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_20260305_175825
0 multin_zz1000_71001_barra_residualvolatility_botG 59.66 80.33 156.12 56.13 156.11 29.33 -21.99 -12.31 -3.06
1 multin_zz1000_71001_barra_earningsyield_botG 58.31 78.97 154.76 54.77 154.76 27.97 -23.35 -13.66 -4.41
2 multin_zz1000_71001_barra_growth_botG 51.49 72.15 147.94 47.95 147.94 21.15 -30.17 -20.49 -11.24
3 multin_zz1000_71001_barra_momentum_topG 49.00 69.67 145.46 45.47 145.45 18.67 -32.65 -22.97 -13.72
4 multin_zz1000_71001_barra_beta_topG 43.48 64.15 139.93 39.95 139.93 13.14 -38.17 -28.49 -19.24
5 multin_zz1000_71001_barra_btop_botG 29.86 50.52 126.31 26.32 126.31 -0.48 -51.80 -42.12 -32.87
6 multin_zz1000_71001_barra_nonlinearsize_botG 21.67 42.34 118.13 18.14 118.12 -8.66 -59.98 -50.30 -41.05
7 multin_zz1000_71001_barra_size_botG 21.67 42.34 118.13 18.14 118.12 -8.66 -59.98 -50.30 -41.05
8 multin_zz1000_71001_barra_leverage_botG 20.00 40.66 116.45 16.46 116.45 -10.34 -61.66 -51.98 -42.73
9 multin_zz1000_71001_barra_liquidity_topG 13.88 34.54 110.33 10.34 110.33 -16.46 -67.78 -58.10 -48.85
10 multin_zz1000_71001_barra_liquidity_botG 13.44 34.10 109.89 9.90 109.89 -16.90 -68.22 -58.54 -49.28
11 multin_zz1000_71001_barra_leverage_topG 6.39 27.05 102.84 2.85 102.84 -23.95 -75.27 -65.59 -56.33
12 multin_zz1000_71001_barra_growth_topG -0.49 20.18 95.96 -4.03 95.96 -30.83 -82.14 -72.46 -63.21
13 multin_zz1000_71001_barra_nonlinearsize_topG -7.86 12.81 88.59 -11.39 88.59 -38.20 -89.51 -79.83 -70.58
14 multin_zz1000_71001_barra_btop_topG -9.30 11.36 87.15 -12.84 87.15 -39.64 -90.96 -81.28 -72.02
15 multin_zz1000_71001_barra_size_topG -11.35 9.32 85.10 -14.88 85.10 -41.69 -93.00 -83.32 -74.07
16 multin_zz1000_71001_barra_residualvolatility_topG -25.70 -5.03 70.76 -29.23 70.75 -56.03 -107.35 -97.67 -88.42
17 multin_zz1000_71001_barra_earningsyield_topG -26.57 -5.91 69.88 -30.11 69.88 -56.91 -108.23 -98.54 -89.29
18 multin_zz1000_71001_barra_momentum_botG -26.76 -6.10 69.69 -30.30 69.69 -57.10 -108.42 -98.74 -89.48
19 multin_zz1000_71001_barra_beta_botG -83.56 -62.90 12.89 -87.10 12.89 -113.90 -165.22 -155.54 -146.28