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_20241227_151934
0 multin_zz1000_71001_barra_nonlinearsize_botG 141.77 138.50 87.23 175.98 160.95 37.90 40.39 -22.96 -72.05
1 multin_zz1000_71001_barra_size_botG 141.77 138.50 87.23 175.98 160.95 37.90 40.39 -22.96 -72.05
2 multin_zz1000_71001_barra_leverage_topG 104.33 101.07 49.80 138.55 123.51 0.46 2.96 -60.39 -109.48
3 multin_zz1000_71001_barra_liquidity_botG 97.37 94.10 42.84 131.59 116.55 -6.50 -4.00 -67.36 -116.45
4 multin_zz1000_71001_barra_btop_topG 92.52 89.26 37.99 126.74 111.70 -11.34 -8.85 -72.20 -121.29
5 multin_zz1000_71001_barra_growth_botG 83.75 80.49 29.22 117.97 102.93 -20.12 -17.62 -80.97 -130.07
6 multin_zz1000_71001_barra_residualvolatility_botG 82.20 78.93 27.66 116.41 101.38 -21.67 -19.17 -82.53 -131.62
7 multin_zz1000_71001_barra_beta_botG 71.63 68.37 17.10 105.85 90.81 -32.23 -29.74 -93.09 -142.18
8 multin_zz1000_71001_barra_earningsyield_topG 52.12 48.85 -2.42 86.33 71.30 -51.75 -49.25 -112.61 -161.70
9 multin_zz1000_71001_barra_momentum_botG 26.57 23.31 -27.96 60.79 45.75 -77.30 -74.80 -138.15 -187.25
10 multin_zz1000_71001_barra_momentum_topG 23.91 20.64 -30.63 58.12 43.09 -79.96 -77.47 -140.82 -189.91
11 multin_zz1000_71001_barra_leverage_botG 14.74 11.47 -39.79 48.96 33.92 -89.13 -86.63 -149.99 -199.08
12 multin_zz1000_71001_barra_growth_topG 10.24 6.97 -44.30 44.45 29.42 -93.63 -91.13 -154.49 -203.58
13 multin_zz1000_71001_barra_nonlinearsize_topG 4.31 1.05 -50.22 38.53 23.49 -99.56 -97.06 -160.41 -209.50
14 multin_zz1000_71001_barra_earningsyield_botG -4.29 -7.56 -58.83 29.92 14.89 -108.16 -105.66 -169.02 -218.11
15 multin_zz1000_71001_barra_residualvolatility_topG -6.98 -10.25 -61.52 27.23 12.20 -110.85 -108.36 -171.71 -220.80
16 multin_zz1000_71001_barra_liquidity_topG -13.82 -17.08 -68.35 20.40 5.37 -117.68 -115.19 -178.54 -227.63
17 multin_zz1000_71001_barra_size_topG -16.05 -19.32 -70.59 18.16 3.13 -119.92 -117.42 -180.78 -229.87
18 multin_zz1000_71001_barra_beta_topG -37.07 -40.34 -91.61 -2.85 -17.89 -140.94 -138.44 -201.80 -250.89
19 multin_zz1000_71001_barra_btop_botG -48.22 -51.48 -102.75 -14.00 -29.04 -152.08 -149.59 -212.94 -262.03