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_20240923_151508
0 multin_zz1000_71001_barra_beta_topG 50.99 71.98 30.13 28.87 65.06 30.68 56.89 62.25 76.95
1 multin_zz1000_71001_barra_btop_topG 34.79 55.78 13.93 12.68 48.87 14.49 40.69 46.05 60.75
2 multin_zz1000_71001_barra_liquidity_topG 34.02 55.01 13.16 11.90 48.09 13.72 39.92 45.28 59.98
3 multin_zz1000_71001_barra_growth_botG 31.01 52.00 10.14 8.89 45.08 10.70 36.91 42.26 56.96
4 multin_zz1000_71001_barra_earningsyield_topG 27.71 48.70 6.85 5.59 41.78 7.40 33.61 38.97 53.66
5 multin_zz1000_71001_barra_momentum_botG 24.73 45.72 3.87 2.62 38.81 4.43 30.64 35.99 50.69
6 multin_zz1000_71001_barra_leverage_topG 24.53 45.52 3.67 2.41 38.60 4.23 30.43 35.79 50.49
7 multin_zz1000_71001_barra_nonlinearsize_botG 24.52 45.51 3.66 2.41 38.60 4.22 30.43 35.78 50.48
8 multin_zz1000_71001_barra_size_botG 24.52 45.51 3.66 2.41 38.60 4.22 30.43 35.78 50.48
9 multin_zz1000_71001_barra_residualvolatility_topG 18.12 39.11 -2.74 -4.00 32.20 -2.18 24.02 29.38 44.08
10 multin_zz1000_71001_barra_beta_botG 16.21 37.20 -4.66 -5.91 30.28 -4.10 22.11 27.46 42.16
11 multin_zz1000_71001_barra_momentum_topG 13.81 34.80 -7.06 -8.31 27.88 -6.50 19.71 25.06 39.76
12 multin_zz1000_71001_barra_residualvolatility_botG 11.52 32.51 -9.34 -10.60 25.59 -8.78 17.42 22.78 37.48
13 multin_zz1000_71001_barra_liquidity_botG 5.03 26.02 -15.83 -17.09 19.10 -15.27 10.93 16.29 30.99
14 multin_zz1000_71001_barra_earningsyield_botG -0.06 20.93 -20.92 -22.18 14.01 -20.37 5.84 11.20 25.89
15 multin_zz1000_71001_barra_btop_botG -2.67 18.32 -23.53 -24.79 11.40 -22.97 3.23 8.59 23.29
16 multin_zz1000_71001_barra_leverage_botG -5.70 15.29 -26.56 -27.81 8.38 -26.00 0.20 5.56 20.26
17 multin_zz1000_71001_barra_growth_topG -6.14 14.85 -27.01 -28.26 7.93 -26.45 -0.24 5.11 19.81
18 multin_zz1000_71001_barra_size_topG -7.18 13.81 -28.04 -29.29 6.90 -27.48 -1.27 4.08 18.78
19 multin_zz1000_71001_barra_nonlinearsize_topG -26.69 -5.70 -47.55 -48.81 -12.61 -46.99 -20.79 -15.43 -0.73