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_20241119_151526
0 multin_zz1000_71001_barra_beta_topG 138.36 223.59 93.27 329.20 398.06 111.21 -261.47 -219.05 -260.47
1 multin_zz1000_71001_barra_liquidity_topG 114.80 200.03 69.70 305.63 374.50 87.65 -285.03 -242.61 -284.04
2 multin_zz1000_71001_barra_growth_topG 66.71 151.94 21.62 257.55 326.41 39.56 -333.12 -290.70 -332.12
3 multin_zz1000_71001_barra_btop_botG 55.80 141.04 10.71 246.64 315.51 28.66 -344.03 -301.60 -343.03
4 multin_zz1000_71001_barra_leverage_botG 42.76 127.99 -2.33 233.60 302.47 15.61 -357.07 -314.64 -356.07
5 multin_zz1000_71001_barra_momentum_topG 42.14 127.37 -2.95 232.98 301.85 15.00 -357.69 -315.26 -356.69
6 multin_zz1000_71001_barra_momentum_botG 41.66 126.89 -3.44 232.49 301.36 14.51 -358.17 -315.75 -357.18
7 multin_zz1000_71001_barra_residualvolatility_topG 32.55 117.78 -12.55 223.38 292.25 5.40 -367.28 -324.86 -366.28
8 multin_zz1000_71001_barra_earningsyield_botG 21.15 106.38 -23.95 211.98 280.85 -6.00 -378.68 -336.26 -377.68
9 multin_zz1000_71001_barra_nonlinearsize_botG -23.02 62.21 -68.12 167.81 236.68 -50.17 -422.85 -380.43 -421.86
10 multin_zz1000_71001_barra_size_botG -23.02 62.21 -68.12 167.81 236.68 -50.17 -422.85 -380.43 -421.86
11 multin_zz1000_71001_barra_residualvolatility_botG -28.30 56.93 -73.40 162.53 231.40 -55.45 -428.14 -385.71 -427.14
12 multin_zz1000_71001_barra_nonlinearsize_topG -34.92 50.31 -80.01 155.92 224.78 -62.07 -434.75 -392.33 -433.75
13 multin_zz1000_71001_barra_growth_botG -53.37 31.87 -98.46 137.47 206.34 -80.51 -453.20 -410.77 -452.20
14 multin_zz1000_71001_barra_liquidity_botG -61.07 24.16 -106.17 129.76 198.63 -88.22 -460.91 -418.48 -459.91
15 multin_zz1000_71001_barra_earningsyield_topG -114.01 -28.78 -159.10 76.83 145.69 -141.16 -513.84 -471.42 -512.84
16 multin_zz1000_71001_barra_leverage_topG -118.08 -32.85 -163.18 72.75 141.62 -145.23 -517.91 -475.49 -516.92
17 multin_zz1000_71001_barra_size_topG -125.10 -39.87 -170.20 65.73 134.60 -152.25 -524.94 -482.51 -523.94
18 multin_zz1000_71001_barra_beta_botG -146.84 -61.61 -191.94 43.99 112.86 -173.99 -546.67 -504.25 -545.68
19 multin_zz1000_71001_barra_btop_topG -181.57 -96.34 -226.67 9.26 78.13 -208.72 -581.40 -538.98 -580.40