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_20240830_151504
0 multin_zz1000_71001_barra_beta_topG 128.69 138.71 107.99 174.02 320.89 120.57 -10.83 11.22 59.47
1 multin_zz1000_71001_barra_liquidity_topG 94.17 104.19 73.47 139.51 286.37 86.05 -45.35 -23.29 24.96
2 multin_zz1000_71001_barra_residualvolatility_topG 77.87 87.90 57.17 123.21 270.07 69.76 -61.64 -39.59 8.66
3 multin_zz1000_71001_barra_earningsyield_botG 69.94 79.96 49.24 115.28 262.14 61.82 -69.57 -47.52 0.73
4 multin_zz1000_71001_barra_momentum_botG 56.01 66.03 35.31 101.35 248.21 47.89 -83.51 -61.46 -13.20
5 multin_zz1000_71001_barra_btop_botG 50.07 60.09 29.37 95.41 242.27 41.95 -89.44 -67.39 -19.14
6 multin_zz1000_71001_barra_growth_botG 26.60 36.62 5.90 71.93 218.80 18.48 -112.92 -90.87 -42.62
7 multin_zz1000_71001_barra_leverage_botG 24.63 34.65 3.93 69.97 216.83 16.51 -114.88 -92.83 -44.58
8 multin_zz1000_71001_barra_growth_topG 20.04 30.06 -0.66 65.38 212.24 11.92 -119.47 -97.42 -49.17
9 multin_zz1000_71001_barra_size_botG 11.17 21.19 -9.53 56.51 203.37 3.06 -128.34 -106.29 -58.04
10 multin_zz1000_71001_barra_nonlinearsize_botG 11.17 21.19 -9.53 56.51 203.37 3.06 -128.34 -106.29 -58.04
11 multin_zz1000_71001_barra_leverage_topG 10.59 20.62 -10.10 55.93 202.80 2.48 -128.92 -106.87 -58.62
12 multin_zz1000_71001_barra_nonlinearsize_topG -16.21 -6.19 -36.91 29.13 175.99 -24.33 -155.73 -133.68 -85.43
13 multin_zz1000_71001_barra_btop_topG -16.70 -6.68 -37.40 28.64 175.50 -24.82 -156.21 -134.16 -85.91
14 multin_zz1000_71001_barra_momentum_topG -33.19 -23.17 -53.89 12.15 159.01 -41.31 -172.71 -150.65 -102.40
15 multin_zz1000_71001_barra_size_topG -34.17 -24.15 -54.87 11.16 158.03 -42.29 -173.69 -151.64 -103.39
16 multin_zz1000_71001_barra_liquidity_botG -49.50 -39.47 -70.19 -4.16 142.71 -57.61 -189.01 -166.96 -118.71
17 multin_zz1000_71001_barra_earningsyield_topG -49.74 -39.72 -70.44 -4.41 142.46 -57.86 -189.26 -167.21 -118.96
18 multin_zz1000_71001_barra_residualvolatility_botG -49.75 -39.73 -70.45 -4.41 142.45 -57.87 -189.26 -167.21 -118.96
19 multin_zz1000_71001_barra_beta_botG -102.17 -92.15 -122.87 -56.83 90.03 -110.29 -241.69 -219.63 -171.38