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_20240903_151505
0 multin_zz1000_71001_barra_momentum_botG 64.89 42.47 47.82 125.49 154.21 69.70 39.32 47.77 76.55
1 multin_zz1000_71001_barra_beta_topG 48.52 26.10 31.46 109.12 137.84 53.33 22.96 31.40 60.18
2 multin_zz1000_71001_barra_btop_botG 22.29 -0.13 5.22 82.88 111.60 27.10 -3.28 5.17 33.95
3 multin_zz1000_71001_barra_growth_topG 13.29 -9.13 -3.78 73.89 102.61 18.10 -12.27 -3.83 24.95
4 multin_zz1000_71001_barra_leverage_botG 10.42 -12.00 -6.65 71.02 99.74 15.23 -15.14 -6.70 22.08
5 multin_zz1000_71001_barra_earningsyield_botG 8.02 -14.41 -9.05 68.61 97.33 12.83 -17.55 -9.10 19.67
6 multin_zz1000_71001_barra_liquidity_topG 6.65 -15.78 -10.42 67.24 95.96 11.46 -18.92 -10.47 18.30
7 multin_zz1000_71001_barra_nonlinearsize_topG 5.99 -16.44 -11.08 66.58 95.30 10.80 -19.58 -11.13 17.64
8 multin_zz1000_71001_barra_residualvolatility_topG -12.20 -34.62 -29.26 48.40 77.12 -7.38 -37.76 -29.32 -0.54
9 multin_zz1000_71001_barra_growth_botG -16.43 -38.86 -33.50 44.16 72.88 -11.62 -42.00 -33.55 -4.77
10 multin_zz1000_71001_barra_earningsyield_topG -17.50 -39.92 -34.57 43.09 71.81 -12.69 -43.07 -34.62 -5.84
11 multin_zz1000_71001_barra_residualvolatility_botG -22.49 -44.91 -39.55 38.11 66.83 -17.68 -48.05 -39.61 -10.83
12 multin_zz1000_71001_barra_size_botG -27.48 -49.90 -44.55 33.11 61.83 -22.67 -53.05 -44.60 -15.82
13 multin_zz1000_71001_barra_nonlinearsize_botG -27.48 -49.90 -44.55 33.11 61.83 -22.67 -53.05 -44.60 -15.82
14 multin_zz1000_71001_barra_liquidity_botG -28.37 -50.79 -45.43 32.23 60.95 -23.56 -53.93 -45.49 -16.71
15 multin_zz1000_71001_barra_leverage_topG -37.20 -59.62 -54.27 23.39 52.11 -32.39 -62.77 -54.32 -25.54
16 multin_zz1000_71001_barra_btop_topG -59.38 -81.80 -76.44 1.22 29.94 -54.57 -84.94 -76.50 -47.72
17 multin_zz1000_71001_barra_size_topG -60.03 -82.45 -77.10 0.56 29.28 -55.22 -85.60 -77.15 -48.37
18 multin_zz1000_71001_barra_momentum_topG -86.05 -108.47 -103.12 -25.45 3.27 -81.24 -111.61 -103.17 -74.39
19 multin_zz1000_71001_barra_beta_botG -96.95 -119.37 -114.01 -36.35 -7.63 -92.14 -122.51 -114.07 -85.29