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_20260304_151737
0 multin_zz1000_71001_barra_liquidity_topG 118.77 97.77 63.67 176.34 63.67 104.50 257.62 337.36 344.72
1 multin_zz1000_71001_barra_residualvolatility_topG 80.36 59.36 25.26 137.93 25.26 66.09 219.21 298.95 306.31
2 multin_zz1000_71001_barra_momentum_topG 54.90 33.90 -0.20 112.47 -0.20 40.63 193.75 273.49 280.85
3 multin_zz1000_71001_barra_btop_botG 53.44 32.44 -1.66 111.01 -1.66 39.17 192.29 272.03 279.39
4 multin_zz1000_71001_barra_beta_topG 39.47 18.47 -15.63 97.05 -15.63 25.20 178.32 258.06 265.42
5 multin_zz1000_71001_barra_growth_topG 7.63 -13.38 -47.48 65.20 -47.48 -6.65 146.48 226.22 233.57
6 multin_zz1000_71001_barra_growth_botG 1.21 -19.79 -53.89 58.79 -53.89 -13.06 140.07 219.81 227.16
7 multin_zz1000_71001_barra_earningsyield_botG -0.56 -21.56 -55.66 57.01 -55.66 -14.83 138.29 218.03 225.39
8 multin_zz1000_71001_barra_nonlinearsize_topG -3.76 -24.76 -58.86 53.81 -58.86 -18.03 135.09 214.83 222.19
9 multin_zz1000_71001_barra_leverage_botG -4.47 -25.47 -59.57 53.11 -59.57 -18.74 134.38 214.12 221.48
10 multin_zz1000_71001_barra_size_topG -9.54 -30.54 -64.64 48.03 -64.64 -23.81 129.31 209.05 216.41
11 multin_zz1000_71001_barra_beta_botG -21.43 -42.43 -76.53 36.15 -76.53 -35.70 117.42 197.16 204.52
12 multin_zz1000_71001_barra_leverage_topG -24.72 -45.72 -79.82 32.85 -79.82 -38.99 114.13 193.87 201.23
13 multin_zz1000_71001_barra_size_botG -29.99 -50.99 -85.09 27.59 -85.09 -44.26 108.86 188.60 195.96
14 multin_zz1000_71001_barra_nonlinearsize_botG -29.99 -50.99 -85.09 27.59 -85.09 -44.26 108.86 188.60 195.96
15 multin_zz1000_71001_barra_momentum_botG -47.45 -68.45 -102.55 10.13 -102.55 -61.72 91.40 171.14 178.50
16 multin_zz1000_71001_barra_residualvolatility_botG -64.83 -85.83 -119.93 -7.25 -119.93 -79.10 74.02 153.76 161.12
17 multin_zz1000_71001_barra_btop_topG -71.16 -92.16 -126.26 -13.59 -126.26 -85.43 67.69 147.43 154.79
18 multin_zz1000_71001_barra_earningsyield_topG -75.77 -96.77 -130.87 -18.20 -130.87 -90.05 63.08 142.82 150.18
19 multin_zz1000_71001_barra_liquidity_botG -99.79 -120.79 -154.89 -42.21 -154.89 -114.06 39.06 118.80 126.16