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_20241202_151513
0 multin_zz1000_71001_barra_residualvolatility_topG 64.06 105.71 22.40 184.44 264.45 44.18 -145.88 -120.73 -84.60
1 multin_zz1000_71001_barra_leverage_topG 53.34 94.99 11.68 173.72 253.72 33.45 -156.61 -131.46 -95.33
2 multin_zz1000_71001_barra_growth_botG 49.78 91.43 8.12 170.16 250.17 29.90 -160.16 -135.01 -98.88
3 multin_zz1000_71001_barra_momentum_topG 35.00 76.65 -6.66 155.38 235.39 15.11 -174.95 -149.79 -113.66
4 multin_zz1000_71001_barra_liquidity_topG 34.63 76.28 -7.03 155.01 235.02 14.75 -175.31 -150.16 -114.03
5 multin_zz1000_71001_barra_size_botG 18.63 60.28 -23.03 139.01 219.01 -1.26 -191.32 -166.17 -130.03
6 multin_zz1000_71001_barra_nonlinearsize_botG 18.63 60.28 -23.03 139.01 219.01 -1.26 -191.32 -166.17 -130.03
7 multin_zz1000_71001_barra_beta_topG 16.19 57.84 -25.47 136.57 216.58 -3.69 -193.75 -168.60 -132.47
8 multin_zz1000_71001_barra_btop_topG 10.09 51.74 -31.57 130.47 210.47 -9.80 -199.86 -174.70 -138.57
9 multin_zz1000_71001_barra_earningsyield_botG 9.03 50.68 -32.63 129.41 209.42 -10.86 -200.92 -175.76 -139.63
10 multin_zz1000_71001_barra_growth_topG 6.03 47.67 -35.64 126.40 206.41 -13.86 -203.92 -178.77 -142.64
11 multin_zz1000_71001_barra_momentum_botG -4.57 37.08 -46.23 115.81 195.82 -24.45 -214.51 -189.36 -153.23
12 multin_zz1000_71001_barra_leverage_botG -9.30 32.35 -50.96 111.08 191.08 -29.19 -219.25 -194.09 -157.96
13 multin_zz1000_71001_barra_residualvolatility_botG -13.11 28.54 -54.78 107.26 187.27 -33.00 -223.06 -197.91 -161.78
14 multin_zz1000_71001_barra_nonlinearsize_topG -20.09 21.56 -61.75 100.29 180.29 -39.98 -230.04 -204.89 -168.76
15 multin_zz1000_71001_barra_liquidity_botG -20.51 21.14 -62.17 99.87 179.87 -40.40 -230.46 -205.31 -169.17
16 multin_zz1000_71001_barra_btop_botG -21.11 20.54 -62.77 99.27 179.28 -41.00 -231.06 -205.90 -169.77
17 multin_zz1000_71001_barra_beta_botG -65.33 -23.68 -106.99 55.05 135.06 -85.21 -275.27 -250.12 -213.99
18 multin_zz1000_71001_barra_size_topG -68.83 -27.18 -110.50 51.54 131.55 -88.72 -278.78 -253.63 -217.50
19 multin_zz1000_71001_barra_earningsyield_topG -76.58 -34.93 -118.25 43.79 123.80 -96.47 -286.53 -261.38 -225.25