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_20241112_151529
0 multin_zz1000_71001_barra_nonlinearsize_botG 102.50 73.99 89.62 71.76 -30.86 27.67 95.44 -12.49 -198.45
1 multin_zz1000_71001_barra_size_botG 102.50 73.99 89.62 71.76 -30.86 27.67 95.44 -12.49 -198.45
2 multin_zz1000_71001_barra_beta_botG 98.35 69.85 85.47 67.62 -35.01 23.52 91.30 -16.64 -202.59
3 multin_zz1000_71001_barra_earningsyield_topG 91.78 63.28 78.91 61.05 -41.58 16.96 84.73 -23.20 -209.16
4 multin_zz1000_71001_barra_liquidity_botG 79.65 51.15 66.78 48.92 -53.70 4.83 72.60 -35.33 -221.29
5 multin_zz1000_71001_barra_residualvolatility_botG 69.94 41.44 57.07 39.21 -63.42 -4.88 62.89 -45.04 -231.00
6 multin_zz1000_71001_barra_momentum_botG 62.50 34.00 49.62 31.77 -70.86 -12.33 55.44 -52.49 -238.44
7 multin_zz1000_71001_barra_btop_topG 49.97 21.47 37.10 19.24 -83.38 -24.85 42.92 -65.01 -250.97
8 multin_zz1000_71001_barra_leverage_topG 40.30 11.80 27.43 9.57 -93.06 -34.52 33.25 -74.68 -260.64
9 multin_zz1000_71001_barra_growth_botG 27.58 -0.93 14.70 -3.16 -105.78 -47.25 20.52 -87.41 -273.37
10 multin_zz1000_71001_barra_size_topG 23.86 -4.64 10.99 -6.87 -109.49 -50.96 16.81 -91.12 -277.08
11 multin_zz1000_71001_barra_nonlinearsize_topG 13.25 -15.25 0.37 -17.48 -120.11 -61.58 6.19 -101.74 -287.70
12 multin_zz1000_71001_barra_leverage_botG 13.09 -15.42 0.21 -17.65 -120.27 -61.74 6.03 -101.90 -287.86
13 multin_zz1000_71001_barra_growth_topG 0.50 -28.00 -12.37 -30.23 -132.86 -74.32 -6.55 -114.48 -300.44
14 multin_zz1000_71001_barra_momentum_topG -0.63 -29.13 -13.50 -31.36 -133.98 -75.45 -7.68 -115.61 -301.57
15 multin_zz1000_71001_barra_residualvolatility_topG -29.61 -58.11 -42.48 -60.34 -162.96 -104.43 -36.66 -144.59 -330.55
16 multin_zz1000_71001_barra_liquidity_topG -39.28 -67.79 -52.16 -70.02 -172.64 -114.11 -46.34 -154.27 -340.23
17 multin_zz1000_71001_barra_btop_botG -43.63 -72.13 -56.51 -74.36 -176.99 -118.46 -50.69 -158.62 -344.57
18 multin_zz1000_71001_barra_beta_topG -76.16 -104.66 -89.03 -106.89 -209.52 -150.98 -83.21 -191.14 -377.10
19 multin_zz1000_71001_barra_earningsyield_botG -86.76 -115.26 -99.63 -117.49 -220.12 -161.58 -93.81 -201.74 -387.70