| 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 |