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_20241015_151517
0 multin_zz1000_71001_barra_liquidity_topG 111.91 162.49 40.12 184.63 -73.95 34.73 213.16 229.36 223.65
1 multin_zz1000_71001_barra_nonlinearsize_botG 99.00 149.59 27.21 171.72 -86.85 21.82 200.25 216.45 210.74
2 multin_zz1000_71001_barra_size_botG 99.00 149.59 27.21 171.72 -86.85 21.82 200.25 216.45 210.74
3 multin_zz1000_71001_barra_residualvolatility_topG 96.57 147.15 24.77 169.29 -89.29 19.39 197.82 214.02 208.31
4 multin_zz1000_71001_barra_beta_topG 57.53 108.11 -14.27 130.25 -128.33 -19.65 158.78 174.98 169.27
5 multin_zz1000_71001_barra_btop_botG 52.40 102.98 -19.39 125.12 -133.46 -24.78 153.65 169.85 164.14
6 multin_zz1000_71001_barra_growth_botG 48.09 98.67 -23.70 120.81 -137.77 -29.09 149.34 165.54 159.83
7 multin_zz1000_71001_barra_earningsyield_botG 41.72 92.31 -30.07 114.44 -144.14 -35.46 142.97 159.17 153.46
8 multin_zz1000_71001_barra_leverage_botG 35.73 86.32 -36.06 108.45 -150.12 -41.45 136.98 153.18 147.47
9 multin_zz1000_71001_barra_momentum_topG 33.05 83.63 -38.74 105.77 -152.81 -44.13 134.30 150.50 144.79
10 multin_zz1000_71001_barra_growth_topG 27.34 77.92 -44.46 100.06 -158.52 -49.84 128.59 144.79 139.08
11 multin_zz1000_71001_barra_liquidity_botG 24.79 75.37 -47.00 97.51 -161.07 -52.39 126.04 142.24 136.53
12 multin_zz1000_71001_barra_leverage_topG 18.76 69.34 -53.04 91.48 -167.10 -58.43 120.01 136.20 130.49
13 multin_zz1000_71001_barra_beta_botG 8.45 59.03 -63.34 81.17 -177.41 -68.73 109.70 125.90 120.19
14 multin_zz1000_71001_barra_momentum_botG -2.98 47.61 -74.77 69.74 -188.84 -80.16 98.27 114.47 108.76
15 multin_zz1000_71001_barra_btop_topG -5.70 44.88 -77.49 67.02 -191.56 -82.88 95.55 111.75 106.04
16 multin_zz1000_71001_barra_nonlinearsize_topG -6.32 44.26 -78.12 66.40 -192.18 -83.51 94.93 111.12 105.41
17 multin_zz1000_71001_barra_residualvolatility_botG -15.60 34.99 -87.39 57.12 -201.46 -92.78 85.65 101.85 96.14
18 multin_zz1000_71001_barra_earningsyield_topG -27.75 22.83 -99.54 44.97 -213.61 -104.93 73.50 89.70 83.99
19 multin_zz1000_71001_barra_size_topG -60.60 -10.02 -132.39 12.12 -246.46 -137.78 40.65 56.85 51.14