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_20260227_194600
0 multin_zz1000_71001_barra_leverage_topG 45.36 18.11 127.70 150.91 127.70 77.61 210.60 225.03 237.14
1 multin_zz1000_71001_barra_btop_topG 24.27 -2.98 106.61 129.82 106.61 56.52 189.51 203.94 216.05
2 multin_zz1000_71001_barra_nonlinearsize_topG 21.49 -5.76 103.83 127.04 103.83 53.74 186.73 201.16 213.27
3 multin_zz1000_71001_barra_residualvolatility_topG 19.28 -7.97 101.61 124.83 101.62 51.52 184.52 198.95 211.06
4 multin_zz1000_71001_barra_beta_topG 16.94 -10.31 99.27 122.49 99.27 49.18 182.18 196.60 208.72
5 multin_zz1000_71001_barra_liquidity_topG 15.80 -11.45 98.13 121.35 98.13 48.04 181.03 195.46 207.58
6 multin_zz1000_71001_barra_earningsyield_botG 11.73 -15.52 94.06 117.28 94.07 43.97 176.97 191.39 203.51
7 multin_zz1000_71001_barra_growth_botG 2.65 -24.60 84.98 108.20 84.98 34.89 167.89 182.31 194.43
8 multin_zz1000_71001_barra_earningsyield_topG -1.08 -28.33 81.25 104.47 81.25 31.16 164.16 178.58 190.70
9 multin_zz1000_71001_barra_momentum_topG -9.89 -37.15 72.44 95.66 72.44 22.35 155.34 169.77 181.89
10 multin_zz1000_71001_barra_beta_botG -20.98 -48.23 61.35 84.57 61.36 11.26 144.26 158.69 170.80
11 multin_zz1000_71001_barra_momentum_botG -23.62 -50.88 58.71 81.93 58.71 8.62 141.61 156.04 168.16
12 multin_zz1000_71001_barra_btop_botG -29.24 -56.49 53.09 76.31 53.09 3.00 136.00 150.42 162.54
13 multin_zz1000_71001_barra_size_topG -31.74 -58.99 50.59 73.81 50.59 0.50 133.50 147.92 160.04
14 multin_zz1000_71001_barra_leverage_botG -33.89 -61.14 48.45 71.66 48.45 -1.65 131.35 145.78 157.89
15 multin_zz1000_71001_barra_growth_topG -34.55 -61.80 47.79 71.00 47.79 -2.31 130.69 145.12 157.23
16 multin_zz1000_71001_barra_liquidity_botG -40.56 -67.81 41.77 64.99 41.77 -8.32 124.68 139.10 151.22
17 multin_zz1000_71001_barra_residualvolatility_botG -45.24 -72.49 37.09 60.31 37.09 -13.00 120.00 134.42 146.54
18 multin_zz1000_71001_barra_nonlinearsize_botG -50.73 -77.99 31.60 54.82 31.60 -18.49 114.50 128.93 141.05
19 multin_zz1000_71001_barra_size_botG -50.73 -77.99 31.60 54.82 31.60 -18.49 114.50 128.93 141.05