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_20260309_151534
0 multin_zz1000_71001_barra_liquidity_topG 24.44 66.02 -32.94 63.78 -32.94 54.50 203.24 301.96 279.26
1 multin_zz1000_71001_barra_leverage_topG 20.84 62.41 -36.54 60.18 -36.54 50.89 199.64 298.35 275.66
2 multin_zz1000_71001_barra_earningsyield_botG 8.33 49.91 -49.05 47.67 -49.05 38.39 187.13 285.85 263.15
3 multin_zz1000_71001_barra_residualvolatility_topG 5.41 46.98 -51.97 44.75 -51.97 35.47 184.21 282.92 260.23
4 multin_zz1000_71001_barra_momentum_botG 4.80 46.38 -52.58 44.14 -52.57 34.86 183.60 282.32 259.62
5 multin_zz1000_71001_barra_btop_topG -2.89 38.68 -60.27 36.45 -60.27 27.16 175.91 274.62 251.93
6 multin_zz1000_71001_barra_growth_botG -3.32 38.25 -60.70 36.02 -60.70 26.73 175.48 274.19 251.50
7 multin_zz1000_71001_barra_beta_botG -7.87 33.71 -65.25 31.47 -65.25 22.19 170.93 269.64 246.95
8 multin_zz1000_71001_barra_nonlinearsize_topG -8.14 33.44 -65.52 31.20 -65.52 21.92 170.66 269.38 246.68
9 multin_zz1000_71001_barra_growth_topG -20.95 20.62 -78.33 18.39 -78.33 9.10 157.85 256.56 233.87
10 multin_zz1000_71001_barra_residualvolatility_botG -23.63 17.94 -81.01 15.71 -81.01 6.43 155.17 253.88 231.19
11 multin_zz1000_71001_barra_earningsyield_topG -31.34 10.24 -88.72 8.00 -88.72 -1.28 147.46 246.17 223.48
12 multin_zz1000_71001_barra_liquidity_botG -31.37 10.21 -88.75 7.97 -88.75 -1.31 147.43 246.14 223.45
13 multin_zz1000_71001_barra_size_topG -33.79 7.78 -91.17 5.55 -91.17 -3.74 145.01 243.72 221.03
14 multin_zz1000_71001_barra_size_botG -36.71 4.87 -94.09 2.63 -94.09 -6.65 142.09 240.80 218.11
15 multin_zz1000_71001_barra_nonlinearsize_botG -36.71 4.87 -94.09 2.63 -94.09 -6.65 142.09 240.80 218.11
16 multin_zz1000_71001_barra_leverage_botG -42.66 -1.09 -100.04 -3.32 -100.04 -12.61 136.14 234.85 212.16
17 multin_zz1000_71001_barra_beta_topG -45.07 -3.49 -102.45 -5.73 -102.45 -15.01 133.73 232.44 209.75
18 multin_zz1000_71001_barra_btop_botG -49.10 -7.52 -106.48 -9.76 -106.48 -19.04 129.70 228.42 205.72
19 multin_zz1000_71001_barra_momentum_topG -68.29 -26.71 -125.67 -28.95 -125.67 -38.23 110.51 209.22 186.53