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_20241225_151618
0 multin_zz1000_71001_barra_size_topG 67.18 48.13 187.35 -50.74 -47.54 225.61 444.06 528.43 512.42
1 multin_zz1000_71001_barra_earningsyield_topG 43.62 24.57 163.79 -74.31 -71.10 202.04 420.49 504.87 488.86
2 multin_zz1000_71001_barra_beta_botG 16.19 -2.85 136.36 -101.73 -98.53 174.62 393.07 477.45 461.43
3 multin_zz1000_71001_barra_btop_topG -1.29 -20.34 118.87 -119.22 -116.02 157.13 375.58 459.96 443.95
4 multin_zz1000_71001_barra_nonlinearsize_topG -2.27 -21.32 117.89 -120.20 -116.99 156.15 374.60 458.98 442.97
5 multin_zz1000_71001_barra_residualvolatility_botG -8.02 -27.07 112.14 -125.95 -122.74 150.40 368.85 453.23 437.22
6 multin_zz1000_71001_barra_liquidity_botG -50.49 -69.54 69.67 -168.42 -165.21 107.93 326.38 410.76 394.75
7 multin_zz1000_71001_barra_momentum_botG -55.26 -74.31 64.91 -173.19 -169.98 103.16 321.61 405.99 389.98
8 multin_zz1000_71001_barra_leverage_topG -60.94 -79.99 59.22 -178.87 -175.66 97.48 315.93 400.31 384.30
9 multin_zz1000_71001_barra_leverage_botG -72.11 -91.16 48.06 -190.04 -186.83 86.31 304.76 389.14 373.13
10 multin_zz1000_71001_barra_growth_topG -83.89 -102.94 36.28 -201.82 -198.61 74.53 292.98 377.36 361.35
11 multin_zz1000_71001_barra_earningsyield_botG -87.39 -106.44 32.77 -205.32 -202.11 71.03 289.48 373.86 357.85
12 multin_zz1000_71001_barra_growth_botG -95.83 -114.88 24.34 -213.76 -210.55 62.59 281.04 365.42 349.41
13 multin_zz1000_71001_barra_btop_botG -113.24 -132.29 6.93 -231.16 -227.96 45.19 263.64 348.02 332.00
14 multin_zz1000_71001_barra_beta_topG -120.15 -139.19 0.02 -238.07 -234.87 38.28 256.73 341.11 325.09
15 multin_zz1000_71001_barra_momentum_topG -136.06 -155.11 -15.90 -253.99 -250.79 22.36 240.81 325.19 309.18
16 multin_zz1000_71001_barra_liquidity_topG -173.29 -192.34 -53.12 -291.22 -288.01 -14.87 203.58 287.96 271.95
17 multin_zz1000_71001_barra_nonlinearsize_botG -193.34 -212.39 -73.18 -311.27 -308.07 -34.92 183.53 267.91 251.90
18 multin_zz1000_71001_barra_size_botG -193.34 -212.39 -73.18 -311.27 -308.07 -34.92 183.53 267.91 251.90
19 multin_zz1000_71001_barra_residualvolatility_topG -201.86 -220.91 -81.70 -319.79 -316.58 -43.44 175.01 259.39 243.38