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_20241217_151558
0 multin_zz1000_71001_barra_size_topG 154.85 46.69 386.50 -87.99 -59.56 453.45 877.85 936.73 941.82
1 multin_zz1000_71001_barra_earningsyield_topG 36.91 -71.25 268.56 -205.93 -177.50 335.51 759.91 818.79 823.88
2 multin_zz1000_71001_barra_nonlinearsize_topG -7.79 -115.95 223.86 -250.63 -222.20 290.81 715.21 774.09 779.18
3 multin_zz1000_71001_barra_beta_botG -20.92 -129.08 210.73 -263.76 -235.33 277.68 702.07 760.96 766.05
4 multin_zz1000_71001_barra_btop_topG -38.23 -146.39 193.42 -281.07 -252.64 260.37 684.76 743.65 748.74
5 multin_zz1000_71001_barra_residualvolatility_botG -80.22 -188.38 151.43 -323.06 -294.63 218.38 642.78 701.66 706.75
6 multin_zz1000_71001_barra_leverage_topG -119.66 -227.81 111.99 -362.50 -334.07 178.94 603.34 662.22 667.31
7 multin_zz1000_71001_barra_liquidity_botG -127.22 -235.38 104.43 -370.06 -341.64 171.37 595.77 654.65 659.75
8 multin_zz1000_71001_barra_momentum_topG -141.66 -249.82 89.99 -384.50 -356.08 156.94 581.33 640.21 645.31
9 multin_zz1000_71001_barra_momentum_botG -147.99 -256.15 83.66 -390.83 -362.41 150.60 575.00 633.88 638.98
10 multin_zz1000_71001_barra_growth_topG -149.26 -257.42 82.39 -392.10 -363.67 149.34 573.73 632.62 637.71
11 multin_zz1000_71001_barra_leverage_botG -162.60 -270.76 69.05 -405.44 -377.01 136.00 560.40 619.28 624.37
12 multin_zz1000_71001_barra_btop_botG -165.49 -273.65 66.16 -408.33 -379.90 133.11 557.50 616.39 621.48
13 multin_zz1000_71001_barra_beta_topG -171.02 -279.18 60.63 -413.86 -385.44 127.57 551.97 610.85 615.95
14 multin_zz1000_71001_barra_earningsyield_botG -183.95 -292.11 47.70 -426.79 -398.36 114.65 539.04 597.93 603.02
15 multin_zz1000_71001_barra_growth_botG -204.01 -312.17 27.64 -446.85 -418.42 94.59 518.99 577.87 582.96
16 multin_zz1000_71001_barra_liquidity_topG -234.21 -342.37 -2.56 -477.05 -448.62 64.39 488.79 547.67 552.76
17 multin_zz1000_71001_barra_residualvolatility_topG -285.56 -393.72 -53.91 -528.40 -499.97 13.04 437.43 496.32 501.41
18 multin_zz1000_71001_barra_nonlinearsize_botG -351.11 -459.27 -119.46 -593.95 -565.52 -52.51 371.88 430.77 435.86
19 multin_zz1000_71001_barra_size_botG -351.11 -459.27 -119.46 -593.95 -565.52 -52.51 371.88 430.76 435.86