Factor Loadings Matrix Analysis

Date: 2025-07-10

Total Assets

7,140

Total Factors

84

Matrix Size

7,140 × 84

Factor Loadings Heatmap

Showing a sample of 100 assets for visualization clarity:

Factor Loadings Heatmap

Factor Categories

Market Factors (2)

market
sbeta_market

Alpha Themes (10)

fmom
linkage
momentum
neglect
quality
reversal
revision
stability
value_gc
value_liq

Country Factors (14)

country_AU
country_CN
country_HK
country_ID
country_IN
country_JP
country_KR
country_MY
country_NZ
country_PH
... and 4 more

Industry Factors (54)

ind_aerospace_defense
ind_automobile
ind_banking_services
ind_beverages
ind_biotechnology
ind_chemicals
ind_coal
ind_commercial_services_supplies
ind_communications_equipment
ind_computers_phones_household_electronics
... and 44 more

Size Factors (4)

size_LARGE
size_MICRO
size_MID
size_SMALL

Generated: 2025-07-11 10:01:54