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_20260312_151532
0 multin_zz1000_71001_barra_btop_topG 96.66 116.95 67.18 100.41 67.18 185.91 314.72 325.84 372.01
1 multin_zz1000_71001_barra_earningsyield_topG 69.14 89.43 39.66 72.90 39.66 158.39 287.20 298.33 344.49
2 multin_zz1000_71001_barra_leverage_topG 55.53 75.81 26.04 59.28 26.04 144.78 273.58 284.71 330.87
3 multin_zz1000_71001_barra_beta_botG 36.80 57.08 7.31 40.55 7.31 126.05 254.85 265.98 312.14
4 multin_zz1000_71001_barra_nonlinearsize_topG 6.74 27.03 -22.74 10.49 -22.74 95.99 224.80 235.92 282.09
5 multin_zz1000_71001_barra_liquidity_botG -0.74 19.55 -30.23 3.01 -30.23 88.51 217.32 228.44 274.60
6 multin_zz1000_71001_barra_size_topG -1.33 18.96 -30.81 2.42 -30.81 87.92 216.73 227.86 274.02
7 multin_zz1000_71001_barra_momentum_botG -4.01 16.27 -33.50 -0.26 -33.50 85.24 214.04 225.17 271.33
8 multin_zz1000_71001_barra_residualvolatility_botG -6.30 13.99 -35.78 -2.54 -35.78 82.95 211.76 222.89 269.05
9 multin_zz1000_71001_barra_leverage_botG -40.55 -20.27 -70.04 -36.80 -70.04 48.70 177.50 188.63 234.79
10 multin_zz1000_71001_barra_growth_botG -42.02 -21.73 -71.50 -38.26 -71.50 47.23 176.04 187.17 233.33
11 multin_zz1000_71001_barra_growth_topG -51.15 -30.86 -80.63 -47.39 -80.63 38.10 166.91 178.04 224.20
12 multin_zz1000_71001_barra_earningsyield_botG -70.13 -49.84 -99.61 -66.37 -99.61 19.12 147.93 159.06 205.22
13 multin_zz1000_71001_barra_residualvolatility_topG -90.85 -70.57 -120.34 -87.10 -120.34 -1.60 127.20 138.33 184.49
14 multin_zz1000_71001_barra_size_botG -109.48 -89.19 -138.96 -105.73 -138.96 -20.23 108.58 119.70 165.86
15 multin_zz1000_71001_barra_nonlinearsize_botG -109.48 -89.19 -138.96 -105.73 -138.96 -20.23 108.58 119.70 165.86
16 multin_zz1000_71001_barra_momentum_topG -114.35 -94.06 -143.83 -110.60 -143.83 -25.10 103.71 114.83 161.00
17 multin_zz1000_71001_barra_beta_topG -118.21 -97.92 -147.69 -114.46 -147.69 -28.96 99.85 110.97 157.14
18 multin_zz1000_71001_barra_liquidity_topG -119.77 -99.48 -149.25 -116.01 -149.25 -30.52 98.29 109.42 155.58
19 multin_zz1000_71001_barra_btop_botG -132.46 -112.18 -161.95 -128.71 -161.95 -43.21 85.59 96.72 142.88