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_20260209_151523
0 multin_zz1000_71001_barra_beta_topG 79.25 102.65 306.99 142.53 306.99 130.98 95.91 133.54 131.72
1 multin_zz1000_71001_barra_liquidity_topG 39.04 62.44 266.78 102.32 266.78 90.77 55.70 93.33 91.51
2 multin_zz1000_71001_barra_earningsyield_botG 26.30 49.70 254.04 89.58 254.04 78.03 42.97 80.59 78.77
3 multin_zz1000_71001_barra_momentum_topG 20.99 44.38 248.72 84.26 248.72 72.71 37.65 75.28 73.45
4 multin_zz1000_71001_barra_btop_botG 10.71 34.11 238.44 73.98 238.44 62.43 27.37 65.00 63.17
5 multin_zz1000_71001_barra_residualvolatility_topG 1.97 25.37 229.71 65.25 229.71 53.70 18.64 56.26 54.44
6 multin_zz1000_71001_barra_nonlinearsize_topG -28.56 -5.16 199.17 34.72 199.18 23.17 -11.90 25.73 23.91
7 multin_zz1000_71001_barra_growth_topG -31.31 -7.91 196.42 31.97 196.43 20.42 -14.65 22.98 21.16
8 multin_zz1000_71001_barra_growth_botG -40.92 -17.52 186.81 22.35 186.81 10.80 -24.26 13.37 11.54
9 multin_zz1000_71001_barra_size_topG -51.23 -27.83 176.50 12.05 176.50 0.49 -34.57 3.06 1.23
10 multin_zz1000_71001_barra_leverage_botG -53.42 -30.02 174.32 9.86 174.32 -1.69 -36.75 0.87 -0.95
11 multin_zz1000_71001_barra_leverage_topG -68.51 -45.11 159.23 -5.23 159.23 -16.78 -51.84 -14.22 -16.04
12 multin_zz1000_71001_barra_residualvolatility_botG -69.62 -46.22 158.11 -6.34 158.12 -17.89 -52.96 -15.33 -17.15
13 multin_zz1000_71001_barra_momentum_botG -79.36 -55.96 148.38 -16.08 148.38 -27.63 -62.69 -25.07 -26.89
14 multin_zz1000_71001_barra_nonlinearsize_botG -81.93 -58.53 145.81 -18.65 145.81 -30.20 -65.26 -27.64 -29.46
15 multin_zz1000_71001_barra_size_botG -81.93 -58.53 145.81 -18.65 145.81 -30.20 -65.26 -27.64 -29.46
16 multin_zz1000_71001_barra_btop_topG -102.77 -79.37 124.96 -39.50 124.96 -51.05 -86.11 -48.48 -50.31
17 multin_zz1000_71001_barra_liquidity_botG -136.34 -112.94 91.40 -73.06 91.40 -84.61 -119.67 -82.05 -83.87
18 multin_zz1000_71001_barra_earningsyield_topG -143.06 -119.66 84.68 -79.78 84.68 -91.33 -126.39 -88.77 -90.59
19 multin_zz1000_71001_barra_beta_botG -160.90 -137.50 66.84 -97.62 66.84 -109.17 -144.23 -106.61 -108.43