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_20260205_151530
0 multin_zz1000_71001_barra_beta_botG 195.60 209.97 31.80 91.29 31.80 69.98 289.67 305.62 331.90
1 multin_zz1000_71001_barra_liquidity_botG 164.55 178.92 0.75 60.24 0.75 38.94 258.62 274.57 300.86
2 multin_zz1000_71001_barra_leverage_botG 144.57 158.94 -19.24 40.25 -19.24 18.95 238.63 254.58 280.87
3 multin_zz1000_71001_barra_earningsyield_topG 139.79 154.16 -24.01 35.48 -24.01 14.18 233.86 249.81 276.10
4 multin_zz1000_71001_barra_momentum_botG 128.84 143.21 -34.96 24.53 -34.96 3.23 222.91 238.86 265.15
5 multin_zz1000_71001_barra_btop_topG 118.35 132.72 -45.45 14.04 -45.45 -7.27 212.42 228.37 254.65
6 multin_zz1000_71001_barra_nonlinearsize_botG 110.51 124.88 -53.29 6.20 -53.29 -15.10 204.58 220.53 246.82
7 multin_zz1000_71001_barra_size_botG 110.51 124.88 -53.29 6.20 -53.29 -15.10 204.58 220.53 246.82
8 multin_zz1000_71001_barra_growth_botG 104.74 119.11 -59.06 0.43 -59.06 -20.87 198.81 214.76 241.05
9 multin_zz1000_71001_barra_residualvolatility_botG 90.75 105.12 -73.05 -13.56 -73.05 -34.87 184.82 200.77 227.05
10 multin_zz1000_71001_barra_leverage_topG 75.98 90.35 -87.82 -28.33 -87.82 -49.64 170.05 186.00 212.28
11 multin_zz1000_71001_barra_earningsyield_botG 57.36 71.73 -106.44 -46.95 -106.44 -68.26 151.43 167.38 193.67
12 multin_zz1000_71001_barra_residualvolatility_topG 55.18 69.55 -108.63 -49.14 -108.63 -70.44 149.25 165.19 191.48
13 multin_zz1000_71001_barra_btop_botG 52.35 66.72 -111.45 -51.96 -111.45 -73.27 146.42 162.37 188.66
14 multin_zz1000_71001_barra_nonlinearsize_topG 42.29 56.66 -121.51 -62.02 -121.51 -83.33 136.36 152.31 178.60
15 multin_zz1000_71001_barra_size_topG 36.59 50.96 -127.22 -67.72 -127.22 -89.03 130.66 146.61 172.89
16 multin_zz1000_71001_barra_growth_topG 34.79 49.16 -129.02 -69.53 -129.02 -90.83 128.86 144.80 171.09
17 multin_zz1000_71001_barra_liquidity_topG 15.56 29.93 -148.25 -88.76 -148.25 -110.06 109.62 125.57 151.86
18 multin_zz1000_71001_barra_momentum_topG -6.65 7.72 -170.46 -110.97 -170.46 -132.27 87.41 103.36 129.65
19 multin_zz1000_71001_barra_beta_topG -63.60 -49.23 -227.40 -167.91 -227.40 -189.22 30.47 46.42 72.70