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_20241220_151619
0 multin_zz1000_71001_barra_beta_topG 124.81 198.46 97.36 264.63 229.55 49.16 -181.34 -197.50 -214.35
1 multin_zz1000_71001_barra_btop_botG 98.42 172.08 70.97 238.24 203.16 22.77 -207.73 -223.89 -240.74
2 multin_zz1000_71001_barra_liquidity_topG 95.28 168.93 67.83 235.10 200.02 19.63 -210.87 -227.03 -243.88
3 multin_zz1000_71001_barra_leverage_botG 86.18 159.83 58.73 226.00 190.92 10.52 -219.97 -236.14 -252.99
4 multin_zz1000_71001_barra_momentum_topG 84.41 158.06 56.96 224.22 189.15 8.75 -221.74 -237.91 -254.76
5 multin_zz1000_71001_barra_earningsyield_botG 69.56 143.21 42.11 209.38 174.30 -6.09 -236.59 -252.76 -269.61
6 multin_zz1000_71001_barra_nonlinearsize_botG 68.87 142.52 41.42 208.69 173.61 -6.78 -237.28 -253.45 -270.30
7 multin_zz1000_71001_barra_size_botG 68.87 142.52 41.42 208.69 173.61 -6.78 -237.28 -253.45 -270.30
8 multin_zz1000_71001_barra_growth_topG 57.47 131.12 30.02 197.28 162.21 -18.19 -248.68 -264.85 -281.70
9 multin_zz1000_71001_barra_residualvolatility_topG 48.79 122.44 21.34 188.61 153.53 -26.86 -257.36 -273.52 -290.37
10 multin_zz1000_71001_barra_momentum_botG 10.41 84.07 -17.03 150.23 115.15 -65.24 -295.74 -311.90 -328.75
11 multin_zz1000_71001_barra_liquidity_botG -5.12 68.53 -32.57 134.70 99.62 -80.77 -311.27 -327.43 -344.28
12 multin_zz1000_71001_barra_residualvolatility_botG -16.59 57.06 -44.04 123.23 88.15 -92.24 -322.74 -338.91 -355.76
13 multin_zz1000_71001_barra_growth_botG -27.95 45.70 -55.40 111.87 76.79 -103.60 -334.10 -350.26 -367.11
14 multin_zz1000_71001_barra_nonlinearsize_topG -34.15 39.50 -61.60 105.67 70.59 -109.80 -340.30 -356.46 -373.31
15 multin_zz1000_71001_barra_size_topG -94.91 -21.26 -122.36 44.90 9.82 -170.57 -401.06 -417.23 -434.08
16 multin_zz1000_71001_barra_leverage_topG -96.83 -23.18 -124.28 42.99 7.91 -172.48 -402.98 -419.15 -436.00
17 multin_zz1000_71001_barra_earningsyield_topG -101.80 -28.15 -129.25 38.01 2.94 -177.46 -407.95 -424.12 -440.97
18 multin_zz1000_71001_barra_beta_botG -108.22 -34.57 -135.67 31.60 -3.48 -183.87 -414.37 -430.54 -447.39
19 multin_zz1000_71001_barra_btop_topG -125.38 -51.73 -152.83 14.44 -20.64 -201.04 -431.53 -447.70 -464.55