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_20241218_151541
0 multin_zz1000_71001_barra_btop_botG 50.46 65.80 57.41 84.57 138.12 102.30 117.87 135.70 189.33
1 multin_zz1000_71001_barra_liquidity_topG 43.92 59.27 50.88 78.04 131.59 95.77 111.34 129.17 182.80
2 multin_zz1000_71001_barra_earningsyield_botG 36.37 51.72 43.33 70.48 124.03 88.21 103.78 121.61 175.25
3 multin_zz1000_71001_barra_momentum_topG 31.97 47.32 38.93 66.09 119.64 83.82 99.39 117.22 170.85
4 multin_zz1000_71001_barra_beta_topG 30.53 45.88 37.49 64.65 118.20 82.38 97.95 115.78 169.41
5 multin_zz1000_71001_barra_nonlinearsize_topG -4.77 10.58 2.19 29.35 82.90 47.07 62.65 80.47 134.11
6 multin_zz1000_71001_barra_leverage_botG -12.11 3.24 -5.15 22.01 75.56 39.73 55.31 73.13 126.77
7 multin_zz1000_71001_barra_growth_topG -14.57 0.78 -7.61 19.55 73.10 37.28 52.85 70.67 124.31
8 multin_zz1000_71001_barra_residualvolatility_topG -18.30 -2.95 -11.34 15.82 69.37 33.55 49.12 66.95 120.58
9 multin_zz1000_71001_barra_size_topG -23.66 -8.31 -16.70 10.46 64.01 28.19 43.76 61.59 115.22
10 multin_zz1000_71001_barra_earningsyield_topG -60.93 -45.58 -53.97 -26.81 26.74 -9.09 6.49 24.31 77.95
11 multin_zz1000_71001_barra_btop_topG -62.35 -47.01 -55.40 -28.24 25.31 -10.51 5.06 22.89 76.52
12 multin_zz1000_71001_barra_beta_botG -64.26 -48.91 -57.30 -30.14 23.41 -12.41 3.16 20.98 74.62
13 multin_zz1000_71001_barra_residualvolatility_botG -66.56 -51.22 -59.61 -32.45 21.10 -14.72 0.85 18.68 72.31
14 multin_zz1000_71001_barra_liquidity_botG -72.57 -57.22 -65.61 -38.45 15.10 -20.72 -5.15 12.67 66.31
15 multin_zz1000_71001_barra_leverage_topG -77.03 -61.68 -70.07 -42.91 10.64 -25.18 -9.61 8.22 61.85
16 multin_zz1000_71001_barra_momentum_botG -83.40 -68.05 -76.44 -49.28 4.27 -31.55 -15.98 1.84 55.48
17 multin_zz1000_71001_barra_growth_botG -86.37 -71.02 -79.41 -52.25 1.30 -34.52 -18.95 -1.13 52.51
18 multin_zz1000_71001_barra_nonlinearsize_botG -97.17 -81.82 -90.21 -63.05 -9.50 -45.32 -29.75 -11.93 41.71
19 multin_zz1000_71001_barra_size_botG -97.17 -81.82 -90.21 -63.05 -9.50 -45.32 -29.75 -11.93 41.71