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_20260302_151527
0 multin_zz1000_71001_barra_size_topG 113.08 13.15 18.59 -22.18 18.60 288.28 540.71 448.48 542.24
1 multin_zz1000_71001_barra_momentum_topG 65.78 -34.14 -28.70 -69.47 -28.70 240.99 493.42 401.19 494.95
2 multin_zz1000_71001_barra_earningsyield_topG 53.41 -46.52 -41.07 -81.85 -41.07 228.61 481.04 388.81 482.57
3 multin_zz1000_71001_barra_btop_topG 23.19 -76.74 -71.29 -112.06 -71.29 198.39 450.83 358.59 452.35
4 multin_zz1000_71001_barra_nonlinearsize_topG 22.42 -77.50 -72.06 -112.83 -72.06 197.62 450.06 357.83 451.59
5 multin_zz1000_71001_barra_beta_topG 15.46 -84.46 -79.02 -119.79 -79.02 190.66 443.10 350.87 444.63
6 multin_zz1000_71001_barra_liquidity_topG -18.17 -118.10 -112.65 -153.42 -112.65 157.03 409.47 317.24 410.99
7 multin_zz1000_71001_barra_btop_botG -20.74 -120.67 -115.22 -155.99 -115.22 154.46 406.90 314.67 408.42
8 multin_zz1000_71001_barra_beta_botG -34.27 -134.20 -128.76 -169.53 -128.75 140.93 393.36 301.13 394.89
9 multin_zz1000_71001_barra_leverage_topG -36.04 -135.96 -130.52 -171.29 -130.52 139.17 391.60 299.37 393.13
10 multin_zz1000_71001_barra_residualvolatility_topG -43.07 -143.00 -137.55 -178.32 -137.55 132.13 384.57 292.34 386.09
11 multin_zz1000_71001_barra_liquidity_botG -61.89 -161.82 -156.37 -197.14 -156.37 113.31 365.75 273.52 367.28
12 multin_zz1000_71001_barra_growth_topG -74.63 -174.56 -169.11 -209.88 -169.11 100.57 353.01 260.77 354.53
13 multin_zz1000_71001_barra_earningsyield_botG -91.54 -191.47 -186.02 -226.79 -186.02 83.66 336.10 243.87 337.62
14 multin_zz1000_71001_barra_leverage_botG -94.30 -194.22 -188.78 -229.55 -188.78 80.90 333.34 241.11 334.87
15 multin_zz1000_71001_barra_growth_botG -107.02 -206.95 -201.50 -242.28 -201.50 68.18 320.61 228.38 322.14
16 multin_zz1000_71001_barra_momentum_botG -113.54 -213.47 -208.02 -248.79 -208.02 61.66 314.10 221.87 315.62
17 multin_zz1000_71001_barra_residualvolatility_botG -120.72 -220.64 -215.20 -255.97 -215.20 54.49 306.92 214.69 308.45
18 multin_zz1000_71001_barra_nonlinearsize_botG -190.76 -290.69 -285.24 -326.01 -285.24 -15.56 236.88 144.64 238.40
19 multin_zz1000_71001_barra_size_botG -190.76 -290.69 -285.24 -326.01 -285.24 -15.56 236.88 144.64 238.40