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_20241231_151607
0 multin_zz1000_71001_barra_beta_botG 188.87 178.91 179.87 44.92 -108.19 102.92 333.67 307.46 305.86
1 multin_zz1000_71001_barra_size_botG 126.50 116.53 117.49 -17.46 -170.57 40.54 271.29 245.08 243.48
2 multin_zz1000_71001_barra_nonlinearsize_botG 126.50 116.53 117.49 -17.46 -170.57 40.54 271.29 245.08 243.48
3 multin_zz1000_71001_barra_leverage_topG 124.98 115.01 115.98 -18.98 -172.08 39.02 269.77 243.56 241.96
4 multin_zz1000_71001_barra_earningsyield_topG 122.49 112.52 113.49 -21.47 -174.57 36.53 267.28 241.08 239.48
5 multin_zz1000_71001_barra_liquidity_botG 122.43 112.46 113.43 -21.53 -174.64 36.47 267.22 241.01 239.41
6 multin_zz1000_71001_barra_btop_topG 109.85 99.88 100.85 -34.11 -187.21 23.89 254.64 228.44 226.84
7 multin_zz1000_71001_barra_size_topG 83.43 73.47 74.43 -60.52 -213.63 -2.53 228.22 202.02 200.42
8 multin_zz1000_71001_barra_growth_botG 67.12 57.15 58.11 -76.84 -229.95 -18.84 211.91 185.70 184.10
9 multin_zz1000_71001_barra_residualvolatility_botG 60.14 50.18 51.14 -83.81 -236.92 -25.82 204.93 178.73 177.13
10 multin_zz1000_71001_barra_momentum_botG 55.51 45.54 46.51 -88.45 -241.56 -30.45 200.30 174.09 172.49
11 multin_zz1000_71001_barra_nonlinearsize_topG 18.34 8.37 9.33 -125.62 -278.73 -67.62 163.13 136.92 135.32
12 multin_zz1000_71001_barra_residualvolatility_topG 16.34 6.38 7.34 -127.61 -280.72 -69.62 161.14 134.93 133.33
13 multin_zz1000_71001_barra_growth_topG 12.33 2.36 3.32 -131.63 -284.74 -73.63 157.12 130.91 129.31
14 multin_zz1000_71001_barra_leverage_botG -0.47 -10.43 -9.47 -144.42 -297.53 -86.43 144.32 118.12 116.52
15 multin_zz1000_71001_barra_momentum_topG -7.28 -17.25 -16.29 -151.24 -304.35 -93.24 137.51 111.30 109.70
16 multin_zz1000_71001_barra_earningsyield_botG -19.70 -29.67 -28.70 -163.66 -316.76 -105.66 125.09 98.88 97.29
17 multin_zz1000_71001_barra_btop_botG -34.17 -44.13 -43.17 -178.12 -331.23 -120.13 110.63 84.42 82.82
18 multin_zz1000_71001_barra_beta_topG -96.78 -106.75 -105.79 -240.74 -393.85 -182.74 48.01 21.80 20.20
19 multin_zz1000_71001_barra_liquidity_topG -98.22 -108.18 -107.22 -242.17 -395.28 -184.18 46.57 20.37 18.77