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_20260324_204132
0 multin_zz1000_71001_barra_nonlinearsize_botG 180.36 231.41 438.75 312.44 438.75 -6.12 -191.43 -166.29 -83.43
1 multin_zz1000_71001_barra_size_botG 180.36 231.41 438.75 312.44 438.75 -6.12 -191.43 -166.29 -83.43
2 multin_zz1000_71001_barra_growth_botG 120.19 171.23 378.58 252.27 378.58 -66.30 -251.60 -226.47 -143.61
3 multin_zz1000_71001_barra_earningsyield_botG 93.88 144.93 352.27 225.96 352.27 -92.60 -277.91 -252.77 -169.91
4 multin_zz1000_71001_barra_leverage_topG 90.42 141.47 348.81 222.50 348.81 -96.07 -281.37 -256.24 -173.38
5 multin_zz1000_71001_barra_leverage_botG 75.22 126.27 333.61 207.30 333.61 -111.26 -296.57 -271.43 -188.57
6 multin_zz1000_71001_barra_liquidity_botG 62.08 113.12 320.47 194.16 320.47 -124.41 -309.71 -284.58 -201.72
7 multin_zz1000_71001_barra_liquidity_topG 56.79 107.84 315.18 188.87 315.18 -129.69 -315.00 -289.86 -207.00
8 multin_zz1000_71001_barra_btop_botG 56.18 107.23 314.57 188.26 314.57 -130.31 -315.61 -290.48 -207.62
9 multin_zz1000_71001_barra_residualvolatility_topG 54.48 105.53 312.87 186.56 312.87 -132.01 -317.31 -292.18 -209.31
10 multin_zz1000_71001_barra_btop_topG 51.89 102.94 310.28 183.97 310.28 -134.60 -319.90 -294.77 -211.91
11 multin_zz1000_71001_barra_momentum_topG 51.77 102.82 310.16 183.86 310.16 -134.71 -320.02 -294.88 -212.02
12 multin_zz1000_71001_barra_beta_topG 50.14 101.19 308.53 182.23 308.53 -136.34 -321.65 -296.51 -213.65
13 multin_zz1000_71001_barra_growth_topG 49.32 100.37 307.71 181.40 307.71 -137.17 -322.47 -297.34 -214.48
14 multin_zz1000_71001_barra_residualvolatility_botG 29.44 80.49 287.83 161.52 287.83 -157.05 -342.35 -317.21 -234.35
15 multin_zz1000_71001_barra_momentum_botG 18.79 69.84 277.18 150.87 277.18 -167.70 -353.00 -327.87 -245.01
16 multin_zz1000_71001_barra_beta_botG 8.85 59.90 267.24 140.93 267.24 -177.64 -362.94 -337.81 -254.95
17 multin_zz1000_71001_barra_earningsyield_topG -7.72 43.33 250.67 124.36 250.67 -194.21 -379.51 -354.38 -271.52
18 multin_zz1000_71001_barra_nonlinearsize_topG -18.74 32.30 239.65 113.34 239.65 -205.23 -390.53 -365.40 -282.54
19 multin_zz1000_71001_barra_size_topG -56.31 -5.26 202.08 75.77 202.08 -242.79 -428.10 -402.96 -320.10