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_20260316_151531
0 multin_zz1000_71001_barra_btop_botG 75.27 139.16 71.59 67.43 71.59 30.66 150.96 164.15 201.11
1 multin_zz1000_71001_barra_liquidity_topG 66.45 130.34 62.77 58.61 62.77 21.84 142.14 155.33 192.29
2 multin_zz1000_71001_barra_leverage_botG 50.12 114.01 46.44 42.28 46.44 5.52 125.81 139.00 175.96
3 multin_zz1000_71001_barra_residualvolatility_topG 43.73 107.62 40.05 35.89 40.05 -0.87 119.42 132.61 169.57
4 multin_zz1000_71001_barra_growth_topG 36.51 100.40 32.83 28.67 32.84 -8.09 112.20 125.39 162.35
5 multin_zz1000_71001_barra_beta_topG 36.09 99.98 32.41 28.25 32.41 -8.52 111.78 124.97 161.93
6 multin_zz1000_71001_barra_beta_botG 33.67 97.56 30.00 25.84 30.00 -10.93 109.36 122.55 159.52
7 multin_zz1000_71001_barra_momentum_botG 31.02 94.90 27.34 23.18 27.34 -13.59 106.71 119.89 156.86
8 multin_zz1000_71001_barra_growth_botG 24.73 88.62 21.05 16.89 21.05 -19.87 100.42 113.61 150.57
9 multin_zz1000_71001_barra_earningsyield_botG 21.96 85.84 18.28 14.12 18.28 -22.65 97.65 110.83 147.80
10 multin_zz1000_71001_barra_momentum_topG -0.90 62.99 -4.58 -8.74 -4.58 -45.51 74.79 87.98 124.94
11 multin_zz1000_71001_barra_size_botG -3.02 60.87 -6.69 -10.85 -6.69 -47.62 72.67 85.86 122.83
12 multin_zz1000_71001_barra_nonlinearsize_botG -3.02 60.87 -6.69 -10.85 -6.69 -47.62 72.67 85.86 122.83
13 multin_zz1000_71001_barra_residualvolatility_botG -7.80 56.09 -11.48 -15.64 -11.47 -52.40 67.89 81.08 118.04
14 multin_zz1000_71001_barra_liquidity_botG -8.41 55.48 -12.09 -16.25 -12.09 -53.02 67.28 80.47 117.43
15 multin_zz1000_71001_barra_nonlinearsize_topG -32.32 31.57 -36.00 -40.16 -36.00 -76.93 43.37 56.56 93.52
16 multin_zz1000_71001_barra_size_topG -38.73 25.16 -42.40 -46.56 -42.40 -83.33 36.96 50.15 87.12
17 multin_zz1000_71001_barra_leverage_topG -44.36 19.53 -48.04 -52.20 -48.04 -88.97 31.33 44.52 81.48
18 multin_zz1000_71001_barra_earningsyield_topG -52.29 11.60 -55.97 -60.13 -55.97 -96.90 23.40 36.59 73.55
19 multin_zz1000_71001_barra_btop_topG -61.05 2.84 -64.73 -68.89 -64.72 -105.65 14.64 27.83 64.79