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_20260313_151744
0 multin_zz1000_71001_barra_liquidity_botG 118.58 119.19 -23.58 15.64 -23.58 30.08 154.56 135.47 119.70
1 multin_zz1000_71001_barra_earningsyield_topG 117.08 117.70 -25.07 14.15 -25.07 28.59 153.06 133.97 118.21
2 multin_zz1000_71001_barra_btop_topG 112.73 113.35 -29.42 9.80 -29.42 24.24 148.72 129.62 113.86
3 multin_zz1000_71001_barra_beta_botG 99.93 100.54 -42.23 -3.00 -42.23 11.44 135.91 116.82 101.05
4 multin_zz1000_71001_barra_residualvolatility_botG 96.18 96.80 -45.97 -6.75 -45.97 7.69 132.17 113.07 97.31
5 multin_zz1000_71001_barra_nonlinearsize_botG 88.55 89.16 -53.61 -14.38 -53.61 0.06 124.53 105.44 89.67
6 multin_zz1000_71001_barra_size_botG 88.55 89.16 -53.61 -14.38 -53.61 0.06 124.53 105.44 89.67
7 multin_zz1000_71001_barra_momentum_botG 79.81 80.42 -62.35 -23.13 -62.35 -8.69 115.79 96.70 80.93
8 multin_zz1000_71001_barra_leverage_topG 73.84 74.45 -68.32 -29.09 -68.32 -14.65 109.82 90.73 74.96
9 multin_zz1000_71001_barra_growth_botG 60.32 60.93 -81.84 -42.61 -81.84 -28.17 96.30 77.21 61.44
10 multin_zz1000_71001_barra_leverage_botG 52.07 52.68 -90.09 -50.86 -90.09 -36.42 88.05 68.96 53.19
11 multin_zz1000_71001_barra_size_topG 35.20 35.81 -106.96 -67.73 -106.96 -53.29 71.18 52.09 36.32
12 multin_zz1000_71001_barra_growth_topG 14.92 15.53 -127.24 -88.01 -127.24 -73.57 50.90 31.81 16.04
13 multin_zz1000_71001_barra_earningsyield_botG 12.45 13.06 -129.71 -90.49 -129.71 -76.04 48.43 29.34 13.57
14 multin_zz1000_71001_barra_nonlinearsize_topG -2.30 -1.68 -144.45 -105.23 -144.45 -90.79 33.69 14.59 -1.17
15 multin_zz1000_71001_barra_btop_botG -21.87 -21.25 -164.02 -124.80 -164.02 -110.36 14.11 -4.98 -20.74
16 multin_zz1000_71001_barra_momentum_topG -27.65 -27.04 -169.81 -130.59 -169.81 -116.15 8.33 -10.76 -26.53
17 multin_zz1000_71001_barra_beta_topG -28.56 -27.95 -170.72 -131.50 -170.72 -117.06 7.42 -11.67 -27.44
18 multin_zz1000_71001_barra_residualvolatility_topG -49.66 -49.04 -191.81 -152.59 -191.81 -138.15 -13.67 -32.77 -48.53
19 multin_zz1000_71001_barra_liquidity_topG -66.06 -65.44 -208.21 -168.99 -208.21 -154.55 -30.08 -49.17 -64.93