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_20260226_151546
0 multin_zz1000_71001_barra_beta_topG 52.58 92.30 131.30 145.94 131.31 117.41 140.10 194.37 160.33
1 multin_zz1000_71001_barra_momentum_topG 34.48 74.19 113.20 127.83 113.20 99.30 121.99 176.26 142.22
2 multin_zz1000_71001_barra_btop_botG 7.03 46.75 85.75 100.39 85.75 71.86 94.55 148.82 114.78
3 multin_zz1000_71001_barra_liquidity_topG -7.84 31.88 70.88 85.52 70.89 56.99 79.68 133.95 99.91
4 multin_zz1000_71001_barra_residualvolatility_botG -20.31 19.41 58.41 73.05 58.41 44.52 67.20 121.48 87.44
5 multin_zz1000_71001_barra_growth_topG -24.69 15.03 54.03 68.67 54.03 40.14 62.83 117.10 83.06
6 multin_zz1000_71001_barra_nonlinearsize_topG -25.05 14.67 53.67 68.31 53.67 39.78 62.46 116.73 82.70
7 multin_zz1000_71001_barra_size_topG -46.15 -6.43 32.57 47.21 32.57 18.68 41.37 95.64 61.60
8 multin_zz1000_71001_barra_leverage_botG -62.32 -22.60 16.40 31.04 16.41 2.51 25.20 79.47 45.43
9 multin_zz1000_71001_barra_growth_botG -64.68 -24.96 14.04 28.68 14.05 0.15 22.84 77.11 43.07
10 multin_zz1000_71001_barra_residualvolatility_topG -68.13 -28.41 10.59 25.23 10.60 -3.30 19.39 73.66 39.62
11 multin_zz1000_71001_barra_earningsyield_topG -68.33 -28.61 10.39 25.03 10.39 -3.50 19.19 73.46 39.42
12 multin_zz1000_71001_barra_earningsyield_botG -72.74 -33.02 5.98 20.61 5.98 -7.91 14.77 69.04 35.00
13 multin_zz1000_71001_barra_liquidity_botG -79.77 -40.06 -1.05 13.58 -1.05 -14.95 7.74 62.01 27.97
14 multin_zz1000_71001_barra_leverage_topG -89.35 -49.63 -10.63 4.01 -10.63 -24.52 -1.84 52.43 18.40
15 multin_zz1000_71001_barra_btop_topG -103.93 -64.21 -25.20 -10.57 -25.20 -39.10 -16.41 37.86 3.82
16 multin_zz1000_71001_barra_size_botG -104.36 -64.64 -25.64 -11.01 -25.64 -39.53 -16.85 37.42 3.38
17 multin_zz1000_71001_barra_nonlinearsize_botG -104.36 -64.64 -25.64 -11.01 -25.64 -39.53 -16.85 37.42 3.38
18 multin_zz1000_71001_barra_beta_botG -110.54 -70.82 -31.82 -17.18 -31.82 -45.71 -23.02 31.25 -2.79
19 multin_zz1000_71001_barra_momentum_botG -127.70 -87.98 -48.98 -34.34 -48.98 -62.87 -40.18 14.09 -19.95