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_20241219_151615
0 multin_zz1000_71001_barra_beta_topG 59.76 55.87 62.72 64.90 77.21 56.80 -9.83 -34.72 51.24
1 multin_zz1000_71001_barra_earningsyield_botG 15.34 11.45 18.30 20.48 32.79 12.38 -54.26 -79.14 6.82
2 multin_zz1000_71001_barra_momentum_topG 9.17 5.28 12.13 14.31 26.62 6.21 -60.42 -85.31 0.65
3 multin_zz1000_71001_barra_leverage_botG 8.61 4.72 11.57 13.75 26.06 5.65 -60.98 -85.87 0.09
4 multin_zz1000_71001_barra_btop_botG 6.78 2.88 9.74 11.91 24.22 3.81 -62.82 -87.70 -1.74
5 multin_zz1000_71001_barra_liquidity_topG -1.67 -5.56 1.29 3.47 15.78 -4.63 -71.27 -96.15 -10.19
6 multin_zz1000_71001_barra_growth_topG -3.02 -6.91 -0.06 2.12 14.43 -5.98 -72.61 -97.50 -11.54
7 multin_zz1000_71001_barra_residualvolatility_botG -12.35 -16.24 -9.39 -7.21 5.10 -15.31 -81.94 -106.83 -20.87
8 multin_zz1000_71001_barra_size_topG -14.51 -18.40 -11.55 -9.37 2.94 -17.47 -84.10 -108.99 -23.03
9 multin_zz1000_71001_barra_nonlinearsize_topG -15.79 -19.69 -12.83 -10.66 1.65 -18.76 -85.39 -110.27 -24.31
10 multin_zz1000_71001_barra_size_botG -23.15 -27.04 -20.19 -18.01 -5.70 -26.11 -92.74 -117.63 -31.67
11 multin_zz1000_71001_barra_nonlinearsize_botG -23.15 -27.04 -20.19 -18.01 -5.70 -26.11 -92.74 -117.63 -31.67
12 multin_zz1000_71001_barra_momentum_botG -44.88 -48.77 -41.92 -39.74 -27.43 -47.84 -114.48 -139.36 -53.40
13 multin_zz1000_71001_barra_liquidity_botG -44.92 -48.81 -41.96 -39.78 -27.47 -47.88 -114.51 -139.40 -53.44
14 multin_zz1000_71001_barra_earningsyield_topG -62.53 -66.42 -59.57 -57.39 -45.08 -65.49 -132.13 -157.01 -71.05
15 multin_zz1000_71001_barra_growth_botG -64.63 -68.52 -61.67 -59.49 -47.18 -67.59 -134.23 -159.11 -73.15
16 multin_zz1000_71001_barra_residualvolatility_topG -71.75 -75.64 -68.79 -66.61 -54.30 -74.71 -141.34 -166.23 -80.27
17 multin_zz1000_71001_barra_btop_topG -80.27 -84.16 -77.31 -75.13 -62.82 -83.23 -149.87 -174.75 -88.79
18 multin_zz1000_71001_barra_leverage_topG -80.39 -84.28 -77.43 -75.25 -62.94 -83.35 -149.98 -174.87 -88.91
19 multin_zz1000_71001_barra_beta_botG -83.62 -87.52 -80.66 -78.48 -66.18 -86.59 -153.22 -178.10 -92.14