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_20260320_151612
0 multin_zz1000_71001_barra_size_topG 53.48 43.81 -105.74 -64.16 -105.74 200.11 252.49 173.29 175.42
1 multin_zz1000_71001_barra_earningsyield_topG 46.20 36.53 -113.02 -71.44 -113.01 192.83 245.21 166.01 168.14
2 multin_zz1000_71001_barra_btop_topG 11.32 1.65 -147.90 -106.32 -147.89 157.95 210.33 131.13 133.26
3 multin_zz1000_71001_barra_beta_botG 8.04 -1.63 -151.18 -109.60 -151.18 154.67 207.05 127.85 129.98
4 multin_zz1000_71001_barra_nonlinearsize_topG 4.18 -5.49 -155.03 -113.45 -155.03 150.81 203.19 124.00 126.12
5 multin_zz1000_71001_barra_liquidity_botG -10.37 -20.04 -169.59 -128.01 -169.59 136.26 188.64 109.44 111.57
6 multin_zz1000_71001_barra_leverage_topG -16.99 -26.66 -176.20 -134.63 -176.20 129.64 182.02 102.82 104.95
7 multin_zz1000_71001_barra_momentum_topG -33.38 -43.05 -192.59 -151.02 -192.59 113.25 165.63 86.43 88.56
8 multin_zz1000_71001_barra_momentum_botG -44.42 -54.09 -203.64 -162.06 -203.64 102.21 154.59 75.39 77.52
9 multin_zz1000_71001_barra_growth_topG -49.65 -59.33 -208.87 -167.29 -208.87 96.97 149.35 70.16 72.28
10 multin_zz1000_71001_barra_beta_topG -50.42 -60.09 -209.64 -168.06 -209.64 96.20 148.58 69.39 71.51
11 multin_zz1000_71001_barra_residualvolatility_botG -52.69 -62.36 -211.90 -170.32 -211.90 93.94 146.32 67.13 69.25
12 multin_zz1000_71001_barra_btop_botG -77.36 -87.03 -236.58 -195.00 -236.58 69.27 121.65 42.45 44.58
13 multin_zz1000_71001_barra_leverage_botG -81.13 -90.80 -240.35 -198.77 -240.35 65.50 117.88 38.68 40.81
14 multin_zz1000_71001_barra_growth_botG -96.29 -105.96 -255.51 -213.93 -255.50 50.34 102.72 23.52 25.65
15 multin_zz1000_71001_barra_earningsyield_botG -99.05 -108.72 -258.27 -216.69 -258.27 47.58 99.96 20.76 22.89
16 multin_zz1000_71001_barra_residualvolatility_topG -114.95 -124.62 -274.16 -232.59 -274.16 31.68 84.06 4.86 6.99
17 multin_zz1000_71001_barra_nonlinearsize_botG -128.34 -138.01 -287.56 -245.98 -287.56 18.29 70.67 -8.53 -6.40
18 multin_zz1000_71001_barra_size_botG -128.34 -138.01 -287.56 -245.98 -287.56 18.29 70.67 -8.53 -6.40
19 multin_zz1000_71001_barra_liquidity_topG -139.77 -149.44 -298.98 -257.40 -298.98 6.86 59.24 -19.95 -17.83