signalDate tradeDate factor fexp facret contrib category
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