| 2025-05-30 |
2025-06-02 |
country_PH |
0.0024 |
0.0089 |
0.0000 |
tilt_COUNTRY |
| 2025-05-30 |
2025-06-02 |
ind_investment_services |
0.0126 |
0.0011 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-30 |
2025-06-02 |
fcost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-05-30 |
2025-06-02 |
sdiscrepancy |
NaN |
NaN |
-0.0004 |
unexplained |
| 2025-05-30 |
2025-06-02 |
ind_chemicals |
-0.0475 |
-0.0015 |
0.0001 |
tilt_INDUSTRY |
| 2025-05-30 |
2025-06-02 |
stability |
4.6605 |
0.0001 |
0.0003 |
alpha_QUALITY |
| 2025-05-30 |
2025-06-02 |
ind_multiline_utilities |
-0.0127 |
-0.0015 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-30 |
2025-06-02 |
ind_renewable_energy |
0.0147 |
-0.0008 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-30 |
2025-06-02 |
country_SG |
0.0271 |
-0.0001 |
-0.0000 |
tilt_COUNTRY |
| 2025-05-30 |
2025-06-02 |
ind_electric_utilities_ipps |
-0.0643 |
-0.0019 |
0.0001 |
tilt_INDUSTRY |
| 2025-05-30 |
2025-06-02 |
ind_diversified_retail |
0.0003 |
0.0026 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-30 |
2025-06-02 |
ind_specialty_reatil |
-0.0068 |
-0.0012 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-30 |
2025-06-02 |
ind_leisure_products |
-0.0052 |
0.0018 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-30 |
2025-06-02 |
ind_healthcare_equipment_supplies |
-0.0968 |
-0.0022 |
0.0002 |
tilt_INDUSTRY |
| 2025-05-30 |
2025-06-02 |
ind_beverages |
-0.0861 |
0.0007 |
-0.0001 |
tilt_INDUSTRY |
| 2025-05-30 |
2025-06-02 |
ind_coal |
-0.0500 |
-0.0044 |
0.0002 |
tilt_INDUSTRY |
| 2025-05-30 |
2025-06-02 |
country_CN |
-0.0809 |
0.0044 |
-0.0004 |
tilt_COUNTRY |
| 2025-05-30 |
2025-06-02 |
ind_freight_logistics |
0.0025 |
0.0017 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-30 |
2025-06-02 |
ind_food_tobacco |
0.1497 |
-0.0005 |
-0.0001 |
tilt_INDUSTRY |
| 2025-05-30 |
2025-06-02 |
reversal |
0.8691 |
0.0008 |
0.0007 |
alpha_REVERSAL |
| 2025-05-30 |
2025-06-02 |
country_NZ |
-0.0185 |
0.0012 |
-0.0000 |
tilt_COUNTRY |
| 2025-05-30 |
2025-06-02 |
ind_real_estate_operations |
0.0112 |
0.0014 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-30 |
2025-06-02 |
size_MICRO |
-0.0037 |
-0.0004 |
0.0000 |
tilt_SIZE |
| 2025-05-30 |
2025-06-02 |
ind_insurance |
0.0819 |
0.0060 |
0.0005 |
tilt_INDUSTRY |
| 2025-05-30 |
2025-06-02 |
value_liq |
0.8184 |
-0.0007 |
-0.0006 |
alpha_VALUE |
| 2025-05-30 |
2025-06-02 |
ind_automobile |
-0.0249 |
-0.0033 |
0.0001 |
tilt_INDUSTRY |
| 2025-05-30 |
2025-06-02 |
ind_communications_equipment |
-0.0157 |
0.0001 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-30 |
2025-06-02 |
country_KR |
-0.0998 |
-0.0012 |
0.0001 |
tilt_COUNTRY |
| 2025-05-30 |
2025-06-02 |
size_SMALL |
-0.0111 |
0.0004 |
-0.0000 |
tilt_SIZE |
| 2025-05-30 |
2025-06-02 |
ind_paper_forestry |
-0.0086 |
-0.0013 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-30 |
2025-06-02 |
pdiscrepancy |
NaN |
NaN |
0.0000 |
unexplained |
| 2025-05-30 |
2025-06-02 |
ind_transportation_infrastructure |
0.0111 |
0.0011 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-30 |
2025-06-02 |
ind_computers_phones_household_electronics |
0.1164 |
0.0024 |
0.0003 |
tilt_INDUSTRY |
| 2025-05-30 |
2025-06-02 |
ind_oil_gas |
0.0200 |
-0.0019 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-30 |
2025-06-02 |
revision |
0.9574 |
0.0019 |
0.0018 |
alpha_REVISION |
| 2025-05-30 |
2025-06-02 |
ind_household_goods |
-0.0037 |
0.0007 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-30 |
2025-06-02 |
neglect |
0.7197 |
-0.0002 |
-0.0002 |
alpha_VALUE |
| 2025-05-30 |
2025-06-02 |
ind_industrial_distribution |
0.0376 |
-0.0008 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-30 |
2025-06-02 |
ind_oil_gas_equipment_services |
-0.0146 |
-0.0021 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-30 |
2025-06-02 |
ind_construction_engineering |
0.0604 |
0.0029 |
0.0002 |
tilt_INDUSTRY |
| 2025-05-30 |
2025-06-02 |
country_IN |
0.0127 |
0.0040 |
0.0001 |
tilt_COUNTRY |
| 2025-05-30 |
2025-06-02 |
size_MID |
-0.1014 |
0.0011 |
-0.0001 |
tilt_SIZE |
| 2025-05-30 |
2025-06-02 |
country_JP |
-0.0282 |
-0.0041 |
0.0001 |
tilt_COUNTRY |
| 2025-05-30 |
2025-06-02 |
ind_aerospace_defense |
0.0006 |
0.0006 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-30 |
2025-06-02 |
ind_household_products_services |
-0.0209 |
0.0060 |
-0.0001 |
tilt_INDUSTRY |
| 2025-05-30 |
2025-06-02 |
ind_construction_materials |
-0.0035 |
-0.0007 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-30 |
2025-06-02 |
ind_natural_gas_utilities |
0.0043 |
0.0048 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-30 |
2025-06-02 |
ind_hotels_entertainment |
-0.0547 |
0.0009 |
-0.0001 |
tilt_INDUSTRY |
| 2025-05-30 |
2025-06-02 |
country_ID |
0.0126 |
-0.0158 |
-0.0002 |
tilt_COUNTRY |
| 2025-05-30 |
2025-06-02 |
ind_telecommunications_serices |
0.1220 |
0.0018 |
0.0002 |
tilt_INDUSTRY |
| 2025-05-30 |
2025-06-02 |
ind_healthcare_providers_services |
0.0400 |
-0.0004 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-30 |
2025-06-02 |
linearCost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-05-30 |
2025-06-02 |
country_HK |
0.0413 |
-0.0027 |
-0.0001 |
tilt_COUNTRY |
| 2025-05-30 |
2025-06-02 |
momentum |
-0.1264 |
0.0001 |
-0.0000 |
alpha_MOMENTUM |
| 2025-05-30 |
2025-06-02 |
ind_pharmaceuticals |
-0.0720 |
-0.0010 |
0.0001 |
tilt_INDUSTRY |
| 2025-05-30 |
2025-06-02 |
ind_containers_packaging |
-0.0041 |
0.0036 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-30 |
2025-06-02 |
quality |
3.3542 |
0.0003 |
0.0010 |
alpha_QUALITY |
| 2025-05-30 |
2025-06-02 |
specret |
NaN |
NaN |
-0.0020 |
unexplained |
| 2025-05-30 |
2025-06-02 |
size_LARGE |
0.1520 |
-0.0023 |
-0.0004 |
tilt_SIZE |
| 2025-05-30 |
2025-06-02 |
ind_banking_services |
-0.1013 |
0.0017 |
-0.0002 |
tilt_INDUSTRY |
| 2025-05-30 |
2025-06-02 |
bcost |
NaN |
NaN |
-0.0010 |
cost |
| 2025-05-30 |
2025-06-02 |
ind_consumer_goods_conglomerates |
0.0008 |
0.0006 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-30 |
2025-06-02 |
fmom |
0.2489 |
-0.0000 |
-0.0000 |
alpha_QUALITY |
| 2025-05-30 |
2025-06-02 |
ind_holding_companies |
-0.0025 |
0.0008 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-30 |
2025-06-02 |
ind_integrated_hardware_software |
0.0084 |
0.0007 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-30 |
2025-06-02 |
ind_commercial_services_supplies |
0.0276 |
0.0004 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-30 |
2025-06-02 |
ind_homebuilding_building_products |
-0.0346 |
0.0050 |
-0.0002 |
tilt_INDUSTRY |
| 2025-05-30 |
2025-06-02 |
ind_textiles_apparel |
-0.0336 |
-0.0035 |
0.0001 |
tilt_INDUSTRY |
| 2025-05-30 |
2025-06-02 |
ind_office_equipment |
-0.0000 |
-0.0087 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-30 |
2025-06-02 |
country_MY |
0.0057 |
0.0015 |
0.0000 |
tilt_COUNTRY |
| 2025-05-30 |
2025-06-02 |
ind_passenger_transportation |
0.0707 |
0.0026 |
0.0002 |
tilt_INDUSTRY |
| 2025-05-30 |
2025-06-02 |
ind_water_utilities |
-0.0073 |
-0.0006 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-30 |
2025-06-02 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-05-30 |
2025-06-02 |
ind_machinery |
-0.0479 |
-0.0006 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-30 |
2025-06-02 |
ind_uranium |
-0.0026 |
-0.0355 |
0.0001 |
tilt_INDUSTRY |
| 2025-05-30 |
2025-06-02 |
ind_electronic_equipment |
-0.0623 |
-0.0019 |
0.0001 |
tilt_INDUSTRY |
| 2025-05-30 |
2025-06-02 |
ind_biotechnology |
0.0168 |
-0.0002 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-30 |
2025-06-02 |
ind_media_publishing |
0.0231 |
0.0035 |
0.0001 |
tilt_INDUSTRY |
| 2025-05-30 |
2025-06-02 |
ind_software_it_services |
0.1245 |
0.0015 |
0.0002 |
tilt_INDUSTRY |
| 2025-05-30 |
2025-06-02 |
ind_metals_mining |
-0.1183 |
-0.0012 |
0.0001 |
tilt_INDUSTRY |
| 2025-05-30 |
2025-06-02 |
ind_fintech |
0.0010 |
0.0027 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-30 |
2025-06-02 |
ind_food_drug_retail |
0.0465 |
0.0052 |
0.0002 |
tilt_INDUSTRY |
| 2025-05-30 |
2025-06-02 |
country_TW |
0.0706 |
-0.0155 |
-0.0011 |
tilt_COUNTRY |
| 2025-05-30 |
2025-06-02 |
sbeta_market |
0.0074 |
-0.0027 |
-0.0000 |
risk_exposure |
| 2025-05-30 |
2025-06-02 |
value_gc |
1.7444 |
-0.0003 |
-0.0005 |
alpha_VALUE |
| 2025-05-30 |
2025-06-02 |
country_TH |
0.0713 |
0.0010 |
0.0001 |
tilt_COUNTRY |
| 2025-05-30 |
2025-06-02 |
ind_semiconductors |
0.0392 |
-0.0035 |
-0.0001 |
tilt_INDUSTRY |
| 2025-05-30 |
2025-06-02 |
market |
0.0357 |
-0.0007 |
-0.0000 |
risk_exposure |
| 2025-05-30 |
2025-06-02 |
linkage |
0.9283 |
0.0000 |
0.0000 |
alpha_MOMENTUM |
| 2025-05-30 |
2025-06-02 |
country_XH |
0.1188 |
-0.0059 |
-0.0007 |
tilt_COUNTRY |
| 2025-05-30 |
2025-06-02 |
country_AU |
-0.0995 |
-0.0025 |
0.0002 |
tilt_COUNTRY |
| 2025-06-02 |
2025-06-03 |
linkage |
0.9235 |
0.0005 |
0.0005 |
alpha_MOMENTUM |
| 2025-06-02 |
2025-06-03 |
ind_pharmaceuticals |
-0.0679 |
0.0069 |
-0.0005 |
tilt_INDUSTRY |
| 2025-06-02 |
2025-06-03 |
ind_containers_packaging |
-0.0041 |
-0.0062 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-02 |
2025-06-03 |
ind_software_it_services |
0.1270 |
-0.0013 |
-0.0002 |
tilt_INDUSTRY |
| 2025-06-02 |
2025-06-03 |
ind_consumer_goods_conglomerates |
0.0010 |
0.0058 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-02 |
2025-06-03 |
specret |
NaN |
NaN |
-0.0040 |
unexplained |
| 2025-06-02 |
2025-06-03 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-06-02 |
2025-06-03 |
quality |
3.4090 |
0.0004 |
0.0015 |
alpha_QUALITY |
| 2025-06-02 |
2025-06-03 |
ind_banking_services |
-0.1173 |
0.0033 |
-0.0004 |
tilt_INDUSTRY |
| 2025-06-02 |
2025-06-03 |
country_TH |
0.0713 |
-0.0047 |
-0.0003 |
tilt_COUNTRY |
| 2025-06-02 |
2025-06-03 |
size_LARGE |
0.1532 |
-0.0018 |
-0.0003 |
tilt_SIZE |
| 2025-06-02 |
2025-06-03 |
momentum |
-0.1537 |
-0.0000 |
0.0000 |
alpha_MOMENTUM |
| 2025-06-02 |
2025-06-03 |
fmom |
0.2404 |
0.0003 |
0.0001 |
alpha_QUALITY |
| 2025-06-02 |
2025-06-03 |
country_HK |
0.0437 |
0.0120 |
0.0005 |
tilt_COUNTRY |
| 2025-06-02 |
2025-06-03 |
ind_freight_logistics |
0.0039 |
-0.0014 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-02 |
2025-06-03 |
stability |
4.6471 |
-0.0002 |
-0.0010 |
alpha_QUALITY |
| 2025-06-02 |
2025-06-03 |
ind_coal |
-0.0496 |
-0.0101 |
0.0005 |
tilt_INDUSTRY |
| 2025-06-02 |
2025-06-03 |
ind_healthcare_equipment_supplies |
-0.0970 |
0.0048 |
-0.0005 |
tilt_INDUSTRY |
| 2025-06-02 |
2025-06-03 |
ind_leisure_products |
-0.0027 |
0.0012 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-02 |
2025-06-03 |
market |
0.0454 |
0.0053 |
0.0002 |
risk_exposure |
| 2025-06-02 |
2025-06-03 |
ind_diversified_retail |
-0.0002 |
-0.0018 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-02 |
2025-06-03 |
country_CN |
-0.0796 |
0.0011 |
-0.0001 |
tilt_COUNTRY |
| 2025-06-02 |
2025-06-03 |
sdiscrepancy |
NaN |
NaN |
-0.0003 |
unexplained |
| 2025-06-02 |
2025-06-03 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-06-02 |
2025-06-03 |
ind_investment_services |
0.0126 |
0.0027 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-02 |
2025-06-03 |
country_PH |
0.0024 |
0.0084 |
0.0000 |
tilt_COUNTRY |
| 2025-06-02 |
2025-06-03 |
ind_food_drug_retail |
0.0485 |
0.0031 |
0.0002 |
tilt_INDUSTRY |
| 2025-06-02 |
2025-06-03 |
ind_natural_gas_utilities |
0.0049 |
0.0012 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-02 |
2025-06-03 |
ind_real_estate_operations |
0.0115 |
-0.0012 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-02 |
2025-06-03 |
ind_telecommunications_serices |
0.1226 |
-0.0009 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-02 |
2025-06-03 |
ind_healthcare_providers_services |
0.0401 |
0.0037 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-02 |
2025-06-03 |
linearCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-06-02 |
2025-06-03 |
ind_holding_companies |
-0.0022 |
-0.0062 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-02 |
2025-06-03 |
country_NZ |
-0.0185 |
-0.0151 |
0.0003 |
tilt_COUNTRY |
| 2025-06-02 |
2025-06-03 |
ind_metals_mining |
-0.1200 |
0.0019 |
-0.0002 |
tilt_INDUSTRY |
| 2025-06-02 |
2025-06-03 |
country_MY |
0.0058 |
-0.0083 |
-0.0000 |
tilt_COUNTRY |
| 2025-06-02 |
2025-06-03 |
ind_electronic_equipment |
-0.0597 |
-0.0033 |
0.0002 |
tilt_INDUSTRY |
| 2025-06-02 |
2025-06-03 |
ind_transportation_infrastructure |
0.0120 |
-0.0028 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-02 |
2025-06-03 |
ind_media_publishing |
0.0232 |
0.0000 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-02 |
2025-06-03 |
ind_fintech |
0.0016 |
-0.0054 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-02 |
2025-06-03 |
country_TW |
0.0717 |
0.0006 |
0.0000 |
tilt_COUNTRY |
| 2025-06-02 |
2025-06-03 |
ind_oil_gas |
0.0213 |
0.0006 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-02 |
2025-06-03 |
ind_household_goods |
-0.0037 |
-0.0076 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-02 |
2025-06-03 |
neglect |
0.7251 |
-0.0001 |
-0.0001 |
alpha_VALUE |
| 2025-06-02 |
2025-06-03 |
ind_industrial_distribution |
0.0383 |
-0.0092 |
-0.0004 |
tilt_INDUSTRY |
| 2025-06-02 |
2025-06-03 |
ind_oil_gas_equipment_services |
-0.0146 |
-0.0021 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-02 |
2025-06-03 |
ind_construction_engineering |
0.0606 |
-0.0046 |
-0.0003 |
tilt_INDUSTRY |
| 2025-06-02 |
2025-06-03 |
country_IN |
0.0126 |
-0.0091 |
-0.0001 |
tilt_COUNTRY |
| 2025-06-02 |
2025-06-03 |
size_MID |
-0.0976 |
-0.0003 |
0.0000 |
tilt_SIZE |
| 2025-06-02 |
2025-06-03 |
country_JP |
-0.0273 |
-0.0044 |
0.0001 |
tilt_COUNTRY |
| 2025-06-02 |
2025-06-03 |
ind_aerospace_defense |
0.0007 |
0.0084 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-02 |
2025-06-03 |
ind_household_products_services |
-0.0210 |
0.0049 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-02 |
2025-06-03 |
ind_uranium |
-0.0026 |
-0.0170 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-02 |
2025-06-03 |
ind_computers_phones_household_electronics |
0.1145 |
0.0019 |
0.0002 |
tilt_INDUSTRY |
| 2025-06-02 |
2025-06-03 |
ind_paper_forestry |
-0.0084 |
-0.0031 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-02 |
2025-06-03 |
pdiscrepancy |
NaN |
NaN |
0.0000 |
unexplained |
| 2025-06-02 |
2025-06-03 |
size_SMALL |
-0.0044 |
0.0016 |
-0.0000 |
tilt_SIZE |
| 2025-06-02 |
2025-06-03 |
country_KR |
-0.0995 |
-0.0048 |
0.0005 |
tilt_COUNTRY |
| 2025-06-02 |
2025-06-03 |
ind_commercial_services_supplies |
0.0293 |
-0.0040 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-02 |
2025-06-03 |
ind_homebuilding_building_products |
-0.0345 |
-0.0011 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-02 |
2025-06-03 |
ind_semiconductors |
0.0384 |
0.0012 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-02 |
2025-06-03 |
ind_textiles_apparel |
-0.0337 |
-0.0012 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-02 |
2025-06-03 |
ind_office_equipment |
-0.0000 |
-0.0012 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-02 |
2025-06-03 |
ind_passenger_transportation |
0.0703 |
-0.0037 |
-0.0003 |
tilt_INDUSTRY |
| 2025-06-02 |
2025-06-03 |
value_liq |
0.7897 |
-0.0001 |
-0.0001 |
alpha_VALUE |
| 2025-06-02 |
2025-06-03 |
ind_water_utilities |
-0.0072 |
-0.0019 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-02 |
2025-06-03 |
ind_integrated_hardware_software |
0.0086 |
-0.0091 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-02 |
2025-06-03 |
country_ID |
0.0125 |
-0.0054 |
-0.0001 |
tilt_COUNTRY |
| 2025-06-02 |
2025-06-03 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-06-02 |
2025-06-03 |
ind_hotels_entertainment |
-0.0565 |
-0.0039 |
0.0002 |
tilt_INDUSTRY |
| 2025-06-02 |
2025-06-03 |
ind_biotechnology |
0.0170 |
0.0090 |
0.0002 |
tilt_INDUSTRY |
| 2025-06-02 |
2025-06-03 |
size_MICRO |
-0.0058 |
0.0038 |
-0.0000 |
tilt_SIZE |
| 2025-06-02 |
2025-06-03 |
ind_insurance |
0.0800 |
0.0051 |
0.0004 |
tilt_INDUSTRY |
| 2025-06-02 |
2025-06-03 |
ind_automobile |
-0.0249 |
-0.0040 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-02 |
2025-06-03 |
value_gc |
1.7604 |
-0.0004 |
-0.0007 |
alpha_VALUE |
| 2025-06-02 |
2025-06-03 |
ind_communications_equipment |
-0.0126 |
-0.0054 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-02 |
2025-06-03 |
ind_construction_materials |
-0.0033 |
-0.0063 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-02 |
2025-06-03 |
country_AU |
-0.1000 |
0.0022 |
-0.0002 |
tilt_COUNTRY |
| 2025-06-02 |
2025-06-03 |
revision |
0.9447 |
0.0005 |
0.0005 |
alpha_REVISION |
| 2025-06-02 |
2025-06-03 |
ind_food_tobacco |
0.1505 |
0.0038 |
0.0006 |
tilt_INDUSTRY |
| 2025-06-02 |
2025-06-03 |
reversal |
0.8286 |
-0.0001 |
-0.0001 |
alpha_REVERSAL |
| 2025-06-02 |
2025-06-03 |
ind_machinery |
-0.0451 |
-0.0016 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-02 |
2025-06-03 |
country_SG |
0.0331 |
-0.0024 |
-0.0001 |
tilt_COUNTRY |
| 2025-06-02 |
2025-06-03 |
ind_beverages |
-0.0840 |
-0.0064 |
0.0005 |
tilt_INDUSTRY |
| 2025-06-02 |
2025-06-03 |
sbeta_market |
0.0240 |
-0.0020 |
-0.0000 |
risk_exposure |
| 2025-06-02 |
2025-06-03 |
country_XH |
0.1174 |
0.0134 |
0.0016 |
tilt_COUNTRY |
| 2025-06-02 |
2025-06-03 |
ind_electric_utilities_ipps |
-0.0635 |
-0.0065 |
0.0004 |
tilt_INDUSTRY |
| 2025-06-02 |
2025-06-03 |
ind_multiline_utilities |
-0.0129 |
-0.0007 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-02 |
2025-06-03 |
ind_specialty_reatil |
-0.0072 |
0.0040 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-02 |
2025-06-03 |
ind_chemicals |
-0.0456 |
0.0007 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-02 |
2025-06-03 |
ind_renewable_energy |
0.0146 |
-0.0055 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-03 |
2025-06-04 |
size_MICRO |
-0.0075 |
0.0015 |
-0.0000 |
tilt_SIZE |
| 2025-06-03 |
2025-06-04 |
reversal |
0.9148 |
0.0002 |
0.0002 |
alpha_REVERSAL |
| 2025-06-03 |
2025-06-04 |
market |
0.0561 |
-0.0043 |
-0.0002 |
risk_exposure |
| 2025-06-03 |
2025-06-04 |
ind_holding_companies |
-0.0021 |
-0.0029 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-03 |
2025-06-04 |
ind_leisure_products |
-0.0002 |
0.0100 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-03 |
2025-06-04 |
quality |
3.4737 |
0.0010 |
0.0035 |
alpha_QUALITY |
| 2025-06-03 |
2025-06-04 |
country_ID |
0.0124 |
0.0007 |
0.0000 |
tilt_COUNTRY |
| 2025-06-03 |
2025-06-04 |
ind_beverages |
-0.0827 |
-0.0007 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-03 |
2025-06-04 |
specret |
NaN |
NaN |
-0.0062 |
unexplained |
| 2025-06-03 |
2025-06-04 |
ind_healthcare_equipment_supplies |
-0.0955 |
-0.0039 |
0.0004 |
tilt_INDUSTRY |
| 2025-06-03 |
2025-06-04 |
ind_construction_materials |
-0.0033 |
-0.0014 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-03 |
2025-06-04 |
ind_insurance |
0.0772 |
0.0029 |
0.0002 |
tilt_INDUSTRY |
| 2025-06-03 |
2025-06-04 |
ind_electric_utilities_ipps |
-0.0640 |
0.0014 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-03 |
2025-06-04 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-06-03 |
2025-06-04 |
country_TH |
0.0787 |
-0.0125 |
-0.0010 |
tilt_COUNTRY |
| 2025-06-03 |
2025-06-04 |
ind_hotels_entertainment |
-0.0582 |
0.0030 |
-0.0002 |
tilt_INDUSTRY |
| 2025-06-03 |
2025-06-04 |
ind_biotechnology |
0.0175 |
-0.0053 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-03 |
2025-06-04 |
ind_investment_services |
0.0133 |
0.0042 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-03 |
2025-06-04 |
ind_water_utilities |
-0.0072 |
0.0017 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-03 |
2025-06-04 |
ind_semiconductors |
0.0362 |
-0.0012 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-03 |
2025-06-04 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-06-03 |
2025-06-04 |
fmom |
0.2208 |
0.0003 |
0.0001 |
alpha_QUALITY |
| 2025-06-03 |
2025-06-04 |
sbeta_market |
0.0379 |
0.0114 |
0.0004 |
risk_exposure |
| 2025-06-03 |
2025-06-04 |
ind_integrated_hardware_software |
0.0087 |
-0.0091 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-03 |
2025-06-04 |
ind_renewable_energy |
0.0145 |
-0.0016 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-03 |
2025-06-04 |
country_CN |
-0.0769 |
-0.0036 |
0.0003 |
tilt_COUNTRY |
| 2025-06-03 |
2025-06-04 |
ind_commercial_services_supplies |
0.0302 |
-0.0004 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-03 |
2025-06-04 |
ind_electronic_equipment |
-0.0579 |
0.0034 |
-0.0002 |
tilt_INDUSTRY |
| 2025-06-03 |
2025-06-04 |
linkage |
0.9413 |
-0.0002 |
-0.0002 |
alpha_MOMENTUM |
| 2025-06-03 |
2025-06-04 |
ind_homebuilding_building_products |
-0.0343 |
-0.0009 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-03 |
2025-06-04 |
ind_food_tobacco |
0.1508 |
0.0045 |
0.0007 |
tilt_INDUSTRY |
| 2025-06-03 |
2025-06-04 |
size_LARGE |
0.1583 |
-0.0008 |
-0.0001 |
tilt_SIZE |
| 2025-06-03 |
2025-06-04 |
sdiscrepancy |
NaN |
NaN |
-0.0020 |
unexplained |
| 2025-06-03 |
2025-06-04 |
country_MY |
0.0058 |
0.0001 |
0.0000 |
tilt_COUNTRY |
| 2025-06-03 |
2025-06-04 |
ind_textiles_apparel |
-0.0341 |
0.0031 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-03 |
2025-06-04 |
ind_consumer_goods_conglomerates |
0.0008 |
-0.0025 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-03 |
2025-06-04 |
ind_office_equipment |
0.0000 |
-0.0019 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-03 |
2025-06-04 |
ind_banking_services |
-0.1216 |
0.0011 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-03 |
2025-06-04 |
value_liq |
0.8000 |
0.0006 |
0.0005 |
alpha_VALUE |
| 2025-06-03 |
2025-06-04 |
ind_diversified_retail |
-0.0008 |
0.0038 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-03 |
2025-06-04 |
ind_passenger_transportation |
0.0704 |
-0.0047 |
-0.0003 |
tilt_INDUSTRY |
| 2025-06-03 |
2025-06-04 |
country_XH |
0.1084 |
-0.0009 |
-0.0001 |
tilt_COUNTRY |
| 2025-06-03 |
2025-06-04 |
ind_multiline_utilities |
-0.0129 |
0.0008 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-03 |
2025-06-04 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-06-03 |
2025-06-04 |
value_gc |
1.7758 |
-0.0006 |
-0.0011 |
alpha_VALUE |
| 2025-06-03 |
2025-06-04 |
ind_telecommunications_serices |
0.1230 |
0.0009 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-03 |
2025-06-04 |
ind_communications_equipment |
-0.0083 |
-0.0027 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-03 |
2025-06-04 |
neglect |
0.7615 |
-0.0010 |
-0.0008 |
alpha_VALUE |
| 2025-06-03 |
2025-06-04 |
country_HK |
0.0452 |
-0.0059 |
-0.0003 |
tilt_COUNTRY |
| 2025-06-03 |
2025-06-04 |
ind_oil_gas_equipment_services |
-0.0149 |
0.0026 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-03 |
2025-06-04 |
ind_media_publishing |
0.0250 |
-0.0007 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-03 |
2025-06-04 |
country_AU |
-0.1014 |
0.0060 |
-0.0006 |
tilt_COUNTRY |
| 2025-06-03 |
2025-06-04 |
country_SG |
0.0411 |
0.0027 |
0.0001 |
tilt_COUNTRY |
| 2025-06-03 |
2025-06-04 |
ind_construction_engineering |
0.0598 |
0.0020 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-03 |
2025-06-04 |
country_IN |
0.0124 |
0.0041 |
0.0001 |
tilt_COUNTRY |
| 2025-06-03 |
2025-06-04 |
ind_metals_mining |
-0.1217 |
0.0031 |
-0.0004 |
tilt_INDUSTRY |
| 2025-06-03 |
2025-06-04 |
size_MID |
-0.0960 |
0.0004 |
-0.0000 |
tilt_SIZE |
| 2025-06-03 |
2025-06-04 |
ind_freight_logistics |
0.0036 |
-0.0071 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-03 |
2025-06-04 |
linearCost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-06-03 |
2025-06-04 |
ind_aerospace_defense |
0.0018 |
-0.0079 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-03 |
2025-06-04 |
ind_specialty_reatil |
-0.0081 |
0.0062 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-03 |
2025-06-04 |
ind_household_products_services |
-0.0209 |
0.0022 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-03 |
2025-06-04 |
ind_natural_gas_utilities |
0.0053 |
-0.0026 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-03 |
2025-06-04 |
ind_real_estate_operations |
0.0115 |
-0.0043 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-03 |
2025-06-04 |
ind_uranium |
-0.0029 |
0.0650 |
-0.0002 |
tilt_INDUSTRY |
| 2025-06-03 |
2025-06-04 |
ind_chemicals |
-0.0425 |
0.0002 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-03 |
2025-06-04 |
ind_healthcare_providers_services |
0.0403 |
0.0002 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-03 |
2025-06-04 |
ind_computers_phones_household_electronics |
0.1117 |
0.0011 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-03 |
2025-06-04 |
revision |
0.8243 |
0.0005 |
0.0004 |
alpha_REVISION |
| 2025-06-03 |
2025-06-04 |
country_JP |
-0.0199 |
-0.0003 |
0.0000 |
tilt_COUNTRY |
| 2025-06-03 |
2025-06-04 |
country_NZ |
-0.0186 |
0.0200 |
-0.0004 |
tilt_COUNTRY |
| 2025-06-03 |
2025-06-04 |
ind_industrial_distribution |
0.0380 |
0.0026 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-03 |
2025-06-04 |
ind_automobile |
-0.0228 |
-0.0049 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-03 |
2025-06-04 |
pdiscrepancy |
NaN |
NaN |
-0.0001 |
unexplained |
| 2025-06-03 |
2025-06-04 |
ind_household_goods |
-0.0037 |
0.0001 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-03 |
2025-06-04 |
ind_fintech |
0.0021 |
-0.0027 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-03 |
2025-06-04 |
ind_transportation_infrastructure |
0.0140 |
-0.0011 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-03 |
2025-06-04 |
stability |
4.6536 |
-0.0007 |
-0.0032 |
alpha_QUALITY |
| 2025-06-03 |
2025-06-04 |
ind_pharmaceuticals |
-0.0634 |
-0.0005 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-03 |
2025-06-04 |
ind_coal |
-0.0498 |
0.0057 |
-0.0003 |
tilt_INDUSTRY |
| 2025-06-03 |
2025-06-04 |
ind_paper_forestry |
-0.0080 |
0.0065 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-03 |
2025-06-04 |
size_SMALL |
0.0013 |
0.0001 |
0.0000 |
tilt_SIZE |
| 2025-06-03 |
2025-06-04 |
country_TW |
0.0673 |
0.0086 |
0.0006 |
tilt_COUNTRY |
| 2025-06-03 |
2025-06-04 |
ind_food_drug_retail |
0.0492 |
0.0011 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-03 |
2025-06-04 |
ind_oil_gas |
0.0219 |
0.0055 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-03 |
2025-06-04 |
momentum |
-0.1750 |
-0.0002 |
0.0000 |
alpha_MOMENTUM |
| 2025-06-03 |
2025-06-04 |
ind_software_it_services |
0.1194 |
-0.0037 |
-0.0004 |
tilt_INDUSTRY |
| 2025-06-03 |
2025-06-04 |
ind_containers_packaging |
-0.0041 |
0.0016 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-03 |
2025-06-04 |
ind_machinery |
-0.0385 |
-0.0009 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-03 |
2025-06-04 |
country_KR |
-0.1007 |
0.0168 |
-0.0017 |
tilt_COUNTRY |
| 2025-06-03 |
2025-06-04 |
country_PH |
0.0024 |
-0.0077 |
-0.0000 |
tilt_COUNTRY |
| 2025-06-04 |
2025-06-05 |
ind_software_it_services |
0.1128 |
0.0090 |
0.0010 |
tilt_INDUSTRY |
| 2025-06-04 |
2025-06-05 |
quality |
3.5119 |
-0.0009 |
-0.0032 |
alpha_QUALITY |
| 2025-06-04 |
2025-06-05 |
linkage |
0.9646 |
0.0004 |
0.0003 |
alpha_MOMENTUM |
| 2025-06-04 |
2025-06-05 |
ind_healthcare_providers_services |
0.0401 |
-0.0073 |
-0.0003 |
tilt_INDUSTRY |
| 2025-06-04 |
2025-06-05 |
linearCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-06-04 |
2025-06-05 |
ind_containers_packaging |
-0.0041 |
0.0009 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-04 |
2025-06-05 |
ind_metals_mining |
-0.1222 |
-0.0044 |
0.0005 |
tilt_INDUSTRY |
| 2025-06-04 |
2025-06-05 |
ind_food_tobacco |
0.1503 |
-0.0084 |
-0.0013 |
tilt_INDUSTRY |
| 2025-06-04 |
2025-06-05 |
specret |
NaN |
NaN |
0.0004 |
unexplained |
| 2025-06-04 |
2025-06-05 |
momentum |
-0.1784 |
0.0006 |
-0.0001 |
alpha_MOMENTUM |
| 2025-06-04 |
2025-06-05 |
ind_consumer_goods_conglomerates |
0.0002 |
-0.0033 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-04 |
2025-06-05 |
country_TH |
0.0861 |
0.0132 |
0.0011 |
tilt_COUNTRY |
| 2025-06-04 |
2025-06-05 |
ind_banking_services |
-0.1210 |
-0.0039 |
0.0005 |
tilt_INDUSTRY |
| 2025-06-04 |
2025-06-05 |
country_HK |
0.0476 |
0.0049 |
0.0002 |
tilt_COUNTRY |
| 2025-06-04 |
2025-06-05 |
ind_multiline_utilities |
-0.0128 |
0.0128 |
-0.0002 |
tilt_INDUSTRY |
| 2025-06-04 |
2025-06-05 |
size_LARGE |
0.1605 |
-0.0001 |
-0.0000 |
tilt_SIZE |
| 2025-06-04 |
2025-06-05 |
country_NZ |
-0.0187 |
0.0090 |
-0.0002 |
tilt_COUNTRY |
| 2025-06-04 |
2025-06-05 |
ind_renewable_energy |
0.0145 |
-0.0057 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-04 |
2025-06-05 |
ind_pharmaceuticals |
-0.0602 |
-0.0122 |
0.0007 |
tilt_INDUSTRY |
| 2025-06-04 |
2025-06-05 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-06-04 |
2025-06-05 |
ind_holding_companies |
-0.0020 |
-0.0242 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-04 |
2025-06-05 |
pdiscrepancy |
NaN |
NaN |
-0.0000 |
unexplained |
| 2025-06-04 |
2025-06-05 |
ind_paper_forestry |
-0.0085 |
-0.0037 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-04 |
2025-06-05 |
ind_fintech |
0.0021 |
0.0044 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-04 |
2025-06-05 |
ind_transportation_infrastructure |
0.0148 |
-0.0011 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-04 |
2025-06-05 |
country_TW |
0.0643 |
-0.0031 |
-0.0002 |
tilt_COUNTRY |
| 2025-06-04 |
2025-06-05 |
ind_oil_gas |
0.0222 |
-0.0036 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-04 |
2025-06-05 |
ind_household_goods |
-0.0037 |
-0.0037 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-04 |
2025-06-05 |
ind_machinery |
-0.0341 |
0.0013 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-04 |
2025-06-05 |
ind_industrial_distribution |
0.0379 |
-0.0018 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-04 |
2025-06-05 |
neglect |
0.7918 |
-0.0006 |
-0.0004 |
alpha_VALUE |
| 2025-06-04 |
2025-06-05 |
ind_oil_gas_equipment_services |
-0.0150 |
-0.0041 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-04 |
2025-06-05 |
ind_media_publishing |
0.0290 |
0.0050 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-04 |
2025-06-05 |
ind_construction_engineering |
0.0601 |
-0.0010 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-04 |
2025-06-05 |
country_IN |
0.0121 |
0.0089 |
0.0001 |
tilt_COUNTRY |
| 2025-06-04 |
2025-06-05 |
size_MID |
-0.0965 |
0.0006 |
-0.0001 |
tilt_SIZE |
| 2025-06-04 |
2025-06-05 |
country_JP |
-0.0158 |
-0.0087 |
0.0001 |
tilt_COUNTRY |
| 2025-06-04 |
2025-06-05 |
ind_aerospace_defense |
0.0027 |
-0.0023 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-04 |
2025-06-05 |
ind_household_products_services |
-0.0204 |
-0.0081 |
0.0002 |
tilt_INDUSTRY |
| 2025-06-04 |
2025-06-05 |
revision |
0.8430 |
-0.0001 |
-0.0001 |
alpha_REVISION |
| 2025-06-04 |
2025-06-05 |
ind_uranium |
-0.0029 |
-0.0137 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-04 |
2025-06-05 |
ind_computers_phones_household_electronics |
0.1087 |
0.0056 |
0.0006 |
tilt_INDUSTRY |
| 2025-06-04 |
2025-06-05 |
country_KR |
-0.1020 |
0.0108 |
-0.0011 |
tilt_COUNTRY |
| 2025-06-04 |
2025-06-05 |
size_SMALL |
-0.0006 |
-0.0006 |
0.0000 |
tilt_SIZE |
| 2025-06-04 |
2025-06-05 |
ind_communications_equipment |
-0.0072 |
0.0084 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-04 |
2025-06-05 |
value_gc |
1.8132 |
0.0006 |
0.0011 |
alpha_VALUE |
| 2025-06-04 |
2025-06-05 |
ind_integrated_hardware_software |
0.0087 |
0.0108 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-04 |
2025-06-05 |
ind_commercial_services_supplies |
0.0310 |
0.0021 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-04 |
2025-06-05 |
ind_electronic_equipment |
-0.0600 |
0.0111 |
-0.0007 |
tilt_INDUSTRY |
| 2025-06-04 |
2025-06-05 |
ind_homebuilding_building_products |
-0.0339 |
-0.0051 |
0.0002 |
tilt_INDUSTRY |
| 2025-06-04 |
2025-06-05 |
country_MY |
0.0058 |
0.0118 |
0.0001 |
tilt_COUNTRY |
| 2025-06-04 |
2025-06-05 |
ind_textiles_apparel |
-0.0348 |
-0.0069 |
0.0002 |
tilt_INDUSTRY |
| 2025-06-04 |
2025-06-05 |
ind_office_equipment |
0.0000 |
0.0084 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-04 |
2025-06-05 |
value_liq |
0.8186 |
-0.0007 |
-0.0006 |
alpha_VALUE |
| 2025-06-04 |
2025-06-05 |
ind_passenger_transportation |
0.0702 |
0.0019 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-04 |
2025-06-05 |
ind_semiconductors |
0.0296 |
0.0122 |
0.0004 |
tilt_INDUSTRY |
| 2025-06-04 |
2025-06-05 |
fmom |
0.2105 |
-0.0006 |
-0.0001 |
alpha_QUALITY |
| 2025-06-04 |
2025-06-05 |
country_XH |
0.0970 |
0.0020 |
0.0002 |
tilt_COUNTRY |
| 2025-06-04 |
2025-06-05 |
country_ID |
0.0124 |
0.0101 |
0.0001 |
tilt_COUNTRY |
| 2025-06-04 |
2025-06-05 |
ind_construction_materials |
-0.0033 |
-0.0029 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-04 |
2025-06-05 |
ind_electric_utilities_ipps |
-0.0637 |
0.0002 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-04 |
2025-06-05 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-06-04 |
2025-06-05 |
ind_biotechnology |
0.0170 |
-0.0163 |
-0.0003 |
tilt_INDUSTRY |
| 2025-06-04 |
2025-06-05 |
size_MICRO |
-0.0082 |
-0.0018 |
0.0000 |
tilt_SIZE |
| 2025-06-04 |
2025-06-05 |
ind_insurance |
0.0812 |
0.0014 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-04 |
2025-06-05 |
ind_hotels_entertainment |
-0.0591 |
-0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-04 |
2025-06-05 |
ind_automobile |
-0.0223 |
-0.0043 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-04 |
2025-06-05 |
ind_beverages |
-0.0807 |
-0.0022 |
0.0002 |
tilt_INDUSTRY |
| 2025-06-04 |
2025-06-05 |
ind_telecommunications_serices |
0.1231 |
0.0023 |
0.0003 |
tilt_INDUSTRY |
| 2025-06-04 |
2025-06-05 |
ind_water_utilities |
-0.0072 |
-0.0040 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-04 |
2025-06-05 |
sbeta_market |
0.0334 |
0.0086 |
0.0003 |
risk_exposure |
| 2025-06-04 |
2025-06-05 |
ind_specialty_reatil |
-0.0104 |
0.0022 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-04 |
2025-06-05 |
ind_leisure_products |
0.0005 |
-0.0073 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-04 |
2025-06-05 |
country_SG |
0.0463 |
0.0064 |
0.0003 |
tilt_COUNTRY |
| 2025-06-04 |
2025-06-05 |
ind_freight_logistics |
0.0022 |
-0.0083 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-04 |
2025-06-05 |
country_AU |
-0.1009 |
0.0015 |
-0.0001 |
tilt_COUNTRY |
| 2025-06-04 |
2025-06-05 |
country_CN |
-0.0815 |
-0.0013 |
0.0001 |
tilt_COUNTRY |
| 2025-06-04 |
2025-06-05 |
ind_healthcare_equipment_supplies |
-0.0945 |
-0.0043 |
0.0004 |
tilt_INDUSTRY |
| 2025-06-04 |
2025-06-05 |
ind_real_estate_operations |
0.0124 |
0.0005 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-04 |
2025-06-05 |
stability |
4.6865 |
0.0008 |
0.0040 |
alpha_QUALITY |
| 2025-06-04 |
2025-06-05 |
market |
0.0551 |
-0.0060 |
-0.0003 |
risk_exposure |
| 2025-06-04 |
2025-06-05 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-06-04 |
2025-06-05 |
ind_diversified_retail |
-0.0018 |
-0.0025 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-04 |
2025-06-05 |
sdiscrepancy |
NaN |
NaN |
0.0001 |
unexplained |
| 2025-06-04 |
2025-06-05 |
ind_chemicals |
-0.0432 |
-0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-04 |
2025-06-05 |
ind_coal |
-0.0493 |
-0.0046 |
0.0002 |
tilt_INDUSTRY |
| 2025-06-04 |
2025-06-05 |
reversal |
0.9757 |
0.0018 |
0.0017 |
alpha_REVERSAL |
| 2025-06-04 |
2025-06-05 |
ind_investment_services |
0.0134 |
0.0017 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-04 |
2025-06-05 |
ind_food_drug_retail |
0.0488 |
-0.0005 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-04 |
2025-06-05 |
country_PH |
0.0023 |
0.0063 |
0.0000 |
tilt_COUNTRY |
| 2025-06-04 |
2025-06-05 |
ind_natural_gas_utilities |
0.0055 |
0.0013 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-05 |
2025-06-06 |
sdiscrepancy |
NaN |
NaN |
-0.0002 |
unexplained |
| 2025-06-05 |
2025-06-06 |
ind_oil_gas_equipment_services |
-0.0150 |
0.0001 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-05 |
2025-06-06 |
ind_commercial_services_supplies |
0.0310 |
-0.0031 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-05 |
2025-06-06 |
neglect |
0.8032 |
-0.0002 |
-0.0002 |
alpha_VALUE |
| 2025-06-05 |
2025-06-06 |
country_CN |
-0.0818 |
0.0002 |
-0.0000 |
tilt_COUNTRY |
| 2025-06-05 |
2025-06-06 |
ind_construction_engineering |
0.0606 |
0.0055 |
0.0003 |
tilt_INDUSTRY |
| 2025-06-05 |
2025-06-06 |
country_AU |
-0.0993 |
-0.0076 |
0.0008 |
tilt_COUNTRY |
| 2025-06-05 |
2025-06-06 |
ind_textiles_apparel |
-0.0354 |
-0.0029 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-05 |
2025-06-06 |
ind_integrated_hardware_software |
0.0089 |
0.0031 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-05 |
2025-06-06 |
country_MY |
0.0058 |
-0.0048 |
-0.0000 |
tilt_COUNTRY |
| 2025-06-05 |
2025-06-06 |
ind_construction_materials |
-0.0033 |
0.0045 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-05 |
2025-06-06 |
ind_holding_companies |
-0.0017 |
0.0052 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-05 |
2025-06-06 |
country_PH |
0.0023 |
-0.0039 |
-0.0000 |
tilt_COUNTRY |
| 2025-06-05 |
2025-06-06 |
ind_multiline_utilities |
-0.0127 |
0.0050 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-05 |
2025-06-06 |
ind_household_products_services |
-0.0189 |
-0.0107 |
0.0002 |
tilt_INDUSTRY |
| 2025-06-05 |
2025-06-06 |
quality |
3.5400 |
-0.0011 |
-0.0037 |
alpha_QUALITY |
| 2025-06-05 |
2025-06-06 |
ind_investment_services |
0.0146 |
-0.0029 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-05 |
2025-06-06 |
specret |
NaN |
NaN |
0.0004 |
unexplained |
| 2025-06-05 |
2025-06-06 |
country_TH |
0.0781 |
-0.0068 |
-0.0005 |
tilt_COUNTRY |
| 2025-06-05 |
2025-06-06 |
ind_media_publishing |
0.0323 |
-0.0045 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-05 |
2025-06-06 |
size_MID |
-0.0925 |
0.0002 |
-0.0000 |
tilt_SIZE |
| 2025-06-05 |
2025-06-06 |
ind_banking_services |
-0.1400 |
0.0007 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-05 |
2025-06-06 |
ind_real_estate_operations |
0.0143 |
0.0038 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-05 |
2025-06-06 |
ind_food_tobacco |
0.1493 |
-0.0030 |
-0.0005 |
tilt_INDUSTRY |
| 2025-06-05 |
2025-06-06 |
ind_consumer_goods_conglomerates |
0.0003 |
0.0071 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-05 |
2025-06-06 |
linkage |
0.9970 |
-0.0005 |
-0.0005 |
alpha_MOMENTUM |
| 2025-06-05 |
2025-06-06 |
country_IN |
0.0120 |
0.0031 |
0.0000 |
tilt_COUNTRY |
| 2025-06-05 |
2025-06-06 |
fmom |
0.2151 |
0.0005 |
0.0001 |
alpha_QUALITY |
| 2025-06-05 |
2025-06-06 |
size_LARGE |
0.1537 |
0.0001 |
0.0000 |
tilt_SIZE |
| 2025-06-05 |
2025-06-06 |
ind_food_drug_retail |
0.0488 |
-0.0036 |
-0.0002 |
tilt_INDUSTRY |
| 2025-06-05 |
2025-06-06 |
reversal |
0.9055 |
0.0001 |
0.0001 |
alpha_REVERSAL |
| 2025-06-05 |
2025-06-06 |
ind_industrial_distribution |
0.0376 |
-0.0004 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-05 |
2025-06-06 |
ind_healthcare_equipment_supplies |
-0.0957 |
-0.0036 |
0.0003 |
tilt_INDUSTRY |
| 2025-06-05 |
2025-06-06 |
ind_transportation_infrastructure |
0.0170 |
0.0021 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-05 |
2025-06-06 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-06-05 |
2025-06-06 |
ind_hotels_entertainment |
-0.0564 |
-0.0031 |
0.0002 |
tilt_INDUSTRY |
| 2025-06-05 |
2025-06-06 |
ind_automobile |
-0.0232 |
-0.0019 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-05 |
2025-06-06 |
market |
0.0534 |
0.0063 |
0.0003 |
risk_exposure |
| 2025-06-05 |
2025-06-06 |
ind_beverages |
-0.0795 |
0.0003 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-05 |
2025-06-06 |
value_gc |
1.8245 |
0.0004 |
0.0007 |
alpha_VALUE |
| 2025-06-05 |
2025-06-06 |
ind_paper_forestry |
-0.0091 |
0.0056 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-05 |
2025-06-06 |
ind_communications_equipment |
-0.0065 |
0.0040 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-05 |
2025-06-06 |
size_SMALL |
-0.0003 |
-0.0002 |
0.0000 |
tilt_SIZE |
| 2025-06-05 |
2025-06-06 |
country_KR |
-0.1026 |
-0.0016 |
0.0002 |
tilt_COUNTRY |
| 2025-06-05 |
2025-06-06 |
ind_coal |
-0.0492 |
0.0034 |
-0.0002 |
tilt_INDUSTRY |
| 2025-06-05 |
2025-06-06 |
ind_fintech |
0.0023 |
-0.0066 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-05 |
2025-06-06 |
pdiscrepancy |
NaN |
NaN |
-0.0000 |
unexplained |
| 2025-06-05 |
2025-06-06 |
size_MICRO |
-0.0075 |
-0.0024 |
0.0000 |
tilt_SIZE |
| 2025-06-05 |
2025-06-06 |
ind_biotechnology |
0.0172 |
-0.0010 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-05 |
2025-06-06 |
ind_insurance |
0.0878 |
-0.0011 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-05 |
2025-06-06 |
stability |
4.6913 |
-0.0001 |
-0.0006 |
alpha_QUALITY |
| 2025-06-05 |
2025-06-06 |
ind_office_equipment |
0.0000 |
-0.0049 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-05 |
2025-06-06 |
value_liq |
0.8190 |
-0.0001 |
-0.0001 |
alpha_VALUE |
| 2025-06-05 |
2025-06-06 |
ind_freight_logistics |
0.0011 |
0.0016 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-05 |
2025-06-06 |
ind_passenger_transportation |
0.0702 |
-0.0007 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-05 |
2025-06-06 |
ind_diversified_retail |
-0.0034 |
-0.0022 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-05 |
2025-06-06 |
ind_water_utilities |
-0.0073 |
0.0000 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-05 |
2025-06-06 |
country_XH |
0.0831 |
0.0011 |
0.0001 |
tilt_COUNTRY |
| 2025-06-05 |
2025-06-06 |
ind_machinery |
-0.0224 |
-0.0012 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-05 |
2025-06-06 |
ind_semiconductors |
0.0210 |
0.0023 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-05 |
2025-06-06 |
ind_homebuilding_building_products |
-0.0336 |
-0.0015 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-05 |
2025-06-06 |
ind_leisure_products |
0.0007 |
-0.0068 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-05 |
2025-06-06 |
country_ID |
0.0124 |
-0.0057 |
-0.0001 |
tilt_COUNTRY |
| 2025-06-05 |
2025-06-06 |
ind_oil_gas |
0.0243 |
0.0038 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-05 |
2025-06-06 |
country_TW |
0.0636 |
-0.0004 |
-0.0000 |
tilt_COUNTRY |
| 2025-06-05 |
2025-06-06 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-06-05 |
2025-06-06 |
ind_electric_utilities_ipps |
-0.0639 |
0.0015 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-05 |
2025-06-06 |
ind_household_goods |
-0.0038 |
0.0002 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-05 |
2025-06-06 |
ind_renewable_energy |
0.0141 |
0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-05 |
2025-06-06 |
ind_electronic_equipment |
-0.0632 |
-0.0016 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-05 |
2025-06-06 |
ind_containers_packaging |
-0.0039 |
0.0010 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-05 |
2025-06-06 |
ind_chemicals |
-0.0458 |
0.0032 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-05 |
2025-06-06 |
ind_software_it_services |
0.1130 |
-0.0018 |
-0.0002 |
tilt_INDUSTRY |
| 2025-06-05 |
2025-06-06 |
ind_natural_gas_utilities |
0.0057 |
-0.0012 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-05 |
2025-06-06 |
linearCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-06-05 |
2025-06-06 |
country_SG |
0.0483 |
0.0013 |
0.0001 |
tilt_COUNTRY |
| 2025-06-05 |
2025-06-06 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-06-05 |
2025-06-06 |
momentum |
-0.2059 |
-0.0010 |
0.0002 |
alpha_MOMENTUM |
| 2025-06-05 |
2025-06-06 |
ind_healthcare_providers_services |
0.0398 |
-0.0005 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-05 |
2025-06-06 |
country_JP |
-0.0027 |
0.0019 |
-0.0000 |
tilt_COUNTRY |
| 2025-06-05 |
2025-06-06 |
ind_uranium |
-0.0026 |
-0.0061 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-05 |
2025-06-06 |
revision |
0.9135 |
0.0001 |
0.0001 |
alpha_REVISION |
| 2025-06-05 |
2025-06-06 |
ind_aerospace_defense |
0.0031 |
-0.0069 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-05 |
2025-06-06 |
ind_telecommunications_serices |
0.1224 |
0.0007 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-05 |
2025-06-06 |
country_NZ |
-0.0185 |
-0.0036 |
0.0001 |
tilt_COUNTRY |
| 2025-06-05 |
2025-06-06 |
sbeta_market |
0.0341 |
-0.0065 |
-0.0002 |
risk_exposure |
| 2025-06-05 |
2025-06-06 |
country_HK |
0.0526 |
0.0019 |
0.0001 |
tilt_COUNTRY |
| 2025-06-05 |
2025-06-06 |
ind_pharmaceuticals |
-0.0544 |
-0.0020 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-05 |
2025-06-06 |
ind_computers_phones_household_electronics |
0.1071 |
-0.0020 |
-0.0002 |
tilt_INDUSTRY |
| 2025-06-05 |
2025-06-06 |
ind_metals_mining |
-0.1220 |
0.0072 |
-0.0009 |
tilt_INDUSTRY |
| 2025-06-05 |
2025-06-06 |
ind_specialty_reatil |
-0.0125 |
-0.0020 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-06 |
2025-06-09 |
linkage |
1.0154 |
-0.0000 |
-0.0000 |
alpha_MOMENTUM |
| 2025-06-06 |
2025-06-09 |
ind_oil_gas |
0.0245 |
0.0023 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-06 |
2025-06-09 |
country_CN |
-0.0900 |
-0.0028 |
0.0002 |
tilt_COUNTRY |
| 2025-06-06 |
2025-06-09 |
impactCost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-06-06 |
2025-06-09 |
ind_integrated_hardware_software |
0.0090 |
-0.0074 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-06 |
2025-06-09 |
ind_construction_engineering |
0.0604 |
-0.0023 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-06 |
2025-06-09 |
stability |
4.6665 |
-0.0005 |
-0.0023 |
alpha_QUALITY |
| 2025-06-06 |
2025-06-09 |
ind_electric_utilities_ipps |
-0.0641 |
0.0028 |
-0.0002 |
tilt_INDUSTRY |
| 2025-06-06 |
2025-06-09 |
ind_media_publishing |
0.0335 |
0.0057 |
0.0002 |
tilt_INDUSTRY |
| 2025-06-06 |
2025-06-09 |
linearCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-06-06 |
2025-06-09 |
fcost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-06-06 |
2025-06-09 |
ind_industrial_distribution |
0.0373 |
-0.0081 |
-0.0003 |
tilt_INDUSTRY |
| 2025-06-06 |
2025-06-09 |
country_XH |
0.0714 |
0.0043 |
0.0003 |
tilt_COUNTRY |
| 2025-06-06 |
2025-06-09 |
ind_leisure_products |
0.0005 |
0.0069 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-06 |
2025-06-09 |
ind_holding_companies |
-0.0015 |
0.0056 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-06 |
2025-06-09 |
ind_insurance |
0.0951 |
0.0000 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-06 |
2025-06-09 |
ind_containers_packaging |
-0.0035 |
0.0006 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-06 |
2025-06-09 |
ind_biotechnology |
0.0185 |
0.0150 |
0.0003 |
tilt_INDUSTRY |
| 2025-06-06 |
2025-06-09 |
fmom |
0.2221 |
-0.0001 |
-0.0000 |
alpha_QUALITY |
| 2025-06-06 |
2025-06-09 |
ind_healthcare_equipment_supplies |
-0.0961 |
0.0027 |
-0.0003 |
tilt_INDUSTRY |
| 2025-06-06 |
2025-06-09 |
country_TW |
0.0670 |
-0.0001 |
-0.0000 |
tilt_COUNTRY |
| 2025-06-06 |
2025-06-09 |
ind_machinery |
-0.0227 |
-0.0033 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-06 |
2025-06-09 |
ind_office_equipment |
0.0000 |
-0.0031 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-06 |
2025-06-09 |
ind_textiles_apparel |
-0.0346 |
0.0013 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-06 |
2025-06-09 |
revision |
0.9157 |
-0.0001 |
-0.0001 |
alpha_REVISION |
| 2025-06-06 |
2025-06-09 |
ind_metals_mining |
-0.1220 |
-0.0041 |
0.0005 |
tilt_INDUSTRY |
| 2025-06-06 |
2025-06-09 |
reversal |
1.0344 |
0.0005 |
0.0005 |
alpha_REVERSAL |
| 2025-06-06 |
2025-06-09 |
country_HK |
0.0573 |
0.0036 |
0.0002 |
tilt_COUNTRY |
| 2025-06-06 |
2025-06-09 |
ind_passenger_transportation |
0.0703 |
-0.0001 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-06 |
2025-06-09 |
ind_aerospace_defense |
0.0039 |
-0.0023 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-06 |
2025-06-09 |
ind_diversified_retail |
-0.0045 |
0.0020 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-06 |
2025-06-09 |
country_MY |
0.0058 |
0.0018 |
0.0000 |
tilt_COUNTRY |
| 2025-06-06 |
2025-06-09 |
ind_household_goods |
-0.0040 |
-0.0014 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-06 |
2025-06-09 |
neglect |
0.8043 |
0.0004 |
0.0003 |
alpha_VALUE |
| 2025-06-06 |
2025-06-09 |
ind_construction_materials |
-0.0033 |
-0.0033 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-06 |
2025-06-09 |
ind_water_utilities |
-0.0073 |
-0.0015 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-06 |
2025-06-09 |
ind_healthcare_providers_services |
0.0397 |
0.0048 |
0.0002 |
tilt_INDUSTRY |
| 2025-06-06 |
2025-06-09 |
ind_homebuilding_building_products |
-0.0338 |
-0.0040 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-06 |
2025-06-09 |
ind_commercial_services_supplies |
0.0318 |
0.0021 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-06 |
2025-06-09 |
ind_food_drug_retail |
0.0480 |
0.0018 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-06 |
2025-06-09 |
ind_freight_logistics |
-0.0029 |
-0.0027 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-06 |
2025-06-09 |
ind_electronic_equipment |
-0.0642 |
-0.0055 |
0.0004 |
tilt_INDUSTRY |
| 2025-06-06 |
2025-06-09 |
sdiscrepancy |
NaN |
NaN |
-0.0003 |
unexplained |
| 2025-06-06 |
2025-06-09 |
country_ID |
0.0124 |
-0.0007 |
-0.0000 |
tilt_COUNTRY |
| 2025-06-06 |
2025-06-09 |
ind_oil_gas_equipment_services |
-0.0151 |
-0.0007 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-06 |
2025-06-09 |
size_MICRO |
-0.0080 |
-0.0013 |
0.0000 |
tilt_SIZE |
| 2025-06-06 |
2025-06-09 |
country_AU |
-0.0979 |
-0.0019 |
0.0002 |
tilt_COUNTRY |
| 2025-06-06 |
2025-06-09 |
country_NZ |
-0.0183 |
-0.0024 |
0.0000 |
tilt_COUNTRY |
| 2025-06-06 |
2025-06-09 |
ind_semiconductors |
0.0087 |
-0.0040 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-06 |
2025-06-09 |
country_IN |
0.0119 |
0.0087 |
0.0001 |
tilt_COUNTRY |
| 2025-06-06 |
2025-06-09 |
ind_pharmaceuticals |
-0.0540 |
0.0115 |
-0.0006 |
tilt_INDUSTRY |
| 2025-06-06 |
2025-06-09 |
ind_telecommunications_serices |
0.1225 |
0.0011 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-06 |
2025-06-09 |
value_gc |
1.8657 |
0.0001 |
0.0002 |
alpha_VALUE |
| 2025-06-06 |
2025-06-09 |
country_TH |
0.0709 |
-0.0071 |
-0.0005 |
tilt_COUNTRY |
| 2025-06-06 |
2025-06-09 |
size_MID |
-0.0984 |
-0.0005 |
0.0000 |
tilt_SIZE |
| 2025-06-06 |
2025-06-09 |
ind_beverages |
-0.0792 |
-0.0098 |
0.0008 |
tilt_INDUSTRY |
| 2025-06-06 |
2025-06-09 |
ind_paper_forestry |
-0.0094 |
-0.0035 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-06 |
2025-06-09 |
ind_communications_equipment |
-0.0018 |
-0.0048 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-06 |
2025-06-09 |
specret |
NaN |
NaN |
-0.0011 |
unexplained |
| 2025-06-06 |
2025-06-09 |
ind_investment_services |
0.0170 |
0.0051 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-06 |
2025-06-09 |
ind_renewable_energy |
0.0136 |
0.0059 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-06 |
2025-06-09 |
quality |
3.5617 |
0.0009 |
0.0031 |
alpha_QUALITY |
| 2025-06-06 |
2025-06-09 |
size_SMALL |
-0.0024 |
-0.0001 |
0.0000 |
tilt_SIZE |
| 2025-06-06 |
2025-06-09 |
ind_software_it_services |
0.1109 |
0.0012 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-06 |
2025-06-09 |
ind_uranium |
-0.0026 |
-0.0068 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-06 |
2025-06-09 |
country_KR |
-0.1012 |
0.0082 |
-0.0008 |
tilt_COUNTRY |
| 2025-06-06 |
2025-06-09 |
sbeta_market |
0.0241 |
0.0120 |
0.0003 |
risk_exposure |
| 2025-06-06 |
2025-06-09 |
ind_household_products_services |
-0.0178 |
0.0010 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-06 |
2025-06-09 |
ind_coal |
-0.0489 |
-0.0010 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-06 |
2025-06-09 |
ind_computers_phones_household_electronics |
0.1062 |
-0.0029 |
-0.0003 |
tilt_INDUSTRY |
| 2025-06-06 |
2025-06-09 |
momentum |
-0.2100 |
0.0006 |
-0.0001 |
alpha_MOMENTUM |
| 2025-06-06 |
2025-06-09 |
country_SG |
0.0488 |
-0.0043 |
-0.0002 |
tilt_COUNTRY |
| 2025-06-06 |
2025-06-09 |
ind_fintech |
0.0025 |
0.0022 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-06 |
2025-06-09 |
ind_multiline_utilities |
-0.0127 |
-0.0033 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-06 |
2025-06-09 |
country_PH |
0.0023 |
0.0027 |
0.0000 |
tilt_COUNTRY |
| 2025-06-06 |
2025-06-09 |
pdiscrepancy |
NaN |
NaN |
0.0000 |
unexplained |
| 2025-06-06 |
2025-06-09 |
market |
0.0460 |
-0.0054 |
-0.0003 |
risk_exposure |
| 2025-06-06 |
2025-06-09 |
size_LARGE |
0.1547 |
0.0011 |
0.0002 |
tilt_SIZE |
| 2025-06-06 |
2025-06-09 |
ind_banking_services |
-0.1454 |
0.0044 |
-0.0006 |
tilt_INDUSTRY |
| 2025-06-06 |
2025-06-09 |
bcost |
NaN |
NaN |
-0.0010 |
cost |
| 2025-06-06 |
2025-06-09 |
ind_hotels_entertainment |
-0.0564 |
0.0030 |
-0.0002 |
tilt_INDUSTRY |
| 2025-06-06 |
2025-06-09 |
country_JP |
0.0053 |
0.0003 |
0.0000 |
tilt_COUNTRY |
| 2025-06-06 |
2025-06-09 |
ind_food_tobacco |
0.1492 |
0.0009 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-06 |
2025-06-09 |
ind_transportation_infrastructure |
0.0190 |
-0.0005 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-06 |
2025-06-09 |
value_liq |
0.8384 |
-0.0001 |
-0.0001 |
alpha_VALUE |
| 2025-06-06 |
2025-06-09 |
ind_consumer_goods_conglomerates |
0.0007 |
0.0014 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-06 |
2025-06-09 |
ind_specialty_reatil |
-0.0132 |
0.0019 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-06 |
2025-06-09 |
ind_real_estate_operations |
0.0147 |
-0.0048 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-06 |
2025-06-09 |
ind_automobile |
-0.0234 |
-0.0035 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-06 |
2025-06-09 |
ind_chemicals |
-0.0474 |
-0.0014 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-06 |
2025-06-09 |
ind_natural_gas_utilities |
0.0059 |
-0.0003 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-09 |
2025-06-10 |
ind_electric_utilities_ipps |
-0.0637 |
0.0028 |
-0.0002 |
tilt_INDUSTRY |
| 2025-06-09 |
2025-06-10 |
country_KR |
-0.1007 |
0.0038 |
-0.0004 |
tilt_COUNTRY |
| 2025-06-09 |
2025-06-10 |
ind_coal |
-0.0481 |
0.0018 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-09 |
2025-06-10 |
ind_water_utilities |
-0.0073 |
0.0047 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-09 |
2025-06-10 |
linearCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-06-09 |
2025-06-10 |
ind_household_goods |
-0.0043 |
0.0025 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-09 |
2025-06-10 |
ind_beverages |
-0.0757 |
-0.0030 |
0.0002 |
tilt_INDUSTRY |
| 2025-06-09 |
2025-06-10 |
ind_aerospace_defense |
0.0037 |
-0.0015 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-09 |
2025-06-10 |
ind_passenger_transportation |
0.0704 |
0.0000 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-09 |
2025-06-10 |
ind_fintech |
0.0025 |
-0.0065 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-09 |
2025-06-10 |
ind_healthcare_equipment_supplies |
-0.0950 |
0.0067 |
-0.0006 |
tilt_INDUSTRY |
| 2025-06-09 |
2025-06-10 |
ind_containers_packaging |
-0.0034 |
0.0004 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-09 |
2025-06-10 |
ind_machinery |
-0.0321 |
0.0006 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-09 |
2025-06-10 |
sbeta_market |
0.0332 |
-0.0081 |
-0.0003 |
risk_exposure |
| 2025-06-09 |
2025-06-10 |
ind_office_equipment |
0.0000 |
0.0065 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-09 |
2025-06-10 |
ind_chemicals |
-0.0479 |
0.0017 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-09 |
2025-06-10 |
ind_renewable_energy |
0.0144 |
-0.0020 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-09 |
2025-06-10 |
ind_healthcare_providers_services |
0.0399 |
-0.0018 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-09 |
2025-06-10 |
ind_diversified_retail |
-0.0050 |
-0.0029 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-09 |
2025-06-10 |
ind_semiconductors |
0.0103 |
-0.0024 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-09 |
2025-06-10 |
ind_oil_gas |
0.0258 |
0.0005 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-09 |
2025-06-10 |
ind_leisure_products |
0.0002 |
0.0010 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-09 |
2025-06-10 |
ind_biotechnology |
0.0196 |
0.0133 |
0.0003 |
tilt_INDUSTRY |
| 2025-06-09 |
2025-06-10 |
ind_automobile |
-0.0283 |
0.0008 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-09 |
2025-06-10 |
value_gc |
1.8481 |
0.0003 |
0.0006 |
alpha_VALUE |
| 2025-06-09 |
2025-06-10 |
ind_construction_materials |
-0.0033 |
0.0002 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-09 |
2025-06-10 |
market |
0.0567 |
0.0061 |
0.0003 |
risk_exposure |
| 2025-06-09 |
2025-06-10 |
ind_telecommunications_serices |
0.1231 |
-0.0062 |
-0.0008 |
tilt_INDUSTRY |
| 2025-06-09 |
2025-06-10 |
stability |
4.6716 |
-0.0004 |
-0.0018 |
alpha_QUALITY |
| 2025-06-09 |
2025-06-10 |
ind_hotels_entertainment |
-0.0595 |
-0.0000 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-09 |
2025-06-10 |
country_ID |
0.0125 |
0.0091 |
0.0001 |
tilt_COUNTRY |
| 2025-06-09 |
2025-06-10 |
ind_insurance |
0.1012 |
-0.0033 |
-0.0003 |
tilt_INDUSTRY |
| 2025-06-09 |
2025-06-10 |
size_MICRO |
-0.0088 |
0.0036 |
-0.0000 |
tilt_SIZE |
| 2025-06-09 |
2025-06-10 |
ind_communications_equipment |
0.0016 |
-0.0029 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-09 |
2025-06-10 |
country_SG |
0.0508 |
0.0012 |
0.0001 |
tilt_COUNTRY |
| 2025-06-09 |
2025-06-10 |
country_TW |
0.0724 |
0.0115 |
0.0008 |
tilt_COUNTRY |
| 2025-06-09 |
2025-06-10 |
ind_freight_logistics |
-0.0083 |
0.0012 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-09 |
2025-06-10 |
country_XH |
0.0680 |
0.0108 |
0.0007 |
tilt_COUNTRY |
| 2025-06-09 |
2025-06-10 |
ind_homebuilding_building_products |
-0.0344 |
0.0036 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-09 |
2025-06-10 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-06-09 |
2025-06-10 |
ind_natural_gas_utilities |
0.0054 |
-0.0058 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-09 |
2025-06-10 |
ind_paper_forestry |
-0.0094 |
-0.0026 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-09 |
2025-06-10 |
size_SMALL |
-0.0046 |
0.0003 |
-0.0000 |
tilt_SIZE |
| 2025-06-09 |
2025-06-10 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-06-09 |
2025-06-10 |
ind_metals_mining |
-0.1244 |
0.0037 |
-0.0005 |
tilt_INDUSTRY |
| 2025-06-09 |
2025-06-10 |
ind_transportation_infrastructure |
0.0195 |
0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-09 |
2025-06-10 |
ind_industrial_distribution |
0.0371 |
-0.0018 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-09 |
2025-06-10 |
ind_banking_services |
-0.1276 |
-0.0014 |
0.0002 |
tilt_INDUSTRY |
| 2025-06-09 |
2025-06-10 |
country_IN |
0.0119 |
-0.0017 |
-0.0000 |
tilt_COUNTRY |
| 2025-06-09 |
2025-06-10 |
linkage |
1.0116 |
0.0009 |
0.0009 |
alpha_MOMENTUM |
| 2025-06-09 |
2025-06-10 |
ind_holding_companies |
-0.0011 |
-0.0104 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-09 |
2025-06-10 |
ind_media_publishing |
0.0344 |
0.0045 |
0.0002 |
tilt_INDUSTRY |
| 2025-06-09 |
2025-06-10 |
ind_computers_phones_household_electronics |
0.1055 |
-0.0028 |
-0.0003 |
tilt_INDUSTRY |
| 2025-06-09 |
2025-06-10 |
ind_integrated_hardware_software |
0.0090 |
-0.0020 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-09 |
2025-06-10 |
ind_real_estate_operations |
0.0129 |
0.0033 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-09 |
2025-06-10 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-06-09 |
2025-06-10 |
fmom |
0.2376 |
0.0012 |
0.0003 |
alpha_QUALITY |
| 2025-06-09 |
2025-06-10 |
ind_construction_engineering |
0.0603 |
0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-09 |
2025-06-10 |
country_NZ |
-0.0184 |
-0.0023 |
0.0000 |
tilt_COUNTRY |
| 2025-06-09 |
2025-06-10 |
sdiscrepancy |
NaN |
NaN |
-0.0003 |
unexplained |
| 2025-06-09 |
2025-06-10 |
country_AU |
-0.1001 |
0.0046 |
-0.0005 |
tilt_COUNTRY |
| 2025-06-09 |
2025-06-10 |
ind_electronic_equipment |
-0.0647 |
-0.0011 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-09 |
2025-06-10 |
country_CN |
-0.0817 |
-0.0051 |
0.0004 |
tilt_COUNTRY |
| 2025-06-09 |
2025-06-10 |
ind_consumer_goods_conglomerates |
0.0011 |
-0.0073 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-09 |
2025-06-10 |
value_liq |
0.8267 |
0.0008 |
0.0006 |
alpha_VALUE |
| 2025-06-09 |
2025-06-10 |
ind_food_tobacco |
0.1504 |
-0.0002 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-09 |
2025-06-10 |
ind_multiline_utilities |
-0.0127 |
-0.0024 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-09 |
2025-06-10 |
ind_pharmaceuticals |
-0.0554 |
0.0084 |
-0.0005 |
tilt_INDUSTRY |
| 2025-06-09 |
2025-06-10 |
country_PH |
0.0023 |
-0.0102 |
-0.0000 |
tilt_COUNTRY |
| 2025-06-09 |
2025-06-10 |
momentum |
-0.1885 |
-0.0005 |
0.0001 |
alpha_MOMENTUM |
| 2025-06-09 |
2025-06-10 |
ind_household_products_services |
-0.0175 |
0.0065 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-09 |
2025-06-10 |
specret |
NaN |
NaN |
-0.0037 |
unexplained |
| 2025-06-09 |
2025-06-10 |
quality |
3.5715 |
0.0012 |
0.0042 |
alpha_QUALITY |
| 2025-06-09 |
2025-06-10 |
country_JP |
-0.0016 |
0.0010 |
-0.0000 |
tilt_COUNTRY |
| 2025-06-09 |
2025-06-10 |
ind_uranium |
-0.0027 |
0.0286 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-09 |
2025-06-10 |
ind_investment_services |
0.0197 |
-0.0034 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-09 |
2025-06-10 |
size_MID |
-0.0942 |
-0.0012 |
0.0001 |
tilt_SIZE |
| 2025-06-09 |
2025-06-10 |
country_TH |
0.0734 |
0.0038 |
0.0003 |
tilt_COUNTRY |
| 2025-06-09 |
2025-06-10 |
ind_software_it_services |
0.1095 |
-0.0037 |
-0.0004 |
tilt_INDUSTRY |
| 2025-06-09 |
2025-06-10 |
size_LARGE |
0.1644 |
0.0013 |
0.0002 |
tilt_SIZE |
| 2025-06-09 |
2025-06-10 |
ind_specialty_reatil |
-0.0131 |
-0.0026 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-09 |
2025-06-10 |
revision |
0.9282 |
-0.0005 |
-0.0005 |
alpha_REVISION |
| 2025-06-09 |
2025-06-10 |
reversal |
0.9574 |
0.0013 |
0.0012 |
alpha_REVERSAL |
| 2025-06-09 |
2025-06-10 |
pdiscrepancy |
NaN |
NaN |
-0.0000 |
unexplained |
| 2025-06-09 |
2025-06-10 |
country_HK |
0.0621 |
0.0064 |
0.0004 |
tilt_COUNTRY |
| 2025-06-09 |
2025-06-10 |
ind_oil_gas_equipment_services |
-0.0150 |
0.0018 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-09 |
2025-06-10 |
country_MY |
0.0058 |
0.0000 |
0.0000 |
tilt_COUNTRY |
| 2025-06-09 |
2025-06-10 |
ind_commercial_services_supplies |
0.0308 |
-0.0012 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-09 |
2025-06-10 |
ind_food_drug_retail |
0.0479 |
-0.0054 |
-0.0003 |
tilt_INDUSTRY |
| 2025-06-09 |
2025-06-10 |
ind_textiles_apparel |
-0.0338 |
0.0013 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-09 |
2025-06-10 |
neglect |
0.7860 |
-0.0006 |
-0.0005 |
alpha_VALUE |
| 2025-06-10 |
2025-06-11 |
ind_food_tobacco |
0.1487 |
-0.0025 |
-0.0004 |
tilt_INDUSTRY |
| 2025-06-10 |
2025-06-11 |
ind_diversified_retail |
-0.0056 |
0.0012 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-10 |
2025-06-11 |
country_SG |
0.0529 |
-0.0055 |
-0.0003 |
tilt_COUNTRY |
| 2025-06-10 |
2025-06-11 |
ind_software_it_services |
0.1048 |
0.0005 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-10 |
2025-06-11 |
ind_machinery |
-0.0282 |
-0.0009 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-10 |
2025-06-11 |
size_LARGE |
0.1662 |
0.0014 |
0.0002 |
tilt_SIZE |
| 2025-06-10 |
2025-06-11 |
ind_food_drug_retail |
0.0477 |
-0.0069 |
-0.0003 |
tilt_INDUSTRY |
| 2025-06-10 |
2025-06-11 |
value_gc |
1.8196 |
-0.0006 |
-0.0010 |
alpha_VALUE |
| 2025-06-10 |
2025-06-11 |
value_liq |
0.7841 |
0.0020 |
0.0015 |
alpha_VALUE |
| 2025-06-10 |
2025-06-11 |
ind_specialty_reatil |
-0.0116 |
-0.0002 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-10 |
2025-06-11 |
market |
0.0650 |
0.0038 |
0.0002 |
risk_exposure |
| 2025-06-10 |
2025-06-11 |
ind_natural_gas_utilities |
0.0049 |
-0.0033 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-10 |
2025-06-11 |
country_TH |
0.0738 |
-0.0030 |
-0.0002 |
tilt_COUNTRY |
| 2025-06-10 |
2025-06-11 |
ind_computers_phones_household_electronics |
0.1044 |
-0.0004 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-10 |
2025-06-11 |
ind_automobile |
-0.0323 |
0.0050 |
-0.0002 |
tilt_INDUSTRY |
| 2025-06-10 |
2025-06-11 |
ind_consumer_goods_conglomerates |
0.0017 |
-0.0058 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-10 |
2025-06-11 |
ind_household_goods |
-0.0046 |
0.0006 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-10 |
2025-06-11 |
ind_electric_utilities_ipps |
-0.0609 |
-0.0053 |
0.0003 |
tilt_INDUSTRY |
| 2025-06-10 |
2025-06-11 |
ind_real_estate_operations |
0.0134 |
0.0007 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-10 |
2025-06-11 |
ind_hotels_entertainment |
-0.0596 |
0.0017 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-10 |
2025-06-11 |
ind_telecommunications_serices |
0.1230 |
-0.0016 |
-0.0002 |
tilt_INDUSTRY |
| 2025-06-10 |
2025-06-11 |
size_MID |
-0.0906 |
-0.0003 |
0.0000 |
tilt_SIZE |
| 2025-06-10 |
2025-06-11 |
country_IN |
0.0091 |
-0.0050 |
-0.0000 |
tilt_COUNTRY |
| 2025-06-10 |
2025-06-11 |
ind_office_equipment |
0.0000 |
0.0071 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-10 |
2025-06-11 |
ind_renewable_energy |
0.0135 |
0.0078 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-10 |
2025-06-11 |
ind_industrial_distribution |
0.0368 |
0.0016 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-10 |
2025-06-11 |
ind_pharmaceuticals |
-0.0559 |
-0.0056 |
0.0003 |
tilt_INDUSTRY |
| 2025-06-10 |
2025-06-11 |
ind_beverages |
-0.0746 |
-0.0041 |
0.0003 |
tilt_INDUSTRY |
| 2025-06-10 |
2025-06-11 |
country_PH |
0.0023 |
0.0059 |
0.0000 |
tilt_COUNTRY |
| 2025-06-10 |
2025-06-11 |
ind_fintech |
0.0024 |
0.0106 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-10 |
2025-06-11 |
momentum |
-0.1607 |
0.0002 |
-0.0000 |
alpha_MOMENTUM |
| 2025-06-10 |
2025-06-11 |
country_JP |
-0.0076 |
-0.0009 |
0.0000 |
tilt_COUNTRY |
| 2025-06-10 |
2025-06-11 |
sbeta_market |
0.0331 |
0.0011 |
0.0000 |
risk_exposure |
| 2025-06-10 |
2025-06-11 |
ind_household_products_services |
-0.0176 |
-0.0064 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-10 |
2025-06-11 |
country_AU |
-0.1017 |
-0.0050 |
0.0005 |
tilt_COUNTRY |
| 2025-06-10 |
2025-06-11 |
specret |
NaN |
NaN |
-0.0011 |
unexplained |
| 2025-06-10 |
2025-06-11 |
ind_textiles_apparel |
-0.0333 |
0.0005 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-10 |
2025-06-11 |
quality |
3.5678 |
0.0011 |
0.0038 |
alpha_QUALITY |
| 2025-06-10 |
2025-06-11 |
size_SMALL |
-0.0013 |
-0.0008 |
0.0000 |
tilt_SIZE |
| 2025-06-10 |
2025-06-11 |
ind_paper_forestry |
-0.0094 |
0.0051 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-10 |
2025-06-11 |
ind_communications_equipment |
-0.0038 |
-0.0038 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-10 |
2025-06-11 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-06-10 |
2025-06-11 |
ind_uranium |
-0.0027 |
-0.0256 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-10 |
2025-06-11 |
ind_multiline_utilities |
-0.0127 |
-0.0012 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-10 |
2025-06-11 |
ind_passenger_transportation |
0.0706 |
-0.0025 |
-0.0002 |
tilt_INDUSTRY |
| 2025-06-10 |
2025-06-11 |
ind_investment_services |
0.0216 |
0.0082 |
0.0002 |
tilt_INDUSTRY |
| 2025-06-10 |
2025-06-11 |
ind_coal |
-0.0483 |
0.0025 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-10 |
2025-06-11 |
country_KR |
-0.1015 |
0.0070 |
-0.0007 |
tilt_COUNTRY |
| 2025-06-10 |
2025-06-11 |
ind_transportation_infrastructure |
0.0204 |
-0.0012 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-10 |
2025-06-11 |
ind_homebuilding_building_products |
-0.0345 |
0.0001 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-10 |
2025-06-11 |
country_MY |
0.0059 |
0.0011 |
0.0000 |
tilt_COUNTRY |
| 2025-06-10 |
2025-06-11 |
ind_integrated_hardware_software |
0.0090 |
-0.0050 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-10 |
2025-06-11 |
ind_semiconductors |
0.0158 |
0.0035 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-10 |
2025-06-11 |
country_TW |
0.0732 |
0.0028 |
0.0002 |
tilt_COUNTRY |
| 2025-06-10 |
2025-06-11 |
ind_biotechnology |
0.0190 |
-0.0113 |
-0.0002 |
tilt_INDUSTRY |
| 2025-06-10 |
2025-06-11 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-06-10 |
2025-06-11 |
sdiscrepancy |
NaN |
NaN |
0.0002 |
unexplained |
| 2025-06-10 |
2025-06-11 |
country_ID |
0.0126 |
-0.0026 |
-0.0000 |
tilt_COUNTRY |
| 2025-06-10 |
2025-06-11 |
ind_oil_gas_equipment_services |
-0.0148 |
0.0017 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-10 |
2025-06-11 |
stability |
4.6732 |
0.0001 |
0.0005 |
alpha_QUALITY |
| 2025-06-10 |
2025-06-11 |
size_MICRO |
-0.0093 |
0.0013 |
-0.0000 |
tilt_SIZE |
| 2025-06-10 |
2025-06-11 |
ind_construction_materials |
-0.0034 |
-0.0004 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-10 |
2025-06-11 |
ind_aerospace_defense |
0.0032 |
-0.0075 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-10 |
2025-06-11 |
ind_containers_packaging |
-0.0034 |
0.0020 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-10 |
2025-06-11 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-06-10 |
2025-06-11 |
fmom |
0.2361 |
0.0003 |
0.0001 |
alpha_QUALITY |
| 2025-06-10 |
2025-06-11 |
ind_metals_mining |
-0.1268 |
0.0081 |
-0.0010 |
tilt_INDUSTRY |
| 2025-06-10 |
2025-06-11 |
ind_oil_gas |
0.0286 |
0.0060 |
0.0002 |
tilt_INDUSTRY |
| 2025-06-10 |
2025-06-11 |
ind_leisure_products |
0.0007 |
-0.0174 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-10 |
2025-06-11 |
ind_healthcare_providers_services |
0.0400 |
-0.0018 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-10 |
2025-06-11 |
neglect |
0.7702 |
-0.0006 |
-0.0005 |
alpha_VALUE |
| 2025-06-10 |
2025-06-11 |
ind_electronic_equipment |
-0.0689 |
0.0009 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-10 |
2025-06-11 |
revision |
0.9846 |
-0.0003 |
-0.0003 |
alpha_REVISION |
| 2025-06-10 |
2025-06-11 |
country_HK |
0.0696 |
0.0023 |
0.0002 |
tilt_COUNTRY |
| 2025-06-10 |
2025-06-11 |
ind_chemicals |
-0.0499 |
0.0019 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-10 |
2025-06-11 |
ind_water_utilities |
-0.0073 |
-0.0024 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-10 |
2025-06-11 |
reversal |
0.7445 |
-0.0003 |
-0.0002 |
alpha_REVERSAL |
| 2025-06-10 |
2025-06-11 |
linkage |
1.0297 |
0.0002 |
0.0002 |
alpha_MOMENTUM |
| 2025-06-10 |
2025-06-11 |
ind_commercial_services_supplies |
0.0286 |
0.0028 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-10 |
2025-06-11 |
ind_freight_logistics |
-0.0111 |
-0.0031 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-10 |
2025-06-11 |
ind_healthcare_equipment_supplies |
-0.0941 |
-0.0028 |
0.0003 |
tilt_INDUSTRY |
| 2025-06-10 |
2025-06-11 |
country_XH |
0.0614 |
0.0066 |
0.0004 |
tilt_COUNTRY |
| 2025-06-10 |
2025-06-11 |
linearCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-06-10 |
2025-06-11 |
ind_construction_engineering |
0.0612 |
-0.0011 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-10 |
2025-06-11 |
ind_media_publishing |
0.0347 |
0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-10 |
2025-06-11 |
country_CN |
-0.0666 |
-0.0004 |
0.0000 |
tilt_COUNTRY |
| 2025-06-10 |
2025-06-11 |
country_NZ |
-0.0185 |
0.0015 |
-0.0000 |
tilt_COUNTRY |
| 2025-06-10 |
2025-06-11 |
ind_insurance |
0.1036 |
0.0045 |
0.0005 |
tilt_INDUSTRY |
| 2025-06-10 |
2025-06-11 |
ind_holding_companies |
-0.0005 |
-0.0056 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-10 |
2025-06-11 |
pdiscrepancy |
NaN |
NaN |
-0.0000 |
unexplained |
| 2025-06-10 |
2025-06-11 |
ind_banking_services |
-0.1116 |
-0.0045 |
0.0005 |
tilt_INDUSTRY |
| 2025-06-11 |
2025-06-12 |
ind_industrial_distribution |
0.0356 |
-0.0011 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-11 |
2025-06-12 |
stability |
4.6589 |
0.0001 |
0.0006 |
alpha_QUALITY |
| 2025-06-11 |
2025-06-12 |
ind_chemicals |
-0.0526 |
-0.0011 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-11 |
2025-06-12 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-06-11 |
2025-06-12 |
ind_beverages |
-0.0752 |
-0.0094 |
0.0007 |
tilt_INDUSTRY |
| 2025-06-11 |
2025-06-12 |
ind_household_products_services |
-0.0171 |
0.0004 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-11 |
2025-06-12 |
country_JP |
-0.0047 |
0.0012 |
-0.0000 |
tilt_COUNTRY |
| 2025-06-11 |
2025-06-12 |
ind_uranium |
-0.0026 |
0.0061 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-11 |
2025-06-12 |
country_TW |
0.0713 |
0.0017 |
0.0001 |
tilt_COUNTRY |
| 2025-06-11 |
2025-06-12 |
ind_specialty_reatil |
-0.0102 |
-0.0067 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-11 |
2025-06-12 |
ind_computers_phones_household_electronics |
0.1037 |
0.0005 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-11 |
2025-06-12 |
ind_renewable_energy |
0.0116 |
-0.0073 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-11 |
2025-06-12 |
ind_transportation_infrastructure |
0.0207 |
0.0005 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-11 |
2025-06-12 |
sbeta_market |
0.0204 |
0.0003 |
0.0000 |
risk_exposure |
| 2025-06-11 |
2025-06-12 |
value_gc |
1.8082 |
-0.0001 |
-0.0002 |
alpha_VALUE |
| 2025-06-11 |
2025-06-12 |
country_XH |
0.0541 |
-0.0013 |
-0.0001 |
tilt_COUNTRY |
| 2025-06-11 |
2025-06-12 |
revision |
0.9770 |
0.0011 |
0.0011 |
alpha_REVISION |
| 2025-06-11 |
2025-06-12 |
ind_oil_gas_equipment_services |
-0.0152 |
0.0093 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-11 |
2025-06-12 |
market |
0.0614 |
-0.0027 |
-0.0002 |
risk_exposure |
| 2025-06-11 |
2025-06-12 |
ind_oil_gas |
0.0287 |
0.0100 |
0.0003 |
tilt_INDUSTRY |
| 2025-06-11 |
2025-06-12 |
size_MID |
-0.0950 |
0.0011 |
-0.0001 |
tilt_SIZE |
| 2025-06-11 |
2025-06-12 |
country_IN |
0.0055 |
-0.0131 |
-0.0001 |
tilt_COUNTRY |
| 2025-06-11 |
2025-06-12 |
ind_aerospace_defense |
0.0035 |
-0.0028 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-11 |
2025-06-12 |
ind_freight_logistics |
-0.0133 |
0.0013 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-11 |
2025-06-12 |
neglect |
0.7810 |
0.0001 |
0.0001 |
alpha_VALUE |
| 2025-06-11 |
2025-06-12 |
ind_household_goods |
-0.0048 |
-0.0030 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-11 |
2025-06-12 |
ind_paper_forestry |
-0.0095 |
-0.0090 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-11 |
2025-06-12 |
ind_construction_engineering |
0.0604 |
-0.0016 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-11 |
2025-06-12 |
ind_media_publishing |
0.0346 |
0.0092 |
0.0003 |
tilt_INDUSTRY |
| 2025-06-11 |
2025-06-12 |
ind_food_tobacco |
0.1468 |
-0.0017 |
-0.0003 |
tilt_INDUSTRY |
| 2025-06-11 |
2025-06-12 |
country_PH |
0.0023 |
0.0012 |
0.0000 |
tilt_COUNTRY |
| 2025-06-11 |
2025-06-12 |
ind_textiles_apparel |
-0.0313 |
-0.0020 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-11 |
2025-06-12 |
ind_multiline_utilities |
-0.0126 |
0.0018 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-11 |
2025-06-12 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-06-11 |
2025-06-12 |
ind_software_it_services |
0.1004 |
-0.0005 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-11 |
2025-06-12 |
country_HK |
0.0768 |
0.0015 |
0.0001 |
tilt_COUNTRY |
| 2025-06-11 |
2025-06-12 |
ind_electronic_equipment |
-0.0760 |
-0.0008 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-11 |
2025-06-12 |
ind_leisure_products |
0.0018 |
0.0054 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-11 |
2025-06-12 |
ind_biotechnology |
0.0186 |
0.0215 |
0.0004 |
tilt_INDUSTRY |
| 2025-06-11 |
2025-06-12 |
value_liq |
0.7782 |
-0.0003 |
-0.0002 |
alpha_VALUE |
| 2025-06-11 |
2025-06-12 |
country_TH |
0.0709 |
-0.0128 |
-0.0009 |
tilt_COUNTRY |
| 2025-06-11 |
2025-06-12 |
country_ID |
0.0125 |
-0.0017 |
-0.0000 |
tilt_COUNTRY |
| 2025-06-11 |
2025-06-12 |
ind_pharmaceuticals |
-0.0554 |
0.0091 |
-0.0005 |
tilt_INDUSTRY |
| 2025-06-11 |
2025-06-12 |
ind_semiconductors |
0.0143 |
-0.0063 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-11 |
2025-06-12 |
ind_integrated_hardware_software |
0.0090 |
-0.0012 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-11 |
2025-06-12 |
ind_homebuilding_building_products |
-0.0343 |
-0.0060 |
0.0002 |
tilt_INDUSTRY |
| 2025-06-11 |
2025-06-12 |
ind_construction_materials |
-0.0034 |
-0.0013 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-11 |
2025-06-12 |
country_MY |
0.0058 |
0.0031 |
0.0000 |
tilt_COUNTRY |
| 2025-06-11 |
2025-06-12 |
momentum |
-0.1444 |
0.0006 |
-0.0001 |
alpha_MOMENTUM |
| 2025-06-11 |
2025-06-12 |
country_AU |
-0.1002 |
0.0005 |
-0.0000 |
tilt_COUNTRY |
| 2025-06-11 |
2025-06-12 |
specret |
NaN |
NaN |
-0.0037 |
unexplained |
| 2025-06-11 |
2025-06-12 |
ind_water_utilities |
-0.0072 |
-0.0007 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-11 |
2025-06-12 |
quality |
3.5478 |
-0.0003 |
-0.0010 |
alpha_QUALITY |
| 2025-06-11 |
2025-06-12 |
ind_banking_services |
-0.0985 |
0.0038 |
-0.0004 |
tilt_INDUSTRY |
| 2025-06-11 |
2025-06-12 |
ind_passenger_transportation |
0.0704 |
-0.0062 |
-0.0004 |
tilt_INDUSTRY |
| 2025-06-11 |
2025-06-12 |
reversal |
0.8213 |
-0.0002 |
-0.0002 |
alpha_REVERSAL |
| 2025-06-11 |
2025-06-12 |
ind_food_drug_retail |
0.0474 |
0.0057 |
0.0003 |
tilt_INDUSTRY |
| 2025-06-11 |
2025-06-12 |
size_LARGE |
0.1682 |
-0.0030 |
-0.0005 |
tilt_SIZE |
| 2025-06-11 |
2025-06-12 |
ind_investment_services |
0.0237 |
0.0000 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-11 |
2025-06-12 |
ind_office_equipment |
0.0000 |
-0.0038 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-11 |
2025-06-12 |
ind_real_estate_operations |
0.0143 |
-0.0017 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-11 |
2025-06-12 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-06-11 |
2025-06-12 |
country_NZ |
-0.0186 |
0.0049 |
-0.0001 |
tilt_COUNTRY |
| 2025-06-11 |
2025-06-12 |
pdiscrepancy |
NaN |
NaN |
-0.0000 |
unexplained |
| 2025-06-11 |
2025-06-12 |
ind_communications_equipment |
-0.0093 |
0.0002 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-11 |
2025-06-12 |
country_KR |
-0.1011 |
0.0021 |
-0.0002 |
tilt_COUNTRY |
| 2025-06-11 |
2025-06-12 |
fmom |
0.2266 |
0.0001 |
0.0000 |
alpha_QUALITY |
| 2025-06-11 |
2025-06-12 |
ind_holding_companies |
-0.0000 |
-0.0016 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-11 |
2025-06-12 |
ind_metals_mining |
-0.1284 |
0.0015 |
-0.0002 |
tilt_INDUSTRY |
| 2025-06-11 |
2025-06-12 |
size_SMALL |
-0.0026 |
0.0009 |
-0.0000 |
tilt_SIZE |
| 2025-06-11 |
2025-06-12 |
country_CN |
-0.0684 |
0.0016 |
-0.0001 |
tilt_COUNTRY |
| 2025-06-11 |
2025-06-12 |
ind_telecommunications_serices |
0.1228 |
0.0018 |
0.0002 |
tilt_INDUSTRY |
| 2025-06-11 |
2025-06-12 |
ind_coal |
-0.0493 |
-0.0051 |
0.0003 |
tilt_INDUSTRY |
| 2025-06-11 |
2025-06-12 |
ind_fintech |
0.0022 |
0.0007 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-11 |
2025-06-12 |
ind_natural_gas_utilities |
0.0050 |
-0.0023 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-11 |
2025-06-12 |
ind_insurance |
0.1090 |
0.0046 |
0.0005 |
tilt_INDUSTRY |
| 2025-06-11 |
2025-06-12 |
ind_diversified_retail |
-0.0062 |
-0.0054 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-11 |
2025-06-12 |
linearCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-06-11 |
2025-06-12 |
ind_consumer_goods_conglomerates |
0.0034 |
0.0077 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-11 |
2025-06-12 |
ind_hotels_entertainment |
-0.0587 |
-0.0069 |
0.0004 |
tilt_INDUSTRY |
| 2025-06-11 |
2025-06-12 |
ind_healthcare_equipment_supplies |
-0.0929 |
0.0018 |
-0.0002 |
tilt_INDUSTRY |
| 2025-06-11 |
2025-06-12 |
size_MICRO |
-0.0093 |
0.0032 |
-0.0000 |
tilt_SIZE |
| 2025-06-11 |
2025-06-12 |
linkage |
1.0311 |
0.0006 |
0.0006 |
alpha_MOMENTUM |
| 2025-06-11 |
2025-06-12 |
ind_electric_utilities_ipps |
-0.0564 |
-0.0025 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-11 |
2025-06-12 |
ind_machinery |
-0.0265 |
-0.0005 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-11 |
2025-06-12 |
ind_automobile |
-0.0340 |
-0.0032 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-11 |
2025-06-12 |
country_SG |
0.0552 |
0.0029 |
0.0002 |
tilt_COUNTRY |
| 2025-06-11 |
2025-06-12 |
ind_healthcare_providers_services |
0.0398 |
0.0057 |
0.0002 |
tilt_INDUSTRY |
| 2025-06-11 |
2025-06-12 |
ind_containers_packaging |
-0.0033 |
-0.0019 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-11 |
2025-06-12 |
sdiscrepancy |
NaN |
NaN |
-0.0003 |
unexplained |
| 2025-06-11 |
2025-06-12 |
ind_commercial_services_supplies |
0.0244 |
-0.0033 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-12 |
2025-06-13 |
ind_media_publishing |
0.0343 |
-0.0081 |
-0.0003 |
tilt_INDUSTRY |
| 2025-06-12 |
2025-06-13 |
sbeta_market |
0.0578 |
-0.0148 |
-0.0009 |
risk_exposure |
| 2025-06-12 |
2025-06-13 |
country_CN |
-0.0498 |
0.0017 |
-0.0001 |
tilt_COUNTRY |
| 2025-06-12 |
2025-06-13 |
ind_specialty_reatil |
-0.0098 |
-0.0052 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-12 |
2025-06-13 |
country_TH |
0.0726 |
-0.0080 |
-0.0006 |
tilt_COUNTRY |
| 2025-06-12 |
2025-06-13 |
size_LARGE |
0.1754 |
-0.0002 |
-0.0000 |
tilt_SIZE |
| 2025-06-12 |
2025-06-13 |
ind_computers_phones_household_electronics |
0.1032 |
0.0002 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-12 |
2025-06-13 |
ind_holding_companies |
0.0001 |
0.0033 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-12 |
2025-06-13 |
ind_investment_services |
0.0269 |
0.0015 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-12 |
2025-06-13 |
country_AU |
-0.1007 |
-0.0008 |
0.0001 |
tilt_COUNTRY |
| 2025-06-12 |
2025-06-13 |
ind_real_estate_operations |
0.0124 |
0.0023 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-12 |
2025-06-13 |
pdiscrepancy |
NaN |
NaN |
-0.0000 |
unexplained |
| 2025-06-12 |
2025-06-13 |
momentum |
-0.1628 |
0.0007 |
-0.0001 |
alpha_MOMENTUM |
| 2025-06-12 |
2025-06-13 |
ind_food_tobacco |
0.1457 |
-0.0040 |
-0.0006 |
tilt_INDUSTRY |
| 2025-06-12 |
2025-06-13 |
ind_metals_mining |
-0.1284 |
0.0087 |
-0.0011 |
tilt_INDUSTRY |
| 2025-06-12 |
2025-06-13 |
ind_multiline_utilities |
-0.0129 |
0.0046 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-12 |
2025-06-13 |
ind_machinery |
-0.0299 |
0.0039 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-12 |
2025-06-13 |
ind_telecommunications_serices |
0.1228 |
-0.0019 |
-0.0002 |
tilt_INDUSTRY |
| 2025-06-12 |
2025-06-13 |
ind_natural_gas_utilities |
0.0051 |
0.0072 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-12 |
2025-06-13 |
linearCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-06-12 |
2025-06-13 |
ind_aerospace_defense |
0.0039 |
0.0280 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-12 |
2025-06-13 |
ind_containers_packaging |
-0.0033 |
0.0004 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-12 |
2025-06-13 |
ind_healthcare_providers_services |
0.0396 |
-0.0004 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-12 |
2025-06-13 |
country_SG |
0.0583 |
-0.0023 |
-0.0001 |
tilt_COUNTRY |
| 2025-06-12 |
2025-06-13 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-06-12 |
2025-06-13 |
ind_consumer_goods_conglomerates |
0.0033 |
0.0014 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-12 |
2025-06-13 |
country_NZ |
-0.0186 |
-0.0103 |
0.0002 |
tilt_COUNTRY |
| 2025-06-12 |
2025-06-13 |
revision |
0.9757 |
0.0019 |
0.0019 |
alpha_REVISION |
| 2025-06-12 |
2025-06-13 |
country_HK |
0.0802 |
0.0105 |
0.0008 |
tilt_COUNTRY |
| 2025-06-12 |
2025-06-13 |
ind_pharmaceuticals |
-0.0438 |
-0.0097 |
0.0004 |
tilt_INDUSTRY |
| 2025-06-12 |
2025-06-13 |
country_JP |
-0.0038 |
-0.0018 |
0.0000 |
tilt_COUNTRY |
| 2025-06-12 |
2025-06-13 |
specret |
NaN |
NaN |
-0.0082 |
unexplained |
| 2025-06-12 |
2025-06-13 |
quality |
3.4892 |
-0.0003 |
-0.0012 |
alpha_QUALITY |
| 2025-06-12 |
2025-06-13 |
ind_household_products_services |
-0.0164 |
-0.0117 |
0.0002 |
tilt_INDUSTRY |
| 2025-06-12 |
2025-06-13 |
country_PH |
0.0024 |
0.0019 |
0.0000 |
tilt_COUNTRY |
| 2025-06-12 |
2025-06-13 |
reversal |
0.8507 |
-0.0007 |
-0.0006 |
alpha_REVERSAL |
| 2025-06-12 |
2025-06-13 |
ind_uranium |
-0.0026 |
-0.0170 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-12 |
2025-06-13 |
country_IN |
0.0042 |
-0.0047 |
-0.0000 |
tilt_COUNTRY |
| 2025-06-12 |
2025-06-13 |
size_MID |
-0.0847 |
0.0031 |
-0.0003 |
tilt_SIZE |
| 2025-06-12 |
2025-06-13 |
ind_software_it_services |
0.1018 |
-0.0018 |
-0.0002 |
tilt_INDUSTRY |
| 2025-06-12 |
2025-06-13 |
ind_chemicals |
-0.0538 |
0.0034 |
-0.0002 |
tilt_INDUSTRY |
| 2025-06-12 |
2025-06-13 |
stability |
4.5934 |
0.0002 |
0.0009 |
alpha_QUALITY |
| 2025-06-12 |
2025-06-13 |
ind_integrated_hardware_software |
0.0088 |
-0.0032 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-12 |
2025-06-13 |
market |
0.0844 |
0.0048 |
0.0004 |
risk_exposure |
| 2025-06-12 |
2025-06-13 |
ind_electronic_equipment |
-0.0757 |
0.0001 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-12 |
2025-06-13 |
ind_hotels_entertainment |
-0.0595 |
-0.0070 |
0.0004 |
tilt_INDUSTRY |
| 2025-06-12 |
2025-06-13 |
ind_industrial_distribution |
0.0340 |
-0.0003 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-12 |
2025-06-13 |
value_gc |
1.7771 |
0.0012 |
0.0021 |
alpha_VALUE |
| 2025-06-12 |
2025-06-13 |
ind_passenger_transportation |
0.0699 |
-0.0081 |
-0.0006 |
tilt_INDUSTRY |
| 2025-06-12 |
2025-06-13 |
ind_household_goods |
-0.0046 |
-0.0048 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-12 |
2025-06-13 |
ind_banking_services |
-0.0986 |
-0.0018 |
0.0002 |
tilt_INDUSTRY |
| 2025-06-12 |
2025-06-13 |
country_XH |
0.0509 |
0.0080 |
0.0004 |
tilt_COUNTRY |
| 2025-06-12 |
2025-06-13 |
ind_oil_gas |
0.0294 |
0.0219 |
0.0006 |
tilt_INDUSTRY |
| 2025-06-12 |
2025-06-13 |
ind_automobile |
-0.0258 |
-0.0063 |
0.0002 |
tilt_INDUSTRY |
| 2025-06-12 |
2025-06-13 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-06-12 |
2025-06-13 |
ind_construction_materials |
-0.0034 |
-0.0011 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-12 |
2025-06-13 |
ind_homebuilding_building_products |
-0.0342 |
-0.0030 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-12 |
2025-06-13 |
ind_coal |
-0.0508 |
0.0068 |
-0.0003 |
tilt_INDUSTRY |
| 2025-06-12 |
2025-06-13 |
ind_semiconductors |
0.0156 |
0.0022 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-12 |
2025-06-13 |
ind_biotechnology |
0.0191 |
-0.0086 |
-0.0002 |
tilt_INDUSTRY |
| 2025-06-12 |
2025-06-13 |
size_MICRO |
-0.0082 |
-0.0073 |
0.0001 |
tilt_SIZE |
| 2025-06-12 |
2025-06-13 |
ind_leisure_products |
0.0028 |
-0.0064 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-12 |
2025-06-13 |
ind_transportation_infrastructure |
0.0210 |
-0.0014 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-12 |
2025-06-13 |
ind_freight_logistics |
-0.0158 |
0.0062 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-12 |
2025-06-13 |
ind_healthcare_equipment_supplies |
-0.0898 |
-0.0066 |
0.0006 |
tilt_INDUSTRY |
| 2025-06-12 |
2025-06-13 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-06-12 |
2025-06-13 |
ind_office_equipment |
0.0000 |
-0.0031 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-12 |
2025-06-13 |
country_ID |
0.0124 |
-0.0055 |
-0.0001 |
tilt_COUNTRY |
| 2025-06-12 |
2025-06-13 |
ind_food_drug_retail |
0.0483 |
-0.0063 |
-0.0003 |
tilt_INDUSTRY |
| 2025-06-12 |
2025-06-13 |
ind_fintech |
0.0021 |
0.0060 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-12 |
2025-06-13 |
country_KR |
-0.0998 |
-0.0102 |
0.0010 |
tilt_COUNTRY |
| 2025-06-12 |
2025-06-13 |
ind_communications_equipment |
-0.0098 |
0.0039 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-12 |
2025-06-13 |
fmom |
0.2101 |
-0.0005 |
-0.0001 |
alpha_QUALITY |
| 2025-06-12 |
2025-06-13 |
linkage |
0.9882 |
-0.0003 |
-0.0003 |
alpha_MOMENTUM |
| 2025-06-12 |
2025-06-13 |
ind_paper_forestry |
-0.0095 |
-0.0025 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-12 |
2025-06-13 |
sdiscrepancy |
NaN |
NaN |
0.0006 |
unexplained |
| 2025-06-12 |
2025-06-13 |
ind_commercial_services_supplies |
0.0198 |
-0.0016 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-12 |
2025-06-13 |
size_SMALL |
0.0019 |
-0.0032 |
-0.0000 |
tilt_SIZE |
| 2025-06-12 |
2025-06-13 |
ind_oil_gas_equipment_services |
-0.0158 |
0.0416 |
-0.0007 |
tilt_INDUSTRY |
| 2025-06-12 |
2025-06-13 |
neglect |
0.7758 |
-0.0003 |
-0.0002 |
alpha_VALUE |
| 2025-06-12 |
2025-06-13 |
ind_insurance |
0.1157 |
0.0014 |
0.0002 |
tilt_INDUSTRY |
| 2025-06-12 |
2025-06-13 |
ind_water_utilities |
-0.0072 |
0.0025 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-12 |
2025-06-13 |
country_MY |
0.0056 |
-0.0070 |
-0.0000 |
tilt_COUNTRY |
| 2025-06-12 |
2025-06-13 |
ind_textiles_apparel |
-0.0266 |
-0.0047 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-12 |
2025-06-13 |
ind_renewable_energy |
0.0114 |
0.0002 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-12 |
2025-06-13 |
value_liq |
0.7510 |
-0.0005 |
-0.0004 |
alpha_VALUE |
| 2025-06-12 |
2025-06-13 |
ind_electric_utilities_ipps |
-0.0562 |
0.0049 |
-0.0003 |
tilt_INDUSTRY |
| 2025-06-12 |
2025-06-13 |
ind_diversified_retail |
-0.0065 |
-0.0026 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-12 |
2025-06-13 |
ind_beverages |
-0.0734 |
-0.0132 |
0.0010 |
tilt_INDUSTRY |
| 2025-06-12 |
2025-06-13 |
ind_construction_engineering |
0.0573 |
0.0017 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-12 |
2025-06-13 |
country_TW |
0.0705 |
-0.0022 |
-0.0002 |
tilt_COUNTRY |
| 2025-06-13 |
2025-06-16 |
ind_beverages |
-0.0716 |
-0.0018 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-13 |
2025-06-16 |
ind_communications_equipment |
-0.0054 |
0.0033 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-13 |
2025-06-16 |
ind_machinery |
-0.0334 |
-0.0027 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-13 |
2025-06-16 |
value_gc |
1.8033 |
-0.0001 |
-0.0002 |
alpha_VALUE |
| 2025-06-13 |
2025-06-16 |
size_SMALL |
0.0059 |
-0.0002 |
-0.0000 |
tilt_SIZE |
| 2025-06-13 |
2025-06-16 |
ind_automobile |
-0.0228 |
-0.0048 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-13 |
2025-06-16 |
ind_natural_gas_utilities |
0.0051 |
-0.0005 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-13 |
2025-06-16 |
ind_multiline_utilities |
-0.0129 |
0.0068 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-13 |
2025-06-16 |
linearCost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-06-13 |
2025-06-16 |
ind_coal |
-0.0489 |
0.0038 |
-0.0002 |
tilt_INDUSTRY |
| 2025-06-13 |
2025-06-16 |
country_ID |
0.0124 |
-0.0034 |
-0.0000 |
tilt_COUNTRY |
| 2025-06-13 |
2025-06-16 |
country_AU |
-0.1007 |
-0.0001 |
0.0000 |
tilt_COUNTRY |
| 2025-06-13 |
2025-06-16 |
ind_integrated_hardware_software |
0.0086 |
0.0008 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-13 |
2025-06-16 |
neglect |
0.7706 |
0.0008 |
0.0006 |
alpha_VALUE |
| 2025-06-13 |
2025-06-16 |
stability |
4.5919 |
0.0002 |
0.0007 |
alpha_QUALITY |
| 2025-06-13 |
2025-06-16 |
linkage |
1.0091 |
0.0009 |
0.0009 |
alpha_MOMENTUM |
| 2025-06-13 |
2025-06-16 |
ind_biotechnology |
0.0183 |
-0.0058 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-13 |
2025-06-16 |
country_CN |
-0.0608 |
-0.0027 |
0.0002 |
tilt_COUNTRY |
| 2025-06-13 |
2025-06-16 |
ind_investment_services |
0.0288 |
0.0070 |
0.0002 |
tilt_INDUSTRY |
| 2025-06-13 |
2025-06-16 |
ind_commercial_services_supplies |
0.0189 |
-0.0004 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-13 |
2025-06-16 |
ind_media_publishing |
0.0342 |
0.0080 |
0.0003 |
tilt_INDUSTRY |
| 2025-06-13 |
2025-06-16 |
market |
0.0832 |
-0.0049 |
-0.0004 |
risk_exposure |
| 2025-06-13 |
2025-06-16 |
ind_insurance |
0.1179 |
0.0031 |
0.0004 |
tilt_INDUSTRY |
| 2025-06-13 |
2025-06-16 |
momentum |
-0.1732 |
0.0011 |
-0.0002 |
alpha_MOMENTUM |
| 2025-06-13 |
2025-06-16 |
ind_office_equipment |
0.0000 |
-0.0006 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-13 |
2025-06-16 |
country_IN |
0.0040 |
0.0072 |
0.0000 |
tilt_COUNTRY |
| 2025-06-13 |
2025-06-16 |
ind_uranium |
-0.0028 |
0.1456 |
-0.0004 |
tilt_INDUSTRY |
| 2025-06-13 |
2025-06-16 |
ind_industrial_distribution |
0.0333 |
0.0120 |
0.0004 |
tilt_INDUSTRY |
| 2025-06-13 |
2025-06-16 |
ind_household_products_services |
-0.0162 |
-0.0058 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-13 |
2025-06-16 |
ind_banking_services |
-0.1054 |
0.0053 |
-0.0006 |
tilt_INDUSTRY |
| 2025-06-13 |
2025-06-16 |
ind_oil_gas |
0.0261 |
0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-13 |
2025-06-16 |
ind_chemicals |
-0.0562 |
-0.0047 |
0.0003 |
tilt_INDUSTRY |
| 2025-06-13 |
2025-06-16 |
specret |
NaN |
NaN |
0.0009 |
unexplained |
| 2025-06-13 |
2025-06-16 |
country_HK |
0.0844 |
-0.0010 |
-0.0001 |
tilt_COUNTRY |
| 2025-06-13 |
2025-06-16 |
ind_leisure_products |
0.0042 |
0.0004 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-13 |
2025-06-16 |
value_liq |
0.7622 |
0.0003 |
0.0002 |
alpha_VALUE |
| 2025-06-13 |
2025-06-16 |
ind_metals_mining |
-0.1249 |
-0.0066 |
0.0008 |
tilt_INDUSTRY |
| 2025-06-13 |
2025-06-16 |
ind_water_utilities |
-0.0073 |
0.0021 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-13 |
2025-06-16 |
ind_electric_utilities_ipps |
-0.0599 |
-0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-13 |
2025-06-16 |
ind_telecommunications_serices |
0.1230 |
0.0073 |
0.0009 |
tilt_INDUSTRY |
| 2025-06-13 |
2025-06-16 |
ind_electronic_equipment |
-0.0760 |
-0.0014 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-13 |
2025-06-16 |
reversal |
0.9907 |
-0.0009 |
-0.0009 |
alpha_REVERSAL |
| 2025-06-13 |
2025-06-16 |
country_MY |
0.0056 |
-0.0031 |
-0.0000 |
tilt_COUNTRY |
| 2025-06-13 |
2025-06-16 |
ind_textiles_apparel |
-0.0247 |
-0.0025 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-13 |
2025-06-16 |
ind_healthcare_equipment_supplies |
-0.0879 |
-0.0093 |
0.0008 |
tilt_INDUSTRY |
| 2025-06-13 |
2025-06-16 |
size_MID |
-0.0924 |
0.0001 |
-0.0000 |
tilt_SIZE |
| 2025-06-13 |
2025-06-16 |
ind_computers_phones_household_electronics |
0.1035 |
-0.0042 |
-0.0004 |
tilt_INDUSTRY |
| 2025-06-13 |
2025-06-16 |
fcost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-06-13 |
2025-06-16 |
country_PH |
0.0024 |
-0.0073 |
-0.0000 |
tilt_COUNTRY |
| 2025-06-13 |
2025-06-16 |
ind_hotels_entertainment |
-0.0612 |
-0.0026 |
0.0002 |
tilt_INDUSTRY |
| 2025-06-13 |
2025-06-16 |
ind_passenger_transportation |
0.0699 |
-0.0038 |
-0.0003 |
tilt_INDUSTRY |
| 2025-06-13 |
2025-06-16 |
revision |
0.9484 |
0.0007 |
0.0006 |
alpha_REVISION |
| 2025-06-13 |
2025-06-16 |
ind_real_estate_operations |
0.0108 |
0.0040 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-13 |
2025-06-16 |
ind_pharmaceuticals |
-0.0362 |
-0.0076 |
0.0003 |
tilt_INDUSTRY |
| 2025-06-13 |
2025-06-16 |
country_SG |
0.0606 |
-0.0045 |
-0.0003 |
tilt_COUNTRY |
| 2025-06-13 |
2025-06-16 |
ind_food_drug_retail |
0.0500 |
0.0031 |
0.0002 |
tilt_INDUSTRY |
| 2025-06-13 |
2025-06-16 |
ind_food_tobacco |
0.1455 |
-0.0024 |
-0.0004 |
tilt_INDUSTRY |
| 2025-06-13 |
2025-06-16 |
size_MICRO |
-0.0078 |
-0.0001 |
0.0000 |
tilt_SIZE |
| 2025-06-13 |
2025-06-16 |
ind_construction_materials |
-0.0034 |
0.0006 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-13 |
2025-06-16 |
ind_homebuilding_building_products |
-0.0342 |
-0.0036 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-13 |
2025-06-16 |
ind_construction_engineering |
0.0567 |
0.0017 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-13 |
2025-06-16 |
country_TW |
0.0706 |
-0.0014 |
-0.0001 |
tilt_COUNTRY |
| 2025-06-13 |
2025-06-16 |
ind_oil_gas_equipment_services |
-0.0164 |
0.0008 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-13 |
2025-06-16 |
ind_semiconductors |
0.0103 |
-0.0004 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-13 |
2025-06-16 |
impactCost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-06-13 |
2025-06-16 |
ind_specialty_reatil |
-0.0096 |
0.0012 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-13 |
2025-06-16 |
ind_household_goods |
-0.0046 |
-0.0030 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-13 |
2025-06-16 |
ind_diversified_retail |
-0.0066 |
-0.0032 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-13 |
2025-06-16 |
ind_fintech |
0.0024 |
0.0089 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-13 |
2025-06-16 |
fmom |
0.2282 |
0.0001 |
0.0000 |
alpha_QUALITY |
| 2025-06-13 |
2025-06-16 |
sbeta_market |
0.0596 |
0.0093 |
0.0006 |
risk_exposure |
| 2025-06-13 |
2025-06-16 |
ind_transportation_infrastructure |
0.0213 |
0.0016 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-13 |
2025-06-16 |
quality |
3.5117 |
0.0000 |
0.0001 |
alpha_QUALITY |
| 2025-06-13 |
2025-06-16 |
ind_software_it_services |
0.1003 |
0.0056 |
0.0006 |
tilt_INDUSTRY |
| 2025-06-13 |
2025-06-16 |
ind_aerospace_defense |
0.0066 |
-0.0022 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-13 |
2025-06-16 |
country_JP |
-0.0080 |
0.0042 |
-0.0000 |
tilt_COUNTRY |
| 2025-06-13 |
2025-06-16 |
ind_renewable_energy |
0.0110 |
0.0084 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-13 |
2025-06-16 |
country_NZ |
-0.0186 |
0.0168 |
-0.0003 |
tilt_COUNTRY |
| 2025-06-13 |
2025-06-16 |
ind_consumer_goods_conglomerates |
0.0014 |
0.0062 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-13 |
2025-06-16 |
ind_freight_logistics |
-0.0180 |
0.0012 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-13 |
2025-06-16 |
bcost |
NaN |
NaN |
-0.0009 |
cost |
| 2025-06-13 |
2025-06-16 |
ind_paper_forestry |
-0.0094 |
-0.0044 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-13 |
2025-06-16 |
country_XH |
0.0491 |
-0.0018 |
-0.0001 |
tilt_COUNTRY |
| 2025-06-13 |
2025-06-16 |
size_LARGE |
0.1774 |
0.0002 |
0.0000 |
tilt_SIZE |
| 2025-06-13 |
2025-06-16 |
sdiscrepancy |
NaN |
NaN |
0.0000 |
unexplained |
| 2025-06-13 |
2025-06-16 |
ind_containers_packaging |
-0.0031 |
-0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-13 |
2025-06-16 |
country_TH |
0.0821 |
-0.0088 |
-0.0007 |
tilt_COUNTRY |
| 2025-06-13 |
2025-06-16 |
pdiscrepancy |
NaN |
NaN |
0.0000 |
unexplained |
| 2025-06-13 |
2025-06-16 |
ind_holding_companies |
0.0001 |
-0.0076 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-13 |
2025-06-16 |
ind_healthcare_providers_services |
0.0397 |
0.0004 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-13 |
2025-06-16 |
country_KR |
-0.0997 |
0.0103 |
-0.0010 |
tilt_COUNTRY |
| 2025-06-16 |
2025-06-17 |
size_SMALL |
-0.0006 |
0.0005 |
-0.0000 |
tilt_SIZE |
| 2025-06-16 |
2025-06-17 |
ind_transportation_infrastructure |
0.0220 |
0.0012 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-16 |
2025-06-17 |
country_KR |
-0.1006 |
-0.0001 |
0.0000 |
tilt_COUNTRY |
| 2025-06-16 |
2025-06-17 |
value_gc |
1.8393 |
0.0011 |
0.0019 |
alpha_VALUE |
| 2025-06-16 |
2025-06-17 |
ind_electronic_equipment |
-0.0812 |
0.0040 |
-0.0003 |
tilt_INDUSTRY |
| 2025-06-16 |
2025-06-17 |
ind_real_estate_operations |
0.0101 |
0.0004 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-16 |
2025-06-17 |
ind_insurance |
0.1176 |
-0.0016 |
-0.0002 |
tilt_INDUSTRY |
| 2025-06-16 |
2025-06-17 |
value_liq |
0.7747 |
0.0010 |
0.0008 |
alpha_VALUE |
| 2025-06-16 |
2025-06-17 |
ind_banking_services |
-0.1058 |
-0.0013 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-16 |
2025-06-17 |
ind_healthcare_equipment_supplies |
-0.0876 |
-0.0050 |
0.0004 |
tilt_INDUSTRY |
| 2025-06-16 |
2025-06-17 |
ind_renewable_energy |
0.0105 |
-0.0003 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-16 |
2025-06-17 |
ind_coal |
-0.0485 |
0.0038 |
-0.0002 |
tilt_INDUSTRY |
| 2025-06-16 |
2025-06-17 |
ind_leisure_products |
0.0067 |
-0.0017 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-16 |
2025-06-17 |
pdiscrepancy |
NaN |
NaN |
0.0000 |
unexplained |
| 2025-06-16 |
2025-06-17 |
ind_communications_equipment |
-0.0006 |
0.0025 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-16 |
2025-06-17 |
ind_diversified_retail |
-0.0067 |
-0.0000 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-16 |
2025-06-17 |
market |
0.0644 |
0.0011 |
0.0001 |
risk_exposure |
| 2025-06-16 |
2025-06-17 |
ind_paper_forestry |
-0.0091 |
-0.0023 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-16 |
2025-06-17 |
ind_hotels_entertainment |
-0.0619 |
0.0018 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-16 |
2025-06-17 |
ind_fintech |
0.0021 |
0.0078 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-16 |
2025-06-17 |
size_MICRO |
-0.0084 |
0.0021 |
-0.0000 |
tilt_SIZE |
| 2025-06-16 |
2025-06-17 |
ind_automobile |
-0.0320 |
-0.0010 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-16 |
2025-06-17 |
country_ID |
0.0125 |
0.0001 |
0.0000 |
tilt_COUNTRY |
| 2025-06-16 |
2025-06-17 |
fmom |
0.2784 |
0.0001 |
0.0000 |
alpha_QUALITY |
| 2025-06-16 |
2025-06-17 |
linearCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-06-16 |
2025-06-17 |
ind_holding_companies |
0.0002 |
-0.0058 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-16 |
2025-06-17 |
ind_integrated_hardware_software |
0.0084 |
-0.0007 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-16 |
2025-06-17 |
ind_containers_packaging |
-0.0029 |
-0.0033 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-16 |
2025-06-17 |
country_TH |
0.0930 |
0.0018 |
0.0002 |
tilt_COUNTRY |
| 2025-06-16 |
2025-06-17 |
ind_healthcare_providers_services |
0.0401 |
-0.0024 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-16 |
2025-06-17 |
ind_natural_gas_utilities |
0.0052 |
0.0031 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-16 |
2025-06-17 |
size_LARGE |
0.1772 |
0.0004 |
0.0001 |
tilt_SIZE |
| 2025-06-16 |
2025-06-17 |
momentum |
-0.1973 |
-0.0003 |
0.0001 |
alpha_MOMENTUM |
| 2025-06-16 |
2025-06-17 |
ind_consumer_goods_conglomerates |
0.0014 |
0.0011 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-16 |
2025-06-17 |
country_HK |
0.0880 |
-0.0027 |
-0.0002 |
tilt_COUNTRY |
| 2025-06-16 |
2025-06-17 |
quality |
3.5861 |
0.0002 |
0.0006 |
alpha_QUALITY |
| 2025-06-16 |
2025-06-17 |
specret |
NaN |
NaN |
0.0006 |
unexplained |
| 2025-06-16 |
2025-06-17 |
ind_software_it_services |
0.0945 |
-0.0002 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-16 |
2025-06-17 |
ind_metals_mining |
-0.1185 |
0.0013 |
-0.0002 |
tilt_INDUSTRY |
| 2025-06-16 |
2025-06-17 |
country_NZ |
-0.0191 |
-0.0090 |
0.0002 |
tilt_COUNTRY |
| 2025-06-16 |
2025-06-17 |
ind_telecommunications_serices |
0.1228 |
-0.0027 |
-0.0003 |
tilt_INDUSTRY |
| 2025-06-16 |
2025-06-17 |
ind_commercial_services_supplies |
0.0176 |
0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-16 |
2025-06-17 |
country_TW |
0.0725 |
-0.0001 |
-0.0000 |
tilt_COUNTRY |
| 2025-06-16 |
2025-06-17 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-06-16 |
2025-06-17 |
sdiscrepancy |
NaN |
NaN |
0.0003 |
unexplained |
| 2025-06-16 |
2025-06-17 |
ind_homebuilding_building_products |
-0.0343 |
-0.0021 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-16 |
2025-06-17 |
ind_biotechnology |
0.0164 |
-0.0233 |
-0.0004 |
tilt_INDUSTRY |
| 2025-06-16 |
2025-06-17 |
ind_construction_materials |
-0.0034 |
0.0036 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-16 |
2025-06-17 |
ind_food_drug_retail |
0.0515 |
-0.0062 |
-0.0003 |
tilt_INDUSTRY |
| 2025-06-16 |
2025-06-17 |
ind_electric_utilities_ipps |
-0.0626 |
0.0047 |
-0.0003 |
tilt_INDUSTRY |
| 2025-06-16 |
2025-06-17 |
ind_investment_services |
0.0311 |
0.0035 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-16 |
2025-06-17 |
ind_passenger_transportation |
0.0704 |
0.0012 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-16 |
2025-06-17 |
country_PH |
0.0023 |
0.0033 |
0.0000 |
tilt_COUNTRY |
| 2025-06-16 |
2025-06-17 |
ind_office_equipment |
0.0000 |
0.0094 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-16 |
2025-06-17 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-06-16 |
2025-06-17 |
ind_textiles_apparel |
-0.0258 |
0.0019 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-16 |
2025-06-17 |
country_MY |
0.0056 |
-0.0056 |
-0.0000 |
tilt_COUNTRY |
| 2025-06-16 |
2025-06-17 |
ind_water_utilities |
-0.0073 |
0.0056 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-16 |
2025-06-17 |
ind_machinery |
-0.0365 |
0.0022 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-16 |
2025-06-17 |
linkage |
0.9500 |
0.0001 |
0.0001 |
alpha_MOMENTUM |
| 2025-06-16 |
2025-06-17 |
ind_semiconductors |
0.0097 |
0.0054 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-16 |
2025-06-17 |
country_CN |
-0.0841 |
0.0003 |
-0.0000 |
tilt_COUNTRY |
| 2025-06-16 |
2025-06-17 |
ind_pharmaceuticals |
-0.0325 |
-0.0107 |
0.0003 |
tilt_INDUSTRY |
| 2025-06-16 |
2025-06-17 |
country_XH |
0.0431 |
-0.0032 |
-0.0001 |
tilt_COUNTRY |
| 2025-06-16 |
2025-06-17 |
ind_multiline_utilities |
-0.0126 |
0.0075 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-16 |
2025-06-17 |
ind_food_tobacco |
0.1468 |
-0.0024 |
-0.0004 |
tilt_INDUSTRY |
| 2025-06-16 |
2025-06-17 |
ind_beverages |
-0.0724 |
-0.0024 |
0.0002 |
tilt_INDUSTRY |
| 2025-06-16 |
2025-06-17 |
revision |
0.9177 |
-0.0000 |
-0.0000 |
alpha_REVISION |
| 2025-06-16 |
2025-06-17 |
country_SG |
0.0616 |
0.0042 |
0.0003 |
tilt_COUNTRY |
| 2025-06-16 |
2025-06-17 |
ind_uranium |
-0.0029 |
0.0373 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-16 |
2025-06-17 |
ind_chemicals |
-0.0613 |
0.0025 |
-0.0002 |
tilt_INDUSTRY |
| 2025-06-16 |
2025-06-17 |
sbeta_market |
0.0272 |
-0.0022 |
-0.0001 |
risk_exposure |
| 2025-06-16 |
2025-06-17 |
ind_media_publishing |
0.0344 |
-0.0071 |
-0.0002 |
tilt_INDUSTRY |
| 2025-06-16 |
2025-06-17 |
ind_computers_phones_household_electronics |
0.1044 |
0.0016 |
0.0002 |
tilt_INDUSTRY |
| 2025-06-16 |
2025-06-17 |
ind_household_goods |
-0.0048 |
0.0038 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-16 |
2025-06-17 |
ind_industrial_distribution |
0.0323 |
-0.0028 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-16 |
2025-06-17 |
reversal |
0.9486 |
0.0006 |
0.0006 |
alpha_REVERSAL |
| 2025-06-16 |
2025-06-17 |
size_MID |
-0.1039 |
-0.0007 |
0.0001 |
tilt_SIZE |
| 2025-06-16 |
2025-06-17 |
country_AU |
-0.1002 |
0.0010 |
-0.0001 |
tilt_COUNTRY |
| 2025-06-16 |
2025-06-17 |
ind_household_products_services |
-0.0159 |
-0.0024 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-16 |
2025-06-17 |
country_IN |
0.0040 |
-0.0066 |
-0.0000 |
tilt_COUNTRY |
| 2025-06-16 |
2025-06-17 |
ind_specialty_reatil |
-0.0113 |
-0.0029 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-16 |
2025-06-17 |
ind_oil_gas_equipment_services |
-0.0165 |
0.0036 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-16 |
2025-06-17 |
neglect |
0.7775 |
-0.0001 |
-0.0000 |
alpha_VALUE |
| 2025-06-16 |
2025-06-17 |
ind_construction_engineering |
0.0586 |
0.0009 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-16 |
2025-06-17 |
stability |
4.6326 |
-0.0001 |
-0.0007 |
alpha_QUALITY |
| 2025-06-16 |
2025-06-17 |
country_JP |
-0.0142 |
0.0041 |
-0.0001 |
tilt_COUNTRY |
| 2025-06-16 |
2025-06-17 |
ind_freight_logistics |
-0.0198 |
-0.0008 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-16 |
2025-06-17 |
ind_aerospace_defense |
0.0090 |
0.0035 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-16 |
2025-06-17 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-06-16 |
2025-06-17 |
ind_oil_gas |
0.0215 |
-0.0051 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-17 |
2025-06-18 |
revision |
0.8651 |
0.0003 |
0.0003 |
alpha_REVISION |
| 2025-06-17 |
2025-06-18 |
country_ID |
0.0125 |
-0.0075 |
-0.0001 |
tilt_COUNTRY |
| 2025-06-17 |
2025-06-18 |
ind_textiles_apparel |
-0.0252 |
-0.0018 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-17 |
2025-06-18 |
ind_oil_gas_equipment_services |
-0.0163 |
-0.0004 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-17 |
2025-06-18 |
ind_food_tobacco |
0.1461 |
-0.0057 |
-0.0008 |
tilt_INDUSTRY |
| 2025-06-17 |
2025-06-18 |
ind_coal |
-0.0501 |
-0.0034 |
0.0002 |
tilt_INDUSTRY |
| 2025-06-17 |
2025-06-18 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-06-17 |
2025-06-18 |
ind_computers_phones_household_electronics |
0.1045 |
0.0049 |
0.0005 |
tilt_INDUSTRY |
| 2025-06-17 |
2025-06-18 |
ind_office_equipment |
0.0000 |
0.0029 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-17 |
2025-06-18 |
country_PH |
0.0023 |
-0.0058 |
-0.0000 |
tilt_COUNTRY |
| 2025-06-17 |
2025-06-18 |
ind_passenger_transportation |
0.0701 |
-0.0056 |
-0.0004 |
tilt_INDUSTRY |
| 2025-06-17 |
2025-06-18 |
ind_biotechnology |
0.0149 |
-0.0050 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-17 |
2025-06-18 |
country_SG |
0.0616 |
-0.0029 |
-0.0002 |
tilt_COUNTRY |
| 2025-06-17 |
2025-06-18 |
ind_multiline_utilities |
-0.0126 |
-0.0032 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-17 |
2025-06-18 |
sdiscrepancy |
NaN |
NaN |
-0.0000 |
unexplained |
| 2025-06-17 |
2025-06-18 |
neglect |
0.7850 |
-0.0008 |
-0.0006 |
alpha_VALUE |
| 2025-06-17 |
2025-06-18 |
size_MID |
-0.1031 |
0.0008 |
-0.0001 |
tilt_SIZE |
| 2025-06-17 |
2025-06-18 |
value_gc |
1.8286 |
0.0008 |
0.0014 |
alpha_VALUE |
| 2025-06-17 |
2025-06-18 |
country_CN |
-0.0788 |
0.0003 |
-0.0000 |
tilt_COUNTRY |
| 2025-06-17 |
2025-06-18 |
ind_homebuilding_building_products |
-0.0345 |
-0.0017 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-17 |
2025-06-18 |
ind_construction_materials |
-0.0034 |
-0.0048 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-17 |
2025-06-18 |
ind_investment_services |
0.0373 |
-0.0075 |
-0.0003 |
tilt_INDUSTRY |
| 2025-06-17 |
2025-06-18 |
linkage |
0.8827 |
-0.0001 |
-0.0001 |
alpha_MOMENTUM |
| 2025-06-17 |
2025-06-18 |
country_MY |
0.0055 |
0.0013 |
0.0000 |
tilt_COUNTRY |
| 2025-06-17 |
2025-06-18 |
size_LARGE |
0.1769 |
-0.0002 |
-0.0000 |
tilt_SIZE |
| 2025-06-17 |
2025-06-18 |
ind_household_products_services |
-0.0158 |
-0.0068 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-17 |
2025-06-18 |
country_NZ |
-0.0189 |
-0.0046 |
0.0001 |
tilt_COUNTRY |
| 2025-06-17 |
2025-06-18 |
momentum |
-0.1666 |
-0.0001 |
0.0000 |
alpha_MOMENTUM |
| 2025-06-17 |
2025-06-18 |
ind_beverages |
-0.0698 |
0.0047 |
-0.0003 |
tilt_INDUSTRY |
| 2025-06-17 |
2025-06-18 |
ind_consumer_goods_conglomerates |
0.0021 |
0.0045 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-17 |
2025-06-18 |
ind_healthcare_providers_services |
0.0394 |
-0.0085 |
-0.0003 |
tilt_INDUSTRY |
| 2025-06-17 |
2025-06-18 |
country_JP |
-0.0235 |
0.0064 |
-0.0002 |
tilt_COUNTRY |
| 2025-06-17 |
2025-06-18 |
ind_aerospace_defense |
0.0093 |
0.0055 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-17 |
2025-06-18 |
quality |
3.6210 |
-0.0009 |
-0.0033 |
alpha_QUALITY |
| 2025-06-17 |
2025-06-18 |
specret |
NaN |
NaN |
-0.0020 |
unexplained |
| 2025-06-17 |
2025-06-18 |
ind_software_it_services |
0.0922 |
0.0013 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-17 |
2025-06-18 |
ind_metals_mining |
-0.1118 |
-0.0050 |
0.0006 |
tilt_INDUSTRY |
| 2025-06-17 |
2025-06-18 |
ind_pharmaceuticals |
-0.0307 |
-0.0067 |
0.0002 |
tilt_INDUSTRY |
| 2025-06-17 |
2025-06-18 |
country_HK |
0.0890 |
-0.0033 |
-0.0003 |
tilt_COUNTRY |
| 2025-06-17 |
2025-06-18 |
country_XH |
0.0372 |
-0.0053 |
-0.0002 |
tilt_COUNTRY |
| 2025-06-17 |
2025-06-18 |
ind_containers_packaging |
-0.0025 |
0.0017 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-17 |
2025-06-18 |
sbeta_market |
0.0190 |
-0.0036 |
-0.0001 |
risk_exposure |
| 2025-06-17 |
2025-06-18 |
ind_water_utilities |
-0.0073 |
-0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-17 |
2025-06-18 |
ind_machinery |
-0.0336 |
0.0029 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-17 |
2025-06-18 |
ind_food_drug_retail |
0.0512 |
-0.0024 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-17 |
2025-06-18 |
reversal |
0.7975 |
0.0003 |
0.0002 |
alpha_REVERSAL |
| 2025-06-17 |
2025-06-18 |
ind_media_publishing |
0.0353 |
-0.0039 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-17 |
2025-06-18 |
ind_commercial_services_supplies |
0.0169 |
-0.0001 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-17 |
2025-06-18 |
country_TW |
0.0755 |
-0.0014 |
-0.0001 |
tilt_COUNTRY |
| 2025-06-17 |
2025-06-18 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-06-17 |
2025-06-18 |
ind_telecommunications_serices |
0.1222 |
-0.0008 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-17 |
2025-06-18 |
ind_natural_gas_utilities |
0.0052 |
-0.0027 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-17 |
2025-06-18 |
fmom |
0.3185 |
0.0004 |
0.0001 |
alpha_QUALITY |
| 2025-06-17 |
2025-06-18 |
ind_uranium |
-0.0027 |
0.0144 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-17 |
2025-06-18 |
country_TH |
0.0981 |
-0.0147 |
-0.0014 |
tilt_COUNTRY |
| 2025-06-17 |
2025-06-18 |
linearCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-06-17 |
2025-06-18 |
ind_holding_companies |
0.0002 |
-0.0041 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-17 |
2025-06-18 |
country_IN |
0.0039 |
-0.0037 |
-0.0000 |
tilt_COUNTRY |
| 2025-06-17 |
2025-06-18 |
ind_semiconductors |
0.0154 |
0.0102 |
0.0002 |
tilt_INDUSTRY |
| 2025-06-17 |
2025-06-18 |
ind_integrated_hardware_software |
0.0083 |
0.0024 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-17 |
2025-06-18 |
ind_paper_forestry |
-0.0090 |
0.0007 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-17 |
2025-06-18 |
ind_hotels_entertainment |
-0.0632 |
0.0020 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-17 |
2025-06-18 |
size_SMALL |
-0.0011 |
-0.0009 |
0.0000 |
tilt_SIZE |
| 2025-06-17 |
2025-06-18 |
ind_chemicals |
-0.0629 |
-0.0026 |
0.0002 |
tilt_INDUSTRY |
| 2025-06-17 |
2025-06-18 |
ind_communications_equipment |
0.0006 |
0.0063 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-17 |
2025-06-18 |
ind_automobile |
-0.0363 |
0.0035 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-17 |
2025-06-18 |
ind_oil_gas |
0.0194 |
0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-17 |
2025-06-18 |
ind_leisure_products |
0.0069 |
0.0045 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-17 |
2025-06-18 |
ind_fintech |
0.0012 |
-0.0082 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-17 |
2025-06-18 |
pdiscrepancy |
NaN |
NaN |
-0.0000 |
unexplained |
| 2025-06-17 |
2025-06-18 |
ind_electronic_equipment |
-0.0919 |
0.0107 |
-0.0010 |
tilt_INDUSTRY |
| 2025-06-17 |
2025-06-18 |
ind_renewable_energy |
0.0110 |
0.0065 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-17 |
2025-06-18 |
ind_healthcare_equipment_supplies |
-0.0884 |
-0.0047 |
0.0004 |
tilt_INDUSTRY |
| 2025-06-17 |
2025-06-18 |
market |
0.0658 |
0.0029 |
0.0002 |
risk_exposure |
| 2025-06-17 |
2025-06-18 |
stability |
4.5963 |
0.0005 |
0.0021 |
alpha_QUALITY |
| 2025-06-17 |
2025-06-18 |
ind_diversified_retail |
-0.0067 |
0.0009 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-17 |
2025-06-18 |
country_KR |
-0.0991 |
0.0012 |
-0.0001 |
tilt_COUNTRY |
| 2025-06-17 |
2025-06-18 |
ind_industrial_distribution |
0.0314 |
0.0010 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-17 |
2025-06-18 |
size_MICRO |
-0.0070 |
-0.0003 |
0.0000 |
tilt_SIZE |
| 2025-06-17 |
2025-06-18 |
ind_household_goods |
-0.0049 |
-0.0010 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-17 |
2025-06-18 |
ind_banking_services |
-0.1002 |
0.0010 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-17 |
2025-06-18 |
ind_electric_utilities_ipps |
-0.0635 |
-0.0030 |
0.0002 |
tilt_INDUSTRY |
| 2025-06-17 |
2025-06-18 |
ind_transportation_infrastructure |
0.0227 |
-0.0008 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-17 |
2025-06-18 |
ind_insurance |
0.1178 |
-0.0058 |
-0.0007 |
tilt_INDUSTRY |
| 2025-06-17 |
2025-06-18 |
ind_freight_logistics |
-0.0215 |
-0.0041 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-17 |
2025-06-18 |
impactCost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-06-17 |
2025-06-18 |
value_liq |
0.7134 |
-0.0012 |
-0.0008 |
alpha_VALUE |
| 2025-06-17 |
2025-06-18 |
ind_real_estate_operations |
0.0081 |
-0.0058 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-17 |
2025-06-18 |
country_AU |
-0.0995 |
-0.0003 |
0.0000 |
tilt_COUNTRY |
| 2025-06-17 |
2025-06-18 |
ind_specialty_reatil |
-0.0126 |
0.0014 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-17 |
2025-06-18 |
ind_construction_engineering |
0.0596 |
-0.0035 |
-0.0002 |
tilt_INDUSTRY |
| 2025-06-18 |
2025-06-19 |
ind_multiline_utilities |
-0.0125 |
-0.0046 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-18 |
2025-06-19 |
ind_diversified_retail |
-0.0068 |
-0.0004 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-18 |
2025-06-19 |
ind_containers_packaging |
-0.0020 |
0.0034 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-18 |
2025-06-19 |
ind_renewable_energy |
0.0115 |
-0.0070 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-18 |
2025-06-19 |
ind_integrated_hardware_software |
0.0081 |
0.0020 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-18 |
2025-06-19 |
linearCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-06-18 |
2025-06-19 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-06-18 |
2025-06-19 |
ind_specialty_reatil |
-0.0125 |
-0.0033 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-18 |
2025-06-19 |
fmom |
0.3400 |
-0.0006 |
-0.0002 |
alpha_QUALITY |
| 2025-06-18 |
2025-06-19 |
ind_telecommunications_serices |
0.1214 |
0.0007 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-18 |
2025-06-19 |
reversal |
1.0132 |
-0.0012 |
-0.0013 |
alpha_REVERSAL |
| 2025-06-18 |
2025-06-19 |
ind_uranium |
-0.0026 |
-0.0036 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-18 |
2025-06-19 |
country_TH |
0.1000 |
-0.0288 |
-0.0029 |
tilt_COUNTRY |
| 2025-06-18 |
2025-06-19 |
ind_natural_gas_utilities |
0.0052 |
0.0029 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-18 |
2025-06-19 |
ind_holding_companies |
0.0002 |
-0.0039 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-18 |
2025-06-19 |
size_MID |
-0.1071 |
-0.0000 |
0.0000 |
tilt_SIZE |
| 2025-06-18 |
2025-06-19 |
size_SMALL |
0.0004 |
-0.0008 |
-0.0000 |
tilt_SIZE |
| 2025-06-18 |
2025-06-19 |
country_AU |
-0.0986 |
0.0023 |
-0.0002 |
tilt_COUNTRY |
| 2025-06-18 |
2025-06-19 |
country_XH |
0.0348 |
-0.0092 |
-0.0003 |
tilt_COUNTRY |
| 2025-06-18 |
2025-06-19 |
ind_pharmaceuticals |
-0.0390 |
-0.0051 |
0.0002 |
tilt_INDUSTRY |
| 2025-06-18 |
2025-06-19 |
ind_transportation_infrastructure |
0.0226 |
-0.0009 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-18 |
2025-06-19 |
ind_software_it_services |
0.0922 |
0.0009 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-18 |
2025-06-19 |
ind_metals_mining |
-0.1063 |
-0.0064 |
0.0007 |
tilt_INDUSTRY |
| 2025-06-18 |
2025-06-19 |
specret |
NaN |
NaN |
-0.0025 |
unexplained |
| 2025-06-18 |
2025-06-19 |
ind_beverages |
-0.0664 |
0.0029 |
-0.0002 |
tilt_INDUSTRY |
| 2025-06-18 |
2025-06-19 |
country_HK |
0.0925 |
-0.0078 |
-0.0007 |
tilt_COUNTRY |
| 2025-06-18 |
2025-06-19 |
quality |
3.6414 |
0.0001 |
0.0004 |
alpha_QUALITY |
| 2025-06-18 |
2025-06-19 |
ind_freight_logistics |
-0.0236 |
-0.0036 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-18 |
2025-06-19 |
ind_aerospace_defense |
0.0097 |
-0.0035 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-18 |
2025-06-19 |
ind_electronic_equipment |
-0.1023 |
0.0023 |
-0.0002 |
tilt_INDUSTRY |
| 2025-06-18 |
2025-06-19 |
ind_electric_utilities_ipps |
-0.0633 |
-0.0029 |
0.0002 |
tilt_INDUSTRY |
| 2025-06-18 |
2025-06-19 |
sbeta_market |
0.0160 |
-0.0100 |
-0.0002 |
risk_exposure |
| 2025-06-18 |
2025-06-19 |
ind_construction_engineering |
0.0611 |
-0.0016 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-18 |
2025-06-19 |
ind_consumer_goods_conglomerates |
0.0025 |
0.0046 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-18 |
2025-06-19 |
country_JP |
-0.0343 |
0.0049 |
-0.0002 |
tilt_COUNTRY |
| 2025-06-18 |
2025-06-19 |
ind_oil_gas |
0.0180 |
0.0065 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-18 |
2025-06-19 |
momentum |
-0.1249 |
0.0006 |
-0.0001 |
alpha_MOMENTUM |
| 2025-06-18 |
2025-06-19 |
pdiscrepancy |
NaN |
NaN |
-0.0000 |
unexplained |
| 2025-06-18 |
2025-06-19 |
country_NZ |
-0.0184 |
-0.0014 |
0.0000 |
tilt_COUNTRY |
| 2025-06-18 |
2025-06-19 |
ind_healthcare_providers_services |
0.0373 |
-0.0012 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-18 |
2025-06-19 |
ind_semiconductors |
0.0191 |
0.0064 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-18 |
2025-06-19 |
size_LARGE |
0.1721 |
0.0012 |
0.0002 |
tilt_SIZE |
| 2025-06-18 |
2025-06-19 |
stability |
4.5472 |
0.0007 |
0.0031 |
alpha_QUALITY |
| 2025-06-18 |
2025-06-19 |
country_KR |
-0.0987 |
0.0088 |
-0.0009 |
tilt_COUNTRY |
| 2025-06-18 |
2025-06-19 |
country_TW |
0.0784 |
-0.0046 |
-0.0004 |
tilt_COUNTRY |
| 2025-06-18 |
2025-06-19 |
ind_communications_equipment |
0.0032 |
-0.0011 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-18 |
2025-06-19 |
ind_household_products_services |
-0.0158 |
-0.0049 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-18 |
2025-06-19 |
country_MY |
0.0055 |
-0.0020 |
-0.0000 |
tilt_COUNTRY |
| 2025-06-18 |
2025-06-19 |
ind_commercial_services_supplies |
0.0166 |
-0.0017 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-18 |
2025-06-19 |
ind_office_equipment |
0.0000 |
-0.0011 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-18 |
2025-06-19 |
ind_computers_phones_household_electronics |
0.1031 |
-0.0009 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-18 |
2025-06-19 |
ind_household_goods |
-0.0049 |
-0.0009 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-18 |
2025-06-19 |
country_PH |
0.0023 |
0.0069 |
0.0000 |
tilt_COUNTRY |
| 2025-06-18 |
2025-06-19 |
ind_media_publishing |
0.0353 |
0.0048 |
0.0002 |
tilt_INDUSTRY |
| 2025-06-18 |
2025-06-19 |
ind_chemicals |
-0.0613 |
0.0009 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-18 |
2025-06-19 |
ind_investment_services |
0.0427 |
-0.0040 |
-0.0002 |
tilt_INDUSTRY |
| 2025-06-18 |
2025-06-19 |
country_CN |
-0.0823 |
0.0024 |
-0.0002 |
tilt_COUNTRY |
| 2025-06-18 |
2025-06-19 |
ind_biotechnology |
0.0142 |
-0.0017 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-18 |
2025-06-19 |
ind_automobile |
-0.0424 |
0.0010 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-18 |
2025-06-19 |
revision |
0.8250 |
0.0012 |
0.0010 |
alpha_REVISION |
| 2025-06-18 |
2025-06-19 |
ind_passenger_transportation |
0.0692 |
0.0036 |
0.0002 |
tilt_INDUSTRY |
| 2025-06-18 |
2025-06-19 |
ind_construction_materials |
-0.0033 |
-0.0017 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-18 |
2025-06-19 |
size_MICRO |
-0.0066 |
-0.0027 |
0.0000 |
tilt_SIZE |
| 2025-06-18 |
2025-06-19 |
neglect |
0.7918 |
-0.0011 |
-0.0009 |
alpha_VALUE |
| 2025-06-18 |
2025-06-19 |
ind_real_estate_operations |
0.0047 |
0.0024 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-18 |
2025-06-19 |
ind_homebuilding_building_products |
-0.0344 |
-0.0056 |
0.0002 |
tilt_INDUSTRY |
| 2025-06-18 |
2025-06-19 |
sdiscrepancy |
NaN |
NaN |
0.0003 |
unexplained |
| 2025-06-18 |
2025-06-19 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-06-18 |
2025-06-19 |
ind_oil_gas_equipment_services |
-0.0165 |
0.0120 |
-0.0002 |
tilt_INDUSTRY |
| 2025-06-18 |
2025-06-19 |
ind_food_tobacco |
0.1438 |
-0.0012 |
-0.0002 |
tilt_INDUSTRY |
| 2025-06-18 |
2025-06-19 |
ind_insurance |
0.1177 |
0.0011 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-18 |
2025-06-19 |
country_ID |
0.0123 |
-0.0204 |
-0.0003 |
tilt_COUNTRY |
| 2025-06-18 |
2025-06-19 |
ind_food_drug_retail |
0.0515 |
0.0006 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-18 |
2025-06-19 |
ind_banking_services |
-0.1004 |
0.0028 |
-0.0003 |
tilt_INDUSTRY |
| 2025-06-18 |
2025-06-19 |
ind_hotels_entertainment |
-0.0647 |
0.0027 |
-0.0002 |
tilt_INDUSTRY |
| 2025-06-18 |
2025-06-19 |
country_SG |
0.0613 |
-0.0029 |
-0.0002 |
tilt_COUNTRY |
| 2025-06-18 |
2025-06-19 |
ind_water_utilities |
-0.0072 |
-0.0057 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-18 |
2025-06-19 |
ind_machinery |
-0.0240 |
-0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-18 |
2025-06-19 |
ind_paper_forestry |
-0.0091 |
-0.0014 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-18 |
2025-06-19 |
value_liq |
0.6622 |
0.0002 |
0.0002 |
alpha_VALUE |
| 2025-06-18 |
2025-06-19 |
linkage |
0.8244 |
-0.0004 |
-0.0003 |
alpha_MOMENTUM |
| 2025-06-18 |
2025-06-19 |
ind_industrial_distribution |
0.0299 |
-0.0039 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-18 |
2025-06-19 |
ind_healthcare_equipment_supplies |
-0.0884 |
-0.0014 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-18 |
2025-06-19 |
country_IN |
0.0039 |
-0.0074 |
-0.0000 |
tilt_COUNTRY |
| 2025-06-18 |
2025-06-19 |
market |
0.0587 |
-0.0017 |
-0.0001 |
risk_exposure |
| 2025-06-18 |
2025-06-19 |
ind_fintech |
0.0021 |
-0.0112 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-18 |
2025-06-19 |
value_gc |
1.7979 |
-0.0005 |
-0.0008 |
alpha_VALUE |
| 2025-06-18 |
2025-06-19 |
ind_leisure_products |
0.0051 |
-0.0012 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-18 |
2025-06-19 |
ind_textiles_apparel |
-0.0240 |
-0.0013 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-18 |
2025-06-19 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-06-18 |
2025-06-19 |
ind_coal |
-0.0493 |
-0.0037 |
0.0002 |
tilt_INDUSTRY |
| 2025-06-19 |
2025-06-20 |
ind_telecommunications_serices |
0.1214 |
-0.0036 |
-0.0004 |
tilt_INDUSTRY |
| 2025-06-19 |
2025-06-20 |
reversal |
0.9349 |
0.0004 |
0.0004 |
alpha_REVERSAL |
| 2025-06-19 |
2025-06-20 |
ind_renewable_energy |
0.0114 |
0.0058 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-19 |
2025-06-20 |
ind_freight_logistics |
-0.0266 |
0.0059 |
-0.0002 |
tilt_INDUSTRY |
| 2025-06-19 |
2025-06-20 |
value_liq |
0.6545 |
0.0003 |
0.0002 |
alpha_VALUE |
| 2025-06-19 |
2025-06-20 |
linearCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-06-19 |
2025-06-20 |
ind_food_drug_retail |
0.0535 |
0.0021 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-19 |
2025-06-20 |
ind_pharmaceuticals |
-0.0442 |
0.0024 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-19 |
2025-06-20 |
country_XH |
0.0350 |
0.0143 |
0.0005 |
tilt_COUNTRY |
| 2025-06-19 |
2025-06-20 |
ind_beverages |
-0.0666 |
0.0098 |
-0.0007 |
tilt_INDUSTRY |
| 2025-06-19 |
2025-06-20 |
ind_machinery |
-0.0173 |
-0.0009 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-19 |
2025-06-20 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-06-19 |
2025-06-20 |
ind_food_tobacco |
0.1440 |
-0.0011 |
-0.0002 |
tilt_INDUSTRY |
| 2025-06-19 |
2025-06-20 |
sbeta_market |
0.0239 |
-0.0076 |
-0.0002 |
risk_exposure |
| 2025-06-19 |
2025-06-20 |
ind_metals_mining |
-0.1048 |
-0.0009 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-19 |
2025-06-20 |
country_HK |
0.1006 |
0.0073 |
0.0007 |
tilt_COUNTRY |
| 2025-06-19 |
2025-06-20 |
sdiscrepancy |
NaN |
NaN |
-0.0001 |
unexplained |
| 2025-06-19 |
2025-06-20 |
country_AU |
-0.0997 |
-0.0013 |
0.0001 |
tilt_COUNTRY |
| 2025-06-19 |
2025-06-20 |
country_PH |
0.0023 |
-0.0088 |
-0.0000 |
tilt_COUNTRY |
| 2025-06-19 |
2025-06-20 |
ind_chemicals |
-0.0566 |
0.0036 |
-0.0002 |
tilt_INDUSTRY |
| 2025-06-19 |
2025-06-20 |
ind_real_estate_operations |
0.0032 |
0.0005 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-19 |
2025-06-20 |
country_NZ |
-0.0184 |
-0.0047 |
0.0001 |
tilt_COUNTRY |
| 2025-06-19 |
2025-06-20 |
stability |
4.5055 |
-0.0000 |
-0.0000 |
alpha_QUALITY |
| 2025-06-19 |
2025-06-20 |
ind_natural_gas_utilities |
0.0053 |
-0.0082 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-19 |
2025-06-20 |
ind_investment_services |
0.0444 |
0.0016 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-19 |
2025-06-20 |
ind_electric_utilities_ipps |
-0.0636 |
-0.0028 |
0.0002 |
tilt_INDUSTRY |
| 2025-06-19 |
2025-06-20 |
country_CN |
-0.0925 |
-0.0003 |
0.0000 |
tilt_COUNTRY |
| 2025-06-19 |
2025-06-20 |
ind_leisure_products |
0.0043 |
-0.0060 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-19 |
2025-06-20 |
ind_specialty_reatil |
-0.0114 |
-0.0059 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-19 |
2025-06-20 |
country_SG |
0.0614 |
-0.0044 |
-0.0003 |
tilt_COUNTRY |
| 2025-06-19 |
2025-06-20 |
ind_diversified_retail |
-0.0068 |
-0.0068 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-19 |
2025-06-20 |
ind_multiline_utilities |
-0.0124 |
-0.0035 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-19 |
2025-06-20 |
ind_healthcare_providers_services |
0.0363 |
-0.0022 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-19 |
2025-06-20 |
ind_banking_services |
-0.1030 |
0.0042 |
-0.0004 |
tilt_INDUSTRY |
| 2025-06-19 |
2025-06-20 |
ind_coal |
-0.0495 |
0.0035 |
-0.0002 |
tilt_INDUSTRY |
| 2025-06-19 |
2025-06-20 |
ind_healthcare_equipment_supplies |
-0.0880 |
0.0040 |
-0.0003 |
tilt_INDUSTRY |
| 2025-06-19 |
2025-06-20 |
ind_containers_packaging |
-0.0017 |
0.0080 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-19 |
2025-06-20 |
market |
0.0593 |
0.0055 |
0.0003 |
risk_exposure |
| 2025-06-19 |
2025-06-20 |
ind_construction_materials |
-0.0033 |
-0.0041 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-19 |
2025-06-20 |
ind_fintech |
0.0036 |
-0.0013 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-19 |
2025-06-20 |
ind_electronic_equipment |
-0.1031 |
-0.0012 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-19 |
2025-06-20 |
ind_integrated_hardware_software |
0.0080 |
-0.0057 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-19 |
2025-06-20 |
country_JP |
-0.0367 |
-0.0059 |
0.0002 |
tilt_COUNTRY |
| 2025-06-19 |
2025-06-20 |
ind_oil_gas |
0.0180 |
-0.0087 |
-0.0002 |
tilt_INDUSTRY |
| 2025-06-19 |
2025-06-20 |
ind_holding_companies |
0.0002 |
-0.0047 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-19 |
2025-06-20 |
ind_household_products_services |
-0.0157 |
0.0010 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-19 |
2025-06-20 |
ind_construction_engineering |
0.0653 |
-0.0001 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-19 |
2025-06-20 |
ind_hotels_entertainment |
-0.0651 |
-0.0008 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-19 |
2025-06-20 |
ind_office_equipment |
0.0000 |
-0.0022 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-19 |
2025-06-20 |
fmom |
0.3358 |
0.0002 |
0.0001 |
alpha_QUALITY |
| 2025-06-19 |
2025-06-20 |
value_gc |
1.8136 |
0.0008 |
0.0015 |
alpha_VALUE |
| 2025-06-19 |
2025-06-20 |
ind_automobile |
-0.0470 |
-0.0012 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-19 |
2025-06-20 |
ind_passenger_transportation |
0.0689 |
-0.0012 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-19 |
2025-06-20 |
country_TH |
0.1047 |
-0.0028 |
-0.0003 |
tilt_COUNTRY |
| 2025-06-19 |
2025-06-20 |
ind_communications_equipment |
0.0063 |
-0.0016 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-19 |
2025-06-20 |
pdiscrepancy |
NaN |
NaN |
0.0000 |
unexplained |
| 2025-06-19 |
2025-06-20 |
country_KR |
-0.1005 |
0.0089 |
-0.0009 |
tilt_COUNTRY |
| 2025-06-19 |
2025-06-20 |
linkage |
0.7675 |
-0.0004 |
-0.0003 |
alpha_MOMENTUM |
| 2025-06-19 |
2025-06-20 |
size_SMALL |
-0.0015 |
-0.0015 |
0.0000 |
tilt_SIZE |
| 2025-06-19 |
2025-06-20 |
ind_textiles_apparel |
-0.0217 |
-0.0021 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-19 |
2025-06-20 |
ind_water_utilities |
-0.0072 |
-0.0006 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-19 |
2025-06-20 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-06-19 |
2025-06-20 |
country_MY |
0.0055 |
-0.0033 |
-0.0000 |
tilt_COUNTRY |
| 2025-06-19 |
2025-06-20 |
ind_commercial_services_supplies |
0.0151 |
-0.0031 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-19 |
2025-06-20 |
ind_paper_forestry |
-0.0091 |
0.0056 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-19 |
2025-06-20 |
ind_transportation_infrastructure |
0.0230 |
0.0061 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-19 |
2025-06-20 |
size_LARGE |
0.1724 |
0.0012 |
0.0002 |
tilt_SIZE |
| 2025-06-19 |
2025-06-20 |
country_TW |
0.0812 |
-0.0109 |
-0.0009 |
tilt_COUNTRY |
| 2025-06-19 |
2025-06-20 |
ind_consumer_goods_conglomerates |
0.0027 |
-0.0048 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-19 |
2025-06-20 |
ind_computers_phones_household_electronics |
0.1018 |
-0.0025 |
-0.0003 |
tilt_INDUSTRY |
| 2025-06-19 |
2025-06-20 |
ind_software_it_services |
0.0925 |
-0.0067 |
-0.0006 |
tilt_INDUSTRY |
| 2025-06-19 |
2025-06-20 |
specret |
NaN |
NaN |
0.0009 |
unexplained |
| 2025-06-19 |
2025-06-20 |
size_MID |
-0.1034 |
0.0004 |
-0.0000 |
tilt_SIZE |
| 2025-06-19 |
2025-06-20 |
quality |
3.6564 |
0.0003 |
0.0012 |
alpha_QUALITY |
| 2025-06-19 |
2025-06-20 |
ind_industrial_distribution |
0.0275 |
-0.0004 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-19 |
2025-06-20 |
ind_uranium |
-0.0026 |
-0.0165 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-19 |
2025-06-20 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-06-19 |
2025-06-20 |
revision |
0.8424 |
0.0002 |
0.0002 |
alpha_REVISION |
| 2025-06-19 |
2025-06-20 |
ind_insurance |
0.1133 |
0.0067 |
0.0008 |
tilt_INDUSTRY |
| 2025-06-19 |
2025-06-20 |
neglect |
0.8013 |
-0.0005 |
-0.0004 |
alpha_VALUE |
| 2025-06-19 |
2025-06-20 |
country_IN |
0.0039 |
0.0079 |
0.0000 |
tilt_COUNTRY |
| 2025-06-19 |
2025-06-20 |
momentum |
-0.0910 |
-0.0010 |
0.0001 |
alpha_MOMENTUM |
| 2025-06-19 |
2025-06-20 |
ind_semiconductors |
0.0207 |
0.0009 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-19 |
2025-06-20 |
ind_oil_gas_equipment_services |
-0.0163 |
-0.0050 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-19 |
2025-06-20 |
ind_homebuilding_building_products |
-0.0341 |
0.0037 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-19 |
2025-06-20 |
ind_biotechnology |
0.0133 |
0.0008 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-19 |
2025-06-20 |
ind_aerospace_defense |
0.0095 |
-0.0059 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-19 |
2025-06-20 |
size_MICRO |
-0.0082 |
0.0005 |
-0.0000 |
tilt_SIZE |
| 2025-06-19 |
2025-06-20 |
ind_household_goods |
-0.0049 |
0.0059 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-19 |
2025-06-20 |
ind_media_publishing |
0.0347 |
-0.0082 |
-0.0003 |
tilt_INDUSTRY |
| 2025-06-19 |
2025-06-20 |
country_ID |
0.0125 |
-0.0154 |
-0.0002 |
tilt_COUNTRY |
| 2025-06-20 |
2025-06-23 |
ind_homebuilding_building_products |
-0.0341 |
-0.0046 |
0.0002 |
tilt_INDUSTRY |
| 2025-06-20 |
2025-06-23 |
ind_fintech |
0.0038 |
0.0022 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-20 |
2025-06-23 |
ind_automobile |
-0.0510 |
-0.0063 |
0.0003 |
tilt_INDUSTRY |
| 2025-06-20 |
2025-06-23 |
ind_food_drug_retail |
0.0555 |
0.0016 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-20 |
2025-06-23 |
ind_household_products_services |
-0.0157 |
-0.0017 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-20 |
2025-06-23 |
country_ID |
0.0129 |
-0.0205 |
-0.0003 |
tilt_COUNTRY |
| 2025-06-20 |
2025-06-23 |
ind_hotels_entertainment |
-0.0647 |
-0.0039 |
0.0003 |
tilt_INDUSTRY |
| 2025-06-20 |
2025-06-23 |
ind_healthcare_equipment_supplies |
-0.0895 |
0.0024 |
-0.0002 |
tilt_INDUSTRY |
| 2025-06-20 |
2025-06-23 |
ind_real_estate_operations |
0.0040 |
-0.0001 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-20 |
2025-06-23 |
ind_semiconductors |
0.0210 |
0.0008 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-20 |
2025-06-23 |
size_MICRO |
-0.0086 |
0.0021 |
-0.0000 |
tilt_SIZE |
| 2025-06-20 |
2025-06-23 |
ind_banking_services |
-0.1084 |
0.0058 |
-0.0006 |
tilt_INDUSTRY |
| 2025-06-20 |
2025-06-23 |
ind_containers_packaging |
-0.0014 |
-0.0050 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-20 |
2025-06-23 |
ind_leisure_products |
0.0041 |
-0.0031 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-20 |
2025-06-23 |
ind_software_it_services |
0.0988 |
0.0015 |
0.0002 |
tilt_INDUSTRY |
| 2025-06-20 |
2025-06-23 |
ind_renewable_energy |
0.0125 |
-0.0039 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-20 |
2025-06-23 |
ind_media_publishing |
0.0345 |
0.0002 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-20 |
2025-06-23 |
reversal |
0.8599 |
0.0007 |
0.0006 |
alpha_REVERSAL |
| 2025-06-20 |
2025-06-23 |
size_MID |
-0.0993 |
-0.0011 |
0.0001 |
tilt_SIZE |
| 2025-06-20 |
2025-06-23 |
country_IN |
0.0040 |
0.0020 |
0.0000 |
tilt_COUNTRY |
| 2025-06-20 |
2025-06-23 |
country_AU |
-0.0991 |
-0.0073 |
0.0007 |
tilt_COUNTRY |
| 2025-06-20 |
2025-06-23 |
country_SG |
0.0617 |
-0.0037 |
-0.0002 |
tilt_COUNTRY |
| 2025-06-20 |
2025-06-23 |
ind_computers_phones_household_electronics |
0.0996 |
-0.0027 |
-0.0003 |
tilt_INDUSTRY |
| 2025-06-20 |
2025-06-23 |
ind_uranium |
-0.0026 |
0.0031 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-20 |
2025-06-23 |
neglect |
0.7998 |
0.0010 |
0.0008 |
alpha_VALUE |
| 2025-06-20 |
2025-06-23 |
revision |
0.8038 |
0.0008 |
0.0006 |
alpha_REVISION |
| 2025-06-20 |
2025-06-23 |
ind_oil_gas_equipment_services |
-0.0159 |
0.0148 |
-0.0002 |
tilt_INDUSTRY |
| 2025-06-20 |
2025-06-23 |
ind_food_tobacco |
0.1471 |
-0.0034 |
-0.0005 |
tilt_INDUSTRY |
| 2025-06-20 |
2025-06-23 |
ind_household_goods |
-0.0048 |
-0.0110 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-20 |
2025-06-23 |
ind_chemicals |
-0.0540 |
-0.0015 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-20 |
2025-06-23 |
ind_industrial_distribution |
0.0248 |
-0.0000 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-20 |
2025-06-23 |
ind_electronic_equipment |
-0.1049 |
0.0005 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-20 |
2025-06-23 |
country_JP |
-0.0335 |
-0.0041 |
0.0001 |
tilt_COUNTRY |
| 2025-06-20 |
2025-06-23 |
ind_paper_forestry |
-0.0091 |
-0.0074 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-20 |
2025-06-23 |
bcost |
NaN |
NaN |
-0.0009 |
cost |
| 2025-06-20 |
2025-06-23 |
ind_multiline_utilities |
-0.0122 |
-0.0099 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-20 |
2025-06-23 |
size_SMALL |
-0.0037 |
0.0024 |
-0.0000 |
tilt_SIZE |
| 2025-06-20 |
2025-06-23 |
country_KR |
-0.1005 |
-0.0121 |
0.0012 |
tilt_COUNTRY |
| 2025-06-20 |
2025-06-23 |
ind_diversified_retail |
-0.0068 |
0.0027 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-20 |
2025-06-23 |
pdiscrepancy |
NaN |
NaN |
-0.0000 |
unexplained |
| 2025-06-20 |
2025-06-23 |
sdiscrepancy |
NaN |
NaN |
0.0000 |
unexplained |
| 2025-06-20 |
2025-06-23 |
ind_freight_logistics |
-0.0294 |
-0.0008 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-20 |
2025-06-23 |
ind_construction_engineering |
0.0681 |
-0.0008 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-20 |
2025-06-23 |
value_gc |
1.8161 |
-0.0008 |
-0.0014 |
alpha_VALUE |
| 2025-06-20 |
2025-06-23 |
ind_specialty_reatil |
-0.0101 |
0.0064 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-20 |
2025-06-23 |
ind_oil_gas |
0.0187 |
0.0050 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-20 |
2025-06-23 |
stability |
4.5114 |
-0.0006 |
-0.0026 |
alpha_QUALITY |
| 2025-06-20 |
2025-06-23 |
ind_transportation_infrastructure |
0.0238 |
-0.0024 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-20 |
2025-06-23 |
ind_communications_equipment |
0.0073 |
0.0002 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-20 |
2025-06-23 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-06-20 |
2025-06-23 |
country_XH |
0.0350 |
0.0038 |
0.0001 |
tilt_COUNTRY |
| 2025-06-20 |
2025-06-23 |
country_PH |
0.0022 |
-0.0208 |
-0.0000 |
tilt_COUNTRY |
| 2025-06-20 |
2025-06-23 |
ind_textiles_apparel |
-0.0195 |
-0.0060 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-20 |
2025-06-23 |
ind_integrated_hardware_software |
0.0080 |
0.0008 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-20 |
2025-06-23 |
ind_healthcare_providers_services |
0.0366 |
0.0015 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-20 |
2025-06-23 |
ind_consumer_goods_conglomerates |
0.0030 |
-0.0061 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-20 |
2025-06-23 |
momentum |
-0.0298 |
0.0008 |
-0.0000 |
alpha_MOMENTUM |
| 2025-06-20 |
2025-06-23 |
linkage |
0.7334 |
0.0009 |
0.0007 |
alpha_MOMENTUM |
| 2025-06-20 |
2025-06-23 |
ind_office_equipment |
0.0000 |
0.0039 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-20 |
2025-06-23 |
ind_passenger_transportation |
0.0682 |
-0.0022 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-20 |
2025-06-23 |
ind_natural_gas_utilities |
0.0051 |
-0.0014 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-20 |
2025-06-23 |
country_NZ |
-0.0183 |
0.0020 |
-0.0000 |
tilt_COUNTRY |
| 2025-06-20 |
2025-06-23 |
ind_machinery |
-0.0143 |
0.0007 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-20 |
2025-06-23 |
ind_coal |
-0.0492 |
-0.0010 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-20 |
2025-06-23 |
size_LARGE |
0.1719 |
-0.0015 |
-0.0003 |
tilt_SIZE |
| 2025-06-20 |
2025-06-23 |
fcost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-06-20 |
2025-06-23 |
ind_water_utilities |
-0.0072 |
-0.0094 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-20 |
2025-06-23 |
country_TW |
0.0809 |
-0.0045 |
-0.0004 |
tilt_COUNTRY |
| 2025-06-20 |
2025-06-23 |
sbeta_market |
0.0206 |
0.0049 |
0.0001 |
risk_exposure |
| 2025-06-20 |
2025-06-23 |
country_MY |
0.0055 |
0.0017 |
0.0000 |
tilt_COUNTRY |
| 2025-06-20 |
2025-06-23 |
linearCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-06-20 |
2025-06-23 |
country_TH |
0.1071 |
-0.0068 |
-0.0007 |
tilt_COUNTRY |
| 2025-06-20 |
2025-06-23 |
market |
0.0603 |
-0.0024 |
-0.0001 |
risk_exposure |
| 2025-06-20 |
2025-06-23 |
ind_beverages |
-0.0657 |
-0.0115 |
0.0008 |
tilt_INDUSTRY |
| 2025-06-20 |
2025-06-23 |
ind_holding_companies |
0.0002 |
0.0162 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-20 |
2025-06-23 |
ind_biotechnology |
0.0135 |
0.0019 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-20 |
2025-06-23 |
ind_pharmaceuticals |
-0.0474 |
-0.0010 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-20 |
2025-06-23 |
country_CN |
-0.1021 |
0.0038 |
-0.0004 |
tilt_COUNTRY |
| 2025-06-20 |
2025-06-23 |
fmom |
0.3427 |
-0.0009 |
-0.0003 |
alpha_QUALITY |
| 2025-06-20 |
2025-06-23 |
value_liq |
0.6281 |
-0.0003 |
-0.0002 |
alpha_VALUE |
| 2025-06-20 |
2025-06-23 |
quality |
3.6829 |
-0.0006 |
-0.0022 |
alpha_QUALITY |
| 2025-06-20 |
2025-06-23 |
country_HK |
0.1045 |
0.0080 |
0.0008 |
tilt_COUNTRY |
| 2025-06-20 |
2025-06-23 |
ind_electric_utilities_ipps |
-0.0636 |
-0.0051 |
0.0003 |
tilt_INDUSTRY |
| 2025-06-20 |
2025-06-23 |
ind_commercial_services_supplies |
0.0139 |
0.0031 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-20 |
2025-06-23 |
specret |
NaN |
NaN |
-0.0035 |
unexplained |
| 2025-06-20 |
2025-06-23 |
ind_metals_mining |
-0.1074 |
-0.0027 |
0.0003 |
tilt_INDUSTRY |
| 2025-06-20 |
2025-06-23 |
ind_insurance |
0.1086 |
0.0022 |
0.0002 |
tilt_INDUSTRY |
| 2025-06-20 |
2025-06-23 |
ind_construction_materials |
-0.0032 |
-0.0026 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-20 |
2025-06-23 |
ind_aerospace_defense |
0.0095 |
0.0095 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-20 |
2025-06-23 |
ind_telecommunications_serices |
0.1224 |
0.0028 |
0.0003 |
tilt_INDUSTRY |
| 2025-06-20 |
2025-06-23 |
ind_investment_services |
0.0453 |
0.0046 |
0.0002 |
tilt_INDUSTRY |
| 2025-06-23 |
2025-06-24 |
ind_industrial_distribution |
0.0229 |
-0.0086 |
-0.0002 |
tilt_INDUSTRY |
| 2025-06-23 |
2025-06-24 |
ind_oil_gas |
0.0229 |
-0.0258 |
-0.0006 |
tilt_INDUSTRY |
| 2025-06-23 |
2025-06-24 |
size_LARGE |
0.1688 |
0.0021 |
0.0004 |
tilt_SIZE |
| 2025-06-23 |
2025-06-24 |
value_liq |
0.6084 |
0.0003 |
0.0002 |
alpha_VALUE |
| 2025-06-23 |
2025-06-24 |
ind_integrated_hardware_software |
0.0081 |
0.0018 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-23 |
2025-06-24 |
country_JP |
-0.0297 |
-0.0062 |
0.0002 |
tilt_COUNTRY |
| 2025-06-23 |
2025-06-24 |
stability |
4.5356 |
-0.0003 |
-0.0012 |
alpha_QUALITY |
| 2025-06-23 |
2025-06-24 |
ind_specialty_reatil |
-0.0089 |
0.0023 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-23 |
2025-06-24 |
ind_household_products_services |
-0.0156 |
0.0025 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-23 |
2025-06-24 |
country_TW |
0.0805 |
0.0081 |
0.0007 |
tilt_COUNTRY |
| 2025-06-23 |
2025-06-24 |
country_NZ |
-0.0183 |
-0.0075 |
0.0001 |
tilt_COUNTRY |
| 2025-06-23 |
2025-06-24 |
quality |
3.7298 |
-0.0001 |
-0.0002 |
alpha_QUALITY |
| 2025-06-23 |
2025-06-24 |
size_MID |
-0.0992 |
-0.0014 |
0.0001 |
tilt_SIZE |
| 2025-06-23 |
2025-06-24 |
country_AU |
-0.0984 |
0.0050 |
-0.0005 |
tilt_COUNTRY |
| 2025-06-23 |
2025-06-24 |
reversal |
1.0017 |
0.0023 |
0.0023 |
alpha_REVERSAL |
| 2025-06-23 |
2025-06-24 |
ind_pharmaceuticals |
-0.0502 |
-0.0000 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-23 |
2025-06-24 |
market |
0.0572 |
-0.0038 |
-0.0002 |
risk_exposure |
| 2025-06-23 |
2025-06-24 |
country_IN |
0.0040 |
0.0018 |
0.0000 |
tilt_COUNTRY |
| 2025-06-23 |
2025-06-24 |
specret |
NaN |
NaN |
-0.0002 |
unexplained |
| 2025-06-23 |
2025-06-24 |
country_HK |
0.1036 |
0.0010 |
0.0001 |
tilt_COUNTRY |
| 2025-06-23 |
2025-06-24 |
country_SG |
0.0618 |
-0.0020 |
-0.0001 |
tilt_COUNTRY |
| 2025-06-23 |
2025-06-24 |
ind_computers_phones_household_electronics |
0.0980 |
0.0039 |
0.0004 |
tilt_INDUSTRY |
| 2025-06-23 |
2025-06-24 |
ind_consumer_goods_conglomerates |
0.0035 |
0.0020 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-23 |
2025-06-24 |
ind_metals_mining |
-0.1116 |
-0.0027 |
0.0003 |
tilt_INDUSTRY |
| 2025-06-23 |
2025-06-24 |
ind_uranium |
-0.0027 |
-0.0185 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-23 |
2025-06-24 |
ind_healthcare_providers_services |
0.0370 |
-0.0055 |
-0.0002 |
tilt_INDUSTRY |
| 2025-06-23 |
2025-06-24 |
neglect |
0.8155 |
-0.0002 |
-0.0002 |
alpha_VALUE |
| 2025-06-23 |
2025-06-24 |
momentum |
-0.0412 |
0.0012 |
-0.0000 |
alpha_MOMENTUM |
| 2025-06-23 |
2025-06-24 |
ind_food_tobacco |
0.1496 |
0.0003 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-23 |
2025-06-24 |
ind_oil_gas_equipment_services |
-0.0152 |
-0.0528 |
0.0008 |
tilt_INDUSTRY |
| 2025-06-23 |
2025-06-24 |
revision |
0.7186 |
0.0003 |
0.0002 |
alpha_REVISION |
| 2025-06-23 |
2025-06-24 |
ind_media_publishing |
0.0342 |
-0.0007 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-23 |
2025-06-24 |
ind_electronic_equipment |
-0.1035 |
-0.0025 |
0.0003 |
tilt_INDUSTRY |
| 2025-06-23 |
2025-06-24 |
ind_household_goods |
-0.0046 |
0.0021 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-23 |
2025-06-24 |
sbeta_market |
0.0191 |
0.0181 |
0.0003 |
risk_exposure |
| 2025-06-23 |
2025-06-24 |
value_gc |
1.8205 |
0.0000 |
0.0001 |
alpha_VALUE |
| 2025-06-23 |
2025-06-24 |
sdiscrepancy |
NaN |
NaN |
-0.0001 |
unexplained |
| 2025-06-23 |
2025-06-24 |
ind_natural_gas_utilities |
0.0049 |
-0.0055 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-23 |
2025-06-24 |
ind_healthcare_equipment_supplies |
-0.0906 |
-0.0026 |
0.0002 |
tilt_INDUSTRY |
| 2025-06-23 |
2025-06-24 |
ind_semiconductors |
0.0199 |
-0.0025 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-23 |
2025-06-24 |
size_MICRO |
-0.0092 |
-0.0005 |
0.0000 |
tilt_SIZE |
| 2025-06-23 |
2025-06-24 |
ind_renewable_energy |
0.0140 |
-0.0008 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-23 |
2025-06-24 |
linkage |
0.7022 |
0.0001 |
0.0001 |
alpha_MOMENTUM |
| 2025-06-23 |
2025-06-24 |
ind_real_estate_operations |
0.0049 |
-0.0064 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-23 |
2025-06-24 |
country_PH |
0.0022 |
0.0074 |
0.0000 |
tilt_COUNTRY |
| 2025-06-23 |
2025-06-24 |
ind_software_it_services |
0.1095 |
-0.0003 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-23 |
2025-06-24 |
ind_food_drug_retail |
0.0566 |
0.0016 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-23 |
2025-06-24 |
ind_banking_services |
-0.1166 |
0.0034 |
-0.0004 |
tilt_INDUSTRY |
| 2025-06-23 |
2025-06-24 |
ind_electric_utilities_ipps |
-0.0637 |
0.0011 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-23 |
2025-06-24 |
ind_office_equipment |
0.0000 |
-0.0036 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-23 |
2025-06-24 |
ind_insurance |
0.1068 |
0.0057 |
0.0006 |
tilt_INDUSTRY |
| 2025-06-23 |
2025-06-24 |
country_XH |
0.0335 |
0.0005 |
0.0000 |
tilt_COUNTRY |
| 2025-06-23 |
2025-06-24 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-06-23 |
2025-06-24 |
ind_containers_packaging |
-0.0010 |
-0.0004 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-23 |
2025-06-24 |
country_ID |
0.0131 |
0.0113 |
0.0001 |
tilt_COUNTRY |
| 2025-06-23 |
2025-06-24 |
ind_textiles_apparel |
-0.0189 |
0.0015 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-23 |
2025-06-24 |
ind_investment_services |
0.0467 |
0.0076 |
0.0004 |
tilt_INDUSTRY |
| 2025-06-23 |
2025-06-24 |
country_CN |
-0.1010 |
-0.0032 |
0.0003 |
tilt_COUNTRY |
| 2025-06-23 |
2025-06-24 |
ind_homebuilding_building_products |
-0.0343 |
0.0032 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-23 |
2025-06-24 |
ind_biotechnology |
0.0140 |
-0.0009 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-23 |
2025-06-24 |
ind_automobile |
-0.0604 |
0.0022 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-23 |
2025-06-24 |
ind_construction_materials |
-0.0032 |
0.0038 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-23 |
2025-06-24 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-06-23 |
2025-06-24 |
ind_aerospace_defense |
0.0095 |
-0.0232 |
-0.0002 |
tilt_INDUSTRY |
| 2025-06-23 |
2025-06-24 |
ind_hotels_entertainment |
-0.0649 |
0.0055 |
-0.0004 |
tilt_INDUSTRY |
| 2025-06-23 |
2025-06-24 |
ind_fintech |
0.0040 |
0.0064 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-23 |
2025-06-24 |
ind_construction_engineering |
0.0677 |
0.0031 |
0.0002 |
tilt_INDUSTRY |
| 2025-06-23 |
2025-06-24 |
ind_holding_companies |
0.0002 |
0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-23 |
2025-06-24 |
ind_freight_logistics |
-0.0307 |
-0.0062 |
0.0002 |
tilt_INDUSTRY |
| 2025-06-23 |
2025-06-24 |
ind_transportation_infrastructure |
0.0205 |
-0.0031 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-23 |
2025-06-24 |
ind_chemicals |
-0.0554 |
0.0015 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-23 |
2025-06-24 |
fmom |
0.3625 |
0.0005 |
0.0002 |
alpha_QUALITY |
| 2025-06-23 |
2025-06-24 |
ind_telecommunications_serices |
0.1232 |
0.0007 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-23 |
2025-06-24 |
country_TH |
0.1019 |
0.0388 |
0.0040 |
tilt_COUNTRY |
| 2025-06-23 |
2025-06-24 |
ind_diversified_retail |
-0.0069 |
-0.0028 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-23 |
2025-06-24 |
ind_beverages |
-0.0650 |
-0.0032 |
0.0002 |
tilt_INDUSTRY |
| 2025-06-23 |
2025-06-24 |
country_MY |
0.0055 |
0.0000 |
0.0000 |
tilt_COUNTRY |
| 2025-06-23 |
2025-06-24 |
ind_machinery |
-0.0092 |
0.0038 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-23 |
2025-06-24 |
country_KR |
-0.1014 |
0.0157 |
-0.0016 |
tilt_COUNTRY |
| 2025-06-23 |
2025-06-24 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-06-23 |
2025-06-24 |
ind_multiline_utilities |
-0.0121 |
0.0001 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-23 |
2025-06-24 |
size_SMALL |
-0.0032 |
0.0000 |
-0.0000 |
tilt_SIZE |
| 2025-06-23 |
2025-06-24 |
linearCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-06-23 |
2025-06-24 |
ind_paper_forestry |
-0.0091 |
0.0011 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-23 |
2025-06-24 |
ind_commercial_services_supplies |
0.0138 |
0.0019 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-23 |
2025-06-24 |
ind_water_utilities |
-0.0072 |
0.0013 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-23 |
2025-06-24 |
ind_leisure_products |
0.0050 |
0.0070 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-23 |
2025-06-24 |
pdiscrepancy |
NaN |
NaN |
-0.0000 |
unexplained |
| 2025-06-23 |
2025-06-24 |
ind_coal |
-0.0481 |
-0.0107 |
0.0005 |
tilt_INDUSTRY |
| 2025-06-23 |
2025-06-24 |
ind_passenger_transportation |
0.0679 |
0.0091 |
0.0006 |
tilt_INDUSTRY |
| 2025-06-23 |
2025-06-24 |
ind_communications_equipment |
0.0066 |
-0.0060 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-24 |
2025-06-25 |
sbeta_market |
0.0239 |
0.0080 |
0.0002 |
risk_exposure |
| 2025-06-24 |
2025-06-25 |
ind_media_publishing |
0.0346 |
-0.0026 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-24 |
2025-06-25 |
ind_food_drug_retail |
0.0563 |
-0.0046 |
-0.0003 |
tilt_INDUSTRY |
| 2025-06-24 |
2025-06-25 |
revision |
0.8241 |
0.0000 |
0.0000 |
alpha_REVISION |
| 2025-06-24 |
2025-06-25 |
ind_software_it_services |
0.1100 |
0.0009 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-24 |
2025-06-25 |
country_TW |
0.0817 |
-0.0028 |
-0.0002 |
tilt_COUNTRY |
| 2025-06-24 |
2025-06-25 |
ind_metals_mining |
-0.1199 |
-0.0071 |
0.0008 |
tilt_INDUSTRY |
| 2025-06-24 |
2025-06-25 |
value_liq |
0.6065 |
0.0005 |
0.0003 |
alpha_VALUE |
| 2025-06-24 |
2025-06-25 |
ind_machinery |
-0.0046 |
-0.0011 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-24 |
2025-06-25 |
country_TH |
0.0887 |
0.0100 |
0.0009 |
tilt_COUNTRY |
| 2025-06-24 |
2025-06-25 |
country_AU |
-0.0989 |
-0.0067 |
0.0007 |
tilt_COUNTRY |
| 2025-06-24 |
2025-06-25 |
ind_electric_utilities_ipps |
-0.0642 |
0.0013 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-24 |
2025-06-25 |
ind_biotechnology |
0.0136 |
-0.0065 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-24 |
2025-06-25 |
ind_renewable_energy |
0.0144 |
-0.0058 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-24 |
2025-06-25 |
ind_semiconductors |
0.0162 |
0.0078 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-24 |
2025-06-25 |
ind_fintech |
0.0040 |
0.0355 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-24 |
2025-06-25 |
value_gc |
1.8208 |
0.0001 |
0.0001 |
alpha_VALUE |
| 2025-06-24 |
2025-06-25 |
ind_electronic_equipment |
-0.0938 |
-0.0022 |
0.0002 |
tilt_INDUSTRY |
| 2025-06-24 |
2025-06-25 |
linkage |
0.7186 |
0.0008 |
0.0005 |
alpha_MOMENTUM |
| 2025-06-24 |
2025-06-25 |
ind_aerospace_defense |
0.0096 |
0.0087 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-24 |
2025-06-25 |
country_NZ |
-0.0184 |
-0.0043 |
0.0001 |
tilt_COUNTRY |
| 2025-06-24 |
2025-06-25 |
market |
0.0559 |
-0.0000 |
-0.0000 |
risk_exposure |
| 2025-06-24 |
2025-06-25 |
ind_textiles_apparel |
-0.0223 |
0.0027 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-24 |
2025-06-25 |
ind_insurance |
0.1061 |
0.0038 |
0.0004 |
tilt_INDUSTRY |
| 2025-06-24 |
2025-06-25 |
ind_office_equipment |
0.0000 |
-0.0020 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-24 |
2025-06-25 |
ind_passenger_transportation |
0.0680 |
0.0014 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-24 |
2025-06-25 |
ind_water_utilities |
-0.0073 |
0.0030 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-24 |
2025-06-25 |
ind_commercial_services_supplies |
0.0113 |
0.0028 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-24 |
2025-06-25 |
country_MY |
0.0055 |
0.0029 |
0.0000 |
tilt_COUNTRY |
| 2025-06-24 |
2025-06-25 |
fmom |
0.3858 |
0.0001 |
0.0001 |
alpha_QUALITY |
| 2025-06-24 |
2025-06-25 |
ind_holding_companies |
0.0002 |
-0.0028 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-24 |
2025-06-25 |
ind_construction_materials |
-0.0033 |
0.0015 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-24 |
2025-06-25 |
ind_integrated_hardware_software |
0.0082 |
-0.0039 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-24 |
2025-06-25 |
momentum |
-0.0575 |
0.0007 |
-0.0000 |
alpha_MOMENTUM |
| 2025-06-24 |
2025-06-25 |
ind_consumer_goods_conglomerates |
0.0034 |
0.0031 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-24 |
2025-06-25 |
specret |
NaN |
NaN |
0.0003 |
unexplained |
| 2025-06-24 |
2025-06-25 |
quality |
3.7826 |
0.0003 |
0.0012 |
alpha_QUALITY |
| 2025-06-24 |
2025-06-25 |
ind_pharmaceuticals |
-0.0480 |
-0.0060 |
0.0003 |
tilt_INDUSTRY |
| 2025-06-24 |
2025-06-25 |
country_HK |
0.1024 |
0.0030 |
0.0003 |
tilt_COUNTRY |
| 2025-06-24 |
2025-06-25 |
ind_healthcare_providers_services |
0.0368 |
0.0036 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-24 |
2025-06-25 |
ind_telecommunications_serices |
0.1233 |
0.0004 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-24 |
2025-06-25 |
ind_natural_gas_utilities |
0.0049 |
-0.0090 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-24 |
2025-06-25 |
size_LARGE |
0.1632 |
0.0012 |
0.0002 |
tilt_SIZE |
| 2025-06-24 |
2025-06-25 |
ind_automobile |
-0.0675 |
-0.0015 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-24 |
2025-06-25 |
ind_homebuilding_building_products |
-0.0346 |
0.0021 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-24 |
2025-06-25 |
country_ID |
0.0134 |
-0.0113 |
-0.0002 |
tilt_COUNTRY |
| 2025-06-24 |
2025-06-25 |
ind_household_products_services |
-0.0153 |
-0.0057 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-24 |
2025-06-25 |
size_MID |
-0.0992 |
-0.0000 |
0.0000 |
tilt_SIZE |
| 2025-06-24 |
2025-06-25 |
country_IN |
0.0039 |
0.0059 |
0.0000 |
tilt_COUNTRY |
| 2025-06-24 |
2025-06-25 |
ind_computers_phones_household_electronics |
0.0976 |
0.0017 |
0.0002 |
tilt_INDUSTRY |
| 2025-06-24 |
2025-06-25 |
ind_uranium |
-0.0027 |
0.0111 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-24 |
2025-06-25 |
neglect |
0.8339 |
0.0003 |
0.0003 |
alpha_VALUE |
| 2025-06-24 |
2025-06-25 |
ind_oil_gas_equipment_services |
-0.0141 |
-0.0113 |
0.0002 |
tilt_INDUSTRY |
| 2025-06-24 |
2025-06-25 |
ind_household_goods |
-0.0044 |
-0.0018 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-24 |
2025-06-25 |
ind_industrial_distribution |
0.0219 |
-0.0084 |
-0.0002 |
tilt_INDUSTRY |
| 2025-06-24 |
2025-06-25 |
ind_oil_gas |
0.0323 |
-0.0083 |
-0.0003 |
tilt_INDUSTRY |
| 2025-06-24 |
2025-06-25 |
country_JP |
-0.0212 |
-0.0053 |
0.0001 |
tilt_COUNTRY |
| 2025-06-24 |
2025-06-25 |
ind_transportation_infrastructure |
0.0138 |
-0.0016 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-24 |
2025-06-25 |
ind_communications_equipment |
0.0050 |
-0.0004 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-24 |
2025-06-25 |
country_KR |
-0.1010 |
-0.0036 |
0.0004 |
tilt_COUNTRY |
| 2025-06-24 |
2025-06-25 |
size_SMALL |
-0.0005 |
-0.0008 |
0.0000 |
tilt_SIZE |
| 2025-06-24 |
2025-06-25 |
ind_paper_forestry |
-0.0091 |
-0.0060 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-24 |
2025-06-25 |
pdiscrepancy |
NaN |
NaN |
-0.0000 |
unexplained |
| 2025-06-24 |
2025-06-25 |
ind_hotels_entertainment |
-0.0646 |
0.0034 |
-0.0002 |
tilt_INDUSTRY |
| 2025-06-24 |
2025-06-25 |
size_MICRO |
-0.0076 |
-0.0026 |
0.0000 |
tilt_SIZE |
| 2025-06-24 |
2025-06-25 |
impactCost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-06-24 |
2025-06-25 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-06-24 |
2025-06-25 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-06-24 |
2025-06-25 |
linearCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-06-24 |
2025-06-25 |
ind_construction_engineering |
0.0682 |
-0.0007 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-24 |
2025-06-25 |
ind_containers_packaging |
-0.0007 |
-0.0006 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-24 |
2025-06-25 |
ind_multiline_utilities |
-0.0121 |
0.0064 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-24 |
2025-06-25 |
ind_specialty_reatil |
-0.0072 |
-0.0006 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-24 |
2025-06-25 |
ind_leisure_products |
0.0063 |
0.0072 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-24 |
2025-06-25 |
ind_healthcare_equipment_supplies |
-0.0905 |
-0.0025 |
0.0002 |
tilt_INDUSTRY |
| 2025-06-24 |
2025-06-25 |
ind_real_estate_operations |
0.0064 |
0.0067 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-24 |
2025-06-25 |
ind_chemicals |
-0.0557 |
-0.0033 |
0.0002 |
tilt_INDUSTRY |
| 2025-06-24 |
2025-06-25 |
ind_freight_logistics |
-0.0320 |
-0.0049 |
0.0002 |
tilt_INDUSTRY |
| 2025-06-24 |
2025-06-25 |
stability |
4.5890 |
-0.0002 |
-0.0009 |
alpha_QUALITY |
| 2025-06-24 |
2025-06-25 |
ind_banking_services |
-0.1182 |
0.0002 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-24 |
2025-06-25 |
ind_food_tobacco |
0.1492 |
-0.0023 |
-0.0003 |
tilt_INDUSTRY |
| 2025-06-24 |
2025-06-25 |
country_SG |
0.0619 |
-0.0031 |
-0.0002 |
tilt_COUNTRY |
| 2025-06-24 |
2025-06-25 |
ind_investment_services |
0.0488 |
0.0209 |
0.0010 |
tilt_INDUSTRY |
| 2025-06-24 |
2025-06-25 |
sdiscrepancy |
NaN |
NaN |
0.0004 |
unexplained |
| 2025-06-24 |
2025-06-25 |
reversal |
0.9622 |
-0.0002 |
-0.0002 |
alpha_REVERSAL |
| 2025-06-24 |
2025-06-25 |
country_CN |
-0.0958 |
0.0022 |
-0.0002 |
tilt_COUNTRY |
| 2025-06-24 |
2025-06-25 |
ind_diversified_retail |
-0.0069 |
0.0022 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-24 |
2025-06-25 |
ind_beverages |
-0.0648 |
-0.0066 |
0.0004 |
tilt_INDUSTRY |
| 2025-06-24 |
2025-06-25 |
ind_coal |
-0.0460 |
-0.0084 |
0.0004 |
tilt_INDUSTRY |
| 2025-06-24 |
2025-06-25 |
country_PH |
0.0023 |
0.0013 |
0.0000 |
tilt_COUNTRY |
| 2025-06-24 |
2025-06-25 |
country_XH |
0.0314 |
0.0006 |
0.0000 |
tilt_COUNTRY |
| 2025-06-25 |
2025-06-26 |
ind_oil_gas_equipment_services |
-0.0138 |
0.0040 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-25 |
2025-06-26 |
ind_freight_logistics |
-0.0325 |
-0.0023 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-25 |
2025-06-26 |
ind_paper_forestry |
-0.0090 |
0.0019 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-25 |
2025-06-26 |
size_MID |
-0.0964 |
-0.0008 |
0.0001 |
tilt_SIZE |
| 2025-06-25 |
2025-06-26 |
ind_household_products_services |
-0.0147 |
-0.0065 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-25 |
2025-06-26 |
pdiscrepancy |
NaN |
NaN |
-0.0000 |
unexplained |
| 2025-06-25 |
2025-06-26 |
ind_hotels_entertainment |
-0.0629 |
0.0042 |
-0.0003 |
tilt_INDUSTRY |
| 2025-06-25 |
2025-06-26 |
ind_industrial_distribution |
0.0214 |
0.0106 |
0.0002 |
tilt_INDUSTRY |
| 2025-06-25 |
2025-06-26 |
ind_chemicals |
-0.0489 |
0.0015 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-25 |
2025-06-26 |
ind_fintech |
0.0036 |
-0.0114 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-25 |
2025-06-26 |
ind_semiconductors |
0.0128 |
-0.0027 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-25 |
2025-06-26 |
market |
0.0508 |
0.0002 |
0.0000 |
risk_exposure |
| 2025-06-25 |
2025-06-26 |
size_MICRO |
-0.0108 |
0.0033 |
-0.0000 |
tilt_SIZE |
| 2025-06-25 |
2025-06-26 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-06-25 |
2025-06-26 |
ind_specialty_reatil |
-0.0066 |
0.0079 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-25 |
2025-06-26 |
ind_diversified_retail |
-0.0072 |
0.0006 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-25 |
2025-06-26 |
ind_media_publishing |
0.0341 |
0.0017 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-25 |
2025-06-26 |
country_KR |
-0.0992 |
-0.0084 |
0.0008 |
tilt_COUNTRY |
| 2025-06-25 |
2025-06-26 |
size_SMALL |
-0.0050 |
0.0002 |
-0.0000 |
tilt_SIZE |
| 2025-06-25 |
2025-06-26 |
ind_beverages |
-0.0648 |
0.0010 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-25 |
2025-06-26 |
country_IN |
0.0039 |
0.0057 |
0.0000 |
tilt_COUNTRY |
| 2025-06-25 |
2025-06-26 |
country_AU |
-0.0998 |
0.0004 |
-0.0000 |
tilt_COUNTRY |
| 2025-06-25 |
2025-06-26 |
revision |
0.8381 |
0.0002 |
0.0002 |
alpha_REVISION |
| 2025-06-25 |
2025-06-26 |
ind_electronic_equipment |
-0.0835 |
-0.0009 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-25 |
2025-06-26 |
ind_household_goods |
-0.0042 |
0.0005 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-25 |
2025-06-26 |
neglect |
0.8065 |
0.0003 |
0.0003 |
alpha_VALUE |
| 2025-06-25 |
2025-06-26 |
country_SG |
0.0621 |
0.0010 |
0.0001 |
tilt_COUNTRY |
| 2025-06-25 |
2025-06-26 |
ind_uranium |
-0.0027 |
0.0103 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-25 |
2025-06-26 |
ind_oil_gas |
0.0380 |
0.0067 |
0.0003 |
tilt_INDUSTRY |
| 2025-06-25 |
2025-06-26 |
reversal |
0.9207 |
0.0007 |
0.0007 |
alpha_REVERSAL |
| 2025-06-25 |
2025-06-26 |
value_gc |
1.8225 |
-0.0001 |
-0.0002 |
alpha_VALUE |
| 2025-06-25 |
2025-06-26 |
ind_computers_phones_household_electronics |
0.0946 |
-0.0039 |
-0.0004 |
tilt_INDUSTRY |
| 2025-06-25 |
2025-06-26 |
country_ID |
0.0135 |
0.0101 |
0.0001 |
tilt_COUNTRY |
| 2025-06-25 |
2025-06-26 |
country_JP |
-0.0164 |
0.0067 |
-0.0001 |
tilt_COUNTRY |
| 2025-06-25 |
2025-06-26 |
ind_construction_engineering |
0.0695 |
-0.0005 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-25 |
2025-06-26 |
ind_transportation_infrastructure |
0.0091 |
-0.0006 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-25 |
2025-06-26 |
ind_food_tobacco |
0.1479 |
0.0013 |
0.0002 |
tilt_INDUSTRY |
| 2025-06-25 |
2025-06-26 |
ind_communications_equipment |
0.0045 |
0.0041 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-25 |
2025-06-26 |
stability |
4.5845 |
-0.0003 |
-0.0012 |
alpha_QUALITY |
| 2025-06-25 |
2025-06-26 |
country_XH |
0.0308 |
-0.0014 |
-0.0000 |
tilt_COUNTRY |
| 2025-06-25 |
2025-06-26 |
ind_coal |
-0.0454 |
-0.0023 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-25 |
2025-06-26 |
ind_leisure_products |
0.0073 |
-0.0008 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-25 |
2025-06-26 |
ind_multiline_utilities |
-0.0122 |
0.0051 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-25 |
2025-06-26 |
country_TW |
0.0810 |
0.0041 |
0.0003 |
tilt_COUNTRY |
| 2025-06-25 |
2025-06-26 |
ind_consumer_goods_conglomerates |
0.0035 |
-0.0024 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-25 |
2025-06-26 |
specret |
NaN |
NaN |
-0.0053 |
unexplained |
| 2025-06-25 |
2025-06-26 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-06-25 |
2025-06-26 |
sdiscrepancy |
NaN |
NaN |
0.0000 |
unexplained |
| 2025-06-25 |
2025-06-26 |
quality |
3.7971 |
-0.0000 |
-0.0000 |
alpha_QUALITY |
| 2025-06-25 |
2025-06-26 |
ind_software_it_services |
0.1034 |
0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-25 |
2025-06-26 |
ind_electric_utilities_ipps |
-0.0638 |
0.0038 |
-0.0002 |
tilt_INDUSTRY |
| 2025-06-25 |
2025-06-26 |
ind_pharmaceuticals |
-0.0448 |
-0.0047 |
0.0002 |
tilt_INDUSTRY |
| 2025-06-25 |
2025-06-26 |
ind_healthcare_providers_services |
0.0360 |
0.0006 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-25 |
2025-06-26 |
ind_natural_gas_utilities |
0.0048 |
0.0014 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-25 |
2025-06-26 |
country_HK |
0.1009 |
-0.0028 |
-0.0003 |
tilt_COUNTRY |
| 2025-06-25 |
2025-06-26 |
country_CN |
-0.0934 |
-0.0033 |
0.0003 |
tilt_COUNTRY |
| 2025-06-25 |
2025-06-26 |
country_PH |
0.0023 |
0.0019 |
0.0000 |
tilt_COUNTRY |
| 2025-06-25 |
2025-06-26 |
ind_aerospace_defense |
0.0094 |
0.0085 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-25 |
2025-06-26 |
ind_metals_mining |
-0.1279 |
0.0062 |
-0.0008 |
tilt_INDUSTRY |
| 2025-06-25 |
2025-06-26 |
value_liq |
0.6085 |
0.0008 |
0.0005 |
alpha_VALUE |
| 2025-06-25 |
2025-06-26 |
country_NZ |
-0.0187 |
0.0017 |
-0.0000 |
tilt_COUNTRY |
| 2025-06-25 |
2025-06-26 |
ind_telecommunications_serices |
0.1236 |
0.0005 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-25 |
2025-06-26 |
ind_machinery |
-0.0042 |
-0.0016 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-25 |
2025-06-26 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-06-25 |
2025-06-26 |
ind_homebuilding_building_products |
-0.0354 |
0.0008 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-25 |
2025-06-26 |
momentum |
-0.0634 |
-0.0008 |
0.0001 |
alpha_MOMENTUM |
| 2025-06-25 |
2025-06-26 |
ind_investment_services |
0.0510 |
-0.0051 |
-0.0003 |
tilt_INDUSTRY |
| 2025-06-25 |
2025-06-26 |
sbeta_market |
0.0206 |
-0.0012 |
-0.0000 |
risk_exposure |
| 2025-06-25 |
2025-06-26 |
ind_automobile |
-0.0680 |
-0.0041 |
0.0003 |
tilt_INDUSTRY |
| 2025-06-25 |
2025-06-26 |
linearCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-06-25 |
2025-06-26 |
ind_construction_materials |
-0.0033 |
0.0046 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-25 |
2025-06-26 |
ind_textiles_apparel |
-0.0255 |
0.0015 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-25 |
2025-06-26 |
ind_biotechnology |
0.0123 |
-0.0127 |
-0.0002 |
tilt_INDUSTRY |
| 2025-06-25 |
2025-06-26 |
linkage |
0.7319 |
0.0003 |
0.0002 |
alpha_MOMENTUM |
| 2025-06-25 |
2025-06-26 |
ind_insurance |
0.1057 |
-0.0015 |
-0.0002 |
tilt_INDUSTRY |
| 2025-06-25 |
2025-06-26 |
ind_office_equipment |
0.0000 |
-0.0039 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-25 |
2025-06-26 |
ind_healthcare_equipment_supplies |
-0.0902 |
-0.0062 |
0.0006 |
tilt_INDUSTRY |
| 2025-06-25 |
2025-06-26 |
ind_real_estate_operations |
0.0063 |
-0.0019 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-25 |
2025-06-26 |
ind_water_utilities |
-0.0074 |
0.0014 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-25 |
2025-06-26 |
ind_commercial_services_supplies |
0.0072 |
-0.0009 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-25 |
2025-06-26 |
ind_renewable_energy |
0.0143 |
-0.0038 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-25 |
2025-06-26 |
ind_food_drug_retail |
0.0561 |
-0.0014 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-25 |
2025-06-26 |
country_TH |
0.0785 |
0.0022 |
0.0002 |
tilt_COUNTRY |
| 2025-06-25 |
2025-06-26 |
country_MY |
0.0055 |
0.0025 |
0.0000 |
tilt_COUNTRY |
| 2025-06-25 |
2025-06-26 |
ind_passenger_transportation |
0.0678 |
0.0030 |
0.0002 |
tilt_INDUSTRY |
| 2025-06-25 |
2025-06-26 |
fmom |
0.4174 |
0.0000 |
0.0000 |
alpha_QUALITY |
| 2025-06-25 |
2025-06-26 |
ind_banking_services |
-0.1189 |
0.0042 |
-0.0005 |
tilt_INDUSTRY |
| 2025-06-25 |
2025-06-26 |
ind_holding_companies |
0.0005 |
0.0054 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-25 |
2025-06-26 |
ind_containers_packaging |
-0.0004 |
0.0006 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-25 |
2025-06-26 |
size_LARGE |
0.1630 |
0.0007 |
0.0001 |
tilt_SIZE |
| 2025-06-25 |
2025-06-26 |
ind_integrated_hardware_software |
0.0082 |
-0.0016 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-26 |
2025-06-27 |
value_liq |
0.6008 |
0.0001 |
0.0000 |
alpha_VALUE |
| 2025-06-26 |
2025-06-27 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-06-26 |
2025-06-27 |
ind_media_publishing |
0.0339 |
0.0008 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-26 |
2025-06-27 |
value_gc |
1.8283 |
0.0003 |
0.0006 |
alpha_VALUE |
| 2025-06-26 |
2025-06-27 |
ind_software_it_services |
0.1034 |
-0.0056 |
-0.0006 |
tilt_INDUSTRY |
| 2025-06-26 |
2025-06-27 |
ind_electric_utilities_ipps |
-0.0631 |
-0.0029 |
0.0002 |
tilt_INDUSTRY |
| 2025-06-26 |
2025-06-27 |
ind_specialty_reatil |
-0.0045 |
0.0049 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-26 |
2025-06-27 |
ind_diversified_retail |
-0.0077 |
0.0017 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-26 |
2025-06-27 |
ind_containers_packaging |
0.0006 |
0.0056 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-26 |
2025-06-27 |
ind_telecommunications_serices |
0.1227 |
0.0032 |
0.0004 |
tilt_INDUSTRY |
| 2025-06-26 |
2025-06-27 |
ind_consumer_goods_conglomerates |
0.0038 |
0.0136 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-26 |
2025-06-27 |
ind_textiles_apparel |
-0.0253 |
0.0070 |
-0.0002 |
tilt_INDUSTRY |
| 2025-06-26 |
2025-06-27 |
ind_construction_materials |
-0.0034 |
0.0090 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-26 |
2025-06-27 |
ind_transportation_infrastructure |
0.0069 |
-0.0027 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-26 |
2025-06-27 |
ind_construction_engineering |
0.0706 |
-0.0020 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-26 |
2025-06-27 |
ind_computers_phones_household_electronics |
0.0920 |
0.0026 |
0.0002 |
tilt_INDUSTRY |
| 2025-06-26 |
2025-06-27 |
ind_electronic_equipment |
-0.0788 |
0.0076 |
-0.0006 |
tilt_INDUSTRY |
| 2025-06-26 |
2025-06-27 |
ind_uranium |
-0.0027 |
0.0363 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-26 |
2025-06-27 |
ind_commercial_services_supplies |
0.0065 |
0.0000 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-26 |
2025-06-27 |
linearCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-06-26 |
2025-06-27 |
ind_coal |
-0.0460 |
0.0079 |
-0.0004 |
tilt_INDUSTRY |
| 2025-06-26 |
2025-06-27 |
ind_chemicals |
-0.0381 |
0.0011 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-26 |
2025-06-27 |
linkage |
0.7254 |
-0.0012 |
-0.0009 |
alpha_MOMENTUM |
| 2025-06-26 |
2025-06-27 |
ind_biotechnology |
0.0119 |
-0.0006 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-26 |
2025-06-27 |
market |
0.0717 |
-0.0044 |
-0.0003 |
risk_exposure |
| 2025-06-26 |
2025-06-27 |
ind_beverages |
-0.0631 |
-0.0065 |
0.0004 |
tilt_INDUSTRY |
| 2025-06-26 |
2025-06-27 |
ind_banking_services |
-0.1208 |
-0.0069 |
0.0008 |
tilt_INDUSTRY |
| 2025-06-26 |
2025-06-27 |
momentum |
-0.0470 |
-0.0004 |
0.0000 |
alpha_MOMENTUM |
| 2025-06-26 |
2025-06-27 |
ind_automobile |
-0.0694 |
-0.0000 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-26 |
2025-06-27 |
neglect |
0.7795 |
0.0001 |
0.0001 |
alpha_VALUE |
| 2025-06-26 |
2025-06-27 |
ind_water_utilities |
-0.0072 |
-0.0161 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-26 |
2025-06-27 |
ind_aerospace_defense |
0.0092 |
0.0068 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-26 |
2025-06-27 |
ind_fintech |
0.0032 |
-0.0196 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-26 |
2025-06-27 |
ind_food_drug_retail |
0.0567 |
-0.0012 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-26 |
2025-06-27 |
ind_metals_mining |
-0.1260 |
0.0084 |
-0.0011 |
tilt_INDUSTRY |
| 2025-06-26 |
2025-06-27 |
ind_machinery |
-0.0053 |
0.0008 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-26 |
2025-06-27 |
ind_multiline_utilities |
-0.0122 |
-0.0081 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-26 |
2025-06-27 |
ind_leisure_products |
0.0081 |
0.0039 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-26 |
2025-06-27 |
ind_investment_services |
0.0533 |
-0.0008 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-26 |
2025-06-27 |
ind_natural_gas_utilities |
0.0049 |
-0.0017 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-26 |
2025-06-27 |
ind_integrated_hardware_software |
0.0081 |
-0.0076 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-26 |
2025-06-27 |
ind_office_equipment |
0.0000 |
-0.0024 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-26 |
2025-06-27 |
ind_insurance |
0.1042 |
-0.0097 |
-0.0010 |
tilt_INDUSTRY |
| 2025-06-26 |
2025-06-27 |
ind_industrial_distribution |
0.0216 |
0.0009 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-26 |
2025-06-27 |
ind_oil_gas |
0.0390 |
-0.0019 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-26 |
2025-06-27 |
ind_household_products_services |
-0.0143 |
0.0018 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-26 |
2025-06-27 |
ind_semiconductors |
0.0139 |
0.0036 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-26 |
2025-06-27 |
ind_oil_gas_equipment_services |
-0.0140 |
-0.0011 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-26 |
2025-06-27 |
ind_paper_forestry |
-0.0091 |
0.0013 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-26 |
2025-06-27 |
ind_hotels_entertainment |
-0.0614 |
-0.0090 |
0.0006 |
tilt_INDUSTRY |
| 2025-06-26 |
2025-06-27 |
ind_homebuilding_building_products |
-0.0347 |
-0.0014 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-26 |
2025-06-27 |
ind_passenger_transportation |
0.0677 |
0.0022 |
0.0002 |
tilt_INDUSTRY |
| 2025-06-26 |
2025-06-27 |
ind_holding_companies |
0.0013 |
0.0034 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-26 |
2025-06-27 |
ind_pharmaceuticals |
-0.0436 |
0.0020 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-26 |
2025-06-27 |
ind_healthcare_providers_services |
0.0355 |
0.0044 |
0.0002 |
tilt_INDUSTRY |
| 2025-06-26 |
2025-06-27 |
ind_real_estate_operations |
0.0054 |
-0.0035 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-26 |
2025-06-27 |
ind_healthcare_equipment_supplies |
-0.0901 |
0.0020 |
-0.0002 |
tilt_INDUSTRY |
| 2025-06-26 |
2025-06-27 |
ind_freight_logistics |
-0.0336 |
-0.0007 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-26 |
2025-06-27 |
ind_food_tobacco |
0.1473 |
0.0005 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-26 |
2025-06-27 |
ind_renewable_energy |
0.0142 |
0.0091 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-26 |
2025-06-27 |
ind_household_goods |
-0.0043 |
0.0011 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-26 |
2025-06-27 |
pdiscrepancy |
NaN |
NaN |
0.0000 |
unexplained |
| 2025-06-26 |
2025-06-27 |
ind_communications_equipment |
0.0053 |
0.0023 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-26 |
2025-06-27 |
size_LARGE |
0.1714 |
-0.0008 |
-0.0001 |
tilt_SIZE |
| 2025-06-26 |
2025-06-27 |
country_TW |
0.0814 |
0.0005 |
0.0000 |
tilt_COUNTRY |
| 2025-06-26 |
2025-06-27 |
specret |
NaN |
NaN |
0.0002 |
unexplained |
| 2025-06-26 |
2025-06-27 |
country_ID |
0.0137 |
0.0025 |
0.0000 |
tilt_COUNTRY |
| 2025-06-26 |
2025-06-27 |
size_MICRO |
-0.0108 |
0.0003 |
-0.0000 |
tilt_SIZE |
| 2025-06-26 |
2025-06-27 |
size_SMALL |
-0.0035 |
0.0003 |
-0.0000 |
tilt_SIZE |
| 2025-06-26 |
2025-06-27 |
country_TH |
0.0726 |
-0.0201 |
-0.0015 |
tilt_COUNTRY |
| 2025-06-26 |
2025-06-27 |
sbeta_market |
0.0453 |
0.0059 |
0.0003 |
risk_exposure |
| 2025-06-26 |
2025-06-27 |
country_IN |
0.0037 |
0.0069 |
0.0000 |
tilt_COUNTRY |
| 2025-06-26 |
2025-06-27 |
country_SG |
0.0621 |
0.0091 |
0.0006 |
tilt_COUNTRY |
| 2025-06-26 |
2025-06-27 |
sdiscrepancy |
NaN |
NaN |
-0.0009 |
unexplained |
| 2025-06-26 |
2025-06-27 |
size_MID |
-0.0855 |
0.0002 |
-0.0000 |
tilt_SIZE |
| 2025-06-26 |
2025-06-27 |
country_JP |
-0.0128 |
0.0103 |
-0.0001 |
tilt_COUNTRY |
| 2025-06-26 |
2025-06-27 |
country_PH |
0.0023 |
0.0172 |
0.0000 |
tilt_COUNTRY |
| 2025-06-26 |
2025-06-27 |
country_KR |
-0.0987 |
-0.0089 |
0.0009 |
tilt_COUNTRY |
| 2025-06-26 |
2025-06-27 |
country_NZ |
-0.0191 |
0.0135 |
-0.0003 |
tilt_COUNTRY |
| 2025-06-26 |
2025-06-27 |
country_XH |
0.0323 |
-0.0055 |
-0.0002 |
tilt_COUNTRY |
| 2025-06-26 |
2025-06-27 |
country_HK |
0.1008 |
-0.0035 |
-0.0004 |
tilt_COUNTRY |
| 2025-06-26 |
2025-06-27 |
revision |
0.8416 |
-0.0006 |
-0.0005 |
alpha_REVISION |
| 2025-06-26 |
2025-06-27 |
reversal |
0.8152 |
0.0020 |
0.0016 |
alpha_REVERSAL |
| 2025-06-26 |
2025-06-27 |
country_AU |
-0.0999 |
0.0015 |
-0.0002 |
tilt_COUNTRY |
| 2025-06-26 |
2025-06-27 |
impactCost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-06-26 |
2025-06-27 |
fmom |
0.4199 |
0.0006 |
0.0002 |
alpha_QUALITY |
| 2025-06-26 |
2025-06-27 |
stability |
4.5465 |
0.0002 |
0.0010 |
alpha_QUALITY |
| 2025-06-26 |
2025-06-27 |
country_CN |
-0.0723 |
-0.0031 |
0.0002 |
tilt_COUNTRY |
| 2025-06-26 |
2025-06-27 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-06-26 |
2025-06-27 |
quality |
3.7865 |
0.0005 |
0.0020 |
alpha_QUALITY |
| 2025-06-26 |
2025-06-27 |
country_MY |
0.0055 |
0.0030 |
0.0000 |
tilt_COUNTRY |
| 2025-06-27 |
2025-06-30 |
ind_passenger_transportation |
0.0674 |
-0.0005 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-27 |
2025-06-30 |
ind_holding_companies |
0.0019 |
0.0002 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-27 |
2025-06-30 |
country_AU |
-0.0991 |
0.0031 |
-0.0003 |
tilt_COUNTRY |
| 2025-06-27 |
2025-06-30 |
ind_machinery |
0.0023 |
0.0031 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-27 |
2025-06-30 |
ind_pharmaceuticals |
-0.0438 |
0.0008 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-27 |
2025-06-30 |
ind_office_equipment |
-0.0002 |
0.0062 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-27 |
2025-06-30 |
ind_healthcare_providers_services |
0.0356 |
0.0027 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-27 |
2025-06-30 |
stability |
4.5509 |
-0.0001 |
-0.0003 |
alpha_QUALITY |
| 2025-06-27 |
2025-06-30 |
country_JP |
-0.0216 |
0.0022 |
-0.0000 |
tilt_COUNTRY |
| 2025-06-27 |
2025-06-30 |
country_HK |
0.1019 |
-0.0063 |
-0.0006 |
tilt_COUNTRY |
| 2025-06-27 |
2025-06-30 |
ind_real_estate_operations |
0.0037 |
-0.0032 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-27 |
2025-06-30 |
ind_healthcare_equipment_supplies |
-0.0907 |
0.0027 |
-0.0002 |
tilt_INDUSTRY |
| 2025-06-27 |
2025-06-30 |
country_KR |
-0.0991 |
0.0032 |
-0.0003 |
tilt_COUNTRY |
| 2025-06-27 |
2025-06-30 |
ind_freight_logistics |
-0.0353 |
-0.0057 |
0.0002 |
tilt_INDUSTRY |
| 2025-06-27 |
2025-06-30 |
size_MICRO |
-0.0083 |
0.0008 |
-0.0000 |
tilt_SIZE |
| 2025-06-27 |
2025-06-30 |
ind_food_tobacco |
0.1474 |
0.0005 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-27 |
2025-06-30 |
ind_metals_mining |
-0.1265 |
-0.0059 |
0.0007 |
tilt_INDUSTRY |
| 2025-06-27 |
2025-06-30 |
specret |
NaN |
NaN |
0.0024 |
unexplained |
| 2025-06-27 |
2025-06-30 |
country_CN |
-0.0603 |
0.0016 |
-0.0001 |
tilt_COUNTRY |
| 2025-06-27 |
2025-06-30 |
country_IN |
0.0031 |
0.0031 |
0.0000 |
tilt_COUNTRY |
| 2025-06-27 |
2025-06-30 |
ind_industrial_distribution |
0.0215 |
0.0017 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-27 |
2025-06-30 |
ind_oil_gas |
0.0443 |
-0.0010 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-27 |
2025-06-30 |
ind_household_products_services |
-0.0143 |
0.0024 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-27 |
2025-06-30 |
bcost |
NaN |
NaN |
-0.0009 |
cost |
| 2025-06-27 |
2025-06-30 |
ind_investment_services |
0.0554 |
-0.0080 |
-0.0004 |
tilt_INDUSTRY |
| 2025-06-27 |
2025-06-30 |
country_ID |
0.0138 |
0.0135 |
0.0002 |
tilt_COUNTRY |
| 2025-06-27 |
2025-06-30 |
ind_oil_gas_equipment_services |
-0.0142 |
-0.0010 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-27 |
2025-06-30 |
size_MID |
-0.0846 |
0.0014 |
-0.0001 |
tilt_SIZE |
| 2025-06-27 |
2025-06-30 |
ind_household_goods |
-0.0044 |
-0.0028 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-27 |
2025-06-30 |
ind_insurance |
0.0968 |
-0.0013 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-27 |
2025-06-30 |
ind_leisure_products |
0.0084 |
0.0079 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-27 |
2025-06-30 |
ind_multiline_utilities |
-0.0121 |
-0.0011 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-27 |
2025-06-30 |
ind_paper_forestry |
-0.0092 |
-0.0013 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-27 |
2025-06-30 |
ind_hotels_entertainment |
-0.0622 |
0.0009 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-27 |
2025-06-30 |
ind_integrated_hardware_software |
0.0081 |
0.0056 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-27 |
2025-06-30 |
ind_homebuilding_building_products |
-0.0340 |
0.0007 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-27 |
2025-06-30 |
size_SMALL |
0.0009 |
0.0008 |
0.0000 |
tilt_SIZE |
| 2025-06-27 |
2025-06-30 |
ind_natural_gas_utilities |
0.0051 |
0.0006 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-27 |
2025-06-30 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-06-27 |
2025-06-30 |
ind_food_drug_retail |
0.0578 |
0.0029 |
0.0002 |
tilt_INDUSTRY |
| 2025-06-27 |
2025-06-30 |
value_gc |
1.8151 |
-0.0009 |
-0.0016 |
alpha_VALUE |
| 2025-06-27 |
2025-06-30 |
ind_media_publishing |
0.0346 |
0.0042 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-27 |
2025-06-30 |
ind_water_utilities |
-0.0073 |
-0.0008 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-27 |
2025-06-30 |
ind_commercial_services_supplies |
0.0068 |
-0.0005 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-27 |
2025-06-30 |
country_TW |
0.0826 |
-0.0158 |
-0.0013 |
tilt_COUNTRY |
| 2025-06-27 |
2025-06-30 |
ind_coal |
-0.0481 |
-0.0047 |
0.0002 |
tilt_INDUSTRY |
| 2025-06-27 |
2025-06-30 |
linearCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-06-27 |
2025-06-30 |
country_XH |
0.0332 |
-0.0082 |
-0.0003 |
tilt_COUNTRY |
| 2025-06-27 |
2025-06-30 |
ind_chemicals |
-0.0416 |
0.0000 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-27 |
2025-06-30 |
reversal |
0.8704 |
0.0010 |
0.0009 |
alpha_REVERSAL |
| 2025-06-27 |
2025-06-30 |
ind_communications_equipment |
0.0028 |
0.0032 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-27 |
2025-06-30 |
linkage |
0.7798 |
-0.0001 |
-0.0001 |
alpha_MOMENTUM |
| 2025-06-27 |
2025-06-30 |
fcost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-06-27 |
2025-06-30 |
market |
0.0768 |
0.0000 |
0.0000 |
risk_exposure |
| 2025-06-27 |
2025-06-30 |
ind_beverages |
-0.0612 |
0.0018 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-27 |
2025-06-30 |
quality |
3.7687 |
-0.0001 |
-0.0003 |
alpha_QUALITY |
| 2025-06-27 |
2025-06-30 |
ind_banking_services |
-0.1192 |
-0.0041 |
0.0005 |
tilt_INDUSTRY |
| 2025-06-27 |
2025-06-30 |
momentum |
0.0312 |
0.0001 |
0.0000 |
alpha_MOMENTUM |
| 2025-06-27 |
2025-06-30 |
ind_automobile |
-0.0723 |
-0.0052 |
0.0004 |
tilt_INDUSTRY |
| 2025-06-27 |
2025-06-30 |
fmom |
0.4216 |
-0.0007 |
-0.0003 |
alpha_QUALITY |
| 2025-06-27 |
2025-06-30 |
neglect |
0.7516 |
-0.0001 |
-0.0001 |
alpha_VALUE |
| 2025-06-27 |
2025-06-30 |
ind_aerospace_defense |
0.0093 |
0.0250 |
0.0002 |
tilt_INDUSTRY |
| 2025-06-27 |
2025-06-30 |
ind_biotechnology |
0.0127 |
0.0027 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-27 |
2025-06-30 |
ind_uranium |
-0.0027 |
-0.0114 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-27 |
2025-06-30 |
revision |
0.9562 |
0.0008 |
0.0008 |
alpha_REVISION |
| 2025-06-27 |
2025-06-30 |
ind_computers_phones_household_electronics |
0.0914 |
0.0064 |
0.0006 |
tilt_INDUSTRY |
| 2025-06-27 |
2025-06-30 |
country_MY |
0.0055 |
0.0043 |
0.0000 |
tilt_COUNTRY |
| 2025-06-27 |
2025-06-30 |
size_LARGE |
0.1688 |
-0.0034 |
-0.0006 |
tilt_SIZE |
| 2025-06-27 |
2025-06-30 |
ind_semiconductors |
0.0154 |
0.0022 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-27 |
2025-06-30 |
ind_fintech |
0.0030 |
-0.0065 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-27 |
2025-06-30 |
pdiscrepancy |
NaN |
NaN |
-0.0000 |
unexplained |
| 2025-06-27 |
2025-06-30 |
ind_electronic_equipment |
-0.0820 |
-0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-27 |
2025-06-30 |
country_NZ |
-0.0188 |
0.0002 |
-0.0000 |
tilt_COUNTRY |
| 2025-06-27 |
2025-06-30 |
ind_software_it_services |
0.1083 |
0.0033 |
0.0004 |
tilt_INDUSTRY |
| 2025-06-27 |
2025-06-30 |
ind_electric_utilities_ipps |
-0.0632 |
-0.0006 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-27 |
2025-06-30 |
country_PH |
0.0023 |
-0.0111 |
-0.0000 |
tilt_COUNTRY |
| 2025-06-27 |
2025-06-30 |
ind_specialty_reatil |
-0.0039 |
0.0010 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-27 |
2025-06-30 |
ind_diversified_retail |
-0.0080 |
-0.0014 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-27 |
2025-06-30 |
sdiscrepancy |
NaN |
NaN |
-0.0003 |
unexplained |
| 2025-06-27 |
2025-06-30 |
ind_containers_packaging |
0.0018 |
0.0023 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-27 |
2025-06-30 |
ind_telecommunications_serices |
0.1227 |
0.0075 |
0.0009 |
tilt_INDUSTRY |
| 2025-06-27 |
2025-06-30 |
ind_consumer_goods_conglomerates |
0.0041 |
-0.0113 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-27 |
2025-06-30 |
country_SG |
0.0619 |
0.0000 |
0.0000 |
tilt_COUNTRY |
| 2025-06-27 |
2025-06-30 |
sbeta_market |
0.0493 |
0.0040 |
0.0002 |
risk_exposure |
| 2025-06-27 |
2025-06-30 |
ind_textiles_apparel |
-0.0252 |
-0.0010 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-27 |
2025-06-30 |
ind_construction_materials |
-0.0035 |
-0.0064 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-27 |
2025-06-30 |
ind_transportation_infrastructure |
0.0059 |
-0.0036 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-27 |
2025-06-30 |
ind_construction_engineering |
0.0728 |
-0.0010 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-27 |
2025-06-30 |
country_TH |
0.0715 |
0.0073 |
0.0005 |
tilt_COUNTRY |
| 2025-06-27 |
2025-06-30 |
ind_renewable_energy |
0.0143 |
0.0183 |
0.0003 |
tilt_INDUSTRY |
| 2025-06-27 |
2025-06-30 |
value_liq |
0.5651 |
-0.0007 |
-0.0004 |
alpha_VALUE |