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_20240913_151547
0 multin_zz1000_71001_barra_btop_topG 103.25 78.77 127.80 22.20 -17.39 146.24 409.61 429.62 452.79
1 multin_zz1000_71001_barra_beta_botG 77.96 53.48 102.52 -3.09 -42.67 120.95 384.32 404.34 427.50
2 multin_zz1000_71001_barra_leverage_topG 73.84 49.36 98.39 -7.21 -46.80 116.83 380.20 400.21 423.38
3 multin_zz1000_71001_barra_momentum_topG 57.93 33.46 82.49 -23.12 -62.70 100.93 364.29 384.31 407.48
4 multin_zz1000_71001_barra_size_topG 53.82 29.34 78.38 -27.23 -66.81 96.81 360.18 380.20 403.36
5 multin_zz1000_71001_barra_growth_botG 45.16 20.68 69.72 -35.89 -75.47 88.15 351.52 371.54 394.70
6 multin_zz1000_71001_barra_residualvolatility_botG 26.88 2.40 51.43 -54.17 -93.75 69.87 333.24 353.25 376.42
7 multin_zz1000_71001_barra_liquidity_botG 21.48 -2.99 46.04 -59.56 -99.15 64.48 327.85 347.86 371.03
8 multin_zz1000_71001_barra_nonlinearsize_topG 9.83 -14.65 34.39 -71.22 -110.80 52.83 316.19 336.21 359.37
9 multin_zz1000_71001_barra_earningsyield_topG -8.22 -32.70 16.34 -89.27 -128.85 34.77 298.14 318.16 341.32
10 multin_zz1000_71001_barra_earningsyield_botG -10.47 -34.94 14.09 -91.52 -131.10 32.53 295.89 315.91 339.08
11 multin_zz1000_71001_barra_size_botG -11.00 -35.48 13.55 -92.05 -131.63 31.99 295.36 315.38 338.54
12 multin_zz1000_71001_barra_nonlinearsize_botG -11.00 -35.48 13.55 -92.05 -131.63 31.99 295.36 315.38 338.54
13 multin_zz1000_71001_barra_btop_botG -21.35 -45.83 3.21 -102.40 -141.98 21.64 285.01 305.03 328.19
14 multin_zz1000_71001_barra_residualvolatility_topG -49.45 -73.93 -24.89 -130.50 -170.08 -6.46 256.91 276.93 300.09
15 multin_zz1000_71001_barra_leverage_botG -54.49 -78.97 -29.93 -135.54 -175.12 -11.50 251.87 271.89 295.05
16 multin_zz1000_71001_barra_liquidity_topG -76.66 -101.14 -52.11 -157.71 -197.29 -33.67 229.70 249.71 272.88
17 multin_zz1000_71001_barra_growth_topG -77.75 -102.23 -53.20 -158.80 -198.39 -34.76 228.61 248.62 271.79
18 multin_zz1000_71001_barra_beta_topG -89.94 -114.42 -65.38 -170.99 -210.57 -46.95 216.42 236.44 259.60
19 multin_zz1000_71001_barra_momentum_botG -113.05 -137.53 -88.50 -194.10 -233.69 -70.06 193.31 213.32 236.49