| 2025-07-31 |
2025-08-01 |
ind_diversified_retail |
-0.0099 |
0.0035 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-31 |
2025-08-01 |
ind_biotechnology |
-0.0123 |
-0.0088 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-31 |
2025-08-01 |
country_TH |
0.0409 |
-0.0192 |
-0.0008 |
tilt_COUNTRY |
| 2025-07-31 |
2025-08-01 |
country_NZ |
-0.0175 |
-0.0021 |
0.0000 |
tilt_COUNTRY |
| 2025-07-31 |
2025-08-01 |
ind_leisure_products |
0.0074 |
-0.0059 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-31 |
2025-08-01 |
ind_renewable_energy |
0.0159 |
0.0196 |
0.0003 |
tilt_INDUSTRY |
| 2025-07-31 |
2025-08-01 |
linearCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-07-31 |
2025-08-01 |
ind_real_estate_operations |
-0.0070 |
0.0020 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-31 |
2025-08-01 |
ind_healthcare_equipment_supplies |
-0.0841 |
-0.0045 |
0.0004 |
tilt_INDUSTRY |
| 2025-07-31 |
2025-08-01 |
fmom |
0.5640 |
-0.0005 |
-0.0003 |
alpha_QUALITY |
| 2025-07-31 |
2025-08-01 |
ind_commercial_services_supplies |
0.0024 |
0.0037 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-31 |
2025-08-01 |
ind_textiles_apparel |
-0.0257 |
-0.0008 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-31 |
2025-08-01 |
country_CN |
-0.0814 |
0.0041 |
-0.0003 |
tilt_COUNTRY |
| 2025-07-31 |
2025-08-01 |
ind_construction_materials |
-0.0037 |
-0.0014 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-31 |
2025-08-01 |
specret |
NaN |
NaN |
0.0039 |
unexplained |
| 2025-07-31 |
2025-08-01 |
ind_industrial_distribution |
0.0251 |
-0.0049 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-31 |
2025-08-01 |
ind_aerospace_defense |
-0.0031 |
-0.0122 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-31 |
2025-08-01 |
ind_insurance |
0.0267 |
-0.0036 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-31 |
2025-08-01 |
ind_banking_services |
-0.1491 |
0.0017 |
-0.0003 |
tilt_INDUSTRY |
| 2025-07-31 |
2025-08-01 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-07-31 |
2025-08-01 |
value_gc |
1.8843 |
0.0001 |
0.0001 |
alpha_VALUE |
| 2025-07-31 |
2025-08-01 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-07-31 |
2025-08-01 |
ind_metals_mining |
-0.1139 |
0.0000 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-31 |
2025-08-01 |
ind_water_utilities |
-0.0076 |
0.0020 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-31 |
2025-08-01 |
ind_paper_forestry |
-0.0037 |
0.0109 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-31 |
2025-08-01 |
country_JP |
-0.0318 |
0.0106 |
-0.0003 |
tilt_COUNTRY |
| 2025-07-31 |
2025-08-01 |
country_IN |
0.0000 |
-0.0122 |
0.0000 |
tilt_COUNTRY |
| 2025-07-31 |
2025-08-01 |
ind_containers_packaging |
0.0071 |
-0.0022 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-31 |
2025-08-01 |
reversal |
0.9278 |
0.0012 |
0.0011 |
alpha_REVERSAL |
| 2025-07-31 |
2025-08-01 |
ind_consumer_goods_conglomerates |
0.0133 |
-0.0074 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-31 |
2025-08-01 |
country_PH |
0.0021 |
0.0126 |
0.0000 |
tilt_COUNTRY |
| 2025-07-31 |
2025-08-01 |
size_LARGE |
0.1138 |
-0.0018 |
-0.0002 |
tilt_SIZE |
| 2025-07-31 |
2025-08-01 |
ind_office_equipment |
-0.0178 |
0.0045 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-31 |
2025-08-01 |
ind_transportation_infrastructure |
-0.0042 |
-0.0011 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-31 |
2025-08-01 |
ind_semiconductors |
0.0191 |
-0.0079 |
-0.0002 |
tilt_INDUSTRY |
| 2025-07-31 |
2025-08-01 |
ind_freight_logistics |
-0.0369 |
0.0045 |
-0.0002 |
tilt_INDUSTRY |
| 2025-07-31 |
2025-08-01 |
ind_computers_phones_household_electronics |
0.0923 |
0.0024 |
0.0002 |
tilt_INDUSTRY |
| 2025-07-31 |
2025-08-01 |
ind_specialty_reatil |
0.0034 |
0.0008 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-31 |
2025-08-01 |
country_AU |
-0.0919 |
-0.0050 |
0.0005 |
tilt_COUNTRY |
| 2025-07-31 |
2025-08-01 |
ind_natural_gas_utilities |
0.0041 |
0.0066 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-31 |
2025-08-01 |
ind_household_products_services |
-0.0137 |
0.0015 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-31 |
2025-08-01 |
ind_communications_equipment |
0.0104 |
-0.0012 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-31 |
2025-08-01 |
ind_integrated_hardware_software |
0.0077 |
0.0074 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-31 |
2025-08-01 |
linkage |
0.5637 |
-0.0000 |
-0.0000 |
alpha_MOMENTUM |
| 2025-07-31 |
2025-08-01 |
ind_media_publishing |
0.0289 |
0.0071 |
0.0002 |
tilt_INDUSTRY |
| 2025-07-31 |
2025-08-01 |
momentum |
-0.0827 |
0.0001 |
-0.0000 |
alpha_MOMENTUM |
| 2025-07-31 |
2025-08-01 |
ind_electronic_equipment |
-0.0695 |
0.0041 |
-0.0003 |
tilt_INDUSTRY |
| 2025-07-31 |
2025-08-01 |
ind_telecommunications_serices |
0.1208 |
0.0034 |
0.0004 |
tilt_INDUSTRY |
| 2025-07-31 |
2025-08-01 |
ind_chemicals |
-0.0289 |
-0.0027 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-31 |
2025-08-01 |
country_MY |
0.0061 |
0.0090 |
0.0001 |
tilt_COUNTRY |
| 2025-07-31 |
2025-08-01 |
stability |
4.4765 |
-0.0001 |
-0.0006 |
alpha_QUALITY |
| 2025-07-31 |
2025-08-01 |
ind_beverages |
-0.0808 |
0.0000 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-31 |
2025-08-01 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-07-31 |
2025-08-01 |
ind_pharmaceuticals |
-0.0366 |
-0.0048 |
0.0002 |
tilt_INDUSTRY |
| 2025-07-31 |
2025-08-01 |
sbeta_market |
0.0247 |
-0.0045 |
-0.0001 |
risk_exposure |
| 2025-07-31 |
2025-08-01 |
ind_passenger_transportation |
0.0615 |
0.0057 |
0.0004 |
tilt_INDUSTRY |
| 2025-07-31 |
2025-08-01 |
country_KR |
-0.0982 |
-0.0380 |
0.0037 |
tilt_COUNTRY |
| 2025-07-31 |
2025-08-01 |
ind_coal |
-0.0467 |
-0.0022 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-31 |
2025-08-01 |
ind_household_goods |
-0.0105 |
0.0036 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-31 |
2025-08-01 |
pdiscrepancy |
NaN |
NaN |
0.0000 |
unexplained |
| 2025-07-31 |
2025-08-01 |
ind_oil_gas_equipment_services |
-0.0139 |
-0.0031 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-31 |
2025-08-01 |
country_HK |
0.1235 |
-0.0083 |
-0.0010 |
tilt_COUNTRY |
| 2025-07-31 |
2025-08-01 |
ind_food_drug_retail |
0.0561 |
0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-31 |
2025-08-01 |
ind_construction_engineering |
0.0764 |
0.0047 |
0.0004 |
tilt_INDUSTRY |
| 2025-07-31 |
2025-08-01 |
ind_hotels_entertainment |
-0.0667 |
0.0005 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-31 |
2025-08-01 |
neglect |
0.7923 |
-0.0005 |
-0.0004 |
alpha_VALUE |
| 2025-07-31 |
2025-08-01 |
ind_investment_services |
0.0801 |
-0.0028 |
-0.0002 |
tilt_INDUSTRY |
| 2025-07-31 |
2025-08-01 |
ind_fintech |
-0.0005 |
-0.0037 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-31 |
2025-08-01 |
country_TW |
0.0445 |
0.0073 |
0.0003 |
tilt_COUNTRY |
| 2025-07-31 |
2025-08-01 |
sdiscrepancy |
NaN |
NaN |
-0.0004 |
unexplained |
| 2025-07-31 |
2025-08-01 |
ind_automobile |
-0.1074 |
0.0039 |
-0.0004 |
tilt_INDUSTRY |
| 2025-07-31 |
2025-08-01 |
ind_software_it_services |
0.0754 |
0.0027 |
0.0002 |
tilt_INDUSTRY |
| 2025-07-31 |
2025-08-01 |
ind_multiline_utilities |
-0.0130 |
-0.0024 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-31 |
2025-08-01 |
size_MICRO |
-0.0041 |
0.0046 |
-0.0000 |
tilt_SIZE |
| 2025-07-31 |
2025-08-01 |
ind_holding_companies |
0.0070 |
0.0031 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-31 |
2025-08-01 |
ind_uranium |
-0.0025 |
0.0071 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-31 |
2025-08-01 |
ind_electric_utilities_ipps |
-0.0551 |
-0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-31 |
2025-08-01 |
country_SG |
0.0582 |
-0.0021 |
-0.0001 |
tilt_COUNTRY |
| 2025-07-31 |
2025-08-01 |
size_SMALL |
0.0028 |
0.0023 |
0.0000 |
tilt_SIZE |
| 2025-07-31 |
2025-08-01 |
revision |
0.6799 |
-0.0005 |
-0.0003 |
alpha_REVISION |
| 2025-07-31 |
2025-08-01 |
ind_healthcare_providers_services |
0.0252 |
0.0044 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-31 |
2025-08-01 |
ind_machinery |
0.1396 |
-0.0003 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-31 |
2025-08-01 |
ind_oil_gas |
0.0621 |
-0.0051 |
-0.0003 |
tilt_INDUSTRY |
| 2025-07-31 |
2025-08-01 |
market |
0.0218 |
0.0006 |
0.0000 |
risk_exposure |
| 2025-07-31 |
2025-08-01 |
quality |
4.0485 |
-0.0002 |
-0.0007 |
alpha_QUALITY |
| 2025-07-31 |
2025-08-01 |
ind_homebuilding_building_products |
-0.0338 |
0.0007 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-31 |
2025-08-01 |
value_liq |
0.5157 |
0.0004 |
0.0002 |
alpha_VALUE |
| 2025-07-31 |
2025-08-01 |
size_MID |
-0.0907 |
-0.0010 |
0.0001 |
tilt_SIZE |
| 2025-07-31 |
2025-08-01 |
ind_food_tobacco |
0.1123 |
0.0005 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-31 |
2025-08-01 |
country_ID |
0.0034 |
0.0086 |
0.0000 |
tilt_COUNTRY |
| 2025-07-31 |
2025-08-01 |
country_XH |
0.0641 |
-0.0075 |
-0.0005 |
tilt_COUNTRY |
| 2025-08-01 |
2025-08-04 |
ind_telecommunications_serices |
0.1217 |
0.0017 |
0.0002 |
tilt_INDUSTRY |
| 2025-08-01 |
2025-08-04 |
ind_electronic_equipment |
-0.0779 |
0.0003 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-01 |
2025-08-04 |
value_liq |
0.5307 |
-0.0013 |
-0.0007 |
alpha_VALUE |
| 2025-08-01 |
2025-08-04 |
linkage |
0.5563 |
-0.0004 |
-0.0002 |
alpha_MOMENTUM |
| 2025-08-01 |
2025-08-04 |
ind_communications_equipment |
0.0107 |
0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-01 |
2025-08-04 |
ind_uranium |
-0.0025 |
0.0064 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-01 |
2025-08-04 |
ind_software_it_services |
0.0735 |
0.0011 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-01 |
2025-08-04 |
sdiscrepancy |
NaN |
NaN |
-0.0000 |
unexplained |
| 2025-08-01 |
2025-08-04 |
size_SMALL |
0.0013 |
0.0017 |
0.0000 |
tilt_SIZE |
| 2025-08-01 |
2025-08-04 |
ind_media_publishing |
0.0294 |
-0.0003 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-01 |
2025-08-04 |
ind_household_products_services |
-0.0140 |
0.0002 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-01 |
2025-08-04 |
ind_fintech |
-0.0006 |
-0.0117 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-01 |
2025-08-04 |
ind_food_tobacco |
0.1045 |
-0.0030 |
-0.0003 |
tilt_INDUSTRY |
| 2025-08-01 |
2025-08-04 |
ind_automobile |
-0.1083 |
0.0037 |
-0.0004 |
tilt_INDUSTRY |
| 2025-08-01 |
2025-08-04 |
fcost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-08-01 |
2025-08-04 |
country_KR |
-0.0990 |
0.0076 |
-0.0008 |
tilt_COUNTRY |
| 2025-08-01 |
2025-08-04 |
ind_oil_gas |
0.0561 |
-0.0101 |
-0.0006 |
tilt_INDUSTRY |
| 2025-08-01 |
2025-08-04 |
country_JP |
-0.0375 |
-0.0110 |
0.0004 |
tilt_COUNTRY |
| 2025-08-01 |
2025-08-04 |
country_IN |
0.0000 |
0.0072 |
0.0000 |
tilt_COUNTRY |
| 2025-08-01 |
2025-08-04 |
ind_containers_packaging |
0.0071 |
-0.0027 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-01 |
2025-08-04 |
ind_integrated_hardware_software |
0.0079 |
0.0024 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-01 |
2025-08-04 |
ind_consumer_goods_conglomerates |
0.0144 |
-0.0023 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-01 |
2025-08-04 |
country_ID |
0.0035 |
-0.0132 |
-0.0000 |
tilt_COUNTRY |
| 2025-08-01 |
2025-08-04 |
reversal |
0.9099 |
0.0016 |
0.0015 |
alpha_REVERSAL |
| 2025-08-01 |
2025-08-04 |
country_PH |
0.0021 |
0.0024 |
0.0000 |
tilt_COUNTRY |
| 2025-08-01 |
2025-08-04 |
ind_specialty_reatil |
0.0031 |
-0.0004 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-01 |
2025-08-04 |
ind_electric_utilities_ipps |
-0.0560 |
-0.0018 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-01 |
2025-08-04 |
ind_freight_logistics |
-0.0370 |
-0.0033 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-01 |
2025-08-04 |
ind_natural_gas_utilities |
0.0039 |
0.0005 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-01 |
2025-08-04 |
ind_office_equipment |
-0.0176 |
-0.0109 |
0.0002 |
tilt_INDUSTRY |
| 2025-08-01 |
2025-08-04 |
ind_oil_gas_equipment_services |
-0.0144 |
-0.0049 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-01 |
2025-08-04 |
ind_transportation_infrastructure |
-0.0022 |
-0.0004 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-01 |
2025-08-04 |
ind_passenger_transportation |
0.0597 |
0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-01 |
2025-08-04 |
ind_semiconductors |
0.0186 |
-0.0030 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-01 |
2025-08-04 |
ind_coal |
-0.0477 |
0.0070 |
-0.0003 |
tilt_INDUSTRY |
| 2025-08-01 |
2025-08-04 |
momentum |
-0.0465 |
0.0010 |
-0.0000 |
alpha_MOMENTUM |
| 2025-08-01 |
2025-08-04 |
ind_household_goods |
-0.0105 |
0.0018 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-01 |
2025-08-04 |
country_AU |
-0.0974 |
-0.0023 |
0.0002 |
tilt_COUNTRY |
| 2025-08-01 |
2025-08-04 |
size_LARGE |
0.1151 |
-0.0017 |
-0.0002 |
tilt_SIZE |
| 2025-08-01 |
2025-08-04 |
ind_holding_companies |
0.0070 |
-0.0008 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-01 |
2025-08-04 |
stability |
4.3975 |
0.0008 |
0.0035 |
alpha_QUALITY |
| 2025-08-01 |
2025-08-04 |
ind_computers_phones_household_electronics |
0.0921 |
0.0006 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-01 |
2025-08-04 |
linearCost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-08-01 |
2025-08-04 |
ind_hotels_entertainment |
-0.0692 |
0.0000 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-01 |
2025-08-04 |
country_HK |
0.1287 |
0.0006 |
0.0001 |
tilt_COUNTRY |
| 2025-08-01 |
2025-08-04 |
ind_insurance |
0.0233 |
-0.0040 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-01 |
2025-08-04 |
quality |
4.0406 |
-0.0004 |
-0.0017 |
alpha_QUALITY |
| 2025-08-01 |
2025-08-04 |
neglect |
0.7984 |
0.0000 |
0.0000 |
alpha_VALUE |
| 2025-08-01 |
2025-08-04 |
ind_aerospace_defense |
-0.0032 |
0.0199 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-01 |
2025-08-04 |
ind_industrial_distribution |
0.0279 |
-0.0025 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-01 |
2025-08-04 |
impactCost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-08-01 |
2025-08-04 |
ind_food_drug_retail |
0.0553 |
0.0061 |
0.0003 |
tilt_INDUSTRY |
| 2025-08-01 |
2025-08-04 |
specret |
NaN |
NaN |
0.0064 |
unexplained |
| 2025-08-01 |
2025-08-04 |
ind_commercial_services_supplies |
-0.0009 |
-0.0018 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-01 |
2025-08-04 |
bcost |
NaN |
NaN |
-0.0008 |
cost |
| 2025-08-01 |
2025-08-04 |
ind_textiles_apparel |
-0.0238 |
-0.0021 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-01 |
2025-08-04 |
ind_healthcare_providers_services |
0.0264 |
-0.0077 |
-0.0002 |
tilt_INDUSTRY |
| 2025-08-01 |
2025-08-04 |
country_CN |
-0.0912 |
0.0016 |
-0.0001 |
tilt_COUNTRY |
| 2025-08-01 |
2025-08-04 |
size_MID |
-0.0940 |
-0.0006 |
0.0001 |
tilt_SIZE |
| 2025-08-01 |
2025-08-04 |
fmom |
0.5168 |
-0.0004 |
-0.0002 |
alpha_QUALITY |
| 2025-08-01 |
2025-08-04 |
ind_real_estate_operations |
-0.0091 |
0.0025 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-01 |
2025-08-04 |
country_XH |
0.0626 |
0.0069 |
0.0004 |
tilt_COUNTRY |
| 2025-08-01 |
2025-08-04 |
ind_healthcare_equipment_supplies |
-0.0847 |
0.0010 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-01 |
2025-08-04 |
market |
0.0151 |
0.0033 |
0.0001 |
risk_exposure |
| 2025-08-01 |
2025-08-04 |
ind_renewable_energy |
0.0161 |
-0.0141 |
-0.0002 |
tilt_INDUSTRY |
| 2025-08-01 |
2025-08-04 |
ind_chemicals |
-0.0235 |
-0.0028 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-01 |
2025-08-04 |
ind_investment_services |
0.0792 |
-0.0019 |
-0.0002 |
tilt_INDUSTRY |
| 2025-08-01 |
2025-08-04 |
ind_banking_services |
-0.1454 |
0.0005 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-01 |
2025-08-04 |
country_SG |
0.0595 |
0.0053 |
0.0003 |
tilt_COUNTRY |
| 2025-08-01 |
2025-08-04 |
ind_beverages |
-0.0807 |
-0.0016 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-01 |
2025-08-04 |
revision |
0.7316 |
0.0011 |
0.0008 |
alpha_REVISION |
| 2025-08-01 |
2025-08-04 |
ind_homebuilding_building_products |
-0.0337 |
0.0005 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-01 |
2025-08-04 |
ind_pharmaceuticals |
-0.0374 |
-0.0026 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-01 |
2025-08-04 |
ind_paper_forestry |
-0.0035 |
-0.0092 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-01 |
2025-08-04 |
country_MY |
0.0061 |
-0.0072 |
-0.0000 |
tilt_COUNTRY |
| 2025-08-01 |
2025-08-04 |
ind_water_utilities |
-0.0077 |
-0.0053 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-01 |
2025-08-04 |
ind_biotechnology |
-0.0125 |
-0.0047 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-01 |
2025-08-04 |
ind_construction_engineering |
0.0814 |
-0.0033 |
-0.0003 |
tilt_INDUSTRY |
| 2025-08-01 |
2025-08-04 |
country_TH |
0.0555 |
0.0020 |
0.0001 |
tilt_COUNTRY |
| 2025-08-01 |
2025-08-04 |
ind_construction_materials |
-0.0033 |
-0.0036 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-01 |
2025-08-04 |
ind_metals_mining |
-0.1105 |
0.0067 |
-0.0007 |
tilt_INDUSTRY |
| 2025-08-01 |
2025-08-04 |
sbeta_market |
0.0294 |
0.0007 |
0.0000 |
risk_exposure |
| 2025-08-01 |
2025-08-04 |
ind_machinery |
0.1515 |
0.0046 |
0.0007 |
tilt_INDUSTRY |
| 2025-08-01 |
2025-08-04 |
country_NZ |
-0.0177 |
-0.0041 |
0.0001 |
tilt_COUNTRY |
| 2025-08-01 |
2025-08-04 |
size_MICRO |
-0.0073 |
0.0056 |
-0.0000 |
tilt_SIZE |
| 2025-08-01 |
2025-08-04 |
ind_leisure_products |
0.0071 |
0.0049 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-01 |
2025-08-04 |
country_TW |
0.0399 |
-0.0042 |
-0.0002 |
tilt_COUNTRY |
| 2025-08-01 |
2025-08-04 |
ind_diversified_retail |
-0.0114 |
-0.0009 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-01 |
2025-08-04 |
ind_multiline_utilities |
-0.0132 |
0.0056 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-01 |
2025-08-04 |
pdiscrepancy |
NaN |
NaN |
-0.0000 |
unexplained |
| 2025-08-01 |
2025-08-04 |
value_gc |
1.8628 |
-0.0003 |
-0.0005 |
alpha_VALUE |
| 2025-08-04 |
2025-08-05 |
ind_food_drug_retail |
0.0530 |
-0.0038 |
-0.0002 |
tilt_INDUSTRY |
| 2025-08-04 |
2025-08-05 |
ind_freight_logistics |
-0.0370 |
-0.0048 |
0.0002 |
tilt_INDUSTRY |
| 2025-08-04 |
2025-08-05 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-08-04 |
2025-08-05 |
ind_passenger_transportation |
0.0559 |
0.0007 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-04 |
2025-08-05 |
ind_machinery |
0.1483 |
0.0009 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-04 |
2025-08-05 |
ind_commercial_services_supplies |
-0.0028 |
-0.0019 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-04 |
2025-08-05 |
country_NZ |
-0.0180 |
0.0098 |
-0.0002 |
tilt_COUNTRY |
| 2025-08-04 |
2025-08-05 |
ind_containers_packaging |
0.0069 |
0.0016 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-04 |
2025-08-05 |
ind_real_estate_operations |
-0.0136 |
-0.0036 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-04 |
2025-08-05 |
ind_food_tobacco |
0.0995 |
-0.0026 |
-0.0003 |
tilt_INDUSTRY |
| 2025-08-04 |
2025-08-05 |
market |
0.0113 |
0.0066 |
0.0001 |
risk_exposure |
| 2025-08-04 |
2025-08-05 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-08-04 |
2025-08-05 |
ind_hotels_entertainment |
-0.0692 |
-0.0025 |
0.0002 |
tilt_INDUSTRY |
| 2025-08-04 |
2025-08-05 |
country_HK |
0.1321 |
0.0007 |
0.0001 |
tilt_COUNTRY |
| 2025-08-04 |
2025-08-05 |
ind_multiline_utilities |
-0.0132 |
0.0055 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-04 |
2025-08-05 |
size_MICRO |
-0.0099 |
0.0047 |
-0.0000 |
tilt_SIZE |
| 2025-08-04 |
2025-08-05 |
pdiscrepancy |
NaN |
NaN |
-0.0000 |
unexplained |
| 2025-08-04 |
2025-08-05 |
ind_homebuilding_building_products |
-0.0335 |
-0.0020 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-04 |
2025-08-05 |
revision |
0.7197 |
0.0016 |
0.0012 |
alpha_REVISION |
| 2025-08-04 |
2025-08-05 |
ind_software_it_services |
0.0670 |
-0.0037 |
-0.0002 |
tilt_INDUSTRY |
| 2025-08-04 |
2025-08-05 |
ind_automobile |
-0.1067 |
0.0011 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-04 |
2025-08-05 |
ind_oil_gas_equipment_services |
-0.0155 |
-0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-04 |
2025-08-05 |
ind_electric_utilities_ipps |
-0.0580 |
-0.0009 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-04 |
2025-08-05 |
country_CN |
-0.0953 |
-0.0010 |
0.0001 |
tilt_COUNTRY |
| 2025-08-04 |
2025-08-05 |
country_IN |
0.0000 |
-0.0091 |
0.0000 |
tilt_COUNTRY |
| 2025-08-04 |
2025-08-05 |
specret |
NaN |
NaN |
-0.0095 |
unexplained |
| 2025-08-04 |
2025-08-05 |
ind_aerospace_defense |
-0.0035 |
-0.0013 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-04 |
2025-08-05 |
country_PH |
0.0021 |
-0.0014 |
-0.0000 |
tilt_COUNTRY |
| 2025-08-04 |
2025-08-05 |
reversal |
0.7538 |
-0.0009 |
-0.0007 |
alpha_REVERSAL |
| 2025-08-04 |
2025-08-05 |
ind_natural_gas_utilities |
0.0032 |
-0.0039 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-04 |
2025-08-05 |
ind_communications_equipment |
0.0114 |
0.0077 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-04 |
2025-08-05 |
ind_uranium |
-0.0025 |
-0.0015 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-04 |
2025-08-05 |
ind_transportation_infrastructure |
0.0007 |
-0.0004 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-04 |
2025-08-05 |
country_AU |
-0.1009 |
0.0044 |
-0.0004 |
tilt_COUNTRY |
| 2025-08-04 |
2025-08-05 |
ind_media_publishing |
0.0307 |
-0.0044 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-04 |
2025-08-05 |
ind_electronic_equipment |
-0.0916 |
0.0043 |
-0.0004 |
tilt_INDUSTRY |
| 2025-08-04 |
2025-08-05 |
ind_beverages |
-0.0831 |
0.0012 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-04 |
2025-08-05 |
ind_pharmaceuticals |
-0.0442 |
-0.0032 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-04 |
2025-08-05 |
ind_water_utilities |
-0.0078 |
0.0074 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-04 |
2025-08-05 |
ind_metals_mining |
-0.1074 |
0.0002 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-04 |
2025-08-05 |
ind_diversified_retail |
-0.0115 |
-0.0005 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-04 |
2025-08-05 |
ind_banking_services |
-0.1097 |
0.0038 |
-0.0004 |
tilt_INDUSTRY |
| 2025-08-04 |
2025-08-05 |
ind_insurance |
0.0227 |
0.0057 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-04 |
2025-08-05 |
ind_household_goods |
-0.0108 |
0.0026 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-04 |
2025-08-05 |
ind_oil_gas |
0.0504 |
-0.0035 |
-0.0002 |
tilt_INDUSTRY |
| 2025-08-04 |
2025-08-05 |
country_XH |
0.0594 |
0.0053 |
0.0003 |
tilt_COUNTRY |
| 2025-08-04 |
2025-08-05 |
linkage |
0.5360 |
0.0008 |
0.0004 |
alpha_MOMENTUM |
| 2025-08-04 |
2025-08-05 |
country_KR |
-0.1044 |
0.0086 |
-0.0009 |
tilt_COUNTRY |
| 2025-08-04 |
2025-08-05 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-08-04 |
2025-08-05 |
country_JP |
-0.0374 |
0.0001 |
-0.0000 |
tilt_COUNTRY |
| 2025-08-04 |
2025-08-05 |
country_TW |
0.0330 |
0.0010 |
0.0000 |
tilt_COUNTRY |
| 2025-08-04 |
2025-08-05 |
size_SMALL |
-0.0056 |
-0.0001 |
0.0000 |
tilt_SIZE |
| 2025-08-04 |
2025-08-05 |
ind_household_products_services |
-0.0142 |
-0.0096 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-04 |
2025-08-05 |
ind_leisure_products |
0.0074 |
-0.0010 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-04 |
2025-08-05 |
country_TH |
0.0717 |
0.0083 |
0.0006 |
tilt_COUNTRY |
| 2025-08-04 |
2025-08-05 |
ind_investment_services |
0.0779 |
0.0051 |
0.0004 |
tilt_INDUSTRY |
| 2025-08-04 |
2025-08-05 |
neglect |
0.8341 |
-0.0000 |
-0.0000 |
alpha_VALUE |
| 2025-08-04 |
2025-08-05 |
ind_consumer_goods_conglomerates |
0.0160 |
-0.0034 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-04 |
2025-08-05 |
quality |
4.0689 |
0.0003 |
0.0011 |
alpha_QUALITY |
| 2025-08-04 |
2025-08-05 |
ind_healthcare_providers_services |
0.0270 |
0.0026 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-04 |
2025-08-05 |
ind_paper_forestry |
-0.0031 |
-0.0002 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-04 |
2025-08-05 |
value_gc |
1.8650 |
0.0000 |
0.0000 |
alpha_VALUE |
| 2025-08-04 |
2025-08-05 |
ind_industrial_distribution |
0.0302 |
-0.0015 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-04 |
2025-08-05 |
size_LARGE |
0.1261 |
-0.0004 |
-0.0000 |
tilt_SIZE |
| 2025-08-04 |
2025-08-05 |
ind_healthcare_equipment_supplies |
-0.0862 |
-0.0064 |
0.0005 |
tilt_INDUSTRY |
| 2025-08-04 |
2025-08-05 |
fmom |
0.5254 |
0.0005 |
0.0003 |
alpha_QUALITY |
| 2025-08-04 |
2025-08-05 |
ind_semiconductors |
0.0202 |
-0.0016 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-04 |
2025-08-05 |
ind_integrated_hardware_software |
0.0080 |
-0.0068 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-04 |
2025-08-05 |
ind_office_equipment |
-0.0174 |
0.0006 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-04 |
2025-08-05 |
ind_construction_engineering |
0.0825 |
-0.0008 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-04 |
2025-08-05 |
ind_telecommunications_serices |
0.1219 |
-0.0006 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-04 |
2025-08-05 |
ind_textiles_apparel |
-0.0227 |
-0.0034 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-04 |
2025-08-05 |
linearCost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-08-04 |
2025-08-05 |
country_MY |
0.0061 |
-0.0011 |
-0.0000 |
tilt_COUNTRY |
| 2025-08-04 |
2025-08-05 |
size_MID |
-0.0993 |
0.0001 |
-0.0000 |
tilt_SIZE |
| 2025-08-04 |
2025-08-05 |
ind_construction_materials |
-0.0031 |
0.0012 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-04 |
2025-08-05 |
ind_chemicals |
-0.0157 |
-0.0004 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-04 |
2025-08-05 |
ind_holding_companies |
0.0071 |
-0.0024 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-04 |
2025-08-05 |
ind_coal |
-0.0486 |
0.0035 |
-0.0002 |
tilt_INDUSTRY |
| 2025-08-04 |
2025-08-05 |
ind_biotechnology |
-0.0125 |
0.0052 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-04 |
2025-08-05 |
country_SG |
0.0594 |
-0.0034 |
-0.0002 |
tilt_COUNTRY |
| 2025-08-04 |
2025-08-05 |
country_ID |
0.0034 |
-0.0029 |
-0.0000 |
tilt_COUNTRY |
| 2025-08-04 |
2025-08-05 |
ind_renewable_energy |
0.0141 |
0.0040 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-04 |
2025-08-05 |
value_liq |
0.5574 |
0.0001 |
0.0001 |
alpha_VALUE |
| 2025-08-04 |
2025-08-05 |
ind_computers_phones_household_electronics |
0.0925 |
0.0045 |
0.0004 |
tilt_INDUSTRY |
| 2025-08-04 |
2025-08-05 |
ind_fintech |
-0.0008 |
-0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-04 |
2025-08-05 |
ind_specialty_reatil |
0.0024 |
-0.0058 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-04 |
2025-08-05 |
stability |
4.4566 |
-0.0004 |
-0.0019 |
alpha_QUALITY |
| 2025-08-04 |
2025-08-05 |
sdiscrepancy |
NaN |
NaN |
0.0000 |
unexplained |
| 2025-08-04 |
2025-08-05 |
sbeta_market |
0.0188 |
0.0006 |
0.0000 |
risk_exposure |
| 2025-08-04 |
2025-08-05 |
momentum |
-0.0870 |
-0.0003 |
0.0000 |
alpha_MOMENTUM |
| 2025-08-05 |
2025-08-06 |
ind_pharmaceuticals |
-0.0528 |
-0.0102 |
0.0005 |
tilt_INDUSTRY |
| 2025-08-05 |
2025-08-06 |
ind_textiles_apparel |
-0.0219 |
0.0021 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-05 |
2025-08-06 |
ind_aerospace_defense |
-0.0031 |
0.0111 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-05 |
2025-08-06 |
ind_industrial_distribution |
0.0323 |
0.0089 |
0.0003 |
tilt_INDUSTRY |
| 2025-08-05 |
2025-08-06 |
specret |
NaN |
NaN |
-0.0002 |
unexplained |
| 2025-08-05 |
2025-08-06 |
quality |
4.0506 |
-0.0012 |
-0.0050 |
alpha_QUALITY |
| 2025-08-05 |
2025-08-06 |
ind_construction_materials |
-0.0030 |
0.0017 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-05 |
2025-08-06 |
sbeta_market |
0.0091 |
0.0053 |
0.0000 |
risk_exposure |
| 2025-08-05 |
2025-08-06 |
country_TH |
0.0743 |
0.0130 |
0.0010 |
tilt_COUNTRY |
| 2025-08-05 |
2025-08-06 |
ind_diversified_retail |
-0.0118 |
0.0024 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-05 |
2025-08-06 |
country_MY |
0.0062 |
-0.0030 |
-0.0000 |
tilt_COUNTRY |
| 2025-08-05 |
2025-08-06 |
country_NZ |
-0.0151 |
-0.0002 |
0.0000 |
tilt_COUNTRY |
| 2025-08-05 |
2025-08-06 |
ind_insurance |
0.0224 |
0.0002 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-05 |
2025-08-06 |
ind_household_goods |
-0.0112 |
0.0028 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-05 |
2025-08-06 |
ind_leisure_products |
0.0077 |
0.0000 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-05 |
2025-08-06 |
ind_water_utilities |
-0.0078 |
-0.0101 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-05 |
2025-08-06 |
ind_banking_services |
-0.0974 |
0.0002 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-05 |
2025-08-06 |
ind_metals_mining |
-0.1077 |
0.0037 |
-0.0004 |
tilt_INDUSTRY |
| 2025-08-05 |
2025-08-06 |
fmom |
0.5060 |
0.0002 |
0.0001 |
alpha_QUALITY |
| 2025-08-05 |
2025-08-06 |
ind_electric_utilities_ipps |
-0.0594 |
-0.0008 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-05 |
2025-08-06 |
country_ID |
0.0032 |
-0.0068 |
-0.0000 |
tilt_COUNTRY |
| 2025-08-05 |
2025-08-06 |
ind_oil_gas_equipment_services |
-0.0159 |
0.0049 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-05 |
2025-08-06 |
ind_holding_companies |
0.0072 |
0.0071 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-05 |
2025-08-06 |
ind_automobile |
-0.1014 |
0.0040 |
-0.0004 |
tilt_INDUSTRY |
| 2025-08-05 |
2025-08-06 |
ind_computers_phones_household_electronics |
0.0923 |
-0.0013 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-05 |
2025-08-06 |
ind_coal |
-0.0491 |
0.0170 |
-0.0008 |
tilt_INDUSTRY |
| 2025-08-05 |
2025-08-06 |
value_liq |
0.6377 |
-0.0004 |
-0.0002 |
alpha_VALUE |
| 2025-08-05 |
2025-08-06 |
ind_software_it_services |
0.0636 |
-0.0001 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-05 |
2025-08-06 |
ind_fintech |
-0.0007 |
-0.0042 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-05 |
2025-08-06 |
revision |
0.6593 |
0.0001 |
0.0001 |
alpha_REVISION |
| 2025-08-05 |
2025-08-06 |
ind_healthcare_providers_services |
0.0257 |
-0.0011 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-05 |
2025-08-06 |
ind_homebuilding_building_products |
-0.0337 |
0.0055 |
-0.0002 |
tilt_INDUSTRY |
| 2025-08-05 |
2025-08-06 |
size_SMALL |
-0.0078 |
0.0008 |
-0.0000 |
tilt_SIZE |
| 2025-08-05 |
2025-08-06 |
ind_construction_engineering |
0.0804 |
0.0015 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-05 |
2025-08-06 |
size_MICRO |
-0.0106 |
0.0002 |
-0.0000 |
tilt_SIZE |
| 2025-08-05 |
2025-08-06 |
country_TW |
0.0264 |
-0.0049 |
-0.0001 |
tilt_COUNTRY |
| 2025-08-05 |
2025-08-06 |
country_CN |
-0.0989 |
0.0001 |
-0.0000 |
tilt_COUNTRY |
| 2025-08-05 |
2025-08-06 |
ind_real_estate_operations |
-0.0188 |
-0.0023 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-05 |
2025-08-06 |
ind_healthcare_equipment_supplies |
-0.0860 |
-0.0041 |
0.0004 |
tilt_INDUSTRY |
| 2025-08-05 |
2025-08-06 |
ind_food_tobacco |
0.0970 |
-0.0008 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-05 |
2025-08-06 |
market |
-0.0031 |
-0.0013 |
0.0000 |
risk_exposure |
| 2025-08-05 |
2025-08-06 |
country_XH |
0.0511 |
-0.0054 |
-0.0003 |
tilt_COUNTRY |
| 2025-08-05 |
2025-08-06 |
value_gc |
1.9416 |
-0.0004 |
-0.0008 |
alpha_VALUE |
| 2025-08-05 |
2025-08-06 |
ind_investment_services |
0.0797 |
-0.0011 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-05 |
2025-08-06 |
neglect |
0.8703 |
0.0004 |
0.0003 |
alpha_VALUE |
| 2025-08-05 |
2025-08-06 |
ind_hotels_entertainment |
-0.0692 |
-0.0046 |
0.0003 |
tilt_INDUSTRY |
| 2025-08-05 |
2025-08-06 |
country_HK |
0.1299 |
-0.0031 |
-0.0004 |
tilt_COUNTRY |
| 2025-08-05 |
2025-08-06 |
ind_multiline_utilities |
-0.0131 |
-0.0061 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-05 |
2025-08-06 |
ind_office_equipment |
-0.0176 |
-0.0023 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-05 |
2025-08-06 |
pdiscrepancy |
NaN |
NaN |
-0.0000 |
unexplained |
| 2025-08-05 |
2025-08-06 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-08-05 |
2025-08-06 |
ind_paper_forestry |
-0.0027 |
0.0042 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-05 |
2025-08-06 |
sdiscrepancy |
NaN |
NaN |
-0.0002 |
unexplained |
| 2025-08-05 |
2025-08-06 |
stability |
4.4775 |
0.0002 |
0.0008 |
alpha_QUALITY |
| 2025-08-05 |
2025-08-06 |
ind_transportation_infrastructure |
0.0032 |
-0.0021 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-05 |
2025-08-06 |
ind_uranium |
-0.0025 |
-0.0032 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-05 |
2025-08-06 |
ind_semiconductors |
0.0213 |
-0.0058 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-05 |
2025-08-06 |
ind_integrated_hardware_software |
0.0083 |
0.0064 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-05 |
2025-08-06 |
ind_natural_gas_utilities |
0.0026 |
0.0031 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-05 |
2025-08-06 |
reversal |
0.9838 |
-0.0014 |
-0.0014 |
alpha_REVERSAL |
| 2025-08-05 |
2025-08-06 |
ind_communications_equipment |
0.0141 |
-0.0021 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-05 |
2025-08-06 |
size_LARGE |
0.1228 |
-0.0007 |
-0.0001 |
tilt_SIZE |
| 2025-08-05 |
2025-08-06 |
country_PH |
0.0021 |
-0.0072 |
-0.0000 |
tilt_COUNTRY |
| 2025-08-05 |
2025-08-06 |
ind_consumer_goods_conglomerates |
0.0153 |
0.0017 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-05 |
2025-08-06 |
ind_containers_packaging |
0.0069 |
-0.0003 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-05 |
2025-08-06 |
ind_food_drug_retail |
0.0480 |
0.0004 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-05 |
2025-08-06 |
ind_electronic_equipment |
-0.0981 |
0.0001 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-05 |
2025-08-06 |
country_JP |
-0.0372 |
0.0066 |
-0.0002 |
tilt_COUNTRY |
| 2025-08-05 |
2025-08-06 |
country_KR |
-0.1030 |
0.0029 |
-0.0003 |
tilt_COUNTRY |
| 2025-08-05 |
2025-08-06 |
country_IN |
0.0000 |
-0.0103 |
0.0000 |
tilt_COUNTRY |
| 2025-08-05 |
2025-08-06 |
ind_freight_logistics |
-0.0364 |
0.0003 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-05 |
2025-08-06 |
ind_passenger_transportation |
0.0507 |
0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-05 |
2025-08-06 |
momentum |
-0.1278 |
0.0015 |
-0.0002 |
alpha_MOMENTUM |
| 2025-08-05 |
2025-08-06 |
ind_biotechnology |
-0.0121 |
-0.0055 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-05 |
2025-08-06 |
impactCost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-08-05 |
2025-08-06 |
size_MID |
-0.1075 |
-0.0002 |
0.0000 |
tilt_SIZE |
| 2025-08-05 |
2025-08-06 |
country_SG |
0.0590 |
0.0010 |
0.0001 |
tilt_COUNTRY |
| 2025-08-05 |
2025-08-06 |
ind_machinery |
0.1499 |
0.0050 |
0.0007 |
tilt_INDUSTRY |
| 2025-08-05 |
2025-08-06 |
ind_renewable_energy |
0.0121 |
-0.0043 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-05 |
2025-08-06 |
ind_oil_gas |
0.0464 |
0.0068 |
0.0003 |
tilt_INDUSTRY |
| 2025-08-05 |
2025-08-06 |
ind_commercial_services_supplies |
-0.0045 |
-0.0008 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-05 |
2025-08-06 |
country_AU |
-0.1011 |
0.0068 |
-0.0007 |
tilt_COUNTRY |
| 2025-08-05 |
2025-08-06 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-08-05 |
2025-08-06 |
ind_telecommunications_serices |
0.1214 |
-0.0021 |
-0.0003 |
tilt_INDUSTRY |
| 2025-08-05 |
2025-08-06 |
ind_beverages |
-0.0849 |
-0.0028 |
0.0002 |
tilt_INDUSTRY |
| 2025-08-05 |
2025-08-06 |
ind_chemicals |
-0.0044 |
0.0010 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-05 |
2025-08-06 |
linkage |
0.5700 |
-0.0010 |
-0.0006 |
alpha_MOMENTUM |
| 2025-08-05 |
2025-08-06 |
ind_media_publishing |
0.0265 |
-0.0059 |
-0.0002 |
tilt_INDUSTRY |
| 2025-08-05 |
2025-08-06 |
ind_specialty_reatil |
0.0030 |
0.0009 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-05 |
2025-08-06 |
ind_household_products_services |
-0.0141 |
-0.0010 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-05 |
2025-08-06 |
linearCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-08-06 |
2025-08-07 |
ind_biotechnology |
-0.0116 |
-0.0264 |
0.0003 |
tilt_INDUSTRY |
| 2025-08-06 |
2025-08-07 |
revision |
0.5946 |
0.0001 |
0.0001 |
alpha_REVISION |
| 2025-08-06 |
2025-08-07 |
ind_fintech |
-0.0008 |
0.0017 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-06 |
2025-08-07 |
ind_healthcare_providers_services |
0.0245 |
0.0011 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-06 |
2025-08-07 |
country_KR |
-0.0986 |
0.0022 |
-0.0002 |
tilt_COUNTRY |
| 2025-08-06 |
2025-08-07 |
ind_office_equipment |
-0.0176 |
-0.0054 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-06 |
2025-08-07 |
country_NZ |
-0.0099 |
-0.0039 |
0.0000 |
tilt_COUNTRY |
| 2025-08-06 |
2025-08-07 |
ind_homebuilding_building_products |
-0.0336 |
-0.0019 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-06 |
2025-08-07 |
sbeta_market |
0.0096 |
-0.0028 |
-0.0000 |
risk_exposure |
| 2025-08-06 |
2025-08-07 |
country_IN |
0.0000 |
-0.0025 |
0.0000 |
tilt_COUNTRY |
| 2025-08-06 |
2025-08-07 |
ind_passenger_transportation |
0.0444 |
-0.0011 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-06 |
2025-08-07 |
size_MICRO |
-0.0098 |
0.0005 |
-0.0000 |
tilt_SIZE |
| 2025-08-06 |
2025-08-07 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-08-06 |
2025-08-07 |
ind_construction_engineering |
0.0796 |
0.0012 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-06 |
2025-08-07 |
country_TW |
0.0255 |
0.0025 |
0.0001 |
tilt_COUNTRY |
| 2025-08-06 |
2025-08-07 |
ind_commercial_services_supplies |
-0.0064 |
-0.0029 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-06 |
2025-08-07 |
ind_freight_logistics |
-0.0361 |
0.0049 |
-0.0002 |
tilt_INDUSTRY |
| 2025-08-06 |
2025-08-07 |
ind_leisure_products |
0.0084 |
0.0033 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-06 |
2025-08-07 |
country_AU |
-0.1011 |
-0.0028 |
0.0003 |
tilt_COUNTRY |
| 2025-08-06 |
2025-08-07 |
ind_food_drug_retail |
0.0439 |
0.0010 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-06 |
2025-08-07 |
ind_electric_utilities_ipps |
-0.0598 |
0.0019 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-06 |
2025-08-07 |
ind_chemicals |
0.0035 |
-0.0020 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-06 |
2025-08-07 |
ind_oil_gas |
0.0409 |
-0.0004 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-06 |
2025-08-07 |
sdiscrepancy |
NaN |
NaN |
0.0001 |
unexplained |
| 2025-08-06 |
2025-08-07 |
ind_pharmaceuticals |
-0.0501 |
-0.0103 |
0.0005 |
tilt_INDUSTRY |
| 2025-08-06 |
2025-08-07 |
country_ID |
0.0031 |
-0.0067 |
-0.0000 |
tilt_COUNTRY |
| 2025-08-06 |
2025-08-07 |
ind_machinery |
0.1515 |
-0.0030 |
-0.0004 |
tilt_INDUSTRY |
| 2025-08-06 |
2025-08-07 |
ind_oil_gas_equipment_services |
-0.0158 |
-0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-06 |
2025-08-07 |
ind_construction_materials |
-0.0027 |
0.0011 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-06 |
2025-08-07 |
ind_holding_companies |
0.0071 |
-0.0051 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-06 |
2025-08-07 |
ind_specialty_reatil |
0.0034 |
-0.0007 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-06 |
2025-08-07 |
ind_computers_phones_household_electronics |
0.0913 |
0.0020 |
0.0002 |
tilt_INDUSTRY |
| 2025-08-06 |
2025-08-07 |
ind_automobile |
-0.0978 |
-0.0041 |
0.0004 |
tilt_INDUSTRY |
| 2025-08-06 |
2025-08-07 |
ind_coal |
-0.0485 |
0.0012 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-06 |
2025-08-07 |
size_MID |
-0.1074 |
-0.0003 |
0.0000 |
tilt_SIZE |
| 2025-08-06 |
2025-08-07 |
value_liq |
0.6852 |
-0.0006 |
-0.0004 |
alpha_VALUE |
| 2025-08-06 |
2025-08-07 |
ind_water_utilities |
-0.0077 |
-0.0055 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-06 |
2025-08-07 |
ind_beverages |
-0.0838 |
0.0021 |
-0.0002 |
tilt_INDUSTRY |
| 2025-08-06 |
2025-08-07 |
ind_software_it_services |
0.0649 |
0.0016 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-06 |
2025-08-07 |
ind_media_publishing |
0.0213 |
-0.0008 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-06 |
2025-08-07 |
momentum |
-0.1486 |
0.0002 |
-0.0000 |
alpha_MOMENTUM |
| 2025-08-06 |
2025-08-07 |
size_SMALL |
-0.0079 |
0.0003 |
-0.0000 |
tilt_SIZE |
| 2025-08-06 |
2025-08-07 |
country_SG |
0.0583 |
0.0029 |
0.0002 |
tilt_COUNTRY |
| 2025-08-06 |
2025-08-07 |
quality |
4.0236 |
0.0006 |
0.0025 |
alpha_QUALITY |
| 2025-08-06 |
2025-08-07 |
ind_multiline_utilities |
-0.0132 |
0.0025 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-06 |
2025-08-07 |
country_JP |
-0.0418 |
0.0044 |
-0.0002 |
tilt_COUNTRY |
| 2025-08-06 |
2025-08-07 |
ind_real_estate_operations |
-0.0213 |
0.0054 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-06 |
2025-08-07 |
specret |
NaN |
NaN |
-0.0003 |
unexplained |
| 2025-08-06 |
2025-08-07 |
country_CN |
-0.1007 |
-0.0024 |
0.0002 |
tilt_COUNTRY |
| 2025-08-06 |
2025-08-07 |
country_MY |
0.0062 |
-0.0054 |
-0.0000 |
tilt_COUNTRY |
| 2025-08-06 |
2025-08-07 |
linearCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-08-06 |
2025-08-07 |
ind_semiconductors |
0.0235 |
0.0056 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-06 |
2025-08-07 |
ind_telecommunications_serices |
0.1208 |
-0.0003 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-06 |
2025-08-07 |
ind_insurance |
0.0228 |
0.0017 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-06 |
2025-08-07 |
ind_food_tobacco |
0.0947 |
0.0018 |
0.0002 |
tilt_INDUSTRY |
| 2025-08-06 |
2025-08-07 |
ind_uranium |
-0.0026 |
0.0312 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-06 |
2025-08-07 |
ind_renewable_energy |
0.0112 |
-0.0103 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-06 |
2025-08-07 |
ind_aerospace_defense |
-0.0023 |
-0.0069 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-06 |
2025-08-07 |
ind_diversified_retail |
-0.0137 |
0.0054 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-06 |
2025-08-07 |
ind_integrated_hardware_software |
0.0087 |
-0.0041 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-06 |
2025-08-07 |
linkage |
0.5113 |
0.0010 |
0.0005 |
alpha_MOMENTUM |
| 2025-08-06 |
2025-08-07 |
ind_textiles_apparel |
-0.0227 |
-0.0007 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-06 |
2025-08-07 |
ind_industrial_distribution |
0.0329 |
-0.0037 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-06 |
2025-08-07 |
ind_transportation_infrastructure |
0.0045 |
0.0023 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-06 |
2025-08-07 |
ind_electronic_equipment |
-0.0987 |
-0.0013 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-06 |
2025-08-07 |
country_TH |
0.0723 |
-0.0056 |
-0.0004 |
tilt_COUNTRY |
| 2025-08-06 |
2025-08-07 |
fmom |
0.4654 |
-0.0002 |
-0.0001 |
alpha_QUALITY |
| 2025-08-06 |
2025-08-07 |
country_HK |
0.1285 |
0.0102 |
0.0013 |
tilt_COUNTRY |
| 2025-08-06 |
2025-08-07 |
reversal |
1.0755 |
0.0004 |
0.0004 |
alpha_REVERSAL |
| 2025-08-06 |
2025-08-07 |
ind_natural_gas_utilities |
0.0023 |
0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-06 |
2025-08-07 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-08-06 |
2025-08-07 |
ind_consumer_goods_conglomerates |
0.0146 |
0.0016 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-06 |
2025-08-07 |
pdiscrepancy |
NaN |
NaN |
0.0000 |
unexplained |
| 2025-08-06 |
2025-08-07 |
stability |
4.4719 |
-0.0005 |
-0.0024 |
alpha_QUALITY |
| 2025-08-06 |
2025-08-07 |
neglect |
0.8851 |
-0.0003 |
-0.0002 |
alpha_VALUE |
| 2025-08-06 |
2025-08-07 |
ind_hotels_entertainment |
-0.0694 |
0.0047 |
-0.0003 |
tilt_INDUSTRY |
| 2025-08-06 |
2025-08-07 |
ind_containers_packaging |
0.0068 |
0.0069 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-06 |
2025-08-07 |
ind_household_products_services |
-0.0142 |
0.0050 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-06 |
2025-08-07 |
value_gc |
1.9959 |
0.0007 |
0.0013 |
alpha_VALUE |
| 2025-08-06 |
2025-08-07 |
ind_communications_equipment |
0.0164 |
0.0009 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-06 |
2025-08-07 |
ind_paper_forestry |
-0.0026 |
-0.0018 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-06 |
2025-08-07 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-08-06 |
2025-08-07 |
country_PH |
0.0021 |
-0.0030 |
-0.0000 |
tilt_COUNTRY |
| 2025-08-06 |
2025-08-07 |
ind_metals_mining |
-0.1103 |
0.0036 |
-0.0004 |
tilt_INDUSTRY |
| 2025-08-06 |
2025-08-07 |
size_LARGE |
0.1177 |
-0.0000 |
-0.0000 |
tilt_SIZE |
| 2025-08-06 |
2025-08-07 |
country_XH |
0.0488 |
0.0053 |
0.0003 |
tilt_COUNTRY |
| 2025-08-06 |
2025-08-07 |
ind_banking_services |
-0.0955 |
0.0030 |
-0.0003 |
tilt_INDUSTRY |
| 2025-08-06 |
2025-08-07 |
market |
-0.0074 |
0.0045 |
-0.0000 |
risk_exposure |
| 2025-08-06 |
2025-08-07 |
ind_healthcare_equipment_supplies |
-0.0867 |
0.0006 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-06 |
2025-08-07 |
ind_investment_services |
0.0855 |
0.0015 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-06 |
2025-08-07 |
ind_household_goods |
-0.0114 |
-0.0037 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-07 |
2025-08-08 |
specret |
NaN |
NaN |
-0.0021 |
unexplained |
| 2025-08-07 |
2025-08-08 |
size_SMALL |
-0.0027 |
0.0002 |
-0.0000 |
tilt_SIZE |
| 2025-08-07 |
2025-08-08 |
size_MID |
-0.1006 |
-0.0005 |
0.0001 |
tilt_SIZE |
| 2025-08-07 |
2025-08-08 |
stability |
4.4680 |
0.0002 |
0.0010 |
alpha_QUALITY |
| 2025-08-07 |
2025-08-08 |
value_gc |
1.9970 |
0.0004 |
0.0007 |
alpha_VALUE |
| 2025-08-07 |
2025-08-08 |
value_liq |
0.6808 |
0.0013 |
0.0009 |
alpha_VALUE |
| 2025-08-07 |
2025-08-08 |
country_ID |
0.0031 |
-0.0080 |
-0.0000 |
tilt_COUNTRY |
| 2025-08-07 |
2025-08-08 |
ind_commercial_services_supplies |
-0.0049 |
0.0013 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-07 |
2025-08-08 |
fmom |
0.4493 |
0.0001 |
0.0000 |
alpha_QUALITY |
| 2025-08-07 |
2025-08-08 |
country_JP |
-0.0480 |
0.0092 |
-0.0004 |
tilt_COUNTRY |
| 2025-08-07 |
2025-08-08 |
ind_food_drug_retail |
0.0386 |
-0.0060 |
-0.0002 |
tilt_INDUSTRY |
| 2025-08-07 |
2025-08-08 |
country_AU |
-0.1019 |
-0.0045 |
0.0005 |
tilt_COUNTRY |
| 2025-08-07 |
2025-08-08 |
quality |
4.0003 |
0.0007 |
0.0028 |
alpha_QUALITY |
| 2025-08-07 |
2025-08-08 |
ind_communications_equipment |
0.0170 |
0.0046 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-07 |
2025-08-08 |
ind_electric_utilities_ipps |
-0.0602 |
0.0043 |
-0.0003 |
tilt_INDUSTRY |
| 2025-08-07 |
2025-08-08 |
ind_integrated_hardware_software |
0.0089 |
-0.0029 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-07 |
2025-08-08 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-08-07 |
2025-08-08 |
country_NZ |
-0.0058 |
-0.0106 |
0.0001 |
tilt_COUNTRY |
| 2025-08-07 |
2025-08-08 |
ind_hotels_entertainment |
-0.0693 |
-0.0051 |
0.0004 |
tilt_INDUSTRY |
| 2025-08-07 |
2025-08-08 |
ind_natural_gas_utilities |
0.0023 |
0.0042 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-07 |
2025-08-08 |
ind_water_utilities |
-0.0077 |
0.0025 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-07 |
2025-08-08 |
ind_chemicals |
0.0041 |
0.0039 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-07 |
2025-08-08 |
reversal |
1.0723 |
0.0002 |
0.0002 |
alpha_REVERSAL |
| 2025-08-07 |
2025-08-08 |
ind_pharmaceuticals |
-0.0479 |
0.0010 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-07 |
2025-08-08 |
ind_oil_gas_equipment_services |
-0.0158 |
0.0069 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-07 |
2025-08-08 |
ind_homebuilding_building_products |
-0.0336 |
0.0055 |
-0.0002 |
tilt_INDUSTRY |
| 2025-08-07 |
2025-08-08 |
ind_uranium |
-0.0025 |
0.0110 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-07 |
2025-08-08 |
ind_industrial_distribution |
0.0329 |
0.0055 |
0.0002 |
tilt_INDUSTRY |
| 2025-08-07 |
2025-08-08 |
ind_healthcare_providers_services |
0.0243 |
-0.0004 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-07 |
2025-08-08 |
revision |
0.6156 |
0.0013 |
0.0008 |
alpha_REVISION |
| 2025-08-07 |
2025-08-08 |
ind_holding_companies |
0.0070 |
-0.0006 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-07 |
2025-08-08 |
ind_food_tobacco |
0.0946 |
0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-07 |
2025-08-08 |
ind_consumer_goods_conglomerates |
0.0150 |
-0.0057 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-07 |
2025-08-08 |
country_XH |
0.0511 |
0.0035 |
0.0002 |
tilt_COUNTRY |
| 2025-08-07 |
2025-08-08 |
ind_semiconductors |
0.0248 |
-0.0046 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-07 |
2025-08-08 |
ind_multiline_utilities |
-0.0132 |
0.0002 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-07 |
2025-08-08 |
pdiscrepancy |
NaN |
NaN |
0.0000 |
unexplained |
| 2025-08-07 |
2025-08-08 |
ind_office_equipment |
-0.0176 |
0.0046 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-07 |
2025-08-08 |
ind_banking_services |
-0.0855 |
-0.0030 |
0.0003 |
tilt_INDUSTRY |
| 2025-08-07 |
2025-08-08 |
ind_specialty_reatil |
0.0035 |
0.0012 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-07 |
2025-08-08 |
ind_investment_services |
0.0906 |
-0.0018 |
-0.0002 |
tilt_INDUSTRY |
| 2025-08-07 |
2025-08-08 |
linkage |
0.4515 |
-0.0004 |
-0.0002 |
alpha_MOMENTUM |
| 2025-08-07 |
2025-08-08 |
ind_machinery |
0.1512 |
0.0020 |
0.0003 |
tilt_INDUSTRY |
| 2025-08-07 |
2025-08-08 |
ind_computers_phones_household_electronics |
0.0901 |
-0.0033 |
-0.0003 |
tilt_INDUSTRY |
| 2025-08-07 |
2025-08-08 |
ind_automobile |
-0.0955 |
0.0045 |
-0.0004 |
tilt_INDUSTRY |
| 2025-08-07 |
2025-08-08 |
country_IN |
0.0000 |
-0.0149 |
0.0000 |
tilt_COUNTRY |
| 2025-08-07 |
2025-08-08 |
market |
0.0012 |
0.0075 |
0.0000 |
risk_exposure |
| 2025-08-07 |
2025-08-08 |
ind_oil_gas |
0.0353 |
0.0023 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-07 |
2025-08-08 |
ind_insurance |
0.0233 |
-0.0053 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-07 |
2025-08-08 |
ind_passenger_transportation |
0.0379 |
0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-07 |
2025-08-08 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-08-07 |
2025-08-08 |
country_HK |
0.1281 |
-0.0008 |
-0.0001 |
tilt_COUNTRY |
| 2025-08-07 |
2025-08-08 |
ind_aerospace_defense |
-0.0029 |
-0.0072 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-07 |
2025-08-08 |
ind_fintech |
-0.0009 |
-0.0031 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-07 |
2025-08-08 |
momentum |
-0.1637 |
-0.0015 |
0.0002 |
alpha_MOMENTUM |
| 2025-08-07 |
2025-08-08 |
linearCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-08-07 |
2025-08-08 |
ind_containers_packaging |
0.0067 |
-0.0003 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-07 |
2025-08-08 |
ind_software_it_services |
0.0704 |
-0.0114 |
-0.0008 |
tilt_INDUSTRY |
| 2025-08-07 |
2025-08-08 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-08-07 |
2025-08-08 |
neglect |
0.8861 |
-0.0003 |
-0.0003 |
alpha_VALUE |
| 2025-08-07 |
2025-08-08 |
country_MY |
0.0066 |
-0.0015 |
-0.0000 |
tilt_COUNTRY |
| 2025-08-07 |
2025-08-08 |
ind_leisure_products |
0.0093 |
-0.0097 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-07 |
2025-08-08 |
ind_biotechnology |
-0.0116 |
-0.0013 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-07 |
2025-08-08 |
ind_construction_engineering |
0.0786 |
0.0061 |
0.0005 |
tilt_INDUSTRY |
| 2025-08-07 |
2025-08-08 |
ind_beverages |
-0.0821 |
-0.0004 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-07 |
2025-08-08 |
sbeta_market |
0.0248 |
-0.0097 |
-0.0002 |
risk_exposure |
| 2025-08-07 |
2025-08-08 |
ind_electronic_equipment |
-0.0980 |
-0.0002 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-07 |
2025-08-08 |
sdiscrepancy |
NaN |
NaN |
0.0002 |
unexplained |
| 2025-08-07 |
2025-08-08 |
ind_transportation_infrastructure |
0.0056 |
0.0021 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-07 |
2025-08-08 |
ind_paper_forestry |
-0.0022 |
0.0087 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-07 |
2025-08-08 |
ind_freight_logistics |
-0.0350 |
0.0034 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-07 |
2025-08-08 |
country_KR |
-0.0989 |
-0.0058 |
0.0006 |
tilt_COUNTRY |
| 2025-08-07 |
2025-08-08 |
ind_construction_materials |
-0.0024 |
0.0059 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-07 |
2025-08-08 |
ind_metals_mining |
-0.1106 |
0.0128 |
-0.0014 |
tilt_INDUSTRY |
| 2025-08-07 |
2025-08-08 |
ind_healthcare_equipment_supplies |
-0.0875 |
-0.0010 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-07 |
2025-08-08 |
country_TW |
0.0260 |
0.0034 |
0.0001 |
tilt_COUNTRY |
| 2025-08-07 |
2025-08-08 |
ind_textiles_apparel |
-0.0228 |
0.0003 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-07 |
2025-08-08 |
country_PH |
0.0021 |
-0.0065 |
-0.0000 |
tilt_COUNTRY |
| 2025-08-07 |
2025-08-08 |
ind_diversified_retail |
-0.0155 |
-0.0035 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-07 |
2025-08-08 |
country_SG |
0.0569 |
-0.0049 |
-0.0003 |
tilt_COUNTRY |
| 2025-08-07 |
2025-08-08 |
ind_renewable_energy |
0.0112 |
0.0134 |
0.0002 |
tilt_INDUSTRY |
| 2025-08-07 |
2025-08-08 |
country_CN |
-0.0890 |
0.0003 |
-0.0000 |
tilt_COUNTRY |
| 2025-08-07 |
2025-08-08 |
size_MICRO |
-0.0094 |
0.0049 |
-0.0000 |
tilt_SIZE |
| 2025-08-07 |
2025-08-08 |
ind_real_estate_operations |
-0.0233 |
0.0013 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-07 |
2025-08-08 |
ind_telecommunications_serices |
0.1210 |
0.0017 |
0.0002 |
tilt_INDUSTRY |
| 2025-08-07 |
2025-08-08 |
ind_media_publishing |
0.0207 |
-0.0012 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-07 |
2025-08-08 |
country_TH |
0.0708 |
-0.0103 |
-0.0007 |
tilt_COUNTRY |
| 2025-08-07 |
2025-08-08 |
ind_household_goods |
-0.0117 |
0.0050 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-07 |
2025-08-08 |
size_LARGE |
0.1140 |
0.0001 |
0.0000 |
tilt_SIZE |
| 2025-08-07 |
2025-08-08 |
ind_coal |
-0.0476 |
0.0006 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-07 |
2025-08-08 |
ind_household_products_services |
-0.0155 |
-0.0056 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-08 |
2025-08-11 |
ind_construction_engineering |
0.0772 |
0.0021 |
0.0002 |
tilt_INDUSTRY |
| 2025-08-08 |
2025-08-11 |
neglect |
0.8726 |
-0.0005 |
-0.0004 |
alpha_VALUE |
| 2025-08-08 |
2025-08-11 |
ind_investment_services |
0.0916 |
-0.0014 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-08 |
2025-08-11 |
ind_freight_logistics |
-0.0344 |
-0.0071 |
0.0002 |
tilt_INDUSTRY |
| 2025-08-08 |
2025-08-11 |
size_LARGE |
0.1167 |
0.0013 |
0.0001 |
tilt_SIZE |
| 2025-08-08 |
2025-08-11 |
ind_specialty_reatil |
0.0036 |
-0.0000 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-08 |
2025-08-11 |
size_SMALL |
-0.0023 |
-0.0006 |
0.0000 |
tilt_SIZE |
| 2025-08-08 |
2025-08-11 |
fmom |
0.4400 |
-0.0011 |
-0.0005 |
alpha_QUALITY |
| 2025-08-08 |
2025-08-11 |
ind_office_equipment |
-0.0177 |
-0.0030 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-08 |
2025-08-11 |
ind_coal |
-0.0473 |
-0.0031 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-08 |
2025-08-11 |
country_HK |
0.1268 |
-0.0018 |
-0.0002 |
tilt_COUNTRY |
| 2025-08-08 |
2025-08-11 |
bcost |
NaN |
NaN |
-0.0009 |
cost |
| 2025-08-08 |
2025-08-11 |
ind_diversified_retail |
-0.0207 |
-0.0062 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-08 |
2025-08-11 |
value_gc |
2.0010 |
-0.0011 |
-0.0021 |
alpha_VALUE |
| 2025-08-08 |
2025-08-11 |
country_MY |
0.0077 |
0.0073 |
0.0001 |
tilt_COUNTRY |
| 2025-08-08 |
2025-08-11 |
market |
0.0046 |
-0.0102 |
-0.0000 |
risk_exposure |
| 2025-08-08 |
2025-08-11 |
country_IN |
0.0000 |
0.0104 |
0.0000 |
tilt_COUNTRY |
| 2025-08-08 |
2025-08-11 |
ind_oil_gas |
0.0332 |
-0.0022 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-08 |
2025-08-11 |
ind_real_estate_operations |
-0.0248 |
0.0017 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-08 |
2025-08-11 |
ind_computers_phones_household_electronics |
0.0888 |
-0.0028 |
-0.0003 |
tilt_INDUSTRY |
| 2025-08-08 |
2025-08-11 |
ind_media_publishing |
0.0200 |
0.0025 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-08 |
2025-08-11 |
size_MICRO |
-0.0100 |
0.0000 |
-0.0000 |
tilt_SIZE |
| 2025-08-08 |
2025-08-11 |
ind_automobile |
-0.0952 |
-0.0005 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-08 |
2025-08-11 |
ind_aerospace_defense |
-0.0032 |
-0.0024 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-08 |
2025-08-11 |
ind_household_products_services |
-0.0165 |
0.0014 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-08 |
2025-08-11 |
ind_beverages |
-0.0813 |
0.0063 |
-0.0005 |
tilt_INDUSTRY |
| 2025-08-08 |
2025-08-11 |
country_SG |
0.0560 |
-0.0015 |
-0.0001 |
tilt_COUNTRY |
| 2025-08-08 |
2025-08-11 |
momentum |
-0.1607 |
-0.0003 |
0.0001 |
alpha_MOMENTUM |
| 2025-08-08 |
2025-08-11 |
linearCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-08-08 |
2025-08-11 |
ind_fintech |
-0.0009 |
0.0077 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-08 |
2025-08-11 |
ind_healthcare_providers_services |
0.0244 |
0.0026 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-08 |
2025-08-11 |
ind_machinery |
0.1500 |
-0.0024 |
-0.0004 |
tilt_INDUSTRY |
| 2025-08-08 |
2025-08-11 |
ind_paper_forestry |
-0.0019 |
-0.0031 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-08 |
2025-08-11 |
ind_software_it_services |
0.0736 |
-0.0008 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-08 |
2025-08-11 |
pdiscrepancy |
NaN |
NaN |
-0.0000 |
unexplained |
| 2025-08-08 |
2025-08-11 |
ind_leisure_products |
0.0092 |
-0.0033 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-08 |
2025-08-11 |
ind_textiles_apparel |
-0.0233 |
-0.0045 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-08 |
2025-08-11 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-08-08 |
2025-08-11 |
ind_commercial_services_supplies |
-0.0050 |
0.0017 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-08 |
2025-08-11 |
ind_communications_equipment |
0.0176 |
-0.0031 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-08 |
2025-08-11 |
ind_biotechnology |
-0.0113 |
-0.0032 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-08 |
2025-08-11 |
ind_water_utilities |
-0.0077 |
0.0001 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-08 |
2025-08-11 |
ind_electronic_equipment |
-0.0984 |
0.0061 |
-0.0006 |
tilt_INDUSTRY |
| 2025-08-08 |
2025-08-11 |
ind_uranium |
-0.0024 |
-0.0056 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-08 |
2025-08-11 |
ind_industrial_distribution |
0.0330 |
0.0017 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-08 |
2025-08-11 |
country_NZ |
-0.0050 |
0.0124 |
-0.0001 |
tilt_COUNTRY |
| 2025-08-08 |
2025-08-11 |
country_TW |
0.0250 |
-0.0018 |
-0.0000 |
tilt_COUNTRY |
| 2025-08-08 |
2025-08-11 |
country_KR |
-0.1004 |
-0.0016 |
0.0002 |
tilt_COUNTRY |
| 2025-08-08 |
2025-08-11 |
country_AU |
-0.1015 |
0.0060 |
-0.0006 |
tilt_COUNTRY |
| 2025-08-08 |
2025-08-11 |
revision |
0.6135 |
0.0000 |
0.0000 |
alpha_REVISION |
| 2025-08-08 |
2025-08-11 |
ind_banking_services |
-0.0734 |
0.0003 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-08 |
2025-08-11 |
ind_telecommunications_serices |
0.1212 |
0.0034 |
0.0004 |
tilt_INDUSTRY |
| 2025-08-08 |
2025-08-11 |
country_CN |
-0.0840 |
-0.0004 |
0.0000 |
tilt_COUNTRY |
| 2025-08-08 |
2025-08-11 |
ind_household_goods |
-0.0123 |
0.0007 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-08 |
2025-08-11 |
ind_holding_companies |
0.0070 |
0.0005 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-08 |
2025-08-11 |
ind_chemicals |
0.0022 |
0.0026 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-08 |
2025-08-11 |
country_ID |
0.0031 |
0.0162 |
0.0001 |
tilt_COUNTRY |
| 2025-08-08 |
2025-08-11 |
country_XH |
0.0562 |
-0.0088 |
-0.0005 |
tilt_COUNTRY |
| 2025-08-08 |
2025-08-11 |
ind_homebuilding_building_products |
-0.0337 |
0.0030 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-08 |
2025-08-11 |
ind_oil_gas_equipment_services |
-0.0157 |
-0.0058 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-08 |
2025-08-11 |
ind_multiline_utilities |
-0.0131 |
0.0027 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-08 |
2025-08-11 |
ind_food_tobacco |
0.0940 |
-0.0001 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-08 |
2025-08-11 |
ind_renewable_energy |
0.0114 |
0.0087 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-08 |
2025-08-11 |
sbeta_market |
0.0322 |
0.0149 |
0.0005 |
risk_exposure |
| 2025-08-08 |
2025-08-11 |
specret |
NaN |
NaN |
-0.0038 |
unexplained |
| 2025-08-08 |
2025-08-11 |
linkage |
0.4628 |
-0.0009 |
-0.0004 |
alpha_MOMENTUM |
| 2025-08-08 |
2025-08-11 |
ind_containers_packaging |
0.0068 |
0.0033 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-08 |
2025-08-11 |
country_PH |
0.0021 |
-0.0117 |
-0.0000 |
tilt_COUNTRY |
| 2025-08-08 |
2025-08-11 |
country_JP |
-0.0521 |
-0.0015 |
0.0001 |
tilt_COUNTRY |
| 2025-08-08 |
2025-08-11 |
ind_metals_mining |
-0.1091 |
-0.0044 |
0.0005 |
tilt_INDUSTRY |
| 2025-08-08 |
2025-08-11 |
ind_insurance |
0.0297 |
-0.0082 |
-0.0002 |
tilt_INDUSTRY |
| 2025-08-08 |
2025-08-11 |
country_TH |
0.0708 |
0.0027 |
0.0002 |
tilt_COUNTRY |
| 2025-08-08 |
2025-08-11 |
ind_food_drug_retail |
0.0359 |
0.0060 |
0.0002 |
tilt_INDUSTRY |
| 2025-08-08 |
2025-08-11 |
fcost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-08-08 |
2025-08-11 |
value_liq |
0.6731 |
0.0007 |
0.0005 |
alpha_VALUE |
| 2025-08-08 |
2025-08-11 |
ind_construction_materials |
-0.0023 |
0.0083 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-08 |
2025-08-11 |
quality |
3.9660 |
0.0003 |
0.0013 |
alpha_QUALITY |
| 2025-08-08 |
2025-08-11 |
ind_consumer_goods_conglomerates |
0.0157 |
-0.0049 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-08 |
2025-08-11 |
ind_pharmaceuticals |
-0.0472 |
0.0042 |
-0.0002 |
tilt_INDUSTRY |
| 2025-08-08 |
2025-08-11 |
ind_electric_utilities_ipps |
-0.0601 |
-0.0005 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-08 |
2025-08-11 |
stability |
4.4617 |
-0.0001 |
-0.0006 |
alpha_QUALITY |
| 2025-08-08 |
2025-08-11 |
ind_natural_gas_utilities |
0.0022 |
0.0017 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-08 |
2025-08-11 |
ind_integrated_hardware_software |
0.0090 |
0.0014 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-08 |
2025-08-11 |
ind_semiconductors |
0.0244 |
-0.0006 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-08 |
2025-08-11 |
ind_transportation_infrastructure |
0.0056 |
0.0016 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-08 |
2025-08-11 |
size_MID |
-0.0998 |
-0.0004 |
0.0000 |
tilt_SIZE |
| 2025-08-08 |
2025-08-11 |
ind_hotels_entertainment |
-0.0689 |
-0.0021 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-08 |
2025-08-11 |
sdiscrepancy |
NaN |
NaN |
0.0001 |
unexplained |
| 2025-08-08 |
2025-08-11 |
reversal |
0.8038 |
0.0000 |
0.0000 |
alpha_REVERSAL |
| 2025-08-08 |
2025-08-11 |
ind_healthcare_equipment_supplies |
-0.0886 |
0.0034 |
-0.0003 |
tilt_INDUSTRY |
| 2025-08-08 |
2025-08-11 |
ind_passenger_transportation |
0.0343 |
0.0028 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-11 |
2025-08-12 |
ind_healthcare_providers_services |
0.0247 |
-0.0008 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-11 |
2025-08-12 |
size_MID |
-0.1020 |
-0.0004 |
0.0000 |
tilt_SIZE |
| 2025-08-11 |
2025-08-12 |
ind_oil_gas_equipment_services |
-0.0156 |
0.0064 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-11 |
2025-08-12 |
country_IN |
0.0000 |
-0.0022 |
0.0000 |
tilt_COUNTRY |
| 2025-08-11 |
2025-08-12 |
ind_chemicals |
-0.0091 |
-0.0008 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-11 |
2025-08-12 |
country_AU |
-0.0998 |
0.0012 |
-0.0001 |
tilt_COUNTRY |
| 2025-08-11 |
2025-08-12 |
ind_telecommunications_serices |
0.1212 |
0.0047 |
0.0006 |
tilt_INDUSTRY |
| 2025-08-11 |
2025-08-12 |
ind_uranium |
-0.0024 |
-0.0212 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-11 |
2025-08-12 |
ind_integrated_hardware_software |
0.0089 |
0.0007 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-11 |
2025-08-12 |
ind_containers_packaging |
0.0068 |
-0.0070 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-11 |
2025-08-12 |
ind_transportation_infrastructure |
0.0043 |
-0.0005 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-11 |
2025-08-12 |
ind_homebuilding_building_products |
-0.0336 |
0.0014 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-11 |
2025-08-12 |
ind_biotechnology |
-0.0108 |
-0.0077 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-11 |
2025-08-12 |
ind_diversified_retail |
-0.0248 |
-0.0008 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-11 |
2025-08-12 |
ind_water_utilities |
-0.0077 |
0.0002 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-11 |
2025-08-12 |
ind_communications_equipment |
0.0174 |
0.0042 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-11 |
2025-08-12 |
ind_coal |
-0.0479 |
0.0105 |
-0.0005 |
tilt_INDUSTRY |
| 2025-08-11 |
2025-08-12 |
size_SMALL |
-0.0045 |
-0.0016 |
0.0000 |
tilt_SIZE |
| 2025-08-11 |
2025-08-12 |
country_ID |
0.0033 |
0.0150 |
0.0000 |
tilt_COUNTRY |
| 2025-08-11 |
2025-08-12 |
ind_beverages |
-0.0811 |
-0.0028 |
0.0002 |
tilt_INDUSTRY |
| 2025-08-11 |
2025-08-12 |
ind_paper_forestry |
-0.0012 |
0.0004 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-11 |
2025-08-12 |
linearCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-08-11 |
2025-08-12 |
country_MY |
0.0088 |
-0.0005 |
-0.0000 |
tilt_COUNTRY |
| 2025-08-11 |
2025-08-12 |
ind_commercial_services_supplies |
-0.0078 |
-0.0041 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-11 |
2025-08-12 |
ind_textiles_apparel |
-0.0236 |
0.0018 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-11 |
2025-08-12 |
ind_specialty_reatil |
0.0026 |
0.0024 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-11 |
2025-08-12 |
ind_electric_utilities_ipps |
-0.0596 |
0.0005 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-11 |
2025-08-12 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-08-11 |
2025-08-12 |
ind_electronic_equipment |
-0.0998 |
0.0002 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-11 |
2025-08-12 |
ind_multiline_utilities |
-0.0131 |
0.0013 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-11 |
2025-08-12 |
country_XH |
0.0651 |
-0.0003 |
-0.0000 |
tilt_COUNTRY |
| 2025-08-11 |
2025-08-12 |
ind_holding_companies |
0.0070 |
0.0009 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-11 |
2025-08-12 |
revision |
0.5893 |
0.0010 |
0.0006 |
alpha_REVISION |
| 2025-08-11 |
2025-08-12 |
country_NZ |
-0.0075 |
-0.0163 |
0.0001 |
tilt_COUNTRY |
| 2025-08-11 |
2025-08-12 |
ind_industrial_distribution |
0.0330 |
0.0024 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-11 |
2025-08-12 |
sbeta_market |
0.0210 |
0.0017 |
0.0000 |
risk_exposure |
| 2025-08-11 |
2025-08-12 |
ind_food_drug_retail |
0.0355 |
-0.0033 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-11 |
2025-08-12 |
ind_pharmaceuticals |
-0.0430 |
-0.0040 |
0.0002 |
tilt_INDUSTRY |
| 2025-08-11 |
2025-08-12 |
reversal |
1.0123 |
0.0004 |
0.0004 |
alpha_REVERSAL |
| 2025-08-11 |
2025-08-12 |
value_liq |
0.6898 |
0.0001 |
0.0000 |
alpha_VALUE |
| 2025-08-11 |
2025-08-12 |
ind_banking_services |
-0.0578 |
0.0031 |
-0.0002 |
tilt_INDUSTRY |
| 2025-08-11 |
2025-08-12 |
ind_natural_gas_utilities |
0.0023 |
0.0047 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-11 |
2025-08-12 |
ind_semiconductors |
0.0213 |
0.0072 |
0.0002 |
tilt_INDUSTRY |
| 2025-08-11 |
2025-08-12 |
country_KR |
-0.1008 |
-0.0071 |
0.0007 |
tilt_COUNTRY |
| 2025-08-11 |
2025-08-12 |
ind_renewable_energy |
0.0115 |
-0.0113 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-11 |
2025-08-12 |
ind_food_tobacco |
0.0928 |
-0.0033 |
-0.0003 |
tilt_INDUSTRY |
| 2025-08-11 |
2025-08-12 |
country_TW |
0.0226 |
-0.0028 |
-0.0001 |
tilt_COUNTRY |
| 2025-08-11 |
2025-08-12 |
country_PH |
0.0021 |
0.0015 |
0.0000 |
tilt_COUNTRY |
| 2025-08-11 |
2025-08-12 |
ind_media_publishing |
0.0173 |
-0.0040 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-11 |
2025-08-12 |
ind_real_estate_operations |
-0.0249 |
-0.0007 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-11 |
2025-08-12 |
size_MICRO |
-0.0100 |
-0.0011 |
0.0000 |
tilt_SIZE |
| 2025-08-11 |
2025-08-12 |
country_SG |
0.0559 |
-0.0073 |
-0.0004 |
tilt_COUNTRY |
| 2025-08-11 |
2025-08-12 |
ind_construction_materials |
-0.0023 |
-0.0047 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-11 |
2025-08-12 |
ind_freight_logistics |
-0.0347 |
-0.0025 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-11 |
2025-08-12 |
ind_household_products_services |
-0.0164 |
-0.0069 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-11 |
2025-08-12 |
size_LARGE |
0.1138 |
0.0028 |
0.0003 |
tilt_SIZE |
| 2025-08-11 |
2025-08-12 |
country_TH |
0.0708 |
-0.0023 |
-0.0002 |
tilt_COUNTRY |
| 2025-08-11 |
2025-08-12 |
ind_metals_mining |
-0.1077 |
-0.0039 |
0.0004 |
tilt_INDUSTRY |
| 2025-08-11 |
2025-08-12 |
ind_healthcare_equipment_supplies |
-0.0885 |
0.0018 |
-0.0002 |
tilt_INDUSTRY |
| 2025-08-11 |
2025-08-12 |
stability |
4.4893 |
0.0004 |
0.0017 |
alpha_QUALITY |
| 2025-08-11 |
2025-08-12 |
sdiscrepancy |
NaN |
NaN |
0.0000 |
unexplained |
| 2025-08-11 |
2025-08-12 |
ind_household_goods |
-0.0129 |
0.0047 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-11 |
2025-08-12 |
quality |
3.9529 |
0.0000 |
0.0000 |
alpha_QUALITY |
| 2025-08-11 |
2025-08-12 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-08-11 |
2025-08-12 |
value_gc |
2.0261 |
0.0010 |
0.0020 |
alpha_VALUE |
| 2025-08-11 |
2025-08-12 |
specret |
NaN |
NaN |
-0.0042 |
unexplained |
| 2025-08-11 |
2025-08-12 |
momentum |
-0.1530 |
0.0002 |
-0.0000 |
alpha_MOMENTUM |
| 2025-08-11 |
2025-08-12 |
ind_consumer_goods_conglomerates |
0.0150 |
0.0018 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-11 |
2025-08-12 |
ind_investment_services |
0.0864 |
0.0027 |
0.0002 |
tilt_INDUSTRY |
| 2025-08-11 |
2025-08-12 |
ind_aerospace_defense |
-0.0035 |
-0.0169 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-11 |
2025-08-12 |
ind_machinery |
0.1462 |
-0.0035 |
-0.0005 |
tilt_INDUSTRY |
| 2025-08-11 |
2025-08-12 |
market |
-0.0027 |
0.0005 |
-0.0000 |
risk_exposure |
| 2025-08-11 |
2025-08-12 |
ind_leisure_products |
0.0089 |
0.0017 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-11 |
2025-08-12 |
ind_insurance |
0.0456 |
0.0082 |
0.0004 |
tilt_INDUSTRY |
| 2025-08-11 |
2025-08-12 |
ind_oil_gas |
0.0339 |
0.0036 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-11 |
2025-08-12 |
ind_automobile |
-0.0932 |
0.0010 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-11 |
2025-08-12 |
ind_passenger_transportation |
0.0341 |
-0.0006 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-11 |
2025-08-12 |
linkage |
0.4971 |
-0.0002 |
-0.0001 |
alpha_MOMENTUM |
| 2025-08-11 |
2025-08-12 |
country_CN |
-0.0951 |
-0.0006 |
0.0001 |
tilt_COUNTRY |
| 2025-08-11 |
2025-08-12 |
ind_hotels_entertainment |
-0.0690 |
0.0017 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-11 |
2025-08-12 |
ind_computers_phones_household_electronics |
0.0866 |
0.0013 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-11 |
2025-08-12 |
ind_fintech |
-0.0010 |
0.0098 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-11 |
2025-08-12 |
country_JP |
-0.0549 |
0.0063 |
-0.0003 |
tilt_COUNTRY |
| 2025-08-11 |
2025-08-12 |
ind_software_it_services |
0.0676 |
-0.0027 |
-0.0002 |
tilt_INDUSTRY |
| 2025-08-11 |
2025-08-12 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-08-11 |
2025-08-12 |
ind_construction_engineering |
0.0780 |
-0.0002 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-11 |
2025-08-12 |
neglect |
0.8809 |
-0.0002 |
-0.0002 |
alpha_VALUE |
| 2025-08-11 |
2025-08-12 |
pdiscrepancy |
NaN |
NaN |
0.0000 |
unexplained |
| 2025-08-11 |
2025-08-12 |
fmom |
0.4450 |
0.0003 |
0.0001 |
alpha_QUALITY |
| 2025-08-11 |
2025-08-12 |
country_HK |
0.1269 |
0.0012 |
0.0002 |
tilt_COUNTRY |
| 2025-08-11 |
2025-08-12 |
ind_office_equipment |
-0.0177 |
0.0073 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-12 |
2025-08-13 |
ind_renewable_energy |
0.0111 |
-0.0075 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-12 |
2025-08-13 |
ind_consumer_goods_conglomerates |
0.0154 |
0.0044 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-12 |
2025-08-13 |
ind_semiconductors |
0.0197 |
0.0027 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-12 |
2025-08-13 |
ind_construction_engineering |
0.0786 |
-0.0031 |
-0.0002 |
tilt_INDUSTRY |
| 2025-08-12 |
2025-08-13 |
ind_commercial_services_supplies |
-0.0097 |
0.0022 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-12 |
2025-08-13 |
ind_real_estate_operations |
-0.0232 |
-0.0030 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-12 |
2025-08-13 |
ind_specialty_reatil |
0.0006 |
0.0012 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-12 |
2025-08-13 |
ind_containers_packaging |
0.0068 |
0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-12 |
2025-08-13 |
country_IN |
0.0000 |
0.0051 |
0.0000 |
tilt_COUNTRY |
| 2025-08-12 |
2025-08-13 |
ind_holding_companies |
0.0070 |
0.0078 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-12 |
2025-08-13 |
ind_leisure_products |
0.0086 |
0.0054 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-12 |
2025-08-13 |
ind_computers_phones_household_electronics |
0.0843 |
-0.0006 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-12 |
2025-08-13 |
country_KR |
-0.1004 |
0.0047 |
-0.0005 |
tilt_COUNTRY |
| 2025-08-12 |
2025-08-13 |
ind_passenger_transportation |
0.0334 |
0.0012 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-12 |
2025-08-13 |
stability |
4.5153 |
0.0002 |
0.0009 |
alpha_QUALITY |
| 2025-08-12 |
2025-08-13 |
ind_investment_services |
0.0822 |
0.0032 |
0.0003 |
tilt_INDUSTRY |
| 2025-08-12 |
2025-08-13 |
ind_telecommunications_serices |
0.1215 |
-0.0008 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-12 |
2025-08-13 |
ind_pharmaceuticals |
-0.0439 |
0.0090 |
-0.0004 |
tilt_INDUSTRY |
| 2025-08-12 |
2025-08-13 |
ind_communications_equipment |
0.0178 |
0.0059 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-12 |
2025-08-13 |
ind_software_it_services |
0.0588 |
-0.0027 |
-0.0002 |
tilt_INDUSTRY |
| 2025-08-12 |
2025-08-13 |
ind_construction_materials |
-0.0020 |
-0.0055 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-12 |
2025-08-13 |
ind_media_publishing |
0.0142 |
-0.0004 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-12 |
2025-08-13 |
country_CN |
-0.0968 |
-0.0035 |
0.0003 |
tilt_COUNTRY |
| 2025-08-12 |
2025-08-13 |
neglect |
0.9026 |
-0.0004 |
-0.0003 |
alpha_VALUE |
| 2025-08-12 |
2025-08-13 |
ind_multiline_utilities |
-0.0123 |
-0.0093 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-12 |
2025-08-13 |
ind_aerospace_defense |
-0.0043 |
0.0048 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-12 |
2025-08-13 |
country_JP |
-0.0626 |
0.0006 |
-0.0000 |
tilt_COUNTRY |
| 2025-08-12 |
2025-08-13 |
momentum |
-0.1491 |
0.0006 |
-0.0001 |
alpha_MOMENTUM |
| 2025-08-12 |
2025-08-13 |
ind_hotels_entertainment |
-0.0689 |
-0.0028 |
0.0002 |
tilt_INDUSTRY |
| 2025-08-12 |
2025-08-13 |
ind_fintech |
-0.0010 |
0.0003 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-12 |
2025-08-13 |
ind_household_goods |
-0.0143 |
-0.0027 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-12 |
2025-08-13 |
ind_machinery |
0.1485 |
0.0020 |
0.0003 |
tilt_INDUSTRY |
| 2025-08-12 |
2025-08-13 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-08-12 |
2025-08-13 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-08-12 |
2025-08-13 |
ind_homebuilding_building_products |
-0.0335 |
0.0059 |
-0.0002 |
tilt_INDUSTRY |
| 2025-08-12 |
2025-08-13 |
ind_healthcare_equipment_supplies |
-0.0859 |
-0.0011 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-12 |
2025-08-13 |
sdiscrepancy |
NaN |
NaN |
-0.0000 |
unexplained |
| 2025-08-12 |
2025-08-13 |
ind_office_equipment |
-0.0177 |
-0.0002 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-12 |
2025-08-13 |
fmom |
0.4541 |
0.0013 |
0.0006 |
alpha_QUALITY |
| 2025-08-12 |
2025-08-13 |
pdiscrepancy |
NaN |
NaN |
-0.0000 |
unexplained |
| 2025-08-12 |
2025-08-13 |
specret |
NaN |
NaN |
0.0025 |
unexplained |
| 2025-08-12 |
2025-08-13 |
country_NZ |
-0.0093 |
0.0019 |
-0.0000 |
tilt_COUNTRY |
| 2025-08-12 |
2025-08-13 |
revision |
0.6403 |
0.0006 |
0.0004 |
alpha_REVISION |
| 2025-08-12 |
2025-08-13 |
sbeta_market |
0.0157 |
0.0106 |
0.0002 |
risk_exposure |
| 2025-08-12 |
2025-08-13 |
ind_food_drug_retail |
0.0344 |
0.0020 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-12 |
2025-08-13 |
ind_industrial_distribution |
0.0329 |
-0.0085 |
-0.0003 |
tilt_INDUSTRY |
| 2025-08-12 |
2025-08-13 |
ind_food_tobacco |
0.0895 |
-0.0026 |
-0.0002 |
tilt_INDUSTRY |
| 2025-08-12 |
2025-08-13 |
ind_insurance |
0.0595 |
-0.0027 |
-0.0002 |
tilt_INDUSTRY |
| 2025-08-12 |
2025-08-13 |
country_HK |
0.1265 |
0.0056 |
0.0007 |
tilt_COUNTRY |
| 2025-08-12 |
2025-08-13 |
country_TW |
0.0192 |
-0.0032 |
-0.0001 |
tilt_COUNTRY |
| 2025-08-12 |
2025-08-13 |
value_liq |
0.7200 |
-0.0018 |
-0.0013 |
alpha_VALUE |
| 2025-08-12 |
2025-08-13 |
value_gc |
2.0516 |
0.0007 |
0.0014 |
alpha_VALUE |
| 2025-08-12 |
2025-08-13 |
ind_natural_gas_utilities |
0.0022 |
-0.0037 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-12 |
2025-08-13 |
quality |
3.9353 |
-0.0003 |
-0.0011 |
alpha_QUALITY |
| 2025-08-12 |
2025-08-13 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-08-12 |
2025-08-13 |
reversal |
0.9540 |
0.0001 |
0.0001 |
alpha_REVERSAL |
| 2025-08-12 |
2025-08-13 |
ind_oil_gas |
0.0367 |
-0.0070 |
-0.0003 |
tilt_INDUSTRY |
| 2025-08-12 |
2025-08-13 |
market |
-0.0064 |
-0.0036 |
0.0000 |
risk_exposure |
| 2025-08-12 |
2025-08-13 |
ind_metals_mining |
-0.1061 |
0.0071 |
-0.0007 |
tilt_INDUSTRY |
| 2025-08-12 |
2025-08-13 |
ind_freight_logistics |
-0.0351 |
-0.0011 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-12 |
2025-08-13 |
ind_uranium |
-0.0024 |
-0.0146 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-12 |
2025-08-13 |
ind_chemicals |
-0.0108 |
-0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-12 |
2025-08-13 |
ind_integrated_hardware_software |
0.0089 |
-0.0084 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-12 |
2025-08-13 |
ind_oil_gas_equipment_services |
-0.0158 |
-0.0041 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-12 |
2025-08-13 |
country_SG |
0.0555 |
0.0131 |
0.0007 |
tilt_COUNTRY |
| 2025-08-12 |
2025-08-13 |
ind_automobile |
-0.0921 |
0.0017 |
-0.0002 |
tilt_INDUSTRY |
| 2025-08-12 |
2025-08-13 |
size_MICRO |
-0.0094 |
-0.0006 |
0.0000 |
tilt_SIZE |
| 2025-08-12 |
2025-08-13 |
ind_transportation_infrastructure |
0.0029 |
-0.0018 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-12 |
2025-08-13 |
country_AU |
-0.0990 |
-0.0008 |
0.0001 |
tilt_COUNTRY |
| 2025-08-12 |
2025-08-13 |
ind_coal |
-0.0480 |
-0.0095 |
0.0005 |
tilt_INDUSTRY |
| 2025-08-12 |
2025-08-13 |
ind_paper_forestry |
-0.0006 |
-0.0105 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-12 |
2025-08-13 |
ind_textiles_apparel |
-0.0247 |
-0.0028 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-12 |
2025-08-13 |
country_PH |
0.0020 |
0.0030 |
0.0000 |
tilt_COUNTRY |
| 2025-08-12 |
2025-08-13 |
ind_diversified_retail |
-0.0237 |
-0.0038 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-12 |
2025-08-13 |
ind_biotechnology |
-0.0106 |
0.0260 |
-0.0003 |
tilt_INDUSTRY |
| 2025-08-12 |
2025-08-13 |
country_XH |
0.0705 |
0.0071 |
0.0005 |
tilt_COUNTRY |
| 2025-08-12 |
2025-08-13 |
country_ID |
0.0031 |
0.0055 |
0.0000 |
tilt_COUNTRY |
| 2025-08-12 |
2025-08-13 |
linkage |
0.5079 |
-0.0000 |
-0.0000 |
alpha_MOMENTUM |
| 2025-08-12 |
2025-08-13 |
ind_electronic_equipment |
-0.1017 |
0.0018 |
-0.0002 |
tilt_INDUSTRY |
| 2025-08-12 |
2025-08-13 |
country_TH |
0.0754 |
0.0072 |
0.0005 |
tilt_COUNTRY |
| 2025-08-12 |
2025-08-13 |
linearCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-08-12 |
2025-08-13 |
size_MID |
-0.1001 |
-0.0004 |
0.0000 |
tilt_SIZE |
| 2025-08-12 |
2025-08-13 |
ind_water_utilities |
-0.0077 |
-0.0046 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-12 |
2025-08-13 |
size_LARGE |
0.1096 |
0.0032 |
0.0003 |
tilt_SIZE |
| 2025-08-12 |
2025-08-13 |
ind_banking_services |
-0.0506 |
-0.0059 |
0.0003 |
tilt_INDUSTRY |
| 2025-08-12 |
2025-08-13 |
country_MY |
0.0096 |
0.0148 |
0.0001 |
tilt_COUNTRY |
| 2025-08-12 |
2025-08-13 |
ind_beverages |
-0.0815 |
-0.0068 |
0.0006 |
tilt_INDUSTRY |
| 2025-08-12 |
2025-08-13 |
ind_healthcare_providers_services |
0.0249 |
0.0030 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-12 |
2025-08-13 |
ind_household_products_services |
-0.0165 |
-0.0025 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-12 |
2025-08-13 |
size_SMALL |
-0.0066 |
-0.0019 |
0.0000 |
tilt_SIZE |
| 2025-08-12 |
2025-08-13 |
ind_electric_utilities_ipps |
-0.0608 |
-0.0035 |
0.0002 |
tilt_INDUSTRY |
| 2025-08-13 |
2025-08-14 |
ind_food_tobacco |
0.0847 |
-0.0005 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-13 |
2025-08-14 |
ind_metals_mining |
-0.1054 |
-0.0024 |
0.0003 |
tilt_INDUSTRY |
| 2025-08-13 |
2025-08-14 |
ind_freight_logistics |
-0.0344 |
-0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-13 |
2025-08-14 |
ind_healthcare_equipment_supplies |
-0.0822 |
-0.0098 |
0.0008 |
tilt_INDUSTRY |
| 2025-08-13 |
2025-08-14 |
ind_construction_materials |
-0.0016 |
-0.0010 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-13 |
2025-08-14 |
ind_leisure_products |
0.0088 |
0.0016 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-13 |
2025-08-14 |
ind_pharmaceuticals |
-0.0525 |
-0.0012 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-13 |
2025-08-14 |
ind_paper_forestry |
-0.0006 |
0.0019 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-13 |
2025-08-14 |
ind_containers_packaging |
0.0064 |
0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-13 |
2025-08-14 |
ind_diversified_retail |
-0.0236 |
-0.0047 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-13 |
2025-08-14 |
ind_oil_gas_equipment_services |
-0.0145 |
-0.0028 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-13 |
2025-08-14 |
ind_healthcare_providers_services |
0.0244 |
-0.0005 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-13 |
2025-08-14 |
size_SMALL |
-0.0052 |
-0.0015 |
0.0000 |
tilt_SIZE |
| 2025-08-13 |
2025-08-14 |
ind_electric_utilities_ipps |
-0.0642 |
-0.0012 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-13 |
2025-08-14 |
country_JP |
-0.0685 |
-0.0040 |
0.0003 |
tilt_COUNTRY |
| 2025-08-13 |
2025-08-14 |
ind_multiline_utilities |
-0.0124 |
-0.0111 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-13 |
2025-08-14 |
ind_oil_gas |
0.0397 |
-0.0018 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-13 |
2025-08-14 |
ind_fintech |
-0.0011 |
0.0042 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-13 |
2025-08-14 |
ind_consumer_goods_conglomerates |
0.0172 |
-0.0105 |
-0.0002 |
tilt_INDUSTRY |
| 2025-08-13 |
2025-08-14 |
ind_office_equipment |
-0.0177 |
-0.0085 |
0.0002 |
tilt_INDUSTRY |
| 2025-08-13 |
2025-08-14 |
ind_machinery |
0.1430 |
-0.0009 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-13 |
2025-08-14 |
ind_natural_gas_utilities |
0.0010 |
-0.0006 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-13 |
2025-08-14 |
country_CN |
-0.0826 |
-0.0032 |
0.0003 |
tilt_COUNTRY |
| 2025-08-13 |
2025-08-14 |
country_HK |
0.1256 |
0.0041 |
0.0005 |
tilt_COUNTRY |
| 2025-08-13 |
2025-08-14 |
ind_food_drug_retail |
0.0334 |
-0.0048 |
-0.0002 |
tilt_INDUSTRY |
| 2025-08-13 |
2025-08-14 |
ind_passenger_transportation |
0.0301 |
-0.0011 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-13 |
2025-08-14 |
ind_electronic_equipment |
-0.1008 |
-0.0019 |
0.0002 |
tilt_INDUSTRY |
| 2025-08-13 |
2025-08-14 |
ind_coal |
-0.0472 |
-0.0080 |
0.0004 |
tilt_INDUSTRY |
| 2025-08-13 |
2025-08-14 |
linkage |
0.5128 |
0.0009 |
0.0005 |
alpha_MOMENTUM |
| 2025-08-13 |
2025-08-14 |
country_ID |
0.0022 |
0.0035 |
0.0000 |
tilt_COUNTRY |
| 2025-08-13 |
2025-08-14 |
value_gc |
2.0520 |
-0.0002 |
-0.0004 |
alpha_VALUE |
| 2025-08-13 |
2025-08-14 |
ind_water_utilities |
-0.0078 |
0.0000 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-13 |
2025-08-14 |
ind_biotechnology |
-0.0105 |
0.0143 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-13 |
2025-08-14 |
reversal |
0.8188 |
0.0005 |
0.0004 |
alpha_REVERSAL |
| 2025-08-13 |
2025-08-14 |
ind_uranium |
-0.0025 |
0.0017 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-13 |
2025-08-14 |
ind_chemicals |
0.0030 |
-0.0027 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-13 |
2025-08-14 |
ind_integrated_hardware_software |
0.0090 |
0.0046 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-13 |
2025-08-14 |
value_liq |
0.7184 |
0.0007 |
0.0005 |
alpha_VALUE |
| 2025-08-13 |
2025-08-14 |
revision |
0.6727 |
0.0004 |
0.0003 |
alpha_REVISION |
| 2025-08-13 |
2025-08-14 |
ind_transportation_infrastructure |
0.0014 |
-0.0023 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-13 |
2025-08-14 |
country_AU |
-0.1015 |
0.0064 |
-0.0007 |
tilt_COUNTRY |
| 2025-08-13 |
2025-08-14 |
ind_media_publishing |
0.0137 |
-0.0021 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-13 |
2025-08-14 |
country_XH |
0.0682 |
0.0071 |
0.0005 |
tilt_COUNTRY |
| 2025-08-13 |
2025-08-14 |
country_NZ |
-0.0115 |
0.0062 |
-0.0001 |
tilt_COUNTRY |
| 2025-08-13 |
2025-08-14 |
ind_industrial_distribution |
0.0330 |
-0.0115 |
-0.0004 |
tilt_INDUSTRY |
| 2025-08-13 |
2025-08-14 |
ind_beverages |
-0.0828 |
0.0080 |
-0.0007 |
tilt_INDUSTRY |
| 2025-08-13 |
2025-08-14 |
quality |
3.9852 |
-0.0008 |
-0.0033 |
alpha_QUALITY |
| 2025-08-13 |
2025-08-14 |
ind_banking_services |
-0.0453 |
0.0038 |
-0.0002 |
tilt_INDUSTRY |
| 2025-08-13 |
2025-08-14 |
momentum |
-0.1688 |
0.0001 |
-0.0000 |
alpha_MOMENTUM |
| 2025-08-13 |
2025-08-14 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-08-13 |
2025-08-14 |
impactCost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-08-13 |
2025-08-14 |
ind_aerospace_defense |
-0.0050 |
-0.0106 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-13 |
2025-08-14 |
neglect |
0.9652 |
-0.0008 |
-0.0008 |
alpha_VALUE |
| 2025-08-13 |
2025-08-14 |
market |
-0.0041 |
-0.0003 |
0.0000 |
risk_exposure |
| 2025-08-13 |
2025-08-14 |
ind_insurance |
0.0709 |
0.0154 |
0.0011 |
tilt_INDUSTRY |
| 2025-08-13 |
2025-08-14 |
ind_textiles_apparel |
-0.0247 |
0.0041 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-13 |
2025-08-14 |
specret |
NaN |
NaN |
-0.0078 |
unexplained |
| 2025-08-13 |
2025-08-14 |
ind_real_estate_operations |
-0.0219 |
0.0056 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-13 |
2025-08-14 |
ind_automobile |
-0.0928 |
-0.0042 |
0.0004 |
tilt_INDUSTRY |
| 2025-08-13 |
2025-08-14 |
pdiscrepancy |
NaN |
NaN |
-0.0000 |
unexplained |
| 2025-08-13 |
2025-08-14 |
country_MY |
0.0104 |
0.0001 |
0.0000 |
tilt_COUNTRY |
| 2025-08-13 |
2025-08-14 |
linearCost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-08-13 |
2025-08-14 |
size_MID |
-0.0990 |
0.0010 |
-0.0001 |
tilt_SIZE |
| 2025-08-13 |
2025-08-14 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-08-13 |
2025-08-14 |
fmom |
0.4565 |
0.0010 |
0.0005 |
alpha_QUALITY |
| 2025-08-13 |
2025-08-14 |
sbeta_market |
0.0224 |
-0.0067 |
-0.0001 |
risk_exposure |
| 2025-08-13 |
2025-08-14 |
ind_hotels_entertainment |
-0.0686 |
0.0057 |
-0.0004 |
tilt_INDUSTRY |
| 2025-08-13 |
2025-08-14 |
ind_household_goods |
-0.0156 |
0.0078 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-13 |
2025-08-14 |
ind_computers_phones_household_electronics |
0.0847 |
-0.0024 |
-0.0002 |
tilt_INDUSTRY |
| 2025-08-13 |
2025-08-14 |
country_IN |
0.0000 |
-0.0003 |
0.0000 |
tilt_COUNTRY |
| 2025-08-13 |
2025-08-14 |
size_MICRO |
-0.0105 |
-0.0022 |
0.0000 |
tilt_SIZE |
| 2025-08-13 |
2025-08-14 |
ind_specialty_reatil |
-0.0011 |
0.0014 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-13 |
2025-08-14 |
ind_investment_services |
0.0806 |
0.0080 |
0.0006 |
tilt_INDUSTRY |
| 2025-08-13 |
2025-08-14 |
ind_semiconductors |
0.0246 |
-0.0015 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-13 |
2025-08-14 |
country_SG |
0.0517 |
0.0017 |
0.0001 |
tilt_COUNTRY |
| 2025-08-13 |
2025-08-14 |
size_LARGE |
0.1106 |
0.0006 |
0.0001 |
tilt_SIZE |
| 2025-08-13 |
2025-08-14 |
country_KR |
-0.1024 |
0.0074 |
-0.0008 |
tilt_COUNTRY |
| 2025-08-13 |
2025-08-14 |
ind_communications_equipment |
0.0160 |
-0.0066 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-13 |
2025-08-14 |
ind_software_it_services |
0.0526 |
0.0038 |
0.0002 |
tilt_INDUSTRY |
| 2025-08-13 |
2025-08-14 |
ind_construction_engineering |
0.0771 |
-0.0025 |
-0.0002 |
tilt_INDUSTRY |
| 2025-08-13 |
2025-08-14 |
country_PH |
0.0019 |
-0.0029 |
-0.0000 |
tilt_COUNTRY |
| 2025-08-13 |
2025-08-14 |
ind_telecommunications_serices |
0.1224 |
-0.0032 |
-0.0004 |
tilt_INDUSTRY |
| 2025-08-13 |
2025-08-14 |
sdiscrepancy |
NaN |
NaN |
-0.0005 |
unexplained |
| 2025-08-13 |
2025-08-14 |
ind_commercial_services_supplies |
-0.0112 |
-0.0015 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-13 |
2025-08-14 |
ind_renewable_energy |
0.0109 |
-0.0069 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-13 |
2025-08-14 |
ind_household_products_services |
-0.0173 |
-0.0006 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-13 |
2025-08-14 |
stability |
4.5961 |
0.0002 |
0.0010 |
alpha_QUALITY |
| 2025-08-13 |
2025-08-14 |
ind_homebuilding_building_products |
-0.0337 |
0.0001 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-13 |
2025-08-14 |
country_TW |
0.0186 |
0.0123 |
0.0002 |
tilt_COUNTRY |
| 2025-08-13 |
2025-08-14 |
ind_holding_companies |
0.0072 |
0.0292 |
0.0002 |
tilt_INDUSTRY |
| 2025-08-13 |
2025-08-14 |
country_TH |
0.0837 |
-0.0080 |
-0.0007 |
tilt_COUNTRY |
| 2025-08-14 |
2025-08-15 |
ind_machinery |
0.1233 |
0.0005 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-14 |
2025-08-15 |
pdiscrepancy |
NaN |
NaN |
-0.0000 |
unexplained |
| 2025-08-14 |
2025-08-15 |
sbeta_market |
0.0164 |
0.0166 |
0.0003 |
risk_exposure |
| 2025-08-14 |
2025-08-15 |
ind_freight_logistics |
-0.0336 |
-0.0038 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-14 |
2025-08-15 |
fmom |
0.4513 |
0.0001 |
0.0001 |
alpha_QUALITY |
| 2025-08-14 |
2025-08-15 |
size_MICRO |
-0.0109 |
-0.0013 |
0.0000 |
tilt_SIZE |
| 2025-08-14 |
2025-08-15 |
specret |
NaN |
NaN |
0.0006 |
unexplained |
| 2025-08-14 |
2025-08-15 |
ind_household_goods |
-0.0163 |
-0.0017 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-14 |
2025-08-15 |
country_PH |
0.0020 |
0.0071 |
0.0000 |
tilt_COUNTRY |
| 2025-08-14 |
2025-08-15 |
neglect |
1.0454 |
0.0006 |
0.0006 |
alpha_VALUE |
| 2025-08-14 |
2025-08-15 |
ind_office_equipment |
-0.0179 |
-0.0053 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-14 |
2025-08-15 |
ind_media_publishing |
0.0136 |
-0.0036 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-14 |
2025-08-15 |
ind_fintech |
-0.0010 |
0.0134 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-14 |
2025-08-15 |
country_SG |
0.0465 |
-0.0018 |
-0.0001 |
tilt_COUNTRY |
| 2025-08-14 |
2025-08-15 |
quality |
4.0497 |
-0.0003 |
-0.0011 |
alpha_QUALITY |
| 2025-08-14 |
2025-08-15 |
ind_natural_gas_utilities |
0.0003 |
0.0032 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-14 |
2025-08-15 |
country_HK |
0.1289 |
-0.0115 |
-0.0015 |
tilt_COUNTRY |
| 2025-08-14 |
2025-08-15 |
ind_hotels_entertainment |
-0.0688 |
-0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-14 |
2025-08-15 |
country_NZ |
-0.0140 |
0.0065 |
-0.0001 |
tilt_COUNTRY |
| 2025-08-14 |
2025-08-15 |
ind_food_tobacco |
0.0812 |
-0.0011 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-14 |
2025-08-15 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-08-14 |
2025-08-15 |
ind_multiline_utilities |
-0.0126 |
0.0011 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-14 |
2025-08-15 |
ind_healthcare_equipment_supplies |
-0.0845 |
-0.0010 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-14 |
2025-08-15 |
value_liq |
0.7185 |
-0.0002 |
-0.0001 |
alpha_VALUE |
| 2025-08-14 |
2025-08-15 |
ind_food_drug_retail |
0.0349 |
0.0004 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-14 |
2025-08-15 |
sdiscrepancy |
NaN |
NaN |
-0.0002 |
unexplained |
| 2025-08-14 |
2025-08-15 |
country_XH |
0.0623 |
-0.0104 |
-0.0006 |
tilt_COUNTRY |
| 2025-08-14 |
2025-08-15 |
value_gc |
2.0938 |
-0.0004 |
-0.0009 |
alpha_VALUE |
| 2025-08-14 |
2025-08-15 |
ind_metals_mining |
-0.1024 |
0.0033 |
-0.0003 |
tilt_INDUSTRY |
| 2025-08-14 |
2025-08-15 |
reversal |
1.1546 |
-0.0018 |
-0.0021 |
alpha_REVERSAL |
| 2025-08-14 |
2025-08-15 |
country_TH |
0.0907 |
-0.0031 |
-0.0003 |
tilt_COUNTRY |
| 2025-08-14 |
2025-08-15 |
ind_household_products_services |
-0.0185 |
-0.0022 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-14 |
2025-08-15 |
ind_industrial_distribution |
0.0341 |
0.0062 |
0.0002 |
tilt_INDUSTRY |
| 2025-08-14 |
2025-08-15 |
country_TW |
0.0195 |
-0.0053 |
-0.0001 |
tilt_COUNTRY |
| 2025-08-14 |
2025-08-15 |
size_LARGE |
0.1037 |
-0.0019 |
-0.0002 |
tilt_SIZE |
| 2025-08-14 |
2025-08-15 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-08-14 |
2025-08-15 |
revision |
0.7523 |
-0.0001 |
-0.0000 |
alpha_REVISION |
| 2025-08-14 |
2025-08-15 |
ind_real_estate_operations |
-0.0221 |
-0.0011 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-14 |
2025-08-15 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-08-14 |
2025-08-15 |
ind_transportation_infrastructure |
0.0020 |
0.0004 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-14 |
2025-08-15 |
ind_coal |
-0.0480 |
-0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-14 |
2025-08-15 |
ind_homebuilding_building_products |
-0.0342 |
0.0021 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-14 |
2025-08-15 |
ind_textiles_apparel |
-0.0234 |
0.0005 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-14 |
2025-08-15 |
country_AU |
-0.1035 |
0.0079 |
-0.0008 |
tilt_COUNTRY |
| 2025-08-14 |
2025-08-15 |
ind_paper_forestry |
-0.0006 |
-0.0011 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-14 |
2025-08-15 |
ind_leisure_products |
0.0086 |
-0.0002 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-14 |
2025-08-15 |
ind_containers_packaging |
0.0060 |
-0.0000 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-14 |
2025-08-15 |
ind_commercial_services_supplies |
-0.0133 |
-0.0039 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-14 |
2025-08-15 |
ind_telecommunications_serices |
0.1230 |
0.0073 |
0.0009 |
tilt_INDUSTRY |
| 2025-08-14 |
2025-08-15 |
ind_communications_equipment |
0.0147 |
-0.0027 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-14 |
2025-08-15 |
ind_specialty_reatil |
-0.0011 |
-0.0034 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-14 |
2025-08-15 |
momentum |
-0.1960 |
0.0005 |
-0.0001 |
alpha_MOMENTUM |
| 2025-08-14 |
2025-08-15 |
country_KR |
-0.1057 |
-0.0019 |
0.0002 |
tilt_COUNTRY |
| 2025-08-14 |
2025-08-15 |
ind_passenger_transportation |
0.0266 |
0.0047 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-14 |
2025-08-15 |
ind_computers_phones_household_electronics |
0.0857 |
-0.0048 |
-0.0004 |
tilt_INDUSTRY |
| 2025-08-14 |
2025-08-15 |
ind_consumer_goods_conglomerates |
0.0186 |
-0.0030 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-14 |
2025-08-15 |
ind_investment_services |
0.0814 |
0.0097 |
0.0008 |
tilt_INDUSTRY |
| 2025-08-14 |
2025-08-15 |
ind_semiconductors |
0.0245 |
-0.0022 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-14 |
2025-08-15 |
country_CN |
-0.0835 |
0.0008 |
-0.0001 |
tilt_COUNTRY |
| 2025-08-14 |
2025-08-15 |
ind_construction_engineering |
0.0742 |
0.0002 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-14 |
2025-08-15 |
ind_holding_companies |
0.0072 |
0.0023 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-14 |
2025-08-15 |
ind_pharmaceuticals |
-0.0528 |
0.0003 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-14 |
2025-08-15 |
stability |
4.7120 |
-0.0001 |
-0.0004 |
alpha_QUALITY |
| 2025-08-14 |
2025-08-15 |
ind_renewable_energy |
0.0118 |
0.0228 |
0.0003 |
tilt_INDUSTRY |
| 2025-08-14 |
2025-08-15 |
ind_construction_materials |
-0.0014 |
-0.0018 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-14 |
2025-08-15 |
ind_software_it_services |
0.0548 |
-0.0054 |
-0.0003 |
tilt_INDUSTRY |
| 2025-08-14 |
2025-08-15 |
country_IN |
0.0000 |
0.0010 |
0.0000 |
tilt_COUNTRY |
| 2025-08-14 |
2025-08-15 |
ind_diversified_retail |
-0.0202 |
-0.0045 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-14 |
2025-08-15 |
size_MID |
-0.1024 |
0.0009 |
-0.0001 |
tilt_SIZE |
| 2025-08-14 |
2025-08-15 |
ind_automobile |
-0.0924 |
0.0008 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-14 |
2025-08-15 |
country_MY |
0.0110 |
-0.0032 |
-0.0000 |
tilt_COUNTRY |
| 2025-08-14 |
2025-08-15 |
linearCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-08-14 |
2025-08-15 |
ind_oil_gas |
0.0402 |
0.0017 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-14 |
2025-08-15 |
country_JP |
-0.0652 |
0.0046 |
-0.0003 |
tilt_COUNTRY |
| 2025-08-14 |
2025-08-15 |
ind_electric_utilities_ipps |
-0.0671 |
0.0037 |
-0.0003 |
tilt_INDUSTRY |
| 2025-08-14 |
2025-08-15 |
ind_banking_services |
-0.0412 |
-0.0028 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-14 |
2025-08-15 |
size_SMALL |
-0.0004 |
0.0004 |
-0.0000 |
tilt_SIZE |
| 2025-08-14 |
2025-08-15 |
ind_electronic_equipment |
-0.0999 |
-0.0020 |
0.0002 |
tilt_INDUSTRY |
| 2025-08-14 |
2025-08-15 |
ind_insurance |
0.0785 |
0.0071 |
0.0006 |
tilt_INDUSTRY |
| 2025-08-14 |
2025-08-15 |
ind_beverages |
-0.0836 |
-0.0084 |
0.0007 |
tilt_INDUSTRY |
| 2025-08-14 |
2025-08-15 |
ind_water_utilities |
-0.0081 |
-0.0014 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-14 |
2025-08-15 |
ind_biotechnology |
-0.0106 |
0.0013 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-14 |
2025-08-15 |
market |
-0.0100 |
-0.0086 |
0.0001 |
risk_exposure |
| 2025-08-14 |
2025-08-15 |
ind_uranium |
-0.0026 |
0.0008 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-14 |
2025-08-15 |
ind_aerospace_defense |
-0.0050 |
-0.0059 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-14 |
2025-08-15 |
ind_chemicals |
0.0091 |
0.0046 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-14 |
2025-08-15 |
ind_integrated_hardware_software |
0.0094 |
-0.0047 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-14 |
2025-08-15 |
ind_oil_gas_equipment_services |
-0.0136 |
-0.0002 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-14 |
2025-08-15 |
ind_healthcare_providers_services |
0.0236 |
-0.0045 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-14 |
2025-08-15 |
country_ID |
0.0008 |
-0.0060 |
-0.0000 |
tilt_COUNTRY |
| 2025-08-14 |
2025-08-15 |
linkage |
0.5043 |
-0.0010 |
-0.0005 |
alpha_MOMENTUM |
| 2025-08-15 |
2025-08-18 |
ind_holding_companies |
0.0072 |
0.0049 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-15 |
2025-08-18 |
ind_investment_services |
0.0850 |
-0.0030 |
-0.0003 |
tilt_INDUSTRY |
| 2025-08-15 |
2025-08-18 |
ind_insurance |
0.0733 |
0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-15 |
2025-08-18 |
specret |
NaN |
NaN |
-0.0005 |
unexplained |
| 2025-08-15 |
2025-08-18 |
ind_healthcare_equipment_supplies |
-0.0922 |
-0.0018 |
0.0002 |
tilt_INDUSTRY |
| 2025-08-15 |
2025-08-18 |
ind_household_products_services |
-0.0201 |
0.0081 |
-0.0002 |
tilt_INDUSTRY |
| 2025-08-15 |
2025-08-18 |
ind_healthcare_providers_services |
0.0251 |
-0.0004 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-15 |
2025-08-18 |
ind_machinery |
0.1225 |
-0.0007 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-15 |
2025-08-18 |
ind_leisure_products |
0.0085 |
0.0050 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-15 |
2025-08-18 |
ind_homebuilding_building_products |
-0.0347 |
-0.0075 |
0.0003 |
tilt_INDUSTRY |
| 2025-08-15 |
2025-08-18 |
ind_hotels_entertainment |
-0.0695 |
0.0006 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-15 |
2025-08-18 |
ind_integrated_hardware_software |
0.0100 |
0.0010 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-15 |
2025-08-18 |
country_IN |
0.0000 |
0.0118 |
0.0000 |
tilt_COUNTRY |
| 2025-08-15 |
2025-08-18 |
ind_industrial_distribution |
0.0332 |
0.0049 |
0.0002 |
tilt_INDUSTRY |
| 2025-08-15 |
2025-08-18 |
country_ID |
0.0000 |
0.0035 |
0.0000 |
tilt_COUNTRY |
| 2025-08-15 |
2025-08-18 |
ind_computers_phones_household_electronics |
0.0849 |
0.0025 |
0.0002 |
tilt_INDUSTRY |
| 2025-08-15 |
2025-08-18 |
ind_textiles_apparel |
-0.0222 |
-0.0017 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-15 |
2025-08-18 |
ind_coal |
-0.0452 |
-0.0158 |
0.0007 |
tilt_INDUSTRY |
| 2025-08-15 |
2025-08-18 |
ind_media_publishing |
0.0163 |
0.0120 |
0.0002 |
tilt_INDUSTRY |
| 2025-08-15 |
2025-08-18 |
country_AU |
-0.1040 |
0.0027 |
-0.0003 |
tilt_COUNTRY |
| 2025-08-15 |
2025-08-18 |
reversal |
1.2584 |
0.0014 |
0.0018 |
alpha_REVERSAL |
| 2025-08-15 |
2025-08-18 |
ind_telecommunications_serices |
0.1251 |
0.0113 |
0.0014 |
tilt_INDUSTRY |
| 2025-08-15 |
2025-08-18 |
ind_commercial_services_supplies |
-0.0156 |
-0.0002 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-15 |
2025-08-18 |
value_gc |
2.0981 |
-0.0006 |
-0.0013 |
alpha_VALUE |
| 2025-08-15 |
2025-08-18 |
ind_transportation_infrastructure |
0.0035 |
-0.0027 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-15 |
2025-08-18 |
ind_specialty_reatil |
0.0007 |
0.0056 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-15 |
2025-08-18 |
country_XH |
0.0622 |
-0.0072 |
-0.0004 |
tilt_COUNTRY |
| 2025-08-15 |
2025-08-18 |
country_KR |
-0.1048 |
-0.0188 |
0.0020 |
tilt_COUNTRY |
| 2025-08-15 |
2025-08-18 |
ind_software_it_services |
0.0631 |
0.0065 |
0.0004 |
tilt_INDUSTRY |
| 2025-08-15 |
2025-08-18 |
ind_household_goods |
-0.0174 |
-0.0059 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-15 |
2025-08-18 |
revision |
0.8206 |
0.0001 |
0.0001 |
alpha_REVISION |
| 2025-08-15 |
2025-08-18 |
ind_semiconductors |
0.0214 |
0.0011 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-15 |
2025-08-18 |
ind_construction_engineering |
0.0737 |
-0.0031 |
-0.0002 |
tilt_INDUSTRY |
| 2025-08-15 |
2025-08-18 |
ind_communications_equipment |
0.0157 |
0.0091 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-15 |
2025-08-18 |
momentum |
-0.1580 |
0.0009 |
-0.0001 |
alpha_MOMENTUM |
| 2025-08-15 |
2025-08-18 |
ind_chemicals |
0.0109 |
-0.0033 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-15 |
2025-08-18 |
quality |
4.1225 |
-0.0014 |
-0.0056 |
alpha_QUALITY |
| 2025-08-15 |
2025-08-18 |
neglect |
1.0199 |
0.0000 |
0.0000 |
alpha_VALUE |
| 2025-08-15 |
2025-08-18 |
market |
-0.0065 |
-0.0037 |
0.0000 |
risk_exposure |
| 2025-08-15 |
2025-08-18 |
bcost |
NaN |
NaN |
-0.0009 |
cost |
| 2025-08-15 |
2025-08-18 |
ind_aerospace_defense |
-0.0045 |
0.0052 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-15 |
2025-08-18 |
fmom |
0.3631 |
0.0001 |
0.0000 |
alpha_QUALITY |
| 2025-08-15 |
2025-08-18 |
country_MY |
0.0119 |
0.0048 |
0.0001 |
tilt_COUNTRY |
| 2025-08-15 |
2025-08-18 |
linkage |
0.6370 |
-0.0005 |
-0.0003 |
alpha_MOMENTUM |
| 2025-08-15 |
2025-08-18 |
ind_uranium |
-0.0026 |
-0.0150 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-15 |
2025-08-18 |
ind_automobile |
-0.0901 |
0.0049 |
-0.0004 |
tilt_INDUSTRY |
| 2025-08-15 |
2025-08-18 |
linearCost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-08-15 |
2025-08-18 |
size_MID |
-0.1045 |
0.0011 |
-0.0001 |
tilt_SIZE |
| 2025-08-15 |
2025-08-18 |
ind_banking_services |
-0.0416 |
-0.0019 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-15 |
2025-08-18 |
ind_beverages |
-0.0849 |
-0.0016 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-15 |
2025-08-18 |
fcost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-08-15 |
2025-08-18 |
ind_water_utilities |
-0.0086 |
-0.0043 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-15 |
2025-08-18 |
ind_biotechnology |
-0.0129 |
-0.0044 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-15 |
2025-08-18 |
pdiscrepancy |
NaN |
NaN |
-0.0000 |
unexplained |
| 2025-08-15 |
2025-08-18 |
stability |
4.7939 |
0.0002 |
0.0012 |
alpha_QUALITY |
| 2025-08-15 |
2025-08-18 |
value_liq |
0.6786 |
-0.0012 |
-0.0008 |
alpha_VALUE |
| 2025-08-15 |
2025-08-18 |
ind_electric_utilities_ipps |
-0.0696 |
-0.0030 |
0.0002 |
tilt_INDUSTRY |
| 2025-08-15 |
2025-08-18 |
ind_renewable_energy |
0.0132 |
-0.0021 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-15 |
2025-08-18 |
ind_electronic_equipment |
-0.1028 |
0.0068 |
-0.0007 |
tilt_INDUSTRY |
| 2025-08-15 |
2025-08-18 |
ind_oil_gas |
0.0377 |
-0.0080 |
-0.0003 |
tilt_INDUSTRY |
| 2025-08-15 |
2025-08-18 |
size_LARGE |
0.1068 |
-0.0033 |
-0.0003 |
tilt_SIZE |
| 2025-08-15 |
2025-08-18 |
ind_office_equipment |
-0.0182 |
0.0070 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-15 |
2025-08-18 |
ind_fintech |
-0.0008 |
0.0063 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-15 |
2025-08-18 |
ind_natural_gas_utilities |
0.0010 |
-0.0027 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-15 |
2025-08-18 |
size_SMALL |
0.0011 |
0.0010 |
0.0000 |
tilt_SIZE |
| 2025-08-15 |
2025-08-18 |
ind_food_drug_retail |
0.0390 |
0.0023 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-15 |
2025-08-18 |
size_MICRO |
-0.0100 |
0.0026 |
-0.0000 |
tilt_SIZE |
| 2025-08-15 |
2025-08-18 |
ind_multiline_utilities |
-0.0127 |
0.0075 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-15 |
2025-08-18 |
country_HK |
0.1377 |
-0.0083 |
-0.0011 |
tilt_COUNTRY |
| 2025-08-15 |
2025-08-18 |
ind_food_tobacco |
0.0767 |
-0.0008 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-15 |
2025-08-18 |
country_PH |
0.0021 |
-0.0049 |
-0.0000 |
tilt_COUNTRY |
| 2025-08-15 |
2025-08-18 |
ind_metals_mining |
-0.0979 |
-0.0104 |
0.0010 |
tilt_INDUSTRY |
| 2025-08-15 |
2025-08-18 |
ind_freight_logistics |
-0.0343 |
-0.0011 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-15 |
2025-08-18 |
country_SG |
0.0439 |
-0.0111 |
-0.0005 |
tilt_COUNTRY |
| 2025-08-15 |
2025-08-18 |
country_JP |
-0.0656 |
0.0016 |
-0.0001 |
tilt_COUNTRY |
| 2025-08-15 |
2025-08-18 |
impactCost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-08-15 |
2025-08-18 |
country_TH |
0.0915 |
-0.0107 |
-0.0010 |
tilt_COUNTRY |
| 2025-08-15 |
2025-08-18 |
ind_real_estate_operations |
-0.0236 |
-0.0079 |
0.0002 |
tilt_INDUSTRY |
| 2025-08-15 |
2025-08-18 |
ind_construction_materials |
-0.0013 |
0.0033 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-15 |
2025-08-18 |
sbeta_market |
0.0163 |
0.0097 |
0.0002 |
risk_exposure |
| 2025-08-15 |
2025-08-18 |
ind_pharmaceuticals |
-0.0509 |
-0.0014 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-15 |
2025-08-18 |
ind_consumer_goods_conglomerates |
0.0191 |
0.0018 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-15 |
2025-08-18 |
country_TW |
0.0216 |
-0.0006 |
-0.0000 |
tilt_COUNTRY |
| 2025-08-15 |
2025-08-18 |
ind_passenger_transportation |
0.0246 |
0.0017 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-15 |
2025-08-18 |
ind_oil_gas_equipment_services |
-0.0144 |
-0.0160 |
0.0002 |
tilt_INDUSTRY |
| 2025-08-15 |
2025-08-18 |
ind_containers_packaging |
0.0062 |
-0.0018 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-15 |
2025-08-18 |
country_CN |
-0.0861 |
0.0015 |
-0.0001 |
tilt_COUNTRY |
| 2025-08-15 |
2025-08-18 |
country_NZ |
-0.0170 |
0.0096 |
-0.0002 |
tilt_COUNTRY |
| 2025-08-15 |
2025-08-18 |
ind_paper_forestry |
-0.0003 |
-0.0017 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-15 |
2025-08-18 |
ind_diversified_retail |
-0.0155 |
0.0119 |
-0.0002 |
tilt_INDUSTRY |
| 2025-08-15 |
2025-08-18 |
sdiscrepancy |
NaN |
NaN |
-0.0005 |
unexplained |
| 2025-08-18 |
2025-08-19 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-08-18 |
2025-08-19 |
value_gc |
2.0437 |
-0.0004 |
-0.0008 |
alpha_VALUE |
| 2025-08-18 |
2025-08-19 |
country_PH |
0.0022 |
-0.0047 |
-0.0000 |
tilt_COUNTRY |
| 2025-08-18 |
2025-08-19 |
fmom |
0.3327 |
0.0001 |
0.0000 |
alpha_QUALITY |
| 2025-08-18 |
2025-08-19 |
country_NZ |
-0.0183 |
-0.0033 |
0.0001 |
tilt_COUNTRY |
| 2025-08-18 |
2025-08-19 |
country_TH |
0.0885 |
-0.0034 |
-0.0003 |
tilt_COUNTRY |
| 2025-08-18 |
2025-08-19 |
country_XH |
0.0632 |
-0.0040 |
-0.0003 |
tilt_COUNTRY |
| 2025-08-18 |
2025-08-19 |
country_TW |
0.0281 |
-0.0064 |
-0.0002 |
tilt_COUNTRY |
| 2025-08-18 |
2025-08-19 |
country_SG |
0.0422 |
0.0073 |
0.0003 |
tilt_COUNTRY |
| 2025-08-18 |
2025-08-19 |
ind_hotels_entertainment |
-0.0682 |
0.0051 |
-0.0003 |
tilt_INDUSTRY |
| 2025-08-18 |
2025-08-19 |
ind_freight_logistics |
-0.0336 |
0.0006 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-18 |
2025-08-19 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-08-18 |
2025-08-19 |
ind_food_tobacco |
0.0698 |
0.0044 |
0.0003 |
tilt_INDUSTRY |
| 2025-08-18 |
2025-08-19 |
ind_food_drug_retail |
0.0408 |
0.0039 |
0.0002 |
tilt_INDUSTRY |
| 2025-08-18 |
2025-08-19 |
ind_healthcare_equipment_supplies |
-0.0957 |
-0.0020 |
0.0002 |
tilt_INDUSTRY |
| 2025-08-18 |
2025-08-19 |
country_IN |
0.0000 |
0.0092 |
0.0000 |
tilt_COUNTRY |
| 2025-08-18 |
2025-08-19 |
ind_fintech |
-0.0009 |
-0.0101 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-18 |
2025-08-19 |
ind_electronic_equipment |
-0.1041 |
0.0004 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-18 |
2025-08-19 |
ind_electric_utilities_ipps |
-0.0731 |
0.0026 |
-0.0002 |
tilt_INDUSTRY |
| 2025-08-18 |
2025-08-19 |
country_JP |
-0.0730 |
0.0026 |
-0.0002 |
tilt_COUNTRY |
| 2025-08-18 |
2025-08-19 |
ind_healthcare_providers_services |
0.0265 |
-0.0014 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-18 |
2025-08-19 |
ind_diversified_retail |
-0.0139 |
0.0021 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-18 |
2025-08-19 |
ind_containers_packaging |
0.0065 |
-0.0012 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-18 |
2025-08-19 |
ind_consumer_goods_conglomerates |
0.0184 |
0.0029 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-18 |
2025-08-19 |
ind_construction_materials |
-0.0010 |
-0.0023 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-18 |
2025-08-19 |
specret |
NaN |
NaN |
-0.0006 |
unexplained |
| 2025-08-18 |
2025-08-19 |
stability |
4.7315 |
0.0004 |
0.0017 |
alpha_QUALITY |
| 2025-08-18 |
2025-08-19 |
ind_construction_engineering |
0.0732 |
0.0004 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-18 |
2025-08-19 |
ind_computers_phones_household_electronics |
0.0805 |
0.0012 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-18 |
2025-08-19 |
ind_communications_equipment |
0.0134 |
0.0023 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-18 |
2025-08-19 |
country_KR |
-0.1003 |
-0.0032 |
0.0003 |
tilt_COUNTRY |
| 2025-08-18 |
2025-08-19 |
ind_commercial_services_supplies |
-0.0175 |
-0.0010 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-18 |
2025-08-19 |
ind_coal |
-0.0416 |
0.0004 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-18 |
2025-08-19 |
ind_chemicals |
0.0107 |
-0.0030 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-18 |
2025-08-19 |
ind_biotechnology |
-0.0155 |
-0.0153 |
0.0002 |
tilt_INDUSTRY |
| 2025-08-18 |
2025-08-19 |
ind_beverages |
-0.0842 |
0.0161 |
-0.0014 |
tilt_INDUSTRY |
| 2025-08-18 |
2025-08-19 |
ind_banking_services |
-0.0406 |
0.0018 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-18 |
2025-08-19 |
ind_automobile |
-0.0845 |
0.0082 |
-0.0007 |
tilt_INDUSTRY |
| 2025-08-18 |
2025-08-19 |
country_MY |
0.0125 |
0.0034 |
0.0000 |
tilt_COUNTRY |
| 2025-08-18 |
2025-08-19 |
ind_aerospace_defense |
-0.0052 |
-0.0202 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-18 |
2025-08-19 |
ind_holding_companies |
0.0071 |
-0.0073 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-18 |
2025-08-19 |
ind_household_goods |
-0.0187 |
0.0016 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-18 |
2025-08-19 |
ind_homebuilding_building_products |
-0.0343 |
0.0000 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-18 |
2025-08-19 |
country_AU |
-0.1021 |
-0.0009 |
0.0001 |
tilt_COUNTRY |
| 2025-08-18 |
2025-08-19 |
ind_real_estate_operations |
-0.0242 |
0.0068 |
-0.0002 |
tilt_INDUSTRY |
| 2025-08-18 |
2025-08-19 |
ind_water_utilities |
-0.0086 |
-0.0016 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-18 |
2025-08-19 |
market |
-0.0012 |
-0.0005 |
0.0000 |
risk_exposure |
| 2025-08-18 |
2025-08-19 |
ind_renewable_energy |
0.0137 |
-0.0051 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-18 |
2025-08-19 |
country_HK |
0.1390 |
-0.0004 |
-0.0001 |
tilt_COUNTRY |
| 2025-08-18 |
2025-08-19 |
ind_insurance |
0.0633 |
-0.0078 |
-0.0005 |
tilt_INDUSTRY |
| 2025-08-18 |
2025-08-19 |
ind_specialty_reatil |
0.0034 |
0.0028 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-18 |
2025-08-19 |
country_CN |
-0.0832 |
-0.0003 |
0.0000 |
tilt_COUNTRY |
| 2025-08-18 |
2025-08-19 |
ind_uranium |
-0.0026 |
0.0021 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-18 |
2025-08-19 |
ind_transportation_infrastructure |
0.0051 |
0.0008 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-18 |
2025-08-19 |
ind_integrated_hardware_software |
0.0104 |
0.0040 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-18 |
2025-08-19 |
sdiscrepancy |
NaN |
NaN |
-0.0004 |
unexplained |
| 2025-08-18 |
2025-08-19 |
ind_natural_gas_utilities |
0.0020 |
-0.0056 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-18 |
2025-08-19 |
pdiscrepancy |
NaN |
NaN |
0.0000 |
unexplained |
| 2025-08-18 |
2025-08-19 |
ind_semiconductors |
0.0235 |
-0.0043 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-18 |
2025-08-19 |
ind_media_publishing |
0.0180 |
0.0020 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-18 |
2025-08-19 |
ind_textiles_apparel |
-0.0183 |
0.0022 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-18 |
2025-08-19 |
ind_investment_services |
0.0872 |
-0.0082 |
-0.0007 |
tilt_INDUSTRY |
| 2025-08-18 |
2025-08-19 |
size_LARGE |
0.1116 |
-0.0031 |
-0.0003 |
tilt_SIZE |
| 2025-08-18 |
2025-08-19 |
ind_paper_forestry |
0.0000 |
0.0037 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-18 |
2025-08-19 |
neglect |
0.9954 |
0.0002 |
0.0002 |
alpha_VALUE |
| 2025-08-18 |
2025-08-19 |
ind_software_it_services |
0.0697 |
0.0004 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-18 |
2025-08-19 |
ind_telecommunications_serices |
0.1239 |
0.0009 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-18 |
2025-08-19 |
ind_leisure_products |
0.0090 |
-0.0138 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-18 |
2025-08-19 |
ind_machinery |
0.1319 |
-0.0019 |
-0.0002 |
tilt_INDUSTRY |
| 2025-08-18 |
2025-08-19 |
reversal |
1.1991 |
0.0025 |
0.0030 |
alpha_REVERSAL |
| 2025-08-18 |
2025-08-19 |
momentum |
-0.1698 |
-0.0003 |
0.0000 |
alpha_MOMENTUM |
| 2025-08-18 |
2025-08-19 |
size_MICRO |
-0.0092 |
0.0032 |
-0.0000 |
tilt_SIZE |
| 2025-08-18 |
2025-08-19 |
ind_office_equipment |
-0.0180 |
-0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-18 |
2025-08-19 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-08-18 |
2025-08-19 |
sbeta_market |
0.0214 |
-0.0013 |
-0.0000 |
risk_exposure |
| 2025-08-18 |
2025-08-19 |
linearCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-08-18 |
2025-08-19 |
size_MID |
-0.1030 |
-0.0006 |
0.0001 |
tilt_SIZE |
| 2025-08-18 |
2025-08-19 |
ind_pharmaceuticals |
-0.0472 |
-0.0007 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-18 |
2025-08-19 |
ind_oil_gas |
0.0353 |
-0.0008 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-18 |
2025-08-19 |
ind_multiline_utilities |
-0.0132 |
-0.0027 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-18 |
2025-08-19 |
quality |
4.1151 |
-0.0003 |
-0.0012 |
alpha_QUALITY |
| 2025-08-18 |
2025-08-19 |
size_SMALL |
-0.0006 |
0.0028 |
-0.0000 |
tilt_SIZE |
| 2025-08-18 |
2025-08-19 |
ind_oil_gas_equipment_services |
-0.0147 |
0.0040 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-18 |
2025-08-19 |
linkage |
0.6416 |
-0.0002 |
-0.0001 |
alpha_MOMENTUM |
| 2025-08-18 |
2025-08-19 |
value_liq |
0.6408 |
0.0005 |
0.0003 |
alpha_VALUE |
| 2025-08-18 |
2025-08-19 |
revision |
0.7778 |
-0.0006 |
-0.0005 |
alpha_REVISION |
| 2025-08-18 |
2025-08-19 |
ind_household_products_services |
-0.0209 |
0.0058 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-18 |
2025-08-19 |
ind_metals_mining |
-0.0939 |
0.0011 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-18 |
2025-08-19 |
ind_industrial_distribution |
0.0274 |
0.0081 |
0.0002 |
tilt_INDUSTRY |
| 2025-08-18 |
2025-08-19 |
ind_passenger_transportation |
0.0218 |
0.0025 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-18 |
2025-08-19 |
country_ID |
0.0000 |
-0.0073 |
0.0000 |
tilt_COUNTRY |
| 2025-08-19 |
2025-08-20 |
ind_communications_equipment |
0.0112 |
-0.0021 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-19 |
2025-08-20 |
ind_food_drug_retail |
0.0409 |
0.0050 |
0.0002 |
tilt_INDUSTRY |
| 2025-08-19 |
2025-08-20 |
ind_machinery |
0.1389 |
-0.0024 |
-0.0003 |
tilt_INDUSTRY |
| 2025-08-19 |
2025-08-20 |
country_IN |
0.0000 |
-0.0041 |
0.0000 |
tilt_COUNTRY |
| 2025-08-19 |
2025-08-20 |
ind_passenger_transportation |
0.0201 |
0.0027 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-19 |
2025-08-20 |
ind_fintech |
-0.0010 |
-0.0090 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-19 |
2025-08-20 |
ind_computers_phones_household_electronics |
0.0783 |
0.0051 |
0.0004 |
tilt_INDUSTRY |
| 2025-08-19 |
2025-08-20 |
neglect |
0.9645 |
0.0004 |
0.0004 |
alpha_VALUE |
| 2025-08-19 |
2025-08-20 |
fmom |
0.3422 |
-0.0001 |
-0.0000 |
alpha_QUALITY |
| 2025-08-19 |
2025-08-20 |
ind_healthcare_equipment_supplies |
-0.0966 |
-0.0064 |
0.0006 |
tilt_INDUSTRY |
| 2025-08-19 |
2025-08-20 |
sdiscrepancy |
NaN |
NaN |
0.0004 |
unexplained |
| 2025-08-19 |
2025-08-20 |
country_XH |
0.0643 |
-0.0018 |
-0.0001 |
tilt_COUNTRY |
| 2025-08-19 |
2025-08-20 |
ind_software_it_services |
0.0741 |
-0.0019 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-19 |
2025-08-20 |
ind_electric_utilities_ipps |
-0.0749 |
-0.0059 |
0.0004 |
tilt_INDUSTRY |
| 2025-08-19 |
2025-08-20 |
ind_containers_packaging |
0.0066 |
0.0051 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-19 |
2025-08-20 |
quality |
4.0768 |
-0.0003 |
-0.0012 |
alpha_QUALITY |
| 2025-08-19 |
2025-08-20 |
ind_semiconductors |
0.0281 |
0.0031 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-19 |
2025-08-20 |
ind_food_tobacco |
0.0662 |
0.0028 |
0.0002 |
tilt_INDUSTRY |
| 2025-08-19 |
2025-08-20 |
ind_real_estate_operations |
-0.0232 |
0.0046 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-19 |
2025-08-20 |
ind_natural_gas_utilities |
0.0030 |
-0.0001 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-19 |
2025-08-20 |
pdiscrepancy |
NaN |
NaN |
0.0000 |
unexplained |
| 2025-08-19 |
2025-08-20 |
ind_metals_mining |
-0.0917 |
0.0007 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-19 |
2025-08-20 |
country_HK |
0.1336 |
-0.0029 |
-0.0004 |
tilt_COUNTRY |
| 2025-08-19 |
2025-08-20 |
ind_pharmaceuticals |
-0.0480 |
-0.0087 |
0.0004 |
tilt_INDUSTRY |
| 2025-08-19 |
2025-08-20 |
ind_construction_materials |
-0.0009 |
0.0014 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-19 |
2025-08-20 |
stability |
4.6530 |
0.0002 |
0.0010 |
alpha_QUALITY |
| 2025-08-19 |
2025-08-20 |
value_liq |
0.6434 |
0.0016 |
0.0011 |
alpha_VALUE |
| 2025-08-19 |
2025-08-20 |
country_TW |
0.0332 |
-0.0249 |
-0.0008 |
tilt_COUNTRY |
| 2025-08-19 |
2025-08-20 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-08-19 |
2025-08-20 |
ind_media_publishing |
0.0173 |
-0.0032 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-19 |
2025-08-20 |
ind_freight_logistics |
-0.0335 |
0.0044 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-19 |
2025-08-20 |
ind_paper_forestry |
0.0000 |
-0.0029 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-19 |
2025-08-20 |
ind_construction_engineering |
0.0725 |
-0.0048 |
-0.0003 |
tilt_INDUSTRY |
| 2025-08-19 |
2025-08-20 |
country_TH |
0.0929 |
0.0061 |
0.0006 |
tilt_COUNTRY |
| 2025-08-19 |
2025-08-20 |
sbeta_market |
0.0215 |
-0.0086 |
-0.0002 |
risk_exposure |
| 2025-08-19 |
2025-08-20 |
ind_renewable_energy |
0.0141 |
0.0002 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-19 |
2025-08-20 |
ind_consumer_goods_conglomerates |
0.0183 |
-0.0121 |
-0.0002 |
tilt_INDUSTRY |
| 2025-08-19 |
2025-08-20 |
ind_healthcare_providers_services |
0.0271 |
-0.0043 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-19 |
2025-08-20 |
country_MY |
0.0128 |
-0.0100 |
-0.0001 |
tilt_COUNTRY |
| 2025-08-19 |
2025-08-20 |
value_gc |
2.0630 |
-0.0011 |
-0.0022 |
alpha_VALUE |
| 2025-08-19 |
2025-08-20 |
ind_insurance |
0.0593 |
0.0069 |
0.0004 |
tilt_INDUSTRY |
| 2025-08-19 |
2025-08-20 |
ind_biotechnology |
-0.0152 |
-0.0138 |
0.0002 |
tilt_INDUSTRY |
| 2025-08-19 |
2025-08-20 |
ind_uranium |
-0.0025 |
-0.0341 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-19 |
2025-08-20 |
ind_electronic_equipment |
-0.1096 |
0.0045 |
-0.0005 |
tilt_INDUSTRY |
| 2025-08-19 |
2025-08-20 |
market |
-0.0035 |
0.0106 |
-0.0000 |
risk_exposure |
| 2025-08-19 |
2025-08-20 |
country_PH |
0.0023 |
-0.0124 |
-0.0000 |
tilt_COUNTRY |
| 2025-08-19 |
2025-08-20 |
ind_water_utilities |
-0.0085 |
-0.0055 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-19 |
2025-08-20 |
specret |
NaN |
NaN |
0.0047 |
unexplained |
| 2025-08-19 |
2025-08-20 |
ind_aerospace_defense |
-0.0063 |
-0.0019 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-19 |
2025-08-20 |
ind_industrial_distribution |
0.0223 |
-0.0013 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-19 |
2025-08-20 |
ind_specialty_reatil |
0.0043 |
0.0029 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-19 |
2025-08-20 |
country_ID |
0.0000 |
0.0083 |
0.0000 |
tilt_COUNTRY |
| 2025-08-19 |
2025-08-20 |
ind_oil_gas |
0.0392 |
-0.0008 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-19 |
2025-08-20 |
ind_hotels_entertainment |
-0.0672 |
0.0056 |
-0.0004 |
tilt_INDUSTRY |
| 2025-08-19 |
2025-08-20 |
ind_beverages |
-0.0847 |
0.0079 |
-0.0007 |
tilt_INDUSTRY |
| 2025-08-19 |
2025-08-20 |
size_SMALL |
-0.0047 |
-0.0012 |
0.0000 |
tilt_SIZE |
| 2025-08-19 |
2025-08-20 |
ind_banking_services |
-0.0398 |
0.0003 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-19 |
2025-08-20 |
revision |
0.8149 |
-0.0001 |
-0.0001 |
alpha_REVISION |
| 2025-08-19 |
2025-08-20 |
size_MID |
-0.0972 |
0.0018 |
-0.0002 |
tilt_SIZE |
| 2025-08-19 |
2025-08-20 |
linearCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-08-19 |
2025-08-20 |
ind_household_products_services |
-0.0213 |
0.0113 |
-0.0002 |
tilt_INDUSTRY |
| 2025-08-19 |
2025-08-20 |
linkage |
0.6506 |
-0.0005 |
-0.0003 |
alpha_MOMENTUM |
| 2025-08-19 |
2025-08-20 |
ind_household_goods |
-0.0203 |
-0.0047 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-19 |
2025-08-20 |
ind_automobile |
-0.0826 |
0.0037 |
-0.0003 |
tilt_INDUSTRY |
| 2025-08-19 |
2025-08-20 |
size_MICRO |
-0.0088 |
-0.0041 |
0.0000 |
tilt_SIZE |
| 2025-08-19 |
2025-08-20 |
ind_transportation_infrastructure |
0.0063 |
-0.0055 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-19 |
2025-08-20 |
ind_diversified_retail |
-0.0138 |
0.0067 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-19 |
2025-08-20 |
ind_investment_services |
0.0885 |
-0.0008 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-19 |
2025-08-20 |
country_AU |
-0.1008 |
-0.0068 |
0.0007 |
tilt_COUNTRY |
| 2025-08-19 |
2025-08-20 |
ind_leisure_products |
0.0091 |
0.0039 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-19 |
2025-08-20 |
ind_multiline_utilities |
-0.0130 |
-0.0067 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-19 |
2025-08-20 |
ind_telecommunications_serices |
0.1220 |
-0.0020 |
-0.0002 |
tilt_INDUSTRY |
| 2025-08-19 |
2025-08-20 |
country_SG |
0.0417 |
-0.0058 |
-0.0002 |
tilt_COUNTRY |
| 2025-08-19 |
2025-08-20 |
country_JP |
-0.0793 |
-0.0078 |
0.0006 |
tilt_COUNTRY |
| 2025-08-19 |
2025-08-20 |
country_CN |
-0.0862 |
0.0096 |
-0.0008 |
tilt_COUNTRY |
| 2025-08-19 |
2025-08-20 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-08-19 |
2025-08-20 |
ind_chemicals |
0.0095 |
0.0013 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-19 |
2025-08-20 |
ind_holding_companies |
0.0071 |
0.0034 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-19 |
2025-08-20 |
reversal |
1.0274 |
0.0007 |
0.0008 |
alpha_REVERSAL |
| 2025-08-19 |
2025-08-20 |
country_NZ |
-0.0179 |
0.0066 |
-0.0001 |
tilt_COUNTRY |
| 2025-08-19 |
2025-08-20 |
ind_coal |
-0.0435 |
-0.0084 |
0.0004 |
tilt_INDUSTRY |
| 2025-08-19 |
2025-08-20 |
size_LARGE |
0.1071 |
-0.0008 |
-0.0001 |
tilt_SIZE |
| 2025-08-19 |
2025-08-20 |
ind_office_equipment |
-0.0177 |
-0.0021 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-19 |
2025-08-20 |
ind_textiles_apparel |
-0.0161 |
0.0038 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-19 |
2025-08-20 |
country_KR |
-0.1002 |
-0.0124 |
0.0012 |
tilt_COUNTRY |
| 2025-08-19 |
2025-08-20 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-08-19 |
2025-08-20 |
ind_integrated_hardware_software |
0.0106 |
0.0062 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-19 |
2025-08-20 |
ind_oil_gas_equipment_services |
-0.0148 |
0.0013 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-19 |
2025-08-20 |
ind_homebuilding_building_products |
-0.0340 |
0.0026 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-19 |
2025-08-20 |
momentum |
-0.1715 |
0.0010 |
-0.0002 |
alpha_MOMENTUM |
| 2025-08-19 |
2025-08-20 |
ind_commercial_services_supplies |
-0.0175 |
-0.0019 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-20 |
2025-08-21 |
ind_containers_packaging |
0.0073 |
0.0037 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-20 |
2025-08-21 |
size_SMALL |
-0.0037 |
-0.0001 |
0.0000 |
tilt_SIZE |
| 2025-08-20 |
2025-08-21 |
country_JP |
-0.0822 |
-0.0060 |
0.0005 |
tilt_COUNTRY |
| 2025-08-20 |
2025-08-21 |
ind_paper_forestry |
0.0000 |
0.0060 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-20 |
2025-08-21 |
value_gc |
2.1131 |
-0.0003 |
-0.0007 |
alpha_VALUE |
| 2025-08-20 |
2025-08-21 |
reversal |
0.9226 |
0.0014 |
0.0013 |
alpha_REVERSAL |
| 2025-08-20 |
2025-08-21 |
ind_oil_gas_equipment_services |
-0.0157 |
0.0100 |
-0.0002 |
tilt_INDUSTRY |
| 2025-08-20 |
2025-08-21 |
ind_diversified_retail |
-0.0144 |
-0.0012 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-20 |
2025-08-21 |
quality |
4.1399 |
0.0007 |
0.0030 |
alpha_QUALITY |
| 2025-08-20 |
2025-08-21 |
country_CN |
-0.0918 |
-0.0003 |
0.0000 |
tilt_COUNTRY |
| 2025-08-20 |
2025-08-21 |
ind_software_it_services |
0.0747 |
0.0025 |
0.0002 |
tilt_INDUSTRY |
| 2025-08-20 |
2025-08-21 |
ind_passenger_transportation |
0.0202 |
-0.0040 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-20 |
2025-08-21 |
ind_textiles_apparel |
-0.0158 |
0.0051 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-20 |
2025-08-21 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-08-20 |
2025-08-21 |
ind_chemicals |
0.0131 |
0.0045 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-20 |
2025-08-21 |
ind_transportation_infrastructure |
0.0070 |
0.0032 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-20 |
2025-08-21 |
country_MY |
0.0132 |
-0.0066 |
-0.0001 |
tilt_COUNTRY |
| 2025-08-20 |
2025-08-21 |
ind_biotechnology |
-0.0163 |
0.0094 |
-0.0002 |
tilt_INDUSTRY |
| 2025-08-20 |
2025-08-21 |
ind_uranium |
-0.0025 |
-0.0050 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-20 |
2025-08-21 |
ind_coal |
-0.0457 |
0.0049 |
-0.0002 |
tilt_INDUSTRY |
| 2025-08-20 |
2025-08-21 |
market |
-0.0109 |
0.0087 |
-0.0001 |
risk_exposure |
| 2025-08-20 |
2025-08-21 |
ind_beverages |
-0.0858 |
-0.0050 |
0.0004 |
tilt_INDUSTRY |
| 2025-08-20 |
2025-08-21 |
ind_aerospace_defense |
-0.0120 |
0.0008 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-20 |
2025-08-21 |
linkage |
0.7298 |
0.0002 |
0.0001 |
alpha_MOMENTUM |
| 2025-08-20 |
2025-08-21 |
ind_banking_services |
-0.0494 |
-0.0005 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-20 |
2025-08-21 |
size_MID |
-0.0985 |
0.0006 |
-0.0001 |
tilt_SIZE |
| 2025-08-20 |
2025-08-21 |
linearCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-08-20 |
2025-08-21 |
ind_automobile |
-0.0797 |
-0.0028 |
0.0002 |
tilt_INDUSTRY |
| 2025-08-20 |
2025-08-21 |
ind_water_utilities |
-0.0087 |
-0.0035 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-20 |
2025-08-21 |
momentum |
-0.1858 |
-0.0010 |
0.0002 |
alpha_MOMENTUM |
| 2025-08-20 |
2025-08-21 |
country_KR |
-0.1018 |
-0.0005 |
0.0000 |
tilt_COUNTRY |
| 2025-08-20 |
2025-08-21 |
ind_telecommunications_serices |
0.1233 |
-0.0045 |
-0.0006 |
tilt_INDUSTRY |
| 2025-08-20 |
2025-08-21 |
country_XH |
0.0628 |
0.0048 |
0.0003 |
tilt_COUNTRY |
| 2025-08-20 |
2025-08-21 |
ind_construction_materials |
-0.0008 |
-0.0052 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-20 |
2025-08-21 |
ind_pharmaceuticals |
-0.0643 |
0.0028 |
-0.0002 |
tilt_INDUSTRY |
| 2025-08-20 |
2025-08-21 |
ind_real_estate_operations |
-0.0221 |
-0.0004 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-20 |
2025-08-21 |
pdiscrepancy |
NaN |
NaN |
0.0000 |
unexplained |
| 2025-08-20 |
2025-08-21 |
ind_renewable_energy |
0.0139 |
-0.0038 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-20 |
2025-08-21 |
stability |
4.7224 |
-0.0005 |
-0.0021 |
alpha_QUALITY |
| 2025-08-20 |
2025-08-21 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-08-20 |
2025-08-21 |
ind_construction_engineering |
0.0728 |
0.0044 |
0.0003 |
tilt_INDUSTRY |
| 2025-08-20 |
2025-08-21 |
ind_semiconductors |
0.0312 |
-0.0040 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-20 |
2025-08-21 |
neglect |
0.9515 |
0.0002 |
0.0002 |
alpha_VALUE |
| 2025-08-20 |
2025-08-21 |
ind_computers_phones_household_electronics |
0.0775 |
0.0002 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-20 |
2025-08-21 |
fmom |
0.3665 |
0.0004 |
0.0001 |
alpha_QUALITY |
| 2025-08-20 |
2025-08-21 |
ind_communications_equipment |
0.0124 |
-0.0051 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-20 |
2025-08-21 |
country_AU |
-0.1033 |
0.0081 |
-0.0008 |
tilt_COUNTRY |
| 2025-08-20 |
2025-08-21 |
ind_specialty_reatil |
0.0044 |
0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-20 |
2025-08-21 |
ind_commercial_services_supplies |
-0.0141 |
0.0027 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-20 |
2025-08-21 |
ind_consumer_goods_conglomerates |
0.0188 |
0.0042 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-20 |
2025-08-21 |
ind_electric_utilities_ipps |
-0.0749 |
0.0021 |
-0.0002 |
tilt_INDUSTRY |
| 2025-08-20 |
2025-08-21 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-08-20 |
2025-08-21 |
specret |
NaN |
NaN |
-0.0022 |
unexplained |
| 2025-08-20 |
2025-08-21 |
ind_metals_mining |
-0.0896 |
0.0008 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-20 |
2025-08-21 |
ind_leisure_products |
0.0094 |
0.0012 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-20 |
2025-08-21 |
ind_multiline_utilities |
-0.0133 |
-0.0030 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-20 |
2025-08-21 |
size_MICRO |
-0.0091 |
0.0015 |
-0.0000 |
tilt_SIZE |
| 2025-08-20 |
2025-08-21 |
ind_office_equipment |
-0.0179 |
0.0058 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-20 |
2025-08-21 |
ind_hotels_entertainment |
-0.0669 |
-0.0043 |
0.0003 |
tilt_INDUSTRY |
| 2025-08-20 |
2025-08-21 |
ind_homebuilding_building_products |
-0.0344 |
-0.0002 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-20 |
2025-08-21 |
ind_insurance |
0.0594 |
-0.0005 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-20 |
2025-08-21 |
ind_fintech |
-0.0010 |
0.0111 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-20 |
2025-08-21 |
country_TW |
0.0386 |
0.0131 |
0.0005 |
tilt_COUNTRY |
| 2025-08-20 |
2025-08-21 |
country_IN |
0.0000 |
-0.0057 |
0.0000 |
tilt_COUNTRY |
| 2025-08-20 |
2025-08-21 |
sbeta_market |
0.0209 |
-0.0091 |
-0.0002 |
risk_exposure |
| 2025-08-20 |
2025-08-21 |
country_TH |
0.0974 |
-0.0080 |
-0.0008 |
tilt_COUNTRY |
| 2025-08-20 |
2025-08-21 |
country_NZ |
-0.0180 |
0.0011 |
-0.0000 |
tilt_COUNTRY |
| 2025-08-20 |
2025-08-21 |
ind_healthcare_equipment_supplies |
-0.0989 |
0.0058 |
-0.0006 |
tilt_INDUSTRY |
| 2025-08-20 |
2025-08-21 |
ind_machinery |
0.1522 |
-0.0032 |
-0.0005 |
tilt_INDUSTRY |
| 2025-08-20 |
2025-08-21 |
country_HK |
0.1308 |
0.0035 |
0.0005 |
tilt_COUNTRY |
| 2025-08-20 |
2025-08-21 |
ind_natural_gas_utilities |
0.0035 |
-0.0034 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-20 |
2025-08-21 |
sdiscrepancy |
NaN |
NaN |
-0.0004 |
unexplained |
| 2025-08-20 |
2025-08-21 |
ind_household_products_services |
-0.0221 |
-0.0009 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-20 |
2025-08-21 |
ind_integrated_hardware_software |
0.0110 |
-0.0013 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-20 |
2025-08-21 |
ind_food_drug_retail |
0.0416 |
-0.0011 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-20 |
2025-08-21 |
ind_healthcare_providers_services |
0.0275 |
-0.0040 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-20 |
2025-08-21 |
size_LARGE |
0.1004 |
-0.0009 |
-0.0001 |
tilt_SIZE |
| 2025-08-20 |
2025-08-21 |
country_SG |
0.0409 |
-0.0007 |
-0.0000 |
tilt_COUNTRY |
| 2025-08-20 |
2025-08-21 |
ind_household_goods |
-0.0220 |
0.0022 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-20 |
2025-08-21 |
country_ID |
0.0000 |
-0.0079 |
0.0000 |
tilt_COUNTRY |
| 2025-08-20 |
2025-08-21 |
country_PH |
0.0024 |
-0.0039 |
-0.0000 |
tilt_COUNTRY |
| 2025-08-20 |
2025-08-21 |
ind_media_publishing |
0.0176 |
0.0011 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-20 |
2025-08-21 |
ind_industrial_distribution |
0.0208 |
0.0043 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-20 |
2025-08-21 |
ind_oil_gas |
0.0486 |
0.0066 |
0.0003 |
tilt_INDUSTRY |
| 2025-08-20 |
2025-08-21 |
ind_holding_companies |
0.0072 |
0.0039 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-20 |
2025-08-21 |
revision |
0.8613 |
0.0016 |
0.0014 |
alpha_REVISION |
| 2025-08-20 |
2025-08-21 |
ind_electronic_equipment |
-0.1180 |
-0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-20 |
2025-08-21 |
ind_freight_logistics |
-0.0344 |
-0.0028 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-20 |
2025-08-21 |
ind_investment_services |
0.0902 |
-0.0010 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-20 |
2025-08-21 |
ind_food_tobacco |
0.0639 |
-0.0012 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-20 |
2025-08-21 |
value_liq |
0.6552 |
0.0019 |
0.0013 |
alpha_VALUE |
| 2025-08-21 |
2025-08-22 |
country_HK |
0.1225 |
-0.0054 |
-0.0007 |
tilt_COUNTRY |
| 2025-08-21 |
2025-08-22 |
ind_semiconductors |
0.0126 |
0.0127 |
0.0002 |
tilt_INDUSTRY |
| 2025-08-21 |
2025-08-22 |
market |
-0.0292 |
-0.0063 |
0.0002 |
risk_exposure |
| 2025-08-21 |
2025-08-22 |
ind_media_publishing |
0.0173 |
0.0015 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-21 |
2025-08-22 |
country_IN |
0.0000 |
-0.0040 |
0.0000 |
tilt_COUNTRY |
| 2025-08-21 |
2025-08-22 |
country_PH |
0.0024 |
0.0011 |
0.0000 |
tilt_COUNTRY |
| 2025-08-21 |
2025-08-22 |
ind_biotechnology |
-0.0182 |
0.0046 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-21 |
2025-08-22 |
country_NZ |
-0.0178 |
-0.0080 |
0.0001 |
tilt_COUNTRY |
| 2025-08-21 |
2025-08-22 |
ind_freight_logistics |
-0.0332 |
-0.0059 |
0.0002 |
tilt_INDUSTRY |
| 2025-08-21 |
2025-08-22 |
ind_construction_engineering |
0.0701 |
0.0030 |
0.0002 |
tilt_INDUSTRY |
| 2025-08-21 |
2025-08-22 |
ind_renewable_energy |
0.0138 |
-0.0009 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-21 |
2025-08-22 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-08-21 |
2025-08-22 |
stability |
4.6767 |
-0.0002 |
-0.0008 |
alpha_QUALITY |
| 2025-08-21 |
2025-08-22 |
ind_uranium |
-0.0025 |
0.0430 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-21 |
2025-08-22 |
ind_healthcare_equipment_supplies |
-0.0983 |
-0.0074 |
0.0007 |
tilt_INDUSTRY |
| 2025-08-21 |
2025-08-22 |
ind_insurance |
0.0626 |
0.0016 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-21 |
2025-08-22 |
momentum |
-0.1978 |
0.0015 |
-0.0003 |
alpha_MOMENTUM |
| 2025-08-21 |
2025-08-22 |
country_KR |
-0.1016 |
0.0020 |
-0.0002 |
tilt_COUNTRY |
| 2025-08-21 |
2025-08-22 |
ind_investment_services |
0.0848 |
0.0067 |
0.0006 |
tilt_INDUSTRY |
| 2025-08-21 |
2025-08-22 |
ind_holding_companies |
0.0072 |
-0.0023 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-21 |
2025-08-22 |
ind_telecommunications_serices |
0.1222 |
0.0074 |
0.0009 |
tilt_INDUSTRY |
| 2025-08-21 |
2025-08-22 |
country_SG |
0.0395 |
0.0051 |
0.0002 |
tilt_COUNTRY |
| 2025-08-21 |
2025-08-22 |
size_LARGE |
0.0876 |
0.0020 |
0.0002 |
tilt_SIZE |
| 2025-08-21 |
2025-08-22 |
ind_textiles_apparel |
-0.0153 |
-0.0010 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-21 |
2025-08-22 |
ind_healthcare_providers_services |
0.0298 |
-0.0008 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-21 |
2025-08-22 |
ind_commercial_services_supplies |
-0.0135 |
-0.0039 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-21 |
2025-08-22 |
ind_integrated_hardware_software |
0.0112 |
0.0012 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-21 |
2025-08-22 |
country_MY |
0.0134 |
0.0022 |
0.0000 |
tilt_COUNTRY |
| 2025-08-21 |
2025-08-22 |
neglect |
0.9221 |
-0.0006 |
-0.0005 |
alpha_VALUE |
| 2025-08-21 |
2025-08-22 |
ind_specialty_reatil |
0.0057 |
-0.0041 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-21 |
2025-08-22 |
impactCost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-08-21 |
2025-08-22 |
country_AU |
-0.1013 |
-0.0033 |
0.0003 |
tilt_COUNTRY |
| 2025-08-21 |
2025-08-22 |
value_liq |
0.6686 |
-0.0017 |
-0.0012 |
alpha_VALUE |
| 2025-08-21 |
2025-08-22 |
ind_communications_equipment |
0.0160 |
0.0045 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-21 |
2025-08-22 |
ind_chemicals |
0.0147 |
-0.0055 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-21 |
2025-08-22 |
fmom |
0.3926 |
0.0002 |
0.0001 |
alpha_QUALITY |
| 2025-08-21 |
2025-08-22 |
ind_homebuilding_building_products |
-0.0339 |
-0.0085 |
0.0003 |
tilt_INDUSTRY |
| 2025-08-21 |
2025-08-22 |
ind_transportation_infrastructure |
0.0078 |
-0.0039 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-21 |
2025-08-22 |
ind_software_it_services |
0.0721 |
0.0044 |
0.0003 |
tilt_INDUSTRY |
| 2025-08-21 |
2025-08-22 |
sdiscrepancy |
NaN |
NaN |
0.0005 |
unexplained |
| 2025-08-21 |
2025-08-22 |
ind_machinery |
0.1512 |
0.0004 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-21 |
2025-08-22 |
ind_computers_phones_household_electronics |
0.0758 |
0.0065 |
0.0005 |
tilt_INDUSTRY |
| 2025-08-21 |
2025-08-22 |
ind_leisure_products |
0.0093 |
0.0013 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-21 |
2025-08-22 |
country_TH |
0.0967 |
0.0052 |
0.0005 |
tilt_COUNTRY |
| 2025-08-21 |
2025-08-22 |
ind_coal |
-0.0456 |
-0.0071 |
0.0003 |
tilt_INDUSTRY |
| 2025-08-21 |
2025-08-22 |
specret |
NaN |
NaN |
-0.0019 |
unexplained |
| 2025-08-21 |
2025-08-22 |
ind_natural_gas_utilities |
0.0037 |
0.0023 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-21 |
2025-08-22 |
quality |
4.1243 |
-0.0017 |
-0.0068 |
alpha_QUALITY |
| 2025-08-21 |
2025-08-22 |
ind_paper_forestry |
0.0000 |
0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-21 |
2025-08-22 |
ind_fintech |
-0.0010 |
0.0112 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-21 |
2025-08-22 |
size_MICRO |
-0.0098 |
-0.0043 |
0.0000 |
tilt_SIZE |
| 2025-08-21 |
2025-08-22 |
ind_containers_packaging |
0.0069 |
-0.0016 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-21 |
2025-08-22 |
country_TW |
0.0435 |
-0.0144 |
-0.0006 |
tilt_COUNTRY |
| 2025-08-21 |
2025-08-22 |
size_MID |
-0.1066 |
0.0021 |
-0.0002 |
tilt_SIZE |
| 2025-08-21 |
2025-08-22 |
ind_office_equipment |
-0.0178 |
-0.0057 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-21 |
2025-08-22 |
ind_household_products_services |
-0.0217 |
-0.0045 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-21 |
2025-08-22 |
ind_oil_gas_equipment_services |
-0.0160 |
0.0007 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-21 |
2025-08-22 |
country_JP |
-0.0730 |
0.0024 |
-0.0002 |
tilt_COUNTRY |
| 2025-08-21 |
2025-08-22 |
revision |
0.8960 |
0.0004 |
0.0004 |
alpha_REVISION |
| 2025-08-21 |
2025-08-22 |
ind_electronic_equipment |
-0.1162 |
-0.0002 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-21 |
2025-08-22 |
ind_diversified_retail |
-0.0143 |
-0.0014 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-21 |
2025-08-22 |
country_CN |
-0.1103 |
0.0029 |
-0.0003 |
tilt_COUNTRY |
| 2025-08-21 |
2025-08-22 |
country_ID |
0.0000 |
-0.0042 |
0.0000 |
tilt_COUNTRY |
| 2025-08-21 |
2025-08-22 |
value_gc |
2.0984 |
0.0007 |
0.0015 |
alpha_VALUE |
| 2025-08-21 |
2025-08-22 |
ind_oil_gas |
0.0537 |
-0.0043 |
-0.0002 |
tilt_INDUSTRY |
| 2025-08-21 |
2025-08-22 |
ind_automobile |
-0.0731 |
-0.0000 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-21 |
2025-08-22 |
size_SMALL |
-0.0004 |
-0.0037 |
0.0000 |
tilt_SIZE |
| 2025-08-21 |
2025-08-22 |
ind_household_goods |
-0.0210 |
-0.0060 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-21 |
2025-08-22 |
reversal |
0.9257 |
-0.0008 |
-0.0008 |
alpha_REVERSAL |
| 2025-08-21 |
2025-08-22 |
ind_electric_utilities_ipps |
-0.0735 |
-0.0000 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-21 |
2025-08-22 |
linearCost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-08-21 |
2025-08-22 |
linkage |
0.7763 |
0.0001 |
0.0001 |
alpha_MOMENTUM |
| 2025-08-21 |
2025-08-22 |
ind_banking_services |
-0.0581 |
-0.0017 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-21 |
2025-08-22 |
ind_hotels_entertainment |
-0.0640 |
-0.0036 |
0.0002 |
tilt_INDUSTRY |
| 2025-08-21 |
2025-08-22 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-08-21 |
2025-08-22 |
ind_metals_mining |
-0.0838 |
-0.0059 |
0.0005 |
tilt_INDUSTRY |
| 2025-08-21 |
2025-08-22 |
ind_aerospace_defense |
-0.0173 |
0.0098 |
-0.0002 |
tilt_INDUSTRY |
| 2025-08-21 |
2025-08-22 |
sbeta_market |
0.0022 |
0.0120 |
0.0000 |
risk_exposure |
| 2025-08-21 |
2025-08-22 |
ind_pharmaceuticals |
-0.0752 |
-0.0022 |
0.0002 |
tilt_INDUSTRY |
| 2025-08-21 |
2025-08-22 |
ind_beverages |
-0.0822 |
-0.0039 |
0.0003 |
tilt_INDUSTRY |
| 2025-08-21 |
2025-08-22 |
country_XH |
0.0568 |
-0.0045 |
-0.0003 |
tilt_COUNTRY |
| 2025-08-21 |
2025-08-22 |
ind_construction_materials |
-0.0008 |
-0.0046 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-21 |
2025-08-22 |
ind_passenger_transportation |
0.0201 |
-0.0047 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-21 |
2025-08-22 |
ind_water_utilities |
-0.0085 |
0.0034 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-21 |
2025-08-22 |
ind_real_estate_operations |
-0.0210 |
-0.0040 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-21 |
2025-08-22 |
ind_food_tobacco |
0.0615 |
-0.0039 |
-0.0002 |
tilt_INDUSTRY |
| 2025-08-21 |
2025-08-22 |
ind_industrial_distribution |
0.0214 |
-0.0003 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-21 |
2025-08-22 |
pdiscrepancy |
NaN |
NaN |
-0.0000 |
unexplained |
| 2025-08-21 |
2025-08-22 |
ind_food_drug_retail |
0.0407 |
-0.0070 |
-0.0003 |
tilt_INDUSTRY |
| 2025-08-21 |
2025-08-22 |
ind_consumer_goods_conglomerates |
0.0179 |
-0.0055 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-21 |
2025-08-22 |
ind_multiline_utilities |
-0.0133 |
0.0049 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-22 |
2025-08-25 |
country_PH |
0.0025 |
-0.0034 |
-0.0000 |
tilt_COUNTRY |
| 2025-08-22 |
2025-08-25 |
ind_industrial_distribution |
0.0230 |
0.0084 |
0.0002 |
tilt_INDUSTRY |
| 2025-08-22 |
2025-08-25 |
ind_textiles_apparel |
-0.0155 |
-0.0013 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-22 |
2025-08-25 |
ind_beverages |
-0.0832 |
0.0077 |
-0.0006 |
tilt_INDUSTRY |
| 2025-08-22 |
2025-08-25 |
ind_automobile |
-0.0705 |
-0.0040 |
0.0003 |
tilt_INDUSTRY |
| 2025-08-22 |
2025-08-25 |
ind_integrated_hardware_software |
0.0116 |
-0.0097 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-22 |
2025-08-25 |
ind_uranium |
-0.0028 |
0.0499 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-22 |
2025-08-25 |
ind_holding_companies |
0.0072 |
-0.0080 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-22 |
2025-08-25 |
linearCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-08-22 |
2025-08-25 |
country_NZ |
-0.0181 |
0.0023 |
-0.0000 |
tilt_COUNTRY |
| 2025-08-22 |
2025-08-25 |
linkage |
0.7923 |
-0.0002 |
-0.0002 |
alpha_MOMENTUM |
| 2025-08-22 |
2025-08-25 |
country_KR |
-0.1037 |
0.0092 |
-0.0010 |
tilt_COUNTRY |
| 2025-08-22 |
2025-08-25 |
ind_insurance |
0.0649 |
-0.0099 |
-0.0006 |
tilt_INDUSTRY |
| 2025-08-22 |
2025-08-25 |
market |
-0.0329 |
-0.0014 |
0.0000 |
risk_exposure |
| 2025-08-22 |
2025-08-25 |
ind_hotels_entertainment |
-0.0614 |
0.0041 |
-0.0003 |
tilt_INDUSTRY |
| 2025-08-22 |
2025-08-25 |
ind_transportation_infrastructure |
0.0092 |
0.0023 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-22 |
2025-08-25 |
ind_banking_services |
-0.0609 |
-0.0051 |
0.0003 |
tilt_INDUSTRY |
| 2025-08-22 |
2025-08-25 |
bcost |
NaN |
NaN |
-0.0010 |
cost |
| 2025-08-22 |
2025-08-25 |
specret |
NaN |
NaN |
-0.0106 |
unexplained |
| 2025-08-22 |
2025-08-25 |
ind_homebuilding_building_products |
-0.0341 |
0.0069 |
-0.0002 |
tilt_INDUSTRY |
| 2025-08-22 |
2025-08-25 |
ind_aerospace_defense |
-0.0162 |
0.0024 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-22 |
2025-08-25 |
size_MICRO |
-0.0105 |
-0.0038 |
0.0000 |
tilt_SIZE |
| 2025-08-22 |
2025-08-25 |
size_MID |
-0.1055 |
0.0001 |
-0.0000 |
tilt_SIZE |
| 2025-08-22 |
2025-08-25 |
ind_chemicals |
0.0167 |
0.0005 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-22 |
2025-08-25 |
ind_biotechnology |
-0.0196 |
0.0049 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-22 |
2025-08-25 |
impactCost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-08-22 |
2025-08-25 |
country_ID |
0.0000 |
0.0026 |
0.0000 |
tilt_COUNTRY |
| 2025-08-22 |
2025-08-25 |
ind_household_products_services |
-0.0212 |
-0.0062 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-22 |
2025-08-25 |
size_LARGE |
0.0871 |
0.0033 |
0.0003 |
tilt_SIZE |
| 2025-08-22 |
2025-08-25 |
ind_water_utilities |
-0.0086 |
0.0029 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-22 |
2025-08-25 |
ind_electric_utilities_ipps |
-0.0748 |
0.0005 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-22 |
2025-08-25 |
ind_software_it_services |
0.0685 |
-0.0011 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-22 |
2025-08-25 |
momentum |
-0.0882 |
-0.0009 |
0.0001 |
alpha_MOMENTUM |
| 2025-08-22 |
2025-08-25 |
ind_food_drug_retail |
0.0408 |
-0.0031 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-22 |
2025-08-25 |
ind_passenger_transportation |
0.0201 |
-0.0013 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-22 |
2025-08-25 |
country_XH |
0.0565 |
0.0019 |
0.0001 |
tilt_COUNTRY |
| 2025-08-22 |
2025-08-25 |
sbeta_market |
0.0024 |
0.0106 |
0.0000 |
risk_exposure |
| 2025-08-22 |
2025-08-25 |
ind_construction_materials |
-0.0007 |
0.0034 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-22 |
2025-08-25 |
ind_metals_mining |
-0.0793 |
0.0135 |
-0.0011 |
tilt_INDUSTRY |
| 2025-08-22 |
2025-08-25 |
ind_consumer_goods_conglomerates |
0.0177 |
-0.0053 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-22 |
2025-08-25 |
ind_pharmaceuticals |
-0.0759 |
0.0010 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-22 |
2025-08-25 |
ind_food_tobacco |
0.0619 |
0.0031 |
0.0002 |
tilt_INDUSTRY |
| 2025-08-22 |
2025-08-25 |
ind_real_estate_operations |
-0.0226 |
0.0067 |
-0.0002 |
tilt_INDUSTRY |
| 2025-08-22 |
2025-08-25 |
ind_coal |
-0.0465 |
0.0040 |
-0.0002 |
tilt_INDUSTRY |
| 2025-08-22 |
2025-08-25 |
country_TH |
0.0968 |
0.0061 |
0.0006 |
tilt_COUNTRY |
| 2025-08-22 |
2025-08-25 |
country_IN |
0.0000 |
-0.0020 |
0.0000 |
tilt_COUNTRY |
| 2025-08-22 |
2025-08-25 |
ind_media_publishing |
0.0175 |
0.0002 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-22 |
2025-08-25 |
pdiscrepancy |
NaN |
NaN |
0.0000 |
unexplained |
| 2025-08-22 |
2025-08-25 |
ind_multiline_utilities |
-0.0131 |
0.0002 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-22 |
2025-08-25 |
country_JP |
-0.0717 |
-0.0065 |
0.0005 |
tilt_COUNTRY |
| 2025-08-22 |
2025-08-25 |
quality |
4.2070 |
0.0007 |
0.0030 |
alpha_QUALITY |
| 2025-08-22 |
2025-08-25 |
reversal |
1.2540 |
0.0032 |
0.0040 |
alpha_REVERSAL |
| 2025-08-22 |
2025-08-25 |
size_SMALL |
-0.0041 |
-0.0025 |
0.0000 |
tilt_SIZE |
| 2025-08-22 |
2025-08-25 |
ind_oil_gas |
0.0560 |
-0.0025 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-22 |
2025-08-25 |
value_gc |
2.1702 |
0.0004 |
0.0010 |
alpha_VALUE |
| 2025-08-22 |
2025-08-25 |
country_CN |
-0.1142 |
-0.0003 |
0.0000 |
tilt_COUNTRY |
| 2025-08-22 |
2025-08-25 |
ind_diversified_retail |
-0.0123 |
0.0076 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-22 |
2025-08-25 |
ind_electronic_equipment |
-0.1098 |
-0.0013 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-22 |
2025-08-25 |
revision |
0.9558 |
-0.0000 |
-0.0000 |
alpha_REVISION |
| 2025-08-22 |
2025-08-25 |
ind_oil_gas_equipment_services |
-0.0161 |
0.0013 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-22 |
2025-08-25 |
ind_office_equipment |
-0.0181 |
0.0047 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-22 |
2025-08-25 |
country_TW |
0.0508 |
0.0081 |
0.0004 |
tilt_COUNTRY |
| 2025-08-22 |
2025-08-25 |
ind_containers_packaging |
0.0063 |
-0.0036 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-22 |
2025-08-25 |
ind_natural_gas_utilities |
0.0041 |
-0.0029 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-22 |
2025-08-25 |
ind_fintech |
-0.0009 |
0.0024 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-22 |
2025-08-25 |
ind_paper_forestry |
0.0000 |
0.0052 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-22 |
2025-08-25 |
stability |
4.6708 |
0.0003 |
0.0012 |
alpha_QUALITY |
| 2025-08-22 |
2025-08-25 |
ind_renewable_energy |
0.0150 |
0.0035 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-22 |
2025-08-25 |
ind_household_goods |
-0.0203 |
0.0054 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-22 |
2025-08-25 |
ind_construction_engineering |
0.0677 |
-0.0013 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-22 |
2025-08-25 |
ind_telecommunications_serices |
0.1233 |
-0.0038 |
-0.0005 |
tilt_INDUSTRY |
| 2025-08-22 |
2025-08-25 |
ind_investment_services |
0.0824 |
-0.0036 |
-0.0003 |
tilt_INDUSTRY |
| 2025-08-22 |
2025-08-25 |
country_SG |
0.0392 |
-0.0024 |
-0.0001 |
tilt_COUNTRY |
| 2025-08-22 |
2025-08-25 |
ind_healthcare_providers_services |
0.0328 |
-0.0036 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-22 |
2025-08-25 |
ind_commercial_services_supplies |
-0.0193 |
-0.0009 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-22 |
2025-08-25 |
country_MY |
0.0139 |
0.0012 |
0.0000 |
tilt_COUNTRY |
| 2025-08-22 |
2025-08-25 |
ind_specialty_reatil |
0.0070 |
0.0033 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-22 |
2025-08-25 |
ind_leisure_products |
0.0092 |
-0.0071 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-22 |
2025-08-25 |
value_liq |
0.7261 |
-0.0005 |
-0.0003 |
alpha_VALUE |
| 2025-08-22 |
2025-08-25 |
ind_communications_equipment |
0.0203 |
0.0146 |
0.0003 |
tilt_INDUSTRY |
| 2025-08-22 |
2025-08-25 |
fmom |
0.4452 |
0.0000 |
0.0000 |
alpha_QUALITY |
| 2025-08-22 |
2025-08-25 |
fcost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-08-22 |
2025-08-25 |
sdiscrepancy |
NaN |
NaN |
-0.0001 |
unexplained |
| 2025-08-22 |
2025-08-25 |
ind_healthcare_equipment_supplies |
-0.0985 |
-0.0044 |
0.0004 |
tilt_INDUSTRY |
| 2025-08-22 |
2025-08-25 |
country_HK |
0.1163 |
0.0021 |
0.0002 |
tilt_COUNTRY |
| 2025-08-22 |
2025-08-25 |
ind_freight_logistics |
-0.0318 |
-0.0068 |
0.0002 |
tilt_INDUSTRY |
| 2025-08-22 |
2025-08-25 |
country_AU |
-0.1012 |
-0.0012 |
0.0001 |
tilt_COUNTRY |
| 2025-08-22 |
2025-08-25 |
ind_machinery |
0.1450 |
0.0027 |
0.0004 |
tilt_INDUSTRY |
| 2025-08-22 |
2025-08-25 |
ind_computers_phones_household_electronics |
0.0784 |
-0.0041 |
-0.0003 |
tilt_INDUSTRY |
| 2025-08-22 |
2025-08-25 |
ind_semiconductors |
-0.0052 |
-0.0019 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-22 |
2025-08-25 |
neglect |
0.8682 |
0.0004 |
0.0004 |
alpha_VALUE |
| 2025-08-25 |
2025-08-26 |
country_XH |
0.0533 |
0.0008 |
0.0000 |
tilt_COUNTRY |
| 2025-08-25 |
2025-08-26 |
country_PH |
0.0025 |
-0.0135 |
-0.0000 |
tilt_COUNTRY |
| 2025-08-25 |
2025-08-26 |
reversal |
1.0044 |
0.0002 |
0.0002 |
alpha_REVERSAL |
| 2025-08-25 |
2025-08-26 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-08-25 |
2025-08-26 |
country_SG |
0.0361 |
0.0016 |
0.0001 |
tilt_COUNTRY |
| 2025-08-25 |
2025-08-26 |
country_MY |
0.0140 |
-0.0073 |
-0.0001 |
tilt_COUNTRY |
| 2025-08-25 |
2025-08-26 |
neglect |
0.8294 |
-0.0007 |
-0.0005 |
alpha_VALUE |
| 2025-08-25 |
2025-08-26 |
momentum |
-0.0907 |
-0.0001 |
0.0000 |
alpha_MOMENTUM |
| 2025-08-25 |
2025-08-26 |
fmom |
0.4131 |
0.0005 |
0.0002 |
alpha_QUALITY |
| 2025-08-25 |
2025-08-26 |
revision |
1.0179 |
0.0007 |
0.0008 |
alpha_REVISION |
| 2025-08-25 |
2025-08-26 |
size_MICRO |
-0.0099 |
0.0052 |
-0.0001 |
tilt_SIZE |
| 2025-08-25 |
2025-08-26 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-08-25 |
2025-08-26 |
pdiscrepancy |
NaN |
NaN |
0.0000 |
unexplained |
| 2025-08-25 |
2025-08-26 |
quality |
4.1136 |
0.0007 |
0.0030 |
alpha_QUALITY |
| 2025-08-25 |
2025-08-26 |
market |
-0.0269 |
0.0006 |
-0.0000 |
risk_exposure |
| 2025-08-25 |
2025-08-26 |
sdiscrepancy |
NaN |
NaN |
0.0002 |
unexplained |
| 2025-08-25 |
2025-08-26 |
size_LARGE |
0.0870 |
-0.0036 |
-0.0003 |
tilt_SIZE |
| 2025-08-25 |
2025-08-26 |
sbeta_market |
0.0127 |
-0.0050 |
-0.0001 |
risk_exposure |
| 2025-08-25 |
2025-08-26 |
linkage |
0.7927 |
-0.0001 |
-0.0001 |
alpha_MOMENTUM |
| 2025-08-25 |
2025-08-26 |
value_liq |
0.7249 |
0.0001 |
0.0001 |
alpha_VALUE |
| 2025-08-25 |
2025-08-26 |
value_gc |
2.1258 |
0.0005 |
0.0012 |
alpha_VALUE |
| 2025-08-25 |
2025-08-26 |
ind_aerospace_defense |
-0.0136 |
-0.0103 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-25 |
2025-08-26 |
country_TW |
0.0547 |
0.0023 |
0.0001 |
tilt_COUNTRY |
| 2025-08-25 |
2025-08-26 |
country_TH |
0.0917 |
-0.0097 |
-0.0009 |
tilt_COUNTRY |
| 2025-08-25 |
2025-08-26 |
ind_computers_phones_household_electronics |
0.0784 |
0.0029 |
0.0002 |
tilt_INDUSTRY |
| 2025-08-25 |
2025-08-26 |
linearCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-08-25 |
2025-08-26 |
ind_food_tobacco |
0.0598 |
0.0058 |
0.0003 |
tilt_INDUSTRY |
| 2025-08-25 |
2025-08-26 |
ind_food_drug_retail |
0.0403 |
0.0048 |
0.0002 |
tilt_INDUSTRY |
| 2025-08-25 |
2025-08-26 |
ind_diversified_retail |
-0.0073 |
0.0007 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-25 |
2025-08-26 |
ind_holding_companies |
0.0070 |
-0.0066 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-25 |
2025-08-26 |
ind_specialty_reatil |
0.0066 |
-0.0013 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-25 |
2025-08-26 |
ind_communications_equipment |
0.0236 |
0.0015 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-25 |
2025-08-26 |
ind_investment_services |
0.0796 |
-0.0078 |
-0.0006 |
tilt_INDUSTRY |
| 2025-08-25 |
2025-08-26 |
ind_oil_gas_equipment_services |
-0.0157 |
0.0074 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-25 |
2025-08-26 |
ind_software_it_services |
0.0584 |
0.0051 |
0.0003 |
tilt_INDUSTRY |
| 2025-08-25 |
2025-08-26 |
country_AU |
-0.0992 |
0.0007 |
-0.0001 |
tilt_COUNTRY |
| 2025-08-25 |
2025-08-26 |
ind_household_goods |
-0.0201 |
0.0003 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-25 |
2025-08-26 |
ind_semiconductors |
-0.0064 |
0.0051 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-25 |
2025-08-26 |
ind_healthcare_providers_services |
0.0320 |
-0.0023 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-25 |
2025-08-26 |
ind_leisure_products |
0.0087 |
-0.0014 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-25 |
2025-08-26 |
ind_containers_packaging |
0.0058 |
-0.0024 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-25 |
2025-08-26 |
ind_paper_forestry |
0.0000 |
0.0027 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-25 |
2025-08-26 |
country_HK |
0.1118 |
-0.0008 |
-0.0001 |
tilt_COUNTRY |
| 2025-08-25 |
2025-08-26 |
country_IN |
0.0000 |
-0.0117 |
0.0000 |
tilt_COUNTRY |
| 2025-08-25 |
2025-08-26 |
ind_passenger_transportation |
0.0187 |
-0.0031 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-25 |
2025-08-26 |
ind_construction_materials |
-0.0007 |
-0.0021 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-25 |
2025-08-26 |
ind_media_publishing |
0.0172 |
0.0016 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-25 |
2025-08-26 |
ind_freight_logistics |
-0.0303 |
0.0025 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-25 |
2025-08-26 |
ind_pharmaceuticals |
-0.0679 |
-0.0060 |
0.0004 |
tilt_INDUSTRY |
| 2025-08-25 |
2025-08-26 |
ind_commercial_services_supplies |
-0.0146 |
0.0029 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-25 |
2025-08-26 |
ind_consumer_goods_conglomerates |
0.0165 |
-0.0051 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-25 |
2025-08-26 |
ind_real_estate_operations |
-0.0249 |
-0.0070 |
0.0002 |
tilt_INDUSTRY |
| 2025-08-25 |
2025-08-26 |
ind_machinery |
0.1324 |
-0.0011 |
-0.0002 |
tilt_INDUSTRY |
| 2025-08-25 |
2025-08-26 |
stability |
4.5343 |
-0.0004 |
-0.0020 |
alpha_QUALITY |
| 2025-08-25 |
2025-08-26 |
ind_healthcare_equipment_supplies |
-0.0959 |
0.0000 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-25 |
2025-08-26 |
ind_construction_engineering |
0.0627 |
-0.0010 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-25 |
2025-08-26 |
ind_renewable_energy |
0.0141 |
0.0037 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-25 |
2025-08-26 |
ind_metals_mining |
-0.0729 |
0.0010 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-25 |
2025-08-26 |
ind_telecommunications_serices |
0.1207 |
-0.0032 |
-0.0004 |
tilt_INDUSTRY |
| 2025-08-25 |
2025-08-26 |
ind_integrated_hardware_software |
0.0115 |
0.0050 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-25 |
2025-08-26 |
ind_coal |
-0.0469 |
-0.0066 |
0.0003 |
tilt_INDUSTRY |
| 2025-08-25 |
2025-08-26 |
ind_natural_gas_utilities |
0.0044 |
-0.0039 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-25 |
2025-08-26 |
ind_industrial_distribution |
0.0231 |
0.0017 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-25 |
2025-08-26 |
country_CN |
-0.1002 |
0.0046 |
-0.0005 |
tilt_COUNTRY |
| 2025-08-25 |
2025-08-26 |
ind_beverages |
-0.0811 |
-0.0006 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-25 |
2025-08-26 |
ind_water_utilities |
-0.0084 |
0.0046 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-25 |
2025-08-26 |
ind_household_products_services |
-0.0202 |
0.0053 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-25 |
2025-08-26 |
specret |
NaN |
NaN |
-0.0028 |
unexplained |
| 2025-08-25 |
2025-08-26 |
ind_hotels_entertainment |
-0.0549 |
-0.0005 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-25 |
2025-08-26 |
country_ID |
0.0000 |
-0.0061 |
0.0000 |
tilt_COUNTRY |
| 2025-08-25 |
2025-08-26 |
size_MID |
-0.0961 |
0.0012 |
-0.0001 |
tilt_SIZE |
| 2025-08-25 |
2025-08-26 |
ind_office_equipment |
-0.0174 |
-0.0006 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-25 |
2025-08-26 |
ind_banking_services |
-0.0676 |
-0.0046 |
0.0003 |
tilt_INDUSTRY |
| 2025-08-25 |
2025-08-26 |
ind_electronic_equipment |
-0.1026 |
0.0090 |
-0.0009 |
tilt_INDUSTRY |
| 2025-08-25 |
2025-08-26 |
ind_automobile |
-0.0656 |
0.0039 |
-0.0003 |
tilt_INDUSTRY |
| 2025-08-25 |
2025-08-26 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-08-25 |
2025-08-26 |
ind_multiline_utilities |
-0.0125 |
-0.0107 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-25 |
2025-08-26 |
ind_uranium |
-0.0027 |
0.0663 |
-0.0002 |
tilt_INDUSTRY |
| 2025-08-25 |
2025-08-26 |
ind_fintech |
-0.0009 |
-0.0070 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-25 |
2025-08-26 |
ind_insurance |
0.0609 |
-0.0047 |
-0.0003 |
tilt_INDUSTRY |
| 2025-08-25 |
2025-08-26 |
ind_textiles_apparel |
-0.0150 |
-0.0006 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-25 |
2025-08-26 |
ind_oil_gas |
0.0536 |
0.0042 |
0.0002 |
tilt_INDUSTRY |
| 2025-08-25 |
2025-08-26 |
ind_homebuilding_building_products |
-0.0330 |
-0.0042 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-25 |
2025-08-26 |
country_KR |
-0.1016 |
-0.0029 |
0.0003 |
tilt_COUNTRY |
| 2025-08-25 |
2025-08-26 |
ind_electric_utilities_ipps |
-0.0738 |
-0.0052 |
0.0004 |
tilt_INDUSTRY |
| 2025-08-25 |
2025-08-26 |
ind_chemicals |
0.0208 |
0.0057 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-25 |
2025-08-26 |
ind_biotechnology |
-0.0203 |
-0.0081 |
0.0002 |
tilt_INDUSTRY |
| 2025-08-25 |
2025-08-26 |
ind_transportation_infrastructure |
0.0098 |
-0.0029 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-25 |
2025-08-26 |
size_SMALL |
-0.0079 |
0.0011 |
-0.0000 |
tilt_SIZE |
| 2025-08-25 |
2025-08-26 |
country_NZ |
-0.0178 |
-0.0103 |
0.0002 |
tilt_COUNTRY |
| 2025-08-25 |
2025-08-26 |
country_JP |
-0.0722 |
-0.0056 |
0.0004 |
tilt_COUNTRY |
| 2025-08-26 |
2025-08-27 |
ind_multiline_utilities |
-0.0129 |
-0.0031 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-26 |
2025-08-27 |
ind_natural_gas_utilities |
0.0044 |
-0.0005 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-26 |
2025-08-27 |
ind_food_drug_retail |
0.0377 |
-0.0094 |
-0.0004 |
tilt_INDUSTRY |
| 2025-08-26 |
2025-08-27 |
sbeta_market |
0.0131 |
-0.0068 |
-0.0001 |
risk_exposure |
| 2025-08-26 |
2025-08-27 |
ind_fintech |
-0.0009 |
0.0049 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-26 |
2025-08-27 |
country_IN |
0.0000 |
0.0083 |
0.0000 |
tilt_COUNTRY |
| 2025-08-26 |
2025-08-27 |
ind_metals_mining |
-0.0698 |
0.0041 |
-0.0003 |
tilt_INDUSTRY |
| 2025-08-26 |
2025-08-27 |
country_SG |
0.0331 |
0.0086 |
0.0003 |
tilt_COUNTRY |
| 2025-08-26 |
2025-08-27 |
ind_food_tobacco |
0.0583 |
-0.0000 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-26 |
2025-08-27 |
ind_household_goods |
-0.0201 |
-0.0004 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-26 |
2025-08-27 |
size_MICRO |
-0.0097 |
-0.0004 |
0.0000 |
tilt_SIZE |
| 2025-08-26 |
2025-08-27 |
ind_hotels_entertainment |
-0.0494 |
-0.0015 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-26 |
2025-08-27 |
ind_household_products_services |
-0.0195 |
-0.0063 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-26 |
2025-08-27 |
value_liq |
0.7178 |
-0.0005 |
-0.0004 |
alpha_VALUE |
| 2025-08-26 |
2025-08-27 |
specret |
NaN |
NaN |
-0.0038 |
unexplained |
| 2025-08-26 |
2025-08-27 |
country_ID |
0.0000 |
0.0025 |
0.0000 |
tilt_COUNTRY |
| 2025-08-26 |
2025-08-27 |
ind_industrial_distribution |
0.0242 |
-0.0010 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-26 |
2025-08-27 |
country_PH |
0.0026 |
0.0267 |
0.0001 |
tilt_COUNTRY |
| 2025-08-26 |
2025-08-27 |
ind_homebuilding_building_products |
-0.0330 |
-0.0028 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-26 |
2025-08-27 |
size_LARGE |
0.0866 |
-0.0002 |
-0.0000 |
tilt_SIZE |
| 2025-08-26 |
2025-08-27 |
country_TH |
0.0895 |
0.0041 |
0.0004 |
tilt_COUNTRY |
| 2025-08-26 |
2025-08-27 |
ind_insurance |
0.0605 |
-0.0058 |
-0.0003 |
tilt_INDUSTRY |
| 2025-08-26 |
2025-08-27 |
ind_holding_companies |
0.0070 |
0.0009 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-26 |
2025-08-27 |
ind_investment_services |
0.0777 |
-0.0035 |
-0.0003 |
tilt_INDUSTRY |
| 2025-08-26 |
2025-08-27 |
country_HK |
0.1096 |
0.0003 |
0.0000 |
tilt_COUNTRY |
| 2025-08-26 |
2025-08-27 |
ind_healthcare_providers_services |
0.0318 |
-0.0036 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-26 |
2025-08-27 |
country_TW |
0.0512 |
0.0117 |
0.0006 |
tilt_COUNTRY |
| 2025-08-26 |
2025-08-27 |
ind_leisure_products |
0.0083 |
-0.0068 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-26 |
2025-08-27 |
sdiscrepancy |
NaN |
NaN |
0.0000 |
unexplained |
| 2025-08-26 |
2025-08-27 |
ind_healthcare_equipment_supplies |
-0.0955 |
-0.0036 |
0.0003 |
tilt_INDUSTRY |
| 2025-08-26 |
2025-08-27 |
ind_machinery |
0.1252 |
0.0027 |
0.0003 |
tilt_INDUSTRY |
| 2025-08-26 |
2025-08-27 |
ind_freight_logistics |
-0.0307 |
0.0001 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-26 |
2025-08-27 |
ind_media_publishing |
0.0182 |
-0.0043 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-26 |
2025-08-27 |
ind_integrated_hardware_software |
0.0114 |
0.0021 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-26 |
2025-08-27 |
revision |
0.9724 |
0.0006 |
0.0006 |
alpha_REVISION |
| 2025-08-26 |
2025-08-27 |
ind_oil_gas_equipment_services |
-0.0148 |
-0.0091 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-26 |
2025-08-27 |
ind_electronic_equipment |
-0.1024 |
0.0055 |
-0.0006 |
tilt_INDUSTRY |
| 2025-08-26 |
2025-08-27 |
ind_computers_phones_household_electronics |
0.0787 |
0.0074 |
0.0006 |
tilt_INDUSTRY |
| 2025-08-26 |
2025-08-27 |
ind_semiconductors |
-0.0072 |
0.0121 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-26 |
2025-08-27 |
ind_software_it_services |
0.0550 |
0.0011 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-26 |
2025-08-27 |
ind_communications_equipment |
0.0261 |
0.0064 |
0.0002 |
tilt_INDUSTRY |
| 2025-08-26 |
2025-08-27 |
fmom |
0.3517 |
-0.0003 |
-0.0001 |
alpha_QUALITY |
| 2025-08-26 |
2025-08-27 |
ind_specialty_reatil |
0.0052 |
-0.0026 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-26 |
2025-08-27 |
ind_commercial_services_supplies |
-0.0054 |
-0.0015 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-26 |
2025-08-27 |
momentum |
-0.1029 |
0.0009 |
-0.0001 |
alpha_MOMENTUM |
| 2025-08-26 |
2025-08-27 |
ind_coal |
-0.0465 |
-0.0034 |
0.0002 |
tilt_INDUSTRY |
| 2025-08-26 |
2025-08-27 |
ind_telecommunications_serices |
0.1205 |
-0.0039 |
-0.0005 |
tilt_INDUSTRY |
| 2025-08-26 |
2025-08-27 |
market |
-0.0274 |
-0.0040 |
0.0001 |
risk_exposure |
| 2025-08-26 |
2025-08-27 |
ind_textiles_apparel |
-0.0149 |
-0.0033 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-26 |
2025-08-27 |
ind_office_equipment |
-0.0174 |
-0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-26 |
2025-08-27 |
ind_chemicals |
0.0242 |
-0.0012 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-26 |
2025-08-27 |
ind_transportation_infrastructure |
0.0094 |
-0.0044 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-26 |
2025-08-27 |
country_KR |
-0.1002 |
0.0077 |
-0.0008 |
tilt_COUNTRY |
| 2025-08-26 |
2025-08-27 |
ind_biotechnology |
-0.0205 |
-0.0027 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-26 |
2025-08-27 |
ind_uranium |
-0.0026 |
0.0105 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-26 |
2025-08-27 |
ind_beverages |
-0.0724 |
-0.0067 |
0.0005 |
tilt_INDUSTRY |
| 2025-08-26 |
2025-08-27 |
linkage |
0.8115 |
-0.0003 |
-0.0002 |
alpha_MOMENTUM |
| 2025-08-26 |
2025-08-27 |
ind_water_utilities |
-0.0084 |
0.0012 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-26 |
2025-08-27 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-08-26 |
2025-08-27 |
ind_aerospace_defense |
-0.0137 |
-0.0039 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-26 |
2025-08-27 |
size_MID |
-0.0970 |
0.0006 |
-0.0001 |
tilt_SIZE |
| 2025-08-26 |
2025-08-27 |
ind_banking_services |
-0.0781 |
-0.0019 |
0.0002 |
tilt_INDUSTRY |
| 2025-08-26 |
2025-08-27 |
ind_automobile |
-0.0622 |
0.0007 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-26 |
2025-08-27 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-08-26 |
2025-08-27 |
neglect |
0.8227 |
-0.0006 |
-0.0005 |
alpha_VALUE |
| 2025-08-26 |
2025-08-27 |
country_AU |
-0.0991 |
0.0137 |
-0.0014 |
tilt_COUNTRY |
| 2025-08-26 |
2025-08-27 |
ind_paper_forestry |
0.0000 |
-0.0005 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-26 |
2025-08-27 |
country_CN |
-0.0928 |
-0.0091 |
0.0008 |
tilt_COUNTRY |
| 2025-08-26 |
2025-08-27 |
reversal |
1.1677 |
0.0010 |
0.0012 |
alpha_REVERSAL |
| 2025-08-26 |
2025-08-27 |
size_SMALL |
-0.0074 |
-0.0005 |
0.0000 |
tilt_SIZE |
| 2025-08-26 |
2025-08-27 |
ind_electric_utilities_ipps |
-0.0746 |
0.0031 |
-0.0002 |
tilt_INDUSTRY |
| 2025-08-26 |
2025-08-27 |
value_gc |
2.0574 |
0.0004 |
0.0008 |
alpha_VALUE |
| 2025-08-26 |
2025-08-27 |
ind_oil_gas |
0.0491 |
-0.0015 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-26 |
2025-08-27 |
ind_diversified_retail |
-0.0042 |
-0.0016 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-26 |
2025-08-27 |
linearCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-08-26 |
2025-08-27 |
ind_containers_packaging |
0.0053 |
-0.0027 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-26 |
2025-08-27 |
quality |
4.0363 |
-0.0002 |
-0.0006 |
alpha_QUALITY |
| 2025-08-26 |
2025-08-27 |
ind_renewable_energy |
0.0117 |
-0.0033 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-26 |
2025-08-27 |
ind_consumer_goods_conglomerates |
0.0157 |
-0.0031 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-26 |
2025-08-27 |
ind_passenger_transportation |
0.0172 |
0.0010 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-26 |
2025-08-27 |
country_NZ |
-0.0177 |
0.0064 |
-0.0001 |
tilt_COUNTRY |
| 2025-08-26 |
2025-08-27 |
country_XH |
0.0531 |
-0.0064 |
-0.0003 |
tilt_COUNTRY |
| 2025-08-26 |
2025-08-27 |
ind_construction_materials |
-0.0007 |
-0.0014 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-26 |
2025-08-27 |
country_MY |
0.0139 |
0.0132 |
0.0002 |
tilt_COUNTRY |
| 2025-08-26 |
2025-08-27 |
pdiscrepancy |
NaN |
NaN |
0.0000 |
unexplained |
| 2025-08-26 |
2025-08-27 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-08-26 |
2025-08-27 |
ind_construction_engineering |
0.0598 |
0.0008 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-26 |
2025-08-27 |
stability |
4.4654 |
0.0004 |
0.0016 |
alpha_QUALITY |
| 2025-08-26 |
2025-08-27 |
ind_pharmaceuticals |
-0.0608 |
-0.0082 |
0.0005 |
tilt_INDUSTRY |
| 2025-08-26 |
2025-08-27 |
country_JP |
-0.0708 |
0.0094 |
-0.0007 |
tilt_COUNTRY |
| 2025-08-26 |
2025-08-27 |
ind_real_estate_operations |
-0.0319 |
-0.0060 |
0.0002 |
tilt_INDUSTRY |
| 2025-08-27 |
2025-08-28 |
country_CN |
-0.1023 |
0.0051 |
-0.0005 |
tilt_COUNTRY |
| 2025-08-27 |
2025-08-28 |
country_HK |
0.1073 |
-0.0052 |
-0.0006 |
tilt_COUNTRY |
| 2025-08-27 |
2025-08-28 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-08-27 |
2025-08-28 |
country_IN |
0.0000 |
-0.0111 |
0.0000 |
tilt_COUNTRY |
| 2025-08-27 |
2025-08-28 |
country_KR |
-0.0981 |
-0.0019 |
0.0002 |
tilt_COUNTRY |
| 2025-08-27 |
2025-08-28 |
country_ID |
0.0000 |
-0.0017 |
0.0000 |
tilt_COUNTRY |
| 2025-08-27 |
2025-08-28 |
value_liq |
0.7709 |
-0.0007 |
-0.0006 |
alpha_VALUE |
| 2025-08-27 |
2025-08-28 |
country_MY |
0.0138 |
-0.0010 |
-0.0000 |
tilt_COUNTRY |
| 2025-08-27 |
2025-08-28 |
country_JP |
-0.0611 |
0.0025 |
-0.0002 |
tilt_COUNTRY |
| 2025-08-27 |
2025-08-28 |
country_AU |
-0.1001 |
-0.0035 |
0.0004 |
tilt_COUNTRY |
| 2025-08-27 |
2025-08-28 |
size_MICRO |
-0.0097 |
-0.0058 |
0.0001 |
tilt_SIZE |
| 2025-08-27 |
2025-08-28 |
ind_industrial_distribution |
0.0257 |
0.0083 |
0.0002 |
tilt_INDUSTRY |
| 2025-08-27 |
2025-08-28 |
ind_homebuilding_building_products |
-0.0335 |
-0.0031 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-27 |
2025-08-28 |
ind_specialty_reatil |
0.0048 |
-0.0011 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-27 |
2025-08-28 |
ind_holding_companies |
0.0071 |
0.0006 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-27 |
2025-08-28 |
ind_telecommunications_serices |
0.1203 |
0.0034 |
0.0004 |
tilt_INDUSTRY |
| 2025-08-27 |
2025-08-28 |
ind_healthcare_providers_services |
0.0314 |
-0.0062 |
-0.0002 |
tilt_INDUSTRY |
| 2025-08-27 |
2025-08-28 |
ind_healthcare_equipment_supplies |
-0.0959 |
-0.0115 |
0.0011 |
tilt_INDUSTRY |
| 2025-08-27 |
2025-08-28 |
ind_textiles_apparel |
-0.0149 |
-0.0024 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-27 |
2025-08-28 |
ind_freight_logistics |
-0.0313 |
0.0004 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-27 |
2025-08-28 |
ind_food_tobacco |
0.0559 |
-0.0059 |
-0.0003 |
tilt_INDUSTRY |
| 2025-08-27 |
2025-08-28 |
ind_transportation_infrastructure |
0.0088 |
-0.0019 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-27 |
2025-08-28 |
ind_food_drug_retail |
0.0334 |
-0.0034 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-27 |
2025-08-28 |
ind_uranium |
-0.0025 |
-0.0417 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-27 |
2025-08-28 |
ind_fintech |
-0.0009 |
0.0028 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-27 |
2025-08-28 |
ind_electronic_equipment |
-0.1026 |
0.0105 |
-0.0011 |
tilt_INDUSTRY |
| 2025-08-27 |
2025-08-28 |
ind_oil_gas |
0.0468 |
0.0004 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-27 |
2025-08-28 |
ind_water_utilities |
-0.0083 |
-0.0039 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-27 |
2025-08-28 |
ind_diversified_retail |
-0.0034 |
-0.0065 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-27 |
2025-08-28 |
ind_containers_packaging |
0.0053 |
-0.0019 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-27 |
2025-08-28 |
ind_consumer_goods_conglomerates |
0.0167 |
0.0044 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-27 |
2025-08-28 |
ind_software_it_services |
0.0557 |
-0.0026 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-27 |
2025-08-28 |
size_MID |
-0.1038 |
0.0016 |
-0.0002 |
tilt_SIZE |
| 2025-08-27 |
2025-08-28 |
specret |
NaN |
NaN |
0.0065 |
unexplained |
| 2025-08-27 |
2025-08-28 |
ind_semiconductors |
-0.0131 |
0.0168 |
-0.0002 |
tilt_INDUSTRY |
| 2025-08-27 |
2025-08-28 |
ind_office_equipment |
-0.0176 |
0.0003 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-27 |
2025-08-28 |
ind_oil_gas_equipment_services |
-0.0141 |
-0.0025 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-27 |
2025-08-28 |
ind_natural_gas_utilities |
0.0043 |
0.0007 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-27 |
2025-08-28 |
ind_multiline_utilities |
-0.0130 |
-0.0093 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-27 |
2025-08-28 |
ind_paper_forestry |
0.0000 |
-0.0006 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-27 |
2025-08-28 |
ind_metals_mining |
-0.0745 |
-0.0028 |
0.0002 |
tilt_INDUSTRY |
| 2025-08-27 |
2025-08-28 |
ind_media_publishing |
0.0185 |
-0.0059 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-27 |
2025-08-28 |
ind_passenger_transportation |
0.0163 |
-0.0001 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-27 |
2025-08-28 |
ind_machinery |
0.1283 |
-0.0007 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-27 |
2025-08-28 |
ind_leisure_products |
0.0085 |
-0.0022 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-27 |
2025-08-28 |
ind_pharmaceuticals |
-0.0550 |
-0.0084 |
0.0005 |
tilt_INDUSTRY |
| 2025-08-27 |
2025-08-28 |
ind_investment_services |
0.0792 |
0.0038 |
0.0003 |
tilt_INDUSTRY |
| 2025-08-27 |
2025-08-28 |
ind_real_estate_operations |
-0.0329 |
-0.0005 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-27 |
2025-08-28 |
ind_integrated_hardware_software |
0.0115 |
-0.0016 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-27 |
2025-08-28 |
ind_insurance |
0.0611 |
0.0046 |
0.0003 |
tilt_INDUSTRY |
| 2025-08-27 |
2025-08-28 |
country_NZ |
-0.0175 |
0.0054 |
-0.0001 |
tilt_COUNTRY |
| 2025-08-27 |
2025-08-28 |
ind_renewable_energy |
0.0109 |
0.0079 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-27 |
2025-08-28 |
ind_household_products_services |
-0.0190 |
-0.0032 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-27 |
2025-08-28 |
ind_household_goods |
-0.0200 |
-0.0045 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-27 |
2025-08-28 |
ind_hotels_entertainment |
-0.0457 |
0.0032 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-27 |
2025-08-28 |
ind_construction_materials |
-0.0007 |
-0.0023 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-27 |
2025-08-28 |
ind_electric_utilities_ipps |
-0.0773 |
-0.0041 |
0.0003 |
tilt_INDUSTRY |
| 2025-08-27 |
2025-08-28 |
size_SMALL |
-0.0015 |
-0.0011 |
0.0000 |
tilt_SIZE |
| 2025-08-27 |
2025-08-28 |
revision |
1.0562 |
0.0017 |
0.0018 |
alpha_REVISION |
| 2025-08-27 |
2025-08-28 |
country_TW |
0.0464 |
-0.0105 |
-0.0005 |
tilt_COUNTRY |
| 2025-08-27 |
2025-08-28 |
sdiscrepancy |
NaN |
NaN |
0.0006 |
unexplained |
| 2025-08-27 |
2025-08-28 |
pdiscrepancy |
NaN |
NaN |
0.0000 |
unexplained |
| 2025-08-27 |
2025-08-28 |
ind_beverages |
-0.0632 |
-0.0110 |
0.0007 |
tilt_INDUSTRY |
| 2025-08-27 |
2025-08-28 |
ind_banking_services |
-0.0854 |
0.0021 |
-0.0002 |
tilt_INDUSTRY |
| 2025-08-27 |
2025-08-28 |
value_gc |
2.0804 |
-0.0001 |
-0.0002 |
alpha_VALUE |
| 2025-08-27 |
2025-08-28 |
neglect |
0.8679 |
0.0005 |
0.0004 |
alpha_VALUE |
| 2025-08-27 |
2025-08-28 |
quality |
3.9714 |
-0.0011 |
-0.0045 |
alpha_QUALITY |
| 2025-08-27 |
2025-08-28 |
ind_automobile |
-0.0594 |
-0.0024 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-27 |
2025-08-28 |
country_XH |
0.0589 |
-0.0098 |
-0.0006 |
tilt_COUNTRY |
| 2025-08-27 |
2025-08-28 |
ind_aerospace_defense |
-0.0158 |
0.0030 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-27 |
2025-08-28 |
reversal |
1.1134 |
-0.0022 |
-0.0025 |
alpha_REVERSAL |
| 2025-08-27 |
2025-08-28 |
sbeta_market |
0.0080 |
0.0041 |
0.0000 |
risk_exposure |
| 2025-08-27 |
2025-08-28 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-08-27 |
2025-08-28 |
fmom |
0.3201 |
-0.0006 |
-0.0002 |
alpha_QUALITY |
| 2025-08-27 |
2025-08-28 |
linearCost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-08-27 |
2025-08-28 |
ind_chemicals |
0.0229 |
-0.0034 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-27 |
2025-08-28 |
ind_biotechnology |
-0.0185 |
-0.0133 |
0.0002 |
tilt_INDUSTRY |
| 2025-08-27 |
2025-08-28 |
market |
-0.0305 |
0.0001 |
-0.0000 |
risk_exposure |
| 2025-08-27 |
2025-08-28 |
ind_construction_engineering |
0.0582 |
-0.0002 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-27 |
2025-08-28 |
stability |
4.4483 |
0.0003 |
0.0014 |
alpha_QUALITY |
| 2025-08-27 |
2025-08-28 |
linkage |
0.8100 |
0.0002 |
0.0002 |
alpha_MOMENTUM |
| 2025-08-27 |
2025-08-28 |
country_PH |
0.0027 |
-0.0166 |
-0.0000 |
tilt_COUNTRY |
| 2025-08-27 |
2025-08-28 |
ind_computers_phones_household_electronics |
0.0788 |
0.0014 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-27 |
2025-08-28 |
country_SG |
0.0298 |
-0.0029 |
-0.0001 |
tilt_COUNTRY |
| 2025-08-27 |
2025-08-28 |
ind_communications_equipment |
0.0284 |
0.0169 |
0.0005 |
tilt_INDUSTRY |
| 2025-08-27 |
2025-08-28 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-08-27 |
2025-08-28 |
size_LARGE |
0.0846 |
-0.0005 |
-0.0000 |
tilt_SIZE |
| 2025-08-27 |
2025-08-28 |
ind_commercial_services_supplies |
-0.0040 |
-0.0057 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-27 |
2025-08-28 |
country_TH |
0.0896 |
0.0037 |
0.0003 |
tilt_COUNTRY |
| 2025-08-27 |
2025-08-28 |
momentum |
-0.1540 |
0.0009 |
-0.0001 |
alpha_MOMENTUM |
| 2025-08-27 |
2025-08-28 |
ind_coal |
-0.0469 |
-0.0077 |
0.0004 |
tilt_INDUSTRY |
| 2025-08-28 |
2025-08-29 |
ind_passenger_transportation |
0.0136 |
-0.0034 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-28 |
2025-08-29 |
sbeta_market |
0.0214 |
-0.0011 |
-0.0000 |
risk_exposure |
| 2025-08-28 |
2025-08-29 |
ind_paper_forestry |
0.0000 |
0.0036 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-28 |
2025-08-29 |
size_LARGE |
0.0903 |
0.0006 |
0.0001 |
tilt_SIZE |
| 2025-08-28 |
2025-08-29 |
ind_oil_gas |
0.0466 |
-0.0008 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-28 |
2025-08-29 |
ind_pharmaceuticals |
-0.0504 |
0.0056 |
-0.0003 |
tilt_INDUSTRY |
| 2025-08-28 |
2025-08-29 |
revision |
1.1071 |
0.0017 |
0.0019 |
alpha_REVISION |
| 2025-08-28 |
2025-08-29 |
ind_oil_gas_equipment_services |
-0.0130 |
-0.0045 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-28 |
2025-08-29 |
sdiscrepancy |
NaN |
NaN |
-0.0006 |
unexplained |
| 2025-08-28 |
2025-08-29 |
linearCost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-08-28 |
2025-08-29 |
country_AU |
-0.1001 |
0.0017 |
-0.0002 |
tilt_COUNTRY |
| 2025-08-28 |
2025-08-29 |
size_MID |
-0.0945 |
0.0008 |
-0.0001 |
tilt_SIZE |
| 2025-08-28 |
2025-08-29 |
ind_water_utilities |
-0.0082 |
0.0039 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-28 |
2025-08-29 |
linkage |
0.9209 |
-0.0005 |
-0.0005 |
alpha_MOMENTUM |
| 2025-08-28 |
2025-08-29 |
ind_uranium |
-0.0026 |
0.0747 |
-0.0002 |
tilt_INDUSTRY |
| 2025-08-28 |
2025-08-29 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-08-28 |
2025-08-29 |
market |
-0.0139 |
-0.0012 |
0.0000 |
risk_exposure |
| 2025-08-28 |
2025-08-29 |
ind_transportation_infrastructure |
0.0087 |
-0.0016 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-28 |
2025-08-29 |
momentum |
-0.2236 |
-0.0004 |
0.0001 |
alpha_MOMENTUM |
| 2025-08-28 |
2025-08-29 |
ind_textiles_apparel |
-0.0137 |
0.0017 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-28 |
2025-08-29 |
ind_telecommunications_serices |
0.1203 |
-0.0049 |
-0.0006 |
tilt_INDUSTRY |
| 2025-08-28 |
2025-08-29 |
neglect |
0.8794 |
-0.0016 |
-0.0014 |
alpha_VALUE |
| 2025-08-28 |
2025-08-29 |
ind_specialty_reatil |
0.0031 |
0.0000 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-28 |
2025-08-29 |
pdiscrepancy |
NaN |
NaN |
0.0000 |
unexplained |
| 2025-08-28 |
2025-08-29 |
ind_software_it_services |
0.0498 |
-0.0048 |
-0.0002 |
tilt_INDUSTRY |
| 2025-08-28 |
2025-08-29 |
quality |
3.9193 |
0.0024 |
0.0094 |
alpha_QUALITY |
| 2025-08-28 |
2025-08-29 |
ind_renewable_energy |
0.0109 |
0.0041 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-28 |
2025-08-29 |
reversal |
0.9402 |
0.0019 |
0.0018 |
alpha_REVERSAL |
| 2025-08-28 |
2025-08-29 |
ind_real_estate_operations |
-0.0281 |
-0.0029 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-28 |
2025-08-29 |
ind_semiconductors |
-0.0152 |
-0.0085 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-28 |
2025-08-29 |
country_NZ |
-0.0174 |
0.0061 |
-0.0001 |
tilt_COUNTRY |
| 2025-08-28 |
2025-08-29 |
ind_office_equipment |
-0.0176 |
0.0003 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-28 |
2025-08-29 |
ind_consumer_goods_conglomerates |
0.0190 |
-0.0044 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-28 |
2025-08-29 |
ind_construction_materials |
-0.0007 |
0.0012 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-28 |
2025-08-29 |
ind_construction_engineering |
0.0552 |
0.0002 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-28 |
2025-08-29 |
country_JP |
-0.0567 |
-0.0026 |
0.0001 |
tilt_COUNTRY |
| 2025-08-28 |
2025-08-29 |
stability |
4.4692 |
-0.0004 |
-0.0017 |
alpha_QUALITY |
| 2025-08-28 |
2025-08-29 |
ind_computers_phones_household_electronics |
0.0786 |
-0.0094 |
-0.0007 |
tilt_INDUSTRY |
| 2025-08-28 |
2025-08-29 |
ind_communications_equipment |
0.0298 |
-0.0040 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-28 |
2025-08-29 |
ind_commercial_services_supplies |
0.0087 |
-0.0033 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-28 |
2025-08-29 |
ind_coal |
-0.0477 |
-0.0006 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-28 |
2025-08-29 |
ind_chemicals |
0.0200 |
0.0051 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-28 |
2025-08-29 |
ind_biotechnology |
-0.0170 |
0.0106 |
-0.0002 |
tilt_INDUSTRY |
| 2025-08-28 |
2025-08-29 |
country_KR |
-0.0972 |
-0.0046 |
0.0005 |
tilt_COUNTRY |
| 2025-08-28 |
2025-08-29 |
ind_containers_packaging |
0.0053 |
-0.0021 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-28 |
2025-08-29 |
ind_beverages |
-0.0628 |
0.0174 |
-0.0011 |
tilt_INDUSTRY |
| 2025-08-28 |
2025-08-29 |
ind_automobile |
-0.0575 |
0.0033 |
-0.0002 |
tilt_INDUSTRY |
| 2025-08-28 |
2025-08-29 |
ind_aerospace_defense |
-0.0171 |
0.0093 |
-0.0002 |
tilt_INDUSTRY |
| 2025-08-28 |
2025-08-29 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-08-28 |
2025-08-29 |
fmom |
0.3508 |
0.0010 |
0.0003 |
alpha_QUALITY |
| 2025-08-28 |
2025-08-29 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-08-28 |
2025-08-29 |
country_XH |
0.0628 |
0.0072 |
0.0005 |
tilt_COUNTRY |
| 2025-08-28 |
2025-08-29 |
country_MY |
0.0138 |
-0.0052 |
-0.0001 |
tilt_COUNTRY |
| 2025-08-28 |
2025-08-29 |
value_gc |
2.1086 |
-0.0002 |
-0.0004 |
alpha_VALUE |
| 2025-08-28 |
2025-08-29 |
country_TW |
0.0487 |
0.0034 |
0.0002 |
tilt_COUNTRY |
| 2025-08-28 |
2025-08-29 |
country_TH |
0.0902 |
-0.0087 |
-0.0008 |
tilt_COUNTRY |
| 2025-08-28 |
2025-08-29 |
country_SG |
0.0264 |
0.0068 |
0.0002 |
tilt_COUNTRY |
| 2025-08-28 |
2025-08-29 |
country_PH |
0.0027 |
-0.0075 |
-0.0000 |
tilt_COUNTRY |
| 2025-08-28 |
2025-08-29 |
ind_banking_services |
-0.0782 |
-0.0037 |
0.0003 |
tilt_INDUSTRY |
| 2025-08-28 |
2025-08-29 |
ind_diversified_retail |
-0.0031 |
-0.0019 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-28 |
2025-08-29 |
ind_electric_utilities_ipps |
-0.0792 |
-0.0025 |
0.0002 |
tilt_INDUSTRY |
| 2025-08-28 |
2025-08-29 |
ind_electronic_equipment |
-0.0986 |
-0.0011 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-28 |
2025-08-29 |
country_CN |
-0.0931 |
0.0005 |
-0.0000 |
tilt_COUNTRY |
| 2025-08-28 |
2025-08-29 |
ind_natural_gas_utilities |
0.0043 |
0.0009 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-28 |
2025-08-29 |
ind_multiline_utilities |
-0.0131 |
0.0006 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-28 |
2025-08-29 |
ind_metals_mining |
-0.0797 |
0.0117 |
-0.0009 |
tilt_INDUSTRY |
| 2025-08-28 |
2025-08-29 |
ind_media_publishing |
0.0183 |
-0.0052 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-28 |
2025-08-29 |
ind_machinery |
0.1370 |
0.0033 |
0.0005 |
tilt_INDUSTRY |
| 2025-08-28 |
2025-08-29 |
ind_leisure_products |
0.0089 |
-0.0037 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-28 |
2025-08-29 |
ind_investment_services |
0.0804 |
-0.0040 |
-0.0003 |
tilt_INDUSTRY |
| 2025-08-28 |
2025-08-29 |
country_HK |
0.1060 |
0.0047 |
0.0005 |
tilt_COUNTRY |
| 2025-08-28 |
2025-08-29 |
ind_integrated_hardware_software |
0.0118 |
-0.0126 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-28 |
2025-08-29 |
ind_insurance |
0.0552 |
0.0016 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-28 |
2025-08-29 |
ind_industrial_distribution |
0.0262 |
0.0074 |
0.0002 |
tilt_INDUSTRY |
| 2025-08-28 |
2025-08-29 |
ind_household_products_services |
-0.0189 |
0.0066 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-28 |
2025-08-29 |
ind_household_goods |
-0.0199 |
0.0044 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-28 |
2025-08-29 |
ind_hotels_entertainment |
-0.0418 |
-0.0036 |
0.0002 |
tilt_INDUSTRY |
| 2025-08-28 |
2025-08-29 |
specret |
NaN |
NaN |
-0.0063 |
unexplained |
| 2025-08-28 |
2025-08-29 |
country_ID |
0.0000 |
-0.0166 |
0.0000 |
tilt_COUNTRY |
| 2025-08-28 |
2025-08-29 |
ind_homebuilding_building_products |
-0.0335 |
0.0014 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-28 |
2025-08-29 |
size_MICRO |
-0.0091 |
0.0041 |
-0.0000 |
tilt_SIZE |
| 2025-08-28 |
2025-08-29 |
ind_holding_companies |
0.0071 |
0.0066 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-28 |
2025-08-29 |
ind_healthcare_providers_services |
0.0316 |
0.0042 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-28 |
2025-08-29 |
ind_healthcare_equipment_supplies |
-0.0973 |
-0.0011 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-28 |
2025-08-29 |
ind_freight_logistics |
-0.0330 |
-0.0111 |
0.0004 |
tilt_INDUSTRY |
| 2025-08-28 |
2025-08-29 |
ind_food_tobacco |
0.0530 |
0.0049 |
0.0003 |
tilt_INDUSTRY |
| 2025-08-28 |
2025-08-29 |
ind_food_drug_retail |
0.0316 |
0.0029 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-28 |
2025-08-29 |
country_IN |
0.0000 |
-0.0034 |
0.0000 |
tilt_COUNTRY |
| 2025-08-28 |
2025-08-29 |
ind_fintech |
-0.0010 |
0.0003 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-28 |
2025-08-29 |
size_SMALL |
-0.0006 |
-0.0016 |
0.0000 |
tilt_SIZE |
| 2025-08-28 |
2025-08-29 |
value_liq |
0.8569 |
0.0008 |
0.0007 |
alpha_VALUE |