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_20241111_151509
0 multin_zz1000_71001_barra_beta_topG 228.88 300.57 253.14 404.78 473.99 187.11 -66.55 -45.11 -96.22
1 multin_zz1000_71001_barra_growth_topG 134.42 206.11 158.68 310.32 379.53 92.64 -161.02 -139.57 -190.68
2 multin_zz1000_71001_barra_earningsyield_botG 96.79 168.48 121.05 272.69 341.90 55.01 -198.65 -177.21 -228.31
3 multin_zz1000_71001_barra_momentum_botG 52.39 124.08 76.65 228.29 297.50 10.61 -243.05 -221.61 -272.71
4 multin_zz1000_71001_barra_liquidity_topG 33.76 105.45 58.02 209.66 278.87 -8.02 -261.67 -240.23 -291.34
5 multin_zz1000_71001_barra_btop_botG 32.77 104.46 57.03 208.67 277.88 -9.01 -262.66 -241.22 -292.33
6 multin_zz1000_71001_barra_leverage_botG 19.59 91.28 43.85 195.49 264.70 -22.19 -275.84 -254.40 -305.51
7 multin_zz1000_71001_barra_nonlinearsize_botG 5.82 77.51 30.08 181.72 250.93 -35.96 -289.62 -268.18 -319.28
8 multin_zz1000_71001_barra_size_botG 5.82 77.51 30.08 181.72 250.93 -35.96 -289.62 -268.18 -319.28
9 multin_zz1000_71001_barra_momentum_topG -16.91 54.78 7.35 158.99 228.20 -58.69 -312.35 -290.91 -342.01
10 multin_zz1000_71001_barra_nonlinearsize_topG -25.80 45.90 -1.53 150.11 219.31 -67.57 -321.23 -299.79 -350.90
11 multin_zz1000_71001_barra_residualvolatility_botG -29.05 42.64 -4.78 146.86 216.06 -70.82 -324.48 -303.04 -354.15
12 multin_zz1000_71001_barra_liquidity_botG -83.63 -11.94 -59.37 92.28 161.48 -125.40 -379.06 -357.62 -408.73
13 multin_zz1000_71001_barra_residualvolatility_topG -91.03 -19.34 -66.77 84.87 154.08 -132.81 -386.47 -365.02 -416.13
14 multin_zz1000_71001_barra_growth_botG -121.89 -50.20 -97.63 54.02 123.22 -163.66 -417.32 -395.88 -446.99
15 multin_zz1000_71001_barra_size_topG -125.43 -53.74 -101.17 50.47 119.68 -167.20 -420.86 -399.42 -450.53
16 multin_zz1000_71001_barra_earningsyield_topG -150.42 -78.73 -126.16 25.48 94.69 -192.20 -445.86 -424.42 -475.52
17 multin_zz1000_71001_barra_leverage_topG -158.01 -86.32 -133.75 17.89 87.10 -199.78 -453.44 -432.00 -483.11
18 multin_zz1000_71001_barra_btop_topG -210.48 -138.79 -186.22 -34.58 34.63 -252.25 -505.91 -484.47 -535.58
19 multin_zz1000_71001_barra_beta_botG -234.95 -163.26 -210.69 -59.05 10.16 -276.73 -530.39 -508.95 -560.05