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_20260203_151529
0 multin_zz1000_71001_barra_beta_topG 93.82 77.86 388.00 266.23 388.00 192.81 21.80 49.83 80.00
1 multin_zz1000_71001_barra_liquidity_topG 75.39 59.43 369.57 247.80 369.57 174.37 3.36 31.39 61.57
2 multin_zz1000_71001_barra_residualvolatility_topG 53.54 37.58 347.72 225.95 347.72 152.53 -18.48 9.55 39.72
3 multin_zz1000_71001_barra_momentum_topG 48.87 32.91 343.05 221.28 343.05 147.86 -23.15 4.88 35.06
4 multin_zz1000_71001_barra_btop_botG 11.71 -4.25 305.89 184.12 305.89 110.69 -60.31 -32.29 -2.11
5 multin_zz1000_71001_barra_earningsyield_botG 2.82 -13.14 297.00 175.23 297.00 101.81 -69.20 -41.17 -11.00
6 multin_zz1000_71001_barra_nonlinearsize_topG -3.55 -19.51 290.63 168.86 290.63 95.44 -75.57 -47.54 -17.36
7 multin_zz1000_71001_barra_growth_topG -26.12 -42.08 268.06 146.29 268.06 72.86 -98.15 -70.12 -39.94
8 multin_zz1000_71001_barra_size_topG -62.48 -78.45 231.69 109.92 231.69 36.50 -134.51 -106.48 -76.30
9 multin_zz1000_71001_barra_growth_botG -71.24 -87.20 222.94 101.17 222.94 27.75 -143.26 -115.23 -85.05
10 multin_zz1000_71001_barra_leverage_topG -98.06 -114.02 196.12 74.35 196.12 0.93 -170.08 -142.05 -111.87
11 multin_zz1000_71001_barra_leverage_botG -103.66 -119.62 190.52 68.75 190.52 -4.67 -175.68 -147.65 -117.48
12 multin_zz1000_71001_barra_residualvolatility_botG -114.07 -130.03 180.11 58.34 180.11 -15.08 -186.09 -158.06 -127.89
13 multin_zz1000_71001_barra_nonlinearsize_botG -114.18 -130.14 180.00 58.23 180.00 -15.20 -186.20 -158.18 -128.00
14 multin_zz1000_71001_barra_size_botG -114.18 -130.14 180.00 58.23 180.00 -15.20 -186.20 -158.18 -128.00
15 multin_zz1000_71001_barra_momentum_botG -123.23 -139.19 170.95 49.18 170.94 -24.25 -195.26 -167.23 -137.05
16 multin_zz1000_71001_barra_btop_topG -148.99 -164.95 145.19 23.42 145.19 -50.00 -221.01 -192.98 -162.80
17 multin_zz1000_71001_barra_earningsyield_topG -167.73 -183.69 126.45 4.68 126.45 -68.74 -239.75 -211.72 -181.55
18 multin_zz1000_71001_barra_liquidity_botG -172.42 -188.38 121.75 -0.01 121.75 -73.44 -244.45 -216.42 -186.24
19 multin_zz1000_71001_barra_beta_botG -212.36 -228.32 81.82 -39.95 81.82 -113.37 -284.38 -256.35 -226.17