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_20241209_151524
0 multin_zz1000_71001_barra_nonlinearsize_botG 112.70 93.38 55.89 53.21 38.90 -0.52 -77.12 -7.54 -55.73
1 multin_zz1000_71001_barra_size_botG 112.70 93.38 55.89 53.21 38.90 -0.52 -77.12 -7.54 -55.73
2 multin_zz1000_71001_barra_liquidity_botG 87.61 68.29 30.80 28.12 13.81 -25.61 -102.21 -32.63 -80.82
3 multin_zz1000_71001_barra_residualvolatility_botG 82.38 63.06 25.57 22.89 8.58 -30.84 -107.44 -37.86 -86.05
4 multin_zz1000_71001_barra_beta_botG 81.53 62.21 24.72 22.04 7.73 -31.69 -108.29 -38.71 -86.89
5 multin_zz1000_71001_barra_momentum_botG 81.09 61.77 24.28 21.60 7.29 -32.13 -108.73 -39.15 -87.34
6 multin_zz1000_71001_barra_earningsyield_topG 69.35 50.02 12.53 9.86 -4.46 -43.88 -120.47 -50.90 -99.08
7 multin_zz1000_71001_barra_leverage_botG 62.29 42.97 5.48 2.80 -11.51 -50.93 -127.53 -57.95 -106.14
8 multin_zz1000_71001_barra_liquidity_topG 41.55 22.22 -15.27 -17.95 -32.26 -71.68 -148.28 -78.70 -126.88
9 multin_zz1000_71001_barra_growth_botG 35.28 15.95 -21.54 -24.21 -38.53 -77.95 -154.54 -84.97 -133.15
10 multin_zz1000_71001_barra_growth_topG 31.88 12.55 -24.94 -27.61 -41.92 -81.35 -157.94 -88.36 -136.55
11 multin_zz1000_71001_barra_size_topG 30.11 10.78 -26.71 -29.38 -43.70 -83.12 -159.71 -90.14 -138.32
12 multin_zz1000_71001_barra_btop_topG 22.62 3.30 -34.19 -36.87 -51.18 -90.60 -167.20 -97.62 -145.81
13 multin_zz1000_71001_barra_residualvolatility_topG 18.65 -0.68 -38.17 -40.85 -55.16 -94.58 -171.18 -101.60 -149.78
14 multin_zz1000_71001_barra_nonlinearsize_topG 12.65 -6.68 -44.17 -46.85 -61.16 -100.58 -177.18 -107.60 -155.78
15 multin_zz1000_71001_barra_leverage_topG 9.43 -9.89 -47.38 -50.06 -64.37 -103.79 -180.39 -110.81 -159.00
16 multin_zz1000_71001_barra_btop_botG 7.86 -11.46 -48.95 -51.63 -65.94 -105.36 -181.96 -112.38 -160.57
17 multin_zz1000_71001_barra_beta_topG -1.87 -21.20 -58.69 -61.36 -75.68 -115.10 -191.69 -122.12 -170.30
18 multin_zz1000_71001_barra_momentum_topG -7.95 -27.27 -64.76 -67.44 -81.75 -121.17 -197.77 -128.19 -176.38
19 multin_zz1000_71001_barra_earningsyield_botG -17.21 -36.54 -74.03 -76.71 -91.02 -130.44 -207.04 -137.46 -185.64