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_20241203_151523
0 multin_zz1000_71001_barra_btop_topG 91.39 99.75 42.23 68.89 75.52 44.42 14.60 -3.96 -38.82
1 multin_zz1000_71001_barra_growth_botG 83.00 91.37 33.85 60.50 67.14 36.03 6.22 -12.34 -47.21
2 multin_zz1000_71001_barra_leverage_topG 77.44 85.80 28.29 54.94 61.58 30.47 0.66 -17.90 -52.77
3 multin_zz1000_71001_barra_beta_botG 62.10 70.46 12.95 39.60 46.24 15.13 -14.68 -33.24 -68.11
4 multin_zz1000_71001_barra_size_botG 61.26 69.63 12.11 38.76 45.40 14.30 -15.52 -34.08 -68.95
5 multin_zz1000_71001_barra_nonlinearsize_botG 61.26 69.63 12.11 38.76 45.40 14.30 -15.52 -34.08 -68.95
6 multin_zz1000_71001_barra_momentum_topG 54.45 62.82 5.30 31.95 38.59 7.49 -22.33 -40.89 -75.76
7 multin_zz1000_71001_barra_earningsyield_topG 52.89 61.26 3.74 30.39 37.03 5.92 -23.89 -42.45 -77.32
8 multin_zz1000_71001_barra_residualvolatility_topG 51.29 59.65 2.14 28.79 35.43 4.32 -25.49 -44.05 -78.92
9 multin_zz1000_71001_barra_liquidity_topG 40.26 48.63 -8.89 17.76 24.40 -6.71 -36.52 -55.08 -89.95
10 multin_zz1000_71001_barra_residualvolatility_botG 35.76 44.12 -13.40 13.26 19.90 -11.21 -41.02 -59.58 -94.45
11 multin_zz1000_71001_barra_leverage_botG 33.32 41.69 -15.83 10.82 17.46 -13.65 -43.46 -62.02 -96.89
12 multin_zz1000_71001_barra_liquidity_botG 30.85 39.22 -18.30 8.36 14.99 -16.11 -45.93 -64.49 -99.35
13 multin_zz1000_71001_barra_beta_topG 11.90 20.27 -37.25 -10.60 -3.96 -35.06 -64.88 -83.44 -118.30
14 multin_zz1000_71001_barra_size_topG 8.34 16.70 -40.82 -14.16 -7.52 -38.63 -68.45 -87.01 -121.87
15 multin_zz1000_71001_barra_earningsyield_botG 4.17 12.54 -44.98 -18.33 -11.69 -42.80 -72.61 -91.17 -126.04
16 multin_zz1000_71001_barra_growth_topG 0.46 8.82 -48.69 -22.04 -15.40 -46.51 -76.32 -94.88 -129.75
17 multin_zz1000_71001_barra_nonlinearsize_topG -3.16 5.21 -52.31 -25.66 -19.02 -50.13 -79.94 -98.50 -133.37
18 multin_zz1000_71001_barra_momentum_botG -4.70 3.67 -53.85 -27.20 -20.56 -51.67 -81.48 -100.04 -134.91
19 multin_zz1000_71001_barra_btop_botG -8.25 0.12 -57.40 -30.75 -24.11 -55.22 -85.03 -103.59 -138.46