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_20260224_151514
0 multin_zz1000_71001_barra_leverage_topG 69.21 72.56 188.97 81.61 188.98 18.92 -119.29 -113.95 -76.83
1 multin_zz1000_71001_barra_nonlinearsize_botG 60.41 63.75 180.17 72.81 180.17 10.12 -128.09 -122.75 -85.64
2 multin_zz1000_71001_barra_size_botG 60.41 63.75 180.17 72.81 180.17 10.12 -128.09 -122.75 -85.64
3 multin_zz1000_71001_barra_btop_topG 52.42 55.77 172.18 64.82 172.19 2.13 -136.08 -130.74 -93.62
4 multin_zz1000_71001_barra_earningsyield_topG 33.45 36.80 153.21 45.85 153.21 -16.84 -155.05 -149.71 -112.60
5 multin_zz1000_71001_barra_liquidity_topG 25.14 28.49 144.90 37.54 144.91 -25.15 -163.36 -158.02 -120.90
6 multin_zz1000_71001_barra_residualvolatility_topG 12.71 16.06 132.47 25.11 132.48 -37.58 -175.79 -170.45 -133.33
7 multin_zz1000_71001_barra_growth_botG 10.49 13.84 130.26 22.89 130.26 -39.80 -178.01 -172.67 -135.55
8 multin_zz1000_71001_barra_liquidity_botG 8.90 12.25 128.67 21.30 128.67 -41.39 -179.60 -174.26 -137.14
9 multin_zz1000_71001_barra_momentum_botG 6.96 10.31 126.73 19.36 126.73 -43.33 -181.54 -176.20 -139.08
10 multin_zz1000_71001_barra_residualvolatility_botG 6.88 10.23 126.64 19.28 126.64 -43.41 -181.62 -176.28 -139.17
11 multin_zz1000_71001_barra_size_topG 4.59 7.94 124.35 16.99 124.36 -45.70 -183.91 -178.57 -141.45
12 multin_zz1000_71001_barra_beta_botG -13.37 -10.02 106.39 -0.97 106.39 -63.66 -201.87 -196.53 -159.42
13 multin_zz1000_71001_barra_nonlinearsize_topG -16.98 -13.63 102.78 -4.58 102.79 -67.27 -205.48 -200.14 -163.02
14 multin_zz1000_71001_barra_beta_topG -19.70 -16.36 100.06 -7.30 100.06 -70.00 -208.20 -202.86 -165.75
15 multin_zz1000_71001_barra_growth_topG -20.88 -17.53 98.88 -8.48 98.88 -71.17 -209.38 -204.04 -166.93
16 multin_zz1000_71001_barra_momentum_topG -48.86 -45.51 70.90 -36.46 70.90 -99.15 -237.36 -232.02 -194.91
17 multin_zz1000_71001_barra_leverage_botG -64.53 -61.19 55.23 -52.13 55.23 -114.83 -253.03 -247.69 -210.58
18 multin_zz1000_71001_barra_earningsyield_botG -85.43 -82.08 34.34 -73.03 34.34 -135.72 -273.93 -268.59 -231.47
19 multin_zz1000_71001_barra_btop_botG -89.92 -86.57 29.84 -77.52 29.85 -140.21 -278.42 -273.08 -235.96