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_20260206_151604
0 multin_zz1000_71001_barra_nonlinearsize_botG 74.97 50.36 61.75 114.75 61.75 -2.47 -35.41 -34.85 -39.97
1 multin_zz1000_71001_barra_size_botG 74.97 50.36 61.75 114.75 61.75 -2.47 -35.41 -34.85 -39.97
2 multin_zz1000_71001_barra_growth_topG 48.44 23.83 35.22 88.22 35.22 -29.00 -61.94 -61.38 -66.50
3 multin_zz1000_71001_barra_leverage_topG 43.96 19.36 30.75 83.75 30.75 -33.47 -66.41 -65.85 -70.97
4 multin_zz1000_71001_barra_momentum_topG 38.70 14.09 25.48 78.48 25.48 -38.74 -71.68 -71.12 -76.24
5 multin_zz1000_71001_barra_growth_botG 37.71 13.10 24.49 77.49 24.49 -39.73 -72.67 -72.11 -77.23
6 multin_zz1000_71001_barra_momentum_botG 32.44 7.83 19.22 72.23 19.22 -44.99 -77.94 -77.38 -82.50
7 multin_zz1000_71001_barra_liquidity_topG 30.01 5.40 16.79 69.80 16.79 -47.42 -80.37 -79.80 -84.93
8 multin_zz1000_71001_barra_residualvolatility_topG 27.92 3.32 14.71 67.71 14.71 -49.51 -82.45 -81.89 -87.01
9 multin_zz1000_71001_barra_residualvolatility_botG 26.97 2.37 13.76 66.76 13.76 -50.46 -83.40 -82.84 -87.96
10 multin_zz1000_71001_barra_liquidity_botG 24.80 0.19 11.58 64.58 11.58 -52.64 -85.58 -85.02 -90.14
11 multin_zz1000_71001_barra_earningsyield_botG 15.98 -8.63 2.76 55.77 2.76 -61.45 -94.40 -93.84 -98.96
12 multin_zz1000_71001_barra_btop_topG 15.59 -9.01 2.38 55.38 2.38 -61.84 -94.78 -94.22 -99.34
13 multin_zz1000_71001_barra_earningsyield_topG 13.93 -10.68 0.71 53.71 0.71 -63.50 -96.45 -95.89 -101.01
14 multin_zz1000_71001_barra_leverage_botG 11.04 -13.56 -2.17 50.83 -2.17 -66.39 -99.33 -98.77 -103.89
15 multin_zz1000_71001_barra_beta_topG 4.61 -20.00 -8.61 44.39 -8.61 -72.83 -105.77 -105.21 -110.33
16 multin_zz1000_71001_barra_nonlinearsize_topG 1.01 -23.59 -12.20 40.80 -12.20 -76.42 -109.36 -108.80 -113.92
17 multin_zz1000_71001_barra_size_topG 0.50 -24.10 -12.71 40.29 -12.71 -76.93 -109.87 -109.31 -114.43
18 multin_zz1000_71001_barra_btop_botG -2.10 -26.71 -15.32 37.69 -15.32 -79.53 -112.48 -111.92 -117.04
19 multin_zz1000_71001_barra_beta_botG -4.05 -28.66 -17.27 35.73 -17.27 -81.48 -114.43 -113.87 -118.99