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_20241211_151655
0 multin_zz1000_71001_barra_leverage_topG 64.48 110.72 35.33 214.91 199.02 73.98 62.13 70.10 82.78
1 multin_zz1000_71001_barra_growth_botG 49.69 95.92 20.53 200.12 184.22 59.18 47.33 55.31 67.99
2 multin_zz1000_71001_barra_btop_topG 25.47 71.70 -3.68 175.90 160.00 34.97 23.11 31.09 43.77
3 multin_zz1000_71001_barra_earningsyield_botG 13.56 59.79 -15.60 163.98 148.09 23.05 11.20 19.17 31.86
4 multin_zz1000_71001_barra_momentum_topG 10.27 56.50 -18.89 160.69 144.80 19.76 7.91 15.89 28.57
5 multin_zz1000_71001_barra_residualvolatility_topG 2.96 49.20 -26.19 153.39 137.50 12.46 0.61 8.58 21.27
6 multin_zz1000_71001_barra_nonlinearsize_botG -2.68 43.55 -31.84 147.74 131.85 6.81 -5.04 2.93 15.62
7 multin_zz1000_71001_barra_size_botG -2.68 43.55 -31.84 147.74 131.85 6.81 -5.04 2.93 15.62
8 multin_zz1000_71001_barra_nonlinearsize_topG -4.12 42.12 -33.27 146.31 130.42 5.38 -6.47 1.50 14.18
9 multin_zz1000_71001_barra_liquidity_botG -6.32 39.92 -35.47 144.11 128.22 3.18 -8.67 -0.70 11.98
10 multin_zz1000_71001_barra_btop_botG -7.27 38.97 -36.42 143.16 127.27 2.23 -9.62 -1.65 11.04
11 multin_zz1000_71001_barra_leverage_botG -7.52 38.72 -36.67 142.91 127.02 1.98 -9.88 -1.90 10.78
12 multin_zz1000_71001_barra_momentum_botG -13.47 32.77 -42.62 136.96 121.07 -3.97 -15.82 -7.85 4.83
13 multin_zz1000_71001_barra_liquidity_topG -15.66 30.58 -44.81 134.77 118.88 -6.16 -18.01 -10.04 2.64
14 multin_zz1000_71001_barra_growth_topG -17.69 28.54 -46.84 132.74 116.84 -8.20 -20.05 -12.07 0.61
15 multin_zz1000_71001_barra_beta_topG -23.21 23.03 -52.36 127.22 111.33 -13.71 -25.57 -17.59 -4.91
16 multin_zz1000_71001_barra_residualvolatility_botG -24.81 21.42 -53.97 125.62 109.72 -15.32 -27.17 -19.19 -6.51
17 multin_zz1000_71001_barra_beta_botG -25.63 20.60 -54.78 124.80 108.90 -16.14 -27.99 -20.01 -7.33
18 multin_zz1000_71001_barra_earningsyield_topG -33.56 12.68 -62.71 116.87 100.98 -24.06 -35.91 -27.94 -15.26
19 multin_zz1000_71001_barra_size_topG -86.55 -40.31 -115.70 63.88 47.99 -77.05 -88.90 -80.93 -68.24