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_20241129_151551
0 multin_zz1000_71001_barra_beta_topG 64.79 68.74 57.15 114.93 234.15 89.49 -71.65 -93.30 -39.05
1 multin_zz1000_71001_barra_btop_botG 40.95 44.90 33.31 91.09 210.31 65.65 -95.49 -117.14 -62.89
2 multin_zz1000_71001_barra_liquidity_topG 34.31 38.26 26.67 84.45 203.68 59.02 -102.12 -123.78 -69.52
3 multin_zz1000_71001_barra_momentum_topG 23.40 27.35 15.77 73.54 192.77 48.11 -113.03 -134.68 -80.43
4 multin_zz1000_71001_barra_leverage_botG 19.39 23.34 11.75 69.52 188.75 44.09 -117.05 -138.70 -84.45
5 multin_zz1000_71001_barra_earningsyield_botG 14.46 18.41 6.82 64.60 183.83 39.17 -121.98 -143.63 -89.38
6 multin_zz1000_71001_barra_nonlinearsize_topG 1.97 5.92 -5.67 52.11 171.34 26.68 -134.46 -156.12 -101.86
7 multin_zz1000_71001_barra_growth_topG 0.35 4.30 -7.29 50.49 169.72 25.06 -136.09 -157.74 -103.49
8 multin_zz1000_71001_barra_residualvolatility_topG -6.57 -2.62 -14.20 43.57 162.80 18.14 -143.00 -164.66 -110.40
9 multin_zz1000_71001_barra_momentum_botG -10.68 -6.73 -18.32 39.46 158.68 14.02 -147.12 -168.77 -114.52
10 multin_zz1000_71001_barra_growth_botG -14.02 -10.07 -21.66 36.12 155.34 10.68 -150.46 -172.11 -117.86
11 multin_zz1000_71001_barra_residualvolatility_botG -22.52 -18.57 -30.16 27.62 146.84 2.18 -158.96 -180.61 -126.36
12 multin_zz1000_71001_barra_size_topG -24.46 -20.51 -32.10 25.68 144.91 0.25 -160.89 -182.55 -128.29
13 multin_zz1000_71001_barra_nonlinearsize_botG -39.88 -35.93 -47.52 10.26 129.49 -15.17 -176.32 -197.97 -143.72
14 multin_zz1000_71001_barra_size_botG -39.88 -35.93 -47.52 10.26 129.49 -15.17 -176.32 -197.97 -143.72
15 multin_zz1000_71001_barra_earningsyield_topG -46.32 -42.36 -53.95 3.82 123.05 -21.61 -182.75 -204.40 -150.15
16 multin_zz1000_71001_barra_liquidity_botG -47.86 -43.91 -55.50 2.28 121.51 -23.15 -184.29 -205.95 -151.69
17 multin_zz1000_71001_barra_beta_botG -79.63 -75.68 -87.27 -29.49 89.73 -54.93 -216.07 -237.72 -183.47
18 multin_zz1000_71001_barra_btop_topG -81.22 -77.27 -88.86 -31.09 88.14 -56.52 -217.66 -239.31 -185.06
19 multin_zz1000_71001_barra_leverage_topG -85.81 -81.86 -93.45 -35.67 83.56 -61.10 -222.24 -243.90 -189.64