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_20241104_151513
0 multin_zz1000_71001_barra_beta_topG 83.85 122.58 84.70 147.02 284.08 46.06 -275.59 -264.40 -208.94
1 multin_zz1000_71001_barra_growth_topG 42.21 80.95 43.06 105.39 242.44 4.43 -317.22 -306.04 -250.57
2 multin_zz1000_71001_barra_leverage_botG 40.94 79.67 41.79 104.11 241.17 3.15 -318.50 -307.31 -251.85
3 multin_zz1000_71001_barra_momentum_botG 21.33 60.07 22.18 84.51 221.57 -16.45 -338.10 -326.92 -271.45
4 multin_zz1000_71001_barra_residualvolatility_botG 20.46 59.20 21.31 83.64 220.69 -17.33 -338.97 -327.79 -272.32
5 multin_zz1000_71001_barra_liquidity_topG 3.02 41.76 3.87 66.20 203.25 -34.76 -356.41 -345.23 -289.76
6 multin_zz1000_71001_barra_btop_botG -1.46 37.28 -0.61 61.72 198.77 -39.24 -360.89 -349.71 -294.24
7 multin_zz1000_71001_barra_size_botG -6.85 31.89 -6.00 56.33 193.39 -44.63 -366.28 -355.10 -299.63
8 multin_zz1000_71001_barra_nonlinearsize_botG -6.85 31.89 -6.00 56.33 193.39 -44.63 -366.28 -355.10 -299.63
9 multin_zz1000_71001_barra_earningsyield_botG -10.37 28.36 -9.52 52.80 189.86 -48.16 -369.81 -358.62 -303.16
10 multin_zz1000_71001_barra_liquidity_botG -13.29 25.45 -12.44 49.89 186.95 -51.07 -372.72 -361.54 -306.07
11 multin_zz1000_71001_barra_nonlinearsize_topG -31.81 6.92 -30.96 31.36 168.42 -69.60 -391.25 -380.06 -324.60
12 multin_zz1000_71001_barra_earningsyield_topG -45.99 -7.25 -45.14 17.19 154.25 -83.77 -405.42 -394.24 -338.77
13 multin_zz1000_71001_barra_momentum_topG -48.39 -9.65 -47.53 14.79 151.85 -86.17 -407.82 -396.64 -341.17
14 multin_zz1000_71001_barra_size_topG -50.39 -11.65 -49.54 12.79 149.85 -88.17 -409.82 -398.64 -343.17
15 multin_zz1000_71001_barra_growth_botG -52.86 -14.12 -52.00 10.32 147.38 -90.64 -412.29 -401.10 -345.64
16 multin_zz1000_71001_barra_btop_topG -96.59 -57.85 -95.73 -33.41 103.65 -134.37 -456.02 -444.84 -389.37
17 multin_zz1000_71001_barra_leverage_topG -96.89 -58.15 -96.04 -33.71 103.34 -134.67 -456.32 -445.14 -389.67
18 multin_zz1000_71001_barra_beta_botG -114.58 -75.84 -113.73 -51.40 85.65 -152.36 -474.01 -462.83 -407.36
19 multin_zz1000_71001_barra_residualvolatility_topG -129.58 -90.84 -128.73 -66.40 70.65 -167.36 -489.01 -477.83 -422.36