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_20260210_151521
0 multin_zz1000_71001_barra_btop_botG -10.70 12.81 13.48 -1.97 13.48 11.81 192.02 213.70 208.60
1 multin_zz1000_71001_barra_size_topG -10.95 12.56 13.23 -2.23 13.23 11.56 191.77 213.45 208.35
2 multin_zz1000_71001_barra_residualvolatility_botG -11.03 12.48 13.15 -2.30 13.15 11.48 191.69 213.37 208.27
3 multin_zz1000_71001_barra_momentum_botG -12.87 10.65 11.31 -4.14 11.31 9.64 189.85 211.53 206.44
4 multin_zz1000_71001_barra_earningsyield_botG -14.80 8.71 9.38 -6.07 9.38 7.71 187.92 209.60 204.50
5 multin_zz1000_71001_barra_growth_botG -18.39 5.12 5.79 -9.66 5.79 4.12 184.33 206.01 200.92
6 multin_zz1000_71001_barra_leverage_botG -19.09 4.42 5.09 -10.36 5.09 3.42 183.63 205.31 200.21
7 multin_zz1000_71001_barra_earningsyield_topG -19.20 4.31 4.97 -10.48 4.98 3.31 183.51 205.19 200.10
8 multin_zz1000_71001_barra_nonlinearsize_topG -24.32 -0.81 -0.14 -15.60 -0.14 -1.81 178.40 200.07 194.98
9 multin_zz1000_71001_barra_growth_topG -25.05 -1.54 -0.87 -16.33 -0.87 -2.54 177.67 199.35 194.25
10 multin_zz1000_71001_barra_liquidity_botG -26.80 -3.29 -2.62 -18.07 -2.62 -4.29 175.92 197.60 192.51
11 multin_zz1000_71001_barra_size_botG -42.90 -19.39 -18.72 -34.18 -18.72 -20.39 159.82 181.49 176.40
12 multin_zz1000_71001_barra_nonlinearsize_botG -42.90 -19.39 -18.72 -34.18 -18.72 -20.39 159.82 181.49 176.40
13 multin_zz1000_71001_barra_beta_botG -43.56 -20.05 -19.38 -34.84 -19.38 -21.05 159.15 180.83 175.74
14 multin_zz1000_71001_barra_leverage_topG -47.80 -24.29 -23.62 -39.08 -23.62 -25.29 154.91 176.59 171.50
15 multin_zz1000_71001_barra_btop_topG -49.75 -26.23 -25.57 -41.02 -25.57 -27.23 152.97 174.65 169.56
16 multin_zz1000_71001_barra_momentum_topG -66.10 -42.59 -41.92 -57.37 -41.92 -43.59 136.62 158.30 153.20
17 multin_zz1000_71001_barra_beta_topG -72.50 -48.99 -48.33 -63.78 -48.33 -49.99 130.21 151.89 146.80
18 multin_zz1000_71001_barra_liquidity_topG -81.68 -58.17 -57.51 -72.96 -57.51 -59.17 121.03 142.71 137.62
19 multin_zz1000_71001_barra_residualvolatility_topG -85.77 -62.26 -61.60 -77.05 -61.60 -63.26 116.94 138.62 133.53