| 2025-06-30 |
2025-07-01 |
ind_integrated_hardware_software |
0.0083 |
-0.0073 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-30 |
2025-07-01 |
sbeta_market |
0.0208 |
-0.0046 |
-0.0001 |
risk_exposure |
| 2025-06-30 |
2025-07-01 |
momentum |
0.0589 |
-0.0007 |
-0.0000 |
alpha_MOMENTUM |
| 2025-06-30 |
2025-07-01 |
ind_holding_companies |
0.0020 |
0.0092 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-30 |
2025-07-01 |
ind_biotechnology |
0.0126 |
0.0082 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-30 |
2025-07-01 |
ind_transportation_infrastructure |
0.0056 |
-0.0028 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-30 |
2025-07-01 |
country_NZ |
-0.0181 |
0.0008 |
-0.0000 |
tilt_COUNTRY |
| 2025-06-30 |
2025-07-01 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-06-30 |
2025-07-01 |
ind_renewable_energy |
0.0145 |
-0.0064 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-30 |
2025-07-01 |
ind_oil_gas_equipment_services |
-0.0143 |
-0.0017 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-30 |
2025-07-01 |
ind_containers_packaging |
0.0020 |
-0.0018 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-30 |
2025-07-01 |
linearCost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-06-30 |
2025-07-01 |
country_MY |
0.0055 |
0.0008 |
0.0000 |
tilt_COUNTRY |
| 2025-06-30 |
2025-07-01 |
ind_construction_engineering |
0.0753 |
-0.0002 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-30 |
2025-07-01 |
ind_communications_equipment |
0.0000 |
-0.0043 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-30 |
2025-07-01 |
ind_automobile |
-0.0749 |
-0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-30 |
2025-07-01 |
size_LARGE |
0.1671 |
-0.0012 |
-0.0002 |
tilt_SIZE |
| 2025-06-30 |
2025-07-01 |
ind_oil_gas |
0.0511 |
0.0023 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-30 |
2025-07-01 |
quality |
3.7752 |
-0.0002 |
-0.0009 |
alpha_QUALITY |
| 2025-06-30 |
2025-07-01 |
specret |
NaN |
NaN |
0.0036 |
unexplained |
| 2025-06-30 |
2025-07-01 |
ind_semiconductors |
0.0159 |
-0.0004 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-30 |
2025-07-01 |
ind_metals_mining |
-0.1331 |
0.0053 |
-0.0007 |
tilt_INDUSTRY |
| 2025-06-30 |
2025-07-01 |
country_SG |
0.0614 |
0.0036 |
0.0002 |
tilt_COUNTRY |
| 2025-06-30 |
2025-07-01 |
ind_computers_phones_household_electronics |
0.0911 |
-0.0031 |
-0.0003 |
tilt_INDUSTRY |
| 2025-06-30 |
2025-07-01 |
ind_chemicals |
-0.0483 |
0.0023 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-30 |
2025-07-01 |
ind_freight_logistics |
-0.0353 |
0.0018 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-30 |
2025-07-01 |
country_HK |
0.1023 |
0.0001 |
0.0000 |
tilt_COUNTRY |
| 2025-06-30 |
2025-07-01 |
ind_pharmaceuticals |
-0.0467 |
0.0033 |
-0.0002 |
tilt_INDUSTRY |
| 2025-06-30 |
2025-07-01 |
ind_specialty_reatil |
-0.0039 |
-0.0016 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-30 |
2025-07-01 |
country_TW |
0.0833 |
0.0049 |
0.0004 |
tilt_COUNTRY |
| 2025-06-30 |
2025-07-01 |
ind_food_drug_retail |
0.0581 |
0.0026 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-30 |
2025-07-01 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-06-30 |
2025-07-01 |
ind_multiline_utilities |
-0.0124 |
0.0041 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-30 |
2025-07-01 |
ind_household_goods |
-0.0047 |
-0.0005 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-30 |
2025-07-01 |
country_CN |
-0.0650 |
0.0017 |
-0.0001 |
tilt_COUNTRY |
| 2025-06-30 |
2025-07-01 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-06-30 |
2025-07-01 |
ind_diversified_retail |
-0.0079 |
-0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-30 |
2025-07-01 |
ind_coal |
-0.0502 |
-0.0010 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-30 |
2025-07-01 |
stability |
4.5762 |
0.0003 |
0.0012 |
alpha_QUALITY |
| 2025-06-30 |
2025-07-01 |
country_ID |
0.0137 |
-0.0056 |
-0.0001 |
tilt_COUNTRY |
| 2025-06-30 |
2025-07-01 |
ind_healthcare_providers_services |
0.0353 |
-0.0014 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-30 |
2025-07-01 |
ind_hotels_entertainment |
-0.0652 |
0.0016 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-30 |
2025-07-01 |
ind_water_utilities |
-0.0074 |
0.0005 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-30 |
2025-07-01 |
ind_office_equipment |
-0.0008 |
-0.0046 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-30 |
2025-07-01 |
ind_natural_gas_utilities |
0.0053 |
0.0004 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-30 |
2025-07-01 |
ind_machinery |
0.0135 |
-0.0012 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-30 |
2025-07-01 |
size_MID |
-0.0971 |
-0.0003 |
0.0000 |
tilt_SIZE |
| 2025-06-30 |
2025-07-01 |
ind_software_it_services |
0.1187 |
-0.0050 |
-0.0006 |
tilt_INDUSTRY |
| 2025-06-30 |
2025-07-01 |
fmom |
0.4149 |
0.0008 |
0.0003 |
alpha_QUALITY |
| 2025-06-30 |
2025-07-01 |
ind_construction_materials |
-0.0038 |
-0.0012 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-30 |
2025-07-01 |
pdiscrepancy |
NaN |
NaN |
0.0000 |
unexplained |
| 2025-06-30 |
2025-07-01 |
ind_commercial_services_supplies |
0.0079 |
-0.0037 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-30 |
2025-07-01 |
ind_media_publishing |
0.0343 |
-0.0058 |
-0.0002 |
tilt_INDUSTRY |
| 2025-06-30 |
2025-07-01 |
ind_consumer_goods_conglomerates |
0.0055 |
0.0066 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-30 |
2025-07-01 |
ind_homebuilding_building_products |
-0.0341 |
0.0006 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-30 |
2025-07-01 |
country_IN |
0.0022 |
-0.0050 |
-0.0000 |
tilt_COUNTRY |
| 2025-06-30 |
2025-07-01 |
ind_paper_forestry |
-0.0093 |
-0.0040 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-30 |
2025-07-01 |
country_JP |
-0.0377 |
-0.0069 |
0.0003 |
tilt_COUNTRY |
| 2025-06-30 |
2025-07-01 |
ind_real_estate_operations |
0.0028 |
0.0012 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-30 |
2025-07-01 |
sdiscrepancy |
NaN |
NaN |
-0.0000 |
unexplained |
| 2025-06-30 |
2025-07-01 |
ind_industrial_distribution |
0.0213 |
0.0015 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-30 |
2025-07-01 |
country_TH |
0.0754 |
0.0103 |
0.0008 |
tilt_COUNTRY |
| 2025-06-30 |
2025-07-01 |
ind_passenger_transportation |
0.0661 |
-0.0033 |
-0.0002 |
tilt_INDUSTRY |
| 2025-06-30 |
2025-07-01 |
ind_uranium |
-0.0026 |
-0.0052 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-30 |
2025-07-01 |
ind_household_products_services |
-0.0141 |
0.0013 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-30 |
2025-07-01 |
neglect |
0.7281 |
0.0002 |
0.0001 |
alpha_VALUE |
| 2025-06-30 |
2025-07-01 |
value_gc |
1.8037 |
-0.0002 |
-0.0004 |
alpha_VALUE |
| 2025-06-30 |
2025-07-01 |
value_liq |
0.5254 |
0.0008 |
0.0004 |
alpha_VALUE |
| 2025-06-30 |
2025-07-01 |
linkage |
0.8154 |
-0.0000 |
-0.0000 |
alpha_MOMENTUM |
| 2025-06-30 |
2025-07-01 |
ind_beverages |
-0.0604 |
-0.0028 |
0.0002 |
tilt_INDUSTRY |
| 2025-06-30 |
2025-07-01 |
size_SMALL |
-0.0044 |
0.0013 |
-0.0000 |
tilt_SIZE |
| 2025-06-30 |
2025-07-01 |
ind_telecommunications_serices |
0.1227 |
-0.0016 |
-0.0002 |
tilt_INDUSTRY |
| 2025-06-30 |
2025-07-01 |
reversal |
0.8104 |
0.0006 |
0.0005 |
alpha_REVERSAL |
| 2025-06-30 |
2025-07-01 |
ind_electronic_equipment |
-0.0938 |
-0.0025 |
0.0002 |
tilt_INDUSTRY |
| 2025-06-30 |
2025-07-01 |
ind_insurance |
0.0889 |
0.0028 |
0.0002 |
tilt_INDUSTRY |
| 2025-06-30 |
2025-07-01 |
market |
0.0576 |
0.0053 |
0.0003 |
risk_exposure |
| 2025-06-30 |
2025-07-01 |
country_XH |
0.0333 |
0.0013 |
0.0000 |
tilt_COUNTRY |
| 2025-06-30 |
2025-07-01 |
country_PH |
0.0023 |
0.0065 |
0.0000 |
tilt_COUNTRY |
| 2025-06-30 |
2025-07-01 |
ind_investment_services |
0.0563 |
-0.0034 |
-0.0002 |
tilt_INDUSTRY |
| 2025-06-30 |
2025-07-01 |
ind_leisure_products |
0.0090 |
-0.0081 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-30 |
2025-07-01 |
ind_textiles_apparel |
-0.0352 |
0.0002 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-30 |
2025-07-01 |
country_AU |
-0.1006 |
-0.0029 |
0.0003 |
tilt_COUNTRY |
| 2025-06-30 |
2025-07-01 |
ind_healthcare_equipment_supplies |
-0.0917 |
0.0024 |
-0.0002 |
tilt_INDUSTRY |
| 2025-06-30 |
2025-07-01 |
ind_fintech |
0.0030 |
-0.0156 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-30 |
2025-07-01 |
size_MICRO |
-0.0079 |
-0.0010 |
0.0000 |
tilt_SIZE |
| 2025-06-30 |
2025-07-01 |
ind_aerospace_defense |
0.0089 |
-0.0070 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-30 |
2025-07-01 |
ind_food_tobacco |
0.1486 |
-0.0004 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-30 |
2025-07-01 |
ind_electric_utilities_ipps |
-0.0626 |
0.0058 |
-0.0004 |
tilt_INDUSTRY |
| 2025-06-30 |
2025-07-01 |
country_KR |
-0.1005 |
0.0054 |
-0.0005 |
tilt_COUNTRY |
| 2025-06-30 |
2025-07-01 |
ind_banking_services |
-0.1140 |
0.0044 |
-0.0005 |
tilt_INDUSTRY |
| 2025-06-30 |
2025-07-01 |
revision |
0.9980 |
0.0011 |
0.0011 |
alpha_REVISION |
| 2025-07-01 |
2025-07-02 |
ind_investment_services |
0.0562 |
0.0020 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-01 |
2025-07-02 |
neglect |
0.7258 |
0.0003 |
0.0002 |
alpha_VALUE |
| 2025-07-01 |
2025-07-02 |
sdiscrepancy |
NaN |
NaN |
-0.0002 |
unexplained |
| 2025-07-01 |
2025-07-02 |
ind_electric_utilities_ipps |
-0.0598 |
-0.0016 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-01 |
2025-07-02 |
size_LARGE |
0.1661 |
0.0017 |
0.0003 |
tilt_SIZE |
| 2025-07-01 |
2025-07-02 |
ind_holding_companies |
0.0020 |
0.0062 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-01 |
2025-07-02 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-07-01 |
2025-07-02 |
country_CN |
-0.0725 |
-0.0006 |
0.0000 |
tilt_COUNTRY |
| 2025-07-01 |
2025-07-02 |
ind_freight_logistics |
-0.0347 |
0.0019 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-01 |
2025-07-02 |
ind_machinery |
0.0211 |
-0.0005 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-01 |
2025-07-02 |
ind_homebuilding_building_products |
-0.0339 |
0.0083 |
-0.0003 |
tilt_INDUSTRY |
| 2025-07-01 |
2025-07-02 |
ind_metals_mining |
-0.1325 |
0.0124 |
-0.0016 |
tilt_INDUSTRY |
| 2025-07-01 |
2025-07-02 |
country_PH |
0.0022 |
-0.0065 |
-0.0000 |
tilt_COUNTRY |
| 2025-07-01 |
2025-07-02 |
country_NZ |
-0.0181 |
-0.0042 |
0.0001 |
tilt_COUNTRY |
| 2025-07-01 |
2025-07-02 |
reversal |
0.7207 |
0.0022 |
0.0016 |
alpha_REVERSAL |
| 2025-07-01 |
2025-07-02 |
ind_coal |
-0.0506 |
0.0138 |
-0.0007 |
tilt_INDUSTRY |
| 2025-07-01 |
2025-07-02 |
ind_leisure_products |
0.0096 |
-0.0094 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-01 |
2025-07-02 |
ind_oil_gas_equipment_services |
-0.0144 |
0.0139 |
-0.0002 |
tilt_INDUSTRY |
| 2025-07-01 |
2025-07-02 |
country_AU |
-0.1007 |
-0.0022 |
0.0002 |
tilt_COUNTRY |
| 2025-07-01 |
2025-07-02 |
ind_aerospace_defense |
0.0079 |
-0.0155 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-01 |
2025-07-02 |
ind_food_tobacco |
0.1500 |
0.0025 |
0.0004 |
tilt_INDUSTRY |
| 2025-07-01 |
2025-07-02 |
ind_communications_equipment |
-0.0010 |
-0.0056 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-01 |
2025-07-02 |
ind_diversified_retail |
-0.0074 |
0.0011 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-01 |
2025-07-02 |
ind_water_utilities |
-0.0076 |
0.0011 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-01 |
2025-07-02 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-07-01 |
2025-07-02 |
stability |
4.5406 |
-0.0004 |
-0.0018 |
alpha_QUALITY |
| 2025-07-01 |
2025-07-02 |
ind_software_it_services |
0.1186 |
-0.0087 |
-0.0010 |
tilt_INDUSTRY |
| 2025-07-01 |
2025-07-02 |
ind_media_publishing |
0.0335 |
-0.0058 |
-0.0002 |
tilt_INDUSTRY |
| 2025-07-01 |
2025-07-02 |
ind_computers_phones_household_electronics |
0.0911 |
-0.0012 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-01 |
2025-07-02 |
ind_real_estate_operations |
0.0043 |
0.0095 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-01 |
2025-07-02 |
ind_uranium |
-0.0025 |
0.0024 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-01 |
2025-07-02 |
ind_commercial_services_supplies |
0.0092 |
0.0024 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-01 |
2025-07-02 |
ind_automobile |
-0.0804 |
0.0023 |
-0.0002 |
tilt_INDUSTRY |
| 2025-07-01 |
2025-07-02 |
value_gc |
1.7372 |
-0.0001 |
-0.0001 |
alpha_VALUE |
| 2025-07-01 |
2025-07-02 |
ind_paper_forestry |
-0.0093 |
0.0099 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-01 |
2025-07-02 |
ind_semiconductors |
0.0179 |
-0.0078 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-01 |
2025-07-02 |
revision |
0.9766 |
-0.0004 |
-0.0004 |
alpha_REVISION |
| 2025-07-01 |
2025-07-02 |
size_MICRO |
-0.0060 |
-0.0013 |
0.0000 |
tilt_SIZE |
| 2025-07-01 |
2025-07-02 |
ind_healthcare_equipment_supplies |
-0.0915 |
-0.0016 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-01 |
2025-07-02 |
ind_banking_services |
-0.1191 |
-0.0019 |
0.0002 |
tilt_INDUSTRY |
| 2025-07-01 |
2025-07-02 |
ind_textiles_apparel |
-0.0360 |
-0.0006 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-01 |
2025-07-02 |
ind_electronic_equipment |
-0.0919 |
-0.0057 |
0.0005 |
tilt_INDUSTRY |
| 2025-07-01 |
2025-07-02 |
size_SMALL |
-0.0026 |
-0.0011 |
0.0000 |
tilt_SIZE |
| 2025-07-01 |
2025-07-02 |
ind_hotels_entertainment |
-0.0655 |
0.0014 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-01 |
2025-07-02 |
ind_insurance |
0.0836 |
-0.0061 |
-0.0005 |
tilt_INDUSTRY |
| 2025-07-01 |
2025-07-02 |
country_ID |
0.0136 |
-0.0143 |
-0.0002 |
tilt_COUNTRY |
| 2025-07-01 |
2025-07-02 |
sbeta_market |
0.0234 |
-0.0128 |
-0.0003 |
risk_exposure |
| 2025-07-01 |
2025-07-02 |
ind_biotechnology |
0.0098 |
0.0021 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-01 |
2025-07-02 |
ind_construction_engineering |
0.0778 |
0.0039 |
0.0003 |
tilt_INDUSTRY |
| 2025-07-01 |
2025-07-02 |
ind_renewable_energy |
0.0147 |
0.0365 |
0.0005 |
tilt_INDUSTRY |
| 2025-07-01 |
2025-07-02 |
ind_containers_packaging |
0.0020 |
0.0036 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-01 |
2025-07-02 |
ind_oil_gas |
0.0551 |
0.0025 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-01 |
2025-07-02 |
country_KR |
-0.0987 |
-0.0042 |
0.0004 |
tilt_COUNTRY |
| 2025-07-01 |
2025-07-02 |
linkage |
0.8114 |
-0.0001 |
-0.0001 |
alpha_MOMENTUM |
| 2025-07-01 |
2025-07-02 |
ind_natural_gas_utilities |
0.0054 |
0.0060 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-01 |
2025-07-02 |
ind_construction_materials |
-0.0040 |
0.0165 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-01 |
2025-07-02 |
market |
0.0570 |
0.0109 |
0.0006 |
risk_exposure |
| 2025-07-01 |
2025-07-02 |
ind_fintech |
0.0027 |
0.0025 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-01 |
2025-07-02 |
ind_telecommunications_serices |
0.1211 |
-0.0038 |
-0.0005 |
tilt_INDUSTRY |
| 2025-07-01 |
2025-07-02 |
ind_office_equipment |
-0.0015 |
-0.0005 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-01 |
2025-07-02 |
size_MID |
-0.1005 |
-0.0001 |
0.0000 |
tilt_SIZE |
| 2025-07-01 |
2025-07-02 |
country_JP |
-0.0373 |
-0.0025 |
0.0001 |
tilt_COUNTRY |
| 2025-07-01 |
2025-07-02 |
value_liq |
0.4406 |
0.0030 |
0.0013 |
alpha_VALUE |
| 2025-07-01 |
2025-07-02 |
ind_pharmaceuticals |
-0.0446 |
-0.0013 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-01 |
2025-07-02 |
ind_household_products_services |
-0.0140 |
-0.0040 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-01 |
2025-07-02 |
fmom |
0.4125 |
-0.0005 |
-0.0002 |
alpha_QUALITY |
| 2025-07-01 |
2025-07-02 |
ind_passenger_transportation |
0.0651 |
-0.0018 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-01 |
2025-07-02 |
country_TH |
0.0731 |
0.0009 |
0.0001 |
tilt_COUNTRY |
| 2025-07-01 |
2025-07-02 |
ind_industrial_distribution |
0.0212 |
0.0076 |
0.0002 |
tilt_INDUSTRY |
| 2025-07-01 |
2025-07-02 |
country_IN |
0.0015 |
-0.0087 |
-0.0000 |
tilt_COUNTRY |
| 2025-07-01 |
2025-07-02 |
ind_consumer_goods_conglomerates |
0.0066 |
-0.0104 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-01 |
2025-07-02 |
pdiscrepancy |
NaN |
NaN |
-0.0000 |
unexplained |
| 2025-07-01 |
2025-07-02 |
ind_beverages |
-0.0595 |
0.0043 |
-0.0003 |
tilt_INDUSTRY |
| 2025-07-01 |
2025-07-02 |
ind_integrated_hardware_software |
0.0084 |
-0.0055 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-01 |
2025-07-02 |
country_XH |
0.0398 |
0.0119 |
0.0005 |
tilt_COUNTRY |
| 2025-07-01 |
2025-07-02 |
ind_food_drug_retail |
0.0579 |
-0.0006 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-01 |
2025-07-02 |
momentum |
0.0573 |
-0.0014 |
-0.0001 |
alpha_MOMENTUM |
| 2025-07-01 |
2025-07-02 |
ind_transportation_infrastructure |
0.0050 |
-0.0011 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-01 |
2025-07-02 |
ind_specialty_reatil |
-0.0007 |
0.0045 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-01 |
2025-07-02 |
country_SG |
0.0609 |
0.0031 |
0.0002 |
tilt_COUNTRY |
| 2025-07-01 |
2025-07-02 |
ind_multiline_utilities |
-0.0126 |
0.0048 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-01 |
2025-07-02 |
linearCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-07-01 |
2025-07-02 |
ind_household_goods |
-0.0049 |
0.0115 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-01 |
2025-07-02 |
ind_chemicals |
-0.0558 |
0.0064 |
-0.0004 |
tilt_INDUSTRY |
| 2025-07-01 |
2025-07-02 |
quality |
3.7551 |
0.0003 |
0.0012 |
alpha_QUALITY |
| 2025-07-01 |
2025-07-02 |
ind_healthcare_providers_services |
0.0350 |
-0.0006 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-01 |
2025-07-02 |
country_MY |
0.0054 |
0.0002 |
0.0000 |
tilt_COUNTRY |
| 2025-07-01 |
2025-07-02 |
country_TW |
0.0848 |
0.0075 |
0.0006 |
tilt_COUNTRY |
| 2025-07-01 |
2025-07-02 |
specret |
NaN |
NaN |
-0.0011 |
unexplained |
| 2025-07-01 |
2025-07-02 |
country_HK |
0.1028 |
0.0146 |
0.0015 |
tilt_COUNTRY |
| 2025-07-01 |
2025-07-02 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-07-02 |
2025-07-03 |
linearCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-07-02 |
2025-07-03 |
ind_uranium |
-0.0025 |
-0.0242 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-02 |
2025-07-03 |
ind_commercial_services_supplies |
0.0084 |
-0.0043 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-02 |
2025-07-03 |
ind_beverages |
-0.0582 |
0.0001 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-02 |
2025-07-03 |
ind_industrial_distribution |
0.0211 |
0.0044 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-02 |
2025-07-03 |
country_IN |
0.0011 |
0.0006 |
0.0000 |
tilt_COUNTRY |
| 2025-07-02 |
2025-07-03 |
ind_construction_materials |
-0.0040 |
0.0031 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-02 |
2025-07-03 |
momentum |
0.0660 |
-0.0013 |
-0.0001 |
alpha_MOMENTUM |
| 2025-07-02 |
2025-07-03 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-07-02 |
2025-07-03 |
country_HK |
0.1103 |
0.0020 |
0.0002 |
tilt_COUNTRY |
| 2025-07-02 |
2025-07-03 |
size_LARGE |
0.1669 |
-0.0005 |
-0.0001 |
tilt_SIZE |
| 2025-07-02 |
2025-07-03 |
market |
0.0639 |
-0.0048 |
-0.0003 |
risk_exposure |
| 2025-07-02 |
2025-07-03 |
country_MY |
0.0055 |
0.0076 |
0.0000 |
tilt_COUNTRY |
| 2025-07-02 |
2025-07-03 |
ind_investment_services |
0.0645 |
0.0009 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-02 |
2025-07-03 |
ind_machinery |
0.0220 |
-0.0017 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-02 |
2025-07-03 |
ind_telecommunications_serices |
0.1200 |
-0.0037 |
-0.0004 |
tilt_INDUSTRY |
| 2025-07-02 |
2025-07-03 |
ind_office_equipment |
-0.0019 |
0.0041 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-02 |
2025-07-03 |
ind_transportation_infrastructure |
0.0036 |
0.0011 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-02 |
2025-07-03 |
size_MID |
-0.0919 |
0.0006 |
-0.0001 |
tilt_SIZE |
| 2025-07-02 |
2025-07-03 |
value_gc |
1.7220 |
0.0002 |
0.0003 |
alpha_VALUE |
| 2025-07-02 |
2025-07-03 |
country_CN |
-0.0824 |
-0.0027 |
0.0002 |
tilt_COUNTRY |
| 2025-07-02 |
2025-07-03 |
country_JP |
-0.0265 |
-0.0000 |
0.0000 |
tilt_COUNTRY |
| 2025-07-02 |
2025-07-03 |
sdiscrepancy |
NaN |
NaN |
0.0001 |
unexplained |
| 2025-07-02 |
2025-07-03 |
neglect |
0.7169 |
0.0003 |
0.0002 |
alpha_VALUE |
| 2025-07-02 |
2025-07-03 |
value_liq |
0.3924 |
0.0007 |
0.0003 |
alpha_VALUE |
| 2025-07-02 |
2025-07-03 |
ind_household_products_services |
-0.0138 |
0.0032 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-02 |
2025-07-03 |
ind_consumer_goods_conglomerates |
0.0068 |
-0.0102 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-02 |
2025-07-03 |
specret |
NaN |
NaN |
-0.0073 |
unexplained |
| 2025-07-02 |
2025-07-03 |
ind_media_publishing |
0.0337 |
-0.0060 |
-0.0002 |
tilt_INDUSTRY |
| 2025-07-02 |
2025-07-03 |
country_ID |
0.0135 |
0.0029 |
0.0000 |
tilt_COUNTRY |
| 2025-07-02 |
2025-07-03 |
ind_homebuilding_building_products |
-0.0339 |
0.0036 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-02 |
2025-07-03 |
country_NZ |
-0.0180 |
-0.0038 |
0.0001 |
tilt_COUNTRY |
| 2025-07-02 |
2025-07-03 |
ind_household_goods |
-0.0048 |
0.0029 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-02 |
2025-07-03 |
ind_biotechnology |
0.0071 |
0.0055 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-02 |
2025-07-03 |
ind_construction_engineering |
0.0795 |
-0.0041 |
-0.0003 |
tilt_INDUSTRY |
| 2025-07-02 |
2025-07-03 |
ind_insurance |
0.0793 |
-0.0058 |
-0.0005 |
tilt_INDUSTRY |
| 2025-07-02 |
2025-07-03 |
ind_multiline_utilities |
-0.0127 |
0.0035 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-02 |
2025-07-03 |
stability |
4.4959 |
-0.0002 |
-0.0007 |
alpha_QUALITY |
| 2025-07-02 |
2025-07-03 |
ind_oil_gas_equipment_services |
-0.0145 |
-0.0076 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-02 |
2025-07-03 |
ind_integrated_hardware_software |
0.0083 |
0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-02 |
2025-07-03 |
ind_containers_packaging |
0.0020 |
0.0018 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-02 |
2025-07-03 |
ind_oil_gas |
0.0559 |
0.0015 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-02 |
2025-07-03 |
ind_diversified_retail |
-0.0068 |
-0.0126 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-02 |
2025-07-03 |
ind_coal |
-0.0500 |
-0.0023 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-02 |
2025-07-03 |
ind_automobile |
-0.0863 |
0.0046 |
-0.0004 |
tilt_INDUSTRY |
| 2025-07-02 |
2025-07-03 |
ind_specialty_reatil |
0.0005 |
-0.0066 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-02 |
2025-07-03 |
ind_textiles_apparel |
-0.0369 |
0.0037 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-02 |
2025-07-03 |
ind_metals_mining |
-0.1289 |
0.0035 |
-0.0004 |
tilt_INDUSTRY |
| 2025-07-02 |
2025-07-03 |
ind_natural_gas_utilities |
0.0055 |
0.0035 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-02 |
2025-07-03 |
ind_communications_equipment |
-0.0043 |
0.0071 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-02 |
2025-07-03 |
ind_software_it_services |
0.1225 |
-0.0047 |
-0.0006 |
tilt_INDUSTRY |
| 2025-07-02 |
2025-07-03 |
linkage |
0.7640 |
0.0004 |
0.0003 |
alpha_MOMENTUM |
| 2025-07-02 |
2025-07-03 |
ind_water_utilities |
-0.0077 |
-0.0014 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-02 |
2025-07-03 |
size_SMALL |
-0.0042 |
-0.0004 |
0.0000 |
tilt_SIZE |
| 2025-07-02 |
2025-07-03 |
country_KR |
-0.0989 |
0.0104 |
-0.0010 |
tilt_COUNTRY |
| 2025-07-02 |
2025-07-03 |
ind_chemicals |
-0.0563 |
0.0020 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-02 |
2025-07-03 |
ind_aerospace_defense |
0.0069 |
-0.0041 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-02 |
2025-07-03 |
country_XH |
0.0474 |
-0.0027 |
-0.0001 |
tilt_COUNTRY |
| 2025-07-02 |
2025-07-03 |
ind_computers_phones_household_electronics |
0.0915 |
0.0011 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-02 |
2025-07-03 |
country_AU |
-0.1001 |
0.0017 |
-0.0002 |
tilt_COUNTRY |
| 2025-07-02 |
2025-07-03 |
ind_leisure_products |
0.0098 |
0.0002 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-02 |
2025-07-03 |
size_MICRO |
-0.0069 |
0.0011 |
-0.0000 |
tilt_SIZE |
| 2025-07-02 |
2025-07-03 |
ind_hotels_entertainment |
-0.0640 |
-0.0029 |
0.0002 |
tilt_INDUSTRY |
| 2025-07-02 |
2025-07-03 |
ind_banking_services |
-0.1301 |
-0.0014 |
0.0002 |
tilt_INDUSTRY |
| 2025-07-02 |
2025-07-03 |
pdiscrepancy |
NaN |
NaN |
-0.0001 |
unexplained |
| 2025-07-02 |
2025-07-03 |
revision |
0.9791 |
-0.0014 |
-0.0013 |
alpha_REVISION |
| 2025-07-02 |
2025-07-03 |
ind_freight_logistics |
-0.0349 |
0.0024 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-02 |
2025-07-03 |
ind_renewable_energy |
0.0133 |
-0.0057 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-02 |
2025-07-03 |
quality |
3.7270 |
0.0002 |
0.0006 |
alpha_QUALITY |
| 2025-07-02 |
2025-07-03 |
country_PH |
0.0023 |
0.0130 |
0.0000 |
tilt_COUNTRY |
| 2025-07-02 |
2025-07-03 |
ind_passenger_transportation |
0.0652 |
-0.0024 |
-0.0002 |
tilt_INDUSTRY |
| 2025-07-02 |
2025-07-03 |
ind_holding_companies |
0.0020 |
-0.0115 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-02 |
2025-07-03 |
country_TW |
0.0823 |
0.0054 |
0.0004 |
tilt_COUNTRY |
| 2025-07-02 |
2025-07-03 |
ind_healthcare_equipment_supplies |
-0.0914 |
-0.0028 |
0.0003 |
tilt_INDUSTRY |
| 2025-07-02 |
2025-07-03 |
ind_electronic_equipment |
-0.0892 |
0.0090 |
-0.0008 |
tilt_INDUSTRY |
| 2025-07-02 |
2025-07-03 |
sbeta_market |
0.0268 |
0.0084 |
0.0002 |
risk_exposure |
| 2025-07-02 |
2025-07-03 |
ind_pharmaceuticals |
-0.0386 |
0.0088 |
-0.0003 |
tilt_INDUSTRY |
| 2025-07-02 |
2025-07-03 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-07-02 |
2025-07-03 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-07-02 |
2025-07-03 |
ind_electric_utilities_ipps |
-0.0578 |
0.0000 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-02 |
2025-07-03 |
reversal |
0.8212 |
0.0005 |
0.0004 |
alpha_REVERSAL |
| 2025-07-02 |
2025-07-03 |
ind_semiconductors |
0.0208 |
0.0016 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-02 |
2025-07-03 |
ind_healthcare_providers_services |
0.0354 |
0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-02 |
2025-07-03 |
ind_food_drug_retail |
0.0583 |
-0.0048 |
-0.0003 |
tilt_INDUSTRY |
| 2025-07-02 |
2025-07-03 |
ind_real_estate_operations |
0.0058 |
-0.0038 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-02 |
2025-07-03 |
ind_fintech |
0.0025 |
-0.0107 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-02 |
2025-07-03 |
country_SG |
0.0607 |
0.0046 |
0.0003 |
tilt_COUNTRY |
| 2025-07-02 |
2025-07-03 |
ind_food_tobacco |
0.1502 |
-0.0001 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-02 |
2025-07-03 |
ind_paper_forestry |
-0.0093 |
-0.0044 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-02 |
2025-07-03 |
country_TH |
0.0668 |
0.0132 |
0.0009 |
tilt_COUNTRY |
| 2025-07-02 |
2025-07-03 |
fmom |
0.4181 |
0.0004 |
0.0002 |
alpha_QUALITY |
| 2025-07-03 |
2025-07-04 |
country_MY |
0.0055 |
-0.0036 |
-0.0000 |
tilt_COUNTRY |
| 2025-07-03 |
2025-07-04 |
country_TW |
0.0787 |
-0.0079 |
-0.0006 |
tilt_COUNTRY |
| 2025-07-03 |
2025-07-04 |
ind_household_goods |
-0.0047 |
0.0003 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-03 |
2025-07-04 |
ind_semiconductors |
0.0225 |
0.0009 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-03 |
2025-07-04 |
country_HK |
0.1119 |
-0.0006 |
-0.0001 |
tilt_COUNTRY |
| 2025-07-03 |
2025-07-04 |
momentum |
0.0801 |
0.0005 |
0.0000 |
alpha_MOMENTUM |
| 2025-07-03 |
2025-07-04 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-07-03 |
2025-07-04 |
linearCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-07-03 |
2025-07-04 |
country_SG |
0.0605 |
-0.0032 |
-0.0002 |
tilt_COUNTRY |
| 2025-07-03 |
2025-07-04 |
ind_transportation_infrastructure |
0.0027 |
-0.0019 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-03 |
2025-07-04 |
ind_electric_utilities_ipps |
-0.0577 |
0.0043 |
-0.0002 |
tilt_INDUSTRY |
| 2025-07-03 |
2025-07-04 |
ind_hotels_entertainment |
-0.0637 |
0.0008 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-03 |
2025-07-04 |
ind_food_tobacco |
0.1489 |
-0.0022 |
-0.0003 |
tilt_INDUSTRY |
| 2025-07-03 |
2025-07-04 |
country_AU |
-0.1001 |
0.0018 |
-0.0002 |
tilt_COUNTRY |
| 2025-07-03 |
2025-07-04 |
ind_leisure_products |
0.0100 |
0.0030 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-03 |
2025-07-04 |
reversal |
0.9759 |
-0.0011 |
-0.0011 |
alpha_REVERSAL |
| 2025-07-03 |
2025-07-04 |
ind_oil_gas_equipment_services |
-0.0144 |
0.0026 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-03 |
2025-07-04 |
ind_coal |
-0.0489 |
0.0005 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-03 |
2025-07-04 |
ind_communications_equipment |
-0.0065 |
-0.0087 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-03 |
2025-07-04 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-07-03 |
2025-07-04 |
ind_investment_services |
0.0656 |
0.0049 |
0.0003 |
tilt_INDUSTRY |
| 2025-07-03 |
2025-07-04 |
stability |
4.4839 |
0.0002 |
0.0010 |
alpha_QUALITY |
| 2025-07-03 |
2025-07-04 |
ind_diversified_retail |
-0.0066 |
0.0025 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-03 |
2025-07-04 |
ind_computers_phones_household_electronics |
0.0909 |
-0.0017 |
-0.0002 |
tilt_INDUSTRY |
| 2025-07-03 |
2025-07-04 |
ind_automobile |
-0.0876 |
-0.0028 |
0.0002 |
tilt_INDUSTRY |
| 2025-07-03 |
2025-07-04 |
ind_metals_mining |
-0.1274 |
-0.0068 |
0.0009 |
tilt_INDUSTRY |
| 2025-07-03 |
2025-07-04 |
ind_holding_companies |
0.0020 |
-0.0014 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-03 |
2025-07-04 |
size_LARGE |
0.1675 |
0.0002 |
0.0000 |
tilt_SIZE |
| 2025-07-03 |
2025-07-04 |
ind_freight_logistics |
-0.0345 |
-0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-03 |
2025-07-04 |
country_CN |
-0.0856 |
0.0026 |
-0.0002 |
tilt_COUNTRY |
| 2025-07-03 |
2025-07-04 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-07-03 |
2025-07-04 |
specret |
NaN |
NaN |
-0.0001 |
unexplained |
| 2025-07-03 |
2025-07-04 |
ind_multiline_utilities |
-0.0128 |
0.0052 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-03 |
2025-07-04 |
ind_oil_gas |
0.0559 |
0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-03 |
2025-07-04 |
ind_textiles_apparel |
-0.0364 |
-0.0000 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-03 |
2025-07-04 |
ind_healthcare_equipment_supplies |
-0.0919 |
-0.0037 |
0.0003 |
tilt_INDUSTRY |
| 2025-07-03 |
2025-07-04 |
linkage |
0.7565 |
0.0003 |
0.0002 |
alpha_MOMENTUM |
| 2025-07-03 |
2025-07-04 |
country_JP |
-0.0191 |
0.0014 |
-0.0000 |
tilt_COUNTRY |
| 2025-07-03 |
2025-07-04 |
ind_natural_gas_utilities |
0.0053 |
0.0015 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-03 |
2025-07-04 |
ind_construction_materials |
-0.0042 |
-0.0016 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-03 |
2025-07-04 |
ind_office_equipment |
-0.0022 |
-0.0101 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-03 |
2025-07-04 |
country_IN |
0.0006 |
0.0012 |
0.0000 |
tilt_COUNTRY |
| 2025-07-03 |
2025-07-04 |
ind_household_products_services |
-0.0136 |
-0.0091 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-03 |
2025-07-04 |
market |
0.0630 |
0.0038 |
0.0002 |
risk_exposure |
| 2025-07-03 |
2025-07-04 |
value_liq |
0.3653 |
0.0004 |
0.0002 |
alpha_VALUE |
| 2025-07-03 |
2025-07-04 |
ind_industrial_distribution |
0.0204 |
-0.0023 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-03 |
2025-07-04 |
ind_fintech |
0.0024 |
0.0124 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-03 |
2025-07-04 |
ind_telecommunications_serices |
0.1199 |
-0.0015 |
-0.0002 |
tilt_INDUSTRY |
| 2025-07-03 |
2025-07-04 |
country_TH |
0.0645 |
-0.0129 |
-0.0008 |
tilt_COUNTRY |
| 2025-07-03 |
2025-07-04 |
fmom |
0.4226 |
0.0001 |
0.0000 |
alpha_QUALITY |
| 2025-07-03 |
2025-07-04 |
ind_beverages |
-0.0573 |
0.0011 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-03 |
2025-07-04 |
size_MID |
-0.0906 |
0.0008 |
-0.0001 |
tilt_SIZE |
| 2025-07-03 |
2025-07-04 |
ind_healthcare_providers_services |
0.0370 |
0.0025 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-03 |
2025-07-04 |
quality |
3.7233 |
0.0003 |
0.0011 |
alpha_QUALITY |
| 2025-07-03 |
2025-07-04 |
ind_passenger_transportation |
0.0652 |
-0.0023 |
-0.0002 |
tilt_INDUSTRY |
| 2025-07-03 |
2025-07-04 |
ind_consumer_goods_conglomerates |
0.0072 |
-0.0051 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-03 |
2025-07-04 |
ind_chemicals |
-0.0547 |
-0.0050 |
0.0003 |
tilt_INDUSTRY |
| 2025-07-03 |
2025-07-04 |
ind_food_drug_retail |
0.0585 |
-0.0012 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-03 |
2025-07-04 |
country_NZ |
-0.0181 |
0.0004 |
-0.0000 |
tilt_COUNTRY |
| 2025-07-03 |
2025-07-04 |
ind_integrated_hardware_software |
0.0083 |
0.0007 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-03 |
2025-07-04 |
ind_containers_packaging |
0.0020 |
-0.0000 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-03 |
2025-07-04 |
ind_pharmaceuticals |
-0.0336 |
0.0038 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-03 |
2025-07-04 |
sbeta_market |
0.0225 |
-0.0080 |
-0.0002 |
risk_exposure |
| 2025-07-03 |
2025-07-04 |
ind_electronic_equipment |
-0.0883 |
-0.0051 |
0.0004 |
tilt_INDUSTRY |
| 2025-07-03 |
2025-07-04 |
pdiscrepancy |
NaN |
NaN |
-0.0000 |
unexplained |
| 2025-07-03 |
2025-07-04 |
ind_banking_services |
-0.1370 |
0.0076 |
-0.0010 |
tilt_INDUSTRY |
| 2025-07-03 |
2025-07-04 |
ind_construction_engineering |
0.0811 |
0.0023 |
0.0002 |
tilt_INDUSTRY |
| 2025-07-03 |
2025-07-04 |
size_MICRO |
-0.0077 |
-0.0024 |
0.0000 |
tilt_SIZE |
| 2025-07-03 |
2025-07-04 |
ind_biotechnology |
0.0066 |
0.0089 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-03 |
2025-07-04 |
country_ID |
0.0134 |
-0.0036 |
-0.0000 |
tilt_COUNTRY |
| 2025-07-03 |
2025-07-04 |
country_KR |
-0.0985 |
-0.0211 |
0.0021 |
tilt_COUNTRY |
| 2025-07-03 |
2025-07-04 |
ind_insurance |
0.0764 |
0.0017 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-03 |
2025-07-04 |
size_SMALL |
-0.0061 |
-0.0010 |
0.0000 |
tilt_SIZE |
| 2025-07-03 |
2025-07-04 |
revision |
0.9234 |
0.0011 |
0.0010 |
alpha_REVISION |
| 2025-07-03 |
2025-07-04 |
ind_renewable_energy |
0.0108 |
-0.0027 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-03 |
2025-07-04 |
ind_water_utilities |
-0.0076 |
0.0000 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-03 |
2025-07-04 |
ind_specialty_reatil |
-0.0003 |
0.0008 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-03 |
2025-07-04 |
ind_machinery |
0.0171 |
-0.0047 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-03 |
2025-07-04 |
ind_homebuilding_building_products |
-0.0333 |
-0.0069 |
0.0002 |
tilt_INDUSTRY |
| 2025-07-03 |
2025-07-04 |
sdiscrepancy |
NaN |
NaN |
-0.0002 |
unexplained |
| 2025-07-03 |
2025-07-04 |
ind_uranium |
-0.0025 |
-0.0099 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-03 |
2025-07-04 |
neglect |
0.7338 |
0.0004 |
0.0003 |
alpha_VALUE |
| 2025-07-03 |
2025-07-04 |
ind_aerospace_defense |
0.0066 |
-0.0042 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-03 |
2025-07-04 |
ind_paper_forestry |
-0.0092 |
-0.0018 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-03 |
2025-07-04 |
ind_media_publishing |
0.0343 |
-0.0004 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-03 |
2025-07-04 |
country_XH |
0.0470 |
0.0037 |
0.0002 |
tilt_COUNTRY |
| 2025-07-03 |
2025-07-04 |
country_PH |
0.0023 |
-0.0159 |
-0.0000 |
tilt_COUNTRY |
| 2025-07-03 |
2025-07-04 |
ind_real_estate_operations |
0.0059 |
0.0011 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-03 |
2025-07-04 |
ind_software_it_services |
0.1283 |
0.0058 |
0.0007 |
tilt_INDUSTRY |
| 2025-07-03 |
2025-07-04 |
value_gc |
1.7227 |
0.0004 |
0.0008 |
alpha_VALUE |
| 2025-07-03 |
2025-07-04 |
ind_commercial_services_supplies |
0.0079 |
0.0019 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-04 |
2025-07-07 |
stability |
4.4609 |
-0.0001 |
-0.0005 |
alpha_QUALITY |
| 2025-07-04 |
2025-07-07 |
ind_holding_companies |
0.0020 |
0.0084 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-04 |
2025-07-07 |
country_IN |
0.0004 |
-0.0043 |
-0.0000 |
tilt_COUNTRY |
| 2025-07-04 |
2025-07-07 |
ind_chemicals |
-0.0535 |
-0.0010 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-04 |
2025-07-07 |
ind_metals_mining |
-0.1240 |
-0.0045 |
0.0006 |
tilt_INDUSTRY |
| 2025-07-04 |
2025-07-07 |
ind_food_drug_retail |
0.0587 |
0.0082 |
0.0005 |
tilt_INDUSTRY |
| 2025-07-04 |
2025-07-07 |
value_liq |
0.3299 |
0.0002 |
0.0001 |
alpha_VALUE |
| 2025-07-04 |
2025-07-07 |
revision |
0.9810 |
0.0012 |
0.0012 |
alpha_REVISION |
| 2025-07-04 |
2025-07-07 |
ind_automobile |
-0.0881 |
-0.0028 |
0.0002 |
tilt_INDUSTRY |
| 2025-07-04 |
2025-07-07 |
ind_coal |
-0.0489 |
-0.0029 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-04 |
2025-07-07 |
ind_homebuilding_building_products |
-0.0332 |
-0.0008 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-04 |
2025-07-07 |
market |
0.0525 |
0.0054 |
0.0003 |
risk_exposure |
| 2025-07-04 |
2025-07-07 |
ind_integrated_hardware_software |
0.0083 |
0.0065 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-04 |
2025-07-07 |
ind_pharmaceuticals |
-0.0289 |
-0.0077 |
0.0002 |
tilt_INDUSTRY |
| 2025-07-04 |
2025-07-07 |
ind_real_estate_operations |
0.0046 |
0.0059 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-04 |
2025-07-07 |
pdiscrepancy |
NaN |
NaN |
0.0000 |
unexplained |
| 2025-07-04 |
2025-07-07 |
ind_industrial_distribution |
0.0198 |
0.0036 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-04 |
2025-07-07 |
ind_communications_equipment |
-0.0033 |
-0.0048 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-04 |
2025-07-07 |
ind_healthcare_providers_services |
0.0382 |
-0.0030 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-04 |
2025-07-07 |
fcost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-07-04 |
2025-07-07 |
ind_containers_packaging |
0.0020 |
-0.0043 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-04 |
2025-07-07 |
ind_diversified_retail |
-0.0067 |
0.0052 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-04 |
2025-07-07 |
ind_consumer_goods_conglomerates |
0.0078 |
0.0028 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-04 |
2025-07-07 |
ind_commercial_services_supplies |
0.0078 |
0.0074 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-04 |
2025-07-07 |
ind_multiline_utilities |
-0.0128 |
0.0078 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-04 |
2025-07-07 |
sdiscrepancy |
NaN |
NaN |
0.0002 |
unexplained |
| 2025-07-04 |
2025-07-07 |
ind_computers_phones_household_electronics |
0.0898 |
-0.0011 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-04 |
2025-07-07 |
value_gc |
1.7116 |
-0.0005 |
-0.0009 |
alpha_VALUE |
| 2025-07-04 |
2025-07-07 |
ind_uranium |
-0.0025 |
-0.0065 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-04 |
2025-07-07 |
country_JP |
-0.0252 |
-0.0051 |
0.0001 |
tilt_COUNTRY |
| 2025-07-04 |
2025-07-07 |
ind_specialty_reatil |
-0.0011 |
0.0033 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-04 |
2025-07-07 |
linearCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-07-04 |
2025-07-07 |
ind_textiles_apparel |
-0.0352 |
-0.0014 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-04 |
2025-07-07 |
country_SG |
0.0604 |
0.0022 |
0.0001 |
tilt_COUNTRY |
| 2025-07-04 |
2025-07-07 |
ind_transportation_infrastructure |
0.0022 |
-0.0010 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-04 |
2025-07-07 |
ind_healthcare_equipment_supplies |
-0.0923 |
-0.0035 |
0.0003 |
tilt_INDUSTRY |
| 2025-07-04 |
2025-07-07 |
ind_software_it_services |
0.1308 |
0.0027 |
0.0004 |
tilt_INDUSTRY |
| 2025-07-04 |
2025-07-07 |
country_TW |
0.0774 |
-0.0045 |
-0.0003 |
tilt_COUNTRY |
| 2025-07-04 |
2025-07-07 |
country_HK |
0.1143 |
-0.0008 |
-0.0001 |
tilt_COUNTRY |
| 2025-07-04 |
2025-07-07 |
momentum |
0.0946 |
0.0008 |
0.0001 |
alpha_MOMENTUM |
| 2025-07-04 |
2025-07-07 |
linkage |
0.7016 |
-0.0006 |
-0.0004 |
alpha_MOMENTUM |
| 2025-07-04 |
2025-07-07 |
ind_semiconductors |
0.0197 |
-0.0015 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-04 |
2025-07-07 |
country_MY |
0.0055 |
-0.0102 |
-0.0001 |
tilt_COUNTRY |
| 2025-07-04 |
2025-07-07 |
country_PH |
0.0023 |
-0.0009 |
-0.0000 |
tilt_COUNTRY |
| 2025-07-04 |
2025-07-07 |
ind_electric_utilities_ipps |
-0.0580 |
0.0076 |
-0.0004 |
tilt_INDUSTRY |
| 2025-07-04 |
2025-07-07 |
ind_household_goods |
-0.0046 |
-0.0034 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-04 |
2025-07-07 |
size_LARGE |
0.1561 |
-0.0017 |
-0.0003 |
tilt_SIZE |
| 2025-07-04 |
2025-07-07 |
ind_passenger_transportation |
0.0648 |
0.0036 |
0.0002 |
tilt_INDUSTRY |
| 2025-07-04 |
2025-07-07 |
ind_office_equipment |
-0.0027 |
-0.0060 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-04 |
2025-07-07 |
ind_freight_logistics |
-0.0340 |
-0.0021 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-04 |
2025-07-07 |
country_XH |
0.0466 |
0.0021 |
0.0001 |
tilt_COUNTRY |
| 2025-07-04 |
2025-07-07 |
ind_household_products_services |
-0.0136 |
0.0051 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-04 |
2025-07-07 |
ind_natural_gas_utilities |
0.0051 |
0.0049 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-04 |
2025-07-07 |
country_CN |
-0.0958 |
0.0036 |
-0.0003 |
tilt_COUNTRY |
| 2025-07-04 |
2025-07-07 |
quality |
3.7087 |
0.0002 |
0.0008 |
alpha_QUALITY |
| 2025-07-04 |
2025-07-07 |
ind_hotels_entertainment |
-0.0645 |
0.0050 |
-0.0003 |
tilt_INDUSTRY |
| 2025-07-04 |
2025-07-07 |
specret |
NaN |
NaN |
-0.0022 |
unexplained |
| 2025-07-04 |
2025-07-07 |
ind_construction_materials |
-0.0045 |
0.0013 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-04 |
2025-07-07 |
neglect |
0.6985 |
0.0006 |
0.0004 |
alpha_VALUE |
| 2025-07-04 |
2025-07-07 |
ind_investment_services |
0.0652 |
0.0037 |
0.0002 |
tilt_INDUSTRY |
| 2025-07-04 |
2025-07-07 |
ind_paper_forestry |
-0.0092 |
0.0032 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-04 |
2025-07-07 |
ind_oil_gas |
0.0574 |
-0.0028 |
-0.0002 |
tilt_INDUSTRY |
| 2025-07-04 |
2025-07-07 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-07-04 |
2025-07-07 |
ind_oil_gas_equipment_services |
-0.0142 |
-0.0051 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-04 |
2025-07-07 |
ind_leisure_products |
0.0101 |
-0.0036 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-04 |
2025-07-07 |
size_SMALL |
-0.0031 |
0.0029 |
-0.0000 |
tilt_SIZE |
| 2025-07-04 |
2025-07-07 |
ind_banking_services |
-0.1531 |
0.0021 |
-0.0003 |
tilt_INDUSTRY |
| 2025-07-04 |
2025-07-07 |
bcost |
NaN |
NaN |
-0.0009 |
cost |
| 2025-07-04 |
2025-07-07 |
country_TH |
0.0673 |
-0.0036 |
-0.0002 |
tilt_COUNTRY |
| 2025-07-04 |
2025-07-07 |
ind_renewable_energy |
0.0099 |
-0.0024 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-04 |
2025-07-07 |
ind_construction_engineering |
0.0838 |
0.0014 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-04 |
2025-07-07 |
country_AU |
-0.0995 |
-0.0039 |
0.0004 |
tilt_COUNTRY |
| 2025-07-04 |
2025-07-07 |
ind_food_tobacco |
0.1462 |
-0.0014 |
-0.0002 |
tilt_INDUSTRY |
| 2025-07-04 |
2025-07-07 |
ind_media_publishing |
0.0353 |
0.0062 |
0.0002 |
tilt_INDUSTRY |
| 2025-07-04 |
2025-07-07 |
ind_fintech |
0.0024 |
0.0155 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-04 |
2025-07-07 |
country_NZ |
-0.0185 |
-0.0020 |
0.0000 |
tilt_COUNTRY |
| 2025-07-04 |
2025-07-07 |
ind_insurance |
0.0730 |
0.0041 |
0.0003 |
tilt_INDUSTRY |
| 2025-07-04 |
2025-07-07 |
ind_beverages |
-0.0566 |
-0.0008 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-04 |
2025-07-07 |
ind_biotechnology |
0.0042 |
-0.0134 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-04 |
2025-07-07 |
fmom |
0.4362 |
-0.0002 |
-0.0001 |
alpha_QUALITY |
| 2025-07-04 |
2025-07-07 |
size_MID |
-0.0932 |
-0.0014 |
0.0001 |
tilt_SIZE |
| 2025-07-04 |
2025-07-07 |
ind_water_utilities |
-0.0072 |
0.0067 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-04 |
2025-07-07 |
country_ID |
0.0134 |
0.0000 |
0.0000 |
tilt_COUNTRY |
| 2025-07-04 |
2025-07-07 |
country_KR |
-0.0960 |
0.0013 |
-0.0001 |
tilt_COUNTRY |
| 2025-07-04 |
2025-07-07 |
ind_aerospace_defense |
0.0066 |
0.0007 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-04 |
2025-07-07 |
reversal |
0.9685 |
0.0013 |
0.0012 |
alpha_REVERSAL |
| 2025-07-04 |
2025-07-07 |
size_MICRO |
-0.0072 |
0.0003 |
-0.0000 |
tilt_SIZE |
| 2025-07-04 |
2025-07-07 |
ind_machinery |
0.0163 |
-0.0005 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-04 |
2025-07-07 |
ind_telecommunications_serices |
0.1211 |
0.0006 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-04 |
2025-07-07 |
ind_electronic_equipment |
-0.0879 |
-0.0055 |
0.0005 |
tilt_INDUSTRY |
| 2025-07-04 |
2025-07-07 |
sbeta_market |
0.0210 |
-0.0074 |
-0.0002 |
risk_exposure |
| 2025-07-07 |
2025-07-08 |
ind_transportation_infrastructure |
0.0020 |
-0.0011 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-07 |
2025-07-08 |
revision |
0.9714 |
0.0006 |
0.0006 |
alpha_REVISION |
| 2025-07-07 |
2025-07-08 |
ind_natural_gas_utilities |
0.0050 |
-0.0060 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-07 |
2025-07-08 |
ind_industrial_distribution |
0.0196 |
0.0014 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-07 |
2025-07-08 |
ind_household_goods |
-0.0046 |
-0.0057 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-07 |
2025-07-08 |
ind_machinery |
0.0247 |
-0.0001 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-07 |
2025-07-08 |
ind_investment_services |
0.0652 |
0.0024 |
0.0002 |
tilt_INDUSTRY |
| 2025-07-07 |
2025-07-08 |
ind_household_products_services |
-0.0135 |
-0.0016 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-07 |
2025-07-08 |
value_liq |
0.3385 |
0.0011 |
0.0004 |
alpha_VALUE |
| 2025-07-07 |
2025-07-08 |
country_NZ |
-0.0180 |
0.0062 |
-0.0001 |
tilt_COUNTRY |
| 2025-07-07 |
2025-07-08 |
value_gc |
1.7183 |
-0.0008 |
-0.0014 |
alpha_VALUE |
| 2025-07-07 |
2025-07-08 |
specret |
NaN |
NaN |
-0.0021 |
unexplained |
| 2025-07-07 |
2025-07-08 |
country_PH |
0.0023 |
0.0042 |
0.0000 |
tilt_COUNTRY |
| 2025-07-07 |
2025-07-08 |
ind_hotels_entertainment |
-0.0650 |
0.0029 |
-0.0002 |
tilt_INDUSTRY |
| 2025-07-07 |
2025-07-08 |
ind_fintech |
0.0030 |
0.0020 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-07 |
2025-07-08 |
ind_construction_materials |
-0.0049 |
0.0031 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-07 |
2025-07-08 |
quality |
3.7044 |
0.0011 |
0.0040 |
alpha_QUALITY |
| 2025-07-07 |
2025-07-08 |
ind_beverages |
-0.0560 |
-0.0030 |
0.0002 |
tilt_INDUSTRY |
| 2025-07-07 |
2025-07-08 |
reversal |
1.0691 |
0.0015 |
0.0016 |
alpha_REVERSAL |
| 2025-07-07 |
2025-07-08 |
stability |
4.4742 |
-0.0001 |
-0.0004 |
alpha_QUALITY |
| 2025-07-07 |
2025-07-08 |
country_CN |
-0.1049 |
0.0007 |
-0.0001 |
tilt_COUNTRY |
| 2025-07-07 |
2025-07-08 |
ind_food_tobacco |
0.1434 |
-0.0039 |
-0.0006 |
tilt_INDUSTRY |
| 2025-07-07 |
2025-07-08 |
ind_integrated_hardware_software |
0.0083 |
-0.0006 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-07 |
2025-07-08 |
ind_biotechnology |
0.0018 |
-0.0125 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-07 |
2025-07-08 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-07-07 |
2025-07-08 |
ind_freight_logistics |
-0.0350 |
-0.0011 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-07 |
2025-07-08 |
ind_semiconductors |
0.0132 |
0.0027 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-07 |
2025-07-08 |
ind_coal |
-0.0484 |
0.0013 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-07 |
2025-07-08 |
country_ID |
0.0134 |
-0.0010 |
-0.0000 |
tilt_COUNTRY |
| 2025-07-07 |
2025-07-08 |
momentum |
0.0878 |
0.0009 |
0.0001 |
alpha_MOMENTUM |
| 2025-07-07 |
2025-07-08 |
linkage |
0.7512 |
-0.0000 |
-0.0000 |
alpha_MOMENTUM |
| 2025-07-07 |
2025-07-08 |
ind_healthcare_equipment_supplies |
-0.0916 |
-0.0020 |
0.0002 |
tilt_INDUSTRY |
| 2025-07-07 |
2025-07-08 |
fmom |
0.4554 |
0.0004 |
0.0002 |
alpha_QUALITY |
| 2025-07-07 |
2025-07-08 |
ind_oil_gas_equipment_services |
-0.0140 |
-0.0053 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-07 |
2025-07-08 |
country_TW |
0.0749 |
-0.0102 |
-0.0008 |
tilt_COUNTRY |
| 2025-07-07 |
2025-07-08 |
country_HK |
0.1150 |
-0.0023 |
-0.0003 |
tilt_COUNTRY |
| 2025-07-07 |
2025-07-08 |
ind_aerospace_defense |
0.0066 |
-0.0024 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-07 |
2025-07-08 |
ind_electric_utilities_ipps |
-0.0580 |
-0.0011 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-07 |
2025-07-08 |
sbeta_market |
0.0194 |
0.0118 |
0.0002 |
risk_exposure |
| 2025-07-07 |
2025-07-08 |
ind_water_utilities |
-0.0070 |
-0.0039 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-07 |
2025-07-08 |
ind_renewable_energy |
0.0103 |
0.0349 |
0.0004 |
tilt_INDUSTRY |
| 2025-07-07 |
2025-07-08 |
country_SG |
0.0607 |
0.0053 |
0.0003 |
tilt_COUNTRY |
| 2025-07-07 |
2025-07-08 |
linearCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-07-07 |
2025-07-08 |
ind_insurance |
0.0726 |
-0.0035 |
-0.0003 |
tilt_INDUSTRY |
| 2025-07-07 |
2025-07-08 |
ind_uranium |
-0.0025 |
-0.0071 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-07 |
2025-07-08 |
size_MID |
-0.0992 |
0.0004 |
-0.0000 |
tilt_SIZE |
| 2025-07-07 |
2025-07-08 |
ind_specialty_reatil |
-0.0003 |
0.0010 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-07 |
2025-07-08 |
ind_textiles_apparel |
-0.0349 |
-0.0002 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-07 |
2025-07-08 |
country_JP |
-0.0303 |
-0.0003 |
0.0000 |
tilt_COUNTRY |
| 2025-07-07 |
2025-07-08 |
ind_real_estate_operations |
0.0038 |
-0.0053 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-07 |
2025-07-08 |
country_MY |
0.0055 |
-0.0053 |
-0.0000 |
tilt_COUNTRY |
| 2025-07-07 |
2025-07-08 |
size_MICRO |
-0.0073 |
-0.0006 |
0.0000 |
tilt_SIZE |
| 2025-07-07 |
2025-07-08 |
ind_paper_forestry |
-0.0092 |
0.0022 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-07 |
2025-07-08 |
country_TH |
0.0689 |
-0.0032 |
-0.0002 |
tilt_COUNTRY |
| 2025-07-07 |
2025-07-08 |
country_IN |
0.0003 |
0.0009 |
0.0000 |
tilt_COUNTRY |
| 2025-07-07 |
2025-07-08 |
ind_food_drug_retail |
0.0583 |
-0.0010 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-07 |
2025-07-08 |
ind_passenger_transportation |
0.0645 |
0.0008 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-07 |
2025-07-08 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-07-07 |
2025-07-08 |
ind_banking_services |
-0.1646 |
0.0002 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-07 |
2025-07-08 |
ind_pharmaceuticals |
-0.0315 |
-0.0074 |
0.0002 |
tilt_INDUSTRY |
| 2025-07-07 |
2025-07-08 |
ind_commercial_services_supplies |
0.0063 |
0.0007 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-07 |
2025-07-08 |
ind_automobile |
-0.0907 |
-0.0014 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-07 |
2025-07-08 |
size_SMALL |
-0.0030 |
-0.0005 |
0.0000 |
tilt_SIZE |
| 2025-07-07 |
2025-07-08 |
sdiscrepancy |
NaN |
NaN |
-0.0004 |
unexplained |
| 2025-07-07 |
2025-07-08 |
market |
0.0397 |
-0.0061 |
-0.0002 |
risk_exposure |
| 2025-07-07 |
2025-07-08 |
ind_multiline_utilities |
-0.0125 |
0.0023 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-07 |
2025-07-08 |
ind_computers_phones_household_electronics |
0.0897 |
0.0011 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-07 |
2025-07-08 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-07-07 |
2025-07-08 |
ind_homebuilding_building_products |
-0.0333 |
0.0023 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-07 |
2025-07-08 |
ind_leisure_products |
0.0102 |
-0.0063 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-07 |
2025-07-08 |
pdiscrepancy |
NaN |
NaN |
-0.0000 |
unexplained |
| 2025-07-07 |
2025-07-08 |
ind_diversified_retail |
-0.0069 |
0.0001 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-07 |
2025-07-08 |
ind_media_publishing |
0.0324 |
-0.0015 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-07 |
2025-07-08 |
ind_healthcare_providers_services |
0.0389 |
-0.0002 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-07 |
2025-07-08 |
ind_communications_equipment |
-0.0003 |
0.0065 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-07 |
2025-07-08 |
ind_electronic_equipment |
-0.0888 |
0.0043 |
-0.0004 |
tilt_INDUSTRY |
| 2025-07-07 |
2025-07-08 |
ind_containers_packaging |
0.0020 |
0.0037 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-07 |
2025-07-08 |
ind_telecommunications_serices |
0.1205 |
-0.0007 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-07 |
2025-07-08 |
ind_metals_mining |
-0.1194 |
0.0020 |
-0.0002 |
tilt_INDUSTRY |
| 2025-07-07 |
2025-07-08 |
country_KR |
-0.0977 |
0.0109 |
-0.0011 |
tilt_COUNTRY |
| 2025-07-07 |
2025-07-08 |
ind_holding_companies |
0.0020 |
-0.0079 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-07 |
2025-07-08 |
ind_office_equipment |
-0.0034 |
-0.0031 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-07 |
2025-07-08 |
country_AU |
-0.0991 |
0.0007 |
-0.0001 |
tilt_COUNTRY |
| 2025-07-07 |
2025-07-08 |
ind_construction_engineering |
0.0861 |
0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-07 |
2025-07-08 |
size_LARGE |
0.1493 |
0.0000 |
0.0000 |
tilt_SIZE |
| 2025-07-07 |
2025-07-08 |
ind_software_it_services |
0.1276 |
0.0006 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-07 |
2025-07-08 |
ind_chemicals |
-0.0490 |
0.0019 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-07 |
2025-07-08 |
neglect |
0.6651 |
-0.0006 |
-0.0004 |
alpha_VALUE |
| 2025-07-07 |
2025-07-08 |
country_XH |
0.0486 |
-0.0000 |
-0.0000 |
tilt_COUNTRY |
| 2025-07-07 |
2025-07-08 |
ind_oil_gas |
0.0589 |
0.0022 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-07 |
2025-07-08 |
ind_consumer_goods_conglomerates |
0.0084 |
-0.0004 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-08 |
2025-07-09 |
ind_electronic_equipment |
-0.0870 |
0.0001 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-08 |
2025-07-09 |
ind_multiline_utilities |
-0.0122 |
0.0038 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-08 |
2025-07-09 |
ind_renewable_energy |
0.0106 |
-0.0026 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-08 |
2025-07-09 |
country_HK |
0.1135 |
-0.0034 |
-0.0004 |
tilt_COUNTRY |
| 2025-07-08 |
2025-07-09 |
ind_household_goods |
-0.0046 |
0.0012 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-08 |
2025-07-09 |
ind_oil_gas |
0.0591 |
0.0057 |
0.0003 |
tilt_INDUSTRY |
| 2025-07-08 |
2025-07-09 |
ind_integrated_hardware_software |
0.0080 |
0.0025 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-08 |
2025-07-09 |
ind_food_drug_retail |
0.0580 |
-0.0055 |
-0.0003 |
tilt_INDUSTRY |
| 2025-07-08 |
2025-07-09 |
size_MICRO |
-0.0082 |
0.0027 |
-0.0000 |
tilt_SIZE |
| 2025-07-08 |
2025-07-09 |
sbeta_market |
0.0250 |
-0.0037 |
-0.0001 |
risk_exposure |
| 2025-07-08 |
2025-07-09 |
country_ID |
0.0133 |
0.0025 |
0.0000 |
tilt_COUNTRY |
| 2025-07-08 |
2025-07-09 |
ind_healthcare_equipment_supplies |
-0.0858 |
0.0013 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-08 |
2025-07-09 |
ind_containers_packaging |
0.0024 |
-0.0018 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-08 |
2025-07-09 |
pdiscrepancy |
NaN |
NaN |
0.0000 |
unexplained |
| 2025-07-08 |
2025-07-09 |
quality |
3.7025 |
0.0009 |
0.0032 |
alpha_QUALITY |
| 2025-07-08 |
2025-07-09 |
ind_paper_forestry |
-0.0092 |
0.0016 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-08 |
2025-07-09 |
ind_insurance |
0.0759 |
-0.0041 |
-0.0003 |
tilt_INDUSTRY |
| 2025-07-08 |
2025-07-09 |
ind_aerospace_defense |
0.0065 |
0.0004 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-08 |
2025-07-09 |
country_XH |
0.0472 |
-0.0050 |
-0.0002 |
tilt_COUNTRY |
| 2025-07-08 |
2025-07-09 |
size_SMALL |
-0.0034 |
0.0016 |
-0.0000 |
tilt_SIZE |
| 2025-07-08 |
2025-07-09 |
ind_banking_services |
-0.1489 |
0.0028 |
-0.0004 |
tilt_INDUSTRY |
| 2025-07-08 |
2025-07-09 |
specret |
NaN |
NaN |
-0.0030 |
unexplained |
| 2025-07-08 |
2025-07-09 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-07-08 |
2025-07-09 |
ind_biotechnology |
0.0003 |
0.0072 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-08 |
2025-07-09 |
revision |
0.9254 |
-0.0008 |
-0.0007 |
alpha_REVISION |
| 2025-07-08 |
2025-07-09 |
ind_chemicals |
-0.0508 |
-0.0048 |
0.0002 |
tilt_INDUSTRY |
| 2025-07-08 |
2025-07-09 |
ind_commercial_services_supplies |
0.0047 |
-0.0004 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-08 |
2025-07-09 |
ind_specialty_reatil |
0.0024 |
0.0018 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-08 |
2025-07-09 |
ind_textiles_apparel |
-0.0342 |
-0.0042 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-08 |
2025-07-09 |
value_gc |
1.7201 |
-0.0005 |
-0.0009 |
alpha_VALUE |
| 2025-07-08 |
2025-07-09 |
ind_pharmaceuticals |
-0.0384 |
0.0026 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-08 |
2025-07-09 |
ind_consumer_goods_conglomerates |
0.0082 |
-0.0006 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-08 |
2025-07-09 |
ind_fintech |
0.0036 |
-0.0037 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-08 |
2025-07-09 |
sdiscrepancy |
NaN |
NaN |
-0.0001 |
unexplained |
| 2025-07-08 |
2025-07-09 |
ind_construction_engineering |
0.0886 |
0.0047 |
0.0004 |
tilt_INDUSTRY |
| 2025-07-08 |
2025-07-09 |
ind_household_products_services |
-0.0130 |
0.0072 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-08 |
2025-07-09 |
country_SG |
0.0607 |
0.0022 |
0.0001 |
tilt_COUNTRY |
| 2025-07-08 |
2025-07-09 |
ind_passenger_transportation |
0.0643 |
-0.0008 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-08 |
2025-07-09 |
country_JP |
-0.0251 |
0.0060 |
-0.0001 |
tilt_COUNTRY |
| 2025-07-08 |
2025-07-09 |
ind_software_it_services |
0.1199 |
-0.0026 |
-0.0003 |
tilt_INDUSTRY |
| 2025-07-08 |
2025-07-09 |
ind_investment_services |
0.0662 |
0.0005 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-08 |
2025-07-09 |
country_AU |
-0.0993 |
-0.0026 |
0.0003 |
tilt_COUNTRY |
| 2025-07-08 |
2025-07-09 |
value_liq |
0.3562 |
0.0016 |
0.0006 |
alpha_VALUE |
| 2025-07-08 |
2025-07-09 |
ind_hotels_entertainment |
-0.0656 |
0.0040 |
-0.0003 |
tilt_INDUSTRY |
| 2025-07-08 |
2025-07-09 |
ind_construction_materials |
-0.0052 |
0.0012 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-08 |
2025-07-09 |
ind_communications_equipment |
-0.0011 |
0.0000 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-08 |
2025-07-09 |
ind_semiconductors |
0.0090 |
-0.0024 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-08 |
2025-07-09 |
country_CN |
-0.0947 |
-0.0025 |
0.0002 |
tilt_COUNTRY |
| 2025-07-08 |
2025-07-09 |
country_TH |
0.0687 |
-0.0076 |
-0.0005 |
tilt_COUNTRY |
| 2025-07-08 |
2025-07-09 |
ind_freight_logistics |
-0.0355 |
0.0046 |
-0.0002 |
tilt_INDUSTRY |
| 2025-07-08 |
2025-07-09 |
ind_leisure_products |
0.0102 |
-0.0028 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-08 |
2025-07-09 |
ind_office_equipment |
-0.0040 |
0.0066 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-08 |
2025-07-09 |
reversal |
0.9940 |
0.0004 |
0.0004 |
alpha_REVERSAL |
| 2025-07-08 |
2025-07-09 |
size_LARGE |
0.1587 |
-0.0037 |
-0.0006 |
tilt_SIZE |
| 2025-07-08 |
2025-07-09 |
ind_telecommunications_serices |
0.1197 |
-0.0014 |
-0.0002 |
tilt_INDUSTRY |
| 2025-07-08 |
2025-07-09 |
ind_machinery |
0.0350 |
0.0008 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-08 |
2025-07-09 |
neglect |
0.6746 |
-0.0006 |
-0.0004 |
alpha_VALUE |
| 2025-07-08 |
2025-07-09 |
ind_homebuilding_building_products |
-0.0335 |
0.0017 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-08 |
2025-07-09 |
ind_healthcare_providers_services |
0.0397 |
0.0007 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-08 |
2025-07-09 |
ind_diversified_retail |
-0.0078 |
-0.0009 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-08 |
2025-07-09 |
ind_computers_phones_household_electronics |
0.0893 |
0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-08 |
2025-07-09 |
market |
0.0491 |
0.0030 |
0.0001 |
risk_exposure |
| 2025-07-08 |
2025-07-09 |
ind_automobile |
-0.0939 |
0.0012 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-08 |
2025-07-09 |
ind_natural_gas_utilities |
0.0049 |
-0.0059 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-08 |
2025-07-09 |
stability |
4.4795 |
-0.0002 |
-0.0011 |
alpha_QUALITY |
| 2025-07-08 |
2025-07-09 |
ind_real_estate_operations |
0.0026 |
0.0008 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-08 |
2025-07-09 |
ind_coal |
-0.0486 |
0.0056 |
-0.0003 |
tilt_INDUSTRY |
| 2025-07-08 |
2025-07-09 |
country_IN |
0.0003 |
-0.0003 |
-0.0000 |
tilt_COUNTRY |
| 2025-07-08 |
2025-07-09 |
ind_metals_mining |
-0.1164 |
-0.0101 |
0.0012 |
tilt_INDUSTRY |
| 2025-07-08 |
2025-07-09 |
ind_oil_gas_equipment_services |
-0.0140 |
0.0023 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-08 |
2025-07-09 |
ind_holding_companies |
0.0020 |
-0.0005 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-08 |
2025-07-09 |
ind_industrial_distribution |
0.0181 |
0.0057 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-08 |
2025-07-09 |
ind_media_publishing |
0.0254 |
0.0089 |
0.0002 |
tilt_INDUSTRY |
| 2025-07-08 |
2025-07-09 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-07-08 |
2025-07-09 |
linearCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-07-08 |
2025-07-09 |
size_MID |
-0.0981 |
0.0009 |
-0.0001 |
tilt_SIZE |
| 2025-07-08 |
2025-07-09 |
country_MY |
0.0055 |
0.0005 |
0.0000 |
tilt_COUNTRY |
| 2025-07-08 |
2025-07-09 |
country_TW |
0.0743 |
0.0085 |
0.0006 |
tilt_COUNTRY |
| 2025-07-08 |
2025-07-09 |
country_KR |
-0.1001 |
0.0056 |
-0.0006 |
tilt_COUNTRY |
| 2025-07-08 |
2025-07-09 |
ind_uranium |
-0.0025 |
-0.0736 |
0.0002 |
tilt_INDUSTRY |
| 2025-07-08 |
2025-07-09 |
momentum |
0.0724 |
-0.0001 |
-0.0000 |
alpha_MOMENTUM |
| 2025-07-08 |
2025-07-09 |
fmom |
0.4592 |
-0.0000 |
-0.0000 |
alpha_QUALITY |
| 2025-07-08 |
2025-07-09 |
ind_food_tobacco |
0.1431 |
0.0017 |
0.0002 |
tilt_INDUSTRY |
| 2025-07-08 |
2025-07-09 |
linkage |
0.7901 |
0.0008 |
0.0006 |
alpha_MOMENTUM |
| 2025-07-08 |
2025-07-09 |
country_NZ |
-0.0176 |
-0.0106 |
0.0002 |
tilt_COUNTRY |
| 2025-07-08 |
2025-07-09 |
ind_water_utilities |
-0.0069 |
-0.0000 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-08 |
2025-07-09 |
country_PH |
0.0023 |
0.0141 |
0.0000 |
tilt_COUNTRY |
| 2025-07-08 |
2025-07-09 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-07-08 |
2025-07-09 |
ind_beverages |
-0.0538 |
0.0058 |
-0.0003 |
tilt_INDUSTRY |
| 2025-07-08 |
2025-07-09 |
ind_transportation_infrastructure |
0.0019 |
0.0041 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-08 |
2025-07-09 |
ind_electric_utilities_ipps |
-0.0574 |
-0.0019 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-09 |
2025-07-10 |
ind_integrated_hardware_software |
0.0078 |
-0.0033 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-09 |
2025-07-10 |
fmom |
0.4643 |
-0.0000 |
-0.0000 |
alpha_QUALITY |
| 2025-07-09 |
2025-07-10 |
ind_homebuilding_building_products |
-0.0336 |
0.0058 |
-0.0002 |
tilt_INDUSTRY |
| 2025-07-09 |
2025-07-10 |
value_liq |
0.3340 |
0.0016 |
0.0005 |
alpha_VALUE |
| 2025-07-09 |
2025-07-10 |
ind_diversified_retail |
-0.0089 |
-0.0011 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-09 |
2025-07-10 |
ind_industrial_distribution |
0.0156 |
0.0015 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-09 |
2025-07-10 |
ind_coal |
-0.0489 |
0.0067 |
-0.0003 |
tilt_INDUSTRY |
| 2025-07-09 |
2025-07-10 |
country_ID |
0.0134 |
0.0066 |
0.0001 |
tilt_COUNTRY |
| 2025-07-09 |
2025-07-10 |
ind_consumer_goods_conglomerates |
0.0085 |
0.0002 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-09 |
2025-07-10 |
sbeta_market |
0.0224 |
-0.0001 |
-0.0000 |
risk_exposure |
| 2025-07-09 |
2025-07-10 |
country_TH |
0.0687 |
-0.0042 |
-0.0003 |
tilt_COUNTRY |
| 2025-07-09 |
2025-07-10 |
country_KR |
-0.1010 |
0.0091 |
-0.0009 |
tilt_COUNTRY |
| 2025-07-09 |
2025-07-10 |
country_XH |
0.0481 |
0.0048 |
0.0002 |
tilt_COUNTRY |
| 2025-07-09 |
2025-07-10 |
ind_renewable_energy |
0.0092 |
0.0108 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-09 |
2025-07-10 |
size_MID |
-0.0987 |
0.0002 |
-0.0000 |
tilt_SIZE |
| 2025-07-09 |
2025-07-10 |
stability |
4.4807 |
-0.0001 |
-0.0003 |
alpha_QUALITY |
| 2025-07-09 |
2025-07-10 |
ind_beverages |
-0.0539 |
0.0010 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-09 |
2025-07-10 |
ind_insurance |
0.0737 |
0.0074 |
0.0005 |
tilt_INDUSTRY |
| 2025-07-09 |
2025-07-10 |
size_MICRO |
-0.0094 |
-0.0016 |
0.0000 |
tilt_SIZE |
| 2025-07-09 |
2025-07-10 |
size_SMALL |
-0.0035 |
0.0003 |
-0.0000 |
tilt_SIZE |
| 2025-07-09 |
2025-07-10 |
ind_construction_engineering |
0.0912 |
0.0046 |
0.0004 |
tilt_INDUSTRY |
| 2025-07-09 |
2025-07-10 |
country_PH |
0.0023 |
-0.0122 |
-0.0000 |
tilt_COUNTRY |
| 2025-07-09 |
2025-07-10 |
country_AU |
-0.1000 |
0.0016 |
-0.0002 |
tilt_COUNTRY |
| 2025-07-09 |
2025-07-10 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-07-09 |
2025-07-10 |
ind_fintech |
0.0035 |
0.0010 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-09 |
2025-07-10 |
ind_software_it_services |
0.1196 |
-0.0059 |
-0.0007 |
tilt_INDUSTRY |
| 2025-07-09 |
2025-07-10 |
country_NZ |
-0.0179 |
-0.0045 |
0.0001 |
tilt_COUNTRY |
| 2025-07-09 |
2025-07-10 |
ind_banking_services |
-0.1349 |
0.0058 |
-0.0008 |
tilt_INDUSTRY |
| 2025-07-09 |
2025-07-10 |
ind_biotechnology |
-0.0017 |
-0.0019 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-09 |
2025-07-10 |
ind_machinery |
0.0376 |
-0.0030 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-09 |
2025-07-10 |
ind_telecommunications_serices |
0.1208 |
-0.0022 |
-0.0003 |
tilt_INDUSTRY |
| 2025-07-09 |
2025-07-10 |
ind_leisure_products |
0.0101 |
-0.0106 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-09 |
2025-07-10 |
ind_electronic_equipment |
-0.0853 |
-0.0049 |
0.0004 |
tilt_INDUSTRY |
| 2025-07-09 |
2025-07-10 |
ind_food_tobacco |
0.1431 |
-0.0024 |
-0.0003 |
tilt_INDUSTRY |
| 2025-07-09 |
2025-07-10 |
reversal |
0.9485 |
-0.0009 |
-0.0008 |
alpha_REVERSAL |
| 2025-07-09 |
2025-07-10 |
sdiscrepancy |
NaN |
NaN |
-0.0000 |
unexplained |
| 2025-07-09 |
2025-07-10 |
value_gc |
1.7328 |
-0.0007 |
-0.0011 |
alpha_VALUE |
| 2025-07-09 |
2025-07-10 |
ind_media_publishing |
0.0218 |
-0.0042 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-09 |
2025-07-10 |
ind_water_utilities |
-0.0069 |
0.0058 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-09 |
2025-07-10 |
ind_oil_gas_equipment_services |
-0.0141 |
0.0044 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-09 |
2025-07-10 |
ind_healthcare_equipment_supplies |
-0.0799 |
-0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-09 |
2025-07-10 |
pdiscrepancy |
NaN |
NaN |
-0.0000 |
unexplained |
| 2025-07-09 |
2025-07-10 |
ind_containers_packaging |
0.0027 |
0.0006 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-09 |
2025-07-10 |
country_CN |
-0.0933 |
0.0012 |
-0.0001 |
tilt_COUNTRY |
| 2025-07-09 |
2025-07-10 |
ind_construction_materials |
-0.0055 |
0.0078 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-09 |
2025-07-10 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-07-09 |
2025-07-10 |
ind_investment_services |
0.0667 |
0.0085 |
0.0006 |
tilt_INDUSTRY |
| 2025-07-09 |
2025-07-10 |
ind_household_goods |
-0.0047 |
-0.0034 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-09 |
2025-07-10 |
ind_natural_gas_utilities |
0.0049 |
-0.0001 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-09 |
2025-07-10 |
ind_paper_forestry |
-0.0092 |
0.0046 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-09 |
2025-07-10 |
specret |
NaN |
NaN |
-0.0019 |
unexplained |
| 2025-07-09 |
2025-07-10 |
ind_household_products_services |
-0.0127 |
-0.0042 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-09 |
2025-07-10 |
ind_transportation_infrastructure |
0.0016 |
0.0044 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-09 |
2025-07-10 |
quality |
3.7124 |
0.0007 |
0.0025 |
alpha_QUALITY |
| 2025-07-09 |
2025-07-10 |
revision |
0.9105 |
-0.0007 |
-0.0006 |
alpha_REVISION |
| 2025-07-09 |
2025-07-10 |
ind_specialty_reatil |
0.0036 |
0.0012 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-09 |
2025-07-10 |
momentum |
0.0556 |
0.0001 |
0.0000 |
alpha_MOMENTUM |
| 2025-07-09 |
2025-07-10 |
ind_textiles_apparel |
-0.0334 |
-0.0047 |
0.0002 |
tilt_INDUSTRY |
| 2025-07-09 |
2025-07-10 |
country_TW |
0.0714 |
0.0022 |
0.0002 |
tilt_COUNTRY |
| 2025-07-09 |
2025-07-10 |
country_SG |
0.0606 |
0.0007 |
0.0000 |
tilt_COUNTRY |
| 2025-07-09 |
2025-07-10 |
country_JP |
-0.0247 |
-0.0069 |
0.0002 |
tilt_COUNTRY |
| 2025-07-09 |
2025-07-10 |
country_MY |
0.0057 |
-0.0010 |
-0.0000 |
tilt_COUNTRY |
| 2025-07-09 |
2025-07-10 |
ind_electric_utilities_ipps |
-0.0568 |
-0.0041 |
0.0002 |
tilt_INDUSTRY |
| 2025-07-09 |
2025-07-10 |
linearCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-07-09 |
2025-07-10 |
country_HK |
0.1130 |
0.0011 |
0.0001 |
tilt_COUNTRY |
| 2025-07-09 |
2025-07-10 |
linkage |
0.8237 |
-0.0006 |
-0.0005 |
alpha_MOMENTUM |
| 2025-07-09 |
2025-07-10 |
ind_uranium |
-0.0024 |
-0.0187 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-09 |
2025-07-10 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-07-09 |
2025-07-10 |
ind_food_drug_retail |
0.0589 |
0.0017 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-09 |
2025-07-10 |
ind_freight_logistics |
-0.0361 |
-0.0006 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-09 |
2025-07-10 |
ind_hotels_entertainment |
-0.0668 |
-0.0025 |
0.0002 |
tilt_INDUSTRY |
| 2025-07-09 |
2025-07-10 |
ind_aerospace_defense |
0.0059 |
-0.0080 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-09 |
2025-07-10 |
ind_automobile |
-0.0982 |
-0.0055 |
0.0005 |
tilt_INDUSTRY |
| 2025-07-09 |
2025-07-10 |
neglect |
0.6900 |
0.0002 |
0.0002 |
alpha_VALUE |
| 2025-07-09 |
2025-07-10 |
ind_passenger_transportation |
0.0644 |
-0.0027 |
-0.0002 |
tilt_INDUSTRY |
| 2025-07-09 |
2025-07-10 |
ind_multiline_utilities |
-0.0121 |
0.0038 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-09 |
2025-07-10 |
ind_computers_phones_household_electronics |
0.0888 |
-0.0055 |
-0.0005 |
tilt_INDUSTRY |
| 2025-07-09 |
2025-07-10 |
ind_commercial_services_supplies |
0.0040 |
0.0036 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-09 |
2025-07-10 |
country_IN |
0.0003 |
-0.0051 |
-0.0000 |
tilt_COUNTRY |
| 2025-07-09 |
2025-07-10 |
ind_metals_mining |
-0.1168 |
0.0045 |
-0.0005 |
tilt_INDUSTRY |
| 2025-07-09 |
2025-07-10 |
ind_pharmaceuticals |
-0.0412 |
0.0013 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-09 |
2025-07-10 |
ind_semiconductors |
0.0045 |
-0.0036 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-09 |
2025-07-10 |
ind_real_estate_operations |
-0.0007 |
0.0131 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-09 |
2025-07-10 |
ind_holding_companies |
0.0020 |
-0.0064 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-09 |
2025-07-10 |
market |
0.0467 |
0.0020 |
0.0001 |
risk_exposure |
| 2025-07-09 |
2025-07-10 |
ind_oil_gas |
0.0580 |
0.0022 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-09 |
2025-07-10 |
ind_chemicals |
-0.0499 |
0.0024 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-09 |
2025-07-10 |
ind_communications_equipment |
-0.0022 |
-0.0034 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-09 |
2025-07-10 |
size_LARGE |
0.1583 |
-0.0006 |
-0.0001 |
tilt_SIZE |
| 2025-07-09 |
2025-07-10 |
ind_office_equipment |
-0.0044 |
-0.0156 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-09 |
2025-07-10 |
ind_healthcare_providers_services |
0.0399 |
0.0005 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-10 |
2025-07-11 |
ind_electric_utilities_ipps |
-0.0548 |
-0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-10 |
2025-07-11 |
country_JP |
-0.0248 |
0.0055 |
-0.0001 |
tilt_COUNTRY |
| 2025-07-10 |
2025-07-11 |
fmom |
0.4536 |
-0.0002 |
-0.0001 |
alpha_QUALITY |
| 2025-07-10 |
2025-07-11 |
size_MID |
-0.1071 |
-0.0007 |
0.0001 |
tilt_SIZE |
| 2025-07-10 |
2025-07-11 |
country_ID |
0.0127 |
0.0102 |
0.0001 |
tilt_COUNTRY |
| 2025-07-10 |
2025-07-11 |
ind_insurance |
0.0690 |
0.0062 |
0.0004 |
tilt_INDUSTRY |
| 2025-07-10 |
2025-07-11 |
ind_healthcare_equipment_supplies |
-0.0787 |
0.0014 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-10 |
2025-07-11 |
value_liq |
0.2984 |
0.0009 |
0.0003 |
alpha_VALUE |
| 2025-07-10 |
2025-07-11 |
linkage |
0.7974 |
-0.0000 |
-0.0000 |
alpha_MOMENTUM |
| 2025-07-10 |
2025-07-11 |
neglect |
0.6720 |
0.0005 |
0.0003 |
alpha_VALUE |
| 2025-07-10 |
2025-07-11 |
ind_healthcare_providers_services |
0.0400 |
-0.0002 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-10 |
2025-07-11 |
ind_industrial_distribution |
0.0141 |
-0.0031 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-10 |
2025-07-11 |
sdiscrepancy |
NaN |
NaN |
0.0007 |
unexplained |
| 2025-07-10 |
2025-07-11 |
pdiscrepancy |
NaN |
NaN |
0.0000 |
unexplained |
| 2025-07-10 |
2025-07-11 |
ind_passenger_transportation |
0.0648 |
0.0037 |
0.0002 |
tilt_INDUSTRY |
| 2025-07-10 |
2025-07-11 |
ind_telecommunications_serices |
0.1212 |
0.0006 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-10 |
2025-07-11 |
country_TH |
0.0694 |
0.0128 |
0.0009 |
tilt_COUNTRY |
| 2025-07-10 |
2025-07-11 |
ind_office_equipment |
-0.0047 |
-0.0024 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-10 |
2025-07-11 |
ind_machinery |
0.0371 |
-0.0002 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-10 |
2025-07-11 |
ind_construction_materials |
-0.0058 |
-0.0013 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-10 |
2025-07-11 |
ind_beverages |
-0.0606 |
-0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-10 |
2025-07-11 |
ind_natural_gas_utilities |
0.0048 |
-0.0024 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-10 |
2025-07-11 |
ind_household_products_services |
-0.0127 |
0.0027 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-10 |
2025-07-11 |
size_SMALL |
-0.0041 |
0.0004 |
-0.0000 |
tilt_SIZE |
| 2025-07-10 |
2025-07-11 |
ind_consumer_goods_conglomerates |
0.0090 |
-0.0191 |
-0.0002 |
tilt_INDUSTRY |
| 2025-07-10 |
2025-07-11 |
country_IN |
0.0003 |
-0.0059 |
-0.0000 |
tilt_COUNTRY |
| 2025-07-10 |
2025-07-11 |
revision |
0.9044 |
-0.0015 |
-0.0013 |
alpha_REVISION |
| 2025-07-10 |
2025-07-11 |
ind_textiles_apparel |
-0.0333 |
-0.0050 |
0.0002 |
tilt_INDUSTRY |
| 2025-07-10 |
2025-07-11 |
market |
0.0265 |
-0.0066 |
-0.0002 |
risk_exposure |
| 2025-07-10 |
2025-07-11 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-07-10 |
2025-07-11 |
ind_fintech |
0.0037 |
0.0119 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-10 |
2025-07-11 |
ind_commercial_services_supplies |
0.0038 |
0.0015 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-10 |
2025-07-11 |
ind_chemicals |
-0.0521 |
-0.0018 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-10 |
2025-07-11 |
ind_automobile |
-0.1009 |
-0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-10 |
2025-07-11 |
ind_holding_companies |
0.0020 |
0.0075 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-10 |
2025-07-11 |
quality |
3.7567 |
-0.0004 |
-0.0013 |
alpha_QUALITY |
| 2025-07-10 |
2025-07-11 |
specret |
NaN |
NaN |
-0.0014 |
unexplained |
| 2025-07-10 |
2025-07-11 |
ind_household_goods |
-0.0052 |
0.0048 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-10 |
2025-07-11 |
ind_communications_equipment |
-0.0027 |
-0.0052 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-10 |
2025-07-11 |
ind_food_drug_retail |
0.0595 |
0.0023 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-10 |
2025-07-11 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-07-10 |
2025-07-11 |
ind_diversified_retail |
-0.0092 |
-0.0060 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-10 |
2025-07-11 |
ind_transportation_infrastructure |
0.0009 |
0.0010 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-10 |
2025-07-11 |
ind_oil_gas |
0.0578 |
-0.0011 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-10 |
2025-07-11 |
ind_homebuilding_building_products |
-0.0335 |
-0.0002 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-10 |
2025-07-11 |
ind_pharmaceuticals |
-0.0375 |
0.0025 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-10 |
2025-07-11 |
ind_multiline_utilities |
-0.0119 |
-0.0107 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-10 |
2025-07-11 |
stability |
4.4891 |
0.0001 |
0.0007 |
alpha_QUALITY |
| 2025-07-10 |
2025-07-11 |
ind_computers_phones_household_electronics |
0.0891 |
-0.0000 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-10 |
2025-07-11 |
ind_coal |
-0.0488 |
0.0024 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-10 |
2025-07-11 |
ind_specialty_reatil |
0.0036 |
-0.0050 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-10 |
2025-07-11 |
ind_metals_mining |
-0.1256 |
0.0063 |
-0.0008 |
tilt_INDUSTRY |
| 2025-07-10 |
2025-07-11 |
country_KR |
-0.1007 |
-0.0027 |
0.0003 |
tilt_COUNTRY |
| 2025-07-10 |
2025-07-11 |
momentum |
0.0546 |
0.0004 |
0.0000 |
alpha_MOMENTUM |
| 2025-07-10 |
2025-07-11 |
country_TW |
0.0666 |
0.0033 |
0.0002 |
tilt_COUNTRY |
| 2025-07-10 |
2025-07-11 |
ind_hotels_entertainment |
-0.0675 |
-0.0023 |
0.0002 |
tilt_INDUSTRY |
| 2025-07-10 |
2025-07-11 |
country_MY |
0.0059 |
0.0044 |
0.0000 |
tilt_COUNTRY |
| 2025-07-10 |
2025-07-11 |
ind_freight_logistics |
-0.0390 |
-0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-10 |
2025-07-11 |
country_CN |
-0.1081 |
-0.0015 |
0.0002 |
tilt_COUNTRY |
| 2025-07-10 |
2025-07-11 |
linearCost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-07-10 |
2025-07-11 |
ind_uranium |
-0.0025 |
-0.0041 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-10 |
2025-07-11 |
impactCost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-07-10 |
2025-07-11 |
ind_real_estate_operations |
-0.0053 |
-0.0064 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-10 |
2025-07-11 |
size_LARGE |
0.1468 |
0.0005 |
0.0001 |
tilt_SIZE |
| 2025-07-10 |
2025-07-11 |
ind_paper_forestry |
-0.0092 |
0.0013 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-10 |
2025-07-11 |
country_SG |
0.0606 |
0.0038 |
0.0002 |
tilt_COUNTRY |
| 2025-07-10 |
2025-07-11 |
ind_semiconductors |
-0.0008 |
0.0007 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-10 |
2025-07-11 |
country_HK |
0.1146 |
0.0026 |
0.0003 |
tilt_COUNTRY |
| 2025-07-10 |
2025-07-11 |
ind_containers_packaging |
0.0028 |
0.0028 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-10 |
2025-07-11 |
ind_investment_services |
0.0678 |
0.0129 |
0.0009 |
tilt_INDUSTRY |
| 2025-07-10 |
2025-07-11 |
ind_software_it_services |
0.1234 |
-0.0011 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-10 |
2025-07-11 |
country_PH |
0.0023 |
0.0016 |
0.0000 |
tilt_COUNTRY |
| 2025-07-10 |
2025-07-11 |
ind_biotechnology |
-0.0028 |
0.0099 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-10 |
2025-07-11 |
ind_oil_gas_equipment_services |
-0.0140 |
-0.0021 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-10 |
2025-07-11 |
ind_media_publishing |
0.0215 |
-0.0023 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-10 |
2025-07-11 |
ind_construction_engineering |
0.0928 |
-0.0004 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-10 |
2025-07-11 |
ind_banking_services |
-0.1305 |
-0.0018 |
0.0002 |
tilt_INDUSTRY |
| 2025-07-10 |
2025-07-11 |
country_AU |
-0.1072 |
-0.0012 |
0.0001 |
tilt_COUNTRY |
| 2025-07-10 |
2025-07-11 |
ind_renewable_energy |
0.0127 |
-0.0142 |
-0.0002 |
tilt_INDUSTRY |
| 2025-07-10 |
2025-07-11 |
size_MICRO |
-0.0091 |
0.0001 |
-0.0000 |
tilt_SIZE |
| 2025-07-10 |
2025-07-11 |
country_NZ |
-0.0181 |
-0.0037 |
0.0001 |
tilt_COUNTRY |
| 2025-07-10 |
2025-07-11 |
ind_water_utilities |
-0.0070 |
0.0112 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-10 |
2025-07-11 |
ind_electronic_equipment |
-0.0849 |
-0.0065 |
0.0006 |
tilt_INDUSTRY |
| 2025-07-10 |
2025-07-11 |
ind_food_tobacco |
0.1430 |
0.0025 |
0.0004 |
tilt_INDUSTRY |
| 2025-07-10 |
2025-07-11 |
ind_aerospace_defense |
0.0054 |
-0.0013 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-10 |
2025-07-11 |
country_XH |
0.0530 |
-0.0035 |
-0.0002 |
tilt_COUNTRY |
| 2025-07-10 |
2025-07-11 |
value_gc |
1.7456 |
-0.0005 |
-0.0009 |
alpha_VALUE |
| 2025-07-10 |
2025-07-11 |
ind_leisure_products |
0.0099 |
-0.0009 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-10 |
2025-07-11 |
ind_integrated_hardware_software |
0.0078 |
-0.0003 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-10 |
2025-07-11 |
reversal |
0.8443 |
0.0020 |
0.0017 |
alpha_REVERSAL |
| 2025-07-10 |
2025-07-11 |
sbeta_market |
0.0128 |
0.0092 |
0.0001 |
risk_exposure |
| 2025-07-11 |
2025-07-14 |
ind_natural_gas_utilities |
0.0049 |
0.0017 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-11 |
2025-07-14 |
size_LARGE |
0.1408 |
-0.0024 |
-0.0003 |
tilt_SIZE |
| 2025-07-11 |
2025-07-14 |
ind_metals_mining |
-0.1340 |
0.0038 |
-0.0005 |
tilt_INDUSTRY |
| 2025-07-11 |
2025-07-14 |
ind_investment_services |
0.0703 |
-0.0059 |
-0.0004 |
tilt_INDUSTRY |
| 2025-07-11 |
2025-07-14 |
bcost |
NaN |
NaN |
-0.0009 |
cost |
| 2025-07-11 |
2025-07-14 |
ind_real_estate_operations |
-0.0068 |
-0.0032 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-11 |
2025-07-14 |
ind_media_publishing |
0.0219 |
-0.0090 |
-0.0002 |
tilt_INDUSTRY |
| 2025-07-11 |
2025-07-14 |
ind_office_equipment |
-0.0055 |
-0.0062 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-11 |
2025-07-14 |
country_TH |
0.0689 |
0.0167 |
0.0011 |
tilt_COUNTRY |
| 2025-07-11 |
2025-07-14 |
ind_water_utilities |
-0.0070 |
0.0045 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-11 |
2025-07-14 |
ind_construction_materials |
-0.0058 |
0.0004 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-11 |
2025-07-14 |
ind_freight_logistics |
-0.0403 |
0.0025 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-11 |
2025-07-14 |
ind_hotels_entertainment |
-0.0683 |
-0.0073 |
0.0005 |
tilt_INDUSTRY |
| 2025-07-11 |
2025-07-14 |
country_CN |
-0.1055 |
-0.0007 |
0.0001 |
tilt_COUNTRY |
| 2025-07-11 |
2025-07-14 |
ind_food_tobacco |
0.1435 |
0.0012 |
0.0002 |
tilt_INDUSTRY |
| 2025-07-11 |
2025-07-14 |
size_MID |
-0.1068 |
0.0003 |
-0.0000 |
tilt_SIZE |
| 2025-07-11 |
2025-07-14 |
ind_aerospace_defense |
0.0045 |
-0.0027 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-11 |
2025-07-14 |
ind_coal |
-0.0488 |
0.0042 |
-0.0002 |
tilt_INDUSTRY |
| 2025-07-11 |
2025-07-14 |
ind_healthcare_providers_services |
0.0398 |
0.0015 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-11 |
2025-07-14 |
ind_food_drug_retail |
0.0592 |
-0.0019 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-11 |
2025-07-14 |
ind_oil_gas_equipment_services |
-0.0140 |
0.0094 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-11 |
2025-07-14 |
reversal |
0.9154 |
0.0010 |
0.0009 |
alpha_REVERSAL |
| 2025-07-11 |
2025-07-14 |
stability |
4.4564 |
0.0004 |
0.0019 |
alpha_QUALITY |
| 2025-07-11 |
2025-07-14 |
ind_homebuilding_building_products |
-0.0333 |
-0.0024 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-11 |
2025-07-14 |
ind_industrial_distribution |
0.0139 |
0.0052 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-11 |
2025-07-14 |
ind_diversified_retail |
-0.0095 |
-0.0039 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-11 |
2025-07-14 |
neglect |
0.6040 |
-0.0006 |
-0.0003 |
alpha_VALUE |
| 2025-07-11 |
2025-07-14 |
ind_leisure_products |
0.0097 |
-0.0118 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-11 |
2025-07-14 |
ind_telecommunications_serices |
0.1211 |
-0.0023 |
-0.0003 |
tilt_INDUSTRY |
| 2025-07-11 |
2025-07-14 |
ind_semiconductors |
-0.0023 |
-0.0047 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-11 |
2025-07-14 |
country_NZ |
-0.0179 |
-0.0028 |
0.0001 |
tilt_COUNTRY |
| 2025-07-11 |
2025-07-14 |
country_AU |
-0.1118 |
-0.0020 |
0.0002 |
tilt_COUNTRY |
| 2025-07-11 |
2025-07-14 |
ind_communications_equipment |
-0.0022 |
-0.0040 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-11 |
2025-07-14 |
fcost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-07-11 |
2025-07-14 |
ind_holding_companies |
0.0025 |
0.0186 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-11 |
2025-07-14 |
ind_machinery |
0.0408 |
0.0036 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-11 |
2025-07-14 |
ind_beverages |
-0.0673 |
0.0028 |
-0.0002 |
tilt_INDUSTRY |
| 2025-07-11 |
2025-07-14 |
ind_automobile |
-0.0979 |
0.0065 |
-0.0006 |
tilt_INDUSTRY |
| 2025-07-11 |
2025-07-14 |
market |
0.0206 |
0.0037 |
0.0001 |
risk_exposure |
| 2025-07-11 |
2025-07-14 |
country_IN |
0.0004 |
-0.0010 |
-0.0000 |
tilt_COUNTRY |
| 2025-07-11 |
2025-07-14 |
country_PH |
0.0023 |
0.0080 |
0.0000 |
tilt_COUNTRY |
| 2025-07-11 |
2025-07-14 |
ind_computers_phones_household_electronics |
0.0885 |
-0.0042 |
-0.0004 |
tilt_INDUSTRY |
| 2025-07-11 |
2025-07-14 |
ind_software_it_services |
0.1213 |
-0.0050 |
-0.0006 |
tilt_INDUSTRY |
| 2025-07-11 |
2025-07-14 |
country_KR |
-0.0997 |
0.0034 |
-0.0003 |
tilt_COUNTRY |
| 2025-07-11 |
2025-07-14 |
momentum |
0.0765 |
0.0004 |
0.0000 |
alpha_MOMENTUM |
| 2025-07-11 |
2025-07-14 |
ind_oil_gas |
0.0602 |
0.0048 |
0.0003 |
tilt_INDUSTRY |
| 2025-07-11 |
2025-07-14 |
sbeta_market |
0.0144 |
-0.0025 |
-0.0000 |
risk_exposure |
| 2025-07-11 |
2025-07-14 |
country_HK |
0.1138 |
0.0068 |
0.0008 |
tilt_COUNTRY |
| 2025-07-11 |
2025-07-14 |
ind_construction_engineering |
0.0949 |
0.0017 |
0.0002 |
tilt_INDUSTRY |
| 2025-07-11 |
2025-07-14 |
size_MICRO |
-0.0097 |
0.0027 |
-0.0000 |
tilt_SIZE |
| 2025-07-11 |
2025-07-14 |
ind_textiles_apparel |
-0.0312 |
-0.0048 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-11 |
2025-07-14 |
revision |
1.0983 |
0.0013 |
0.0014 |
alpha_REVISION |
| 2025-07-11 |
2025-07-14 |
country_SG |
0.0606 |
0.0052 |
0.0003 |
tilt_COUNTRY |
| 2025-07-11 |
2025-07-14 |
quality |
3.7829 |
-0.0001 |
-0.0004 |
alpha_QUALITY |
| 2025-07-11 |
2025-07-14 |
ind_household_products_services |
-0.0126 |
-0.0035 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-11 |
2025-07-14 |
size_SMALL |
-0.0037 |
0.0013 |
-0.0000 |
tilt_SIZE |
| 2025-07-11 |
2025-07-14 |
specret |
NaN |
NaN |
-0.0028 |
unexplained |
| 2025-07-11 |
2025-07-14 |
ind_household_goods |
-0.0057 |
0.0055 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-11 |
2025-07-14 |
ind_chemicals |
-0.0578 |
0.0011 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-11 |
2025-07-14 |
value_gc |
1.7373 |
0.0007 |
0.0011 |
alpha_VALUE |
| 2025-07-11 |
2025-07-14 |
ind_specialty_reatil |
0.0047 |
-0.0020 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-11 |
2025-07-14 |
ind_pharmaceuticals |
-0.0301 |
0.0043 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-11 |
2025-07-14 |
pdiscrepancy |
NaN |
NaN |
0.0000 |
unexplained |
| 2025-07-11 |
2025-07-14 |
ind_multiline_utilities |
-0.0119 |
-0.0021 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-11 |
2025-07-14 |
ind_electronic_equipment |
-0.0826 |
-0.0000 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-11 |
2025-07-14 |
sdiscrepancy |
NaN |
NaN |
-0.0003 |
unexplained |
| 2025-07-11 |
2025-07-14 |
ind_containers_packaging |
0.0032 |
0.0015 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-11 |
2025-07-14 |
ind_consumer_goods_conglomerates |
0.0096 |
0.0103 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-11 |
2025-07-14 |
value_liq |
0.2664 |
-0.0001 |
-0.0000 |
alpha_VALUE |
| 2025-07-11 |
2025-07-14 |
fmom |
0.4335 |
0.0002 |
0.0001 |
alpha_QUALITY |
| 2025-07-11 |
2025-07-14 |
ind_electric_utilities_ipps |
-0.0537 |
0.0057 |
-0.0003 |
tilt_INDUSTRY |
| 2025-07-11 |
2025-07-14 |
ind_passenger_transportation |
0.0656 |
-0.0033 |
-0.0002 |
tilt_INDUSTRY |
| 2025-07-11 |
2025-07-14 |
ind_paper_forestry |
-0.0092 |
0.0007 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-11 |
2025-07-14 |
ind_transportation_infrastructure |
-0.0001 |
-0.0014 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-11 |
2025-07-14 |
country_ID |
0.0113 |
-0.0084 |
-0.0001 |
tilt_COUNTRY |
| 2025-07-11 |
2025-07-14 |
ind_healthcare_equipment_supplies |
-0.0834 |
-0.0025 |
0.0002 |
tilt_INDUSTRY |
| 2025-07-11 |
2025-07-14 |
country_TW |
0.0661 |
-0.0060 |
-0.0004 |
tilt_COUNTRY |
| 2025-07-11 |
2025-07-14 |
country_MY |
0.0059 |
-0.0024 |
-0.0000 |
tilt_COUNTRY |
| 2025-07-11 |
2025-07-14 |
country_JP |
-0.0296 |
-0.0015 |
0.0000 |
tilt_COUNTRY |
| 2025-07-11 |
2025-07-14 |
ind_renewable_energy |
0.0169 |
-0.0004 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-11 |
2025-07-14 |
ind_fintech |
0.0034 |
-0.0200 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-11 |
2025-07-14 |
linearCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-07-11 |
2025-07-14 |
ind_insurance |
0.0628 |
0.0042 |
0.0003 |
tilt_INDUSTRY |
| 2025-07-11 |
2025-07-14 |
linkage |
0.7800 |
-0.0003 |
-0.0003 |
alpha_MOMENTUM |
| 2025-07-11 |
2025-07-14 |
ind_integrated_hardware_software |
0.0078 |
0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-11 |
2025-07-14 |
ind_uranium |
-0.0026 |
0.0172 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-11 |
2025-07-14 |
ind_banking_services |
-0.1260 |
0.0012 |
-0.0002 |
tilt_INDUSTRY |
| 2025-07-11 |
2025-07-14 |
ind_commercial_services_supplies |
0.0040 |
-0.0046 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-11 |
2025-07-14 |
country_XH |
0.0557 |
0.0083 |
0.0005 |
tilt_COUNTRY |
| 2025-07-11 |
2025-07-14 |
impactCost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-07-11 |
2025-07-14 |
ind_biotechnology |
-0.0047 |
-0.0034 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-14 |
2025-07-15 |
ind_biotechnology |
-0.0073 |
0.0077 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-14 |
2025-07-15 |
ind_construction_engineering |
0.0975 |
-0.0018 |
-0.0002 |
tilt_INDUSTRY |
| 2025-07-14 |
2025-07-15 |
country_ID |
0.0108 |
0.0044 |
0.0000 |
tilt_COUNTRY |
| 2025-07-14 |
2025-07-15 |
ind_renewable_energy |
0.0162 |
-0.0144 |
-0.0002 |
tilt_INDUSTRY |
| 2025-07-14 |
2025-07-15 |
ind_media_publishing |
0.0228 |
0.0004 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-14 |
2025-07-15 |
ind_fintech |
0.0028 |
0.0002 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-14 |
2025-07-15 |
ind_beverages |
-0.0715 |
-0.0069 |
0.0005 |
tilt_INDUSTRY |
| 2025-07-14 |
2025-07-15 |
ind_water_utilities |
-0.0070 |
0.0025 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-14 |
2025-07-15 |
ind_food_tobacco |
0.1439 |
-0.0014 |
-0.0002 |
tilt_INDUSTRY |
| 2025-07-14 |
2025-07-15 |
value_gc |
1.7263 |
0.0004 |
0.0007 |
alpha_VALUE |
| 2025-07-14 |
2025-07-15 |
country_XH |
0.0587 |
0.0033 |
0.0002 |
tilt_COUNTRY |
| 2025-07-14 |
2025-07-15 |
size_SMALL |
0.0001 |
-0.0024 |
-0.0000 |
tilt_SIZE |
| 2025-07-14 |
2025-07-15 |
ind_insurance |
0.0564 |
-0.0053 |
-0.0003 |
tilt_INDUSTRY |
| 2025-07-14 |
2025-07-15 |
ind_machinery |
0.0492 |
0.0018 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-14 |
2025-07-15 |
ind_leisure_products |
0.0094 |
-0.0041 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-14 |
2025-07-15 |
country_AU |
-0.1069 |
0.0105 |
-0.0011 |
tilt_COUNTRY |
| 2025-07-14 |
2025-07-15 |
ind_freight_logistics |
-0.0383 |
-0.0023 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-14 |
2025-07-15 |
ind_coal |
-0.0481 |
-0.0123 |
0.0006 |
tilt_INDUSTRY |
| 2025-07-14 |
2025-07-15 |
ind_healthcare_equipment_supplies |
-0.0860 |
0.0020 |
-0.0002 |
tilt_INDUSTRY |
| 2025-07-14 |
2025-07-15 |
ind_natural_gas_utilities |
0.0050 |
0.0030 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-14 |
2025-07-15 |
ind_investment_services |
0.0731 |
-0.0013 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-14 |
2025-07-15 |
country_TW |
0.0664 |
0.0048 |
0.0003 |
tilt_COUNTRY |
| 2025-07-14 |
2025-07-15 |
country_CN |
-0.0894 |
-0.0066 |
0.0006 |
tilt_COUNTRY |
| 2025-07-14 |
2025-07-15 |
linkage |
0.7323 |
0.0004 |
0.0003 |
alpha_MOMENTUM |
| 2025-07-14 |
2025-07-15 |
ind_construction_materials |
-0.0058 |
-0.0073 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-14 |
2025-07-15 |
country_TH |
0.0628 |
0.0220 |
0.0014 |
tilt_COUNTRY |
| 2025-07-14 |
2025-07-15 |
ind_real_estate_operations |
-0.0054 |
-0.0065 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-14 |
2025-07-15 |
ind_uranium |
-0.0027 |
0.0366 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-14 |
2025-07-15 |
ind_commercial_services_supplies |
0.0052 |
-0.0021 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-14 |
2025-07-15 |
ind_metals_mining |
-0.1351 |
-0.0047 |
0.0006 |
tilt_INDUSTRY |
| 2025-07-14 |
2025-07-15 |
quality |
3.8242 |
-0.0002 |
-0.0007 |
alpha_QUALITY |
| 2025-07-14 |
2025-07-15 |
revision |
1.1804 |
0.0013 |
0.0016 |
alpha_REVISION |
| 2025-07-14 |
2025-07-15 |
ind_food_drug_retail |
0.0587 |
-0.0005 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-14 |
2025-07-15 |
ind_computers_phones_household_electronics |
0.0875 |
0.0072 |
0.0006 |
tilt_INDUSTRY |
| 2025-07-14 |
2025-07-15 |
country_HK |
0.1131 |
0.0076 |
0.0009 |
tilt_COUNTRY |
| 2025-07-14 |
2025-07-15 |
ind_integrated_hardware_software |
0.0079 |
0.0065 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-14 |
2025-07-15 |
value_liq |
0.2341 |
-0.0005 |
-0.0001 |
alpha_VALUE |
| 2025-07-14 |
2025-07-15 |
stability |
4.4308 |
0.0005 |
0.0022 |
alpha_QUALITY |
| 2025-07-14 |
2025-07-15 |
ind_multiline_utilities |
-0.0118 |
-0.0044 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-14 |
2025-07-15 |
ind_pharmaceuticals |
-0.0241 |
0.0049 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-14 |
2025-07-15 |
ind_industrial_distribution |
0.0138 |
-0.0158 |
-0.0002 |
tilt_INDUSTRY |
| 2025-07-14 |
2025-07-15 |
reversal |
0.9871 |
0.0007 |
0.0006 |
alpha_REVERSAL |
| 2025-07-14 |
2025-07-15 |
ind_transportation_infrastructure |
-0.0020 |
-0.0028 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-14 |
2025-07-15 |
linearCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-07-14 |
2025-07-15 |
ind_communications_equipment |
-0.0016 |
0.0070 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-14 |
2025-07-15 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-07-14 |
2025-07-15 |
specret |
NaN |
NaN |
-0.0032 |
unexplained |
| 2025-07-14 |
2025-07-15 |
ind_textiles_apparel |
-0.0291 |
-0.0008 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-14 |
2025-07-15 |
country_IN |
0.0032 |
0.0109 |
0.0000 |
tilt_COUNTRY |
| 2025-07-14 |
2025-07-15 |
ind_chemicals |
-0.0548 |
-0.0039 |
0.0002 |
tilt_INDUSTRY |
| 2025-07-14 |
2025-07-15 |
fmom |
0.4558 |
0.0012 |
0.0005 |
alpha_QUALITY |
| 2025-07-14 |
2025-07-15 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-07-14 |
2025-07-15 |
ind_paper_forestry |
-0.0089 |
-0.0053 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-14 |
2025-07-15 |
ind_holding_companies |
0.0035 |
-0.0137 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-14 |
2025-07-15 |
ind_banking_services |
-0.1330 |
-0.0035 |
0.0005 |
tilt_INDUSTRY |
| 2025-07-14 |
2025-07-15 |
ind_telecommunications_serices |
0.1208 |
0.0014 |
0.0002 |
tilt_INDUSTRY |
| 2025-07-14 |
2025-07-15 |
ind_hotels_entertainment |
-0.0685 |
-0.0054 |
0.0004 |
tilt_INDUSTRY |
| 2025-07-14 |
2025-07-15 |
size_MICRO |
-0.0095 |
-0.0027 |
0.0000 |
tilt_SIZE |
| 2025-07-14 |
2025-07-15 |
ind_electronic_equipment |
-0.0805 |
0.0052 |
-0.0004 |
tilt_INDUSTRY |
| 2025-07-14 |
2025-07-15 |
sbeta_market |
0.0326 |
0.0055 |
0.0002 |
risk_exposure |
| 2025-07-14 |
2025-07-15 |
market |
0.0312 |
-0.0053 |
-0.0002 |
risk_exposure |
| 2025-07-14 |
2025-07-15 |
momentum |
0.0611 |
0.0003 |
0.0000 |
alpha_MOMENTUM |
| 2025-07-14 |
2025-07-15 |
ind_software_it_services |
0.1183 |
0.0094 |
0.0011 |
tilt_INDUSTRY |
| 2025-07-14 |
2025-07-15 |
ind_healthcare_providers_services |
0.0378 |
-0.0022 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-14 |
2025-07-15 |
ind_office_equipment |
-0.0064 |
-0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-14 |
2025-07-15 |
ind_consumer_goods_conglomerates |
0.0101 |
0.0041 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-14 |
2025-07-15 |
pdiscrepancy |
NaN |
NaN |
-0.0000 |
unexplained |
| 2025-07-14 |
2025-07-15 |
ind_household_products_services |
-0.0126 |
-0.0024 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-14 |
2025-07-15 |
country_MY |
0.0059 |
-0.0013 |
-0.0000 |
tilt_COUNTRY |
| 2025-07-14 |
2025-07-15 |
ind_containers_packaging |
0.0037 |
0.0005 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-14 |
2025-07-15 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-07-14 |
2025-07-15 |
country_SG |
0.0606 |
0.0068 |
0.0004 |
tilt_COUNTRY |
| 2025-07-14 |
2025-07-15 |
ind_household_goods |
-0.0059 |
0.0097 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-14 |
2025-07-15 |
neglect |
0.5380 |
-0.0013 |
-0.0007 |
alpha_VALUE |
| 2025-07-14 |
2025-07-15 |
ind_passenger_transportation |
0.0663 |
-0.0051 |
-0.0003 |
tilt_INDUSTRY |
| 2025-07-14 |
2025-07-15 |
ind_semiconductors |
0.0012 |
0.0063 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-14 |
2025-07-15 |
ind_aerospace_defense |
0.0026 |
0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-14 |
2025-07-15 |
ind_diversified_retail |
-0.0095 |
-0.0019 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-14 |
2025-07-15 |
country_JP |
-0.0380 |
0.0008 |
-0.0000 |
tilt_COUNTRY |
| 2025-07-14 |
2025-07-15 |
ind_specialty_reatil |
0.0075 |
-0.0032 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-14 |
2025-07-15 |
ind_oil_gas |
0.0636 |
-0.0051 |
-0.0003 |
tilt_INDUSTRY |
| 2025-07-14 |
2025-07-15 |
ind_electric_utilities_ipps |
-0.0540 |
-0.0052 |
0.0003 |
tilt_INDUSTRY |
| 2025-07-14 |
2025-07-15 |
country_PH |
0.0023 |
-0.0078 |
-0.0000 |
tilt_COUNTRY |
| 2025-07-14 |
2025-07-15 |
country_NZ |
-0.0179 |
0.0084 |
-0.0002 |
tilt_COUNTRY |
| 2025-07-14 |
2025-07-15 |
sdiscrepancy |
NaN |
NaN |
0.0001 |
unexplained |
| 2025-07-14 |
2025-07-15 |
ind_automobile |
-0.0963 |
0.0053 |
-0.0005 |
tilt_INDUSTRY |
| 2025-07-14 |
2025-07-15 |
size_MID |
-0.0975 |
0.0003 |
-0.0000 |
tilt_SIZE |
| 2025-07-14 |
2025-07-15 |
country_KR |
-0.1004 |
0.0060 |
-0.0006 |
tilt_COUNTRY |
| 2025-07-14 |
2025-07-15 |
ind_homebuilding_building_products |
-0.0333 |
-0.0047 |
0.0002 |
tilt_INDUSTRY |
| 2025-07-14 |
2025-07-15 |
ind_oil_gas_equipment_services |
-0.0140 |
-0.0044 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-14 |
2025-07-15 |
size_LARGE |
0.1381 |
0.0029 |
0.0004 |
tilt_SIZE |
| 2025-07-15 |
2025-07-16 |
ind_food_tobacco |
0.1433 |
0.0019 |
0.0003 |
tilt_INDUSTRY |
| 2025-07-15 |
2025-07-16 |
ind_communications_equipment |
-0.0016 |
-0.0036 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-15 |
2025-07-16 |
neglect |
0.5295 |
0.0001 |
0.0001 |
alpha_VALUE |
| 2025-07-15 |
2025-07-16 |
ind_textiles_apparel |
-0.0291 |
0.0017 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-15 |
2025-07-16 |
country_SG |
0.0604 |
0.0054 |
0.0003 |
tilt_COUNTRY |
| 2025-07-15 |
2025-07-16 |
ind_computers_phones_household_electronics |
0.0874 |
-0.0031 |
-0.0003 |
tilt_INDUSTRY |
| 2025-07-15 |
2025-07-16 |
ind_pharmaceuticals |
-0.0215 |
0.0079 |
-0.0002 |
tilt_INDUSTRY |
| 2025-07-15 |
2025-07-16 |
ind_specialty_reatil |
0.0090 |
-0.0011 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-15 |
2025-07-16 |
country_HK |
0.1118 |
0.0000 |
0.0000 |
tilt_COUNTRY |
| 2025-07-15 |
2025-07-16 |
ind_uranium |
-0.0027 |
0.0265 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-15 |
2025-07-16 |
ind_paper_forestry |
-0.0086 |
-0.0072 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-15 |
2025-07-16 |
specret |
NaN |
NaN |
0.0024 |
unexplained |
| 2025-07-15 |
2025-07-16 |
quality |
3.8871 |
0.0003 |
0.0010 |
alpha_QUALITY |
| 2025-07-15 |
2025-07-16 |
ind_containers_packaging |
0.0039 |
-0.0024 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-15 |
2025-07-16 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-07-15 |
2025-07-16 |
ind_multiline_utilities |
-0.0122 |
0.0040 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-15 |
2025-07-16 |
country_MY |
0.0059 |
-0.0085 |
-0.0001 |
tilt_COUNTRY |
| 2025-07-15 |
2025-07-16 |
ind_construction_materials |
-0.0057 |
-0.0070 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-15 |
2025-07-16 |
size_MID |
-0.0941 |
-0.0002 |
0.0000 |
tilt_SIZE |
| 2025-07-15 |
2025-07-16 |
country_TW |
0.0661 |
0.0047 |
0.0003 |
tilt_COUNTRY |
| 2025-07-15 |
2025-07-16 |
value_gc |
1.7469 |
-0.0001 |
-0.0002 |
alpha_VALUE |
| 2025-07-15 |
2025-07-16 |
ind_commercial_services_supplies |
0.0067 |
-0.0000 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-15 |
2025-07-16 |
stability |
4.4371 |
0.0003 |
0.0014 |
alpha_QUALITY |
| 2025-07-15 |
2025-07-16 |
ind_homebuilding_building_products |
-0.0330 |
-0.0038 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-15 |
2025-07-16 |
country_TH |
0.0615 |
-0.0030 |
-0.0002 |
tilt_COUNTRY |
| 2025-07-15 |
2025-07-16 |
country_ID |
0.0106 |
0.0040 |
0.0000 |
tilt_COUNTRY |
| 2025-07-15 |
2025-07-16 |
ind_leisure_products |
0.0093 |
0.0040 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-15 |
2025-07-16 |
sdiscrepancy |
NaN |
NaN |
0.0002 |
unexplained |
| 2025-07-15 |
2025-07-16 |
ind_oil_gas |
0.0659 |
0.0020 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-15 |
2025-07-16 |
ind_chemicals |
-0.0539 |
-0.0021 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-15 |
2025-07-16 |
country_KR |
-0.0998 |
-0.0121 |
0.0012 |
tilt_COUNTRY |
| 2025-07-15 |
2025-07-16 |
country_JP |
-0.0424 |
-0.0014 |
0.0001 |
tilt_COUNTRY |
| 2025-07-15 |
2025-07-16 |
linkage |
0.6827 |
-0.0005 |
-0.0004 |
alpha_MOMENTUM |
| 2025-07-15 |
2025-07-16 |
value_liq |
0.2599 |
-0.0005 |
-0.0001 |
alpha_VALUE |
| 2025-07-15 |
2025-07-16 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-07-15 |
2025-07-16 |
ind_diversified_retail |
-0.0095 |
0.0006 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-15 |
2025-07-16 |
ind_food_drug_retail |
0.0586 |
0.0028 |
0.0002 |
tilt_INDUSTRY |
| 2025-07-15 |
2025-07-16 |
size_LARGE |
0.1368 |
-0.0019 |
-0.0003 |
tilt_SIZE |
| 2025-07-15 |
2025-07-16 |
ind_healthcare_equipment_supplies |
-0.0816 |
0.0049 |
-0.0004 |
tilt_INDUSTRY |
| 2025-07-15 |
2025-07-16 |
ind_metals_mining |
-0.1342 |
-0.0063 |
0.0008 |
tilt_INDUSTRY |
| 2025-07-15 |
2025-07-16 |
linearCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-07-15 |
2025-07-16 |
revision |
1.1409 |
-0.0000 |
-0.0000 |
alpha_REVISION |
| 2025-07-15 |
2025-07-16 |
ind_passenger_transportation |
0.0656 |
0.0008 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-15 |
2025-07-16 |
ind_semiconductors |
0.0046 |
0.0006 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-15 |
2025-07-16 |
ind_coal |
-0.0477 |
-0.0013 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-15 |
2025-07-16 |
ind_household_goods |
-0.0062 |
-0.0006 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-15 |
2025-07-16 |
fmom |
0.4799 |
-0.0000 |
-0.0000 |
alpha_QUALITY |
| 2025-07-15 |
2025-07-16 |
ind_natural_gas_utilities |
0.0050 |
0.0015 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-15 |
2025-07-16 |
ind_aerospace_defense |
0.0011 |
-0.0025 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-15 |
2025-07-16 |
ind_office_equipment |
-0.0074 |
-0.0006 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-15 |
2025-07-16 |
ind_household_products_services |
-0.0126 |
-0.0028 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-15 |
2025-07-16 |
ind_investment_services |
0.0724 |
-0.0041 |
-0.0003 |
tilt_INDUSTRY |
| 2025-07-15 |
2025-07-16 |
ind_electronic_equipment |
-0.0817 |
-0.0015 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-15 |
2025-07-16 |
ind_telecommunications_serices |
0.1205 |
0.0041 |
0.0005 |
tilt_INDUSTRY |
| 2025-07-15 |
2025-07-16 |
ind_hotels_entertainment |
-0.0684 |
-0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-15 |
2025-07-16 |
ind_biotechnology |
-0.0097 |
-0.0009 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-15 |
2025-07-16 |
ind_beverages |
-0.0741 |
0.0060 |
-0.0004 |
tilt_INDUSTRY |
| 2025-07-15 |
2025-07-16 |
country_XH |
0.0603 |
-0.0023 |
-0.0001 |
tilt_COUNTRY |
| 2025-07-15 |
2025-07-16 |
size_MICRO |
-0.0089 |
0.0056 |
-0.0001 |
tilt_SIZE |
| 2025-07-15 |
2025-07-16 |
ind_automobile |
-0.0991 |
0.0025 |
-0.0002 |
tilt_INDUSTRY |
| 2025-07-15 |
2025-07-16 |
momentum |
0.0589 |
0.0005 |
0.0000 |
alpha_MOMENTUM |
| 2025-07-15 |
2025-07-16 |
ind_fintech |
0.0029 |
-0.0075 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-15 |
2025-07-16 |
country_NZ |
-0.0182 |
0.0061 |
-0.0001 |
tilt_COUNTRY |
| 2025-07-15 |
2025-07-16 |
ind_real_estate_operations |
-0.0055 |
-0.0057 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-15 |
2025-07-16 |
ind_water_utilities |
-0.0070 |
-0.0024 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-15 |
2025-07-16 |
ind_oil_gas_equipment_services |
-0.0140 |
0.0019 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-15 |
2025-07-16 |
country_AU |
-0.1019 |
-0.0019 |
0.0002 |
tilt_COUNTRY |
| 2025-07-15 |
2025-07-16 |
ind_transportation_infrastructure |
-0.0043 |
0.0013 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-15 |
2025-07-16 |
reversal |
1.0839 |
0.0007 |
0.0008 |
alpha_REVERSAL |
| 2025-07-15 |
2025-07-16 |
ind_machinery |
0.0541 |
0.0020 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-15 |
2025-07-16 |
ind_renewable_energy |
0.0167 |
-0.0003 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-15 |
2025-07-16 |
ind_software_it_services |
0.1168 |
0.0022 |
0.0003 |
tilt_INDUSTRY |
| 2025-07-15 |
2025-07-16 |
size_SMALL |
0.0004 |
0.0014 |
0.0000 |
tilt_SIZE |
| 2025-07-15 |
2025-07-16 |
pdiscrepancy |
NaN |
NaN |
-0.0000 |
unexplained |
| 2025-07-15 |
2025-07-16 |
ind_consumer_goods_conglomerates |
0.0107 |
0.0034 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-15 |
2025-07-16 |
country_PH |
0.0022 |
-0.0190 |
-0.0000 |
tilt_COUNTRY |
| 2025-07-15 |
2025-07-16 |
ind_healthcare_providers_services |
0.0345 |
0.0023 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-15 |
2025-07-16 |
ind_insurance |
0.0525 |
-0.0049 |
-0.0003 |
tilt_INDUSTRY |
| 2025-07-15 |
2025-07-16 |
ind_electric_utilities_ipps |
-0.0539 |
-0.0014 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-15 |
2025-07-16 |
market |
0.0343 |
-0.0015 |
-0.0001 |
risk_exposure |
| 2025-07-15 |
2025-07-16 |
sbeta_market |
0.0333 |
0.0006 |
0.0000 |
risk_exposure |
| 2025-07-15 |
2025-07-16 |
country_IN |
0.0076 |
0.0037 |
0.0000 |
tilt_COUNTRY |
| 2025-07-15 |
2025-07-16 |
ind_construction_engineering |
0.0992 |
-0.0019 |
-0.0002 |
tilt_INDUSTRY |
| 2025-07-15 |
2025-07-16 |
ind_integrated_hardware_software |
0.0079 |
0.0028 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-15 |
2025-07-16 |
ind_industrial_distribution |
0.0149 |
0.0042 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-15 |
2025-07-16 |
ind_media_publishing |
0.0234 |
0.0047 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-15 |
2025-07-16 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-07-15 |
2025-07-16 |
ind_holding_companies |
0.0044 |
-0.0149 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-15 |
2025-07-16 |
ind_banking_services |
-0.1349 |
-0.0018 |
0.0002 |
tilt_INDUSTRY |
| 2025-07-15 |
2025-07-16 |
country_CN |
-0.0899 |
0.0012 |
-0.0001 |
tilt_COUNTRY |
| 2025-07-15 |
2025-07-16 |
ind_freight_logistics |
-0.0369 |
0.0023 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-16 |
2025-07-17 |
ind_integrated_hardware_software |
0.0079 |
0.0027 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-16 |
2025-07-17 |
revision |
1.0353 |
0.0001 |
0.0001 |
alpha_REVISION |
| 2025-07-16 |
2025-07-17 |
value_gc |
1.7708 |
-0.0010 |
-0.0017 |
alpha_VALUE |
| 2025-07-16 |
2025-07-17 |
ind_diversified_retail |
-0.0097 |
-0.0007 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-16 |
2025-07-17 |
size_MICRO |
-0.0097 |
0.0020 |
-0.0000 |
tilt_SIZE |
| 2025-07-16 |
2025-07-17 |
ind_banking_services |
-0.1196 |
-0.0029 |
0.0004 |
tilt_INDUSTRY |
| 2025-07-16 |
2025-07-17 |
ind_insurance |
0.0476 |
-0.0031 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-16 |
2025-07-17 |
sdiscrepancy |
NaN |
NaN |
0.0003 |
unexplained |
| 2025-07-16 |
2025-07-17 |
ind_biotechnology |
-0.0126 |
0.0236 |
-0.0003 |
tilt_INDUSTRY |
| 2025-07-16 |
2025-07-17 |
ind_electronic_equipment |
-0.0849 |
0.0080 |
-0.0007 |
tilt_INDUSTRY |
| 2025-07-16 |
2025-07-17 |
value_liq |
0.2976 |
-0.0000 |
-0.0000 |
alpha_VALUE |
| 2025-07-16 |
2025-07-17 |
ind_aerospace_defense |
-0.0007 |
0.0145 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-16 |
2025-07-17 |
ind_electric_utilities_ipps |
-0.0541 |
-0.0044 |
0.0002 |
tilt_INDUSTRY |
| 2025-07-16 |
2025-07-17 |
ind_consumer_goods_conglomerates |
0.0116 |
-0.0048 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-16 |
2025-07-17 |
ind_multiline_utilities |
-0.0129 |
-0.0020 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-16 |
2025-07-17 |
ind_renewable_energy |
0.0173 |
-0.0028 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-16 |
2025-07-17 |
ind_fintech |
0.0029 |
-0.0080 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-16 |
2025-07-17 |
ind_household_products_services |
-0.0127 |
0.0009 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-16 |
2025-07-17 |
country_KR |
-0.1004 |
0.0016 |
-0.0002 |
tilt_COUNTRY |
| 2025-07-16 |
2025-07-17 |
ind_coal |
-0.0483 |
-0.0026 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-16 |
2025-07-17 |
ind_containers_packaging |
0.0041 |
-0.0029 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-16 |
2025-07-17 |
ind_media_publishing |
0.0239 |
-0.0011 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-16 |
2025-07-17 |
reversal |
0.9914 |
0.0003 |
0.0003 |
alpha_REVERSAL |
| 2025-07-16 |
2025-07-17 |
ind_specialty_reatil |
0.0085 |
-0.0009 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-16 |
2025-07-17 |
ind_food_tobacco |
0.1422 |
0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-16 |
2025-07-17 |
ind_food_drug_retail |
0.0591 |
-0.0012 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-16 |
2025-07-17 |
ind_pharmaceuticals |
-0.0232 |
0.0094 |
-0.0002 |
tilt_INDUSTRY |
| 2025-07-16 |
2025-07-17 |
ind_commercial_services_supplies |
0.0085 |
-0.0005 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-16 |
2025-07-17 |
ind_textiles_apparel |
-0.0304 |
-0.0037 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-16 |
2025-07-17 |
sbeta_market |
0.0159 |
0.0072 |
0.0001 |
risk_exposure |
| 2025-07-16 |
2025-07-17 |
ind_oil_gas_equipment_services |
-0.0141 |
0.0002 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-16 |
2025-07-17 |
stability |
4.4725 |
-0.0001 |
-0.0003 |
alpha_QUALITY |
| 2025-07-16 |
2025-07-17 |
ind_construction_engineering |
0.1013 |
-0.0017 |
-0.0002 |
tilt_INDUSTRY |
| 2025-07-16 |
2025-07-17 |
size_SMALL |
-0.0041 |
0.0002 |
-0.0000 |
tilt_SIZE |
| 2025-07-16 |
2025-07-17 |
ind_water_utilities |
-0.0070 |
-0.0023 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-16 |
2025-07-17 |
ind_household_goods |
-0.0067 |
-0.0027 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-16 |
2025-07-17 |
ind_oil_gas |
0.0700 |
-0.0061 |
-0.0004 |
tilt_INDUSTRY |
| 2025-07-16 |
2025-07-17 |
ind_transportation_infrastructure |
-0.0079 |
0.0014 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-16 |
2025-07-17 |
ind_real_estate_operations |
-0.0070 |
-0.0014 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-16 |
2025-07-17 |
momentum |
0.0386 |
0.0001 |
0.0000 |
alpha_MOMENTUM |
| 2025-07-16 |
2025-07-17 |
ind_construction_materials |
-0.0057 |
-0.0019 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-16 |
2025-07-17 |
ind_machinery |
0.0597 |
-0.0007 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-16 |
2025-07-17 |
ind_leisure_products |
0.0093 |
0.0132 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-16 |
2025-07-17 |
ind_freight_logistics |
-0.0362 |
-0.0031 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-16 |
2025-07-17 |
country_IN |
0.0101 |
-0.0024 |
-0.0000 |
tilt_COUNTRY |
| 2025-07-16 |
2025-07-17 |
ind_healthcare_providers_services |
0.0294 |
0.0017 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-16 |
2025-07-17 |
country_TW |
0.0641 |
0.0019 |
0.0001 |
tilt_COUNTRY |
| 2025-07-16 |
2025-07-17 |
pdiscrepancy |
NaN |
NaN |
-0.0000 |
unexplained |
| 2025-07-16 |
2025-07-17 |
country_TH |
0.0630 |
0.0199 |
0.0013 |
tilt_COUNTRY |
| 2025-07-16 |
2025-07-17 |
country_MY |
0.0060 |
0.0029 |
0.0000 |
tilt_COUNTRY |
| 2025-07-16 |
2025-07-17 |
ind_office_equipment |
-0.0086 |
-0.0016 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-16 |
2025-07-17 |
market |
0.0288 |
-0.0008 |
-0.0000 |
risk_exposure |
| 2025-07-16 |
2025-07-17 |
ind_industrial_distribution |
0.0164 |
-0.0021 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-16 |
2025-07-17 |
ind_hotels_entertainment |
-0.0692 |
0.0014 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-16 |
2025-07-17 |
ind_investment_services |
0.0710 |
-0.0018 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-16 |
2025-07-17 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-07-16 |
2025-07-17 |
ind_computers_phones_household_electronics |
0.0881 |
0.0016 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-16 |
2025-07-17 |
ind_metals_mining |
-0.1351 |
-0.0037 |
0.0005 |
tilt_INDUSTRY |
| 2025-07-16 |
2025-07-17 |
fmom |
0.4670 |
-0.0005 |
-0.0002 |
alpha_QUALITY |
| 2025-07-16 |
2025-07-17 |
size_MID |
-0.0999 |
0.0009 |
-0.0001 |
tilt_SIZE |
| 2025-07-16 |
2025-07-17 |
country_XH |
0.0598 |
-0.0047 |
-0.0003 |
tilt_COUNTRY |
| 2025-07-16 |
2025-07-17 |
ind_automobile |
-0.1051 |
0.0003 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-16 |
2025-07-17 |
size_LARGE |
0.1425 |
-0.0019 |
-0.0003 |
tilt_SIZE |
| 2025-07-16 |
2025-07-17 |
country_NZ |
-0.0184 |
0.0121 |
-0.0002 |
tilt_COUNTRY |
| 2025-07-16 |
2025-07-17 |
ind_beverages |
-0.0769 |
0.0005 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-16 |
2025-07-17 |
ind_homebuilding_building_products |
-0.0333 |
-0.0035 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-16 |
2025-07-17 |
country_PH |
0.0022 |
-0.0063 |
-0.0000 |
tilt_COUNTRY |
| 2025-07-16 |
2025-07-17 |
country_CN |
-0.0973 |
-0.0016 |
0.0002 |
tilt_COUNTRY |
| 2025-07-16 |
2025-07-17 |
ind_telecommunications_serices |
0.1213 |
0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-16 |
2025-07-17 |
ind_holding_companies |
0.0049 |
0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-16 |
2025-07-17 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-07-16 |
2025-07-17 |
country_AU |
-0.0995 |
0.0060 |
-0.0006 |
tilt_COUNTRY |
| 2025-07-16 |
2025-07-17 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-07-16 |
2025-07-17 |
quality |
3.9415 |
-0.0004 |
-0.0015 |
alpha_QUALITY |
| 2025-07-16 |
2025-07-17 |
country_ID |
0.0106 |
0.0053 |
0.0001 |
tilt_COUNTRY |
| 2025-07-16 |
2025-07-17 |
specret |
NaN |
NaN |
-0.0006 |
unexplained |
| 2025-07-16 |
2025-07-17 |
ind_semiconductors |
0.0048 |
-0.0019 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-16 |
2025-07-17 |
country_SG |
0.0604 |
0.0051 |
0.0003 |
tilt_COUNTRY |
| 2025-07-16 |
2025-07-17 |
linearCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-07-16 |
2025-07-17 |
neglect |
0.5696 |
0.0001 |
0.0001 |
alpha_VALUE |
| 2025-07-16 |
2025-07-17 |
ind_healthcare_equipment_supplies |
-0.0831 |
0.0043 |
-0.0004 |
tilt_INDUSTRY |
| 2025-07-16 |
2025-07-17 |
ind_communications_equipment |
-0.0013 |
0.0081 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-16 |
2025-07-17 |
ind_passenger_transportation |
0.0643 |
0.0002 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-16 |
2025-07-17 |
ind_uranium |
-0.0026 |
-0.0091 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-16 |
2025-07-17 |
ind_natural_gas_utilities |
0.0048 |
-0.0005 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-16 |
2025-07-17 |
ind_software_it_services |
0.1195 |
-0.0005 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-16 |
2025-07-17 |
country_HK |
0.1123 |
-0.0057 |
-0.0006 |
tilt_COUNTRY |
| 2025-07-16 |
2025-07-17 |
country_JP |
-0.0440 |
0.0029 |
-0.0001 |
tilt_COUNTRY |
| 2025-07-16 |
2025-07-17 |
linkage |
0.7058 |
-0.0001 |
-0.0001 |
alpha_MOMENTUM |
| 2025-07-16 |
2025-07-17 |
ind_paper_forestry |
-0.0085 |
-0.0043 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-16 |
2025-07-17 |
ind_chemicals |
-0.0523 |
0.0011 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-17 |
2025-07-18 |
ind_computers_phones_household_electronics |
0.0892 |
-0.0021 |
-0.0002 |
tilt_INDUSTRY |
| 2025-07-17 |
2025-07-18 |
ind_semiconductors |
0.0069 |
-0.0018 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-17 |
2025-07-18 |
country_CN |
-0.0978 |
0.0010 |
-0.0001 |
tilt_COUNTRY |
| 2025-07-17 |
2025-07-18 |
ind_water_utilities |
-0.0070 |
0.0024 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-17 |
2025-07-18 |
ind_biotechnology |
-0.0155 |
0.0066 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-17 |
2025-07-18 |
ind_oil_gas |
0.0736 |
0.0021 |
0.0002 |
tilt_INDUSTRY |
| 2025-07-17 |
2025-07-18 |
ind_homebuilding_building_products |
-0.0334 |
-0.0014 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-17 |
2025-07-18 |
country_XH |
0.0632 |
0.0096 |
0.0006 |
tilt_COUNTRY |
| 2025-07-17 |
2025-07-18 |
ind_metals_mining |
-0.1382 |
0.0081 |
-0.0011 |
tilt_INDUSTRY |
| 2025-07-17 |
2025-07-18 |
ind_electric_utilities_ipps |
-0.0544 |
0.0002 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-17 |
2025-07-18 |
reversal |
0.8823 |
0.0004 |
0.0004 |
alpha_REVERSAL |
| 2025-07-17 |
2025-07-18 |
size_LARGE |
0.1462 |
0.0034 |
0.0005 |
tilt_SIZE |
| 2025-07-17 |
2025-07-18 |
ind_integrated_hardware_software |
0.0079 |
-0.0022 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-17 |
2025-07-18 |
value_liq |
0.3291 |
0.0006 |
0.0002 |
alpha_VALUE |
| 2025-07-17 |
2025-07-18 |
ind_diversified_retail |
-0.0092 |
0.0026 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-17 |
2025-07-18 |
ind_chemicals |
-0.0529 |
0.0063 |
-0.0003 |
tilt_INDUSTRY |
| 2025-07-17 |
2025-07-18 |
ind_renewable_energy |
0.0172 |
-0.0121 |
-0.0002 |
tilt_INDUSTRY |
| 2025-07-17 |
2025-07-18 |
country_KR |
-0.1020 |
-0.0037 |
0.0004 |
tilt_COUNTRY |
| 2025-07-17 |
2025-07-18 |
ind_automobile |
-0.1127 |
-0.0034 |
0.0004 |
tilt_INDUSTRY |
| 2025-07-17 |
2025-07-18 |
linearCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-07-17 |
2025-07-18 |
country_SG |
0.0605 |
0.0038 |
0.0002 |
tilt_COUNTRY |
| 2025-07-17 |
2025-07-18 |
ind_investment_services |
0.0715 |
0.0012 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-17 |
2025-07-18 |
ind_containers_packaging |
0.0045 |
-0.0011 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-17 |
2025-07-18 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-07-17 |
2025-07-18 |
ind_paper_forestry |
-0.0079 |
-0.0047 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-17 |
2025-07-18 |
country_MY |
0.0060 |
0.0024 |
0.0000 |
tilt_COUNTRY |
| 2025-07-17 |
2025-07-18 |
stability |
4.5021 |
-0.0004 |
-0.0020 |
alpha_QUALITY |
| 2025-07-17 |
2025-07-18 |
ind_specialty_reatil |
0.0080 |
-0.0005 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-17 |
2025-07-18 |
ind_multiline_utilities |
-0.0131 |
-0.0023 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-17 |
2025-07-18 |
country_HK |
0.1176 |
0.0040 |
0.0005 |
tilt_COUNTRY |
| 2025-07-17 |
2025-07-18 |
ind_household_goods |
-0.0071 |
-0.0044 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-17 |
2025-07-18 |
ind_communications_equipment |
0.0008 |
-0.0038 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-17 |
2025-07-18 |
country_TW |
0.0625 |
0.0000 |
0.0000 |
tilt_COUNTRY |
| 2025-07-17 |
2025-07-18 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-07-17 |
2025-07-18 |
ind_holding_companies |
0.0060 |
-0.0046 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-17 |
2025-07-18 |
ind_pharmaceuticals |
-0.0249 |
-0.0005 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-17 |
2025-07-18 |
sbeta_market |
0.0172 |
-0.0013 |
-0.0000 |
risk_exposure |
| 2025-07-17 |
2025-07-18 |
ind_uranium |
-0.0025 |
-0.0133 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-17 |
2025-07-18 |
momentum |
0.0104 |
-0.0004 |
-0.0000 |
alpha_MOMENTUM |
| 2025-07-17 |
2025-07-18 |
ind_commercial_services_supplies |
0.0097 |
0.0012 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-17 |
2025-07-18 |
ind_transportation_infrastructure |
-0.0086 |
-0.0012 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-17 |
2025-07-18 |
ind_freight_logistics |
-0.0358 |
0.0039 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-17 |
2025-07-18 |
ind_real_estate_operations |
-0.0090 |
-0.0022 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-17 |
2025-07-18 |
ind_food_drug_retail |
0.0591 |
-0.0042 |
-0.0002 |
tilt_INDUSTRY |
| 2025-07-17 |
2025-07-18 |
ind_hotels_entertainment |
-0.0691 |
-0.0015 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-17 |
2025-07-18 |
specret |
NaN |
NaN |
0.0009 |
unexplained |
| 2025-07-17 |
2025-07-18 |
quality |
3.9840 |
-0.0003 |
-0.0011 |
alpha_QUALITY |
| 2025-07-17 |
2025-07-18 |
ind_electronic_equipment |
-0.0840 |
-0.0059 |
0.0005 |
tilt_INDUSTRY |
| 2025-07-17 |
2025-07-18 |
ind_media_publishing |
0.0248 |
-0.0003 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-17 |
2025-07-18 |
country_ID |
0.0097 |
-0.0081 |
-0.0001 |
tilt_COUNTRY |
| 2025-07-17 |
2025-07-18 |
size_MICRO |
-0.0090 |
0.0011 |
-0.0000 |
tilt_SIZE |
| 2025-07-17 |
2025-07-18 |
ind_leisure_products |
0.0095 |
-0.0025 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-17 |
2025-07-18 |
country_IN |
0.0111 |
-0.0089 |
-0.0001 |
tilt_COUNTRY |
| 2025-07-17 |
2025-07-18 |
ind_healthcare_providers_services |
0.0251 |
-0.0019 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-17 |
2025-07-18 |
country_TH |
0.0617 |
0.0003 |
0.0000 |
tilt_COUNTRY |
| 2025-07-17 |
2025-07-18 |
revision |
1.0013 |
-0.0001 |
-0.0001 |
alpha_REVISION |
| 2025-07-17 |
2025-07-18 |
ind_consumer_goods_conglomerates |
0.0128 |
-0.0027 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-17 |
2025-07-18 |
ind_banking_services |
-0.1097 |
-0.0005 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-17 |
2025-07-18 |
ind_aerospace_defense |
-0.0019 |
0.0023 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-17 |
2025-07-18 |
ind_software_it_services |
0.1225 |
-0.0002 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-17 |
2025-07-18 |
value_gc |
1.7906 |
0.0002 |
0.0004 |
alpha_VALUE |
| 2025-07-17 |
2025-07-18 |
ind_office_equipment |
-0.0093 |
-0.0030 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-17 |
2025-07-18 |
ind_industrial_distribution |
0.0168 |
-0.0019 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-17 |
2025-07-18 |
ind_insurance |
0.0462 |
-0.0004 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-17 |
2025-07-18 |
ind_textiles_apparel |
-0.0306 |
-0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-17 |
2025-07-18 |
ind_construction_engineering |
0.1032 |
0.0023 |
0.0002 |
tilt_INDUSTRY |
| 2025-07-17 |
2025-07-18 |
neglect |
0.5932 |
-0.0002 |
-0.0001 |
alpha_VALUE |
| 2025-07-17 |
2025-07-18 |
ind_beverages |
-0.0802 |
0.0058 |
-0.0005 |
tilt_INDUSTRY |
| 2025-07-17 |
2025-07-18 |
country_NZ |
-0.0183 |
-0.0042 |
0.0001 |
tilt_COUNTRY |
| 2025-07-17 |
2025-07-18 |
size_SMALL |
-0.0057 |
-0.0013 |
0.0000 |
tilt_SIZE |
| 2025-07-17 |
2025-07-18 |
ind_oil_gas_equipment_services |
-0.0141 |
0.0008 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-17 |
2025-07-18 |
fmom |
0.4793 |
0.0001 |
0.0001 |
alpha_QUALITY |
| 2025-07-17 |
2025-07-18 |
country_AU |
-0.1008 |
0.0070 |
-0.0007 |
tilt_COUNTRY |
| 2025-07-17 |
2025-07-18 |
market |
0.0310 |
0.0032 |
0.0001 |
risk_exposure |
| 2025-07-17 |
2025-07-18 |
ind_food_tobacco |
0.1392 |
0.0022 |
0.0003 |
tilt_INDUSTRY |
| 2025-07-17 |
2025-07-18 |
ind_household_products_services |
-0.0126 |
-0.0039 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-17 |
2025-07-18 |
size_MID |
-0.1005 |
-0.0011 |
0.0001 |
tilt_SIZE |
| 2025-07-17 |
2025-07-18 |
sdiscrepancy |
NaN |
NaN |
-0.0001 |
unexplained |
| 2025-07-17 |
2025-07-18 |
ind_machinery |
0.0682 |
0.0012 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-17 |
2025-07-18 |
ind_passenger_transportation |
0.0636 |
-0.0028 |
-0.0002 |
tilt_INDUSTRY |
| 2025-07-17 |
2025-07-18 |
ind_telecommunications_serices |
0.1213 |
-0.0034 |
-0.0004 |
tilt_INDUSTRY |
| 2025-07-17 |
2025-07-18 |
ind_healthcare_equipment_supplies |
-0.0854 |
0.0003 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-17 |
2025-07-18 |
ind_coal |
-0.0486 |
0.0054 |
-0.0003 |
tilt_INDUSTRY |
| 2025-07-17 |
2025-07-18 |
ind_natural_gas_utilities |
0.0047 |
-0.0042 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-17 |
2025-07-18 |
ind_fintech |
0.0026 |
-0.0063 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-17 |
2025-07-18 |
country_PH |
0.0022 |
0.0002 |
0.0000 |
tilt_COUNTRY |
| 2025-07-17 |
2025-07-18 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-07-17 |
2025-07-18 |
linkage |
0.7635 |
0.0003 |
0.0002 |
alpha_MOMENTUM |
| 2025-07-17 |
2025-07-18 |
ind_construction_materials |
-0.0058 |
-0.0018 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-17 |
2025-07-18 |
pdiscrepancy |
NaN |
NaN |
0.0000 |
unexplained |
| 2025-07-17 |
2025-07-18 |
country_JP |
-0.0446 |
-0.0046 |
0.0002 |
tilt_COUNTRY |
| 2025-07-18 |
2025-07-21 |
ind_leisure_products |
0.0093 |
-0.0003 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-18 |
2025-07-21 |
ind_textiles_apparel |
-0.0306 |
0.0030 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-18 |
2025-07-21 |
ind_household_products_services |
-0.0125 |
-0.0024 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-18 |
2025-07-21 |
ind_communications_equipment |
0.0040 |
-0.0019 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-18 |
2025-07-21 |
linearCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-07-18 |
2025-07-21 |
ind_beverages |
-0.0797 |
-0.0039 |
0.0003 |
tilt_INDUSTRY |
| 2025-07-18 |
2025-07-21 |
ind_healthcare_equipment_supplies |
-0.0848 |
-0.0028 |
0.0002 |
tilt_INDUSTRY |
| 2025-07-18 |
2025-07-21 |
country_ID |
0.0088 |
-0.0038 |
-0.0000 |
tilt_COUNTRY |
| 2025-07-18 |
2025-07-21 |
ind_hotels_entertainment |
-0.0680 |
-0.0019 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-18 |
2025-07-21 |
ind_containers_packaging |
0.0056 |
0.0027 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-18 |
2025-07-21 |
size_LARGE |
0.1485 |
-0.0001 |
-0.0000 |
tilt_SIZE |
| 2025-07-18 |
2025-07-21 |
value_liq |
0.3202 |
0.0004 |
0.0001 |
alpha_VALUE |
| 2025-07-18 |
2025-07-21 |
ind_pharmaceuticals |
-0.0245 |
-0.0062 |
0.0002 |
tilt_INDUSTRY |
| 2025-07-18 |
2025-07-21 |
stability |
4.4898 |
-0.0004 |
-0.0020 |
alpha_QUALITY |
| 2025-07-18 |
2025-07-21 |
ind_passenger_transportation |
0.0633 |
-0.0009 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-18 |
2025-07-21 |
ind_oil_gas |
0.0729 |
0.0063 |
0.0005 |
tilt_INDUSTRY |
| 2025-07-18 |
2025-07-21 |
ind_specialty_reatil |
0.0070 |
-0.0032 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-18 |
2025-07-21 |
neglect |
0.6015 |
0.0007 |
0.0004 |
alpha_VALUE |
| 2025-07-18 |
2025-07-21 |
sdiscrepancy |
NaN |
NaN |
-0.0002 |
unexplained |
| 2025-07-18 |
2025-07-21 |
ind_food_tobacco |
0.1348 |
-0.0002 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-18 |
2025-07-21 |
ind_software_it_services |
0.1233 |
-0.0065 |
-0.0008 |
tilt_INDUSTRY |
| 2025-07-18 |
2025-07-21 |
specret |
NaN |
NaN |
-0.0012 |
unexplained |
| 2025-07-18 |
2025-07-21 |
ind_telecommunications_serices |
0.1205 |
-0.0034 |
-0.0004 |
tilt_INDUSTRY |
| 2025-07-18 |
2025-07-21 |
ind_natural_gas_utilities |
0.0048 |
0.0019 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-18 |
2025-07-21 |
ind_investment_services |
0.0721 |
0.0039 |
0.0003 |
tilt_INDUSTRY |
| 2025-07-18 |
2025-07-21 |
ind_integrated_hardware_software |
0.0078 |
-0.0024 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-18 |
2025-07-21 |
revision |
0.9002 |
0.0002 |
0.0001 |
alpha_REVISION |
| 2025-07-18 |
2025-07-21 |
country_JP |
-0.0474 |
-0.0033 |
0.0002 |
tilt_COUNTRY |
| 2025-07-18 |
2025-07-21 |
linkage |
0.7623 |
-0.0005 |
-0.0004 |
alpha_MOMENTUM |
| 2025-07-18 |
2025-07-21 |
ind_diversified_retail |
-0.0089 |
0.0005 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-18 |
2025-07-21 |
country_CN |
-0.0890 |
0.0031 |
-0.0003 |
tilt_COUNTRY |
| 2025-07-18 |
2025-07-21 |
ind_chemicals |
-0.0621 |
0.0051 |
-0.0003 |
tilt_INDUSTRY |
| 2025-07-18 |
2025-07-21 |
ind_uranium |
-0.0026 |
0.0239 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-18 |
2025-07-21 |
sbeta_market |
0.0286 |
-0.0010 |
-0.0000 |
risk_exposure |
| 2025-07-18 |
2025-07-21 |
ind_commercial_services_supplies |
0.0094 |
-0.0007 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-18 |
2025-07-21 |
country_NZ |
-0.0181 |
0.0014 |
-0.0000 |
tilt_COUNTRY |
| 2025-07-18 |
2025-07-21 |
ind_aerospace_defense |
-0.0022 |
0.0014 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-18 |
2025-07-21 |
pdiscrepancy |
NaN |
NaN |
0.0000 |
unexplained |
| 2025-07-18 |
2025-07-21 |
ind_semiconductors |
0.0076 |
-0.0028 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-18 |
2025-07-21 |
market |
0.0437 |
0.0047 |
0.0002 |
risk_exposure |
| 2025-07-18 |
2025-07-21 |
country_SG |
0.0594 |
0.0021 |
0.0001 |
tilt_COUNTRY |
| 2025-07-18 |
2025-07-21 |
country_HK |
0.1221 |
0.0038 |
0.0005 |
tilt_COUNTRY |
| 2025-07-18 |
2025-07-21 |
ind_consumer_goods_conglomerates |
0.0137 |
-0.0004 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-18 |
2025-07-21 |
ind_machinery |
0.0741 |
0.0062 |
0.0005 |
tilt_INDUSTRY |
| 2025-07-18 |
2025-07-21 |
ind_industrial_distribution |
0.0168 |
0.0008 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-18 |
2025-07-21 |
country_MY |
0.0060 |
-0.0042 |
-0.0000 |
tilt_COUNTRY |
| 2025-07-18 |
2025-07-21 |
ind_banking_services |
-0.0978 |
-0.0078 |
0.0008 |
tilt_INDUSTRY |
| 2025-07-18 |
2025-07-21 |
ind_multiline_utilities |
-0.0131 |
0.0018 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-18 |
2025-07-21 |
ind_metals_mining |
-0.1367 |
0.0154 |
-0.0021 |
tilt_INDUSTRY |
| 2025-07-18 |
2025-07-21 |
ind_biotechnology |
-0.0164 |
-0.0147 |
0.0002 |
tilt_INDUSTRY |
| 2025-07-18 |
2025-07-21 |
country_TW |
0.0612 |
-0.0041 |
-0.0003 |
tilt_COUNTRY |
| 2025-07-18 |
2025-07-21 |
fcost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-07-18 |
2025-07-21 |
size_MICRO |
-0.0063 |
0.0023 |
-0.0000 |
tilt_SIZE |
| 2025-07-18 |
2025-07-21 |
bcost |
NaN |
NaN |
-0.0008 |
cost |
| 2025-07-18 |
2025-07-21 |
reversal |
1.0097 |
0.0010 |
0.0010 |
alpha_REVERSAL |
| 2025-07-18 |
2025-07-21 |
ind_insurance |
0.0462 |
-0.0030 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-18 |
2025-07-21 |
ind_paper_forestry |
-0.0074 |
0.0095 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-18 |
2025-07-21 |
ind_electric_utilities_ipps |
-0.0547 |
0.0028 |
-0.0002 |
tilt_INDUSTRY |
| 2025-07-18 |
2025-07-21 |
ind_holding_companies |
0.0070 |
0.0112 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-18 |
2025-07-21 |
ind_water_utilities |
-0.0070 |
0.0054 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-18 |
2025-07-21 |
country_IN |
0.0110 |
-0.0030 |
-0.0000 |
tilt_COUNTRY |
| 2025-07-18 |
2025-07-21 |
ind_coal |
-0.0496 |
0.0159 |
-0.0008 |
tilt_INDUSTRY |
| 2025-07-18 |
2025-07-21 |
ind_renewable_energy |
0.0173 |
0.0049 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-18 |
2025-07-21 |
ind_construction_materials |
-0.0057 |
0.0316 |
-0.0002 |
tilt_INDUSTRY |
| 2025-07-18 |
2025-07-21 |
ind_automobile |
-0.1161 |
-0.0002 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-18 |
2025-07-21 |
country_KR |
-0.1013 |
-0.0000 |
0.0000 |
tilt_COUNTRY |
| 2025-07-18 |
2025-07-21 |
ind_healthcare_providers_services |
0.0244 |
-0.0040 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-18 |
2025-07-21 |
country_PH |
0.0022 |
0.0069 |
0.0000 |
tilt_COUNTRY |
| 2025-07-18 |
2025-07-21 |
ind_transportation_infrastructure |
-0.0067 |
0.0024 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-18 |
2025-07-21 |
momentum |
0.0589 |
-0.0004 |
-0.0000 |
alpha_MOMENTUM |
| 2025-07-18 |
2025-07-21 |
country_TH |
0.0600 |
-0.0033 |
-0.0002 |
tilt_COUNTRY |
| 2025-07-18 |
2025-07-21 |
ind_food_drug_retail |
0.0587 |
0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-18 |
2025-07-21 |
quality |
3.9900 |
-0.0001 |
-0.0002 |
alpha_QUALITY |
| 2025-07-18 |
2025-07-21 |
ind_computers_phones_household_electronics |
0.0898 |
-0.0005 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-18 |
2025-07-21 |
ind_media_publishing |
0.0268 |
-0.0031 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-18 |
2025-07-21 |
ind_construction_engineering |
0.1032 |
0.0096 |
0.0010 |
tilt_INDUSTRY |
| 2025-07-18 |
2025-07-21 |
country_AU |
-0.1012 |
-0.0147 |
0.0015 |
tilt_COUNTRY |
| 2025-07-18 |
2025-07-21 |
ind_oil_gas_equipment_services |
-0.0121 |
0.0016 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-18 |
2025-07-21 |
ind_freight_logistics |
-0.0358 |
-0.0023 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-18 |
2025-07-21 |
ind_office_equipment |
-0.0096 |
-0.0070 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-18 |
2025-07-21 |
ind_fintech |
0.0022 |
-0.0054 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-18 |
2025-07-21 |
ind_homebuilding_building_products |
-0.0333 |
0.0046 |
-0.0002 |
tilt_INDUSTRY |
| 2025-07-18 |
2025-07-21 |
ind_electronic_equipment |
-0.0822 |
-0.0018 |
0.0002 |
tilt_INDUSTRY |
| 2025-07-18 |
2025-07-21 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-07-18 |
2025-07-21 |
ind_real_estate_operations |
-0.0111 |
-0.0000 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-18 |
2025-07-21 |
value_gc |
1.7802 |
0.0008 |
0.0015 |
alpha_VALUE |
| 2025-07-18 |
2025-07-21 |
size_SMALL |
-0.0029 |
0.0001 |
-0.0000 |
tilt_SIZE |
| 2025-07-18 |
2025-07-21 |
country_XH |
0.0700 |
0.0066 |
0.0005 |
tilt_COUNTRY |
| 2025-07-18 |
2025-07-21 |
ind_household_goods |
-0.0074 |
-0.0055 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-18 |
2025-07-21 |
size_MID |
-0.0957 |
-0.0001 |
0.0000 |
tilt_SIZE |
| 2025-07-18 |
2025-07-21 |
fmom |
0.5163 |
0.0003 |
0.0001 |
alpha_QUALITY |
| 2025-07-21 |
2025-07-22 |
country_IN |
0.0109 |
-0.0092 |
-0.0001 |
tilt_COUNTRY |
| 2025-07-21 |
2025-07-22 |
ind_transportation_infrastructure |
-0.0062 |
-0.0026 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-21 |
2025-07-22 |
country_AU |
-0.1021 |
-0.0015 |
0.0002 |
tilt_COUNTRY |
| 2025-07-21 |
2025-07-22 |
ind_machinery |
0.0821 |
0.0017 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-21 |
2025-07-22 |
ind_containers_packaging |
0.0064 |
-0.0014 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-21 |
2025-07-22 |
ind_leisure_products |
0.0091 |
-0.0071 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-21 |
2025-07-22 |
ind_communications_equipment |
0.0062 |
-0.0061 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-21 |
2025-07-22 |
ind_construction_materials |
-0.0058 |
0.0269 |
-0.0002 |
tilt_INDUSTRY |
| 2025-07-21 |
2025-07-22 |
ind_industrial_distribution |
0.0168 |
0.0071 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-21 |
2025-07-22 |
ind_semiconductors |
0.0095 |
-0.0033 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-21 |
2025-07-22 |
country_SG |
0.0585 |
-0.0015 |
-0.0001 |
tilt_COUNTRY |
| 2025-07-21 |
2025-07-22 |
ind_hotels_entertainment |
-0.0678 |
0.0001 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-21 |
2025-07-22 |
country_TH |
0.0558 |
-0.0205 |
-0.0011 |
tilt_COUNTRY |
| 2025-07-21 |
2025-07-22 |
ind_paper_forestry |
-0.0071 |
0.0097 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-21 |
2025-07-22 |
pdiscrepancy |
NaN |
NaN |
0.0000 |
unexplained |
| 2025-07-21 |
2025-07-22 |
market |
0.0398 |
0.0076 |
0.0003 |
risk_exposure |
| 2025-07-21 |
2025-07-22 |
country_MY |
0.0060 |
-0.0071 |
-0.0000 |
tilt_COUNTRY |
| 2025-07-21 |
2025-07-22 |
ind_uranium |
-0.0026 |
0.0103 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-21 |
2025-07-22 |
country_HK |
0.1225 |
0.0072 |
0.0009 |
tilt_COUNTRY |
| 2025-07-21 |
2025-07-22 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-07-21 |
2025-07-22 |
neglect |
0.6201 |
-0.0006 |
-0.0003 |
alpha_VALUE |
| 2025-07-21 |
2025-07-22 |
country_TW |
0.0582 |
-0.0181 |
-0.0011 |
tilt_COUNTRY |
| 2025-07-21 |
2025-07-22 |
specret |
NaN |
NaN |
0.0041 |
unexplained |
| 2025-07-21 |
2025-07-22 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-07-21 |
2025-07-22 |
ind_homebuilding_building_products |
-0.0336 |
0.0055 |
-0.0002 |
tilt_INDUSTRY |
| 2025-07-21 |
2025-07-22 |
ind_natural_gas_utilities |
0.0049 |
-0.0005 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-21 |
2025-07-22 |
ind_holding_companies |
0.0070 |
-0.0024 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-21 |
2025-07-22 |
ind_office_equipment |
-0.0104 |
-0.0080 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-21 |
2025-07-22 |
ind_investment_services |
0.0729 |
0.0006 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-21 |
2025-07-22 |
ind_freight_logistics |
-0.0354 |
0.0023 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-21 |
2025-07-22 |
country_ID |
0.0086 |
-0.0210 |
-0.0002 |
tilt_COUNTRY |
| 2025-07-21 |
2025-07-22 |
ind_passenger_transportation |
0.0632 |
-0.0011 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-21 |
2025-07-22 |
ind_multiline_utilities |
-0.0131 |
-0.0026 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-21 |
2025-07-22 |
ind_aerospace_defense |
-0.0032 |
-0.0002 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-21 |
2025-07-22 |
quality |
4.0307 |
0.0010 |
0.0042 |
alpha_QUALITY |
| 2025-07-21 |
2025-07-22 |
ind_consumer_goods_conglomerates |
0.0136 |
0.0148 |
0.0002 |
tilt_INDUSTRY |
| 2025-07-21 |
2025-07-22 |
ind_oil_gas_equipment_services |
-0.0103 |
0.0064 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-21 |
2025-07-22 |
ind_household_goods |
-0.0075 |
0.0011 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-21 |
2025-07-22 |
size_SMALL |
-0.0039 |
-0.0009 |
0.0000 |
tilt_SIZE |
| 2025-07-21 |
2025-07-22 |
ind_computers_phones_household_electronics |
0.0896 |
-0.0072 |
-0.0006 |
tilt_INDUSTRY |
| 2025-07-21 |
2025-07-22 |
value_gc |
1.7589 |
0.0009 |
0.0016 |
alpha_VALUE |
| 2025-07-21 |
2025-07-22 |
ind_fintech |
0.0021 |
0.0139 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-21 |
2025-07-22 |
ind_real_estate_operations |
-0.0136 |
0.0031 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-21 |
2025-07-22 |
size_MID |
-0.1009 |
0.0002 |
-0.0000 |
tilt_SIZE |
| 2025-07-21 |
2025-07-22 |
ind_food_drug_retail |
0.0588 |
-0.0025 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-21 |
2025-07-22 |
ind_banking_services |
-0.0832 |
-0.0070 |
0.0006 |
tilt_INDUSTRY |
| 2025-07-21 |
2025-07-22 |
ind_media_publishing |
0.0292 |
-0.0046 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-21 |
2025-07-22 |
ind_metals_mining |
-0.1360 |
0.0173 |
-0.0024 |
tilt_INDUSTRY |
| 2025-07-21 |
2025-07-22 |
ind_biotechnology |
-0.0165 |
-0.0040 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-21 |
2025-07-22 |
ind_healthcare_providers_services |
0.0248 |
-0.0005 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-21 |
2025-07-22 |
country_PH |
0.0022 |
-0.0029 |
-0.0000 |
tilt_COUNTRY |
| 2025-07-21 |
2025-07-22 |
country_XH |
0.0729 |
0.0083 |
0.0006 |
tilt_COUNTRY |
| 2025-07-21 |
2025-07-22 |
ind_renewable_energy |
0.0175 |
0.0165 |
0.0003 |
tilt_INDUSTRY |
| 2025-07-21 |
2025-07-22 |
ind_electronic_equipment |
-0.0814 |
-0.0057 |
0.0005 |
tilt_INDUSTRY |
| 2025-07-21 |
2025-07-22 |
country_KR |
-0.1004 |
-0.0105 |
0.0011 |
tilt_COUNTRY |
| 2025-07-21 |
2025-07-22 |
ind_construction_engineering |
0.0952 |
0.0080 |
0.0008 |
tilt_INDUSTRY |
| 2025-07-21 |
2025-07-22 |
ind_water_utilities |
-0.0072 |
-0.0004 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-21 |
2025-07-22 |
ind_electric_utilities_ipps |
-0.0554 |
0.0024 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-21 |
2025-07-22 |
reversal |
0.9250 |
-0.0014 |
-0.0013 |
alpha_REVERSAL |
| 2025-07-21 |
2025-07-22 |
size_MICRO |
-0.0058 |
-0.0020 |
0.0000 |
tilt_SIZE |
| 2025-07-21 |
2025-07-22 |
ind_automobile |
-0.1172 |
-0.0035 |
0.0004 |
tilt_INDUSTRY |
| 2025-07-21 |
2025-07-22 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-07-21 |
2025-07-22 |
ind_coal |
-0.0513 |
0.0463 |
-0.0024 |
tilt_INDUSTRY |
| 2025-07-21 |
2025-07-22 |
ind_insurance |
0.0451 |
-0.0020 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-21 |
2025-07-22 |
fmom |
0.5435 |
-0.0003 |
-0.0002 |
alpha_QUALITY |
| 2025-07-21 |
2025-07-22 |
stability |
4.5463 |
-0.0003 |
-0.0014 |
alpha_QUALITY |
| 2025-07-21 |
2025-07-22 |
ind_diversified_retail |
-0.0088 |
-0.0067 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-21 |
2025-07-22 |
ind_food_tobacco |
0.1324 |
0.0007 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-21 |
2025-07-22 |
country_JP |
-0.0438 |
-0.0035 |
0.0002 |
tilt_COUNTRY |
| 2025-07-21 |
2025-07-22 |
ind_chemicals |
-0.0699 |
0.0067 |
-0.0005 |
tilt_INDUSTRY |
| 2025-07-21 |
2025-07-22 |
ind_integrated_hardware_software |
0.0078 |
-0.0091 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-21 |
2025-07-22 |
size_LARGE |
0.1503 |
0.0011 |
0.0002 |
tilt_SIZE |
| 2025-07-21 |
2025-07-22 |
linkage |
0.8066 |
-0.0020 |
-0.0016 |
alpha_MOMENTUM |
| 2025-07-21 |
2025-07-22 |
country_CN |
-0.0914 |
0.0067 |
-0.0006 |
tilt_COUNTRY |
| 2025-07-21 |
2025-07-22 |
ind_telecommunications_serices |
0.1209 |
-0.0061 |
-0.0007 |
tilt_INDUSTRY |
| 2025-07-21 |
2025-07-22 |
country_NZ |
-0.0179 |
-0.0159 |
0.0003 |
tilt_COUNTRY |
| 2025-07-21 |
2025-07-22 |
linearCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-07-21 |
2025-07-22 |
sbeta_market |
0.0237 |
-0.0077 |
-0.0002 |
risk_exposure |
| 2025-07-21 |
2025-07-22 |
ind_commercial_services_supplies |
0.0098 |
-0.0015 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-21 |
2025-07-22 |
revision |
0.9145 |
0.0003 |
0.0003 |
alpha_REVISION |
| 2025-07-21 |
2025-07-22 |
ind_healthcare_equipment_supplies |
-0.0866 |
-0.0040 |
0.0003 |
tilt_INDUSTRY |
| 2025-07-21 |
2025-07-22 |
ind_beverages |
-0.0795 |
0.0114 |
-0.0009 |
tilt_INDUSTRY |
| 2025-07-21 |
2025-07-22 |
ind_oil_gas |
0.0693 |
0.0017 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-21 |
2025-07-22 |
momentum |
0.0742 |
-0.0012 |
-0.0001 |
alpha_MOMENTUM |
| 2025-07-21 |
2025-07-22 |
ind_household_products_services |
-0.0124 |
-0.0012 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-21 |
2025-07-22 |
ind_pharmaceuticals |
-0.0278 |
-0.0049 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-21 |
2025-07-22 |
ind_textiles_apparel |
-0.0323 |
0.0012 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-21 |
2025-07-22 |
sdiscrepancy |
NaN |
NaN |
0.0007 |
unexplained |
| 2025-07-21 |
2025-07-22 |
ind_specialty_reatil |
0.0055 |
0.0005 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-21 |
2025-07-22 |
value_liq |
0.2988 |
0.0013 |
0.0004 |
alpha_VALUE |
| 2025-07-21 |
2025-07-22 |
ind_software_it_services |
0.1222 |
-0.0080 |
-0.0010 |
tilt_INDUSTRY |
| 2025-07-22 |
2025-07-23 |
country_XH |
0.0793 |
-0.0000 |
-0.0000 |
tilt_COUNTRY |
| 2025-07-22 |
2025-07-23 |
ind_machinery |
0.0849 |
-0.0045 |
-0.0004 |
tilt_INDUSTRY |
| 2025-07-22 |
2025-07-23 |
ind_transportation_infrastructure |
-0.0061 |
0.0015 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-22 |
2025-07-23 |
ind_automobile |
-0.1216 |
0.0050 |
-0.0006 |
tilt_INDUSTRY |
| 2025-07-22 |
2025-07-23 |
ind_semiconductors |
0.0114 |
-0.0014 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-22 |
2025-07-23 |
quality |
4.0614 |
-0.0007 |
-0.0030 |
alpha_QUALITY |
| 2025-07-22 |
2025-07-23 |
fmom |
0.5440 |
0.0007 |
0.0004 |
alpha_QUALITY |
| 2025-07-22 |
2025-07-23 |
country_CN |
-0.1051 |
-0.0098 |
0.0010 |
tilt_COUNTRY |
| 2025-07-22 |
2025-07-23 |
size_LARGE |
0.1476 |
0.0073 |
0.0011 |
tilt_SIZE |
| 2025-07-22 |
2025-07-23 |
ind_hotels_entertainment |
-0.0678 |
0.0006 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-22 |
2025-07-23 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-07-22 |
2025-07-23 |
ind_industrial_distribution |
0.0171 |
0.0058 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-22 |
2025-07-23 |
momentum |
0.0721 |
-0.0002 |
-0.0000 |
alpha_MOMENTUM |
| 2025-07-22 |
2025-07-23 |
country_NZ |
-0.0178 |
-0.0076 |
0.0001 |
tilt_COUNTRY |
| 2025-07-22 |
2025-07-23 |
ind_investment_services |
0.0733 |
0.0036 |
0.0003 |
tilt_INDUSTRY |
| 2025-07-22 |
2025-07-23 |
ind_beverages |
-0.0817 |
-0.0020 |
0.0002 |
tilt_INDUSTRY |
| 2025-07-22 |
2025-07-23 |
pdiscrepancy |
NaN |
NaN |
-0.0000 |
unexplained |
| 2025-07-22 |
2025-07-23 |
ind_telecommunications_serices |
0.1215 |
-0.0049 |
-0.0006 |
tilt_INDUSTRY |
| 2025-07-22 |
2025-07-23 |
ind_metals_mining |
-0.1375 |
-0.0002 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-22 |
2025-07-23 |
ind_aerospace_defense |
-0.0037 |
-0.0120 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-22 |
2025-07-23 |
ind_water_utilities |
-0.0075 |
0.0076 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-22 |
2025-07-23 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-07-22 |
2025-07-23 |
value_liq |
0.2763 |
0.0013 |
0.0004 |
alpha_VALUE |
| 2025-07-22 |
2025-07-23 |
ind_freight_logistics |
-0.0353 |
0.0027 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-22 |
2025-07-23 |
ind_leisure_products |
0.0095 |
0.0235 |
0.0002 |
tilt_INDUSTRY |
| 2025-07-22 |
2025-07-23 |
ind_construction_materials |
-0.0059 |
-0.0099 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-22 |
2025-07-23 |
stability |
4.5925 |
-0.0005 |
-0.0025 |
alpha_QUALITY |
| 2025-07-22 |
2025-07-23 |
ind_multiline_utilities |
-0.0131 |
0.0025 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-22 |
2025-07-23 |
ind_construction_engineering |
0.0802 |
-0.0116 |
-0.0009 |
tilt_INDUSTRY |
| 2025-07-22 |
2025-07-23 |
ind_oil_gas_equipment_services |
-0.0102 |
-0.0010 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-22 |
2025-07-23 |
sdiscrepancy |
NaN |
NaN |
0.0007 |
unexplained |
| 2025-07-22 |
2025-07-23 |
ind_specialty_reatil |
0.0050 |
0.0039 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-22 |
2025-07-23 |
ind_food_drug_retail |
0.0592 |
-0.0043 |
-0.0003 |
tilt_INDUSTRY |
| 2025-07-22 |
2025-07-23 |
ind_textiles_apparel |
-0.0311 |
0.0027 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-22 |
2025-07-23 |
ind_household_products_services |
-0.0123 |
-0.0008 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-22 |
2025-07-23 |
ind_computers_phones_household_electronics |
0.0894 |
0.0007 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-22 |
2025-07-23 |
ind_pharmaceuticals |
-0.0357 |
0.0029 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-22 |
2025-07-23 |
ind_software_it_services |
0.1197 |
0.0006 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-22 |
2025-07-23 |
ind_food_tobacco |
0.1318 |
-0.0004 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-22 |
2025-07-23 |
ind_diversified_retail |
-0.0081 |
0.0004 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-22 |
2025-07-23 |
ind_commercial_services_supplies |
0.0116 |
0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-22 |
2025-07-23 |
ind_consumer_goods_conglomerates |
0.0128 |
-0.0101 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-22 |
2025-07-23 |
ind_household_goods |
-0.0077 |
0.0123 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-22 |
2025-07-23 |
size_SMALL |
-0.0095 |
-0.0037 |
0.0000 |
tilt_SIZE |
| 2025-07-22 |
2025-07-23 |
value_gc |
1.7436 |
0.0007 |
0.0012 |
alpha_VALUE |
| 2025-07-22 |
2025-07-23 |
country_ID |
0.0075 |
0.0102 |
0.0001 |
tilt_COUNTRY |
| 2025-07-22 |
2025-07-23 |
ind_healthcare_providers_services |
0.0250 |
0.0067 |
0.0002 |
tilt_INDUSTRY |
| 2025-07-22 |
2025-07-23 |
country_PH |
0.0022 |
0.0107 |
0.0000 |
tilt_COUNTRY |
| 2025-07-22 |
2025-07-23 |
ind_renewable_energy |
0.0176 |
-0.0144 |
-0.0003 |
tilt_INDUSTRY |
| 2025-07-22 |
2025-07-23 |
country_KR |
-0.1000 |
-0.0013 |
0.0001 |
tilt_COUNTRY |
| 2025-07-22 |
2025-07-23 |
ind_insurance |
0.0430 |
0.0057 |
0.0002 |
tilt_INDUSTRY |
| 2025-07-22 |
2025-07-23 |
size_MICRO |
-0.0088 |
-0.0040 |
0.0000 |
tilt_SIZE |
| 2025-07-22 |
2025-07-23 |
ind_integrated_hardware_software |
0.0077 |
0.0058 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-22 |
2025-07-23 |
ind_electronic_equipment |
-0.0798 |
-0.0002 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-22 |
2025-07-23 |
reversal |
0.7885 |
0.0021 |
0.0017 |
alpha_REVERSAL |
| 2025-07-22 |
2025-07-23 |
ind_media_publishing |
0.0296 |
-0.0039 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-22 |
2025-07-23 |
ind_coal |
-0.0505 |
0.0018 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-22 |
2025-07-23 |
ind_real_estate_operations |
-0.0155 |
0.0006 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-22 |
2025-07-23 |
ind_banking_services |
-0.0755 |
0.0014 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-22 |
2025-07-23 |
ind_fintech |
0.0019 |
0.0091 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-22 |
2025-07-23 |
ind_electric_utilities_ipps |
-0.0565 |
0.0007 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-22 |
2025-07-23 |
ind_biotechnology |
-0.0169 |
0.0049 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-22 |
2025-07-23 |
revision |
0.9152 |
-0.0021 |
-0.0019 |
alpha_REVISION |
| 2025-07-22 |
2025-07-23 |
sbeta_market |
0.0075 |
0.0066 |
0.0001 |
risk_exposure |
| 2025-07-22 |
2025-07-23 |
country_JP |
-0.0465 |
0.0184 |
-0.0009 |
tilt_COUNTRY |
| 2025-07-22 |
2025-07-23 |
market |
0.0224 |
-0.0022 |
-0.0000 |
risk_exposure |
| 2025-07-22 |
2025-07-23 |
country_HK |
0.1233 |
-0.0014 |
-0.0002 |
tilt_COUNTRY |
| 2025-07-22 |
2025-07-23 |
neglect |
0.6445 |
-0.0002 |
-0.0001 |
alpha_VALUE |
| 2025-07-22 |
2025-07-23 |
ind_containers_packaging |
0.0064 |
0.0062 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-22 |
2025-07-23 |
ind_communications_equipment |
0.0111 |
-0.0062 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-22 |
2025-07-23 |
size_MID |
-0.1069 |
-0.0012 |
0.0001 |
tilt_SIZE |
| 2025-07-22 |
2025-07-23 |
country_AU |
-0.1017 |
0.0042 |
-0.0004 |
tilt_COUNTRY |
| 2025-07-22 |
2025-07-23 |
country_TH |
0.0521 |
0.0260 |
0.0014 |
tilt_COUNTRY |
| 2025-07-22 |
2025-07-23 |
ind_office_equipment |
-0.0118 |
0.0153 |
-0.0002 |
tilt_INDUSTRY |
| 2025-07-22 |
2025-07-23 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-07-22 |
2025-07-23 |
country_MY |
0.0060 |
0.0061 |
0.0000 |
tilt_COUNTRY |
| 2025-07-22 |
2025-07-23 |
ind_homebuilding_building_products |
-0.0343 |
0.0103 |
-0.0004 |
tilt_INDUSTRY |
| 2025-07-22 |
2025-07-23 |
country_TW |
0.0554 |
0.0136 |
0.0008 |
tilt_COUNTRY |
| 2025-07-22 |
2025-07-23 |
ind_paper_forestry |
-0.0065 |
-0.0020 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-22 |
2025-07-23 |
country_IN |
0.0091 |
0.0013 |
0.0000 |
tilt_COUNTRY |
| 2025-07-22 |
2025-07-23 |
ind_holding_companies |
0.0070 |
-0.0052 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-22 |
2025-07-23 |
specret |
NaN |
NaN |
-0.0063 |
unexplained |
| 2025-07-22 |
2025-07-23 |
linkage |
0.8242 |
0.0002 |
0.0002 |
alpha_MOMENTUM |
| 2025-07-22 |
2025-07-23 |
ind_natural_gas_utilities |
0.0049 |
-0.0024 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-22 |
2025-07-23 |
ind_chemicals |
-0.0697 |
-0.0013 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-22 |
2025-07-23 |
linearCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-07-22 |
2025-07-23 |
ind_healthcare_equipment_supplies |
-0.0871 |
0.0077 |
-0.0007 |
tilt_INDUSTRY |
| 2025-07-22 |
2025-07-23 |
ind_oil_gas |
0.0692 |
-0.0014 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-22 |
2025-07-23 |
ind_passenger_transportation |
0.0634 |
0.0005 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-22 |
2025-07-23 |
ind_uranium |
-0.0024 |
-0.0790 |
0.0002 |
tilt_INDUSTRY |
| 2025-07-22 |
2025-07-23 |
country_SG |
0.0586 |
0.0015 |
0.0001 |
tilt_COUNTRY |
| 2025-07-23 |
2025-07-24 |
ind_leisure_products |
0.0096 |
0.0045 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-23 |
2025-07-24 |
ind_paper_forestry |
-0.0060 |
0.0031 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-23 |
2025-07-24 |
ind_aerospace_defense |
-0.0033 |
0.0081 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-23 |
2025-07-24 |
country_PH |
0.0022 |
-0.0005 |
-0.0000 |
tilt_COUNTRY |
| 2025-07-23 |
2025-07-24 |
country_NZ |
-0.0179 |
-0.0011 |
0.0000 |
tilt_COUNTRY |
| 2025-07-23 |
2025-07-24 |
ind_communications_equipment |
0.0187 |
-0.0036 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-23 |
2025-07-24 |
ind_media_publishing |
0.0295 |
-0.0014 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-23 |
2025-07-24 |
ind_diversified_retail |
-0.0075 |
-0.0042 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-23 |
2025-07-24 |
stability |
4.6205 |
-0.0007 |
-0.0031 |
alpha_QUALITY |
| 2025-07-23 |
2025-07-24 |
value_liq |
0.2875 |
0.0003 |
0.0001 |
alpha_VALUE |
| 2025-07-23 |
2025-07-24 |
ind_water_utilities |
-0.0077 |
0.0057 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-23 |
2025-07-24 |
ind_software_it_services |
0.1155 |
-0.0059 |
-0.0007 |
tilt_INDUSTRY |
| 2025-07-23 |
2025-07-24 |
reversal |
1.1322 |
-0.0009 |
-0.0011 |
alpha_REVERSAL |
| 2025-07-23 |
2025-07-24 |
ind_oil_gas_equipment_services |
-0.0102 |
0.0017 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-23 |
2025-07-24 |
ind_homebuilding_building_products |
-0.0344 |
-0.0004 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-23 |
2025-07-24 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-07-23 |
2025-07-24 |
ind_food_drug_retail |
0.0600 |
0.0011 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-23 |
2025-07-24 |
ind_coal |
-0.0490 |
0.0053 |
-0.0003 |
tilt_INDUSTRY |
| 2025-07-23 |
2025-07-24 |
ind_holding_companies |
0.0071 |
0.0008 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-23 |
2025-07-24 |
country_AU |
-0.1010 |
-0.0041 |
0.0004 |
tilt_COUNTRY |
| 2025-07-23 |
2025-07-24 |
ind_chemicals |
-0.0646 |
0.0033 |
-0.0002 |
tilt_INDUSTRY |
| 2025-07-23 |
2025-07-24 |
country_XH |
0.0876 |
-0.0001 |
-0.0000 |
tilt_COUNTRY |
| 2025-07-23 |
2025-07-24 |
size_MID |
-0.1059 |
0.0004 |
-0.0000 |
tilt_SIZE |
| 2025-07-23 |
2025-07-24 |
ind_renewable_energy |
0.0177 |
0.0121 |
0.0002 |
tilt_INDUSTRY |
| 2025-07-23 |
2025-07-24 |
size_SMALL |
-0.0111 |
-0.0008 |
0.0000 |
tilt_SIZE |
| 2025-07-23 |
2025-07-24 |
value_gc |
1.7651 |
-0.0004 |
-0.0008 |
alpha_VALUE |
| 2025-07-23 |
2025-07-24 |
ind_banking_services |
-0.0713 |
-0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-23 |
2025-07-24 |
ind_electronic_equipment |
-0.0784 |
-0.0049 |
0.0004 |
tilt_INDUSTRY |
| 2025-07-23 |
2025-07-24 |
ind_insurance |
0.0408 |
-0.0008 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-23 |
2025-07-24 |
sdiscrepancy |
NaN |
NaN |
0.0001 |
unexplained |
| 2025-07-23 |
2025-07-24 |
country_ID |
0.0059 |
0.0014 |
0.0000 |
tilt_COUNTRY |
| 2025-07-23 |
2025-07-24 |
ind_healthcare_providers_services |
0.0260 |
0.0161 |
0.0004 |
tilt_INDUSTRY |
| 2025-07-23 |
2025-07-24 |
country_KR |
-0.1017 |
-0.0060 |
0.0006 |
tilt_COUNTRY |
| 2025-07-23 |
2025-07-24 |
ind_consumer_goods_conglomerates |
0.0123 |
0.0071 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-23 |
2025-07-24 |
size_MICRO |
-0.0101 |
-0.0015 |
0.0000 |
tilt_SIZE |
| 2025-07-23 |
2025-07-24 |
ind_real_estate_operations |
-0.0163 |
-0.0018 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-23 |
2025-07-24 |
ind_fintech |
0.0020 |
0.0009 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-23 |
2025-07-24 |
ind_electric_utilities_ipps |
-0.0566 |
-0.0007 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-23 |
2025-07-24 |
ind_household_goods |
-0.0079 |
-0.0076 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-23 |
2025-07-24 |
ind_multiline_utilities |
-0.0130 |
0.0007 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-23 |
2025-07-24 |
ind_specialty_reatil |
0.0047 |
0.0057 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-23 |
2025-07-24 |
ind_computers_phones_household_electronics |
0.0902 |
-0.0027 |
-0.0002 |
tilt_INDUSTRY |
| 2025-07-23 |
2025-07-24 |
ind_pharmaceuticals |
-0.0434 |
0.0060 |
-0.0003 |
tilt_INDUSTRY |
| 2025-07-23 |
2025-07-24 |
ind_commercial_services_supplies |
0.0111 |
0.0025 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-23 |
2025-07-24 |
ind_biotechnology |
-0.0158 |
0.0069 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-23 |
2025-07-24 |
ind_integrated_hardware_software |
0.0078 |
-0.0056 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-23 |
2025-07-24 |
ind_construction_engineering |
0.0713 |
0.0000 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-23 |
2025-07-24 |
ind_household_products_services |
-0.0125 |
0.0019 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-23 |
2025-07-24 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-07-23 |
2025-07-24 |
fmom |
0.5499 |
-0.0015 |
-0.0008 |
alpha_QUALITY |
| 2025-07-23 |
2025-07-24 |
ind_telecommunications_serices |
0.1211 |
-0.0005 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-23 |
2025-07-24 |
ind_beverages |
-0.0817 |
-0.0017 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-23 |
2025-07-24 |
ind_construction_materials |
-0.0058 |
-0.0020 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-23 |
2025-07-24 |
ind_machinery |
0.0820 |
-0.0013 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-23 |
2025-07-24 |
pdiscrepancy |
NaN |
NaN |
-0.0001 |
unexplained |
| 2025-07-23 |
2025-07-24 |
ind_industrial_distribution |
0.0174 |
0.0017 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-23 |
2025-07-24 |
country_IN |
0.0051 |
-0.0044 |
-0.0000 |
tilt_COUNTRY |
| 2025-07-23 |
2025-07-24 |
ind_textiles_apparel |
-0.0293 |
0.0006 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-23 |
2025-07-24 |
ind_office_equipment |
-0.0128 |
-0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-23 |
2025-07-24 |
neglect |
0.6606 |
0.0007 |
0.0005 |
alpha_VALUE |
| 2025-07-23 |
2025-07-24 |
ind_healthcare_equipment_supplies |
-0.0896 |
0.0099 |
-0.0009 |
tilt_INDUSTRY |
| 2025-07-23 |
2025-07-24 |
linkage |
0.8473 |
-0.0004 |
-0.0004 |
alpha_MOMENTUM |
| 2025-07-23 |
2025-07-24 |
ind_natural_gas_utilities |
0.0048 |
0.0034 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-23 |
2025-07-24 |
market |
0.0130 |
-0.0069 |
-0.0001 |
risk_exposure |
| 2025-07-23 |
2025-07-24 |
ind_passenger_transportation |
0.0640 |
0.0004 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-23 |
2025-07-24 |
country_JP |
-0.0594 |
0.0082 |
-0.0005 |
tilt_COUNTRY |
| 2025-07-23 |
2025-07-24 |
revision |
0.9566 |
-0.0003 |
-0.0003 |
alpha_REVISION |
| 2025-07-23 |
2025-07-24 |
ind_food_tobacco |
0.1310 |
-0.0022 |
-0.0003 |
tilt_INDUSTRY |
| 2025-07-23 |
2025-07-24 |
country_TH |
0.0503 |
-0.0073 |
-0.0004 |
tilt_COUNTRY |
| 2025-07-23 |
2025-07-24 |
linearCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-07-23 |
2025-07-24 |
sbeta_market |
0.0042 |
0.0143 |
0.0001 |
risk_exposure |
| 2025-07-23 |
2025-07-24 |
ind_semiconductors |
0.0057 |
-0.0045 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-23 |
2025-07-24 |
country_HK |
0.1245 |
-0.0001 |
-0.0000 |
tilt_COUNTRY |
| 2025-07-23 |
2025-07-24 |
country_CN |
-0.1025 |
-0.0007 |
0.0001 |
tilt_COUNTRY |
| 2025-07-23 |
2025-07-24 |
country_MY |
0.0060 |
0.0024 |
0.0000 |
tilt_COUNTRY |
| 2025-07-23 |
2025-07-24 |
size_LARGE |
0.1400 |
0.0006 |
0.0001 |
tilt_SIZE |
| 2025-07-23 |
2025-07-24 |
specret |
NaN |
NaN |
-0.0071 |
unexplained |
| 2025-07-23 |
2025-07-24 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-07-23 |
2025-07-24 |
country_SG |
0.0592 |
0.0054 |
0.0003 |
tilt_COUNTRY |
| 2025-07-23 |
2025-07-24 |
country_TW |
0.0545 |
-0.0011 |
-0.0001 |
tilt_COUNTRY |
| 2025-07-23 |
2025-07-24 |
ind_investment_services |
0.0731 |
0.0044 |
0.0003 |
tilt_INDUSTRY |
| 2025-07-23 |
2025-07-24 |
momentum |
0.0588 |
-0.0004 |
-0.0000 |
alpha_MOMENTUM |
| 2025-07-23 |
2025-07-24 |
ind_uranium |
-0.0025 |
0.0018 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-23 |
2025-07-24 |
ind_metals_mining |
-0.1359 |
0.0020 |
-0.0003 |
tilt_INDUSTRY |
| 2025-07-23 |
2025-07-24 |
ind_freight_logistics |
-0.0354 |
0.0074 |
-0.0003 |
tilt_INDUSTRY |
| 2025-07-23 |
2025-07-24 |
ind_transportation_infrastructure |
-0.0061 |
0.0060 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-23 |
2025-07-24 |
quality |
4.0836 |
0.0002 |
0.0008 |
alpha_QUALITY |
| 2025-07-23 |
2025-07-24 |
ind_automobile |
-0.1248 |
-0.0034 |
0.0004 |
tilt_INDUSTRY |
| 2025-07-23 |
2025-07-24 |
ind_hotels_entertainment |
-0.0671 |
-0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-23 |
2025-07-24 |
ind_oil_gas |
0.0721 |
-0.0031 |
-0.0002 |
tilt_INDUSTRY |
| 2025-07-23 |
2025-07-24 |
ind_containers_packaging |
0.0064 |
-0.0006 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-24 |
2025-07-25 |
ind_passenger_transportation |
0.0641 |
0.0010 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-24 |
2025-07-25 |
ind_household_products_services |
-0.0126 |
-0.0055 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-24 |
2025-07-25 |
market |
0.0074 |
-0.0084 |
-0.0001 |
risk_exposure |
| 2025-07-24 |
2025-07-25 |
ind_software_it_services |
0.1096 |
0.0069 |
0.0008 |
tilt_INDUSTRY |
| 2025-07-24 |
2025-07-25 |
country_CN |
-0.0965 |
0.0010 |
-0.0001 |
tilt_COUNTRY |
| 2025-07-24 |
2025-07-25 |
ind_leisure_products |
0.0091 |
-0.0044 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-24 |
2025-07-25 |
ind_food_tobacco |
0.1277 |
0.0009 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-24 |
2025-07-25 |
ind_natural_gas_utilities |
0.0048 |
0.0010 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-24 |
2025-07-25 |
country_JP |
-0.0694 |
0.0002 |
-0.0000 |
tilt_COUNTRY |
| 2025-07-24 |
2025-07-25 |
value_liq |
0.3116 |
-0.0004 |
-0.0001 |
alpha_VALUE |
| 2025-07-24 |
2025-07-25 |
ind_chemicals |
-0.0604 |
0.0003 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-24 |
2025-07-25 |
linkage |
0.8133 |
-0.0003 |
-0.0002 |
alpha_MOMENTUM |
| 2025-07-24 |
2025-07-25 |
ind_hotels_entertainment |
-0.0659 |
-0.0013 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-24 |
2025-07-25 |
ind_textiles_apparel |
-0.0294 |
-0.0012 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-24 |
2025-07-25 |
ind_investment_services |
0.0732 |
-0.0024 |
-0.0002 |
tilt_INDUSTRY |
| 2025-07-24 |
2025-07-25 |
revision |
1.0173 |
0.0015 |
0.0015 |
alpha_REVISION |
| 2025-07-24 |
2025-07-25 |
country_TH |
0.0527 |
0.0043 |
0.0002 |
tilt_COUNTRY |
| 2025-07-24 |
2025-07-25 |
country_AU |
-0.1029 |
0.0022 |
-0.0002 |
tilt_COUNTRY |
| 2025-07-24 |
2025-07-25 |
size_MID |
-0.1038 |
0.0013 |
-0.0001 |
tilt_SIZE |
| 2025-07-24 |
2025-07-25 |
ind_telecommunications_serices |
0.1200 |
0.0038 |
0.0005 |
tilt_INDUSTRY |
| 2025-07-24 |
2025-07-25 |
ind_water_utilities |
-0.0077 |
-0.0068 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-24 |
2025-07-25 |
fmom |
0.5725 |
-0.0002 |
-0.0001 |
alpha_QUALITY |
| 2025-07-24 |
2025-07-25 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-07-24 |
2025-07-25 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-07-24 |
2025-07-25 |
momentum |
0.0443 |
0.0010 |
0.0000 |
alpha_MOMENTUM |
| 2025-07-24 |
2025-07-25 |
ind_beverages |
-0.0801 |
-0.0083 |
0.0007 |
tilt_INDUSTRY |
| 2025-07-24 |
2025-07-25 |
ind_construction_materials |
-0.0054 |
-0.0057 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-24 |
2025-07-25 |
ind_machinery |
0.0850 |
-0.0024 |
-0.0002 |
tilt_INDUSTRY |
| 2025-07-24 |
2025-07-25 |
ind_food_drug_retail |
0.0594 |
0.0019 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-24 |
2025-07-25 |
pdiscrepancy |
NaN |
NaN |
-0.0001 |
unexplained |
| 2025-07-24 |
2025-07-25 |
ind_metals_mining |
-0.1352 |
-0.0071 |
0.0010 |
tilt_INDUSTRY |
| 2025-07-24 |
2025-07-25 |
ind_aerospace_defense |
-0.0028 |
0.0014 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-24 |
2025-07-25 |
ind_transportation_infrastructure |
-0.0077 |
-0.0014 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-24 |
2025-07-25 |
ind_industrial_distribution |
0.0175 |
-0.0039 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-24 |
2025-07-25 |
country_IN |
0.0016 |
-0.0090 |
-0.0000 |
tilt_COUNTRY |
| 2025-07-24 |
2025-07-25 |
neglect |
0.6571 |
0.0005 |
0.0003 |
alpha_VALUE |
| 2025-07-24 |
2025-07-25 |
size_LARGE |
0.1261 |
-0.0031 |
-0.0004 |
tilt_SIZE |
| 2025-07-24 |
2025-07-25 |
ind_office_equipment |
-0.0135 |
-0.0047 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-24 |
2025-07-25 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-07-24 |
2025-07-25 |
ind_oil_gas_equipment_services |
-0.0102 |
-0.0012 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-24 |
2025-07-25 |
ind_healthcare_equipment_supplies |
-0.0901 |
0.0055 |
-0.0005 |
tilt_INDUSTRY |
| 2025-07-24 |
2025-07-25 |
country_NZ |
-0.0182 |
0.0109 |
-0.0002 |
tilt_COUNTRY |
| 2025-07-24 |
2025-07-25 |
ind_construction_engineering |
0.0686 |
-0.0047 |
-0.0003 |
tilt_INDUSTRY |
| 2025-07-24 |
2025-07-25 |
ind_paper_forestry |
-0.0051 |
0.0020 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-24 |
2025-07-25 |
ind_semiconductors |
-0.0001 |
0.0066 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-24 |
2025-07-25 |
ind_automobile |
-0.1219 |
-0.0049 |
0.0006 |
tilt_INDUSTRY |
| 2025-07-24 |
2025-07-25 |
ind_biotechnology |
-0.0138 |
-0.0065 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-24 |
2025-07-25 |
ind_real_estate_operations |
-0.0169 |
0.0020 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-24 |
2025-07-25 |
ind_healthcare_providers_services |
0.0260 |
0.0007 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-24 |
2025-07-25 |
country_HK |
0.1243 |
0.0008 |
0.0001 |
tilt_COUNTRY |
| 2025-07-24 |
2025-07-25 |
specret |
NaN |
NaN |
-0.0050 |
unexplained |
| 2025-07-24 |
2025-07-25 |
ind_fintech |
0.0016 |
-0.0165 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-24 |
2025-07-25 |
ind_electric_utilities_ipps |
-0.0548 |
-0.0034 |
0.0002 |
tilt_INDUSTRY |
| 2025-07-24 |
2025-07-25 |
ind_household_goods |
-0.0082 |
0.0023 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-24 |
2025-07-25 |
stability |
4.5960 |
0.0003 |
0.0012 |
alpha_QUALITY |
| 2025-07-24 |
2025-07-25 |
ind_multiline_utilities |
-0.0130 |
-0.0014 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-24 |
2025-07-25 |
size_MICRO |
-0.0090 |
0.0005 |
-0.0000 |
tilt_SIZE |
| 2025-07-24 |
2025-07-25 |
ind_holding_companies |
0.0070 |
-0.0007 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-24 |
2025-07-25 |
country_SG |
0.0596 |
0.0026 |
0.0002 |
tilt_COUNTRY |
| 2025-07-24 |
2025-07-25 |
ind_computers_phones_household_electronics |
0.0902 |
0.0030 |
0.0003 |
tilt_INDUSTRY |
| 2025-07-24 |
2025-07-25 |
ind_homebuilding_building_products |
-0.0336 |
-0.0019 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-24 |
2025-07-25 |
ind_diversified_retail |
-0.0073 |
-0.0032 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-24 |
2025-07-25 |
ind_pharmaceuticals |
-0.0450 |
-0.0018 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-24 |
2025-07-25 |
sbeta_market |
0.0105 |
0.0045 |
0.0000 |
risk_exposure |
| 2025-07-24 |
2025-07-25 |
ind_oil_gas |
0.0735 |
0.0022 |
0.0002 |
tilt_INDUSTRY |
| 2025-07-24 |
2025-07-25 |
ind_commercial_services_supplies |
0.0070 |
0.0000 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-24 |
2025-07-25 |
ind_integrated_hardware_software |
0.0079 |
0.0084 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-24 |
2025-07-25 |
ind_uranium |
-0.0026 |
-0.0115 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-24 |
2025-07-25 |
linearCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-07-24 |
2025-07-25 |
ind_specialty_reatil |
0.0040 |
-0.0041 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-24 |
2025-07-25 |
country_KR |
-0.1012 |
0.0043 |
-0.0004 |
tilt_COUNTRY |
| 2025-07-24 |
2025-07-25 |
reversal |
1.0613 |
0.0010 |
0.0011 |
alpha_REVERSAL |
| 2025-07-24 |
2025-07-25 |
country_PH |
0.0022 |
-0.0005 |
-0.0000 |
tilt_COUNTRY |
| 2025-07-24 |
2025-07-25 |
ind_consumer_goods_conglomerates |
0.0133 |
0.0035 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-24 |
2025-07-25 |
value_gc |
1.7970 |
-0.0005 |
-0.0008 |
alpha_VALUE |
| 2025-07-24 |
2025-07-25 |
ind_freight_logistics |
-0.0340 |
0.0096 |
-0.0003 |
tilt_INDUSTRY |
| 2025-07-24 |
2025-07-25 |
size_SMALL |
-0.0059 |
0.0008 |
-0.0000 |
tilt_SIZE |
| 2025-07-24 |
2025-07-25 |
ind_banking_services |
-0.0762 |
0.0010 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-24 |
2025-07-25 |
ind_coal |
-0.0478 |
-0.0056 |
0.0003 |
tilt_INDUSTRY |
| 2025-07-24 |
2025-07-25 |
country_TW |
0.0549 |
0.0007 |
0.0000 |
tilt_COUNTRY |
| 2025-07-24 |
2025-07-25 |
ind_electronic_equipment |
-0.0775 |
0.0008 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-24 |
2025-07-25 |
country_MY |
0.0060 |
0.0010 |
0.0000 |
tilt_COUNTRY |
| 2025-07-24 |
2025-07-25 |
ind_insurance |
0.0399 |
0.0019 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-24 |
2025-07-25 |
ind_media_publishing |
0.0295 |
0.0038 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-24 |
2025-07-25 |
sdiscrepancy |
NaN |
NaN |
-0.0004 |
unexplained |
| 2025-07-24 |
2025-07-25 |
quality |
4.0813 |
-0.0011 |
-0.0044 |
alpha_QUALITY |
| 2025-07-24 |
2025-07-25 |
ind_renewable_energy |
0.0179 |
-0.0122 |
-0.0002 |
tilt_INDUSTRY |
| 2025-07-24 |
2025-07-25 |
ind_communications_equipment |
0.0225 |
0.0018 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-24 |
2025-07-25 |
ind_containers_packaging |
0.0064 |
0.0007 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-24 |
2025-07-25 |
country_XH |
0.0899 |
-0.0049 |
-0.0004 |
tilt_COUNTRY |
| 2025-07-24 |
2025-07-25 |
country_ID |
0.0044 |
-0.0026 |
-0.0000 |
tilt_COUNTRY |
| 2025-07-25 |
2025-07-28 |
ind_media_publishing |
0.0293 |
-0.0057 |
-0.0002 |
tilt_INDUSTRY |
| 2025-07-25 |
2025-07-28 |
ind_electric_utilities_ipps |
-0.0532 |
-0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-25 |
2025-07-28 |
value_gc |
1.8217 |
-0.0010 |
-0.0018 |
alpha_VALUE |
| 2025-07-25 |
2025-07-28 |
ind_uranium |
-0.0025 |
-0.0925 |
0.0002 |
tilt_INDUSTRY |
| 2025-07-25 |
2025-07-28 |
ind_commercial_services_supplies |
0.0048 |
0.0015 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-25 |
2025-07-28 |
ind_food_tobacco |
0.1251 |
0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-25 |
2025-07-28 |
country_XH |
0.0894 |
0.0008 |
0.0001 |
tilt_COUNTRY |
| 2025-07-25 |
2025-07-28 |
ind_homebuilding_building_products |
-0.0334 |
0.0003 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-25 |
2025-07-28 |
bcost |
NaN |
NaN |
-0.0009 |
cost |
| 2025-07-25 |
2025-07-28 |
ind_real_estate_operations |
-0.0175 |
0.0005 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-25 |
2025-07-28 |
sdiscrepancy |
NaN |
NaN |
-0.0001 |
unexplained |
| 2025-07-25 |
2025-07-28 |
neglect |
0.6636 |
0.0007 |
0.0005 |
alpha_VALUE |
| 2025-07-25 |
2025-07-28 |
ind_machinery |
0.0924 |
0.0031 |
0.0003 |
tilt_INDUSTRY |
| 2025-07-25 |
2025-07-28 |
value_liq |
0.3689 |
0.0007 |
0.0003 |
alpha_VALUE |
| 2025-07-25 |
2025-07-28 |
country_NZ |
-0.0184 |
0.0095 |
-0.0002 |
tilt_COUNTRY |
| 2025-07-25 |
2025-07-28 |
ind_semiconductors |
0.0012 |
0.0019 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-25 |
2025-07-28 |
ind_containers_packaging |
0.0066 |
-0.0029 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-25 |
2025-07-28 |
linkage |
0.7690 |
0.0012 |
0.0009 |
alpha_MOMENTUM |
| 2025-07-25 |
2025-07-28 |
ind_oil_gas |
0.0746 |
-0.0069 |
-0.0005 |
tilt_INDUSTRY |
| 2025-07-25 |
2025-07-28 |
revision |
0.9601 |
0.0003 |
0.0003 |
alpha_REVISION |
| 2025-07-25 |
2025-07-28 |
specret |
NaN |
NaN |
0.0009 |
unexplained |
| 2025-07-25 |
2025-07-28 |
country_HK |
0.1253 |
0.0086 |
0.0011 |
tilt_COUNTRY |
| 2025-07-25 |
2025-07-28 |
ind_office_equipment |
-0.0156 |
0.0085 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-25 |
2025-07-28 |
ind_automobile |
-0.1172 |
0.0031 |
-0.0004 |
tilt_INDUSTRY |
| 2025-07-25 |
2025-07-28 |
country_TW |
0.0538 |
0.0024 |
0.0001 |
tilt_COUNTRY |
| 2025-07-25 |
2025-07-28 |
market |
0.0141 |
-0.0046 |
-0.0001 |
risk_exposure |
| 2025-07-25 |
2025-07-28 |
linearCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-07-25 |
2025-07-28 |
ind_freight_logistics |
-0.0331 |
-0.0099 |
0.0003 |
tilt_INDUSTRY |
| 2025-07-25 |
2025-07-28 |
country_JP |
-0.0711 |
-0.0026 |
0.0002 |
tilt_COUNTRY |
| 2025-07-25 |
2025-07-28 |
ind_passenger_transportation |
0.0636 |
-0.0025 |
-0.0002 |
tilt_INDUSTRY |
| 2025-07-25 |
2025-07-28 |
ind_hotels_entertainment |
-0.0649 |
0.0028 |
-0.0002 |
tilt_INDUSTRY |
| 2025-07-25 |
2025-07-28 |
country_KR |
-0.0992 |
-0.0064 |
0.0006 |
tilt_COUNTRY |
| 2025-07-25 |
2025-07-28 |
ind_natural_gas_utilities |
0.0047 |
-0.0035 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-25 |
2025-07-28 |
country_CN |
-0.0909 |
-0.0002 |
0.0000 |
tilt_COUNTRY |
| 2025-07-25 |
2025-07-28 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-07-25 |
2025-07-28 |
ind_healthcare_equipment_supplies |
-0.0884 |
0.0002 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-25 |
2025-07-28 |
country_MY |
0.0061 |
0.0033 |
0.0000 |
tilt_COUNTRY |
| 2025-07-25 |
2025-07-28 |
ind_household_products_services |
-0.0127 |
0.0030 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-25 |
2025-07-28 |
ind_textiles_apparel |
-0.0288 |
-0.0043 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-25 |
2025-07-28 |
ind_integrated_hardware_software |
0.0079 |
-0.0027 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-25 |
2025-07-28 |
ind_renewable_energy |
0.0178 |
-0.0082 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-25 |
2025-07-28 |
size_MICRO |
-0.0080 |
0.0030 |
-0.0000 |
tilt_SIZE |
| 2025-07-25 |
2025-07-28 |
ind_biotechnology |
-0.0126 |
0.0127 |
-0.0002 |
tilt_INDUSTRY |
| 2025-07-25 |
2025-07-28 |
ind_insurance |
0.0414 |
0.0079 |
0.0003 |
tilt_INDUSTRY |
| 2025-07-25 |
2025-07-28 |
ind_healthcare_providers_services |
0.0250 |
-0.0014 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-25 |
2025-07-28 |
ind_banking_services |
-0.0852 |
-0.0045 |
0.0004 |
tilt_INDUSTRY |
| 2025-07-25 |
2025-07-28 |
fcost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-07-25 |
2025-07-28 |
ind_fintech |
0.0012 |
0.0118 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-25 |
2025-07-28 |
ind_household_goods |
-0.0085 |
-0.0020 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-25 |
2025-07-28 |
size_SMALL |
-0.0023 |
-0.0012 |
0.0000 |
tilt_SIZE |
| 2025-07-25 |
2025-07-28 |
ind_consumer_goods_conglomerates |
0.0148 |
-0.0091 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-25 |
2025-07-28 |
ind_construction_engineering |
0.0683 |
-0.0046 |
-0.0003 |
tilt_INDUSTRY |
| 2025-07-25 |
2025-07-28 |
ind_multiline_utilities |
-0.0130 |
-0.0009 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-25 |
2025-07-28 |
ind_specialty_reatil |
0.0036 |
-0.0009 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-25 |
2025-07-28 |
ind_water_utilities |
-0.0077 |
0.0013 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-25 |
2025-07-28 |
ind_computers_phones_household_electronics |
0.0900 |
0.0050 |
0.0005 |
tilt_INDUSTRY |
| 2025-07-25 |
2025-07-28 |
ind_pharmaceuticals |
-0.0448 |
0.0074 |
-0.0003 |
tilt_INDUSTRY |
| 2025-07-25 |
2025-07-28 |
sbeta_market |
0.0224 |
0.0032 |
0.0001 |
risk_exposure |
| 2025-07-25 |
2025-07-28 |
country_SG |
0.0591 |
-0.0008 |
-0.0000 |
tilt_COUNTRY |
| 2025-07-25 |
2025-07-28 |
size_LARGE |
0.1237 |
0.0035 |
0.0004 |
tilt_SIZE |
| 2025-07-25 |
2025-07-28 |
ind_transportation_infrastructure |
-0.0077 |
-0.0048 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-25 |
2025-07-28 |
ind_investment_services |
0.0743 |
0.0021 |
0.0002 |
tilt_INDUSTRY |
| 2025-07-25 |
2025-07-28 |
reversal |
1.3825 |
0.0015 |
0.0021 |
alpha_REVERSAL |
| 2025-07-25 |
2025-07-28 |
stability |
4.5432 |
0.0007 |
0.0033 |
alpha_QUALITY |
| 2025-07-25 |
2025-07-28 |
ind_electronic_equipment |
-0.0769 |
0.0086 |
-0.0007 |
tilt_INDUSTRY |
| 2025-07-25 |
2025-07-28 |
country_PH |
0.0022 |
-0.0004 |
-0.0000 |
tilt_COUNTRY |
| 2025-07-25 |
2025-07-28 |
ind_coal |
-0.0460 |
-0.0196 |
0.0009 |
tilt_INDUSTRY |
| 2025-07-25 |
2025-07-28 |
ind_beverages |
-0.0798 |
-0.0042 |
0.0003 |
tilt_INDUSTRY |
| 2025-07-25 |
2025-07-28 |
ind_oil_gas_equipment_services |
-0.0102 |
-0.0072 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-25 |
2025-07-28 |
fmom |
0.5797 |
-0.0003 |
-0.0002 |
alpha_QUALITY |
| 2025-07-25 |
2025-07-28 |
ind_construction_materials |
-0.0048 |
0.0011 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-25 |
2025-07-28 |
ind_software_it_services |
0.1021 |
-0.0037 |
-0.0004 |
tilt_INDUSTRY |
| 2025-07-25 |
2025-07-28 |
ind_leisure_products |
0.0089 |
-0.0002 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-25 |
2025-07-28 |
ind_telecommunications_serices |
0.1199 |
-0.0022 |
-0.0003 |
tilt_INDUSTRY |
| 2025-07-25 |
2025-07-28 |
country_AU |
-0.1007 |
0.0073 |
-0.0007 |
tilt_COUNTRY |
| 2025-07-25 |
2025-07-28 |
ind_aerospace_defense |
-0.0030 |
0.0129 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-25 |
2025-07-28 |
ind_food_drug_retail |
0.0588 |
-0.0014 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-25 |
2025-07-28 |
size_MID |
-0.0993 |
-0.0014 |
0.0001 |
tilt_SIZE |
| 2025-07-25 |
2025-07-28 |
ind_diversified_retail |
-0.0072 |
-0.0022 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-25 |
2025-07-28 |
ind_paper_forestry |
-0.0043 |
-0.0035 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-25 |
2025-07-28 |
country_ID |
0.0036 |
0.0190 |
0.0001 |
tilt_COUNTRY |
| 2025-07-25 |
2025-07-28 |
pdiscrepancy |
NaN |
NaN |
-0.0000 |
unexplained |
| 2025-07-25 |
2025-07-28 |
quality |
4.0604 |
-0.0006 |
-0.0024 |
alpha_QUALITY |
| 2025-07-25 |
2025-07-28 |
ind_communications_equipment |
0.0227 |
0.0108 |
0.0002 |
tilt_INDUSTRY |
| 2025-07-25 |
2025-07-28 |
ind_chemicals |
-0.0599 |
0.0036 |
-0.0002 |
tilt_INDUSTRY |
| 2025-07-25 |
2025-07-28 |
momentum |
0.0307 |
-0.0001 |
-0.0000 |
alpha_MOMENTUM |
| 2025-07-25 |
2025-07-28 |
country_TH |
0.0548 |
0.0062 |
0.0003 |
tilt_COUNTRY |
| 2025-07-25 |
2025-07-28 |
ind_industrial_distribution |
0.0189 |
-0.0076 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-25 |
2025-07-28 |
ind_metals_mining |
-0.1318 |
-0.0093 |
0.0012 |
tilt_INDUSTRY |
| 2025-07-25 |
2025-07-28 |
ind_holding_companies |
0.0070 |
0.0040 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-25 |
2025-07-28 |
country_IN |
0.0001 |
-0.0061 |
-0.0000 |
tilt_COUNTRY |
| 2025-07-28 |
2025-07-29 |
linkage |
0.6832 |
-0.0004 |
-0.0003 |
alpha_MOMENTUM |
| 2025-07-28 |
2025-07-29 |
ind_insurance |
0.0418 |
-0.0005 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-28 |
2025-07-29 |
size_MID |
-0.0959 |
0.0015 |
-0.0001 |
tilt_SIZE |
| 2025-07-28 |
2025-07-29 |
ind_renewable_energy |
0.0176 |
0.0112 |
0.0002 |
tilt_INDUSTRY |
| 2025-07-28 |
2025-07-29 |
ind_natural_gas_utilities |
0.0046 |
-0.0038 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-28 |
2025-07-29 |
ind_banking_services |
-0.0979 |
-0.0037 |
0.0004 |
tilt_INDUSTRY |
| 2025-07-28 |
2025-07-29 |
ind_telecommunications_serices |
0.1200 |
0.0016 |
0.0002 |
tilt_INDUSTRY |
| 2025-07-28 |
2025-07-29 |
ind_construction_materials |
-0.0044 |
-0.0009 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-28 |
2025-07-29 |
ind_consumer_goods_conglomerates |
0.0161 |
-0.0043 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-28 |
2025-07-29 |
size_SMALL |
-0.0028 |
0.0012 |
-0.0000 |
tilt_SIZE |
| 2025-07-28 |
2025-07-29 |
country_ID |
0.0035 |
0.0046 |
0.0000 |
tilt_COUNTRY |
| 2025-07-28 |
2025-07-29 |
ind_passenger_transportation |
0.0627 |
-0.0012 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-28 |
2025-07-29 |
value_gc |
1.8693 |
-0.0004 |
-0.0008 |
alpha_VALUE |
| 2025-07-28 |
2025-07-29 |
pdiscrepancy |
NaN |
NaN |
-0.0000 |
unexplained |
| 2025-07-28 |
2025-07-29 |
ind_office_equipment |
-0.0174 |
-0.0018 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-28 |
2025-07-29 |
revision |
0.9319 |
0.0018 |
0.0016 |
alpha_REVISION |
| 2025-07-28 |
2025-07-29 |
market |
0.0194 |
-0.0022 |
-0.0000 |
risk_exposure |
| 2025-07-28 |
2025-07-29 |
ind_electronic_equipment |
-0.0755 |
0.0009 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-28 |
2025-07-29 |
country_SG |
0.0580 |
0.0010 |
0.0001 |
tilt_COUNTRY |
| 2025-07-28 |
2025-07-29 |
ind_household_products_services |
-0.0129 |
-0.0013 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-28 |
2025-07-29 |
ind_beverages |
-0.0799 |
-0.0040 |
0.0003 |
tilt_INDUSTRY |
| 2025-07-28 |
2025-07-29 |
country_IN |
0.0000 |
0.0091 |
0.0000 |
tilt_COUNTRY |
| 2025-07-28 |
2025-07-29 |
ind_machinery |
0.0996 |
0.0004 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-28 |
2025-07-29 |
country_JP |
-0.0601 |
-0.0039 |
0.0002 |
tilt_COUNTRY |
| 2025-07-28 |
2025-07-29 |
ind_textiles_apparel |
-0.0284 |
-0.0010 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-28 |
2025-07-29 |
ind_construction_engineering |
0.0684 |
0.0028 |
0.0002 |
tilt_INDUSTRY |
| 2025-07-28 |
2025-07-29 |
ind_industrial_distribution |
0.0212 |
-0.0060 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-28 |
2025-07-29 |
neglect |
0.7070 |
-0.0001 |
-0.0001 |
alpha_VALUE |
| 2025-07-28 |
2025-07-29 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-07-28 |
2025-07-29 |
fmom |
0.5793 |
-0.0003 |
-0.0002 |
alpha_QUALITY |
| 2025-07-28 |
2025-07-29 |
ind_healthcare_equipment_supplies |
-0.0884 |
-0.0002 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-28 |
2025-07-29 |
country_TH |
0.0533 |
0.0187 |
0.0010 |
tilt_COUNTRY |
| 2025-07-28 |
2025-07-29 |
ind_water_utilities |
-0.0076 |
-0.0094 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-28 |
2025-07-29 |
country_KR |
-0.0991 |
0.0027 |
-0.0003 |
tilt_COUNTRY |
| 2025-07-28 |
2025-07-29 |
size_LARGE |
0.1263 |
-0.0037 |
-0.0005 |
tilt_SIZE |
| 2025-07-28 |
2025-07-29 |
ind_transportation_infrastructure |
-0.0049 |
-0.0030 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-28 |
2025-07-29 |
ind_metals_mining |
-0.1270 |
0.0003 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-28 |
2025-07-29 |
momentum |
-0.0010 |
-0.0004 |
0.0000 |
alpha_MOMENTUM |
| 2025-07-28 |
2025-07-29 |
quality |
4.0859 |
0.0010 |
0.0040 |
alpha_QUALITY |
| 2025-07-28 |
2025-07-29 |
country_XH |
0.0844 |
0.0011 |
0.0001 |
tilt_COUNTRY |
| 2025-07-28 |
2025-07-29 |
ind_chemicals |
-0.0530 |
-0.0038 |
0.0002 |
tilt_INDUSTRY |
| 2025-07-28 |
2025-07-29 |
ind_communications_equipment |
0.0198 |
0.0061 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-28 |
2025-07-29 |
ind_holding_companies |
0.0070 |
0.0049 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-28 |
2025-07-29 |
ind_paper_forestry |
-0.0042 |
-0.0047 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-28 |
2025-07-29 |
ind_homebuilding_building_products |
-0.0333 |
-0.0065 |
0.0002 |
tilt_INDUSTRY |
| 2025-07-28 |
2025-07-29 |
stability |
4.5512 |
0.0002 |
0.0008 |
alpha_QUALITY |
| 2025-07-28 |
2025-07-29 |
ind_diversified_retail |
-0.0075 |
0.0002 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-28 |
2025-07-29 |
country_PH |
0.0022 |
-0.0017 |
-0.0000 |
tilt_COUNTRY |
| 2025-07-28 |
2025-07-29 |
reversal |
1.1227 |
-0.0001 |
-0.0001 |
alpha_REVERSAL |
| 2025-07-28 |
2025-07-29 |
ind_coal |
-0.0476 |
0.0032 |
-0.0002 |
tilt_INDUSTRY |
| 2025-07-28 |
2025-07-29 |
ind_media_publishing |
0.0295 |
-0.0016 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-28 |
2025-07-29 |
value_liq |
0.4171 |
-0.0000 |
-0.0000 |
alpha_VALUE |
| 2025-07-28 |
2025-07-29 |
ind_oil_gas_equipment_services |
-0.0108 |
-0.0013 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-28 |
2025-07-29 |
ind_software_it_services |
0.0936 |
-0.0006 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-28 |
2025-07-29 |
ind_leisure_products |
0.0086 |
0.0005 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-28 |
2025-07-29 |
country_NZ |
-0.0183 |
0.0029 |
-0.0001 |
tilt_COUNTRY |
| 2025-07-28 |
2025-07-29 |
country_AU |
-0.0974 |
0.0013 |
-0.0001 |
tilt_COUNTRY |
| 2025-07-28 |
2025-07-29 |
ind_aerospace_defense |
-0.0030 |
0.0078 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-28 |
2025-07-29 |
ind_food_drug_retail |
0.0582 |
-0.0014 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-28 |
2025-07-29 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-07-28 |
2025-07-29 |
sdiscrepancy |
NaN |
NaN |
-0.0001 |
unexplained |
| 2025-07-28 |
2025-07-29 |
country_CN |
-0.0901 |
-0.0001 |
0.0000 |
tilt_COUNTRY |
| 2025-07-28 |
2025-07-29 |
ind_hotels_entertainment |
-0.0644 |
-0.0047 |
0.0003 |
tilt_INDUSTRY |
| 2025-07-28 |
2025-07-29 |
size_MICRO |
-0.0082 |
-0.0024 |
0.0000 |
tilt_SIZE |
| 2025-07-28 |
2025-07-29 |
ind_food_tobacco |
0.1236 |
-0.0039 |
-0.0005 |
tilt_INDUSTRY |
| 2025-07-28 |
2025-07-29 |
ind_real_estate_operations |
-0.0180 |
-0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-28 |
2025-07-29 |
ind_biotechnology |
-0.0117 |
0.0209 |
-0.0002 |
tilt_INDUSTRY |
| 2025-07-28 |
2025-07-29 |
ind_healthcare_providers_services |
0.0251 |
0.0002 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-28 |
2025-07-29 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-07-28 |
2025-07-29 |
ind_fintech |
0.0008 |
0.0014 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-28 |
2025-07-29 |
ind_household_goods |
-0.0088 |
-0.0056 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-28 |
2025-07-29 |
ind_multiline_utilities |
-0.0128 |
-0.0000 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-28 |
2025-07-29 |
ind_electric_utilities_ipps |
-0.0530 |
0.0008 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-28 |
2025-07-29 |
ind_semiconductors |
0.0068 |
0.0026 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-28 |
2025-07-29 |
ind_specialty_reatil |
0.0032 |
0.0019 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-28 |
2025-07-29 |
ind_investment_services |
0.0759 |
-0.0009 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-28 |
2025-07-29 |
ind_pharmaceuticals |
-0.0471 |
0.0100 |
-0.0005 |
tilt_INDUSTRY |
| 2025-07-28 |
2025-07-29 |
ind_commercial_services_supplies |
0.0044 |
-0.0035 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-28 |
2025-07-29 |
ind_integrated_hardware_software |
0.0079 |
0.0014 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-28 |
2025-07-29 |
ind_uranium |
-0.0024 |
-0.0483 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-28 |
2025-07-29 |
linearCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-07-28 |
2025-07-29 |
ind_oil_gas |
0.0751 |
0.0089 |
0.0007 |
tilt_INDUSTRY |
| 2025-07-28 |
2025-07-29 |
specret |
NaN |
NaN |
-0.0043 |
unexplained |
| 2025-07-28 |
2025-07-29 |
country_HK |
0.1257 |
0.0053 |
0.0007 |
tilt_COUNTRY |
| 2025-07-28 |
2025-07-29 |
ind_automobile |
-0.1131 |
-0.0031 |
0.0003 |
tilt_INDUSTRY |
| 2025-07-28 |
2025-07-29 |
ind_containers_packaging |
0.0069 |
-0.0011 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-28 |
2025-07-29 |
country_TW |
0.0512 |
-0.0106 |
-0.0005 |
tilt_COUNTRY |
| 2025-07-28 |
2025-07-29 |
ind_freight_logistics |
-0.0353 |
-0.0030 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-28 |
2025-07-29 |
country_MY |
0.0061 |
-0.0015 |
-0.0000 |
tilt_COUNTRY |
| 2025-07-28 |
2025-07-29 |
sbeta_market |
0.0266 |
0.0026 |
0.0001 |
risk_exposure |
| 2025-07-28 |
2025-07-29 |
ind_computers_phones_household_electronics |
0.0912 |
0.0007 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-29 |
2025-07-30 |
value_liq |
0.4721 |
0.0003 |
0.0002 |
alpha_VALUE |
| 2025-07-29 |
2025-07-30 |
ind_machinery |
0.1116 |
-0.0037 |
-0.0004 |
tilt_INDUSTRY |
| 2025-07-29 |
2025-07-30 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-07-29 |
2025-07-30 |
ind_chemicals |
-0.0402 |
0.0042 |
-0.0002 |
tilt_INDUSTRY |
| 2025-07-29 |
2025-07-30 |
linearCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-07-29 |
2025-07-30 |
ind_passenger_transportation |
0.0626 |
-0.0016 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-29 |
2025-07-30 |
ind_biotechnology |
-0.0105 |
-0.0090 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-29 |
2025-07-30 |
linkage |
0.6583 |
0.0001 |
0.0001 |
alpha_MOMENTUM |
| 2025-07-29 |
2025-07-30 |
ind_healthcare_providers_services |
0.0252 |
0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-29 |
2025-07-30 |
ind_beverages |
-0.0833 |
0.0083 |
-0.0007 |
tilt_INDUSTRY |
| 2025-07-29 |
2025-07-30 |
market |
0.0193 |
0.0096 |
0.0002 |
risk_exposure |
| 2025-07-29 |
2025-07-30 |
ind_holding_companies |
0.0070 |
-0.0052 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-29 |
2025-07-30 |
ind_banking_services |
-0.1198 |
0.0003 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-29 |
2025-07-30 |
ind_automobile |
-0.1107 |
-0.0038 |
0.0004 |
tilt_INDUSTRY |
| 2025-07-29 |
2025-07-30 |
momentum |
-0.0297 |
-0.0012 |
0.0000 |
alpha_MOMENTUM |
| 2025-07-29 |
2025-07-30 |
ind_paper_forestry |
-0.0041 |
0.0017 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-29 |
2025-07-30 |
ind_homebuilding_building_products |
-0.0333 |
0.0034 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-29 |
2025-07-30 |
ind_aerospace_defense |
-0.0028 |
-0.0072 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-29 |
2025-07-30 |
neglect |
0.7564 |
-0.0000 |
-0.0000 |
alpha_VALUE |
| 2025-07-29 |
2025-07-30 |
ind_electronic_equipment |
-0.0746 |
-0.0016 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-29 |
2025-07-30 |
pdiscrepancy |
NaN |
NaN |
0.0000 |
unexplained |
| 2025-07-29 |
2025-07-30 |
ind_oil_gas_equipment_services |
-0.0118 |
0.0052 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-29 |
2025-07-30 |
ind_hotels_entertainment |
-0.0652 |
0.0005 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-29 |
2025-07-30 |
fmom |
0.5673 |
0.0004 |
0.0002 |
alpha_QUALITY |
| 2025-07-29 |
2025-07-30 |
ind_coal |
-0.0492 |
0.0013 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-29 |
2025-07-30 |
ind_healthcare_equipment_supplies |
-0.0878 |
-0.0032 |
0.0003 |
tilt_INDUSTRY |
| 2025-07-29 |
2025-07-30 |
ind_pharmaceuticals |
-0.0404 |
-0.0013 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-29 |
2025-07-30 |
ind_water_utilities |
-0.0076 |
-0.0034 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-29 |
2025-07-30 |
ind_electric_utilities_ipps |
-0.0553 |
0.0005 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-29 |
2025-07-30 |
ind_software_it_services |
0.0859 |
-0.0029 |
-0.0002 |
tilt_INDUSTRY |
| 2025-07-29 |
2025-07-30 |
ind_diversified_retail |
-0.0081 |
-0.0005 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-29 |
2025-07-30 |
ind_renewable_energy |
0.0168 |
-0.0018 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-29 |
2025-07-30 |
ind_containers_packaging |
0.0071 |
0.0019 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-29 |
2025-07-30 |
ind_specialty_reatil |
0.0029 |
-0.0039 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-29 |
2025-07-30 |
ind_fintech |
0.0002 |
0.0015 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-29 |
2025-07-30 |
ind_consumer_goods_conglomerates |
0.0169 |
0.0193 |
0.0003 |
tilt_INDUSTRY |
| 2025-07-29 |
2025-07-30 |
ind_telecommunications_serices |
0.1200 |
-0.0030 |
-0.0004 |
tilt_INDUSTRY |
| 2025-07-29 |
2025-07-30 |
ind_food_drug_retail |
0.0580 |
0.0051 |
0.0003 |
tilt_INDUSTRY |
| 2025-07-29 |
2025-07-30 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-07-29 |
2025-07-30 |
ind_construction_materials |
-0.0041 |
0.0031 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-29 |
2025-07-30 |
ind_food_tobacco |
0.1224 |
0.0053 |
0.0007 |
tilt_INDUSTRY |
| 2025-07-29 |
2025-07-30 |
ind_construction_engineering |
0.0690 |
-0.0022 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-29 |
2025-07-30 |
ind_computers_phones_household_electronics |
0.0925 |
-0.0003 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-29 |
2025-07-30 |
ind_transportation_infrastructure |
-0.0047 |
-0.0009 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-29 |
2025-07-30 |
ind_real_estate_operations |
-0.0185 |
0.0012 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-29 |
2025-07-30 |
ind_freight_logistics |
-0.0371 |
0.0015 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-29 |
2025-07-30 |
ind_communications_equipment |
0.0144 |
0.0006 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-29 |
2025-07-30 |
ind_uranium |
-0.0024 |
-0.0008 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-29 |
2025-07-30 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-07-29 |
2025-07-30 |
ind_commercial_services_supplies |
0.0035 |
-0.0031 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-29 |
2025-07-30 |
ind_textiles_apparel |
-0.0275 |
0.0075 |
-0.0002 |
tilt_INDUSTRY |
| 2025-07-29 |
2025-07-30 |
quality |
4.0909 |
0.0007 |
0.0028 |
alpha_QUALITY |
| 2025-07-29 |
2025-07-30 |
ind_semiconductors |
0.0172 |
0.0012 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-29 |
2025-07-30 |
country_KR |
-0.1002 |
-0.0004 |
0.0000 |
tilt_COUNTRY |
| 2025-07-29 |
2025-07-30 |
sdiscrepancy |
NaN |
NaN |
0.0003 |
unexplained |
| 2025-07-29 |
2025-07-30 |
country_CN |
-0.0873 |
0.0001 |
-0.0000 |
tilt_COUNTRY |
| 2025-07-29 |
2025-07-30 |
ind_investment_services |
0.0786 |
-0.0023 |
-0.0002 |
tilt_INDUSTRY |
| 2025-07-29 |
2025-07-30 |
ind_leisure_products |
0.0087 |
-0.0036 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-29 |
2025-07-30 |
country_NZ |
-0.0181 |
-0.0047 |
0.0001 |
tilt_COUNTRY |
| 2025-07-29 |
2025-07-30 |
size_LARGE |
0.1239 |
0.0004 |
0.0000 |
tilt_SIZE |
| 2025-07-29 |
2025-07-30 |
ind_natural_gas_utilities |
0.0045 |
0.0051 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-29 |
2025-07-30 |
country_PH |
0.0021 |
-0.0044 |
-0.0000 |
tilt_COUNTRY |
| 2025-07-29 |
2025-07-30 |
country_HK |
0.1213 |
-0.0053 |
-0.0006 |
tilt_COUNTRY |
| 2025-07-29 |
2025-07-30 |
country_MY |
0.0060 |
-0.0066 |
-0.0000 |
tilt_COUNTRY |
| 2025-07-29 |
2025-07-30 |
ind_metals_mining |
-0.1261 |
-0.0007 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-29 |
2025-07-30 |
size_MID |
-0.0924 |
-0.0002 |
0.0000 |
tilt_SIZE |
| 2025-07-29 |
2025-07-30 |
ind_oil_gas |
0.0730 |
0.0070 |
0.0005 |
tilt_INDUSTRY |
| 2025-07-29 |
2025-07-30 |
size_MICRO |
-0.0086 |
0.0027 |
-0.0000 |
tilt_SIZE |
| 2025-07-29 |
2025-07-30 |
specret |
NaN |
NaN |
-0.0053 |
unexplained |
| 2025-07-29 |
2025-07-30 |
country_ID |
0.0034 |
-0.0167 |
-0.0001 |
tilt_COUNTRY |
| 2025-07-29 |
2025-07-30 |
ind_insurance |
0.0386 |
0.0073 |
0.0003 |
tilt_INDUSTRY |
| 2025-07-29 |
2025-07-30 |
ind_multiline_utilities |
-0.0124 |
-0.0049 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-29 |
2025-07-30 |
stability |
4.5540 |
0.0004 |
0.0020 |
alpha_QUALITY |
| 2025-07-29 |
2025-07-30 |
ind_integrated_hardware_software |
0.0079 |
-0.0033 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-29 |
2025-07-30 |
country_XH |
0.0771 |
-0.0011 |
-0.0001 |
tilt_COUNTRY |
| 2025-07-29 |
2025-07-30 |
reversal |
1.0040 |
0.0011 |
0.0011 |
alpha_REVERSAL |
| 2025-07-29 |
2025-07-30 |
ind_media_publishing |
0.0299 |
0.0029 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-29 |
2025-07-30 |
ind_household_goods |
-0.0094 |
0.0032 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-29 |
2025-07-30 |
value_gc |
1.9111 |
0.0009 |
0.0018 |
alpha_VALUE |
| 2025-07-29 |
2025-07-30 |
country_TW |
0.0489 |
0.0045 |
0.0002 |
tilt_COUNTRY |
| 2025-07-29 |
2025-07-30 |
revision |
0.8775 |
0.0006 |
0.0005 |
alpha_REVISION |
| 2025-07-29 |
2025-07-30 |
ind_industrial_distribution |
0.0226 |
0.0030 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-29 |
2025-07-30 |
ind_household_products_services |
-0.0131 |
0.0004 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-29 |
2025-07-30 |
country_IN |
0.0000 |
-0.0046 |
0.0000 |
tilt_COUNTRY |
| 2025-07-29 |
2025-07-30 |
country_AU |
-0.0984 |
0.0008 |
-0.0001 |
tilt_COUNTRY |
| 2025-07-29 |
2025-07-30 |
country_TH |
0.0475 |
0.0069 |
0.0003 |
tilt_COUNTRY |
| 2025-07-29 |
2025-07-30 |
country_SG |
0.0576 |
-0.0078 |
-0.0004 |
tilt_COUNTRY |
| 2025-07-29 |
2025-07-30 |
sbeta_market |
0.0289 |
-0.0115 |
-0.0003 |
risk_exposure |
| 2025-07-29 |
2025-07-30 |
ind_office_equipment |
-0.0175 |
0.0010 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-29 |
2025-07-30 |
size_SMALL |
-0.0036 |
-0.0003 |
0.0000 |
tilt_SIZE |
| 2025-07-29 |
2025-07-30 |
country_JP |
-0.0407 |
0.0030 |
-0.0001 |
tilt_COUNTRY |
| 2025-07-30 |
2025-07-31 |
ind_food_tobacco |
0.1189 |
-0.0015 |
-0.0002 |
tilt_INDUSTRY |
| 2025-07-30 |
2025-07-31 |
ind_fintech |
-0.0000 |
-0.0088 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-30 |
2025-07-31 |
ind_food_drug_retail |
0.0583 |
-0.0011 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-30 |
2025-07-31 |
ind_leisure_products |
0.0083 |
-0.0069 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-30 |
2025-07-31 |
ind_media_publishing |
0.0295 |
0.0057 |
0.0002 |
tilt_INDUSTRY |
| 2025-07-30 |
2025-07-31 |
ind_renewable_energy |
0.0156 |
-0.0234 |
-0.0004 |
tilt_INDUSTRY |
| 2025-07-30 |
2025-07-31 |
ind_electronic_equipment |
-0.0721 |
0.0067 |
-0.0005 |
tilt_INDUSTRY |
| 2025-07-30 |
2025-07-31 |
ind_metals_mining |
-0.1241 |
-0.0178 |
0.0022 |
tilt_INDUSTRY |
| 2025-07-30 |
2025-07-31 |
ind_investment_services |
0.0811 |
-0.0058 |
-0.0005 |
tilt_INDUSTRY |
| 2025-07-30 |
2025-07-31 |
ind_oil_gas |
0.0672 |
0.0022 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-30 |
2025-07-31 |
ind_integrated_hardware_software |
0.0078 |
0.0091 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-30 |
2025-07-31 |
ind_hotels_entertainment |
-0.0654 |
0.0024 |
-0.0002 |
tilt_INDUSTRY |
| 2025-07-30 |
2025-07-31 |
ind_household_goods |
-0.0101 |
-0.0083 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-30 |
2025-07-31 |
ind_oil_gas_equipment_services |
-0.0130 |
0.0021 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-30 |
2025-07-31 |
ind_homebuilding_building_products |
-0.0334 |
-0.0076 |
0.0003 |
tilt_INDUSTRY |
| 2025-07-30 |
2025-07-31 |
ind_household_products_services |
-0.0134 |
0.0054 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-30 |
2025-07-31 |
ind_office_equipment |
-0.0176 |
-0.0035 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-30 |
2025-07-31 |
ind_paper_forestry |
-0.0039 |
-0.0063 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-30 |
2025-07-31 |
ind_holding_companies |
0.0070 |
0.0020 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-30 |
2025-07-31 |
ind_industrial_distribution |
0.0230 |
-0.0029 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-30 |
2025-07-31 |
ind_healthcare_providers_services |
0.0248 |
0.0066 |
0.0002 |
tilt_INDUSTRY |
| 2025-07-30 |
2025-07-31 |
ind_natural_gas_utilities |
0.0043 |
-0.0019 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-30 |
2025-07-31 |
ind_passenger_transportation |
0.0623 |
-0.0017 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-30 |
2025-07-31 |
ind_healthcare_equipment_supplies |
-0.0866 |
0.0028 |
-0.0002 |
tilt_INDUSTRY |
| 2025-07-30 |
2025-07-31 |
ind_insurance |
0.0329 |
-0.0009 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-30 |
2025-07-31 |
ind_multiline_utilities |
-0.0125 |
0.0109 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-30 |
2025-07-31 |
ind_pharmaceuticals |
-0.0331 |
0.0020 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-30 |
2025-07-31 |
ind_freight_logistics |
-0.0371 |
-0.0059 |
0.0002 |
tilt_INDUSTRY |
| 2025-07-30 |
2025-07-31 |
ind_real_estate_operations |
-0.0126 |
-0.0109 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-30 |
2025-07-31 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-07-30 |
2025-07-31 |
ind_commercial_services_supplies |
0.0032 |
0.0020 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-30 |
2025-07-31 |
ind_electric_utilities_ipps |
-0.0562 |
-0.0040 |
0.0002 |
tilt_INDUSTRY |
| 2025-07-30 |
2025-07-31 |
quality |
4.0695 |
-0.0008 |
-0.0032 |
alpha_QUALITY |
| 2025-07-30 |
2025-07-31 |
country_XH |
0.0697 |
-0.0137 |
-0.0010 |
tilt_COUNTRY |
| 2025-07-30 |
2025-07-31 |
reversal |
0.9500 |
0.0016 |
0.0016 |
alpha_REVERSAL |
| 2025-07-30 |
2025-07-31 |
country_TW |
0.0475 |
0.0049 |
0.0002 |
tilt_COUNTRY |
| 2025-07-30 |
2025-07-31 |
revision |
0.8173 |
0.0022 |
0.0018 |
alpha_REVISION |
| 2025-07-30 |
2025-07-31 |
country_TH |
0.0412 |
0.0031 |
0.0001 |
tilt_COUNTRY |
| 2025-07-30 |
2025-07-31 |
country_SG |
0.0574 |
0.0016 |
0.0001 |
tilt_COUNTRY |
| 2025-07-30 |
2025-07-31 |
sbeta_market |
0.0374 |
0.0029 |
0.0001 |
risk_exposure |
| 2025-07-30 |
2025-07-31 |
country_PH |
0.0021 |
0.0007 |
0.0000 |
tilt_COUNTRY |
| 2025-07-30 |
2025-07-31 |
sdiscrepancy |
NaN |
NaN |
-0.0001 |
unexplained |
| 2025-07-30 |
2025-07-31 |
country_NZ |
-0.0175 |
0.0064 |
-0.0001 |
tilt_COUNTRY |
| 2025-07-30 |
2025-07-31 |
size_LARGE |
0.1235 |
0.0001 |
0.0000 |
tilt_SIZE |
| 2025-07-30 |
2025-07-31 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-07-30 |
2025-07-31 |
country_MY |
0.0061 |
0.0069 |
0.0000 |
tilt_COUNTRY |
| 2025-07-30 |
2025-07-31 |
size_MICRO |
-0.0086 |
0.0027 |
-0.0000 |
tilt_SIZE |
| 2025-07-30 |
2025-07-31 |
country_JP |
-0.0297 |
0.0171 |
-0.0005 |
tilt_COUNTRY |
| 2025-07-30 |
2025-07-31 |
size_MID |
-0.0872 |
-0.0022 |
0.0002 |
tilt_SIZE |
| 2025-07-30 |
2025-07-31 |
country_IN |
0.0000 |
0.0031 |
0.0000 |
tilt_COUNTRY |
| 2025-07-30 |
2025-07-31 |
size_SMALL |
-0.0049 |
0.0024 |
-0.0000 |
tilt_SIZE |
| 2025-07-30 |
2025-07-31 |
country_ID |
0.0034 |
-0.0015 |
-0.0000 |
tilt_COUNTRY |
| 2025-07-30 |
2025-07-31 |
country_HK |
0.1197 |
-0.0068 |
-0.0008 |
tilt_COUNTRY |
| 2025-07-30 |
2025-07-31 |
specret |
NaN |
NaN |
-0.0029 |
unexplained |
| 2025-07-30 |
2025-07-31 |
country_CN |
-0.0790 |
-0.0069 |
0.0005 |
tilt_COUNTRY |
| 2025-07-30 |
2025-07-31 |
stability |
4.5224 |
0.0005 |
0.0021 |
alpha_QUALITY |
| 2025-07-30 |
2025-07-31 |
country_AU |
-0.0977 |
0.0102 |
-0.0010 |
tilt_COUNTRY |
| 2025-07-30 |
2025-07-31 |
value_gc |
1.9405 |
0.0004 |
0.0008 |
alpha_VALUE |
| 2025-07-30 |
2025-07-31 |
country_KR |
-0.1005 |
0.0043 |
-0.0004 |
tilt_COUNTRY |
| 2025-07-30 |
2025-07-31 |
fmom |
0.5566 |
-0.0000 |
-0.0000 |
alpha_QUALITY |
| 2025-07-30 |
2025-07-31 |
pdiscrepancy |
NaN |
NaN |
0.0000 |
unexplained |
| 2025-07-30 |
2025-07-31 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-07-30 |
2025-07-31 |
ind_software_it_services |
0.0785 |
0.0122 |
0.0010 |
tilt_INDUSTRY |
| 2025-07-30 |
2025-07-31 |
ind_diversified_retail |
-0.0087 |
-0.0012 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-30 |
2025-07-31 |
ind_containers_packaging |
0.0072 |
-0.0011 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-30 |
2025-07-31 |
ind_specialty_reatil |
0.0029 |
-0.0013 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-30 |
2025-07-31 |
ind_consumer_goods_conglomerates |
0.0156 |
0.0083 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-30 |
2025-07-31 |
ind_telecommunications_serices |
0.1202 |
0.0090 |
0.0011 |
tilt_INDUSTRY |
| 2025-07-30 |
2025-07-31 |
ind_construction_materials |
-0.0039 |
-0.0056 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-30 |
2025-07-31 |
ind_textiles_apparel |
-0.0274 |
-0.0068 |
0.0002 |
tilt_INDUSTRY |
| 2025-07-30 |
2025-07-31 |
ind_construction_engineering |
0.0718 |
0.0026 |
0.0002 |
tilt_INDUSTRY |
| 2025-07-30 |
2025-07-31 |
ind_computers_phones_household_electronics |
0.0926 |
0.0052 |
0.0005 |
tilt_INDUSTRY |
| 2025-07-30 |
2025-07-31 |
ind_transportation_infrastructure |
-0.0047 |
-0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-30 |
2025-07-31 |
ind_communications_equipment |
0.0111 |
0.0106 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-30 |
2025-07-31 |
ind_uranium |
-0.0025 |
-0.0419 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-30 |
2025-07-31 |
ind_machinery |
0.1227 |
0.0021 |
0.0003 |
tilt_INDUSTRY |
| 2025-07-30 |
2025-07-31 |
ind_water_utilities |
-0.0076 |
-0.0010 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-30 |
2025-07-31 |
ind_coal |
-0.0474 |
-0.0110 |
0.0005 |
tilt_INDUSTRY |
| 2025-07-30 |
2025-07-31 |
ind_chemicals |
-0.0321 |
-0.0075 |
0.0002 |
tilt_INDUSTRY |
| 2025-07-30 |
2025-07-31 |
linearCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-07-30 |
2025-07-31 |
ind_biotechnology |
-0.0111 |
-0.0015 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-30 |
2025-07-31 |
linkage |
0.6593 |
0.0007 |
0.0005 |
alpha_MOMENTUM |
| 2025-07-30 |
2025-07-31 |
ind_beverages |
-0.0849 |
-0.0060 |
0.0005 |
tilt_INDUSTRY |
| 2025-07-30 |
2025-07-31 |
market |
0.0227 |
-0.0116 |
-0.0003 |
risk_exposure |
| 2025-07-30 |
2025-07-31 |
ind_banking_services |
-0.1330 |
0.0040 |
-0.0005 |
tilt_INDUSTRY |
| 2025-07-30 |
2025-07-31 |
ind_automobile |
-0.1096 |
-0.0033 |
0.0004 |
tilt_INDUSTRY |
| 2025-07-30 |
2025-07-31 |
momentum |
-0.0597 |
0.0014 |
-0.0001 |
alpha_MOMENTUM |
| 2025-07-30 |
2025-07-31 |
ind_aerospace_defense |
-0.0029 |
0.0093 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-30 |
2025-07-31 |
neglect |
0.7953 |
0.0004 |
0.0003 |
alpha_VALUE |
| 2025-07-30 |
2025-07-31 |
ind_semiconductors |
0.0226 |
0.0043 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-30 |
2025-07-31 |
value_liq |
0.5088 |
-0.0023 |
-0.0012 |
alpha_VALUE |