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_20240904_131540
0 multin_zz1000_71001_barra_momentum_botG 21.60 3.46 42.75 37.41 -25.58 68.54 133.06 130.68 123.88
1 multin_zz1000_71001_barra_growth_topG 15.58 -2.56 36.72 31.38 -31.60 62.51 127.04 124.66 117.86
2 multin_zz1000_71001_barra_nonlinearsize_topG 12.83 -5.31 33.97 28.63 -34.36 59.76 124.29 121.90 115.10
3 multin_zz1000_71001_barra_beta_botG 11.78 -6.36 32.93 27.59 -35.40 58.72 123.24 120.86 114.06
4 multin_zz1000_71001_barra_earningsyield_topG 5.38 -12.76 26.52 21.18 -41.81 52.31 116.84 114.45 107.66
5 multin_zz1000_71001_barra_size_topG -0.73 -18.87 20.42 15.08 -47.91 46.21 110.73 108.35 101.55
6 multin_zz1000_71001_barra_residualvolatility_botG -3.44 -21.58 17.70 12.36 -50.63 43.49 108.02 105.63 98.83
7 multin_zz1000_71001_barra_leverage_botG -8.85 -26.99 12.29 6.95 -56.04 38.08 102.61 100.23 93.43
8 multin_zz1000_71001_barra_liquidity_botG -12.45 -30.59 8.69 3.36 -59.63 34.48 99.01 96.63 89.83
9 multin_zz1000_71001_barra_earningsyield_botG -14.33 -32.47 6.82 1.48 -61.51 32.61 97.13 94.75 87.95
10 multin_zz1000_71001_barra_leverage_topG -16.59 -34.73 4.56 -0.78 -63.77 30.35 94.87 92.49 85.69
11 multin_zz1000_71001_barra_btop_topG -17.83 -35.97 3.31 -2.02 -65.01 29.10 93.63 91.25 84.45
12 multin_zz1000_71001_barra_btop_botG -17.90 -36.04 3.24 -2.10 -65.09 29.03 93.55 91.17 84.37
13 multin_zz1000_71001_barra_growth_botG -23.90 -42.03 -2.75 -8.09 -71.08 23.04 87.56 85.18 78.38
14 multin_zz1000_71001_barra_momentum_topG -29.84 -47.98 -8.69 -14.03 -77.02 17.10 81.62 79.24 72.44
15 multin_zz1000_71001_barra_beta_topG -43.11 -61.24 -21.96 -27.30 -90.29 3.83 68.35 65.97 59.17
16 multin_zz1000_71001_barra_residualvolatility_topG -66.09 -84.23 -44.95 -50.29 -113.28 -19.16 45.37 42.98 36.18
17 multin_zz1000_71001_barra_nonlinearsize_botG -71.59 -89.73 -50.45 -55.79 -118.78 -24.66 39.87 37.48 30.69
18 multin_zz1000_71001_barra_size_botG -71.59 -89.73 -50.45 -55.79 -118.78 -24.66 39.87 37.48 30.69
19 multin_zz1000_71001_barra_liquidity_topG -72.83 -90.97 -51.69 -57.02 -120.01 -25.90 38.63 36.25 29.45