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_20241224_151539
0 multin_zz1000_71001_barra_earningsyield_topG 35.28 16.45 49.51 22.05 148.17 93.37 -36.82 -18.26 11.15
1 multin_zz1000_71001_barra_size_topG 13.10 -5.73 27.32 -0.13 125.98 71.18 -59.00 -40.45 -11.04
2 multin_zz1000_71001_barra_residualvolatility_botG 9.71 -9.12 23.94 -3.52 122.60 67.79 -62.39 -43.83 -14.43
3 multin_zz1000_71001_barra_nonlinearsize_topG 7.39 -11.44 21.62 -5.84 120.28 65.48 -64.71 -46.15 -16.75
4 multin_zz1000_71001_barra_momentum_botG 2.72 -16.11 16.94 -10.51 115.61 60.80 -69.38 -50.82 -21.42
5 multin_zz1000_71001_barra_btop_topG 1.98 -16.85 16.21 -11.25 114.87 60.07 -70.12 -51.56 -22.15
6 multin_zz1000_71001_barra_leverage_botG -0.52 -19.35 13.70 -13.75 112.37 57.56 -72.62 -54.06 -24.66
7 multin_zz1000_71001_barra_growth_topG -4.57 -23.40 9.65 -17.80 108.31 53.51 -76.67 -58.12 -28.71
8 multin_zz1000_71001_barra_liquidity_botG -14.12 -32.95 0.10 -27.35 98.77 43.96 -86.22 -67.66 -38.26
9 multin_zz1000_71001_barra_beta_topG -20.02 -38.85 -5.80 -33.25 92.87 38.06 -92.12 -73.56 -44.16
10 multin_zz1000_71001_barra_leverage_topG -26.02 -44.85 -11.79 -39.25 86.87 32.07 -98.12 -79.56 -50.15
11 multin_zz1000_71001_barra_beta_botG -26.50 -45.33 -12.28 -39.73 86.39 31.58 -98.60 -80.05 -50.64
12 multin_zz1000_71001_barra_earningsyield_botG -51.64 -70.47 -37.42 -64.87 61.24 6.44 -123.74 -105.19 -75.78
13 multin_zz1000_71001_barra_growth_botG -57.09 -75.92 -42.86 -70.32 55.80 1.00 -129.19 -110.63 -81.23
14 multin_zz1000_71001_barra_momentum_topG -57.63 -76.46 -43.41 -70.86 55.26 0.45 -129.73 -111.17 -81.77
15 multin_zz1000_71001_barra_liquidity_topG -58.51 -77.34 -44.28 -71.74 54.38 -0.42 -130.61 -112.05 -82.65
16 multin_zz1000_71001_barra_btop_botG -65.82 -84.65 -51.60 -79.05 47.06 -7.74 -137.92 -119.37 -89.96
17 multin_zz1000_71001_barra_residualvolatility_topG -120.41 -139.24 -106.18 -133.64 -7.52 -62.32 -192.50 -173.95 -144.54
18 multin_zz1000_71001_barra_nonlinearsize_botG -122.83 -141.66 -108.60 -136.06 -9.94 -64.75 -194.93 -176.37 -146.97
19 multin_zz1000_71001_barra_size_botG -122.83 -141.66 -108.60 -136.06 -9.94 -64.75 -194.93 -176.37 -146.97