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_20240920_151540
0 multin_zz1000_71001_barra_beta_topG 63.46 73.28 36.36 -8.52 25.07 66.67 171.96 186.54 181.52
1 multin_zz1000_71001_barra_growth_botG 57.73 67.55 30.62 -14.25 19.34 60.94 166.23 180.81 175.79
2 multin_zz1000_71001_barra_liquidity_topG 49.60 59.42 22.50 -22.38 11.21 52.81 158.10 172.68 167.66
3 multin_zz1000_71001_barra_size_topG 31.29 41.11 4.19 -40.69 -7.10 34.50 139.79 154.37 149.35
4 multin_zz1000_71001_barra_btop_topG 30.23 40.04 3.12 -41.76 -8.17 33.44 138.73 153.31 148.29
5 multin_zz1000_71001_barra_residualvolatility_topG 29.32 39.13 2.21 -42.67 -9.08 32.52 137.81 152.39 147.37
6 multin_zz1000_71001_barra_leverage_topG 26.05 35.86 -1.06 -45.94 -12.35 29.25 134.55 149.12 144.11
7 multin_zz1000_71001_barra_momentum_topG 24.43 34.24 -2.68 -47.56 -13.97 27.63 132.93 147.50 142.49
8 multin_zz1000_71001_barra_btop_botG 21.64 31.45 -5.47 -50.35 -16.76 24.84 130.13 144.71 139.69
9 multin_zz1000_71001_barra_residualvolatility_botG 13.22 23.03 -13.89 -58.76 -25.18 16.43 121.72 136.30 131.28
10 multin_zz1000_71001_barra_earningsyield_botG 12.54 22.36 -14.56 -59.44 -25.85 15.75 121.04 135.62 130.60
11 multin_zz1000_71001_barra_beta_botG 9.92 19.73 -17.19 -62.07 -28.48 13.13 118.42 133.00 127.98
12 multin_zz1000_71001_barra_nonlinearsize_botG -7.39 2.42 -34.50 -79.38 -45.79 -4.18 101.11 115.69 110.67
13 multin_zz1000_71001_barra_size_botG -7.39 2.42 -34.50 -79.38 -45.79 -4.18 101.11 115.69 110.67
14 multin_zz1000_71001_barra_leverage_botG -12.82 -3.00 -39.92 -84.80 -51.21 -9.61 95.68 110.26 105.24
15 multin_zz1000_71001_barra_nonlinearsize_topG -14.59 -4.77 -41.69 -86.57 -52.98 -11.38 93.91 108.49 103.47
16 multin_zz1000_71001_barra_liquidity_botG -17.69 -7.87 -44.79 -89.67 -56.08 -14.48 90.81 105.39 100.37
17 multin_zz1000_71001_barra_growth_topG -18.26 -8.44 -45.36 -90.24 -56.65 -15.05 90.24 104.82 99.80
18 multin_zz1000_71001_barra_earningsyield_topG -20.56 -10.74 -47.66 -92.54 -58.95 -17.35 87.94 102.52 97.50
19 multin_zz1000_71001_barra_momentum_botG -39.86 -30.05 -66.97 -111.85 -78.26 -36.65 68.64 83.22 78.20