signalDate tradeDate factor fexp facret contrib category
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