Country Factor Attribution for MY

Generated on 2025-06-16 08:54:30

Category Summary

Category	Contribution
risk_exposure	0.000194
alpha_QUALITY	0.000038
alpha_REVERSAL	0.000012
alpha_REVISION	-0.000000
alpha_MOMENTUM	-0.000001
cost	-0.000005
alpha_VALUE	-0.000029
tilt_INDUSTRY	-0.000032
tilt_SIZE	-0.000049
tilt_COUNTRY	-0.000176
unexplained	-0.000300

Factor Detail

Category	Factor	Contribution
risk_exposure	market	0.000229
alpha_QUALITY	quality	0.000027
alpha_REVERSAL	reversal	0.000012
alpha_QUALITY	stability	0.000006
alpha_QUALITY	fmom	0.000004
tilt_SIZE	size_LARGE	0.000002
alpha_MOMENTUM	linkage	0.000001
tilt_INDUSTRY	ind_banking_services	0.000001
tilt_SIZE	size_SMALL	0.000000
tilt_INDUSTRY	ind_transportation_infrastructure	0.000000
tilt_INDUSTRY	ind_holding_companies	0.000000
tilt_INDUSTRY	ind_multiline_utilities	0.000000
tilt_INDUSTRY	ind_construction_engineering	0.000000
tilt_COUNTRY	country_KR	0.000000
tilt_INDUSTRY	ind_renewable_energy	0.000000
tilt_INDUSTRY	ind_chemicals	0.000000
tilt_INDUSTRY	ind_metals_mining	0.000000
tilt_INDUSTRY	ind_automobile	0.000000
tilt_INDUSTRY	ind_construction_materials	0.000000
tilt_INDUSTRY	ind_investment_services	0.000000
tilt_INDUSTRY	ind_paper_forestry	0.000000
tilt_INDUSTRY	ind_water_utilities	0.000000
tilt_COUNTRY	country_SG	0.000000
tilt_INDUSTRY	ind_natural_gas_utilities	0.000000
tilt_COUNTRY	country_HK	0.000000
tilt_INDUSTRY	ind_computers_phones_household_electronics	0.000000
tilt_INDUSTRY	ind_industrial_distribution	0.000000
tilt_INDUSTRY	ind_electronic_equipment	0.000000
tilt_COUNTRY	country_XH	0.000000
tilt_INDUSTRY	ind_beverages	0.000000
tilt_INDUSTRY	ind_insurance	0.000000
tilt_COUNTRY	country_CN	0.000000
tilt_COUNTRY	country_TW	0.000000
tilt_INDUSTRY	ind_hotels_entertainment	0.000000
tilt_INDUSTRY	ind_freight_logistics	0.000000
tilt_INDUSTRY	ind_household_products_services	0.000000
tilt_COUNTRY	country_ID	0.000000
tilt_COUNTRY	country_IN	0.000000
tilt_INDUSTRY	ind_homebuilding_building_products	0.000000
tilt_INDUSTRY	ind_healthcare_equipment_supplies	0.000000
tilt_INDUSTRY	ind_electric_utilities_ipps	0.000000
tilt_INDUSTRY	ind_biotechnology	0.000000
cost	bcost	0.000000
tilt_INDUSTRY	ind_fintech	0.000000
tilt_INDUSTRY	ind_diversified_retail	0.000000
tilt_INDUSTRY	ind_office_equipment	0.000000
tilt_INDUSTRY	ind_pharmaceuticals	0.000000
tilt_INDUSTRY	ind_uranium	0.000000
tilt_INDUSTRY	ind_media_publishing	0.000000
tilt_INDUSTRY	ind_specialty_reatil	0.000000
tilt_INDUSTRY	ind_oil_gas	0.000000
tilt_INDUSTRY	ind_aerospace_defense	0.000000
tilt_INDUSTRY	ind_leisure_products	0.000000
tilt_INDUSTRY	ind_healthcare_providers_services	0.000000
tilt_SIZE	size_MICRO	0.000000
tilt_COUNTRY	country_TH	0.000000
tilt_INDUSTRY	ind_food_drug_retail	0.000000
tilt_INDUSTRY	ind_coal	0.000000
tilt_COUNTRY	country_AU	0.000000
tilt_INDUSTRY	ind_software_it_services	0.000000
tilt_INDUSTRY	ind_food_tobacco	0.000000
tilt_INDUSTRY	ind_real_estate_operations	0.000000
tilt_INDUSTRY	ind_oil_gas_equipment_services	0.000000
tilt_COUNTRY	country_NZ	0.000000
tilt_INDUSTRY	ind_communications_equipment	0.000000
tilt_INDUSTRY	ind_consumer_goods_conglomerates	0.000000
tilt_COUNTRY	country_PH	0.000000
tilt_INDUSTRY	ind_integrated_hardware_software	0.000000
tilt_INDUSTRY	ind_textiles_apparel	0.000000
tilt_INDUSTRY	ind_passenger_transportation	0.000000
tilt_INDUSTRY	ind_household_goods	0.000000
tilt_INDUSTRY	ind_machinery	0.000000
tilt_COUNTRY	country_JP	0.000000
tilt_INDUSTRY	ind_semiconductors	0.000000
tilt_INDUSTRY	ind_containers_packaging	0.000000
tilt_INDUSTRY	ind_commercial_services_supplies	0.000000
cost	impactCost	-0.000000
alpha_REVISION	revision	-0.000000
unexplained	pdiscrepancy	-0.000000
cost	linearCost	-0.000001
alpha_MOMENTUM	momentum	-0.000002
alpha_VALUE	value_liq	-0.000003
cost	fcost	-0.000004
alpha_VALUE	neglect	-0.000011
alpha_VALUE	value_gc	-0.000014
tilt_INDUSTRY	ind_telecommunications_serices	-0.000033
risk_exposure	sbeta_market	-0.000035
tilt_SIZE	size_MID	-0.000051
unexplained	sdiscrepancy	-0.000120
tilt_COUNTRY	country_MY	-0.000176
unexplained	specret	-0.000179

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