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_20260129_151537
0 multin_zz1000_71001_barra_beta_botG 146.36 163.46 68.96 -9.06 68.96 134.22 242.30 239.16 243.09
1 multin_zz1000_71001_barra_momentum_botG 131.17 148.27 53.77 -24.24 53.77 119.03 227.11 223.97 227.90
2 multin_zz1000_71001_barra_btop_topG 130.53 147.63 53.13 -24.88 53.13 118.39 226.47 223.33 227.26
3 multin_zz1000_71001_barra_earningsyield_topG 125.48 142.58 48.08 -29.94 48.08 113.34 221.42 218.28 222.21
4 multin_zz1000_71001_barra_liquidity_botG 101.15 118.25 23.74 -54.27 23.74 89.01 197.09 193.95 197.87
5 multin_zz1000_71001_barra_leverage_topG 85.76 102.86 8.36 -69.66 8.36 73.62 181.70 178.56 182.49
6 multin_zz1000_71001_barra_size_topG 47.88 64.98 -29.53 -107.54 -29.53 35.74 143.82 140.67 144.60
7 multin_zz1000_71001_barra_size_botG 32.82 49.92 -44.58 -122.60 -44.59 20.68 128.76 125.62 129.55
8 multin_zz1000_71001_barra_nonlinearsize_botG 32.82 49.92 -44.59 -122.60 -44.59 20.68 128.76 125.62 129.54
9 multin_zz1000_71001_barra_growth_botG 28.91 46.01 -48.49 -126.51 -48.49 16.77 124.85 121.71 125.64
10 multin_zz1000_71001_barra_leverage_botG 16.92 34.02 -60.49 -138.50 -60.49 4.78 112.85 109.71 113.64
11 multin_zz1000_71001_barra_residualvolatility_topG 13.18 30.27 -64.23 -142.24 -64.23 1.04 109.11 105.97 109.90
12 multin_zz1000_71001_barra_nonlinearsize_topG 3.73 20.83 -73.68 -151.69 -73.68 -8.41 99.66 96.52 100.45
13 multin_zz1000_71001_barra_residualvolatility_botG -3.63 13.46 -81.04 -159.05 -81.04 -15.77 92.30 89.16 93.09
14 multin_zz1000_71001_barra_liquidity_topG -14.58 2.52 -91.98 -170.00 -91.98 -26.72 81.36 78.22 82.15
15 multin_zz1000_71001_barra_earningsyield_botG -22.32 -5.23 -99.73 -177.74 -99.73 -34.46 73.61 70.47 74.40
16 multin_zz1000_71001_barra_growth_topG -23.19 -6.09 -100.60 -178.61 -100.60 -35.33 72.75 69.61 73.53
17 multin_zz1000_71001_barra_btop_botG -67.49 -50.39 -144.89 -222.90 -144.89 -79.63 28.45 25.31 29.24
18 multin_zz1000_71001_barra_beta_topG -84.04 -66.95 -161.45 -239.46 -161.45 -96.18 11.89 8.75 12.68
19 multin_zz1000_71001_barra_momentum_topG -145.46 -128.37 -222.87 -300.88 -222.87 -157.60 -49.53 -52.67 -48.74