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_20260331_151536
0 multin_zz1000_71001_barra_liquidity_botG 152.32 135.41 -30.33 49.93 -30.33 104.91 38.64 -31.17 86.81
1 multin_zz1000_71001_barra_residualvolatility_botG 138.68 121.77 -43.96 36.29 -43.97 91.28 25.01 -44.81 73.18
2 multin_zz1000_71001_barra_earningsyield_topG 106.78 89.87 -75.86 4.39 -75.87 59.38 -6.89 -76.71 41.28
3 multin_zz1000_71001_barra_momentum_botG 106.17 89.25 -76.48 3.78 -76.48 58.76 -7.51 -77.32 40.66
4 multin_zz1000_71001_barra_nonlinearsize_botG 79.53 62.62 -103.11 -22.86 -103.12 32.13 -34.14 -103.96 14.03
5 multin_zz1000_71001_barra_size_botG 79.53 62.62 -103.11 -22.86 -103.12 32.13 -34.14 -103.96 14.03
6 multin_zz1000_71001_barra_btop_topG 71.21 54.30 -111.44 -31.18 -111.44 23.80 -42.47 -112.28 5.70
7 multin_zz1000_71001_barra_leverage_botG 62.90 45.99 -119.75 -39.49 -119.75 15.49 -50.78 -120.59 -2.61
8 multin_zz1000_71001_barra_growth_botG 45.22 28.31 -137.43 -57.17 -137.43 -2.19 -68.46 -138.27 -20.29
9 multin_zz1000_71001_barra_beta_botG 40.51 23.59 -142.14 -61.89 -142.14 -6.90 -73.17 -142.98 -25.00
10 multin_zz1000_71001_barra_nonlinearsize_topG 37.86 20.94 -144.79 -64.53 -144.79 -9.55 -75.82 -145.63 -27.65
11 multin_zz1000_71001_barra_size_topG 26.12 9.21 -156.53 -76.27 -156.53 -21.29 -87.56 -157.37 -39.39
12 multin_zz1000_71001_barra_earningsyield_botG 20.09 3.17 -162.56 -82.31 -162.56 -27.32 -93.59 -163.40 -45.42
13 multin_zz1000_71001_barra_growth_topG 18.06 1.15 -164.59 -84.33 -164.59 -29.34 -95.62 -165.43 -47.44
14 multin_zz1000_71001_barra_leverage_topG 9.50 -7.41 -173.15 -92.89 -173.15 -37.91 -104.18 -173.99 -56.00
15 multin_zz1000_71001_barra_btop_botG -7.12 -24.03 -189.77 -109.51 -189.77 -54.53 -120.80 -190.61 -72.63
16 multin_zz1000_71001_barra_momentum_topG -20.55 -37.47 -203.20 -122.95 -203.20 -67.96 -134.23 -204.04 -86.06
17 multin_zz1000_71001_barra_beta_topG -28.93 -45.84 -211.58 -131.32 -211.58 -76.34 -142.61 -212.42 -94.44
18 multin_zz1000_71001_barra_liquidity_topG -29.01 -45.92 -211.66 -131.40 -211.66 -76.41 -142.69 -212.50 -94.51
19 multin_zz1000_71001_barra_residualvolatility_topG -52.23 -69.14 -234.88 -154.62 -234.88 -99.63 -165.91 -235.72 -117.73