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_20260130_151534
0 multin_zz1000_71001_barra_nonlinearsize_botG 138.15 216.51 47.86 143.50 47.86 -7.60 86.23 189.22 201.36
1 multin_zz1000_71001_barra_size_botG 138.15 216.51 47.86 143.50 47.86 -7.60 86.23 189.22 201.36
2 multin_zz1000_71001_barra_beta_botG 104.94 183.30 14.65 110.29 14.65 -40.81 53.02 156.01 168.15
3 multin_zz1000_71001_barra_liquidity_botG 97.91 176.27 7.62 103.26 7.62 -47.84 45.99 148.98 161.12
4 multin_zz1000_71001_barra_momentum_topG 91.52 169.89 1.23 96.87 1.23 -54.23 39.61 142.59 154.73
5 multin_zz1000_71001_barra_growth_topG 82.43 160.79 -7.86 87.78 -7.86 -63.32 30.51 133.50 145.64
6 multin_zz1000_71001_barra_leverage_botG 79.49 157.86 -10.80 84.84 -10.80 -66.26 27.58 130.57 142.70
7 multin_zz1000_71001_barra_btop_botG 74.26 152.62 -16.03 79.61 -16.03 -71.49 22.34 125.33 137.47
8 multin_zz1000_71001_barra_residualvolatility_botG 70.61 148.98 -19.68 75.96 -19.68 -75.14 18.70 121.68 133.82
9 multin_zz1000_71001_barra_growth_botG 61.73 140.10 -28.56 67.08 -28.56 -84.02 9.82 112.80 124.94
10 multin_zz1000_71001_barra_earningsyield_topG 48.72 127.09 -41.57 54.07 -41.57 -97.02 -3.19 99.80 111.93
11 multin_zz1000_71001_barra_beta_topG 41.97 120.34 -48.32 47.32 -48.32 -103.78 -9.94 93.04 105.18
12 multin_zz1000_71001_barra_leverage_topG 40.40 118.77 -49.89 45.75 -49.89 -105.35 -11.51 91.47 103.61
13 multin_zz1000_71001_barra_earningsyield_botG 36.44 114.80 -53.85 41.79 -53.85 -109.31 -15.48 87.51 99.65
14 multin_zz1000_71001_barra_residualvolatility_topG 31.99 110.35 -58.30 37.34 -58.30 -113.76 -19.93 83.06 95.20
15 multin_zz1000_71001_barra_btop_topG 30.75 109.12 -59.54 36.10 -59.54 -114.99 -21.16 81.83 93.96
16 multin_zz1000_71001_barra_liquidity_topG 23.10 101.47 -67.19 28.45 -67.19 -122.65 -28.81 74.17 86.31
17 multin_zz1000_71001_barra_momentum_botG 17.14 95.51 -73.15 22.49 -73.15 -128.61 -34.77 68.21 80.35
18 multin_zz1000_71001_barra_nonlinearsize_topG -3.55 74.82 -93.84 1.80 -93.84 -149.30 -55.46 47.52 59.66
19 multin_zz1000_71001_barra_size_topG -37.17 41.20 -127.46 -31.82 -127.46 -182.91 -89.08 13.91 26.04