| 2025-09-30 |
2025-10-01 |
ind_healthcare_providers_services |
0.0038 |
-0.0002 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-30 |
2025-10-01 |
ind_real_estate_operations |
-0.0226 |
-0.0030 |
0.0001 |
tilt_INDUSTRY |
| 2025-09-30 |
2025-10-01 |
ind_automobile |
-0.0355 |
0.0001 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-30 |
2025-10-01 |
country_TW |
0.0111 |
-0.0012 |
-0.0000 |
tilt_COUNTRY |
| 2025-09-30 |
2025-10-01 |
country_SG |
-0.0156 |
0.0065 |
-0.0001 |
tilt_COUNTRY |
| 2025-09-30 |
2025-10-01 |
value_gc |
2.3861 |
-0.0001 |
-0.0003 |
alpha_VALUE |
| 2025-09-30 |
2025-10-01 |
ind_oil_gas |
0.0482 |
-0.0016 |
-0.0001 |
tilt_INDUSTRY |
| 2025-09-30 |
2025-10-01 |
linkage |
0.9538 |
-0.0002 |
-0.0002 |
alpha_MOMENTUM |
| 2025-09-30 |
2025-10-01 |
ind_food_drug_retail |
0.0611 |
-0.0017 |
-0.0001 |
tilt_INDUSTRY |
| 2025-09-30 |
2025-10-01 |
country_NZ |
-0.0073 |
0.0077 |
-0.0001 |
tilt_COUNTRY |
| 2025-09-30 |
2025-10-01 |
country_KR |
-0.0969 |
0.0015 |
-0.0001 |
tilt_COUNTRY |
| 2025-09-30 |
2025-10-01 |
size_LARGE |
0.0678 |
0.0014 |
0.0001 |
tilt_SIZE |
| 2025-09-30 |
2025-10-01 |
ind_household_products_services |
-0.0269 |
0.0014 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-30 |
2025-10-01 |
ind_biotechnology |
-0.0163 |
0.0024 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-30 |
2025-10-01 |
country_HK |
0.0903 |
0.0023 |
0.0002 |
tilt_COUNTRY |
| 2025-09-30 |
2025-10-01 |
ind_hotels_entertainment |
0.0030 |
0.0010 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-30 |
2025-10-01 |
ind_passenger_transportation |
-0.0065 |
0.0026 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-30 |
2025-10-01 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-09-30 |
2025-10-01 |
size_MID |
-0.0683 |
-0.0002 |
0.0000 |
tilt_SIZE |
| 2025-09-30 |
2025-10-01 |
ind_freight_logistics |
-0.0314 |
-0.0009 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-30 |
2025-10-01 |
country_TH |
0.0830 |
-0.0057 |
-0.0005 |
tilt_COUNTRY |
| 2025-09-30 |
2025-10-01 |
stability |
4.9619 |
-0.0002 |
-0.0012 |
alpha_QUALITY |
| 2025-09-30 |
2025-10-01 |
reversal |
1.0369 |
0.0010 |
0.0010 |
alpha_REVERSAL |
| 2025-09-30 |
2025-10-01 |
specret |
NaN |
NaN |
-0.0032 |
unexplained |
| 2025-09-30 |
2025-10-01 |
ind_semiconductors |
0.0738 |
0.0009 |
0.0001 |
tilt_INDUSTRY |
| 2025-09-30 |
2025-10-01 |
ind_containers_packaging |
-0.0007 |
0.0017 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-30 |
2025-10-01 |
ind_communications_equipment |
-0.0093 |
-0.0004 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-30 |
2025-10-01 |
ind_fintech |
-0.0086 |
-0.0009 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-30 |
2025-10-01 |
country_AU |
-0.1019 |
0.0032 |
-0.0003 |
tilt_COUNTRY |
| 2025-09-30 |
2025-10-01 |
ind_healthcare_equipment_supplies |
-0.0992 |
0.0014 |
-0.0001 |
tilt_INDUSTRY |
| 2025-09-30 |
2025-10-01 |
country_CN |
-0.0878 |
0.0016 |
-0.0001 |
tilt_COUNTRY |
| 2025-09-30 |
2025-10-01 |
sdiscrepancy |
NaN |
NaN |
-0.0004 |
unexplained |
| 2025-09-30 |
2025-10-01 |
ind_specialty_reatil |
-0.0098 |
-0.0034 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-30 |
2025-10-01 |
pdiscrepancy |
NaN |
NaN |
0.0001 |
unexplained |
| 2025-09-30 |
2025-10-01 |
value_liq |
1.2680 |
-0.0002 |
-0.0002 |
alpha_VALUE |
| 2025-09-30 |
2025-10-01 |
country_XH |
0.0951 |
0.0018 |
0.0002 |
tilt_COUNTRY |
| 2025-09-30 |
2025-10-01 |
revision |
1.8412 |
0.0004 |
0.0007 |
alpha_REVISION |
| 2025-09-30 |
2025-10-01 |
ind_pharmaceuticals |
-0.0629 |
0.0011 |
-0.0001 |
tilt_INDUSTRY |
| 2025-09-30 |
2025-10-01 |
ind_office_equipment |
-0.0173 |
-0.0015 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-30 |
2025-10-01 |
country_JP |
-0.0670 |
-0.0139 |
0.0009 |
tilt_COUNTRY |
| 2025-09-30 |
2025-10-01 |
ind_homebuilding_building_products |
-0.0329 |
-0.0012 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-30 |
2025-10-01 |
size_SMALL |
-0.0237 |
-0.0007 |
0.0000 |
tilt_SIZE |
| 2025-09-30 |
2025-10-01 |
ind_media_publishing |
0.0215 |
0.0014 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-30 |
2025-10-01 |
ind_natural_gas_utilities |
0.0147 |
-0.0026 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-30 |
2025-10-01 |
ind_metals_mining |
-0.0735 |
0.0001 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-30 |
2025-10-01 |
ind_beverages |
-0.0774 |
0.0003 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-30 |
2025-10-01 |
ind_diversified_retail |
-0.0130 |
-0.0005 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-30 |
2025-10-01 |
ind_transportation_infrastructure |
0.0137 |
-0.0003 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-30 |
2025-10-01 |
ind_machinery |
0.1736 |
0.0009 |
0.0002 |
tilt_INDUSTRY |
| 2025-09-30 |
2025-10-01 |
ind_multiline_utilities |
-0.0133 |
0.0008 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-30 |
2025-10-01 |
ind_household_goods |
-0.0498 |
-0.0005 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-30 |
2025-10-01 |
ind_electronic_equipment |
-0.0246 |
0.0011 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-30 |
2025-10-01 |
ind_consumer_goods_conglomerates |
0.0012 |
-0.0099 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-30 |
2025-10-01 |
ind_food_tobacco |
0.0304 |
0.0010 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-30 |
2025-10-01 |
ind_construction_engineering |
0.0388 |
0.0002 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-30 |
2025-10-01 |
country_ID |
0.0000 |
-0.0063 |
0.0000 |
tilt_COUNTRY |
| 2025-09-30 |
2025-10-01 |
ind_software_it_services |
0.0109 |
0.0002 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-30 |
2025-10-01 |
ind_industrial_distribution |
0.0397 |
0.0037 |
0.0001 |
tilt_INDUSTRY |
| 2025-09-30 |
2025-10-01 |
country_MY |
0.0480 |
0.0076 |
0.0004 |
tilt_COUNTRY |
| 2025-09-30 |
2025-10-01 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-09-30 |
2025-10-01 |
country_IN |
0.0000 |
0.0094 |
0.0000 |
tilt_COUNTRY |
| 2025-09-30 |
2025-10-01 |
ind_oil_gas_equipment_services |
-0.0144 |
-0.0015 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-30 |
2025-10-01 |
momentum |
-0.3525 |
0.0001 |
-0.0000 |
alpha_MOMENTUM |
| 2025-09-30 |
2025-10-01 |
ind_chemicals |
0.0757 |
0.0013 |
0.0001 |
tilt_INDUSTRY |
| 2025-09-30 |
2025-10-01 |
ind_investment_services |
0.0727 |
-0.0007 |
-0.0001 |
tilt_INDUSTRY |
| 2025-09-30 |
2025-10-01 |
ind_holding_companies |
0.0041 |
0.0000 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-30 |
2025-10-01 |
ind_electric_utilities_ipps |
-0.1238 |
0.0008 |
-0.0001 |
tilt_INDUSTRY |
| 2025-09-30 |
2025-10-01 |
ind_commercial_services_supplies |
-0.0781 |
0.0008 |
-0.0001 |
tilt_INDUSTRY |
| 2025-09-30 |
2025-10-01 |
ind_coal |
-0.0468 |
-0.0015 |
0.0001 |
tilt_INDUSTRY |
| 2025-09-30 |
2025-10-01 |
ind_aerospace_defense |
-0.0065 |
0.0010 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-30 |
2025-10-01 |
ind_uranium |
-0.0024 |
-0.0141 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-30 |
2025-10-01 |
ind_leisure_products |
0.0272 |
0.0107 |
0.0003 |
tilt_INDUSTRY |
| 2025-09-30 |
2025-10-01 |
ind_banking_services |
-0.0843 |
-0.0024 |
0.0002 |
tilt_INDUSTRY |
| 2025-09-30 |
2025-10-01 |
linearCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-09-30 |
2025-10-01 |
ind_textiles_apparel |
0.0198 |
0.0012 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-30 |
2025-10-01 |
neglect |
1.2180 |
0.0001 |
0.0001 |
alpha_VALUE |
| 2025-09-30 |
2025-10-01 |
market |
-0.0372 |
-0.0010 |
0.0000 |
risk_exposure |
| 2025-09-30 |
2025-10-01 |
ind_renewable_energy |
0.0009 |
-0.0004 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-30 |
2025-10-01 |
fmom |
0.7573 |
0.0001 |
0.0001 |
alpha_QUALITY |
| 2025-09-30 |
2025-10-01 |
sbeta_market |
0.0454 |
-0.0005 |
-0.0000 |
risk_exposure |
| 2025-09-30 |
2025-10-01 |
ind_computers_phones_household_electronics |
0.0936 |
-0.0004 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-30 |
2025-10-01 |
ind_integrated_hardware_software |
0.0162 |
0.0013 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-30 |
2025-10-01 |
quality |
4.3502 |
0.0001 |
0.0006 |
alpha_QUALITY |
| 2025-09-30 |
2025-10-01 |
ind_water_utilities |
-0.0068 |
-0.0002 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-30 |
2025-10-01 |
ind_construction_materials |
-0.0212 |
-0.0030 |
0.0001 |
tilt_INDUSTRY |
| 2025-09-30 |
2025-10-01 |
size_MICRO |
-0.0130 |
-0.0015 |
0.0000 |
tilt_SIZE |
| 2025-09-30 |
2025-10-01 |
country_PH |
0.0119 |
0.0152 |
0.0002 |
tilt_COUNTRY |
| 2025-09-30 |
2025-10-01 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-09-30 |
2025-10-01 |
ind_paper_forestry |
-0.0084 |
0.0004 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-30 |
2025-10-01 |
ind_insurance |
0.0235 |
-0.0021 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-30 |
2025-10-01 |
ind_telecommunications_serices |
0.1193 |
0.0005 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-01 |
2025-10-02 |
ind_software_it_services |
0.0095 |
-0.0023 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-01 |
2025-10-02 |
country_IN |
0.0000 |
0.0003 |
0.0000 |
tilt_COUNTRY |
| 2025-10-01 |
2025-10-02 |
ind_industrial_distribution |
0.0397 |
0.0041 |
0.0002 |
tilt_INDUSTRY |
| 2025-10-01 |
2025-10-02 |
ind_oil_gas_equipment_services |
-0.0144 |
-0.0011 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-01 |
2025-10-02 |
linkage |
0.9683 |
-0.0002 |
-0.0002 |
alpha_MOMENTUM |
| 2025-10-01 |
2025-10-02 |
ind_telecommunications_serices |
0.1195 |
-0.0022 |
-0.0003 |
tilt_INDUSTRY |
| 2025-10-01 |
2025-10-02 |
country_ID |
0.0000 |
-0.0000 |
0.0000 |
tilt_COUNTRY |
| 2025-10-01 |
2025-10-02 |
size_MID |
-0.0688 |
-0.0013 |
0.0001 |
tilt_SIZE |
| 2025-10-01 |
2025-10-02 |
ind_construction_engineering |
0.0394 |
-0.0013 |
-0.0001 |
tilt_INDUSTRY |
| 2025-10-01 |
2025-10-02 |
ind_household_products_services |
-0.0270 |
-0.0000 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-01 |
2025-10-02 |
ind_uranium |
-0.0025 |
0.0445 |
-0.0001 |
tilt_INDUSTRY |
| 2025-10-01 |
2025-10-02 |
ind_machinery |
0.1736 |
0.0014 |
0.0002 |
tilt_INDUSTRY |
| 2025-10-01 |
2025-10-02 |
ind_construction_materials |
-0.0212 |
-0.0011 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-01 |
2025-10-02 |
ind_food_tobacco |
0.0303 |
-0.0022 |
-0.0001 |
tilt_INDUSTRY |
| 2025-10-01 |
2025-10-02 |
ind_electronic_equipment |
-0.0222 |
0.0020 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-01 |
2025-10-02 |
ind_food_drug_retail |
0.0609 |
-0.0050 |
-0.0003 |
tilt_INDUSTRY |
| 2025-10-01 |
2025-10-02 |
ind_chemicals |
0.0769 |
0.0010 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-01 |
2025-10-02 |
reversal |
0.8802 |
-0.0007 |
-0.0007 |
alpha_REVERSAL |
| 2025-10-01 |
2025-10-02 |
ind_transportation_infrastructure |
0.0136 |
-0.0000 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-01 |
2025-10-02 |
ind_textiles_apparel |
0.0195 |
-0.0005 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-01 |
2025-10-02 |
ind_biotechnology |
-0.0168 |
0.0039 |
-0.0001 |
tilt_INDUSTRY |
| 2025-10-01 |
2025-10-02 |
ind_paper_forestry |
-0.0084 |
-0.0006 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-01 |
2025-10-02 |
size_MICRO |
-0.0108 |
0.0010 |
-0.0000 |
tilt_SIZE |
| 2025-10-01 |
2025-10-02 |
size_SMALL |
-0.0193 |
-0.0007 |
0.0000 |
tilt_SIZE |
| 2025-10-01 |
2025-10-02 |
stability |
4.9509 |
-0.0003 |
-0.0017 |
alpha_QUALITY |
| 2025-10-01 |
2025-10-02 |
country_JP |
-0.0671 |
-0.0060 |
0.0004 |
tilt_COUNTRY |
| 2025-10-01 |
2025-10-02 |
ind_water_utilities |
-0.0068 |
0.0034 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-01 |
2025-10-02 |
ind_fintech |
-0.0087 |
-0.0011 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-01 |
2025-10-02 |
ind_coal |
-0.0468 |
0.0023 |
-0.0001 |
tilt_INDUSTRY |
| 2025-10-01 |
2025-10-02 |
ind_leisure_products |
0.0275 |
0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-01 |
2025-10-02 |
specret |
NaN |
NaN |
-0.0026 |
unexplained |
| 2025-10-01 |
2025-10-02 |
ind_passenger_transportation |
-0.0066 |
-0.0052 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-01 |
2025-10-02 |
linearCost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-10-01 |
2025-10-02 |
ind_homebuilding_building_products |
-0.0325 |
-0.0021 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-01 |
2025-10-02 |
ind_freight_logistics |
-0.0317 |
-0.0021 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-01 |
2025-10-02 |
ind_automobile |
-0.0356 |
0.0013 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-01 |
2025-10-02 |
country_AU |
-0.1030 |
0.0109 |
-0.0011 |
tilt_COUNTRY |
| 2025-10-01 |
2025-10-02 |
ind_beverages |
-0.0773 |
-0.0027 |
0.0002 |
tilt_INDUSTRY |
| 2025-10-01 |
2025-10-02 |
ind_banking_services |
-0.0850 |
-0.0015 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-01 |
2025-10-02 |
ind_investment_services |
0.0723 |
-0.0012 |
-0.0001 |
tilt_INDUSTRY |
| 2025-10-01 |
2025-10-02 |
ind_electric_utilities_ipps |
-0.1241 |
-0.0005 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-01 |
2025-10-02 |
country_HK |
0.0894 |
0.0051 |
0.0005 |
tilt_COUNTRY |
| 2025-10-01 |
2025-10-02 |
ind_specialty_reatil |
-0.0097 |
-0.0026 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-01 |
2025-10-02 |
ind_pharmaceuticals |
-0.0635 |
0.0039 |
-0.0002 |
tilt_INDUSTRY |
| 2025-10-01 |
2025-10-02 |
ind_commercial_services_supplies |
-0.0779 |
-0.0016 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-01 |
2025-10-02 |
ind_integrated_hardware_software |
0.0162 |
-0.0001 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-01 |
2025-10-02 |
country_KR |
-0.0968 |
0.0078 |
-0.0008 |
tilt_COUNTRY |
| 2025-10-01 |
2025-10-02 |
ind_healthcare_providers_services |
0.0037 |
0.0025 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-01 |
2025-10-02 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-10-01 |
2025-10-02 |
sdiscrepancy |
NaN |
NaN |
-0.0001 |
unexplained |
| 2025-10-01 |
2025-10-02 |
ind_multiline_utilities |
-0.0135 |
-0.0002 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-01 |
2025-10-02 |
value_liq |
1.2677 |
-0.0002 |
-0.0002 |
alpha_VALUE |
| 2025-10-01 |
2025-10-02 |
pdiscrepancy |
NaN |
NaN |
-0.0001 |
unexplained |
| 2025-10-01 |
2025-10-02 |
ind_natural_gas_utilities |
0.0147 |
-0.0036 |
-0.0001 |
tilt_INDUSTRY |
| 2025-10-01 |
2025-10-02 |
sbeta_market |
0.0538 |
0.0022 |
0.0001 |
risk_exposure |
| 2025-10-01 |
2025-10-02 |
ind_office_equipment |
-0.0173 |
0.0009 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-01 |
2025-10-02 |
revision |
1.8312 |
0.0001 |
0.0002 |
alpha_REVISION |
| 2025-10-01 |
2025-10-02 |
ind_media_publishing |
0.0215 |
-0.0036 |
-0.0001 |
tilt_INDUSTRY |
| 2025-10-01 |
2025-10-02 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-10-01 |
2025-10-02 |
ind_holding_companies |
0.0041 |
0.0000 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-01 |
2025-10-02 |
ind_metals_mining |
-0.0740 |
0.0035 |
-0.0003 |
tilt_INDUSTRY |
| 2025-10-01 |
2025-10-02 |
country_XH |
0.0946 |
0.0045 |
0.0004 |
tilt_COUNTRY |
| 2025-10-01 |
2025-10-02 |
fmom |
0.7465 |
-0.0000 |
-0.0000 |
alpha_QUALITY |
| 2025-10-01 |
2025-10-02 |
value_gc |
2.3875 |
0.0004 |
0.0009 |
alpha_VALUE |
| 2025-10-01 |
2025-10-02 |
neglect |
1.2148 |
-0.0001 |
-0.0001 |
alpha_VALUE |
| 2025-10-01 |
2025-10-02 |
ind_hotels_entertainment |
0.0027 |
-0.0062 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-01 |
2025-10-02 |
ind_real_estate_operations |
-0.0221 |
-0.0057 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-01 |
2025-10-02 |
ind_communications_equipment |
-0.0093 |
0.0009 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-01 |
2025-10-02 |
quality |
4.3330 |
0.0001 |
0.0004 |
alpha_QUALITY |
| 2025-10-01 |
2025-10-02 |
ind_oil_gas |
0.0477 |
-0.0016 |
-0.0001 |
tilt_INDUSTRY |
| 2025-10-01 |
2025-10-02 |
country_TW |
0.0206 |
-0.0013 |
-0.0000 |
tilt_COUNTRY |
| 2025-10-01 |
2025-10-02 |
country_TH |
0.0821 |
0.0125 |
0.0010 |
tilt_COUNTRY |
| 2025-10-01 |
2025-10-02 |
ind_insurance |
0.0233 |
-0.0028 |
-0.0001 |
tilt_INDUSTRY |
| 2025-10-01 |
2025-10-02 |
country_CN |
-0.0878 |
-0.0020 |
0.0002 |
tilt_COUNTRY |
| 2025-10-01 |
2025-10-02 |
ind_semiconductors |
0.0802 |
0.0034 |
0.0003 |
tilt_INDUSTRY |
| 2025-10-01 |
2025-10-02 |
ind_containers_packaging |
-0.0007 |
-0.0038 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-01 |
2025-10-02 |
country_MY |
0.0481 |
0.0108 |
0.0005 |
tilt_COUNTRY |
| 2025-10-01 |
2025-10-02 |
ind_renewable_energy |
0.0009 |
0.0009 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-01 |
2025-10-02 |
ind_consumer_goods_conglomerates |
0.0012 |
-0.0008 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-01 |
2025-10-02 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-10-01 |
2025-10-02 |
ind_computers_phones_household_electronics |
0.0948 |
0.0064 |
0.0006 |
tilt_INDUSTRY |
| 2025-10-01 |
2025-10-02 |
ind_household_goods |
-0.0498 |
0.0005 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-01 |
2025-10-02 |
country_PH |
0.0121 |
0.0066 |
0.0001 |
tilt_COUNTRY |
| 2025-10-01 |
2025-10-02 |
momentum |
-0.3646 |
-0.0009 |
0.0003 |
alpha_MOMENTUM |
| 2025-10-01 |
2025-10-02 |
ind_diversified_retail |
-0.0133 |
0.0000 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-01 |
2025-10-02 |
country_SG |
-0.0159 |
0.0153 |
-0.0002 |
tilt_COUNTRY |
| 2025-10-01 |
2025-10-02 |
ind_healthcare_equipment_supplies |
-0.0994 |
0.0001 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-01 |
2025-10-02 |
size_LARGE |
0.0679 |
0.0033 |
0.0002 |
tilt_SIZE |
| 2025-10-01 |
2025-10-02 |
ind_aerospace_defense |
-0.0066 |
-0.0012 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-01 |
2025-10-02 |
market |
-0.0310 |
-0.0011 |
0.0000 |
risk_exposure |
| 2025-10-01 |
2025-10-02 |
country_NZ |
-0.0073 |
0.0029 |
-0.0000 |
tilt_COUNTRY |
| 2025-10-02 |
2025-10-03 |
ind_computers_phones_household_electronics |
0.0965 |
0.0038 |
0.0004 |
tilt_INDUSTRY |
| 2025-10-02 |
2025-10-03 |
ind_household_products_services |
-0.0271 |
-0.0036 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-02 |
2025-10-03 |
ind_hotels_entertainment |
0.0028 |
-0.0025 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-02 |
2025-10-03 |
ind_uranium |
-0.0025 |
-0.0163 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-02 |
2025-10-03 |
market |
-0.0277 |
0.0013 |
-0.0000 |
risk_exposure |
| 2025-10-02 |
2025-10-03 |
value_liq |
1.2902 |
-0.0002 |
-0.0002 |
alpha_VALUE |
| 2025-10-02 |
2025-10-03 |
size_MID |
-0.0682 |
-0.0006 |
0.0000 |
tilt_SIZE |
| 2025-10-02 |
2025-10-03 |
ind_holding_companies |
0.0041 |
0.0000 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-02 |
2025-10-03 |
ind_containers_packaging |
-0.0007 |
-0.0023 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-02 |
2025-10-03 |
size_SMALL |
-0.0172 |
0.0000 |
-0.0000 |
tilt_SIZE |
| 2025-10-02 |
2025-10-03 |
stability |
4.9502 |
-0.0003 |
-0.0015 |
alpha_QUALITY |
| 2025-10-02 |
2025-10-03 |
country_NZ |
-0.0074 |
0.0004 |
-0.0000 |
tilt_COUNTRY |
| 2025-10-02 |
2025-10-03 |
ind_biotechnology |
-0.0167 |
0.0013 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-02 |
2025-10-03 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-10-02 |
2025-10-03 |
ind_aerospace_defense |
-0.0065 |
0.0015 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-02 |
2025-10-03 |
ind_pharmaceuticals |
-0.0633 |
-0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-02 |
2025-10-03 |
ind_food_drug_retail |
0.0606 |
-0.0014 |
-0.0001 |
tilt_INDUSTRY |
| 2025-10-02 |
2025-10-03 |
value_gc |
2.4086 |
0.0002 |
0.0005 |
alpha_VALUE |
| 2025-10-02 |
2025-10-03 |
ind_banking_services |
-0.0861 |
-0.0009 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-02 |
2025-10-03 |
ind_investment_services |
0.0716 |
0.0020 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-02 |
2025-10-03 |
country_TW |
0.0265 |
-0.0014 |
-0.0000 |
tilt_COUNTRY |
| 2025-10-02 |
2025-10-03 |
ind_software_it_services |
0.0082 |
0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-02 |
2025-10-03 |
ind_leisure_products |
0.0274 |
0.0002 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-02 |
2025-10-03 |
ind_healthcare_equipment_supplies |
-0.0999 |
0.0013 |
-0.0001 |
tilt_INDUSTRY |
| 2025-10-02 |
2025-10-03 |
ind_textiles_apparel |
0.0192 |
0.0007 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-02 |
2025-10-03 |
ind_homebuilding_building_products |
-0.0325 |
-0.0004 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-02 |
2025-10-03 |
ind_consumer_goods_conglomerates |
0.0012 |
0.0043 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-02 |
2025-10-03 |
country_AU |
-0.1038 |
0.0034 |
-0.0003 |
tilt_COUNTRY |
| 2025-10-02 |
2025-10-03 |
country_PH |
0.0121 |
0.0076 |
0.0001 |
tilt_COUNTRY |
| 2025-10-02 |
2025-10-03 |
ind_food_tobacco |
0.0304 |
-0.0015 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-02 |
2025-10-03 |
ind_diversified_retail |
-0.0134 |
-0.0043 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-02 |
2025-10-03 |
ind_oil_gas_equipment_services |
-0.0143 |
0.0036 |
-0.0001 |
tilt_INDUSTRY |
| 2025-10-02 |
2025-10-03 |
momentum |
-0.3657 |
-0.0003 |
0.0001 |
alpha_MOMENTUM |
| 2025-10-02 |
2025-10-03 |
ind_machinery |
0.1739 |
0.0008 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-02 |
2025-10-03 |
ind_household_goods |
-0.0498 |
0.0005 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-02 |
2025-10-03 |
country_MY |
0.0481 |
-0.0021 |
-0.0001 |
tilt_COUNTRY |
| 2025-10-02 |
2025-10-03 |
ind_renewable_energy |
0.0009 |
0.0016 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-02 |
2025-10-03 |
linearCost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-10-02 |
2025-10-03 |
ind_electronic_equipment |
-0.0201 |
0.0012 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-02 |
2025-10-03 |
country_IN |
0.0000 |
0.0057 |
0.0000 |
tilt_COUNTRY |
| 2025-10-02 |
2025-10-03 |
country_HK |
0.0884 |
-0.0044 |
-0.0004 |
tilt_COUNTRY |
| 2025-10-02 |
2025-10-03 |
ind_communications_equipment |
-0.0093 |
0.0007 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-02 |
2025-10-03 |
neglect |
1.2169 |
-0.0000 |
-0.0000 |
alpha_VALUE |
| 2025-10-02 |
2025-10-03 |
quality |
4.3309 |
0.0004 |
0.0018 |
alpha_QUALITY |
| 2025-10-02 |
2025-10-03 |
size_LARGE |
0.0685 |
0.0008 |
0.0001 |
tilt_SIZE |
| 2025-10-02 |
2025-10-03 |
size_MICRO |
-0.0109 |
0.0010 |
-0.0000 |
tilt_SIZE |
| 2025-10-02 |
2025-10-03 |
ind_water_utilities |
-0.0068 |
0.0004 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-02 |
2025-10-03 |
ind_coal |
-0.0470 |
0.0009 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-02 |
2025-10-03 |
impactCost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-10-02 |
2025-10-03 |
ind_multiline_utilities |
-0.0134 |
0.0026 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-02 |
2025-10-03 |
ind_media_publishing |
0.0215 |
-0.0020 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-02 |
2025-10-03 |
ind_office_equipment |
-0.0175 |
0.0054 |
-0.0001 |
tilt_INDUSTRY |
| 2025-10-02 |
2025-10-03 |
sdiscrepancy |
NaN |
NaN |
-0.0002 |
unexplained |
| 2025-10-02 |
2025-10-03 |
ind_insurance |
0.0230 |
-0.0050 |
-0.0001 |
tilt_INDUSTRY |
| 2025-10-02 |
2025-10-03 |
ind_beverages |
-0.0771 |
-0.0017 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-02 |
2025-10-03 |
country_JP |
-0.0669 |
0.0071 |
-0.0005 |
tilt_COUNTRY |
| 2025-10-02 |
2025-10-03 |
fmom |
0.7453 |
-0.0001 |
-0.0001 |
alpha_QUALITY |
| 2025-10-02 |
2025-10-03 |
ind_healthcare_providers_services |
0.0037 |
-0.0027 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-02 |
2025-10-03 |
ind_integrated_hardware_software |
0.0162 |
0.0007 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-02 |
2025-10-03 |
country_SG |
-0.0159 |
0.0031 |
-0.0000 |
tilt_COUNTRY |
| 2025-10-02 |
2025-10-03 |
ind_passenger_transportation |
-0.0066 |
-0.0000 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-02 |
2025-10-03 |
specret |
NaN |
NaN |
0.0006 |
unexplained |
| 2025-10-02 |
2025-10-03 |
ind_natural_gas_utilities |
0.0146 |
-0.0010 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-02 |
2025-10-03 |
ind_telecommunications_serices |
0.1203 |
0.0018 |
0.0002 |
tilt_INDUSTRY |
| 2025-10-02 |
2025-10-03 |
ind_electric_utilities_ipps |
-0.1238 |
0.0026 |
-0.0003 |
tilt_INDUSTRY |
| 2025-10-02 |
2025-10-03 |
ind_commercial_services_supplies |
-0.0504 |
-0.0007 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-02 |
2025-10-03 |
country_XH |
0.0934 |
-0.0059 |
-0.0005 |
tilt_COUNTRY |
| 2025-10-02 |
2025-10-03 |
revision |
1.8454 |
-0.0001 |
-0.0001 |
alpha_REVISION |
| 2025-10-02 |
2025-10-03 |
country_KR |
-0.0969 |
-0.0015 |
0.0001 |
tilt_COUNTRY |
| 2025-10-02 |
2025-10-03 |
ind_semiconductors |
0.0824 |
0.0016 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-02 |
2025-10-03 |
ind_automobile |
-0.0356 |
-0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-02 |
2025-10-03 |
ind_oil_gas |
0.0478 |
-0.0034 |
-0.0002 |
tilt_INDUSTRY |
| 2025-10-02 |
2025-10-03 |
country_TH |
0.0825 |
-0.0019 |
-0.0002 |
tilt_COUNTRY |
| 2025-10-02 |
2025-10-03 |
pdiscrepancy |
NaN |
NaN |
-0.0002 |
unexplained |
| 2025-10-02 |
2025-10-03 |
sbeta_market |
0.0560 |
0.0001 |
0.0000 |
risk_exposure |
| 2025-10-02 |
2025-10-03 |
country_CN |
-0.0878 |
-0.0017 |
0.0001 |
tilt_COUNTRY |
| 2025-10-02 |
2025-10-03 |
ind_specialty_reatil |
-0.0097 |
-0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-02 |
2025-10-03 |
ind_freight_logistics |
-0.0321 |
-0.0008 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-02 |
2025-10-03 |
ind_chemicals |
0.0510 |
0.0004 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-02 |
2025-10-03 |
country_ID |
0.0000 |
0.0005 |
0.0000 |
tilt_COUNTRY |
| 2025-10-02 |
2025-10-03 |
reversal |
0.6840 |
0.0002 |
0.0002 |
alpha_REVERSAL |
| 2025-10-02 |
2025-10-03 |
ind_real_estate_operations |
-0.0226 |
-0.0035 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-02 |
2025-10-03 |
ind_transportation_infrastructure |
0.0138 |
-0.0012 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-02 |
2025-10-03 |
ind_construction_engineering |
0.0395 |
0.0004 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-02 |
2025-10-03 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-10-02 |
2025-10-03 |
ind_paper_forestry |
-0.0084 |
0.0009 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-02 |
2025-10-03 |
ind_industrial_distribution |
0.0398 |
-0.0014 |
-0.0001 |
tilt_INDUSTRY |
| 2025-10-02 |
2025-10-03 |
ind_construction_materials |
-0.0212 |
-0.0007 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-02 |
2025-10-03 |
linkage |
0.9548 |
0.0002 |
0.0002 |
alpha_MOMENTUM |
| 2025-10-02 |
2025-10-03 |
ind_metals_mining |
-0.0747 |
0.0002 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-02 |
2025-10-03 |
ind_fintech |
-0.0088 |
0.0015 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-03 |
2025-10-06 |
ind_oil_gas_equipment_services |
-0.0143 |
0.0014 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-03 |
2025-10-06 |
country_TH |
0.0831 |
-0.0080 |
-0.0007 |
tilt_COUNTRY |
| 2025-10-03 |
2025-10-06 |
pdiscrepancy |
NaN |
NaN |
-0.0005 |
unexplained |
| 2025-10-03 |
2025-10-06 |
ind_office_equipment |
-0.0178 |
0.0056 |
-0.0001 |
tilt_INDUSTRY |
| 2025-10-03 |
2025-10-06 |
momentum |
-0.2290 |
-0.0000 |
0.0000 |
alpha_MOMENTUM |
| 2025-10-03 |
2025-10-06 |
ind_media_publishing |
0.0216 |
0.0006 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-03 |
2025-10-06 |
ind_electric_utilities_ipps |
-0.1249 |
0.0001 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-03 |
2025-10-06 |
ind_machinery |
0.1745 |
0.0009 |
0.0002 |
tilt_INDUSTRY |
| 2025-10-03 |
2025-10-06 |
ind_freight_logistics |
-0.0323 |
-0.0030 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-03 |
2025-10-06 |
ind_consumer_goods_conglomerates |
0.0012 |
0.0142 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-03 |
2025-10-06 |
country_KR |
-0.0968 |
-0.0019 |
0.0002 |
tilt_COUNTRY |
| 2025-10-03 |
2025-10-06 |
sbeta_market |
0.0525 |
0.0002 |
0.0000 |
risk_exposure |
| 2025-10-03 |
2025-10-06 |
impactCost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-10-03 |
2025-10-06 |
ind_multiline_utilities |
-0.0133 |
-0.0047 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-03 |
2025-10-06 |
ind_water_utilities |
-0.0068 |
0.0023 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-03 |
2025-10-06 |
country_MY |
0.0480 |
-0.0033 |
-0.0002 |
tilt_COUNTRY |
| 2025-10-03 |
2025-10-06 |
size_LARGE |
0.0688 |
0.0018 |
0.0001 |
tilt_SIZE |
| 2025-10-03 |
2025-10-06 |
size_MICRO |
-0.0114 |
0.0010 |
-0.0000 |
tilt_SIZE |
| 2025-10-03 |
2025-10-06 |
ind_pharmaceuticals |
-0.0628 |
0.0004 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-03 |
2025-10-06 |
country_ID |
0.0000 |
-0.0055 |
0.0000 |
tilt_COUNTRY |
| 2025-10-03 |
2025-10-06 |
fmom |
0.7188 |
-0.0000 |
-0.0000 |
alpha_QUALITY |
| 2025-10-03 |
2025-10-06 |
specret |
NaN |
NaN |
-0.0016 |
unexplained |
| 2025-10-03 |
2025-10-06 |
ind_household_goods |
-0.0496 |
-0.0027 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-03 |
2025-10-06 |
sdiscrepancy |
NaN |
NaN |
0.0001 |
unexplained |
| 2025-10-03 |
2025-10-06 |
ind_coal |
-0.0472 |
0.0004 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-03 |
2025-10-06 |
ind_healthcare_equipment_supplies |
-0.1008 |
0.0021 |
-0.0002 |
tilt_INDUSTRY |
| 2025-10-03 |
2025-10-06 |
ind_semiconductors |
0.0828 |
0.0006 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-03 |
2025-10-06 |
ind_renewable_energy |
0.0009 |
-0.0012 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-03 |
2025-10-06 |
ind_industrial_distribution |
0.0399 |
-0.0043 |
-0.0002 |
tilt_INDUSTRY |
| 2025-10-03 |
2025-10-06 |
country_AU |
-0.1043 |
-0.0032 |
0.0003 |
tilt_COUNTRY |
| 2025-10-03 |
2025-10-06 |
country_CN |
-0.0878 |
-0.0017 |
0.0001 |
tilt_COUNTRY |
| 2025-10-03 |
2025-10-06 |
ind_leisure_products |
0.0274 |
-0.0006 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-03 |
2025-10-06 |
ind_software_it_services |
0.0084 |
0.0016 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-03 |
2025-10-06 |
ind_textiles_apparel |
0.0191 |
-0.0023 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-03 |
2025-10-06 |
ind_food_tobacco |
0.0305 |
-0.0014 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-03 |
2025-10-06 |
bcost |
NaN |
NaN |
-0.0009 |
cost |
| 2025-10-03 |
2025-10-06 |
country_PH |
0.0120 |
-0.0181 |
-0.0002 |
tilt_COUNTRY |
| 2025-10-03 |
2025-10-06 |
linkage |
0.9163 |
-0.0001 |
-0.0001 |
alpha_MOMENTUM |
| 2025-10-03 |
2025-10-06 |
ind_electronic_equipment |
-0.0203 |
-0.0000 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-03 |
2025-10-06 |
ind_investment_services |
0.0715 |
0.0009 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-03 |
2025-10-06 |
country_SG |
-0.0161 |
-0.0017 |
0.0000 |
tilt_COUNTRY |
| 2025-10-03 |
2025-10-06 |
ind_transportation_infrastructure |
0.0138 |
0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-03 |
2025-10-06 |
country_JP |
-0.0681 |
0.0190 |
-0.0013 |
tilt_COUNTRY |
| 2025-10-03 |
2025-10-06 |
country_IN |
0.0000 |
0.0000 |
0.0000 |
tilt_COUNTRY |
| 2025-10-03 |
2025-10-06 |
ind_beverages |
-0.0768 |
-0.0028 |
0.0002 |
tilt_INDUSTRY |
| 2025-10-03 |
2025-10-06 |
ind_chemicals |
0.0520 |
-0.0005 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-03 |
2025-10-06 |
ind_communications_equipment |
-0.0093 |
0.0001 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-03 |
2025-10-06 |
ind_diversified_retail |
-0.0134 |
-0.0035 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-03 |
2025-10-06 |
country_XH |
0.0919 |
-0.0073 |
-0.0007 |
tilt_COUNTRY |
| 2025-10-03 |
2025-10-06 |
quality |
4.3144 |
-0.0000 |
-0.0001 |
alpha_QUALITY |
| 2025-10-03 |
2025-10-06 |
ind_construction_engineering |
0.0390 |
0.0013 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-03 |
2025-10-06 |
revision |
1.8205 |
0.0001 |
0.0001 |
alpha_REVISION |
| 2025-10-03 |
2025-10-06 |
size_MID |
-0.0672 |
-0.0002 |
0.0000 |
tilt_SIZE |
| 2025-10-03 |
2025-10-06 |
ind_holding_companies |
0.0040 |
0.0000 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-03 |
2025-10-06 |
ind_real_estate_operations |
-0.0233 |
0.0017 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-03 |
2025-10-06 |
fcost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-10-03 |
2025-10-06 |
ind_telecommunications_serices |
0.1212 |
-0.0004 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-03 |
2025-10-06 |
ind_natural_gas_utilities |
0.0146 |
0.0008 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-03 |
2025-10-06 |
market |
-0.0299 |
0.0016 |
-0.0000 |
risk_exposure |
| 2025-10-03 |
2025-10-06 |
ind_passenger_transportation |
-0.0066 |
-0.0050 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-03 |
2025-10-06 |
ind_aerospace_defense |
-0.0069 |
0.0005 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-03 |
2025-10-06 |
ind_healthcare_providers_services |
0.0036 |
0.0061 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-03 |
2025-10-06 |
value_gc |
2.3974 |
0.0002 |
0.0005 |
alpha_VALUE |
| 2025-10-03 |
2025-10-06 |
ind_paper_forestry |
-0.0084 |
-0.0032 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-03 |
2025-10-06 |
country_NZ |
-0.0075 |
-0.0042 |
0.0000 |
tilt_COUNTRY |
| 2025-10-03 |
2025-10-06 |
stability |
4.9518 |
-0.0000 |
-0.0001 |
alpha_QUALITY |
| 2025-10-03 |
2025-10-06 |
ind_fintech |
-0.0093 |
0.0016 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-03 |
2025-10-06 |
size_SMALL |
-0.0201 |
-0.0010 |
0.0000 |
tilt_SIZE |
| 2025-10-03 |
2025-10-06 |
ind_construction_materials |
-0.0212 |
0.0000 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-03 |
2025-10-06 |
ind_containers_packaging |
-0.0007 |
-0.0028 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-03 |
2025-10-06 |
ind_uranium |
-0.0025 |
-0.0029 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-03 |
2025-10-06 |
ind_metals_mining |
-0.0751 |
0.0008 |
-0.0001 |
tilt_INDUSTRY |
| 2025-10-03 |
2025-10-06 |
ind_computers_phones_household_electronics |
0.0971 |
-0.0007 |
-0.0001 |
tilt_INDUSTRY |
| 2025-10-03 |
2025-10-06 |
ind_household_products_services |
-0.0271 |
-0.0070 |
0.0002 |
tilt_INDUSTRY |
| 2025-10-03 |
2025-10-06 |
ind_integrated_hardware_software |
0.0162 |
0.0005 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-03 |
2025-10-06 |
ind_biotechnology |
-0.0169 |
0.0012 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-03 |
2025-10-06 |
ind_automobile |
-0.0356 |
0.0003 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-03 |
2025-10-06 |
ind_banking_services |
-0.0857 |
-0.0010 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-03 |
2025-10-06 |
ind_food_drug_retail |
0.0604 |
-0.0035 |
-0.0002 |
tilt_INDUSTRY |
| 2025-10-03 |
2025-10-06 |
ind_specialty_reatil |
-0.0098 |
-0.0030 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-03 |
2025-10-06 |
country_TW |
0.0281 |
-0.0017 |
-0.0000 |
tilt_COUNTRY |
| 2025-10-03 |
2025-10-06 |
reversal |
0.5608 |
-0.0005 |
-0.0003 |
alpha_REVERSAL |
| 2025-10-03 |
2025-10-06 |
ind_oil_gas |
0.0476 |
0.0024 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-03 |
2025-10-06 |
ind_homebuilding_building_products |
-0.0331 |
0.0015 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-03 |
2025-10-06 |
country_HK |
0.0876 |
-0.0097 |
-0.0008 |
tilt_COUNTRY |
| 2025-10-03 |
2025-10-06 |
value_liq |
1.2823 |
-0.0006 |
-0.0008 |
alpha_VALUE |
| 2025-10-03 |
2025-10-06 |
neglect |
1.2109 |
-0.0002 |
-0.0002 |
alpha_VALUE |
| 2025-10-03 |
2025-10-06 |
linearCost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-10-03 |
2025-10-06 |
ind_insurance |
0.0229 |
0.0016 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-03 |
2025-10-06 |
ind_hotels_entertainment |
0.0027 |
-0.0043 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-03 |
2025-10-06 |
ind_commercial_services_supplies |
-0.0509 |
-0.0007 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-06 |
2025-10-07 |
ind_transportation_infrastructure |
0.0139 |
-0.0002 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-06 |
2025-10-07 |
momentum |
-0.2322 |
-0.0002 |
0.0000 |
alpha_MOMENTUM |
| 2025-10-06 |
2025-10-07 |
country_PH |
0.0120 |
0.0127 |
0.0002 |
tilt_COUNTRY |
| 2025-10-06 |
2025-10-07 |
country_NZ |
-0.0074 |
-0.0010 |
0.0000 |
tilt_COUNTRY |
| 2025-10-06 |
2025-10-07 |
ind_homebuilding_building_products |
-0.0332 |
-0.0017 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-06 |
2025-10-07 |
ind_water_utilities |
-0.0068 |
-0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-06 |
2025-10-07 |
quality |
4.3193 |
-0.0002 |
-0.0010 |
alpha_QUALITY |
| 2025-10-06 |
2025-10-07 |
stability |
4.9548 |
-0.0001 |
-0.0004 |
alpha_QUALITY |
| 2025-10-06 |
2025-10-07 |
sdiscrepancy |
NaN |
NaN |
-0.0001 |
unexplained |
| 2025-10-06 |
2025-10-07 |
ind_computers_phones_household_electronics |
0.0979 |
0.0016 |
0.0002 |
tilt_INDUSTRY |
| 2025-10-06 |
2025-10-07 |
neglect |
1.2145 |
0.0003 |
0.0003 |
alpha_VALUE |
| 2025-10-06 |
2025-10-07 |
sbeta_market |
0.0509 |
-0.0005 |
-0.0000 |
risk_exposure |
| 2025-10-06 |
2025-10-07 |
fmom |
0.7174 |
0.0001 |
0.0001 |
alpha_QUALITY |
| 2025-10-06 |
2025-10-07 |
ind_electric_utilities_ipps |
-0.1252 |
0.0003 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-06 |
2025-10-07 |
ind_investment_services |
0.0715 |
0.0000 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-06 |
2025-10-07 |
ind_metals_mining |
-0.0758 |
0.0003 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-06 |
2025-10-07 |
ind_machinery |
0.1746 |
0.0005 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-06 |
2025-10-07 |
ind_specialty_reatil |
-0.0101 |
-0.0027 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-06 |
2025-10-07 |
ind_integrated_hardware_software |
0.0162 |
0.0004 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-06 |
2025-10-07 |
ind_household_goods |
-0.0491 |
0.0004 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-06 |
2025-10-07 |
ind_food_tobacco |
0.0306 |
-0.0007 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-06 |
2025-10-07 |
ind_pharmaceuticals |
-0.0628 |
-0.0004 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-06 |
2025-10-07 |
country_ID |
0.0000 |
0.0025 |
0.0000 |
tilt_COUNTRY |
| 2025-10-06 |
2025-10-07 |
ind_uranium |
-0.0026 |
0.0152 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-06 |
2025-10-07 |
ind_industrial_distribution |
0.0397 |
-0.0003 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-06 |
2025-10-07 |
ind_food_drug_retail |
0.0602 |
-0.0027 |
-0.0002 |
tilt_INDUSTRY |
| 2025-10-06 |
2025-10-07 |
size_SMALL |
-0.0209 |
0.0001 |
-0.0000 |
tilt_SIZE |
| 2025-10-06 |
2025-10-07 |
value_gc |
2.4030 |
-0.0001 |
-0.0002 |
alpha_VALUE |
| 2025-10-06 |
2025-10-07 |
ind_coal |
-0.0472 |
-0.0009 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-06 |
2025-10-07 |
ind_electronic_equipment |
-0.0202 |
0.0009 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-06 |
2025-10-07 |
ind_holding_companies |
0.0040 |
0.0000 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-06 |
2025-10-07 |
ind_beverages |
-0.0764 |
0.0009 |
-0.0001 |
tilt_INDUSTRY |
| 2025-10-06 |
2025-10-07 |
ind_hotels_entertainment |
0.0027 |
-0.0042 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-06 |
2025-10-07 |
ind_chemicals |
0.0523 |
0.0013 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-06 |
2025-10-07 |
ind_office_equipment |
-0.0180 |
0.0066 |
-0.0001 |
tilt_INDUSTRY |
| 2025-10-06 |
2025-10-07 |
size_MID |
-0.0663 |
0.0000 |
-0.0000 |
tilt_SIZE |
| 2025-10-06 |
2025-10-07 |
value_liq |
1.2765 |
0.0004 |
0.0005 |
alpha_VALUE |
| 2025-10-06 |
2025-10-07 |
country_IN |
0.0000 |
-0.0001 |
0.0000 |
tilt_COUNTRY |
| 2025-10-06 |
2025-10-07 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-10-06 |
2025-10-07 |
ind_fintech |
-0.0097 |
0.0013 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-06 |
2025-10-07 |
ind_telecommunications_serices |
0.1211 |
-0.0001 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-06 |
2025-10-07 |
country_XH |
0.0910 |
-0.0002 |
-0.0000 |
tilt_COUNTRY |
| 2025-10-06 |
2025-10-07 |
ind_multiline_utilities |
-0.0132 |
0.0030 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-06 |
2025-10-07 |
ind_software_it_services |
0.0079 |
-0.0001 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-06 |
2025-10-07 |
pdiscrepancy |
NaN |
NaN |
-0.0001 |
unexplained |
| 2025-10-06 |
2025-10-07 |
country_CN |
-0.0878 |
-0.0008 |
0.0001 |
tilt_COUNTRY |
| 2025-10-06 |
2025-10-07 |
ind_natural_gas_utilities |
0.0146 |
0.0002 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-06 |
2025-10-07 |
ind_paper_forestry |
-0.0084 |
0.0001 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-06 |
2025-10-07 |
ind_healthcare_providers_services |
0.0037 |
-0.0011 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-06 |
2025-10-07 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-10-06 |
2025-10-07 |
ind_consumer_goods_conglomerates |
0.0012 |
-0.0041 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-06 |
2025-10-07 |
ind_construction_engineering |
0.0382 |
0.0004 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-06 |
2025-10-07 |
ind_biotechnology |
-0.0169 |
-0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-06 |
2025-10-07 |
revision |
1.7495 |
0.0001 |
0.0001 |
alpha_REVISION |
| 2025-10-06 |
2025-10-07 |
country_MY |
0.0479 |
-0.0055 |
-0.0003 |
tilt_COUNTRY |
| 2025-10-06 |
2025-10-07 |
ind_leisure_products |
0.0274 |
0.0029 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-06 |
2025-10-07 |
ind_banking_services |
-0.0854 |
-0.0010 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-06 |
2025-10-07 |
ind_commercial_services_supplies |
-0.0511 |
-0.0006 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-06 |
2025-10-07 |
country_TW |
0.0292 |
0.0076 |
0.0002 |
tilt_COUNTRY |
| 2025-10-06 |
2025-10-07 |
ind_media_publishing |
0.0216 |
-0.0017 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-06 |
2025-10-07 |
linkage |
0.9312 |
-0.0002 |
-0.0002 |
alpha_MOMENTUM |
| 2025-10-06 |
2025-10-07 |
ind_real_estate_operations |
-0.0229 |
-0.0010 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-06 |
2025-10-07 |
ind_oil_gas_equipment_services |
-0.0143 |
-0.0013 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-06 |
2025-10-07 |
country_JP |
-0.0690 |
0.0003 |
-0.0000 |
tilt_COUNTRY |
| 2025-10-06 |
2025-10-07 |
country_KR |
-0.0968 |
-0.0009 |
0.0001 |
tilt_COUNTRY |
| 2025-10-06 |
2025-10-07 |
ind_textiles_apparel |
0.0191 |
-0.0009 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-06 |
2025-10-07 |
country_SG |
-0.0163 |
0.0048 |
-0.0001 |
tilt_COUNTRY |
| 2025-10-06 |
2025-10-07 |
country_AU |
-0.1042 |
-0.0027 |
0.0003 |
tilt_COUNTRY |
| 2025-10-06 |
2025-10-07 |
ind_freight_logistics |
-0.0323 |
-0.0008 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-06 |
2025-10-07 |
ind_healthcare_equipment_supplies |
-0.1014 |
0.0000 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-06 |
2025-10-07 |
ind_semiconductors |
0.0838 |
0.0008 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-06 |
2025-10-07 |
ind_renewable_energy |
0.0009 |
-0.0001 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-06 |
2025-10-07 |
country_TH |
0.0842 |
0.0098 |
0.0008 |
tilt_COUNTRY |
| 2025-10-06 |
2025-10-07 |
ind_passenger_transportation |
-0.0066 |
0.0012 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-06 |
2025-10-07 |
ind_household_products_services |
-0.0268 |
-0.0030 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-06 |
2025-10-07 |
ind_diversified_retail |
-0.0134 |
-0.0033 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-06 |
2025-10-07 |
ind_insurance |
0.0229 |
-0.0009 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-06 |
2025-10-07 |
size_LARGE |
0.0686 |
-0.0001 |
-0.0000 |
tilt_SIZE |
| 2025-10-06 |
2025-10-07 |
market |
-0.0304 |
0.0011 |
-0.0000 |
risk_exposure |
| 2025-10-06 |
2025-10-07 |
ind_construction_materials |
-0.0212 |
-0.0005 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-06 |
2025-10-07 |
ind_communications_equipment |
-0.0095 |
0.0004 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-06 |
2025-10-07 |
linearCost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-10-06 |
2025-10-07 |
specret |
NaN |
NaN |
0.0032 |
unexplained |
| 2025-10-06 |
2025-10-07 |
impactCost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-10-06 |
2025-10-07 |
size_MICRO |
-0.0118 |
-0.0006 |
0.0000 |
tilt_SIZE |
| 2025-10-06 |
2025-10-07 |
ind_aerospace_defense |
-0.0071 |
-0.0009 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-06 |
2025-10-07 |
reversal |
0.6074 |
-0.0000 |
-0.0000 |
alpha_REVERSAL |
| 2025-10-06 |
2025-10-07 |
ind_containers_packaging |
-0.0007 |
-0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-06 |
2025-10-07 |
ind_automobile |
-0.0357 |
0.0025 |
-0.0001 |
tilt_INDUSTRY |
| 2025-10-06 |
2025-10-07 |
ind_oil_gas |
0.0475 |
-0.0003 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-06 |
2025-10-07 |
country_HK |
0.0869 |
-0.0003 |
-0.0000 |
tilt_COUNTRY |
| 2025-10-07 |
2025-10-08 |
ind_office_equipment |
-0.0178 |
-0.0059 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-07 |
2025-10-08 |
size_SMALL |
-0.0195 |
-0.0003 |
0.0000 |
tilt_SIZE |
| 2025-10-07 |
2025-10-08 |
country_TH |
0.0848 |
-0.0003 |
-0.0000 |
tilt_COUNTRY |
| 2025-10-07 |
2025-10-08 |
reversal |
0.4846 |
0.0010 |
0.0005 |
alpha_REVERSAL |
| 2025-10-07 |
2025-10-08 |
ind_chemicals |
0.0517 |
-0.0008 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-07 |
2025-10-08 |
ind_beverages |
-0.0761 |
0.0016 |
-0.0001 |
tilt_INDUSTRY |
| 2025-10-07 |
2025-10-08 |
ind_passenger_transportation |
-0.0065 |
-0.0056 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-07 |
2025-10-08 |
ind_hotels_entertainment |
0.0028 |
-0.0009 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-07 |
2025-10-08 |
impactCost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-10-07 |
2025-10-08 |
ind_oil_gas |
0.0472 |
-0.0001 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-07 |
2025-10-08 |
ind_homebuilding_building_products |
-0.0326 |
-0.0039 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-07 |
2025-10-08 |
country_XH |
0.0913 |
-0.0031 |
-0.0003 |
tilt_COUNTRY |
| 2025-10-07 |
2025-10-08 |
pdiscrepancy |
NaN |
NaN |
-0.0001 |
unexplained |
| 2025-10-07 |
2025-10-08 |
ind_insurance |
0.0228 |
0.0017 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-07 |
2025-10-08 |
ind_biotechnology |
-0.0166 |
0.0025 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-07 |
2025-10-08 |
neglect |
1.2110 |
0.0002 |
0.0002 |
alpha_VALUE |
| 2025-10-07 |
2025-10-08 |
ind_real_estate_operations |
-0.0218 |
-0.0026 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-07 |
2025-10-08 |
country_JP |
-0.0678 |
0.0009 |
-0.0001 |
tilt_COUNTRY |
| 2025-10-07 |
2025-10-08 |
country_ID |
0.0000 |
0.0007 |
0.0000 |
tilt_COUNTRY |
| 2025-10-07 |
2025-10-08 |
ind_media_publishing |
0.0215 |
-0.0002 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-07 |
2025-10-08 |
ind_commercial_services_supplies |
-0.0507 |
-0.0002 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-07 |
2025-10-08 |
ind_electronic_equipment |
-0.0201 |
-0.0008 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-07 |
2025-10-08 |
ind_food_drug_retail |
0.0600 |
0.0005 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-07 |
2025-10-08 |
ind_automobile |
-0.0357 |
-0.0012 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-07 |
2025-10-08 |
ind_telecommunications_serices |
0.1204 |
-0.0010 |
-0.0001 |
tilt_INDUSTRY |
| 2025-10-07 |
2025-10-08 |
ind_water_utilities |
-0.0068 |
0.0004 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-07 |
2025-10-08 |
country_TW |
0.0301 |
0.0028 |
0.0001 |
tilt_COUNTRY |
| 2025-10-07 |
2025-10-08 |
ind_banking_services |
-0.0851 |
0.0018 |
-0.0002 |
tilt_INDUSTRY |
| 2025-10-07 |
2025-10-08 |
sdiscrepancy |
NaN |
NaN |
-0.0006 |
unexplained |
| 2025-10-07 |
2025-10-08 |
sbeta_market |
0.0531 |
0.0008 |
0.0000 |
risk_exposure |
| 2025-10-07 |
2025-10-08 |
ind_holding_companies |
0.0040 |
0.0000 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-07 |
2025-10-08 |
ind_household_products_services |
-0.0264 |
-0.0006 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-07 |
2025-10-08 |
ind_metals_mining |
-0.0765 |
0.0016 |
-0.0001 |
tilt_INDUSTRY |
| 2025-10-07 |
2025-10-08 |
quality |
4.3158 |
-0.0001 |
-0.0002 |
alpha_QUALITY |
| 2025-10-07 |
2025-10-08 |
size_MICRO |
-0.0117 |
-0.0005 |
0.0000 |
tilt_SIZE |
| 2025-10-07 |
2025-10-08 |
ind_construction_engineering |
0.0380 |
0.0009 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-07 |
2025-10-08 |
ind_coal |
-0.0471 |
0.0020 |
-0.0001 |
tilt_INDUSTRY |
| 2025-10-07 |
2025-10-08 |
revision |
1.6263 |
0.0005 |
0.0008 |
alpha_REVISION |
| 2025-10-07 |
2025-10-08 |
ind_freight_logistics |
-0.0317 |
-0.0006 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-07 |
2025-10-08 |
fmom |
0.7131 |
0.0001 |
0.0001 |
alpha_QUALITY |
| 2025-10-07 |
2025-10-08 |
country_KR |
-0.0968 |
0.0011 |
-0.0001 |
tilt_COUNTRY |
| 2025-10-07 |
2025-10-08 |
linearCost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-10-07 |
2025-10-08 |
country_IN |
0.0000 |
-0.0063 |
0.0000 |
tilt_COUNTRY |
| 2025-10-07 |
2025-10-08 |
ind_fintech |
-0.0096 |
0.0007 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-07 |
2025-10-08 |
momentum |
-0.2321 |
0.0003 |
-0.0001 |
alpha_MOMENTUM |
| 2025-10-07 |
2025-10-08 |
ind_diversified_retail |
-0.0131 |
-0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-07 |
2025-10-08 |
ind_oil_gas_equipment_services |
-0.0142 |
0.0001 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-07 |
2025-10-08 |
ind_healthcare_providers_services |
0.0036 |
-0.0010 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-07 |
2025-10-08 |
stability |
4.9418 |
-0.0001 |
-0.0005 |
alpha_QUALITY |
| 2025-10-07 |
2025-10-08 |
ind_construction_materials |
-0.0212 |
-0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-07 |
2025-10-08 |
ind_machinery |
0.1740 |
0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-07 |
2025-10-08 |
market |
-0.0266 |
-0.0018 |
0.0000 |
risk_exposure |
| 2025-10-07 |
2025-10-08 |
linkage |
0.9375 |
0.0005 |
0.0004 |
alpha_MOMENTUM |
| 2025-10-07 |
2025-10-08 |
ind_transportation_infrastructure |
0.0139 |
0.0007 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-07 |
2025-10-08 |
ind_computers_phones_household_electronics |
0.0988 |
-0.0023 |
-0.0002 |
tilt_INDUSTRY |
| 2025-10-07 |
2025-10-08 |
country_CN |
-0.0878 |
0.0007 |
-0.0001 |
tilt_COUNTRY |
| 2025-10-07 |
2025-10-08 |
size_MID |
-0.0637 |
0.0006 |
-0.0000 |
tilt_SIZE |
| 2025-10-07 |
2025-10-08 |
country_AU |
-0.1040 |
-0.0005 |
0.0000 |
tilt_COUNTRY |
| 2025-10-07 |
2025-10-08 |
ind_electric_utilities_ipps |
-0.1242 |
-0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-07 |
2025-10-08 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-10-07 |
2025-10-08 |
country_NZ |
-0.0074 |
0.0044 |
-0.0000 |
tilt_COUNTRY |
| 2025-10-07 |
2025-10-08 |
ind_aerospace_defense |
-0.0071 |
-0.0008 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-07 |
2025-10-08 |
ind_investment_services |
0.0715 |
-0.0003 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-07 |
2025-10-08 |
ind_pharmaceuticals |
-0.0626 |
0.0004 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-07 |
2025-10-08 |
ind_integrated_hardware_software |
0.0162 |
-0.0002 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-07 |
2025-10-08 |
ind_food_tobacco |
0.0308 |
0.0018 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-07 |
2025-10-08 |
size_LARGE |
0.0684 |
-0.0007 |
-0.0000 |
tilt_SIZE |
| 2025-10-07 |
2025-10-08 |
ind_specialty_reatil |
-0.0102 |
-0.0042 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-07 |
2025-10-08 |
ind_multiline_utilities |
-0.0132 |
0.0013 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-07 |
2025-10-08 |
country_MY |
0.0478 |
0.0010 |
0.0000 |
tilt_COUNTRY |
| 2025-10-07 |
2025-10-08 |
ind_containers_packaging |
-0.0007 |
-0.0002 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-07 |
2025-10-08 |
ind_industrial_distribution |
0.0394 |
0.0075 |
0.0003 |
tilt_INDUSTRY |
| 2025-10-07 |
2025-10-08 |
country_HK |
0.0875 |
-0.0024 |
-0.0002 |
tilt_COUNTRY |
| 2025-10-07 |
2025-10-08 |
country_PH |
0.0121 |
0.0024 |
0.0000 |
tilt_COUNTRY |
| 2025-10-07 |
2025-10-08 |
ind_paper_forestry |
-0.0083 |
-0.0028 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-07 |
2025-10-08 |
value_liq |
1.2546 |
-0.0001 |
-0.0002 |
alpha_VALUE |
| 2025-10-07 |
2025-10-08 |
value_gc |
2.3800 |
0.0000 |
0.0000 |
alpha_VALUE |
| 2025-10-07 |
2025-10-08 |
ind_leisure_products |
0.0272 |
-0.0035 |
-0.0001 |
tilt_INDUSTRY |
| 2025-10-07 |
2025-10-08 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-10-07 |
2025-10-08 |
ind_household_goods |
-0.0483 |
0.0013 |
-0.0001 |
tilt_INDUSTRY |
| 2025-10-07 |
2025-10-08 |
specret |
NaN |
NaN |
0.0019 |
unexplained |
| 2025-10-07 |
2025-10-08 |
ind_software_it_services |
0.0073 |
-0.0001 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-07 |
2025-10-08 |
country_SG |
-0.0163 |
0.0004 |
-0.0000 |
tilt_COUNTRY |
| 2025-10-07 |
2025-10-08 |
ind_renewable_energy |
0.0009 |
-0.0006 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-07 |
2025-10-08 |
ind_textiles_apparel |
0.0190 |
0.0013 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-07 |
2025-10-08 |
ind_healthcare_equipment_supplies |
-0.1014 |
0.0001 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-07 |
2025-10-08 |
ind_natural_gas_utilities |
0.0145 |
0.0015 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-07 |
2025-10-08 |
ind_semiconductors |
0.0842 |
-0.0011 |
-0.0001 |
tilt_INDUSTRY |
| 2025-10-07 |
2025-10-08 |
ind_uranium |
-0.0026 |
0.0042 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-07 |
2025-10-08 |
ind_communications_equipment |
-0.0095 |
0.0001 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-07 |
2025-10-08 |
ind_consumer_goods_conglomerates |
0.0011 |
0.0047 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-08 |
2025-10-09 |
ind_metals_mining |
-0.0669 |
0.0243 |
-0.0016 |
tilt_INDUSTRY |
| 2025-10-08 |
2025-10-09 |
ind_integrated_hardware_software |
0.0162 |
0.0017 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-08 |
2025-10-09 |
ind_diversified_retail |
-0.0130 |
-0.0083 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-08 |
2025-10-09 |
country_CN |
-0.0775 |
0.0039 |
-0.0003 |
tilt_COUNTRY |
| 2025-10-08 |
2025-10-09 |
ind_banking_services |
-0.0848 |
-0.0053 |
0.0005 |
tilt_INDUSTRY |
| 2025-10-08 |
2025-10-09 |
size_LARGE |
0.0691 |
-0.0007 |
-0.0000 |
tilt_SIZE |
| 2025-10-08 |
2025-10-09 |
country_SG |
-0.0161 |
-0.0051 |
0.0001 |
tilt_COUNTRY |
| 2025-10-08 |
2025-10-09 |
ind_fintech |
-0.0095 |
0.0020 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-08 |
2025-10-09 |
neglect |
1.2226 |
0.0000 |
0.0000 |
alpha_VALUE |
| 2025-10-08 |
2025-10-09 |
value_gc |
2.3711 |
0.0010 |
0.0025 |
alpha_VALUE |
| 2025-10-08 |
2025-10-09 |
ind_hotels_entertainment |
0.0028 |
-0.0093 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-08 |
2025-10-09 |
ind_computers_phones_household_electronics |
0.0991 |
-0.0007 |
-0.0001 |
tilt_INDUSTRY |
| 2025-10-08 |
2025-10-09 |
ind_paper_forestry |
-0.0085 |
-0.0064 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-08 |
2025-10-09 |
ind_food_drug_retail |
0.0600 |
-0.0065 |
-0.0004 |
tilt_INDUSTRY |
| 2025-10-08 |
2025-10-09 |
ind_natural_gas_utilities |
0.0147 |
0.0038 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-08 |
2025-10-09 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-10-08 |
2025-10-09 |
ind_healthcare_providers_services |
0.0036 |
-0.0005 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-08 |
2025-10-09 |
ind_passenger_transportation |
-0.0064 |
-0.0053 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-08 |
2025-10-09 |
ind_construction_materials |
-0.0209 |
0.0048 |
-0.0001 |
tilt_INDUSTRY |
| 2025-10-08 |
2025-10-09 |
ind_holding_companies |
0.0040 |
0.0000 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-08 |
2025-10-09 |
ind_automobile |
-0.0351 |
-0.0096 |
0.0003 |
tilt_INDUSTRY |
| 2025-10-08 |
2025-10-09 |
size_MID |
-0.0559 |
0.0021 |
-0.0001 |
tilt_SIZE |
| 2025-10-08 |
2025-10-09 |
linearCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-10-08 |
2025-10-09 |
market |
-0.0106 |
0.0092 |
-0.0001 |
risk_exposure |
| 2025-10-08 |
2025-10-09 |
ind_insurance |
0.0229 |
-0.0012 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-08 |
2025-10-09 |
ind_aerospace_defense |
-0.0072 |
-0.0031 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-08 |
2025-10-09 |
ind_commercial_services_supplies |
-0.0502 |
0.0005 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-08 |
2025-10-09 |
ind_oil_gas |
0.0469 |
0.0019 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-08 |
2025-10-09 |
ind_leisure_products |
0.0269 |
-0.0124 |
-0.0003 |
tilt_INDUSTRY |
| 2025-10-08 |
2025-10-09 |
value_liq |
1.2310 |
0.0009 |
0.0011 |
alpha_VALUE |
| 2025-10-08 |
2025-10-09 |
ind_software_it_services |
0.0071 |
-0.0009 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-08 |
2025-10-09 |
stability |
4.9273 |
0.0003 |
0.0015 |
alpha_QUALITY |
| 2025-10-08 |
2025-10-09 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-10-08 |
2025-10-09 |
ind_household_goods |
-0.0472 |
-0.0087 |
0.0004 |
tilt_INDUSTRY |
| 2025-10-08 |
2025-10-09 |
ind_renewable_energy |
0.0009 |
0.0221 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-08 |
2025-10-09 |
ind_consumer_goods_conglomerates |
0.0011 |
-0.0027 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-08 |
2025-10-09 |
ind_healthcare_equipment_supplies |
-0.1017 |
-0.0084 |
0.0009 |
tilt_INDUSTRY |
| 2025-10-08 |
2025-10-09 |
ind_semiconductors |
0.0828 |
0.0079 |
0.0007 |
tilt_INDUSTRY |
| 2025-10-08 |
2025-10-09 |
country_PH |
0.0120 |
-0.0128 |
-0.0002 |
tilt_COUNTRY |
| 2025-10-08 |
2025-10-09 |
ind_industrial_distribution |
0.0396 |
0.0006 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-08 |
2025-10-09 |
momentum |
-0.2298 |
-0.0019 |
0.0004 |
alpha_MOMENTUM |
| 2025-10-08 |
2025-10-09 |
ind_communications_equipment |
-0.0103 |
0.0055 |
-0.0001 |
tilt_INDUSTRY |
| 2025-10-08 |
2025-10-09 |
ind_oil_gas_equipment_services |
-0.0142 |
-0.0007 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-08 |
2025-10-09 |
ind_textiles_apparel |
0.0193 |
-0.0060 |
-0.0001 |
tilt_INDUSTRY |
| 2025-10-08 |
2025-10-09 |
ind_machinery |
0.1744 |
0.0038 |
0.0007 |
tilt_INDUSTRY |
| 2025-10-08 |
2025-10-09 |
ind_transportation_infrastructure |
0.0138 |
-0.0024 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-08 |
2025-10-09 |
ind_uranium |
-0.0026 |
-0.0045 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-08 |
2025-10-09 |
linkage |
0.9441 |
0.0004 |
0.0004 |
alpha_MOMENTUM |
| 2025-10-08 |
2025-10-09 |
ind_multiline_utilities |
-0.0131 |
-0.0018 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-08 |
2025-10-09 |
ind_electric_utilities_ipps |
-0.1245 |
0.0114 |
-0.0014 |
tilt_INDUSTRY |
| 2025-10-08 |
2025-10-09 |
ind_investment_services |
0.0720 |
-0.0016 |
-0.0001 |
tilt_INDUSTRY |
| 2025-10-08 |
2025-10-09 |
ind_pharmaceuticals |
-0.0614 |
-0.0063 |
0.0004 |
tilt_INDUSTRY |
| 2025-10-08 |
2025-10-09 |
country_AU |
-0.1046 |
-0.0060 |
0.0006 |
tilt_COUNTRY |
| 2025-10-08 |
2025-10-09 |
ind_food_tobacco |
0.0310 |
-0.0060 |
-0.0002 |
tilt_INDUSTRY |
| 2025-10-08 |
2025-10-09 |
country_NZ |
-0.0073 |
-0.0090 |
0.0001 |
tilt_COUNTRY |
| 2025-10-08 |
2025-10-09 |
ind_specialty_reatil |
-0.0101 |
0.0015 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-08 |
2025-10-09 |
country_MY |
0.0481 |
-0.0027 |
-0.0001 |
tilt_COUNTRY |
| 2025-10-08 |
2025-10-09 |
specret |
NaN |
NaN |
-0.0048 |
unexplained |
| 2025-10-08 |
2025-10-09 |
country_HK |
0.0873 |
0.0025 |
0.0002 |
tilt_COUNTRY |
| 2025-10-08 |
2025-10-09 |
country_IN |
0.0000 |
-0.0027 |
0.0000 |
tilt_COUNTRY |
| 2025-10-08 |
2025-10-09 |
ind_office_equipment |
-0.0177 |
-0.0005 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-08 |
2025-10-09 |
reversal |
0.2103 |
-0.0009 |
-0.0002 |
alpha_REVERSAL |
| 2025-10-08 |
2025-10-09 |
impactCost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-10-08 |
2025-10-09 |
fmom |
0.7072 |
0.0002 |
0.0001 |
alpha_QUALITY |
| 2025-10-08 |
2025-10-09 |
ind_construction_engineering |
0.0384 |
0.0056 |
0.0002 |
tilt_INDUSTRY |
| 2025-10-08 |
2025-10-09 |
size_MICRO |
-0.0113 |
-0.0073 |
0.0001 |
tilt_SIZE |
| 2025-10-08 |
2025-10-09 |
ind_biotechnology |
-0.0161 |
-0.0202 |
0.0003 |
tilt_INDUSTRY |
| 2025-10-08 |
2025-10-09 |
country_TH |
0.0853 |
-0.0001 |
-0.0000 |
tilt_COUNTRY |
| 2025-10-08 |
2025-10-09 |
ind_telecommunications_serices |
0.1206 |
0.0011 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-08 |
2025-10-09 |
ind_water_utilities |
-0.0069 |
0.0041 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-08 |
2025-10-09 |
ind_household_products_services |
-0.0261 |
-0.0086 |
0.0002 |
tilt_INDUSTRY |
| 2025-10-08 |
2025-10-09 |
revision |
1.5741 |
0.0006 |
0.0010 |
alpha_REVISION |
| 2025-10-08 |
2025-10-09 |
quality |
4.3200 |
0.0003 |
0.0014 |
alpha_QUALITY |
| 2025-10-08 |
2025-10-09 |
ind_real_estate_operations |
-0.0212 |
-0.0055 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-08 |
2025-10-09 |
country_ID |
0.0000 |
0.0034 |
0.0000 |
tilt_COUNTRY |
| 2025-10-08 |
2025-10-09 |
country_XH |
0.0950 |
0.0015 |
0.0001 |
tilt_COUNTRY |
| 2025-10-08 |
2025-10-09 |
country_TW |
0.0302 |
-0.0082 |
-0.0002 |
tilt_COUNTRY |
| 2025-10-08 |
2025-10-09 |
country_KR |
-0.0968 |
-0.0072 |
0.0007 |
tilt_COUNTRY |
| 2025-10-08 |
2025-10-09 |
pdiscrepancy |
NaN |
NaN |
0.0000 |
unexplained |
| 2025-10-08 |
2025-10-09 |
ind_homebuilding_building_products |
-0.0323 |
-0.0041 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-08 |
2025-10-09 |
sdiscrepancy |
NaN |
NaN |
-0.0007 |
unexplained |
| 2025-10-08 |
2025-10-09 |
country_JP |
-0.0660 |
-0.0021 |
0.0001 |
tilt_COUNTRY |
| 2025-10-08 |
2025-10-09 |
ind_containers_packaging |
-0.0007 |
-0.0031 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-08 |
2025-10-09 |
ind_chemicals |
0.0513 |
0.0046 |
0.0002 |
tilt_INDUSTRY |
| 2025-10-08 |
2025-10-09 |
ind_beverages |
-0.0758 |
-0.0146 |
0.0011 |
tilt_INDUSTRY |
| 2025-10-08 |
2025-10-09 |
ind_freight_logistics |
-0.0295 |
-0.0040 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-08 |
2025-10-09 |
ind_electronic_equipment |
-0.0199 |
0.0014 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-08 |
2025-10-09 |
sbeta_market |
0.0703 |
-0.0023 |
-0.0002 |
risk_exposure |
| 2025-10-08 |
2025-10-09 |
size_SMALL |
-0.0125 |
-0.0014 |
0.0000 |
tilt_SIZE |
| 2025-10-08 |
2025-10-09 |
ind_media_publishing |
0.0214 |
-0.0074 |
-0.0002 |
tilt_INDUSTRY |
| 2025-10-08 |
2025-10-09 |
ind_coal |
-0.0475 |
0.0116 |
-0.0006 |
tilt_INDUSTRY |
| 2025-10-09 |
2025-10-10 |
ind_metals_mining |
-0.0432 |
-0.0118 |
0.0005 |
tilt_INDUSTRY |
| 2025-10-09 |
2025-10-10 |
ind_uranium |
-0.0013 |
-0.0008 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-09 |
2025-10-10 |
ind_household_products_services |
-0.0221 |
0.0066 |
-0.0001 |
tilt_INDUSTRY |
| 2025-10-09 |
2025-10-10 |
country_ID |
0.0000 |
-0.0099 |
0.0000 |
tilt_COUNTRY |
| 2025-10-09 |
2025-10-10 |
ind_integrated_hardware_software |
0.0161 |
-0.0096 |
-0.0002 |
tilt_INDUSTRY |
| 2025-10-09 |
2025-10-10 |
ind_specialty_reatil |
-0.0087 |
0.0028 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-09 |
2025-10-10 |
ind_investment_services |
0.0736 |
0.0128 |
0.0009 |
tilt_INDUSTRY |
| 2025-10-09 |
2025-10-10 |
ind_electric_utilities_ipps |
-0.1237 |
0.0013 |
-0.0002 |
tilt_INDUSTRY |
| 2025-10-09 |
2025-10-10 |
ind_multiline_utilities |
-0.0129 |
0.0037 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-09 |
2025-10-10 |
linkage |
0.9337 |
-0.0009 |
-0.0009 |
alpha_MOMENTUM |
| 2025-10-09 |
2025-10-10 |
ind_transportation_infrastructure |
0.0140 |
0.0002 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-09 |
2025-10-10 |
ind_industrial_distribution |
0.0395 |
0.0103 |
0.0004 |
tilt_INDUSTRY |
| 2025-10-09 |
2025-10-10 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-10-09 |
2025-10-10 |
specret |
NaN |
NaN |
0.0005 |
unexplained |
| 2025-10-09 |
2025-10-10 |
country_XH |
0.1011 |
0.0034 |
0.0003 |
tilt_COUNTRY |
| 2025-10-09 |
2025-10-10 |
pdiscrepancy |
NaN |
NaN |
0.0002 |
unexplained |
| 2025-10-09 |
2025-10-10 |
ind_chemicals |
0.0617 |
0.0033 |
0.0002 |
tilt_INDUSTRY |
| 2025-10-09 |
2025-10-10 |
value_liq |
1.0637 |
0.0011 |
0.0012 |
alpha_VALUE |
| 2025-10-09 |
2025-10-10 |
size_LARGE |
0.0767 |
-0.0019 |
-0.0001 |
tilt_SIZE |
| 2025-10-09 |
2025-10-10 |
ind_freight_logistics |
-0.0283 |
0.0040 |
-0.0001 |
tilt_INDUSTRY |
| 2025-10-09 |
2025-10-10 |
country_KR |
-0.0971 |
-0.0021 |
0.0002 |
tilt_COUNTRY |
| 2025-10-09 |
2025-10-10 |
ind_telecommunications_serices |
0.1196 |
-0.0008 |
-0.0001 |
tilt_INDUSTRY |
| 2025-10-09 |
2025-10-10 |
country_TH |
0.0781 |
-0.0153 |
-0.0012 |
tilt_COUNTRY |
| 2025-10-09 |
2025-10-10 |
ind_construction_engineering |
0.0360 |
0.0039 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-09 |
2025-10-10 |
ind_oil_gas |
0.0467 |
-0.0012 |
-0.0001 |
tilt_INDUSTRY |
| 2025-10-09 |
2025-10-10 |
revision |
1.7152 |
0.0010 |
0.0016 |
alpha_REVISION |
| 2025-10-09 |
2025-10-10 |
ind_computers_phones_household_electronics |
0.0941 |
-0.0019 |
-0.0002 |
tilt_INDUSTRY |
| 2025-10-09 |
2025-10-10 |
ind_automobile |
-0.0341 |
0.0012 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-09 |
2025-10-10 |
ind_passenger_transportation |
-0.0078 |
0.0025 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-09 |
2025-10-10 |
ind_fintech |
-0.0083 |
-0.0027 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-09 |
2025-10-10 |
ind_paper_forestry |
-0.0088 |
0.0166 |
-0.0001 |
tilt_INDUSTRY |
| 2025-10-09 |
2025-10-10 |
ind_construction_materials |
-0.0080 |
0.0147 |
-0.0001 |
tilt_INDUSTRY |
| 2025-10-09 |
2025-10-10 |
ind_natural_gas_utilities |
0.0155 |
0.0065 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-09 |
2025-10-10 |
sbeta_market |
0.1181 |
-0.0225 |
-0.0027 |
risk_exposure |
| 2025-10-09 |
2025-10-10 |
ind_real_estate_operations |
-0.0235 |
0.0094 |
-0.0002 |
tilt_INDUSTRY |
| 2025-10-09 |
2025-10-10 |
ind_semiconductors |
0.0747 |
-0.0141 |
-0.0011 |
tilt_INDUSTRY |
| 2025-10-09 |
2025-10-10 |
country_CN |
-0.0420 |
0.0047 |
-0.0002 |
tilt_COUNTRY |
| 2025-10-09 |
2025-10-10 |
ind_renewable_energy |
0.0070 |
-0.0087 |
-0.0001 |
tilt_INDUSTRY |
| 2025-10-09 |
2025-10-10 |
ind_leisure_products |
0.0268 |
-0.0009 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-09 |
2025-10-10 |
country_IN |
0.0000 |
0.0001 |
0.0000 |
tilt_COUNTRY |
| 2025-10-09 |
2025-10-10 |
ind_holding_companies |
0.0040 |
0.0000 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-09 |
2025-10-10 |
ind_hotels_entertainment |
0.0009 |
0.0045 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-09 |
2025-10-10 |
linearCost |
NaN |
NaN |
-0.0007 |
cost |
| 2025-10-09 |
2025-10-10 |
ind_food_drug_retail |
0.0585 |
0.0013 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-09 |
2025-10-10 |
ind_household_goods |
-0.0474 |
0.0059 |
-0.0003 |
tilt_INDUSTRY |
| 2025-10-09 |
2025-10-10 |
ind_consumer_goods_conglomerates |
0.0065 |
-0.0022 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-09 |
2025-10-10 |
country_SG |
-0.0198 |
-0.0072 |
0.0001 |
tilt_COUNTRY |
| 2025-10-09 |
2025-10-10 |
value_gc |
1.9919 |
0.0007 |
0.0014 |
alpha_VALUE |
| 2025-10-09 |
2025-10-10 |
ind_healthcare_equipment_supplies |
-0.0905 |
-0.0006 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-09 |
2025-10-10 |
momentum |
-0.1570 |
-0.0020 |
0.0003 |
alpha_MOMENTUM |
| 2025-10-09 |
2025-10-10 |
ind_oil_gas_equipment_services |
-0.0145 |
0.0124 |
-0.0002 |
tilt_INDUSTRY |
| 2025-10-09 |
2025-10-10 |
ind_office_equipment |
-0.0166 |
-0.0012 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-09 |
2025-10-10 |
market |
0.0237 |
0.0135 |
0.0003 |
risk_exposure |
| 2025-10-09 |
2025-10-10 |
ind_insurance |
0.0184 |
0.0100 |
0.0002 |
tilt_INDUSTRY |
| 2025-10-09 |
2025-10-10 |
ind_diversified_retail |
-0.0140 |
0.0036 |
-0.0001 |
tilt_INDUSTRY |
| 2025-10-09 |
2025-10-10 |
ind_electronic_equipment |
-0.0235 |
-0.0041 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-09 |
2025-10-10 |
country_TW |
0.0304 |
0.0104 |
0.0003 |
tilt_COUNTRY |
| 2025-10-09 |
2025-10-10 |
ind_software_it_services |
0.0087 |
-0.0078 |
-0.0001 |
tilt_INDUSTRY |
| 2025-10-09 |
2025-10-10 |
ind_coal |
-0.0475 |
0.0102 |
-0.0005 |
tilt_INDUSTRY |
| 2025-10-09 |
2025-10-10 |
quality |
4.1437 |
0.0020 |
0.0082 |
alpha_QUALITY |
| 2025-10-09 |
2025-10-10 |
ind_water_utilities |
-0.0069 |
0.0214 |
-0.0001 |
tilt_INDUSTRY |
| 2025-10-09 |
2025-10-10 |
sdiscrepancy |
NaN |
NaN |
0.0018 |
unexplained |
| 2025-10-09 |
2025-10-10 |
size_MICRO |
-0.0089 |
0.0120 |
-0.0001 |
tilt_SIZE |
| 2025-10-09 |
2025-10-10 |
fmom |
0.6200 |
-0.0002 |
-0.0001 |
alpha_QUALITY |
| 2025-10-09 |
2025-10-10 |
impactCost |
NaN |
NaN |
-0.0004 |
cost |
| 2025-10-09 |
2025-10-10 |
country_JP |
-0.0691 |
-0.0155 |
0.0011 |
tilt_COUNTRY |
| 2025-10-09 |
2025-10-10 |
country_HK |
0.0895 |
0.0001 |
0.0000 |
tilt_COUNTRY |
| 2025-10-09 |
2025-10-10 |
neglect |
1.1160 |
0.0007 |
0.0008 |
alpha_VALUE |
| 2025-10-09 |
2025-10-10 |
reversal |
0.3488 |
0.0006 |
0.0002 |
alpha_REVERSAL |
| 2025-10-09 |
2025-10-10 |
ind_beverages |
-0.0774 |
0.0081 |
-0.0006 |
tilt_INDUSTRY |
| 2025-10-09 |
2025-10-10 |
size_MID |
-0.0378 |
-0.0035 |
0.0001 |
tilt_SIZE |
| 2025-10-09 |
2025-10-10 |
ind_media_publishing |
0.0234 |
-0.0048 |
-0.0001 |
tilt_INDUSTRY |
| 2025-10-09 |
2025-10-10 |
ind_biotechnology |
-0.0153 |
-0.0168 |
0.0003 |
tilt_INDUSTRY |
| 2025-10-09 |
2025-10-10 |
ind_homebuilding_building_products |
-0.0322 |
0.0030 |
-0.0001 |
tilt_INDUSTRY |
| 2025-10-09 |
2025-10-10 |
ind_banking_services |
-0.0959 |
0.0008 |
-0.0001 |
tilt_INDUSTRY |
| 2025-10-09 |
2025-10-10 |
country_MY |
0.0479 |
-0.0093 |
-0.0004 |
tilt_COUNTRY |
| 2025-10-09 |
2025-10-10 |
ind_aerospace_defense |
-0.0036 |
-0.0018 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-09 |
2025-10-10 |
ind_healthcare_providers_services |
0.0045 |
0.0023 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-09 |
2025-10-10 |
ind_containers_packaging |
-0.0009 |
0.0040 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-09 |
2025-10-10 |
ind_commercial_services_supplies |
-0.0424 |
0.0062 |
-0.0003 |
tilt_INDUSTRY |
| 2025-10-09 |
2025-10-10 |
ind_food_tobacco |
0.0263 |
0.0062 |
0.0002 |
tilt_INDUSTRY |
| 2025-10-09 |
2025-10-10 |
ind_pharmaceuticals |
-0.0616 |
0.0012 |
-0.0001 |
tilt_INDUSTRY |
| 2025-10-09 |
2025-10-10 |
ind_communications_equipment |
-0.0071 |
-0.0021 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-09 |
2025-10-10 |
ind_textiles_apparel |
0.0206 |
0.0043 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-09 |
2025-10-10 |
size_SMALL |
-0.0063 |
0.0045 |
-0.0000 |
tilt_SIZE |
| 2025-10-09 |
2025-10-10 |
country_PH |
0.0096 |
-0.0061 |
-0.0001 |
tilt_COUNTRY |
| 2025-10-09 |
2025-10-10 |
country_NZ |
-0.0036 |
-0.0182 |
0.0001 |
tilt_COUNTRY |
| 2025-10-09 |
2025-10-10 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-10-09 |
2025-10-10 |
ind_machinery |
0.1544 |
-0.0003 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-09 |
2025-10-10 |
country_AU |
-0.1012 |
-0.0026 |
0.0003 |
tilt_COUNTRY |
| 2025-10-09 |
2025-10-10 |
stability |
4.6575 |
0.0003 |
0.0016 |
alpha_QUALITY |
| 2025-10-10 |
2025-10-13 |
ind_chemicals |
0.0709 |
0.0026 |
0.0002 |
tilt_INDUSTRY |
| 2025-10-10 |
2025-10-13 |
ind_electric_utilities_ipps |
-0.1265 |
0.0003 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-10 |
2025-10-13 |
country_MY |
0.0475 |
-0.0037 |
-0.0002 |
tilt_COUNTRY |
| 2025-10-10 |
2025-10-13 |
ind_pharmaceuticals |
-0.0647 |
-0.0058 |
0.0004 |
tilt_INDUSTRY |
| 2025-10-10 |
2025-10-13 |
ind_oil_gas_equipment_services |
-0.0148 |
0.0009 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-10 |
2025-10-13 |
ind_beverages |
-0.0796 |
-0.0007 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-10 |
2025-10-13 |
value_liq |
0.8728 |
-0.0015 |
-0.0013 |
alpha_VALUE |
| 2025-10-10 |
2025-10-13 |
ind_specialty_reatil |
-0.0082 |
-0.0023 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-10 |
2025-10-13 |
ind_freight_logistics |
-0.0288 |
0.0006 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-10 |
2025-10-13 |
ind_food_tobacco |
0.0209 |
-0.0016 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-10 |
2025-10-13 |
ind_software_it_services |
0.0091 |
0.0008 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-10 |
2025-10-13 |
country_TW |
0.0247 |
-0.0104 |
-0.0003 |
tilt_COUNTRY |
| 2025-10-10 |
2025-10-13 |
country_AU |
-0.0978 |
-0.0109 |
0.0011 |
tilt_COUNTRY |
| 2025-10-10 |
2025-10-13 |
ind_media_publishing |
0.0245 |
-0.0054 |
-0.0001 |
tilt_INDUSTRY |
| 2025-10-10 |
2025-10-13 |
country_JP |
-0.0728 |
0.0049 |
-0.0004 |
tilt_COUNTRY |
| 2025-10-10 |
2025-10-13 |
ind_coal |
-0.0466 |
0.0002 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-10 |
2025-10-13 |
ind_multiline_utilities |
-0.0128 |
0.0017 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-10 |
2025-10-13 |
sdiscrepancy |
NaN |
NaN |
-0.0015 |
unexplained |
| 2025-10-10 |
2025-10-13 |
ind_machinery |
0.1389 |
-0.0000 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-10 |
2025-10-13 |
momentum |
0.0715 |
-0.0002 |
-0.0000 |
alpha_MOMENTUM |
| 2025-10-10 |
2025-10-13 |
ind_healthcare_equipment_supplies |
-0.0853 |
-0.0057 |
0.0005 |
tilt_INDUSTRY |
| 2025-10-10 |
2025-10-13 |
country_PH |
0.0074 |
-0.0014 |
-0.0000 |
tilt_COUNTRY |
| 2025-10-10 |
2025-10-13 |
linkage |
0.9912 |
0.0004 |
0.0004 |
alpha_MOMENTUM |
| 2025-10-10 |
2025-10-13 |
reversal |
0.5192 |
-0.0012 |
-0.0006 |
alpha_REVERSAL |
| 2025-10-10 |
2025-10-13 |
ind_textiles_apparel |
0.0226 |
-0.0028 |
-0.0001 |
tilt_INDUSTRY |
| 2025-10-10 |
2025-10-13 |
ind_office_equipment |
-0.0154 |
0.0039 |
-0.0001 |
tilt_INDUSTRY |
| 2025-10-10 |
2025-10-13 |
ind_transportation_infrastructure |
0.0144 |
0.0043 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-10 |
2025-10-13 |
ind_household_goods |
-0.0407 |
-0.0100 |
0.0004 |
tilt_INDUSTRY |
| 2025-10-10 |
2025-10-13 |
ind_communications_equipment |
-0.0097 |
0.0017 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-10 |
2025-10-13 |
bcost |
NaN |
NaN |
-0.0008 |
cost |
| 2025-10-10 |
2025-10-13 |
country_IN |
0.0000 |
-0.0021 |
0.0000 |
tilt_COUNTRY |
| 2025-10-10 |
2025-10-13 |
ind_investment_services |
0.0709 |
-0.0002 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-10 |
2025-10-13 |
specret |
NaN |
NaN |
-0.0031 |
unexplained |
| 2025-10-10 |
2025-10-13 |
country_XH |
0.1039 |
0.0012 |
0.0001 |
tilt_COUNTRY |
| 2025-10-10 |
2025-10-13 |
ind_consumer_goods_conglomerates |
0.0119 |
0.0013 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-10 |
2025-10-13 |
pdiscrepancy |
NaN |
NaN |
-0.0001 |
unexplained |
| 2025-10-10 |
2025-10-13 |
ind_leisure_products |
0.0265 |
-0.0035 |
-0.0001 |
tilt_INDUSTRY |
| 2025-10-10 |
2025-10-13 |
ind_industrial_distribution |
0.0393 |
0.0012 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-10 |
2025-10-13 |
ind_telecommunications_serices |
0.1180 |
-0.0009 |
-0.0001 |
tilt_INDUSTRY |
| 2025-10-10 |
2025-10-13 |
ind_commercial_services_supplies |
-0.0375 |
-0.0024 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-10 |
2025-10-13 |
country_NZ |
0.0000 |
-0.0054 |
0.0000 |
tilt_COUNTRY |
| 2025-10-10 |
2025-10-13 |
ind_water_utilities |
-0.0069 |
0.0004 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-10 |
2025-10-13 |
ind_electronic_equipment |
-0.0247 |
-0.0053 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-10 |
2025-10-13 |
ind_passenger_transportation |
-0.0113 |
-0.0039 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-10 |
2025-10-13 |
ind_hotels_entertainment |
0.0067 |
-0.0048 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-10 |
2025-10-13 |
country_TH |
0.0703 |
0.0005 |
0.0000 |
tilt_COUNTRY |
| 2025-10-10 |
2025-10-13 |
sbeta_market |
0.0983 |
-0.0102 |
-0.0010 |
risk_exposure |
| 2025-10-10 |
2025-10-13 |
market |
0.0050 |
0.0039 |
0.0000 |
risk_exposure |
| 2025-10-10 |
2025-10-13 |
ind_paper_forestry |
-0.0088 |
-0.0008 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-10 |
2025-10-13 |
value_gc |
1.6644 |
0.0002 |
0.0003 |
alpha_VALUE |
| 2025-10-10 |
2025-10-13 |
ind_construction_materials |
0.0048 |
-0.0036 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-10 |
2025-10-13 |
ind_semiconductors |
0.0588 |
0.0065 |
0.0004 |
tilt_INDUSTRY |
| 2025-10-10 |
2025-10-13 |
ind_natural_gas_utilities |
0.0161 |
0.0030 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-10 |
2025-10-13 |
size_MID |
-0.0564 |
-0.0000 |
0.0000 |
tilt_SIZE |
| 2025-10-10 |
2025-10-13 |
fcost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-10-10 |
2025-10-13 |
ind_automobile |
-0.0332 |
-0.0078 |
0.0003 |
tilt_INDUSTRY |
| 2025-10-10 |
2025-10-13 |
country_CN |
-0.0409 |
0.0018 |
-0.0001 |
tilt_COUNTRY |
| 2025-10-10 |
2025-10-13 |
ind_integrated_hardware_software |
0.0158 |
0.0046 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-10 |
2025-10-13 |
ind_banking_services |
-0.1131 |
0.0018 |
-0.0002 |
tilt_INDUSTRY |
| 2025-10-10 |
2025-10-13 |
size_SMALL |
-0.0144 |
0.0018 |
-0.0000 |
tilt_SIZE |
| 2025-10-10 |
2025-10-13 |
ind_healthcare_providers_services |
0.0059 |
0.0006 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-10 |
2025-10-13 |
ind_aerospace_defense |
0.0027 |
0.0097 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-10 |
2025-10-13 |
ind_biotechnology |
-0.0151 |
-0.0142 |
0.0002 |
tilt_INDUSTRY |
| 2025-10-10 |
2025-10-13 |
ind_household_products_services |
-0.0180 |
-0.0047 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-10 |
2025-10-13 |
stability |
4.2865 |
-0.0005 |
-0.0023 |
alpha_QUALITY |
| 2025-10-10 |
2025-10-13 |
ind_homebuilding_building_products |
-0.0322 |
-0.0037 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-10 |
2025-10-13 |
ind_uranium |
0.0000 |
0.0154 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-10 |
2025-10-13 |
ind_metals_mining |
-0.0219 |
0.0167 |
-0.0004 |
tilt_INDUSTRY |
| 2025-10-10 |
2025-10-13 |
ind_renewable_energy |
0.0128 |
-0.0054 |
-0.0001 |
tilt_INDUSTRY |
| 2025-10-10 |
2025-10-13 |
size_LARGE |
0.0841 |
-0.0026 |
-0.0002 |
tilt_SIZE |
| 2025-10-10 |
2025-10-13 |
ind_holding_companies |
0.0039 |
0.0000 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-10 |
2025-10-13 |
linearCost |
NaN |
NaN |
-0.0005 |
cost |
| 2025-10-10 |
2025-10-13 |
ind_oil_gas |
0.0434 |
0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-10 |
2025-10-13 |
country_KR |
-0.0995 |
-0.0005 |
0.0000 |
tilt_COUNTRY |
| 2025-10-10 |
2025-10-13 |
country_SG |
-0.0251 |
-0.0045 |
0.0001 |
tilt_COUNTRY |
| 2025-10-10 |
2025-10-13 |
country_ID |
0.0000 |
-0.0105 |
0.0000 |
tilt_COUNTRY |
| 2025-10-10 |
2025-10-13 |
quality |
3.9681 |
-0.0016 |
-0.0065 |
alpha_QUALITY |
| 2025-10-10 |
2025-10-13 |
ind_real_estate_operations |
-0.0315 |
0.0002 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-10 |
2025-10-13 |
country_HK |
0.0874 |
-0.0009 |
-0.0001 |
tilt_COUNTRY |
| 2025-10-10 |
2025-10-13 |
size_MICRO |
-0.0083 |
0.0028 |
-0.0000 |
tilt_SIZE |
| 2025-10-10 |
2025-10-13 |
fmom |
0.5541 |
-0.0003 |
-0.0002 |
alpha_QUALITY |
| 2025-10-10 |
2025-10-13 |
ind_fintech |
-0.0070 |
0.0008 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-10 |
2025-10-13 |
impactCost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-10-10 |
2025-10-13 |
revision |
1.9881 |
-0.0002 |
-0.0005 |
alpha_REVISION |
| 2025-10-10 |
2025-10-13 |
ind_containers_packaging |
-0.0019 |
-0.0040 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-10 |
2025-10-13 |
ind_construction_engineering |
0.0234 |
-0.0012 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-10 |
2025-10-13 |
neglect |
0.9735 |
0.0006 |
0.0005 |
alpha_VALUE |
| 2025-10-10 |
2025-10-13 |
ind_computers_phones_household_electronics |
0.0842 |
-0.0032 |
-0.0003 |
tilt_INDUSTRY |
| 2025-10-10 |
2025-10-13 |
ind_diversified_retail |
-0.0160 |
0.0019 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-10 |
2025-10-13 |
ind_insurance |
0.0117 |
-0.0019 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-10 |
2025-10-13 |
ind_food_drug_retail |
0.0592 |
0.0006 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-13 |
2025-10-14 |
ind_homebuilding_building_products |
-0.0344 |
0.0057 |
-0.0002 |
tilt_INDUSTRY |
| 2025-10-13 |
2025-10-14 |
country_TW |
0.0255 |
0.0008 |
0.0000 |
tilt_COUNTRY |
| 2025-10-13 |
2025-10-14 |
ind_fintech |
-0.0077 |
0.0066 |
-0.0001 |
tilt_INDUSTRY |
| 2025-10-13 |
2025-10-14 |
ind_multiline_utilities |
-0.0138 |
0.0066 |
-0.0001 |
tilt_INDUSTRY |
| 2025-10-13 |
2025-10-14 |
country_HK |
0.0840 |
-0.0082 |
-0.0007 |
tilt_COUNTRY |
| 2025-10-13 |
2025-10-14 |
ind_metals_mining |
-0.0218 |
0.0044 |
-0.0001 |
tilt_INDUSTRY |
| 2025-10-13 |
2025-10-14 |
ind_renewable_energy |
0.0142 |
0.0274 |
0.0004 |
tilt_INDUSTRY |
| 2025-10-13 |
2025-10-14 |
country_XH |
0.1146 |
0.0003 |
0.0000 |
tilt_COUNTRY |
| 2025-10-13 |
2025-10-14 |
ind_textiles_apparel |
0.0238 |
0.0007 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-13 |
2025-10-14 |
ind_pharmaceuticals |
-0.0786 |
-0.0046 |
0.0004 |
tilt_INDUSTRY |
| 2025-10-13 |
2025-10-14 |
quality |
4.2559 |
0.0016 |
0.0066 |
alpha_QUALITY |
| 2025-10-13 |
2025-10-14 |
ind_commercial_services_supplies |
-0.0470 |
0.0009 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-13 |
2025-10-14 |
ind_investment_services |
0.0742 |
0.0119 |
0.0009 |
tilt_INDUSTRY |
| 2025-10-13 |
2025-10-14 |
size_SMALL |
-0.0120 |
0.0017 |
-0.0000 |
tilt_SIZE |
| 2025-10-13 |
2025-10-14 |
ind_transportation_infrastructure |
0.0193 |
0.0043 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-13 |
2025-10-14 |
ind_passenger_transportation |
-0.0151 |
0.0066 |
-0.0001 |
tilt_INDUSTRY |
| 2025-10-13 |
2025-10-14 |
ind_coal |
-0.0500 |
0.0214 |
-0.0011 |
tilt_INDUSTRY |
| 2025-10-13 |
2025-10-14 |
country_PH |
0.0086 |
0.0016 |
0.0000 |
tilt_COUNTRY |
| 2025-10-13 |
2025-10-14 |
country_CN |
-0.0789 |
0.0073 |
-0.0006 |
tilt_COUNTRY |
| 2025-10-13 |
2025-10-14 |
country_TH |
0.0804 |
-0.0248 |
-0.0020 |
tilt_COUNTRY |
| 2025-10-13 |
2025-10-14 |
ind_containers_packaging |
-0.0030 |
-0.0002 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-13 |
2025-10-14 |
ind_leisure_products |
0.0284 |
-0.0000 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-13 |
2025-10-14 |
revision |
2.2255 |
-0.0010 |
-0.0021 |
alpha_REVISION |
| 2025-10-13 |
2025-10-14 |
ind_insurance |
0.0129 |
0.0128 |
0.0002 |
tilt_INDUSTRY |
| 2025-10-13 |
2025-10-14 |
ind_holding_companies |
0.0044 |
0.0000 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-13 |
2025-10-14 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-10-13 |
2025-10-14 |
country_IN |
0.0000 |
-0.0081 |
0.0000 |
tilt_COUNTRY |
| 2025-10-13 |
2025-10-14 |
value_liq |
0.9634 |
0.0020 |
0.0019 |
alpha_VALUE |
| 2025-10-13 |
2025-10-14 |
country_MY |
0.0515 |
-0.0040 |
-0.0002 |
tilt_COUNTRY |
| 2025-10-13 |
2025-10-14 |
ind_machinery |
0.1538 |
-0.0068 |
-0.0011 |
tilt_INDUSTRY |
| 2025-10-13 |
2025-10-14 |
momentum |
0.0917 |
-0.0017 |
-0.0002 |
alpha_MOMENTUM |
| 2025-10-13 |
2025-10-14 |
ind_communications_equipment |
-0.0179 |
-0.0129 |
0.0002 |
tilt_INDUSTRY |
| 2025-10-13 |
2025-10-14 |
ind_office_equipment |
-0.0164 |
-0.0146 |
0.0002 |
tilt_INDUSTRY |
| 2025-10-13 |
2025-10-14 |
ind_consumer_goods_conglomerates |
0.0119 |
0.0023 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-13 |
2025-10-14 |
sdiscrepancy |
NaN |
NaN |
-0.0007 |
unexplained |
| 2025-10-13 |
2025-10-14 |
ind_beverages |
-0.0835 |
0.0191 |
-0.0016 |
tilt_INDUSTRY |
| 2025-10-13 |
2025-10-14 |
ind_software_it_services |
0.0052 |
-0.0052 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-13 |
2025-10-14 |
ind_electronic_equipment |
-0.0228 |
-0.0134 |
0.0003 |
tilt_INDUSTRY |
| 2025-10-13 |
2025-10-14 |
ind_water_utilities |
-0.0056 |
-0.0008 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-13 |
2025-10-14 |
fmom |
0.6305 |
-0.0013 |
-0.0008 |
alpha_QUALITY |
| 2025-10-13 |
2025-10-14 |
ind_food_drug_retail |
0.0660 |
0.0107 |
0.0007 |
tilt_INDUSTRY |
| 2025-10-13 |
2025-10-14 |
neglect |
1.0462 |
0.0012 |
0.0012 |
alpha_VALUE |
| 2025-10-13 |
2025-10-14 |
ind_hotels_entertainment |
0.0176 |
-0.0001 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-13 |
2025-10-14 |
value_gc |
1.7844 |
0.0010 |
0.0018 |
alpha_VALUE |
| 2025-10-13 |
2025-10-14 |
size_MID |
-0.0855 |
-0.0032 |
0.0003 |
tilt_SIZE |
| 2025-10-13 |
2025-10-14 |
stability |
4.4072 |
-0.0003 |
-0.0012 |
alpha_QUALITY |
| 2025-10-13 |
2025-10-14 |
ind_healthcare_providers_services |
0.0071 |
0.0042 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-13 |
2025-10-14 |
ind_biotechnology |
-0.0175 |
-0.0095 |
0.0002 |
tilt_INDUSTRY |
| 2025-10-13 |
2025-10-14 |
ind_food_tobacco |
0.0244 |
0.0043 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-13 |
2025-10-14 |
country_AU |
-0.1067 |
0.0004 |
-0.0000 |
tilt_COUNTRY |
| 2025-10-13 |
2025-10-14 |
ind_oil_gas_equipment_services |
-0.0155 |
0.0024 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-13 |
2025-10-14 |
ind_healthcare_equipment_supplies |
-0.0969 |
-0.0004 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-13 |
2025-10-14 |
linkage |
1.1024 |
0.0002 |
0.0002 |
alpha_MOMENTUM |
| 2025-10-13 |
2025-10-14 |
ind_oil_gas |
0.0400 |
0.0045 |
0.0002 |
tilt_INDUSTRY |
| 2025-10-13 |
2025-10-14 |
ind_freight_logistics |
-0.0290 |
0.0146 |
-0.0004 |
tilt_INDUSTRY |
| 2025-10-13 |
2025-10-14 |
country_KR |
-0.1081 |
-0.0037 |
0.0004 |
tilt_COUNTRY |
| 2025-10-13 |
2025-10-14 |
specret |
NaN |
NaN |
0.0086 |
unexplained |
| 2025-10-13 |
2025-10-14 |
ind_automobile |
-0.0338 |
0.0000 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-13 |
2025-10-14 |
ind_construction_materials |
0.0050 |
0.0009 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-13 |
2025-10-14 |
size_LARGE |
0.0837 |
0.0024 |
0.0002 |
tilt_SIZE |
| 2025-10-13 |
2025-10-14 |
ind_household_products_services |
-0.0169 |
-0.0013 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-13 |
2025-10-14 |
ind_real_estate_operations |
-0.0321 |
0.0098 |
-0.0003 |
tilt_INDUSTRY |
| 2025-10-13 |
2025-10-14 |
country_NZ |
0.0000 |
-0.0081 |
0.0000 |
tilt_COUNTRY |
| 2025-10-13 |
2025-10-14 |
ind_aerospace_defense |
0.0056 |
-0.0055 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-13 |
2025-10-14 |
market |
-0.0243 |
0.0085 |
-0.0002 |
risk_exposure |
| 2025-10-13 |
2025-10-14 |
linearCost |
NaN |
NaN |
-0.0005 |
cost |
| 2025-10-13 |
2025-10-14 |
ind_diversified_retail |
-0.0184 |
0.0064 |
-0.0001 |
tilt_INDUSTRY |
| 2025-10-13 |
2025-10-14 |
impactCost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-10-13 |
2025-10-14 |
size_MICRO |
-0.0106 |
0.0042 |
-0.0000 |
tilt_SIZE |
| 2025-10-13 |
2025-10-14 |
country_SG |
-0.0278 |
-0.0122 |
0.0003 |
tilt_COUNTRY |
| 2025-10-13 |
2025-10-14 |
ind_media_publishing |
0.0267 |
0.0002 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-13 |
2025-10-14 |
country_JP |
-0.0673 |
-0.0102 |
0.0007 |
tilt_COUNTRY |
| 2025-10-13 |
2025-10-14 |
ind_household_goods |
-0.0373 |
0.0089 |
-0.0003 |
tilt_INDUSTRY |
| 2025-10-13 |
2025-10-14 |
reversal |
0.9498 |
-0.0018 |
-0.0017 |
alpha_REVERSAL |
| 2025-10-13 |
2025-10-14 |
ind_banking_services |
-0.1347 |
0.0069 |
-0.0009 |
tilt_INDUSTRY |
| 2025-10-13 |
2025-10-14 |
ind_uranium |
-0.0001 |
0.0825 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-13 |
2025-10-14 |
ind_semiconductors |
0.0576 |
-0.0165 |
-0.0010 |
tilt_INDUSTRY |
| 2025-10-13 |
2025-10-14 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-10-13 |
2025-10-14 |
country_ID |
0.0000 |
-0.0263 |
0.0000 |
tilt_COUNTRY |
| 2025-10-13 |
2025-10-14 |
ind_integrated_hardware_software |
0.0168 |
-0.0068 |
-0.0001 |
tilt_INDUSTRY |
| 2025-10-13 |
2025-10-14 |
sbeta_market |
0.0546 |
-0.0219 |
-0.0012 |
risk_exposure |
| 2025-10-13 |
2025-10-14 |
ind_telecommunications_serices |
0.1263 |
0.0013 |
0.0002 |
tilt_INDUSTRY |
| 2025-10-13 |
2025-10-14 |
ind_computers_phones_household_electronics |
0.0879 |
-0.0134 |
-0.0012 |
tilt_INDUSTRY |
| 2025-10-13 |
2025-10-14 |
pdiscrepancy |
NaN |
NaN |
0.0000 |
unexplained |
| 2025-10-13 |
2025-10-14 |
ind_construction_engineering |
0.0064 |
0.0032 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-13 |
2025-10-14 |
ind_specialty_reatil |
-0.0096 |
0.0044 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-13 |
2025-10-14 |
ind_electric_utilities_ipps |
-0.1355 |
0.0052 |
-0.0007 |
tilt_INDUSTRY |
| 2025-10-13 |
2025-10-14 |
ind_paper_forestry |
-0.0094 |
0.0121 |
-0.0001 |
tilt_INDUSTRY |
| 2025-10-13 |
2025-10-14 |
ind_natural_gas_utilities |
0.0190 |
0.0070 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-13 |
2025-10-14 |
ind_industrial_distribution |
0.0395 |
-0.0013 |
-0.0001 |
tilt_INDUSTRY |
| 2025-10-13 |
2025-10-14 |
ind_chemicals |
0.0862 |
-0.0059 |
-0.0005 |
tilt_INDUSTRY |
| 2025-10-14 |
2025-10-15 |
ind_beverages |
-0.0758 |
-0.0029 |
0.0002 |
tilt_INDUSTRY |
| 2025-10-14 |
2025-10-15 |
reversal |
0.8092 |
0.0019 |
0.0015 |
alpha_REVERSAL |
| 2025-10-14 |
2025-10-15 |
ind_real_estate_operations |
-0.0243 |
-0.0064 |
0.0002 |
tilt_INDUSTRY |
| 2025-10-14 |
2025-10-15 |
market |
-0.0097 |
-0.0016 |
0.0000 |
risk_exposure |
| 2025-10-14 |
2025-10-15 |
ind_office_equipment |
-0.0157 |
-0.0015 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-14 |
2025-10-15 |
sbeta_market |
0.0622 |
0.0135 |
0.0008 |
risk_exposure |
| 2025-10-14 |
2025-10-15 |
ind_household_products_services |
-0.0125 |
0.0008 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-14 |
2025-10-15 |
country_IN |
0.0000 |
0.0045 |
0.0000 |
tilt_COUNTRY |
| 2025-10-14 |
2025-10-15 |
country_XH |
0.1086 |
0.0037 |
0.0004 |
tilt_COUNTRY |
| 2025-10-14 |
2025-10-15 |
ind_specialty_reatil |
-0.0118 |
0.0009 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-14 |
2025-10-15 |
ind_communications_equipment |
-0.0159 |
-0.0009 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-14 |
2025-10-15 |
ind_consumer_goods_conglomerates |
0.0092 |
0.0128 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-14 |
2025-10-15 |
size_LARGE |
0.0732 |
-0.0003 |
-0.0000 |
tilt_SIZE |
| 2025-10-14 |
2025-10-15 |
ind_commercial_services_supplies |
-0.0496 |
-0.0024 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-14 |
2025-10-15 |
ind_uranium |
-0.0002 |
-0.0039 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-14 |
2025-10-15 |
country_TH |
0.0838 |
0.0138 |
0.0012 |
tilt_COUNTRY |
| 2025-10-14 |
2025-10-15 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-10-14 |
2025-10-15 |
sdiscrepancy |
NaN |
NaN |
0.0004 |
unexplained |
| 2025-10-14 |
2025-10-15 |
ind_household_goods |
-0.0381 |
0.0001 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-14 |
2025-10-15 |
ind_coal |
-0.0472 |
0.0008 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-14 |
2025-10-15 |
ind_construction_materials |
0.0045 |
0.0095 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-14 |
2025-10-15 |
ind_transportation_infrastructure |
0.0221 |
0.0019 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-14 |
2025-10-15 |
ind_computers_phones_household_electronics |
0.0859 |
0.0009 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-14 |
2025-10-15 |
ind_aerospace_defense |
0.0045 |
-0.0048 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-14 |
2025-10-15 |
momentum |
0.1123 |
0.0009 |
0.0001 |
alpha_MOMENTUM |
| 2025-10-14 |
2025-10-15 |
ind_healthcare_equipment_supplies |
-0.0914 |
-0.0027 |
0.0002 |
tilt_INDUSTRY |
| 2025-10-14 |
2025-10-15 |
ind_healthcare_providers_services |
0.0080 |
0.0002 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-14 |
2025-10-15 |
ind_textiles_apparel |
0.0194 |
-0.0019 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-14 |
2025-10-15 |
ind_chemicals |
0.0986 |
-0.0062 |
-0.0006 |
tilt_INDUSTRY |
| 2025-10-14 |
2025-10-15 |
country_AU |
-0.1015 |
0.0044 |
-0.0005 |
tilt_COUNTRY |
| 2025-10-14 |
2025-10-15 |
ind_containers_packaging |
-0.0029 |
0.0003 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-14 |
2025-10-15 |
size_MICRO |
-0.0112 |
0.0024 |
-0.0000 |
tilt_SIZE |
| 2025-10-14 |
2025-10-15 |
ind_food_tobacco |
0.0263 |
-0.0019 |
-0.0001 |
tilt_INDUSTRY |
| 2025-10-14 |
2025-10-15 |
country_ID |
0.0000 |
-0.0088 |
0.0000 |
tilt_COUNTRY |
| 2025-10-14 |
2025-10-15 |
ind_homebuilding_building_products |
-0.0324 |
-0.0016 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-14 |
2025-10-15 |
linearCost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-10-14 |
2025-10-15 |
ind_banking_services |
-0.1306 |
0.0018 |
-0.0002 |
tilt_INDUSTRY |
| 2025-10-14 |
2025-10-15 |
ind_integrated_hardware_software |
0.0158 |
-0.0057 |
-0.0001 |
tilt_INDUSTRY |
| 2025-10-14 |
2025-10-15 |
country_MY |
0.0490 |
-0.0022 |
-0.0001 |
tilt_COUNTRY |
| 2025-10-14 |
2025-10-15 |
ind_pharmaceuticals |
-0.0861 |
0.0047 |
-0.0004 |
tilt_INDUSTRY |
| 2025-10-14 |
2025-10-15 |
country_PH |
0.0087 |
-0.0013 |
-0.0000 |
tilt_COUNTRY |
| 2025-10-14 |
2025-10-15 |
ind_telecommunications_serices |
0.1186 |
-0.0018 |
-0.0002 |
tilt_INDUSTRY |
| 2025-10-14 |
2025-10-15 |
ind_machinery |
0.1479 |
0.0056 |
0.0008 |
tilt_INDUSTRY |
| 2025-10-14 |
2025-10-15 |
ind_investment_services |
0.0724 |
-0.0012 |
-0.0001 |
tilt_INDUSTRY |
| 2025-10-14 |
2025-10-15 |
ind_industrial_distribution |
0.0342 |
-0.0006 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-14 |
2025-10-15 |
value_liq |
0.8855 |
0.0006 |
0.0005 |
alpha_VALUE |
| 2025-10-14 |
2025-10-15 |
ind_multiline_utilities |
-0.0130 |
0.0006 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-14 |
2025-10-15 |
quality |
4.0013 |
0.0008 |
0.0033 |
alpha_QUALITY |
| 2025-10-14 |
2025-10-15 |
ind_metals_mining |
-0.0295 |
-0.0015 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-14 |
2025-10-15 |
ind_electric_utilities_ipps |
-0.1224 |
0.0019 |
-0.0002 |
tilt_INDUSTRY |
| 2025-10-14 |
2025-10-15 |
ind_paper_forestry |
-0.0090 |
-0.0043 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-14 |
2025-10-15 |
ind_leisure_products |
0.0269 |
-0.0024 |
-0.0001 |
tilt_INDUSTRY |
| 2025-10-14 |
2025-10-15 |
ind_freight_logistics |
-0.0250 |
-0.0081 |
0.0002 |
tilt_INDUSTRY |
| 2025-10-14 |
2025-10-15 |
ind_insurance |
0.0151 |
0.0043 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-14 |
2025-10-15 |
ind_media_publishing |
0.0272 |
-0.0056 |
-0.0002 |
tilt_INDUSTRY |
| 2025-10-14 |
2025-10-15 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-10-14 |
2025-10-15 |
value_gc |
1.6263 |
0.0003 |
0.0004 |
alpha_VALUE |
| 2025-10-14 |
2025-10-15 |
size_MID |
-0.0705 |
0.0002 |
-0.0000 |
tilt_SIZE |
| 2025-10-14 |
2025-10-15 |
pdiscrepancy |
NaN |
NaN |
0.0000 |
unexplained |
| 2025-10-14 |
2025-10-15 |
ind_oil_gas |
0.0353 |
-0.0054 |
-0.0002 |
tilt_INDUSTRY |
| 2025-10-14 |
2025-10-15 |
country_SG |
-0.0258 |
-0.0017 |
0.0000 |
tilt_COUNTRY |
| 2025-10-14 |
2025-10-15 |
country_CN |
-0.0833 |
-0.0046 |
0.0004 |
tilt_COUNTRY |
| 2025-10-14 |
2025-10-15 |
size_SMALL |
-0.0012 |
-0.0002 |
0.0000 |
tilt_SIZE |
| 2025-10-14 |
2025-10-15 |
stability |
4.0443 |
-0.0004 |
-0.0014 |
alpha_QUALITY |
| 2025-10-14 |
2025-10-15 |
ind_semiconductors |
0.0618 |
0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-14 |
2025-10-15 |
ind_natural_gas_utilities |
0.0198 |
-0.0036 |
-0.0001 |
tilt_INDUSTRY |
| 2025-10-14 |
2025-10-15 |
country_NZ |
0.0000 |
-0.0024 |
0.0000 |
tilt_COUNTRY |
| 2025-10-14 |
2025-10-15 |
ind_biotechnology |
-0.0173 |
0.0035 |
-0.0001 |
tilt_INDUSTRY |
| 2025-10-14 |
2025-10-15 |
ind_hotels_entertainment |
0.0203 |
-0.0001 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-14 |
2025-10-15 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-10-14 |
2025-10-15 |
country_KR |
-0.1009 |
0.0102 |
-0.0010 |
tilt_COUNTRY |
| 2025-10-14 |
2025-10-15 |
fmom |
0.6580 |
0.0005 |
0.0003 |
alpha_QUALITY |
| 2025-10-14 |
2025-10-15 |
ind_oil_gas_equipment_services |
-0.0140 |
-0.0046 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-14 |
2025-10-15 |
ind_electronic_equipment |
-0.0180 |
0.0015 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-14 |
2025-10-15 |
ind_automobile |
-0.0274 |
0.0034 |
-0.0001 |
tilt_INDUSTRY |
| 2025-10-14 |
2025-10-15 |
ind_water_utilities |
-0.0034 |
-0.0013 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-14 |
2025-10-15 |
ind_renewable_energy |
0.0126 |
0.0102 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-14 |
2025-10-15 |
country_TW |
0.0274 |
-0.0022 |
-0.0001 |
tilt_COUNTRY |
| 2025-10-14 |
2025-10-15 |
neglect |
0.9898 |
-0.0006 |
-0.0006 |
alpha_VALUE |
| 2025-10-14 |
2025-10-15 |
ind_fintech |
-0.0078 |
-0.0107 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-14 |
2025-10-15 |
ind_passenger_transportation |
-0.0149 |
-0.0008 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-14 |
2025-10-15 |
country_JP |
-0.0528 |
0.0050 |
-0.0003 |
tilt_COUNTRY |
| 2025-10-14 |
2025-10-15 |
specret |
NaN |
NaN |
-0.0048 |
unexplained |
| 2025-10-14 |
2025-10-15 |
ind_food_drug_retail |
0.0623 |
-0.0001 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-14 |
2025-10-15 |
ind_construction_engineering |
-0.0047 |
0.0017 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-14 |
2025-10-15 |
ind_software_it_services |
-0.0026 |
-0.0038 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-14 |
2025-10-15 |
revision |
2.1898 |
0.0016 |
0.0035 |
alpha_REVISION |
| 2025-10-14 |
2025-10-15 |
ind_diversified_retail |
-0.0192 |
-0.0036 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-14 |
2025-10-15 |
ind_holding_companies |
0.0045 |
0.0000 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-14 |
2025-10-15 |
linkage |
1.0549 |
0.0003 |
0.0003 |
alpha_MOMENTUM |
| 2025-10-14 |
2025-10-15 |
country_HK |
0.0771 |
0.0028 |
0.0002 |
tilt_COUNTRY |
| 2025-10-15 |
2025-10-16 |
market |
-0.0178 |
0.0045 |
-0.0001 |
risk_exposure |
| 2025-10-15 |
2025-10-16 |
ind_diversified_retail |
-0.0209 |
-0.0043 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-15 |
2025-10-16 |
ind_real_estate_operations |
-0.0254 |
0.0004 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-15 |
2025-10-16 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-10-15 |
2025-10-16 |
ind_healthcare_providers_services |
0.0091 |
0.0033 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-15 |
2025-10-16 |
ind_industrial_distribution |
0.0342 |
-0.0110 |
-0.0004 |
tilt_INDUSTRY |
| 2025-10-15 |
2025-10-16 |
linkage |
1.0706 |
-0.0005 |
-0.0005 |
alpha_MOMENTUM |
| 2025-10-15 |
2025-10-16 |
ind_leisure_products |
0.0271 |
-0.0015 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-15 |
2025-10-16 |
ind_oil_gas |
0.0354 |
0.0011 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-15 |
2025-10-16 |
ind_multiline_utilities |
-0.0130 |
-0.0010 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-15 |
2025-10-16 |
country_CN |
-0.0852 |
-0.0046 |
0.0004 |
tilt_COUNTRY |
| 2025-10-15 |
2025-10-16 |
ind_semiconductors |
0.0625 |
0.0037 |
0.0002 |
tilt_INDUSTRY |
| 2025-10-15 |
2025-10-16 |
ind_electric_utilities_ipps |
-0.1184 |
0.0028 |
-0.0003 |
tilt_INDUSTRY |
| 2025-10-15 |
2025-10-16 |
ind_freight_logistics |
-0.0253 |
0.0017 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-15 |
2025-10-16 |
country_KR |
-0.1040 |
0.0104 |
-0.0011 |
tilt_COUNTRY |
| 2025-10-15 |
2025-10-16 |
ind_electronic_equipment |
-0.0172 |
0.0029 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-15 |
2025-10-16 |
ind_passenger_transportation |
-0.0144 |
0.0025 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-15 |
2025-10-16 |
specret |
NaN |
NaN |
-0.0051 |
unexplained |
| 2025-10-15 |
2025-10-16 |
ind_automobile |
-0.0211 |
0.0005 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-15 |
2025-10-16 |
ind_specialty_reatil |
-0.0147 |
-0.0073 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-15 |
2025-10-16 |
ind_construction_materials |
0.0041 |
-0.0116 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-15 |
2025-10-16 |
ind_transportation_infrastructure |
0.0222 |
0.0029 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-15 |
2025-10-16 |
country_TH |
0.0859 |
-0.0041 |
-0.0003 |
tilt_COUNTRY |
| 2025-10-15 |
2025-10-16 |
ind_household_products_services |
-0.0101 |
0.0009 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-15 |
2025-10-16 |
ind_aerospace_defense |
0.0030 |
-0.0088 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-15 |
2025-10-16 |
ind_telecommunications_serices |
0.1190 |
-0.0030 |
-0.0004 |
tilt_INDUSTRY |
| 2025-10-15 |
2025-10-16 |
ind_homebuilding_building_products |
-0.0328 |
0.0020 |
-0.0001 |
tilt_INDUSTRY |
| 2025-10-15 |
2025-10-16 |
ind_banking_services |
-0.1306 |
0.0027 |
-0.0004 |
tilt_INDUSTRY |
| 2025-10-15 |
2025-10-16 |
ind_containers_packaging |
-0.0029 |
-0.0002 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-15 |
2025-10-16 |
linearCost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-10-15 |
2025-10-16 |
size_LARGE |
0.0724 |
0.0057 |
0.0004 |
tilt_SIZE |
| 2025-10-15 |
2025-10-16 |
ind_food_tobacco |
0.0268 |
-0.0012 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-15 |
2025-10-16 |
size_MICRO |
-0.0093 |
0.0015 |
-0.0000 |
tilt_SIZE |
| 2025-10-15 |
2025-10-16 |
ind_beverages |
-0.0742 |
0.0098 |
-0.0007 |
tilt_INDUSTRY |
| 2025-10-15 |
2025-10-16 |
ind_software_it_services |
-0.0077 |
-0.0068 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-15 |
2025-10-16 |
quality |
4.0046 |
0.0003 |
0.0012 |
alpha_QUALITY |
| 2025-10-15 |
2025-10-16 |
ind_water_utilities |
-0.0021 |
0.0037 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-15 |
2025-10-16 |
ind_fintech |
-0.0080 |
-0.0041 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-15 |
2025-10-16 |
fmom |
0.7023 |
0.0004 |
0.0003 |
alpha_QUALITY |
| 2025-10-15 |
2025-10-16 |
country_SG |
-0.0249 |
-0.0071 |
0.0002 |
tilt_COUNTRY |
| 2025-10-15 |
2025-10-16 |
ind_food_drug_retail |
0.0620 |
-0.0012 |
-0.0001 |
tilt_INDUSTRY |
| 2025-10-15 |
2025-10-16 |
revision |
2.1982 |
0.0011 |
0.0025 |
alpha_REVISION |
| 2025-10-15 |
2025-10-16 |
ind_construction_engineering |
-0.0091 |
-0.0025 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-15 |
2025-10-16 |
ind_holding_companies |
0.0045 |
0.0000 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-15 |
2025-10-16 |
neglect |
0.9952 |
-0.0006 |
-0.0006 |
alpha_VALUE |
| 2025-10-15 |
2025-10-16 |
ind_hotels_entertainment |
0.0211 |
-0.0009 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-15 |
2025-10-16 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-10-15 |
2025-10-16 |
ind_paper_forestry |
-0.0090 |
-0.0036 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-15 |
2025-10-16 |
ind_insurance |
0.0129 |
-0.0029 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-15 |
2025-10-16 |
ind_pharmaceuticals |
-0.0895 |
0.0060 |
-0.0005 |
tilt_INDUSTRY |
| 2025-10-15 |
2025-10-16 |
size_MID |
-0.0775 |
-0.0009 |
0.0001 |
tilt_SIZE |
| 2025-10-15 |
2025-10-16 |
stability |
3.9821 |
-0.0002 |
-0.0008 |
alpha_QUALITY |
| 2025-10-15 |
2025-10-16 |
size_SMALL |
-0.0033 |
-0.0030 |
0.0000 |
tilt_SIZE |
| 2025-10-15 |
2025-10-16 |
ind_natural_gas_utilities |
0.0202 |
0.0012 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-15 |
2025-10-16 |
ind_biotechnology |
-0.0174 |
0.0087 |
-0.0002 |
tilt_INDUSTRY |
| 2025-10-15 |
2025-10-16 |
ind_integrated_hardware_software |
0.0156 |
0.0027 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-15 |
2025-10-16 |
country_NZ |
0.0000 |
-0.0045 |
0.0000 |
tilt_COUNTRY |
| 2025-10-15 |
2025-10-16 |
ind_uranium |
-0.0002 |
0.0037 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-15 |
2025-10-16 |
ind_renewable_energy |
0.0081 |
0.0029 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-15 |
2025-10-16 |
ind_metals_mining |
-0.0321 |
-0.0080 |
0.0003 |
tilt_INDUSTRY |
| 2025-10-15 |
2025-10-16 |
value_gc |
1.6283 |
0.0007 |
0.0011 |
alpha_VALUE |
| 2025-10-15 |
2025-10-16 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-10-15 |
2025-10-16 |
country_HK |
0.0811 |
0.0015 |
0.0001 |
tilt_COUNTRY |
| 2025-10-15 |
2025-10-16 |
ind_coal |
-0.0471 |
0.0223 |
-0.0011 |
tilt_INDUSTRY |
| 2025-10-15 |
2025-10-16 |
sdiscrepancy |
NaN |
NaN |
0.0004 |
unexplained |
| 2025-10-15 |
2025-10-16 |
pdiscrepancy |
NaN |
NaN |
-0.0000 |
unexplained |
| 2025-10-15 |
2025-10-16 |
ind_media_publishing |
0.0275 |
-0.0039 |
-0.0001 |
tilt_INDUSTRY |
| 2025-10-15 |
2025-10-16 |
country_JP |
-0.0543 |
0.0020 |
-0.0001 |
tilt_COUNTRY |
| 2025-10-15 |
2025-10-16 |
country_TW |
0.0242 |
0.0088 |
0.0002 |
tilt_COUNTRY |
| 2025-10-15 |
2025-10-16 |
ind_household_goods |
-0.0391 |
-0.0018 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-15 |
2025-10-16 |
ind_chemicals |
0.0999 |
-0.0028 |
-0.0003 |
tilt_INDUSTRY |
| 2025-10-15 |
2025-10-16 |
country_PH |
0.0088 |
-0.0037 |
-0.0000 |
tilt_COUNTRY |
| 2025-10-15 |
2025-10-16 |
reversal |
0.9032 |
-0.0019 |
-0.0017 |
alpha_REVERSAL |
| 2025-10-15 |
2025-10-16 |
ind_healthcare_equipment_supplies |
-0.0924 |
0.0077 |
-0.0007 |
tilt_INDUSTRY |
| 2025-10-15 |
2025-10-16 |
ind_oil_gas_equipment_services |
-0.0141 |
0.0071 |
-0.0001 |
tilt_INDUSTRY |
| 2025-10-15 |
2025-10-16 |
ind_textiles_apparel |
0.0171 |
0.0049 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-15 |
2025-10-16 |
country_AU |
-0.1009 |
0.0035 |
-0.0004 |
tilt_COUNTRY |
| 2025-10-15 |
2025-10-16 |
country_ID |
0.0021 |
0.0060 |
0.0000 |
tilt_COUNTRY |
| 2025-10-15 |
2025-10-16 |
value_liq |
0.8900 |
0.0007 |
0.0006 |
alpha_VALUE |
| 2025-10-15 |
2025-10-16 |
country_MY |
0.0487 |
-0.0009 |
-0.0000 |
tilt_COUNTRY |
| 2025-10-15 |
2025-10-16 |
ind_office_equipment |
-0.0161 |
-0.0002 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-15 |
2025-10-16 |
ind_commercial_services_supplies |
-0.0456 |
-0.0008 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-15 |
2025-10-16 |
ind_consumer_goods_conglomerates |
0.0082 |
0.0066 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-15 |
2025-10-16 |
ind_computers_phones_household_electronics |
0.0844 |
-0.0022 |
-0.0002 |
tilt_INDUSTRY |
| 2025-10-15 |
2025-10-16 |
sbeta_market |
0.0561 |
-0.0060 |
-0.0003 |
risk_exposure |
| 2025-10-15 |
2025-10-16 |
country_IN |
0.0000 |
0.0036 |
0.0000 |
tilt_COUNTRY |
| 2025-10-15 |
2025-10-16 |
ind_machinery |
0.1489 |
-0.0023 |
-0.0003 |
tilt_INDUSTRY |
| 2025-10-15 |
2025-10-16 |
country_XH |
0.1008 |
0.0062 |
0.0006 |
tilt_COUNTRY |
| 2025-10-15 |
2025-10-16 |
ind_communications_equipment |
-0.0140 |
0.0010 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-15 |
2025-10-16 |
momentum |
0.1407 |
-0.0019 |
-0.0003 |
alpha_MOMENTUM |
| 2025-10-15 |
2025-10-16 |
ind_investment_services |
0.0732 |
0.0050 |
0.0004 |
tilt_INDUSTRY |
| 2025-10-16 |
2025-10-17 |
ind_communications_equipment |
-0.0140 |
-0.0059 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-16 |
2025-10-17 |
ind_specialty_reatil |
-0.0155 |
-0.0011 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-16 |
2025-10-17 |
specret |
NaN |
NaN |
0.0041 |
unexplained |
| 2025-10-16 |
2025-10-17 |
ind_electronic_equipment |
-0.0188 |
-0.0049 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-16 |
2025-10-17 |
ind_telecommunications_serices |
0.1219 |
0.0049 |
0.0006 |
tilt_INDUSTRY |
| 2025-10-16 |
2025-10-17 |
ind_commercial_services_supplies |
-0.0443 |
0.0008 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-16 |
2025-10-17 |
ind_transportation_infrastructure |
0.0246 |
0.0096 |
0.0002 |
tilt_INDUSTRY |
| 2025-10-16 |
2025-10-17 |
ind_passenger_transportation |
-0.0160 |
0.0070 |
-0.0001 |
tilt_INDUSTRY |
| 2025-10-16 |
2025-10-17 |
ind_oil_gas_equipment_services |
-0.0144 |
0.0026 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-16 |
2025-10-17 |
sdiscrepancy |
NaN |
NaN |
-0.0005 |
unexplained |
| 2025-10-16 |
2025-10-17 |
country_AU |
-0.1019 |
-0.0017 |
0.0002 |
tilt_COUNTRY |
| 2025-10-16 |
2025-10-17 |
ind_food_tobacco |
0.0272 |
0.0084 |
0.0002 |
tilt_INDUSTRY |
| 2025-10-16 |
2025-10-17 |
value_liq |
0.8729 |
0.0004 |
0.0003 |
alpha_VALUE |
| 2025-10-16 |
2025-10-17 |
fmom |
0.6836 |
0.0004 |
0.0002 |
alpha_QUALITY |
| 2025-10-16 |
2025-10-17 |
neglect |
1.0144 |
0.0014 |
0.0014 |
alpha_VALUE |
| 2025-10-16 |
2025-10-17 |
ind_machinery |
0.1471 |
-0.0078 |
-0.0011 |
tilt_INDUSTRY |
| 2025-10-16 |
2025-10-17 |
country_IN |
0.0000 |
0.0047 |
0.0000 |
tilt_COUNTRY |
| 2025-10-16 |
2025-10-17 |
reversal |
0.8193 |
-0.0023 |
-0.0019 |
alpha_REVERSAL |
| 2025-10-16 |
2025-10-17 |
ind_beverages |
-0.0743 |
0.0078 |
-0.0006 |
tilt_INDUSTRY |
| 2025-10-16 |
2025-10-17 |
ind_software_it_services |
-0.0094 |
-0.0036 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-16 |
2025-10-17 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-10-16 |
2025-10-17 |
country_NZ |
0.0000 |
-0.0033 |
0.0000 |
tilt_COUNTRY |
| 2025-10-16 |
2025-10-17 |
ind_water_utilities |
-0.0009 |
0.0096 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-16 |
2025-10-17 |
ind_aerospace_defense |
0.0032 |
-0.0082 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-16 |
2025-10-17 |
size_MID |
-0.0832 |
-0.0022 |
0.0002 |
tilt_SIZE |
| 2025-10-16 |
2025-10-17 |
value_gc |
1.6440 |
0.0006 |
0.0009 |
alpha_VALUE |
| 2025-10-16 |
2025-10-17 |
ind_healthcare_providers_services |
0.0095 |
0.0057 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-16 |
2025-10-17 |
stability |
3.9435 |
-0.0005 |
-0.0020 |
alpha_QUALITY |
| 2025-10-16 |
2025-10-17 |
ind_hotels_entertainment |
0.0212 |
0.0074 |
0.0002 |
tilt_INDUSTRY |
| 2025-10-16 |
2025-10-17 |
country_JP |
-0.0629 |
0.0044 |
-0.0003 |
tilt_COUNTRY |
| 2025-10-16 |
2025-10-17 |
ind_consumer_goods_conglomerates |
0.0085 |
0.0071 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-16 |
2025-10-17 |
size_MICRO |
-0.0079 |
-0.0006 |
0.0000 |
tilt_SIZE |
| 2025-10-16 |
2025-10-17 |
ind_real_estate_operations |
-0.0220 |
0.0061 |
-0.0001 |
tilt_INDUSTRY |
| 2025-10-16 |
2025-10-17 |
size_LARGE |
0.0695 |
0.0035 |
0.0002 |
tilt_SIZE |
| 2025-10-16 |
2025-10-17 |
ind_diversified_retail |
-0.0194 |
-0.0002 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-16 |
2025-10-17 |
ind_household_goods |
-0.0394 |
0.0065 |
-0.0003 |
tilt_INDUSTRY |
| 2025-10-16 |
2025-10-17 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-10-16 |
2025-10-17 |
country_KR |
-0.1078 |
0.0036 |
-0.0004 |
tilt_COUNTRY |
| 2025-10-16 |
2025-10-17 |
ind_oil_gas |
0.0346 |
0.0010 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-16 |
2025-10-17 |
ind_media_publishing |
0.0287 |
0.0012 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-16 |
2025-10-17 |
ind_freight_logistics |
-0.0256 |
0.0066 |
-0.0002 |
tilt_INDUSTRY |
| 2025-10-16 |
2025-10-17 |
ind_healthcare_equipment_supplies |
-0.0929 |
0.0027 |
-0.0003 |
tilt_INDUSTRY |
| 2025-10-16 |
2025-10-17 |
linkage |
1.0842 |
0.0000 |
0.0000 |
alpha_MOMENTUM |
| 2025-10-16 |
2025-10-17 |
ind_semiconductors |
0.0584 |
-0.0104 |
-0.0006 |
tilt_INDUSTRY |
| 2025-10-16 |
2025-10-17 |
country_MY |
0.0500 |
-0.0003 |
-0.0000 |
tilt_COUNTRY |
| 2025-10-16 |
2025-10-17 |
momentum |
0.1681 |
-0.0004 |
-0.0001 |
alpha_MOMENTUM |
| 2025-10-16 |
2025-10-17 |
ind_construction_materials |
0.0035 |
-0.0016 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-16 |
2025-10-17 |
ind_automobile |
-0.0168 |
-0.0038 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-16 |
2025-10-17 |
country_CN |
-0.0811 |
-0.0020 |
0.0002 |
tilt_COUNTRY |
| 2025-10-16 |
2025-10-17 |
ind_household_products_services |
-0.0087 |
0.0075 |
-0.0001 |
tilt_INDUSTRY |
| 2025-10-16 |
2025-10-17 |
ind_office_equipment |
-0.0163 |
-0.0000 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-16 |
2025-10-17 |
ind_banking_services |
-0.1384 |
0.0019 |
-0.0003 |
tilt_INDUSTRY |
| 2025-10-16 |
2025-10-17 |
linearCost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-10-16 |
2025-10-17 |
ind_biotechnology |
-0.0169 |
-0.0004 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-16 |
2025-10-17 |
ind_uranium |
-0.0002 |
-0.0548 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-16 |
2025-10-17 |
ind_food_drug_retail |
0.0626 |
0.0056 |
0.0004 |
tilt_INDUSTRY |
| 2025-10-16 |
2025-10-17 |
ind_natural_gas_utilities |
0.0232 |
0.0013 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-16 |
2025-10-17 |
ind_leisure_products |
0.0273 |
-0.0051 |
-0.0001 |
tilt_INDUSTRY |
| 2025-10-16 |
2025-10-17 |
ind_renewable_energy |
-0.0015 |
-0.0204 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-16 |
2025-10-17 |
ind_investment_services |
0.0761 |
0.0040 |
0.0003 |
tilt_INDUSTRY |
| 2025-10-16 |
2025-10-17 |
quality |
4.0746 |
0.0001 |
0.0006 |
alpha_QUALITY |
| 2025-10-16 |
2025-10-17 |
ind_paper_forestry |
-0.0092 |
0.0117 |
-0.0001 |
tilt_INDUSTRY |
| 2025-10-16 |
2025-10-17 |
revision |
2.2227 |
-0.0003 |
-0.0007 |
alpha_REVISION |
| 2025-10-16 |
2025-10-17 |
country_PH |
0.0092 |
0.0029 |
0.0000 |
tilt_COUNTRY |
| 2025-10-16 |
2025-10-17 |
ind_holding_companies |
0.0047 |
0.0000 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-16 |
2025-10-17 |
ind_fintech |
-0.0078 |
0.0012 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-16 |
2025-10-17 |
ind_pharmaceuticals |
-0.0859 |
0.0052 |
-0.0004 |
tilt_INDUSTRY |
| 2025-10-16 |
2025-10-17 |
size_SMALL |
0.0003 |
0.0001 |
0.0000 |
tilt_SIZE |
| 2025-10-16 |
2025-10-17 |
country_TW |
0.0236 |
0.0119 |
0.0003 |
tilt_COUNTRY |
| 2025-10-16 |
2025-10-17 |
ind_insurance |
0.0101 |
-0.0115 |
-0.0001 |
tilt_INDUSTRY |
| 2025-10-16 |
2025-10-17 |
ind_coal |
-0.0478 |
0.0047 |
-0.0002 |
tilt_INDUSTRY |
| 2025-10-16 |
2025-10-17 |
ind_containers_packaging |
-0.0031 |
0.0024 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-16 |
2025-10-17 |
country_TH |
0.0864 |
-0.0088 |
-0.0008 |
tilt_COUNTRY |
| 2025-10-16 |
2025-10-17 |
ind_computers_phones_household_electronics |
0.0853 |
-0.0018 |
-0.0002 |
tilt_INDUSTRY |
| 2025-10-16 |
2025-10-17 |
ind_homebuilding_building_products |
-0.0336 |
0.0031 |
-0.0001 |
tilt_INDUSTRY |
| 2025-10-16 |
2025-10-17 |
ind_textiles_apparel |
0.0168 |
0.0055 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-16 |
2025-10-17 |
ind_multiline_utilities |
-0.0132 |
0.0016 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-16 |
2025-10-17 |
country_HK |
0.0826 |
-0.0040 |
-0.0003 |
tilt_COUNTRY |
| 2025-10-16 |
2025-10-17 |
ind_metals_mining |
-0.0335 |
0.0069 |
-0.0002 |
tilt_INDUSTRY |
| 2025-10-16 |
2025-10-17 |
country_XH |
0.0958 |
-0.0072 |
-0.0007 |
tilt_COUNTRY |
| 2025-10-16 |
2025-10-17 |
market |
-0.0213 |
-0.0004 |
0.0000 |
risk_exposure |
| 2025-10-16 |
2025-10-17 |
country_ID |
0.0045 |
-0.0127 |
-0.0001 |
tilt_COUNTRY |
| 2025-10-16 |
2025-10-17 |
ind_electric_utilities_ipps |
-0.1175 |
0.0022 |
-0.0003 |
tilt_INDUSTRY |
| 2025-10-16 |
2025-10-17 |
country_SG |
-0.0198 |
-0.0023 |
0.0000 |
tilt_COUNTRY |
| 2025-10-16 |
2025-10-17 |
ind_construction_engineering |
-0.0207 |
0.0024 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-16 |
2025-10-17 |
ind_chemicals |
0.1110 |
0.0028 |
0.0003 |
tilt_INDUSTRY |
| 2025-10-16 |
2025-10-17 |
ind_integrated_hardware_software |
0.0157 |
-0.0019 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-16 |
2025-10-17 |
pdiscrepancy |
NaN |
NaN |
0.0000 |
unexplained |
| 2025-10-16 |
2025-10-17 |
sbeta_market |
0.0501 |
-0.0172 |
-0.0009 |
risk_exposure |
| 2025-10-16 |
2025-10-17 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-10-16 |
2025-10-17 |
ind_industrial_distribution |
0.0357 |
0.0082 |
0.0003 |
tilt_INDUSTRY |
| 2025-10-17 |
2025-10-20 |
ind_healthcare_equipment_supplies |
-0.0913 |
-0.0024 |
0.0002 |
tilt_INDUSTRY |
| 2025-10-17 |
2025-10-20 |
bcost |
NaN |
NaN |
-0.0007 |
cost |
| 2025-10-17 |
2025-10-20 |
ind_containers_packaging |
-0.0037 |
0.0027 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-17 |
2025-10-20 |
ind_media_publishing |
0.0287 |
0.0024 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-17 |
2025-10-20 |
neglect |
0.9791 |
0.0006 |
0.0005 |
alpha_VALUE |
| 2025-10-17 |
2025-10-20 |
revision |
2.1159 |
0.0010 |
0.0020 |
alpha_REVISION |
| 2025-10-17 |
2025-10-20 |
ind_integrated_hardware_software |
0.0154 |
-0.0051 |
-0.0001 |
tilt_INDUSTRY |
| 2025-10-17 |
2025-10-20 |
ind_multiline_utilities |
-0.0128 |
0.0043 |
-0.0001 |
tilt_INDUSTRY |
| 2025-10-17 |
2025-10-20 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-10-17 |
2025-10-20 |
ind_healthcare_providers_services |
0.0092 |
-0.0039 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-17 |
2025-10-20 |
ind_diversified_retail |
-0.0165 |
0.0006 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-17 |
2025-10-20 |
ind_real_estate_operations |
-0.0184 |
0.0002 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-17 |
2025-10-20 |
ind_natural_gas_utilities |
0.0259 |
0.0033 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-17 |
2025-10-20 |
country_TH |
0.0825 |
0.0041 |
0.0003 |
tilt_COUNTRY |
| 2025-10-17 |
2025-10-20 |
value_gc |
1.5714 |
0.0007 |
0.0011 |
alpha_VALUE |
| 2025-10-17 |
2025-10-20 |
momentum |
0.2161 |
-0.0001 |
-0.0000 |
alpha_MOMENTUM |
| 2025-10-17 |
2025-10-20 |
country_NZ |
0.0000 |
0.0095 |
0.0000 |
tilt_COUNTRY |
| 2025-10-17 |
2025-10-20 |
country_XH |
0.0949 |
0.0006 |
0.0001 |
tilt_COUNTRY |
| 2025-10-17 |
2025-10-20 |
fmom |
0.6404 |
-0.0003 |
-0.0002 |
alpha_QUALITY |
| 2025-10-17 |
2025-10-20 |
ind_metals_mining |
-0.0343 |
-0.0131 |
0.0005 |
tilt_INDUSTRY |
| 2025-10-17 |
2025-10-20 |
ind_renewable_energy |
-0.0087 |
-0.0186 |
0.0002 |
tilt_INDUSTRY |
| 2025-10-17 |
2025-10-20 |
ind_hotels_entertainment |
0.0210 |
-0.0029 |
-0.0001 |
tilt_INDUSTRY |
| 2025-10-17 |
2025-10-20 |
sdiscrepancy |
NaN |
NaN |
0.0005 |
unexplained |
| 2025-10-17 |
2025-10-20 |
pdiscrepancy |
NaN |
NaN |
0.0000 |
unexplained |
| 2025-10-17 |
2025-10-20 |
quality |
3.9872 |
-0.0001 |
-0.0004 |
alpha_QUALITY |
| 2025-10-17 |
2025-10-20 |
sbeta_market |
0.0565 |
0.0128 |
0.0007 |
risk_exposure |
| 2025-10-17 |
2025-10-20 |
country_PH |
0.0092 |
-0.0031 |
-0.0000 |
tilt_COUNTRY |
| 2025-10-17 |
2025-10-20 |
ind_communications_equipment |
-0.0109 |
0.0050 |
-0.0001 |
tilt_INDUSTRY |
| 2025-10-17 |
2025-10-20 |
fcost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-10-17 |
2025-10-20 |
ind_office_equipment |
-0.0159 |
-0.0013 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-17 |
2025-10-20 |
ind_holding_companies |
0.0048 |
0.0000 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-17 |
2025-10-20 |
country_TW |
0.0209 |
-0.0042 |
-0.0001 |
tilt_COUNTRY |
| 2025-10-17 |
2025-10-20 |
country_MY |
0.0491 |
-0.0032 |
-0.0002 |
tilt_COUNTRY |
| 2025-10-17 |
2025-10-20 |
ind_consumer_goods_conglomerates |
0.0081 |
0.0018 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-17 |
2025-10-20 |
country_CN |
-0.0726 |
-0.0060 |
0.0004 |
tilt_COUNTRY |
| 2025-10-17 |
2025-10-20 |
country_IN |
0.0000 |
0.0032 |
0.0000 |
tilt_COUNTRY |
| 2025-10-17 |
2025-10-20 |
ind_investment_services |
0.0753 |
-0.0061 |
-0.0005 |
tilt_INDUSTRY |
| 2025-10-17 |
2025-10-20 |
ind_beverages |
-0.0717 |
-0.0067 |
0.0005 |
tilt_INDUSTRY |
| 2025-10-17 |
2025-10-20 |
ind_software_it_services |
-0.0130 |
-0.0004 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-17 |
2025-10-20 |
ind_transportation_infrastructure |
0.0261 |
0.0022 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-17 |
2025-10-20 |
ind_water_utilities |
-0.0009 |
0.0058 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-17 |
2025-10-20 |
ind_food_drug_retail |
0.0609 |
0.0023 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-17 |
2025-10-20 |
size_MID |
-0.0778 |
-0.0022 |
0.0002 |
tilt_SIZE |
| 2025-10-17 |
2025-10-20 |
ind_homebuilding_building_products |
-0.0328 |
-0.0004 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-17 |
2025-10-20 |
market |
-0.0134 |
-0.0037 |
0.0000 |
risk_exposure |
| 2025-10-17 |
2025-10-20 |
stability |
3.7391 |
0.0006 |
0.0021 |
alpha_QUALITY |
| 2025-10-17 |
2025-10-20 |
ind_biotechnology |
-0.0153 |
-0.0030 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-17 |
2025-10-20 |
reversal |
0.9554 |
0.0020 |
0.0019 |
alpha_REVERSAL |
| 2025-10-17 |
2025-10-20 |
ind_uranium |
-0.0002 |
-0.0587 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-17 |
2025-10-20 |
ind_insurance |
-0.0011 |
0.0005 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-17 |
2025-10-20 |
ind_construction_engineering |
-0.0346 |
-0.0018 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-17 |
2025-10-20 |
ind_pharmaceuticals |
-0.0719 |
-0.0018 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-17 |
2025-10-20 |
size_SMALL |
0.0050 |
-0.0011 |
-0.0000 |
tilt_SIZE |
| 2025-10-17 |
2025-10-20 |
country_ID |
0.0046 |
0.0267 |
0.0001 |
tilt_COUNTRY |
| 2025-10-17 |
2025-10-20 |
ind_chemicals |
0.1237 |
-0.0028 |
-0.0003 |
tilt_INDUSTRY |
| 2025-10-17 |
2025-10-20 |
ind_industrial_distribution |
0.0325 |
-0.0056 |
-0.0002 |
tilt_INDUSTRY |
| 2025-10-17 |
2025-10-20 |
country_SG |
-0.0147 |
-0.0073 |
0.0001 |
tilt_COUNTRY |
| 2025-10-17 |
2025-10-20 |
ind_telecommunications_serices |
0.1190 |
0.0011 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-17 |
2025-10-20 |
ind_fintech |
-0.0076 |
-0.0066 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-17 |
2025-10-20 |
value_liq |
0.8681 |
-0.0006 |
-0.0005 |
alpha_VALUE |
| 2025-10-17 |
2025-10-20 |
ind_paper_forestry |
-0.0091 |
0.0061 |
-0.0001 |
tilt_INDUSTRY |
| 2025-10-17 |
2025-10-20 |
ind_machinery |
0.1466 |
0.0031 |
0.0004 |
tilt_INDUSTRY |
| 2025-10-17 |
2025-10-20 |
ind_commercial_services_supplies |
-0.0501 |
-0.0021 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-17 |
2025-10-20 |
country_AU |
-0.0989 |
0.0000 |
-0.0000 |
tilt_COUNTRY |
| 2025-10-17 |
2025-10-20 |
ind_specialty_reatil |
-0.0140 |
-0.0039 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-17 |
2025-10-20 |
country_HK |
0.0800 |
0.0069 |
0.0006 |
tilt_COUNTRY |
| 2025-10-17 |
2025-10-20 |
ind_textiles_apparel |
0.0166 |
-0.0036 |
-0.0001 |
tilt_INDUSTRY |
| 2025-10-17 |
2025-10-20 |
ind_aerospace_defense |
0.0035 |
0.0002 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-17 |
2025-10-20 |
specret |
NaN |
NaN |
-0.0061 |
unexplained |
| 2025-10-17 |
2025-10-20 |
size_LARGE |
0.0682 |
0.0049 |
0.0003 |
tilt_SIZE |
| 2025-10-17 |
2025-10-20 |
country_KR |
-0.1040 |
0.0117 |
-0.0012 |
tilt_COUNTRY |
| 2025-10-17 |
2025-10-20 |
ind_oil_gas |
0.0353 |
0.0105 |
0.0004 |
tilt_INDUSTRY |
| 2025-10-17 |
2025-10-20 |
ind_freight_logistics |
-0.0244 |
-0.0012 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-17 |
2025-10-20 |
linkage |
1.1472 |
-0.0009 |
-0.0010 |
alpha_MOMENTUM |
| 2025-10-17 |
2025-10-20 |
ind_household_goods |
-0.0377 |
-0.0025 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-17 |
2025-10-20 |
ind_semiconductors |
0.0488 |
0.0034 |
0.0002 |
tilt_INDUSTRY |
| 2025-10-17 |
2025-10-20 |
ind_passenger_transportation |
-0.0199 |
0.0013 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-17 |
2025-10-20 |
ind_computers_phones_household_electronics |
0.0847 |
0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-17 |
2025-10-20 |
ind_construction_materials |
0.0029 |
-0.0048 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-17 |
2025-10-20 |
ind_automobile |
-0.0132 |
0.0015 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-17 |
2025-10-20 |
ind_household_products_services |
-0.0086 |
-0.0034 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-17 |
2025-10-20 |
linearCost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-10-17 |
2025-10-20 |
size_MICRO |
-0.0089 |
0.0025 |
-0.0000 |
tilt_SIZE |
| 2025-10-17 |
2025-10-20 |
country_JP |
-0.0644 |
0.0122 |
-0.0008 |
tilt_COUNTRY |
| 2025-10-17 |
2025-10-20 |
ind_electronic_equipment |
-0.0180 |
0.0064 |
-0.0001 |
tilt_INDUSTRY |
| 2025-10-17 |
2025-10-20 |
ind_banking_services |
-0.1236 |
0.0056 |
-0.0007 |
tilt_INDUSTRY |
| 2025-10-17 |
2025-10-20 |
ind_oil_gas_equipment_services |
-0.0144 |
0.0146 |
-0.0002 |
tilt_INDUSTRY |
| 2025-10-17 |
2025-10-20 |
ind_coal |
-0.0465 |
0.0206 |
-0.0010 |
tilt_INDUSTRY |
| 2025-10-17 |
2025-10-20 |
ind_food_tobacco |
0.0291 |
-0.0034 |
-0.0001 |
tilt_INDUSTRY |
| 2025-10-17 |
2025-10-20 |
ind_electric_utilities_ipps |
-0.1163 |
-0.0011 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-17 |
2025-10-20 |
ind_leisure_products |
0.0259 |
0.0025 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-20 |
2025-10-21 |
ind_specialty_reatil |
-0.0142 |
0.0045 |
-0.0001 |
tilt_INDUSTRY |
| 2025-10-20 |
2025-10-21 |
ind_containers_packaging |
-0.0044 |
0.0052 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-20 |
2025-10-21 |
ind_computers_phones_household_electronics |
0.0851 |
0.0050 |
0.0004 |
tilt_INDUSTRY |
| 2025-10-20 |
2025-10-21 |
ind_insurance |
-0.0142 |
0.0007 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-20 |
2025-10-21 |
ind_pharmaceuticals |
-0.0681 |
-0.0010 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-20 |
2025-10-21 |
value_gc |
1.5764 |
-0.0002 |
-0.0004 |
alpha_VALUE |
| 2025-10-20 |
2025-10-21 |
ind_electric_utilities_ipps |
-0.1173 |
-0.0025 |
0.0003 |
tilt_INDUSTRY |
| 2025-10-20 |
2025-10-21 |
country_SG |
-0.0097 |
0.0081 |
-0.0001 |
tilt_COUNTRY |
| 2025-10-20 |
2025-10-21 |
bcost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-10-20 |
2025-10-21 |
ind_integrated_hardware_software |
0.0155 |
0.0006 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-20 |
2025-10-21 |
ind_construction_engineering |
-0.0445 |
0.0029 |
-0.0001 |
tilt_INDUSTRY |
| 2025-10-20 |
2025-10-21 |
stability |
3.6834 |
-0.0000 |
-0.0001 |
alpha_QUALITY |
| 2025-10-20 |
2025-10-21 |
ind_software_it_services |
-0.0173 |
0.0001 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-20 |
2025-10-21 |
country_AU |
-0.1005 |
0.0023 |
-0.0002 |
tilt_COUNTRY |
| 2025-10-20 |
2025-10-21 |
ind_renewable_energy |
-0.0091 |
-0.0020 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-20 |
2025-10-21 |
ind_consumer_goods_conglomerates |
0.0080 |
-0.0090 |
-0.0001 |
tilt_INDUSTRY |
| 2025-10-20 |
2025-10-21 |
ind_construction_materials |
0.0030 |
0.0009 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-20 |
2025-10-21 |
ind_diversified_retail |
-0.0149 |
-0.0004 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-20 |
2025-10-21 |
ind_real_estate_operations |
-0.0156 |
-0.0027 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-20 |
2025-10-21 |
ind_investment_services |
0.0761 |
-0.0017 |
-0.0001 |
tilt_INDUSTRY |
| 2025-10-20 |
2025-10-21 |
ind_semiconductors |
0.0409 |
0.0044 |
0.0002 |
tilt_INDUSTRY |
| 2025-10-20 |
2025-10-21 |
ind_water_utilities |
-0.0009 |
-0.0079 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-20 |
2025-10-21 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-10-20 |
2025-10-21 |
country_HK |
0.0798 |
0.0003 |
0.0000 |
tilt_COUNTRY |
| 2025-10-20 |
2025-10-21 |
ind_passenger_transportation |
-0.0280 |
-0.0041 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-20 |
2025-10-21 |
ind_oil_gas |
0.0356 |
0.0007 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-20 |
2025-10-21 |
country_KR |
-0.1038 |
-0.0057 |
0.0006 |
tilt_COUNTRY |
| 2025-10-20 |
2025-10-21 |
ind_office_equipment |
-0.0159 |
0.0051 |
-0.0001 |
tilt_INDUSTRY |
| 2025-10-20 |
2025-10-21 |
ind_natural_gas_utilities |
0.0273 |
-0.0044 |
-0.0001 |
tilt_INDUSTRY |
| 2025-10-20 |
2025-10-21 |
country_CN |
-0.0814 |
0.0019 |
-0.0002 |
tilt_COUNTRY |
| 2025-10-20 |
2025-10-21 |
linearCost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-10-20 |
2025-10-21 |
ind_commercial_services_supplies |
-0.0573 |
0.0031 |
-0.0002 |
tilt_INDUSTRY |
| 2025-10-20 |
2025-10-21 |
size_LARGE |
0.0709 |
0.0002 |
0.0000 |
tilt_SIZE |
| 2025-10-20 |
2025-10-21 |
country_JP |
-0.0631 |
-0.0044 |
0.0003 |
tilt_COUNTRY |
| 2025-10-20 |
2025-10-21 |
ind_banking_services |
-0.0998 |
-0.0023 |
0.0002 |
tilt_INDUSTRY |
| 2025-10-20 |
2025-10-21 |
ind_household_goods |
-0.0377 |
-0.0034 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-20 |
2025-10-21 |
pdiscrepancy |
NaN |
NaN |
0.0000 |
unexplained |
| 2025-10-20 |
2025-10-21 |
size_MICRO |
-0.0097 |
0.0041 |
-0.0000 |
tilt_SIZE |
| 2025-10-20 |
2025-10-21 |
sdiscrepancy |
NaN |
NaN |
-0.0000 |
unexplained |
| 2025-10-20 |
2025-10-21 |
ind_household_products_services |
-0.0086 |
-0.0029 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-20 |
2025-10-21 |
ind_healthcare_providers_services |
0.0097 |
-0.0064 |
-0.0001 |
tilt_INDUSTRY |
| 2025-10-20 |
2025-10-21 |
ind_homebuilding_building_products |
-0.0326 |
-0.0016 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-20 |
2025-10-21 |
ind_coal |
-0.0466 |
-0.0162 |
0.0008 |
tilt_INDUSTRY |
| 2025-10-20 |
2025-10-21 |
neglect |
1.0160 |
-0.0001 |
-0.0002 |
alpha_VALUE |
| 2025-10-20 |
2025-10-21 |
linkage |
1.2219 |
-0.0001 |
-0.0001 |
alpha_MOMENTUM |
| 2025-10-20 |
2025-10-21 |
value_liq |
0.9185 |
0.0002 |
0.0002 |
alpha_VALUE |
| 2025-10-20 |
2025-10-21 |
ind_freight_logistics |
-0.0244 |
-0.0045 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-20 |
2025-10-21 |
ind_industrial_distribution |
0.0257 |
-0.0009 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-20 |
2025-10-21 |
ind_hotels_entertainment |
0.0211 |
-0.0064 |
-0.0001 |
tilt_INDUSTRY |
| 2025-10-20 |
2025-10-21 |
ind_automobile |
-0.0111 |
0.0010 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-20 |
2025-10-21 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-10-20 |
2025-10-21 |
country_NZ |
0.0000 |
0.0041 |
0.0000 |
tilt_COUNTRY |
| 2025-10-20 |
2025-10-21 |
ind_leisure_products |
0.0260 |
0.0002 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-20 |
2025-10-21 |
ind_chemicals |
0.1267 |
-0.0011 |
-0.0001 |
tilt_INDUSTRY |
| 2025-10-20 |
2025-10-21 |
ind_textiles_apparel |
0.0171 |
0.0016 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-20 |
2025-10-21 |
country_ID |
0.0047 |
0.0100 |
0.0000 |
tilt_COUNTRY |
| 2025-10-20 |
2025-10-21 |
momentum |
0.1670 |
0.0003 |
0.0000 |
alpha_MOMENTUM |
| 2025-10-20 |
2025-10-21 |
ind_paper_forestry |
-0.0090 |
-0.0084 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-20 |
2025-10-21 |
sbeta_market |
0.0482 |
0.0047 |
0.0002 |
risk_exposure |
| 2025-10-20 |
2025-10-21 |
size_SMALL |
-0.0013 |
0.0002 |
-0.0000 |
tilt_SIZE |
| 2025-10-20 |
2025-10-21 |
ind_oil_gas_equipment_services |
-0.0147 |
0.0041 |
-0.0001 |
tilt_INDUSTRY |
| 2025-10-20 |
2025-10-21 |
country_MY |
0.0454 |
0.0039 |
0.0002 |
tilt_COUNTRY |
| 2025-10-20 |
2025-10-21 |
country_TW |
0.0185 |
-0.0053 |
-0.0001 |
tilt_COUNTRY |
| 2025-10-20 |
2025-10-21 |
revision |
2.0898 |
0.0014 |
0.0029 |
alpha_REVISION |
| 2025-10-20 |
2025-10-21 |
ind_holding_companies |
0.0049 |
0.0000 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-20 |
2025-10-21 |
country_IN |
0.0000 |
-0.0007 |
0.0000 |
tilt_COUNTRY |
| 2025-10-20 |
2025-10-21 |
ind_communications_equipment |
-0.0051 |
0.0061 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-20 |
2025-10-21 |
ind_beverages |
-0.0715 |
-0.0078 |
0.0006 |
tilt_INDUSTRY |
| 2025-10-20 |
2025-10-21 |
ind_healthcare_equipment_supplies |
-0.0938 |
0.0001 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-20 |
2025-10-21 |
ind_food_drug_retail |
0.0615 |
-0.0036 |
-0.0002 |
tilt_INDUSTRY |
| 2025-10-20 |
2025-10-21 |
country_TH |
0.0832 |
0.0008 |
0.0001 |
tilt_COUNTRY |
| 2025-10-20 |
2025-10-21 |
size_MID |
-0.0815 |
-0.0005 |
0.0000 |
tilt_SIZE |
| 2025-10-20 |
2025-10-21 |
ind_media_publishing |
0.0280 |
-0.0001 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-20 |
2025-10-21 |
ind_multiline_utilities |
-0.0129 |
-0.0035 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-20 |
2025-10-21 |
ind_transportation_infrastructure |
0.0267 |
-0.0041 |
-0.0001 |
tilt_INDUSTRY |
| 2025-10-20 |
2025-10-21 |
country_PH |
0.0091 |
0.0005 |
0.0000 |
tilt_COUNTRY |
| 2025-10-20 |
2025-10-21 |
ind_biotechnology |
-0.0155 |
-0.0006 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-20 |
2025-10-21 |
fmom |
0.6274 |
0.0003 |
0.0002 |
alpha_QUALITY |
| 2025-10-20 |
2025-10-21 |
reversal |
0.9497 |
0.0016 |
0.0015 |
alpha_REVERSAL |
| 2025-10-20 |
2025-10-21 |
ind_uranium |
-0.0002 |
0.0035 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-20 |
2025-10-21 |
ind_food_tobacco |
0.0329 |
-0.0040 |
-0.0001 |
tilt_INDUSTRY |
| 2025-10-20 |
2025-10-21 |
ind_fintech |
-0.0080 |
0.0005 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-20 |
2025-10-21 |
ind_aerospace_defense |
0.0019 |
-0.0023 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-20 |
2025-10-21 |
ind_telecommunications_serices |
0.1192 |
-0.0002 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-20 |
2025-10-21 |
country_XH |
0.0960 |
0.0001 |
0.0000 |
tilt_COUNTRY |
| 2025-10-20 |
2025-10-21 |
market |
-0.0216 |
0.0027 |
-0.0001 |
risk_exposure |
| 2025-10-20 |
2025-10-21 |
ind_electronic_equipment |
-0.0167 |
0.0092 |
-0.0002 |
tilt_INDUSTRY |
| 2025-10-20 |
2025-10-21 |
quality |
4.0544 |
-0.0001 |
-0.0005 |
alpha_QUALITY |
| 2025-10-20 |
2025-10-21 |
ind_machinery |
0.1539 |
0.0031 |
0.0005 |
tilt_INDUSTRY |
| 2025-10-20 |
2025-10-21 |
specret |
NaN |
NaN |
-0.0049 |
unexplained |
| 2025-10-20 |
2025-10-21 |
ind_metals_mining |
-0.0384 |
0.0019 |
-0.0001 |
tilt_INDUSTRY |
| 2025-10-21 |
2025-10-22 |
ind_aerospace_defense |
0.0009 |
-0.0025 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-21 |
2025-10-22 |
ind_diversified_retail |
-0.0126 |
0.0003 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-21 |
2025-10-22 |
linkage |
1.1547 |
-0.0009 |
-0.0010 |
alpha_MOMENTUM |
| 2025-10-21 |
2025-10-22 |
market |
-0.0351 |
0.0034 |
-0.0001 |
risk_exposure |
| 2025-10-21 |
2025-10-22 |
ind_real_estate_operations |
-0.0121 |
0.0052 |
-0.0001 |
tilt_INDUSTRY |
| 2025-10-21 |
2025-10-22 |
ind_leisure_products |
0.0261 |
0.0005 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-21 |
2025-10-22 |
country_KR |
-0.1016 |
0.0111 |
-0.0011 |
tilt_COUNTRY |
| 2025-10-21 |
2025-10-22 |
ind_electric_utilities_ipps |
-0.1164 |
-0.0009 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-21 |
2025-10-22 |
ind_oil_gas |
0.0312 |
0.0089 |
0.0003 |
tilt_INDUSTRY |
| 2025-10-21 |
2025-10-22 |
ind_transportation_infrastructure |
0.0270 |
0.0030 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-21 |
2025-10-22 |
ind_freight_logistics |
-0.0239 |
0.0011 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-21 |
2025-10-22 |
size_LARGE |
0.0689 |
-0.0010 |
-0.0001 |
tilt_SIZE |
| 2025-10-21 |
2025-10-22 |
country_CN |
-0.0898 |
-0.0016 |
0.0001 |
tilt_COUNTRY |
| 2025-10-21 |
2025-10-22 |
ind_household_goods |
-0.0401 |
0.0077 |
-0.0003 |
tilt_INDUSTRY |
| 2025-10-21 |
2025-10-22 |
revision |
2.0639 |
-0.0001 |
-0.0003 |
alpha_REVISION |
| 2025-10-21 |
2025-10-22 |
ind_water_utilities |
-0.0009 |
0.0021 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-21 |
2025-10-22 |
ind_software_it_services |
-0.0203 |
-0.0016 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-21 |
2025-10-22 |
stability |
3.6034 |
0.0004 |
0.0016 |
alpha_QUALITY |
| 2025-10-21 |
2025-10-22 |
size_MID |
-0.0856 |
-0.0001 |
0.0000 |
tilt_SIZE |
| 2025-10-21 |
2025-10-22 |
ind_beverages |
-0.0714 |
0.0000 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-21 |
2025-10-22 |
country_IN |
0.0000 |
-0.0019 |
0.0000 |
tilt_COUNTRY |
| 2025-10-21 |
2025-10-22 |
ind_biotechnology |
-0.0159 |
-0.0061 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-21 |
2025-10-22 |
reversal |
0.9405 |
-0.0009 |
-0.0008 |
alpha_REVERSAL |
| 2025-10-21 |
2025-10-22 |
ind_machinery |
0.1531 |
0.0014 |
0.0002 |
tilt_INDUSTRY |
| 2025-10-21 |
2025-10-22 |
country_AU |
-0.1003 |
-0.0045 |
0.0004 |
tilt_COUNTRY |
| 2025-10-21 |
2025-10-22 |
ind_uranium |
-0.0002 |
-0.0349 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-21 |
2025-10-22 |
ind_oil_gas_equipment_services |
-0.0145 |
0.0039 |
-0.0001 |
tilt_INDUSTRY |
| 2025-10-21 |
2025-10-22 |
value_liq |
0.9672 |
0.0008 |
0.0008 |
alpha_VALUE |
| 2025-10-21 |
2025-10-22 |
ind_paper_forestry |
-0.0090 |
0.0034 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-21 |
2025-10-22 |
country_JP |
-0.0671 |
0.0068 |
-0.0005 |
tilt_COUNTRY |
| 2025-10-21 |
2025-10-22 |
ind_construction_engineering |
-0.0463 |
0.0063 |
-0.0003 |
tilt_INDUSTRY |
| 2025-10-21 |
2025-10-22 |
size_MICRO |
-0.0107 |
0.0008 |
-0.0000 |
tilt_SIZE |
| 2025-10-21 |
2025-10-22 |
linearCost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-10-21 |
2025-10-22 |
ind_food_tobacco |
0.0352 |
-0.0046 |
-0.0002 |
tilt_INDUSTRY |
| 2025-10-21 |
2025-10-22 |
country_SG |
0.0007 |
0.0045 |
0.0000 |
tilt_COUNTRY |
| 2025-10-21 |
2025-10-22 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-10-21 |
2025-10-22 |
country_ID |
0.0045 |
-0.0171 |
-0.0001 |
tilt_COUNTRY |
| 2025-10-21 |
2025-10-22 |
ind_chemicals |
0.1274 |
-0.0005 |
-0.0001 |
tilt_INDUSTRY |
| 2025-10-21 |
2025-10-22 |
ind_automobile |
-0.0092 |
0.0023 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-21 |
2025-10-22 |
ind_construction_materials |
0.0030 |
0.0020 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-21 |
2025-10-22 |
ind_industrial_distribution |
0.0193 |
0.0054 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-21 |
2025-10-22 |
ind_semiconductors |
0.0376 |
-0.0036 |
-0.0001 |
tilt_INDUSTRY |
| 2025-10-21 |
2025-10-22 |
ind_banking_services |
-0.0901 |
0.0033 |
-0.0003 |
tilt_INDUSTRY |
| 2025-10-21 |
2025-10-22 |
ind_household_products_services |
-0.0086 |
-0.0028 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-21 |
2025-10-22 |
ind_food_drug_retail |
0.0614 |
0.0011 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-21 |
2025-10-22 |
neglect |
1.0449 |
0.0010 |
0.0011 |
alpha_VALUE |
| 2025-10-21 |
2025-10-22 |
ind_homebuilding_building_products |
-0.0324 |
0.0038 |
-0.0001 |
tilt_INDUSTRY |
| 2025-10-21 |
2025-10-22 |
bcost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-10-21 |
2025-10-22 |
ind_computers_phones_household_electronics |
0.0851 |
0.0014 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-21 |
2025-10-22 |
ind_coal |
-0.0453 |
-0.0051 |
0.0002 |
tilt_INDUSTRY |
| 2025-10-21 |
2025-10-22 |
country_PH |
0.0090 |
-0.0142 |
-0.0001 |
tilt_COUNTRY |
| 2025-10-21 |
2025-10-22 |
quality |
4.0595 |
-0.0003 |
-0.0010 |
alpha_QUALITY |
| 2025-10-21 |
2025-10-22 |
specret |
NaN |
NaN |
-0.0013 |
unexplained |
| 2025-10-21 |
2025-10-22 |
ind_hotels_entertainment |
0.0209 |
-0.0002 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-21 |
2025-10-22 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-10-21 |
2025-10-22 |
country_NZ |
0.0000 |
-0.0052 |
0.0000 |
tilt_COUNTRY |
| 2025-10-21 |
2025-10-22 |
ind_telecommunications_serices |
0.1188 |
-0.0019 |
-0.0002 |
tilt_INDUSTRY |
| 2025-10-21 |
2025-10-22 |
ind_renewable_energy |
-0.0085 |
-0.0044 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-21 |
2025-10-22 |
ind_textiles_apparel |
0.0169 |
0.0073 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-21 |
2025-10-22 |
ind_healthcare_providers_services |
0.0108 |
-0.0005 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-21 |
2025-10-22 |
ind_metals_mining |
-0.0391 |
-0.0067 |
0.0003 |
tilt_INDUSTRY |
| 2025-10-21 |
2025-10-22 |
ind_investment_services |
0.0747 |
-0.0030 |
-0.0002 |
tilt_INDUSTRY |
| 2025-10-21 |
2025-10-22 |
country_HK |
0.0770 |
-0.0064 |
-0.0005 |
tilt_COUNTRY |
| 2025-10-21 |
2025-10-22 |
ind_passenger_transportation |
-0.0339 |
-0.0006 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-21 |
2025-10-22 |
ind_electronic_equipment |
-0.0166 |
0.0000 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-21 |
2025-10-22 |
country_XH |
0.0933 |
-0.0034 |
-0.0003 |
tilt_COUNTRY |
| 2025-10-21 |
2025-10-22 |
ind_natural_gas_utilities |
0.0275 |
-0.0009 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-21 |
2025-10-22 |
ind_integrated_hardware_software |
0.0155 |
-0.0005 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-21 |
2025-10-22 |
ind_commercial_services_supplies |
-0.0621 |
-0.0018 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-21 |
2025-10-22 |
pdiscrepancy |
NaN |
NaN |
0.0000 |
unexplained |
| 2025-10-21 |
2025-10-22 |
value_gc |
1.5671 |
0.0002 |
0.0004 |
alpha_VALUE |
| 2025-10-21 |
2025-10-22 |
ind_communications_equipment |
-0.0032 |
-0.0038 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-21 |
2025-10-22 |
sbeta_market |
0.0309 |
-0.0049 |
-0.0002 |
risk_exposure |
| 2025-10-21 |
2025-10-22 |
ind_office_equipment |
-0.0160 |
0.0060 |
-0.0001 |
tilt_INDUSTRY |
| 2025-10-21 |
2025-10-22 |
momentum |
0.1369 |
0.0004 |
0.0001 |
alpha_MOMENTUM |
| 2025-10-21 |
2025-10-22 |
ind_specialty_reatil |
-0.0171 |
0.0012 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-21 |
2025-10-22 |
fmom |
0.6065 |
0.0001 |
0.0000 |
alpha_QUALITY |
| 2025-10-21 |
2025-10-22 |
country_MY |
0.0416 |
-0.0090 |
-0.0004 |
tilt_COUNTRY |
| 2025-10-21 |
2025-10-22 |
country_TH |
0.0772 |
0.0055 |
0.0004 |
tilt_COUNTRY |
| 2025-10-21 |
2025-10-22 |
ind_healthcare_equipment_supplies |
-0.0927 |
-0.0017 |
0.0002 |
tilt_INDUSTRY |
| 2025-10-21 |
2025-10-22 |
ind_fintech |
-0.0080 |
-0.0016 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-21 |
2025-10-22 |
ind_multiline_utilities |
-0.0130 |
0.0004 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-21 |
2025-10-22 |
ind_containers_packaging |
-0.0051 |
-0.0050 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-21 |
2025-10-22 |
ind_pharmaceuticals |
-0.0743 |
-0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-21 |
2025-10-22 |
ind_consumer_goods_conglomerates |
0.0075 |
0.0085 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-21 |
2025-10-22 |
ind_insurance |
-0.0080 |
-0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-21 |
2025-10-22 |
ind_holding_companies |
0.0049 |
0.0000 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-21 |
2025-10-22 |
size_SMALL |
-0.0077 |
0.0007 |
-0.0000 |
tilt_SIZE |
| 2025-10-21 |
2025-10-22 |
country_TW |
0.0203 |
0.0032 |
0.0001 |
tilt_COUNTRY |
| 2025-10-21 |
2025-10-22 |
ind_media_publishing |
0.0269 |
0.0016 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-21 |
2025-10-22 |
sdiscrepancy |
NaN |
NaN |
0.0000 |
unexplained |
| 2025-10-22 |
2025-10-23 |
country_XH |
0.0977 |
0.0029 |
0.0003 |
tilt_COUNTRY |
| 2025-10-22 |
2025-10-23 |
ind_banking_services |
-0.0893 |
0.0005 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-22 |
2025-10-23 |
ind_multiline_utilities |
-0.0131 |
-0.0010 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-22 |
2025-10-23 |
pdiscrepancy |
NaN |
NaN |
0.0000 |
unexplained |
| 2025-10-22 |
2025-10-23 |
ind_water_utilities |
-0.0009 |
0.0071 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-22 |
2025-10-23 |
country_TW |
0.0219 |
-0.0029 |
-0.0001 |
tilt_COUNTRY |
| 2025-10-22 |
2025-10-23 |
country_PH |
0.0090 |
-0.0006 |
-0.0000 |
tilt_COUNTRY |
| 2025-10-22 |
2025-10-23 |
reversal |
1.0049 |
0.0009 |
0.0009 |
alpha_REVERSAL |
| 2025-10-22 |
2025-10-23 |
ind_oil_gas_equipment_services |
-0.0143 |
-0.0068 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-22 |
2025-10-23 |
ind_metals_mining |
-0.0363 |
0.0059 |
-0.0002 |
tilt_INDUSTRY |
| 2025-10-22 |
2025-10-23 |
country_TH |
0.0693 |
-0.0051 |
-0.0004 |
tilt_COUNTRY |
| 2025-10-22 |
2025-10-23 |
ind_holding_companies |
0.0048 |
0.0000 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-22 |
2025-10-23 |
ind_beverages |
-0.0710 |
0.0020 |
-0.0001 |
tilt_INDUSTRY |
| 2025-10-22 |
2025-10-23 |
country_AU |
-0.0997 |
-0.0010 |
0.0001 |
tilt_COUNTRY |
| 2025-10-22 |
2025-10-23 |
ind_machinery |
0.1555 |
-0.0024 |
-0.0004 |
tilt_INDUSTRY |
| 2025-10-22 |
2025-10-23 |
quality |
4.0353 |
0.0013 |
0.0051 |
alpha_QUALITY |
| 2025-10-22 |
2025-10-23 |
ind_containers_packaging |
-0.0058 |
0.0003 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-22 |
2025-10-23 |
country_IN |
0.0000 |
-0.0057 |
0.0000 |
tilt_COUNTRY |
| 2025-10-22 |
2025-10-23 |
ind_software_it_services |
-0.0244 |
0.0040 |
-0.0001 |
tilt_INDUSTRY |
| 2025-10-22 |
2025-10-23 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-10-22 |
2025-10-23 |
ind_household_products_services |
-0.0086 |
0.0021 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-22 |
2025-10-23 |
country_JP |
-0.0738 |
-0.0034 |
0.0003 |
tilt_COUNTRY |
| 2025-10-22 |
2025-10-23 |
ind_consumer_goods_conglomerates |
0.0063 |
0.0060 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-22 |
2025-10-23 |
ind_freight_logistics |
-0.0232 |
0.0018 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-22 |
2025-10-23 |
ind_oil_gas |
0.0286 |
0.0110 |
0.0003 |
tilt_INDUSTRY |
| 2025-10-22 |
2025-10-23 |
sdiscrepancy |
NaN |
NaN |
0.0003 |
unexplained |
| 2025-10-22 |
2025-10-23 |
country_KR |
-0.0992 |
-0.0129 |
0.0013 |
tilt_COUNTRY |
| 2025-10-22 |
2025-10-23 |
size_LARGE |
0.0671 |
0.0002 |
0.0000 |
tilt_SIZE |
| 2025-10-22 |
2025-10-23 |
fmom |
0.5788 |
-0.0003 |
-0.0002 |
alpha_QUALITY |
| 2025-10-22 |
2025-10-23 |
ind_office_equipment |
-0.0161 |
-0.0051 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-22 |
2025-10-23 |
ind_aerospace_defense |
0.0009 |
-0.0025 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-22 |
2025-10-23 |
country_MY |
0.0422 |
-0.0018 |
-0.0001 |
tilt_COUNTRY |
| 2025-10-22 |
2025-10-23 |
market |
-0.0320 |
0.0057 |
-0.0002 |
risk_exposure |
| 2025-10-22 |
2025-10-23 |
ind_healthcare_equipment_supplies |
-0.0905 |
-0.0010 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-22 |
2025-10-23 |
ind_real_estate_operations |
-0.0089 |
-0.0002 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-22 |
2025-10-23 |
ind_diversified_retail |
-0.0115 |
0.0021 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-22 |
2025-10-23 |
momentum |
0.1079 |
-0.0013 |
-0.0001 |
alpha_MOMENTUM |
| 2025-10-22 |
2025-10-23 |
linkage |
1.1462 |
-0.0004 |
-0.0004 |
alpha_MOMENTUM |
| 2025-10-22 |
2025-10-23 |
ind_renewable_energy |
-0.0076 |
0.0063 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-22 |
2025-10-23 |
ind_household_goods |
-0.0433 |
-0.0000 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-22 |
2025-10-23 |
size_MICRO |
-0.0104 |
-0.0003 |
0.0000 |
tilt_SIZE |
| 2025-10-22 |
2025-10-23 |
bcost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-10-22 |
2025-10-23 |
ind_integrated_hardware_software |
0.0154 |
0.0031 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-22 |
2025-10-23 |
linearCost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-10-22 |
2025-10-23 |
ind_natural_gas_utilities |
0.0277 |
0.0090 |
0.0003 |
tilt_INDUSTRY |
| 2025-10-22 |
2025-10-23 |
ind_food_tobacco |
0.0363 |
-0.0005 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-22 |
2025-10-23 |
ind_healthcare_providers_services |
0.0114 |
-0.0008 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-22 |
2025-10-23 |
value_gc |
1.5488 |
-0.0006 |
-0.0009 |
alpha_VALUE |
| 2025-10-22 |
2025-10-23 |
country_NZ |
0.0000 |
-0.0025 |
0.0000 |
tilt_COUNTRY |
| 2025-10-22 |
2025-10-23 |
ind_automobile |
-0.0069 |
-0.0019 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-22 |
2025-10-23 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-10-22 |
2025-10-23 |
ind_hotels_entertainment |
0.0211 |
0.0015 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-22 |
2025-10-23 |
ind_construction_materials |
0.0030 |
-0.0062 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-22 |
2025-10-23 |
ind_semiconductors |
0.0350 |
-0.0085 |
-0.0003 |
tilt_INDUSTRY |
| 2025-10-22 |
2025-10-23 |
neglect |
1.0644 |
-0.0001 |
-0.0001 |
alpha_VALUE |
| 2025-10-22 |
2025-10-23 |
sbeta_market |
0.0331 |
-0.0056 |
-0.0002 |
risk_exposure |
| 2025-10-22 |
2025-10-23 |
ind_media_publishing |
0.0266 |
0.0051 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-22 |
2025-10-23 |
revision |
2.0840 |
0.0008 |
0.0017 |
alpha_REVISION |
| 2025-10-22 |
2025-10-23 |
size_SMALL |
0.0008 |
-0.0003 |
-0.0000 |
tilt_SIZE |
| 2025-10-22 |
2025-10-23 |
ind_biotechnology |
-0.0155 |
-0.0138 |
0.0002 |
tilt_INDUSTRY |
| 2025-10-22 |
2025-10-23 |
ind_leisure_products |
0.0259 |
0.0012 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-22 |
2025-10-23 |
ind_communications_equipment |
-0.0046 |
-0.0038 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-22 |
2025-10-23 |
specret |
NaN |
NaN |
-0.0078 |
unexplained |
| 2025-10-22 |
2025-10-23 |
ind_insurance |
0.0016 |
0.0052 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-22 |
2025-10-23 |
ind_telecommunications_serices |
0.1188 |
0.0004 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-22 |
2025-10-23 |
value_liq |
0.9681 |
0.0026 |
0.0025 |
alpha_VALUE |
| 2025-10-22 |
2025-10-23 |
ind_electronic_equipment |
-0.0175 |
-0.0055 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-22 |
2025-10-23 |
ind_homebuilding_building_products |
-0.0326 |
0.0038 |
-0.0001 |
tilt_INDUSTRY |
| 2025-10-22 |
2025-10-23 |
ind_computers_phones_household_electronics |
0.0841 |
0.0009 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-22 |
2025-10-23 |
ind_coal |
-0.0458 |
0.0063 |
-0.0003 |
tilt_INDUSTRY |
| 2025-10-22 |
2025-10-23 |
ind_uranium |
-0.0002 |
-0.0010 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-22 |
2025-10-23 |
ind_industrial_distribution |
0.0163 |
0.0046 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-22 |
2025-10-23 |
ind_commercial_services_supplies |
-0.0642 |
-0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-22 |
2025-10-23 |
ind_paper_forestry |
-0.0091 |
0.0055 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-22 |
2025-10-23 |
ind_chemicals |
0.1251 |
0.0040 |
0.0005 |
tilt_INDUSTRY |
| 2025-10-22 |
2025-10-23 |
ind_textiles_apparel |
0.0144 |
0.0046 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-22 |
2025-10-23 |
country_ID |
0.0044 |
0.0119 |
0.0001 |
tilt_COUNTRY |
| 2025-10-22 |
2025-10-23 |
ind_passenger_transportation |
-0.0355 |
-0.0015 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-22 |
2025-10-23 |
ind_construction_engineering |
-0.0442 |
-0.0015 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-22 |
2025-10-23 |
country_SG |
0.0061 |
0.0027 |
0.0000 |
tilt_COUNTRY |
| 2025-10-22 |
2025-10-23 |
size_MID |
-0.0894 |
0.0002 |
-0.0000 |
tilt_SIZE |
| 2025-10-22 |
2025-10-23 |
ind_electric_utilities_ipps |
-0.1159 |
0.0020 |
-0.0002 |
tilt_INDUSTRY |
| 2025-10-22 |
2025-10-23 |
country_HK |
0.0771 |
0.0010 |
0.0001 |
tilt_COUNTRY |
| 2025-10-22 |
2025-10-23 |
ind_investment_services |
0.0734 |
0.0038 |
0.0003 |
tilt_INDUSTRY |
| 2025-10-22 |
2025-10-23 |
ind_fintech |
-0.0078 |
0.0113 |
-0.0001 |
tilt_INDUSTRY |
| 2025-10-22 |
2025-10-23 |
ind_transportation_infrastructure |
0.0271 |
0.0025 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-22 |
2025-10-23 |
ind_specialty_reatil |
-0.0156 |
0.0038 |
-0.0001 |
tilt_INDUSTRY |
| 2025-10-22 |
2025-10-23 |
country_CN |
-0.0867 |
0.0032 |
-0.0003 |
tilt_COUNTRY |
| 2025-10-22 |
2025-10-23 |
stability |
3.5121 |
-0.0002 |
-0.0007 |
alpha_QUALITY |
| 2025-10-22 |
2025-10-23 |
ind_pharmaceuticals |
-0.0720 |
-0.0087 |
0.0006 |
tilt_INDUSTRY |
| 2025-10-22 |
2025-10-23 |
ind_food_drug_retail |
0.0609 |
0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-23 |
2025-10-24 |
ind_aerospace_defense |
0.0002 |
0.0117 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-23 |
2025-10-24 |
ind_automobile |
-0.0050 |
0.0002 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-23 |
2025-10-24 |
ind_hotels_entertainment |
0.0214 |
-0.0049 |
-0.0001 |
tilt_INDUSTRY |
| 2025-10-23 |
2025-10-24 |
ind_chemicals |
0.1204 |
0.0028 |
0.0003 |
tilt_INDUSTRY |
| 2025-10-23 |
2025-10-24 |
neglect |
1.0764 |
-0.0011 |
-0.0012 |
alpha_VALUE |
| 2025-10-23 |
2025-10-24 |
ind_fintech |
-0.0078 |
-0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-23 |
2025-10-24 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-10-23 |
2025-10-24 |
ind_construction_materials |
0.0030 |
-0.0058 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-23 |
2025-10-24 |
ind_coal |
-0.0466 |
-0.0057 |
0.0003 |
tilt_INDUSTRY |
| 2025-10-23 |
2025-10-24 |
country_MY |
0.0420 |
0.0066 |
0.0003 |
tilt_COUNTRY |
| 2025-10-23 |
2025-10-24 |
ind_transportation_infrastructure |
0.0271 |
-0.0034 |
-0.0001 |
tilt_INDUSTRY |
| 2025-10-23 |
2025-10-24 |
country_ID |
0.0044 |
0.0039 |
0.0000 |
tilt_COUNTRY |
| 2025-10-23 |
2025-10-24 |
country_NZ |
0.0000 |
0.0033 |
0.0000 |
tilt_COUNTRY |
| 2025-10-23 |
2025-10-24 |
ind_household_products_services |
-0.0085 |
-0.0071 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-23 |
2025-10-24 |
ind_food_tobacco |
0.0361 |
-0.0043 |
-0.0002 |
tilt_INDUSTRY |
| 2025-10-23 |
2025-10-24 |
ind_real_estate_operations |
-0.0076 |
-0.0095 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-23 |
2025-10-24 |
market |
-0.0146 |
-0.0082 |
0.0001 |
risk_exposure |
| 2025-10-23 |
2025-10-24 |
ind_diversified_retail |
-0.0115 |
-0.0078 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-23 |
2025-10-24 |
country_HK |
0.0878 |
0.0042 |
0.0004 |
tilt_COUNTRY |
| 2025-10-23 |
2025-10-24 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-10-23 |
2025-10-24 |
ind_textiles_apparel |
0.0147 |
-0.0054 |
-0.0001 |
tilt_INDUSTRY |
| 2025-10-23 |
2025-10-24 |
ind_computers_phones_household_electronics |
0.0832 |
0.0030 |
0.0002 |
tilt_INDUSTRY |
| 2025-10-23 |
2025-10-24 |
ind_electric_utilities_ipps |
-0.1158 |
-0.0050 |
0.0006 |
tilt_INDUSTRY |
| 2025-10-23 |
2025-10-24 |
ind_oil_gas |
0.0272 |
0.0000 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-23 |
2025-10-24 |
momentum |
0.1014 |
0.0004 |
0.0000 |
alpha_MOMENTUM |
| 2025-10-23 |
2025-10-24 |
ind_office_equipment |
-0.0160 |
0.0096 |
-0.0002 |
tilt_INDUSTRY |
| 2025-10-23 |
2025-10-24 |
value_liq |
0.9673 |
-0.0002 |
-0.0002 |
alpha_VALUE |
| 2025-10-23 |
2025-10-24 |
ind_homebuilding_building_products |
-0.0326 |
0.0010 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-23 |
2025-10-24 |
ind_freight_logistics |
-0.0234 |
-0.0047 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-23 |
2025-10-24 |
ind_leisure_products |
0.0257 |
-0.0059 |
-0.0002 |
tilt_INDUSTRY |
| 2025-10-23 |
2025-10-24 |
sdiscrepancy |
NaN |
NaN |
-0.0006 |
unexplained |
| 2025-10-23 |
2025-10-24 |
ind_insurance |
-0.0015 |
-0.0074 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-23 |
2025-10-24 |
country_KR |
-0.1029 |
0.0114 |
-0.0012 |
tilt_COUNTRY |
| 2025-10-23 |
2025-10-24 |
linkage |
1.1747 |
-0.0002 |
-0.0002 |
alpha_MOMENTUM |
| 2025-10-23 |
2025-10-24 |
ind_healthcare_equipment_supplies |
-0.0814 |
-0.0029 |
0.0002 |
tilt_INDUSTRY |
| 2025-10-23 |
2025-10-24 |
linearCost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-10-23 |
2025-10-24 |
ind_consumer_goods_conglomerates |
0.0048 |
0.0069 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-23 |
2025-10-24 |
ind_media_publishing |
0.0269 |
-0.0083 |
-0.0002 |
tilt_INDUSTRY |
| 2025-10-23 |
2025-10-24 |
ind_household_goods |
-0.0441 |
-0.0022 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-23 |
2025-10-24 |
fmom |
0.5473 |
0.0001 |
0.0001 |
alpha_QUALITY |
| 2025-10-23 |
2025-10-24 |
size_SMALL |
0.0138 |
-0.0024 |
-0.0000 |
tilt_SIZE |
| 2025-10-23 |
2025-10-24 |
size_LARGE |
0.0693 |
0.0019 |
0.0001 |
tilt_SIZE |
| 2025-10-23 |
2025-10-24 |
ind_industrial_distribution |
0.0157 |
-0.0006 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-23 |
2025-10-24 |
ind_semiconductors |
0.0355 |
0.0187 |
0.0007 |
tilt_INDUSTRY |
| 2025-10-23 |
2025-10-24 |
ind_renewable_energy |
-0.0071 |
-0.0049 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-23 |
2025-10-24 |
ind_investment_services |
0.0746 |
-0.0033 |
-0.0002 |
tilt_INDUSTRY |
| 2025-10-23 |
2025-10-24 |
ind_pharmaceuticals |
-0.0706 |
-0.0060 |
0.0004 |
tilt_INDUSTRY |
| 2025-10-23 |
2025-10-24 |
ind_food_drug_retail |
0.0609 |
-0.0065 |
-0.0004 |
tilt_INDUSTRY |
| 2025-10-23 |
2025-10-24 |
value_gc |
1.5445 |
-0.0005 |
-0.0007 |
alpha_VALUE |
| 2025-10-23 |
2025-10-24 |
ind_healthcare_providers_services |
0.0107 |
-0.0070 |
-0.0001 |
tilt_INDUSTRY |
| 2025-10-23 |
2025-10-24 |
ind_holding_companies |
0.0047 |
0.0000 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-23 |
2025-10-24 |
ind_oil_gas_equipment_services |
-0.0143 |
-0.0107 |
0.0002 |
tilt_INDUSTRY |
| 2025-10-23 |
2025-10-24 |
ind_beverages |
-0.0705 |
-0.0132 |
0.0009 |
tilt_INDUSTRY |
| 2025-10-23 |
2025-10-24 |
ind_specialty_reatil |
-0.0137 |
-0.0070 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-23 |
2025-10-24 |
ind_uranium |
-0.0002 |
-0.0088 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-23 |
2025-10-24 |
country_XH |
0.1024 |
0.0002 |
0.0000 |
tilt_COUNTRY |
| 2025-10-23 |
2025-10-24 |
ind_electronic_equipment |
-0.0176 |
0.0137 |
-0.0002 |
tilt_INDUSTRY |
| 2025-10-23 |
2025-10-24 |
ind_software_it_services |
-0.0270 |
-0.0014 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-23 |
2025-10-24 |
country_AU |
-0.1003 |
0.0037 |
-0.0004 |
tilt_COUNTRY |
| 2025-10-23 |
2025-10-24 |
country_TW |
0.0216 |
-0.0087 |
-0.0002 |
tilt_COUNTRY |
| 2025-10-23 |
2025-10-24 |
reversal |
1.0203 |
0.0003 |
0.0003 |
alpha_REVERSAL |
| 2025-10-23 |
2025-10-24 |
ind_containers_packaging |
-0.0055 |
-0.0025 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-23 |
2025-10-24 |
ind_machinery |
0.1554 |
0.0074 |
0.0011 |
tilt_INDUSTRY |
| 2025-10-23 |
2025-10-24 |
ind_metals_mining |
-0.0310 |
0.0011 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-23 |
2025-10-24 |
country_SG |
0.0023 |
0.0043 |
0.0000 |
tilt_COUNTRY |
| 2025-10-23 |
2025-10-24 |
specret |
NaN |
NaN |
-0.0085 |
unexplained |
| 2025-10-23 |
2025-10-24 |
stability |
3.4646 |
0.0007 |
0.0024 |
alpha_QUALITY |
| 2025-10-23 |
2025-10-24 |
ind_biotechnology |
-0.0160 |
-0.0026 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-23 |
2025-10-24 |
country_PH |
0.0089 |
-0.0041 |
-0.0000 |
tilt_COUNTRY |
| 2025-10-23 |
2025-10-24 |
country_IN |
0.0000 |
0.0012 |
0.0000 |
tilt_COUNTRY |
| 2025-10-23 |
2025-10-24 |
ind_communications_equipment |
-0.0053 |
0.0103 |
-0.0001 |
tilt_INDUSTRY |
| 2025-10-23 |
2025-10-24 |
quality |
4.0147 |
-0.0002 |
-0.0009 |
alpha_QUALITY |
| 2025-10-23 |
2025-10-24 |
ind_telecommunications_serices |
0.1187 |
0.0008 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-23 |
2025-10-24 |
sbeta_market |
0.0571 |
0.0130 |
0.0007 |
risk_exposure |
| 2025-10-23 |
2025-10-24 |
pdiscrepancy |
NaN |
NaN |
0.0000 |
unexplained |
| 2025-10-23 |
2025-10-24 |
country_JP |
-0.0806 |
0.0008 |
-0.0001 |
tilt_COUNTRY |
| 2025-10-23 |
2025-10-24 |
revision |
2.1181 |
0.0009 |
0.0019 |
alpha_REVISION |
| 2025-10-23 |
2025-10-24 |
ind_paper_forestry |
-0.0090 |
-0.0097 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-23 |
2025-10-24 |
size_MICRO |
-0.0102 |
-0.0076 |
0.0001 |
tilt_SIZE |
| 2025-10-23 |
2025-10-24 |
country_CN |
-0.0717 |
-0.0017 |
0.0001 |
tilt_COUNTRY |
| 2025-10-23 |
2025-10-24 |
ind_natural_gas_utilities |
0.0281 |
-0.0063 |
-0.0002 |
tilt_INDUSTRY |
| 2025-10-23 |
2025-10-24 |
ind_passenger_transportation |
-0.0365 |
-0.0080 |
0.0003 |
tilt_INDUSTRY |
| 2025-10-23 |
2025-10-24 |
ind_construction_engineering |
-0.0477 |
-0.0026 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-23 |
2025-10-24 |
ind_multiline_utilities |
-0.0131 |
0.0048 |
-0.0001 |
tilt_INDUSTRY |
| 2025-10-23 |
2025-10-24 |
ind_integrated_hardware_software |
0.0152 |
0.0027 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-23 |
2025-10-24 |
size_MID |
-0.0875 |
0.0013 |
-0.0001 |
tilt_SIZE |
| 2025-10-23 |
2025-10-24 |
country_TH |
0.0714 |
0.0112 |
0.0008 |
tilt_COUNTRY |
| 2025-10-23 |
2025-10-24 |
ind_commercial_services_supplies |
-0.0643 |
-0.0037 |
0.0002 |
tilt_INDUSTRY |
| 2025-10-23 |
2025-10-24 |
ind_banking_services |
-0.0729 |
-0.0033 |
0.0002 |
tilt_INDUSTRY |
| 2025-10-23 |
2025-10-24 |
ind_water_utilities |
-0.0009 |
-0.0108 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-23 |
2025-10-24 |
bcost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-10-24 |
2025-10-27 |
ind_homebuilding_building_products |
-0.0326 |
-0.0030 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-24 |
2025-10-27 |
country_MY |
0.0413 |
-0.0015 |
-0.0001 |
tilt_COUNTRY |
| 2025-10-24 |
2025-10-27 |
revision |
2.1125 |
0.0025 |
0.0052 |
alpha_REVISION |
| 2025-10-24 |
2025-10-27 |
ind_communications_equipment |
-0.0068 |
0.0079 |
-0.0001 |
tilt_INDUSTRY |
| 2025-10-24 |
2025-10-27 |
ind_containers_packaging |
-0.0060 |
-0.0005 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-24 |
2025-10-27 |
ind_investment_services |
0.0765 |
0.0018 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-24 |
2025-10-27 |
country_CN |
-0.0759 |
-0.0016 |
0.0001 |
tilt_COUNTRY |
| 2025-10-24 |
2025-10-27 |
country_TH |
0.0672 |
-0.0149 |
-0.0010 |
tilt_COUNTRY |
| 2025-10-24 |
2025-10-27 |
market |
-0.0186 |
0.0043 |
-0.0001 |
risk_exposure |
| 2025-10-24 |
2025-10-27 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-10-24 |
2025-10-27 |
ind_holding_companies |
0.0049 |
-0.0146 |
-0.0001 |
tilt_INDUSTRY |
| 2025-10-24 |
2025-10-27 |
ind_office_equipment |
-0.0161 |
0.0070 |
-0.0001 |
tilt_INDUSTRY |
| 2025-10-24 |
2025-10-27 |
ind_healthcare_equipment_supplies |
-0.0752 |
-0.0024 |
0.0002 |
tilt_INDUSTRY |
| 2025-10-24 |
2025-10-27 |
ind_media_publishing |
0.0266 |
-0.0036 |
-0.0001 |
tilt_INDUSTRY |
| 2025-10-24 |
2025-10-27 |
ind_specialty_reatil |
-0.0144 |
-0.0042 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-24 |
2025-10-27 |
ind_fintech |
-0.0081 |
0.0039 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-24 |
2025-10-27 |
ind_multiline_utilities |
-0.0129 |
-0.0069 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-24 |
2025-10-27 |
ind_metals_mining |
-0.0245 |
0.0054 |
-0.0001 |
tilt_INDUSTRY |
| 2025-10-24 |
2025-10-27 |
quality |
4.0171 |
-0.0006 |
-0.0025 |
alpha_QUALITY |
| 2025-10-24 |
2025-10-27 |
ind_healthcare_providers_services |
0.0080 |
-0.0046 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-24 |
2025-10-27 |
country_HK |
0.1032 |
0.0035 |
0.0004 |
tilt_COUNTRY |
| 2025-10-24 |
2025-10-27 |
value_gc |
1.5464 |
-0.0004 |
-0.0006 |
alpha_VALUE |
| 2025-10-24 |
2025-10-27 |
ind_natural_gas_utilities |
0.0284 |
-0.0072 |
-0.0002 |
tilt_INDUSTRY |
| 2025-10-24 |
2025-10-27 |
country_NZ |
0.0000 |
-0.0044 |
0.0000 |
tilt_COUNTRY |
| 2025-10-24 |
2025-10-27 |
ind_passenger_transportation |
-0.0387 |
-0.0076 |
0.0003 |
tilt_INDUSTRY |
| 2025-10-24 |
2025-10-27 |
sbeta_market |
0.0555 |
0.0044 |
0.0002 |
risk_exposure |
| 2025-10-24 |
2025-10-27 |
ind_textiles_apparel |
0.0179 |
-0.0052 |
-0.0001 |
tilt_INDUSTRY |
| 2025-10-24 |
2025-10-27 |
fcost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-10-24 |
2025-10-27 |
ind_coal |
-0.0460 |
0.0010 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-24 |
2025-10-27 |
ind_integrated_hardware_software |
0.0151 |
-0.0045 |
-0.0001 |
tilt_INDUSTRY |
| 2025-10-24 |
2025-10-27 |
bcost |
NaN |
NaN |
-0.0006 |
cost |
| 2025-10-24 |
2025-10-27 |
ind_hotels_entertainment |
0.0198 |
-0.0054 |
-0.0001 |
tilt_INDUSTRY |
| 2025-10-24 |
2025-10-27 |
neglect |
1.0764 |
-0.0009 |
-0.0009 |
alpha_VALUE |
| 2025-10-24 |
2025-10-27 |
ind_computers_phones_household_electronics |
0.0831 |
0.0007 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-24 |
2025-10-27 |
ind_commercial_services_supplies |
-0.0658 |
-0.0035 |
0.0002 |
tilt_INDUSTRY |
| 2025-10-24 |
2025-10-27 |
pdiscrepancy |
NaN |
NaN |
0.0000 |
unexplained |
| 2025-10-24 |
2025-10-27 |
country_XH |
0.0992 |
-0.0013 |
-0.0001 |
tilt_COUNTRY |
| 2025-10-24 |
2025-10-27 |
ind_renewable_energy |
-0.0064 |
-0.0023 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-24 |
2025-10-27 |
size_SMALL |
0.0101 |
-0.0018 |
-0.0000 |
tilt_SIZE |
| 2025-10-24 |
2025-10-27 |
country_TW |
0.0229 |
-0.0041 |
-0.0001 |
tilt_COUNTRY |
| 2025-10-24 |
2025-10-27 |
fmom |
0.5296 |
0.0009 |
0.0005 |
alpha_QUALITY |
| 2025-10-24 |
2025-10-27 |
ind_consumer_goods_conglomerates |
0.0025 |
0.0080 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-24 |
2025-10-27 |
ind_telecommunications_serices |
0.1184 |
-0.0040 |
-0.0005 |
tilt_INDUSTRY |
| 2025-10-24 |
2025-10-27 |
ind_insurance |
-0.0021 |
-0.0032 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-24 |
2025-10-27 |
specret |
NaN |
NaN |
-0.0011 |
unexplained |
| 2025-10-24 |
2025-10-27 |
sdiscrepancy |
NaN |
NaN |
0.0002 |
unexplained |
| 2025-10-24 |
2025-10-27 |
country_PH |
0.0087 |
-0.0109 |
-0.0001 |
tilt_COUNTRY |
| 2025-10-24 |
2025-10-27 |
value_liq |
0.9908 |
0.0010 |
0.0010 |
alpha_VALUE |
| 2025-10-24 |
2025-10-27 |
momentum |
0.0662 |
0.0002 |
0.0000 |
alpha_MOMENTUM |
| 2025-10-24 |
2025-10-27 |
ind_electronic_equipment |
-0.0215 |
0.0058 |
-0.0001 |
tilt_INDUSTRY |
| 2025-10-24 |
2025-10-27 |
ind_diversified_retail |
-0.0117 |
-0.0060 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-24 |
2025-10-27 |
ind_household_products_services |
-0.0084 |
-0.0042 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-24 |
2025-10-27 |
ind_uranium |
-0.0003 |
-0.0117 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-24 |
2025-10-27 |
ind_paper_forestry |
-0.0089 |
-0.0020 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-24 |
2025-10-27 |
country_SG |
-0.0033 |
0.0013 |
-0.0000 |
tilt_COUNTRY |
| 2025-10-24 |
2025-10-27 |
country_IN |
0.0005 |
0.0005 |
0.0000 |
tilt_COUNTRY |
| 2025-10-24 |
2025-10-27 |
size_MICRO |
-0.0102 |
-0.0008 |
0.0000 |
tilt_SIZE |
| 2025-10-24 |
2025-10-27 |
country_KR |
-0.1052 |
0.0095 |
-0.0010 |
tilt_COUNTRY |
| 2025-10-24 |
2025-10-27 |
ind_biotechnology |
-0.0166 |
0.0090 |
-0.0001 |
tilt_INDUSTRY |
| 2025-10-24 |
2025-10-27 |
ind_semiconductors |
0.0342 |
0.0099 |
0.0003 |
tilt_INDUSTRY |
| 2025-10-24 |
2025-10-27 |
ind_industrial_distribution |
0.0160 |
0.0063 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-24 |
2025-10-27 |
ind_machinery |
0.1520 |
0.0018 |
0.0003 |
tilt_INDUSTRY |
| 2025-10-24 |
2025-10-27 |
ind_electric_utilities_ipps |
-0.1164 |
-0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-24 |
2025-10-27 |
ind_household_goods |
-0.0434 |
0.0014 |
-0.0001 |
tilt_INDUSTRY |
| 2025-10-24 |
2025-10-27 |
country_AU |
-0.1005 |
-0.0022 |
0.0002 |
tilt_COUNTRY |
| 2025-10-24 |
2025-10-27 |
ind_oil_gas |
0.0265 |
0.0002 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-24 |
2025-10-27 |
country_JP |
-0.0802 |
0.0060 |
-0.0005 |
tilt_COUNTRY |
| 2025-10-24 |
2025-10-27 |
ind_construction_engineering |
-0.0528 |
0.0012 |
-0.0001 |
tilt_INDUSTRY |
| 2025-10-24 |
2025-10-27 |
ind_freight_logistics |
-0.0237 |
0.0019 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-24 |
2025-10-27 |
ind_oil_gas_equipment_services |
-0.0143 |
-0.0061 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-24 |
2025-10-27 |
ind_leisure_products |
0.0255 |
-0.0113 |
-0.0003 |
tilt_INDUSTRY |
| 2025-10-24 |
2025-10-27 |
linkage |
1.2267 |
0.0003 |
0.0003 |
alpha_MOMENTUM |
| 2025-10-24 |
2025-10-27 |
ind_beverages |
-0.0712 |
-0.0074 |
0.0005 |
tilt_INDUSTRY |
| 2025-10-24 |
2025-10-27 |
linearCost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-10-24 |
2025-10-27 |
size_MID |
-0.0898 |
0.0004 |
-0.0000 |
tilt_SIZE |
| 2025-10-24 |
2025-10-27 |
stability |
3.4742 |
0.0002 |
0.0006 |
alpha_QUALITY |
| 2025-10-24 |
2025-10-27 |
ind_food_drug_retail |
0.0613 |
-0.0073 |
-0.0004 |
tilt_INDUSTRY |
| 2025-10-24 |
2025-10-27 |
ind_real_estate_operations |
-0.0083 |
-0.0068 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-24 |
2025-10-27 |
ind_automobile |
-0.0034 |
-0.0019 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-24 |
2025-10-27 |
ind_chemicals |
0.1157 |
0.0018 |
0.0002 |
tilt_INDUSTRY |
| 2025-10-24 |
2025-10-27 |
reversal |
1.0841 |
-0.0005 |
-0.0005 |
alpha_REVERSAL |
| 2025-10-24 |
2025-10-27 |
ind_transportation_infrastructure |
0.0274 |
-0.0055 |
-0.0002 |
tilt_INDUSTRY |
| 2025-10-24 |
2025-10-27 |
ind_water_utilities |
-0.0009 |
-0.0055 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-24 |
2025-10-27 |
country_ID |
0.0036 |
-0.0054 |
-0.0000 |
tilt_COUNTRY |
| 2025-10-24 |
2025-10-27 |
ind_aerospace_defense |
-0.0013 |
-0.0030 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-24 |
2025-10-27 |
ind_food_tobacco |
0.0360 |
-0.0011 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-24 |
2025-10-27 |
ind_banking_services |
-0.0605 |
-0.0020 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-24 |
2025-10-27 |
ind_construction_materials |
0.0031 |
0.0082 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-24 |
2025-10-27 |
ind_pharmaceuticals |
-0.0754 |
-0.0015 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-24 |
2025-10-27 |
size_LARGE |
0.0713 |
0.0019 |
0.0001 |
tilt_SIZE |
| 2025-10-24 |
2025-10-27 |
ind_software_it_services |
-0.0230 |
-0.0019 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-27 |
2025-10-28 |
ind_paper_forestry |
-0.0089 |
-0.0048 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-27 |
2025-10-28 |
ind_textiles_apparel |
0.0165 |
-0.0099 |
-0.0002 |
tilt_INDUSTRY |
| 2025-10-27 |
2025-10-28 |
ind_real_estate_operations |
-0.0067 |
0.0015 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-27 |
2025-10-28 |
bcost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-10-27 |
2025-10-28 |
ind_integrated_hardware_software |
0.0153 |
0.0042 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-27 |
2025-10-28 |
ind_construction_engineering |
-0.0563 |
-0.0051 |
0.0003 |
tilt_INDUSTRY |
| 2025-10-27 |
2025-10-28 |
value_gc |
1.5294 |
-0.0007 |
-0.0011 |
alpha_VALUE |
| 2025-10-27 |
2025-10-28 |
size_MICRO |
-0.0100 |
0.0010 |
-0.0000 |
tilt_SIZE |
| 2025-10-27 |
2025-10-28 |
ind_natural_gas_utilities |
0.0283 |
0.0045 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-27 |
2025-10-28 |
sbeta_market |
0.0521 |
0.0010 |
0.0001 |
risk_exposure |
| 2025-10-27 |
2025-10-28 |
ind_food_tobacco |
0.0363 |
0.0008 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-27 |
2025-10-28 |
ind_household_products_services |
-0.0085 |
0.0009 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-27 |
2025-10-28 |
linearCost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-10-27 |
2025-10-28 |
country_ID |
0.0013 |
0.0018 |
0.0000 |
tilt_COUNTRY |
| 2025-10-27 |
2025-10-28 |
country_HK |
0.1056 |
0.0013 |
0.0001 |
tilt_COUNTRY |
| 2025-10-27 |
2025-10-28 |
ind_passenger_transportation |
-0.0415 |
0.0085 |
-0.0004 |
tilt_INDUSTRY |
| 2025-10-27 |
2025-10-28 |
ind_healthcare_providers_services |
0.0084 |
0.0008 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-27 |
2025-10-28 |
country_NZ |
0.0000 |
0.0059 |
0.0000 |
tilt_COUNTRY |
| 2025-10-27 |
2025-10-28 |
country_SG |
-0.0087 |
0.0031 |
-0.0000 |
tilt_COUNTRY |
| 2025-10-27 |
2025-10-28 |
ind_beverages |
-0.0688 |
0.0023 |
-0.0002 |
tilt_INDUSTRY |
| 2025-10-27 |
2025-10-28 |
ind_communications_equipment |
-0.0040 |
0.0021 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-27 |
2025-10-28 |
ind_containers_packaging |
-0.0070 |
0.0004 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-27 |
2025-10-28 |
ind_specialty_reatil |
-0.0144 |
0.0022 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-27 |
2025-10-28 |
ind_software_it_services |
-0.0177 |
0.0010 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-27 |
2025-10-28 |
ind_holding_companies |
0.0050 |
-0.0130 |
-0.0001 |
tilt_INDUSTRY |
| 2025-10-27 |
2025-10-28 |
quality |
3.9869 |
-0.0004 |
-0.0015 |
alpha_QUALITY |
| 2025-10-27 |
2025-10-28 |
ind_multiline_utilities |
-0.0130 |
0.0033 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-27 |
2025-10-28 |
country_TH |
0.0753 |
-0.0015 |
-0.0001 |
tilt_COUNTRY |
| 2025-10-27 |
2025-10-28 |
stability |
3.4449 |
-0.0000 |
-0.0000 |
alpha_QUALITY |
| 2025-10-27 |
2025-10-28 |
country_CN |
-0.0780 |
0.0025 |
-0.0002 |
tilt_COUNTRY |
| 2025-10-27 |
2025-10-28 |
reversal |
0.9834 |
0.0001 |
0.0001 |
alpha_REVERSAL |
| 2025-10-27 |
2025-10-28 |
revision |
2.0672 |
0.0000 |
0.0000 |
alpha_REVISION |
| 2025-10-27 |
2025-10-28 |
ind_food_drug_retail |
0.0616 |
0.0018 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-27 |
2025-10-28 |
ind_water_utilities |
-0.0009 |
0.0049 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-27 |
2025-10-28 |
ind_banking_services |
-0.0579 |
0.0049 |
-0.0003 |
tilt_INDUSTRY |
| 2025-10-27 |
2025-10-28 |
size_MID |
-0.0903 |
-0.0020 |
0.0002 |
tilt_SIZE |
| 2025-10-27 |
2025-10-28 |
country_IN |
0.0010 |
0.0043 |
0.0000 |
tilt_COUNTRY |
| 2025-10-27 |
2025-10-28 |
ind_commercial_services_supplies |
-0.0674 |
-0.0011 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-27 |
2025-10-28 |
ind_electronic_equipment |
-0.0269 |
0.0019 |
-0.0001 |
tilt_INDUSTRY |
| 2025-10-27 |
2025-10-28 |
ind_oil_gas_equipment_services |
-0.0141 |
-0.0028 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-27 |
2025-10-28 |
pdiscrepancy |
NaN |
NaN |
-0.0000 |
unexplained |
| 2025-10-27 |
2025-10-28 |
country_XH |
0.0969 |
-0.0069 |
-0.0007 |
tilt_COUNTRY |
| 2025-10-27 |
2025-10-28 |
ind_machinery |
0.1515 |
0.0009 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-27 |
2025-10-28 |
country_PH |
0.0086 |
0.0064 |
0.0001 |
tilt_COUNTRY |
| 2025-10-27 |
2025-10-28 |
ind_automobile |
-0.0061 |
-0.0005 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-27 |
2025-10-28 |
ind_uranium |
-0.0010 |
-0.0383 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-27 |
2025-10-28 |
ind_telecommunications_serices |
0.1185 |
0.0032 |
0.0004 |
tilt_INDUSTRY |
| 2025-10-27 |
2025-10-28 |
country_AU |
-0.1002 |
0.0053 |
-0.0005 |
tilt_COUNTRY |
| 2025-10-27 |
2025-10-28 |
ind_metals_mining |
-0.0197 |
-0.0155 |
0.0003 |
tilt_INDUSTRY |
| 2025-10-27 |
2025-10-28 |
ind_biotechnology |
-0.0160 |
-0.0039 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-27 |
2025-10-28 |
specret |
NaN |
NaN |
-0.0028 |
unexplained |
| 2025-10-27 |
2025-10-28 |
country_TW |
0.0241 |
0.0017 |
0.0000 |
tilt_COUNTRY |
| 2025-10-27 |
2025-10-28 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-10-27 |
2025-10-28 |
ind_media_publishing |
0.0259 |
0.0045 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-27 |
2025-10-28 |
sdiscrepancy |
NaN |
NaN |
0.0003 |
unexplained |
| 2025-10-27 |
2025-10-28 |
momentum |
0.0497 |
0.0003 |
0.0000 |
alpha_MOMENTUM |
| 2025-10-27 |
2025-10-28 |
ind_transportation_infrastructure |
0.0278 |
0.0088 |
0.0002 |
tilt_INDUSTRY |
| 2025-10-27 |
2025-10-28 |
size_SMALL |
0.0068 |
-0.0000 |
-0.0000 |
tilt_SIZE |
| 2025-10-27 |
2025-10-28 |
ind_chemicals |
0.1058 |
0.0000 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-27 |
2025-10-28 |
ind_leisure_products |
0.0249 |
0.0040 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-27 |
2025-10-28 |
ind_semiconductors |
0.0280 |
-0.0016 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-27 |
2025-10-28 |
ind_renewable_energy |
-0.0058 |
-0.0036 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-27 |
2025-10-28 |
ind_healthcare_equipment_supplies |
-0.0794 |
0.0027 |
-0.0002 |
tilt_INDUSTRY |
| 2025-10-27 |
2025-10-28 |
ind_industrial_distribution |
0.0162 |
-0.0066 |
-0.0001 |
tilt_INDUSTRY |
| 2025-10-27 |
2025-10-28 |
ind_aerospace_defense |
-0.0024 |
0.0076 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-27 |
2025-10-28 |
fmom |
0.5213 |
-0.0006 |
-0.0003 |
alpha_QUALITY |
| 2025-10-27 |
2025-10-28 |
ind_pharmaceuticals |
-0.0731 |
0.0011 |
-0.0001 |
tilt_INDUSTRY |
| 2025-10-27 |
2025-10-28 |
size_LARGE |
0.0683 |
0.0032 |
0.0002 |
tilt_SIZE |
| 2025-10-27 |
2025-10-28 |
ind_electric_utilities_ipps |
-0.1164 |
0.0005 |
-0.0001 |
tilt_INDUSTRY |
| 2025-10-27 |
2025-10-28 |
ind_consumer_goods_conglomerates |
0.0005 |
-0.0011 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-27 |
2025-10-28 |
ind_freight_logistics |
-0.0237 |
0.0027 |
-0.0001 |
tilt_INDUSTRY |
| 2025-10-27 |
2025-10-28 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-10-27 |
2025-10-28 |
ind_household_goods |
-0.0432 |
-0.0019 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-27 |
2025-10-28 |
ind_construction_materials |
0.0029 |
-0.0078 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-27 |
2025-10-28 |
neglect |
1.1045 |
0.0004 |
0.0004 |
alpha_VALUE |
| 2025-10-27 |
2025-10-28 |
ind_investment_services |
0.0768 |
-0.0023 |
-0.0002 |
tilt_INDUSTRY |
| 2025-10-27 |
2025-10-28 |
ind_diversified_retail |
-0.0108 |
-0.0026 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-27 |
2025-10-28 |
ind_homebuilding_building_products |
-0.0322 |
-0.0022 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-27 |
2025-10-28 |
ind_coal |
-0.0456 |
-0.0074 |
0.0003 |
tilt_INDUSTRY |
| 2025-10-27 |
2025-10-28 |
country_MY |
0.0415 |
0.0012 |
0.0001 |
tilt_COUNTRY |
| 2025-10-27 |
2025-10-28 |
country_JP |
-0.0885 |
-0.0108 |
0.0010 |
tilt_COUNTRY |
| 2025-10-27 |
2025-10-28 |
ind_office_equipment |
-0.0157 |
-0.0198 |
0.0003 |
tilt_INDUSTRY |
| 2025-10-27 |
2025-10-28 |
country_KR |
-0.1042 |
0.0059 |
-0.0006 |
tilt_COUNTRY |
| 2025-10-27 |
2025-10-28 |
ind_insurance |
0.0114 |
0.0020 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-27 |
2025-10-28 |
ind_fintech |
-0.0081 |
0.0041 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-27 |
2025-10-28 |
ind_computers_phones_household_electronics |
0.0828 |
-0.0011 |
-0.0001 |
tilt_INDUSTRY |
| 2025-10-27 |
2025-10-28 |
market |
-0.0252 |
-0.0065 |
0.0002 |
risk_exposure |
| 2025-10-27 |
2025-10-28 |
ind_oil_gas |
0.0301 |
-0.0037 |
-0.0001 |
tilt_INDUSTRY |
| 2025-10-27 |
2025-10-28 |
value_liq |
1.0000 |
0.0000 |
0.0000 |
alpha_VALUE |
| 2025-10-27 |
2025-10-28 |
linkage |
1.1640 |
-0.0006 |
-0.0007 |
alpha_MOMENTUM |
| 2025-10-27 |
2025-10-28 |
ind_hotels_entertainment |
0.0133 |
0.0046 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-28 |
2025-10-29 |
ind_investment_services |
0.0765 |
0.0034 |
0.0003 |
tilt_INDUSTRY |
| 2025-10-28 |
2025-10-29 |
country_KR |
-0.1016 |
0.0006 |
-0.0001 |
tilt_COUNTRY |
| 2025-10-28 |
2025-10-29 |
quality |
3.9532 |
0.0017 |
0.0066 |
alpha_QUALITY |
| 2025-10-28 |
2025-10-29 |
value_liq |
1.0138 |
0.0016 |
0.0016 |
alpha_VALUE |
| 2025-10-28 |
2025-10-29 |
neglect |
1.1071 |
-0.0016 |
-0.0018 |
alpha_VALUE |
| 2025-10-28 |
2025-10-29 |
size_MID |
-0.0779 |
0.0012 |
-0.0001 |
tilt_SIZE |
| 2025-10-28 |
2025-10-29 |
ind_healthcare_equipment_supplies |
-0.0820 |
-0.0083 |
0.0007 |
tilt_INDUSTRY |
| 2025-10-28 |
2025-10-29 |
specret |
NaN |
NaN |
0.0053 |
unexplained |
| 2025-10-28 |
2025-10-29 |
country_IN |
0.0005 |
0.0075 |
0.0000 |
tilt_COUNTRY |
| 2025-10-28 |
2025-10-29 |
ind_pharmaceuticals |
-0.0678 |
-0.0033 |
0.0002 |
tilt_INDUSTRY |
| 2025-10-28 |
2025-10-29 |
ind_metals_mining |
-0.0082 |
0.0177 |
-0.0001 |
tilt_INDUSTRY |
| 2025-10-28 |
2025-10-29 |
ind_electric_utilities_ipps |
-0.1156 |
0.0043 |
-0.0005 |
tilt_INDUSTRY |
| 2025-10-28 |
2025-10-29 |
country_PH |
0.0088 |
0.0065 |
0.0001 |
tilt_COUNTRY |
| 2025-10-28 |
2025-10-29 |
ind_office_equipment |
-0.0156 |
0.0063 |
-0.0001 |
tilt_INDUSTRY |
| 2025-10-28 |
2025-10-29 |
size_LARGE |
0.0762 |
0.0022 |
0.0002 |
tilt_SIZE |
| 2025-10-28 |
2025-10-29 |
ind_communications_equipment |
-0.0001 |
-0.0036 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-28 |
2025-10-29 |
ind_diversified_retail |
-0.0144 |
-0.0045 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-28 |
2025-10-29 |
revision |
2.0799 |
0.0017 |
0.0036 |
alpha_REVISION |
| 2025-10-28 |
2025-10-29 |
ind_food_drug_retail |
0.0615 |
-0.0061 |
-0.0004 |
tilt_INDUSTRY |
| 2025-10-28 |
2025-10-29 |
ind_fintech |
-0.0078 |
0.0033 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-28 |
2025-10-29 |
reversal |
1.0423 |
-0.0008 |
-0.0008 |
alpha_REVERSAL |
| 2025-10-28 |
2025-10-29 |
country_CN |
-0.0622 |
0.0038 |
-0.0002 |
tilt_COUNTRY |
| 2025-10-28 |
2025-10-29 |
stability |
3.4030 |
-0.0005 |
-0.0016 |
alpha_QUALITY |
| 2025-10-28 |
2025-10-29 |
market |
0.0017 |
-0.0034 |
-0.0000 |
risk_exposure |
| 2025-10-28 |
2025-10-29 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-10-28 |
2025-10-29 |
ind_media_publishing |
0.0258 |
-0.0084 |
-0.0002 |
tilt_INDUSTRY |
| 2025-10-28 |
2025-10-29 |
country_TH |
0.0956 |
-0.0018 |
-0.0002 |
tilt_COUNTRY |
| 2025-10-28 |
2025-10-29 |
ind_multiline_utilities |
-0.0130 |
-0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-28 |
2025-10-29 |
ind_holding_companies |
0.0050 |
-0.0075 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-28 |
2025-10-29 |
ind_chemicals |
0.1000 |
0.0072 |
0.0007 |
tilt_INDUSTRY |
| 2025-10-28 |
2025-10-29 |
ind_water_utilities |
-0.0009 |
0.0049 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-28 |
2025-10-29 |
ind_software_it_services |
-0.0096 |
-0.0047 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-28 |
2025-10-29 |
ind_beverages |
-0.0654 |
-0.0113 |
0.0007 |
tilt_INDUSTRY |
| 2025-10-28 |
2025-10-29 |
ind_aerospace_defense |
-0.0036 |
-0.0101 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-28 |
2025-10-29 |
ind_containers_packaging |
-0.0075 |
-0.0024 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-28 |
2025-10-29 |
ind_specialty_reatil |
-0.0149 |
-0.0018 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-28 |
2025-10-29 |
ind_transportation_infrastructure |
0.0275 |
-0.0030 |
-0.0001 |
tilt_INDUSTRY |
| 2025-10-28 |
2025-10-29 |
ind_biotechnology |
-0.0154 |
-0.0070 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-28 |
2025-10-29 |
ind_oil_gas |
0.0381 |
0.0027 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-28 |
2025-10-29 |
country_AU |
-0.1000 |
-0.0083 |
0.0008 |
tilt_COUNTRY |
| 2025-10-28 |
2025-10-29 |
ind_household_products_services |
-0.0085 |
-0.0070 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-28 |
2025-10-29 |
size_MICRO |
-0.0087 |
-0.0065 |
0.0001 |
tilt_SIZE |
| 2025-10-28 |
2025-10-29 |
ind_renewable_energy |
-0.0062 |
0.0318 |
-0.0002 |
tilt_INDUSTRY |
| 2025-10-28 |
2025-10-29 |
ind_natural_gas_utilities |
0.0282 |
0.0082 |
0.0002 |
tilt_INDUSTRY |
| 2025-10-28 |
2025-10-29 |
ind_healthcare_providers_services |
0.0139 |
-0.0020 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-28 |
2025-10-29 |
ind_semiconductors |
0.0267 |
0.0014 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-28 |
2025-10-29 |
size_SMALL |
0.0121 |
-0.0025 |
-0.0000 |
tilt_SIZE |
| 2025-10-28 |
2025-10-29 |
ind_paper_forestry |
-0.0088 |
-0.0036 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-28 |
2025-10-29 |
ind_construction_materials |
0.0021 |
-0.0012 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-28 |
2025-10-29 |
country_NZ |
0.0000 |
0.0020 |
0.0000 |
tilt_COUNTRY |
| 2025-10-28 |
2025-10-29 |
sbeta_market |
0.0804 |
0.0060 |
0.0005 |
risk_exposure |
| 2025-10-28 |
2025-10-29 |
value_gc |
1.5257 |
-0.0007 |
-0.0011 |
alpha_VALUE |
| 2025-10-28 |
2025-10-29 |
linearCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-10-28 |
2025-10-29 |
country_ID |
0.0000 |
0.0125 |
0.0000 |
tilt_COUNTRY |
| 2025-10-28 |
2025-10-29 |
ind_household_goods |
-0.0440 |
-0.0038 |
0.0002 |
tilt_INDUSTRY |
| 2025-10-28 |
2025-10-29 |
country_HK |
0.1019 |
-0.0022 |
-0.0002 |
tilt_COUNTRY |
| 2025-10-28 |
2025-10-29 |
ind_hotels_entertainment |
0.0097 |
-0.0043 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-28 |
2025-10-29 |
country_JP |
-0.0858 |
-0.0119 |
0.0010 |
tilt_COUNTRY |
| 2025-10-28 |
2025-10-29 |
ind_food_tobacco |
0.0397 |
-0.0020 |
-0.0001 |
tilt_INDUSTRY |
| 2025-10-28 |
2025-10-29 |
ind_textiles_apparel |
0.0143 |
-0.0038 |
-0.0001 |
tilt_INDUSTRY |
| 2025-10-28 |
2025-10-29 |
ind_coal |
-0.0462 |
0.0009 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-28 |
2025-10-29 |
ind_automobile |
-0.0084 |
-0.0015 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-28 |
2025-10-29 |
ind_homebuilding_building_products |
-0.0316 |
-0.0020 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-28 |
2025-10-29 |
ind_uranium |
-0.0020 |
0.1038 |
-0.0002 |
tilt_INDUSTRY |
| 2025-10-28 |
2025-10-29 |
fmom |
0.5013 |
0.0001 |
0.0000 |
alpha_QUALITY |
| 2025-10-28 |
2025-10-29 |
ind_passenger_transportation |
-0.0421 |
-0.0050 |
0.0002 |
tilt_INDUSTRY |
| 2025-10-28 |
2025-10-29 |
country_MY |
0.0415 |
-0.0009 |
-0.0000 |
tilt_COUNTRY |
| 2025-10-28 |
2025-10-29 |
ind_computers_phones_household_electronics |
0.0833 |
0.0010 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-28 |
2025-10-29 |
country_TW |
0.0235 |
0.0020 |
0.0000 |
tilt_COUNTRY |
| 2025-10-28 |
2025-10-29 |
ind_telecommunications_serices |
0.1184 |
0.0007 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-28 |
2025-10-29 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-10-28 |
2025-10-29 |
ind_machinery |
0.1534 |
0.0056 |
0.0009 |
tilt_INDUSTRY |
| 2025-10-28 |
2025-10-29 |
ind_oil_gas_equipment_services |
-0.0140 |
0.0002 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-28 |
2025-10-29 |
momentum |
0.0468 |
-0.0008 |
-0.0000 |
alpha_MOMENTUM |
| 2025-10-28 |
2025-10-29 |
country_XH |
0.0974 |
-0.0026 |
-0.0002 |
tilt_COUNTRY |
| 2025-10-28 |
2025-10-29 |
pdiscrepancy |
NaN |
NaN |
-0.0001 |
unexplained |
| 2025-10-28 |
2025-10-29 |
ind_freight_logistics |
-0.0246 |
0.0007 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-28 |
2025-10-29 |
ind_consumer_goods_conglomerates |
-0.0010 |
0.0138 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-28 |
2025-10-29 |
ind_insurance |
0.0162 |
-0.0051 |
-0.0001 |
tilt_INDUSTRY |
| 2025-10-28 |
2025-10-29 |
sdiscrepancy |
NaN |
NaN |
0.0003 |
unexplained |
| 2025-10-28 |
2025-10-29 |
ind_electronic_equipment |
-0.0303 |
0.0018 |
-0.0001 |
tilt_INDUSTRY |
| 2025-10-28 |
2025-10-29 |
ind_commercial_services_supplies |
-0.0644 |
-0.0026 |
0.0002 |
tilt_INDUSTRY |
| 2025-10-28 |
2025-10-29 |
ind_banking_services |
-0.0553 |
-0.0062 |
0.0003 |
tilt_INDUSTRY |
| 2025-10-28 |
2025-10-29 |
linkage |
1.1612 |
-0.0001 |
-0.0001 |
alpha_MOMENTUM |
| 2025-10-28 |
2025-10-29 |
ind_construction_engineering |
-0.0604 |
0.0018 |
-0.0001 |
tilt_INDUSTRY |
| 2025-10-28 |
2025-10-29 |
bcost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-10-28 |
2025-10-29 |
ind_integrated_hardware_software |
0.0156 |
-0.0105 |
-0.0002 |
tilt_INDUSTRY |
| 2025-10-28 |
2025-10-29 |
ind_leisure_products |
0.0243 |
-0.0043 |
-0.0001 |
tilt_INDUSTRY |
| 2025-10-28 |
2025-10-29 |
ind_industrial_distribution |
0.0180 |
-0.0017 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-28 |
2025-10-29 |
country_SG |
-0.0179 |
-0.0010 |
0.0000 |
tilt_COUNTRY |
| 2025-10-28 |
2025-10-29 |
ind_real_estate_operations |
-0.0070 |
-0.0047 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-29 |
2025-10-30 |
value_liq |
1.0030 |
0.0009 |
0.0010 |
alpha_VALUE |
| 2025-10-29 |
2025-10-30 |
ind_integrated_hardware_software |
0.0156 |
0.0065 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-29 |
2025-10-30 |
fmom |
0.4807 |
-0.0002 |
-0.0001 |
alpha_QUALITY |
| 2025-10-29 |
2025-10-30 |
ind_oil_gas_equipment_services |
-0.0146 |
0.0283 |
-0.0004 |
tilt_INDUSTRY |
| 2025-10-29 |
2025-10-30 |
ind_biotechnology |
-0.0152 |
0.0014 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-29 |
2025-10-30 |
ind_water_utilities |
-0.0009 |
0.0009 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-29 |
2025-10-30 |
ind_food_tobacco |
0.0401 |
-0.0010 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-29 |
2025-10-30 |
ind_beverages |
-0.0664 |
0.0015 |
-0.0001 |
tilt_INDUSTRY |
| 2025-10-29 |
2025-10-30 |
ind_freight_logistics |
-0.0251 |
0.0067 |
-0.0002 |
tilt_INDUSTRY |
| 2025-10-29 |
2025-10-30 |
ind_banking_services |
-0.0546 |
0.0027 |
-0.0001 |
tilt_INDUSTRY |
| 2025-10-29 |
2025-10-30 |
linearCost |
NaN |
NaN |
-0.0004 |
cost |
| 2025-10-29 |
2025-10-30 |
ind_automobile |
-0.0041 |
0.0018 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-29 |
2025-10-30 |
linkage |
1.2406 |
0.0004 |
0.0005 |
alpha_MOMENTUM |
| 2025-10-29 |
2025-10-30 |
ind_uranium |
-0.0026 |
0.0657 |
-0.0002 |
tilt_INDUSTRY |
| 2025-10-29 |
2025-10-30 |
ind_oil_gas |
0.0435 |
0.0054 |
0.0002 |
tilt_INDUSTRY |
| 2025-10-29 |
2025-10-30 |
ind_aerospace_defense |
-0.0055 |
-0.0038 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-29 |
2025-10-30 |
market |
0.0101 |
0.0014 |
0.0000 |
risk_exposure |
| 2025-10-29 |
2025-10-30 |
impactCost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-10-29 |
2025-10-30 |
momentum |
0.0487 |
-0.0005 |
-0.0000 |
alpha_MOMENTUM |
| 2025-10-29 |
2025-10-30 |
ind_office_equipment |
-0.0158 |
-0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-29 |
2025-10-30 |
ind_healthcare_providers_services |
0.0164 |
0.0008 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-29 |
2025-10-30 |
neglect |
1.0952 |
-0.0002 |
-0.0002 |
alpha_VALUE |
| 2025-10-29 |
2025-10-30 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-10-29 |
2025-10-30 |
pdiscrepancy |
NaN |
NaN |
-0.0000 |
unexplained |
| 2025-10-29 |
2025-10-30 |
ind_natural_gas_utilities |
0.0282 |
0.0018 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-29 |
2025-10-30 |
ind_healthcare_equipment_supplies |
-0.0813 |
-0.0036 |
0.0003 |
tilt_INDUSTRY |
| 2025-10-29 |
2025-10-30 |
ind_holding_companies |
0.0050 |
-0.0073 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-29 |
2025-10-30 |
ind_chemicals |
0.0870 |
-0.0010 |
-0.0001 |
tilt_INDUSTRY |
| 2025-10-29 |
2025-10-30 |
ind_transportation_infrastructure |
0.0232 |
0.0029 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-29 |
2025-10-30 |
ind_containers_packaging |
-0.0076 |
0.0015 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-29 |
2025-10-30 |
ind_renewable_energy |
-0.0042 |
0.0134 |
-0.0001 |
tilt_INDUSTRY |
| 2025-10-29 |
2025-10-30 |
ind_real_estate_operations |
-0.0069 |
-0.0081 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-29 |
2025-10-30 |
ind_electric_utilities_ipps |
-0.1163 |
0.0067 |
-0.0008 |
tilt_INDUSTRY |
| 2025-10-29 |
2025-10-30 |
ind_consumer_goods_conglomerates |
-0.0027 |
0.0099 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-29 |
2025-10-30 |
ind_semiconductors |
0.0278 |
-0.0041 |
-0.0001 |
tilt_INDUSTRY |
| 2025-10-29 |
2025-10-30 |
ind_construction_materials |
0.0010 |
-0.0015 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-29 |
2025-10-30 |
ind_software_it_services |
0.0056 |
-0.0012 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-29 |
2025-10-30 |
ind_pharmaceuticals |
-0.0648 |
-0.0015 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-29 |
2025-10-30 |
ind_electronic_equipment |
-0.0366 |
-0.0055 |
0.0002 |
tilt_INDUSTRY |
| 2025-10-29 |
2025-10-30 |
ind_food_drug_retail |
0.0559 |
-0.0024 |
-0.0001 |
tilt_INDUSTRY |
| 2025-10-29 |
2025-10-30 |
ind_construction_engineering |
-0.0665 |
0.0025 |
-0.0002 |
tilt_INDUSTRY |
| 2025-10-29 |
2025-10-30 |
ind_specialty_reatil |
-0.0137 |
-0.0094 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-29 |
2025-10-30 |
ind_passenger_transportation |
-0.0384 |
-0.0020 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-29 |
2025-10-30 |
ind_communications_equipment |
0.0025 |
-0.0043 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-29 |
2025-10-30 |
ind_telecommunications_serices |
0.1183 |
-0.0052 |
-0.0006 |
tilt_INDUSTRY |
| 2025-10-29 |
2025-10-30 |
ind_fintech |
-0.0078 |
-0.0165 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-29 |
2025-10-30 |
ind_commercial_services_supplies |
-0.0593 |
0.0014 |
-0.0001 |
tilt_INDUSTRY |
| 2025-10-29 |
2025-10-30 |
ind_textiles_apparel |
0.0184 |
-0.0002 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-29 |
2025-10-30 |
ind_paper_forestry |
-0.0056 |
0.0028 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-29 |
2025-10-30 |
ind_coal |
-0.0466 |
0.0149 |
-0.0007 |
tilt_INDUSTRY |
| 2025-10-29 |
2025-10-30 |
bcost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-10-29 |
2025-10-30 |
ind_computers_phones_household_electronics |
0.0849 |
-0.0037 |
-0.0003 |
tilt_INDUSTRY |
| 2025-10-29 |
2025-10-30 |
country_XH |
0.0977 |
0.0016 |
0.0002 |
tilt_COUNTRY |
| 2025-10-29 |
2025-10-30 |
ind_diversified_retail |
-0.0180 |
-0.0022 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-29 |
2025-10-30 |
country_TW |
0.0253 |
0.0052 |
0.0001 |
tilt_COUNTRY |
| 2025-10-29 |
2025-10-30 |
country_MY |
0.0410 |
-0.0001 |
-0.0000 |
tilt_COUNTRY |
| 2025-10-29 |
2025-10-30 |
size_LARGE |
0.0814 |
0.0002 |
0.0000 |
tilt_SIZE |
| 2025-10-29 |
2025-10-30 |
ind_household_goods |
-0.0451 |
0.0019 |
-0.0001 |
tilt_INDUSTRY |
| 2025-10-29 |
2025-10-30 |
ind_household_products_services |
-0.0076 |
0.0002 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-29 |
2025-10-30 |
country_JP |
-0.0653 |
0.0122 |
-0.0008 |
tilt_COUNTRY |
| 2025-10-29 |
2025-10-30 |
size_MICRO |
-0.0078 |
-0.0014 |
0.0000 |
tilt_SIZE |
| 2025-10-29 |
2025-10-30 |
country_IN |
0.0000 |
-0.0032 |
0.0000 |
tilt_COUNTRY |
| 2025-10-29 |
2025-10-30 |
size_MID |
-0.0779 |
0.0001 |
-0.0000 |
tilt_SIZE |
| 2025-10-29 |
2025-10-30 |
ind_machinery |
0.1566 |
0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-29 |
2025-10-30 |
ind_industrial_distribution |
0.0190 |
0.0004 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-29 |
2025-10-30 |
country_ID |
0.0000 |
-0.0018 |
0.0000 |
tilt_COUNTRY |
| 2025-10-29 |
2025-10-30 |
size_SMALL |
0.0144 |
-0.0002 |
-0.0000 |
tilt_SIZE |
| 2025-10-29 |
2025-10-30 |
country_HK |
0.0943 |
0.0017 |
0.0002 |
tilt_COUNTRY |
| 2025-10-29 |
2025-10-30 |
specret |
NaN |
NaN |
-0.0075 |
unexplained |
| 2025-10-29 |
2025-10-30 |
ind_leisure_products |
0.0240 |
-0.0054 |
-0.0001 |
tilt_INDUSTRY |
| 2025-10-29 |
2025-10-30 |
ind_insurance |
0.0092 |
0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-29 |
2025-10-30 |
country_CN |
-0.0585 |
-0.0039 |
0.0002 |
tilt_COUNTRY |
| 2025-10-29 |
2025-10-30 |
stability |
3.3870 |
-0.0010 |
-0.0034 |
alpha_QUALITY |
| 2025-10-29 |
2025-10-30 |
country_AU |
-0.0999 |
-0.0032 |
0.0003 |
tilt_COUNTRY |
| 2025-10-29 |
2025-10-30 |
value_gc |
1.5259 |
0.0014 |
0.0021 |
alpha_VALUE |
| 2025-10-29 |
2025-10-30 |
ind_investment_services |
0.0766 |
-0.0037 |
-0.0003 |
tilt_INDUSTRY |
| 2025-10-29 |
2025-10-30 |
ind_media_publishing |
0.0245 |
-0.0011 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-29 |
2025-10-30 |
sdiscrepancy |
NaN |
NaN |
0.0003 |
unexplained |
| 2025-10-29 |
2025-10-30 |
country_KR |
-0.0983 |
-0.0056 |
0.0005 |
tilt_COUNTRY |
| 2025-10-29 |
2025-10-30 |
country_PH |
0.0087 |
0.0003 |
0.0000 |
tilt_COUNTRY |
| 2025-10-29 |
2025-10-30 |
quality |
3.9559 |
-0.0001 |
-0.0004 |
alpha_QUALITY |
| 2025-10-29 |
2025-10-30 |
country_SG |
-0.0257 |
0.0015 |
-0.0000 |
tilt_COUNTRY |
| 2025-10-29 |
2025-10-30 |
ind_multiline_utilities |
-0.0129 |
-0.0006 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-29 |
2025-10-30 |
country_NZ |
0.0000 |
0.0010 |
0.0000 |
tilt_COUNTRY |
| 2025-10-29 |
2025-10-30 |
ind_hotels_entertainment |
0.0058 |
-0.0027 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-29 |
2025-10-30 |
ind_homebuilding_building_products |
-0.0318 |
-0.0006 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-29 |
2025-10-30 |
revision |
2.0891 |
0.0017 |
0.0036 |
alpha_REVISION |
| 2025-10-29 |
2025-10-30 |
reversal |
0.9267 |
0.0004 |
0.0003 |
alpha_REVERSAL |
| 2025-10-29 |
2025-10-30 |
sbeta_market |
0.0846 |
-0.0066 |
-0.0006 |
risk_exposure |
| 2025-10-29 |
2025-10-30 |
ind_metals_mining |
-0.0002 |
0.0090 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-29 |
2025-10-30 |
country_TH |
0.0909 |
0.0057 |
0.0005 |
tilt_COUNTRY |
| 2025-10-30 |
2025-10-31 |
ind_electronic_equipment |
-0.0560 |
-0.0080 |
0.0004 |
tilt_INDUSTRY |
| 2025-10-30 |
2025-10-31 |
ind_real_estate_operations |
-0.0033 |
0.0009 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-30 |
2025-10-31 |
ind_media_publishing |
0.0154 |
0.0176 |
0.0003 |
tilt_INDUSTRY |
| 2025-10-30 |
2025-10-31 |
ind_leisure_products |
0.0237 |
0.0043 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-30 |
2025-10-31 |
ind_pharmaceuticals |
-0.0557 |
0.0167 |
-0.0009 |
tilt_INDUSTRY |
| 2025-10-30 |
2025-10-31 |
ind_electric_utilities_ipps |
-0.1121 |
-0.0073 |
0.0008 |
tilt_INDUSTRY |
| 2025-10-30 |
2025-10-31 |
ind_natural_gas_utilities |
0.0282 |
0.0075 |
0.0002 |
tilt_INDUSTRY |
| 2025-10-30 |
2025-10-31 |
ind_insurance |
0.0103 |
-0.0057 |
-0.0001 |
tilt_INDUSTRY |
| 2025-10-30 |
2025-10-31 |
ind_investment_services |
0.0622 |
-0.0091 |
-0.0006 |
tilt_INDUSTRY |
| 2025-10-30 |
2025-10-31 |
ind_multiline_utilities |
-0.0129 |
0.0068 |
-0.0001 |
tilt_INDUSTRY |
| 2025-10-30 |
2025-10-31 |
ind_healthcare_providers_services |
0.0160 |
0.0055 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-30 |
2025-10-31 |
ind_industrial_distribution |
0.0191 |
0.0027 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-30 |
2025-10-31 |
ind_office_equipment |
-0.0158 |
-0.0041 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-30 |
2025-10-31 |
ind_homebuilding_building_products |
-0.0319 |
-0.0074 |
0.0002 |
tilt_INDUSTRY |
| 2025-10-30 |
2025-10-31 |
ind_food_tobacco |
0.0373 |
0.0063 |
0.0002 |
tilt_INDUSTRY |
| 2025-10-30 |
2025-10-31 |
ind_hotels_entertainment |
0.0004 |
0.0057 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-30 |
2025-10-31 |
ind_freight_logistics |
-0.0248 |
-0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-30 |
2025-10-31 |
ind_oil_gas |
0.0441 |
0.0049 |
0.0002 |
tilt_INDUSTRY |
| 2025-10-30 |
2025-10-31 |
ind_oil_gas_equipment_services |
-0.0147 |
-0.0069 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-30 |
2025-10-31 |
ind_household_goods |
-0.0469 |
0.0083 |
-0.0004 |
tilt_INDUSTRY |
| 2025-10-30 |
2025-10-31 |
ind_passenger_transportation |
-0.0294 |
-0.0007 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-30 |
2025-10-31 |
ind_holding_companies |
0.0050 |
0.0022 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-30 |
2025-10-31 |
ind_household_products_services |
-0.0054 |
-0.0020 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-30 |
2025-10-31 |
ind_machinery |
0.1523 |
-0.0058 |
-0.0009 |
tilt_INDUSTRY |
| 2025-10-30 |
2025-10-31 |
ind_paper_forestry |
-0.0012 |
-0.0004 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-30 |
2025-10-31 |
ind_metals_mining |
-0.0005 |
-0.0074 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-30 |
2025-10-31 |
ind_fintech |
-0.0079 |
-0.0040 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-30 |
2025-10-31 |
ind_healthcare_equipment_supplies |
-0.0820 |
0.0098 |
-0.0008 |
tilt_INDUSTRY |
| 2025-10-30 |
2025-10-31 |
ind_food_drug_retail |
0.0483 |
0.0018 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-30 |
2025-10-31 |
bcost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-10-30 |
2025-10-31 |
ind_integrated_hardware_software |
0.0148 |
-0.0016 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-30 |
2025-10-31 |
ind_containers_packaging |
-0.0076 |
-0.0020 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-30 |
2025-10-31 |
country_XH |
0.0977 |
-0.0151 |
-0.0015 |
tilt_COUNTRY |
| 2025-10-30 |
2025-10-31 |
country_TW |
0.0282 |
0.0047 |
0.0001 |
tilt_COUNTRY |
| 2025-10-30 |
2025-10-31 |
quality |
3.8102 |
0.0010 |
0.0040 |
alpha_QUALITY |
| 2025-10-30 |
2025-10-31 |
country_TH |
0.0827 |
0.0005 |
0.0000 |
tilt_COUNTRY |
| 2025-10-30 |
2025-10-31 |
reversal |
1.0526 |
0.0007 |
0.0008 |
alpha_REVERSAL |
| 2025-10-30 |
2025-10-31 |
country_SG |
-0.0291 |
0.0021 |
-0.0001 |
tilt_COUNTRY |
| 2025-10-30 |
2025-10-31 |
revision |
1.9296 |
-0.0006 |
-0.0011 |
alpha_REVISION |
| 2025-10-30 |
2025-10-31 |
country_PH |
0.0087 |
0.0030 |
0.0000 |
tilt_COUNTRY |
| 2025-10-30 |
2025-10-31 |
sbeta_market |
0.0839 |
0.0053 |
0.0004 |
risk_exposure |
| 2025-10-30 |
2025-10-31 |
country_NZ |
0.0000 |
0.0142 |
0.0000 |
tilt_COUNTRY |
| 2025-10-30 |
2025-10-31 |
sdiscrepancy |
NaN |
NaN |
-0.0009 |
unexplained |
| 2025-10-30 |
2025-10-31 |
country_MY |
0.0404 |
-0.0002 |
-0.0000 |
tilt_COUNTRY |
| 2025-10-30 |
2025-10-31 |
pdiscrepancy |
NaN |
NaN |
0.0000 |
unexplained |
| 2025-10-30 |
2025-10-31 |
size_LARGE |
0.0744 |
-0.0029 |
-0.0002 |
tilt_SIZE |
| 2025-10-30 |
2025-10-31 |
country_JP |
-0.0586 |
0.0065 |
-0.0004 |
tilt_COUNTRY |
| 2025-10-30 |
2025-10-31 |
size_MICRO |
-0.0096 |
0.0055 |
-0.0001 |
tilt_SIZE |
| 2025-10-30 |
2025-10-31 |
country_IN |
0.0000 |
-0.0018 |
0.0000 |
tilt_COUNTRY |
| 2025-10-30 |
2025-10-31 |
size_MID |
-0.0705 |
-0.0022 |
0.0002 |
tilt_SIZE |
| 2025-10-30 |
2025-10-31 |
country_ID |
0.0000 |
-0.0045 |
0.0000 |
tilt_COUNTRY |
| 2025-10-30 |
2025-10-31 |
size_SMALL |
0.0132 |
0.0042 |
0.0001 |
tilt_SIZE |
| 2025-10-30 |
2025-10-31 |
country_HK |
0.0892 |
-0.0070 |
-0.0006 |
tilt_COUNTRY |
| 2025-10-30 |
2025-10-31 |
specret |
NaN |
NaN |
0.0002 |
unexplained |
| 2025-10-30 |
2025-10-31 |
country_CN |
-0.0534 |
-0.0001 |
0.0000 |
tilt_COUNTRY |
| 2025-10-30 |
2025-10-31 |
stability |
3.1896 |
-0.0005 |
-0.0016 |
alpha_QUALITY |
| 2025-10-30 |
2025-10-31 |
country_AU |
-0.0991 |
0.0038 |
-0.0004 |
tilt_COUNTRY |
| 2025-10-30 |
2025-10-31 |
value_gc |
1.4739 |
0.0002 |
0.0003 |
alpha_VALUE |
| 2025-10-30 |
2025-10-31 |
country_KR |
-0.0994 |
0.0006 |
-0.0001 |
tilt_COUNTRY |
| 2025-10-30 |
2025-10-31 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-10-30 |
2025-10-31 |
neglect |
1.0730 |
0.0014 |
0.0015 |
alpha_VALUE |
| 2025-10-30 |
2025-10-31 |
fmom |
0.3809 |
0.0001 |
0.0000 |
alpha_QUALITY |
| 2025-10-30 |
2025-10-31 |
ind_renewable_energy |
-0.0109 |
-0.0100 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-30 |
2025-10-31 |
ind_consumer_goods_conglomerates |
-0.0059 |
0.0095 |
-0.0001 |
tilt_INDUSTRY |
| 2025-10-30 |
2025-10-31 |
ind_semiconductors |
0.0433 |
-0.0129 |
-0.0006 |
tilt_INDUSTRY |
| 2025-10-30 |
2025-10-31 |
ind_construction_materials |
0.0001 |
0.0010 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-30 |
2025-10-31 |
ind_software_it_services |
0.0285 |
0.0104 |
0.0003 |
tilt_INDUSTRY |
| 2025-10-30 |
2025-10-31 |
ind_construction_engineering |
-0.0770 |
-0.0049 |
0.0004 |
tilt_INDUSTRY |
| 2025-10-30 |
2025-10-31 |
ind_computers_phones_household_electronics |
0.0840 |
-0.0047 |
-0.0004 |
tilt_INDUSTRY |
| 2025-10-30 |
2025-10-31 |
ind_specialty_reatil |
-0.0124 |
-0.0042 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-30 |
2025-10-31 |
ind_communications_equipment |
0.0030 |
-0.0121 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-30 |
2025-10-31 |
ind_telecommunications_serices |
0.1179 |
0.0051 |
0.0006 |
tilt_INDUSTRY |
| 2025-10-30 |
2025-10-31 |
ind_commercial_services_supplies |
-0.0595 |
0.0048 |
-0.0003 |
tilt_INDUSTRY |
| 2025-10-30 |
2025-10-31 |
ind_textiles_apparel |
0.0231 |
0.0041 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-30 |
2025-10-31 |
ind_coal |
-0.0402 |
-0.0050 |
0.0002 |
tilt_INDUSTRY |
| 2025-10-30 |
2025-10-31 |
ind_transportation_infrastructure |
0.0207 |
0.0006 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-30 |
2025-10-31 |
ind_chemicals |
0.0770 |
-0.0020 |
-0.0002 |
tilt_INDUSTRY |
| 2025-10-30 |
2025-10-31 |
ind_uranium |
-0.0025 |
0.0081 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-30 |
2025-10-31 |
ind_biotechnology |
-0.0151 |
0.0217 |
-0.0003 |
tilt_INDUSTRY |
| 2025-10-30 |
2025-10-31 |
ind_water_utilities |
-0.0005 |
-0.0058 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-30 |
2025-10-31 |
ind_beverages |
-0.0551 |
0.0095 |
-0.0005 |
tilt_INDUSTRY |
| 2025-10-30 |
2025-10-31 |
ind_banking_services |
-0.0567 |
0.0036 |
-0.0002 |
tilt_INDUSTRY |
| 2025-10-30 |
2025-10-31 |
linearCost |
NaN |
NaN |
-0.0008 |
cost |
| 2025-10-30 |
2025-10-31 |
ind_automobile |
-0.0027 |
0.0018 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-30 |
2025-10-31 |
linkage |
1.2144 |
0.0004 |
0.0005 |
alpha_MOMENTUM |
| 2025-10-30 |
2025-10-31 |
ind_aerospace_defense |
-0.0069 |
-0.0056 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-30 |
2025-10-31 |
market |
0.0075 |
-0.0064 |
-0.0000 |
risk_exposure |
| 2025-10-30 |
2025-10-31 |
impactCost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-10-30 |
2025-10-31 |
momentum |
0.0396 |
0.0010 |
0.0000 |
alpha_MOMENTUM |
| 2025-10-30 |
2025-10-31 |
ind_diversified_retail |
-0.0137 |
0.0027 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-30 |
2025-10-31 |
value_liq |
1.0365 |
-0.0022 |
-0.0022 |
alpha_VALUE |