Weighted alpha theme exposures for the current portfolio:
| Alpha Theme | Portfolio Exposure |
|---|---|
| stability | 4.506442 |
| quality | 3.693958 |
| value_gc | 1.792931 |
| neglect | 0.791906 |
| reversal | 0.704805 |
| revision | 0.701493 |
| linkage | 0.684595 |
| value_liq | 0.602876 |
| fmom | 0.358561 |
| momentum | -0.033790 |
| modelwt | 0.000340 |
Alpha theme scores for each position in the portfolio. Click column headers to sort.
| RIC | Weight | reversal | momentum | revision | quality | fmom | stability | neglect | linkage | value_gc | value_liq | modelwt |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2412.TW | 0.0348 | -0.5224 | 0.1043 | -0.0220 | -0.0880 | -0.2582 | 1.8063 | 0.4833 | 0.8555 | -1.4722 | -0.8974 | 0.0009 |
| ADVANC.BK | 0.0311 | 0.0866 | 1.5108 | 1.5867 | 1.2701 | -2.9082 | 1.0219 | -0.2074 | 0.8722 | 1.5548 | -0.6725 | 0.0005 |
| 002027.SZ | 0.0301 | 0.4401 | -0.5518 | -0.2715 | 3.0000 | 1.3099 | 2.8718 | -0.0623 | 0.2159 | 0.0691 | -0.8698 | 0.0005 |
| PTTEP.BK | 0.0268 | -1.2410 | -0.6597 | 1.0916 | 2.2621 | 0.4212 | 0.7620 | -0.4042 | 0.0612 | 1.4257 | 1.1968 | 0.0003 |
| 603195.SS | 0.0259 | 1.2945 | -1.3709 | 0.0565 | 3.0000 | -0.6113 | 2.4769 | 0.0564 | 0.0173 | 1.2780 | 0.2846 | 0.0003 |
| 3008.TW | 0.0242 | -0.5310 | 0.0636 | -1.0733 | 3.0000 | -0.3027 | 1.0925 | 0.1622 | 0.5307 | 1.1101 | 0.1949 | 0.0005 |
| 300015.SZ | 0.0241 | -0.4148 | -0.0804 | 0.1496 | 1.0335 | -0.0196 | 1.5921 | -0.3886 | 0.1518 | 0.7441 | 0.3450 | 0.0005 |
| 8766.T | 0.0232 | 3.0000 | -0.3909 | 0.2112 | 0.1305 | 0.1185 | -0.0186 | -0.1752 | 0.2751 | -0.0355 | -0.4713 | 0.0011 |
| 2404.TW | 0.0223 | -0.9666 | 2.9443 | 0.9809 | 2.4609 | 1.8681 | 2.1760 | -1.6122 | 0.0479 | -0.5463 | -2.0353 | 0.0002 |
| 6178.T | 0.0218 | 0.8202 | -0.3307 | -0.2087 | -0.0131 | -0.3144 | 0.0000 | 0.4202 | 0.6879 | 0.2143 | 0.4909 | 0.0006 |
| 4088.T | 0.0211 | -0.2256 | -0.5935 | -0.5018 | -0.0749 | 0.5013 | 2.5816 | 0.4402 | 0.6566 | 0.3940 | 0.4456 | 0.0001 |
| 0388.HK | 0.0201 | 0.5935 | -0.2339 | 0.2278 | 0.7822 | -0.2336 | 0.2164 | 0.4807 | 0.4619 | -0.6213 | -1.6108 | 0.0012 |
| TNE.AX | 0.0195 | 0.3158 | 2.4629 | 0.2542 | 2.7597 | 1.1206 | 2.9212 | -0.5875 | -0.0788 | -0.8161 | -2.7348 | 0.0003 |
| ANZ.AX | 0.0188 | 3.0000 | -0.1938 | -0.0171 | -0.2525 | -0.1487 | -0.1440 | -0.2110 | 0.0000 | -0.1670 | 0.3439 | 0.0013 |
| CPALL.BK | 0.0187 | -0.3439 | 0.1181 | 0.8011 | -0.6813 | 0.1821 | -0.2733 | -0.4354 | 0.8941 | -0.5058 | 0.0669 | 0.0005 |
| 600380.SS | 0.0180 | 0.3423 | -1.0313 | 0.6080 | 1.0046 | 0.2981 | 2.2904 | 1.0693 | 0.1209 | 3.0000 | 2.1569 | 0.0002 |
| BHP.AX | 0.0178 | 0.7944 | -0.1593 | -0.9088 | 2.2089 | -0.1625 | 0.8631 | 1.0436 | -0.8903 | 0.9194 | 0.1430 | 0.0022 |
| 9999.HK | 0.0178 | -1.2577 | -0.3792 | 1.8037 | 2.2969 | 0.6702 | 1.4942 | 0.8819 | -0.4298 | 0.7019 | 0.0541 | 0.0010 |
| 1944.T | 0.0174 | -0.2341 | -0.3186 | 3.0000 | 0.1539 | -0.1246 | 1.4485 | -0.6536 | 0.0416 | -0.2494 | -0.2628 | 0.0001 |
| 688111.SS | 0.0171 | 0.4360 | -0.2686 | -0.0764 | 1.1465 | 0.5749 | 3.0000 | -0.5578 | 0.1433 | -0.2665 | -0.8765 | 0.0005 |
| 9744.T | 0.0159 | 0.0852 | -0.6159 | 0.4898 | 0.9509 | 0.2741 | 2.1453 | 0.6232 | 0.1058 | -0.4413 | -1.2259 | 0.0001 |
| 000792.SZ | 0.0156 | -0.2283 | -0.6330 | 0.5195 | 2.9138 | -2.1994 | 0.8267 | 0.3041 | 0.7264 | 0.1497 | 0.0784 | 0.0005 |
| 2454.TW | 0.0153 | 2.6463 | 0.0936 | -0.5725 | 1.5695 | 1.8004 | -0.0327 | 0.6187 | 0.3982 | 0.3986 | 0.4229 | 0.0015 |
| OR.BK | 0.0152 | 0.3302 | -0.8625 | 2.2903 | -0.1718 | 0.4941 | 0.5353 | 0.3225 | 0.0000 | 2.5410 | 1.2389 | 0.0001 |
| 0669.HK | 0.0151 | 2.0410 | 0.2485 | -0.9338 | -0.4383 | 1.1822 | 0.1080 | 0.4632 | 0.4342 | -1.0679 | -0.1405 | 0.0008 |
| 600452.SS | 0.0150 | 0.1981 | 0.7734 | 0.0000 | 2.4974 | 0.3590 | 3.0000 | 0.8049 | 1.0727 | 0.7449 | 0.0662 | 0.0001 |
| 300470.SZ | 0.0150 | 0.2818 | 0.3448 | 0.2510 | 1.6262 | 1.1980 | 3.0000 | 0.1247 | -1.2658 | -0.4840 | -0.3820 | 0.0001 |
| 4684.T | 0.0149 | -0.9427 | 0.2623 | 0.4981 | 2.1645 | -0.4766 | 2.1822 | -0.6252 | 0.4732 | -1.0615 | -2.7965 | 0.0004 |
| 8001.T | 0.0148 | -0.0351 | 0.2396 | 0.0739 | -0.2601 | -0.8429 | 0.7438 | 0.0806 | 0.5166 | -0.5809 | -0.6766 | 0.0011 |
| 9988.HK | 0.0148 | 2.1121 | -0.0640 | 0.2578 | -0.0900 | -1.9196 | 0.0867 | -0.0201 | -2.3119 | 0.3159 | 1.1383 | 0.0030 |
| 600033.SS | 0.0148 | -0.0481 | 0.5774 | 0.0394 | 1.8450 | -0.5075 | 2.7000 | 0.1629 | 0.5046 | 2.7117 | 1.1304 | 0.0001 |
| 9001.T | 0.0147 | 0.0189 | -0.4900 | 0.1514 | 0.0662 | -0.4155 | 1.1114 | 0.7812 | 0.2623 | -0.6502 | -0.0198 | 0.0002 |
| 300770.SZ | 0.0147 | 0.3492 | 0.3292 | 0.2139 | 3.0000 | -0.8144 | 3.0000 | 0.7106 | -0.6585 | 2.5530 | 0.8601 | 0.0001 |
| 9434.T | 0.0147 | -0.6341 | -0.1934 | -0.1986 | -0.3227 | -1.4977 | -0.0716 | -0.2612 | -0.3357 | -0.5074 | -0.4581 | 0.0007 |
| 8725.T | 0.0147 | 3.0000 | -0.3072 | -1.8398 | -0.2170 | 0.0818 | 0.0336 | 0.1270 | 0.1558 | 0.3096 | 0.0044 | 0.0007 |
| 7164.T | 0.0145 | 0.1043 | -1.3482 | 0.2819 | 3.0000 | 0.3980 | 0.8577 | -0.2139 | 0.0000 | -0.3320 | -1.1810 | 0.0001 |
| 1308.HK | 0.0144 | 0.0635 | -0.1002 | 2.1508 | 2.4634 | 0.1545 | 0.8766 | -0.6477 | 0.1208 | -0.4316 | -1.1969 | 0.0003 |
| 000738.SZ | 0.0144 | 0.1423 | -0.5430 | 0.1352 | -0.0059 | -0.3816 | 2.3964 | 0.0874 | 0.5122 | 0.4777 | 0.8865 | 0.0002 |
| STEL.SI | 0.0143 | 0.9118 | 0.1192 | 0.3824 | -0.2970 | 0.4766 | 0.0475 | 0.0058 | -0.2551 | -1.5361 | -0.5018 | 0.0011 |
| 300628.SZ | 0.0141 | 0.0852 | -0.5191 | 0.3579 | 3.0000 | 1.8295 | 1.6603 | -0.3683 | 0.5115 | -0.4240 | -1.3418 | 0.0004 |
| 600007.SS | 0.0141 | 0.0974 | -0.0682 | -0.3548 | 2.4288 | 0.3919 | 3.0000 | 0.9242 | -1.1190 | 1.2478 | 2.1578 | 0.0001 |
| CMDG.SI | 0.0138 | 0.0355 | 0.1074 | 0.1076 | -0.0263 | -1.9962 | 1.9977 | 0.1345 | -0.8103 | 0.0200 | 0.8744 | 0.0002 |
| 2330.TW | 0.0131 | 0.4700 | 0.3606 | -0.2363 | 2.4861 | 0.8667 | 1.0180 | -0.5164 | -0.1318 | -0.2897 | -0.6379 | 0.0065 |
| 0700.HK | 0.0128 | 0.8809 | -0.2265 | 0.4148 | 0.3045 | -0.6609 | 0.8327 | -0.0215 | -1.3681 | -0.5620 | -1.1348 | 0.0042 |
| 600566.SS | 0.0127 | -0.0099 | -1.1791 | -0.6421 | 3.0000 | -0.6344 | 0.8734 | 0.7938 | 0.1646 | 3.0000 | 2.3231 | 0.0002 |
| 8697.T | 0.0126 | 1.8618 | -0.8337 | -0.3244 | 1.4757 | -0.4841 | 1.0719 | 0.6586 | -0.3153 | -0.5555 | -0.9329 | 0.0004 |
| 2801.T | 0.0125 | -0.4723 | -0.4507 | -0.5553 | -0.5247 | -0.1037 | 0.7469 | -0.3152 | 0.3760 | -0.4568 | -0.5368 | 0.0003 |
| 688187.SS | 0.0125 | 0.1411 | -0.4891 | 0.7070 | -0.2146 | 0.4276 | 1.5979 | -0.7952 | 1.3881 | 3.0000 | 2.1994 | 0.0002 |
| 9435.T | 0.0123 | 0.0703 | 0.9907 | 0.8042 | -0.6945 | -0.3345 | 2.3523 | -0.3431 | 0.5393 | -0.1541 | 0.0810 | 0.0002 |
| 6532.T | 0.0122 | 0.2970 | 2.6381 | 0.6166 | 2.9384 | 0.7074 | 3.0000 | -3.0000 | 2.7446 | -0.9942 | -2.6438 | 0.0002 |
| 2319.HK | 0.0121 | 0.8822 | 0.2619 | -0.8294 | -0.2731 | 0.4769 | -0.1368 | 0.6633 | 0.9500 | 0.4732 | 1.3491 | 0.0004 |
| 000828.SZ | 0.0120 | 0.1335 | 0.5070 | 0.0000 | 1.9977 | 3.0000 | 2.0924 | -0.0602 | -0.3498 | 0.0511 | 0.1639 | 0.0000 |
| 4732.T | 0.0119 | 0.2059 | -0.1524 | 1.0792 | 3.0000 | 0.1134 | 1.4732 | 0.0545 | -2.2378 | -0.1678 | -1.7326 | 0.0002 |
| WLIL.SI | 0.0118 | 0.2220 | -0.5968 | 0.0185 | -0.9388 | -1.1707 | 0.4219 | 1.1486 | -0.4344 | 1.9792 | 1.8657 | 0.0003 |
| NWL.AX | 0.0118 | -0.1899 | 0.7403 | -0.3092 | 1.6392 | 0.2872 | 3.0000 | -0.9178 | -1.3833 | -0.6361 | -1.8791 | 0.0002 |
| 3092.T | 0.0116 | -0.3174 | 1.0712 | -0.3194 | 3.0000 | 0.3664 | 3.0000 | -0.5268 | -0.0513 | -0.2255 | -1.7333 | 0.0002 |
| 2914.T | 0.0114 | -0.5378 | -0.2177 | -0.2000 | -0.2258 | -2.0309 | -0.9736 | -0.6033 | 0.3449 | -0.2635 | -0.5298 | 0.0009 |
| CPF.BK | 0.0113 | 0.4062 | 0.1332 | 3.0000 | -0.9190 | -0.7872 | -0.7491 | 0.5802 | 0.5184 | 2.9257 | 1.5370 | 0.0002 |
| 688009.SS | 0.0113 | 0.0512 | -0.2782 | -1.5655 | -0.1067 | -1.0360 | 1.0581 | 1.5222 | 2.2092 | 2.8307 | 3.0000 | 0.0002 |
| 002039.SZ | 0.0110 | 0.0823 | -1.2469 | 0.2434 | 1.7976 | -0.5556 | 2.4232 | 1.3864 | 0.0892 | -0.8070 | -0.8422 | 0.0001 |
| 6861.T | 0.0107 | 3.0000 | -0.1995 | 0.1387 | 1.6390 | 0.1173 | 0.2856 | -1.1897 | -0.9319 | -0.9767 | -1.6929 | 0.0012 |
| 1951.T | 0.0102 | 0.0214 | 0.8065 | 2.6554 | 0.1891 | -0.4634 | 0.5384 | -0.0489 | 0.9393 | -0.7239 | -0.7237 | 0.0001 |
| 3888.HK | 0.0101 | -1.0385 | 1.1770 | -0.3353 | 0.4408 | 1.4689 | 1.7136 | -0.1402 | 0.3200 | -0.5565 | 0.0033 | 0.0003 |
| 2618.TW | 0.0099 | 0.3433 | 1.9900 | -0.7418 | 0.8196 | -0.1297 | 1.0257 | -1.5338 | 0.7572 | 2.3064 | 1.3802 | 0.0004 |
| 0144.HK | 0.0097 | 0.2058 | 1.0229 | -0.8544 | 1.2794 | 0.3103 | 1.4264 | 0.9563 | -0.3064 | 1.2262 | 0.1522 | 0.0002 |
| 300724.SZ | 0.0096 | -0.2287 | -0.0342 | 1.6014 | 2.9275 | 1.7115 | 1.7076 | -1.6105 | -1.3423 | 1.6894 | 1.1997 | 0.0003 |
| 600390.SS | 0.0096 | 0.1240 | 0.8873 | 0.0000 | 1.5260 | -0.5275 | 0.6871 | 1.5083 | 3.0000 | 1.4151 | 1.9243 | 0.0002 |
| BDMS.BK | 0.0095 | -0.1003 | -0.5795 | 0.2596 | -0.0579 | -0.1483 | 0.3349 | 0.0623 | -0.8083 | -0.8651 | -0.6724 | 0.0005 |
| 002152.SZ | 0.0094 | -0.2847 | -0.3035 | -0.2648 | 0.8277 | 0.2581 | 1.8401 | 0.3626 | -2.0270 | 0.2402 | 0.5171 | 0.0002 |
| 300357.SZ | 0.0093 | 0.1458 | -0.7018 | 0.1248 | 2.5070 | -1.0728 | 2.0514 | -0.0947 | 0.0000 | -0.0360 | -0.2280 | 0.0001 |
| 300759.SZ | 0.0092 | 0.5272 | 0.3591 | 0.1195 | 1.4514 | 0.5770 | 2.5703 | 0.7231 | 0.6017 | 1.9263 | 2.0607 | 0.0003 |
| 601598.SS | 0.0092 | -0.0173 | -0.8068 | -2.4739 | 0.0537 | 0.3924 | 2.5811 | 1.1621 | 1.2814 | 2.8753 | 1.5275 | 0.0001 |
| 4733.T | 0.0092 | 0.0894 | 0.1431 | 0.2492 | 3.0000 | 0.3538 | 2.1984 | -0.5405 | -0.1909 | -0.5954 | -1.1329 | 0.0001 |
| 2912.TW | 0.0092 | -0.0887 | 0.3906 | -0.4763 | -0.2531 | -0.0879 | 0.9005 | -0.2703 | 0.0945 | -0.7073 | -0.9003 | 0.0004 |
| 2267.T | 0.0091 | 0.0741 | 0.4671 | -0.0955 | -0.0483 | -0.6602 | 1.7132 | -0.0884 | 0.7528 | -0.1271 | 0.0214 | 0.0003 |
| 3293.TWO | 0.0091 | 0.8194 | 1.3882 | 0.0783 | 3.0000 | 0.5281 | 3.0000 | -2.6343 | 2.7330 | -0.0324 | -1.7198 | 0.0004 |
| 6758.T | 0.0090 | 3.0000 | 0.3568 | -0.6874 | 0.0569 | 0.0356 | 0.4521 | 0.2780 | -0.7274 | -0.1651 | -0.6004 | 0.0015 |
| 2269.T | 0.0089 | -0.3332 | -0.4328 | 0.3051 | -0.3883 | -0.9526 | 0.2529 | 0.7997 | 1.1633 | -0.3096 | 0.2952 | 0.0002 |
| 2871.T | 0.0087 | -0.1093 | 1.3782 | 0.9470 | -0.2723 | -0.2986 | 1.9617 | 0.3680 | -0.1822 | -0.3945 | -0.5275 | 0.0002 |
| 4901.T | 0.0085 | 0.4825 | -0.1961 | 0.7952 | -0.9253 | 0.1554 | 1.1832 | -0.0551 | 2.5997 | -0.3589 | 0.4528 | 0.0006 |
| 1339.HK | 0.0084 | -1.1620 | 2.0388 | 1.3460 | -0.0193 | -0.1151 | 0.0634 | 0.2940 | -0.0958 | -0.3661 | -0.1457 | 0.0003 |
| 002517.SZ | 0.0083 | -0.0506 | 1.4607 | 0.9746 | 1.1868 | 0.6267 | 2.4631 | -1.7539 | 3.0000 | -1.2045 | -1.5216 | 0.0003 |
| 6098.T | 0.0083 | 0.4238 | 0.4337 | -0.6224 | 0.8065 | 0.2850 | -0.1316 | 0.4894 | 1.4900 | -0.4551 | -0.8606 | 0.0013 |
| 002697.SZ | 0.0083 | 0.0756 | 0.3763 | -0.0729 | 1.8411 | 1.4413 | 0.8982 | 1.2917 | 0.2544 | 1.9163 | 1.0576 | 0.0001 |
| 3034.TW | 0.0082 | -0.3476 | -0.5206 | -0.3083 | 2.2246 | -1.5799 | 0.8932 | 0.7568 | -0.2378 | 0.3076 | 0.2913 | 0.0005 |
| 2328.HK | 0.0081 | -2.2601 | 0.6249 | 1.1590 | -0.1517 | -0.2528 | 0.1035 | -0.0429 | 0.1884 | -0.1660 | 0.1699 | 0.0005 |
| 002315.SZ | 0.0080 | -0.1522 | 0.7845 | -0.2433 | 2.8132 | 1.0676 | 2.1289 | 0.9349 | 1.0533 | -0.3341 | -0.6651 | 0.0002 |
| COL.AX | 0.0080 | 1.4526 | 0.3490 | 0.2220 | -0.1417 | -1.1348 | 0.5450 | 0.5976 | 0.3734 | -0.0702 | -0.4526 | 0.0006 |
| 600211.SS | 0.0079 | 0.1053 | 0.1551 | 0.1679 | 3.0000 | 0.6683 | 0.9970 | -0.2586 | -0.0220 | 2.3732 | 1.2142 | 0.0001 |
| 603866.SS | 0.0077 | 0.0323 | 0.3343 | -0.0220 | 0.4661 | 0.3941 | 2.1271 | 0.8866 | -0.3073 | -0.3902 | 0.1987 | 0.0001 |
| BBCA.JK | 0.0077 | 0.0097 | -0.1470 | 0.1943 | 0.0449 | 0.3348 | 0.6873 | 0.5796 | -0.1431 | -0.1063 | -0.3519 | 0.0009 |
| 1332.T | 0.0077 | -0.1776 | 0.6566 | -0.1654 | -0.7497 | -0.4287 | 1.2769 | -0.2103 | 0.7535 | 0.0802 | 0.3857 | 0.0001 |
| 6273.T | 0.0076 | 1.4361 | -0.7705 | -1.2063 | 0.2745 | -0.1247 | -1.0312 | 0.5775 | 1.2239 | 0.2757 | 0.3276 | 0.0006 |
| REA.AX | 0.0075 | 0.1763 | 0.4293 | -0.2738 | 1.4680 | 1.5573 | 0.4008 | -0.0867 | -0.0261 | 0.0005 | -0.2325 | 0.0004 |
| 2269.HK | 0.0075 | 0.7134 | 0.4138 | 0.5462 | 1.3404 | -0.2655 | 2.7327 | 0.5178 | 0.2572 | 1.2189 | 1.0808 | 0.0004 |
| 8795.T | 0.0075 | 1.1691 | -0.5241 | -0.1525 | 0.0958 | -0.1703 | 0.1207 | -0.0872 | 0.7047 | 0.1130 | -0.1732 | 0.0003 |
| 688300.SS | 0.0074 | -0.4461 | 0.2145 | 0.5994 | 1.6041 | 2.2955 | 1.9183 | -0.5567 | -0.9877 | -0.9824 | -1.6841 | 0.0001 |
| 1216.TW | 0.0073 | -1.9760 | 0.4442 | -0.0621 | -1.1162 | 0.3737 | 2.0264 | -0.5210 | 0.6238 | -0.6286 | 0.4597 | 0.0005 |
| 0788.HK | 0.0072 | 0.3386 | 0.5247 | -0.5571 | 0.7931 | 0.6156 | 0.4278 | 0.5091 | 0.0657 | 2.4546 | -0.2263 | 0.0004 |
| 8750.T | 0.0072 | 1.1418 | -0.3580 | -0.5531 | 0.0219 | -0.2137 | -0.0296 | 0.0049 | 0.3517 | 0.3456 | 0.1814 | 0.0006 |
Note: Showing top 100 positions by weight.
Data Files: Full Position Alpha Themes
Generated: 2025-06-25 10:06:30