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_20260319_151938
0 multin_zz1000_71001_barra_beta_botG 116.36 155.76 -114.91 42.79 -114.91 167.36 605.31 657.01 609.26
1 multin_zz1000_71001_barra_btop_topG 55.79 95.19 -175.48 -17.78 -175.48 106.80 544.75 596.45 548.70
2 multin_zz1000_71001_barra_earningsyield_topG 47.24 86.64 -184.03 -26.32 -184.03 98.25 536.20 587.90 540.15
3 multin_zz1000_71001_barra_momentum_botG 47.03 86.43 -184.24 -26.54 -184.24 98.03 535.98 587.68 539.93
4 multin_zz1000_71001_barra_leverage_topG 44.76 84.16 -186.51 -28.81 -186.51 95.77 533.72 585.42 537.67
5 multin_zz1000_71001_barra_residualvolatility_topG 31.52 70.92 -199.75 -42.05 -199.75 82.52 520.47 572.17 524.42
6 multin_zz1000_71001_barra_size_topG 16.05 55.45 -215.22 -57.52 -215.22 67.05 505.00 556.70 508.95
7 multin_zz1000_71001_barra_liquidity_botG 8.68 48.08 -222.59 -64.89 -222.59 59.68 497.63 549.33 501.58
8 multin_zz1000_71001_barra_residualvolatility_botG 8.06 47.46 -223.21 -65.50 -223.21 59.07 497.02 548.72 500.97
9 multin_zz1000_71001_barra_nonlinearsize_topG 4.80 44.20 -226.47 -68.77 -226.47 55.81 493.76 545.46 497.71
10 multin_zz1000_71001_barra_growth_botG 2.38 41.79 -228.89 -71.18 -228.89 53.39 491.34 543.04 495.29
11 multin_zz1000_71001_barra_leverage_botG -8.20 31.20 -239.47 -81.77 -239.47 42.80 480.75 532.45 484.70
12 multin_zz1000_71001_barra_growth_topG -13.21 26.20 -244.48 -86.77 -244.48 37.80 475.75 527.45 479.70
13 multin_zz1000_71001_barra_earningsyield_botG -18.98 20.42 -250.25 -92.55 -250.25 32.02 469.97 521.67 473.92
14 multin_zz1000_71001_barra_liquidity_topG -20.55 18.85 -251.82 -94.12 -251.82 30.45 468.40 520.10 472.35
15 multin_zz1000_71001_barra_btop_botG -23.86 15.54 -255.13 -97.43 -255.13 27.14 465.09 516.79 469.04
16 multin_zz1000_71001_barra_beta_topG -78.56 -39.16 -309.83 -152.13 -309.83 -27.56 410.40 462.09 414.35
17 multin_zz1000_71001_barra_momentum_topG -80.71 -41.30 -311.98 -154.27 -311.98 -29.70 408.25 459.95 412.20
18 multin_zz1000_71001_barra_nonlinearsize_botG -86.12 -46.72 -317.39 -159.69 -317.39 -35.12 402.83 454.53 406.78
19 multin_zz1000_71001_barra_size_botG -86.12 -46.72 -317.39 -159.69 -317.39 -35.12 402.83 454.53 406.78