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_20260407_151529
0 multin_zz1000_71001_barra_nonlinearsize_botG 87.11 133.31 34.37 182.45 184.31 -24.12 41.56 107.88 94.17
1 multin_zz1000_71001_barra_size_botG 87.11 133.31 34.37 182.45 184.31 -24.12 41.56 107.88 94.17
2 multin_zz1000_71001_barra_liquidity_topG 72.90 119.10 20.16 168.23 170.09 -38.33 27.34 93.66 79.95
3 multin_zz1000_71001_barra_growth_botG 70.19 116.39 17.44 165.52 167.38 -41.04 24.63 90.95 77.24
4 multin_zz1000_71001_barra_leverage_topG 61.72 107.93 8.98 157.06 158.92 -49.51 16.17 82.49 68.78
5 multin_zz1000_71001_barra_residualvolatility_topG 38.59 84.79 -14.15 133.93 135.79 -72.64 -6.96 59.36 45.65
6 multin_zz1000_71001_barra_btop_topG 36.72 82.92 -16.02 132.06 133.92 -74.51 -8.83 57.49 43.78
7 multin_zz1000_71001_barra_growth_topG 34.98 81.18 -17.76 130.32 132.17 -76.25 -10.58 55.74 42.04
8 multin_zz1000_71001_barra_residualvolatility_botG 21.09 67.29 -31.66 116.42 118.28 -90.15 -24.47 41.85 28.14
9 multin_zz1000_71001_barra_beta_topG 19.38 65.58 -33.36 114.72 116.58 -91.85 -26.17 40.15 26.44
10 multin_zz1000_71001_barra_earningsyield_botG 14.26 60.47 -38.48 109.60 111.46 -96.97 -31.29 35.03 21.32
11 multin_zz1000_71001_barra_leverage_botG 8.52 54.72 -44.22 103.86 105.72 -102.71 -37.03 29.29 15.58
12 multin_zz1000_71001_barra_momentum_topG 5.23 51.43 -47.51 100.57 102.43 -106.00 -40.32 26.00 12.29
13 multin_zz1000_71001_barra_beta_botG 3.84 50.05 -48.90 99.18 101.04 -107.39 -41.71 24.61 10.90
14 multin_zz1000_71001_barra_liquidity_botG -0.91 45.29 -53.65 94.43 96.28 -112.14 -46.47 19.86 6.15
15 multin_zz1000_71001_barra_nonlinearsize_topG -19.16 27.04 -71.90 76.18 78.04 -130.39 -64.72 1.61 -12.10
16 multin_zz1000_71001_barra_momentum_botG -20.98 25.22 -73.72 74.36 76.22 -132.21 -66.53 -0.21 -13.92
17 multin_zz1000_71001_barra_btop_botG -22.12 24.08 -74.86 73.22 75.08 -133.35 -67.67 -1.35 -15.06
18 multin_zz1000_71001_barra_earningsyield_topG -32.32 13.88 -85.06 63.02 64.87 -143.55 -77.88 -11.55 -25.26
19 multin_zz1000_71001_barra_size_topG -59.15 -12.95 -111.89 36.19 38.05 -170.38 -104.71 -38.38 -52.09