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_20241022_151513
0 multin_zz1000_71001_barra_leverage_topG 134.27 94.09 95.85 123.51 178.72 67.21 25.77 -3.02 12.26
1 multin_zz1000_71001_barra_earningsyield_topG 112.07 71.90 73.65 101.32 156.53 45.01 3.57 -25.22 -9.94
2 multin_zz1000_71001_barra_nonlinearsize_botG 108.99 68.81 70.57 98.23 153.44 41.92 0.48 -28.31 -13.02
3 multin_zz1000_71001_barra_size_botG 108.99 68.81 70.57 98.23 153.44 41.92 0.48 -28.31 -13.02
4 multin_zz1000_71001_barra_momentum_botG 103.64 63.46 65.22 92.88 148.10 36.58 -4.86 -33.65 -18.37
5 multin_zz1000_71001_barra_btop_topG 98.95 58.78 60.53 88.20 143.41 31.89 -9.55 -38.34 -23.06
6 multin_zz1000_71001_barra_beta_botG 94.69 54.51 56.27 83.93 139.14 27.63 -13.81 -42.60 -27.32
7 multin_zz1000_71001_barra_residualvolatility_botG 90.79 50.62 52.37 80.04 135.25 23.73 -17.71 -46.50 -31.22
8 multin_zz1000_71001_barra_liquidity_botG 85.71 45.54 47.29 74.96 130.17 18.65 -22.79 -51.58 -36.30
9 multin_zz1000_71001_barra_growth_botG 44.93 4.75 6.51 34.17 89.38 -22.14 -63.58 -92.37 -77.08
10 multin_zz1000_71001_barra_growth_topG 33.39 -6.78 -5.03 22.64 77.85 -33.67 -75.11 -103.90 -88.62
11 multin_zz1000_71001_barra_size_topG 21.89 -18.29 -16.53 11.13 66.34 -45.18 -86.62 -115.41 -100.12
12 multin_zz1000_71001_barra_nonlinearsize_topG 19.95 -20.23 -18.47 9.19 64.40 -47.12 -88.56 -117.35 -102.06
13 multin_zz1000_71001_barra_momentum_topG 13.43 -26.75 -24.99 2.67 57.88 -53.63 -95.07 -123.86 -108.58
14 multin_zz1000_71001_barra_leverage_botG -2.40 -42.57 -40.82 -13.15 42.06 -69.46 -110.90 -139.69 -124.41
15 multin_zz1000_71001_barra_residualvolatility_topG -4.50 -44.68 -42.92 -15.26 39.95 -71.57 -113.01 -141.80 -126.51
16 multin_zz1000_71001_barra_liquidity_topG -47.65 -87.83 -86.07 -58.41 -3.20 -114.72 -156.16 -184.95 -169.66
17 multin_zz1000_71001_barra_earningsyield_botG -63.33 -103.51 -101.75 -74.09 -18.88 -130.40 -171.84 -200.63 -185.34
18 multin_zz1000_71001_barra_beta_topG -76.82 -117.00 -115.24 -87.58 -32.37 -143.88 -185.32 -214.12 -198.83
19 multin_zz1000_71001_barra_btop_botG -84.56 -124.73 -122.98 -95.31 -40.10 -151.62 -193.06 -221.85 -206.57