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_20260306_152235
0 multin_zz1000_71001_barra_nonlinearsize_botG 136.22 172.21 234.06 202.99 234.06 -2.08 -9.94 63.49 106.65
1 multin_zz1000_71001_barra_size_botG 136.22 172.21 234.06 202.99 234.06 -2.08 -9.94 63.49 106.65
2 multin_zz1000_71001_barra_liquidity_botG 80.65 116.64 178.49 147.42 178.49 -57.65 -65.51 7.92 51.08
3 multin_zz1000_71001_barra_growth_botG 78.90 114.89 176.74 145.67 176.74 -59.40 -67.26 6.17 49.33
4 multin_zz1000_71001_barra_leverage_botG 73.50 109.49 171.34 140.26 171.34 -64.80 -72.66 0.77 43.93
5 multin_zz1000_71001_barra_momentum_botG 71.95 107.94 169.79 138.71 169.79 -66.35 -74.21 -0.78 42.38
6 multin_zz1000_71001_barra_leverage_topG 70.38 106.38 168.22 137.15 168.22 -67.92 -75.78 -2.35 40.81
7 multin_zz1000_71001_barra_beta_botG 67.24 103.23 165.07 134.00 165.07 -71.07 -78.92 -5.50 37.67
8 multin_zz1000_71001_barra_earningsyield_botG 65.09 101.08 162.92 131.85 162.92 -73.22 -81.07 -7.64 35.52
9 multin_zz1000_71001_barra_btop_topG 64.42 100.41 162.25 131.18 162.25 -73.89 -81.74 -8.31 34.85
10 multin_zz1000_71001_barra_residualvolatility_botG 64.32 100.32 162.16 131.09 162.16 -73.98 -81.84 -8.41 34.75
11 multin_zz1000_71001_barra_earningsyield_topG 54.54 90.53 152.38 121.31 152.38 -83.76 -91.62 -18.19 24.97
12 multin_zz1000_71001_barra_growth_topG 31.70 67.70 129.54 98.47 129.54 -106.60 -114.46 -41.03 2.13
13 multin_zz1000_71001_barra_nonlinearsize_topG 10.30 46.30 108.14 77.07 108.14 -128.00 -135.85 -62.43 -19.27
14 multin_zz1000_71001_barra_liquidity_topG -0.33 35.66 97.51 66.44 97.51 -138.63 -146.49 -73.06 -29.90
15 multin_zz1000_71001_barra_btop_botG -6.92 29.07 90.92 59.85 90.92 -145.22 -153.08 -79.65 -36.49
16 multin_zz1000_71001_barra_residualvolatility_topG -8.94 27.05 88.89 57.82 88.89 -147.25 -155.10 -81.68 -38.51
17 multin_zz1000_71001_barra_size_topG -36.10 -0.11 61.73 30.66 61.73 -174.41 -182.26 -108.84 -65.67
18 multin_zz1000_71001_barra_momentum_topG -39.49 -3.49 58.35 27.28 58.35 -177.79 -185.64 -112.22 -69.06
19 multin_zz1000_71001_barra_beta_topG -45.73 -9.74 52.10 21.03 52.10 -184.04 -191.89 -118.46 -75.30