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_20241106_151520
0 multin_zz1000_71001_barra_earningsyield_botG 71.06 91.03 25.81 155.68 109.49 38.74 2.48 -24.47 15.81
1 multin_zz1000_71001_barra_momentum_botG 61.81 81.77 16.55 146.43 100.23 29.48 -6.77 -33.73 6.55
2 multin_zz1000_71001_barra_beta_topG 54.73 74.70 9.48 139.35 93.16 22.41 -13.85 -40.80 -0.52
3 multin_zz1000_71001_barra_nonlinearsize_botG 53.33 73.29 8.07 137.94 91.75 21.00 -15.25 -42.21 -1.93
4 multin_zz1000_71001_barra_size_botG 53.33 73.29 8.07 137.94 91.75 21.00 -15.25 -42.21 -1.93
5 multin_zz1000_71001_barra_leverage_topG 49.01 68.98 3.76 133.63 87.44 16.68 -19.57 -46.52 -6.25
6 multin_zz1000_71001_barra_residualvolatility_topG 47.08 67.05 1.83 131.70 85.51 14.76 -21.50 -48.45 -8.17
7 multin_zz1000_71001_barra_growth_botG 45.86 65.83 0.61 130.48 84.29 13.53 -22.72 -49.67 -9.40
8 multin_zz1000_71001_barra_growth_topG 45.63 65.59 0.37 130.25 84.05 13.30 -22.95 -49.91 -9.63
9 multin_zz1000_71001_barra_liquidity_topG 24.58 44.55 -20.67 109.20 63.01 -7.74 -44.00 -70.95 -30.67
10 multin_zz1000_71001_barra_leverage_botG 21.71 41.68 -23.54 106.33 60.14 -10.61 -46.87 -73.82 -33.54
11 multin_zz1000_71001_barra_btop_topG 18.15 38.12 -27.10 102.77 56.58 -14.17 -50.43 -77.38 -37.10
12 multin_zz1000_71001_barra_btop_botG 16.82 36.78 -28.44 101.43 55.24 -15.51 -51.76 -78.72 -38.44
13 multin_zz1000_71001_barra_nonlinearsize_topG 4.08 24.05 -41.17 88.70 42.51 -28.24 -64.50 -91.45 -51.17
14 multin_zz1000_71001_barra_liquidity_botG -1.35 18.62 -46.60 83.27 37.08 -33.68 -69.93 -96.88 -56.61
15 multin_zz1000_71001_barra_residualvolatility_botG -3.62 16.34 -48.88 80.99 34.80 -35.95 -72.20 -99.16 -58.88
16 multin_zz1000_71001_barra_earningsyield_topG -23.06 -3.09 -68.31 61.56 15.37 -55.39 -91.64 -118.59 -78.32
17 multin_zz1000_71001_barra_size_topG -28.97 -9.01 -74.23 55.65 9.45 -61.30 -97.55 -124.51 -84.23
18 multin_zz1000_71001_barra_beta_botG -37.75 -17.79 -83.01 46.86 0.67 -70.08 -106.33 -133.29 -93.01
19 multin_zz1000_71001_barra_momentum_topG -44.23 -24.26 -89.48 40.39 -5.80 -76.55 -112.81 -139.76 -99.48