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_20241029_151530
0 multin_zz1000_71001_barra_momentum_topG 71.70 34.24 98.76 11.19 -89.42 159.46 403.80 391.65 385.87
1 multin_zz1000_71001_barra_beta_botG 44.87 7.41 71.93 -15.65 -116.25 132.63 376.97 364.81 359.04
2 multin_zz1000_71001_barra_residualvolatility_topG 42.47 5.01 69.53 -18.04 -118.64 130.24 374.57 362.42 356.65
3 multin_zz1000_71001_barra_size_topG 35.20 -2.26 62.27 -25.31 -125.91 122.97 367.31 355.15 349.38
4 multin_zz1000_71001_barra_growth_botG -0.93 -38.39 26.13 -61.45 -162.05 86.83 331.17 319.01 313.24
5 multin_zz1000_71001_barra_nonlinearsize_topG -8.56 -46.02 18.50 -69.08 -169.68 79.20 323.54 311.38 305.61
6 multin_zz1000_71001_barra_liquidity_topG -13.63 -51.09 13.43 -74.15 -174.75 74.13 318.47 306.31 300.54
7 multin_zz1000_71001_barra_earningsyield_botG -16.45 -53.91 10.61 -76.97 -177.57 71.31 315.65 303.49 297.72
8 multin_zz1000_71001_barra_btop_botG -20.10 -57.56 6.96 -80.62 -181.22 67.66 312.00 299.84 294.07
9 multin_zz1000_71001_barra_leverage_topG -33.76 -71.22 -6.70 -94.28 -194.88 54.00 298.34 286.18 280.41
10 multin_zz1000_71001_barra_btop_topG -36.36 -73.82 -9.30 -96.88 -197.48 51.40 295.74 283.58 277.81
11 multin_zz1000_71001_barra_earningsyield_topG -61.15 -98.61 -34.09 -121.66 -222.27 26.61 270.95 258.79 253.02
12 multin_zz1000_71001_barra_growth_topG -63.42 -100.88 -36.36 -123.94 -224.54 24.34 268.68 256.52 250.75
13 multin_zz1000_71001_barra_residualvolatility_botG -68.39 -105.85 -41.33 -128.91 -229.51 19.37 263.71 251.55 245.78
14 multin_zz1000_71001_barra_liquidity_botG -70.81 -108.27 -43.75 -131.33 -231.93 16.95 261.29 249.13 243.36
15 multin_zz1000_71001_barra_size_botG -83.18 -120.64 -56.12 -143.69 -244.30 4.58 248.92 236.76 230.99
16 multin_zz1000_71001_barra_nonlinearsize_botG -83.18 -120.64 -56.12 -143.69 -244.30 4.58 248.92 236.76 230.99
17 multin_zz1000_71001_barra_leverage_botG -86.32 -123.78 -59.26 -146.84 -247.44 1.44 245.78 233.62 227.85
18 multin_zz1000_71001_barra_beta_topG -124.41 -161.87 -97.35 -184.93 -285.53 -36.65 207.69 195.53 189.76
19 multin_zz1000_71001_barra_momentum_botG -137.47 -174.93 -110.41 -197.98 -298.58 -49.70 194.64 182.48 176.71