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_20241024_151513
0 multin_zz1000_71001_barra_nonlinearsize_botG 87.09 98.91 22.27 126.77 15.37 41.95 -5.22 -43.79 -112.42
1 multin_zz1000_71001_barra_size_botG 87.09 98.91 22.27 126.77 15.37 41.95 -5.22 -43.79 -112.42
2 multin_zz1000_71001_barra_liquidity_botG 67.62 79.45 2.81 107.30 -4.09 22.48 -24.69 -63.26 -131.89
3 multin_zz1000_71001_barra_residualvolatility_topG 66.24 78.07 1.43 105.92 -5.47 21.10 -26.07 -64.64 -133.26
4 multin_zz1000_71001_barra_btop_botG 64.86 76.69 0.05 104.54 -6.85 19.72 -27.45 -66.02 -134.65
5 multin_zz1000_71001_barra_beta_botG 61.49 73.32 -3.32 101.17 -10.22 16.35 -30.82 -69.39 -138.02
6 multin_zz1000_71001_barra_growth_botG 58.86 70.68 -5.95 98.54 -12.86 13.72 -33.45 -72.02 -140.65
7 multin_zz1000_71001_barra_btop_topG 57.65 69.48 -7.16 97.33 -14.06 12.51 -34.66 -73.23 -141.85
8 multin_zz1000_71001_barra_leverage_topG 56.81 68.64 -8.00 96.50 -14.90 11.68 -35.49 -74.07 -142.69
9 multin_zz1000_71001_barra_earningsyield_botG 41.75 53.58 -23.06 81.44 -29.96 -3.38 -50.55 -89.13 -157.75
10 multin_zz1000_71001_barra_leverage_botG 39.36 51.19 -25.45 79.04 -32.35 -5.78 -52.95 -91.52 -160.15
11 multin_zz1000_71001_barra_momentum_topG 39.25 51.08 -25.56 78.93 -32.46 -5.88 -53.06 -91.63 -160.25
12 multin_zz1000_71001_barra_residualvolatility_botG 21.76 33.59 -43.05 61.44 -49.95 -23.37 -70.54 -109.12 -177.74
13 multin_zz1000_71001_barra_liquidity_topG 10.55 22.37 -54.26 50.23 -61.17 -34.59 -81.76 -120.33 -188.96
14 multin_zz1000_71001_barra_growth_topG 9.44 21.27 -55.37 49.12 -62.27 -35.69 -82.86 -121.44 -190.06
15 multin_zz1000_71001_barra_earningsyield_topG 4.14 15.96 -60.68 43.82 -67.58 -41.00 -88.17 -126.75 -195.37
16 multin_zz1000_71001_barra_nonlinearsize_topG -14.18 -2.35 -78.99 25.50 -85.89 -59.32 -106.49 -145.06 -213.69
17 multin_zz1000_71001_barra_size_topG -19.51 -7.69 -84.32 20.17 -91.23 -64.65 -111.82 -150.39 -219.02
18 multin_zz1000_71001_barra_momentum_botG -22.08 -10.25 -86.89 17.60 -93.79 -67.22 -114.39 -152.96 -221.58
19 multin_zz1000_71001_barra_beta_topG -51.10 -39.27 -115.91 -11.42 -122.81 -96.24 -143.41 -181.98 -250.61