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_20260401_151648
0 multin_zz1000_71001_barra_beta_topG 87.04 105.52 96.29 109.57 279.77 136.77 -4.43 -17.18 10.53
1 multin_zz1000_71001_barra_btop_botG 60.89 79.37 70.14 83.42 253.63 110.62 -30.58 -43.33 -15.62
2 multin_zz1000_71001_barra_momentum_topG 50.96 69.44 60.21 73.49 243.70 100.69 -40.51 -53.26 -25.55
3 multin_zz1000_71001_barra_growth_topG 11.24 29.72 20.49 33.77 203.98 60.97 -80.23 -92.98 -65.27
4 multin_zz1000_71001_barra_earningsyield_botG 10.58 29.06 19.83 33.11 203.32 60.31 -80.89 -93.64 -65.93
5 multin_zz1000_71001_barra_leverage_botG 6.55 25.03 15.80 29.08 199.28 56.28 -84.92 -97.67 -69.96
6 multin_zz1000_71001_barra_nonlinearsize_topG -14.39 4.10 -5.14 8.14 178.35 35.34 -105.86 -118.61 -90.90
7 multin_zz1000_71001_barra_size_topG -14.64 3.85 -5.38 7.89 178.10 35.09 -106.11 -118.85 -91.15
8 multin_zz1000_71001_barra_liquidity_topG -24.18 -5.69 -14.92 -1.64 168.56 25.56 -115.65 -128.39 -100.69
9 multin_zz1000_71001_barra_momentum_botG -36.82 -18.33 -27.56 -14.28 155.92 12.92 -128.29 -141.03 -113.33
10 multin_zz1000_71001_barra_residualvolatility_botG -45.65 -27.16 -36.39 -23.12 147.09 4.08 -137.12 -149.86 -122.16
11 multin_zz1000_71001_barra_residualvolatility_topG -50.44 -31.95 -41.18 -27.91 142.30 -0.71 -141.91 -154.65 -126.95
12 multin_zz1000_71001_barra_growth_botG -57.37 -38.89 -48.12 -34.84 135.37 -7.64 -148.84 -161.59 -133.88
13 multin_zz1000_71001_barra_liquidity_botG -58.18 -39.69 -48.92 -35.65 134.56 -8.45 -149.65 -162.39 -134.69
14 multin_zz1000_71001_barra_earningsyield_topG -65.33 -46.84 -56.07 -42.79 127.41 -15.59 -156.80 -169.54 -141.84
15 multin_zz1000_71001_barra_nonlinearsize_botG -80.94 -62.45 -71.68 -58.41 111.80 -31.21 -172.41 -185.15 -157.45
16 multin_zz1000_71001_barra_size_botG -80.94 -62.45 -71.68 -58.41 111.80 -31.20 -172.41 -185.15 -157.45
17 multin_zz1000_71001_barra_leverage_topG -105.82 -87.33 -96.56 -83.29 86.92 -56.09 -197.29 -210.03 -182.33
18 multin_zz1000_71001_barra_btop_topG -113.53 -95.05 -104.28 -91.00 79.20 -63.80 -205.00 -217.75 -190.04
19 multin_zz1000_71001_barra_beta_botG -144.48 -125.99 -135.22 -121.94 48.26 -94.74 -235.95 -248.69 -220.99