra_earningsyield_topG -130.41 -175.66 60.93 111.45 60.93 -57.80 -190.59 -286.10 -310.76
19 multin_zz1000_71001_barra_beta_botG -154.38 -199.63 36.96 87.48 36.97 -81.77 -214.56 -310.07 -334.73