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_20241205_151547
0 multin_zz1000_71001_barra_beta_topG 88.55 177.09 48.40 237.92 215.41 51.03 -52.19 -55.88 -82.99
1 multin_zz1000_71001_barra_liquidity_topG 73.81 162.35 33.66 223.19 200.67 36.29 -66.92 -70.61 -97.73
2 multin_zz1000_71001_barra_earningsyield_botG 64.79 153.32 24.64 214.16 191.65 27.26 -75.95 -79.64 -106.76
3 multin_zz1000_71001_barra_residualvolatility_topG 58.84 147.38 18.69 208.22 185.71 21.32 -81.89 -85.58 -112.70
4 multin_zz1000_71001_barra_size_botG 38.05 126.59 -2.10 187.43 164.91 0.53 -102.68 -106.37 -133.49
5 multin_zz1000_71001_barra_nonlinearsize_botG 38.05 126.59 -2.10 187.43 164.91 0.53 -102.68 -106.37 -133.49
6 multin_zz1000_71001_barra_btop_botG 35.13 123.66 -5.03 184.50 161.99 -2.40 -105.61 -109.30 -136.42
7 multin_zz1000_71001_barra_growth_topG 34.34 122.87 -5.82 183.71 161.20 -3.19 -106.40 -110.09 -137.21
8 multin_zz1000_71001_barra_momentum_botG 29.73 118.27 -10.42 179.11 156.59 -7.79 -111.00 -114.69 -141.81
9 multin_zz1000_71001_barra_momentum_topG 23.97 112.50 -16.19 173.34 150.83 -13.56 -116.77 -120.46 -147.58
10 multin_zz1000_71001_barra_leverage_botG 15.16 103.70 -24.99 164.54 142.02 -22.36 -125.57 -129.26 -156.38
11 multin_zz1000_71001_barra_growth_botG 12.62 101.15 -27.53 161.99 139.48 -24.91 -128.12 -131.81 -158.93
12 multin_zz1000_71001_barra_leverage_topG -18.20 70.34 -58.35 131.18 108.66 -55.72 -158.93 -162.62 -189.74
13 multin_zz1000_71001_barra_residualvolatility_botG -18.45 70.09 -58.60 130.93 108.41 -55.97 -159.18 -162.87 -189.99
14 multin_zz1000_71001_barra_liquidity_botG -21.93 66.61 -62.08 127.45 104.93 -59.45 -162.66 -166.35 -193.47
15 multin_zz1000_71001_barra_nonlinearsize_topG -31.25 57.28 -71.41 118.12 95.61 -68.78 -171.99 -175.68 -202.80
16 multin_zz1000_71001_barra_btop_topG -49.47 39.07 -89.62 99.91 77.39 -86.99 -190.20 -193.89 -221.01
17 multin_zz1000_71001_barra_earningsyield_topG -89.87 -1.34 -130.02 59.50 36.99 -127.40 -230.61 -234.30 -261.42
18 multin_zz1000_71001_barra_size_topG -111.60 -23.06 -151.75 37.78 15.26 -149.12 -252.33 -256.02 -283.14
19 multin_zz1000_71001_barra_beta_botG -111.99 -23.46 -152.14 37.38 14.87 -149.51 -252.73 -256.42 -283.54