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_20240925_151510
0 multin_zz1000_71001_barra_btop_topG 120.06 128.19 89.86 72.99 216.43 75.33 -27.22 -45.74 -26.27
1 multin_zz1000_71001_barra_residualvolatility_topG 77.34 85.47 47.14 30.27 173.71 32.61 -69.94 -88.46 -68.99
2 multin_zz1000_71001_barra_leverage_topG 73.73 81.86 43.53 26.66 170.10 29.00 -73.55 -92.07 -72.61
3 multin_zz1000_71001_barra_growth_botG 71.84 79.97 41.64 24.77 168.21 27.12 -75.44 -93.95 -74.49
4 multin_zz1000_71001_barra_liquidity_topG 67.90 76.03 37.70 20.83 164.27 23.18 -79.38 -97.89 -78.43
5 multin_zz1000_71001_barra_nonlinearsize_botG 54.90 63.03 24.70 7.83 151.27 10.17 -92.38 -110.90 -91.43
6 multin_zz1000_71001_barra_size_botG 54.90 63.03 24.70 7.83 151.27 10.17 -92.38 -110.90 -91.43
7 multin_zz1000_71001_barra_beta_topG 51.28 59.41 21.08 4.21 147.65 6.56 -96.00 -114.51 -95.05
8 multin_zz1000_71001_barra_momentum_botG 46.96 55.09 16.76 -0.11 143.33 2.24 -100.32 -118.83 -99.37
9 multin_zz1000_71001_barra_earningsyield_topG 42.51 50.65 12.31 -4.56 138.88 -2.21 -104.77 -123.28 -103.82
10 multin_zz1000_71001_barra_earningsyield_botG 40.69 48.82 10.49 -6.38 137.06 -4.03 -106.59 -125.10 -105.64
11 multin_zz1000_71001_barra_beta_botG 34.06 42.19 3.86 -13.01 130.43 -10.67 -113.23 -131.74 -112.28
12 multin_zz1000_71001_barra_residualvolatility_botG 33.47 41.60 3.27 -13.60 129.84 -11.26 -113.81 -132.33 -112.86
13 multin_zz1000_71001_barra_leverage_botG 25.54 33.68 -4.66 -21.53 121.91 -19.18 -121.74 -140.25 -120.79
14 multin_zz1000_71001_barra_growth_topG 19.58 27.71 -10.63 -27.50 115.94 -25.15 -127.71 -146.22 -126.76
15 multin_zz1000_71001_barra_liquidity_botG 17.02 25.16 -13.18 -30.05 113.39 -27.70 -130.26 -148.77 -129.31
16 multin_zz1000_71001_barra_btop_botG 12.98 21.11 -17.22 -34.09 109.35 -31.75 -134.30 -152.82 -133.35
17 multin_zz1000_71001_barra_momentum_topG 12.63 20.76 -17.57 -34.44 109.00 -32.10 -134.65 -153.17 -133.71
18 multin_zz1000_71001_barra_size_topG 7.06 15.19 -23.14 -40.01 103.43 -37.67 -140.22 -158.74 -139.27
19 multin_zz1000_71001_barra_nonlinearsize_topG -6.10 2.03 -36.30 -53.17 90.27 -50.82 -153.38 -171.90 -152.43