signalDate tradeDate factor fexp facret contrib category
2025-04-30 2025-05-01 quality 3.0381 -0.0001 -0.0004 alpha_QUALITY
2025-04-30 2025-05-01 value_liq 0.7279 -0.0002 -0.0001 alpha_VALUE
2025-04-30 2025-05-01 sbeta_market -0.0149 -0.0002 0.0000 risk_exposure
2025-04-30 2025-05-01 ind_household_products_services -0.0392 -0.0009 0.0000 tilt_INDUSTRY
2025-04-30 2025-05-01 ind_integrated_hardware_software 0.0142 0.0004 0.0000 tilt_INDUSTRY
2025-04-30 2025-05-01 ind_communications_equipment -0.0162 0.0001 -0.0000 tilt_INDUSTRY
2025-04-30 2025-05-01 ind_metals_mining -0.1470 -0.0016 0.0002 tilt_INDUSTRY
2025-04-30 2025-05-01 fmom 0.5397 0.0001 0.0000 alpha_QUALITY
2025-04-30 2025-05-01 ind_real_estate_operations 0.0107 0.0001 0.0000 tilt_INDUSTRY
2025-04-30 2025-05-01 size_MICRO -0.0043 -0.0008 0.0000 tilt_SIZE
2025-04-30 2025-05-01 ind_telecommunications_serices 0.0511 0.0000 0.0000 tilt_INDUSTRY
2025-04-30 2025-05-01 ind_insurance 0.0453 -0.0018 -0.0001 tilt_INDUSTRY
2025-04-30 2025-05-01 ind_transportation_infrastructure -0.0321 0.0004 -0.0000 tilt_INDUSTRY
2025-04-30 2025-05-01 ind_healthcare_providers_services 0.0112 -0.0004 -0.0000 tilt_INDUSTRY
2025-04-30 2025-05-01 ind_chemicals 0.0289 0.0008 0.0000 tilt_INDUSTRY
2025-04-30 2025-05-01 ind_household_goods 0.0023 -0.0000 -0.0000 tilt_INDUSTRY
2025-04-30 2025-05-01 ind_diversified_retail -0.0017 0.0003 -0.0000 tilt_INDUSTRY
2025-04-30 2025-05-01 market -0.0087 0.0007 -0.0000 risk_exposure
2025-04-30 2025-05-01 bcost NaN NaN -0.0003 cost
2025-04-30 2025-05-01 ind_pharmaceuticals -0.1071 0.0003 -0.0000 tilt_INDUSTRY
2025-04-30 2025-05-01 ind_renewable_energy 0.0191 0.0002 0.0000 tilt_INDUSTRY
2025-04-30 2025-05-01 linearCost NaN NaN -0.0000 cost
2025-04-30 2025-05-01 country_XH 0.1199 -0.0005 -0.0001 tilt_COUNTRY
2025-04-30 2025-05-01 ind_consumer_goods_conglomerates 0.0144 0.0036 0.0001 tilt_INDUSTRY
2025-04-30 2025-05-01 ind_fintech -0.0036 0.0008 -0.0000 tilt_INDUSTRY
2025-04-30 2025-05-01 country_TW -0.0077 -0.0007 0.0000 tilt_COUNTRY
2025-04-30 2025-05-01 ind_freight_logistics 0.0482 -0.0010 -0.0000 tilt_INDUSTRY
2025-04-30 2025-05-01 linkage 0.5455 -0.0000 -0.0000 alpha_MOMENTUM
2025-04-30 2025-05-01 impactCost NaN NaN -0.0001 cost
2025-04-30 2025-05-01 country_JP -0.0611 0.0013 -0.0001 tilt_COUNTRY
2025-04-30 2025-05-01 ind_holding_companies -0.0030 -0.0016 0.0000 tilt_INDUSTRY
2025-04-30 2025-05-01 ind_construction_materials -0.0037 0.0001 -0.0000 tilt_INDUSTRY
2025-04-30 2025-05-01 ind_paper_forestry -0.0093 -0.0029 0.0000 tilt_INDUSTRY
2025-04-30 2025-05-01 ind_multiline_utilities -0.0119 0.0001 -0.0000 tilt_INDUSTRY
2025-04-30 2025-05-01 ind_office_equipment 0.0000 0.0031 0.0000 tilt_INDUSTRY
2025-04-30 2025-05-01 ind_beverages -0.0863 -0.0003 0.0000 tilt_INDUSTRY
2025-04-30 2025-05-01 ind_food_tobacco 0.1325 0.0005 0.0001 tilt_INDUSTRY
2025-04-30 2025-05-01 neglect 0.8835 -0.0000 -0.0000 alpha_VALUE
2025-04-30 2025-05-01 stability 4.9097 0.0001 0.0003 alpha_QUALITY
2025-04-30 2025-05-01 size_LARGE 0.1077 0.0008 0.0001 tilt_SIZE
2025-04-30 2025-05-01 ind_software_it_services 0.1392 0.0006 0.0001 tilt_INDUSTRY
2025-04-30 2025-05-01 country_IN 0.0615 -0.0004 -0.0000 tilt_COUNTRY
2025-04-30 2025-05-01 ind_water_utilities -0.0077 0.0003 -0.0000 tilt_INDUSTRY
2025-04-30 2025-05-01 pdiscrepancy NaN NaN -0.0000 unexplained
2025-04-30 2025-05-01 ind_electronic_equipment -0.0540 0.0004 -0.0000 tilt_INDUSTRY
2025-04-30 2025-05-01 ind_coal -0.0620 -0.0003 0.0000 tilt_INDUSTRY
2025-04-30 2025-05-01 country_ID 0.0435 -0.0001 -0.0000 tilt_COUNTRY
2025-04-30 2025-05-01 ind_hotels_entertainment -0.0680 -0.0006 0.0000 tilt_INDUSTRY
2025-04-30 2025-05-01 size_SMALL -0.0139 -0.0004 0.0000 tilt_SIZE
2025-04-30 2025-05-01 ind_automobile -0.0099 0.0011 -0.0000 tilt_INDUSTRY
2025-04-30 2025-05-01 ind_machinery -0.0594 0.0006 -0.0000 tilt_INDUSTRY
2025-04-30 2025-05-01 country_CN 0.0617 -0.0005 -0.0000 tilt_COUNTRY
2025-04-30 2025-05-01 ind_construction_engineering -0.0380 -0.0008 0.0000 tilt_INDUSTRY
2025-04-30 2025-05-01 country_SG -0.0450 -0.0007 0.0000 tilt_COUNTRY
2025-04-30 2025-05-01 ind_biotechnology 0.0081 0.0015 0.0000 tilt_INDUSTRY
2025-04-30 2025-05-01 ind_investment_services 0.0295 -0.0001 -0.0000 tilt_INDUSTRY
2025-04-30 2025-05-01 ind_oil_gas_equipment_services -0.0167 -0.0007 0.0000 tilt_INDUSTRY
2025-04-30 2025-05-01 ind_aerospace_defense -0.0189 0.0003 -0.0000 tilt_INDUSTRY
2025-04-30 2025-05-01 specret NaN NaN 0.0013 unexplained
2025-04-30 2025-05-01 momentum 0.1448 0.0000 0.0000 alpha_MOMENTUM
2025-04-30 2025-05-01 ind_passenger_transportation 0.0567 0.0032 0.0002 tilt_INDUSTRY
2025-04-30 2025-05-01 ind_natural_gas_utilities -0.0041 -0.0016 0.0000 tilt_INDUSTRY
2025-04-30 2025-05-01 country_PH 0.0023 -0.0004 -0.0000 tilt_COUNTRY
2025-04-30 2025-05-01 reversal 0.7277 -0.0000 -0.0000 alpha_REVERSAL
2025-04-30 2025-05-01 country_AU -0.0984 0.0036 -0.0004 tilt_COUNTRY
2025-04-30 2025-05-01 fcost NaN NaN -0.0000 cost
2025-04-30 2025-05-01 ind_electric_utilities_ipps -0.0011 -0.0002 0.0000 tilt_INDUSTRY
2025-04-30 2025-05-01 country_MY 0.0062 -0.0002 -0.0000 tilt_COUNTRY
2025-04-30 2025-05-01 ind_media_publishing 0.0045 -0.0008 -0.0000 tilt_INDUSTRY
2025-04-30 2025-05-01 ind_oil_gas -0.0008 -0.0003 0.0000 tilt_INDUSTRY
2025-04-30 2025-05-01 ind_industrial_distribution -0.0009 -0.0035 0.0000 tilt_INDUSTRY
2025-04-30 2025-05-01 size_MID -0.0983 -0.0001 0.0000 tilt_SIZE
2025-04-30 2025-05-01 ind_computers_phones_household_electronics 0.1250 0.0003 0.0000 tilt_INDUSTRY
2025-04-30 2025-05-01 ind_leisure_products 0.0049 0.0006 0.0000 tilt_INDUSTRY
2025-04-30 2025-05-01 country_NZ -0.0184 0.0241 -0.0004 tilt_COUNTRY
2025-04-30 2025-05-01 ind_food_drug_retail -0.0136 0.0009 -0.0000 tilt_INDUSTRY
2025-04-30 2025-05-01 value_gc 1.5856 0.0002 0.0003 alpha_VALUE
2025-04-30 2025-05-01 country_KR -0.0977 -0.0007 0.0001 tilt_COUNTRY
2025-04-30 2025-05-01 ind_healthcare_equipment_supplies -0.0959 0.0013 -0.0001 tilt_INDUSTRY
2025-04-30 2025-05-01 ind_commercial_services_supplies 0.0591 0.0008 0.0000 tilt_INDUSTRY
2025-04-30 2025-05-01 revision 0.6443 -0.0004 -0.0002 alpha_REVISION
2025-04-30 2025-05-01 ind_semiconductors 0.0379 0.0005 0.0000 tilt_INDUSTRY
2025-04-30 2025-05-01 ind_specialty_reatil 0.0165 -0.0015 -0.0000 tilt_INDUSTRY
2025-04-30 2025-05-01 ind_banking_services 0.1022 -0.0019 -0.0002 tilt_INDUSTRY
2025-04-30 2025-05-01 sdiscrepancy NaN NaN -0.0004 unexplained
2025-04-30 2025-05-01 ind_textiles_apparel -0.0153 -0.0001 0.0000 tilt_INDUSTRY
2025-04-30 2025-05-01 country_HK 0.0232 -0.0005 -0.0000 tilt_COUNTRY
2025-04-30 2025-05-01 country_TH 0.0012 -0.0003 -0.0000 tilt_COUNTRY
2025-04-30 2025-05-01 ind_homebuilding_building_products -0.0272 0.0018 -0.0000 tilt_INDUSTRY
2025-04-30 2025-05-01 ind_uranium -0.0026 0.0216 -0.0001 tilt_INDUSTRY
2025-04-30 2025-05-01 ind_containers_packaging -0.0109 -0.0008 0.0000 tilt_INDUSTRY
2025-05-01 2025-05-02 country_KR -0.0984 0.0003 -0.0000 tilt_COUNTRY
2025-05-01 2025-05-02 ind_construction_materials -0.0038 -0.0020 0.0000 tilt_INDUSTRY
2025-05-01 2025-05-02 ind_paper_forestry -0.0092 0.0018 -0.0000 tilt_INDUSTRY
2025-05-01 2025-05-02 ind_chemicals 0.0267 0.0018 0.0000 tilt_INDUSTRY
2025-05-01 2025-05-02 country_TW -0.0025 0.0134 -0.0000 tilt_COUNTRY
2025-05-01 2025-05-02 ind_industrial_distribution -0.0008 -0.0123 0.0000 tilt_INDUSTRY
2025-05-01 2025-05-02 country_IN 0.0545 -0.0042 -0.0002 tilt_COUNTRY
2025-05-01 2025-05-02 neglect 0.8700 -0.0007 -0.0006 alpha_VALUE
2025-05-01 2025-05-02 ind_oil_gas_equipment_services -0.0165 0.0016 -0.0000 tilt_INDUSTRY
2025-05-01 2025-05-02 ind_computers_phones_household_electronics 0.1235 0.0046 0.0006 tilt_INDUSTRY
2025-05-01 2025-05-02 ind_biotechnology 0.0076 0.0072 0.0001 tilt_INDUSTRY
2025-05-01 2025-05-02 sbeta_market 0.0167 0.0022 0.0000 risk_exposure
2025-05-01 2025-05-02 fcost NaN NaN -0.0000 cost
2025-05-01 2025-05-02 sdiscrepancy NaN NaN -0.0002 unexplained
2025-05-01 2025-05-02 ind_telecommunications_serices 0.0557 -0.0003 -0.0000 tilt_INDUSTRY
2025-05-01 2025-05-02 ind_household_products_services -0.0386 -0.0003 0.0000 tilt_INDUSTRY
2025-05-01 2025-05-02 ind_renewable_energy 0.0188 0.0007 0.0000 tilt_INDUSTRY
2025-05-01 2025-05-02 revision 0.5924 -0.0001 -0.0001 alpha_REVISION
2025-05-01 2025-05-02 ind_uranium -0.0027 0.0230 -0.0001 tilt_INDUSTRY
2025-05-01 2025-05-02 ind_electronic_equipment -0.0525 0.0019 -0.0001 tilt_INDUSTRY
2025-05-01 2025-05-02 country_XH 0.1334 0.0083 0.0011 tilt_COUNTRY
2025-05-01 2025-05-02 country_ID 0.0415 0.0064 0.0003 tilt_COUNTRY
2025-05-01 2025-05-02 ind_oil_gas -0.0022 -0.0000 0.0000 tilt_INDUSTRY
2025-05-01 2025-05-02 ind_insurance 0.0480 -0.0053 -0.0003 tilt_INDUSTRY
2025-05-01 2025-05-02 momentum 0.1443 0.0001 0.0000 alpha_MOMENTUM
2025-05-01 2025-05-02 ind_healthcare_equipment_supplies -0.0962 0.0036 -0.0003 tilt_INDUSTRY
2025-05-01 2025-05-02 fmom 0.5518 0.0005 0.0003 alpha_QUALITY
2025-05-01 2025-05-02 size_LARGE 0.1193 0.0044 0.0005 tilt_SIZE
2025-05-01 2025-05-02 country_AU -0.1005 0.0081 -0.0008 tilt_COUNTRY
2025-05-01 2025-05-02 ind_healthcare_providers_services 0.0094 0.0025 0.0000 tilt_INDUSTRY
2025-05-01 2025-05-02 ind_construction_engineering -0.0319 -0.0006 0.0000 tilt_INDUSTRY
2025-05-01 2025-05-02 ind_transportation_infrastructure -0.0317 -0.0013 0.0000 tilt_INDUSTRY
2025-05-01 2025-05-02 ind_leisure_products 0.0065 0.0043 0.0000 tilt_INDUSTRY
2025-05-01 2025-05-02 ind_electric_utilities_ipps -0.0104 -0.0010 0.0000 tilt_INDUSTRY
2025-05-01 2025-05-02 ind_natural_gas_utilities -0.0043 -0.0050 0.0000 tilt_INDUSTRY
2025-05-01 2025-05-02 country_NZ -0.0186 0.0125 -0.0002 tilt_COUNTRY
2025-05-01 2025-05-02 ind_containers_packaging -0.0120 0.0012 -0.0000 tilt_INDUSTRY
2025-05-01 2025-05-02 ind_machinery -0.0562 0.0020 -0.0001 tilt_INDUSTRY
2025-05-01 2025-05-02 ind_aerospace_defense -0.0187 0.0008 -0.0000 tilt_INDUSTRY
2025-05-01 2025-05-02 country_SG -0.0445 0.0017 -0.0001 tilt_COUNTRY
2025-05-01 2025-05-02 country_HK 0.0204 0.0076 0.0002 tilt_COUNTRY
2025-05-01 2025-05-02 value_gc 1.5846 -0.0001 -0.0001 alpha_VALUE
2025-05-01 2025-05-02 ind_specialty_reatil 0.0166 -0.0016 -0.0000 tilt_INDUSTRY
2025-05-01 2025-05-02 ind_holding_companies -0.0029 -0.0082 0.0000 tilt_INDUSTRY
2025-05-01 2025-05-02 ind_water_utilities -0.0076 -0.0061 0.0000 tilt_INDUSTRY
2025-05-01 2025-05-02 specret NaN NaN 0.0002 unexplained
2025-05-01 2025-05-02 country_TH -0.0044 -0.0014 0.0000 tilt_COUNTRY
2025-05-01 2025-05-02 size_MID -0.0963 -0.0020 0.0002 tilt_SIZE
2025-05-01 2025-05-02 country_JP -0.0523 0.0001 -0.0000 tilt_COUNTRY
2025-05-01 2025-05-02 market -0.0019 0.0012 -0.0000 risk_exposure
2025-05-01 2025-05-02 reversal 0.7280 0.0009 0.0006 alpha_REVERSAL
2025-05-01 2025-05-02 ind_semiconductors 0.0424 -0.0001 -0.0000 tilt_INDUSTRY
2025-05-01 2025-05-02 country_PH 0.0024 0.0062 0.0000 tilt_COUNTRY
2025-05-01 2025-05-02 ind_multiline_utilities -0.0121 -0.0039 0.0000 tilt_INDUSTRY
2025-05-01 2025-05-02 ind_hotels_entertainment -0.0680 -0.0000 0.0000 tilt_INDUSTRY
2025-05-01 2025-05-02 size_SMALL -0.0197 -0.0007 0.0000 tilt_SIZE
2025-05-01 2025-05-02 ind_passenger_transportation 0.0542 0.0017 0.0001 tilt_INDUSTRY
2025-05-01 2025-05-02 ind_real_estate_operations 0.0177 -0.0004 -0.0000 tilt_INDUSTRY
2025-05-01 2025-05-02 ind_household_goods 0.0018 0.0007 0.0000 tilt_INDUSTRY
2025-05-01 2025-05-02 ind_fintech -0.0036 -0.0027 0.0000 tilt_INDUSTRY
2025-05-01 2025-05-02 pdiscrepancy NaN NaN -0.0000 unexplained
2025-05-01 2025-05-02 ind_automobile -0.0087 0.0008 -0.0000 tilt_INDUSTRY
2025-05-01 2025-05-02 ind_beverages -0.0916 -0.0005 0.0000 tilt_INDUSTRY
2025-05-01 2025-05-02 ind_commercial_services_supplies 0.0571 0.0006 0.0000 tilt_INDUSTRY
2025-05-01 2025-05-02 ind_food_tobacco 0.1341 -0.0002 -0.0000 tilt_INDUSTRY
2025-05-01 2025-05-02 ind_textiles_apparel -0.0152 -0.0016 0.0000 tilt_INDUSTRY
2025-05-01 2025-05-02 linearCost NaN NaN -0.0002 cost
2025-05-01 2025-05-02 ind_investment_services 0.0293 0.0000 0.0000 tilt_INDUSTRY
2025-05-01 2025-05-02 ind_homebuilding_building_products -0.0282 -0.0009 0.0000 tilt_INDUSTRY
2025-05-01 2025-05-02 quality 3.0509 0.0003 0.0008 alpha_QUALITY
2025-05-01 2025-05-02 size_MICRO -0.0051 -0.0010 0.0000 tilt_SIZE
2025-05-01 2025-05-02 ind_office_equipment 0.0000 0.0052 0.0000 tilt_INDUSTRY
2025-05-01 2025-05-02 country_MY 0.0063 0.0086 0.0001 tilt_COUNTRY
2025-05-01 2025-05-02 ind_coal -0.0607 0.0004 -0.0000 tilt_INDUSTRY
2025-05-01 2025-05-02 ind_banking_services 0.0940 -0.0047 -0.0004 tilt_INDUSTRY
2025-05-01 2025-05-02 ind_pharmaceuticals -0.1092 0.0028 -0.0003 tilt_INDUSTRY
2025-05-01 2025-05-02 ind_media_publishing 0.0047 -0.0015 -0.0000 tilt_INDUSTRY
2025-05-01 2025-05-02 ind_communications_equipment -0.0165 0.0005 -0.0000 tilt_INDUSTRY
2025-05-01 2025-05-02 ind_diversified_retail -0.0014 -0.0003 0.0000 tilt_INDUSTRY
2025-05-01 2025-05-02 ind_integrated_hardware_software 0.0141 -0.0006 -0.0000 tilt_INDUSTRY
2025-05-01 2025-05-02 stability 4.9099 -0.0005 -0.0026 alpha_QUALITY
2025-05-01 2025-05-02 value_liq 0.7260 -0.0001 -0.0001 alpha_VALUE
2025-05-01 2025-05-02 bcost NaN NaN -0.0003 cost
2025-05-01 2025-05-02 ind_food_drug_retail -0.0122 0.0014 -0.0000 tilt_INDUSTRY
2025-05-01 2025-05-02 ind_software_it_services 0.1415 0.0011 0.0002 tilt_INDUSTRY
2025-05-01 2025-05-02 linkage 0.5379 0.0001 0.0000 alpha_MOMENTUM
2025-05-01 2025-05-02 ind_consumer_goods_conglomerates 0.0186 -0.0092 -0.0002 tilt_INDUSTRY
2025-05-01 2025-05-02 ind_metals_mining -0.1423 -0.0008 0.0001 tilt_INDUSTRY
2025-05-01 2025-05-02 impactCost NaN NaN -0.0002 cost
2025-05-01 2025-05-02 ind_freight_logistics 0.0459 0.0029 0.0001 tilt_INDUSTRY
2025-05-01 2025-05-02 country_CN 0.0610 -0.0041 -0.0003 tilt_COUNTRY
2025-05-02 2025-05-05 ind_uranium -0.0027 0.0077 -0.0000 tilt_INDUSTRY
2025-05-02 2025-05-05 ind_industrial_distribution -0.0009 0.0001 -0.0000 tilt_INDUSTRY
2025-05-02 2025-05-05 ind_automobile -0.0078 0.0003 -0.0000 tilt_INDUSTRY
2025-05-02 2025-05-05 ind_metals_mining -0.1349 0.0005 -0.0001 tilt_INDUSTRY
2025-05-02 2025-05-05 ind_oil_gas_equipment_services -0.0161 -0.0013 0.0000 tilt_INDUSTRY
2025-05-02 2025-05-05 ind_banking_services 0.0759 -0.0004 -0.0000 tilt_INDUSTRY
2025-05-02 2025-05-05 ind_media_publishing 0.0048 -0.0001 -0.0000 tilt_INDUSTRY
2025-05-02 2025-05-05 sbeta_market 0.0443 -0.0003 -0.0000 risk_exposure
2025-05-02 2025-05-05 ind_fintech -0.0035 0.0023 -0.0000 tilt_INDUSTRY
2025-05-02 2025-05-05 size_SMALL -0.0148 -0.0004 0.0000 tilt_SIZE
2025-05-02 2025-05-05 ind_communications_equipment -0.0164 -0.0005 0.0000 tilt_INDUSTRY
2025-05-02 2025-05-05 ind_hotels_entertainment -0.0667 0.0012 -0.0001 tilt_INDUSTRY
2025-05-02 2025-05-05 ind_household_products_services -0.0374 0.0003 -0.0000 tilt_INDUSTRY
2025-05-02 2025-05-05 ind_semiconductors 0.0481 -0.0004 -0.0000 tilt_INDUSTRY
2025-05-02 2025-05-05 stability 4.6072 -0.0001 -0.0003 alpha_QUALITY
2025-05-02 2025-05-05 ind_multiline_utilities -0.0123 0.0044 -0.0001 tilt_INDUSTRY
2025-05-02 2025-05-05 pdiscrepancy NaN NaN 0.0000 unexplained
2025-05-02 2025-05-05 ind_commercial_services_supplies 0.0570 -0.0000 -0.0000 tilt_INDUSTRY
2025-05-02 2025-05-05 country_JP -0.0551 0.0004 -0.0000 tilt_COUNTRY
2025-05-02 2025-05-05 ind_healthcare_equipment_supplies -0.0952 -0.0007 0.0001 tilt_INDUSTRY
2025-05-02 2025-05-05 ind_biotechnology 0.0070 0.0008 0.0000 tilt_INDUSTRY
2025-05-02 2025-05-05 ind_homebuilding_building_products -0.0280 0.0004 -0.0000 tilt_INDUSTRY
2025-05-02 2025-05-05 specret NaN NaN 0.0013 unexplained
2025-05-02 2025-05-05 ind_water_utilities -0.0058 0.0002 -0.0000 tilt_INDUSTRY
2025-05-02 2025-05-05 ind_holding_companies -0.0034 -0.0044 0.0000 tilt_INDUSTRY
2025-05-02 2025-05-05 country_CN 0.0597 0.0007 0.0000 tilt_COUNTRY
2025-05-02 2025-05-05 country_ID 0.0388 0.0046 0.0002 tilt_COUNTRY
2025-05-02 2025-05-05 linkage 0.6223 0.0001 0.0001 alpha_MOMENTUM
2025-05-02 2025-05-05 value_liq 0.7004 -0.0002 -0.0002 alpha_VALUE
2025-05-02 2025-05-05 quality 2.9843 -0.0001 -0.0003 alpha_QUALITY
2025-05-02 2025-05-05 ind_machinery -0.0562 0.0002 -0.0000 tilt_INDUSTRY
2025-05-02 2025-05-05 fmom 0.4506 0.0000 0.0000 alpha_QUALITY
2025-05-02 2025-05-05 ind_pharmaceuticals -0.1090 -0.0001 0.0000 tilt_INDUSTRY
2025-05-02 2025-05-05 country_MY 0.0062 -0.0044 -0.0000 tilt_COUNTRY
2025-05-02 2025-05-05 ind_containers_packaging -0.0124 0.0039 -0.0000 tilt_INDUSTRY
2025-05-02 2025-05-05 fcost NaN NaN -0.0001 cost
2025-05-02 2025-05-05 country_NZ -0.0184 0.0123 -0.0002 tilt_COUNTRY
2025-05-02 2025-05-05 ind_computers_phones_household_electronics 0.1242 -0.0012 -0.0002 tilt_INDUSTRY
2025-05-02 2025-05-05 ind_electronic_equipment -0.0506 -0.0006 0.0000 tilt_INDUSTRY
2025-05-02 2025-05-05 ind_leisure_products 0.0085 -0.0015 -0.0000 tilt_INDUSTRY
2025-05-02 2025-05-05 ind_diversified_retail -0.0010 0.0001 -0.0000 tilt_INDUSTRY
2025-05-02 2025-05-05 ind_food_drug_retail -0.0074 0.0017 -0.0000 tilt_INDUSTRY
2025-05-02 2025-05-05 ind_textiles_apparel -0.0149 -0.0013 0.0000 tilt_INDUSTRY
2025-05-02 2025-05-05 neglect 0.7387 -0.0001 -0.0001 alpha_VALUE
2025-05-02 2025-05-05 ind_chemicals 0.0244 0.0002 0.0000 tilt_INDUSTRY
2025-05-02 2025-05-05 ind_freight_logistics 0.0436 0.0006 0.0000 tilt_INDUSTRY
2025-05-02 2025-05-05 country_HK 0.0175 0.0001 0.0000 tilt_COUNTRY
2025-05-02 2025-05-05 market 0.0170 -0.0003 -0.0000 risk_exposure
2025-05-02 2025-05-05 ind_electric_utilities_ipps -0.0197 -0.0003 0.0000 tilt_INDUSTRY
2025-05-02 2025-05-05 momentum 0.1961 -0.0001 -0.0000 alpha_MOMENTUM
2025-05-02 2025-05-05 ind_construction_materials -0.0039 0.0001 -0.0000 tilt_INDUSTRY
2025-05-02 2025-05-05 ind_aerospace_defense -0.0175 0.0015 -0.0000 tilt_INDUSTRY
2025-05-02 2025-05-05 country_SG -0.0417 0.0046 -0.0002 tilt_COUNTRY
2025-05-02 2025-05-05 revision 0.6195 0.0001 0.0001 alpha_REVISION
2025-05-02 2025-05-05 ind_specialty_reatil 0.0171 -0.0003 -0.0000 tilt_INDUSTRY
2025-05-02 2025-05-05 value_gc 1.5716 0.0001 0.0001 alpha_VALUE
2025-05-02 2025-05-05 country_AU -0.0982 -0.0085 0.0008 tilt_COUNTRY
2025-05-02 2025-05-05 country_TH -0.0098 0.0002 -0.0000 tilt_COUNTRY
2025-05-02 2025-05-05 ind_household_goods 0.0015 -0.0003 -0.0000 tilt_INDUSTRY
2025-05-02 2025-05-05 ind_healthcare_providers_services 0.0080 0.0001 0.0000 tilt_INDUSTRY
2025-05-02 2025-05-05 size_MID -0.0841 0.0005 -0.0000 tilt_SIZE
2025-05-02 2025-05-05 bcost NaN NaN -0.0010 cost
2025-05-02 2025-05-05 ind_insurance 0.0483 -0.0007 -0.0000 tilt_INDUSTRY
2025-05-02 2025-05-05 ind_construction_engineering -0.0250 0.0003 -0.0000 tilt_INDUSTRY
2025-05-02 2025-05-05 ind_telecommunications_serices 0.0696 -0.0001 -0.0000 tilt_INDUSTRY
2025-05-02 2025-05-05 ind_integrated_hardware_software 0.0138 0.0009 0.0000 tilt_INDUSTRY
2025-05-02 2025-05-05 ind_coal -0.0589 -0.0019 0.0001 tilt_INDUSTRY
2025-05-02 2025-05-05 ind_renewable_energy 0.0185 0.0001 0.0000 tilt_INDUSTRY
2025-05-02 2025-05-05 ind_consumer_goods_conglomerates 0.0174 -0.0002 -0.0000 tilt_INDUSTRY
2025-05-02 2025-05-05 ind_software_it_services 0.1416 -0.0005 -0.0001 tilt_INDUSTRY
2025-05-02 2025-05-05 ind_office_equipment 0.0000 0.0005 0.0000 tilt_INDUSTRY
2025-05-02 2025-05-05 impactCost NaN NaN -0.0002 cost
2025-05-02 2025-05-05 ind_paper_forestry -0.0089 -0.0004 0.0000 tilt_INDUSTRY
2025-05-02 2025-05-05 size_LARGE 0.1215 -0.0002 -0.0000 tilt_SIZE
2025-05-02 2025-05-05 country_TW 0.0265 -0.0165 -0.0004 tilt_COUNTRY
2025-05-02 2025-05-05 size_MICRO -0.0056 -0.0029 0.0000 tilt_SIZE
2025-05-02 2025-05-05 reversal 0.8147 0.0003 0.0002 alpha_REVERSAL
2025-05-02 2025-05-05 ind_natural_gas_utilities -0.0042 0.0020 -0.0000 tilt_INDUSTRY
2025-05-02 2025-05-05 ind_investment_services 0.0297 -0.0004 -0.0000 tilt_INDUSTRY
2025-05-02 2025-05-05 ind_oil_gas -0.0050 -0.0004 0.0000 tilt_INDUSTRY
2025-05-02 2025-05-05 ind_beverages -0.0907 -0.0000 0.0000 tilt_INDUSTRY
2025-05-02 2025-05-05 country_XH 0.1451 0.0006 0.0001 tilt_COUNTRY
2025-05-02 2025-05-05 country_PH 0.0024 -0.0112 -0.0000 tilt_COUNTRY
2025-05-02 2025-05-05 ind_food_tobacco 0.1323 -0.0001 -0.0000 tilt_INDUSTRY
2025-05-02 2025-05-05 sdiscrepancy NaN NaN 0.0000 unexplained
2025-05-02 2025-05-05 country_IN 0.0419 0.0105 0.0004 tilt_COUNTRY
2025-05-02 2025-05-05 ind_passenger_transportation 0.0548 0.0018 0.0001 tilt_INDUSTRY
2025-05-02 2025-05-05 country_KR -0.0979 0.0006 -0.0001 tilt_COUNTRY
2025-05-02 2025-05-05 ind_real_estate_operations 0.0211 0.0017 0.0000 tilt_INDUSTRY
2025-05-02 2025-05-05 linearCost NaN NaN -0.0001 cost
2025-05-02 2025-05-05 ind_transportation_infrastructure -0.0311 0.0022 -0.0001 tilt_INDUSTRY
2025-05-05 2025-05-06 ind_telecommunications_serices 0.0849 0.0081 0.0007 tilt_INDUSTRY
2025-05-05 2025-05-06 ind_integrated_hardware_software 0.0137 -0.0004 -0.0000 tilt_INDUSTRY
2025-05-05 2025-05-06 ind_coal -0.0587 -0.0005 0.0000 tilt_INDUSTRY
2025-05-05 2025-05-06 country_MY 0.0061 -0.0052 -0.0000 tilt_COUNTRY
2025-05-05 2025-05-06 ind_electronic_equipment -0.0467 0.0039 -0.0002 tilt_INDUSTRY
2025-05-05 2025-05-06 ind_diversified_retail -0.0005 -0.0021 0.0000 tilt_INDUSTRY
2025-05-05 2025-05-06 ind_oil_gas -0.0111 -0.0023 0.0000 tilt_INDUSTRY
2025-05-05 2025-05-06 sdiscrepancy NaN NaN 0.0001 unexplained
2025-05-05 2025-05-06 ind_investment_services 0.0280 -0.0022 -0.0001 tilt_INDUSTRY
2025-05-05 2025-05-06 ind_semiconductors 0.0429 -0.0013 -0.0001 tilt_INDUSTRY
2025-05-05 2025-05-06 ind_food_drug_retail -0.0031 0.0011 -0.0000 tilt_INDUSTRY
2025-05-05 2025-05-06 stability 4.6753 0.0005 0.0021 alpha_QUALITY
2025-05-05 2025-05-06 country_TW 0.0635 0.0029 0.0002 tilt_COUNTRY
2025-05-05 2025-05-06 ind_communications_equipment -0.0182 0.0098 -0.0002 tilt_INDUSTRY
2025-05-05 2025-05-06 size_LARGE 0.1223 -0.0006 -0.0001 tilt_SIZE
2025-05-05 2025-05-06 value_liq 0.6980 -0.0011 -0.0008 alpha_VALUE
2025-05-05 2025-05-06 ind_transportation_infrastructure -0.0295 -0.0043 0.0001 tilt_INDUSTRY
2025-05-05 2025-05-06 ind_consumer_goods_conglomerates 0.0170 -0.0035 -0.0001 tilt_INDUSTRY
2025-05-05 2025-05-06 sbeta_market 0.0271 0.0119 0.0003 risk_exposure
2025-05-05 2025-05-06 ind_media_publishing 0.0055 0.0017 0.0000 tilt_INDUSTRY
2025-05-05 2025-05-06 ind_office_equipment 0.0000 0.0018 0.0000 tilt_INDUSTRY
2025-05-05 2025-05-06 ind_software_it_services 0.1408 0.0059 0.0008 tilt_INDUSTRY
2025-05-05 2025-05-06 ind_healthcare_equipment_supplies -0.0960 -0.0026 0.0003 tilt_INDUSTRY
2025-05-05 2025-05-06 country_PH 0.0023 0.0051 0.0000 tilt_COUNTRY
2025-05-05 2025-05-06 ind_renewable_energy 0.0211 0.0023 0.0000 tilt_INDUSTRY
2025-05-05 2025-05-06 ind_multiline_utilities -0.0126 0.0021 -0.0000 tilt_INDUSTRY
2025-05-05 2025-05-06 size_SMALL -0.0155 0.0021 -0.0000 tilt_SIZE
2025-05-05 2025-05-06 size_MID -0.1021 -0.0013 0.0001 tilt_SIZE
2025-05-05 2025-05-06 size_MICRO -0.0046 -0.0016 0.0000 tilt_SIZE
2025-05-05 2025-05-06 country_JP -0.0539 -0.0051 0.0003 tilt_COUNTRY
2025-05-05 2025-05-06 linearCost NaN NaN -0.0003 cost
2025-05-05 2025-05-06 market 0.0001 -0.0039 -0.0000 risk_exposure
2025-05-05 2025-05-06 ind_commercial_services_supplies 0.0556 0.0027 0.0001 tilt_INDUSTRY
2025-05-05 2025-05-06 ind_computers_phones_household_electronics 0.1290 0.0039 0.0005 tilt_INDUSTRY
2025-05-05 2025-05-06 ind_leisure_products 0.0103 0.0016 0.0000 tilt_INDUSTRY
2025-05-05 2025-05-06 ind_textiles_apparel -0.0177 -0.0010 0.0000 tilt_INDUSTRY
2025-05-05 2025-05-06 country_NZ -0.0186 0.0013 -0.0000 tilt_COUNTRY
2025-05-05 2025-05-06 ind_electric_utilities_ipps -0.0277 0.0010 -0.0000 tilt_INDUSTRY
2025-05-05 2025-05-06 momentum 0.1640 0.0017 0.0003 alpha_MOMENTUM
2025-05-05 2025-05-06 ind_food_tobacco 0.1301 -0.0014 -0.0002 tilt_INDUSTRY
2025-05-05 2025-05-06 fcost NaN NaN -0.0000 cost
2025-05-05 2025-05-06 ind_natural_gas_utilities -0.0039 0.0001 -0.0000 tilt_INDUSTRY
2025-05-05 2025-05-06 ind_containers_packaging -0.0124 -0.0031 0.0000 tilt_INDUSTRY
2025-05-05 2025-05-06 country_CN -0.0010 0.0072 -0.0000 tilt_COUNTRY
2025-05-05 2025-05-06 ind_industrial_distribution -0.0009 -0.0020 0.0000 tilt_INDUSTRY
2025-05-05 2025-05-06 country_SG -0.0373 0.0026 -0.0001 tilt_COUNTRY
2025-05-05 2025-05-06 country_HK 0.0170 0.0002 0.0000 tilt_COUNTRY
2025-05-05 2025-05-06 ind_freight_logistics 0.0372 0.0014 0.0001 tilt_INDUSTRY
2025-05-05 2025-05-06 ind_machinery -0.0719 0.0014 -0.0001 tilt_INDUSTRY
2025-05-05 2025-05-06 linkage 0.7091 0.0003 0.0002 alpha_MOMENTUM
2025-05-05 2025-05-06 value_gc 1.5767 -0.0001 -0.0002 alpha_VALUE
2025-05-05 2025-05-06 country_AU -0.0976 0.0006 -0.0001 tilt_COUNTRY
2025-05-05 2025-05-06 country_XH 0.1560 -0.0096 -0.0015 tilt_COUNTRY
2025-05-05 2025-05-06 specret NaN NaN 0.0037 unexplained
2025-05-05 2025-05-06 country_KR -0.0958 -0.0043 0.0004 tilt_COUNTRY
2025-05-05 2025-05-06 ind_biotechnology 0.0091 -0.0128 -0.0001 tilt_INDUSTRY
2025-05-05 2025-05-06 country_TH -0.0089 -0.0140 0.0001 tilt_COUNTRY
2025-05-05 2025-05-06 ind_metals_mining -0.1441 0.0032 -0.0005 tilt_INDUSTRY
2025-05-05 2025-05-06 bcost NaN NaN -0.0003 cost
2025-05-05 2025-05-06 ind_uranium -0.0026 -0.0252 0.0001 tilt_INDUSTRY
2025-05-05 2025-05-06 ind_chemicals 0.0285 0.0008 0.0000 tilt_INDUSTRY
2025-05-05 2025-05-06 ind_insurance 0.0505 -0.0023 -0.0001 tilt_INDUSTRY
2025-05-05 2025-05-06 reversal 0.8451 0.0017 0.0014 alpha_REVERSAL
2025-05-05 2025-05-06 pdiscrepancy NaN NaN -0.0000 unexplained
2025-05-05 2025-05-06 ind_automobile -0.0104 0.0015 -0.0000 tilt_INDUSTRY
2025-05-05 2025-05-06 ind_paper_forestry -0.0089 -0.0044 0.0000 tilt_INDUSTRY
2025-05-05 2025-05-06 ind_pharmaceuticals -0.1115 -0.0051 0.0006 tilt_INDUSTRY
2025-05-05 2025-05-06 country_ID 0.0375 0.0093 0.0003 tilt_COUNTRY
2025-05-05 2025-05-06 impactCost NaN NaN -0.0003 cost
2025-05-05 2025-05-06 ind_fintech -0.0033 -0.0007 0.0000 tilt_INDUSTRY
2025-05-05 2025-05-06 ind_holding_companies -0.0039 0.0060 -0.0000 tilt_INDUSTRY
2025-05-05 2025-05-06 ind_aerospace_defense -0.0148 -0.0021 0.0000 tilt_INDUSTRY
2025-05-05 2025-05-06 ind_water_utilities -0.0067 -0.0114 0.0001 tilt_INDUSTRY
2025-05-05 2025-05-06 fmom 0.5053 -0.0008 -0.0004 alpha_QUALITY
2025-05-05 2025-05-06 neglect 0.7400 0.0009 0.0006 alpha_VALUE
2025-05-05 2025-05-06 quality 3.0727 -0.0012 -0.0036 alpha_QUALITY
2025-05-05 2025-05-06 ind_household_goods 0.0013 -0.0067 -0.0000 tilt_INDUSTRY
2025-05-05 2025-05-06 ind_homebuilding_building_products -0.0275 -0.0034 0.0001 tilt_INDUSTRY
2025-05-05 2025-05-06 ind_healthcare_providers_services 0.0134 0.0074 0.0001 tilt_INDUSTRY
2025-05-05 2025-05-06 ind_specialty_reatil 0.0175 -0.0002 -0.0000 tilt_INDUSTRY
2025-05-05 2025-05-06 ind_beverages -0.0921 -0.0070 0.0006 tilt_INDUSTRY
2025-05-05 2025-05-06 ind_oil_gas_equipment_services -0.0156 -0.0055 0.0001 tilt_INDUSTRY
2025-05-05 2025-05-06 revision 0.6611 0.0003 0.0002 alpha_REVISION
2025-05-05 2025-05-06 ind_construction_materials -0.0039 -0.0007 0.0000 tilt_INDUSTRY
2025-05-05 2025-05-06 ind_real_estate_operations 0.0201 -0.0086 -0.0002 tilt_INDUSTRY
2025-05-05 2025-05-06 ind_hotels_entertainment -0.0639 -0.0041 0.0003 tilt_INDUSTRY
2025-05-05 2025-05-06 ind_passenger_transportation 0.0582 0.0114 0.0007 tilt_INDUSTRY
2025-05-05 2025-05-06 ind_construction_engineering -0.0145 -0.0005 0.0000 tilt_INDUSTRY
2025-05-05 2025-05-06 country_IN 0.0307 -0.0220 -0.0007 tilt_COUNTRY
2025-05-05 2025-05-06 ind_banking_services 0.0589 -0.0031 -0.0002 tilt_INDUSTRY
2025-05-05 2025-05-06 ind_household_products_services -0.0364 0.0003 -0.0000 tilt_INDUSTRY
2025-05-06 2025-05-07 ind_passenger_transportation 0.0566 -0.0057 -0.0003 tilt_INDUSTRY
2025-05-06 2025-05-07 country_SG -0.0338 -0.0091 0.0003 tilt_COUNTRY
2025-05-06 2025-05-07 ind_real_estate_operations 0.0185 0.0045 0.0001 tilt_INDUSTRY
2025-05-06 2025-05-07 ind_transportation_infrastructure -0.0246 0.0019 -0.0000 tilt_INDUSTRY
2025-05-06 2025-05-07 ind_construction_materials -0.0036 -0.0013 0.0000 tilt_INDUSTRY
2025-05-06 2025-05-07 fmom 0.5041 -0.0005 -0.0002 alpha_QUALITY
2025-05-06 2025-05-07 country_PH 0.0023 -0.0037 -0.0000 tilt_COUNTRY
2025-05-06 2025-05-07 ind_aerospace_defense -0.0117 0.0318 -0.0004 tilt_INDUSTRY
2025-05-06 2025-05-07 ind_electric_utilities_ipps -0.0334 -0.0052 0.0002 tilt_INDUSTRY
2025-05-06 2025-05-07 ind_computers_phones_household_electronics 0.1275 -0.0031 -0.0004 tilt_INDUSTRY
2025-05-06 2025-05-07 market -0.0111 0.0102 -0.0001 risk_exposure
2025-05-06 2025-05-07 size_MID -0.1046 -0.0011 0.0001 tilt_SIZE
2025-05-06 2025-05-07 ind_investment_services 0.0241 0.0058 0.0001 tilt_INDUSTRY
2025-05-06 2025-05-07 reversal 0.8163 0.0022 0.0018 alpha_REVERSAL
2025-05-06 2025-05-07 fcost NaN NaN -0.0000 cost
2025-05-06 2025-05-07 country_HK 0.0130 -0.0003 -0.0000 tilt_COUNTRY
2025-05-06 2025-05-07 ind_food_tobacco 0.1286 -0.0030 -0.0004 tilt_INDUSTRY
2025-05-06 2025-05-07 ind_beverages -0.0887 -0.0026 0.0002 tilt_INDUSTRY
2025-05-06 2025-05-07 ind_natural_gas_utilities -0.0023 -0.0020 0.0000 tilt_INDUSTRY
2025-05-06 2025-05-07 linearCost NaN NaN -0.0004 cost
2025-05-06 2025-05-07 neglect 0.7241 0.0003 0.0002 alpha_VALUE
2025-05-06 2025-05-07 value_gc 1.5175 -0.0002 -0.0003 alpha_VALUE
2025-05-06 2025-05-07 ind_oil_gas -0.0150 0.0055 -0.0001 tilt_INDUSTRY
2025-05-06 2025-05-07 ind_chemicals 0.0250 -0.0003 -0.0000 tilt_INDUSTRY
2025-05-06 2025-05-07 country_KR -0.0946 -0.0050 0.0005 tilt_COUNTRY
2025-05-06 2025-05-07 ind_household_products_services -0.0333 -0.0062 0.0002 tilt_INDUSTRY
2025-05-06 2025-05-07 country_XH 0.1773 -0.0012 -0.0002 tilt_COUNTRY
2025-05-06 2025-05-07 country_IN 0.0282 0.0007 0.0000 tilt_COUNTRY
2025-05-06 2025-05-07 ind_freight_logistics 0.0308 0.0014 0.0000 tilt_INDUSTRY
2025-05-06 2025-05-07 momentum 0.0950 0.0000 0.0000 alpha_MOMENTUM
2025-05-06 2025-05-07 revision 0.7065 0.0006 0.0004 alpha_REVISION
2025-05-06 2025-05-07 ind_insurance 0.0573 0.0078 0.0004 tilt_INDUSTRY
2025-05-06 2025-05-07 ind_telecommunications_serices 0.0921 0.0011 0.0001 tilt_INDUSTRY
2025-05-06 2025-05-07 ind_healthcare_providers_services 0.0212 -0.0021 -0.0000 tilt_INDUSTRY
2025-05-06 2025-05-07 ind_uranium -0.0026 0.0513 -0.0001 tilt_INDUSTRY
2025-05-06 2025-05-07 ind_renewable_energy 0.0235 0.0067 0.0002 tilt_INDUSTRY
2025-05-06 2025-05-07 ind_paper_forestry -0.0084 -0.0031 0.0000 tilt_INDUSTRY
2025-05-06 2025-05-07 size_LARGE 0.1067 -0.0009 -0.0001 tilt_SIZE
2025-05-06 2025-05-07 country_TW 0.0776 -0.0079 -0.0006 tilt_COUNTRY
2025-05-06 2025-05-07 impactCost NaN NaN -0.0004 cost
2025-05-06 2025-05-07 ind_office_equipment 0.0000 -0.0048 0.0000 tilt_INDUSTRY
2025-05-06 2025-05-07 ind_software_it_services 0.1387 -0.0036 -0.0005 tilt_INDUSTRY
2025-05-06 2025-05-07 ind_consumer_goods_conglomerates 0.0146 0.0052 0.0001 tilt_INDUSTRY
2025-05-06 2025-05-07 ind_coal -0.0565 0.0043 -0.0002 tilt_INDUSTRY
2025-05-06 2025-05-07 ind_integrated_hardware_software 0.0126 -0.0040 -0.0000 tilt_INDUSTRY
2025-05-06 2025-05-07 ind_industrial_distribution -0.0007 0.0190 -0.0000 tilt_INDUSTRY
2025-05-06 2025-05-07 size_MICRO -0.0035 0.0042 -0.0000 tilt_SIZE
2025-05-06 2025-05-07 country_TH -0.0088 0.0173 -0.0002 tilt_COUNTRY
2025-05-06 2025-05-07 bcost NaN NaN -0.0003 cost
2025-05-06 2025-05-07 ind_household_goods -0.0014 0.0043 -0.0000 tilt_INDUSTRY
2025-05-06 2025-05-07 country_AU -0.0985 0.0007 -0.0001 tilt_COUNTRY
2025-05-06 2025-05-07 ind_specialty_reatil 0.0189 0.0010 0.0000 tilt_INDUSTRY
2025-05-06 2025-05-07 value_liq 0.6786 0.0011 0.0007 alpha_VALUE
2025-05-06 2025-05-07 sdiscrepancy NaN NaN -0.0009 unexplained
2025-05-06 2025-05-07 ind_multiline_utilities -0.0125 -0.0020 0.0000 tilt_INDUSTRY
2025-05-06 2025-05-07 ind_oil_gas_equipment_services -0.0147 0.0005 -0.0000 tilt_INDUSTRY
2025-05-06 2025-05-07 ind_food_drug_retail 0.0062 -0.0002 -0.0000 tilt_INDUSTRY
2025-05-06 2025-05-07 ind_diversified_retail 0.0007 -0.0033 -0.0000 tilt_INDUSTRY
2025-05-06 2025-05-07 ind_leisure_products 0.0104 -0.0096 -0.0001 tilt_INDUSTRY
2025-05-06 2025-05-07 sbeta_market 0.0195 -0.0072 -0.0001 risk_exposure
2025-05-06 2025-05-07 country_NZ -0.0186 -0.0008 0.0000 tilt_COUNTRY
2025-05-06 2025-05-07 ind_machinery -0.0860 0.0002 -0.0000 tilt_INDUSTRY
2025-05-06 2025-05-07 ind_containers_packaging -0.0121 -0.0025 0.0000 tilt_INDUSTRY
2025-05-06 2025-05-07 country_CN -0.0659 0.0020 -0.0001 tilt_COUNTRY
2025-05-06 2025-05-07 ind_electronic_equipment -0.0416 0.0007 -0.0000 tilt_INDUSTRY
2025-05-06 2025-05-07 ind_pharmaceuticals -0.1032 -0.0101 0.0010 tilt_INDUSTRY
2025-05-06 2025-05-07 quality 3.0587 0.0006 0.0019 alpha_QUALITY
2025-05-06 2025-05-07 ind_healthcare_equipment_supplies -0.0955 -0.0035 0.0003 tilt_INDUSTRY
2025-05-06 2025-05-07 ind_textiles_apparel -0.0223 0.0050 -0.0001 tilt_INDUSTRY
2025-05-06 2025-05-07 ind_holding_companies -0.0037 -0.0040 0.0000 tilt_INDUSTRY
2025-05-06 2025-05-07 linkage 0.7641 0.0005 0.0004 alpha_MOMENTUM
2025-05-06 2025-05-07 ind_water_utilities -0.0072 -0.0041 0.0000 tilt_INDUSTRY
2025-05-06 2025-05-07 ind_metals_mining -0.1494 0.0016 -0.0002 tilt_INDUSTRY
2025-05-06 2025-05-07 ind_homebuilding_building_products -0.0299 0.0024 -0.0001 tilt_INDUSTRY
2025-05-06 2025-05-07 specret NaN NaN 0.0047 unexplained
2025-05-06 2025-05-07 country_MY 0.0059 0.0021 0.0000 tilt_COUNTRY
2025-05-06 2025-05-07 ind_commercial_services_supplies 0.0486 -0.0053 -0.0003 tilt_INDUSTRY
2025-05-06 2025-05-07 country_JP -0.0303 -0.0012 0.0000 tilt_COUNTRY
2025-05-06 2025-05-07 stability 4.5855 -0.0004 -0.0019 alpha_QUALITY
2025-05-06 2025-05-07 ind_automobile -0.0150 -0.0028 0.0000 tilt_INDUSTRY
2025-05-06 2025-05-07 ind_fintech -0.0029 0.0067 -0.0000 tilt_INDUSTRY
2025-05-06 2025-05-07 country_ID 0.0352 -0.0075 -0.0003 tilt_COUNTRY
2025-05-06 2025-05-07 size_SMALL -0.0096 0.0018 -0.0000 tilt_SIZE
2025-05-06 2025-05-07 ind_hotels_entertainment -0.0602 0.0051 -0.0003 tilt_INDUSTRY
2025-05-06 2025-05-07 ind_construction_engineering 0.0023 0.0034 0.0000 tilt_INDUSTRY
2025-05-06 2025-05-07 ind_banking_services 0.0445 0.0048 0.0002 tilt_INDUSTRY
2025-05-06 2025-05-07 ind_media_publishing 0.0050 -0.0065 -0.0000 tilt_INDUSTRY
2025-05-06 2025-05-07 ind_semiconductors 0.0286 -0.0036 -0.0001 tilt_INDUSTRY
2025-05-06 2025-05-07 ind_biotechnology 0.0129 -0.0297 -0.0004 tilt_INDUSTRY
2025-05-06 2025-05-07 pdiscrepancy NaN NaN 0.0000 unexplained
2025-05-06 2025-05-07 ind_communications_equipment -0.0188 0.0022 -0.0000 tilt_INDUSTRY
2025-05-07 2025-05-08 country_TW 0.0892 0.0052 0.0005 tilt_COUNTRY
2025-05-07 2025-05-08 ind_communications_equipment -0.0178 0.0096 -0.0002 tilt_INDUSTRY
2025-05-07 2025-05-08 country_MY 0.0059 -0.0005 -0.0000 tilt_COUNTRY
2025-05-07 2025-05-08 ind_paper_forestry -0.0079 -0.0065 0.0001 tilt_INDUSTRY
2025-05-07 2025-05-08 ind_construction_engineering 0.0140 0.0001 0.0000 tilt_INDUSTRY
2025-05-07 2025-05-08 ind_chemicals 0.0157 -0.0036 -0.0001 tilt_INDUSTRY
2025-05-07 2025-05-08 impactCost NaN NaN -0.0002 cost
2025-05-07 2025-05-08 ind_office_equipment 0.0000 0.0022 0.0000 tilt_INDUSTRY
2025-05-07 2025-05-08 stability 4.6262 0.0005 0.0024 alpha_QUALITY
2025-05-07 2025-05-08 ind_software_it_services 0.1393 0.0017 0.0002 tilt_INDUSTRY
2025-05-07 2025-05-08 ind_oil_gas -0.0177 -0.0048 0.0001 tilt_INDUSTRY
2025-05-07 2025-05-08 ind_holding_companies -0.0040 -0.0069 0.0000 tilt_INDUSTRY
2025-05-07 2025-05-08 country_KR -0.0986 0.0020 -0.0002 tilt_COUNTRY
2025-05-07 2025-05-08 ind_pharmaceuticals -0.0938 -0.0027 0.0003 tilt_INDUSTRY
2025-05-07 2025-05-08 size_LARGE 0.1136 -0.0010 -0.0001 tilt_SIZE
2025-05-07 2025-05-08 revision 0.7777 -0.0006 -0.0004 alpha_REVISION
2025-05-07 2025-05-08 momentum 0.0326 0.0010 0.0000 alpha_MOMENTUM
2025-05-07 2025-05-08 country_IN 0.0343 -0.0130 -0.0004 tilt_COUNTRY
2025-05-07 2025-05-08 ind_food_drug_retail 0.0194 0.0036 0.0001 tilt_INDUSTRY
2025-05-07 2025-05-08 ind_insurance 0.0637 0.0001 0.0000 tilt_INDUSTRY
2025-05-07 2025-05-08 ind_metals_mining -0.1475 -0.0070 0.0010 tilt_INDUSTRY
2025-05-07 2025-05-08 country_XH 0.1948 -0.0009 -0.0002 tilt_COUNTRY
2025-05-07 2025-05-08 value_gc 1.4986 0.0004 0.0007 alpha_VALUE
2025-05-07 2025-05-08 ind_telecommunications_serices 0.1059 -0.0024 -0.0003 tilt_INDUSTRY
2025-05-07 2025-05-08 ind_healthcare_providers_services 0.0252 -0.0043 -0.0001 tilt_INDUSTRY
2025-05-07 2025-05-08 ind_media_publishing 0.0031 -0.0004 -0.0000 tilt_INDUSTRY
2025-05-07 2025-05-08 ind_diversified_retail 0.0014 -0.0011 -0.0000 tilt_INDUSTRY
2025-05-07 2025-05-08 ind_banking_services 0.0387 0.0012 0.0000 tilt_INDUSTRY
2025-05-07 2025-05-08 ind_renewable_energy 0.0237 0.0064 0.0002 tilt_INDUSTRY
2025-05-07 2025-05-08 ind_machinery -0.0742 0.0045 -0.0003 tilt_INDUSTRY
2025-05-07 2025-05-08 country_ID 0.0346 -0.0161 -0.0006 tilt_COUNTRY
2025-05-07 2025-05-08 linkage 0.8449 0.0001 0.0001 alpha_MOMENTUM
2025-05-07 2025-05-08 ind_consumer_goods_conglomerates 0.0110 0.0027 0.0000 tilt_INDUSTRY
2025-05-07 2025-05-08 ind_commercial_services_supplies 0.0460 0.0047 0.0002 tilt_INDUSTRY
2025-05-07 2025-05-08 market 0.0215 -0.0014 -0.0000 risk_exposure
2025-05-07 2025-05-08 reversal 0.7413 -0.0009 -0.0006 alpha_REVERSAL
2025-05-07 2025-05-08 size_MID -0.0877 -0.0011 0.0001 tilt_SIZE
2025-05-07 2025-05-08 ind_automobile -0.0183 -0.0007 0.0000 tilt_INDUSTRY
2025-05-07 2025-05-08 ind_food_tobacco 0.1325 -0.0016 -0.0002 tilt_INDUSTRY
2025-05-07 2025-05-08 pdiscrepancy NaN NaN 0.0000 unexplained
2025-05-07 2025-05-08 ind_beverages -0.0865 0.0016 -0.0001 tilt_INDUSTRY
2025-05-07 2025-05-08 sdiscrepancy NaN NaN -0.0000 unexplained
2025-05-07 2025-05-08 linearCost NaN NaN -0.0002 cost
2025-05-07 2025-05-08 size_SMALL -0.0000 0.0019 -0.0000 tilt_SIZE
2025-05-07 2025-05-08 ind_investment_services 0.0208 -0.0018 -0.0000 tilt_INDUSTRY
2025-05-07 2025-05-08 ind_fintech -0.0023 -0.0089 0.0000 tilt_INDUSTRY
2025-05-07 2025-05-08 country_PH 0.0023 -0.0123 -0.0000 tilt_COUNTRY
2025-05-07 2025-05-08 ind_semiconductors 0.0205 0.0032 0.0001 tilt_INDUSTRY
2025-05-07 2025-05-08 ind_passenger_transportation 0.0566 -0.0034 -0.0002 tilt_INDUSTRY
2025-05-07 2025-05-08 ind_transportation_infrastructure -0.0211 0.0002 -0.0000 tilt_INDUSTRY
2025-05-07 2025-05-08 value_liq 0.6654 0.0001 0.0001 alpha_VALUE
2025-05-07 2025-05-08 ind_hotels_entertainment -0.0603 -0.0050 0.0003 tilt_INDUSTRY
2025-05-07 2025-05-08 ind_electric_utilities_ipps -0.0388 -0.0004 0.0000 tilt_INDUSTRY
2025-05-07 2025-05-08 ind_aerospace_defense -0.0100 0.0160 -0.0002 tilt_INDUSTRY
2025-05-07 2025-05-08 country_JP -0.0114 0.0017 -0.0000 tilt_COUNTRY
2025-05-07 2025-05-08 ind_natural_gas_utilities -0.0010 -0.0008 0.0000 tilt_INDUSTRY
2025-05-07 2025-05-08 ind_coal -0.0538 0.0004 -0.0000 tilt_INDUSTRY
2025-05-07 2025-05-08 ind_integrated_hardware_software 0.0106 0.0037 0.0000 tilt_INDUSTRY
2025-05-07 2025-05-08 ind_water_utilities -0.0071 -0.0058 0.0000 tilt_INDUSTRY
2025-05-07 2025-05-08 size_MICRO -0.0044 0.0053 -0.0000 tilt_SIZE
2025-05-07 2025-05-08 ind_multiline_utilities -0.0128 0.0045 -0.0001 tilt_INDUSTRY
2025-05-07 2025-05-08 country_TH -0.0140 -0.0113 0.0002 tilt_COUNTRY
2025-05-07 2025-05-08 ind_textiles_apparel -0.0264 0.0022 -0.0001 tilt_INDUSTRY
2025-05-07 2025-05-08 bcost NaN NaN -0.0003 cost
2025-05-07 2025-05-08 ind_household_goods -0.0042 0.0034 -0.0000 tilt_INDUSTRY
2025-05-07 2025-05-08 specret NaN NaN -0.0005 unexplained
2025-05-07 2025-05-08 ind_specialty_reatil 0.0210 -0.0042 -0.0001 tilt_INDUSTRY
2025-05-07 2025-05-08 country_AU -0.1005 0.0081 -0.0008 tilt_COUNTRY
2025-05-07 2025-05-08 country_CN -0.0775 0.0008 -0.0001 tilt_COUNTRY
2025-05-07 2025-05-08 ind_containers_packaging -0.0124 -0.0000 0.0000 tilt_INDUSTRY
2025-05-07 2025-05-08 country_HK 0.0106 0.0003 0.0000 tilt_COUNTRY
2025-05-07 2025-05-08 ind_homebuilding_building_products -0.0340 -0.0018 0.0001 tilt_INDUSTRY
2025-05-07 2025-05-08 country_SG -0.0301 -0.0038 0.0001 tilt_COUNTRY
2025-05-07 2025-05-08 ind_real_estate_operations 0.0151 -0.0075 -0.0001 tilt_INDUSTRY
2025-05-07 2025-05-08 country_NZ -0.0183 -0.0032 0.0001 tilt_COUNTRY
2025-05-07 2025-05-08 ind_leisure_products 0.0100 -0.0058 -0.0001 tilt_INDUSTRY
2025-05-07 2025-05-08 quality 3.0866 0.0002 0.0007 alpha_QUALITY
2025-05-07 2025-05-08 ind_construction_materials -0.0035 -0.0021 0.0000 tilt_INDUSTRY
2025-05-07 2025-05-08 ind_electronic_equipment -0.0411 0.0047 -0.0002 tilt_INDUSTRY
2025-05-07 2025-05-08 ind_computers_phones_household_electronics 0.1288 0.0038 0.0005 tilt_INDUSTRY
2025-05-07 2025-05-08 ind_healthcare_equipment_supplies -0.0968 -0.0025 0.0002 tilt_INDUSTRY
2025-05-07 2025-05-08 neglect 0.7188 -0.0011 -0.0008 alpha_VALUE
2025-05-07 2025-05-08 sbeta_market 0.0420 0.0037 0.0002 risk_exposure
2025-05-07 2025-05-08 ind_industrial_distribution -0.0005 -0.0061 0.0000 tilt_INDUSTRY
2025-05-07 2025-05-08 ind_uranium -0.0028 0.0195 -0.0001 tilt_INDUSTRY
2025-05-07 2025-05-08 fcost NaN NaN -0.0000 cost
2025-05-07 2025-05-08 fmom 0.4575 -0.0003 -0.0001 alpha_QUALITY
2025-05-07 2025-05-08 ind_freight_logistics 0.0303 -0.0077 -0.0002 tilt_INDUSTRY
2025-05-07 2025-05-08 ind_biotechnology 0.0146 0.0020 0.0000 tilt_INDUSTRY
2025-05-07 2025-05-08 ind_oil_gas_equipment_services -0.0147 -0.0078 0.0001 tilt_INDUSTRY
2025-05-07 2025-05-08 ind_household_products_services -0.0316 0.0024 -0.0001 tilt_INDUSTRY
2025-05-08 2025-05-09 ind_integrated_hardware_software 0.0087 -0.0064 -0.0001 tilt_INDUSTRY
2025-05-08 2025-05-09 value_gc 1.4880 0.0010 0.0014 alpha_VALUE
2025-05-08 2025-05-09 ind_household_products_services -0.0303 0.0120 -0.0004 tilt_INDUSTRY
2025-05-08 2025-05-09 country_CN -0.0806 -0.0043 0.0003 tilt_COUNTRY
2025-05-08 2025-05-09 ind_pharmaceuticals -0.0876 0.0013 -0.0001 tilt_INDUSTRY
2025-05-08 2025-05-09 quality 3.1051 0.0012 0.0037 alpha_QUALITY
2025-05-08 2025-05-09 ind_aerospace_defense -0.0078 -0.0027 0.0000 tilt_INDUSTRY
2025-05-08 2025-05-09 ind_food_drug_retail 0.0265 -0.0050 -0.0001 tilt_INDUSTRY
2025-05-08 2025-05-09 country_XH 0.1946 0.0045 0.0009 tilt_COUNTRY
2025-05-08 2025-05-09 country_TW 0.0997 0.0094 0.0009 tilt_COUNTRY
2025-05-08 2025-05-09 ind_multiline_utilities -0.0129 0.0006 -0.0000 tilt_INDUSTRY
2025-05-08 2025-05-09 ind_household_goods -0.0045 0.0111 -0.0001 tilt_INDUSTRY
2025-05-08 2025-05-09 ind_oil_gas_equipment_services -0.0145 0.0084 -0.0001 tilt_INDUSTRY
2025-05-08 2025-05-09 size_MID -0.0905 -0.0008 0.0001 tilt_SIZE
2025-05-08 2025-05-09 ind_paper_forestry -0.0073 0.0020 -0.0000 tilt_INDUSTRY
2025-05-08 2025-05-09 ind_construction_engineering 0.0199 -0.0030 -0.0001 tilt_INDUSTRY
2025-05-08 2025-05-09 ind_healthcare_equipment_supplies -0.0971 0.0019 -0.0002 tilt_INDUSTRY
2025-05-08 2025-05-09 ind_industrial_distribution -0.0005 0.0022 -0.0000 tilt_INDUSTRY
2025-05-08 2025-05-09 ind_beverages -0.0859 0.0030 -0.0003 tilt_INDUSTRY
2025-05-08 2025-05-09 ind_textiles_apparel -0.0289 0.0061 -0.0002 tilt_INDUSTRY
2025-05-08 2025-05-09 pdiscrepancy NaN NaN -0.0000 unexplained
2025-05-08 2025-05-09 specret NaN NaN -0.0007 unexplained
2025-05-08 2025-05-09 ind_biotechnology 0.0149 0.0010 0.0000 tilt_INDUSTRY
2025-05-08 2025-05-09 ind_water_utilities -0.0072 0.0063 -0.0000 tilt_INDUSTRY
2025-05-08 2025-05-09 size_SMALL 0.0049 -0.0009 -0.0000 tilt_SIZE
2025-05-08 2025-05-09 fmom 0.4316 0.0007 0.0003 alpha_QUALITY
2025-05-08 2025-05-09 momentum -0.0265 -0.0006 0.0000 alpha_MOMENTUM
2025-05-08 2025-05-09 ind_freight_logistics 0.0287 0.0016 0.0000 tilt_INDUSTRY
2025-05-08 2025-05-09 ind_renewable_energy 0.0232 -0.0043 -0.0001 tilt_INDUSTRY
2025-05-08 2025-05-09 ind_fintech -0.0016 -0.0053 0.0000 tilt_INDUSTRY
2025-05-08 2025-05-09 country_IN 0.0381 -0.0109 -0.0004 tilt_COUNTRY
2025-05-08 2025-05-09 ind_natural_gas_utilities -0.0010 -0.0030 0.0000 tilt_INDUSTRY
2025-05-08 2025-05-09 ind_food_tobacco 0.1340 -0.0002 -0.0000 tilt_INDUSTRY
2025-05-08 2025-05-09 linkage 0.8127 0.0002 0.0002 alpha_MOMENTUM
2025-05-08 2025-05-09 ind_diversified_retail 0.0014 -0.0014 -0.0000 tilt_INDUSTRY
2025-05-08 2025-05-09 sbeta_market 0.0450 -0.0120 -0.0005 risk_exposure
2025-05-08 2025-05-09 ind_machinery -0.0593 0.0000 -0.0000 tilt_INDUSTRY
2025-05-08 2025-05-09 fcost NaN NaN -0.0000 cost
2025-05-08 2025-05-09 neglect 0.7043 -0.0006 -0.0005 alpha_VALUE
2025-05-08 2025-05-09 ind_hotels_entertainment -0.0600 -0.0061 0.0004 tilt_INDUSTRY
2025-05-08 2025-05-09 size_LARGE 0.1266 0.0023 0.0003 tilt_SIZE
2025-05-08 2025-05-09 country_PH 0.0023 0.0119 0.0000 tilt_COUNTRY
2025-05-08 2025-05-09 size_MICRO -0.0061 0.0009 -0.0000 tilt_SIZE
2025-05-08 2025-05-09 country_HK 0.0106 0.0095 0.0001 tilt_COUNTRY
2025-05-08 2025-05-09 ind_containers_packaging -0.0128 -0.0003 0.0000 tilt_INDUSTRY
2025-05-08 2025-05-09 country_TH -0.0188 -0.0018 0.0000 tilt_COUNTRY
2025-05-08 2025-05-09 ind_communications_equipment -0.0169 -0.0003 0.0000 tilt_INDUSTRY
2025-05-08 2025-05-09 ind_oil_gas -0.0211 0.0039 -0.0001 tilt_INDUSTRY
2025-05-08 2025-05-09 country_NZ -0.0183 0.0065 -0.0001 tilt_COUNTRY
2025-05-08 2025-05-09 bcost NaN NaN -0.0003 cost
2025-05-08 2025-05-09 ind_software_it_services 0.1339 -0.0016 -0.0002 tilt_INDUSTRY
2025-05-08 2025-05-09 ind_metals_mining -0.1460 0.0007 -0.0001 tilt_INDUSTRY
2025-05-08 2025-05-09 linearCost NaN NaN -0.0002 cost
2025-05-08 2025-05-09 ind_consumer_goods_conglomerates 0.0090 -0.0022 -0.0000 tilt_INDUSTRY
2025-05-08 2025-05-09 ind_leisure_products 0.0105 -0.0111 -0.0001 tilt_INDUSTRY
2025-05-08 2025-05-09 ind_telecommunications_serices 0.1153 -0.0041 -0.0005 tilt_INDUSTRY
2025-05-08 2025-05-09 country_SG -0.0232 0.0038 -0.0001 tilt_COUNTRY
2025-05-08 2025-05-09 ind_construction_materials -0.0035 -0.0022 0.0000 tilt_INDUSTRY
2025-05-08 2025-05-09 stability 4.6432 -0.0000 -0.0001 alpha_QUALITY
2025-05-08 2025-05-09 ind_semiconductors 0.0181 -0.0029 -0.0001 tilt_INDUSTRY
2025-05-08 2025-05-09 ind_investment_services 0.0184 0.0010 0.0000 tilt_INDUSTRY
2025-05-08 2025-05-09 ind_holding_companies -0.0044 -0.0156 0.0001 tilt_INDUSTRY
2025-05-08 2025-05-09 country_JP -0.0117 0.0118 -0.0001 tilt_COUNTRY
2025-05-08 2025-05-09 sdiscrepancy NaN NaN 0.0005 unexplained
2025-05-08 2025-05-09 ind_electric_utilities_ipps -0.0439 0.0008 -0.0000 tilt_INDUSTRY
2025-05-08 2025-05-09 ind_computers_phones_household_electronics 0.1279 0.0030 0.0004 tilt_INDUSTRY
2025-05-08 2025-05-09 ind_electronic_equipment -0.0393 -0.0030 0.0001 tilt_INDUSTRY
2025-05-08 2025-05-09 country_ID 0.0339 -0.0069 -0.0002 tilt_COUNTRY
2025-05-08 2025-05-09 ind_office_equipment 0.0000 0.0036 0.0000 tilt_INDUSTRY
2025-05-08 2025-05-09 market 0.0348 0.0104 0.0004 risk_exposure
2025-05-08 2025-05-09 ind_real_estate_operations 0.0106 -0.0066 -0.0001 tilt_INDUSTRY
2025-05-08 2025-05-09 ind_automobile -0.0207 0.0014 -0.0000 tilt_INDUSTRY
2025-05-08 2025-05-09 ind_uranium -0.0027 -0.0104 0.0000 tilt_INDUSTRY
2025-05-08 2025-05-09 ind_commercial_services_supplies 0.0417 -0.0018 -0.0001 tilt_INDUSTRY
2025-05-08 2025-05-09 ind_media_publishing 0.0021 -0.0065 -0.0000 tilt_INDUSTRY
2025-05-08 2025-05-09 country_MY 0.0058 -0.0018 -0.0000 tilt_COUNTRY
2025-05-08 2025-05-09 impactCost NaN NaN -0.0002 cost
2025-05-08 2025-05-09 value_liq 0.6620 0.0009 0.0006 alpha_VALUE
2025-05-08 2025-05-09 reversal 0.6925 0.0011 0.0008 alpha_REVERSAL
2025-05-08 2025-05-09 ind_coal -0.0516 0.0028 -0.0001 tilt_INDUSTRY
2025-05-08 2025-05-09 ind_insurance 0.0640 0.0015 0.0001 tilt_INDUSTRY
2025-05-08 2025-05-09 ind_passenger_transportation 0.0587 -0.0103 -0.0006 tilt_INDUSTRY
2025-05-08 2025-05-09 ind_healthcare_providers_services 0.0288 -0.0025 -0.0001 tilt_INDUSTRY
2025-05-08 2025-05-09 country_KR -0.0986 -0.0071 0.0007 tilt_COUNTRY
2025-05-08 2025-05-09 ind_specialty_reatil 0.0202 0.0021 0.0000 tilt_INDUSTRY
2025-05-08 2025-05-09 ind_transportation_infrastructure -0.0183 -0.0026 0.0000 tilt_INDUSTRY
2025-05-08 2025-05-09 country_AU -0.0990 0.0007 -0.0001 tilt_COUNTRY
2025-05-08 2025-05-09 ind_banking_services 0.0367 0.0047 0.0002 tilt_INDUSTRY
2025-05-08 2025-05-09 revision 0.7679 0.0009 0.0007 alpha_REVISION
2025-05-08 2025-05-09 ind_homebuilding_building_products -0.0344 0.0001 -0.0000 tilt_INDUSTRY
2025-05-08 2025-05-09 ind_chemicals 0.0082 0.0008 0.0000 tilt_INDUSTRY
2025-05-09 2025-05-12 ind_metals_mining -0.1458 -0.0000 0.0000 tilt_INDUSTRY
2025-05-09 2025-05-12 ind_healthcare_providers_services 0.0339 -0.0056 -0.0002 tilt_INDUSTRY
2025-05-09 2025-05-12 ind_water_utilities -0.0072 -0.0014 0.0000 tilt_INDUSTRY
2025-05-09 2025-05-12 neglect 0.7093 -0.0005 -0.0004 alpha_VALUE
2025-05-09 2025-05-12 ind_telecommunications_serices 0.1194 -0.0000 -0.0000 tilt_INDUSTRY
2025-05-09 2025-05-12 ind_uranium -0.0027 -0.0033 0.0000 tilt_INDUSTRY
2025-05-09 2025-05-12 ind_fintech -0.0013 0.0059 -0.0000 tilt_INDUSTRY
2025-05-09 2025-05-12 size_LARGE 0.1261 0.0010 0.0001 tilt_SIZE
2025-05-09 2025-05-12 ind_beverages -0.0856 -0.0075 0.0006 tilt_INDUSTRY
2025-05-09 2025-05-12 country_TH -0.0194 -0.0013 0.0000 tilt_COUNTRY
2025-05-09 2025-05-12 ind_software_it_services 0.1289 -0.0019 -0.0003 tilt_INDUSTRY
2025-05-09 2025-05-12 specret NaN NaN -0.0034 unexplained
2025-05-09 2025-05-12 ind_transportation_infrastructure -0.0157 0.0048 -0.0001 tilt_INDUSTRY
2025-05-09 2025-05-12 country_AU -0.0993 -0.0018 0.0002 tilt_COUNTRY
2025-05-09 2025-05-12 ind_homebuilding_building_products -0.0346 0.0009 -0.0000 tilt_INDUSTRY
2025-05-09 2025-05-12 ind_commercial_services_supplies 0.0353 -0.0020 -0.0001 tilt_INDUSTRY
2025-05-09 2025-05-12 ind_office_equipment 0.0000 -0.0012 0.0000 tilt_INDUSTRY
2025-05-09 2025-05-12 impactCost NaN NaN -0.0002 cost
2025-05-09 2025-05-12 ind_industrial_distribution -0.0002 0.0023 -0.0000 tilt_INDUSTRY
2025-05-09 2025-05-12 country_NZ -0.0188 0.0085 -0.0002 tilt_COUNTRY
2025-05-09 2025-05-12 ind_leisure_products 0.0105 -0.0107 -0.0001 tilt_INDUSTRY
2025-05-09 2025-05-12 linearCost NaN NaN -0.0002 cost
2025-05-09 2025-05-12 country_ID 0.0337 0.0000 0.0000 tilt_COUNTRY
2025-05-09 2025-05-12 ind_investment_services 0.0160 0.0065 0.0001 tilt_INDUSTRY
2025-05-09 2025-05-12 pdiscrepancy NaN NaN 0.0000 unexplained
2025-05-09 2025-05-12 country_JP -0.0072 -0.0024 0.0000 tilt_COUNTRY
2025-05-09 2025-05-12 ind_consumer_goods_conglomerates 0.0096 -0.0084 -0.0001 tilt_INDUSTRY
2025-05-09 2025-05-12 ind_biotechnology 0.0162 -0.0380 -0.0006 tilt_INDUSTRY
2025-05-09 2025-05-12 ind_coal -0.0514 0.0007 -0.0000 tilt_INDUSTRY
2025-05-09 2025-05-12 ind_real_estate_operations 0.0061 -0.0027 -0.0000 tilt_INDUSTRY
2025-05-09 2025-05-12 ind_food_tobacco 0.1381 -0.0074 -0.0010 tilt_INDUSTRY
2025-05-09 2025-05-12 ind_renewable_energy 0.0233 0.0109 0.0003 tilt_INDUSTRY
2025-05-09 2025-05-12 size_SMALL 0.0022 -0.0012 -0.0000 tilt_SIZE
2025-05-09 2025-05-12 linkage 0.7822 -0.0004 -0.0003 alpha_MOMENTUM
2025-05-09 2025-05-12 fcost NaN NaN -0.0001 cost
2025-05-09 2025-05-12 ind_integrated_hardware_software 0.0082 -0.0012 -0.0000 tilt_INDUSTRY
2025-05-09 2025-05-12 value_liq 0.6752 0.0012 0.0008 alpha_VALUE
2025-05-09 2025-05-12 ind_textiles_apparel -0.0300 -0.0006 0.0000 tilt_INDUSTRY
2025-05-09 2025-05-12 country_CN -0.0940 -0.0072 0.0007 tilt_COUNTRY
2025-05-09 2025-05-12 country_TW 0.1006 0.0005 0.0000 tilt_COUNTRY
2025-05-09 2025-05-12 country_HK 0.0065 0.0038 0.0000 tilt_COUNTRY
2025-05-09 2025-05-12 ind_containers_packaging -0.0133 0.0030 -0.0000 tilt_INDUSTRY
2025-05-09 2025-05-12 ind_paper_forestry -0.0071 -0.0053 0.0000 tilt_INDUSTRY
2025-05-09 2025-05-12 ind_automobile -0.0246 0.0034 -0.0001 tilt_INDUSTRY
2025-05-09 2025-05-12 quality 3.1121 -0.0001 -0.0003 alpha_QUALITY
2025-05-09 2025-05-12 value_gc 1.5092 0.0013 0.0020 alpha_VALUE
2025-05-09 2025-05-12 ind_semiconductors 0.0196 0.0026 0.0001 tilt_INDUSTRY
2025-05-09 2025-05-12 ind_healthcare_equipment_supplies -0.0987 -0.0038 0.0004 tilt_INDUSTRY
2025-05-09 2025-05-12 reversal 0.6996 0.0005 0.0003 alpha_REVERSAL
2025-05-09 2025-05-12 ind_oil_gas -0.0193 0.0039 -0.0001 tilt_INDUSTRY
2025-05-09 2025-05-12 sbeta_market 0.0329 0.0202 0.0007 risk_exposure
2025-05-09 2025-05-12 ind_specialty_reatil 0.0186 -0.0061 -0.0001 tilt_INDUSTRY
2025-05-09 2025-05-12 ind_electronic_equipment -0.0388 0.0070 -0.0003 tilt_INDUSTRY
2025-05-09 2025-05-12 ind_pharmaceuticals -0.0785 -0.0192 0.0015 tilt_INDUSTRY
2025-05-09 2025-05-12 ind_computers_phones_household_electronics 0.1269 0.0001 0.0000 tilt_INDUSTRY
2025-05-09 2025-05-12 country_IN 0.0408 0.0399 0.0016 tilt_COUNTRY
2025-05-09 2025-05-12 ind_freight_logistics 0.0261 0.0087 0.0002 tilt_INDUSTRY
2025-05-09 2025-05-12 revision 0.7536 -0.0021 -0.0016 alpha_REVISION
2025-05-09 2025-05-12 ind_media_publishing 0.0022 -0.0088 -0.0000 tilt_INDUSTRY
2025-05-09 2025-05-12 bcost NaN NaN -0.0010 cost
2025-05-09 2025-05-12 ind_construction_engineering 0.0234 0.0043 0.0001 tilt_INDUSTRY
2025-05-09 2025-05-12 ind_hotels_entertainment -0.0612 0.0011 -0.0001 tilt_INDUSTRY
2025-05-09 2025-05-12 ind_natural_gas_utilities -0.0009 -0.0022 0.0000 tilt_INDUSTRY
2025-05-09 2025-05-12 ind_machinery -0.0498 0.0041 -0.0002 tilt_INDUSTRY
2025-05-09 2025-05-12 ind_banking_services 0.0195 0.0016 0.0000 tilt_INDUSTRY
2025-05-09 2025-05-12 momentum -0.0470 -0.0009 0.0000 alpha_MOMENTUM
2025-05-09 2025-05-12 ind_chemicals 0.0012 -0.0004 -0.0000 tilt_INDUSTRY
2025-05-09 2025-05-12 ind_passenger_transportation 0.0605 0.0050 0.0003 tilt_INDUSTRY
2025-05-09 2025-05-12 country_KR -0.0990 0.0069 -0.0007 tilt_COUNTRY
2025-05-09 2025-05-12 country_PH 0.0023 -0.0021 -0.0000 tilt_COUNTRY
2025-05-09 2025-05-12 size_MICRO -0.0072 -0.0005 0.0000 tilt_SIZE
2025-05-09 2025-05-12 market 0.0261 -0.0070 -0.0002 risk_exposure
2025-05-09 2025-05-12 size_MID -0.0950 0.0004 -0.0000 tilt_SIZE
2025-05-09 2025-05-12 ind_household_products_services -0.0281 -0.0184 0.0005 tilt_INDUSTRY
2025-05-09 2025-05-12 country_SG -0.0198 -0.0069 0.0001 tilt_COUNTRY
2025-05-09 2025-05-12 ind_holding_companies -0.0046 -0.0033 0.0000 tilt_INDUSTRY
2025-05-09 2025-05-12 ind_aerospace_defense -0.0058 0.0171 -0.0001 tilt_INDUSTRY
2025-05-09 2025-05-12 sdiscrepancy NaN NaN 0.0004 unexplained
2025-05-09 2025-05-12 ind_electric_utilities_ipps -0.0464 0.0021 -0.0001 tilt_INDUSTRY
2025-05-09 2025-05-12 ind_insurance 0.0628 0.0010 0.0001 tilt_INDUSTRY
2025-05-09 2025-05-12 fmom 0.4057 -0.0005 -0.0002 alpha_QUALITY
2025-05-09 2025-05-12 country_XH 0.1939 0.0047 0.0009 tilt_COUNTRY
2025-05-09 2025-05-12 country_MY 0.0058 -0.0024 -0.0000 tilt_COUNTRY
2025-05-09 2025-05-12 stability 4.6630 0.0005 0.0023 alpha_QUALITY
2025-05-09 2025-05-12 ind_diversified_retail 0.0015 0.0066 0.0000 tilt_INDUSTRY
2025-05-09 2025-05-12 ind_construction_materials -0.0035 -0.0059 0.0000 tilt_INDUSTRY
2025-05-09 2025-05-12 ind_communications_equipment -0.0173 0.0017 -0.0000 tilt_INDUSTRY
2025-05-09 2025-05-12 ind_household_goods -0.0049 0.0103 -0.0001 tilt_INDUSTRY
2025-05-09 2025-05-12 ind_oil_gas_equipment_services -0.0148 0.0061 -0.0001 tilt_INDUSTRY
2025-05-09 2025-05-12 ind_food_drug_retail 0.0287 0.0015 0.0000 tilt_INDUSTRY
2025-05-09 2025-05-12 ind_multiline_utilities -0.0129 -0.0025 0.0000 tilt_INDUSTRY
2025-05-12 2025-05-13 ind_coal -0.0515 0.0065 -0.0003 tilt_INDUSTRY
2025-05-12 2025-05-13 country_CN -0.0959 -0.0015 0.0001 tilt_COUNTRY
2025-05-12 2025-05-13 country_KR -0.0993 -0.0006 0.0001 tilt_COUNTRY
2025-05-12 2025-05-13 value_liq 0.6846 0.0008 0.0005 alpha_VALUE
2025-05-12 2025-05-13 ind_aerospace_defense -0.0044 -0.0232 0.0001 tilt_INDUSTRY
2025-05-12 2025-05-13 ind_healthcare_equipment_supplies -0.0987 0.0057 -0.0006 tilt_INDUSTRY
2025-05-12 2025-05-13 ind_media_publishing 0.0027 -0.0024 -0.0000 tilt_INDUSTRY
2025-05-12 2025-05-13 ind_paper_forestry -0.0070 -0.0012 0.0000 tilt_INDUSTRY
2025-05-12 2025-05-13 ind_real_estate_operations 0.0012 -0.0017 -0.0000 tilt_INDUSTRY
2025-05-12 2025-05-13 ind_computers_phones_household_electronics 0.1259 -0.0027 -0.0003 tilt_INDUSTRY
2025-05-12 2025-05-13 ind_multiline_utilities -0.0127 -0.0060 0.0001 tilt_INDUSTRY
2025-05-12 2025-05-13 ind_chemicals -0.0057 -0.0001 0.0000 tilt_INDUSTRY
2025-05-12 2025-05-13 country_SG -0.0172 0.0038 -0.0001 tilt_COUNTRY
2025-05-12 2025-05-13 ind_transportation_infrastructure -0.0143 0.0017 -0.0000 tilt_INDUSTRY
2025-05-12 2025-05-13 ind_integrated_hardware_software 0.0082 -0.0060 -0.0000 tilt_INDUSTRY
2025-05-12 2025-05-13 ind_automobile -0.0271 -0.0014 0.0000 tilt_INDUSTRY
2025-05-12 2025-05-13 sdiscrepancy NaN NaN -0.0007 unexplained
2025-05-12 2025-05-13 pdiscrepancy NaN NaN -0.0000 unexplained
2025-05-12 2025-05-13 stability 4.6882 -0.0009 -0.0044 alpha_QUALITY
2025-05-12 2025-05-13 linearCost NaN NaN -0.0002 cost
2025-05-12 2025-05-13 country_ID 0.0337 -0.0041 -0.0001 tilt_COUNTRY
2025-05-12 2025-05-13 ind_electric_utilities_ipps -0.0477 -0.0032 0.0002 tilt_INDUSTRY
2025-05-12 2025-05-13 market 0.0176 0.0040 0.0001 risk_exposure
2025-05-12 2025-05-13 ind_leisure_products 0.0103 0.0135 0.0001 tilt_INDUSTRY
2025-05-12 2025-05-13 ind_passenger_transportation 0.0608 -0.0019 -0.0001 tilt_INDUSTRY
2025-05-12 2025-05-13 ind_communications_equipment -0.0188 -0.0083 0.0002 tilt_INDUSTRY
2025-05-12 2025-05-13 ind_consumer_goods_conglomerates 0.0104 0.0025 0.0000 tilt_INDUSTRY
2025-05-12 2025-05-13 country_NZ -0.0185 0.0024 -0.0000 tilt_COUNTRY
2025-05-12 2025-05-13 ind_oil_gas -0.0191 -0.0004 0.0000 tilt_INDUSTRY
2025-05-12 2025-05-13 ind_investment_services 0.0141 -0.0023 -0.0000 tilt_INDUSTRY
2025-05-12 2025-05-13 impactCost NaN NaN -0.0002 cost
2025-05-12 2025-05-13 fcost NaN NaN -0.0000 cost
2025-05-12 2025-05-13 ind_commercial_services_supplies 0.0342 0.0024 0.0001 tilt_INDUSTRY
2025-05-12 2025-05-13 ind_electronic_equipment -0.0409 -0.0006 0.0000 tilt_INDUSTRY
2025-05-12 2025-05-13 bcost NaN NaN -0.0003 cost
2025-05-12 2025-05-13 ind_banking_services 0.0063 0.0056 0.0000 tilt_INDUSTRY
2025-05-12 2025-05-13 ind_industrial_distribution 0.0011 0.0041 0.0000 tilt_INDUSTRY
2025-05-12 2025-05-13 ind_homebuilding_building_products -0.0343 -0.0005 0.0000 tilt_INDUSTRY
2025-05-12 2025-05-13 reversal 0.8852 0.0020 0.0018 alpha_REVERSAL
2025-05-12 2025-05-13 ind_software_it_services 0.1230 -0.0072 -0.0009 tilt_INDUSTRY
2025-05-12 2025-05-13 ind_office_equipment 0.0000 0.0044 0.0000 tilt_INDUSTRY
2025-05-12 2025-05-13 country_TW 0.0960 0.0037 0.0004 tilt_COUNTRY
2025-05-12 2025-05-13 country_AU -0.1025 0.0072 -0.0007 tilt_COUNTRY
2025-05-12 2025-05-13 ind_construction_materials -0.0035 -0.0009 0.0000 tilt_INDUSTRY
2025-05-12 2025-05-13 revision 0.7542 -0.0017 -0.0013 alpha_REVISION
2025-05-12 2025-05-13 size_LARGE 0.1253 0.0008 0.0001 tilt_SIZE
2025-05-12 2025-05-13 ind_construction_engineering 0.0253 -0.0004 -0.0000 tilt_INDUSTRY
2025-05-12 2025-05-13 ind_pharmaceuticals -0.0724 0.0091 -0.0007 tilt_INDUSTRY
2025-05-12 2025-05-13 ind_freight_logistics 0.0236 0.0174 0.0004 tilt_INDUSTRY
2025-05-12 2025-05-13 ind_uranium -0.0027 -0.0203 0.0001 tilt_INDUSTRY
2025-05-12 2025-05-13 specret NaN NaN -0.0060 unexplained
2025-05-12 2025-05-13 ind_fintech -0.0007 -0.0087 0.0000 tilt_INDUSTRY
2025-05-12 2025-05-13 sbeta_market 0.0236 -0.0033 -0.0001 risk_exposure
2025-05-12 2025-05-13 size_MID -0.1001 -0.0009 0.0001 tilt_SIZE
2025-05-12 2025-05-13 fmom 0.4047 0.0012 0.0005 alpha_QUALITY
2025-05-12 2025-05-13 ind_healthcare_providers_services 0.0377 0.0033 0.0001 tilt_INDUSTRY
2025-05-12 2025-05-13 ind_household_goods -0.0047 0.0004 -0.0000 tilt_INDUSTRY
2025-05-12 2025-05-13 ind_beverages -0.0854 -0.0056 0.0005 tilt_INDUSTRY
2025-05-12 2025-05-13 ind_specialty_reatil 0.0182 0.0010 0.0000 tilt_INDUSTRY
2025-05-12 2025-05-13 ind_biotechnology 0.0165 0.0151 0.0002 tilt_INDUSTRY
2025-05-12 2025-05-13 country_JP 0.0052 0.0043 0.0000 tilt_COUNTRY
2025-05-12 2025-05-13 ind_telecommunications_serices 0.1181 -0.0135 -0.0016 tilt_INDUSTRY
2025-05-12 2025-05-13 ind_semiconductors 0.0198 0.0004 0.0000 tilt_INDUSTRY
2025-05-12 2025-05-13 ind_metals_mining -0.1446 0.0004 -0.0001 tilt_INDUSTRY
2025-05-12 2025-05-13 ind_insurance 0.0583 -0.0035 -0.0002 tilt_INDUSTRY
2025-05-12 2025-05-13 ind_holding_companies -0.0048 -0.0069 0.0000 tilt_INDUSTRY
2025-05-12 2025-05-13 ind_water_utilities -0.0072 0.0029 -0.0000 tilt_INDUSTRY
2025-05-12 2025-05-13 country_MY 0.0059 0.0217 0.0001 tilt_COUNTRY
2025-05-12 2025-05-13 size_MICRO -0.0061 0.0024 -0.0000 tilt_SIZE
2025-05-12 2025-05-13 country_TH -0.0182 0.0053 -0.0001 tilt_COUNTRY
2025-05-12 2025-05-13 country_IN 0.0346 -0.0020 -0.0001 tilt_COUNTRY
2025-05-12 2025-05-13 ind_food_drug_retail 0.0302 -0.0161 -0.0005 tilt_INDUSTRY
2025-05-12 2025-05-13 country_HK -0.0007 -0.0050 0.0000 tilt_COUNTRY
2025-05-12 2025-05-13 ind_containers_packaging -0.0115 0.0032 -0.0000 tilt_INDUSTRY
2025-05-12 2025-05-13 ind_hotels_entertainment -0.0615 0.0003 -0.0000 tilt_INDUSTRY
2025-05-12 2025-05-13 neglect 0.7267 -0.0015 -0.0011 alpha_VALUE
2025-05-12 2025-05-13 ind_household_products_services -0.0260 -0.0003 0.0000 tilt_INDUSTRY
2025-05-12 2025-05-13 ind_textiles_apparel -0.0300 0.0021 -0.0001 tilt_INDUSTRY
2025-05-12 2025-05-13 ind_machinery -0.0367 0.0021 -0.0001 tilt_INDUSTRY
2025-05-12 2025-05-13 quality 3.1276 0.0015 0.0048 alpha_QUALITY
2025-05-12 2025-05-13 value_gc 1.5398 0.0012 0.0019 alpha_VALUE
2025-05-12 2025-05-13 linkage 0.8052 0.0001 0.0001 alpha_MOMENTUM
2025-05-12 2025-05-13 ind_oil_gas_equipment_services -0.0152 0.0083 -0.0001 tilt_INDUSTRY
2025-05-12 2025-05-13 ind_diversified_retail 0.0015 -0.0055 -0.0000 tilt_INDUSTRY
2025-05-12 2025-05-13 ind_renewable_energy 0.0234 0.0163 0.0004 tilt_INDUSTRY
2025-05-12 2025-05-13 country_PH 0.0024 0.0215 0.0001 tilt_COUNTRY
2025-05-12 2025-05-13 momentum -0.0606 -0.0008 0.0000 alpha_MOMENTUM
2025-05-12 2025-05-13 ind_food_tobacco 0.1434 -0.0042 -0.0006 tilt_INDUSTRY
2025-05-12 2025-05-13 country_XH 0.1922 -0.0096 -0.0018 tilt_COUNTRY
2025-05-12 2025-05-13 size_SMALL -0.0015 0.0003 -0.0000 tilt_SIZE
2025-05-12 2025-05-13 ind_natural_gas_utilities -0.0010 -0.0064 0.0000 tilt_INDUSTRY
2025-05-13 2025-05-14 size_MICRO -0.0064 0.0011 -0.0000 tilt_SIZE
2025-05-13 2025-05-14 ind_electric_utilities_ipps -0.0492 -0.0005 0.0000 tilt_INDUSTRY
2025-05-13 2025-05-14 size_SMALL -0.0010 -0.0027 0.0000 tilt_SIZE
2025-05-13 2025-05-14 ind_biotechnology 0.0162 -0.0043 -0.0001 tilt_INDUSTRY
2025-05-13 2025-05-14 ind_semiconductors 0.0219 0.0011 0.0000 tilt_INDUSTRY
2025-05-13 2025-05-14 linearCost NaN NaN -0.0002 cost
2025-05-13 2025-05-14 ind_industrial_distribution 0.0043 -0.0033 -0.0000 tilt_INDUSTRY
2025-05-13 2025-05-14 ind_investment_services 0.0140 0.0173 0.0002 tilt_INDUSTRY
2025-05-13 2025-05-14 ind_multiline_utilities -0.0125 0.0037 -0.0000 tilt_INDUSTRY
2025-05-13 2025-05-14 ind_household_goods -0.0044 -0.0063 0.0000 tilt_INDUSTRY
2025-05-13 2025-05-14 ind_passenger_transportation 0.0615 -0.0034 -0.0002 tilt_INDUSTRY
2025-05-13 2025-05-14 country_PH 0.0024 -0.0004 -0.0000 tilt_COUNTRY
2025-05-13 2025-05-14 ind_coal -0.0519 0.0122 -0.0006 tilt_INDUSTRY
2025-05-13 2025-05-14 ind_hotels_entertainment -0.0614 0.0008 -0.0000 tilt_INDUSTRY
2025-05-13 2025-05-14 ind_consumer_goods_conglomerates 0.0106 -0.0061 -0.0001 tilt_INDUSTRY
2025-05-13 2025-05-14 ind_fintech 0.0002 0.0190 0.0000 tilt_INDUSTRY
2025-05-13 2025-05-14 ind_commercial_services_supplies 0.0382 0.0039 0.0001 tilt_INDUSTRY
2025-05-13 2025-05-14 bcost NaN NaN -0.0003 cost
2025-05-13 2025-05-14 country_JP 0.0122 -0.0083 -0.0001 tilt_COUNTRY
2025-05-13 2025-05-14 ind_uranium -0.0026 0.0094 -0.0000 tilt_INDUSTRY
2025-05-13 2025-05-14 ind_oil_gas_equipment_services -0.0151 0.0155 -0.0002 tilt_INDUSTRY
2025-05-13 2025-05-14 ind_automobile -0.0277 -0.0058 0.0002 tilt_INDUSTRY
2025-05-13 2025-05-14 ind_household_products_services -0.0252 -0.0103 0.0003 tilt_INDUSTRY
2025-05-13 2025-05-14 ind_natural_gas_utilities -0.0010 -0.0017 0.0000 tilt_INDUSTRY
2025-05-13 2025-05-14 revision 0.7178 0.0011 0.0008 alpha_REVISION
2025-05-13 2025-05-14 country_AU -0.1044 -0.0023 0.0002 tilt_COUNTRY
2025-05-13 2025-05-14 ind_pharmaceuticals -0.0715 -0.0019 0.0001 tilt_INDUSTRY
2025-05-13 2025-05-14 sbeta_market 0.0363 0.0063 0.0002 risk_exposure
2025-05-13 2025-05-14 country_MY 0.0058 0.0014 0.0000 tilt_COUNTRY
2025-05-13 2025-05-14 momentum -0.0586 -0.0001 0.0000 alpha_MOMENTUM
2025-05-13 2025-05-14 size_MID -0.0945 -0.0007 0.0001 tilt_SIZE
2025-05-13 2025-05-14 ind_holding_companies -0.0051 -0.0037 0.0000 tilt_INDUSTRY
2025-05-13 2025-05-14 ind_water_utilities -0.0072 0.0001 -0.0000 tilt_INDUSTRY
2025-05-13 2025-05-14 ind_metals_mining -0.1372 0.0026 -0.0004 tilt_INDUSTRY
2025-05-13 2025-05-14 ind_telecommunications_serices 0.1189 0.0006 0.0001 tilt_INDUSTRY
2025-05-13 2025-05-14 country_SG -0.0099 -0.0051 0.0001 tilt_COUNTRY
2025-05-13 2025-05-14 country_TH -0.0153 -0.0066 0.0001 tilt_COUNTRY
2025-05-13 2025-05-14 ind_specialty_reatil 0.0185 -0.0041 -0.0001 tilt_INDUSTRY
2025-05-13 2025-05-14 ind_insurance 0.0602 0.0143 0.0009 tilt_INDUSTRY
2025-05-13 2025-05-14 fmom 0.4026 0.0003 0.0001 alpha_QUALITY
2025-05-13 2025-05-14 ind_diversified_retail 0.0015 0.0090 0.0000 tilt_INDUSTRY
2025-05-13 2025-05-14 ind_machinery -0.0396 -0.0046 0.0002 tilt_INDUSTRY
2025-05-13 2025-05-14 sdiscrepancy NaN NaN -0.0001 unexplained
2025-05-13 2025-05-14 stability 4.6880 -0.0008 -0.0036 alpha_QUALITY
2025-05-13 2025-05-14 market 0.0325 -0.0011 -0.0000 risk_exposure
2025-05-13 2025-05-14 ind_communications_equipment -0.0200 -0.0036 0.0001 tilt_INDUSTRY
2025-05-13 2025-05-14 ind_oil_gas -0.0190 0.0057 -0.0001 tilt_INDUSTRY
2025-05-13 2025-05-14 ind_electronic_equipment -0.0426 -0.0060 0.0003 tilt_INDUSTRY
2025-05-13 2025-05-14 ind_banking_services 0.0018 0.0024 0.0000 tilt_INDUSTRY
2025-05-13 2025-05-14 reversal 0.9807 -0.0020 -0.0020 alpha_REVERSAL
2025-05-13 2025-05-14 neglect 0.7306 -0.0003 -0.0002 alpha_VALUE
2025-05-13 2025-05-14 country_KR -0.0997 0.0068 -0.0007 tilt_COUNTRY
2025-05-13 2025-05-14 ind_media_publishing 0.0032 0.0023 0.0000 tilt_INDUSTRY
2025-05-13 2025-05-14 ind_aerospace_defense 0.0010 -0.0062 -0.0000 tilt_INDUSTRY
2025-05-13 2025-05-14 ind_healthcare_equipment_supplies -0.0974 -0.0085 0.0008 tilt_INDUSTRY
2025-05-13 2025-05-14 ind_chemicals -0.0183 -0.0016 0.0000 tilt_INDUSTRY
2025-05-13 2025-05-14 country_XH 0.1963 0.0071 0.0014 tilt_COUNTRY
2025-05-13 2025-05-14 ind_food_drug_retail 0.0318 -0.0025 -0.0001 tilt_INDUSTRY
2025-05-13 2025-05-14 country_IN 0.0238 0.0082 0.0002 tilt_COUNTRY
2025-05-13 2025-05-14 ind_healthcare_providers_services 0.0395 -0.0044 -0.0002 tilt_INDUSTRY
2025-05-13 2025-05-14 specret NaN NaN -0.0030 unexplained
2025-05-13 2025-05-14 ind_beverages -0.0853 0.0036 -0.0003 tilt_INDUSTRY
2025-05-13 2025-05-14 size_LARGE 0.1345 0.0046 0.0006 tilt_SIZE
2025-05-13 2025-05-14 ind_freight_logistics 0.0216 0.0107 0.0002 tilt_INDUSTRY
2025-05-13 2025-05-14 value_liq 0.6741 -0.0001 -0.0000 alpha_VALUE
2025-05-13 2025-05-14 ind_computers_phones_household_electronics 0.1225 -0.0030 -0.0004 tilt_INDUSTRY
2025-05-13 2025-05-14 ind_transportation_infrastructure -0.0136 0.0038 -0.0001 tilt_INDUSTRY
2025-05-13 2025-05-14 ind_software_it_services 0.1242 0.0009 0.0001 tilt_INDUSTRY
2025-05-13 2025-05-14 ind_homebuilding_building_products -0.0343 -0.0039 0.0001 tilt_INDUSTRY
2025-05-13 2025-05-14 ind_office_equipment 0.0001 -0.0074 -0.0000 tilt_INDUSTRY
2025-05-13 2025-05-14 ind_construction_engineering 0.0311 0.0020 0.0001 tilt_INDUSTRY
2025-05-13 2025-05-14 impactCost NaN NaN -0.0002 cost
2025-05-13 2025-05-14 country_NZ -0.0186 -0.0023 0.0000 tilt_COUNTRY
2025-05-13 2025-05-14 fcost NaN NaN -0.0000 cost
2025-05-13 2025-05-14 ind_leisure_products 0.0103 -0.0173 -0.0002 tilt_INDUSTRY
2025-05-13 2025-05-14 country_ID 0.0341 0.0210 0.0007 tilt_COUNTRY
2025-05-13 2025-05-14 pdiscrepancy NaN NaN 0.0000 unexplained
2025-05-13 2025-05-14 ind_integrated_hardware_software 0.0081 -0.0064 -0.0001 tilt_INDUSTRY
2025-05-13 2025-05-14 country_CN -0.0802 -0.0024 0.0002 tilt_COUNTRY
2025-05-13 2025-05-14 quality 3.0887 0.0010 0.0032 alpha_QUALITY
2025-05-13 2025-05-14 ind_real_estate_operations -0.0016 -0.0032 0.0000 tilt_INDUSTRY
2025-05-13 2025-05-14 value_gc 1.5658 0.0012 0.0019 alpha_VALUE
2025-05-13 2025-05-14 ind_construction_materials -0.0036 -0.0042 0.0000 tilt_INDUSTRY
2025-05-13 2025-05-14 ind_food_tobacco 0.1481 -0.0018 -0.0003 tilt_INDUSTRY
2025-05-13 2025-05-14 ind_renewable_energy 0.0223 -0.0127 -0.0003 tilt_INDUSTRY
2025-05-13 2025-05-14 ind_paper_forestry -0.0069 0.0050 -0.0000 tilt_INDUSTRY
2025-05-13 2025-05-14 ind_textiles_apparel -0.0299 0.0037 -0.0001 tilt_INDUSTRY
2025-05-13 2025-05-14 country_HK -0.0042 0.0056 -0.0000 tilt_COUNTRY
2025-05-13 2025-05-14 linkage 0.8470 0.0001 0.0001 alpha_MOMENTUM
2025-05-13 2025-05-14 country_TW 0.0904 0.0108 0.0010 tilt_COUNTRY
2025-05-13 2025-05-14 ind_containers_packaging -0.0077 0.0041 -0.0000 tilt_INDUSTRY
2025-05-14 2025-05-15 size_MID -0.0872 -0.0020 0.0002 tilt_SIZE
2025-05-14 2025-05-15 ind_food_tobacco 0.1501 0.0050 0.0008 tilt_INDUSTRY
2025-05-14 2025-05-15 ind_integrated_hardware_software 0.0081 -0.0062 -0.0001 tilt_INDUSTRY
2025-05-14 2025-05-15 ind_electric_utilities_ipps -0.0509 0.0016 -0.0001 tilt_INDUSTRY
2025-05-14 2025-05-15 country_AU -0.1000 -0.0020 0.0002 tilt_COUNTRY
2025-05-14 2025-05-15 ind_natural_gas_utilities -0.0010 0.0012 -0.0000 tilt_INDUSTRY
2025-05-14 2025-05-15 ind_beverages -0.0824 0.0022 -0.0002 tilt_INDUSTRY
2025-05-14 2025-05-15 reversal 1.0526 0.0000 0.0000 alpha_REVERSAL
2025-05-14 2025-05-15 fcost NaN NaN -0.0000 cost
2025-05-14 2025-05-15 country_PH 0.0023 -0.0171 -0.0000 tilt_COUNTRY
2025-05-14 2025-05-15 ind_uranium -0.0027 0.0038 -0.0000 tilt_INDUSTRY
2025-05-14 2025-05-15 ind_investment_services 0.0161 -0.0032 -0.0001 tilt_INDUSTRY
2025-05-14 2025-05-15 ind_aerospace_defense 0.0058 0.0034 0.0000 tilt_INDUSTRY
2025-05-14 2025-05-15 ind_transportation_infrastructure -0.0134 0.0036 -0.0000 tilt_INDUSTRY
2025-05-14 2025-05-15 ind_construction_engineering 0.0403 0.0024 0.0001 tilt_INDUSTRY
2025-05-14 2025-05-15 ind_real_estate_operations -0.0032 -0.0016 0.0000 tilt_INDUSTRY
2025-05-14 2025-05-15 country_JP 0.0155 -0.0029 -0.0000 tilt_COUNTRY
2025-05-14 2025-05-15 fmom 0.3860 0.0001 0.0000 alpha_QUALITY
2025-05-14 2025-05-15 country_SG -0.0019 0.0027 -0.0000 tilt_COUNTRY
2025-05-14 2025-05-15 linearCost NaN NaN -0.0001 cost
2025-05-14 2025-05-15 country_HK -0.0064 0.0052 -0.0000 tilt_COUNTRY
2025-05-14 2025-05-15 linkage 0.9054 -0.0010 -0.0009 alpha_MOMENTUM
2025-05-14 2025-05-15 momentum -0.0537 -0.0004 0.0000 alpha_MOMENTUM
2025-05-14 2025-05-15 ind_diversified_retail 0.0015 0.0120 0.0000 tilt_INDUSTRY
2025-05-14 2025-05-15 ind_containers_packaging -0.0051 0.0042 -0.0000 tilt_INDUSTRY
2025-05-14 2025-05-15 country_TW 0.0855 0.0064 0.0006 tilt_COUNTRY
2025-05-14 2025-05-15 value_gc 1.5007 -0.0002 -0.0003 alpha_VALUE
2025-05-14 2025-05-15 ind_paper_forestry -0.0069 0.0033 -0.0000 tilt_INDUSTRY
2025-05-14 2025-05-15 ind_machinery -0.0536 0.0002 -0.0000 tilt_INDUSTRY
2025-05-14 2025-05-15 country_CN -0.0817 -0.0010 0.0001 tilt_COUNTRY
2025-05-14 2025-05-15 quality 3.0489 0.0009 0.0029 alpha_QUALITY
2025-05-14 2025-05-15 country_XH 0.1999 0.0037 0.0007 tilt_COUNTRY
2025-05-14 2025-05-15 ind_software_it_services 0.1269 -0.0022 -0.0003 tilt_INDUSTRY
2025-05-14 2025-05-15 market 0.0421 0.0078 0.0003 risk_exposure
2025-05-14 2025-05-15 value_liq 0.6634 0.0001 0.0001 alpha_VALUE
2025-05-14 2025-05-15 ind_chemicals -0.0254 0.0023 -0.0001 tilt_INDUSTRY
2025-05-14 2025-05-15 ind_office_equipment 0.0002 -0.0131 -0.0000 tilt_INDUSTRY
2025-05-14 2025-05-15 ind_passenger_transportation 0.0625 0.0022 0.0001 tilt_INDUSTRY
2025-05-14 2025-05-15 ind_renewable_energy 0.0210 -0.0056 -0.0001 tilt_INDUSTRY
2025-05-14 2025-05-15 ind_food_drug_retail 0.0345 0.0034 0.0001 tilt_INDUSTRY
2025-05-14 2025-05-15 ind_oil_gas_equipment_services -0.0149 -0.0030 0.0000 tilt_INDUSTRY
2025-05-14 2025-05-15 sbeta_market 0.0374 -0.0163 -0.0006 risk_exposure
2025-05-14 2025-05-15 ind_textiles_apparel -0.0295 0.0001 -0.0000 tilt_INDUSTRY
2025-05-14 2025-05-15 ind_insurance 0.0638 -0.0004 -0.0000 tilt_INDUSTRY
2025-05-14 2025-05-15 ind_holding_companies -0.0051 0.0001 -0.0000 tilt_INDUSTRY
2025-05-14 2025-05-15 country_IN 0.0198 0.0098 0.0002 tilt_COUNTRY
2025-05-14 2025-05-15 ind_water_utilities -0.0072 -0.0007 0.0000 tilt_INDUSTRY
2025-05-14 2025-05-15 ind_telecommunications_serices 0.1208 -0.0014 -0.0002 tilt_INDUSTRY
2025-05-14 2025-05-15 ind_healthcare_equipment_supplies -0.0970 0.0044 -0.0004 tilt_INDUSTRY
2025-05-14 2025-05-15 ind_metals_mining -0.1304 -0.0009 0.0001 tilt_INDUSTRY
2025-05-14 2025-05-15 ind_specialty_reatil 0.0188 -0.0019 -0.0000 tilt_INDUSTRY
2025-05-14 2025-05-15 revision 0.7006 0.0004 0.0003 alpha_REVISION
2025-05-14 2025-05-15 ind_healthcare_providers_services 0.0392 -0.0038 -0.0001 tilt_INDUSTRY
2025-05-14 2025-05-15 specret NaN NaN -0.0005 unexplained
2025-05-14 2025-05-15 ind_pharmaceuticals -0.0723 0.0062 -0.0004 tilt_INDUSTRY
2025-05-14 2025-05-15 size_LARGE 0.1423 0.0024 0.0003 tilt_SIZE
2025-05-14 2025-05-15 ind_construction_materials -0.0036 -0.0003 0.0000 tilt_INDUSTRY
2025-05-14 2025-05-15 ind_household_products_services -0.0247 0.0054 -0.0001 tilt_INDUSTRY
2025-05-14 2025-05-15 ind_computers_phones_household_electronics 0.1197 -0.0020 -0.0002 tilt_INDUSTRY
2025-05-14 2025-05-15 ind_homebuilding_building_products -0.0346 0.0005 -0.0000 tilt_INDUSTRY
2025-05-14 2025-05-15 country_NZ -0.0187 0.0033 -0.0001 tilt_COUNTRY
2025-05-14 2025-05-15 ind_banking_services -0.0079 -0.0014 0.0000 tilt_INDUSTRY
2025-05-14 2025-05-15 size_SMALL -0.0047 0.0004 -0.0000 tilt_SIZE
2025-05-14 2025-05-15 ind_fintech 0.0007 -0.0047 -0.0000 tilt_INDUSTRY
2025-05-14 2025-05-15 ind_oil_gas -0.0170 -0.0038 0.0001 tilt_INDUSTRY
2025-05-14 2025-05-15 ind_communications_equipment -0.0214 -0.0035 0.0001 tilt_INDUSTRY
2025-05-14 2025-05-15 ind_semiconductors 0.0248 -0.0030 -0.0001 tilt_INDUSTRY
2025-05-14 2025-05-15 ind_household_goods -0.0044 0.0023 -0.0000 tilt_INDUSTRY
2025-05-14 2025-05-15 size_MICRO -0.0083 0.0037 -0.0000 tilt_SIZE
2025-05-14 2025-05-15 ind_biotechnology 0.0165 0.0113 0.0002 tilt_INDUSTRY
2025-05-14 2025-05-15 ind_multiline_utilities -0.0124 -0.0062 0.0001 tilt_INDUSTRY
2025-05-14 2025-05-15 ind_hotels_entertainment -0.0612 0.0018 -0.0001 tilt_INDUSTRY
2025-05-14 2025-05-15 bcost NaN NaN -0.0003 cost
2025-05-14 2025-05-15 sdiscrepancy NaN NaN 0.0005 unexplained
2025-05-14 2025-05-15 ind_freight_logistics 0.0198 -0.0013 -0.0000 tilt_INDUSTRY
2025-05-14 2025-05-15 stability 4.6837 -0.0000 -0.0000 alpha_QUALITY
2025-05-14 2025-05-15 impactCost NaN NaN -0.0001 cost
2025-05-14 2025-05-15 ind_electronic_equipment -0.0447 -0.0028 0.0001 tilt_INDUSTRY
2025-05-14 2025-05-15 country_MY 0.0058 -0.0060 -0.0000 tilt_COUNTRY
2025-05-14 2025-05-15 pdiscrepancy NaN NaN 0.0000 unexplained
2025-05-14 2025-05-15 ind_consumer_goods_conglomerates 0.0101 0.0072 0.0001 tilt_INDUSTRY
2025-05-14 2025-05-15 ind_industrial_distribution 0.0078 0.0076 0.0001 tilt_INDUSTRY
2025-05-14 2025-05-15 ind_commercial_services_supplies 0.0394 -0.0013 -0.0001 tilt_INDUSTRY
2025-05-14 2025-05-15 country_TH -0.0112 -0.0184 0.0002 tilt_COUNTRY
2025-05-14 2025-05-15 ind_automobile -0.0288 -0.0004 0.0000 tilt_INDUSTRY
2025-05-14 2025-05-15 country_KR -0.1001 -0.0068 0.0007 tilt_COUNTRY
2025-05-14 2025-05-15 ind_media_publishing 0.0035 -0.0005 -0.0000 tilt_INDUSTRY
2025-05-14 2025-05-15 ind_coal -0.0515 0.0017 -0.0001 tilt_INDUSTRY
2025-05-14 2025-05-15 ind_leisure_products 0.0101 -0.0096 -0.0001 tilt_INDUSTRY
2025-05-14 2025-05-15 country_ID 0.0333 0.0059 0.0002 tilt_COUNTRY
2025-05-14 2025-05-15 neglect 0.7313 0.0002 0.0001 alpha_VALUE
2025-05-15 2025-05-16 stability 4.7103 -0.0002 -0.0008 alpha_QUALITY
2025-05-15 2025-05-16 ind_healthcare_equipment_supplies -0.0976 -0.0023 0.0002 tilt_INDUSTRY
2025-05-15 2025-05-16 sbeta_market 0.0290 -0.0006 -0.0000 risk_exposure
2025-05-15 2025-05-16 ind_holding_companies -0.0051 0.0009 -0.0000 tilt_INDUSTRY
2025-05-15 2025-05-16 ind_diversified_retail 0.0014 0.0009 0.0000 tilt_INDUSTRY
2025-05-15 2025-05-16 ind_communications_equipment -0.0225 0.0020 -0.0000 tilt_INDUSTRY
2025-05-15 2025-05-16 ind_pharmaceuticals -0.0735 0.0074 -0.0005 tilt_INDUSTRY
2025-05-15 2025-05-16 ind_machinery -0.0656 0.0022 -0.0001 tilt_INDUSTRY
2025-05-15 2025-05-16 ind_media_publishing 0.0035 0.0033 0.0000 tilt_INDUSTRY
2025-05-15 2025-05-16 ind_food_drug_retail 0.0363 0.0025 0.0001 tilt_INDUSTRY
2025-05-15 2025-05-16 reversal 0.9504 0.0016 0.0016 alpha_REVERSAL
2025-05-15 2025-05-16 ind_banking_services -0.0209 -0.0029 0.0001 tilt_INDUSTRY
2025-05-15 2025-05-16 fmom 0.3372 0.0001 0.0000 alpha_QUALITY
2025-05-15 2025-05-16 linearCost NaN NaN -0.0001 cost
2025-05-15 2025-05-16 ind_textiles_apparel -0.0291 -0.0003 0.0000 tilt_INDUSTRY
2025-05-15 2025-05-16 pdiscrepancy NaN NaN -0.0000 unexplained
2025-05-15 2025-05-16 ind_automobile -0.0277 0.0071 -0.0002 tilt_INDUSTRY
2025-05-15 2025-05-16 ind_commercial_services_supplies 0.0387 -0.0007 -0.0000 tilt_INDUSTRY
2025-05-15 2025-05-16 ind_computers_phones_household_electronics 0.1207 -0.0016 -0.0002 tilt_INDUSTRY
2025-05-15 2025-05-16 ind_investment_services 0.0179 -0.0049 -0.0001 tilt_INDUSTRY
2025-05-15 2025-05-16 country_PH 0.0023 -0.0010 -0.0000 tilt_COUNTRY
2025-05-15 2025-05-16 fcost NaN NaN -0.0000 cost
2025-05-15 2025-05-16 size_SMALL -0.0039 0.0021 -0.0000 tilt_SIZE
2025-05-15 2025-05-16 ind_semiconductors 0.0267 -0.0012 -0.0000 tilt_INDUSTRY
2025-05-15 2025-05-16 ind_biotechnology 0.0163 0.0044 0.0001 tilt_INDUSTRY
2025-05-15 2025-05-16 ind_multiline_utilities -0.0125 -0.0022 0.0000 tilt_INDUSTRY
2025-05-15 2025-05-16 ind_hotels_entertainment -0.0612 -0.0023 0.0001 tilt_INDUSTRY
2025-05-15 2025-05-16 country_HK -0.0091 -0.0003 0.0000 tilt_COUNTRY
2025-05-15 2025-05-16 ind_passenger_transportation 0.0632 0.0017 0.0001 tilt_INDUSTRY
2025-05-15 2025-05-16 ind_fintech 0.0010 -0.0114 -0.0000 tilt_INDUSTRY
2025-05-15 2025-05-16 country_MY 0.0057 -0.0029 -0.0000 tilt_COUNTRY
2025-05-15 2025-05-16 country_NZ -0.0184 -0.0076 0.0001 tilt_COUNTRY
2025-05-15 2025-05-16 value_liq 0.6543 -0.0009 -0.0006 alpha_VALUE
2025-05-15 2025-05-16 ind_beverages -0.0822 -0.0070 0.0006 tilt_INDUSTRY
2025-05-15 2025-05-16 ind_water_utilities -0.0072 -0.0037 0.0000 tilt_INDUSTRY
2025-05-15 2025-05-16 ind_metals_mining -0.1274 0.0006 -0.0001 tilt_INDUSTRY
2025-05-15 2025-05-16 specret NaN NaN 0.0044 unexplained
2025-05-15 2025-05-16 ind_food_tobacco 0.1510 -0.0010 -0.0002 tilt_INDUSTRY
2025-05-15 2025-05-16 ind_construction_materials -0.0036 -0.0037 0.0000 tilt_INDUSTRY
2025-05-15 2025-05-16 ind_homebuilding_building_products -0.0347 0.0024 -0.0001 tilt_INDUSTRY
2025-05-15 2025-05-16 ind_oil_gas_equipment_services -0.0149 -0.0055 0.0001 tilt_INDUSTRY
2025-05-15 2025-05-16 ind_construction_engineering 0.0447 -0.0009 -0.0000 tilt_INDUSTRY
2025-05-15 2025-05-16 ind_containers_packaging -0.0039 0.0017 -0.0000 tilt_INDUSTRY
2025-05-15 2025-05-16 ind_transportation_infrastructure -0.0132 -0.0042 0.0001 tilt_INDUSTRY
2025-05-15 2025-05-16 country_CN -0.0894 -0.0020 0.0002 tilt_COUNTRY
2025-05-15 2025-05-16 ind_leisure_products 0.0102 0.0096 0.0001 tilt_INDUSTRY
2025-05-15 2025-05-16 quality 3.0647 0.0005 0.0015 alpha_QUALITY
2025-05-15 2025-05-16 linkage 0.9413 -0.0003 -0.0003 alpha_MOMENTUM
2025-05-15 2025-05-16 market 0.0437 0.0014 0.0001 risk_exposure
2025-05-15 2025-05-16 size_MID -0.0901 0.0002 -0.0000 tilt_SIZE
2025-05-15 2025-05-16 ind_uranium -0.0026 -0.0766 0.0002 tilt_INDUSTRY
2025-05-15 2025-05-16 impactCost NaN NaN -0.0001 cost
2025-05-15 2025-05-16 country_KR -0.0997 -0.0034 0.0003 tilt_COUNTRY
2025-05-15 2025-05-16 country_SG 0.0019 0.0068 0.0000 tilt_COUNTRY
2025-05-15 2025-05-16 ind_office_equipment 0.0002 -0.0068 -0.0000 tilt_INDUSTRY
2025-05-15 2025-05-16 ind_consumer_goods_conglomerates 0.0087 0.0053 0.0000 tilt_INDUSTRY
2025-05-15 2025-05-16 ind_coal -0.0508 -0.0049 0.0002 tilt_INDUSTRY
2025-05-15 2025-05-16 ind_chemicals -0.0199 -0.0010 0.0000 tilt_INDUSTRY
2025-05-15 2025-05-16 ind_natural_gas_utilities -0.0011 -0.0024 0.0000 tilt_INDUSTRY
2025-05-15 2025-05-16 country_XH 0.1925 -0.0020 -0.0004 tilt_COUNTRY
2025-05-15 2025-05-16 ind_real_estate_operations -0.0029 -0.0009 0.0000 tilt_INDUSTRY
2025-05-15 2025-05-16 momentum -0.0457 0.0005 -0.0000 alpha_MOMENTUM
2025-05-15 2025-05-16 ind_paper_forestry -0.0068 -0.0004 0.0000 tilt_INDUSTRY
2025-05-15 2025-05-16 value_gc 1.4891 0.0000 0.0001 alpha_VALUE
2025-05-15 2025-05-16 country_TW 0.0836 0.0028 0.0002 tilt_COUNTRY
2025-05-15 2025-05-16 neglect 0.7405 -0.0004 -0.0003 alpha_VALUE
2025-05-15 2025-05-16 ind_integrated_hardware_software 0.0082 0.0018 0.0000 tilt_INDUSTRY
2025-05-15 2025-05-16 revision 0.7125 0.0007 0.0005 alpha_REVISION
2025-05-15 2025-05-16 country_IN 0.0189 0.0072 0.0001 tilt_COUNTRY
2025-05-15 2025-05-16 ind_software_it_services 0.1301 -0.0018 -0.0002 tilt_INDUSTRY
2025-05-15 2025-05-16 ind_household_products_services -0.0244 -0.0019 0.0000 tilt_INDUSTRY
2025-05-15 2025-05-16 country_JP 0.0286 -0.0006 -0.0000 tilt_COUNTRY
2025-05-15 2025-05-16 ind_renewable_energy 0.0207 0.0018 0.0000 tilt_INDUSTRY
2025-05-15 2025-05-16 ind_household_goods -0.0043 -0.0023 0.0000 tilt_INDUSTRY
2025-05-15 2025-05-16 size_MICRO -0.0085 0.0027 -0.0000 tilt_SIZE
2025-05-15 2025-05-16 ind_insurance 0.0661 -0.0006 -0.0000 tilt_INDUSTRY
2025-05-15 2025-05-16 size_LARGE 0.1461 -0.0032 -0.0005 tilt_SIZE
2025-05-15 2025-05-16 ind_specialty_reatil 0.0177 0.0037 0.0001 tilt_INDUSTRY
2025-05-15 2025-05-16 ind_telecommunications_serices 0.1215 0.0027 0.0003 tilt_INDUSTRY
2025-05-15 2025-05-16 ind_freight_logistics 0.0187 0.0043 0.0001 tilt_INDUSTRY
2025-05-15 2025-05-16 ind_healthcare_providers_services 0.0392 -0.0041 -0.0002 tilt_INDUSTRY
2025-05-15 2025-05-16 ind_electric_utilities_ipps -0.0520 -0.0016 0.0001 tilt_INDUSTRY
2025-05-15 2025-05-16 ind_electronic_equipment -0.0455 0.0015 -0.0001 tilt_INDUSTRY
2025-05-15 2025-05-16 bcost NaN NaN -0.0003 cost
2025-05-15 2025-05-16 sdiscrepancy NaN NaN -0.0001 unexplained
2025-05-15 2025-05-16 ind_aerospace_defense 0.0060 0.0054 0.0000 tilt_INDUSTRY
2025-05-15 2025-05-16 country_TH -0.0053 -0.0008 0.0000 tilt_COUNTRY
2025-05-15 2025-05-16 country_AU -0.0985 0.0072 -0.0007 tilt_COUNTRY
2025-05-15 2025-05-16 ind_oil_gas -0.0179 -0.0038 0.0001 tilt_INDUSTRY
2025-05-15 2025-05-16 country_ID 0.0306 0.0110 0.0003 tilt_COUNTRY
2025-05-15 2025-05-16 ind_industrial_distribution 0.0118 0.0062 0.0001 tilt_INDUSTRY
2025-05-16 2025-05-19 ind_real_estate_operations -0.0020 0.0041 -0.0000 tilt_INDUSTRY
2025-05-16 2025-05-19 ind_renewable_energy 0.0205 -0.0018 -0.0000 tilt_INDUSTRY
2025-05-16 2025-05-19 country_JP 0.0365 -0.0005 -0.0000 tilt_COUNTRY
2025-05-16 2025-05-19 market 0.0375 0.0040 0.0001 risk_exposure
2025-05-16 2025-05-19 country_MY 0.0057 -0.0162 -0.0001 tilt_COUNTRY
2025-05-16 2025-05-19 country_PH 0.0023 -0.0063 -0.0000 tilt_COUNTRY
2025-05-16 2025-05-19 ind_aerospace_defense 0.0065 0.0043 0.0000 tilt_INDUSTRY
2025-05-16 2025-05-19 ind_software_it_services 0.1345 -0.0028 -0.0004 tilt_INDUSTRY
2025-05-16 2025-05-19 ind_containers_packaging -0.0036 0.0050 -0.0000 tilt_INDUSTRY
2025-05-16 2025-05-19 ind_fintech 0.0007 -0.0008 -0.0000 tilt_INDUSTRY
2025-05-16 2025-05-19 neglect 0.8067 0.0011 0.0009 alpha_VALUE
2025-05-16 2025-05-19 linkage 0.9719 -0.0001 -0.0001 alpha_MOMENTUM
2025-05-16 2025-05-19 country_IN 0.0177 0.0008 0.0000 tilt_COUNTRY
2025-05-16 2025-05-19 ind_household_goods -0.0041 0.0019 -0.0000 tilt_INDUSTRY
2025-05-16 2025-05-19 country_NZ -0.0184 -0.0134 0.0002 tilt_COUNTRY
2025-05-16 2025-05-19 ind_coal -0.0508 -0.0017 0.0001 tilt_INDUSTRY
2025-05-16 2025-05-19 ind_investment_services 0.0182 0.0014 0.0000 tilt_INDUSTRY
2025-05-16 2025-05-19 country_TW 0.0815 -0.0146 -0.0012 tilt_COUNTRY
2025-05-16 2025-05-19 ind_food_drug_retail 0.0382 0.0021 0.0001 tilt_INDUSTRY
2025-05-16 2025-05-19 ind_electric_utilities_ipps -0.0536 0.0036 -0.0002 tilt_INDUSTRY
2025-05-16 2025-05-19 ind_banking_services -0.0349 0.0013 -0.0000 tilt_INDUSTRY
2025-05-16 2025-05-19 ind_industrial_distribution 0.0153 0.0037 0.0001 tilt_INDUSTRY
2025-05-16 2025-05-19 fmom 0.2584 -0.0005 -0.0001 alpha_QUALITY
2025-05-16 2025-05-19 impactCost NaN NaN -0.0001 cost
2025-05-16 2025-05-19 sdiscrepancy NaN NaN -0.0001 unexplained
2025-05-16 2025-05-19 ind_semiconductors 0.0279 -0.0020 -0.0001 tilt_INDUSTRY
2025-05-16 2025-05-19 ind_hotels_entertainment -0.0611 -0.0002 0.0000 tilt_INDUSTRY
2025-05-16 2025-05-19 pdiscrepancy NaN NaN 0.0000 unexplained
2025-05-16 2025-05-19 ind_healthcare_providers_services 0.0397 -0.0006 -0.0000 tilt_INDUSTRY
2025-05-16 2025-05-19 ind_metals_mining -0.1229 -0.0010 0.0001 tilt_INDUSTRY
2025-05-16 2025-05-19 ind_telecommunications_serices 0.1222 0.0052 0.0006 tilt_INDUSTRY
2025-05-16 2025-05-19 stability 4.6586 -0.0002 -0.0011 alpha_QUALITY
2025-05-16 2025-05-19 ind_multiline_utilities -0.0127 0.0001 -0.0000 tilt_INDUSTRY
2025-05-16 2025-05-19 bcost NaN NaN -0.0009 cost
2025-05-16 2025-05-19 country_HK -0.0089 -0.0003 0.0000 tilt_COUNTRY
2025-05-16 2025-05-19 ind_freight_logistics 0.0166 0.0021 0.0000 tilt_INDUSTRY
2025-05-16 2025-05-19 ind_textiles_apparel -0.0286 -0.0042 0.0001 tilt_INDUSTRY
2025-05-16 2025-05-19 ind_specialty_reatil 0.0155 -0.0033 -0.0001 tilt_INDUSTRY
2025-05-16 2025-05-19 ind_household_products_services -0.0235 -0.0040 0.0001 tilt_INDUSTRY
2025-05-16 2025-05-19 ind_water_utilities -0.0072 0.0084 -0.0001 tilt_INDUSTRY
2025-05-16 2025-05-19 ind_passenger_transportation 0.0635 -0.0002 -0.0000 tilt_INDUSTRY
2025-05-16 2025-05-19 ind_oil_gas_equipment_services -0.0149 -0.0023 0.0000 tilt_INDUSTRY
2025-05-16 2025-05-19 linearCost NaN NaN -0.0001 cost
2025-05-16 2025-05-19 sbeta_market 0.0182 -0.0061 -0.0001 risk_exposure
2025-05-16 2025-05-19 ind_biotechnology 0.0161 0.0063 0.0001 tilt_INDUSTRY
2025-05-16 2025-05-19 size_MICRO -0.0084 0.0051 -0.0000 tilt_SIZE
2025-05-16 2025-05-19 ind_insurance 0.0679 -0.0007 -0.0000 tilt_INDUSTRY
2025-05-16 2025-05-19 ind_consumer_goods_conglomerates 0.0047 0.0029 0.0000 tilt_INDUSTRY
2025-05-16 2025-05-19 size_LARGE 0.1451 -0.0038 -0.0005 tilt_SIZE
2025-05-16 2025-05-19 ind_diversified_retail 0.0015 0.0007 0.0000 tilt_INDUSTRY
2025-05-16 2025-05-19 revision 0.7377 0.0006 0.0004 alpha_REVISION
2025-05-16 2025-05-19 ind_holding_companies -0.0050 -0.0014 0.0000 tilt_INDUSTRY
2025-05-16 2025-05-19 country_AU -0.0990 -0.0072 0.0007 tilt_COUNTRY
2025-05-16 2025-05-19 ind_beverages -0.0858 -0.0067 0.0006 tilt_INDUSTRY
2025-05-16 2025-05-19 ind_chemicals -0.0149 -0.0001 0.0000 tilt_INDUSTRY
2025-05-16 2025-05-19 ind_pharmaceuticals -0.0738 -0.0021 0.0002 tilt_INDUSTRY
2025-05-16 2025-05-19 country_KR -0.0995 -0.0113 0.0011 tilt_COUNTRY
2025-05-16 2025-05-19 ind_oil_gas -0.0173 0.0007 -0.0000 tilt_INDUSTRY
2025-05-16 2025-05-19 ind_communications_equipment -0.0218 0.0004 -0.0000 tilt_INDUSTRY
2025-05-16 2025-05-19 country_XH 0.1836 0.0045 0.0008 tilt_COUNTRY
2025-05-16 2025-05-19 ind_construction_engineering 0.0451 0.0026 0.0001 tilt_INDUSTRY
2025-05-16 2025-05-19 country_SG 0.0027 -0.0042 -0.0000 tilt_COUNTRY
2025-05-16 2025-05-19 ind_integrated_hardware_software 0.0083 0.0065 0.0001 tilt_INDUSTRY
2025-05-16 2025-05-19 ind_office_equipment 0.0002 0.0004 0.0000 tilt_INDUSTRY
2025-05-16 2025-05-19 ind_computers_phones_household_electronics 0.1223 0.0010 0.0001 tilt_INDUSTRY
2025-05-16 2025-05-19 country_CN -0.0966 0.0048 -0.0005 tilt_COUNTRY
2025-05-16 2025-05-19 ind_natural_gas_utilities -0.0010 0.0057 -0.0000 tilt_INDUSTRY
2025-05-16 2025-05-19 ind_healthcare_equipment_supplies -0.0973 -0.0007 0.0001 tilt_INDUSTRY
2025-05-16 2025-05-19 country_TH 0.0023 -0.0079 -0.0000 tilt_COUNTRY
2025-05-16 2025-05-19 ind_food_tobacco 0.1509 0.0014 0.0002 tilt_INDUSTRY
2025-05-16 2025-05-19 value_liq 0.6713 -0.0005 -0.0004 alpha_VALUE
2025-05-16 2025-05-19 quality 3.0523 -0.0007 -0.0021 alpha_QUALITY
2025-05-16 2025-05-19 ind_transportation_infrastructure -0.0130 0.0079 -0.0001 tilt_INDUSTRY
2025-05-16 2025-05-19 ind_commercial_services_supplies 0.0375 -0.0005 -0.0000 tilt_INDUSTRY
2025-05-16 2025-05-19 ind_leisure_products 0.0102 -0.0030 -0.0000 tilt_INDUSTRY
2025-05-16 2025-05-19 ind_automobile -0.0256 0.0001 -0.0000 tilt_INDUSTRY
2025-05-16 2025-05-19 reversal 0.9507 0.0029 0.0028 alpha_REVERSAL
2025-05-16 2025-05-19 ind_electronic_equipment -0.0449 -0.0034 0.0002 tilt_INDUSTRY
2025-05-16 2025-05-19 size_MID -0.0957 -0.0010 0.0001 tilt_SIZE
2025-05-16 2025-05-19 fcost NaN NaN -0.0001 cost
2025-05-16 2025-05-19 momentum -0.0345 0.0012 -0.0000 alpha_MOMENTUM
2025-05-16 2025-05-19 ind_paper_forestry -0.0067 0.0064 -0.0000 tilt_INDUSTRY
2025-05-16 2025-05-19 size_SMALL -0.0035 0.0038 -0.0000 tilt_SIZE
2025-05-16 2025-05-19 country_ID 0.0277 0.0021 0.0001 tilt_COUNTRY
2025-05-16 2025-05-19 value_gc 1.4995 -0.0002 -0.0003 alpha_VALUE
2025-05-16 2025-05-19 ind_uranium -0.0026 -0.0261 0.0001 tilt_INDUSTRY
2025-05-16 2025-05-19 specret NaN NaN 0.0004 unexplained
2025-05-16 2025-05-19 ind_machinery -0.0778 -0.0014 0.0001 tilt_INDUSTRY
2025-05-16 2025-05-19 ind_construction_materials -0.0036 0.0013 -0.0000 tilt_INDUSTRY
2025-05-16 2025-05-19 ind_homebuilding_building_products -0.0347 -0.0006 0.0000 tilt_INDUSTRY
2025-05-16 2025-05-19 ind_media_publishing 0.0047 -0.0009 -0.0000 tilt_INDUSTRY
2025-05-19 2025-05-20 country_ID 0.0222 -0.0114 -0.0003 tilt_COUNTRY
2025-05-19 2025-05-20 ind_healthcare_providers_services 0.0402 0.0012 0.0000 tilt_INDUSTRY
2025-05-19 2025-05-20 ind_aerospace_defense 0.0062 -0.0118 -0.0001 tilt_INDUSTRY
2025-05-19 2025-05-20 ind_semiconductors 0.0330 0.0006 0.0000 tilt_INDUSTRY
2025-05-19 2025-05-20 bcost NaN NaN -0.0003 cost
2025-05-19 2025-05-20 size_LARGE 0.1441 0.0026 0.0004 tilt_SIZE
2025-05-19 2025-05-20 ind_biotechnology 0.0166 0.0070 0.0001 tilt_INDUSTRY
2025-05-19 2025-05-20 ind_commercial_services_supplies 0.0361 -0.0006 -0.0000 tilt_INDUSTRY
2025-05-19 2025-05-20 ind_multiline_utilities -0.0128 -0.0031 0.0000 tilt_INDUSTRY
2025-05-19 2025-05-20 ind_office_equipment 0.0002 -0.0001 -0.0000 tilt_INDUSTRY
2025-05-19 2025-05-20 ind_household_goods -0.0040 0.0102 -0.0000 tilt_INDUSTRY
2025-05-19 2025-05-20 size_MICRO -0.0083 -0.0000 0.0000 tilt_SIZE
2025-05-19 2025-05-20 ind_consumer_goods_conglomerates 0.0008 0.0055 0.0000 tilt_INDUSTRY
2025-05-19 2025-05-20 ind_automobile -0.0241 0.0011 -0.0000 tilt_INDUSTRY
2025-05-19 2025-05-20 size_SMALL -0.0062 -0.0002 0.0000 tilt_SIZE
2025-05-19 2025-05-20 country_TW 0.0784 0.0019 0.0002 tilt_COUNTRY
2025-05-19 2025-05-20 linkage 0.9575 -0.0002 -0.0002 alpha_MOMENTUM
2025-05-19 2025-05-20 ind_paper_forestry -0.0069 -0.0000 0.0000 tilt_INDUSTRY
2025-05-19 2025-05-20 ind_leisure_products 0.0099 0.0018 0.0000 tilt_INDUSTRY
2025-05-19 2025-05-20 ind_coal -0.0511 -0.0004 0.0000 tilt_INDUSTRY
2025-05-19 2025-05-20 ind_industrial_distribution 0.0171 -0.0002 -0.0000 tilt_INDUSTRY
2025-05-19 2025-05-20 country_NZ -0.0187 0.0072 -0.0001 tilt_COUNTRY
2025-05-19 2025-05-20 ind_homebuilding_building_products -0.0345 -0.0014 0.0000 tilt_INDUSTRY
2025-05-19 2025-05-20 ind_containers_packaging -0.0036 0.0026 -0.0000 tilt_INDUSTRY
2025-05-19 2025-05-20 ind_oil_gas_equipment_services -0.0147 0.0020 -0.0000 tilt_INDUSTRY
2025-05-19 2025-05-20 linearCost NaN NaN -0.0001 cost
2025-05-19 2025-05-20 quality 3.0802 0.0012 0.0037 alpha_QUALITY
2025-05-19 2025-05-20 ind_renewable_energy 0.0204 -0.0048 -0.0001 tilt_INDUSTRY
2025-05-19 2025-05-20 value_gc 1.5273 -0.0004 -0.0006 alpha_VALUE
2025-05-19 2025-05-20 ind_construction_materials -0.0036 0.0005 -0.0000 tilt_INDUSTRY
2025-05-19 2025-05-20 ind_computers_phones_household_electronics 0.1232 0.0012 0.0001 tilt_INDUSTRY
2025-05-19 2025-05-20 country_TH 0.0094 0.0015 0.0000 tilt_COUNTRY
2025-05-19 2025-05-20 country_CN -0.0971 0.0028 -0.0003 tilt_COUNTRY
2025-05-19 2025-05-20 ind_telecommunications_serices 0.1220 0.0033 0.0004 tilt_INDUSTRY
2025-05-19 2025-05-20 impactCost NaN NaN -0.0001 cost
2025-05-19 2025-05-20 ind_insurance 0.0703 0.0012 0.0001 tilt_INDUSTRY
2025-05-19 2025-05-20 ind_machinery -0.0842 -0.0008 0.0001 tilt_INDUSTRY
2025-05-19 2025-05-20 country_AU -0.0983 0.0049 -0.0005 tilt_COUNTRY
2025-05-19 2025-05-20 ind_investment_services 0.0172 -0.0023 -0.0000 tilt_INDUSTRY
2025-05-19 2025-05-20 ind_food_drug_retail 0.0418 -0.0007 -0.0000 tilt_INDUSTRY
2025-05-19 2025-05-20 ind_oil_gas -0.0137 -0.0000 0.0000 tilt_INDUSTRY
2025-05-19 2025-05-20 neglect 0.8231 -0.0002 -0.0001 alpha_VALUE
2025-05-19 2025-05-20 ind_electric_utilities_ipps -0.0550 0.0038 -0.0002 tilt_INDUSTRY
2025-05-19 2025-05-20 revision 0.6668 0.0004 0.0003 alpha_REVISION
2025-05-19 2025-05-20 fcost NaN NaN -0.0000 cost
2025-05-19 2025-05-20 ind_fintech 0.0005 -0.0031 -0.0000 tilt_INDUSTRY
2025-05-19 2025-05-20 ind_diversified_retail 0.0017 0.0008 0.0000 tilt_INDUSTRY
2025-05-19 2025-05-20 size_MID -0.0950 -0.0016 0.0001 tilt_SIZE
2025-05-19 2025-05-20 ind_integrated_hardware_software 0.0084 -0.0049 -0.0000 tilt_INDUSTRY
2025-05-19 2025-05-20 momentum -0.0768 0.0003 -0.0000 alpha_MOMENTUM
2025-05-19 2025-05-20 ind_communications_equipment -0.0199 -0.0051 0.0001 tilt_INDUSTRY
2025-05-19 2025-05-20 ind_electronic_equipment -0.0483 -0.0017 0.0001 tilt_INDUSTRY
2025-05-19 2025-05-20 specret NaN NaN -0.0019 unexplained
2025-05-19 2025-05-20 ind_media_publishing 0.0082 0.0069 0.0001 tilt_INDUSTRY
2025-05-19 2025-05-20 ind_uranium -0.0027 -0.0068 0.0000 tilt_INDUSTRY
2025-05-19 2025-05-20 ind_chemicals -0.0160 -0.0020 0.0000 tilt_INDUSTRY
2025-05-19 2025-05-20 ind_transportation_infrastructure -0.0124 -0.0079 0.0001 tilt_INDUSTRY
2025-05-19 2025-05-20 ind_pharmaceuticals -0.0797 0.0066 -0.0005 tilt_INDUSTRY
2025-05-19 2025-05-20 ind_beverages -0.0861 -0.0037 0.0003 tilt_INDUSTRY
2025-05-19 2025-05-20 country_XH 0.1774 0.0052 0.0009 tilt_COUNTRY
2025-05-19 2025-05-20 country_SG 0.0034 0.0006 0.0000 tilt_COUNTRY
2025-05-19 2025-05-20 ind_natural_gas_utilities -0.0010 0.0000 -0.0000 tilt_INDUSTRY
2025-05-19 2025-05-20 ind_holding_companies -0.0050 -0.0041 0.0000 tilt_INDUSTRY
2025-05-19 2025-05-20 country_KR -0.0996 -0.0020 0.0002 tilt_COUNTRY
2025-05-19 2025-05-20 ind_food_tobacco 0.1501 0.0029 0.0004 tilt_INDUSTRY
2025-05-19 2025-05-20 ind_healthcare_equipment_supplies -0.0970 -0.0009 0.0001 tilt_INDUSTRY
2025-05-19 2025-05-20 ind_software_it_services 0.1381 -0.0000 -0.0000 tilt_INDUSTRY
2025-05-19 2025-05-20 ind_construction_engineering 0.0453 -0.0023 -0.0001 tilt_INDUSTRY
2025-05-19 2025-05-20 reversal 0.9597 0.0001 0.0001 alpha_REVERSAL
2025-05-19 2025-05-20 ind_passenger_transportation 0.0644 -0.0041 -0.0003 tilt_INDUSTRY
2025-05-19 2025-05-20 ind_specialty_reatil 0.0119 -0.0023 -0.0000 tilt_INDUSTRY
2025-05-19 2025-05-20 sdiscrepancy NaN NaN 0.0000 unexplained
2025-05-19 2025-05-20 country_IN 0.0163 -0.0136 -0.0002 tilt_COUNTRY
2025-05-19 2025-05-20 market 0.0347 -0.0020 -0.0001 risk_exposure
2025-05-19 2025-05-20 sbeta_market 0.0179 0.0034 0.0001 risk_exposure
2025-05-19 2025-05-20 fmom 0.2225 0.0005 0.0001 alpha_QUALITY
2025-05-19 2025-05-20 pdiscrepancy NaN NaN 0.0000 unexplained
2025-05-19 2025-05-20 ind_real_estate_operations -0.0002 -0.0041 0.0000 tilt_INDUSTRY
2025-05-19 2025-05-20 ind_water_utilities -0.0073 0.0082 -0.0001 tilt_INDUSTRY
2025-05-19 2025-05-20 ind_textiles_apparel -0.0274 -0.0009 0.0000 tilt_INDUSTRY
2025-05-19 2025-05-20 country_HK -0.0063 0.0083 -0.0001 tilt_COUNTRY
2025-05-19 2025-05-20 stability 4.6948 -0.0002 -0.0011 alpha_QUALITY
2025-05-19 2025-05-20 country_JP 0.0397 -0.0063 -0.0002 tilt_COUNTRY
2025-05-19 2025-05-20 country_MY 0.0057 -0.0029 -0.0000 tilt_COUNTRY
2025-05-19 2025-05-20 ind_banking_services -0.0457 0.0015 -0.0001 tilt_INDUSTRY
2025-05-19 2025-05-20 ind_metals_mining -0.1191 -0.0026 0.0003 tilt_INDUSTRY
2025-05-19 2025-05-20 value_liq 0.6915 0.0008 0.0006 alpha_VALUE
2025-05-19 2025-05-20 country_PH 0.0022 -0.0167 -0.0000 tilt_COUNTRY
2025-05-19 2025-05-20 ind_hotels_entertainment -0.0601 0.0001 -0.0000 tilt_INDUSTRY
2025-05-19 2025-05-20 ind_household_products_services -0.0225 0.0029 -0.0001 tilt_INDUSTRY
2025-05-19 2025-05-20 ind_freight_logistics 0.0147 -0.0027 -0.0000 tilt_INDUSTRY
2025-05-20 2025-05-21 stability 4.7009 -0.0004 -0.0020 alpha_QUALITY
2025-05-20 2025-05-21 ind_electronic_equipment -0.0521 -0.0038 0.0002 tilt_INDUSTRY
2025-05-20 2025-05-21 ind_construction_materials -0.0037 -0.0031 0.0000 tilt_INDUSTRY
2025-05-20 2025-05-21 sdiscrepancy NaN NaN -0.0000 unexplained
2025-05-20 2025-05-21 ind_industrial_distribution 0.0184 0.0101 0.0002 tilt_INDUSTRY
2025-05-20 2025-05-21 ind_media_publishing 0.0112 -0.0064 -0.0001 tilt_INDUSTRY
2025-05-20 2025-05-21 country_NZ -0.0186 -0.0035 0.0001 tilt_COUNTRY
2025-05-20 2025-05-21 ind_healthcare_equipment_supplies -0.0977 0.0021 -0.0002 tilt_INDUSTRY
2025-05-20 2025-05-21 ind_banking_services -0.0617 0.0016 -0.0001 tilt_INDUSTRY
2025-05-20 2025-05-21 impactCost NaN NaN -0.0002 cost
2025-05-20 2025-05-21 country_KR -0.1009 0.0014 -0.0001 tilt_COUNTRY
2025-05-20 2025-05-21 ind_communications_equipment -0.0189 -0.0040 0.0001 tilt_INDUSTRY
2025-05-20 2025-05-21 neglect 0.8210 -0.0008 -0.0007 alpha_VALUE
2025-05-20 2025-05-21 ind_oil_gas -0.0090 0.0078 -0.0001 tilt_INDUSTRY
2025-05-20 2025-05-21 specret NaN NaN -0.0057 unexplained
2025-05-20 2025-05-21 ind_holding_companies -0.0050 -0.0010 0.0000 tilt_INDUSTRY
2025-05-20 2025-05-21 ind_metals_mining -0.1179 0.0096 -0.0011 tilt_INDUSTRY
2025-05-20 2025-05-21 ind_household_products_services -0.0214 -0.0024 0.0001 tilt_INDUSTRY
2025-05-20 2025-05-21 ind_specialty_reatil 0.0084 -0.0041 -0.0000 tilt_INDUSTRY
2025-05-20 2025-05-21 size_LARGE 0.1456 -0.0013 -0.0002 tilt_SIZE
2025-05-20 2025-05-21 ind_water_utilities -0.0073 -0.0011 0.0000 tilt_INDUSTRY
2025-05-20 2025-05-21 ind_telecommunications_serices 0.1221 -0.0027 -0.0003 tilt_INDUSTRY
2025-05-20 2025-05-21 sbeta_market 0.0213 -0.0057 -0.0001 risk_exposure
2025-05-20 2025-05-21 ind_insurance 0.0739 0.0024 0.0002 tilt_INDUSTRY
2025-05-20 2025-05-21 ind_textiles_apparel -0.0259 0.0006 -0.0000 tilt_INDUSTRY
2025-05-20 2025-05-21 country_MY 0.0057 -0.0060 -0.0000 tilt_COUNTRY
2025-05-20 2025-05-21 ind_renewable_energy 0.0199 0.0019 0.0000 tilt_INDUSTRY
2025-05-20 2025-05-21 value_liq 0.6876 0.0004 0.0003 alpha_VALUE
2025-05-20 2025-05-21 country_IN 0.0159 0.0015 0.0000 tilt_COUNTRY
2025-05-20 2025-05-21 ind_oil_gas_equipment_services -0.0146 0.0001 -0.0000 tilt_INDUSTRY
2025-05-20 2025-05-21 ind_containers_packaging -0.0038 -0.0009 0.0000 tilt_INDUSTRY
2025-05-20 2025-05-21 pdiscrepancy NaN NaN -0.0000 unexplained
2025-05-20 2025-05-21 ind_software_it_services 0.1431 -0.0036 -0.0005 tilt_INDUSTRY
2025-05-20 2025-05-21 country_CN -0.0931 -0.0016 0.0002 tilt_COUNTRY
2025-05-20 2025-05-21 country_XH 0.1745 0.0076 0.0013 tilt_COUNTRY
2025-05-20 2025-05-21 ind_pharmaceuticals -0.0867 0.0067 -0.0006 tilt_INDUSTRY
2025-05-20 2025-05-21 quality 3.1165 0.0003 0.0010 alpha_QUALITY
2025-05-20 2025-05-21 ind_machinery -0.0921 -0.0010 0.0001 tilt_INDUSTRY
2025-05-20 2025-05-21 ind_leisure_products 0.0098 -0.0119 -0.0001 tilt_INDUSTRY
2025-05-20 2025-05-21 ind_office_equipment 0.0001 -0.0054 -0.0000 tilt_INDUSTRY
2025-05-20 2025-05-21 ind_paper_forestry -0.0069 0.0009 -0.0000 tilt_INDUSTRY
2025-05-20 2025-05-21 momentum -0.1154 -0.0008 0.0001 alpha_MOMENTUM
2025-05-20 2025-05-21 revision 0.6670 0.0013 0.0009 alpha_REVISION
2025-05-20 2025-05-21 ind_diversified_retail 0.0019 -0.0007 -0.0000 tilt_INDUSTRY
2025-05-20 2025-05-21 country_TW 0.0768 0.0115 0.0009 tilt_COUNTRY
2025-05-20 2025-05-21 linkage 0.9347 0.0006 0.0006 alpha_MOMENTUM
2025-05-20 2025-05-21 ind_food_drug_retail 0.0445 -0.0005 -0.0000 tilt_INDUSTRY
2025-05-20 2025-05-21 ind_chemicals -0.0143 0.0013 -0.0000 tilt_INDUSTRY
2025-05-20 2025-05-21 ind_homebuilding_building_products -0.0345 -0.0042 0.0001 tilt_INDUSTRY
2025-05-20 2025-05-21 ind_aerospace_defense 0.0051 0.0060 0.0000 tilt_INDUSTRY
2025-05-20 2025-05-21 size_MID -0.0956 0.0024 -0.0002 tilt_SIZE
2025-05-20 2025-05-21 reversal 0.9693 -0.0004 -0.0004 alpha_REVERSAL
2025-05-20 2025-05-21 country_PH 0.0023 0.0022 0.0000 tilt_COUNTRY
2025-05-20 2025-05-21 ind_freight_logistics 0.0150 -0.0018 -0.0000 tilt_INDUSTRY
2025-05-20 2025-05-21 market 0.0342 0.0075 0.0003 risk_exposure
2025-05-20 2025-05-21 ind_construction_engineering 0.0458 -0.0008 -0.0000 tilt_INDUSTRY
2025-05-20 2025-05-21 country_SG 0.0052 -0.0024 -0.0000 tilt_COUNTRY
2025-05-20 2025-05-21 ind_computers_phones_household_electronics 0.1238 -0.0047 -0.0006 tilt_INDUSTRY
2025-05-20 2025-05-21 ind_beverages -0.0850 -0.0032 0.0003 tilt_INDUSTRY
2025-05-20 2025-05-21 ind_real_estate_operations 0.0021 -0.0013 -0.0000 tilt_INDUSTRY
2025-05-20 2025-05-21 ind_healthcare_providers_services 0.0401 -0.0020 -0.0001 tilt_INDUSTRY
2025-05-20 2025-05-21 ind_passenger_transportation 0.0662 -0.0003 -0.0000 tilt_INDUSTRY
2025-05-20 2025-05-21 country_ID 0.0175 0.0034 0.0001 tilt_COUNTRY
2025-05-20 2025-05-21 size_SMALL -0.0069 -0.0020 0.0000 tilt_SIZE
2025-05-20 2025-05-21 ind_consumer_goods_conglomerates 0.0000 0.0058 0.0000 tilt_INDUSTRY
2025-05-20 2025-05-21 country_HK -0.0035 0.0030 -0.0000 tilt_COUNTRY
2025-05-20 2025-05-21 ind_hotels_entertainment -0.0590 -0.0090 0.0005 tilt_INDUSTRY
2025-05-20 2025-05-21 ind_multiline_utilities -0.0129 -0.0003 0.0000 tilt_INDUSTRY
2025-05-20 2025-05-21 bcost NaN NaN -0.0003 cost
2025-05-20 2025-05-21 ind_coal -0.0514 0.0098 -0.0005 tilt_INDUSTRY
2025-05-20 2025-05-21 ind_biotechnology 0.0171 0.0101 0.0002 tilt_INDUSTRY
2025-05-20 2025-05-21 country_AU -0.0996 -0.0039 0.0004 tilt_COUNTRY
2025-05-20 2025-05-21 size_MICRO -0.0089 0.0008 -0.0000 tilt_SIZE
2025-05-20 2025-05-21 country_JP 0.0433 -0.0029 -0.0001 tilt_COUNTRY
2025-05-20 2025-05-21 fmom 0.1983 0.0006 0.0001 alpha_QUALITY
2025-05-20 2025-05-21 ind_household_goods -0.0040 -0.0054 0.0000 tilt_INDUSTRY
2025-05-20 2025-05-21 ind_food_tobacco 0.1492 -0.0046 -0.0007 tilt_INDUSTRY
2025-05-20 2025-05-21 value_gc 1.5347 0.0009 0.0014 alpha_VALUE
2025-05-20 2025-05-21 linearCost NaN NaN -0.0001 cost
2025-05-20 2025-05-21 ind_commercial_services_supplies 0.0345 -0.0048 -0.0002 tilt_INDUSTRY
2025-05-20 2025-05-21 ind_natural_gas_utilities -0.0009 0.0007 -0.0000 tilt_INDUSTRY
2025-05-20 2025-05-21 ind_integrated_hardware_software 0.0083 -0.0080 -0.0001 tilt_INDUSTRY
2025-05-20 2025-05-21 ind_fintech 0.0006 0.0032 0.0000 tilt_INDUSTRY
2025-05-20 2025-05-21 fcost NaN NaN -0.0000 cost
2025-05-20 2025-05-21 country_TH 0.0086 -0.0127 -0.0001 tilt_COUNTRY
2025-05-20 2025-05-21 ind_uranium -0.0027 0.0141 -0.0000 tilt_INDUSTRY
2025-05-20 2025-05-21 ind_electric_utilities_ipps -0.0559 -0.0015 0.0001 tilt_INDUSTRY
2025-05-20 2025-05-21 ind_automobile -0.0231 0.0023 -0.0001 tilt_INDUSTRY
2025-05-20 2025-05-21 ind_transportation_infrastructure -0.0095 -0.0031 0.0000 tilt_INDUSTRY
2025-05-20 2025-05-21 ind_investment_services 0.0163 -0.0000 -0.0000 tilt_INDUSTRY
2025-05-20 2025-05-21 ind_semiconductors 0.0400 -0.0018 -0.0001 tilt_INDUSTRY
2025-05-21 2025-05-22 pdiscrepancy NaN NaN -0.0000 unexplained
2025-05-21 2025-05-22 country_XH 0.1692 0.0019 0.0003 tilt_COUNTRY
2025-05-21 2025-05-22 ind_renewable_energy 0.0190 -0.0057 -0.0001 tilt_INDUSTRY
2025-05-21 2025-05-22 country_HK -0.0016 -0.0004 0.0000 tilt_COUNTRY
2025-05-21 2025-05-22 ind_media_publishing 0.0140 0.0015 0.0000 tilt_INDUSTRY
2025-05-21 2025-05-22 ind_healthcare_equipment_supplies -0.0968 -0.0035 0.0003 tilt_INDUSTRY
2025-05-21 2025-05-22 country_JP 0.0486 0.0006 0.0000 tilt_COUNTRY
2025-05-21 2025-05-22 ind_metals_mining -0.1159 0.0007 -0.0001 tilt_INDUSTRY
2025-05-21 2025-05-22 specret NaN NaN -0.0042 unexplained
2025-05-21 2025-05-22 size_MID -0.0950 0.0009 -0.0001 tilt_SIZE
2025-05-21 2025-05-22 ind_household_products_services -0.0203 -0.0042 0.0001 tilt_INDUSTRY
2025-05-21 2025-05-22 ind_construction_engineering 0.0467 -0.0015 -0.0001 tilt_INDUSTRY
2025-05-21 2025-05-22 ind_telecommunications_serices 0.1224 -0.0014 -0.0002 tilt_INDUSTRY
2025-05-21 2025-05-22 ind_pharmaceuticals -0.0866 0.0007 -0.0001 tilt_INDUSTRY
2025-05-21 2025-05-22 ind_machinery -0.0980 -0.0010 0.0001 tilt_INDUSTRY
2025-05-21 2025-05-22 ind_uranium -0.0027 -0.0258 0.0001 tilt_INDUSTRY
2025-05-21 2025-05-22 ind_chemicals -0.0115 -0.0042 0.0000 tilt_INDUSTRY
2025-05-21 2025-05-22 value_gc 1.5338 -0.0005 -0.0007 alpha_VALUE
2025-05-21 2025-05-22 ind_natural_gas_utilities -0.0009 0.0021 -0.0000 tilt_INDUSTRY
2025-05-21 2025-05-22 ind_transportation_infrastructure -0.0060 0.0022 -0.0000 tilt_INDUSTRY
2025-05-21 2025-05-22 size_LARGE 0.1493 -0.0010 -0.0001 tilt_SIZE
2025-05-21 2025-05-22 size_MICRO -0.0085 0.0018 -0.0000 tilt_SIZE
2025-05-21 2025-05-22 ind_multiline_utilities -0.0129 -0.0004 0.0000 tilt_INDUSTRY
2025-05-21 2025-05-22 revision 0.7165 0.0009 0.0006 alpha_REVISION
2025-05-21 2025-05-22 ind_food_drug_retail 0.0467 -0.0006 -0.0000 tilt_INDUSTRY
2025-05-21 2025-05-22 sbeta_market 0.0215 -0.0102 -0.0002 risk_exposure
2025-05-21 2025-05-22 ind_investment_services 0.0158 0.0004 0.0000 tilt_INDUSTRY
2025-05-21 2025-05-22 ind_holding_companies -0.0049 -0.0084 0.0000 tilt_INDUSTRY
2025-05-21 2025-05-22 ind_software_it_services 0.1447 0.0014 0.0002 tilt_INDUSTRY
2025-05-21 2025-05-22 ind_aerospace_defense 0.0046 0.0062 0.0000 tilt_INDUSTRY
2025-05-21 2025-05-22 country_PH 0.0024 -0.0111 -0.0000 tilt_COUNTRY
2025-05-21 2025-05-22 ind_electric_utilities_ipps -0.0559 -0.0050 0.0003 tilt_INDUSTRY
2025-05-21 2025-05-22 country_IN 0.0158 -0.0023 -0.0000 tilt_COUNTRY
2025-05-21 2025-05-22 ind_specialty_reatil 0.0057 -0.0025 -0.0000 tilt_INDUSTRY
2025-05-21 2025-05-22 ind_freight_logistics 0.0167 0.0051 0.0001 tilt_INDUSTRY
2025-05-21 2025-05-22 country_KR -0.1008 -0.0074 0.0007 tilt_COUNTRY
2025-05-21 2025-05-22 country_MY 0.0058 -0.0058 -0.0000 tilt_COUNTRY
2025-05-21 2025-05-22 fcost NaN NaN -0.0000 cost
2025-05-21 2025-05-22 ind_hotels_entertainment -0.0585 -0.0012 0.0001 tilt_INDUSTRY
2025-05-21 2025-05-22 ind_diversified_retail 0.0020 -0.0011 -0.0000 tilt_INDUSTRY
2025-05-21 2025-05-22 value_liq 0.6901 0.0002 0.0001 alpha_VALUE
2025-05-21 2025-05-22 ind_textiles_apparel -0.0248 -0.0050 0.0001 tilt_INDUSTRY
2025-05-21 2025-05-22 ind_fintech 0.0005 0.0098 0.0000 tilt_INDUSTRY
2025-05-21 2025-05-22 ind_real_estate_operations 0.0033 -0.0033 -0.0000 tilt_INDUSTRY
2025-05-21 2025-05-22 ind_electronic_equipment -0.0526 0.0025 -0.0001 tilt_INDUSTRY
2025-05-21 2025-05-22 ind_insurance 0.0764 0.0053 0.0004 tilt_INDUSTRY
2025-05-21 2025-05-22 ind_healthcare_providers_services 0.0394 -0.0085 -0.0003 tilt_INDUSTRY
2025-05-21 2025-05-22 ind_water_utilities -0.0070 -0.0020 0.0000 tilt_INDUSTRY
2025-05-21 2025-05-22 ind_integrated_hardware_software 0.0081 0.0044 0.0000 tilt_INDUSTRY
2025-05-21 2025-05-22 ind_passenger_transportation 0.0672 -0.0006 -0.0000 tilt_INDUSTRY
2025-05-21 2025-05-22 momentum -0.1349 0.0004 -0.0001 alpha_MOMENTUM
2025-05-21 2025-05-22 ind_biotechnology 0.0172 0.0026 0.0000 tilt_INDUSTRY
2025-05-21 2025-05-22 country_SG 0.0085 0.0009 0.0000 tilt_COUNTRY
2025-05-21 2025-05-22 ind_beverages -0.0854 -0.0005 0.0000 tilt_INDUSTRY
2025-05-21 2025-05-22 ind_homebuilding_building_products -0.0344 -0.0080 0.0003 tilt_INDUSTRY
2025-05-21 2025-05-22 sdiscrepancy NaN NaN 0.0000 unexplained
2025-05-21 2025-05-22 ind_office_equipment 0.0000 -0.0053 0.0000 tilt_INDUSTRY
2025-05-21 2025-05-22 linkage 0.9216 0.0005 0.0005 alpha_MOMENTUM
2025-05-21 2025-05-22 reversal 0.9838 -0.0005 -0.0005 alpha_REVERSAL
2025-05-21 2025-05-22 ind_leisure_products 0.0094 0.0023 0.0000 tilt_INDUSTRY
2025-05-21 2025-05-22 ind_communications_equipment -0.0186 0.0055 -0.0001 tilt_INDUSTRY
2025-05-21 2025-05-22 stability 4.6746 -0.0002 -0.0011 alpha_QUALITY
2025-05-21 2025-05-22 ind_banking_services -0.0794 0.0023 -0.0002 tilt_INDUSTRY
2025-05-21 2025-05-22 ind_paper_forestry -0.0065 -0.0027 0.0000 tilt_INDUSTRY
2025-05-21 2025-05-22 ind_commercial_services_supplies 0.0312 0.0005 0.0000 tilt_INDUSTRY
2025-05-21 2025-05-22 size_SMALL -0.0068 -0.0004 0.0000 tilt_SIZE
2025-05-21 2025-05-22 country_TH 0.0109 -0.0063 -0.0001 tilt_COUNTRY
2025-05-21 2025-05-22 country_TW 0.0750 -0.0036 -0.0003 tilt_COUNTRY
2025-05-21 2025-05-22 ind_household_goods -0.0039 0.0023 -0.0000 tilt_INDUSTRY
2025-05-21 2025-05-22 ind_automobile -0.0242 -0.0017 0.0000 tilt_INDUSTRY
2025-05-21 2025-05-22 ind_construction_materials -0.0037 -0.0007 0.0000 tilt_INDUSTRY
2025-05-21 2025-05-22 ind_food_tobacco 0.1491 -0.0028 -0.0004 tilt_INDUSTRY
2025-05-21 2025-05-22 ind_consumer_goods_conglomerates 0.0000 0.0022 0.0000 tilt_INDUSTRY
2025-05-21 2025-05-22 country_ID 0.0150 0.0050 0.0001 tilt_COUNTRY
2025-05-21 2025-05-22 country_NZ -0.0184 -0.0014 0.0000 tilt_COUNTRY
2025-05-21 2025-05-22 ind_semiconductors 0.0458 0.0042 0.0002 tilt_INDUSTRY
2025-05-21 2025-05-22 ind_industrial_distribution 0.0189 -0.0073 -0.0001 tilt_INDUSTRY
2025-05-21 2025-05-22 ind_oil_gas -0.0020 -0.0035 0.0000 tilt_INDUSTRY
2025-05-21 2025-05-22 market 0.0391 0.0029 0.0001 risk_exposure
2025-05-21 2025-05-22 country_AU -0.1001 -0.0018 0.0002 tilt_COUNTRY
2025-05-21 2025-05-22 ind_coal -0.0511 -0.0041 0.0002 tilt_INDUSTRY
2025-05-21 2025-05-22 ind_oil_gas_equipment_services -0.0147 -0.0027 0.0000 tilt_INDUSTRY
2025-05-21 2025-05-22 country_CN -0.0912 0.0020 -0.0002 tilt_COUNTRY
2025-05-21 2025-05-22 ind_containers_packaging -0.0040 0.0049 -0.0000 tilt_INDUSTRY
2025-05-21 2025-05-22 linearCost NaN NaN -0.0001 cost
2025-05-21 2025-05-22 ind_computers_phones_household_electronics 0.1229 0.0005 0.0001 tilt_INDUSTRY
2025-05-21 2025-05-22 impactCost NaN NaN -0.0002 cost
2025-05-21 2025-05-22 quality 3.1316 0.0006 0.0017 alpha_QUALITY
2025-05-21 2025-05-22 neglect 0.8112 -0.0003 -0.0003 alpha_VALUE
2025-05-21 2025-05-22 bcost NaN NaN -0.0003 cost
2025-05-21 2025-05-22 fmom 0.1870 0.0000 0.0000 alpha_QUALITY
2025-05-22 2025-05-23 ind_investment_services 0.0155 -0.0002 -0.0000 tilt_INDUSTRY
2025-05-22 2025-05-23 country_CN -0.0871 -0.0062 0.0005 tilt_COUNTRY
2025-05-22 2025-05-23 country_ID 0.0130 0.0032 0.0000 tilt_COUNTRY
2025-05-22 2025-05-23 market 0.0557 0.0014 0.0001 risk_exposure
2025-05-22 2025-05-23 ind_holding_companies -0.0049 0.0089 -0.0000 tilt_INDUSTRY
2025-05-22 2025-05-23 ind_specialty_reatil 0.0037 -0.0032 -0.0000 tilt_INDUSTRY
2025-05-22 2025-05-23 ind_software_it_services 0.1462 -0.0027 -0.0004 tilt_INDUSTRY
2025-05-22 2025-05-23 country_KR -0.1004 0.0004 -0.0000 tilt_COUNTRY
2025-05-22 2025-05-23 ind_electric_utilities_ipps -0.0548 -0.0026 0.0001 tilt_INDUSTRY
2025-05-22 2025-05-23 ind_office_equipment 0.0000 -0.0006 0.0000 tilt_INDUSTRY
2025-05-22 2025-05-23 quality 3.1451 0.0004 0.0012 alpha_QUALITY
2025-05-22 2025-05-23 country_PH 0.0024 0.0217 0.0001 tilt_COUNTRY
2025-05-22 2025-05-23 fmom 0.1709 0.0002 0.0000 alpha_QUALITY
2025-05-22 2025-05-23 ind_commercial_services_supplies 0.0306 -0.0054 -0.0002 tilt_INDUSTRY
2025-05-22 2025-05-23 ind_pharmaceuticals -0.0878 0.0051 -0.0005 tilt_INDUSTRY
2025-05-22 2025-05-23 ind_natural_gas_utilities -0.0007 -0.0043 0.0000 tilt_INDUSTRY
2025-05-22 2025-05-23 ind_transportation_infrastructure -0.0025 -0.0064 0.0000 tilt_INDUSTRY
2025-05-22 2025-05-23 ind_communications_equipment -0.0164 -0.0064 0.0001 tilt_INDUSTRY
2025-05-22 2025-05-23 ind_electronic_equipment -0.0542 -0.0040 0.0002 tilt_INDUSTRY
2025-05-22 2025-05-23 ind_water_utilities -0.0064 -0.0080 0.0001 tilt_INDUSTRY
2025-05-22 2025-05-23 country_IN 0.0157 0.0068 0.0001 tilt_COUNTRY
2025-05-22 2025-05-23 ind_paper_forestry -0.0062 0.0056 -0.0000 tilt_INDUSTRY
2025-05-22 2025-05-23 stability 4.6740 0.0007 0.0034 alpha_QUALITY
2025-05-22 2025-05-23 ind_machinery -0.0941 0.0006 -0.0001 tilt_INDUSTRY
2025-05-22 2025-05-23 impactCost NaN NaN -0.0001 cost
2025-05-22 2025-05-23 ind_construction_engineering 0.0486 0.0005 0.0000 tilt_INDUSTRY
2025-05-22 2025-05-23 ind_food_drug_retail 0.0484 -0.0034 -0.0002 tilt_INDUSTRY
2025-05-22 2025-05-23 country_TH 0.0234 0.0031 0.0001 tilt_COUNTRY
2025-05-22 2025-05-23 country_XH 0.1643 0.0074 0.0012 tilt_COUNTRY
2025-05-22 2025-05-23 revision 0.6714 -0.0000 -0.0000 alpha_REVISION
2025-05-22 2025-05-23 ind_chemicals -0.0158 0.0040 -0.0001 tilt_INDUSTRY
2025-05-22 2025-05-23 momentum -0.1483 -0.0003 0.0001 alpha_MOMENTUM
2025-05-22 2025-05-23 country_NZ -0.0184 -0.0060 0.0001 tilt_COUNTRY
2025-05-22 2025-05-23 ind_integrated_hardware_software 0.0081 -0.0067 -0.0001 tilt_INDUSTRY
2025-05-22 2025-05-23 country_SG 0.0116 0.0011 0.0000 tilt_COUNTRY
2025-05-22 2025-05-23 ind_fintech 0.0003 -0.0048 -0.0000 tilt_INDUSTRY
2025-05-22 2025-05-23 country_MY 0.0059 0.0068 0.0000 tilt_COUNTRY
2025-05-22 2025-05-23 fcost NaN NaN -0.0000 cost
2025-05-22 2025-05-23 ind_construction_materials -0.0036 -0.0021 0.0000 tilt_INDUSTRY
2025-05-22 2025-05-23 reversal 1.0048 -0.0002 -0.0002 alpha_REVERSAL
2025-05-22 2025-05-23 ind_semiconductors 0.0506 -0.0040 -0.0002 tilt_INDUSTRY
2025-05-22 2025-05-23 ind_automobile -0.0255 0.0042 -0.0001 tilt_INDUSTRY
2025-05-22 2025-05-23 ind_industrial_distribution 0.0210 0.0046 0.0001 tilt_INDUSTRY
2025-05-22 2025-05-23 ind_diversified_retail 0.0020 -0.0028 -0.0000 tilt_INDUSTRY
2025-05-22 2025-05-23 ind_media_publishing 0.0164 -0.0009 -0.0000 tilt_INDUSTRY
2025-05-22 2025-05-23 sdiscrepancy NaN NaN 0.0002 unexplained
2025-05-22 2025-05-23 size_MID -0.0938 0.0005 -0.0000 tilt_SIZE
2025-05-22 2025-05-23 specret NaN NaN 0.0025 unexplained
2025-05-22 2025-05-23 country_TW 0.0721 0.0028 0.0002 tilt_COUNTRY
2025-05-22 2025-05-23 value_gc 1.5497 0.0002 0.0004 alpha_VALUE
2025-05-22 2025-05-23 ind_healthcare_equipment_supplies -0.0966 0.0051 -0.0005 tilt_INDUSTRY
2025-05-22 2025-05-23 ind_multiline_utilities -0.0129 -0.0128 0.0002 tilt_INDUSTRY
2025-05-22 2025-05-23 linkage 0.9385 -0.0002 -0.0002 alpha_MOMENTUM
2025-05-22 2025-05-23 country_AU -0.1003 0.0019 -0.0002 tilt_COUNTRY
2025-05-22 2025-05-23 ind_household_products_services -0.0198 0.0010 -0.0000 tilt_INDUSTRY
2025-05-22 2025-05-23 ind_consumer_goods_conglomerates 0.0001 0.0114 0.0000 tilt_INDUSTRY
2025-05-22 2025-05-23 neglect 0.8075 -0.0010 -0.0008 alpha_VALUE
2025-05-22 2025-05-23 size_MICRO -0.0064 -0.0008 0.0000 tilt_SIZE
2025-05-22 2025-05-23 bcost NaN NaN -0.0003 cost
2025-05-22 2025-05-23 ind_beverages -0.0859 0.0009 -0.0001 tilt_INDUSTRY
2025-05-22 2025-05-23 pdiscrepancy NaN NaN -0.0000 unexplained
2025-05-22 2025-05-23 ind_oil_gas_equipment_services -0.0145 -0.0002 0.0000 tilt_INDUSTRY
2025-05-22 2025-05-23 ind_coal -0.0510 0.0019 -0.0001 tilt_INDUSTRY
2025-05-22 2025-05-23 ind_telecommunications_serices 0.1220 -0.0039 -0.0005 tilt_INDUSTRY
2025-05-22 2025-05-23 linearCost NaN NaN -0.0001 cost
2025-05-22 2025-05-23 country_JP 0.0487 0.0060 0.0003 tilt_COUNTRY
2025-05-22 2025-05-23 ind_containers_packaging -0.0042 -0.0012 0.0000 tilt_INDUSTRY
2025-05-22 2025-05-23 value_liq 0.7205 0.0001 0.0001 alpha_VALUE
2025-05-22 2025-05-23 size_LARGE 0.1594 -0.0006 -0.0001 tilt_SIZE
2025-05-22 2025-05-23 country_HK 0.0047 0.0047 0.0000 tilt_COUNTRY
2025-05-22 2025-05-23 ind_metals_mining -0.1146 0.0037 -0.0004 tilt_INDUSTRY
2025-05-22 2025-05-23 ind_aerospace_defense 0.0043 0.0003 0.0000 tilt_INDUSTRY
2025-05-22 2025-05-23 ind_real_estate_operations 0.0040 0.0008 0.0000 tilt_INDUSTRY
2025-05-22 2025-05-23 ind_banking_services -0.0904 0.0015 -0.0001 tilt_INDUSTRY
2025-05-22 2025-05-23 size_SMALL -0.0035 -0.0001 0.0000 tilt_SIZE
2025-05-22 2025-05-23 ind_oil_gas 0.0067 0.0023 0.0000 tilt_INDUSTRY
2025-05-22 2025-05-23 ind_homebuilding_building_products -0.0347 0.0010 -0.0000 tilt_INDUSTRY
2025-05-22 2025-05-23 ind_healthcare_providers_services 0.0396 0.0015 0.0001 tilt_INDUSTRY
2025-05-22 2025-05-23 ind_biotechnology 0.0173 0.0077 0.0001 tilt_INDUSTRY
2025-05-22 2025-05-23 ind_uranium -0.0028 0.0832 -0.0002 tilt_INDUSTRY
2025-05-22 2025-05-23 ind_leisure_products 0.0088 -0.0007 -0.0000 tilt_INDUSTRY
2025-05-22 2025-05-23 ind_insurance 0.0773 0.0020 0.0002 tilt_INDUSTRY
2025-05-22 2025-05-23 ind_computers_phones_household_electronics 0.1229 -0.0061 -0.0008 tilt_INDUSTRY
2025-05-22 2025-05-23 ind_freight_logistics 0.0171 -0.0034 -0.0001 tilt_INDUSTRY
2025-05-22 2025-05-23 ind_renewable_energy 0.0184 -0.0029 -0.0001 tilt_INDUSTRY
2025-05-22 2025-05-23 sbeta_market 0.0302 -0.0049 -0.0001 risk_exposure
2025-05-22 2025-05-23 ind_textiles_apparel -0.0262 -0.0009 0.0000 tilt_INDUSTRY
2025-05-22 2025-05-23 ind_household_goods -0.0040 0.0024 -0.0000 tilt_INDUSTRY
2025-05-22 2025-05-23 ind_hotels_entertainment -0.0560 0.0003 -0.0000 tilt_INDUSTRY
2025-05-22 2025-05-23 ind_food_tobacco 0.1498 0.0004 0.0001 tilt_INDUSTRY
2025-05-22 2025-05-23 ind_passenger_transportation 0.0678 -0.0037 -0.0003 tilt_INDUSTRY
2025-05-23 2025-05-26 ind_banking_services -0.0932 -0.0024 0.0002 tilt_INDUSTRY
2025-05-23 2025-05-26 ind_water_utilities -0.0062 0.0008 -0.0000 tilt_INDUSTRY
2025-05-23 2025-05-26 fmom 0.1896 -0.0001 -0.0000 alpha_QUALITY
2025-05-23 2025-05-26 ind_communications_equipment -0.0127 0.0064 -0.0001 tilt_INDUSTRY
2025-05-23 2025-05-26 stability 4.6952 0.0000 0.0001 alpha_QUALITY
2025-05-23 2025-05-26 size_MID -0.0980 -0.0006 0.0001 tilt_SIZE
2025-05-23 2025-05-26 country_KR -0.1016 0.0192 -0.0020 tilt_COUNTRY
2025-05-23 2025-05-26 ind_beverages -0.0862 -0.0051 0.0004 tilt_INDUSTRY
2025-05-23 2025-05-26 ind_food_tobacco 0.1501 0.0032 0.0005 tilt_INDUSTRY
2025-05-23 2025-05-26 ind_holding_companies -0.0047 -0.0062 0.0000 tilt_INDUSTRY
2025-05-23 2025-05-26 country_AU -0.0998 -0.0020 0.0002 tilt_COUNTRY
2025-05-23 2025-05-26 country_XH 0.1615 -0.0111 -0.0018 tilt_COUNTRY
2025-05-23 2025-05-26 country_SG 0.0154 -0.0022 -0.0000 tilt_COUNTRY
2025-05-23 2025-05-26 ind_media_publishing 0.0193 0.0067 0.0001 tilt_INDUSTRY
2025-05-23 2025-05-26 ind_freight_logistics 0.0154 0.0008 0.0000 tilt_INDUSTRY
2025-05-23 2025-05-26 reversal 0.8919 0.0017 0.0015 alpha_REVERSAL
2025-05-23 2025-05-26 sdiscrepancy NaN NaN -0.0000 unexplained
2025-05-23 2025-05-26 market 0.0584 -0.0017 -0.0001 risk_exposure
2025-05-23 2025-05-26 ind_pharmaceuticals -0.0876 -0.0103 0.0009 tilt_INDUSTRY
2025-05-23 2025-05-26 ind_healthcare_providers_services 0.0402 -0.0015 -0.0001 tilt_INDUSTRY
2025-05-23 2025-05-26 ind_transportation_infrastructure 0.0028 0.0016 0.0000 tilt_INDUSTRY
2025-05-23 2025-05-26 ind_renewable_energy 0.0182 -0.0001 -0.0000 tilt_INDUSTRY
2025-05-23 2025-05-26 ind_healthcare_equipment_supplies -0.0978 -0.0066 0.0006 tilt_INDUSTRY
2025-05-23 2025-05-26 ind_uranium -0.0029 0.0882 -0.0003 tilt_INDUSTRY
2025-05-23 2025-05-26 ind_consumer_goods_conglomerates 0.0007 0.0025 0.0000 tilt_INDUSTRY
2025-05-23 2025-05-26 ind_oil_gas_equipment_services -0.0145 0.0001 -0.0000 tilt_INDUSTRY
2025-05-23 2025-05-26 linkage 0.9293 0.0002 0.0002 alpha_MOMENTUM
2025-05-23 2025-05-26 ind_leisure_products 0.0082 -0.0016 -0.0000 tilt_INDUSTRY
2025-05-23 2025-05-26 ind_telecommunications_serices 0.1220 0.0069 0.0008 tilt_INDUSTRY
2025-05-23 2025-05-26 country_TW 0.0687 -0.0070 -0.0005 tilt_COUNTRY
2025-05-23 2025-05-26 bcost NaN NaN -0.0009 cost
2025-05-23 2025-05-26 linearCost NaN NaN -0.0001 cost
2025-05-23 2025-05-26 ind_containers_packaging -0.0043 0.0003 -0.0000 tilt_INDUSTRY
2025-05-23 2025-05-26 value_liq 0.7449 -0.0016 -0.0012 alpha_VALUE
2025-05-23 2025-05-26 ind_coal -0.0513 -0.0005 0.0000 tilt_INDUSTRY
2025-05-23 2025-05-26 ind_electric_utilities_ipps -0.0562 0.0042 -0.0002 tilt_INDUSTRY
2025-05-23 2025-05-26 country_JP 0.0346 0.0042 0.0001 tilt_COUNTRY
2025-05-23 2025-05-26 size_SMALL -0.0023 0.0016 -0.0000 tilt_SIZE
2025-05-23 2025-05-26 ind_household_goods -0.0040 -0.0059 0.0000 tilt_INDUSTRY
2025-05-23 2025-05-26 ind_homebuilding_building_products -0.0350 0.0022 -0.0001 tilt_INDUSTRY
2025-05-23 2025-05-26 country_TH 0.0390 -0.0009 -0.0000 tilt_COUNTRY
2025-05-23 2025-05-26 ind_paper_forestry -0.0064 -0.0034 0.0000 tilt_INDUSTRY
2025-05-23 2025-05-26 impactCost NaN NaN -0.0002 cost
2025-05-23 2025-05-26 country_NZ -0.0183 -0.0054 0.0001 tilt_COUNTRY
2025-05-23 2025-05-26 ind_automobile -0.0289 -0.0102 0.0003 tilt_INDUSTRY
2025-05-23 2025-05-26 ind_industrial_distribution 0.0248 -0.0086 -0.0002 tilt_INDUSTRY
2025-05-23 2025-05-26 ind_commercial_services_supplies 0.0317 0.0029 0.0001 tilt_INDUSTRY
2025-05-23 2025-05-26 ind_semiconductors 0.0519 0.0032 0.0002 tilt_INDUSTRY
2025-05-23 2025-05-26 ind_construction_materials -0.0036 -0.0035 0.0000 tilt_INDUSTRY
2025-05-23 2025-05-26 ind_office_equipment 0.0000 -0.0035 0.0000 tilt_INDUSTRY
2025-05-23 2025-05-26 country_CN -0.0895 -0.0013 0.0001 tilt_COUNTRY
2025-05-23 2025-05-26 quality 3.1832 -0.0007 -0.0021 alpha_QUALITY
2025-05-23 2025-05-26 value_gc 1.5864 -0.0001 -0.0002 alpha_VALUE
2025-05-23 2025-05-26 country_ID 0.0130 0.0003 0.0000 tilt_COUNTRY
2025-05-23 2025-05-26 ind_natural_gas_utilities -0.0000 0.0032 -0.0000 tilt_INDUSTRY
2025-05-23 2025-05-26 pdiscrepancy NaN NaN 0.0000 unexplained
2025-05-23 2025-05-26 size_MICRO -0.0066 0.0016 -0.0000 tilt_SIZE
2025-05-23 2025-05-26 country_PH 0.0024 -0.0064 -0.0000 tilt_COUNTRY
2025-05-23 2025-05-26 fcost NaN NaN -0.0001 cost
2025-05-23 2025-05-26 ind_software_it_services 0.1424 0.0054 0.0008 tilt_INDUSTRY
2025-05-23 2025-05-26 ind_investment_services 0.0163 -0.0015 -0.0000 tilt_INDUSTRY
2025-05-23 2025-05-26 ind_food_drug_retail 0.0486 0.0001 0.0000 tilt_INDUSTRY
2025-05-23 2025-05-26 ind_fintech 0.0002 -0.0026 -0.0000 tilt_INDUSTRY
2025-05-23 2025-05-26 ind_specialty_reatil 0.0019 -0.0048 -0.0000 tilt_INDUSTRY
2025-05-23 2025-05-26 momentum -0.1154 0.0005 -0.0001 alpha_MOMENTUM
2025-05-23 2025-05-26 revision 0.7385 -0.0003 -0.0002 alpha_REVISION
2025-05-23 2025-05-26 ind_integrated_hardware_software 0.0083 0.0146 0.0001 tilt_INDUSTRY
2025-05-23 2025-05-26 ind_construction_engineering 0.0503 0.0037 0.0002 tilt_INDUSTRY
2025-05-23 2025-05-26 ind_machinery -0.0942 -0.0001 0.0000 tilt_INDUSTRY
2025-05-23 2025-05-26 country_IN 0.0145 0.0062 0.0001 tilt_COUNTRY
2025-05-23 2025-05-26 ind_electronic_equipment -0.0540 0.0007 -0.0000 tilt_INDUSTRY
2025-05-23 2025-05-26 ind_chemicals -0.0259 -0.0009 0.0000 tilt_INDUSTRY
2025-05-23 2025-05-26 size_LARGE 0.1653 -0.0013 -0.0002 tilt_SIZE
2025-05-23 2025-05-26 ind_biotechnology 0.0166 -0.0139 -0.0002 tilt_INDUSTRY
2025-05-23 2025-05-26 ind_diversified_retail 0.0020 -0.0075 -0.0000 tilt_INDUSTRY
2025-05-23 2025-05-26 sbeta_market 0.0275 0.0041 0.0001 risk_exposure
2025-05-23 2025-05-26 ind_household_products_services -0.0198 -0.0065 0.0001 tilt_INDUSTRY
2025-05-23 2025-05-26 ind_multiline_utilities -0.0130 0.0091 -0.0001 tilt_INDUSTRY
2025-05-23 2025-05-26 specret NaN NaN -0.0000 unexplained
2025-05-23 2025-05-26 ind_metals_mining -0.1143 0.0022 -0.0003 tilt_INDUSTRY
2025-05-23 2025-05-26 ind_computers_phones_household_electronics 0.1219 0.0048 0.0006 tilt_INDUSTRY
2025-05-23 2025-05-26 country_MY 0.0061 -0.0022 -0.0000 tilt_COUNTRY
2025-05-23 2025-05-26 country_HK 0.0126 -0.0049 -0.0001 tilt_COUNTRY
2025-05-23 2025-05-26 ind_passenger_transportation 0.0684 0.0095 0.0006 tilt_INDUSTRY
2025-05-23 2025-05-26 ind_insurance 0.0773 0.0039 0.0003 tilt_INDUSTRY
2025-05-23 2025-05-26 ind_real_estate_operations 0.0048 0.0002 0.0000 tilt_INDUSTRY
2025-05-23 2025-05-26 ind_oil_gas 0.0133 0.0026 0.0000 tilt_INDUSTRY
2025-05-23 2025-05-26 ind_aerospace_defense 0.0040 0.0007 0.0000 tilt_INDUSTRY
2025-05-23 2025-05-26 ind_textiles_apparel -0.0296 -0.0023 0.0001 tilt_INDUSTRY
2025-05-23 2025-05-26 ind_hotels_entertainment -0.0513 0.0032 -0.0002 tilt_INDUSTRY
2025-05-23 2025-05-26 neglect 0.8106 0.0011 0.0009 alpha_VALUE
2025-05-26 2025-05-27 value_liq 0.8126 0.0003 0.0002 alpha_VALUE
2025-05-26 2025-05-27 value_gc 1.6712 -0.0002 -0.0003 alpha_VALUE
2025-05-26 2025-05-27 ind_holding_companies -0.0044 0.0012 -0.0000 tilt_INDUSTRY
2025-05-26 2025-05-27 linkage 0.9393 0.0005 0.0005 alpha_MOMENTUM
2025-05-26 2025-05-27 country_TW 0.0663 -0.0068 -0.0005 tilt_COUNTRY
2025-05-26 2025-05-27 ind_textiles_apparel -0.0320 0.0040 -0.0001 tilt_INDUSTRY
2025-05-26 2025-05-27 ind_leisure_products 0.0055 0.0028 0.0000 tilt_INDUSTRY
2025-05-26 2025-05-27 ind_commercial_services_supplies 0.0301 -0.0008 -0.0000 tilt_INDUSTRY
2025-05-26 2025-05-27 country_TH 0.0506 -0.0129 -0.0007 tilt_COUNTRY
2025-05-26 2025-05-27 ind_transportation_infrastructure 0.0081 -0.0006 -0.0000 tilt_INDUSTRY
2025-05-26 2025-05-27 ind_investment_services 0.0165 0.0037 0.0001 tilt_INDUSTRY
2025-05-26 2025-05-27 ind_uranium -0.0028 -0.0155 0.0000 tilt_INDUSTRY
2025-05-26 2025-05-27 country_SG 0.0209 0.0042 0.0001 tilt_COUNTRY
2025-05-26 2025-05-27 ind_integrated_hardware_software 0.0083 -0.0011 -0.0000 tilt_INDUSTRY
2025-05-26 2025-05-27 ind_telecommunications_serices 0.1217 0.0022 0.0003 tilt_INDUSTRY
2025-05-26 2025-05-27 ind_water_utilities -0.0064 0.0038 -0.0000 tilt_INDUSTRY
2025-05-26 2025-05-27 country_PH 0.0024 -0.0015 -0.0000 tilt_COUNTRY
2025-05-26 2025-05-27 linearCost NaN NaN -0.0002 cost
2025-05-26 2025-05-27 ind_insurance 0.0782 0.0040 0.0003 tilt_INDUSTRY
2025-05-26 2025-05-27 ind_computers_phones_household_electronics 0.1200 -0.0036 -0.0004 tilt_INDUSTRY
2025-05-26 2025-05-27 ind_banking_services -0.0943 0.0034 -0.0003 tilt_INDUSTRY
2025-05-26 2025-05-27 country_NZ -0.0187 0.0015 -0.0000 tilt_COUNTRY
2025-05-26 2025-05-27 ind_industrial_distribution 0.0279 0.0020 0.0001 tilt_INDUSTRY
2025-05-26 2025-05-27 market 0.0347 0.0016 0.0001 risk_exposure
2025-05-26 2025-05-27 country_MY 0.0060 -0.0048 -0.0000 tilt_COUNTRY
2025-05-26 2025-05-27 momentum -0.1305 -0.0005 0.0001 alpha_MOMENTUM
2025-05-26 2025-05-27 ind_communications_equipment -0.0107 -0.0019 0.0000 tilt_INDUSTRY
2025-05-26 2025-05-27 ind_coal -0.0511 -0.0042 0.0002 tilt_INDUSTRY
2025-05-26 2025-05-27 ind_machinery -0.0862 -0.0026 0.0002 tilt_INDUSTRY
2025-05-26 2025-05-27 ind_specialty_reatil 0.0000 -0.0008 -0.0000 tilt_INDUSTRY
2025-05-26 2025-05-27 ind_oil_gas_equipment_services -0.0145 -0.0018 0.0000 tilt_INDUSTRY
2025-05-26 2025-05-27 ind_automobile -0.0322 -0.0024 0.0001 tilt_INDUSTRY
2025-05-26 2025-05-27 ind_paper_forestry -0.0064 -0.0005 0.0000 tilt_INDUSTRY
2025-05-26 2025-05-27 ind_office_equipment 0.0000 -0.0073 0.0000 tilt_INDUSTRY
2025-05-26 2025-05-27 ind_beverages -0.0878 0.0045 -0.0004 tilt_INDUSTRY
2025-05-26 2025-05-27 ind_aerospace_defense 0.0037 0.0060 0.0000 tilt_INDUSTRY
2025-05-26 2025-05-27 ind_passenger_transportation 0.0688 -0.0020 -0.0001 tilt_INDUSTRY
2025-05-26 2025-05-27 ind_natural_gas_utilities 0.0010 -0.0016 -0.0000 tilt_INDUSTRY
2025-05-26 2025-05-27 ind_pharmaceuticals -0.0853 0.0099 -0.0008 tilt_INDUSTRY
2025-05-26 2025-05-27 impactCost NaN NaN -0.0002 cost
2025-05-26 2025-05-27 ind_fintech -0.0003 0.0053 -0.0000 tilt_INDUSTRY
2025-05-26 2025-05-27 ind_real_estate_operations 0.0054 0.0014 0.0000 tilt_INDUSTRY
2025-05-26 2025-05-27 ind_multiline_utilities -0.0129 -0.0064 0.0001 tilt_INDUSTRY
2025-05-26 2025-05-27 ind_biotechnology 0.0154 0.0194 0.0003 tilt_INDUSTRY
2025-05-26 2025-05-27 fmom 0.2432 0.0001 0.0000 alpha_QUALITY
2025-05-26 2025-05-27 ind_renewable_energy 0.0179 -0.0024 -0.0000 tilt_INDUSTRY
2025-05-26 2025-05-27 ind_metals_mining -0.1162 -0.0082 0.0010 tilt_INDUSTRY
2025-05-26 2025-05-27 ind_semiconductors 0.0490 -0.0041 -0.0002 tilt_INDUSTRY
2025-05-26 2025-05-27 ind_chemicals -0.0378 0.0033 -0.0001 tilt_INDUSTRY
2025-05-26 2025-05-27 fcost NaN NaN -0.0000 cost
2025-05-26 2025-05-27 ind_software_it_services 0.1337 -0.0033 -0.0004 tilt_INDUSTRY
2025-05-26 2025-05-27 ind_media_publishing 0.0222 -0.0042 -0.0001 tilt_INDUSTRY
2025-05-26 2025-05-27 country_XH 0.1562 0.0064 0.0010 tilt_COUNTRY
2025-05-26 2025-05-27 ind_household_products_services -0.0198 0.0005 -0.0000 tilt_INDUSTRY
2025-05-26 2025-05-27 ind_construction_engineering 0.0518 -0.0016 -0.0001 tilt_INDUSTRY
2025-05-26 2025-05-27 ind_oil_gas 0.0156 -0.0013 -0.0000 tilt_INDUSTRY
2025-05-26 2025-05-27 neglect 0.8181 0.0004 0.0004 alpha_VALUE
2025-05-26 2025-05-27 ind_electronic_equipment -0.0540 -0.0059 0.0003 tilt_INDUSTRY
2025-05-26 2025-05-27 ind_homebuilding_building_products -0.0348 0.0003 -0.0000 tilt_INDUSTRY
2025-05-26 2025-05-27 ind_containers_packaging -0.0042 0.0027 -0.0000 tilt_INDUSTRY
2025-05-26 2025-05-27 country_ID 0.0130 0.0026 0.0000 tilt_COUNTRY
2025-05-26 2025-05-27 sbeta_market 0.0095 -0.0033 -0.0000 risk_exposure
2025-05-26 2025-05-27 size_SMALL -0.0081 0.0018 -0.0000 tilt_SIZE
2025-05-26 2025-05-27 ind_freight_logistics 0.0133 0.0017 0.0000 tilt_INDUSTRY
2025-05-26 2025-05-27 size_MICRO -0.0094 0.0048 -0.0000 tilt_SIZE
2025-05-26 2025-05-27 country_AU -0.0994 0.0057 -0.0006 tilt_COUNTRY
2025-05-26 2025-05-27 sdiscrepancy NaN NaN -0.0001 unexplained
2025-05-26 2025-05-27 size_MID -0.1041 -0.0012 0.0001 tilt_SIZE
2025-05-26 2025-05-27 country_HK 0.0218 0.0061 0.0001 tilt_COUNTRY
2025-05-26 2025-05-27 ind_healthcare_providers_services 0.0405 0.0020 0.0001 tilt_INDUSTRY
2025-05-26 2025-05-27 size_LARGE 0.1564 -0.0007 -0.0001 tilt_SIZE
2025-05-26 2025-05-27 ind_electric_utilities_ipps -0.0647 -0.0017 0.0001 tilt_INDUSTRY
2025-05-26 2025-05-27 country_CN -0.1034 -0.0017 0.0002 tilt_COUNTRY
2025-05-26 2025-05-27 ind_diversified_retail 0.0019 -0.0002 -0.0000 tilt_INDUSTRY
2025-05-26 2025-05-27 country_IN 0.0132 -0.0019 -0.0000 tilt_COUNTRY
2025-05-26 2025-05-27 revision 0.7924 -0.0007 -0.0005 alpha_REVISION
2025-05-26 2025-05-27 ind_healthcare_equipment_supplies -0.0978 0.0049 -0.0005 tilt_INDUSTRY
2025-05-26 2025-05-27 pdiscrepancy NaN NaN -0.0000 unexplained
2025-05-26 2025-05-27 bcost NaN NaN -0.0003 cost
2025-05-26 2025-05-27 ind_household_goods -0.0040 -0.0019 0.0000 tilt_INDUSTRY
2025-05-26 2025-05-27 country_JP 0.0079 0.0054 0.0000 tilt_COUNTRY
2025-05-26 2025-05-27 quality 3.2516 0.0007 0.0022 alpha_QUALITY
2025-05-26 2025-05-27 ind_construction_materials -0.0036 -0.0028 0.0000 tilt_INDUSTRY
2025-05-26 2025-05-27 country_KR -0.1021 -0.0039 0.0004 tilt_COUNTRY
2025-05-26 2025-05-27 ind_food_tobacco 0.1499 0.0027 0.0004 tilt_INDUSTRY
2025-05-26 2025-05-27 specret NaN NaN -0.0077 unexplained
2025-05-26 2025-05-27 ind_hotels_entertainment -0.0505 0.0025 -0.0001 tilt_INDUSTRY
2025-05-26 2025-05-27 reversal 0.9722 -0.0010 -0.0010 alpha_REVERSAL
2025-05-26 2025-05-27 ind_food_drug_retail 0.0486 -0.0047 -0.0002 tilt_INDUSTRY
2025-05-26 2025-05-27 ind_consumer_goods_conglomerates 0.0009 0.0125 0.0000 tilt_INDUSTRY
2025-05-26 2025-05-27 stability 4.7122 -0.0004 -0.0020 alpha_QUALITY
2025-05-27 2025-05-28 ind_biotechnology 0.0152 -0.0119 -0.0002 tilt_INDUSTRY
2025-05-27 2025-05-28 ind_metals_mining -0.1177 0.0012 -0.0001 tilt_INDUSTRY
2025-05-27 2025-05-28 ind_banking_services -0.1016 -0.0021 0.0002 tilt_INDUSTRY
2025-05-27 2025-05-28 ind_electric_utilities_ipps -0.0672 -0.0036 0.0002 tilt_INDUSTRY
2025-05-27 2025-05-28 ind_natural_gas_utilities 0.0021 0.0005 0.0000 tilt_INDUSTRY
2025-05-27 2025-05-28 ind_office_equipment 0.0000 0.0009 0.0000 tilt_INDUSTRY
2025-05-27 2025-05-28 ind_multiline_utilities -0.0128 -0.0009 0.0000 tilt_INDUSTRY
2025-05-27 2025-05-28 ind_electronic_equipment -0.0552 0.0028 -0.0002 tilt_INDUSTRY
2025-05-27 2025-05-28 ind_beverages -0.0878 0.0023 -0.0002 tilt_INDUSTRY
2025-05-27 2025-05-28 ind_food_tobacco 0.1496 -0.0011 -0.0002 tilt_INDUSTRY
2025-05-27 2025-05-28 ind_freight_logistics 0.0124 0.0026 0.0000 tilt_INDUSTRY
2025-05-27 2025-05-28 ind_food_drug_retail 0.0485 -0.0024 -0.0001 tilt_INDUSTRY
2025-05-27 2025-05-28 ind_healthcare_providers_services 0.0405 -0.0029 -0.0001 tilt_INDUSTRY
2025-05-27 2025-05-28 ind_media_publishing 0.0235 -0.0030 -0.0001 tilt_INDUSTRY
2025-05-27 2025-05-28 value_gc 1.7143 0.0009 0.0015 alpha_VALUE
2025-05-27 2025-05-28 ind_household_products_services -0.0200 -0.0009 0.0000 tilt_INDUSTRY
2025-05-27 2025-05-28 ind_computers_phones_household_electronics 0.1204 0.0066 0.0008 tilt_INDUSTRY
2025-05-27 2025-05-28 ind_construction_materials -0.0036 -0.0034 0.0000 tilt_INDUSTRY
2025-05-27 2025-05-28 ind_industrial_distribution 0.0307 0.0002 0.0000 tilt_INDUSTRY
2025-05-27 2025-05-28 ind_insurance 0.0787 -0.0002 -0.0000 tilt_INDUSTRY
2025-05-27 2025-05-28 ind_hotels_entertainment -0.0510 0.0006 -0.0000 tilt_INDUSTRY
2025-05-27 2025-05-28 ind_communications_equipment -0.0100 0.0046 -0.0000 tilt_INDUSTRY
2025-05-27 2025-05-28 ind_consumer_goods_conglomerates 0.0005 0.0024 0.0000 tilt_INDUSTRY
2025-05-27 2025-05-28 ind_integrated_hardware_software 0.0083 0.0065 0.0001 tilt_INDUSTRY
2025-05-27 2025-05-28 ind_homebuilding_building_products -0.0345 0.0010 -0.0000 tilt_INDUSTRY
2025-05-27 2025-05-28 ind_commercial_services_supplies 0.0283 0.0018 0.0001 tilt_INDUSTRY
2025-05-27 2025-05-28 ind_investment_services 0.0167 -0.0003 -0.0000 tilt_INDUSTRY
2025-05-27 2025-05-28 ind_containers_packaging -0.0042 0.0059 -0.0000 tilt_INDUSTRY
2025-05-27 2025-05-28 ind_leisure_products 0.0019 0.0037 0.0000 tilt_INDUSTRY
2025-05-27 2025-05-28 ind_holding_companies -0.0041 -0.0035 0.0000 tilt_INDUSTRY
2025-05-27 2025-05-28 ind_coal -0.0513 0.0101 -0.0005 tilt_INDUSTRY
2025-05-27 2025-05-28 ind_construction_engineering 0.0539 0.0007 0.0000 tilt_INDUSTRY
2025-05-27 2025-05-28 ind_machinery -0.0706 0.0004 -0.0000 tilt_INDUSTRY
2025-05-27 2025-05-28 ind_chemicals -0.0432 -0.0027 0.0001 tilt_INDUSTRY
2025-05-27 2025-05-28 ind_diversified_retail 0.0015 -0.0039 -0.0000 tilt_INDUSTRY
2025-05-27 2025-05-28 ind_healthcare_equipment_supplies -0.0971 -0.0035 0.0003 tilt_INDUSTRY
2025-05-27 2025-05-28 ind_household_goods -0.0039 0.0063 -0.0000 tilt_INDUSTRY
2025-05-27 2025-05-28 ind_fintech -0.0004 0.0019 -0.0000 tilt_INDUSTRY
2025-05-27 2025-05-28 ind_transportation_infrastructure 0.0110 0.0032 0.0000 tilt_INDUSTRY
2025-05-27 2025-05-28 country_ID 0.0128 -0.0100 -0.0001 tilt_COUNTRY
2025-05-27 2025-05-28 country_SG 0.0238 0.0012 0.0000 tilt_COUNTRY
2025-05-27 2025-05-28 size_MICRO -0.0101 -0.0002 0.0000 tilt_SIZE
2025-05-27 2025-05-28 ind_uranium -0.0027 0.0092 -0.0000 tilt_INDUSTRY
2025-05-27 2025-05-28 country_CN -0.0968 -0.0011 0.0001 tilt_COUNTRY
2025-05-27 2025-05-28 ind_water_utilities -0.0066 0.0026 -0.0000 tilt_INDUSTRY
2025-05-27 2025-05-28 country_PH 0.0024 0.0033 0.0000 tilt_COUNTRY
2025-05-27 2025-05-28 linearCost NaN NaN -0.0001 cost
2025-05-27 2025-05-28 size_LARGE 0.1484 -0.0005 -0.0001 tilt_SIZE
2025-05-27 2025-05-28 country_NZ -0.0181 -0.0221 0.0004 tilt_COUNTRY
2025-05-27 2025-05-28 linkage 0.9546 0.0000 0.0000 alpha_MOMENTUM
2025-05-27 2025-05-28 ind_oil_gas 0.0173 0.0072 0.0001 tilt_INDUSTRY
2025-05-27 2025-05-28 market 0.0352 0.0032 0.0001 risk_exposure
2025-05-27 2025-05-28 country_MY 0.0060 0.0012 0.0000 tilt_COUNTRY
2025-05-27 2025-05-28 momentum -0.1280 -0.0012 0.0002 alpha_MOMENTUM
2025-05-27 2025-05-28 sdiscrepancy NaN NaN -0.0001 unexplained
2025-05-27 2025-05-28 country_KR -0.1002 0.0076 -0.0008 tilt_COUNTRY
2025-05-27 2025-05-28 neglect 0.7889 0.0001 0.0001 alpha_VALUE
2025-05-27 2025-05-28 country_HK 0.0312 0.0007 0.0000 tilt_COUNTRY
2025-05-27 2025-05-28 pdiscrepancy NaN NaN 0.0000 unexplained
2025-05-27 2025-05-28 country_JP -0.0119 0.0009 -0.0000 tilt_COUNTRY
2025-05-27 2025-05-28 quality 3.2788 -0.0002 -0.0007 alpha_QUALITY
2025-05-27 2025-05-28 sbeta_market 0.0204 -0.0044 -0.0001 risk_exposure
2025-05-27 2025-05-28 country_IN 0.0131 -0.0007 -0.0000 tilt_COUNTRY
2025-05-27 2025-05-28 reversal 1.1063 0.0010 0.0011 alpha_REVERSAL
2025-05-27 2025-05-28 country_TH 0.0558 0.0034 0.0002 tilt_COUNTRY
2025-05-27 2025-05-28 country_AU -0.0994 -0.0002 0.0000 tilt_COUNTRY
2025-05-27 2025-05-28 revision 0.8371 0.0004 0.0004 alpha_REVISION
2025-05-27 2025-05-28 size_MID -0.0969 0.0003 -0.0000 tilt_SIZE
2025-05-27 2025-05-28 ind_automobile -0.0317 0.0009 -0.0000 tilt_INDUSTRY
2025-05-27 2025-05-28 ind_oil_gas_equipment_services -0.0145 0.0140 -0.0002 tilt_INDUSTRY
2025-05-27 2025-05-28 stability 4.6992 0.0008 0.0036 alpha_QUALITY
2025-05-27 2025-05-28 ind_paper_forestry -0.0067 -0.0003 0.0000 tilt_INDUSTRY
2025-05-27 2025-05-28 value_liq 0.8532 0.0006 0.0005 alpha_VALUE
2025-05-27 2025-05-28 ind_aerospace_defense 0.0031 -0.0040 -0.0000 tilt_INDUSTRY
2025-05-27 2025-05-28 ind_passenger_transportation 0.0691 0.0007 0.0001 tilt_INDUSTRY
2025-05-27 2025-05-28 impactCost NaN NaN -0.0001 cost
2025-05-27 2025-05-28 ind_pharmaceuticals -0.0794 -0.0044 0.0003 tilt_INDUSTRY
2025-05-27 2025-05-28 ind_real_estate_operations 0.0063 0.0001 0.0000 tilt_INDUSTRY
2025-05-27 2025-05-28 ind_textiles_apparel -0.0326 0.0036 -0.0001 tilt_INDUSTRY
2025-05-27 2025-05-28 ind_renewable_energy 0.0177 -0.0021 -0.0000 tilt_INDUSTRY
2025-05-27 2025-05-28 specret NaN NaN -0.0014 unexplained
2025-05-27 2025-05-28 fmom 0.2796 0.0013 0.0004 alpha_QUALITY
2025-05-27 2025-05-28 bcost NaN NaN -0.0003 cost
2025-05-27 2025-05-28 ind_telecommunications_serices 0.1211 -0.0028 -0.0003 tilt_INDUSTRY
2025-05-27 2025-05-28 country_TW 0.0664 -0.0011 -0.0001 tilt_COUNTRY
2025-05-27 2025-05-28 ind_semiconductors 0.0477 0.0036 0.0002 tilt_INDUSTRY
2025-05-27 2025-05-28 size_SMALL -0.0062 0.0000 -0.0000 tilt_SIZE
2025-05-27 2025-05-28 ind_software_it_services 0.1285 -0.0034 -0.0004 tilt_INDUSTRY
2025-05-27 2025-05-28 country_XH 0.1500 0.0028 0.0004 tilt_COUNTRY
2025-05-27 2025-05-28 fcost NaN NaN -0.0000 cost
2025-05-27 2025-05-28 ind_specialty_reatil -0.0020 -0.0013 0.0000 tilt_INDUSTRY
2025-05-28 2025-05-29 country_AU -0.0989 0.0016 -0.0002 tilt_COUNTRY
2025-05-28 2025-05-29 bcost NaN NaN -0.0003 cost
2025-05-28 2025-05-29 country_HK 0.0389 -0.0012 -0.0000 tilt_COUNTRY
2025-05-28 2025-05-29 ind_containers_packaging -0.0042 -0.0031 0.0000 tilt_INDUSTRY
2025-05-28 2025-05-29 ind_electronic_equipment -0.0586 0.0035 -0.0002 tilt_INDUSTRY
2025-05-28 2025-05-29 value_liq 0.8397 -0.0006 -0.0005 alpha_VALUE
2025-05-28 2025-05-29 country_CN -0.0853 -0.0021 0.0002 tilt_COUNTRY
2025-05-28 2025-05-29 ind_diversified_retail 0.0013 0.0020 0.0000 tilt_INDUSTRY
2025-05-28 2025-05-29 ind_electric_utilities_ipps -0.0641 -0.0008 0.0001 tilt_INDUSTRY
2025-05-28 2025-05-29 ind_automobile -0.0252 0.0044 -0.0001 tilt_INDUSTRY
2025-05-28 2025-05-29 country_MY 0.0059 -0.0012 -0.0000 tilt_COUNTRY
2025-05-28 2025-05-29 ind_consumer_goods_conglomerates 0.0004 0.0007 0.0000 tilt_INDUSTRY
2025-05-28 2025-05-29 ind_aerospace_defense 0.0031 0.0040 0.0000 tilt_INDUSTRY
2025-05-28 2025-05-29 ind_banking_services -0.1116 -0.0013 0.0001 tilt_INDUSTRY
2025-05-28 2025-05-29 impactCost NaN NaN -0.0002 cost
2025-05-28 2025-05-29 ind_beverages -0.0869 -0.0090 0.0008 tilt_INDUSTRY
2025-05-28 2025-05-29 fcost NaN NaN -0.0000 cost
2025-05-28 2025-05-29 ind_biotechnology 0.0166 0.0175 0.0003 tilt_INDUSTRY
2025-05-28 2025-05-29 country_XH 0.1426 -0.0017 -0.0002 tilt_COUNTRY
2025-05-28 2025-05-29 ind_chemicals -0.0410 -0.0034 0.0001 tilt_INDUSTRY
2025-05-28 2025-05-29 country_TW 0.0668 -0.0066 -0.0004 tilt_COUNTRY
2025-05-28 2025-05-29 country_TH 0.0635 0.0015 0.0001 tilt_COUNTRY
2025-05-28 2025-05-29 country_ID 0.0128 0.0026 0.0000 tilt_COUNTRY
2025-05-28 2025-05-29 ind_coal -0.0517 -0.0024 0.0001 tilt_INDUSTRY
2025-05-28 2025-05-29 ind_commercial_services_supplies 0.0276 -0.0006 -0.0000 tilt_INDUSTRY
2025-05-28 2025-05-29 country_PH 0.0024 0.0013 0.0000 tilt_COUNTRY
2025-05-28 2025-05-29 country_NZ -0.0179 0.0037 -0.0001 tilt_COUNTRY
2025-05-28 2025-05-29 ind_communications_equipment -0.0130 0.0024 -0.0000 tilt_INDUSTRY
2025-05-28 2025-05-29 ind_computers_phones_household_electronics 0.1220 0.0055 0.0007 tilt_INDUSTRY
2025-05-28 2025-05-29 country_KR -0.1006 0.0103 -0.0010 tilt_COUNTRY
2025-05-28 2025-05-29 ind_construction_engineering 0.0560 0.0005 0.0000 tilt_INDUSTRY
2025-05-28 2025-05-29 country_JP -0.0173 0.0042 -0.0001 tilt_COUNTRY
2025-05-28 2025-05-29 ind_construction_materials -0.0036 -0.0033 0.0000 tilt_INDUSTRY
2025-05-28 2025-05-29 country_IN 0.0130 0.0036 0.0000 tilt_COUNTRY
2025-05-28 2025-05-29 country_SG 0.0243 0.0002 0.0000 tilt_COUNTRY
2025-05-28 2025-05-29 fmom 0.2659 0.0003 0.0001 alpha_QUALITY
2025-05-28 2025-05-29 stability 4.6960 -0.0000 -0.0000 alpha_QUALITY
2025-05-28 2025-05-29 ind_pharmaceuticals -0.0719 0.0072 -0.0005 tilt_INDUSTRY
2025-05-28 2025-05-29 ind_integrated_hardware_software 0.0086 0.0149 0.0001 tilt_INDUSTRY
2025-05-28 2025-05-29 quality 3.3013 -0.0004 -0.0015 alpha_QUALITY
2025-05-28 2025-05-29 ind_investment_services 0.0158 0.0009 0.0000 tilt_INDUSTRY
2025-05-28 2025-05-29 ind_specialty_reatil -0.0042 0.0011 -0.0000 tilt_INDUSTRY
2025-05-28 2025-05-29 pdiscrepancy NaN NaN -0.0000 unexplained
2025-05-28 2025-05-29 ind_machinery -0.0659 -0.0005 0.0000 tilt_INDUSTRY
2025-05-28 2025-05-29 ind_media_publishing 0.0233 -0.0013 -0.0000 tilt_INDUSTRY
2025-05-28 2025-05-29 neglect 0.7503 0.0006 0.0005 alpha_VALUE
2025-05-28 2025-05-29 ind_metals_mining -0.1178 -0.0069 0.0008 tilt_INDUSTRY
2025-05-28 2025-05-29 momentum -0.1177 0.0006 -0.0001 alpha_MOMENTUM
2025-05-28 2025-05-29 ind_multiline_utilities -0.0128 -0.0001 0.0000 tilt_INDUSTRY
2025-05-28 2025-05-29 ind_natural_gas_utilities 0.0030 -0.0032 -0.0000 tilt_INDUSTRY
2025-05-28 2025-05-29 market 0.0501 -0.0066 -0.0003 risk_exposure
2025-05-28 2025-05-29 ind_office_equipment 0.0000 0.0016 0.0000 tilt_INDUSTRY
2025-05-28 2025-05-29 linkage 0.9369 0.0005 0.0005 alpha_MOMENTUM
2025-05-28 2025-05-29 ind_oil_gas 0.0209 -0.0012 -0.0000 tilt_INDUSTRY
2025-05-28 2025-05-29 ind_oil_gas_equipment_services -0.0145 -0.0050 0.0001 tilt_INDUSTRY
2025-05-28 2025-05-29 linearCost NaN NaN -0.0002 cost
2025-05-28 2025-05-29 ind_paper_forestry -0.0071 0.0004 -0.0000 tilt_INDUSTRY
2025-05-28 2025-05-29 ind_water_utilities -0.0070 -0.0002 0.0000 tilt_INDUSTRY
2025-05-28 2025-05-29 ind_passenger_transportation 0.0698 -0.0022 -0.0002 tilt_INDUSTRY
2025-05-28 2025-05-29 ind_fintech 0.0002 0.0048 0.0000 tilt_INDUSTRY
2025-05-28 2025-05-29 ind_uranium -0.0027 -0.0503 0.0001 tilt_INDUSTRY
2025-05-28 2025-05-29 ind_real_estate_operations 0.0077 -0.0052 -0.0000 tilt_INDUSTRY
2025-05-28 2025-05-29 ind_transportation_infrastructure 0.0113 0.0017 0.0000 tilt_INDUSTRY
2025-05-28 2025-05-29 ind_renewable_energy 0.0177 -0.0008 -0.0000 tilt_INDUSTRY
2025-05-28 2025-05-29 ind_semiconductors 0.0488 0.0029 0.0001 tilt_INDUSTRY
2025-05-28 2025-05-29 ind_textiles_apparel -0.0314 0.0031 -0.0001 tilt_INDUSTRY
2025-05-28 2025-05-29 ind_software_it_services 0.1280 0.0047 0.0006 tilt_INDUSTRY
2025-05-28 2025-05-29 reversal 0.8787 0.0008 0.0007 alpha_REVERSAL
2025-05-28 2025-05-29 ind_insurance 0.0801 0.0012 0.0001 tilt_INDUSTRY
2025-05-28 2025-05-29 ind_leisure_products -0.0005 0.0027 -0.0000 tilt_INDUSTRY
2025-05-28 2025-05-29 ind_telecommunications_serices 0.1209 0.0006 0.0001 tilt_INDUSTRY
2025-05-28 2025-05-29 size_MICRO -0.0087 -0.0014 0.0000 tilt_SIZE
2025-05-28 2025-05-29 ind_holding_companies -0.0038 -0.0017 0.0000 tilt_INDUSTRY
2025-05-28 2025-05-29 ind_industrial_distribution 0.0331 0.0043 0.0001 tilt_INDUSTRY
2025-05-28 2025-05-29 ind_healthcare_equipment_supplies -0.0973 0.0005 -0.0000 tilt_INDUSTRY
2025-05-28 2025-05-29 ind_homebuilding_building_products -0.0343 -0.0052 0.0002 tilt_INDUSTRY
2025-05-28 2025-05-29 size_LARGE 0.1513 0.0010 0.0002 tilt_SIZE
2025-05-28 2025-05-29 ind_hotels_entertainment -0.0521 -0.0047 0.0002 tilt_INDUSTRY
2025-05-28 2025-05-29 ind_freight_logistics 0.0113 -0.0014 -0.0000 tilt_INDUSTRY
2025-05-28 2025-05-29 size_SMALL -0.0036 -0.0002 0.0000 tilt_SIZE
2025-05-28 2025-05-29 size_MID -0.0889 -0.0004 0.0000 tilt_SIZE
2025-05-28 2025-05-29 sdiscrepancy NaN NaN -0.0001 unexplained
2025-05-28 2025-05-29 ind_food_tobacco 0.1491 -0.0059 -0.0009 tilt_INDUSTRY
2025-05-28 2025-05-29 ind_healthcare_providers_services 0.0408 0.0033 0.0001 tilt_INDUSTRY
2025-05-28 2025-05-29 sbeta_market 0.0383 0.0162 0.0006 risk_exposure
2025-05-28 2025-05-29 value_gc 1.7183 0.0006 0.0011 alpha_VALUE
2025-05-28 2025-05-29 specret NaN NaN 0.0020 unexplained
2025-05-28 2025-05-29 ind_household_goods -0.0037 -0.0068 0.0000 tilt_INDUSTRY
2025-05-28 2025-05-29 ind_food_drug_retail 0.0468 -0.0062 -0.0003 tilt_INDUSTRY
2025-05-28 2025-05-29 revision 0.8415 -0.0003 -0.0003 alpha_REVISION
2025-05-28 2025-05-29 ind_household_products_services -0.0205 -0.0126 0.0003 tilt_INDUSTRY
2025-05-29 2025-05-30 size_SMALL -0.0048 0.0017 -0.0000 tilt_SIZE
2025-05-29 2025-05-30 ind_water_utilities -0.0073 0.0008 -0.0000 tilt_INDUSTRY
2025-05-29 2025-05-30 country_TH 0.0697 -0.0149 -0.0010 tilt_COUNTRY
2025-05-29 2025-05-30 ind_telecommunications_serices 0.1212 -0.0040 -0.0005 tilt_INDUSTRY
2025-05-29 2025-05-30 specret NaN NaN -0.0062 unexplained
2025-05-29 2025-05-30 ind_uranium -0.0026 0.0099 -0.0000 tilt_INDUSTRY
2025-05-29 2025-05-30 country_SG 0.0252 -0.0070 -0.0002 tilt_COUNTRY
2025-05-29 2025-05-30 size_MID -0.0972 -0.0002 0.0000 tilt_SIZE
2025-05-29 2025-05-30 country_PH 0.0024 -0.0154 -0.0000 tilt_COUNTRY
2025-05-29 2025-05-30 ind_textiles_apparel -0.0320 -0.0104 0.0003 tilt_INDUSTRY
2025-05-29 2025-05-30 bcost NaN NaN -0.0003 cost
2025-05-29 2025-05-30 ind_transportation_infrastructure 0.0112 0.0009 0.0000 tilt_INDUSTRY
2025-05-29 2025-05-30 reversal 0.7735 0.0002 0.0002 alpha_REVERSAL
2025-05-29 2025-05-30 size_MICRO -0.0078 0.0022 -0.0000 tilt_SIZE
2025-05-29 2025-05-30 country_ID 0.0128 -0.0035 -0.0000 tilt_COUNTRY
2025-05-29 2025-05-30 quality 3.3339 0.0003 0.0009 alpha_QUALITY
2025-05-29 2025-05-30 revision 0.9036 0.0004 0.0004 alpha_REVISION
2025-05-29 2025-05-30 country_HK 0.0421 0.0016 0.0001 tilt_COUNTRY
2025-05-29 2025-05-30 country_IN 0.0128 -0.0057 -0.0001 tilt_COUNTRY
2025-05-29 2025-05-30 pdiscrepancy NaN NaN -0.0000 unexplained
2025-05-29 2025-05-30 neglect 0.7231 0.0000 0.0000 alpha_VALUE
2025-05-29 2025-05-30 sbeta_market 0.0255 -0.0137 -0.0003 risk_exposure
2025-05-29 2025-05-30 country_NZ -0.0185 -0.0075 0.0001 tilt_COUNTRY
2025-05-29 2025-05-30 country_JP -0.0199 0.0046 -0.0001 tilt_COUNTRY
2025-05-29 2025-05-30 momentum -0.1226 -0.0001 0.0000 alpha_MOMENTUM
2025-05-29 2025-05-30 sdiscrepancy NaN NaN -0.0003 unexplained
2025-05-29 2025-05-30 country_KR -0.1013 -0.0066 0.0007 tilt_COUNTRY
2025-05-29 2025-05-30 market 0.0419 0.0072 0.0003 risk_exposure
2025-05-29 2025-05-30 size_LARGE 0.1518 -0.0021 -0.0003 tilt_SIZE
2025-05-29 2025-05-30 linkage 0.9348 0.0004 0.0004 alpha_MOMENTUM
2025-05-29 2025-05-30 country_AU -0.0997 -0.0009 0.0001 tilt_COUNTRY
2025-05-29 2025-05-30 linearCost NaN NaN -0.0001 cost
2025-05-29 2025-05-30 country_CN -0.0853 0.0008 -0.0001 tilt_COUNTRY
2025-05-29 2025-05-30 country_MY 0.0058 -0.0103 -0.0001 tilt_COUNTRY
2025-05-29 2025-05-30 ind_fintech 0.0007 0.0085 0.0000 tilt_INDUSTRY
2025-05-29 2025-05-30 country_TW 0.0673 0.0062 0.0004 tilt_COUNTRY
2025-05-29 2025-05-30 ind_commercial_services_supplies 0.0265 -0.0039 -0.0001 tilt_INDUSTRY
2025-05-29 2025-05-30 ind_insurance 0.0810 0.0035 0.0003 tilt_INDUSTRY
2025-05-29 2025-05-30 ind_industrial_distribution 0.0354 0.0017 0.0001 tilt_INDUSTRY
2025-05-29 2025-05-30 ind_communications_equipment -0.0164 -0.0007 0.0000 tilt_INDUSTRY
2025-05-29 2025-05-30 ind_household_products_services -0.0209 0.0023 -0.0000 tilt_INDUSTRY
2025-05-29 2025-05-30 ind_computers_phones_household_electronics 0.1204 -0.0036 -0.0004 tilt_INDUSTRY
2025-05-29 2025-05-30 ind_household_goods -0.0037 -0.0017 0.0000 tilt_INDUSTRY
2025-05-29 2025-05-30 ind_construction_engineering 0.0584 -0.0007 -0.0000 tilt_INDUSTRY
2025-05-29 2025-05-30 value_gc 1.7239 0.0002 0.0003 alpha_VALUE
2025-05-29 2025-05-30 stability 4.6904 -0.0003 -0.0015 alpha_QUALITY
2025-05-29 2025-05-30 ind_hotels_entertainment -0.0534 -0.0028 0.0001 tilt_INDUSTRY
2025-05-29 2025-05-30 ind_integrated_hardware_software 0.0085 -0.0109 -0.0001 tilt_INDUSTRY
2025-05-29 2025-05-30 ind_construction_materials -0.0036 0.0017 -0.0000 tilt_INDUSTRY
2025-05-29 2025-05-30 ind_consumer_goods_conglomerates 0.0006 -0.0045 -0.0000 tilt_INDUSTRY
2025-05-29 2025-05-30 ind_holding_companies -0.0032 -0.0031 0.0000 tilt_INDUSTRY
2025-05-29 2025-05-30 ind_healthcare_providers_services 0.0406 0.0024 0.0001 tilt_INDUSTRY
2025-05-29 2025-05-30 ind_containers_packaging -0.0042 -0.0008 0.0000 tilt_INDUSTRY
2025-05-29 2025-05-30 ind_healthcare_equipment_supplies -0.0973 0.0043 -0.0004 tilt_INDUSTRY
2025-05-29 2025-05-30 ind_diversified_retail 0.0010 0.0011 0.0000 tilt_INDUSTRY
2025-05-29 2025-05-30 ind_freight_logistics 0.0059 0.0002 0.0000 tilt_INDUSTRY
2025-05-29 2025-05-30 ind_food_tobacco 0.1494 0.0022 0.0003 tilt_INDUSTRY
2025-05-29 2025-05-30 ind_electric_utilities_ipps -0.0656 -0.0003 0.0000 tilt_INDUSTRY
2025-05-29 2025-05-30 ind_food_drug_retail 0.0454 -0.0022 -0.0001 tilt_INDUSTRY
2025-05-29 2025-05-30 ind_electronic_equipment -0.0634 -0.0043 0.0003 tilt_INDUSTRY
2025-05-29 2025-05-30 ind_homebuilding_building_products -0.0346 0.0001 -0.0000 tilt_INDUSTRY
2025-05-29 2025-05-30 ind_coal -0.0510 -0.0035 0.0002 tilt_INDUSTRY
2025-05-29 2025-05-30 ind_investment_services 0.0139 0.0070 0.0001 tilt_INDUSTRY
2025-05-29 2025-05-30 ind_leisure_products -0.0039 -0.0024 0.0000 tilt_INDUSTRY
2025-05-29 2025-05-30 ind_software_it_services 0.1262 -0.0032 -0.0004 tilt_INDUSTRY
2025-05-29 2025-05-30 ind_semiconductors 0.0444 -0.0036 -0.0002 tilt_INDUSTRY
2025-05-29 2025-05-30 country_XH 0.1285 -0.0032 -0.0004 tilt_COUNTRY
2025-05-29 2025-05-30 ind_renewable_energy 0.0161 0.0015 0.0000 tilt_INDUSTRY
2025-05-29 2025-05-30 fcost NaN NaN -0.0000 cost
2025-05-29 2025-05-30 ind_real_estate_operations 0.0096 0.0074 0.0001 tilt_INDUSTRY
2025-05-29 2025-05-30 ind_pharmaceuticals -0.0716 0.0080 -0.0006 tilt_INDUSTRY
2025-05-29 2025-05-30 fmom 0.2437 0.0000 0.0000 alpha_QUALITY
2025-05-29 2025-05-30 ind_passenger_transportation 0.0709 -0.0008 -0.0001 tilt_INDUSTRY
2025-05-29 2025-05-30 impactCost NaN NaN -0.0001 cost
2025-05-29 2025-05-30 ind_paper_forestry -0.0078 -0.0019 0.0000 tilt_INDUSTRY
2025-05-29 2025-05-30 ind_oil_gas_equipment_services -0.0146 0.0047 -0.0001 tilt_INDUSTRY
2025-05-29 2025-05-30 ind_aerospace_defense 0.0020 0.0112 0.0000 tilt_INDUSTRY
2025-05-29 2025-05-30 ind_oil_gas 0.0214 0.0000 0.0000 tilt_INDUSTRY
2025-05-29 2025-05-30 ind_automobile -0.0218 -0.0075 0.0002 tilt_INDUSTRY
2025-05-29 2025-05-30 ind_office_equipment 0.0000 -0.0083 0.0000 tilt_INDUSTRY
2025-05-29 2025-05-30 ind_natural_gas_utilities 0.0037 -0.0031 -0.0000 tilt_INDUSTRY
2025-05-29 2025-05-30 ind_banking_services -0.1062 0.0056 -0.0006 tilt_INDUSTRY
2025-05-29 2025-05-30 ind_multiline_utilities -0.0128 0.0001 -0.0000 tilt_INDUSTRY
2025-05-29 2025-05-30 ind_beverages -0.0870 -0.0044 0.0004 tilt_INDUSTRY
2025-05-29 2025-05-30 ind_metals_mining -0.1183 0.0015 -0.0002 tilt_INDUSTRY
2025-05-29 2025-05-30 ind_media_publishing 0.0228 -0.0064 -0.0001 tilt_INDUSTRY
2025-05-29 2025-05-30 ind_biotechnology 0.0174 0.0183 0.0003 tilt_INDUSTRY
2025-05-29 2025-05-30 ind_machinery -0.0551 -0.0040 0.0002 tilt_INDUSTRY
2025-05-29 2025-05-30 ind_chemicals -0.0425 -0.0001 0.0000 tilt_INDUSTRY
2025-05-29 2025-05-30 ind_specialty_reatil -0.0059 -0.0035 0.0000 tilt_INDUSTRY
2025-05-29 2025-05-30 value_liq 0.8386 0.0003 0.0003 alpha_VALUE