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_20260326_151621
0 multin_zz1000_71001_barra_beta_botG 73.61 87.74 -69.29 58.62 -69.29 98.23 251.57 229.34 222.69
1 multin_zz1000_71001_barra_earningsyield_topG 66.10 80.22 -76.80 51.11 -76.80 90.71 244.06 221.82 215.17
2 multin_zz1000_71001_barra_liquidity_botG 46.08 60.20 -96.82 31.09 -96.82 70.70 224.04 201.80 195.16
3 multin_zz1000_71001_barra_btop_topG 40.65 54.77 -102.25 25.66 -102.25 65.27 218.61 196.37 189.73
4 multin_zz1000_71001_barra_residualvolatility_botG 31.94 46.06 -110.96 16.95 -110.96 56.56 209.90 187.66 181.02
5 multin_zz1000_71001_barra_momentum_botG 0.15 14.28 -142.74 -14.83 -142.74 24.77 178.12 155.88 149.23
6 multin_zz1000_71001_barra_size_topG -0.84 13.29 -143.74 -15.83 -143.74 23.78 177.12 154.89 148.24
7 multin_zz1000_71001_barra_leverage_topG -4.76 9.37 -147.65 -19.74 -147.65 19.86 173.21 150.97 144.32
8 multin_zz1000_71001_barra_growth_topG -5.49 8.63 -148.39 -20.48 -148.39 19.12 172.47 150.23 143.58
9 multin_zz1000_71001_barra_nonlinearsize_topG -7.89 6.24 -150.79 -22.88 -150.79 16.73 170.07 147.84 141.19
10 multin_zz1000_71001_barra_momentum_topG -8.25 5.88 -151.14 -23.23 -151.14 16.37 169.72 147.48 140.83
11 multin_zz1000_71001_barra_nonlinearsize_botG -25.57 -11.44 -168.46 -40.55 -168.46 -0.95 152.40 130.16 123.51
12 multin_zz1000_71001_barra_size_botG -25.57 -11.44 -168.46 -40.55 -168.46 -0.95 152.40 130.16 123.51
13 multin_zz1000_71001_barra_growth_botG -26.78 -12.65 -169.67 -41.76 -169.67 -2.16 151.18 128.95 122.30
14 multin_zz1000_71001_barra_leverage_botG -26.94 -12.81 -169.83 -41.92 -169.83 -2.32 151.03 128.79 122.14
15 multin_zz1000_71001_barra_residualvolatility_topG -42.86 -28.74 -185.76 -57.85 -185.76 -18.25 135.10 112.86 106.21
16 multin_zz1000_71001_barra_earningsyield_botG -46.17 -32.05 -189.07 -61.16 -189.07 -21.56 131.79 109.55 102.90
17 multin_zz1000_71001_barra_btop_botG -50.93 -36.81 -193.83 -65.92 -193.83 -26.32 127.03 104.79 98.14
18 multin_zz1000_71001_barra_beta_topG -72.38 -58.26 -215.28 -87.37 -215.28 -47.76 105.58 83.34 76.70
19 multin_zz1000_71001_barra_liquidity_topG -78.15 -64.02 -221.04 -93.13 -221.04 -53.53 99.82 77.58 70.93