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
20251205_145958_mega_nsigma
-- size -0.775678 -0.818996 -0.808914 -0.789835 -0.821092 0.578125 -0.717448 0.544132 0.089415 0.727771
+ beta 1.568627 1.453333 1.239496 1.283301 0.857940 -1.120307 0.878174 -1.166288 0.919830 -0.373756
- momentum 1.041911 1.028561 0.898041 1.549888 0.896478 -0.349315 0.867610 -0.516998 0.938325 0.123564
-- residualvolatility 0.633174 0.381127 0.708607 0.366442 0.860463 0.201053 0.919024 0.014400 0.889089 0.602490
-- nonlinearsize -0.499517 -0.624856 -0.359354 -0.594606 0.646693 0.578125 0.350636 0.544132 0.753315 0.727771
+ btop -0.855617 -0.484876 -0.699564 -1.249445 -0.133379 0.848413 -0.248689 0.906197 0.438054 0.873556
-- liquidity 1.425915 1.307569 1.085033 1.538436 0.876725 -0.348824 0.924194 -0.506914 0.907394 0.170052
+ earningsyield -1.359672 -1.219098 -1.232245 -1.297511 -0.738658 1.010307 -0.728725 1.077192 -0.028786 0.971784
- growth 0.319650 0.423603 0.156365 0.645844 0.676773 0.560988 0.658643 0.447163 0.769489 0.741396
- leverage -0.369734 -0.145901 -0.088476 0.001336 0.059937 0.155040 -0.094386 0.005181 0.522949 0.477911