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_20241204_151521
0 multin_zz1000_71001_barra_size_topG 67.64 1.62 56.95 -27.40 -88.29 51.15 193.56 184.41 216.46
1 multin_zz1000_71001_barra_beta_botG 62.44 -3.58 51.75 -32.60 -93.49 45.94 188.36 179.21 211.26
2 multin_zz1000_71001_barra_earningsyield_topG 53.65 -12.36 42.96 -41.39 -102.28 37.16 179.57 170.43 202.47
3 multin_zz1000_71001_barra_leverage_botG 25.63 -40.39 14.94 -69.41 -130.30 9.13 151.55 142.40 174.45
4 multin_zz1000_71001_barra_btop_topG 19.42 -46.60 8.73 -75.62 -136.51 2.93 145.34 136.19 168.24
5 multin_zz1000_71001_barra_growth_botG 17.76 -48.25 7.07 -77.28 -138.17 1.27 143.68 134.54 166.58
6 multin_zz1000_71001_barra_liquidity_botG 11.66 -54.36 0.97 -83.38 -144.27 -4.84 137.58 128.43 160.48
7 multin_zz1000_71001_barra_nonlinearsize_botG 9.31 -56.71 -1.38 -85.73 -146.62 -7.19 135.23 126.08 158.13
8 multin_zz1000_71001_barra_size_botG 9.31 -56.71 -1.38 -85.73 -146.62 -7.19 135.23 126.08 158.13
9 multin_zz1000_71001_barra_leverage_topG 8.60 -57.42 -2.09 -86.45 -147.34 -7.90 134.52 125.37 157.41
10 multin_zz1000_71001_barra_residualvolatility_botG 4.50 -61.52 -6.19 -90.54 -151.43 -12.00 130.42 121.27 153.32
11 multin_zz1000_71001_barra_liquidity_topG 0.19 -65.83 -10.50 -94.85 -155.74 -16.31 126.11 116.96 149.01
12 multin_zz1000_71001_barra_growth_topG -5.35 -71.37 -16.04 -100.39 -161.28 -21.85 120.57 111.42 143.47
13 multin_zz1000_71001_barra_earningsyield_botG -7.95 -73.97 -18.64 -103.00 -163.89 -24.45 117.97 108.82 140.86
14 multin_zz1000_71001_barra_nonlinearsize_topG -8.04 -74.06 -18.73 -103.08 -163.97 -24.54 117.88 108.73 140.78
15 multin_zz1000_71001_barra_momentum_botG -8.81 -74.82 -19.49 -103.85 -164.74 -25.30 117.12 107.97 140.01
16 multin_zz1000_71001_barra_btop_botG -15.52 -81.54 -26.21 -110.56 -171.45 -32.02 110.40 101.25 133.30
17 multin_zz1000_71001_barra_residualvolatility_topG -19.10 -85.12 -29.79 -114.14 -175.03 -35.60 106.82 97.67 129.72
18 multin_zz1000_71001_barra_momentum_topG -19.68 -85.70 -30.37 -114.72 -175.61 -36.17 106.24 97.09 129.14
19 multin_zz1000_71001_barra_beta_topG -26.13 -92.15 -36.82 -121.17 -182.06 -42.63 99.79 90.64 122.69