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_20241120_151534
0 multin_zz1000_71001_barra_residualvolatility_topG 96.89 197.90 20.44 267.19 291.99 39.10 -201.42 -234.15 -208.41
1 multin_zz1000_71001_barra_nonlinearsize_botG 87.33 188.34 10.88 257.63 282.43 29.53 -210.98 -243.71 -217.97
2 multin_zz1000_71001_barra_size_botG 87.33 188.34 10.88 257.63 282.43 29.53 -210.98 -243.71 -217.97
3 multin_zz1000_71001_barra_liquidity_topG 78.95 179.96 2.50 249.25 274.05 21.16 -219.35 -252.09 -226.35
4 multin_zz1000_71001_barra_earningsyield_botG 76.22 177.23 -0.24 246.52 271.32 18.42 -222.09 -254.83 -229.09
5 multin_zz1000_71001_barra_beta_topG 59.58 160.59 -16.88 229.87 254.68 1.78 -238.73 -271.47 -245.73
6 multin_zz1000_71001_barra_btop_botG 51.86 152.87 -24.60 222.15 246.96 -5.94 -246.45 -279.19 -253.45
7 multin_zz1000_71001_barra_momentum_botG 44.82 145.83 -31.63 215.12 239.92 -12.97 -253.49 -286.22 -260.48
8 multin_zz1000_71001_barra_leverage_botG 26.09 127.10 -50.36 196.39 221.19 -31.71 -272.22 -304.95 -279.21
9 multin_zz1000_71001_barra_growth_botG 21.06 122.07 -55.40 191.35 216.16 -36.74 -277.25 -309.99 -284.25
10 multin_zz1000_71001_barra_growth_topG 19.49 120.50 -56.96 189.79 214.59 -38.31 -278.82 -311.55 -285.81
11 multin_zz1000_71001_barra_momentum_topG -1.58 99.43 -78.03 168.72 193.52 -59.37 -299.89 -332.62 -306.88
12 multin_zz1000_71001_barra_liquidity_botG -6.60 94.41 -83.05 163.70 188.50 -64.39 -304.90 -337.64 -311.90
13 multin_zz1000_71001_barra_residualvolatility_botG -17.95 83.06 -94.41 152.34 177.15 -75.75 -316.26 -349.00 -323.26
14 multin_zz1000_71001_barra_leverage_topG -36.28 64.73 -112.73 134.02 158.82 -94.08 -334.59 -367.32 -341.58
15 multin_zz1000_71001_barra_nonlinearsize_topG -47.02 53.99 -123.48 123.27 148.08 -104.82 -345.33 -378.07 -352.33
16 multin_zz1000_71001_barra_beta_botG -60.35 40.66 -136.80 109.95 134.75 -118.14 -358.66 -391.39 -365.65
17 multin_zz1000_71001_barra_btop_topG -78.19 22.82 -154.65 92.10 116.91 -135.99 -376.50 -409.24 -383.50
18 multin_zz1000_71001_barra_earningsyield_topG -92.75 8.26 -169.20 77.55 102.35 -150.54 -391.06 -423.79 -398.05
19 multin_zz1000_71001_barra_size_topG -124.68 -23.67 -201.14 45.62 70.42 -182.48 -422.99 -455.72 -429.99