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_20260213_151540
0 multin_zz1000_71001_barra_nonlinearsize_botG 122.08 140.58 -3.78 115.67 -3.78 5.47 39.03 44.27 18.11
1 multin_zz1000_71001_barra_size_botG 122.08 140.58 -3.78 115.67 -3.78 5.47 39.03 44.27 18.11
2 multin_zz1000_71001_barra_earningsyield_botG 94.18 112.69 -31.67 87.78 -31.67 -22.43 11.14 16.38 -9.78
3 multin_zz1000_71001_barra_growth_botG 93.19 111.70 -32.66 86.78 -32.66 -23.42 10.15 15.38 -10.78
4 multin_zz1000_71001_barra_btop_botG 86.82 105.33 -39.03 80.42 -39.03 -29.79 3.78 9.02 -17.14
5 multin_zz1000_71001_barra_leverage_botG 83.92 102.43 -41.93 77.51 -41.93 -32.69 0.88 6.11 -20.05
6 multin_zz1000_71001_barra_growth_topG 73.09 91.60 -52.76 66.68 -52.76 -43.52 -9.95 -4.71 -30.87
7 multin_zz1000_71001_barra_residualvolatility_botG 71.94 90.45 -53.91 65.53 -53.91 -44.67 -11.10 -5.86 -32.02
8 multin_zz1000_71001_barra_liquidity_botG 63.76 82.27 -62.09 57.35 -62.09 -52.85 -19.28 -14.05 -40.21
9 multin_zz1000_71001_barra_beta_botG 63.68 82.19 -62.17 57.27 -62.17 -52.93 -19.36 -14.13 -40.29
10 multin_zz1000_71001_barra_momentum_topG 54.25 72.76 -71.60 47.85 -71.60 -62.36 -28.79 -23.55 -49.71
11 multin_zz1000_71001_barra_momentum_botG 49.53 68.04 -76.32 43.13 -76.32 -67.08 -33.51 -28.27 -54.43
12 multin_zz1000_71001_barra_leverage_topG 34.24 52.75 -91.61 27.83 -91.62 -82.37 -48.81 -43.57 -69.73
13 multin_zz1000_71001_barra_residualvolatility_topG 33.69 52.19 -92.17 27.28 -92.17 -82.93 -49.36 -44.12 -70.28
14 multin_zz1000_71001_barra_liquidity_topG 33.37 51.87 -92.48 26.96 -92.49 -83.24 -49.68 -44.44 -70.60
15 multin_zz1000_71001_barra_beta_topG 21.27 39.78 -104.58 14.86 -104.58 -95.34 -61.77 -56.53 -82.69
16 multin_zz1000_71001_barra_nonlinearsize_topG 16.08 34.59 -109.77 9.68 -109.77 -100.53 -66.96 -61.72 -87.88
17 multin_zz1000_71001_barra_btop_topG 15.13 33.64 -110.72 8.72 -110.72 -101.48 -67.91 -62.68 -88.84
18 multin_zz1000_71001_barra_size_topG 5.96 24.47 -119.89 -0.45 -119.90 -110.65 -77.08 -71.85 -98.01
19 multin_zz1000_71001_barra_earningsyield_topG -0.65 17.86 -126.50 -7.06 -126.50 -117.26 -83.69 -78.46 -104.62