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_20260325_151824
0 multin_zz1000_71001_barra_momentum_topG 52.61 27.88 46.45 111.41 255.27 62.60 -19.90 53.91 31.21
1 multin_zz1000_71001_barra_beta_topG 46.08 21.35 39.93 104.88 248.75 56.07 -26.42 47.38 24.68
2 multin_zz1000_71001_barra_leverage_topG 27.28 2.55 21.13 86.08 229.95 37.28 -45.22 28.58 5.88
3 multin_zz1000_71001_barra_liquidity_topG 12.50 -12.24 6.34 71.29 215.16 22.49 -60.01 13.79 -8.90
4 multin_zz1000_71001_barra_btop_botG 9.71 -15.02 3.55 68.50 212.37 19.70 -62.80 11.01 -11.69
5 multin_zz1000_71001_barra_btop_topG 8.74 -15.99 2.58 67.54 211.40 18.73 -63.77 10.04 -12.66
6 multin_zz1000_71001_barra_growth_topG -4.57 -29.30 -10.73 54.23 198.09 5.42 -77.08 -3.27 -25.97
7 multin_zz1000_71001_barra_nonlinearsize_botG -5.95 -30.68 -12.10 52.85 196.72 4.05 -78.45 -4.65 -27.34
8 multin_zz1000_71001_barra_size_botG -5.95 -30.68 -12.10 52.85 196.72 4.05 -78.45 -4.65 -27.34
9 multin_zz1000_71001_barra_growth_botG -8.19 -32.92 -14.34 50.61 194.48 1.81 -80.69 -6.89 -29.58
10 multin_zz1000_71001_barra_nonlinearsize_topG -16.15 -40.88 -22.30 42.65 186.52 -6.16 -88.65 -14.85 -37.55
11 multin_zz1000_71001_barra_residualvolatility_topG -16.49 -41.22 -22.64 42.31 186.18 -6.49 -88.99 -15.19 -37.88
12 multin_zz1000_71001_barra_earningsyield_botG -19.46 -44.19 -25.62 39.33 183.20 -9.47 -91.97 -18.16 -40.86
13 multin_zz1000_71001_barra_size_topG -21.23 -45.96 -27.38 37.57 181.43 -11.24 -93.74 -19.93 -42.63
14 multin_zz1000_71001_barra_earningsyield_topG -24.73 -49.46 -30.89 34.07 177.93 -14.74 -97.24 -23.43 -46.13
15 multin_zz1000_71001_barra_residualvolatility_botG -30.00 -54.73 -36.16 28.80 172.66 -20.01 -102.51 -28.70 -51.40
16 multin_zz1000_71001_barra_leverage_botG -42.64 -67.37 -48.79 16.16 160.02 -32.65 -115.14 -41.34 -64.04
17 multin_zz1000_71001_barra_liquidity_botG -48.98 -73.71 -55.14 9.82 153.68 -38.99 -121.49 -47.68 -70.38
18 multin_zz1000_71001_barra_momentum_botG -53.66 -78.39 -59.81 5.14 149.01 -43.66 -126.16 -52.36 -75.06
19 multin_zz1000_71001_barra_beta_botG -60.15 -84.88 -66.31 -1.35 142.51 -50.16 -132.66 -58.85 -81.55