signalDate tradeDate factor fexp facret contrib category
2025-08-29 2025-09-01 ind_industrial_distribution 0.0262 -0.0056 -0.0001 tilt_INDUSTRY
2025-08-29 2025-09-01 ind_coal -0.0478 0.0045 -0.0002 tilt_INDUSTRY
2025-08-29 2025-09-01 country_SG 0.0187 0.0006 0.0000 tilt_COUNTRY
2025-08-29 2025-09-01 revision 1.2203 -0.0009 -0.0011 alpha_REVISION
2025-08-29 2025-09-01 ind_electric_utilities_ipps -0.0847 0.0005 -0.0000 tilt_INDUSTRY
2025-08-29 2025-09-01 value_gc 2.0897 -0.0015 -0.0031 alpha_VALUE
2025-08-29 2025-09-01 quality 3.7465 -0.0004 -0.0014 alpha_QUALITY
2025-08-29 2025-09-01 country_PH 0.0027 -0.0018 -0.0000 tilt_COUNTRY
2025-08-29 2025-09-01 linkage 0.9363 -0.0004 -0.0004 alpha_MOMENTUM
2025-08-29 2025-09-01 ind_oil_gas 0.0442 0.0028 0.0001 tilt_INDUSTRY
2025-08-29 2025-09-01 country_ID 0.0000 -0.0132 0.0000 tilt_COUNTRY
2025-08-29 2025-09-01 ind_paper_forestry -0.0001 0.0051 -0.0000 tilt_INDUSTRY
2025-08-29 2025-09-01 ind_textiles_apparel -0.0124 -0.0017 0.0000 tilt_INDUSTRY
2025-08-29 2025-09-01 impactCost NaN NaN -0.0002 cost
2025-08-29 2025-09-01 specret NaN NaN -0.0024 unexplained
2025-08-29 2025-09-01 country_JP -0.0729 -0.0016 0.0001 tilt_COUNTRY
2025-08-29 2025-09-01 ind_homebuilding_building_products -0.0333 0.0002 -0.0000 tilt_INDUSTRY
2025-08-29 2025-09-01 ind_renewable_energy 0.0107 -0.0022 -0.0000 tilt_INDUSTRY
2025-08-29 2025-09-01 ind_construction_materials -0.0006 0.0010 -0.0000 tilt_INDUSTRY
2025-08-29 2025-09-01 country_TW 0.0562 -0.0142 -0.0008 tilt_COUNTRY
2025-08-29 2025-09-01 country_HK 0.1138 0.0046 0.0005 tilt_COUNTRY
2025-08-29 2025-09-01 size_LARGE 0.0900 -0.0018 -0.0002 tilt_SIZE
2025-08-29 2025-09-01 ind_pharmaceuticals -0.0459 0.0118 -0.0005 tilt_INDUSTRY
2025-08-29 2025-09-01 fmom 0.2831 -0.0005 -0.0001 alpha_QUALITY
2025-08-29 2025-09-01 ind_consumer_goods_conglomerates 0.0212 -0.0100 -0.0002 tilt_INDUSTRY
2025-08-29 2025-09-01 ind_diversified_retail -0.0033 0.0085 -0.0000 tilt_INDUSTRY
2025-08-29 2025-09-01 ind_real_estate_operations -0.0260 0.0058 -0.0002 tilt_INDUSTRY
2025-08-29 2025-09-01 ind_office_equipment -0.0175 0.0063 -0.0001 tilt_INDUSTRY
2025-08-29 2025-09-01 ind_freight_logistics -0.0357 0.0010 -0.0000 tilt_INDUSTRY
2025-08-29 2025-09-01 ind_leisure_products 0.0091 -0.0022 -0.0000 tilt_INDUSTRY
2025-08-29 2025-09-01 pdiscrepancy NaN NaN -0.0001 unexplained
2025-08-29 2025-09-01 country_KR -0.0980 -0.0126 0.0012 tilt_COUNTRY
2025-08-29 2025-09-01 neglect 0.8973 -0.0004 -0.0004 alpha_VALUE
2025-08-29 2025-09-01 ind_water_utilities -0.0082 -0.0006 0.0000 tilt_INDUSTRY
2025-08-29 2025-09-01 value_liq 0.8738 0.0002 0.0001 alpha_VALUE
2025-08-29 2025-09-01 ind_oil_gas_equipment_services -0.0101 0.0057 -0.0001 tilt_INDUSTRY
2025-08-29 2025-09-01 momentum -0.1583 0.0001 -0.0000 alpha_MOMENTUM
2025-08-29 2025-09-01 country_IN 0.0000 0.0128 0.0000 tilt_COUNTRY
2025-08-29 2025-09-01 ind_investment_services 0.0833 -0.0108 -0.0009 tilt_INDUSTRY
2025-08-29 2025-09-01 ind_chemicals 0.0106 0.0002 0.0000 tilt_INDUSTRY
2025-08-29 2025-09-01 ind_metals_mining -0.0696 0.0129 -0.0009 tilt_INDUSTRY
2025-08-29 2025-09-01 ind_computers_phones_household_electronics 0.0782 -0.0069 -0.0005 tilt_INDUSTRY
2025-08-29 2025-09-01 ind_machinery 0.1356 -0.0042 -0.0006 tilt_INDUSTRY
2025-08-29 2025-09-01 ind_food_drug_retail 0.0310 0.0050 0.0002 tilt_INDUSTRY
2025-08-29 2025-09-01 ind_software_it_services 0.0405 -0.0035 -0.0001 tilt_INDUSTRY
2025-08-29 2025-09-01 reversal 0.8624 -0.0012 -0.0010 alpha_REVERSAL
2025-08-29 2025-09-01 fcost NaN NaN -0.0001 cost
2025-08-29 2025-09-01 ind_insurance 0.0393 -0.0027 -0.0001 tilt_INDUSTRY
2025-08-29 2025-09-01 ind_hotels_entertainment -0.0385 0.0004 -0.0000 tilt_INDUSTRY
2025-08-29 2025-09-01 sbeta_market 0.0075 0.0010 0.0000 risk_exposure
2025-08-29 2025-09-01 size_MICRO -0.0054 -0.0005 0.0000 tilt_SIZE
2025-08-29 2025-09-01 size_SMALL -0.0087 -0.0009 0.0000 tilt_SIZE
2025-08-29 2025-09-01 ind_household_products_services -0.0194 -0.0046 0.0001 tilt_INDUSTRY
2025-08-29 2025-09-01 ind_natural_gas_utilities 0.0043 0.0015 0.0000 tilt_INDUSTRY
2025-08-29 2025-09-01 size_MID -0.0919 0.0019 -0.0002 tilt_SIZE
2025-08-29 2025-09-01 ind_integrated_hardware_software 0.0106 0.0059 0.0001 tilt_INDUSTRY
2025-08-29 2025-09-01 ind_fintech -0.0010 -0.0048 0.0000 tilt_INDUSTRY
2025-08-29 2025-09-01 ind_transportation_infrastructure 0.0087 -0.0044 -0.0000 tilt_INDUSTRY
2025-08-29 2025-09-01 ind_beverages -0.0639 0.0003 -0.0000 tilt_INDUSTRY
2025-08-29 2025-09-01 country_CN -0.0805 0.0018 -0.0001 tilt_COUNTRY
2025-08-29 2025-09-01 ind_biotechnology -0.0200 0.0222 -0.0004 tilt_INDUSTRY
2025-08-29 2025-09-01 ind_healthcare_providers_services 0.0316 0.0016 0.0000 tilt_INDUSTRY
2025-08-29 2025-09-01 ind_holding_companies 0.0070 -0.0019 -0.0000 tilt_INDUSTRY
2025-08-29 2025-09-01 ind_specialty_reatil 0.0001 0.0025 0.0000 tilt_INDUSTRY
2025-08-29 2025-09-01 sdiscrepancy NaN NaN -0.0000 unexplained
2025-08-29 2025-09-01 ind_media_publishing 0.0188 0.0068 0.0001 tilt_INDUSTRY
2025-08-29 2025-09-01 bcost NaN NaN -0.0009 cost
2025-08-29 2025-09-01 ind_household_goods -0.0201 -0.0085 0.0002 tilt_INDUSTRY
2025-08-29 2025-09-01 country_AU -0.1015 -0.0070 0.0007 tilt_COUNTRY
2025-08-29 2025-09-01 linearCost NaN NaN -0.0003 cost
2025-08-29 2025-09-01 ind_aerospace_defense -0.0160 -0.0083 0.0001 tilt_INDUSTRY
2025-08-29 2025-09-01 ind_banking_services -0.0757 -0.0031 0.0002 tilt_INDUSTRY
2025-08-29 2025-09-01 ind_commercial_services_supplies 0.0136 0.0010 0.0000 tilt_INDUSTRY
2025-08-29 2025-09-01 ind_electronic_equipment -0.0842 -0.0025 0.0002 tilt_INDUSTRY
2025-08-29 2025-09-01 ind_telecommunications_serices 0.1201 0.0029 0.0003 tilt_INDUSTRY
2025-08-29 2025-09-01 country_TH 0.0873 0.0086 0.0007 tilt_COUNTRY
2025-08-29 2025-09-01 country_MY 0.0138 -0.0021 -0.0000 tilt_COUNTRY
2025-08-29 2025-09-01 stability 4.4076 0.0001 0.0004 alpha_QUALITY
2025-08-29 2025-09-01 ind_passenger_transportation 0.0091 0.0024 0.0000 tilt_INDUSTRY
2025-08-29 2025-09-01 country_NZ -0.0174 0.0126 -0.0002 tilt_COUNTRY
2025-08-29 2025-09-01 ind_uranium -0.0026 0.0197 -0.0001 tilt_INDUSTRY
2025-08-29 2025-09-01 ind_communications_equipment 0.0255 0.0005 0.0000 tilt_INDUSTRY
2025-08-29 2025-09-01 ind_automobile -0.0543 -0.0028 0.0002 tilt_INDUSTRY
2025-08-29 2025-09-01 country_XH 0.0618 0.0038 0.0002 tilt_COUNTRY
2025-08-29 2025-09-01 ind_healthcare_equipment_supplies -0.0990 0.0074 -0.0007 tilt_INDUSTRY
2025-08-29 2025-09-01 ind_semiconductors -0.0017 0.0010 -0.0000 tilt_INDUSTRY
2025-08-29 2025-09-01 market -0.0159 0.0008 -0.0000 risk_exposure
2025-08-29 2025-09-01 ind_containers_packaging 0.0053 0.0046 0.0000 tilt_INDUSTRY
2025-08-29 2025-09-01 ind_construction_engineering 0.0523 -0.0019 -0.0001 tilt_INDUSTRY
2025-08-29 2025-09-01 ind_multiline_utilities -0.0132 0.0005 -0.0000 tilt_INDUSTRY
2025-08-29 2025-09-01 ind_food_tobacco 0.0518 0.0013 0.0001 tilt_INDUSTRY
2025-09-01 2025-09-02 ind_containers_packaging 0.0053 0.0025 0.0000 tilt_INDUSTRY
2025-09-01 2025-09-02 country_XH 0.0589 0.0029 0.0002 tilt_COUNTRY
2025-09-01 2025-09-02 ind_pharmaceuticals -0.0477 0.0013 -0.0001 tilt_INDUSTRY
2025-09-01 2025-09-02 ind_diversified_retail -0.0038 -0.0057 0.0000 tilt_INDUSTRY
2025-09-01 2025-09-02 ind_consumer_goods_conglomerates 0.0219 -0.0051 -0.0001 tilt_INDUSTRY
2025-09-01 2025-09-02 bcost NaN NaN -0.0003 cost
2025-09-01 2025-09-02 market -0.0345 0.0083 -0.0003 risk_exposure
2025-09-01 2025-09-02 linkage 0.8182 0.0011 0.0009 alpha_MOMENTUM
2025-09-01 2025-09-02 ind_real_estate_operations -0.0253 0.0048 -0.0001 tilt_INDUSTRY
2025-09-01 2025-09-02 country_JP -0.0819 0.0084 -0.0007 tilt_COUNTRY
2025-09-01 2025-09-02 ind_commercial_services_supplies 0.0018 -0.0026 -0.0000 tilt_INDUSTRY
2025-09-01 2025-09-02 ind_leisure_products 0.0093 -0.0079 -0.0001 tilt_INDUSTRY
2025-09-01 2025-09-02 pdiscrepancy NaN NaN -0.0000 unexplained
2025-09-01 2025-09-02 ind_uranium -0.0024 0.0101 -0.0000 tilt_INDUSTRY
2025-09-01 2025-09-02 country_KR -0.0997 0.0064 -0.0006 tilt_COUNTRY
2025-09-01 2025-09-02 ind_household_products_services -0.0201 -0.0010 0.0000 tilt_INDUSTRY
2025-09-01 2025-09-02 value_liq 0.9360 0.0013 0.0012 alpha_VALUE
2025-09-01 2025-09-02 ind_passenger_transportation 0.0057 -0.0013 -0.0000 tilt_INDUSTRY
2025-09-01 2025-09-02 ind_banking_services -0.0816 0.0086 -0.0007 tilt_INDUSTRY
2025-09-01 2025-09-02 ind_paper_forestry -0.0001 0.0166 -0.0000 tilt_INDUSTRY
2025-09-01 2025-09-02 value_gc 2.1168 0.0007 0.0015 alpha_VALUE
2025-09-01 2025-09-02 ind_specialty_reatil -0.0011 -0.0012 0.0000 tilt_INDUSTRY
2025-09-01 2025-09-02 ind_integrated_hardware_software 0.0107 -0.0153 -0.0002 tilt_INDUSTRY
2025-09-01 2025-09-02 ind_insurance 0.0275 0.0060 0.0002 tilt_INDUSTRY
2025-09-01 2025-09-02 country_TW 0.0596 0.0082 0.0005 tilt_COUNTRY
2025-09-01 2025-09-02 country_MY 0.0139 -0.0029 -0.0000 tilt_COUNTRY
2025-09-01 2025-09-02 ind_fintech -0.0012 -0.0041 0.0000 tilt_INDUSTRY
2025-09-01 2025-09-02 ind_machinery 0.1339 0.0026 0.0003 tilt_INDUSTRY
2025-09-01 2025-09-02 country_HK 0.1191 -0.0011 -0.0001 tilt_COUNTRY
2025-09-01 2025-09-02 country_CN -0.0808 -0.0045 0.0004 tilt_COUNTRY
2025-09-01 2025-09-02 ind_metals_mining -0.0564 0.0079 -0.0004 tilt_INDUSTRY
2025-09-01 2025-09-02 ind_electric_utilities_ipps -0.0908 0.0088 -0.0008 tilt_INDUSTRY
2025-09-01 2025-09-02 ind_semiconductors 0.0096 -0.0153 -0.0001 tilt_INDUSTRY
2025-09-01 2025-09-02 fcost NaN NaN -0.0000 cost
2025-09-01 2025-09-02 ind_biotechnology -0.0234 0.0157 -0.0004 tilt_INDUSTRY
2025-09-01 2025-09-02 ind_automobile -0.0522 0.0085 -0.0004 tilt_INDUSTRY
2025-09-01 2025-09-02 ind_investment_services 0.0854 0.0057 0.0005 tilt_INDUSTRY
2025-09-01 2025-09-02 ind_holding_companies 0.0069 -0.0061 -0.0000 tilt_INDUSTRY
2025-09-01 2025-09-02 ind_freight_logistics -0.0373 -0.0003 0.0000 tilt_INDUSTRY
2025-09-01 2025-09-02 ind_household_goods -0.0200 0.0133 -0.0003 tilt_INDUSTRY
2025-09-01 2025-09-02 fmom 0.2117 0.0001 0.0000 alpha_QUALITY
2025-09-01 2025-09-02 quality 3.7025 0.0006 0.0021 alpha_QUALITY
2025-09-01 2025-09-02 sdiscrepancy NaN NaN 0.0006 unexplained
2025-09-01 2025-09-02 ind_hotels_entertainment -0.0363 -0.0046 0.0002 tilt_INDUSTRY
2025-09-01 2025-09-02 neglect 0.9358 -0.0002 -0.0002 alpha_VALUE
2025-09-01 2025-09-02 ind_water_utilities -0.0083 0.0079 -0.0001 tilt_INDUSTRY
2025-09-01 2025-09-02 ind_multiline_utilities -0.0130 -0.0027 0.0000 tilt_INDUSTRY
2025-09-01 2025-09-02 ind_healthcare_providers_services 0.0313 -0.0051 -0.0002 tilt_INDUSTRY
2025-09-01 2025-09-02 ind_media_publishing 0.0182 -0.0096 -0.0002 tilt_INDUSTRY
2025-09-01 2025-09-02 country_AU -0.1017 -0.0083 0.0008 tilt_COUNTRY
2025-09-01 2025-09-02 revision 1.1682 -0.0004 -0.0004 alpha_REVISION
2025-09-01 2025-09-02 ind_oil_gas_equipment_services -0.0106 0.0073 -0.0001 tilt_INDUSTRY
2025-09-01 2025-09-02 ind_industrial_distribution 0.0265 0.0175 0.0005 tilt_INDUSTRY
2025-09-01 2025-09-02 ind_construction_engineering 0.0512 0.0017 0.0001 tilt_INDUSTRY
2025-09-01 2025-09-02 ind_beverages -0.0632 0.0081 -0.0005 tilt_INDUSTRY
2025-09-01 2025-09-02 country_SG 0.0079 0.0018 0.0000 tilt_COUNTRY
2025-09-01 2025-09-02 ind_food_drug_retail 0.0305 -0.0051 -0.0002 tilt_INDUSTRY
2025-09-01 2025-09-02 ind_construction_materials -0.0006 -0.0030 0.0000 tilt_INDUSTRY
2025-09-01 2025-09-02 ind_transportation_infrastructure 0.0086 0.0023 0.0000 tilt_INDUSTRY
2025-09-01 2025-09-02 country_PH 0.0028 -0.0058 -0.0000 tilt_COUNTRY
2025-09-01 2025-09-02 size_LARGE 0.0811 0.0053 0.0004 tilt_SIZE
2025-09-01 2025-09-02 ind_natural_gas_utilities 0.0052 0.0055 0.0000 tilt_INDUSTRY
2025-09-01 2025-09-02 ind_oil_gas 0.0438 0.0065 0.0003 tilt_INDUSTRY
2025-09-01 2025-09-02 ind_healthcare_equipment_supplies -0.0974 -0.0003 0.0000 tilt_INDUSTRY
2025-09-01 2025-09-02 country_ID 0.0000 -0.0011 0.0000 tilt_COUNTRY
2025-09-01 2025-09-02 ind_textiles_apparel -0.0098 0.0047 -0.0000 tilt_INDUSTRY
2025-09-01 2025-09-02 country_NZ -0.0177 0.0029 -0.0001 tilt_COUNTRY
2025-09-01 2025-09-02 ind_office_equipment -0.0175 -0.0092 0.0002 tilt_INDUSTRY
2025-09-01 2025-09-02 ind_food_tobacco 0.0517 0.0006 0.0000 tilt_INDUSTRY
2025-09-01 2025-09-02 impactCost NaN NaN -0.0001 cost
2025-09-01 2025-09-02 specret NaN NaN 0.0002 unexplained
2025-09-01 2025-09-02 ind_communications_equipment 0.0213 -0.0169 -0.0004 tilt_INDUSTRY
2025-09-01 2025-09-02 ind_renewable_energy 0.0108 0.0019 0.0000 tilt_INDUSTRY
2025-09-01 2025-09-02 ind_homebuilding_building_products -0.0331 0.0029 -0.0001 tilt_INDUSTRY
2025-09-01 2025-09-02 stability 4.4420 0.0000 0.0002 alpha_QUALITY
2025-09-01 2025-09-02 size_MICRO -0.0082 0.0044 -0.0000 tilt_SIZE
2025-09-01 2025-09-02 momentum -0.1645 -0.0003 0.0000 alpha_MOMENTUM
2025-09-01 2025-09-02 ind_electronic_equipment -0.0703 -0.0118 0.0008 tilt_INDUSTRY
2025-09-01 2025-09-02 ind_telecommunications_serices 0.1200 -0.0086 -0.0010 tilt_INDUSTRY
2025-09-01 2025-09-02 ind_chemicals -0.0003 -0.0038 0.0000 tilt_INDUSTRY
2025-09-01 2025-09-02 linearCost NaN NaN -0.0001 cost
2025-09-01 2025-09-02 ind_aerospace_defense -0.0109 0.0023 -0.0000 tilt_INDUSTRY
2025-09-01 2025-09-02 ind_coal -0.0470 0.0044 -0.0002 tilt_INDUSTRY
2025-09-01 2025-09-02 sbeta_market 0.0174 -0.0160 -0.0003 risk_exposure
2025-09-01 2025-09-02 ind_computers_phones_household_electronics 0.0775 -0.0062 -0.0005 tilt_INDUSTRY
2025-09-01 2025-09-02 size_MID -0.0998 -0.0026 0.0003 tilt_SIZE
2025-09-01 2025-09-02 size_SMALL -0.0075 -0.0014 0.0000 tilt_SIZE
2025-09-01 2025-09-02 country_IN 0.0000 0.0001 0.0000 tilt_COUNTRY
2025-09-01 2025-09-02 reversal 1.1398 0.0005 0.0005 alpha_REVERSAL
2025-09-01 2025-09-02 country_TH 0.0851 0.0025 0.0002 tilt_COUNTRY
2025-09-01 2025-09-02 ind_software_it_services 0.0322 -0.0103 -0.0003 tilt_INDUSTRY
2025-09-02 2025-09-03 ind_chemicals 0.0054 0.0035 0.0000 tilt_INDUSTRY
2025-09-02 2025-09-03 ind_passenger_transportation -0.0011 0.0016 -0.0000 tilt_INDUSTRY
2025-09-02 2025-09-03 ind_commercial_services_supplies -0.0071 0.0011 -0.0000 tilt_INDUSTRY
2025-09-02 2025-09-03 ind_textiles_apparel -0.0049 0.0037 -0.0000 tilt_INDUSTRY
2025-09-02 2025-09-03 ind_oil_gas 0.0427 -0.0021 -0.0001 tilt_INDUSTRY
2025-09-02 2025-09-03 size_SMALL -0.0050 -0.0005 0.0000 tilt_SIZE
2025-09-02 2025-09-03 stability 4.4158 -0.0000 -0.0000 alpha_QUALITY
2025-09-02 2025-09-03 ind_household_products_services -0.0204 -0.0010 0.0000 tilt_INDUSTRY
2025-09-02 2025-09-03 size_MID -0.0948 0.0009 -0.0001 tilt_SIZE
2025-09-02 2025-09-03 ind_uranium -0.0024 -0.0153 0.0000 tilt_INDUSTRY
2025-09-02 2025-09-03 impactCost NaN NaN -0.0001 cost
2025-09-02 2025-09-03 country_JP -0.0806 -0.0008 0.0001 tilt_COUNTRY
2025-09-02 2025-09-03 ind_homebuilding_building_products -0.0328 0.0001 -0.0000 tilt_INDUSTRY
2025-09-02 2025-09-03 specret NaN NaN -0.0058 unexplained
2025-09-02 2025-09-03 ind_communications_equipment 0.0200 0.0009 0.0000 tilt_INDUSTRY
2025-09-02 2025-09-03 country_KR -0.1004 0.0065 -0.0007 tilt_COUNTRY
2025-09-02 2025-09-03 country_TW 0.0580 0.0094 0.0005 tilt_COUNTRY
2025-09-02 2025-09-03 ind_hotels_entertainment -0.0324 0.0024 -0.0001 tilt_INDUSTRY
2025-09-02 2025-09-03 linearCost NaN NaN -0.0002 cost
2025-09-02 2025-09-03 ind_paper_forestry -0.0001 -0.0036 0.0000 tilt_INDUSTRY
2025-09-02 2025-09-03 value_gc 2.1178 0.0004 0.0008 alpha_VALUE
2025-09-02 2025-09-03 size_MICRO -0.0092 0.0031 -0.0000 tilt_SIZE
2025-09-02 2025-09-03 ind_construction_materials -0.0006 -0.0015 0.0000 tilt_INDUSTRY
2025-09-02 2025-09-03 ind_computers_phones_household_electronics 0.0755 0.0018 0.0001 tilt_INDUSTRY
2025-09-02 2025-09-03 country_SG -0.0018 0.0079 -0.0000 tilt_COUNTRY
2025-09-02 2025-09-03 fmom 0.2088 0.0001 0.0000 alpha_QUALITY
2025-09-02 2025-09-03 ind_media_publishing 0.0175 -0.0019 -0.0000 tilt_INDUSTRY
2025-09-02 2025-09-03 ind_holding_companies 0.0068 -0.0071 -0.0000 tilt_INDUSTRY
2025-09-02 2025-09-03 country_AU -0.0992 -0.0104 0.0010 tilt_COUNTRY
2025-09-02 2025-09-03 ind_healthcare_providers_services 0.0299 -0.0019 -0.0001 tilt_INDUSTRY
2025-09-02 2025-09-03 ind_pharmaceuticals -0.0606 0.0081 -0.0005 tilt_INDUSTRY
2025-09-02 2025-09-03 ind_biotechnology -0.0239 0.0152 -0.0004 tilt_INDUSTRY
2025-09-02 2025-09-03 ind_metals_mining -0.0471 0.0060 -0.0003 tilt_INDUSTRY
2025-09-02 2025-09-03 ind_construction_engineering 0.0508 -0.0027 -0.0001 tilt_INDUSTRY
2025-09-02 2025-09-03 ind_coal -0.0463 -0.0041 0.0002 tilt_INDUSTRY
2025-09-02 2025-09-03 country_PH 0.0028 -0.0020 -0.0000 tilt_COUNTRY
2025-09-02 2025-09-03 ind_real_estate_operations -0.0277 -0.0020 0.0001 tilt_INDUSTRY
2025-09-02 2025-09-03 ind_multiline_utilities -0.0129 -0.0066 0.0001 tilt_INDUSTRY
2025-09-02 2025-09-03 ind_water_utilities -0.0083 0.0028 -0.0000 tilt_INDUSTRY
2025-09-02 2025-09-03 ind_machinery 0.1424 0.0029 0.0004 tilt_INDUSTRY
2025-09-02 2025-09-03 bcost NaN NaN -0.0003 cost
2025-09-02 2025-09-03 ind_transportation_infrastructure 0.0097 -0.0015 -0.0000 tilt_INDUSTRY
2025-09-02 2025-09-03 ind_oil_gas_equipment_services -0.0113 0.0005 -0.0000 tilt_INDUSTRY
2025-09-02 2025-09-03 ind_household_goods -0.0238 0.0030 -0.0001 tilt_INDUSTRY
2025-09-02 2025-09-03 reversal 0.9582 -0.0007 -0.0006 alpha_REVERSAL
2025-09-02 2025-09-03 fcost NaN NaN -0.0000 cost
2025-09-02 2025-09-03 ind_software_it_services 0.0296 -0.0039 -0.0001 tilt_INDUSTRY
2025-09-02 2025-09-03 country_TH 0.0876 0.0134 0.0012 tilt_COUNTRY
2025-09-02 2025-09-03 ind_integrated_hardware_software 0.0103 -0.0078 -0.0001 tilt_INDUSTRY
2025-09-02 2025-09-03 country_IN 0.0000 0.0112 0.0000 tilt_COUNTRY
2025-09-02 2025-09-03 ind_automobile -0.0536 0.0033 -0.0002 tilt_INDUSTRY
2025-09-02 2025-09-03 ind_office_equipment -0.0173 0.0076 -0.0001 tilt_INDUSTRY
2025-09-02 2025-09-03 sbeta_market 0.0264 -0.0103 -0.0003 risk_exposure
2025-09-02 2025-09-03 ind_leisure_products 0.0092 -0.0020 -0.0000 tilt_INDUSTRY
2025-09-02 2025-09-03 ind_consumer_goods_conglomerates 0.0214 -0.0104 -0.0002 tilt_INDUSTRY
2025-09-02 2025-09-03 ind_diversified_retail -0.0043 0.0040 -0.0000 tilt_INDUSTRY
2025-09-02 2025-09-03 linkage 0.7516 -0.0008 -0.0006 alpha_MOMENTUM
2025-09-02 2025-09-03 ind_freight_logistics -0.0367 -0.0007 0.0000 tilt_INDUSTRY
2025-09-02 2025-09-03 ind_insurance 0.0254 -0.0077 -0.0002 tilt_INDUSTRY
2025-09-02 2025-09-03 momentum -0.1730 -0.0009 0.0001 alpha_MOMENTUM
2025-09-02 2025-09-03 ind_renewable_energy 0.0101 0.0262 0.0003 tilt_INDUSTRY
2025-09-02 2025-09-03 country_MY 0.0145 0.0111 0.0002 tilt_COUNTRY
2025-09-02 2025-09-03 ind_healthcare_equipment_supplies -0.0954 0.0070 -0.0007 tilt_INDUSTRY
2025-09-02 2025-09-03 size_LARGE 0.0707 -0.0011 -0.0001 tilt_SIZE
2025-09-02 2025-09-03 value_liq 0.9432 0.0010 0.0009 alpha_VALUE
2025-09-02 2025-09-03 ind_natural_gas_utilities 0.0062 -0.0020 -0.0000 tilt_INDUSTRY
2025-09-02 2025-09-03 country_NZ -0.0175 0.0002 -0.0000 tilt_COUNTRY
2025-09-02 2025-09-03 ind_fintech -0.0013 -0.0108 0.0000 tilt_INDUSTRY
2025-09-02 2025-09-03 ind_aerospace_defense -0.0055 -0.0357 0.0002 tilt_INDUSTRY
2025-09-02 2025-09-03 ind_containers_packaging 0.0053 0.0031 0.0000 tilt_INDUSTRY
2025-09-02 2025-09-03 country_XH 0.0522 0.0109 0.0006 tilt_COUNTRY
2025-09-02 2025-09-03 market -0.0382 0.0021 -0.0001 risk_exposure
2025-09-02 2025-09-03 country_CN -0.0689 -0.0059 0.0004 tilt_COUNTRY
2025-09-02 2025-09-03 sdiscrepancy NaN NaN 0.0004 unexplained
2025-09-02 2025-09-03 ind_telecommunications_serices 0.1187 -0.0094 -0.0011 tilt_INDUSTRY
2025-09-02 2025-09-03 pdiscrepancy NaN NaN 0.0000 unexplained
2025-09-02 2025-09-03 quality 3.7056 0.0006 0.0023 alpha_QUALITY
2025-09-02 2025-09-03 ind_beverages -0.0620 -0.0030 0.0002 tilt_INDUSTRY
2025-09-02 2025-09-03 ind_electric_utilities_ipps -0.0924 -0.0062 0.0006 tilt_INDUSTRY
2025-09-02 2025-09-03 ind_food_drug_retail 0.0305 0.0030 0.0001 tilt_INDUSTRY
2025-09-02 2025-09-03 ind_industrial_distribution 0.0269 -0.0015 -0.0000 tilt_INDUSTRY
2025-09-02 2025-09-03 ind_banking_services -0.0804 -0.0073 0.0006 tilt_INDUSTRY
2025-09-02 2025-09-03 ind_electronic_equipment -0.0603 0.0057 -0.0003 tilt_INDUSTRY
2025-09-02 2025-09-03 country_ID 0.0000 0.0136 0.0000 tilt_COUNTRY
2025-09-02 2025-09-03 ind_investment_services 0.0816 -0.0117 -0.0010 tilt_INDUSTRY
2025-09-02 2025-09-03 ind_specialty_reatil -0.0011 0.0041 -0.0000 tilt_INDUSTRY
2025-09-02 2025-09-03 country_HK 0.1151 0.0071 0.0008 tilt_COUNTRY
2025-09-02 2025-09-03 ind_food_tobacco 0.0511 -0.0034 -0.0002 tilt_INDUSTRY
2025-09-02 2025-09-03 revision 1.1292 0.0013 0.0015 alpha_REVISION
2025-09-02 2025-09-03 neglect 0.9572 -0.0014 -0.0014 alpha_VALUE
2025-09-02 2025-09-03 ind_semiconductors 0.0089 0.0079 0.0001 tilt_INDUSTRY
2025-09-03 2025-09-04 ind_hotels_entertainment -0.0293 0.0028 -0.0001 tilt_INDUSTRY
2025-09-03 2025-09-04 ind_investment_services 0.0761 0.0130 0.0010 tilt_INDUSTRY
2025-09-03 2025-09-04 linearCost NaN NaN -0.0001 cost
2025-09-03 2025-09-04 pdiscrepancy NaN NaN 0.0000 unexplained
2025-09-03 2025-09-04 impactCost NaN NaN -0.0001 cost
2025-09-03 2025-09-04 size_MID -0.0967 -0.0047 0.0005 tilt_SIZE
2025-09-03 2025-09-04 ind_media_publishing 0.0173 0.0023 0.0000 tilt_INDUSTRY
2025-09-03 2025-09-04 stability 4.4090 -0.0009 -0.0041 alpha_QUALITY
2025-09-03 2025-09-04 quality 3.7125 0.0018 0.0066 alpha_QUALITY
2025-09-03 2025-09-04 ind_construction_engineering 0.0510 0.0051 0.0003 tilt_INDUSTRY
2025-09-03 2025-09-04 sdiscrepancy NaN NaN 0.0000 unexplained
2025-09-03 2025-09-04 ind_holding_companies 0.0069 -0.0058 -0.0000 tilt_INDUSTRY
2025-09-03 2025-09-04 ind_biotechnology -0.0240 -0.0233 0.0006 tilt_INDUSTRY
2025-09-03 2025-09-04 country_CN -0.0617 -0.0040 0.0002 tilt_COUNTRY
2025-09-03 2025-09-04 ind_telecommunications_serices 0.1183 -0.0055 -0.0007 tilt_INDUSTRY
2025-09-03 2025-09-04 neglect 0.9878 0.0005 0.0005 alpha_VALUE
2025-09-03 2025-09-04 ind_beverages -0.0613 0.0068 -0.0004 tilt_INDUSTRY
2025-09-03 2025-09-04 size_LARGE 0.0658 0.0034 0.0002 tilt_SIZE
2025-09-03 2025-09-04 size_MICRO -0.0096 0.0050 -0.0000 tilt_SIZE
2025-09-03 2025-09-04 ind_chemicals 0.0175 0.0002 0.0000 tilt_INDUSTRY
2025-09-03 2025-09-04 fmom 0.2169 -0.0005 -0.0001 alpha_QUALITY
2025-09-03 2025-09-04 ind_natural_gas_utilities 0.0065 0.0050 0.0000 tilt_INDUSTRY
2025-09-03 2025-09-04 ind_metals_mining -0.0401 -0.0041 0.0002 tilt_INDUSTRY
2025-09-03 2025-09-04 country_NZ -0.0172 -0.0010 0.0000 tilt_COUNTRY
2025-09-03 2025-09-04 country_HK 0.1103 -0.0060 -0.0007 tilt_COUNTRY
2025-09-03 2025-09-04 market -0.0442 0.0079 -0.0004 risk_exposure
2025-09-03 2025-09-04 ind_healthcare_providers_services 0.0289 0.0054 0.0002 tilt_INDUSTRY
2025-09-03 2025-09-04 ind_fintech -0.0013 0.0069 -0.0000 tilt_INDUSTRY
2025-09-03 2025-09-04 ind_coal -0.0468 0.0083 -0.0004 tilt_INDUSTRY
2025-09-03 2025-09-04 country_ID 0.0000 -0.0066 0.0000 tilt_COUNTRY
2025-09-03 2025-09-04 ind_aerospace_defense -0.0038 -0.0155 0.0001 tilt_INDUSTRY
2025-09-03 2025-09-04 ind_containers_packaging 0.0053 0.0016 0.0000 tilt_INDUSTRY
2025-09-03 2025-09-04 ind_household_goods -0.0290 0.0077 -0.0002 tilt_INDUSTRY
2025-09-03 2025-09-04 country_XH 0.0473 -0.0027 -0.0001 tilt_COUNTRY
2025-09-03 2025-09-04 value_gc 2.0997 -0.0004 -0.0009 alpha_VALUE
2025-09-03 2025-09-04 country_AU -0.0994 0.0043 -0.0004 tilt_COUNTRY
2025-09-03 2025-09-04 ind_homebuilding_building_products -0.0328 0.0069 -0.0002 tilt_INDUSTRY
2025-09-03 2025-09-04 country_TW 0.0551 0.0144 0.0008 tilt_COUNTRY
2025-09-03 2025-09-04 ind_semiconductors 0.0087 -0.0201 -0.0002 tilt_INDUSTRY
2025-09-03 2025-09-04 ind_communications_equipment 0.0191 -0.0115 -0.0002 tilt_INDUSTRY
2025-09-03 2025-09-04 momentum -0.1688 -0.0026 0.0004 alpha_MOMENTUM
2025-09-03 2025-09-04 country_KR -0.1006 0.0090 -0.0009 tilt_COUNTRY
2025-09-03 2025-09-04 ind_leisure_products 0.0091 0.0061 0.0001 tilt_INDUSTRY
2025-09-03 2025-09-04 ind_electronic_equipment -0.0504 -0.0021 0.0001 tilt_INDUSTRY
2025-09-03 2025-09-04 ind_pharmaceuticals -0.0668 -0.0049 0.0003 tilt_INDUSTRY
2025-09-03 2025-09-04 specret NaN NaN 0.0005 unexplained
2025-09-03 2025-09-04 ind_diversified_retail -0.0041 0.0082 -0.0000 tilt_INDUSTRY
2025-09-03 2025-09-04 ind_commercial_services_supplies -0.0145 0.0032 -0.0000 tilt_INDUSTRY
2025-09-03 2025-09-04 revision 1.1255 -0.0010 -0.0011 alpha_REVISION
2025-09-03 2025-09-04 ind_freight_logistics -0.0365 0.0054 -0.0002 tilt_INDUSTRY
2025-09-03 2025-09-04 ind_uranium -0.0023 0.0301 -0.0001 tilt_INDUSTRY
2025-09-03 2025-09-04 ind_water_utilities -0.0083 0.0057 -0.0000 tilt_INDUSTRY
2025-09-03 2025-09-04 ind_paper_forestry -0.0001 0.0049 -0.0000 tilt_INDUSTRY
2025-09-03 2025-09-04 ind_electric_utilities_ipps -0.0955 0.0048 -0.0005 tilt_INDUSTRY
2025-09-03 2025-09-04 ind_insurance 0.0234 0.0038 0.0001 tilt_INDUSTRY
2025-09-03 2025-09-04 country_JP -0.0754 0.0087 -0.0007 tilt_COUNTRY
2025-09-03 2025-09-04 ind_computers_phones_household_electronics 0.0742 -0.0067 -0.0005 tilt_INDUSTRY
2025-09-03 2025-09-04 ind_food_tobacco 0.0516 0.0082 0.0004 tilt_INDUSTRY
2025-09-03 2025-09-04 ind_automobile -0.0559 -0.0029 0.0002 tilt_INDUSTRY
2025-09-03 2025-09-04 sbeta_market 0.0256 -0.0150 -0.0004 risk_exposure
2025-09-03 2025-09-04 ind_passenger_transportation -0.0094 0.0020 -0.0000 tilt_INDUSTRY
2025-09-03 2025-09-04 country_SG -0.0086 -0.0023 0.0000 tilt_COUNTRY
2025-09-03 2025-09-04 ind_office_equipment -0.0172 -0.0086 0.0001 tilt_INDUSTRY
2025-09-03 2025-09-04 ind_banking_services -0.0745 0.0048 -0.0004 tilt_INDUSTRY
2025-09-03 2025-09-04 ind_renewable_energy 0.0088 0.0283 0.0002 tilt_INDUSTRY
2025-09-03 2025-09-04 ind_textiles_apparel -0.0010 0.0103 -0.0000 tilt_INDUSTRY
2025-09-03 2025-09-04 ind_transportation_infrastructure 0.0113 0.0054 0.0001 tilt_INDUSTRY
2025-09-03 2025-09-04 fcost NaN NaN -0.0000 cost
2025-09-03 2025-09-04 ind_healthcare_equipment_supplies -0.0943 -0.0034 0.0003 tilt_INDUSTRY
2025-09-03 2025-09-04 reversal 0.9925 0.0042 0.0041 alpha_REVERSAL
2025-09-03 2025-09-04 ind_software_it_services 0.0279 -0.0013 -0.0000 tilt_INDUSTRY
2025-09-03 2025-09-04 country_PH 0.0028 0.0009 0.0000 tilt_COUNTRY
2025-09-03 2025-09-04 ind_specialty_reatil -0.0005 0.0058 -0.0000 tilt_INDUSTRY
2025-09-03 2025-09-04 country_TH 0.0880 -0.0074 -0.0007 tilt_COUNTRY
2025-09-03 2025-09-04 bcost NaN NaN -0.0003 cost
2025-09-03 2025-09-04 ind_integrated_hardware_software 0.0102 -0.0049 -0.0000 tilt_INDUSTRY
2025-09-03 2025-09-04 ind_industrial_distribution 0.0273 0.0078 0.0002 tilt_INDUSTRY
2025-09-03 2025-09-04 size_SMALL -0.0037 0.0026 -0.0000 tilt_SIZE
2025-09-03 2025-09-04 ind_oil_gas 0.0374 -0.0003 -0.0000 tilt_INDUSTRY
2025-09-03 2025-09-04 ind_oil_gas_equipment_services -0.0137 0.0052 -0.0001 tilt_INDUSTRY
2025-09-03 2025-09-04 linkage 0.7648 0.0004 0.0003 alpha_MOMENTUM
2025-09-03 2025-09-04 ind_machinery 0.1449 -0.0028 -0.0004 tilt_INDUSTRY
2025-09-03 2025-09-04 ind_household_products_services -0.0207 0.0106 -0.0002 tilt_INDUSTRY
2025-09-03 2025-09-04 country_IN 0.0000 -0.0089 0.0000 tilt_COUNTRY
2025-09-03 2025-09-04 ind_real_estate_operations -0.0288 0.0108 -0.0003 tilt_INDUSTRY
2025-09-03 2025-09-04 ind_multiline_utilities -0.0130 0.0001 -0.0000 tilt_INDUSTRY
2025-09-03 2025-09-04 value_liq 0.9319 0.0024 0.0022 alpha_VALUE
2025-09-03 2025-09-04 country_MY 0.0151 -0.0068 -0.0001 tilt_COUNTRY
2025-09-03 2025-09-04 ind_construction_materials -0.0006 0.0039 -0.0000 tilt_INDUSTRY
2025-09-03 2025-09-04 ind_food_drug_retail 0.0304 0.0019 0.0001 tilt_INDUSTRY
2025-09-03 2025-09-04 ind_consumer_goods_conglomerates 0.0200 0.0019 0.0000 tilt_INDUSTRY
2025-09-04 2025-09-05 ind_pharmaceuticals -0.0666 0.0037 -0.0002 tilt_INDUSTRY
2025-09-04 2025-09-05 value_liq 0.8870 -0.0006 -0.0005 alpha_VALUE
2025-09-04 2025-09-05 ind_commercial_services_supplies -0.0178 -0.0043 0.0001 tilt_INDUSTRY
2025-09-04 2025-09-05 ind_diversified_retail -0.0036 0.0013 -0.0000 tilt_INDUSTRY
2025-09-04 2025-09-05 ind_construction_engineering 0.0518 -0.0052 -0.0003 tilt_INDUSTRY
2025-09-04 2025-09-05 ind_healthcare_equipment_supplies -0.0950 0.0006 -0.0001 tilt_INDUSTRY
2025-09-04 2025-09-05 country_IN 0.0000 -0.0030 0.0000 tilt_COUNTRY
2025-09-04 2025-09-05 ind_oil_gas_equipment_services -0.0153 0.0021 -0.0000 tilt_INDUSTRY
2025-09-04 2025-09-05 ind_electric_utilities_ipps -0.0988 0.0000 -0.0000 tilt_INDUSTRY
2025-09-04 2025-09-05 ind_insurance 0.0239 -0.0078 -0.0002 tilt_INDUSTRY
2025-09-04 2025-09-05 country_JP -0.0809 -0.0012 0.0001 tilt_COUNTRY
2025-09-04 2025-09-05 quality 3.7737 0.0001 0.0003 alpha_QUALITY
2025-09-04 2025-09-05 ind_healthcare_providers_services 0.0270 -0.0050 -0.0001 tilt_INDUSTRY
2025-09-04 2025-09-05 ind_passenger_transportation -0.0156 -0.0030 0.0000 tilt_INDUSTRY
2025-09-04 2025-09-05 ind_media_publishing 0.0171 -0.0042 -0.0001 tilt_INDUSTRY
2025-09-04 2025-09-05 country_TW 0.0508 -0.0059 -0.0003 tilt_COUNTRY
2025-09-04 2025-09-05 ind_oil_gas 0.0327 -0.0085 -0.0003 tilt_INDUSTRY
2025-09-04 2025-09-05 ind_household_products_services -0.0217 -0.0068 0.0001 tilt_INDUSTRY
2025-09-04 2025-09-05 ind_freight_logistics -0.0374 -0.0042 0.0002 tilt_INDUSTRY
2025-09-04 2025-09-05 ind_beverages -0.0625 -0.0101 0.0006 tilt_INDUSTRY
2025-09-04 2025-09-05 momentum -0.1301 -0.0002 0.0000 alpha_MOMENTUM
2025-09-04 2025-09-05 ind_food_drug_retail 0.0320 -0.0023 -0.0001 tilt_INDUSTRY
2025-09-04 2025-09-05 ind_leisure_products 0.0092 -0.0078 -0.0001 tilt_INDUSTRY
2025-09-04 2025-09-05 country_PH 0.0028 0.0048 0.0000 tilt_COUNTRY
2025-09-04 2025-09-05 fcost NaN NaN -0.0000 cost
2025-09-04 2025-09-05 ind_construction_materials -0.0006 -0.0005 0.0000 tilt_INDUSTRY
2025-09-04 2025-09-05 ind_consumer_goods_conglomerates 0.0188 0.0049 0.0001 tilt_INDUSTRY
2025-09-04 2025-09-05 country_TH 0.0903 0.0092 0.0008 tilt_COUNTRY
2025-09-04 2025-09-05 ind_coal -0.0474 0.0009 -0.0000 tilt_INDUSTRY
2025-09-04 2025-09-05 ind_transportation_infrastructure 0.0122 -0.0032 -0.0000 tilt_INDUSTRY
2025-09-04 2025-09-05 impactCost NaN NaN -0.0003 cost
2025-09-04 2025-09-05 ind_integrated_hardware_software 0.0102 -0.0054 -0.0001 tilt_INDUSTRY
2025-09-04 2025-09-05 ind_containers_packaging 0.0053 0.0027 0.0000 tilt_INDUSTRY
2025-09-04 2025-09-05 ind_industrial_distribution 0.0288 0.0020 0.0001 tilt_INDUSTRY
2025-09-04 2025-09-05 ind_aerospace_defense -0.0030 -0.0107 0.0000 tilt_INDUSTRY
2025-09-04 2025-09-05 size_SMALL -0.0046 -0.0002 0.0000 tilt_SIZE
2025-09-04 2025-09-05 ind_textiles_apparel 0.0011 -0.0023 -0.0000 tilt_INDUSTRY
2025-09-04 2025-09-05 sbeta_market 0.0063 0.0166 0.0001 risk_exposure
2025-09-04 2025-09-05 ind_fintech -0.0013 -0.0212 0.0000 tilt_INDUSTRY
2025-09-04 2025-09-05 ind_automobile -0.0593 0.0023 -0.0001 tilt_INDUSTRY
2025-09-04 2025-09-05 ind_computers_phones_household_electronics 0.0737 0.0026 0.0002 tilt_INDUSTRY
2025-09-04 2025-09-05 country_AU -0.1008 0.0040 -0.0004 tilt_COUNTRY
2025-09-04 2025-09-05 ind_renewable_energy 0.0075 0.0325 0.0002 tilt_INDUSTRY
2025-09-04 2025-09-05 ind_office_equipment -0.0175 0.0028 -0.0000 tilt_INDUSTRY
2025-09-04 2025-09-05 country_KR -0.1011 -0.0052 0.0005 tilt_COUNTRY
2025-09-04 2025-09-05 country_MY 0.0154 -0.0028 -0.0000 tilt_COUNTRY
2025-09-04 2025-09-05 country_NZ -0.0152 0.0096 -0.0001 tilt_COUNTRY
2025-09-04 2025-09-05 ind_multiline_utilities -0.0131 0.0035 -0.0000 tilt_INDUSTRY
2025-09-04 2025-09-05 ind_paper_forestry -0.0001 -0.0045 0.0000 tilt_INDUSTRY
2025-09-04 2025-09-05 ind_banking_services -0.0942 -0.0046 0.0004 tilt_INDUSTRY
2025-09-04 2025-09-05 ind_telecommunications_serices 0.1194 -0.0014 -0.0002 tilt_INDUSTRY
2025-09-04 2025-09-05 country_SG -0.0117 -0.0002 0.0000 tilt_COUNTRY
2025-09-04 2025-09-05 ind_semiconductors 0.0139 0.0070 0.0001 tilt_INDUSTRY
2025-09-04 2025-09-05 ind_homebuilding_building_products -0.0332 0.0028 -0.0001 tilt_INDUSTRY
2025-09-04 2025-09-05 sdiscrepancy NaN NaN 0.0001 unexplained
2025-09-04 2025-09-05 size_MICRO -0.0099 0.0008 -0.0000 tilt_SIZE
2025-09-04 2025-09-05 stability 4.4892 0.0001 0.0003 alpha_QUALITY
2025-09-04 2025-09-05 size_LARGE 0.0603 -0.0009 -0.0001 tilt_SIZE
2025-09-04 2025-09-05 ind_investment_services 0.0762 -0.0115 -0.0009 tilt_INDUSTRY
2025-09-04 2025-09-05 neglect 1.0447 -0.0020 -0.0021 alpha_VALUE
2025-09-04 2025-09-05 country_ID 0.0000 -0.0028 0.0000 tilt_COUNTRY
2025-09-04 2025-09-05 ind_holding_companies 0.0071 0.0051 0.0000 tilt_INDUSTRY
2025-09-04 2025-09-05 country_HK 0.1077 0.0044 0.0005 tilt_COUNTRY
2025-09-04 2025-09-05 ind_metals_mining -0.0349 0.0069 -0.0002 tilt_INDUSTRY
2025-09-04 2025-09-05 ind_biotechnology -0.0245 0.0133 -0.0003 tilt_INDUSTRY
2025-09-04 2025-09-05 fmom 0.2486 0.0002 0.0000 alpha_QUALITY
2025-09-04 2025-09-05 ind_household_goods -0.0301 0.0006 -0.0000 tilt_INDUSTRY
2025-09-04 2025-09-05 country_CN -0.0753 0.0011 -0.0001 tilt_COUNTRY
2025-09-04 2025-09-05 linkage 0.7302 -0.0008 -0.0006 alpha_MOMENTUM
2025-09-04 2025-09-05 ind_chemicals 0.0303 0.0060 0.0002 tilt_INDUSTRY
2025-09-04 2025-09-05 market -0.0684 -0.0030 0.0002 risk_exposure
2025-09-04 2025-09-05 reversal 0.9313 -0.0015 -0.0014 alpha_REVERSAL
2025-09-04 2025-09-05 size_MID -0.1141 0.0007 -0.0001 tilt_SIZE
2025-09-04 2025-09-05 ind_machinery 0.1418 0.0070 0.0010 tilt_INDUSTRY
2025-09-04 2025-09-05 value_gc 2.0579 -0.0002 -0.0004 alpha_VALUE
2025-09-04 2025-09-05 ind_specialty_reatil -0.0015 0.0027 -0.0000 tilt_INDUSTRY
2025-09-04 2025-09-05 pdiscrepancy NaN NaN -0.0000 unexplained
2025-09-04 2025-09-05 country_XH 0.0496 0.0017 0.0001 tilt_COUNTRY
2025-09-04 2025-09-05 ind_water_utilities -0.0083 -0.0017 0.0000 tilt_INDUSTRY
2025-09-04 2025-09-05 ind_electronic_equipment -0.0507 0.0058 -0.0003 tilt_INDUSTRY
2025-09-04 2025-09-05 ind_uranium -0.0023 -0.0152 0.0000 tilt_INDUSTRY
2025-09-04 2025-09-05 linearCost NaN NaN -0.0003 cost
2025-09-04 2025-09-05 revision 1.2189 0.0011 0.0013 alpha_REVISION
2025-09-04 2025-09-05 specret NaN NaN -0.0041 unexplained
2025-09-04 2025-09-05 ind_real_estate_operations -0.0307 -0.0055 0.0002 tilt_INDUSTRY
2025-09-04 2025-09-05 ind_communications_equipment 0.0197 0.0012 0.0000 tilt_INDUSTRY
2025-09-04 2025-09-05 ind_hotels_entertainment -0.0271 -0.0006 0.0000 tilt_INDUSTRY
2025-09-04 2025-09-05 ind_software_it_services 0.0259 -0.0056 -0.0001 tilt_INDUSTRY
2025-09-04 2025-09-05 bcost NaN NaN -0.0003 cost
2025-09-04 2025-09-05 ind_food_tobacco 0.0538 -0.0044 -0.0002 tilt_INDUSTRY
2025-09-04 2025-09-05 ind_natural_gas_utilities 0.0067 -0.0027 -0.0000 tilt_INDUSTRY
2025-09-05 2025-09-08 sdiscrepancy NaN NaN -0.0001 unexplained
2025-09-05 2025-09-08 ind_software_it_services 0.0250 -0.0003 -0.0000 tilt_INDUSTRY
2025-09-05 2025-09-08 ind_healthcare_equipment_supplies -0.1008 0.0117 -0.0012 tilt_INDUSTRY
2025-09-05 2025-09-08 market -0.0769 0.0022 -0.0002 risk_exposure
2025-09-05 2025-09-08 ind_hotels_entertainment -0.0257 -0.0016 0.0000 tilt_INDUSTRY
2025-09-05 2025-09-08 pdiscrepancy NaN NaN -0.0000 unexplained
2025-09-05 2025-09-08 ind_media_publishing 0.0169 0.0015 0.0000 tilt_INDUSTRY
2025-09-05 2025-09-08 ind_beverages -0.0638 0.0030 -0.0002 tilt_INDUSTRY
2025-09-05 2025-09-08 country_CN -0.0744 0.0006 -0.0000 tilt_COUNTRY
2025-09-05 2025-09-08 ind_real_estate_operations -0.0358 0.0005 -0.0000 tilt_INDUSTRY
2025-09-05 2025-09-08 ind_office_equipment -0.0177 -0.0012 0.0000 tilt_INDUSTRY
2025-09-05 2025-09-08 ind_transportation_infrastructure 0.0108 -0.0006 -0.0000 tilt_INDUSTRY
2025-09-05 2025-09-08 ind_biotechnology -0.0245 0.0020 -0.0000 tilt_INDUSTRY
2025-09-05 2025-09-08 ind_telecommunications_serices 0.1192 -0.0011 -0.0001 tilt_INDUSTRY
2025-09-05 2025-09-08 quality 3.8143 -0.0002 -0.0009 alpha_QUALITY
2025-09-05 2025-09-08 size_MID -0.1199 0.0008 -0.0001 tilt_SIZE
2025-09-05 2025-09-08 linearCost NaN NaN -0.0002 cost
2025-09-05 2025-09-08 ind_textiles_apparel 0.0023 0.0029 0.0000 tilt_INDUSTRY
2025-09-05 2025-09-08 ind_construction_engineering 0.0527 -0.0010 -0.0001 tilt_INDUSTRY
2025-09-05 2025-09-08 ind_oil_gas 0.0331 -0.0023 -0.0001 tilt_INDUSTRY
2025-09-05 2025-09-08 ind_consumer_goods_conglomerates 0.0184 0.0061 0.0001 tilt_INDUSTRY
2025-09-05 2025-09-08 ind_renewable_energy 0.0068 -0.0101 -0.0001 tilt_INDUSTRY
2025-09-05 2025-09-08 ind_holding_companies 0.0070 -0.0043 -0.0000 tilt_INDUSTRY
2025-09-05 2025-09-08 momentum -0.0838 -0.0003 0.0000 alpha_MOMENTUM
2025-09-05 2025-09-08 country_PH 0.0029 -0.0139 -0.0000 tilt_COUNTRY
2025-09-05 2025-09-08 ind_uranium -0.0024 0.0345 -0.0001 tilt_INDUSTRY
2025-09-05 2025-09-08 revision 1.3151 -0.0008 -0.0011 alpha_REVISION
2025-09-05 2025-09-08 specret NaN NaN -0.0027 unexplained
2025-09-05 2025-09-08 ind_communications_equipment 0.0188 -0.0052 -0.0001 tilt_INDUSTRY
2025-09-05 2025-09-08 ind_food_tobacco 0.0558 0.0049 0.0003 tilt_INDUSTRY
2025-09-05 2025-09-08 ind_specialty_reatil -0.0037 -0.0010 0.0000 tilt_INDUSTRY
2025-09-05 2025-09-08 bcost NaN NaN -0.0009 cost
2025-09-05 2025-09-08 ind_machinery 0.1488 0.0015 0.0002 tilt_INDUSTRY
2025-09-05 2025-09-08 ind_banking_services -0.1018 -0.0052 0.0005 tilt_INDUSTRY
2025-09-05 2025-09-08 country_SG -0.0135 -0.0021 0.0000 tilt_COUNTRY
2025-09-05 2025-09-08 ind_electronic_equipment -0.0556 -0.0050 0.0003 tilt_INDUSTRY
2025-09-05 2025-09-08 ind_semiconductors 0.0188 0.0002 0.0000 tilt_INDUSTRY
2025-09-05 2025-09-08 stability 4.5339 0.0005 0.0022 alpha_QUALITY
2025-09-05 2025-09-08 ind_investment_services 0.0800 -0.0083 -0.0007 tilt_INDUSTRY
2025-09-05 2025-09-08 neglect 1.1255 0.0000 0.0000 alpha_VALUE
2025-09-05 2025-09-08 country_ID 0.0000 -0.0248 0.0000 tilt_COUNTRY
2025-09-05 2025-09-08 country_HK 0.1075 0.0030 0.0003 tilt_COUNTRY
2025-09-05 2025-09-08 ind_metals_mining -0.0283 0.0003 -0.0000 tilt_INDUSTRY
2025-09-05 2025-09-08 linkage 0.6782 -0.0010 -0.0007 alpha_MOMENTUM
2025-09-05 2025-09-08 fmom 0.2607 -0.0003 -0.0001 alpha_QUALITY
2025-09-05 2025-09-08 ind_chemicals 0.0395 0.0075 0.0003 tilt_INDUSTRY
2025-09-05 2025-09-08 reversal 1.0762 -0.0015 -0.0016 alpha_REVERSAL
2025-09-05 2025-09-08 ind_homebuilding_building_products -0.0333 0.0074 -0.0002 tilt_INDUSTRY
2025-09-05 2025-09-08 ind_leisure_products 0.0090 0.0017 0.0000 tilt_INDUSTRY
2025-09-05 2025-09-08 ind_water_utilities -0.0083 -0.0019 0.0000 tilt_INDUSTRY
2025-09-05 2025-09-08 ind_multiline_utilities -0.0130 0.0014 -0.0000 tilt_INDUSTRY
2025-09-05 2025-09-08 ind_construction_materials -0.0006 -0.0018 0.0000 tilt_INDUSTRY
2025-09-05 2025-09-08 country_TH 0.0986 0.0022 0.0002 tilt_COUNTRY
2025-09-05 2025-09-08 impactCost NaN NaN -0.0002 cost
2025-09-05 2025-09-08 ind_integrated_hardware_software 0.0104 -0.0072 -0.0001 tilt_INDUSTRY
2025-09-05 2025-09-08 size_SMALL -0.0071 0.0005 -0.0000 tilt_SIZE
2025-09-05 2025-09-08 sbeta_market -0.0009 0.0042 -0.0000 risk_exposure
2025-09-05 2025-09-08 ind_automobile -0.0608 0.0019 -0.0001 tilt_INDUSTRY
2025-09-05 2025-09-08 ind_computers_phones_household_electronics 0.0714 0.0013 0.0001 tilt_INDUSTRY
2025-09-05 2025-09-08 ind_industrial_distribution 0.0308 0.0013 0.0000 tilt_INDUSTRY
2025-09-05 2025-09-08 ind_food_drug_retail 0.0319 0.0007 0.0000 tilt_INDUSTRY
2025-09-05 2025-09-08 ind_paper_forestry -0.0001 0.0018 -0.0000 tilt_INDUSTRY
2025-09-05 2025-09-08 country_KR -0.1003 -0.0018 0.0002 tilt_COUNTRY
2025-09-05 2025-09-08 ind_pharmaceuticals -0.0665 0.0025 -0.0002 tilt_INDUSTRY
2025-09-05 2025-09-08 country_IN 0.0000 -0.0011 0.0000 tilt_COUNTRY
2025-09-05 2025-09-08 ind_diversified_retail -0.0038 -0.0052 0.0000 tilt_INDUSTRY
2025-09-05 2025-09-08 ind_commercial_services_supplies -0.0237 -0.0065 0.0002 tilt_INDUSTRY
2025-09-05 2025-09-08 ind_freight_logistics -0.0368 0.0065 -0.0002 tilt_INDUSTRY
2025-09-05 2025-09-08 ind_electric_utilities_ipps -0.0998 0.0058 -0.0006 tilt_INDUSTRY
2025-09-05 2025-09-08 ind_insurance 0.0297 -0.0071 -0.0002 tilt_INDUSTRY
2025-09-05 2025-09-08 country_JP -0.0986 0.0033 -0.0003 tilt_COUNTRY
2025-09-05 2025-09-08 ind_passenger_transportation -0.0192 0.0051 -0.0001 tilt_INDUSTRY
2025-09-05 2025-09-08 country_TW 0.0427 -0.0022 -0.0001 tilt_COUNTRY
2025-09-05 2025-09-08 value_liq 0.8499 0.0001 0.0001 alpha_VALUE
2025-09-05 2025-09-08 country_MY 0.0154 -0.0010 -0.0000 tilt_COUNTRY
2025-09-05 2025-09-08 fcost NaN NaN -0.0001 cost
2025-09-05 2025-09-08 size_MICRO -0.0095 0.0024 -0.0000 tilt_SIZE
2025-09-05 2025-09-08 ind_household_goods -0.0287 0.0050 -0.0001 tilt_INDUSTRY
2025-09-05 2025-09-08 size_LARGE 0.0596 -0.0021 -0.0001 tilt_SIZE
2025-09-05 2025-09-08 ind_aerospace_defense -0.0033 0.0015 -0.0000 tilt_INDUSTRY
2025-09-05 2025-09-08 value_gc 2.0374 -0.0005 -0.0009 alpha_VALUE
2025-09-05 2025-09-08 ind_oil_gas_equipment_services -0.0149 0.0057 -0.0001 tilt_INDUSTRY
2025-09-05 2025-09-08 country_NZ -0.0102 -0.0011 0.0000 tilt_COUNTRY
2025-09-05 2025-09-08 ind_coal -0.0477 -0.0022 0.0001 tilt_INDUSTRY
2025-09-05 2025-09-08 ind_household_products_services -0.0247 0.0003 -0.0000 tilt_INDUSTRY
2025-09-05 2025-09-08 ind_containers_packaging 0.0053 0.0052 0.0000 tilt_INDUSTRY
2025-09-05 2025-09-08 country_XH 0.0527 0.0009 0.0000 tilt_COUNTRY
2025-09-05 2025-09-08 country_AU -0.0998 -0.0052 0.0005 tilt_COUNTRY
2025-09-05 2025-09-08 ind_healthcare_providers_services 0.0209 -0.0003 -0.0000 tilt_INDUSTRY
2025-09-05 2025-09-08 ind_natural_gas_utilities 0.0062 -0.0018 -0.0000 tilt_INDUSTRY
2025-09-05 2025-09-08 ind_fintech -0.0014 -0.0089 0.0000 tilt_INDUSTRY
2025-09-08 2025-09-09 ind_freight_logistics -0.0350 -0.0042 0.0001 tilt_INDUSTRY
2025-09-08 2025-09-09 stability 4.4806 0.0001 0.0005 alpha_QUALITY
2025-09-08 2025-09-09 ind_banking_services -0.0829 0.0005 -0.0000 tilt_INDUSTRY
2025-09-08 2025-09-09 ind_transportation_infrastructure 0.0096 0.0021 0.0000 tilt_INDUSTRY
2025-09-08 2025-09-09 ind_integrated_hardware_software 0.0099 -0.0097 -0.0001 tilt_INDUSTRY
2025-09-08 2025-09-09 quality 3.7784 0.0012 0.0044 alpha_QUALITY
2025-09-08 2025-09-09 momentum -0.0876 -0.0005 0.0000 alpha_MOMENTUM
2025-09-08 2025-09-09 ind_electric_utilities_ipps -0.0995 -0.0017 0.0002 tilt_INDUSTRY
2025-09-08 2025-09-09 ind_construction_materials -0.0005 0.0048 -0.0000 tilt_INDUSTRY
2025-09-08 2025-09-09 ind_insurance 0.0341 0.0054 0.0002 tilt_INDUSTRY
2025-09-08 2025-09-09 ind_oil_gas 0.0385 -0.0048 -0.0002 tilt_INDUSTRY
2025-09-08 2025-09-09 ind_oil_gas_equipment_services -0.0146 -0.0043 0.0001 tilt_INDUSTRY
2025-09-08 2025-09-09 ind_household_goods -0.0273 0.0040 -0.0001 tilt_INDUSTRY
2025-09-08 2025-09-09 ind_semiconductors 0.0215 -0.0036 -0.0001 tilt_INDUSTRY
2025-09-08 2025-09-09 country_JP -0.1012 -0.0030 0.0003 tilt_COUNTRY
2025-09-08 2025-09-09 impactCost NaN NaN -0.0001 cost
2025-09-08 2025-09-09 value_liq 0.8096 0.0009 0.0007 alpha_VALUE
2025-09-08 2025-09-09 ind_machinery 0.1504 -0.0009 -0.0001 tilt_INDUSTRY
2025-09-08 2025-09-09 ind_aerospace_defense -0.0038 -0.0087 0.0000 tilt_INDUSTRY
2025-09-08 2025-09-09 ind_telecommunications_serices 0.1191 -0.0083 -0.0010 tilt_INDUSTRY
2025-09-08 2025-09-09 ind_electronic_equipment -0.0526 -0.0057 0.0003 tilt_INDUSTRY
2025-09-08 2025-09-09 ind_commercial_services_supplies -0.0267 0.0025 -0.0001 tilt_INDUSTRY
2025-09-08 2025-09-09 ind_industrial_distribution 0.0320 -0.0031 -0.0001 tilt_INDUSTRY
2025-09-08 2025-09-09 ind_homebuilding_building_products -0.0331 0.0085 -0.0003 tilt_INDUSTRY
2025-09-08 2025-09-09 size_MICRO -0.0100 0.0009 -0.0000 tilt_SIZE
2025-09-08 2025-09-09 ind_food_drug_retail 0.0289 -0.0038 -0.0001 tilt_INDUSTRY
2025-09-08 2025-09-09 country_AU -0.0996 -0.0070 0.0007 tilt_COUNTRY
2025-09-08 2025-09-09 fmom 0.2715 0.0005 0.0001 alpha_QUALITY
2025-09-08 2025-09-09 country_KR -0.0997 0.0083 -0.0008 tilt_COUNTRY
2025-09-08 2025-09-09 ind_household_products_services -0.0270 -0.0017 0.0000 tilt_INDUSTRY
2025-09-08 2025-09-09 country_ID 0.0000 -0.0213 0.0000 tilt_COUNTRY
2025-09-08 2025-09-09 ind_computers_phones_household_electronics 0.0693 0.0010 0.0001 tilt_INDUSTRY
2025-09-08 2025-09-09 ind_hotels_entertainment -0.0245 -0.0017 0.0000 tilt_INDUSTRY
2025-09-08 2025-09-09 pdiscrepancy NaN NaN -0.0000 unexplained
2025-09-08 2025-09-09 country_MY 0.0159 0.0009 0.0000 tilt_COUNTRY
2025-09-08 2025-09-09 ind_containers_packaging 0.0053 -0.0010 -0.0000 tilt_INDUSTRY
2025-09-08 2025-09-09 ind_beverages -0.0610 0.0016 -0.0001 tilt_INDUSTRY
2025-09-08 2025-09-09 ind_pharmaceuticals -0.0627 -0.0066 0.0004 tilt_INDUSTRY
2025-09-08 2025-09-09 ind_fintech -0.0015 0.0060 -0.0000 tilt_INDUSTRY
2025-09-08 2025-09-09 size_MID -0.0951 -0.0001 0.0000 tilt_SIZE
2025-09-08 2025-09-09 value_gc 2.0102 0.0005 0.0010 alpha_VALUE
2025-09-08 2025-09-09 ind_media_publishing 0.0171 0.0048 0.0001 tilt_INDUSTRY
2025-09-08 2025-09-09 ind_leisure_products 0.0090 -0.0063 -0.0001 tilt_INDUSTRY
2025-09-08 2025-09-09 ind_automobile -0.0554 0.0059 -0.0003 tilt_INDUSTRY
2025-09-08 2025-09-09 ind_diversified_retail -0.0039 0.0070 -0.0000 tilt_INDUSTRY
2025-09-08 2025-09-09 size_SMALL -0.0044 -0.0007 0.0000 tilt_SIZE
2025-09-08 2025-09-09 sbeta_market 0.0278 -0.0124 -0.0003 risk_exposure
2025-09-08 2025-09-09 country_IN 0.0000 -0.0014 0.0000 tilt_COUNTRY
2025-09-08 2025-09-09 ind_real_estate_operations -0.0393 0.0136 -0.0005 tilt_INDUSTRY
2025-09-08 2025-09-09 ind_chemicals 0.0412 -0.0009 -0.0000 tilt_INDUSTRY
2025-09-08 2025-09-09 ind_healthcare_providers_services 0.0154 -0.0021 -0.0000 tilt_INDUSTRY
2025-09-08 2025-09-09 country_TH 0.1041 0.0022 0.0002 tilt_COUNTRY
2025-09-08 2025-09-09 country_NZ -0.0077 -0.0060 0.0000 tilt_COUNTRY
2025-09-08 2025-09-09 ind_paper_forestry -0.0001 0.0091 -0.0000 tilt_INDUSTRY
2025-09-08 2025-09-09 fcost NaN NaN -0.0000 cost
2025-09-08 2025-09-09 size_LARGE 0.0670 0.0011 0.0001 tilt_SIZE
2025-09-08 2025-09-09 ind_water_utilities -0.0081 0.0001 -0.0000 tilt_INDUSTRY
2025-09-08 2025-09-09 ind_multiline_utilities -0.0130 -0.0034 0.0000 tilt_INDUSTRY
2025-09-08 2025-09-09 country_CN -0.0452 -0.0019 0.0001 tilt_COUNTRY
2025-09-08 2025-09-09 ind_biotechnology -0.0238 -0.0111 0.0003 tilt_INDUSTRY
2025-09-08 2025-09-09 ind_uranium -0.0024 0.0086 -0.0000 tilt_INDUSTRY
2025-09-08 2025-09-09 neglect 1.1150 0.0002 0.0002 alpha_VALUE
2025-09-08 2025-09-09 country_SG -0.0142 -0.0054 0.0001 tilt_COUNTRY
2025-09-08 2025-09-09 ind_construction_engineering 0.0527 0.0005 0.0000 tilt_INDUSTRY
2025-09-08 2025-09-09 ind_software_it_services 0.0226 0.0007 0.0000 tilt_INDUSTRY
2025-09-08 2025-09-09 ind_healthcare_equipment_supplies -0.0989 -0.0095 0.0009 tilt_INDUSTRY
2025-09-08 2025-09-09 ind_renewable_energy 0.0065 -0.0062 -0.0000 tilt_INDUSTRY
2025-09-08 2025-09-09 revision 1.3280 0.0009 0.0012 alpha_REVISION
2025-09-08 2025-09-09 ind_office_equipment -0.0174 -0.0107 0.0002 tilt_INDUSTRY
2025-09-08 2025-09-09 ind_food_tobacco 0.0577 -0.0011 -0.0001 tilt_INDUSTRY
2025-09-08 2025-09-09 specret NaN NaN -0.0035 unexplained
2025-09-08 2025-09-09 market -0.0424 0.0079 -0.0003 risk_exposure
2025-09-08 2025-09-09 ind_textiles_apparel 0.0022 0.0011 0.0000 tilt_INDUSTRY
2025-09-08 2025-09-09 reversal 1.0592 -0.0001 -0.0001 alpha_REVERSAL
2025-09-08 2025-09-09 ind_consumer_goods_conglomerates 0.0164 0.0136 0.0002 tilt_INDUSTRY
2025-09-08 2025-09-09 ind_natural_gas_utilities 0.0056 -0.0045 -0.0000 tilt_INDUSTRY
2025-09-08 2025-09-09 ind_specialty_reatil -0.0029 -0.0040 0.0000 tilt_INDUSTRY
2025-09-08 2025-09-09 ind_metals_mining -0.0269 0.0090 -0.0002 tilt_INDUSTRY
2025-09-08 2025-09-09 linearCost NaN NaN -0.0001 cost
2025-09-08 2025-09-09 ind_communications_equipment 0.0181 -0.0076 -0.0001 tilt_INDUSTRY
2025-09-08 2025-09-09 country_HK 0.1064 0.0076 0.0008 tilt_COUNTRY
2025-09-08 2025-09-09 ind_investment_services 0.0783 0.0087 0.0007 tilt_INDUSTRY
2025-09-08 2025-09-09 sdiscrepancy NaN NaN -0.0008 unexplained
2025-09-08 2025-09-09 country_TW 0.0380 0.0068 0.0003 tilt_COUNTRY
2025-09-08 2025-09-09 ind_passenger_transportation -0.0188 -0.0011 0.0000 tilt_INDUSTRY
2025-09-08 2025-09-09 country_PH 0.0030 -0.0031 -0.0000 tilt_COUNTRY
2025-09-08 2025-09-09 ind_holding_companies 0.0070 0.0141 0.0001 tilt_INDUSTRY
2025-09-08 2025-09-09 country_XH 0.0577 0.0136 0.0008 tilt_COUNTRY
2025-09-08 2025-09-09 linkage 0.6532 0.0004 0.0003 alpha_MOMENTUM
2025-09-08 2025-09-09 bcost NaN NaN -0.0003 cost
2025-09-08 2025-09-09 ind_coal -0.0473 0.0005 -0.0000 tilt_INDUSTRY
2025-09-09 2025-09-10 ind_computers_phones_household_electronics 0.0690 0.0049 0.0003 tilt_INDUSTRY
2025-09-09 2025-09-10 ind_renewable_energy 0.0066 -0.0165 -0.0001 tilt_INDUSTRY
2025-09-09 2025-09-10 country_HK 0.1064 0.0039 0.0004 tilt_COUNTRY
2025-09-09 2025-09-10 ind_office_equipment -0.0172 -0.0027 0.0000 tilt_INDUSTRY
2025-09-09 2025-09-10 ind_integrated_hardware_software 0.0093 0.0001 0.0000 tilt_INDUSTRY
2025-09-09 2025-09-10 ind_textiles_apparel 0.0011 -0.0007 -0.0000 tilt_INDUSTRY
2025-09-09 2025-09-10 country_MY 0.0165 0.0006 0.0000 tilt_COUNTRY
2025-09-09 2025-09-10 ind_food_drug_retail 0.0276 0.0018 0.0000 tilt_INDUSTRY
2025-09-09 2025-09-10 quality 3.7727 0.0000 0.0001 alpha_QUALITY
2025-09-09 2025-09-10 ind_industrial_distribution 0.0330 -0.0028 -0.0001 tilt_INDUSTRY
2025-09-09 2025-09-10 fmom 0.2582 0.0002 0.0000 alpha_QUALITY
2025-09-09 2025-09-10 ind_natural_gas_utilities 0.0051 0.0048 0.0000 tilt_INDUSTRY
2025-09-09 2025-09-10 pdiscrepancy NaN NaN -0.0001 unexplained
2025-09-09 2025-09-10 country_PH 0.0031 -0.0021 -0.0000 tilt_COUNTRY
2025-09-09 2025-09-10 value_liq 0.7778 -0.0014 -0.0011 alpha_VALUE
2025-09-09 2025-09-10 ind_semiconductors 0.0217 0.0052 0.0001 tilt_INDUSTRY
2025-09-09 2025-09-10 neglect 1.1145 0.0005 0.0006 alpha_VALUE
2025-09-09 2025-09-10 ind_healthcare_equipment_supplies -0.0943 -0.0052 0.0005 tilt_INDUSTRY
2025-09-09 2025-09-10 ind_beverages -0.0568 0.0008 -0.0000 tilt_INDUSTRY
2025-09-09 2025-09-10 ind_construction_engineering 0.0522 -0.0001 -0.0000 tilt_INDUSTRY
2025-09-09 2025-09-10 fcost NaN NaN -0.0000 cost
2025-09-09 2025-09-10 stability 4.4327 0.0005 0.0020 alpha_QUALITY
2025-09-09 2025-09-10 ind_investment_services 0.0770 0.0012 0.0001 tilt_INDUSTRY
2025-09-09 2025-09-10 sbeta_market 0.0268 0.0052 0.0001 risk_exposure
2025-09-09 2025-09-10 linkage 0.6246 0.0004 0.0002 alpha_MOMENTUM
2025-09-09 2025-09-10 ind_coal -0.0468 -0.0050 0.0002 tilt_INDUSTRY
2025-09-09 2025-09-10 ind_oil_gas_equipment_services -0.0143 0.0024 -0.0000 tilt_INDUSTRY
2025-09-09 2025-09-10 ind_real_estate_operations -0.0416 0.0026 -0.0001 tilt_INDUSTRY
2025-09-09 2025-09-10 country_CN -0.0535 -0.0043 0.0002 tilt_COUNTRY
2025-09-09 2025-09-10 ind_automobile -0.0501 -0.0103 0.0005 tilt_INDUSTRY
2025-09-09 2025-09-10 ind_media_publishing 0.0175 0.0095 0.0002 tilt_INDUSTRY
2025-09-09 2025-09-10 size_LARGE 0.0659 0.0022 0.0001 tilt_SIZE
2025-09-09 2025-09-10 ind_aerospace_defense -0.0044 0.0125 -0.0001 tilt_INDUSTRY
2025-09-09 2025-09-10 ind_construction_materials -0.0006 -0.0026 0.0000 tilt_INDUSTRY
2025-09-09 2025-09-10 ind_household_products_services -0.0278 -0.0052 0.0001 tilt_INDUSTRY
2025-09-09 2025-09-10 ind_oil_gas 0.0456 -0.0010 -0.0000 tilt_INDUSTRY
2025-09-09 2025-09-10 ind_software_it_services 0.0185 0.0058 0.0001 tilt_INDUSTRY
2025-09-09 2025-09-10 impactCost NaN NaN -0.0001 cost
2025-09-09 2025-09-10 size_SMALL -0.0035 -0.0001 0.0000 tilt_SIZE
2025-09-09 2025-09-10 ind_containers_packaging 0.0052 -0.0048 -0.0000 tilt_INDUSTRY
2025-09-09 2025-09-10 country_TW 0.0368 0.0008 0.0000 tilt_COUNTRY
2025-09-09 2025-09-10 ind_passenger_transportation -0.0191 -0.0004 0.0000 tilt_INDUSTRY
2025-09-09 2025-09-10 ind_electronic_equipment -0.0530 0.0003 -0.0000 tilt_INDUSTRY
2025-09-09 2025-09-10 country_IN 0.0000 0.0080 0.0000 tilt_COUNTRY
2025-09-09 2025-09-10 ind_specialty_reatil -0.0014 0.0002 -0.0000 tilt_INDUSTRY
2025-09-09 2025-09-10 ind_commercial_services_supplies -0.0254 -0.0002 0.0000 tilt_INDUSTRY
2025-09-09 2025-09-10 ind_telecommunications_serices 0.1197 0.0089 0.0011 tilt_INDUSTRY
2025-09-09 2025-09-10 country_SG -0.0142 -0.0015 0.0000 tilt_COUNTRY
2025-09-09 2025-09-10 ind_chemicals 0.0341 -0.0096 -0.0003 tilt_INDUSTRY
2025-09-09 2025-09-10 ind_transportation_infrastructure 0.0105 0.0000 0.0000 tilt_INDUSTRY
2025-09-09 2025-09-10 sdiscrepancy NaN NaN -0.0006 unexplained
2025-09-09 2025-09-10 ind_freight_logistics -0.0350 0.0052 -0.0002 tilt_INDUSTRY
2025-09-09 2025-09-10 ind_paper_forestry 0.0000 -0.0002 0.0000 tilt_INDUSTRY
2025-09-09 2025-09-10 ind_banking_services -0.0836 0.0092 -0.0008 tilt_INDUSTRY
2025-09-09 2025-09-10 ind_uranium -0.0024 -0.0413 0.0001 tilt_INDUSTRY
2025-09-09 2025-09-10 ind_electric_utilities_ipps -0.1003 0.0027 -0.0003 tilt_INDUSTRY
2025-09-09 2025-09-10 ind_biotechnology -0.0239 -0.0046 0.0001 tilt_INDUSTRY
2025-09-09 2025-09-10 ind_multiline_utilities -0.0130 0.0058 -0.0001 tilt_INDUSTRY
2025-09-09 2025-09-10 ind_machinery 0.1438 -0.0040 -0.0006 tilt_INDUSTRY
2025-09-09 2025-09-10 ind_insurance 0.0366 0.0038 0.0001 tilt_INDUSTRY
2025-09-09 2025-09-10 ind_water_utilities -0.0080 -0.0036 0.0000 tilt_INDUSTRY
2025-09-09 2025-09-10 country_TH 0.1043 -0.0036 -0.0004 tilt_COUNTRY
2025-09-09 2025-09-10 ind_household_goods -0.0289 -0.0077 0.0002 tilt_INDUSTRY
2025-09-09 2025-09-10 ind_healthcare_providers_services 0.0136 0.0049 0.0001 tilt_INDUSTRY
2025-09-09 2025-09-10 linearCost NaN NaN -0.0001 cost
2025-09-09 2025-09-10 country_NZ -0.0058 0.0102 -0.0001 tilt_COUNTRY
2025-09-09 2025-09-10 country_JP -0.0960 0.0021 -0.0002 tilt_COUNTRY
2025-09-09 2025-09-10 ind_diversified_retail -0.0039 -0.0022 0.0000 tilt_INDUSTRY
2025-09-09 2025-09-10 ind_homebuilding_building_products -0.0328 -0.0114 0.0004 tilt_INDUSTRY
2025-09-09 2025-09-10 size_MICRO -0.0102 0.0002 -0.0000 tilt_SIZE
2025-09-09 2025-09-10 ind_metals_mining -0.0265 -0.0100 0.0003 tilt_INDUSTRY
2025-09-09 2025-09-10 country_KR -0.0997 0.0104 -0.0010 tilt_COUNTRY
2025-09-09 2025-09-10 country_AU -0.1001 0.0021 -0.0002 tilt_COUNTRY
2025-09-09 2025-09-10 ind_consumer_goods_conglomerates 0.0145 -0.0004 -0.0000 tilt_INDUSTRY
2025-09-09 2025-09-10 reversal 0.9094 0.0018 0.0017 alpha_REVERSAL
2025-09-09 2025-09-10 ind_hotels_entertainment -0.0233 -0.0011 0.0000 tilt_INDUSTRY
2025-09-09 2025-09-10 momentum -0.0955 0.0003 -0.0000 alpha_MOMENTUM
2025-09-09 2025-09-10 revision 1.3938 0.0010 0.0014 alpha_REVISION
2025-09-09 2025-09-10 country_ID 0.0000 0.0099 0.0000 tilt_COUNTRY
2025-09-09 2025-09-10 specret NaN NaN 0.0034 unexplained
2025-09-09 2025-09-10 ind_food_tobacco 0.0601 -0.0018 -0.0001 tilt_INDUSTRY
2025-09-09 2025-09-10 ind_pharmaceuticals -0.0612 -0.0049 0.0003 tilt_INDUSTRY
2025-09-09 2025-09-10 size_MID -0.0907 -0.0013 0.0001 tilt_SIZE
2025-09-09 2025-09-10 bcost NaN NaN -0.0003 cost
2025-09-09 2025-09-10 country_XH 0.0638 0.0028 0.0002 tilt_COUNTRY
2025-09-09 2025-09-10 value_gc 1.9759 0.0010 0.0020 alpha_VALUE
2025-09-09 2025-09-10 ind_fintech -0.0015 0.0037 -0.0000 tilt_INDUSTRY
2025-09-09 2025-09-10 ind_leisure_products 0.0091 0.0011 0.0000 tilt_INDUSTRY
2025-09-09 2025-09-10 ind_holding_companies 0.0070 0.0035 0.0000 tilt_INDUSTRY
2025-09-09 2025-09-10 ind_communications_equipment 0.0205 0.0074 0.0002 tilt_INDUSTRY
2025-09-09 2025-09-10 market -0.0385 -0.0033 0.0001 risk_exposure
2025-09-10 2025-09-11 bcost NaN NaN -0.0003 cost
2025-09-10 2025-09-11 ind_paper_forestry -0.0001 -0.0063 0.0000 tilt_INDUSTRY
2025-09-10 2025-09-11 ind_food_drug_retail 0.0276 -0.0008 -0.0000 tilt_INDUSTRY
2025-09-10 2025-09-11 fcost NaN NaN -0.0000 cost
2025-09-10 2025-09-11 ind_industrial_distribution 0.0355 -0.0053 -0.0002 tilt_INDUSTRY
2025-09-10 2025-09-11 country_CN -0.0635 0.0057 -0.0004 tilt_COUNTRY
2025-09-10 2025-09-11 country_NZ -0.0018 -0.0055 0.0000 tilt_COUNTRY
2025-09-10 2025-09-11 ind_uranium -0.0024 -0.0152 0.0000 tilt_INDUSTRY
2025-09-10 2025-09-11 country_SG -0.0165 0.0001 -0.0000 tilt_COUNTRY
2025-09-10 2025-09-11 ind_specialty_reatil -0.0019 -0.0036 0.0000 tilt_INDUSTRY
2025-09-10 2025-09-11 ind_renewable_energy 0.0078 -0.0085 -0.0001 tilt_INDUSTRY
2025-09-10 2025-09-11 revision 1.4409 0.0020 0.0028 alpha_REVISION
2025-09-10 2025-09-11 neglect 1.1470 -0.0003 -0.0003 alpha_VALUE
2025-09-10 2025-09-11 ind_textiles_apparel 0.0002 -0.0056 -0.0000 tilt_INDUSTRY
2025-09-10 2025-09-11 ind_multiline_utilities -0.0131 0.0066 -0.0001 tilt_INDUSTRY
2025-09-10 2025-09-11 ind_food_tobacco 0.0618 0.0019 0.0001 tilt_INDUSTRY
2025-09-10 2025-09-11 specret NaN NaN -0.0035 unexplained
2025-09-10 2025-09-11 country_MY 0.0168 -0.0007 -0.0000 tilt_COUNTRY
2025-09-10 2025-09-11 ind_water_utilities -0.0081 0.0004 -0.0000 tilt_INDUSTRY
2025-09-10 2025-09-11 ind_software_it_services 0.0094 0.0014 0.0000 tilt_INDUSTRY
2025-09-10 2025-09-11 ind_aerospace_defense -0.0051 0.0027 -0.0000 tilt_INDUSTRY
2025-09-10 2025-09-11 ind_coal -0.0465 -0.0066 0.0003 tilt_INDUSTRY
2025-09-10 2025-09-11 ind_electronic_equipment -0.0531 0.0107 -0.0006 tilt_INDUSTRY
2025-09-10 2025-09-11 ind_diversified_retail -0.0039 -0.0048 0.0000 tilt_INDUSTRY
2025-09-10 2025-09-11 size_SMALL -0.0046 -0.0022 0.0000 tilt_SIZE
2025-09-10 2025-09-11 ind_automobile -0.0511 -0.0066 0.0003 tilt_INDUSTRY
2025-09-10 2025-09-11 ind_household_products_services -0.0296 -0.0035 0.0001 tilt_INDUSTRY
2025-09-10 2025-09-11 ind_fintech -0.0015 0.0046 -0.0000 tilt_INDUSTRY
2025-09-10 2025-09-11 sbeta_market 0.0136 0.0123 0.0002 risk_exposure
2025-09-10 2025-09-11 ind_beverages -0.0542 -0.0049 0.0003 tilt_INDUSTRY
2025-09-10 2025-09-11 ind_pharmaceuticals -0.0510 -0.0079 0.0004 tilt_INDUSTRY
2025-09-10 2025-09-11 size_MICRO -0.0088 -0.0066 0.0001 tilt_SIZE
2025-09-10 2025-09-11 momentum -0.1179 0.0013 -0.0002 alpha_MOMENTUM
2025-09-10 2025-09-11 country_AU -0.1003 -0.0036 0.0004 tilt_COUNTRY
2025-09-10 2025-09-11 ind_homebuilding_building_products -0.0326 -0.0063 0.0002 tilt_INDUSTRY
2025-09-10 2025-09-11 country_KR -0.1004 0.0037 -0.0004 tilt_COUNTRY
2025-09-10 2025-09-11 ind_computers_phones_household_electronics 0.0691 0.0049 0.0003 tilt_INDUSTRY
2025-09-10 2025-09-11 country_TW 0.0356 -0.0211 -0.0007 tilt_COUNTRY
2025-09-10 2025-09-11 ind_commercial_services_supplies -0.0271 -0.0026 0.0001 tilt_INDUSTRY
2025-09-10 2025-09-11 ind_freight_logistics -0.0349 -0.0052 0.0002 tilt_INDUSTRY
2025-09-10 2025-09-11 ind_investment_services 0.0806 0.0035 0.0003 tilt_INDUSTRY
2025-09-10 2025-09-11 ind_communications_equipment 0.0175 0.0124 0.0002 tilt_INDUSTRY
2025-09-10 2025-09-11 ind_passenger_transportation -0.0200 -0.0068 0.0001 tilt_INDUSTRY
2025-09-10 2025-09-11 country_PH 0.0033 0.0001 0.0000 tilt_COUNTRY
2025-09-10 2025-09-11 ind_household_goods -0.0306 -0.0070 0.0002 tilt_INDUSTRY
2025-09-10 2025-09-11 country_JP -0.0959 -0.0032 0.0003 tilt_COUNTRY
2025-09-10 2025-09-11 ind_integrated_hardware_software 0.0094 0.0105 0.0001 tilt_INDUSTRY
2025-09-10 2025-09-11 ind_semiconductors 0.0216 0.0149 0.0003 tilt_INDUSTRY
2025-09-10 2025-09-11 ind_insurance 0.0393 -0.0049 -0.0002 tilt_INDUSTRY
2025-09-10 2025-09-11 ind_healthcare_providers_services 0.0125 -0.0044 -0.0001 tilt_INDUSTRY
2025-09-10 2025-09-11 ind_banking_services -0.0899 -0.0013 0.0001 tilt_INDUSTRY
2025-09-10 2025-09-11 ind_electric_utilities_ipps -0.1028 0.0010 -0.0001 tilt_INDUSTRY
2025-09-10 2025-09-11 country_IN 0.0000 0.0015 0.0000 tilt_COUNTRY
2025-09-10 2025-09-11 ind_construction_materials -0.0005 -0.0045 0.0000 tilt_INDUSTRY
2025-09-10 2025-09-11 stability 4.4271 0.0004 0.0019 alpha_QUALITY
2025-09-10 2025-09-11 impactCost NaN NaN -0.0002 cost
2025-09-10 2025-09-11 ind_machinery 0.1455 0.0029 0.0004 tilt_INDUSTRY
2025-09-10 2025-09-11 country_ID 0.0000 0.0105 0.0000 tilt_COUNTRY
2025-09-10 2025-09-11 country_TH 0.1044 0.0039 0.0004 tilt_COUNTRY
2025-09-10 2025-09-11 ind_healthcare_equipment_supplies -0.0954 -0.0024 0.0002 tilt_INDUSTRY
2025-09-10 2025-09-11 ind_media_publishing 0.0208 -0.0114 -0.0002 tilt_INDUSTRY
2025-09-10 2025-09-11 ind_hotels_entertainment -0.0228 -0.0057 0.0001 tilt_INDUSTRY
2025-09-10 2025-09-11 ind_metals_mining -0.0212 -0.0005 0.0000 tilt_INDUSTRY
2025-09-10 2025-09-11 country_XH 0.0632 -0.0105 -0.0007 tilt_COUNTRY
2025-09-10 2025-09-11 fmom 0.2783 0.0003 0.0001 alpha_QUALITY
2025-09-10 2025-09-11 ind_holding_companies 0.0069 -0.0165 -0.0001 tilt_INDUSTRY
2025-09-10 2025-09-11 linkage 0.6229 -0.0002 -0.0001 alpha_MOMENTUM
2025-09-10 2025-09-11 market -0.0476 -0.0047 0.0002 risk_exposure
2025-09-10 2025-09-11 linearCost NaN NaN -0.0002 cost
2025-09-10 2025-09-11 value_liq 0.7697 -0.0006 -0.0005 alpha_VALUE
2025-09-10 2025-09-11 ind_oil_gas_equipment_services -0.0146 -0.0028 0.0000 tilt_INDUSTRY
2025-09-10 2025-09-11 ind_construction_engineering 0.0521 0.0012 0.0001 tilt_INDUSTRY
2025-09-10 2025-09-11 value_gc 1.9731 -0.0000 -0.0000 alpha_VALUE
2025-09-10 2025-09-11 ind_real_estate_operations -0.0452 -0.0041 0.0002 tilt_INDUSTRY
2025-09-10 2025-09-11 sdiscrepancy NaN NaN 0.0003 unexplained
2025-09-10 2025-09-11 ind_biotechnology -0.0221 -0.0234 0.0005 tilt_INDUSTRY
2025-09-10 2025-09-11 ind_transportation_infrastructure 0.0112 -0.0011 -0.0000 tilt_INDUSTRY
2025-09-10 2025-09-11 reversal 0.7993 0.0022 0.0017 alpha_REVERSAL
2025-09-10 2025-09-11 ind_containers_packaging 0.0052 -0.0044 -0.0000 tilt_INDUSTRY
2025-09-10 2025-09-11 ind_telecommunications_serices 0.1195 0.0073 0.0009 tilt_INDUSTRY
2025-09-10 2025-09-11 ind_natural_gas_utilities 0.0047 0.0072 0.0000 tilt_INDUSTRY
2025-09-10 2025-09-11 ind_office_equipment -0.0172 -0.0003 0.0000 tilt_INDUSTRY
2025-09-10 2025-09-11 size_LARGE 0.0654 -0.0003 -0.0000 tilt_SIZE
2025-09-10 2025-09-11 size_MID -0.0996 0.0025 -0.0002 tilt_SIZE
2025-09-10 2025-09-11 ind_consumer_goods_conglomerates 0.0147 0.0048 0.0001 tilt_INDUSTRY
2025-09-10 2025-09-11 ind_leisure_products 0.0094 -0.0023 -0.0000 tilt_INDUSTRY
2025-09-10 2025-09-11 pdiscrepancy NaN NaN -0.0000 unexplained
2025-09-10 2025-09-11 ind_chemicals 0.0174 -0.0027 -0.0000 tilt_INDUSTRY
2025-09-10 2025-09-11 country_HK 0.1078 -0.0031 -0.0003 tilt_COUNTRY
2025-09-10 2025-09-11 ind_oil_gas 0.0517 0.0043 0.0002 tilt_INDUSTRY
2025-09-10 2025-09-11 quality 3.7909 -0.0000 -0.0001 alpha_QUALITY
2025-09-11 2025-09-12 ind_construction_materials -0.0004 0.0034 -0.0000 tilt_INDUSTRY
2025-09-11 2025-09-12 ind_semiconductors 0.0171 0.0039 0.0001 tilt_INDUSTRY
2025-09-11 2025-09-12 ind_automobile -0.0519 -0.0048 0.0002 tilt_INDUSTRY
2025-09-11 2025-09-12 ind_household_products_services -0.0316 -0.0044 0.0001 tilt_INDUSTRY
2025-09-11 2025-09-12 ind_media_publishing 0.0256 0.0036 0.0001 tilt_INDUSTRY
2025-09-11 2025-09-12 ind_healthcare_providers_services 0.0114 -0.0010 -0.0000 tilt_INDUSTRY
2025-09-11 2025-09-12 country_SG -0.0187 0.0026 -0.0000 tilt_COUNTRY
2025-09-11 2025-09-12 ind_insurance 0.0414 -0.0026 -0.0001 tilt_INDUSTRY
2025-09-11 2025-09-12 size_SMALL -0.0029 -0.0002 0.0000 tilt_SIZE
2025-09-11 2025-09-12 reversal 0.8076 -0.0006 -0.0005 alpha_REVERSAL
2025-09-11 2025-09-12 ind_real_estate_operations -0.0471 0.0098 -0.0005 tilt_INDUSTRY
2025-09-11 2025-09-12 sbeta_market 0.0188 0.0056 0.0001 risk_exposure
2025-09-11 2025-09-12 country_TH 0.1035 0.0056 0.0006 tilt_COUNTRY
2025-09-11 2025-09-12 ind_containers_packaging 0.0052 0.0006 0.0000 tilt_INDUSTRY
2025-09-11 2025-09-12 ind_oil_gas 0.0482 -0.0071 -0.0003 tilt_INDUSTRY
2025-09-11 2025-09-12 stability 4.4067 -0.0004 -0.0019 alpha_QUALITY
2025-09-11 2025-09-12 ind_integrated_hardware_software 0.0094 0.0057 0.0001 tilt_INDUSTRY
2025-09-11 2025-09-12 ind_transportation_infrastructure 0.0119 0.0036 0.0000 tilt_INDUSTRY
2025-09-11 2025-09-12 ind_specialty_reatil -0.0041 0.0010 -0.0000 tilt_INDUSTRY
2025-09-11 2025-09-12 country_HK 0.1087 0.0009 0.0001 tilt_COUNTRY
2025-09-11 2025-09-12 ind_metals_mining -0.0186 0.0134 -0.0002 tilt_INDUSTRY
2025-09-11 2025-09-12 country_NZ 0.0000 0.0041 0.0000 tilt_COUNTRY
2025-09-11 2025-09-12 ind_oil_gas_equipment_services -0.0147 0.0025 -0.0000 tilt_INDUSTRY
2025-09-11 2025-09-12 ind_homebuilding_building_products -0.0327 -0.0031 0.0001 tilt_INDUSTRY
2025-09-11 2025-09-12 ind_commercial_services_supplies -0.0314 0.0016 -0.0001 tilt_INDUSTRY
2025-09-11 2025-09-12 country_ID 0.0000 0.0131 0.0000 tilt_COUNTRY
2025-09-11 2025-09-12 ind_freight_logistics -0.0342 0.0020 -0.0001 tilt_INDUSTRY
2025-09-11 2025-09-12 ind_diversified_retail -0.0051 -0.0003 0.0000 tilt_INDUSTRY
2025-09-11 2025-09-12 ind_telecommunications_serices 0.1198 -0.0009 -0.0001 tilt_INDUSTRY
2025-09-11 2025-09-12 ind_leisure_products 0.0103 -0.0006 -0.0000 tilt_INDUSTRY
2025-09-11 2025-09-12 ind_fintech -0.0016 -0.0114 0.0000 tilt_INDUSTRY
2025-09-11 2025-09-12 size_MID -0.0968 -0.0016 0.0002 tilt_SIZE
2025-09-11 2025-09-12 ind_multiline_utilities -0.0132 0.0059 -0.0001 tilt_INDUSTRY
2025-09-11 2025-09-12 ind_pharmaceuticals -0.0373 0.0037 -0.0001 tilt_INDUSTRY
2025-09-11 2025-09-12 country_IN 0.0000 0.0050 0.0000 tilt_COUNTRY
2025-09-11 2025-09-12 ind_electronic_equipment -0.0465 -0.0009 0.0000 tilt_INDUSTRY
2025-09-11 2025-09-12 size_MICRO -0.0085 0.0016 -0.0000 tilt_SIZE
2025-09-11 2025-09-12 momentum -0.1353 -0.0003 0.0000 alpha_MOMENTUM
2025-09-11 2025-09-12 country_MY 0.0176 0.0088 0.0002 tilt_COUNTRY
2025-09-11 2025-09-12 ind_hotels_entertainment -0.0226 -0.0002 0.0000 tilt_INDUSTRY
2025-09-11 2025-09-12 country_XH 0.0574 0.0025 0.0001 tilt_COUNTRY
2025-09-11 2025-09-12 country_KR -0.1011 0.0082 -0.0008 tilt_COUNTRY
2025-09-11 2025-09-12 fmom 0.3126 0.0002 0.0001 alpha_QUALITY
2025-09-11 2025-09-12 pdiscrepancy NaN NaN -0.0000 unexplained
2025-09-11 2025-09-12 ind_electric_utilities_ipps -0.1048 -0.0000 0.0000 tilt_INDUSTRY
2025-09-11 2025-09-12 ind_uranium -0.0024 -0.0131 0.0000 tilt_INDUSTRY
2025-09-11 2025-09-12 linearCost NaN NaN -0.0001 cost
2025-09-11 2025-09-12 ind_industrial_distribution 0.0383 -0.0018 -0.0001 tilt_INDUSTRY
2025-09-11 2025-09-12 bcost NaN NaN -0.0003 cost
2025-09-11 2025-09-12 ind_biotechnology -0.0203 0.0092 -0.0002 tilt_INDUSTRY
2025-09-11 2025-09-12 ind_beverages -0.0520 -0.0083 0.0004 tilt_INDUSTRY
2025-09-11 2025-09-12 ind_office_equipment -0.0173 0.0005 -0.0000 tilt_INDUSTRY
2025-09-11 2025-09-12 ind_computers_phones_household_electronics 0.0692 0.0049 0.0003 tilt_INDUSTRY
2025-09-11 2025-09-12 ind_banking_services -0.0798 -0.0015 0.0001 tilt_INDUSTRY
2025-09-11 2025-09-12 country_AU -0.1012 0.0050 -0.0005 tilt_COUNTRY
2025-09-11 2025-09-12 quality 3.7993 -0.0010 -0.0039 alpha_QUALITY
2025-09-11 2025-09-12 revision 1.4186 -0.0006 -0.0009 alpha_REVISION
2025-09-11 2025-09-12 ind_chemicals 0.0148 0.0002 0.0000 tilt_INDUSTRY
2025-09-11 2025-09-12 country_TW 0.0377 0.0054 0.0002 tilt_COUNTRY
2025-09-11 2025-09-12 country_PH 0.0034 -0.0030 -0.0000 tilt_COUNTRY
2025-09-11 2025-09-12 value_gc 1.9833 0.0000 0.0001 alpha_VALUE
2025-09-11 2025-09-12 value_liq 0.7895 -0.0008 -0.0006 alpha_VALUE
2025-09-11 2025-09-12 ind_coal -0.0467 0.0016 -0.0001 tilt_INDUSTRY
2025-09-11 2025-09-12 ind_aerospace_defense -0.0054 0.0040 -0.0000 tilt_INDUSTRY
2025-09-11 2025-09-12 ind_consumer_goods_conglomerates 0.0152 -0.0037 -0.0001 tilt_INDUSTRY
2025-09-11 2025-09-12 ind_software_it_services 0.0029 -0.0001 -0.0000 tilt_INDUSTRY
2025-09-11 2025-09-12 ind_healthcare_equipment_supplies -0.0949 -0.0030 0.0003 tilt_INDUSTRY
2025-09-11 2025-09-12 ind_investment_services 0.0811 -0.0062 -0.0005 tilt_INDUSTRY
2025-09-11 2025-09-12 sdiscrepancy NaN NaN -0.0005 unexplained
2025-09-11 2025-09-12 ind_passenger_transportation -0.0206 -0.0012 0.0000 tilt_INDUSTRY
2025-09-11 2025-09-12 fcost NaN NaN -0.0000 cost
2025-09-11 2025-09-12 ind_renewable_energy 0.0088 -0.0101 -0.0001 tilt_INDUSTRY
2025-09-11 2025-09-12 size_LARGE 0.0698 0.0025 0.0002 tilt_SIZE
2025-09-11 2025-09-12 specret NaN NaN 0.0004 unexplained
2025-09-11 2025-09-12 ind_household_goods -0.0292 -0.0081 0.0002 tilt_INDUSTRY
2025-09-11 2025-09-12 ind_holding_companies 0.0068 -0.0064 -0.0000 tilt_INDUSTRY
2025-09-11 2025-09-12 ind_food_drug_retail 0.0278 -0.0004 -0.0000 tilt_INDUSTRY
2025-09-11 2025-09-12 country_CN -0.0524 -0.0054 0.0003 tilt_COUNTRY
2025-09-11 2025-09-12 ind_construction_engineering 0.0517 0.0033 0.0002 tilt_INDUSTRY
2025-09-11 2025-09-12 ind_natural_gas_utilities 0.0045 0.0005 0.0000 tilt_INDUSTRY
2025-09-11 2025-09-12 ind_communications_equipment 0.0063 -0.0031 -0.0000 tilt_INDUSTRY
2025-09-11 2025-09-12 linkage 0.5852 -0.0004 -0.0003 alpha_MOMENTUM
2025-09-11 2025-09-12 market -0.0384 -0.0043 0.0002 risk_exposure
2025-09-11 2025-09-12 neglect 1.1967 0.0009 0.0011 alpha_VALUE
2025-09-11 2025-09-12 impactCost NaN NaN -0.0001 cost
2025-09-11 2025-09-12 ind_paper_forestry -0.0005 0.0015 -0.0000 tilt_INDUSTRY
2025-09-11 2025-09-12 ind_food_tobacco 0.0616 -0.0035 -0.0002 tilt_INDUSTRY
2025-09-11 2025-09-12 ind_machinery 0.1478 -0.0032 -0.0005 tilt_INDUSTRY
2025-09-11 2025-09-12 ind_water_utilities -0.0080 0.0017 -0.0000 tilt_INDUSTRY
2025-09-11 2025-09-12 country_JP -0.0933 0.0030 -0.0003 tilt_COUNTRY
2025-09-11 2025-09-12 ind_textiles_apparel -0.0001 -0.0056 0.0000 tilt_INDUSTRY
2025-09-12 2025-09-15 ind_investment_services 0.0797 -0.0007 -0.0001 tilt_INDUSTRY
2025-09-12 2025-09-15 size_MICRO -0.0090 0.0015 -0.0000 tilt_SIZE
2025-09-12 2025-09-15 country_KR -0.1001 0.0052 -0.0005 tilt_COUNTRY
2025-09-12 2025-09-15 ind_freight_logistics -0.0381 0.0010 -0.0000 tilt_INDUSTRY
2025-09-12 2025-09-15 ind_renewable_energy 0.0086 0.0018 0.0000 tilt_INDUSTRY
2025-09-12 2025-09-15 stability 4.3902 -0.0002 -0.0009 alpha_QUALITY
2025-09-12 2025-09-15 ind_chemicals 0.0222 -0.0015 -0.0000 tilt_INDUSTRY
2025-09-12 2025-09-15 ind_textiles_apparel -0.0019 -0.0000 0.0000 tilt_INDUSTRY
2025-09-12 2025-09-15 ind_passenger_transportation -0.0209 0.0003 -0.0000 tilt_INDUSTRY
2025-09-12 2025-09-15 ind_electric_utilities_ipps -0.1075 0.0007 -0.0001 tilt_INDUSTRY
2025-09-12 2025-09-15 linearCost NaN NaN -0.0001 cost
2025-09-12 2025-09-15 linkage 0.6256 -0.0005 -0.0003 alpha_MOMENTUM
2025-09-12 2025-09-15 ind_uranium -0.0025 0.0234 -0.0001 tilt_INDUSTRY
2025-09-12 2025-09-15 ind_industrial_distribution 0.0394 -0.0004 -0.0000 tilt_INDUSTRY
2025-09-12 2025-09-15 country_NZ 0.0000 -0.0008 0.0000 tilt_COUNTRY
2025-09-12 2025-09-15 ind_oil_gas_equipment_services -0.0148 0.0148 -0.0002 tilt_INDUSTRY
2025-09-12 2025-09-15 ind_metals_mining -0.0213 -0.0043 0.0001 tilt_INDUSTRY
2025-09-12 2025-09-15 fmom 0.3203 -0.0003 -0.0001 alpha_QUALITY
2025-09-12 2025-09-15 sdiscrepancy NaN NaN -0.0002 unexplained
2025-09-12 2025-09-15 ind_healthcare_providers_services 0.0097 -0.0032 -0.0000 tilt_INDUSTRY
2025-09-12 2025-09-15 ind_natural_gas_utilities 0.0045 0.0005 0.0000 tilt_INDUSTRY
2025-09-12 2025-09-15 size_MID -0.1046 -0.0004 0.0000 tilt_SIZE
2025-09-12 2025-09-15 ind_telecommunications_serices 0.1203 -0.0024 -0.0003 tilt_INDUSTRY
2025-09-12 2025-09-15 ind_fintech -0.0016 0.0037 -0.0000 tilt_INDUSTRY
2025-09-12 2025-09-15 ind_pharmaceuticals -0.0316 0.0000 -0.0000 tilt_INDUSTRY
2025-09-12 2025-09-15 ind_water_utilities -0.0079 0.0001 -0.0000 tilt_INDUSTRY
2025-09-12 2025-09-15 ind_multiline_utilities -0.0132 0.0078 -0.0001 tilt_INDUSTRY
2025-09-12 2025-09-15 value_gc 2.0204 -0.0008 -0.0015 alpha_VALUE
2025-09-12 2025-09-15 neglect 1.2202 -0.0003 -0.0004 alpha_VALUE
2025-09-12 2025-09-15 country_ID 0.0000 0.0072 0.0000 tilt_COUNTRY
2025-09-12 2025-09-15 ind_electronic_equipment -0.0411 -0.0028 0.0001 tilt_INDUSTRY
2025-09-12 2025-09-15 country_IN 0.0000 0.0059 0.0000 tilt_COUNTRY
2025-09-12 2025-09-15 ind_leisure_products 0.0110 0.0019 0.0000 tilt_INDUSTRY
2025-09-12 2025-09-15 ind_insurance 0.0407 -0.0031 -0.0001 tilt_INDUSTRY
2025-09-12 2025-09-15 momentum -0.1041 -0.0006 0.0001 alpha_MOMENTUM
2025-09-12 2025-09-15 ind_machinery 0.1510 0.0004 0.0001 tilt_INDUSTRY
2025-09-12 2025-09-15 ind_hotels_entertainment -0.0215 0.0032 -0.0001 tilt_INDUSTRY
2025-09-12 2025-09-15 ind_healthcare_equipment_supplies -0.0949 -0.0018 0.0002 tilt_INDUSTRY
2025-09-12 2025-09-15 country_AU -0.1061 0.0028 -0.0003 tilt_COUNTRY
2025-09-12 2025-09-15 ind_diversified_retail -0.0063 0.0004 -0.0000 tilt_INDUSTRY
2025-09-12 2025-09-15 ind_software_it_services 0.0018 -0.0002 -0.0000 tilt_INDUSTRY
2025-09-12 2025-09-15 ind_food_drug_retail 0.0280 0.0014 0.0000 tilt_INDUSTRY
2025-09-12 2025-09-15 quality 3.8114 0.0003 0.0012 alpha_QUALITY
2025-09-12 2025-09-15 ind_communications_equipment -0.0001 -0.0095 0.0000 tilt_INDUSTRY
2025-09-12 2025-09-15 country_TH 0.1019 0.0075 0.0008 tilt_COUNTRY
2025-09-12 2025-09-15 country_CN -0.0558 -0.0012 0.0001 tilt_COUNTRY
2025-09-12 2025-09-15 ind_household_products_services -0.0324 0.0001 -0.0000 tilt_INDUSTRY
2025-09-12 2025-09-15 ind_coal -0.0478 0.0145 -0.0007 tilt_INDUSTRY
2025-09-12 2025-09-15 ind_construction_materials -0.0003 0.0018 -0.0000 tilt_INDUSTRY
2025-09-12 2025-09-15 ind_real_estate_operations -0.0485 0.0026 -0.0001 tilt_INDUSTRY
2025-09-12 2025-09-15 ind_containers_packaging 0.0052 0.0001 0.0000 tilt_INDUSTRY
2025-09-12 2025-09-15 sbeta_market 0.0102 0.0010 0.0000 risk_exposure
2025-09-12 2025-09-15 country_JP -0.0913 0.0013 -0.0001 tilt_COUNTRY
2025-09-12 2025-09-15 country_PH 0.0033 -0.0099 -0.0000 tilt_COUNTRY
2025-09-12 2025-09-15 ind_integrated_hardware_software 0.0097 -0.0067 -0.0001 tilt_INDUSTRY
2025-09-12 2025-09-15 country_TW 0.0396 -0.0046 -0.0002 tilt_COUNTRY
2025-09-12 2025-09-15 market -0.0468 -0.0028 0.0001 risk_exposure
2025-09-12 2025-09-15 country_HK 0.1079 -0.0021 -0.0002 tilt_COUNTRY
2025-09-12 2025-09-15 reversal 0.7640 -0.0004 -0.0003 alpha_REVERSAL
2025-09-12 2025-09-15 country_MY 0.0181 0.0021 0.0000 tilt_COUNTRY
2025-09-12 2025-09-15 ind_oil_gas 0.0435 0.0040 0.0002 tilt_INDUSTRY
2025-09-12 2025-09-15 ind_semiconductors 0.0038 0.0006 0.0000 tilt_INDUSTRY
2025-09-12 2025-09-15 ind_specialty_reatil -0.0059 0.0013 -0.0000 tilt_INDUSTRY
2025-09-12 2025-09-15 country_SG -0.0188 0.0012 -0.0000 tilt_COUNTRY
2025-09-12 2025-09-15 ind_transportation_infrastructure 0.0119 0.0019 0.0000 tilt_INDUSTRY
2025-09-12 2025-09-15 ind_food_tobacco 0.0591 0.0032 0.0002 tilt_INDUSTRY
2025-09-12 2025-09-15 impactCost NaN NaN -0.0001 cost
2025-09-12 2025-09-15 ind_paper_forestry -0.0008 0.0078 -0.0000 tilt_INDUSTRY
2025-09-12 2025-09-15 ind_aerospace_defense -0.0054 -0.0052 0.0000 tilt_INDUSTRY
2025-09-12 2025-09-15 size_SMALL -0.0078 -0.0009 0.0000 tilt_SIZE
2025-09-12 2025-09-15 ind_consumer_goods_conglomerates 0.0155 0.0005 0.0000 tilt_INDUSTRY
2025-09-12 2025-09-15 revision 1.3969 -0.0007 -0.0010 alpha_REVISION
2025-09-12 2025-09-15 bcost NaN NaN -0.0008 cost
2025-09-12 2025-09-15 pdiscrepancy NaN NaN -0.0004 unexplained
2025-09-12 2025-09-15 ind_holding_companies 0.0019 -0.0140 -0.0000 tilt_INDUSTRY
2025-09-12 2025-09-15 country_XH 0.0544 -0.0038 -0.0002 tilt_COUNTRY
2025-09-12 2025-09-15 ind_computers_phones_household_electronics 0.0691 0.0018 0.0001 tilt_INDUSTRY
2025-09-12 2025-09-15 fcost NaN NaN -0.0001 cost
2025-09-12 2025-09-15 ind_banking_services -0.0603 -0.0023 0.0001 tilt_INDUSTRY
2025-09-12 2025-09-15 specret NaN NaN -0.0084 unexplained
2025-09-12 2025-09-15 value_liq 0.8377 0.0011 0.0009 alpha_VALUE
2025-09-12 2025-09-15 ind_commercial_services_supplies -0.0329 0.0032 -0.0001 tilt_INDUSTRY
2025-09-12 2025-09-15 ind_household_goods -0.0277 -0.0001 0.0000 tilt_INDUSTRY
2025-09-12 2025-09-15 ind_biotechnology -0.0214 0.0025 -0.0001 tilt_INDUSTRY
2025-09-12 2025-09-15 ind_construction_engineering 0.0504 0.0016 0.0001 tilt_INDUSTRY
2025-09-12 2025-09-15 ind_automobile -0.0517 0.0057 -0.0003 tilt_INDUSTRY
2025-09-12 2025-09-15 size_LARGE 0.0745 0.0017 0.0001 tilt_SIZE
2025-09-12 2025-09-15 ind_office_equipment -0.0175 0.0019 -0.0000 tilt_INDUSTRY
2025-09-12 2025-09-15 ind_beverages -0.0509 -0.0013 0.0001 tilt_INDUSTRY
2025-09-12 2025-09-15 ind_media_publishing 0.0287 -0.0020 -0.0001 tilt_INDUSTRY
2025-09-12 2025-09-15 ind_homebuilding_building_products -0.0328 0.0023 -0.0001 tilt_INDUSTRY
2025-09-15 2025-09-16 pdiscrepancy NaN NaN -0.0000 unexplained
2025-09-15 2025-09-16 ind_freight_logistics -0.0391 0.0037 -0.0001 tilt_INDUSTRY
2025-09-15 2025-09-16 bcost NaN NaN -0.0003 cost
2025-09-15 2025-09-16 ind_electric_utilities_ipps -0.1092 -0.0009 0.0001 tilt_INDUSTRY
2025-09-15 2025-09-16 ind_passenger_transportation -0.0198 0.0068 -0.0001 tilt_INDUSTRY
2025-09-15 2025-09-16 ind_transportation_infrastructure 0.0119 0.0081 0.0001 tilt_INDUSTRY
2025-09-15 2025-09-16 ind_communications_equipment 0.0008 0.0051 0.0000 tilt_INDUSTRY
2025-09-15 2025-09-16 ind_beverages -0.0511 0.0006 -0.0000 tilt_INDUSTRY
2025-09-15 2025-09-16 reversal 0.8947 0.0003 0.0002 alpha_REVERSAL
2025-09-15 2025-09-16 ind_chemicals 0.0288 -0.0055 -0.0002 tilt_INDUSTRY
2025-09-15 2025-09-16 ind_commercial_services_supplies -0.0319 -0.0008 0.0000 tilt_INDUSTRY
2025-09-15 2025-09-16 ind_investment_services 0.0788 -0.0034 -0.0003 tilt_INDUSTRY
2025-09-15 2025-09-16 ind_software_it_services 0.0008 0.0004 0.0000 tilt_INDUSTRY
2025-09-15 2025-09-16 ind_telecommunications_serices 0.1198 0.0037 0.0004 tilt_INDUSTRY
2025-09-15 2025-09-16 ind_banking_services -0.0552 -0.0019 0.0001 tilt_INDUSTRY
2025-09-15 2025-09-16 ind_insurance 0.0343 -0.0080 -0.0003 tilt_INDUSTRY
2025-09-15 2025-09-16 ind_holding_companies 0.0018 -0.0001 -0.0000 tilt_INDUSTRY
2025-09-15 2025-09-16 ind_water_utilities -0.0079 -0.0012 0.0000 tilt_INDUSTRY
2025-09-15 2025-09-16 ind_healthcare_providers_services 0.0082 -0.0034 -0.0000 tilt_INDUSTRY
2025-09-15 2025-09-16 country_TH 0.0991 0.0113 0.0011 tilt_COUNTRY
2025-09-15 2025-09-16 country_IN 0.0000 0.0098 0.0000 tilt_COUNTRY
2025-09-15 2025-09-16 ind_biotechnology -0.0211 -0.0115 0.0002 tilt_INDUSTRY
2025-09-15 2025-09-16 ind_consumer_goods_conglomerates 0.0152 -0.0073 -0.0001 tilt_INDUSTRY
2025-09-15 2025-09-16 sdiscrepancy NaN NaN -0.0001 unexplained
2025-09-15 2025-09-16 ind_uranium -0.0024 0.0487 -0.0001 tilt_INDUSTRY
2025-09-15 2025-09-16 ind_fintech -0.0016 0.0059 -0.0000 tilt_INDUSTRY
2025-09-15 2025-09-16 ind_coal -0.0479 0.0065 -0.0003 tilt_INDUSTRY
2025-09-15 2025-09-16 country_PH 0.0034 0.0122 0.0000 tilt_COUNTRY
2025-09-15 2025-09-16 ind_specialty_reatil -0.0060 -0.0018 0.0000 tilt_INDUSTRY
2025-09-15 2025-09-16 country_TW 0.0372 0.0023 0.0001 tilt_COUNTRY
2025-09-15 2025-09-16 market -0.0506 -0.0076 0.0004 risk_exposure
2025-09-15 2025-09-16 ind_semiconductors -0.0030 0.0046 -0.0000 tilt_INDUSTRY
2025-09-15 2025-09-16 ind_aerospace_defense -0.0060 -0.0013 0.0000 tilt_INDUSTRY
2025-09-15 2025-09-16 impactCost NaN NaN -0.0001 cost
2025-09-15 2025-09-16 country_SG -0.0190 0.0043 -0.0001 tilt_COUNTRY
2025-09-15 2025-09-16 ind_oil_gas 0.0507 0.0014 0.0001 tilt_INDUSTRY
2025-09-15 2025-09-16 ind_paper_forestry -0.0014 -0.0013 0.0000 tilt_INDUSTRY
2025-09-15 2025-09-16 country_NZ 0.0000 0.0068 0.0000 tilt_COUNTRY
2025-09-15 2025-09-16 country_ID 0.0000 0.0037 0.0000 tilt_COUNTRY
2025-09-15 2025-09-16 sbeta_market 0.0080 0.0107 0.0001 risk_exposure
2025-09-15 2025-09-16 ind_household_products_services -0.0336 0.0004 -0.0000 tilt_INDUSTRY
2025-09-15 2025-09-16 ind_construction_engineering 0.0503 0.0003 0.0000 tilt_INDUSTRY
2025-09-15 2025-09-16 revision 1.3882 -0.0012 -0.0017 alpha_REVISION
2025-09-15 2025-09-16 fcost NaN NaN -0.0000 cost
2025-09-15 2025-09-16 ind_real_estate_operations -0.0493 0.0002 -0.0000 tilt_INDUSTRY
2025-09-15 2025-09-16 ind_textiles_apparel -0.0020 0.0074 -0.0000 tilt_INDUSTRY
2025-09-15 2025-09-16 neglect 1.2237 0.0006 0.0008 alpha_VALUE
2025-09-15 2025-09-16 ind_household_goods -0.0278 0.0033 -0.0001 tilt_INDUSTRY
2025-09-15 2025-09-16 ind_natural_gas_utilities 0.0045 0.0046 0.0000 tilt_INDUSTRY
2025-09-15 2025-09-16 ind_food_drug_retail 0.0274 -0.0013 -0.0000 tilt_INDUSTRY
2025-09-15 2025-09-16 value_gc 2.0490 -0.0006 -0.0011 alpha_VALUE
2025-09-15 2025-09-16 ind_healthcare_equipment_supplies -0.0955 0.0022 -0.0002 tilt_INDUSTRY
2025-09-15 2025-09-16 ind_integrated_hardware_software 0.0105 0.0089 0.0001 tilt_INDUSTRY
2025-09-15 2025-09-16 ind_machinery 0.1500 0.0018 0.0003 tilt_INDUSTRY
2025-09-15 2025-09-16 ind_renewable_energy 0.0086 -0.0014 -0.0000 tilt_INDUSTRY
2025-09-15 2025-09-16 quality 3.8502 -0.0002 -0.0008 alpha_QUALITY
2025-09-15 2025-09-16 country_CN -0.0556 -0.0030 0.0002 tilt_COUNTRY
2025-09-15 2025-09-16 linkage 0.6463 -0.0002 -0.0001 alpha_MOMENTUM
2025-09-15 2025-09-16 specret NaN NaN -0.0057 unexplained
2025-09-15 2025-09-16 size_LARGE 0.0710 -0.0019 -0.0001 tilt_SIZE
2025-09-15 2025-09-16 country_MY 0.0181 0.0033 0.0001 tilt_COUNTRY
2025-09-15 2025-09-16 size_SMALL -0.0090 0.0020 -0.0000 tilt_SIZE
2025-09-15 2025-09-16 country_HK 0.1070 -0.0061 -0.0007 tilt_COUNTRY
2025-09-15 2025-09-16 country_AU -0.1037 0.0092 -0.0010 tilt_COUNTRY
2025-09-15 2025-09-16 ind_leisure_products 0.0110 -0.0025 -0.0000 tilt_INDUSTRY
2025-09-15 2025-09-16 ind_diversified_retail -0.0068 0.0043 -0.0000 tilt_INDUSTRY
2025-09-15 2025-09-16 ind_pharmaceuticals -0.0320 -0.0040 0.0001 tilt_INDUSTRY
2025-09-15 2025-09-16 ind_multiline_utilities -0.0131 0.0038 -0.0000 tilt_INDUSTRY
2025-09-15 2025-09-16 size_MICRO -0.0094 0.0038 -0.0000 tilt_SIZE
2025-09-15 2025-09-16 momentum -0.1121 0.0008 -0.0001 alpha_MOMENTUM
2025-09-15 2025-09-16 country_XH 0.0554 -0.0081 -0.0004 tilt_COUNTRY
2025-09-15 2025-09-16 fmom 0.3395 -0.0001 -0.0000 alpha_QUALITY
2025-09-15 2025-09-16 ind_oil_gas_equipment_services -0.0146 -0.0069 0.0001 tilt_INDUSTRY
2025-09-15 2025-09-16 stability 4.3980 0.0007 0.0030 alpha_QUALITY
2025-09-15 2025-09-16 country_KR -0.0997 0.0001 -0.0000 tilt_COUNTRY
2025-09-15 2025-09-16 ind_electronic_equipment -0.0377 0.0034 -0.0001 tilt_INDUSTRY
2025-09-15 2025-09-16 country_JP -0.0928 0.0028 -0.0003 tilt_COUNTRY
2025-09-15 2025-09-16 ind_food_tobacco 0.0562 -0.0031 -0.0002 tilt_INDUSTRY
2025-09-15 2025-09-16 ind_industrial_distribution 0.0395 0.0069 0.0003 tilt_INDUSTRY
2025-09-15 2025-09-16 linearCost NaN NaN -0.0001 cost
2025-09-15 2025-09-16 ind_computers_phones_household_electronics 0.0691 0.0002 0.0000 tilt_INDUSTRY
2025-09-15 2025-09-16 ind_automobile -0.0526 0.0080 -0.0004 tilt_INDUSTRY
2025-09-15 2025-09-16 ind_media_publishing 0.0328 -0.0005 -0.0000 tilt_INDUSTRY
2025-09-15 2025-09-16 ind_construction_materials -0.0003 -0.0023 0.0000 tilt_INDUSTRY
2025-09-15 2025-09-16 ind_office_equipment -0.0174 -0.0030 0.0001 tilt_INDUSTRY
2025-09-15 2025-09-16 ind_containers_packaging 0.0051 -0.0063 -0.0000 tilt_INDUSTRY
2025-09-15 2025-09-16 value_liq 0.8776 -0.0004 -0.0004 alpha_VALUE
2025-09-15 2025-09-16 ind_metals_mining -0.0264 -0.0060 0.0002 tilt_INDUSTRY
2025-09-15 2025-09-16 ind_hotels_entertainment -0.0196 -0.0028 0.0001 tilt_INDUSTRY
2025-09-15 2025-09-16 ind_homebuilding_building_products -0.0328 -0.0018 0.0001 tilt_INDUSTRY
2025-09-15 2025-09-16 size_MID -0.1032 -0.0007 0.0001 tilt_SIZE
2025-09-16 2025-09-17 ind_oil_gas 0.0582 0.0028 0.0002 tilt_INDUSTRY
2025-09-16 2025-09-17 country_MY 0.0177 0.0133 0.0002 tilt_COUNTRY
2025-09-16 2025-09-17 pdiscrepancy NaN NaN -0.0000 unexplained
2025-09-16 2025-09-17 ind_food_tobacco 0.0547 -0.0035 -0.0002 tilt_INDUSTRY
2025-09-16 2025-09-17 ind_integrated_hardware_software 0.0111 -0.0047 -0.0001 tilt_INDUSTRY
2025-09-16 2025-09-17 fmom 0.3626 -0.0004 -0.0002 alpha_QUALITY
2025-09-16 2025-09-17 bcost NaN NaN -0.0003 cost
2025-09-16 2025-09-17 ind_household_goods -0.0295 0.0117 -0.0003 tilt_INDUSTRY
2025-09-16 2025-09-17 revision 1.4205 -0.0010 -0.0014 alpha_REVISION
2025-09-16 2025-09-17 ind_passenger_transportation -0.0171 0.0083 -0.0001 tilt_INDUSTRY
2025-09-16 2025-09-17 specret NaN NaN -0.0052 unexplained
2025-09-16 2025-09-17 country_NZ 0.0000 0.0033 0.0000 tilt_COUNTRY
2025-09-16 2025-09-17 stability 4.3931 0.0009 0.0039 alpha_QUALITY
2025-09-16 2025-09-17 country_XH 0.0561 0.0099 0.0006 tilt_COUNTRY
2025-09-16 2025-09-17 ind_specialty_reatil -0.0061 0.0042 -0.0000 tilt_INDUSTRY
2025-09-16 2025-09-17 ind_consumer_goods_conglomerates 0.0144 -0.0098 -0.0001 tilt_INDUSTRY
2025-09-16 2025-09-17 ind_uranium -0.0024 -0.0264 0.0001 tilt_INDUSTRY
2025-09-16 2025-09-17 ind_software_it_services 0.0001 0.0033 0.0000 tilt_INDUSTRY
2025-09-16 2025-09-17 market -0.0445 -0.0026 0.0001 risk_exposure
2025-09-16 2025-09-17 ind_fintech -0.0017 0.0081 -0.0000 tilt_INDUSTRY
2025-09-16 2025-09-17 country_ID 0.0000 0.0083 0.0000 tilt_COUNTRY
2025-09-16 2025-09-17 ind_metals_mining -0.0305 -0.0049 0.0001 tilt_INDUSTRY
2025-09-16 2025-09-17 ind_machinery 0.1481 0.0052 0.0008 tilt_INDUSTRY
2025-09-16 2025-09-17 ind_insurance 0.0290 -0.0071 -0.0002 tilt_INDUSTRY
2025-09-16 2025-09-17 ind_pharmaceuticals -0.0342 -0.0066 0.0002 tilt_INDUSTRY
2025-09-16 2025-09-17 ind_homebuilding_building_products -0.0329 0.0017 -0.0001 tilt_INDUSTRY
2025-09-16 2025-09-17 country_SG -0.0200 -0.0016 0.0000 tilt_COUNTRY
2025-09-16 2025-09-17 ind_automobile -0.0522 0.0063 -0.0003 tilt_INDUSTRY
2025-09-16 2025-09-17 country_KR -0.1008 -0.0058 0.0006 tilt_COUNTRY
2025-09-16 2025-09-17 ind_paper_forestry -0.0038 0.0037 -0.0000 tilt_INDUSTRY
2025-09-16 2025-09-17 size_LARGE 0.0676 0.0007 0.0000 tilt_SIZE
2025-09-16 2025-09-17 sbeta_market 0.0163 0.0037 0.0001 risk_exposure
2025-09-16 2025-09-17 ind_semiconductors 0.0010 -0.0002 -0.0000 tilt_INDUSTRY
2025-09-16 2025-09-17 country_HK 0.1060 0.0049 0.0005 tilt_COUNTRY
2025-09-16 2025-09-17 size_SMALL -0.0035 -0.0013 0.0000 tilt_SIZE
2025-09-16 2025-09-17 ind_investment_services 0.0770 -0.0001 -0.0000 tilt_INDUSTRY
2025-09-16 2025-09-17 ind_containers_packaging 0.0051 0.0018 0.0000 tilt_INDUSTRY
2025-09-16 2025-09-17 ind_construction_materials -0.0003 -0.0003 0.0000 tilt_INDUSTRY
2025-09-16 2025-09-17 ind_computers_phones_household_electronics 0.0687 0.0000 0.0000 tilt_INDUSTRY
2025-09-16 2025-09-17 ind_office_equipment -0.0173 0.0029 -0.0001 tilt_INDUSTRY
2025-09-16 2025-09-17 ind_media_publishing 0.0353 -0.0046 -0.0002 tilt_INDUSTRY
2025-09-16 2025-09-17 country_TW 0.0340 -0.0064 -0.0002 tilt_COUNTRY
2025-09-16 2025-09-17 country_PH 0.0034 0.0091 0.0000 tilt_COUNTRY
2025-09-16 2025-09-17 ind_coal -0.0476 0.0155 -0.0007 tilt_INDUSTRY
2025-09-16 2025-09-17 ind_textiles_apparel 0.0013 -0.0022 -0.0000 tilt_INDUSTRY
2025-09-16 2025-09-17 neglect 1.2233 -0.0009 -0.0011 alpha_VALUE
2025-09-16 2025-09-17 ind_household_products_services -0.0358 0.0043 -0.0002 tilt_INDUSTRY
2025-09-16 2025-09-17 ind_food_drug_retail 0.0249 0.0047 0.0001 tilt_INDUSTRY
2025-09-16 2025-09-17 value_gc 2.0615 -0.0000 -0.0000 alpha_VALUE
2025-09-16 2025-09-17 ind_healthcare_equipment_supplies -0.0951 -0.0055 0.0005 tilt_INDUSTRY
2025-09-16 2025-09-17 impactCost NaN NaN -0.0001 cost
2025-09-16 2025-09-17 ind_renewable_energy 0.0087 0.0107 0.0001 tilt_INDUSTRY
2025-09-16 2025-09-17 quality 3.8835 -0.0005 -0.0019 alpha_QUALITY
2025-09-16 2025-09-17 country_CN -0.0456 0.0017 -0.0001 tilt_COUNTRY
2025-09-16 2025-09-17 linkage 0.7149 -0.0007 -0.0005 alpha_MOMENTUM
2025-09-16 2025-09-17 ind_real_estate_operations -0.0489 0.0004 -0.0000 tilt_INDUSTRY
2025-09-16 2025-09-17 ind_natural_gas_utilities 0.0045 -0.0073 -0.0000 tilt_INDUSTRY
2025-09-16 2025-09-17 fcost NaN NaN -0.0000 cost
2025-09-16 2025-09-17 ind_construction_engineering 0.0504 -0.0048 -0.0002 tilt_INDUSTRY
2025-09-16 2025-09-17 ind_industrial_distribution 0.0395 -0.0035 -0.0001 tilt_INDUSTRY
2025-09-16 2025-09-17 linearCost NaN NaN -0.0001 cost
2025-09-16 2025-09-17 ind_aerospace_defense -0.0067 0.0021 -0.0000 tilt_INDUSTRY
2025-09-16 2025-09-17 ind_electronic_equipment -0.0368 0.0061 -0.0002 tilt_INDUSTRY
2025-09-16 2025-09-17 reversal 1.2201 0.0010 0.0013 alpha_REVERSAL
2025-09-16 2025-09-17 ind_banking_services -0.0469 -0.0026 0.0001 tilt_INDUSTRY
2025-09-16 2025-09-17 country_IN 0.0000 0.0045 0.0000 tilt_COUNTRY
2025-09-16 2025-09-17 ind_telecommunications_serices 0.1194 0.0013 0.0002 tilt_INDUSTRY
2025-09-16 2025-09-17 ind_multiline_utilities -0.0130 -0.0021 0.0000 tilt_INDUSTRY
2025-09-16 2025-09-17 ind_healthcare_providers_services 0.0074 -0.0025 -0.0000 tilt_INDUSTRY
2025-09-16 2025-09-17 country_TH 0.1013 -0.0024 -0.0002 tilt_COUNTRY
2025-09-16 2025-09-17 ind_freight_logistics -0.0376 -0.0015 0.0001 tilt_INDUSTRY
2025-09-16 2025-09-17 ind_holding_companies 0.0019 0.0000 0.0000 tilt_INDUSTRY
2025-09-16 2025-09-17 ind_transportation_infrastructure 0.0120 -0.0004 -0.0000 tilt_INDUSTRY
2025-09-16 2025-09-17 ind_hotels_entertainment -0.0181 0.0033 -0.0001 tilt_INDUSTRY
2025-09-16 2025-09-17 ind_electric_utilities_ipps -0.1095 -0.0034 0.0004 tilt_INDUSTRY
2025-09-16 2025-09-17 ind_chemicals 0.0303 0.0001 0.0000 tilt_INDUSTRY
2025-09-16 2025-09-17 size_MICRO -0.0102 -0.0024 0.0000 tilt_SIZE
2025-09-16 2025-09-17 value_liq 0.8924 0.0006 0.0005 alpha_VALUE
2025-09-16 2025-09-17 ind_beverages -0.0512 -0.0069 0.0004 tilt_INDUSTRY
2025-09-16 2025-09-17 ind_oil_gas_equipment_services -0.0144 0.0048 -0.0001 tilt_INDUSTRY
2025-09-16 2025-09-17 ind_biotechnology -0.0198 -0.0145 0.0003 tilt_INDUSTRY
2025-09-16 2025-09-17 momentum -0.1173 0.0001 -0.0000 alpha_MOMENTUM
2025-09-16 2025-09-17 country_JP -0.0969 -0.0081 0.0008 tilt_COUNTRY
2025-09-16 2025-09-17 country_AU -0.0999 -0.0035 0.0004 tilt_COUNTRY
2025-09-16 2025-09-17 sdiscrepancy NaN NaN -0.0002 unexplained
2025-09-16 2025-09-17 size_MID -0.0984 0.0008 -0.0001 tilt_SIZE
2025-09-16 2025-09-17 ind_communications_equipment 0.0014 -0.0009 -0.0000 tilt_INDUSTRY
2025-09-16 2025-09-17 ind_diversified_retail -0.0074 -0.0032 0.0000 tilt_INDUSTRY
2025-09-16 2025-09-17 ind_leisure_products 0.0107 0.0001 0.0000 tilt_INDUSTRY
2025-09-16 2025-09-17 ind_water_utilities -0.0079 -0.0005 0.0000 tilt_INDUSTRY
2025-09-16 2025-09-17 ind_commercial_services_supplies -0.0338 -0.0006 0.0000 tilt_INDUSTRY
2025-09-17 2025-09-18 ind_integrated_hardware_software 0.0113 0.0040 0.0000 tilt_INDUSTRY
2025-09-17 2025-09-18 neglect 1.2271 -0.0008 -0.0010 alpha_VALUE
2025-09-17 2025-09-18 ind_banking_services -0.0396 -0.0044 0.0002 tilt_INDUSTRY
2025-09-17 2025-09-18 linkage 0.7108 -0.0007 -0.0005 alpha_MOMENTUM
2025-09-17 2025-09-18 ind_insurance 0.0276 -0.0084 -0.0002 tilt_INDUSTRY
2025-09-17 2025-09-18 reversal 1.2580 0.0003 0.0003 alpha_REVERSAL
2025-09-17 2025-09-18 ind_specialty_reatil -0.0099 -0.0040 0.0000 tilt_INDUSTRY
2025-09-17 2025-09-18 ind_semiconductors 0.0084 0.0199 0.0002 tilt_INDUSTRY
2025-09-17 2025-09-18 size_MICRO -0.0097 0.0024 -0.0000 tilt_SIZE
2025-09-17 2025-09-18 ind_multiline_utilities -0.0133 -0.0029 0.0000 tilt_INDUSTRY
2025-09-17 2025-09-18 bcost NaN NaN -0.0003 cost
2025-09-17 2025-09-18 country_ID 0.0000 -0.0021 0.0000 tilt_COUNTRY
2025-09-17 2025-09-18 size_LARGE 0.0699 -0.0006 -0.0000 tilt_SIZE
2025-09-17 2025-09-18 country_HK 0.1066 -0.0019 -0.0002 tilt_COUNTRY
2025-09-17 2025-09-18 ind_metals_mining -0.0338 -0.0096 0.0003 tilt_INDUSTRY
2025-09-17 2025-09-18 ind_homebuilding_building_products -0.0336 -0.0052 0.0002 tilt_INDUSTRY
2025-09-17 2025-09-18 country_JP -0.0979 0.0097 -0.0009 tilt_COUNTRY
2025-09-17 2025-09-18 stability 4.4501 0.0006 0.0025 alpha_QUALITY
2025-09-17 2025-09-18 country_MY 0.0178 0.0057 0.0001 tilt_COUNTRY
2025-09-17 2025-09-18 fmom 0.3902 0.0004 0.0002 alpha_QUALITY
2025-09-17 2025-09-18 pdiscrepancy NaN NaN 0.0000 unexplained
2025-09-17 2025-09-18 ind_renewable_energy 0.0086 -0.0096 -0.0001 tilt_INDUSTRY
2025-09-17 2025-09-18 sbeta_market 0.0249 -0.0029 -0.0001 risk_exposure
2025-09-17 2025-09-18 size_SMALL 0.0001 0.0006 0.0000 tilt_SIZE
2025-09-17 2025-09-18 ind_biotechnology -0.0200 0.0047 -0.0001 tilt_INDUSTRY
2025-09-17 2025-09-18 ind_construction_materials -0.0003 -0.0044 0.0000 tilt_INDUSTRY
2025-09-17 2025-09-18 ind_computers_phones_household_electronics 0.0695 0.0145 0.0010 tilt_INDUSTRY
2025-09-17 2025-09-18 ind_industrial_distribution 0.0404 0.0027 0.0001 tilt_INDUSTRY
2025-09-17 2025-09-18 size_MID -0.1004 -0.0002 0.0000 tilt_SIZE
2025-09-17 2025-09-18 ind_leisure_products 0.0109 -0.0078 -0.0001 tilt_INDUSTRY
2025-09-17 2025-09-18 ind_electronic_equipment -0.0380 0.0095 -0.0004 tilt_INDUSTRY
2025-09-17 2025-09-18 momentum -0.1182 -0.0004 0.0000 alpha_MOMENTUM
2025-09-17 2025-09-18 ind_hotels_entertainment -0.0122 -0.0018 0.0000 tilt_INDUSTRY
2025-09-17 2025-09-18 ind_textiles_apparel 0.0025 -0.0031 -0.0000 tilt_INDUSTRY
2025-09-17 2025-09-18 ind_pharmaceuticals -0.0342 0.0070 -0.0002 tilt_INDUSTRY
2025-09-17 2025-09-18 ind_diversified_retail -0.0081 -0.0005 0.0000 tilt_INDUSTRY
2025-09-17 2025-09-18 ind_telecommunications_serices 0.1214 -0.0036 -0.0004 tilt_INDUSTRY
2025-09-17 2025-09-18 country_TH 0.1071 0.0001 0.0000 tilt_COUNTRY
2025-09-17 2025-09-18 ind_freight_logistics -0.0390 -0.0016 0.0001 tilt_INDUSTRY
2025-09-17 2025-09-18 country_KR -0.1028 0.0132 -0.0014 tilt_COUNTRY
2025-09-17 2025-09-18 ind_healthcare_providers_services 0.0061 -0.0021 -0.0000 tilt_INDUSTRY
2025-09-17 2025-09-18 ind_oil_gas_equipment_services -0.0147 -0.0038 0.0001 tilt_INDUSTRY
2025-09-17 2025-09-18 country_SG -0.0213 0.0091 -0.0002 tilt_COUNTRY
2025-09-17 2025-09-18 ind_household_products_services -0.0379 0.0021 -0.0001 tilt_INDUSTRY
2025-09-17 2025-09-18 ind_food_drug_retail 0.0230 -0.0023 -0.0001 tilt_INDUSTRY
2025-09-17 2025-09-18 impactCost NaN NaN -0.0002 cost
2025-09-17 2025-09-18 value_gc 2.1050 0.0003 0.0006 alpha_VALUE
2025-09-17 2025-09-18 country_CN -0.0411 -0.0082 0.0003 tilt_COUNTRY
2025-09-17 2025-09-18 ind_healthcare_equipment_supplies -0.0959 -0.0003 0.0000 tilt_INDUSTRY
2025-09-17 2025-09-18 ind_real_estate_operations -0.0508 -0.0069 0.0004 tilt_INDUSTRY
2025-09-17 2025-09-18 ind_construction_engineering 0.0513 -0.0025 -0.0001 tilt_INDUSTRY
2025-09-17 2025-09-18 fcost NaN NaN -0.0000 cost
2025-09-17 2025-09-18 ind_coal -0.0477 -0.0123 0.0006 tilt_INDUSTRY
2025-09-17 2025-09-18 country_PH 0.0034 0.0127 0.0000 tilt_COUNTRY
2025-09-17 2025-09-18 country_TW 0.0331 0.0093 0.0003 tilt_COUNTRY
2025-09-17 2025-09-18 ind_paper_forestry -0.0066 -0.0058 0.0000 tilt_INDUSTRY
2025-09-17 2025-09-18 ind_media_publishing 0.0354 -0.0052 -0.0002 tilt_INDUSTRY
2025-09-17 2025-09-18 ind_aerospace_defense -0.0071 0.0011 -0.0000 tilt_INDUSTRY
2025-09-17 2025-09-18 ind_office_equipment -0.0176 0.0084 -0.0001 tilt_INDUSTRY
2025-09-17 2025-09-18 linearCost NaN NaN -0.0001 cost
2025-09-17 2025-09-18 ind_automobile -0.0524 -0.0001 0.0000 tilt_INDUSTRY
2025-09-17 2025-09-18 ind_electric_utilities_ipps -0.1115 -0.0040 0.0004 tilt_INDUSTRY
2025-09-17 2025-09-18 country_AU -0.1012 0.0069 -0.0007 tilt_COUNTRY
2025-09-17 2025-09-18 quality 3.9356 -0.0006 -0.0024 alpha_QUALITY
2025-09-17 2025-09-18 ind_natural_gas_utilities 0.0045 -0.0044 -0.0000 tilt_INDUSTRY
2025-09-17 2025-09-18 ind_uranium -0.0025 0.0268 -0.0001 tilt_INDUSTRY
2025-09-17 2025-09-18 country_NZ 0.0000 -0.0032 0.0000 tilt_COUNTRY
2025-09-17 2025-09-18 ind_food_tobacco 0.0565 -0.0036 -0.0002 tilt_INDUSTRY
2025-09-17 2025-09-18 ind_commercial_services_supplies -0.0372 -0.0037 0.0001 tilt_INDUSTRY
2025-09-17 2025-09-18 ind_software_it_services -0.0003 0.0019 -0.0000 tilt_INDUSTRY
2025-09-17 2025-09-18 revision 1.4641 -0.0001 -0.0001 alpha_REVISION
2025-09-17 2025-09-18 ind_passenger_transportation -0.0143 -0.0092 0.0001 tilt_INDUSTRY
2025-09-17 2025-09-18 ind_investment_services 0.0764 -0.0097 -0.0007 tilt_INDUSTRY
2025-09-17 2025-09-18 ind_oil_gas 0.0611 -0.0063 -0.0004 tilt_INDUSTRY
2025-09-17 2025-09-18 ind_beverages -0.0524 -0.0013 0.0001 tilt_INDUSTRY
2025-09-17 2025-09-18 market -0.0402 -0.0035 0.0001 risk_exposure
2025-09-17 2025-09-18 ind_containers_packaging 0.0050 -0.0065 -0.0000 tilt_INDUSTRY
2025-09-17 2025-09-18 ind_household_goods -0.0303 -0.0014 0.0000 tilt_INDUSTRY
2025-09-17 2025-09-18 ind_communications_equipment 0.0019 0.0082 0.0000 tilt_INDUSTRY
2025-09-17 2025-09-18 ind_water_utilities -0.0080 -0.0007 0.0000 tilt_INDUSTRY
2025-09-17 2025-09-18 ind_machinery 0.1526 0.0036 0.0006 tilt_INDUSTRY
2025-09-17 2025-09-18 ind_holding_companies 0.0031 0.0000 0.0000 tilt_INDUSTRY
2025-09-17 2025-09-18 ind_transportation_infrastructure 0.0123 -0.0004 -0.0000 tilt_INDUSTRY
2025-09-17 2025-09-18 country_IN 0.0000 0.0087 0.0000 tilt_COUNTRY
2025-09-17 2025-09-18 specret NaN NaN -0.0017 unexplained
2025-09-17 2025-09-18 country_XH 0.0560 -0.0037 -0.0002 tilt_COUNTRY
2025-09-17 2025-09-18 ind_consumer_goods_conglomerates 0.0134 -0.0066 -0.0001 tilt_INDUSTRY
2025-09-17 2025-09-18 ind_fintech -0.0018 -0.0192 0.0000 tilt_INDUSTRY
2025-09-17 2025-09-18 value_liq 0.9064 -0.0007 -0.0006 alpha_VALUE
2025-09-17 2025-09-18 ind_chemicals 0.0290 0.0007 0.0000 tilt_INDUSTRY
2025-09-17 2025-09-18 sdiscrepancy NaN NaN -0.0004 unexplained
2025-09-18 2025-09-19 country_ID 0.0000 -0.0010 0.0000 tilt_COUNTRY
2025-09-18 2025-09-19 country_TW 0.0363 0.0025 0.0001 tilt_COUNTRY
2025-09-18 2025-09-19 ind_coal -0.0497 0.0221 -0.0011 tilt_INDUSTRY
2025-09-18 2025-09-19 ind_biotechnology -0.0209 0.0032 -0.0001 tilt_INDUSTRY
2025-09-18 2025-09-19 neglect 1.2667 -0.0018 -0.0023 alpha_VALUE
2025-09-18 2025-09-19 ind_real_estate_operations -0.0525 0.0012 -0.0001 tilt_INDUSTRY
2025-09-18 2025-09-19 ind_consumer_goods_conglomerates 0.0119 0.0056 0.0001 tilt_INDUSTRY
2025-09-18 2025-09-19 country_XH 0.0581 0.0062 0.0004 tilt_COUNTRY
2025-09-18 2025-09-19 ind_healthcare_equipment_supplies -0.0984 -0.0071 0.0007 tilt_INDUSTRY
2025-09-18 2025-09-19 ind_food_drug_retail 0.0237 -0.0064 -0.0002 tilt_INDUSTRY
2025-09-18 2025-09-19 market -0.0375 0.0034 -0.0001 risk_exposure
2025-09-18 2025-09-19 ind_metals_mining -0.0404 0.0053 -0.0002 tilt_INDUSTRY
2025-09-18 2025-09-19 ind_construction_engineering 0.0543 0.0031 0.0002 tilt_INDUSTRY
2025-09-18 2025-09-19 ind_holding_companies 0.0052 0.0000 0.0000 tilt_INDUSTRY
2025-09-18 2025-09-19 ind_media_publishing 0.0364 0.0088 0.0003 tilt_INDUSTRY
2025-09-18 2025-09-19 country_MY 0.0188 0.0007 0.0000 tilt_COUNTRY
2025-09-18 2025-09-19 ind_telecommunications_serices 0.1245 -0.0028 -0.0003 tilt_INDUSTRY
2025-09-18 2025-09-19 ind_beverages -0.0551 0.0040 -0.0002 tilt_INDUSTRY
2025-09-18 2025-09-19 reversal 1.1831 0.0011 0.0013 alpha_REVERSAL
2025-09-18 2025-09-19 ind_transportation_infrastructure 0.0134 -0.0007 -0.0000 tilt_INDUSTRY
2025-09-18 2025-09-19 ind_hotels_entertainment -0.0074 0.0033 -0.0000 tilt_INDUSTRY
2025-09-18 2025-09-19 sdiscrepancy NaN NaN -0.0003 unexplained
2025-09-18 2025-09-19 ind_household_goods -0.0301 0.0072 -0.0002 tilt_INDUSTRY
2025-09-18 2025-09-19 ind_leisure_products 0.0117 -0.0115 -0.0001 tilt_INDUSTRY
2025-09-18 2025-09-19 ind_paper_forestry -0.0084 -0.0087 0.0001 tilt_INDUSTRY
2025-09-18 2025-09-19 fmom 0.4306 0.0004 0.0002 alpha_QUALITY
2025-09-18 2025-09-19 size_MID -0.0997 0.0009 -0.0001 tilt_SIZE
2025-09-18 2025-09-19 country_HK 0.1088 0.0044 0.0005 tilt_COUNTRY
2025-09-18 2025-09-19 ind_oil_gas_equipment_services -0.0152 0.0112 -0.0002 tilt_INDUSTRY
2025-09-18 2025-09-19 ind_oil_gas 0.0642 -0.0001 -0.0000 tilt_INDUSTRY
2025-09-18 2025-09-19 ind_software_it_services 0.0009 -0.0024 -0.0000 tilt_INDUSTRY
2025-09-18 2025-09-19 linearCost NaN NaN -0.0001 cost
2025-09-18 2025-09-19 ind_office_equipment -0.0180 0.0054 -0.0001 tilt_INDUSTRY
2025-09-18 2025-09-19 ind_household_products_services -0.0388 -0.0037 0.0001 tilt_INDUSTRY
2025-09-18 2025-09-19 size_LARGE 0.0714 -0.0010 -0.0001 tilt_SIZE
2025-09-18 2025-09-19 country_JP -0.0996 -0.0037 0.0004 tilt_COUNTRY
2025-09-18 2025-09-19 ind_containers_packaging 0.0048 0.0021 0.0000 tilt_INDUSTRY
2025-09-18 2025-09-19 specret NaN NaN -0.0004 unexplained
2025-09-18 2025-09-19 quality 4.0435 0.0005 0.0019 alpha_QUALITY
2025-09-18 2025-09-19 ind_industrial_distribution 0.0417 0.0135 0.0006 tilt_INDUSTRY
2025-09-18 2025-09-19 pdiscrepancy NaN NaN 0.0000 unexplained
2025-09-18 2025-09-19 ind_electronic_equipment -0.0400 0.0010 -0.0000 tilt_INDUSTRY
2025-09-18 2025-09-19 ind_textiles_apparel 0.0026 0.0030 0.0000 tilt_INDUSTRY
2025-09-18 2025-09-19 country_AU -0.1047 0.0007 -0.0001 tilt_COUNTRY
2025-09-18 2025-09-19 ind_diversified_retail -0.0087 0.0039 -0.0000 tilt_INDUSTRY
2025-09-18 2025-09-19 ind_healthcare_providers_services 0.0046 -0.0008 -0.0000 tilt_INDUSTRY
2025-09-18 2025-09-19 ind_freight_logistics -0.0389 0.0063 -0.0002 tilt_INDUSTRY
2025-09-18 2025-09-19 size_MICRO -0.0092 0.0033 -0.0000 tilt_SIZE
2025-09-18 2025-09-19 ind_electric_utilities_ipps -0.1158 -0.0035 0.0004 tilt_INDUSTRY
2025-09-18 2025-09-19 ind_commercial_services_supplies -0.0414 -0.0027 0.0001 tilt_INDUSTRY
2025-09-18 2025-09-19 ind_banking_services -0.0357 0.0005 -0.0000 tilt_INDUSTRY
2025-09-18 2025-09-19 value_liq 0.9626 0.0011 0.0011 alpha_VALUE
2025-09-18 2025-09-19 country_IN 0.0000 0.0004 0.0000 tilt_COUNTRY
2025-09-18 2025-09-19 ind_chemicals 0.0395 0.0050 0.0002 tilt_INDUSTRY
2025-09-18 2025-09-19 ind_communications_equipment 0.0025 0.0033 0.0000 tilt_INDUSTRY
2025-09-18 2025-09-19 ind_water_utilities -0.0084 -0.0040 0.0000 tilt_INDUSTRY
2025-09-18 2025-09-19 ind_investment_services 0.0767 -0.0041 -0.0003 tilt_INDUSTRY
2025-09-18 2025-09-19 ind_passenger_transportation -0.0151 -0.0022 0.0000 tilt_INDUSTRY
2025-09-18 2025-09-19 bcost NaN NaN -0.0003 cost
2025-09-18 2025-09-19 ind_food_tobacco 0.0607 -0.0013 -0.0001 tilt_INDUSTRY
2025-09-18 2025-09-19 stability 4.5784 -0.0007 -0.0032 alpha_QUALITY
2025-09-18 2025-09-19 ind_natural_gas_utilities 0.0047 0.0003 0.0000 tilt_INDUSTRY
2025-09-18 2025-09-19 ind_uranium -0.0026 -0.0041 0.0000 tilt_INDUSTRY
2025-09-18 2025-09-19 revision 1.5062 0.0008 0.0012 alpha_REVISION
2025-09-18 2025-09-19 country_NZ 0.0000 0.0072 0.0000 tilt_COUNTRY
2025-09-18 2025-09-19 ind_machinery 0.1525 -0.0014 -0.0002 tilt_INDUSTRY
2025-09-18 2025-09-19 ind_fintech -0.0020 -0.0059 0.0000 tilt_INDUSTRY
2025-09-18 2025-09-19 ind_specialty_reatil -0.0140 -0.0051 0.0001 tilt_INDUSTRY
2025-09-18 2025-09-19 ind_construction_materials -0.0004 0.0130 -0.0000 tilt_INDUSTRY
2025-09-18 2025-09-19 ind_computers_phones_household_electronics 0.0731 -0.0020 -0.0001 tilt_INDUSTRY
2025-09-18 2025-09-19 momentum -0.1280 -0.0010 0.0001 alpha_MOMENTUM
2025-09-18 2025-09-19 ind_homebuilding_building_products -0.0343 0.0012 -0.0000 tilt_INDUSTRY
2025-09-18 2025-09-19 fcost NaN NaN -0.0000 cost
2025-09-18 2025-09-19 country_PH 0.0037 0.0055 0.0000 tilt_COUNTRY
2025-09-18 2025-09-19 ind_insurance 0.0276 -0.0022 -0.0001 tilt_INDUSTRY
2025-09-18 2025-09-19 size_SMALL 0.0001 -0.0005 -0.0000 tilt_SIZE
2025-09-18 2025-09-19 linkage 0.7267 -0.0001 -0.0000 alpha_MOMENTUM
2025-09-18 2025-09-19 value_gc 2.1613 0.0009 0.0020 alpha_VALUE
2025-09-18 2025-09-19 country_CN -0.0407 -0.0001 0.0000 tilt_COUNTRY
2025-09-18 2025-09-19 ind_integrated_hardware_software 0.0118 -0.0095 -0.0001 tilt_INDUSTRY
2025-09-18 2025-09-19 impactCost NaN NaN -0.0001 cost
2025-09-18 2025-09-19 ind_semiconductors 0.0095 0.0012 0.0000 tilt_INDUSTRY
2025-09-18 2025-09-19 country_TH 0.1097 -0.0055 -0.0006 tilt_COUNTRY
2025-09-18 2025-09-19 country_SG -0.0230 -0.0021 0.0000 tilt_COUNTRY
2025-09-18 2025-09-19 sbeta_market 0.0314 -0.0056 -0.0002 risk_exposure
2025-09-18 2025-09-19 country_KR -0.1048 -0.0031 0.0003 tilt_COUNTRY
2025-09-18 2025-09-19 ind_multiline_utilities -0.0136 -0.0085 0.0001 tilt_INDUSTRY
2025-09-18 2025-09-19 ind_aerospace_defense -0.0073 0.0134 -0.0001 tilt_INDUSTRY
2025-09-18 2025-09-19 ind_automobile -0.0515 -0.0068 0.0004 tilt_INDUSTRY
2025-09-18 2025-09-19 ind_renewable_energy 0.0088 -0.0011 -0.0000 tilt_INDUSTRY
2025-09-18 2025-09-19 ind_pharmaceuticals -0.0388 -0.0069 0.0003 tilt_INDUSTRY
2025-09-19 2025-09-22 stability 4.6866 0.0006 0.0027 alpha_QUALITY
2025-09-19 2025-09-22 ind_food_drug_retail 0.0280 -0.0057 -0.0002 tilt_INDUSTRY
2025-09-19 2025-09-22 ind_coal -0.0504 -0.0043 0.0002 tilt_INDUSTRY
2025-09-19 2025-09-22 ind_multiline_utilities -0.0137 0.0037 -0.0001 tilt_INDUSTRY
2025-09-19 2025-09-22 quality 4.1476 -0.0014 -0.0058 alpha_QUALITY
2025-09-19 2025-09-22 ind_passenger_transportation -0.0177 -0.0012 0.0000 tilt_INDUSTRY
2025-09-19 2025-09-22 ind_uranium -0.0026 0.0353 -0.0001 tilt_INDUSTRY
2025-09-19 2025-09-22 ind_software_it_services 0.0020 -0.0036 -0.0000 tilt_INDUSTRY
2025-09-19 2025-09-22 pdiscrepancy NaN NaN -0.0001 unexplained
2025-09-19 2025-09-22 country_ID 0.0000 0.0043 0.0000 tilt_COUNTRY
2025-09-19 2025-09-22 ind_household_goods -0.0327 -0.0138 0.0005 tilt_INDUSTRY
2025-09-19 2025-09-22 fmom 0.4513 0.0004 0.0002 alpha_QUALITY
2025-09-19 2025-09-22 ind_transportation_infrastructure 0.0158 -0.0004 -0.0000 tilt_INDUSTRY
2025-09-19 2025-09-22 ind_insurance 0.0287 -0.0017 -0.0000 tilt_INDUSTRY
2025-09-19 2025-09-22 ind_chemicals 0.0522 -0.0034 -0.0002 tilt_INDUSTRY
2025-09-19 2025-09-22 ind_integrated_hardware_software 0.0125 0.0068 0.0001 tilt_INDUSTRY
2025-09-19 2025-09-22 value_liq 1.0099 -0.0018 -0.0019 alpha_VALUE
2025-09-19 2025-09-22 country_MY 0.0198 0.0092 0.0002 tilt_COUNTRY
2025-09-19 2025-09-22 ind_commercial_services_supplies -0.0444 -0.0049 0.0002 tilt_INDUSTRY
2025-09-19 2025-09-22 ind_paper_forestry -0.0092 -0.0090 0.0001 tilt_INDUSTRY
2025-09-19 2025-09-22 fcost NaN NaN -0.0001 cost
2025-09-19 2025-09-22 ind_fintech -0.0024 0.0070 -0.0000 tilt_INDUSTRY
2025-09-19 2025-09-22 ind_hotels_entertainment -0.0087 -0.0065 0.0001 tilt_INDUSTRY
2025-09-19 2025-09-22 ind_automobile -0.0470 0.0020 -0.0001 tilt_INDUSTRY
2025-09-19 2025-09-22 country_JP -0.0971 0.0071 -0.0007 tilt_COUNTRY
2025-09-19 2025-09-22 value_gc 2.2206 0.0007 0.0016 alpha_VALUE
2025-09-19 2025-09-22 ind_electronic_equipment -0.0404 0.0095 -0.0004 tilt_INDUSTRY
2025-09-19 2025-09-22 linkage 0.7510 0.0000 0.0000 alpha_MOMENTUM
2025-09-19 2025-09-22 country_SG -0.0239 0.0039 -0.0001 tilt_COUNTRY
2025-09-19 2025-09-22 ind_specialty_reatil -0.0147 -0.0033 0.0000 tilt_INDUSTRY
2025-09-19 2025-09-22 ind_consumer_goods_conglomerates 0.0109 -0.0085 -0.0001 tilt_INDUSTRY
2025-09-19 2025-09-22 impactCost NaN NaN -0.0002 cost
2025-09-19 2025-09-22 country_CN -0.0559 -0.0027 0.0002 tilt_COUNTRY
2025-09-19 2025-09-22 bcost NaN NaN -0.0008 cost
2025-09-19 2025-09-22 ind_banking_services -0.0365 -0.0012 0.0000 tilt_INDUSTRY
2025-09-19 2025-09-22 ind_homebuilding_building_products -0.0346 -0.0112 0.0004 tilt_INDUSTRY
2025-09-19 2025-09-22 country_AU -0.1069 0.0094 -0.0010 tilt_COUNTRY
2025-09-19 2025-09-22 ind_electric_utilities_ipps -0.1202 0.0024 -0.0003 tilt_INDUSTRY
2025-09-19 2025-09-22 ind_freight_logistics -0.0370 -0.0125 0.0005 tilt_INDUSTRY
2025-09-19 2025-09-22 ind_semiconductors 0.0110 0.0154 0.0002 tilt_INDUSTRY
2025-09-19 2025-09-22 ind_biotechnology -0.0221 0.0047 -0.0001 tilt_INDUSTRY
2025-09-19 2025-09-22 country_TW 0.0374 0.0016 0.0001 tilt_COUNTRY
2025-09-19 2025-09-22 ind_household_products_services -0.0388 -0.0001 0.0000 tilt_INDUSTRY
2025-09-19 2025-09-22 ind_renewable_energy 0.0092 -0.0168 -0.0002 tilt_INDUSTRY
2025-09-19 2025-09-22 ind_holding_companies 0.0063 0.0000 0.0000 tilt_INDUSTRY
2025-09-19 2025-09-22 ind_real_estate_operations -0.0523 -0.0055 0.0003 tilt_INDUSTRY
2025-09-19 2025-09-22 ind_diversified_retail -0.0090 -0.0100 0.0001 tilt_INDUSTRY
2025-09-19 2025-09-22 market -0.0520 -0.0111 0.0006 risk_exposure
2025-09-19 2025-09-22 ind_healthcare_providers_services 0.0036 -0.0041 -0.0000 tilt_INDUSTRY
2025-09-19 2025-09-22 size_MICRO -0.0104 -0.0008 0.0000 tilt_SIZE
2025-09-19 2025-09-22 ind_food_tobacco 0.0624 -0.0030 -0.0002 tilt_INDUSTRY
2025-09-19 2025-09-22 ind_textiles_apparel 0.0005 -0.0020 -0.0000 tilt_INDUSTRY
2025-09-19 2025-09-22 ind_healthcare_equipment_supplies -0.1003 -0.0021 0.0002 tilt_INDUSTRY
2025-09-19 2025-09-22 ind_investment_services 0.0776 0.0023 0.0002 tilt_INDUSTRY
2025-09-19 2025-09-22 ind_natural_gas_utilities 0.0050 0.0008 0.0000 tilt_INDUSTRY
2025-09-19 2025-09-22 ind_water_utilities -0.0087 0.0053 -0.0000 tilt_INDUSTRY
2025-09-19 2025-09-22 sdiscrepancy NaN NaN -0.0006 unexplained
2025-09-19 2025-09-22 ind_oil_gas_equipment_services -0.0153 -0.0172 0.0003 tilt_INDUSTRY
2025-09-19 2025-09-22 revision 1.5250 0.0006 0.0009 alpha_REVISION
2025-09-19 2025-09-22 specret NaN NaN -0.0099 unexplained
2025-09-19 2025-09-22 ind_oil_gas 0.0681 -0.0023 -0.0002 tilt_INDUSTRY
2025-09-19 2025-09-22 country_TH 0.1096 -0.0011 -0.0001 tilt_COUNTRY
2025-09-19 2025-09-22 country_NZ 0.0000 0.0049 0.0000 tilt_COUNTRY
2025-09-19 2025-09-22 ind_beverages -0.0581 -0.0092 0.0005 tilt_INDUSTRY
2025-09-19 2025-09-22 ind_construction_engineering 0.0569 -0.0041 -0.0002 tilt_INDUSTRY
2025-09-19 2025-09-22 ind_communications_equipment 0.0012 0.0063 0.0000 tilt_INDUSTRY
2025-09-19 2025-09-22 momentum -0.1574 0.0011 -0.0002 alpha_MOMENTUM
2025-09-19 2025-09-22 size_LARGE 0.0705 0.0012 0.0001 tilt_SIZE
2025-09-19 2025-09-22 size_SMALL -0.0062 -0.0011 0.0000 tilt_SIZE
2025-09-19 2025-09-22 reversal 1.0249 0.0003 0.0003 alpha_REVERSAL
2025-09-19 2025-09-22 ind_machinery 0.1353 0.0025 0.0003 tilt_INDUSTRY
2025-09-19 2025-09-22 ind_computers_phones_household_electronics 0.0763 0.0107 0.0008 tilt_INDUSTRY
2025-09-19 2025-09-22 country_HK 0.1060 -0.0069 -0.0007 tilt_COUNTRY
2025-09-19 2025-09-22 ind_pharmaceuticals -0.0428 -0.0001 0.0000 tilt_INDUSTRY
2025-09-19 2025-09-22 ind_containers_packaging 0.0042 0.0003 0.0000 tilt_INDUSTRY
2025-09-19 2025-09-22 ind_media_publishing 0.0350 -0.0071 -0.0002 tilt_INDUSTRY
2025-09-19 2025-09-22 ind_metals_mining -0.0474 0.0049 -0.0002 tilt_INDUSTRY
2025-09-19 2025-09-22 country_XH 0.0610 -0.0110 -0.0007 tilt_COUNTRY
2025-09-19 2025-09-22 sbeta_market 0.0140 0.0109 0.0002 risk_exposure
2025-09-19 2025-09-22 ind_construction_materials -0.0005 -0.0013 0.0000 tilt_INDUSTRY
2025-09-19 2025-09-22 country_KR -0.1054 0.0044 -0.0005 tilt_COUNTRY
2025-09-19 2025-09-22 ind_industrial_distribution 0.0421 0.0032 0.0001 tilt_INDUSTRY
2025-09-19 2025-09-22 country_IN 0.0000 0.0017 0.0000 tilt_COUNTRY
2025-09-19 2025-09-22 size_MID -0.1059 0.0003 -0.0000 tilt_SIZE
2025-09-19 2025-09-22 ind_telecommunications_serices 0.1257 0.0013 0.0002 tilt_INDUSTRY
2025-09-19 2025-09-22 ind_aerospace_defense -0.0077 -0.0007 0.0000 tilt_INDUSTRY
2025-09-19 2025-09-22 linearCost NaN NaN -0.0002 cost
2025-09-19 2025-09-22 neglect 1.2784 0.0004 0.0005 alpha_VALUE
2025-09-19 2025-09-22 ind_leisure_products 0.0126 -0.0055 -0.0001 tilt_INDUSTRY
2025-09-19 2025-09-22 ind_office_equipment -0.0183 0.0033 -0.0001 tilt_INDUSTRY
2025-09-19 2025-09-22 country_PH 0.0034 0.0010 0.0000 tilt_COUNTRY
2025-09-22 2025-09-23 ind_investment_services 0.0772 -0.0039 -0.0003 tilt_INDUSTRY
2025-09-22 2025-09-23 country_TH 0.1054 -0.0132 -0.0014 tilt_COUNTRY
2025-09-22 2025-09-23 country_NZ 0.0000 -0.0061 0.0000 tilt_COUNTRY
2025-09-22 2025-09-23 ind_oil_gas 0.0689 -0.0010 -0.0001 tilt_INDUSTRY
2025-09-22 2025-09-23 ind_renewable_energy 0.0088 -0.0018 -0.0000 tilt_INDUSTRY
2025-09-22 2025-09-23 ind_communications_equipment -0.0000 -0.0005 0.0000 tilt_INDUSTRY
2025-09-22 2025-09-23 ind_oil_gas_equipment_services -0.0146 0.0031 -0.0000 tilt_INDUSTRY
2025-09-22 2025-09-23 ind_automobile -0.0431 0.0055 -0.0002 tilt_INDUSTRY
2025-09-22 2025-09-23 country_KR -0.1028 -0.0009 0.0001 tilt_COUNTRY
2025-09-22 2025-09-23 quality 4.1174 -0.0003 -0.0014 alpha_QUALITY
2025-09-22 2025-09-23 size_MICRO -0.0105 -0.0009 0.0000 tilt_SIZE
2025-09-22 2025-09-23 country_SG -0.0243 -0.0006 0.0000 tilt_COUNTRY
2025-09-22 2025-09-23 ind_telecommunications_serices 0.1231 -0.0078 -0.0010 tilt_INDUSTRY
2025-09-22 2025-09-23 sbeta_market 0.0291 -0.0158 -0.0005 risk_exposure
2025-09-22 2025-09-23 ind_water_utilities -0.0086 0.0119 -0.0001 tilt_INDUSTRY
2025-09-22 2025-09-23 value_liq 0.9760 0.0006 0.0006 alpha_VALUE
2025-09-22 2025-09-23 ind_chemicals 0.0610 -0.0001 -0.0000 tilt_INDUSTRY
2025-09-22 2025-09-23 momentum -0.1950 -0.0004 0.0001 alpha_MOMENTUM
2025-09-22 2025-09-23 ind_diversified_retail -0.0090 -0.0139 0.0001 tilt_INDUSTRY
2025-09-22 2025-09-23 ind_industrial_distribution 0.0422 0.0011 0.0000 tilt_INDUSTRY
2025-09-22 2025-09-23 ind_office_equipment -0.0188 -0.0010 0.0000 tilt_INDUSTRY
2025-09-22 2025-09-23 country_XH 0.0646 0.0015 0.0001 tilt_COUNTRY
2025-09-22 2025-09-23 ind_passenger_transportation -0.0189 -0.0080 0.0002 tilt_INDUSTRY
2025-09-22 2025-09-23 ind_freight_logistics -0.0360 -0.0041 0.0001 tilt_INDUSTRY
2025-09-22 2025-09-23 ind_electronic_equipment -0.0376 0.0030 -0.0001 tilt_INDUSTRY
2025-09-22 2025-09-23 ind_aerospace_defense -0.0077 -0.0010 0.0000 tilt_INDUSTRY
2025-09-22 2025-09-23 ind_electric_utilities_ipps -0.1206 0.0009 -0.0001 tilt_INDUSTRY
2025-09-22 2025-09-23 pdiscrepancy NaN NaN -0.0000 unexplained
2025-09-22 2025-09-23 ind_leisure_products 0.0135 0.0019 0.0000 tilt_INDUSTRY
2025-09-22 2025-09-23 ind_computers_phones_household_electronics 0.0757 0.0019 0.0001 tilt_INDUSTRY
2025-09-22 2025-09-23 fcost NaN NaN -0.0000 cost
2025-09-22 2025-09-23 impactCost NaN NaN -0.0001 cost
2025-09-22 2025-09-23 ind_pharmaceuticals -0.0442 -0.0059 0.0003 tilt_INDUSTRY
2025-09-22 2025-09-23 ind_commercial_services_supplies -0.0444 -0.0012 0.0001 tilt_INDUSTRY
2025-09-22 2025-09-23 value_gc 2.1869 0.0006 0.0013 alpha_VALUE
2025-09-22 2025-09-23 country_AU -0.1050 0.0018 -0.0002 tilt_COUNTRY
2025-09-22 2025-09-23 ind_software_it_services 0.0098 -0.0049 -0.0000 tilt_INDUSTRY
2025-09-22 2025-09-23 ind_healthcare_providers_services 0.0033 -0.0062 -0.0000 tilt_INDUSTRY
2025-09-22 2025-09-23 size_SMALL -0.0092 -0.0015 0.0000 tilt_SIZE
2025-09-22 2025-09-23 country_CN -0.0500 -0.0001 0.0000 tilt_COUNTRY
2025-09-22 2025-09-23 sdiscrepancy NaN NaN -0.0003 unexplained
2025-09-22 2025-09-23 size_LARGE 0.0778 0.0023 0.0002 tilt_SIZE
2025-09-22 2025-09-23 ind_homebuilding_building_products -0.0348 -0.0047 0.0002 tilt_INDUSTRY
2025-09-22 2025-09-23 ind_biotechnology -0.0233 0.0028 -0.0001 tilt_INDUSTRY
2025-09-22 2025-09-23 ind_real_estate_operations -0.0509 -0.0087 0.0004 tilt_INDUSTRY
2025-09-22 2025-09-23 ind_semiconductors 0.0215 0.0113 0.0002 tilt_INDUSTRY
2025-09-22 2025-09-23 ind_textiles_apparel -0.0024 -0.0033 0.0000 tilt_INDUSTRY
2025-09-22 2025-09-23 country_TW 0.0389 0.0003 0.0000 tilt_COUNTRY
2025-09-22 2025-09-23 ind_household_products_services -0.0391 -0.0088 0.0003 tilt_INDUSTRY
2025-09-22 2025-09-23 ind_paper_forestry -0.0096 -0.0031 0.0000 tilt_INDUSTRY
2025-09-22 2025-09-23 ind_insurance 0.0285 0.0004 0.0000 tilt_INDUSTRY
2025-09-22 2025-09-23 ind_holding_companies 0.0064 0.0000 0.0000 tilt_INDUSTRY
2025-09-22 2025-09-23 ind_construction_materials -0.0005 -0.0032 0.0000 tilt_INDUSTRY
2025-09-22 2025-09-23 neglect 1.2458 -0.0024 -0.0030 alpha_VALUE
2025-09-22 2025-09-23 country_IN 0.0000 -0.0057 0.0000 tilt_COUNTRY
2025-09-22 2025-09-23 ind_banking_services -0.0421 0.0029 -0.0001 tilt_INDUSTRY
2025-09-22 2025-09-23 fmom 0.4533 0.0002 0.0001 alpha_QUALITY
2025-09-22 2025-09-23 country_HK 0.0970 0.0030 0.0003 tilt_COUNTRY
2025-09-22 2025-09-23 ind_machinery 0.1278 0.0074 0.0009 tilt_INDUSTRY
2025-09-22 2025-09-23 country_JP -0.0913 0.0025 -0.0002 tilt_COUNTRY
2025-09-22 2025-09-23 ind_containers_packaging 0.0036 -0.0036 -0.0000 tilt_INDUSTRY
2025-09-22 2025-09-23 linearCost NaN NaN -0.0002 cost
2025-09-22 2025-09-23 reversal 1.0699 -0.0005 -0.0005 alpha_REVERSAL
2025-09-22 2025-09-23 country_PH 0.0029 -0.0156 -0.0000 tilt_COUNTRY
2025-09-22 2025-09-23 ind_hotels_entertainment -0.0107 -0.0044 0.0000 tilt_INDUSTRY
2025-09-22 2025-09-23 linkage 0.7310 -0.0002 -0.0001 alpha_MOMENTUM
2025-09-22 2025-09-23 ind_multiline_utilities -0.0134 0.0011 -0.0000 tilt_INDUSTRY
2025-09-22 2025-09-23 ind_metals_mining -0.0489 0.0032 -0.0002 tilt_INDUSTRY
2025-09-22 2025-09-23 size_MID -0.1027 -0.0001 0.0000 tilt_SIZE
2025-09-22 2025-09-23 country_ID 0.0000 0.0015 0.0000 tilt_COUNTRY
2025-09-22 2025-09-23 ind_media_publishing 0.0316 -0.0072 -0.0002 tilt_INDUSTRY
2025-09-22 2025-09-23 bcost NaN NaN -0.0003 cost
2025-09-22 2025-09-23 ind_integrated_hardware_software 0.0128 -0.0054 -0.0001 tilt_INDUSTRY
2025-09-22 2025-09-23 country_MY 0.0203 0.0006 0.0000 tilt_COUNTRY
2025-09-22 2025-09-23 ind_consumer_goods_conglomerates 0.0108 0.0063 0.0001 tilt_INDUSTRY
2025-09-22 2025-09-23 ind_uranium -0.0025 0.0203 -0.0001 tilt_INDUSTRY
2025-09-22 2025-09-23 specret NaN NaN -0.0061 unexplained
2025-09-22 2025-09-23 revision 1.4915 0.0008 0.0012 alpha_REVISION
2025-09-22 2025-09-23 ind_food_drug_retail 0.0315 -0.0075 -0.0002 tilt_INDUSTRY
2025-09-22 2025-09-23 ind_transportation_infrastructure 0.0178 0.0011 0.0000 tilt_INDUSTRY
2025-09-22 2025-09-23 ind_beverages -0.0596 -0.0047 0.0003 tilt_INDUSTRY
2025-09-22 2025-09-23 ind_natural_gas_utilities 0.0051 -0.0011 -0.0000 tilt_INDUSTRY
2025-09-22 2025-09-23 ind_coal -0.0482 0.0065 -0.0003 tilt_INDUSTRY
2025-09-22 2025-09-23 ind_household_goods -0.0345 0.0008 -0.0000 tilt_INDUSTRY
2025-09-22 2025-09-23 ind_construction_engineering 0.0562 0.0011 0.0001 tilt_INDUSTRY
2025-09-22 2025-09-23 ind_healthcare_equipment_supplies -0.0978 -0.0030 0.0003 tilt_INDUSTRY
2025-09-22 2025-09-23 ind_fintech -0.0025 -0.0079 0.0000 tilt_INDUSTRY
2025-09-22 2025-09-23 ind_specialty_reatil -0.0152 -0.0053 0.0001 tilt_INDUSTRY
2025-09-22 2025-09-23 market -0.0445 0.0097 -0.0004 risk_exposure
2025-09-22 2025-09-23 ind_food_tobacco 0.0590 -0.0062 -0.0004 tilt_INDUSTRY
2025-09-22 2025-09-23 stability 4.6544 0.0004 0.0019 alpha_QUALITY
2025-09-23 2025-09-24 sdiscrepancy NaN NaN 0.0007 unexplained
2025-09-23 2025-09-24 ind_automobile -0.0488 -0.0046 0.0002 tilt_INDUSTRY
2025-09-23 2025-09-24 ind_transportation_infrastructure 0.0277 -0.0030 -0.0001 tilt_INDUSTRY
2025-09-23 2025-09-24 size_MID -0.1218 0.0002 -0.0000 tilt_SIZE
2025-09-23 2025-09-24 linearCost NaN NaN -0.0006 cost
2025-09-23 2025-09-24 ind_textiles_apparel -0.0043 -0.0014 0.0000 tilt_INDUSTRY
2025-09-23 2025-09-24 ind_coal -0.0590 -0.0060 0.0004 tilt_INDUSTRY
2025-09-23 2025-09-24 ind_pharmaceuticals -0.0592 -0.0006 0.0000 tilt_INDUSTRY
2025-09-23 2025-09-24 ind_oil_gas_equipment_services -0.0183 0.0076 -0.0001 tilt_INDUSTRY
2025-09-23 2025-09-24 ind_containers_packaging 0.0020 -0.0014 -0.0000 tilt_INDUSTRY
2025-09-23 2025-09-24 ind_biotechnology -0.0286 -0.0118 0.0003 tilt_INDUSTRY
2025-09-23 2025-09-24 quality 5.1009 0.0000 0.0002 alpha_QUALITY
2025-09-23 2025-09-24 impactCost NaN NaN -0.0005 cost
2025-09-23 2025-09-24 market -0.0438 -0.0022 0.0001 risk_exposure
2025-09-23 2025-09-24 ind_software_it_services 0.0094 0.0040 0.0000 tilt_INDUSTRY
2025-09-23 2025-09-24 country_SG -0.0291 -0.0048 0.0001 tilt_COUNTRY
2025-09-23 2025-09-24 country_CN -0.0543 0.0067 -0.0004 tilt_COUNTRY
2025-09-23 2025-09-24 country_XH 0.0898 -0.0028 -0.0003 tilt_COUNTRY
2025-09-23 2025-09-24 ind_construction_engineering 0.0745 -0.0009 -0.0001 tilt_INDUSTRY
2025-09-23 2025-09-24 pdiscrepancy NaN NaN -0.0000 unexplained
2025-09-23 2025-09-24 country_TW 0.0359 -0.0082 -0.0003 tilt_COUNTRY
2025-09-23 2025-09-24 country_TH 0.1408 0.0065 0.0009 tilt_COUNTRY
2025-09-23 2025-09-24 ind_healthcare_equipment_supplies -0.1199 0.0006 -0.0001 tilt_INDUSTRY
2025-09-23 2025-09-24 ind_renewable_energy 0.0101 0.0165 0.0002 tilt_INDUSTRY
2025-09-23 2025-09-24 ind_holding_companies 0.0082 0.0000 0.0000 tilt_INDUSTRY
2025-09-23 2025-09-24 ind_media_publishing 0.0396 0.0005 0.0000 tilt_INDUSTRY
2025-09-23 2025-09-24 ind_oil_gas 0.0860 0.0030 0.0003 tilt_INDUSTRY
2025-09-23 2025-09-24 ind_hotels_entertainment -0.0167 -0.0010 0.0000 tilt_INDUSTRY
2025-09-23 2025-09-24 ind_paper_forestry -0.0112 -0.0019 0.0000 tilt_INDUSTRY
2025-09-23 2025-09-24 ind_electric_utilities_ipps -0.1512 -0.0039 0.0006 tilt_INDUSTRY
2025-09-23 2025-09-24 ind_leisure_products 0.0191 0.0143 0.0003 tilt_INDUSTRY
2025-09-23 2025-09-24 ind_telecommunications_serices 0.1504 0.0047 0.0007 tilt_INDUSTRY
2025-09-23 2025-09-24 ind_machinery 0.1689 0.0013 0.0002 tilt_INDUSTRY
2025-09-23 2025-09-24 ind_communications_equipment 0.0007 -0.0004 -0.0000 tilt_INDUSTRY
2025-09-23 2025-09-24 size_MICRO -0.0103 -0.0038 0.0000 tilt_SIZE
2025-09-23 2025-09-24 ind_food_tobacco 0.0652 -0.0020 -0.0001 tilt_INDUSTRY
2025-09-23 2025-09-24 ind_passenger_transportation -0.0264 0.0039 -0.0001 tilt_INDUSTRY
2025-09-23 2025-09-24 size_LARGE 0.0949 0.0009 0.0001 tilt_SIZE
2025-09-23 2025-09-24 ind_banking_services -0.0568 -0.0030 0.0002 tilt_INDUSTRY
2025-09-23 2025-09-24 ind_fintech -0.0034 -0.0063 0.0000 tilt_INDUSTRY
2025-09-23 2025-09-24 revision 1.8512 0.0001 0.0002 alpha_REVISION
2025-09-23 2025-09-24 ind_natural_gas_utilities 0.0071 0.0002 0.0000 tilt_INDUSTRY
2025-09-23 2025-09-24 country_KR -0.1230 -0.0106 0.0013 tilt_COUNTRY
2025-09-23 2025-09-24 neglect 1.5316 -0.0002 -0.0003 alpha_VALUE
2025-09-23 2025-09-24 ind_uranium -0.0031 0.0078 -0.0000 tilt_INDUSTRY
2025-09-23 2025-09-24 ind_household_products_services -0.0479 0.0039 -0.0002 tilt_INDUSTRY
2025-09-23 2025-09-24 country_MY 0.0280 -0.0012 -0.0000 tilt_COUNTRY
2025-09-23 2025-09-24 fmom 0.6000 -0.0006 -0.0004 alpha_QUALITY
2025-09-23 2025-09-24 ind_beverages -0.0784 -0.0045 0.0004 tilt_INDUSTRY
2025-09-23 2025-09-24 ind_household_goods -0.0461 -0.0030 0.0001 tilt_INDUSTRY
2025-09-23 2025-09-24 ind_specialty_reatil -0.0159 -0.0018 0.0000 tilt_INDUSTRY
2025-09-23 2025-09-24 ind_consumer_goods_conglomerates 0.0146 0.0053 0.0001 tilt_INDUSTRY
2025-09-23 2025-09-24 stability 5.7914 -0.0002 -0.0012 alpha_QUALITY
2025-09-23 2025-09-24 bcost NaN NaN -0.0003 cost
2025-09-23 2025-09-24 ind_homebuilding_building_products -0.0422 0.0015 -0.0001 tilt_INDUSTRY
2025-09-23 2025-09-24 ind_integrated_hardware_software 0.0175 0.0088 0.0002 tilt_INDUSTRY
2025-09-23 2025-09-24 ind_real_estate_operations -0.0543 0.0007 -0.0000 tilt_INDUSTRY
2025-09-23 2025-09-24 ind_construction_materials -0.0007 -0.0038 0.0000 tilt_INDUSTRY
2025-09-23 2025-09-24 fcost NaN NaN -0.0000 cost
2025-09-23 2025-09-24 ind_semiconductors 0.0308 0.0071 0.0002 tilt_INDUSTRY
2025-09-23 2025-09-24 specret NaN NaN -0.0108 unexplained
2025-09-23 2025-09-24 country_NZ 0.0000 0.0053 0.0000 tilt_COUNTRY
2025-09-23 2025-09-24 ind_water_utilities -0.0104 0.0045 -0.0000 tilt_INDUSTRY
2025-09-23 2025-09-24 ind_chemicals 0.0719 0.0027 0.0002 tilt_INDUSTRY
2025-09-23 2025-09-24 country_ID 0.0000 -0.0060 0.0000 tilt_COUNTRY
2025-09-23 2025-09-24 sbeta_market 0.0436 0.0070 0.0003 risk_exposure
2025-09-23 2025-09-24 size_SMALL -0.0066 -0.0006 0.0000 tilt_SIZE
2025-09-23 2025-09-24 value_gc 2.7475 -0.0015 -0.0041 alpha_VALUE
2025-09-23 2025-09-24 ind_multiline_utilities -0.0162 -0.0053 0.0001 tilt_INDUSTRY
2025-09-23 2025-09-24 ind_metals_mining -0.0639 -0.0000 0.0000 tilt_INDUSTRY
2025-09-23 2025-09-24 country_PH 0.0039 -0.0036 -0.0000 tilt_COUNTRY
2025-09-23 2025-09-24 ind_computers_phones_household_electronics 0.0975 0.0020 0.0002 tilt_INDUSTRY
2025-09-23 2025-09-24 ind_aerospace_defense -0.0097 0.0004 -0.0000 tilt_INDUSTRY
2025-09-23 2025-09-24 ind_electronic_equipment -0.0395 -0.0010 0.0000 tilt_INDUSTRY
2025-09-23 2025-09-24 ind_industrial_distribution 0.0508 -0.0081 -0.0004 tilt_INDUSTRY
2025-09-23 2025-09-24 ind_healthcare_providers_services 0.0044 -0.0043 -0.0000 tilt_INDUSTRY
2025-09-23 2025-09-24 ind_investment_services 0.0876 -0.0057 -0.0005 tilt_INDUSTRY
2025-09-23 2025-09-24 reversal 1.3866 -0.0007 -0.0010 alpha_REVERSAL
2025-09-23 2025-09-24 ind_diversified_retail -0.0107 0.0023 -0.0000 tilt_INDUSTRY
2025-09-23 2025-09-24 linkage 0.8827 -0.0003 -0.0002 alpha_MOMENTUM
2025-09-23 2025-09-24 country_JP -0.1227 -0.0044 0.0005 tilt_COUNTRY
2025-09-23 2025-09-24 country_HK 0.1117 -0.0031 -0.0003 tilt_COUNTRY
2025-09-23 2025-09-24 country_AU -0.1249 -0.0070 0.0009 tilt_COUNTRY
2025-09-23 2025-09-24 value_liq 1.2525 0.0012 0.0016 alpha_VALUE
2025-09-23 2025-09-24 momentum -0.2722 0.0014 -0.0004 alpha_MOMENTUM
2025-09-23 2025-09-24 country_IN 0.0000 -0.0069 0.0000 tilt_COUNTRY
2025-09-23 2025-09-24 ind_office_equipment -0.0225 -0.0047 0.0001 tilt_INDUSTRY
2025-09-23 2025-09-24 ind_food_drug_retail 0.0454 0.0073 0.0003 tilt_INDUSTRY
2025-09-23 2025-09-24 ind_freight_logistics -0.0389 -0.0014 0.0001 tilt_INDUSTRY
2025-09-23 2025-09-24 ind_commercial_services_supplies -0.0656 -0.0045 0.0003 tilt_INDUSTRY
2025-09-23 2025-09-24 ind_insurance 0.0369 -0.0046 -0.0002 tilt_INDUSTRY
2025-09-24 2025-09-25 country_IN 0.0000 -0.0020 0.0000 tilt_COUNTRY
2025-09-24 2025-09-25 ind_construction_materials 0.0012 0.0019 0.0000 tilt_INDUSTRY
2025-09-24 2025-09-25 ind_holding_companies 0.0079 0.0000 0.0000 tilt_INDUSTRY
2025-09-24 2025-09-25 linearCost NaN NaN -0.0009 cost
2025-09-24 2025-09-25 linkage 0.8280 -0.0002 -0.0002 alpha_MOMENTUM
2025-09-24 2025-09-25 ind_machinery 0.1596 -0.0013 -0.0002 tilt_INDUSTRY
2025-09-24 2025-09-25 ind_hotels_entertainment -0.0172 0.0031 -0.0001 tilt_INDUSTRY
2025-09-24 2025-09-25 ind_multiline_utilities -0.0148 -0.0018 0.0000 tilt_INDUSTRY
2025-09-24 2025-09-25 ind_transportation_infrastructure 0.0297 -0.0006 -0.0000 tilt_INDUSTRY
2025-09-24 2025-09-25 market -0.0486 -0.0100 0.0005 risk_exposure
2025-09-24 2025-09-25 ind_telecommunications_serices 0.1366 0.0021 0.0003 tilt_INDUSTRY
2025-09-24 2025-09-25 ind_aerospace_defense -0.0091 -0.0032 0.0000 tilt_INDUSTRY
2025-09-24 2025-09-25 value_gc 2.6603 -0.0012 -0.0033 alpha_VALUE
2025-09-24 2025-09-25 ind_oil_gas_equipment_services -0.0168 -0.0035 0.0001 tilt_INDUSTRY
2025-09-24 2025-09-25 ind_healthcare_providers_services 0.0050 -0.0002 -0.0000 tilt_INDUSTRY
2025-09-24 2025-09-25 pdiscrepancy NaN NaN -0.0001 unexplained
2025-09-24 2025-09-25 country_MY 0.0313 0.0042 0.0001 tilt_COUNTRY
2025-09-24 2025-09-25 ind_food_drug_retail 0.0487 -0.0037 -0.0002 tilt_INDUSTRY
2025-09-24 2025-09-25 ind_office_equipment -0.0199 -0.0065 0.0001 tilt_INDUSTRY
2025-09-24 2025-09-25 country_XH 0.0956 -0.0051 -0.0005 tilt_COUNTRY
2025-09-24 2025-09-25 ind_software_it_services -0.0026 0.0073 -0.0000 tilt_INDUSTRY
2025-09-24 2025-09-25 country_AU -0.1129 0.0031 -0.0004 tilt_COUNTRY
2025-09-24 2025-09-25 ind_oil_gas 0.0827 0.0086 0.0007 tilt_INDUSTRY
2025-09-24 2025-09-25 country_NZ 0.0000 0.0089 0.0000 tilt_COUNTRY
2025-09-24 2025-09-25 size_MICRO -0.0079 -0.0041 0.0000 tilt_SIZE
2025-09-24 2025-09-25 sdiscrepancy NaN NaN -0.0009 unexplained
2025-09-24 2025-09-25 ind_fintech -0.0037 0.0035 -0.0000 tilt_INDUSTRY
2025-09-24 2025-09-25 size_LARGE 0.0793 0.0018 0.0001 tilt_SIZE
2025-09-24 2025-09-25 ind_beverages -0.0790 -0.0033 0.0003 tilt_INDUSTRY
2025-09-24 2025-09-25 ind_consumer_goods_conglomerates 0.0158 -0.0060 -0.0001 tilt_INDUSTRY
2025-09-24 2025-09-25 ind_real_estate_operations -0.0385 -0.0034 0.0001 tilt_INDUSTRY
2025-09-24 2025-09-25 ind_household_products_services -0.0412 -0.0003 0.0000 tilt_INDUSTRY
2025-09-24 2025-09-25 country_ID 0.0000 -0.0037 0.0000 tilt_COUNTRY
2025-09-24 2025-09-25 country_SG -0.0242 0.0019 -0.0000 tilt_COUNTRY
2025-09-24 2025-09-25 size_MID -0.1133 0.0026 -0.0003 tilt_SIZE
2025-09-24 2025-09-25 ind_passenger_transportation -0.0223 0.0023 -0.0001 tilt_INDUSTRY
2025-09-24 2025-09-25 ind_food_tobacco 0.0524 -0.0003 -0.0000 tilt_INDUSTRY
2025-09-24 2025-09-25 ind_communications_equipment 0.0024 -0.0002 -0.0000 tilt_INDUSTRY
2025-09-24 2025-09-25 ind_water_utilities -0.0095 -0.0048 0.0000 tilt_INDUSTRY
2025-09-24 2025-09-25 ind_investment_services 0.0709 -0.0040 -0.0003 tilt_INDUSTRY
2025-09-24 2025-09-25 ind_chemicals 0.0622 0.0008 0.0000 tilt_INDUSTRY
2025-09-24 2025-09-25 ind_commercial_services_supplies -0.0764 0.0008 -0.0001 tilt_INDUSTRY
2025-09-24 2025-09-25 ind_leisure_products 0.0210 0.0026 0.0001 tilt_INDUSTRY
2025-09-24 2025-09-25 ind_electric_utilities_ipps -0.1407 0.0021 -0.0003 tilt_INDUSTRY
2025-09-24 2025-09-25 ind_diversified_retail -0.0095 -0.0032 0.0000 tilt_INDUSTRY
2025-09-24 2025-09-25 ind_industrial_distribution 0.0448 -0.0043 -0.0002 tilt_INDUSTRY
2025-09-24 2025-09-25 ind_electronic_equipment -0.0309 -0.0030 0.0001 tilt_INDUSTRY
2025-09-24 2025-09-25 ind_computers_phones_household_electronics 0.0938 0.0068 0.0006 tilt_INDUSTRY
2025-09-24 2025-09-25 size_SMALL -0.0067 -0.0040 0.0000 tilt_SIZE
2025-09-24 2025-09-25 sbeta_market 0.0206 0.0075 0.0002 risk_exposure
2025-09-24 2025-09-25 ind_freight_logistics -0.0302 0.0003 -0.0000 tilt_INDUSTRY
2025-09-24 2025-09-25 country_KR -0.1124 -0.0002 0.0000 tilt_COUNTRY
2025-09-24 2025-09-25 ind_banking_services -0.0615 -0.0004 0.0000 tilt_INDUSTRY
2025-09-24 2025-09-25 revision 1.7653 -0.0007 -0.0012 alpha_REVISION
2025-09-24 2025-09-25 ind_natural_gas_utilities 0.0080 0.0038 0.0000 tilt_INDUSTRY
2025-09-24 2025-09-25 ind_uranium -0.0027 -0.0114 0.0000 tilt_INDUSTRY
2025-09-24 2025-09-25 ind_metals_mining -0.0701 0.0043 -0.0003 tilt_INDUSTRY
2025-09-24 2025-09-25 country_PH 0.0044 -0.0024 -0.0000 tilt_COUNTRY
2025-09-24 2025-09-25 reversal 1.4649 0.0010 0.0015 alpha_REVERSAL
2025-09-24 2025-09-25 country_HK 0.1025 -0.0087 -0.0009 tilt_COUNTRY
2025-09-24 2025-09-25 country_JP -0.1175 0.0075 -0.0009 tilt_COUNTRY
2025-09-24 2025-09-25 neglect 1.4165 -0.0007 -0.0010 alpha_VALUE
2025-09-24 2025-09-25 fmom 0.5930 0.0006 0.0003 alpha_QUALITY
2025-09-24 2025-09-25 ind_household_goods -0.0470 -0.0099 0.0005 tilt_INDUSTRY
2025-09-24 2025-09-25 ind_automobile -0.0404 0.0008 -0.0000 tilt_INDUSTRY
2025-09-24 2025-09-25 ind_semiconductors 0.0345 -0.0041 -0.0001 tilt_INDUSTRY
2025-09-24 2025-09-25 fcost NaN NaN -0.0000 cost
2025-09-24 2025-09-25 ind_integrated_hardware_software 0.0176 -0.0039 -0.0001 tilt_INDUSTRY
2025-09-24 2025-09-25 ind_homebuilding_building_products -0.0377 -0.0003 0.0000 tilt_INDUSTRY
2025-09-24 2025-09-25 bcost NaN NaN -0.0003 cost
2025-09-24 2025-09-25 stability 5.4243 -0.0002 -0.0009 alpha_QUALITY
2025-09-24 2025-09-25 country_TH 0.1393 0.0147 0.0020 tilt_COUNTRY
2025-09-24 2025-09-25 ind_specialty_reatil -0.0100 -0.0009 0.0000 tilt_INDUSTRY
2025-09-24 2025-09-25 specret NaN NaN -0.0050 unexplained
2025-09-24 2025-09-25 ind_insurance 0.0361 -0.0061 -0.0002 tilt_INDUSTRY
2025-09-24 2025-09-25 ind_pharmaceuticals -0.0572 -0.0031 0.0002 tilt_INDUSTRY
2025-09-24 2025-09-25 momentum -0.3129 -0.0001 0.0000 alpha_MOMENTUM
2025-09-24 2025-09-25 ind_construction_engineering 0.0704 -0.0005 -0.0000 tilt_INDUSTRY
2025-09-24 2025-09-25 ind_coal -0.0536 0.0014 -0.0001 tilt_INDUSTRY
2025-09-24 2025-09-25 ind_healthcare_equipment_supplies -0.1109 0.0004 -0.0000 tilt_INDUSTRY
2025-09-24 2025-09-25 impactCost NaN NaN -0.0008 cost
2025-09-24 2025-09-25 quality 4.7667 -0.0005 -0.0025 alpha_QUALITY
2025-09-24 2025-09-25 ind_containers_packaging 0.0000 -0.0030 0.0000 tilt_INDUSTRY
2025-09-24 2025-09-25 value_liq 1.3024 0.0018 0.0023 alpha_VALUE
2025-09-24 2025-09-25 ind_renewable_energy 0.0080 0.0102 0.0001 tilt_INDUSTRY
2025-09-24 2025-09-25 ind_textiles_apparel -0.0072 -0.0028 0.0000 tilt_INDUSTRY
2025-09-24 2025-09-25 ind_media_publishing 0.0366 0.0061 0.0002 tilt_INDUSTRY
2025-09-24 2025-09-25 ind_biotechnology -0.0245 0.0035 -0.0001 tilt_INDUSTRY
2025-09-24 2025-09-25 ind_paper_forestry -0.0093 -0.0012 0.0000 tilt_INDUSTRY
2025-09-24 2025-09-25 country_TW 0.0190 0.0001 0.0000 tilt_COUNTRY
2025-09-24 2025-09-25 country_CN -0.0736 -0.0019 0.0001 tilt_COUNTRY
2025-09-25 2025-09-26 ind_oil_gas_equipment_services -0.0231 0.0062 -0.0001 tilt_INDUSTRY
2025-09-25 2025-09-26 market -0.0322 0.0113 -0.0004 risk_exposure
2025-09-25 2025-09-26 ind_integrated_hardware_software 0.0255 -0.0118 -0.0003 tilt_INDUSTRY
2025-09-25 2025-09-26 ind_real_estate_operations -0.0476 0.0098 -0.0005 tilt_INDUSTRY
2025-09-25 2025-09-26 ind_homebuilding_building_products -0.0533 0.0021 -0.0001 tilt_INDUSTRY
2025-09-25 2025-09-26 bcost NaN NaN -0.0004 cost
2025-09-25 2025-09-26 ind_consumer_goods_conglomerates 0.0211 0.0026 0.0001 tilt_INDUSTRY
2025-09-25 2025-09-26 stability 7.7080 -0.0000 -0.0000 alpha_QUALITY
2025-09-25 2025-09-26 ind_beverages -0.1227 0.0050 -0.0006 tilt_INDUSTRY
2025-09-25 2025-09-26 country_TH 0.1866 -0.0079 -0.0015 tilt_COUNTRY
2025-09-25 2025-09-26 ind_construction_engineering 0.0904 0.0013 0.0001 tilt_INDUSTRY
2025-09-25 2025-09-26 specret NaN NaN -0.0031 unexplained
2025-09-25 2025-09-26 size_LARGE 0.1261 -0.0006 -0.0001 tilt_SIZE
2025-09-25 2025-09-26 ind_uranium -0.0038 0.0294 -0.0001 tilt_INDUSTRY
2025-09-25 2025-09-26 ind_biotechnology -0.0308 -0.0091 0.0003 tilt_INDUSTRY
2025-09-25 2025-09-26 country_TW 0.0207 -0.0099 -0.0002 tilt_COUNTRY
2025-09-25 2025-09-26 ind_household_products_services -0.0537 0.0023 -0.0001 tilt_INDUSTRY
2025-09-25 2025-09-26 ind_insurance 0.0472 0.0148 0.0007 tilt_INDUSTRY
2025-09-25 2025-09-26 ind_multiline_utilities -0.0210 0.0040 -0.0001 tilt_INDUSTRY
2025-09-25 2025-09-26 ind_metals_mining -0.0872 0.0107 -0.0009 tilt_INDUSTRY
2025-09-25 2025-09-26 size_MID -0.1459 -0.0010 0.0001 tilt_SIZE
2025-09-25 2025-09-26 country_PH 0.0089 -0.0081 -0.0001 tilt_COUNTRY
2025-09-25 2025-09-26 ind_containers_packaging 0.0000 0.0027 0.0000 tilt_INDUSTRY
2025-09-25 2025-09-26 reversal 1.9653 0.0020 0.0040 alpha_REVERSAL
2025-09-25 2025-09-26 linkage 1.2358 -0.0003 -0.0003 alpha_MOMENTUM
2025-09-25 2025-09-26 country_IN 0.0000 -0.0219 0.0000 tilt_COUNTRY
2025-09-25 2025-09-26 country_HK 0.1505 0.0054 0.0008 tilt_COUNTRY
2025-09-25 2025-09-26 ind_hotels_entertainment -0.0220 0.0007 -0.0000 tilt_INDUSTRY
2025-09-25 2025-09-26 linearCost NaN NaN -0.0014 cost
2025-09-25 2025-09-26 country_JP -0.1887 0.0075 -0.0014 tilt_COUNTRY
2025-09-25 2025-09-26 neglect 1.8595 -0.0001 -0.0003 alpha_VALUE
2025-09-25 2025-09-26 ind_machinery 0.2545 -0.0036 -0.0009 tilt_INDUSTRY
2025-09-25 2025-09-26 ind_media_publishing 0.0423 -0.0009 -0.0000 tilt_INDUSTRY
2025-09-25 2025-09-26 fmom 1.0222 -0.0001 -0.0001 alpha_QUALITY
2025-09-25 2025-09-26 ind_construction_materials 0.0072 0.0032 0.0000 tilt_INDUSTRY
2025-09-25 2025-09-26 ind_household_goods -0.0773 0.0066 -0.0005 tilt_INDUSTRY
2025-09-25 2025-09-26 ind_paper_forestry -0.0136 0.0039 -0.0001 tilt_INDUSTRY
2025-09-25 2025-09-26 ind_semiconductors 0.0768 -0.0072 -0.0006 tilt_INDUSTRY
2025-09-25 2025-09-26 ind_healthcare_equipment_supplies -0.1519 -0.0054 0.0008 tilt_INDUSTRY
2025-09-25 2025-09-26 fcost NaN NaN -0.0000 cost
2025-09-25 2025-09-26 ind_natural_gas_utilities 0.0145 -0.0041 -0.0001 tilt_INDUSTRY
2025-09-25 2025-09-26 ind_transportation_infrastructure 0.0418 -0.0042 -0.0002 tilt_INDUSTRY
2025-09-25 2025-09-26 ind_coal -0.0761 -0.0012 0.0001 tilt_INDUSTRY
2025-09-25 2025-09-26 ind_diversified_retail -0.0139 -0.0023 0.0000 tilt_INDUSTRY
2025-09-25 2025-09-26 country_MY 0.0558 0.0020 0.0001 tilt_COUNTRY
2025-09-25 2025-09-26 ind_holding_companies 0.0109 0.0000 0.0000 tilt_INDUSTRY
2025-09-25 2025-09-26 ind_industrial_distribution 0.0630 0.0065 0.0004 tilt_INDUSTRY
2025-09-25 2025-09-26 impactCost NaN NaN -0.0013 cost
2025-09-25 2025-09-26 ind_software_it_services -0.0098 -0.0111 0.0001 tilt_INDUSTRY
2025-09-25 2025-09-26 ind_electronic_equipment -0.0408 -0.0121 0.0005 tilt_INDUSTRY
2025-09-25 2025-09-26 value_gc 3.9918 -0.0004 -0.0015 alpha_VALUE
2025-09-25 2025-09-26 ind_computers_phones_household_electronics 0.1369 -0.0096 -0.0013 tilt_INDUSTRY
2025-09-25 2025-09-26 size_SMALL 0.0004 0.0014 0.0000 tilt_SIZE
2025-09-25 2025-09-26 ind_healthcare_providers_services 0.0084 0.0013 0.0000 tilt_INDUSTRY
2025-09-25 2025-09-26 country_CN -0.1125 0.0037 -0.0004 tilt_COUNTRY
2025-09-25 2025-09-26 ind_aerospace_defense -0.0091 0.0104 -0.0001 tilt_INDUSTRY
2025-09-25 2025-09-26 ind_telecommunications_serices 0.1905 -0.0068 -0.0013 tilt_INDUSTRY
2025-09-25 2025-09-26 sbeta_market 0.0724 -0.0208 -0.0015 risk_exposure
2025-09-25 2025-09-26 ind_renewable_energy 0.0072 0.0079 0.0001 tilt_INDUSTRY
2025-09-25 2025-09-26 ind_oil_gas 0.1168 0.0067 0.0008 tilt_INDUSTRY
2025-09-25 2025-09-26 country_KR -0.1581 -0.0171 0.0027 tilt_COUNTRY
2025-09-25 2025-09-26 ind_freight_logistics -0.0425 -0.0026 0.0001 tilt_INDUSTRY
2025-09-25 2025-09-26 ind_automobile -0.0592 0.0039 -0.0002 tilt_INDUSTRY
2025-09-25 2025-09-26 ind_pharmaceuticals -0.0861 -0.0063 0.0005 tilt_INDUSTRY
2025-09-25 2025-09-26 ind_food_drug_retail 0.0784 -0.0022 -0.0002 tilt_INDUSTRY
2025-09-25 2025-09-26 ind_fintech -0.0069 0.0015 -0.0000 tilt_INDUSTRY
2025-09-25 2025-09-26 momentum -0.4860 -0.0005 0.0002 alpha_MOMENTUM
2025-09-25 2025-09-26 ind_electric_utilities_ipps -0.1981 0.0024 -0.0005 tilt_INDUSTRY
2025-09-25 2025-09-26 pdiscrepancy NaN NaN 0.0000 unexplained
2025-09-25 2025-09-26 revision 2.5368 -0.0000 -0.0001 alpha_REVISION
2025-09-25 2025-09-26 value_liq 2.0561 0.0019 0.0038 alpha_VALUE
2025-09-25 2025-09-26 ind_passenger_transportation -0.0220 0.0010 -0.0000 tilt_INDUSTRY
2025-09-25 2025-09-26 ind_food_tobacco 0.0666 0.0059 0.0004 tilt_INDUSTRY
2025-09-25 2025-09-26 ind_specialty_reatil -0.0086 -0.0017 0.0000 tilt_INDUSTRY
2025-09-25 2025-09-26 ind_textiles_apparel -0.0087 0.0015 -0.0000 tilt_INDUSTRY
2025-09-25 2025-09-26 size_MICRO -0.0129 0.0025 -0.0000 tilt_SIZE
2025-09-25 2025-09-26 country_NZ 0.0000 -0.0086 0.0000 tilt_COUNTRY
2025-09-25 2025-09-26 ind_communications_equipment 0.0046 -0.0098 -0.0000 tilt_INDUSTRY
2025-09-25 2025-09-26 ind_water_utilities -0.0133 0.0016 -0.0000 tilt_INDUSTRY
2025-09-25 2025-09-26 quality 6.7316 0.0007 0.0047 alpha_QUALITY
2025-09-25 2025-09-26 country_SG -0.0298 -0.0063 0.0002 tilt_COUNTRY
2025-09-25 2025-09-26 ind_chemicals 0.1051 0.0039 0.0004 tilt_INDUSTRY
2025-09-25 2025-09-26 country_AU -0.1253 -0.0037 0.0005 tilt_COUNTRY
2025-09-25 2025-09-26 ind_investment_services 0.0938 0.0088 0.0008 tilt_INDUSTRY
2025-09-25 2025-09-26 country_XH 0.1595 0.0075 0.0012 tilt_COUNTRY
2025-09-25 2025-09-26 ind_commercial_services_supplies -0.1407 0.0012 -0.0002 tilt_INDUSTRY
2025-09-25 2025-09-26 sdiscrepancy NaN NaN -0.0018 unexplained
2025-09-25 2025-09-26 ind_leisure_products 0.0357 0.0005 0.0000 tilt_INDUSTRY
2025-09-25 2025-09-26 ind_banking_services -0.1000 0.0039 -0.0004 tilt_INDUSTRY
2025-09-25 2025-09-26 country_ID 0.0000 -0.0010 0.0000 tilt_COUNTRY
2025-09-25 2025-09-26 ind_office_equipment -0.0277 -0.0041 0.0001 tilt_INDUSTRY
2025-09-26 2025-09-29 ind_oil_gas 0.1014 -0.0002 -0.0000 tilt_INDUSTRY
2025-09-26 2025-09-29 ind_office_equipment -0.0267 -0.0055 0.0001 tilt_INDUSTRY
2025-09-26 2025-09-29 ind_passenger_transportation -0.0038 -0.0029 0.0000 tilt_INDUSTRY
2025-09-26 2025-09-29 ind_freight_logistics -0.0410 -0.0021 0.0001 tilt_INDUSTRY
2025-09-26 2025-09-29 country_PH 0.0126 -0.0029 -0.0000 tilt_COUNTRY
2025-09-26 2025-09-29 ind_pharmaceuticals -0.1089 -0.0024 0.0003 tilt_INDUSTRY
2025-09-26 2025-09-29 ind_real_estate_operations -0.0438 0.0023 -0.0001 tilt_INDUSTRY
2025-09-26 2025-09-29 ind_food_tobacco 0.0642 -0.0037 -0.0002 tilt_INDUSTRY
2025-09-26 2025-09-29 ind_automobile -0.0599 -0.0041 0.0002 tilt_INDUSTRY
2025-09-26 2025-09-29 country_NZ -0.0008 0.0005 -0.0000 tilt_COUNTRY
2025-09-26 2025-09-29 ind_renewable_energy 0.0039 0.0006 0.0000 tilt_INDUSTRY
2025-09-26 2025-09-29 ind_semiconductors 0.1244 -0.0017 -0.0002 tilt_INDUSTRY
2025-09-26 2025-09-29 ind_software_it_services -0.0068 -0.0042 0.0000 tilt_INDUSTRY
2025-09-26 2025-09-29 ind_food_drug_retail 0.0866 0.0003 0.0000 tilt_INDUSTRY
2025-09-26 2025-09-29 country_MY 0.0641 0.0019 0.0001 tilt_COUNTRY
2025-09-26 2025-09-29 ind_specialty_reatil -0.0087 0.0030 -0.0000 tilt_INDUSTRY
2025-09-26 2025-09-29 ind_fintech -0.0092 0.0121 -0.0001 tilt_INDUSTRY
2025-09-26 2025-09-29 ind_telecommunications_serices 0.2033 0.0005 0.0001 tilt_INDUSTRY
2025-09-26 2025-09-29 ind_household_products_services -0.0506 -0.0015 0.0001 tilt_INDUSTRY
2025-09-26 2025-09-29 ind_electronic_equipment -0.0435 -0.0015 0.0001 tilt_INDUSTRY
2025-09-26 2025-09-29 ind_banking_services -0.1220 -0.0005 0.0001 tilt_INDUSTRY
2025-09-26 2025-09-29 country_KR -0.1533 0.0097 -0.0015 tilt_COUNTRY
2025-09-26 2025-09-29 ind_transportation_infrastructure 0.0357 -0.0000 -0.0000 tilt_INDUSTRY
2025-09-26 2025-09-29 ind_healthcare_equipment_supplies -0.1479 -0.0028 0.0004 tilt_INDUSTRY
2025-09-26 2025-09-29 ind_paper_forestry -0.0141 -0.0020 0.0000 tilt_INDUSTRY
2025-09-26 2025-09-29 country_SG -0.0251 -0.0004 0.0000 tilt_COUNTRY
2025-09-26 2025-09-29 ind_oil_gas_equipment_services -0.0230 0.0024 -0.0001 tilt_INDUSTRY
2025-09-26 2025-09-29 ind_insurance 0.0239 0.0060 0.0001 tilt_INDUSTRY
2025-09-26 2025-09-29 fmom 1.1951 0.0005 0.0006 alpha_QUALITY
2025-09-26 2025-09-29 fcost NaN NaN -0.0002 cost
2025-09-26 2025-09-29 ind_integrated_hardware_software 0.0249 -0.0037 -0.0001 tilt_INDUSTRY
2025-09-26 2025-09-29 ind_investment_services 0.1003 0.0201 0.0020 tilt_INDUSTRY
2025-09-26 2025-09-29 ind_household_goods -0.0779 -0.0076 0.0006 tilt_INDUSTRY
2025-09-26 2025-09-29 country_XH 0.1637 0.0102 0.0017 tilt_COUNTRY
2025-09-26 2025-09-29 ind_leisure_products 0.0503 -0.0043 -0.0002 tilt_INDUSTRY
2025-09-26 2025-09-29 ind_hotels_entertainment -0.0141 0.0006 -0.0000 tilt_INDUSTRY
2025-09-26 2025-09-29 ind_machinery 0.2546 0.0006 0.0002 tilt_INDUSTRY
2025-09-26 2025-09-29 ind_uranium -0.0037 -0.0374 0.0001 tilt_INDUSTRY
2025-09-26 2025-09-29 ind_media_publishing 0.0345 -0.0046 -0.0002 tilt_INDUSTRY
2025-09-26 2025-09-29 impactCost NaN NaN -0.0030 cost
2025-09-26 2025-09-29 country_TW 0.0207 -0.0028 -0.0001 tilt_COUNTRY
2025-09-26 2025-09-29 ind_metals_mining -0.0860 0.0105 -0.0009 tilt_INDUSTRY
2025-09-26 2025-09-29 ind_multiline_utilities -0.0205 -0.0003 0.0000 tilt_INDUSTRY
2025-09-26 2025-09-29 ind_natural_gas_utilities 0.0171 -0.0011 -0.0000 tilt_INDUSTRY
2025-09-26 2025-09-29 ind_holding_companies 0.0091 0.0000 0.0000 tilt_INDUSTRY
2025-09-26 2025-09-29 country_TH 0.1704 0.0071 0.0012 tilt_COUNTRY
2025-09-26 2025-09-29 value_liq 2.0491 0.0002 0.0005 alpha_VALUE
2025-09-26 2025-09-29 ind_healthcare_providers_services 0.0076 -0.0024 -0.0000 tilt_INDUSTRY
2025-09-26 2025-09-29 ind_aerospace_defense -0.0085 -0.0009 0.0000 tilt_INDUSTRY
2025-09-26 2025-09-29 ind_homebuilding_building_products -0.0513 0.0008 -0.0000 tilt_INDUSTRY
2025-09-26 2025-09-29 ind_electric_utilities_ipps -0.1926 0.0022 -0.0004 tilt_INDUSTRY
2025-09-26 2025-09-29 ind_textiles_apparel -0.0033 -0.0008 0.0000 tilt_INDUSTRY
2025-09-26 2025-09-29 ind_water_utilities -0.0117 0.0052 -0.0001 tilt_INDUSTRY
2025-09-26 2025-09-29 ind_biotechnology -0.0303 0.0003 -0.0000 tilt_INDUSTRY
2025-09-26 2025-09-29 country_HK 0.1520 0.0057 0.0009 tilt_COUNTRY
2025-09-26 2025-09-29 revision 2.7087 0.0013 0.0036 alpha_REVISION
2025-09-26 2025-09-29 country_JP -0.1806 -0.0118 0.0021 tilt_COUNTRY
2025-09-26 2025-09-29 sbeta_market 0.0893 0.0118 0.0011 risk_exposure
2025-09-26 2025-09-29 ind_construction_engineering 0.0726 -0.0016 -0.0001 tilt_INDUSTRY
2025-09-26 2025-09-29 country_CN -0.1117 0.0004 -0.0000 tilt_COUNTRY
2025-09-26 2025-09-29 sdiscrepancy NaN NaN 0.0019 unexplained
2025-09-26 2025-09-29 ind_computers_phones_household_electronics 0.1652 -0.0058 -0.0010 tilt_INDUSTRY
2025-09-26 2025-09-29 size_LARGE 0.1244 0.0027 0.0003 tilt_SIZE
2025-09-26 2025-09-29 reversal 1.7639 -0.0001 -0.0001 alpha_REVERSAL
2025-09-26 2025-09-29 size_MICRO -0.0195 -0.0037 0.0001 tilt_SIZE
2025-09-26 2025-09-29 ind_chemicals 0.1012 0.0031 0.0003 tilt_INDUSTRY
2025-09-26 2025-09-29 country_AU -0.1165 0.0034 -0.0004 tilt_COUNTRY
2025-09-26 2025-09-29 size_MID -0.1135 0.0011 -0.0001 tilt_SIZE
2025-09-26 2025-09-29 size_SMALL 0.0040 -0.0029 -0.0000 tilt_SIZE
2025-09-26 2025-09-29 specret NaN NaN -0.0063 unexplained
2025-09-26 2025-09-29 ind_commercial_services_supplies -0.1397 -0.0013 0.0002 tilt_INDUSTRY
2025-09-26 2025-09-29 bcost NaN NaN -0.0018 cost
2025-09-26 2025-09-29 stability 7.8701 -0.0003 -0.0020 alpha_QUALITY
2025-09-26 2025-09-29 ind_coal -0.0739 -0.0092 0.0007 tilt_INDUSTRY
2025-09-26 2025-09-29 value_gc 4.0067 -0.0000 -0.0000 alpha_VALUE
2025-09-26 2025-09-29 ind_communications_equipment -0.0058 -0.0060 0.0000 tilt_INDUSTRY
2025-09-26 2025-09-29 ind_construction_materials 0.0084 0.0028 0.0000 tilt_INDUSTRY
2025-09-26 2025-09-29 ind_industrial_distribution 0.0609 -0.0043 -0.0003 tilt_INDUSTRY
2025-09-26 2025-09-29 quality 6.9111 0.0004 0.0029 alpha_QUALITY
2025-09-26 2025-09-29 ind_beverages -0.1239 0.0020 -0.0002 tilt_INDUSTRY
2025-09-26 2025-09-29 ind_containers_packaging 0.0000 0.0058 0.0000 tilt_INDUSTRY
2025-09-26 2025-09-29 momentum -0.5037 0.0001 -0.0001 alpha_MOMENTUM
2025-09-26 2025-09-29 linkage 1.5662 0.0000 0.0000 alpha_MOMENTUM
2025-09-26 2025-09-29 neglect 1.7612 -0.0006 -0.0011 alpha_VALUE
2025-09-26 2025-09-29 market -0.0046 -0.0068 0.0000 risk_exposure
2025-09-26 2025-09-29 linearCost NaN NaN -0.0026 cost
2025-09-26 2025-09-29 ind_diversified_retail -0.0152 -0.0011 0.0000 tilt_INDUSTRY
2025-09-26 2025-09-29 ind_consumer_goods_conglomerates 0.0139 0.0017 0.0000 tilt_INDUSTRY
2025-09-26 2025-09-29 country_ID 0.0000 0.0032 0.0000 tilt_COUNTRY
2025-09-26 2025-09-29 pdiscrepancy NaN NaN 0.0001 unexplained
2025-09-26 2025-09-29 country_IN 0.0000 0.0019 0.0000 tilt_COUNTRY
2025-09-29 2025-09-30 ind_household_goods -0.0510 -0.0101 0.0005 tilt_INDUSTRY
2025-09-29 2025-09-30 ind_coal -0.0493 -0.0024 0.0001 tilt_INDUSTRY
2025-09-29 2025-09-30 ind_hotels_entertainment 0.0001 -0.0036 -0.0000 tilt_INDUSTRY
2025-09-29 2025-09-30 fmom 0.8620 0.0002 0.0001 alpha_QUALITY
2025-09-29 2025-09-30 ind_commercial_services_supplies -0.0805 -0.0030 0.0002 tilt_INDUSTRY
2025-09-29 2025-09-30 ind_containers_packaging -0.0003 -0.0021 0.0000 tilt_INDUSTRY
2025-09-29 2025-09-30 ind_diversified_retail -0.0129 -0.0044 0.0001 tilt_INDUSTRY
2025-09-29 2025-09-30 ind_chemicals 0.0683 0.0027 0.0002 tilt_INDUSTRY
2025-09-29 2025-09-30 ind_homebuilding_building_products -0.0347 -0.0058 0.0002 tilt_INDUSTRY
2025-09-29 2025-09-30 ind_electric_utilities_ipps -0.1303 -0.0046 0.0006 tilt_INDUSTRY
2025-09-29 2025-09-30 ind_banking_services -0.1001 -0.0007 0.0001 tilt_INDUSTRY
2025-09-29 2025-09-30 impactCost NaN NaN -0.0007 cost
2025-09-29 2025-09-30 ind_food_tobacco 0.0384 -0.0022 -0.0001 tilt_INDUSTRY
2025-09-29 2025-09-30 ind_construction_materials 0.0050 0.0010 0.0000 tilt_INDUSTRY
2025-09-29 2025-09-30 ind_freight_logistics -0.0303 -0.0070 0.0002 tilt_INDUSTRY
2025-09-29 2025-09-30 ind_biotechnology -0.0202 0.0109 -0.0002 tilt_INDUSTRY
2025-09-29 2025-09-30 ind_automobile -0.0381 -0.0030 0.0001 tilt_INDUSTRY
2025-09-29 2025-09-30 ind_healthcare_equipment_supplies -0.1041 0.0085 -0.0009 tilt_INDUSTRY
2025-09-29 2025-09-30 ind_aerospace_defense -0.0076 0.0189 -0.0001 tilt_INDUSTRY
2025-09-29 2025-09-30 ind_electronic_equipment -0.0299 -0.0040 0.0001 tilt_INDUSTRY
2025-09-29 2025-09-30 ind_consumer_goods_conglomerates 0.0033 0.0008 0.0000 tilt_INDUSTRY
2025-09-29 2025-09-30 ind_computers_phones_household_electronics 0.1238 -0.0014 -0.0002 tilt_INDUSTRY
2025-09-29 2025-09-30 ind_beverages -0.0835 -0.0084 0.0007 tilt_INDUSTRY
2025-09-29 2025-09-30 ind_healthcare_providers_services 0.0040 0.0018 0.0000 tilt_INDUSTRY
2025-09-29 2025-09-30 ind_fintech -0.0086 -0.0027 0.0000 tilt_INDUSTRY
2025-09-29 2025-09-30 ind_holding_companies 0.0044 0.0000 0.0000 tilt_INDUSTRY
2025-09-29 2025-09-30 ind_communications_equipment -0.0128 -0.0036 0.0000 tilt_INDUSTRY
2025-09-29 2025-09-30 ind_food_drug_retail 0.0649 -0.0018 -0.0001 tilt_INDUSTRY
2025-09-29 2025-09-30 ind_construction_engineering 0.0370 -0.0013 -0.0000 tilt_INDUSTRY
2025-09-29 2025-09-30 value_gc 2.6961 -0.0005 -0.0013 alpha_VALUE
2025-09-29 2025-09-30 ind_industrial_distribution 0.0413 -0.0004 -0.0000 tilt_INDUSTRY
2025-09-29 2025-09-30 ind_transportation_infrastructure 0.0168 -0.0005 -0.0000 tilt_INDUSTRY
2025-09-29 2025-09-30 ind_uranium -0.0025 0.0076 -0.0000 tilt_INDUSTRY
2025-09-29 2025-09-30 country_JP -0.0819 -0.0008 0.0001 tilt_COUNTRY
2025-09-29 2025-09-30 ind_water_utilities -0.0068 -0.0071 0.0000 tilt_INDUSTRY
2025-09-29 2025-09-30 linearCost NaN NaN -0.0013 cost
2025-09-29 2025-09-30 linkage 1.1245 -0.0003 -0.0003 alpha_MOMENTUM
2025-09-29 2025-09-30 country_IN 0.0000 0.0015 0.0000 tilt_COUNTRY
2025-09-29 2025-09-30 market -0.0183 -0.0032 0.0001 risk_exposure
2025-09-29 2025-09-30 momentum -0.3315 0.0002 -0.0001 alpha_MOMENTUM
2025-09-29 2025-09-30 neglect 1.3021 -0.0006 -0.0008 alpha_VALUE
2025-09-29 2025-09-30 country_ID 0.0000 -0.0091 0.0000 tilt_COUNTRY
2025-09-29 2025-09-30 pdiscrepancy NaN NaN -0.0001 unexplained
2025-09-29 2025-09-30 quality 4.9168 -0.0000 -0.0001 alpha_QUALITY
2025-09-29 2025-09-30 reversal 1.0956 -0.0013 -0.0014 alpha_REVERSAL
2025-09-29 2025-09-30 country_HK 0.1027 0.0043 0.0004 tilt_COUNTRY
2025-09-29 2025-09-30 revision 2.0160 0.0006 0.0012 alpha_REVISION
2025-09-29 2025-09-30 sbeta_market 0.0417 0.0067 0.0003 risk_exposure
2025-09-29 2025-09-30 country_CN -0.0908 -0.0013 0.0001 tilt_COUNTRY
2025-09-29 2025-09-30 sdiscrepancy NaN NaN -0.0022 unexplained
2025-09-29 2025-09-30 size_LARGE 0.0750 -0.0010 -0.0001 tilt_SIZE
2025-09-29 2025-09-30 size_MICRO -0.0184 -0.0032 0.0001 tilt_SIZE
2025-09-29 2025-09-30 country_AU -0.1063 -0.0021 0.0002 tilt_COUNTRY
2025-09-29 2025-09-30 size_MID -0.0634 0.0019 -0.0001 tilt_SIZE
2025-09-29 2025-09-30 size_SMALL -0.0115 -0.0013 0.0000 tilt_SIZE
2025-09-29 2025-09-30 specret NaN NaN -0.0004 unexplained
2025-09-29 2025-09-30 bcost NaN NaN -0.0004 cost
2025-09-29 2025-09-30 stability 5.5433 -0.0016 -0.0091 alpha_QUALITY
2025-09-29 2025-09-30 country_KR -0.1049 -0.0065 0.0007 tilt_COUNTRY
2025-09-29 2025-09-30 ind_household_products_services -0.0311 -0.0006 0.0000 tilt_INDUSTRY
2025-09-29 2025-09-30 ind_textiles_apparel -0.0042 -0.0017 0.0000 tilt_INDUSTRY
2025-09-29 2025-09-30 ind_specialty_reatil -0.0092 -0.0002 0.0000 tilt_INDUSTRY
2025-09-29 2025-09-30 ind_insurance 0.0085 -0.0041 -0.0000 tilt_INDUSTRY
2025-09-29 2025-09-30 fcost NaN NaN -0.0000 cost
2025-09-29 2025-09-30 ind_integrated_hardware_software 0.0170 0.0014 0.0000 tilt_INDUSTRY
2025-09-29 2025-09-30 ind_investment_services 0.0777 -0.0104 -0.0008 tilt_INDUSTRY
2025-09-29 2025-09-30 country_XH 0.1059 0.0059 0.0006 tilt_COUNTRY
2025-09-29 2025-09-30 ind_leisure_products 0.0400 -0.0009 -0.0000 tilt_INDUSTRY
2025-09-29 2025-09-30 ind_machinery 0.1716 0.0018 0.0003 tilt_INDUSTRY
2025-09-29 2025-09-30 ind_media_publishing 0.0230 -0.0006 -0.0000 tilt_INDUSTRY
2025-09-29 2025-09-30 country_TW 0.0138 0.0094 0.0001 tilt_COUNTRY
2025-09-29 2025-09-30 ind_metals_mining -0.0809 0.0106 -0.0009 tilt_INDUSTRY
2025-09-29 2025-09-30 ind_multiline_utilities -0.0137 0.0004 -0.0000 tilt_INDUSTRY
2025-09-29 2025-09-30 ind_natural_gas_utilities 0.0145 0.0007 0.0000 tilt_INDUSTRY
2025-09-29 2025-09-30 country_TH 0.1011 -0.0088 -0.0009 tilt_COUNTRY
2025-09-29 2025-09-30 ind_office_equipment -0.0182 0.0004 -0.0000 tilt_INDUSTRY
2025-09-29 2025-09-30 ind_oil_gas 0.0563 -0.0107 -0.0006 tilt_INDUSTRY
2025-09-29 2025-09-30 ind_oil_gas_equipment_services -0.0158 -0.0107 0.0002 tilt_INDUSTRY
2025-09-29 2025-09-30 country_SG -0.0159 0.0057 -0.0001 tilt_COUNTRY
2025-09-29 2025-09-30 ind_paper_forestry -0.0092 -0.0052 0.0000 tilt_INDUSTRY
2025-09-29 2025-09-30 ind_passenger_transportation 0.0053 -0.0020 -0.0000 tilt_INDUSTRY
2025-09-29 2025-09-30 country_PH 0.0120 -0.0075 -0.0001 tilt_COUNTRY
2025-09-29 2025-09-30 ind_pharmaceuticals -0.0855 0.0031 -0.0003 tilt_INDUSTRY
2025-09-29 2025-09-30 ind_real_estate_operations -0.0245 0.0005 -0.0000 tilt_INDUSTRY
2025-09-29 2025-09-30 country_NZ -0.0045 0.0127 -0.0001 tilt_COUNTRY
2025-09-29 2025-09-30 ind_renewable_energy 0.0008 0.0052 0.0000 tilt_INDUSTRY
2025-09-29 2025-09-30 ind_semiconductors 0.1042 0.0057 0.0006 tilt_INDUSTRY
2025-09-29 2025-09-30 ind_software_it_services 0.0072 0.0022 0.0000 tilt_INDUSTRY
2025-09-29 2025-09-30 country_MY 0.0504 0.0002 0.0000 tilt_COUNTRY
2025-09-29 2025-09-30 ind_telecommunications_serices 0.1441 -0.0030 -0.0004 tilt_INDUSTRY
2025-09-29 2025-09-30 value_liq 1.3547 0.0009 0.0012 alpha_VALUE