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_20241213_151536
0 multin_zz1000_71001_barra_nonlinearsize_botG 66.94 33.65 19.06 92.49 -139.60 16.90 164.17 55.96 -16.99
1 multin_zz1000_71001_barra_size_botG 66.94 33.65 19.06 92.49 -139.60 16.90 164.17 55.96 -16.99
2 multin_zz1000_71001_barra_beta_botG 57.51 24.22 9.63 83.06 -149.02 7.47 154.74 46.53 -26.41
3 multin_zz1000_71001_barra_residualvolatility_topG 55.37 22.07 7.48 80.92 -151.17 5.33 152.60 44.39 -28.56
4 multin_zz1000_71001_barra_btop_botG 53.55 20.26 5.67 79.10 -152.99 3.51 150.78 42.57 -30.38
5 multin_zz1000_71001_barra_liquidity_topG 51.01 17.72 3.13 76.56 -155.52 0.97 148.25 40.03 -32.91
6 multin_zz1000_71001_barra_leverage_botG 37.55 4.25 -10.34 63.10 -168.99 -12.49 134.78 26.57 -46.38
7 multin_zz1000_71001_barra_liquidity_botG 26.15 -7.14 -21.73 51.70 -180.38 -23.89 123.38 15.17 -57.77
8 multin_zz1000_71001_barra_growth_botG 25.40 -7.90 -22.49 50.95 -181.14 -24.65 122.63 14.42 -58.53
9 multin_zz1000_71001_barra_growth_topG 16.34 -16.95 -31.55 41.89 -190.20 -33.70 113.57 5.36 -67.59
10 multin_zz1000_71001_barra_earningsyield_botG 15.47 -17.82 -32.41 41.02 -191.06 -34.57 112.71 4.49 -68.45
11 multin_zz1000_71001_barra_momentum_botG 14.81 -18.49 -33.08 40.36 -191.73 -35.24 112.04 3.82 -69.12
12 multin_zz1000_71001_barra_size_topG 13.19 -20.10 -34.69 38.74 -193.34 -36.85 110.42 2.21 -70.74
13 multin_zz1000_71001_barra_residualvolatility_botG 10.05 -23.25 -37.84 35.60 -196.49 -39.99 107.28 -0.93 -73.88
14 multin_zz1000_71001_barra_momentum_topG 7.97 -25.32 -39.91 33.52 -198.56 -42.07 105.21 -3.01 -75.95
15 multin_zz1000_71001_barra_earningsyield_topG 4.12 -29.17 -43.76 29.67 -202.41 -45.92 101.35 -6.86 -79.80
16 multin_zz1000_71001_barra_nonlinearsize_topG 3.35 -29.94 -44.53 28.91 -203.18 -46.69 100.59 -7.63 -80.57
17 multin_zz1000_71001_barra_beta_topG -9.45 -42.74 -57.33 16.10 -215.98 -59.49 87.78 -20.43 -93.37
18 multin_zz1000_71001_barra_leverage_topG -12.10 -45.40 -59.99 13.45 -218.64 -62.14 85.13 -23.08 -96.03
19 multin_zz1000_71001_barra_btop_topG -35.09 -68.39 -82.98 -9.54 -241.63 -85.13 62.14 -46.07 -119.02