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_20241118_151538
0 multin_zz1000_71001_barra_btop_topG 359.85 265.72 411.08 156.49 110.28 432.66 670.73 599.31 642.61
1 multin_zz1000_71001_barra_earningsyield_topG 260.35 166.22 311.58 56.99 10.78 333.16 571.23 499.81 543.11
2 multin_zz1000_71001_barra_leverage_topG 205.10 110.97 256.32 1.74 -44.47 277.90 515.98 444.55 487.85
3 multin_zz1000_71001_barra_beta_botG 148.28 54.15 199.50 -55.08 -101.29 221.08 459.16 387.73 431.03
4 multin_zz1000_71001_barra_liquidity_botG 148.20 54.07 199.43 -55.16 -101.37 221.01 459.09 387.66 430.96
5 multin_zz1000_71001_barra_residualvolatility_botG 143.28 49.16 194.51 -60.08 -106.29 216.09 454.17 382.74 426.04
6 multin_zz1000_71001_barra_size_topG 141.79 47.67 193.02 -61.57 -107.78 214.60 452.68 381.25 424.55
7 multin_zz1000_71001_barra_nonlinearsize_topG 59.82 -34.31 111.05 -143.54 -189.75 132.62 370.70 299.27 342.58
8 multin_zz1000_71001_barra_growth_botG 59.18 -34.95 110.41 -144.18 -190.39 131.98 370.06 298.63 341.94
9 multin_zz1000_71001_barra_momentum_botG 2.47 -91.66 53.70 -200.89 -247.10 75.27 313.35 241.92 285.23
10 multin_zz1000_71001_barra_growth_topG -64.24 -158.37 -13.01 -267.60 -313.81 8.56 246.64 175.22 218.52
11 multin_zz1000_71001_barra_nonlinearsize_botG -66.80 -160.93 -15.58 -270.17 -316.38 6.00 244.08 172.65 215.95
12 multin_zz1000_71001_barra_size_botG -66.81 -160.94 -15.58 -270.17 -316.38 6.00 244.08 172.65 215.95
13 multin_zz1000_71001_barra_leverage_botG -71.72 -165.85 -20.49 -275.08 -321.29 1.08 239.16 167.74 211.04
14 multin_zz1000_71001_barra_earningsyield_botG -107.71 -201.84 -56.48 -311.07 -357.28 -34.90 203.18 131.75 175.05
15 multin_zz1000_71001_barra_momentum_topG -136.39 -230.52 -85.17 -339.76 -385.96 -63.59 174.49 103.06 146.36
16 multin_zz1000_71001_barra_residualvolatility_topG -163.32 -257.45 -112.09 -366.68 -412.89 -90.52 147.56 76.13 119.44
17 multin_zz1000_71001_barra_btop_botG -219.99 -314.12 -168.76 -423.35 -469.56 -147.18 90.90 19.47 62.77
18 multin_zz1000_71001_barra_beta_topG -228.17 -322.30 -176.94 -431.53 -477.74 -155.36 82.72 11.29 54.59
19 multin_zz1000_71001_barra_liquidity_topG -242.04 -336.17 -190.81 -445.40 -491.61 -169.24 68.84 -2.58 40.72