|
nsigma_corr |
nsigma_corr_rnk |
nsigma_ls |
nsigma_g10_corr |
nsigma_bigg_vs_zz500 |
nsigma_smallg_vs_zz500 |
nsigma_bigg_vs_zz1000 |
nsigma_smallg_vs_zz1000 |
nsigma_bigg_vs_hs300 |
nsigma_smallg_vs_hs300 |
| 20260211_145925_mega_nsigma |
|
|
|
|
|
|
|
|
|
|
| -- size |
- |
- |
- |
- |
- |
- |
- |
- |
- |
- |
| + beta |
- |
- |
- |
- |
- |
- |
- |
- |
- |
- |
| - momentum |
- |
- |
- |
- |
- |
- |
- |
- |
- |
- |
| -- residualvolatility |
- |
- |
- |
- |
- |
- |
- |
- |
- |
- |
| -- nonlinearsize |
- |
- |
- |
- |
- |
- |
- |
- |
- |
- |
| + btop |
- |
- |
- |
- |
- |
- |
- |
- |
- |
- |
| -- liquidity |
- |
- |
- |
- |
- |
- |
- |
- |
- |
- |
| + earningsyield |
- |
- |
- |
- |
- |
- |
- |
- |
- |
- |
| - growth |
- |
- |
- |
- |
- |
- |
- |
- |
- |
- |
| - leverage |
- |
- |
- |
- |
- |
- |
- |
- |
- |
- |