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_20241030_151533
0 multin_zz1000_71001_barra_leverage_topG 43.04 59.24 46.85 186.93 99.98 148.45 310.90 290.32 261.51
1 multin_zz1000_71001_barra_residualvolatility_topG 12.72 28.92 16.53 156.62 69.66 118.13 280.58 260.01 231.19
2 multin_zz1000_71001_barra_btop_topG 4.48 20.68 8.29 148.37 61.41 109.89 272.33 251.76 222.95
3 multin_zz1000_71001_barra_liquidity_topG 1.65 17.85 5.46 145.54 58.58 107.06 269.50 248.93 220.12
4 multin_zz1000_71001_barra_growth_botG -7.48 8.72 -3.67 136.41 49.46 97.93 260.38 239.80 210.99
5 multin_zz1000_71001_barra_earningsyield_botG -12.50 3.70 -8.69 131.39 44.43 92.91 255.35 234.78 205.97
6 multin_zz1000_71001_barra_momentum_topG -34.26 -18.06 -30.45 109.63 22.68 71.15 233.60 213.02 184.21
7 multin_zz1000_71001_barra_nonlinearsize_topG -62.47 -46.27 -58.66 81.43 -5.53 42.94 205.39 184.81 156.00
8 multin_zz1000_71001_barra_beta_botG -62.69 -46.49 -58.88 81.20 -5.76 42.72 205.16 184.59 155.78
9 multin_zz1000_71001_barra_liquidity_botG -66.49 -50.29 -62.68 77.40 -9.56 38.92 201.36 180.79 151.98
10 multin_zz1000_71001_barra_btop_botG -66.50 -50.30 -62.69 77.39 -9.56 38.91 201.36 180.78 151.97
11 multin_zz1000_71001_barra_residualvolatility_botG -70.41 -54.21 -66.60 73.49 -13.47 35.00 197.45 176.88 148.07
12 multin_zz1000_71001_barra_size_topG -76.28 -60.09 -72.48 67.61 -19.35 29.12 191.57 171.00 142.19
13 multin_zz1000_71001_barra_beta_topG -81.28 -65.08 -77.47 62.62 -24.34 24.13 186.58 166.01 137.20
14 multin_zz1000_71001_barra_size_botG -86.48 -70.28 -82.67 57.42 -29.54 18.93 181.38 160.81 132.00
15 multin_zz1000_71001_barra_nonlinearsize_botG -86.48 -70.28 -82.67 57.42 -29.54 18.93 181.38 160.81 132.00
16 multin_zz1000_71001_barra_growth_topG -98.35 -82.15 -94.54 45.54 -41.42 7.06 169.50 148.93 120.12
17 multin_zz1000_71001_barra_leverage_botG -110.42 -94.22 -106.61 33.48 -53.48 -5.01 157.44 136.87 108.06
18 multin_zz1000_71001_barra_earningsyield_topG -112.50 -96.30 -108.69 31.39 -55.56 -7.09 155.36 134.78 105.97
19 multin_zz1000_71001_barra_momentum_botG -144.46 -128.26 -140.65 -0.57 -87.52 -39.05 123.40 102.82 74.01