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_20241127_151527
0 multin_zz1000_71001_barra_beta_topG 70.90 99.21 131.98 126.80 300.66 165.77 58.58 71.54 81.46
1 multin_zz1000_71001_barra_btop_botG 45.16 73.47 106.24 101.06 274.92 140.03 32.84 45.80 55.72
2 multin_zz1000_71001_barra_liquidity_topG 17.91 46.22 78.99 73.82 247.67 112.78 5.59 18.55 28.47
3 multin_zz1000_71001_barra_earningsyield_botG 11.32 39.63 72.40 67.22 241.08 106.19 -1.00 11.96 21.88
4 multin_zz1000_71001_barra_momentum_topG 0.45 28.77 61.53 56.36 230.22 95.33 -11.87 1.10 11.01
5 multin_zz1000_71001_barra_leverage_botG -20.72 7.60 40.36 35.19 209.05 74.16 -33.04 -20.07 -10.16
6 multin_zz1000_71001_barra_nonlinearsize_topG -21.24 7.08 39.84 34.67 208.53 73.64 -33.56 -20.59 -10.68
7 multin_zz1000_71001_barra_size_topG -25.75 2.56 35.33 30.15 204.01 69.12 -38.07 -25.11 -15.19
8 multin_zz1000_71001_barra_growth_topG -32.13 -3.81 28.95 23.78 197.64 62.74 -44.45 -31.49 -21.57
9 multin_zz1000_71001_barra_residualvolatility_topG -61.63 -33.32 -0.55 -5.72 168.13 33.24 -73.95 -60.99 -51.07
10 multin_zz1000_71001_barra_momentum_botG -78.08 -49.76 -17.00 -22.17 151.69 16.80 -90.40 -77.43 -67.52
11 multin_zz1000_71001_barra_residualvolatility_botG -91.72 -63.40 -30.64 -35.81 138.05 3.16 -104.04 -91.07 -81.16
12 multin_zz1000_71001_barra_earningsyield_topG -104.93 -76.61 -43.85 -49.02 124.84 -10.05 -117.25 -104.28 -94.37
13 multin_zz1000_71001_barra_liquidity_botG -110.55 -82.23 -49.47 -54.64 119.22 -15.68 -122.87 -109.91 -99.99
14 multin_zz1000_71001_barra_growth_botG -116.47 -88.15 -55.39 -60.56 113.30 -21.60 -128.79 -115.83 -105.91
15 multin_zz1000_71001_barra_leverage_topG -121.55 -93.24 -60.47 -65.65 108.21 -26.68 -133.87 -120.91 -110.99
16 multin_zz1000_71001_barra_btop_topG -132.29 -103.97 -71.21 -76.38 97.48 -37.42 -144.61 -131.65 -121.73
17 multin_zz1000_71001_barra_nonlinearsize_botG -138.16 -109.84 -77.08 -82.25 91.61 -43.28 -150.48 -137.51 -127.60
18 multin_zz1000_71001_barra_size_botG -138.16 -109.84 -77.08 -82.25 91.61 -43.28 -150.48 -137.51 -127.60
19 multin_zz1000_71001_barra_beta_botG -143.95 -115.63 -82.87 -88.04 85.82 -49.07 -156.27 -143.30 -133.39