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_20241114_151510
0 multin_zz1000_71001_barra_beta_botG 139.97 120.28 143.82 3.58 -169.89 139.57 436.63 487.60 464.46
1 multin_zz1000_71001_barra_earningsyield_topG 99.18 79.49 103.03 -37.21 -210.68 98.78 395.84 446.81 423.67
2 multin_zz1000_71001_barra_btop_topG 88.09 68.40 91.94 -48.30 -221.77 87.69 384.75 435.72 412.59
3 multin_zz1000_71001_barra_size_topG 66.44 46.75 70.29 -69.95 -243.42 66.04 363.10 414.07 390.93
4 multin_zz1000_71001_barra_liquidity_botG 58.95 39.26 62.80 -77.44 -250.91 58.55 355.61 406.58 383.44
5 multin_zz1000_71001_barra_residualvolatility_botG 35.71 16.03 39.56 -100.68 -274.14 35.32 332.38 383.35 360.21
6 multin_zz1000_71001_barra_momentum_topG 31.37 11.68 35.22 -105.02 -278.49 30.98 328.03 379.00 355.87
7 multin_zz1000_71001_barra_leverage_topG 28.79 9.11 32.64 -107.60 -281.06 28.40 325.46 376.43 353.29
8 multin_zz1000_71001_barra_growth_botG 28.38 8.70 32.23 -108.01 -281.47 27.99 325.05 376.02 352.88
9 multin_zz1000_71001_barra_nonlinearsize_botG 20.52 0.84 24.37 -115.87 -289.33 20.13 317.19 368.16 345.02
10 multin_zz1000_71001_barra_size_botG 20.52 0.84 24.37 -115.87 -289.33 20.13 317.19 368.16 345.02
11 multin_zz1000_71001_barra_nonlinearsize_topG -4.92 -24.61 -1.08 -141.31 -314.78 -5.32 291.74 342.71 319.57
12 multin_zz1000_71001_barra_btop_botG -9.22 -28.90 -5.37 -145.61 -319.08 -9.61 287.44 338.42 315.28
13 multin_zz1000_71001_barra_leverage_botG -11.30 -30.98 -7.45 -147.69 -321.15 -11.69 285.37 336.34 313.20
14 multin_zz1000_71001_barra_momentum_botG -16.45 -36.14 -12.60 -152.84 -326.31 -16.84 280.21 331.18 308.05
15 multin_zz1000_71001_barra_residualvolatility_topG -29.30 -48.99 -25.45 -165.69 -339.16 -29.70 267.36 318.33 295.19
16 multin_zz1000_71001_barra_growth_topG -37.27 -56.95 -33.42 -173.66 -347.12 -37.66 259.40 310.37 287.23
17 multin_zz1000_71001_barra_earningsyield_botG -45.82 -65.51 -41.97 -182.21 -355.68 -46.21 250.84 301.81 278.68
18 multin_zz1000_71001_barra_liquidity_topG -47.88 -67.57 -44.03 -184.27 -357.74 -48.27 248.78 299.76 276.62
19 multin_zz1000_71001_barra_beta_topG -94.55 -114.24 -90.70 -230.94 -404.41 -94.95 202.11 253.08 229.94