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_20241021_151519
0 multin_zz1000_71001_barra_liquidity_topG 189.58 269.90 135.43 362.35 387.10 194.16 -3.07 76.72 59.95
1 multin_zz1000_71001_barra_beta_topG 181.68 262.00 127.53 354.45 379.20 186.27 -10.97 68.83 52.05
2 multin_zz1000_71001_barra_btop_botG 96.17 176.49 42.02 268.94 293.69 100.76 -96.48 -16.68 -33.46
3 multin_zz1000_71001_barra_residualvolatility_topG 94.38 174.69 40.22 267.15 291.90 98.96 -98.28 -18.48 -35.26
4 multin_zz1000_71001_barra_earningsyield_botG 91.99 172.31 37.84 264.76 289.51 96.57 -100.67 -20.87 -37.64
5 multin_zz1000_71001_barra_growth_topG 47.76 128.08 -6.39 220.53 245.28 52.35 -144.89 -65.09 -81.87
6 multin_zz1000_71001_barra_momentum_botG 46.09 126.41 -8.06 218.86 243.61 50.68 -146.56 -66.76 -83.54
7 multin_zz1000_71001_barra_leverage_botG 23.56 103.87 -30.60 196.33 221.08 28.14 -169.10 -89.30 -106.08
8 multin_zz1000_71001_barra_nonlinearsize_botG -33.62 46.70 -87.77 139.15 163.90 -29.04 -226.28 -146.48 -163.25
9 multin_zz1000_71001_barra_size_botG -33.62 46.70 -87.77 139.15 163.90 -29.04 -226.28 -146.48 -163.25
10 multin_zz1000_71001_barra_momentum_topG -34.70 45.61 -88.86 138.07 162.82 -30.12 -227.36 -147.56 -164.34
11 multin_zz1000_71001_barra_nonlinearsize_topG -43.04 37.28 -97.19 129.73 154.48 -38.45 -235.69 -155.89 -172.67
12 multin_zz1000_71001_barra_growth_botG -50.31 30.00 -104.46 122.46 147.21 -45.73 -242.97 -163.17 -179.95
13 multin_zz1000_71001_barra_leverage_topG -97.58 -17.27 -151.73 75.19 99.94 -93.00 -290.24 -210.44 -227.21
14 multin_zz1000_71001_barra_liquidity_botG -100.78 -20.46 -154.93 71.99 96.74 -96.19 -293.43 -213.63 -230.41
15 multin_zz1000_71001_barra_size_topG -107.28 -26.97 -161.43 65.49 90.24 -102.70 -299.94 -220.14 -236.91
16 multin_zz1000_71001_barra_residualvolatility_botG -113.24 -32.92 -167.39 59.53 84.28 -108.65 -305.89 -226.09 -242.87
17 multin_zz1000_71001_barra_earningsyield_topG -136.32 -56.00 -190.47 36.45 61.20 -131.73 -328.97 -249.17 -265.95
18 multin_zz1000_71001_barra_beta_botG -149.39 -69.08 -203.54 23.38 48.13 -144.81 -342.05 -262.25 -279.03
19 multin_zz1000_71001_barra_btop_topG -175.10 -94.79 -229.26 -2.33 22.42 -170.52 -367.76 -287.96 -304.74