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_20240912_151508
0 multin_zz1000_71001_barra_btop_topG 72.68 75.32 47.60 78.21 36.65 72.75 203.69 198.66 210.65
1 multin_zz1000_71001_barra_leverage_topG 66.49 69.13 41.42 72.03 30.46 66.56 197.50 192.47 204.47
2 multin_zz1000_71001_barra_residualvolatility_botG 49.07 51.71 23.99 54.60 13.04 49.14 180.08 175.05 187.04
3 multin_zz1000_71001_barra_liquidity_botG 43.13 45.77 18.05 48.66 7.10 43.20 174.14 169.11 181.10
4 multin_zz1000_71001_barra_growth_botG 38.92 41.57 13.85 44.46 2.89 38.99 169.93 164.90 176.90
5 multin_zz1000_71001_barra_earningsyield_topG 34.71 37.36 9.64 40.25 -1.32 34.79 165.72 160.69 172.69
6 multin_zz1000_71001_barra_momentum_botG 28.76 31.41 3.69 34.30 -7.27 28.84 159.77 154.74 166.74
7 multin_zz1000_71001_barra_nonlinearsize_botG 23.17 25.82 -1.90 28.71 -12.86 23.25 154.18 149.15 161.15
8 multin_zz1000_71001_barra_size_botG 23.17 25.82 -1.90 28.71 -12.86 23.25 154.18 149.15 161.15
9 multin_zz1000_71001_barra_earningsyield_botG 15.95 18.60 -9.12 21.49 -20.08 16.03 146.96 141.93 153.93
10 multin_zz1000_71001_barra_beta_botG 13.06 15.70 -12.02 18.59 -22.97 13.13 144.07 139.04 151.03
11 multin_zz1000_71001_barra_size_topG -2.29 0.36 -27.36 3.25 -38.32 -2.21 128.73 123.69 135.69
12 multin_zz1000_71001_barra_growth_topG -3.98 -1.33 -29.05 1.56 -40.01 -3.90 127.03 122.00 134.00
13 multin_zz1000_71001_barra_residualvolatility_topG -6.64 -3.99 -31.71 -1.10 -42.67 -6.57 124.37 119.34 131.34
14 multin_zz1000_71001_barra_momentum_topG -7.05 -4.40 -32.12 -1.51 -43.07 -6.97 123.97 118.93 130.93
15 multin_zz1000_71001_barra_nonlinearsize_topG -7.98 -5.33 -33.05 -2.44 -44.01 -7.90 123.03 118.00 130.00
16 multin_zz1000_71001_barra_leverage_botG -10.86 -8.22 -35.94 -5.33 -46.89 -10.79 120.15 115.12 127.11
17 multin_zz1000_71001_barra_beta_topG -17.10 -14.45 -42.17 -11.56 -53.13 -17.02 113.92 108.88 120.88
18 multin_zz1000_71001_barra_btop_botG -25.54 -22.89 -50.61 -20.00 -61.57 -25.46 105.47 100.44 112.44
19 multin_zz1000_71001_barra_liquidity_topG -47.09 -44.45 -72.16 -41.55 -83.12 -47.02 83.92 78.89 90.89