| 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 |