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_20240930_151509
0 multin_zz1000_71001_barra_beta_topG 392.85 465.26 399.07 652.57 1501.52 318.65 -925.96 -985.69 -937.83
1 multin_zz1000_71001_barra_momentum_botG 242.60 315.01 248.82 502.32 1351.27 168.40 -1076.21 -1135.94 -1088.08
2 multin_zz1000_71001_barra_liquidity_topG 223.91 296.33 230.14 483.63 1332.59 149.71 -1094.89 -1154.62 -1106.77
3 multin_zz1000_71001_barra_leverage_botG 193.94 266.35 200.16 453.66 1302.61 119.74 -1124.87 -1184.60 -1136.74
4 multin_zz1000_71001_barra_growth_topG 174.61 247.03 180.84 434.34 1283.29 100.42 -1144.19 -1203.92 -1156.06
5 multin_zz1000_71001_barra_btop_botG 172.81 245.22 179.03 432.53 1281.48 98.61 -1146.00 -1205.73 -1157.87
6 multin_zz1000_71001_barra_earningsyield_botG 172.20 244.62 178.42 431.92 1280.88 98.00 -1146.60 -1206.33 -1158.48
7 multin_zz1000_71001_barra_residualvolatility_topG 171.61 244.03 177.84 431.33 1280.29 97.41 -1147.19 -1206.92 -1159.07
8 multin_zz1000_71001_barra_nonlinearsize_botG 2.94 75.36 9.17 262.66 1111.62 -71.26 -1315.86 -1375.59 -1327.74
9 multin_zz1000_71001_barra_size_botG 2.94 75.36 9.17 262.66 1111.62 -71.26 -1315.86 -1375.59 -1327.74
10 multin_zz1000_71001_barra_nonlinearsize_topG -37.35 35.07 -31.12 222.38 1071.33 -111.54 -1356.15 -1415.88 -1368.02
11 multin_zz1000_71001_barra_growth_botG -78.72 -6.31 -72.50 181.00 1029.95 -152.92 -1397.53 -1457.26 -1409.40
12 multin_zz1000_71001_barra_momentum_topG -125.48 -53.06 -119.26 134.24 983.20 -199.68 -1444.28 -1504.02 -1456.16
13 multin_zz1000_71001_barra_liquidity_botG -126.00 -53.59 -119.78 133.72 982.67 -200.20 -1444.81 -1504.54 -1456.68
14 multin_zz1000_71001_barra_earningsyield_topG -151.96 -79.54 -145.74 107.76 956.72 -226.16 -1470.76 -1530.49 -1482.64
15 multin_zz1000_71001_barra_size_topG -160.95 -88.53 -154.72 98.77 947.73 -235.15 -1479.75 -1539.48 -1491.63
16 multin_zz1000_71001_barra_leverage_topG -184.31 -111.90 -178.09 75.41 924.36 -258.51 -1503.12 -1562.85 -1514.99
17 multin_zz1000_71001_barra_residualvolatility_botG -193.73 -121.31 -187.50 65.99 914.95 -267.93 -1512.53 -1572.26 -1524.41
18 multin_zz1000_71001_barra_btop_topG -228.59 -156.18 -222.37 31.13 880.08 -302.79 -1547.40 -1607.13 -1559.27
19 multin_zz1000_71001_barra_beta_botG -275.51 -203.09 -269.29 -15.79 833.17 -349.71 -1594.31 -1654.04 -1606.19