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_20241113_195035
0 multin_zz1000_71001_barra_beta_topG 100.20 81.30 69.38 8.53 73.96 14.30 -70.78 -62.80 -163.71
1 multin_zz1000_71001_barra_size_botG 83.88 64.97 53.06 -7.79 57.64 -2.03 -87.10 -79.12 -180.03
2 multin_zz1000_71001_barra_nonlinearsize_botG 83.88 64.97 53.06 -7.79 57.64 -2.03 -87.10 -79.12 -180.03
3 multin_zz1000_71001_barra_growth_topG 72.32 53.41 41.50 -19.35 46.08 -13.59 -98.66 -90.68 -191.59
4 multin_zz1000_71001_barra_earningsyield_topG 65.37 46.46 34.54 -26.30 39.12 -20.54 -105.62 -97.64 -198.55
5 multin_zz1000_71001_barra_leverage_botG 63.22 44.32 32.40 -28.45 36.98 -22.68 -107.76 -99.78 -200.69
6 multin_zz1000_71001_barra_size_topG 51.24 32.33 20.41 -40.43 24.99 -34.67 -119.75 -111.77 -212.68
7 multin_zz1000_71001_barra_beta_botG 45.17 26.27 14.35 -46.50 18.93 -40.73 -125.81 -117.83 -218.74
8 multin_zz1000_71001_barra_residualvolatility_botG 43.79 24.89 12.97 -47.88 17.55 -42.12 -127.19 -119.21 -220.12
9 multin_zz1000_71001_barra_earningsyield_botG 42.91 24.00 12.08 -48.76 16.67 -43.00 -128.07 -120.10 -221.00
10 multin_zz1000_71001_barra_momentum_topG 37.78 18.88 6.96 -53.89 11.54 -48.12 -133.20 -125.22 -226.13
11 multin_zz1000_71001_barra_liquidity_botG 36.88 17.97 6.05 -54.79 10.64 -49.03 -134.10 -126.13 -227.03
12 multin_zz1000_71001_barra_btop_botG 35.25 16.35 4.43 -56.42 9.01 -50.66 -135.73 -127.75 -228.66
13 multin_zz1000_71001_barra_liquidity_topG 29.62 10.72 -1.20 -62.05 3.38 -56.28 -141.36 -133.38 -234.29
14 multin_zz1000_71001_barra_momentum_botG 20.33 1.42 -10.49 -71.34 -5.91 -65.58 -150.65 -142.67 -243.58
15 multin_zz1000_71001_barra_nonlinearsize_topG 16.00 -2.91 -14.83 -75.67 -10.25 -69.91 -154.99 -147.01 -247.92
16 multin_zz1000_71001_barra_growth_botG 14.12 -4.79 -16.71 -77.55 -12.12 -71.79 -156.86 -148.89 -249.79
17 multin_zz1000_71001_barra_btop_topG 4.84 -14.07 -25.99 -86.83 -21.40 -81.07 -166.14 -158.17 -259.07
18 multin_zz1000_71001_barra_leverage_topG -15.78 -34.68 -46.60 -107.45 -42.02 -101.68 -186.76 -178.78 -279.69
19 multin_zz1000_71001_barra_residualvolatility_topG -31.02 -49.93 -61.85 -122.69 -57.27 -116.93 -202.01 -194.03 -294.94