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_20260327_151815
0 multin_zz1000_71001_barra_earningsyield_botG 31.91 46.79 174.53 114.40 174.53 15.09 76.36 124.75 129.20
1 multin_zz1000_71001_barra_growth_botG 19.22 34.10 161.84 101.71 161.84 2.40 63.67 112.05 116.51
2 multin_zz1000_71001_barra_btop_botG 15.50 30.38 158.12 97.99 158.12 -1.32 59.95 108.34 112.79
3 multin_zz1000_71001_barra_momentum_topG 9.76 24.65 152.38 92.26 152.39 -7.05 54.22 102.60 107.06
4 multin_zz1000_71001_barra_growth_topG 7.65 22.53 150.27 90.14 150.27 -9.17 52.10 100.49 104.94
5 multin_zz1000_71001_barra_leverage_botG 6.96 21.84 149.58 89.45 149.58 -9.86 51.41 99.80 104.25
6 multin_zz1000_71001_barra_beta_topG 6.45 21.33 149.07 88.95 149.07 -10.36 50.91 99.29 103.75
7 multin_zz1000_71001_barra_liquidity_topG -6.28 8.60 136.34 76.22 136.34 -23.09 38.18 86.56 91.02
8 multin_zz1000_71001_barra_momentum_botG -7.36 7.52 135.26 75.14 135.26 -24.17 37.10 85.48 89.94
9 multin_zz1000_71001_barra_nonlinearsize_botG -9.74 5.14 132.88 72.76 132.88 -26.55 34.72 83.10 87.56
10 multin_zz1000_71001_barra_size_botG -9.74 5.14 132.88 72.76 132.88 -26.55 34.72 83.10 87.56
11 multin_zz1000_71001_barra_nonlinearsize_topG -15.21 -0.33 127.41 67.28 127.41 -32.03 29.24 77.62 82.08
12 multin_zz1000_71001_barra_residualvolatility_botG -25.40 -10.52 117.22 57.09 117.22 -42.22 19.05 67.43 71.89
13 multin_zz1000_71001_barra_residualvolatility_topG -26.94 -12.06 115.68 55.55 115.68 -43.75 17.51 65.90 70.36
14 multin_zz1000_71001_barra_liquidity_botG -30.45 -15.57 112.17 52.04 112.17 -47.27 14.00 62.39 66.84
15 multin_zz1000_71001_barra_leverage_topG -45.52 -30.64 97.10 36.97 97.10 -62.33 -1.07 47.32 51.78
16 multin_zz1000_71001_barra_size_topG -48.70 -33.82 93.92 33.79 93.92 -65.52 -4.25 44.14 48.59
17 multin_zz1000_71001_barra_btop_topG -69.36 -54.48 73.26 13.13 73.26 -86.18 -24.91 23.47 27.93
18 multin_zz1000_71001_barra_earningsyield_topG -71.05 -56.17 71.57 11.44 71.57 -87.87 -26.60 21.79 26.24
19 multin_zz1000_71001_barra_beta_botG -75.16 -60.28 67.46 7.33 67.46 -91.98 -30.71 17.67 22.13