| 2024-12-31 |
2025-01-01 |
ind_commercial_services_supplies |
0.0054 |
-0.0000 |
-0.0000 |
tilt_INDUSTRY |
| 2024-12-31 |
2025-01-01 |
country_JP |
-0.0798 |
-0.0003 |
0.0000 |
tilt_COUNTRY |
| 2024-12-31 |
2025-01-01 |
ind_integrated_hardware_software |
0.0080 |
-0.0002 |
-0.0000 |
tilt_INDUSTRY |
| 2024-12-31 |
2025-01-01 |
ind_metals_mining |
-0.0424 |
-0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2024-12-31 |
2025-01-01 |
ind_beverages |
-0.0866 |
0.0001 |
-0.0000 |
tilt_INDUSTRY |
| 2024-12-31 |
2025-01-01 |
ind_electric_utilities_ipps |
0.0284 |
-0.0002 |
-0.0000 |
tilt_INDUSTRY |
| 2024-12-31 |
2025-01-01 |
ind_real_estate_operations |
0.0093 |
-0.0002 |
-0.0000 |
tilt_INDUSTRY |
| 2024-12-31 |
2025-01-01 |
ind_aerospace_defense |
0.0212 |
0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2024-12-31 |
2025-01-01 |
value_gc |
1.1594 |
0.0000 |
0.0000 |
alpha_VALUE |
| 2024-12-31 |
2025-01-01 |
ind_transportation_infrastructure |
0.0003 |
-0.0001 |
-0.0000 |
tilt_INDUSTRY |
| 2024-12-31 |
2025-01-01 |
country_IN |
0.0613 |
0.0051 |
0.0003 |
tilt_COUNTRY |
| 2024-12-31 |
2025-01-01 |
ind_chemicals |
0.0136 |
0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2024-12-31 |
2025-01-01 |
ind_hotels_entertainment |
-0.0524 |
-0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2024-12-31 |
2025-01-01 |
ind_communications_equipment |
-0.0015 |
0.0000 |
-0.0000 |
tilt_INDUSTRY |
| 2024-12-31 |
2025-01-01 |
ind_oil_gas_equipment_services |
-0.0131 |
-0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2024-12-31 |
2025-01-01 |
country_XH |
-0.0334 |
-0.0002 |
0.0000 |
tilt_COUNTRY |
| 2024-12-31 |
2025-01-01 |
ind_textiles_apparel |
-0.0376 |
-0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2024-12-31 |
2025-01-01 |
country_KR |
0.0000 |
-0.0003 |
0.0000 |
tilt_COUNTRY |
| 2024-12-31 |
2025-01-01 |
ind_biotechnology |
-0.0115 |
0.0002 |
-0.0000 |
tilt_INDUSTRY |
| 2024-12-31 |
2025-01-01 |
country_AU |
-0.0993 |
-0.0002 |
0.0000 |
tilt_COUNTRY |
| 2024-12-31 |
2025-01-01 |
country_HK |
0.1446 |
-0.0002 |
-0.0000 |
tilt_COUNTRY |
| 2024-12-31 |
2025-01-01 |
fmom |
1.3759 |
-0.0000 |
-0.0000 |
alpha_QUALITY |
| 2024-12-31 |
2025-01-01 |
ind_telecommunications_serices |
0.0163 |
0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2024-12-31 |
2025-01-01 |
neglect |
1.1235 |
0.0000 |
0.0000 |
alpha_VALUE |
| 2024-12-31 |
2025-01-01 |
quality |
3.3687 |
0.0000 |
0.0000 |
alpha_QUALITY |
| 2024-12-31 |
2025-01-01 |
pdiscrepancy |
NaN |
NaN |
-0.0000 |
unexplained |
| 2024-12-31 |
2025-01-01 |
ind_healthcare_equipment_supplies |
-0.0258 |
0.0000 |
-0.0000 |
tilt_INDUSTRY |
| 2024-12-31 |
2025-01-01 |
ind_machinery |
0.0858 |
0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2024-12-31 |
2025-01-01 |
ind_consumer_goods_conglomerates |
0.0211 |
0.0000 |
0.0000 |
tilt_INDUSTRY |
| 2024-12-31 |
2025-01-01 |
ind_media_publishing |
0.0020 |
0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2024-12-31 |
2025-01-01 |
ind_investment_services |
0.1187 |
0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2024-12-31 |
2025-01-01 |
ind_computers_phones_household_electronics |
-0.0041 |
-0.0000 |
0.0000 |
tilt_INDUSTRY |
| 2024-12-31 |
2025-01-01 |
market |
-0.0192 |
0.0004 |
-0.0000 |
risk_exposure |
| 2024-12-31 |
2025-01-01 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2024-12-31 |
2025-01-01 |
ind_natural_gas_utilities |
-0.0078 |
-0.0005 |
0.0000 |
tilt_INDUSTRY |
| 2024-12-31 |
2025-01-01 |
ind_industrial_distribution |
-0.0053 |
0.0003 |
-0.0000 |
tilt_INDUSTRY |
| 2024-12-31 |
2025-01-01 |
ind_software_it_services |
0.0902 |
-0.0001 |
-0.0000 |
tilt_INDUSTRY |
| 2024-12-31 |
2025-01-01 |
ind_homebuilding_building_products |
-0.0014 |
-0.0002 |
0.0000 |
tilt_INDUSTRY |
| 2024-12-31 |
2025-01-01 |
ind_household_products_services |
-0.0311 |
-0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2024-12-31 |
2025-01-01 |
sbeta_market |
0.0230 |
-0.0001 |
-0.0000 |
risk_exposure |
| 2024-12-31 |
2025-01-01 |
ind_electronic_equipment |
-0.0125 |
0.0000 |
-0.0000 |
tilt_INDUSTRY |
| 2024-12-31 |
2025-01-01 |
country_PH |
0.0007 |
-0.0002 |
-0.0000 |
tilt_COUNTRY |
| 2024-12-31 |
2025-01-01 |
reversal |
0.9552 |
0.0000 |
0.0000 |
alpha_REVERSAL |
| 2024-12-31 |
2025-01-01 |
revision |
0.9857 |
-0.0000 |
-0.0000 |
alpha_REVISION |
| 2024-12-31 |
2025-01-01 |
stability |
4.8646 |
-0.0000 |
-0.0002 |
alpha_QUALITY |
| 2024-12-31 |
2025-01-01 |
ind_insurance |
0.1292 |
0.0002 |
0.0000 |
tilt_INDUSTRY |
| 2024-12-31 |
2025-01-01 |
sdiscrepancy |
NaN |
NaN |
0.0000 |
unexplained |
| 2024-12-31 |
2025-01-01 |
ind_uranium |
-0.0003 |
-0.0002 |
0.0000 |
tilt_INDUSTRY |
| 2024-12-31 |
2025-01-01 |
ind_automobile |
-0.0069 |
0.0000 |
-0.0000 |
tilt_INDUSTRY |
| 2024-12-31 |
2025-01-01 |
ind_food_tobacco |
0.1450 |
-0.0001 |
-0.0000 |
tilt_INDUSTRY |
| 2024-12-31 |
2025-01-01 |
ind_containers_packaging |
-0.0179 |
-0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2024-12-31 |
2025-01-01 |
ind_pharmaceuticals |
-0.0493 |
-0.0000 |
0.0000 |
tilt_INDUSTRY |
| 2024-12-31 |
2025-01-01 |
ind_paper_forestry |
-0.0101 |
0.0001 |
-0.0000 |
tilt_INDUSTRY |
| 2024-12-31 |
2025-01-01 |
value_liq |
0.4203 |
-0.0000 |
-0.0000 |
alpha_VALUE |
| 2024-12-31 |
2025-01-01 |
size_SMALL |
-0.0168 |
0.0001 |
-0.0000 |
tilt_SIZE |
| 2024-12-31 |
2025-01-01 |
linearCost |
NaN |
NaN |
-0.0000 |
cost |
| 2024-12-31 |
2025-01-01 |
ind_oil_gas |
-0.0543 |
0.0002 |
-0.0000 |
tilt_INDUSTRY |
| 2024-12-31 |
2025-01-01 |
ind_construction_materials |
-0.0196 |
-0.0012 |
0.0000 |
tilt_INDUSTRY |
| 2024-12-31 |
2025-01-01 |
size_LARGE |
0.0933 |
-0.0002 |
-0.0000 |
tilt_SIZE |
| 2024-12-31 |
2025-01-01 |
country_TW |
-0.0381 |
-0.0003 |
0.0000 |
tilt_COUNTRY |
| 2024-12-31 |
2025-01-01 |
ind_semiconductors |
-0.0427 |
0.0000 |
-0.0000 |
tilt_INDUSTRY |
| 2024-12-31 |
2025-01-01 |
linkage |
1.1446 |
0.0000 |
0.0000 |
alpha_MOMENTUM |
| 2024-12-31 |
2025-01-01 |
ind_leisure_products |
-0.0162 |
-0.0000 |
0.0000 |
tilt_INDUSTRY |
| 2024-12-31 |
2025-01-01 |
ind_holding_companies |
0.0000 |
-0.0009 |
0.0000 |
tilt_INDUSTRY |
| 2024-12-31 |
2025-01-01 |
ind_water_utilities |
-0.0052 |
0.0006 |
-0.0000 |
tilt_INDUSTRY |
| 2024-12-31 |
2025-01-01 |
ind_food_drug_retail |
-0.0606 |
-0.0002 |
0.0000 |
tilt_INDUSTRY |
| 2024-12-31 |
2025-01-01 |
ind_passenger_transportation |
0.0587 |
0.0000 |
0.0000 |
tilt_INDUSTRY |
| 2024-12-31 |
2025-01-01 |
country_SG |
0.0391 |
-0.0003 |
-0.0000 |
tilt_COUNTRY |
| 2024-12-31 |
2025-01-01 |
ind_reits |
0.0084 |
0.0000 |
0.0000 |
tilt_INDUSTRY |
| 2024-12-31 |
2025-01-01 |
ind_coal |
-0.0419 |
-0.0000 |
0.0000 |
tilt_INDUSTRY |
| 2024-12-31 |
2025-01-01 |
ind_multiline_utilities |
-0.0110 |
-0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2024-12-31 |
2025-01-01 |
country_CN |
0.0787 |
-0.0003 |
-0.0000 |
tilt_COUNTRY |
| 2024-12-31 |
2025-01-01 |
country_ID |
0.0124 |
-0.0003 |
-0.0000 |
tilt_COUNTRY |
| 2024-12-31 |
2025-01-01 |
momentum |
0.3454 |
0.0000 |
0.0000 |
alpha_MOMENTUM |
| 2024-12-31 |
2025-01-01 |
ind_specialty_reatil |
-0.0047 |
0.0002 |
-0.0000 |
tilt_INDUSTRY |
| 2024-12-31 |
2025-01-01 |
specret |
NaN |
NaN |
-0.0000 |
unexplained |
| 2024-12-31 |
2025-01-01 |
country_MY |
0.0159 |
-0.0004 |
-0.0000 |
tilt_COUNTRY |
| 2024-12-31 |
2025-01-01 |
country_NZ |
-0.0188 |
-0.0004 |
0.0000 |
tilt_COUNTRY |
| 2024-12-31 |
2025-01-01 |
size_MID |
-0.0899 |
0.0001 |
-0.0000 |
tilt_SIZE |
| 2024-12-31 |
2025-01-01 |
ind_office_equipment |
0.0009 |
-0.0000 |
-0.0000 |
tilt_INDUSTRY |
| 2024-12-31 |
2025-01-01 |
ind_renewable_energy |
0.0259 |
0.0000 |
0.0000 |
tilt_INDUSTRY |
| 2024-12-31 |
2025-01-01 |
ind_freight_logistics |
0.0531 |
-0.0000 |
-0.0000 |
tilt_INDUSTRY |
| 2024-12-31 |
2025-01-01 |
ind_diversified_retail |
-0.0048 |
0.0000 |
-0.0000 |
tilt_INDUSTRY |
| 2024-12-31 |
2025-01-01 |
impactCost |
NaN |
NaN |
-0.0000 |
cost |
| 2024-12-31 |
2025-01-01 |
ind_household_goods |
-0.0520 |
-0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2024-12-31 |
2025-01-01 |
ind_construction_engineering |
-0.0974 |
0.0001 |
-0.0000 |
tilt_INDUSTRY |
| 2024-12-31 |
2025-01-01 |
country_TH |
-0.1027 |
-0.0004 |
0.0000 |
tilt_COUNTRY |
| 2024-12-31 |
2025-01-01 |
ind_healthcare_providers_services |
-0.0406 |
0.0008 |
-0.0000 |
tilt_INDUSTRY |
| 2024-12-31 |
2025-01-01 |
ind_banking_services |
-0.0027 |
-0.0000 |
0.0000 |
tilt_INDUSTRY |
| 2024-12-31 |
2025-01-01 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2024-12-31 |
2025-01-01 |
ind_fintech |
0.0106 |
0.0002 |
0.0000 |
tilt_INDUSTRY |
| 2024-12-31 |
2025-01-01 |
size_MICRO |
-0.0058 |
0.0003 |
-0.0000 |
tilt_SIZE |
| 2025-01-01 |
2025-01-02 |
sdiscrepancy |
NaN |
NaN |
-0.0002 |
unexplained |
| 2025-01-01 |
2025-01-02 |
ind_office_equipment |
0.0009 |
0.0011 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-01 |
2025-01-02 |
value_gc |
1.1683 |
0.0011 |
0.0013 |
alpha_VALUE |
| 2025-01-01 |
2025-01-02 |
pdiscrepancy |
NaN |
NaN |
0.0000 |
unexplained |
| 2025-01-01 |
2025-01-02 |
ind_freight_logistics |
0.0506 |
0.0016 |
0.0001 |
tilt_INDUSTRY |
| 2025-01-01 |
2025-01-02 |
ind_software_it_services |
0.0906 |
-0.0027 |
-0.0002 |
tilt_INDUSTRY |
| 2025-01-01 |
2025-01-02 |
ind_fintech |
0.0101 |
-0.0167 |
-0.0002 |
tilt_INDUSTRY |
| 2025-01-01 |
2025-01-02 |
ind_coal |
-0.0357 |
0.0017 |
-0.0001 |
tilt_INDUSTRY |
| 2025-01-01 |
2025-01-02 |
ind_household_products_services |
-0.0306 |
0.0056 |
-0.0002 |
tilt_INDUSTRY |
| 2025-01-01 |
2025-01-02 |
stability |
4.8022 |
0.0002 |
0.0009 |
alpha_QUALITY |
| 2025-01-01 |
2025-01-02 |
reversal |
1.1252 |
0.0016 |
0.0018 |
alpha_REVERSAL |
| 2025-01-01 |
2025-01-02 |
ind_aerospace_defense |
0.0213 |
-0.0123 |
-0.0003 |
tilt_INDUSTRY |
| 2025-01-01 |
2025-01-02 |
ind_banking_services |
0.0112 |
0.0013 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-01 |
2025-01-02 |
ind_pharmaceuticals |
-0.0465 |
0.0001 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-01 |
2025-01-02 |
country_CN |
0.0897 |
-0.0121 |
-0.0011 |
tilt_COUNTRY |
| 2025-01-01 |
2025-01-02 |
country_HK |
0.1310 |
-0.0046 |
-0.0006 |
tilt_COUNTRY |
| 2025-01-01 |
2025-01-02 |
country_PH |
0.0009 |
0.0140 |
0.0000 |
tilt_COUNTRY |
| 2025-01-01 |
2025-01-02 |
ind_construction_materials |
-0.0193 |
0.0086 |
-0.0002 |
tilt_INDUSTRY |
| 2025-01-01 |
2025-01-02 |
ind_uranium |
-0.0003 |
0.0302 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-01 |
2025-01-02 |
size_SMALL |
-0.0096 |
0.0014 |
-0.0000 |
tilt_SIZE |
| 2025-01-01 |
2025-01-02 |
ind_investment_services |
0.1173 |
-0.0131 |
-0.0015 |
tilt_INDUSTRY |
| 2025-01-01 |
2025-01-02 |
ind_media_publishing |
0.0001 |
0.0050 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-01 |
2025-01-02 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-01-01 |
2025-01-02 |
ind_household_goods |
-0.0514 |
0.0194 |
-0.0010 |
tilt_INDUSTRY |
| 2025-01-01 |
2025-01-02 |
ind_insurance |
0.1224 |
-0.0055 |
-0.0007 |
tilt_INDUSTRY |
| 2025-01-01 |
2025-01-02 |
neglect |
1.1083 |
0.0001 |
0.0001 |
alpha_VALUE |
| 2025-01-01 |
2025-01-02 |
ind_consumer_goods_conglomerates |
0.0208 |
0.0045 |
0.0001 |
tilt_INDUSTRY |
| 2025-01-01 |
2025-01-02 |
country_TW |
-0.0374 |
0.0051 |
-0.0002 |
tilt_COUNTRY |
| 2025-01-01 |
2025-01-02 |
quality |
3.3382 |
0.0008 |
0.0027 |
alpha_QUALITY |
| 2025-01-01 |
2025-01-02 |
ind_reits |
0.0084 |
0.0000 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-01 |
2025-01-02 |
linkage |
1.1294 |
0.0003 |
0.0004 |
alpha_MOMENTUM |
| 2025-01-01 |
2025-01-02 |
ind_oil_gas_equipment_services |
-0.0129 |
0.0073 |
-0.0001 |
tilt_INDUSTRY |
| 2025-01-01 |
2025-01-02 |
country_IN |
0.0641 |
0.0200 |
0.0013 |
tilt_COUNTRY |
| 2025-01-01 |
2025-01-02 |
ind_oil_gas |
-0.0551 |
0.0058 |
-0.0003 |
tilt_INDUSTRY |
| 2025-01-01 |
2025-01-02 |
ind_multiline_utilities |
-0.0103 |
-0.0029 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-01 |
2025-01-02 |
ind_food_drug_retail |
-0.0601 |
-0.0006 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-01 |
2025-01-02 |
country_SG |
0.0375 |
0.0123 |
0.0005 |
tilt_COUNTRY |
| 2025-01-01 |
2025-01-02 |
ind_semiconductors |
-0.0407 |
-0.0061 |
0.0002 |
tilt_INDUSTRY |
| 2025-01-01 |
2025-01-02 |
ind_natural_gas_utilities |
-0.0078 |
-0.0008 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-01 |
2025-01-02 |
value_liq |
0.4644 |
-0.0008 |
-0.0004 |
alpha_VALUE |
| 2025-01-01 |
2025-01-02 |
ind_containers_packaging |
-0.0178 |
0.0059 |
-0.0001 |
tilt_INDUSTRY |
| 2025-01-01 |
2025-01-02 |
ind_specialty_reatil |
-0.0047 |
0.0028 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-01 |
2025-01-02 |
ind_healthcare_equipment_supplies |
-0.0245 |
0.0034 |
-0.0001 |
tilt_INDUSTRY |
| 2025-01-01 |
2025-01-02 |
country_ID |
0.0129 |
0.0175 |
0.0002 |
tilt_COUNTRY |
| 2025-01-01 |
2025-01-02 |
fmom |
1.3385 |
-0.0006 |
-0.0008 |
alpha_QUALITY |
| 2025-01-01 |
2025-01-02 |
specret |
NaN |
NaN |
-0.0002 |
unexplained |
| 2025-01-01 |
2025-01-02 |
ind_electronic_equipment |
-0.0110 |
-0.0034 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-01 |
2025-01-02 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-01-01 |
2025-01-02 |
ind_construction_engineering |
-0.0953 |
-0.0041 |
0.0004 |
tilt_INDUSTRY |
| 2025-01-01 |
2025-01-02 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-01-01 |
2025-01-02 |
country_NZ |
-0.0184 |
0.0128 |
-0.0002 |
tilt_COUNTRY |
| 2025-01-01 |
2025-01-02 |
ind_leisure_products |
-0.0160 |
0.0034 |
-0.0001 |
tilt_INDUSTRY |
| 2025-01-01 |
2025-01-02 |
size_MID |
-0.0917 |
-0.0023 |
0.0002 |
tilt_SIZE |
| 2025-01-01 |
2025-01-02 |
ind_homebuilding_building_products |
-0.0007 |
0.0048 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-01 |
2025-01-02 |
ind_water_utilities |
-0.0051 |
-0.0039 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-01 |
2025-01-02 |
country_MY |
0.0157 |
0.0061 |
0.0001 |
tilt_COUNTRY |
| 2025-01-01 |
2025-01-02 |
country_XH |
-0.0326 |
-0.0108 |
0.0004 |
tilt_COUNTRY |
| 2025-01-01 |
2025-01-02 |
ind_renewable_energy |
0.0260 |
0.0034 |
0.0001 |
tilt_INDUSTRY |
| 2025-01-01 |
2025-01-02 |
country_KR |
0.0000 |
0.0092 |
0.0000 |
tilt_COUNTRY |
| 2025-01-01 |
2025-01-02 |
ind_diversified_retail |
-0.0048 |
0.0033 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-01 |
2025-01-02 |
ind_integrated_hardware_software |
0.0085 |
-0.0103 |
-0.0001 |
tilt_INDUSTRY |
| 2025-01-01 |
2025-01-02 |
country_TH |
-0.0987 |
0.0030 |
-0.0003 |
tilt_COUNTRY |
| 2025-01-01 |
2025-01-02 |
size_MICRO |
-0.0045 |
0.0090 |
-0.0000 |
tilt_SIZE |
| 2025-01-01 |
2025-01-02 |
momentum |
0.3352 |
0.0003 |
0.0001 |
alpha_MOMENTUM |
| 2025-01-01 |
2025-01-02 |
ind_electric_utilities_ipps |
0.0251 |
-0.0048 |
-0.0001 |
tilt_INDUSTRY |
| 2025-01-01 |
2025-01-02 |
ind_healthcare_providers_services |
-0.0410 |
0.0037 |
-0.0002 |
tilt_INDUSTRY |
| 2025-01-01 |
2025-01-02 |
ind_food_tobacco |
0.1439 |
0.0054 |
0.0008 |
tilt_INDUSTRY |
| 2025-01-01 |
2025-01-02 |
sbeta_market |
0.0240 |
-0.0055 |
-0.0001 |
risk_exposure |
| 2025-01-01 |
2025-01-02 |
ind_paper_forestry |
-0.0105 |
0.0028 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-01 |
2025-01-02 |
size_LARGE |
0.0932 |
0.0012 |
0.0001 |
tilt_SIZE |
| 2025-01-01 |
2025-01-02 |
linearCost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-01-01 |
2025-01-02 |
ind_holding_companies |
0.0000 |
-0.0023 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-01 |
2025-01-02 |
ind_passenger_transportation |
0.0585 |
0.0021 |
0.0001 |
tilt_INDUSTRY |
| 2025-01-01 |
2025-01-02 |
ind_automobile |
-0.0059 |
0.0012 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-01 |
2025-01-02 |
ind_hotels_entertainment |
-0.0511 |
0.0025 |
-0.0001 |
tilt_INDUSTRY |
| 2025-01-01 |
2025-01-02 |
ind_commercial_services_supplies |
0.0058 |
-0.0010 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-01 |
2025-01-02 |
ind_communications_equipment |
-0.0004 |
-0.0084 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-01 |
2025-01-02 |
market |
-0.0126 |
-0.0085 |
0.0001 |
risk_exposure |
| 2025-01-01 |
2025-01-02 |
country_AU |
-0.0987 |
0.0149 |
-0.0015 |
tilt_COUNTRY |
| 2025-01-01 |
2025-01-02 |
ind_machinery |
0.0717 |
-0.0013 |
-0.0001 |
tilt_INDUSTRY |
| 2025-01-01 |
2025-01-02 |
ind_industrial_distribution |
-0.0053 |
-0.0006 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-01 |
2025-01-02 |
ind_transportation_infrastructure |
0.0002 |
0.0020 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-01 |
2025-01-02 |
ind_computers_phones_household_electronics |
-0.0039 |
-0.0032 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-01 |
2025-01-02 |
ind_chemicals |
0.0066 |
0.0006 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-01 |
2025-01-02 |
ind_beverages |
-0.0857 |
0.0017 |
-0.0001 |
tilt_INDUSTRY |
| 2025-01-01 |
2025-01-02 |
ind_metals_mining |
-0.0379 |
0.0078 |
-0.0003 |
tilt_INDUSTRY |
| 2025-01-01 |
2025-01-02 |
ind_biotechnology |
-0.0104 |
-0.0002 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-01 |
2025-01-02 |
ind_real_estate_operations |
0.0086 |
0.0061 |
0.0001 |
tilt_INDUSTRY |
| 2025-01-01 |
2025-01-02 |
country_JP |
-0.0786 |
0.0117 |
-0.0009 |
tilt_COUNTRY |
| 2025-01-01 |
2025-01-02 |
ind_telecommunications_serices |
0.0162 |
-0.0002 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-01 |
2025-01-02 |
revision |
1.0144 |
-0.0005 |
-0.0005 |
alpha_REVISION |
| 2025-01-01 |
2025-01-02 |
ind_textiles_apparel |
-0.0345 |
0.0097 |
-0.0003 |
tilt_INDUSTRY |
| 2025-01-02 |
2025-01-03 |
ind_uranium |
-0.0004 |
0.0703 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-02 |
2025-01-03 |
ind_food_tobacco |
0.1439 |
-0.0031 |
-0.0004 |
tilt_INDUSTRY |
| 2025-01-02 |
2025-01-03 |
sbeta_market |
0.0205 |
-0.0144 |
-0.0003 |
risk_exposure |
| 2025-01-02 |
2025-01-03 |
ind_paper_forestry |
-0.0108 |
-0.0095 |
0.0001 |
tilt_INDUSTRY |
| 2025-01-02 |
2025-01-03 |
ind_textiles_apparel |
-0.0311 |
-0.0006 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-02 |
2025-01-03 |
linkage |
1.1206 |
-0.0003 |
-0.0003 |
alpha_MOMENTUM |
| 2025-01-02 |
2025-01-03 |
ind_holding_companies |
0.0001 |
-0.0065 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-02 |
2025-01-03 |
linearCost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-01-02 |
2025-01-03 |
size_LARGE |
0.0865 |
0.0029 |
0.0003 |
tilt_SIZE |
| 2025-01-02 |
2025-01-03 |
reversal |
0.8796 |
-0.0008 |
-0.0007 |
alpha_REVERSAL |
| 2025-01-02 |
2025-01-03 |
ind_water_utilities |
-0.0049 |
-0.0058 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-02 |
2025-01-03 |
ind_integrated_hardware_software |
0.0094 |
-0.0206 |
-0.0002 |
tilt_INDUSTRY |
| 2025-01-02 |
2025-01-03 |
ind_construction_materials |
-0.0190 |
0.0013 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-02 |
2025-01-03 |
ind_aerospace_defense |
0.0211 |
-0.0088 |
-0.0002 |
tilt_INDUSTRY |
| 2025-01-02 |
2025-01-03 |
ind_metals_mining |
-0.0333 |
0.0108 |
-0.0004 |
tilt_INDUSTRY |
| 2025-01-02 |
2025-01-03 |
ind_telecommunications_serices |
0.0163 |
-0.0064 |
-0.0001 |
tilt_INDUSTRY |
| 2025-01-02 |
2025-01-03 |
fmom |
1.3110 |
0.0005 |
0.0006 |
alpha_QUALITY |
| 2025-01-02 |
2025-01-03 |
revision |
0.9829 |
0.0001 |
0.0001 |
alpha_REVISION |
| 2025-01-02 |
2025-01-03 |
ind_consumer_goods_conglomerates |
0.0206 |
-0.0021 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-02 |
2025-01-03 |
ind_real_estate_operations |
0.0081 |
0.0021 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-02 |
2025-01-03 |
ind_oil_gas_equipment_services |
-0.0129 |
0.0260 |
-0.0003 |
tilt_INDUSTRY |
| 2025-01-02 |
2025-01-03 |
country_KR |
0.0000 |
0.0243 |
0.0000 |
tilt_COUNTRY |
| 2025-01-02 |
2025-01-03 |
ind_freight_logistics |
0.0480 |
0.0061 |
0.0003 |
tilt_INDUSTRY |
| 2025-01-02 |
2025-01-03 |
country_MY |
0.0155 |
-0.0002 |
-0.0000 |
tilt_COUNTRY |
| 2025-01-02 |
2025-01-03 |
ind_renewable_energy |
0.0266 |
0.0005 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-02 |
2025-01-03 |
country_JP |
-0.0778 |
0.0041 |
-0.0003 |
tilt_COUNTRY |
| 2025-01-02 |
2025-01-03 |
ind_diversified_retail |
-0.0047 |
-0.0024 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-02 |
2025-01-03 |
ind_electric_utilities_ipps |
0.0192 |
-0.0005 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-02 |
2025-01-03 |
size_SMALL |
-0.0026 |
-0.0052 |
0.0000 |
tilt_SIZE |
| 2025-01-02 |
2025-01-03 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-01-02 |
2025-01-03 |
ind_beverages |
-0.0887 |
0.0052 |
-0.0005 |
tilt_INDUSTRY |
| 2025-01-02 |
2025-01-03 |
country_TH |
-0.0960 |
0.0003 |
-0.0000 |
tilt_COUNTRY |
| 2025-01-02 |
2025-01-03 |
ind_software_it_services |
0.0947 |
-0.0098 |
-0.0009 |
tilt_INDUSTRY |
| 2025-01-02 |
2025-01-03 |
country_IN |
0.0675 |
-0.0022 |
-0.0001 |
tilt_COUNTRY |
| 2025-01-02 |
2025-01-03 |
size_MICRO |
-0.0040 |
-0.0058 |
0.0000 |
tilt_SIZE |
| 2025-01-02 |
2025-01-03 |
ind_machinery |
0.0566 |
-0.0027 |
-0.0002 |
tilt_INDUSTRY |
| 2025-01-02 |
2025-01-03 |
ind_fintech |
0.0095 |
0.0028 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-02 |
2025-01-03 |
ind_communications_equipment |
0.0002 |
-0.0085 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-02 |
2025-01-03 |
country_PH |
0.0011 |
0.0108 |
0.0000 |
tilt_COUNTRY |
| 2025-01-02 |
2025-01-03 |
ind_pharmaceuticals |
-0.0428 |
0.0067 |
-0.0003 |
tilt_INDUSTRY |
| 2025-01-02 |
2025-01-03 |
ind_passenger_transportation |
0.0595 |
-0.0057 |
-0.0003 |
tilt_INDUSTRY |
| 2025-01-02 |
2025-01-03 |
momentum |
0.3170 |
0.0013 |
0.0004 |
alpha_MOMENTUM |
| 2025-01-02 |
2025-01-03 |
ind_healthcare_providers_services |
-0.0418 |
0.0036 |
-0.0001 |
tilt_INDUSTRY |
| 2025-01-02 |
2025-01-03 |
country_XH |
-0.0243 |
0.0122 |
-0.0003 |
tilt_COUNTRY |
| 2025-01-02 |
2025-01-03 |
ind_computers_phones_household_electronics |
-0.0032 |
-0.0012 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-02 |
2025-01-03 |
ind_biotechnology |
-0.0096 |
0.0032 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-02 |
2025-01-03 |
ind_commercial_services_supplies |
0.0050 |
-0.0021 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-02 |
2025-01-03 |
ind_banking_services |
0.0277 |
-0.0026 |
-0.0001 |
tilt_INDUSTRY |
| 2025-01-02 |
2025-01-03 |
country_ID |
0.0134 |
-0.0074 |
-0.0001 |
tilt_COUNTRY |
| 2025-01-02 |
2025-01-03 |
ind_insurance |
0.1117 |
-0.0002 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-02 |
2025-01-03 |
market |
-0.0170 |
0.0048 |
-0.0001 |
risk_exposure |
| 2025-01-02 |
2025-01-03 |
ind_transportation_infrastructure |
-0.0002 |
-0.0010 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-02 |
2025-01-03 |
specret |
NaN |
NaN |
0.0010 |
unexplained |
| 2025-01-02 |
2025-01-03 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-01-02 |
2025-01-03 |
ind_chemicals |
-0.0095 |
0.0069 |
-0.0001 |
tilt_INDUSTRY |
| 2025-01-02 |
2025-01-03 |
ind_construction_engineering |
-0.0933 |
-0.0015 |
0.0001 |
tilt_INDUSTRY |
| 2025-01-02 |
2025-01-03 |
ind_natural_gas_utilities |
-0.0077 |
-0.0035 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-02 |
2025-01-03 |
value_gc |
1.2079 |
-0.0001 |
-0.0001 |
alpha_VALUE |
| 2025-01-02 |
2025-01-03 |
ind_household_goods |
-0.0525 |
0.0057 |
-0.0003 |
tilt_INDUSTRY |
| 2025-01-02 |
2025-01-03 |
country_NZ |
-0.0184 |
-0.0102 |
0.0002 |
tilt_COUNTRY |
| 2025-01-02 |
2025-01-03 |
ind_electronic_equipment |
-0.0098 |
-0.0007 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-02 |
2025-01-03 |
ind_office_equipment |
0.0008 |
-0.0031 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-02 |
2025-01-03 |
pdiscrepancy |
NaN |
NaN |
0.0000 |
unexplained |
| 2025-01-02 |
2025-01-03 |
country_CN |
0.1024 |
-0.0075 |
-0.0008 |
tilt_COUNTRY |
| 2025-01-02 |
2025-01-03 |
size_MID |
-0.0969 |
0.0024 |
-0.0002 |
tilt_SIZE |
| 2025-01-02 |
2025-01-03 |
neglect |
1.1132 |
-0.0028 |
-0.0032 |
alpha_VALUE |
| 2025-01-02 |
2025-01-03 |
ind_automobile |
0.0028 |
-0.0026 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-02 |
2025-01-03 |
sdiscrepancy |
NaN |
NaN |
0.0002 |
unexplained |
| 2025-01-02 |
2025-01-03 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-01-02 |
2025-01-03 |
ind_coal |
-0.0310 |
0.0095 |
-0.0003 |
tilt_INDUSTRY |
| 2025-01-02 |
2025-01-03 |
ind_specialty_reatil |
-0.0049 |
-0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-02 |
2025-01-03 |
ind_containers_packaging |
-0.0181 |
-0.0072 |
0.0001 |
tilt_INDUSTRY |
| 2025-01-02 |
2025-01-03 |
ind_household_products_services |
-0.0302 |
0.0003 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-02 |
2025-01-03 |
stability |
4.8102 |
0.0006 |
0.0028 |
alpha_QUALITY |
| 2025-01-02 |
2025-01-03 |
quality |
3.3589 |
0.0007 |
0.0023 |
alpha_QUALITY |
| 2025-01-02 |
2025-01-03 |
ind_investment_services |
0.1201 |
-0.0030 |
-0.0004 |
tilt_INDUSTRY |
| 2025-01-02 |
2025-01-03 |
ind_food_drug_retail |
-0.0606 |
-0.0047 |
0.0003 |
tilt_INDUSTRY |
| 2025-01-02 |
2025-01-03 |
ind_homebuilding_building_products |
0.0001 |
-0.0012 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-02 |
2025-01-03 |
ind_multiline_utilities |
-0.0098 |
-0.0017 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-02 |
2025-01-03 |
ind_industrial_distribution |
-0.0053 |
-0.0004 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-02 |
2025-01-03 |
ind_reits |
0.0085 |
0.0000 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-02 |
2025-01-03 |
country_SG |
0.0355 |
0.0017 |
0.0001 |
tilt_COUNTRY |
| 2025-01-02 |
2025-01-03 |
ind_semiconductors |
-0.0363 |
0.0043 |
-0.0002 |
tilt_INDUSTRY |
| 2025-01-02 |
2025-01-03 |
ind_healthcare_equipment_supplies |
-0.0245 |
0.0068 |
-0.0002 |
tilt_INDUSTRY |
| 2025-01-02 |
2025-01-03 |
ind_media_publishing |
-0.0059 |
-0.0086 |
0.0001 |
tilt_INDUSTRY |
| 2025-01-02 |
2025-01-03 |
ind_oil_gas |
-0.0578 |
0.0061 |
-0.0004 |
tilt_INDUSTRY |
| 2025-01-02 |
2025-01-03 |
ind_hotels_entertainment |
-0.0511 |
-0.0020 |
0.0001 |
tilt_INDUSTRY |
| 2025-01-02 |
2025-01-03 |
value_liq |
0.5071 |
0.0024 |
0.0012 |
alpha_VALUE |
| 2025-01-02 |
2025-01-03 |
country_AU |
-0.1004 |
0.0053 |
-0.0005 |
tilt_COUNTRY |
| 2025-01-02 |
2025-01-03 |
country_HK |
0.1060 |
0.0098 |
0.0010 |
tilt_COUNTRY |
| 2025-01-02 |
2025-01-03 |
country_TW |
-0.0414 |
0.0018 |
-0.0001 |
tilt_COUNTRY |
| 2025-01-02 |
2025-01-03 |
ind_leisure_products |
-0.0158 |
-0.0024 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-03 |
2025-01-06 |
ind_natural_gas_utilities |
-0.0074 |
0.0005 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-03 |
2025-01-06 |
ind_homebuilding_building_products |
0.0008 |
0.0005 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-03 |
2025-01-06 |
ind_integrated_hardware_software |
0.0104 |
-0.0066 |
-0.0001 |
tilt_INDUSTRY |
| 2025-01-03 |
2025-01-06 |
ind_media_publishing |
-0.0093 |
-0.0094 |
0.0001 |
tilt_INDUSTRY |
| 2025-01-03 |
2025-01-06 |
ind_electronic_equipment |
-0.0106 |
-0.0039 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-03 |
2025-01-06 |
ind_household_products_services |
-0.0300 |
-0.0054 |
0.0002 |
tilt_INDUSTRY |
| 2025-01-03 |
2025-01-06 |
ind_real_estate_operations |
0.0083 |
-0.0015 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-03 |
2025-01-06 |
ind_freight_logistics |
0.0469 |
0.0024 |
0.0001 |
tilt_INDUSTRY |
| 2025-01-03 |
2025-01-06 |
ind_specialty_reatil |
-0.0039 |
-0.0008 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-03 |
2025-01-06 |
ind_construction_engineering |
-0.0917 |
0.0003 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-03 |
2025-01-06 |
ind_insurance |
0.1114 |
0.0000 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-03 |
2025-01-06 |
ind_semiconductors |
-0.0356 |
0.0018 |
-0.0001 |
tilt_INDUSTRY |
| 2025-01-03 |
2025-01-06 |
ind_office_equipment |
0.0008 |
-0.0130 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-03 |
2025-01-06 |
ind_renewable_energy |
0.0271 |
0.0066 |
0.0002 |
tilt_INDUSTRY |
| 2025-01-03 |
2025-01-06 |
ind_textiles_apparel |
-0.0309 |
0.0032 |
-0.0001 |
tilt_INDUSTRY |
| 2025-01-03 |
2025-01-06 |
ind_containers_packaging |
-0.0180 |
-0.0030 |
0.0001 |
tilt_INDUSTRY |
| 2025-01-03 |
2025-01-06 |
ind_transportation_infrastructure |
0.0001 |
0.0026 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-03 |
2025-01-06 |
ind_industrial_distribution |
-0.0052 |
0.0030 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-03 |
2025-01-06 |
ind_computers_phones_household_electronics |
-0.0028 |
-0.0010 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-03 |
2025-01-06 |
ind_telecommunications_serices |
0.0166 |
-0.0060 |
-0.0001 |
tilt_INDUSTRY |
| 2025-01-03 |
2025-01-06 |
ind_metals_mining |
-0.0245 |
0.0036 |
-0.0001 |
tilt_INDUSTRY |
| 2025-01-03 |
2025-01-06 |
ind_household_goods |
-0.0532 |
0.0030 |
-0.0002 |
tilt_INDUSTRY |
| 2025-01-03 |
2025-01-06 |
ind_machinery |
0.0476 |
-0.0010 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-03 |
2025-01-06 |
ind_consumer_goods_conglomerates |
0.0214 |
0.0067 |
0.0001 |
tilt_INDUSTRY |
| 2025-01-03 |
2025-01-06 |
ind_commercial_services_supplies |
0.0046 |
-0.0038 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-03 |
2025-01-06 |
ind_oil_gas_equipment_services |
-0.0130 |
0.0051 |
-0.0001 |
tilt_INDUSTRY |
| 2025-01-03 |
2025-01-06 |
ind_oil_gas |
-0.0525 |
0.0011 |
-0.0001 |
tilt_INDUSTRY |
| 2025-01-03 |
2025-01-06 |
ind_reits |
0.0083 |
0.0000 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-03 |
2025-01-06 |
ind_diversified_retail |
-0.0041 |
-0.0024 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-03 |
2025-01-06 |
ind_electric_utilities_ipps |
0.0186 |
-0.0026 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-03 |
2025-01-06 |
ind_software_it_services |
0.0959 |
-0.0042 |
-0.0004 |
tilt_INDUSTRY |
| 2025-01-03 |
2025-01-06 |
ind_fintech |
0.0092 |
-0.0127 |
-0.0001 |
tilt_INDUSTRY |
| 2025-01-03 |
2025-01-06 |
ind_pharmaceuticals |
-0.0343 |
0.0108 |
-0.0004 |
tilt_INDUSTRY |
| 2025-01-03 |
2025-01-06 |
ind_healthcare_providers_services |
-0.0414 |
0.0030 |
-0.0001 |
tilt_INDUSTRY |
| 2025-01-03 |
2025-01-06 |
ind_food_tobacco |
0.1459 |
-0.0051 |
-0.0007 |
tilt_INDUSTRY |
| 2025-01-03 |
2025-01-06 |
ind_healthcare_equipment_supplies |
-0.0226 |
0.0064 |
-0.0001 |
tilt_INDUSTRY |
| 2025-01-03 |
2025-01-06 |
ind_paper_forestry |
-0.0106 |
-0.0010 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-03 |
2025-01-06 |
ind_holding_companies |
0.0002 |
-0.0056 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-03 |
2025-01-06 |
ind_passenger_transportation |
0.0604 |
-0.0047 |
-0.0003 |
tilt_INDUSTRY |
| 2025-01-03 |
2025-01-06 |
ind_coal |
-0.0367 |
-0.0017 |
0.0001 |
tilt_INDUSTRY |
| 2025-01-03 |
2025-01-06 |
ind_food_drug_retail |
-0.0605 |
-0.0030 |
0.0002 |
tilt_INDUSTRY |
| 2025-01-03 |
2025-01-06 |
ind_leisure_products |
-0.0144 |
-0.0045 |
0.0001 |
tilt_INDUSTRY |
| 2025-01-03 |
2025-01-06 |
ind_hotels_entertainment |
-0.0540 |
-0.0030 |
0.0002 |
tilt_INDUSTRY |
| 2025-01-03 |
2025-01-06 |
ind_multiline_utilities |
-0.0104 |
-0.0014 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-03 |
2025-01-06 |
ind_construction_materials |
-0.0190 |
0.0026 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-03 |
2025-01-06 |
ind_communications_equipment |
-0.0019 |
-0.0091 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-03 |
2025-01-06 |
ind_investment_services |
0.1235 |
0.0018 |
0.0002 |
tilt_INDUSTRY |
| 2025-01-03 |
2025-01-06 |
ind_banking_services |
0.0023 |
0.0031 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-03 |
2025-01-06 |
ind_uranium |
-0.0003 |
0.0470 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-03 |
2025-01-06 |
sbeta_market |
0.0174 |
-0.0022 |
-0.0000 |
risk_exposure |
| 2025-01-03 |
2025-01-06 |
ind_beverages |
-0.0883 |
-0.0230 |
0.0020 |
tilt_INDUSTRY |
| 2025-01-03 |
2025-01-06 |
stability |
4.8802 |
0.0000 |
0.0002 |
alpha_QUALITY |
| 2025-01-03 |
2025-01-06 |
country_HK |
0.0869 |
-0.0002 |
-0.0000 |
tilt_COUNTRY |
| 2025-01-03 |
2025-01-06 |
size_MICRO |
-0.0053 |
-0.0035 |
0.0000 |
tilt_SIZE |
| 2025-01-03 |
2025-01-06 |
neglect |
1.1396 |
-0.0008 |
-0.0009 |
alpha_VALUE |
| 2025-01-03 |
2025-01-06 |
impactCost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-01-03 |
2025-01-06 |
country_MY |
0.0153 |
-0.0009 |
-0.0000 |
tilt_COUNTRY |
| 2025-01-03 |
2025-01-06 |
country_NZ |
-0.0186 |
-0.0001 |
0.0000 |
tilt_COUNTRY |
| 2025-01-03 |
2025-01-06 |
country_SG |
0.0313 |
0.0053 |
0.0002 |
tilt_COUNTRY |
| 2025-01-03 |
2025-01-06 |
linearCost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-01-03 |
2025-01-06 |
momentum |
0.3454 |
-0.0004 |
-0.0001 |
alpha_MOMENTUM |
| 2025-01-03 |
2025-01-06 |
country_PH |
0.0011 |
0.0061 |
0.0000 |
tilt_COUNTRY |
| 2025-01-03 |
2025-01-06 |
sdiscrepancy |
NaN |
NaN |
0.0000 |
unexplained |
| 2025-01-03 |
2025-01-06 |
country_ID |
0.0132 |
-0.0156 |
-0.0002 |
tilt_COUNTRY |
| 2025-01-03 |
2025-01-06 |
country_IN |
0.0721 |
-0.0273 |
-0.0020 |
tilt_COUNTRY |
| 2025-01-03 |
2025-01-06 |
specret |
NaN |
NaN |
0.0003 |
unexplained |
| 2025-01-03 |
2025-01-06 |
size_LARGE |
0.0723 |
0.0018 |
0.0001 |
tilt_SIZE |
| 2025-01-03 |
2025-01-06 |
ind_aerospace_defense |
0.0207 |
-0.0059 |
-0.0001 |
tilt_INDUSTRY |
| 2025-01-03 |
2025-01-06 |
ind_biotechnology |
-0.0100 |
0.0000 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-03 |
2025-01-06 |
linkage |
1.1440 |
-0.0008 |
-0.0009 |
alpha_MOMENTUM |
| 2025-01-03 |
2025-01-06 |
country_TH |
-0.0957 |
-0.0087 |
0.0008 |
tilt_COUNTRY |
| 2025-01-03 |
2025-01-06 |
size_SMALL |
-0.0010 |
-0.0006 |
0.0000 |
tilt_SIZE |
| 2025-01-03 |
2025-01-06 |
value_liq |
0.5436 |
0.0012 |
0.0006 |
alpha_VALUE |
| 2025-01-03 |
2025-01-06 |
country_AU |
-0.1007 |
0.0010 |
-0.0001 |
tilt_COUNTRY |
| 2025-01-03 |
2025-01-06 |
quality |
3.3997 |
0.0001 |
0.0002 |
alpha_QUALITY |
| 2025-01-03 |
2025-01-06 |
fcost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-01-03 |
2025-01-06 |
country_JP |
-0.0730 |
-0.0070 |
0.0005 |
tilt_COUNTRY |
| 2025-01-03 |
2025-01-06 |
country_XH |
-0.0137 |
0.0019 |
-0.0000 |
tilt_COUNTRY |
| 2025-01-03 |
2025-01-06 |
reversal |
0.8541 |
-0.0011 |
-0.0009 |
alpha_REVERSAL |
| 2025-01-03 |
2025-01-06 |
size_MID |
-0.0949 |
-0.0005 |
0.0000 |
tilt_SIZE |
| 2025-01-03 |
2025-01-06 |
country_KR |
0.0000 |
0.0148 |
0.0000 |
tilt_COUNTRY |
| 2025-01-03 |
2025-01-06 |
ind_automobile |
0.0131 |
-0.0009 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-03 |
2025-01-06 |
bcost |
NaN |
NaN |
-0.0009 |
cost |
| 2025-01-03 |
2025-01-06 |
country_CN |
0.0984 |
0.0031 |
0.0003 |
tilt_COUNTRY |
| 2025-01-03 |
2025-01-06 |
ind_chemicals |
-0.0214 |
0.0058 |
-0.0001 |
tilt_INDUSTRY |
| 2025-01-03 |
2025-01-06 |
value_gc |
1.2414 |
-0.0005 |
-0.0007 |
alpha_VALUE |
| 2025-01-03 |
2025-01-06 |
country_TW |
-0.0456 |
0.0168 |
-0.0008 |
tilt_COUNTRY |
| 2025-01-03 |
2025-01-06 |
revision |
0.9917 |
-0.0003 |
-0.0003 |
alpha_REVISION |
| 2025-01-03 |
2025-01-06 |
fmom |
1.3214 |
-0.0002 |
-0.0003 |
alpha_QUALITY |
| 2025-01-03 |
2025-01-06 |
ind_water_utilities |
-0.0049 |
-0.0006 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-03 |
2025-01-06 |
market |
-0.0289 |
-0.0014 |
0.0000 |
risk_exposure |
| 2025-01-03 |
2025-01-06 |
pdiscrepancy |
NaN |
NaN |
-0.0000 |
unexplained |
| 2025-01-06 |
2025-01-07 |
ind_beverages |
-0.0868 |
-0.0054 |
0.0005 |
tilt_INDUSTRY |
| 2025-01-06 |
2025-01-07 |
size_SMALL |
-0.0033 |
0.0009 |
-0.0000 |
tilt_SIZE |
| 2025-01-06 |
2025-01-07 |
ind_hotels_entertainment |
-0.0579 |
-0.0012 |
0.0001 |
tilt_INDUSTRY |
| 2025-01-06 |
2025-01-07 |
country_IN |
0.0777 |
0.0110 |
0.0009 |
tilt_COUNTRY |
| 2025-01-06 |
2025-01-07 |
ind_multiline_utilities |
-0.0107 |
-0.0018 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-06 |
2025-01-07 |
ind_telecommunications_serices |
0.0212 |
0.0011 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-06 |
2025-01-07 |
country_JP |
-0.0600 |
0.0030 |
-0.0002 |
tilt_COUNTRY |
| 2025-01-06 |
2025-01-07 |
linkage |
1.1943 |
-0.0003 |
-0.0003 |
alpha_MOMENTUM |
| 2025-01-06 |
2025-01-07 |
ind_uranium |
-0.0002 |
-0.0032 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-06 |
2025-01-07 |
ind_household_goods |
-0.0518 |
0.0050 |
-0.0003 |
tilt_INDUSTRY |
| 2025-01-06 |
2025-01-07 |
country_AU |
-0.1001 |
0.0064 |
-0.0006 |
tilt_COUNTRY |
| 2025-01-06 |
2025-01-07 |
ind_leisure_products |
-0.0121 |
-0.0007 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-06 |
2025-01-07 |
ind_commercial_services_supplies |
0.0067 |
0.0034 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-06 |
2025-01-07 |
ind_insurance |
0.1160 |
-0.0041 |
-0.0005 |
tilt_INDUSTRY |
| 2025-01-06 |
2025-01-07 |
ind_transportation_infrastructure |
-0.0005 |
-0.0067 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-06 |
2025-01-07 |
ind_chemicals |
-0.0251 |
-0.0025 |
0.0001 |
tilt_INDUSTRY |
| 2025-01-06 |
2025-01-07 |
ind_water_utilities |
-0.0047 |
-0.0151 |
0.0001 |
tilt_INDUSTRY |
| 2025-01-06 |
2025-01-07 |
value_gc |
1.2552 |
0.0005 |
0.0006 |
alpha_VALUE |
| 2025-01-06 |
2025-01-07 |
country_CN |
0.0889 |
-0.0008 |
-0.0001 |
tilt_COUNTRY |
| 2025-01-06 |
2025-01-07 |
ind_machinery |
0.0416 |
0.0047 |
0.0002 |
tilt_INDUSTRY |
| 2025-01-06 |
2025-01-07 |
specret |
NaN |
NaN |
-0.0028 |
unexplained |
| 2025-01-06 |
2025-01-07 |
ind_industrial_distribution |
-0.0047 |
-0.0081 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-06 |
2025-01-07 |
country_HK |
0.0755 |
-0.0078 |
-0.0006 |
tilt_COUNTRY |
| 2025-01-06 |
2025-01-07 |
ind_communications_equipment |
-0.0016 |
0.0090 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-06 |
2025-01-07 |
ind_media_publishing |
-0.0091 |
-0.0000 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-06 |
2025-01-07 |
ind_textiles_apparel |
-0.0328 |
0.0020 |
-0.0001 |
tilt_INDUSTRY |
| 2025-01-06 |
2025-01-07 |
ind_banking_services |
-0.0364 |
0.0017 |
-0.0001 |
tilt_INDUSTRY |
| 2025-01-06 |
2025-01-07 |
linearCost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-01-06 |
2025-01-07 |
ind_household_products_services |
-0.0294 |
-0.0026 |
0.0001 |
tilt_INDUSTRY |
| 2025-01-06 |
2025-01-07 |
country_ID |
0.0129 |
-0.0008 |
-0.0000 |
tilt_COUNTRY |
| 2025-01-06 |
2025-01-07 |
ind_metals_mining |
-0.0107 |
-0.0014 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-06 |
2025-01-07 |
ind_computers_phones_household_electronics |
-0.0029 |
0.0069 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-06 |
2025-01-07 |
stability |
4.9135 |
-0.0004 |
-0.0017 |
alpha_QUALITY |
| 2025-01-06 |
2025-01-07 |
ind_biotechnology |
-0.0103 |
-0.0090 |
0.0001 |
tilt_INDUSTRY |
| 2025-01-06 |
2025-01-07 |
ind_holding_companies |
0.0001 |
-0.0020 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-06 |
2025-01-07 |
ind_natural_gas_utilities |
-0.0069 |
-0.0082 |
0.0001 |
tilt_INDUSTRY |
| 2025-01-06 |
2025-01-07 |
ind_paper_forestry |
-0.0102 |
-0.0064 |
0.0001 |
tilt_INDUSTRY |
| 2025-01-06 |
2025-01-07 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-01-06 |
2025-01-07 |
neglect |
1.1829 |
0.0002 |
0.0003 |
alpha_VALUE |
| 2025-01-06 |
2025-01-07 |
ind_food_tobacco |
0.1478 |
-0.0058 |
-0.0009 |
tilt_INDUSTRY |
| 2025-01-06 |
2025-01-07 |
ind_renewable_energy |
0.0273 |
-0.0101 |
-0.0003 |
tilt_INDUSTRY |
| 2025-01-06 |
2025-01-07 |
sbeta_market |
0.0136 |
0.0105 |
0.0001 |
risk_exposure |
| 2025-01-06 |
2025-01-07 |
country_TH |
-0.0972 |
0.0152 |
-0.0015 |
tilt_COUNTRY |
| 2025-01-06 |
2025-01-07 |
ind_passenger_transportation |
0.0605 |
-0.0002 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-06 |
2025-01-07 |
ind_diversified_retail |
-0.0030 |
-0.0043 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-06 |
2025-01-07 |
ind_food_drug_retail |
-0.0600 |
-0.0035 |
0.0002 |
tilt_INDUSTRY |
| 2025-01-06 |
2025-01-07 |
fmom |
1.3078 |
0.0006 |
0.0008 |
alpha_QUALITY |
| 2025-01-06 |
2025-01-07 |
pdiscrepancy |
NaN |
NaN |
-0.0000 |
unexplained |
| 2025-01-06 |
2025-01-07 |
ind_reits |
0.0073 |
0.0000 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-06 |
2025-01-07 |
revision |
1.0006 |
0.0009 |
0.0009 |
alpha_REVISION |
| 2025-01-06 |
2025-01-07 |
country_TW |
-0.0475 |
-0.0069 |
0.0003 |
tilt_COUNTRY |
| 2025-01-06 |
2025-01-07 |
ind_pharmaceuticals |
-0.0283 |
-0.0153 |
0.0004 |
tilt_INDUSTRY |
| 2025-01-06 |
2025-01-07 |
ind_fintech |
0.0090 |
-0.0009 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-06 |
2025-01-07 |
ind_electric_utilities_ipps |
0.0224 |
-0.0084 |
-0.0002 |
tilt_INDUSTRY |
| 2025-01-06 |
2025-01-07 |
reversal |
0.9027 |
0.0031 |
0.0028 |
alpha_REVERSAL |
| 2025-01-06 |
2025-01-07 |
country_XH |
-0.0081 |
-0.0124 |
0.0001 |
tilt_COUNTRY |
| 2025-01-06 |
2025-01-07 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-01-06 |
2025-01-07 |
quality |
3.4730 |
-0.0009 |
-0.0031 |
alpha_QUALITY |
| 2025-01-06 |
2025-01-07 |
ind_real_estate_operations |
0.0079 |
-0.0062 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-06 |
2025-01-07 |
country_SG |
0.0251 |
0.0012 |
0.0000 |
tilt_COUNTRY |
| 2025-01-06 |
2025-01-07 |
ind_construction_engineering |
-0.0896 |
-0.0006 |
0.0001 |
tilt_INDUSTRY |
| 2025-01-06 |
2025-01-07 |
ind_containers_packaging |
-0.0179 |
0.0011 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-06 |
2025-01-07 |
ind_oil_gas_equipment_services |
-0.0131 |
-0.0021 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-06 |
2025-01-07 |
ind_homebuilding_building_products |
0.0016 |
-0.0066 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-06 |
2025-01-07 |
ind_specialty_reatil |
0.0011 |
-0.0007 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-06 |
2025-01-07 |
size_MID |
-0.0921 |
-0.0007 |
0.0001 |
tilt_SIZE |
| 2025-01-06 |
2025-01-07 |
country_KR |
0.0000 |
-0.0018 |
0.0000 |
tilt_COUNTRY |
| 2025-01-06 |
2025-01-07 |
market |
-0.0352 |
-0.0037 |
0.0001 |
risk_exposure |
| 2025-01-06 |
2025-01-07 |
ind_automobile |
0.0166 |
0.0027 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-06 |
2025-01-07 |
ind_construction_materials |
-0.0186 |
-0.0026 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-06 |
2025-01-07 |
value_liq |
0.5267 |
-0.0027 |
-0.0014 |
alpha_VALUE |
| 2025-01-06 |
2025-01-07 |
size_MICRO |
-0.0057 |
0.0044 |
-0.0000 |
tilt_SIZE |
| 2025-01-06 |
2025-01-07 |
country_MY |
0.0150 |
0.0021 |
0.0000 |
tilt_COUNTRY |
| 2025-01-06 |
2025-01-07 |
ind_office_equipment |
0.0008 |
0.0045 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-06 |
2025-01-07 |
ind_software_it_services |
0.0909 |
0.0019 |
0.0002 |
tilt_INDUSTRY |
| 2025-01-06 |
2025-01-07 |
ind_healthcare_providers_services |
-0.0418 |
-0.0039 |
0.0002 |
tilt_INDUSTRY |
| 2025-01-06 |
2025-01-07 |
momentum |
0.3078 |
0.0008 |
0.0003 |
alpha_MOMENTUM |
| 2025-01-06 |
2025-01-07 |
size_LARGE |
0.0659 |
-0.0004 |
-0.0000 |
tilt_SIZE |
| 2025-01-06 |
2025-01-07 |
country_NZ |
-0.0186 |
0.0029 |
-0.0001 |
tilt_COUNTRY |
| 2025-01-06 |
2025-01-07 |
ind_aerospace_defense |
0.0182 |
0.0065 |
0.0001 |
tilt_INDUSTRY |
| 2025-01-06 |
2025-01-07 |
ind_consumer_goods_conglomerates |
0.0220 |
-0.0019 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-06 |
2025-01-07 |
ind_oil_gas |
-0.0451 |
-0.0027 |
0.0001 |
tilt_INDUSTRY |
| 2025-01-06 |
2025-01-07 |
ind_healthcare_equipment_supplies |
-0.0177 |
-0.0130 |
0.0002 |
tilt_INDUSTRY |
| 2025-01-06 |
2025-01-07 |
sdiscrepancy |
NaN |
NaN |
0.0003 |
unexplained |
| 2025-01-06 |
2025-01-07 |
ind_semiconductors |
-0.0365 |
0.0162 |
-0.0006 |
tilt_INDUSTRY |
| 2025-01-06 |
2025-01-07 |
country_PH |
0.0011 |
-0.0099 |
-0.0000 |
tilt_COUNTRY |
| 2025-01-06 |
2025-01-07 |
ind_freight_logistics |
0.0425 |
-0.0080 |
-0.0003 |
tilt_INDUSTRY |
| 2025-01-06 |
2025-01-07 |
ind_integrated_hardware_software |
0.0112 |
0.0122 |
0.0001 |
tilt_INDUSTRY |
| 2025-01-06 |
2025-01-07 |
ind_electronic_equipment |
-0.0141 |
0.0172 |
-0.0002 |
tilt_INDUSTRY |
| 2025-01-06 |
2025-01-07 |
ind_coal |
-0.0417 |
-0.0127 |
0.0005 |
tilt_INDUSTRY |
| 2025-01-06 |
2025-01-07 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-01-06 |
2025-01-07 |
ind_investment_services |
0.1244 |
0.0004 |
0.0001 |
tilt_INDUSTRY |
| 2025-01-07 |
2025-01-08 |
fmom |
1.2919 |
0.0006 |
0.0008 |
alpha_QUALITY |
| 2025-01-07 |
2025-01-08 |
ind_specialty_reatil |
0.0075 |
-0.0053 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-07 |
2025-01-08 |
country_TW |
-0.0484 |
-0.0015 |
0.0001 |
tilt_COUNTRY |
| 2025-01-07 |
2025-01-08 |
size_MID |
-0.0916 |
-0.0004 |
0.0000 |
tilt_SIZE |
| 2025-01-07 |
2025-01-08 |
country_JP |
-0.0542 |
-0.0030 |
0.0002 |
tilt_COUNTRY |
| 2025-01-07 |
2025-01-08 |
ind_investment_services |
0.1224 |
-0.0040 |
-0.0005 |
tilt_INDUSTRY |
| 2025-01-07 |
2025-01-08 |
size_SMALL |
0.0011 |
-0.0004 |
-0.0000 |
tilt_SIZE |
| 2025-01-07 |
2025-01-08 |
momentum |
0.2962 |
0.0000 |
0.0000 |
alpha_MOMENTUM |
| 2025-01-07 |
2025-01-08 |
country_KR |
0.0000 |
0.0069 |
0.0000 |
tilt_COUNTRY |
| 2025-01-07 |
2025-01-08 |
ind_passenger_transportation |
0.0605 |
-0.0039 |
-0.0002 |
tilt_INDUSTRY |
| 2025-01-07 |
2025-01-08 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-01-07 |
2025-01-08 |
ind_beverages |
-0.0898 |
0.0018 |
-0.0002 |
tilt_INDUSTRY |
| 2025-01-07 |
2025-01-08 |
ind_insurance |
0.1136 |
0.0016 |
0.0002 |
tilt_INDUSTRY |
| 2025-01-07 |
2025-01-08 |
ind_oil_gas_equipment_services |
-0.0130 |
0.0015 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-07 |
2025-01-08 |
ind_media_publishing |
-0.0084 |
0.0037 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-07 |
2025-01-08 |
ind_pharmaceuticals |
-0.0289 |
-0.0038 |
0.0001 |
tilt_INDUSTRY |
| 2025-01-07 |
2025-01-08 |
ind_computers_phones_household_electronics |
-0.0029 |
-0.0010 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-07 |
2025-01-08 |
country_PH |
0.0010 |
-0.0082 |
-0.0000 |
tilt_COUNTRY |
| 2025-01-07 |
2025-01-08 |
ind_containers_packaging |
-0.0179 |
-0.0049 |
0.0001 |
tilt_INDUSTRY |
| 2025-01-07 |
2025-01-08 |
ind_semiconductors |
-0.0380 |
0.0021 |
-0.0001 |
tilt_INDUSTRY |
| 2025-01-07 |
2025-01-08 |
neglect |
1.1394 |
0.0007 |
0.0008 |
alpha_VALUE |
| 2025-01-07 |
2025-01-08 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-01-07 |
2025-01-08 |
ind_hotels_entertainment |
-0.0602 |
-0.0083 |
0.0005 |
tilt_INDUSTRY |
| 2025-01-07 |
2025-01-08 |
ind_communications_equipment |
0.0008 |
-0.0022 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-07 |
2025-01-08 |
ind_electronic_equipment |
-0.0173 |
-0.0044 |
0.0001 |
tilt_INDUSTRY |
| 2025-01-07 |
2025-01-08 |
market |
-0.0247 |
0.0003 |
-0.0000 |
risk_exposure |
| 2025-01-07 |
2025-01-08 |
ind_banking_services |
-0.0455 |
0.0067 |
-0.0003 |
tilt_INDUSTRY |
| 2025-01-07 |
2025-01-08 |
size_LARGE |
0.0707 |
0.0006 |
0.0000 |
tilt_SIZE |
| 2025-01-07 |
2025-01-08 |
ind_natural_gas_utilities |
-0.0065 |
-0.0008 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-07 |
2025-01-08 |
ind_household_products_services |
-0.0276 |
0.0002 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-07 |
2025-01-08 |
ind_aerospace_defense |
0.0138 |
-0.0052 |
-0.0001 |
tilt_INDUSTRY |
| 2025-01-07 |
2025-01-08 |
ind_homebuilding_building_products |
0.0021 |
-0.0032 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-07 |
2025-01-08 |
sbeta_market |
0.0238 |
-0.0050 |
-0.0001 |
risk_exposure |
| 2025-01-07 |
2025-01-08 |
ind_food_tobacco |
0.1478 |
-0.0024 |
-0.0004 |
tilt_INDUSTRY |
| 2025-01-07 |
2025-01-08 |
ind_freight_logistics |
0.0366 |
0.0015 |
0.0001 |
tilt_INDUSTRY |
| 2025-01-07 |
2025-01-08 |
country_TH |
-0.0984 |
-0.0066 |
0.0007 |
tilt_COUNTRY |
| 2025-01-07 |
2025-01-08 |
ind_consumer_goods_conglomerates |
0.0228 |
-0.0060 |
-0.0001 |
tilt_INDUSTRY |
| 2025-01-07 |
2025-01-08 |
ind_reits |
0.0057 |
0.0000 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-07 |
2025-01-08 |
ind_machinery |
0.0533 |
0.0022 |
0.0001 |
tilt_INDUSTRY |
| 2025-01-07 |
2025-01-08 |
quality |
3.5039 |
0.0003 |
0.0011 |
alpha_QUALITY |
| 2025-01-07 |
2025-01-08 |
country_ID |
0.0139 |
-0.0048 |
-0.0001 |
tilt_COUNTRY |
| 2025-01-07 |
2025-01-08 |
ind_oil_gas |
-0.0412 |
0.0078 |
-0.0003 |
tilt_INDUSTRY |
| 2025-01-07 |
2025-01-08 |
ind_biotechnology |
-0.0104 |
-0.0070 |
0.0001 |
tilt_INDUSTRY |
| 2025-01-07 |
2025-01-08 |
ind_commercial_services_supplies |
0.0111 |
-0.0017 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-07 |
2025-01-08 |
revision |
1.0140 |
0.0006 |
0.0006 |
alpha_REVISION |
| 2025-01-07 |
2025-01-08 |
ind_textiles_apparel |
-0.0333 |
-0.0007 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-07 |
2025-01-08 |
country_NZ |
-0.0185 |
0.0074 |
-0.0001 |
tilt_COUNTRY |
| 2025-01-07 |
2025-01-08 |
ind_leisure_products |
-0.0100 |
0.0012 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-07 |
2025-01-08 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-01-07 |
2025-01-08 |
pdiscrepancy |
NaN |
NaN |
-0.0000 |
unexplained |
| 2025-01-07 |
2025-01-08 |
ind_construction_engineering |
-0.0867 |
-0.0031 |
0.0003 |
tilt_INDUSTRY |
| 2025-01-07 |
2025-01-08 |
ind_metals_mining |
-0.0046 |
-0.0028 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-07 |
2025-01-08 |
linearCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-01-07 |
2025-01-08 |
ind_food_drug_retail |
-0.0598 |
0.0008 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-07 |
2025-01-08 |
ind_healthcare_providers_services |
-0.0418 |
-0.0023 |
0.0001 |
tilt_INDUSTRY |
| 2025-01-07 |
2025-01-08 |
ind_renewable_energy |
0.0267 |
0.0057 |
0.0002 |
tilt_INDUSTRY |
| 2025-01-07 |
2025-01-08 |
ind_software_it_services |
0.0858 |
-0.0012 |
-0.0001 |
tilt_INDUSTRY |
| 2025-01-07 |
2025-01-08 |
ind_household_goods |
-0.0516 |
0.0210 |
-0.0011 |
tilt_INDUSTRY |
| 2025-01-07 |
2025-01-08 |
ind_real_estate_operations |
0.0080 |
-0.0036 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-07 |
2025-01-08 |
ind_construction_materials |
-0.0181 |
-0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-07 |
2025-01-08 |
ind_paper_forestry |
-0.0100 |
-0.0043 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-07 |
2025-01-08 |
specret |
NaN |
NaN |
0.0033 |
unexplained |
| 2025-01-07 |
2025-01-08 |
country_IN |
0.0796 |
-0.0074 |
-0.0006 |
tilt_COUNTRY |
| 2025-01-07 |
2025-01-08 |
stability |
4.8623 |
0.0001 |
0.0005 |
alpha_QUALITY |
| 2025-01-07 |
2025-01-08 |
ind_holding_companies |
0.0000 |
-0.0041 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-07 |
2025-01-08 |
country_XH |
-0.0037 |
-0.0046 |
0.0000 |
tilt_COUNTRY |
| 2025-01-07 |
2025-01-08 |
reversal |
0.8956 |
-0.0007 |
-0.0007 |
alpha_REVERSAL |
| 2025-01-07 |
2025-01-08 |
ind_multiline_utilities |
-0.0108 |
0.0014 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-07 |
2025-01-08 |
ind_transportation_infrastructure |
-0.0022 |
-0.0009 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-07 |
2025-01-08 |
linkage |
1.1953 |
0.0002 |
0.0002 |
alpha_MOMENTUM |
| 2025-01-07 |
2025-01-08 |
ind_electric_utilities_ipps |
0.0243 |
0.0022 |
0.0001 |
tilt_INDUSTRY |
| 2025-01-07 |
2025-01-08 |
value_gc |
1.2372 |
0.0007 |
0.0008 |
alpha_VALUE |
| 2025-01-07 |
2025-01-08 |
ind_industrial_distribution |
-0.0042 |
-0.0026 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-07 |
2025-01-08 |
country_CN |
0.1020 |
0.0021 |
0.0002 |
tilt_COUNTRY |
| 2025-01-07 |
2025-01-08 |
ind_integrated_hardware_software |
0.0113 |
-0.0024 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-07 |
2025-01-08 |
ind_healthcare_equipment_supplies |
-0.0147 |
-0.0010 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-07 |
2025-01-08 |
country_HK |
0.0650 |
-0.0026 |
-0.0002 |
tilt_COUNTRY |
| 2025-01-07 |
2025-01-08 |
ind_uranium |
-0.0001 |
-0.0492 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-07 |
2025-01-08 |
sdiscrepancy |
NaN |
NaN |
0.0002 |
unexplained |
| 2025-01-07 |
2025-01-08 |
country_AU |
-0.0998 |
0.0088 |
-0.0009 |
tilt_COUNTRY |
| 2025-01-07 |
2025-01-08 |
ind_office_equipment |
0.0008 |
0.0009 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-07 |
2025-01-08 |
ind_chemicals |
-0.0306 |
-0.0041 |
0.0001 |
tilt_INDUSTRY |
| 2025-01-07 |
2025-01-08 |
ind_water_utilities |
-0.0046 |
-0.0021 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-07 |
2025-01-08 |
ind_coal |
-0.0412 |
-0.0086 |
0.0004 |
tilt_INDUSTRY |
| 2025-01-07 |
2025-01-08 |
ind_diversified_retail |
-0.0020 |
0.0028 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-07 |
2025-01-08 |
country_SG |
0.0222 |
0.0088 |
0.0002 |
tilt_COUNTRY |
| 2025-01-07 |
2025-01-08 |
value_liq |
0.5053 |
-0.0006 |
-0.0003 |
alpha_VALUE |
| 2025-01-07 |
2025-01-08 |
ind_automobile |
0.0177 |
0.0042 |
0.0001 |
tilt_INDUSTRY |
| 2025-01-07 |
2025-01-08 |
size_MICRO |
-0.0049 |
0.0076 |
-0.0000 |
tilt_SIZE |
| 2025-01-07 |
2025-01-08 |
country_MY |
0.0147 |
-0.0087 |
-0.0001 |
tilt_COUNTRY |
| 2025-01-07 |
2025-01-08 |
ind_fintech |
0.0089 |
-0.0034 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-07 |
2025-01-08 |
ind_telecommunications_serices |
0.0277 |
0.0022 |
0.0001 |
tilt_INDUSTRY |
| 2025-01-08 |
2025-01-09 |
country_NZ |
-0.0186 |
0.0051 |
-0.0001 |
tilt_COUNTRY |
| 2025-01-08 |
2025-01-09 |
ind_office_equipment |
0.0008 |
0.0028 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-08 |
2025-01-09 |
size_MICRO |
-0.0032 |
-0.0019 |
0.0000 |
tilt_SIZE |
| 2025-01-08 |
2025-01-09 |
ind_textiles_apparel |
-0.0319 |
-0.0033 |
0.0001 |
tilt_INDUSTRY |
| 2025-01-08 |
2025-01-09 |
ind_food_tobacco |
0.1479 |
0.0035 |
0.0005 |
tilt_INDUSTRY |
| 2025-01-08 |
2025-01-09 |
ind_holding_companies |
0.0000 |
-0.0007 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-08 |
2025-01-09 |
ind_commercial_services_supplies |
0.0152 |
0.0022 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-08 |
2025-01-09 |
ind_household_products_services |
-0.0260 |
0.0019 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-08 |
2025-01-09 |
ind_biotechnology |
-0.0106 |
0.0013 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-08 |
2025-01-09 |
ind_freight_logistics |
0.0330 |
-0.0096 |
-0.0003 |
tilt_INDUSTRY |
| 2025-01-08 |
2025-01-09 |
ind_reits |
0.0045 |
0.0000 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-08 |
2025-01-09 |
ind_homebuilding_building_products |
0.0024 |
-0.0054 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-08 |
2025-01-09 |
revision |
1.0488 |
0.0015 |
0.0016 |
alpha_REVISION |
| 2025-01-08 |
2025-01-09 |
ind_paper_forestry |
-0.0103 |
0.0007 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-08 |
2025-01-09 |
linearCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-01-08 |
2025-01-09 |
country_MY |
0.0133 |
-0.0007 |
-0.0000 |
tilt_COUNTRY |
| 2025-01-08 |
2025-01-09 |
ind_electric_utilities_ipps |
0.0244 |
-0.0060 |
-0.0001 |
tilt_INDUSTRY |
| 2025-01-08 |
2025-01-09 |
country_SG |
0.0172 |
0.0013 |
0.0000 |
tilt_COUNTRY |
| 2025-01-08 |
2025-01-09 |
ind_chemicals |
-0.0352 |
0.0051 |
-0.0002 |
tilt_INDUSTRY |
| 2025-01-08 |
2025-01-09 |
country_CN |
0.1128 |
0.0009 |
0.0001 |
tilt_COUNTRY |
| 2025-01-08 |
2025-01-09 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-01-08 |
2025-01-09 |
ind_communications_equipment |
0.0028 |
0.0036 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-08 |
2025-01-09 |
neglect |
1.0536 |
-0.0002 |
-0.0002 |
alpha_VALUE |
| 2025-01-08 |
2025-01-09 |
ind_containers_packaging |
-0.0177 |
-0.0067 |
0.0001 |
tilt_INDUSTRY |
| 2025-01-08 |
2025-01-09 |
ind_water_utilities |
-0.0045 |
-0.0076 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-08 |
2025-01-09 |
ind_pharmaceuticals |
-0.0264 |
0.0003 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-08 |
2025-01-09 |
ind_healthcare_providers_services |
-0.0408 |
-0.0027 |
0.0001 |
tilt_INDUSTRY |
| 2025-01-08 |
2025-01-09 |
ind_renewable_energy |
0.0260 |
-0.0046 |
-0.0001 |
tilt_INDUSTRY |
| 2025-01-08 |
2025-01-09 |
ind_fintech |
0.0082 |
-0.0048 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-08 |
2025-01-09 |
ind_automobile |
0.0166 |
-0.0016 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-08 |
2025-01-09 |
ind_media_publishing |
-0.0072 |
-0.0002 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-08 |
2025-01-09 |
country_HK |
0.0582 |
0.0034 |
0.0002 |
tilt_COUNTRY |
| 2025-01-08 |
2025-01-09 |
ind_insurance |
0.1105 |
-0.0035 |
-0.0004 |
tilt_INDUSTRY |
| 2025-01-08 |
2025-01-09 |
market |
-0.0163 |
-0.0117 |
0.0002 |
risk_exposure |
| 2025-01-08 |
2025-01-09 |
country_KR |
0.0000 |
0.0100 |
0.0000 |
tilt_COUNTRY |
| 2025-01-08 |
2025-01-09 |
ind_software_it_services |
0.0723 |
0.0046 |
0.0003 |
tilt_INDUSTRY |
| 2025-01-08 |
2025-01-09 |
ind_construction_materials |
-0.0176 |
0.0017 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-08 |
2025-01-09 |
momentum |
0.2910 |
-0.0006 |
-0.0002 |
alpha_MOMENTUM |
| 2025-01-08 |
2025-01-09 |
stability |
4.7871 |
0.0009 |
0.0041 |
alpha_QUALITY |
| 2025-01-08 |
2025-01-09 |
size_MID |
-0.0887 |
0.0004 |
-0.0000 |
tilt_SIZE |
| 2025-01-08 |
2025-01-09 |
country_TW |
-0.0463 |
-0.0132 |
0.0006 |
tilt_COUNTRY |
| 2025-01-08 |
2025-01-09 |
country_XH |
-0.0009 |
0.0039 |
-0.0000 |
tilt_COUNTRY |
| 2025-01-08 |
2025-01-09 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-01-08 |
2025-01-09 |
reversal |
1.0142 |
0.0014 |
0.0014 |
alpha_REVERSAL |
| 2025-01-08 |
2025-01-09 |
ind_specialty_reatil |
0.0093 |
0.0038 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-08 |
2025-01-09 |
value_gc |
1.2306 |
-0.0001 |
-0.0001 |
alpha_VALUE |
| 2025-01-08 |
2025-01-09 |
quality |
3.4992 |
-0.0001 |
-0.0005 |
alpha_QUALITY |
| 2025-01-08 |
2025-01-09 |
size_LARGE |
0.0719 |
-0.0005 |
-0.0000 |
tilt_SIZE |
| 2025-01-08 |
2025-01-09 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-01-08 |
2025-01-09 |
ind_industrial_distribution |
-0.0038 |
-0.0155 |
0.0001 |
tilt_INDUSTRY |
| 2025-01-08 |
2025-01-09 |
ind_uranium |
0.0000 |
-0.0362 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-08 |
2025-01-09 |
ind_machinery |
0.0669 |
-0.0007 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-08 |
2025-01-09 |
country_PH |
0.0010 |
0.0127 |
0.0000 |
tilt_COUNTRY |
| 2025-01-08 |
2025-01-09 |
pdiscrepancy |
NaN |
NaN |
-0.0000 |
unexplained |
| 2025-01-08 |
2025-01-09 |
country_IN |
0.0788 |
-0.0011 |
-0.0001 |
tilt_COUNTRY |
| 2025-01-08 |
2025-01-09 |
ind_leisure_products |
-0.0087 |
-0.0025 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-08 |
2025-01-09 |
ind_passenger_transportation |
0.0604 |
0.0013 |
0.0001 |
tilt_INDUSTRY |
| 2025-01-08 |
2025-01-09 |
specret |
NaN |
NaN |
-0.0030 |
unexplained |
| 2025-01-08 |
2025-01-09 |
ind_metals_mining |
-0.0042 |
0.0024 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-08 |
2025-01-09 |
ind_household_goods |
-0.0516 |
0.0004 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-08 |
2025-01-09 |
ind_diversified_retail |
-0.0011 |
0.0040 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-08 |
2025-01-09 |
ind_transportation_infrastructure |
-0.0033 |
-0.0011 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-08 |
2025-01-09 |
value_liq |
0.4866 |
-0.0014 |
-0.0007 |
alpha_VALUE |
| 2025-01-08 |
2025-01-09 |
ind_banking_services |
-0.0388 |
0.0011 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-08 |
2025-01-09 |
ind_food_drug_retail |
-0.0599 |
0.0022 |
-0.0001 |
tilt_INDUSTRY |
| 2025-01-08 |
2025-01-09 |
fmom |
1.2882 |
0.0002 |
0.0002 |
alpha_QUALITY |
| 2025-01-08 |
2025-01-09 |
country_AU |
-0.0980 |
0.0049 |
-0.0005 |
tilt_COUNTRY |
| 2025-01-08 |
2025-01-09 |
ind_hotels_entertainment |
-0.0616 |
-0.0015 |
0.0001 |
tilt_INDUSTRY |
| 2025-01-08 |
2025-01-09 |
ind_investment_services |
0.1186 |
-0.0045 |
-0.0005 |
tilt_INDUSTRY |
| 2025-01-08 |
2025-01-09 |
country_JP |
-0.0519 |
-0.0028 |
0.0001 |
tilt_COUNTRY |
| 2025-01-08 |
2025-01-09 |
ind_coal |
-0.0410 |
-0.0126 |
0.0005 |
tilt_INDUSTRY |
| 2025-01-08 |
2025-01-09 |
size_SMALL |
0.0037 |
0.0000 |
0.0000 |
tilt_SIZE |
| 2025-01-08 |
2025-01-09 |
ind_semiconductors |
-0.0460 |
-0.0026 |
0.0001 |
tilt_INDUSTRY |
| 2025-01-08 |
2025-01-09 |
ind_electronic_equipment |
-0.0188 |
0.0025 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-08 |
2025-01-09 |
ind_natural_gas_utilities |
-0.0061 |
-0.0014 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-08 |
2025-01-09 |
ind_oil_gas_equipment_services |
-0.0126 |
-0.0207 |
0.0003 |
tilt_INDUSTRY |
| 2025-01-08 |
2025-01-09 |
ind_construction_engineering |
-0.0816 |
-0.0027 |
0.0002 |
tilt_INDUSTRY |
| 2025-01-08 |
2025-01-09 |
linkage |
1.1412 |
0.0001 |
0.0001 |
alpha_MOMENTUM |
| 2025-01-08 |
2025-01-09 |
ind_oil_gas |
-0.0366 |
-0.0038 |
0.0001 |
tilt_INDUSTRY |
| 2025-01-08 |
2025-01-09 |
ind_computers_phones_household_electronics |
-0.0023 |
0.0010 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-08 |
2025-01-09 |
sbeta_market |
0.0322 |
0.0061 |
0.0002 |
risk_exposure |
| 2025-01-08 |
2025-01-09 |
ind_aerospace_defense |
0.0119 |
0.0159 |
0.0002 |
tilt_INDUSTRY |
| 2025-01-08 |
2025-01-09 |
ind_multiline_utilities |
-0.0105 |
-0.0021 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-08 |
2025-01-09 |
ind_consumer_goods_conglomerates |
0.0237 |
-0.0063 |
-0.0001 |
tilt_INDUSTRY |
| 2025-01-08 |
2025-01-09 |
sdiscrepancy |
NaN |
NaN |
0.0001 |
unexplained |
| 2025-01-08 |
2025-01-09 |
country_TH |
-0.0966 |
-0.0121 |
0.0012 |
tilt_COUNTRY |
| 2025-01-08 |
2025-01-09 |
ind_beverages |
-0.0904 |
0.0031 |
-0.0003 |
tilt_INDUSTRY |
| 2025-01-08 |
2025-01-09 |
ind_telecommunications_serices |
0.0302 |
0.0088 |
0.0003 |
tilt_INDUSTRY |
| 2025-01-08 |
2025-01-09 |
ind_healthcare_equipment_supplies |
-0.0150 |
-0.0060 |
0.0001 |
tilt_INDUSTRY |
| 2025-01-08 |
2025-01-09 |
ind_integrated_hardware_software |
0.0116 |
0.0103 |
0.0001 |
tilt_INDUSTRY |
| 2025-01-08 |
2025-01-09 |
ind_real_estate_operations |
0.0086 |
-0.0011 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-08 |
2025-01-09 |
country_ID |
0.0149 |
0.0052 |
0.0001 |
tilt_COUNTRY |
| 2025-01-09 |
2025-01-10 |
ind_computers_phones_household_electronics |
-0.0013 |
-0.0064 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-09 |
2025-01-10 |
country_PH |
0.0010 |
0.0045 |
0.0000 |
tilt_COUNTRY |
| 2025-01-09 |
2025-01-10 |
ind_healthcare_providers_services |
-0.0412 |
-0.0021 |
0.0001 |
tilt_INDUSTRY |
| 2025-01-09 |
2025-01-10 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-01-09 |
2025-01-10 |
ind_office_equipment |
0.0008 |
-0.0068 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-09 |
2025-01-10 |
country_AU |
-0.0992 |
0.0011 |
-0.0001 |
tilt_COUNTRY |
| 2025-01-09 |
2025-01-10 |
ind_hotels_entertainment |
-0.0631 |
-0.0047 |
0.0003 |
tilt_INDUSTRY |
| 2025-01-09 |
2025-01-10 |
size_MICRO |
-0.0026 |
-0.0052 |
0.0000 |
tilt_SIZE |
| 2025-01-09 |
2025-01-10 |
ind_communications_equipment |
0.0036 |
-0.0058 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-09 |
2025-01-10 |
ind_machinery |
0.0711 |
0.0035 |
0.0002 |
tilt_INDUSTRY |
| 2025-01-09 |
2025-01-10 |
sdiscrepancy |
NaN |
NaN |
-0.0001 |
unexplained |
| 2025-01-09 |
2025-01-10 |
ind_semiconductors |
-0.0527 |
0.0028 |
-0.0001 |
tilt_INDUSTRY |
| 2025-01-09 |
2025-01-10 |
ind_beverages |
-0.0890 |
0.0043 |
-0.0004 |
tilt_INDUSTRY |
| 2025-01-09 |
2025-01-10 |
ind_pharmaceuticals |
-0.0267 |
-0.0016 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-09 |
2025-01-10 |
country_MY |
0.0119 |
0.0048 |
0.0001 |
tilt_COUNTRY |
| 2025-01-09 |
2025-01-10 |
ind_telecommunications_serices |
0.0302 |
-0.0029 |
-0.0001 |
tilt_INDUSTRY |
| 2025-01-09 |
2025-01-10 |
ind_natural_gas_utilities |
-0.0062 |
-0.0014 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-09 |
2025-01-10 |
ind_containers_packaging |
-0.0187 |
-0.0024 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-09 |
2025-01-10 |
neglect |
0.9669 |
-0.0004 |
-0.0004 |
alpha_VALUE |
| 2025-01-09 |
2025-01-10 |
ind_fintech |
0.0072 |
0.0064 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-09 |
2025-01-10 |
ind_holding_companies |
0.0000 |
0.0039 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-09 |
2025-01-10 |
ind_food_drug_retail |
-0.0590 |
-0.0066 |
0.0004 |
tilt_INDUSTRY |
| 2025-01-09 |
2025-01-10 |
reversal |
0.9954 |
-0.0005 |
-0.0005 |
alpha_REVERSAL |
| 2025-01-09 |
2025-01-10 |
ind_investment_services |
0.1158 |
0.0029 |
0.0003 |
tilt_INDUSTRY |
| 2025-01-09 |
2025-01-10 |
value_gc |
1.2252 |
0.0004 |
0.0005 |
alpha_VALUE |
| 2025-01-09 |
2025-01-10 |
linkage |
1.1262 |
0.0003 |
0.0003 |
alpha_MOMENTUM |
| 2025-01-09 |
2025-01-10 |
ind_paper_forestry |
-0.0105 |
-0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-09 |
2025-01-10 |
stability |
4.7385 |
0.0012 |
0.0056 |
alpha_QUALITY |
| 2025-01-09 |
2025-01-10 |
ind_healthcare_equipment_supplies |
-0.0153 |
0.0055 |
-0.0001 |
tilt_INDUSTRY |
| 2025-01-09 |
2025-01-10 |
country_XH |
0.0005 |
0.0039 |
0.0000 |
tilt_COUNTRY |
| 2025-01-09 |
2025-01-10 |
country_IN |
0.0777 |
-0.0154 |
-0.0012 |
tilt_COUNTRY |
| 2025-01-09 |
2025-01-10 |
country_CN |
0.1042 |
-0.0006 |
-0.0001 |
tilt_COUNTRY |
| 2025-01-09 |
2025-01-10 |
ind_construction_materials |
-0.0169 |
-0.0028 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-09 |
2025-01-10 |
ind_industrial_distribution |
-0.0037 |
-0.0006 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-09 |
2025-01-10 |
ind_integrated_hardware_software |
0.0122 |
-0.0030 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-09 |
2025-01-10 |
specret |
NaN |
NaN |
-0.0004 |
unexplained |
| 2025-01-09 |
2025-01-10 |
ind_software_it_services |
0.0603 |
0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-09 |
2025-01-10 |
ind_electric_utilities_ipps |
0.0230 |
-0.0050 |
-0.0001 |
tilt_INDUSTRY |
| 2025-01-09 |
2025-01-10 |
ind_household_goods |
-0.0501 |
-0.0139 |
0.0007 |
tilt_INDUSTRY |
| 2025-01-09 |
2025-01-10 |
country_HK |
0.0573 |
0.0055 |
0.0003 |
tilt_COUNTRY |
| 2025-01-09 |
2025-01-10 |
ind_diversified_retail |
-0.0006 |
-0.0005 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-09 |
2025-01-10 |
ind_automobile |
0.0127 |
0.0048 |
0.0001 |
tilt_INDUSTRY |
| 2025-01-09 |
2025-01-10 |
value_liq |
0.4840 |
0.0005 |
0.0002 |
alpha_VALUE |
| 2025-01-09 |
2025-01-10 |
ind_real_estate_operations |
0.0094 |
-0.0011 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-09 |
2025-01-10 |
ind_multiline_utilities |
-0.0107 |
-0.0010 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-09 |
2025-01-10 |
country_SG |
0.0118 |
-0.0078 |
-0.0001 |
tilt_COUNTRY |
| 2025-01-09 |
2025-01-10 |
ind_water_utilities |
-0.0044 |
0.0059 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-09 |
2025-01-10 |
ind_renewable_energy |
0.0254 |
-0.0109 |
-0.0003 |
tilt_INDUSTRY |
| 2025-01-09 |
2025-01-10 |
ind_leisure_products |
-0.0085 |
0.0066 |
-0.0001 |
tilt_INDUSTRY |
| 2025-01-09 |
2025-01-10 |
ind_specialty_reatil |
0.0051 |
0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-09 |
2025-01-10 |
ind_uranium |
0.0000 |
-0.0000 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-09 |
2025-01-10 |
country_JP |
-0.0457 |
0.0016 |
-0.0001 |
tilt_COUNTRY |
| 2025-01-09 |
2025-01-10 |
ind_reits |
0.0039 |
0.0000 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-09 |
2025-01-10 |
quality |
3.4966 |
0.0005 |
0.0018 |
alpha_QUALITY |
| 2025-01-09 |
2025-01-10 |
ind_coal |
-0.0450 |
0.0000 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-09 |
2025-01-10 |
ind_consumer_goods_conglomerates |
0.0237 |
-0.0048 |
-0.0001 |
tilt_INDUSTRY |
| 2025-01-09 |
2025-01-10 |
size_LARGE |
0.0679 |
0.0013 |
0.0001 |
tilt_SIZE |
| 2025-01-09 |
2025-01-10 |
ind_food_tobacco |
0.1474 |
-0.0002 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-09 |
2025-01-10 |
ind_metals_mining |
-0.0039 |
0.0116 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-09 |
2025-01-10 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-01-09 |
2025-01-10 |
ind_oil_gas |
-0.0332 |
-0.0009 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-09 |
2025-01-10 |
ind_textiles_apparel |
-0.0337 |
-0.0016 |
0.0001 |
tilt_INDUSTRY |
| 2025-01-09 |
2025-01-10 |
country_TH |
-0.0968 |
0.0076 |
-0.0007 |
tilt_COUNTRY |
| 2025-01-09 |
2025-01-10 |
market |
-0.0248 |
-0.0004 |
0.0000 |
risk_exposure |
| 2025-01-09 |
2025-01-10 |
pdiscrepancy |
NaN |
NaN |
-0.0000 |
unexplained |
| 2025-01-09 |
2025-01-10 |
ind_biotechnology |
-0.0099 |
0.0050 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-09 |
2025-01-10 |
ind_commercial_services_supplies |
0.0195 |
-0.0022 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-09 |
2025-01-10 |
linearCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-01-09 |
2025-01-10 |
country_NZ |
-0.0185 |
-0.0017 |
0.0000 |
tilt_COUNTRY |
| 2025-01-09 |
2025-01-10 |
country_ID |
0.0147 |
0.0061 |
0.0001 |
tilt_COUNTRY |
| 2025-01-09 |
2025-01-10 |
ind_construction_engineering |
-0.0786 |
-0.0006 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-09 |
2025-01-10 |
ind_chemicals |
-0.0379 |
0.0015 |
-0.0001 |
tilt_INDUSTRY |
| 2025-01-09 |
2025-01-10 |
ind_banking_services |
-0.0305 |
-0.0032 |
0.0001 |
tilt_INDUSTRY |
| 2025-01-09 |
2025-01-10 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-01-09 |
2025-01-10 |
ind_transportation_infrastructure |
-0.0048 |
0.0001 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-09 |
2025-01-10 |
revision |
0.9977 |
0.0013 |
0.0013 |
alpha_REVISION |
| 2025-01-09 |
2025-01-10 |
sbeta_market |
0.0268 |
-0.0134 |
-0.0004 |
risk_exposure |
| 2025-01-09 |
2025-01-10 |
ind_household_products_services |
-0.0255 |
-0.0023 |
0.0001 |
tilt_INDUSTRY |
| 2025-01-09 |
2025-01-10 |
country_KR |
0.0000 |
0.0039 |
0.0000 |
tilt_COUNTRY |
| 2025-01-09 |
2025-01-10 |
fmom |
1.2740 |
0.0001 |
0.0001 |
alpha_QUALITY |
| 2025-01-09 |
2025-01-10 |
size_SMALL |
-0.0016 |
-0.0024 |
0.0000 |
tilt_SIZE |
| 2025-01-09 |
2025-01-10 |
momentum |
0.2845 |
0.0008 |
0.0002 |
alpha_MOMENTUM |
| 2025-01-09 |
2025-01-10 |
ind_insurance |
0.1100 |
-0.0052 |
-0.0006 |
tilt_INDUSTRY |
| 2025-01-09 |
2025-01-10 |
ind_oil_gas_equipment_services |
-0.0123 |
0.0032 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-09 |
2025-01-10 |
ind_media_publishing |
-0.0027 |
-0.0055 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-09 |
2025-01-10 |
ind_electronic_equipment |
-0.0157 |
-0.0034 |
0.0001 |
tilt_INDUSTRY |
| 2025-01-09 |
2025-01-10 |
ind_homebuilding_building_products |
0.0023 |
-0.0030 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-09 |
2025-01-10 |
ind_freight_logistics |
0.0319 |
0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-09 |
2025-01-10 |
ind_aerospace_defense |
0.0113 |
0.0015 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-09 |
2025-01-10 |
country_TW |
-0.0436 |
0.0034 |
-0.0001 |
tilt_COUNTRY |
| 2025-01-09 |
2025-01-10 |
ind_passenger_transportation |
0.0604 |
0.0013 |
0.0001 |
tilt_INDUSTRY |
| 2025-01-09 |
2025-01-10 |
size_MID |
-0.0885 |
0.0012 |
-0.0001 |
tilt_SIZE |
| 2025-01-10 |
2025-01-13 |
ind_industrial_distribution |
-0.0036 |
-0.0031 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-10 |
2025-01-13 |
sbeta_market |
0.0151 |
0.0098 |
0.0001 |
risk_exposure |
| 2025-01-10 |
2025-01-13 |
linearCost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-01-10 |
2025-01-13 |
country_ID |
0.0146 |
0.0001 |
0.0000 |
tilt_COUNTRY |
| 2025-01-10 |
2025-01-13 |
ind_telecommunications_serices |
0.0301 |
0.0094 |
0.0003 |
tilt_INDUSTRY |
| 2025-01-10 |
2025-01-13 |
ind_investment_services |
0.1144 |
-0.0005 |
-0.0001 |
tilt_INDUSTRY |
| 2025-01-10 |
2025-01-13 |
ind_renewable_energy |
0.0263 |
-0.0017 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-10 |
2025-01-13 |
ind_coal |
-0.0498 |
0.0065 |
-0.0003 |
tilt_INDUSTRY |
| 2025-01-10 |
2025-01-13 |
ind_household_products_services |
-0.0255 |
0.0094 |
-0.0002 |
tilt_INDUSTRY |
| 2025-01-10 |
2025-01-13 |
ind_food_drug_retail |
-0.0551 |
0.0063 |
-0.0003 |
tilt_INDUSTRY |
| 2025-01-10 |
2025-01-13 |
ind_beverages |
-0.0887 |
0.0036 |
-0.0003 |
tilt_INDUSTRY |
| 2025-01-10 |
2025-01-13 |
ind_electric_utilities_ipps |
0.0140 |
0.0014 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-10 |
2025-01-13 |
ind_homebuilding_building_products |
0.0023 |
-0.0019 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-10 |
2025-01-13 |
ind_multiline_utilities |
-0.0115 |
-0.0059 |
0.0001 |
tilt_INDUSTRY |
| 2025-01-10 |
2025-01-13 |
revision |
0.9497 |
-0.0000 |
-0.0000 |
alpha_REVISION |
| 2025-01-10 |
2025-01-13 |
size_MICRO |
-0.0023 |
-0.0060 |
0.0000 |
tilt_SIZE |
| 2025-01-10 |
2025-01-13 |
country_SG |
0.0112 |
0.0073 |
0.0001 |
tilt_COUNTRY |
| 2025-01-10 |
2025-01-13 |
ind_reits |
0.0037 |
0.0000 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-10 |
2025-01-13 |
ind_machinery |
0.0568 |
-0.0046 |
-0.0003 |
tilt_INDUSTRY |
| 2025-01-10 |
2025-01-13 |
country_MY |
0.0119 |
-0.0007 |
-0.0000 |
tilt_COUNTRY |
| 2025-01-10 |
2025-01-13 |
market |
-0.0373 |
-0.0154 |
0.0006 |
risk_exposure |
| 2025-01-10 |
2025-01-13 |
country_TH |
-0.0987 |
0.0021 |
-0.0002 |
tilt_COUNTRY |
| 2025-01-10 |
2025-01-13 |
fmom |
1.2891 |
-0.0002 |
-0.0002 |
alpha_QUALITY |
| 2025-01-10 |
2025-01-13 |
ind_hotels_entertainment |
-0.0647 |
-0.0015 |
0.0001 |
tilt_INDUSTRY |
| 2025-01-10 |
2025-01-13 |
country_TW |
-0.0418 |
-0.0077 |
0.0003 |
tilt_COUNTRY |
| 2025-01-10 |
2025-01-13 |
size_MID |
-0.0914 |
0.0006 |
-0.0001 |
tilt_SIZE |
| 2025-01-10 |
2025-01-13 |
ind_communications_equipment |
0.0075 |
-0.0101 |
-0.0001 |
tilt_INDUSTRY |
| 2025-01-10 |
2025-01-13 |
ind_banking_services |
-0.0228 |
0.0028 |
-0.0001 |
tilt_INDUSTRY |
| 2025-01-10 |
2025-01-13 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-01-10 |
2025-01-13 |
size_SMALL |
-0.0023 |
-0.0003 |
0.0000 |
tilt_SIZE |
| 2025-01-10 |
2025-01-13 |
country_KR |
0.0000 |
0.0014 |
0.0000 |
tilt_COUNTRY |
| 2025-01-10 |
2025-01-13 |
neglect |
0.9357 |
-0.0003 |
-0.0003 |
alpha_VALUE |
| 2025-01-10 |
2025-01-13 |
ind_natural_gas_utilities |
-0.0066 |
0.0053 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-10 |
2025-01-13 |
ind_pharmaceuticals |
-0.0272 |
0.0034 |
-0.0001 |
tilt_INDUSTRY |
| 2025-01-10 |
2025-01-13 |
ind_media_publishing |
0.0027 |
-0.0024 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-10 |
2025-01-13 |
ind_passenger_transportation |
0.0606 |
-0.0000 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-10 |
2025-01-13 |
ind_computers_phones_household_electronics |
-0.0009 |
-0.0082 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-10 |
2025-01-13 |
ind_holding_companies |
0.0000 |
-0.0067 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-10 |
2025-01-13 |
ind_automobile |
0.0099 |
-0.0018 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-10 |
2025-01-13 |
country_JP |
-0.0444 |
0.0094 |
-0.0004 |
tilt_COUNTRY |
| 2025-01-10 |
2025-01-13 |
ind_construction_engineering |
-0.0803 |
0.0007 |
-0.0001 |
tilt_INDUSTRY |
| 2025-01-10 |
2025-01-13 |
linkage |
1.1125 |
0.0010 |
0.0011 |
alpha_MOMENTUM |
| 2025-01-10 |
2025-01-13 |
pdiscrepancy |
NaN |
NaN |
-0.0000 |
unexplained |
| 2025-01-10 |
2025-01-13 |
ind_paper_forestry |
-0.0106 |
-0.0029 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-10 |
2025-01-13 |
stability |
4.7437 |
0.0002 |
0.0011 |
alpha_QUALITY |
| 2025-01-10 |
2025-01-13 |
country_IN |
0.0747 |
-0.0273 |
-0.0020 |
tilt_COUNTRY |
| 2025-01-10 |
2025-01-13 |
ind_fintech |
0.0068 |
-0.0029 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-10 |
2025-01-13 |
ind_biotechnology |
-0.0099 |
0.0013 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-10 |
2025-01-13 |
specret |
NaN |
NaN |
-0.0051 |
unexplained |
| 2025-01-10 |
2025-01-13 |
ind_metals_mining |
-0.0044 |
0.0084 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-10 |
2025-01-13 |
ind_household_goods |
-0.0490 |
-0.0164 |
0.0008 |
tilt_INDUSTRY |
| 2025-01-10 |
2025-01-13 |
ind_textiles_apparel |
-0.0361 |
0.0016 |
-0.0001 |
tilt_INDUSTRY |
| 2025-01-10 |
2025-01-13 |
ind_diversified_retail |
-0.0006 |
-0.0064 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-10 |
2025-01-13 |
ind_specialty_reatil |
0.0018 |
0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-10 |
2025-01-13 |
ind_construction_materials |
-0.0165 |
0.0058 |
-0.0001 |
tilt_INDUSTRY |
| 2025-01-10 |
2025-01-13 |
ind_food_tobacco |
0.1474 |
0.0036 |
0.0005 |
tilt_INDUSTRY |
| 2025-01-10 |
2025-01-13 |
country_HK |
0.0590 |
-0.0053 |
-0.0003 |
tilt_COUNTRY |
| 2025-01-10 |
2025-01-13 |
ind_containers_packaging |
-0.0183 |
0.0043 |
-0.0001 |
tilt_INDUSTRY |
| 2025-01-10 |
2025-01-13 |
ind_software_it_services |
0.0513 |
-0.0008 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-10 |
2025-01-13 |
quality |
3.5249 |
0.0007 |
0.0025 |
alpha_QUALITY |
| 2025-01-10 |
2025-01-13 |
ind_uranium |
0.0000 |
0.0342 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-10 |
2025-01-13 |
ind_transportation_infrastructure |
-0.0063 |
0.0007 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-10 |
2025-01-13 |
country_NZ |
-0.0185 |
0.0088 |
-0.0002 |
tilt_COUNTRY |
| 2025-01-10 |
2025-01-13 |
ind_commercial_services_supplies |
0.0242 |
0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-10 |
2025-01-13 |
reversal |
0.7893 |
-0.0007 |
-0.0006 |
alpha_REVERSAL |
| 2025-01-10 |
2025-01-13 |
ind_office_equipment |
0.0008 |
0.0035 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-10 |
2025-01-13 |
size_LARGE |
0.0587 |
-0.0002 |
-0.0000 |
tilt_SIZE |
| 2025-01-10 |
2025-01-13 |
ind_consumer_goods_conglomerates |
0.0241 |
-0.0029 |
-0.0001 |
tilt_INDUSTRY |
| 2025-01-10 |
2025-01-13 |
country_CN |
0.0919 |
0.0028 |
0.0003 |
tilt_COUNTRY |
| 2025-01-10 |
2025-01-13 |
sdiscrepancy |
NaN |
NaN |
-0.0001 |
unexplained |
| 2025-01-10 |
2025-01-13 |
ind_semiconductors |
-0.0559 |
-0.0117 |
0.0007 |
tilt_INDUSTRY |
| 2025-01-10 |
2025-01-13 |
value_gc |
1.2321 |
-0.0011 |
-0.0013 |
alpha_VALUE |
| 2025-01-10 |
2025-01-13 |
ind_oil_gas |
-0.0279 |
0.0186 |
-0.0005 |
tilt_INDUSTRY |
| 2025-01-10 |
2025-01-13 |
ind_leisure_products |
-0.0085 |
0.0027 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-10 |
2025-01-13 |
momentum |
0.3061 |
-0.0014 |
-0.0004 |
alpha_MOMENTUM |
| 2025-01-10 |
2025-01-13 |
fcost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-01-10 |
2025-01-13 |
ind_chemicals |
-0.0402 |
0.0015 |
-0.0001 |
tilt_INDUSTRY |
| 2025-01-10 |
2025-01-13 |
bcost |
NaN |
NaN |
-0.0009 |
cost |
| 2025-01-10 |
2025-01-13 |
ind_electronic_equipment |
-0.0102 |
-0.0095 |
0.0001 |
tilt_INDUSTRY |
| 2025-01-10 |
2025-01-13 |
value_liq |
0.4837 |
0.0014 |
0.0007 |
alpha_VALUE |
| 2025-01-10 |
2025-01-13 |
ind_healthcare_providers_services |
-0.0420 |
0.0073 |
-0.0003 |
tilt_INDUSTRY |
| 2025-01-10 |
2025-01-13 |
ind_oil_gas_equipment_services |
-0.0125 |
0.0245 |
-0.0003 |
tilt_INDUSTRY |
| 2025-01-10 |
2025-01-13 |
country_AU |
-0.1014 |
-0.0024 |
0.0002 |
tilt_COUNTRY |
| 2025-01-10 |
2025-01-13 |
ind_aerospace_defense |
0.0118 |
-0.0024 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-10 |
2025-01-13 |
ind_healthcare_equipment_supplies |
-0.0099 |
0.0014 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-10 |
2025-01-13 |
ind_real_estate_operations |
0.0105 |
0.0011 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-10 |
2025-01-13 |
ind_insurance |
0.1101 |
0.0006 |
0.0001 |
tilt_INDUSTRY |
| 2025-01-10 |
2025-01-13 |
ind_water_utilities |
-0.0044 |
0.0010 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-10 |
2025-01-13 |
country_PH |
0.0010 |
-0.0189 |
-0.0000 |
tilt_COUNTRY |
| 2025-01-10 |
2025-01-13 |
country_XH |
0.0032 |
-0.0030 |
-0.0000 |
tilt_COUNTRY |
| 2025-01-10 |
2025-01-13 |
ind_freight_logistics |
0.0323 |
0.0019 |
0.0001 |
tilt_INDUSTRY |
| 2025-01-10 |
2025-01-13 |
ind_integrated_hardware_software |
0.0129 |
-0.0097 |
-0.0001 |
tilt_INDUSTRY |
| 2025-01-13 |
2025-01-14 |
country_XH |
0.0074 |
-0.0053 |
-0.0000 |
tilt_COUNTRY |
| 2025-01-13 |
2025-01-14 |
linearCost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-01-13 |
2025-01-14 |
size_MID |
-0.0910 |
-0.0003 |
0.0000 |
tilt_SIZE |
| 2025-01-13 |
2025-01-14 |
ind_water_utilities |
-0.0044 |
-0.0063 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-13 |
2025-01-14 |
ind_food_tobacco |
0.1432 |
-0.0046 |
-0.0007 |
tilt_INDUSTRY |
| 2025-01-13 |
2025-01-14 |
ind_office_equipment |
0.0012 |
0.0085 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-13 |
2025-01-14 |
quality |
3.5760 |
-0.0015 |
-0.0055 |
alpha_QUALITY |
| 2025-01-13 |
2025-01-14 |
country_HK |
0.0613 |
-0.0092 |
-0.0006 |
tilt_COUNTRY |
| 2025-01-13 |
2025-01-14 |
ind_reits |
0.0036 |
0.0000 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-13 |
2025-01-14 |
ind_diversified_retail |
-0.0004 |
-0.0032 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-13 |
2025-01-14 |
ind_software_it_services |
0.0442 |
0.0032 |
0.0001 |
tilt_INDUSTRY |
| 2025-01-13 |
2025-01-14 |
ind_freight_logistics |
0.0342 |
0.0025 |
0.0001 |
tilt_INDUSTRY |
| 2025-01-13 |
2025-01-14 |
ind_homebuilding_building_products |
0.0018 |
-0.0032 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-13 |
2025-01-14 |
stability |
4.8012 |
-0.0006 |
-0.0030 |
alpha_QUALITY |
| 2025-01-13 |
2025-01-14 |
market |
-0.0312 |
-0.0037 |
0.0001 |
risk_exposure |
| 2025-01-13 |
2025-01-14 |
ind_food_drug_retail |
-0.0558 |
0.0004 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-13 |
2025-01-14 |
country_NZ |
-0.0188 |
0.0021 |
-0.0000 |
tilt_COUNTRY |
| 2025-01-13 |
2025-01-14 |
impactCost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-01-13 |
2025-01-14 |
revision |
0.9149 |
0.0009 |
0.0008 |
alpha_REVISION |
| 2025-01-13 |
2025-01-14 |
ind_media_publishing |
0.0057 |
0.0100 |
0.0001 |
tilt_INDUSTRY |
| 2025-01-13 |
2025-01-14 |
ind_healthcare_providers_services |
-0.0421 |
-0.0101 |
0.0004 |
tilt_INDUSTRY |
| 2025-01-13 |
2025-01-14 |
ind_pharmaceuticals |
-0.0243 |
-0.0049 |
0.0001 |
tilt_INDUSTRY |
| 2025-01-13 |
2025-01-14 |
ind_healthcare_equipment_supplies |
-0.0046 |
-0.0034 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-13 |
2025-01-14 |
ind_insurance |
0.1088 |
0.0025 |
0.0003 |
tilt_INDUSTRY |
| 2025-01-13 |
2025-01-14 |
ind_natural_gas_utilities |
-0.0072 |
0.0010 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-13 |
2025-01-14 |
country_KR |
0.0000 |
-0.0048 |
0.0000 |
tilt_COUNTRY |
| 2025-01-13 |
2025-01-14 |
country_IN |
0.0746 |
0.0164 |
0.0012 |
tilt_COUNTRY |
| 2025-01-13 |
2025-01-14 |
specret |
NaN |
NaN |
0.0094 |
unexplained |
| 2025-01-13 |
2025-01-14 |
country_TW |
-0.0429 |
0.0041 |
-0.0002 |
tilt_COUNTRY |
| 2025-01-13 |
2025-01-14 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-01-13 |
2025-01-14 |
ind_uranium |
0.0000 |
0.0165 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-13 |
2025-01-14 |
neglect |
0.9872 |
0.0009 |
0.0009 |
alpha_VALUE |
| 2025-01-13 |
2025-01-14 |
size_LARGE |
0.0619 |
-0.0031 |
-0.0002 |
tilt_SIZE |
| 2025-01-13 |
2025-01-14 |
ind_containers_packaging |
-0.0174 |
-0.0059 |
0.0001 |
tilt_INDUSTRY |
| 2025-01-13 |
2025-01-14 |
linkage |
1.1292 |
0.0009 |
0.0010 |
alpha_MOMENTUM |
| 2025-01-13 |
2025-01-14 |
ind_specialty_reatil |
0.0024 |
-0.0082 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-13 |
2025-01-14 |
ind_textiles_apparel |
-0.0376 |
-0.0048 |
0.0002 |
tilt_INDUSTRY |
| 2025-01-13 |
2025-01-14 |
ind_communications_equipment |
0.0146 |
0.0113 |
0.0002 |
tilt_INDUSTRY |
| 2025-01-13 |
2025-01-14 |
ind_household_goods |
-0.0478 |
-0.0043 |
0.0002 |
tilt_INDUSTRY |
| 2025-01-13 |
2025-01-14 |
value_gc |
1.2564 |
0.0006 |
0.0007 |
alpha_VALUE |
| 2025-01-13 |
2025-01-14 |
ind_biotechnology |
-0.0106 |
-0.0032 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-13 |
2025-01-14 |
ind_commercial_services_supplies |
0.0273 |
-0.0022 |
-0.0001 |
tilt_INDUSTRY |
| 2025-01-13 |
2025-01-14 |
ind_construction_materials |
-0.0164 |
-0.0120 |
0.0002 |
tilt_INDUSTRY |
| 2025-01-13 |
2025-01-14 |
ind_real_estate_operations |
0.0113 |
-0.0066 |
-0.0001 |
tilt_INDUSTRY |
| 2025-01-13 |
2025-01-14 |
ind_chemicals |
-0.0454 |
-0.0050 |
0.0002 |
tilt_INDUSTRY |
| 2025-01-13 |
2025-01-14 |
ind_automobile |
0.0102 |
0.0095 |
0.0001 |
tilt_INDUSTRY |
| 2025-01-13 |
2025-01-14 |
ind_fintech |
0.0074 |
0.0027 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-13 |
2025-01-14 |
ind_household_products_services |
-0.0259 |
-0.0098 |
0.0003 |
tilt_INDUSTRY |
| 2025-01-13 |
2025-01-14 |
value_liq |
0.4953 |
-0.0012 |
-0.0006 |
alpha_VALUE |
| 2025-01-13 |
2025-01-14 |
ind_semiconductors |
-0.0592 |
-0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-13 |
2025-01-14 |
ind_hotels_entertainment |
-0.0660 |
0.0006 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-13 |
2025-01-14 |
ind_electric_utilities_ipps |
0.0025 |
0.0020 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-13 |
2025-01-14 |
country_TH |
-0.0982 |
-0.0127 |
0.0013 |
tilt_COUNTRY |
| 2025-01-13 |
2025-01-14 |
ind_multiline_utilities |
-0.0115 |
-0.0085 |
0.0001 |
tilt_INDUSTRY |
| 2025-01-13 |
2025-01-14 |
ind_construction_engineering |
-0.0843 |
-0.0013 |
0.0001 |
tilt_INDUSTRY |
| 2025-01-13 |
2025-01-14 |
pdiscrepancy |
NaN |
NaN |
-0.0000 |
unexplained |
| 2025-01-13 |
2025-01-14 |
ind_leisure_products |
-0.0086 |
0.0118 |
-0.0001 |
tilt_INDUSTRY |
| 2025-01-13 |
2025-01-14 |
country_SG |
0.0107 |
-0.0033 |
-0.0000 |
tilt_COUNTRY |
| 2025-01-13 |
2025-01-14 |
ind_investment_services |
0.1151 |
-0.0014 |
-0.0002 |
tilt_INDUSTRY |
| 2025-01-13 |
2025-01-14 |
ind_oil_gas |
-0.0214 |
0.0032 |
-0.0001 |
tilt_INDUSTRY |
| 2025-01-13 |
2025-01-14 |
sdiscrepancy |
NaN |
NaN |
-0.0004 |
unexplained |
| 2025-01-13 |
2025-01-14 |
ind_beverages |
-0.0876 |
-0.0084 |
0.0007 |
tilt_INDUSTRY |
| 2025-01-13 |
2025-01-14 |
ind_metals_mining |
-0.0034 |
-0.0072 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-13 |
2025-01-14 |
size_MICRO |
-0.0014 |
0.0040 |
-0.0000 |
tilt_SIZE |
| 2025-01-13 |
2025-01-14 |
country_JP |
-0.0471 |
-0.0205 |
0.0010 |
tilt_COUNTRY |
| 2025-01-13 |
2025-01-14 |
ind_electronic_equipment |
-0.0096 |
0.0021 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-13 |
2025-01-14 |
ind_transportation_infrastructure |
-0.0076 |
0.0024 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-13 |
2025-01-14 |
fmom |
1.2955 |
0.0002 |
0.0003 |
alpha_QUALITY |
| 2025-01-13 |
2025-01-14 |
ind_banking_services |
-0.0006 |
0.0023 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-13 |
2025-01-14 |
country_MY |
0.0119 |
-0.0078 |
-0.0001 |
tilt_COUNTRY |
| 2025-01-13 |
2025-01-14 |
ind_computers_phones_household_electronics |
-0.0007 |
0.0009 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-13 |
2025-01-14 |
country_PH |
0.0010 |
-0.0096 |
-0.0000 |
tilt_COUNTRY |
| 2025-01-13 |
2025-01-14 |
ind_telecommunications_serices |
0.0319 |
0.0071 |
0.0002 |
tilt_INDUSTRY |
| 2025-01-13 |
2025-01-14 |
ind_passenger_transportation |
0.0617 |
0.0060 |
0.0004 |
tilt_INDUSTRY |
| 2025-01-13 |
2025-01-14 |
ind_oil_gas_equipment_services |
-0.0129 |
0.0053 |
-0.0001 |
tilt_INDUSTRY |
| 2025-01-13 |
2025-01-14 |
size_SMALL |
-0.0007 |
0.0026 |
-0.0000 |
tilt_SIZE |
| 2025-01-13 |
2025-01-14 |
ind_machinery |
0.0399 |
0.0035 |
0.0001 |
tilt_INDUSTRY |
| 2025-01-13 |
2025-01-14 |
ind_integrated_hardware_software |
0.0134 |
0.0066 |
0.0001 |
tilt_INDUSTRY |
| 2025-01-13 |
2025-01-14 |
country_ID |
0.0173 |
-0.0145 |
-0.0003 |
tilt_COUNTRY |
| 2025-01-13 |
2025-01-14 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-01-13 |
2025-01-14 |
momentum |
0.3459 |
-0.0009 |
-0.0003 |
alpha_MOMENTUM |
| 2025-01-13 |
2025-01-14 |
sbeta_market |
0.0243 |
0.0220 |
0.0005 |
risk_exposure |
| 2025-01-13 |
2025-01-14 |
ind_coal |
-0.0514 |
-0.0008 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-13 |
2025-01-14 |
ind_paper_forestry |
-0.0107 |
-0.0022 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-13 |
2025-01-14 |
ind_holding_companies |
0.0000 |
0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-13 |
2025-01-14 |
country_AU |
-0.1037 |
0.0048 |
-0.0005 |
tilt_COUNTRY |
| 2025-01-13 |
2025-01-14 |
country_CN |
0.0955 |
0.0066 |
0.0006 |
tilt_COUNTRY |
| 2025-01-13 |
2025-01-14 |
ind_renewable_energy |
0.0284 |
-0.0015 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-13 |
2025-01-14 |
reversal |
0.8529 |
0.0035 |
0.0030 |
alpha_REVERSAL |
| 2025-01-13 |
2025-01-14 |
ind_aerospace_defense |
0.0146 |
-0.0024 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-13 |
2025-01-14 |
ind_industrial_distribution |
-0.0038 |
0.0078 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-13 |
2025-01-14 |
ind_consumer_goods_conglomerates |
0.0248 |
-0.0042 |
-0.0001 |
tilt_INDUSTRY |
| 2025-01-14 |
2025-01-15 |
ind_passenger_transportation |
0.0638 |
-0.0015 |
-0.0001 |
tilt_INDUSTRY |
| 2025-01-14 |
2025-01-15 |
ind_household_products_services |
-0.0257 |
-0.0017 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-14 |
2025-01-15 |
fmom |
1.3190 |
-0.0005 |
-0.0006 |
alpha_QUALITY |
| 2025-01-14 |
2025-01-15 |
size_LARGE |
0.0741 |
0.0001 |
0.0000 |
tilt_SIZE |
| 2025-01-14 |
2025-01-15 |
sbeta_market |
0.0291 |
-0.0042 |
-0.0001 |
risk_exposure |
| 2025-01-14 |
2025-01-15 |
country_TW |
-0.0495 |
-0.0046 |
0.0002 |
tilt_COUNTRY |
| 2025-01-14 |
2025-01-15 |
specret |
NaN |
NaN |
0.0025 |
unexplained |
| 2025-01-14 |
2025-01-15 |
ind_banking_services |
0.0237 |
0.0072 |
0.0002 |
tilt_INDUSTRY |
| 2025-01-14 |
2025-01-15 |
ind_computers_phones_household_electronics |
-0.0008 |
-0.0048 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-14 |
2025-01-15 |
ind_healthcare_equipment_supplies |
-0.0050 |
-0.0049 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-14 |
2025-01-15 |
ind_media_publishing |
0.0090 |
0.0071 |
0.0001 |
tilt_INDUSTRY |
| 2025-01-14 |
2025-01-15 |
country_KR |
0.0000 |
-0.0011 |
0.0000 |
tilt_COUNTRY |
| 2025-01-14 |
2025-01-15 |
ind_aerospace_defense |
0.0192 |
-0.0060 |
-0.0001 |
tilt_INDUSTRY |
| 2025-01-14 |
2025-01-15 |
size_SMALL |
-0.0016 |
0.0010 |
-0.0000 |
tilt_SIZE |
| 2025-01-14 |
2025-01-15 |
ind_transportation_infrastructure |
-0.0082 |
0.0020 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-14 |
2025-01-15 |
ind_homebuilding_building_products |
-0.0027 |
0.0000 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-14 |
2025-01-15 |
revision |
0.9128 |
-0.0002 |
-0.0002 |
alpha_REVISION |
| 2025-01-14 |
2025-01-15 |
ind_semiconductors |
-0.0596 |
-0.0010 |
0.0001 |
tilt_INDUSTRY |
| 2025-01-14 |
2025-01-15 |
ind_renewable_energy |
0.0298 |
0.0127 |
0.0004 |
tilt_INDUSTRY |
| 2025-01-14 |
2025-01-15 |
ind_oil_gas_equipment_services |
-0.0130 |
0.0034 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-14 |
2025-01-15 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-01-14 |
2025-01-15 |
ind_insurance |
0.1037 |
0.0024 |
0.0002 |
tilt_INDUSTRY |
| 2025-01-14 |
2025-01-15 |
country_ID |
0.0222 |
0.0124 |
0.0003 |
tilt_COUNTRY |
| 2025-01-14 |
2025-01-15 |
ind_electronic_equipment |
-0.0102 |
-0.0082 |
0.0001 |
tilt_INDUSTRY |
| 2025-01-14 |
2025-01-15 |
ind_hotels_entertainment |
-0.0674 |
0.0040 |
-0.0003 |
tilt_INDUSTRY |
| 2025-01-14 |
2025-01-15 |
ind_food_tobacco |
0.1370 |
0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-14 |
2025-01-15 |
ind_consumer_goods_conglomerates |
0.0256 |
0.0005 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-14 |
2025-01-15 |
country_NZ |
-0.0190 |
0.0075 |
-0.0001 |
tilt_COUNTRY |
| 2025-01-14 |
2025-01-15 |
ind_household_goods |
-0.0461 |
-0.0016 |
0.0001 |
tilt_INDUSTRY |
| 2025-01-14 |
2025-01-15 |
country_TH |
-0.0990 |
0.0150 |
-0.0015 |
tilt_COUNTRY |
| 2025-01-14 |
2025-01-15 |
ind_chemicals |
-0.0554 |
-0.0016 |
0.0001 |
tilt_INDUSTRY |
| 2025-01-14 |
2025-01-15 |
country_AU |
-0.1052 |
-0.0012 |
0.0001 |
tilt_COUNTRY |
| 2025-01-14 |
2025-01-15 |
ind_construction_engineering |
-0.0886 |
-0.0018 |
0.0002 |
tilt_INDUSTRY |
| 2025-01-14 |
2025-01-15 |
pdiscrepancy |
NaN |
NaN |
-0.0000 |
unexplained |
| 2025-01-14 |
2025-01-15 |
size_MID |
-0.0903 |
-0.0009 |
0.0001 |
tilt_SIZE |
| 2025-01-14 |
2025-01-15 |
ind_freight_logistics |
0.0378 |
-0.0011 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-14 |
2025-01-15 |
quality |
3.6440 |
0.0008 |
0.0028 |
alpha_QUALITY |
| 2025-01-14 |
2025-01-15 |
momentum |
0.4025 |
-0.0006 |
-0.0002 |
alpha_MOMENTUM |
| 2025-01-14 |
2025-01-15 |
ind_oil_gas |
-0.0161 |
-0.0009 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-14 |
2025-01-15 |
ind_biotechnology |
-0.0113 |
-0.0110 |
0.0001 |
tilt_INDUSTRY |
| 2025-01-14 |
2025-01-15 |
ind_commercial_services_supplies |
0.0314 |
-0.0011 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-14 |
2025-01-15 |
ind_reits |
0.0037 |
0.0000 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-14 |
2025-01-15 |
ind_diversified_retail |
-0.0003 |
0.0039 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-14 |
2025-01-15 |
ind_metals_mining |
-0.0031 |
-0.0002 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-14 |
2025-01-15 |
ind_textiles_apparel |
-0.0404 |
0.0022 |
-0.0001 |
tilt_INDUSTRY |
| 2025-01-14 |
2025-01-15 |
ind_specialty_reatil |
0.0020 |
-0.0006 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-14 |
2025-01-15 |
country_JP |
-0.0451 |
0.0030 |
-0.0001 |
tilt_COUNTRY |
| 2025-01-14 |
2025-01-15 |
ind_coal |
-0.0527 |
-0.0025 |
0.0001 |
tilt_INDUSTRY |
| 2025-01-14 |
2025-01-15 |
linearCost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-01-14 |
2025-01-15 |
value_liq |
0.4782 |
0.0005 |
0.0002 |
alpha_VALUE |
| 2025-01-14 |
2025-01-15 |
ind_leisure_products |
-0.0085 |
0.0037 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-14 |
2025-01-15 |
country_PH |
0.0010 |
0.0050 |
0.0000 |
tilt_COUNTRY |
| 2025-01-14 |
2025-01-15 |
ind_construction_materials |
-0.0161 |
0.0086 |
-0.0001 |
tilt_INDUSTRY |
| 2025-01-14 |
2025-01-15 |
country_CN |
0.1011 |
-0.0015 |
-0.0001 |
tilt_COUNTRY |
| 2025-01-14 |
2025-01-15 |
size_MICRO |
-0.0032 |
0.0021 |
-0.0000 |
tilt_SIZE |
| 2025-01-14 |
2025-01-15 |
ind_water_utilities |
-0.0045 |
0.0105 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-14 |
2025-01-15 |
country_XH |
0.0099 |
0.0032 |
0.0000 |
tilt_COUNTRY |
| 2025-01-14 |
2025-01-15 |
ind_fintech |
0.0069 |
-0.0085 |
-0.0001 |
tilt_INDUSTRY |
| 2025-01-14 |
2025-01-15 |
neglect |
1.0088 |
0.0006 |
0.0006 |
alpha_VALUE |
| 2025-01-14 |
2025-01-15 |
linkage |
1.0859 |
-0.0004 |
-0.0004 |
alpha_MOMENTUM |
| 2025-01-14 |
2025-01-15 |
ind_electric_utilities_ipps |
-0.0061 |
0.0038 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-14 |
2025-01-15 |
ind_investment_services |
0.1129 |
0.0016 |
0.0002 |
tilt_INDUSTRY |
| 2025-01-14 |
2025-01-15 |
country_SG |
0.0100 |
-0.0036 |
-0.0000 |
tilt_COUNTRY |
| 2025-01-14 |
2025-01-15 |
ind_paper_forestry |
-0.0106 |
-0.0031 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-14 |
2025-01-15 |
ind_automobile |
0.0073 |
-0.0002 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-14 |
2025-01-15 |
ind_multiline_utilities |
-0.0113 |
0.0054 |
-0.0001 |
tilt_INDUSTRY |
| 2025-01-14 |
2025-01-15 |
ind_real_estate_operations |
0.0129 |
0.0041 |
0.0001 |
tilt_INDUSTRY |
| 2025-01-14 |
2025-01-15 |
country_HK |
0.0589 |
0.0023 |
0.0001 |
tilt_COUNTRY |
| 2025-01-14 |
2025-01-15 |
ind_integrated_hardware_software |
0.0133 |
0.0019 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-14 |
2025-01-15 |
ind_pharmaceuticals |
-0.0247 |
-0.0061 |
0.0002 |
tilt_INDUSTRY |
| 2025-01-14 |
2025-01-15 |
value_gc |
1.2599 |
0.0003 |
0.0004 |
alpha_VALUE |
| 2025-01-14 |
2025-01-15 |
ind_communications_equipment |
0.0166 |
-0.0064 |
-0.0001 |
tilt_INDUSTRY |
| 2025-01-14 |
2025-01-15 |
ind_holding_companies |
0.0000 |
0.0024 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-14 |
2025-01-15 |
ind_industrial_distribution |
-0.0064 |
-0.0031 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-14 |
2025-01-15 |
market |
-0.0210 |
0.0006 |
-0.0000 |
risk_exposure |
| 2025-01-14 |
2025-01-15 |
ind_beverages |
-0.0892 |
0.0003 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-14 |
2025-01-15 |
reversal |
0.8005 |
-0.0005 |
-0.0004 |
alpha_REVERSAL |
| 2025-01-14 |
2025-01-15 |
ind_uranium |
0.0000 |
-0.0096 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-14 |
2025-01-15 |
ind_telecommunications_serices |
0.0333 |
0.0010 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-14 |
2025-01-15 |
ind_food_drug_retail |
-0.0597 |
-0.0000 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-14 |
2025-01-15 |
country_MY |
0.0117 |
-0.0159 |
-0.0002 |
tilt_COUNTRY |
| 2025-01-14 |
2025-01-15 |
ind_natural_gas_utilities |
-0.0076 |
-0.0007 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-14 |
2025-01-15 |
ind_containers_packaging |
-0.0181 |
-0.0025 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-14 |
2025-01-15 |
ind_healthcare_providers_services |
-0.0424 |
-0.0016 |
0.0001 |
tilt_INDUSTRY |
| 2025-01-14 |
2025-01-15 |
ind_office_equipment |
0.0016 |
-0.0056 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-14 |
2025-01-15 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-01-14 |
2025-01-15 |
stability |
4.8859 |
-0.0001 |
-0.0004 |
alpha_QUALITY |
| 2025-01-14 |
2025-01-15 |
sdiscrepancy |
NaN |
NaN |
0.0000 |
unexplained |
| 2025-01-14 |
2025-01-15 |
impactCost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-01-14 |
2025-01-15 |
country_IN |
0.0820 |
0.0020 |
0.0002 |
tilt_COUNTRY |
| 2025-01-14 |
2025-01-15 |
ind_machinery |
0.0504 |
-0.0016 |
-0.0001 |
tilt_INDUSTRY |
| 2025-01-14 |
2025-01-15 |
ind_software_it_services |
0.0490 |
0.0018 |
0.0001 |
tilt_INDUSTRY |
| 2025-01-15 |
2025-01-16 |
quality |
3.6103 |
0.0001 |
0.0003 |
alpha_QUALITY |
| 2025-01-15 |
2025-01-16 |
ind_diversified_retail |
-0.0003 |
0.0021 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-15 |
2025-01-16 |
ind_coal |
-0.0525 |
0.0066 |
-0.0003 |
tilt_INDUSTRY |
| 2025-01-15 |
2025-01-16 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-01-15 |
2025-01-16 |
ind_pharmaceuticals |
-0.0254 |
-0.0055 |
0.0001 |
tilt_INDUSTRY |
| 2025-01-15 |
2025-01-16 |
ind_renewable_energy |
0.0291 |
0.0051 |
0.0001 |
tilt_INDUSTRY |
| 2025-01-15 |
2025-01-16 |
ind_software_it_services |
0.0550 |
-0.0014 |
-0.0001 |
tilt_INDUSTRY |
| 2025-01-15 |
2025-01-16 |
ind_multiline_utilities |
-0.0114 |
0.0011 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-15 |
2025-01-16 |
ind_semiconductors |
-0.0550 |
0.0010 |
-0.0001 |
tilt_INDUSTRY |
| 2025-01-15 |
2025-01-16 |
ind_aerospace_defense |
0.0211 |
-0.0049 |
-0.0001 |
tilt_INDUSTRY |
| 2025-01-15 |
2025-01-16 |
ind_uranium |
0.0000 |
0.0115 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-15 |
2025-01-16 |
ind_paper_forestry |
-0.0104 |
0.0106 |
-0.0001 |
tilt_INDUSTRY |
| 2025-01-15 |
2025-01-16 |
ind_freight_logistics |
0.0392 |
-0.0105 |
-0.0004 |
tilt_INDUSTRY |
| 2025-01-15 |
2025-01-16 |
ind_homebuilding_building_products |
-0.0071 |
0.0062 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-15 |
2025-01-16 |
stability |
4.8871 |
-0.0005 |
-0.0024 |
alpha_QUALITY |
| 2025-01-15 |
2025-01-16 |
ind_household_products_services |
-0.0248 |
-0.0017 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-15 |
2025-01-16 |
ind_holding_companies |
0.0000 |
0.0128 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-15 |
2025-01-16 |
ind_construction_materials |
-0.0157 |
0.0036 |
-0.0001 |
tilt_INDUSTRY |
| 2025-01-15 |
2025-01-16 |
ind_containers_packaging |
-0.0179 |
0.0021 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-15 |
2025-01-16 |
ind_consumer_goods_conglomerates |
0.0289 |
-0.0024 |
-0.0001 |
tilt_INDUSTRY |
| 2025-01-15 |
2025-01-16 |
reversal |
0.9712 |
0.0019 |
0.0018 |
alpha_REVERSAL |
| 2025-01-15 |
2025-01-16 |
ind_transportation_infrastructure |
-0.0082 |
-0.0008 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-15 |
2025-01-16 |
ind_investment_services |
0.1091 |
-0.0023 |
-0.0002 |
tilt_INDUSTRY |
| 2025-01-15 |
2025-01-16 |
sdiscrepancy |
NaN |
NaN |
0.0000 |
unexplained |
| 2025-01-15 |
2025-01-16 |
fmom |
1.3352 |
0.0003 |
0.0004 |
alpha_QUALITY |
| 2025-01-15 |
2025-01-16 |
ind_banking_services |
0.0253 |
0.0052 |
0.0001 |
tilt_INDUSTRY |
| 2025-01-15 |
2025-01-16 |
ind_computers_phones_household_electronics |
-0.0011 |
-0.0015 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-15 |
2025-01-16 |
country_MY |
0.0114 |
-0.0049 |
-0.0001 |
tilt_COUNTRY |
| 2025-01-15 |
2025-01-16 |
revision |
0.8379 |
-0.0009 |
-0.0007 |
alpha_REVISION |
| 2025-01-15 |
2025-01-16 |
ind_office_equipment |
0.0021 |
-0.0009 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-15 |
2025-01-16 |
ind_oil_gas_equipment_services |
-0.0128 |
0.0048 |
-0.0001 |
tilt_INDUSTRY |
| 2025-01-15 |
2025-01-16 |
ind_telecommunications_serices |
0.0320 |
0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-15 |
2025-01-16 |
ind_machinery |
0.0660 |
0.0024 |
0.0002 |
tilt_INDUSTRY |
| 2025-01-15 |
2025-01-16 |
size_SMALL |
-0.0031 |
0.0011 |
-0.0000 |
tilt_SIZE |
| 2025-01-15 |
2025-01-16 |
ind_beverages |
-0.0902 |
-0.0095 |
0.0009 |
tilt_INDUSTRY |
| 2025-01-15 |
2025-01-16 |
ind_passenger_transportation |
0.0644 |
-0.0045 |
-0.0003 |
tilt_INDUSTRY |
| 2025-01-15 |
2025-01-16 |
momentum |
0.4458 |
0.0009 |
0.0004 |
alpha_MOMENTUM |
| 2025-01-15 |
2025-01-16 |
sbeta_market |
0.0166 |
0.0008 |
0.0000 |
risk_exposure |
| 2025-01-15 |
2025-01-16 |
country_JP |
-0.0394 |
-0.0046 |
0.0002 |
tilt_COUNTRY |
| 2025-01-15 |
2025-01-16 |
ind_hotels_entertainment |
-0.0688 |
-0.0023 |
0.0002 |
tilt_INDUSTRY |
| 2025-01-15 |
2025-01-16 |
country_CN |
0.0936 |
-0.0023 |
-0.0002 |
tilt_COUNTRY |
| 2025-01-15 |
2025-01-16 |
country_ID |
0.0230 |
-0.0045 |
-0.0001 |
tilt_COUNTRY |
| 2025-01-15 |
2025-01-16 |
ind_industrial_distribution |
-0.0084 |
-0.0033 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-15 |
2025-01-16 |
country_AU |
-0.1011 |
0.0037 |
-0.0004 |
tilt_COUNTRY |
| 2025-01-15 |
2025-01-16 |
ind_construction_engineering |
-0.0882 |
-0.0009 |
0.0001 |
tilt_INDUSTRY |
| 2025-01-15 |
2025-01-16 |
ind_integrated_hardware_software |
0.0129 |
-0.0061 |
-0.0001 |
tilt_INDUSTRY |
| 2025-01-15 |
2025-01-16 |
ind_leisure_products |
-0.0094 |
0.0070 |
-0.0001 |
tilt_INDUSTRY |
| 2025-01-15 |
2025-01-16 |
pdiscrepancy |
NaN |
NaN |
0.0000 |
unexplained |
| 2025-01-15 |
2025-01-16 |
country_SG |
0.0097 |
0.0006 |
0.0000 |
tilt_COUNTRY |
| 2025-01-15 |
2025-01-16 |
ind_electric_utilities_ipps |
-0.0111 |
-0.0008 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-15 |
2025-01-16 |
ind_oil_gas |
-0.0141 |
0.0026 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-15 |
2025-01-16 |
size_MICRO |
-0.0066 |
0.0026 |
-0.0000 |
tilt_SIZE |
| 2025-01-15 |
2025-01-16 |
ind_metals_mining |
-0.0039 |
0.0063 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-15 |
2025-01-16 |
country_TH |
-0.0990 |
-0.0074 |
0.0007 |
tilt_COUNTRY |
| 2025-01-15 |
2025-01-16 |
ind_electronic_equipment |
-0.0136 |
0.0008 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-15 |
2025-01-16 |
ind_reits |
0.0037 |
0.0000 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-15 |
2025-01-16 |
market |
-0.0294 |
0.0044 |
-0.0001 |
risk_exposure |
| 2025-01-15 |
2025-01-16 |
size_LARGE |
0.0707 |
-0.0016 |
-0.0001 |
tilt_SIZE |
| 2025-01-15 |
2025-01-16 |
ind_biotechnology |
-0.0118 |
-0.0013 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-15 |
2025-01-16 |
ind_water_utilities |
-0.0044 |
-0.0023 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-15 |
2025-01-16 |
ind_fintech |
0.0059 |
0.0006 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-15 |
2025-01-16 |
ind_natural_gas_utilities |
-0.0075 |
-0.0035 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-15 |
2025-01-16 |
ind_textiles_apparel |
-0.0419 |
0.0001 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-15 |
2025-01-16 |
ind_communications_equipment |
0.0166 |
0.0048 |
0.0001 |
tilt_INDUSTRY |
| 2025-01-15 |
2025-01-16 |
ind_insurance |
0.0979 |
0.0042 |
0.0004 |
tilt_INDUSTRY |
| 2025-01-15 |
2025-01-16 |
country_KR |
0.0000 |
0.0051 |
0.0000 |
tilt_COUNTRY |
| 2025-01-15 |
2025-01-16 |
ind_chemicals |
-0.0613 |
-0.0006 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-15 |
2025-01-16 |
country_TW |
-0.0566 |
0.0076 |
-0.0004 |
tilt_COUNTRY |
| 2025-01-15 |
2025-01-16 |
ind_commercial_services_supplies |
0.0380 |
0.0016 |
0.0001 |
tilt_INDUSTRY |
| 2025-01-15 |
2025-01-16 |
country_XH |
0.0105 |
0.0066 |
0.0001 |
tilt_COUNTRY |
| 2025-01-15 |
2025-01-16 |
ind_automobile |
0.0034 |
-0.0055 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-15 |
2025-01-16 |
country_IN |
0.0816 |
0.0067 |
0.0005 |
tilt_COUNTRY |
| 2025-01-15 |
2025-01-16 |
specret |
NaN |
NaN |
0.0023 |
unexplained |
| 2025-01-15 |
2025-01-16 |
ind_real_estate_operations |
0.0125 |
-0.0013 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-15 |
2025-01-16 |
value_liq |
0.4549 |
-0.0007 |
-0.0003 |
alpha_VALUE |
| 2025-01-15 |
2025-01-16 |
country_PH |
0.0010 |
-0.0197 |
-0.0000 |
tilt_COUNTRY |
| 2025-01-15 |
2025-01-16 |
linearCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-01-15 |
2025-01-16 |
value_gc |
1.2349 |
-0.0001 |
-0.0001 |
alpha_VALUE |
| 2025-01-15 |
2025-01-16 |
size_MID |
-0.0905 |
0.0001 |
-0.0000 |
tilt_SIZE |
| 2025-01-15 |
2025-01-16 |
ind_household_goods |
-0.0477 |
0.0065 |
-0.0003 |
tilt_INDUSTRY |
| 2025-01-15 |
2025-01-16 |
linkage |
0.9701 |
0.0001 |
0.0001 |
alpha_MOMENTUM |
| 2025-01-15 |
2025-01-16 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-01-15 |
2025-01-16 |
ind_food_drug_retail |
-0.0595 |
-0.0009 |
0.0001 |
tilt_INDUSTRY |
| 2025-01-15 |
2025-01-16 |
ind_healthcare_equipment_supplies |
-0.0077 |
-0.0030 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-15 |
2025-01-16 |
neglect |
0.9665 |
-0.0001 |
-0.0001 |
alpha_VALUE |
| 2025-01-15 |
2025-01-16 |
country_HK |
0.0548 |
0.0008 |
0.0000 |
tilt_COUNTRY |
| 2025-01-15 |
2025-01-16 |
country_NZ |
-0.0188 |
-0.0004 |
0.0000 |
tilt_COUNTRY |
| 2025-01-15 |
2025-01-16 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-01-15 |
2025-01-16 |
ind_healthcare_providers_services |
-0.0421 |
-0.0051 |
0.0002 |
tilt_INDUSTRY |
| 2025-01-15 |
2025-01-16 |
ind_food_tobacco |
0.1313 |
-0.0065 |
-0.0008 |
tilt_INDUSTRY |
| 2025-01-15 |
2025-01-16 |
ind_specialty_reatil |
-0.0016 |
-0.0010 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-15 |
2025-01-16 |
ind_media_publishing |
0.0119 |
-0.0022 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-16 |
2025-01-17 |
ind_real_estate_operations |
0.0105 |
0.0005 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-16 |
2025-01-17 |
country_TW |
-0.0613 |
-0.0030 |
0.0002 |
tilt_COUNTRY |
| 2025-01-16 |
2025-01-17 |
country_TH |
-0.0990 |
-0.0102 |
0.0010 |
tilt_COUNTRY |
| 2025-01-16 |
2025-01-17 |
linkage |
0.9018 |
0.0005 |
0.0005 |
alpha_MOMENTUM |
| 2025-01-16 |
2025-01-17 |
ind_electronic_equipment |
-0.0187 |
0.0019 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-16 |
2025-01-17 |
sbeta_market |
0.0229 |
0.0004 |
0.0000 |
risk_exposure |
| 2025-01-16 |
2025-01-17 |
size_LARGE |
0.0672 |
-0.0025 |
-0.0002 |
tilt_SIZE |
| 2025-01-16 |
2025-01-17 |
country_JP |
-0.0353 |
-0.0029 |
0.0001 |
tilt_COUNTRY |
| 2025-01-16 |
2025-01-17 |
size_MICRO |
-0.0070 |
-0.0033 |
0.0000 |
tilt_SIZE |
| 2025-01-16 |
2025-01-17 |
ind_passenger_transportation |
0.0660 |
0.0017 |
0.0001 |
tilt_INDUSTRY |
| 2025-01-16 |
2025-01-17 |
neglect |
0.9557 |
-0.0007 |
-0.0006 |
alpha_VALUE |
| 2025-01-16 |
2025-01-17 |
ind_metals_mining |
-0.0027 |
0.0030 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-16 |
2025-01-17 |
ind_electric_utilities_ipps |
-0.0105 |
0.0002 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-16 |
2025-01-17 |
country_IN |
0.0763 |
0.0022 |
0.0002 |
tilt_COUNTRY |
| 2025-01-16 |
2025-01-17 |
ind_healthcare_equipment_supplies |
-0.0080 |
0.0011 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-16 |
2025-01-17 |
reversal |
1.0419 |
0.0000 |
0.0000 |
alpha_REVERSAL |
| 2025-01-16 |
2025-01-17 |
country_PH |
0.0010 |
0.0124 |
0.0000 |
tilt_COUNTRY |
| 2025-01-16 |
2025-01-17 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-01-16 |
2025-01-17 |
ind_beverages |
-0.0898 |
0.0037 |
-0.0003 |
tilt_INDUSTRY |
| 2025-01-16 |
2025-01-17 |
size_SMALL |
-0.0005 |
-0.0008 |
0.0000 |
tilt_SIZE |
| 2025-01-16 |
2025-01-17 |
market |
-0.0301 |
0.0013 |
-0.0000 |
risk_exposure |
| 2025-01-16 |
2025-01-17 |
ind_machinery |
0.0754 |
0.0006 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-16 |
2025-01-17 |
ind_media_publishing |
0.0138 |
-0.0041 |
-0.0001 |
tilt_INDUSTRY |
| 2025-01-16 |
2025-01-17 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-01-16 |
2025-01-17 |
ind_oil_gas_equipment_services |
-0.0129 |
0.0032 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-16 |
2025-01-17 |
ind_healthcare_providers_services |
-0.0422 |
-0.0067 |
0.0003 |
tilt_INDUSTRY |
| 2025-01-16 |
2025-01-17 |
revision |
0.8409 |
0.0011 |
0.0009 |
alpha_REVISION |
| 2025-01-16 |
2025-01-17 |
specret |
NaN |
NaN |
-0.0023 |
unexplained |
| 2025-01-16 |
2025-01-17 |
country_MY |
0.0115 |
0.0046 |
0.0001 |
tilt_COUNTRY |
| 2025-01-16 |
2025-01-17 |
ind_office_equipment |
0.0028 |
0.0021 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-16 |
2025-01-17 |
ind_computers_phones_household_electronics |
-0.0012 |
0.0014 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-16 |
2025-01-17 |
ind_banking_services |
0.0188 |
-0.0071 |
-0.0001 |
tilt_INDUSTRY |
| 2025-01-16 |
2025-01-17 |
ind_natural_gas_utilities |
-0.0075 |
-0.0014 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-16 |
2025-01-17 |
sdiscrepancy |
NaN |
NaN |
0.0002 |
unexplained |
| 2025-01-16 |
2025-01-17 |
ind_oil_gas |
-0.0159 |
-0.0024 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-16 |
2025-01-17 |
fmom |
1.3710 |
0.0006 |
0.0008 |
alpha_QUALITY |
| 2025-01-16 |
2025-01-17 |
ind_insurance |
0.0977 |
0.0005 |
0.0001 |
tilt_INDUSTRY |
| 2025-01-16 |
2025-01-17 |
ind_specialty_reatil |
-0.0049 |
0.0005 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-16 |
2025-01-17 |
ind_transportation_infrastructure |
-0.0083 |
-0.0009 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-16 |
2025-01-17 |
ind_pharmaceuticals |
-0.0253 |
0.0007 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-16 |
2025-01-17 |
country_KR |
0.0000 |
-0.0040 |
0.0000 |
tilt_COUNTRY |
| 2025-01-16 |
2025-01-17 |
country_SG |
0.0096 |
0.0044 |
0.0000 |
tilt_COUNTRY |
| 2025-01-16 |
2025-01-17 |
ind_telecommunications_serices |
0.0327 |
-0.0024 |
-0.0001 |
tilt_INDUSTRY |
| 2025-01-16 |
2025-01-17 |
ind_coal |
-0.0535 |
-0.0030 |
0.0002 |
tilt_INDUSTRY |
| 2025-01-16 |
2025-01-17 |
ind_uranium |
0.0000 |
0.0094 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-16 |
2025-01-17 |
ind_integrated_hardware_software |
0.0131 |
-0.0016 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-16 |
2025-01-17 |
ind_fintech |
0.0063 |
0.0011 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-16 |
2025-01-17 |
ind_aerospace_defense |
0.0206 |
0.0084 |
0.0002 |
tilt_INDUSTRY |
| 2025-01-16 |
2025-01-17 |
ind_chemicals |
-0.0652 |
0.0043 |
-0.0003 |
tilt_INDUSTRY |
| 2025-01-16 |
2025-01-17 |
ind_paper_forestry |
-0.0105 |
0.0001 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-16 |
2025-01-17 |
ind_construction_materials |
-0.0161 |
0.0036 |
-0.0001 |
tilt_INDUSTRY |
| 2025-01-16 |
2025-01-17 |
ind_freight_logistics |
0.0433 |
-0.0009 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-16 |
2025-01-17 |
ind_food_drug_retail |
-0.0600 |
0.0012 |
-0.0001 |
tilt_INDUSTRY |
| 2025-01-16 |
2025-01-17 |
linearCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-01-16 |
2025-01-17 |
ind_household_products_services |
-0.0248 |
0.0028 |
-0.0001 |
tilt_INDUSTRY |
| 2025-01-16 |
2025-01-17 |
stability |
4.9696 |
0.0005 |
0.0026 |
alpha_QUALITY |
| 2025-01-16 |
2025-01-17 |
ind_renewable_energy |
0.0286 |
-0.0087 |
-0.0002 |
tilt_INDUSTRY |
| 2025-01-16 |
2025-01-17 |
ind_water_utilities |
-0.0043 |
-0.0055 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-16 |
2025-01-17 |
ind_semiconductors |
-0.0547 |
0.0092 |
-0.0005 |
tilt_INDUSTRY |
| 2025-01-16 |
2025-01-17 |
ind_homebuilding_building_products |
-0.0076 |
-0.0000 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-16 |
2025-01-17 |
country_NZ |
-0.0189 |
0.0091 |
-0.0002 |
tilt_COUNTRY |
| 2025-01-16 |
2025-01-17 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-01-16 |
2025-01-17 |
ind_software_it_services |
0.0610 |
-0.0054 |
-0.0003 |
tilt_INDUSTRY |
| 2025-01-16 |
2025-01-17 |
size_MID |
-0.0898 |
0.0024 |
-0.0002 |
tilt_SIZE |
| 2025-01-16 |
2025-01-17 |
ind_household_goods |
-0.0509 |
0.0030 |
-0.0002 |
tilt_INDUSTRY |
| 2025-01-16 |
2025-01-17 |
quality |
3.6129 |
0.0001 |
0.0005 |
alpha_QUALITY |
| 2025-01-16 |
2025-01-17 |
country_HK |
0.0561 |
0.0086 |
0.0005 |
tilt_COUNTRY |
| 2025-01-16 |
2025-01-17 |
ind_diversified_retail |
-0.0003 |
-0.0024 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-16 |
2025-01-17 |
ind_reits |
0.0037 |
0.0000 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-16 |
2025-01-17 |
ind_multiline_utilities |
-0.0116 |
-0.0010 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-16 |
2025-01-17 |
ind_holding_companies |
0.0000 |
0.0050 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-16 |
2025-01-17 |
ind_leisure_products |
-0.0102 |
-0.0141 |
0.0001 |
tilt_INDUSTRY |
| 2025-01-16 |
2025-01-17 |
country_XH |
0.0106 |
0.0009 |
0.0000 |
tilt_COUNTRY |
| 2025-01-16 |
2025-01-17 |
pdiscrepancy |
NaN |
NaN |
0.0000 |
unexplained |
| 2025-01-16 |
2025-01-17 |
country_AU |
-0.1007 |
0.0001 |
-0.0000 |
tilt_COUNTRY |
| 2025-01-16 |
2025-01-17 |
ind_containers_packaging |
-0.0180 |
-0.0013 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-16 |
2025-01-17 |
ind_construction_engineering |
-0.0873 |
0.0030 |
-0.0003 |
tilt_INDUSTRY |
| 2025-01-16 |
2025-01-17 |
ind_food_tobacco |
0.1297 |
0.0034 |
0.0004 |
tilt_INDUSTRY |
| 2025-01-16 |
2025-01-17 |
ind_industrial_distribution |
-0.0085 |
-0.0042 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-16 |
2025-01-17 |
value_liq |
0.4804 |
0.0011 |
0.0005 |
alpha_VALUE |
| 2025-01-16 |
2025-01-17 |
ind_automobile |
0.0025 |
-0.0009 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-16 |
2025-01-17 |
ind_investment_services |
0.1117 |
-0.0013 |
-0.0001 |
tilt_INDUSTRY |
| 2025-01-16 |
2025-01-17 |
country_ID |
0.0220 |
0.0021 |
0.0000 |
tilt_COUNTRY |
| 2025-01-16 |
2025-01-17 |
country_CN |
0.0980 |
0.0009 |
0.0001 |
tilt_COUNTRY |
| 2025-01-16 |
2025-01-17 |
ind_textiles_apparel |
-0.0440 |
-0.0048 |
0.0002 |
tilt_INDUSTRY |
| 2025-01-16 |
2025-01-17 |
value_gc |
1.2394 |
-0.0006 |
-0.0007 |
alpha_VALUE |
| 2025-01-16 |
2025-01-17 |
ind_hotels_entertainment |
-0.0702 |
-0.0017 |
0.0001 |
tilt_INDUSTRY |
| 2025-01-16 |
2025-01-17 |
ind_communications_equipment |
0.0150 |
0.0015 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-16 |
2025-01-17 |
ind_consumer_goods_conglomerates |
0.0319 |
0.0008 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-16 |
2025-01-17 |
ind_biotechnology |
-0.0117 |
-0.0006 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-16 |
2025-01-17 |
ind_commercial_services_supplies |
0.0419 |
0.0000 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-16 |
2025-01-17 |
momentum |
0.4737 |
0.0006 |
0.0003 |
alpha_MOMENTUM |
| 2025-01-17 |
2025-01-20 |
country_AU |
-0.0998 |
0.0024 |
-0.0002 |
tilt_COUNTRY |
| 2025-01-17 |
2025-01-20 |
ind_household_goods |
-0.0505 |
0.0005 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-17 |
2025-01-20 |
ind_diversified_retail |
-0.0002 |
0.0030 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-17 |
2025-01-20 |
ind_real_estate_operations |
0.0070 |
0.0008 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-17 |
2025-01-20 |
ind_healthcare_equipment_supplies |
-0.0041 |
0.0015 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-17 |
2025-01-20 |
ind_semiconductors |
-0.0607 |
0.0004 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-17 |
2025-01-20 |
ind_integrated_hardware_software |
0.0132 |
0.0002 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-17 |
2025-01-20 |
ind_food_drug_retail |
-0.0598 |
-0.0016 |
0.0001 |
tilt_INDUSTRY |
| 2025-01-17 |
2025-01-20 |
ind_multiline_utilities |
-0.0116 |
0.0027 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-17 |
2025-01-20 |
ind_computers_phones_household_electronics |
-0.0012 |
0.0052 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-17 |
2025-01-20 |
ind_passenger_transportation |
0.0664 |
-0.0062 |
-0.0004 |
tilt_INDUSTRY |
| 2025-01-17 |
2025-01-20 |
ind_investment_services |
0.1133 |
0.0012 |
0.0001 |
tilt_INDUSTRY |
| 2025-01-17 |
2025-01-20 |
linkage |
0.8780 |
-0.0007 |
-0.0006 |
alpha_MOMENTUM |
| 2025-01-17 |
2025-01-20 |
ind_hotels_entertainment |
-0.0705 |
-0.0025 |
0.0002 |
tilt_INDUSTRY |
| 2025-01-17 |
2025-01-20 |
momentum |
0.4912 |
-0.0004 |
-0.0002 |
alpha_MOMENTUM |
| 2025-01-17 |
2025-01-20 |
sdiscrepancy |
NaN |
NaN |
-0.0001 |
unexplained |
| 2025-01-17 |
2025-01-20 |
country_IN |
0.0752 |
0.0062 |
0.0005 |
tilt_COUNTRY |
| 2025-01-17 |
2025-01-20 |
value_liq |
0.5000 |
-0.0002 |
-0.0001 |
alpha_VALUE |
| 2025-01-17 |
2025-01-20 |
specret |
NaN |
NaN |
0.0022 |
unexplained |
| 2025-01-17 |
2025-01-20 |
ind_telecommunications_serices |
0.0334 |
-0.0010 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-17 |
2025-01-20 |
country_NZ |
-0.0187 |
-0.0011 |
0.0000 |
tilt_COUNTRY |
| 2025-01-17 |
2025-01-20 |
country_CN |
0.1062 |
-0.0047 |
-0.0005 |
tilt_COUNTRY |
| 2025-01-17 |
2025-01-20 |
ind_software_it_services |
0.0729 |
-0.0011 |
-0.0001 |
tilt_INDUSTRY |
| 2025-01-17 |
2025-01-20 |
country_PH |
0.0010 |
-0.0025 |
-0.0000 |
tilt_COUNTRY |
| 2025-01-17 |
2025-01-20 |
size_LARGE |
0.0689 |
0.0024 |
0.0002 |
tilt_SIZE |
| 2025-01-17 |
2025-01-20 |
country_TW |
-0.0651 |
0.0027 |
-0.0002 |
tilt_COUNTRY |
| 2025-01-17 |
2025-01-20 |
ind_specialty_reatil |
-0.0069 |
-0.0009 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-17 |
2025-01-20 |
ind_industrial_distribution |
-0.0077 |
0.0032 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-17 |
2025-01-20 |
ind_beverages |
-0.0892 |
0.0028 |
-0.0003 |
tilt_INDUSTRY |
| 2025-01-17 |
2025-01-20 |
ind_containers_packaging |
-0.0181 |
0.0044 |
-0.0001 |
tilt_INDUSTRY |
| 2025-01-17 |
2025-01-20 |
ind_textiles_apparel |
-0.0459 |
0.0031 |
-0.0001 |
tilt_INDUSTRY |
| 2025-01-17 |
2025-01-20 |
ind_commercial_services_supplies |
0.0409 |
-0.0025 |
-0.0001 |
tilt_INDUSTRY |
| 2025-01-17 |
2025-01-20 |
ind_biotechnology |
-0.0109 |
0.0031 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-17 |
2025-01-20 |
ind_chemicals |
-0.0650 |
0.0001 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-17 |
2025-01-20 |
linearCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-01-17 |
2025-01-20 |
size_MID |
-0.0877 |
-0.0017 |
0.0002 |
tilt_SIZE |
| 2025-01-17 |
2025-01-20 |
ind_fintech |
0.0065 |
-0.0030 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-17 |
2025-01-20 |
ind_food_tobacco |
0.1295 |
-0.0034 |
-0.0004 |
tilt_INDUSTRY |
| 2025-01-17 |
2025-01-20 |
country_SG |
0.0093 |
-0.0035 |
-0.0000 |
tilt_COUNTRY |
| 2025-01-17 |
2025-01-20 |
ind_insurance |
0.0969 |
-0.0009 |
-0.0001 |
tilt_INDUSTRY |
| 2025-01-17 |
2025-01-20 |
country_KR |
0.0000 |
-0.0034 |
0.0000 |
tilt_COUNTRY |
| 2025-01-17 |
2025-01-20 |
ind_automobile |
-0.0018 |
0.0008 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-17 |
2025-01-20 |
country_XH |
0.0116 |
0.0043 |
0.0001 |
tilt_COUNTRY |
| 2025-01-17 |
2025-01-20 |
ind_communications_equipment |
0.0129 |
0.0008 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-17 |
2025-01-20 |
value_gc |
1.2321 |
-0.0005 |
-0.0006 |
alpha_VALUE |
| 2025-01-17 |
2025-01-20 |
country_HK |
0.0507 |
-0.0018 |
-0.0001 |
tilt_COUNTRY |
| 2025-01-17 |
2025-01-20 |
ind_water_utilities |
-0.0044 |
-0.0104 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-17 |
2025-01-20 |
ind_healthcare_providers_services |
-0.0422 |
-0.0016 |
0.0001 |
tilt_INDUSTRY |
| 2025-01-17 |
2025-01-20 |
ind_holding_companies |
0.0000 |
-0.0058 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-17 |
2025-01-20 |
neglect |
0.9562 |
-0.0000 |
-0.0000 |
alpha_VALUE |
| 2025-01-17 |
2025-01-20 |
ind_paper_forestry |
-0.0105 |
-0.0031 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-17 |
2025-01-20 |
ind_construction_materials |
-0.0166 |
-0.0018 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-17 |
2025-01-20 |
ind_natural_gas_utilities |
-0.0078 |
-0.0053 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-17 |
2025-01-20 |
market |
-0.0255 |
-0.0010 |
0.0000 |
risk_exposure |
| 2025-01-17 |
2025-01-20 |
fcost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-01-17 |
2025-01-20 |
ind_media_publishing |
0.0137 |
0.0015 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-17 |
2025-01-20 |
ind_uranium |
0.0000 |
-0.0220 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-17 |
2025-01-20 |
stability |
5.0155 |
0.0000 |
0.0001 |
alpha_QUALITY |
| 2025-01-17 |
2025-01-20 |
ind_reits |
0.0037 |
0.0000 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-17 |
2025-01-20 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-01-17 |
2025-01-20 |
bcost |
NaN |
NaN |
-0.0010 |
cost |
| 2025-01-17 |
2025-01-20 |
country_MY |
0.0115 |
0.0067 |
0.0001 |
tilt_COUNTRY |
| 2025-01-17 |
2025-01-20 |
ind_banking_services |
0.0111 |
0.0014 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-17 |
2025-01-20 |
fmom |
1.3645 |
0.0008 |
0.0011 |
alpha_QUALITY |
| 2025-01-17 |
2025-01-20 |
ind_transportation_infrastructure |
-0.0083 |
-0.0022 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-17 |
2025-01-20 |
ind_machinery |
0.0826 |
0.0044 |
0.0004 |
tilt_INDUSTRY |
| 2025-01-17 |
2025-01-20 |
country_TH |
-0.0994 |
0.0002 |
-0.0000 |
tilt_COUNTRY |
| 2025-01-17 |
2025-01-20 |
country_JP |
-0.0302 |
0.0061 |
-0.0002 |
tilt_COUNTRY |
| 2025-01-17 |
2025-01-20 |
ind_metals_mining |
0.0015 |
-0.0051 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-17 |
2025-01-20 |
reversal |
1.0551 |
0.0029 |
0.0031 |
alpha_REVERSAL |
| 2025-01-17 |
2025-01-20 |
ind_electronic_equipment |
-0.0189 |
0.0090 |
-0.0002 |
tilt_INDUSTRY |
| 2025-01-17 |
2025-01-20 |
ind_coal |
-0.0546 |
-0.0131 |
0.0007 |
tilt_INDUSTRY |
| 2025-01-17 |
2025-01-20 |
pdiscrepancy |
NaN |
NaN |
0.0000 |
unexplained |
| 2025-01-17 |
2025-01-20 |
ind_leisure_products |
-0.0089 |
-0.0047 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-17 |
2025-01-20 |
ind_construction_engineering |
-0.0871 |
0.0017 |
-0.0001 |
tilt_INDUSTRY |
| 2025-01-17 |
2025-01-20 |
ind_office_equipment |
0.0049 |
0.0044 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-17 |
2025-01-20 |
ind_oil_gas |
-0.0184 |
-0.0083 |
0.0002 |
tilt_INDUSTRY |
| 2025-01-17 |
2025-01-20 |
country_ID |
0.0221 |
0.0066 |
0.0001 |
tilt_COUNTRY |
| 2025-01-17 |
2025-01-20 |
quality |
3.5768 |
-0.0001 |
-0.0002 |
alpha_QUALITY |
| 2025-01-17 |
2025-01-20 |
ind_homebuilding_building_products |
-0.0079 |
0.0005 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-17 |
2025-01-20 |
size_SMALL |
-0.0015 |
0.0000 |
-0.0000 |
tilt_SIZE |
| 2025-01-17 |
2025-01-20 |
ind_electric_utilities_ipps |
-0.0065 |
-0.0010 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-17 |
2025-01-20 |
ind_renewable_energy |
0.0279 |
-0.0085 |
-0.0002 |
tilt_INDUSTRY |
| 2025-01-17 |
2025-01-20 |
ind_household_products_services |
-0.0246 |
-0.0058 |
0.0001 |
tilt_INDUSTRY |
| 2025-01-17 |
2025-01-20 |
ind_oil_gas_equipment_services |
-0.0129 |
-0.0152 |
0.0002 |
tilt_INDUSTRY |
| 2025-01-17 |
2025-01-20 |
ind_freight_logistics |
0.0467 |
-0.0083 |
-0.0004 |
tilt_INDUSTRY |
| 2025-01-17 |
2025-01-20 |
size_MICRO |
-0.0051 |
0.0042 |
-0.0000 |
tilt_SIZE |
| 2025-01-17 |
2025-01-20 |
ind_aerospace_defense |
0.0159 |
0.0002 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-17 |
2025-01-20 |
ind_pharmaceuticals |
-0.0247 |
0.0015 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-17 |
2025-01-20 |
ind_consumer_goods_conglomerates |
0.0317 |
0.0002 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-17 |
2025-01-20 |
revision |
0.8881 |
-0.0002 |
-0.0001 |
alpha_REVISION |
| 2025-01-17 |
2025-01-20 |
sbeta_market |
0.0278 |
0.0063 |
0.0002 |
risk_exposure |
| 2025-01-20 |
2025-01-21 |
impactCost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-01-20 |
2025-01-21 |
country_MY |
0.0116 |
0.0105 |
0.0001 |
tilt_COUNTRY |
| 2025-01-20 |
2025-01-21 |
ind_containers_packaging |
-0.0182 |
-0.0021 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-20 |
2025-01-21 |
ind_holding_companies |
0.0000 |
-0.0021 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-20 |
2025-01-21 |
ind_multiline_utilities |
-0.0116 |
0.0005 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-20 |
2025-01-21 |
ind_construction_materials |
-0.0163 |
-0.0005 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-20 |
2025-01-21 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-01-20 |
2025-01-21 |
ind_software_it_services |
0.0872 |
0.0021 |
0.0002 |
tilt_INDUSTRY |
| 2025-01-20 |
2025-01-21 |
size_MICRO |
-0.0044 |
-0.0041 |
0.0000 |
tilt_SIZE |
| 2025-01-20 |
2025-01-21 |
sbeta_market |
0.0327 |
0.0043 |
0.0001 |
risk_exposure |
| 2025-01-20 |
2025-01-21 |
ind_office_equipment |
0.0083 |
-0.0005 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-20 |
2025-01-21 |
size_SMALL |
-0.0050 |
-0.0000 |
0.0000 |
tilt_SIZE |
| 2025-01-20 |
2025-01-21 |
country_PH |
0.0010 |
0.0005 |
0.0000 |
tilt_COUNTRY |
| 2025-01-20 |
2025-01-21 |
ind_coal |
-0.0536 |
-0.0070 |
0.0004 |
tilt_INDUSTRY |
| 2025-01-20 |
2025-01-21 |
ind_oil_gas_equipment_services |
-0.0129 |
-0.0050 |
0.0001 |
tilt_INDUSTRY |
| 2025-01-20 |
2025-01-21 |
ind_oil_gas |
-0.0182 |
-0.0116 |
0.0002 |
tilt_INDUSTRY |
| 2025-01-20 |
2025-01-21 |
momentum |
0.4709 |
0.0013 |
0.0006 |
alpha_MOMENTUM |
| 2025-01-20 |
2025-01-21 |
country_TH |
-0.1012 |
0.0167 |
-0.0017 |
tilt_COUNTRY |
| 2025-01-20 |
2025-01-21 |
ind_banking_services |
0.0004 |
0.0018 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-20 |
2025-01-21 |
ind_passenger_transportation |
0.0670 |
0.0064 |
0.0004 |
tilt_INDUSTRY |
| 2025-01-20 |
2025-01-21 |
ind_construction_engineering |
-0.0944 |
-0.0031 |
0.0003 |
tilt_INDUSTRY |
| 2025-01-20 |
2025-01-21 |
ind_consumer_goods_conglomerates |
0.0327 |
-0.0066 |
-0.0002 |
tilt_INDUSTRY |
| 2025-01-20 |
2025-01-21 |
country_JP |
-0.0356 |
0.0021 |
-0.0001 |
tilt_COUNTRY |
| 2025-01-20 |
2025-01-21 |
ind_hotels_entertainment |
-0.0717 |
0.0000 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-20 |
2025-01-21 |
ind_aerospace_defense |
0.0116 |
-0.0055 |
-0.0001 |
tilt_INDUSTRY |
| 2025-01-20 |
2025-01-21 |
ind_freight_logistics |
0.0457 |
0.0002 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-20 |
2025-01-21 |
ind_renewable_energy |
0.0274 |
-0.0191 |
-0.0005 |
tilt_INDUSTRY |
| 2025-01-20 |
2025-01-21 |
ind_homebuilding_building_products |
-0.0083 |
0.0054 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-20 |
2025-01-21 |
country_SG |
0.0091 |
-0.0001 |
-0.0000 |
tilt_COUNTRY |
| 2025-01-20 |
2025-01-21 |
country_NZ |
-0.0190 |
0.0028 |
-0.0001 |
tilt_COUNTRY |
| 2025-01-20 |
2025-01-21 |
ind_food_tobacco |
0.1286 |
0.0009 |
0.0001 |
tilt_INDUSTRY |
| 2025-01-20 |
2025-01-21 |
ind_specialty_reatil |
-0.0092 |
0.0047 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-20 |
2025-01-21 |
size_LARGE |
0.0765 |
0.0006 |
0.0000 |
tilt_SIZE |
| 2025-01-20 |
2025-01-21 |
ind_semiconductors |
-0.0652 |
0.0070 |
-0.0005 |
tilt_INDUSTRY |
| 2025-01-20 |
2025-01-21 |
ind_healthcare_equipment_supplies |
-0.0021 |
-0.0006 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-20 |
2025-01-21 |
ind_diversified_retail |
-0.0002 |
-0.0012 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-20 |
2025-01-21 |
linkage |
0.8202 |
0.0001 |
0.0001 |
alpha_MOMENTUM |
| 2025-01-20 |
2025-01-21 |
country_KR |
0.0000 |
0.0012 |
0.0000 |
tilt_COUNTRY |
| 2025-01-20 |
2025-01-21 |
market |
-0.0212 |
-0.0038 |
0.0001 |
risk_exposure |
| 2025-01-20 |
2025-01-21 |
ind_natural_gas_utilities |
-0.0088 |
-0.0025 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-20 |
2025-01-21 |
ind_paper_forestry |
-0.0106 |
-0.0012 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-20 |
2025-01-21 |
neglect |
0.9868 |
-0.0004 |
-0.0004 |
alpha_VALUE |
| 2025-01-20 |
2025-01-21 |
ind_healthcare_providers_services |
-0.0421 |
-0.0036 |
0.0002 |
tilt_INDUSTRY |
| 2025-01-20 |
2025-01-21 |
ind_automobile |
-0.0076 |
0.0036 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-20 |
2025-01-21 |
size_MID |
-0.0883 |
-0.0002 |
0.0000 |
tilt_SIZE |
| 2025-01-20 |
2025-01-21 |
sdiscrepancy |
NaN |
NaN |
0.0005 |
unexplained |
| 2025-01-20 |
2025-01-21 |
ind_chemicals |
-0.0586 |
-0.0055 |
0.0003 |
tilt_INDUSTRY |
| 2025-01-20 |
2025-01-21 |
linearCost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-01-20 |
2025-01-21 |
quality |
3.5912 |
-0.0000 |
-0.0000 |
alpha_QUALITY |
| 2025-01-20 |
2025-01-21 |
ind_real_estate_operations |
0.0003 |
0.0013 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-20 |
2025-01-21 |
ind_electronic_equipment |
-0.0203 |
0.0089 |
-0.0002 |
tilt_INDUSTRY |
| 2025-01-20 |
2025-01-21 |
ind_transportation_infrastructure |
-0.0086 |
-0.0048 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-20 |
2025-01-21 |
ind_computers_phones_household_electronics |
-0.0013 |
0.0034 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-20 |
2025-01-21 |
ind_textiles_apparel |
-0.0481 |
0.0013 |
-0.0001 |
tilt_INDUSTRY |
| 2025-01-20 |
2025-01-21 |
country_IN |
0.0817 |
-0.0137 |
-0.0011 |
tilt_COUNTRY |
| 2025-01-20 |
2025-01-21 |
ind_investment_services |
0.1145 |
-0.0001 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-20 |
2025-01-21 |
ind_beverages |
-0.0894 |
-0.0054 |
0.0005 |
tilt_INDUSTRY |
| 2025-01-20 |
2025-01-21 |
ind_pharmaceuticals |
-0.0263 |
-0.0018 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-20 |
2025-01-21 |
ind_commercial_services_supplies |
0.0392 |
-0.0029 |
-0.0001 |
tilt_INDUSTRY |
| 2025-01-20 |
2025-01-21 |
country_AU |
-0.0997 |
0.0100 |
-0.0010 |
tilt_COUNTRY |
| 2025-01-20 |
2025-01-21 |
reversal |
0.8332 |
0.0005 |
0.0004 |
alpha_REVERSAL |
| 2025-01-20 |
2025-01-21 |
ind_telecommunications_serices |
0.0339 |
-0.0030 |
-0.0001 |
tilt_INDUSTRY |
| 2025-01-20 |
2025-01-21 |
country_TW |
-0.0664 |
-0.0005 |
0.0000 |
tilt_COUNTRY |
| 2025-01-20 |
2025-01-21 |
revision |
0.9815 |
0.0010 |
0.0010 |
alpha_REVISION |
| 2025-01-20 |
2025-01-21 |
ind_machinery |
0.0874 |
0.0007 |
0.0001 |
tilt_INDUSTRY |
| 2025-01-20 |
2025-01-21 |
ind_household_goods |
-0.0409 |
-0.0018 |
0.0001 |
tilt_INDUSTRY |
| 2025-01-20 |
2025-01-21 |
ind_household_products_services |
-0.0254 |
0.0072 |
-0.0002 |
tilt_INDUSTRY |
| 2025-01-20 |
2025-01-21 |
country_HK |
0.0455 |
0.0032 |
0.0001 |
tilt_COUNTRY |
| 2025-01-20 |
2025-01-21 |
ind_biotechnology |
-0.0107 |
-0.0075 |
0.0001 |
tilt_INDUSTRY |
| 2025-01-20 |
2025-01-21 |
ind_communications_equipment |
0.0135 |
0.0031 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-20 |
2025-01-21 |
value_liq |
0.5172 |
-0.0005 |
-0.0003 |
alpha_VALUE |
| 2025-01-20 |
2025-01-21 |
stability |
5.0766 |
0.0009 |
0.0047 |
alpha_QUALITY |
| 2025-01-20 |
2025-01-21 |
ind_uranium |
0.0000 |
-0.0004 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-20 |
2025-01-21 |
pdiscrepancy |
NaN |
NaN |
-0.0000 |
unexplained |
| 2025-01-20 |
2025-01-21 |
country_XH |
0.0105 |
0.0070 |
0.0001 |
tilt_COUNTRY |
| 2025-01-20 |
2025-01-21 |
ind_integrated_hardware_software |
0.0132 |
0.0063 |
0.0001 |
tilt_INDUSTRY |
| 2025-01-20 |
2025-01-21 |
ind_food_drug_retail |
-0.0601 |
0.0025 |
-0.0002 |
tilt_INDUSTRY |
| 2025-01-20 |
2025-01-21 |
ind_electric_utilities_ipps |
-0.0024 |
-0.0018 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-20 |
2025-01-21 |
ind_industrial_distribution |
-0.0063 |
-0.0063 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-20 |
2025-01-21 |
country_ID |
0.0208 |
0.0063 |
0.0001 |
tilt_COUNTRY |
| 2025-01-20 |
2025-01-21 |
ind_leisure_products |
-0.0080 |
0.0059 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-20 |
2025-01-21 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-01-20 |
2025-01-21 |
ind_fintech |
0.0067 |
0.0043 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-20 |
2025-01-21 |
ind_media_publishing |
0.0156 |
-0.0008 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-20 |
2025-01-21 |
specret |
NaN |
NaN |
0.0007 |
unexplained |
| 2025-01-20 |
2025-01-21 |
fmom |
1.3412 |
0.0005 |
0.0007 |
alpha_QUALITY |
| 2025-01-20 |
2025-01-21 |
ind_reits |
0.0038 |
0.0000 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-20 |
2025-01-21 |
ind_water_utilities |
-0.0045 |
0.0007 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-20 |
2025-01-21 |
value_gc |
1.2337 |
-0.0003 |
-0.0004 |
alpha_VALUE |
| 2025-01-20 |
2025-01-21 |
country_CN |
0.1206 |
-0.0022 |
-0.0003 |
tilt_COUNTRY |
| 2025-01-20 |
2025-01-21 |
ind_insurance |
0.0978 |
-0.0015 |
-0.0001 |
tilt_INDUSTRY |
| 2025-01-20 |
2025-01-21 |
ind_metals_mining |
0.0058 |
-0.0025 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-21 |
2025-01-22 |
country_MY |
0.0117 |
0.0032 |
0.0000 |
tilt_COUNTRY |
| 2025-01-21 |
2025-01-22 |
size_SMALL |
-0.0038 |
-0.0013 |
0.0000 |
tilt_SIZE |
| 2025-01-21 |
2025-01-22 |
ind_renewable_energy |
0.0272 |
-0.0023 |
-0.0001 |
tilt_INDUSTRY |
| 2025-01-21 |
2025-01-22 |
ind_electric_utilities_ipps |
0.0023 |
0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-21 |
2025-01-22 |
ind_reits |
0.0037 |
0.0000 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-21 |
2025-01-22 |
ind_pharmaceuticals |
-0.0285 |
0.0035 |
-0.0001 |
tilt_INDUSTRY |
| 2025-01-21 |
2025-01-22 |
ind_aerospace_defense |
0.0121 |
-0.0045 |
-0.0001 |
tilt_INDUSTRY |
| 2025-01-21 |
2025-01-22 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-01-21 |
2025-01-22 |
ind_beverages |
-0.0904 |
-0.0076 |
0.0007 |
tilt_INDUSTRY |
| 2025-01-21 |
2025-01-22 |
ind_freight_logistics |
0.0447 |
-0.0022 |
-0.0001 |
tilt_INDUSTRY |
| 2025-01-21 |
2025-01-22 |
ind_computers_phones_household_electronics |
-0.0013 |
0.0006 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-21 |
2025-01-22 |
ind_passenger_transportation |
0.0675 |
-0.0051 |
-0.0003 |
tilt_INDUSTRY |
| 2025-01-21 |
2025-01-22 |
size_MICRO |
-0.0040 |
-0.0032 |
0.0000 |
tilt_SIZE |
| 2025-01-21 |
2025-01-22 |
ind_homebuilding_building_products |
-0.0085 |
-0.0092 |
0.0001 |
tilt_INDUSTRY |
| 2025-01-21 |
2025-01-22 |
country_XH |
0.0087 |
-0.0066 |
-0.0001 |
tilt_COUNTRY |
| 2025-01-21 |
2025-01-22 |
ind_telecommunications_serices |
0.0361 |
-0.0032 |
-0.0001 |
tilt_INDUSTRY |
| 2025-01-21 |
2025-01-22 |
quality |
3.6169 |
-0.0004 |
-0.0015 |
alpha_QUALITY |
| 2025-01-21 |
2025-01-22 |
ind_water_utilities |
-0.0046 |
0.0079 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-21 |
2025-01-22 |
pdiscrepancy |
NaN |
NaN |
0.0000 |
unexplained |
| 2025-01-21 |
2025-01-22 |
ind_healthcare_providers_services |
-0.0409 |
-0.0005 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-21 |
2025-01-22 |
ind_metals_mining |
0.0059 |
0.0036 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-21 |
2025-01-22 |
country_ID |
0.0182 |
0.0108 |
0.0002 |
tilt_COUNTRY |
| 2025-01-21 |
2025-01-22 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-01-21 |
2025-01-22 |
ind_insurance |
0.1006 |
-0.0068 |
-0.0007 |
tilt_INDUSTRY |
| 2025-01-21 |
2025-01-22 |
fmom |
1.3168 |
0.0012 |
0.0016 |
alpha_QUALITY |
| 2025-01-21 |
2025-01-22 |
specret |
NaN |
NaN |
0.0018 |
unexplained |
| 2025-01-21 |
2025-01-22 |
country_CN |
0.1309 |
-0.0043 |
-0.0006 |
tilt_COUNTRY |
| 2025-01-21 |
2025-01-22 |
ind_software_it_services |
0.0909 |
-0.0007 |
-0.0001 |
tilt_INDUSTRY |
| 2025-01-21 |
2025-01-22 |
ind_banking_services |
-0.0016 |
-0.0051 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-21 |
2025-01-22 |
country_PH |
0.0010 |
0.0082 |
0.0000 |
tilt_COUNTRY |
| 2025-01-21 |
2025-01-22 |
country_JP |
-0.0465 |
0.0075 |
-0.0003 |
tilt_COUNTRY |
| 2025-01-21 |
2025-01-22 |
ind_containers_packaging |
-0.0181 |
-0.0016 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-21 |
2025-01-22 |
size_LARGE |
0.0777 |
0.0006 |
0.0000 |
tilt_SIZE |
| 2025-01-21 |
2025-01-22 |
country_TH |
-0.1016 |
0.0069 |
-0.0007 |
tilt_COUNTRY |
| 2025-01-21 |
2025-01-22 |
sbeta_market |
0.0317 |
-0.0049 |
-0.0002 |
risk_exposure |
| 2025-01-21 |
2025-01-22 |
ind_office_equipment |
0.0108 |
-0.0004 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-21 |
2025-01-22 |
country_SG |
0.0089 |
-0.0013 |
-0.0000 |
tilt_COUNTRY |
| 2025-01-21 |
2025-01-22 |
ind_commercial_services_supplies |
0.0370 |
-0.0011 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-21 |
2025-01-22 |
ind_leisure_products |
-0.0081 |
0.0032 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-21 |
2025-01-22 |
ind_chemicals |
-0.0496 |
0.0026 |
-0.0001 |
tilt_INDUSTRY |
| 2025-01-21 |
2025-01-22 |
reversal |
0.7775 |
0.0006 |
0.0005 |
alpha_REVERSAL |
| 2025-01-21 |
2025-01-22 |
country_NZ |
-0.0190 |
-0.0039 |
0.0001 |
tilt_COUNTRY |
| 2025-01-21 |
2025-01-22 |
revision |
0.9126 |
-0.0001 |
-0.0001 |
alpha_REVISION |
| 2025-01-21 |
2025-01-22 |
ind_machinery |
0.0866 |
0.0051 |
0.0004 |
tilt_INDUSTRY |
| 2025-01-21 |
2025-01-22 |
ind_household_products_services |
-0.0261 |
-0.0029 |
0.0001 |
tilt_INDUSTRY |
| 2025-01-21 |
2025-01-22 |
ind_consumer_goods_conglomerates |
0.0341 |
0.0069 |
0.0002 |
tilt_INDUSTRY |
| 2025-01-21 |
2025-01-22 |
ind_construction_engineering |
-0.1020 |
-0.0000 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-21 |
2025-01-22 |
ind_industrial_distribution |
-0.0047 |
-0.0053 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-21 |
2025-01-22 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-01-21 |
2025-01-22 |
momentum |
0.4554 |
0.0010 |
0.0004 |
alpha_MOMENTUM |
| 2025-01-21 |
2025-01-22 |
ind_household_goods |
-0.0283 |
-0.0095 |
0.0003 |
tilt_INDUSTRY |
| 2025-01-21 |
2025-01-22 |
ind_healthcare_equipment_supplies |
-0.0039 |
0.0018 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-21 |
2025-01-22 |
country_HK |
0.0396 |
-0.0043 |
-0.0002 |
tilt_COUNTRY |
| 2025-01-21 |
2025-01-22 |
ind_media_publishing |
0.0175 |
-0.0006 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-21 |
2025-01-22 |
ind_diversified_retail |
-0.0002 |
-0.0105 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-21 |
2025-01-22 |
ind_communications_equipment |
0.0141 |
0.0102 |
0.0001 |
tilt_INDUSTRY |
| 2025-01-21 |
2025-01-22 |
country_TW |
-0.0641 |
0.0072 |
-0.0005 |
tilt_COUNTRY |
| 2025-01-21 |
2025-01-22 |
ind_coal |
-0.0535 |
0.0022 |
-0.0001 |
tilt_INDUSTRY |
| 2025-01-21 |
2025-01-22 |
ind_uranium |
0.0000 |
0.0902 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-21 |
2025-01-22 |
ind_automobile |
-0.0114 |
0.0005 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-21 |
2025-01-22 |
country_AU |
-0.1000 |
0.0085 |
-0.0008 |
tilt_COUNTRY |
| 2025-01-21 |
2025-01-22 |
value_gc |
1.2250 |
0.0003 |
0.0004 |
alpha_VALUE |
| 2025-01-21 |
2025-01-22 |
ind_biotechnology |
-0.0116 |
0.0022 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-21 |
2025-01-22 |
ind_food_drug_retail |
-0.0598 |
-0.0080 |
0.0005 |
tilt_INDUSTRY |
| 2025-01-21 |
2025-01-22 |
ind_multiline_utilities |
-0.0116 |
0.0028 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-21 |
2025-01-22 |
ind_semiconductors |
-0.0662 |
0.0074 |
-0.0005 |
tilt_INDUSTRY |
| 2025-01-21 |
2025-01-22 |
linkage |
0.8071 |
0.0002 |
0.0002 |
alpha_MOMENTUM |
| 2025-01-21 |
2025-01-22 |
ind_investment_services |
0.1158 |
0.0037 |
0.0004 |
tilt_INDUSTRY |
| 2025-01-21 |
2025-01-22 |
country_IN |
0.0909 |
-0.0088 |
-0.0008 |
tilt_COUNTRY |
| 2025-01-21 |
2025-01-22 |
value_liq |
0.5241 |
-0.0001 |
-0.0001 |
alpha_VALUE |
| 2025-01-21 |
2025-01-22 |
country_KR |
0.0000 |
0.0097 |
0.0000 |
tilt_COUNTRY |
| 2025-01-21 |
2025-01-22 |
ind_fintech |
0.0070 |
0.0059 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-21 |
2025-01-22 |
stability |
5.0875 |
0.0001 |
0.0005 |
alpha_QUALITY |
| 2025-01-21 |
2025-01-22 |
sdiscrepancy |
NaN |
NaN |
-0.0001 |
unexplained |
| 2025-01-21 |
2025-01-22 |
ind_specialty_reatil |
-0.0106 |
-0.0035 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-21 |
2025-01-22 |
ind_hotels_entertainment |
-0.0718 |
-0.0065 |
0.0005 |
tilt_INDUSTRY |
| 2025-01-21 |
2025-01-22 |
ind_natural_gas_utilities |
-0.0097 |
-0.0057 |
0.0001 |
tilt_INDUSTRY |
| 2025-01-21 |
2025-01-22 |
size_MID |
-0.0910 |
0.0008 |
-0.0001 |
tilt_SIZE |
| 2025-01-21 |
2025-01-22 |
ind_holding_companies |
0.0000 |
0.0127 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-21 |
2025-01-22 |
ind_paper_forestry |
-0.0106 |
-0.0057 |
0.0001 |
tilt_INDUSTRY |
| 2025-01-21 |
2025-01-22 |
linearCost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-01-21 |
2025-01-22 |
market |
-0.0212 |
0.0010 |
-0.0000 |
risk_exposure |
| 2025-01-21 |
2025-01-22 |
ind_electronic_equipment |
-0.0237 |
0.0082 |
-0.0002 |
tilt_INDUSTRY |
| 2025-01-21 |
2025-01-22 |
ind_oil_gas_equipment_services |
-0.0130 |
-0.0005 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-21 |
2025-01-22 |
ind_oil_gas |
-0.0183 |
-0.0057 |
0.0001 |
tilt_INDUSTRY |
| 2025-01-21 |
2025-01-22 |
ind_transportation_infrastructure |
-0.0092 |
-0.0022 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-21 |
2025-01-22 |
ind_real_estate_operations |
-0.0090 |
-0.0129 |
0.0001 |
tilt_INDUSTRY |
| 2025-01-21 |
2025-01-22 |
ind_food_tobacco |
0.1269 |
-0.0018 |
-0.0002 |
tilt_INDUSTRY |
| 2025-01-21 |
2025-01-22 |
ind_construction_materials |
-0.0159 |
0.0029 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-21 |
2025-01-22 |
ind_textiles_apparel |
-0.0524 |
0.0029 |
-0.0002 |
tilt_INDUSTRY |
| 2025-01-21 |
2025-01-22 |
ind_integrated_hardware_software |
0.0131 |
0.0070 |
0.0001 |
tilt_INDUSTRY |
| 2025-01-21 |
2025-01-22 |
neglect |
1.0139 |
0.0000 |
0.0000 |
alpha_VALUE |
| 2025-01-22 |
2025-01-23 |
pdiscrepancy |
NaN |
NaN |
-0.0001 |
unexplained |
| 2025-01-22 |
2025-01-23 |
ind_software_it_services |
0.0805 |
0.0044 |
0.0004 |
tilt_INDUSTRY |
| 2025-01-22 |
2025-01-23 |
country_CN |
0.1383 |
0.0040 |
0.0006 |
tilt_COUNTRY |
| 2025-01-22 |
2025-01-23 |
ind_natural_gas_utilities |
-0.0104 |
0.0006 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-22 |
2025-01-23 |
ind_uranium |
0.0000 |
0.0150 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-22 |
2025-01-23 |
ind_paper_forestry |
-0.0105 |
-0.0004 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-22 |
2025-01-23 |
ind_water_utilities |
-0.0049 |
0.0026 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-22 |
2025-01-23 |
specret |
NaN |
NaN |
0.0015 |
unexplained |
| 2025-01-22 |
2025-01-23 |
ind_communications_equipment |
0.0094 |
-0.0039 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-22 |
2025-01-23 |
country_ID |
0.0193 |
-0.0072 |
-0.0001 |
tilt_COUNTRY |
| 2025-01-22 |
2025-01-23 |
ind_coal |
-0.0547 |
0.0030 |
-0.0002 |
tilt_INDUSTRY |
| 2025-01-22 |
2025-01-23 |
neglect |
1.0210 |
0.0003 |
0.0004 |
alpha_VALUE |
| 2025-01-22 |
2025-01-23 |
market |
-0.0125 |
0.0045 |
-0.0001 |
risk_exposure |
| 2025-01-22 |
2025-01-23 |
ind_fintech |
0.0071 |
0.0063 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-22 |
2025-01-23 |
ind_automobile |
-0.0116 |
-0.0024 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-22 |
2025-01-23 |
country_JP |
-0.0466 |
0.0001 |
-0.0000 |
tilt_COUNTRY |
| 2025-01-22 |
2025-01-23 |
size_MID |
-0.0849 |
-0.0009 |
0.0001 |
tilt_SIZE |
| 2025-01-22 |
2025-01-23 |
ind_reits |
0.0035 |
0.0000 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-22 |
2025-01-23 |
size_MICRO |
-0.0063 |
0.0010 |
-0.0000 |
tilt_SIZE |
| 2025-01-22 |
2025-01-23 |
ind_renewable_energy |
0.0271 |
-0.0051 |
-0.0001 |
tilt_INDUSTRY |
| 2025-01-22 |
2025-01-23 |
ind_holding_companies |
0.0000 |
0.0009 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-22 |
2025-01-23 |
linearCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-01-22 |
2025-01-23 |
ind_electric_utilities_ipps |
0.0060 |
-0.0021 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-22 |
2025-01-23 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-01-22 |
2025-01-23 |
ind_textiles_apparel |
-0.0554 |
-0.0014 |
0.0001 |
tilt_INDUSTRY |
| 2025-01-22 |
2025-01-23 |
ind_construction_materials |
-0.0159 |
0.0037 |
-0.0001 |
tilt_INDUSTRY |
| 2025-01-22 |
2025-01-23 |
stability |
5.0603 |
0.0002 |
0.0010 |
alpha_QUALITY |
| 2025-01-22 |
2025-01-23 |
ind_specialty_reatil |
-0.0095 |
-0.0040 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-22 |
2025-01-23 |
ind_homebuilding_building_products |
-0.0085 |
-0.0005 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-22 |
2025-01-23 |
country_KR |
0.0000 |
-0.0146 |
0.0000 |
tilt_COUNTRY |
| 2025-01-22 |
2025-01-23 |
ind_pharmaceuticals |
-0.0310 |
-0.0016 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-22 |
2025-01-23 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-01-22 |
2025-01-23 |
country_MY |
0.0117 |
-0.0106 |
-0.0001 |
tilt_COUNTRY |
| 2025-01-22 |
2025-01-23 |
ind_machinery |
0.0783 |
-0.0011 |
-0.0001 |
tilt_INDUSTRY |
| 2025-01-22 |
2025-01-23 |
country_HK |
0.0338 |
-0.0023 |
-0.0001 |
tilt_COUNTRY |
| 2025-01-22 |
2025-01-23 |
ind_food_tobacco |
0.1251 |
-0.0007 |
-0.0001 |
tilt_INDUSTRY |
| 2025-01-22 |
2025-01-23 |
reversal |
0.8981 |
0.0027 |
0.0024 |
alpha_REVERSAL |
| 2025-01-22 |
2025-01-23 |
country_TW |
-0.0628 |
0.0002 |
-0.0000 |
tilt_COUNTRY |
| 2025-01-22 |
2025-01-23 |
ind_biotechnology |
-0.0120 |
0.0041 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-22 |
2025-01-23 |
country_SG |
0.0092 |
-0.0011 |
-0.0000 |
tilt_COUNTRY |
| 2025-01-22 |
2025-01-23 |
ind_media_publishing |
0.0173 |
0.0048 |
0.0001 |
tilt_INDUSTRY |
| 2025-01-22 |
2025-01-23 |
ind_office_equipment |
0.0130 |
-0.0007 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-22 |
2025-01-23 |
sbeta_market |
0.0379 |
-0.0064 |
-0.0002 |
risk_exposure |
| 2025-01-22 |
2025-01-23 |
ind_containers_packaging |
-0.0179 |
-0.0010 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-22 |
2025-01-23 |
ind_household_products_services |
-0.0263 |
-0.0056 |
0.0001 |
tilt_INDUSTRY |
| 2025-01-22 |
2025-01-23 |
ind_industrial_distribution |
-0.0036 |
0.0020 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-22 |
2025-01-23 |
ind_construction_engineering |
-0.1030 |
0.0023 |
-0.0002 |
tilt_INDUSTRY |
| 2025-01-22 |
2025-01-23 |
ind_commercial_services_supplies |
0.0354 |
0.0026 |
0.0001 |
tilt_INDUSTRY |
| 2025-01-22 |
2025-01-23 |
ind_real_estate_operations |
-0.0150 |
0.0019 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-22 |
2025-01-23 |
size_LARGE |
0.0797 |
0.0017 |
0.0001 |
tilt_SIZE |
| 2025-01-22 |
2025-01-23 |
country_TH |
-0.0996 |
-0.0182 |
0.0018 |
tilt_COUNTRY |
| 2025-01-22 |
2025-01-23 |
country_AU |
-0.0991 |
-0.0105 |
0.0010 |
tilt_COUNTRY |
| 2025-01-22 |
2025-01-23 |
ind_leisure_products |
-0.0079 |
0.0055 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-22 |
2025-01-23 |
ind_chemicals |
-0.0403 |
-0.0025 |
0.0001 |
tilt_INDUSTRY |
| 2025-01-22 |
2025-01-23 |
momentum |
0.4461 |
0.0002 |
0.0001 |
alpha_MOMENTUM |
| 2025-01-22 |
2025-01-23 |
revision |
0.8781 |
0.0002 |
0.0002 |
alpha_REVISION |
| 2025-01-22 |
2025-01-23 |
country_NZ |
-0.0187 |
-0.0045 |
0.0001 |
tilt_COUNTRY |
| 2025-01-22 |
2025-01-23 |
ind_diversified_retail |
-0.0002 |
0.0027 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-22 |
2025-01-23 |
ind_investment_services |
0.1174 |
0.0084 |
0.0010 |
tilt_INDUSTRY |
| 2025-01-22 |
2025-01-23 |
quality |
3.6221 |
0.0005 |
0.0018 |
alpha_QUALITY |
| 2025-01-22 |
2025-01-23 |
linkage |
0.8382 |
-0.0012 |
-0.0010 |
alpha_MOMENTUM |
| 2025-01-22 |
2025-01-23 |
size_SMALL |
-0.0010 |
-0.0002 |
0.0000 |
tilt_SIZE |
| 2025-01-22 |
2025-01-23 |
ind_oil_gas_equipment_services |
-0.0132 |
-0.0052 |
0.0001 |
tilt_INDUSTRY |
| 2025-01-22 |
2025-01-23 |
ind_aerospace_defense |
0.0127 |
-0.0018 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-22 |
2025-01-23 |
ind_beverages |
-0.0906 |
0.0013 |
-0.0001 |
tilt_INDUSTRY |
| 2025-01-22 |
2025-01-23 |
country_XH |
0.0099 |
0.0004 |
0.0000 |
tilt_COUNTRY |
| 2025-01-22 |
2025-01-23 |
ind_oil_gas |
-0.0160 |
-0.0047 |
0.0001 |
tilt_INDUSTRY |
| 2025-01-22 |
2025-01-23 |
ind_transportation_infrastructure |
-0.0099 |
0.0014 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-22 |
2025-01-23 |
ind_computers_phones_household_electronics |
-0.0011 |
-0.0032 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-22 |
2025-01-23 |
ind_passenger_transportation |
0.0673 |
0.0011 |
0.0001 |
tilt_INDUSTRY |
| 2025-01-22 |
2025-01-23 |
ind_electronic_equipment |
-0.0211 |
-0.0079 |
0.0002 |
tilt_INDUSTRY |
| 2025-01-22 |
2025-01-23 |
ind_freight_logistics |
0.0443 |
0.0009 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-22 |
2025-01-23 |
ind_hotels_entertainment |
-0.0715 |
-0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-22 |
2025-01-23 |
value_gc |
1.2348 |
-0.0001 |
-0.0001 |
alpha_VALUE |
| 2025-01-22 |
2025-01-23 |
ind_household_goods |
-0.0245 |
-0.0025 |
0.0001 |
tilt_INDUSTRY |
| 2025-01-22 |
2025-01-23 |
country_IN |
0.0912 |
0.0039 |
0.0004 |
tilt_COUNTRY |
| 2025-01-22 |
2025-01-23 |
ind_consumer_goods_conglomerates |
0.0342 |
0.0147 |
0.0005 |
tilt_INDUSTRY |
| 2025-01-22 |
2025-01-23 |
country_PH |
0.0010 |
0.0027 |
0.0000 |
tilt_COUNTRY |
| 2025-01-22 |
2025-01-23 |
value_liq |
0.5244 |
0.0011 |
0.0006 |
alpha_VALUE |
| 2025-01-22 |
2025-01-23 |
ind_banking_services |
0.0077 |
0.0064 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-22 |
2025-01-23 |
sdiscrepancy |
NaN |
NaN |
0.0002 |
unexplained |
| 2025-01-22 |
2025-01-23 |
ind_metals_mining |
0.0088 |
-0.0053 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-22 |
2025-01-23 |
fmom |
1.3002 |
0.0002 |
0.0003 |
alpha_QUALITY |
| 2025-01-22 |
2025-01-23 |
ind_insurance |
0.1071 |
0.0096 |
0.0010 |
tilt_INDUSTRY |
| 2025-01-22 |
2025-01-23 |
ind_healthcare_providers_services |
-0.0392 |
0.0037 |
-0.0001 |
tilt_INDUSTRY |
| 2025-01-22 |
2025-01-23 |
ind_healthcare_equipment_supplies |
-0.0009 |
0.0028 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-22 |
2025-01-23 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-01-22 |
2025-01-23 |
ind_food_drug_retail |
-0.0589 |
-0.0016 |
0.0001 |
tilt_INDUSTRY |
| 2025-01-22 |
2025-01-23 |
ind_semiconductors |
-0.0692 |
-0.0044 |
0.0003 |
tilt_INDUSTRY |
| 2025-01-22 |
2025-01-23 |
ind_integrated_hardware_software |
0.0132 |
-0.0010 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-22 |
2025-01-23 |
ind_telecommunications_serices |
0.0384 |
-0.0015 |
-0.0001 |
tilt_INDUSTRY |
| 2025-01-22 |
2025-01-23 |
ind_multiline_utilities |
-0.0116 |
-0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-23 |
2025-01-24 |
neglect |
1.0212 |
0.0004 |
0.0004 |
alpha_VALUE |
| 2025-01-23 |
2025-01-24 |
ind_fintech |
0.0071 |
-0.0029 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-23 |
2025-01-24 |
ind_textiles_apparel |
-0.0569 |
0.0011 |
-0.0001 |
tilt_INDUSTRY |
| 2025-01-23 |
2025-01-24 |
market |
-0.0279 |
-0.0018 |
0.0001 |
risk_exposure |
| 2025-01-23 |
2025-01-24 |
ind_oil_gas |
-0.0127 |
-0.0073 |
0.0001 |
tilt_INDUSTRY |
| 2025-01-23 |
2025-01-24 |
country_KR |
0.0000 |
0.0026 |
0.0000 |
tilt_COUNTRY |
| 2025-01-23 |
2025-01-24 |
ind_passenger_transportation |
0.0674 |
0.0020 |
0.0001 |
tilt_INDUSTRY |
| 2025-01-23 |
2025-01-24 |
ind_construction_materials |
-0.0158 |
-0.0027 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-23 |
2025-01-24 |
ind_paper_forestry |
-0.0104 |
-0.0078 |
0.0001 |
tilt_INDUSTRY |
| 2025-01-23 |
2025-01-24 |
linearCost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-01-23 |
2025-01-24 |
impactCost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-01-23 |
2025-01-24 |
ind_natural_gas_utilities |
-0.0113 |
-0.0070 |
0.0001 |
tilt_INDUSTRY |
| 2025-01-23 |
2025-01-24 |
ind_holding_companies |
0.0000 |
0.0014 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-23 |
2025-01-24 |
ind_electronic_equipment |
-0.0218 |
0.0047 |
-0.0001 |
tilt_INDUSTRY |
| 2025-01-23 |
2025-01-24 |
size_MID |
-0.0889 |
-0.0007 |
0.0001 |
tilt_SIZE |
| 2025-01-23 |
2025-01-24 |
reversal |
0.8227 |
-0.0003 |
-0.0002 |
alpha_REVERSAL |
| 2025-01-23 |
2025-01-24 |
ind_hotels_entertainment |
-0.0713 |
0.0079 |
-0.0006 |
tilt_INDUSTRY |
| 2025-01-23 |
2025-01-24 |
ind_telecommunications_serices |
0.0395 |
0.0044 |
0.0002 |
tilt_INDUSTRY |
| 2025-01-23 |
2025-01-24 |
ind_consumer_goods_conglomerates |
0.0278 |
0.0043 |
0.0001 |
tilt_INDUSTRY |
| 2025-01-23 |
2025-01-24 |
sdiscrepancy |
NaN |
NaN |
-0.0006 |
unexplained |
| 2025-01-23 |
2025-01-24 |
ind_oil_gas_equipment_services |
-0.0136 |
-0.0052 |
0.0001 |
tilt_INDUSTRY |
| 2025-01-23 |
2025-01-24 |
ind_transportation_infrastructure |
-0.0102 |
-0.0055 |
0.0001 |
tilt_INDUSTRY |
| 2025-01-23 |
2025-01-24 |
ind_integrated_hardware_software |
0.0132 |
0.0166 |
0.0002 |
tilt_INDUSTRY |
| 2025-01-23 |
2025-01-24 |
country_IN |
0.0882 |
-0.0160 |
-0.0014 |
tilt_COUNTRY |
| 2025-01-23 |
2025-01-24 |
ind_coal |
-0.0554 |
0.0018 |
-0.0001 |
tilt_INDUSTRY |
| 2025-01-23 |
2025-01-24 |
ind_media_publishing |
0.0177 |
0.0127 |
0.0002 |
tilt_INDUSTRY |
| 2025-01-23 |
2025-01-24 |
linkage |
0.8677 |
-0.0001 |
-0.0001 |
alpha_MOMENTUM |
| 2025-01-23 |
2025-01-24 |
ind_automobile |
-0.0078 |
-0.0029 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-23 |
2025-01-24 |
ind_food_drug_retail |
-0.0591 |
0.0010 |
-0.0001 |
tilt_INDUSTRY |
| 2025-01-23 |
2025-01-24 |
ind_semiconductors |
-0.0699 |
-0.0005 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-23 |
2025-01-24 |
ind_real_estate_operations |
-0.0228 |
-0.0064 |
0.0001 |
tilt_INDUSTRY |
| 2025-01-23 |
2025-01-24 |
ind_healthcare_equipment_supplies |
0.0036 |
-0.0054 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-23 |
2025-01-24 |
ind_biotechnology |
-0.0117 |
0.0018 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-23 |
2025-01-24 |
country_AU |
-0.0996 |
0.0031 |
-0.0003 |
tilt_COUNTRY |
| 2025-01-23 |
2025-01-24 |
ind_food_tobacco |
0.1228 |
-0.0001 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-23 |
2025-01-24 |
country_TW |
-0.0627 |
-0.0028 |
0.0002 |
tilt_COUNTRY |
| 2025-01-23 |
2025-01-24 |
momentum |
0.4504 |
-0.0001 |
-0.0000 |
alpha_MOMENTUM |
| 2025-01-23 |
2025-01-24 |
ind_communications_equipment |
0.0062 |
0.0071 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-23 |
2025-01-24 |
ind_diversified_retail |
-0.0002 |
0.0000 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-23 |
2025-01-24 |
value_liq |
0.5296 |
0.0001 |
0.0001 |
alpha_VALUE |
| 2025-01-23 |
2025-01-24 |
ind_uranium |
0.0000 |
-0.0206 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-23 |
2025-01-24 |
country_HK |
0.0442 |
0.0026 |
0.0001 |
tilt_COUNTRY |
| 2025-01-23 |
2025-01-24 |
ind_investment_services |
0.1194 |
-0.0028 |
-0.0003 |
tilt_INDUSTRY |
| 2025-01-23 |
2025-01-24 |
ind_multiline_utilities |
-0.0116 |
-0.0014 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-23 |
2025-01-24 |
ind_household_goods |
-0.0223 |
-0.0050 |
0.0001 |
tilt_INDUSTRY |
| 2025-01-23 |
2025-01-24 |
ind_specialty_reatil |
-0.0061 |
0.0006 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-23 |
2025-01-24 |
stability |
5.1074 |
0.0001 |
0.0007 |
alpha_QUALITY |
| 2025-01-23 |
2025-01-24 |
country_ID |
0.0228 |
-0.0133 |
-0.0003 |
tilt_COUNTRY |
| 2025-01-23 |
2025-01-24 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-01-23 |
2025-01-24 |
country_SG |
0.0093 |
0.0005 |
0.0000 |
tilt_COUNTRY |
| 2025-01-23 |
2025-01-24 |
fmom |
1.3026 |
-0.0003 |
-0.0004 |
alpha_QUALITY |
| 2025-01-23 |
2025-01-24 |
ind_containers_packaging |
-0.0180 |
-0.0021 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-23 |
2025-01-24 |
ind_machinery |
0.0721 |
0.0024 |
0.0002 |
tilt_INDUSTRY |
| 2025-01-23 |
2025-01-24 |
size_SMALL |
-0.0028 |
0.0005 |
-0.0000 |
tilt_SIZE |
| 2025-01-23 |
2025-01-24 |
country_PH |
0.0010 |
-0.0103 |
-0.0000 |
tilt_COUNTRY |
| 2025-01-23 |
2025-01-24 |
ind_software_it_services |
0.0692 |
0.0110 |
0.0008 |
tilt_INDUSTRY |
| 2025-01-23 |
2025-01-24 |
ind_household_products_services |
-0.0263 |
-0.0019 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-23 |
2025-01-24 |
quality |
3.6549 |
-0.0005 |
-0.0017 |
alpha_QUALITY |
| 2025-01-23 |
2025-01-24 |
country_NZ |
-0.0189 |
0.0002 |
-0.0000 |
tilt_COUNTRY |
| 2025-01-23 |
2025-01-24 |
country_MY |
0.0118 |
-0.0001 |
-0.0000 |
tilt_COUNTRY |
| 2025-01-23 |
2025-01-24 |
ind_pharmaceuticals |
-0.0339 |
-0.0050 |
0.0002 |
tilt_INDUSTRY |
| 2025-01-23 |
2025-01-24 |
revision |
0.8837 |
0.0009 |
0.0008 |
alpha_REVISION |
| 2025-01-23 |
2025-01-24 |
ind_commercial_services_supplies |
0.0327 |
-0.0005 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-23 |
2025-01-24 |
ind_leisure_products |
-0.0077 |
0.0175 |
-0.0001 |
tilt_INDUSTRY |
| 2025-01-23 |
2025-01-24 |
pdiscrepancy |
NaN |
NaN |
0.0000 |
unexplained |
| 2025-01-23 |
2025-01-24 |
ind_banking_services |
0.0162 |
-0.0016 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-23 |
2025-01-24 |
ind_insurance |
0.1068 |
-0.0009 |
-0.0001 |
tilt_INDUSTRY |
| 2025-01-23 |
2025-01-24 |
country_TH |
-0.1001 |
0.0088 |
-0.0009 |
tilt_COUNTRY |
| 2025-01-23 |
2025-01-24 |
ind_office_equipment |
0.0148 |
0.0053 |
0.0001 |
tilt_INDUSTRY |
| 2025-01-23 |
2025-01-24 |
country_JP |
-0.0530 |
-0.0011 |
0.0001 |
tilt_COUNTRY |
| 2025-01-23 |
2025-01-24 |
sbeta_market |
0.0258 |
0.0073 |
0.0002 |
risk_exposure |
| 2025-01-23 |
2025-01-24 |
country_CN |
0.1231 |
0.0020 |
0.0003 |
tilt_COUNTRY |
| 2025-01-23 |
2025-01-24 |
ind_chemicals |
-0.0334 |
-0.0029 |
0.0001 |
tilt_INDUSTRY |
| 2025-01-23 |
2025-01-24 |
ind_homebuilding_building_products |
-0.0071 |
-0.0002 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-23 |
2025-01-24 |
specret |
NaN |
NaN |
-0.0009 |
unexplained |
| 2025-01-23 |
2025-01-24 |
size_LARGE |
0.0725 |
0.0006 |
0.0000 |
tilt_SIZE |
| 2025-01-23 |
2025-01-24 |
size_MICRO |
-0.0088 |
-0.0025 |
0.0000 |
tilt_SIZE |
| 2025-01-23 |
2025-01-24 |
ind_water_utilities |
-0.0056 |
-0.0086 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-23 |
2025-01-24 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-01-23 |
2025-01-24 |
ind_renewable_energy |
0.0220 |
0.0043 |
0.0001 |
tilt_INDUSTRY |
| 2025-01-23 |
2025-01-24 |
ind_construction_engineering |
-0.1049 |
-0.0002 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-23 |
2025-01-24 |
ind_freight_logistics |
0.0375 |
0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-23 |
2025-01-24 |
ind_reits |
0.0031 |
0.0000 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-23 |
2025-01-24 |
ind_healthcare_providers_services |
-0.0384 |
-0.0052 |
0.0002 |
tilt_INDUSTRY |
| 2025-01-23 |
2025-01-24 |
ind_computers_phones_household_electronics |
-0.0008 |
0.0034 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-23 |
2025-01-24 |
country_XH |
0.0060 |
0.0069 |
0.0000 |
tilt_COUNTRY |
| 2025-01-23 |
2025-01-24 |
ind_industrial_distribution |
-0.0034 |
-0.0035 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-23 |
2025-01-24 |
ind_metals_mining |
0.0143 |
0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-23 |
2025-01-24 |
ind_beverages |
-0.0908 |
-0.0100 |
0.0009 |
tilt_INDUSTRY |
| 2025-01-23 |
2025-01-24 |
ind_aerospace_defense |
0.0134 |
-0.0017 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-23 |
2025-01-24 |
value_gc |
1.2283 |
-0.0006 |
-0.0008 |
alpha_VALUE |
| 2025-01-23 |
2025-01-24 |
ind_electric_utilities_ipps |
0.0067 |
-0.0012 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-24 |
2025-01-27 |
ind_fintech |
0.0079 |
-0.0009 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-24 |
2025-01-27 |
ind_insurance |
0.1001 |
-0.0004 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-24 |
2025-01-27 |
ind_natural_gas_utilities |
-0.0117 |
0.0007 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-24 |
2025-01-27 |
country_CN |
0.1060 |
0.0048 |
0.0005 |
tilt_COUNTRY |
| 2025-01-24 |
2025-01-27 |
size_LARGE |
0.0684 |
0.0016 |
0.0001 |
tilt_SIZE |
| 2025-01-24 |
2025-01-27 |
value_gc |
1.2050 |
-0.0002 |
-0.0002 |
alpha_VALUE |
| 2025-01-24 |
2025-01-27 |
ind_water_utilities |
-0.0057 |
0.0066 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-24 |
2025-01-27 |
ind_software_it_services |
0.0612 |
-0.0003 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-24 |
2025-01-27 |
ind_semiconductors |
-0.0662 |
-0.0095 |
0.0006 |
tilt_INDUSTRY |
| 2025-01-24 |
2025-01-27 |
neglect |
0.9594 |
-0.0009 |
-0.0008 |
alpha_VALUE |
| 2025-01-24 |
2025-01-27 |
ind_healthcare_equipment_supplies |
0.0028 |
0.0062 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-24 |
2025-01-27 |
ind_communications_equipment |
0.0105 |
-0.0162 |
-0.0002 |
tilt_INDUSTRY |
| 2025-01-24 |
2025-01-27 |
country_PH |
0.0009 |
-0.0261 |
-0.0000 |
tilt_COUNTRY |
| 2025-01-24 |
2025-01-27 |
fcost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-01-24 |
2025-01-27 |
ind_integrated_hardware_software |
0.0128 |
0.0025 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-24 |
2025-01-27 |
value_liq |
0.5380 |
0.0026 |
0.0014 |
alpha_VALUE |
| 2025-01-24 |
2025-01-27 |
ind_healthcare_providers_services |
-0.0369 |
0.0064 |
-0.0002 |
tilt_INDUSTRY |
| 2025-01-24 |
2025-01-27 |
sdiscrepancy |
NaN |
NaN |
0.0002 |
unexplained |
| 2025-01-24 |
2025-01-27 |
ind_leisure_products |
-0.0100 |
-0.0059 |
0.0001 |
tilt_INDUSTRY |
| 2025-01-24 |
2025-01-27 |
sbeta_market |
0.0134 |
-0.0174 |
-0.0002 |
risk_exposure |
| 2025-01-24 |
2025-01-27 |
ind_coal |
-0.0552 |
0.0062 |
-0.0003 |
tilt_INDUSTRY |
| 2025-01-24 |
2025-01-27 |
ind_industrial_distribution |
-0.0036 |
0.0025 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-24 |
2025-01-27 |
ind_consumer_goods_conglomerates |
0.0220 |
-0.0059 |
-0.0001 |
tilt_INDUSTRY |
| 2025-01-24 |
2025-01-27 |
ind_freight_logistics |
0.0278 |
0.0018 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-24 |
2025-01-27 |
reversal |
1.0781 |
0.0008 |
0.0008 |
alpha_REVERSAL |
| 2025-01-24 |
2025-01-27 |
ind_electronic_equipment |
-0.0249 |
-0.0108 |
0.0003 |
tilt_INDUSTRY |
| 2025-01-24 |
2025-01-27 |
size_MICRO |
-0.0095 |
-0.0005 |
0.0000 |
tilt_SIZE |
| 2025-01-24 |
2025-01-27 |
ind_holding_companies |
0.0000 |
0.0027 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-24 |
2025-01-27 |
impactCost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-01-24 |
2025-01-27 |
country_XH |
-0.0032 |
0.0168 |
-0.0001 |
tilt_COUNTRY |
| 2025-01-24 |
2025-01-27 |
ind_electric_utilities_ipps |
0.0092 |
0.0037 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-24 |
2025-01-27 |
ind_oil_gas |
-0.0155 |
0.0012 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-24 |
2025-01-27 |
ind_aerospace_defense |
0.0152 |
-0.0013 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-24 |
2025-01-27 |
ind_oil_gas_equipment_services |
-0.0134 |
-0.0041 |
0.0001 |
tilt_INDUSTRY |
| 2025-01-24 |
2025-01-27 |
stability |
5.0270 |
0.0004 |
0.0022 |
alpha_QUALITY |
| 2025-01-24 |
2025-01-27 |
quality |
3.5973 |
0.0006 |
0.0022 |
alpha_QUALITY |
| 2025-01-24 |
2025-01-27 |
ind_pharmaceuticals |
-0.0337 |
0.0050 |
-0.0002 |
tilt_INDUSTRY |
| 2025-01-24 |
2025-01-27 |
ind_automobile |
-0.0069 |
0.0002 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-24 |
2025-01-27 |
ind_office_equipment |
0.0155 |
-0.0030 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-24 |
2025-01-27 |
ind_biotechnology |
-0.0110 |
0.0036 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-24 |
2025-01-27 |
ind_commercial_services_supplies |
0.0295 |
-0.0008 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-24 |
2025-01-27 |
momentum |
0.4864 |
-0.0005 |
-0.0002 |
alpha_MOMENTUM |
| 2025-01-24 |
2025-01-27 |
country_HK |
0.0615 |
0.0103 |
0.0006 |
tilt_COUNTRY |
| 2025-01-24 |
2025-01-27 |
ind_containers_packaging |
-0.0179 |
0.0050 |
-0.0001 |
tilt_INDUSTRY |
| 2025-01-24 |
2025-01-27 |
ind_chemicals |
-0.0247 |
0.0048 |
-0.0001 |
tilt_INDUSTRY |
| 2025-01-24 |
2025-01-27 |
country_NZ |
-0.0185 |
-0.0120 |
0.0002 |
tilt_COUNTRY |
| 2025-01-24 |
2025-01-27 |
country_AU |
-0.0974 |
-0.0077 |
0.0007 |
tilt_COUNTRY |
| 2025-01-24 |
2025-01-27 |
ind_real_estate_operations |
-0.0320 |
0.0054 |
-0.0002 |
tilt_INDUSTRY |
| 2025-01-24 |
2025-01-27 |
bcost |
NaN |
NaN |
-0.0010 |
cost |
| 2025-01-24 |
2025-01-27 |
ind_transportation_infrastructure |
-0.0109 |
0.0012 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-24 |
2025-01-27 |
ind_machinery |
0.0698 |
-0.0068 |
-0.0005 |
tilt_INDUSTRY |
| 2025-01-24 |
2025-01-27 |
country_MY |
0.0115 |
-0.0199 |
-0.0002 |
tilt_COUNTRY |
| 2025-01-24 |
2025-01-27 |
ind_paper_forestry |
-0.0103 |
0.0106 |
-0.0001 |
tilt_INDUSTRY |
| 2025-01-24 |
2025-01-27 |
ind_construction_materials |
-0.0155 |
0.0141 |
-0.0002 |
tilt_INDUSTRY |
| 2025-01-24 |
2025-01-27 |
ind_metals_mining |
0.0178 |
0.0040 |
0.0001 |
tilt_INDUSTRY |
| 2025-01-24 |
2025-01-27 |
ind_diversified_retail |
-0.0004 |
0.0060 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-24 |
2025-01-27 |
ind_multiline_utilities |
-0.0113 |
-0.0090 |
0.0001 |
tilt_INDUSTRY |
| 2025-01-24 |
2025-01-27 |
market |
-0.0431 |
0.0123 |
-0.0005 |
risk_exposure |
| 2025-01-24 |
2025-01-27 |
ind_construction_engineering |
-0.1066 |
-0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-24 |
2025-01-27 |
country_ID |
0.0232 |
-0.0127 |
-0.0003 |
tilt_COUNTRY |
| 2025-01-24 |
2025-01-27 |
ind_investment_services |
0.1142 |
-0.0091 |
-0.0010 |
tilt_INDUSTRY |
| 2025-01-24 |
2025-01-27 |
ind_household_goods |
-0.0202 |
0.0075 |
-0.0002 |
tilt_INDUSTRY |
| 2025-01-24 |
2025-01-27 |
fmom |
1.2763 |
0.0003 |
0.0003 |
alpha_QUALITY |
| 2025-01-24 |
2025-01-27 |
size_MID |
-0.0969 |
0.0006 |
-0.0001 |
tilt_SIZE |
| 2025-01-24 |
2025-01-27 |
ind_banking_services |
0.0122 |
0.0034 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-24 |
2025-01-27 |
country_KR |
0.0000 |
-0.0028 |
0.0000 |
tilt_COUNTRY |
| 2025-01-24 |
2025-01-27 |
ind_renewable_energy |
0.0195 |
-0.0066 |
-0.0001 |
tilt_INDUSTRY |
| 2025-01-24 |
2025-01-27 |
ind_media_publishing |
0.0173 |
0.0081 |
0.0001 |
tilt_INDUSTRY |
| 2025-01-24 |
2025-01-27 |
country_TH |
-0.0980 |
-0.0127 |
0.0012 |
tilt_COUNTRY |
| 2025-01-24 |
2025-01-27 |
revision |
0.9477 |
-0.0004 |
-0.0004 |
alpha_REVISION |
| 2025-01-24 |
2025-01-27 |
country_TW |
-0.0606 |
0.0014 |
-0.0001 |
tilt_COUNTRY |
| 2025-01-24 |
2025-01-27 |
ind_hotels_entertainment |
-0.0705 |
0.0019 |
-0.0001 |
tilt_INDUSTRY |
| 2025-01-24 |
2025-01-27 |
linearCost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-01-24 |
2025-01-27 |
ind_beverages |
-0.0898 |
0.0039 |
-0.0003 |
tilt_INDUSTRY |
| 2025-01-24 |
2025-01-27 |
size_SMALL |
-0.0051 |
-0.0020 |
0.0000 |
tilt_SIZE |
| 2025-01-24 |
2025-01-27 |
ind_specialty_reatil |
0.0016 |
-0.0009 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-24 |
2025-01-27 |
ind_food_tobacco |
0.1229 |
0.0060 |
0.0007 |
tilt_INDUSTRY |
| 2025-01-24 |
2025-01-27 |
ind_uranium |
0.0000 |
0.0035 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-24 |
2025-01-27 |
ind_textiles_apparel |
-0.0568 |
0.0033 |
-0.0002 |
tilt_INDUSTRY |
| 2025-01-24 |
2025-01-27 |
ind_passenger_transportation |
0.0662 |
0.0004 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-24 |
2025-01-27 |
ind_reits |
0.0026 |
0.0000 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-24 |
2025-01-27 |
ind_computers_phones_household_electronics |
0.0008 |
-0.0057 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-24 |
2025-01-27 |
specret |
NaN |
NaN |
0.0030 |
unexplained |
| 2025-01-24 |
2025-01-27 |
ind_household_products_services |
-0.0279 |
0.0060 |
-0.0002 |
tilt_INDUSTRY |
| 2025-01-24 |
2025-01-27 |
country_JP |
-0.0652 |
0.0044 |
-0.0003 |
tilt_COUNTRY |
| 2025-01-24 |
2025-01-27 |
pdiscrepancy |
NaN |
NaN |
-0.0000 |
unexplained |
| 2025-01-24 |
2025-01-27 |
ind_homebuilding_building_products |
-0.0066 |
0.0105 |
-0.0001 |
tilt_INDUSTRY |
| 2025-01-24 |
2025-01-27 |
country_SG |
0.0085 |
-0.0106 |
-0.0001 |
tilt_COUNTRY |
| 2025-01-24 |
2025-01-27 |
country_IN |
0.0881 |
-0.0360 |
-0.0032 |
tilt_COUNTRY |
| 2025-01-24 |
2025-01-27 |
ind_food_drug_retail |
-0.0584 |
0.0001 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-24 |
2025-01-27 |
linkage |
0.9214 |
-0.0007 |
-0.0006 |
alpha_MOMENTUM |
| 2025-01-24 |
2025-01-27 |
ind_telecommunications_serices |
0.0518 |
-0.0038 |
-0.0002 |
tilt_INDUSTRY |
| 2025-01-27 |
2025-01-28 |
ind_pharmaceuticals |
-0.0315 |
-0.0006 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-27 |
2025-01-28 |
country_TH |
-0.0956 |
0.0093 |
-0.0009 |
tilt_COUNTRY |
| 2025-01-27 |
2025-01-28 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-01-27 |
2025-01-28 |
ind_holding_companies |
0.0000 |
-0.0037 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-27 |
2025-01-28 |
linearCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-01-27 |
2025-01-28 |
ind_chemicals |
-0.0179 |
-0.0024 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-27 |
2025-01-28 |
ind_containers_packaging |
-0.0178 |
-0.0014 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-27 |
2025-01-28 |
sbeta_market |
0.0090 |
0.0001 |
0.0000 |
risk_exposure |
| 2025-01-27 |
2025-01-28 |
country_NZ |
-0.0183 |
-0.0057 |
0.0001 |
tilt_COUNTRY |
| 2025-01-27 |
2025-01-28 |
size_SMALL |
-0.0073 |
-0.0005 |
0.0000 |
tilt_SIZE |
| 2025-01-27 |
2025-01-28 |
pdiscrepancy |
NaN |
NaN |
0.0000 |
unexplained |
| 2025-01-27 |
2025-01-28 |
ind_machinery |
0.0638 |
-0.0011 |
-0.0001 |
tilt_INDUSTRY |
| 2025-01-27 |
2025-01-28 |
ind_beverages |
-0.0903 |
0.0003 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-27 |
2025-01-28 |
ind_aerospace_defense |
0.0184 |
-0.0022 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-27 |
2025-01-28 |
ind_office_equipment |
0.0159 |
-0.0013 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-27 |
2025-01-28 |
stability |
5.0237 |
0.0001 |
0.0003 |
alpha_QUALITY |
| 2025-01-27 |
2025-01-28 |
country_SG |
0.0077 |
-0.0031 |
-0.0000 |
tilt_COUNTRY |
| 2025-01-27 |
2025-01-28 |
ind_specialty_reatil |
0.0080 |
0.0056 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-27 |
2025-01-28 |
ind_textiles_apparel |
-0.0572 |
0.0023 |
-0.0001 |
tilt_INDUSTRY |
| 2025-01-27 |
2025-01-28 |
country_MY |
0.0113 |
-0.0068 |
-0.0001 |
tilt_COUNTRY |
| 2025-01-27 |
2025-01-28 |
ind_construction_materials |
-0.0153 |
0.0001 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-27 |
2025-01-28 |
ind_homebuilding_building_products |
-0.0081 |
-0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-27 |
2025-01-28 |
size_LARGE |
0.0804 |
0.0003 |
0.0000 |
tilt_SIZE |
| 2025-01-27 |
2025-01-28 |
ind_insurance |
0.1021 |
-0.0004 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-27 |
2025-01-28 |
ind_renewable_energy |
0.0219 |
-0.0002 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-27 |
2025-01-28 |
specret |
NaN |
NaN |
0.0038 |
unexplained |
| 2025-01-27 |
2025-01-28 |
size_MICRO |
-0.0108 |
-0.0014 |
0.0000 |
tilt_SIZE |
| 2025-01-27 |
2025-01-28 |
ind_water_utilities |
-0.0056 |
-0.0044 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-27 |
2025-01-28 |
ind_construction_engineering |
-0.1084 |
-0.0017 |
0.0002 |
tilt_INDUSTRY |
| 2025-01-27 |
2025-01-28 |
ind_electric_utilities_ipps |
0.0128 |
-0.0040 |
-0.0001 |
tilt_INDUSTRY |
| 2025-01-27 |
2025-01-28 |
ind_software_it_services |
0.0616 |
0.0039 |
0.0002 |
tilt_INDUSTRY |
| 2025-01-27 |
2025-01-28 |
country_ID |
0.0228 |
0.0001 |
0.0000 |
tilt_COUNTRY |
| 2025-01-27 |
2025-01-28 |
ind_healthcare_providers_services |
-0.0363 |
-0.0019 |
0.0001 |
tilt_INDUSTRY |
| 2025-01-27 |
2025-01-28 |
ind_industrial_distribution |
-0.0039 |
-0.0032 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-27 |
2025-01-28 |
ind_investment_services |
0.1082 |
-0.0011 |
-0.0001 |
tilt_INDUSTRY |
| 2025-01-27 |
2025-01-28 |
value_gc |
1.1957 |
-0.0002 |
-0.0002 |
alpha_VALUE |
| 2025-01-27 |
2025-01-28 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-01-27 |
2025-01-28 |
ind_metals_mining |
0.0175 |
-0.0037 |
-0.0001 |
tilt_INDUSTRY |
| 2025-01-27 |
2025-01-28 |
size_MID |
-0.0995 |
0.0003 |
-0.0000 |
tilt_SIZE |
| 2025-01-27 |
2025-01-28 |
country_PH |
0.0008 |
-0.0035 |
-0.0000 |
tilt_COUNTRY |
| 2025-01-27 |
2025-01-28 |
country_JP |
-0.0790 |
0.0021 |
-0.0002 |
tilt_COUNTRY |
| 2025-01-27 |
2025-01-28 |
fmom |
1.2886 |
-0.0002 |
-0.0002 |
alpha_QUALITY |
| 2025-01-27 |
2025-01-28 |
reversal |
0.9141 |
-0.0010 |
-0.0009 |
alpha_REVERSAL |
| 2025-01-27 |
2025-01-28 |
country_CN |
0.1099 |
0.0008 |
0.0001 |
tilt_COUNTRY |
| 2025-01-27 |
2025-01-28 |
ind_household_products_services |
-0.0311 |
0.0023 |
-0.0001 |
tilt_INDUSTRY |
| 2025-01-27 |
2025-01-28 |
ind_banking_services |
0.0096 |
0.0029 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-27 |
2025-01-28 |
ind_reits |
0.0022 |
0.0000 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-27 |
2025-01-28 |
ind_commercial_services_supplies |
0.0284 |
0.0016 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-27 |
2025-01-28 |
quality |
3.6040 |
-0.0002 |
-0.0009 |
alpha_QUALITY |
| 2025-01-27 |
2025-01-28 |
ind_coal |
-0.0547 |
-0.0036 |
0.0002 |
tilt_INDUSTRY |
| 2025-01-27 |
2025-01-28 |
ind_passenger_transportation |
0.0662 |
0.0066 |
0.0004 |
tilt_INDUSTRY |
| 2025-01-27 |
2025-01-28 |
ind_electronic_equipment |
-0.0241 |
-0.0005 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-27 |
2025-01-28 |
ind_multiline_utilities |
-0.0109 |
-0.0116 |
0.0001 |
tilt_INDUSTRY |
| 2025-01-27 |
2025-01-28 |
ind_fintech |
0.0088 |
-0.0042 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-27 |
2025-01-28 |
ind_media_publishing |
0.0162 |
0.0044 |
0.0001 |
tilt_INDUSTRY |
| 2025-01-27 |
2025-01-28 |
ind_healthcare_equipment_supplies |
0.0015 |
-0.0007 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-27 |
2025-01-28 |
country_KR |
0.0000 |
0.0007 |
0.0000 |
tilt_COUNTRY |
| 2025-01-27 |
2025-01-28 |
ind_oil_gas |
-0.0172 |
-0.0044 |
0.0001 |
tilt_INDUSTRY |
| 2025-01-27 |
2025-01-28 |
ind_oil_gas_equipment_services |
-0.0132 |
-0.0005 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-27 |
2025-01-28 |
ind_semiconductors |
-0.0635 |
-0.0011 |
0.0001 |
tilt_INDUSTRY |
| 2025-01-27 |
2025-01-28 |
ind_food_drug_retail |
-0.0586 |
0.0055 |
-0.0003 |
tilt_INDUSTRY |
| 2025-01-27 |
2025-01-28 |
value_liq |
0.5261 |
-0.0002 |
-0.0001 |
alpha_VALUE |
| 2025-01-27 |
2025-01-28 |
ind_natural_gas_utilities |
-0.0119 |
-0.0029 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-27 |
2025-01-28 |
ind_communications_equipment |
0.0133 |
-0.0005 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-27 |
2025-01-28 |
ind_transportation_infrastructure |
-0.0126 |
0.0003 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-27 |
2025-01-28 |
ind_computers_phones_household_electronics |
0.0025 |
-0.0005 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-27 |
2025-01-28 |
country_IN |
0.0982 |
-0.0054 |
-0.0005 |
tilt_COUNTRY |
| 2025-01-27 |
2025-01-28 |
ind_real_estate_operations |
-0.0406 |
0.0045 |
-0.0002 |
tilt_INDUSTRY |
| 2025-01-27 |
2025-01-28 |
linkage |
0.9885 |
0.0000 |
0.0000 |
alpha_MOMENTUM |
| 2025-01-27 |
2025-01-28 |
country_AU |
-0.0968 |
-0.0009 |
0.0001 |
tilt_COUNTRY |
| 2025-01-27 |
2025-01-28 |
market |
-0.0372 |
-0.0005 |
0.0000 |
risk_exposure |
| 2025-01-27 |
2025-01-28 |
momentum |
0.4753 |
-0.0004 |
-0.0002 |
alpha_MOMENTUM |
| 2025-01-27 |
2025-01-28 |
neglect |
0.9220 |
-0.0004 |
-0.0003 |
alpha_VALUE |
| 2025-01-27 |
2025-01-28 |
ind_household_goods |
-0.0201 |
-0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-27 |
2025-01-28 |
ind_automobile |
-0.0109 |
-0.0016 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-27 |
2025-01-28 |
ind_diversified_retail |
-0.0007 |
0.0056 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-27 |
2025-01-28 |
ind_integrated_hardware_software |
0.0125 |
-0.0003 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-27 |
2025-01-28 |
ind_food_tobacco |
0.1274 |
0.0006 |
0.0001 |
tilt_INDUSTRY |
| 2025-01-27 |
2025-01-28 |
country_HK |
0.0688 |
-0.0042 |
-0.0003 |
tilt_COUNTRY |
| 2025-01-27 |
2025-01-28 |
sdiscrepancy |
NaN |
NaN |
0.0007 |
unexplained |
| 2025-01-27 |
2025-01-28 |
ind_leisure_products |
-0.0126 |
0.0074 |
-0.0001 |
tilt_INDUSTRY |
| 2025-01-27 |
2025-01-28 |
revision |
0.8705 |
0.0000 |
0.0000 |
alpha_REVISION |
| 2025-01-27 |
2025-01-28 |
ind_paper_forestry |
-0.0104 |
0.0001 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-27 |
2025-01-28 |
ind_uranium |
0.0000 |
-0.1270 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-27 |
2025-01-28 |
ind_biotechnology |
-0.0107 |
-0.0005 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-27 |
2025-01-28 |
ind_consumer_goods_conglomerates |
0.0243 |
-0.0122 |
-0.0003 |
tilt_INDUSTRY |
| 2025-01-27 |
2025-01-28 |
ind_telecommunications_serices |
0.0637 |
0.0021 |
0.0001 |
tilt_INDUSTRY |
| 2025-01-27 |
2025-01-28 |
ind_hotels_entertainment |
-0.0723 |
0.0102 |
-0.0007 |
tilt_INDUSTRY |
| 2025-01-27 |
2025-01-28 |
ind_freight_logistics |
0.0246 |
0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-27 |
2025-01-28 |
country_XH |
-0.0078 |
-0.0037 |
0.0000 |
tilt_COUNTRY |
| 2025-01-27 |
2025-01-28 |
country_TW |
-0.0594 |
0.0005 |
-0.0000 |
tilt_COUNTRY |
| 2025-01-27 |
2025-01-28 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-01-28 |
2025-01-29 |
momentum |
0.4714 |
0.0004 |
0.0002 |
alpha_MOMENTUM |
| 2025-01-28 |
2025-01-29 |
pdiscrepancy |
NaN |
NaN |
-0.0000 |
unexplained |
| 2025-01-28 |
2025-01-29 |
linkage |
1.0107 |
-0.0002 |
-0.0002 |
alpha_MOMENTUM |
| 2025-01-28 |
2025-01-29 |
ind_telecommunications_serices |
0.0635 |
-0.0013 |
-0.0001 |
tilt_INDUSTRY |
| 2025-01-28 |
2025-01-29 |
ind_pharmaceuticals |
-0.0287 |
-0.0008 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-28 |
2025-01-29 |
specret |
NaN |
NaN |
0.0003 |
unexplained |
| 2025-01-28 |
2025-01-29 |
ind_diversified_retail |
-0.0008 |
0.0052 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-28 |
2025-01-29 |
country_SG |
0.0074 |
-0.0021 |
-0.0000 |
tilt_COUNTRY |
| 2025-01-28 |
2025-01-29 |
ind_software_it_services |
0.0689 |
0.0011 |
0.0001 |
tilt_INDUSTRY |
| 2025-01-28 |
2025-01-29 |
value_liq |
0.5444 |
-0.0002 |
-0.0001 |
alpha_VALUE |
| 2025-01-28 |
2025-01-29 |
sdiscrepancy |
NaN |
NaN |
-0.0001 |
unexplained |
| 2025-01-28 |
2025-01-29 |
ind_semiconductors |
-0.0598 |
0.0002 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-28 |
2025-01-29 |
country_JP |
-0.0909 |
0.0014 |
-0.0001 |
tilt_COUNTRY |
| 2025-01-28 |
2025-01-29 |
ind_office_equipment |
0.0161 |
0.0029 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-28 |
2025-01-29 |
ind_healthcare_equipment_supplies |
0.0026 |
-0.0012 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-28 |
2025-01-29 |
country_CN |
0.1099 |
-0.0022 |
-0.0002 |
tilt_COUNTRY |
| 2025-01-28 |
2025-01-29 |
ind_food_drug_retail |
-0.0591 |
-0.0033 |
0.0002 |
tilt_INDUSTRY |
| 2025-01-28 |
2025-01-29 |
ind_integrated_hardware_software |
0.0125 |
0.0007 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-28 |
2025-01-29 |
ind_containers_packaging |
-0.0180 |
0.0008 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-28 |
2025-01-29 |
sbeta_market |
-0.0020 |
-0.0006 |
0.0000 |
risk_exposure |
| 2025-01-28 |
2025-01-29 |
country_IN |
0.1127 |
0.0190 |
0.0021 |
tilt_COUNTRY |
| 2025-01-28 |
2025-01-29 |
size_SMALL |
-0.0079 |
0.0003 |
-0.0000 |
tilt_SIZE |
| 2025-01-28 |
2025-01-29 |
ind_transportation_infrastructure |
-0.0133 |
-0.0006 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-28 |
2025-01-29 |
ind_investment_services |
0.1051 |
0.0009 |
0.0001 |
tilt_INDUSTRY |
| 2025-01-28 |
2025-01-29 |
ind_hotels_entertainment |
-0.0725 |
0.0006 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-28 |
2025-01-29 |
ind_freight_logistics |
0.0241 |
-0.0016 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-28 |
2025-01-29 |
country_TH |
-0.0951 |
-0.0052 |
0.0005 |
tilt_COUNTRY |
| 2025-01-28 |
2025-01-29 |
ind_consumer_goods_conglomerates |
0.0302 |
0.0053 |
0.0002 |
tilt_INDUSTRY |
| 2025-01-28 |
2025-01-29 |
ind_chemicals |
-0.0135 |
0.0008 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-28 |
2025-01-29 |
revision |
0.8818 |
0.0003 |
0.0003 |
alpha_REVISION |
| 2025-01-28 |
2025-01-29 |
ind_commercial_services_supplies |
0.0282 |
0.0013 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-28 |
2025-01-29 |
ind_beverages |
-0.0906 |
-0.0007 |
0.0001 |
tilt_INDUSTRY |
| 2025-01-28 |
2025-01-29 |
ind_electronic_equipment |
-0.0247 |
0.0007 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-28 |
2025-01-29 |
ind_coal |
-0.0546 |
-0.0007 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-28 |
2025-01-29 |
quality |
3.6693 |
-0.0001 |
-0.0004 |
alpha_QUALITY |
| 2025-01-28 |
2025-01-29 |
ind_aerospace_defense |
0.0221 |
0.0008 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-28 |
2025-01-29 |
ind_computers_phones_household_electronics |
0.0032 |
0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-28 |
2025-01-29 |
country_XH |
-0.0082 |
-0.0020 |
0.0000 |
tilt_COUNTRY |
| 2025-01-28 |
2025-01-29 |
ind_leisure_products |
-0.0129 |
-0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-28 |
2025-01-29 |
ind_insurance |
0.1043 |
0.0008 |
0.0001 |
tilt_INDUSTRY |
| 2025-01-28 |
2025-01-29 |
size_LARGE |
0.0847 |
-0.0004 |
-0.0000 |
tilt_SIZE |
| 2025-01-28 |
2025-01-29 |
ind_banking_services |
-0.0015 |
-0.0009 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-28 |
2025-01-29 |
ind_construction_engineering |
-0.1091 |
0.0003 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-28 |
2025-01-29 |
country_AU |
-0.0991 |
0.0062 |
-0.0006 |
tilt_COUNTRY |
| 2025-01-28 |
2025-01-29 |
ind_multiline_utilities |
-0.0109 |
0.0014 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-28 |
2025-01-29 |
ind_healthcare_providers_services |
-0.0367 |
-0.0009 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-28 |
2025-01-29 |
ind_real_estate_operations |
-0.0485 |
0.0012 |
-0.0001 |
tilt_INDUSTRY |
| 2025-01-28 |
2025-01-29 |
country_NZ |
-0.0183 |
0.0064 |
-0.0001 |
tilt_COUNTRY |
| 2025-01-28 |
2025-01-29 |
value_gc |
1.2321 |
0.0002 |
0.0003 |
alpha_VALUE |
| 2025-01-28 |
2025-01-29 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-01-28 |
2025-01-29 |
ind_household_goods |
-0.0201 |
-0.0009 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-28 |
2025-01-29 |
ind_metals_mining |
0.0153 |
0.0006 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-28 |
2025-01-29 |
country_PH |
0.0008 |
-0.0019 |
-0.0000 |
tilt_COUNTRY |
| 2025-01-28 |
2025-01-29 |
ind_oil_gas_equipment_services |
-0.0132 |
0.0010 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-28 |
2025-01-29 |
ind_oil_gas |
-0.0161 |
-0.0024 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-28 |
2025-01-29 |
fmom |
1.3169 |
0.0002 |
0.0002 |
alpha_QUALITY |
| 2025-01-28 |
2025-01-29 |
ind_passenger_transportation |
0.0661 |
-0.0009 |
-0.0001 |
tilt_INDUSTRY |
| 2025-01-28 |
2025-01-29 |
ind_water_utilities |
-0.0056 |
-0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-28 |
2025-01-29 |
country_ID |
0.0228 |
-0.0023 |
-0.0001 |
tilt_COUNTRY |
| 2025-01-28 |
2025-01-29 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-01-28 |
2025-01-29 |
linearCost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-01-28 |
2025-01-29 |
neglect |
0.9409 |
0.0000 |
0.0000 |
alpha_VALUE |
| 2025-01-28 |
2025-01-29 |
ind_household_products_services |
-0.0327 |
-0.0045 |
0.0001 |
tilt_INDUSTRY |
| 2025-01-28 |
2025-01-29 |
ind_food_tobacco |
0.1315 |
-0.0013 |
-0.0002 |
tilt_INDUSTRY |
| 2025-01-28 |
2025-01-29 |
ind_uranium |
0.0000 |
0.0192 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-28 |
2025-01-29 |
ind_reits |
0.0009 |
0.0000 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-28 |
2025-01-29 |
ind_textiles_apparel |
-0.0588 |
0.0006 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-28 |
2025-01-29 |
ind_machinery |
0.0568 |
0.0002 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-28 |
2025-01-29 |
ind_holding_companies |
0.0000 |
0.0012 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-28 |
2025-01-29 |
ind_automobile |
-0.0123 |
-0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-28 |
2025-01-29 |
size_MID |
-0.1032 |
-0.0001 |
0.0000 |
tilt_SIZE |
| 2025-01-28 |
2025-01-29 |
ind_electric_utilities_ipps |
0.0149 |
-0.0004 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-28 |
2025-01-29 |
reversal |
0.9558 |
0.0008 |
0.0007 |
alpha_REVERSAL |
| 2025-01-28 |
2025-01-29 |
ind_homebuilding_building_products |
-0.0077 |
-0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-28 |
2025-01-29 |
ind_media_publishing |
0.0156 |
-0.0003 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-28 |
2025-01-29 |
ind_communications_equipment |
0.0137 |
0.0004 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-28 |
2025-01-29 |
ind_renewable_energy |
0.0216 |
0.0006 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-28 |
2025-01-29 |
size_MICRO |
-0.0116 |
0.0010 |
-0.0000 |
tilt_SIZE |
| 2025-01-28 |
2025-01-29 |
ind_natural_gas_utilities |
-0.0114 |
-0.0009 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-28 |
2025-01-29 |
stability |
5.0839 |
-0.0001 |
-0.0003 |
alpha_QUALITY |
| 2025-01-28 |
2025-01-29 |
ind_fintech |
0.0088 |
0.0023 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-28 |
2025-01-29 |
ind_construction_materials |
-0.0153 |
-0.0002 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-28 |
2025-01-29 |
market |
-0.0380 |
0.0028 |
-0.0001 |
risk_exposure |
| 2025-01-28 |
2025-01-29 |
country_HK |
0.0682 |
-0.0021 |
-0.0001 |
tilt_COUNTRY |
| 2025-01-28 |
2025-01-29 |
country_KR |
0.0000 |
-0.0025 |
0.0000 |
tilt_COUNTRY |
| 2025-01-28 |
2025-01-29 |
ind_specialty_reatil |
0.0094 |
0.0006 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-28 |
2025-01-29 |
ind_paper_forestry |
-0.0104 |
-0.0010 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-28 |
2025-01-29 |
country_MY |
0.0113 |
-0.0024 |
-0.0000 |
tilt_COUNTRY |
| 2025-01-28 |
2025-01-29 |
ind_biotechnology |
-0.0110 |
0.0004 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-28 |
2025-01-29 |
ind_industrial_distribution |
-0.0039 |
-0.0016 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-28 |
2025-01-29 |
country_TW |
-0.0594 |
-0.0025 |
0.0002 |
tilt_COUNTRY |
| 2025-01-28 |
2025-01-29 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-01-29 |
2025-01-30 |
ind_industrial_distribution |
-0.0034 |
0.0049 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-29 |
2025-01-30 |
ind_food_tobacco |
0.1336 |
0.0006 |
0.0001 |
tilt_INDUSTRY |
| 2025-01-29 |
2025-01-30 |
ind_food_drug_retail |
-0.0589 |
0.0017 |
-0.0001 |
tilt_INDUSTRY |
| 2025-01-29 |
2025-01-30 |
ind_leisure_products |
-0.0115 |
0.0019 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-29 |
2025-01-30 |
ind_real_estate_operations |
-0.0511 |
-0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-29 |
2025-01-30 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-01-29 |
2025-01-30 |
value_gc |
1.2443 |
-0.0001 |
-0.0002 |
alpha_VALUE |
| 2025-01-29 |
2025-01-30 |
size_MID |
-0.1056 |
0.0003 |
-0.0000 |
tilt_SIZE |
| 2025-01-29 |
2025-01-30 |
country_ID |
0.0268 |
-0.0166 |
-0.0004 |
tilt_COUNTRY |
| 2025-01-29 |
2025-01-30 |
ind_healthcare_providers_services |
-0.0368 |
0.0024 |
-0.0001 |
tilt_INDUSTRY |
| 2025-01-29 |
2025-01-30 |
ind_computers_phones_household_electronics |
0.0037 |
-0.0004 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-29 |
2025-01-30 |
ind_electronic_equipment |
-0.0252 |
-0.0011 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-29 |
2025-01-30 |
ind_metals_mining |
0.0120 |
-0.0008 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-29 |
2025-01-30 |
ind_healthcare_equipment_supplies |
0.0034 |
-0.0009 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-29 |
2025-01-30 |
ind_natural_gas_utilities |
-0.0108 |
0.0022 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-29 |
2025-01-30 |
country_PH |
0.0012 |
-0.0078 |
-0.0000 |
tilt_COUNTRY |
| 2025-01-29 |
2025-01-30 |
momentum |
0.4785 |
0.0002 |
0.0001 |
alpha_MOMENTUM |
| 2025-01-29 |
2025-01-30 |
ind_chemicals |
-0.0057 |
-0.0006 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-29 |
2025-01-30 |
ind_beverages |
-0.0906 |
-0.0005 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-29 |
2025-01-30 |
ind_specialty_reatil |
0.0105 |
0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-29 |
2025-01-30 |
linkage |
0.9950 |
-0.0002 |
-0.0002 |
alpha_MOMENTUM |
| 2025-01-29 |
2025-01-30 |
country_TH |
-0.0945 |
-0.0030 |
0.0003 |
tilt_COUNTRY |
| 2025-01-29 |
2025-01-30 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-01-29 |
2025-01-30 |
stability |
5.1032 |
-0.0001 |
-0.0005 |
alpha_QUALITY |
| 2025-01-29 |
2025-01-30 |
neglect |
0.9560 |
0.0003 |
0.0003 |
alpha_VALUE |
| 2025-01-29 |
2025-01-30 |
ind_commercial_services_supplies |
0.0270 |
-0.0007 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-29 |
2025-01-30 |
quality |
3.6867 |
0.0002 |
0.0006 |
alpha_QUALITY |
| 2025-01-29 |
2025-01-30 |
ind_insurance |
0.1032 |
0.0007 |
0.0001 |
tilt_INDUSTRY |
| 2025-01-29 |
2025-01-30 |
ind_aerospace_defense |
0.0242 |
0.0011 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-29 |
2025-01-30 |
fmom |
1.3309 |
-0.0001 |
-0.0001 |
alpha_QUALITY |
| 2025-01-29 |
2025-01-30 |
country_AU |
-0.0988 |
0.0035 |
-0.0003 |
tilt_COUNTRY |
| 2025-01-29 |
2025-01-30 |
ind_banking_services |
-0.0126 |
0.0006 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-29 |
2025-01-30 |
reversal |
0.9858 |
0.0005 |
0.0005 |
alpha_REVERSAL |
| 2025-01-29 |
2025-01-30 |
size_LARGE |
0.0928 |
-0.0002 |
-0.0000 |
tilt_SIZE |
| 2025-01-29 |
2025-01-30 |
size_SMALL |
-0.0061 |
-0.0001 |
0.0000 |
tilt_SIZE |
| 2025-01-29 |
2025-01-30 |
linearCost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-01-29 |
2025-01-30 |
ind_holding_companies |
0.0000 |
-0.0013 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-29 |
2025-01-30 |
ind_construction_materials |
-0.0153 |
-0.0020 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-29 |
2025-01-30 |
ind_uranium |
0.0000 |
0.0237 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-29 |
2025-01-30 |
country_IN |
0.1182 |
0.0018 |
0.0002 |
tilt_COUNTRY |
| 2025-01-29 |
2025-01-30 |
ind_textiles_apparel |
-0.0592 |
-0.0014 |
0.0001 |
tilt_INDUSTRY |
| 2025-01-29 |
2025-01-30 |
country_XH |
-0.0082 |
-0.0010 |
0.0000 |
tilt_COUNTRY |
| 2025-01-29 |
2025-01-30 |
ind_coal |
-0.0547 |
0.0016 |
-0.0001 |
tilt_INDUSTRY |
| 2025-01-29 |
2025-01-30 |
revision |
0.8455 |
0.0001 |
0.0001 |
alpha_REVISION |
| 2025-01-29 |
2025-01-30 |
ind_telecommunications_serices |
0.0631 |
0.0002 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-29 |
2025-01-30 |
ind_multiline_utilities |
-0.0110 |
-0.0010 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-29 |
2025-01-30 |
ind_containers_packaging |
-0.0183 |
0.0026 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-29 |
2025-01-30 |
ind_fintech |
0.0088 |
-0.0037 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-29 |
2025-01-30 |
ind_oil_gas_equipment_services |
-0.0132 |
0.0008 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-29 |
2025-01-30 |
country_HK |
0.0682 |
-0.0009 |
-0.0001 |
tilt_COUNTRY |
| 2025-01-29 |
2025-01-30 |
ind_integrated_hardware_software |
0.0125 |
-0.0006 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-29 |
2025-01-30 |
sbeta_market |
-0.0025 |
0.0003 |
-0.0000 |
risk_exposure |
| 2025-01-29 |
2025-01-30 |
ind_automobile |
-0.0098 |
0.0009 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-29 |
2025-01-30 |
ind_machinery |
0.0549 |
-0.0006 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-29 |
2025-01-30 |
ind_hotels_entertainment |
-0.0714 |
-0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-29 |
2025-01-30 |
ind_homebuilding_building_products |
-0.0060 |
-0.0032 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-29 |
2025-01-30 |
country_CN |
0.1098 |
-0.0007 |
-0.0001 |
tilt_COUNTRY |
| 2025-01-29 |
2025-01-30 |
country_TW |
-0.0594 |
-0.0005 |
0.0000 |
tilt_COUNTRY |
| 2025-01-29 |
2025-01-30 |
ind_investment_services |
0.1015 |
-0.0013 |
-0.0001 |
tilt_INDUSTRY |
| 2025-01-29 |
2025-01-30 |
ind_passenger_transportation |
0.0658 |
0.0018 |
0.0001 |
tilt_INDUSTRY |
| 2025-01-29 |
2025-01-30 |
ind_office_equipment |
0.0162 |
0.0005 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-29 |
2025-01-30 |
sdiscrepancy |
NaN |
NaN |
-0.0003 |
unexplained |
| 2025-01-29 |
2025-01-30 |
country_SG |
0.0073 |
-0.0011 |
-0.0000 |
tilt_COUNTRY |
| 2025-01-29 |
2025-01-30 |
ind_reits |
-0.0003 |
0.0000 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-29 |
2025-01-30 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-01-29 |
2025-01-30 |
pdiscrepancy |
NaN |
NaN |
0.0000 |
unexplained |
| 2025-01-29 |
2025-01-30 |
ind_household_goods |
-0.0201 |
-0.0002 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-29 |
2025-01-30 |
ind_pharmaceuticals |
-0.0256 |
0.0002 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-29 |
2025-01-30 |
country_MY |
0.0112 |
-0.0011 |
-0.0000 |
tilt_COUNTRY |
| 2025-01-29 |
2025-01-30 |
country_KR |
0.0000 |
-0.0006 |
0.0000 |
tilt_COUNTRY |
| 2025-01-29 |
2025-01-30 |
ind_paper_forestry |
-0.0104 |
-0.0006 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-29 |
2025-01-30 |
ind_oil_gas |
-0.0149 |
0.0028 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-29 |
2025-01-30 |
country_JP |
-0.0941 |
0.0029 |
-0.0003 |
tilt_COUNTRY |
| 2025-01-29 |
2025-01-30 |
ind_household_products_services |
-0.0332 |
0.0000 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-29 |
2025-01-30 |
market |
-0.0309 |
0.0005 |
-0.0000 |
risk_exposure |
| 2025-01-29 |
2025-01-30 |
ind_diversified_retail |
-0.0008 |
0.0014 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-29 |
2025-01-30 |
ind_water_utilities |
-0.0056 |
-0.0004 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-29 |
2025-01-30 |
size_MICRO |
-0.0120 |
-0.0011 |
0.0000 |
tilt_SIZE |
| 2025-01-29 |
2025-01-30 |
ind_biotechnology |
-0.0112 |
-0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-29 |
2025-01-30 |
ind_communications_equipment |
0.0138 |
-0.0006 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-29 |
2025-01-30 |
ind_construction_engineering |
-0.1096 |
0.0001 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-29 |
2025-01-30 |
specret |
NaN |
NaN |
0.0035 |
unexplained |
| 2025-01-29 |
2025-01-30 |
value_liq |
0.5396 |
0.0001 |
0.0001 |
alpha_VALUE |
| 2025-01-29 |
2025-01-30 |
ind_transportation_infrastructure |
-0.0127 |
-0.0020 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-29 |
2025-01-30 |
ind_electric_utilities_ipps |
0.0150 |
0.0009 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-29 |
2025-01-30 |
ind_semiconductors |
-0.0589 |
-0.0002 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-29 |
2025-01-30 |
ind_renewable_energy |
0.0216 |
-0.0003 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-29 |
2025-01-30 |
ind_software_it_services |
0.0721 |
-0.0011 |
-0.0001 |
tilt_INDUSTRY |
| 2025-01-29 |
2025-01-30 |
ind_media_publishing |
0.0157 |
0.0005 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-29 |
2025-01-30 |
country_NZ |
-0.0186 |
-0.0103 |
0.0002 |
tilt_COUNTRY |
| 2025-01-29 |
2025-01-30 |
ind_freight_logistics |
0.0253 |
0.0002 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-29 |
2025-01-30 |
ind_consumer_goods_conglomerates |
0.0343 |
0.0064 |
0.0002 |
tilt_INDUSTRY |
| 2025-01-30 |
2025-01-31 |
ind_household_goods |
-0.0202 |
0.0000 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-30 |
2025-01-31 |
ind_communications_equipment |
0.0136 |
-0.0004 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-30 |
2025-01-31 |
neglect |
0.9682 |
0.0002 |
0.0002 |
alpha_VALUE |
| 2025-01-30 |
2025-01-31 |
ind_transportation_infrastructure |
-0.0119 |
0.0003 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-30 |
2025-01-31 |
country_NZ |
-0.0190 |
0.0031 |
-0.0001 |
tilt_COUNTRY |
| 2025-01-30 |
2025-01-31 |
ind_beverages |
-0.0909 |
-0.0016 |
0.0001 |
tilt_INDUSTRY |
| 2025-01-30 |
2025-01-31 |
ind_biotechnology |
-0.0114 |
0.0006 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-30 |
2025-01-31 |
ind_passenger_transportation |
0.0657 |
-0.0018 |
-0.0001 |
tilt_INDUSTRY |
| 2025-01-30 |
2025-01-31 |
ind_specialty_reatil |
0.0114 |
-0.0011 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-30 |
2025-01-31 |
ind_aerospace_defense |
0.0226 |
0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-30 |
2025-01-31 |
quality |
3.7150 |
-0.0003 |
-0.0009 |
alpha_QUALITY |
| 2025-01-30 |
2025-01-31 |
ind_freight_logistics |
0.0262 |
0.0026 |
0.0001 |
tilt_INDUSTRY |
| 2025-01-30 |
2025-01-31 |
ind_holding_companies |
0.0000 |
0.0053 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-30 |
2025-01-31 |
country_XH |
-0.0082 |
-0.0019 |
0.0000 |
tilt_COUNTRY |
| 2025-01-30 |
2025-01-31 |
ind_multiline_utilities |
-0.0108 |
-0.0006 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-30 |
2025-01-31 |
ind_oil_gas_equipment_services |
-0.0132 |
0.0012 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-30 |
2025-01-31 |
country_AU |
-0.0986 |
0.0041 |
-0.0004 |
tilt_COUNTRY |
| 2025-01-30 |
2025-01-31 |
size_SMALL |
-0.0054 |
-0.0002 |
0.0000 |
tilt_SIZE |
| 2025-01-30 |
2025-01-31 |
ind_leisure_products |
-0.0099 |
-0.0054 |
0.0001 |
tilt_INDUSTRY |
| 2025-01-30 |
2025-01-31 |
ind_media_publishing |
0.0158 |
-0.0026 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-30 |
2025-01-31 |
ind_electronic_equipment |
-0.0202 |
-0.0008 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-30 |
2025-01-31 |
ind_hotels_entertainment |
-0.0709 |
-0.0011 |
0.0001 |
tilt_INDUSTRY |
| 2025-01-30 |
2025-01-31 |
country_TW |
-0.0594 |
-0.0005 |
0.0000 |
tilt_COUNTRY |
| 2025-01-30 |
2025-01-31 |
ind_consumer_goods_conglomerates |
0.0341 |
0.0080 |
0.0003 |
tilt_INDUSTRY |
| 2025-01-30 |
2025-01-31 |
ind_automobile |
-0.0109 |
0.0011 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-30 |
2025-01-31 |
ind_textiles_apparel |
-0.0573 |
-0.0005 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-30 |
2025-01-31 |
ind_computers_phones_household_electronics |
0.0019 |
-0.0007 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-30 |
2025-01-31 |
ind_real_estate_operations |
-0.0517 |
-0.0013 |
0.0001 |
tilt_INDUSTRY |
| 2025-01-30 |
2025-01-31 |
revision |
0.8251 |
0.0003 |
0.0002 |
alpha_REVISION |
| 2025-01-30 |
2025-01-31 |
ind_investment_services |
0.0990 |
0.0012 |
0.0001 |
tilt_INDUSTRY |
| 2025-01-30 |
2025-01-31 |
ind_construction_materials |
-0.0152 |
-0.0027 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-30 |
2025-01-31 |
ind_semiconductors |
-0.0607 |
-0.0011 |
0.0001 |
tilt_INDUSTRY |
| 2025-01-30 |
2025-01-31 |
ind_software_it_services |
0.0675 |
-0.0009 |
-0.0001 |
tilt_INDUSTRY |
| 2025-01-30 |
2025-01-31 |
specret |
NaN |
NaN |
0.0006 |
unexplained |
| 2025-01-30 |
2025-01-31 |
ind_household_products_services |
-0.0347 |
-0.0011 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-30 |
2025-01-31 |
ind_diversified_retail |
-0.0008 |
-0.0027 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-30 |
2025-01-31 |
ind_water_utilities |
-0.0056 |
0.0009 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-30 |
2025-01-31 |
value_liq |
0.5085 |
-0.0001 |
-0.0000 |
alpha_VALUE |
| 2025-01-30 |
2025-01-31 |
ind_construction_engineering |
-0.1103 |
0.0023 |
-0.0003 |
tilt_INDUSTRY |
| 2025-01-30 |
2025-01-31 |
size_MICRO |
-0.0126 |
-0.0022 |
0.0000 |
tilt_SIZE |
| 2025-01-30 |
2025-01-31 |
ind_fintech |
0.0088 |
0.0031 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-30 |
2025-01-31 |
ind_industrial_distribution |
-0.0031 |
-0.0019 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-30 |
2025-01-31 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-01-30 |
2025-01-31 |
ind_chemicals |
0.0009 |
-0.0011 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-30 |
2025-01-31 |
ind_healthcare_providers_services |
-0.0367 |
-0.0024 |
0.0001 |
tilt_INDUSTRY |
| 2025-01-30 |
2025-01-31 |
country_ID |
0.0401 |
0.0035 |
0.0001 |
tilt_COUNTRY |
| 2025-01-30 |
2025-01-31 |
ind_electric_utilities_ipps |
0.0136 |
0.0004 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-30 |
2025-01-31 |
ind_renewable_energy |
0.0216 |
-0.0003 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-30 |
2025-01-31 |
country_JP |
-0.0975 |
-0.0018 |
0.0002 |
tilt_COUNTRY |
| 2025-01-30 |
2025-01-31 |
ind_containers_packaging |
-0.0180 |
-0.0024 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-30 |
2025-01-31 |
ind_paper_forestry |
-0.0104 |
0.0022 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-30 |
2025-01-31 |
country_MY |
0.0112 |
0.0039 |
0.0000 |
tilt_COUNTRY |
| 2025-01-30 |
2025-01-31 |
ind_pharmaceuticals |
-0.0228 |
-0.0010 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-30 |
2025-01-31 |
country_KR |
0.0000 |
-0.0011 |
0.0000 |
tilt_COUNTRY |
| 2025-01-30 |
2025-01-31 |
pdiscrepancy |
NaN |
NaN |
-0.0000 |
unexplained |
| 2025-01-30 |
2025-01-31 |
country_HK |
0.0682 |
-0.0011 |
-0.0001 |
tilt_COUNTRY |
| 2025-01-30 |
2025-01-31 |
ind_reits |
-0.0007 |
0.0000 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-30 |
2025-01-31 |
ind_homebuilding_building_products |
-0.0056 |
0.0018 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-30 |
2025-01-31 |
ind_office_equipment |
0.0161 |
-0.0025 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-30 |
2025-01-31 |
sdiscrepancy |
NaN |
NaN |
-0.0000 |
unexplained |
| 2025-01-30 |
2025-01-31 |
country_CN |
0.1098 |
-0.0017 |
-0.0002 |
tilt_COUNTRY |
| 2025-01-30 |
2025-01-31 |
country_SG |
0.0076 |
0.0136 |
0.0001 |
tilt_COUNTRY |
| 2025-01-30 |
2025-01-31 |
ind_integrated_hardware_software |
0.0125 |
-0.0005 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-30 |
2025-01-31 |
ind_machinery |
0.0723 |
0.0005 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-30 |
2025-01-31 |
sbeta_market |
0.0019 |
0.0010 |
0.0000 |
risk_exposure |
| 2025-01-30 |
2025-01-31 |
ind_telecommunications_serices |
0.0593 |
0.0017 |
0.0001 |
tilt_INDUSTRY |
| 2025-01-30 |
2025-01-31 |
ind_healthcare_equipment_supplies |
0.0031 |
-0.0014 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-30 |
2025-01-31 |
ind_food_drug_retail |
-0.0591 |
0.0012 |
-0.0001 |
tilt_INDUSTRY |
| 2025-01-30 |
2025-01-31 |
value_gc |
1.2255 |
0.0002 |
0.0002 |
alpha_VALUE |
| 2025-01-30 |
2025-01-31 |
momentum |
0.4820 |
0.0004 |
0.0002 |
alpha_MOMENTUM |
| 2025-01-30 |
2025-01-31 |
linkage |
0.9836 |
-0.0001 |
-0.0001 |
alpha_MOMENTUM |
| 2025-01-30 |
2025-01-31 |
fmom |
1.3511 |
0.0001 |
0.0001 |
alpha_QUALITY |
| 2025-01-30 |
2025-01-31 |
country_TH |
-0.0942 |
-0.0181 |
0.0017 |
tilt_COUNTRY |
| 2025-01-30 |
2025-01-31 |
stability |
5.0918 |
0.0002 |
0.0009 |
alpha_QUALITY |
| 2025-01-30 |
2025-01-31 |
ind_commercial_services_supplies |
0.0233 |
-0.0020 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-30 |
2025-01-31 |
market |
-0.0250 |
0.0003 |
-0.0000 |
risk_exposure |
| 2025-01-30 |
2025-01-31 |
ind_insurance |
0.0996 |
0.0018 |
0.0002 |
tilt_INDUSTRY |
| 2025-01-30 |
2025-01-31 |
reversal |
0.8595 |
0.0012 |
0.0010 |
alpha_REVERSAL |
| 2025-01-30 |
2025-01-31 |
ind_banking_services |
-0.0113 |
0.0018 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-30 |
2025-01-31 |
ind_oil_gas |
-0.0120 |
0.0001 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-30 |
2025-01-31 |
ind_natural_gas_utilities |
-0.0108 |
-0.0009 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-30 |
2025-01-31 |
ind_coal |
-0.0548 |
0.0020 |
-0.0001 |
tilt_INDUSTRY |
| 2025-01-30 |
2025-01-31 |
linearCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-01-30 |
2025-01-31 |
country_IN |
0.1134 |
0.0158 |
0.0018 |
tilt_COUNTRY |
| 2025-01-30 |
2025-01-31 |
size_LARGE |
0.1004 |
-0.0005 |
-0.0001 |
tilt_SIZE |
| 2025-01-30 |
2025-01-31 |
size_MID |
-0.1074 |
0.0006 |
-0.0001 |
tilt_SIZE |
| 2025-01-30 |
2025-01-31 |
ind_food_tobacco |
0.1335 |
-0.0009 |
-0.0001 |
tilt_INDUSTRY |
| 2025-01-30 |
2025-01-31 |
ind_metals_mining |
0.0042 |
0.0007 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-30 |
2025-01-31 |
ind_uranium |
0.0000 |
0.0349 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-30 |
2025-01-31 |
bcost |
NaN |
NaN |
-0.0004 |
cost |
| 2025-01-30 |
2025-01-31 |
country_PH |
0.0015 |
-0.0277 |
-0.0000 |
tilt_COUNTRY |
| 2025-01-30 |
2025-01-31 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-01-31 |
2025-02-03 |
country_AU |
-0.0985 |
-0.0143 |
0.0014 |
tilt_COUNTRY |
| 2025-01-31 |
2025-02-03 |
ind_transportation_infrastructure |
-0.0117 |
-0.0013 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-31 |
2025-02-03 |
momentum |
0.4284 |
0.0002 |
0.0001 |
alpha_MOMENTUM |
| 2025-01-31 |
2025-02-03 |
neglect |
0.9828 |
0.0001 |
0.0001 |
alpha_VALUE |
| 2025-01-31 |
2025-02-03 |
linkage |
0.9711 |
0.0005 |
0.0005 |
alpha_MOMENTUM |
| 2025-01-31 |
2025-02-03 |
ind_food_tobacco |
0.1318 |
0.0052 |
0.0007 |
tilt_INDUSTRY |
| 2025-01-31 |
2025-02-03 |
ind_real_estate_operations |
-0.0507 |
0.0049 |
-0.0002 |
tilt_INDUSTRY |
| 2025-01-31 |
2025-02-03 |
ind_coal |
-0.0552 |
-0.0012 |
0.0001 |
tilt_INDUSTRY |
| 2025-01-31 |
2025-02-03 |
country_NZ |
-0.0193 |
-0.0006 |
0.0000 |
tilt_COUNTRY |
| 2025-01-31 |
2025-02-03 |
ind_food_drug_retail |
-0.0468 |
0.0052 |
-0.0002 |
tilt_INDUSTRY |
| 2025-01-31 |
2025-02-03 |
sdiscrepancy |
NaN |
NaN |
0.0005 |
unexplained |
| 2025-01-31 |
2025-02-03 |
market |
-0.0150 |
-0.0036 |
0.0001 |
risk_exposure |
| 2025-01-31 |
2025-02-03 |
ind_diversified_retail |
-0.0007 |
0.0058 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-31 |
2025-02-03 |
ind_integrated_hardware_software |
0.0125 |
0.0013 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-31 |
2025-02-03 |
value_liq |
0.5029 |
0.0002 |
0.0001 |
alpha_VALUE |
| 2025-01-31 |
2025-02-03 |
country_HK |
0.0638 |
0.0070 |
0.0004 |
tilt_COUNTRY |
| 2025-01-31 |
2025-02-03 |
ind_natural_gas_utilities |
-0.0131 |
-0.0036 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-31 |
2025-02-03 |
ind_fintech |
0.0088 |
0.0044 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-31 |
2025-02-03 |
ind_multiline_utilities |
-0.0106 |
-0.0039 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-31 |
2025-02-03 |
ind_communications_equipment |
0.0150 |
0.0011 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-31 |
2025-02-03 |
ind_telecommunications_serices |
0.0596 |
0.0100 |
0.0006 |
tilt_INDUSTRY |
| 2025-01-31 |
2025-02-03 |
ind_healthcare_equipment_supplies |
0.0025 |
-0.0007 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-31 |
2025-02-03 |
ind_semiconductors |
-0.0625 |
-0.0057 |
0.0004 |
tilt_INDUSTRY |
| 2025-01-31 |
2025-02-03 |
country_IN |
0.1073 |
-0.0123 |
-0.0013 |
tilt_COUNTRY |
| 2025-01-31 |
2025-02-03 |
country_TW |
-0.0568 |
-0.0086 |
0.0005 |
tilt_COUNTRY |
| 2025-01-31 |
2025-02-03 |
country_MY |
0.0111 |
0.0012 |
0.0000 |
tilt_COUNTRY |
| 2025-01-31 |
2025-02-03 |
linearCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-01-31 |
2025-02-03 |
impactCost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-01-31 |
2025-02-03 |
country_PH |
0.0015 |
-0.0029 |
-0.0000 |
tilt_COUNTRY |
| 2025-01-31 |
2025-02-03 |
ind_healthcare_providers_services |
-0.0360 |
0.0042 |
-0.0002 |
tilt_INDUSTRY |
| 2025-01-31 |
2025-02-03 |
country_ID |
0.0486 |
-0.0114 |
-0.0006 |
tilt_COUNTRY |
| 2025-01-31 |
2025-02-03 |
ind_renewable_energy |
0.0211 |
-0.0007 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-31 |
2025-02-03 |
value_gc |
1.1828 |
-0.0009 |
-0.0011 |
alpha_VALUE |
| 2025-01-31 |
2025-02-03 |
size_MID |
-0.1014 |
-0.0005 |
0.0000 |
tilt_SIZE |
| 2025-01-31 |
2025-02-03 |
country_KR |
0.0000 |
-0.0237 |
0.0000 |
tilt_COUNTRY |
| 2025-01-31 |
2025-02-03 |
ind_metals_mining |
-0.0062 |
-0.0014 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-31 |
2025-02-03 |
fcost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-01-31 |
2025-02-03 |
ind_oil_gas |
-0.0114 |
0.0002 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-31 |
2025-02-03 |
size_LARGE |
0.1098 |
-0.0002 |
-0.0000 |
tilt_SIZE |
| 2025-01-31 |
2025-02-03 |
ind_banking_services |
-0.0186 |
-0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-31 |
2025-02-03 |
stability |
5.0443 |
0.0001 |
0.0008 |
alpha_QUALITY |
| 2025-01-31 |
2025-02-03 |
ind_insurance |
0.0944 |
-0.0001 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-31 |
2025-02-03 |
ind_commercial_services_supplies |
0.0197 |
-0.0008 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-31 |
2025-02-03 |
ind_uranium |
0.0000 |
0.0101 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-31 |
2025-02-03 |
country_TH |
-0.0873 |
-0.0039 |
0.0003 |
tilt_COUNTRY |
| 2025-01-31 |
2025-02-03 |
ind_industrial_distribution |
-0.0028 |
0.0061 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-31 |
2025-02-03 |
ind_construction_engineering |
-0.1085 |
0.0002 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-31 |
2025-02-03 |
pdiscrepancy |
NaN |
NaN |
-0.0000 |
unexplained |
| 2025-01-31 |
2025-02-03 |
ind_pharmaceuticals |
-0.0255 |
-0.0015 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-31 |
2025-02-03 |
ind_reits |
-0.0007 |
0.0000 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-31 |
2025-02-03 |
ind_homebuilding_building_products |
-0.0046 |
0.0020 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-31 |
2025-02-03 |
ind_office_equipment |
0.0152 |
-0.0022 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-31 |
2025-02-03 |
country_CN |
0.1098 |
0.0129 |
0.0014 |
tilt_COUNTRY |
| 2025-01-31 |
2025-02-03 |
country_SG |
0.0005 |
0.0000 |
0.0000 |
tilt_COUNTRY |
| 2025-01-31 |
2025-02-03 |
size_MICRO |
-0.0124 |
-0.0038 |
0.0000 |
tilt_SIZE |
| 2025-01-31 |
2025-02-03 |
sbeta_market |
0.0016 |
-0.0061 |
-0.0000 |
risk_exposure |
| 2025-01-31 |
2025-02-03 |
ind_machinery |
0.0950 |
-0.0048 |
-0.0005 |
tilt_INDUSTRY |
| 2025-01-31 |
2025-02-03 |
country_JP |
-0.0852 |
-0.0163 |
0.0014 |
tilt_COUNTRY |
| 2025-01-31 |
2025-02-03 |
ind_electric_utilities_ipps |
0.0185 |
-0.0058 |
-0.0001 |
tilt_INDUSTRY |
| 2025-01-31 |
2025-02-03 |
ind_software_it_services |
0.0677 |
0.0083 |
0.0006 |
tilt_INDUSTRY |
| 2025-01-31 |
2025-02-03 |
specret |
NaN |
NaN |
0.0009 |
unexplained |
| 2025-01-31 |
2025-02-03 |
ind_household_products_services |
-0.0355 |
0.0012 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-31 |
2025-02-03 |
ind_water_utilities |
-0.0056 |
-0.0049 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-31 |
2025-02-03 |
ind_containers_packaging |
-0.0174 |
-0.0077 |
0.0001 |
tilt_INDUSTRY |
| 2025-01-31 |
2025-02-03 |
fmom |
1.3275 |
0.0001 |
0.0001 |
alpha_QUALITY |
| 2025-01-31 |
2025-02-03 |
ind_paper_forestry |
-0.0103 |
-0.0011 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-31 |
2025-02-03 |
ind_textiles_apparel |
-0.0520 |
0.0044 |
-0.0002 |
tilt_INDUSTRY |
| 2025-01-31 |
2025-02-03 |
ind_computers_phones_household_electronics |
-0.0002 |
-0.0014 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-31 |
2025-02-03 |
ind_biotechnology |
-0.0107 |
0.0016 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-31 |
2025-02-03 |
ind_electronic_equipment |
-0.0144 |
-0.0010 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-31 |
2025-02-03 |
revision |
0.8247 |
0.0019 |
0.0016 |
alpha_REVISION |
| 2025-01-31 |
2025-02-03 |
country_XH |
-0.0106 |
0.0048 |
-0.0001 |
tilt_COUNTRY |
| 2025-01-31 |
2025-02-03 |
ind_media_publishing |
0.0159 |
0.0053 |
0.0001 |
tilt_INDUSTRY |
| 2025-01-31 |
2025-02-03 |
ind_holding_companies |
0.0000 |
-0.0018 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-31 |
2025-02-03 |
ind_consumer_goods_conglomerates |
0.0303 |
0.0019 |
0.0001 |
tilt_INDUSTRY |
| 2025-01-31 |
2025-02-03 |
ind_freight_logistics |
0.0254 |
-0.0036 |
-0.0001 |
tilt_INDUSTRY |
| 2025-01-31 |
2025-02-03 |
size_SMALL |
-0.0110 |
0.0009 |
-0.0000 |
tilt_SIZE |
| 2025-01-31 |
2025-02-03 |
ind_leisure_products |
-0.0081 |
0.0020 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-31 |
2025-02-03 |
ind_oil_gas_equipment_services |
-0.0132 |
-0.0013 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-31 |
2025-02-03 |
quality |
3.6906 |
-0.0003 |
-0.0011 |
alpha_QUALITY |
| 2025-01-31 |
2025-02-03 |
ind_aerospace_defense |
0.0166 |
-0.0043 |
-0.0001 |
tilt_INDUSTRY |
| 2025-01-31 |
2025-02-03 |
ind_household_goods |
-0.0201 |
-0.0031 |
0.0001 |
tilt_INDUSTRY |
| 2025-01-31 |
2025-02-03 |
ind_construction_materials |
-0.0148 |
0.0005 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-31 |
2025-02-03 |
ind_beverages |
-0.0892 |
0.0046 |
-0.0004 |
tilt_INDUSTRY |
| 2025-01-31 |
2025-02-03 |
ind_chemicals |
0.0049 |
-0.0023 |
-0.0000 |
tilt_INDUSTRY |
| 2025-01-31 |
2025-02-03 |
ind_passenger_transportation |
0.0654 |
0.0033 |
0.0002 |
tilt_INDUSTRY |
| 2025-01-31 |
2025-02-03 |
ind_investment_services |
0.0941 |
0.0004 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-31 |
2025-02-03 |
ind_specialty_reatil |
0.0121 |
0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-01-31 |
2025-02-03 |
bcost |
NaN |
NaN |
-0.0011 |
cost |
| 2025-01-31 |
2025-02-03 |
ind_automobile |
-0.0135 |
-0.0037 |
0.0001 |
tilt_INDUSTRY |
| 2025-01-31 |
2025-02-03 |
ind_hotels_entertainment |
-0.0709 |
0.0092 |
-0.0006 |
tilt_INDUSTRY |
| 2025-01-31 |
2025-02-03 |
reversal |
0.8785 |
-0.0004 |
-0.0004 |
alpha_REVERSAL |
| 2025-02-03 |
2025-02-04 |
sbeta_market |
-0.0052 |
0.0051 |
-0.0000 |
risk_exposure |
| 2025-02-03 |
2025-02-04 |
country_SG |
-0.0121 |
-0.0036 |
0.0000 |
tilt_COUNTRY |
| 2025-02-03 |
2025-02-04 |
revision |
0.8070 |
0.0002 |
0.0002 |
alpha_REVISION |
| 2025-02-03 |
2025-02-04 |
ind_pharmaceuticals |
-0.0266 |
0.0013 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-03 |
2025-02-04 |
ind_electric_utilities_ipps |
0.0244 |
-0.0009 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-03 |
2025-02-04 |
ind_semiconductors |
-0.0693 |
0.0018 |
-0.0001 |
tilt_INDUSTRY |
| 2025-02-03 |
2025-02-04 |
pdiscrepancy |
NaN |
NaN |
-0.0000 |
unexplained |
| 2025-02-03 |
2025-02-04 |
ind_freight_logistics |
0.0213 |
0.0010 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-03 |
2025-02-04 |
ind_oil_gas_equipment_services |
-0.0131 |
-0.0007 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-03 |
2025-02-04 |
ind_containers_packaging |
-0.0171 |
-0.0027 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-03 |
2025-02-04 |
country_TH |
-0.0846 |
-0.0015 |
0.0001 |
tilt_COUNTRY |
| 2025-02-03 |
2025-02-04 |
ind_real_estate_operations |
-0.0502 |
-0.0027 |
0.0001 |
tilt_INDUSTRY |
| 2025-02-03 |
2025-02-04 |
fmom |
1.3223 |
0.0002 |
0.0003 |
alpha_QUALITY |
| 2025-02-03 |
2025-02-04 |
neglect |
0.9945 |
-0.0001 |
-0.0001 |
alpha_VALUE |
| 2025-02-03 |
2025-02-04 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-02-03 |
2025-02-04 |
reversal |
0.8800 |
0.0012 |
0.0010 |
alpha_REVERSAL |
| 2025-02-03 |
2025-02-04 |
ind_uranium |
0.0000 |
-0.0080 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-03 |
2025-02-04 |
ind_fintech |
0.0088 |
0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-03 |
2025-02-04 |
ind_reits |
-0.0007 |
0.0000 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-03 |
2025-02-04 |
ind_renewable_energy |
0.0205 |
0.0006 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-03 |
2025-02-04 |
quality |
3.6461 |
0.0001 |
0.0003 |
alpha_QUALITY |
| 2025-02-03 |
2025-02-04 |
ind_food_tobacco |
0.1294 |
-0.0034 |
-0.0004 |
tilt_INDUSTRY |
| 2025-02-03 |
2025-02-04 |
country_TW |
-0.0600 |
-0.0083 |
0.0005 |
tilt_COUNTRY |
| 2025-02-03 |
2025-02-04 |
country_PH |
0.0016 |
0.0351 |
0.0001 |
tilt_COUNTRY |
| 2025-02-03 |
2025-02-04 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-02-03 |
2025-02-04 |
ind_food_drug_retail |
-0.0350 |
-0.0060 |
0.0002 |
tilt_INDUSTRY |
| 2025-02-03 |
2025-02-04 |
ind_diversified_retail |
-0.0007 |
-0.0012 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-03 |
2025-02-04 |
ind_coal |
-0.0560 |
0.0011 |
-0.0001 |
tilt_INDUSTRY |
| 2025-02-03 |
2025-02-04 |
country_XH |
-0.0119 |
0.0156 |
-0.0002 |
tilt_COUNTRY |
| 2025-02-03 |
2025-02-04 |
ind_electronic_equipment |
-0.0133 |
0.0001 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-03 |
2025-02-04 |
ind_paper_forestry |
-0.0103 |
-0.0014 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-03 |
2025-02-04 |
ind_passenger_transportation |
0.0654 |
-0.0049 |
-0.0003 |
tilt_INDUSTRY |
| 2025-02-03 |
2025-02-04 |
ind_integrated_hardware_software |
0.0125 |
-0.0018 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-03 |
2025-02-04 |
ind_office_equipment |
0.0142 |
-0.0045 |
-0.0001 |
tilt_INDUSTRY |
| 2025-02-03 |
2025-02-04 |
ind_oil_gas |
-0.0169 |
-0.0052 |
0.0001 |
tilt_INDUSTRY |
| 2025-02-03 |
2025-02-04 |
ind_media_publishing |
0.0155 |
0.0000 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-03 |
2025-02-04 |
ind_household_goods |
-0.0200 |
0.0024 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-03 |
2025-02-04 |
ind_leisure_products |
-0.0089 |
0.0014 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-03 |
2025-02-04 |
country_KR |
0.0000 |
0.0119 |
0.0000 |
tilt_COUNTRY |
| 2025-02-03 |
2025-02-04 |
ind_construction_engineering |
-0.1043 |
-0.0018 |
0.0002 |
tilt_INDUSTRY |
| 2025-02-03 |
2025-02-04 |
country_NZ |
-0.0194 |
0.0080 |
-0.0002 |
tilt_COUNTRY |
| 2025-02-03 |
2025-02-04 |
ind_natural_gas_utilities |
-0.0168 |
-0.0018 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-03 |
2025-02-04 |
ind_software_it_services |
0.0724 |
0.0022 |
0.0002 |
tilt_INDUSTRY |
| 2025-02-03 |
2025-02-04 |
ind_banking_services |
-0.0265 |
0.0021 |
-0.0001 |
tilt_INDUSTRY |
| 2025-02-03 |
2025-02-04 |
size_MID |
-0.1062 |
-0.0010 |
0.0001 |
tilt_SIZE |
| 2025-02-03 |
2025-02-04 |
country_CN |
0.1098 |
-0.0058 |
-0.0006 |
tilt_COUNTRY |
| 2025-02-03 |
2025-02-04 |
ind_transportation_infrastructure |
-0.0123 |
0.0011 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-03 |
2025-02-04 |
country_HK |
0.0566 |
0.0042 |
0.0002 |
tilt_COUNTRY |
| 2025-02-03 |
2025-02-04 |
ind_beverages |
-0.0886 |
-0.0030 |
0.0003 |
tilt_INDUSTRY |
| 2025-02-03 |
2025-02-04 |
ind_water_utilities |
-0.0056 |
0.0011 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-03 |
2025-02-04 |
momentum |
0.4041 |
-0.0002 |
-0.0001 |
alpha_MOMENTUM |
| 2025-02-03 |
2025-02-04 |
value_gc |
1.2145 |
0.0002 |
0.0003 |
alpha_VALUE |
| 2025-02-03 |
2025-02-04 |
ind_metals_mining |
-0.0131 |
0.0032 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-03 |
2025-02-04 |
ind_consumer_goods_conglomerates |
0.0249 |
-0.0072 |
-0.0002 |
tilt_INDUSTRY |
| 2025-02-03 |
2025-02-04 |
ind_chemicals |
0.0095 |
-0.0007 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-03 |
2025-02-04 |
ind_commercial_services_supplies |
0.0184 |
-0.0019 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-03 |
2025-02-04 |
linearCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-02-03 |
2025-02-04 |
ind_household_products_services |
-0.0340 |
-0.0053 |
0.0002 |
tilt_INDUSTRY |
| 2025-02-03 |
2025-02-04 |
ind_homebuilding_building_products |
-0.0048 |
-0.0055 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-03 |
2025-02-04 |
size_LARGE |
0.1155 |
0.0032 |
0.0004 |
tilt_SIZE |
| 2025-02-03 |
2025-02-04 |
ind_specialty_reatil |
0.0129 |
-0.0018 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-03 |
2025-02-04 |
bcost |
NaN |
NaN |
-0.0004 |
cost |
| 2025-02-03 |
2025-02-04 |
specret |
NaN |
NaN |
-0.0052 |
unexplained |
| 2025-02-03 |
2025-02-04 |
ind_insurance |
0.0934 |
-0.0016 |
-0.0001 |
tilt_INDUSTRY |
| 2025-02-03 |
2025-02-04 |
market |
-0.0130 |
-0.0014 |
0.0000 |
risk_exposure |
| 2025-02-03 |
2025-02-04 |
country_ID |
0.0474 |
0.0052 |
0.0002 |
tilt_COUNTRY |
| 2025-02-03 |
2025-02-04 |
ind_healthcare_providers_services |
-0.0352 |
-0.0048 |
0.0002 |
tilt_INDUSTRY |
| 2025-02-03 |
2025-02-04 |
ind_textiles_apparel |
-0.0487 |
0.0019 |
-0.0001 |
tilt_INDUSTRY |
| 2025-02-03 |
2025-02-04 |
country_JP |
-0.0617 |
0.0015 |
-0.0001 |
tilt_COUNTRY |
| 2025-02-03 |
2025-02-04 |
size_SMALL |
-0.0120 |
-0.0013 |
0.0000 |
tilt_SIZE |
| 2025-02-03 |
2025-02-04 |
ind_aerospace_defense |
0.0132 |
0.0025 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-03 |
2025-02-04 |
ind_biotechnology |
-0.0099 |
0.0024 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-03 |
2025-02-04 |
country_IN |
0.1087 |
0.0132 |
0.0014 |
tilt_COUNTRY |
| 2025-02-03 |
2025-02-04 |
ind_multiline_utilities |
-0.0107 |
-0.0064 |
0.0001 |
tilt_INDUSTRY |
| 2025-02-03 |
2025-02-04 |
ind_communications_equipment |
0.0172 |
-0.0010 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-03 |
2025-02-04 |
ind_holding_companies |
0.0000 |
-0.0045 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-03 |
2025-02-04 |
stability |
5.0349 |
0.0000 |
0.0002 |
alpha_QUALITY |
| 2025-02-03 |
2025-02-04 |
linkage |
0.9866 |
-0.0000 |
-0.0000 |
alpha_MOMENTUM |
| 2025-02-03 |
2025-02-04 |
value_liq |
0.5354 |
-0.0007 |
-0.0003 |
alpha_VALUE |
| 2025-02-03 |
2025-02-04 |
ind_telecommunications_serices |
0.0649 |
-0.0001 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-03 |
2025-02-04 |
ind_healthcare_equipment_supplies |
0.0028 |
-0.0019 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-03 |
2025-02-04 |
ind_construction_materials |
-0.0143 |
0.0017 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-03 |
2025-02-04 |
ind_automobile |
-0.0158 |
0.0021 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-03 |
2025-02-04 |
ind_industrial_distribution |
-0.0019 |
-0.0049 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-03 |
2025-02-04 |
ind_investment_services |
0.0894 |
0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-03 |
2025-02-04 |
ind_hotels_entertainment |
-0.0723 |
-0.0032 |
0.0002 |
tilt_INDUSTRY |
| 2025-02-03 |
2025-02-04 |
ind_computers_phones_household_electronics |
0.0011 |
0.0006 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-03 |
2025-02-04 |
sdiscrepancy |
NaN |
NaN |
-0.0000 |
unexplained |
| 2025-02-03 |
2025-02-04 |
size_MICRO |
-0.0104 |
0.0005 |
-0.0000 |
tilt_SIZE |
| 2025-02-03 |
2025-02-04 |
country_MY |
0.0111 |
0.0067 |
0.0001 |
tilt_COUNTRY |
| 2025-02-03 |
2025-02-04 |
country_AU |
-0.0986 |
-0.0007 |
0.0001 |
tilt_COUNTRY |
| 2025-02-03 |
2025-02-04 |
ind_machinery |
0.1078 |
0.0006 |
0.0001 |
tilt_INDUSTRY |
| 2025-02-04 |
2025-02-05 |
ind_industrial_distribution |
-0.0018 |
0.0002 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-04 |
2025-02-05 |
linearCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-02-04 |
2025-02-05 |
country_PH |
0.0016 |
0.0489 |
0.0001 |
tilt_COUNTRY |
| 2025-02-04 |
2025-02-05 |
ind_healthcare_providers_services |
-0.0336 |
0.0068 |
-0.0002 |
tilt_INDUSTRY |
| 2025-02-04 |
2025-02-05 |
ind_chemicals |
0.0111 |
-0.0056 |
-0.0001 |
tilt_INDUSTRY |
| 2025-02-04 |
2025-02-05 |
size_LARGE |
0.1162 |
-0.0039 |
-0.0005 |
tilt_SIZE |
| 2025-02-04 |
2025-02-05 |
ind_construction_materials |
-0.0137 |
-0.0100 |
0.0001 |
tilt_INDUSTRY |
| 2025-02-04 |
2025-02-05 |
sbeta_market |
-0.0098 |
0.0161 |
-0.0002 |
risk_exposure |
| 2025-02-04 |
2025-02-05 |
stability |
5.0590 |
-0.0007 |
-0.0037 |
alpha_QUALITY |
| 2025-02-04 |
2025-02-05 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-02-04 |
2025-02-05 |
ind_commercial_services_supplies |
0.0196 |
0.0030 |
0.0001 |
tilt_INDUSTRY |
| 2025-02-04 |
2025-02-05 |
ind_insurance |
0.0933 |
-0.0078 |
-0.0007 |
tilt_INDUSTRY |
| 2025-02-04 |
2025-02-05 |
ind_specialty_reatil |
0.0128 |
-0.0026 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-04 |
2025-02-05 |
bcost |
NaN |
NaN |
-0.0004 |
cost |
| 2025-02-04 |
2025-02-05 |
size_MICRO |
-0.0086 |
0.0039 |
-0.0000 |
tilt_SIZE |
| 2025-02-04 |
2025-02-05 |
country_MY |
0.0112 |
0.0170 |
0.0002 |
tilt_COUNTRY |
| 2025-02-04 |
2025-02-05 |
market |
-0.0195 |
-0.0125 |
0.0002 |
risk_exposure |
| 2025-02-04 |
2025-02-05 |
ind_integrated_hardware_software |
0.0127 |
0.0355 |
0.0005 |
tilt_INDUSTRY |
| 2025-02-04 |
2025-02-05 |
ind_textiles_apparel |
-0.0464 |
-0.0127 |
0.0006 |
tilt_INDUSTRY |
| 2025-02-04 |
2025-02-05 |
ind_communications_equipment |
0.0189 |
0.0073 |
0.0001 |
tilt_INDUSTRY |
| 2025-02-04 |
2025-02-05 |
ind_containers_packaging |
-0.0171 |
-0.0084 |
0.0001 |
tilt_INDUSTRY |
| 2025-02-04 |
2025-02-05 |
ind_biotechnology |
-0.0096 |
0.0026 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-04 |
2025-02-05 |
ind_pharmaceuticals |
-0.0234 |
0.0006 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-04 |
2025-02-05 |
ind_fintech |
0.0088 |
0.0082 |
0.0001 |
tilt_INDUSTRY |
| 2025-02-04 |
2025-02-05 |
country_HK |
0.0498 |
-0.0131 |
-0.0007 |
tilt_COUNTRY |
| 2025-02-04 |
2025-02-05 |
neglect |
0.9991 |
0.0012 |
0.0012 |
alpha_VALUE |
| 2025-02-04 |
2025-02-05 |
country_CN |
0.1113 |
-0.0090 |
-0.0010 |
tilt_COUNTRY |
| 2025-02-04 |
2025-02-05 |
ind_software_it_services |
0.0645 |
0.0200 |
0.0013 |
tilt_INDUSTRY |
| 2025-02-04 |
2025-02-05 |
ind_machinery |
0.1209 |
-0.0041 |
-0.0005 |
tilt_INDUSTRY |
| 2025-02-04 |
2025-02-05 |
ind_food_tobacco |
0.1243 |
-0.0082 |
-0.0010 |
tilt_INDUSTRY |
| 2025-02-04 |
2025-02-05 |
ind_automobile |
-0.0180 |
-0.0006 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-04 |
2025-02-05 |
country_KR |
0.0000 |
0.0146 |
0.0000 |
tilt_COUNTRY |
| 2025-02-04 |
2025-02-05 |
ind_investment_services |
0.0885 |
-0.0020 |
-0.0002 |
tilt_INDUSTRY |
| 2025-02-04 |
2025-02-05 |
ind_paper_forestry |
-0.0092 |
-0.0059 |
0.0001 |
tilt_INDUSTRY |
| 2025-02-04 |
2025-02-05 |
ind_water_utilities |
-0.0055 |
-0.0013 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-04 |
2025-02-05 |
country_TW |
-0.0665 |
0.0170 |
-0.0011 |
tilt_COUNTRY |
| 2025-02-04 |
2025-02-05 |
ind_holding_companies |
0.0000 |
-0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-04 |
2025-02-05 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-02-04 |
2025-02-05 |
ind_electric_utilities_ipps |
0.0264 |
0.0032 |
0.0001 |
tilt_INDUSTRY |
| 2025-02-04 |
2025-02-05 |
ind_media_publishing |
0.0154 |
0.0113 |
0.0002 |
tilt_INDUSTRY |
| 2025-02-04 |
2025-02-05 |
value_gc |
1.2067 |
0.0011 |
0.0013 |
alpha_VALUE |
| 2025-02-04 |
2025-02-05 |
reversal |
1.0331 |
0.0019 |
0.0020 |
alpha_REVERSAL |
| 2025-02-04 |
2025-02-05 |
ind_natural_gas_utilities |
-0.0185 |
0.0084 |
-0.0002 |
tilt_INDUSTRY |
| 2025-02-04 |
2025-02-05 |
sdiscrepancy |
NaN |
NaN |
0.0000 |
unexplained |
| 2025-02-04 |
2025-02-05 |
size_MID |
-0.1130 |
-0.0010 |
0.0001 |
tilt_SIZE |
| 2025-02-04 |
2025-02-05 |
ind_computers_phones_household_electronics |
0.0033 |
0.0188 |
0.0001 |
tilt_INDUSTRY |
| 2025-02-04 |
2025-02-05 |
ind_multiline_utilities |
-0.0106 |
0.0104 |
-0.0001 |
tilt_INDUSTRY |
| 2025-02-04 |
2025-02-05 |
ind_uranium |
0.0000 |
0.0154 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-04 |
2025-02-05 |
ind_oil_gas |
-0.0212 |
0.0067 |
-0.0001 |
tilt_INDUSTRY |
| 2025-02-04 |
2025-02-05 |
ind_semiconductors |
-0.0758 |
0.0035 |
-0.0003 |
tilt_INDUSTRY |
| 2025-02-04 |
2025-02-05 |
ind_household_goods |
-0.0200 |
-0.0172 |
0.0003 |
tilt_INDUSTRY |
| 2025-02-04 |
2025-02-05 |
fmom |
1.3169 |
-0.0005 |
-0.0006 |
alpha_QUALITY |
| 2025-02-04 |
2025-02-05 |
value_liq |
0.5309 |
-0.0023 |
-0.0012 |
alpha_VALUE |
| 2025-02-04 |
2025-02-05 |
ind_leisure_products |
-0.0119 |
0.0112 |
-0.0001 |
tilt_INDUSTRY |
| 2025-02-04 |
2025-02-05 |
ind_construction_engineering |
-0.1022 |
-0.0006 |
0.0001 |
tilt_INDUSTRY |
| 2025-02-04 |
2025-02-05 |
ind_passenger_transportation |
0.0658 |
-0.0072 |
-0.0005 |
tilt_INDUSTRY |
| 2025-02-04 |
2025-02-05 |
ind_electronic_equipment |
-0.0133 |
0.0006 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-04 |
2025-02-05 |
country_NZ |
-0.0195 |
0.0023 |
-0.0000 |
tilt_COUNTRY |
| 2025-02-04 |
2025-02-05 |
ind_banking_services |
-0.0363 |
-0.0000 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-04 |
2025-02-05 |
ind_aerospace_defense |
0.0143 |
0.0042 |
0.0001 |
tilt_INDUSTRY |
| 2025-02-04 |
2025-02-05 |
country_AU |
-0.1000 |
0.0156 |
-0.0016 |
tilt_COUNTRY |
| 2025-02-04 |
2025-02-05 |
ind_transportation_infrastructure |
-0.0132 |
-0.0006 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-04 |
2025-02-05 |
revision |
0.8414 |
-0.0000 |
-0.0000 |
alpha_REVISION |
| 2025-02-04 |
2025-02-05 |
ind_beverages |
-0.0888 |
-0.0183 |
0.0016 |
tilt_INDUSTRY |
| 2025-02-04 |
2025-02-05 |
ind_hotels_entertainment |
-0.0723 |
-0.0148 |
0.0011 |
tilt_INDUSTRY |
| 2025-02-04 |
2025-02-05 |
country_TH |
-0.0875 |
0.0021 |
-0.0002 |
tilt_COUNTRY |
| 2025-02-04 |
2025-02-05 |
ind_coal |
-0.0555 |
-0.0049 |
0.0003 |
tilt_INDUSTRY |
| 2025-02-04 |
2025-02-05 |
momentum |
0.4088 |
0.0000 |
0.0000 |
alpha_MOMENTUM |
| 2025-02-04 |
2025-02-05 |
size_SMALL |
-0.0141 |
0.0044 |
-0.0001 |
tilt_SIZE |
| 2025-02-04 |
2025-02-05 |
ind_healthcare_equipment_supplies |
0.0046 |
-0.0042 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-04 |
2025-02-05 |
ind_oil_gas_equipment_services |
-0.0129 |
-0.0103 |
0.0001 |
tilt_INDUSTRY |
| 2025-02-04 |
2025-02-05 |
country_IN |
0.1046 |
0.0156 |
0.0016 |
tilt_COUNTRY |
| 2025-02-04 |
2025-02-05 |
ind_diversified_retail |
-0.0005 |
-0.0122 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-04 |
2025-02-05 |
ind_office_equipment |
0.0134 |
-0.0088 |
-0.0001 |
tilt_INDUSTRY |
| 2025-02-04 |
2025-02-05 |
ind_consumer_goods_conglomerates |
0.0208 |
-0.0018 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-04 |
2025-02-05 |
ind_renewable_energy |
0.0199 |
-0.0097 |
-0.0002 |
tilt_INDUSTRY |
| 2025-02-04 |
2025-02-05 |
ind_food_drug_retail |
-0.0325 |
-0.0053 |
0.0002 |
tilt_INDUSTRY |
| 2025-02-04 |
2025-02-05 |
ind_household_products_services |
-0.0334 |
-0.0083 |
0.0003 |
tilt_INDUSTRY |
| 2025-02-04 |
2025-02-05 |
ind_freight_logistics |
0.0178 |
0.0057 |
0.0001 |
tilt_INDUSTRY |
| 2025-02-04 |
2025-02-05 |
ind_homebuilding_building_products |
-0.0054 |
-0.0062 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-04 |
2025-02-05 |
ind_metals_mining |
-0.0172 |
0.0030 |
-0.0001 |
tilt_INDUSTRY |
| 2025-02-04 |
2025-02-05 |
pdiscrepancy |
NaN |
NaN |
-0.0000 |
unexplained |
| 2025-02-04 |
2025-02-05 |
ind_telecommunications_serices |
0.0722 |
0.0086 |
0.0006 |
tilt_INDUSTRY |
| 2025-02-04 |
2025-02-05 |
specret |
NaN |
NaN |
-0.0043 |
unexplained |
| 2025-02-04 |
2025-02-05 |
ind_real_estate_operations |
-0.0483 |
-0.0093 |
0.0005 |
tilt_INDUSTRY |
| 2025-02-04 |
2025-02-05 |
country_SG |
-0.0189 |
0.0087 |
-0.0002 |
tilt_COUNTRY |
| 2025-02-04 |
2025-02-05 |
country_ID |
0.0474 |
0.0005 |
0.0000 |
tilt_COUNTRY |
| 2025-02-04 |
2025-02-05 |
linkage |
0.9773 |
0.0011 |
0.0011 |
alpha_MOMENTUM |
| 2025-02-04 |
2025-02-05 |
quality |
3.6412 |
-0.0012 |
-0.0042 |
alpha_QUALITY |
| 2025-02-04 |
2025-02-05 |
country_JP |
-0.0442 |
0.0036 |
-0.0002 |
tilt_COUNTRY |
| 2025-02-04 |
2025-02-05 |
country_XH |
-0.0089 |
-0.0193 |
0.0002 |
tilt_COUNTRY |
| 2025-02-05 |
2025-02-06 |
ind_passenger_transportation |
0.0669 |
0.0005 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-05 |
2025-02-06 |
linkage |
0.8990 |
0.0005 |
0.0004 |
alpha_MOMENTUM |
| 2025-02-05 |
2025-02-06 |
ind_food_drug_retail |
-0.0272 |
-0.0017 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-05 |
2025-02-06 |
ind_biotechnology |
-0.0087 |
0.0083 |
-0.0001 |
tilt_INDUSTRY |
| 2025-02-05 |
2025-02-06 |
ind_computers_phones_household_electronics |
0.0043 |
0.0069 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-05 |
2025-02-06 |
country_IN |
0.0950 |
-0.0040 |
-0.0004 |
tilt_COUNTRY |
| 2025-02-05 |
2025-02-06 |
ind_holding_companies |
0.0000 |
-0.0006 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-05 |
2025-02-06 |
stability |
5.1311 |
0.0005 |
0.0027 |
alpha_QUALITY |
| 2025-02-05 |
2025-02-06 |
reversal |
1.1496 |
-0.0003 |
-0.0004 |
alpha_REVERSAL |
| 2025-02-05 |
2025-02-06 |
ind_diversified_retail |
-0.0001 |
-0.0073 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-05 |
2025-02-06 |
revision |
0.8874 |
0.0005 |
0.0004 |
alpha_REVISION |
| 2025-02-05 |
2025-02-06 |
size_MICRO |
-0.0067 |
0.0030 |
-0.0000 |
tilt_SIZE |
| 2025-02-05 |
2025-02-06 |
ind_telecommunications_serices |
0.0777 |
0.0023 |
0.0002 |
tilt_INDUSTRY |
| 2025-02-05 |
2025-02-06 |
ind_multiline_utilities |
-0.0107 |
0.0024 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-05 |
2025-02-06 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-02-05 |
2025-02-06 |
ind_hotels_entertainment |
-0.0723 |
-0.0079 |
0.0006 |
tilt_INDUSTRY |
| 2025-02-05 |
2025-02-06 |
ind_construction_materials |
-0.0136 |
-0.0066 |
0.0001 |
tilt_INDUSTRY |
| 2025-02-05 |
2025-02-06 |
ind_natural_gas_utilities |
-0.0187 |
0.0005 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-05 |
2025-02-06 |
ind_communications_equipment |
0.0312 |
0.0088 |
0.0003 |
tilt_INDUSTRY |
| 2025-02-05 |
2025-02-06 |
linearCost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-02-05 |
2025-02-06 |
ind_renewable_energy |
0.0195 |
0.0010 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-05 |
2025-02-06 |
ind_household_products_services |
-0.0342 |
-0.0030 |
0.0001 |
tilt_INDUSTRY |
| 2025-02-05 |
2025-02-06 |
ind_specialty_reatil |
0.0126 |
-0.0021 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-05 |
2025-02-06 |
ind_homebuilding_building_products |
-0.0054 |
-0.0039 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-05 |
2025-02-06 |
pdiscrepancy |
NaN |
NaN |
-0.0000 |
unexplained |
| 2025-02-05 |
2025-02-06 |
bcost |
NaN |
NaN |
-0.0004 |
cost |
| 2025-02-05 |
2025-02-06 |
specret |
NaN |
NaN |
-0.0069 |
unexplained |
| 2025-02-05 |
2025-02-06 |
ind_uranium |
0.0000 |
-0.0166 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-05 |
2025-02-06 |
country_JP |
-0.0370 |
0.0024 |
-0.0001 |
tilt_COUNTRY |
| 2025-02-05 |
2025-02-06 |
market |
-0.0267 |
-0.0056 |
0.0002 |
risk_exposure |
| 2025-02-05 |
2025-02-06 |
country_SG |
-0.0236 |
0.0056 |
-0.0001 |
tilt_COUNTRY |
| 2025-02-05 |
2025-02-06 |
ind_food_tobacco |
0.1202 |
-0.0049 |
-0.0006 |
tilt_INDUSTRY |
| 2025-02-05 |
2025-02-06 |
country_ID |
0.0474 |
-0.0196 |
-0.0009 |
tilt_COUNTRY |
| 2025-02-05 |
2025-02-06 |
ind_metals_mining |
-0.0213 |
-0.0047 |
0.0001 |
tilt_INDUSTRY |
| 2025-02-05 |
2025-02-06 |
ind_textiles_apparel |
-0.0448 |
-0.0090 |
0.0004 |
tilt_INDUSTRY |
| 2025-02-05 |
2025-02-06 |
ind_media_publishing |
0.0151 |
0.0008 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-05 |
2025-02-06 |
ind_household_goods |
-0.0212 |
-0.0050 |
0.0001 |
tilt_INDUSTRY |
| 2025-02-05 |
2025-02-06 |
country_TW |
-0.0695 |
0.0003 |
-0.0000 |
tilt_COUNTRY |
| 2025-02-05 |
2025-02-06 |
ind_paper_forestry |
-0.0052 |
-0.0104 |
0.0001 |
tilt_INDUSTRY |
| 2025-02-05 |
2025-02-06 |
ind_construction_engineering |
-0.1045 |
-0.0020 |
0.0002 |
tilt_INDUSTRY |
| 2025-02-05 |
2025-02-06 |
country_KR |
0.0000 |
0.0063 |
0.0000 |
tilt_COUNTRY |
| 2025-02-05 |
2025-02-06 |
fmom |
1.3116 |
-0.0007 |
-0.0009 |
alpha_QUALITY |
| 2025-02-05 |
2025-02-06 |
ind_banking_services |
-0.0439 |
0.0008 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-05 |
2025-02-06 |
country_HK |
0.0448 |
0.0013 |
0.0001 |
tilt_COUNTRY |
| 2025-02-05 |
2025-02-06 |
neglect |
1.0455 |
0.0005 |
0.0006 |
alpha_VALUE |
| 2025-02-05 |
2025-02-06 |
ind_beverages |
-0.0881 |
-0.0089 |
0.0008 |
tilt_INDUSTRY |
| 2025-02-05 |
2025-02-06 |
ind_fintech |
0.0088 |
-0.0008 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-05 |
2025-02-06 |
country_TH |
-0.0861 |
-0.0197 |
0.0017 |
tilt_COUNTRY |
| 2025-02-05 |
2025-02-06 |
size_SMALL |
-0.0120 |
0.0033 |
-0.0000 |
tilt_SIZE |
| 2025-02-05 |
2025-02-06 |
size_MID |
-0.1156 |
-0.0006 |
0.0001 |
tilt_SIZE |
| 2025-02-05 |
2025-02-06 |
ind_automobile |
-0.0203 |
0.0040 |
-0.0001 |
tilt_INDUSTRY |
| 2025-02-05 |
2025-02-06 |
ind_office_equipment |
0.0120 |
-0.0084 |
-0.0001 |
tilt_INDUSTRY |
| 2025-02-05 |
2025-02-06 |
ind_containers_packaging |
-0.0173 |
-0.0035 |
0.0001 |
tilt_INDUSTRY |
| 2025-02-05 |
2025-02-06 |
ind_semiconductors |
-0.0803 |
0.0113 |
-0.0009 |
tilt_INDUSTRY |
| 2025-02-05 |
2025-02-06 |
value_liq |
0.5876 |
-0.0018 |
-0.0011 |
alpha_VALUE |
| 2025-02-05 |
2025-02-06 |
ind_healthcare_equipment_supplies |
-0.0077 |
-0.0034 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-05 |
2025-02-06 |
country_CN |
0.1167 |
-0.0014 |
-0.0002 |
tilt_COUNTRY |
| 2025-02-05 |
2025-02-06 |
ind_software_it_services |
0.0559 |
0.0020 |
0.0001 |
tilt_INDUSTRY |
| 2025-02-05 |
2025-02-06 |
ind_real_estate_operations |
-0.0408 |
-0.0075 |
0.0003 |
tilt_INDUSTRY |
| 2025-02-05 |
2025-02-06 |
momentum |
0.4781 |
0.0003 |
0.0002 |
alpha_MOMENTUM |
| 2025-02-05 |
2025-02-06 |
ind_healthcare_providers_services |
-0.0302 |
-0.0007 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-05 |
2025-02-06 |
impactCost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-02-05 |
2025-02-06 |
value_gc |
1.2498 |
0.0007 |
0.0009 |
alpha_VALUE |
| 2025-02-05 |
2025-02-06 |
ind_transportation_infrastructure |
-0.0145 |
-0.0029 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-05 |
2025-02-06 |
country_PH |
0.0017 |
-0.0044 |
-0.0000 |
tilt_COUNTRY |
| 2025-02-05 |
2025-02-06 |
ind_pharmaceuticals |
-0.0220 |
-0.0027 |
0.0001 |
tilt_INDUSTRY |
| 2025-02-05 |
2025-02-06 |
country_AU |
-0.1004 |
0.0101 |
-0.0010 |
tilt_COUNTRY |
| 2025-02-05 |
2025-02-06 |
ind_commercial_services_supplies |
0.0222 |
-0.0025 |
-0.0001 |
tilt_INDUSTRY |
| 2025-02-05 |
2025-02-06 |
ind_aerospace_defense |
0.0139 |
0.0089 |
0.0001 |
tilt_INDUSTRY |
| 2025-02-05 |
2025-02-06 |
ind_chemicals |
0.0108 |
-0.0044 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-05 |
2025-02-06 |
country_NZ |
-0.0198 |
0.0031 |
-0.0001 |
tilt_COUNTRY |
| 2025-02-05 |
2025-02-06 |
ind_leisure_products |
-0.0131 |
0.0190 |
-0.0002 |
tilt_INDUSTRY |
| 2025-02-05 |
2025-02-06 |
ind_consumer_goods_conglomerates |
0.0179 |
-0.0011 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-05 |
2025-02-06 |
country_MY |
0.0112 |
0.0079 |
0.0001 |
tilt_COUNTRY |
| 2025-02-05 |
2025-02-06 |
ind_oil_gas |
-0.0247 |
0.0005 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-05 |
2025-02-06 |
ind_insurance |
0.0855 |
-0.0013 |
-0.0001 |
tilt_INDUSTRY |
| 2025-02-05 |
2025-02-06 |
ind_freight_logistics |
0.0207 |
-0.0023 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-05 |
2025-02-06 |
ind_electronic_equipment |
-0.0107 |
0.0079 |
-0.0001 |
tilt_INDUSTRY |
| 2025-02-05 |
2025-02-06 |
ind_oil_gas_equipment_services |
-0.0126 |
-0.0104 |
0.0001 |
tilt_INDUSTRY |
| 2025-02-05 |
2025-02-06 |
country_XH |
-0.0070 |
-0.0014 |
0.0000 |
tilt_COUNTRY |
| 2025-02-05 |
2025-02-06 |
size_LARGE |
0.1076 |
-0.0033 |
-0.0004 |
tilt_SIZE |
| 2025-02-05 |
2025-02-06 |
ind_machinery |
0.1200 |
0.0013 |
0.0002 |
tilt_INDUSTRY |
| 2025-02-05 |
2025-02-06 |
ind_water_utilities |
-0.0054 |
-0.0102 |
0.0001 |
tilt_INDUSTRY |
| 2025-02-05 |
2025-02-06 |
ind_integrated_hardware_software |
0.0130 |
0.0087 |
0.0001 |
tilt_INDUSTRY |
| 2025-02-05 |
2025-02-06 |
ind_coal |
-0.0539 |
-0.0039 |
0.0002 |
tilt_INDUSTRY |
| 2025-02-05 |
2025-02-06 |
quality |
3.6426 |
-0.0017 |
-0.0061 |
alpha_QUALITY |
| 2025-02-05 |
2025-02-06 |
ind_investment_services |
0.0917 |
-0.0042 |
-0.0004 |
tilt_INDUSTRY |
| 2025-02-05 |
2025-02-06 |
ind_industrial_distribution |
-0.0025 |
-0.0065 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-05 |
2025-02-06 |
sdiscrepancy |
NaN |
NaN |
0.0008 |
unexplained |
| 2025-02-05 |
2025-02-06 |
ind_electric_utilities_ipps |
0.0298 |
0.0017 |
0.0001 |
tilt_INDUSTRY |
| 2025-02-05 |
2025-02-06 |
sbeta_market |
-0.0158 |
0.0173 |
-0.0003 |
risk_exposure |
| 2025-02-06 |
2025-02-07 |
ind_aerospace_defense |
0.0134 |
-0.0018 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-06 |
2025-02-07 |
linearCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-02-06 |
2025-02-07 |
country_NZ |
-0.0199 |
0.0084 |
-0.0002 |
tilt_COUNTRY |
| 2025-02-06 |
2025-02-07 |
ind_specialty_reatil |
0.0116 |
0.0021 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-06 |
2025-02-07 |
stability |
5.2091 |
-0.0002 |
-0.0011 |
alpha_QUALITY |
| 2025-02-06 |
2025-02-07 |
size_LARGE |
0.1068 |
0.0004 |
0.0000 |
tilt_SIZE |
| 2025-02-06 |
2025-02-07 |
country_MY |
0.0112 |
0.0054 |
0.0001 |
tilt_COUNTRY |
| 2025-02-06 |
2025-02-07 |
ind_chemicals |
0.0010 |
-0.0025 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-06 |
2025-02-07 |
fmom |
1.3296 |
0.0002 |
0.0003 |
alpha_QUALITY |
| 2025-02-06 |
2025-02-07 |
ind_commercial_services_supplies |
0.0226 |
0.0010 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-06 |
2025-02-07 |
ind_banking_services |
-0.0369 |
-0.0026 |
0.0001 |
tilt_INDUSTRY |
| 2025-02-06 |
2025-02-07 |
ind_diversified_retail |
0.0001 |
-0.0035 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-06 |
2025-02-07 |
country_PH |
0.0016 |
-0.0148 |
-0.0000 |
tilt_COUNTRY |
| 2025-02-06 |
2025-02-07 |
market |
-0.0193 |
-0.0046 |
0.0001 |
risk_exposure |
| 2025-02-06 |
2025-02-07 |
ind_beverages |
-0.0891 |
-0.0014 |
0.0001 |
tilt_INDUSTRY |
| 2025-02-06 |
2025-02-07 |
ind_industrial_distribution |
-0.0023 |
-0.0073 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-06 |
2025-02-07 |
ind_transportation_infrastructure |
-0.0163 |
-0.0038 |
0.0001 |
tilt_INDUSTRY |
| 2025-02-06 |
2025-02-07 |
ind_machinery |
0.1252 |
-0.0017 |
-0.0002 |
tilt_INDUSTRY |
| 2025-02-06 |
2025-02-07 |
value_gc |
1.2262 |
0.0004 |
0.0005 |
alpha_VALUE |
| 2025-02-06 |
2025-02-07 |
country_TH |
-0.0844 |
0.0192 |
-0.0016 |
tilt_COUNTRY |
| 2025-02-06 |
2025-02-07 |
ind_textiles_apparel |
-0.0436 |
0.0008 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-06 |
2025-02-07 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-02-06 |
2025-02-07 |
sdiscrepancy |
NaN |
NaN |
0.0002 |
unexplained |
| 2025-02-06 |
2025-02-07 |
ind_renewable_energy |
0.0205 |
0.0250 |
0.0005 |
tilt_INDUSTRY |
| 2025-02-06 |
2025-02-07 |
ind_construction_engineering |
-0.1054 |
0.0033 |
-0.0004 |
tilt_INDUSTRY |
| 2025-02-06 |
2025-02-07 |
country_JP |
-0.0374 |
-0.0047 |
0.0002 |
tilt_COUNTRY |
| 2025-02-06 |
2025-02-07 |
country_ID |
0.0487 |
-0.0016 |
-0.0001 |
tilt_COUNTRY |
| 2025-02-06 |
2025-02-07 |
country_XH |
-0.0068 |
-0.0018 |
0.0000 |
tilt_COUNTRY |
| 2025-02-06 |
2025-02-07 |
ind_office_equipment |
0.0105 |
-0.0037 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-06 |
2025-02-07 |
ind_oil_gas_equipment_services |
-0.0122 |
-0.0072 |
0.0001 |
tilt_INDUSTRY |
| 2025-02-06 |
2025-02-07 |
ind_food_drug_retail |
-0.0187 |
0.0022 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-06 |
2025-02-07 |
specret |
NaN |
NaN |
-0.0021 |
unexplained |
| 2025-02-06 |
2025-02-07 |
ind_leisure_products |
-0.0131 |
-0.0032 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-06 |
2025-02-07 |
ind_insurance |
0.0769 |
-0.0003 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-06 |
2025-02-07 |
ind_metals_mining |
-0.0238 |
0.0011 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-06 |
2025-02-07 |
pdiscrepancy |
NaN |
NaN |
0.0000 |
unexplained |
| 2025-02-06 |
2025-02-07 |
ind_homebuilding_building_products |
-0.0067 |
-0.0029 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-06 |
2025-02-07 |
ind_freight_logistics |
0.0244 |
0.0045 |
0.0001 |
tilt_INDUSTRY |
| 2025-02-06 |
2025-02-07 |
size_MICRO |
-0.0075 |
0.0014 |
-0.0000 |
tilt_SIZE |
| 2025-02-06 |
2025-02-07 |
ind_household_goods |
-0.0225 |
0.0025 |
-0.0001 |
tilt_INDUSTRY |
| 2025-02-06 |
2025-02-07 |
ind_uranium |
0.0000 |
-0.0248 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-06 |
2025-02-07 |
ind_oil_gas |
-0.0299 |
-0.0037 |
0.0001 |
tilt_INDUSTRY |
| 2025-02-06 |
2025-02-07 |
ind_consumer_goods_conglomerates |
0.0160 |
0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-06 |
2025-02-07 |
ind_household_products_services |
-0.0357 |
-0.0029 |
0.0001 |
tilt_INDUSTRY |
| 2025-02-06 |
2025-02-07 |
ind_passenger_transportation |
0.0679 |
-0.0024 |
-0.0002 |
tilt_INDUSTRY |
| 2025-02-06 |
2025-02-07 |
size_MID |
-0.1092 |
0.0001 |
-0.0000 |
tilt_SIZE |
| 2025-02-06 |
2025-02-07 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-02-06 |
2025-02-07 |
ind_real_estate_operations |
-0.0332 |
0.0013 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-06 |
2025-02-07 |
country_AU |
-0.1000 |
-0.0007 |
0.0001 |
tilt_COUNTRY |
| 2025-02-06 |
2025-02-07 |
ind_media_publishing |
0.0149 |
-0.0057 |
-0.0001 |
tilt_INDUSTRY |
| 2025-02-06 |
2025-02-07 |
ind_food_tobacco |
0.1193 |
-0.0028 |
-0.0003 |
tilt_INDUSTRY |
| 2025-02-06 |
2025-02-07 |
ind_construction_materials |
-0.0136 |
-0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-06 |
2025-02-07 |
ind_healthcare_equipment_supplies |
-0.0205 |
-0.0007 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-06 |
2025-02-07 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-02-06 |
2025-02-07 |
country_CN |
0.1349 |
0.0022 |
0.0003 |
tilt_COUNTRY |
| 2025-02-06 |
2025-02-07 |
revision |
0.9372 |
-0.0002 |
-0.0002 |
alpha_REVISION |
| 2025-02-06 |
2025-02-07 |
ind_fintech |
0.0088 |
0.0072 |
0.0001 |
tilt_INDUSTRY |
| 2025-02-06 |
2025-02-07 |
ind_integrated_hardware_software |
0.0130 |
0.0021 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-06 |
2025-02-07 |
ind_multiline_utilities |
-0.0107 |
0.0019 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-06 |
2025-02-07 |
ind_electric_utilities_ipps |
0.0294 |
-0.0012 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-06 |
2025-02-07 |
ind_communications_equipment |
0.0450 |
0.0038 |
0.0002 |
tilt_INDUSTRY |
| 2025-02-06 |
2025-02-07 |
ind_pharmaceuticals |
-0.0221 |
-0.0016 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-06 |
2025-02-07 |
ind_coal |
-0.0535 |
-0.0047 |
0.0003 |
tilt_INDUSTRY |
| 2025-02-06 |
2025-02-07 |
ind_containers_packaging |
-0.0177 |
0.0039 |
-0.0001 |
tilt_INDUSTRY |
| 2025-02-06 |
2025-02-07 |
ind_semiconductors |
-0.0838 |
-0.0025 |
0.0002 |
tilt_INDUSTRY |
| 2025-02-06 |
2025-02-07 |
ind_investment_services |
0.0950 |
0.0049 |
0.0005 |
tilt_INDUSTRY |
| 2025-02-06 |
2025-02-07 |
ind_biotechnology |
-0.0072 |
0.0004 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-06 |
2025-02-07 |
ind_holding_companies |
0.0000 |
-0.0014 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-06 |
2025-02-07 |
value_liq |
0.6229 |
0.0006 |
0.0004 |
alpha_VALUE |
| 2025-02-06 |
2025-02-07 |
country_IN |
0.0895 |
-0.0004 |
-0.0000 |
tilt_COUNTRY |
| 2025-02-06 |
2025-02-07 |
reversal |
1.2229 |
0.0017 |
0.0021 |
alpha_REVERSAL |
| 2025-02-06 |
2025-02-07 |
ind_automobile |
-0.0211 |
0.0036 |
-0.0001 |
tilt_INDUSTRY |
| 2025-02-06 |
2025-02-07 |
linkage |
0.8684 |
-0.0007 |
-0.0006 |
alpha_MOMENTUM |
| 2025-02-06 |
2025-02-07 |
country_HK |
0.0421 |
-0.0046 |
-0.0002 |
tilt_COUNTRY |
| 2025-02-06 |
2025-02-07 |
ind_hotels_entertainment |
-0.0721 |
0.0008 |
-0.0001 |
tilt_INDUSTRY |
| 2025-02-06 |
2025-02-07 |
neglect |
1.1335 |
-0.0003 |
-0.0003 |
alpha_VALUE |
| 2025-02-06 |
2025-02-07 |
ind_electronic_equipment |
-0.0081 |
0.0043 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-06 |
2025-02-07 |
size_SMALL |
-0.0094 |
-0.0005 |
0.0000 |
tilt_SIZE |
| 2025-02-06 |
2025-02-07 |
country_SG |
-0.0307 |
0.0078 |
-0.0002 |
tilt_COUNTRY |
| 2025-02-06 |
2025-02-07 |
ind_paper_forestry |
-0.0023 |
0.0028 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-06 |
2025-02-07 |
country_KR |
0.0000 |
-0.0090 |
0.0000 |
tilt_COUNTRY |
| 2025-02-06 |
2025-02-07 |
quality |
3.6305 |
0.0004 |
0.0014 |
alpha_QUALITY |
| 2025-02-06 |
2025-02-07 |
momentum |
0.5381 |
-0.0003 |
-0.0002 |
alpha_MOMENTUM |
| 2025-02-06 |
2025-02-07 |
ind_water_utilities |
-0.0052 |
-0.0060 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-06 |
2025-02-07 |
ind_telecommunications_serices |
0.0824 |
0.0013 |
0.0001 |
tilt_INDUSTRY |
| 2025-02-06 |
2025-02-07 |
ind_computers_phones_household_electronics |
0.0047 |
0.0034 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-06 |
2025-02-07 |
country_TW |
-0.0681 |
0.0037 |
-0.0003 |
tilt_COUNTRY |
| 2025-02-06 |
2025-02-07 |
sbeta_market |
-0.0080 |
0.0099 |
-0.0001 |
risk_exposure |
| 2025-02-06 |
2025-02-07 |
ind_natural_gas_utilities |
-0.0186 |
-0.0034 |
0.0001 |
tilt_INDUSTRY |
| 2025-02-06 |
2025-02-07 |
ind_healthcare_providers_services |
-0.0266 |
0.0053 |
-0.0001 |
tilt_INDUSTRY |
| 2025-02-06 |
2025-02-07 |
ind_software_it_services |
0.0509 |
0.0028 |
0.0001 |
tilt_INDUSTRY |
| 2025-02-07 |
2025-02-10 |
country_SG |
-0.0481 |
0.0049 |
-0.0002 |
tilt_COUNTRY |
| 2025-02-07 |
2025-02-10 |
ind_household_goods |
-0.0226 |
-0.0058 |
0.0001 |
tilt_INDUSTRY |
| 2025-02-07 |
2025-02-10 |
ind_metals_mining |
-0.0224 |
-0.0036 |
0.0001 |
tilt_INDUSTRY |
| 2025-02-07 |
2025-02-10 |
ind_oil_gas_equipment_services |
-0.0111 |
-0.0057 |
0.0001 |
tilt_INDUSTRY |
| 2025-02-07 |
2025-02-10 |
country_TH |
-0.0830 |
-0.0100 |
0.0008 |
tilt_COUNTRY |
| 2025-02-07 |
2025-02-10 |
country_IN |
0.0897 |
-0.0120 |
-0.0011 |
tilt_COUNTRY |
| 2025-02-07 |
2025-02-10 |
ind_real_estate_operations |
-0.0317 |
0.0005 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-07 |
2025-02-10 |
country_ID |
0.0514 |
-0.0103 |
-0.0005 |
tilt_COUNTRY |
| 2025-02-07 |
2025-02-10 |
linkage |
0.9648 |
-0.0001 |
-0.0001 |
alpha_MOMENTUM |
| 2025-02-07 |
2025-02-10 |
value_liq |
0.6373 |
-0.0006 |
-0.0004 |
alpha_VALUE |
| 2025-02-07 |
2025-02-10 |
quality |
3.5889 |
-0.0009 |
-0.0032 |
alpha_QUALITY |
| 2025-02-07 |
2025-02-10 |
ind_semiconductors |
-0.0817 |
-0.0027 |
0.0002 |
tilt_INDUSTRY |
| 2025-02-07 |
2025-02-10 |
ind_leisure_products |
-0.0109 |
-0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-07 |
2025-02-10 |
fmom |
1.3396 |
-0.0005 |
-0.0007 |
alpha_QUALITY |
| 2025-02-07 |
2025-02-10 |
ind_computers_phones_household_electronics |
0.0052 |
0.0040 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-07 |
2025-02-10 |
ind_diversified_retail |
0.0001 |
0.0037 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-07 |
2025-02-10 |
ind_integrated_hardware_software |
0.0130 |
0.0118 |
0.0002 |
tilt_INDUSTRY |
| 2025-02-07 |
2025-02-10 |
ind_healthcare_equipment_supplies |
-0.0203 |
0.0041 |
-0.0001 |
tilt_INDUSTRY |
| 2025-02-07 |
2025-02-10 |
ind_telecommunications_serices |
0.0898 |
0.0112 |
0.0010 |
tilt_INDUSTRY |
| 2025-02-07 |
2025-02-10 |
sdiscrepancy |
NaN |
NaN |
-0.0004 |
unexplained |
| 2025-02-07 |
2025-02-10 |
country_NZ |
-0.0197 |
0.0069 |
-0.0001 |
tilt_COUNTRY |
| 2025-02-07 |
2025-02-10 |
ind_hotels_entertainment |
-0.0719 |
0.0033 |
-0.0002 |
tilt_INDUSTRY |
| 2025-02-07 |
2025-02-10 |
country_AU |
-0.1007 |
0.0011 |
-0.0001 |
tilt_COUNTRY |
| 2025-02-07 |
2025-02-10 |
ind_construction_engineering |
-0.1065 |
0.0033 |
-0.0003 |
tilt_INDUSTRY |
| 2025-02-07 |
2025-02-10 |
ind_transportation_infrastructure |
-0.0169 |
-0.0021 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-07 |
2025-02-10 |
revision |
0.9264 |
-0.0004 |
-0.0004 |
alpha_REVISION |
| 2025-02-07 |
2025-02-10 |
ind_multiline_utilities |
-0.0108 |
0.0013 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-07 |
2025-02-10 |
ind_banking_services |
-0.0287 |
0.0024 |
-0.0001 |
tilt_INDUSTRY |
| 2025-02-07 |
2025-02-10 |
ind_oil_gas |
-0.0316 |
0.0024 |
-0.0001 |
tilt_INDUSTRY |
| 2025-02-07 |
2025-02-10 |
ind_beverages |
-0.0892 |
-0.0056 |
0.0005 |
tilt_INDUSTRY |
| 2025-02-07 |
2025-02-10 |
ind_coal |
-0.0541 |
-0.0072 |
0.0004 |
tilt_INDUSTRY |
| 2025-02-07 |
2025-02-10 |
ind_passenger_transportation |
0.0688 |
0.0062 |
0.0004 |
tilt_INDUSTRY |
| 2025-02-07 |
2025-02-10 |
momentum |
0.5498 |
-0.0006 |
-0.0003 |
alpha_MOMENTUM |
| 2025-02-07 |
2025-02-10 |
size_SMALL |
-0.0071 |
0.0018 |
-0.0000 |
tilt_SIZE |
| 2025-02-07 |
2025-02-10 |
size_MID |
-0.1046 |
-0.0025 |
0.0003 |
tilt_SIZE |
| 2025-02-07 |
2025-02-10 |
country_TW |
-0.0644 |
-0.0015 |
0.0001 |
tilt_COUNTRY |
| 2025-02-07 |
2025-02-10 |
ind_industrial_distribution |
-0.0021 |
-0.0146 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-07 |
2025-02-10 |
ind_electric_utilities_ipps |
0.0267 |
-0.0020 |
-0.0001 |
tilt_INDUSTRY |
| 2025-02-07 |
2025-02-10 |
market |
-0.0057 |
-0.0094 |
0.0001 |
risk_exposure |
| 2025-02-07 |
2025-02-10 |
country_PH |
0.0016 |
-0.0182 |
-0.0000 |
tilt_COUNTRY |
| 2025-02-07 |
2025-02-10 |
value_gc |
1.2191 |
0.0003 |
0.0003 |
alpha_VALUE |
| 2025-02-07 |
2025-02-10 |
ind_food_tobacco |
0.1159 |
0.0009 |
0.0001 |
tilt_INDUSTRY |
| 2025-02-07 |
2025-02-10 |
impactCost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-02-07 |
2025-02-10 |
ind_media_publishing |
0.0158 |
0.0125 |
0.0002 |
tilt_INDUSTRY |
| 2025-02-07 |
2025-02-10 |
ind_healthcare_providers_services |
-0.0245 |
0.0050 |
-0.0001 |
tilt_INDUSTRY |
| 2025-02-07 |
2025-02-10 |
ind_paper_forestry |
-0.0020 |
0.0114 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-07 |
2025-02-10 |
ind_water_utilities |
-0.0046 |
0.0001 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-07 |
2025-02-10 |
ind_machinery |
0.1299 |
-0.0067 |
-0.0009 |
tilt_INDUSTRY |
| 2025-02-07 |
2025-02-10 |
country_KR |
0.0000 |
0.0017 |
0.0000 |
tilt_COUNTRY |
| 2025-02-07 |
2025-02-10 |
sbeta_market |
0.0045 |
0.0110 |
0.0000 |
risk_exposure |
| 2025-02-07 |
2025-02-10 |
ind_electronic_equipment |
-0.0096 |
-0.0056 |
0.0001 |
tilt_INDUSTRY |
| 2025-02-07 |
2025-02-10 |
ind_investment_services |
0.0976 |
-0.0054 |
-0.0005 |
tilt_INDUSTRY |
| 2025-02-07 |
2025-02-10 |
ind_natural_gas_utilities |
-0.0179 |
-0.0006 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-07 |
2025-02-10 |
ind_automobile |
-0.0205 |
-0.0015 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-07 |
2025-02-10 |
reversal |
1.1687 |
-0.0005 |
-0.0006 |
alpha_REVERSAL |
| 2025-02-07 |
2025-02-10 |
country_HK |
0.0412 |
0.0003 |
0.0000 |
tilt_COUNTRY |
| 2025-02-07 |
2025-02-10 |
ind_software_it_services |
0.0516 |
0.0138 |
0.0007 |
tilt_INDUSTRY |
| 2025-02-07 |
2025-02-10 |
neglect |
1.1720 |
0.0021 |
0.0024 |
alpha_VALUE |
| 2025-02-07 |
2025-02-10 |
country_CN |
0.1535 |
0.0011 |
0.0002 |
tilt_COUNTRY |
| 2025-02-07 |
2025-02-10 |
ind_biotechnology |
-0.0058 |
0.0054 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-07 |
2025-02-10 |
ind_fintech |
0.0089 |
-0.0049 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-07 |
2025-02-10 |
ind_holding_companies |
0.0000 |
-0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-07 |
2025-02-10 |
ind_containers_packaging |
-0.0177 |
0.0016 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-07 |
2025-02-10 |
ind_communications_equipment |
0.0484 |
0.0014 |
0.0001 |
tilt_INDUSTRY |
| 2025-02-07 |
2025-02-10 |
ind_food_drug_retail |
-0.0121 |
0.0129 |
-0.0002 |
tilt_INDUSTRY |
| 2025-02-07 |
2025-02-10 |
ind_commercial_services_supplies |
0.0238 |
0.0036 |
0.0001 |
tilt_INDUSTRY |
| 2025-02-07 |
2025-02-10 |
ind_pharmaceuticals |
-0.0240 |
0.0021 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-07 |
2025-02-10 |
ind_specialty_reatil |
0.0125 |
-0.0038 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-07 |
2025-02-10 |
ind_office_equipment |
0.0091 |
0.0037 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-07 |
2025-02-10 |
country_JP |
-0.0316 |
0.0027 |
-0.0001 |
tilt_COUNTRY |
| 2025-02-07 |
2025-02-10 |
country_XH |
-0.0068 |
0.0035 |
-0.0000 |
tilt_COUNTRY |
| 2025-02-07 |
2025-02-10 |
ind_textiles_apparel |
-0.0418 |
-0.0050 |
0.0002 |
tilt_INDUSTRY |
| 2025-02-07 |
2025-02-10 |
size_MICRO |
-0.0077 |
0.0111 |
-0.0001 |
tilt_SIZE |
| 2025-02-07 |
2025-02-10 |
ind_insurance |
0.0720 |
-0.0029 |
-0.0002 |
tilt_INDUSTRY |
| 2025-02-07 |
2025-02-10 |
specret |
NaN |
NaN |
-0.0035 |
unexplained |
| 2025-02-07 |
2025-02-10 |
fcost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-02-07 |
2025-02-10 |
ind_freight_logistics |
0.0227 |
0.0017 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-07 |
2025-02-10 |
pdiscrepancy |
NaN |
NaN |
-0.0001 |
unexplained |
| 2025-02-07 |
2025-02-10 |
ind_homebuilding_building_products |
-0.0084 |
-0.0045 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-07 |
2025-02-10 |
size_LARGE |
0.1136 |
0.0011 |
0.0001 |
tilt_SIZE |
| 2025-02-07 |
2025-02-10 |
ind_consumer_goods_conglomerates |
0.0136 |
-0.0123 |
-0.0002 |
tilt_INDUSTRY |
| 2025-02-07 |
2025-02-10 |
bcost |
NaN |
NaN |
-0.0010 |
cost |
| 2025-02-07 |
2025-02-10 |
ind_construction_materials |
-0.0137 |
0.0022 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-07 |
2025-02-10 |
ind_renewable_energy |
0.0213 |
-0.0182 |
-0.0004 |
tilt_INDUSTRY |
| 2025-02-07 |
2025-02-10 |
ind_household_products_services |
-0.0399 |
0.0032 |
-0.0001 |
tilt_INDUSTRY |
| 2025-02-07 |
2025-02-10 |
ind_uranium |
0.0000 |
-0.0174 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-07 |
2025-02-10 |
ind_aerospace_defense |
0.0130 |
-0.0024 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-07 |
2025-02-10 |
linearCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-02-07 |
2025-02-10 |
country_MY |
0.0112 |
0.0024 |
0.0000 |
tilt_COUNTRY |
| 2025-02-07 |
2025-02-10 |
ind_chemicals |
-0.0098 |
-0.0006 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-07 |
2025-02-10 |
stability |
5.1843 |
-0.0010 |
-0.0049 |
alpha_QUALITY |
| 2025-02-10 |
2025-02-11 |
ind_telecommunications_serices |
0.0946 |
-0.0031 |
-0.0003 |
tilt_INDUSTRY |
| 2025-02-10 |
2025-02-11 |
ind_communications_equipment |
0.0513 |
0.0072 |
0.0004 |
tilt_INDUSTRY |
| 2025-02-10 |
2025-02-11 |
ind_textiles_apparel |
-0.0413 |
0.0033 |
-0.0001 |
tilt_INDUSTRY |
| 2025-02-10 |
2025-02-11 |
ind_biotechnology |
-0.0059 |
-0.0087 |
0.0001 |
tilt_INDUSTRY |
| 2025-02-10 |
2025-02-11 |
reversal |
1.2485 |
0.0004 |
0.0005 |
alpha_REVERSAL |
| 2025-02-10 |
2025-02-11 |
country_IN |
0.0929 |
-0.0296 |
-0.0028 |
tilt_COUNTRY |
| 2025-02-10 |
2025-02-11 |
ind_machinery |
0.1187 |
0.0036 |
0.0004 |
tilt_INDUSTRY |
| 2025-02-10 |
2025-02-11 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-02-10 |
2025-02-11 |
quality |
3.5567 |
0.0008 |
0.0029 |
alpha_QUALITY |
| 2025-02-10 |
2025-02-11 |
stability |
5.1936 |
0.0006 |
0.0034 |
alpha_QUALITY |
| 2025-02-10 |
2025-02-11 |
value_liq |
0.6477 |
0.0006 |
0.0004 |
alpha_VALUE |
| 2025-02-10 |
2025-02-11 |
ind_electric_utilities_ipps |
0.0252 |
-0.0041 |
-0.0001 |
tilt_INDUSTRY |
| 2025-02-10 |
2025-02-11 |
ind_industrial_distribution |
-0.0021 |
0.0014 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-10 |
2025-02-11 |
ind_electronic_equipment |
-0.0104 |
0.0053 |
-0.0001 |
tilt_INDUSTRY |
| 2025-02-10 |
2025-02-11 |
country_TH |
-0.0859 |
0.0112 |
-0.0010 |
tilt_COUNTRY |
| 2025-02-10 |
2025-02-11 |
country_XH |
-0.0063 |
-0.0021 |
0.0000 |
tilt_COUNTRY |
| 2025-02-10 |
2025-02-11 |
country_ID |
0.0543 |
-0.0240 |
-0.0013 |
tilt_COUNTRY |
| 2025-02-10 |
2025-02-11 |
ind_leisure_products |
-0.0091 |
0.0004 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-10 |
2025-02-11 |
ind_insurance |
0.0686 |
-0.0021 |
-0.0001 |
tilt_INDUSTRY |
| 2025-02-10 |
2025-02-11 |
specret |
NaN |
NaN |
-0.0036 |
unexplained |
| 2025-02-10 |
2025-02-11 |
ind_metals_mining |
-0.0215 |
0.0023 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-10 |
2025-02-11 |
ind_household_goods |
-0.0224 |
0.0013 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-10 |
2025-02-11 |
pdiscrepancy |
NaN |
NaN |
0.0000 |
unexplained |
| 2025-02-10 |
2025-02-11 |
ind_chemicals |
-0.0170 |
0.0020 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-10 |
2025-02-11 |
country_AU |
-0.1004 |
-0.0004 |
0.0000 |
tilt_COUNTRY |
| 2025-02-10 |
2025-02-11 |
ind_household_products_services |
-0.0426 |
0.0027 |
-0.0001 |
tilt_INDUSTRY |
| 2025-02-10 |
2025-02-11 |
linearCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-02-10 |
2025-02-11 |
ind_uranium |
0.0000 |
-0.0060 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-10 |
2025-02-11 |
ind_commercial_services_supplies |
0.0275 |
0.0013 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-10 |
2025-02-11 |
fmom |
1.3798 |
0.0003 |
0.0003 |
alpha_QUALITY |
| 2025-02-10 |
2025-02-11 |
ind_beverages |
-0.0887 |
-0.0019 |
0.0002 |
tilt_INDUSTRY |
| 2025-02-10 |
2025-02-11 |
value_gc |
1.2287 |
0.0001 |
0.0001 |
alpha_VALUE |
| 2025-02-10 |
2025-02-11 |
ind_real_estate_operations |
-0.0319 |
-0.0034 |
0.0001 |
tilt_INDUSTRY |
| 2025-02-10 |
2025-02-11 |
ind_media_publishing |
0.0180 |
0.0090 |
0.0002 |
tilt_INDUSTRY |
| 2025-02-10 |
2025-02-11 |
ind_water_utilities |
-0.0040 |
0.0009 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-10 |
2025-02-11 |
ind_investment_services |
0.1028 |
0.0026 |
0.0003 |
tilt_INDUSTRY |
| 2025-02-10 |
2025-02-11 |
ind_transportation_infrastructure |
-0.0176 |
-0.0006 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-10 |
2025-02-11 |
ind_computers_phones_household_electronics |
0.0056 |
0.0014 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-10 |
2025-02-11 |
ind_integrated_hardware_software |
0.0129 |
0.0030 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-10 |
2025-02-11 |
country_TW |
-0.0649 |
0.0023 |
-0.0001 |
tilt_COUNTRY |
| 2025-02-10 |
2025-02-11 |
country_HK |
0.0429 |
-0.0035 |
-0.0002 |
tilt_COUNTRY |
| 2025-02-10 |
2025-02-11 |
ind_fintech |
0.0089 |
0.0083 |
0.0001 |
tilt_INDUSTRY |
| 2025-02-10 |
2025-02-11 |
country_CN |
0.1618 |
0.0057 |
0.0009 |
tilt_COUNTRY |
| 2025-02-10 |
2025-02-11 |
revision |
0.9103 |
0.0012 |
0.0011 |
alpha_REVISION |
| 2025-02-10 |
2025-02-11 |
ind_pharmaceuticals |
-0.0244 |
-0.0047 |
0.0001 |
tilt_INDUSTRY |
| 2025-02-10 |
2025-02-11 |
ind_food_drug_retail |
-0.0111 |
-0.0057 |
0.0001 |
tilt_INDUSTRY |
| 2025-02-10 |
2025-02-11 |
ind_passenger_transportation |
0.0691 |
-0.0052 |
-0.0004 |
tilt_INDUSTRY |
| 2025-02-10 |
2025-02-11 |
ind_hotels_entertainment |
-0.0716 |
-0.0021 |
0.0002 |
tilt_INDUSTRY |
| 2025-02-10 |
2025-02-11 |
ind_semiconductors |
-0.0783 |
0.0000 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-10 |
2025-02-11 |
ind_coal |
-0.0553 |
-0.0040 |
0.0002 |
tilt_INDUSTRY |
| 2025-02-10 |
2025-02-11 |
ind_healthcare_equipment_supplies |
-0.0199 |
-0.0030 |
0.0001 |
tilt_INDUSTRY |
| 2025-02-10 |
2025-02-11 |
neglect |
1.1781 |
-0.0006 |
-0.0007 |
alpha_VALUE |
| 2025-02-10 |
2025-02-11 |
ind_natural_gas_utilities |
-0.0171 |
-0.0006 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-10 |
2025-02-11 |
ind_freight_logistics |
0.0212 |
0.0026 |
0.0001 |
tilt_INDUSTRY |
| 2025-02-10 |
2025-02-11 |
ind_renewable_energy |
0.0210 |
-0.0162 |
-0.0003 |
tilt_INDUSTRY |
| 2025-02-10 |
2025-02-11 |
size_SMALL |
-0.0014 |
0.0001 |
-0.0000 |
tilt_SIZE |
| 2025-02-10 |
2025-02-11 |
size_MID |
-0.1032 |
-0.0014 |
0.0001 |
tilt_SIZE |
| 2025-02-10 |
2025-02-11 |
momentum |
0.5506 |
0.0003 |
0.0002 |
alpha_MOMENTUM |
| 2025-02-10 |
2025-02-11 |
ind_construction_materials |
-0.0141 |
0.0047 |
-0.0001 |
tilt_INDUSTRY |
| 2025-02-10 |
2025-02-11 |
ind_consumer_goods_conglomerates |
0.0124 |
0.0022 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-10 |
2025-02-11 |
ind_homebuilding_building_products |
-0.0094 |
-0.0006 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-10 |
2025-02-11 |
ind_automobile |
-0.0204 |
-0.0012 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-10 |
2025-02-11 |
ind_construction_engineering |
-0.1077 |
-0.0012 |
0.0001 |
tilt_INDUSTRY |
| 2025-02-10 |
2025-02-11 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-02-10 |
2025-02-11 |
ind_software_it_services |
0.0619 |
-0.0008 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-10 |
2025-02-11 |
country_NZ |
-0.0195 |
0.0017 |
-0.0000 |
tilt_COUNTRY |
| 2025-02-10 |
2025-02-11 |
ind_multiline_utilities |
-0.0109 |
-0.0078 |
0.0001 |
tilt_INDUSTRY |
| 2025-02-10 |
2025-02-11 |
country_JP |
-0.0258 |
0.0006 |
-0.0000 |
tilt_COUNTRY |
| 2025-02-10 |
2025-02-11 |
country_SG |
-0.0623 |
-0.0017 |
0.0001 |
tilt_COUNTRY |
| 2025-02-10 |
2025-02-11 |
ind_containers_packaging |
-0.0174 |
-0.0064 |
0.0001 |
tilt_INDUSTRY |
| 2025-02-10 |
2025-02-11 |
ind_oil_gas_equipment_services |
-0.0094 |
0.0047 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-10 |
2025-02-11 |
ind_holding_companies |
0.0000 |
0.0044 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-10 |
2025-02-11 |
ind_banking_services |
-0.0326 |
0.0004 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-10 |
2025-02-11 |
ind_healthcare_providers_services |
-0.0239 |
-0.0045 |
0.0001 |
tilt_INDUSTRY |
| 2025-02-10 |
2025-02-11 |
ind_oil_gas |
-0.0309 |
0.0029 |
-0.0001 |
tilt_INDUSTRY |
| 2025-02-10 |
2025-02-11 |
ind_diversified_retail |
0.0001 |
0.0019 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-10 |
2025-02-11 |
ind_specialty_reatil |
0.0164 |
0.0008 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-10 |
2025-02-11 |
sbeta_market |
0.0207 |
-0.0136 |
-0.0003 |
risk_exposure |
| 2025-02-10 |
2025-02-11 |
country_KR |
0.0000 |
0.0014 |
0.0000 |
tilt_COUNTRY |
| 2025-02-10 |
2025-02-11 |
size_MICRO |
-0.0058 |
-0.0000 |
0.0000 |
tilt_SIZE |
| 2025-02-10 |
2025-02-11 |
country_PH |
0.0015 |
0.0027 |
0.0000 |
tilt_COUNTRY |
| 2025-02-10 |
2025-02-11 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-02-10 |
2025-02-11 |
ind_aerospace_defense |
0.0124 |
-0.0014 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-10 |
2025-02-11 |
linkage |
0.9646 |
0.0002 |
0.0002 |
alpha_MOMENTUM |
| 2025-02-10 |
2025-02-11 |
ind_food_tobacco |
0.1127 |
-0.0018 |
-0.0002 |
tilt_INDUSTRY |
| 2025-02-10 |
2025-02-11 |
ind_office_equipment |
0.0086 |
-0.0007 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-10 |
2025-02-11 |
ind_paper_forestry |
-0.0016 |
0.0037 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-10 |
2025-02-11 |
country_MY |
0.0111 |
-0.0020 |
-0.0000 |
tilt_COUNTRY |
| 2025-02-10 |
2025-02-11 |
size_LARGE |
0.1099 |
0.0020 |
0.0002 |
tilt_SIZE |
| 2025-02-10 |
2025-02-11 |
market |
-0.0005 |
0.0075 |
-0.0000 |
risk_exposure |
| 2025-02-10 |
2025-02-11 |
sdiscrepancy |
NaN |
NaN |
0.0000 |
unexplained |
| 2025-02-11 |
2025-02-12 |
ind_specialty_reatil |
0.0192 |
-0.0002 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-11 |
2025-02-12 |
size_LARGE |
0.1056 |
0.0017 |
0.0002 |
tilt_SIZE |
| 2025-02-11 |
2025-02-12 |
country_XH |
-0.0045 |
0.0069 |
-0.0000 |
tilt_COUNTRY |
| 2025-02-11 |
2025-02-12 |
specret |
NaN |
NaN |
-0.0058 |
unexplained |
| 2025-02-11 |
2025-02-12 |
ind_communications_equipment |
0.0544 |
0.0002 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-11 |
2025-02-12 |
ind_software_it_services |
0.0694 |
0.0017 |
0.0001 |
tilt_INDUSTRY |
| 2025-02-11 |
2025-02-12 |
ind_paper_forestry |
-0.0017 |
-0.0058 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-11 |
2025-02-12 |
ind_media_publishing |
0.0186 |
-0.0021 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-11 |
2025-02-12 |
ind_commercial_services_supplies |
0.0282 |
0.0036 |
0.0001 |
tilt_INDUSTRY |
| 2025-02-11 |
2025-02-12 |
country_SG |
-0.0636 |
0.0016 |
-0.0001 |
tilt_COUNTRY |
| 2025-02-11 |
2025-02-12 |
ind_electronic_equipment |
-0.0135 |
0.0029 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-11 |
2025-02-12 |
country_ID |
0.0577 |
0.0163 |
0.0009 |
tilt_COUNTRY |
| 2025-02-11 |
2025-02-12 |
ind_oil_gas_equipment_services |
-0.0084 |
-0.0124 |
0.0001 |
tilt_INDUSTRY |
| 2025-02-11 |
2025-02-12 |
ind_holding_companies |
0.0000 |
0.0132 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-11 |
2025-02-12 |
country_JP |
-0.0250 |
-0.0023 |
0.0001 |
tilt_COUNTRY |
| 2025-02-11 |
2025-02-12 |
ind_investment_services |
0.1059 |
0.0026 |
0.0003 |
tilt_INDUSTRY |
| 2025-02-11 |
2025-02-12 |
ind_aerospace_defense |
0.0122 |
-0.0015 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-11 |
2025-02-12 |
ind_homebuilding_building_products |
-0.0099 |
-0.0028 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-11 |
2025-02-12 |
ind_chemicals |
-0.0329 |
0.0005 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-11 |
2025-02-12 |
neglect |
1.2168 |
0.0001 |
0.0001 |
alpha_VALUE |
| 2025-02-11 |
2025-02-12 |
ind_uranium |
0.0000 |
-0.0184 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-11 |
2025-02-12 |
ind_consumer_goods_conglomerates |
0.0129 |
-0.0002 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-11 |
2025-02-12 |
ind_freight_logistics |
0.0218 |
0.0011 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-11 |
2025-02-12 |
sbeta_market |
0.0214 |
0.0122 |
0.0003 |
risk_exposure |
| 2025-02-11 |
2025-02-12 |
linearCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-02-11 |
2025-02-12 |
ind_coal |
-0.0553 |
-0.0080 |
0.0004 |
tilt_INDUSTRY |
| 2025-02-11 |
2025-02-12 |
ind_healthcare_providers_services |
-0.0238 |
-0.0032 |
0.0001 |
tilt_INDUSTRY |
| 2025-02-11 |
2025-02-12 |
ind_insurance |
0.0671 |
0.0007 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-11 |
2025-02-12 |
country_KR |
0.0000 |
-0.0003 |
0.0000 |
tilt_COUNTRY |
| 2025-02-11 |
2025-02-12 |
ind_household_products_services |
-0.0422 |
-0.0017 |
0.0001 |
tilt_INDUSTRY |
| 2025-02-11 |
2025-02-12 |
ind_food_tobacco |
0.1108 |
-0.0011 |
-0.0001 |
tilt_INDUSTRY |
| 2025-02-11 |
2025-02-12 |
size_MID |
-0.1009 |
-0.0003 |
0.0000 |
tilt_SIZE |
| 2025-02-11 |
2025-02-12 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-02-11 |
2025-02-12 |
ind_fintech |
0.0087 |
-0.0024 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-11 |
2025-02-12 |
ind_natural_gas_utilities |
-0.0169 |
-0.0021 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-11 |
2025-02-12 |
ind_water_utilities |
-0.0042 |
-0.0037 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-11 |
2025-02-12 |
ind_leisure_products |
-0.0074 |
0.0080 |
-0.0001 |
tilt_INDUSTRY |
| 2025-02-11 |
2025-02-12 |
country_HK |
0.0493 |
0.0156 |
0.0008 |
tilt_COUNTRY |
| 2025-02-11 |
2025-02-12 |
pdiscrepancy |
NaN |
NaN |
-0.0000 |
unexplained |
| 2025-02-11 |
2025-02-12 |
country_TW |
-0.0693 |
-0.0048 |
0.0003 |
tilt_COUNTRY |
| 2025-02-11 |
2025-02-12 |
ind_renewable_energy |
0.0213 |
-0.0037 |
-0.0001 |
tilt_INDUSTRY |
| 2025-02-11 |
2025-02-12 |
ind_industrial_distribution |
-0.0017 |
-0.0052 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-11 |
2025-02-12 |
ind_metals_mining |
-0.0200 |
-0.0134 |
0.0003 |
tilt_INDUSTRY |
| 2025-02-11 |
2025-02-12 |
ind_pharmaceuticals |
-0.0245 |
-0.0088 |
0.0002 |
tilt_INDUSTRY |
| 2025-02-11 |
2025-02-12 |
momentum |
0.5256 |
0.0003 |
0.0002 |
alpha_MOMENTUM |
| 2025-02-11 |
2025-02-12 |
size_SMALL |
-0.0020 |
-0.0009 |
0.0000 |
tilt_SIZE |
| 2025-02-11 |
2025-02-12 |
country_PH |
0.0015 |
0.0067 |
0.0000 |
tilt_COUNTRY |
| 2025-02-11 |
2025-02-12 |
ind_oil_gas |
-0.0302 |
0.0020 |
-0.0001 |
tilt_INDUSTRY |
| 2025-02-11 |
2025-02-12 |
ind_transportation_infrastructure |
-0.0187 |
-0.0017 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-11 |
2025-02-12 |
ind_hotels_entertainment |
-0.0699 |
-0.0050 |
0.0003 |
tilt_INDUSTRY |
| 2025-02-11 |
2025-02-12 |
ind_integrated_hardware_software |
0.0129 |
0.0050 |
0.0001 |
tilt_INDUSTRY |
| 2025-02-11 |
2025-02-12 |
revision |
0.9620 |
0.0007 |
0.0006 |
alpha_REVISION |
| 2025-02-11 |
2025-02-12 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-02-11 |
2025-02-12 |
ind_healthcare_equipment_supplies |
-0.0210 |
-0.0046 |
0.0001 |
tilt_INDUSTRY |
| 2025-02-11 |
2025-02-12 |
ind_machinery |
0.1051 |
0.0016 |
0.0002 |
tilt_INDUSTRY |
| 2025-02-11 |
2025-02-12 |
country_TH |
-0.0884 |
0.0003 |
-0.0000 |
tilt_COUNTRY |
| 2025-02-11 |
2025-02-12 |
ind_semiconductors |
-0.0781 |
0.0026 |
-0.0002 |
tilt_INDUSTRY |
| 2025-02-11 |
2025-02-12 |
ind_computers_phones_household_electronics |
0.0097 |
0.0068 |
0.0001 |
tilt_INDUSTRY |
| 2025-02-11 |
2025-02-12 |
size_MICRO |
-0.0066 |
-0.0032 |
0.0000 |
tilt_SIZE |
| 2025-02-11 |
2025-02-12 |
value_liq |
0.6163 |
0.0004 |
0.0002 |
alpha_VALUE |
| 2025-02-11 |
2025-02-12 |
ind_electric_utilities_ipps |
0.0240 |
-0.0021 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-11 |
2025-02-12 |
linkage |
1.0247 |
-0.0004 |
-0.0004 |
alpha_MOMENTUM |
| 2025-02-11 |
2025-02-12 |
country_IN |
0.0936 |
-0.0011 |
-0.0001 |
tilt_COUNTRY |
| 2025-02-11 |
2025-02-12 |
ind_office_equipment |
0.0076 |
0.0119 |
0.0001 |
tilt_INDUSTRY |
| 2025-02-11 |
2025-02-12 |
ind_textiles_apparel |
-0.0412 |
-0.0062 |
0.0003 |
tilt_INDUSTRY |
| 2025-02-11 |
2025-02-12 |
sdiscrepancy |
NaN |
NaN |
0.0002 |
unexplained |
| 2025-02-11 |
2025-02-12 |
ind_telecommunications_serices |
0.0969 |
0.0070 |
0.0007 |
tilt_INDUSTRY |
| 2025-02-11 |
2025-02-12 |
ind_diversified_retail |
0.0001 |
-0.0029 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-11 |
2025-02-12 |
quality |
3.5551 |
-0.0004 |
-0.0014 |
alpha_QUALITY |
| 2025-02-11 |
2025-02-12 |
ind_passenger_transportation |
0.0691 |
0.0023 |
0.0002 |
tilt_INDUSTRY |
| 2025-02-11 |
2025-02-12 |
ind_food_drug_retail |
-0.0109 |
0.0056 |
-0.0001 |
tilt_INDUSTRY |
| 2025-02-11 |
2025-02-12 |
ind_construction_materials |
-0.0145 |
-0.0031 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-11 |
2025-02-12 |
ind_banking_services |
-0.0303 |
0.0058 |
-0.0002 |
tilt_INDUSTRY |
| 2025-02-11 |
2025-02-12 |
stability |
5.2148 |
-0.0002 |
-0.0012 |
alpha_QUALITY |
| 2025-02-11 |
2025-02-12 |
country_NZ |
-0.0196 |
0.0028 |
-0.0001 |
tilt_COUNTRY |
| 2025-02-11 |
2025-02-12 |
country_CN |
0.1533 |
-0.0012 |
-0.0002 |
tilt_COUNTRY |
| 2025-02-11 |
2025-02-12 |
ind_household_goods |
-0.0222 |
-0.0035 |
0.0001 |
tilt_INDUSTRY |
| 2025-02-11 |
2025-02-12 |
country_AU |
-0.0999 |
0.0032 |
-0.0003 |
tilt_COUNTRY |
| 2025-02-11 |
2025-02-12 |
ind_beverages |
-0.0897 |
0.0032 |
-0.0003 |
tilt_INDUSTRY |
| 2025-02-11 |
2025-02-12 |
country_MY |
0.0111 |
0.0066 |
0.0001 |
tilt_COUNTRY |
| 2025-02-11 |
2025-02-12 |
reversal |
1.1835 |
-0.0009 |
-0.0011 |
alpha_REVERSAL |
| 2025-02-11 |
2025-02-12 |
ind_construction_engineering |
-0.1068 |
0.0011 |
-0.0001 |
tilt_INDUSTRY |
| 2025-02-11 |
2025-02-12 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-02-11 |
2025-02-12 |
ind_automobile |
-0.0167 |
-0.0049 |
0.0001 |
tilt_INDUSTRY |
| 2025-02-11 |
2025-02-12 |
ind_containers_packaging |
-0.0174 |
0.0019 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-11 |
2025-02-12 |
ind_multiline_utilities |
-0.0109 |
0.0005 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-11 |
2025-02-12 |
value_gc |
1.2247 |
-0.0009 |
-0.0011 |
alpha_VALUE |
| 2025-02-11 |
2025-02-12 |
market |
-0.0039 |
-0.0057 |
0.0000 |
risk_exposure |
| 2025-02-11 |
2025-02-12 |
ind_real_estate_operations |
-0.0327 |
0.0080 |
-0.0003 |
tilt_INDUSTRY |
| 2025-02-11 |
2025-02-12 |
ind_biotechnology |
-0.0062 |
-0.0063 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-11 |
2025-02-12 |
fmom |
1.3526 |
-0.0003 |
-0.0004 |
alpha_QUALITY |
| 2025-02-12 |
2025-02-13 |
ind_biotechnology |
-0.0059 |
-0.0099 |
0.0001 |
tilt_INDUSTRY |
| 2025-02-12 |
2025-02-13 |
country_HK |
0.0530 |
-0.0083 |
-0.0004 |
tilt_COUNTRY |
| 2025-02-12 |
2025-02-13 |
ind_industrial_distribution |
-0.0012 |
0.0042 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-12 |
2025-02-13 |
ind_machinery |
0.0902 |
-0.0045 |
-0.0004 |
tilt_INDUSTRY |
| 2025-02-12 |
2025-02-13 |
ind_pharmaceuticals |
-0.0267 |
0.0061 |
-0.0002 |
tilt_INDUSTRY |
| 2025-02-12 |
2025-02-13 |
country_TW |
-0.0741 |
0.0185 |
-0.0014 |
tilt_COUNTRY |
| 2025-02-12 |
2025-02-13 |
ind_holding_companies |
0.0000 |
0.0088 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-12 |
2025-02-13 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-02-12 |
2025-02-13 |
ind_software_it_services |
0.0755 |
-0.0015 |
-0.0001 |
tilt_INDUSTRY |
| 2025-02-12 |
2025-02-13 |
sbeta_market |
0.0207 |
-0.0042 |
-0.0001 |
risk_exposure |
| 2025-02-12 |
2025-02-13 |
country_MY |
0.0112 |
-0.0060 |
-0.0001 |
tilt_COUNTRY |
| 2025-02-12 |
2025-02-13 |
ind_office_equipment |
0.0054 |
-0.0037 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-12 |
2025-02-13 |
ind_textiles_apparel |
-0.0419 |
0.0077 |
-0.0003 |
tilt_INDUSTRY |
| 2025-02-12 |
2025-02-13 |
country_CN |
0.1508 |
-0.0046 |
-0.0007 |
tilt_COUNTRY |
| 2025-02-12 |
2025-02-13 |
size_MICRO |
-0.0086 |
-0.0021 |
0.0000 |
tilt_SIZE |
| 2025-02-12 |
2025-02-13 |
ind_natural_gas_utilities |
-0.0167 |
0.0069 |
-0.0001 |
tilt_INDUSTRY |
| 2025-02-12 |
2025-02-13 |
ind_water_utilities |
-0.0045 |
0.0035 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-12 |
2025-02-13 |
ind_construction_materials |
-0.0148 |
0.0108 |
-0.0002 |
tilt_INDUSTRY |
| 2025-02-12 |
2025-02-13 |
ind_fintech |
0.0082 |
-0.0087 |
-0.0001 |
tilt_INDUSTRY |
| 2025-02-12 |
2025-02-13 |
ind_containers_packaging |
-0.0174 |
0.0001 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-12 |
2025-02-13 |
market |
-0.0068 |
0.0022 |
-0.0000 |
risk_exposure |
| 2025-02-12 |
2025-02-13 |
ind_investment_services |
0.1053 |
0.0007 |
0.0001 |
tilt_INDUSTRY |
| 2025-02-12 |
2025-02-13 |
ind_electric_utilities_ipps |
0.0223 |
0.0037 |
0.0001 |
tilt_INDUSTRY |
| 2025-02-12 |
2025-02-13 |
ind_healthcare_providers_services |
-0.0242 |
0.0040 |
-0.0001 |
tilt_INDUSTRY |
| 2025-02-12 |
2025-02-13 |
country_PH |
0.0015 |
0.0081 |
0.0000 |
tilt_COUNTRY |
| 2025-02-12 |
2025-02-13 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-02-12 |
2025-02-13 |
ind_communications_equipment |
0.0543 |
-0.0130 |
-0.0007 |
tilt_INDUSTRY |
| 2025-02-12 |
2025-02-13 |
ind_automobile |
-0.0132 |
-0.0055 |
0.0001 |
tilt_INDUSTRY |
| 2025-02-12 |
2025-02-13 |
country_KR |
0.0000 |
0.0097 |
0.0000 |
tilt_COUNTRY |
| 2025-02-12 |
2025-02-13 |
neglect |
1.2651 |
0.0004 |
0.0005 |
alpha_VALUE |
| 2025-02-12 |
2025-02-13 |
reversal |
1.2467 |
0.0024 |
0.0030 |
alpha_REVERSAL |
| 2025-02-12 |
2025-02-13 |
stability |
5.2178 |
-0.0007 |
-0.0035 |
alpha_QUALITY |
| 2025-02-12 |
2025-02-13 |
value_gc |
1.2219 |
-0.0001 |
-0.0001 |
alpha_VALUE |
| 2025-02-12 |
2025-02-13 |
ind_renewable_energy |
0.0215 |
-0.0002 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-12 |
2025-02-13 |
ind_oil_gas |
-0.0301 |
-0.0046 |
0.0001 |
tilt_INDUSTRY |
| 2025-02-12 |
2025-02-13 |
momentum |
0.5017 |
-0.0016 |
-0.0008 |
alpha_MOMENTUM |
| 2025-02-12 |
2025-02-13 |
value_liq |
0.6336 |
0.0018 |
0.0011 |
alpha_VALUE |
| 2025-02-12 |
2025-02-13 |
ind_electronic_equipment |
-0.0195 |
-0.0100 |
0.0002 |
tilt_INDUSTRY |
| 2025-02-12 |
2025-02-13 |
country_JP |
-0.0210 |
0.0105 |
-0.0002 |
tilt_COUNTRY |
| 2025-02-12 |
2025-02-13 |
country_SG |
-0.0645 |
-0.0000 |
0.0000 |
tilt_COUNTRY |
| 2025-02-12 |
2025-02-13 |
ind_semiconductors |
-0.0798 |
-0.0077 |
0.0006 |
tilt_INDUSTRY |
| 2025-02-12 |
2025-02-13 |
ind_computers_phones_household_electronics |
0.0162 |
-0.0121 |
-0.0002 |
tilt_INDUSTRY |
| 2025-02-12 |
2025-02-13 |
country_ID |
0.0591 |
-0.0099 |
-0.0006 |
tilt_COUNTRY |
| 2025-02-12 |
2025-02-13 |
ind_oil_gas_equipment_services |
-0.0085 |
-0.0018 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-12 |
2025-02-13 |
ind_consumer_goods_conglomerates |
0.0133 |
0.0018 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-12 |
2025-02-13 |
ind_multiline_utilities |
-0.0106 |
0.0015 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-12 |
2025-02-13 |
country_TH |
-0.0898 |
-0.0087 |
0.0008 |
tilt_COUNTRY |
| 2025-02-12 |
2025-02-13 |
ind_metals_mining |
-0.0169 |
0.0079 |
-0.0001 |
tilt_INDUSTRY |
| 2025-02-12 |
2025-02-13 |
specret |
NaN |
NaN |
0.0039 |
unexplained |
| 2025-02-12 |
2025-02-13 |
ind_paper_forestry |
-0.0018 |
0.0113 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-12 |
2025-02-13 |
revision |
0.9130 |
-0.0019 |
-0.0017 |
alpha_REVISION |
| 2025-02-12 |
2025-02-13 |
country_AU |
-0.0994 |
-0.0018 |
0.0002 |
tilt_COUNTRY |
| 2025-02-12 |
2025-02-13 |
ind_household_goods |
-0.0217 |
-0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-12 |
2025-02-13 |
country_NZ |
-0.0197 |
-0.0021 |
0.0000 |
tilt_COUNTRY |
| 2025-02-12 |
2025-02-13 |
ind_construction_engineering |
-0.1073 |
0.0048 |
-0.0005 |
tilt_INDUSTRY |
| 2025-02-12 |
2025-02-13 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-02-12 |
2025-02-13 |
ind_hotels_entertainment |
-0.0692 |
0.0112 |
-0.0008 |
tilt_INDUSTRY |
| 2025-02-12 |
2025-02-13 |
fmom |
1.3314 |
0.0003 |
0.0005 |
alpha_QUALITY |
| 2025-02-12 |
2025-02-13 |
ind_real_estate_operations |
-0.0346 |
0.0020 |
-0.0001 |
tilt_INDUSTRY |
| 2025-02-12 |
2025-02-13 |
ind_transportation_infrastructure |
-0.0189 |
0.0039 |
-0.0001 |
tilt_INDUSTRY |
| 2025-02-12 |
2025-02-13 |
ind_beverages |
-0.0869 |
0.0232 |
-0.0020 |
tilt_INDUSTRY |
| 2025-02-12 |
2025-02-13 |
ind_banking_services |
-0.0203 |
-0.0005 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-12 |
2025-02-13 |
ind_healthcare_equipment_supplies |
-0.0226 |
-0.0024 |
0.0001 |
tilt_INDUSTRY |
| 2025-02-12 |
2025-02-13 |
ind_integrated_hardware_software |
0.0129 |
0.0041 |
0.0001 |
tilt_INDUSTRY |
| 2025-02-12 |
2025-02-13 |
linkage |
1.0583 |
0.0001 |
0.0001 |
alpha_MOMENTUM |
| 2025-02-12 |
2025-02-13 |
country_XH |
-0.0038 |
-0.0098 |
0.0000 |
tilt_COUNTRY |
| 2025-02-12 |
2025-02-13 |
ind_diversified_retail |
0.0001 |
-0.0006 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-12 |
2025-02-13 |
ind_food_drug_retail |
-0.0108 |
-0.0010 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-12 |
2025-02-13 |
ind_passenger_transportation |
0.0697 |
0.0036 |
0.0003 |
tilt_INDUSTRY |
| 2025-02-12 |
2025-02-13 |
ind_commercial_services_supplies |
0.0261 |
-0.0002 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-12 |
2025-02-13 |
ind_media_publishing |
0.0173 |
0.0091 |
0.0002 |
tilt_INDUSTRY |
| 2025-02-12 |
2025-02-13 |
size_LARGE |
0.1039 |
0.0062 |
0.0006 |
tilt_SIZE |
| 2025-02-12 |
2025-02-13 |
ind_aerospace_defense |
0.0120 |
0.0037 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-12 |
2025-02-13 |
ind_household_products_services |
-0.0423 |
0.0030 |
-0.0001 |
tilt_INDUSTRY |
| 2025-02-12 |
2025-02-13 |
ind_food_tobacco |
0.1087 |
0.0046 |
0.0005 |
tilt_INDUSTRY |
| 2025-02-12 |
2025-02-13 |
quality |
3.5134 |
-0.0006 |
-0.0019 |
alpha_QUALITY |
| 2025-02-12 |
2025-02-13 |
ind_uranium |
0.0001 |
-0.0024 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-12 |
2025-02-13 |
ind_homebuilding_building_products |
-0.0103 |
0.0049 |
-0.0001 |
tilt_INDUSTRY |
| 2025-02-12 |
2025-02-13 |
ind_coal |
-0.0542 |
0.0049 |
-0.0003 |
tilt_INDUSTRY |
| 2025-02-12 |
2025-02-13 |
ind_chemicals |
-0.0331 |
0.0051 |
-0.0002 |
tilt_INDUSTRY |
| 2025-02-12 |
2025-02-13 |
size_SMALL |
-0.0059 |
-0.0016 |
0.0000 |
tilt_SIZE |
| 2025-02-12 |
2025-02-13 |
ind_specialty_reatil |
0.0202 |
0.0010 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-12 |
2025-02-13 |
country_IN |
0.0898 |
-0.0021 |
-0.0002 |
tilt_COUNTRY |
| 2025-02-12 |
2025-02-13 |
ind_leisure_products |
-0.0056 |
-0.0015 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-12 |
2025-02-13 |
pdiscrepancy |
NaN |
NaN |
-0.0000 |
unexplained |
| 2025-02-12 |
2025-02-13 |
size_MID |
-0.0962 |
-0.0027 |
0.0003 |
tilt_SIZE |
| 2025-02-12 |
2025-02-13 |
sdiscrepancy |
NaN |
NaN |
-0.0006 |
unexplained |
| 2025-02-12 |
2025-02-13 |
ind_insurance |
0.0666 |
-0.0064 |
-0.0004 |
tilt_INDUSTRY |
| 2025-02-12 |
2025-02-13 |
ind_freight_logistics |
0.0207 |
0.0037 |
0.0001 |
tilt_INDUSTRY |
| 2025-02-12 |
2025-02-13 |
linearCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-02-12 |
2025-02-13 |
ind_telecommunications_serices |
0.0979 |
-0.0055 |
-0.0005 |
tilt_INDUSTRY |
| 2025-02-13 |
2025-02-14 |
ind_machinery |
0.0908 |
-0.0056 |
-0.0005 |
tilt_INDUSTRY |
| 2025-02-13 |
2025-02-14 |
country_PH |
0.0015 |
-0.0089 |
-0.0000 |
tilt_COUNTRY |
| 2025-02-13 |
2025-02-14 |
ind_industrial_distribution |
-0.0013 |
-0.0090 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-13 |
2025-02-14 |
sdiscrepancy |
NaN |
NaN |
-0.0000 |
unexplained |
| 2025-02-13 |
2025-02-14 |
ind_semiconductors |
-0.0802 |
-0.0059 |
0.0005 |
tilt_INDUSTRY |
| 2025-02-13 |
2025-02-14 |
momentum |
0.5092 |
-0.0012 |
-0.0006 |
alpha_MOMENTUM |
| 2025-02-13 |
2025-02-14 |
value_liq |
0.6444 |
0.0021 |
0.0013 |
alpha_VALUE |
| 2025-02-13 |
2025-02-14 |
quality |
3.4877 |
-0.0006 |
-0.0021 |
alpha_QUALITY |
| 2025-02-13 |
2025-02-14 |
ind_electric_utilities_ipps |
0.0212 |
-0.0013 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-13 |
2025-02-14 |
ind_transportation_infrastructure |
-0.0175 |
-0.0066 |
0.0001 |
tilt_INDUSTRY |
| 2025-02-13 |
2025-02-14 |
sbeta_market |
0.0179 |
0.0044 |
0.0001 |
risk_exposure |
| 2025-02-13 |
2025-02-14 |
value_gc |
1.2222 |
-0.0004 |
-0.0005 |
alpha_VALUE |
| 2025-02-13 |
2025-02-14 |
country_CN |
0.1583 |
0.0014 |
0.0002 |
tilt_COUNTRY |
| 2025-02-13 |
2025-02-14 |
size_LARGE |
0.1085 |
0.0011 |
0.0001 |
tilt_SIZE |
| 2025-02-13 |
2025-02-14 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-02-13 |
2025-02-14 |
ind_commercial_services_supplies |
0.0286 |
0.0034 |
0.0001 |
tilt_INDUSTRY |
| 2025-02-13 |
2025-02-14 |
ind_aerospace_defense |
0.0120 |
-0.0096 |
-0.0001 |
tilt_INDUSTRY |
| 2025-02-13 |
2025-02-14 |
ind_integrated_hardware_software |
0.0130 |
0.0316 |
0.0004 |
tilt_INDUSTRY |
| 2025-02-13 |
2025-02-14 |
ind_investment_services |
0.1013 |
-0.0025 |
-0.0002 |
tilt_INDUSTRY |
| 2025-02-13 |
2025-02-14 |
ind_coal |
-0.0539 |
-0.0089 |
0.0005 |
tilt_INDUSTRY |
| 2025-02-13 |
2025-02-14 |
ind_chemicals |
-0.0290 |
-0.0064 |
0.0002 |
tilt_INDUSTRY |
| 2025-02-13 |
2025-02-14 |
ind_healthcare_providers_services |
-0.0242 |
0.0114 |
-0.0003 |
tilt_INDUSTRY |
| 2025-02-13 |
2025-02-14 |
ind_insurance |
0.0673 |
0.0055 |
0.0004 |
tilt_INDUSTRY |
| 2025-02-13 |
2025-02-14 |
ind_leisure_products |
-0.0053 |
0.0013 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-13 |
2025-02-14 |
ind_freight_logistics |
0.0205 |
-0.0021 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-13 |
2025-02-14 |
ind_water_utilities |
-0.0044 |
-0.0048 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-13 |
2025-02-14 |
ind_oil_gas_equipment_services |
-0.0091 |
-0.0155 |
0.0001 |
tilt_INDUSTRY |
| 2025-02-13 |
2025-02-14 |
country_XH |
-0.0042 |
0.0225 |
-0.0001 |
tilt_COUNTRY |
| 2025-02-13 |
2025-02-14 |
ind_electronic_equipment |
-0.0267 |
-0.0041 |
0.0001 |
tilt_INDUSTRY |
| 2025-02-13 |
2025-02-14 |
ind_software_it_services |
0.0827 |
0.0195 |
0.0016 |
tilt_INDUSTRY |
| 2025-02-13 |
2025-02-14 |
ind_pharmaceuticals |
-0.0322 |
0.0064 |
-0.0002 |
tilt_INDUSTRY |
| 2025-02-13 |
2025-02-14 |
ind_consumer_goods_conglomerates |
0.0152 |
-0.0051 |
-0.0001 |
tilt_INDUSTRY |
| 2025-02-13 |
2025-02-14 |
country_MY |
0.0111 |
0.0020 |
0.0000 |
tilt_COUNTRY |
| 2025-02-13 |
2025-02-14 |
country_AU |
-0.0999 |
0.0037 |
-0.0004 |
tilt_COUNTRY |
| 2025-02-13 |
2025-02-14 |
ind_oil_gas |
-0.0309 |
-0.0055 |
0.0002 |
tilt_INDUSTRY |
| 2025-02-13 |
2025-02-14 |
country_NZ |
-0.0198 |
0.0073 |
-0.0001 |
tilt_COUNTRY |
| 2025-02-13 |
2025-02-14 |
ind_real_estate_operations |
-0.0373 |
-0.0065 |
0.0002 |
tilt_INDUSTRY |
| 2025-02-13 |
2025-02-14 |
ind_healthcare_equipment_supplies |
-0.0249 |
0.0166 |
-0.0004 |
tilt_INDUSTRY |
| 2025-02-13 |
2025-02-14 |
ind_containers_packaging |
-0.0174 |
-0.0056 |
0.0001 |
tilt_INDUSTRY |
| 2025-02-13 |
2025-02-14 |
ind_food_drug_retail |
-0.0105 |
0.0077 |
-0.0001 |
tilt_INDUSTRY |
| 2025-02-13 |
2025-02-14 |
market |
-0.0058 |
-0.0023 |
0.0000 |
risk_exposure |
| 2025-02-13 |
2025-02-14 |
ind_specialty_reatil |
0.0215 |
0.0009 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-13 |
2025-02-14 |
ind_banking_services |
-0.0106 |
-0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-13 |
2025-02-14 |
ind_holding_companies |
0.0000 |
0.0170 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-13 |
2025-02-14 |
ind_beverages |
-0.0867 |
-0.0071 |
0.0006 |
tilt_INDUSTRY |
| 2025-02-13 |
2025-02-14 |
fmom |
1.2870 |
0.0002 |
0.0002 |
alpha_QUALITY |
| 2025-02-13 |
2025-02-14 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-02-13 |
2025-02-14 |
country_KR |
0.0000 |
0.0024 |
0.0000 |
tilt_COUNTRY |
| 2025-02-13 |
2025-02-14 |
ind_construction_engineering |
-0.1092 |
-0.0041 |
0.0004 |
tilt_INDUSTRY |
| 2025-02-13 |
2025-02-14 |
ind_household_goods |
-0.0212 |
0.0030 |
-0.0001 |
tilt_INDUSTRY |
| 2025-02-13 |
2025-02-14 |
ind_natural_gas_utilities |
-0.0194 |
0.0003 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-13 |
2025-02-14 |
ind_fintech |
0.0080 |
-0.0032 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-13 |
2025-02-14 |
ind_metals_mining |
-0.0164 |
-0.0012 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-13 |
2025-02-14 |
neglect |
1.3298 |
-0.0001 |
-0.0002 |
alpha_VALUE |
| 2025-02-13 |
2025-02-14 |
ind_multiline_utilities |
-0.0102 |
-0.0050 |
0.0001 |
tilt_INDUSTRY |
| 2025-02-13 |
2025-02-14 |
country_ID |
0.0592 |
0.0122 |
0.0007 |
tilt_COUNTRY |
| 2025-02-13 |
2025-02-14 |
country_TW |
-0.0761 |
0.0017 |
-0.0001 |
tilt_COUNTRY |
| 2025-02-13 |
2025-02-14 |
country_SG |
-0.0644 |
0.0006 |
-0.0000 |
tilt_COUNTRY |
| 2025-02-13 |
2025-02-14 |
country_HK |
0.0485 |
0.0196 |
0.0010 |
tilt_COUNTRY |
| 2025-02-13 |
2025-02-14 |
country_JP |
-0.0252 |
-0.0075 |
0.0002 |
tilt_COUNTRY |
| 2025-02-13 |
2025-02-14 |
ind_paper_forestry |
-0.0017 |
-0.0105 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-13 |
2025-02-14 |
ind_homebuilding_building_products |
-0.0110 |
-0.0014 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-13 |
2025-02-14 |
specret |
NaN |
NaN |
-0.0051 |
unexplained |
| 2025-02-13 |
2025-02-14 |
size_MID |
-0.0985 |
0.0010 |
-0.0001 |
tilt_SIZE |
| 2025-02-13 |
2025-02-14 |
ind_media_publishing |
0.0174 |
-0.0004 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-13 |
2025-02-14 |
linearCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-02-13 |
2025-02-14 |
ind_renewable_energy |
0.0212 |
-0.0040 |
-0.0001 |
tilt_INDUSTRY |
| 2025-02-13 |
2025-02-14 |
ind_household_products_services |
-0.0425 |
0.0032 |
-0.0001 |
tilt_INDUSTRY |
| 2025-02-13 |
2025-02-14 |
ind_food_tobacco |
0.1066 |
-0.0046 |
-0.0005 |
tilt_INDUSTRY |
| 2025-02-13 |
2025-02-14 |
ind_uranium |
0.0002 |
-0.0130 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-13 |
2025-02-14 |
pdiscrepancy |
NaN |
NaN |
0.0000 |
unexplained |
| 2025-02-13 |
2025-02-14 |
ind_automobile |
-0.0129 |
0.0044 |
-0.0001 |
tilt_INDUSTRY |
| 2025-02-13 |
2025-02-14 |
ind_biotechnology |
-0.0051 |
0.0246 |
-0.0001 |
tilt_INDUSTRY |
| 2025-02-13 |
2025-02-14 |
ind_communications_equipment |
0.0549 |
-0.0004 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-13 |
2025-02-14 |
ind_computers_phones_household_electronics |
0.0218 |
-0.0017 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-13 |
2025-02-14 |
ind_diversified_retail |
0.0001 |
0.0047 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-13 |
2025-02-14 |
ind_telecommunications_serices |
0.0994 |
0.0054 |
0.0005 |
tilt_INDUSTRY |
| 2025-02-13 |
2025-02-14 |
ind_office_equipment |
0.0040 |
-0.0046 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-13 |
2025-02-14 |
ind_textiles_apparel |
-0.0464 |
0.0027 |
-0.0001 |
tilt_INDUSTRY |
| 2025-02-13 |
2025-02-14 |
country_IN |
0.0908 |
-0.0241 |
-0.0022 |
tilt_COUNTRY |
| 2025-02-13 |
2025-02-14 |
linkage |
1.0651 |
0.0001 |
0.0001 |
alpha_MOMENTUM |
| 2025-02-13 |
2025-02-14 |
stability |
5.2716 |
0.0005 |
0.0025 |
alpha_QUALITY |
| 2025-02-13 |
2025-02-14 |
size_MICRO |
-0.0078 |
-0.0049 |
0.0000 |
tilt_SIZE |
| 2025-02-13 |
2025-02-14 |
country_TH |
-0.0858 |
0.0017 |
-0.0001 |
tilt_COUNTRY |
| 2025-02-13 |
2025-02-14 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-02-13 |
2025-02-14 |
revision |
0.9912 |
0.0006 |
0.0006 |
alpha_REVISION |
| 2025-02-13 |
2025-02-14 |
ind_construction_materials |
-0.0149 |
-0.0054 |
0.0001 |
tilt_INDUSTRY |
| 2025-02-13 |
2025-02-14 |
ind_passenger_transportation |
0.0703 |
-0.0023 |
-0.0002 |
tilt_INDUSTRY |
| 2025-02-13 |
2025-02-14 |
size_SMALL |
-0.0080 |
-0.0020 |
0.0000 |
tilt_SIZE |
| 2025-02-13 |
2025-02-14 |
reversal |
1.1606 |
-0.0012 |
-0.0014 |
alpha_REVERSAL |
| 2025-02-13 |
2025-02-14 |
ind_hotels_entertainment |
-0.0710 |
0.0025 |
-0.0002 |
tilt_INDUSTRY |
| 2025-02-14 |
2025-02-17 |
pdiscrepancy |
NaN |
NaN |
0.0000 |
unexplained |
| 2025-02-14 |
2025-02-17 |
value_liq |
0.6550 |
-0.0014 |
-0.0009 |
alpha_VALUE |
| 2025-02-14 |
2025-02-17 |
ind_oil_gas_equipment_services |
-0.0093 |
-0.0084 |
0.0001 |
tilt_INDUSTRY |
| 2025-02-14 |
2025-02-17 |
ind_freight_logistics |
0.0238 |
0.0032 |
0.0001 |
tilt_INDUSTRY |
| 2025-02-14 |
2025-02-17 |
fmom |
1.2154 |
-0.0003 |
-0.0004 |
alpha_QUALITY |
| 2025-02-14 |
2025-02-17 |
specret |
NaN |
NaN |
0.0020 |
unexplained |
| 2025-02-14 |
2025-02-17 |
ind_leisure_products |
-0.0047 |
0.0038 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-14 |
2025-02-17 |
ind_insurance |
0.0650 |
-0.0035 |
-0.0002 |
tilt_INDUSTRY |
| 2025-02-14 |
2025-02-17 |
size_MID |
-0.1008 |
-0.0009 |
0.0001 |
tilt_SIZE |
| 2025-02-14 |
2025-02-17 |
ind_healthcare_equipment_supplies |
-0.0266 |
0.0056 |
-0.0001 |
tilt_INDUSTRY |
| 2025-02-14 |
2025-02-17 |
linearCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-02-14 |
2025-02-17 |
country_IN |
0.0928 |
0.0030 |
0.0003 |
tilt_COUNTRY |
| 2025-02-14 |
2025-02-17 |
size_SMALL |
0.0021 |
-0.0000 |
-0.0000 |
tilt_SIZE |
| 2025-02-14 |
2025-02-17 |
ind_renewable_energy |
0.0210 |
0.0036 |
0.0001 |
tilt_INDUSTRY |
| 2025-02-14 |
2025-02-17 |
ind_specialty_reatil |
0.0242 |
0.0011 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-14 |
2025-02-17 |
ind_telecommunications_serices |
0.0979 |
0.0060 |
0.0006 |
tilt_INDUSTRY |
| 2025-02-14 |
2025-02-17 |
ind_chemicals |
-0.0246 |
-0.0028 |
0.0001 |
tilt_INDUSTRY |
| 2025-02-14 |
2025-02-17 |
ind_diversified_retail |
0.0001 |
-0.0030 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-14 |
2025-02-17 |
ind_semiconductors |
-0.0782 |
0.0070 |
-0.0005 |
tilt_INDUSTRY |
| 2025-02-14 |
2025-02-17 |
ind_homebuilding_building_products |
-0.0139 |
0.0013 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-14 |
2025-02-17 |
country_XH |
-0.0036 |
-0.0061 |
0.0000 |
tilt_COUNTRY |
| 2025-02-14 |
2025-02-17 |
ind_electronic_equipment |
-0.0344 |
0.0034 |
-0.0001 |
tilt_INDUSTRY |
| 2025-02-14 |
2025-02-17 |
ind_construction_engineering |
-0.1102 |
-0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-14 |
2025-02-17 |
ind_oil_gas |
-0.0318 |
-0.0014 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-14 |
2025-02-17 |
ind_hotels_entertainment |
-0.0702 |
-0.0023 |
0.0002 |
tilt_INDUSTRY |
| 2025-02-14 |
2025-02-17 |
ind_household_goods |
-0.0210 |
0.0001 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-14 |
2025-02-17 |
momentum |
0.5030 |
-0.0001 |
-0.0000 |
alpha_MOMENTUM |
| 2025-02-14 |
2025-02-17 |
country_AU |
-0.1014 |
0.0056 |
-0.0006 |
tilt_COUNTRY |
| 2025-02-14 |
2025-02-17 |
country_TH |
-0.0722 |
0.0179 |
-0.0013 |
tilt_COUNTRY |
| 2025-02-14 |
2025-02-17 |
ind_metals_mining |
-0.0150 |
-0.0113 |
0.0002 |
tilt_INDUSTRY |
| 2025-02-14 |
2025-02-17 |
sdiscrepancy |
NaN |
NaN |
0.0002 |
unexplained |
| 2025-02-14 |
2025-02-17 |
ind_beverages |
-0.0895 |
-0.0035 |
0.0003 |
tilt_INDUSTRY |
| 2025-02-14 |
2025-02-17 |
country_NZ |
-0.0197 |
-0.0032 |
0.0001 |
tilt_COUNTRY |
| 2025-02-14 |
2025-02-17 |
ind_multiline_utilities |
-0.0102 |
0.0051 |
-0.0001 |
tilt_INDUSTRY |
| 2025-02-14 |
2025-02-17 |
ind_consumer_goods_conglomerates |
0.0193 |
0.0093 |
0.0002 |
tilt_INDUSTRY |
| 2025-02-14 |
2025-02-17 |
country_SG |
-0.0636 |
0.0052 |
-0.0003 |
tilt_COUNTRY |
| 2025-02-14 |
2025-02-17 |
country_ID |
0.0608 |
0.0347 |
0.0021 |
tilt_COUNTRY |
| 2025-02-14 |
2025-02-17 |
ind_banking_services |
0.0005 |
0.0058 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-14 |
2025-02-17 |
ind_computers_phones_household_electronics |
0.0235 |
0.0024 |
0.0001 |
tilt_INDUSTRY |
| 2025-02-14 |
2025-02-17 |
ind_real_estate_operations |
-0.0379 |
0.0009 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-14 |
2025-02-17 |
ind_transportation_infrastructure |
-0.0166 |
0.0072 |
-0.0001 |
tilt_INDUSTRY |
| 2025-02-14 |
2025-02-17 |
linkage |
1.0203 |
-0.0002 |
-0.0003 |
alpha_MOMENTUM |
| 2025-02-14 |
2025-02-17 |
country_JP |
-0.0339 |
-0.0021 |
0.0001 |
tilt_COUNTRY |
| 2025-02-14 |
2025-02-17 |
revision |
1.0378 |
-0.0006 |
-0.0006 |
alpha_REVISION |
| 2025-02-14 |
2025-02-17 |
bcost |
NaN |
NaN |
-0.0010 |
cost |
| 2025-02-14 |
2025-02-17 |
ind_office_equipment |
0.0038 |
-0.0098 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-14 |
2025-02-17 |
country_KR |
0.0000 |
0.0092 |
0.0000 |
tilt_COUNTRY |
| 2025-02-14 |
2025-02-17 |
ind_software_it_services |
0.0877 |
-0.0073 |
-0.0006 |
tilt_INDUSTRY |
| 2025-02-14 |
2025-02-17 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-02-14 |
2025-02-17 |
neglect |
1.3367 |
0.0015 |
0.0020 |
alpha_VALUE |
| 2025-02-14 |
2025-02-17 |
ind_containers_packaging |
-0.0176 |
-0.0021 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-14 |
2025-02-17 |
ind_construction_materials |
-0.0150 |
-0.0007 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-14 |
2025-02-17 |
ind_investment_services |
0.0983 |
0.0016 |
0.0002 |
tilt_INDUSTRY |
| 2025-02-14 |
2025-02-17 |
country_TW |
-0.0760 |
0.0094 |
-0.0007 |
tilt_COUNTRY |
| 2025-02-14 |
2025-02-17 |
country_CN |
0.1776 |
-0.0035 |
-0.0006 |
tilt_COUNTRY |
| 2025-02-14 |
2025-02-17 |
market |
0.0172 |
-0.0058 |
-0.0001 |
risk_exposure |
| 2025-02-14 |
2025-02-17 |
ind_fintech |
0.0074 |
-0.0046 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-14 |
2025-02-17 |
fcost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-02-14 |
2025-02-17 |
ind_healthcare_providers_services |
-0.0194 |
0.0144 |
-0.0003 |
tilt_INDUSTRY |
| 2025-02-14 |
2025-02-17 |
reversal |
1.0214 |
0.0001 |
0.0001 |
alpha_REVERSAL |
| 2025-02-14 |
2025-02-17 |
ind_natural_gas_utilities |
-0.0221 |
0.0089 |
-0.0002 |
tilt_INDUSTRY |
| 2025-02-14 |
2025-02-17 |
ind_passenger_transportation |
0.0707 |
-0.0013 |
-0.0001 |
tilt_INDUSTRY |
| 2025-02-14 |
2025-02-17 |
ind_water_utilities |
-0.0045 |
0.0072 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-14 |
2025-02-17 |
ind_communications_equipment |
0.0564 |
0.0047 |
0.0003 |
tilt_INDUSTRY |
| 2025-02-14 |
2025-02-17 |
ind_biotechnology |
-0.0051 |
0.0006 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-14 |
2025-02-17 |
quality |
3.4664 |
-0.0004 |
-0.0015 |
alpha_QUALITY |
| 2025-02-14 |
2025-02-17 |
ind_automobile |
-0.0125 |
-0.0055 |
0.0001 |
tilt_INDUSTRY |
| 2025-02-14 |
2025-02-17 |
ind_holding_companies |
0.0000 |
0.0013 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-14 |
2025-02-17 |
ind_pharmaceuticals |
-0.0345 |
0.0004 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-14 |
2025-02-17 |
ind_food_drug_retail |
-0.0074 |
-0.0049 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-14 |
2025-02-17 |
country_PH |
0.0015 |
-0.0142 |
-0.0000 |
tilt_COUNTRY |
| 2025-02-14 |
2025-02-17 |
country_HK |
0.0438 |
-0.0028 |
-0.0001 |
tilt_COUNTRY |
| 2025-02-14 |
2025-02-17 |
ind_commercial_services_supplies |
0.0358 |
-0.0017 |
-0.0001 |
tilt_INDUSTRY |
| 2025-02-14 |
2025-02-17 |
ind_coal |
-0.0533 |
-0.0071 |
0.0004 |
tilt_INDUSTRY |
| 2025-02-14 |
2025-02-17 |
ind_household_products_services |
-0.0416 |
-0.0103 |
0.0004 |
tilt_INDUSTRY |
| 2025-02-14 |
2025-02-17 |
ind_industrial_distribution |
-0.0014 |
-0.0008 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-14 |
2025-02-17 |
ind_aerospace_defense |
0.0118 |
-0.0106 |
-0.0001 |
tilt_INDUSTRY |
| 2025-02-14 |
2025-02-17 |
ind_media_publishing |
0.0167 |
-0.0113 |
-0.0002 |
tilt_INDUSTRY |
| 2025-02-14 |
2025-02-17 |
ind_food_tobacco |
0.1055 |
-0.0012 |
-0.0001 |
tilt_INDUSTRY |
| 2025-02-14 |
2025-02-17 |
ind_machinery |
0.1018 |
0.0002 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-14 |
2025-02-17 |
ind_textiles_apparel |
-0.0516 |
-0.0128 |
0.0007 |
tilt_INDUSTRY |
| 2025-02-14 |
2025-02-17 |
size_MICRO |
-0.0075 |
0.0077 |
-0.0001 |
tilt_SIZE |
| 2025-02-14 |
2025-02-17 |
ind_paper_forestry |
-0.0014 |
0.0057 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-14 |
2025-02-17 |
size_LARGE |
0.1234 |
0.0010 |
0.0001 |
tilt_SIZE |
| 2025-02-14 |
2025-02-17 |
country_MY |
0.0111 |
-0.0066 |
-0.0001 |
tilt_COUNTRY |
| 2025-02-14 |
2025-02-17 |
ind_integrated_hardware_software |
0.0129 |
-0.0103 |
-0.0001 |
tilt_INDUSTRY |
| 2025-02-14 |
2025-02-17 |
ind_electric_utilities_ipps |
0.0141 |
0.0117 |
0.0002 |
tilt_INDUSTRY |
| 2025-02-14 |
2025-02-17 |
ind_uranium |
0.0003 |
-0.0146 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-14 |
2025-02-17 |
value_gc |
1.2175 |
0.0003 |
0.0004 |
alpha_VALUE |
| 2025-02-14 |
2025-02-17 |
sbeta_market |
0.0372 |
0.0082 |
0.0003 |
risk_exposure |
| 2025-02-14 |
2025-02-17 |
stability |
5.3038 |
-0.0000 |
-0.0001 |
alpha_QUALITY |
| 2025-02-17 |
2025-02-18 |
country_CN |
0.1886 |
-0.0034 |
-0.0007 |
tilt_COUNTRY |
| 2025-02-17 |
2025-02-18 |
ind_food_drug_retail |
-0.0034 |
-0.0076 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-17 |
2025-02-18 |
sdiscrepancy |
NaN |
NaN |
0.0005 |
unexplained |
| 2025-02-17 |
2025-02-18 |
reversal |
1.0911 |
-0.0002 |
-0.0002 |
alpha_REVERSAL |
| 2025-02-17 |
2025-02-18 |
ind_industrial_distribution |
-0.0014 |
-0.0051 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-17 |
2025-02-18 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-02-17 |
2025-02-18 |
country_PH |
0.0016 |
0.0182 |
0.0000 |
tilt_COUNTRY |
| 2025-02-17 |
2025-02-18 |
country_NZ |
-0.0197 |
-0.0075 |
0.0001 |
tilt_COUNTRY |
| 2025-02-17 |
2025-02-18 |
country_IN |
0.0869 |
-0.0107 |
-0.0009 |
tilt_COUNTRY |
| 2025-02-17 |
2025-02-18 |
size_MICRO |
-0.0076 |
-0.0033 |
0.0000 |
tilt_SIZE |
| 2025-02-17 |
2025-02-18 |
size_SMALL |
0.0079 |
-0.0017 |
-0.0000 |
tilt_SIZE |
| 2025-02-17 |
2025-02-18 |
country_TH |
-0.0607 |
0.0069 |
-0.0004 |
tilt_COUNTRY |
| 2025-02-17 |
2025-02-18 |
stability |
5.2915 |
0.0006 |
0.0033 |
alpha_QUALITY |
| 2025-02-17 |
2025-02-18 |
sbeta_market |
0.0573 |
-0.0169 |
-0.0010 |
risk_exposure |
| 2025-02-17 |
2025-02-18 |
ind_machinery |
0.1057 |
0.0048 |
0.0005 |
tilt_INDUSTRY |
| 2025-02-17 |
2025-02-18 |
ind_hotels_entertainment |
-0.0694 |
-0.0042 |
0.0003 |
tilt_INDUSTRY |
| 2025-02-17 |
2025-02-18 |
ind_passenger_transportation |
0.0710 |
0.0004 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-17 |
2025-02-18 |
ind_holding_companies |
0.0000 |
-0.0015 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-17 |
2025-02-18 |
country_HK |
0.0429 |
0.0111 |
0.0005 |
tilt_COUNTRY |
| 2025-02-17 |
2025-02-18 |
country_JP |
-0.0311 |
0.0044 |
-0.0001 |
tilt_COUNTRY |
| 2025-02-17 |
2025-02-18 |
ind_homebuilding_building_products |
-0.0167 |
-0.0059 |
0.0001 |
tilt_INDUSTRY |
| 2025-02-17 |
2025-02-18 |
value_gc |
1.2035 |
0.0004 |
0.0004 |
alpha_VALUE |
| 2025-02-17 |
2025-02-18 |
ind_oil_gas_equipment_services |
-0.0092 |
0.0008 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-17 |
2025-02-18 |
ind_freight_logistics |
0.0277 |
-0.0034 |
-0.0001 |
tilt_INDUSTRY |
| 2025-02-17 |
2025-02-18 |
size_MID |
-0.0952 |
-0.0009 |
0.0001 |
tilt_SIZE |
| 2025-02-17 |
2025-02-18 |
specret |
NaN |
NaN |
-0.0018 |
unexplained |
| 2025-02-17 |
2025-02-18 |
ind_leisure_products |
-0.0038 |
-0.0007 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-17 |
2025-02-18 |
ind_insurance |
0.0627 |
0.0011 |
0.0001 |
tilt_INDUSTRY |
| 2025-02-17 |
2025-02-18 |
ind_paper_forestry |
-0.0009 |
-0.0067 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-17 |
2025-02-18 |
ind_food_tobacco |
0.1069 |
-0.0020 |
-0.0002 |
tilt_INDUSTRY |
| 2025-02-17 |
2025-02-18 |
ind_media_publishing |
0.0146 |
-0.0170 |
-0.0002 |
tilt_INDUSTRY |
| 2025-02-17 |
2025-02-18 |
ind_household_products_services |
-0.0413 |
-0.0114 |
0.0005 |
tilt_INDUSTRY |
| 2025-02-17 |
2025-02-18 |
ind_office_equipment |
0.0035 |
-0.0058 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-17 |
2025-02-18 |
country_XH |
-0.0039 |
0.0193 |
-0.0001 |
tilt_COUNTRY |
| 2025-02-17 |
2025-02-18 |
ind_pharmaceuticals |
-0.0357 |
-0.0016 |
0.0001 |
tilt_INDUSTRY |
| 2025-02-17 |
2025-02-18 |
ind_electronic_equipment |
-0.0419 |
-0.0008 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-17 |
2025-02-18 |
ind_integrated_hardware_software |
0.0124 |
-0.0185 |
-0.0002 |
tilt_INDUSTRY |
| 2025-02-17 |
2025-02-18 |
ind_healthcare_equipment_supplies |
-0.0253 |
-0.0046 |
0.0001 |
tilt_INDUSTRY |
| 2025-02-17 |
2025-02-18 |
country_KR |
0.0000 |
0.0018 |
0.0000 |
tilt_COUNTRY |
| 2025-02-17 |
2025-02-18 |
country_MY |
0.0112 |
-0.0041 |
-0.0000 |
tilt_COUNTRY |
| 2025-02-17 |
2025-02-18 |
ind_healthcare_providers_services |
-0.0145 |
-0.0040 |
0.0001 |
tilt_INDUSTRY |
| 2025-02-17 |
2025-02-18 |
ind_oil_gas |
-0.0311 |
-0.0045 |
0.0001 |
tilt_INDUSTRY |
| 2025-02-17 |
2025-02-18 |
ind_household_goods |
-0.0202 |
-0.0035 |
0.0001 |
tilt_INDUSTRY |
| 2025-02-17 |
2025-02-18 |
ind_metals_mining |
-0.0131 |
0.0065 |
-0.0001 |
tilt_INDUSTRY |
| 2025-02-17 |
2025-02-18 |
country_AU |
-0.0998 |
-0.0079 |
0.0008 |
tilt_COUNTRY |
| 2025-02-17 |
2025-02-18 |
ind_fintech |
0.0065 |
-0.0085 |
-0.0001 |
tilt_INDUSTRY |
| 2025-02-17 |
2025-02-18 |
country_TW |
-0.0731 |
0.0038 |
-0.0003 |
tilt_COUNTRY |
| 2025-02-17 |
2025-02-18 |
ind_multiline_utilities |
-0.0098 |
0.0007 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-17 |
2025-02-18 |
country_SG |
-0.0632 |
0.0004 |
-0.0000 |
tilt_COUNTRY |
| 2025-02-17 |
2025-02-18 |
ind_investment_services |
0.0961 |
-0.0021 |
-0.0002 |
tilt_INDUSTRY |
| 2025-02-17 |
2025-02-18 |
country_ID |
0.0608 |
-0.0011 |
-0.0001 |
tilt_COUNTRY |
| 2025-02-17 |
2025-02-18 |
value_liq |
0.6426 |
0.0010 |
0.0006 |
alpha_VALUE |
| 2025-02-17 |
2025-02-18 |
size_LARGE |
0.1353 |
0.0036 |
0.0005 |
tilt_SIZE |
| 2025-02-17 |
2025-02-18 |
ind_natural_gas_utilities |
-0.0220 |
0.0086 |
-0.0002 |
tilt_INDUSTRY |
| 2025-02-17 |
2025-02-18 |
revision |
0.9064 |
0.0006 |
0.0005 |
alpha_REVISION |
| 2025-02-17 |
2025-02-18 |
ind_computers_phones_household_electronics |
0.0226 |
-0.0000 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-17 |
2025-02-18 |
linearCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-02-17 |
2025-02-18 |
ind_renewable_energy |
0.0212 |
0.0011 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-17 |
2025-02-18 |
momentum |
0.4817 |
-0.0002 |
-0.0001 |
alpha_MOMENTUM |
| 2025-02-17 |
2025-02-18 |
ind_consumer_goods_conglomerates |
0.0220 |
0.0029 |
0.0001 |
tilt_INDUSTRY |
| 2025-02-17 |
2025-02-18 |
ind_water_utilities |
-0.0047 |
0.0075 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-17 |
2025-02-18 |
ind_aerospace_defense |
0.0107 |
-0.0066 |
-0.0001 |
tilt_INDUSTRY |
| 2025-02-17 |
2025-02-18 |
quality |
3.4019 |
0.0010 |
0.0034 |
alpha_QUALITY |
| 2025-02-17 |
2025-02-18 |
ind_real_estate_operations |
-0.0362 |
-0.0039 |
0.0001 |
tilt_INDUSTRY |
| 2025-02-17 |
2025-02-18 |
ind_diversified_retail |
0.0001 |
-0.0071 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-17 |
2025-02-18 |
ind_chemicals |
-0.0161 |
0.0060 |
-0.0001 |
tilt_INDUSTRY |
| 2025-02-17 |
2025-02-18 |
ind_construction_engineering |
-0.1077 |
0.0010 |
-0.0001 |
tilt_INDUSTRY |
| 2025-02-17 |
2025-02-18 |
ind_beverages |
-0.0886 |
0.0054 |
-0.0005 |
tilt_INDUSTRY |
| 2025-02-17 |
2025-02-18 |
neglect |
1.3269 |
-0.0025 |
-0.0033 |
alpha_VALUE |
| 2025-02-17 |
2025-02-18 |
ind_software_it_services |
0.0914 |
-0.0034 |
-0.0003 |
tilt_INDUSTRY |
| 2025-02-17 |
2025-02-18 |
pdiscrepancy |
NaN |
NaN |
0.0000 |
unexplained |
| 2025-02-17 |
2025-02-18 |
ind_transportation_infrastructure |
-0.0189 |
-0.0006 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-17 |
2025-02-18 |
ind_specialty_reatil |
0.0260 |
-0.0053 |
-0.0001 |
tilt_INDUSTRY |
| 2025-02-17 |
2025-02-18 |
ind_uranium |
0.0004 |
-0.0204 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-17 |
2025-02-18 |
ind_construction_materials |
-0.0148 |
-0.0016 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-17 |
2025-02-18 |
market |
0.0404 |
0.0092 |
0.0004 |
risk_exposure |
| 2025-02-17 |
2025-02-18 |
ind_automobile |
-0.0118 |
0.0038 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-17 |
2025-02-18 |
ind_telecommunications_serices |
0.0964 |
-0.0081 |
-0.0008 |
tilt_INDUSTRY |
| 2025-02-17 |
2025-02-18 |
linkage |
0.9793 |
-0.0011 |
-0.0010 |
alpha_MOMENTUM |
| 2025-02-17 |
2025-02-18 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-02-17 |
2025-02-18 |
ind_electric_utilities_ipps |
0.0017 |
0.0020 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-17 |
2025-02-18 |
ind_banking_services |
0.0080 |
0.0024 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-17 |
2025-02-18 |
fmom |
1.1689 |
-0.0002 |
-0.0003 |
alpha_QUALITY |
| 2025-02-17 |
2025-02-18 |
ind_semiconductors |
-0.0779 |
0.0042 |
-0.0003 |
tilt_INDUSTRY |
| 2025-02-17 |
2025-02-18 |
ind_commercial_services_supplies |
0.0404 |
-0.0019 |
-0.0001 |
tilt_INDUSTRY |
| 2025-02-17 |
2025-02-18 |
ind_biotechnology |
-0.0061 |
0.0026 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-17 |
2025-02-18 |
ind_coal |
-0.0517 |
-0.0084 |
0.0004 |
tilt_INDUSTRY |
| 2025-02-17 |
2025-02-18 |
ind_containers_packaging |
-0.0176 |
0.0001 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-17 |
2025-02-18 |
ind_textiles_apparel |
-0.0525 |
-0.0008 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-17 |
2025-02-18 |
ind_communications_equipment |
0.0570 |
-0.0054 |
-0.0003 |
tilt_INDUSTRY |
| 2025-02-17 |
2025-02-18 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-02-18 |
2025-02-19 |
ind_household_goods |
-0.0194 |
-0.0052 |
0.0001 |
tilt_INDUSTRY |
| 2025-02-18 |
2025-02-19 |
ind_leisure_products |
-0.0029 |
0.0088 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-18 |
2025-02-19 |
size_MID |
-0.1030 |
0.0005 |
-0.0001 |
tilt_SIZE |
| 2025-02-18 |
2025-02-19 |
ind_passenger_transportation |
0.0708 |
-0.0020 |
-0.0001 |
tilt_INDUSTRY |
| 2025-02-18 |
2025-02-19 |
pdiscrepancy |
NaN |
NaN |
-0.0001 |
unexplained |
| 2025-02-18 |
2025-02-19 |
ind_biotechnology |
-0.0065 |
-0.0040 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-18 |
2025-02-19 |
fmom |
1.1856 |
0.0000 |
0.0000 |
alpha_QUALITY |
| 2025-02-18 |
2025-02-19 |
ind_software_it_services |
0.0920 |
-0.0020 |
-0.0002 |
tilt_INDUSTRY |
| 2025-02-18 |
2025-02-19 |
country_MY |
0.0113 |
-0.0018 |
-0.0000 |
tilt_COUNTRY |
| 2025-02-18 |
2025-02-19 |
ind_computers_phones_household_electronics |
0.0248 |
0.0062 |
0.0002 |
tilt_INDUSTRY |
| 2025-02-18 |
2025-02-19 |
ind_beverages |
-0.0875 |
-0.0042 |
0.0004 |
tilt_INDUSTRY |
| 2025-02-18 |
2025-02-19 |
ind_office_equipment |
0.0030 |
0.0045 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-18 |
2025-02-19 |
country_TH |
-0.0562 |
0.0079 |
-0.0004 |
tilt_COUNTRY |
| 2025-02-18 |
2025-02-19 |
ind_media_publishing |
0.0130 |
-0.0049 |
-0.0001 |
tilt_INDUSTRY |
| 2025-02-18 |
2025-02-19 |
ind_healthcare_providers_services |
-0.0134 |
0.0014 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-18 |
2025-02-19 |
ind_electronic_equipment |
-0.0459 |
0.0050 |
-0.0002 |
tilt_INDUSTRY |
| 2025-02-18 |
2025-02-19 |
ind_food_drug_retail |
-0.0022 |
-0.0020 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-18 |
2025-02-19 |
ind_construction_engineering |
-0.1105 |
0.0025 |
-0.0003 |
tilt_INDUSTRY |
| 2025-02-18 |
2025-02-19 |
ind_insurance |
0.0626 |
-0.0055 |
-0.0003 |
tilt_INDUSTRY |
| 2025-02-18 |
2025-02-19 |
ind_chemicals |
-0.0176 |
-0.0004 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-18 |
2025-02-19 |
stability |
5.3233 |
-0.0000 |
-0.0001 |
alpha_QUALITY |
| 2025-02-18 |
2025-02-19 |
ind_multiline_utilities |
-0.0095 |
0.0049 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-18 |
2025-02-19 |
ind_natural_gas_utilities |
-0.0210 |
-0.0006 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-18 |
2025-02-19 |
ind_commercial_services_supplies |
0.0423 |
0.0015 |
0.0001 |
tilt_INDUSTRY |
| 2025-02-18 |
2025-02-19 |
ind_communications_equipment |
0.0568 |
0.0026 |
0.0001 |
tilt_INDUSTRY |
| 2025-02-18 |
2025-02-19 |
size_MICRO |
-0.0072 |
0.0030 |
-0.0000 |
tilt_SIZE |
| 2025-02-18 |
2025-02-19 |
country_AU |
-0.0987 |
0.0021 |
-0.0002 |
tilt_COUNTRY |
| 2025-02-18 |
2025-02-19 |
ind_diversified_retail |
0.0001 |
-0.0131 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-18 |
2025-02-19 |
value_liq |
0.6441 |
-0.0017 |
-0.0011 |
alpha_VALUE |
| 2025-02-18 |
2025-02-19 |
ind_hotels_entertainment |
-0.0706 |
-0.0007 |
0.0001 |
tilt_INDUSTRY |
| 2025-02-18 |
2025-02-19 |
ind_banking_services |
0.0097 |
-0.0003 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-18 |
2025-02-19 |
ind_freight_logistics |
0.0309 |
0.0010 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-18 |
2025-02-19 |
ind_pharmaceuticals |
-0.0435 |
-0.0103 |
0.0004 |
tilt_INDUSTRY |
| 2025-02-18 |
2025-02-19 |
country_KR |
0.0000 |
0.0114 |
0.0000 |
tilt_COUNTRY |
| 2025-02-18 |
2025-02-19 |
ind_electric_utilities_ipps |
-0.0086 |
-0.0042 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-18 |
2025-02-19 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-02-18 |
2025-02-19 |
reversal |
1.1073 |
-0.0004 |
-0.0004 |
alpha_REVERSAL |
| 2025-02-18 |
2025-02-19 |
quality |
3.3844 |
-0.0023 |
-0.0078 |
alpha_QUALITY |
| 2025-02-18 |
2025-02-19 |
ind_investment_services |
0.0937 |
-0.0020 |
-0.0002 |
tilt_INDUSTRY |
| 2025-02-18 |
2025-02-19 |
linkage |
1.0072 |
0.0007 |
0.0007 |
alpha_MOMENTUM |
| 2025-02-18 |
2025-02-19 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-02-18 |
2025-02-19 |
ind_telecommunications_serices |
0.0936 |
0.0055 |
0.0005 |
tilt_INDUSTRY |
| 2025-02-18 |
2025-02-19 |
ind_holding_companies |
0.0000 |
0.0063 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-18 |
2025-02-19 |
ind_integrated_hardware_software |
0.0122 |
0.0023 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-18 |
2025-02-19 |
ind_automobile |
-0.0110 |
0.0012 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-18 |
2025-02-19 |
country_XH |
-0.0079 |
-0.0091 |
0.0001 |
tilt_COUNTRY |
| 2025-02-18 |
2025-02-19 |
ind_containers_packaging |
-0.0176 |
-0.0037 |
0.0001 |
tilt_INDUSTRY |
| 2025-02-18 |
2025-02-19 |
market |
0.0144 |
-0.0069 |
-0.0001 |
risk_exposure |
| 2025-02-18 |
2025-02-19 |
ind_fintech |
0.0040 |
-0.0015 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-18 |
2025-02-19 |
ind_uranium |
0.0003 |
-0.0105 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-18 |
2025-02-19 |
country_PH |
0.0015 |
0.0054 |
0.0000 |
tilt_COUNTRY |
| 2025-02-18 |
2025-02-19 |
ind_specialty_reatil |
0.0260 |
-0.0068 |
-0.0002 |
tilt_INDUSTRY |
| 2025-02-18 |
2025-02-19 |
ind_construction_materials |
-0.0145 |
-0.0097 |
0.0001 |
tilt_INDUSTRY |
| 2025-02-18 |
2025-02-19 |
country_IN |
0.0778 |
0.0159 |
0.0012 |
tilt_COUNTRY |
| 2025-02-18 |
2025-02-19 |
ind_transportation_infrastructure |
-0.0190 |
-0.0047 |
0.0001 |
tilt_INDUSTRY |
| 2025-02-18 |
2025-02-19 |
country_TW |
-0.0711 |
-0.0038 |
0.0003 |
tilt_COUNTRY |
| 2025-02-18 |
2025-02-19 |
ind_metals_mining |
-0.0107 |
-0.0023 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-18 |
2025-02-19 |
size_SMALL |
-0.0028 |
0.0032 |
-0.0000 |
tilt_SIZE |
| 2025-02-18 |
2025-02-19 |
size_LARGE |
0.1274 |
-0.0047 |
-0.0006 |
tilt_SIZE |
| 2025-02-18 |
2025-02-19 |
ind_oil_gas |
-0.0299 |
-0.0006 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-18 |
2025-02-19 |
specret |
NaN |
NaN |
-0.0039 |
unexplained |
| 2025-02-18 |
2025-02-19 |
ind_homebuilding_building_products |
-0.0171 |
-0.0033 |
0.0001 |
tilt_INDUSTRY |
| 2025-02-18 |
2025-02-19 |
ind_healthcare_equipment_supplies |
-0.0245 |
-0.0066 |
0.0002 |
tilt_INDUSTRY |
| 2025-02-18 |
2025-02-19 |
country_SG |
-0.0630 |
0.0055 |
-0.0003 |
tilt_COUNTRY |
| 2025-02-18 |
2025-02-19 |
country_JP |
-0.0292 |
-0.0039 |
0.0001 |
tilt_COUNTRY |
| 2025-02-18 |
2025-02-19 |
ind_renewable_energy |
0.0218 |
0.0049 |
0.0001 |
tilt_INDUSTRY |
| 2025-02-18 |
2025-02-19 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-02-18 |
2025-02-19 |
linearCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-02-18 |
2025-02-19 |
ind_household_products_services |
-0.0419 |
-0.0020 |
0.0001 |
tilt_INDUSTRY |
| 2025-02-18 |
2025-02-19 |
ind_machinery |
0.1016 |
0.0087 |
0.0009 |
tilt_INDUSTRY |
| 2025-02-18 |
2025-02-19 |
ind_food_tobacco |
0.1086 |
-0.0019 |
-0.0002 |
tilt_INDUSTRY |
| 2025-02-18 |
2025-02-19 |
country_NZ |
-0.0196 |
0.0085 |
-0.0002 |
tilt_COUNTRY |
| 2025-02-18 |
2025-02-19 |
ind_paper_forestry |
-0.0006 |
-0.0036 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-18 |
2025-02-19 |
sdiscrepancy |
NaN |
NaN |
0.0001 |
unexplained |
| 2025-02-18 |
2025-02-19 |
neglect |
1.3483 |
0.0009 |
0.0012 |
alpha_VALUE |
| 2025-02-18 |
2025-02-19 |
ind_coal |
-0.0506 |
-0.0121 |
0.0006 |
tilt_INDUSTRY |
| 2025-02-18 |
2025-02-19 |
ind_industrial_distribution |
-0.0014 |
-0.0114 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-18 |
2025-02-19 |
ind_semiconductors |
-0.0847 |
0.0136 |
-0.0011 |
tilt_INDUSTRY |
| 2025-02-18 |
2025-02-19 |
ind_oil_gas_equipment_services |
-0.0092 |
-0.0054 |
0.0001 |
tilt_INDUSTRY |
| 2025-02-18 |
2025-02-19 |
sbeta_market |
0.0227 |
0.0142 |
0.0003 |
risk_exposure |
| 2025-02-18 |
2025-02-19 |
country_CN |
0.1677 |
-0.0010 |
-0.0002 |
tilt_COUNTRY |
| 2025-02-18 |
2025-02-19 |
ind_consumer_goods_conglomerates |
0.0222 |
-0.0007 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-18 |
2025-02-19 |
momentum |
0.4854 |
-0.0004 |
-0.0002 |
alpha_MOMENTUM |
| 2025-02-18 |
2025-02-19 |
ind_real_estate_operations |
-0.0359 |
-0.0030 |
0.0001 |
tilt_INDUSTRY |
| 2025-02-18 |
2025-02-19 |
country_HK |
0.0441 |
-0.0052 |
-0.0002 |
tilt_COUNTRY |
| 2025-02-18 |
2025-02-19 |
ind_aerospace_defense |
0.0097 |
0.0008 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-18 |
2025-02-19 |
ind_water_utilities |
-0.0049 |
-0.0123 |
0.0001 |
tilt_INDUSTRY |
| 2025-02-18 |
2025-02-19 |
value_gc |
1.1884 |
0.0004 |
0.0004 |
alpha_VALUE |
| 2025-02-18 |
2025-02-19 |
ind_textiles_apparel |
-0.0529 |
-0.0049 |
0.0003 |
tilt_INDUSTRY |
| 2025-02-18 |
2025-02-19 |
country_ID |
0.0577 |
-0.0109 |
-0.0006 |
tilt_COUNTRY |
| 2025-02-18 |
2025-02-19 |
revision |
0.8908 |
0.0001 |
0.0001 |
alpha_REVISION |
| 2025-02-19 |
2025-02-20 |
linkage |
1.0341 |
-0.0003 |
-0.0003 |
alpha_MOMENTUM |
| 2025-02-19 |
2025-02-20 |
sdiscrepancy |
NaN |
NaN |
-0.0001 |
unexplained |
| 2025-02-19 |
2025-02-20 |
ind_paper_forestry |
-0.0006 |
-0.0060 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-19 |
2025-02-20 |
country_NZ |
-0.0194 |
-0.0118 |
0.0002 |
tilt_COUNTRY |
| 2025-02-19 |
2025-02-20 |
ind_telecommunications_serices |
0.0904 |
0.0005 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-19 |
2025-02-20 |
ind_beverages |
-0.0885 |
-0.0022 |
0.0002 |
tilt_INDUSTRY |
| 2025-02-19 |
2025-02-20 |
value_gc |
1.2067 |
0.0001 |
0.0002 |
alpha_VALUE |
| 2025-02-19 |
2025-02-20 |
country_ID |
0.0559 |
-0.0028 |
-0.0002 |
tilt_COUNTRY |
| 2025-02-19 |
2025-02-20 |
ind_food_tobacco |
0.1070 |
-0.0013 |
-0.0001 |
tilt_INDUSTRY |
| 2025-02-19 |
2025-02-20 |
ind_automobile |
-0.0096 |
-0.0007 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-19 |
2025-02-20 |
ind_machinery |
0.0923 |
-0.0000 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-19 |
2025-02-20 |
ind_chemicals |
-0.0143 |
0.0003 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-19 |
2025-02-20 |
ind_household_products_services |
-0.0422 |
0.0061 |
-0.0003 |
tilt_INDUSTRY |
| 2025-02-19 |
2025-02-20 |
ind_holding_companies |
0.0000 |
0.0187 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-19 |
2025-02-20 |
ind_integrated_hardware_software |
0.0123 |
-0.0084 |
-0.0001 |
tilt_INDUSTRY |
| 2025-02-19 |
2025-02-20 |
revision |
0.8956 |
0.0003 |
0.0003 |
alpha_REVISION |
| 2025-02-19 |
2025-02-20 |
reversal |
1.3722 |
0.0003 |
0.0004 |
alpha_REVERSAL |
| 2025-02-19 |
2025-02-20 |
ind_natural_gas_utilities |
-0.0189 |
0.0015 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-19 |
2025-02-20 |
value_liq |
0.6701 |
-0.0006 |
-0.0004 |
alpha_VALUE |
| 2025-02-19 |
2025-02-20 |
sbeta_market |
0.0222 |
-0.0002 |
-0.0000 |
risk_exposure |
| 2025-02-19 |
2025-02-20 |
ind_metals_mining |
-0.0070 |
0.0058 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-19 |
2025-02-20 |
ind_hotels_entertainment |
-0.0703 |
0.0024 |
-0.0002 |
tilt_INDUSTRY |
| 2025-02-19 |
2025-02-20 |
ind_pharmaceuticals |
-0.0495 |
0.0004 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-19 |
2025-02-20 |
stability |
5.3541 |
0.0003 |
0.0018 |
alpha_QUALITY |
| 2025-02-19 |
2025-02-20 |
ind_semiconductors |
-0.0867 |
-0.0039 |
0.0003 |
tilt_INDUSTRY |
| 2025-02-19 |
2025-02-20 |
ind_diversified_retail |
0.0001 |
0.0061 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-19 |
2025-02-20 |
country_KR |
0.0000 |
-0.0012 |
0.0000 |
tilt_COUNTRY |
| 2025-02-19 |
2025-02-20 |
ind_electric_utilities_ipps |
-0.0142 |
0.0022 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-19 |
2025-02-20 |
ind_industrial_distribution |
-0.0014 |
0.0012 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-19 |
2025-02-20 |
ind_freight_logistics |
0.0355 |
-0.0008 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-19 |
2025-02-20 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-02-19 |
2025-02-20 |
ind_commercial_services_supplies |
0.0434 |
-0.0039 |
-0.0002 |
tilt_INDUSTRY |
| 2025-02-19 |
2025-02-20 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-02-19 |
2025-02-20 |
ind_aerospace_defense |
0.0095 |
0.0115 |
0.0001 |
tilt_INDUSTRY |
| 2025-02-19 |
2025-02-20 |
neglect |
1.3541 |
0.0003 |
0.0004 |
alpha_VALUE |
| 2025-02-19 |
2025-02-20 |
market |
0.0092 |
-0.0022 |
-0.0000 |
risk_exposure |
| 2025-02-19 |
2025-02-20 |
ind_fintech |
0.0038 |
-0.0022 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-19 |
2025-02-20 |
ind_insurance |
0.0618 |
-0.0050 |
-0.0003 |
tilt_INDUSTRY |
| 2025-02-19 |
2025-02-20 |
ind_leisure_products |
-0.0024 |
-0.0066 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-19 |
2025-02-20 |
ind_passenger_transportation |
0.0706 |
0.0058 |
0.0004 |
tilt_INDUSTRY |
| 2025-02-19 |
2025-02-20 |
specret |
NaN |
NaN |
-0.0033 |
unexplained |
| 2025-02-19 |
2025-02-20 |
pdiscrepancy |
NaN |
NaN |
0.0000 |
unexplained |
| 2025-02-19 |
2025-02-20 |
country_HK |
0.0458 |
-0.0006 |
-0.0000 |
tilt_COUNTRY |
| 2025-02-19 |
2025-02-20 |
ind_healthcare_providers_services |
-0.0124 |
0.0142 |
-0.0002 |
tilt_INDUSTRY |
| 2025-02-19 |
2025-02-20 |
ind_oil_gas |
-0.0290 |
0.0102 |
-0.0003 |
tilt_INDUSTRY |
| 2025-02-19 |
2025-02-20 |
ind_healthcare_equipment_supplies |
-0.0249 |
0.0041 |
-0.0001 |
tilt_INDUSTRY |
| 2025-02-19 |
2025-02-20 |
ind_household_goods |
-0.0160 |
0.0027 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-19 |
2025-02-20 |
ind_software_it_services |
0.0942 |
-0.0086 |
-0.0008 |
tilt_INDUSTRY |
| 2025-02-19 |
2025-02-20 |
country_CN |
0.1658 |
0.0030 |
0.0005 |
tilt_COUNTRY |
| 2025-02-19 |
2025-02-20 |
ind_consumer_goods_conglomerates |
0.0213 |
0.0046 |
0.0001 |
tilt_INDUSTRY |
| 2025-02-19 |
2025-02-20 |
country_MY |
0.0113 |
0.0003 |
0.0000 |
tilt_COUNTRY |
| 2025-02-19 |
2025-02-20 |
ind_computers_phones_household_electronics |
0.0303 |
0.0021 |
0.0001 |
tilt_INDUSTRY |
| 2025-02-19 |
2025-02-20 |
ind_textiles_apparel |
-0.0528 |
-0.0017 |
0.0001 |
tilt_INDUSTRY |
| 2025-02-19 |
2025-02-20 |
ind_water_utilities |
-0.0049 |
0.0014 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-19 |
2025-02-20 |
fmom |
1.2135 |
0.0003 |
0.0004 |
alpha_QUALITY |
| 2025-02-19 |
2025-02-20 |
ind_containers_packaging |
-0.0170 |
-0.0015 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-19 |
2025-02-20 |
ind_office_equipment |
0.0022 |
0.0008 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-19 |
2025-02-20 |
size_SMALL |
0.0010 |
0.0029 |
0.0000 |
tilt_SIZE |
| 2025-02-19 |
2025-02-20 |
country_TH |
-0.0549 |
-0.0116 |
0.0006 |
tilt_COUNTRY |
| 2025-02-19 |
2025-02-20 |
linearCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-02-19 |
2025-02-20 |
country_PH |
0.0015 |
-0.0023 |
-0.0000 |
tilt_COUNTRY |
| 2025-02-19 |
2025-02-20 |
ind_renewable_energy |
0.0219 |
-0.0147 |
-0.0003 |
tilt_INDUSTRY |
| 2025-02-19 |
2025-02-20 |
ind_communications_equipment |
0.0546 |
0.0011 |
0.0001 |
tilt_INDUSTRY |
| 2025-02-19 |
2025-02-20 |
ind_construction_materials |
-0.0142 |
-0.0024 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-19 |
2025-02-20 |
country_IN |
0.0722 |
0.0130 |
0.0009 |
tilt_COUNTRY |
| 2025-02-19 |
2025-02-20 |
country_SG |
-0.0628 |
-0.0012 |
0.0001 |
tilt_COUNTRY |
| 2025-02-19 |
2025-02-20 |
ind_food_drug_retail |
-0.0013 |
0.0064 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-19 |
2025-02-20 |
momentum |
0.4790 |
-0.0002 |
-0.0001 |
alpha_MOMENTUM |
| 2025-02-19 |
2025-02-20 |
ind_biotechnology |
-0.0057 |
0.0126 |
-0.0001 |
tilt_INDUSTRY |
| 2025-02-19 |
2025-02-20 |
size_LARGE |
0.1205 |
-0.0046 |
-0.0006 |
tilt_SIZE |
| 2025-02-19 |
2025-02-20 |
country_TW |
-0.0705 |
0.0001 |
-0.0000 |
tilt_COUNTRY |
| 2025-02-19 |
2025-02-20 |
ind_oil_gas_equipment_services |
-0.0091 |
-0.0029 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-19 |
2025-02-20 |
country_AU |
-0.0985 |
-0.0038 |
0.0004 |
tilt_COUNTRY |
| 2025-02-19 |
2025-02-20 |
size_MICRO |
-0.0073 |
0.0057 |
-0.0000 |
tilt_SIZE |
| 2025-02-19 |
2025-02-20 |
ind_transportation_infrastructure |
-0.0179 |
0.0004 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-19 |
2025-02-20 |
ind_media_publishing |
0.0122 |
-0.0053 |
-0.0001 |
tilt_INDUSTRY |
| 2025-02-19 |
2025-02-20 |
quality |
3.3946 |
0.0001 |
0.0003 |
alpha_QUALITY |
| 2025-02-19 |
2025-02-20 |
ind_banking_services |
0.0071 |
0.0027 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-19 |
2025-02-20 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-02-19 |
2025-02-20 |
ind_real_estate_operations |
-0.0352 |
-0.0069 |
0.0002 |
tilt_INDUSTRY |
| 2025-02-19 |
2025-02-20 |
ind_homebuilding_building_products |
-0.0171 |
-0.0039 |
0.0001 |
tilt_INDUSTRY |
| 2025-02-19 |
2025-02-20 |
size_MID |
-0.1051 |
0.0006 |
-0.0001 |
tilt_SIZE |
| 2025-02-19 |
2025-02-20 |
ind_construction_engineering |
-0.1118 |
-0.0069 |
0.0008 |
tilt_INDUSTRY |
| 2025-02-19 |
2025-02-20 |
ind_electronic_equipment |
-0.0450 |
0.0088 |
-0.0004 |
tilt_INDUSTRY |
| 2025-02-19 |
2025-02-20 |
country_JP |
-0.0288 |
-0.0078 |
0.0002 |
tilt_COUNTRY |
| 2025-02-19 |
2025-02-20 |
ind_coal |
-0.0509 |
-0.0013 |
0.0001 |
tilt_INDUSTRY |
| 2025-02-19 |
2025-02-20 |
country_XH |
-0.0085 |
-0.0068 |
0.0001 |
tilt_COUNTRY |
| 2025-02-19 |
2025-02-20 |
ind_multiline_utilities |
-0.0091 |
-0.0006 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-19 |
2025-02-20 |
ind_specialty_reatil |
0.0257 |
-0.0018 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-19 |
2025-02-20 |
ind_uranium |
0.0002 |
-0.0248 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-19 |
2025-02-20 |
ind_investment_services |
0.0926 |
-0.0018 |
-0.0002 |
tilt_INDUSTRY |
| 2025-02-20 |
2025-02-21 |
ind_specialty_reatil |
0.0252 |
-0.0004 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-20 |
2025-02-21 |
neglect |
1.3434 |
-0.0009 |
-0.0012 |
alpha_VALUE |
| 2025-02-20 |
2025-02-21 |
ind_construction_materials |
-0.0142 |
-0.0077 |
0.0001 |
tilt_INDUSTRY |
| 2025-02-20 |
2025-02-21 |
stability |
5.4201 |
0.0003 |
0.0015 |
alpha_QUALITY |
| 2025-02-20 |
2025-02-21 |
ind_computers_phones_household_electronics |
0.0366 |
0.0087 |
0.0003 |
tilt_INDUSTRY |
| 2025-02-20 |
2025-02-21 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-02-20 |
2025-02-21 |
sdiscrepancy |
NaN |
NaN |
-0.0003 |
unexplained |
| 2025-02-20 |
2025-02-21 |
ind_electric_utilities_ipps |
-0.0146 |
0.0005 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-20 |
2025-02-21 |
linearCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-02-20 |
2025-02-21 |
country_ID |
0.0562 |
0.0080 |
0.0005 |
tilt_COUNTRY |
| 2025-02-20 |
2025-02-21 |
country_IN |
0.0706 |
-0.0021 |
-0.0002 |
tilt_COUNTRY |
| 2025-02-20 |
2025-02-21 |
ind_telecommunications_serices |
0.0856 |
0.0048 |
0.0004 |
tilt_INDUSTRY |
| 2025-02-20 |
2025-02-21 |
ind_insurance |
0.0617 |
0.0047 |
0.0003 |
tilt_INDUSTRY |
| 2025-02-20 |
2025-02-21 |
ind_construction_engineering |
-0.1115 |
0.0004 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-20 |
2025-02-21 |
ind_industrial_distribution |
-0.0014 |
-0.0044 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-20 |
2025-02-21 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-02-20 |
2025-02-21 |
country_MY |
0.0113 |
0.0147 |
0.0002 |
tilt_COUNTRY |
| 2025-02-20 |
2025-02-21 |
ind_software_it_services |
0.0962 |
0.0131 |
0.0013 |
tilt_INDUSTRY |
| 2025-02-20 |
2025-02-21 |
country_KR |
0.0000 |
0.0023 |
0.0000 |
tilt_COUNTRY |
| 2025-02-20 |
2025-02-21 |
ind_transportation_infrastructure |
-0.0188 |
-0.0043 |
0.0001 |
tilt_INDUSTRY |
| 2025-02-20 |
2025-02-21 |
ind_semiconductors |
-0.0833 |
0.0065 |
-0.0005 |
tilt_INDUSTRY |
| 2025-02-20 |
2025-02-21 |
ind_fintech |
0.0052 |
0.0080 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-20 |
2025-02-21 |
country_JP |
-0.0268 |
0.0010 |
-0.0000 |
tilt_COUNTRY |
| 2025-02-20 |
2025-02-21 |
momentum |
0.4556 |
0.0006 |
0.0003 |
alpha_MOMENTUM |
| 2025-02-20 |
2025-02-21 |
ind_aerospace_defense |
0.0093 |
-0.0027 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-20 |
2025-02-21 |
ind_household_goods |
-0.0126 |
-0.0072 |
0.0001 |
tilt_INDUSTRY |
| 2025-02-20 |
2025-02-21 |
ind_communications_equipment |
0.0548 |
0.0100 |
0.0005 |
tilt_INDUSTRY |
| 2025-02-20 |
2025-02-21 |
ind_biotechnology |
-0.0056 |
0.0218 |
-0.0001 |
tilt_INDUSTRY |
| 2025-02-20 |
2025-02-21 |
ind_homebuilding_building_products |
-0.0179 |
0.0002 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-20 |
2025-02-21 |
ind_healthcare_equipment_supplies |
-0.0256 |
-0.0086 |
0.0002 |
tilt_INDUSTRY |
| 2025-02-20 |
2025-02-21 |
country_TH |
-0.0526 |
0.0087 |
-0.0005 |
tilt_COUNTRY |
| 2025-02-20 |
2025-02-21 |
country_SG |
-0.0626 |
0.0104 |
-0.0006 |
tilt_COUNTRY |
| 2025-02-20 |
2025-02-21 |
ind_holding_companies |
0.0000 |
0.0021 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-20 |
2025-02-21 |
linkage |
1.0592 |
-0.0002 |
-0.0002 |
alpha_MOMENTUM |
| 2025-02-20 |
2025-02-21 |
ind_real_estate_operations |
-0.0351 |
-0.0045 |
0.0002 |
tilt_INDUSTRY |
| 2025-02-20 |
2025-02-21 |
ind_integrated_hardware_software |
0.0127 |
0.0401 |
0.0005 |
tilt_INDUSTRY |
| 2025-02-20 |
2025-02-21 |
ind_healthcare_providers_services |
-0.0111 |
-0.0078 |
0.0001 |
tilt_INDUSTRY |
| 2025-02-20 |
2025-02-21 |
ind_electronic_equipment |
-0.0411 |
0.0019 |
-0.0001 |
tilt_INDUSTRY |
| 2025-02-20 |
2025-02-21 |
ind_media_publishing |
0.0112 |
0.0037 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-20 |
2025-02-21 |
ind_water_utilities |
-0.0045 |
-0.0061 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-20 |
2025-02-21 |
country_PH |
0.0015 |
0.0148 |
0.0000 |
tilt_COUNTRY |
| 2025-02-20 |
2025-02-21 |
ind_automobile |
-0.0082 |
0.0013 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-20 |
2025-02-21 |
ind_uranium |
-0.0004 |
0.0065 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-20 |
2025-02-21 |
ind_food_drug_retail |
-0.0050 |
0.0002 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-20 |
2025-02-21 |
country_XH |
-0.0075 |
0.0055 |
-0.0000 |
tilt_COUNTRY |
| 2025-02-20 |
2025-02-21 |
reversal |
1.1704 |
-0.0015 |
-0.0018 |
alpha_REVERSAL |
| 2025-02-20 |
2025-02-21 |
ind_chemicals |
-0.0037 |
-0.0017 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-20 |
2025-02-21 |
market |
0.0235 |
-0.0093 |
-0.0002 |
risk_exposure |
| 2025-02-20 |
2025-02-21 |
ind_containers_packaging |
-0.0163 |
-0.0091 |
0.0001 |
tilt_INDUSTRY |
| 2025-02-20 |
2025-02-21 |
ind_beverages |
-0.0897 |
-0.0093 |
0.0008 |
tilt_INDUSTRY |
| 2025-02-20 |
2025-02-21 |
ind_investment_services |
0.0911 |
-0.0001 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-20 |
2025-02-21 |
ind_food_tobacco |
0.1052 |
-0.0029 |
-0.0003 |
tilt_INDUSTRY |
| 2025-02-20 |
2025-02-21 |
ind_pharmaceuticals |
-0.0538 |
0.0001 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-20 |
2025-02-21 |
ind_hotels_entertainment |
-0.0696 |
-0.0064 |
0.0004 |
tilt_INDUSTRY |
| 2025-02-20 |
2025-02-21 |
ind_banking_services |
0.0156 |
-0.0060 |
-0.0001 |
tilt_INDUSTRY |
| 2025-02-20 |
2025-02-21 |
sbeta_market |
0.0350 |
0.0161 |
0.0006 |
risk_exposure |
| 2025-02-20 |
2025-02-21 |
value_liq |
0.6941 |
0.0002 |
0.0001 |
alpha_VALUE |
| 2025-02-20 |
2025-02-21 |
fmom |
1.2477 |
-0.0008 |
-0.0010 |
alpha_QUALITY |
| 2025-02-20 |
2025-02-21 |
ind_machinery |
0.0819 |
0.0036 |
0.0003 |
tilt_INDUSTRY |
| 2025-02-20 |
2025-02-21 |
ind_textiles_apparel |
-0.0533 |
-0.0043 |
0.0002 |
tilt_INDUSTRY |
| 2025-02-20 |
2025-02-21 |
ind_metals_mining |
-0.0060 |
-0.0060 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-20 |
2025-02-21 |
country_CN |
0.1751 |
-0.0043 |
-0.0007 |
tilt_COUNTRY |
| 2025-02-20 |
2025-02-21 |
size_SMALL |
0.0045 |
-0.0019 |
-0.0000 |
tilt_SIZE |
| 2025-02-20 |
2025-02-21 |
ind_freight_logistics |
0.0384 |
-0.0025 |
-0.0001 |
tilt_INDUSTRY |
| 2025-02-20 |
2025-02-21 |
ind_household_products_services |
-0.0427 |
-0.0020 |
0.0001 |
tilt_INDUSTRY |
| 2025-02-20 |
2025-02-21 |
quality |
3.4124 |
-0.0011 |
-0.0039 |
alpha_QUALITY |
| 2025-02-20 |
2025-02-21 |
revision |
0.9352 |
0.0011 |
0.0011 |
alpha_REVISION |
| 2025-02-20 |
2025-02-21 |
value_gc |
1.2006 |
-0.0008 |
-0.0010 |
alpha_VALUE |
| 2025-02-20 |
2025-02-21 |
ind_paper_forestry |
-0.0007 |
-0.0099 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-20 |
2025-02-21 |
ind_leisure_products |
-0.0023 |
0.0004 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-20 |
2025-02-21 |
ind_natural_gas_utilities |
-0.0179 |
-0.0073 |
0.0001 |
tilt_INDUSTRY |
| 2025-02-20 |
2025-02-21 |
ind_coal |
-0.0516 |
-0.0083 |
0.0004 |
tilt_INDUSTRY |
| 2025-02-20 |
2025-02-21 |
ind_office_equipment |
0.0013 |
0.0045 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-20 |
2025-02-21 |
ind_oil_gas_equipment_services |
-0.0099 |
-0.0024 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-20 |
2025-02-21 |
ind_oil_gas |
-0.0266 |
-0.0035 |
0.0001 |
tilt_INDUSTRY |
| 2025-02-20 |
2025-02-21 |
size_LARGE |
0.1259 |
0.0030 |
0.0004 |
tilt_SIZE |
| 2025-02-20 |
2025-02-21 |
pdiscrepancy |
NaN |
NaN |
0.0000 |
unexplained |
| 2025-02-20 |
2025-02-21 |
country_NZ |
-0.0196 |
0.0061 |
-0.0001 |
tilt_COUNTRY |
| 2025-02-20 |
2025-02-21 |
ind_diversified_retail |
0.0001 |
0.0053 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-20 |
2025-02-21 |
size_MICRO |
-0.0078 |
-0.0051 |
0.0000 |
tilt_SIZE |
| 2025-02-20 |
2025-02-21 |
country_TW |
-0.0702 |
0.0065 |
-0.0005 |
tilt_COUNTRY |
| 2025-02-20 |
2025-02-21 |
ind_commercial_services_supplies |
0.0434 |
-0.0033 |
-0.0001 |
tilt_INDUSTRY |
| 2025-02-20 |
2025-02-21 |
ind_renewable_energy |
0.0220 |
-0.0102 |
-0.0002 |
tilt_INDUSTRY |
| 2025-02-20 |
2025-02-21 |
ind_multiline_utilities |
-0.0086 |
-0.0126 |
0.0001 |
tilt_INDUSTRY |
| 2025-02-20 |
2025-02-21 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-02-20 |
2025-02-21 |
ind_passenger_transportation |
0.0709 |
-0.0012 |
-0.0001 |
tilt_INDUSTRY |
| 2025-02-20 |
2025-02-21 |
country_AU |
-0.0996 |
0.0015 |
-0.0001 |
tilt_COUNTRY |
| 2025-02-20 |
2025-02-21 |
ind_consumer_goods_conglomerates |
0.0192 |
-0.0176 |
-0.0003 |
tilt_INDUSTRY |
| 2025-02-20 |
2025-02-21 |
country_HK |
0.0476 |
0.0054 |
0.0003 |
tilt_COUNTRY |
| 2025-02-20 |
2025-02-21 |
specret |
NaN |
NaN |
0.0049 |
unexplained |
| 2025-02-20 |
2025-02-21 |
size_MID |
-0.0990 |
-0.0003 |
0.0000 |
tilt_SIZE |
| 2025-02-21 |
2025-02-24 |
ind_integrated_hardware_software |
0.0134 |
-0.0029 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-21 |
2025-02-24 |
country_TW |
-0.0714 |
0.0006 |
-0.0000 |
tilt_COUNTRY |
| 2025-02-21 |
2025-02-24 |
country_NZ |
-0.0194 |
-0.0090 |
0.0002 |
tilt_COUNTRY |
| 2025-02-21 |
2025-02-24 |
size_MID |
-0.0970 |
0.0008 |
-0.0001 |
tilt_SIZE |
| 2025-02-21 |
2025-02-24 |
ind_software_it_services |
0.0967 |
-0.0100 |
-0.0010 |
tilt_INDUSTRY |
| 2025-02-21 |
2025-02-24 |
ind_holding_companies |
0.0000 |
-0.0087 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-21 |
2025-02-24 |
country_TH |
-0.0497 |
-0.0038 |
0.0002 |
tilt_COUNTRY |
| 2025-02-21 |
2025-02-24 |
country_HK |
0.0441 |
0.0060 |
0.0003 |
tilt_COUNTRY |
| 2025-02-21 |
2025-02-24 |
ind_consumer_goods_conglomerates |
0.0178 |
0.0010 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-21 |
2025-02-24 |
ind_machinery |
0.0728 |
-0.0015 |
-0.0001 |
tilt_INDUSTRY |
| 2025-02-21 |
2025-02-24 |
ind_oil_gas |
-0.0246 |
-0.0034 |
0.0001 |
tilt_INDUSTRY |
| 2025-02-21 |
2025-02-24 |
fmom |
1.1735 |
0.0001 |
0.0001 |
alpha_QUALITY |
| 2025-02-21 |
2025-02-24 |
pdiscrepancy |
NaN |
NaN |
-0.0000 |
unexplained |
| 2025-02-21 |
2025-02-24 |
ind_electronic_equipment |
-0.0363 |
-0.0024 |
0.0001 |
tilt_INDUSTRY |
| 2025-02-21 |
2025-02-24 |
ind_transportation_infrastructure |
-0.0190 |
0.0009 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-21 |
2025-02-24 |
ind_oil_gas_equipment_services |
-0.0109 |
-0.0106 |
0.0001 |
tilt_INDUSTRY |
| 2025-02-21 |
2025-02-24 |
country_IN |
0.0674 |
-0.0081 |
-0.0005 |
tilt_COUNTRY |
| 2025-02-21 |
2025-02-24 |
ind_media_publishing |
0.0103 |
-0.0035 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-21 |
2025-02-24 |
ind_aerospace_defense |
0.0091 |
0.0041 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-21 |
2025-02-24 |
ind_office_equipment |
0.0008 |
0.0009 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-21 |
2025-02-24 |
ind_healthcare_equipment_supplies |
-0.0260 |
-0.0067 |
0.0002 |
tilt_INDUSTRY |
| 2025-02-21 |
2025-02-24 |
ind_leisure_products |
-0.0023 |
0.0055 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-21 |
2025-02-24 |
ind_telecommunications_serices |
0.0757 |
-0.0031 |
-0.0002 |
tilt_INDUSTRY |
| 2025-02-21 |
2025-02-24 |
ind_construction_materials |
-0.0143 |
0.0031 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-21 |
2025-02-24 |
ind_household_products_services |
-0.0430 |
0.0021 |
-0.0001 |
tilt_INDUSTRY |
| 2025-02-21 |
2025-02-24 |
ind_computers_phones_household_electronics |
0.0393 |
-0.0024 |
-0.0001 |
tilt_INDUSTRY |
| 2025-02-21 |
2025-02-24 |
country_AU |
-0.1000 |
0.0033 |
-0.0003 |
tilt_COUNTRY |
| 2025-02-21 |
2025-02-24 |
ind_fintech |
0.0047 |
-0.0074 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-21 |
2025-02-24 |
ind_semiconductors |
-0.0845 |
-0.0033 |
0.0003 |
tilt_INDUSTRY |
| 2025-02-21 |
2025-02-24 |
sbeta_market |
0.0325 |
0.0021 |
0.0001 |
risk_exposure |
| 2025-02-21 |
2025-02-24 |
ind_beverages |
-0.0857 |
0.0081 |
-0.0007 |
tilt_INDUSTRY |
| 2025-02-21 |
2025-02-24 |
ind_water_utilities |
-0.0040 |
0.0025 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-21 |
2025-02-24 |
size_MICRO |
-0.0077 |
-0.0006 |
0.0000 |
tilt_SIZE |
| 2025-02-21 |
2025-02-24 |
market |
0.0232 |
-0.0037 |
-0.0001 |
risk_exposure |
| 2025-02-21 |
2025-02-24 |
ind_food_tobacco |
0.1059 |
0.0071 |
0.0008 |
tilt_INDUSTRY |
| 2025-02-21 |
2025-02-24 |
country_JP |
-0.0272 |
0.0019 |
-0.0001 |
tilt_COUNTRY |
| 2025-02-21 |
2025-02-24 |
country_XH |
-0.0058 |
0.0007 |
-0.0000 |
tilt_COUNTRY |
| 2025-02-21 |
2025-02-24 |
ind_coal |
-0.0536 |
0.0056 |
-0.0003 |
tilt_INDUSTRY |
| 2025-02-21 |
2025-02-24 |
stability |
5.4555 |
-0.0001 |
-0.0003 |
alpha_QUALITY |
| 2025-02-21 |
2025-02-24 |
ind_textiles_apparel |
-0.0538 |
0.0067 |
-0.0004 |
tilt_INDUSTRY |
| 2025-02-21 |
2025-02-24 |
ind_passenger_transportation |
0.0721 |
0.0098 |
0.0007 |
tilt_INDUSTRY |
| 2025-02-21 |
2025-02-24 |
ind_specialty_reatil |
0.0255 |
0.0023 |
0.0001 |
tilt_INDUSTRY |
| 2025-02-21 |
2025-02-24 |
country_CN |
0.1785 |
0.0001 |
0.0000 |
tilt_COUNTRY |
| 2025-02-21 |
2025-02-24 |
ind_automobile |
-0.0074 |
0.0002 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-21 |
2025-02-24 |
size_SMALL |
-0.0011 |
-0.0001 |
0.0000 |
tilt_SIZE |
| 2025-02-21 |
2025-02-24 |
specret |
NaN |
NaN |
0.0023 |
unexplained |
| 2025-02-21 |
2025-02-24 |
ind_uranium |
-0.0013 |
-0.0278 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-21 |
2025-02-24 |
country_MY |
0.0113 |
-0.0013 |
-0.0000 |
tilt_COUNTRY |
| 2025-02-21 |
2025-02-24 |
ind_homebuilding_building_products |
-0.0185 |
0.0030 |
-0.0001 |
tilt_INDUSTRY |
| 2025-02-21 |
2025-02-24 |
ind_industrial_distribution |
-0.0014 |
0.0020 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-21 |
2025-02-24 |
ind_investment_services |
0.0897 |
-0.0059 |
-0.0005 |
tilt_INDUSTRY |
| 2025-02-21 |
2025-02-24 |
momentum |
0.4903 |
-0.0005 |
-0.0003 |
alpha_MOMENTUM |
| 2025-02-21 |
2025-02-24 |
country_ID |
0.0563 |
-0.0079 |
-0.0004 |
tilt_COUNTRY |
| 2025-02-21 |
2025-02-24 |
fcost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-02-21 |
2025-02-24 |
sdiscrepancy |
NaN |
NaN |
0.0000 |
unexplained |
| 2025-02-21 |
2025-02-24 |
linearCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-02-21 |
2025-02-24 |
ind_electric_utilities_ipps |
-0.0160 |
0.0003 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-21 |
2025-02-24 |
ind_insurance |
0.0573 |
0.0069 |
0.0004 |
tilt_INDUSTRY |
| 2025-02-21 |
2025-02-24 |
country_KR |
0.0000 |
0.0001 |
0.0000 |
tilt_COUNTRY |
| 2025-02-21 |
2025-02-24 |
ind_communications_equipment |
0.0524 |
-0.0055 |
-0.0003 |
tilt_INDUSTRY |
| 2025-02-21 |
2025-02-24 |
ind_chemicals |
0.0040 |
0.0035 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-21 |
2025-02-24 |
ind_construction_engineering |
-0.1126 |
0.0091 |
-0.0010 |
tilt_INDUSTRY |
| 2025-02-21 |
2025-02-24 |
ind_pharmaceuticals |
-0.0565 |
-0.0007 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-21 |
2025-02-24 |
ind_multiline_utilities |
-0.0086 |
0.0077 |
-0.0001 |
tilt_INDUSTRY |
| 2025-02-21 |
2025-02-24 |
ind_commercial_services_supplies |
0.0419 |
0.0019 |
0.0001 |
tilt_INDUSTRY |
| 2025-02-21 |
2025-02-24 |
neglect |
1.3549 |
0.0009 |
0.0013 |
alpha_VALUE |
| 2025-02-21 |
2025-02-24 |
bcost |
NaN |
NaN |
-0.0010 |
cost |
| 2025-02-21 |
2025-02-24 |
size_LARGE |
0.1290 |
-0.0010 |
-0.0001 |
tilt_SIZE |
| 2025-02-21 |
2025-02-24 |
ind_biotechnology |
-0.0067 |
-0.0092 |
0.0001 |
tilt_INDUSTRY |
| 2025-02-21 |
2025-02-24 |
value_gc |
1.2091 |
0.0011 |
0.0013 |
alpha_VALUE |
| 2025-02-21 |
2025-02-24 |
ind_natural_gas_utilities |
-0.0180 |
0.0030 |
-0.0001 |
tilt_INDUSTRY |
| 2025-02-21 |
2025-02-24 |
ind_paper_forestry |
-0.0007 |
0.0014 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-21 |
2025-02-24 |
revision |
0.8233 |
-0.0004 |
-0.0003 |
alpha_REVISION |
| 2025-02-21 |
2025-02-24 |
reversal |
1.1954 |
0.0022 |
0.0027 |
alpha_REVERSAL |
| 2025-02-21 |
2025-02-24 |
quality |
3.3765 |
-0.0017 |
-0.0057 |
alpha_QUALITY |
| 2025-02-21 |
2025-02-24 |
ind_metals_mining |
-0.0090 |
-0.0044 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-21 |
2025-02-24 |
value_liq |
0.7097 |
0.0000 |
0.0000 |
alpha_VALUE |
| 2025-02-21 |
2025-02-24 |
ind_banking_services |
0.0394 |
0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-21 |
2025-02-24 |
ind_hotels_entertainment |
-0.0698 |
0.0037 |
-0.0003 |
tilt_INDUSTRY |
| 2025-02-21 |
2025-02-24 |
ind_diversified_retail |
0.0001 |
0.0033 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-21 |
2025-02-24 |
ind_renewable_energy |
0.0221 |
0.0058 |
0.0001 |
tilt_INDUSTRY |
| 2025-02-21 |
2025-02-24 |
ind_freight_logistics |
0.0398 |
-0.0014 |
-0.0001 |
tilt_INDUSTRY |
| 2025-02-21 |
2025-02-24 |
ind_food_drug_retail |
-0.0102 |
0.0014 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-21 |
2025-02-24 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-02-21 |
2025-02-24 |
linkage |
1.0236 |
-0.0001 |
-0.0001 |
alpha_MOMENTUM |
| 2025-02-21 |
2025-02-24 |
ind_healthcare_providers_services |
-0.0093 |
-0.0062 |
0.0001 |
tilt_INDUSTRY |
| 2025-02-21 |
2025-02-24 |
ind_real_estate_operations |
-0.0352 |
0.0118 |
-0.0004 |
tilt_INDUSTRY |
| 2025-02-21 |
2025-02-24 |
country_PH |
0.0015 |
-0.0023 |
-0.0000 |
tilt_COUNTRY |
| 2025-02-21 |
2025-02-24 |
country_SG |
-0.0626 |
0.0045 |
-0.0003 |
tilt_COUNTRY |
| 2025-02-21 |
2025-02-24 |
ind_household_goods |
-0.0121 |
0.0065 |
-0.0001 |
tilt_INDUSTRY |
| 2025-02-21 |
2025-02-24 |
ind_containers_packaging |
-0.0163 |
0.0034 |
-0.0001 |
tilt_INDUSTRY |
| 2025-02-24 |
2025-02-25 |
neglect |
1.3122 |
0.0007 |
0.0009 |
alpha_VALUE |
| 2025-02-24 |
2025-02-25 |
sbeta_market |
0.0357 |
-0.0020 |
-0.0001 |
risk_exposure |
| 2025-02-24 |
2025-02-25 |
ind_banking_services |
0.0547 |
0.0013 |
0.0001 |
tilt_INDUSTRY |
| 2025-02-24 |
2025-02-25 |
specret |
NaN |
NaN |
0.0017 |
unexplained |
| 2025-02-24 |
2025-02-25 |
size_MID |
-0.0967 |
-0.0015 |
0.0001 |
tilt_SIZE |
| 2025-02-24 |
2025-02-25 |
ind_household_products_services |
-0.0426 |
0.0078 |
-0.0003 |
tilt_INDUSTRY |
| 2025-02-24 |
2025-02-25 |
ind_healthcare_equipment_supplies |
-0.0271 |
-0.0007 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-24 |
2025-02-25 |
ind_hotels_entertainment |
-0.0707 |
-0.0051 |
0.0004 |
tilt_INDUSTRY |
| 2025-02-24 |
2025-02-25 |
ind_coal |
-0.0546 |
0.0059 |
-0.0003 |
tilt_INDUSTRY |
| 2025-02-24 |
2025-02-25 |
country_HK |
0.0363 |
0.0004 |
0.0000 |
tilt_COUNTRY |
| 2025-02-24 |
2025-02-25 |
ind_diversified_retail |
0.0001 |
-0.0080 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-24 |
2025-02-25 |
ind_renewable_energy |
0.0236 |
0.0168 |
0.0004 |
tilt_INDUSTRY |
| 2025-02-24 |
2025-02-25 |
ind_consumer_goods_conglomerates |
0.0172 |
-0.0090 |
-0.0002 |
tilt_INDUSTRY |
| 2025-02-24 |
2025-02-25 |
ind_passenger_transportation |
0.0720 |
0.0046 |
0.0003 |
tilt_INDUSTRY |
| 2025-02-24 |
2025-02-25 |
size_MICRO |
-0.0078 |
0.0013 |
-0.0000 |
tilt_SIZE |
| 2025-02-24 |
2025-02-25 |
ind_construction_engineering |
-0.1113 |
-0.0049 |
0.0005 |
tilt_INDUSTRY |
| 2025-02-24 |
2025-02-25 |
ind_commercial_services_supplies |
0.0394 |
-0.0048 |
-0.0002 |
tilt_INDUSTRY |
| 2025-02-24 |
2025-02-25 |
ind_homebuilding_building_products |
-0.0186 |
-0.0074 |
0.0001 |
tilt_INDUSTRY |
| 2025-02-24 |
2025-02-25 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-02-24 |
2025-02-25 |
country_TH |
-0.0481 |
-0.0177 |
0.0009 |
tilt_COUNTRY |
| 2025-02-24 |
2025-02-25 |
ind_holding_companies |
0.0000 |
-0.0108 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-24 |
2025-02-25 |
ind_real_estate_operations |
-0.0341 |
0.0003 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-24 |
2025-02-25 |
country_AU |
-0.0982 |
0.0021 |
-0.0002 |
tilt_COUNTRY |
| 2025-02-24 |
2025-02-25 |
country_TW |
-0.0724 |
-0.0006 |
0.0000 |
tilt_COUNTRY |
| 2025-02-24 |
2025-02-25 |
country_SG |
-0.0623 |
0.0059 |
-0.0004 |
tilt_COUNTRY |
| 2025-02-24 |
2025-02-25 |
country_NZ |
-0.0192 |
-0.0062 |
0.0001 |
tilt_COUNTRY |
| 2025-02-24 |
2025-02-25 |
ind_industrial_distribution |
-0.0014 |
0.0446 |
-0.0001 |
tilt_INDUSTRY |
| 2025-02-24 |
2025-02-25 |
size_LARGE |
0.1220 |
-0.0002 |
-0.0000 |
tilt_SIZE |
| 2025-02-24 |
2025-02-25 |
ind_oil_gas_equipment_services |
-0.0109 |
-0.0081 |
0.0001 |
tilt_INDUSTRY |
| 2025-02-24 |
2025-02-25 |
value_gc |
1.1920 |
0.0006 |
0.0007 |
alpha_VALUE |
| 2025-02-24 |
2025-02-25 |
ind_biotechnology |
-0.0068 |
0.0023 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-24 |
2025-02-25 |
ind_oil_gas |
-0.0203 |
0.0008 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-24 |
2025-02-25 |
ind_office_equipment |
0.0008 |
-0.0001 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-24 |
2025-02-25 |
country_IN |
0.0671 |
0.0012 |
0.0001 |
tilt_COUNTRY |
| 2025-02-24 |
2025-02-25 |
ind_aerospace_defense |
0.0087 |
0.0040 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-24 |
2025-02-25 |
ind_paper_forestry |
-0.0006 |
-0.0069 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-24 |
2025-02-25 |
ind_pharmaceuticals |
-0.0588 |
0.0026 |
-0.0002 |
tilt_INDUSTRY |
| 2025-02-24 |
2025-02-25 |
country_CN |
0.1836 |
-0.0004 |
-0.0001 |
tilt_COUNTRY |
| 2025-02-24 |
2025-02-25 |
ind_natural_gas_utilities |
-0.0175 |
0.0034 |
-0.0001 |
tilt_INDUSTRY |
| 2025-02-24 |
2025-02-25 |
ind_electronic_equipment |
-0.0305 |
-0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-24 |
2025-02-25 |
ind_leisure_products |
-0.0022 |
0.0004 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-24 |
2025-02-25 |
size_SMALL |
0.0017 |
0.0020 |
0.0000 |
tilt_SIZE |
| 2025-02-24 |
2025-02-25 |
ind_insurance |
0.0499 |
-0.0038 |
-0.0002 |
tilt_INDUSTRY |
| 2025-02-24 |
2025-02-25 |
ind_freight_logistics |
0.0442 |
0.0019 |
0.0001 |
tilt_INDUSTRY |
| 2025-02-24 |
2025-02-25 |
revision |
0.8019 |
0.0011 |
0.0009 |
alpha_REVISION |
| 2025-02-24 |
2025-02-25 |
ind_textiles_apparel |
-0.0514 |
-0.0022 |
0.0001 |
tilt_INDUSTRY |
| 2025-02-24 |
2025-02-25 |
ind_metals_mining |
-0.0109 |
-0.0022 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-24 |
2025-02-25 |
country_JP |
-0.0322 |
0.0068 |
-0.0002 |
tilt_COUNTRY |
| 2025-02-24 |
2025-02-25 |
value_liq |
0.7164 |
-0.0011 |
-0.0008 |
alpha_VALUE |
| 2025-02-24 |
2025-02-25 |
ind_communications_equipment |
0.0439 |
-0.0026 |
-0.0001 |
tilt_INDUSTRY |
| 2025-02-24 |
2025-02-25 |
ind_multiline_utilities |
-0.0088 |
-0.0042 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-24 |
2025-02-25 |
pdiscrepancy |
NaN |
NaN |
0.0000 |
unexplained |
| 2025-02-24 |
2025-02-25 |
ind_transportation_infrastructure |
-0.0184 |
0.0001 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-24 |
2025-02-25 |
stability |
5.3934 |
-0.0005 |
-0.0029 |
alpha_QUALITY |
| 2025-02-24 |
2025-02-25 |
ind_food_tobacco |
0.1054 |
-0.0003 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-24 |
2025-02-25 |
ind_uranium |
-0.0022 |
-0.0290 |
0.0001 |
tilt_INDUSTRY |
| 2025-02-24 |
2025-02-25 |
sdiscrepancy |
NaN |
NaN |
-0.0001 |
unexplained |
| 2025-02-24 |
2025-02-25 |
ind_semiconductors |
-0.0831 |
-0.0008 |
0.0001 |
tilt_INDUSTRY |
| 2025-02-24 |
2025-02-25 |
ind_chemicals |
0.0088 |
-0.0008 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-24 |
2025-02-25 |
ind_investment_services |
0.0884 |
-0.0028 |
-0.0002 |
tilt_INDUSTRY |
| 2025-02-24 |
2025-02-25 |
country_PH |
0.0015 |
0.0015 |
0.0000 |
tilt_COUNTRY |
| 2025-02-24 |
2025-02-25 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-02-24 |
2025-02-25 |
ind_computers_phones_household_electronics |
0.0408 |
0.0007 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-24 |
2025-02-25 |
country_MY |
0.0111 |
-0.0078 |
-0.0001 |
tilt_COUNTRY |
| 2025-02-24 |
2025-02-25 |
country_ID |
0.0555 |
-0.0232 |
-0.0013 |
tilt_COUNTRY |
| 2025-02-24 |
2025-02-25 |
ind_water_utilities |
-0.0038 |
0.0010 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-24 |
2025-02-25 |
ind_fintech |
0.0049 |
-0.0062 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-24 |
2025-02-25 |
momentum |
0.4794 |
0.0003 |
0.0001 |
alpha_MOMENTUM |
| 2025-02-24 |
2025-02-25 |
ind_beverages |
-0.0821 |
-0.0071 |
0.0006 |
tilt_INDUSTRY |
| 2025-02-24 |
2025-02-25 |
ind_automobile |
-0.0066 |
0.0059 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-24 |
2025-02-25 |
market |
0.0191 |
-0.0064 |
-0.0001 |
risk_exposure |
| 2025-02-24 |
2025-02-25 |
ind_food_drug_retail |
-0.0128 |
0.0019 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-24 |
2025-02-25 |
country_XH |
-0.0036 |
-0.0064 |
0.0000 |
tilt_COUNTRY |
| 2025-02-24 |
2025-02-25 |
ind_household_goods |
-0.0120 |
-0.0110 |
0.0001 |
tilt_INDUSTRY |
| 2025-02-24 |
2025-02-25 |
reversal |
1.1763 |
0.0006 |
0.0007 |
alpha_REVERSAL |
| 2025-02-24 |
2025-02-25 |
ind_media_publishing |
0.0070 |
-0.0043 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-24 |
2025-02-25 |
ind_electric_utilities_ipps |
-0.0161 |
0.0004 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-24 |
2025-02-25 |
ind_construction_materials |
-0.0142 |
0.0057 |
-0.0001 |
tilt_INDUSTRY |
| 2025-02-24 |
2025-02-25 |
ind_machinery |
0.0602 |
0.0032 |
0.0002 |
tilt_INDUSTRY |
| 2025-02-24 |
2025-02-25 |
fmom |
1.1901 |
-0.0006 |
-0.0007 |
alpha_QUALITY |
| 2025-02-24 |
2025-02-25 |
quality |
3.3290 |
-0.0014 |
-0.0047 |
alpha_QUALITY |
| 2025-02-24 |
2025-02-25 |
ind_integrated_hardware_software |
0.0131 |
0.0120 |
0.0002 |
tilt_INDUSTRY |
| 2025-02-24 |
2025-02-25 |
ind_containers_packaging |
-0.0161 |
-0.0006 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-24 |
2025-02-25 |
linearCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-02-24 |
2025-02-25 |
ind_telecommunications_serices |
0.0664 |
-0.0018 |
-0.0001 |
tilt_INDUSTRY |
| 2025-02-24 |
2025-02-25 |
ind_software_it_services |
0.0979 |
-0.0062 |
-0.0006 |
tilt_INDUSTRY |
| 2025-02-24 |
2025-02-25 |
ind_healthcare_providers_services |
-0.0082 |
0.0065 |
-0.0001 |
tilt_INDUSTRY |
| 2025-02-24 |
2025-02-25 |
ind_specialty_reatil |
0.0266 |
-0.0059 |
-0.0002 |
tilt_INDUSTRY |
| 2025-02-24 |
2025-02-25 |
linkage |
1.0471 |
0.0001 |
0.0001 |
alpha_MOMENTUM |
| 2025-02-24 |
2025-02-25 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-02-24 |
2025-02-25 |
country_KR |
0.0000 |
-0.0014 |
0.0000 |
tilt_COUNTRY |
| 2025-02-25 |
2025-02-26 |
country_NZ |
-0.0196 |
0.0064 |
-0.0001 |
tilt_COUNTRY |
| 2025-02-25 |
2025-02-26 |
country_CN |
0.1756 |
-0.0011 |
-0.0002 |
tilt_COUNTRY |
| 2025-02-25 |
2025-02-26 |
ind_containers_packaging |
-0.0158 |
0.0061 |
-0.0001 |
tilt_INDUSTRY |
| 2025-02-25 |
2025-02-26 |
ind_real_estate_operations |
-0.0328 |
0.0103 |
-0.0003 |
tilt_INDUSTRY |
| 2025-02-25 |
2025-02-26 |
ind_food_drug_retail |
-0.0123 |
0.0001 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-25 |
2025-02-26 |
ind_consumer_goods_conglomerates |
0.0171 |
-0.0053 |
-0.0001 |
tilt_INDUSTRY |
| 2025-02-25 |
2025-02-26 |
ind_beverages |
-0.0866 |
0.0043 |
-0.0004 |
tilt_INDUSTRY |
| 2025-02-25 |
2025-02-26 |
ind_diversified_retail |
0.0001 |
0.0023 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-25 |
2025-02-26 |
fmom |
1.2402 |
-0.0003 |
-0.0003 |
alpha_QUALITY |
| 2025-02-25 |
2025-02-26 |
size_LARGE |
0.1098 |
0.0031 |
0.0003 |
tilt_SIZE |
| 2025-02-25 |
2025-02-26 |
size_MID |
-0.1000 |
-0.0013 |
0.0001 |
tilt_SIZE |
| 2025-02-25 |
2025-02-26 |
ind_healthcare_providers_services |
-0.0070 |
-0.0054 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-25 |
2025-02-26 |
ind_paper_forestry |
-0.0007 |
0.0042 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-25 |
2025-02-26 |
value_gc |
1.2256 |
0.0004 |
0.0004 |
alpha_VALUE |
| 2025-02-25 |
2025-02-26 |
country_TH |
-0.0426 |
0.0159 |
-0.0007 |
tilt_COUNTRY |
| 2025-02-25 |
2025-02-26 |
ind_office_equipment |
0.0008 |
-0.0071 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-25 |
2025-02-26 |
ind_software_it_services |
0.0986 |
-0.0056 |
-0.0005 |
tilt_INDUSTRY |
| 2025-02-25 |
2025-02-26 |
ind_leisure_products |
-0.0020 |
-0.0070 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-25 |
2025-02-26 |
ind_aerospace_defense |
0.0082 |
-0.0083 |
-0.0001 |
tilt_INDUSTRY |
| 2025-02-25 |
2025-02-26 |
ind_coal |
-0.0549 |
-0.0019 |
0.0001 |
tilt_INDUSTRY |
| 2025-02-25 |
2025-02-26 |
sdiscrepancy |
NaN |
NaN |
0.0001 |
unexplained |
| 2025-02-25 |
2025-02-26 |
ind_electronic_equipment |
-0.0272 |
-0.0040 |
0.0001 |
tilt_INDUSTRY |
| 2025-02-25 |
2025-02-26 |
country_MY |
0.0110 |
0.0110 |
0.0001 |
tilt_COUNTRY |
| 2025-02-25 |
2025-02-26 |
ind_commercial_services_supplies |
0.0372 |
-0.0022 |
-0.0001 |
tilt_INDUSTRY |
| 2025-02-25 |
2025-02-26 |
sbeta_market |
0.0244 |
0.0104 |
0.0003 |
risk_exposure |
| 2025-02-25 |
2025-02-26 |
ind_passenger_transportation |
0.0711 |
0.0017 |
0.0001 |
tilt_INDUSTRY |
| 2025-02-25 |
2025-02-26 |
ind_chemicals |
0.0157 |
0.0006 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-25 |
2025-02-26 |
ind_water_utilities |
-0.0040 |
0.0031 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-25 |
2025-02-26 |
ind_machinery |
0.0490 |
-0.0014 |
-0.0001 |
tilt_INDUSTRY |
| 2025-02-25 |
2025-02-26 |
ind_metals_mining |
-0.0097 |
-0.0022 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-25 |
2025-02-26 |
ind_industrial_distribution |
-0.0017 |
-0.0166 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-25 |
2025-02-26 |
revision |
0.8967 |
-0.0002 |
-0.0002 |
alpha_REVISION |
| 2025-02-25 |
2025-02-26 |
ind_media_publishing |
0.0000 |
-0.0053 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-25 |
2025-02-26 |
country_ID |
0.0550 |
0.0026 |
0.0001 |
tilt_COUNTRY |
| 2025-02-25 |
2025-02-26 |
ind_computers_phones_household_electronics |
0.0431 |
0.0027 |
0.0001 |
tilt_INDUSTRY |
| 2025-02-25 |
2025-02-26 |
ind_semiconductors |
-0.0799 |
-0.0038 |
0.0003 |
tilt_INDUSTRY |
| 2025-02-25 |
2025-02-26 |
ind_insurance |
0.0472 |
0.0037 |
0.0002 |
tilt_INDUSTRY |
| 2025-02-25 |
2025-02-26 |
ind_multiline_utilities |
-0.0091 |
0.0024 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-25 |
2025-02-26 |
ind_household_goods |
-0.0138 |
0.0048 |
-0.0001 |
tilt_INDUSTRY |
| 2025-02-25 |
2025-02-26 |
ind_construction_engineering |
-0.1111 |
0.0008 |
-0.0001 |
tilt_INDUSTRY |
| 2025-02-25 |
2025-02-26 |
stability |
5.4201 |
0.0004 |
0.0019 |
alpha_QUALITY |
| 2025-02-25 |
2025-02-26 |
pdiscrepancy |
NaN |
NaN |
0.0000 |
unexplained |
| 2025-02-25 |
2025-02-26 |
neglect |
1.2958 |
-0.0001 |
-0.0001 |
alpha_VALUE |
| 2025-02-25 |
2025-02-26 |
ind_communications_equipment |
0.0400 |
-0.0099 |
-0.0004 |
tilt_INDUSTRY |
| 2025-02-25 |
2025-02-26 |
ind_pharmaceuticals |
-0.0698 |
0.0051 |
-0.0004 |
tilt_INDUSTRY |
| 2025-02-25 |
2025-02-26 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-02-25 |
2025-02-26 |
country_PH |
0.0015 |
0.0136 |
0.0000 |
tilt_COUNTRY |
| 2025-02-25 |
2025-02-26 |
size_MICRO |
-0.0072 |
-0.0017 |
0.0000 |
tilt_SIZE |
| 2025-02-25 |
2025-02-26 |
country_KR |
0.0000 |
0.0038 |
0.0000 |
tilt_COUNTRY |
| 2025-02-25 |
2025-02-26 |
country_IN |
0.0687 |
-0.0012 |
-0.0001 |
tilt_COUNTRY |
| 2025-02-25 |
2025-02-26 |
quality |
3.3207 |
-0.0008 |
-0.0025 |
alpha_QUALITY |
| 2025-02-25 |
2025-02-26 |
ind_telecommunications_serices |
0.0612 |
-0.0001 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-25 |
2025-02-26 |
ind_household_products_services |
-0.0426 |
0.0038 |
-0.0002 |
tilt_INDUSTRY |
| 2025-02-25 |
2025-02-26 |
ind_specialty_reatil |
0.0282 |
0.0049 |
0.0001 |
tilt_INDUSTRY |
| 2025-02-25 |
2025-02-26 |
ind_electric_utilities_ipps |
-0.0166 |
0.0037 |
-0.0001 |
tilt_INDUSTRY |
| 2025-02-25 |
2025-02-26 |
country_HK |
0.0321 |
0.0066 |
0.0002 |
tilt_COUNTRY |
| 2025-02-25 |
2025-02-26 |
ind_investment_services |
0.0886 |
0.0077 |
0.0007 |
tilt_INDUSTRY |
| 2025-02-25 |
2025-02-26 |
country_SG |
-0.0625 |
-0.0024 |
0.0001 |
tilt_COUNTRY |
| 2025-02-25 |
2025-02-26 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-02-25 |
2025-02-26 |
country_AU |
-0.0980 |
-0.0065 |
0.0006 |
tilt_COUNTRY |
| 2025-02-25 |
2025-02-26 |
country_JP |
-0.0451 |
-0.0040 |
0.0002 |
tilt_COUNTRY |
| 2025-02-25 |
2025-02-26 |
ind_food_tobacco |
0.1036 |
0.0006 |
0.0001 |
tilt_INDUSTRY |
| 2025-02-25 |
2025-02-26 |
country_TW |
-0.0731 |
0.0004 |
-0.0000 |
tilt_COUNTRY |
| 2025-02-25 |
2025-02-26 |
momentum |
0.5042 |
-0.0008 |
-0.0004 |
alpha_MOMENTUM |
| 2025-02-25 |
2025-02-26 |
ind_renewable_energy |
0.0249 |
0.0214 |
0.0005 |
tilt_INDUSTRY |
| 2025-02-25 |
2025-02-26 |
country_XH |
-0.0007 |
0.0124 |
-0.0000 |
tilt_COUNTRY |
| 2025-02-25 |
2025-02-26 |
ind_healthcare_equipment_supplies |
-0.0308 |
-0.0071 |
0.0002 |
tilt_INDUSTRY |
| 2025-02-25 |
2025-02-26 |
ind_hotels_entertainment |
-0.0714 |
0.0014 |
-0.0001 |
tilt_INDUSTRY |
| 2025-02-25 |
2025-02-26 |
ind_fintech |
0.0048 |
0.0088 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-25 |
2025-02-26 |
ind_homebuilding_building_products |
-0.0197 |
0.0022 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-25 |
2025-02-26 |
ind_oil_gas_equipment_services |
-0.0115 |
-0.0034 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-25 |
2025-02-26 |
market |
0.0025 |
-0.0026 |
-0.0000 |
risk_exposure |
| 2025-02-25 |
2025-02-26 |
ind_automobile |
-0.0084 |
0.0001 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-25 |
2025-02-26 |
ind_oil_gas |
-0.0127 |
-0.0076 |
0.0001 |
tilt_INDUSTRY |
| 2025-02-25 |
2025-02-26 |
ind_biotechnology |
-0.0058 |
0.0127 |
-0.0001 |
tilt_INDUSTRY |
| 2025-02-25 |
2025-02-26 |
linkage |
1.0629 |
-0.0005 |
-0.0005 |
alpha_MOMENTUM |
| 2025-02-25 |
2025-02-26 |
ind_natural_gas_utilities |
-0.0170 |
0.0036 |
-0.0001 |
tilt_INDUSTRY |
| 2025-02-25 |
2025-02-26 |
ind_transportation_infrastructure |
-0.0187 |
0.0022 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-25 |
2025-02-26 |
linearCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-02-25 |
2025-02-26 |
ind_integrated_hardware_software |
0.0128 |
-0.0142 |
-0.0002 |
tilt_INDUSTRY |
| 2025-02-25 |
2025-02-26 |
ind_uranium |
-0.0028 |
-0.0316 |
0.0001 |
tilt_INDUSTRY |
| 2025-02-25 |
2025-02-26 |
reversal |
1.1714 |
0.0016 |
0.0019 |
alpha_REVERSAL |
| 2025-02-25 |
2025-02-26 |
ind_construction_materials |
-0.0142 |
0.0007 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-25 |
2025-02-26 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-02-25 |
2025-02-26 |
ind_holding_companies |
0.0000 |
0.0016 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-25 |
2025-02-26 |
size_SMALL |
-0.0001 |
-0.0007 |
0.0000 |
tilt_SIZE |
| 2025-02-25 |
2025-02-26 |
value_liq |
0.7551 |
-0.0004 |
-0.0003 |
alpha_VALUE |
| 2025-02-25 |
2025-02-26 |
ind_textiles_apparel |
-0.0471 |
-0.0026 |
0.0001 |
tilt_INDUSTRY |
| 2025-02-25 |
2025-02-26 |
ind_banking_services |
0.0562 |
0.0009 |
0.0001 |
tilt_INDUSTRY |
| 2025-02-25 |
2025-02-26 |
ind_freight_logistics |
0.0516 |
-0.0003 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-25 |
2025-02-26 |
specret |
NaN |
NaN |
0.0033 |
unexplained |
| 2025-02-26 |
2025-02-27 |
ind_healthcare_providers_services |
-0.0060 |
0.0060 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-26 |
2025-02-27 |
country_PH |
0.0015 |
-0.0095 |
-0.0000 |
tilt_COUNTRY |
| 2025-02-26 |
2025-02-27 |
linkage |
1.0328 |
-0.0004 |
-0.0005 |
alpha_MOMENTUM |
| 2025-02-26 |
2025-02-27 |
pdiscrepancy |
NaN |
NaN |
-0.0000 |
unexplained |
| 2025-02-26 |
2025-02-27 |
ind_insurance |
0.0440 |
0.0040 |
0.0002 |
tilt_INDUSTRY |
| 2025-02-26 |
2025-02-27 |
ind_integrated_hardware_software |
0.0126 |
-0.0116 |
-0.0001 |
tilt_INDUSTRY |
| 2025-02-26 |
2025-02-27 |
ind_construction_engineering |
-0.1084 |
-0.0028 |
0.0003 |
tilt_INDUSTRY |
| 2025-02-26 |
2025-02-27 |
country_IN |
0.0694 |
-0.0128 |
-0.0009 |
tilt_COUNTRY |
| 2025-02-26 |
2025-02-27 |
ind_electronic_equipment |
-0.0252 |
-0.0104 |
0.0003 |
tilt_INDUSTRY |
| 2025-02-26 |
2025-02-27 |
ind_holding_companies |
0.0000 |
0.0054 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-26 |
2025-02-27 |
ind_uranium |
-0.0031 |
0.0068 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-26 |
2025-02-27 |
country_TH |
-0.0398 |
-0.0178 |
0.0007 |
tilt_COUNTRY |
| 2025-02-26 |
2025-02-27 |
ind_automobile |
-0.0125 |
0.0052 |
-0.0001 |
tilt_INDUSTRY |
| 2025-02-26 |
2025-02-27 |
ind_beverages |
-0.0897 |
0.0148 |
-0.0013 |
tilt_INDUSTRY |
| 2025-02-26 |
2025-02-27 |
market |
-0.0101 |
0.0007 |
-0.0000 |
risk_exposure |
| 2025-02-26 |
2025-02-27 |
country_SG |
-0.0632 |
0.0027 |
-0.0002 |
tilt_COUNTRY |
| 2025-02-26 |
2025-02-27 |
ind_homebuilding_building_products |
-0.0216 |
0.0060 |
-0.0001 |
tilt_INDUSTRY |
| 2025-02-26 |
2025-02-27 |
ind_household_goods |
-0.0151 |
0.0163 |
-0.0002 |
tilt_INDUSTRY |
| 2025-02-26 |
2025-02-27 |
ind_industrial_distribution |
-0.0019 |
0.0048 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-26 |
2025-02-27 |
ind_hotels_entertainment |
-0.0725 |
0.0047 |
-0.0003 |
tilt_INDUSTRY |
| 2025-02-26 |
2025-02-27 |
ind_multiline_utilities |
-0.0095 |
0.0102 |
-0.0001 |
tilt_INDUSTRY |
| 2025-02-26 |
2025-02-27 |
ind_metals_mining |
-0.0111 |
0.0028 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-26 |
2025-02-27 |
value_liq |
0.7550 |
0.0009 |
0.0007 |
alpha_VALUE |
| 2025-02-26 |
2025-02-27 |
ind_renewable_energy |
0.0244 |
-0.0141 |
-0.0003 |
tilt_INDUSTRY |
| 2025-02-26 |
2025-02-27 |
revision |
0.9680 |
0.0007 |
0.0007 |
alpha_REVISION |
| 2025-02-26 |
2025-02-27 |
ind_commercial_services_supplies |
0.0373 |
-0.0004 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-26 |
2025-02-27 |
ind_freight_logistics |
0.0562 |
0.0028 |
0.0002 |
tilt_INDUSTRY |
| 2025-02-26 |
2025-02-27 |
ind_banking_services |
0.0625 |
0.0053 |
0.0003 |
tilt_INDUSTRY |
| 2025-02-26 |
2025-02-27 |
size_LARGE |
0.0931 |
0.0003 |
0.0000 |
tilt_SIZE |
| 2025-02-26 |
2025-02-27 |
ind_biotechnology |
-0.0045 |
-0.0023 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-26 |
2025-02-27 |
linearCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-02-26 |
2025-02-27 |
ind_paper_forestry |
-0.0007 |
0.0058 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-26 |
2025-02-27 |
value_gc |
1.2194 |
0.0014 |
0.0017 |
alpha_VALUE |
| 2025-02-26 |
2025-02-27 |
ind_natural_gas_utilities |
-0.0168 |
-0.0019 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-26 |
2025-02-27 |
impactCost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-02-26 |
2025-02-27 |
ind_pharmaceuticals |
-0.0800 |
0.0034 |
-0.0003 |
tilt_INDUSTRY |
| 2025-02-26 |
2025-02-27 |
neglect |
1.2896 |
-0.0002 |
-0.0003 |
alpha_VALUE |
| 2025-02-26 |
2025-02-27 |
ind_aerospace_defense |
0.0079 |
-0.0089 |
-0.0001 |
tilt_INDUSTRY |
| 2025-02-26 |
2025-02-27 |
ind_diversified_retail |
0.0001 |
0.0037 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-26 |
2025-02-27 |
ind_household_products_services |
-0.0424 |
0.0049 |
-0.0002 |
tilt_INDUSTRY |
| 2025-02-26 |
2025-02-27 |
reversal |
0.8477 |
0.0009 |
0.0007 |
alpha_REVERSAL |
| 2025-02-26 |
2025-02-27 |
ind_food_drug_retail |
-0.0152 |
0.0028 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-26 |
2025-02-27 |
country_KR |
0.0000 |
-0.0018 |
0.0000 |
tilt_COUNTRY |
| 2025-02-26 |
2025-02-27 |
ind_real_estate_operations |
-0.0293 |
0.0022 |
-0.0001 |
tilt_INDUSTRY |
| 2025-02-26 |
2025-02-27 |
quality |
3.2946 |
0.0006 |
0.0019 |
alpha_QUALITY |
| 2025-02-26 |
2025-02-27 |
momentum |
0.5517 |
-0.0006 |
-0.0003 |
alpha_MOMENTUM |
| 2025-02-26 |
2025-02-27 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-02-26 |
2025-02-27 |
ind_media_publishing |
-0.0077 |
-0.0082 |
0.0001 |
tilt_INDUSTRY |
| 2025-02-26 |
2025-02-27 |
ind_investment_services |
0.0888 |
-0.0024 |
-0.0002 |
tilt_INDUSTRY |
| 2025-02-26 |
2025-02-27 |
sdiscrepancy |
NaN |
NaN |
-0.0004 |
unexplained |
| 2025-02-26 |
2025-02-27 |
ind_electric_utilities_ipps |
-0.0185 |
-0.0053 |
0.0001 |
tilt_INDUSTRY |
| 2025-02-26 |
2025-02-27 |
ind_chemicals |
0.0243 |
0.0029 |
0.0001 |
tilt_INDUSTRY |
| 2025-02-26 |
2025-02-27 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-02-26 |
2025-02-27 |
country_XH |
0.0004 |
0.0023 |
0.0000 |
tilt_COUNTRY |
| 2025-02-26 |
2025-02-27 |
ind_communications_equipment |
0.0396 |
-0.0164 |
-0.0006 |
tilt_INDUSTRY |
| 2025-02-26 |
2025-02-27 |
country_JP |
-0.0506 |
0.0067 |
-0.0003 |
tilt_COUNTRY |
| 2025-02-26 |
2025-02-27 |
stability |
5.4667 |
-0.0002 |
-0.0011 |
alpha_QUALITY |
| 2025-02-26 |
2025-02-27 |
ind_containers_packaging |
-0.0147 |
0.0037 |
-0.0001 |
tilt_INDUSTRY |
| 2025-02-26 |
2025-02-27 |
ind_transportation_infrastructure |
-0.0191 |
0.0109 |
-0.0002 |
tilt_INDUSTRY |
| 2025-02-26 |
2025-02-27 |
size_MICRO |
-0.0071 |
-0.0000 |
0.0000 |
tilt_SIZE |
| 2025-02-26 |
2025-02-27 |
ind_coal |
-0.0561 |
-0.0028 |
0.0002 |
tilt_INDUSTRY |
| 2025-02-26 |
2025-02-27 |
fmom |
1.2732 |
-0.0002 |
-0.0003 |
alpha_QUALITY |
| 2025-02-26 |
2025-02-27 |
sbeta_market |
0.0289 |
-0.0027 |
-0.0001 |
risk_exposure |
| 2025-02-26 |
2025-02-27 |
ind_machinery |
0.0435 |
-0.0007 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-26 |
2025-02-27 |
ind_food_tobacco |
0.1024 |
0.0064 |
0.0007 |
tilt_INDUSTRY |
| 2025-02-26 |
2025-02-27 |
ind_textiles_apparel |
-0.0427 |
0.0128 |
-0.0005 |
tilt_INDUSTRY |
| 2025-02-26 |
2025-02-27 |
ind_passenger_transportation |
0.0696 |
0.0067 |
0.0005 |
tilt_INDUSTRY |
| 2025-02-26 |
2025-02-27 |
size_SMALL |
0.0028 |
-0.0008 |
-0.0000 |
tilt_SIZE |
| 2025-02-26 |
2025-02-27 |
ind_leisure_products |
-0.0019 |
0.0118 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-26 |
2025-02-27 |
country_ID |
0.0543 |
-0.0202 |
-0.0011 |
tilt_COUNTRY |
| 2025-02-26 |
2025-02-27 |
ind_office_equipment |
0.0008 |
-0.0042 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-26 |
2025-02-27 |
ind_computers_phones_household_electronics |
0.0441 |
-0.0117 |
-0.0005 |
tilt_INDUSTRY |
| 2025-02-26 |
2025-02-27 |
specret |
NaN |
NaN |
-0.0024 |
unexplained |
| 2025-02-26 |
2025-02-27 |
country_MY |
0.0101 |
-0.0004 |
-0.0000 |
tilt_COUNTRY |
| 2025-02-26 |
2025-02-27 |
country_CN |
0.1748 |
0.0009 |
0.0002 |
tilt_COUNTRY |
| 2025-02-26 |
2025-02-27 |
ind_telecommunications_serices |
0.0555 |
-0.0025 |
-0.0001 |
tilt_INDUSTRY |
| 2025-02-26 |
2025-02-27 |
ind_healthcare_equipment_supplies |
-0.0357 |
-0.0004 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-26 |
2025-02-27 |
ind_fintech |
0.0043 |
-0.0152 |
-0.0001 |
tilt_INDUSTRY |
| 2025-02-26 |
2025-02-27 |
country_AU |
-0.0991 |
0.0033 |
-0.0003 |
tilt_COUNTRY |
| 2025-02-26 |
2025-02-27 |
country_HK |
0.0275 |
0.0084 |
0.0002 |
tilt_COUNTRY |
| 2025-02-26 |
2025-02-27 |
ind_semiconductors |
-0.0771 |
-0.0082 |
0.0006 |
tilt_INDUSTRY |
| 2025-02-26 |
2025-02-27 |
ind_software_it_services |
0.1024 |
-0.0108 |
-0.0011 |
tilt_INDUSTRY |
| 2025-02-26 |
2025-02-27 |
country_TW |
-0.0754 |
-0.0082 |
0.0006 |
tilt_COUNTRY |
| 2025-02-26 |
2025-02-27 |
ind_specialty_reatil |
0.0296 |
0.0000 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-26 |
2025-02-27 |
ind_consumer_goods_conglomerates |
0.0188 |
0.0072 |
0.0001 |
tilt_INDUSTRY |
| 2025-02-26 |
2025-02-27 |
size_MID |
-0.0989 |
0.0005 |
-0.0000 |
tilt_SIZE |
| 2025-02-26 |
2025-02-27 |
country_NZ |
-0.0201 |
0.0049 |
-0.0001 |
tilt_COUNTRY |
| 2025-02-26 |
2025-02-27 |
ind_oil_gas_equipment_services |
-0.0120 |
0.0062 |
-0.0001 |
tilt_INDUSTRY |
| 2025-02-26 |
2025-02-27 |
ind_oil_gas |
-0.0094 |
0.0035 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-26 |
2025-02-27 |
ind_water_utilities |
-0.0044 |
0.0016 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-26 |
2025-02-27 |
ind_construction_materials |
-0.0142 |
0.0061 |
-0.0001 |
tilt_INDUSTRY |
| 2025-02-27 |
2025-02-28 |
ind_pharmaceuticals |
-0.0793 |
0.0019 |
-0.0002 |
tilt_INDUSTRY |
| 2025-02-27 |
2025-02-28 |
ind_household_products_services |
-0.0415 |
0.0049 |
-0.0002 |
tilt_INDUSTRY |
| 2025-02-27 |
2025-02-28 |
ind_electric_utilities_ipps |
-0.0181 |
0.0048 |
-0.0001 |
tilt_INDUSTRY |
| 2025-02-27 |
2025-02-28 |
country_NZ |
-0.0198 |
0.0042 |
-0.0001 |
tilt_COUNTRY |
| 2025-02-27 |
2025-02-28 |
neglect |
1.2254 |
-0.0010 |
-0.0012 |
alpha_VALUE |
| 2025-02-27 |
2025-02-28 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-02-27 |
2025-02-28 |
country_HK |
0.0235 |
-0.0022 |
-0.0001 |
tilt_COUNTRY |
| 2025-02-27 |
2025-02-28 |
ind_freight_logistics |
0.0576 |
0.0011 |
0.0001 |
tilt_INDUSTRY |
| 2025-02-27 |
2025-02-28 |
ind_consumer_goods_conglomerates |
0.0195 |
-0.0083 |
-0.0002 |
tilt_INDUSTRY |
| 2025-02-27 |
2025-02-28 |
ind_construction_engineering |
-0.1040 |
0.0028 |
-0.0003 |
tilt_INDUSTRY |
| 2025-02-27 |
2025-02-28 |
sbeta_market |
0.0525 |
-0.0299 |
-0.0016 |
risk_exposure |
| 2025-02-27 |
2025-02-28 |
ind_chemicals |
0.0316 |
0.0081 |
0.0003 |
tilt_INDUSTRY |
| 2025-02-27 |
2025-02-28 |
ind_automobile |
-0.0141 |
-0.0106 |
0.0001 |
tilt_INDUSTRY |
| 2025-02-27 |
2025-02-28 |
size_MICRO |
-0.0077 |
-0.0019 |
0.0000 |
tilt_SIZE |
| 2025-02-27 |
2025-02-28 |
value_liq |
0.7472 |
0.0034 |
0.0025 |
alpha_VALUE |
| 2025-02-27 |
2025-02-28 |
ind_hotels_entertainment |
-0.0715 |
0.0047 |
-0.0003 |
tilt_INDUSTRY |
| 2025-02-27 |
2025-02-28 |
value_gc |
1.1909 |
-0.0005 |
-0.0006 |
alpha_VALUE |
| 2025-02-27 |
2025-02-28 |
pdiscrepancy |
NaN |
NaN |
0.0000 |
unexplained |
| 2025-02-27 |
2025-02-28 |
ind_paper_forestry |
-0.0007 |
0.0106 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-27 |
2025-02-28 |
momentum |
0.5649 |
0.0010 |
0.0006 |
alpha_MOMENTUM |
| 2025-02-27 |
2025-02-28 |
linearCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-02-27 |
2025-02-28 |
ind_software_it_services |
0.1014 |
-0.0140 |
-0.0014 |
tilt_INDUSTRY |
| 2025-02-27 |
2025-02-28 |
ind_biotechnology |
-0.0028 |
0.0009 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-27 |
2025-02-28 |
ind_oil_gas_equipment_services |
-0.0123 |
0.0153 |
-0.0002 |
tilt_INDUSTRY |
| 2025-02-27 |
2025-02-28 |
size_LARGE |
0.0751 |
-0.0005 |
-0.0000 |
tilt_SIZE |
| 2025-02-27 |
2025-02-28 |
ind_banking_services |
0.0657 |
0.0008 |
0.0001 |
tilt_INDUSTRY |
| 2025-02-27 |
2025-02-28 |
ind_oil_gas |
-0.0120 |
0.0061 |
-0.0001 |
tilt_INDUSTRY |
| 2025-02-27 |
2025-02-28 |
ind_office_equipment |
0.0007 |
0.0007 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-27 |
2025-02-28 |
country_CN |
0.1822 |
0.0097 |
0.0018 |
tilt_COUNTRY |
| 2025-02-27 |
2025-02-28 |
ind_real_estate_operations |
-0.0242 |
0.0115 |
-0.0003 |
tilt_INDUSTRY |
| 2025-02-27 |
2025-02-28 |
size_SMALL |
0.0137 |
-0.0008 |
-0.0000 |
tilt_SIZE |
| 2025-02-27 |
2025-02-28 |
ind_commercial_services_supplies |
0.0376 |
-0.0013 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-27 |
2025-02-28 |
ind_media_publishing |
-0.0121 |
-0.0034 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-27 |
2025-02-28 |
ind_textiles_apparel |
-0.0384 |
0.0027 |
-0.0001 |
tilt_INDUSTRY |
| 2025-02-27 |
2025-02-28 |
revision |
0.9557 |
0.0001 |
0.0001 |
alpha_REVISION |
| 2025-02-27 |
2025-02-28 |
sdiscrepancy |
NaN |
NaN |
0.0001 |
unexplained |
| 2025-02-27 |
2025-02-28 |
ind_renewable_energy |
0.0235 |
0.0093 |
0.0002 |
tilt_INDUSTRY |
| 2025-02-27 |
2025-02-28 |
market |
-0.0141 |
0.0046 |
-0.0001 |
risk_exposure |
| 2025-02-27 |
2025-02-28 |
ind_metals_mining |
-0.0208 |
0.0053 |
-0.0001 |
tilt_INDUSTRY |
| 2025-02-27 |
2025-02-28 |
ind_leisure_products |
-0.0017 |
-0.0047 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-27 |
2025-02-28 |
ind_natural_gas_utilities |
-0.0160 |
0.0055 |
-0.0001 |
tilt_INDUSTRY |
| 2025-02-27 |
2025-02-28 |
ind_investment_services |
0.0860 |
0.0040 |
0.0003 |
tilt_INDUSTRY |
| 2025-02-27 |
2025-02-28 |
ind_electronic_equipment |
-0.0232 |
-0.0103 |
0.0002 |
tilt_INDUSTRY |
| 2025-02-27 |
2025-02-28 |
ind_passenger_transportation |
0.0677 |
0.0034 |
0.0002 |
tilt_INDUSTRY |
| 2025-02-27 |
2025-02-28 |
ind_containers_packaging |
-0.0135 |
0.0097 |
-0.0001 |
tilt_INDUSTRY |
| 2025-02-27 |
2025-02-28 |
ind_food_tobacco |
0.1008 |
0.0095 |
0.0010 |
tilt_INDUSTRY |
| 2025-02-27 |
2025-02-28 |
country_AU |
-0.0983 |
-0.0097 |
0.0010 |
tilt_COUNTRY |
| 2025-02-27 |
2025-02-28 |
ind_healthcare_providers_services |
-0.0097 |
-0.0043 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-27 |
2025-02-28 |
country_PH |
0.0015 |
-0.0243 |
-0.0000 |
tilt_COUNTRY |
| 2025-02-27 |
2025-02-28 |
ind_uranium |
-0.0030 |
-0.0081 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-27 |
2025-02-28 |
ind_telecommunications_serices |
0.0484 |
-0.0041 |
-0.0002 |
tilt_INDUSTRY |
| 2025-02-27 |
2025-02-28 |
country_SG |
-0.0624 |
-0.0028 |
0.0002 |
tilt_COUNTRY |
| 2025-02-27 |
2025-02-28 |
ind_insurance |
0.0412 |
0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-27 |
2025-02-28 |
ind_integrated_hardware_software |
0.0124 |
-0.0238 |
-0.0003 |
tilt_INDUSTRY |
| 2025-02-27 |
2025-02-28 |
ind_coal |
-0.0565 |
0.0068 |
-0.0004 |
tilt_INDUSTRY |
| 2025-02-27 |
2025-02-28 |
linkage |
0.9495 |
-0.0006 |
-0.0006 |
alpha_MOMENTUM |
| 2025-02-27 |
2025-02-28 |
country_IN |
0.0638 |
-0.0218 |
-0.0014 |
tilt_COUNTRY |
| 2025-02-27 |
2025-02-28 |
ind_communications_equipment |
0.0405 |
-0.0083 |
-0.0003 |
tilt_INDUSTRY |
| 2025-02-27 |
2025-02-28 |
ind_water_utilities |
-0.0044 |
0.0136 |
-0.0001 |
tilt_INDUSTRY |
| 2025-02-27 |
2025-02-28 |
ind_holding_companies |
0.0000 |
0.0034 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-27 |
2025-02-28 |
ind_construction_materials |
-0.0140 |
0.0136 |
-0.0002 |
tilt_INDUSTRY |
| 2025-02-27 |
2025-02-28 |
country_JP |
-0.0501 |
-0.0030 |
0.0001 |
tilt_COUNTRY |
| 2025-02-27 |
2025-02-28 |
country_TH |
-0.0445 |
-0.0082 |
0.0004 |
tilt_COUNTRY |
| 2025-02-27 |
2025-02-28 |
ind_healthcare_equipment_supplies |
-0.0379 |
0.0003 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-27 |
2025-02-28 |
ind_machinery |
0.0350 |
-0.0032 |
-0.0001 |
tilt_INDUSTRY |
| 2025-02-27 |
2025-02-28 |
ind_fintech |
0.0040 |
0.0119 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-27 |
2025-02-28 |
ind_beverages |
-0.0836 |
0.0221 |
-0.0018 |
tilt_INDUSTRY |
| 2025-02-27 |
2025-02-28 |
ind_semiconductors |
-0.0739 |
-0.0101 |
0.0007 |
tilt_INDUSTRY |
| 2025-02-27 |
2025-02-28 |
country_MY |
0.0090 |
-0.0143 |
-0.0001 |
tilt_COUNTRY |
| 2025-02-27 |
2025-02-28 |
ind_homebuilding_building_products |
-0.0231 |
0.0099 |
-0.0002 |
tilt_INDUSTRY |
| 2025-02-27 |
2025-02-28 |
stability |
5.3617 |
-0.0002 |
-0.0012 |
alpha_QUALITY |
| 2025-02-27 |
2025-02-28 |
country_ID |
0.0557 |
-0.0449 |
-0.0025 |
tilt_COUNTRY |
| 2025-02-27 |
2025-02-28 |
quality |
3.1500 |
0.0013 |
0.0042 |
alpha_QUALITY |
| 2025-02-27 |
2025-02-28 |
country_KR |
0.0000 |
-0.0250 |
0.0000 |
tilt_COUNTRY |
| 2025-02-27 |
2025-02-28 |
ind_transportation_infrastructure |
-0.0189 |
0.0031 |
-0.0001 |
tilt_INDUSTRY |
| 2025-02-27 |
2025-02-28 |
fmom |
1.2100 |
-0.0003 |
-0.0004 |
alpha_QUALITY |
| 2025-02-27 |
2025-02-28 |
ind_computers_phones_household_electronics |
0.0434 |
-0.0063 |
-0.0003 |
tilt_INDUSTRY |
| 2025-02-27 |
2025-02-28 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-02-27 |
2025-02-28 |
size_MID |
-0.0952 |
0.0010 |
-0.0001 |
tilt_SIZE |
| 2025-02-27 |
2025-02-28 |
country_TW |
-0.0772 |
0.0158 |
-0.0012 |
tilt_COUNTRY |
| 2025-02-27 |
2025-02-28 |
ind_food_drug_retail |
-0.0124 |
-0.0002 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-27 |
2025-02-28 |
ind_specialty_reatil |
0.0302 |
0.0024 |
0.0001 |
tilt_INDUSTRY |
| 2025-02-27 |
2025-02-28 |
ind_multiline_utilities |
-0.0097 |
0.0039 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-27 |
2025-02-28 |
ind_household_goods |
-0.0149 |
0.0026 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-27 |
2025-02-28 |
ind_diversified_retail |
0.0001 |
0.0058 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-27 |
2025-02-28 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-02-27 |
2025-02-28 |
ind_aerospace_defense |
0.0078 |
0.0016 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-27 |
2025-02-28 |
country_XH |
0.0024 |
-0.0016 |
-0.0000 |
tilt_COUNTRY |
| 2025-02-27 |
2025-02-28 |
ind_industrial_distribution |
-0.0013 |
0.0055 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-27 |
2025-02-28 |
specret |
NaN |
NaN |
0.0040 |
unexplained |
| 2025-02-27 |
2025-02-28 |
reversal |
0.9032 |
0.0000 |
0.0000 |
alpha_REVERSAL |
| 2025-02-28 |
2025-03-03 |
ind_household_products_services |
-0.0408 |
0.0010 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-28 |
2025-03-03 |
momentum |
0.5313 |
0.0002 |
0.0001 |
alpha_MOMENTUM |
| 2025-02-28 |
2025-03-03 |
country_XH |
0.0107 |
-0.0011 |
-0.0000 |
tilt_COUNTRY |
| 2025-02-28 |
2025-03-03 |
ind_healthcare_equipment_supplies |
-0.0371 |
0.0022 |
-0.0001 |
tilt_INDUSTRY |
| 2025-02-28 |
2025-03-03 |
neglect |
1.1771 |
-0.0006 |
-0.0007 |
alpha_VALUE |
| 2025-02-28 |
2025-03-03 |
value_gc |
1.1976 |
-0.0005 |
-0.0006 |
alpha_VALUE |
| 2025-02-28 |
2025-03-03 |
ind_machinery |
0.0155 |
-0.0012 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-28 |
2025-03-03 |
specret |
NaN |
NaN |
-0.0000 |
unexplained |
| 2025-02-28 |
2025-03-03 |
ind_multiline_utilities |
-0.0100 |
-0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-28 |
2025-03-03 |
ind_renewable_energy |
0.0227 |
0.0061 |
0.0001 |
tilt_INDUSTRY |
| 2025-02-28 |
2025-03-03 |
country_CN |
0.1618 |
-0.0012 |
-0.0002 |
tilt_COUNTRY |
| 2025-02-28 |
2025-03-03 |
ind_homebuilding_building_products |
-0.0264 |
-0.0011 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-28 |
2025-03-03 |
country_SG |
-0.0611 |
-0.0005 |
0.0000 |
tilt_COUNTRY |
| 2025-02-28 |
2025-03-03 |
ind_oil_gas |
-0.0173 |
-0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-28 |
2025-03-03 |
ind_consumer_goods_conglomerates |
0.0181 |
0.0051 |
0.0001 |
tilt_INDUSTRY |
| 2025-02-28 |
2025-03-03 |
revision |
1.0318 |
0.0006 |
0.0007 |
alpha_REVISION |
| 2025-02-28 |
2025-03-03 |
country_NZ |
-0.0187 |
-0.0058 |
0.0001 |
tilt_COUNTRY |
| 2025-02-28 |
2025-03-03 |
ind_aerospace_defense |
0.0081 |
0.0052 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-28 |
2025-03-03 |
ind_food_tobacco |
0.0981 |
0.0005 |
0.0001 |
tilt_INDUSTRY |
| 2025-02-28 |
2025-03-03 |
ind_construction_engineering |
-0.1034 |
-0.0002 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-28 |
2025-03-03 |
ind_water_utilities |
-0.0044 |
-0.0052 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-28 |
2025-03-03 |
ind_real_estate_operations |
-0.0145 |
0.0043 |
-0.0001 |
tilt_INDUSTRY |
| 2025-02-28 |
2025-03-03 |
size_MID |
-0.1004 |
0.0008 |
-0.0001 |
tilt_SIZE |
| 2025-02-28 |
2025-03-03 |
linearCost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-02-28 |
2025-03-03 |
sbeta_market |
0.0285 |
0.0016 |
0.0000 |
risk_exposure |
| 2025-02-28 |
2025-03-03 |
ind_computers_phones_household_electronics |
0.0441 |
-0.0046 |
-0.0002 |
tilt_INDUSTRY |
| 2025-02-28 |
2025-03-03 |
country_IN |
0.0593 |
-0.0045 |
-0.0003 |
tilt_COUNTRY |
| 2025-02-28 |
2025-03-03 |
ind_passenger_transportation |
0.0679 |
0.0034 |
0.0002 |
tilt_INDUSTRY |
| 2025-02-28 |
2025-03-03 |
fmom |
1.1458 |
-0.0002 |
-0.0002 |
alpha_QUALITY |
| 2025-02-28 |
2025-03-03 |
ind_integrated_hardware_software |
0.0123 |
-0.0026 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-28 |
2025-03-03 |
ind_containers_packaging |
-0.0132 |
0.0012 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-28 |
2025-03-03 |
ind_holding_companies |
0.0000 |
-0.0016 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-28 |
2025-03-03 |
country_MY |
0.0089 |
-0.0080 |
-0.0001 |
tilt_COUNTRY |
| 2025-02-28 |
2025-03-03 |
ind_coal |
-0.0561 |
0.0002 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-28 |
2025-03-03 |
country_HK |
0.0313 |
0.0006 |
0.0000 |
tilt_COUNTRY |
| 2025-02-28 |
2025-03-03 |
ind_beverages |
-0.0830 |
-0.0069 |
0.0006 |
tilt_INDUSTRY |
| 2025-02-28 |
2025-03-03 |
country_PH |
0.0015 |
-0.0007 |
-0.0000 |
tilt_COUNTRY |
| 2025-02-28 |
2025-03-03 |
ind_semiconductors |
-0.0741 |
-0.0110 |
0.0008 |
tilt_INDUSTRY |
| 2025-02-28 |
2025-03-03 |
linkage |
0.9169 |
0.0002 |
0.0002 |
alpha_MOMENTUM |
| 2025-02-28 |
2025-03-03 |
reversal |
0.8614 |
0.0016 |
0.0013 |
alpha_REVERSAL |
| 2025-02-28 |
2025-03-03 |
ind_uranium |
-0.0029 |
0.0310 |
-0.0001 |
tilt_INDUSTRY |
| 2025-02-28 |
2025-03-03 |
ind_communications_equipment |
0.0432 |
-0.0028 |
-0.0001 |
tilt_INDUSTRY |
| 2025-02-28 |
2025-03-03 |
ind_fintech |
0.0037 |
-0.0094 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-28 |
2025-03-03 |
ind_office_equipment |
0.0007 |
0.0006 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-28 |
2025-03-03 |
country_TW |
-0.0763 |
-0.0105 |
0.0008 |
tilt_COUNTRY |
| 2025-02-28 |
2025-03-03 |
size_MICRO |
-0.0077 |
-0.0010 |
0.0000 |
tilt_SIZE |
| 2025-02-28 |
2025-03-03 |
ind_specialty_reatil |
0.0297 |
0.0044 |
0.0001 |
tilt_INDUSTRY |
| 2025-02-28 |
2025-03-03 |
ind_transportation_infrastructure |
-0.0193 |
-0.0067 |
0.0001 |
tilt_INDUSTRY |
| 2025-02-28 |
2025-03-03 |
market |
-0.0295 |
0.0014 |
-0.0000 |
risk_exposure |
| 2025-02-28 |
2025-03-03 |
ind_textiles_apparel |
-0.0355 |
-0.0006 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-28 |
2025-03-03 |
country_ID |
0.0651 |
0.0380 |
0.0025 |
tilt_COUNTRY |
| 2025-02-28 |
2025-03-03 |
size_SMALL |
0.0093 |
-0.0016 |
-0.0000 |
tilt_SIZE |
| 2025-02-28 |
2025-03-03 |
stability |
5.2727 |
-0.0004 |
-0.0020 |
alpha_QUALITY |
| 2025-02-28 |
2025-03-03 |
ind_telecommunications_serices |
0.0420 |
-0.0003 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-28 |
2025-03-03 |
ind_oil_gas_equipment_services |
-0.0133 |
-0.0031 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-28 |
2025-03-03 |
ind_software_it_services |
0.1059 |
0.0048 |
0.0005 |
tilt_INDUSTRY |
| 2025-02-28 |
2025-03-03 |
pdiscrepancy |
NaN |
NaN |
0.0000 |
unexplained |
| 2025-02-28 |
2025-03-03 |
ind_construction_materials |
-0.0136 |
0.0085 |
-0.0001 |
tilt_INDUSTRY |
| 2025-02-28 |
2025-03-03 |
ind_chemicals |
0.0436 |
0.0066 |
0.0003 |
tilt_INDUSTRY |
| 2025-02-28 |
2025-03-03 |
ind_leisure_products |
-0.0015 |
-0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-28 |
2025-03-03 |
country_JP |
-0.0544 |
0.0094 |
-0.0005 |
tilt_COUNTRY |
| 2025-02-28 |
2025-03-03 |
country_TH |
-0.0588 |
-0.0121 |
0.0007 |
tilt_COUNTRY |
| 2025-02-28 |
2025-03-03 |
country_KR |
0.0000 |
-0.0020 |
0.0000 |
tilt_COUNTRY |
| 2025-02-28 |
2025-03-03 |
ind_electronic_equipment |
-0.0217 |
-0.0072 |
0.0002 |
tilt_INDUSTRY |
| 2025-02-28 |
2025-03-03 |
quality |
3.0230 |
0.0004 |
0.0011 |
alpha_QUALITY |
| 2025-02-28 |
2025-03-03 |
ind_pharmaceuticals |
-0.0715 |
0.0011 |
-0.0001 |
tilt_INDUSTRY |
| 2025-02-28 |
2025-03-03 |
ind_metals_mining |
-0.0391 |
0.0098 |
-0.0004 |
tilt_INDUSTRY |
| 2025-02-28 |
2025-03-03 |
ind_insurance |
0.0503 |
-0.0022 |
-0.0001 |
tilt_INDUSTRY |
| 2025-02-28 |
2025-03-03 |
sdiscrepancy |
NaN |
NaN |
0.0001 |
unexplained |
| 2025-02-28 |
2025-03-03 |
ind_freight_logistics |
0.0579 |
-0.0018 |
-0.0001 |
tilt_INDUSTRY |
| 2025-02-28 |
2025-03-03 |
ind_commercial_services_supplies |
0.0389 |
0.0017 |
0.0001 |
tilt_INDUSTRY |
| 2025-02-28 |
2025-03-03 |
ind_household_goods |
-0.0139 |
-0.0155 |
0.0002 |
tilt_INDUSTRY |
| 2025-02-28 |
2025-03-03 |
ind_media_publishing |
-0.0156 |
-0.0017 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-28 |
2025-03-03 |
value_liq |
0.7414 |
0.0013 |
0.0009 |
alpha_VALUE |
| 2025-02-28 |
2025-03-03 |
size_LARGE |
0.0693 |
0.0008 |
0.0001 |
tilt_SIZE |
| 2025-02-28 |
2025-03-03 |
ind_paper_forestry |
-0.0008 |
-0.0059 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-28 |
2025-03-03 |
ind_natural_gas_utilities |
-0.0148 |
-0.0065 |
0.0001 |
tilt_INDUSTRY |
| 2025-02-28 |
2025-03-03 |
ind_banking_services |
0.0546 |
0.0012 |
0.0001 |
tilt_INDUSTRY |
| 2025-02-28 |
2025-03-03 |
ind_biotechnology |
0.0023 |
-0.0008 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-28 |
2025-03-03 |
ind_hotels_entertainment |
-0.0699 |
0.0012 |
-0.0001 |
tilt_INDUSTRY |
| 2025-02-28 |
2025-03-03 |
ind_automobile |
-0.0133 |
-0.0010 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-28 |
2025-03-03 |
impactCost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-02-28 |
2025-03-03 |
fcost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-02-28 |
2025-03-03 |
ind_healthcare_providers_services |
-0.0153 |
0.0115 |
-0.0002 |
tilt_INDUSTRY |
| 2025-02-28 |
2025-03-03 |
ind_industrial_distribution |
-0.0004 |
0.0089 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-28 |
2025-03-03 |
ind_diversified_retail |
0.0001 |
0.0017 |
0.0000 |
tilt_INDUSTRY |
| 2025-02-28 |
2025-03-03 |
ind_investment_services |
0.0821 |
-0.0060 |
-0.0005 |
tilt_INDUSTRY |
| 2025-02-28 |
2025-03-03 |
ind_electric_utilities_ipps |
-0.0185 |
0.0005 |
-0.0000 |
tilt_INDUSTRY |
| 2025-02-28 |
2025-03-03 |
bcost |
NaN |
NaN |
-0.0009 |
cost |
| 2025-02-28 |
2025-03-03 |
country_AU |
-0.0987 |
0.0049 |
-0.0005 |
tilt_COUNTRY |
| 2025-02-28 |
2025-03-03 |
ind_food_drug_retail |
-0.0103 |
0.0058 |
-0.0001 |
tilt_INDUSTRY |
| 2025-03-03 |
2025-03-04 |
value_liq |
0.8773 |
-0.0022 |
-0.0020 |
alpha_VALUE |
| 2025-03-03 |
2025-03-04 |
ind_telecommunications_serices |
0.0373 |
0.0014 |
0.0001 |
tilt_INDUSTRY |
| 2025-03-03 |
2025-03-04 |
ind_natural_gas_utilities |
-0.0134 |
-0.0038 |
0.0001 |
tilt_INDUSTRY |
| 2025-03-03 |
2025-03-04 |
stability |
5.3773 |
-0.0001 |
-0.0005 |
alpha_QUALITY |
| 2025-03-03 |
2025-03-04 |
reversal |
1.0438 |
0.0012 |
0.0013 |
alpha_REVERSAL |
| 2025-03-03 |
2025-03-04 |
ind_renewable_energy |
0.0219 |
-0.0113 |
-0.0002 |
tilt_INDUSTRY |
| 2025-03-03 |
2025-03-04 |
ind_food_tobacco |
0.0951 |
-0.0007 |
-0.0001 |
tilt_INDUSTRY |
| 2025-03-03 |
2025-03-04 |
linkage |
0.9173 |
0.0006 |
0.0006 |
alpha_MOMENTUM |
| 2025-03-03 |
2025-03-04 |
ind_automobile |
-0.0113 |
-0.0040 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-03 |
2025-03-04 |
ind_transportation_infrastructure |
-0.0203 |
0.0017 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-03 |
2025-03-04 |
country_SG |
-0.0603 |
-0.0040 |
0.0002 |
tilt_COUNTRY |
| 2025-03-03 |
2025-03-04 |
quality |
2.9827 |
-0.0003 |
-0.0009 |
alpha_QUALITY |
| 2025-03-03 |
2025-03-04 |
country_KR |
0.0000 |
-0.0073 |
0.0000 |
tilt_COUNTRY |
| 2025-03-03 |
2025-03-04 |
ind_biotechnology |
0.0081 |
0.0026 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-03 |
2025-03-04 |
momentum |
0.5223 |
0.0009 |
0.0005 |
alpha_MOMENTUM |
| 2025-03-03 |
2025-03-04 |
ind_specialty_reatil |
0.0294 |
-0.0044 |
-0.0001 |
tilt_INDUSTRY |
| 2025-03-03 |
2025-03-04 |
specret |
NaN |
NaN |
0.0025 |
unexplained |
| 2025-03-03 |
2025-03-04 |
neglect |
1.2486 |
0.0018 |
0.0022 |
alpha_VALUE |
| 2025-03-03 |
2025-03-04 |
ind_construction_materials |
-0.0132 |
-0.0038 |
0.0001 |
tilt_INDUSTRY |
| 2025-03-03 |
2025-03-04 |
ind_electric_utilities_ipps |
-0.0190 |
-0.0032 |
0.0001 |
tilt_INDUSTRY |
| 2025-03-03 |
2025-03-04 |
country_IN |
0.0608 |
0.0068 |
0.0004 |
tilt_COUNTRY |
| 2025-03-03 |
2025-03-04 |
ind_holding_companies |
0.0000 |
-0.0087 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-03 |
2025-03-04 |
ind_homebuilding_building_products |
-0.0300 |
-0.0064 |
0.0002 |
tilt_INDUSTRY |
| 2025-03-03 |
2025-03-04 |
ind_pharmaceuticals |
-0.0676 |
-0.0005 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-03 |
2025-03-04 |
ind_uranium |
-0.0029 |
-0.0531 |
0.0002 |
tilt_INDUSTRY |
| 2025-03-03 |
2025-03-04 |
ind_communications_equipment |
0.0481 |
0.0101 |
0.0005 |
tilt_INDUSTRY |
| 2025-03-03 |
2025-03-04 |
country_TW |
-0.0745 |
-0.0028 |
0.0002 |
tilt_COUNTRY |
| 2025-03-03 |
2025-03-04 |
impactCost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-03-03 |
2025-03-04 |
ind_fintech |
0.0033 |
-0.0045 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-03 |
2025-03-04 |
ind_investment_services |
0.0793 |
-0.0040 |
-0.0003 |
tilt_INDUSTRY |
| 2025-03-03 |
2025-03-04 |
ind_freight_logistics |
0.0582 |
0.0047 |
0.0003 |
tilt_INDUSTRY |
| 2025-03-03 |
2025-03-04 |
country_PH |
0.0015 |
0.0082 |
0.0000 |
tilt_COUNTRY |
| 2025-03-03 |
2025-03-04 |
ind_healthcare_equipment_supplies |
-0.0397 |
0.0005 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-03 |
2025-03-04 |
country_JP |
-0.0601 |
-0.0051 |
0.0003 |
tilt_COUNTRY |
| 2025-03-03 |
2025-03-04 |
ind_hotels_entertainment |
-0.0697 |
-0.0039 |
0.0003 |
tilt_INDUSTRY |
| 2025-03-03 |
2025-03-04 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-03-03 |
2025-03-04 |
ind_integrated_hardware_software |
0.0124 |
0.0101 |
0.0001 |
tilt_INDUSTRY |
| 2025-03-03 |
2025-03-04 |
ind_textiles_apparel |
-0.0345 |
-0.0012 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-03 |
2025-03-04 |
country_HK |
0.0329 |
0.0031 |
0.0001 |
tilt_COUNTRY |
| 2025-03-03 |
2025-03-04 |
ind_electronic_equipment |
-0.0221 |
0.0043 |
-0.0001 |
tilt_INDUSTRY |
| 2025-03-03 |
2025-03-04 |
ind_beverages |
-0.0861 |
-0.0098 |
0.0008 |
tilt_INDUSTRY |
| 2025-03-03 |
2025-03-04 |
country_AU |
-0.0993 |
-0.0076 |
0.0008 |
tilt_COUNTRY |
| 2025-03-03 |
2025-03-04 |
country_XH |
0.0208 |
-0.0001 |
-0.0000 |
tilt_COUNTRY |
| 2025-03-03 |
2025-03-04 |
country_TH |
-0.0669 |
-0.0067 |
0.0004 |
tilt_COUNTRY |
| 2025-03-03 |
2025-03-04 |
ind_coal |
-0.0554 |
-0.0115 |
0.0006 |
tilt_INDUSTRY |
| 2025-03-03 |
2025-03-04 |
ind_insurance |
0.0627 |
-0.0014 |
-0.0001 |
tilt_INDUSTRY |
| 2025-03-03 |
2025-03-04 |
ind_healthcare_providers_services |
-0.0149 |
0.0061 |
-0.0001 |
tilt_INDUSTRY |
| 2025-03-03 |
2025-03-04 |
ind_diversified_retail |
0.0001 |
-0.0042 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-03 |
2025-03-04 |
ind_aerospace_defense |
0.0083 |
0.0305 |
0.0003 |
tilt_INDUSTRY |
| 2025-03-03 |
2025-03-04 |
ind_machinery |
-0.0010 |
0.0021 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-03 |
2025-03-04 |
ind_food_drug_retail |
-0.0130 |
0.0020 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-03 |
2025-03-04 |
ind_industrial_distribution |
0.0000 |
-0.0023 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-03 |
2025-03-04 |
ind_household_goods |
-0.0130 |
0.0059 |
-0.0001 |
tilt_INDUSTRY |
| 2025-03-03 |
2025-03-04 |
ind_metals_mining |
-0.0551 |
0.0005 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-03 |
2025-03-04 |
ind_household_products_services |
-0.0405 |
-0.0014 |
0.0001 |
tilt_INDUSTRY |
| 2025-03-03 |
2025-03-04 |
revision |
1.0787 |
0.0011 |
0.0012 |
alpha_REVISION |
| 2025-03-03 |
2025-03-04 |
ind_banking_services |
0.0394 |
0.0000 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-03 |
2025-03-04 |
sdiscrepancy |
NaN |
NaN |
-0.0002 |
unexplained |
| 2025-03-03 |
2025-03-04 |
ind_commercial_services_supplies |
0.0367 |
0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-03 |
2025-03-04 |
ind_media_publishing |
-0.0214 |
0.0009 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-03 |
2025-03-04 |
ind_construction_engineering |
-0.1029 |
-0.0031 |
0.0003 |
tilt_INDUSTRY |
| 2025-03-03 |
2025-03-04 |
size_LARGE |
0.0677 |
-0.0021 |
-0.0001 |
tilt_SIZE |
| 2025-03-03 |
2025-03-04 |
ind_real_estate_operations |
-0.0034 |
-0.0035 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-03 |
2025-03-04 |
ind_paper_forestry |
-0.0009 |
-0.0060 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-03 |
2025-03-04 |
country_ID |
0.0707 |
-0.0246 |
-0.0017 |
tilt_COUNTRY |
| 2025-03-03 |
2025-03-04 |
value_gc |
1.2642 |
0.0008 |
0.0010 |
alpha_VALUE |
| 2025-03-03 |
2025-03-04 |
country_MY |
0.0089 |
-0.0168 |
-0.0001 |
tilt_COUNTRY |
| 2025-03-03 |
2025-03-04 |
ind_water_utilities |
-0.0044 |
-0.0014 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-03 |
2025-03-04 |
ind_semiconductors |
-0.0697 |
0.0076 |
-0.0005 |
tilt_INDUSTRY |
| 2025-03-03 |
2025-03-04 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-03-03 |
2025-03-04 |
ind_oil_gas_equipment_services |
-0.0138 |
-0.0075 |
0.0001 |
tilt_INDUSTRY |
| 2025-03-03 |
2025-03-04 |
ind_software_it_services |
0.1142 |
0.0021 |
0.0002 |
tilt_INDUSTRY |
| 2025-03-03 |
2025-03-04 |
ind_chemicals |
0.0596 |
-0.0071 |
-0.0004 |
tilt_INDUSTRY |
| 2025-03-03 |
2025-03-04 |
country_CN |
0.1473 |
0.0040 |
0.0006 |
tilt_COUNTRY |
| 2025-03-03 |
2025-03-04 |
ind_containers_packaging |
-0.0127 |
-0.0043 |
0.0001 |
tilt_INDUSTRY |
| 2025-03-03 |
2025-03-04 |
ind_leisure_products |
-0.0013 |
0.0037 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-03 |
2025-03-04 |
ind_multiline_utilities |
-0.0103 |
-0.0079 |
0.0001 |
tilt_INDUSTRY |
| 2025-03-03 |
2025-03-04 |
ind_office_equipment |
0.0007 |
0.0018 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-03 |
2025-03-04 |
ind_oil_gas |
-0.0205 |
-0.0111 |
0.0002 |
tilt_INDUSTRY |
| 2025-03-03 |
2025-03-04 |
size_SMALL |
0.0049 |
0.0035 |
0.0000 |
tilt_SIZE |
| 2025-03-03 |
2025-03-04 |
market |
-0.0363 |
-0.0006 |
0.0000 |
risk_exposure |
| 2025-03-03 |
2025-03-04 |
sbeta_market |
0.0266 |
0.0014 |
0.0000 |
risk_exposure |
| 2025-03-03 |
2025-03-04 |
country_NZ |
-0.0182 |
-0.0052 |
0.0001 |
tilt_COUNTRY |
| 2025-03-03 |
2025-03-04 |
pdiscrepancy |
NaN |
NaN |
-0.0000 |
unexplained |
| 2025-03-03 |
2025-03-04 |
fmom |
1.1139 |
-0.0002 |
-0.0002 |
alpha_QUALITY |
| 2025-03-03 |
2025-03-04 |
size_MID |
-0.1014 |
-0.0018 |
0.0002 |
tilt_SIZE |
| 2025-03-03 |
2025-03-04 |
ind_consumer_goods_conglomerates |
0.0162 |
0.0094 |
0.0002 |
tilt_INDUSTRY |
| 2025-03-03 |
2025-03-04 |
linearCost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-03-03 |
2025-03-04 |
size_MICRO |
-0.0075 |
0.0055 |
-0.0000 |
tilt_SIZE |
| 2025-03-03 |
2025-03-04 |
ind_computers_phones_household_electronics |
0.0479 |
0.0060 |
0.0003 |
tilt_INDUSTRY |
| 2025-03-03 |
2025-03-04 |
ind_passenger_transportation |
0.0688 |
0.0056 |
0.0004 |
tilt_INDUSTRY |
| 2025-03-04 |
2025-03-05 |
ind_construction_engineering |
-0.1071 |
0.0021 |
-0.0002 |
tilt_INDUSTRY |
| 2025-03-04 |
2025-03-05 |
ind_food_tobacco |
0.0926 |
-0.0044 |
-0.0004 |
tilt_INDUSTRY |
| 2025-03-04 |
2025-03-05 |
stability |
5.3717 |
0.0003 |
0.0014 |
alpha_QUALITY |
| 2025-03-04 |
2025-03-05 |
country_HK |
0.0208 |
0.0134 |
0.0003 |
tilt_COUNTRY |
| 2025-03-04 |
2025-03-05 |
ind_household_products_services |
-0.0406 |
-0.0022 |
0.0001 |
tilt_INDUSTRY |
| 2025-03-04 |
2025-03-05 |
ind_biotechnology |
0.0115 |
-0.0033 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-04 |
2025-03-05 |
ind_media_publishing |
-0.0264 |
-0.0015 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-04 |
2025-03-05 |
sdiscrepancy |
NaN |
NaN |
-0.0000 |
unexplained |
| 2025-03-04 |
2025-03-05 |
ind_freight_logistics |
0.0600 |
-0.0005 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-04 |
2025-03-05 |
ind_containers_packaging |
-0.0122 |
-0.0029 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-04 |
2025-03-05 |
ind_textiles_apparel |
-0.0341 |
-0.0006 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-04 |
2025-03-05 |
ind_oil_gas_equipment_services |
-0.0139 |
-0.0055 |
0.0001 |
tilt_INDUSTRY |
| 2025-03-04 |
2025-03-05 |
ind_industrial_distribution |
0.0000 |
0.0021 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-04 |
2025-03-05 |
country_NZ |
-0.0185 |
-0.0189 |
0.0003 |
tilt_COUNTRY |
| 2025-03-04 |
2025-03-05 |
ind_machinery |
-0.0095 |
0.0036 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-04 |
2025-03-05 |
sbeta_market |
0.0241 |
0.0002 |
0.0000 |
risk_exposure |
| 2025-03-04 |
2025-03-05 |
ind_communications_equipment |
0.0500 |
0.0084 |
0.0004 |
tilt_INDUSTRY |
| 2025-03-04 |
2025-03-05 |
ind_coal |
-0.0510 |
-0.0054 |
0.0003 |
tilt_INDUSTRY |
| 2025-03-04 |
2025-03-05 |
ind_semiconductors |
-0.0663 |
0.0024 |
-0.0002 |
tilt_INDUSTRY |
| 2025-03-04 |
2025-03-05 |
quality |
2.8969 |
-0.0004 |
-0.0012 |
alpha_QUALITY |
| 2025-03-04 |
2025-03-05 |
ind_homebuilding_building_products |
-0.0308 |
-0.0020 |
0.0001 |
tilt_INDUSTRY |
| 2025-03-04 |
2025-03-05 |
country_PH |
0.0015 |
0.0084 |
0.0000 |
tilt_COUNTRY |
| 2025-03-04 |
2025-03-05 |
country_JP |
-0.0644 |
-0.0037 |
0.0002 |
tilt_COUNTRY |
| 2025-03-04 |
2025-03-05 |
momentum |
0.5095 |
0.0007 |
0.0004 |
alpha_MOMENTUM |
| 2025-03-04 |
2025-03-05 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-03-04 |
2025-03-05 |
ind_paper_forestry |
-0.0009 |
0.0006 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-04 |
2025-03-05 |
ind_banking_services |
0.0236 |
-0.0009 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-04 |
2025-03-05 |
ind_passenger_transportation |
0.0689 |
0.0019 |
0.0001 |
tilt_INDUSTRY |
| 2025-03-04 |
2025-03-05 |
size_LARGE |
0.0699 |
0.0018 |
0.0001 |
tilt_SIZE |
| 2025-03-04 |
2025-03-05 |
ind_real_estate_operations |
0.0024 |
-0.0062 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-04 |
2025-03-05 |
size_MICRO |
-0.0068 |
0.0006 |
-0.0000 |
tilt_SIZE |
| 2025-03-04 |
2025-03-05 |
country_ID |
0.0684 |
0.0172 |
0.0012 |
tilt_COUNTRY |
| 2025-03-04 |
2025-03-05 |
country_AU |
-0.0988 |
-0.0130 |
0.0013 |
tilt_COUNTRY |
| 2025-03-04 |
2025-03-05 |
ind_specialty_reatil |
0.0305 |
0.0010 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-04 |
2025-03-05 |
ind_transportation_infrastructure |
-0.0204 |
-0.0022 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-04 |
2025-03-05 |
pdiscrepancy |
NaN |
NaN |
0.0002 |
unexplained |
| 2025-03-04 |
2025-03-05 |
ind_telecommunications_serices |
0.0368 |
0.0021 |
0.0001 |
tilt_INDUSTRY |
| 2025-03-04 |
2025-03-05 |
ind_construction_materials |
-0.0129 |
0.0011 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-04 |
2025-03-05 |
ind_fintech |
0.0032 |
-0.0015 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-04 |
2025-03-05 |
country_TW |
-0.0731 |
-0.0001 |
0.0000 |
tilt_COUNTRY |
| 2025-03-04 |
2025-03-05 |
ind_holding_companies |
0.0000 |
0.0092 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-04 |
2025-03-05 |
country_IN |
0.0614 |
0.0184 |
0.0011 |
tilt_COUNTRY |
| 2025-03-04 |
2025-03-05 |
ind_aerospace_defense |
0.0085 |
0.0016 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-04 |
2025-03-05 |
country_XH |
0.0226 |
0.0168 |
0.0004 |
tilt_COUNTRY |
| 2025-03-04 |
2025-03-05 |
revision |
1.0874 |
0.0004 |
0.0005 |
alpha_REVISION |
| 2025-03-04 |
2025-03-05 |
market |
-0.0386 |
0.0065 |
-0.0002 |
risk_exposure |
| 2025-03-04 |
2025-03-05 |
size_SMALL |
0.0030 |
0.0002 |
0.0000 |
tilt_SIZE |
| 2025-03-04 |
2025-03-05 |
ind_commercial_services_supplies |
0.0314 |
-0.0040 |
-0.0001 |
tilt_INDUSTRY |
| 2025-03-04 |
2025-03-05 |
ind_beverages |
-0.0831 |
-0.0036 |
0.0003 |
tilt_INDUSTRY |
| 2025-03-04 |
2025-03-05 |
ind_electronic_equipment |
-0.0224 |
0.0047 |
-0.0001 |
tilt_INDUSTRY |
| 2025-03-04 |
2025-03-05 |
ind_insurance |
0.0685 |
-0.0013 |
-0.0001 |
tilt_INDUSTRY |
| 2025-03-04 |
2025-03-05 |
ind_healthcare_providers_services |
-0.0121 |
-0.0080 |
0.0001 |
tilt_INDUSTRY |
| 2025-03-04 |
2025-03-05 |
ind_diversified_retail |
0.0001 |
0.0045 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-04 |
2025-03-05 |
ind_food_drug_retail |
-0.0108 |
-0.0100 |
0.0001 |
tilt_INDUSTRY |
| 2025-03-04 |
2025-03-05 |
country_MY |
0.0089 |
0.0039 |
0.0000 |
tilt_COUNTRY |
| 2025-03-04 |
2025-03-05 |
ind_household_goods |
-0.0129 |
-0.0037 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-04 |
2025-03-05 |
size_MID |
-0.1046 |
-0.0013 |
0.0001 |
tilt_SIZE |
| 2025-03-04 |
2025-03-05 |
fmom |
1.0848 |
0.0005 |
0.0005 |
alpha_QUALITY |
| 2025-03-04 |
2025-03-05 |
ind_computers_phones_household_electronics |
0.0548 |
0.0002 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-04 |
2025-03-05 |
ind_office_equipment |
0.0007 |
-0.0051 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-04 |
2025-03-05 |
ind_leisure_products |
-0.0011 |
0.0079 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-04 |
2025-03-05 |
ind_metals_mining |
-0.0663 |
0.0068 |
-0.0005 |
tilt_INDUSTRY |
| 2025-03-04 |
2025-03-05 |
ind_chemicals |
0.0706 |
-0.0019 |
-0.0001 |
tilt_INDUSTRY |
| 2025-03-04 |
2025-03-05 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-03-04 |
2025-03-05 |
ind_software_it_services |
0.1131 |
0.0037 |
0.0004 |
tilt_INDUSTRY |
| 2025-03-04 |
2025-03-05 |
ind_integrated_hardware_software |
0.0126 |
0.0014 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-04 |
2025-03-05 |
ind_water_utilities |
-0.0035 |
-0.0034 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-04 |
2025-03-05 |
value_gc |
1.3136 |
-0.0000 |
-0.0000 |
alpha_VALUE |
| 2025-03-04 |
2025-03-05 |
country_TH |
-0.0631 |
0.0211 |
-0.0013 |
tilt_COUNTRY |
| 2025-03-04 |
2025-03-05 |
ind_healthcare_equipment_supplies |
-0.0423 |
-0.0079 |
0.0003 |
tilt_INDUSTRY |
| 2025-03-04 |
2025-03-05 |
ind_pharmaceuticals |
-0.0713 |
-0.0053 |
0.0004 |
tilt_INDUSTRY |
| 2025-03-04 |
2025-03-05 |
ind_investment_services |
0.0759 |
-0.0026 |
-0.0002 |
tilt_INDUSTRY |
| 2025-03-04 |
2025-03-05 |
specret |
NaN |
NaN |
-0.0086 |
unexplained |
| 2025-03-04 |
2025-03-05 |
ind_hotels_entertainment |
-0.0701 |
-0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-04 |
2025-03-05 |
ind_electric_utilities_ipps |
-0.0197 |
0.0028 |
-0.0001 |
tilt_INDUSTRY |
| 2025-03-04 |
2025-03-05 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-03-04 |
2025-03-05 |
value_liq |
0.9415 |
0.0001 |
0.0001 |
alpha_VALUE |
| 2025-03-04 |
2025-03-05 |
ind_automobile |
-0.0065 |
0.0044 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-04 |
2025-03-05 |
reversal |
0.9702 |
0.0021 |
0.0021 |
alpha_REVERSAL |
| 2025-03-04 |
2025-03-05 |
country_SG |
-0.0593 |
-0.0046 |
0.0003 |
tilt_COUNTRY |
| 2025-03-04 |
2025-03-05 |
country_CN |
0.1549 |
-0.0053 |
-0.0008 |
tilt_COUNTRY |
| 2025-03-04 |
2025-03-05 |
ind_natural_gas_utilities |
-0.0108 |
0.0010 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-04 |
2025-03-05 |
country_KR |
0.0000 |
0.0062 |
0.0000 |
tilt_COUNTRY |
| 2025-03-04 |
2025-03-05 |
ind_multiline_utilities |
-0.0104 |
0.0070 |
-0.0001 |
tilt_INDUSTRY |
| 2025-03-04 |
2025-03-05 |
ind_oil_gas |
-0.0186 |
-0.0068 |
0.0001 |
tilt_INDUSTRY |
| 2025-03-04 |
2025-03-05 |
ind_consumer_goods_conglomerates |
0.0156 |
0.0076 |
0.0001 |
tilt_INDUSTRY |
| 2025-03-04 |
2025-03-05 |
ind_renewable_energy |
0.0211 |
-0.0169 |
-0.0004 |
tilt_INDUSTRY |
| 2025-03-04 |
2025-03-05 |
ind_uranium |
-0.0028 |
-0.0039 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-04 |
2025-03-05 |
linkage |
0.8764 |
0.0007 |
0.0006 |
alpha_MOMENTUM |
| 2025-03-04 |
2025-03-05 |
neglect |
1.3007 |
0.0008 |
0.0010 |
alpha_VALUE |
| 2025-03-04 |
2025-03-05 |
linearCost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-03-05 |
2025-03-06 |
ind_chemicals |
0.0781 |
-0.0050 |
-0.0004 |
tilt_INDUSTRY |
| 2025-03-05 |
2025-03-06 |
country_TH |
-0.0631 |
-0.0164 |
0.0010 |
tilt_COUNTRY |
| 2025-03-05 |
2025-03-06 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-03-05 |
2025-03-06 |
ind_freight_logistics |
0.0629 |
-0.0013 |
-0.0001 |
tilt_INDUSTRY |
| 2025-03-05 |
2025-03-06 |
sbeta_market |
0.0403 |
0.0186 |
0.0007 |
risk_exposure |
| 2025-03-05 |
2025-03-06 |
ind_hotels_entertainment |
-0.0706 |
-0.0007 |
0.0001 |
tilt_INDUSTRY |
| 2025-03-05 |
2025-03-06 |
ind_office_equipment |
0.0007 |
0.0043 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-05 |
2025-03-06 |
ind_computers_phones_household_electronics |
0.0644 |
0.0034 |
0.0002 |
tilt_INDUSTRY |
| 2025-03-05 |
2025-03-06 |
country_MY |
0.0089 |
0.0071 |
0.0001 |
tilt_COUNTRY |
| 2025-03-05 |
2025-03-06 |
ind_passenger_transportation |
0.0685 |
-0.0003 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-05 |
2025-03-06 |
fmom |
1.0884 |
0.0003 |
0.0003 |
alpha_QUALITY |
| 2025-03-05 |
2025-03-06 |
ind_leisure_products |
-0.0009 |
0.0066 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-05 |
2025-03-06 |
value_liq |
0.9903 |
0.0014 |
0.0014 |
alpha_VALUE |
| 2025-03-05 |
2025-03-06 |
ind_natural_gas_utilities |
-0.0086 |
-0.0031 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-05 |
2025-03-06 |
ind_banking_services |
0.0071 |
0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-05 |
2025-03-06 |
size_MID |
-0.0964 |
-0.0010 |
0.0001 |
tilt_SIZE |
| 2025-03-05 |
2025-03-06 |
ind_containers_packaging |
-0.0119 |
0.0021 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-05 |
2025-03-06 |
momentum |
0.4949 |
-0.0002 |
-0.0001 |
alpha_MOMENTUM |
| 2025-03-05 |
2025-03-06 |
linkage |
0.8875 |
0.0002 |
0.0002 |
alpha_MOMENTUM |
| 2025-03-05 |
2025-03-06 |
ind_electronic_equipment |
-0.0195 |
-0.0028 |
0.0001 |
tilt_INDUSTRY |
| 2025-03-05 |
2025-03-06 |
ind_biotechnology |
0.0154 |
0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-05 |
2025-03-06 |
ind_automobile |
-0.0029 |
-0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-05 |
2025-03-06 |
country_JP |
-0.0536 |
0.0055 |
-0.0003 |
tilt_COUNTRY |
| 2025-03-05 |
2025-03-06 |
ind_software_it_services |
0.1160 |
0.0159 |
0.0018 |
tilt_INDUSTRY |
| 2025-03-05 |
2025-03-06 |
ind_integrated_hardware_software |
0.0128 |
0.0101 |
0.0001 |
tilt_INDUSTRY |
| 2025-03-05 |
2025-03-06 |
country_PH |
0.0015 |
0.0179 |
0.0000 |
tilt_COUNTRY |
| 2025-03-05 |
2025-03-06 |
ind_uranium |
-0.0029 |
0.0089 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-05 |
2025-03-06 |
ind_holding_companies |
0.0000 |
0.0053 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-05 |
2025-03-06 |
country_TW |
-0.0716 |
-0.0045 |
0.0003 |
tilt_COUNTRY |
| 2025-03-05 |
2025-03-06 |
quality |
2.8555 |
-0.0000 |
-0.0001 |
alpha_QUALITY |
| 2025-03-05 |
2025-03-06 |
ind_communications_equipment |
0.0468 |
0.0010 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-05 |
2025-03-06 |
ind_fintech |
0.0036 |
0.0026 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-05 |
2025-03-06 |
reversal |
0.8936 |
0.0013 |
0.0011 |
alpha_REVERSAL |
| 2025-03-05 |
2025-03-06 |
ind_construction_materials |
-0.0127 |
-0.0049 |
0.0001 |
tilt_INDUSTRY |
| 2025-03-05 |
2025-03-06 |
ind_semiconductors |
-0.0690 |
-0.0097 |
0.0007 |
tilt_INDUSTRY |
| 2025-03-05 |
2025-03-06 |
ind_transportation_infrastructure |
-0.0202 |
-0.0000 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-05 |
2025-03-06 |
country_KR |
0.0000 |
0.0022 |
0.0000 |
tilt_COUNTRY |
| 2025-03-05 |
2025-03-06 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-03-05 |
2025-03-06 |
stability |
5.3946 |
0.0007 |
0.0036 |
alpha_QUALITY |
| 2025-03-05 |
2025-03-06 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-03-05 |
2025-03-06 |
country_AU |
-0.0997 |
-0.0027 |
0.0003 |
tilt_COUNTRY |
| 2025-03-05 |
2025-03-06 |
ind_telecommunications_serices |
0.0371 |
0.0044 |
0.0002 |
tilt_INDUSTRY |
| 2025-03-05 |
2025-03-06 |
size_MICRO |
-0.0077 |
-0.0036 |
0.0000 |
tilt_SIZE |
| 2025-03-05 |
2025-03-06 |
country_HK |
0.0083 |
0.0048 |
0.0000 |
tilt_COUNTRY |
| 2025-03-05 |
2025-03-06 |
pdiscrepancy |
NaN |
NaN |
-0.0000 |
unexplained |
| 2025-03-05 |
2025-03-06 |
ind_electric_utilities_ipps |
-0.0199 |
-0.0038 |
0.0001 |
tilt_INDUSTRY |
| 2025-03-05 |
2025-03-06 |
ind_investment_services |
0.0727 |
0.0032 |
0.0002 |
tilt_INDUSTRY |
| 2025-03-05 |
2025-03-06 |
market |
-0.0268 |
-0.0083 |
0.0002 |
risk_exposure |
| 2025-03-05 |
2025-03-06 |
country_IN |
0.0605 |
0.0141 |
0.0008 |
tilt_COUNTRY |
| 2025-03-05 |
2025-03-06 |
ind_pharmaceuticals |
-0.0703 |
-0.0030 |
0.0002 |
tilt_INDUSTRY |
| 2025-03-05 |
2025-03-06 |
ind_oil_gas_equipment_services |
-0.0143 |
-0.0076 |
0.0001 |
tilt_INDUSTRY |
| 2025-03-05 |
2025-03-06 |
size_SMALL |
0.0044 |
-0.0001 |
-0.0000 |
tilt_SIZE |
| 2025-03-05 |
2025-03-06 |
ind_specialty_reatil |
0.0264 |
0.0028 |
0.0001 |
tilt_INDUSTRY |
| 2025-03-05 |
2025-03-06 |
ind_textiles_apparel |
-0.0336 |
0.0001 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-05 |
2025-03-06 |
ind_renewable_energy |
0.0216 |
-0.0051 |
-0.0001 |
tilt_INDUSTRY |
| 2025-03-05 |
2025-03-06 |
ind_metals_mining |
-0.0765 |
0.0022 |
-0.0002 |
tilt_INDUSTRY |
| 2025-03-05 |
2025-03-06 |
ind_construction_engineering |
-0.1018 |
-0.0027 |
0.0003 |
tilt_INDUSTRY |
| 2025-03-05 |
2025-03-06 |
ind_food_tobacco |
0.0913 |
-0.0008 |
-0.0001 |
tilt_INDUSTRY |
| 2025-03-05 |
2025-03-06 |
country_CN |
0.1637 |
-0.0043 |
-0.0007 |
tilt_COUNTRY |
| 2025-03-05 |
2025-03-06 |
ind_oil_gas |
-0.0165 |
0.0017 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-05 |
2025-03-06 |
ind_media_publishing |
-0.0302 |
0.0120 |
-0.0004 |
tilt_INDUSTRY |
| 2025-03-05 |
2025-03-06 |
ind_multiline_utilities |
-0.0104 |
-0.0077 |
0.0001 |
tilt_INDUSTRY |
| 2025-03-05 |
2025-03-06 |
ind_real_estate_operations |
0.0063 |
0.0002 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-05 |
2025-03-06 |
ind_beverages |
-0.0747 |
-0.0004 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-05 |
2025-03-06 |
sdiscrepancy |
NaN |
NaN |
0.0002 |
unexplained |
| 2025-03-05 |
2025-03-06 |
ind_consumer_goods_conglomerates |
0.0163 |
0.0357 |
0.0006 |
tilt_INDUSTRY |
| 2025-03-05 |
2025-03-06 |
ind_water_utilities |
-0.0017 |
-0.0106 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-05 |
2025-03-06 |
ind_commercial_services_supplies |
0.0304 |
0.0030 |
0.0001 |
tilt_INDUSTRY |
| 2025-03-05 |
2025-03-06 |
country_XH |
0.0309 |
-0.0002 |
-0.0000 |
tilt_COUNTRY |
| 2025-03-05 |
2025-03-06 |
ind_aerospace_defense |
0.0079 |
-0.0067 |
-0.0001 |
tilt_INDUSTRY |
| 2025-03-05 |
2025-03-06 |
ind_machinery |
-0.0155 |
-0.0032 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-05 |
2025-03-06 |
size_LARGE |
0.0728 |
0.0020 |
0.0001 |
tilt_SIZE |
| 2025-03-05 |
2025-03-06 |
country_NZ |
-0.0190 |
0.0059 |
-0.0001 |
tilt_COUNTRY |
| 2025-03-05 |
2025-03-06 |
revision |
1.0951 |
0.0011 |
0.0012 |
alpha_REVISION |
| 2025-03-05 |
2025-03-06 |
ind_household_products_services |
-0.0404 |
-0.0002 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-05 |
2025-03-06 |
country_ID |
0.0622 |
0.0203 |
0.0013 |
tilt_COUNTRY |
| 2025-03-05 |
2025-03-06 |
ind_paper_forestry |
-0.0010 |
0.0068 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-05 |
2025-03-06 |
specret |
NaN |
NaN |
-0.0041 |
unexplained |
| 2025-03-05 |
2025-03-06 |
ind_household_goods |
-0.0186 |
-0.0033 |
0.0001 |
tilt_INDUSTRY |
| 2025-03-05 |
2025-03-06 |
value_gc |
1.3532 |
-0.0003 |
-0.0004 |
alpha_VALUE |
| 2025-03-05 |
2025-03-06 |
ind_insurance |
0.0721 |
0.0060 |
0.0004 |
tilt_INDUSTRY |
| 2025-03-05 |
2025-03-06 |
neglect |
1.2945 |
0.0004 |
0.0005 |
alpha_VALUE |
| 2025-03-05 |
2025-03-06 |
ind_food_drug_retail |
-0.0111 |
0.0032 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-05 |
2025-03-06 |
ind_healthcare_equipment_supplies |
-0.0427 |
0.0019 |
-0.0001 |
tilt_INDUSTRY |
| 2025-03-05 |
2025-03-06 |
ind_diversified_retail |
0.0001 |
-0.0039 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-05 |
2025-03-06 |
country_SG |
-0.0558 |
0.0048 |
-0.0003 |
tilt_COUNTRY |
| 2025-03-05 |
2025-03-06 |
ind_coal |
-0.0465 |
0.0035 |
-0.0002 |
tilt_INDUSTRY |
| 2025-03-05 |
2025-03-06 |
linearCost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-03-05 |
2025-03-06 |
ind_homebuilding_building_products |
-0.0305 |
0.0031 |
-0.0001 |
tilt_INDUSTRY |
| 2025-03-05 |
2025-03-06 |
ind_industrial_distribution |
0.0000 |
-0.0079 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-05 |
2025-03-06 |
ind_healthcare_providers_services |
-0.0099 |
-0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-06 |
2025-03-07 |
ind_aerospace_defense |
0.0085 |
0.0225 |
0.0002 |
tilt_INDUSTRY |
| 2025-03-06 |
2025-03-07 |
ind_healthcare_equipment_supplies |
-0.0516 |
-0.0072 |
0.0004 |
tilt_INDUSTRY |
| 2025-03-06 |
2025-03-07 |
ind_machinery |
-0.0201 |
0.0011 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-06 |
2025-03-07 |
ind_automobile |
-0.0049 |
0.0058 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-06 |
2025-03-07 |
country_TW |
-0.0683 |
-0.0066 |
0.0005 |
tilt_COUNTRY |
| 2025-03-06 |
2025-03-07 |
ind_holding_companies |
0.0000 |
0.0010 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-06 |
2025-03-07 |
country_NZ |
-0.0190 |
-0.0005 |
0.0000 |
tilt_COUNTRY |
| 2025-03-06 |
2025-03-07 |
ind_integrated_hardware_software |
0.0128 |
-0.0104 |
-0.0001 |
tilt_INDUSTRY |
| 2025-03-06 |
2025-03-07 |
ind_fintech |
0.0037 |
-0.0020 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-06 |
2025-03-07 |
revision |
1.1746 |
-0.0005 |
-0.0006 |
alpha_REVISION |
| 2025-03-06 |
2025-03-07 |
ind_construction_materials |
-0.0125 |
0.0044 |
-0.0001 |
tilt_INDUSTRY |
| 2025-03-06 |
2025-03-07 |
linkage |
0.8876 |
-0.0003 |
-0.0003 |
alpha_MOMENTUM |
| 2025-03-06 |
2025-03-07 |
ind_transportation_infrastructure |
-0.0201 |
-0.0043 |
0.0001 |
tilt_INDUSTRY |
| 2025-03-06 |
2025-03-07 |
ind_banking_services |
-0.0144 |
-0.0024 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-06 |
2025-03-07 |
ind_household_products_services |
-0.0391 |
0.0041 |
-0.0002 |
tilt_INDUSTRY |
| 2025-03-06 |
2025-03-07 |
stability |
5.4162 |
0.0001 |
0.0004 |
alpha_QUALITY |
| 2025-03-06 |
2025-03-07 |
ind_media_publishing |
-0.0325 |
-0.0048 |
0.0002 |
tilt_INDUSTRY |
| 2025-03-06 |
2025-03-07 |
neglect |
1.2494 |
0.0002 |
0.0002 |
alpha_VALUE |
| 2025-03-06 |
2025-03-07 |
ind_water_utilities |
-0.0008 |
-0.0026 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-06 |
2025-03-07 |
quality |
2.8244 |
0.0000 |
0.0001 |
alpha_QUALITY |
| 2025-03-06 |
2025-03-07 |
ind_pharmaceuticals |
-0.0683 |
-0.0031 |
0.0002 |
tilt_INDUSTRY |
| 2025-03-06 |
2025-03-07 |
ind_investment_services |
0.0699 |
-0.0076 |
-0.0005 |
tilt_INDUSTRY |
| 2025-03-06 |
2025-03-07 |
specret |
NaN |
NaN |
0.0006 |
unexplained |
| 2025-03-06 |
2025-03-07 |
ind_electric_utilities_ipps |
-0.0190 |
0.0008 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-06 |
2025-03-07 |
impactCost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-03-06 |
2025-03-07 |
ind_food_tobacco |
0.0902 |
0.0038 |
0.0003 |
tilt_INDUSTRY |
| 2025-03-06 |
2025-03-07 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-03-06 |
2025-03-07 |
ind_oil_gas |
-0.0073 |
0.0032 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-06 |
2025-03-07 |
country_CN |
0.1602 |
0.0037 |
0.0006 |
tilt_COUNTRY |
| 2025-03-06 |
2025-03-07 |
linearCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-03-06 |
2025-03-07 |
ind_hotels_entertainment |
-0.0705 |
0.0015 |
-0.0001 |
tilt_INDUSTRY |
| 2025-03-06 |
2025-03-07 |
ind_multiline_utilities |
-0.0104 |
-0.0061 |
0.0001 |
tilt_INDUSTRY |
| 2025-03-06 |
2025-03-07 |
reversal |
0.9458 |
-0.0004 |
-0.0004 |
alpha_REVERSAL |
| 2025-03-06 |
2025-03-07 |
ind_homebuilding_building_products |
-0.0310 |
0.0069 |
-0.0002 |
tilt_INDUSTRY |
| 2025-03-06 |
2025-03-07 |
country_KR |
0.0000 |
-0.0046 |
0.0000 |
tilt_COUNTRY |
| 2025-03-06 |
2025-03-07 |
ind_uranium |
-0.0029 |
-0.0125 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-06 |
2025-03-07 |
country_SG |
-0.0527 |
0.0029 |
-0.0002 |
tilt_COUNTRY |
| 2025-03-06 |
2025-03-07 |
ind_consumer_goods_conglomerates |
0.0161 |
0.0011 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-06 |
2025-03-07 |
value_liq |
1.0013 |
0.0016 |
0.0016 |
alpha_VALUE |
| 2025-03-06 |
2025-03-07 |
country_IN |
0.0653 |
0.0009 |
0.0001 |
tilt_COUNTRY |
| 2025-03-06 |
2025-03-07 |
ind_natural_gas_utilities |
-0.0077 |
-0.0033 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-06 |
2025-03-07 |
country_PH |
0.0017 |
0.0070 |
0.0000 |
tilt_COUNTRY |
| 2025-03-06 |
2025-03-07 |
ind_freight_logistics |
0.0648 |
0.0007 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-06 |
2025-03-07 |
country_XH |
0.0350 |
0.0090 |
0.0003 |
tilt_COUNTRY |
| 2025-03-06 |
2025-03-07 |
country_JP |
-0.0492 |
-0.0064 |
0.0003 |
tilt_COUNTRY |
| 2025-03-06 |
2025-03-07 |
ind_semiconductors |
-0.0685 |
-0.0025 |
0.0002 |
tilt_INDUSTRY |
| 2025-03-06 |
2025-03-07 |
ind_communications_equipment |
0.0464 |
-0.0066 |
-0.0003 |
tilt_INDUSTRY |
| 2025-03-06 |
2025-03-07 |
country_AU |
-0.0991 |
-0.0147 |
0.0015 |
tilt_COUNTRY |
| 2025-03-06 |
2025-03-07 |
sdiscrepancy |
NaN |
NaN |
-0.0002 |
unexplained |
| 2025-03-06 |
2025-03-07 |
ind_beverages |
-0.0673 |
0.0160 |
-0.0011 |
tilt_INDUSTRY |
| 2025-03-06 |
2025-03-07 |
ind_chemicals |
0.0782 |
0.0068 |
0.0005 |
tilt_INDUSTRY |
| 2025-03-06 |
2025-03-07 |
ind_paper_forestry |
-0.0011 |
0.0107 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-06 |
2025-03-07 |
sbeta_market |
0.0417 |
-0.0091 |
-0.0004 |
risk_exposure |
| 2025-03-06 |
2025-03-07 |
ind_metals_mining |
-0.0827 |
0.0153 |
-0.0013 |
tilt_INDUSTRY |
| 2025-03-06 |
2025-03-07 |
ind_office_equipment |
0.0007 |
-0.0166 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-06 |
2025-03-07 |
ind_computers_phones_household_electronics |
0.0685 |
-0.0059 |
-0.0004 |
tilt_INDUSTRY |
| 2025-03-06 |
2025-03-07 |
ind_construction_engineering |
-0.0963 |
-0.0020 |
0.0002 |
tilt_INDUSTRY |
| 2025-03-06 |
2025-03-07 |
ind_passenger_transportation |
0.0678 |
0.0044 |
0.0003 |
tilt_INDUSTRY |
| 2025-03-06 |
2025-03-07 |
ind_household_goods |
-0.0242 |
-0.0012 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-06 |
2025-03-07 |
ind_renewable_energy |
0.0234 |
0.0016 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-06 |
2025-03-07 |
ind_software_it_services |
0.1256 |
-0.0084 |
-0.0011 |
tilt_INDUSTRY |
| 2025-03-06 |
2025-03-07 |
fmom |
1.0975 |
-0.0004 |
-0.0004 |
alpha_QUALITY |
| 2025-03-06 |
2025-03-07 |
ind_leisure_products |
-0.0008 |
-0.0226 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-06 |
2025-03-07 |
ind_food_drug_retail |
-0.0115 |
0.0036 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-06 |
2025-03-07 |
ind_industrial_distribution |
0.0000 |
0.0078 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-06 |
2025-03-07 |
ind_containers_packaging |
-0.0116 |
0.0046 |
-0.0001 |
tilt_INDUSTRY |
| 2025-03-06 |
2025-03-07 |
momentum |
0.4781 |
-0.0007 |
-0.0003 |
alpha_MOMENTUM |
| 2025-03-06 |
2025-03-07 |
size_MID |
-0.0932 |
0.0011 |
-0.0001 |
tilt_SIZE |
| 2025-03-06 |
2025-03-07 |
ind_electronic_equipment |
-0.0176 |
-0.0012 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-06 |
2025-03-07 |
country_MY |
0.0090 |
-0.0082 |
-0.0001 |
tilt_COUNTRY |
| 2025-03-06 |
2025-03-07 |
ind_diversified_retail |
0.0001 |
-0.0032 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-06 |
2025-03-07 |
ind_insurance |
0.0750 |
-0.0020 |
-0.0001 |
tilt_INDUSTRY |
| 2025-03-06 |
2025-03-07 |
country_TH |
-0.0616 |
0.0107 |
-0.0007 |
tilt_COUNTRY |
| 2025-03-06 |
2025-03-07 |
ind_healthcare_providers_services |
-0.0039 |
-0.0123 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-06 |
2025-03-07 |
ind_coal |
-0.0458 |
0.0036 |
-0.0002 |
tilt_INDUSTRY |
| 2025-03-06 |
2025-03-07 |
size_SMALL |
0.0045 |
0.0016 |
0.0000 |
tilt_SIZE |
| 2025-03-06 |
2025-03-07 |
ind_real_estate_operations |
0.0088 |
-0.0062 |
-0.0001 |
tilt_INDUSTRY |
| 2025-03-06 |
2025-03-07 |
ind_biotechnology |
0.0185 |
-0.0031 |
-0.0001 |
tilt_INDUSTRY |
| 2025-03-06 |
2025-03-07 |
size_LARGE |
0.0703 |
-0.0037 |
-0.0003 |
tilt_SIZE |
| 2025-03-06 |
2025-03-07 |
market |
-0.0275 |
0.0024 |
-0.0001 |
risk_exposure |
| 2025-03-06 |
2025-03-07 |
ind_telecommunications_serices |
0.0373 |
-0.0005 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-06 |
2025-03-07 |
value_gc |
1.3455 |
0.0004 |
0.0005 |
alpha_VALUE |
| 2025-03-06 |
2025-03-07 |
country_HK |
0.0003 |
0.0078 |
0.0000 |
tilt_COUNTRY |
| 2025-03-06 |
2025-03-07 |
ind_specialty_reatil |
0.0187 |
-0.0059 |
-0.0001 |
tilt_INDUSTRY |
| 2025-03-06 |
2025-03-07 |
size_MICRO |
-0.0091 |
0.0005 |
-0.0000 |
tilt_SIZE |
| 2025-03-06 |
2025-03-07 |
ind_commercial_services_supplies |
0.0298 |
-0.0042 |
-0.0001 |
tilt_INDUSTRY |
| 2025-03-06 |
2025-03-07 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-03-06 |
2025-03-07 |
pdiscrepancy |
NaN |
NaN |
0.0000 |
unexplained |
| 2025-03-06 |
2025-03-07 |
ind_oil_gas_equipment_services |
-0.0146 |
-0.0020 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-06 |
2025-03-07 |
ind_textiles_apparel |
-0.0331 |
0.0079 |
-0.0003 |
tilt_INDUSTRY |
| 2025-03-06 |
2025-03-07 |
country_ID |
0.0510 |
0.0003 |
0.0000 |
tilt_COUNTRY |
| 2025-03-07 |
2025-03-10 |
ind_hotels_entertainment |
-0.0704 |
0.0018 |
-0.0001 |
tilt_INDUSTRY |
| 2025-03-07 |
2025-03-10 |
country_HK |
-0.0030 |
-0.0014 |
0.0000 |
tilt_COUNTRY |
| 2025-03-07 |
2025-03-10 |
ind_homebuilding_building_products |
-0.0331 |
0.0028 |
-0.0001 |
tilt_INDUSTRY |
| 2025-03-07 |
2025-03-10 |
ind_construction_materials |
-0.0121 |
0.0040 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-07 |
2025-03-10 |
ind_specialty_reatil |
0.0140 |
-0.0035 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-07 |
2025-03-10 |
linearCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-03-07 |
2025-03-10 |
ind_natural_gas_utilities |
-0.0073 |
0.0001 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-07 |
2025-03-10 |
ind_household_products_services |
-0.0381 |
0.0070 |
-0.0003 |
tilt_INDUSTRY |
| 2025-03-07 |
2025-03-10 |
country_MY |
0.0091 |
-0.0070 |
-0.0001 |
tilt_COUNTRY |
| 2025-03-07 |
2025-03-10 |
ind_media_publishing |
-0.0339 |
-0.0086 |
0.0003 |
tilt_INDUSTRY |
| 2025-03-07 |
2025-03-10 |
ind_automobile |
-0.0069 |
0.0000 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-07 |
2025-03-10 |
ind_semiconductors |
-0.0670 |
-0.0005 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-07 |
2025-03-10 |
linkage |
0.9055 |
-0.0004 |
-0.0004 |
alpha_MOMENTUM |
| 2025-03-07 |
2025-03-10 |
ind_banking_services |
-0.0278 |
-0.0018 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-07 |
2025-03-10 |
size_MICRO |
-0.0086 |
-0.0011 |
0.0000 |
tilt_SIZE |
| 2025-03-07 |
2025-03-10 |
ind_healthcare_providers_services |
0.0004 |
0.0045 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-07 |
2025-03-10 |
size_MID |
-0.0912 |
0.0004 |
-0.0000 |
tilt_SIZE |
| 2025-03-07 |
2025-03-10 |
ind_aerospace_defense |
0.0097 |
0.0045 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-07 |
2025-03-10 |
country_JP |
-0.0601 |
0.0026 |
-0.0002 |
tilt_COUNTRY |
| 2025-03-07 |
2025-03-10 |
ind_healthcare_equipment_supplies |
-0.0599 |
0.0088 |
-0.0005 |
tilt_INDUSTRY |
| 2025-03-07 |
2025-03-10 |
sdiscrepancy |
NaN |
NaN |
-0.0001 |
unexplained |
| 2025-03-07 |
2025-03-10 |
ind_freight_logistics |
0.0664 |
0.0048 |
0.0003 |
tilt_INDUSTRY |
| 2025-03-07 |
2025-03-10 |
size_SMALL |
0.0050 |
0.0005 |
0.0000 |
tilt_SIZE |
| 2025-03-07 |
2025-03-10 |
ind_software_it_services |
0.1374 |
-0.0112 |
-0.0015 |
tilt_INDUSTRY |
| 2025-03-07 |
2025-03-10 |
ind_oil_gas_equipment_services |
-0.0147 |
0.0057 |
-0.0001 |
tilt_INDUSTRY |
| 2025-03-07 |
2025-03-10 |
country_IN |
0.0751 |
-0.0122 |
-0.0009 |
tilt_COUNTRY |
| 2025-03-07 |
2025-03-10 |
ind_consumer_goods_conglomerates |
0.0146 |
-0.0210 |
-0.0003 |
tilt_INDUSTRY |
| 2025-03-07 |
2025-03-10 |
market |
-0.0276 |
-0.0031 |
0.0001 |
risk_exposure |
| 2025-03-07 |
2025-03-10 |
ind_communications_equipment |
0.0479 |
-0.0045 |
-0.0002 |
tilt_INDUSTRY |
| 2025-03-07 |
2025-03-10 |
country_KR |
0.0000 |
0.0057 |
0.0000 |
tilt_COUNTRY |
| 2025-03-07 |
2025-03-10 |
ind_holding_companies |
0.0000 |
-0.0009 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-07 |
2025-03-10 |
momentum |
0.4322 |
-0.0010 |
-0.0004 |
alpha_MOMENTUM |
| 2025-03-07 |
2025-03-10 |
size_LARGE |
0.0672 |
-0.0013 |
-0.0001 |
tilt_SIZE |
| 2025-03-07 |
2025-03-10 |
ind_metals_mining |
-0.0863 |
0.0043 |
-0.0004 |
tilt_INDUSTRY |
| 2025-03-07 |
2025-03-10 |
ind_household_goods |
-0.0238 |
0.0068 |
-0.0002 |
tilt_INDUSTRY |
| 2025-03-07 |
2025-03-10 |
ind_office_equipment |
0.0007 |
-0.0059 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-07 |
2025-03-10 |
ind_oil_gas |
0.0046 |
0.0090 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-07 |
2025-03-10 |
ind_multiline_utilities |
-0.0104 |
0.0022 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-07 |
2025-03-10 |
ind_computers_phones_household_electronics |
0.0654 |
-0.0052 |
-0.0003 |
tilt_INDUSTRY |
| 2025-03-07 |
2025-03-10 |
ind_telecommunications_serices |
0.0360 |
-0.0025 |
-0.0001 |
tilt_INDUSTRY |
| 2025-03-07 |
2025-03-10 |
country_ID |
0.0446 |
-0.0106 |
-0.0005 |
tilt_COUNTRY |
| 2025-03-07 |
2025-03-10 |
ind_beverages |
-0.0657 |
-0.0019 |
0.0001 |
tilt_INDUSTRY |
| 2025-03-07 |
2025-03-10 |
specret |
NaN |
NaN |
-0.0001 |
unexplained |
| 2025-03-07 |
2025-03-10 |
ind_construction_engineering |
-0.0904 |
-0.0046 |
0.0004 |
tilt_INDUSTRY |
| 2025-03-07 |
2025-03-10 |
country_NZ |
-0.0187 |
0.0101 |
-0.0002 |
tilt_COUNTRY |
| 2025-03-07 |
2025-03-10 |
ind_biotechnology |
0.0193 |
-0.0086 |
-0.0002 |
tilt_INDUSTRY |
| 2025-03-07 |
2025-03-10 |
ind_industrial_distribution |
0.0000 |
0.0039 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-07 |
2025-03-10 |
neglect |
1.1831 |
-0.0003 |
-0.0003 |
alpha_VALUE |
| 2025-03-07 |
2025-03-10 |
ind_renewable_energy |
0.0248 |
0.0096 |
0.0002 |
tilt_INDUSTRY |
| 2025-03-07 |
2025-03-10 |
ind_water_utilities |
-0.0008 |
0.0078 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-07 |
2025-03-10 |
stability |
5.3957 |
0.0003 |
0.0018 |
alpha_QUALITY |
| 2025-03-07 |
2025-03-10 |
country_XH |
0.0349 |
-0.0068 |
-0.0002 |
tilt_COUNTRY |
| 2025-03-07 |
2025-03-10 |
ind_real_estate_operations |
0.0113 |
-0.0023 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-07 |
2025-03-10 |
pdiscrepancy |
NaN |
NaN |
-0.0001 |
unexplained |
| 2025-03-07 |
2025-03-10 |
ind_electronic_equipment |
-0.0133 |
0.0010 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-07 |
2025-03-10 |
ind_food_tobacco |
0.0892 |
0.0049 |
0.0004 |
tilt_INDUSTRY |
| 2025-03-07 |
2025-03-10 |
ind_textiles_apparel |
-0.0305 |
-0.0038 |
0.0001 |
tilt_INDUSTRY |
| 2025-03-07 |
2025-03-10 |
ind_electric_utilities_ipps |
-0.0210 |
0.0029 |
-0.0001 |
tilt_INDUSTRY |
| 2025-03-07 |
2025-03-10 |
bcost |
NaN |
NaN |
-0.0009 |
cost |
| 2025-03-07 |
2025-03-10 |
ind_commercial_services_supplies |
0.0287 |
-0.0010 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-07 |
2025-03-10 |
country_AU |
-0.0990 |
0.0056 |
-0.0006 |
tilt_COUNTRY |
| 2025-03-07 |
2025-03-10 |
ind_transportation_infrastructure |
-0.0207 |
-0.0020 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-07 |
2025-03-10 |
ind_investment_services |
0.0680 |
-0.0060 |
-0.0004 |
tilt_INDUSTRY |
| 2025-03-07 |
2025-03-10 |
country_TH |
-0.0583 |
-0.0181 |
0.0011 |
tilt_COUNTRY |
| 2025-03-07 |
2025-03-10 |
ind_food_drug_retail |
-0.0117 |
0.0064 |
-0.0001 |
tilt_INDUSTRY |
| 2025-03-07 |
2025-03-10 |
country_CN |
0.1640 |
0.0018 |
0.0003 |
tilt_COUNTRY |
| 2025-03-07 |
2025-03-10 |
reversal |
1.0299 |
0.0019 |
0.0020 |
alpha_REVERSAL |
| 2025-03-07 |
2025-03-10 |
ind_pharmaceuticals |
-0.0724 |
0.0039 |
-0.0003 |
tilt_INDUSTRY |
| 2025-03-07 |
2025-03-10 |
ind_diversified_retail |
0.0001 |
-0.0077 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-07 |
2025-03-10 |
ind_paper_forestry |
-0.0013 |
-0.0030 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-07 |
2025-03-10 |
country_SG |
-0.0523 |
0.0005 |
-0.0000 |
tilt_COUNTRY |
| 2025-03-07 |
2025-03-10 |
ind_uranium |
-0.0029 |
-0.0143 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-07 |
2025-03-10 |
ind_containers_packaging |
-0.0113 |
0.0016 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-07 |
2025-03-10 |
sbeta_market |
0.0449 |
0.0004 |
0.0000 |
risk_exposure |
| 2025-03-07 |
2025-03-10 |
ind_integrated_hardware_software |
0.0126 |
-0.0195 |
-0.0002 |
tilt_INDUSTRY |
| 2025-03-07 |
2025-03-10 |
ind_insurance |
0.0769 |
0.0002 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-07 |
2025-03-10 |
country_TW |
-0.0654 |
-0.0002 |
0.0000 |
tilt_COUNTRY |
| 2025-03-07 |
2025-03-10 |
ind_fintech |
0.0036 |
-0.0100 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-07 |
2025-03-10 |
value_liq |
1.0133 |
0.0003 |
0.0003 |
alpha_VALUE |
| 2025-03-07 |
2025-03-10 |
ind_coal |
-0.0456 |
0.0121 |
-0.0006 |
tilt_INDUSTRY |
| 2025-03-07 |
2025-03-10 |
ind_machinery |
-0.0243 |
0.0030 |
-0.0001 |
tilt_INDUSTRY |
| 2025-03-07 |
2025-03-10 |
fcost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-03-07 |
2025-03-10 |
country_PH |
0.0014 |
0.0173 |
0.0000 |
tilt_COUNTRY |
| 2025-03-07 |
2025-03-10 |
quality |
2.7801 |
0.0001 |
0.0003 |
alpha_QUALITY |
| 2025-03-07 |
2025-03-10 |
revision |
1.2014 |
-0.0009 |
-0.0011 |
alpha_REVISION |
| 2025-03-07 |
2025-03-10 |
value_gc |
1.3424 |
-0.0001 |
-0.0002 |
alpha_VALUE |
| 2025-03-07 |
2025-03-10 |
ind_leisure_products |
-0.0009 |
-0.0058 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-07 |
2025-03-10 |
ind_passenger_transportation |
0.0669 |
0.0002 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-07 |
2025-03-10 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-03-07 |
2025-03-10 |
ind_chemicals |
0.0786 |
0.0033 |
0.0003 |
tilt_INDUSTRY |
| 2025-03-07 |
2025-03-10 |
fmom |
1.0591 |
0.0000 |
0.0000 |
alpha_QUALITY |
| 2025-03-10 |
2025-03-11 |
ind_communications_equipment |
0.0411 |
-0.0064 |
-0.0003 |
tilt_INDUSTRY |
| 2025-03-10 |
2025-03-11 |
ind_chemicals |
0.0859 |
-0.0004 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-10 |
2025-03-11 |
ind_insurance |
0.0827 |
-0.0017 |
-0.0001 |
tilt_INDUSTRY |
| 2025-03-10 |
2025-03-11 |
ind_holding_companies |
0.0000 |
-0.0044 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-10 |
2025-03-11 |
ind_automobile |
-0.0054 |
-0.0014 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-10 |
2025-03-11 |
ind_healthcare_providers_services |
0.0009 |
-0.0036 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-10 |
2025-03-11 |
ind_beverages |
-0.0666 |
0.0176 |
-0.0012 |
tilt_INDUSTRY |
| 2025-03-10 |
2025-03-11 |
sbeta_market |
0.0557 |
-0.0024 |
-0.0001 |
risk_exposure |
| 2025-03-10 |
2025-03-11 |
size_MID |
-0.0841 |
0.0001 |
-0.0000 |
tilt_SIZE |
| 2025-03-10 |
2025-03-11 |
ind_transportation_infrastructure |
-0.0221 |
-0.0002 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-10 |
2025-03-11 |
country_TW |
-0.0642 |
-0.0107 |
0.0007 |
tilt_COUNTRY |
| 2025-03-10 |
2025-03-11 |
ind_consumer_goods_conglomerates |
0.0134 |
0.0004 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-10 |
2025-03-11 |
linkage |
0.9027 |
0.0003 |
0.0003 |
alpha_MOMENTUM |
| 2025-03-10 |
2025-03-11 |
ind_uranium |
-0.0028 |
-0.0307 |
0.0001 |
tilt_INDUSTRY |
| 2025-03-10 |
2025-03-11 |
ind_metals_mining |
-0.0983 |
-0.0005 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-10 |
2025-03-11 |
ind_banking_services |
-0.0214 |
-0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-10 |
2025-03-11 |
ind_aerospace_defense |
0.0088 |
0.0123 |
0.0001 |
tilt_INDUSTRY |
| 2025-03-10 |
2025-03-11 |
ind_fintech |
0.0035 |
0.0006 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-10 |
2025-03-11 |
ind_investment_services |
0.0687 |
-0.0021 |
-0.0001 |
tilt_INDUSTRY |
| 2025-03-10 |
2025-03-11 |
ind_construction_engineering |
-0.0804 |
-0.0035 |
0.0003 |
tilt_INDUSTRY |
| 2025-03-10 |
2025-03-11 |
country_TH |
-0.0496 |
0.0128 |
-0.0006 |
tilt_COUNTRY |
| 2025-03-10 |
2025-03-11 |
ind_household_products_services |
-0.0376 |
0.0082 |
-0.0003 |
tilt_INDUSTRY |
| 2025-03-10 |
2025-03-11 |
ind_office_equipment |
0.0010 |
0.0012 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-10 |
2025-03-11 |
momentum |
0.4730 |
-0.0006 |
-0.0003 |
alpha_MOMENTUM |
| 2025-03-10 |
2025-03-11 |
ind_electric_utilities_ipps |
-0.0251 |
0.0005 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-10 |
2025-03-11 |
ind_food_drug_retail |
-0.0100 |
0.0081 |
-0.0001 |
tilt_INDUSTRY |
| 2025-03-10 |
2025-03-11 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-03-10 |
2025-03-11 |
ind_industrial_distribution |
0.0000 |
0.0002 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-10 |
2025-03-11 |
ind_computers_phones_household_electronics |
0.0635 |
0.0021 |
0.0001 |
tilt_INDUSTRY |
| 2025-03-10 |
2025-03-11 |
reversal |
0.9638 |
-0.0005 |
-0.0004 |
alpha_REVERSAL |
| 2025-03-10 |
2025-03-11 |
country_KR |
0.0000 |
-0.0116 |
0.0000 |
tilt_COUNTRY |
| 2025-03-10 |
2025-03-11 |
ind_passenger_transportation |
0.0657 |
0.0021 |
0.0001 |
tilt_INDUSTRY |
| 2025-03-10 |
2025-03-11 |
ind_pharmaceuticals |
-0.0752 |
0.0026 |
-0.0002 |
tilt_INDUSTRY |
| 2025-03-10 |
2025-03-11 |
ind_household_goods |
-0.0233 |
-0.0018 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-10 |
2025-03-11 |
sdiscrepancy |
NaN |
NaN |
0.0004 |
unexplained |
| 2025-03-10 |
2025-03-11 |
ind_hotels_entertainment |
-0.0702 |
0.0063 |
-0.0004 |
tilt_INDUSTRY |
| 2025-03-10 |
2025-03-11 |
ind_integrated_hardware_software |
0.0125 |
-0.0059 |
-0.0001 |
tilt_INDUSTRY |
| 2025-03-10 |
2025-03-11 |
country_CN |
0.1735 |
0.0070 |
0.0012 |
tilt_COUNTRY |
| 2025-03-10 |
2025-03-11 |
ind_semiconductors |
-0.0704 |
-0.0026 |
0.0002 |
tilt_INDUSTRY |
| 2025-03-10 |
2025-03-11 |
ind_diversified_retail |
0.0001 |
0.0065 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-10 |
2025-03-11 |
country_JP |
-0.0626 |
-0.0076 |
0.0005 |
tilt_COUNTRY |
| 2025-03-10 |
2025-03-11 |
ind_paper_forestry |
-0.0016 |
-0.0033 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-10 |
2025-03-11 |
ind_media_publishing |
-0.0339 |
0.0018 |
-0.0001 |
tilt_INDUSTRY |
| 2025-03-10 |
2025-03-11 |
ind_natural_gas_utilities |
-0.0068 |
0.0019 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-10 |
2025-03-11 |
quality |
2.7441 |
0.0012 |
0.0032 |
alpha_QUALITY |
| 2025-03-10 |
2025-03-11 |
value_liq |
0.9878 |
0.0004 |
0.0004 |
alpha_VALUE |
| 2025-03-10 |
2025-03-11 |
country_IN |
0.0711 |
0.0006 |
0.0000 |
tilt_COUNTRY |
| 2025-03-10 |
2025-03-11 |
ind_containers_packaging |
-0.0111 |
-0.0020 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-10 |
2025-03-11 |
linearCost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-03-10 |
2025-03-11 |
ind_software_it_services |
0.1376 |
-0.0035 |
-0.0005 |
tilt_INDUSTRY |
| 2025-03-10 |
2025-03-11 |
ind_oil_gas |
0.0115 |
0.0019 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-10 |
2025-03-11 |
size_LARGE |
0.0675 |
0.0000 |
0.0000 |
tilt_SIZE |
| 2025-03-10 |
2025-03-11 |
ind_coal |
-0.0452 |
0.0005 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-10 |
2025-03-11 |
pdiscrepancy |
NaN |
NaN |
0.0000 |
unexplained |
| 2025-03-10 |
2025-03-11 |
country_ID |
0.0440 |
-0.0169 |
-0.0007 |
tilt_COUNTRY |
| 2025-03-10 |
2025-03-11 |
revision |
1.2544 |
-0.0002 |
-0.0003 |
alpha_REVISION |
| 2025-03-10 |
2025-03-11 |
ind_electronic_equipment |
-0.0068 |
-0.0011 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-10 |
2025-03-11 |
country_PH |
0.0006 |
-0.0274 |
-0.0000 |
tilt_COUNTRY |
| 2025-03-10 |
2025-03-11 |
ind_construction_materials |
-0.0116 |
-0.0006 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-10 |
2025-03-11 |
country_SG |
-0.0518 |
-0.0184 |
0.0010 |
tilt_COUNTRY |
| 2025-03-10 |
2025-03-11 |
ind_homebuilding_building_products |
-0.0349 |
-0.0004 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-10 |
2025-03-11 |
country_HK |
-0.0055 |
0.0050 |
-0.0000 |
tilt_COUNTRY |
| 2025-03-10 |
2025-03-11 |
country_MY |
0.0089 |
-0.0130 |
-0.0001 |
tilt_COUNTRY |
| 2025-03-10 |
2025-03-11 |
ind_freight_logistics |
0.0647 |
0.0024 |
0.0002 |
tilt_INDUSTRY |
| 2025-03-10 |
2025-03-11 |
ind_telecommunications_serices |
0.0348 |
0.0039 |
0.0001 |
tilt_INDUSTRY |
| 2025-03-10 |
2025-03-11 |
ind_real_estate_operations |
0.0143 |
-0.0014 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-10 |
2025-03-11 |
ind_healthcare_equipment_supplies |
-0.0595 |
-0.0062 |
0.0004 |
tilt_INDUSTRY |
| 2025-03-10 |
2025-03-11 |
country_XH |
0.0357 |
0.0080 |
0.0003 |
tilt_COUNTRY |
| 2025-03-10 |
2025-03-11 |
neglect |
1.1441 |
0.0003 |
0.0003 |
alpha_VALUE |
| 2025-03-10 |
2025-03-11 |
specret |
NaN |
NaN |
0.0020 |
unexplained |
| 2025-03-10 |
2025-03-11 |
ind_water_utilities |
-0.0008 |
-0.0021 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-10 |
2025-03-11 |
ind_renewable_energy |
0.0252 |
-0.0021 |
-0.0001 |
tilt_INDUSTRY |
| 2025-03-10 |
2025-03-11 |
stability |
5.3568 |
-0.0007 |
-0.0036 |
alpha_QUALITY |
| 2025-03-10 |
2025-03-11 |
ind_food_tobacco |
0.0881 |
0.0082 |
0.0007 |
tilt_INDUSTRY |
| 2025-03-10 |
2025-03-11 |
market |
-0.0178 |
-0.0005 |
0.0000 |
risk_exposure |
| 2025-03-10 |
2025-03-11 |
ind_multiline_utilities |
-0.0103 |
0.0067 |
-0.0001 |
tilt_INDUSTRY |
| 2025-03-10 |
2025-03-11 |
ind_biotechnology |
0.0199 |
-0.0045 |
-0.0001 |
tilt_INDUSTRY |
| 2025-03-10 |
2025-03-11 |
country_NZ |
-0.0184 |
-0.0078 |
0.0001 |
tilt_COUNTRY |
| 2025-03-10 |
2025-03-11 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-03-10 |
2025-03-11 |
fmom |
1.0922 |
-0.0004 |
-0.0005 |
alpha_QUALITY |
| 2025-03-10 |
2025-03-11 |
ind_specialty_reatil |
0.0120 |
0.0041 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-10 |
2025-03-11 |
ind_leisure_products |
-0.0016 |
0.0133 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-10 |
2025-03-11 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-03-10 |
2025-03-11 |
ind_textiles_apparel |
-0.0280 |
0.0035 |
-0.0001 |
tilt_INDUSTRY |
| 2025-03-10 |
2025-03-11 |
ind_oil_gas_equipment_services |
-0.0153 |
-0.0007 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-10 |
2025-03-11 |
ind_machinery |
-0.0304 |
-0.0038 |
0.0001 |
tilt_INDUSTRY |
| 2025-03-10 |
2025-03-11 |
size_MICRO |
-0.0086 |
0.0003 |
-0.0000 |
tilt_SIZE |
| 2025-03-10 |
2025-03-11 |
ind_commercial_services_supplies |
0.0331 |
-0.0025 |
-0.0001 |
tilt_INDUSTRY |
| 2025-03-10 |
2025-03-11 |
country_AU |
-0.0995 |
-0.0121 |
0.0012 |
tilt_COUNTRY |
| 2025-03-10 |
2025-03-11 |
size_SMALL |
0.0075 |
-0.0001 |
-0.0000 |
tilt_SIZE |
| 2025-03-10 |
2025-03-11 |
value_gc |
1.3363 |
0.0005 |
0.0007 |
alpha_VALUE |
| 2025-03-11 |
2025-03-12 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-03-11 |
2025-03-12 |
country_SG |
-0.0486 |
-0.0016 |
0.0001 |
tilt_COUNTRY |
| 2025-03-11 |
2025-03-12 |
ind_office_equipment |
0.0013 |
-0.0025 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-11 |
2025-03-12 |
linearCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-03-11 |
2025-03-12 |
reversal |
1.1428 |
0.0023 |
0.0027 |
alpha_REVERSAL |
| 2025-03-11 |
2025-03-12 |
fmom |
1.0969 |
-0.0002 |
-0.0002 |
alpha_QUALITY |
| 2025-03-11 |
2025-03-12 |
ind_passenger_transportation |
0.0650 |
-0.0058 |
-0.0004 |
tilt_INDUSTRY |
| 2025-03-11 |
2025-03-12 |
country_KR |
0.0000 |
0.0106 |
0.0000 |
tilt_COUNTRY |
| 2025-03-11 |
2025-03-12 |
ind_leisure_products |
-0.0025 |
-0.0051 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-11 |
2025-03-12 |
neglect |
1.1220 |
0.0005 |
0.0005 |
alpha_VALUE |
| 2025-03-11 |
2025-03-12 |
size_SMALL |
0.0134 |
0.0022 |
0.0000 |
tilt_SIZE |
| 2025-03-11 |
2025-03-12 |
country_AU |
-0.0994 |
-0.0111 |
0.0011 |
tilt_COUNTRY |
| 2025-03-11 |
2025-03-12 |
market |
-0.0126 |
-0.0011 |
0.0000 |
risk_exposure |
| 2025-03-11 |
2025-03-12 |
sdiscrepancy |
NaN |
NaN |
-0.0008 |
unexplained |
| 2025-03-11 |
2025-03-12 |
ind_oil_gas |
0.0160 |
0.0036 |
0.0001 |
tilt_INDUSTRY |
| 2025-03-11 |
2025-03-12 |
country_NZ |
-0.0184 |
-0.0074 |
0.0001 |
tilt_COUNTRY |
| 2025-03-11 |
2025-03-12 |
ind_healthcare_equipment_supplies |
-0.0628 |
-0.0040 |
0.0003 |
tilt_INDUSTRY |
| 2025-03-11 |
2025-03-12 |
ind_paper_forestry |
-0.0020 |
-0.0053 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-11 |
2025-03-12 |
ind_machinery |
-0.0360 |
0.0003 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-11 |
2025-03-12 |
ind_transportation_infrastructure |
-0.0229 |
-0.0008 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-11 |
2025-03-12 |
country_CN |
0.1746 |
-0.0020 |
-0.0003 |
tilt_COUNTRY |
| 2025-03-11 |
2025-03-12 |
ind_fintech |
0.0035 |
0.0021 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-11 |
2025-03-12 |
size_MICRO |
-0.0088 |
0.0049 |
-0.0000 |
tilt_SIZE |
| 2025-03-11 |
2025-03-12 |
ind_household_products_services |
-0.0375 |
-0.0013 |
0.0001 |
tilt_INDUSTRY |
| 2025-03-11 |
2025-03-12 |
ind_healthcare_providers_services |
0.0009 |
-0.0066 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-11 |
2025-03-12 |
ind_uranium |
-0.0028 |
0.0265 |
-0.0001 |
tilt_INDUSTRY |
| 2025-03-11 |
2025-03-12 |
ind_chemicals |
0.0930 |
-0.0028 |
-0.0003 |
tilt_INDUSTRY |
| 2025-03-11 |
2025-03-12 |
ind_food_tobacco |
0.0862 |
-0.0032 |
-0.0003 |
tilt_INDUSTRY |
| 2025-03-11 |
2025-03-12 |
ind_diversified_retail |
0.0001 |
-0.0102 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-11 |
2025-03-12 |
pdiscrepancy |
NaN |
NaN |
-0.0000 |
unexplained |
| 2025-03-11 |
2025-03-12 |
ind_insurance |
0.0904 |
0.0044 |
0.0004 |
tilt_INDUSTRY |
| 2025-03-11 |
2025-03-12 |
ind_holding_companies |
0.0000 |
0.0050 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-11 |
2025-03-12 |
ind_construction_materials |
-0.0113 |
-0.0057 |
0.0001 |
tilt_INDUSTRY |
| 2025-03-11 |
2025-03-12 |
country_MY |
0.0089 |
-0.0093 |
-0.0001 |
tilt_COUNTRY |
| 2025-03-11 |
2025-03-12 |
ind_software_it_services |
0.1355 |
-0.0005 |
-0.0001 |
tilt_INDUSTRY |
| 2025-03-11 |
2025-03-12 |
ind_integrated_hardware_software |
0.0127 |
0.0175 |
0.0002 |
tilt_INDUSTRY |
| 2025-03-11 |
2025-03-12 |
country_IN |
0.0604 |
-0.0022 |
-0.0001 |
tilt_COUNTRY |
| 2025-03-11 |
2025-03-12 |
specret |
NaN |
NaN |
0.0017 |
unexplained |
| 2025-03-11 |
2025-03-12 |
ind_media_publishing |
-0.0333 |
0.0060 |
-0.0002 |
tilt_INDUSTRY |
| 2025-03-11 |
2025-03-12 |
ind_renewable_energy |
0.0254 |
-0.0081 |
-0.0002 |
tilt_INDUSTRY |
| 2025-03-11 |
2025-03-12 |
country_TW |
-0.0629 |
0.0048 |
-0.0003 |
tilt_COUNTRY |
| 2025-03-11 |
2025-03-12 |
country_TH |
-0.0424 |
-0.0216 |
0.0009 |
tilt_COUNTRY |
| 2025-03-11 |
2025-03-12 |
ind_computers_phones_household_electronics |
0.0650 |
0.0007 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-11 |
2025-03-12 |
ind_industrial_distribution |
0.0000 |
-0.0037 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-11 |
2025-03-12 |
country_HK |
-0.0060 |
-0.0033 |
0.0000 |
tilt_COUNTRY |
| 2025-03-11 |
2025-03-12 |
ind_electronic_equipment |
-0.0026 |
0.0038 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-11 |
2025-03-12 |
ind_commercial_services_supplies |
0.0390 |
-0.0004 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-11 |
2025-03-12 |
ind_oil_gas_equipment_services |
-0.0159 |
-0.0016 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-11 |
2025-03-12 |
ind_specialty_reatil |
0.0116 |
-0.0028 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-11 |
2025-03-12 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-03-11 |
2025-03-12 |
ind_water_utilities |
-0.0008 |
0.0010 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-11 |
2025-03-12 |
size_LARGE |
0.0710 |
-0.0016 |
-0.0001 |
tilt_SIZE |
| 2025-03-11 |
2025-03-12 |
ind_communications_equipment |
0.0349 |
0.0097 |
0.0003 |
tilt_INDUSTRY |
| 2025-03-11 |
2025-03-12 |
ind_consumer_goods_conglomerates |
0.0127 |
0.0145 |
0.0002 |
tilt_INDUSTRY |
| 2025-03-11 |
2025-03-12 |
ind_banking_services |
-0.0131 |
0.0033 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-11 |
2025-03-12 |
linkage |
0.8917 |
0.0005 |
0.0005 |
alpha_MOMENTUM |
| 2025-03-11 |
2025-03-12 |
sbeta_market |
0.0608 |
0.0008 |
0.0000 |
risk_exposure |
| 2025-03-11 |
2025-03-12 |
ind_beverages |
-0.0663 |
-0.0066 |
0.0004 |
tilt_INDUSTRY |
| 2025-03-11 |
2025-03-12 |
ind_investment_services |
0.0717 |
0.0042 |
0.0003 |
tilt_INDUSTRY |
| 2025-03-11 |
2025-03-12 |
ind_real_estate_operations |
0.0161 |
-0.0042 |
-0.0001 |
tilt_INDUSTRY |
| 2025-03-11 |
2025-03-12 |
country_XH |
0.0388 |
-0.0040 |
-0.0002 |
tilt_COUNTRY |
| 2025-03-11 |
2025-03-12 |
stability |
5.3163 |
0.0000 |
0.0001 |
alpha_QUALITY |
| 2025-03-11 |
2025-03-12 |
ind_biotechnology |
0.0206 |
-0.0061 |
-0.0001 |
tilt_INDUSTRY |
| 2025-03-11 |
2025-03-12 |
country_JP |
-0.0619 |
0.0088 |
-0.0005 |
tilt_COUNTRY |
| 2025-03-11 |
2025-03-12 |
quality |
2.6700 |
0.0005 |
0.0015 |
alpha_QUALITY |
| 2025-03-11 |
2025-03-12 |
ind_aerospace_defense |
0.0062 |
-0.0100 |
-0.0001 |
tilt_INDUSTRY |
| 2025-03-11 |
2025-03-12 |
size_MID |
-0.0882 |
-0.0009 |
0.0001 |
tilt_SIZE |
| 2025-03-11 |
2025-03-12 |
revision |
1.2837 |
0.0009 |
0.0012 |
alpha_REVISION |
| 2025-03-11 |
2025-03-12 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-03-11 |
2025-03-12 |
ind_freight_logistics |
0.0635 |
-0.0049 |
-0.0003 |
tilt_INDUSTRY |
| 2025-03-11 |
2025-03-12 |
ind_construction_engineering |
-0.0736 |
0.0048 |
-0.0004 |
tilt_INDUSTRY |
| 2025-03-11 |
2025-03-12 |
ind_coal |
-0.0451 |
-0.0048 |
0.0002 |
tilt_INDUSTRY |
| 2025-03-11 |
2025-03-12 |
country_PH |
0.0000 |
0.0025 |
0.0000 |
tilt_COUNTRY |
| 2025-03-11 |
2025-03-12 |
value_gc |
1.3399 |
0.0008 |
0.0011 |
alpha_VALUE |
| 2025-03-11 |
2025-03-12 |
ind_homebuilding_building_products |
-0.0352 |
-0.0061 |
0.0002 |
tilt_INDUSTRY |
| 2025-03-11 |
2025-03-12 |
country_ID |
0.0444 |
0.0172 |
0.0008 |
tilt_COUNTRY |
| 2025-03-11 |
2025-03-12 |
ind_multiline_utilities |
-0.0105 |
0.0065 |
-0.0001 |
tilt_INDUSTRY |
| 2025-03-11 |
2025-03-12 |
ind_automobile |
-0.0034 |
0.0017 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-11 |
2025-03-12 |
value_liq |
0.9815 |
-0.0003 |
-0.0003 |
alpha_VALUE |
| 2025-03-11 |
2025-03-12 |
ind_textiles_apparel |
-0.0286 |
0.0015 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-11 |
2025-03-12 |
ind_telecommunications_serices |
0.0337 |
-0.0019 |
-0.0001 |
tilt_INDUSTRY |
| 2025-03-11 |
2025-03-12 |
ind_containers_packaging |
-0.0112 |
-0.0068 |
0.0001 |
tilt_INDUSTRY |
| 2025-03-11 |
2025-03-12 |
momentum |
0.5215 |
0.0002 |
0.0001 |
alpha_MOMENTUM |
| 2025-03-11 |
2025-03-12 |
ind_metals_mining |
-0.1139 |
0.0015 |
-0.0002 |
tilt_INDUSTRY |
| 2025-03-11 |
2025-03-12 |
ind_household_goods |
-0.0229 |
-0.0058 |
0.0001 |
tilt_INDUSTRY |
| 2025-03-11 |
2025-03-12 |
ind_semiconductors |
-0.0748 |
0.0008 |
-0.0001 |
tilt_INDUSTRY |
| 2025-03-11 |
2025-03-12 |
ind_hotels_entertainment |
-0.0698 |
-0.0077 |
0.0005 |
tilt_INDUSTRY |
| 2025-03-11 |
2025-03-12 |
ind_pharmaceuticals |
-0.0734 |
-0.0028 |
0.0002 |
tilt_INDUSTRY |
| 2025-03-11 |
2025-03-12 |
ind_natural_gas_utilities |
-0.0064 |
0.0142 |
-0.0001 |
tilt_INDUSTRY |
| 2025-03-11 |
2025-03-12 |
ind_food_drug_retail |
-0.0133 |
-0.0004 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-11 |
2025-03-12 |
ind_electric_utilities_ipps |
-0.0254 |
0.0057 |
-0.0001 |
tilt_INDUSTRY |
| 2025-03-12 |
2025-03-13 |
country_AU |
-0.1002 |
-0.0074 |
0.0007 |
tilt_COUNTRY |
| 2025-03-12 |
2025-03-13 |
momentum |
0.5219 |
0.0004 |
0.0002 |
alpha_MOMENTUM |
| 2025-03-12 |
2025-03-13 |
ind_homebuilding_building_products |
-0.0353 |
0.0007 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-12 |
2025-03-13 |
country_SG |
-0.0413 |
-0.0007 |
0.0000 |
tilt_COUNTRY |
| 2025-03-12 |
2025-03-13 |
ind_leisure_products |
-0.0028 |
-0.0109 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-12 |
2025-03-13 |
value_gc |
1.3405 |
0.0008 |
0.0011 |
alpha_VALUE |
| 2025-03-12 |
2025-03-13 |
ind_semiconductors |
-0.0707 |
-0.0067 |
0.0005 |
tilt_INDUSTRY |
| 2025-03-12 |
2025-03-13 |
ind_metals_mining |
-0.1258 |
0.0109 |
-0.0014 |
tilt_INDUSTRY |
| 2025-03-12 |
2025-03-13 |
country_ID |
0.0438 |
-0.0206 |
-0.0009 |
tilt_COUNTRY |
| 2025-03-12 |
2025-03-13 |
neglect |
1.1160 |
-0.0015 |
-0.0016 |
alpha_VALUE |
| 2025-03-12 |
2025-03-13 |
ind_multiline_utilities |
-0.0106 |
-0.0004 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-12 |
2025-03-13 |
reversal |
0.9841 |
-0.0000 |
-0.0000 |
alpha_REVERSAL |
| 2025-03-12 |
2025-03-13 |
stability |
5.3286 |
0.0001 |
0.0005 |
alpha_QUALITY |
| 2025-03-12 |
2025-03-13 |
ind_renewable_energy |
0.0251 |
-0.0021 |
-0.0001 |
tilt_INDUSTRY |
| 2025-03-12 |
2025-03-13 |
country_XH |
0.0441 |
0.0044 |
0.0002 |
tilt_COUNTRY |
| 2025-03-12 |
2025-03-13 |
ind_oil_gas |
0.0210 |
0.0081 |
0.0002 |
tilt_INDUSTRY |
| 2025-03-12 |
2025-03-13 |
ind_real_estate_operations |
0.0194 |
0.0030 |
0.0001 |
tilt_INDUSTRY |
| 2025-03-12 |
2025-03-13 |
ind_pharmaceuticals |
-0.0718 |
0.0032 |
-0.0002 |
tilt_INDUSTRY |
| 2025-03-12 |
2025-03-13 |
ind_water_utilities |
-0.0010 |
0.0137 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-12 |
2025-03-13 |
specret |
NaN |
NaN |
-0.0024 |
unexplained |
| 2025-03-12 |
2025-03-13 |
country_KR |
0.0000 |
-0.0018 |
0.0000 |
tilt_COUNTRY |
| 2025-03-12 |
2025-03-13 |
size_SMALL |
0.0146 |
-0.0005 |
-0.0000 |
tilt_SIZE |
| 2025-03-12 |
2025-03-13 |
country_PH |
0.0000 |
0.0034 |
0.0000 |
tilt_COUNTRY |
| 2025-03-12 |
2025-03-13 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-03-12 |
2025-03-13 |
ind_passenger_transportation |
0.0644 |
-0.0040 |
-0.0003 |
tilt_INDUSTRY |
| 2025-03-12 |
2025-03-13 |
ind_biotechnology |
0.0211 |
-0.0013 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-12 |
2025-03-13 |
ind_office_equipment |
0.0013 |
-0.0102 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-12 |
2025-03-13 |
revision |
1.3370 |
0.0010 |
0.0013 |
alpha_REVISION |
| 2025-03-12 |
2025-03-13 |
country_JP |
-0.0678 |
0.0023 |
-0.0002 |
tilt_COUNTRY |
| 2025-03-12 |
2025-03-13 |
linearCost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-03-12 |
2025-03-13 |
ind_computers_phones_household_electronics |
0.0647 |
-0.0038 |
-0.0002 |
tilt_INDUSTRY |
| 2025-03-12 |
2025-03-13 |
quality |
2.5892 |
0.0011 |
0.0027 |
alpha_QUALITY |
| 2025-03-12 |
2025-03-13 |
ind_aerospace_defense |
0.0032 |
0.0100 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-12 |
2025-03-13 |
ind_electric_utilities_ipps |
-0.0243 |
0.0054 |
-0.0001 |
tilt_INDUSTRY |
| 2025-03-12 |
2025-03-13 |
ind_chemicals |
0.0973 |
0.0013 |
0.0001 |
tilt_INDUSTRY |
| 2025-03-12 |
2025-03-13 |
size_MID |
-0.0924 |
0.0006 |
-0.0001 |
tilt_SIZE |
| 2025-03-12 |
2025-03-13 |
ind_food_drug_retail |
-0.0179 |
-0.0022 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-12 |
2025-03-13 |
impactCost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-03-12 |
2025-03-13 |
ind_healthcare_equipment_supplies |
-0.0667 |
0.0009 |
-0.0001 |
tilt_INDUSTRY |
| 2025-03-12 |
2025-03-13 |
ind_hotels_entertainment |
-0.0701 |
-0.0000 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-12 |
2025-03-13 |
ind_freight_logistics |
0.0635 |
0.0002 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-12 |
2025-03-13 |
ind_software_it_services |
0.1404 |
-0.0056 |
-0.0008 |
tilt_INDUSTRY |
| 2025-03-12 |
2025-03-13 |
ind_construction_engineering |
-0.0691 |
0.0024 |
-0.0002 |
tilt_INDUSTRY |
| 2025-03-12 |
2025-03-13 |
sdiscrepancy |
NaN |
NaN |
-0.0001 |
unexplained |
| 2025-03-12 |
2025-03-13 |
ind_coal |
-0.0433 |
0.0264 |
-0.0011 |
tilt_INDUSTRY |
| 2025-03-12 |
2025-03-13 |
ind_household_goods |
-0.0226 |
0.0004 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-12 |
2025-03-13 |
market |
-0.0087 |
0.0079 |
-0.0001 |
risk_exposure |
| 2025-03-12 |
2025-03-13 |
country_HK |
-0.0056 |
-0.0011 |
0.0000 |
tilt_COUNTRY |
| 2025-03-12 |
2025-03-13 |
ind_construction_materials |
-0.0110 |
0.0009 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-12 |
2025-03-13 |
ind_electronic_equipment |
-0.0011 |
-0.0053 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-12 |
2025-03-13 |
ind_paper_forestry |
-0.0027 |
-0.0008 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-12 |
2025-03-13 |
ind_integrated_hardware_software |
0.0128 |
-0.0123 |
-0.0002 |
tilt_INDUSTRY |
| 2025-03-12 |
2025-03-13 |
country_CN |
0.1714 |
0.0032 |
0.0006 |
tilt_COUNTRY |
| 2025-03-12 |
2025-03-13 |
ind_investment_services |
0.0740 |
0.0041 |
0.0003 |
tilt_INDUSTRY |
| 2025-03-12 |
2025-03-13 |
sbeta_market |
0.0663 |
-0.0142 |
-0.0009 |
risk_exposure |
| 2025-03-12 |
2025-03-13 |
ind_natural_gas_utilities |
-0.0065 |
0.0041 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-12 |
2025-03-13 |
ind_communications_equipment |
0.0273 |
0.0039 |
0.0001 |
tilt_INDUSTRY |
| 2025-03-12 |
2025-03-13 |
ind_fintech |
0.0031 |
-0.0008 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-12 |
2025-03-13 |
ind_consumer_goods_conglomerates |
0.0112 |
0.0030 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-12 |
2025-03-13 |
ind_insurance |
0.0944 |
0.0027 |
0.0003 |
tilt_INDUSTRY |
| 2025-03-12 |
2025-03-13 |
ind_media_publishing |
-0.0338 |
-0.0055 |
0.0002 |
tilt_INDUSTRY |
| 2025-03-12 |
2025-03-13 |
ind_banking_services |
-0.0237 |
0.0026 |
-0.0001 |
tilt_INDUSTRY |
| 2025-03-12 |
2025-03-13 |
ind_healthcare_providers_services |
-0.0004 |
-0.0008 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-12 |
2025-03-13 |
ind_uranium |
-0.0029 |
0.0248 |
-0.0001 |
tilt_INDUSTRY |
| 2025-03-12 |
2025-03-13 |
ind_beverages |
-0.0635 |
0.0040 |
-0.0003 |
tilt_INDUSTRY |
| 2025-03-12 |
2025-03-13 |
linkage |
0.9105 |
-0.0000 |
-0.0000 |
alpha_MOMENTUM |
| 2025-03-12 |
2025-03-13 |
country_IN |
0.0637 |
-0.0101 |
-0.0006 |
tilt_COUNTRY |
| 2025-03-12 |
2025-03-13 |
country_TW |
-0.0616 |
-0.0068 |
0.0004 |
tilt_COUNTRY |
| 2025-03-12 |
2025-03-13 |
ind_automobile |
-0.0020 |
-0.0066 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-12 |
2025-03-13 |
ind_containers_packaging |
-0.0109 |
0.0035 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-12 |
2025-03-13 |
fmom |
1.0697 |
0.0004 |
0.0005 |
alpha_QUALITY |
| 2025-03-12 |
2025-03-13 |
ind_holding_companies |
0.0000 |
0.0007 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-12 |
2025-03-13 |
value_liq |
0.9395 |
0.0008 |
0.0007 |
alpha_VALUE |
| 2025-03-12 |
2025-03-13 |
size_LARGE |
0.0766 |
-0.0003 |
-0.0000 |
tilt_SIZE |
| 2025-03-12 |
2025-03-13 |
ind_telecommunications_serices |
0.0326 |
-0.0011 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-12 |
2025-03-13 |
ind_transportation_infrastructure |
-0.0231 |
0.0025 |
-0.0001 |
tilt_INDUSTRY |
| 2025-03-12 |
2025-03-13 |
ind_household_products_services |
-0.0370 |
-0.0028 |
0.0001 |
tilt_INDUSTRY |
| 2025-03-12 |
2025-03-13 |
country_MY |
0.0088 |
0.0136 |
0.0001 |
tilt_COUNTRY |
| 2025-03-12 |
2025-03-13 |
ind_food_tobacco |
0.0820 |
0.0014 |
0.0001 |
tilt_INDUSTRY |
| 2025-03-12 |
2025-03-13 |
size_MICRO |
-0.0076 |
-0.0011 |
0.0000 |
tilt_SIZE |
| 2025-03-12 |
2025-03-13 |
pdiscrepancy |
NaN |
NaN |
0.0000 |
unexplained |
| 2025-03-12 |
2025-03-13 |
country_TH |
-0.0454 |
-0.0089 |
0.0004 |
tilt_COUNTRY |
| 2025-03-12 |
2025-03-13 |
ind_industrial_distribution |
0.0000 |
0.0002 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-12 |
2025-03-13 |
ind_diversified_retail |
0.0001 |
0.0000 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-12 |
2025-03-13 |
ind_textiles_apparel |
-0.0275 |
-0.0062 |
0.0002 |
tilt_INDUSTRY |
| 2025-03-12 |
2025-03-13 |
ind_commercial_services_supplies |
0.0410 |
-0.0022 |
-0.0001 |
tilt_INDUSTRY |
| 2025-03-12 |
2025-03-13 |
ind_oil_gas_equipment_services |
-0.0161 |
0.0046 |
-0.0001 |
tilt_INDUSTRY |
| 2025-03-12 |
2025-03-13 |
ind_specialty_reatil |
0.0117 |
-0.0019 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-12 |
2025-03-13 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-03-12 |
2025-03-13 |
country_NZ |
-0.0185 |
-0.0142 |
0.0003 |
tilt_COUNTRY |
| 2025-03-12 |
2025-03-13 |
ind_machinery |
-0.0258 |
-0.0054 |
0.0001 |
tilt_INDUSTRY |
| 2025-03-13 |
2025-03-14 |
ind_diversified_retail |
0.0001 |
0.0105 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-13 |
2025-03-14 |
market |
-0.0048 |
-0.0035 |
0.0000 |
risk_exposure |
| 2025-03-13 |
2025-03-14 |
fmom |
1.0420 |
0.0003 |
0.0003 |
alpha_QUALITY |
| 2025-03-13 |
2025-03-14 |
ind_commercial_services_supplies |
0.0449 |
0.0005 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-13 |
2025-03-14 |
ind_passenger_transportation |
0.0644 |
-0.0003 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-13 |
2025-03-14 |
ind_water_utilities |
-0.0011 |
-0.0047 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-13 |
2025-03-14 |
ind_oil_gas |
0.0282 |
-0.0042 |
-0.0001 |
tilt_INDUSTRY |
| 2025-03-13 |
2025-03-14 |
ind_aerospace_defense |
0.0024 |
-0.0108 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-13 |
2025-03-14 |
country_CN |
0.1680 |
-0.0006 |
-0.0001 |
tilt_COUNTRY |
| 2025-03-13 |
2025-03-14 |
ind_household_goods |
-0.0263 |
0.0140 |
-0.0004 |
tilt_INDUSTRY |
| 2025-03-13 |
2025-03-14 |
ind_beverages |
-0.0605 |
0.0171 |
-0.0010 |
tilt_INDUSTRY |
| 2025-03-13 |
2025-03-14 |
value_gc |
1.3607 |
-0.0004 |
-0.0005 |
alpha_VALUE |
| 2025-03-13 |
2025-03-14 |
ind_healthcare_providers_services |
-0.0023 |
0.0068 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-13 |
2025-03-14 |
ind_food_drug_retail |
-0.0148 |
0.0014 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-13 |
2025-03-14 |
ind_insurance |
0.0972 |
0.0066 |
0.0006 |
tilt_INDUSTRY |
| 2025-03-13 |
2025-03-14 |
ind_consumer_goods_conglomerates |
0.0103 |
0.0128 |
0.0001 |
tilt_INDUSTRY |
| 2025-03-13 |
2025-03-14 |
country_TH |
-0.0465 |
0.0071 |
-0.0003 |
tilt_COUNTRY |
| 2025-03-13 |
2025-03-14 |
ind_telecommunications_serices |
0.0323 |
-0.0013 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-13 |
2025-03-14 |
specret |
NaN |
NaN |
0.0047 |
unexplained |
| 2025-03-13 |
2025-03-14 |
ind_leisure_products |
-0.0029 |
0.0006 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-13 |
2025-03-14 |
size_LARGE |
0.0810 |
0.0018 |
0.0001 |
tilt_SIZE |
| 2025-03-13 |
2025-03-14 |
country_MY |
0.0086 |
0.0059 |
0.0001 |
tilt_COUNTRY |
| 2025-03-13 |
2025-03-14 |
country_ID |
0.0426 |
-0.0131 |
-0.0006 |
tilt_COUNTRY |
| 2025-03-13 |
2025-03-14 |
country_JP |
-0.0743 |
0.0001 |
-0.0000 |
tilt_COUNTRY |
| 2025-03-13 |
2025-03-14 |
ind_electric_utilities_ipps |
-0.0254 |
-0.0005 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-13 |
2025-03-14 |
sdiscrepancy |
NaN |
NaN |
-0.0002 |
unexplained |
| 2025-03-13 |
2025-03-14 |
country_KR |
0.0000 |
-0.0027 |
0.0000 |
tilt_COUNTRY |
| 2025-03-13 |
2025-03-14 |
reversal |
0.9243 |
0.0015 |
0.0014 |
alpha_REVERSAL |
| 2025-03-13 |
2025-03-14 |
ind_electronic_equipment |
0.0022 |
-0.0018 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-13 |
2025-03-14 |
ind_integrated_hardware_software |
0.0127 |
-0.0019 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-13 |
2025-03-14 |
ind_real_estate_operations |
0.0225 |
0.0013 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-13 |
2025-03-14 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-03-13 |
2025-03-14 |
stability |
5.4015 |
0.0002 |
0.0012 |
alpha_QUALITY |
| 2025-03-13 |
2025-03-14 |
ind_media_publishing |
-0.0353 |
-0.0037 |
0.0001 |
tilt_INDUSTRY |
| 2025-03-13 |
2025-03-14 |
country_XH |
0.0507 |
0.0057 |
0.0003 |
tilt_COUNTRY |
| 2025-03-13 |
2025-03-14 |
ind_holding_companies |
0.0000 |
-0.0055 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-13 |
2025-03-14 |
country_TW |
-0.0623 |
-0.0003 |
0.0000 |
tilt_COUNTRY |
| 2025-03-13 |
2025-03-14 |
ind_banking_services |
-0.0330 |
0.0019 |
-0.0001 |
tilt_INDUSTRY |
| 2025-03-13 |
2025-03-14 |
revision |
1.2867 |
-0.0002 |
-0.0003 |
alpha_REVISION |
| 2025-03-13 |
2025-03-14 |
country_IN |
0.0705 |
-0.0012 |
-0.0001 |
tilt_COUNTRY |
| 2025-03-13 |
2025-03-14 |
ind_industrial_distribution |
0.0000 |
-0.0051 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-13 |
2025-03-14 |
ind_computers_phones_household_electronics |
0.0631 |
-0.0025 |
-0.0002 |
tilt_INDUSTRY |
| 2025-03-13 |
2025-03-14 |
ind_specialty_reatil |
0.0118 |
-0.0012 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-13 |
2025-03-14 |
ind_communications_equipment |
0.0188 |
-0.0095 |
-0.0002 |
tilt_INDUSTRY |
| 2025-03-13 |
2025-03-14 |
linkage |
0.9219 |
0.0006 |
0.0006 |
alpha_MOMENTUM |
| 2025-03-13 |
2025-03-14 |
ind_automobile |
-0.0036 |
0.0005 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-13 |
2025-03-14 |
country_HK |
-0.0058 |
-0.0058 |
0.0000 |
tilt_COUNTRY |
| 2025-03-13 |
2025-03-14 |
value_liq |
0.9492 |
0.0012 |
0.0011 |
alpha_VALUE |
| 2025-03-13 |
2025-03-14 |
momentum |
0.5266 |
0.0012 |
0.0006 |
alpha_MOMENTUM |
| 2025-03-13 |
2025-03-14 |
ind_containers_packaging |
-0.0108 |
0.0019 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-13 |
2025-03-14 |
ind_natural_gas_utilities |
-0.0065 |
-0.0023 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-13 |
2025-03-14 |
sbeta_market |
0.0647 |
0.0145 |
0.0009 |
risk_exposure |
| 2025-03-13 |
2025-03-14 |
ind_textiles_apparel |
-0.0289 |
0.0035 |
-0.0001 |
tilt_INDUSTRY |
| 2025-03-13 |
2025-03-14 |
ind_pharmaceuticals |
-0.0715 |
0.0027 |
-0.0002 |
tilt_INDUSTRY |
| 2025-03-13 |
2025-03-14 |
ind_semiconductors |
-0.0643 |
-0.0014 |
0.0001 |
tilt_INDUSTRY |
| 2025-03-13 |
2025-03-14 |
ind_hotels_entertainment |
-0.0699 |
0.0035 |
-0.0002 |
tilt_INDUSTRY |
| 2025-03-13 |
2025-03-14 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-03-13 |
2025-03-14 |
ind_oil_gas_equipment_services |
-0.0162 |
0.0055 |
-0.0001 |
tilt_INDUSTRY |
| 2025-03-13 |
2025-03-14 |
ind_paper_forestry |
-0.0034 |
-0.0009 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-13 |
2025-03-14 |
ind_uranium |
-0.0029 |
0.0175 |
-0.0001 |
tilt_INDUSTRY |
| 2025-03-13 |
2025-03-14 |
ind_household_products_services |
-0.0361 |
0.0051 |
-0.0002 |
tilt_INDUSTRY |
| 2025-03-13 |
2025-03-14 |
ind_investment_services |
0.0746 |
0.0066 |
0.0005 |
tilt_INDUSTRY |
| 2025-03-13 |
2025-03-14 |
size_SMALL |
0.0113 |
-0.0014 |
-0.0000 |
tilt_SIZE |
| 2025-03-13 |
2025-03-14 |
country_SG |
-0.0363 |
-0.0057 |
0.0002 |
tilt_COUNTRY |
| 2025-03-13 |
2025-03-14 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-03-13 |
2025-03-14 |
country_AU |
-0.1015 |
0.0052 |
-0.0005 |
tilt_COUNTRY |
| 2025-03-13 |
2025-03-14 |
neglect |
1.1256 |
-0.0006 |
-0.0007 |
alpha_VALUE |
| 2025-03-13 |
2025-03-14 |
ind_renewable_energy |
0.0251 |
0.0016 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-13 |
2025-03-14 |
ind_metals_mining |
-0.1378 |
-0.0038 |
0.0005 |
tilt_INDUSTRY |
| 2025-03-13 |
2025-03-14 |
ind_freight_logistics |
0.0616 |
-0.0019 |
-0.0001 |
tilt_INDUSTRY |
| 2025-03-13 |
2025-03-14 |
ind_multiline_utilities |
-0.0107 |
0.0049 |
-0.0001 |
tilt_INDUSTRY |
| 2025-03-13 |
2025-03-14 |
ind_software_it_services |
0.1408 |
-0.0038 |
-0.0005 |
tilt_INDUSTRY |
| 2025-03-13 |
2025-03-14 |
ind_construction_engineering |
-0.0645 |
0.0015 |
-0.0001 |
tilt_INDUSTRY |
| 2025-03-13 |
2025-03-14 |
ind_construction_materials |
-0.0107 |
-0.0030 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-13 |
2025-03-14 |
ind_healthcare_equipment_supplies |
-0.0684 |
0.0003 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-13 |
2025-03-14 |
ind_food_tobacco |
0.0713 |
0.0033 |
0.0002 |
tilt_INDUSTRY |
| 2025-03-13 |
2025-03-14 |
size_MID |
-0.0902 |
-0.0000 |
0.0000 |
tilt_SIZE |
| 2025-03-13 |
2025-03-14 |
pdiscrepancy |
NaN |
NaN |
-0.0000 |
unexplained |
| 2025-03-13 |
2025-03-14 |
country_PH |
0.0000 |
0.0046 |
0.0000 |
tilt_COUNTRY |
| 2025-03-13 |
2025-03-14 |
ind_coal |
-0.0411 |
-0.0093 |
0.0004 |
tilt_INDUSTRY |
| 2025-03-13 |
2025-03-14 |
ind_chemicals |
0.1026 |
-0.0048 |
-0.0005 |
tilt_INDUSTRY |
| 2025-03-13 |
2025-03-14 |
size_MICRO |
-0.0068 |
0.0012 |
-0.0000 |
tilt_SIZE |
| 2025-03-13 |
2025-03-14 |
linearCost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-03-13 |
2025-03-14 |
country_NZ |
-0.0186 |
0.0002 |
-0.0000 |
tilt_COUNTRY |
| 2025-03-13 |
2025-03-14 |
ind_transportation_infrastructure |
-0.0229 |
0.0041 |
-0.0001 |
tilt_INDUSTRY |
| 2025-03-13 |
2025-03-14 |
ind_office_equipment |
0.0013 |
0.0107 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-13 |
2025-03-14 |
quality |
2.5320 |
0.0009 |
0.0023 |
alpha_QUALITY |
| 2025-03-13 |
2025-03-14 |
ind_homebuilding_building_products |
-0.0347 |
-0.0009 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-13 |
2025-03-14 |
ind_fintech |
0.0059 |
0.0078 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-13 |
2025-03-14 |
ind_machinery |
-0.0134 |
-0.0027 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-13 |
2025-03-14 |
ind_biotechnology |
0.0222 |
0.0037 |
0.0001 |
tilt_INDUSTRY |
| 2025-03-14 |
2025-03-17 |
size_LARGE |
0.0741 |
0.0002 |
0.0000 |
tilt_SIZE |
| 2025-03-14 |
2025-03-17 |
quality |
2.4630 |
-0.0005 |
-0.0012 |
alpha_QUALITY |
| 2025-03-14 |
2025-03-17 |
size_MID |
-0.0958 |
-0.0004 |
0.0000 |
tilt_SIZE |
| 2025-03-14 |
2025-03-17 |
ind_multiline_utilities |
-0.0109 |
0.0049 |
-0.0001 |
tilt_INDUSTRY |
| 2025-03-14 |
2025-03-17 |
bcost |
NaN |
NaN |
-0.0010 |
cost |
| 2025-03-14 |
2025-03-17 |
ind_specialty_reatil |
0.0124 |
-0.0032 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-14 |
2025-03-17 |
ind_electronic_equipment |
0.0072 |
0.0002 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-14 |
2025-03-17 |
ind_real_estate_operations |
0.0192 |
0.0016 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-14 |
2025-03-17 |
ind_coal |
-0.0430 |
-0.0016 |
0.0001 |
tilt_INDUSTRY |
| 2025-03-14 |
2025-03-17 |
ind_homebuilding_building_products |
-0.0345 |
0.0077 |
-0.0003 |
tilt_INDUSTRY |
| 2025-03-14 |
2025-03-17 |
ind_commercial_services_supplies |
0.0503 |
-0.0020 |
-0.0001 |
tilt_INDUSTRY |
| 2025-03-14 |
2025-03-17 |
country_ID |
0.0428 |
-0.0015 |
-0.0001 |
tilt_COUNTRY |
| 2025-03-14 |
2025-03-17 |
value_gc |
1.3781 |
0.0011 |
0.0015 |
alpha_VALUE |
| 2025-03-14 |
2025-03-17 |
country_XH |
0.0544 |
0.0020 |
0.0001 |
tilt_COUNTRY |
| 2025-03-14 |
2025-03-17 |
linkage |
0.9758 |
0.0000 |
0.0000 |
alpha_MOMENTUM |
| 2025-03-14 |
2025-03-17 |
ind_construction_engineering |
-0.0613 |
0.0038 |
-0.0002 |
tilt_INDUSTRY |
| 2025-03-14 |
2025-03-17 |
ind_passenger_transportation |
0.0646 |
-0.0030 |
-0.0002 |
tilt_INDUSTRY |
| 2025-03-14 |
2025-03-17 |
ind_beverages |
-0.0561 |
-0.0019 |
0.0001 |
tilt_INDUSTRY |
| 2025-03-14 |
2025-03-17 |
ind_insurance |
0.0894 |
0.0021 |
0.0002 |
tilt_INDUSTRY |
| 2025-03-14 |
2025-03-17 |
ind_fintech |
0.0074 |
-0.0057 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-14 |
2025-03-17 |
ind_transportation_infrastructure |
-0.0332 |
-0.0010 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-14 |
2025-03-17 |
size_MICRO |
-0.0077 |
0.0039 |
-0.0000 |
tilt_SIZE |
| 2025-03-14 |
2025-03-17 |
country_TH |
-0.0533 |
-0.0079 |
0.0004 |
tilt_COUNTRY |
| 2025-03-14 |
2025-03-17 |
pdiscrepancy |
NaN |
NaN |
-0.0000 |
unexplained |
| 2025-03-14 |
2025-03-17 |
country_MY |
0.0087 |
0.0071 |
0.0001 |
tilt_COUNTRY |
| 2025-03-14 |
2025-03-17 |
ind_uranium |
-0.0029 |
0.0073 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-14 |
2025-03-17 |
ind_construction_materials |
-0.0102 |
0.0107 |
-0.0001 |
tilt_INDUSTRY |
| 2025-03-14 |
2025-03-17 |
ind_leisure_products |
-0.0028 |
-0.0015 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-14 |
2025-03-17 |
country_AU |
-0.1022 |
0.0073 |
-0.0007 |
tilt_COUNTRY |
| 2025-03-14 |
2025-03-17 |
size_SMALL |
0.0077 |
0.0002 |
0.0000 |
tilt_SIZE |
| 2025-03-14 |
2025-03-17 |
ind_software_it_services |
0.1444 |
-0.0047 |
-0.0007 |
tilt_INDUSTRY |
| 2025-03-14 |
2025-03-17 |
ind_chemicals |
0.1055 |
-0.0001 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-14 |
2025-03-17 |
ind_office_equipment |
0.0010 |
-0.0027 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-14 |
2025-03-17 |
ind_computers_phones_household_electronics |
0.0630 |
0.0013 |
0.0001 |
tilt_INDUSTRY |
| 2025-03-14 |
2025-03-17 |
ind_metals_mining |
-0.1418 |
-0.0029 |
0.0004 |
tilt_INDUSTRY |
| 2025-03-14 |
2025-03-17 |
ind_healthcare_providers_services |
-0.0067 |
-0.0055 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-14 |
2025-03-17 |
country_TW |
-0.0663 |
-0.0017 |
0.0001 |
tilt_COUNTRY |
| 2025-03-14 |
2025-03-17 |
ind_holding_companies |
0.0000 |
0.0006 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-14 |
2025-03-17 |
ind_banking_services |
-0.0381 |
0.0027 |
-0.0001 |
tilt_INDUSTRY |
| 2025-03-14 |
2025-03-17 |
ind_automobile |
-0.0076 |
0.0016 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-14 |
2025-03-17 |
fmom |
1.0322 |
0.0002 |
0.0002 |
alpha_QUALITY |
| 2025-03-14 |
2025-03-17 |
value_liq |
1.0253 |
-0.0004 |
-0.0004 |
alpha_VALUE |
| 2025-03-14 |
2025-03-17 |
ind_natural_gas_utilities |
-0.0065 |
0.0062 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-14 |
2025-03-17 |
ind_pharmaceuticals |
-0.0712 |
-0.0005 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-14 |
2025-03-17 |
ind_household_goods |
-0.0284 |
0.0039 |
-0.0001 |
tilt_INDUSTRY |
| 2025-03-14 |
2025-03-17 |
ind_food_drug_retail |
-0.0122 |
-0.0093 |
0.0001 |
tilt_INDUSTRY |
| 2025-03-14 |
2025-03-17 |
ind_hotels_entertainment |
-0.0697 |
-0.0046 |
0.0003 |
tilt_INDUSTRY |
| 2025-03-14 |
2025-03-17 |
ind_electric_utilities_ipps |
-0.0275 |
0.0012 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-14 |
2025-03-17 |
fcost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-03-14 |
2025-03-17 |
country_KR |
0.0000 |
0.0068 |
0.0000 |
tilt_COUNTRY |
| 2025-03-14 |
2025-03-17 |
reversal |
0.6865 |
0.0005 |
0.0004 |
alpha_REVERSAL |
| 2025-03-14 |
2025-03-17 |
ind_integrated_hardware_software |
0.0128 |
-0.0086 |
-0.0001 |
tilt_INDUSTRY |
| 2025-03-14 |
2025-03-17 |
country_IN |
0.0757 |
0.0007 |
0.0001 |
tilt_COUNTRY |
| 2025-03-14 |
2025-03-17 |
market |
-0.0217 |
0.0019 |
-0.0000 |
risk_exposure |
| 2025-03-14 |
2025-03-17 |
ind_diversified_retail |
0.0001 |
-0.0035 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-14 |
2025-03-17 |
ind_investment_services |
0.0758 |
-0.0053 |
-0.0004 |
tilt_INDUSTRY |
| 2025-03-14 |
2025-03-17 |
revision |
1.1785 |
0.0002 |
0.0002 |
alpha_REVISION |
| 2025-03-14 |
2025-03-17 |
country_JP |
-0.0787 |
0.0068 |
-0.0005 |
tilt_COUNTRY |
| 2025-03-14 |
2025-03-17 |
linearCost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-03-14 |
2025-03-17 |
ind_food_tobacco |
0.0636 |
0.0008 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-14 |
2025-03-17 |
ind_media_publishing |
-0.0367 |
-0.0010 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-14 |
2025-03-17 |
momentum |
0.5411 |
0.0000 |
0.0000 |
alpha_MOMENTUM |
| 2025-03-14 |
2025-03-17 |
country_NZ |
-0.0189 |
-0.0144 |
0.0003 |
tilt_COUNTRY |
| 2025-03-14 |
2025-03-17 |
ind_healthcare_equipment_supplies |
-0.0685 |
-0.0025 |
0.0002 |
tilt_INDUSTRY |
| 2025-03-14 |
2025-03-17 |
ind_household_products_services |
-0.0362 |
-0.0016 |
0.0001 |
tilt_INDUSTRY |
| 2025-03-14 |
2025-03-17 |
ind_textiles_apparel |
-0.0321 |
-0.0046 |
0.0001 |
tilt_INDUSTRY |
| 2025-03-14 |
2025-03-17 |
ind_paper_forestry |
-0.0038 |
0.0025 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-14 |
2025-03-17 |
ind_water_utilities |
-0.0011 |
0.0098 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-14 |
2025-03-17 |
ind_oil_gas_equipment_services |
-0.0164 |
0.0100 |
-0.0002 |
tilt_INDUSTRY |
| 2025-03-14 |
2025-03-17 |
country_PH |
0.0000 |
-0.0018 |
-0.0000 |
tilt_COUNTRY |
| 2025-03-14 |
2025-03-17 |
ind_oil_gas |
0.0244 |
0.0043 |
0.0001 |
tilt_INDUSTRY |
| 2025-03-14 |
2025-03-17 |
impactCost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-03-14 |
2025-03-17 |
ind_semiconductors |
-0.0572 |
0.0007 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-14 |
2025-03-17 |
country_SG |
-0.0359 |
0.0032 |
-0.0001 |
tilt_COUNTRY |
| 2025-03-14 |
2025-03-17 |
neglect |
1.1575 |
0.0001 |
0.0001 |
alpha_VALUE |
| 2025-03-14 |
2025-03-17 |
specret |
NaN |
NaN |
-0.0059 |
unexplained |
| 2025-03-14 |
2025-03-17 |
ind_industrial_distribution |
0.0000 |
0.0094 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-14 |
2025-03-17 |
sbeta_market |
0.0492 |
0.0026 |
0.0001 |
risk_exposure |
| 2025-03-14 |
2025-03-17 |
ind_communications_equipment |
0.0128 |
0.0033 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-14 |
2025-03-17 |
country_CN |
0.1512 |
-0.0045 |
-0.0007 |
tilt_COUNTRY |
| 2025-03-14 |
2025-03-17 |
ind_machinery |
-0.0019 |
0.0006 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-14 |
2025-03-17 |
ind_aerospace_defense |
0.0024 |
-0.0020 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-14 |
2025-03-17 |
ind_renewable_energy |
0.0256 |
0.0052 |
0.0001 |
tilt_INDUSTRY |
| 2025-03-14 |
2025-03-17 |
stability |
5.4085 |
-0.0003 |
-0.0015 |
alpha_QUALITY |
| 2025-03-14 |
2025-03-17 |
ind_containers_packaging |
-0.0104 |
-0.0020 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-14 |
2025-03-17 |
ind_biotechnology |
0.0227 |
0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-14 |
2025-03-17 |
ind_freight_logistics |
0.0618 |
0.0011 |
0.0001 |
tilt_INDUSTRY |
| 2025-03-14 |
2025-03-17 |
country_HK |
0.0007 |
0.0029 |
0.0000 |
tilt_COUNTRY |
| 2025-03-14 |
2025-03-17 |
ind_consumer_goods_conglomerates |
0.0106 |
0.0141 |
0.0001 |
tilt_INDUSTRY |
| 2025-03-14 |
2025-03-17 |
ind_telecommunications_serices |
0.0320 |
-0.0036 |
-0.0001 |
tilt_INDUSTRY |
| 2025-03-14 |
2025-03-17 |
sdiscrepancy |
NaN |
NaN |
0.0001 |
unexplained |
| 2025-03-17 |
2025-03-18 |
country_MY |
0.0088 |
-0.0044 |
-0.0000 |
tilt_COUNTRY |
| 2025-03-17 |
2025-03-18 |
ind_containers_packaging |
-0.0096 |
0.0005 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-17 |
2025-03-18 |
country_IN |
0.0820 |
0.0160 |
0.0013 |
tilt_COUNTRY |
| 2025-03-17 |
2025-03-18 |
ind_multiline_utilities |
-0.0111 |
-0.0023 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-17 |
2025-03-18 |
country_AU |
-0.1026 |
-0.0010 |
0.0001 |
tilt_COUNTRY |
| 2025-03-17 |
2025-03-18 |
ind_uranium |
-0.0029 |
0.0012 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-17 |
2025-03-18 |
country_XH |
0.0532 |
0.0126 |
0.0007 |
tilt_COUNTRY |
| 2025-03-17 |
2025-03-18 |
ind_real_estate_operations |
0.0141 |
-0.0020 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-17 |
2025-03-18 |
ind_renewable_energy |
0.0260 |
0.0033 |
0.0001 |
tilt_INDUSTRY |
| 2025-03-17 |
2025-03-18 |
ind_household_goods |
-0.0251 |
0.0067 |
-0.0002 |
tilt_INDUSTRY |
| 2025-03-17 |
2025-03-18 |
momentum |
0.5235 |
0.0002 |
0.0001 |
alpha_MOMENTUM |
| 2025-03-17 |
2025-03-18 |
stability |
5.4250 |
-0.0003 |
-0.0015 |
alpha_QUALITY |
| 2025-03-17 |
2025-03-18 |
ind_electronic_equipment |
0.0098 |
-0.0000 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-17 |
2025-03-18 |
neglect |
1.2254 |
-0.0011 |
-0.0013 |
alpha_VALUE |
| 2025-03-17 |
2025-03-18 |
value_liq |
1.0804 |
-0.0001 |
-0.0001 |
alpha_VALUE |
| 2025-03-17 |
2025-03-18 |
ind_automobile |
-0.0110 |
0.0039 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-17 |
2025-03-18 |
ind_paper_forestry |
-0.0040 |
0.0011 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-17 |
2025-03-18 |
ind_investment_services |
0.0768 |
0.0008 |
0.0001 |
tilt_INDUSTRY |
| 2025-03-17 |
2025-03-18 |
ind_communications_equipment |
0.0031 |
-0.0018 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-17 |
2025-03-18 |
size_SMALL |
-0.0016 |
0.0001 |
-0.0000 |
tilt_SIZE |
| 2025-03-17 |
2025-03-18 |
country_CN |
0.1239 |
-0.0052 |
-0.0006 |
tilt_COUNTRY |
| 2025-03-17 |
2025-03-18 |
country_TH |
-0.0616 |
-0.0012 |
0.0001 |
tilt_COUNTRY |
| 2025-03-17 |
2025-03-18 |
ind_healthcare_providers_services |
-0.0102 |
0.0016 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-17 |
2025-03-18 |
country_HK |
0.0114 |
0.0057 |
0.0001 |
tilt_COUNTRY |
| 2025-03-17 |
2025-03-18 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-03-17 |
2025-03-18 |
ind_telecommunications_serices |
0.0349 |
0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-17 |
2025-03-18 |
linkage |
0.9319 |
0.0001 |
0.0001 |
alpha_MOMENTUM |
| 2025-03-17 |
2025-03-18 |
country_TW |
-0.0711 |
0.0012 |
-0.0001 |
tilt_COUNTRY |
| 2025-03-17 |
2025-03-18 |
ind_banking_services |
-0.0401 |
-0.0002 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-17 |
2025-03-18 |
ind_food_drug_retail |
-0.0133 |
-0.0051 |
0.0001 |
tilt_INDUSTRY |
| 2025-03-17 |
2025-03-18 |
ind_insurance |
0.0802 |
0.0022 |
0.0002 |
tilt_INDUSTRY |
| 2025-03-17 |
2025-03-18 |
ind_diversified_retail |
0.0001 |
-0.0061 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-17 |
2025-03-18 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-03-17 |
2025-03-18 |
sbeta_market |
0.0156 |
0.0006 |
0.0000 |
risk_exposure |
| 2025-03-17 |
2025-03-18 |
market |
-0.0509 |
0.0058 |
-0.0003 |
risk_exposure |
| 2025-03-17 |
2025-03-18 |
ind_media_publishing |
-0.0364 |
-0.0002 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-17 |
2025-03-18 |
linearCost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-03-17 |
2025-03-18 |
country_SG |
-0.0368 |
0.0046 |
-0.0002 |
tilt_COUNTRY |
| 2025-03-17 |
2025-03-18 |
ind_oil_gas_equipment_services |
-0.0165 |
-0.0042 |
0.0001 |
tilt_INDUSTRY |
| 2025-03-17 |
2025-03-18 |
fmom |
1.0642 |
-0.0000 |
-0.0000 |
alpha_QUALITY |
| 2025-03-17 |
2025-03-18 |
ind_oil_gas |
0.0115 |
-0.0067 |
-0.0001 |
tilt_INDUSTRY |
| 2025-03-17 |
2025-03-18 |
ind_specialty_reatil |
0.0118 |
-0.0059 |
-0.0001 |
tilt_INDUSTRY |
| 2025-03-17 |
2025-03-18 |
ind_software_it_services |
0.1501 |
0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-17 |
2025-03-18 |
ind_household_products_services |
-0.0373 |
-0.0052 |
0.0002 |
tilt_INDUSTRY |
| 2025-03-17 |
2025-03-18 |
ind_healthcare_equipment_supplies |
-0.0673 |
-0.0021 |
0.0001 |
tilt_INDUSTRY |
| 2025-03-17 |
2025-03-18 |
ind_metals_mining |
-0.1389 |
0.0018 |
-0.0002 |
tilt_INDUSTRY |
| 2025-03-17 |
2025-03-18 |
ind_natural_gas_utilities |
-0.0065 |
-0.0027 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-17 |
2025-03-18 |
ind_hotels_entertainment |
-0.0704 |
-0.0007 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-17 |
2025-03-18 |
impactCost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-03-17 |
2025-03-18 |
reversal |
0.8444 |
0.0006 |
0.0005 |
alpha_REVERSAL |
| 2025-03-17 |
2025-03-18 |
ind_water_utilities |
-0.0011 |
-0.0033 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-17 |
2025-03-18 |
ind_construction_materials |
-0.0097 |
-0.0053 |
0.0001 |
tilt_INDUSTRY |
| 2025-03-17 |
2025-03-18 |
ind_commercial_services_supplies |
0.0532 |
-0.0010 |
-0.0001 |
tilt_INDUSTRY |
| 2025-03-17 |
2025-03-18 |
ind_computers_phones_household_electronics |
0.0625 |
0.0044 |
0.0003 |
tilt_INDUSTRY |
| 2025-03-17 |
2025-03-18 |
size_MID |
-0.1073 |
-0.0001 |
0.0000 |
tilt_SIZE |
| 2025-03-17 |
2025-03-18 |
ind_electric_utilities_ipps |
-0.0326 |
-0.0061 |
0.0002 |
tilt_INDUSTRY |
| 2025-03-17 |
2025-03-18 |
country_NZ |
-0.0190 |
-0.0092 |
0.0002 |
tilt_COUNTRY |
| 2025-03-17 |
2025-03-18 |
country_KR |
0.0000 |
-0.0064 |
0.0000 |
tilt_COUNTRY |
| 2025-03-17 |
2025-03-18 |
country_ID |
0.0452 |
-0.0373 |
-0.0017 |
tilt_COUNTRY |
| 2025-03-17 |
2025-03-18 |
ind_industrial_distribution |
0.0000 |
0.0132 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-17 |
2025-03-18 |
quality |
2.4638 |
-0.0003 |
-0.0007 |
alpha_QUALITY |
| 2025-03-17 |
2025-03-18 |
value_gc |
1.3884 |
0.0003 |
0.0004 |
alpha_VALUE |
| 2025-03-17 |
2025-03-18 |
ind_food_tobacco |
0.0619 |
-0.0042 |
-0.0003 |
tilt_INDUSTRY |
| 2025-03-17 |
2025-03-18 |
pdiscrepancy |
NaN |
NaN |
0.0000 |
unexplained |
| 2025-03-17 |
2025-03-18 |
sdiscrepancy |
NaN |
NaN |
-0.0004 |
unexplained |
| 2025-03-17 |
2025-03-18 |
ind_biotechnology |
0.0230 |
0.0121 |
0.0003 |
tilt_INDUSTRY |
| 2025-03-17 |
2025-03-18 |
ind_passenger_transportation |
0.0642 |
-0.0041 |
-0.0003 |
tilt_INDUSTRY |
| 2025-03-17 |
2025-03-18 |
revision |
1.1341 |
0.0007 |
0.0008 |
alpha_REVISION |
| 2025-03-17 |
2025-03-18 |
ind_aerospace_defense |
0.0021 |
-0.0062 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-17 |
2025-03-18 |
ind_office_equipment |
0.0007 |
-0.0067 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-17 |
2025-03-18 |
size_MICRO |
-0.0084 |
-0.0007 |
0.0000 |
tilt_SIZE |
| 2025-03-17 |
2025-03-18 |
country_JP |
-0.0841 |
0.0047 |
-0.0004 |
tilt_COUNTRY |
| 2025-03-17 |
2025-03-18 |
ind_construction_engineering |
-0.0594 |
-0.0006 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-17 |
2025-03-18 |
size_LARGE |
0.0665 |
0.0000 |
0.0000 |
tilt_SIZE |
| 2025-03-17 |
2025-03-18 |
ind_holding_companies |
0.0000 |
0.0072 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-17 |
2025-03-18 |
ind_machinery |
0.0186 |
0.0031 |
0.0001 |
tilt_INDUSTRY |
| 2025-03-17 |
2025-03-18 |
specret |
NaN |
NaN |
0.0018 |
unexplained |
| 2025-03-17 |
2025-03-18 |
ind_transportation_infrastructure |
-0.0415 |
-0.0020 |
0.0001 |
tilt_INDUSTRY |
| 2025-03-17 |
2025-03-18 |
ind_leisure_products |
-0.0027 |
-0.0018 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-17 |
2025-03-18 |
ind_beverages |
-0.0608 |
-0.0066 |
0.0004 |
tilt_INDUSTRY |
| 2025-03-17 |
2025-03-18 |
ind_consumer_goods_conglomerates |
0.0119 |
-0.0037 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-17 |
2025-03-18 |
ind_chemicals |
0.0926 |
-0.0019 |
-0.0002 |
tilt_INDUSTRY |
| 2025-03-17 |
2025-03-18 |
ind_fintech |
0.0058 |
0.0040 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-17 |
2025-03-18 |
ind_pharmaceuticals |
-0.0717 |
-0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-17 |
2025-03-18 |
ind_coal |
-0.0448 |
-0.0066 |
0.0003 |
tilt_INDUSTRY |
| 2025-03-17 |
2025-03-18 |
country_PH |
0.0000 |
-0.0078 |
-0.0000 |
tilt_COUNTRY |
| 2025-03-17 |
2025-03-18 |
ind_homebuilding_building_products |
-0.0351 |
-0.0035 |
0.0001 |
tilt_INDUSTRY |
| 2025-03-17 |
2025-03-18 |
ind_integrated_hardware_software |
0.0130 |
0.0043 |
0.0001 |
tilt_INDUSTRY |
| 2025-03-17 |
2025-03-18 |
ind_textiles_apparel |
-0.0332 |
0.0009 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-17 |
2025-03-18 |
ind_semiconductors |
-0.0476 |
0.0032 |
-0.0002 |
tilt_INDUSTRY |
| 2025-03-17 |
2025-03-18 |
ind_freight_logistics |
0.0647 |
-0.0006 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-18 |
2025-03-19 |
country_CN |
0.1391 |
0.0008 |
0.0001 |
tilt_COUNTRY |
| 2025-03-18 |
2025-03-19 |
ind_passenger_transportation |
0.0642 |
-0.0014 |
-0.0001 |
tilt_INDUSTRY |
| 2025-03-18 |
2025-03-19 |
ind_office_equipment |
0.0007 |
0.0016 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-18 |
2025-03-19 |
sdiscrepancy |
NaN |
NaN |
-0.0002 |
unexplained |
| 2025-03-18 |
2025-03-19 |
ind_leisure_products |
-0.0027 |
0.0113 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-18 |
2025-03-19 |
ind_containers_packaging |
-0.0088 |
-0.0023 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-18 |
2025-03-19 |
linearCost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-03-18 |
2025-03-19 |
country_TH |
-0.0621 |
0.0084 |
-0.0005 |
tilt_COUNTRY |
| 2025-03-18 |
2025-03-19 |
ind_natural_gas_utilities |
-0.0065 |
0.0055 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-18 |
2025-03-19 |
ind_holding_companies |
0.0000 |
0.0078 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-18 |
2025-03-19 |
ind_integrated_hardware_software |
0.0131 |
-0.0060 |
-0.0001 |
tilt_INDUSTRY |
| 2025-03-18 |
2025-03-19 |
ind_semiconductors |
-0.0445 |
-0.0052 |
0.0002 |
tilt_INDUSTRY |
| 2025-03-18 |
2025-03-19 |
specret |
NaN |
NaN |
-0.0022 |
unexplained |
| 2025-03-18 |
2025-03-19 |
ind_industrial_distribution |
0.0000 |
0.0175 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-18 |
2025-03-19 |
country_MY |
0.0087 |
-0.0071 |
-0.0001 |
tilt_COUNTRY |
| 2025-03-18 |
2025-03-19 |
ind_healthcare_equipment_supplies |
-0.0662 |
0.0033 |
-0.0002 |
tilt_INDUSTRY |
| 2025-03-18 |
2025-03-19 |
ind_software_it_services |
0.1506 |
-0.0067 |
-0.0010 |
tilt_INDUSTRY |
| 2025-03-18 |
2025-03-19 |
ind_textiles_apparel |
-0.0334 |
-0.0027 |
0.0001 |
tilt_INDUSTRY |
| 2025-03-18 |
2025-03-19 |
ind_hotels_entertainment |
-0.0705 |
-0.0011 |
0.0001 |
tilt_INDUSTRY |
| 2025-03-18 |
2025-03-19 |
ind_communications_equipment |
-0.0015 |
-0.0081 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-18 |
2025-03-19 |
value_liq |
1.1093 |
0.0001 |
0.0001 |
alpha_VALUE |
| 2025-03-18 |
2025-03-19 |
ind_automobile |
-0.0126 |
0.0046 |
-0.0001 |
tilt_INDUSTRY |
| 2025-03-18 |
2025-03-19 |
country_IN |
0.0813 |
0.0108 |
0.0009 |
tilt_COUNTRY |
| 2025-03-18 |
2025-03-19 |
ind_computers_phones_household_electronics |
0.0600 |
-0.0017 |
-0.0001 |
tilt_INDUSTRY |
| 2025-03-18 |
2025-03-19 |
ind_pharmaceuticals |
-0.0701 |
0.0028 |
-0.0002 |
tilt_INDUSTRY |
| 2025-03-18 |
2025-03-19 |
country_KR |
0.0000 |
0.0009 |
0.0000 |
tilt_COUNTRY |
| 2025-03-18 |
2025-03-19 |
ind_media_publishing |
-0.0352 |
-0.0026 |
0.0001 |
tilt_INDUSTRY |
| 2025-03-18 |
2025-03-19 |
momentum |
0.5339 |
-0.0003 |
-0.0002 |
alpha_MOMENTUM |
| 2025-03-18 |
2025-03-19 |
ind_insurance |
0.0813 |
0.0052 |
0.0004 |
tilt_INDUSTRY |
| 2025-03-18 |
2025-03-19 |
ind_chemicals |
0.0818 |
0.0002 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-18 |
2025-03-19 |
ind_banking_services |
-0.0256 |
0.0013 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-18 |
2025-03-19 |
country_TW |
-0.0743 |
-0.0133 |
0.0010 |
tilt_COUNTRY |
| 2025-03-18 |
2025-03-19 |
ind_electric_utilities_ipps |
-0.0369 |
0.0085 |
-0.0003 |
tilt_INDUSTRY |
| 2025-03-18 |
2025-03-19 |
sbeta_market |
0.0295 |
-0.0096 |
-0.0003 |
risk_exposure |
| 2025-03-18 |
2025-03-19 |
ind_investment_services |
0.0768 |
0.0062 |
0.0005 |
tilt_INDUSTRY |
| 2025-03-18 |
2025-03-19 |
fmom |
1.0931 |
0.0004 |
0.0005 |
alpha_QUALITY |
| 2025-03-18 |
2025-03-19 |
ind_metals_mining |
-0.1374 |
0.0038 |
-0.0005 |
tilt_INDUSTRY |
| 2025-03-18 |
2025-03-19 |
ind_machinery |
0.0505 |
-0.0000 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-18 |
2025-03-19 |
ind_beverages |
-0.0679 |
0.0001 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-18 |
2025-03-19 |
ind_fintech |
0.0058 |
0.0093 |
0.0001 |
tilt_INDUSTRY |
| 2025-03-18 |
2025-03-19 |
country_PH |
0.0000 |
0.0028 |
0.0000 |
tilt_COUNTRY |
| 2025-03-18 |
2025-03-19 |
ind_homebuilding_building_products |
-0.0354 |
-0.0034 |
0.0001 |
tilt_INDUSTRY |
| 2025-03-18 |
2025-03-19 |
ind_renewable_energy |
0.0262 |
0.0005 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-18 |
2025-03-19 |
reversal |
0.9143 |
0.0006 |
0.0006 |
alpha_REVERSAL |
| 2025-03-18 |
2025-03-19 |
ind_coal |
-0.0446 |
-0.0019 |
0.0001 |
tilt_INDUSTRY |
| 2025-03-18 |
2025-03-19 |
ind_transportation_infrastructure |
-0.0393 |
0.0006 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-18 |
2025-03-19 |
ind_freight_logistics |
0.0672 |
-0.0017 |
-0.0001 |
tilt_INDUSTRY |
| 2025-03-18 |
2025-03-19 |
size_LARGE |
0.0785 |
0.0001 |
0.0000 |
tilt_SIZE |
| 2025-03-18 |
2025-03-19 |
ind_construction_engineering |
-0.0604 |
-0.0026 |
0.0002 |
tilt_INDUSTRY |
| 2025-03-18 |
2025-03-19 |
country_XH |
0.0492 |
0.0049 |
0.0002 |
tilt_COUNTRY |
| 2025-03-18 |
2025-03-19 |
impactCost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-03-18 |
2025-03-19 |
ind_water_utilities |
-0.0010 |
0.0055 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-18 |
2025-03-19 |
ind_commercial_services_supplies |
0.0538 |
-0.0002 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-18 |
2025-03-19 |
size_MID |
-0.1045 |
0.0000 |
-0.0000 |
tilt_SIZE |
| 2025-03-18 |
2025-03-19 |
country_NZ |
-0.0189 |
-0.0116 |
0.0002 |
tilt_COUNTRY |
| 2025-03-18 |
2025-03-19 |
country_ID |
0.0500 |
0.0006 |
0.0000 |
tilt_COUNTRY |
| 2025-03-18 |
2025-03-19 |
size_MICRO |
-0.0077 |
0.0037 |
-0.0000 |
tilt_SIZE |
| 2025-03-18 |
2025-03-19 |
quality |
2.5004 |
-0.0001 |
-0.0002 |
alpha_QUALITY |
| 2025-03-18 |
2025-03-19 |
value_gc |
1.4191 |
0.0001 |
0.0001 |
alpha_VALUE |
| 2025-03-18 |
2025-03-19 |
ind_food_tobacco |
0.0611 |
0.0000 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-18 |
2025-03-19 |
ind_biotechnology |
0.0209 |
0.0059 |
0.0001 |
tilt_INDUSTRY |
| 2025-03-18 |
2025-03-19 |
pdiscrepancy |
NaN |
NaN |
0.0000 |
unexplained |
| 2025-03-18 |
2025-03-19 |
revision |
1.1806 |
0.0001 |
0.0001 |
alpha_REVISION |
| 2025-03-18 |
2025-03-19 |
ind_aerospace_defense |
0.0015 |
0.0032 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-18 |
2025-03-19 |
country_JP |
-0.0874 |
0.0006 |
-0.0000 |
tilt_COUNTRY |
| 2025-03-18 |
2025-03-19 |
ind_construction_materials |
-0.0094 |
0.0031 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-18 |
2025-03-19 |
ind_multiline_utilities |
-0.0111 |
-0.0031 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-18 |
2025-03-19 |
ind_consumer_goods_conglomerates |
0.0122 |
0.0058 |
0.0001 |
tilt_INDUSTRY |
| 2025-03-18 |
2025-03-19 |
ind_real_estate_operations |
0.0095 |
-0.0004 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-18 |
2025-03-19 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-03-18 |
2025-03-19 |
market |
-0.0330 |
0.0082 |
-0.0003 |
risk_exposure |
| 2025-03-18 |
2025-03-19 |
ind_household_products_services |
-0.0390 |
-0.0109 |
0.0004 |
tilt_INDUSTRY |
| 2025-03-18 |
2025-03-19 |
stability |
5.4059 |
0.0001 |
0.0005 |
alpha_QUALITY |
| 2025-03-18 |
2025-03-19 |
country_SG |
-0.0377 |
-0.0030 |
0.0001 |
tilt_COUNTRY |
| 2025-03-18 |
2025-03-19 |
ind_oil_gas |
0.0054 |
-0.0031 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-18 |
2025-03-19 |
ind_oil_gas_equipment_services |
-0.0160 |
-0.0008 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-18 |
2025-03-19 |
ind_specialty_reatil |
0.0124 |
0.0017 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-18 |
2025-03-19 |
ind_paper_forestry |
-0.0040 |
0.0015 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-18 |
2025-03-19 |
ind_food_drug_retail |
-0.0143 |
-0.0068 |
0.0001 |
tilt_INDUSTRY |
| 2025-03-18 |
2025-03-19 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-03-18 |
2025-03-19 |
country_AU |
-0.1006 |
-0.0115 |
0.0012 |
tilt_COUNTRY |
| 2025-03-18 |
2025-03-19 |
ind_diversified_retail |
0.0001 |
-0.0002 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-18 |
2025-03-19 |
linkage |
0.9764 |
0.0003 |
0.0003 |
alpha_MOMENTUM |
| 2025-03-18 |
2025-03-19 |
size_SMALL |
0.0007 |
-0.0003 |
-0.0000 |
tilt_SIZE |
| 2025-03-18 |
2025-03-19 |
ind_household_goods |
-0.0221 |
0.0012 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-18 |
2025-03-19 |
ind_telecommunications_serices |
0.0381 |
-0.0064 |
-0.0002 |
tilt_INDUSTRY |
| 2025-03-18 |
2025-03-19 |
ind_uranium |
-0.0029 |
0.0231 |
-0.0001 |
tilt_INDUSTRY |
| 2025-03-18 |
2025-03-19 |
ind_healthcare_providers_services |
-0.0107 |
-0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-18 |
2025-03-19 |
ind_electronic_equipment |
0.0070 |
-0.0049 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-18 |
2025-03-19 |
country_HK |
0.0197 |
0.0039 |
0.0001 |
tilt_COUNTRY |
| 2025-03-18 |
2025-03-19 |
neglect |
1.2704 |
0.0005 |
0.0006 |
alpha_VALUE |
| 2025-03-19 |
2025-03-20 |
ind_passenger_transportation |
0.0643 |
-0.0003 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-19 |
2025-03-20 |
country_KR |
0.0000 |
-0.0051 |
0.0000 |
tilt_COUNTRY |
| 2025-03-19 |
2025-03-20 |
pdiscrepancy |
NaN |
NaN |
0.0000 |
unexplained |
| 2025-03-19 |
2025-03-20 |
ind_household_products_services |
-0.0398 |
-0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-19 |
2025-03-20 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-03-19 |
2025-03-20 |
size_MICRO |
-0.0054 |
0.0030 |
-0.0000 |
tilt_SIZE |
| 2025-03-19 |
2025-03-20 |
ind_holding_companies |
0.0000 |
0.0087 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-19 |
2025-03-20 |
country_NZ |
-0.0185 |
0.0023 |
-0.0000 |
tilt_COUNTRY |
| 2025-03-19 |
2025-03-20 |
country_TW |
-0.0757 |
0.0101 |
-0.0008 |
tilt_COUNTRY |
| 2025-03-19 |
2025-03-20 |
country_SG |
-0.0386 |
0.0070 |
-0.0003 |
tilt_COUNTRY |
| 2025-03-19 |
2025-03-20 |
ind_software_it_services |
0.1514 |
-0.0023 |
-0.0004 |
tilt_INDUSTRY |
| 2025-03-19 |
2025-03-20 |
sdiscrepancy |
NaN |
NaN |
-0.0001 |
unexplained |
| 2025-03-19 |
2025-03-20 |
ind_uranium |
-0.0029 |
0.0261 |
-0.0001 |
tilt_INDUSTRY |
| 2025-03-19 |
2025-03-20 |
country_IN |
0.0807 |
0.0041 |
0.0003 |
tilt_COUNTRY |
| 2025-03-19 |
2025-03-20 |
ind_metals_mining |
-0.1357 |
0.0031 |
-0.0004 |
tilt_INDUSTRY |
| 2025-03-19 |
2025-03-20 |
ind_aerospace_defense |
0.0023 |
0.0127 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-19 |
2025-03-20 |
neglect |
1.2961 |
0.0004 |
0.0006 |
alpha_VALUE |
| 2025-03-19 |
2025-03-20 |
size_SMALL |
0.0105 |
0.0024 |
0.0000 |
tilt_SIZE |
| 2025-03-19 |
2025-03-20 |
ind_integrated_hardware_software |
0.0129 |
-0.0047 |
-0.0001 |
tilt_INDUSTRY |
| 2025-03-19 |
2025-03-20 |
ind_chemicals |
0.0828 |
0.0007 |
0.0001 |
tilt_INDUSTRY |
| 2025-03-19 |
2025-03-20 |
country_AU |
-0.0986 |
0.0119 |
-0.0012 |
tilt_COUNTRY |
| 2025-03-19 |
2025-03-20 |
ind_fintech |
0.0059 |
0.0063 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-19 |
2025-03-20 |
reversal |
1.0493 |
0.0023 |
0.0024 |
alpha_REVERSAL |
| 2025-03-19 |
2025-03-20 |
ind_renewable_energy |
0.0260 |
0.0044 |
0.0001 |
tilt_INDUSTRY |
| 2025-03-19 |
2025-03-20 |
ind_transportation_infrastructure |
-0.0391 |
-0.0013 |
0.0001 |
tilt_INDUSTRY |
| 2025-03-19 |
2025-03-20 |
ind_healthcare_equipment_supplies |
-0.0654 |
-0.0041 |
0.0003 |
tilt_INDUSTRY |
| 2025-03-19 |
2025-03-20 |
ind_construction_materials |
-0.0093 |
-0.0015 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-19 |
2025-03-20 |
ind_media_publishing |
-0.0345 |
-0.0028 |
0.0001 |
tilt_INDUSTRY |
| 2025-03-19 |
2025-03-20 |
ind_machinery |
0.0703 |
0.0022 |
0.0002 |
tilt_INDUSTRY |
| 2025-03-19 |
2025-03-20 |
ind_food_tobacco |
0.0615 |
-0.0032 |
-0.0002 |
tilt_INDUSTRY |
| 2025-03-19 |
2025-03-20 |
ind_office_equipment |
0.0007 |
-0.0021 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-19 |
2025-03-20 |
stability |
5.3592 |
-0.0000 |
-0.0002 |
alpha_QUALITY |
| 2025-03-19 |
2025-03-20 |
ind_food_drug_retail |
-0.0189 |
-0.0050 |
0.0001 |
tilt_INDUSTRY |
| 2025-03-19 |
2025-03-20 |
ind_real_estate_operations |
0.0063 |
-0.0001 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-19 |
2025-03-20 |
ind_oil_gas_equipment_services |
-0.0156 |
0.0164 |
-0.0003 |
tilt_INDUSTRY |
| 2025-03-19 |
2025-03-20 |
ind_household_goods |
-0.0159 |
-0.0103 |
0.0002 |
tilt_INDUSTRY |
| 2025-03-19 |
2025-03-20 |
ind_electronic_equipment |
0.0022 |
0.0012 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-19 |
2025-03-20 |
ind_paper_forestry |
-0.0040 |
0.0010 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-19 |
2025-03-20 |
fmom |
1.0734 |
0.0009 |
0.0009 |
alpha_QUALITY |
| 2025-03-19 |
2025-03-20 |
ind_specialty_reatil |
0.0142 |
-0.0016 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-19 |
2025-03-20 |
linearCost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-03-19 |
2025-03-20 |
ind_oil_gas |
0.0070 |
0.0080 |
0.0001 |
tilt_INDUSTRY |
| 2025-03-19 |
2025-03-20 |
ind_diversified_retail |
0.0001 |
-0.0061 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-19 |
2025-03-20 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-03-19 |
2025-03-20 |
linkage |
1.0169 |
-0.0002 |
-0.0002 |
alpha_MOMENTUM |
| 2025-03-19 |
2025-03-20 |
ind_telecommunications_serices |
0.0381 |
-0.0045 |
-0.0002 |
tilt_INDUSTRY |
| 2025-03-19 |
2025-03-20 |
ind_healthcare_providers_services |
-0.0055 |
-0.0041 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-19 |
2025-03-20 |
sbeta_market |
0.0515 |
-0.0083 |
-0.0004 |
risk_exposure |
| 2025-03-19 |
2025-03-20 |
country_XH |
0.0452 |
-0.0130 |
-0.0006 |
tilt_COUNTRY |
| 2025-03-19 |
2025-03-20 |
ind_coal |
-0.0447 |
0.0072 |
-0.0003 |
tilt_INDUSTRY |
| 2025-03-19 |
2025-03-20 |
country_PH |
0.0000 |
0.0008 |
0.0000 |
tilt_COUNTRY |
| 2025-03-19 |
2025-03-20 |
country_JP |
-0.0889 |
0.0003 |
-0.0000 |
tilt_COUNTRY |
| 2025-03-19 |
2025-03-20 |
revision |
1.0918 |
0.0006 |
0.0006 |
alpha_REVISION |
| 2025-03-19 |
2025-03-20 |
ind_biotechnology |
0.0187 |
0.0031 |
0.0001 |
tilt_INDUSTRY |
| 2025-03-19 |
2025-03-20 |
ind_commercial_services_supplies |
0.0529 |
-0.0029 |
-0.0002 |
tilt_INDUSTRY |
| 2025-03-19 |
2025-03-20 |
quality |
2.5171 |
-0.0005 |
-0.0011 |
alpha_QUALITY |
| 2025-03-19 |
2025-03-20 |
value_gc |
1.4084 |
0.0011 |
0.0016 |
alpha_VALUE |
| 2025-03-19 |
2025-03-20 |
size_MID |
-0.1007 |
-0.0011 |
0.0001 |
tilt_SIZE |
| 2025-03-19 |
2025-03-20 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-03-19 |
2025-03-20 |
ind_water_utilities |
-0.0011 |
0.0056 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-19 |
2025-03-20 |
ind_construction_engineering |
-0.0612 |
0.0004 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-19 |
2025-03-20 |
size_LARGE |
0.0818 |
-0.0016 |
-0.0001 |
tilt_SIZE |
| 2025-03-19 |
2025-03-20 |
ind_freight_logistics |
0.0658 |
-0.0007 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-19 |
2025-03-20 |
country_ID |
0.0533 |
-0.0060 |
-0.0003 |
tilt_COUNTRY |
| 2025-03-19 |
2025-03-20 |
ind_multiline_utilities |
-0.0111 |
0.0100 |
-0.0001 |
tilt_INDUSTRY |
| 2025-03-19 |
2025-03-20 |
ind_homebuilding_building_products |
-0.0356 |
-0.0025 |
0.0001 |
tilt_INDUSTRY |
| 2025-03-19 |
2025-03-20 |
ind_beverages |
-0.0682 |
-0.0046 |
0.0003 |
tilt_INDUSTRY |
| 2025-03-19 |
2025-03-20 |
ind_consumer_goods_conglomerates |
0.0117 |
0.0010 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-19 |
2025-03-20 |
country_HK |
0.0240 |
-0.0107 |
-0.0003 |
tilt_COUNTRY |
| 2025-03-19 |
2025-03-20 |
ind_investment_services |
0.0773 |
0.0018 |
0.0001 |
tilt_INDUSTRY |
| 2025-03-19 |
2025-03-20 |
market |
-0.0138 |
0.0056 |
-0.0001 |
risk_exposure |
| 2025-03-19 |
2025-03-20 |
specret |
NaN |
NaN |
-0.0012 |
unexplained |
| 2025-03-19 |
2025-03-20 |
ind_automobile |
-0.0108 |
0.0048 |
-0.0001 |
tilt_INDUSTRY |
| 2025-03-19 |
2025-03-20 |
ind_electric_utilities_ipps |
-0.0397 |
0.0000 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-19 |
2025-03-20 |
momentum |
0.5194 |
-0.0001 |
-0.0000 |
alpha_MOMENTUM |
| 2025-03-19 |
2025-03-20 |
ind_containers_packaging |
-0.0085 |
-0.0013 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-19 |
2025-03-20 |
ind_semiconductors |
-0.0423 |
0.0031 |
-0.0001 |
tilt_INDUSTRY |
| 2025-03-19 |
2025-03-20 |
ind_insurance |
0.0812 |
-0.0093 |
-0.0008 |
tilt_INDUSTRY |
| 2025-03-19 |
2025-03-20 |
value_liq |
1.1260 |
-0.0009 |
-0.0010 |
alpha_VALUE |
| 2025-03-19 |
2025-03-20 |
ind_pharmaceuticals |
-0.0694 |
-0.0011 |
0.0001 |
tilt_INDUSTRY |
| 2025-03-19 |
2025-03-20 |
ind_hotels_entertainment |
-0.0704 |
-0.0033 |
0.0002 |
tilt_INDUSTRY |
| 2025-03-19 |
2025-03-20 |
ind_computers_phones_household_electronics |
0.0589 |
0.0008 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-19 |
2025-03-20 |
ind_communications_equipment |
-0.0028 |
0.0030 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-19 |
2025-03-20 |
ind_banking_services |
-0.0279 |
-0.0022 |
0.0001 |
tilt_INDUSTRY |
| 2025-03-19 |
2025-03-20 |
ind_natural_gas_utilities |
-0.0065 |
0.0038 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-19 |
2025-03-20 |
country_CN |
0.1560 |
-0.0006 |
-0.0001 |
tilt_COUNTRY |
| 2025-03-19 |
2025-03-20 |
ind_industrial_distribution |
0.0000 |
0.0017 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-19 |
2025-03-20 |
country_MY |
0.0086 |
-0.0062 |
-0.0001 |
tilt_COUNTRY |
| 2025-03-19 |
2025-03-20 |
ind_leisure_products |
-0.0027 |
-0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-19 |
2025-03-20 |
country_TH |
-0.0614 |
-0.0099 |
0.0006 |
tilt_COUNTRY |
| 2025-03-19 |
2025-03-20 |
ind_textiles_apparel |
-0.0336 |
-0.0076 |
0.0003 |
tilt_INDUSTRY |
| 2025-03-20 |
2025-03-21 |
ind_semiconductors |
-0.0346 |
-0.0019 |
0.0001 |
tilt_INDUSTRY |
| 2025-03-20 |
2025-03-21 |
ind_multiline_utilities |
-0.0116 |
0.0012 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-20 |
2025-03-21 |
ind_transportation_infrastructure |
-0.0389 |
0.0044 |
-0.0002 |
tilt_INDUSTRY |
| 2025-03-20 |
2025-03-21 |
ind_homebuilding_building_products |
-0.0356 |
0.0023 |
-0.0001 |
tilt_INDUSTRY |
| 2025-03-20 |
2025-03-21 |
ind_freight_logistics |
0.0623 |
-0.0020 |
-0.0001 |
tilt_INDUSTRY |
| 2025-03-20 |
2025-03-21 |
ind_integrated_hardware_software |
0.0126 |
-0.0140 |
-0.0002 |
tilt_INDUSTRY |
| 2025-03-20 |
2025-03-21 |
ind_investment_services |
0.0760 |
0.0039 |
0.0003 |
tilt_INDUSTRY |
| 2025-03-20 |
2025-03-21 |
sdiscrepancy |
NaN |
NaN |
-0.0004 |
unexplained |
| 2025-03-20 |
2025-03-21 |
ind_fintech |
0.0052 |
0.0088 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-20 |
2025-03-21 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-03-20 |
2025-03-21 |
size_MID |
-0.0900 |
0.0010 |
-0.0001 |
tilt_SIZE |
| 2025-03-20 |
2025-03-21 |
country_KR |
0.0000 |
0.0008 |
0.0000 |
tilt_COUNTRY |
| 2025-03-20 |
2025-03-21 |
size_MICRO |
-0.0069 |
0.0046 |
-0.0000 |
tilt_SIZE |
| 2025-03-20 |
2025-03-21 |
ind_construction_engineering |
-0.0622 |
0.0050 |
-0.0003 |
tilt_INDUSTRY |
| 2025-03-20 |
2025-03-21 |
quality |
2.5209 |
0.0007 |
0.0017 |
alpha_QUALITY |
| 2025-03-20 |
2025-03-21 |
ind_biotechnology |
0.0181 |
-0.0051 |
-0.0001 |
tilt_INDUSTRY |
| 2025-03-20 |
2025-03-21 |
ind_textiles_apparel |
-0.0343 |
-0.0033 |
0.0001 |
tilt_INDUSTRY |
| 2025-03-20 |
2025-03-21 |
country_JP |
-0.0856 |
0.0030 |
-0.0003 |
tilt_COUNTRY |
| 2025-03-20 |
2025-03-21 |
ind_industrial_distribution |
0.0000 |
-0.0022 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-20 |
2025-03-21 |
country_NZ |
-0.0188 |
-0.0104 |
0.0002 |
tilt_COUNTRY |
| 2025-03-20 |
2025-03-21 |
ind_hotels_entertainment |
-0.0703 |
0.0030 |
-0.0002 |
tilt_INDUSTRY |
| 2025-03-20 |
2025-03-21 |
ind_coal |
-0.0456 |
0.0064 |
-0.0003 |
tilt_INDUSTRY |
| 2025-03-20 |
2025-03-21 |
ind_natural_gas_utilities |
-0.0065 |
0.0045 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-20 |
2025-03-21 |
country_HK |
0.0257 |
-0.0076 |
-0.0002 |
tilt_COUNTRY |
| 2025-03-20 |
2025-03-21 |
ind_holding_companies |
0.0000 |
0.0017 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-20 |
2025-03-21 |
ind_household_products_services |
-0.0395 |
-0.0025 |
0.0001 |
tilt_INDUSTRY |
| 2025-03-20 |
2025-03-21 |
ind_communications_equipment |
-0.0023 |
0.0021 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-20 |
2025-03-21 |
linkage |
1.0017 |
-0.0004 |
-0.0004 |
alpha_MOMENTUM |
| 2025-03-20 |
2025-03-21 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-03-20 |
2025-03-21 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-03-20 |
2025-03-21 |
country_TW |
-0.0764 |
-0.0010 |
0.0001 |
tilt_COUNTRY |
| 2025-03-20 |
2025-03-21 |
ind_media_publishing |
-0.0338 |
0.0062 |
-0.0002 |
tilt_INDUSTRY |
| 2025-03-20 |
2025-03-21 |
ind_banking_services |
-0.0437 |
0.0024 |
-0.0001 |
tilt_INDUSTRY |
| 2025-03-20 |
2025-03-21 |
ind_machinery |
0.0721 |
-0.0020 |
-0.0001 |
tilt_INDUSTRY |
| 2025-03-20 |
2025-03-21 |
ind_automobile |
-0.0106 |
-0.0107 |
0.0001 |
tilt_INDUSTRY |
| 2025-03-20 |
2025-03-21 |
ind_pharmaceuticals |
-0.0655 |
0.0024 |
-0.0002 |
tilt_INDUSTRY |
| 2025-03-20 |
2025-03-21 |
sbeta_market |
0.0779 |
-0.0157 |
-0.0012 |
risk_exposure |
| 2025-03-20 |
2025-03-21 |
ind_specialty_reatil |
0.0144 |
-0.0014 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-20 |
2025-03-21 |
ind_electronic_equipment |
-0.0007 |
-0.0028 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-20 |
2025-03-21 |
value_liq |
1.1504 |
0.0006 |
0.0007 |
alpha_VALUE |
| 2025-03-20 |
2025-03-21 |
ind_oil_gas_equipment_services |
-0.0157 |
0.0232 |
-0.0004 |
tilt_INDUSTRY |
| 2025-03-20 |
2025-03-21 |
ind_real_estate_operations |
0.0078 |
0.0040 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-20 |
2025-03-21 |
ind_electric_utilities_ipps |
-0.0343 |
0.0037 |
-0.0001 |
tilt_INDUSTRY |
| 2025-03-20 |
2025-03-21 |
ind_uranium |
-0.0029 |
0.0365 |
-0.0001 |
tilt_INDUSTRY |
| 2025-03-20 |
2025-03-21 |
stability |
5.2879 |
-0.0003 |
-0.0017 |
alpha_QUALITY |
| 2025-03-20 |
2025-03-21 |
ind_containers_packaging |
-0.0081 |
0.0024 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-20 |
2025-03-21 |
country_IN |
0.0768 |
0.0118 |
0.0009 |
tilt_COUNTRY |
| 2025-03-20 |
2025-03-21 |
country_XH |
0.0419 |
-0.0075 |
-0.0003 |
tilt_COUNTRY |
| 2025-03-20 |
2025-03-21 |
country_PH |
0.0000 |
-0.0168 |
-0.0000 |
tilt_COUNTRY |
| 2025-03-20 |
2025-03-21 |
ind_food_tobacco |
0.0595 |
0.0021 |
0.0001 |
tilt_INDUSTRY |
| 2025-03-20 |
2025-03-21 |
momentum |
0.4867 |
0.0002 |
0.0001 |
alpha_MOMENTUM |
| 2025-03-20 |
2025-03-21 |
ind_aerospace_defense |
0.0029 |
0.0012 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-20 |
2025-03-21 |
country_TH |
-0.0592 |
-0.0029 |
0.0002 |
tilt_COUNTRY |
| 2025-03-20 |
2025-03-21 |
revision |
0.9791 |
0.0002 |
0.0002 |
alpha_REVISION |
| 2025-03-20 |
2025-03-21 |
market |
-0.0071 |
0.0066 |
-0.0000 |
risk_exposure |
| 2025-03-20 |
2025-03-21 |
ind_oil_gas |
0.0067 |
0.0077 |
0.0001 |
tilt_INDUSTRY |
| 2025-03-20 |
2025-03-21 |
neglect |
1.2724 |
0.0002 |
0.0002 |
alpha_VALUE |
| 2025-03-20 |
2025-03-21 |
country_AU |
-0.0990 |
-0.0018 |
0.0002 |
tilt_COUNTRY |
| 2025-03-20 |
2025-03-21 |
ind_diversified_retail |
0.0001 |
-0.0024 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-20 |
2025-03-21 |
country_SG |
-0.0387 |
-0.0021 |
0.0001 |
tilt_COUNTRY |
| 2025-03-20 |
2025-03-21 |
fmom |
1.0062 |
-0.0001 |
-0.0001 |
alpha_QUALITY |
| 2025-03-20 |
2025-03-21 |
ind_telecommunications_serices |
0.0378 |
0.0020 |
0.0001 |
tilt_INDUSTRY |
| 2025-03-20 |
2025-03-21 |
ind_commercial_services_supplies |
0.0531 |
0.0023 |
0.0001 |
tilt_INDUSTRY |
| 2025-03-20 |
2025-03-21 |
ind_healthcare_providers_services |
0.0000 |
-0.0055 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-20 |
2025-03-21 |
size_SMALL |
0.0148 |
0.0019 |
0.0000 |
tilt_SIZE |
| 2025-03-20 |
2025-03-21 |
ind_software_it_services |
0.1502 |
-0.0051 |
-0.0008 |
tilt_INDUSTRY |
| 2025-03-20 |
2025-03-21 |
ind_insurance |
0.0792 |
0.0016 |
0.0001 |
tilt_INDUSTRY |
| 2025-03-20 |
2025-03-21 |
value_gc |
1.3951 |
0.0017 |
0.0023 |
alpha_VALUE |
| 2025-03-20 |
2025-03-21 |
ind_consumer_goods_conglomerates |
0.0119 |
0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-20 |
2025-03-21 |
ind_beverages |
-0.0637 |
0.0051 |
-0.0003 |
tilt_INDUSTRY |
| 2025-03-20 |
2025-03-21 |
ind_chemicals |
0.0804 |
0.0000 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-20 |
2025-03-21 |
ind_healthcare_equipment_supplies |
-0.0666 |
-0.0019 |
0.0001 |
tilt_INDUSTRY |
| 2025-03-20 |
2025-03-21 |
ind_water_utilities |
-0.0013 |
-0.0006 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-20 |
2025-03-21 |
country_MY |
0.0089 |
-0.0042 |
-0.0000 |
tilt_COUNTRY |
| 2025-03-20 |
2025-03-21 |
country_CN |
0.1642 |
-0.0003 |
-0.0001 |
tilt_COUNTRY |
| 2025-03-20 |
2025-03-21 |
ind_passenger_transportation |
0.0640 |
-0.0055 |
-0.0004 |
tilt_INDUSTRY |
| 2025-03-20 |
2025-03-21 |
ind_office_equipment |
0.0007 |
-0.0059 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-20 |
2025-03-21 |
size_LARGE |
0.0750 |
-0.0043 |
-0.0003 |
tilt_SIZE |
| 2025-03-20 |
2025-03-21 |
ind_leisure_products |
-0.0027 |
0.0042 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-20 |
2025-03-21 |
ind_computers_phones_household_electronics |
0.0597 |
-0.0051 |
-0.0003 |
tilt_INDUSTRY |
| 2025-03-20 |
2025-03-21 |
linearCost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-03-20 |
2025-03-21 |
specret |
NaN |
NaN |
-0.0042 |
unexplained |
| 2025-03-20 |
2025-03-21 |
ind_metals_mining |
-0.1302 |
-0.0034 |
0.0004 |
tilt_INDUSTRY |
| 2025-03-20 |
2025-03-21 |
ind_paper_forestry |
-0.0041 |
0.0086 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-20 |
2025-03-21 |
country_ID |
0.0531 |
-0.0254 |
-0.0013 |
tilt_COUNTRY |
| 2025-03-20 |
2025-03-21 |
ind_food_drug_retail |
-0.0238 |
0.0007 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-20 |
2025-03-21 |
pdiscrepancy |
NaN |
NaN |
-0.0000 |
unexplained |
| 2025-03-20 |
2025-03-21 |
ind_renewable_energy |
0.0253 |
0.0108 |
0.0003 |
tilt_INDUSTRY |
| 2025-03-20 |
2025-03-21 |
ind_household_goods |
-0.0062 |
0.0045 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-20 |
2025-03-21 |
reversal |
0.8543 |
0.0014 |
0.0012 |
alpha_REVERSAL |
| 2025-03-20 |
2025-03-21 |
ind_construction_materials |
-0.0088 |
0.0034 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-21 |
2025-03-24 |
country_IN |
0.0722 |
0.0085 |
0.0006 |
tilt_COUNTRY |
| 2025-03-21 |
2025-03-24 |
ind_industrial_distribution |
0.0000 |
-0.0066 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-21 |
2025-03-24 |
ind_oil_gas_equipment_services |
-0.0165 |
-0.0028 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-21 |
2025-03-24 |
ind_banking_services |
-0.0424 |
0.0024 |
-0.0001 |
tilt_INDUSTRY |
| 2025-03-21 |
2025-03-24 |
ind_machinery |
0.0738 |
-0.0009 |
-0.0001 |
tilt_INDUSTRY |
| 2025-03-21 |
2025-03-24 |
ind_construction_engineering |
-0.0637 |
-0.0035 |
0.0002 |
tilt_INDUSTRY |
| 2025-03-21 |
2025-03-24 |
ind_renewable_energy |
0.0243 |
-0.0079 |
-0.0002 |
tilt_INDUSTRY |
| 2025-03-21 |
2025-03-24 |
ind_software_it_services |
0.1486 |
-0.0029 |
-0.0004 |
tilt_INDUSTRY |
| 2025-03-21 |
2025-03-24 |
reversal |
0.9280 |
0.0028 |
0.0026 |
alpha_REVERSAL |
| 2025-03-21 |
2025-03-24 |
country_PH |
0.0000 |
-0.0160 |
-0.0000 |
tilt_COUNTRY |
| 2025-03-21 |
2025-03-24 |
ind_media_publishing |
-0.0331 |
0.0003 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-21 |
2025-03-24 |
ind_communications_equipment |
-0.0016 |
-0.0062 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-21 |
2025-03-24 |
country_TH |
-0.0609 |
-0.0020 |
0.0001 |
tilt_COUNTRY |
| 2025-03-21 |
2025-03-24 |
ind_coal |
-0.0469 |
-0.0008 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-21 |
2025-03-24 |
country_TW |
-0.0765 |
-0.0096 |
0.0007 |
tilt_COUNTRY |
| 2025-03-21 |
2025-03-24 |
ind_multiline_utilities |
-0.0119 |
-0.0038 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-21 |
2025-03-24 |
ind_natural_gas_utilities |
-0.0065 |
0.0028 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-21 |
2025-03-24 |
ind_investment_services |
0.0744 |
0.0016 |
0.0001 |
tilt_INDUSTRY |
| 2025-03-21 |
2025-03-24 |
ind_leisure_products |
-0.0017 |
-0.0095 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-21 |
2025-03-24 |
value_gc |
1.4482 |
-0.0004 |
-0.0005 |
alpha_VALUE |
| 2025-03-21 |
2025-03-24 |
ind_containers_packaging |
-0.0071 |
0.0020 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-21 |
2025-03-24 |
linkage |
0.9582 |
0.0001 |
0.0001 |
alpha_MOMENTUM |
| 2025-03-21 |
2025-03-24 |
country_KR |
0.0000 |
-0.0042 |
0.0000 |
tilt_COUNTRY |
| 2025-03-21 |
2025-03-24 |
country_CN |
0.1656 |
0.0032 |
0.0005 |
tilt_COUNTRY |
| 2025-03-21 |
2025-03-24 |
ind_textiles_apparel |
-0.0342 |
-0.0022 |
0.0001 |
tilt_INDUSTRY |
| 2025-03-21 |
2025-03-24 |
value_liq |
1.1966 |
0.0024 |
0.0029 |
alpha_VALUE |
| 2025-03-21 |
2025-03-24 |
ind_hotels_entertainment |
-0.0698 |
0.0039 |
-0.0003 |
tilt_INDUSTRY |
| 2025-03-21 |
2025-03-24 |
country_MY |
0.0092 |
-0.0082 |
-0.0001 |
tilt_COUNTRY |
| 2025-03-21 |
2025-03-24 |
momentum |
0.4474 |
0.0013 |
0.0006 |
alpha_MOMENTUM |
| 2025-03-21 |
2025-03-24 |
ind_water_utilities |
-0.0017 |
0.0151 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-21 |
2025-03-24 |
ind_real_estate_operations |
0.0103 |
0.0008 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-21 |
2025-03-24 |
ind_aerospace_defense |
0.0011 |
-0.0098 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-21 |
2025-03-24 |
country_ID |
0.0516 |
-0.0227 |
-0.0012 |
tilt_COUNTRY |
| 2025-03-21 |
2025-03-24 |
sdiscrepancy |
NaN |
NaN |
-0.0006 |
unexplained |
| 2025-03-21 |
2025-03-24 |
ind_healthcare_equipment_supplies |
-0.0689 |
-0.0043 |
0.0003 |
tilt_INDUSTRY |
| 2025-03-21 |
2025-03-24 |
ind_homebuilding_building_products |
-0.0353 |
-0.0010 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-21 |
2025-03-24 |
ind_insurance |
0.0781 |
0.0038 |
0.0003 |
tilt_INDUSTRY |
| 2025-03-21 |
2025-03-24 |
ind_automobile |
-0.0158 |
0.0031 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-21 |
2025-03-24 |
ind_integrated_hardware_software |
0.0124 |
-0.0040 |
-0.0001 |
tilt_INDUSTRY |
| 2025-03-21 |
2025-03-24 |
size_MICRO |
-0.0070 |
-0.0059 |
0.0000 |
tilt_SIZE |
| 2025-03-21 |
2025-03-24 |
ind_food_drug_retail |
-0.0252 |
0.0006 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-21 |
2025-03-24 |
ind_chemicals |
0.0739 |
0.0022 |
0.0002 |
tilt_INDUSTRY |
| 2025-03-21 |
2025-03-24 |
size_LARGE |
0.0758 |
0.0033 |
0.0003 |
tilt_SIZE |
| 2025-03-21 |
2025-03-24 |
ind_beverages |
-0.0616 |
0.0012 |
-0.0001 |
tilt_INDUSTRY |
| 2025-03-21 |
2025-03-24 |
ind_office_equipment |
0.0007 |
-0.0114 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-21 |
2025-03-24 |
ind_electric_utilities_ipps |
-0.0337 |
-0.0004 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-21 |
2025-03-24 |
quality |
2.5102 |
0.0013 |
0.0034 |
alpha_QUALITY |
| 2025-03-21 |
2025-03-24 |
country_XH |
0.0404 |
0.0101 |
0.0004 |
tilt_COUNTRY |
| 2025-03-21 |
2025-03-24 |
ind_pharmaceuticals |
-0.0631 |
-0.0011 |
0.0001 |
tilt_INDUSTRY |
| 2025-03-21 |
2025-03-24 |
country_AU |
-0.0985 |
-0.0058 |
0.0006 |
tilt_COUNTRY |
| 2025-03-21 |
2025-03-24 |
ind_paper_forestry |
-0.0040 |
-0.0047 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-21 |
2025-03-24 |
ind_transportation_infrastructure |
-0.0389 |
0.0001 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-21 |
2025-03-24 |
ind_semiconductors |
-0.0282 |
0.0008 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-21 |
2025-03-24 |
ind_oil_gas |
0.0063 |
-0.0032 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-21 |
2025-03-24 |
ind_electronic_equipment |
-0.0031 |
0.0002 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-21 |
2025-03-24 |
ind_uranium |
-0.0028 |
-0.0089 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-21 |
2025-03-24 |
country_JP |
-0.0819 |
-0.0059 |
0.0005 |
tilt_COUNTRY |
| 2025-03-21 |
2025-03-24 |
market |
-0.0098 |
0.0054 |
-0.0001 |
risk_exposure |
| 2025-03-21 |
2025-03-24 |
linearCost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-03-21 |
2025-03-24 |
sbeta_market |
0.0803 |
-0.0079 |
-0.0006 |
risk_exposure |
| 2025-03-21 |
2025-03-24 |
revision |
0.9380 |
0.0012 |
0.0011 |
alpha_REVISION |
| 2025-03-21 |
2025-03-24 |
stability |
5.1353 |
0.0005 |
0.0025 |
alpha_QUALITY |
| 2025-03-21 |
2025-03-24 |
specret |
NaN |
NaN |
-0.0017 |
unexplained |
| 2025-03-21 |
2025-03-24 |
country_HK |
0.0264 |
0.0021 |
0.0001 |
tilt_COUNTRY |
| 2025-03-21 |
2025-03-24 |
ind_metals_mining |
-0.1303 |
0.0054 |
-0.0007 |
tilt_INDUSTRY |
| 2025-03-21 |
2025-03-24 |
ind_biotechnology |
0.0174 |
-0.0022 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-21 |
2025-03-24 |
neglect |
1.2386 |
-0.0020 |
-0.0025 |
alpha_VALUE |
| 2025-03-21 |
2025-03-24 |
ind_fintech |
0.0044 |
0.0062 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-21 |
2025-03-24 |
ind_specialty_reatil |
0.0161 |
0.0026 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-21 |
2025-03-24 |
ind_diversified_retail |
0.0001 |
0.0087 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-21 |
2025-03-24 |
bcost |
NaN |
NaN |
-0.0010 |
cost |
| 2025-03-21 |
2025-03-24 |
ind_passenger_transportation |
0.0639 |
0.0009 |
0.0001 |
tilt_INDUSTRY |
| 2025-03-21 |
2025-03-24 |
pdiscrepancy |
NaN |
NaN |
-0.0000 |
unexplained |
| 2025-03-21 |
2025-03-24 |
ind_holding_companies |
0.0000 |
0.0019 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-21 |
2025-03-24 |
fmom |
0.9973 |
0.0001 |
0.0001 |
alpha_QUALITY |
| 2025-03-21 |
2025-03-24 |
ind_computers_phones_household_electronics |
0.0610 |
-0.0054 |
-0.0003 |
tilt_INDUSTRY |
| 2025-03-21 |
2025-03-24 |
size_SMALL |
0.0117 |
-0.0040 |
-0.0000 |
tilt_SIZE |
| 2025-03-21 |
2025-03-24 |
size_MID |
-0.0903 |
0.0012 |
-0.0001 |
tilt_SIZE |
| 2025-03-21 |
2025-03-24 |
ind_freight_logistics |
0.0609 |
0.0036 |
0.0002 |
tilt_INDUSTRY |
| 2025-03-21 |
2025-03-24 |
ind_healthcare_providers_services |
0.0031 |
-0.0040 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-21 |
2025-03-24 |
ind_commercial_services_supplies |
0.0533 |
-0.0019 |
-0.0001 |
tilt_INDUSTRY |
| 2025-03-21 |
2025-03-24 |
country_NZ |
-0.0190 |
0.0025 |
-0.0000 |
tilt_COUNTRY |
| 2025-03-21 |
2025-03-24 |
ind_household_goods |
0.0017 |
0.0098 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-21 |
2025-03-24 |
ind_telecommunications_serices |
0.0386 |
-0.0064 |
-0.0002 |
tilt_INDUSTRY |
| 2025-03-21 |
2025-03-24 |
ind_construction_materials |
-0.0078 |
-0.0046 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-21 |
2025-03-24 |
ind_consumer_goods_conglomerates |
0.0121 |
-0.0024 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-21 |
2025-03-24 |
country_SG |
-0.0385 |
-0.0045 |
0.0002 |
tilt_COUNTRY |
| 2025-03-21 |
2025-03-24 |
impactCost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-03-21 |
2025-03-24 |
fcost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-03-21 |
2025-03-24 |
ind_food_tobacco |
0.0527 |
0.0017 |
0.0001 |
tilt_INDUSTRY |
| 2025-03-21 |
2025-03-24 |
ind_household_products_services |
-0.0398 |
-0.0031 |
0.0001 |
tilt_INDUSTRY |
| 2025-03-24 |
2025-03-25 |
ind_pharmaceuticals |
-0.0669 |
0.0038 |
-0.0003 |
tilt_INDUSTRY |
| 2025-03-24 |
2025-03-25 |
ind_leisure_products |
-0.0007 |
-0.0048 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-24 |
2025-03-25 |
ind_multiline_utilities |
-0.0118 |
0.0028 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-24 |
2025-03-25 |
ind_insurance |
0.0789 |
-0.0035 |
-0.0003 |
tilt_INDUSTRY |
| 2025-03-24 |
2025-03-25 |
specret |
NaN |
NaN |
0.0044 |
unexplained |
| 2025-03-24 |
2025-03-25 |
country_ID |
0.0508 |
0.0061 |
0.0003 |
tilt_COUNTRY |
| 2025-03-24 |
2025-03-25 |
ind_containers_packaging |
-0.0062 |
-0.0009 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-24 |
2025-03-25 |
ind_natural_gas_utilities |
-0.0066 |
-0.0055 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-24 |
2025-03-25 |
ind_homebuilding_building_products |
-0.0353 |
0.0024 |
-0.0001 |
tilt_INDUSTRY |
| 2025-03-24 |
2025-03-25 |
ind_household_goods |
0.0066 |
-0.0005 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-24 |
2025-03-25 |
ind_electric_utilities_ipps |
-0.0349 |
0.0038 |
-0.0001 |
tilt_INDUSTRY |
| 2025-03-24 |
2025-03-25 |
ind_biotechnology |
0.0187 |
0.0024 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-24 |
2025-03-25 |
neglect |
1.3136 |
-0.0009 |
-0.0011 |
alpha_VALUE |
| 2025-03-24 |
2025-03-25 |
ind_specialty_reatil |
0.0165 |
0.0023 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-24 |
2025-03-25 |
sbeta_market |
0.0397 |
-0.0134 |
-0.0005 |
risk_exposure |
| 2025-03-24 |
2025-03-25 |
ind_electronic_equipment |
-0.0104 |
-0.0035 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-24 |
2025-03-25 |
market |
-0.0185 |
0.0094 |
-0.0002 |
risk_exposure |
| 2025-03-24 |
2025-03-25 |
ind_oil_gas |
0.0109 |
0.0036 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-24 |
2025-03-25 |
ind_paper_forestry |
-0.0043 |
0.0051 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-24 |
2025-03-25 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-03-24 |
2025-03-25 |
linkage |
0.9711 |
-0.0005 |
-0.0005 |
alpha_MOMENTUM |
| 2025-03-24 |
2025-03-25 |
ind_consumer_goods_conglomerates |
0.0124 |
-0.0105 |
-0.0001 |
tilt_INDUSTRY |
| 2025-03-24 |
2025-03-25 |
ind_diversified_retail |
-0.0006 |
-0.0012 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-24 |
2025-03-25 |
ind_healthcare_providers_services |
0.0065 |
0.0047 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-24 |
2025-03-25 |
size_MID |
-0.0994 |
-0.0005 |
0.0000 |
tilt_SIZE |
| 2025-03-24 |
2025-03-25 |
country_CN |
0.1469 |
0.0067 |
0.0010 |
tilt_COUNTRY |
| 2025-03-24 |
2025-03-25 |
country_XH |
0.0397 |
-0.0090 |
-0.0004 |
tilt_COUNTRY |
| 2025-03-24 |
2025-03-25 |
ind_coal |
-0.0469 |
0.0039 |
-0.0002 |
tilt_INDUSTRY |
| 2025-03-24 |
2025-03-25 |
ind_communications_equipment |
-0.0047 |
-0.0074 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-24 |
2025-03-25 |
country_TH |
-0.0576 |
-0.0175 |
0.0010 |
tilt_COUNTRY |
| 2025-03-24 |
2025-03-25 |
fmom |
1.0171 |
-0.0001 |
-0.0001 |
alpha_QUALITY |
| 2025-03-24 |
2025-03-25 |
ind_banking_services |
-0.0296 |
-0.0032 |
0.0001 |
tilt_INDUSTRY |
| 2025-03-24 |
2025-03-25 |
country_PH |
0.0000 |
-0.0079 |
-0.0000 |
tilt_COUNTRY |
| 2025-03-24 |
2025-03-25 |
ind_oil_gas_equipment_services |
-0.0173 |
-0.0075 |
0.0001 |
tilt_INDUSTRY |
| 2025-03-24 |
2025-03-25 |
value_liq |
1.2484 |
0.0016 |
0.0020 |
alpha_VALUE |
| 2025-03-24 |
2025-03-25 |
ind_automobile |
-0.0205 |
-0.0043 |
0.0001 |
tilt_INDUSTRY |
| 2025-03-24 |
2025-03-25 |
ind_real_estate_operations |
0.0115 |
0.0052 |
0.0001 |
tilt_INDUSTRY |
| 2025-03-24 |
2025-03-25 |
ind_beverages |
-0.0665 |
0.0015 |
-0.0001 |
tilt_INDUSTRY |
| 2025-03-24 |
2025-03-25 |
country_MY |
0.0093 |
0.0035 |
0.0000 |
tilt_COUNTRY |
| 2025-03-24 |
2025-03-25 |
momentum |
0.4170 |
0.0002 |
0.0001 |
alpha_MOMENTUM |
| 2025-03-24 |
2025-03-25 |
ind_food_drug_retail |
-0.0269 |
-0.0052 |
0.0001 |
tilt_INDUSTRY |
| 2025-03-24 |
2025-03-25 |
ind_investment_services |
0.0760 |
0.0037 |
0.0003 |
tilt_INDUSTRY |
| 2025-03-24 |
2025-03-25 |
ind_telecommunications_serices |
0.0390 |
-0.0053 |
-0.0002 |
tilt_INDUSTRY |
| 2025-03-24 |
2025-03-25 |
linearCost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-03-24 |
2025-03-25 |
stability |
5.2184 |
0.0006 |
0.0032 |
alpha_QUALITY |
| 2025-03-24 |
2025-03-25 |
ind_passenger_transportation |
0.0644 |
0.0025 |
0.0002 |
tilt_INDUSTRY |
| 2025-03-24 |
2025-03-25 |
country_KR |
0.0000 |
-0.0086 |
0.0000 |
tilt_COUNTRY |
| 2025-03-24 |
2025-03-25 |
ind_metals_mining |
-0.1339 |
0.0031 |
-0.0004 |
tilt_INDUSTRY |
| 2025-03-24 |
2025-03-25 |
ind_water_utilities |
-0.0030 |
0.0000 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-24 |
2025-03-25 |
quality |
2.5666 |
0.0013 |
0.0033 |
alpha_QUALITY |
| 2025-03-24 |
2025-03-25 |
ind_healthcare_equipment_supplies |
-0.0729 |
0.0090 |
-0.0007 |
tilt_INDUSTRY |
| 2025-03-24 |
2025-03-25 |
revision |
0.8904 |
-0.0012 |
-0.0010 |
alpha_REVISION |
| 2025-03-24 |
2025-03-25 |
sdiscrepancy |
NaN |
NaN |
0.0002 |
unexplained |
| 2025-03-24 |
2025-03-25 |
ind_uranium |
-0.0028 |
-0.0042 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-24 |
2025-03-25 |
ind_integrated_hardware_software |
0.0126 |
-0.0100 |
-0.0001 |
tilt_INDUSTRY |
| 2025-03-24 |
2025-03-25 |
ind_chemicals |
0.0695 |
0.0075 |
0.0005 |
tilt_INDUSTRY |
| 2025-03-24 |
2025-03-25 |
reversal |
0.7346 |
0.0009 |
0.0006 |
alpha_REVERSAL |
| 2025-03-24 |
2025-03-25 |
country_JP |
-0.0768 |
0.0016 |
-0.0001 |
tilt_COUNTRY |
| 2025-03-24 |
2025-03-25 |
country_AU |
-0.0981 |
-0.0040 |
0.0004 |
tilt_COUNTRY |
| 2025-03-24 |
2025-03-25 |
country_IN |
0.0723 |
-0.0183 |
-0.0013 |
tilt_COUNTRY |
| 2025-03-24 |
2025-03-25 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-03-24 |
2025-03-25 |
impactCost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-03-24 |
2025-03-25 |
ind_machinery |
0.0781 |
-0.0001 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-24 |
2025-03-25 |
country_SG |
-0.0386 |
-0.0001 |
0.0000 |
tilt_COUNTRY |
| 2025-03-24 |
2025-03-25 |
ind_software_it_services |
0.1483 |
-0.0032 |
-0.0005 |
tilt_INDUSTRY |
| 2025-03-24 |
2025-03-25 |
ind_construction_engineering |
-0.0678 |
0.0021 |
-0.0001 |
tilt_INDUSTRY |
| 2025-03-24 |
2025-03-25 |
country_TW |
-0.0766 |
0.0004 |
-0.0000 |
tilt_COUNTRY |
| 2025-03-24 |
2025-03-25 |
ind_household_products_services |
-0.0403 |
-0.0009 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-24 |
2025-03-25 |
ind_commercial_services_supplies |
0.0543 |
-0.0006 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-24 |
2025-03-25 |
ind_media_publishing |
-0.0327 |
-0.0009 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-24 |
2025-03-25 |
size_SMALL |
0.0037 |
-0.0004 |
-0.0000 |
tilt_SIZE |
| 2025-03-24 |
2025-03-25 |
value_gc |
1.4711 |
0.0002 |
0.0003 |
alpha_VALUE |
| 2025-03-24 |
2025-03-25 |
ind_fintech |
0.0042 |
-0.0040 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-24 |
2025-03-25 |
ind_hotels_entertainment |
-0.0694 |
-0.0004 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-24 |
2025-03-25 |
ind_holding_companies |
0.0000 |
0.0100 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-24 |
2025-03-25 |
size_MICRO |
-0.0057 |
-0.0038 |
0.0000 |
tilt_SIZE |
| 2025-03-24 |
2025-03-25 |
ind_aerospace_defense |
0.0009 |
-0.0016 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-24 |
2025-03-25 |
ind_computers_phones_household_electronics |
0.0626 |
-0.0063 |
-0.0004 |
tilt_INDUSTRY |
| 2025-03-24 |
2025-03-25 |
ind_freight_logistics |
0.0593 |
-0.0007 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-24 |
2025-03-25 |
ind_semiconductors |
-0.0228 |
-0.0034 |
0.0001 |
tilt_INDUSTRY |
| 2025-03-24 |
2025-03-25 |
ind_renewable_energy |
0.0237 |
0.0063 |
0.0001 |
tilt_INDUSTRY |
| 2025-03-24 |
2025-03-25 |
ind_office_equipment |
0.0007 |
0.0013 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-24 |
2025-03-25 |
ind_industrial_distribution |
0.0000 |
0.0011 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-24 |
2025-03-25 |
country_NZ |
-0.0187 |
-0.0041 |
0.0001 |
tilt_COUNTRY |
| 2025-03-24 |
2025-03-25 |
ind_textiles_apparel |
-0.0360 |
0.0003 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-24 |
2025-03-25 |
country_HK |
0.0289 |
-0.0085 |
-0.0002 |
tilt_COUNTRY |
| 2025-03-24 |
2025-03-25 |
ind_food_tobacco |
0.0477 |
0.0026 |
0.0001 |
tilt_INDUSTRY |
| 2025-03-24 |
2025-03-25 |
size_LARGE |
0.0829 |
0.0015 |
0.0001 |
tilt_SIZE |
| 2025-03-24 |
2025-03-25 |
ind_transportation_infrastructure |
-0.0403 |
0.0034 |
-0.0001 |
tilt_INDUSTRY |
| 2025-03-24 |
2025-03-25 |
ind_construction_materials |
-0.0071 |
0.0079 |
-0.0001 |
tilt_INDUSTRY |
| 2025-03-24 |
2025-03-25 |
pdiscrepancy |
NaN |
NaN |
-0.0000 |
unexplained |
| 2025-03-25 |
2025-03-26 |
ind_household_products_services |
-0.0402 |
-0.0011 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-25 |
2025-03-26 |
linkage |
0.9630 |
0.0001 |
0.0001 |
alpha_MOMENTUM |
| 2025-03-25 |
2025-03-26 |
ind_real_estate_operations |
0.0107 |
0.0018 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-25 |
2025-03-26 |
size_SMALL |
0.0038 |
0.0007 |
0.0000 |
tilt_SIZE |
| 2025-03-25 |
2025-03-26 |
ind_diversified_retail |
-0.0021 |
0.0059 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-25 |
2025-03-26 |
ind_oil_gas |
0.0153 |
-0.0027 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-25 |
2025-03-26 |
ind_household_goods |
0.0097 |
-0.0031 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-25 |
2025-03-26 |
country_SG |
-0.0389 |
0.0048 |
-0.0002 |
tilt_COUNTRY |
| 2025-03-25 |
2025-03-26 |
ind_media_publishing |
-0.0324 |
0.0003 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-25 |
2025-03-26 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-03-25 |
2025-03-26 |
ind_commercial_services_supplies |
0.0581 |
0.0015 |
0.0001 |
tilt_INDUSTRY |
| 2025-03-25 |
2025-03-26 |
ind_food_tobacco |
0.0467 |
-0.0014 |
-0.0001 |
tilt_INDUSTRY |
| 2025-03-25 |
2025-03-26 |
size_MID |
-0.0967 |
-0.0015 |
0.0001 |
tilt_SIZE |
| 2025-03-25 |
2025-03-26 |
ind_food_drug_retail |
-0.0271 |
0.0020 |
-0.0001 |
tilt_INDUSTRY |
| 2025-03-25 |
2025-03-26 |
ind_biotechnology |
0.0198 |
-0.0064 |
-0.0001 |
tilt_INDUSTRY |
| 2025-03-25 |
2025-03-26 |
country_PH |
0.0000 |
-0.0003 |
-0.0000 |
tilt_COUNTRY |
| 2025-03-25 |
2025-03-26 |
ind_fintech |
0.0045 |
-0.0031 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-25 |
2025-03-26 |
country_JP |
-0.0690 |
0.0038 |
-0.0003 |
tilt_COUNTRY |
| 2025-03-25 |
2025-03-26 |
ind_construction_materials |
-0.0069 |
0.0075 |
-0.0001 |
tilt_INDUSTRY |
| 2025-03-25 |
2025-03-26 |
country_NZ |
-0.0186 |
0.0132 |
-0.0002 |
tilt_COUNTRY |
| 2025-03-25 |
2025-03-26 |
neglect |
1.3558 |
0.0002 |
0.0003 |
alpha_VALUE |
| 2025-03-25 |
2025-03-26 |
ind_metals_mining |
-0.1331 |
-0.0023 |
0.0003 |
tilt_INDUSTRY |
| 2025-03-25 |
2025-03-26 |
ind_paper_forestry |
-0.0054 |
-0.0012 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-25 |
2025-03-26 |
market |
-0.0182 |
-0.0037 |
0.0001 |
risk_exposure |
| 2025-03-25 |
2025-03-26 |
sbeta_market |
0.0357 |
0.0055 |
0.0002 |
risk_exposure |
| 2025-03-25 |
2025-03-26 |
ind_transportation_infrastructure |
-0.0420 |
0.0075 |
-0.0003 |
tilt_INDUSTRY |
| 2025-03-25 |
2025-03-26 |
revision |
0.9421 |
0.0002 |
0.0002 |
alpha_REVISION |
| 2025-03-25 |
2025-03-26 |
ind_uranium |
-0.0028 |
-0.0456 |
0.0001 |
tilt_INDUSTRY |
| 2025-03-25 |
2025-03-26 |
ind_renewable_energy |
0.0187 |
0.0078 |
0.0001 |
tilt_INDUSTRY |
| 2025-03-25 |
2025-03-26 |
ind_aerospace_defense |
0.0016 |
-0.0004 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-25 |
2025-03-26 |
ind_oil_gas_equipment_services |
-0.0173 |
-0.0065 |
0.0001 |
tilt_INDUSTRY |
| 2025-03-25 |
2025-03-26 |
reversal |
0.6234 |
0.0017 |
0.0011 |
alpha_REVERSAL |
| 2025-03-25 |
2025-03-26 |
ind_specialty_reatil |
0.0146 |
0.0025 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-25 |
2025-03-26 |
country_AU |
-0.0989 |
0.0081 |
-0.0008 |
tilt_COUNTRY |
| 2025-03-25 |
2025-03-26 |
ind_electronic_equipment |
-0.0150 |
0.0004 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-25 |
2025-03-26 |
size_MICRO |
-0.0074 |
0.0017 |
-0.0000 |
tilt_SIZE |
| 2025-03-25 |
2025-03-26 |
bcost |
NaN |
NaN |
-0.0004 |
cost |
| 2025-03-25 |
2025-03-26 |
ind_consumer_goods_conglomerates |
0.0132 |
0.0029 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-25 |
2025-03-26 |
impactCost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-03-25 |
2025-03-26 |
ind_freight_logistics |
0.0566 |
-0.0005 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-25 |
2025-03-26 |
ind_holding_companies |
0.0000 |
0.0028 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-25 |
2025-03-26 |
ind_integrated_hardware_software |
0.0130 |
0.0025 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-25 |
2025-03-26 |
country_MY |
0.0094 |
0.0043 |
0.0000 |
tilt_COUNTRY |
| 2025-03-25 |
2025-03-26 |
pdiscrepancy |
NaN |
NaN |
0.0000 |
unexplained |
| 2025-03-25 |
2025-03-26 |
momentum |
0.3541 |
0.0000 |
0.0000 |
alpha_MOMENTUM |
| 2025-03-25 |
2025-03-26 |
ind_hotels_entertainment |
-0.0691 |
-0.0035 |
0.0002 |
tilt_INDUSTRY |
| 2025-03-25 |
2025-03-26 |
ind_multiline_utilities |
-0.0118 |
-0.0030 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-25 |
2025-03-26 |
ind_healthcare_equipment_supplies |
-0.0798 |
-0.0020 |
0.0002 |
tilt_INDUSTRY |
| 2025-03-25 |
2025-03-26 |
ind_healthcare_providers_services |
0.0110 |
-0.0094 |
-0.0001 |
tilt_INDUSTRY |
| 2025-03-25 |
2025-03-26 |
country_KR |
0.0000 |
0.0048 |
0.0000 |
tilt_COUNTRY |
| 2025-03-25 |
2025-03-26 |
ind_containers_packaging |
-0.0056 |
-0.0020 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-25 |
2025-03-26 |
ind_office_equipment |
0.0008 |
0.0041 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-25 |
2025-03-26 |
ind_beverages |
-0.0691 |
-0.0034 |
0.0002 |
tilt_INDUSTRY |
| 2025-03-25 |
2025-03-26 |
ind_passenger_transportation |
0.0646 |
-0.0010 |
-0.0001 |
tilt_INDUSTRY |
| 2025-03-25 |
2025-03-26 |
country_CN |
0.1424 |
-0.0042 |
-0.0006 |
tilt_COUNTRY |
| 2025-03-25 |
2025-03-26 |
ind_semiconductors |
-0.0208 |
0.0002 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-25 |
2025-03-26 |
ind_water_utilities |
-0.0040 |
0.0061 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-25 |
2025-03-26 |
ind_insurance |
0.0856 |
-0.0002 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-25 |
2025-03-26 |
ind_homebuilding_building_products |
-0.0356 |
-0.0018 |
0.0001 |
tilt_INDUSTRY |
| 2025-03-25 |
2025-03-26 |
ind_natural_gas_utilities |
-0.0066 |
-0.0054 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-25 |
2025-03-26 |
ind_computers_phones_household_electronics |
0.0633 |
0.0039 |
0.0002 |
tilt_INDUSTRY |
| 2025-03-25 |
2025-03-26 |
ind_leisure_products |
-0.0007 |
-0.0056 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-25 |
2025-03-26 |
ind_industrial_distribution |
0.0000 |
0.0029 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-25 |
2025-03-26 |
ind_electric_utilities_ipps |
-0.0332 |
-0.0030 |
0.0001 |
tilt_INDUSTRY |
| 2025-03-25 |
2025-03-26 |
sdiscrepancy |
NaN |
NaN |
-0.0005 |
unexplained |
| 2025-03-25 |
2025-03-26 |
ind_automobile |
-0.0215 |
0.0067 |
-0.0001 |
tilt_INDUSTRY |
| 2025-03-25 |
2025-03-26 |
value_gc |
1.4898 |
0.0001 |
0.0001 |
alpha_VALUE |
| 2025-03-25 |
2025-03-26 |
ind_telecommunications_serices |
0.0393 |
0.0036 |
0.0001 |
tilt_INDUSTRY |
| 2025-03-25 |
2025-03-26 |
country_XH |
0.0404 |
0.0004 |
0.0000 |
tilt_COUNTRY |
| 2025-03-25 |
2025-03-26 |
specret |
NaN |
NaN |
-0.0009 |
unexplained |
| 2025-03-25 |
2025-03-26 |
quality |
2.5716 |
-0.0002 |
-0.0004 |
alpha_QUALITY |
| 2025-03-25 |
2025-03-26 |
ind_investment_services |
0.0742 |
-0.0013 |
-0.0001 |
tilt_INDUSTRY |
| 2025-03-25 |
2025-03-26 |
country_HK |
0.0344 |
0.0029 |
0.0001 |
tilt_COUNTRY |
| 2025-03-25 |
2025-03-26 |
ind_coal |
-0.0454 |
-0.0005 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-25 |
2025-03-26 |
ind_construction_engineering |
-0.0698 |
-0.0019 |
0.0001 |
tilt_INDUSTRY |
| 2025-03-25 |
2025-03-26 |
country_TW |
-0.0817 |
0.0050 |
-0.0004 |
tilt_COUNTRY |
| 2025-03-25 |
2025-03-26 |
ind_pharmaceuticals |
-0.0697 |
-0.0017 |
0.0001 |
tilt_INDUSTRY |
| 2025-03-25 |
2025-03-26 |
country_TH |
-0.0556 |
0.0035 |
-0.0002 |
tilt_COUNTRY |
| 2025-03-25 |
2025-03-26 |
ind_software_it_services |
0.1397 |
-0.0006 |
-0.0001 |
tilt_INDUSTRY |
| 2025-03-25 |
2025-03-26 |
linearCost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-03-25 |
2025-03-26 |
ind_chemicals |
0.0704 |
0.0000 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-25 |
2025-03-26 |
ind_banking_services |
-0.0101 |
-0.0007 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-25 |
2025-03-26 |
fmom |
0.9975 |
-0.0002 |
-0.0002 |
alpha_QUALITY |
| 2025-03-25 |
2025-03-26 |
country_IN |
0.0659 |
-0.0079 |
-0.0005 |
tilt_COUNTRY |
| 2025-03-25 |
2025-03-26 |
ind_communications_equipment |
-0.0028 |
-0.0070 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-25 |
2025-03-26 |
stability |
5.2454 |
0.0000 |
0.0002 |
alpha_QUALITY |
| 2025-03-25 |
2025-03-26 |
ind_machinery |
0.0712 |
0.0011 |
0.0001 |
tilt_INDUSTRY |
| 2025-03-25 |
2025-03-26 |
country_ID |
0.0522 |
0.0461 |
0.0024 |
tilt_COUNTRY |
| 2025-03-25 |
2025-03-26 |
value_liq |
1.2657 |
-0.0001 |
-0.0001 |
alpha_VALUE |
| 2025-03-25 |
2025-03-26 |
ind_textiles_apparel |
-0.0380 |
0.0028 |
-0.0001 |
tilt_INDUSTRY |
| 2025-03-25 |
2025-03-26 |
size_LARGE |
0.0821 |
0.0013 |
0.0001 |
tilt_SIZE |
| 2025-03-26 |
2025-03-27 |
ind_biotechnology |
0.0208 |
0.0240 |
0.0005 |
tilt_INDUSTRY |
| 2025-03-26 |
2025-03-27 |
ind_consumer_goods_conglomerates |
0.0117 |
-0.0020 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-26 |
2025-03-27 |
ind_food_drug_retail |
-0.0259 |
0.0077 |
-0.0002 |
tilt_INDUSTRY |
| 2025-03-26 |
2025-03-27 |
ind_multiline_utilities |
-0.0118 |
-0.0065 |
0.0001 |
tilt_INDUSTRY |
| 2025-03-26 |
2025-03-27 |
ind_construction_engineering |
-0.0681 |
-0.0035 |
0.0002 |
tilt_INDUSTRY |
| 2025-03-26 |
2025-03-27 |
country_ID |
0.0523 |
0.0038 |
0.0002 |
tilt_COUNTRY |
| 2025-03-26 |
2025-03-27 |
country_XH |
0.0420 |
0.0050 |
0.0002 |
tilt_COUNTRY |
| 2025-03-26 |
2025-03-27 |
ind_freight_logistics |
0.0555 |
-0.0031 |
-0.0002 |
tilt_INDUSTRY |
| 2025-03-26 |
2025-03-27 |
ind_coal |
-0.0427 |
-0.0059 |
0.0003 |
tilt_INDUSTRY |
| 2025-03-26 |
2025-03-27 |
ind_commercial_services_supplies |
0.0607 |
-0.0005 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-26 |
2025-03-27 |
fmom |
0.9770 |
-0.0002 |
-0.0002 |
alpha_QUALITY |
| 2025-03-26 |
2025-03-27 |
impactCost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-03-26 |
2025-03-27 |
size_LARGE |
0.0853 |
-0.0010 |
-0.0001 |
tilt_SIZE |
| 2025-03-26 |
2025-03-27 |
revision |
1.0659 |
0.0009 |
0.0010 |
alpha_REVISION |
| 2025-03-26 |
2025-03-27 |
country_PH |
0.0000 |
-0.0078 |
-0.0000 |
tilt_COUNTRY |
| 2025-03-26 |
2025-03-27 |
country_JP |
-0.0573 |
0.0027 |
-0.0002 |
tilt_COUNTRY |
| 2025-03-26 |
2025-03-27 |
ind_beverages |
-0.0717 |
0.0092 |
-0.0007 |
tilt_INDUSTRY |
| 2025-03-26 |
2025-03-27 |
ind_water_utilities |
-0.0044 |
-0.0073 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-26 |
2025-03-27 |
ind_aerospace_defense |
0.0016 |
-0.0036 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-26 |
2025-03-27 |
ind_homebuilding_building_products |
-0.0358 |
0.0002 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-26 |
2025-03-27 |
value_gc |
1.5407 |
-0.0006 |
-0.0009 |
alpha_VALUE |
| 2025-03-26 |
2025-03-27 |
quality |
2.5856 |
0.0009 |
0.0022 |
alpha_QUALITY |
| 2025-03-26 |
2025-03-27 |
pdiscrepancy |
NaN |
NaN |
0.0000 |
unexplained |
| 2025-03-26 |
2025-03-27 |
momentum |
0.3300 |
0.0008 |
0.0003 |
alpha_MOMENTUM |
| 2025-03-26 |
2025-03-27 |
country_HK |
0.0362 |
0.0040 |
0.0001 |
tilt_COUNTRY |
| 2025-03-26 |
2025-03-27 |
stability |
5.3317 |
0.0000 |
0.0002 |
alpha_QUALITY |
| 2025-03-26 |
2025-03-27 |
specret |
NaN |
NaN |
-0.0025 |
unexplained |
| 2025-03-26 |
2025-03-27 |
ind_containers_packaging |
-0.0050 |
-0.0015 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-26 |
2025-03-27 |
ind_household_products_services |
-0.0404 |
0.0056 |
-0.0002 |
tilt_INDUSTRY |
| 2025-03-26 |
2025-03-27 |
ind_pharmaceuticals |
-0.0692 |
0.0082 |
-0.0006 |
tilt_INDUSTRY |
| 2025-03-26 |
2025-03-27 |
ind_media_publishing |
-0.0318 |
0.0035 |
-0.0001 |
tilt_INDUSTRY |
| 2025-03-26 |
2025-03-27 |
ind_natural_gas_utilities |
-0.0065 |
0.0074 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-26 |
2025-03-27 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-03-26 |
2025-03-27 |
country_AU |
-0.1002 |
-0.0033 |
0.0003 |
tilt_COUNTRY |
| 2025-03-26 |
2025-03-27 |
reversal |
0.7900 |
0.0017 |
0.0014 |
alpha_REVERSAL |
| 2025-03-26 |
2025-03-27 |
ind_uranium |
-0.0028 |
-0.0130 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-26 |
2025-03-27 |
ind_textiles_apparel |
-0.0380 |
0.0005 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-26 |
2025-03-27 |
country_CN |
0.1475 |
-0.0000 |
-0.0000 |
tilt_COUNTRY |
| 2025-03-26 |
2025-03-27 |
ind_leisure_products |
-0.0024 |
0.0009 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-26 |
2025-03-27 |
ind_electric_utilities_ipps |
-0.0327 |
-0.0048 |
0.0002 |
tilt_INDUSTRY |
| 2025-03-26 |
2025-03-27 |
ind_semiconductors |
-0.0249 |
-0.0039 |
0.0001 |
tilt_INDUSTRY |
| 2025-03-26 |
2025-03-27 |
ind_office_equipment |
0.0007 |
0.0019 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-26 |
2025-03-27 |
ind_chemicals |
0.0702 |
0.0024 |
0.0002 |
tilt_INDUSTRY |
| 2025-03-26 |
2025-03-27 |
country_IN |
0.0589 |
0.0080 |
0.0005 |
tilt_COUNTRY |
| 2025-03-26 |
2025-03-27 |
country_TW |
-0.0865 |
-0.0075 |
0.0007 |
tilt_COUNTRY |
| 2025-03-26 |
2025-03-27 |
sdiscrepancy |
NaN |
NaN |
-0.0006 |
unexplained |
| 2025-03-26 |
2025-03-27 |
ind_integrated_hardware_software |
0.0133 |
-0.0056 |
-0.0001 |
tilt_INDUSTRY |
| 2025-03-26 |
2025-03-27 |
ind_software_it_services |
0.1251 |
-0.0015 |
-0.0002 |
tilt_INDUSTRY |
| 2025-03-26 |
2025-03-27 |
ind_computers_phones_household_electronics |
0.0632 |
-0.0021 |
-0.0001 |
tilt_INDUSTRY |
| 2025-03-26 |
2025-03-27 |
ind_hotels_entertainment |
-0.0751 |
-0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-26 |
2025-03-27 |
country_KR |
0.0000 |
-0.0160 |
0.0000 |
tilt_COUNTRY |
| 2025-03-26 |
2025-03-27 |
ind_healthcare_equipment_supplies |
-0.0841 |
0.0055 |
-0.0005 |
tilt_INDUSTRY |
| 2025-03-26 |
2025-03-27 |
ind_machinery |
0.0522 |
-0.0060 |
-0.0003 |
tilt_INDUSTRY |
| 2025-03-26 |
2025-03-27 |
size_SMALL |
0.0001 |
-0.0009 |
-0.0000 |
tilt_SIZE |
| 2025-03-26 |
2025-03-27 |
ind_holding_companies |
0.0000 |
-0.0006 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-26 |
2025-03-27 |
ind_industrial_distribution |
0.0000 |
0.0050 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-26 |
2025-03-27 |
ind_passenger_transportation |
0.0650 |
-0.0009 |
-0.0001 |
tilt_INDUSTRY |
| 2025-03-26 |
2025-03-27 |
country_MY |
0.0090 |
0.0091 |
0.0001 |
tilt_COUNTRY |
| 2025-03-26 |
2025-03-27 |
ind_insurance |
0.0877 |
0.0081 |
0.0007 |
tilt_INDUSTRY |
| 2025-03-26 |
2025-03-27 |
value_liq |
1.2727 |
0.0009 |
0.0011 |
alpha_VALUE |
| 2025-03-26 |
2025-03-27 |
ind_oil_gas |
0.0162 |
0.0064 |
0.0001 |
tilt_INDUSTRY |
| 2025-03-26 |
2025-03-27 |
ind_diversified_retail |
-0.0029 |
0.0019 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-26 |
2025-03-27 |
linkage |
0.9680 |
0.0001 |
0.0001 |
alpha_MOMENTUM |
| 2025-03-26 |
2025-03-27 |
size_MICRO |
-0.0079 |
-0.0026 |
0.0000 |
tilt_SIZE |
| 2025-03-26 |
2025-03-27 |
bcost |
NaN |
NaN |
-0.0004 |
cost |
| 2025-03-26 |
2025-03-27 |
sbeta_market |
0.0433 |
0.0002 |
0.0000 |
risk_exposure |
| 2025-03-26 |
2025-03-27 |
market |
-0.0048 |
-0.0005 |
0.0000 |
risk_exposure |
| 2025-03-26 |
2025-03-27 |
ind_automobile |
-0.0220 |
-0.0077 |
0.0002 |
tilt_INDUSTRY |
| 2025-03-26 |
2025-03-27 |
neglect |
1.3393 |
-0.0002 |
-0.0003 |
alpha_VALUE |
| 2025-03-26 |
2025-03-27 |
ind_oil_gas_equipment_services |
-0.0173 |
-0.0031 |
0.0001 |
tilt_INDUSTRY |
| 2025-03-26 |
2025-03-27 |
ind_specialty_reatil |
0.0257 |
0.0019 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-26 |
2025-03-27 |
ind_renewable_energy |
0.0134 |
-0.0192 |
-0.0003 |
tilt_INDUSTRY |
| 2025-03-26 |
2025-03-27 |
ind_real_estate_operations |
0.0075 |
0.0007 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-26 |
2025-03-27 |
ind_household_goods |
0.0110 |
0.0035 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-26 |
2025-03-27 |
ind_food_tobacco |
0.0426 |
0.0048 |
0.0002 |
tilt_INDUSTRY |
| 2025-03-26 |
2025-03-27 |
ind_paper_forestry |
-0.0064 |
-0.0015 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-26 |
2025-03-27 |
ind_electronic_equipment |
-0.0146 |
-0.0039 |
0.0001 |
tilt_INDUSTRY |
| 2025-03-26 |
2025-03-27 |
ind_construction_materials |
-0.0066 |
0.0055 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-26 |
2025-03-27 |
size_MID |
-0.0824 |
0.0014 |
-0.0001 |
tilt_SIZE |
| 2025-03-26 |
2025-03-27 |
country_SG |
-0.0393 |
0.0027 |
-0.0001 |
tilt_COUNTRY |
| 2025-03-26 |
2025-03-27 |
ind_telecommunications_serices |
0.0458 |
0.0002 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-26 |
2025-03-27 |
ind_fintech |
0.0048 |
0.0051 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-26 |
2025-03-27 |
ind_communications_equipment |
0.0035 |
-0.0052 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-26 |
2025-03-27 |
ind_investment_services |
0.0705 |
0.0004 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-26 |
2025-03-27 |
ind_metals_mining |
-0.1319 |
-0.0052 |
0.0007 |
tilt_INDUSTRY |
| 2025-03-26 |
2025-03-27 |
ind_transportation_infrastructure |
-0.0421 |
0.0002 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-26 |
2025-03-27 |
country_NZ |
-0.0184 |
-0.0036 |
0.0001 |
tilt_COUNTRY |
| 2025-03-26 |
2025-03-27 |
ind_healthcare_providers_services |
0.0198 |
0.0017 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-26 |
2025-03-27 |
linearCost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-03-26 |
2025-03-27 |
ind_banking_services |
0.0257 |
0.0052 |
0.0001 |
tilt_INDUSTRY |
| 2025-03-26 |
2025-03-27 |
country_TH |
-0.0491 |
-0.0031 |
0.0002 |
tilt_COUNTRY |
| 2025-03-27 |
2025-03-28 |
ind_uranium |
-0.0028 |
-0.0324 |
0.0001 |
tilt_INDUSTRY |
| 2025-03-27 |
2025-03-28 |
ind_transportation_infrastructure |
-0.0426 |
0.0000 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-27 |
2025-03-28 |
ind_media_publishing |
-0.0307 |
0.0092 |
-0.0003 |
tilt_INDUSTRY |
| 2025-03-27 |
2025-03-28 |
ind_chemicals |
0.0703 |
-0.0090 |
-0.0006 |
tilt_INDUSTRY |
| 2025-03-27 |
2025-03-28 |
size_SMALL |
-0.0007 |
-0.0011 |
0.0000 |
tilt_SIZE |
| 2025-03-27 |
2025-03-28 |
ind_household_products_services |
-0.0404 |
0.0053 |
-0.0002 |
tilt_INDUSTRY |
| 2025-03-27 |
2025-03-28 |
ind_metals_mining |
-0.1260 |
0.0018 |
-0.0002 |
tilt_INDUSTRY |
| 2025-03-27 |
2025-03-28 |
ind_computers_phones_household_electronics |
0.0637 |
-0.0025 |
-0.0002 |
tilt_INDUSTRY |
| 2025-03-27 |
2025-03-28 |
country_AU |
-0.1005 |
0.0060 |
-0.0006 |
tilt_COUNTRY |
| 2025-03-27 |
2025-03-28 |
stability |
5.2979 |
0.0003 |
0.0013 |
alpha_QUALITY |
| 2025-03-27 |
2025-03-28 |
ind_commercial_services_supplies |
0.0601 |
0.0012 |
0.0001 |
tilt_INDUSTRY |
| 2025-03-27 |
2025-03-28 |
ind_household_goods |
0.0121 |
0.0020 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-27 |
2025-03-28 |
ind_biotechnology |
0.0214 |
0.0063 |
0.0001 |
tilt_INDUSTRY |
| 2025-03-27 |
2025-03-28 |
bcost |
NaN |
NaN |
-0.0004 |
cost |
| 2025-03-27 |
2025-03-28 |
size_MID |
-0.0901 |
0.0017 |
-0.0002 |
tilt_SIZE |
| 2025-03-27 |
2025-03-28 |
ind_telecommunications_serices |
0.0451 |
0.0072 |
0.0003 |
tilt_INDUSTRY |
| 2025-03-27 |
2025-03-28 |
ind_coal |
-0.0407 |
-0.0075 |
0.0003 |
tilt_INDUSTRY |
| 2025-03-27 |
2025-03-28 |
ind_investment_services |
0.0695 |
0.0054 |
0.0004 |
tilt_INDUSTRY |
| 2025-03-27 |
2025-03-28 |
linearCost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-03-27 |
2025-03-28 |
ind_banking_services |
0.0482 |
0.0002 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-27 |
2025-03-28 |
value_liq |
1.2907 |
0.0003 |
0.0004 |
alpha_VALUE |
| 2025-03-27 |
2025-03-28 |
ind_communications_equipment |
0.0025 |
-0.0010 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-27 |
2025-03-28 |
ind_insurance |
0.0827 |
0.0054 |
0.0004 |
tilt_INDUSTRY |
| 2025-03-27 |
2025-03-28 |
value_gc |
1.5926 |
-0.0005 |
-0.0008 |
alpha_VALUE |
| 2025-03-27 |
2025-03-28 |
ind_leisure_products |
-0.0036 |
0.0025 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-27 |
2025-03-28 |
ind_beverages |
-0.0734 |
0.0020 |
-0.0002 |
tilt_INDUSTRY |
| 2025-03-27 |
2025-03-28 |
country_CN |
0.1472 |
0.0042 |
0.0006 |
tilt_COUNTRY |
| 2025-03-27 |
2025-03-28 |
ind_integrated_hardware_software |
0.0132 |
0.0002 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-27 |
2025-03-28 |
ind_multiline_utilities |
-0.0120 |
0.0008 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-27 |
2025-03-28 |
ind_textiles_apparel |
-0.0371 |
-0.0012 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-27 |
2025-03-28 |
country_HK |
0.0346 |
0.0036 |
0.0001 |
tilt_COUNTRY |
| 2025-03-27 |
2025-03-28 |
country_ID |
0.0514 |
0.0037 |
0.0002 |
tilt_COUNTRY |
| 2025-03-27 |
2025-03-28 |
ind_industrial_distribution |
0.0000 |
-0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-27 |
2025-03-28 |
ind_machinery |
0.0382 |
-0.0021 |
-0.0001 |
tilt_INDUSTRY |
| 2025-03-27 |
2025-03-28 |
ind_water_utilities |
-0.0046 |
0.0031 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-27 |
2025-03-28 |
ind_hotels_entertainment |
-0.0703 |
-0.0031 |
0.0002 |
tilt_INDUSTRY |
| 2025-03-27 |
2025-03-28 |
country_IN |
0.0557 |
-0.0014 |
-0.0001 |
tilt_COUNTRY |
| 2025-03-27 |
2025-03-28 |
specret |
NaN |
NaN |
-0.0038 |
unexplained |
| 2025-03-27 |
2025-03-28 |
country_KR |
0.0000 |
-0.0103 |
0.0000 |
tilt_COUNTRY |
| 2025-03-27 |
2025-03-28 |
country_SG |
-0.0399 |
0.0028 |
-0.0001 |
tilt_COUNTRY |
| 2025-03-27 |
2025-03-28 |
momentum |
0.3196 |
0.0009 |
0.0003 |
alpha_MOMENTUM |
| 2025-03-27 |
2025-03-28 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-03-27 |
2025-03-28 |
size_LARGE |
0.0772 |
-0.0010 |
-0.0001 |
tilt_SIZE |
| 2025-03-27 |
2025-03-28 |
country_PH |
0.0000 |
0.0042 |
0.0000 |
tilt_COUNTRY |
| 2025-03-27 |
2025-03-28 |
ind_aerospace_defense |
0.0025 |
0.0004 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-27 |
2025-03-28 |
ind_fintech |
0.0050 |
0.0047 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-27 |
2025-03-28 |
ind_consumer_goods_conglomerates |
0.0102 |
-0.0007 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-27 |
2025-03-28 |
impactCost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-03-27 |
2025-03-28 |
ind_oil_gas |
0.0130 |
-0.0031 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-27 |
2025-03-28 |
revision |
1.1590 |
0.0012 |
0.0013 |
alpha_REVISION |
| 2025-03-27 |
2025-03-28 |
pdiscrepancy |
NaN |
NaN |
-0.0000 |
unexplained |
| 2025-03-27 |
2025-03-28 |
reversal |
0.9328 |
-0.0001 |
-0.0001 |
alpha_REVERSAL |
| 2025-03-27 |
2025-03-28 |
sbeta_market |
0.0328 |
-0.0066 |
-0.0002 |
risk_exposure |
| 2025-03-27 |
2025-03-28 |
country_JP |
-0.0741 |
-0.0029 |
0.0002 |
tilt_COUNTRY |
| 2025-03-27 |
2025-03-28 |
fmom |
0.9468 |
0.0001 |
0.0001 |
alpha_QUALITY |
| 2025-03-27 |
2025-03-28 |
ind_freight_logistics |
0.0564 |
-0.0014 |
-0.0001 |
tilt_INDUSTRY |
| 2025-03-27 |
2025-03-28 |
ind_healthcare_equipment_supplies |
-0.0827 |
0.0008 |
-0.0001 |
tilt_INDUSTRY |
| 2025-03-27 |
2025-03-28 |
country_NZ |
-0.0184 |
-0.0025 |
0.0000 |
tilt_COUNTRY |
| 2025-03-27 |
2025-03-28 |
ind_food_drug_retail |
-0.0296 |
0.0028 |
-0.0001 |
tilt_INDUSTRY |
| 2025-03-27 |
2025-03-28 |
ind_passenger_transportation |
0.0649 |
-0.0041 |
-0.0003 |
tilt_INDUSTRY |
| 2025-03-27 |
2025-03-28 |
ind_diversified_retail |
-0.0041 |
0.0039 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-27 |
2025-03-28 |
ind_oil_gas_equipment_services |
-0.0173 |
-0.0098 |
0.0002 |
tilt_INDUSTRY |
| 2025-03-27 |
2025-03-28 |
sdiscrepancy |
NaN |
NaN |
0.0005 |
unexplained |
| 2025-03-27 |
2025-03-28 |
country_TH |
-0.0420 |
-0.0069 |
0.0003 |
tilt_COUNTRY |
| 2025-03-27 |
2025-03-28 |
ind_homebuilding_building_products |
-0.0347 |
0.0001 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-27 |
2025-03-28 |
ind_semiconductors |
-0.0275 |
-0.0063 |
0.0002 |
tilt_INDUSTRY |
| 2025-03-27 |
2025-03-28 |
ind_renewable_energy |
0.0132 |
-0.0019 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-27 |
2025-03-28 |
ind_pharmaceuticals |
-0.0783 |
0.0047 |
-0.0004 |
tilt_INDUSTRY |
| 2025-03-27 |
2025-03-28 |
country_TW |
-0.0860 |
-0.0159 |
0.0014 |
tilt_COUNTRY |
| 2025-03-27 |
2025-03-28 |
ind_healthcare_providers_services |
0.0265 |
0.0027 |
0.0001 |
tilt_INDUSTRY |
| 2025-03-27 |
2025-03-28 |
ind_electronic_equipment |
-0.0148 |
-0.0019 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-27 |
2025-03-28 |
ind_construction_materials |
-0.0064 |
0.0033 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-27 |
2025-03-28 |
linkage |
0.9348 |
0.0011 |
0.0011 |
alpha_MOMENTUM |
| 2025-03-27 |
2025-03-28 |
ind_specialty_reatil |
0.0217 |
0.0011 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-27 |
2025-03-28 |
market |
-0.0222 |
-0.0026 |
0.0001 |
risk_exposure |
| 2025-03-27 |
2025-03-28 |
size_MICRO |
-0.0086 |
-0.0042 |
0.0000 |
tilt_SIZE |
| 2025-03-27 |
2025-03-28 |
ind_natural_gas_utilities |
-0.0063 |
0.0011 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-27 |
2025-03-28 |
ind_automobile |
-0.0230 |
-0.0020 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-27 |
2025-03-28 |
neglect |
1.3034 |
0.0001 |
0.0001 |
alpha_VALUE |
| 2025-03-27 |
2025-03-28 |
country_XH |
0.0412 |
0.0026 |
0.0001 |
tilt_COUNTRY |
| 2025-03-27 |
2025-03-28 |
ind_construction_engineering |
-0.0673 |
0.0014 |
-0.0001 |
tilt_INDUSTRY |
| 2025-03-27 |
2025-03-28 |
ind_office_equipment |
0.0006 |
-0.0010 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-27 |
2025-03-28 |
ind_paper_forestry |
-0.0068 |
0.0024 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-27 |
2025-03-28 |
ind_holding_companies |
0.0000 |
0.0063 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-27 |
2025-03-28 |
ind_food_tobacco |
0.0351 |
0.0042 |
0.0001 |
tilt_INDUSTRY |
| 2025-03-27 |
2025-03-28 |
ind_electric_utilities_ipps |
-0.0343 |
-0.0018 |
0.0001 |
tilt_INDUSTRY |
| 2025-03-27 |
2025-03-28 |
country_MY |
0.0086 |
-0.0109 |
-0.0001 |
tilt_COUNTRY |
| 2025-03-27 |
2025-03-28 |
quality |
2.5729 |
0.0006 |
0.0015 |
alpha_QUALITY |
| 2025-03-27 |
2025-03-28 |
ind_containers_packaging |
-0.0042 |
0.0016 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-27 |
2025-03-28 |
ind_software_it_services |
0.1196 |
0.0033 |
0.0004 |
tilt_INDUSTRY |
| 2025-03-27 |
2025-03-28 |
ind_real_estate_operations |
0.0050 |
0.0019 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-28 |
2025-03-31 |
ind_oil_gas_equipment_services |
-0.0172 |
0.0003 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-28 |
2025-03-31 |
ind_food_tobacco |
0.0311 |
0.0030 |
0.0001 |
tilt_INDUSTRY |
| 2025-03-28 |
2025-03-31 |
ind_renewable_energy |
0.0141 |
-0.0226 |
-0.0003 |
tilt_INDUSTRY |
| 2025-03-28 |
2025-03-31 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-03-28 |
2025-03-31 |
ind_freight_logistics |
0.0583 |
0.0076 |
0.0004 |
tilt_INDUSTRY |
| 2025-03-28 |
2025-03-31 |
ind_machinery |
0.0355 |
-0.0046 |
-0.0002 |
tilt_INDUSTRY |
| 2025-03-28 |
2025-03-31 |
ind_hotels_entertainment |
-0.0633 |
0.0001 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-28 |
2025-03-31 |
ind_industrial_distribution |
0.0000 |
-0.0047 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-28 |
2025-03-31 |
ind_containers_packaging |
-0.0036 |
-0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-28 |
2025-03-31 |
country_PH |
0.0000 |
0.0117 |
0.0000 |
tilt_COUNTRY |
| 2025-03-28 |
2025-03-31 |
ind_biotechnology |
0.0215 |
0.0014 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-28 |
2025-03-31 |
stability |
5.0458 |
0.0009 |
0.0045 |
alpha_QUALITY |
| 2025-03-28 |
2025-03-31 |
sbeta_market |
0.0370 |
-0.0091 |
-0.0003 |
risk_exposure |
| 2025-03-28 |
2025-03-31 |
size_MID |
-0.1019 |
0.0015 |
-0.0001 |
tilt_SIZE |
| 2025-03-28 |
2025-03-31 |
ind_communications_equipment |
-0.0031 |
0.0022 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-28 |
2025-03-31 |
country_JP |
-0.0962 |
-0.0185 |
0.0018 |
tilt_COUNTRY |
| 2025-03-28 |
2025-03-31 |
ind_semiconductors |
-0.0288 |
-0.0036 |
0.0001 |
tilt_INDUSTRY |
| 2025-03-28 |
2025-03-31 |
country_IN |
0.0534 |
0.0097 |
0.0005 |
tilt_COUNTRY |
| 2025-03-28 |
2025-03-31 |
ind_holding_companies |
0.0000 |
0.0119 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-28 |
2025-03-31 |
size_MICRO |
-0.0079 |
-0.0056 |
0.0000 |
tilt_SIZE |
| 2025-03-28 |
2025-03-31 |
ind_construction_materials |
-0.0063 |
0.0055 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-28 |
2025-03-31 |
ind_metals_mining |
-0.1215 |
-0.0049 |
0.0006 |
tilt_INDUSTRY |
| 2025-03-28 |
2025-03-31 |
ind_software_it_services |
0.1271 |
0.0028 |
0.0003 |
tilt_INDUSTRY |
| 2025-03-28 |
2025-03-31 |
size_SMALL |
0.0089 |
0.0007 |
0.0000 |
tilt_SIZE |
| 2025-03-28 |
2025-03-31 |
ind_natural_gas_utilities |
-0.0062 |
0.0048 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-28 |
2025-03-31 |
ind_automobile |
-0.0240 |
0.0002 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-28 |
2025-03-31 |
ind_computers_phones_household_electronics |
0.0695 |
-0.0061 |
-0.0004 |
tilt_INDUSTRY |
| 2025-03-28 |
2025-03-31 |
ind_office_equipment |
0.0006 |
-0.0003 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-28 |
2025-03-31 |
country_ID |
0.0515 |
0.0068 |
0.0004 |
tilt_COUNTRY |
| 2025-03-28 |
2025-03-31 |
ind_healthcare_providers_services |
0.0297 |
0.0036 |
0.0001 |
tilt_INDUSTRY |
| 2025-03-28 |
2025-03-31 |
market |
-0.0326 |
-0.0081 |
0.0003 |
risk_exposure |
| 2025-03-28 |
2025-03-31 |
momentum |
0.3476 |
0.0010 |
0.0003 |
alpha_MOMENTUM |
| 2025-03-28 |
2025-03-31 |
country_MY |
0.0085 |
0.0075 |
0.0001 |
tilt_COUNTRY |
| 2025-03-28 |
2025-03-31 |
ind_beverages |
-0.0725 |
-0.0011 |
0.0001 |
tilt_INDUSTRY |
| 2025-03-28 |
2025-03-31 |
size_LARGE |
0.0683 |
-0.0028 |
-0.0002 |
tilt_SIZE |
| 2025-03-28 |
2025-03-31 |
ind_aerospace_defense |
0.0033 |
-0.0013 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-28 |
2025-03-31 |
ind_consumer_goods_conglomerates |
0.0104 |
-0.0014 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-28 |
2025-03-31 |
ind_oil_gas |
0.0016 |
0.0046 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-28 |
2025-03-31 |
ind_telecommunications_serices |
0.0384 |
0.0109 |
0.0004 |
tilt_INDUSTRY |
| 2025-03-28 |
2025-03-31 |
linearCost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-03-28 |
2025-03-31 |
country_HK |
0.0248 |
0.0044 |
0.0001 |
tilt_COUNTRY |
| 2025-03-28 |
2025-03-31 |
ind_healthcare_equipment_supplies |
-0.0808 |
-0.0019 |
0.0002 |
tilt_INDUSTRY |
| 2025-03-28 |
2025-03-31 |
ind_banking_services |
0.0704 |
0.0064 |
0.0005 |
tilt_INDUSTRY |
| 2025-03-28 |
2025-03-31 |
country_NZ |
-0.0185 |
0.0025 |
-0.0000 |
tilt_COUNTRY |
| 2025-03-28 |
2025-03-31 |
ind_household_products_services |
-0.0398 |
0.0049 |
-0.0002 |
tilt_INDUSTRY |
| 2025-03-28 |
2025-03-31 |
ind_media_publishing |
-0.0296 |
-0.0011 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-28 |
2025-03-31 |
sdiscrepancy |
NaN |
NaN |
0.0002 |
unexplained |
| 2025-03-28 |
2025-03-31 |
ind_household_goods |
0.0209 |
0.0043 |
0.0001 |
tilt_INDUSTRY |
| 2025-03-28 |
2025-03-31 |
specret |
NaN |
NaN |
-0.0039 |
unexplained |
| 2025-03-28 |
2025-03-31 |
country_KR |
-0.0008 |
-0.0167 |
0.0000 |
tilt_COUNTRY |
| 2025-03-28 |
2025-03-31 |
ind_investment_services |
0.0663 |
-0.0066 |
-0.0004 |
tilt_INDUSTRY |
| 2025-03-28 |
2025-03-31 |
bcost |
NaN |
NaN |
-0.0011 |
cost |
| 2025-03-28 |
2025-03-31 |
ind_diversified_retail |
-0.0051 |
0.0040 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-28 |
2025-03-31 |
country_TH |
-0.0352 |
-0.0137 |
0.0005 |
tilt_COUNTRY |
| 2025-03-28 |
2025-03-31 |
ind_insurance |
0.0758 |
0.0041 |
0.0003 |
tilt_INDUSTRY |
| 2025-03-28 |
2025-03-31 |
ind_homebuilding_building_products |
-0.0337 |
0.0048 |
-0.0002 |
tilt_INDUSTRY |
| 2025-03-28 |
2025-03-31 |
ind_construction_engineering |
-0.0672 |
-0.0041 |
0.0003 |
tilt_INDUSTRY |
| 2025-03-28 |
2025-03-31 |
value_gc |
1.6453 |
-0.0001 |
-0.0002 |
alpha_VALUE |
| 2025-03-28 |
2025-03-31 |
value_liq |
1.2739 |
-0.0008 |
-0.0010 |
alpha_VALUE |
| 2025-03-28 |
2025-03-31 |
ind_electric_utilities_ipps |
-0.0356 |
0.0051 |
-0.0002 |
tilt_INDUSTRY |
| 2025-03-28 |
2025-03-31 |
ind_leisure_products |
-0.0029 |
-0.0037 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-28 |
2025-03-31 |
ind_multiline_utilities |
-0.0123 |
0.0026 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-28 |
2025-03-31 |
ind_passenger_transportation |
0.0640 |
-0.0058 |
-0.0004 |
tilt_INDUSTRY |
| 2025-03-28 |
2025-03-31 |
ind_chemicals |
0.0686 |
-0.0019 |
-0.0001 |
tilt_INDUSTRY |
| 2025-03-28 |
2025-03-31 |
ind_pharmaceuticals |
-0.0919 |
-0.0036 |
0.0003 |
tilt_INDUSTRY |
| 2025-03-28 |
2025-03-31 |
ind_integrated_hardware_software |
0.0134 |
0.0130 |
0.0002 |
tilt_INDUSTRY |
| 2025-03-28 |
2025-03-31 |
country_AU |
-0.0986 |
-0.0101 |
0.0010 |
tilt_COUNTRY |
| 2025-03-28 |
2025-03-31 |
country_SG |
-0.0404 |
0.0089 |
-0.0004 |
tilt_COUNTRY |
| 2025-03-28 |
2025-03-31 |
country_TW |
-0.0827 |
-0.0319 |
0.0026 |
tilt_COUNTRY |
| 2025-03-28 |
2025-03-31 |
reversal |
0.8111 |
-0.0002 |
-0.0002 |
alpha_REVERSAL |
| 2025-03-28 |
2025-03-31 |
fcost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-03-28 |
2025-03-31 |
pdiscrepancy |
NaN |
NaN |
-0.0000 |
unexplained |
| 2025-03-28 |
2025-03-31 |
ind_fintech |
0.0053 |
0.0043 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-28 |
2025-03-31 |
ind_transportation_infrastructure |
-0.0431 |
0.0037 |
-0.0002 |
tilt_INDUSTRY |
| 2025-03-28 |
2025-03-31 |
ind_food_drug_retail |
-0.0353 |
0.0107 |
-0.0004 |
tilt_INDUSTRY |
| 2025-03-28 |
2025-03-31 |
fmom |
0.8866 |
0.0007 |
0.0006 |
alpha_QUALITY |
| 2025-03-28 |
2025-03-31 |
ind_uranium |
-0.0027 |
-0.0065 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-28 |
2025-03-31 |
ind_paper_forestry |
-0.0075 |
0.0028 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-28 |
2025-03-31 |
ind_specialty_reatil |
0.0059 |
0.0033 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-28 |
2025-03-31 |
linkage |
0.8173 |
-0.0001 |
-0.0001 |
alpha_MOMENTUM |
| 2025-03-28 |
2025-03-31 |
country_CN |
0.1481 |
0.0124 |
0.0018 |
tilt_COUNTRY |
| 2025-03-28 |
2025-03-31 |
country_XH |
0.0535 |
0.0064 |
0.0003 |
tilt_COUNTRY |
| 2025-03-28 |
2025-03-31 |
ind_real_estate_operations |
0.0050 |
0.0015 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-28 |
2025-03-31 |
ind_water_utilities |
-0.0060 |
0.0009 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-28 |
2025-03-31 |
neglect |
1.2716 |
0.0002 |
0.0003 |
alpha_VALUE |
| 2025-03-28 |
2025-03-31 |
quality |
2.5093 |
0.0003 |
0.0007 |
alpha_QUALITY |
| 2025-03-28 |
2025-03-31 |
ind_coal |
-0.0406 |
-0.0028 |
0.0001 |
tilt_INDUSTRY |
| 2025-03-28 |
2025-03-31 |
ind_commercial_services_supplies |
0.0619 |
0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-28 |
2025-03-31 |
ind_textiles_apparel |
-0.0365 |
-0.0035 |
0.0001 |
tilt_INDUSTRY |
| 2025-03-28 |
2025-03-31 |
ind_electronic_equipment |
-0.0140 |
0.0010 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-28 |
2025-03-31 |
revision |
0.9926 |
0.0017 |
0.0017 |
alpha_REVISION |
| 2025-03-31 |
2025-04-01 |
ind_household_goods |
0.0282 |
-0.0113 |
-0.0003 |
tilt_INDUSTRY |
| 2025-03-31 |
2025-04-01 |
ind_holding_companies |
0.0000 |
-0.0155 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-31 |
2025-04-01 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-03-31 |
2025-04-01 |
ind_beverages |
-0.0739 |
-0.0011 |
0.0001 |
tilt_INDUSTRY |
| 2025-03-31 |
2025-04-01 |
ind_hotels_entertainment |
-0.0672 |
-0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-31 |
2025-04-01 |
market |
-0.0329 |
0.0108 |
-0.0004 |
risk_exposure |
| 2025-03-31 |
2025-04-01 |
country_TW |
-0.0822 |
0.0155 |
-0.0013 |
tilt_COUNTRY |
| 2025-03-31 |
2025-04-01 |
quality |
2.5504 |
0.0005 |
0.0013 |
alpha_QUALITY |
| 2025-03-31 |
2025-04-01 |
ind_integrated_hardware_software |
0.0137 |
-0.0053 |
-0.0001 |
tilt_INDUSTRY |
| 2025-03-31 |
2025-04-01 |
country_IN |
0.0508 |
-0.0153 |
-0.0008 |
tilt_COUNTRY |
| 2025-03-31 |
2025-04-01 |
country_MY |
0.0085 |
-0.0079 |
-0.0001 |
tilt_COUNTRY |
| 2025-03-31 |
2025-04-01 |
ind_electronic_equipment |
-0.0151 |
-0.0031 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-31 |
2025-04-01 |
size_MICRO |
-0.0076 |
0.0055 |
-0.0000 |
tilt_SIZE |
| 2025-03-31 |
2025-04-01 |
size_SMALL |
-0.0024 |
0.0012 |
-0.0000 |
tilt_SIZE |
| 2025-03-31 |
2025-04-01 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-03-31 |
2025-04-01 |
ind_real_estate_operations |
0.0041 |
-0.0020 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-31 |
2025-04-01 |
ind_metals_mining |
-0.1231 |
0.0002 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-31 |
2025-04-01 |
size_LARGE |
0.0754 |
0.0007 |
0.0001 |
tilt_SIZE |
| 2025-03-31 |
2025-04-01 |
ind_investment_services |
0.0642 |
-0.0045 |
-0.0003 |
tilt_INDUSTRY |
| 2025-03-31 |
2025-04-01 |
ind_computers_phones_household_electronics |
0.0780 |
-0.0024 |
-0.0002 |
tilt_INDUSTRY |
| 2025-03-31 |
2025-04-01 |
ind_healthcare_providers_services |
0.0317 |
0.0004 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-31 |
2025-04-01 |
value_liq |
1.2643 |
0.0001 |
0.0001 |
alpha_VALUE |
| 2025-03-31 |
2025-04-01 |
ind_electric_utilities_ipps |
-0.0371 |
0.0052 |
-0.0002 |
tilt_INDUSTRY |
| 2025-03-31 |
2025-04-01 |
ind_office_equipment |
0.0006 |
0.0007 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-31 |
2025-04-01 |
country_ID |
0.0515 |
-0.0079 |
-0.0004 |
tilt_COUNTRY |
| 2025-03-31 |
2025-04-01 |
country_XH |
0.0757 |
0.0063 |
0.0005 |
tilt_COUNTRY |
| 2025-03-31 |
2025-04-01 |
ind_coal |
-0.0431 |
0.0057 |
-0.0002 |
tilt_INDUSTRY |
| 2025-03-31 |
2025-04-01 |
ind_pharmaceuticals |
-0.0999 |
0.0187 |
-0.0019 |
tilt_INDUSTRY |
| 2025-03-31 |
2025-04-01 |
ind_software_it_services |
0.1360 |
-0.0036 |
-0.0005 |
tilt_INDUSTRY |
| 2025-03-31 |
2025-04-01 |
ind_construction_materials |
-0.0062 |
-0.0006 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-31 |
2025-04-01 |
country_SG |
-0.0457 |
-0.0117 |
0.0005 |
tilt_COUNTRY |
| 2025-03-31 |
2025-04-01 |
reversal |
0.9344 |
0.0010 |
0.0010 |
alpha_REVERSAL |
| 2025-03-31 |
2025-04-01 |
ind_aerospace_defense |
0.0034 |
0.0122 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-31 |
2025-04-01 |
ind_diversified_retail |
-0.0054 |
-0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-31 |
2025-04-01 |
ind_oil_gas_equipment_services |
-0.0172 |
0.0024 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-31 |
2025-04-01 |
ind_freight_logistics |
0.0586 |
0.0029 |
0.0002 |
tilt_INDUSTRY |
| 2025-03-31 |
2025-04-01 |
ind_food_drug_retail |
-0.0379 |
-0.0024 |
0.0001 |
tilt_INDUSTRY |
| 2025-03-31 |
2025-04-01 |
fmom |
0.8714 |
0.0001 |
0.0001 |
alpha_QUALITY |
| 2025-03-31 |
2025-04-01 |
revision |
0.9422 |
-0.0004 |
-0.0003 |
alpha_REVISION |
| 2025-03-31 |
2025-04-01 |
country_PH |
0.0000 |
-0.0050 |
-0.0000 |
tilt_COUNTRY |
| 2025-03-31 |
2025-04-01 |
ind_commercial_services_supplies |
0.0636 |
0.0007 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-31 |
2025-04-01 |
ind_biotechnology |
0.0224 |
0.0252 |
0.0006 |
tilt_INDUSTRY |
| 2025-03-31 |
2025-04-01 |
momentum |
0.3538 |
-0.0010 |
-0.0003 |
alpha_MOMENTUM |
| 2025-03-31 |
2025-04-01 |
stability |
5.0839 |
-0.0006 |
-0.0029 |
alpha_QUALITY |
| 2025-03-31 |
2025-04-01 |
ind_water_utilities |
-0.0074 |
0.0075 |
-0.0001 |
tilt_INDUSTRY |
| 2025-03-31 |
2025-04-01 |
ind_paper_forestry |
-0.0087 |
-0.0008 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-31 |
2025-04-01 |
neglect |
1.2690 |
0.0004 |
0.0004 |
alpha_VALUE |
| 2025-03-31 |
2025-04-01 |
ind_containers_packaging |
-0.0031 |
-0.0016 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-31 |
2025-04-01 |
ind_industrial_distribution |
0.0000 |
0.0077 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-31 |
2025-04-01 |
ind_food_tobacco |
0.0338 |
0.0028 |
0.0001 |
tilt_INDUSTRY |
| 2025-03-31 |
2025-04-01 |
country_CN |
0.1324 |
0.0016 |
0.0002 |
tilt_COUNTRY |
| 2025-03-31 |
2025-04-01 |
ind_textiles_apparel |
-0.0367 |
-0.0007 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-31 |
2025-04-01 |
ind_renewable_energy |
0.0150 |
0.0015 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-31 |
2025-04-01 |
sbeta_market |
0.0348 |
-0.0053 |
-0.0002 |
risk_exposure |
| 2025-03-31 |
2025-04-01 |
ind_uranium |
-0.0028 |
-0.0653 |
0.0002 |
tilt_INDUSTRY |
| 2025-03-31 |
2025-04-01 |
ind_communications_equipment |
-0.0075 |
-0.0024 |
0.0000 |
tilt_INDUSTRY |
| 2025-03-31 |
2025-04-01 |
ind_insurance |
0.0704 |
0.0008 |
0.0001 |
tilt_INDUSTRY |
| 2025-03-31 |
2025-04-01 |
ind_transportation_infrastructure |
-0.0446 |
-0.0016 |
0.0001 |
tilt_INDUSTRY |
| 2025-03-31 |
2025-04-01 |
ind_fintech |
0.0047 |
-0.0178 |
-0.0001 |
tilt_INDUSTRY |
| 2025-03-31 |
2025-04-01 |
ind_consumer_goods_conglomerates |
0.0104 |
-0.0075 |
-0.0001 |
tilt_INDUSTRY |
| 2025-03-31 |
2025-04-01 |
pdiscrepancy |
NaN |
NaN |
-0.0000 |
unexplained |
| 2025-03-31 |
2025-04-01 |
ind_oil_gas |
-0.0035 |
0.0043 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-31 |
2025-04-01 |
ind_telecommunications_serices |
0.0379 |
-0.0044 |
-0.0002 |
tilt_INDUSTRY |
| 2025-03-31 |
2025-04-01 |
linearCost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-03-31 |
2025-04-01 |
specret |
NaN |
NaN |
-0.0017 |
unexplained |
| 2025-03-31 |
2025-04-01 |
country_HK |
0.0128 |
0.0067 |
0.0001 |
tilt_COUNTRY |
| 2025-03-31 |
2025-04-01 |
country_TH |
-0.0300 |
0.0017 |
-0.0001 |
tilt_COUNTRY |
| 2025-03-31 |
2025-04-01 |
country_AU |
-0.0988 |
0.0002 |
-0.0000 |
tilt_COUNTRY |
| 2025-03-31 |
2025-04-01 |
ind_chemicals |
0.0628 |
0.0027 |
0.0002 |
tilt_INDUSTRY |
| 2025-03-31 |
2025-04-01 |
ind_passenger_transportation |
0.0656 |
-0.0036 |
-0.0002 |
tilt_INDUSTRY |
| 2025-03-31 |
2025-04-01 |
country_NZ |
-0.0181 |
-0.0062 |
0.0001 |
tilt_COUNTRY |
| 2025-03-31 |
2025-04-01 |
ind_household_products_services |
-0.0395 |
0.0068 |
-0.0003 |
tilt_INDUSTRY |
| 2025-03-31 |
2025-04-01 |
ind_media_publishing |
-0.0291 |
-0.0055 |
0.0002 |
tilt_INDUSTRY |
| 2025-03-31 |
2025-04-01 |
ind_leisure_products |
-0.0017 |
0.0066 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-31 |
2025-04-01 |
sdiscrepancy |
NaN |
NaN |
0.0003 |
unexplained |
| 2025-03-31 |
2025-04-01 |
value_gc |
1.6498 |
-0.0002 |
-0.0004 |
alpha_VALUE |
| 2025-03-31 |
2025-04-01 |
ind_semiconductors |
-0.0327 |
0.0035 |
-0.0001 |
tilt_INDUSTRY |
| 2025-03-31 |
2025-04-01 |
ind_healthcare_equipment_supplies |
-0.0804 |
0.0129 |
-0.0010 |
tilt_INDUSTRY |
| 2025-03-31 |
2025-04-01 |
ind_machinery |
0.0373 |
-0.0025 |
-0.0001 |
tilt_INDUSTRY |
| 2025-03-31 |
2025-04-01 |
impactCost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-03-31 |
2025-04-01 |
size_MID |
-0.0983 |
-0.0016 |
0.0002 |
tilt_SIZE |
| 2025-03-31 |
2025-04-01 |
ind_automobile |
-0.0275 |
-0.0056 |
0.0002 |
tilt_INDUSTRY |
| 2025-03-31 |
2025-04-01 |
country_JP |
-0.0872 |
-0.0076 |
0.0007 |
tilt_COUNTRY |
| 2025-03-31 |
2025-04-01 |
linkage |
0.8208 |
-0.0004 |
-0.0003 |
alpha_MOMENTUM |
| 2025-03-31 |
2025-04-01 |
ind_multiline_utilities |
-0.0123 |
0.0085 |
-0.0001 |
tilt_INDUSTRY |
| 2025-03-31 |
2025-04-01 |
ind_specialty_reatil |
0.0038 |
-0.0051 |
-0.0000 |
tilt_INDUSTRY |
| 2025-03-31 |
2025-04-01 |
country_KR |
-0.0026 |
0.0066 |
-0.0000 |
tilt_COUNTRY |
| 2025-03-31 |
2025-04-01 |
ind_construction_engineering |
-0.0700 |
0.0018 |
-0.0001 |
tilt_INDUSTRY |
| 2025-03-31 |
2025-04-01 |
ind_banking_services |
0.0951 |
-0.0074 |
-0.0007 |
tilt_INDUSTRY |
| 2025-03-31 |
2025-04-01 |
ind_homebuilding_building_products |
-0.0343 |
0.0040 |
-0.0001 |
tilt_INDUSTRY |
| 2025-03-31 |
2025-04-01 |
ind_natural_gas_utilities |
-0.0062 |
0.0031 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-01 |
2025-04-02 |
country_KR |
-0.0056 |
-0.0089 |
0.0000 |
tilt_COUNTRY |
| 2025-04-01 |
2025-04-02 |
ind_water_utilities |
-0.0075 |
-0.0045 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-01 |
2025-04-02 |
ind_paper_forestry |
-0.0096 |
-0.0057 |
0.0001 |
tilt_INDUSTRY |
| 2025-04-01 |
2025-04-02 |
ind_software_it_services |
0.1427 |
0.0017 |
0.0002 |
tilt_INDUSTRY |
| 2025-04-01 |
2025-04-02 |
ind_natural_gas_utilities |
-0.0059 |
-0.0080 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-01 |
2025-04-02 |
ind_specialty_reatil |
0.0007 |
0.0019 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-01 |
2025-04-02 |
ind_commercial_services_supplies |
0.0624 |
-0.0005 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-01 |
2025-04-02 |
country_SG |
-0.0526 |
-0.0050 |
0.0003 |
tilt_COUNTRY |
| 2025-04-01 |
2025-04-02 |
ind_textiles_apparel |
-0.0377 |
0.0080 |
-0.0003 |
tilt_INDUSTRY |
| 2025-04-01 |
2025-04-02 |
linkage |
0.8646 |
-0.0004 |
-0.0003 |
alpha_MOMENTUM |
| 2025-04-01 |
2025-04-02 |
size_SMALL |
-0.0172 |
0.0003 |
-0.0000 |
tilt_SIZE |
| 2025-04-01 |
2025-04-02 |
revision |
0.8440 |
0.0006 |
0.0005 |
alpha_REVISION |
| 2025-04-01 |
2025-04-02 |
ind_diversified_retail |
-0.0059 |
0.0024 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-01 |
2025-04-02 |
ind_food_drug_retail |
-0.0385 |
-0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-01 |
2025-04-02 |
country_AU |
-0.0997 |
0.0008 |
-0.0001 |
tilt_COUNTRY |
| 2025-04-01 |
2025-04-02 |
size_MICRO |
-0.0076 |
0.0026 |
-0.0000 |
tilt_SIZE |
| 2025-04-01 |
2025-04-02 |
ind_chemicals |
0.0584 |
-0.0017 |
-0.0001 |
tilt_INDUSTRY |
| 2025-04-01 |
2025-04-02 |
ind_passenger_transportation |
0.0677 |
-0.0036 |
-0.0002 |
tilt_INDUSTRY |
| 2025-04-01 |
2025-04-02 |
ind_multiline_utilities |
-0.0124 |
0.0010 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-01 |
2025-04-02 |
ind_leisure_products |
-0.0007 |
0.0080 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-01 |
2025-04-02 |
ind_computers_phones_household_electronics |
0.0848 |
-0.0007 |
-0.0001 |
tilt_INDUSTRY |
| 2025-04-01 |
2025-04-02 |
value_gc |
1.6678 |
0.0007 |
0.0011 |
alpha_VALUE |
| 2025-04-01 |
2025-04-02 |
ind_construction_materials |
-0.0063 |
-0.0033 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-01 |
2025-04-02 |
ind_homebuilding_building_products |
-0.0348 |
-0.0058 |
0.0002 |
tilt_INDUSTRY |
| 2025-04-01 |
2025-04-02 |
ind_insurance |
0.0711 |
0.0061 |
0.0004 |
tilt_INDUSTRY |
| 2025-04-01 |
2025-04-02 |
ind_construction_engineering |
-0.0750 |
-0.0022 |
0.0002 |
tilt_INDUSTRY |
| 2025-04-01 |
2025-04-02 |
country_TH |
-0.0354 |
0.0097 |
-0.0003 |
tilt_COUNTRY |
| 2025-04-01 |
2025-04-02 |
ind_metals_mining |
-0.1234 |
-0.0106 |
0.0013 |
tilt_INDUSTRY |
| 2025-04-01 |
2025-04-02 |
ind_automobile |
-0.0314 |
0.0022 |
-0.0001 |
tilt_INDUSTRY |
| 2025-04-01 |
2025-04-02 |
fmom |
0.8570 |
0.0005 |
0.0004 |
alpha_QUALITY |
| 2025-04-01 |
2025-04-02 |
ind_renewable_energy |
0.0152 |
-0.0048 |
-0.0001 |
tilt_INDUSTRY |
| 2025-04-01 |
2025-04-02 |
ind_food_tobacco |
0.0456 |
-0.0018 |
-0.0001 |
tilt_INDUSTRY |
| 2025-04-01 |
2025-04-02 |
reversal |
0.9702 |
0.0013 |
0.0013 |
alpha_REVERSAL |
| 2025-04-01 |
2025-04-02 |
country_MY |
0.0086 |
0.0018 |
0.0000 |
tilt_COUNTRY |
| 2025-04-01 |
2025-04-02 |
ind_household_goods |
0.0272 |
0.0045 |
0.0001 |
tilt_INDUSTRY |
| 2025-04-01 |
2025-04-02 |
ind_household_products_services |
-0.0392 |
-0.0040 |
0.0002 |
tilt_INDUSTRY |
| 2025-04-01 |
2025-04-02 |
country_NZ |
-0.0183 |
0.0022 |
-0.0000 |
tilt_COUNTRY |
| 2025-04-01 |
2025-04-02 |
ind_banking_services |
0.0969 |
0.0052 |
0.0005 |
tilt_INDUSTRY |
| 2025-04-01 |
2025-04-02 |
ind_healthcare_equipment_supplies |
-0.0803 |
-0.0002 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-01 |
2025-04-02 |
country_HK |
0.0095 |
0.0048 |
0.0000 |
tilt_COUNTRY |
| 2025-04-01 |
2025-04-02 |
specret |
NaN |
NaN |
-0.0020 |
unexplained |
| 2025-04-01 |
2025-04-02 |
ind_consumer_goods_conglomerates |
0.0105 |
0.0132 |
0.0001 |
tilt_INDUSTRY |
| 2025-04-01 |
2025-04-02 |
linearCost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-04-01 |
2025-04-02 |
ind_telecommunications_serices |
0.0325 |
0.0008 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-01 |
2025-04-02 |
ind_oil_gas |
0.0005 |
-0.0076 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-01 |
2025-04-02 |
ind_aerospace_defense |
0.0031 |
-0.0134 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-01 |
2025-04-02 |
size_LARGE |
0.0750 |
-0.0012 |
-0.0001 |
tilt_SIZE |
| 2025-04-01 |
2025-04-02 |
ind_beverages |
-0.0778 |
-0.0016 |
0.0001 |
tilt_INDUSTRY |
| 2025-04-01 |
2025-04-02 |
ind_media_publishing |
-0.0293 |
0.0049 |
-0.0001 |
tilt_INDUSTRY |
| 2025-04-01 |
2025-04-02 |
sdiscrepancy |
NaN |
NaN |
0.0001 |
unexplained |
| 2025-04-01 |
2025-04-02 |
ind_semiconductors |
-0.0342 |
0.0014 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-01 |
2025-04-02 |
ind_communications_equipment |
-0.0085 |
0.0013 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-01 |
2025-04-02 |
size_MID |
-0.1021 |
0.0004 |
-0.0000 |
tilt_SIZE |
| 2025-04-01 |
2025-04-02 |
ind_machinery |
0.0370 |
0.0029 |
0.0001 |
tilt_INDUSTRY |
| 2025-04-01 |
2025-04-02 |
country_CN |
0.1135 |
-0.0003 |
-0.0000 |
tilt_COUNTRY |
| 2025-04-01 |
2025-04-02 |
country_ID |
0.0515 |
0.0011 |
0.0001 |
tilt_COUNTRY |
| 2025-04-01 |
2025-04-02 |
ind_industrial_distribution |
0.0000 |
-0.0029 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-01 |
2025-04-02 |
ind_containers_packaging |
-0.0029 |
0.0034 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-01 |
2025-04-02 |
sbeta_market |
0.0138 |
0.0015 |
0.0000 |
risk_exposure |
| 2025-04-01 |
2025-04-02 |
ind_office_equipment |
0.0006 |
0.0046 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-01 |
2025-04-02 |
stability |
5.1045 |
-0.0001 |
-0.0004 |
alpha_QUALITY |
| 2025-04-01 |
2025-04-02 |
country_PH |
0.0000 |
0.0107 |
0.0000 |
tilt_COUNTRY |
| 2025-04-01 |
2025-04-02 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-04-01 |
2025-04-02 |
ind_freight_logistics |
0.0584 |
0.0009 |
0.0001 |
tilt_INDUSTRY |
| 2025-04-01 |
2025-04-02 |
ind_healthcare_providers_services |
0.0325 |
-0.0015 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-01 |
2025-04-02 |
market |
-0.0518 |
-0.0012 |
0.0001 |
risk_exposure |
| 2025-04-01 |
2025-04-02 |
ind_oil_gas_equipment_services |
-0.0166 |
-0.0088 |
0.0001 |
tilt_INDUSTRY |
| 2025-04-01 |
2025-04-02 |
momentum |
0.3377 |
0.0000 |
0.0000 |
alpha_MOMENTUM |
| 2025-04-01 |
2025-04-02 |
ind_biotechnology |
0.0212 |
-0.0155 |
-0.0003 |
tilt_INDUSTRY |
| 2025-04-01 |
2025-04-02 |
ind_holding_companies |
0.0000 |
0.0072 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-01 |
2025-04-02 |
neglect |
1.2539 |
-0.0000 |
-0.0000 |
alpha_VALUE |
| 2025-04-01 |
2025-04-02 |
ind_investment_services |
0.0644 |
0.0051 |
0.0003 |
tilt_INDUSTRY |
| 2025-04-01 |
2025-04-02 |
country_IN |
0.0513 |
0.0109 |
0.0006 |
tilt_COUNTRY |
| 2025-04-01 |
2025-04-02 |
country_TW |
-0.0848 |
0.0024 |
-0.0002 |
tilt_COUNTRY |
| 2025-04-01 |
2025-04-02 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-04-01 |
2025-04-02 |
ind_coal |
-0.0450 |
-0.0026 |
0.0001 |
tilt_INDUSTRY |
| 2025-04-01 |
2025-04-02 |
country_XH |
0.0892 |
0.0027 |
0.0002 |
tilt_COUNTRY |
| 2025-04-01 |
2025-04-02 |
ind_electronic_equipment |
-0.0148 |
0.0055 |
-0.0001 |
tilt_INDUSTRY |
| 2025-04-01 |
2025-04-02 |
ind_uranium |
-0.0028 |
-0.0289 |
0.0001 |
tilt_INDUSTRY |
| 2025-04-01 |
2025-04-02 |
ind_integrated_hardware_software |
0.0138 |
0.0085 |
0.0001 |
tilt_INDUSTRY |
| 2025-04-01 |
2025-04-02 |
bcost |
NaN |
NaN |
-0.0004 |
cost |
| 2025-04-01 |
2025-04-02 |
ind_pharmaceuticals |
-0.1097 |
-0.0065 |
0.0007 |
tilt_INDUSTRY |
| 2025-04-01 |
2025-04-02 |
ind_electric_utilities_ipps |
-0.0396 |
-0.0074 |
0.0003 |
tilt_INDUSTRY |
| 2025-04-01 |
2025-04-02 |
ind_transportation_infrastructure |
-0.0479 |
0.0019 |
-0.0001 |
tilt_INDUSTRY |
| 2025-04-01 |
2025-04-02 |
ind_fintech |
0.0037 |
0.0112 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-01 |
2025-04-02 |
value_liq |
1.1896 |
-0.0004 |
-0.0004 |
alpha_VALUE |
| 2025-04-01 |
2025-04-02 |
ind_hotels_entertainment |
-0.0678 |
-0.0032 |
0.0002 |
tilt_INDUSTRY |
| 2025-04-01 |
2025-04-02 |
quality |
2.5608 |
-0.0002 |
-0.0006 |
alpha_QUALITY |
| 2025-04-01 |
2025-04-02 |
ind_real_estate_operations |
0.0026 |
-0.0021 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-01 |
2025-04-02 |
pdiscrepancy |
NaN |
NaN |
0.0000 |
unexplained |
| 2025-04-01 |
2025-04-02 |
country_JP |
-0.0790 |
-0.0065 |
0.0005 |
tilt_COUNTRY |
| 2025-04-02 |
2025-04-03 |
size_LARGE |
0.0782 |
-0.0012 |
-0.0001 |
tilt_SIZE |
| 2025-04-02 |
2025-04-03 |
momentum |
0.3058 |
-0.0001 |
-0.0000 |
alpha_MOMENTUM |
| 2025-04-02 |
2025-04-03 |
ind_paper_forestry |
-0.0097 |
0.0037 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-02 |
2025-04-03 |
ind_real_estate_operations |
0.0023 |
0.0129 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-02 |
2025-04-03 |
ind_electronic_equipment |
-0.0158 |
-0.0155 |
0.0002 |
tilt_INDUSTRY |
| 2025-04-02 |
2025-04-03 |
ind_communications_equipment |
-0.0076 |
-0.0093 |
0.0001 |
tilt_INDUSTRY |
| 2025-04-02 |
2025-04-03 |
ind_water_utilities |
-0.0074 |
0.0253 |
-0.0002 |
tilt_INDUSTRY |
| 2025-04-02 |
2025-04-03 |
ind_machinery |
0.0427 |
-0.0115 |
-0.0005 |
tilt_INDUSTRY |
| 2025-04-02 |
2025-04-03 |
ind_semiconductors |
-0.0324 |
-0.0060 |
0.0002 |
tilt_INDUSTRY |
| 2025-04-02 |
2025-04-03 |
ind_containers_packaging |
-0.0028 |
-0.0005 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-02 |
2025-04-03 |
ind_commercial_services_supplies |
0.0645 |
0.0059 |
0.0004 |
tilt_INDUSTRY |
| 2025-04-02 |
2025-04-03 |
country_TW |
-0.0855 |
0.0101 |
-0.0009 |
tilt_COUNTRY |
| 2025-04-02 |
2025-04-03 |
sdiscrepancy |
NaN |
NaN |
0.0005 |
unexplained |
| 2025-04-02 |
2025-04-03 |
revision |
0.8425 |
-0.0004 |
-0.0004 |
alpha_REVISION |
| 2025-04-02 |
2025-04-03 |
ind_investment_services |
0.0653 |
0.0023 |
0.0002 |
tilt_INDUSTRY |
| 2025-04-02 |
2025-04-03 |
country_XH |
0.0942 |
-0.0002 |
-0.0000 |
tilt_COUNTRY |
| 2025-04-02 |
2025-04-03 |
country_CN |
0.1153 |
0.0064 |
0.0007 |
tilt_COUNTRY |
| 2025-04-02 |
2025-04-03 |
neglect |
1.1786 |
0.0013 |
0.0016 |
alpha_VALUE |
| 2025-04-02 |
2025-04-03 |
country_ID |
0.0515 |
-0.0004 |
-0.0000 |
tilt_COUNTRY |
| 2025-04-02 |
2025-04-03 |
size_MID |
-0.0958 |
0.0004 |
-0.0000 |
tilt_SIZE |
| 2025-04-02 |
2025-04-03 |
ind_industrial_distribution |
0.0000 |
0.0008 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-02 |
2025-04-03 |
ind_household_goods |
0.0249 |
-0.0331 |
-0.0008 |
tilt_INDUSTRY |
| 2025-04-02 |
2025-04-03 |
market |
-0.0445 |
-0.0009 |
0.0000 |
risk_exposure |
| 2025-04-02 |
2025-04-03 |
ind_software_it_services |
0.1433 |
0.0029 |
0.0004 |
tilt_INDUSTRY |
| 2025-04-02 |
2025-04-03 |
value_liq |
1.1222 |
-0.0001 |
-0.0002 |
alpha_VALUE |
| 2025-04-02 |
2025-04-03 |
sbeta_market |
0.0240 |
-0.0082 |
-0.0002 |
risk_exposure |
| 2025-04-02 |
2025-04-03 |
ind_food_tobacco |
0.0597 |
0.0125 |
0.0007 |
tilt_INDUSTRY |
| 2025-04-02 |
2025-04-03 |
ind_biotechnology |
0.0194 |
-0.0030 |
-0.0001 |
tilt_INDUSTRY |
| 2025-04-02 |
2025-04-03 |
ind_automobile |
-0.0306 |
-0.0151 |
0.0005 |
tilt_INDUSTRY |
| 2025-04-02 |
2025-04-03 |
country_PH |
0.0000 |
-0.0229 |
-0.0000 |
tilt_COUNTRY |
| 2025-04-02 |
2025-04-03 |
ind_coal |
-0.0450 |
0.0025 |
-0.0001 |
tilt_INDUSTRY |
| 2025-04-02 |
2025-04-03 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-04-02 |
2025-04-03 |
linkage |
0.7952 |
0.0001 |
0.0000 |
alpha_MOMENTUM |
| 2025-04-02 |
2025-04-03 |
stability |
5.0216 |
-0.0000 |
-0.0001 |
alpha_QUALITY |
| 2025-04-02 |
2025-04-03 |
ind_renewable_energy |
0.0155 |
-0.0089 |
-0.0001 |
tilt_INDUSTRY |
| 2025-04-02 |
2025-04-03 |
ind_electric_utilities_ipps |
-0.0399 |
0.0139 |
-0.0006 |
tilt_INDUSTRY |
| 2025-04-02 |
2025-04-03 |
ind_office_equipment |
0.0006 |
-0.0153 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-02 |
2025-04-03 |
ind_textiles_apparel |
-0.0389 |
-0.0009 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-02 |
2025-04-03 |
country_SG |
-0.0545 |
-0.0031 |
0.0002 |
tilt_COUNTRY |
| 2025-04-02 |
2025-04-03 |
bcost |
NaN |
NaN |
-0.0004 |
cost |
| 2025-04-02 |
2025-04-03 |
ind_freight_logistics |
0.0591 |
-0.0047 |
-0.0003 |
tilt_INDUSTRY |
| 2025-04-02 |
2025-04-03 |
fmom |
0.8473 |
-0.0006 |
-0.0005 |
alpha_QUALITY |
| 2025-04-02 |
2025-04-03 |
ind_pharmaceuticals |
-0.1130 |
0.0117 |
-0.0013 |
tilt_INDUSTRY |
| 2025-04-02 |
2025-04-03 |
ind_specialty_reatil |
-0.0050 |
0.0096 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-02 |
2025-04-03 |
size_SMALL |
-0.0188 |
0.0003 |
-0.0000 |
tilt_SIZE |
| 2025-04-02 |
2025-04-03 |
ind_oil_gas_equipment_services |
-0.0157 |
-0.0109 |
0.0002 |
tilt_INDUSTRY |
| 2025-04-02 |
2025-04-03 |
ind_integrated_hardware_software |
0.0138 |
-0.0042 |
-0.0001 |
tilt_INDUSTRY |
| 2025-04-02 |
2025-04-03 |
ind_natural_gas_utilities |
-0.0053 |
0.0135 |
-0.0001 |
tilt_INDUSTRY |
| 2025-04-02 |
2025-04-03 |
ind_healthcare_providers_services |
0.0322 |
0.0081 |
0.0003 |
tilt_INDUSTRY |
| 2025-04-02 |
2025-04-03 |
country_IN |
0.0529 |
0.0070 |
0.0004 |
tilt_COUNTRY |
| 2025-04-02 |
2025-04-03 |
ind_media_publishing |
-0.0294 |
0.0133 |
-0.0004 |
tilt_INDUSTRY |
| 2025-04-02 |
2025-04-03 |
ind_consumer_goods_conglomerates |
0.0105 |
-0.0020 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-02 |
2025-04-03 |
linearCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-04-02 |
2025-04-03 |
ind_banking_services |
0.0968 |
-0.0012 |
-0.0001 |
tilt_INDUSTRY |
| 2025-04-02 |
2025-04-03 |
ind_construction_materials |
-0.0063 |
0.0134 |
-0.0001 |
tilt_INDUSTRY |
| 2025-04-02 |
2025-04-03 |
quality |
2.5134 |
0.0001 |
0.0003 |
alpha_QUALITY |
| 2025-04-02 |
2025-04-03 |
country_HK |
0.0085 |
-0.0044 |
-0.0000 |
tilt_COUNTRY |
| 2025-04-02 |
2025-04-03 |
country_JP |
-0.0698 |
-0.0204 |
0.0014 |
tilt_COUNTRY |
| 2025-04-02 |
2025-04-03 |
ind_computers_phones_household_electronics |
0.0899 |
-0.0094 |
-0.0008 |
tilt_INDUSTRY |
| 2025-04-02 |
2025-04-03 |
ind_oil_gas |
0.0010 |
-0.0072 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-02 |
2025-04-03 |
size_MICRO |
-0.0081 |
0.0011 |
-0.0000 |
tilt_SIZE |
| 2025-04-02 |
2025-04-03 |
value_gc |
1.5873 |
-0.0013 |
-0.0021 |
alpha_VALUE |
| 2025-04-02 |
2025-04-03 |
specret |
NaN |
NaN |
-0.0024 |
unexplained |
| 2025-04-02 |
2025-04-03 |
ind_leisure_products |
-0.0007 |
-0.0051 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-02 |
2025-04-03 |
ind_transportation_infrastructure |
-0.0500 |
0.0058 |
-0.0003 |
tilt_INDUSTRY |
| 2025-04-02 |
2025-04-03 |
ind_chemicals |
0.0496 |
-0.0027 |
-0.0001 |
tilt_INDUSTRY |
| 2025-04-02 |
2025-04-03 |
ind_telecommunications_serices |
0.0317 |
0.0080 |
0.0003 |
tilt_INDUSTRY |
| 2025-04-02 |
2025-04-03 |
ind_homebuilding_building_products |
-0.0344 |
0.0058 |
-0.0002 |
tilt_INDUSTRY |
| 2025-04-02 |
2025-04-03 |
ind_hotels_entertainment |
-0.0684 |
0.0149 |
-0.0010 |
tilt_INDUSTRY |
| 2025-04-02 |
2025-04-03 |
ind_fintech |
0.0037 |
0.0087 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-02 |
2025-04-03 |
ind_passenger_transportation |
0.0698 |
0.0120 |
0.0008 |
tilt_INDUSTRY |
| 2025-04-02 |
2025-04-03 |
ind_aerospace_defense |
0.0027 |
0.0087 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-02 |
2025-04-03 |
country_AU |
-0.0994 |
-0.0103 |
0.0010 |
tilt_COUNTRY |
| 2025-04-02 |
2025-04-03 |
ind_uranium |
-0.0027 |
-0.0044 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-02 |
2025-04-03 |
country_MY |
0.0086 |
-0.0070 |
-0.0001 |
tilt_COUNTRY |
| 2025-04-02 |
2025-04-03 |
ind_food_drug_retail |
-0.0385 |
0.0190 |
-0.0007 |
tilt_INDUSTRY |
| 2025-04-02 |
2025-04-03 |
ind_holding_companies |
0.0000 |
-0.0056 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-02 |
2025-04-03 |
pdiscrepancy |
NaN |
NaN |
-0.0000 |
unexplained |
| 2025-04-02 |
2025-04-03 |
ind_diversified_retail |
-0.0061 |
0.0092 |
-0.0001 |
tilt_INDUSTRY |
| 2025-04-02 |
2025-04-03 |
ind_household_products_services |
-0.0392 |
0.0089 |
-0.0003 |
tilt_INDUSTRY |
| 2025-04-02 |
2025-04-03 |
ind_metals_mining |
-0.1197 |
-0.0044 |
0.0005 |
tilt_INDUSTRY |
| 2025-04-02 |
2025-04-03 |
ind_construction_engineering |
-0.0776 |
0.0079 |
-0.0006 |
tilt_INDUSTRY |
| 2025-04-02 |
2025-04-03 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-04-02 |
2025-04-03 |
country_TH |
-0.0397 |
-0.0049 |
0.0002 |
tilt_COUNTRY |
| 2025-04-02 |
2025-04-03 |
country_NZ |
-0.0184 |
-0.0069 |
0.0001 |
tilt_COUNTRY |
| 2025-04-02 |
2025-04-03 |
reversal |
1.0630 |
-0.0003 |
-0.0004 |
alpha_REVERSAL |
| 2025-04-02 |
2025-04-03 |
ind_insurance |
0.0705 |
-0.0013 |
-0.0001 |
tilt_INDUSTRY |
| 2025-04-02 |
2025-04-03 |
country_KR |
-0.0081 |
0.0002 |
-0.0000 |
tilt_COUNTRY |
| 2025-04-02 |
2025-04-03 |
ind_healthcare_equipment_supplies |
-0.0777 |
-0.0033 |
0.0003 |
tilt_INDUSTRY |
| 2025-04-02 |
2025-04-03 |
ind_multiline_utilities |
-0.0124 |
0.0159 |
-0.0002 |
tilt_INDUSTRY |
| 2025-04-02 |
2025-04-03 |
ind_beverages |
-0.0819 |
0.0195 |
-0.0016 |
tilt_INDUSTRY |
| 2025-04-03 |
2025-04-04 |
ind_biotechnology |
0.0191 |
0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-03 |
2025-04-04 |
ind_containers_packaging |
-0.0028 |
0.0063 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-03 |
2025-04-04 |
size_MID |
-0.0932 |
0.0003 |
-0.0000 |
tilt_SIZE |
| 2025-04-03 |
2025-04-04 |
stability |
4.9591 |
0.0004 |
0.0019 |
alpha_QUALITY |
| 2025-04-03 |
2025-04-04 |
ind_real_estate_operations |
0.0020 |
0.0047 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-03 |
2025-04-04 |
ind_aerospace_defense |
0.0027 |
0.0010 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-03 |
2025-04-04 |
sbeta_market |
0.0271 |
-0.0037 |
-0.0001 |
risk_exposure |
| 2025-04-03 |
2025-04-04 |
ind_telecommunications_serices |
0.0338 |
0.0039 |
0.0001 |
tilt_INDUSTRY |
| 2025-04-03 |
2025-04-04 |
ind_beverages |
-0.0829 |
0.0047 |
-0.0004 |
tilt_INDUSTRY |
| 2025-04-03 |
2025-04-04 |
country_KR |
-0.0113 |
0.0062 |
-0.0001 |
tilt_COUNTRY |
| 2025-04-03 |
2025-04-04 |
country_PH |
0.0000 |
-0.0058 |
-0.0000 |
tilt_COUNTRY |
| 2025-04-03 |
2025-04-04 |
ind_oil_gas |
-0.0015 |
-0.0092 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-03 |
2025-04-04 |
ind_household_products_services |
-0.0397 |
0.0143 |
-0.0006 |
tilt_INDUSTRY |
| 2025-04-03 |
2025-04-04 |
linearCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-04-03 |
2025-04-04 |
country_XH |
0.0945 |
0.0091 |
0.0009 |
tilt_COUNTRY |
| 2025-04-03 |
2025-04-04 |
ind_media_publishing |
-0.0293 |
0.0050 |
-0.0001 |
tilt_INDUSTRY |
| 2025-04-03 |
2025-04-04 |
country_NZ |
-0.0178 |
-0.0006 |
0.0000 |
tilt_COUNTRY |
| 2025-04-03 |
2025-04-04 |
sdiscrepancy |
NaN |
NaN |
0.0014 |
unexplained |
| 2025-04-03 |
2025-04-04 |
ind_semiconductors |
-0.0316 |
-0.0032 |
0.0001 |
tilt_INDUSTRY |
| 2025-04-03 |
2025-04-04 |
country_JP |
-0.0621 |
-0.0255 |
0.0016 |
tilt_COUNTRY |
| 2025-04-03 |
2025-04-04 |
ind_communications_equipment |
-0.0069 |
0.0008 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-03 |
2025-04-04 |
quality |
2.4884 |
0.0002 |
0.0006 |
alpha_QUALITY |
| 2025-04-03 |
2025-04-04 |
ind_healthcare_equipment_supplies |
-0.0771 |
0.0024 |
-0.0002 |
tilt_INDUSTRY |
| 2025-04-03 |
2025-04-04 |
ind_electronic_equipment |
-0.0177 |
-0.0002 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-03 |
2025-04-04 |
momentum |
0.2858 |
0.0004 |
0.0001 |
alpha_MOMENTUM |
| 2025-04-03 |
2025-04-04 |
ind_coal |
-0.0446 |
-0.0034 |
0.0001 |
tilt_INDUSTRY |
| 2025-04-03 |
2025-04-04 |
market |
-0.0395 |
-0.0047 |
0.0002 |
risk_exposure |
| 2025-04-03 |
2025-04-04 |
ind_banking_services |
0.1121 |
-0.0039 |
-0.0004 |
tilt_INDUSTRY |
| 2025-04-03 |
2025-04-04 |
country_HK |
0.0070 |
0.0069 |
0.0000 |
tilt_COUNTRY |
| 2025-04-03 |
2025-04-04 |
ind_oil_gas_equipment_services |
-0.0155 |
-0.0033 |
0.0001 |
tilt_INDUSTRY |
| 2025-04-03 |
2025-04-04 |
ind_freight_logistics |
0.0615 |
0.0033 |
0.0002 |
tilt_INDUSTRY |
| 2025-04-03 |
2025-04-04 |
specret |
NaN |
NaN |
-0.0059 |
unexplained |
| 2025-04-03 |
2025-04-04 |
ind_consumer_goods_conglomerates |
0.0105 |
-0.0174 |
-0.0002 |
tilt_INDUSTRY |
| 2025-04-03 |
2025-04-04 |
ind_household_goods |
0.0228 |
-0.0018 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-03 |
2025-04-04 |
ind_healthcare_providers_services |
0.0302 |
0.0141 |
0.0004 |
tilt_INDUSTRY |
| 2025-04-03 |
2025-04-04 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-04-03 |
2025-04-04 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-04-03 |
2025-04-04 |
ind_hotels_entertainment |
-0.0688 |
0.0060 |
-0.0004 |
tilt_INDUSTRY |
| 2025-04-03 |
2025-04-04 |
country_MY |
0.0086 |
-0.0095 |
-0.0001 |
tilt_COUNTRY |
| 2025-04-03 |
2025-04-04 |
ind_holding_companies |
0.0000 |
-0.0007 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-03 |
2025-04-04 |
size_LARGE |
0.0808 |
0.0009 |
0.0001 |
tilt_SIZE |
| 2025-04-03 |
2025-04-04 |
country_ID |
0.0515 |
0.0057 |
0.0003 |
tilt_COUNTRY |
| 2025-04-03 |
2025-04-04 |
country_SG |
-0.0560 |
-0.0204 |
0.0011 |
tilt_COUNTRY |
| 2025-04-03 |
2025-04-04 |
size_SMALL |
-0.0183 |
-0.0008 |
0.0000 |
tilt_SIZE |
| 2025-04-03 |
2025-04-04 |
ind_homebuilding_building_products |
-0.0345 |
0.0024 |
-0.0001 |
tilt_INDUSTRY |
| 2025-04-03 |
2025-04-04 |
ind_integrated_hardware_software |
0.0137 |
0.0013 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-03 |
2025-04-04 |
ind_natural_gas_utilities |
-0.0051 |
0.0055 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-03 |
2025-04-04 |
ind_software_it_services |
0.1419 |
0.0028 |
0.0004 |
tilt_INDUSTRY |
| 2025-04-03 |
2025-04-04 |
ind_specialty_reatil |
-0.0095 |
0.0072 |
-0.0001 |
tilt_INDUSTRY |
| 2025-04-03 |
2025-04-04 |
ind_paper_forestry |
-0.0097 |
0.0025 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-03 |
2025-04-04 |
value_gc |
1.5547 |
-0.0012 |
-0.0018 |
alpha_VALUE |
| 2025-04-03 |
2025-04-04 |
ind_water_utilities |
-0.0075 |
-0.0006 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-03 |
2025-04-04 |
country_TW |
-0.0855 |
0.0078 |
-0.0007 |
tilt_COUNTRY |
| 2025-04-03 |
2025-04-04 |
ind_computers_phones_household_electronics |
0.0938 |
-0.0017 |
-0.0002 |
tilt_INDUSTRY |
| 2025-04-03 |
2025-04-04 |
ind_commercial_services_supplies |
0.0669 |
0.0004 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-03 |
2025-04-04 |
ind_transportation_infrastructure |
-0.0508 |
0.0000 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-03 |
2025-04-04 |
revision |
0.8040 |
0.0000 |
0.0000 |
alpha_REVISION |
| 2025-04-03 |
2025-04-04 |
country_IN |
0.0546 |
-0.0244 |
-0.0013 |
tilt_COUNTRY |
| 2025-04-03 |
2025-04-04 |
neglect |
1.1335 |
0.0003 |
0.0004 |
alpha_VALUE |
| 2025-04-03 |
2025-04-04 |
ind_industrial_distribution |
-0.0000 |
-0.0017 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-03 |
2025-04-04 |
ind_construction_materials |
-0.0063 |
0.0067 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-03 |
2025-04-04 |
ind_uranium |
-0.0027 |
0.0280 |
-0.0001 |
tilt_INDUSTRY |
| 2025-04-03 |
2025-04-04 |
fmom |
0.8281 |
-0.0011 |
-0.0009 |
alpha_QUALITY |
| 2025-04-03 |
2025-04-04 |
ind_insurance |
0.0695 |
-0.0016 |
-0.0001 |
tilt_INDUSTRY |
| 2025-04-03 |
2025-04-04 |
ind_food_drug_retail |
-0.0385 |
0.0192 |
-0.0007 |
tilt_INDUSTRY |
| 2025-04-03 |
2025-04-04 |
ind_diversified_retail |
-0.0063 |
0.0060 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-03 |
2025-04-04 |
ind_metals_mining |
-0.1169 |
-0.0022 |
0.0003 |
tilt_INDUSTRY |
| 2025-04-03 |
2025-04-04 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-04-03 |
2025-04-04 |
ind_construction_engineering |
-0.0782 |
-0.0004 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-03 |
2025-04-04 |
ind_pharmaceuticals |
-0.1145 |
0.0004 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-03 |
2025-04-04 |
ind_passenger_transportation |
0.0715 |
0.0129 |
0.0009 |
tilt_INDUSTRY |
| 2025-04-03 |
2025-04-04 |
ind_leisure_products |
-0.0007 |
0.0019 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-03 |
2025-04-04 |
ind_food_tobacco |
0.0661 |
0.0072 |
0.0005 |
tilt_INDUSTRY |
| 2025-04-03 |
2025-04-04 |
pdiscrepancy |
NaN |
NaN |
0.0000 |
unexplained |
| 2025-04-03 |
2025-04-04 |
reversal |
1.0393 |
-0.0023 |
-0.0023 |
alpha_REVERSAL |
| 2025-04-03 |
2025-04-04 |
country_CN |
0.1163 |
0.0106 |
0.0012 |
tilt_COUNTRY |
| 2025-04-03 |
2025-04-04 |
ind_machinery |
0.0397 |
-0.0029 |
-0.0001 |
tilt_INDUSTRY |
| 2025-04-03 |
2025-04-04 |
ind_investment_services |
0.0677 |
-0.0023 |
-0.0002 |
tilt_INDUSTRY |
| 2025-04-03 |
2025-04-04 |
country_AU |
-0.0983 |
-0.0219 |
0.0022 |
tilt_COUNTRY |
| 2025-04-03 |
2025-04-04 |
ind_renewable_energy |
0.0156 |
0.0009 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-03 |
2025-04-04 |
size_MICRO |
-0.0088 |
-0.0038 |
0.0000 |
tilt_SIZE |
| 2025-04-03 |
2025-04-04 |
value_liq |
1.1049 |
-0.0006 |
-0.0006 |
alpha_VALUE |
| 2025-04-03 |
2025-04-04 |
ind_chemicals |
0.0352 |
-0.0008 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-03 |
2025-04-04 |
ind_office_equipment |
0.0006 |
-0.0057 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-03 |
2025-04-04 |
country_TH |
-0.0410 |
-0.0265 |
0.0011 |
tilt_COUNTRY |
| 2025-04-03 |
2025-04-04 |
ind_textiles_apparel |
-0.0388 |
-0.0005 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-03 |
2025-04-04 |
ind_multiline_utilities |
-0.0121 |
-0.0048 |
0.0001 |
tilt_INDUSTRY |
| 2025-04-03 |
2025-04-04 |
ind_automobile |
-0.0304 |
-0.0059 |
0.0002 |
tilt_INDUSTRY |
| 2025-04-03 |
2025-04-04 |
ind_fintech |
0.0034 |
-0.0012 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-03 |
2025-04-04 |
linkage |
0.7730 |
0.0003 |
0.0002 |
alpha_MOMENTUM |
| 2025-04-03 |
2025-04-04 |
ind_electric_utilities_ipps |
-0.0388 |
0.0017 |
-0.0001 |
tilt_INDUSTRY |
| 2025-04-04 |
2025-04-07 |
ind_banking_services |
0.1211 |
-0.0085 |
-0.0010 |
tilt_INDUSTRY |
| 2025-04-04 |
2025-04-07 |
ind_automobile |
-0.0301 |
-0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-04 |
2025-04-07 |
ind_aerospace_defense |
0.0001 |
0.0015 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-04 |
2025-04-07 |
reversal |
1.0923 |
-0.0051 |
-0.0056 |
alpha_REVERSAL |
| 2025-04-04 |
2025-04-07 |
ind_insurance |
0.0625 |
-0.0088 |
-0.0006 |
tilt_INDUSTRY |
| 2025-04-04 |
2025-04-07 |
ind_healthcare_equipment_supplies |
-0.0756 |
0.0022 |
-0.0002 |
tilt_INDUSTRY |
| 2025-04-04 |
2025-04-07 |
fcost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-04-04 |
2025-04-07 |
ind_homebuilding_building_products |
-0.0337 |
0.0273 |
-0.0009 |
tilt_INDUSTRY |
| 2025-04-04 |
2025-04-07 |
country_TH |
-0.0404 |
0.0456 |
-0.0018 |
tilt_COUNTRY |
| 2025-04-04 |
2025-04-07 |
ind_multiline_utilities |
-0.0116 |
0.0014 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-04 |
2025-04-07 |
ind_telecommunications_serices |
0.0352 |
0.0061 |
0.0002 |
tilt_INDUSTRY |
| 2025-04-04 |
2025-04-07 |
ind_uranium |
-0.0025 |
-0.0319 |
0.0001 |
tilt_INDUSTRY |
| 2025-04-04 |
2025-04-07 |
quality |
2.3518 |
0.0024 |
0.0057 |
alpha_QUALITY |
| 2025-04-04 |
2025-04-07 |
ind_consumer_goods_conglomerates |
0.0102 |
-0.0199 |
-0.0002 |
tilt_INDUSTRY |
| 2025-04-04 |
2025-04-07 |
country_AU |
-0.0957 |
0.0064 |
-0.0006 |
tilt_COUNTRY |
| 2025-04-04 |
2025-04-07 |
ind_transportation_infrastructure |
-0.0507 |
0.0027 |
-0.0001 |
tilt_INDUSTRY |
| 2025-04-04 |
2025-04-07 |
ind_chemicals |
0.0220 |
0.0020 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-04 |
2025-04-07 |
ind_passenger_transportation |
0.0689 |
0.0024 |
0.0002 |
tilt_INDUSTRY |
| 2025-04-04 |
2025-04-07 |
country_HK |
0.0190 |
-0.0169 |
-0.0003 |
tilt_COUNTRY |
| 2025-04-04 |
2025-04-07 |
specret |
NaN |
NaN |
-0.0022 |
unexplained |
| 2025-04-04 |
2025-04-07 |
ind_fintech |
0.0018 |
0.0353 |
0.0001 |
tilt_INDUSTRY |
| 2025-04-04 |
2025-04-07 |
ind_oil_gas |
-0.0027 |
-0.0202 |
0.0001 |
tilt_INDUSTRY |
| 2025-04-04 |
2025-04-07 |
ind_leisure_products |
-0.0007 |
-0.0054 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-04 |
2025-04-07 |
value_gc |
1.4814 |
-0.0021 |
-0.0031 |
alpha_VALUE |
| 2025-04-04 |
2025-04-07 |
pdiscrepancy |
NaN |
NaN |
0.0001 |
unexplained |
| 2025-04-04 |
2025-04-07 |
linearCost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-04-04 |
2025-04-07 |
fmom |
0.8441 |
-0.0003 |
-0.0003 |
alpha_QUALITY |
| 2025-04-04 |
2025-04-07 |
country_JP |
-0.0432 |
-0.0163 |
0.0007 |
tilt_COUNTRY |
| 2025-04-04 |
2025-04-07 |
ind_textiles_apparel |
-0.0339 |
0.0059 |
-0.0002 |
tilt_INDUSTRY |
| 2025-04-04 |
2025-04-07 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-04-04 |
2025-04-07 |
bcost |
NaN |
NaN |
-0.0011 |
cost |
| 2025-04-04 |
2025-04-07 |
linkage |
0.6518 |
-0.0001 |
-0.0000 |
alpha_MOMENTUM |
| 2025-04-04 |
2025-04-07 |
ind_electric_utilities_ipps |
-0.0363 |
0.0076 |
-0.0003 |
tilt_INDUSTRY |
| 2025-04-04 |
2025-04-07 |
ind_biotechnology |
0.0168 |
-0.0163 |
-0.0003 |
tilt_INDUSTRY |
| 2025-04-04 |
2025-04-07 |
country_PH |
0.0000 |
-0.0055 |
-0.0000 |
tilt_COUNTRY |
| 2025-04-04 |
2025-04-07 |
ind_coal |
-0.0439 |
-0.0044 |
0.0002 |
tilt_INDUSTRY |
| 2025-04-04 |
2025-04-07 |
ind_pharmaceuticals |
-0.1102 |
-0.0004 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-04 |
2025-04-07 |
ind_food_tobacco |
0.0703 |
0.0291 |
0.0020 |
tilt_INDUSTRY |
| 2025-04-04 |
2025-04-07 |
sbeta_market |
0.0286 |
-0.0624 |
-0.0018 |
risk_exposure |
| 2025-04-04 |
2025-04-07 |
value_liq |
1.0659 |
0.0033 |
0.0036 |
alpha_VALUE |
| 2025-04-04 |
2025-04-07 |
ind_investment_services |
0.0666 |
0.0079 |
0.0005 |
tilt_INDUSTRY |
| 2025-04-04 |
2025-04-07 |
ind_machinery |
0.0376 |
-0.0098 |
-0.0004 |
tilt_INDUSTRY |
| 2025-04-04 |
2025-04-07 |
ind_containers_packaging |
-0.0029 |
-0.0016 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-04 |
2025-04-07 |
country_CN |
0.0927 |
0.0136 |
0.0013 |
tilt_COUNTRY |
| 2025-04-04 |
2025-04-07 |
ind_industrial_distribution |
-0.0000 |
-0.0015 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-04 |
2025-04-07 |
ind_real_estate_operations |
0.0014 |
0.0177 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-04 |
2025-04-07 |
stability |
4.7072 |
0.0017 |
0.0078 |
alpha_QUALITY |
| 2025-04-04 |
2025-04-07 |
country_SG |
-0.0549 |
-0.0337 |
0.0018 |
tilt_COUNTRY |
| 2025-04-04 |
2025-04-07 |
ind_freight_logistics |
0.0601 |
-0.0058 |
-0.0003 |
tilt_INDUSTRY |
| 2025-04-04 |
2025-04-07 |
ind_oil_gas_equipment_services |
-0.0147 |
-0.0352 |
0.0005 |
tilt_INDUSTRY |
| 2025-04-04 |
2025-04-07 |
ind_construction_engineering |
-0.0750 |
0.0041 |
-0.0003 |
tilt_INDUSTRY |
| 2025-04-04 |
2025-04-07 |
ind_diversified_retail |
-0.0060 |
0.0065 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-04 |
2025-04-07 |
country_NZ |
-0.0175 |
-0.0096 |
0.0002 |
tilt_COUNTRY |
| 2025-04-04 |
2025-04-07 |
ind_food_drug_retail |
-0.0379 |
0.0085 |
-0.0003 |
tilt_INDUSTRY |
| 2025-04-04 |
2025-04-07 |
country_XH |
0.0913 |
-0.0271 |
-0.0025 |
tilt_COUNTRY |
| 2025-04-04 |
2025-04-07 |
ind_household_products_services |
-0.0377 |
0.0088 |
-0.0003 |
tilt_INDUSTRY |
| 2025-04-04 |
2025-04-07 |
ind_media_publishing |
-0.0287 |
0.0052 |
-0.0001 |
tilt_INDUSTRY |
| 2025-04-04 |
2025-04-07 |
neglect |
1.0257 |
0.0000 |
0.0000 |
alpha_VALUE |
| 2025-04-04 |
2025-04-07 |
sdiscrepancy |
NaN |
NaN |
0.0024 |
unexplained |
| 2025-04-04 |
2025-04-07 |
revision |
0.7901 |
-0.0013 |
-0.0010 |
alpha_REVISION |
| 2025-04-04 |
2025-04-07 |
ind_commercial_services_supplies |
0.0659 |
-0.0012 |
-0.0001 |
tilt_INDUSTRY |
| 2025-04-04 |
2025-04-07 |
ind_paper_forestry |
-0.0093 |
0.0156 |
-0.0001 |
tilt_INDUSTRY |
| 2025-04-04 |
2025-04-07 |
ind_communications_equipment |
-0.0033 |
-0.0022 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-04 |
2025-04-07 |
ind_water_utilities |
-0.0073 |
0.0111 |
-0.0001 |
tilt_INDUSTRY |
| 2025-04-04 |
2025-04-07 |
country_TW |
-0.0822 |
-0.0357 |
0.0029 |
tilt_COUNTRY |
| 2025-04-04 |
2025-04-07 |
ind_specialty_reatil |
-0.0082 |
0.0036 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-04 |
2025-04-07 |
momentum |
0.3094 |
-0.0013 |
-0.0004 |
alpha_MOMENTUM |
| 2025-04-04 |
2025-04-07 |
ind_electronic_equipment |
-0.0161 |
-0.0073 |
0.0001 |
tilt_INDUSTRY |
| 2025-04-04 |
2025-04-07 |
ind_integrated_hardware_software |
0.0129 |
-0.0049 |
-0.0001 |
tilt_INDUSTRY |
| 2025-04-04 |
2025-04-07 |
ind_semiconductors |
-0.0245 |
-0.0071 |
0.0002 |
tilt_INDUSTRY |
| 2025-04-04 |
2025-04-07 |
ind_renewable_energy |
0.0186 |
-0.0141 |
-0.0003 |
tilt_INDUSTRY |
| 2025-04-04 |
2025-04-07 |
size_MID |
-0.0902 |
0.0047 |
-0.0004 |
tilt_SIZE |
| 2025-04-04 |
2025-04-07 |
ind_healthcare_providers_services |
0.0287 |
0.0080 |
0.0002 |
tilt_INDUSTRY |
| 2025-04-04 |
2025-04-07 |
ind_natural_gas_utilities |
-0.0046 |
0.0091 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-04 |
2025-04-07 |
size_LARGE |
0.0768 |
0.0039 |
0.0003 |
tilt_SIZE |
| 2025-04-04 |
2025-04-07 |
ind_metals_mining |
-0.1161 |
-0.0009 |
0.0001 |
tilt_INDUSTRY |
| 2025-04-04 |
2025-04-07 |
country_IN |
0.0568 |
0.0095 |
0.0005 |
tilt_COUNTRY |
| 2025-04-04 |
2025-04-07 |
ind_household_goods |
0.0146 |
-0.0131 |
-0.0002 |
tilt_INDUSTRY |
| 2025-04-04 |
2025-04-07 |
size_MICRO |
-0.0079 |
-0.0141 |
0.0001 |
tilt_SIZE |
| 2025-04-04 |
2025-04-07 |
market |
-0.0308 |
-0.0275 |
0.0008 |
risk_exposure |
| 2025-04-04 |
2025-04-07 |
ind_software_it_services |
0.1384 |
0.0017 |
0.0002 |
tilt_INDUSTRY |
| 2025-04-04 |
2025-04-07 |
ind_office_equipment |
0.0006 |
-0.0053 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-04 |
2025-04-07 |
ind_construction_materials |
-0.0060 |
0.0167 |
-0.0001 |
tilt_INDUSTRY |
| 2025-04-04 |
2025-04-07 |
ind_holding_companies |
0.0000 |
-0.0159 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-04 |
2025-04-07 |
ind_beverages |
-0.0811 |
0.0472 |
-0.0038 |
tilt_INDUSTRY |
| 2025-04-04 |
2025-04-07 |
size_SMALL |
-0.0095 |
-0.0081 |
0.0001 |
tilt_SIZE |
| 2025-04-04 |
2025-04-07 |
country_ID |
0.0515 |
0.0360 |
0.0019 |
tilt_COUNTRY |
| 2025-04-04 |
2025-04-07 |
country_MY |
0.0084 |
-0.0149 |
-0.0001 |
tilt_COUNTRY |
| 2025-04-04 |
2025-04-07 |
ind_hotels_entertainment |
-0.0665 |
0.0086 |
-0.0006 |
tilt_INDUSTRY |
| 2025-04-04 |
2025-04-07 |
country_KR |
-0.0167 |
0.0030 |
-0.0000 |
tilt_COUNTRY |
| 2025-04-04 |
2025-04-07 |
ind_computers_phones_household_electronics |
0.0927 |
-0.0041 |
-0.0004 |
tilt_INDUSTRY |
| 2025-04-07 |
2025-04-08 |
ind_commercial_services_supplies |
0.0664 |
0.0018 |
0.0001 |
tilt_INDUSTRY |
| 2025-04-07 |
2025-04-08 |
ind_transportation_infrastructure |
-0.0541 |
0.0176 |
-0.0010 |
tilt_INDUSTRY |
| 2025-04-07 |
2025-04-08 |
ind_household_goods |
-0.0044 |
-0.0021 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-07 |
2025-04-08 |
ind_household_products_services |
-0.0371 |
-0.0004 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-07 |
2025-04-08 |
ind_uranium |
-0.0026 |
0.0269 |
-0.0001 |
tilt_INDUSTRY |
| 2025-04-07 |
2025-04-08 |
revision |
0.8040 |
0.0003 |
0.0002 |
alpha_REVISION |
| 2025-04-07 |
2025-04-08 |
ind_fintech |
-0.0003 |
-0.0059 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-07 |
2025-04-08 |
ind_water_utilities |
-0.0074 |
0.0205 |
-0.0002 |
tilt_INDUSTRY |
| 2025-04-07 |
2025-04-08 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-04-07 |
2025-04-08 |
ind_homebuilding_building_products |
-0.0340 |
-0.0101 |
0.0003 |
tilt_INDUSTRY |
| 2025-04-07 |
2025-04-08 |
neglect |
0.9626 |
-0.0012 |
-0.0012 |
alpha_VALUE |
| 2025-04-07 |
2025-04-08 |
country_IN |
0.0567 |
0.0094 |
0.0005 |
tilt_COUNTRY |
| 2025-04-07 |
2025-04-08 |
ind_specialty_reatil |
-0.0069 |
0.0025 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-07 |
2025-04-08 |
country_TW |
-0.0794 |
-0.0652 |
0.0052 |
tilt_COUNTRY |
| 2025-04-07 |
2025-04-08 |
ind_media_publishing |
-0.0289 |
-0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-07 |
2025-04-08 |
country_HK |
0.0453 |
-0.0118 |
-0.0005 |
tilt_COUNTRY |
| 2025-04-07 |
2025-04-08 |
ind_integrated_hardware_software |
0.0127 |
-0.0186 |
-0.0002 |
tilt_INDUSTRY |
| 2025-04-07 |
2025-04-08 |
size_SMALL |
0.0076 |
-0.0026 |
-0.0000 |
tilt_SIZE |
| 2025-04-07 |
2025-04-08 |
ind_pharmaceuticals |
-0.1088 |
0.0049 |
-0.0005 |
tilt_INDUSTRY |
| 2025-04-07 |
2025-04-08 |
ind_paper_forestry |
-0.0094 |
-0.0050 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-07 |
2025-04-08 |
ind_consumer_goods_conglomerates |
0.0096 |
0.0347 |
0.0003 |
tilt_INDUSTRY |
| 2025-04-07 |
2025-04-08 |
ind_food_drug_retail |
-0.0381 |
0.0037 |
-0.0001 |
tilt_INDUSTRY |
| 2025-04-07 |
2025-04-08 |
fmom |
0.9147 |
0.0012 |
0.0011 |
alpha_QUALITY |
| 2025-04-07 |
2025-04-08 |
country_MY |
0.0082 |
-0.0116 |
-0.0001 |
tilt_COUNTRY |
| 2025-04-07 |
2025-04-08 |
value_gc |
1.4606 |
0.0032 |
0.0047 |
alpha_VALUE |
| 2025-04-07 |
2025-04-08 |
ind_computers_phones_household_electronics |
0.0976 |
-0.0281 |
-0.0027 |
tilt_INDUSTRY |
| 2025-04-07 |
2025-04-08 |
ind_leisure_products |
-0.0006 |
-0.0036 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-07 |
2025-04-08 |
ind_healthcare_equipment_supplies |
-0.0792 |
0.0046 |
-0.0004 |
tilt_INDUSTRY |
| 2025-04-07 |
2025-04-08 |
ind_passenger_transportation |
0.0693 |
-0.0050 |
-0.0003 |
tilt_INDUSTRY |
| 2025-04-07 |
2025-04-08 |
ind_insurance |
0.0558 |
0.0067 |
0.0004 |
tilt_INDUSTRY |
| 2025-04-07 |
2025-04-08 |
country_TH |
-0.0376 |
-0.0658 |
0.0025 |
tilt_COUNTRY |
| 2025-04-07 |
2025-04-08 |
ind_automobile |
-0.0267 |
-0.0140 |
0.0004 |
tilt_INDUSTRY |
| 2025-04-07 |
2025-04-08 |
ind_chemicals |
0.0072 |
0.0040 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-07 |
2025-04-08 |
ind_metals_mining |
-0.1257 |
-0.0066 |
0.0008 |
tilt_INDUSTRY |
| 2025-04-07 |
2025-04-08 |
ind_diversified_retail |
-0.0062 |
0.0144 |
-0.0001 |
tilt_INDUSTRY |
| 2025-04-07 |
2025-04-08 |
country_AU |
-0.0972 |
0.0130 |
-0.0013 |
tilt_COUNTRY |
| 2025-04-07 |
2025-04-08 |
size_MICRO |
-0.0037 |
-0.0058 |
0.0000 |
tilt_SIZE |
| 2025-04-07 |
2025-04-08 |
ind_natural_gas_utilities |
-0.0039 |
-0.0045 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-07 |
2025-04-08 |
specret |
NaN |
NaN |
-0.0034 |
unexplained |
| 2025-04-07 |
2025-04-08 |
ind_construction_engineering |
-0.0702 |
0.0116 |
-0.0008 |
tilt_INDUSTRY |
| 2025-04-07 |
2025-04-08 |
ind_multiline_utilities |
-0.0117 |
0.0026 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-07 |
2025-04-08 |
ind_construction_materials |
-0.0057 |
0.0162 |
-0.0001 |
tilt_INDUSTRY |
| 2025-04-07 |
2025-04-08 |
ind_banking_services |
0.1261 |
0.0088 |
0.0011 |
tilt_INDUSTRY |
| 2025-04-07 |
2025-04-08 |
reversal |
1.0473 |
0.0084 |
0.0087 |
alpha_REVERSAL |
| 2025-04-07 |
2025-04-08 |
ind_semiconductors |
-0.0214 |
-0.0083 |
0.0002 |
tilt_INDUSTRY |
| 2025-04-07 |
2025-04-08 |
country_SG |
-0.0525 |
-0.0200 |
0.0010 |
tilt_COUNTRY |
| 2025-04-07 |
2025-04-08 |
ind_holding_companies |
-0.0002 |
0.0000 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-07 |
2025-04-08 |
pdiscrepancy |
NaN |
NaN |
0.0000 |
unexplained |
| 2025-04-07 |
2025-04-08 |
country_NZ |
-0.0182 |
-0.0005 |
0.0000 |
tilt_COUNTRY |
| 2025-04-07 |
2025-04-08 |
ind_electric_utilities_ipps |
-0.0345 |
0.0060 |
-0.0002 |
tilt_INDUSTRY |
| 2025-04-07 |
2025-04-08 |
ind_software_it_services |
0.1397 |
-0.0043 |
-0.0006 |
tilt_INDUSTRY |
| 2025-04-07 |
2025-04-08 |
ind_textiles_apparel |
-0.0285 |
-0.0040 |
0.0001 |
tilt_INDUSTRY |
| 2025-04-07 |
2025-04-08 |
country_CN |
0.0481 |
-0.0036 |
-0.0002 |
tilt_COUNTRY |
| 2025-04-07 |
2025-04-08 |
linearCost |
NaN |
NaN |
-0.0004 |
cost |
| 2025-04-07 |
2025-04-08 |
ind_industrial_distribution |
-0.0002 |
0.0003 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-07 |
2025-04-08 |
market |
-0.0220 |
0.0049 |
-0.0001 |
risk_exposure |
| 2025-04-07 |
2025-04-08 |
ind_coal |
-0.0457 |
0.0219 |
-0.0010 |
tilt_INDUSTRY |
| 2025-04-07 |
2025-04-08 |
value_liq |
1.0850 |
-0.0006 |
-0.0007 |
alpha_VALUE |
| 2025-04-07 |
2025-04-08 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-04-07 |
2025-04-08 |
ind_containers_packaging |
-0.0031 |
-0.0073 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-07 |
2025-04-08 |
size_MID |
-0.0935 |
0.0002 |
-0.0000 |
tilt_SIZE |
| 2025-04-07 |
2025-04-08 |
country_KR |
-0.0254 |
-0.0087 |
0.0002 |
tilt_COUNTRY |
| 2025-04-07 |
2025-04-08 |
sbeta_market |
0.0428 |
0.0086 |
0.0004 |
risk_exposure |
| 2025-04-07 |
2025-04-08 |
size_LARGE |
0.0677 |
0.0034 |
0.0002 |
tilt_SIZE |
| 2025-04-07 |
2025-04-08 |
ind_communications_equipment |
0.0010 |
-0.0248 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-07 |
2025-04-08 |
ind_aerospace_defense |
-0.0030 |
0.0134 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-07 |
2025-04-08 |
ind_electronic_equipment |
-0.0120 |
-0.0299 |
0.0004 |
tilt_INDUSTRY |
| 2025-04-07 |
2025-04-08 |
stability |
4.7359 |
-0.0008 |
-0.0036 |
alpha_QUALITY |
| 2025-04-07 |
2025-04-08 |
country_JP |
-0.0213 |
0.0450 |
-0.0010 |
tilt_COUNTRY |
| 2025-04-07 |
2025-04-08 |
country_PH |
0.0000 |
0.0174 |
0.0000 |
tilt_COUNTRY |
| 2025-04-07 |
2025-04-08 |
country_XH |
0.1021 |
0.0086 |
0.0009 |
tilt_COUNTRY |
| 2025-04-07 |
2025-04-08 |
ind_biotechnology |
0.0135 |
0.0050 |
0.0001 |
tilt_INDUSTRY |
| 2025-04-07 |
2025-04-08 |
ind_healthcare_providers_services |
0.0283 |
0.0155 |
0.0004 |
tilt_INDUSTRY |
| 2025-04-07 |
2025-04-08 |
impactCost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-04-07 |
2025-04-08 |
quality |
2.3246 |
-0.0003 |
-0.0007 |
alpha_QUALITY |
| 2025-04-07 |
2025-04-08 |
ind_beverages |
-0.0769 |
0.0072 |
-0.0006 |
tilt_INDUSTRY |
| 2025-04-07 |
2025-04-08 |
ind_freight_logistics |
0.0597 |
-0.0053 |
-0.0003 |
tilt_INDUSTRY |
| 2025-04-07 |
2025-04-08 |
ind_hotels_entertainment |
-0.0679 |
0.0059 |
-0.0004 |
tilt_INDUSTRY |
| 2025-04-07 |
2025-04-08 |
ind_oil_gas_equipment_services |
-0.0147 |
0.0029 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-07 |
2025-04-08 |
ind_real_estate_operations |
0.0010 |
0.0045 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-07 |
2025-04-08 |
momentum |
0.2925 |
0.0005 |
0.0001 |
alpha_MOMENTUM |
| 2025-04-07 |
2025-04-08 |
ind_machinery |
0.0475 |
-0.0076 |
-0.0004 |
tilt_INDUSTRY |
| 2025-04-07 |
2025-04-08 |
ind_renewable_energy |
0.0255 |
-0.0102 |
-0.0003 |
tilt_INDUSTRY |
| 2025-04-07 |
2025-04-08 |
ind_investment_services |
0.0692 |
0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-07 |
2025-04-08 |
ind_oil_gas |
-0.0018 |
0.0124 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-07 |
2025-04-08 |
ind_office_equipment |
0.0005 |
-0.0086 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-07 |
2025-04-08 |
ind_telecommunications_serices |
0.0360 |
0.0119 |
0.0004 |
tilt_INDUSTRY |
| 2025-04-07 |
2025-04-08 |
linkage |
0.5481 |
0.0003 |
0.0002 |
alpha_MOMENTUM |
| 2025-04-07 |
2025-04-08 |
sdiscrepancy |
NaN |
NaN |
-0.0007 |
unexplained |
| 2025-04-07 |
2025-04-08 |
ind_food_tobacco |
0.0831 |
0.0270 |
0.0022 |
tilt_INDUSTRY |
| 2025-04-07 |
2025-04-08 |
country_ID |
0.0490 |
-0.1191 |
-0.0058 |
tilt_COUNTRY |
| 2025-04-08 |
2025-04-09 |
ind_freight_logistics |
0.0620 |
0.0029 |
0.0002 |
tilt_INDUSTRY |
| 2025-04-08 |
2025-04-09 |
ind_media_publishing |
-0.0281 |
0.0055 |
-0.0002 |
tilt_INDUSTRY |
| 2025-04-08 |
2025-04-09 |
ind_textiles_apparel |
-0.0267 |
-0.0040 |
0.0001 |
tilt_INDUSTRY |
| 2025-04-08 |
2025-04-09 |
stability |
4.9167 |
0.0011 |
0.0056 |
alpha_QUALITY |
| 2025-04-08 |
2025-04-09 |
impactCost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-04-08 |
2025-04-09 |
country_PH |
0.0000 |
0.0028 |
0.0000 |
tilt_COUNTRY |
| 2025-04-08 |
2025-04-09 |
ind_diversified_retail |
-0.0070 |
0.0097 |
-0.0001 |
tilt_INDUSTRY |
| 2025-04-08 |
2025-04-09 |
ind_office_equipment |
0.0005 |
0.0009 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-08 |
2025-04-09 |
ind_metals_mining |
-0.1380 |
-0.0071 |
0.0010 |
tilt_INDUSTRY |
| 2025-04-08 |
2025-04-09 |
country_SG |
-0.0493 |
-0.0069 |
0.0003 |
tilt_COUNTRY |
| 2025-04-08 |
2025-04-09 |
value_gc |
1.4895 |
-0.0009 |
-0.0013 |
alpha_VALUE |
| 2025-04-08 |
2025-04-09 |
ind_biotechnology |
0.0117 |
-0.0122 |
-0.0001 |
tilt_INDUSTRY |
| 2025-04-08 |
2025-04-09 |
linkage |
0.4818 |
0.0001 |
0.0000 |
alpha_MOMENTUM |
| 2025-04-08 |
2025-04-09 |
country_TH |
-0.0266 |
0.0285 |
-0.0008 |
tilt_COUNTRY |
| 2025-04-08 |
2025-04-09 |
ind_oil_gas_equipment_services |
-0.0145 |
-0.0054 |
0.0001 |
tilt_INDUSTRY |
| 2025-04-08 |
2025-04-09 |
ind_healthcare_providers_services |
0.0286 |
0.0075 |
0.0002 |
tilt_INDUSTRY |
| 2025-04-08 |
2025-04-09 |
ind_computers_phones_household_electronics |
0.1058 |
-0.0022 |
-0.0002 |
tilt_INDUSTRY |
| 2025-04-08 |
2025-04-09 |
size_SMALL |
0.0134 |
0.0004 |
0.0000 |
tilt_SIZE |
| 2025-04-08 |
2025-04-09 |
ind_healthcare_equipment_supplies |
-0.0792 |
-0.0077 |
0.0006 |
tilt_INDUSTRY |
| 2025-04-08 |
2025-04-09 |
ind_natural_gas_utilities |
-0.0037 |
0.0089 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-08 |
2025-04-09 |
sdiscrepancy |
NaN |
NaN |
-0.0001 |
unexplained |
| 2025-04-08 |
2025-04-09 |
ind_household_products_services |
-0.0392 |
0.0150 |
-0.0006 |
tilt_INDUSTRY |
| 2025-04-08 |
2025-04-09 |
sbeta_market |
0.0657 |
0.0136 |
0.0009 |
risk_exposure |
| 2025-04-08 |
2025-04-09 |
ind_communications_equipment |
0.0046 |
0.0028 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-08 |
2025-04-09 |
ind_household_goods |
-0.0174 |
-0.0090 |
0.0002 |
tilt_INDUSTRY |
| 2025-04-08 |
2025-04-09 |
ind_commercial_services_supplies |
0.0688 |
0.0016 |
0.0001 |
tilt_INDUSTRY |
| 2025-04-08 |
2025-04-09 |
country_CN |
0.0272 |
0.0180 |
0.0005 |
tilt_COUNTRY |
| 2025-04-08 |
2025-04-09 |
ind_industrial_distribution |
-0.0004 |
0.0027 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-08 |
2025-04-09 |
revision |
0.7984 |
0.0008 |
0.0007 |
alpha_REVISION |
| 2025-04-08 |
2025-04-09 |
ind_paper_forestry |
-0.0100 |
0.0005 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-08 |
2025-04-09 |
country_ID |
0.0465 |
0.0117 |
0.0005 |
tilt_COUNTRY |
| 2025-04-08 |
2025-04-09 |
neglect |
0.9219 |
0.0018 |
0.0016 |
alpha_VALUE |
| 2025-04-08 |
2025-04-09 |
country_NZ |
-0.0184 |
0.0040 |
-0.0001 |
tilt_COUNTRY |
| 2025-04-08 |
2025-04-09 |
market |
-0.0089 |
-0.0186 |
0.0002 |
risk_exposure |
| 2025-04-08 |
2025-04-09 |
ind_specialty_reatil |
-0.0057 |
0.0139 |
-0.0001 |
tilt_INDUSTRY |
| 2025-04-08 |
2025-04-09 |
fmom |
0.9981 |
-0.0018 |
-0.0018 |
alpha_QUALITY |
| 2025-04-08 |
2025-04-09 |
ind_machinery |
0.0419 |
-0.0021 |
-0.0001 |
tilt_INDUSTRY |
| 2025-04-08 |
2025-04-09 |
ind_automobile |
-0.0240 |
-0.0043 |
0.0001 |
tilt_INDUSTRY |
| 2025-04-08 |
2025-04-09 |
ind_food_drug_retail |
-0.0377 |
0.0264 |
-0.0010 |
tilt_INDUSTRY |
| 2025-04-08 |
2025-04-09 |
momentum |
0.2756 |
0.0018 |
0.0005 |
alpha_MOMENTUM |
| 2025-04-08 |
2025-04-09 |
ind_beverages |
-0.0732 |
0.0051 |
-0.0004 |
tilt_INDUSTRY |
| 2025-04-08 |
2025-04-09 |
ind_containers_packaging |
-0.0033 |
0.0075 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-08 |
2025-04-09 |
ind_semiconductors |
-0.0225 |
0.0021 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-08 |
2025-04-09 |
ind_water_utilities |
-0.0073 |
0.0011 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-08 |
2025-04-09 |
ind_construction_materials |
-0.0056 |
0.0152 |
-0.0001 |
tilt_INDUSTRY |
| 2025-04-08 |
2025-04-09 |
ind_renewable_energy |
0.0299 |
-0.0121 |
-0.0004 |
tilt_INDUSTRY |
| 2025-04-08 |
2025-04-09 |
size_MID |
-0.0912 |
0.0018 |
-0.0002 |
tilt_SIZE |
| 2025-04-08 |
2025-04-09 |
ind_construction_engineering |
-0.0653 |
0.0081 |
-0.0005 |
tilt_INDUSTRY |
| 2025-04-08 |
2025-04-09 |
ind_food_tobacco |
0.0956 |
0.0077 |
0.0007 |
tilt_INDUSTRY |
| 2025-04-08 |
2025-04-09 |
ind_software_it_services |
0.1396 |
0.0057 |
0.0008 |
tilt_INDUSTRY |
| 2025-04-08 |
2025-04-09 |
country_MY |
0.0082 |
-0.0190 |
-0.0002 |
tilt_COUNTRY |
| 2025-04-08 |
2025-04-09 |
ind_insurance |
0.0546 |
-0.0079 |
-0.0004 |
tilt_INDUSTRY |
| 2025-04-08 |
2025-04-09 |
country_TW |
-0.0788 |
-0.0728 |
0.0057 |
tilt_COUNTRY |
| 2025-04-08 |
2025-04-09 |
country_KR |
-0.0341 |
-0.0123 |
0.0004 |
tilt_COUNTRY |
| 2025-04-08 |
2025-04-09 |
ind_oil_gas |
0.0005 |
-0.0111 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-08 |
2025-04-09 |
size_MICRO |
-0.0000 |
-0.0022 |
0.0000 |
tilt_SIZE |
| 2025-04-08 |
2025-04-09 |
specret |
NaN |
NaN |
0.0051 |
unexplained |
| 2025-04-08 |
2025-04-09 |
ind_telecommunications_serices |
0.0373 |
0.0206 |
0.0008 |
tilt_INDUSTRY |
| 2025-04-08 |
2025-04-09 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-04-08 |
2025-04-09 |
reversal |
1.0899 |
-0.0052 |
-0.0056 |
alpha_REVERSAL |
| 2025-04-08 |
2025-04-09 |
ind_coal |
-0.0487 |
-0.0091 |
0.0004 |
tilt_INDUSTRY |
| 2025-04-08 |
2025-04-09 |
ind_transportation_infrastructure |
-0.0573 |
0.0152 |
-0.0009 |
tilt_INDUSTRY |
| 2025-04-08 |
2025-04-09 |
value_liq |
1.0757 |
-0.0020 |
-0.0022 |
alpha_VALUE |
| 2025-04-08 |
2025-04-09 |
ind_investment_services |
0.0746 |
-0.0018 |
-0.0001 |
tilt_INDUSTRY |
| 2025-04-08 |
2025-04-09 |
linearCost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-04-08 |
2025-04-09 |
country_IN |
0.0577 |
0.0058 |
0.0003 |
tilt_COUNTRY |
| 2025-04-08 |
2025-04-09 |
ind_holding_companies |
-0.0006 |
0.0046 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-08 |
2025-04-09 |
ind_fintech |
-0.0013 |
-0.0020 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-08 |
2025-04-09 |
ind_electric_utilities_ipps |
-0.0332 |
0.0000 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-08 |
2025-04-09 |
ind_banking_services |
0.1363 |
-0.0015 |
-0.0002 |
tilt_INDUSTRY |
| 2025-04-08 |
2025-04-09 |
pdiscrepancy |
NaN |
NaN |
-0.0001 |
unexplained |
| 2025-04-08 |
2025-04-09 |
ind_real_estate_operations |
0.0005 |
0.0051 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-08 |
2025-04-09 |
ind_consumer_goods_conglomerates |
0.0092 |
-0.0037 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-08 |
2025-04-09 |
ind_multiline_utilities |
-0.0121 |
0.0090 |
-0.0001 |
tilt_INDUSTRY |
| 2025-04-08 |
2025-04-09 |
size_LARGE |
0.0690 |
-0.0034 |
-0.0002 |
tilt_SIZE |
| 2025-04-08 |
2025-04-09 |
country_AU |
-0.0984 |
-0.0108 |
0.0011 |
tilt_COUNTRY |
| 2025-04-08 |
2025-04-09 |
ind_leisure_products |
-0.0005 |
-0.0088 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-08 |
2025-04-09 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-04-08 |
2025-04-09 |
ind_aerospace_defense |
-0.0026 |
0.0267 |
-0.0001 |
tilt_INDUSTRY |
| 2025-04-08 |
2025-04-09 |
ind_uranium |
-0.0028 |
-0.0217 |
0.0001 |
tilt_INDUSTRY |
| 2025-04-08 |
2025-04-09 |
country_XH |
0.1229 |
0.0164 |
0.0020 |
tilt_COUNTRY |
| 2025-04-08 |
2025-04-09 |
ind_electronic_equipment |
-0.0110 |
-0.0108 |
0.0001 |
tilt_INDUSTRY |
| 2025-04-08 |
2025-04-09 |
ind_chemicals |
-0.0023 |
-0.0077 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-08 |
2025-04-09 |
ind_passenger_transportation |
0.0711 |
0.0182 |
0.0013 |
tilt_INDUSTRY |
| 2025-04-08 |
2025-04-09 |
country_HK |
0.0654 |
0.0045 |
0.0003 |
tilt_COUNTRY |
| 2025-04-08 |
2025-04-09 |
ind_hotels_entertainment |
-0.0699 |
0.0168 |
-0.0012 |
tilt_INDUSTRY |
| 2025-04-08 |
2025-04-09 |
ind_homebuilding_building_products |
-0.0351 |
0.0038 |
-0.0001 |
tilt_INDUSTRY |
| 2025-04-08 |
2025-04-09 |
ind_pharmaceuticals |
-0.1091 |
-0.0129 |
0.0014 |
tilt_INDUSTRY |
| 2025-04-08 |
2025-04-09 |
country_JP |
-0.0312 |
-0.0215 |
0.0007 |
tilt_COUNTRY |
| 2025-04-08 |
2025-04-09 |
quality |
2.4196 |
-0.0001 |
-0.0002 |
alpha_QUALITY |
| 2025-04-08 |
2025-04-09 |
ind_integrated_hardware_software |
0.0134 |
0.0025 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-09 |
2025-04-10 |
ind_textiles_apparel |
-0.0234 |
0.0064 |
-0.0001 |
tilt_INDUSTRY |
| 2025-04-09 |
2025-04-10 |
ind_food_tobacco |
0.1014 |
-0.0115 |
-0.0012 |
tilt_INDUSTRY |
| 2025-04-09 |
2025-04-10 |
country_TW |
-0.0793 |
0.0569 |
-0.0045 |
tilt_COUNTRY |
| 2025-04-09 |
2025-04-10 |
ind_oil_gas |
0.0055 |
-0.0006 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-09 |
2025-04-10 |
ind_electric_utilities_ipps |
-0.0317 |
-0.0072 |
0.0002 |
tilt_INDUSTRY |
| 2025-04-09 |
2025-04-10 |
country_IN |
0.0542 |
-0.0243 |
-0.0013 |
tilt_COUNTRY |
| 2025-04-09 |
2025-04-10 |
value_gc |
1.4345 |
0.0003 |
0.0004 |
alpha_VALUE |
| 2025-04-09 |
2025-04-10 |
country_SG |
-0.0444 |
0.0261 |
-0.0012 |
tilt_COUNTRY |
| 2025-04-09 |
2025-04-10 |
ind_investment_services |
0.0752 |
-0.0050 |
-0.0004 |
tilt_INDUSTRY |
| 2025-04-09 |
2025-04-10 |
linkage |
0.3828 |
0.0010 |
0.0004 |
alpha_MOMENTUM |
| 2025-04-09 |
2025-04-10 |
ind_pharmaceuticals |
-0.1034 |
-0.0016 |
0.0002 |
tilt_INDUSTRY |
| 2025-04-09 |
2025-04-10 |
ind_telecommunications_serices |
0.0419 |
-0.0103 |
-0.0004 |
tilt_INDUSTRY |
| 2025-04-09 |
2025-04-10 |
value_liq |
0.9891 |
-0.0012 |
-0.0012 |
alpha_VALUE |
| 2025-04-09 |
2025-04-10 |
sdiscrepancy |
NaN |
NaN |
0.0001 |
unexplained |
| 2025-04-09 |
2025-04-10 |
size_SMALL |
-0.0005 |
-0.0006 |
0.0000 |
tilt_SIZE |
| 2025-04-09 |
2025-04-10 |
ind_water_utilities |
-0.0069 |
-0.0059 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-09 |
2025-04-10 |
ind_integrated_hardware_software |
0.0129 |
0.0004 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-09 |
2025-04-10 |
ind_machinery |
0.0148 |
0.0063 |
0.0001 |
tilt_INDUSTRY |
| 2025-04-09 |
2025-04-10 |
country_MY |
0.0078 |
0.0276 |
0.0002 |
tilt_COUNTRY |
| 2025-04-09 |
2025-04-10 |
ind_real_estate_operations |
-0.0023 |
-0.0029 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-09 |
2025-04-10 |
impactCost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-04-09 |
2025-04-10 |
ind_hotels_entertainment |
-0.0680 |
-0.0100 |
0.0007 |
tilt_INDUSTRY |
| 2025-04-09 |
2025-04-10 |
ind_freight_logistics |
0.0577 |
0.0055 |
0.0003 |
tilt_INDUSTRY |
| 2025-04-09 |
2025-04-10 |
quality |
2.4126 |
-0.0001 |
-0.0002 |
alpha_QUALITY |
| 2025-04-09 |
2025-04-10 |
ind_healthcare_providers_services |
0.0269 |
-0.0124 |
-0.0003 |
tilt_INDUSTRY |
| 2025-04-09 |
2025-04-10 |
country_XH |
0.1304 |
-0.0222 |
-0.0029 |
tilt_COUNTRY |
| 2025-04-09 |
2025-04-10 |
ind_biotechnology |
0.0110 |
0.0102 |
0.0001 |
tilt_INDUSTRY |
| 2025-04-09 |
2025-04-10 |
country_PH |
0.0000 |
-0.0096 |
-0.0000 |
tilt_COUNTRY |
| 2025-04-09 |
2025-04-10 |
country_JP |
-0.0487 |
0.0410 |
-0.0020 |
tilt_COUNTRY |
| 2025-04-09 |
2025-04-10 |
ind_oil_gas_equipment_services |
-0.0132 |
0.0189 |
-0.0002 |
tilt_INDUSTRY |
| 2025-04-09 |
2025-04-10 |
ind_aerospace_defense |
-0.0030 |
-0.0083 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-09 |
2025-04-10 |
stability |
4.8091 |
-0.0015 |
-0.0073 |
alpha_QUALITY |
| 2025-04-09 |
2025-04-10 |
sbeta_market |
0.0305 |
0.0148 |
0.0005 |
risk_exposure |
| 2025-04-09 |
2025-04-10 |
country_ID |
0.0442 |
0.0397 |
0.0018 |
tilt_COUNTRY |
| 2025-04-09 |
2025-04-10 |
ind_electronic_equipment |
-0.0154 |
0.0127 |
-0.0002 |
tilt_INDUSTRY |
| 2025-04-09 |
2025-04-10 |
country_KR |
-0.0447 |
0.0338 |
-0.0015 |
tilt_COUNTRY |
| 2025-04-09 |
2025-04-10 |
ind_containers_packaging |
-0.0037 |
-0.0057 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-09 |
2025-04-10 |
ind_renewable_energy |
0.0293 |
-0.0018 |
-0.0001 |
tilt_INDUSTRY |
| 2025-04-09 |
2025-04-10 |
ind_office_equipment |
0.0005 |
0.0152 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-09 |
2025-04-10 |
momentum |
0.2625 |
-0.0004 |
-0.0001 |
alpha_MOMENTUM |
| 2025-04-09 |
2025-04-10 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-04-09 |
2025-04-10 |
linearCost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-04-09 |
2025-04-10 |
market |
-0.0406 |
0.0209 |
-0.0008 |
risk_exposure |
| 2025-04-09 |
2025-04-10 |
ind_industrial_distribution |
-0.0011 |
0.0071 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-09 |
2025-04-10 |
country_CN |
0.0009 |
-0.0242 |
-0.0000 |
tilt_COUNTRY |
| 2025-04-09 |
2025-04-10 |
ind_banking_services |
0.1327 |
-0.0010 |
-0.0001 |
tilt_INDUSTRY |
| 2025-04-09 |
2025-04-10 |
ind_communications_equipment |
0.0050 |
0.0023 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-09 |
2025-04-10 |
size_LARGE |
0.0626 |
0.0030 |
0.0002 |
tilt_SIZE |
| 2025-04-09 |
2025-04-10 |
size_MID |
-0.1000 |
-0.0016 |
0.0002 |
tilt_SIZE |
| 2025-04-09 |
2025-04-10 |
ind_coal |
-0.0469 |
-0.0085 |
0.0004 |
tilt_INDUSTRY |
| 2025-04-09 |
2025-04-10 |
ind_beverages |
-0.0682 |
-0.0189 |
0.0013 |
tilt_INDUSTRY |
| 2025-04-09 |
2025-04-10 |
ind_software_it_services |
0.1238 |
-0.0037 |
-0.0005 |
tilt_INDUSTRY |
| 2025-04-09 |
2025-04-10 |
revision |
0.7945 |
0.0001 |
0.0001 |
alpha_REVISION |
| 2025-04-09 |
2025-04-10 |
ind_natural_gas_utilities |
-0.0028 |
-0.0089 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-09 |
2025-04-10 |
ind_media_publishing |
-0.0271 |
-0.0010 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-09 |
2025-04-10 |
ind_holding_companies |
-0.0016 |
0.0100 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-09 |
2025-04-10 |
ind_commercial_services_supplies |
0.0672 |
-0.0038 |
-0.0003 |
tilt_INDUSTRY |
| 2025-04-09 |
2025-04-10 |
ind_insurance |
0.0509 |
-0.0027 |
-0.0001 |
tilt_INDUSTRY |
| 2025-04-09 |
2025-04-10 |
ind_fintech |
-0.0020 |
-0.0200 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-09 |
2025-04-10 |
ind_diversified_retail |
-0.0096 |
-0.0071 |
0.0001 |
tilt_INDUSTRY |
| 2025-04-09 |
2025-04-10 |
ind_household_goods |
-0.0191 |
0.0127 |
-0.0002 |
tilt_INDUSTRY |
| 2025-04-09 |
2025-04-10 |
size_MICRO |
-0.0027 |
0.0064 |
-0.0000 |
tilt_SIZE |
| 2025-04-09 |
2025-04-10 |
neglect |
0.8492 |
-0.0013 |
-0.0011 |
alpha_VALUE |
| 2025-04-09 |
2025-04-10 |
ind_automobile |
-0.0229 |
0.0064 |
-0.0001 |
tilt_INDUSTRY |
| 2025-04-09 |
2025-04-10 |
ind_food_drug_retail |
-0.0364 |
-0.0121 |
0.0004 |
tilt_INDUSTRY |
| 2025-04-09 |
2025-04-10 |
ind_chemicals |
-0.0062 |
0.0010 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-09 |
2025-04-10 |
ind_metals_mining |
-0.1446 |
0.0082 |
-0.0012 |
tilt_INDUSTRY |
| 2025-04-09 |
2025-04-10 |
fmom |
0.9909 |
0.0015 |
0.0015 |
alpha_QUALITY |
| 2025-04-09 |
2025-04-10 |
country_NZ |
-0.0184 |
0.0182 |
-0.0003 |
tilt_COUNTRY |
| 2025-04-09 |
2025-04-10 |
pdiscrepancy |
NaN |
NaN |
-0.0000 |
unexplained |
| 2025-04-09 |
2025-04-10 |
ind_passenger_transportation |
0.0698 |
-0.0093 |
-0.0006 |
tilt_INDUSTRY |
| 2025-04-09 |
2025-04-10 |
ind_semiconductors |
-0.0201 |
0.0055 |
-0.0001 |
tilt_INDUSTRY |
| 2025-04-09 |
2025-04-10 |
ind_multiline_utilities |
-0.0122 |
-0.0160 |
0.0002 |
tilt_INDUSTRY |
| 2025-04-09 |
2025-04-10 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-04-09 |
2025-04-10 |
country_HK |
0.0736 |
-0.0150 |
-0.0011 |
tilt_COUNTRY |
| 2025-04-09 |
2025-04-10 |
country_AU |
-0.0998 |
0.0237 |
-0.0024 |
tilt_COUNTRY |
| 2025-04-09 |
2025-04-10 |
ind_construction_engineering |
-0.0583 |
-0.0090 |
0.0005 |
tilt_INDUSTRY |
| 2025-04-09 |
2025-04-10 |
ind_homebuilding_building_products |
-0.0345 |
-0.0104 |
0.0004 |
tilt_INDUSTRY |
| 2025-04-09 |
2025-04-10 |
ind_leisure_products |
-0.0005 |
0.0123 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-09 |
2025-04-10 |
ind_specialty_reatil |
-0.0055 |
-0.0010 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-09 |
2025-04-10 |
ind_transportation_infrastructure |
-0.0604 |
-0.0097 |
0.0006 |
tilt_INDUSTRY |
| 2025-04-09 |
2025-04-10 |
ind_computers_phones_household_electronics |
0.1066 |
0.0101 |
0.0011 |
tilt_INDUSTRY |
| 2025-04-09 |
2025-04-10 |
ind_consumer_goods_conglomerates |
0.0091 |
0.0299 |
0.0003 |
tilt_INDUSTRY |
| 2025-04-09 |
2025-04-10 |
ind_household_products_services |
-0.0392 |
-0.0024 |
0.0001 |
tilt_INDUSTRY |
| 2025-04-09 |
2025-04-10 |
specret |
NaN |
NaN |
0.0024 |
unexplained |
| 2025-04-09 |
2025-04-10 |
ind_uranium |
-0.0028 |
0.0897 |
-0.0003 |
tilt_INDUSTRY |
| 2025-04-09 |
2025-04-10 |
reversal |
1.1245 |
0.0086 |
0.0097 |
alpha_REVERSAL |
| 2025-04-09 |
2025-04-10 |
ind_construction_materials |
-0.0054 |
-0.0066 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-09 |
2025-04-10 |
country_TH |
-0.0165 |
0.0177 |
-0.0003 |
tilt_COUNTRY |
| 2025-04-09 |
2025-04-10 |
ind_healthcare_equipment_supplies |
-0.0747 |
0.0014 |
-0.0001 |
tilt_INDUSTRY |
| 2025-04-09 |
2025-04-10 |
ind_paper_forestry |
-0.0095 |
-0.0056 |
0.0001 |
tilt_INDUSTRY |
| 2025-04-10 |
2025-04-11 |
size_MID |
-0.1066 |
0.0007 |
-0.0001 |
tilt_SIZE |
| 2025-04-10 |
2025-04-11 |
ind_diversified_retail |
-0.0113 |
-0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-10 |
2025-04-11 |
ind_chemicals |
-0.0100 |
-0.0012 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-10 |
2025-04-11 |
country_KR |
-0.0529 |
0.0006 |
-0.0000 |
tilt_COUNTRY |
| 2025-04-10 |
2025-04-11 |
ind_electronic_equipment |
-0.0179 |
0.0068 |
-0.0001 |
tilt_INDUSTRY |
| 2025-04-10 |
2025-04-11 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-04-10 |
2025-04-11 |
sbeta_market |
-0.0025 |
0.0029 |
-0.0000 |
risk_exposure |
| 2025-04-10 |
2025-04-11 |
value_gc |
1.3643 |
-0.0004 |
-0.0005 |
alpha_VALUE |
| 2025-04-10 |
2025-04-11 |
ind_leisure_products |
-0.0005 |
-0.0039 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-10 |
2025-04-11 |
quality |
2.3563 |
-0.0005 |
-0.0011 |
alpha_QUALITY |
| 2025-04-10 |
2025-04-11 |
country_XH |
0.1259 |
0.0155 |
0.0019 |
tilt_COUNTRY |
| 2025-04-10 |
2025-04-11 |
ind_computers_phones_household_electronics |
0.1049 |
0.0120 |
0.0013 |
tilt_INDUSTRY |
| 2025-04-10 |
2025-04-11 |
ind_healthcare_providers_services |
0.0223 |
-0.0092 |
-0.0002 |
tilt_INDUSTRY |
| 2025-04-10 |
2025-04-11 |
country_TH |
-0.0156 |
-0.0054 |
0.0001 |
tilt_COUNTRY |
| 2025-04-10 |
2025-04-11 |
ind_biotechnology |
0.0112 |
0.0050 |
0.0001 |
tilt_INDUSTRY |
| 2025-04-10 |
2025-04-11 |
ind_hotels_entertainment |
-0.0657 |
0.0011 |
-0.0001 |
tilt_INDUSTRY |
| 2025-04-10 |
2025-04-11 |
ind_insurance |
0.0497 |
-0.0114 |
-0.0006 |
tilt_INDUSTRY |
| 2025-04-10 |
2025-04-11 |
country_PH |
0.0000 |
0.0007 |
0.0000 |
tilt_COUNTRY |
| 2025-04-10 |
2025-04-11 |
country_JP |
-0.0538 |
-0.0212 |
0.0011 |
tilt_COUNTRY |
| 2025-04-10 |
2025-04-11 |
ind_passenger_transportation |
0.0683 |
0.0020 |
0.0001 |
tilt_INDUSTRY |
| 2025-04-10 |
2025-04-11 |
ind_natural_gas_utilities |
-0.0019 |
-0.0048 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-10 |
2025-04-11 |
stability |
4.6090 |
0.0003 |
0.0012 |
alpha_QUALITY |
| 2025-04-10 |
2025-04-11 |
ind_metals_mining |
-0.1475 |
0.0022 |
-0.0003 |
tilt_INDUSTRY |
| 2025-04-10 |
2025-04-11 |
ind_containers_packaging |
-0.0039 |
-0.0015 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-10 |
2025-04-11 |
ind_multiline_utilities |
-0.0117 |
-0.0114 |
0.0001 |
tilt_INDUSTRY |
| 2025-04-10 |
2025-04-11 |
size_MICRO |
-0.0059 |
0.0028 |
-0.0000 |
tilt_SIZE |
| 2025-04-10 |
2025-04-11 |
ind_commercial_services_supplies |
0.0637 |
-0.0030 |
-0.0002 |
tilt_INDUSTRY |
| 2025-04-10 |
2025-04-11 |
revision |
0.8385 |
0.0024 |
0.0020 |
alpha_REVISION |
| 2025-04-10 |
2025-04-11 |
value_liq |
0.9155 |
-0.0026 |
-0.0023 |
alpha_VALUE |
| 2025-04-10 |
2025-04-11 |
ind_transportation_infrastructure |
-0.0606 |
-0.0069 |
0.0004 |
tilt_INDUSTRY |
| 2025-04-10 |
2025-04-11 |
ind_uranium |
-0.0027 |
-0.0084 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-10 |
2025-04-11 |
ind_pharmaceuticals |
-0.0971 |
-0.0028 |
0.0003 |
tilt_INDUSTRY |
| 2025-04-10 |
2025-04-11 |
ind_paper_forestry |
-0.0091 |
0.0007 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-10 |
2025-04-11 |
linkage |
0.3885 |
0.0002 |
0.0001 |
alpha_MOMENTUM |
| 2025-04-10 |
2025-04-11 |
ind_textiles_apparel |
-0.0199 |
-0.0064 |
0.0001 |
tilt_INDUSTRY |
| 2025-04-10 |
2025-04-11 |
size_SMALL |
-0.0142 |
0.0034 |
-0.0000 |
tilt_SIZE |
| 2025-04-10 |
2025-04-11 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-04-10 |
2025-04-11 |
ind_integrated_hardware_software |
0.0125 |
0.0052 |
0.0001 |
tilt_INDUSTRY |
| 2025-04-10 |
2025-04-11 |
ind_homebuilding_building_products |
-0.0334 |
-0.0060 |
0.0002 |
tilt_INDUSTRY |
| 2025-04-10 |
2025-04-11 |
country_IN |
0.0548 |
0.0238 |
0.0013 |
tilt_COUNTRY |
| 2025-04-10 |
2025-04-11 |
ind_software_it_services |
0.1136 |
-0.0010 |
-0.0001 |
tilt_INDUSTRY |
| 2025-04-10 |
2025-04-11 |
country_TW |
-0.0773 |
0.0106 |
-0.0008 |
tilt_COUNTRY |
| 2025-04-10 |
2025-04-11 |
ind_water_utilities |
-0.0070 |
-0.0106 |
0.0001 |
tilt_INDUSTRY |
| 2025-04-10 |
2025-04-11 |
ind_investment_services |
0.0728 |
-0.0023 |
-0.0002 |
tilt_INDUSTRY |
| 2025-04-10 |
2025-04-11 |
ind_holding_companies |
-0.0024 |
-0.0234 |
0.0001 |
tilt_INDUSTRY |
| 2025-04-10 |
2025-04-11 |
ind_fintech |
-0.0025 |
-0.0021 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-10 |
2025-04-11 |
ind_office_equipment |
0.0005 |
-0.0070 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-10 |
2025-04-11 |
reversal |
1.0645 |
0.0028 |
0.0030 |
alpha_REVERSAL |
| 2025-04-10 |
2025-04-11 |
ind_construction_engineering |
-0.0482 |
-0.0034 |
0.0002 |
tilt_INDUSTRY |
| 2025-04-10 |
2025-04-11 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-04-10 |
2025-04-11 |
ind_construction_materials |
-0.0050 |
-0.0115 |
0.0001 |
tilt_INDUSTRY |
| 2025-04-10 |
2025-04-11 |
ind_industrial_distribution |
-0.0017 |
-0.0064 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-10 |
2025-04-11 |
country_CN |
-0.0127 |
-0.0001 |
0.0000 |
tilt_COUNTRY |
| 2025-04-10 |
2025-04-11 |
ind_food_drug_retail |
-0.0332 |
0.0049 |
-0.0002 |
tilt_INDUSTRY |
| 2025-04-10 |
2025-04-11 |
ind_coal |
-0.0456 |
-0.0087 |
0.0004 |
tilt_INDUSTRY |
| 2025-04-10 |
2025-04-11 |
country_ID |
0.0402 |
0.0153 |
0.0006 |
tilt_COUNTRY |
| 2025-04-10 |
2025-04-11 |
ind_machinery |
0.0039 |
0.0036 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-10 |
2025-04-11 |
fmom |
0.9535 |
-0.0002 |
-0.0002 |
alpha_QUALITY |
| 2025-04-10 |
2025-04-11 |
ind_real_estate_operations |
-0.0072 |
-0.0084 |
0.0001 |
tilt_INDUSTRY |
| 2025-04-10 |
2025-04-11 |
ind_electric_utilities_ipps |
-0.0301 |
-0.0045 |
0.0001 |
tilt_INDUSTRY |
| 2025-04-10 |
2025-04-11 |
neglect |
0.8006 |
-0.0009 |
-0.0008 |
alpha_VALUE |
| 2025-04-10 |
2025-04-11 |
ind_food_tobacco |
0.1038 |
-0.0144 |
-0.0015 |
tilt_INDUSTRY |
| 2025-04-10 |
2025-04-11 |
pdiscrepancy |
NaN |
NaN |
0.0000 |
unexplained |
| 2025-04-10 |
2025-04-11 |
ind_renewable_energy |
0.0276 |
-0.0050 |
-0.0001 |
tilt_INDUSTRY |
| 2025-04-10 |
2025-04-11 |
country_SG |
-0.0407 |
-0.0074 |
0.0003 |
tilt_COUNTRY |
| 2025-04-10 |
2025-04-11 |
country_AU |
-0.0988 |
-0.0077 |
0.0008 |
tilt_COUNTRY |
| 2025-04-10 |
2025-04-11 |
country_MY |
0.0072 |
0.0019 |
0.0000 |
tilt_COUNTRY |
| 2025-04-10 |
2025-04-11 |
ind_semiconductors |
-0.0179 |
0.0266 |
-0.0005 |
tilt_INDUSTRY |
| 2025-04-10 |
2025-04-11 |
specret |
NaN |
NaN |
-0.0050 |
unexplained |
| 2025-04-10 |
2025-04-11 |
ind_household_products_services |
-0.0376 |
-0.0027 |
0.0001 |
tilt_INDUSTRY |
| 2025-04-10 |
2025-04-11 |
ind_specialty_reatil |
-0.0056 |
0.0018 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-10 |
2025-04-11 |
ind_telecommunications_serices |
0.0447 |
0.0025 |
0.0001 |
tilt_INDUSTRY |
| 2025-04-10 |
2025-04-11 |
ind_automobile |
-0.0211 |
0.0021 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-10 |
2025-04-11 |
ind_media_publishing |
-0.0263 |
-0.0068 |
0.0002 |
tilt_INDUSTRY |
| 2025-04-10 |
2025-04-11 |
sdiscrepancy |
NaN |
NaN |
-0.0003 |
unexplained |
| 2025-04-10 |
2025-04-11 |
ind_consumer_goods_conglomerates |
0.0090 |
0.0076 |
0.0001 |
tilt_INDUSTRY |
| 2025-04-10 |
2025-04-11 |
country_NZ |
-0.0179 |
-0.0092 |
0.0002 |
tilt_COUNTRY |
| 2025-04-10 |
2025-04-11 |
country_HK |
0.0766 |
0.0053 |
0.0004 |
tilt_COUNTRY |
| 2025-04-10 |
2025-04-11 |
ind_oil_gas |
0.0086 |
-0.0083 |
-0.0001 |
tilt_INDUSTRY |
| 2025-04-10 |
2025-04-11 |
ind_freight_logistics |
0.0526 |
-0.0007 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-10 |
2025-04-11 |
ind_household_goods |
-0.0182 |
-0.0053 |
0.0001 |
tilt_INDUSTRY |
| 2025-04-10 |
2025-04-11 |
ind_aerospace_defense |
-0.0042 |
0.0052 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-10 |
2025-04-11 |
ind_communications_equipment |
-0.0002 |
0.0068 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-10 |
2025-04-11 |
ind_banking_services |
0.1209 |
-0.0031 |
-0.0004 |
tilt_INDUSTRY |
| 2025-04-10 |
2025-04-11 |
ind_oil_gas_equipment_services |
-0.0123 |
-0.0123 |
0.0002 |
tilt_INDUSTRY |
| 2025-04-10 |
2025-04-11 |
ind_beverages |
-0.0617 |
-0.0106 |
0.0007 |
tilt_INDUSTRY |
| 2025-04-10 |
2025-04-11 |
size_LARGE |
0.0618 |
-0.0061 |
-0.0004 |
tilt_SIZE |
| 2025-04-10 |
2025-04-11 |
ind_healthcare_equipment_supplies |
-0.0745 |
-0.0085 |
0.0006 |
tilt_INDUSTRY |
| 2025-04-10 |
2025-04-11 |
momentum |
0.2679 |
0.0018 |
0.0005 |
alpha_MOMENTUM |
| 2025-04-10 |
2025-04-11 |
linearCost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-04-10 |
2025-04-11 |
market |
-0.0649 |
0.0005 |
-0.0000 |
risk_exposure |
| 2025-04-11 |
2025-04-14 |
ind_natural_gas_utilities |
-0.0014 |
0.0010 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-11 |
2025-04-14 |
value_gc |
1.3909 |
-0.0002 |
-0.0002 |
alpha_VALUE |
| 2025-04-11 |
2025-04-14 |
ind_passenger_transportation |
0.0701 |
-0.0025 |
-0.0002 |
tilt_INDUSTRY |
| 2025-04-11 |
2025-04-14 |
country_TH |
-0.0168 |
-0.0064 |
0.0001 |
tilt_COUNTRY |
| 2025-04-11 |
2025-04-14 |
ind_telecommunications_serices |
0.0490 |
-0.0044 |
-0.0002 |
tilt_INDUSTRY |
| 2025-04-11 |
2025-04-14 |
ind_water_utilities |
-0.0073 |
-0.0100 |
0.0001 |
tilt_INDUSTRY |
| 2025-04-11 |
2025-04-14 |
country_AU |
-0.1002 |
0.0034 |
-0.0003 |
tilt_COUNTRY |
| 2025-04-11 |
2025-04-14 |
ind_computers_phones_household_electronics |
0.1086 |
0.0060 |
0.0006 |
tilt_INDUSTRY |
| 2025-04-11 |
2025-04-14 |
country_HK |
0.0853 |
0.0126 |
0.0011 |
tilt_COUNTRY |
| 2025-04-11 |
2025-04-14 |
ind_leisure_products |
-0.0005 |
0.0012 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-11 |
2025-04-14 |
ind_investment_services |
0.0726 |
-0.0043 |
-0.0003 |
tilt_INDUSTRY |
| 2025-04-11 |
2025-04-14 |
sdiscrepancy |
NaN |
NaN |
-0.0004 |
unexplained |
| 2025-04-11 |
2025-04-14 |
ind_office_equipment |
0.0005 |
0.0010 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-11 |
2025-04-14 |
ind_food_tobacco |
0.1125 |
-0.0001 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-11 |
2025-04-14 |
ind_textiles_apparel |
-0.0176 |
0.0033 |
-0.0001 |
tilt_INDUSTRY |
| 2025-04-11 |
2025-04-14 |
stability |
4.6658 |
-0.0008 |
-0.0036 |
alpha_QUALITY |
| 2025-04-11 |
2025-04-14 |
value_liq |
0.9404 |
-0.0004 |
-0.0003 |
alpha_VALUE |
| 2025-04-11 |
2025-04-14 |
ind_electric_utilities_ipps |
-0.0281 |
0.0026 |
-0.0001 |
tilt_INDUSTRY |
| 2025-04-11 |
2025-04-14 |
ind_holding_companies |
-0.0030 |
-0.0020 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-11 |
2025-04-14 |
ind_chemicals |
-0.0109 |
0.0012 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-11 |
2025-04-14 |
ind_transportation_infrastructure |
-0.0603 |
-0.0023 |
0.0001 |
tilt_INDUSTRY |
| 2025-04-11 |
2025-04-14 |
ind_renewable_energy |
0.0282 |
0.0023 |
0.0001 |
tilt_INDUSTRY |
| 2025-04-11 |
2025-04-14 |
ind_industrial_distribution |
-0.0019 |
-0.0063 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-11 |
2025-04-14 |
ind_fintech |
-0.0028 |
-0.0044 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-11 |
2025-04-14 |
ind_uranium |
-0.0027 |
0.0035 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-11 |
2025-04-14 |
country_CN |
0.0023 |
-0.0031 |
-0.0000 |
tilt_COUNTRY |
| 2025-04-11 |
2025-04-14 |
ind_oil_gas |
0.0088 |
0.0026 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-11 |
2025-04-14 |
market |
-0.0443 |
0.0083 |
-0.0004 |
risk_exposure |
| 2025-04-11 |
2025-04-14 |
ind_communications_equipment |
-0.0045 |
0.0026 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-11 |
2025-04-14 |
fcost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-04-11 |
2025-04-14 |
ind_containers_packaging |
-0.0044 |
-0.0046 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-11 |
2025-04-14 |
ind_media_publishing |
-0.0253 |
-0.0025 |
0.0001 |
tilt_INDUSTRY |
| 2025-04-11 |
2025-04-14 |
pdiscrepancy |
NaN |
NaN |
0.0000 |
unexplained |
| 2025-04-11 |
2025-04-14 |
ind_consumer_goods_conglomerates |
0.0095 |
-0.0059 |
-0.0001 |
tilt_INDUSTRY |
| 2025-04-11 |
2025-04-14 |
ind_homebuilding_building_products |
-0.0336 |
-0.0052 |
0.0002 |
tilt_INDUSTRY |
| 2025-04-11 |
2025-04-14 |
country_TW |
-0.0796 |
0.0045 |
-0.0004 |
tilt_COUNTRY |
| 2025-04-11 |
2025-04-14 |
ind_machinery |
0.0042 |
0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-11 |
2025-04-14 |
country_ID |
0.0390 |
0.0290 |
0.0011 |
tilt_COUNTRY |
| 2025-04-11 |
2025-04-14 |
size_MID |
-0.0992 |
-0.0020 |
0.0002 |
tilt_SIZE |
| 2025-04-11 |
2025-04-14 |
ind_multiline_utilities |
-0.0114 |
0.0039 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-11 |
2025-04-14 |
country_IN |
0.0598 |
-0.0084 |
-0.0005 |
tilt_COUNTRY |
| 2025-04-11 |
2025-04-14 |
reversal |
1.1094 |
0.0024 |
0.0026 |
alpha_REVERSAL |
| 2025-04-11 |
2025-04-14 |
ind_integrated_hardware_software |
0.0135 |
-0.0007 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-11 |
2025-04-14 |
size_MICRO |
-0.0070 |
0.0118 |
-0.0001 |
tilt_SIZE |
| 2025-04-11 |
2025-04-14 |
country_MY |
0.0071 |
0.0111 |
0.0001 |
tilt_COUNTRY |
| 2025-04-11 |
2025-04-14 |
sbeta_market |
0.0185 |
0.0016 |
0.0000 |
risk_exposure |
| 2025-04-11 |
2025-04-14 |
specret |
NaN |
NaN |
0.0012 |
unexplained |
| 2025-04-11 |
2025-04-14 |
ind_pharmaceuticals |
-0.0963 |
0.0029 |
-0.0003 |
tilt_INDUSTRY |
| 2025-04-11 |
2025-04-14 |
ind_banking_services |
0.1184 |
0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-11 |
2025-04-14 |
ind_oil_gas_equipment_services |
-0.0131 |
0.0040 |
-0.0001 |
tilt_INDUSTRY |
| 2025-04-11 |
2025-04-14 |
country_JP |
-0.0500 |
0.0011 |
-0.0001 |
tilt_COUNTRY |
| 2025-04-11 |
2025-04-14 |
ind_construction_engineering |
-0.0410 |
-0.0032 |
0.0001 |
tilt_INDUSTRY |
| 2025-04-11 |
2025-04-14 |
ind_aerospace_defense |
-0.0073 |
-0.0029 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-11 |
2025-04-14 |
ind_biotechnology |
0.0116 |
0.0098 |
0.0001 |
tilt_INDUSTRY |
| 2025-04-11 |
2025-04-14 |
ind_household_products_services |
-0.0388 |
0.0038 |
-0.0001 |
tilt_INDUSTRY |
| 2025-04-11 |
2025-04-14 |
size_SMALL |
-0.0141 |
0.0032 |
-0.0000 |
tilt_SIZE |
| 2025-04-11 |
2025-04-14 |
ind_paper_forestry |
-0.0094 |
-0.0048 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-11 |
2025-04-14 |
ind_food_drug_retail |
-0.0326 |
-0.0055 |
0.0002 |
tilt_INDUSTRY |
| 2025-04-11 |
2025-04-14 |
ind_construction_materials |
-0.0049 |
-0.0071 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-11 |
2025-04-14 |
ind_healthcare_providers_services |
0.0212 |
-0.0055 |
-0.0001 |
tilt_INDUSTRY |
| 2025-04-11 |
2025-04-14 |
ind_hotels_entertainment |
-0.0673 |
-0.0061 |
0.0004 |
tilt_INDUSTRY |
| 2025-04-11 |
2025-04-14 |
country_XH |
0.1255 |
0.0108 |
0.0014 |
tilt_COUNTRY |
| 2025-04-11 |
2025-04-14 |
ind_household_goods |
-0.0177 |
-0.0073 |
0.0001 |
tilt_INDUSTRY |
| 2025-04-11 |
2025-04-14 |
country_NZ |
-0.0184 |
0.0014 |
-0.0000 |
tilt_COUNTRY |
| 2025-04-11 |
2025-04-14 |
revision |
0.9269 |
0.0005 |
0.0004 |
alpha_REVISION |
| 2025-04-11 |
2025-04-14 |
ind_freight_logistics |
0.0528 |
-0.0013 |
-0.0001 |
tilt_INDUSTRY |
| 2025-04-11 |
2025-04-14 |
ind_automobile |
-0.0199 |
-0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-11 |
2025-04-14 |
quality |
2.4577 |
-0.0002 |
-0.0004 |
alpha_QUALITY |
| 2025-04-11 |
2025-04-14 |
fmom |
0.9240 |
-0.0002 |
-0.0002 |
alpha_QUALITY |
| 2025-04-11 |
2025-04-14 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-04-11 |
2025-04-14 |
ind_commercial_services_supplies |
0.0665 |
-0.0001 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-11 |
2025-04-14 |
neglect |
0.8336 |
0.0003 |
0.0002 |
alpha_VALUE |
| 2025-04-11 |
2025-04-14 |
ind_beverages |
-0.0628 |
-0.0099 |
0.0006 |
tilt_INDUSTRY |
| 2025-04-11 |
2025-04-14 |
linkage |
0.2969 |
0.0003 |
0.0001 |
alpha_MOMENTUM |
| 2025-04-11 |
2025-04-14 |
ind_electronic_equipment |
-0.0197 |
0.0047 |
-0.0001 |
tilt_INDUSTRY |
| 2025-04-11 |
2025-04-14 |
ind_semiconductors |
-0.0127 |
-0.0028 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-11 |
2025-04-14 |
momentum |
0.2201 |
0.0000 |
0.0000 |
alpha_MOMENTUM |
| 2025-04-11 |
2025-04-14 |
ind_healthcare_equipment_supplies |
-0.0783 |
-0.0054 |
0.0004 |
tilt_INDUSTRY |
| 2025-04-11 |
2025-04-14 |
ind_real_estate_operations |
-0.0106 |
-0.0062 |
0.0001 |
tilt_INDUSTRY |
| 2025-04-11 |
2025-04-14 |
bcost |
NaN |
NaN |
-0.0010 |
cost |
| 2025-04-11 |
2025-04-14 |
size_LARGE |
0.0759 |
-0.0018 |
-0.0001 |
tilt_SIZE |
| 2025-04-11 |
2025-04-14 |
ind_specialty_reatil |
-0.0037 |
-0.0007 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-11 |
2025-04-14 |
country_KR |
-0.0588 |
-0.0014 |
0.0001 |
tilt_COUNTRY |
| 2025-04-11 |
2025-04-14 |
ind_software_it_services |
0.1199 |
0.0010 |
0.0001 |
tilt_INDUSTRY |
| 2025-04-11 |
2025-04-14 |
linearCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-04-11 |
2025-04-14 |
ind_diversified_retail |
-0.0114 |
-0.0028 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-11 |
2025-04-14 |
ind_metals_mining |
-0.1513 |
0.0076 |
-0.0012 |
tilt_INDUSTRY |
| 2025-04-11 |
2025-04-14 |
country_SG |
-0.0396 |
0.0051 |
-0.0002 |
tilt_COUNTRY |
| 2025-04-11 |
2025-04-14 |
ind_insurance |
0.0534 |
0.0027 |
0.0001 |
tilt_INDUSTRY |
| 2025-04-11 |
2025-04-14 |
ind_coal |
-0.0509 |
0.0134 |
-0.0007 |
tilt_INDUSTRY |
| 2025-04-11 |
2025-04-14 |
country_PH |
0.0000 |
0.0068 |
0.0000 |
tilt_COUNTRY |
| 2025-04-14 |
2025-04-15 |
market |
-0.0296 |
0.0100 |
-0.0003 |
risk_exposure |
| 2025-04-14 |
2025-04-15 |
ind_computers_phones_household_electronics |
0.1097 |
-0.0001 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-14 |
2025-04-15 |
ind_automobile |
-0.0246 |
0.0045 |
-0.0001 |
tilt_INDUSTRY |
| 2025-04-14 |
2025-04-15 |
ind_communications_equipment |
-0.0076 |
-0.0009 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-14 |
2025-04-15 |
revision |
0.9036 |
0.0003 |
0.0003 |
alpha_REVISION |
| 2025-04-14 |
2025-04-15 |
country_AU |
-0.0994 |
-0.0074 |
0.0007 |
tilt_COUNTRY |
| 2025-04-14 |
2025-04-15 |
ind_chemicals |
-0.0059 |
-0.0009 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-14 |
2025-04-15 |
fmom |
0.8656 |
-0.0002 |
-0.0002 |
alpha_QUALITY |
| 2025-04-14 |
2025-04-15 |
pdiscrepancy |
NaN |
NaN |
-0.0000 |
unexplained |
| 2025-04-14 |
2025-04-15 |
country_CN |
0.0112 |
-0.0041 |
-0.0000 |
tilt_COUNTRY |
| 2025-04-14 |
2025-04-15 |
ind_fintech |
-0.0036 |
0.0039 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-14 |
2025-04-15 |
neglect |
0.8476 |
-0.0006 |
-0.0005 |
alpha_VALUE |
| 2025-04-14 |
2025-04-15 |
ind_commercial_services_supplies |
0.0673 |
0.0019 |
0.0001 |
tilt_INDUSTRY |
| 2025-04-14 |
2025-04-15 |
ind_holding_companies |
-0.0033 |
-0.0007 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-14 |
2025-04-15 |
ind_industrial_distribution |
-0.0026 |
0.0012 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-14 |
2025-04-15 |
ind_healthcare_equipment_supplies |
-0.0819 |
0.0006 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-14 |
2025-04-15 |
value_gc |
1.3627 |
0.0009 |
0.0013 |
alpha_VALUE |
| 2025-04-14 |
2025-04-15 |
country_NZ |
-0.0183 |
-0.0175 |
0.0003 |
tilt_COUNTRY |
| 2025-04-14 |
2025-04-15 |
ind_transportation_infrastructure |
-0.0580 |
-0.0081 |
0.0005 |
tilt_INDUSTRY |
| 2025-04-14 |
2025-04-15 |
ind_water_utilities |
-0.0071 |
0.0037 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-14 |
2025-04-15 |
country_SG |
-0.0383 |
0.0102 |
-0.0004 |
tilt_COUNTRY |
| 2025-04-14 |
2025-04-15 |
ind_machinery |
0.0014 |
0.0011 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-14 |
2025-04-15 |
ind_textiles_apparel |
-0.0143 |
0.0033 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-14 |
2025-04-15 |
ind_semiconductors |
-0.0080 |
-0.0015 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-14 |
2025-04-15 |
country_TH |
-0.0159 |
-0.0066 |
0.0001 |
tilt_COUNTRY |
| 2025-04-14 |
2025-04-15 |
ind_passenger_transportation |
0.0687 |
-0.0108 |
-0.0007 |
tilt_INDUSTRY |
| 2025-04-14 |
2025-04-15 |
ind_software_it_services |
0.1245 |
-0.0010 |
-0.0001 |
tilt_INDUSTRY |
| 2025-04-14 |
2025-04-15 |
ind_natural_gas_utilities |
-0.0009 |
0.0037 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-14 |
2025-04-15 |
ind_food_tobacco |
0.1186 |
-0.0000 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-14 |
2025-04-15 |
country_HK |
0.0864 |
-0.0038 |
-0.0003 |
tilt_COUNTRY |
| 2025-04-14 |
2025-04-15 |
specret |
NaN |
NaN |
0.0010 |
unexplained |
| 2025-04-14 |
2025-04-15 |
ind_construction_engineering |
-0.0350 |
-0.0009 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-14 |
2025-04-15 |
ind_household_products_services |
-0.0387 |
-0.0062 |
0.0002 |
tilt_INDUSTRY |
| 2025-04-14 |
2025-04-15 |
country_MY |
0.0068 |
-0.0062 |
-0.0000 |
tilt_COUNTRY |
| 2025-04-14 |
2025-04-15 |
ind_insurance |
0.0529 |
0.0041 |
0.0002 |
tilt_INDUSTRY |
| 2025-04-14 |
2025-04-15 |
ind_diversified_retail |
-0.0116 |
-0.0034 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-14 |
2025-04-15 |
reversal |
1.0770 |
0.0026 |
0.0028 |
alpha_REVERSAL |
| 2025-04-14 |
2025-04-15 |
ind_paper_forestry |
-0.0069 |
-0.0021 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-14 |
2025-04-15 |
ind_household_goods |
-0.0164 |
0.0040 |
-0.0001 |
tilt_INDUSTRY |
| 2025-04-14 |
2025-04-15 |
size_MICRO |
-0.0057 |
0.0095 |
-0.0001 |
tilt_SIZE |
| 2025-04-14 |
2025-04-15 |
ind_metals_mining |
-0.1464 |
0.0001 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-14 |
2025-04-15 |
ind_food_drug_retail |
-0.0316 |
-0.0075 |
0.0002 |
tilt_INDUSTRY |
| 2025-04-14 |
2025-04-15 |
country_ID |
0.0364 |
-0.0039 |
-0.0001 |
tilt_COUNTRY |
| 2025-04-14 |
2025-04-15 |
ind_multiline_utilities |
-0.0110 |
0.0035 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-14 |
2025-04-15 |
ind_construction_materials |
-0.0046 |
-0.0063 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-14 |
2025-04-15 |
sdiscrepancy |
NaN |
NaN |
0.0001 |
unexplained |
| 2025-04-14 |
2025-04-15 |
ind_consumer_goods_conglomerates |
0.0094 |
0.0060 |
0.0001 |
tilt_INDUSTRY |
| 2025-04-14 |
2025-04-15 |
ind_leisure_products |
-0.0007 |
-0.0017 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-14 |
2025-04-15 |
size_SMALL |
-0.0095 |
0.0007 |
-0.0000 |
tilt_SIZE |
| 2025-04-14 |
2025-04-15 |
linkage |
0.3379 |
0.0002 |
0.0001 |
alpha_MOMENTUM |
| 2025-04-14 |
2025-04-15 |
ind_homebuilding_building_products |
-0.0334 |
0.0005 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-14 |
2025-04-15 |
country_JP |
-0.0394 |
-0.0014 |
0.0001 |
tilt_COUNTRY |
| 2025-04-14 |
2025-04-15 |
ind_office_equipment |
0.0005 |
0.0017 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-14 |
2025-04-15 |
ind_biotechnology |
0.0109 |
-0.0049 |
-0.0001 |
tilt_INDUSTRY |
| 2025-04-14 |
2025-04-15 |
country_TW |
-0.0830 |
0.0211 |
-0.0018 |
tilt_COUNTRY |
| 2025-04-14 |
2025-04-15 |
ind_specialty_reatil |
-0.0019 |
-0.0023 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-14 |
2025-04-15 |
ind_electronic_equipment |
-0.0219 |
-0.0035 |
0.0001 |
tilt_INDUSTRY |
| 2025-04-14 |
2025-04-15 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-04-14 |
2025-04-15 |
country_IN |
0.0638 |
0.0195 |
0.0012 |
tilt_COUNTRY |
| 2025-04-14 |
2025-04-15 |
ind_integrated_hardware_software |
0.0136 |
0.0049 |
0.0001 |
tilt_INDUSTRY |
| 2025-04-14 |
2025-04-15 |
ind_oil_gas_equipment_services |
-0.0136 |
-0.0049 |
0.0001 |
tilt_INDUSTRY |
| 2025-04-14 |
2025-04-15 |
country_PH |
0.0000 |
0.0023 |
0.0000 |
tilt_COUNTRY |
| 2025-04-14 |
2025-04-15 |
sbeta_market |
0.0310 |
-0.0064 |
-0.0002 |
risk_exposure |
| 2025-04-14 |
2025-04-15 |
country_KR |
-0.0608 |
0.0013 |
-0.0001 |
tilt_COUNTRY |
| 2025-04-14 |
2025-04-15 |
ind_pharmaceuticals |
-0.0928 |
-0.0008 |
0.0001 |
tilt_INDUSTRY |
| 2025-04-14 |
2025-04-15 |
ind_coal |
-0.0524 |
0.0005 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-14 |
2025-04-15 |
linearCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-04-14 |
2025-04-15 |
ind_real_estate_operations |
-0.0106 |
-0.0024 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-14 |
2025-04-15 |
size_MID |
-0.0957 |
-0.0024 |
0.0002 |
tilt_SIZE |
| 2025-04-14 |
2025-04-15 |
ind_electric_utilities_ipps |
-0.0251 |
0.0018 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-14 |
2025-04-15 |
ind_telecommunications_serices |
0.0528 |
-0.0012 |
-0.0001 |
tilt_INDUSTRY |
| 2025-04-14 |
2025-04-15 |
value_liq |
0.9443 |
-0.0003 |
-0.0003 |
alpha_VALUE |
| 2025-04-14 |
2025-04-15 |
ind_banking_services |
0.1104 |
0.0049 |
0.0005 |
tilt_INDUSTRY |
| 2025-04-14 |
2025-04-15 |
stability |
4.6348 |
-0.0001 |
-0.0007 |
alpha_QUALITY |
| 2025-04-14 |
2025-04-15 |
momentum |
0.2088 |
-0.0006 |
-0.0001 |
alpha_MOMENTUM |
| 2025-04-14 |
2025-04-15 |
size_LARGE |
0.0813 |
0.0023 |
0.0002 |
tilt_SIZE |
| 2025-04-14 |
2025-04-15 |
ind_media_publishing |
-0.0238 |
0.0026 |
-0.0001 |
tilt_INDUSTRY |
| 2025-04-14 |
2025-04-15 |
ind_aerospace_defense |
-0.0124 |
-0.0092 |
0.0001 |
tilt_INDUSTRY |
| 2025-04-14 |
2025-04-15 |
ind_investment_services |
0.0694 |
0.0014 |
0.0001 |
tilt_INDUSTRY |
| 2025-04-14 |
2025-04-15 |
ind_uranium |
-0.0027 |
-0.0109 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-14 |
2025-04-15 |
ind_containers_packaging |
-0.0048 |
-0.0036 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-14 |
2025-04-15 |
ind_beverages |
-0.0638 |
0.0039 |
-0.0002 |
tilt_INDUSTRY |
| 2025-04-14 |
2025-04-15 |
ind_oil_gas |
0.0086 |
-0.0041 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-14 |
2025-04-15 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-04-14 |
2025-04-15 |
ind_renewable_energy |
0.0278 |
0.0008 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-14 |
2025-04-15 |
ind_freight_logistics |
0.0502 |
-0.0015 |
-0.0001 |
tilt_INDUSTRY |
| 2025-04-14 |
2025-04-15 |
quality |
2.4568 |
0.0003 |
0.0008 |
alpha_QUALITY |
| 2025-04-14 |
2025-04-15 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-04-14 |
2025-04-15 |
country_XH |
0.1208 |
-0.0019 |
-0.0002 |
tilt_COUNTRY |
| 2025-04-14 |
2025-04-15 |
ind_healthcare_providers_services |
0.0209 |
-0.0029 |
-0.0001 |
tilt_INDUSTRY |
| 2025-04-14 |
2025-04-15 |
ind_hotels_entertainment |
-0.0663 |
-0.0032 |
0.0002 |
tilt_INDUSTRY |
| 2025-04-15 |
2025-04-16 |
ind_real_estate_operations |
-0.0093 |
0.0130 |
-0.0001 |
tilt_INDUSTRY |
| 2025-04-15 |
2025-04-16 |
size_SMALL |
-0.0056 |
-0.0030 |
0.0000 |
tilt_SIZE |
| 2025-04-15 |
2025-04-16 |
ind_specialty_reatil |
-0.0012 |
0.0027 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-15 |
2025-04-16 |
ind_healthcare_equipment_supplies |
-0.0868 |
-0.0059 |
0.0005 |
tilt_INDUSTRY |
| 2025-04-15 |
2025-04-16 |
ind_coal |
-0.0520 |
0.0020 |
-0.0001 |
tilt_INDUSTRY |
| 2025-04-15 |
2025-04-16 |
size_MID |
-0.0894 |
0.0019 |
-0.0002 |
tilt_SIZE |
| 2025-04-15 |
2025-04-16 |
ind_electric_utilities_ipps |
-0.0258 |
0.0014 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-15 |
2025-04-16 |
ind_aerospace_defense |
-0.0154 |
0.0094 |
-0.0001 |
tilt_INDUSTRY |
| 2025-04-15 |
2025-04-16 |
ind_water_utilities |
-0.0072 |
0.0031 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-15 |
2025-04-16 |
linkage |
0.3555 |
0.0009 |
0.0003 |
alpha_MOMENTUM |
| 2025-04-15 |
2025-04-16 |
country_AU |
-0.1000 |
-0.0077 |
0.0008 |
tilt_COUNTRY |
| 2025-04-15 |
2025-04-16 |
ind_banking_services |
0.0813 |
0.0038 |
0.0003 |
tilt_INDUSTRY |
| 2025-04-15 |
2025-04-16 |
neglect |
0.9118 |
0.0007 |
0.0007 |
alpha_VALUE |
| 2025-04-15 |
2025-04-16 |
impactCost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-04-15 |
2025-04-16 |
ind_commercial_services_supplies |
0.0681 |
0.0011 |
0.0001 |
tilt_INDUSTRY |
| 2025-04-15 |
2025-04-16 |
ind_beverages |
-0.0654 |
0.0079 |
-0.0005 |
tilt_INDUSTRY |
| 2025-04-15 |
2025-04-16 |
stability |
4.6243 |
0.0004 |
0.0019 |
alpha_QUALITY |
| 2025-04-15 |
2025-04-16 |
sdiscrepancy |
NaN |
NaN |
-0.0000 |
unexplained |
| 2025-04-15 |
2025-04-16 |
fmom |
0.8080 |
-0.0001 |
-0.0001 |
alpha_QUALITY |
| 2025-04-15 |
2025-04-16 |
value_gc |
1.4507 |
-0.0010 |
-0.0014 |
alpha_VALUE |
| 2025-04-15 |
2025-04-16 |
ind_freight_logistics |
0.0486 |
0.0005 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-15 |
2025-04-16 |
country_SG |
-0.0385 |
0.0047 |
-0.0002 |
tilt_COUNTRY |
| 2025-04-15 |
2025-04-16 |
ind_paper_forestry |
-0.0051 |
0.0033 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-15 |
2025-04-16 |
ind_healthcare_providers_services |
0.0201 |
0.0007 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-15 |
2025-04-16 |
ind_household_goods |
-0.0145 |
-0.0048 |
0.0001 |
tilt_INDUSTRY |
| 2025-04-15 |
2025-04-16 |
ind_hotels_entertainment |
-0.0644 |
0.0082 |
-0.0005 |
tilt_INDUSTRY |
| 2025-04-15 |
2025-04-16 |
country_JP |
-0.0342 |
-0.0029 |
0.0001 |
tilt_COUNTRY |
| 2025-04-15 |
2025-04-16 |
ind_food_drug_retail |
-0.0275 |
0.0085 |
-0.0002 |
tilt_INDUSTRY |
| 2025-04-15 |
2025-04-16 |
ind_household_products_services |
-0.0388 |
0.0020 |
-0.0001 |
tilt_INDUSTRY |
| 2025-04-15 |
2025-04-16 |
ind_construction_engineering |
-0.0330 |
0.0058 |
-0.0002 |
tilt_INDUSTRY |
| 2025-04-15 |
2025-04-16 |
ind_biotechnology |
0.0108 |
-0.0114 |
-0.0001 |
tilt_INDUSTRY |
| 2025-04-15 |
2025-04-16 |
ind_software_it_services |
0.1287 |
0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-15 |
2025-04-16 |
ind_electronic_equipment |
-0.0228 |
-0.0091 |
0.0002 |
tilt_INDUSTRY |
| 2025-04-15 |
2025-04-16 |
country_KR |
-0.0612 |
-0.0085 |
0.0005 |
tilt_COUNTRY |
| 2025-04-15 |
2025-04-16 |
size_LARGE |
0.0730 |
0.0011 |
0.0001 |
tilt_SIZE |
| 2025-04-15 |
2025-04-16 |
ind_oil_gas_equipment_services |
-0.0135 |
-0.0051 |
0.0001 |
tilt_INDUSTRY |
| 2025-04-15 |
2025-04-16 |
ind_construction_materials |
-0.0044 |
-0.0006 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-15 |
2025-04-16 |
country_XH |
0.1172 |
-0.0092 |
-0.0011 |
tilt_COUNTRY |
| 2025-04-15 |
2025-04-16 |
revision |
0.8292 |
0.0004 |
0.0004 |
alpha_REVISION |
| 2025-04-15 |
2025-04-16 |
ind_diversified_retail |
-0.0120 |
0.0050 |
-0.0001 |
tilt_INDUSTRY |
| 2025-04-15 |
2025-04-16 |
quality |
2.4945 |
0.0002 |
0.0006 |
alpha_QUALITY |
| 2025-04-15 |
2025-04-16 |
country_PH |
0.0000 |
-0.0135 |
-0.0000 |
tilt_COUNTRY |
| 2025-04-15 |
2025-04-16 |
ind_automobile |
-0.0301 |
-0.0082 |
0.0002 |
tilt_INDUSTRY |
| 2025-04-15 |
2025-04-16 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-04-15 |
2025-04-16 |
ind_metals_mining |
-0.1427 |
-0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-15 |
2025-04-16 |
ind_insurance |
0.0526 |
0.0072 |
0.0004 |
tilt_INDUSTRY |
| 2025-04-15 |
2025-04-16 |
ind_semiconductors |
-0.0052 |
-0.0029 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-15 |
2025-04-16 |
momentum |
0.1723 |
0.0009 |
0.0002 |
alpha_MOMENTUM |
| 2025-04-15 |
2025-04-16 |
ind_textiles_apparel |
-0.0119 |
-0.0023 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-15 |
2025-04-16 |
ind_leisure_products |
-0.0008 |
0.0019 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-15 |
2025-04-16 |
ind_food_tobacco |
0.1227 |
0.0058 |
0.0007 |
tilt_INDUSTRY |
| 2025-04-15 |
2025-04-16 |
country_CN |
0.0147 |
0.0070 |
0.0001 |
tilt_COUNTRY |
| 2025-04-15 |
2025-04-16 |
ind_oil_gas |
0.0087 |
-0.0011 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-15 |
2025-04-16 |
specret |
NaN |
NaN |
-0.0130 |
unexplained |
| 2025-04-15 |
2025-04-16 |
country_IN |
0.0711 |
0.0053 |
0.0004 |
tilt_COUNTRY |
| 2025-04-15 |
2025-04-16 |
size_MICRO |
-0.0035 |
-0.0015 |
0.0000 |
tilt_SIZE |
| 2025-04-15 |
2025-04-16 |
sbeta_market |
0.0551 |
-0.0134 |
-0.0007 |
risk_exposure |
| 2025-04-15 |
2025-04-16 |
country_MY |
0.0066 |
-0.0135 |
-0.0001 |
tilt_COUNTRY |
| 2025-04-15 |
2025-04-16 |
ind_integrated_hardware_software |
0.0136 |
-0.0006 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-15 |
2025-04-16 |
market |
-0.0256 |
0.0056 |
-0.0001 |
risk_exposure |
| 2025-04-15 |
2025-04-16 |
ind_pharmaceuticals |
-0.0846 |
-0.0048 |
0.0004 |
tilt_INDUSTRY |
| 2025-04-15 |
2025-04-16 |
ind_homebuilding_building_products |
-0.0342 |
0.0032 |
-0.0001 |
tilt_INDUSTRY |
| 2025-04-15 |
2025-04-16 |
ind_chemicals |
0.0002 |
-0.0040 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-15 |
2025-04-16 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-04-15 |
2025-04-16 |
country_TW |
-0.0838 |
-0.0172 |
0.0014 |
tilt_COUNTRY |
| 2025-04-15 |
2025-04-16 |
ind_multiline_utilities |
-0.0110 |
-0.0010 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-15 |
2025-04-16 |
ind_containers_packaging |
-0.0054 |
0.0018 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-15 |
2025-04-16 |
ind_consumer_goods_conglomerates |
0.0091 |
-0.0064 |
-0.0001 |
tilt_INDUSTRY |
| 2025-04-15 |
2025-04-16 |
ind_communications_equipment |
-0.0094 |
-0.0039 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-15 |
2025-04-16 |
ind_machinery |
-0.0035 |
-0.0065 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-15 |
2025-04-16 |
ind_office_equipment |
0.0004 |
-0.0073 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-15 |
2025-04-16 |
ind_media_publishing |
-0.0240 |
0.0043 |
-0.0001 |
tilt_INDUSTRY |
| 2025-04-15 |
2025-04-16 |
country_ID |
0.0349 |
-0.0129 |
-0.0005 |
tilt_COUNTRY |
| 2025-04-15 |
2025-04-16 |
ind_natural_gas_utilities |
-0.0006 |
0.0019 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-15 |
2025-04-16 |
pdiscrepancy |
NaN |
NaN |
-0.0001 |
unexplained |
| 2025-04-15 |
2025-04-16 |
ind_telecommunications_serices |
0.0540 |
0.0065 |
0.0004 |
tilt_INDUSTRY |
| 2025-04-15 |
2025-04-16 |
country_HK |
0.0820 |
-0.0049 |
-0.0004 |
tilt_COUNTRY |
| 2025-04-15 |
2025-04-16 |
country_TH |
-0.0161 |
0.0147 |
-0.0002 |
tilt_COUNTRY |
| 2025-04-15 |
2025-04-16 |
linearCost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-04-15 |
2025-04-16 |
ind_passenger_transportation |
0.0685 |
0.0097 |
0.0007 |
tilt_INDUSTRY |
| 2025-04-15 |
2025-04-16 |
ind_holding_companies |
-0.0036 |
-0.0000 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-15 |
2025-04-16 |
ind_industrial_distribution |
-0.0030 |
-0.0005 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-15 |
2025-04-16 |
ind_fintech |
-0.0042 |
0.0117 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-15 |
2025-04-16 |
ind_computers_phones_household_electronics |
0.1125 |
-0.0059 |
-0.0007 |
tilt_INDUSTRY |
| 2025-04-15 |
2025-04-16 |
value_liq |
1.0164 |
0.0019 |
0.0019 |
alpha_VALUE |
| 2025-04-15 |
2025-04-16 |
ind_renewable_energy |
0.0276 |
-0.0051 |
-0.0001 |
tilt_INDUSTRY |
| 2025-04-15 |
2025-04-16 |
ind_transportation_infrastructure |
-0.0428 |
0.0067 |
-0.0003 |
tilt_INDUSTRY |
| 2025-04-15 |
2025-04-16 |
reversal |
1.0693 |
-0.0018 |
-0.0019 |
alpha_REVERSAL |
| 2025-04-15 |
2025-04-16 |
country_NZ |
-0.0185 |
0.0003 |
-0.0000 |
tilt_COUNTRY |
| 2025-04-15 |
2025-04-16 |
ind_investment_services |
0.0670 |
0.0068 |
0.0005 |
tilt_INDUSTRY |
| 2025-04-15 |
2025-04-16 |
ind_uranium |
-0.0026 |
-0.0256 |
0.0001 |
tilt_INDUSTRY |
| 2025-04-16 |
2025-04-17 |
ind_holding_companies |
-0.0038 |
-0.0069 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-16 |
2025-04-17 |
ind_fintech |
-0.0043 |
-0.0051 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-16 |
2025-04-17 |
ind_hotels_entertainment |
-0.0650 |
-0.0044 |
0.0003 |
tilt_INDUSTRY |
| 2025-04-16 |
2025-04-17 |
ind_aerospace_defense |
-0.0145 |
0.0033 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-16 |
2025-04-17 |
ind_specialty_reatil |
0.0003 |
-0.0021 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-16 |
2025-04-17 |
ind_beverages |
-0.0672 |
0.0063 |
-0.0004 |
tilt_INDUSTRY |
| 2025-04-16 |
2025-04-17 |
ind_construction_engineering |
-0.0364 |
-0.0005 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-16 |
2025-04-17 |
ind_food_drug_retail |
-0.0230 |
-0.0047 |
0.0001 |
tilt_INDUSTRY |
| 2025-04-16 |
2025-04-17 |
neglect |
0.9769 |
-0.0004 |
-0.0004 |
alpha_VALUE |
| 2025-04-16 |
2025-04-17 |
fmom |
0.7699 |
0.0008 |
0.0006 |
alpha_QUALITY |
| 2025-04-16 |
2025-04-17 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-04-16 |
2025-04-17 |
ind_transportation_infrastructure |
-0.0332 |
-0.0043 |
0.0001 |
tilt_INDUSTRY |
| 2025-04-16 |
2025-04-17 |
ind_uranium |
-0.0027 |
0.0106 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-16 |
2025-04-17 |
ind_construction_materials |
-0.0043 |
0.0028 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-16 |
2025-04-17 |
ind_chemicals |
0.0045 |
-0.0001 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-16 |
2025-04-17 |
country_XH |
0.1173 |
0.0061 |
0.0007 |
tilt_COUNTRY |
| 2025-04-16 |
2025-04-17 |
pdiscrepancy |
NaN |
NaN |
0.0000 |
unexplained |
| 2025-04-16 |
2025-04-17 |
ind_oil_gas |
0.0108 |
0.0079 |
0.0001 |
tilt_INDUSTRY |
| 2025-04-16 |
2025-04-17 |
ind_multiline_utilities |
-0.0111 |
-0.0009 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-16 |
2025-04-17 |
quality |
2.5772 |
0.0004 |
0.0009 |
alpha_QUALITY |
| 2025-04-16 |
2025-04-17 |
country_TW |
-0.0822 |
-0.0067 |
0.0006 |
tilt_COUNTRY |
| 2025-04-16 |
2025-04-17 |
ind_household_goods |
-0.0131 |
0.0015 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-16 |
2025-04-17 |
ind_healthcare_equipment_supplies |
-0.0915 |
-0.0013 |
0.0001 |
tilt_INDUSTRY |
| 2025-04-16 |
2025-04-17 |
reversal |
1.2145 |
0.0006 |
0.0008 |
alpha_REVERSAL |
| 2025-04-16 |
2025-04-17 |
ind_real_estate_operations |
-0.0113 |
0.0073 |
-0.0001 |
tilt_INDUSTRY |
| 2025-04-16 |
2025-04-17 |
ind_passenger_transportation |
0.0692 |
0.0005 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-16 |
2025-04-17 |
ind_electric_utilities_ipps |
-0.0273 |
-0.0014 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-16 |
2025-04-17 |
linearCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-04-16 |
2025-04-17 |
ind_pharmaceuticals |
-0.0814 |
-0.0024 |
0.0002 |
tilt_INDUSTRY |
| 2025-04-16 |
2025-04-17 |
country_TH |
-0.0141 |
0.0034 |
-0.0000 |
tilt_COUNTRY |
| 2025-04-16 |
2025-04-17 |
country_AU |
-0.1017 |
0.0081 |
-0.0008 |
tilt_COUNTRY |
| 2025-04-16 |
2025-04-17 |
ind_computers_phones_household_electronics |
0.1162 |
0.0018 |
0.0002 |
tilt_INDUSTRY |
| 2025-04-16 |
2025-04-17 |
country_HK |
0.0807 |
0.0059 |
0.0005 |
tilt_COUNTRY |
| 2025-04-16 |
2025-04-17 |
ind_leisure_products |
-0.0006 |
0.0063 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-16 |
2025-04-17 |
value_liq |
1.0827 |
-0.0003 |
-0.0003 |
alpha_VALUE |
| 2025-04-16 |
2025-04-17 |
ind_investment_services |
0.0659 |
-0.0014 |
-0.0001 |
tilt_INDUSTRY |
| 2025-04-16 |
2025-04-17 |
ind_telecommunications_serices |
0.0551 |
-0.0035 |
-0.0002 |
tilt_INDUSTRY |
| 2025-04-16 |
2025-04-17 |
country_KR |
-0.0640 |
0.0066 |
-0.0004 |
tilt_COUNTRY |
| 2025-04-16 |
2025-04-17 |
ind_coal |
-0.0530 |
-0.0013 |
0.0001 |
tilt_INDUSTRY |
| 2025-04-16 |
2025-04-17 |
ind_natural_gas_utilities |
-0.0005 |
-0.0004 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-16 |
2025-04-17 |
ind_media_publishing |
-0.0258 |
-0.0042 |
0.0001 |
tilt_INDUSTRY |
| 2025-04-16 |
2025-04-17 |
country_JP |
-0.0305 |
0.0077 |
-0.0002 |
tilt_COUNTRY |
| 2025-04-16 |
2025-04-17 |
ind_consumer_goods_conglomerates |
0.0086 |
0.0083 |
0.0001 |
tilt_INDUSTRY |
| 2025-04-16 |
2025-04-17 |
size_LARGE |
0.0712 |
0.0005 |
0.0000 |
tilt_SIZE |
| 2025-04-16 |
2025-04-17 |
ind_electronic_equipment |
-0.0230 |
-0.0017 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-16 |
2025-04-17 |
ind_semiconductors |
-0.0012 |
0.0006 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-16 |
2025-04-17 |
ind_homebuilding_building_products |
-0.0351 |
0.0035 |
-0.0001 |
tilt_INDUSTRY |
| 2025-04-16 |
2025-04-17 |
country_MY |
0.0066 |
-0.0005 |
-0.0000 |
tilt_COUNTRY |
| 2025-04-16 |
2025-04-17 |
ind_diversified_retail |
-0.0123 |
-0.0059 |
0.0001 |
tilt_INDUSTRY |
| 2025-04-16 |
2025-04-17 |
ind_integrated_hardware_software |
0.0138 |
-0.0020 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-16 |
2025-04-17 |
ind_metals_mining |
-0.1425 |
-0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-16 |
2025-04-17 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-04-16 |
2025-04-17 |
country_IN |
0.0730 |
0.0048 |
0.0003 |
tilt_COUNTRY |
| 2025-04-16 |
2025-04-17 |
specret |
NaN |
NaN |
-0.0006 |
unexplained |
| 2025-04-16 |
2025-04-17 |
ind_insurance |
0.0519 |
0.0021 |
0.0001 |
tilt_INDUSTRY |
| 2025-04-16 |
2025-04-17 |
size_MICRO |
-0.0037 |
0.0074 |
-0.0000 |
tilt_SIZE |
| 2025-04-16 |
2025-04-17 |
country_NZ |
-0.0191 |
0.0026 |
-0.0000 |
tilt_COUNTRY |
| 2025-04-16 |
2025-04-17 |
value_gc |
1.5461 |
-0.0001 |
-0.0002 |
alpha_VALUE |
| 2025-04-16 |
2025-04-17 |
country_CN |
0.0140 |
-0.0061 |
-0.0001 |
tilt_COUNTRY |
| 2025-04-16 |
2025-04-17 |
ind_paper_forestry |
-0.0066 |
0.0038 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-16 |
2025-04-17 |
ind_biotechnology |
0.0102 |
-0.0025 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-16 |
2025-04-17 |
ind_machinery |
-0.0075 |
0.0002 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-16 |
2025-04-17 |
ind_communications_equipment |
-0.0100 |
-0.0042 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-16 |
2025-04-17 |
ind_office_equipment |
0.0003 |
-0.0017 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-16 |
2025-04-17 |
country_PH |
0.0000 |
-0.0022 |
-0.0000 |
tilt_COUNTRY |
| 2025-04-16 |
2025-04-17 |
ind_household_products_services |
-0.0396 |
-0.0027 |
0.0001 |
tilt_INDUSTRY |
| 2025-04-16 |
2025-04-17 |
ind_textiles_apparel |
-0.0099 |
0.0025 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-16 |
2025-04-17 |
ind_commercial_services_supplies |
0.0689 |
-0.0021 |
-0.0001 |
tilt_INDUSTRY |
| 2025-04-16 |
2025-04-17 |
size_SMALL |
-0.0072 |
0.0006 |
-0.0000 |
tilt_SIZE |
| 2025-04-16 |
2025-04-17 |
ind_containers_packaging |
-0.0060 |
-0.0043 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-16 |
2025-04-17 |
country_ID |
0.0358 |
0.0018 |
0.0001 |
tilt_COUNTRY |
| 2025-04-16 |
2025-04-17 |
ind_healthcare_providers_services |
0.0194 |
0.0013 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-16 |
2025-04-17 |
stability |
4.6884 |
-0.0001 |
-0.0004 |
alpha_QUALITY |
| 2025-04-16 |
2025-04-17 |
ind_industrial_distribution |
-0.0033 |
-0.0038 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-16 |
2025-04-17 |
revision |
0.7889 |
-0.0004 |
-0.0003 |
alpha_REVISION |
| 2025-04-16 |
2025-04-17 |
ind_automobile |
-0.0292 |
-0.0038 |
0.0001 |
tilt_INDUSTRY |
| 2025-04-16 |
2025-04-17 |
ind_software_it_services |
0.1298 |
0.0005 |
0.0001 |
tilt_INDUSTRY |
| 2025-04-16 |
2025-04-17 |
linkage |
0.3729 |
0.0004 |
0.0001 |
alpha_MOMENTUM |
| 2025-04-16 |
2025-04-17 |
sbeta_market |
0.0682 |
0.0036 |
0.0002 |
risk_exposure |
| 2025-04-16 |
2025-04-17 |
ind_food_tobacco |
0.1260 |
-0.0012 |
-0.0002 |
tilt_INDUSTRY |
| 2025-04-16 |
2025-04-17 |
ind_freight_logistics |
0.0521 |
-0.0047 |
-0.0002 |
tilt_INDUSTRY |
| 2025-04-16 |
2025-04-17 |
ind_banking_services |
0.0638 |
0.0040 |
0.0003 |
tilt_INDUSTRY |
| 2025-04-16 |
2025-04-17 |
country_SG |
-0.0400 |
0.0105 |
-0.0004 |
tilt_COUNTRY |
| 2025-04-16 |
2025-04-17 |
momentum |
0.1557 |
-0.0009 |
-0.0001 |
alpha_MOMENTUM |
| 2025-04-16 |
2025-04-17 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-04-16 |
2025-04-17 |
ind_renewable_energy |
0.0275 |
-0.0053 |
-0.0001 |
tilt_INDUSTRY |
| 2025-04-16 |
2025-04-17 |
ind_water_utilities |
-0.0074 |
-0.0026 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-16 |
2025-04-17 |
sdiscrepancy |
NaN |
NaN |
0.0003 |
unexplained |
| 2025-04-16 |
2025-04-17 |
ind_oil_gas_equipment_services |
-0.0137 |
-0.0002 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-16 |
2025-04-17 |
size_MID |
-0.0845 |
-0.0011 |
0.0001 |
tilt_SIZE |
| 2025-04-16 |
2025-04-17 |
market |
-0.0242 |
0.0009 |
-0.0000 |
risk_exposure |
| 2025-04-17 |
2025-04-18 |
ind_containers_packaging |
-0.0060 |
0.0013 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-17 |
2025-04-18 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-04-17 |
2025-04-18 |
momentum |
0.1558 |
0.0011 |
0.0002 |
alpha_MOMENTUM |
| 2025-04-17 |
2025-04-18 |
ind_media_publishing |
-0.0262 |
0.0037 |
-0.0001 |
tilt_INDUSTRY |
| 2025-04-17 |
2025-04-18 |
ind_insurance |
0.0484 |
0.0005 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-17 |
2025-04-18 |
country_SG |
-0.0391 |
-0.0032 |
0.0001 |
tilt_COUNTRY |
| 2025-04-17 |
2025-04-18 |
ind_renewable_energy |
0.0263 |
-0.0008 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-17 |
2025-04-18 |
ind_office_equipment |
0.0002 |
-0.0072 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-17 |
2025-04-18 |
country_TW |
-0.0722 |
-0.0026 |
0.0002 |
tilt_COUNTRY |
| 2025-04-17 |
2025-04-18 |
linkage |
0.3311 |
0.0001 |
0.0000 |
alpha_MOMENTUM |
| 2025-04-17 |
2025-04-18 |
ind_metals_mining |
-0.1375 |
0.0003 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-17 |
2025-04-18 |
ind_household_goods |
-0.0127 |
-0.0028 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-17 |
2025-04-18 |
ind_integrated_hardware_software |
0.0133 |
0.0008 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-17 |
2025-04-18 |
ind_telecommunications_serices |
0.0554 |
-0.0006 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-17 |
2025-04-18 |
ind_water_utilities |
-0.0069 |
-0.0049 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-17 |
2025-04-18 |
ind_pharmaceuticals |
-0.0825 |
-0.0010 |
0.0001 |
tilt_INDUSTRY |
| 2025-04-17 |
2025-04-18 |
size_MICRO |
-0.0053 |
-0.0012 |
0.0000 |
tilt_SIZE |
| 2025-04-17 |
2025-04-18 |
ind_uranium |
-0.0027 |
0.0006 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-17 |
2025-04-18 |
ind_software_it_services |
0.1230 |
0.0014 |
0.0002 |
tilt_INDUSTRY |
| 2025-04-17 |
2025-04-18 |
ind_transportation_infrastructure |
-0.0360 |
-0.0038 |
0.0001 |
tilt_INDUSTRY |
| 2025-04-17 |
2025-04-18 |
ind_automobile |
-0.0273 |
0.0020 |
-0.0001 |
tilt_INDUSTRY |
| 2025-04-17 |
2025-04-18 |
ind_diversified_retail |
-0.0120 |
-0.0002 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-17 |
2025-04-18 |
ind_passenger_transportation |
0.0665 |
-0.0022 |
-0.0001 |
tilt_INDUSTRY |
| 2025-04-17 |
2025-04-18 |
reversal |
0.9865 |
0.0011 |
0.0011 |
alpha_REVERSAL |
| 2025-04-17 |
2025-04-18 |
country_TH |
-0.0105 |
0.0066 |
-0.0001 |
tilt_COUNTRY |
| 2025-04-17 |
2025-04-18 |
market |
-0.0235 |
0.0036 |
-0.0001 |
risk_exposure |
| 2025-04-17 |
2025-04-18 |
specret |
NaN |
NaN |
-0.0023 |
unexplained |
| 2025-04-17 |
2025-04-18 |
ind_food_tobacco |
0.1217 |
-0.0069 |
-0.0008 |
tilt_INDUSTRY |
| 2025-04-17 |
2025-04-18 |
country_MY |
0.0063 |
0.0076 |
0.0000 |
tilt_COUNTRY |
| 2025-04-17 |
2025-04-18 |
country_ID |
0.0352 |
-0.0034 |
-0.0001 |
tilt_COUNTRY |
| 2025-04-17 |
2025-04-18 |
country_HK |
0.0773 |
-0.0022 |
-0.0002 |
tilt_COUNTRY |
| 2025-04-17 |
2025-04-18 |
ind_natural_gas_utilities |
-0.0005 |
0.0009 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-17 |
2025-04-18 |
size_SMALL |
-0.0116 |
0.0003 |
-0.0000 |
tilt_SIZE |
| 2025-04-17 |
2025-04-18 |
ind_healthcare_equipment_supplies |
-0.0894 |
-0.0034 |
0.0003 |
tilt_INDUSTRY |
| 2025-04-17 |
2025-04-18 |
ind_leisure_products |
-0.0005 |
-0.0026 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-17 |
2025-04-18 |
ind_communications_equipment |
-0.0099 |
0.0105 |
-0.0001 |
tilt_INDUSTRY |
| 2025-04-17 |
2025-04-18 |
ind_machinery |
-0.0136 |
-0.0004 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-17 |
2025-04-18 |
ind_textiles_apparel |
-0.0085 |
-0.0030 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-17 |
2025-04-18 |
ind_chemicals |
0.0113 |
-0.0022 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-17 |
2025-04-18 |
pdiscrepancy |
NaN |
NaN |
0.0000 |
unexplained |
| 2025-04-17 |
2025-04-18 |
country_AU |
-0.0977 |
-0.0037 |
0.0004 |
tilt_COUNTRY |
| 2025-04-17 |
2025-04-18 |
ind_fintech |
-0.0041 |
0.0072 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-17 |
2025-04-18 |
ind_industrial_distribution |
-0.0035 |
0.0014 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-17 |
2025-04-18 |
ind_multiline_utilities |
-0.0107 |
0.0005 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-17 |
2025-04-18 |
linearCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-04-17 |
2025-04-18 |
ind_oil_gas |
0.0126 |
0.0017 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-17 |
2025-04-18 |
value_gc |
1.4959 |
0.0001 |
0.0002 |
alpha_VALUE |
| 2025-04-17 |
2025-04-18 |
sdiscrepancy |
NaN |
NaN |
0.0000 |
unexplained |
| 2025-04-17 |
2025-04-18 |
ind_consumer_goods_conglomerates |
0.0080 |
-0.0014 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-17 |
2025-04-18 |
ind_holding_companies |
-0.0036 |
-0.0008 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-17 |
2025-04-18 |
ind_homebuilding_building_products |
-0.0344 |
-0.0012 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-17 |
2025-04-18 |
country_CN |
0.0154 |
-0.0018 |
-0.0000 |
tilt_COUNTRY |
| 2025-04-17 |
2025-04-18 |
ind_oil_gas_equipment_services |
-0.0134 |
0.0050 |
-0.0001 |
tilt_INDUSTRY |
| 2025-04-17 |
2025-04-18 |
sbeta_market |
0.0563 |
-0.0013 |
-0.0001 |
risk_exposure |
| 2025-04-17 |
2025-04-18 |
ind_construction_engineering |
-0.0376 |
0.0053 |
-0.0002 |
tilt_INDUSTRY |
| 2025-04-17 |
2025-04-18 |
country_KR |
-0.0634 |
0.0018 |
-0.0001 |
tilt_COUNTRY |
| 2025-04-17 |
2025-04-18 |
ind_coal |
-0.0512 |
-0.0032 |
0.0002 |
tilt_INDUSTRY |
| 2025-04-17 |
2025-04-18 |
country_IN |
0.0697 |
-0.0032 |
-0.0002 |
tilt_COUNTRY |
| 2025-04-17 |
2025-04-18 |
revision |
0.8010 |
0.0005 |
0.0004 |
alpha_REVISION |
| 2025-04-17 |
2025-04-18 |
country_PH |
0.0000 |
-0.0031 |
-0.0000 |
tilt_COUNTRY |
| 2025-04-17 |
2025-04-18 |
fmom |
0.7317 |
-0.0000 |
-0.0000 |
alpha_QUALITY |
| 2025-04-17 |
2025-04-18 |
ind_beverages |
-0.0630 |
-0.0059 |
0.0004 |
tilt_INDUSTRY |
| 2025-04-17 |
2025-04-18 |
country_JP |
-0.0392 |
0.0095 |
-0.0004 |
tilt_COUNTRY |
| 2025-04-17 |
2025-04-18 |
ind_electronic_equipment |
-0.0226 |
0.0052 |
-0.0001 |
tilt_INDUSTRY |
| 2025-04-17 |
2025-04-18 |
ind_real_estate_operations |
-0.0135 |
0.0017 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-17 |
2025-04-18 |
ind_biotechnology |
0.0090 |
0.0039 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-17 |
2025-04-18 |
neglect |
0.9385 |
0.0001 |
0.0001 |
alpha_VALUE |
| 2025-04-17 |
2025-04-18 |
ind_healthcare_providers_services |
0.0180 |
-0.0001 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-17 |
2025-04-18 |
ind_commercial_services_supplies |
0.0661 |
0.0000 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-17 |
2025-04-18 |
ind_aerospace_defense |
-0.0128 |
-0.0059 |
0.0001 |
tilt_INDUSTRY |
| 2025-04-17 |
2025-04-18 |
ind_hotels_entertainment |
-0.0654 |
-0.0026 |
0.0002 |
tilt_INDUSTRY |
| 2025-04-17 |
2025-04-18 |
country_NZ |
-0.0181 |
-0.0015 |
0.0000 |
tilt_COUNTRY |
| 2025-04-17 |
2025-04-18 |
ind_construction_materials |
-0.0040 |
-0.0028 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-17 |
2025-04-18 |
size_MID |
-0.0848 |
0.0004 |
-0.0000 |
tilt_SIZE |
| 2025-04-17 |
2025-04-18 |
country_XH |
0.1127 |
-0.0021 |
-0.0002 |
tilt_COUNTRY |
| 2025-04-17 |
2025-04-18 |
ind_banking_services |
0.0641 |
0.0027 |
0.0002 |
tilt_INDUSTRY |
| 2025-04-17 |
2025-04-18 |
ind_specialty_reatil |
0.0018 |
0.0046 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-17 |
2025-04-18 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-04-17 |
2025-04-18 |
ind_freight_logistics |
0.0532 |
0.0017 |
0.0001 |
tilt_INDUSTRY |
| 2025-04-17 |
2025-04-18 |
ind_food_drug_retail |
-0.0199 |
-0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-17 |
2025-04-18 |
ind_computers_phones_household_electronics |
0.1131 |
0.0013 |
0.0001 |
tilt_INDUSTRY |
| 2025-04-17 |
2025-04-18 |
ind_semiconductors |
0.0070 |
-0.0043 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-17 |
2025-04-18 |
ind_electric_utilities_ipps |
-0.0256 |
-0.0035 |
0.0001 |
tilt_INDUSTRY |
| 2025-04-17 |
2025-04-18 |
ind_investment_services |
0.0626 |
0.0040 |
0.0003 |
tilt_INDUSTRY |
| 2025-04-17 |
2025-04-18 |
quality |
2.5260 |
0.0004 |
0.0010 |
alpha_QUALITY |
| 2025-04-17 |
2025-04-18 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-04-17 |
2025-04-18 |
ind_household_products_services |
-0.0390 |
-0.0063 |
0.0002 |
tilt_INDUSTRY |
| 2025-04-17 |
2025-04-18 |
ind_paper_forestry |
-0.0075 |
-0.0025 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-17 |
2025-04-18 |
value_liq |
1.0120 |
0.0007 |
0.0007 |
alpha_VALUE |
| 2025-04-17 |
2025-04-18 |
size_LARGE |
0.0782 |
-0.0008 |
-0.0001 |
tilt_SIZE |
| 2025-04-17 |
2025-04-18 |
stability |
4.5670 |
0.0004 |
0.0016 |
alpha_QUALITY |
| 2025-04-18 |
2025-04-21 |
value_liq |
1.0025 |
-0.0015 |
-0.0015 |
alpha_VALUE |
| 2025-04-18 |
2025-04-21 |
ind_telecommunications_serices |
0.0608 |
0.0056 |
0.0003 |
tilt_INDUSTRY |
| 2025-04-18 |
2025-04-21 |
ind_natural_gas_utilities |
-0.0005 |
0.0066 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-18 |
2025-04-21 |
momentum |
0.1000 |
-0.0000 |
-0.0000 |
alpha_MOMENTUM |
| 2025-04-18 |
2025-04-21 |
ind_homebuilding_building_products |
-0.0347 |
-0.0068 |
0.0002 |
tilt_INDUSTRY |
| 2025-04-18 |
2025-04-21 |
ind_communications_equipment |
-0.0099 |
-0.0015 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-18 |
2025-04-21 |
ind_computers_phones_household_electronics |
0.1157 |
0.0012 |
0.0001 |
tilt_INDUSTRY |
| 2025-04-18 |
2025-04-21 |
ind_integrated_hardware_software |
0.0134 |
0.0107 |
0.0001 |
tilt_INDUSTRY |
| 2025-04-18 |
2025-04-21 |
bcost |
NaN |
NaN |
-0.0009 |
cost |
| 2025-04-18 |
2025-04-21 |
ind_healthcare_providers_services |
0.0177 |
-0.0033 |
-0.0001 |
tilt_INDUSTRY |
| 2025-04-18 |
2025-04-21 |
ind_consumer_goods_conglomerates |
0.0085 |
-0.0075 |
-0.0001 |
tilt_INDUSTRY |
| 2025-04-18 |
2025-04-21 |
ind_hotels_entertainment |
-0.0685 |
0.0011 |
-0.0001 |
tilt_INDUSTRY |
| 2025-04-18 |
2025-04-21 |
ind_food_tobacco |
0.1254 |
-0.0022 |
-0.0003 |
tilt_INDUSTRY |
| 2025-04-18 |
2025-04-21 |
size_MID |
-0.0907 |
0.0004 |
-0.0000 |
tilt_SIZE |
| 2025-04-18 |
2025-04-21 |
impactCost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-04-18 |
2025-04-21 |
ind_automobile |
-0.0276 |
0.0020 |
-0.0001 |
tilt_INDUSTRY |
| 2025-04-18 |
2025-04-21 |
ind_pharmaceuticals |
-0.0906 |
-0.0016 |
0.0001 |
tilt_INDUSTRY |
| 2025-04-18 |
2025-04-21 |
ind_specialty_reatil |
0.0039 |
-0.0011 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-18 |
2025-04-21 |
ind_passenger_transportation |
0.0671 |
0.0049 |
0.0003 |
tilt_INDUSTRY |
| 2025-04-18 |
2025-04-21 |
reversal |
0.8730 |
0.0018 |
0.0016 |
alpha_REVERSAL |
| 2025-04-18 |
2025-04-21 |
country_MY |
0.0063 |
-0.0008 |
-0.0000 |
tilt_COUNTRY |
| 2025-04-18 |
2025-04-21 |
country_CN |
0.0186 |
0.0046 |
0.0001 |
tilt_COUNTRY |
| 2025-04-18 |
2025-04-21 |
ind_banking_services |
0.0646 |
0.0007 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-18 |
2025-04-21 |
ind_water_utilities |
-0.0069 |
-0.0055 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-18 |
2025-04-21 |
country_XH |
0.1127 |
-0.0054 |
-0.0006 |
tilt_COUNTRY |
| 2025-04-18 |
2025-04-21 |
specret |
NaN |
NaN |
-0.0008 |
unexplained |
| 2025-04-18 |
2025-04-21 |
ind_aerospace_defense |
-0.0133 |
0.0053 |
-0.0001 |
tilt_INDUSTRY |
| 2025-04-18 |
2025-04-21 |
country_ID |
0.0387 |
0.0031 |
0.0001 |
tilt_COUNTRY |
| 2025-04-18 |
2025-04-21 |
market |
-0.0240 |
-0.0034 |
0.0001 |
risk_exposure |
| 2025-04-18 |
2025-04-21 |
ind_investment_services |
0.0625 |
-0.0019 |
-0.0001 |
tilt_INDUSTRY |
| 2025-04-18 |
2025-04-21 |
ind_biotechnology |
0.0083 |
0.0000 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-18 |
2025-04-21 |
ind_machinery |
-0.0266 |
-0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-18 |
2025-04-21 |
ind_real_estate_operations |
-0.0129 |
-0.0049 |
0.0001 |
tilt_INDUSTRY |
| 2025-04-18 |
2025-04-21 |
ind_oil_gas_equipment_services |
-0.0135 |
-0.0042 |
0.0001 |
tilt_INDUSTRY |
| 2025-04-18 |
2025-04-21 |
ind_containers_packaging |
-0.0062 |
-0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-18 |
2025-04-21 |
fcost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-04-18 |
2025-04-21 |
ind_renewable_energy |
0.0265 |
-0.0033 |
-0.0001 |
tilt_INDUSTRY |
| 2025-04-18 |
2025-04-21 |
size_MICRO |
-0.0069 |
-0.0039 |
0.0000 |
tilt_SIZE |
| 2025-04-18 |
2025-04-21 |
country_IN |
0.0719 |
0.0185 |
0.0013 |
tilt_COUNTRY |
| 2025-04-18 |
2025-04-21 |
quality |
2.6375 |
0.0002 |
0.0006 |
alpha_QUALITY |
| 2025-04-18 |
2025-04-21 |
ind_uranium |
-0.0027 |
-0.0055 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-18 |
2025-04-21 |
ind_transportation_infrastructure |
-0.0404 |
-0.0064 |
0.0003 |
tilt_INDUSTRY |
| 2025-04-18 |
2025-04-21 |
country_KR |
-0.0659 |
-0.0004 |
0.0000 |
tilt_COUNTRY |
| 2025-04-18 |
2025-04-21 |
sbeta_market |
0.0497 |
0.0065 |
0.0003 |
risk_exposure |
| 2025-04-18 |
2025-04-21 |
ind_coal |
-0.0516 |
-0.0058 |
0.0003 |
tilt_INDUSTRY |
| 2025-04-18 |
2025-04-21 |
ind_media_publishing |
-0.0269 |
-0.0002 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-18 |
2025-04-21 |
ind_freight_logistics |
0.0547 |
-0.0029 |
-0.0002 |
tilt_INDUSTRY |
| 2025-04-18 |
2025-04-21 |
stability |
4.6328 |
0.0001 |
0.0004 |
alpha_QUALITY |
| 2025-04-18 |
2025-04-21 |
linearCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-04-18 |
2025-04-21 |
country_PH |
0.0000 |
0.0008 |
0.0000 |
tilt_COUNTRY |
| 2025-04-18 |
2025-04-21 |
ind_multiline_utilities |
-0.0108 |
-0.0006 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-18 |
2025-04-21 |
ind_beverages |
-0.0646 |
-0.0107 |
0.0007 |
tilt_INDUSTRY |
| 2025-04-18 |
2025-04-21 |
country_TW |
-0.0518 |
-0.0202 |
0.0010 |
tilt_COUNTRY |
| 2025-04-18 |
2025-04-21 |
ind_industrial_distribution |
-0.0034 |
-0.0019 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-18 |
2025-04-21 |
linkage |
0.2961 |
-0.0003 |
-0.0001 |
alpha_MOMENTUM |
| 2025-04-18 |
2025-04-21 |
ind_fintech |
-0.0042 |
0.0005 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-18 |
2025-04-21 |
pdiscrepancy |
NaN |
NaN |
0.0000 |
unexplained |
| 2025-04-18 |
2025-04-21 |
country_JP |
-0.0649 |
-0.0094 |
0.0006 |
tilt_COUNTRY |
| 2025-04-18 |
2025-04-21 |
size_LARGE |
0.0881 |
-0.0048 |
-0.0004 |
tilt_SIZE |
| 2025-04-18 |
2025-04-21 |
ind_chemicals |
0.0193 |
-0.0024 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-18 |
2025-04-21 |
ind_electronic_equipment |
-0.0259 |
0.0020 |
-0.0001 |
tilt_INDUSTRY |
| 2025-04-18 |
2025-04-21 |
ind_electric_utilities_ipps |
-0.0249 |
-0.0002 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-18 |
2025-04-21 |
ind_office_equipment |
0.0002 |
-0.0050 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-18 |
2025-04-21 |
ind_oil_gas |
0.0127 |
0.0013 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-18 |
2025-04-21 |
ind_holding_companies |
-0.0036 |
0.0156 |
-0.0001 |
tilt_INDUSTRY |
| 2025-04-18 |
2025-04-21 |
size_SMALL |
-0.0144 |
0.0037 |
-0.0001 |
tilt_SIZE |
| 2025-04-18 |
2025-04-21 |
value_gc |
1.5622 |
-0.0006 |
-0.0009 |
alpha_VALUE |
| 2025-04-18 |
2025-04-21 |
country_SG |
-0.0402 |
0.0129 |
-0.0005 |
tilt_COUNTRY |
| 2025-04-18 |
2025-04-21 |
ind_software_it_services |
0.1252 |
0.0060 |
0.0008 |
tilt_INDUSTRY |
| 2025-04-18 |
2025-04-21 |
ind_insurance |
0.0512 |
-0.0006 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-18 |
2025-04-21 |
ind_commercial_services_supplies |
0.0687 |
0.0033 |
0.0002 |
tilt_INDUSTRY |
| 2025-04-18 |
2025-04-21 |
ind_leisure_products |
0.0003 |
-0.0041 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-18 |
2025-04-21 |
sdiscrepancy |
NaN |
NaN |
0.0001 |
unexplained |
| 2025-04-18 |
2025-04-21 |
ind_household_products_services |
-0.0397 |
-0.0020 |
0.0001 |
tilt_INDUSTRY |
| 2025-04-18 |
2025-04-21 |
country_HK |
0.0773 |
-0.0027 |
-0.0002 |
tilt_COUNTRY |
| 2025-04-18 |
2025-04-21 |
ind_metals_mining |
-0.1400 |
0.0042 |
-0.0006 |
tilt_INDUSTRY |
| 2025-04-18 |
2025-04-21 |
ind_household_goods |
-0.0127 |
0.0028 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-18 |
2025-04-21 |
country_TH |
-0.0108 |
-0.0133 |
0.0001 |
tilt_COUNTRY |
| 2025-04-18 |
2025-04-21 |
revision |
0.7555 |
0.0011 |
0.0009 |
alpha_REVISION |
| 2025-04-18 |
2025-04-21 |
country_NZ |
-0.0182 |
0.0036 |
-0.0001 |
tilt_COUNTRY |
| 2025-04-18 |
2025-04-21 |
ind_semiconductors |
0.0179 |
-0.0015 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-18 |
2025-04-21 |
country_AU |
-0.0978 |
0.0012 |
-0.0001 |
tilt_COUNTRY |
| 2025-04-18 |
2025-04-21 |
neglect |
0.9331 |
0.0000 |
0.0000 |
alpha_VALUE |
| 2025-04-18 |
2025-04-21 |
ind_construction_materials |
-0.0040 |
-0.0069 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-18 |
2025-04-21 |
ind_textiles_apparel |
-0.0086 |
-0.0035 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-18 |
2025-04-21 |
fmom |
0.7562 |
-0.0001 |
-0.0001 |
alpha_QUALITY |
| 2025-04-18 |
2025-04-21 |
ind_diversified_retail |
-0.0120 |
0.0017 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-18 |
2025-04-21 |
ind_paper_forestry |
-0.0086 |
0.0124 |
-0.0001 |
tilt_INDUSTRY |
| 2025-04-18 |
2025-04-21 |
ind_healthcare_equipment_supplies |
-0.0914 |
-0.0012 |
0.0001 |
tilt_INDUSTRY |
| 2025-04-18 |
2025-04-21 |
ind_construction_engineering |
-0.0405 |
-0.0027 |
0.0001 |
tilt_INDUSTRY |
| 2025-04-18 |
2025-04-21 |
ind_food_drug_retail |
-0.0199 |
0.0046 |
-0.0001 |
tilt_INDUSTRY |
| 2025-04-21 |
2025-04-22 |
ind_transportation_infrastructure |
-0.0447 |
-0.0017 |
0.0001 |
tilt_INDUSTRY |
| 2025-04-21 |
2025-04-22 |
country_JP |
-0.0721 |
-0.0000 |
0.0000 |
tilt_COUNTRY |
| 2025-04-21 |
2025-04-22 |
ind_uranium |
-0.0027 |
-0.0889 |
0.0002 |
tilt_INDUSTRY |
| 2025-04-21 |
2025-04-22 |
ind_coal |
-0.0523 |
-0.0049 |
0.0003 |
tilt_INDUSTRY |
| 2025-04-21 |
2025-04-22 |
country_IN |
0.0685 |
-0.0004 |
-0.0000 |
tilt_COUNTRY |
| 2025-04-21 |
2025-04-22 |
country_KR |
-0.0686 |
-0.0054 |
0.0004 |
tilt_COUNTRY |
| 2025-04-21 |
2025-04-22 |
ind_holding_companies |
-0.0034 |
-0.0047 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-21 |
2025-04-22 |
ind_oil_gas |
0.0103 |
-0.0027 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-21 |
2025-04-22 |
ind_software_it_services |
0.1264 |
-0.0056 |
-0.0007 |
tilt_INDUSTRY |
| 2025-04-21 |
2025-04-22 |
linkage |
0.2722 |
0.0005 |
0.0001 |
alpha_MOMENTUM |
| 2025-04-21 |
2025-04-22 |
ind_multiline_utilities |
-0.0109 |
-0.0107 |
0.0001 |
tilt_INDUSTRY |
| 2025-04-21 |
2025-04-22 |
revision |
0.7590 |
0.0012 |
0.0009 |
alpha_REVISION |
| 2025-04-21 |
2025-04-22 |
sbeta_market |
0.0464 |
-0.0081 |
-0.0004 |
risk_exposure |
| 2025-04-21 |
2025-04-22 |
country_PH |
0.0000 |
-0.0036 |
-0.0000 |
tilt_COUNTRY |
| 2025-04-21 |
2025-04-22 |
ind_beverages |
-0.0678 |
0.0030 |
-0.0002 |
tilt_INDUSTRY |
| 2025-04-21 |
2025-04-22 |
ind_industrial_distribution |
-0.0022 |
0.0235 |
-0.0001 |
tilt_INDUSTRY |
| 2025-04-21 |
2025-04-22 |
ind_commercial_services_supplies |
0.0712 |
-0.0011 |
-0.0001 |
tilt_INDUSTRY |
| 2025-04-21 |
2025-04-22 |
country_AU |
-0.0995 |
-0.0130 |
0.0013 |
tilt_COUNTRY |
| 2025-04-21 |
2025-04-22 |
ind_fintech |
-0.0049 |
0.0138 |
-0.0001 |
tilt_INDUSTRY |
| 2025-04-21 |
2025-04-22 |
ind_healthcare_providers_services |
0.0102 |
-0.0035 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-21 |
2025-04-22 |
pdiscrepancy |
NaN |
NaN |
0.0000 |
unexplained |
| 2025-04-21 |
2025-04-22 |
value_gc |
1.6215 |
-0.0008 |
-0.0012 |
alpha_VALUE |
| 2025-04-21 |
2025-04-22 |
sdiscrepancy |
NaN |
NaN |
0.0000 |
unexplained |
| 2025-04-21 |
2025-04-22 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-04-21 |
2025-04-22 |
ind_oil_gas_equipment_services |
-0.0138 |
0.0009 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-21 |
2025-04-22 |
ind_investment_services |
0.0589 |
0.0042 |
0.0002 |
tilt_INDUSTRY |
| 2025-04-21 |
2025-04-22 |
ind_metals_mining |
-0.1445 |
0.0039 |
-0.0006 |
tilt_INDUSTRY |
| 2025-04-21 |
2025-04-22 |
ind_household_products_services |
-0.0400 |
0.0044 |
-0.0002 |
tilt_INDUSTRY |
| 2025-04-21 |
2025-04-22 |
ind_integrated_hardware_software |
0.0137 |
-0.0009 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-21 |
2025-04-22 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-04-21 |
2025-04-22 |
ind_consumer_goods_conglomerates |
0.0090 |
-0.0098 |
-0.0001 |
tilt_INDUSTRY |
| 2025-04-21 |
2025-04-22 |
size_LARGE |
0.0855 |
-0.0028 |
-0.0002 |
tilt_SIZE |
| 2025-04-21 |
2025-04-22 |
size_MICRO |
-0.0079 |
0.0056 |
-0.0000 |
tilt_SIZE |
| 2025-04-21 |
2025-04-22 |
ind_telecommunications_serices |
0.0646 |
-0.0018 |
-0.0001 |
tilt_INDUSTRY |
| 2025-04-21 |
2025-04-22 |
country_CN |
0.0243 |
0.0017 |
0.0000 |
tilt_COUNTRY |
| 2025-04-21 |
2025-04-22 |
ind_semiconductors |
0.0240 |
-0.0028 |
-0.0001 |
tilt_INDUSTRY |
| 2025-04-21 |
2025-04-22 |
ind_pharmaceuticals |
-0.0965 |
0.0067 |
-0.0007 |
tilt_INDUSTRY |
| 2025-04-21 |
2025-04-22 |
linearCost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-04-21 |
2025-04-22 |
ind_homebuilding_building_products |
-0.0344 |
-0.0011 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-21 |
2025-04-22 |
value_liq |
0.9905 |
0.0010 |
0.0010 |
alpha_VALUE |
| 2025-04-21 |
2025-04-22 |
ind_renewable_energy |
0.0267 |
-0.0022 |
-0.0001 |
tilt_INDUSTRY |
| 2025-04-21 |
2025-04-22 |
ind_office_equipment |
0.0002 |
-0.0018 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-21 |
2025-04-22 |
country_TW |
-0.0354 |
-0.0141 |
0.0005 |
tilt_COUNTRY |
| 2025-04-21 |
2025-04-22 |
ind_food_drug_retail |
-0.0200 |
0.0079 |
-0.0002 |
tilt_INDUSTRY |
| 2025-04-21 |
2025-04-22 |
ind_real_estate_operations |
-0.0120 |
0.0038 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-21 |
2025-04-22 |
fmom |
0.7521 |
-0.0000 |
-0.0000 |
alpha_QUALITY |
| 2025-04-21 |
2025-04-22 |
ind_electric_utilities_ipps |
-0.0219 |
-0.0011 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-21 |
2025-04-22 |
ind_containers_packaging |
-0.0065 |
0.0012 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-21 |
2025-04-22 |
ind_banking_services |
0.0694 |
0.0023 |
0.0002 |
tilt_INDUSTRY |
| 2025-04-21 |
2025-04-22 |
stability |
4.7501 |
-0.0003 |
-0.0016 |
alpha_QUALITY |
| 2025-04-21 |
2025-04-22 |
ind_paper_forestry |
-0.0096 |
0.0085 |
-0.0001 |
tilt_INDUSTRY |
| 2025-04-21 |
2025-04-22 |
momentum |
0.1286 |
-0.0004 |
-0.0000 |
alpha_MOMENTUM |
| 2025-04-21 |
2025-04-22 |
country_SG |
-0.0422 |
0.0064 |
-0.0003 |
tilt_COUNTRY |
| 2025-04-21 |
2025-04-22 |
quality |
2.7478 |
-0.0003 |
-0.0007 |
alpha_QUALITY |
| 2025-04-21 |
2025-04-22 |
ind_media_publishing |
-0.0248 |
-0.0014 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-21 |
2025-04-22 |
ind_household_goods |
-0.0132 |
0.0003 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-21 |
2025-04-22 |
ind_communications_equipment |
-0.0105 |
-0.0055 |
0.0001 |
tilt_INDUSTRY |
| 2025-04-21 |
2025-04-22 |
ind_insurance |
0.0506 |
0.0037 |
0.0002 |
tilt_INDUSTRY |
| 2025-04-21 |
2025-04-22 |
ind_electronic_equipment |
-0.0326 |
-0.0053 |
0.0002 |
tilt_INDUSTRY |
| 2025-04-21 |
2025-04-22 |
ind_water_utilities |
-0.0071 |
-0.0033 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-21 |
2025-04-22 |
size_SMALL |
-0.0104 |
0.0023 |
-0.0000 |
tilt_SIZE |
| 2025-04-21 |
2025-04-22 |
ind_specialty_reatil |
0.0082 |
0.0011 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-21 |
2025-04-22 |
ind_automobile |
-0.0280 |
-0.0022 |
0.0001 |
tilt_INDUSTRY |
| 2025-04-21 |
2025-04-22 |
ind_passenger_transportation |
0.0674 |
-0.0004 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-21 |
2025-04-22 |
ind_leisure_products |
0.0014 |
-0.0044 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-21 |
2025-04-22 |
country_XH |
0.1156 |
0.0188 |
0.0022 |
tilt_COUNTRY |
| 2025-04-21 |
2025-04-22 |
ind_hotels_entertainment |
-0.0695 |
-0.0049 |
0.0003 |
tilt_INDUSTRY |
| 2025-04-21 |
2025-04-22 |
country_HK |
0.0719 |
0.0113 |
0.0008 |
tilt_COUNTRY |
| 2025-04-21 |
2025-04-22 |
ind_freight_logistics |
0.0569 |
-0.0003 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-21 |
2025-04-22 |
ind_natural_gas_utilities |
-0.0004 |
0.0052 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-21 |
2025-04-22 |
reversal |
0.8600 |
0.0002 |
0.0001 |
alpha_REVERSAL |
| 2025-04-21 |
2025-04-22 |
ind_healthcare_equipment_supplies |
-0.0929 |
0.0022 |
-0.0002 |
tilt_INDUSTRY |
| 2025-04-21 |
2025-04-22 |
country_TH |
-0.0199 |
0.0044 |
-0.0001 |
tilt_COUNTRY |
| 2025-04-21 |
2025-04-22 |
neglect |
0.9515 |
0.0004 |
0.0004 |
alpha_VALUE |
| 2025-04-21 |
2025-04-22 |
country_ID |
0.0424 |
0.0060 |
0.0003 |
tilt_COUNTRY |
| 2025-04-21 |
2025-04-22 |
size_MID |
-0.0939 |
-0.0003 |
0.0000 |
tilt_SIZE |
| 2025-04-21 |
2025-04-22 |
ind_construction_materials |
-0.0040 |
0.0035 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-21 |
2025-04-22 |
specret |
NaN |
NaN |
-0.0030 |
unexplained |
| 2025-04-21 |
2025-04-22 |
ind_aerospace_defense |
-0.0149 |
-0.0007 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-21 |
2025-04-22 |
ind_food_tobacco |
0.1300 |
0.0022 |
0.0003 |
tilt_INDUSTRY |
| 2025-04-21 |
2025-04-22 |
ind_diversified_retail |
-0.0103 |
-0.0004 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-21 |
2025-04-22 |
country_MY |
0.0064 |
-0.0160 |
-0.0001 |
tilt_COUNTRY |
| 2025-04-21 |
2025-04-22 |
ind_construction_engineering |
-0.0462 |
-0.0017 |
0.0001 |
tilt_INDUSTRY |
| 2025-04-21 |
2025-04-22 |
market |
-0.0267 |
0.0076 |
-0.0002 |
risk_exposure |
| 2025-04-21 |
2025-04-22 |
country_NZ |
-0.0179 |
-0.0352 |
0.0006 |
tilt_COUNTRY |
| 2025-04-21 |
2025-04-22 |
ind_chemicals |
0.0263 |
0.0020 |
0.0001 |
tilt_INDUSTRY |
| 2025-04-21 |
2025-04-22 |
ind_biotechnology |
0.0073 |
0.0124 |
0.0001 |
tilt_INDUSTRY |
| 2025-04-21 |
2025-04-22 |
ind_textiles_apparel |
-0.0079 |
-0.0023 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-21 |
2025-04-22 |
impactCost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-04-21 |
2025-04-22 |
ind_machinery |
-0.0284 |
-0.0028 |
0.0001 |
tilt_INDUSTRY |
| 2025-04-21 |
2025-04-22 |
ind_computers_phones_household_electronics |
0.1205 |
-0.0052 |
-0.0006 |
tilt_INDUSTRY |
| 2025-04-22 |
2025-04-23 |
ind_integrated_hardware_software |
0.0140 |
0.0065 |
0.0001 |
tilt_INDUSTRY |
| 2025-04-22 |
2025-04-23 |
ind_media_publishing |
-0.0192 |
-0.0105 |
0.0002 |
tilt_INDUSTRY |
| 2025-04-22 |
2025-04-23 |
ind_computers_phones_household_electronics |
0.1253 |
0.0116 |
0.0015 |
tilt_INDUSTRY |
| 2025-04-22 |
2025-04-23 |
ind_pharmaceuticals |
-0.0998 |
-0.0070 |
0.0007 |
tilt_INDUSTRY |
| 2025-04-22 |
2025-04-23 |
size_MID |
-0.0945 |
-0.0024 |
0.0002 |
tilt_SIZE |
| 2025-04-22 |
2025-04-23 |
ind_household_goods |
-0.0153 |
0.0007 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-22 |
2025-04-23 |
ind_specialty_reatil |
0.0102 |
-0.0079 |
-0.0001 |
tilt_INDUSTRY |
| 2025-04-22 |
2025-04-23 |
linearCost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-04-22 |
2025-04-23 |
country_IN |
0.0627 |
0.0017 |
0.0001 |
tilt_COUNTRY |
| 2025-04-22 |
2025-04-23 |
momentum |
0.1535 |
0.0005 |
0.0001 |
alpha_MOMENTUM |
| 2025-04-22 |
2025-04-23 |
ind_semiconductors |
0.0274 |
0.0068 |
0.0002 |
tilt_INDUSTRY |
| 2025-04-22 |
2025-04-23 |
ind_natural_gas_utilities |
0.0004 |
-0.0067 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-22 |
2025-04-23 |
ind_automobile |
-0.0296 |
0.0166 |
-0.0005 |
tilt_INDUSTRY |
| 2025-04-22 |
2025-04-23 |
ind_aerospace_defense |
-0.0185 |
-0.0135 |
0.0002 |
tilt_INDUSTRY |
| 2025-04-22 |
2025-04-23 |
specret |
NaN |
NaN |
0.0128 |
unexplained |
| 2025-04-22 |
2025-04-23 |
ind_insurance |
0.0481 |
-0.0032 |
-0.0002 |
tilt_INDUSTRY |
| 2025-04-22 |
2025-04-23 |
ind_diversified_retail |
-0.0061 |
-0.0099 |
0.0001 |
tilt_INDUSTRY |
| 2025-04-22 |
2025-04-23 |
ind_chemicals |
0.0322 |
0.0015 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-22 |
2025-04-23 |
ind_homebuilding_building_products |
-0.0331 |
-0.0052 |
0.0002 |
tilt_INDUSTRY |
| 2025-04-22 |
2025-04-23 |
market |
-0.0280 |
0.0029 |
-0.0001 |
risk_exposure |
| 2025-04-22 |
2025-04-23 |
quality |
2.8429 |
-0.0004 |
-0.0011 |
alpha_QUALITY |
| 2025-04-22 |
2025-04-23 |
country_KR |
-0.0769 |
0.0098 |
-0.0008 |
tilt_COUNTRY |
| 2025-04-22 |
2025-04-23 |
country_TH |
-0.0278 |
0.0009 |
-0.0000 |
tilt_COUNTRY |
| 2025-04-22 |
2025-04-23 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-04-22 |
2025-04-23 |
ind_household_products_services |
-0.0402 |
-0.0088 |
0.0004 |
tilt_INDUSTRY |
| 2025-04-22 |
2025-04-23 |
value_liq |
0.9340 |
-0.0017 |
-0.0016 |
alpha_VALUE |
| 2025-04-22 |
2025-04-23 |
country_SG |
-0.0436 |
0.0061 |
-0.0003 |
tilt_COUNTRY |
| 2025-04-22 |
2025-04-23 |
ind_telecommunications_serices |
0.0580 |
-0.0083 |
-0.0005 |
tilt_INDUSTRY |
| 2025-04-22 |
2025-04-23 |
ind_passenger_transportation |
0.0676 |
-0.0027 |
-0.0002 |
tilt_INDUSTRY |
| 2025-04-22 |
2025-04-23 |
ind_investment_services |
0.0516 |
-0.0021 |
-0.0001 |
tilt_INDUSTRY |
| 2025-04-22 |
2025-04-23 |
country_XH |
0.1202 |
0.0007 |
0.0001 |
tilt_COUNTRY |
| 2025-04-22 |
2025-04-23 |
ind_consumer_goods_conglomerates |
0.0089 |
0.0074 |
0.0001 |
tilt_INDUSTRY |
| 2025-04-22 |
2025-04-23 |
size_LARGE |
0.0785 |
0.0053 |
0.0004 |
tilt_SIZE |
| 2025-04-22 |
2025-04-23 |
stability |
4.8419 |
0.0002 |
0.0009 |
alpha_QUALITY |
| 2025-04-22 |
2025-04-23 |
country_HK |
0.0626 |
0.0040 |
0.0003 |
tilt_COUNTRY |
| 2025-04-22 |
2025-04-23 |
ind_office_equipment |
0.0001 |
0.0115 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-22 |
2025-04-23 |
ind_construction_materials |
-0.0040 |
-0.0113 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-22 |
2025-04-23 |
ind_construction_engineering |
-0.0492 |
0.0010 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-22 |
2025-04-23 |
ind_communications_equipment |
-0.0117 |
0.0076 |
-0.0001 |
tilt_INDUSTRY |
| 2025-04-22 |
2025-04-23 |
country_CN |
0.0333 |
-0.0118 |
-0.0004 |
tilt_COUNTRY |
| 2025-04-22 |
2025-04-23 |
country_TW |
-0.0301 |
0.0235 |
-0.0007 |
tilt_COUNTRY |
| 2025-04-22 |
2025-04-23 |
ind_metals_mining |
-0.1464 |
-0.0057 |
0.0008 |
tilt_INDUSTRY |
| 2025-04-22 |
2025-04-23 |
reversal |
0.9340 |
0.0044 |
0.0041 |
alpha_REVERSAL |
| 2025-04-22 |
2025-04-23 |
impactCost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-04-22 |
2025-04-23 |
country_JP |
-0.0608 |
0.0074 |
-0.0004 |
tilt_COUNTRY |
| 2025-04-22 |
2025-04-23 |
ind_electronic_equipment |
-0.0365 |
0.0145 |
-0.0005 |
tilt_INDUSTRY |
| 2025-04-22 |
2025-04-23 |
ind_paper_forestry |
-0.0098 |
-0.0100 |
0.0001 |
tilt_INDUSTRY |
| 2025-04-22 |
2025-04-23 |
ind_software_it_services |
0.1247 |
0.0009 |
0.0001 |
tilt_INDUSTRY |
| 2025-04-22 |
2025-04-23 |
ind_transportation_infrastructure |
-0.0455 |
-0.0031 |
0.0001 |
tilt_INDUSTRY |
| 2025-04-22 |
2025-04-23 |
neglect |
0.9612 |
-0.0007 |
-0.0006 |
alpha_VALUE |
| 2025-04-22 |
2025-04-23 |
ind_machinery |
-0.0281 |
0.0107 |
-0.0003 |
tilt_INDUSTRY |
| 2025-04-22 |
2025-04-23 |
ind_coal |
-0.0527 |
-0.0041 |
0.0002 |
tilt_INDUSTRY |
| 2025-04-22 |
2025-04-23 |
ind_banking_services |
0.0820 |
-0.0054 |
-0.0004 |
tilt_INDUSTRY |
| 2025-04-22 |
2025-04-23 |
revision |
0.7376 |
-0.0006 |
-0.0004 |
alpha_REVISION |
| 2025-04-22 |
2025-04-23 |
ind_freight_logistics |
0.0579 |
-0.0011 |
-0.0001 |
tilt_INDUSTRY |
| 2025-04-22 |
2025-04-23 |
ind_industrial_distribution |
-0.0015 |
0.0069 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-22 |
2025-04-23 |
ind_oil_gas |
0.0054 |
-0.0023 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-22 |
2025-04-23 |
ind_biotechnology |
0.0079 |
-0.0011 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-22 |
2025-04-23 |
ind_water_utilities |
-0.0072 |
-0.0008 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-22 |
2025-04-23 |
value_gc |
1.6056 |
0.0015 |
0.0024 |
alpha_VALUE |
| 2025-04-22 |
2025-04-23 |
ind_multiline_utilities |
-0.0109 |
0.0006 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-22 |
2025-04-23 |
country_MY |
0.0063 |
0.0126 |
0.0001 |
tilt_COUNTRY |
| 2025-04-22 |
2025-04-23 |
ind_leisure_products |
0.0021 |
-0.0040 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-22 |
2025-04-23 |
ind_beverages |
-0.0690 |
-0.0096 |
0.0007 |
tilt_INDUSTRY |
| 2025-04-22 |
2025-04-23 |
ind_hotels_entertainment |
-0.0702 |
-0.0050 |
0.0004 |
tilt_INDUSTRY |
| 2025-04-22 |
2025-04-23 |
sbeta_market |
0.0486 |
0.0084 |
0.0004 |
risk_exposure |
| 2025-04-22 |
2025-04-23 |
linkage |
0.3314 |
-0.0010 |
-0.0003 |
alpha_MOMENTUM |
| 2025-04-22 |
2025-04-23 |
country_PH |
0.0000 |
0.0083 |
0.0000 |
tilt_COUNTRY |
| 2025-04-22 |
2025-04-23 |
ind_containers_packaging |
-0.0069 |
0.0009 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-22 |
2025-04-23 |
size_MICRO |
-0.0086 |
-0.0000 |
0.0000 |
tilt_SIZE |
| 2025-04-22 |
2025-04-23 |
country_AU |
-0.0988 |
0.0203 |
-0.0020 |
tilt_COUNTRY |
| 2025-04-22 |
2025-04-23 |
ind_oil_gas_equipment_services |
-0.0147 |
0.0042 |
-0.0001 |
tilt_INDUSTRY |
| 2025-04-22 |
2025-04-23 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-04-22 |
2025-04-23 |
ind_electric_utilities_ipps |
-0.0161 |
-0.0026 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-22 |
2025-04-23 |
fmom |
0.7523 |
0.0006 |
0.0004 |
alpha_QUALITY |
| 2025-04-22 |
2025-04-23 |
ind_textiles_apparel |
-0.0064 |
0.0042 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-22 |
2025-04-23 |
ind_real_estate_operations |
-0.0113 |
-0.0102 |
0.0001 |
tilt_INDUSTRY |
| 2025-04-22 |
2025-04-23 |
ind_food_tobacco |
0.1309 |
-0.0095 |
-0.0012 |
tilt_INDUSTRY |
| 2025-04-22 |
2025-04-23 |
pdiscrepancy |
NaN |
NaN |
-0.0001 |
unexplained |
| 2025-04-22 |
2025-04-23 |
ind_holding_companies |
-0.0031 |
0.0060 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-22 |
2025-04-23 |
country_NZ |
-0.0183 |
0.0136 |
-0.0002 |
tilt_COUNTRY |
| 2025-04-22 |
2025-04-23 |
ind_fintech |
-0.0049 |
-0.0095 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-22 |
2025-04-23 |
country_ID |
0.0432 |
0.0173 |
0.0007 |
tilt_COUNTRY |
| 2025-04-22 |
2025-04-23 |
ind_food_drug_retail |
-0.0200 |
-0.0094 |
0.0002 |
tilt_INDUSTRY |
| 2025-04-22 |
2025-04-23 |
ind_commercial_services_supplies |
0.0716 |
-0.0010 |
-0.0001 |
tilt_INDUSTRY |
| 2025-04-22 |
2025-04-23 |
sdiscrepancy |
NaN |
NaN |
0.0001 |
unexplained |
| 2025-04-22 |
2025-04-23 |
size_SMALL |
-0.0034 |
-0.0011 |
0.0000 |
tilt_SIZE |
| 2025-04-22 |
2025-04-23 |
ind_uranium |
-0.0029 |
0.0670 |
-0.0002 |
tilt_INDUSTRY |
| 2025-04-22 |
2025-04-23 |
ind_healthcare_equipment_supplies |
-0.0926 |
0.0002 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-22 |
2025-04-23 |
ind_renewable_energy |
0.0268 |
0.0041 |
0.0001 |
tilt_INDUSTRY |
| 2025-04-22 |
2025-04-23 |
ind_healthcare_providers_services |
0.0033 |
-0.0101 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-23 |
2025-04-24 |
fmom |
0.7272 |
0.0005 |
0.0003 |
alpha_QUALITY |
| 2025-04-23 |
2025-04-24 |
ind_biotechnology |
0.0083 |
0.0122 |
0.0001 |
tilt_INDUSTRY |
| 2025-04-23 |
2025-04-24 |
value_liq |
0.8687 |
0.0012 |
0.0010 |
alpha_VALUE |
| 2025-04-23 |
2025-04-24 |
ind_water_utilities |
-0.0072 |
0.0134 |
-0.0001 |
tilt_INDUSTRY |
| 2025-04-23 |
2025-04-24 |
ind_beverages |
-0.0701 |
-0.0021 |
0.0001 |
tilt_INDUSTRY |
| 2025-04-23 |
2025-04-24 |
ind_freight_logistics |
0.0569 |
-0.0009 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-23 |
2025-04-24 |
ind_software_it_services |
0.1252 |
-0.0069 |
-0.0009 |
tilt_INDUSTRY |
| 2025-04-23 |
2025-04-24 |
country_CN |
0.0297 |
0.0006 |
0.0000 |
tilt_COUNTRY |
| 2025-04-23 |
2025-04-24 |
ind_semiconductors |
0.0335 |
-0.0046 |
-0.0002 |
tilt_INDUSTRY |
| 2025-04-23 |
2025-04-24 |
ind_household_products_services |
-0.0394 |
0.0096 |
-0.0004 |
tilt_INDUSTRY |
| 2025-04-23 |
2025-04-24 |
ind_construction_engineering |
-0.0522 |
-0.0005 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-23 |
2025-04-24 |
impactCost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-04-23 |
2025-04-24 |
ind_paper_forestry |
-0.0096 |
-0.0010 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-23 |
2025-04-24 |
ind_commercial_services_supplies |
0.0705 |
-0.0026 |
-0.0002 |
tilt_INDUSTRY |
| 2025-04-23 |
2025-04-24 |
ind_healthcare_providers_services |
0.0038 |
-0.0035 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-23 |
2025-04-24 |
ind_electric_utilities_ipps |
-0.0122 |
0.0052 |
-0.0001 |
tilt_INDUSTRY |
| 2025-04-23 |
2025-04-24 |
ind_real_estate_operations |
-0.0095 |
0.0010 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-23 |
2025-04-24 |
ind_aerospace_defense |
-0.0197 |
0.0014 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-23 |
2025-04-24 |
ind_food_drug_retail |
-0.0216 |
-0.0079 |
0.0002 |
tilt_INDUSTRY |
| 2025-04-23 |
2025-04-24 |
country_NZ |
-0.0185 |
0.0025 |
-0.0000 |
tilt_COUNTRY |
| 2025-04-23 |
2025-04-24 |
quality |
2.9366 |
0.0011 |
0.0033 |
alpha_QUALITY |
| 2025-04-23 |
2025-04-24 |
country_IN |
0.0600 |
-0.0039 |
-0.0002 |
tilt_COUNTRY |
| 2025-04-23 |
2025-04-24 |
revision |
0.7358 |
0.0005 |
0.0004 |
alpha_REVISION |
| 2025-04-23 |
2025-04-24 |
country_JP |
-0.0531 |
-0.0007 |
0.0000 |
tilt_COUNTRY |
| 2025-04-23 |
2025-04-24 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-04-23 |
2025-04-24 |
ind_electronic_equipment |
-0.0459 |
-0.0053 |
0.0002 |
tilt_INDUSTRY |
| 2025-04-23 |
2025-04-24 |
ind_coal |
-0.0531 |
0.0038 |
-0.0002 |
tilt_INDUSTRY |
| 2025-04-23 |
2025-04-24 |
size_MID |
-0.0979 |
-0.0004 |
0.0000 |
tilt_SIZE |
| 2025-04-23 |
2025-04-24 |
ind_communications_equipment |
-0.0154 |
-0.0053 |
0.0001 |
tilt_INDUSTRY |
| 2025-04-23 |
2025-04-24 |
neglect |
0.9632 |
-0.0003 |
-0.0003 |
alpha_VALUE |
| 2025-04-23 |
2025-04-24 |
country_XH |
0.1230 |
0.0051 |
0.0006 |
tilt_COUNTRY |
| 2025-04-23 |
2025-04-24 |
ind_investment_services |
0.0439 |
0.0035 |
0.0002 |
tilt_INDUSTRY |
| 2025-04-23 |
2025-04-24 |
ind_hotels_entertainment |
-0.0692 |
-0.0038 |
0.0003 |
tilt_INDUSTRY |
| 2025-04-23 |
2025-04-24 |
ind_construction_materials |
-0.0040 |
0.0046 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-23 |
2025-04-24 |
sbeta_market |
0.0371 |
-0.0085 |
-0.0003 |
risk_exposure |
| 2025-04-23 |
2025-04-24 |
country_PH |
0.0000 |
0.0012 |
0.0000 |
tilt_COUNTRY |
| 2025-04-23 |
2025-04-24 |
linearCost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-04-23 |
2025-04-24 |
stability |
4.8863 |
-0.0001 |
-0.0006 |
alpha_QUALITY |
| 2025-04-23 |
2025-04-24 |
ind_diversified_retail |
-0.0031 |
-0.0035 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-23 |
2025-04-24 |
ind_homebuilding_building_products |
-0.0299 |
0.0025 |
-0.0001 |
tilt_INDUSTRY |
| 2025-04-23 |
2025-04-24 |
country_TW |
-0.0215 |
-0.0027 |
0.0001 |
tilt_COUNTRY |
| 2025-04-23 |
2025-04-24 |
ind_metals_mining |
-0.1448 |
0.0034 |
-0.0005 |
tilt_INDUSTRY |
| 2025-04-23 |
2025-04-24 |
size_SMALL |
-0.0020 |
0.0003 |
-0.0000 |
tilt_SIZE |
| 2025-04-23 |
2025-04-24 |
size_MICRO |
-0.0087 |
0.0038 |
-0.0000 |
tilt_SIZE |
| 2025-04-23 |
2025-04-24 |
ind_healthcare_equipment_supplies |
-0.0924 |
-0.0007 |
0.0001 |
tilt_INDUSTRY |
| 2025-04-23 |
2025-04-24 |
momentum |
0.1508 |
-0.0005 |
-0.0001 |
alpha_MOMENTUM |
| 2025-04-23 |
2025-04-24 |
ind_leisure_products |
0.0030 |
0.0090 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-23 |
2025-04-24 |
ind_media_publishing |
-0.0134 |
-0.0085 |
0.0001 |
tilt_INDUSTRY |
| 2025-04-23 |
2025-04-24 |
ind_natural_gas_utilities |
0.0017 |
-0.0048 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-23 |
2025-04-24 |
ind_household_goods |
-0.0159 |
0.0033 |
-0.0001 |
tilt_INDUSTRY |
| 2025-04-23 |
2025-04-24 |
ind_machinery |
-0.0254 |
-0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-23 |
2025-04-24 |
ind_insurance |
0.0467 |
0.0048 |
0.0002 |
tilt_INDUSTRY |
| 2025-04-23 |
2025-04-24 |
ind_chemicals |
0.0353 |
0.0026 |
0.0001 |
tilt_INDUSTRY |
| 2025-04-23 |
2025-04-24 |
ind_textiles_apparel |
-0.0069 |
0.0018 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-23 |
2025-04-24 |
pdiscrepancy |
NaN |
NaN |
-0.0000 |
unexplained |
| 2025-04-23 |
2025-04-24 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-04-23 |
2025-04-24 |
ind_fintech |
-0.0050 |
0.0017 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-23 |
2025-04-24 |
country_KR |
-0.0868 |
-0.0028 |
0.0002 |
tilt_COUNTRY |
| 2025-04-23 |
2025-04-24 |
ind_transportation_infrastructure |
-0.0451 |
-0.0026 |
0.0001 |
tilt_INDUSTRY |
| 2025-04-23 |
2025-04-24 |
value_gc |
1.6065 |
0.0003 |
0.0005 |
alpha_VALUE |
| 2025-04-23 |
2025-04-24 |
linkage |
0.3574 |
0.0000 |
0.0000 |
alpha_MOMENTUM |
| 2025-04-23 |
2025-04-24 |
ind_uranium |
-0.0030 |
0.0868 |
-0.0003 |
tilt_INDUSTRY |
| 2025-04-23 |
2025-04-24 |
ind_oil_gas |
0.0011 |
-0.0075 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-23 |
2025-04-24 |
size_LARGE |
0.0679 |
-0.0001 |
-0.0000 |
tilt_SIZE |
| 2025-04-23 |
2025-04-24 |
sdiscrepancy |
NaN |
NaN |
-0.0001 |
unexplained |
| 2025-04-23 |
2025-04-24 |
ind_holding_companies |
-0.0030 |
-0.0066 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-23 |
2025-04-24 |
country_MY |
0.0064 |
-0.0005 |
-0.0000 |
tilt_COUNTRY |
| 2025-04-23 |
2025-04-24 |
ind_containers_packaging |
-0.0075 |
-0.0021 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-23 |
2025-04-24 |
ind_multiline_utilities |
-0.0110 |
0.0061 |
-0.0001 |
tilt_INDUSTRY |
| 2025-04-23 |
2025-04-24 |
country_AU |
-0.0990 |
0.0040 |
-0.0004 |
tilt_COUNTRY |
| 2025-04-23 |
2025-04-24 |
ind_industrial_distribution |
-0.0018 |
0.0098 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-23 |
2025-04-24 |
ind_renewable_energy |
0.0270 |
-0.0023 |
-0.0001 |
tilt_INDUSTRY |
| 2025-04-23 |
2025-04-24 |
ind_office_equipment |
0.0000 |
0.0035 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-23 |
2025-04-24 |
ind_banking_services |
0.0862 |
0.0037 |
0.0003 |
tilt_INDUSTRY |
| 2025-04-23 |
2025-04-24 |
country_TH |
-0.0267 |
-0.0042 |
0.0001 |
tilt_COUNTRY |
| 2025-04-23 |
2025-04-24 |
specret |
NaN |
NaN |
-0.0079 |
unexplained |
| 2025-04-23 |
2025-04-24 |
ind_integrated_hardware_software |
0.0138 |
-0.0114 |
-0.0002 |
tilt_INDUSTRY |
| 2025-04-23 |
2025-04-24 |
country_HK |
0.0469 |
0.0010 |
0.0000 |
tilt_COUNTRY |
| 2025-04-23 |
2025-04-24 |
ind_specialty_reatil |
0.0103 |
-0.0060 |
-0.0001 |
tilt_INDUSTRY |
| 2025-04-23 |
2025-04-24 |
ind_automobile |
-0.0300 |
0.0011 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-23 |
2025-04-24 |
ind_pharmaceuticals |
-0.1071 |
0.0067 |
-0.0007 |
tilt_INDUSTRY |
| 2025-04-23 |
2025-04-24 |
country_SG |
-0.0442 |
0.0044 |
-0.0002 |
tilt_COUNTRY |
| 2025-04-23 |
2025-04-24 |
country_ID |
0.0428 |
-0.0077 |
-0.0003 |
tilt_COUNTRY |
| 2025-04-23 |
2025-04-24 |
ind_consumer_goods_conglomerates |
0.0083 |
0.0100 |
0.0001 |
tilt_INDUSTRY |
| 2025-04-23 |
2025-04-24 |
ind_telecommunications_serices |
0.0514 |
-0.0056 |
-0.0003 |
tilt_INDUSTRY |
| 2025-04-23 |
2025-04-24 |
ind_oil_gas_equipment_services |
-0.0168 |
0.0058 |
-0.0001 |
tilt_INDUSTRY |
| 2025-04-23 |
2025-04-24 |
ind_passenger_transportation |
0.0666 |
-0.0122 |
-0.0008 |
tilt_INDUSTRY |
| 2025-04-23 |
2025-04-24 |
ind_food_tobacco |
0.1297 |
0.0017 |
0.0002 |
tilt_INDUSTRY |
| 2025-04-23 |
2025-04-24 |
ind_computers_phones_household_electronics |
0.1284 |
-0.0025 |
-0.0003 |
tilt_INDUSTRY |
| 2025-04-23 |
2025-04-24 |
market |
-0.0407 |
0.0049 |
-0.0002 |
risk_exposure |
| 2025-04-23 |
2025-04-24 |
reversal |
0.5869 |
0.0019 |
0.0011 |
alpha_REVERSAL |
| 2025-04-24 |
2025-04-25 |
country_TH |
-0.0267 |
0.0097 |
-0.0003 |
tilt_COUNTRY |
| 2025-04-24 |
2025-04-25 |
specret |
NaN |
NaN |
-0.0025 |
unexplained |
| 2025-04-24 |
2025-04-25 |
country_MY |
0.0064 |
0.0077 |
0.0000 |
tilt_COUNTRY |
| 2025-04-24 |
2025-04-25 |
ind_beverages |
-0.0736 |
-0.0038 |
0.0003 |
tilt_INDUSTRY |
| 2025-04-24 |
2025-04-25 |
ind_freight_logistics |
0.0544 |
0.0009 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-24 |
2025-04-25 |
ind_automobile |
-0.0285 |
0.0022 |
-0.0001 |
tilt_INDUSTRY |
| 2025-04-24 |
2025-04-25 |
ind_oil_gas |
-0.0000 |
0.0010 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-24 |
2025-04-25 |
ind_software_it_services |
0.1310 |
0.0029 |
0.0004 |
tilt_INDUSTRY |
| 2025-04-24 |
2025-04-25 |
ind_construction_materials |
-0.0039 |
0.0000 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-24 |
2025-04-25 |
ind_commercial_services_supplies |
0.0699 |
0.0012 |
0.0001 |
tilt_INDUSTRY |
| 2025-04-24 |
2025-04-25 |
country_AU |
-0.1009 |
0.0007 |
-0.0001 |
tilt_COUNTRY |
| 2025-04-24 |
2025-04-25 |
country_PH |
0.0000 |
0.0207 |
0.0000 |
tilt_COUNTRY |
| 2025-04-24 |
2025-04-25 |
value_gc |
1.6151 |
0.0004 |
0.0006 |
alpha_VALUE |
| 2025-04-24 |
2025-04-25 |
sbeta_market |
0.0293 |
0.0038 |
0.0001 |
risk_exposure |
| 2025-04-24 |
2025-04-25 |
ind_computers_phones_household_electronics |
0.1288 |
0.0031 |
0.0004 |
tilt_INDUSTRY |
| 2025-04-24 |
2025-04-25 |
ind_natural_gas_utilities |
0.0021 |
-0.0043 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-24 |
2025-04-25 |
pdiscrepancy |
NaN |
NaN |
0.0000 |
unexplained |
| 2025-04-24 |
2025-04-25 |
ind_construction_engineering |
-0.0558 |
0.0007 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-24 |
2025-04-25 |
country_HK |
0.0371 |
0.0015 |
0.0001 |
tilt_COUNTRY |
| 2025-04-24 |
2025-04-25 |
ind_passenger_transportation |
0.0664 |
-0.0063 |
-0.0004 |
tilt_INDUSTRY |
| 2025-04-24 |
2025-04-25 |
ind_fintech |
-0.0046 |
-0.0039 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-24 |
2025-04-25 |
ind_food_tobacco |
0.1303 |
-0.0061 |
-0.0008 |
tilt_INDUSTRY |
| 2025-04-24 |
2025-04-25 |
country_NZ |
-0.0180 |
-0.0004 |
0.0000 |
tilt_COUNTRY |
| 2025-04-24 |
2025-04-25 |
size_SMALL |
-0.0031 |
-0.0017 |
0.0000 |
tilt_SIZE |
| 2025-04-24 |
2025-04-25 |
market |
-0.0571 |
-0.0008 |
0.0000 |
risk_exposure |
| 2025-04-24 |
2025-04-25 |
ind_banking_services |
0.0615 |
-0.0033 |
-0.0002 |
tilt_INDUSTRY |
| 2025-04-24 |
2025-04-25 |
ind_healthcare_equipment_supplies |
-0.0938 |
-0.0018 |
0.0002 |
tilt_INDUSTRY |
| 2025-04-24 |
2025-04-25 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-04-24 |
2025-04-25 |
linkage |
0.3808 |
-0.0001 |
-0.0000 |
alpha_MOMENTUM |
| 2025-04-24 |
2025-04-25 |
ind_leisure_products |
0.0041 |
0.0082 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-24 |
2025-04-25 |
country_XH |
0.1247 |
-0.0027 |
-0.0003 |
tilt_COUNTRY |
| 2025-04-24 |
2025-04-25 |
ind_hotels_entertainment |
-0.0680 |
-0.0057 |
0.0004 |
tilt_INDUSTRY |
| 2025-04-24 |
2025-04-25 |
ind_aerospace_defense |
-0.0189 |
-0.0029 |
0.0001 |
tilt_INDUSTRY |
| 2025-04-24 |
2025-04-25 |
country_ID |
0.0430 |
0.0110 |
0.0005 |
tilt_COUNTRY |
| 2025-04-24 |
2025-04-25 |
ind_machinery |
-0.0263 |
0.0023 |
-0.0001 |
tilt_INDUSTRY |
| 2025-04-24 |
2025-04-25 |
ind_biotechnology |
0.0076 |
-0.0084 |
-0.0001 |
tilt_INDUSTRY |
| 2025-04-24 |
2025-04-25 |
fmom |
0.6824 |
-0.0001 |
-0.0001 |
alpha_QUALITY |
| 2025-04-24 |
2025-04-25 |
size_MID |
-0.0964 |
-0.0005 |
0.0000 |
tilt_SIZE |
| 2025-04-24 |
2025-04-25 |
ind_industrial_distribution |
-0.0019 |
-0.0025 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-24 |
2025-04-25 |
reversal |
0.8688 |
0.0000 |
0.0000 |
alpha_REVERSAL |
| 2025-04-24 |
2025-04-25 |
ind_chemicals |
0.0346 |
0.0002 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-24 |
2025-04-25 |
neglect |
0.9637 |
-0.0006 |
-0.0005 |
alpha_VALUE |
| 2025-04-24 |
2025-04-25 |
size_MICRO |
-0.0086 |
0.0013 |
-0.0000 |
tilt_SIZE |
| 2025-04-24 |
2025-04-25 |
country_SG |
-0.0443 |
-0.0000 |
0.0000 |
tilt_COUNTRY |
| 2025-04-24 |
2025-04-25 |
linearCost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-04-24 |
2025-04-25 |
ind_healthcare_providers_services |
0.0047 |
-0.0001 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-24 |
2025-04-25 |
ind_integrated_hardware_software |
0.0136 |
0.0054 |
0.0001 |
tilt_INDUSTRY |
| 2025-04-24 |
2025-04-25 |
ind_consumer_goods_conglomerates |
0.0081 |
0.0156 |
0.0001 |
tilt_INDUSTRY |
| 2025-04-24 |
2025-04-25 |
ind_household_goods |
-0.0110 |
0.0020 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-24 |
2025-04-25 |
country_CN |
0.0182 |
-0.0024 |
-0.0000 |
tilt_COUNTRY |
| 2025-04-24 |
2025-04-25 |
ind_media_publishing |
-0.0043 |
-0.0005 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-24 |
2025-04-25 |
quality |
2.9615 |
0.0004 |
0.0011 |
alpha_QUALITY |
| 2025-04-24 |
2025-04-25 |
country_KR |
-0.0921 |
0.0056 |
-0.0005 |
tilt_COUNTRY |
| 2025-04-24 |
2025-04-25 |
country_IN |
0.0571 |
-0.0226 |
-0.0013 |
tilt_COUNTRY |
| 2025-04-24 |
2025-04-25 |
size_LARGE |
0.0510 |
0.0028 |
0.0001 |
tilt_SIZE |
| 2025-04-24 |
2025-04-25 |
ind_insurance |
0.0434 |
-0.0051 |
-0.0002 |
tilt_INDUSTRY |
| 2025-04-24 |
2025-04-25 |
ind_textiles_apparel |
-0.0106 |
0.0002 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-24 |
2025-04-25 |
ind_oil_gas_equipment_services |
-0.0177 |
0.0024 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-24 |
2025-04-25 |
country_TW |
-0.0103 |
0.0105 |
-0.0001 |
tilt_COUNTRY |
| 2025-04-24 |
2025-04-25 |
value_liq |
0.8461 |
0.0004 |
0.0003 |
alpha_VALUE |
| 2025-04-24 |
2025-04-25 |
impactCost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-04-24 |
2025-04-25 |
stability |
4.8664 |
-0.0003 |
-0.0015 |
alpha_QUALITY |
| 2025-04-24 |
2025-04-25 |
ind_communications_equipment |
-0.0227 |
0.0038 |
-0.0001 |
tilt_INDUSTRY |
| 2025-04-24 |
2025-04-25 |
ind_office_equipment |
0.0000 |
-0.0002 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-24 |
2025-04-25 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-04-24 |
2025-04-25 |
ind_telecommunications_serices |
0.0546 |
-0.0055 |
-0.0003 |
tilt_INDUSTRY |
| 2025-04-24 |
2025-04-25 |
ind_investment_services |
0.0389 |
0.0024 |
0.0001 |
tilt_INDUSTRY |
| 2025-04-24 |
2025-04-25 |
momentum |
0.1277 |
0.0003 |
0.0000 |
alpha_MOMENTUM |
| 2025-04-24 |
2025-04-25 |
ind_metals_mining |
-0.1419 |
-0.0008 |
0.0001 |
tilt_INDUSTRY |
| 2025-04-24 |
2025-04-25 |
ind_specialty_reatil |
0.0125 |
-0.0036 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-24 |
2025-04-25 |
ind_food_drug_retail |
-0.0206 |
-0.0053 |
0.0001 |
tilt_INDUSTRY |
| 2025-04-24 |
2025-04-25 |
ind_coal |
-0.0529 |
-0.0072 |
0.0004 |
tilt_INDUSTRY |
| 2025-04-24 |
2025-04-25 |
ind_electronic_equipment |
-0.0529 |
0.0071 |
-0.0004 |
tilt_INDUSTRY |
| 2025-04-24 |
2025-04-25 |
ind_transportation_infrastructure |
-0.0449 |
-0.0007 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-24 |
2025-04-25 |
ind_water_utilities |
-0.0072 |
-0.0024 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-24 |
2025-04-25 |
revision |
0.7364 |
-0.0007 |
-0.0005 |
alpha_REVISION |
| 2025-04-24 |
2025-04-25 |
ind_homebuilding_building_products |
-0.0267 |
-0.0046 |
0.0001 |
tilt_INDUSTRY |
| 2025-04-24 |
2025-04-25 |
country_JP |
-0.0513 |
0.0087 |
-0.0004 |
tilt_COUNTRY |
| 2025-04-24 |
2025-04-25 |
ind_uranium |
-0.0029 |
-0.0057 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-24 |
2025-04-25 |
ind_paper_forestry |
-0.0096 |
-0.0015 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-24 |
2025-04-25 |
ind_household_products_services |
-0.0385 |
-0.0006 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-24 |
2025-04-25 |
ind_renewable_energy |
0.0266 |
0.0018 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-24 |
2025-04-25 |
ind_semiconductors |
0.0381 |
0.0101 |
0.0004 |
tilt_INDUSTRY |
| 2025-04-24 |
2025-04-25 |
ind_diversified_retail |
-0.0023 |
-0.0064 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-24 |
2025-04-25 |
ind_pharmaceuticals |
-0.1060 |
-0.0077 |
0.0008 |
tilt_INDUSTRY |
| 2025-04-24 |
2025-04-25 |
ind_containers_packaging |
-0.0079 |
0.0003 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-24 |
2025-04-25 |
sdiscrepancy |
NaN |
NaN |
0.0010 |
unexplained |
| 2025-04-24 |
2025-04-25 |
ind_holding_companies |
-0.0030 |
-0.0014 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-24 |
2025-04-25 |
ind_real_estate_operations |
-0.0061 |
-0.0048 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-24 |
2025-04-25 |
ind_multiline_utilities |
-0.0111 |
0.0061 |
-0.0001 |
tilt_INDUSTRY |
| 2025-04-24 |
2025-04-25 |
ind_electric_utilities_ipps |
-0.0111 |
0.0052 |
-0.0001 |
tilt_INDUSTRY |
| 2025-04-25 |
2025-04-28 |
value_liq |
0.8184 |
-0.0003 |
-0.0002 |
alpha_VALUE |
| 2025-04-25 |
2025-04-28 |
market |
-0.0395 |
0.0069 |
-0.0003 |
risk_exposure |
| 2025-04-25 |
2025-04-28 |
ind_software_it_services |
0.1347 |
0.0056 |
0.0008 |
tilt_INDUSTRY |
| 2025-04-25 |
2025-04-28 |
ind_natural_gas_utilities |
0.0017 |
0.0006 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-25 |
2025-04-28 |
ind_passenger_transportation |
0.0673 |
-0.0039 |
-0.0003 |
tilt_INDUSTRY |
| 2025-04-25 |
2025-04-28 |
ind_pharmaceuticals |
-0.1021 |
-0.0026 |
0.0003 |
tilt_INDUSTRY |
| 2025-04-25 |
2025-04-28 |
ind_oil_gas_equipment_services |
-0.0171 |
0.0003 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-25 |
2025-04-28 |
size_MID |
-0.0901 |
0.0014 |
-0.0001 |
tilt_SIZE |
| 2025-04-25 |
2025-04-28 |
ind_semiconductors |
0.0401 |
0.0008 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-25 |
2025-04-28 |
reversal |
0.8491 |
0.0010 |
0.0009 |
alpha_REVERSAL |
| 2025-04-25 |
2025-04-28 |
stability |
4.8179 |
0.0003 |
0.0013 |
alpha_QUALITY |
| 2025-04-25 |
2025-04-28 |
ind_specialty_reatil |
0.0139 |
0.0074 |
0.0001 |
tilt_INDUSTRY |
| 2025-04-25 |
2025-04-28 |
specret |
NaN |
NaN |
-0.0046 |
unexplained |
| 2025-04-25 |
2025-04-28 |
ind_textiles_apparel |
-0.0134 |
-0.0041 |
0.0001 |
tilt_INDUSTRY |
| 2025-04-25 |
2025-04-28 |
size_SMALL |
-0.0023 |
-0.0026 |
0.0000 |
tilt_SIZE |
| 2025-04-25 |
2025-04-28 |
pdiscrepancy |
NaN |
NaN |
0.0000 |
unexplained |
| 2025-04-25 |
2025-04-28 |
ind_transportation_infrastructure |
-0.0421 |
0.0045 |
-0.0002 |
tilt_INDUSTRY |
| 2025-04-25 |
2025-04-28 |
sbeta_market |
0.0481 |
-0.0077 |
-0.0004 |
risk_exposure |
| 2025-04-25 |
2025-04-28 |
revision |
0.7355 |
0.0009 |
0.0007 |
alpha_REVISION |
| 2025-04-25 |
2025-04-28 |
value_gc |
1.6008 |
0.0005 |
0.0008 |
alpha_VALUE |
| 2025-04-25 |
2025-04-28 |
ind_paper_forestry |
-0.0097 |
-0.0013 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-25 |
2025-04-28 |
ind_oil_gas |
0.0007 |
0.0046 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-25 |
2025-04-28 |
ind_renewable_energy |
0.0260 |
0.0012 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-25 |
2025-04-28 |
ind_real_estate_operations |
-0.0022 |
-0.0079 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-25 |
2025-04-28 |
ind_metals_mining |
-0.1413 |
-0.0006 |
0.0001 |
tilt_INDUSTRY |
| 2025-04-25 |
2025-04-28 |
ind_uranium |
-0.0028 |
0.0028 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-25 |
2025-04-28 |
ind_office_equipment |
0.0000 |
-0.0012 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-25 |
2025-04-28 |
ind_water_utilities |
-0.0073 |
0.0043 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-25 |
2025-04-28 |
size_LARGE |
0.0618 |
0.0013 |
0.0001 |
tilt_SIZE |
| 2025-04-25 |
2025-04-28 |
ind_machinery |
-0.0456 |
-0.0007 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-25 |
2025-04-28 |
ind_multiline_utilities |
-0.0119 |
0.0010 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-25 |
2025-04-28 |
ind_leisure_products |
0.0048 |
-0.0055 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-25 |
2025-04-28 |
neglect |
0.9539 |
0.0001 |
0.0001 |
alpha_VALUE |
| 2025-04-25 |
2025-04-28 |
quality |
2.9404 |
-0.0006 |
-0.0017 |
alpha_QUALITY |
| 2025-04-25 |
2025-04-28 |
ind_media_publishing |
0.0030 |
0.0034 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-25 |
2025-04-28 |
linearCost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-04-25 |
2025-04-28 |
momentum |
0.1389 |
0.0003 |
0.0000 |
alpha_MOMENTUM |
| 2025-04-25 |
2025-04-28 |
linkage |
0.5106 |
0.0001 |
0.0001 |
alpha_MOMENTUM |
| 2025-04-25 |
2025-04-28 |
sdiscrepancy |
NaN |
NaN |
-0.0004 |
unexplained |
| 2025-04-25 |
2025-04-28 |
ind_telecommunications_serices |
0.0567 |
-0.0007 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-25 |
2025-04-28 |
ind_investment_services |
0.0364 |
-0.0008 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-25 |
2025-04-28 |
size_MICRO |
-0.0088 |
-0.0041 |
0.0000 |
tilt_SIZE |
| 2025-04-25 |
2025-04-28 |
ind_biotechnology |
0.0090 |
-0.0001 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-25 |
2025-04-28 |
fcost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-04-25 |
2025-04-28 |
country_TH |
-0.0240 |
-0.0083 |
0.0002 |
tilt_COUNTRY |
| 2025-04-25 |
2025-04-28 |
ind_insurance |
0.0415 |
-0.0021 |
-0.0001 |
tilt_INDUSTRY |
| 2025-04-25 |
2025-04-28 |
country_HK |
0.0355 |
0.0016 |
0.0001 |
tilt_COUNTRY |
| 2025-04-25 |
2025-04-28 |
ind_containers_packaging |
-0.0084 |
-0.0017 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-25 |
2025-04-28 |
ind_beverages |
-0.0759 |
0.0032 |
-0.0002 |
tilt_INDUSTRY |
| 2025-04-25 |
2025-04-28 |
ind_commercial_services_supplies |
0.0695 |
-0.0014 |
-0.0001 |
tilt_INDUSTRY |
| 2025-04-25 |
2025-04-28 |
bcost |
NaN |
NaN |
-0.0010 |
cost |
| 2025-04-25 |
2025-04-28 |
ind_aerospace_defense |
-0.0195 |
0.0059 |
-0.0001 |
tilt_INDUSTRY |
| 2025-04-25 |
2025-04-28 |
ind_food_drug_retail |
-0.0141 |
0.0005 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-25 |
2025-04-28 |
country_MY |
0.0064 |
0.0024 |
0.0000 |
tilt_COUNTRY |
| 2025-04-25 |
2025-04-28 |
ind_healthcare_providers_services |
0.0056 |
-0.0015 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-25 |
2025-04-28 |
country_TW |
-0.0039 |
0.0068 |
-0.0000 |
tilt_COUNTRY |
| 2025-04-25 |
2025-04-28 |
country_IN |
0.0531 |
0.0045 |
0.0002 |
tilt_COUNTRY |
| 2025-04-25 |
2025-04-28 |
ind_household_products_services |
-0.0392 |
-0.0050 |
0.0002 |
tilt_INDUSTRY |
| 2025-04-25 |
2025-04-28 |
ind_homebuilding_building_products |
-0.0250 |
-0.0056 |
0.0001 |
tilt_INDUSTRY |
| 2025-04-25 |
2025-04-28 |
ind_coal |
-0.0521 |
-0.0048 |
0.0002 |
tilt_INDUSTRY |
| 2025-04-25 |
2025-04-28 |
country_CN |
0.0345 |
-0.0031 |
-0.0001 |
tilt_COUNTRY |
| 2025-04-25 |
2025-04-28 |
country_KR |
-0.0969 |
-0.0049 |
0.0005 |
tilt_COUNTRY |
| 2025-04-25 |
2025-04-28 |
impactCost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-04-25 |
2025-04-28 |
country_XH |
0.1270 |
0.0029 |
0.0004 |
tilt_COUNTRY |
| 2025-04-25 |
2025-04-28 |
ind_construction_materials |
-0.0038 |
-0.0077 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-25 |
2025-04-28 |
ind_electronic_equipment |
-0.0488 |
-0.0018 |
0.0001 |
tilt_INDUSTRY |
| 2025-04-25 |
2025-04-28 |
ind_construction_engineering |
-0.0518 |
0.0004 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-25 |
2025-04-28 |
ind_industrial_distribution |
-0.0017 |
0.0061 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-25 |
2025-04-28 |
ind_chemicals |
0.0304 |
-0.0015 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-25 |
2025-04-28 |
ind_diversified_retail |
-0.0020 |
0.0080 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-25 |
2025-04-28 |
ind_holding_companies |
-0.0030 |
-0.0111 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-25 |
2025-04-28 |
ind_food_tobacco |
0.1327 |
-0.0061 |
-0.0008 |
tilt_INDUSTRY |
| 2025-04-25 |
2025-04-28 |
country_JP |
-0.0556 |
0.0040 |
-0.0002 |
tilt_COUNTRY |
| 2025-04-25 |
2025-04-28 |
ind_freight_logistics |
0.0524 |
-0.0018 |
-0.0001 |
tilt_INDUSTRY |
| 2025-04-25 |
2025-04-28 |
ind_hotels_entertainment |
-0.0669 |
-0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-25 |
2025-04-28 |
fmom |
0.6231 |
0.0003 |
0.0002 |
alpha_QUALITY |
| 2025-04-25 |
2025-04-28 |
ind_automobile |
-0.0258 |
-0.0028 |
0.0001 |
tilt_INDUSTRY |
| 2025-04-25 |
2025-04-28 |
ind_healthcare_equipment_supplies |
-0.0966 |
-0.0031 |
0.0003 |
tilt_INDUSTRY |
| 2025-04-25 |
2025-04-28 |
country_NZ |
-0.0184 |
-0.0030 |
0.0001 |
tilt_COUNTRY |
| 2025-04-25 |
2025-04-28 |
ind_computers_phones_household_electronics |
0.1288 |
0.0000 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-25 |
2025-04-28 |
ind_household_goods |
-0.0021 |
-0.0022 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-25 |
2025-04-28 |
country_AU |
-0.0976 |
0.0010 |
-0.0001 |
tilt_COUNTRY |
| 2025-04-25 |
2025-04-28 |
ind_fintech |
-0.0036 |
0.0050 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-25 |
2025-04-28 |
ind_communications_equipment |
-0.0225 |
-0.0027 |
0.0001 |
tilt_INDUSTRY |
| 2025-04-25 |
2025-04-28 |
ind_banking_services |
0.0551 |
0.0043 |
0.0002 |
tilt_INDUSTRY |
| 2025-04-25 |
2025-04-28 |
ind_integrated_hardware_software |
0.0137 |
0.0022 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-25 |
2025-04-28 |
ind_electric_utilities_ipps |
-0.0126 |
0.0034 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-25 |
2025-04-28 |
country_PH |
0.0000 |
-0.0035 |
-0.0000 |
tilt_COUNTRY |
| 2025-04-25 |
2025-04-28 |
country_ID |
0.0457 |
-0.0028 |
-0.0001 |
tilt_COUNTRY |
| 2025-04-25 |
2025-04-28 |
country_SG |
-0.0452 |
-0.0062 |
0.0003 |
tilt_COUNTRY |
| 2025-04-25 |
2025-04-28 |
ind_consumer_goods_conglomerates |
0.0086 |
-0.0006 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-28 |
2025-04-29 |
ind_computers_phones_household_electronics |
0.1280 |
0.0007 |
0.0001 |
tilt_INDUSTRY |
| 2025-04-28 |
2025-04-29 |
country_XH |
0.1263 |
-0.0033 |
-0.0004 |
tilt_COUNTRY |
| 2025-04-28 |
2025-04-29 |
size_MICRO |
-0.0090 |
0.0041 |
-0.0000 |
tilt_SIZE |
| 2025-04-28 |
2025-04-29 |
ind_fintech |
-0.0036 |
-0.0078 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-28 |
2025-04-29 |
country_CN |
0.0579 |
-0.0035 |
-0.0002 |
tilt_COUNTRY |
| 2025-04-28 |
2025-04-29 |
quality |
2.9759 |
-0.0005 |
-0.0016 |
alpha_QUALITY |
| 2025-04-28 |
2025-04-29 |
ind_metals_mining |
-0.1457 |
0.0002 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-28 |
2025-04-29 |
country_PH |
0.0012 |
-0.0011 |
-0.0000 |
tilt_COUNTRY |
| 2025-04-28 |
2025-04-29 |
ind_natural_gas_utilities |
-0.0000 |
-0.0008 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-28 |
2025-04-29 |
ind_specialty_reatil |
0.0134 |
0.0004 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-28 |
2025-04-29 |
country_KR |
-0.0987 |
0.0080 |
-0.0008 |
tilt_COUNTRY |
| 2025-04-28 |
2025-04-29 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-04-28 |
2025-04-29 |
ind_construction_engineering |
-0.0478 |
-0.0007 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-28 |
2025-04-29 |
ind_chemicals |
0.0273 |
0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-28 |
2025-04-29 |
ind_industrial_distribution |
-0.0014 |
0.0005 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-28 |
2025-04-29 |
pdiscrepancy |
NaN |
NaN |
-0.0001 |
unexplained |
| 2025-04-28 |
2025-04-29 |
ind_diversified_retail |
-0.0019 |
0.0027 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-28 |
2025-04-29 |
sdiscrepancy |
NaN |
NaN |
0.0004 |
unexplained |
| 2025-04-28 |
2025-04-29 |
ind_holding_companies |
-0.0030 |
-0.0019 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-28 |
2025-04-29 |
country_JP |
-0.0572 |
-0.0015 |
0.0001 |
tilt_COUNTRY |
| 2025-04-28 |
2025-04-29 |
ind_household_goods |
0.0028 |
0.0048 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-28 |
2025-04-29 |
ind_integrated_hardware_software |
0.0136 |
-0.0130 |
-0.0002 |
tilt_INDUSTRY |
| 2025-04-28 |
2025-04-29 |
ind_uranium |
-0.0028 |
0.0760 |
-0.0002 |
tilt_INDUSTRY |
| 2025-04-28 |
2025-04-29 |
ind_homebuilding_building_products |
-0.0246 |
-0.0005 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-28 |
2025-04-29 |
ind_coal |
-0.0567 |
-0.0034 |
0.0002 |
tilt_INDUSTRY |
| 2025-04-28 |
2025-04-29 |
revision |
0.7406 |
0.0002 |
0.0002 |
alpha_REVISION |
| 2025-04-28 |
2025-04-29 |
size_LARGE |
0.0898 |
-0.0026 |
-0.0002 |
tilt_SIZE |
| 2025-04-28 |
2025-04-29 |
country_TH |
-0.0157 |
0.0048 |
-0.0001 |
tilt_COUNTRY |
| 2025-04-28 |
2025-04-29 |
stability |
4.8662 |
0.0003 |
0.0014 |
alpha_QUALITY |
| 2025-04-28 |
2025-04-29 |
ind_telecommunications_serices |
0.0551 |
0.0015 |
0.0001 |
tilt_INDUSTRY |
| 2025-04-28 |
2025-04-29 |
ind_semiconductors |
0.0397 |
-0.0006 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-28 |
2025-04-29 |
country_SG |
-0.0458 |
0.0002 |
-0.0000 |
tilt_COUNTRY |
| 2025-04-28 |
2025-04-29 |
ind_containers_packaging |
-0.0095 |
0.0022 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-28 |
2025-04-29 |
country_HK |
0.0279 |
-0.0008 |
-0.0000 |
tilt_COUNTRY |
| 2025-04-28 |
2025-04-29 |
ind_multiline_utilities |
-0.0126 |
-0.0035 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-28 |
2025-04-29 |
ind_pharmaceuticals |
-0.1041 |
0.0006 |
-0.0001 |
tilt_INDUSTRY |
| 2025-04-28 |
2025-04-29 |
ind_passenger_transportation |
0.0651 |
-0.0004 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-28 |
2025-04-29 |
ind_commercial_services_supplies |
0.0678 |
0.0015 |
0.0001 |
tilt_INDUSTRY |
| 2025-04-28 |
2025-04-29 |
ind_paper_forestry |
-0.0097 |
-0.0022 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-28 |
2025-04-29 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-04-28 |
2025-04-29 |
sbeta_market |
0.0526 |
0.0040 |
0.0002 |
risk_exposure |
| 2025-04-28 |
2025-04-29 |
ind_electric_utilities_ipps |
-0.0071 |
-0.0071 |
0.0001 |
tilt_INDUSTRY |
| 2025-04-28 |
2025-04-29 |
ind_food_drug_retail |
-0.0105 |
-0.0020 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-28 |
2025-04-29 |
country_MY |
0.0064 |
-0.0022 |
-0.0000 |
tilt_COUNTRY |
| 2025-04-28 |
2025-04-29 |
reversal |
0.9221 |
0.0003 |
0.0003 |
alpha_REVERSAL |
| 2025-04-28 |
2025-04-29 |
value_liq |
0.8103 |
-0.0003 |
-0.0002 |
alpha_VALUE |
| 2025-04-28 |
2025-04-29 |
country_NZ |
-0.0185 |
-0.0069 |
0.0001 |
tilt_COUNTRY |
| 2025-04-28 |
2025-04-29 |
country_TW |
-0.0036 |
0.0107 |
-0.0000 |
tilt_COUNTRY |
| 2025-04-28 |
2025-04-29 |
ind_textiles_apparel |
-0.0143 |
-0.0011 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-28 |
2025-04-29 |
ind_media_publishing |
0.0045 |
0.0051 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-28 |
2025-04-29 |
ind_household_products_services |
-0.0405 |
0.0068 |
-0.0003 |
tilt_INDUSTRY |
| 2025-04-28 |
2025-04-29 |
ind_hotels_entertainment |
-0.0669 |
0.0007 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-28 |
2025-04-29 |
ind_communications_equipment |
-0.0194 |
0.0022 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-28 |
2025-04-29 |
ind_transportation_infrastructure |
-0.0363 |
-0.0060 |
0.0002 |
tilt_INDUSTRY |
| 2025-04-28 |
2025-04-29 |
ind_renewable_energy |
0.0233 |
-0.0114 |
-0.0003 |
tilt_INDUSTRY |
| 2025-04-28 |
2025-04-29 |
ind_water_utilities |
-0.0073 |
-0.0118 |
0.0001 |
tilt_INDUSTRY |
| 2025-04-28 |
2025-04-29 |
value_gc |
1.6239 |
-0.0008 |
-0.0012 |
alpha_VALUE |
| 2025-04-28 |
2025-04-29 |
ind_beverages |
-0.0764 |
-0.0085 |
0.0006 |
tilt_INDUSTRY |
| 2025-04-28 |
2025-04-29 |
ind_banking_services |
0.0855 |
0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-28 |
2025-04-29 |
country_AU |
-0.0983 |
0.0130 |
-0.0013 |
tilt_COUNTRY |
| 2025-04-28 |
2025-04-29 |
ind_oil_gas_equipment_services |
-0.0170 |
-0.0031 |
0.0001 |
tilt_INDUSTRY |
| 2025-04-28 |
2025-04-29 |
ind_machinery |
-0.0592 |
0.0025 |
-0.0001 |
tilt_INDUSTRY |
| 2025-04-28 |
2025-04-29 |
linearCost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-04-28 |
2025-04-29 |
ind_freight_logistics |
0.0516 |
-0.0019 |
-0.0001 |
tilt_INDUSTRY |
| 2025-04-28 |
2025-04-29 |
ind_insurance |
0.0408 |
0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-28 |
2025-04-29 |
ind_investment_services |
0.0331 |
-0.0020 |
-0.0001 |
tilt_INDUSTRY |
| 2025-04-28 |
2025-04-29 |
momentum |
0.1524 |
0.0000 |
0.0000 |
alpha_MOMENTUM |
| 2025-04-28 |
2025-04-29 |
ind_oil_gas |
-0.0005 |
-0.0023 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-28 |
2025-04-29 |
neglect |
0.9294 |
0.0001 |
0.0000 |
alpha_VALUE |
| 2025-04-28 |
2025-04-29 |
impactCost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-04-28 |
2025-04-29 |
ind_construction_materials |
-0.0038 |
-0.0058 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-28 |
2025-04-29 |
ind_healthcare_equipment_supplies |
-0.0977 |
0.0027 |
-0.0003 |
tilt_INDUSTRY |
| 2025-04-28 |
2025-04-29 |
ind_software_it_services |
0.1320 |
0.0025 |
0.0003 |
tilt_INDUSTRY |
| 2025-04-28 |
2025-04-29 |
ind_electronic_equipment |
-0.0452 |
-0.0035 |
0.0002 |
tilt_INDUSTRY |
| 2025-04-28 |
2025-04-29 |
specret |
NaN |
NaN |
-0.0093 |
unexplained |
| 2025-04-28 |
2025-04-29 |
country_IN |
0.0533 |
-0.0012 |
-0.0001 |
tilt_COUNTRY |
| 2025-04-28 |
2025-04-29 |
country_ID |
0.0466 |
0.0050 |
0.0002 |
tilt_COUNTRY |
| 2025-04-28 |
2025-04-29 |
size_MID |
-0.0898 |
-0.0005 |
0.0000 |
tilt_SIZE |
| 2025-04-28 |
2025-04-29 |
linkage |
0.5627 |
0.0003 |
0.0001 |
alpha_MOMENTUM |
| 2025-04-28 |
2025-04-29 |
ind_food_tobacco |
0.1335 |
0.0026 |
0.0003 |
tilt_INDUSTRY |
| 2025-04-28 |
2025-04-29 |
ind_aerospace_defense |
-0.0199 |
-0.0017 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-28 |
2025-04-29 |
ind_automobile |
-0.0211 |
0.0036 |
-0.0001 |
tilt_INDUSTRY |
| 2025-04-28 |
2025-04-29 |
market |
-0.0182 |
-0.0010 |
0.0000 |
risk_exposure |
| 2025-04-28 |
2025-04-29 |
ind_biotechnology |
0.0087 |
0.0077 |
0.0001 |
tilt_INDUSTRY |
| 2025-04-28 |
2025-04-29 |
fmom |
0.5391 |
-0.0003 |
-0.0002 |
alpha_QUALITY |
| 2025-04-28 |
2025-04-29 |
ind_consumer_goods_conglomerates |
0.0089 |
0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-28 |
2025-04-29 |
ind_healthcare_providers_services |
0.0078 |
0.0012 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-28 |
2025-04-29 |
ind_real_estate_operations |
0.0027 |
-0.0044 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-28 |
2025-04-29 |
ind_office_equipment |
0.0000 |
-0.0021 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-28 |
2025-04-29 |
ind_leisure_products |
0.0047 |
0.0047 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-28 |
2025-04-29 |
size_SMALL |
-0.0092 |
0.0026 |
-0.0000 |
tilt_SIZE |
| 2025-04-29 |
2025-04-30 |
ind_pharmaceuticals |
-0.1039 |
0.0017 |
-0.0002 |
tilt_INDUSTRY |
| 2025-04-29 |
2025-04-30 |
linearCost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-04-29 |
2025-04-30 |
ind_leisure_products |
0.0046 |
0.0137 |
0.0001 |
tilt_INDUSTRY |
| 2025-04-29 |
2025-04-30 |
ind_multiline_utilities |
-0.0120 |
-0.0061 |
0.0001 |
tilt_INDUSTRY |
| 2025-04-29 |
2025-04-30 |
size_LARGE |
0.0935 |
-0.0006 |
-0.0001 |
tilt_SIZE |
| 2025-04-29 |
2025-04-30 |
ind_communications_equipment |
-0.0182 |
-0.0006 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-29 |
2025-04-30 |
ind_transportation_infrastructure |
-0.0326 |
0.0018 |
-0.0001 |
tilt_INDUSTRY |
| 2025-04-29 |
2025-04-30 |
specret |
NaN |
NaN |
0.0024 |
unexplained |
| 2025-04-29 |
2025-04-30 |
ind_aerospace_defense |
-0.0191 |
0.0010 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-29 |
2025-04-30 |
ind_passenger_transportation |
0.0597 |
-0.0034 |
-0.0002 |
tilt_INDUSTRY |
| 2025-04-29 |
2025-04-30 |
ind_beverages |
-0.0786 |
-0.0046 |
0.0004 |
tilt_INDUSTRY |
| 2025-04-29 |
2025-04-30 |
fmom |
0.5182 |
-0.0002 |
-0.0001 |
alpha_QUALITY |
| 2025-04-29 |
2025-04-30 |
ind_semiconductors |
0.0366 |
-0.0021 |
-0.0001 |
tilt_INDUSTRY |
| 2025-04-29 |
2025-04-30 |
country_TH |
-0.0078 |
0.0191 |
-0.0001 |
tilt_COUNTRY |
| 2025-04-29 |
2025-04-30 |
ind_automobile |
-0.0147 |
0.0041 |
-0.0001 |
tilt_INDUSTRY |
| 2025-04-29 |
2025-04-30 |
sbeta_market |
0.0395 |
0.0123 |
0.0005 |
risk_exposure |
| 2025-04-29 |
2025-04-30 |
market |
-0.0203 |
-0.0094 |
0.0002 |
risk_exposure |
| 2025-04-29 |
2025-04-30 |
country_SG |
-0.0447 |
0.0135 |
-0.0006 |
tilt_COUNTRY |
| 2025-04-29 |
2025-04-30 |
ind_telecommunications_serices |
0.0501 |
0.0049 |
0.0002 |
tilt_INDUSTRY |
| 2025-04-29 |
2025-04-30 |
country_NZ |
-0.0180 |
-0.0062 |
0.0001 |
tilt_COUNTRY |
| 2025-04-29 |
2025-04-30 |
stability |
4.8248 |
0.0008 |
0.0036 |
alpha_QUALITY |
| 2025-04-29 |
2025-04-30 |
ind_real_estate_operations |
0.0065 |
-0.0001 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-29 |
2025-04-30 |
ind_commercial_services_supplies |
0.0631 |
0.0034 |
0.0002 |
tilt_INDUSTRY |
| 2025-04-29 |
2025-04-30 |
ind_textiles_apparel |
-0.0148 |
0.0007 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-29 |
2025-04-30 |
ind_hotels_entertainment |
-0.0673 |
-0.0039 |
0.0003 |
tilt_INDUSTRY |
| 2025-04-29 |
2025-04-30 |
ind_freight_logistics |
0.0495 |
-0.0040 |
-0.0002 |
tilt_INDUSTRY |
| 2025-04-29 |
2025-04-30 |
ind_computers_phones_household_electronics |
0.1242 |
0.0018 |
0.0002 |
tilt_INDUSTRY |
| 2025-04-29 |
2025-04-30 |
ind_healthcare_equipment_supplies |
-0.0954 |
0.0036 |
-0.0003 |
tilt_INDUSTRY |
| 2025-04-29 |
2025-04-30 |
revision |
0.6033 |
0.0007 |
0.0004 |
alpha_REVISION |
| 2025-04-29 |
2025-04-30 |
ind_oil_gas_equipment_services |
-0.0166 |
0.0031 |
-0.0001 |
tilt_INDUSTRY |
| 2025-04-29 |
2025-04-30 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-04-29 |
2025-04-30 |
ind_insurance |
0.0405 |
0.0068 |
0.0003 |
tilt_INDUSTRY |
| 2025-04-29 |
2025-04-30 |
ind_oil_gas |
-0.0020 |
0.0040 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-29 |
2025-04-30 |
ind_software_it_services |
0.1329 |
0.0071 |
0.0009 |
tilt_INDUSTRY |
| 2025-04-29 |
2025-04-30 |
ind_containers_packaging |
-0.0099 |
-0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-29 |
2025-04-30 |
country_HK |
0.0234 |
0.0060 |
0.0001 |
tilt_COUNTRY |
| 2025-04-29 |
2025-04-30 |
momentum |
0.1416 |
0.0006 |
0.0001 |
alpha_MOMENTUM |
| 2025-04-29 |
2025-04-30 |
ind_healthcare_providers_services |
0.0104 |
-0.0012 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-29 |
2025-04-30 |
country_MY |
0.0062 |
0.0181 |
0.0001 |
tilt_COUNTRY |
| 2025-04-29 |
2025-04-30 |
country_AU |
-0.0979 |
0.0089 |
-0.0009 |
tilt_COUNTRY |
| 2025-04-29 |
2025-04-30 |
ind_specialty_reatil |
0.0149 |
0.0002 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-29 |
2025-04-30 |
ind_natural_gas_utilities |
-0.0025 |
0.0007 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-29 |
2025-04-30 |
ind_machinery |
-0.0662 |
0.0004 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-29 |
2025-04-30 |
ind_household_goods |
0.0026 |
0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-29 |
2025-04-30 |
ind_water_utilities |
-0.0073 |
-0.0009 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-29 |
2025-04-30 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-04-29 |
2025-04-30 |
ind_construction_engineering |
-0.0432 |
-0.0010 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-29 |
2025-04-30 |
sdiscrepancy |
NaN |
NaN |
0.0002 |
unexplained |
| 2025-04-29 |
2025-04-30 |
ind_chemicals |
0.0277 |
-0.0042 |
-0.0001 |
tilt_INDUSTRY |
| 2025-04-29 |
2025-04-30 |
ind_electronic_equipment |
-0.0432 |
0.0017 |
-0.0001 |
tilt_INDUSTRY |
| 2025-04-29 |
2025-04-30 |
ind_office_equipment |
0.0000 |
-0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-29 |
2025-04-30 |
ind_industrial_distribution |
-0.0012 |
-0.0010 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-29 |
2025-04-30 |
pdiscrepancy |
NaN |
NaN |
-0.0000 |
unexplained |
| 2025-04-29 |
2025-04-30 |
ind_renewable_energy |
0.0199 |
-0.0058 |
-0.0001 |
tilt_INDUSTRY |
| 2025-04-29 |
2025-04-30 |
ind_diversified_retail |
-0.0018 |
-0.0019 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-29 |
2025-04-30 |
ind_fintech |
-0.0036 |
-0.0078 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-29 |
2025-04-30 |
ind_consumer_goods_conglomerates |
0.0089 |
-0.0099 |
-0.0001 |
tilt_INDUSTRY |
| 2025-04-29 |
2025-04-30 |
country_JP |
-0.0644 |
0.0060 |
-0.0004 |
tilt_COUNTRY |
| 2025-04-29 |
2025-04-30 |
ind_holding_companies |
-0.0029 |
0.0133 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-29 |
2025-04-30 |
ind_food_tobacco |
0.1302 |
-0.0005 |
-0.0001 |
tilt_INDUSTRY |
| 2025-04-29 |
2025-04-30 |
size_MID |
-0.0959 |
0.0020 |
-0.0002 |
tilt_SIZE |
| 2025-04-29 |
2025-04-30 |
ind_paper_forestry |
-0.0094 |
-0.0138 |
0.0001 |
tilt_INDUSTRY |
| 2025-04-29 |
2025-04-30 |
country_XH |
0.1204 |
-0.0046 |
-0.0006 |
tilt_COUNTRY |
| 2025-04-29 |
2025-04-30 |
ind_food_drug_retail |
-0.0115 |
0.0026 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-29 |
2025-04-30 |
ind_investment_services |
0.0305 |
-0.0054 |
-0.0002 |
tilt_INDUSTRY |
| 2025-04-29 |
2025-04-30 |
neglect |
0.9115 |
0.0013 |
0.0012 |
alpha_VALUE |
| 2025-04-29 |
2025-04-30 |
linkage |
0.5251 |
-0.0000 |
-0.0000 |
alpha_MOMENTUM |
| 2025-04-29 |
2025-04-30 |
ind_metals_mining |
-0.1469 |
-0.0085 |
0.0012 |
tilt_INDUSTRY |
| 2025-04-29 |
2025-04-30 |
reversal |
1.1472 |
0.0009 |
0.0011 |
alpha_REVERSAL |
| 2025-04-29 |
2025-04-30 |
size_SMALL |
-0.0103 |
-0.0018 |
0.0000 |
tilt_SIZE |
| 2025-04-29 |
2025-04-30 |
ind_electric_utilities_ipps |
0.0009 |
-0.0041 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-29 |
2025-04-30 |
country_TW |
-0.0058 |
-0.0048 |
0.0000 |
tilt_COUNTRY |
| 2025-04-29 |
2025-04-30 |
ind_media_publishing |
0.0049 |
0.0063 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-29 |
2025-04-30 |
ind_biotechnology |
0.0075 |
-0.0082 |
-0.0001 |
tilt_INDUSTRY |
| 2025-04-29 |
2025-04-30 |
ind_homebuilding_building_products |
-0.0252 |
-0.0011 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-29 |
2025-04-30 |
country_IN |
0.0586 |
-0.0048 |
-0.0003 |
tilt_COUNTRY |
| 2025-04-29 |
2025-04-30 |
ind_household_products_services |
-0.0394 |
0.0019 |
-0.0001 |
tilt_INDUSTRY |
| 2025-04-29 |
2025-04-30 |
value_liq |
0.8009 |
-0.0013 |
-0.0011 |
alpha_VALUE |
| 2025-04-29 |
2025-04-30 |
ind_integrated_hardware_software |
0.0136 |
0.0148 |
0.0002 |
tilt_INDUSTRY |
| 2025-04-29 |
2025-04-30 |
ind_coal |
-0.0613 |
-0.0031 |
0.0002 |
tilt_INDUSTRY |
| 2025-04-29 |
2025-04-30 |
country_PH |
0.0022 |
0.0268 |
0.0001 |
tilt_COUNTRY |
| 2025-04-29 |
2025-04-30 |
value_gc |
1.6410 |
-0.0007 |
-0.0011 |
alpha_VALUE |
| 2025-04-29 |
2025-04-30 |
ind_uranium |
-0.0027 |
-0.0344 |
0.0001 |
tilt_INDUSTRY |
| 2025-04-29 |
2025-04-30 |
country_KR |
-0.0970 |
-0.0008 |
0.0001 |
tilt_COUNTRY |
| 2025-04-29 |
2025-04-30 |
ind_construction_materials |
-0.0037 |
-0.0044 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-29 |
2025-04-30 |
country_CN |
0.0602 |
-0.0032 |
-0.0002 |
tilt_COUNTRY |
| 2025-04-29 |
2025-04-30 |
impactCost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-04-29 |
2025-04-30 |
size_MICRO |
-0.0077 |
-0.0033 |
0.0000 |
tilt_SIZE |
| 2025-04-29 |
2025-04-30 |
quality |
2.9732 |
-0.0003 |
-0.0009 |
alpha_QUALITY |
| 2025-04-29 |
2025-04-30 |
ind_banking_services |
0.0989 |
0.0014 |
0.0001 |
tilt_INDUSTRY |
| 2025-04-29 |
2025-04-30 |
country_ID |
0.0441 |
0.0109 |
0.0005 |
tilt_COUNTRY |
| 2025-04-30 |
2025-05-01 |
specret |
NaN |
NaN |
0.0013 |
unexplained |
| 2025-04-30 |
2025-05-01 |
country_NZ |
-0.0184 |
0.0241 |
-0.0004 |
tilt_COUNTRY |
| 2025-04-30 |
2025-05-01 |
ind_integrated_hardware_software |
0.0142 |
0.0004 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-30 |
2025-05-01 |
country_MY |
0.0062 |
-0.0002 |
-0.0000 |
tilt_COUNTRY |
| 2025-04-30 |
2025-05-01 |
country_ID |
0.0435 |
-0.0001 |
-0.0000 |
tilt_COUNTRY |
| 2025-04-30 |
2025-05-01 |
country_JP |
-0.0611 |
0.0013 |
-0.0001 |
tilt_COUNTRY |
| 2025-04-30 |
2025-05-01 |
size_MID |
-0.0983 |
-0.0001 |
0.0000 |
tilt_SIZE |
| 2025-04-30 |
2025-05-01 |
ind_electronic_equipment |
-0.0540 |
0.0004 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-30 |
2025-05-01 |
ind_industrial_distribution |
-0.0009 |
-0.0035 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-30 |
2025-05-01 |
ind_construction_engineering |
-0.0380 |
-0.0008 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-30 |
2025-05-01 |
ind_machinery |
-0.0594 |
0.0006 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-30 |
2025-05-01 |
ind_specialty_reatil |
0.0165 |
-0.0015 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-30 |
2025-05-01 |
size_MICRO |
-0.0043 |
-0.0008 |
0.0000 |
tilt_SIZE |
| 2025-04-30 |
2025-05-01 |
ind_construction_materials |
-0.0037 |
0.0001 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-30 |
2025-05-01 |
country_KR |
-0.0977 |
-0.0007 |
0.0001 |
tilt_COUNTRY |
| 2025-04-30 |
2025-05-01 |
ind_household_products_services |
-0.0392 |
-0.0009 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-30 |
2025-05-01 |
country_IN |
0.0615 |
-0.0004 |
-0.0000 |
tilt_COUNTRY |
| 2025-04-30 |
2025-05-01 |
ind_media_publishing |
0.0045 |
-0.0008 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-30 |
2025-05-01 |
size_SMALL |
-0.0139 |
-0.0004 |
0.0000 |
tilt_SIZE |
| 2025-04-30 |
2025-05-01 |
ind_software_it_services |
0.1392 |
0.0006 |
0.0001 |
tilt_INDUSTRY |
| 2025-04-30 |
2025-05-01 |
ind_pharmaceuticals |
-0.1071 |
0.0003 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-30 |
2025-05-01 |
size_LARGE |
0.1077 |
0.0008 |
0.0001 |
tilt_SIZE |
| 2025-04-30 |
2025-05-01 |
country_HK |
0.0232 |
-0.0005 |
-0.0000 |
tilt_COUNTRY |
| 2025-04-30 |
2025-05-01 |
ind_leisure_products |
0.0049 |
0.0006 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-30 |
2025-05-01 |
ind_computers_phones_household_electronics |
0.1250 |
0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-30 |
2025-05-01 |
ind_insurance |
0.0453 |
-0.0018 |
-0.0001 |
tilt_INDUSTRY |
| 2025-04-30 |
2025-05-01 |
stability |
4.9097 |
0.0001 |
0.0003 |
alpha_QUALITY |
| 2025-04-30 |
2025-05-01 |
ind_real_estate_operations |
0.0107 |
0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-30 |
2025-05-01 |
ind_telecommunications_serices |
0.0511 |
0.0000 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-30 |
2025-05-01 |
ind_fintech |
-0.0036 |
0.0008 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-30 |
2025-05-01 |
ind_containers_packaging |
-0.0109 |
-0.0008 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-30 |
2025-05-01 |
ind_office_equipment |
0.0000 |
0.0031 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-30 |
2025-05-01 |
ind_investment_services |
0.0295 |
-0.0001 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-30 |
2025-05-01 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-04-30 |
2025-05-01 |
ind_passenger_transportation |
0.0567 |
0.0032 |
0.0002 |
tilt_INDUSTRY |
| 2025-04-30 |
2025-05-01 |
ind_transportation_infrastructure |
-0.0321 |
0.0004 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-30 |
2025-05-01 |
ind_freight_logistics |
0.0482 |
-0.0010 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-30 |
2025-05-01 |
ind_oil_gas_equipment_services |
-0.0167 |
-0.0007 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-30 |
2025-05-01 |
ind_food_drug_retail |
-0.0136 |
0.0009 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-30 |
2025-05-01 |
ind_diversified_retail |
-0.0017 |
0.0003 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-30 |
2025-05-01 |
ind_oil_gas |
-0.0008 |
-0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-30 |
2025-05-01 |
pdiscrepancy |
NaN |
NaN |
-0.0000 |
unexplained |
| 2025-04-30 |
2025-05-01 |
reversal |
0.7277 |
-0.0000 |
-0.0000 |
alpha_REVERSAL |
| 2025-04-30 |
2025-05-01 |
country_TW |
-0.0077 |
-0.0007 |
0.0000 |
tilt_COUNTRY |
| 2025-04-30 |
2025-05-01 |
linearCost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-04-30 |
2025-05-01 |
value_gc |
1.5856 |
0.0002 |
0.0003 |
alpha_VALUE |
| 2025-04-30 |
2025-05-01 |
ind_homebuilding_building_products |
-0.0272 |
0.0018 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-30 |
2025-05-01 |
value_liq |
0.7279 |
-0.0002 |
-0.0001 |
alpha_VALUE |
| 2025-04-30 |
2025-05-01 |
ind_aerospace_defense |
-0.0189 |
0.0003 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-30 |
2025-05-01 |
momentum |
0.1448 |
0.0000 |
0.0000 |
alpha_MOMENTUM |
| 2025-04-30 |
2025-05-01 |
ind_chemicals |
0.0289 |
0.0008 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-30 |
2025-05-01 |
ind_coal |
-0.0620 |
-0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-30 |
2025-05-01 |
ind_uranium |
-0.0026 |
0.0216 |
-0.0001 |
tilt_INDUSTRY |
| 2025-04-30 |
2025-05-01 |
country_CN |
0.0617 |
-0.0005 |
-0.0000 |
tilt_COUNTRY |
| 2025-04-30 |
2025-05-01 |
ind_beverages |
-0.0863 |
-0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-30 |
2025-05-01 |
quality |
3.0381 |
-0.0001 |
-0.0004 |
alpha_QUALITY |
| 2025-04-30 |
2025-05-01 |
ind_healthcare_providers_services |
0.0112 |
-0.0004 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-30 |
2025-05-01 |
country_XH |
0.1199 |
-0.0005 |
-0.0001 |
tilt_COUNTRY |
| 2025-04-30 |
2025-05-01 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-04-30 |
2025-05-01 |
ind_natural_gas_utilities |
-0.0041 |
-0.0016 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-30 |
2025-05-01 |
ind_multiline_utilities |
-0.0119 |
0.0001 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-30 |
2025-05-01 |
ind_holding_companies |
-0.0030 |
-0.0016 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-30 |
2025-05-01 |
country_TH |
0.0012 |
-0.0003 |
-0.0000 |
tilt_COUNTRY |
| 2025-04-30 |
2025-05-01 |
ind_household_goods |
0.0023 |
-0.0000 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-30 |
2025-05-01 |
ind_renewable_energy |
0.0191 |
0.0002 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-30 |
2025-05-01 |
sdiscrepancy |
NaN |
NaN |
-0.0004 |
unexplained |
| 2025-04-30 |
2025-05-01 |
country_PH |
0.0023 |
-0.0004 |
-0.0000 |
tilt_COUNTRY |
| 2025-04-30 |
2025-05-01 |
ind_water_utilities |
-0.0077 |
0.0003 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-30 |
2025-05-01 |
ind_metals_mining |
-0.1470 |
-0.0016 |
0.0002 |
tilt_INDUSTRY |
| 2025-04-30 |
2025-05-01 |
country_AU |
-0.0984 |
0.0036 |
-0.0004 |
tilt_COUNTRY |
| 2025-04-30 |
2025-05-01 |
ind_communications_equipment |
-0.0162 |
0.0001 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-30 |
2025-05-01 |
ind_textiles_apparel |
-0.0153 |
-0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-30 |
2025-05-01 |
ind_banking_services |
0.1022 |
-0.0019 |
-0.0002 |
tilt_INDUSTRY |
| 2025-04-30 |
2025-05-01 |
linkage |
0.5455 |
-0.0000 |
-0.0000 |
alpha_MOMENTUM |
| 2025-04-30 |
2025-05-01 |
market |
-0.0087 |
0.0007 |
-0.0000 |
risk_exposure |
| 2025-04-30 |
2025-05-01 |
ind_food_tobacco |
0.1325 |
0.0005 |
0.0001 |
tilt_INDUSTRY |
| 2025-04-30 |
2025-05-01 |
ind_electric_utilities_ipps |
-0.0011 |
-0.0002 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-30 |
2025-05-01 |
sbeta_market |
-0.0149 |
-0.0002 |
0.0000 |
risk_exposure |
| 2025-04-30 |
2025-05-01 |
ind_healthcare_equipment_supplies |
-0.0959 |
0.0013 |
-0.0001 |
tilt_INDUSTRY |
| 2025-04-30 |
2025-05-01 |
ind_consumer_goods_conglomerates |
0.0144 |
0.0036 |
0.0001 |
tilt_INDUSTRY |
| 2025-04-30 |
2025-05-01 |
ind_semiconductors |
0.0379 |
0.0005 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-30 |
2025-05-01 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-04-30 |
2025-05-01 |
neglect |
0.8835 |
-0.0000 |
-0.0000 |
alpha_VALUE |
| 2025-04-30 |
2025-05-01 |
revision |
0.6443 |
-0.0004 |
-0.0002 |
alpha_REVISION |
| 2025-04-30 |
2025-05-01 |
country_SG |
-0.0450 |
-0.0007 |
0.0000 |
tilt_COUNTRY |
| 2025-04-30 |
2025-05-01 |
ind_paper_forestry |
-0.0093 |
-0.0029 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-30 |
2025-05-01 |
ind_biotechnology |
0.0081 |
0.0015 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-30 |
2025-05-01 |
ind_automobile |
-0.0099 |
0.0011 |
-0.0000 |
tilt_INDUSTRY |
| 2025-04-30 |
2025-05-01 |
ind_commercial_services_supplies |
0.0591 |
0.0008 |
0.0000 |
tilt_INDUSTRY |
| 2025-04-30 |
2025-05-01 |
fmom |
0.5397 |
0.0001 |
0.0000 |
alpha_QUALITY |
| 2025-04-30 |
2025-05-01 |
ind_hotels_entertainment |
-0.0680 |
-0.0006 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-01 |
2025-05-02 |
impactCost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-05-01 |
2025-05-02 |
ind_water_utilities |
-0.0076 |
-0.0061 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-01 |
2025-05-02 |
country_IN |
0.0545 |
-0.0042 |
-0.0002 |
tilt_COUNTRY |
| 2025-05-01 |
2025-05-02 |
ind_biotechnology |
0.0076 |
0.0072 |
0.0001 |
tilt_INDUSTRY |
| 2025-05-01 |
2025-05-02 |
neglect |
0.8700 |
-0.0007 |
-0.0006 |
alpha_VALUE |
| 2025-05-01 |
2025-05-02 |
ind_construction_materials |
-0.0038 |
-0.0020 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-01 |
2025-05-02 |
ind_fintech |
-0.0036 |
-0.0027 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-01 |
2025-05-02 |
ind_software_it_services |
0.1415 |
0.0011 |
0.0002 |
tilt_INDUSTRY |
| 2025-05-01 |
2025-05-02 |
ind_banking_services |
0.0940 |
-0.0047 |
-0.0004 |
tilt_INDUSTRY |
| 2025-05-01 |
2025-05-02 |
specret |
NaN |
NaN |
0.0002 |
unexplained |
| 2025-05-01 |
2025-05-02 |
linkage |
0.5379 |
0.0001 |
0.0000 |
alpha_MOMENTUM |
| 2025-05-01 |
2025-05-02 |
ind_healthcare_equipment_supplies |
-0.0962 |
0.0036 |
-0.0003 |
tilt_INDUSTRY |
| 2025-05-01 |
2025-05-02 |
ind_automobile |
-0.0087 |
0.0008 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-01 |
2025-05-02 |
country_ID |
0.0415 |
0.0064 |
0.0003 |
tilt_COUNTRY |
| 2025-05-01 |
2025-05-02 |
ind_real_estate_operations |
0.0177 |
-0.0004 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-01 |
2025-05-02 |
market |
-0.0019 |
0.0012 |
-0.0000 |
risk_exposure |
| 2025-05-01 |
2025-05-02 |
ind_freight_logistics |
0.0459 |
0.0029 |
0.0001 |
tilt_INDUSTRY |
| 2025-05-01 |
2025-05-02 |
ind_insurance |
0.0480 |
-0.0053 |
-0.0003 |
tilt_INDUSTRY |
| 2025-05-01 |
2025-05-02 |
ind_oil_gas_equipment_services |
-0.0165 |
0.0016 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-01 |
2025-05-02 |
ind_oil_gas |
-0.0022 |
-0.0000 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-01 |
2025-05-02 |
ind_machinery |
-0.0562 |
0.0020 |
-0.0001 |
tilt_INDUSTRY |
| 2025-05-01 |
2025-05-02 |
ind_aerospace_defense |
-0.0187 |
0.0008 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-01 |
2025-05-02 |
size_SMALL |
-0.0197 |
-0.0007 |
0.0000 |
tilt_SIZE |
| 2025-05-01 |
2025-05-02 |
momentum |
0.1443 |
0.0001 |
0.0000 |
alpha_MOMENTUM |
| 2025-05-01 |
2025-05-02 |
ind_beverages |
-0.0916 |
-0.0005 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-01 |
2025-05-02 |
ind_healthcare_providers_services |
0.0094 |
0.0025 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-01 |
2025-05-02 |
linearCost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-05-01 |
2025-05-02 |
ind_chemicals |
0.0267 |
0.0018 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-01 |
2025-05-02 |
ind_food_tobacco |
0.1341 |
-0.0002 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-01 |
2025-05-02 |
ind_food_drug_retail |
-0.0122 |
0.0014 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-01 |
2025-05-02 |
ind_transportation_infrastructure |
-0.0317 |
-0.0013 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-01 |
2025-05-02 |
country_MY |
0.0063 |
0.0086 |
0.0001 |
tilt_COUNTRY |
| 2025-05-01 |
2025-05-02 |
ind_pharmaceuticals |
-0.1092 |
0.0028 |
-0.0003 |
tilt_INDUSTRY |
| 2025-05-01 |
2025-05-02 |
ind_passenger_transportation |
0.0542 |
0.0017 |
0.0001 |
tilt_INDUSTRY |
| 2025-05-01 |
2025-05-02 |
size_LARGE |
0.1193 |
0.0044 |
0.0005 |
tilt_SIZE |
| 2025-05-01 |
2025-05-02 |
ind_multiline_utilities |
-0.0121 |
-0.0039 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-01 |
2025-05-02 |
country_TH |
-0.0044 |
-0.0014 |
0.0000 |
tilt_COUNTRY |
| 2025-05-01 |
2025-05-02 |
ind_computers_phones_household_electronics |
0.1235 |
0.0046 |
0.0006 |
tilt_INDUSTRY |
| 2025-05-01 |
2025-05-02 |
revision |
0.5924 |
-0.0001 |
-0.0001 |
alpha_REVISION |
| 2025-05-01 |
2025-05-02 |
ind_hotels_entertainment |
-0.0680 |
-0.0000 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-01 |
2025-05-02 |
ind_commercial_services_supplies |
0.0571 |
0.0006 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-01 |
2025-05-02 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-05-01 |
2025-05-02 |
country_SG |
-0.0445 |
0.0017 |
-0.0001 |
tilt_COUNTRY |
| 2025-05-01 |
2025-05-02 |
ind_telecommunications_serices |
0.0557 |
-0.0003 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-01 |
2025-05-02 |
sbeta_market |
0.0167 |
0.0022 |
0.0000 |
risk_exposure |
| 2025-05-01 |
2025-05-02 |
ind_textiles_apparel |
-0.0152 |
-0.0016 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-01 |
2025-05-02 |
country_NZ |
-0.0186 |
0.0125 |
-0.0002 |
tilt_COUNTRY |
| 2025-05-01 |
2025-05-02 |
ind_metals_mining |
-0.1423 |
-0.0008 |
0.0001 |
tilt_INDUSTRY |
| 2025-05-01 |
2025-05-02 |
country_PH |
0.0024 |
0.0062 |
0.0000 |
tilt_COUNTRY |
| 2025-05-01 |
2025-05-02 |
sdiscrepancy |
NaN |
NaN |
-0.0002 |
unexplained |
| 2025-05-01 |
2025-05-02 |
reversal |
0.7280 |
0.0009 |
0.0006 |
alpha_REVERSAL |
| 2025-05-01 |
2025-05-02 |
ind_office_equipment |
0.0000 |
0.0052 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-01 |
2025-05-02 |
ind_media_publishing |
0.0047 |
-0.0015 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-01 |
2025-05-02 |
ind_homebuilding_building_products |
-0.0282 |
-0.0009 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-01 |
2025-05-02 |
ind_electronic_equipment |
-0.0525 |
0.0019 |
-0.0001 |
tilt_INDUSTRY |
| 2025-05-01 |
2025-05-02 |
size_MID |
-0.0963 |
-0.0020 |
0.0002 |
tilt_SIZE |
| 2025-05-01 |
2025-05-02 |
fmom |
0.5518 |
0.0005 |
0.0003 |
alpha_QUALITY |
| 2025-05-01 |
2025-05-02 |
ind_paper_forestry |
-0.0092 |
0.0018 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-01 |
2025-05-02 |
ind_holding_companies |
-0.0029 |
-0.0082 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-01 |
2025-05-02 |
country_JP |
-0.0523 |
0.0001 |
-0.0000 |
tilt_COUNTRY |
| 2025-05-01 |
2025-05-02 |
ind_industrial_distribution |
-0.0008 |
-0.0123 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-01 |
2025-05-02 |
pdiscrepancy |
NaN |
NaN |
-0.0000 |
unexplained |
| 2025-05-01 |
2025-05-02 |
ind_construction_engineering |
-0.0319 |
-0.0006 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-01 |
2025-05-02 |
ind_household_goods |
0.0018 |
0.0007 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-01 |
2025-05-02 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-05-01 |
2025-05-02 |
ind_natural_gas_utilities |
-0.0043 |
-0.0050 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-01 |
2025-05-02 |
country_XH |
0.1334 |
0.0083 |
0.0011 |
tilt_COUNTRY |
| 2025-05-01 |
2025-05-02 |
ind_specialty_reatil |
0.0166 |
-0.0016 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-01 |
2025-05-02 |
size_MICRO |
-0.0051 |
-0.0010 |
0.0000 |
tilt_SIZE |
| 2025-05-01 |
2025-05-02 |
value_liq |
0.7260 |
-0.0001 |
-0.0001 |
alpha_VALUE |
| 2025-05-01 |
2025-05-02 |
quality |
3.0509 |
0.0003 |
0.0008 |
alpha_QUALITY |
| 2025-05-01 |
2025-05-02 |
ind_uranium |
-0.0027 |
0.0230 |
-0.0001 |
tilt_INDUSTRY |
| 2025-05-01 |
2025-05-02 |
country_KR |
-0.0984 |
0.0003 |
-0.0000 |
tilt_COUNTRY |
| 2025-05-01 |
2025-05-02 |
ind_household_products_services |
-0.0386 |
-0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-01 |
2025-05-02 |
ind_coal |
-0.0607 |
0.0004 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-01 |
2025-05-02 |
country_TW |
-0.0025 |
0.0134 |
-0.0000 |
tilt_COUNTRY |
| 2025-05-01 |
2025-05-02 |
ind_consumer_goods_conglomerates |
0.0186 |
-0.0092 |
-0.0002 |
tilt_INDUSTRY |
| 2025-05-01 |
2025-05-02 |
ind_communications_equipment |
-0.0165 |
0.0005 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-01 |
2025-05-02 |
stability |
4.9099 |
-0.0005 |
-0.0026 |
alpha_QUALITY |
| 2025-05-01 |
2025-05-02 |
ind_leisure_products |
0.0065 |
0.0043 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-01 |
2025-05-02 |
ind_electric_utilities_ipps |
-0.0104 |
-0.0010 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-01 |
2025-05-02 |
ind_investment_services |
0.0293 |
0.0000 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-01 |
2025-05-02 |
ind_integrated_hardware_software |
0.0141 |
-0.0006 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-01 |
2025-05-02 |
value_gc |
1.5846 |
-0.0001 |
-0.0001 |
alpha_VALUE |
| 2025-05-01 |
2025-05-02 |
ind_renewable_energy |
0.0188 |
0.0007 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-01 |
2025-05-02 |
country_AU |
-0.1005 |
0.0081 |
-0.0008 |
tilt_COUNTRY |
| 2025-05-01 |
2025-05-02 |
country_CN |
0.0610 |
-0.0041 |
-0.0003 |
tilt_COUNTRY |
| 2025-05-01 |
2025-05-02 |
ind_containers_packaging |
-0.0120 |
0.0012 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-01 |
2025-05-02 |
ind_semiconductors |
0.0424 |
-0.0001 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-01 |
2025-05-02 |
country_HK |
0.0204 |
0.0076 |
0.0002 |
tilt_COUNTRY |
| 2025-05-01 |
2025-05-02 |
ind_diversified_retail |
-0.0014 |
-0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-02 |
2025-05-05 |
ind_metals_mining |
-0.1349 |
0.0005 |
-0.0001 |
tilt_INDUSTRY |
| 2025-05-02 |
2025-05-05 |
ind_holding_companies |
-0.0034 |
-0.0044 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-02 |
2025-05-05 |
country_PH |
0.0024 |
-0.0112 |
-0.0000 |
tilt_COUNTRY |
| 2025-05-02 |
2025-05-05 |
ind_electronic_equipment |
-0.0506 |
-0.0006 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-02 |
2025-05-05 |
ind_communications_equipment |
-0.0164 |
-0.0005 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-02 |
2025-05-05 |
ind_real_estate_operations |
0.0211 |
0.0017 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-02 |
2025-05-05 |
pdiscrepancy |
NaN |
NaN |
0.0000 |
unexplained |
| 2025-05-02 |
2025-05-05 |
ind_diversified_retail |
-0.0010 |
0.0001 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-02 |
2025-05-05 |
ind_paper_forestry |
-0.0089 |
-0.0004 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-02 |
2025-05-05 |
ind_software_it_services |
0.1416 |
-0.0005 |
-0.0001 |
tilt_INDUSTRY |
| 2025-05-02 |
2025-05-05 |
sdiscrepancy |
NaN |
NaN |
0.0000 |
unexplained |
| 2025-05-02 |
2025-05-05 |
ind_food_tobacco |
0.1323 |
-0.0001 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-02 |
2025-05-05 |
ind_textiles_apparel |
-0.0149 |
-0.0013 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-02 |
2025-05-05 |
ind_office_equipment |
0.0000 |
0.0005 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-02 |
2025-05-05 |
ind_household_goods |
0.0015 |
-0.0003 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-02 |
2025-05-05 |
ind_passenger_transportation |
0.0548 |
0.0018 |
0.0001 |
tilt_INDUSTRY |
| 2025-05-02 |
2025-05-05 |
ind_water_utilities |
-0.0058 |
0.0002 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-02 |
2025-05-05 |
ind_integrated_hardware_software |
0.0138 |
0.0009 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-02 |
2025-05-05 |
neglect |
0.7387 |
-0.0001 |
-0.0001 |
alpha_VALUE |
| 2025-05-02 |
2025-05-05 |
ind_investment_services |
0.0297 |
-0.0004 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-02 |
2025-05-05 |
fmom |
0.4506 |
0.0000 |
0.0000 |
alpha_QUALITY |
| 2025-05-02 |
2025-05-05 |
ind_chemicals |
0.0244 |
0.0002 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-02 |
2025-05-05 |
fcost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-05-02 |
2025-05-05 |
ind_electric_utilities_ipps |
-0.0197 |
-0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-02 |
2025-05-05 |
ind_leisure_products |
0.0085 |
-0.0015 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-02 |
2025-05-05 |
ind_food_drug_retail |
-0.0074 |
0.0017 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-02 |
2025-05-05 |
ind_multiline_utilities |
-0.0123 |
0.0044 |
-0.0001 |
tilt_INDUSTRY |
| 2025-05-02 |
2025-05-05 |
country_TH |
-0.0098 |
0.0002 |
-0.0000 |
tilt_COUNTRY |
| 2025-05-02 |
2025-05-05 |
ind_containers_packaging |
-0.0124 |
0.0039 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-02 |
2025-05-05 |
reversal |
0.8147 |
0.0003 |
0.0002 |
alpha_REVERSAL |
| 2025-05-02 |
2025-05-05 |
country_TW |
0.0265 |
-0.0165 |
-0.0004 |
tilt_COUNTRY |
| 2025-05-02 |
2025-05-05 |
ind_insurance |
0.0483 |
-0.0007 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-02 |
2025-05-05 |
ind_semiconductors |
0.0481 |
-0.0004 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-02 |
2025-05-05 |
revision |
0.6195 |
0.0001 |
0.0001 |
alpha_REVISION |
| 2025-05-02 |
2025-05-05 |
ind_homebuilding_building_products |
-0.0280 |
0.0004 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-02 |
2025-05-05 |
sbeta_market |
0.0443 |
-0.0003 |
-0.0000 |
risk_exposure |
| 2025-05-02 |
2025-05-05 |
ind_coal |
-0.0589 |
-0.0019 |
0.0001 |
tilt_INDUSTRY |
| 2025-05-02 |
2025-05-05 |
country_CN |
0.0597 |
0.0007 |
0.0000 |
tilt_COUNTRY |
| 2025-05-02 |
2025-05-05 |
ind_uranium |
-0.0027 |
0.0077 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-02 |
2025-05-05 |
size_SMALL |
-0.0148 |
-0.0004 |
0.0000 |
tilt_SIZE |
| 2025-05-02 |
2025-05-05 |
ind_commercial_services_supplies |
0.0570 |
-0.0000 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-02 |
2025-05-05 |
quality |
2.9843 |
-0.0001 |
-0.0003 |
alpha_QUALITY |
| 2025-05-02 |
2025-05-05 |
value_liq |
0.7004 |
-0.0002 |
-0.0002 |
alpha_VALUE |
| 2025-05-02 |
2025-05-05 |
country_XH |
0.1451 |
0.0006 |
0.0001 |
tilt_COUNTRY |
| 2025-05-02 |
2025-05-05 |
bcost |
NaN |
NaN |
-0.0010 |
cost |
| 2025-05-02 |
2025-05-05 |
ind_natural_gas_utilities |
-0.0042 |
0.0020 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-02 |
2025-05-05 |
country_SG |
-0.0417 |
0.0046 |
-0.0002 |
tilt_COUNTRY |
| 2025-05-02 |
2025-05-05 |
country_IN |
0.0419 |
0.0105 |
0.0004 |
tilt_COUNTRY |
| 2025-05-02 |
2025-05-05 |
ind_hotels_entertainment |
-0.0667 |
0.0012 |
-0.0001 |
tilt_INDUSTRY |
| 2025-05-02 |
2025-05-05 |
impactCost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-05-02 |
2025-05-05 |
ind_fintech |
-0.0035 |
0.0023 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-02 |
2025-05-05 |
ind_transportation_infrastructure |
-0.0311 |
0.0022 |
-0.0001 |
tilt_INDUSTRY |
| 2025-05-02 |
2025-05-05 |
linkage |
0.6223 |
0.0001 |
0.0001 |
alpha_MOMENTUM |
| 2025-05-02 |
2025-05-05 |
size_MICRO |
-0.0056 |
-0.0029 |
0.0000 |
tilt_SIZE |
| 2025-05-02 |
2025-05-05 |
linearCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-05-02 |
2025-05-05 |
ind_healthcare_equipment_supplies |
-0.0952 |
-0.0007 |
0.0001 |
tilt_INDUSTRY |
| 2025-05-02 |
2025-05-05 |
ind_pharmaceuticals |
-0.1090 |
-0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-02 |
2025-05-05 |
specret |
NaN |
NaN |
0.0013 |
unexplained |
| 2025-05-02 |
2025-05-05 |
ind_industrial_distribution |
-0.0009 |
0.0001 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-02 |
2025-05-05 |
ind_oil_gas |
-0.0050 |
-0.0004 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-02 |
2025-05-05 |
country_MY |
0.0062 |
-0.0044 |
-0.0000 |
tilt_COUNTRY |
| 2025-05-02 |
2025-05-05 |
ind_media_publishing |
0.0048 |
-0.0001 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-02 |
2025-05-05 |
country_NZ |
-0.0184 |
0.0123 |
-0.0002 |
tilt_COUNTRY |
| 2025-05-02 |
2025-05-05 |
ind_household_products_services |
-0.0374 |
0.0003 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-02 |
2025-05-05 |
ind_construction_engineering |
-0.0250 |
0.0003 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-02 |
2025-05-05 |
ind_oil_gas_equipment_services |
-0.0161 |
-0.0013 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-02 |
2025-05-05 |
ind_freight_logistics |
0.0436 |
0.0006 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-02 |
2025-05-05 |
ind_specialty_reatil |
0.0171 |
-0.0003 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-02 |
2025-05-05 |
country_KR |
-0.0979 |
0.0006 |
-0.0001 |
tilt_COUNTRY |
| 2025-05-02 |
2025-05-05 |
market |
0.0170 |
-0.0003 |
-0.0000 |
risk_exposure |
| 2025-05-02 |
2025-05-05 |
ind_automobile |
-0.0078 |
0.0003 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-02 |
2025-05-05 |
ind_aerospace_defense |
-0.0175 |
0.0015 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-02 |
2025-05-05 |
momentum |
0.1961 |
-0.0001 |
-0.0000 |
alpha_MOMENTUM |
| 2025-05-02 |
2025-05-05 |
ind_construction_materials |
-0.0039 |
0.0001 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-02 |
2025-05-05 |
ind_renewable_energy |
0.0185 |
0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-02 |
2025-05-05 |
ind_computers_phones_household_electronics |
0.1242 |
-0.0012 |
-0.0002 |
tilt_INDUSTRY |
| 2025-05-02 |
2025-05-05 |
size_MID |
-0.0841 |
0.0005 |
-0.0000 |
tilt_SIZE |
| 2025-05-02 |
2025-05-05 |
country_JP |
-0.0551 |
0.0004 |
-0.0000 |
tilt_COUNTRY |
| 2025-05-02 |
2025-05-05 |
value_gc |
1.5716 |
0.0001 |
0.0001 |
alpha_VALUE |
| 2025-05-02 |
2025-05-05 |
ind_machinery |
-0.0562 |
0.0002 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-02 |
2025-05-05 |
ind_healthcare_providers_services |
0.0080 |
0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-02 |
2025-05-05 |
ind_biotechnology |
0.0070 |
0.0008 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-02 |
2025-05-05 |
stability |
4.6072 |
-0.0001 |
-0.0003 |
alpha_QUALITY |
| 2025-05-02 |
2025-05-05 |
ind_banking_services |
0.0759 |
-0.0004 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-02 |
2025-05-05 |
country_ID |
0.0388 |
0.0046 |
0.0002 |
tilt_COUNTRY |
| 2025-05-02 |
2025-05-05 |
country_HK |
0.0175 |
0.0001 |
0.0000 |
tilt_COUNTRY |
| 2025-05-02 |
2025-05-05 |
country_AU |
-0.0982 |
-0.0085 |
0.0008 |
tilt_COUNTRY |
| 2025-05-02 |
2025-05-05 |
ind_beverages |
-0.0907 |
-0.0000 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-02 |
2025-05-05 |
ind_telecommunications_serices |
0.0696 |
-0.0001 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-02 |
2025-05-05 |
size_LARGE |
0.1215 |
-0.0002 |
-0.0000 |
tilt_SIZE |
| 2025-05-02 |
2025-05-05 |
ind_consumer_goods_conglomerates |
0.0174 |
-0.0002 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-05 |
2025-05-06 |
ind_hotels_entertainment |
-0.0639 |
-0.0041 |
0.0003 |
tilt_INDUSTRY |
| 2025-05-05 |
2025-05-06 |
size_MID |
-0.1021 |
-0.0013 |
0.0001 |
tilt_SIZE |
| 2025-05-05 |
2025-05-06 |
ind_multiline_utilities |
-0.0126 |
0.0021 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-05 |
2025-05-06 |
ind_specialty_reatil |
0.0175 |
-0.0002 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-05 |
2025-05-06 |
ind_machinery |
-0.0719 |
0.0014 |
-0.0001 |
tilt_INDUSTRY |
| 2025-05-05 |
2025-05-06 |
revision |
0.6611 |
0.0003 |
0.0002 |
alpha_REVISION |
| 2025-05-05 |
2025-05-06 |
ind_construction_engineering |
-0.0145 |
-0.0005 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-05 |
2025-05-06 |
ind_semiconductors |
0.0429 |
-0.0013 |
-0.0001 |
tilt_INDUSTRY |
| 2025-05-05 |
2025-05-06 |
ind_containers_packaging |
-0.0124 |
-0.0031 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-05 |
2025-05-06 |
ind_industrial_distribution |
-0.0009 |
-0.0020 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-05 |
2025-05-06 |
country_JP |
-0.0539 |
-0.0051 |
0.0003 |
tilt_COUNTRY |
| 2025-05-05 |
2025-05-06 |
ind_passenger_transportation |
0.0582 |
0.0114 |
0.0007 |
tilt_INDUSTRY |
| 2025-05-05 |
2025-05-06 |
country_TH |
-0.0089 |
-0.0140 |
0.0001 |
tilt_COUNTRY |
| 2025-05-05 |
2025-05-06 |
ind_telecommunications_serices |
0.0849 |
0.0081 |
0.0007 |
tilt_INDUSTRY |
| 2025-05-05 |
2025-05-06 |
size_MICRO |
-0.0046 |
-0.0016 |
0.0000 |
tilt_SIZE |
| 2025-05-05 |
2025-05-06 |
stability |
4.6753 |
0.0005 |
0.0021 |
alpha_QUALITY |
| 2025-05-05 |
2025-05-06 |
country_NZ |
-0.0186 |
0.0013 |
-0.0000 |
tilt_COUNTRY |
| 2025-05-05 |
2025-05-06 |
ind_integrated_hardware_software |
0.0137 |
-0.0004 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-05 |
2025-05-06 |
ind_fintech |
-0.0033 |
-0.0007 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-05 |
2025-05-06 |
ind_household_goods |
0.0013 |
-0.0067 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-05 |
2025-05-06 |
ind_computers_phones_household_electronics |
0.1290 |
0.0039 |
0.0005 |
tilt_INDUSTRY |
| 2025-05-05 |
2025-05-06 |
ind_software_it_services |
0.1408 |
0.0059 |
0.0008 |
tilt_INDUSTRY |
| 2025-05-05 |
2025-05-06 |
sdiscrepancy |
NaN |
NaN |
0.0001 |
unexplained |
| 2025-05-05 |
2025-05-06 |
country_HK |
0.0170 |
0.0002 |
0.0000 |
tilt_COUNTRY |
| 2025-05-05 |
2025-05-06 |
size_LARGE |
0.1223 |
-0.0006 |
-0.0001 |
tilt_SIZE |
| 2025-05-05 |
2025-05-06 |
ind_metals_mining |
-0.1441 |
0.0032 |
-0.0005 |
tilt_INDUSTRY |
| 2025-05-05 |
2025-05-06 |
country_PH |
0.0023 |
0.0051 |
0.0000 |
tilt_COUNTRY |
| 2025-05-05 |
2025-05-06 |
ind_construction_materials |
-0.0039 |
-0.0007 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-05 |
2025-05-06 |
ind_communications_equipment |
-0.0182 |
0.0098 |
-0.0002 |
tilt_INDUSTRY |
| 2025-05-05 |
2025-05-06 |
ind_electric_utilities_ipps |
-0.0277 |
0.0010 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-05 |
2025-05-06 |
ind_pharmaceuticals |
-0.1115 |
-0.0051 |
0.0006 |
tilt_INDUSTRY |
| 2025-05-05 |
2025-05-06 |
ind_textiles_apparel |
-0.0177 |
-0.0010 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-05 |
2025-05-06 |
country_MY |
0.0061 |
-0.0052 |
-0.0000 |
tilt_COUNTRY |
| 2025-05-05 |
2025-05-06 |
sbeta_market |
0.0271 |
0.0119 |
0.0003 |
risk_exposure |
| 2025-05-05 |
2025-05-06 |
ind_media_publishing |
0.0055 |
0.0017 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-05 |
2025-05-06 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-05-05 |
2025-05-06 |
country_SG |
-0.0373 |
0.0026 |
-0.0001 |
tilt_COUNTRY |
| 2025-05-05 |
2025-05-06 |
ind_household_products_services |
-0.0364 |
0.0003 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-05 |
2025-05-06 |
country_KR |
-0.0958 |
-0.0043 |
0.0004 |
tilt_COUNTRY |
| 2025-05-05 |
2025-05-06 |
ind_commercial_services_supplies |
0.0556 |
0.0027 |
0.0001 |
tilt_INDUSTRY |
| 2025-05-05 |
2025-05-06 |
size_SMALL |
-0.0155 |
0.0021 |
-0.0000 |
tilt_SIZE |
| 2025-05-05 |
2025-05-06 |
country_IN |
0.0307 |
-0.0220 |
-0.0007 |
tilt_COUNTRY |
| 2025-05-05 |
2025-05-06 |
ind_leisure_products |
0.0103 |
0.0016 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-05 |
2025-05-06 |
ind_healthcare_providers_services |
0.0134 |
0.0074 |
0.0001 |
tilt_INDUSTRY |
| 2025-05-05 |
2025-05-06 |
ind_natural_gas_utilities |
-0.0039 |
0.0001 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-05 |
2025-05-06 |
ind_automobile |
-0.0104 |
0.0015 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-05 |
2025-05-06 |
ind_investment_services |
0.0280 |
-0.0022 |
-0.0001 |
tilt_INDUSTRY |
| 2025-05-05 |
2025-05-06 |
ind_transportation_infrastructure |
-0.0295 |
-0.0043 |
0.0001 |
tilt_INDUSTRY |
| 2025-05-05 |
2025-05-06 |
value_liq |
0.6980 |
-0.0011 |
-0.0008 |
alpha_VALUE |
| 2025-05-05 |
2025-05-06 |
ind_renewable_energy |
0.0211 |
0.0023 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-05 |
2025-05-06 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-05-05 |
2025-05-06 |
market |
0.0001 |
-0.0039 |
-0.0000 |
risk_exposure |
| 2025-05-05 |
2025-05-06 |
ind_chemicals |
0.0285 |
0.0008 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-05 |
2025-05-06 |
value_gc |
1.5767 |
-0.0001 |
-0.0002 |
alpha_VALUE |
| 2025-05-05 |
2025-05-06 |
fmom |
0.5053 |
-0.0008 |
-0.0004 |
alpha_QUALITY |
| 2025-05-05 |
2025-05-06 |
pdiscrepancy |
NaN |
NaN |
-0.0000 |
unexplained |
| 2025-05-05 |
2025-05-06 |
ind_freight_logistics |
0.0372 |
0.0014 |
0.0001 |
tilt_INDUSTRY |
| 2025-05-05 |
2025-05-06 |
ind_oil_gas_equipment_services |
-0.0156 |
-0.0055 |
0.0001 |
tilt_INDUSTRY |
| 2025-05-05 |
2025-05-06 |
ind_diversified_retail |
-0.0005 |
-0.0021 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-05 |
2025-05-06 |
ind_office_equipment |
0.0000 |
0.0018 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-05 |
2025-05-06 |
linearCost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-05-05 |
2025-05-06 |
specret |
NaN |
NaN |
0.0037 |
unexplained |
| 2025-05-05 |
2025-05-06 |
ind_holding_companies |
-0.0039 |
0.0060 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-05 |
2025-05-06 |
ind_oil_gas |
-0.0111 |
-0.0023 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-05 |
2025-05-06 |
ind_food_tobacco |
0.1301 |
-0.0014 |
-0.0002 |
tilt_INDUSTRY |
| 2025-05-05 |
2025-05-06 |
ind_paper_forestry |
-0.0089 |
-0.0044 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-05 |
2025-05-06 |
ind_real_estate_operations |
0.0201 |
-0.0086 |
-0.0002 |
tilt_INDUSTRY |
| 2025-05-05 |
2025-05-06 |
ind_aerospace_defense |
-0.0148 |
-0.0021 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-05 |
2025-05-06 |
ind_water_utilities |
-0.0067 |
-0.0114 |
0.0001 |
tilt_INDUSTRY |
| 2025-05-05 |
2025-05-06 |
linkage |
0.7091 |
0.0003 |
0.0002 |
alpha_MOMENTUM |
| 2025-05-05 |
2025-05-06 |
ind_banking_services |
0.0589 |
-0.0031 |
-0.0002 |
tilt_INDUSTRY |
| 2025-05-05 |
2025-05-06 |
reversal |
0.8451 |
0.0017 |
0.0014 |
alpha_REVERSAL |
| 2025-05-05 |
2025-05-06 |
ind_insurance |
0.0505 |
-0.0023 |
-0.0001 |
tilt_INDUSTRY |
| 2025-05-05 |
2025-05-06 |
country_TW |
0.0635 |
0.0029 |
0.0002 |
tilt_COUNTRY |
| 2025-05-05 |
2025-05-06 |
country_AU |
-0.0976 |
0.0006 |
-0.0001 |
tilt_COUNTRY |
| 2025-05-05 |
2025-05-06 |
ind_beverages |
-0.0921 |
-0.0070 |
0.0006 |
tilt_INDUSTRY |
| 2025-05-05 |
2025-05-06 |
country_XH |
0.1560 |
-0.0096 |
-0.0015 |
tilt_COUNTRY |
| 2025-05-05 |
2025-05-06 |
country_ID |
0.0375 |
0.0093 |
0.0003 |
tilt_COUNTRY |
| 2025-05-05 |
2025-05-06 |
ind_homebuilding_building_products |
-0.0275 |
-0.0034 |
0.0001 |
tilt_INDUSTRY |
| 2025-05-05 |
2025-05-06 |
ind_electronic_equipment |
-0.0467 |
0.0039 |
-0.0002 |
tilt_INDUSTRY |
| 2025-05-05 |
2025-05-06 |
ind_consumer_goods_conglomerates |
0.0170 |
-0.0035 |
-0.0001 |
tilt_INDUSTRY |
| 2025-05-05 |
2025-05-06 |
ind_food_drug_retail |
-0.0031 |
0.0011 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-05 |
2025-05-06 |
ind_biotechnology |
0.0091 |
-0.0128 |
-0.0001 |
tilt_INDUSTRY |
| 2025-05-05 |
2025-05-06 |
impactCost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-05-05 |
2025-05-06 |
country_CN |
-0.0010 |
0.0072 |
-0.0000 |
tilt_COUNTRY |
| 2025-05-05 |
2025-05-06 |
ind_uranium |
-0.0026 |
-0.0252 |
0.0001 |
tilt_INDUSTRY |
| 2025-05-05 |
2025-05-06 |
neglect |
0.7400 |
0.0009 |
0.0006 |
alpha_VALUE |
| 2025-05-05 |
2025-05-06 |
ind_healthcare_equipment_supplies |
-0.0960 |
-0.0026 |
0.0003 |
tilt_INDUSTRY |
| 2025-05-05 |
2025-05-06 |
momentum |
0.1640 |
0.0017 |
0.0003 |
alpha_MOMENTUM |
| 2025-05-05 |
2025-05-06 |
quality |
3.0727 |
-0.0012 |
-0.0036 |
alpha_QUALITY |
| 2025-05-05 |
2025-05-06 |
ind_coal |
-0.0587 |
-0.0005 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-06 |
2025-05-07 |
size_LARGE |
0.1067 |
-0.0009 |
-0.0001 |
tilt_SIZE |
| 2025-05-06 |
2025-05-07 |
country_HK |
0.0130 |
-0.0003 |
-0.0000 |
tilt_COUNTRY |
| 2025-05-06 |
2025-05-07 |
ind_computers_phones_household_electronics |
0.1275 |
-0.0031 |
-0.0004 |
tilt_INDUSTRY |
| 2025-05-06 |
2025-05-07 |
ind_aerospace_defense |
-0.0117 |
0.0318 |
-0.0004 |
tilt_INDUSTRY |
| 2025-05-06 |
2025-05-07 |
momentum |
0.0950 |
0.0000 |
0.0000 |
alpha_MOMENTUM |
| 2025-05-06 |
2025-05-07 |
ind_beverages |
-0.0887 |
-0.0026 |
0.0002 |
tilt_INDUSTRY |
| 2025-05-06 |
2025-05-07 |
ind_pharmaceuticals |
-0.1032 |
-0.0101 |
0.0010 |
tilt_INDUSTRY |
| 2025-05-06 |
2025-05-07 |
ind_multiline_utilities |
-0.0125 |
-0.0020 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-06 |
2025-05-07 |
linearCost |
NaN |
NaN |
-0.0004 |
cost |
| 2025-05-06 |
2025-05-07 |
ind_electronic_equipment |
-0.0416 |
0.0007 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-06 |
2025-05-07 |
size_MID |
-0.1046 |
-0.0011 |
0.0001 |
tilt_SIZE |
| 2025-05-06 |
2025-05-07 |
ind_banking_services |
0.0445 |
0.0048 |
0.0002 |
tilt_INDUSTRY |
| 2025-05-06 |
2025-05-07 |
country_AU |
-0.0985 |
0.0007 |
-0.0001 |
tilt_COUNTRY |
| 2025-05-06 |
2025-05-07 |
country_JP |
-0.0303 |
-0.0012 |
0.0000 |
tilt_COUNTRY |
| 2025-05-06 |
2025-05-07 |
ind_industrial_distribution |
-0.0007 |
0.0190 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-06 |
2025-05-07 |
linkage |
0.7641 |
0.0005 |
0.0004 |
alpha_MOMENTUM |
| 2025-05-06 |
2025-05-07 |
ind_construction_engineering |
0.0023 |
0.0034 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-06 |
2025-05-07 |
ind_healthcare_equipment_supplies |
-0.0955 |
-0.0035 |
0.0003 |
tilt_INDUSTRY |
| 2025-05-06 |
2025-05-07 |
ind_freight_logistics |
0.0308 |
0.0014 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-06 |
2025-05-07 |
ind_automobile |
-0.0150 |
-0.0028 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-06 |
2025-05-07 |
ind_specialty_reatil |
0.0189 |
0.0010 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-06 |
2025-05-07 |
size_MICRO |
-0.0035 |
0.0042 |
-0.0000 |
tilt_SIZE |
| 2025-05-06 |
2025-05-07 |
ind_renewable_energy |
0.0235 |
0.0067 |
0.0002 |
tilt_INDUSTRY |
| 2025-05-06 |
2025-05-07 |
country_KR |
-0.0946 |
-0.0050 |
0.0005 |
tilt_COUNTRY |
| 2025-05-06 |
2025-05-07 |
ind_household_products_services |
-0.0333 |
-0.0062 |
0.0002 |
tilt_INDUSTRY |
| 2025-05-06 |
2025-05-07 |
ind_oil_gas_equipment_services |
-0.0147 |
0.0005 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-06 |
2025-05-07 |
ind_oil_gas |
-0.0150 |
0.0055 |
-0.0001 |
tilt_INDUSTRY |
| 2025-05-06 |
2025-05-07 |
ind_media_publishing |
0.0050 |
-0.0065 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-06 |
2025-05-07 |
country_MY |
0.0059 |
0.0021 |
0.0000 |
tilt_COUNTRY |
| 2025-05-06 |
2025-05-07 |
market |
-0.0111 |
0.0102 |
-0.0001 |
risk_exposure |
| 2025-05-06 |
2025-05-07 |
ind_investment_services |
0.0241 |
0.0058 |
0.0001 |
tilt_INDUSTRY |
| 2025-05-06 |
2025-05-07 |
value_gc |
1.5175 |
-0.0002 |
-0.0003 |
alpha_VALUE |
| 2025-05-06 |
2025-05-07 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-05-06 |
2025-05-07 |
value_liq |
0.6786 |
0.0011 |
0.0007 |
alpha_VALUE |
| 2025-05-06 |
2025-05-07 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-05-06 |
2025-05-07 |
ind_natural_gas_utilities |
-0.0023 |
-0.0020 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-06 |
2025-05-07 |
ind_semiconductors |
0.0286 |
-0.0036 |
-0.0001 |
tilt_INDUSTRY |
| 2025-05-06 |
2025-05-07 |
country_XH |
0.1773 |
-0.0012 |
-0.0002 |
tilt_COUNTRY |
| 2025-05-06 |
2025-05-07 |
country_SG |
-0.0338 |
-0.0091 |
0.0003 |
tilt_COUNTRY |
| 2025-05-06 |
2025-05-07 |
ind_commercial_services_supplies |
0.0486 |
-0.0053 |
-0.0003 |
tilt_INDUSTRY |
| 2025-05-06 |
2025-05-07 |
quality |
3.0587 |
0.0006 |
0.0019 |
alpha_QUALITY |
| 2025-05-06 |
2025-05-07 |
ind_hotels_entertainment |
-0.0602 |
0.0051 |
-0.0003 |
tilt_INDUSTRY |
| 2025-05-06 |
2025-05-07 |
ind_uranium |
-0.0026 |
0.0513 |
-0.0001 |
tilt_INDUSTRY |
| 2025-05-06 |
2025-05-07 |
country_CN |
-0.0659 |
0.0020 |
-0.0001 |
tilt_COUNTRY |
| 2025-05-06 |
2025-05-07 |
ind_passenger_transportation |
0.0566 |
-0.0057 |
-0.0003 |
tilt_INDUSTRY |
| 2025-05-06 |
2025-05-07 |
ind_coal |
-0.0565 |
0.0043 |
-0.0002 |
tilt_INDUSTRY |
| 2025-05-06 |
2025-05-07 |
ind_homebuilding_building_products |
-0.0299 |
0.0024 |
-0.0001 |
tilt_INDUSTRY |
| 2025-05-06 |
2025-05-07 |
country_TW |
0.0776 |
-0.0079 |
-0.0006 |
tilt_COUNTRY |
| 2025-05-06 |
2025-05-07 |
reversal |
0.8163 |
0.0022 |
0.0018 |
alpha_REVERSAL |
| 2025-05-06 |
2025-05-07 |
ind_food_drug_retail |
0.0062 |
-0.0002 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-06 |
2025-05-07 |
country_TH |
-0.0088 |
0.0173 |
-0.0002 |
tilt_COUNTRY |
| 2025-05-06 |
2025-05-07 |
ind_containers_packaging |
-0.0121 |
-0.0025 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-06 |
2025-05-07 |
ind_transportation_infrastructure |
-0.0246 |
0.0019 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-06 |
2025-05-07 |
ind_chemicals |
0.0250 |
-0.0003 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-06 |
2025-05-07 |
ind_healthcare_providers_services |
0.0212 |
-0.0021 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-06 |
2025-05-07 |
sbeta_market |
0.0195 |
-0.0072 |
-0.0001 |
risk_exposure |
| 2025-05-06 |
2025-05-07 |
pdiscrepancy |
NaN |
NaN |
0.0000 |
unexplained |
| 2025-05-06 |
2025-05-07 |
stability |
4.5855 |
-0.0004 |
-0.0019 |
alpha_QUALITY |
| 2025-05-06 |
2025-05-07 |
ind_biotechnology |
0.0129 |
-0.0297 |
-0.0004 |
tilt_INDUSTRY |
| 2025-05-06 |
2025-05-07 |
impactCost |
NaN |
NaN |
-0.0004 |
cost |
| 2025-05-06 |
2025-05-07 |
ind_telecommunications_serices |
0.0921 |
0.0011 |
0.0001 |
tilt_INDUSTRY |
| 2025-05-06 |
2025-05-07 |
country_NZ |
-0.0186 |
-0.0008 |
0.0000 |
tilt_COUNTRY |
| 2025-05-06 |
2025-05-07 |
neglect |
0.7241 |
0.0003 |
0.0002 |
alpha_VALUE |
| 2025-05-06 |
2025-05-07 |
ind_water_utilities |
-0.0072 |
-0.0041 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-06 |
2025-05-07 |
ind_fintech |
-0.0029 |
0.0067 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-06 |
2025-05-07 |
ind_household_goods |
-0.0014 |
0.0043 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-06 |
2025-05-07 |
ind_office_equipment |
0.0000 |
-0.0048 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-06 |
2025-05-07 |
ind_integrated_hardware_software |
0.0126 |
-0.0040 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-06 |
2025-05-07 |
ind_food_tobacco |
0.1286 |
-0.0030 |
-0.0004 |
tilt_INDUSTRY |
| 2025-05-06 |
2025-05-07 |
sdiscrepancy |
NaN |
NaN |
-0.0009 |
unexplained |
| 2025-05-06 |
2025-05-07 |
fmom |
0.5041 |
-0.0005 |
-0.0002 |
alpha_QUALITY |
| 2025-05-06 |
2025-05-07 |
ind_paper_forestry |
-0.0084 |
-0.0031 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-06 |
2025-05-07 |
ind_metals_mining |
-0.1494 |
0.0016 |
-0.0002 |
tilt_INDUSTRY |
| 2025-05-06 |
2025-05-07 |
ind_holding_companies |
-0.0037 |
-0.0040 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-06 |
2025-05-07 |
country_PH |
0.0023 |
-0.0037 |
-0.0000 |
tilt_COUNTRY |
| 2025-05-06 |
2025-05-07 |
ind_communications_equipment |
-0.0188 |
0.0022 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-06 |
2025-05-07 |
ind_diversified_retail |
0.0007 |
-0.0033 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-06 |
2025-05-07 |
ind_electric_utilities_ipps |
-0.0334 |
-0.0052 |
0.0002 |
tilt_INDUSTRY |
| 2025-05-06 |
2025-05-07 |
ind_textiles_apparel |
-0.0223 |
0.0050 |
-0.0001 |
tilt_INDUSTRY |
| 2025-05-06 |
2025-05-07 |
ind_consumer_goods_conglomerates |
0.0146 |
0.0052 |
0.0001 |
tilt_INDUSTRY |
| 2025-05-06 |
2025-05-07 |
revision |
0.7065 |
0.0006 |
0.0004 |
alpha_REVISION |
| 2025-05-06 |
2025-05-07 |
ind_real_estate_operations |
0.0185 |
0.0045 |
0.0001 |
tilt_INDUSTRY |
| 2025-05-06 |
2025-05-07 |
specret |
NaN |
NaN |
0.0047 |
unexplained |
| 2025-05-06 |
2025-05-07 |
ind_software_it_services |
0.1387 |
-0.0036 |
-0.0005 |
tilt_INDUSTRY |
| 2025-05-06 |
2025-05-07 |
size_SMALL |
-0.0096 |
0.0018 |
-0.0000 |
tilt_SIZE |
| 2025-05-06 |
2025-05-07 |
ind_leisure_products |
0.0104 |
-0.0096 |
-0.0001 |
tilt_INDUSTRY |
| 2025-05-06 |
2025-05-07 |
ind_insurance |
0.0573 |
0.0078 |
0.0004 |
tilt_INDUSTRY |
| 2025-05-06 |
2025-05-07 |
country_ID |
0.0352 |
-0.0075 |
-0.0003 |
tilt_COUNTRY |
| 2025-05-06 |
2025-05-07 |
ind_construction_materials |
-0.0036 |
-0.0013 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-06 |
2025-05-07 |
ind_machinery |
-0.0860 |
0.0002 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-06 |
2025-05-07 |
country_IN |
0.0282 |
0.0007 |
0.0000 |
tilt_COUNTRY |
| 2025-05-07 |
2025-05-08 |
ind_paper_forestry |
-0.0079 |
-0.0065 |
0.0001 |
tilt_INDUSTRY |
| 2025-05-07 |
2025-05-08 |
ind_leisure_products |
0.0100 |
-0.0058 |
-0.0001 |
tilt_INDUSTRY |
| 2025-05-07 |
2025-05-08 |
ind_pharmaceuticals |
-0.0938 |
-0.0027 |
0.0003 |
tilt_INDUSTRY |
| 2025-05-07 |
2025-05-08 |
reversal |
0.7413 |
-0.0009 |
-0.0006 |
alpha_REVERSAL |
| 2025-05-07 |
2025-05-08 |
size_MICRO |
-0.0044 |
0.0053 |
-0.0000 |
tilt_SIZE |
| 2025-05-07 |
2025-05-08 |
ind_real_estate_operations |
0.0151 |
-0.0075 |
-0.0001 |
tilt_INDUSTRY |
| 2025-05-07 |
2025-05-08 |
ind_household_goods |
-0.0042 |
0.0034 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-07 |
2025-05-08 |
ind_software_it_services |
0.1393 |
0.0017 |
0.0002 |
tilt_INDUSTRY |
| 2025-05-07 |
2025-05-08 |
pdiscrepancy |
NaN |
NaN |
0.0000 |
unexplained |
| 2025-05-07 |
2025-05-08 |
country_MY |
0.0059 |
-0.0005 |
-0.0000 |
tilt_COUNTRY |
| 2025-05-07 |
2025-05-08 |
ind_integrated_hardware_software |
0.0106 |
0.0037 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-07 |
2025-05-08 |
momentum |
0.0326 |
0.0010 |
0.0000 |
alpha_MOMENTUM |
| 2025-05-07 |
2025-05-08 |
ind_specialty_reatil |
0.0210 |
-0.0042 |
-0.0001 |
tilt_INDUSTRY |
| 2025-05-07 |
2025-05-08 |
ind_aerospace_defense |
-0.0100 |
0.0160 |
-0.0002 |
tilt_INDUSTRY |
| 2025-05-07 |
2025-05-08 |
sdiscrepancy |
NaN |
NaN |
-0.0000 |
unexplained |
| 2025-05-07 |
2025-05-08 |
linearCost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-05-07 |
2025-05-08 |
ind_food_drug_retail |
0.0194 |
0.0036 |
0.0001 |
tilt_INDUSTRY |
| 2025-05-07 |
2025-05-08 |
country_JP |
-0.0114 |
0.0017 |
-0.0000 |
tilt_COUNTRY |
| 2025-05-07 |
2025-05-08 |
revision |
0.7777 |
-0.0006 |
-0.0004 |
alpha_REVISION |
| 2025-05-07 |
2025-05-08 |
ind_consumer_goods_conglomerates |
0.0110 |
0.0027 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-07 |
2025-05-08 |
ind_communications_equipment |
-0.0178 |
0.0096 |
-0.0002 |
tilt_INDUSTRY |
| 2025-05-07 |
2025-05-08 |
country_TH |
-0.0140 |
-0.0113 |
0.0002 |
tilt_COUNTRY |
| 2025-05-07 |
2025-05-08 |
ind_oil_gas_equipment_services |
-0.0147 |
-0.0078 |
0.0001 |
tilt_INDUSTRY |
| 2025-05-07 |
2025-05-08 |
country_HK |
0.0106 |
0.0003 |
0.0000 |
tilt_COUNTRY |
| 2025-05-07 |
2025-05-08 |
ind_containers_packaging |
-0.0124 |
-0.0000 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-07 |
2025-05-08 |
ind_oil_gas |
-0.0177 |
-0.0048 |
0.0001 |
tilt_INDUSTRY |
| 2025-05-07 |
2025-05-08 |
specret |
NaN |
NaN |
-0.0005 |
unexplained |
| 2025-05-07 |
2025-05-08 |
ind_metals_mining |
-0.1475 |
-0.0070 |
0.0010 |
tilt_INDUSTRY |
| 2025-05-07 |
2025-05-08 |
ind_industrial_distribution |
-0.0005 |
-0.0061 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-07 |
2025-05-08 |
ind_transportation_infrastructure |
-0.0211 |
0.0002 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-07 |
2025-05-08 |
ind_construction_engineering |
0.0140 |
0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-07 |
2025-05-08 |
ind_multiline_utilities |
-0.0128 |
0.0045 |
-0.0001 |
tilt_INDUSTRY |
| 2025-05-07 |
2025-05-08 |
ind_holding_companies |
-0.0040 |
-0.0069 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-07 |
2025-05-08 |
ind_insurance |
0.0637 |
0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-07 |
2025-05-08 |
ind_computers_phones_household_electronics |
0.1288 |
0.0038 |
0.0005 |
tilt_INDUSTRY |
| 2025-05-07 |
2025-05-08 |
ind_chemicals |
0.0157 |
-0.0036 |
-0.0001 |
tilt_INDUSTRY |
| 2025-05-07 |
2025-05-08 |
fmom |
0.4575 |
-0.0003 |
-0.0001 |
alpha_QUALITY |
| 2025-05-07 |
2025-05-08 |
value_liq |
0.6654 |
0.0001 |
0.0001 |
alpha_VALUE |
| 2025-05-07 |
2025-05-08 |
ind_media_publishing |
0.0031 |
-0.0004 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-07 |
2025-05-08 |
size_LARGE |
0.1136 |
-0.0010 |
-0.0001 |
tilt_SIZE |
| 2025-05-07 |
2025-05-08 |
ind_diversified_retail |
0.0014 |
-0.0011 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-07 |
2025-05-08 |
ind_construction_materials |
-0.0035 |
-0.0021 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-07 |
2025-05-08 |
ind_food_tobacco |
0.1325 |
-0.0016 |
-0.0002 |
tilt_INDUSTRY |
| 2025-05-07 |
2025-05-08 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-05-07 |
2025-05-08 |
ind_natural_gas_utilities |
-0.0010 |
-0.0008 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-07 |
2025-05-08 |
ind_office_equipment |
0.0000 |
0.0022 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-07 |
2025-05-08 |
ind_household_products_services |
-0.0316 |
0.0024 |
-0.0001 |
tilt_INDUSTRY |
| 2025-05-07 |
2025-05-08 |
ind_telecommunications_serices |
0.1059 |
-0.0024 |
-0.0003 |
tilt_INDUSTRY |
| 2025-05-07 |
2025-05-08 |
stability |
4.6262 |
0.0005 |
0.0024 |
alpha_QUALITY |
| 2025-05-07 |
2025-05-08 |
country_NZ |
-0.0183 |
-0.0032 |
0.0001 |
tilt_COUNTRY |
| 2025-05-07 |
2025-05-08 |
ind_investment_services |
0.0208 |
-0.0018 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-07 |
2025-05-08 |
ind_water_utilities |
-0.0071 |
-0.0058 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-07 |
2025-05-08 |
country_ID |
0.0346 |
-0.0161 |
-0.0006 |
tilt_COUNTRY |
| 2025-05-07 |
2025-05-08 |
ind_healthcare_providers_services |
0.0252 |
-0.0043 |
-0.0001 |
tilt_INDUSTRY |
| 2025-05-07 |
2025-05-08 |
country_PH |
0.0023 |
-0.0123 |
-0.0000 |
tilt_COUNTRY |
| 2025-05-07 |
2025-05-08 |
country_KR |
-0.0986 |
0.0020 |
-0.0002 |
tilt_COUNTRY |
| 2025-05-07 |
2025-05-08 |
ind_homebuilding_building_products |
-0.0340 |
-0.0018 |
0.0001 |
tilt_INDUSTRY |
| 2025-05-07 |
2025-05-08 |
ind_biotechnology |
0.0146 |
0.0020 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-07 |
2025-05-08 |
value_gc |
1.4986 |
0.0004 |
0.0007 |
alpha_VALUE |
| 2025-05-07 |
2025-05-08 |
ind_fintech |
-0.0023 |
-0.0089 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-07 |
2025-05-08 |
country_CN |
-0.0775 |
0.0008 |
-0.0001 |
tilt_COUNTRY |
| 2025-05-07 |
2025-05-08 |
impactCost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-05-07 |
2025-05-08 |
ind_uranium |
-0.0028 |
0.0195 |
-0.0001 |
tilt_INDUSTRY |
| 2025-05-07 |
2025-05-08 |
neglect |
0.7188 |
-0.0011 |
-0.0008 |
alpha_VALUE |
| 2025-05-07 |
2025-05-08 |
quality |
3.0866 |
0.0002 |
0.0007 |
alpha_QUALITY |
| 2025-05-07 |
2025-05-08 |
country_XH |
0.1948 |
-0.0009 |
-0.0002 |
tilt_COUNTRY |
| 2025-05-07 |
2025-05-08 |
ind_coal |
-0.0538 |
0.0004 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-07 |
2025-05-08 |
country_TW |
0.0892 |
0.0052 |
0.0005 |
tilt_COUNTRY |
| 2025-05-07 |
2025-05-08 |
ind_beverages |
-0.0865 |
0.0016 |
-0.0001 |
tilt_INDUSTRY |
| 2025-05-07 |
2025-05-08 |
ind_automobile |
-0.0183 |
-0.0007 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-07 |
2025-05-08 |
ind_banking_services |
0.0387 |
0.0012 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-07 |
2025-05-08 |
country_AU |
-0.1005 |
0.0081 |
-0.0008 |
tilt_COUNTRY |
| 2025-05-07 |
2025-05-08 |
ind_healthcare_equipment_supplies |
-0.0968 |
-0.0025 |
0.0002 |
tilt_INDUSTRY |
| 2025-05-07 |
2025-05-08 |
linkage |
0.8449 |
0.0001 |
0.0001 |
alpha_MOMENTUM |
| 2025-05-07 |
2025-05-08 |
market |
0.0215 |
-0.0014 |
-0.0000 |
risk_exposure |
| 2025-05-07 |
2025-05-08 |
ind_renewable_energy |
0.0237 |
0.0064 |
0.0002 |
tilt_INDUSTRY |
| 2025-05-07 |
2025-05-08 |
sbeta_market |
0.0420 |
0.0037 |
0.0002 |
risk_exposure |
| 2025-05-07 |
2025-05-08 |
ind_hotels_entertainment |
-0.0603 |
-0.0050 |
0.0003 |
tilt_INDUSTRY |
| 2025-05-07 |
2025-05-08 |
country_SG |
-0.0301 |
-0.0038 |
0.0001 |
tilt_COUNTRY |
| 2025-05-07 |
2025-05-08 |
ind_freight_logistics |
0.0303 |
-0.0077 |
-0.0002 |
tilt_INDUSTRY |
| 2025-05-07 |
2025-05-08 |
ind_electric_utilities_ipps |
-0.0388 |
-0.0004 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-07 |
2025-05-08 |
ind_semiconductors |
0.0205 |
0.0032 |
0.0001 |
tilt_INDUSTRY |
| 2025-05-07 |
2025-05-08 |
ind_textiles_apparel |
-0.0264 |
0.0022 |
-0.0001 |
tilt_INDUSTRY |
| 2025-05-07 |
2025-05-08 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-05-07 |
2025-05-08 |
ind_electronic_equipment |
-0.0411 |
0.0047 |
-0.0002 |
tilt_INDUSTRY |
| 2025-05-07 |
2025-05-08 |
size_MID |
-0.0877 |
-0.0011 |
0.0001 |
tilt_SIZE |
| 2025-05-07 |
2025-05-08 |
ind_machinery |
-0.0742 |
0.0045 |
-0.0003 |
tilt_INDUSTRY |
| 2025-05-07 |
2025-05-08 |
size_SMALL |
-0.0000 |
0.0019 |
-0.0000 |
tilt_SIZE |
| 2025-05-07 |
2025-05-08 |
ind_passenger_transportation |
0.0566 |
-0.0034 |
-0.0002 |
tilt_INDUSTRY |
| 2025-05-07 |
2025-05-08 |
country_IN |
0.0343 |
-0.0130 |
-0.0004 |
tilt_COUNTRY |
| 2025-05-07 |
2025-05-08 |
ind_commercial_services_supplies |
0.0460 |
0.0047 |
0.0002 |
tilt_INDUSTRY |
| 2025-05-08 |
2025-05-09 |
impactCost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-05-08 |
2025-05-09 |
ind_real_estate_operations |
0.0106 |
-0.0066 |
-0.0001 |
tilt_INDUSTRY |
| 2025-05-08 |
2025-05-09 |
ind_food_tobacco |
0.1340 |
-0.0002 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-08 |
2025-05-09 |
country_NZ |
-0.0183 |
0.0065 |
-0.0001 |
tilt_COUNTRY |
| 2025-05-08 |
2025-05-09 |
ind_beverages |
-0.0859 |
0.0030 |
-0.0003 |
tilt_INDUSTRY |
| 2025-05-08 |
2025-05-09 |
ind_hotels_entertainment |
-0.0600 |
-0.0061 |
0.0004 |
tilt_INDUSTRY |
| 2025-05-08 |
2025-05-09 |
ind_household_goods |
-0.0045 |
0.0111 |
-0.0001 |
tilt_INDUSTRY |
| 2025-05-08 |
2025-05-09 |
ind_uranium |
-0.0027 |
-0.0104 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-08 |
2025-05-09 |
ind_software_it_services |
0.1339 |
-0.0016 |
-0.0002 |
tilt_INDUSTRY |
| 2025-05-08 |
2025-05-09 |
ind_construction_materials |
-0.0035 |
-0.0022 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-08 |
2025-05-09 |
sbeta_market |
0.0450 |
-0.0120 |
-0.0005 |
risk_exposure |
| 2025-05-08 |
2025-05-09 |
ind_automobile |
-0.0207 |
0.0014 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-08 |
2025-05-09 |
ind_integrated_hardware_software |
0.0087 |
-0.0064 |
-0.0001 |
tilt_INDUSTRY |
| 2025-05-08 |
2025-05-09 |
ind_commercial_services_supplies |
0.0417 |
-0.0018 |
-0.0001 |
tilt_INDUSTRY |
| 2025-05-08 |
2025-05-09 |
momentum |
-0.0265 |
-0.0006 |
0.0000 |
alpha_MOMENTUM |
| 2025-05-08 |
2025-05-09 |
neglect |
0.7043 |
-0.0006 |
-0.0005 |
alpha_VALUE |
| 2025-05-08 |
2025-05-09 |
ind_healthcare_equipment_supplies |
-0.0971 |
0.0019 |
-0.0002 |
tilt_INDUSTRY |
| 2025-05-08 |
2025-05-09 |
size_LARGE |
0.1266 |
0.0023 |
0.0003 |
tilt_SIZE |
| 2025-05-08 |
2025-05-09 |
ind_specialty_reatil |
0.0202 |
0.0021 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-08 |
2025-05-09 |
size_SMALL |
0.0049 |
-0.0009 |
-0.0000 |
tilt_SIZE |
| 2025-05-08 |
2025-05-09 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-05-08 |
2025-05-09 |
reversal |
0.6925 |
0.0011 |
0.0008 |
alpha_REVERSAL |
| 2025-05-08 |
2025-05-09 |
size_MICRO |
-0.0061 |
0.0009 |
-0.0000 |
tilt_SIZE |
| 2025-05-08 |
2025-05-09 |
ind_electric_utilities_ipps |
-0.0439 |
0.0008 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-08 |
2025-05-09 |
ind_electronic_equipment |
-0.0393 |
-0.0030 |
0.0001 |
tilt_INDUSTRY |
| 2025-05-08 |
2025-05-09 |
ind_household_products_services |
-0.0303 |
0.0120 |
-0.0004 |
tilt_INDUSTRY |
| 2025-05-08 |
2025-05-09 |
country_TW |
0.0997 |
0.0094 |
0.0009 |
tilt_COUNTRY |
| 2025-05-08 |
2025-05-09 |
country_KR |
-0.0986 |
-0.0071 |
0.0007 |
tilt_COUNTRY |
| 2025-05-08 |
2025-05-09 |
country_PH |
0.0023 |
0.0119 |
0.0000 |
tilt_COUNTRY |
| 2025-05-08 |
2025-05-09 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-05-08 |
2025-05-09 |
ind_insurance |
0.0640 |
0.0015 |
0.0001 |
tilt_INDUSTRY |
| 2025-05-08 |
2025-05-09 |
ind_healthcare_providers_services |
0.0288 |
-0.0025 |
-0.0001 |
tilt_INDUSTRY |
| 2025-05-08 |
2025-05-09 |
ind_office_equipment |
0.0000 |
0.0036 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-08 |
2025-05-09 |
ind_pharmaceuticals |
-0.0876 |
0.0013 |
-0.0001 |
tilt_INDUSTRY |
| 2025-05-08 |
2025-05-09 |
country_ID |
0.0339 |
-0.0069 |
-0.0002 |
tilt_COUNTRY |
| 2025-05-08 |
2025-05-09 |
revision |
0.7679 |
0.0009 |
0.0007 |
alpha_REVISION |
| 2025-05-08 |
2025-05-09 |
country_MY |
0.0058 |
-0.0018 |
-0.0000 |
tilt_COUNTRY |
| 2025-05-08 |
2025-05-09 |
value_gc |
1.4880 |
0.0010 |
0.0014 |
alpha_VALUE |
| 2025-05-08 |
2025-05-09 |
ind_semiconductors |
0.0181 |
-0.0029 |
-0.0001 |
tilt_INDUSTRY |
| 2025-05-08 |
2025-05-09 |
country_JP |
-0.0117 |
0.0118 |
-0.0001 |
tilt_COUNTRY |
| 2025-05-08 |
2025-05-09 |
ind_natural_gas_utilities |
-0.0010 |
-0.0030 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-08 |
2025-05-09 |
ind_leisure_products |
0.0105 |
-0.0111 |
-0.0001 |
tilt_INDUSTRY |
| 2025-05-08 |
2025-05-09 |
stability |
4.6432 |
-0.0000 |
-0.0001 |
alpha_QUALITY |
| 2025-05-08 |
2025-05-09 |
ind_freight_logistics |
0.0287 |
0.0016 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-08 |
2025-05-09 |
ind_textiles_apparel |
-0.0289 |
0.0061 |
-0.0002 |
tilt_INDUSTRY |
| 2025-05-08 |
2025-05-09 |
ind_renewable_energy |
0.0232 |
-0.0043 |
-0.0001 |
tilt_INDUSTRY |
| 2025-05-08 |
2025-05-09 |
ind_biotechnology |
0.0149 |
0.0010 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-08 |
2025-05-09 |
ind_investment_services |
0.0184 |
0.0010 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-08 |
2025-05-09 |
ind_water_utilities |
-0.0072 |
0.0063 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-08 |
2025-05-09 |
ind_construction_engineering |
0.0199 |
-0.0030 |
-0.0001 |
tilt_INDUSTRY |
| 2025-05-08 |
2025-05-09 |
country_TH |
-0.0188 |
-0.0018 |
0.0000 |
tilt_COUNTRY |
| 2025-05-08 |
2025-05-09 |
ind_metals_mining |
-0.1460 |
0.0007 |
-0.0001 |
tilt_INDUSTRY |
| 2025-05-08 |
2025-05-09 |
ind_banking_services |
0.0367 |
0.0047 |
0.0002 |
tilt_INDUSTRY |
| 2025-05-08 |
2025-05-09 |
ind_computers_phones_household_electronics |
0.1279 |
0.0030 |
0.0004 |
tilt_INDUSTRY |
| 2025-05-08 |
2025-05-09 |
specret |
NaN |
NaN |
-0.0007 |
unexplained |
| 2025-05-08 |
2025-05-09 |
ind_paper_forestry |
-0.0073 |
0.0020 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-08 |
2025-05-09 |
ind_machinery |
-0.0593 |
0.0000 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-08 |
2025-05-09 |
ind_oil_gas |
-0.0211 |
0.0039 |
-0.0001 |
tilt_INDUSTRY |
| 2025-05-08 |
2025-05-09 |
ind_consumer_goods_conglomerates |
0.0090 |
-0.0022 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-08 |
2025-05-09 |
country_CN |
-0.0806 |
-0.0043 |
0.0003 |
tilt_COUNTRY |
| 2025-05-08 |
2025-05-09 |
country_XH |
0.1946 |
0.0045 |
0.0009 |
tilt_COUNTRY |
| 2025-05-08 |
2025-05-09 |
country_HK |
0.0106 |
0.0095 |
0.0001 |
tilt_COUNTRY |
| 2025-05-08 |
2025-05-09 |
ind_multiline_utilities |
-0.0129 |
0.0006 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-08 |
2025-05-09 |
ind_oil_gas_equipment_services |
-0.0145 |
0.0084 |
-0.0001 |
tilt_INDUSTRY |
| 2025-05-08 |
2025-05-09 |
quality |
3.1051 |
0.0012 |
0.0037 |
alpha_QUALITY |
| 2025-05-08 |
2025-05-09 |
ind_containers_packaging |
-0.0128 |
-0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-08 |
2025-05-09 |
market |
0.0348 |
0.0104 |
0.0004 |
risk_exposure |
| 2025-05-08 |
2025-05-09 |
ind_aerospace_defense |
-0.0078 |
-0.0027 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-08 |
2025-05-09 |
size_MID |
-0.0905 |
-0.0008 |
0.0001 |
tilt_SIZE |
| 2025-05-08 |
2025-05-09 |
ind_industrial_distribution |
-0.0005 |
0.0022 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-08 |
2025-05-09 |
pdiscrepancy |
NaN |
NaN |
-0.0000 |
unexplained |
| 2025-05-08 |
2025-05-09 |
linkage |
0.8127 |
0.0002 |
0.0002 |
alpha_MOMENTUM |
| 2025-05-08 |
2025-05-09 |
ind_media_publishing |
0.0021 |
-0.0065 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-08 |
2025-05-09 |
sdiscrepancy |
NaN |
NaN |
0.0005 |
unexplained |
| 2025-05-08 |
2025-05-09 |
ind_communications_equipment |
-0.0169 |
-0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-08 |
2025-05-09 |
ind_fintech |
-0.0016 |
-0.0053 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-08 |
2025-05-09 |
ind_telecommunications_serices |
0.1153 |
-0.0041 |
-0.0005 |
tilt_INDUSTRY |
| 2025-05-08 |
2025-05-09 |
country_IN |
0.0381 |
-0.0109 |
-0.0004 |
tilt_COUNTRY |
| 2025-05-08 |
2025-05-09 |
linearCost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-05-08 |
2025-05-09 |
value_liq |
0.6620 |
0.0009 |
0.0006 |
alpha_VALUE |
| 2025-05-08 |
2025-05-09 |
ind_food_drug_retail |
0.0265 |
-0.0050 |
-0.0001 |
tilt_INDUSTRY |
| 2025-05-08 |
2025-05-09 |
ind_holding_companies |
-0.0044 |
-0.0156 |
0.0001 |
tilt_INDUSTRY |
| 2025-05-08 |
2025-05-09 |
fmom |
0.4316 |
0.0007 |
0.0003 |
alpha_QUALITY |
| 2025-05-08 |
2025-05-09 |
ind_homebuilding_building_products |
-0.0344 |
0.0001 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-08 |
2025-05-09 |
ind_chemicals |
0.0082 |
0.0008 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-08 |
2025-05-09 |
ind_passenger_transportation |
0.0587 |
-0.0103 |
-0.0006 |
tilt_INDUSTRY |
| 2025-05-08 |
2025-05-09 |
country_SG |
-0.0232 |
0.0038 |
-0.0001 |
tilt_COUNTRY |
| 2025-05-08 |
2025-05-09 |
country_AU |
-0.0990 |
0.0007 |
-0.0001 |
tilt_COUNTRY |
| 2025-05-08 |
2025-05-09 |
ind_coal |
-0.0516 |
0.0028 |
-0.0001 |
tilt_INDUSTRY |
| 2025-05-08 |
2025-05-09 |
ind_diversified_retail |
0.0014 |
-0.0014 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-08 |
2025-05-09 |
ind_transportation_infrastructure |
-0.0183 |
-0.0026 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-09 |
2025-05-12 |
ind_water_utilities |
-0.0072 |
-0.0014 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-09 |
2025-05-12 |
ind_electronic_equipment |
-0.0388 |
0.0070 |
-0.0003 |
tilt_INDUSTRY |
| 2025-05-09 |
2025-05-12 |
country_XH |
0.1939 |
0.0047 |
0.0009 |
tilt_COUNTRY |
| 2025-05-09 |
2025-05-12 |
country_SG |
-0.0198 |
-0.0069 |
0.0001 |
tilt_COUNTRY |
| 2025-05-09 |
2025-05-12 |
quality |
3.1121 |
-0.0001 |
-0.0003 |
alpha_QUALITY |
| 2025-05-09 |
2025-05-12 |
ind_telecommunications_serices |
0.1194 |
-0.0000 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-09 |
2025-05-12 |
country_NZ |
-0.0188 |
0.0085 |
-0.0002 |
tilt_COUNTRY |
| 2025-05-09 |
2025-05-12 |
stability |
4.6630 |
0.0005 |
0.0023 |
alpha_QUALITY |
| 2025-05-09 |
2025-05-12 |
country_PH |
0.0023 |
-0.0021 |
-0.0000 |
tilt_COUNTRY |
| 2025-05-09 |
2025-05-12 |
ind_office_equipment |
0.0000 |
-0.0012 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-09 |
2025-05-12 |
country_MY |
0.0058 |
-0.0024 |
-0.0000 |
tilt_COUNTRY |
| 2025-05-09 |
2025-05-12 |
ind_real_estate_operations |
0.0061 |
-0.0027 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-09 |
2025-05-12 |
ind_pharmaceuticals |
-0.0785 |
-0.0192 |
0.0015 |
tilt_INDUSTRY |
| 2025-05-09 |
2025-05-12 |
pdiscrepancy |
NaN |
NaN |
0.0000 |
unexplained |
| 2025-05-09 |
2025-05-12 |
country_IN |
0.0408 |
0.0399 |
0.0016 |
tilt_COUNTRY |
| 2025-05-09 |
2025-05-12 |
country_HK |
0.0065 |
0.0038 |
0.0000 |
tilt_COUNTRY |
| 2025-05-09 |
2025-05-12 |
ind_banking_services |
0.0195 |
0.0016 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-09 |
2025-05-12 |
ind_semiconductors |
0.0196 |
0.0026 |
0.0001 |
tilt_INDUSTRY |
| 2025-05-09 |
2025-05-12 |
ind_paper_forestry |
-0.0071 |
-0.0053 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-09 |
2025-05-12 |
ind_computers_phones_household_electronics |
0.1269 |
0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-09 |
2025-05-12 |
ind_holding_companies |
-0.0046 |
-0.0033 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-09 |
2025-05-12 |
ind_diversified_retail |
0.0015 |
0.0066 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-09 |
2025-05-12 |
country_AU |
-0.0993 |
-0.0018 |
0.0002 |
tilt_COUNTRY |
| 2025-05-09 |
2025-05-12 |
value_liq |
0.6752 |
0.0012 |
0.0008 |
alpha_VALUE |
| 2025-05-09 |
2025-05-12 |
ind_chemicals |
0.0012 |
-0.0004 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-09 |
2025-05-12 |
ind_media_publishing |
0.0022 |
-0.0088 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-09 |
2025-05-12 |
fmom |
0.4057 |
-0.0005 |
-0.0002 |
alpha_QUALITY |
| 2025-05-09 |
2025-05-12 |
size_LARGE |
0.1261 |
0.0010 |
0.0001 |
tilt_SIZE |
| 2025-05-09 |
2025-05-12 |
linkage |
0.7822 |
-0.0004 |
-0.0003 |
alpha_MOMENTUM |
| 2025-05-09 |
2025-05-12 |
fcost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-05-09 |
2025-05-12 |
sbeta_market |
0.0329 |
0.0202 |
0.0007 |
risk_exposure |
| 2025-05-09 |
2025-05-12 |
ind_food_tobacco |
0.1381 |
-0.0074 |
-0.0010 |
tilt_INDUSTRY |
| 2025-05-09 |
2025-05-12 |
ind_electric_utilities_ipps |
-0.0464 |
0.0021 |
-0.0001 |
tilt_INDUSTRY |
| 2025-05-09 |
2025-05-12 |
ind_natural_gas_utilities |
-0.0009 |
-0.0022 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-09 |
2025-05-12 |
ind_investment_services |
0.0160 |
0.0065 |
0.0001 |
tilt_INDUSTRY |
| 2025-05-09 |
2025-05-12 |
ind_household_products_services |
-0.0281 |
-0.0184 |
0.0005 |
tilt_INDUSTRY |
| 2025-05-09 |
2025-05-12 |
ind_uranium |
-0.0027 |
-0.0033 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-09 |
2025-05-12 |
ind_insurance |
0.0628 |
0.0010 |
0.0001 |
tilt_INDUSTRY |
| 2025-05-09 |
2025-05-12 |
ind_integrated_hardware_software |
0.0082 |
-0.0012 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-09 |
2025-05-12 |
ind_construction_materials |
-0.0035 |
-0.0059 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-09 |
2025-05-12 |
ind_leisure_products |
0.0105 |
-0.0107 |
-0.0001 |
tilt_INDUSTRY |
| 2025-05-09 |
2025-05-12 |
ind_freight_logistics |
0.0261 |
0.0087 |
0.0002 |
tilt_INDUSTRY |
| 2025-05-09 |
2025-05-12 |
size_MICRO |
-0.0072 |
-0.0005 |
0.0000 |
tilt_SIZE |
| 2025-05-09 |
2025-05-12 |
ind_oil_gas |
-0.0193 |
0.0039 |
-0.0001 |
tilt_INDUSTRY |
| 2025-05-09 |
2025-05-12 |
specret |
NaN |
NaN |
-0.0034 |
unexplained |
| 2025-05-09 |
2025-05-12 |
reversal |
0.6996 |
0.0005 |
0.0003 |
alpha_REVERSAL |
| 2025-05-09 |
2025-05-12 |
ind_machinery |
-0.0498 |
0.0041 |
-0.0002 |
tilt_INDUSTRY |
| 2025-05-09 |
2025-05-12 |
ind_household_goods |
-0.0049 |
0.0103 |
-0.0001 |
tilt_INDUSTRY |
| 2025-05-09 |
2025-05-12 |
ind_beverages |
-0.0856 |
-0.0075 |
0.0006 |
tilt_INDUSTRY |
| 2025-05-09 |
2025-05-12 |
ind_software_it_services |
0.1289 |
-0.0019 |
-0.0003 |
tilt_INDUSTRY |
| 2025-05-09 |
2025-05-12 |
ind_consumer_goods_conglomerates |
0.0096 |
-0.0084 |
-0.0001 |
tilt_INDUSTRY |
| 2025-05-09 |
2025-05-12 |
value_gc |
1.5092 |
0.0013 |
0.0020 |
alpha_VALUE |
| 2025-05-09 |
2025-05-12 |
ind_automobile |
-0.0246 |
0.0034 |
-0.0001 |
tilt_INDUSTRY |
| 2025-05-09 |
2025-05-12 |
neglect |
0.7093 |
-0.0005 |
-0.0004 |
alpha_VALUE |
| 2025-05-09 |
2025-05-12 |
ind_specialty_reatil |
0.0186 |
-0.0061 |
-0.0001 |
tilt_INDUSTRY |
| 2025-05-09 |
2025-05-12 |
ind_metals_mining |
-0.1458 |
-0.0000 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-09 |
2025-05-12 |
ind_construction_engineering |
0.0234 |
0.0043 |
0.0001 |
tilt_INDUSTRY |
| 2025-05-09 |
2025-05-12 |
ind_aerospace_defense |
-0.0058 |
0.0171 |
-0.0001 |
tilt_INDUSTRY |
| 2025-05-09 |
2025-05-12 |
ind_industrial_distribution |
-0.0002 |
0.0023 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-09 |
2025-05-12 |
sdiscrepancy |
NaN |
NaN |
0.0004 |
unexplained |
| 2025-05-09 |
2025-05-12 |
size_MID |
-0.0950 |
0.0004 |
-0.0000 |
tilt_SIZE |
| 2025-05-09 |
2025-05-12 |
ind_transportation_infrastructure |
-0.0157 |
0.0048 |
-0.0001 |
tilt_INDUSTRY |
| 2025-05-09 |
2025-05-12 |
ind_food_drug_retail |
0.0287 |
0.0015 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-09 |
2025-05-12 |
linearCost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-05-09 |
2025-05-12 |
ind_passenger_transportation |
0.0605 |
0.0050 |
0.0003 |
tilt_INDUSTRY |
| 2025-05-09 |
2025-05-12 |
momentum |
-0.0470 |
-0.0009 |
0.0000 |
alpha_MOMENTUM |
| 2025-05-09 |
2025-05-12 |
ind_textiles_apparel |
-0.0300 |
-0.0006 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-09 |
2025-05-12 |
ind_hotels_entertainment |
-0.0612 |
0.0011 |
-0.0001 |
tilt_INDUSTRY |
| 2025-05-09 |
2025-05-12 |
ind_fintech |
-0.0013 |
0.0059 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-09 |
2025-05-12 |
ind_commercial_services_supplies |
0.0353 |
-0.0020 |
-0.0001 |
tilt_INDUSTRY |
| 2025-05-09 |
2025-05-12 |
impactCost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-05-09 |
2025-05-12 |
revision |
0.7536 |
-0.0021 |
-0.0016 |
alpha_REVISION |
| 2025-05-09 |
2025-05-12 |
country_JP |
-0.0072 |
-0.0024 |
0.0000 |
tilt_COUNTRY |
| 2025-05-09 |
2025-05-12 |
country_CN |
-0.0940 |
-0.0072 |
0.0007 |
tilt_COUNTRY |
| 2025-05-09 |
2025-05-12 |
size_SMALL |
0.0022 |
-0.0012 |
-0.0000 |
tilt_SIZE |
| 2025-05-09 |
2025-05-12 |
ind_coal |
-0.0514 |
0.0007 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-09 |
2025-05-12 |
ind_communications_equipment |
-0.0173 |
0.0017 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-09 |
2025-05-12 |
ind_biotechnology |
0.0162 |
-0.0380 |
-0.0006 |
tilt_INDUSTRY |
| 2025-05-09 |
2025-05-12 |
ind_healthcare_providers_services |
0.0339 |
-0.0056 |
-0.0002 |
tilt_INDUSTRY |
| 2025-05-09 |
2025-05-12 |
market |
0.0261 |
-0.0070 |
-0.0002 |
risk_exposure |
| 2025-05-09 |
2025-05-12 |
ind_oil_gas_equipment_services |
-0.0148 |
0.0061 |
-0.0001 |
tilt_INDUSTRY |
| 2025-05-09 |
2025-05-12 |
bcost |
NaN |
NaN |
-0.0010 |
cost |
| 2025-05-09 |
2025-05-12 |
country_TH |
-0.0194 |
-0.0013 |
0.0000 |
tilt_COUNTRY |
| 2025-05-09 |
2025-05-12 |
country_ID |
0.0337 |
0.0000 |
0.0000 |
tilt_COUNTRY |
| 2025-05-09 |
2025-05-12 |
country_KR |
-0.0990 |
0.0069 |
-0.0007 |
tilt_COUNTRY |
| 2025-05-09 |
2025-05-12 |
country_TW |
0.1006 |
0.0005 |
0.0000 |
tilt_COUNTRY |
| 2025-05-09 |
2025-05-12 |
ind_healthcare_equipment_supplies |
-0.0987 |
-0.0038 |
0.0004 |
tilt_INDUSTRY |
| 2025-05-09 |
2025-05-12 |
ind_homebuilding_building_products |
-0.0346 |
0.0009 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-09 |
2025-05-12 |
ind_renewable_energy |
0.0233 |
0.0109 |
0.0003 |
tilt_INDUSTRY |
| 2025-05-09 |
2025-05-12 |
ind_multiline_utilities |
-0.0129 |
-0.0025 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-09 |
2025-05-12 |
ind_containers_packaging |
-0.0133 |
0.0030 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-12 |
2025-05-13 |
ind_diversified_retail |
0.0015 |
-0.0055 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-12 |
2025-05-13 |
ind_transportation_infrastructure |
-0.0143 |
0.0017 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-12 |
2025-05-13 |
country_TH |
-0.0182 |
0.0053 |
-0.0001 |
tilt_COUNTRY |
| 2025-05-12 |
2025-05-13 |
country_PH |
0.0024 |
0.0215 |
0.0001 |
tilt_COUNTRY |
| 2025-05-12 |
2025-05-13 |
country_MY |
0.0059 |
0.0217 |
0.0001 |
tilt_COUNTRY |
| 2025-05-12 |
2025-05-13 |
revision |
0.7542 |
-0.0017 |
-0.0013 |
alpha_REVISION |
| 2025-05-12 |
2025-05-13 |
size_SMALL |
-0.0015 |
0.0003 |
-0.0000 |
tilt_SIZE |
| 2025-05-12 |
2025-05-13 |
pdiscrepancy |
NaN |
NaN |
-0.0000 |
unexplained |
| 2025-05-12 |
2025-05-13 |
ind_computers_phones_household_electronics |
0.1259 |
-0.0027 |
-0.0003 |
tilt_INDUSTRY |
| 2025-05-12 |
2025-05-13 |
ind_communications_equipment |
-0.0188 |
-0.0083 |
0.0002 |
tilt_INDUSTRY |
| 2025-05-12 |
2025-05-13 |
ind_metals_mining |
-0.1446 |
0.0004 |
-0.0001 |
tilt_INDUSTRY |
| 2025-05-12 |
2025-05-13 |
ind_containers_packaging |
-0.0115 |
0.0032 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-12 |
2025-05-13 |
ind_multiline_utilities |
-0.0127 |
-0.0060 |
0.0001 |
tilt_INDUSTRY |
| 2025-05-12 |
2025-05-13 |
quality |
3.1276 |
0.0015 |
0.0048 |
alpha_QUALITY |
| 2025-05-12 |
2025-05-13 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-05-12 |
2025-05-13 |
ind_commercial_services_supplies |
0.0342 |
0.0024 |
0.0001 |
tilt_INDUSTRY |
| 2025-05-12 |
2025-05-13 |
country_SG |
-0.0172 |
0.0038 |
-0.0001 |
tilt_COUNTRY |
| 2025-05-12 |
2025-05-13 |
ind_consumer_goods_conglomerates |
0.0104 |
0.0025 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-12 |
2025-05-13 |
country_XH |
0.1922 |
-0.0096 |
-0.0018 |
tilt_COUNTRY |
| 2025-05-12 |
2025-05-13 |
country_NZ |
-0.0185 |
0.0024 |
-0.0000 |
tilt_COUNTRY |
| 2025-05-12 |
2025-05-13 |
country_CN |
-0.0959 |
-0.0015 |
0.0001 |
tilt_COUNTRY |
| 2025-05-12 |
2025-05-13 |
ind_textiles_apparel |
-0.0300 |
0.0021 |
-0.0001 |
tilt_INDUSTRY |
| 2025-05-12 |
2025-05-13 |
ind_software_it_services |
0.1230 |
-0.0072 |
-0.0009 |
tilt_INDUSTRY |
| 2025-05-12 |
2025-05-13 |
ind_coal |
-0.0515 |
0.0065 |
-0.0003 |
tilt_INDUSTRY |
| 2025-05-12 |
2025-05-13 |
ind_insurance |
0.0583 |
-0.0035 |
-0.0002 |
tilt_INDUSTRY |
| 2025-05-12 |
2025-05-13 |
stability |
4.6882 |
-0.0009 |
-0.0044 |
alpha_QUALITY |
| 2025-05-12 |
2025-05-13 |
ind_fintech |
-0.0007 |
-0.0087 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-12 |
2025-05-13 |
ind_telecommunications_serices |
0.1181 |
-0.0135 |
-0.0016 |
tilt_INDUSTRY |
| 2025-05-12 |
2025-05-13 |
ind_homebuilding_building_products |
-0.0343 |
-0.0005 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-12 |
2025-05-13 |
ind_leisure_products |
0.0103 |
0.0135 |
0.0001 |
tilt_INDUSTRY |
| 2025-05-12 |
2025-05-13 |
country_TW |
0.0960 |
0.0037 |
0.0004 |
tilt_COUNTRY |
| 2025-05-12 |
2025-05-13 |
ind_natural_gas_utilities |
-0.0010 |
-0.0064 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-12 |
2025-05-13 |
ind_electric_utilities_ipps |
-0.0477 |
-0.0032 |
0.0002 |
tilt_INDUSTRY |
| 2025-05-12 |
2025-05-13 |
ind_uranium |
-0.0027 |
-0.0203 |
0.0001 |
tilt_INDUSTRY |
| 2025-05-12 |
2025-05-13 |
sbeta_market |
0.0236 |
-0.0033 |
-0.0001 |
risk_exposure |
| 2025-05-12 |
2025-05-13 |
ind_household_goods |
-0.0047 |
0.0004 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-12 |
2025-05-13 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-05-12 |
2025-05-13 |
ind_integrated_hardware_software |
0.0082 |
-0.0060 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-12 |
2025-05-13 |
size_LARGE |
0.1253 |
0.0008 |
0.0001 |
tilt_SIZE |
| 2025-05-12 |
2025-05-13 |
sdiscrepancy |
NaN |
NaN |
-0.0007 |
unexplained |
| 2025-05-12 |
2025-05-13 |
ind_food_drug_retail |
0.0302 |
-0.0161 |
-0.0005 |
tilt_INDUSTRY |
| 2025-05-12 |
2025-05-13 |
ind_passenger_transportation |
0.0608 |
-0.0019 |
-0.0001 |
tilt_INDUSTRY |
| 2025-05-12 |
2025-05-13 |
ind_chemicals |
-0.0057 |
-0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-12 |
2025-05-13 |
country_IN |
0.0346 |
-0.0020 |
-0.0001 |
tilt_COUNTRY |
| 2025-05-12 |
2025-05-13 |
ind_construction_materials |
-0.0035 |
-0.0009 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-12 |
2025-05-13 |
ind_hotels_entertainment |
-0.0615 |
0.0003 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-12 |
2025-05-13 |
reversal |
0.8852 |
0.0020 |
0.0018 |
alpha_REVERSAL |
| 2025-05-12 |
2025-05-13 |
ind_semiconductors |
0.0198 |
0.0004 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-12 |
2025-05-13 |
country_HK |
-0.0007 |
-0.0050 |
0.0000 |
tilt_COUNTRY |
| 2025-05-12 |
2025-05-13 |
ind_specialty_reatil |
0.0182 |
0.0010 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-12 |
2025-05-13 |
momentum |
-0.0606 |
-0.0008 |
0.0000 |
alpha_MOMENTUM |
| 2025-05-12 |
2025-05-13 |
ind_beverages |
-0.0854 |
-0.0056 |
0.0005 |
tilt_INDUSTRY |
| 2025-05-12 |
2025-05-13 |
value_gc |
1.5398 |
0.0012 |
0.0019 |
alpha_VALUE |
| 2025-05-12 |
2025-05-13 |
ind_healthcare_providers_services |
0.0377 |
0.0033 |
0.0001 |
tilt_INDUSTRY |
| 2025-05-12 |
2025-05-13 |
country_KR |
-0.0993 |
-0.0006 |
0.0001 |
tilt_COUNTRY |
| 2025-05-12 |
2025-05-13 |
country_ID |
0.0337 |
-0.0041 |
-0.0001 |
tilt_COUNTRY |
| 2025-05-12 |
2025-05-13 |
ind_biotechnology |
0.0165 |
0.0151 |
0.0002 |
tilt_INDUSTRY |
| 2025-05-12 |
2025-05-13 |
impactCost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-05-12 |
2025-05-13 |
neglect |
0.7267 |
-0.0015 |
-0.0011 |
alpha_VALUE |
| 2025-05-12 |
2025-05-13 |
ind_water_utilities |
-0.0072 |
0.0029 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-12 |
2025-05-13 |
ind_office_equipment |
0.0000 |
0.0044 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-12 |
2025-05-13 |
ind_household_products_services |
-0.0260 |
-0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-12 |
2025-05-13 |
ind_investment_services |
0.0141 |
-0.0023 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-12 |
2025-05-13 |
ind_food_tobacco |
0.1434 |
-0.0042 |
-0.0006 |
tilt_INDUSTRY |
| 2025-05-12 |
2025-05-13 |
ind_aerospace_defense |
-0.0044 |
-0.0232 |
0.0001 |
tilt_INDUSTRY |
| 2025-05-12 |
2025-05-13 |
fmom |
0.4047 |
0.0012 |
0.0005 |
alpha_QUALITY |
| 2025-05-12 |
2025-05-13 |
linearCost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-05-12 |
2025-05-13 |
ind_construction_engineering |
0.0253 |
-0.0004 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-12 |
2025-05-13 |
ind_banking_services |
0.0063 |
0.0056 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-12 |
2025-05-13 |
country_AU |
-0.1025 |
0.0072 |
-0.0007 |
tilt_COUNTRY |
| 2025-05-12 |
2025-05-13 |
linkage |
0.8052 |
0.0001 |
0.0001 |
alpha_MOMENTUM |
| 2025-05-12 |
2025-05-13 |
ind_machinery |
-0.0367 |
0.0021 |
-0.0001 |
tilt_INDUSTRY |
| 2025-05-12 |
2025-05-13 |
ind_electronic_equipment |
-0.0409 |
-0.0006 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-12 |
2025-05-13 |
ind_healthcare_equipment_supplies |
-0.0987 |
0.0057 |
-0.0006 |
tilt_INDUSTRY |
| 2025-05-12 |
2025-05-13 |
ind_freight_logistics |
0.0236 |
0.0174 |
0.0004 |
tilt_INDUSTRY |
| 2025-05-12 |
2025-05-13 |
ind_automobile |
-0.0271 |
-0.0014 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-12 |
2025-05-13 |
size_MID |
-0.1001 |
-0.0009 |
0.0001 |
tilt_SIZE |
| 2025-05-12 |
2025-05-13 |
market |
0.0176 |
0.0040 |
0.0001 |
risk_exposure |
| 2025-05-12 |
2025-05-13 |
ind_renewable_energy |
0.0234 |
0.0163 |
0.0004 |
tilt_INDUSTRY |
| 2025-05-12 |
2025-05-13 |
country_JP |
0.0052 |
0.0043 |
0.0000 |
tilt_COUNTRY |
| 2025-05-12 |
2025-05-13 |
specret |
NaN |
NaN |
-0.0060 |
unexplained |
| 2025-05-12 |
2025-05-13 |
ind_oil_gas_equipment_services |
-0.0152 |
0.0083 |
-0.0001 |
tilt_INDUSTRY |
| 2025-05-12 |
2025-05-13 |
ind_oil_gas |
-0.0191 |
-0.0004 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-12 |
2025-05-13 |
ind_industrial_distribution |
0.0011 |
0.0041 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-12 |
2025-05-13 |
ind_media_publishing |
0.0027 |
-0.0024 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-12 |
2025-05-13 |
size_MICRO |
-0.0061 |
0.0024 |
-0.0000 |
tilt_SIZE |
| 2025-05-12 |
2025-05-13 |
ind_pharmaceuticals |
-0.0724 |
0.0091 |
-0.0007 |
tilt_INDUSTRY |
| 2025-05-12 |
2025-05-13 |
ind_real_estate_operations |
0.0012 |
-0.0017 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-12 |
2025-05-13 |
ind_paper_forestry |
-0.0070 |
-0.0012 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-12 |
2025-05-13 |
value_liq |
0.6846 |
0.0008 |
0.0005 |
alpha_VALUE |
| 2025-05-12 |
2025-05-13 |
ind_holding_companies |
-0.0048 |
-0.0069 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-13 |
2025-05-14 |
ind_insurance |
0.0602 |
0.0143 |
0.0009 |
tilt_INDUSTRY |
| 2025-05-13 |
2025-05-14 |
ind_containers_packaging |
-0.0077 |
0.0041 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-13 |
2025-05-14 |
ind_oil_gas |
-0.0190 |
0.0057 |
-0.0001 |
tilt_INDUSTRY |
| 2025-05-13 |
2025-05-14 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-05-13 |
2025-05-14 |
ind_multiline_utilities |
-0.0125 |
0.0037 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-13 |
2025-05-14 |
impactCost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-05-13 |
2025-05-14 |
ind_holding_companies |
-0.0051 |
-0.0037 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-13 |
2025-05-14 |
ind_oil_gas_equipment_services |
-0.0151 |
0.0155 |
-0.0002 |
tilt_INDUSTRY |
| 2025-05-13 |
2025-05-14 |
specret |
NaN |
NaN |
-0.0030 |
unexplained |
| 2025-05-13 |
2025-05-14 |
size_SMALL |
-0.0010 |
-0.0027 |
0.0000 |
tilt_SIZE |
| 2025-05-13 |
2025-05-14 |
ind_telecommunications_serices |
0.1189 |
0.0006 |
0.0001 |
tilt_INDUSTRY |
| 2025-05-13 |
2025-05-14 |
quality |
3.0887 |
0.0010 |
0.0032 |
alpha_QUALITY |
| 2025-05-13 |
2025-05-14 |
country_CN |
-0.0802 |
-0.0024 |
0.0002 |
tilt_COUNTRY |
| 2025-05-13 |
2025-05-14 |
neglect |
0.7306 |
-0.0003 |
-0.0002 |
alpha_VALUE |
| 2025-05-13 |
2025-05-14 |
country_JP |
0.0122 |
-0.0083 |
-0.0001 |
tilt_COUNTRY |
| 2025-05-13 |
2025-05-14 |
size_MICRO |
-0.0064 |
0.0011 |
-0.0000 |
tilt_SIZE |
| 2025-05-13 |
2025-05-14 |
ind_renewable_energy |
0.0223 |
-0.0127 |
-0.0003 |
tilt_INDUSTRY |
| 2025-05-13 |
2025-05-14 |
country_PH |
0.0024 |
-0.0004 |
-0.0000 |
tilt_COUNTRY |
| 2025-05-13 |
2025-05-14 |
ind_water_utilities |
-0.0072 |
0.0001 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-13 |
2025-05-14 |
country_XH |
0.1963 |
0.0071 |
0.0014 |
tilt_COUNTRY |
| 2025-05-13 |
2025-05-14 |
revision |
0.7178 |
0.0011 |
0.0008 |
alpha_REVISION |
| 2025-05-13 |
2025-05-14 |
country_NZ |
-0.0186 |
-0.0023 |
0.0000 |
tilt_COUNTRY |
| 2025-05-13 |
2025-05-14 |
market |
0.0325 |
-0.0011 |
-0.0000 |
risk_exposure |
| 2025-05-13 |
2025-05-14 |
ind_communications_equipment |
-0.0200 |
-0.0036 |
0.0001 |
tilt_INDUSTRY |
| 2025-05-13 |
2025-05-14 |
pdiscrepancy |
NaN |
NaN |
0.0000 |
unexplained |
| 2025-05-13 |
2025-05-14 |
ind_chemicals |
-0.0183 |
-0.0016 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-13 |
2025-05-14 |
ind_biotechnology |
0.0162 |
-0.0043 |
-0.0001 |
tilt_INDUSTRY |
| 2025-05-13 |
2025-05-14 |
ind_household_goods |
-0.0044 |
-0.0063 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-13 |
2025-05-14 |
value_gc |
1.5658 |
0.0012 |
0.0019 |
alpha_VALUE |
| 2025-05-13 |
2025-05-14 |
ind_computers_phones_household_electronics |
0.1225 |
-0.0030 |
-0.0004 |
tilt_INDUSTRY |
| 2025-05-13 |
2025-05-14 |
country_KR |
-0.0997 |
0.0068 |
-0.0007 |
tilt_COUNTRY |
| 2025-05-13 |
2025-05-14 |
country_TW |
0.0904 |
0.0108 |
0.0010 |
tilt_COUNTRY |
| 2025-05-13 |
2025-05-14 |
momentum |
-0.0586 |
-0.0001 |
0.0000 |
alpha_MOMENTUM |
| 2025-05-13 |
2025-05-14 |
reversal |
0.9807 |
-0.0020 |
-0.0020 |
alpha_REVERSAL |
| 2025-05-13 |
2025-05-14 |
sdiscrepancy |
NaN |
NaN |
-0.0001 |
unexplained |
| 2025-05-13 |
2025-05-14 |
ind_homebuilding_building_products |
-0.0343 |
-0.0039 |
0.0001 |
tilt_INDUSTRY |
| 2025-05-13 |
2025-05-14 |
ind_paper_forestry |
-0.0069 |
0.0050 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-13 |
2025-05-14 |
ind_healthcare_providers_services |
0.0395 |
-0.0044 |
-0.0002 |
tilt_INDUSTRY |
| 2025-05-13 |
2025-05-14 |
ind_aerospace_defense |
0.0010 |
-0.0062 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-13 |
2025-05-14 |
ind_food_drug_retail |
0.0318 |
-0.0025 |
-0.0001 |
tilt_INDUSTRY |
| 2025-05-13 |
2025-05-14 |
ind_integrated_hardware_software |
0.0081 |
-0.0064 |
-0.0001 |
tilt_INDUSTRY |
| 2025-05-13 |
2025-05-14 |
ind_fintech |
0.0002 |
0.0190 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-13 |
2025-05-14 |
country_ID |
0.0341 |
0.0210 |
0.0007 |
tilt_COUNTRY |
| 2025-05-13 |
2025-05-14 |
ind_construction_materials |
-0.0036 |
-0.0042 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-13 |
2025-05-14 |
ind_industrial_distribution |
0.0043 |
-0.0033 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-13 |
2025-05-14 |
linearCost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-05-13 |
2025-05-14 |
ind_coal |
-0.0519 |
0.0122 |
-0.0006 |
tilt_INDUSTRY |
| 2025-05-13 |
2025-05-14 |
ind_transportation_infrastructure |
-0.0136 |
0.0038 |
-0.0001 |
tilt_INDUSTRY |
| 2025-05-13 |
2025-05-14 |
ind_specialty_reatil |
0.0185 |
-0.0041 |
-0.0001 |
tilt_INDUSTRY |
| 2025-05-13 |
2025-05-14 |
country_TH |
-0.0153 |
-0.0066 |
0.0001 |
tilt_COUNTRY |
| 2025-05-13 |
2025-05-14 |
ind_software_it_services |
0.1242 |
0.0009 |
0.0001 |
tilt_INDUSTRY |
| 2025-05-13 |
2025-05-14 |
ind_construction_engineering |
0.0311 |
0.0020 |
0.0001 |
tilt_INDUSTRY |
| 2025-05-13 |
2025-05-14 |
ind_pharmaceuticals |
-0.0715 |
-0.0019 |
0.0001 |
tilt_INDUSTRY |
| 2025-05-13 |
2025-05-14 |
ind_metals_mining |
-0.1372 |
0.0026 |
-0.0004 |
tilt_INDUSTRY |
| 2025-05-13 |
2025-05-14 |
ind_beverages |
-0.0853 |
0.0036 |
-0.0003 |
tilt_INDUSTRY |
| 2025-05-13 |
2025-05-14 |
ind_healthcare_equipment_supplies |
-0.0974 |
-0.0085 |
0.0008 |
tilt_INDUSTRY |
| 2025-05-13 |
2025-05-14 |
ind_food_tobacco |
0.1481 |
-0.0018 |
-0.0003 |
tilt_INDUSTRY |
| 2025-05-13 |
2025-05-14 |
fmom |
0.4026 |
0.0003 |
0.0001 |
alpha_QUALITY |
| 2025-05-13 |
2025-05-14 |
ind_textiles_apparel |
-0.0299 |
0.0037 |
-0.0001 |
tilt_INDUSTRY |
| 2025-05-13 |
2025-05-14 |
linkage |
0.8470 |
0.0001 |
0.0001 |
alpha_MOMENTUM |
| 2025-05-13 |
2025-05-14 |
ind_hotels_entertainment |
-0.0614 |
0.0008 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-13 |
2025-05-14 |
ind_electric_utilities_ipps |
-0.0492 |
-0.0005 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-13 |
2025-05-14 |
sbeta_market |
0.0363 |
0.0063 |
0.0002 |
risk_exposure |
| 2025-05-13 |
2025-05-14 |
ind_consumer_goods_conglomerates |
0.0106 |
-0.0061 |
-0.0001 |
tilt_INDUSTRY |
| 2025-05-13 |
2025-05-14 |
ind_natural_gas_utilities |
-0.0010 |
-0.0017 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-13 |
2025-05-14 |
value_liq |
0.6741 |
-0.0001 |
-0.0000 |
alpha_VALUE |
| 2025-05-13 |
2025-05-14 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-05-13 |
2025-05-14 |
country_AU |
-0.1044 |
-0.0023 |
0.0002 |
tilt_COUNTRY |
| 2025-05-13 |
2025-05-14 |
ind_commercial_services_supplies |
0.0382 |
0.0039 |
0.0001 |
tilt_INDUSTRY |
| 2025-05-13 |
2025-05-14 |
size_MID |
-0.0945 |
-0.0007 |
0.0001 |
tilt_SIZE |
| 2025-05-13 |
2025-05-14 |
ind_machinery |
-0.0396 |
-0.0046 |
0.0002 |
tilt_INDUSTRY |
| 2025-05-13 |
2025-05-14 |
country_SG |
-0.0099 |
-0.0051 |
0.0001 |
tilt_COUNTRY |
| 2025-05-13 |
2025-05-14 |
ind_electronic_equipment |
-0.0426 |
-0.0060 |
0.0003 |
tilt_INDUSTRY |
| 2025-05-13 |
2025-05-14 |
country_MY |
0.0058 |
0.0014 |
0.0000 |
tilt_COUNTRY |
| 2025-05-13 |
2025-05-14 |
ind_uranium |
-0.0026 |
0.0094 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-13 |
2025-05-14 |
country_IN |
0.0238 |
0.0082 |
0.0002 |
tilt_COUNTRY |
| 2025-05-13 |
2025-05-14 |
ind_diversified_retail |
0.0015 |
0.0090 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-13 |
2025-05-14 |
ind_investment_services |
0.0140 |
0.0173 |
0.0002 |
tilt_INDUSTRY |
| 2025-05-13 |
2025-05-14 |
ind_automobile |
-0.0277 |
-0.0058 |
0.0002 |
tilt_INDUSTRY |
| 2025-05-13 |
2025-05-14 |
size_LARGE |
0.1345 |
0.0046 |
0.0006 |
tilt_SIZE |
| 2025-05-13 |
2025-05-14 |
ind_leisure_products |
0.0103 |
-0.0173 |
-0.0002 |
tilt_INDUSTRY |
| 2025-05-13 |
2025-05-14 |
ind_media_publishing |
0.0032 |
0.0023 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-13 |
2025-05-14 |
ind_semiconductors |
0.0219 |
0.0011 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-13 |
2025-05-14 |
ind_real_estate_operations |
-0.0016 |
-0.0032 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-13 |
2025-05-14 |
ind_freight_logistics |
0.0216 |
0.0107 |
0.0002 |
tilt_INDUSTRY |
| 2025-05-13 |
2025-05-14 |
ind_household_products_services |
-0.0252 |
-0.0103 |
0.0003 |
tilt_INDUSTRY |
| 2025-05-13 |
2025-05-14 |
ind_banking_services |
0.0018 |
0.0024 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-13 |
2025-05-14 |
country_HK |
-0.0042 |
0.0056 |
-0.0000 |
tilt_COUNTRY |
| 2025-05-13 |
2025-05-14 |
stability |
4.6880 |
-0.0008 |
-0.0036 |
alpha_QUALITY |
| 2025-05-13 |
2025-05-14 |
ind_passenger_transportation |
0.0615 |
-0.0034 |
-0.0002 |
tilt_INDUSTRY |
| 2025-05-13 |
2025-05-14 |
ind_office_equipment |
0.0001 |
-0.0074 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-14 |
2025-05-15 |
ind_household_goods |
-0.0044 |
0.0023 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-14 |
2025-05-15 |
ind_integrated_hardware_software |
0.0081 |
-0.0062 |
-0.0001 |
tilt_INDUSTRY |
| 2025-05-14 |
2025-05-15 |
sbeta_market |
0.0374 |
-0.0163 |
-0.0006 |
risk_exposure |
| 2025-05-14 |
2025-05-15 |
ind_paper_forestry |
-0.0069 |
0.0033 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-14 |
2025-05-15 |
ind_industrial_distribution |
0.0078 |
0.0076 |
0.0001 |
tilt_INDUSTRY |
| 2025-05-14 |
2025-05-15 |
ind_food_drug_retail |
0.0345 |
0.0034 |
0.0001 |
tilt_INDUSTRY |
| 2025-05-14 |
2025-05-15 |
ind_aerospace_defense |
0.0058 |
0.0034 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-14 |
2025-05-15 |
ind_semiconductors |
0.0248 |
-0.0030 |
-0.0001 |
tilt_INDUSTRY |
| 2025-05-14 |
2025-05-15 |
value_gc |
1.5007 |
-0.0002 |
-0.0003 |
alpha_VALUE |
| 2025-05-14 |
2025-05-15 |
ind_machinery |
-0.0536 |
0.0002 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-14 |
2025-05-15 |
ind_banking_services |
-0.0079 |
-0.0014 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-14 |
2025-05-15 |
linkage |
0.9054 |
-0.0010 |
-0.0009 |
alpha_MOMENTUM |
| 2025-05-14 |
2025-05-15 |
momentum |
-0.0537 |
-0.0004 |
0.0000 |
alpha_MOMENTUM |
| 2025-05-14 |
2025-05-15 |
country_HK |
-0.0064 |
0.0052 |
-0.0000 |
tilt_COUNTRY |
| 2025-05-14 |
2025-05-15 |
sdiscrepancy |
NaN |
NaN |
0.0005 |
unexplained |
| 2025-05-14 |
2025-05-15 |
ind_media_publishing |
0.0035 |
-0.0005 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-14 |
2025-05-15 |
size_MICRO |
-0.0083 |
0.0037 |
-0.0000 |
tilt_SIZE |
| 2025-05-14 |
2025-05-15 |
size_MID |
-0.0872 |
-0.0020 |
0.0002 |
tilt_SIZE |
| 2025-05-14 |
2025-05-15 |
ind_construction_engineering |
0.0403 |
0.0024 |
0.0001 |
tilt_INDUSTRY |
| 2025-05-14 |
2025-05-15 |
country_MY |
0.0058 |
-0.0060 |
-0.0000 |
tilt_COUNTRY |
| 2025-05-14 |
2025-05-15 |
ind_passenger_transportation |
0.0625 |
0.0022 |
0.0001 |
tilt_INDUSTRY |
| 2025-05-14 |
2025-05-15 |
market |
0.0421 |
0.0078 |
0.0003 |
risk_exposure |
| 2025-05-14 |
2025-05-15 |
revision |
0.7006 |
0.0004 |
0.0003 |
alpha_REVISION |
| 2025-05-14 |
2025-05-15 |
country_PH |
0.0023 |
-0.0171 |
-0.0000 |
tilt_COUNTRY |
| 2025-05-14 |
2025-05-15 |
ind_pharmaceuticals |
-0.0723 |
0.0062 |
-0.0004 |
tilt_INDUSTRY |
| 2025-05-14 |
2025-05-15 |
ind_automobile |
-0.0288 |
-0.0004 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-14 |
2025-05-15 |
ind_leisure_products |
0.0101 |
-0.0096 |
-0.0001 |
tilt_INDUSTRY |
| 2025-05-14 |
2025-05-15 |
country_JP |
0.0155 |
-0.0029 |
-0.0000 |
tilt_COUNTRY |
| 2025-05-14 |
2025-05-15 |
ind_freight_logistics |
0.0198 |
-0.0013 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-14 |
2025-05-15 |
specret |
NaN |
NaN |
-0.0005 |
unexplained |
| 2025-05-14 |
2025-05-15 |
country_IN |
0.0198 |
0.0098 |
0.0002 |
tilt_COUNTRY |
| 2025-05-14 |
2025-05-15 |
ind_communications_equipment |
-0.0214 |
-0.0035 |
0.0001 |
tilt_INDUSTRY |
| 2025-05-14 |
2025-05-15 |
size_SMALL |
-0.0047 |
0.0004 |
-0.0000 |
tilt_SIZE |
| 2025-05-14 |
2025-05-15 |
ind_healthcare_equipment_supplies |
-0.0970 |
0.0044 |
-0.0004 |
tilt_INDUSTRY |
| 2025-05-14 |
2025-05-15 |
ind_oil_gas_equipment_services |
-0.0149 |
-0.0030 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-14 |
2025-05-15 |
ind_textiles_apparel |
-0.0295 |
0.0001 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-14 |
2025-05-15 |
ind_oil_gas |
-0.0170 |
-0.0038 |
0.0001 |
tilt_INDUSTRY |
| 2025-05-14 |
2025-05-15 |
ind_multiline_utilities |
-0.0124 |
-0.0062 |
0.0001 |
tilt_INDUSTRY |
| 2025-05-14 |
2025-05-15 |
ind_hotels_entertainment |
-0.0612 |
0.0018 |
-0.0001 |
tilt_INDUSTRY |
| 2025-05-14 |
2025-05-15 |
ind_consumer_goods_conglomerates |
0.0101 |
0.0072 |
0.0001 |
tilt_INDUSTRY |
| 2025-05-14 |
2025-05-15 |
country_AU |
-0.1000 |
-0.0020 |
0.0002 |
tilt_COUNTRY |
| 2025-05-14 |
2025-05-15 |
ind_containers_packaging |
-0.0051 |
0.0042 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-14 |
2025-05-15 |
ind_metals_mining |
-0.1304 |
-0.0009 |
0.0001 |
tilt_INDUSTRY |
| 2025-05-14 |
2025-05-15 |
ind_commercial_services_supplies |
0.0394 |
-0.0013 |
-0.0001 |
tilt_INDUSTRY |
| 2025-05-14 |
2025-05-15 |
pdiscrepancy |
NaN |
NaN |
0.0000 |
unexplained |
| 2025-05-14 |
2025-05-15 |
country_SG |
-0.0019 |
0.0027 |
-0.0000 |
tilt_COUNTRY |
| 2025-05-14 |
2025-05-15 |
ind_electronic_equipment |
-0.0447 |
-0.0028 |
0.0001 |
tilt_INDUSTRY |
| 2025-05-14 |
2025-05-15 |
country_TH |
-0.0112 |
-0.0184 |
0.0002 |
tilt_COUNTRY |
| 2025-05-14 |
2025-05-15 |
ind_transportation_infrastructure |
-0.0134 |
0.0036 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-14 |
2025-05-15 |
linearCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-05-14 |
2025-05-15 |
ind_renewable_energy |
0.0210 |
-0.0056 |
-0.0001 |
tilt_INDUSTRY |
| 2025-05-14 |
2025-05-15 |
reversal |
1.0526 |
0.0000 |
0.0000 |
alpha_REVERSAL |
| 2025-05-14 |
2025-05-15 |
country_NZ |
-0.0187 |
0.0033 |
-0.0001 |
tilt_COUNTRY |
| 2025-05-14 |
2025-05-15 |
ind_water_utilities |
-0.0072 |
-0.0007 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-14 |
2025-05-15 |
ind_office_equipment |
0.0002 |
-0.0131 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-14 |
2025-05-15 |
ind_healthcare_providers_services |
0.0392 |
-0.0038 |
-0.0001 |
tilt_INDUSTRY |
| 2025-05-14 |
2025-05-15 |
quality |
3.0489 |
0.0009 |
0.0029 |
alpha_QUALITY |
| 2025-05-14 |
2025-05-15 |
stability |
4.6837 |
-0.0000 |
-0.0000 |
alpha_QUALITY |
| 2025-05-14 |
2025-05-15 |
ind_fintech |
0.0007 |
-0.0047 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-14 |
2025-05-15 |
ind_construction_materials |
-0.0036 |
-0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-14 |
2025-05-15 |
ind_food_tobacco |
0.1501 |
0.0050 |
0.0008 |
tilt_INDUSTRY |
| 2025-05-14 |
2025-05-15 |
ind_telecommunications_serices |
0.1208 |
-0.0014 |
-0.0002 |
tilt_INDUSTRY |
| 2025-05-14 |
2025-05-15 |
neglect |
0.7313 |
0.0002 |
0.0001 |
alpha_VALUE |
| 2025-05-14 |
2025-05-15 |
country_ID |
0.0333 |
0.0059 |
0.0002 |
tilt_COUNTRY |
| 2025-05-14 |
2025-05-15 |
ind_uranium |
-0.0027 |
0.0038 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-14 |
2025-05-15 |
value_liq |
0.6634 |
0.0001 |
0.0001 |
alpha_VALUE |
| 2025-05-14 |
2025-05-15 |
ind_software_it_services |
0.1269 |
-0.0022 |
-0.0003 |
tilt_INDUSTRY |
| 2025-05-14 |
2025-05-15 |
ind_diversified_retail |
0.0015 |
0.0120 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-14 |
2025-05-15 |
ind_coal |
-0.0515 |
0.0017 |
-0.0001 |
tilt_INDUSTRY |
| 2025-05-14 |
2025-05-15 |
ind_specialty_reatil |
0.0188 |
-0.0019 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-14 |
2025-05-15 |
country_XH |
0.1999 |
0.0037 |
0.0007 |
tilt_COUNTRY |
| 2025-05-14 |
2025-05-15 |
ind_biotechnology |
0.0165 |
0.0113 |
0.0002 |
tilt_INDUSTRY |
| 2025-05-14 |
2025-05-15 |
fmom |
0.3860 |
0.0001 |
0.0000 |
alpha_QUALITY |
| 2025-05-14 |
2025-05-15 |
ind_homebuilding_building_products |
-0.0346 |
0.0005 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-14 |
2025-05-15 |
ind_insurance |
0.0638 |
-0.0004 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-14 |
2025-05-15 |
ind_beverages |
-0.0824 |
0.0022 |
-0.0002 |
tilt_INDUSTRY |
| 2025-05-14 |
2025-05-15 |
ind_electric_utilities_ipps |
-0.0509 |
0.0016 |
-0.0001 |
tilt_INDUSTRY |
| 2025-05-14 |
2025-05-15 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-05-14 |
2025-05-15 |
ind_chemicals |
-0.0254 |
0.0023 |
-0.0001 |
tilt_INDUSTRY |
| 2025-05-14 |
2025-05-15 |
ind_computers_phones_household_electronics |
0.1197 |
-0.0020 |
-0.0002 |
tilt_INDUSTRY |
| 2025-05-14 |
2025-05-15 |
ind_natural_gas_utilities |
-0.0010 |
0.0012 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-14 |
2025-05-15 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-05-14 |
2025-05-15 |
country_CN |
-0.0817 |
-0.0010 |
0.0001 |
tilt_COUNTRY |
| 2025-05-14 |
2025-05-15 |
ind_investment_services |
0.0161 |
-0.0032 |
-0.0001 |
tilt_INDUSTRY |
| 2025-05-14 |
2025-05-15 |
country_KR |
-0.1001 |
-0.0068 |
0.0007 |
tilt_COUNTRY |
| 2025-05-14 |
2025-05-15 |
ind_holding_companies |
-0.0051 |
0.0001 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-14 |
2025-05-15 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-05-14 |
2025-05-15 |
size_LARGE |
0.1423 |
0.0024 |
0.0003 |
tilt_SIZE |
| 2025-05-14 |
2025-05-15 |
country_TW |
0.0855 |
0.0064 |
0.0006 |
tilt_COUNTRY |
| 2025-05-14 |
2025-05-15 |
ind_real_estate_operations |
-0.0032 |
-0.0016 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-14 |
2025-05-15 |
ind_household_products_services |
-0.0247 |
0.0054 |
-0.0001 |
tilt_INDUSTRY |
| 2025-05-15 |
2025-05-16 |
value_liq |
0.6543 |
-0.0009 |
-0.0006 |
alpha_VALUE |
| 2025-05-15 |
2025-05-16 |
ind_water_utilities |
-0.0072 |
-0.0037 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-15 |
2025-05-16 |
ind_uranium |
-0.0026 |
-0.0766 |
0.0002 |
tilt_INDUSTRY |
| 2025-05-15 |
2025-05-16 |
quality |
3.0647 |
0.0005 |
0.0015 |
alpha_QUALITY |
| 2025-05-15 |
2025-05-16 |
ind_telecommunications_serices |
0.1215 |
0.0027 |
0.0003 |
tilt_INDUSTRY |
| 2025-05-15 |
2025-05-16 |
country_JP |
0.0286 |
-0.0006 |
-0.0000 |
tilt_COUNTRY |
| 2025-05-15 |
2025-05-16 |
ind_communications_equipment |
-0.0225 |
0.0020 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-15 |
2025-05-16 |
neglect |
0.7405 |
-0.0004 |
-0.0003 |
alpha_VALUE |
| 2025-05-15 |
2025-05-16 |
ind_computers_phones_household_electronics |
0.1207 |
-0.0016 |
-0.0002 |
tilt_INDUSTRY |
| 2025-05-15 |
2025-05-16 |
size_SMALL |
-0.0039 |
0.0021 |
-0.0000 |
tilt_SIZE |
| 2025-05-15 |
2025-05-16 |
ind_renewable_energy |
0.0207 |
0.0018 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-15 |
2025-05-16 |
ind_pharmaceuticals |
-0.0735 |
0.0074 |
-0.0005 |
tilt_INDUSTRY |
| 2025-05-15 |
2025-05-16 |
ind_consumer_goods_conglomerates |
0.0087 |
0.0053 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-15 |
2025-05-16 |
ind_leisure_products |
0.0102 |
0.0096 |
0.0001 |
tilt_INDUSTRY |
| 2025-05-15 |
2025-05-16 |
country_PH |
0.0023 |
-0.0010 |
-0.0000 |
tilt_COUNTRY |
| 2025-05-15 |
2025-05-16 |
ind_natural_gas_utilities |
-0.0011 |
-0.0024 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-15 |
2025-05-16 |
country_MY |
0.0057 |
-0.0029 |
-0.0000 |
tilt_COUNTRY |
| 2025-05-15 |
2025-05-16 |
ind_investment_services |
0.0179 |
-0.0049 |
-0.0001 |
tilt_INDUSTRY |
| 2025-05-15 |
2025-05-16 |
ind_hotels_entertainment |
-0.0612 |
-0.0023 |
0.0001 |
tilt_INDUSTRY |
| 2025-05-15 |
2025-05-16 |
ind_freight_logistics |
0.0187 |
0.0043 |
0.0001 |
tilt_INDUSTRY |
| 2025-05-15 |
2025-05-16 |
ind_real_estate_operations |
-0.0029 |
-0.0009 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-15 |
2025-05-16 |
country_IN |
0.0189 |
0.0072 |
0.0001 |
tilt_COUNTRY |
| 2025-05-15 |
2025-05-16 |
ind_household_products_services |
-0.0244 |
-0.0019 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-15 |
2025-05-16 |
ind_automobile |
-0.0277 |
0.0071 |
-0.0002 |
tilt_INDUSTRY |
| 2025-05-15 |
2025-05-16 |
country_AU |
-0.0985 |
0.0072 |
-0.0007 |
tilt_COUNTRY |
| 2025-05-15 |
2025-05-16 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-05-15 |
2025-05-16 |
size_MID |
-0.0901 |
0.0002 |
-0.0000 |
tilt_SIZE |
| 2025-05-15 |
2025-05-16 |
ind_electric_utilities_ipps |
-0.0520 |
-0.0016 |
0.0001 |
tilt_INDUSTRY |
| 2025-05-15 |
2025-05-16 |
ind_passenger_transportation |
0.0632 |
0.0017 |
0.0001 |
tilt_INDUSTRY |
| 2025-05-15 |
2025-05-16 |
ind_office_equipment |
0.0002 |
-0.0068 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-15 |
2025-05-16 |
ind_construction_materials |
-0.0036 |
-0.0037 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-15 |
2025-05-16 |
ind_biotechnology |
0.0163 |
0.0044 |
0.0001 |
tilt_INDUSTRY |
| 2025-05-15 |
2025-05-16 |
ind_commercial_services_supplies |
0.0387 |
-0.0007 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-15 |
2025-05-16 |
revision |
0.7125 |
0.0007 |
0.0005 |
alpha_REVISION |
| 2025-05-15 |
2025-05-16 |
country_NZ |
-0.0184 |
-0.0076 |
0.0001 |
tilt_COUNTRY |
| 2025-05-15 |
2025-05-16 |
country_XH |
0.1925 |
-0.0020 |
-0.0004 |
tilt_COUNTRY |
| 2025-05-15 |
2025-05-16 |
market |
0.0437 |
0.0014 |
0.0001 |
risk_exposure |
| 2025-05-15 |
2025-05-16 |
linkage |
0.9413 |
-0.0003 |
-0.0003 |
alpha_MOMENTUM |
| 2025-05-15 |
2025-05-16 |
specret |
NaN |
NaN |
0.0044 |
unexplained |
| 2025-05-15 |
2025-05-16 |
country_SG |
0.0019 |
0.0068 |
0.0000 |
tilt_COUNTRY |
| 2025-05-15 |
2025-05-16 |
ind_electronic_equipment |
-0.0455 |
0.0015 |
-0.0001 |
tilt_INDUSTRY |
| 2025-05-15 |
2025-05-16 |
ind_semiconductors |
0.0267 |
-0.0012 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-15 |
2025-05-16 |
country_CN |
-0.0894 |
-0.0020 |
0.0002 |
tilt_COUNTRY |
| 2025-05-15 |
2025-05-16 |
ind_industrial_distribution |
0.0118 |
0.0062 |
0.0001 |
tilt_INDUSTRY |
| 2025-05-15 |
2025-05-16 |
ind_integrated_hardware_software |
0.0082 |
0.0018 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-15 |
2025-05-16 |
ind_holding_companies |
-0.0051 |
0.0009 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-15 |
2025-05-16 |
ind_fintech |
0.0010 |
-0.0114 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-15 |
2025-05-16 |
fmom |
0.3372 |
0.0001 |
0.0000 |
alpha_QUALITY |
| 2025-05-15 |
2025-05-16 |
ind_food_drug_retail |
0.0363 |
0.0025 |
0.0001 |
tilt_INDUSTRY |
| 2025-05-15 |
2025-05-16 |
ind_aerospace_defense |
0.0060 |
0.0054 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-15 |
2025-05-16 |
ind_healthcare_providers_services |
0.0392 |
-0.0041 |
-0.0002 |
tilt_INDUSTRY |
| 2025-05-15 |
2025-05-16 |
country_KR |
-0.0997 |
-0.0034 |
0.0003 |
tilt_COUNTRY |
| 2025-05-15 |
2025-05-16 |
ind_homebuilding_building_products |
-0.0347 |
0.0024 |
-0.0001 |
tilt_INDUSTRY |
| 2025-05-15 |
2025-05-16 |
sdiscrepancy |
NaN |
NaN |
-0.0001 |
unexplained |
| 2025-05-15 |
2025-05-16 |
ind_oil_gas_equipment_services |
-0.0149 |
-0.0055 |
0.0001 |
tilt_INDUSTRY |
| 2025-05-15 |
2025-05-16 |
country_HK |
-0.0091 |
-0.0003 |
0.0000 |
tilt_COUNTRY |
| 2025-05-15 |
2025-05-16 |
size_LARGE |
0.1461 |
-0.0032 |
-0.0005 |
tilt_SIZE |
| 2025-05-15 |
2025-05-16 |
pdiscrepancy |
NaN |
NaN |
-0.0000 |
unexplained |
| 2025-05-15 |
2025-05-16 |
country_TW |
0.0836 |
0.0028 |
0.0002 |
tilt_COUNTRY |
| 2025-05-15 |
2025-05-16 |
momentum |
-0.0457 |
0.0005 |
-0.0000 |
alpha_MOMENTUM |
| 2025-05-15 |
2025-05-16 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-05-15 |
2025-05-16 |
value_gc |
1.4891 |
0.0000 |
0.0001 |
alpha_VALUE |
| 2025-05-15 |
2025-05-16 |
ind_banking_services |
-0.0209 |
-0.0029 |
0.0001 |
tilt_INDUSTRY |
| 2025-05-15 |
2025-05-16 |
ind_media_publishing |
0.0035 |
0.0033 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-15 |
2025-05-16 |
size_MICRO |
-0.0085 |
0.0027 |
-0.0000 |
tilt_SIZE |
| 2025-05-15 |
2025-05-16 |
ind_beverages |
-0.0822 |
-0.0070 |
0.0006 |
tilt_INDUSTRY |
| 2025-05-15 |
2025-05-16 |
ind_household_goods |
-0.0043 |
-0.0023 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-15 |
2025-05-16 |
ind_machinery |
-0.0656 |
0.0022 |
-0.0001 |
tilt_INDUSTRY |
| 2025-05-15 |
2025-05-16 |
reversal |
0.9504 |
0.0016 |
0.0016 |
alpha_REVERSAL |
| 2025-05-15 |
2025-05-16 |
sbeta_market |
0.0290 |
-0.0006 |
-0.0000 |
risk_exposure |
| 2025-05-15 |
2025-05-16 |
ind_textiles_apparel |
-0.0291 |
-0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-15 |
2025-05-16 |
ind_transportation_infrastructure |
-0.0132 |
-0.0042 |
0.0001 |
tilt_INDUSTRY |
| 2025-05-15 |
2025-05-16 |
ind_chemicals |
-0.0199 |
-0.0010 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-15 |
2025-05-16 |
ind_oil_gas |
-0.0179 |
-0.0038 |
0.0001 |
tilt_INDUSTRY |
| 2025-05-15 |
2025-05-16 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-05-15 |
2025-05-16 |
ind_multiline_utilities |
-0.0125 |
-0.0022 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-15 |
2025-05-16 |
ind_food_tobacco |
0.1510 |
-0.0010 |
-0.0002 |
tilt_INDUSTRY |
| 2025-05-15 |
2025-05-16 |
ind_insurance |
0.0661 |
-0.0006 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-15 |
2025-05-16 |
ind_containers_packaging |
-0.0039 |
0.0017 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-15 |
2025-05-16 |
ind_diversified_retail |
0.0014 |
0.0009 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-15 |
2025-05-16 |
ind_metals_mining |
-0.1274 |
0.0006 |
-0.0001 |
tilt_INDUSTRY |
| 2025-05-15 |
2025-05-16 |
stability |
4.7103 |
-0.0002 |
-0.0008 |
alpha_QUALITY |
| 2025-05-15 |
2025-05-16 |
ind_coal |
-0.0508 |
-0.0049 |
0.0002 |
tilt_INDUSTRY |
| 2025-05-15 |
2025-05-16 |
ind_specialty_reatil |
0.0177 |
0.0037 |
0.0001 |
tilt_INDUSTRY |
| 2025-05-15 |
2025-05-16 |
ind_software_it_services |
0.1301 |
-0.0018 |
-0.0002 |
tilt_INDUSTRY |
| 2025-05-15 |
2025-05-16 |
ind_construction_engineering |
0.0447 |
-0.0009 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-15 |
2025-05-16 |
ind_paper_forestry |
-0.0068 |
-0.0004 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-15 |
2025-05-16 |
country_TH |
-0.0053 |
-0.0008 |
0.0000 |
tilt_COUNTRY |
| 2025-05-15 |
2025-05-16 |
country_ID |
0.0306 |
0.0110 |
0.0003 |
tilt_COUNTRY |
| 2025-05-15 |
2025-05-16 |
linearCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-05-15 |
2025-05-16 |
ind_healthcare_equipment_supplies |
-0.0976 |
-0.0023 |
0.0002 |
tilt_INDUSTRY |
| 2025-05-16 |
2025-05-19 |
stability |
4.6586 |
-0.0002 |
-0.0011 |
alpha_QUALITY |
| 2025-05-16 |
2025-05-19 |
country_SG |
0.0027 |
-0.0042 |
-0.0000 |
tilt_COUNTRY |
| 2025-05-16 |
2025-05-19 |
ind_commercial_services_supplies |
0.0375 |
-0.0005 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-16 |
2025-05-19 |
linkage |
0.9719 |
-0.0001 |
-0.0001 |
alpha_MOMENTUM |
| 2025-05-16 |
2025-05-19 |
ind_uranium |
-0.0026 |
-0.0261 |
0.0001 |
tilt_INDUSTRY |
| 2025-05-16 |
2025-05-19 |
ind_biotechnology |
0.0161 |
0.0063 |
0.0001 |
tilt_INDUSTRY |
| 2025-05-16 |
2025-05-19 |
fmom |
0.2584 |
-0.0005 |
-0.0001 |
alpha_QUALITY |
| 2025-05-16 |
2025-05-19 |
ind_natural_gas_utilities |
-0.0010 |
0.0057 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-16 |
2025-05-19 |
ind_diversified_retail |
0.0015 |
0.0007 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-16 |
2025-05-19 |
ind_real_estate_operations |
-0.0020 |
0.0041 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-16 |
2025-05-19 |
ind_hotels_entertainment |
-0.0611 |
-0.0002 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-16 |
2025-05-19 |
ind_consumer_goods_conglomerates |
0.0047 |
0.0029 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-16 |
2025-05-19 |
ind_investment_services |
0.0182 |
0.0014 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-16 |
2025-05-19 |
ind_chemicals |
-0.0149 |
-0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-16 |
2025-05-19 |
ind_renewable_energy |
0.0205 |
-0.0018 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-16 |
2025-05-19 |
country_AU |
-0.0990 |
-0.0072 |
0.0007 |
tilt_COUNTRY |
| 2025-05-16 |
2025-05-19 |
ind_healthcare_equipment_supplies |
-0.0973 |
-0.0007 |
0.0001 |
tilt_INDUSTRY |
| 2025-05-16 |
2025-05-19 |
linearCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-05-16 |
2025-05-19 |
country_TH |
0.0023 |
-0.0079 |
-0.0000 |
tilt_COUNTRY |
| 2025-05-16 |
2025-05-19 |
country_ID |
0.0277 |
0.0021 |
0.0001 |
tilt_COUNTRY |
| 2025-05-16 |
2025-05-19 |
ind_transportation_infrastructure |
-0.0130 |
0.0079 |
-0.0001 |
tilt_INDUSTRY |
| 2025-05-16 |
2025-05-19 |
ind_coal |
-0.0508 |
-0.0017 |
0.0001 |
tilt_INDUSTRY |
| 2025-05-16 |
2025-05-19 |
country_CN |
-0.0966 |
0.0048 |
-0.0005 |
tilt_COUNTRY |
| 2025-05-16 |
2025-05-19 |
ind_aerospace_defense |
0.0065 |
0.0043 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-16 |
2025-05-19 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-05-16 |
2025-05-19 |
ind_healthcare_providers_services |
0.0397 |
-0.0006 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-16 |
2025-05-19 |
reversal |
0.9507 |
0.0029 |
0.0028 |
alpha_REVERSAL |
| 2025-05-16 |
2025-05-19 |
ind_homebuilding_building_products |
-0.0347 |
-0.0006 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-16 |
2025-05-19 |
country_TW |
0.0815 |
-0.0146 |
-0.0012 |
tilt_COUNTRY |
| 2025-05-16 |
2025-05-19 |
value_gc |
1.4995 |
-0.0002 |
-0.0003 |
alpha_VALUE |
| 2025-05-16 |
2025-05-19 |
momentum |
-0.0345 |
0.0012 |
-0.0000 |
alpha_MOMENTUM |
| 2025-05-16 |
2025-05-19 |
ind_holding_companies |
-0.0050 |
-0.0014 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-16 |
2025-05-19 |
ind_leisure_products |
0.0102 |
-0.0030 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-16 |
2025-05-19 |
ind_beverages |
-0.0858 |
-0.0067 |
0.0006 |
tilt_INDUSTRY |
| 2025-05-16 |
2025-05-19 |
ind_food_drug_retail |
0.0382 |
0.0021 |
0.0001 |
tilt_INDUSTRY |
| 2025-05-16 |
2025-05-19 |
ind_food_tobacco |
0.1509 |
0.0014 |
0.0002 |
tilt_INDUSTRY |
| 2025-05-16 |
2025-05-19 |
ind_containers_packaging |
-0.0036 |
0.0050 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-16 |
2025-05-19 |
ind_oil_gas |
-0.0173 |
0.0007 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-16 |
2025-05-19 |
ind_freight_logistics |
0.0166 |
0.0021 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-16 |
2025-05-19 |
ind_automobile |
-0.0256 |
0.0001 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-16 |
2025-05-19 |
ind_construction_materials |
-0.0036 |
0.0013 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-16 |
2025-05-19 |
ind_passenger_transportation |
0.0635 |
-0.0002 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-16 |
2025-05-19 |
country_XH |
0.1836 |
0.0045 |
0.0008 |
tilt_COUNTRY |
| 2025-05-16 |
2025-05-19 |
ind_office_equipment |
0.0002 |
0.0004 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-16 |
2025-05-19 |
revision |
0.7377 |
0.0006 |
0.0004 |
alpha_REVISION |
| 2025-05-16 |
2025-05-19 |
market |
0.0375 |
0.0040 |
0.0001 |
risk_exposure |
| 2025-05-16 |
2025-05-19 |
ind_multiline_utilities |
-0.0127 |
0.0001 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-16 |
2025-05-19 |
specret |
NaN |
NaN |
0.0004 |
unexplained |
| 2025-05-16 |
2025-05-19 |
neglect |
0.8067 |
0.0011 |
0.0009 |
alpha_VALUE |
| 2025-05-16 |
2025-05-19 |
quality |
3.0523 |
-0.0007 |
-0.0021 |
alpha_QUALITY |
| 2025-05-16 |
2025-05-19 |
size_SMALL |
-0.0035 |
0.0038 |
-0.0000 |
tilt_SIZE |
| 2025-05-16 |
2025-05-19 |
fcost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-05-16 |
2025-05-19 |
ind_paper_forestry |
-0.0067 |
0.0064 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-16 |
2025-05-19 |
value_liq |
0.6713 |
-0.0005 |
-0.0004 |
alpha_VALUE |
| 2025-05-16 |
2025-05-19 |
ind_insurance |
0.0679 |
-0.0007 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-16 |
2025-05-19 |
ind_oil_gas_equipment_services |
-0.0149 |
-0.0023 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-16 |
2025-05-19 |
ind_water_utilities |
-0.0072 |
0.0084 |
-0.0001 |
tilt_INDUSTRY |
| 2025-05-16 |
2025-05-19 |
pdiscrepancy |
NaN |
NaN |
0.0000 |
unexplained |
| 2025-05-16 |
2025-05-19 |
ind_machinery |
-0.0778 |
-0.0014 |
0.0001 |
tilt_INDUSTRY |
| 2025-05-16 |
2025-05-19 |
ind_communications_equipment |
-0.0218 |
0.0004 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-16 |
2025-05-19 |
size_MID |
-0.0957 |
-0.0010 |
0.0001 |
tilt_SIZE |
| 2025-05-16 |
2025-05-19 |
ind_electric_utilities_ipps |
-0.0536 |
0.0036 |
-0.0002 |
tilt_INDUSTRY |
| 2025-05-16 |
2025-05-19 |
size_LARGE |
0.1451 |
-0.0038 |
-0.0005 |
tilt_SIZE |
| 2025-05-16 |
2025-05-19 |
size_MICRO |
-0.0084 |
0.0051 |
-0.0000 |
tilt_SIZE |
| 2025-05-16 |
2025-05-19 |
ind_software_it_services |
0.1345 |
-0.0028 |
-0.0004 |
tilt_INDUSTRY |
| 2025-05-16 |
2025-05-19 |
ind_computers_phones_household_electronics |
0.1223 |
0.0010 |
0.0001 |
tilt_INDUSTRY |
| 2025-05-16 |
2025-05-19 |
ind_construction_engineering |
0.0451 |
0.0026 |
0.0001 |
tilt_INDUSTRY |
| 2025-05-16 |
2025-05-19 |
ind_household_products_services |
-0.0235 |
-0.0040 |
0.0001 |
tilt_INDUSTRY |
| 2025-05-16 |
2025-05-19 |
country_MY |
0.0057 |
-0.0162 |
-0.0001 |
tilt_COUNTRY |
| 2025-05-16 |
2025-05-19 |
country_HK |
-0.0089 |
-0.0003 |
0.0000 |
tilt_COUNTRY |
| 2025-05-16 |
2025-05-19 |
ind_pharmaceuticals |
-0.0738 |
-0.0021 |
0.0002 |
tilt_INDUSTRY |
| 2025-05-16 |
2025-05-19 |
country_KR |
-0.0995 |
-0.0113 |
0.0011 |
tilt_COUNTRY |
| 2025-05-16 |
2025-05-19 |
ind_household_goods |
-0.0041 |
0.0019 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-16 |
2025-05-19 |
ind_media_publishing |
0.0047 |
-0.0009 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-16 |
2025-05-19 |
ind_integrated_hardware_software |
0.0083 |
0.0065 |
0.0001 |
tilt_INDUSTRY |
| 2025-05-16 |
2025-05-19 |
ind_specialty_reatil |
0.0155 |
-0.0033 |
-0.0001 |
tilt_INDUSTRY |
| 2025-05-16 |
2025-05-19 |
country_PH |
0.0023 |
-0.0063 |
-0.0000 |
tilt_COUNTRY |
| 2025-05-16 |
2025-05-19 |
sdiscrepancy |
NaN |
NaN |
-0.0001 |
unexplained |
| 2025-05-16 |
2025-05-19 |
country_IN |
0.0177 |
0.0008 |
0.0000 |
tilt_COUNTRY |
| 2025-05-16 |
2025-05-19 |
bcost |
NaN |
NaN |
-0.0009 |
cost |
| 2025-05-16 |
2025-05-19 |
sbeta_market |
0.0182 |
-0.0061 |
-0.0001 |
risk_exposure |
| 2025-05-16 |
2025-05-19 |
country_NZ |
-0.0184 |
-0.0134 |
0.0002 |
tilt_COUNTRY |
| 2025-05-16 |
2025-05-19 |
ind_semiconductors |
0.0279 |
-0.0020 |
-0.0001 |
tilt_INDUSTRY |
| 2025-05-16 |
2025-05-19 |
ind_electronic_equipment |
-0.0449 |
-0.0034 |
0.0002 |
tilt_INDUSTRY |
| 2025-05-16 |
2025-05-19 |
ind_telecommunications_serices |
0.1222 |
0.0052 |
0.0006 |
tilt_INDUSTRY |
| 2025-05-16 |
2025-05-19 |
ind_metals_mining |
-0.1229 |
-0.0010 |
0.0001 |
tilt_INDUSTRY |
| 2025-05-16 |
2025-05-19 |
country_JP |
0.0365 |
-0.0005 |
-0.0000 |
tilt_COUNTRY |
| 2025-05-16 |
2025-05-19 |
ind_textiles_apparel |
-0.0286 |
-0.0042 |
0.0001 |
tilt_INDUSTRY |
| 2025-05-16 |
2025-05-19 |
ind_banking_services |
-0.0349 |
0.0013 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-16 |
2025-05-19 |
ind_fintech |
0.0007 |
-0.0008 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-16 |
2025-05-19 |
ind_industrial_distribution |
0.0153 |
0.0037 |
0.0001 |
tilt_INDUSTRY |
| 2025-05-19 |
2025-05-20 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-05-19 |
2025-05-20 |
ind_office_equipment |
0.0002 |
-0.0001 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-19 |
2025-05-20 |
neglect |
0.8231 |
-0.0002 |
-0.0001 |
alpha_VALUE |
| 2025-05-19 |
2025-05-20 |
ind_water_utilities |
-0.0073 |
0.0082 |
-0.0001 |
tilt_INDUSTRY |
| 2025-05-19 |
2025-05-20 |
ind_metals_mining |
-0.1191 |
-0.0026 |
0.0003 |
tilt_INDUSTRY |
| 2025-05-19 |
2025-05-20 |
ind_containers_packaging |
-0.0036 |
0.0026 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-19 |
2025-05-20 |
ind_specialty_reatil |
0.0119 |
-0.0023 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-19 |
2025-05-20 |
ind_banking_services |
-0.0457 |
0.0015 |
-0.0001 |
tilt_INDUSTRY |
| 2025-05-19 |
2025-05-20 |
size_SMALL |
-0.0062 |
-0.0002 |
0.0000 |
tilt_SIZE |
| 2025-05-19 |
2025-05-20 |
ind_multiline_utilities |
-0.0128 |
-0.0031 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-19 |
2025-05-20 |
ind_aerospace_defense |
0.0062 |
-0.0118 |
-0.0001 |
tilt_INDUSTRY |
| 2025-05-19 |
2025-05-20 |
ind_industrial_distribution |
0.0171 |
-0.0002 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-19 |
2025-05-20 |
value_gc |
1.5273 |
-0.0004 |
-0.0006 |
alpha_VALUE |
| 2025-05-19 |
2025-05-20 |
revision |
0.6668 |
0.0004 |
0.0003 |
alpha_REVISION |
| 2025-05-19 |
2025-05-20 |
momentum |
-0.0768 |
0.0003 |
-0.0000 |
alpha_MOMENTUM |
| 2025-05-19 |
2025-05-20 |
country_PH |
0.0022 |
-0.0167 |
-0.0000 |
tilt_COUNTRY |
| 2025-05-19 |
2025-05-20 |
country_ID |
0.0222 |
-0.0114 |
-0.0003 |
tilt_COUNTRY |
| 2025-05-19 |
2025-05-20 |
ind_leisure_products |
0.0099 |
0.0018 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-19 |
2025-05-20 |
ind_communications_equipment |
-0.0199 |
-0.0051 |
0.0001 |
tilt_INDUSTRY |
| 2025-05-19 |
2025-05-20 |
ind_electric_utilities_ipps |
-0.0550 |
0.0038 |
-0.0002 |
tilt_INDUSTRY |
| 2025-05-19 |
2025-05-20 |
country_KR |
-0.0996 |
-0.0020 |
0.0002 |
tilt_COUNTRY |
| 2025-05-19 |
2025-05-20 |
ind_healthcare_providers_services |
0.0402 |
0.0012 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-19 |
2025-05-20 |
ind_beverages |
-0.0861 |
-0.0037 |
0.0003 |
tilt_INDUSTRY |
| 2025-05-19 |
2025-05-20 |
value_liq |
0.6915 |
0.0008 |
0.0006 |
alpha_VALUE |
| 2025-05-19 |
2025-05-20 |
size_MICRO |
-0.0083 |
-0.0000 |
0.0000 |
tilt_SIZE |
| 2025-05-19 |
2025-05-20 |
country_TH |
0.0094 |
0.0015 |
0.0000 |
tilt_COUNTRY |
| 2025-05-19 |
2025-05-20 |
ind_biotechnology |
0.0166 |
0.0070 |
0.0001 |
tilt_INDUSTRY |
| 2025-05-19 |
2025-05-20 |
ind_food_tobacco |
0.1501 |
0.0029 |
0.0004 |
tilt_INDUSTRY |
| 2025-05-19 |
2025-05-20 |
size_LARGE |
0.1441 |
0.0026 |
0.0004 |
tilt_SIZE |
| 2025-05-19 |
2025-05-20 |
country_TW |
0.0784 |
0.0019 |
0.0002 |
tilt_COUNTRY |
| 2025-05-19 |
2025-05-20 |
ind_diversified_retail |
0.0017 |
0.0008 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-19 |
2025-05-20 |
ind_construction_materials |
-0.0036 |
0.0005 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-19 |
2025-05-20 |
ind_chemicals |
-0.0160 |
-0.0020 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-19 |
2025-05-20 |
ind_uranium |
-0.0027 |
-0.0068 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-19 |
2025-05-20 |
ind_natural_gas_utilities |
-0.0010 |
0.0000 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-19 |
2025-05-20 |
pdiscrepancy |
NaN |
NaN |
0.0000 |
unexplained |
| 2025-05-19 |
2025-05-20 |
country_XH |
0.1774 |
0.0052 |
0.0009 |
tilt_COUNTRY |
| 2025-05-19 |
2025-05-20 |
quality |
3.0802 |
0.0012 |
0.0037 |
alpha_QUALITY |
| 2025-05-19 |
2025-05-20 |
ind_telecommunications_serices |
0.1220 |
0.0033 |
0.0004 |
tilt_INDUSTRY |
| 2025-05-19 |
2025-05-20 |
ind_homebuilding_building_products |
-0.0345 |
-0.0014 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-19 |
2025-05-20 |
ind_fintech |
0.0005 |
-0.0031 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-19 |
2025-05-20 |
ind_insurance |
0.0703 |
0.0012 |
0.0001 |
tilt_INDUSTRY |
| 2025-05-19 |
2025-05-20 |
country_CN |
-0.0971 |
0.0028 |
-0.0003 |
tilt_COUNTRY |
| 2025-05-19 |
2025-05-20 |
ind_software_it_services |
0.1381 |
-0.0000 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-19 |
2025-05-20 |
country_NZ |
-0.0187 |
0.0072 |
-0.0001 |
tilt_COUNTRY |
| 2025-05-19 |
2025-05-20 |
ind_household_products_services |
-0.0225 |
0.0029 |
-0.0001 |
tilt_INDUSTRY |
| 2025-05-19 |
2025-05-20 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-05-19 |
2025-05-20 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-05-19 |
2025-05-20 |
ind_integrated_hardware_software |
0.0084 |
-0.0049 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-19 |
2025-05-20 |
ind_transportation_infrastructure |
-0.0124 |
-0.0079 |
0.0001 |
tilt_INDUSTRY |
| 2025-05-19 |
2025-05-20 |
ind_computers_phones_household_electronics |
0.1232 |
0.0012 |
0.0001 |
tilt_INDUSTRY |
| 2025-05-19 |
2025-05-20 |
ind_investment_services |
0.0172 |
-0.0023 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-19 |
2025-05-20 |
ind_semiconductors |
0.0330 |
0.0006 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-19 |
2025-05-20 |
fmom |
0.2225 |
0.0005 |
0.0001 |
alpha_QUALITY |
| 2025-05-19 |
2025-05-20 |
country_HK |
-0.0063 |
0.0083 |
-0.0001 |
tilt_COUNTRY |
| 2025-05-19 |
2025-05-20 |
country_MY |
0.0057 |
-0.0029 |
-0.0000 |
tilt_COUNTRY |
| 2025-05-19 |
2025-05-20 |
ind_media_publishing |
0.0082 |
0.0069 |
0.0001 |
tilt_INDUSTRY |
| 2025-05-19 |
2025-05-20 |
ind_food_drug_retail |
0.0418 |
-0.0007 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-19 |
2025-05-20 |
ind_holding_companies |
-0.0050 |
-0.0041 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-19 |
2025-05-20 |
ind_pharmaceuticals |
-0.0797 |
0.0066 |
-0.0005 |
tilt_INDUSTRY |
| 2025-05-19 |
2025-05-20 |
ind_paper_forestry |
-0.0069 |
-0.0000 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-19 |
2025-05-20 |
reversal |
0.9597 |
0.0001 |
0.0001 |
alpha_REVERSAL |
| 2025-05-19 |
2025-05-20 |
sdiscrepancy |
NaN |
NaN |
0.0000 |
unexplained |
| 2025-05-19 |
2025-05-20 |
ind_household_goods |
-0.0040 |
0.0102 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-19 |
2025-05-20 |
ind_real_estate_operations |
-0.0002 |
-0.0041 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-19 |
2025-05-20 |
ind_passenger_transportation |
0.0644 |
-0.0041 |
-0.0003 |
tilt_INDUSTRY |
| 2025-05-19 |
2025-05-20 |
ind_coal |
-0.0511 |
-0.0004 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-19 |
2025-05-20 |
ind_textiles_apparel |
-0.0274 |
-0.0009 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-19 |
2025-05-20 |
ind_automobile |
-0.0241 |
0.0011 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-19 |
2025-05-20 |
ind_electronic_equipment |
-0.0483 |
-0.0017 |
0.0001 |
tilt_INDUSTRY |
| 2025-05-19 |
2025-05-20 |
ind_construction_engineering |
0.0453 |
-0.0023 |
-0.0001 |
tilt_INDUSTRY |
| 2025-05-19 |
2025-05-20 |
country_IN |
0.0163 |
-0.0136 |
-0.0002 |
tilt_COUNTRY |
| 2025-05-19 |
2025-05-20 |
ind_renewable_energy |
0.0204 |
-0.0048 |
-0.0001 |
tilt_INDUSTRY |
| 2025-05-19 |
2025-05-20 |
size_MID |
-0.0950 |
-0.0016 |
0.0001 |
tilt_SIZE |
| 2025-05-19 |
2025-05-20 |
linkage |
0.9575 |
-0.0002 |
-0.0002 |
alpha_MOMENTUM |
| 2025-05-19 |
2025-05-20 |
ind_healthcare_equipment_supplies |
-0.0970 |
-0.0009 |
0.0001 |
tilt_INDUSTRY |
| 2025-05-19 |
2025-05-20 |
country_JP |
0.0397 |
-0.0063 |
-0.0002 |
tilt_COUNTRY |
| 2025-05-19 |
2025-05-20 |
ind_oil_gas_equipment_services |
-0.0147 |
0.0020 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-19 |
2025-05-20 |
specret |
NaN |
NaN |
-0.0019 |
unexplained |
| 2025-05-19 |
2025-05-20 |
ind_freight_logistics |
0.0147 |
-0.0027 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-19 |
2025-05-20 |
ind_commercial_services_supplies |
0.0361 |
-0.0006 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-19 |
2025-05-20 |
ind_hotels_entertainment |
-0.0601 |
0.0001 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-19 |
2025-05-20 |
ind_machinery |
-0.0842 |
-0.0008 |
0.0001 |
tilt_INDUSTRY |
| 2025-05-19 |
2025-05-20 |
ind_oil_gas |
-0.0137 |
-0.0000 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-19 |
2025-05-20 |
ind_consumer_goods_conglomerates |
0.0008 |
0.0055 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-19 |
2025-05-20 |
stability |
4.6948 |
-0.0002 |
-0.0011 |
alpha_QUALITY |
| 2025-05-19 |
2025-05-20 |
linearCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-05-19 |
2025-05-20 |
sbeta_market |
0.0179 |
0.0034 |
0.0001 |
risk_exposure |
| 2025-05-19 |
2025-05-20 |
market |
0.0347 |
-0.0020 |
-0.0001 |
risk_exposure |
| 2025-05-19 |
2025-05-20 |
country_AU |
-0.0983 |
0.0049 |
-0.0005 |
tilt_COUNTRY |
| 2025-05-19 |
2025-05-20 |
country_SG |
0.0034 |
0.0006 |
0.0000 |
tilt_COUNTRY |
| 2025-05-20 |
2025-05-21 |
ind_uranium |
-0.0027 |
0.0141 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-20 |
2025-05-21 |
ind_metals_mining |
-0.1179 |
0.0096 |
-0.0011 |
tilt_INDUSTRY |
| 2025-05-20 |
2025-05-21 |
ind_biotechnology |
0.0171 |
0.0101 |
0.0002 |
tilt_INDUSTRY |
| 2025-05-20 |
2025-05-21 |
ind_multiline_utilities |
-0.0129 |
-0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-20 |
2025-05-21 |
ind_banking_services |
-0.0617 |
0.0016 |
-0.0001 |
tilt_INDUSTRY |
| 2025-05-20 |
2025-05-21 |
fmom |
0.1983 |
0.0006 |
0.0001 |
alpha_QUALITY |
| 2025-05-20 |
2025-05-21 |
sdiscrepancy |
NaN |
NaN |
-0.0000 |
unexplained |
| 2025-05-20 |
2025-05-21 |
country_ID |
0.0175 |
0.0034 |
0.0001 |
tilt_COUNTRY |
| 2025-05-20 |
2025-05-21 |
ind_chemicals |
-0.0143 |
0.0013 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-20 |
2025-05-21 |
ind_specialty_reatil |
0.0084 |
-0.0041 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-20 |
2025-05-21 |
reversal |
0.9693 |
-0.0004 |
-0.0004 |
alpha_REVERSAL |
| 2025-05-20 |
2025-05-21 |
impactCost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-05-20 |
2025-05-21 |
ind_food_drug_retail |
0.0445 |
-0.0005 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-20 |
2025-05-21 |
ind_construction_materials |
-0.0037 |
-0.0031 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-20 |
2025-05-21 |
ind_commercial_services_supplies |
0.0345 |
-0.0048 |
-0.0002 |
tilt_INDUSTRY |
| 2025-05-20 |
2025-05-21 |
ind_oil_gas_equipment_services |
-0.0146 |
0.0001 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-20 |
2025-05-21 |
ind_containers_packaging |
-0.0038 |
-0.0009 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-20 |
2025-05-21 |
ind_integrated_hardware_software |
0.0083 |
-0.0080 |
-0.0001 |
tilt_INDUSTRY |
| 2025-05-20 |
2025-05-21 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-05-20 |
2025-05-21 |
market |
0.0342 |
0.0075 |
0.0003 |
risk_exposure |
| 2025-05-20 |
2025-05-21 |
ind_food_tobacco |
0.1492 |
-0.0046 |
-0.0007 |
tilt_INDUSTRY |
| 2025-05-20 |
2025-05-21 |
country_MY |
0.0057 |
-0.0060 |
-0.0000 |
tilt_COUNTRY |
| 2025-05-20 |
2025-05-21 |
stability |
4.7009 |
-0.0004 |
-0.0020 |
alpha_QUALITY |
| 2025-05-20 |
2025-05-21 |
ind_household_products_services |
-0.0214 |
-0.0024 |
0.0001 |
tilt_INDUSTRY |
| 2025-05-20 |
2025-05-21 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-05-20 |
2025-05-21 |
ind_electronic_equipment |
-0.0521 |
-0.0038 |
0.0002 |
tilt_INDUSTRY |
| 2025-05-20 |
2025-05-21 |
country_TH |
0.0086 |
-0.0127 |
-0.0001 |
tilt_COUNTRY |
| 2025-05-20 |
2025-05-21 |
ind_freight_logistics |
0.0150 |
-0.0018 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-20 |
2025-05-21 |
ind_office_equipment |
0.0001 |
-0.0054 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-20 |
2025-05-21 |
pdiscrepancy |
NaN |
NaN |
-0.0000 |
unexplained |
| 2025-05-20 |
2025-05-21 |
ind_household_goods |
-0.0040 |
-0.0054 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-20 |
2025-05-21 |
ind_investment_services |
0.0163 |
-0.0000 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-20 |
2025-05-21 |
size_LARGE |
0.1456 |
-0.0013 |
-0.0002 |
tilt_SIZE |
| 2025-05-20 |
2025-05-21 |
neglect |
0.8210 |
-0.0008 |
-0.0007 |
alpha_VALUE |
| 2025-05-20 |
2025-05-21 |
ind_renewable_energy |
0.0199 |
0.0019 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-20 |
2025-05-21 |
specret |
NaN |
NaN |
-0.0057 |
unexplained |
| 2025-05-20 |
2025-05-21 |
ind_automobile |
-0.0231 |
0.0023 |
-0.0001 |
tilt_INDUSTRY |
| 2025-05-20 |
2025-05-21 |
ind_water_utilities |
-0.0073 |
-0.0011 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-20 |
2025-05-21 |
country_TW |
0.0768 |
0.0115 |
0.0009 |
tilt_COUNTRY |
| 2025-05-20 |
2025-05-21 |
ind_paper_forestry |
-0.0069 |
0.0009 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-20 |
2025-05-21 |
country_JP |
0.0433 |
-0.0029 |
-0.0001 |
tilt_COUNTRY |
| 2025-05-20 |
2025-05-21 |
value_liq |
0.6876 |
0.0004 |
0.0003 |
alpha_VALUE |
| 2025-05-20 |
2025-05-21 |
country_HK |
-0.0035 |
0.0030 |
-0.0000 |
tilt_COUNTRY |
| 2025-05-20 |
2025-05-21 |
ind_pharmaceuticals |
-0.0867 |
0.0067 |
-0.0006 |
tilt_INDUSTRY |
| 2025-05-20 |
2025-05-21 |
country_PH |
0.0023 |
0.0022 |
0.0000 |
tilt_COUNTRY |
| 2025-05-20 |
2025-05-21 |
ind_machinery |
-0.0921 |
-0.0010 |
0.0001 |
tilt_INDUSTRY |
| 2025-05-20 |
2025-05-21 |
ind_real_estate_operations |
0.0021 |
-0.0013 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-20 |
2025-05-21 |
momentum |
-0.1154 |
-0.0008 |
0.0001 |
alpha_MOMENTUM |
| 2025-05-20 |
2025-05-21 |
ind_homebuilding_building_products |
-0.0345 |
-0.0042 |
0.0001 |
tilt_INDUSTRY |
| 2025-05-20 |
2025-05-21 |
revision |
0.6670 |
0.0013 |
0.0009 |
alpha_REVISION |
| 2025-05-20 |
2025-05-21 |
ind_media_publishing |
0.0112 |
-0.0064 |
-0.0001 |
tilt_INDUSTRY |
| 2025-05-20 |
2025-05-21 |
ind_telecommunications_serices |
0.1221 |
-0.0027 |
-0.0003 |
tilt_INDUSTRY |
| 2025-05-20 |
2025-05-21 |
ind_industrial_distribution |
0.0184 |
0.0101 |
0.0002 |
tilt_INDUSTRY |
| 2025-05-20 |
2025-05-21 |
ind_healthcare_equipment_supplies |
-0.0977 |
0.0021 |
-0.0002 |
tilt_INDUSTRY |
| 2025-05-20 |
2025-05-21 |
ind_natural_gas_utilities |
-0.0009 |
0.0007 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-20 |
2025-05-21 |
value_gc |
1.5347 |
0.0009 |
0.0014 |
alpha_VALUE |
| 2025-05-20 |
2025-05-21 |
ind_fintech |
0.0006 |
0.0032 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-20 |
2025-05-21 |
sbeta_market |
0.0213 |
-0.0057 |
-0.0001 |
risk_exposure |
| 2025-05-20 |
2025-05-21 |
ind_aerospace_defense |
0.0051 |
0.0060 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-20 |
2025-05-21 |
ind_holding_companies |
-0.0050 |
-0.0010 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-20 |
2025-05-21 |
country_CN |
-0.0931 |
-0.0016 |
0.0002 |
tilt_COUNTRY |
| 2025-05-20 |
2025-05-21 |
ind_consumer_goods_conglomerates |
0.0000 |
0.0058 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-20 |
2025-05-21 |
linearCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-05-20 |
2025-05-21 |
ind_semiconductors |
0.0400 |
-0.0018 |
-0.0001 |
tilt_INDUSTRY |
| 2025-05-20 |
2025-05-21 |
country_IN |
0.0159 |
0.0015 |
0.0000 |
tilt_COUNTRY |
| 2025-05-20 |
2025-05-21 |
ind_passenger_transportation |
0.0662 |
-0.0003 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-20 |
2025-05-21 |
ind_insurance |
0.0739 |
0.0024 |
0.0002 |
tilt_INDUSTRY |
| 2025-05-20 |
2025-05-21 |
quality |
3.1165 |
0.0003 |
0.0010 |
alpha_QUALITY |
| 2025-05-20 |
2025-05-21 |
ind_computers_phones_household_electronics |
0.1238 |
-0.0047 |
-0.0006 |
tilt_INDUSTRY |
| 2025-05-20 |
2025-05-21 |
ind_textiles_apparel |
-0.0259 |
0.0006 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-20 |
2025-05-21 |
ind_oil_gas |
-0.0090 |
0.0078 |
-0.0001 |
tilt_INDUSTRY |
| 2025-05-20 |
2025-05-21 |
ind_diversified_retail |
0.0019 |
-0.0007 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-20 |
2025-05-21 |
country_KR |
-0.1009 |
0.0014 |
-0.0001 |
tilt_COUNTRY |
| 2025-05-20 |
2025-05-21 |
country_AU |
-0.0996 |
-0.0039 |
0.0004 |
tilt_COUNTRY |
| 2025-05-20 |
2025-05-21 |
country_XH |
0.1745 |
0.0076 |
0.0013 |
tilt_COUNTRY |
| 2025-05-20 |
2025-05-21 |
ind_construction_engineering |
0.0458 |
-0.0008 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-20 |
2025-05-21 |
ind_leisure_products |
0.0098 |
-0.0119 |
-0.0001 |
tilt_INDUSTRY |
| 2025-05-20 |
2025-05-21 |
ind_electric_utilities_ipps |
-0.0559 |
-0.0015 |
0.0001 |
tilt_INDUSTRY |
| 2025-05-20 |
2025-05-21 |
linkage |
0.9347 |
0.0006 |
0.0006 |
alpha_MOMENTUM |
| 2025-05-20 |
2025-05-21 |
ind_healthcare_providers_services |
0.0401 |
-0.0020 |
-0.0001 |
tilt_INDUSTRY |
| 2025-05-20 |
2025-05-21 |
ind_transportation_infrastructure |
-0.0095 |
-0.0031 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-20 |
2025-05-21 |
ind_software_it_services |
0.1431 |
-0.0036 |
-0.0005 |
tilt_INDUSTRY |
| 2025-05-20 |
2025-05-21 |
ind_coal |
-0.0514 |
0.0098 |
-0.0005 |
tilt_INDUSTRY |
| 2025-05-20 |
2025-05-21 |
size_SMALL |
-0.0069 |
-0.0020 |
0.0000 |
tilt_SIZE |
| 2025-05-20 |
2025-05-21 |
ind_communications_equipment |
-0.0189 |
-0.0040 |
0.0001 |
tilt_INDUSTRY |
| 2025-05-20 |
2025-05-21 |
country_NZ |
-0.0186 |
-0.0035 |
0.0001 |
tilt_COUNTRY |
| 2025-05-20 |
2025-05-21 |
ind_hotels_entertainment |
-0.0590 |
-0.0090 |
0.0005 |
tilt_INDUSTRY |
| 2025-05-20 |
2025-05-21 |
size_MICRO |
-0.0089 |
0.0008 |
-0.0000 |
tilt_SIZE |
| 2025-05-20 |
2025-05-21 |
size_MID |
-0.0956 |
0.0024 |
-0.0002 |
tilt_SIZE |
| 2025-05-20 |
2025-05-21 |
country_SG |
0.0052 |
-0.0024 |
-0.0000 |
tilt_COUNTRY |
| 2025-05-20 |
2025-05-21 |
ind_beverages |
-0.0850 |
-0.0032 |
0.0003 |
tilt_INDUSTRY |
| 2025-05-21 |
2025-05-22 |
ind_household_goods |
-0.0039 |
0.0023 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-21 |
2025-05-22 |
ind_holding_companies |
-0.0049 |
-0.0084 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-21 |
2025-05-22 |
sdiscrepancy |
NaN |
NaN |
0.0000 |
unexplained |
| 2025-05-21 |
2025-05-22 |
ind_pharmaceuticals |
-0.0866 |
0.0007 |
-0.0001 |
tilt_INDUSTRY |
| 2025-05-21 |
2025-05-22 |
country_AU |
-0.1001 |
-0.0018 |
0.0002 |
tilt_COUNTRY |
| 2025-05-21 |
2025-05-22 |
size_MID |
-0.0950 |
0.0009 |
-0.0001 |
tilt_SIZE |
| 2025-05-21 |
2025-05-22 |
reversal |
0.9838 |
-0.0005 |
-0.0005 |
alpha_REVERSAL |
| 2025-05-21 |
2025-05-22 |
ind_passenger_transportation |
0.0672 |
-0.0006 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-21 |
2025-05-22 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-05-21 |
2025-05-22 |
country_CN |
-0.0912 |
0.0020 |
-0.0002 |
tilt_COUNTRY |
| 2025-05-21 |
2025-05-22 |
ind_fintech |
0.0005 |
0.0098 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-21 |
2025-05-22 |
ind_insurance |
0.0764 |
0.0053 |
0.0004 |
tilt_INDUSTRY |
| 2025-05-21 |
2025-05-22 |
ind_telecommunications_serices |
0.1224 |
-0.0014 |
-0.0002 |
tilt_INDUSTRY |
| 2025-05-21 |
2025-05-22 |
sbeta_market |
0.0215 |
-0.0102 |
-0.0002 |
risk_exposure |
| 2025-05-21 |
2025-05-22 |
ind_homebuilding_building_products |
-0.0344 |
-0.0080 |
0.0003 |
tilt_INDUSTRY |
| 2025-05-21 |
2025-05-22 |
quality |
3.1316 |
0.0006 |
0.0017 |
alpha_QUALITY |
| 2025-05-21 |
2025-05-22 |
ind_machinery |
-0.0980 |
-0.0010 |
0.0001 |
tilt_INDUSTRY |
| 2025-05-21 |
2025-05-22 |
country_NZ |
-0.0184 |
-0.0014 |
0.0000 |
tilt_COUNTRY |
| 2025-05-21 |
2025-05-22 |
ind_coal |
-0.0511 |
-0.0041 |
0.0002 |
tilt_INDUSTRY |
| 2025-05-21 |
2025-05-22 |
ind_diversified_retail |
0.0020 |
-0.0011 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-21 |
2025-05-22 |
ind_software_it_services |
0.1447 |
0.0014 |
0.0002 |
tilt_INDUSTRY |
| 2025-05-21 |
2025-05-22 |
ind_natural_gas_utilities |
-0.0009 |
0.0021 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-21 |
2025-05-22 |
country_SG |
0.0085 |
0.0009 |
0.0000 |
tilt_COUNTRY |
| 2025-05-21 |
2025-05-22 |
ind_uranium |
-0.0027 |
-0.0258 |
0.0001 |
tilt_INDUSTRY |
| 2025-05-21 |
2025-05-22 |
country_XH |
0.1692 |
0.0019 |
0.0003 |
tilt_COUNTRY |
| 2025-05-21 |
2025-05-22 |
ind_chemicals |
-0.0115 |
-0.0042 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-21 |
2025-05-22 |
ind_food_drug_retail |
0.0467 |
-0.0006 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-21 |
2025-05-22 |
linkage |
0.9216 |
0.0005 |
0.0005 |
alpha_MOMENTUM |
| 2025-05-21 |
2025-05-22 |
ind_construction_materials |
-0.0037 |
-0.0007 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-21 |
2025-05-22 |
country_MY |
0.0058 |
-0.0058 |
-0.0000 |
tilt_COUNTRY |
| 2025-05-21 |
2025-05-22 |
ind_banking_services |
-0.0794 |
0.0023 |
-0.0002 |
tilt_INDUSTRY |
| 2025-05-21 |
2025-05-22 |
country_TW |
0.0750 |
-0.0036 |
-0.0003 |
tilt_COUNTRY |
| 2025-05-21 |
2025-05-22 |
ind_freight_logistics |
0.0167 |
0.0051 |
0.0001 |
tilt_INDUSTRY |
| 2025-05-21 |
2025-05-22 |
size_LARGE |
0.1493 |
-0.0010 |
-0.0001 |
tilt_SIZE |
| 2025-05-21 |
2025-05-22 |
pdiscrepancy |
NaN |
NaN |
-0.0000 |
unexplained |
| 2025-05-21 |
2025-05-22 |
ind_electronic_equipment |
-0.0526 |
0.0025 |
-0.0001 |
tilt_INDUSTRY |
| 2025-05-21 |
2025-05-22 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-05-21 |
2025-05-22 |
ind_automobile |
-0.0242 |
-0.0017 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-21 |
2025-05-22 |
ind_paper_forestry |
-0.0065 |
-0.0027 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-21 |
2025-05-22 |
ind_consumer_goods_conglomerates |
0.0000 |
0.0022 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-21 |
2025-05-22 |
ind_biotechnology |
0.0172 |
0.0026 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-21 |
2025-05-22 |
ind_specialty_reatil |
0.0057 |
-0.0025 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-21 |
2025-05-22 |
country_PH |
0.0024 |
-0.0111 |
-0.0000 |
tilt_COUNTRY |
| 2025-05-21 |
2025-05-22 |
ind_household_products_services |
-0.0203 |
-0.0042 |
0.0001 |
tilt_INDUSTRY |
| 2025-05-21 |
2025-05-22 |
ind_oil_gas |
-0.0020 |
-0.0035 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-21 |
2025-05-22 |
stability |
4.6746 |
-0.0002 |
-0.0011 |
alpha_QUALITY |
| 2025-05-21 |
2025-05-22 |
ind_office_equipment |
0.0000 |
-0.0053 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-21 |
2025-05-22 |
ind_textiles_apparel |
-0.0248 |
-0.0050 |
0.0001 |
tilt_INDUSTRY |
| 2025-05-21 |
2025-05-22 |
neglect |
0.8112 |
-0.0003 |
-0.0003 |
alpha_VALUE |
| 2025-05-21 |
2025-05-22 |
ind_renewable_energy |
0.0190 |
-0.0057 |
-0.0001 |
tilt_INDUSTRY |
| 2025-05-21 |
2025-05-22 |
size_MICRO |
-0.0085 |
0.0018 |
-0.0000 |
tilt_SIZE |
| 2025-05-21 |
2025-05-22 |
ind_water_utilities |
-0.0070 |
-0.0020 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-21 |
2025-05-22 |
ind_hotels_entertainment |
-0.0585 |
-0.0012 |
0.0001 |
tilt_INDUSTRY |
| 2025-05-21 |
2025-05-22 |
ind_containers_packaging |
-0.0040 |
0.0049 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-21 |
2025-05-22 |
ind_food_tobacco |
0.1491 |
-0.0028 |
-0.0004 |
tilt_INDUSTRY |
| 2025-05-21 |
2025-05-22 |
country_JP |
0.0486 |
0.0006 |
0.0000 |
tilt_COUNTRY |
| 2025-05-21 |
2025-05-22 |
ind_metals_mining |
-0.1159 |
0.0007 |
-0.0001 |
tilt_INDUSTRY |
| 2025-05-21 |
2025-05-22 |
size_SMALL |
-0.0068 |
-0.0004 |
0.0000 |
tilt_SIZE |
| 2025-05-21 |
2025-05-22 |
ind_industrial_distribution |
0.0189 |
-0.0073 |
-0.0001 |
tilt_INDUSTRY |
| 2025-05-21 |
2025-05-22 |
country_ID |
0.0150 |
0.0050 |
0.0001 |
tilt_COUNTRY |
| 2025-05-21 |
2025-05-22 |
ind_commercial_services_supplies |
0.0312 |
0.0005 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-21 |
2025-05-22 |
impactCost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-05-21 |
2025-05-22 |
ind_electric_utilities_ipps |
-0.0559 |
-0.0050 |
0.0003 |
tilt_INDUSTRY |
| 2025-05-21 |
2025-05-22 |
ind_oil_gas_equipment_services |
-0.0147 |
-0.0027 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-21 |
2025-05-22 |
ind_construction_engineering |
0.0467 |
-0.0015 |
-0.0001 |
tilt_INDUSTRY |
| 2025-05-21 |
2025-05-22 |
country_KR |
-0.1008 |
-0.0074 |
0.0007 |
tilt_COUNTRY |
| 2025-05-21 |
2025-05-22 |
ind_multiline_utilities |
-0.0129 |
-0.0004 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-21 |
2025-05-22 |
ind_healthcare_providers_services |
0.0394 |
-0.0085 |
-0.0003 |
tilt_INDUSTRY |
| 2025-05-21 |
2025-05-22 |
ind_communications_equipment |
-0.0186 |
0.0055 |
-0.0001 |
tilt_INDUSTRY |
| 2025-05-21 |
2025-05-22 |
momentum |
-0.1349 |
0.0004 |
-0.0001 |
alpha_MOMENTUM |
| 2025-05-21 |
2025-05-22 |
country_TH |
0.0109 |
-0.0063 |
-0.0001 |
tilt_COUNTRY |
| 2025-05-21 |
2025-05-22 |
revision |
0.7165 |
0.0009 |
0.0006 |
alpha_REVISION |
| 2025-05-21 |
2025-05-22 |
country_IN |
0.0158 |
-0.0023 |
-0.0000 |
tilt_COUNTRY |
| 2025-05-21 |
2025-05-22 |
ind_media_publishing |
0.0140 |
0.0015 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-21 |
2025-05-22 |
linearCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-05-21 |
2025-05-22 |
ind_aerospace_defense |
0.0046 |
0.0062 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-21 |
2025-05-22 |
ind_real_estate_operations |
0.0033 |
-0.0033 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-21 |
2025-05-22 |
specret |
NaN |
NaN |
-0.0042 |
unexplained |
| 2025-05-21 |
2025-05-22 |
country_HK |
-0.0016 |
-0.0004 |
0.0000 |
tilt_COUNTRY |
| 2025-05-21 |
2025-05-22 |
fmom |
0.1870 |
0.0000 |
0.0000 |
alpha_QUALITY |
| 2025-05-21 |
2025-05-22 |
ind_semiconductors |
0.0458 |
0.0042 |
0.0002 |
tilt_INDUSTRY |
| 2025-05-21 |
2025-05-22 |
ind_investment_services |
0.0158 |
0.0004 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-21 |
2025-05-22 |
value_liq |
0.6901 |
0.0002 |
0.0001 |
alpha_VALUE |
| 2025-05-21 |
2025-05-22 |
ind_healthcare_equipment_supplies |
-0.0968 |
-0.0035 |
0.0003 |
tilt_INDUSTRY |
| 2025-05-21 |
2025-05-22 |
ind_beverages |
-0.0854 |
-0.0005 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-21 |
2025-05-22 |
market |
0.0391 |
0.0029 |
0.0001 |
risk_exposure |
| 2025-05-21 |
2025-05-22 |
ind_leisure_products |
0.0094 |
0.0023 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-21 |
2025-05-22 |
value_gc |
1.5338 |
-0.0005 |
-0.0007 |
alpha_VALUE |
| 2025-05-21 |
2025-05-22 |
ind_computers_phones_household_electronics |
0.1229 |
0.0005 |
0.0001 |
tilt_INDUSTRY |
| 2025-05-21 |
2025-05-22 |
ind_integrated_hardware_software |
0.0081 |
0.0044 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-21 |
2025-05-22 |
ind_transportation_infrastructure |
-0.0060 |
0.0022 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-22 |
2025-05-23 |
ind_healthcare_providers_services |
0.0396 |
0.0015 |
0.0001 |
tilt_INDUSTRY |
| 2025-05-22 |
2025-05-23 |
ind_software_it_services |
0.1462 |
-0.0027 |
-0.0004 |
tilt_INDUSTRY |
| 2025-05-22 |
2025-05-23 |
quality |
3.1451 |
0.0004 |
0.0012 |
alpha_QUALITY |
| 2025-05-22 |
2025-05-23 |
ind_construction_engineering |
0.0486 |
0.0005 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-22 |
2025-05-23 |
ind_diversified_retail |
0.0020 |
-0.0028 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-22 |
2025-05-23 |
ind_aerospace_defense |
0.0043 |
0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-22 |
2025-05-23 |
ind_leisure_products |
0.0088 |
-0.0007 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-22 |
2025-05-23 |
country_NZ |
-0.0184 |
-0.0060 |
0.0001 |
tilt_COUNTRY |
| 2025-05-22 |
2025-05-23 |
ind_electric_utilities_ipps |
-0.0548 |
-0.0026 |
0.0001 |
tilt_INDUSTRY |
| 2025-05-22 |
2025-05-23 |
ind_industrial_distribution |
0.0210 |
0.0046 |
0.0001 |
tilt_INDUSTRY |
| 2025-05-22 |
2025-05-23 |
momentum |
-0.1483 |
-0.0003 |
0.0001 |
alpha_MOMENTUM |
| 2025-05-22 |
2025-05-23 |
size_MICRO |
-0.0064 |
-0.0008 |
0.0000 |
tilt_SIZE |
| 2025-05-22 |
2025-05-23 |
linearCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-05-22 |
2025-05-23 |
ind_healthcare_equipment_supplies |
-0.0966 |
0.0051 |
-0.0005 |
tilt_INDUSTRY |
| 2025-05-22 |
2025-05-23 |
ind_renewable_energy |
0.0184 |
-0.0029 |
-0.0001 |
tilt_INDUSTRY |
| 2025-05-22 |
2025-05-23 |
value_gc |
1.5497 |
0.0002 |
0.0004 |
alpha_VALUE |
| 2025-05-22 |
2025-05-23 |
value_liq |
0.7205 |
0.0001 |
0.0001 |
alpha_VALUE |
| 2025-05-22 |
2025-05-23 |
ind_machinery |
-0.0941 |
0.0006 |
-0.0001 |
tilt_INDUSTRY |
| 2025-05-22 |
2025-05-23 |
ind_telecommunications_serices |
0.1220 |
-0.0039 |
-0.0005 |
tilt_INDUSTRY |
| 2025-05-22 |
2025-05-23 |
ind_insurance |
0.0773 |
0.0020 |
0.0002 |
tilt_INDUSTRY |
| 2025-05-22 |
2025-05-23 |
country_AU |
-0.1003 |
0.0019 |
-0.0002 |
tilt_COUNTRY |
| 2025-05-22 |
2025-05-23 |
ind_natural_gas_utilities |
-0.0007 |
-0.0043 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-22 |
2025-05-23 |
ind_semiconductors |
0.0506 |
-0.0040 |
-0.0002 |
tilt_INDUSTRY |
| 2025-05-22 |
2025-05-23 |
ind_computers_phones_household_electronics |
0.1229 |
-0.0061 |
-0.0008 |
tilt_INDUSTRY |
| 2025-05-22 |
2025-05-23 |
ind_automobile |
-0.0255 |
0.0042 |
-0.0001 |
tilt_INDUSTRY |
| 2025-05-22 |
2025-05-23 |
market |
0.0557 |
0.0014 |
0.0001 |
risk_exposure |
| 2025-05-22 |
2025-05-23 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-05-22 |
2025-05-23 |
ind_paper_forestry |
-0.0062 |
0.0056 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-22 |
2025-05-23 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-05-22 |
2025-05-23 |
ind_investment_services |
0.0155 |
-0.0002 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-22 |
2025-05-23 |
country_HK |
0.0047 |
0.0047 |
0.0000 |
tilt_COUNTRY |
| 2025-05-22 |
2025-05-23 |
ind_biotechnology |
0.0173 |
0.0077 |
0.0001 |
tilt_INDUSTRY |
| 2025-05-22 |
2025-05-23 |
size_MID |
-0.0938 |
0.0005 |
-0.0000 |
tilt_SIZE |
| 2025-05-22 |
2025-05-23 |
fmom |
0.1709 |
0.0002 |
0.0000 |
alpha_QUALITY |
| 2025-05-22 |
2025-05-23 |
ind_real_estate_operations |
0.0040 |
0.0008 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-22 |
2025-05-23 |
specret |
NaN |
NaN |
0.0025 |
unexplained |
| 2025-05-22 |
2025-05-23 |
ind_pharmaceuticals |
-0.0878 |
0.0051 |
-0.0005 |
tilt_INDUSTRY |
| 2025-05-22 |
2025-05-23 |
ind_holding_companies |
-0.0049 |
0.0089 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-22 |
2025-05-23 |
ind_media_publishing |
0.0164 |
-0.0009 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-22 |
2025-05-23 |
ind_electronic_equipment |
-0.0542 |
-0.0040 |
0.0002 |
tilt_INDUSTRY |
| 2025-05-22 |
2025-05-23 |
ind_food_tobacco |
0.1498 |
0.0004 |
0.0001 |
tilt_INDUSTRY |
| 2025-05-22 |
2025-05-23 |
ind_household_products_services |
-0.0198 |
0.0010 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-22 |
2025-05-23 |
ind_office_equipment |
0.0000 |
-0.0006 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-22 |
2025-05-23 |
country_KR |
-0.1004 |
0.0004 |
-0.0000 |
tilt_COUNTRY |
| 2025-05-22 |
2025-05-23 |
ind_oil_gas |
0.0067 |
0.0023 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-22 |
2025-05-23 |
ind_uranium |
-0.0028 |
0.0832 |
-0.0002 |
tilt_INDUSTRY |
| 2025-05-22 |
2025-05-23 |
ind_oil_gas_equipment_services |
-0.0145 |
-0.0002 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-22 |
2025-05-23 |
country_XH |
0.1643 |
0.0074 |
0.0012 |
tilt_COUNTRY |
| 2025-05-22 |
2025-05-23 |
ind_chemicals |
-0.0158 |
0.0040 |
-0.0001 |
tilt_INDUSTRY |
| 2025-05-22 |
2025-05-23 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-05-22 |
2025-05-23 |
ind_specialty_reatil |
0.0037 |
-0.0032 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-22 |
2025-05-23 |
ind_beverages |
-0.0859 |
0.0009 |
-0.0001 |
tilt_INDUSTRY |
| 2025-05-22 |
2025-05-23 |
linkage |
0.9385 |
-0.0002 |
-0.0002 |
alpha_MOMENTUM |
| 2025-05-22 |
2025-05-23 |
country_MY |
0.0059 |
0.0068 |
0.0000 |
tilt_COUNTRY |
| 2025-05-22 |
2025-05-23 |
ind_construction_materials |
-0.0036 |
-0.0021 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-22 |
2025-05-23 |
ind_water_utilities |
-0.0064 |
-0.0080 |
0.0001 |
tilt_INDUSTRY |
| 2025-05-22 |
2025-05-23 |
ind_banking_services |
-0.0904 |
0.0015 |
-0.0001 |
tilt_INDUSTRY |
| 2025-05-22 |
2025-05-23 |
ind_freight_logistics |
0.0171 |
-0.0034 |
-0.0001 |
tilt_INDUSTRY |
| 2025-05-22 |
2025-05-23 |
neglect |
0.8075 |
-0.0010 |
-0.0008 |
alpha_VALUE |
| 2025-05-22 |
2025-05-23 |
size_LARGE |
0.1594 |
-0.0006 |
-0.0001 |
tilt_SIZE |
| 2025-05-22 |
2025-05-23 |
pdiscrepancy |
NaN |
NaN |
-0.0000 |
unexplained |
| 2025-05-22 |
2025-05-23 |
country_JP |
0.0487 |
0.0060 |
0.0003 |
tilt_COUNTRY |
| 2025-05-22 |
2025-05-23 |
country_ID |
0.0130 |
0.0032 |
0.0000 |
tilt_COUNTRY |
| 2025-05-22 |
2025-05-23 |
ind_consumer_goods_conglomerates |
0.0001 |
0.0114 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-22 |
2025-05-23 |
country_CN |
-0.0871 |
-0.0062 |
0.0005 |
tilt_COUNTRY |
| 2025-05-22 |
2025-05-23 |
size_SMALL |
-0.0035 |
-0.0001 |
0.0000 |
tilt_SIZE |
| 2025-05-22 |
2025-05-23 |
reversal |
1.0048 |
-0.0002 |
-0.0002 |
alpha_REVERSAL |
| 2025-05-22 |
2025-05-23 |
ind_commercial_services_supplies |
0.0306 |
-0.0054 |
-0.0002 |
tilt_INDUSTRY |
| 2025-05-22 |
2025-05-23 |
sdiscrepancy |
NaN |
NaN |
0.0002 |
unexplained |
| 2025-05-22 |
2025-05-23 |
ind_household_goods |
-0.0040 |
0.0024 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-22 |
2025-05-23 |
ind_homebuilding_building_products |
-0.0347 |
0.0010 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-22 |
2025-05-23 |
country_SG |
0.0116 |
0.0011 |
0.0000 |
tilt_COUNTRY |
| 2025-05-22 |
2025-05-23 |
ind_communications_equipment |
-0.0164 |
-0.0064 |
0.0001 |
tilt_INDUSTRY |
| 2025-05-22 |
2025-05-23 |
revision |
0.6714 |
-0.0000 |
-0.0000 |
alpha_REVISION |
| 2025-05-22 |
2025-05-23 |
ind_food_drug_retail |
0.0484 |
-0.0034 |
-0.0002 |
tilt_INDUSTRY |
| 2025-05-22 |
2025-05-23 |
ind_textiles_apparel |
-0.0262 |
-0.0009 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-22 |
2025-05-23 |
ind_passenger_transportation |
0.0678 |
-0.0037 |
-0.0003 |
tilt_INDUSTRY |
| 2025-05-22 |
2025-05-23 |
ind_integrated_hardware_software |
0.0081 |
-0.0067 |
-0.0001 |
tilt_INDUSTRY |
| 2025-05-22 |
2025-05-23 |
ind_transportation_infrastructure |
-0.0025 |
-0.0064 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-22 |
2025-05-23 |
stability |
4.6740 |
0.0007 |
0.0034 |
alpha_QUALITY |
| 2025-05-22 |
2025-05-23 |
ind_fintech |
0.0003 |
-0.0048 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-22 |
2025-05-23 |
country_TH |
0.0234 |
0.0031 |
0.0001 |
tilt_COUNTRY |
| 2025-05-22 |
2025-05-23 |
country_IN |
0.0157 |
0.0068 |
0.0001 |
tilt_COUNTRY |
| 2025-05-22 |
2025-05-23 |
ind_metals_mining |
-0.1146 |
0.0037 |
-0.0004 |
tilt_INDUSTRY |
| 2025-05-22 |
2025-05-23 |
sbeta_market |
0.0302 |
-0.0049 |
-0.0001 |
risk_exposure |
| 2025-05-22 |
2025-05-23 |
ind_multiline_utilities |
-0.0129 |
-0.0128 |
0.0002 |
tilt_INDUSTRY |
| 2025-05-22 |
2025-05-23 |
ind_containers_packaging |
-0.0042 |
-0.0012 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-22 |
2025-05-23 |
country_PH |
0.0024 |
0.0217 |
0.0001 |
tilt_COUNTRY |
| 2025-05-22 |
2025-05-23 |
ind_hotels_entertainment |
-0.0560 |
0.0003 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-22 |
2025-05-23 |
country_TW |
0.0721 |
0.0028 |
0.0002 |
tilt_COUNTRY |
| 2025-05-22 |
2025-05-23 |
ind_coal |
-0.0510 |
0.0019 |
-0.0001 |
tilt_INDUSTRY |
| 2025-05-23 |
2025-05-26 |
fmom |
0.1896 |
-0.0001 |
-0.0000 |
alpha_QUALITY |
| 2025-05-23 |
2025-05-26 |
ind_communications_equipment |
-0.0127 |
0.0064 |
-0.0001 |
tilt_INDUSTRY |
| 2025-05-23 |
2025-05-26 |
ind_banking_services |
-0.0932 |
-0.0024 |
0.0002 |
tilt_INDUSTRY |
| 2025-05-23 |
2025-05-26 |
country_PH |
0.0024 |
-0.0064 |
-0.0000 |
tilt_COUNTRY |
| 2025-05-23 |
2025-05-26 |
ind_coal |
-0.0513 |
-0.0005 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-23 |
2025-05-26 |
ind_media_publishing |
0.0193 |
0.0067 |
0.0001 |
tilt_INDUSTRY |
| 2025-05-23 |
2025-05-26 |
ind_computers_phones_household_electronics |
0.1219 |
0.0048 |
0.0006 |
tilt_INDUSTRY |
| 2025-05-23 |
2025-05-26 |
ind_oil_gas |
0.0133 |
0.0026 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-23 |
2025-05-26 |
ind_software_it_services |
0.1424 |
0.0054 |
0.0008 |
tilt_INDUSTRY |
| 2025-05-23 |
2025-05-26 |
country_HK |
0.0126 |
-0.0049 |
-0.0001 |
tilt_COUNTRY |
| 2025-05-23 |
2025-05-26 |
ind_diversified_retail |
0.0020 |
-0.0075 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-23 |
2025-05-26 |
country_MY |
0.0061 |
-0.0022 |
-0.0000 |
tilt_COUNTRY |
| 2025-05-23 |
2025-05-26 |
market |
0.0584 |
-0.0017 |
-0.0001 |
risk_exposure |
| 2025-05-23 |
2025-05-26 |
bcost |
NaN |
NaN |
-0.0009 |
cost |
| 2025-05-23 |
2025-05-26 |
ind_commercial_services_supplies |
0.0317 |
0.0029 |
0.0001 |
tilt_INDUSTRY |
| 2025-05-23 |
2025-05-26 |
ind_automobile |
-0.0289 |
-0.0102 |
0.0003 |
tilt_INDUSTRY |
| 2025-05-23 |
2025-05-26 |
size_LARGE |
0.1653 |
-0.0013 |
-0.0002 |
tilt_SIZE |
| 2025-05-23 |
2025-05-26 |
ind_industrial_distribution |
0.0248 |
-0.0086 |
-0.0002 |
tilt_INDUSTRY |
| 2025-05-23 |
2025-05-26 |
ind_electric_utilities_ipps |
-0.0562 |
0.0042 |
-0.0002 |
tilt_INDUSTRY |
| 2025-05-23 |
2025-05-26 |
ind_hotels_entertainment |
-0.0513 |
0.0032 |
-0.0002 |
tilt_INDUSTRY |
| 2025-05-23 |
2025-05-26 |
ind_biotechnology |
0.0166 |
-0.0139 |
-0.0002 |
tilt_INDUSTRY |
| 2025-05-23 |
2025-05-26 |
ind_uranium |
-0.0029 |
0.0882 |
-0.0003 |
tilt_INDUSTRY |
| 2025-05-23 |
2025-05-26 |
linearCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-05-23 |
2025-05-26 |
country_ID |
0.0130 |
0.0003 |
0.0000 |
tilt_COUNTRY |
| 2025-05-23 |
2025-05-26 |
country_AU |
-0.0998 |
-0.0020 |
0.0002 |
tilt_COUNTRY |
| 2025-05-23 |
2025-05-26 |
specret |
NaN |
NaN |
-0.0000 |
unexplained |
| 2025-05-23 |
2025-05-26 |
size_SMALL |
-0.0023 |
0.0016 |
-0.0000 |
tilt_SIZE |
| 2025-05-23 |
2025-05-26 |
stability |
4.6952 |
0.0000 |
0.0001 |
alpha_QUALITY |
| 2025-05-23 |
2025-05-26 |
ind_transportation_infrastructure |
0.0028 |
0.0016 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-23 |
2025-05-26 |
impactCost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-05-23 |
2025-05-26 |
ind_electronic_equipment |
-0.0540 |
0.0007 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-23 |
2025-05-26 |
country_KR |
-0.1016 |
0.0192 |
-0.0020 |
tilt_COUNTRY |
| 2025-05-23 |
2025-05-26 |
ind_consumer_goods_conglomerates |
0.0007 |
0.0025 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-23 |
2025-05-26 |
ind_real_estate_operations |
0.0048 |
0.0002 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-23 |
2025-05-26 |
ind_construction_engineering |
0.0503 |
0.0037 |
0.0002 |
tilt_INDUSTRY |
| 2025-05-23 |
2025-05-26 |
ind_natural_gas_utilities |
-0.0000 |
0.0032 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-23 |
2025-05-26 |
ind_freight_logistics |
0.0154 |
0.0008 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-23 |
2025-05-26 |
ind_multiline_utilities |
-0.0130 |
0.0091 |
-0.0001 |
tilt_INDUSTRY |
| 2025-05-23 |
2025-05-26 |
country_NZ |
-0.0183 |
-0.0054 |
0.0001 |
tilt_COUNTRY |
| 2025-05-23 |
2025-05-26 |
pdiscrepancy |
NaN |
NaN |
0.0000 |
unexplained |
| 2025-05-23 |
2025-05-26 |
ind_food_tobacco |
0.1501 |
0.0032 |
0.0005 |
tilt_INDUSTRY |
| 2025-05-23 |
2025-05-26 |
ind_office_equipment |
0.0000 |
-0.0035 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-23 |
2025-05-26 |
ind_healthcare_equipment_supplies |
-0.0978 |
-0.0066 |
0.0006 |
tilt_INDUSTRY |
| 2025-05-23 |
2025-05-26 |
neglect |
0.8106 |
0.0011 |
0.0009 |
alpha_VALUE |
| 2025-05-23 |
2025-05-26 |
ind_paper_forestry |
-0.0064 |
-0.0034 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-23 |
2025-05-26 |
ind_household_goods |
-0.0040 |
-0.0059 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-23 |
2025-05-26 |
ind_household_products_services |
-0.0198 |
-0.0065 |
0.0001 |
tilt_INDUSTRY |
| 2025-05-23 |
2025-05-26 |
ind_insurance |
0.0773 |
0.0039 |
0.0003 |
tilt_INDUSTRY |
| 2025-05-23 |
2025-05-26 |
reversal |
0.8919 |
0.0017 |
0.0015 |
alpha_REVERSAL |
| 2025-05-23 |
2025-05-26 |
ind_fintech |
0.0002 |
-0.0026 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-23 |
2025-05-26 |
sdiscrepancy |
NaN |
NaN |
-0.0000 |
unexplained |
| 2025-05-23 |
2025-05-26 |
size_MICRO |
-0.0066 |
0.0016 |
-0.0000 |
tilt_SIZE |
| 2025-05-23 |
2025-05-26 |
ind_telecommunications_serices |
0.1220 |
0.0069 |
0.0008 |
tilt_INDUSTRY |
| 2025-05-23 |
2025-05-26 |
value_liq |
0.7449 |
-0.0016 |
-0.0012 |
alpha_VALUE |
| 2025-05-23 |
2025-05-26 |
ind_pharmaceuticals |
-0.0876 |
-0.0103 |
0.0009 |
tilt_INDUSTRY |
| 2025-05-23 |
2025-05-26 |
ind_containers_packaging |
-0.0043 |
0.0003 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-23 |
2025-05-26 |
ind_healthcare_providers_services |
0.0402 |
-0.0015 |
-0.0001 |
tilt_INDUSTRY |
| 2025-05-23 |
2025-05-26 |
country_JP |
0.0346 |
0.0042 |
0.0001 |
tilt_COUNTRY |
| 2025-05-23 |
2025-05-26 |
ind_water_utilities |
-0.0062 |
0.0008 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-23 |
2025-05-26 |
ind_machinery |
-0.0942 |
-0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-23 |
2025-05-26 |
ind_metals_mining |
-0.1143 |
0.0022 |
-0.0003 |
tilt_INDUSTRY |
| 2025-05-23 |
2025-05-26 |
ind_leisure_products |
0.0082 |
-0.0016 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-23 |
2025-05-26 |
ind_holding_companies |
-0.0047 |
-0.0062 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-23 |
2025-05-26 |
sbeta_market |
0.0275 |
0.0041 |
0.0001 |
risk_exposure |
| 2025-05-23 |
2025-05-26 |
ind_food_drug_retail |
0.0486 |
0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-23 |
2025-05-26 |
country_TW |
0.0687 |
-0.0070 |
-0.0005 |
tilt_COUNTRY |
| 2025-05-23 |
2025-05-26 |
quality |
3.1832 |
-0.0007 |
-0.0021 |
alpha_QUALITY |
| 2025-05-23 |
2025-05-26 |
fcost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-05-23 |
2025-05-26 |
size_MID |
-0.0980 |
-0.0006 |
0.0001 |
tilt_SIZE |
| 2025-05-23 |
2025-05-26 |
momentum |
-0.1154 |
0.0005 |
-0.0001 |
alpha_MOMENTUM |
| 2025-05-23 |
2025-05-26 |
country_XH |
0.1615 |
-0.0111 |
-0.0018 |
tilt_COUNTRY |
| 2025-05-23 |
2025-05-26 |
revision |
0.7385 |
-0.0003 |
-0.0002 |
alpha_REVISION |
| 2025-05-23 |
2025-05-26 |
country_CN |
-0.0895 |
-0.0013 |
0.0001 |
tilt_COUNTRY |
| 2025-05-23 |
2025-05-26 |
ind_beverages |
-0.0862 |
-0.0051 |
0.0004 |
tilt_INDUSTRY |
| 2025-05-23 |
2025-05-26 |
ind_construction_materials |
-0.0036 |
-0.0035 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-23 |
2025-05-26 |
ind_investment_services |
0.0163 |
-0.0015 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-23 |
2025-05-26 |
linkage |
0.9293 |
0.0002 |
0.0002 |
alpha_MOMENTUM |
| 2025-05-23 |
2025-05-26 |
ind_homebuilding_building_products |
-0.0350 |
0.0022 |
-0.0001 |
tilt_INDUSTRY |
| 2025-05-23 |
2025-05-26 |
country_SG |
0.0154 |
-0.0022 |
-0.0000 |
tilt_COUNTRY |
| 2025-05-23 |
2025-05-26 |
country_IN |
0.0145 |
0.0062 |
0.0001 |
tilt_COUNTRY |
| 2025-05-23 |
2025-05-26 |
ind_oil_gas_equipment_services |
-0.0145 |
0.0001 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-23 |
2025-05-26 |
ind_specialty_reatil |
0.0019 |
-0.0048 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-23 |
2025-05-26 |
ind_textiles_apparel |
-0.0296 |
-0.0023 |
0.0001 |
tilt_INDUSTRY |
| 2025-05-23 |
2025-05-26 |
ind_aerospace_defense |
0.0040 |
0.0007 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-23 |
2025-05-26 |
value_gc |
1.5864 |
-0.0001 |
-0.0002 |
alpha_VALUE |
| 2025-05-23 |
2025-05-26 |
ind_renewable_energy |
0.0182 |
-0.0001 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-23 |
2025-05-26 |
ind_passenger_transportation |
0.0684 |
0.0095 |
0.0006 |
tilt_INDUSTRY |
| 2025-05-23 |
2025-05-26 |
country_TH |
0.0390 |
-0.0009 |
-0.0000 |
tilt_COUNTRY |
| 2025-05-23 |
2025-05-26 |
ind_integrated_hardware_software |
0.0083 |
0.0146 |
0.0001 |
tilt_INDUSTRY |
| 2025-05-23 |
2025-05-26 |
ind_chemicals |
-0.0259 |
-0.0009 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-23 |
2025-05-26 |
ind_semiconductors |
0.0519 |
0.0032 |
0.0002 |
tilt_INDUSTRY |
| 2025-05-26 |
2025-05-27 |
country_TW |
0.0663 |
-0.0068 |
-0.0005 |
tilt_COUNTRY |
| 2025-05-26 |
2025-05-27 |
ind_investment_services |
0.0165 |
0.0037 |
0.0001 |
tilt_INDUSTRY |
| 2025-05-26 |
2025-05-27 |
specret |
NaN |
NaN |
-0.0077 |
unexplained |
| 2025-05-26 |
2025-05-27 |
ind_commercial_services_supplies |
0.0301 |
-0.0008 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-26 |
2025-05-27 |
ind_food_drug_retail |
0.0486 |
-0.0047 |
-0.0002 |
tilt_INDUSTRY |
| 2025-05-26 |
2025-05-27 |
size_LARGE |
0.1564 |
-0.0007 |
-0.0001 |
tilt_SIZE |
| 2025-05-26 |
2025-05-27 |
country_JP |
0.0079 |
0.0054 |
0.0000 |
tilt_COUNTRY |
| 2025-05-26 |
2025-05-27 |
value_liq |
0.8126 |
0.0003 |
0.0002 |
alpha_VALUE |
| 2025-05-26 |
2025-05-27 |
ind_pharmaceuticals |
-0.0853 |
0.0099 |
-0.0008 |
tilt_INDUSTRY |
| 2025-05-26 |
2025-05-27 |
reversal |
0.9722 |
-0.0010 |
-0.0010 |
alpha_REVERSAL |
| 2025-05-26 |
2025-05-27 |
ind_paper_forestry |
-0.0064 |
-0.0005 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-26 |
2025-05-27 |
country_AU |
-0.0994 |
0.0057 |
-0.0006 |
tilt_COUNTRY |
| 2025-05-26 |
2025-05-27 |
ind_passenger_transportation |
0.0688 |
-0.0020 |
-0.0001 |
tilt_INDUSTRY |
| 2025-05-26 |
2025-05-27 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-05-26 |
2025-05-27 |
ind_household_goods |
-0.0040 |
-0.0019 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-26 |
2025-05-27 |
ind_specialty_reatil |
0.0000 |
-0.0008 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-26 |
2025-05-27 |
ind_semiconductors |
0.0490 |
-0.0041 |
-0.0002 |
tilt_INDUSTRY |
| 2025-05-26 |
2025-05-27 |
ind_oil_gas_equipment_services |
-0.0145 |
-0.0018 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-26 |
2025-05-27 |
country_CN |
-0.1034 |
-0.0017 |
0.0002 |
tilt_COUNTRY |
| 2025-05-26 |
2025-05-27 |
momentum |
-0.1305 |
-0.0005 |
0.0001 |
alpha_MOMENTUM |
| 2025-05-26 |
2025-05-27 |
ind_consumer_goods_conglomerates |
0.0009 |
0.0125 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-26 |
2025-05-27 |
ind_oil_gas |
0.0156 |
-0.0013 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-26 |
2025-05-27 |
market |
0.0347 |
0.0016 |
0.0001 |
risk_exposure |
| 2025-05-26 |
2025-05-27 |
pdiscrepancy |
NaN |
NaN |
-0.0000 |
unexplained |
| 2025-05-26 |
2025-05-27 |
ind_media_publishing |
0.0222 |
-0.0042 |
-0.0001 |
tilt_INDUSTRY |
| 2025-05-26 |
2025-05-27 |
ind_textiles_apparel |
-0.0320 |
0.0040 |
-0.0001 |
tilt_INDUSTRY |
| 2025-05-26 |
2025-05-27 |
country_PH |
0.0024 |
-0.0015 |
-0.0000 |
tilt_COUNTRY |
| 2025-05-26 |
2025-05-27 |
ind_construction_engineering |
0.0518 |
-0.0016 |
-0.0001 |
tilt_INDUSTRY |
| 2025-05-26 |
2025-05-27 |
ind_hotels_entertainment |
-0.0505 |
0.0025 |
-0.0001 |
tilt_INDUSTRY |
| 2025-05-26 |
2025-05-27 |
ind_multiline_utilities |
-0.0129 |
-0.0064 |
0.0001 |
tilt_INDUSTRY |
| 2025-05-26 |
2025-05-27 |
impactCost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-05-26 |
2025-05-27 |
ind_biotechnology |
0.0154 |
0.0194 |
0.0003 |
tilt_INDUSTRY |
| 2025-05-26 |
2025-05-27 |
ind_construction_materials |
-0.0036 |
-0.0028 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-26 |
2025-05-27 |
ind_water_utilities |
-0.0064 |
0.0038 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-26 |
2025-05-27 |
country_MY |
0.0060 |
-0.0048 |
-0.0000 |
tilt_COUNTRY |
| 2025-05-26 |
2025-05-27 |
ind_holding_companies |
-0.0044 |
0.0012 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-26 |
2025-05-27 |
ind_banking_services |
-0.0943 |
0.0034 |
-0.0003 |
tilt_INDUSTRY |
| 2025-05-26 |
2025-05-27 |
ind_natural_gas_utilities |
0.0010 |
-0.0016 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-26 |
2025-05-27 |
ind_industrial_distribution |
0.0279 |
0.0020 |
0.0001 |
tilt_INDUSTRY |
| 2025-05-26 |
2025-05-27 |
ind_fintech |
-0.0003 |
0.0053 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-26 |
2025-05-27 |
ind_insurance |
0.0782 |
0.0040 |
0.0003 |
tilt_INDUSTRY |
| 2025-05-26 |
2025-05-27 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-05-26 |
2025-05-27 |
ind_software_it_services |
0.1337 |
-0.0033 |
-0.0004 |
tilt_INDUSTRY |
| 2025-05-26 |
2025-05-27 |
ind_communications_equipment |
-0.0107 |
-0.0019 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-26 |
2025-05-27 |
ind_computers_phones_household_electronics |
0.1200 |
-0.0036 |
-0.0004 |
tilt_INDUSTRY |
| 2025-05-26 |
2025-05-27 |
ind_household_products_services |
-0.0198 |
0.0005 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-26 |
2025-05-27 |
ind_coal |
-0.0511 |
-0.0042 |
0.0002 |
tilt_INDUSTRY |
| 2025-05-26 |
2025-05-27 |
neglect |
0.8181 |
0.0004 |
0.0004 |
alpha_VALUE |
| 2025-05-26 |
2025-05-27 |
ind_renewable_energy |
0.0179 |
-0.0024 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-26 |
2025-05-27 |
ind_office_equipment |
0.0000 |
-0.0073 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-26 |
2025-05-27 |
country_NZ |
-0.0187 |
0.0015 |
-0.0000 |
tilt_COUNTRY |
| 2025-05-26 |
2025-05-27 |
country_SG |
0.0209 |
0.0042 |
0.0001 |
tilt_COUNTRY |
| 2025-05-26 |
2025-05-27 |
ind_food_tobacco |
0.1499 |
0.0027 |
0.0004 |
tilt_INDUSTRY |
| 2025-05-26 |
2025-05-27 |
ind_diversified_retail |
0.0019 |
-0.0002 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-26 |
2025-05-27 |
ind_beverages |
-0.0878 |
0.0045 |
-0.0004 |
tilt_INDUSTRY |
| 2025-05-26 |
2025-05-27 |
revision |
0.7924 |
-0.0007 |
-0.0005 |
alpha_REVISION |
| 2025-05-26 |
2025-05-27 |
quality |
3.2516 |
0.0007 |
0.0022 |
alpha_QUALITY |
| 2025-05-26 |
2025-05-27 |
linkage |
0.9393 |
0.0005 |
0.0005 |
alpha_MOMENTUM |
| 2025-05-26 |
2025-05-27 |
country_HK |
0.0218 |
0.0061 |
0.0001 |
tilt_COUNTRY |
| 2025-05-26 |
2025-05-27 |
ind_homebuilding_building_products |
-0.0348 |
0.0003 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-26 |
2025-05-27 |
ind_integrated_hardware_software |
0.0083 |
-0.0011 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-26 |
2025-05-27 |
ind_aerospace_defense |
0.0037 |
0.0060 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-26 |
2025-05-27 |
sdiscrepancy |
NaN |
NaN |
-0.0001 |
unexplained |
| 2025-05-26 |
2025-05-27 |
ind_real_estate_operations |
0.0054 |
0.0014 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-26 |
2025-05-27 |
ind_freight_logistics |
0.0133 |
0.0017 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-26 |
2025-05-27 |
stability |
4.7122 |
-0.0004 |
-0.0020 |
alpha_QUALITY |
| 2025-05-26 |
2025-05-27 |
ind_chemicals |
-0.0378 |
0.0033 |
-0.0001 |
tilt_INDUSTRY |
| 2025-05-26 |
2025-05-27 |
ind_healthcare_equipment_supplies |
-0.0978 |
0.0049 |
-0.0005 |
tilt_INDUSTRY |
| 2025-05-26 |
2025-05-27 |
sbeta_market |
0.0095 |
-0.0033 |
-0.0000 |
risk_exposure |
| 2025-05-26 |
2025-05-27 |
country_IN |
0.0132 |
-0.0019 |
-0.0000 |
tilt_COUNTRY |
| 2025-05-26 |
2025-05-27 |
size_MID |
-0.1041 |
-0.0012 |
0.0001 |
tilt_SIZE |
| 2025-05-26 |
2025-05-27 |
size_MICRO |
-0.0094 |
0.0048 |
-0.0000 |
tilt_SIZE |
| 2025-05-26 |
2025-05-27 |
ind_leisure_products |
0.0055 |
0.0028 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-26 |
2025-05-27 |
fmom |
0.2432 |
0.0001 |
0.0000 |
alpha_QUALITY |
| 2025-05-26 |
2025-05-27 |
ind_automobile |
-0.0322 |
-0.0024 |
0.0001 |
tilt_INDUSTRY |
| 2025-05-26 |
2025-05-27 |
ind_machinery |
-0.0862 |
-0.0026 |
0.0002 |
tilt_INDUSTRY |
| 2025-05-26 |
2025-05-27 |
value_gc |
1.6712 |
-0.0002 |
-0.0003 |
alpha_VALUE |
| 2025-05-26 |
2025-05-27 |
ind_metals_mining |
-0.1162 |
-0.0082 |
0.0010 |
tilt_INDUSTRY |
| 2025-05-26 |
2025-05-27 |
country_ID |
0.0130 |
0.0026 |
0.0000 |
tilt_COUNTRY |
| 2025-05-26 |
2025-05-27 |
country_XH |
0.1562 |
0.0064 |
0.0010 |
tilt_COUNTRY |
| 2025-05-26 |
2025-05-27 |
ind_containers_packaging |
-0.0042 |
0.0027 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-26 |
2025-05-27 |
ind_electronic_equipment |
-0.0540 |
-0.0059 |
0.0003 |
tilt_INDUSTRY |
| 2025-05-26 |
2025-05-27 |
country_KR |
-0.1021 |
-0.0039 |
0.0004 |
tilt_COUNTRY |
| 2025-05-26 |
2025-05-27 |
ind_transportation_infrastructure |
0.0081 |
-0.0006 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-26 |
2025-05-27 |
ind_telecommunications_serices |
0.1217 |
0.0022 |
0.0003 |
tilt_INDUSTRY |
| 2025-05-26 |
2025-05-27 |
ind_uranium |
-0.0028 |
-0.0155 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-26 |
2025-05-27 |
ind_electric_utilities_ipps |
-0.0647 |
-0.0017 |
0.0001 |
tilt_INDUSTRY |
| 2025-05-26 |
2025-05-27 |
linearCost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-05-26 |
2025-05-27 |
ind_healthcare_providers_services |
0.0405 |
0.0020 |
0.0001 |
tilt_INDUSTRY |
| 2025-05-26 |
2025-05-27 |
size_SMALL |
-0.0081 |
0.0018 |
-0.0000 |
tilt_SIZE |
| 2025-05-26 |
2025-05-27 |
country_TH |
0.0506 |
-0.0129 |
-0.0007 |
tilt_COUNTRY |
| 2025-05-27 |
2025-05-28 |
ind_passenger_transportation |
0.0691 |
0.0007 |
0.0001 |
tilt_INDUSTRY |
| 2025-05-27 |
2025-05-28 |
ind_office_equipment |
0.0000 |
0.0009 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-27 |
2025-05-28 |
ind_integrated_hardware_software |
0.0083 |
0.0065 |
0.0001 |
tilt_INDUSTRY |
| 2025-05-27 |
2025-05-28 |
ind_electric_utilities_ipps |
-0.0672 |
-0.0036 |
0.0002 |
tilt_INDUSTRY |
| 2025-05-27 |
2025-05-28 |
neglect |
0.7889 |
0.0001 |
0.0001 |
alpha_VALUE |
| 2025-05-27 |
2025-05-28 |
ind_household_products_services |
-0.0200 |
-0.0009 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-27 |
2025-05-28 |
country_PH |
0.0024 |
0.0033 |
0.0000 |
tilt_COUNTRY |
| 2025-05-27 |
2025-05-28 |
country_AU |
-0.0994 |
-0.0002 |
0.0000 |
tilt_COUNTRY |
| 2025-05-27 |
2025-05-28 |
ind_renewable_energy |
0.0177 |
-0.0021 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-27 |
2025-05-28 |
ind_aerospace_defense |
0.0031 |
-0.0040 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-27 |
2025-05-28 |
ind_healthcare_equipment_supplies |
-0.0971 |
-0.0035 |
0.0003 |
tilt_INDUSTRY |
| 2025-05-27 |
2025-05-28 |
ind_containers_packaging |
-0.0042 |
0.0059 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-27 |
2025-05-28 |
ind_investment_services |
0.0167 |
-0.0003 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-27 |
2025-05-28 |
fmom |
0.2796 |
0.0013 |
0.0004 |
alpha_QUALITY |
| 2025-05-27 |
2025-05-28 |
size_MICRO |
-0.0101 |
-0.0002 |
0.0000 |
tilt_SIZE |
| 2025-05-27 |
2025-05-28 |
linearCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-05-27 |
2025-05-28 |
country_ID |
0.0128 |
-0.0100 |
-0.0001 |
tilt_COUNTRY |
| 2025-05-27 |
2025-05-28 |
ind_transportation_infrastructure |
0.0110 |
0.0032 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-27 |
2025-05-28 |
ind_biotechnology |
0.0152 |
-0.0119 |
-0.0002 |
tilt_INDUSTRY |
| 2025-05-27 |
2025-05-28 |
ind_hotels_entertainment |
-0.0510 |
0.0006 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-27 |
2025-05-28 |
ind_construction_engineering |
0.0539 |
0.0007 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-27 |
2025-05-28 |
ind_real_estate_operations |
0.0063 |
0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-27 |
2025-05-28 |
stability |
4.6992 |
0.0008 |
0.0036 |
alpha_QUALITY |
| 2025-05-27 |
2025-05-28 |
ind_computers_phones_household_electronics |
0.1204 |
0.0066 |
0.0008 |
tilt_INDUSTRY |
| 2025-05-27 |
2025-05-28 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-05-27 |
2025-05-28 |
ind_leisure_products |
0.0019 |
0.0037 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-27 |
2025-05-28 |
ind_oil_gas |
0.0173 |
0.0072 |
0.0001 |
tilt_INDUSTRY |
| 2025-05-27 |
2025-05-28 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-05-27 |
2025-05-28 |
ind_oil_gas_equipment_services |
-0.0145 |
0.0140 |
-0.0002 |
tilt_INDUSTRY |
| 2025-05-27 |
2025-05-28 |
ind_food_tobacco |
0.1496 |
-0.0011 |
-0.0002 |
tilt_INDUSTRY |
| 2025-05-27 |
2025-05-28 |
ind_media_publishing |
0.0235 |
-0.0030 |
-0.0001 |
tilt_INDUSTRY |
| 2025-05-27 |
2025-05-28 |
revision |
0.8371 |
0.0004 |
0.0004 |
alpha_REVISION |
| 2025-05-27 |
2025-05-28 |
country_HK |
0.0312 |
0.0007 |
0.0000 |
tilt_COUNTRY |
| 2025-05-27 |
2025-05-28 |
country_TH |
0.0558 |
0.0034 |
0.0002 |
tilt_COUNTRY |
| 2025-05-27 |
2025-05-28 |
ind_water_utilities |
-0.0066 |
0.0026 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-27 |
2025-05-28 |
ind_household_goods |
-0.0039 |
0.0063 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-27 |
2025-05-28 |
ind_uranium |
-0.0027 |
0.0092 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-27 |
2025-05-28 |
size_SMALL |
-0.0062 |
0.0000 |
-0.0000 |
tilt_SIZE |
| 2025-05-27 |
2025-05-28 |
sbeta_market |
0.0204 |
-0.0044 |
-0.0001 |
risk_exposure |
| 2025-05-27 |
2025-05-28 |
ind_multiline_utilities |
-0.0128 |
-0.0009 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-27 |
2025-05-28 |
ind_industrial_distribution |
0.0307 |
0.0002 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-27 |
2025-05-28 |
value_liq |
0.8532 |
0.0006 |
0.0005 |
alpha_VALUE |
| 2025-05-27 |
2025-05-28 |
ind_construction_materials |
-0.0036 |
-0.0034 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-27 |
2025-05-28 |
ind_freight_logistics |
0.0124 |
0.0026 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-27 |
2025-05-28 |
size_LARGE |
0.1484 |
-0.0005 |
-0.0001 |
tilt_SIZE |
| 2025-05-27 |
2025-05-28 |
country_NZ |
-0.0181 |
-0.0221 |
0.0004 |
tilt_COUNTRY |
| 2025-05-27 |
2025-05-28 |
ind_insurance |
0.0787 |
-0.0002 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-27 |
2025-05-28 |
specret |
NaN |
NaN |
-0.0014 |
unexplained |
| 2025-05-27 |
2025-05-28 |
country_TW |
0.0664 |
-0.0011 |
-0.0001 |
tilt_COUNTRY |
| 2025-05-27 |
2025-05-28 |
country_MY |
0.0060 |
0.0012 |
0.0000 |
tilt_COUNTRY |
| 2025-05-27 |
2025-05-28 |
linkage |
0.9546 |
0.0000 |
0.0000 |
alpha_MOMENTUM |
| 2025-05-27 |
2025-05-28 |
ind_commercial_services_supplies |
0.0283 |
0.0018 |
0.0001 |
tilt_INDUSTRY |
| 2025-05-27 |
2025-05-28 |
ind_chemicals |
-0.0432 |
-0.0027 |
0.0001 |
tilt_INDUSTRY |
| 2025-05-27 |
2025-05-28 |
size_MID |
-0.0969 |
0.0003 |
-0.0000 |
tilt_SIZE |
| 2025-05-27 |
2025-05-28 |
ind_natural_gas_utilities |
0.0021 |
0.0005 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-27 |
2025-05-28 |
ind_electronic_equipment |
-0.0552 |
0.0028 |
-0.0002 |
tilt_INDUSTRY |
| 2025-05-27 |
2025-05-28 |
country_KR |
-0.1002 |
0.0076 |
-0.0008 |
tilt_COUNTRY |
| 2025-05-27 |
2025-05-28 |
ind_software_it_services |
0.1285 |
-0.0034 |
-0.0004 |
tilt_INDUSTRY |
| 2025-05-27 |
2025-05-28 |
ind_holding_companies |
-0.0041 |
-0.0035 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-27 |
2025-05-28 |
ind_coal |
-0.0513 |
0.0101 |
-0.0005 |
tilt_INDUSTRY |
| 2025-05-27 |
2025-05-28 |
ind_homebuilding_building_products |
-0.0345 |
0.0010 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-27 |
2025-05-28 |
ind_food_drug_retail |
0.0485 |
-0.0024 |
-0.0001 |
tilt_INDUSTRY |
| 2025-05-27 |
2025-05-28 |
ind_banking_services |
-0.1016 |
-0.0021 |
0.0002 |
tilt_INDUSTRY |
| 2025-05-27 |
2025-05-28 |
ind_automobile |
-0.0317 |
0.0009 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-27 |
2025-05-28 |
country_SG |
0.0238 |
0.0012 |
0.0000 |
tilt_COUNTRY |
| 2025-05-27 |
2025-05-28 |
country_IN |
0.0131 |
-0.0007 |
-0.0000 |
tilt_COUNTRY |
| 2025-05-27 |
2025-05-28 |
ind_beverages |
-0.0878 |
0.0023 |
-0.0002 |
tilt_INDUSTRY |
| 2025-05-27 |
2025-05-28 |
ind_diversified_retail |
0.0015 |
-0.0039 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-27 |
2025-05-28 |
country_XH |
0.1500 |
0.0028 |
0.0004 |
tilt_COUNTRY |
| 2025-05-27 |
2025-05-28 |
quality |
3.2788 |
-0.0002 |
-0.0007 |
alpha_QUALITY |
| 2025-05-27 |
2025-05-28 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-05-27 |
2025-05-28 |
ind_textiles_apparel |
-0.0326 |
0.0036 |
-0.0001 |
tilt_INDUSTRY |
| 2025-05-27 |
2025-05-28 |
country_JP |
-0.0119 |
0.0009 |
-0.0000 |
tilt_COUNTRY |
| 2025-05-27 |
2025-05-28 |
ind_pharmaceuticals |
-0.0794 |
-0.0044 |
0.0003 |
tilt_INDUSTRY |
| 2025-05-27 |
2025-05-28 |
reversal |
1.1063 |
0.0010 |
0.0011 |
alpha_REVERSAL |
| 2025-05-27 |
2025-05-28 |
sdiscrepancy |
NaN |
NaN |
-0.0001 |
unexplained |
| 2025-05-27 |
2025-05-28 |
ind_paper_forestry |
-0.0067 |
-0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-27 |
2025-05-28 |
ind_machinery |
-0.0706 |
0.0004 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-27 |
2025-05-28 |
ind_telecommunications_serices |
0.1211 |
-0.0028 |
-0.0003 |
tilt_INDUSTRY |
| 2025-05-27 |
2025-05-28 |
ind_specialty_reatil |
-0.0020 |
-0.0013 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-27 |
2025-05-28 |
ind_semiconductors |
0.0477 |
0.0036 |
0.0002 |
tilt_INDUSTRY |
| 2025-05-27 |
2025-05-28 |
country_CN |
-0.0968 |
-0.0011 |
0.0001 |
tilt_COUNTRY |
| 2025-05-27 |
2025-05-28 |
value_gc |
1.7143 |
0.0009 |
0.0015 |
alpha_VALUE |
| 2025-05-27 |
2025-05-28 |
ind_fintech |
-0.0004 |
0.0019 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-27 |
2025-05-28 |
ind_consumer_goods_conglomerates |
0.0005 |
0.0024 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-27 |
2025-05-28 |
ind_healthcare_providers_services |
0.0405 |
-0.0029 |
-0.0001 |
tilt_INDUSTRY |
| 2025-05-27 |
2025-05-28 |
ind_metals_mining |
-0.1177 |
0.0012 |
-0.0001 |
tilt_INDUSTRY |
| 2025-05-27 |
2025-05-28 |
momentum |
-0.1280 |
-0.0012 |
0.0002 |
alpha_MOMENTUM |
| 2025-05-27 |
2025-05-28 |
market |
0.0352 |
0.0032 |
0.0001 |
risk_exposure |
| 2025-05-27 |
2025-05-28 |
pdiscrepancy |
NaN |
NaN |
0.0000 |
unexplained |
| 2025-05-27 |
2025-05-28 |
ind_communications_equipment |
-0.0100 |
0.0046 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-28 |
2025-05-29 |
ind_leisure_products |
-0.0005 |
0.0027 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-28 |
2025-05-29 |
ind_industrial_distribution |
0.0331 |
0.0043 |
0.0001 |
tilt_INDUSTRY |
| 2025-05-28 |
2025-05-29 |
sbeta_market |
0.0383 |
0.0162 |
0.0006 |
risk_exposure |
| 2025-05-28 |
2025-05-29 |
country_ID |
0.0128 |
0.0026 |
0.0000 |
tilt_COUNTRY |
| 2025-05-28 |
2025-05-29 |
ind_coal |
-0.0517 |
-0.0024 |
0.0001 |
tilt_INDUSTRY |
| 2025-05-28 |
2025-05-29 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-05-28 |
2025-05-29 |
ind_real_estate_operations |
0.0077 |
-0.0052 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-28 |
2025-05-29 |
ind_beverages |
-0.0869 |
-0.0090 |
0.0008 |
tilt_INDUSTRY |
| 2025-05-28 |
2025-05-29 |
ind_banking_services |
-0.1116 |
-0.0013 |
0.0001 |
tilt_INDUSTRY |
| 2025-05-28 |
2025-05-29 |
sdiscrepancy |
NaN |
NaN |
-0.0001 |
unexplained |
| 2025-05-28 |
2025-05-29 |
quality |
3.3013 |
-0.0004 |
-0.0015 |
alpha_QUALITY |
| 2025-05-28 |
2025-05-29 |
ind_metals_mining |
-0.1178 |
-0.0069 |
0.0008 |
tilt_INDUSTRY |
| 2025-05-28 |
2025-05-29 |
ind_homebuilding_building_products |
-0.0343 |
-0.0052 |
0.0002 |
tilt_INDUSTRY |
| 2025-05-28 |
2025-05-29 |
ind_software_it_services |
0.1280 |
0.0047 |
0.0006 |
tilt_INDUSTRY |
| 2025-05-28 |
2025-05-29 |
stability |
4.6960 |
-0.0000 |
-0.0000 |
alpha_QUALITY |
| 2025-05-28 |
2025-05-29 |
value_gc |
1.7183 |
0.0006 |
0.0011 |
alpha_VALUE |
| 2025-05-28 |
2025-05-29 |
ind_telecommunications_serices |
0.1209 |
0.0006 |
0.0001 |
tilt_INDUSTRY |
| 2025-05-28 |
2025-05-29 |
ind_renewable_energy |
0.0177 |
-0.0008 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-28 |
2025-05-29 |
country_SG |
0.0243 |
0.0002 |
0.0000 |
tilt_COUNTRY |
| 2025-05-28 |
2025-05-29 |
country_TH |
0.0635 |
0.0015 |
0.0001 |
tilt_COUNTRY |
| 2025-05-28 |
2025-05-29 |
ind_healthcare_providers_services |
0.0408 |
0.0033 |
0.0001 |
tilt_INDUSTRY |
| 2025-05-28 |
2025-05-29 |
ind_fintech |
0.0002 |
0.0048 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-28 |
2025-05-29 |
country_IN |
0.0130 |
0.0036 |
0.0000 |
tilt_COUNTRY |
| 2025-05-28 |
2025-05-29 |
country_NZ |
-0.0179 |
0.0037 |
-0.0001 |
tilt_COUNTRY |
| 2025-05-28 |
2025-05-29 |
country_HK |
0.0389 |
-0.0012 |
-0.0000 |
tilt_COUNTRY |
| 2025-05-28 |
2025-05-29 |
ind_insurance |
0.0801 |
0.0012 |
0.0001 |
tilt_INDUSTRY |
| 2025-05-28 |
2025-05-29 |
ind_aerospace_defense |
0.0031 |
0.0040 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-28 |
2025-05-29 |
revision |
0.8415 |
-0.0003 |
-0.0003 |
alpha_REVISION |
| 2025-05-28 |
2025-05-29 |
ind_machinery |
-0.0659 |
-0.0005 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-28 |
2025-05-29 |
linkage |
0.9369 |
0.0005 |
0.0005 |
alpha_MOMENTUM |
| 2025-05-28 |
2025-05-29 |
ind_office_equipment |
0.0000 |
0.0016 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-28 |
2025-05-29 |
ind_integrated_hardware_software |
0.0086 |
0.0149 |
0.0001 |
tilt_INDUSTRY |
| 2025-05-28 |
2025-05-29 |
ind_household_products_services |
-0.0205 |
-0.0126 |
0.0003 |
tilt_INDUSTRY |
| 2025-05-28 |
2025-05-29 |
ind_food_tobacco |
0.1491 |
-0.0059 |
-0.0009 |
tilt_INDUSTRY |
| 2025-05-28 |
2025-05-29 |
neglect |
0.7503 |
0.0006 |
0.0005 |
alpha_VALUE |
| 2025-05-28 |
2025-05-29 |
ind_communications_equipment |
-0.0130 |
0.0024 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-28 |
2025-05-29 |
ind_electric_utilities_ipps |
-0.0641 |
-0.0008 |
0.0001 |
tilt_INDUSTRY |
| 2025-05-28 |
2025-05-29 |
country_PH |
0.0024 |
0.0013 |
0.0000 |
tilt_COUNTRY |
| 2025-05-28 |
2025-05-29 |
ind_diversified_retail |
0.0013 |
0.0020 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-28 |
2025-05-29 |
ind_holding_companies |
-0.0038 |
-0.0017 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-28 |
2025-05-29 |
ind_natural_gas_utilities |
0.0030 |
-0.0032 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-28 |
2025-05-29 |
value_liq |
0.8397 |
-0.0006 |
-0.0005 |
alpha_VALUE |
| 2025-05-28 |
2025-05-29 |
ind_freight_logistics |
0.0113 |
-0.0014 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-28 |
2025-05-29 |
ind_biotechnology |
0.0166 |
0.0175 |
0.0003 |
tilt_INDUSTRY |
| 2025-05-28 |
2025-05-29 |
ind_multiline_utilities |
-0.0128 |
-0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-28 |
2025-05-29 |
ind_hotels_entertainment |
-0.0521 |
-0.0047 |
0.0002 |
tilt_INDUSTRY |
| 2025-05-28 |
2025-05-29 |
ind_semiconductors |
0.0488 |
0.0029 |
0.0001 |
tilt_INDUSTRY |
| 2025-05-28 |
2025-05-29 |
ind_textiles_apparel |
-0.0314 |
0.0031 |
-0.0001 |
tilt_INDUSTRY |
| 2025-05-28 |
2025-05-29 |
ind_construction_engineering |
0.0560 |
0.0005 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-28 |
2025-05-29 |
ind_water_utilities |
-0.0070 |
-0.0002 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-28 |
2025-05-29 |
momentum |
-0.1177 |
0.0006 |
-0.0001 |
alpha_MOMENTUM |
| 2025-05-28 |
2025-05-29 |
pdiscrepancy |
NaN |
NaN |
-0.0000 |
unexplained |
| 2025-05-28 |
2025-05-29 |
market |
0.0501 |
-0.0066 |
-0.0003 |
risk_exposure |
| 2025-05-28 |
2025-05-29 |
ind_investment_services |
0.0158 |
0.0009 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-28 |
2025-05-29 |
ind_oil_gas |
0.0209 |
-0.0012 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-28 |
2025-05-29 |
ind_household_goods |
-0.0037 |
-0.0068 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-28 |
2025-05-29 |
country_AU |
-0.0989 |
0.0016 |
-0.0002 |
tilt_COUNTRY |
| 2025-05-28 |
2025-05-29 |
ind_oil_gas_equipment_services |
-0.0145 |
-0.0050 |
0.0001 |
tilt_INDUSTRY |
| 2025-05-28 |
2025-05-29 |
ind_media_publishing |
0.0233 |
-0.0013 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-28 |
2025-05-29 |
size_SMALL |
-0.0036 |
-0.0002 |
0.0000 |
tilt_SIZE |
| 2025-05-28 |
2025-05-29 |
country_CN |
-0.0853 |
-0.0021 |
0.0002 |
tilt_COUNTRY |
| 2025-05-28 |
2025-05-29 |
ind_passenger_transportation |
0.0698 |
-0.0022 |
-0.0002 |
tilt_INDUSTRY |
| 2025-05-28 |
2025-05-29 |
ind_specialty_reatil |
-0.0042 |
0.0011 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-28 |
2025-05-29 |
ind_paper_forestry |
-0.0071 |
0.0004 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-28 |
2025-05-29 |
ind_pharmaceuticals |
-0.0719 |
0.0072 |
-0.0005 |
tilt_INDUSTRY |
| 2025-05-28 |
2025-05-29 |
reversal |
0.8787 |
0.0008 |
0.0007 |
alpha_REVERSAL |
| 2025-05-28 |
2025-05-29 |
country_JP |
-0.0173 |
0.0042 |
-0.0001 |
tilt_COUNTRY |
| 2025-05-28 |
2025-05-29 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-05-28 |
2025-05-29 |
impactCost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-05-28 |
2025-05-29 |
size_LARGE |
0.1513 |
0.0010 |
0.0002 |
tilt_SIZE |
| 2025-05-28 |
2025-05-29 |
ind_computers_phones_household_electronics |
0.1220 |
0.0055 |
0.0007 |
tilt_INDUSTRY |
| 2025-05-28 |
2025-05-29 |
country_XH |
0.1426 |
-0.0017 |
-0.0002 |
tilt_COUNTRY |
| 2025-05-28 |
2025-05-29 |
ind_automobile |
-0.0252 |
0.0044 |
-0.0001 |
tilt_INDUSTRY |
| 2025-05-28 |
2025-05-29 |
linearCost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-05-28 |
2025-05-29 |
country_TW |
0.0668 |
-0.0066 |
-0.0004 |
tilt_COUNTRY |
| 2025-05-28 |
2025-05-29 |
ind_uranium |
-0.0027 |
-0.0503 |
0.0001 |
tilt_INDUSTRY |
| 2025-05-28 |
2025-05-29 |
fmom |
0.2659 |
0.0003 |
0.0001 |
alpha_QUALITY |
| 2025-05-28 |
2025-05-29 |
ind_food_drug_retail |
0.0468 |
-0.0062 |
-0.0003 |
tilt_INDUSTRY |
| 2025-05-28 |
2025-05-29 |
size_MID |
-0.0889 |
-0.0004 |
0.0000 |
tilt_SIZE |
| 2025-05-28 |
2025-05-29 |
ind_healthcare_equipment_supplies |
-0.0973 |
0.0005 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-28 |
2025-05-29 |
size_MICRO |
-0.0087 |
-0.0014 |
0.0000 |
tilt_SIZE |
| 2025-05-28 |
2025-05-29 |
ind_containers_packaging |
-0.0042 |
-0.0031 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-28 |
2025-05-29 |
ind_transportation_infrastructure |
0.0113 |
0.0017 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-28 |
2025-05-29 |
ind_commercial_services_supplies |
0.0276 |
-0.0006 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-28 |
2025-05-29 |
country_MY |
0.0059 |
-0.0012 |
-0.0000 |
tilt_COUNTRY |
| 2025-05-28 |
2025-05-29 |
ind_consumer_goods_conglomerates |
0.0004 |
0.0007 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-28 |
2025-05-29 |
country_KR |
-0.1006 |
0.0103 |
-0.0010 |
tilt_COUNTRY |
| 2025-05-28 |
2025-05-29 |
ind_electronic_equipment |
-0.0586 |
0.0035 |
-0.0002 |
tilt_INDUSTRY |
| 2025-05-28 |
2025-05-29 |
specret |
NaN |
NaN |
0.0020 |
unexplained |
| 2025-05-28 |
2025-05-29 |
ind_construction_materials |
-0.0036 |
-0.0033 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-28 |
2025-05-29 |
ind_chemicals |
-0.0410 |
-0.0034 |
0.0001 |
tilt_INDUSTRY |
| 2025-05-29 |
2025-05-30 |
country_KR |
-0.1013 |
-0.0066 |
0.0007 |
tilt_COUNTRY |
| 2025-05-29 |
2025-05-30 |
ind_communications_equipment |
-0.0164 |
-0.0007 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-29 |
2025-05-30 |
ind_beverages |
-0.0870 |
-0.0044 |
0.0004 |
tilt_INDUSTRY |
| 2025-05-29 |
2025-05-30 |
size_MICRO |
-0.0078 |
0.0022 |
-0.0000 |
tilt_SIZE |
| 2025-05-29 |
2025-05-30 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-05-29 |
2025-05-30 |
ind_specialty_reatil |
-0.0059 |
-0.0035 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-29 |
2025-05-30 |
ind_healthcare_providers_services |
0.0406 |
0.0024 |
0.0001 |
tilt_INDUSTRY |
| 2025-05-29 |
2025-05-30 |
country_ID |
0.0128 |
-0.0035 |
-0.0000 |
tilt_COUNTRY |
| 2025-05-29 |
2025-05-30 |
stability |
4.6904 |
-0.0003 |
-0.0015 |
alpha_QUALITY |
| 2025-05-29 |
2025-05-30 |
ind_water_utilities |
-0.0073 |
0.0008 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-29 |
2025-05-30 |
ind_multiline_utilities |
-0.0128 |
0.0001 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-29 |
2025-05-30 |
sdiscrepancy |
NaN |
NaN |
-0.0003 |
unexplained |
| 2025-05-29 |
2025-05-30 |
revision |
0.9036 |
0.0004 |
0.0004 |
alpha_REVISION |
| 2025-05-29 |
2025-05-30 |
momentum |
-0.1226 |
-0.0001 |
0.0000 |
alpha_MOMENTUM |
| 2025-05-29 |
2025-05-30 |
ind_metals_mining |
-0.1183 |
0.0015 |
-0.0002 |
tilt_INDUSTRY |
| 2025-05-29 |
2025-05-30 |
country_IN |
0.0128 |
-0.0057 |
-0.0001 |
tilt_COUNTRY |
| 2025-05-29 |
2025-05-30 |
country_AU |
-0.0997 |
-0.0009 |
0.0001 |
tilt_COUNTRY |
| 2025-05-29 |
2025-05-30 |
ind_integrated_hardware_software |
0.0085 |
-0.0109 |
-0.0001 |
tilt_INDUSTRY |
| 2025-05-29 |
2025-05-30 |
ind_media_publishing |
0.0228 |
-0.0064 |
-0.0001 |
tilt_INDUSTRY |
| 2025-05-29 |
2025-05-30 |
ind_household_products_services |
-0.0209 |
0.0023 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-29 |
2025-05-30 |
country_XH |
0.1285 |
-0.0032 |
-0.0004 |
tilt_COUNTRY |
| 2025-05-29 |
2025-05-30 |
ind_commercial_services_supplies |
0.0265 |
-0.0039 |
-0.0001 |
tilt_INDUSTRY |
| 2025-05-29 |
2025-05-30 |
size_MID |
-0.0972 |
-0.0002 |
0.0000 |
tilt_SIZE |
| 2025-05-29 |
2025-05-30 |
ind_chemicals |
-0.0425 |
-0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-29 |
2025-05-30 |
country_MY |
0.0058 |
-0.0103 |
-0.0001 |
tilt_COUNTRY |
| 2025-05-29 |
2025-05-30 |
specret |
NaN |
NaN |
-0.0062 |
unexplained |
| 2025-05-29 |
2025-05-30 |
country_TW |
0.0673 |
0.0062 |
0.0004 |
tilt_COUNTRY |
| 2025-05-29 |
2025-05-30 |
ind_fintech |
0.0007 |
0.0085 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-29 |
2025-05-30 |
ind_automobile |
-0.0218 |
-0.0075 |
0.0002 |
tilt_INDUSTRY |
| 2025-05-29 |
2025-05-30 |
size_LARGE |
0.1518 |
-0.0021 |
-0.0003 |
tilt_SIZE |
| 2025-05-29 |
2025-05-30 |
ind_computers_phones_household_electronics |
0.1204 |
-0.0036 |
-0.0004 |
tilt_INDUSTRY |
| 2025-05-29 |
2025-05-30 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-05-29 |
2025-05-30 |
ind_textiles_apparel |
-0.0320 |
-0.0104 |
0.0003 |
tilt_INDUSTRY |
| 2025-05-29 |
2025-05-30 |
pdiscrepancy |
NaN |
NaN |
-0.0000 |
unexplained |
| 2025-05-29 |
2025-05-30 |
ind_household_goods |
-0.0037 |
-0.0017 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-29 |
2025-05-30 |
market |
0.0419 |
0.0072 |
0.0003 |
risk_exposure |
| 2025-05-29 |
2025-05-30 |
country_CN |
-0.0853 |
0.0008 |
-0.0001 |
tilt_COUNTRY |
| 2025-05-29 |
2025-05-30 |
ind_passenger_transportation |
0.0709 |
-0.0008 |
-0.0001 |
tilt_INDUSTRY |
| 2025-05-29 |
2025-05-30 |
ind_semiconductors |
0.0444 |
-0.0036 |
-0.0002 |
tilt_INDUSTRY |
| 2025-05-29 |
2025-05-30 |
ind_paper_forestry |
-0.0078 |
-0.0019 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-29 |
2025-05-30 |
ind_uranium |
-0.0026 |
0.0099 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-29 |
2025-05-30 |
ind_electronic_equipment |
-0.0634 |
-0.0043 |
0.0003 |
tilt_INDUSTRY |
| 2025-05-29 |
2025-05-30 |
ind_leisure_products |
-0.0039 |
-0.0024 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-29 |
2025-05-30 |
ind_telecommunications_serices |
0.1212 |
-0.0040 |
-0.0005 |
tilt_INDUSTRY |
| 2025-05-29 |
2025-05-30 |
ind_machinery |
-0.0551 |
-0.0040 |
0.0002 |
tilt_INDUSTRY |
| 2025-05-29 |
2025-05-30 |
ind_construction_materials |
-0.0036 |
0.0017 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-29 |
2025-05-30 |
quality |
3.3339 |
0.0003 |
0.0009 |
alpha_QUALITY |
| 2025-05-29 |
2025-05-30 |
ind_homebuilding_building_products |
-0.0346 |
0.0001 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-29 |
2025-05-30 |
sbeta_market |
0.0255 |
-0.0137 |
-0.0003 |
risk_exposure |
| 2025-05-29 |
2025-05-30 |
country_NZ |
-0.0185 |
-0.0075 |
0.0001 |
tilt_COUNTRY |
| 2025-05-29 |
2025-05-30 |
ind_food_drug_retail |
0.0454 |
-0.0022 |
-0.0001 |
tilt_INDUSTRY |
| 2025-05-29 |
2025-05-30 |
ind_insurance |
0.0810 |
0.0035 |
0.0003 |
tilt_INDUSTRY |
| 2025-05-29 |
2025-05-30 |
ind_diversified_retail |
0.0010 |
0.0011 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-29 |
2025-05-30 |
ind_coal |
-0.0510 |
-0.0035 |
0.0002 |
tilt_INDUSTRY |
| 2025-05-29 |
2025-05-30 |
ind_banking_services |
-0.1062 |
0.0056 |
-0.0006 |
tilt_INDUSTRY |
| 2025-05-29 |
2025-05-30 |
value_liq |
0.8386 |
0.0003 |
0.0003 |
alpha_VALUE |
| 2025-05-29 |
2025-05-30 |
ind_software_it_services |
0.1262 |
-0.0032 |
-0.0004 |
tilt_INDUSTRY |
| 2025-05-29 |
2025-05-30 |
ind_freight_logistics |
0.0059 |
0.0002 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-29 |
2025-05-30 |
ind_natural_gas_utilities |
0.0037 |
-0.0031 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-29 |
2025-05-30 |
country_SG |
0.0252 |
-0.0070 |
-0.0002 |
tilt_COUNTRY |
| 2025-05-29 |
2025-05-30 |
linkage |
0.9348 |
0.0004 |
0.0004 |
alpha_MOMENTUM |
| 2025-05-29 |
2025-05-30 |
ind_holding_companies |
-0.0032 |
-0.0031 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-29 |
2025-05-30 |
size_SMALL |
-0.0048 |
0.0017 |
-0.0000 |
tilt_SIZE |
| 2025-05-29 |
2025-05-30 |
country_JP |
-0.0199 |
0.0046 |
-0.0001 |
tilt_COUNTRY |
| 2025-05-29 |
2025-05-30 |
ind_renewable_energy |
0.0161 |
0.0015 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-29 |
2025-05-30 |
country_TH |
0.0697 |
-0.0149 |
-0.0010 |
tilt_COUNTRY |
| 2025-05-29 |
2025-05-30 |
ind_transportation_infrastructure |
0.0112 |
0.0009 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-29 |
2025-05-30 |
reversal |
0.7735 |
0.0002 |
0.0002 |
alpha_REVERSAL |
| 2025-05-29 |
2025-05-30 |
value_gc |
1.7239 |
0.0002 |
0.0003 |
alpha_VALUE |
| 2025-05-29 |
2025-05-30 |
linearCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-05-29 |
2025-05-30 |
ind_aerospace_defense |
0.0020 |
0.0112 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-29 |
2025-05-30 |
ind_healthcare_equipment_supplies |
-0.0973 |
0.0043 |
-0.0004 |
tilt_INDUSTRY |
| 2025-05-29 |
2025-05-30 |
fmom |
0.2437 |
0.0000 |
0.0000 |
alpha_QUALITY |
| 2025-05-29 |
2025-05-30 |
country_HK |
0.0421 |
0.0016 |
0.0001 |
tilt_COUNTRY |
| 2025-05-29 |
2025-05-30 |
ind_containers_packaging |
-0.0042 |
-0.0008 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-29 |
2025-05-30 |
neglect |
0.7231 |
0.0000 |
0.0000 |
alpha_VALUE |
| 2025-05-29 |
2025-05-30 |
ind_consumer_goods_conglomerates |
0.0006 |
-0.0045 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-29 |
2025-05-30 |
ind_real_estate_operations |
0.0096 |
0.0074 |
0.0001 |
tilt_INDUSTRY |
| 2025-05-29 |
2025-05-30 |
ind_industrial_distribution |
0.0354 |
0.0017 |
0.0001 |
tilt_INDUSTRY |
| 2025-05-29 |
2025-05-30 |
ind_food_tobacco |
0.1494 |
0.0022 |
0.0003 |
tilt_INDUSTRY |
| 2025-05-29 |
2025-05-30 |
ind_biotechnology |
0.0174 |
0.0183 |
0.0003 |
tilt_INDUSTRY |
| 2025-05-29 |
2025-05-30 |
ind_construction_engineering |
0.0584 |
-0.0007 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-29 |
2025-05-30 |
ind_office_equipment |
0.0000 |
-0.0083 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-29 |
2025-05-30 |
ind_hotels_entertainment |
-0.0534 |
-0.0028 |
0.0001 |
tilt_INDUSTRY |
| 2025-05-29 |
2025-05-30 |
ind_pharmaceuticals |
-0.0716 |
0.0080 |
-0.0006 |
tilt_INDUSTRY |
| 2025-05-29 |
2025-05-30 |
ind_oil_gas |
0.0214 |
0.0000 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-29 |
2025-05-30 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-05-29 |
2025-05-30 |
ind_electric_utilities_ipps |
-0.0656 |
-0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-29 |
2025-05-30 |
ind_investment_services |
0.0139 |
0.0070 |
0.0001 |
tilt_INDUSTRY |
| 2025-05-29 |
2025-05-30 |
country_PH |
0.0024 |
-0.0154 |
-0.0000 |
tilt_COUNTRY |
| 2025-05-29 |
2025-05-30 |
ind_oil_gas_equipment_services |
-0.0146 |
0.0047 |
-0.0001 |
tilt_INDUSTRY |
| 2025-05-30 |
2025-06-02 |
ind_freight_logistics |
0.0025 |
0.0017 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-30 |
2025-06-02 |
ind_leisure_products |
-0.0052 |
0.0018 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-30 |
2025-06-02 |
ind_banking_services |
-0.1013 |
0.0017 |
-0.0002 |
tilt_INDUSTRY |
| 2025-05-30 |
2025-06-02 |
value_gc |
1.7444 |
-0.0003 |
-0.0005 |
alpha_VALUE |
| 2025-05-30 |
2025-06-02 |
ind_aerospace_defense |
0.0006 |
0.0006 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-30 |
2025-06-02 |
linkage |
0.9283 |
0.0000 |
0.0000 |
alpha_MOMENTUM |
| 2025-05-30 |
2025-06-02 |
ind_machinery |
-0.0479 |
-0.0006 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-30 |
2025-06-02 |
revision |
0.9574 |
0.0019 |
0.0018 |
alpha_REVISION |
| 2025-05-30 |
2025-06-02 |
country_HK |
0.0413 |
-0.0027 |
-0.0001 |
tilt_COUNTRY |
| 2025-05-30 |
2025-06-02 |
ind_construction_materials |
-0.0035 |
-0.0007 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-30 |
2025-06-02 |
country_PH |
0.0024 |
0.0089 |
0.0000 |
tilt_COUNTRY |
| 2025-05-30 |
2025-06-02 |
ind_electric_utilities_ipps |
-0.0643 |
-0.0019 |
0.0001 |
tilt_INDUSTRY |
| 2025-05-30 |
2025-06-02 |
sbeta_market |
0.0074 |
-0.0027 |
-0.0000 |
risk_exposure |
| 2025-05-30 |
2025-06-02 |
ind_construction_engineering |
0.0604 |
0.0029 |
0.0002 |
tilt_INDUSTRY |
| 2025-05-30 |
2025-06-02 |
size_MICRO |
-0.0037 |
-0.0004 |
0.0000 |
tilt_SIZE |
| 2025-05-30 |
2025-06-02 |
ind_passenger_transportation |
0.0707 |
0.0026 |
0.0002 |
tilt_INDUSTRY |
| 2025-05-30 |
2025-06-02 |
country_JP |
-0.0282 |
-0.0041 |
0.0001 |
tilt_COUNTRY |
| 2025-05-30 |
2025-06-02 |
market |
0.0357 |
-0.0007 |
-0.0000 |
risk_exposure |
| 2025-05-30 |
2025-06-02 |
ind_oil_gas_equipment_services |
-0.0146 |
-0.0021 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-30 |
2025-06-02 |
ind_oil_gas |
0.0200 |
-0.0019 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-30 |
2025-06-02 |
ind_hotels_entertainment |
-0.0547 |
0.0009 |
-0.0001 |
tilt_INDUSTRY |
| 2025-05-30 |
2025-06-02 |
ind_semiconductors |
0.0392 |
-0.0035 |
-0.0001 |
tilt_INDUSTRY |
| 2025-05-30 |
2025-06-02 |
ind_textiles_apparel |
-0.0336 |
-0.0035 |
0.0001 |
tilt_INDUSTRY |
| 2025-05-30 |
2025-06-02 |
ind_consumer_goods_conglomerates |
0.0008 |
0.0006 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-30 |
2025-06-02 |
value_liq |
0.8184 |
-0.0007 |
-0.0006 |
alpha_VALUE |
| 2025-05-30 |
2025-06-02 |
momentum |
-0.1264 |
0.0001 |
-0.0000 |
alpha_MOMENTUM |
| 2025-05-30 |
2025-06-02 |
size_MID |
-0.1014 |
0.0011 |
-0.0001 |
tilt_SIZE |
| 2025-05-30 |
2025-06-02 |
stability |
4.6605 |
0.0001 |
0.0003 |
alpha_QUALITY |
| 2025-05-30 |
2025-06-02 |
ind_commercial_services_supplies |
0.0276 |
0.0004 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-30 |
2025-06-02 |
ind_healthcare_equipment_supplies |
-0.0968 |
-0.0022 |
0.0002 |
tilt_INDUSTRY |
| 2025-05-30 |
2025-06-02 |
ind_automobile |
-0.0249 |
-0.0033 |
0.0001 |
tilt_INDUSTRY |
| 2025-05-30 |
2025-06-02 |
linearCost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-05-30 |
2025-06-02 |
specret |
NaN |
NaN |
-0.0020 |
unexplained |
| 2025-05-30 |
2025-06-02 |
ind_electronic_equipment |
-0.0623 |
-0.0019 |
0.0001 |
tilt_INDUSTRY |
| 2025-05-30 |
2025-06-02 |
country_SG |
0.0271 |
-0.0001 |
-0.0000 |
tilt_COUNTRY |
| 2025-05-30 |
2025-06-02 |
ind_integrated_hardware_software |
0.0084 |
0.0007 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-30 |
2025-06-02 |
bcost |
NaN |
NaN |
-0.0010 |
cost |
| 2025-05-30 |
2025-06-02 |
sdiscrepancy |
NaN |
NaN |
-0.0004 |
unexplained |
| 2025-05-30 |
2025-06-02 |
ind_media_publishing |
0.0231 |
0.0035 |
0.0001 |
tilt_INDUSTRY |
| 2025-05-30 |
2025-06-02 |
ind_coal |
-0.0500 |
-0.0044 |
0.0002 |
tilt_INDUSTRY |
| 2025-05-30 |
2025-06-02 |
country_AU |
-0.0995 |
-0.0025 |
0.0002 |
tilt_COUNTRY |
| 2025-05-30 |
2025-06-02 |
ind_specialty_reatil |
-0.0068 |
-0.0012 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-30 |
2025-06-02 |
ind_water_utilities |
-0.0073 |
-0.0006 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-30 |
2025-06-02 |
country_TW |
0.0706 |
-0.0155 |
-0.0011 |
tilt_COUNTRY |
| 2025-05-30 |
2025-06-02 |
ind_fintech |
0.0010 |
0.0027 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-30 |
2025-06-02 |
ind_homebuilding_building_products |
-0.0346 |
0.0050 |
-0.0002 |
tilt_INDUSTRY |
| 2025-05-30 |
2025-06-02 |
size_LARGE |
0.1520 |
-0.0023 |
-0.0004 |
tilt_SIZE |
| 2025-05-30 |
2025-06-02 |
ind_containers_packaging |
-0.0041 |
0.0036 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-30 |
2025-06-02 |
fmom |
0.2489 |
-0.0000 |
-0.0000 |
alpha_QUALITY |
| 2025-05-30 |
2025-06-02 |
country_MY |
0.0057 |
0.0015 |
0.0000 |
tilt_COUNTRY |
| 2025-05-30 |
2025-06-02 |
country_IN |
0.0127 |
0.0040 |
0.0001 |
tilt_COUNTRY |
| 2025-05-30 |
2025-06-02 |
ind_computers_phones_household_electronics |
0.1164 |
0.0024 |
0.0003 |
tilt_INDUSTRY |
| 2025-05-30 |
2025-06-02 |
country_CN |
-0.0809 |
0.0044 |
-0.0004 |
tilt_COUNTRY |
| 2025-05-30 |
2025-06-02 |
ind_telecommunications_serices |
0.1220 |
0.0018 |
0.0002 |
tilt_INDUSTRY |
| 2025-05-30 |
2025-06-02 |
ind_household_products_services |
-0.0209 |
0.0060 |
-0.0001 |
tilt_INDUSTRY |
| 2025-05-30 |
2025-06-02 |
ind_diversified_retail |
0.0003 |
0.0026 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-30 |
2025-06-02 |
ind_insurance |
0.0819 |
0.0060 |
0.0005 |
tilt_INDUSTRY |
| 2025-05-30 |
2025-06-02 |
ind_transportation_infrastructure |
0.0111 |
0.0011 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-30 |
2025-06-02 |
quality |
3.3542 |
0.0003 |
0.0010 |
alpha_QUALITY |
| 2025-05-30 |
2025-06-02 |
ind_communications_equipment |
-0.0157 |
0.0001 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-30 |
2025-06-02 |
ind_office_equipment |
-0.0000 |
-0.0087 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-30 |
2025-06-02 |
ind_household_goods |
-0.0037 |
0.0007 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-30 |
2025-06-02 |
ind_industrial_distribution |
0.0376 |
-0.0008 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-30 |
2025-06-02 |
ind_real_estate_operations |
0.0112 |
0.0014 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-30 |
2025-06-02 |
country_NZ |
-0.0185 |
0.0012 |
-0.0000 |
tilt_COUNTRY |
| 2025-05-30 |
2025-06-02 |
country_TH |
0.0713 |
0.0010 |
0.0001 |
tilt_COUNTRY |
| 2025-05-30 |
2025-06-02 |
ind_software_it_services |
0.1245 |
0.0015 |
0.0002 |
tilt_INDUSTRY |
| 2025-05-30 |
2025-06-02 |
pdiscrepancy |
NaN |
NaN |
0.0000 |
unexplained |
| 2025-05-30 |
2025-06-02 |
ind_food_tobacco |
0.1497 |
-0.0005 |
-0.0001 |
tilt_INDUSTRY |
| 2025-05-30 |
2025-06-02 |
country_ID |
0.0126 |
-0.0158 |
-0.0002 |
tilt_COUNTRY |
| 2025-05-30 |
2025-06-02 |
ind_multiline_utilities |
-0.0127 |
-0.0015 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-30 |
2025-06-02 |
neglect |
0.7197 |
-0.0002 |
-0.0002 |
alpha_VALUE |
| 2025-05-30 |
2025-06-02 |
ind_biotechnology |
0.0168 |
-0.0002 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-30 |
2025-06-02 |
ind_healthcare_providers_services |
0.0400 |
-0.0004 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-30 |
2025-06-02 |
ind_uranium |
-0.0026 |
-0.0355 |
0.0001 |
tilt_INDUSTRY |
| 2025-05-30 |
2025-06-02 |
ind_metals_mining |
-0.1183 |
-0.0012 |
0.0001 |
tilt_INDUSTRY |
| 2025-05-30 |
2025-06-02 |
country_XH |
0.1188 |
-0.0059 |
-0.0007 |
tilt_COUNTRY |
| 2025-05-30 |
2025-06-02 |
ind_beverages |
-0.0861 |
0.0007 |
-0.0001 |
tilt_INDUSTRY |
| 2025-05-30 |
2025-06-02 |
ind_renewable_energy |
0.0147 |
-0.0008 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-30 |
2025-06-02 |
fcost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-05-30 |
2025-06-02 |
country_KR |
-0.0998 |
-0.0012 |
0.0001 |
tilt_COUNTRY |
| 2025-05-30 |
2025-06-02 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-05-30 |
2025-06-02 |
ind_pharmaceuticals |
-0.0720 |
-0.0010 |
0.0001 |
tilt_INDUSTRY |
| 2025-05-30 |
2025-06-02 |
ind_food_drug_retail |
0.0465 |
0.0052 |
0.0002 |
tilt_INDUSTRY |
| 2025-05-30 |
2025-06-02 |
reversal |
0.8691 |
0.0008 |
0.0007 |
alpha_REVERSAL |
| 2025-05-30 |
2025-06-02 |
ind_holding_companies |
-0.0025 |
0.0008 |
-0.0000 |
tilt_INDUSTRY |
| 2025-05-30 |
2025-06-02 |
size_SMALL |
-0.0111 |
0.0004 |
-0.0000 |
tilt_SIZE |
| 2025-05-30 |
2025-06-02 |
ind_chemicals |
-0.0475 |
-0.0015 |
0.0001 |
tilt_INDUSTRY |
| 2025-05-30 |
2025-06-02 |
ind_natural_gas_utilities |
0.0043 |
0.0048 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-30 |
2025-06-02 |
ind_paper_forestry |
-0.0086 |
-0.0013 |
0.0000 |
tilt_INDUSTRY |
| 2025-05-30 |
2025-06-02 |
ind_investment_services |
0.0126 |
0.0011 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-02 |
2025-06-03 |
ind_oil_gas |
0.0213 |
0.0006 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-02 |
2025-06-03 |
market |
0.0454 |
0.0053 |
0.0002 |
risk_exposure |
| 2025-06-02 |
2025-06-03 |
ind_diversified_retail |
-0.0002 |
-0.0018 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-02 |
2025-06-03 |
ind_freight_logistics |
0.0039 |
-0.0014 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-02 |
2025-06-03 |
ind_pharmaceuticals |
-0.0679 |
0.0069 |
-0.0005 |
tilt_INDUSTRY |
| 2025-06-02 |
2025-06-03 |
ind_biotechnology |
0.0170 |
0.0090 |
0.0002 |
tilt_INDUSTRY |
| 2025-06-02 |
2025-06-03 |
ind_household_goods |
-0.0037 |
-0.0076 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-02 |
2025-06-03 |
ind_holding_companies |
-0.0022 |
-0.0062 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-02 |
2025-06-03 |
country_TH |
0.0713 |
-0.0047 |
-0.0003 |
tilt_COUNTRY |
| 2025-06-02 |
2025-06-03 |
ind_media_publishing |
0.0232 |
0.0000 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-02 |
2025-06-03 |
country_NZ |
-0.0185 |
-0.0151 |
0.0003 |
tilt_COUNTRY |
| 2025-06-02 |
2025-06-03 |
ind_coal |
-0.0496 |
-0.0101 |
0.0005 |
tilt_INDUSTRY |
| 2025-06-02 |
2025-06-03 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-06-02 |
2025-06-03 |
pdiscrepancy |
NaN |
NaN |
0.0000 |
unexplained |
| 2025-06-02 |
2025-06-03 |
country_IN |
0.0126 |
-0.0091 |
-0.0001 |
tilt_COUNTRY |
| 2025-06-02 |
2025-06-03 |
specret |
NaN |
NaN |
-0.0040 |
unexplained |
| 2025-06-02 |
2025-06-03 |
ind_renewable_energy |
0.0146 |
-0.0055 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-02 |
2025-06-03 |
ind_oil_gas_equipment_services |
-0.0146 |
-0.0021 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-02 |
2025-06-03 |
ind_banking_services |
-0.1173 |
0.0033 |
-0.0004 |
tilt_INDUSTRY |
| 2025-06-02 |
2025-06-03 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-06-02 |
2025-06-03 |
country_SG |
0.0331 |
-0.0024 |
-0.0001 |
tilt_COUNTRY |
| 2025-06-02 |
2025-06-03 |
ind_automobile |
-0.0249 |
-0.0040 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-02 |
2025-06-03 |
ind_integrated_hardware_software |
0.0086 |
-0.0091 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-02 |
2025-06-03 |
ind_containers_packaging |
-0.0041 |
-0.0062 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-02 |
2025-06-03 |
neglect |
0.7251 |
-0.0001 |
-0.0001 |
alpha_VALUE |
| 2025-06-02 |
2025-06-03 |
ind_hotels_entertainment |
-0.0565 |
-0.0039 |
0.0002 |
tilt_INDUSTRY |
| 2025-06-02 |
2025-06-03 |
fmom |
0.2404 |
0.0003 |
0.0001 |
alpha_QUALITY |
| 2025-06-02 |
2025-06-03 |
ind_healthcare_equipment_supplies |
-0.0970 |
0.0048 |
-0.0005 |
tilt_INDUSTRY |
| 2025-06-02 |
2025-06-03 |
ind_transportation_infrastructure |
0.0120 |
-0.0028 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-02 |
2025-06-03 |
country_CN |
-0.0796 |
0.0011 |
-0.0001 |
tilt_COUNTRY |
| 2025-06-02 |
2025-06-03 |
ind_passenger_transportation |
0.0703 |
-0.0037 |
-0.0003 |
tilt_INDUSTRY |
| 2025-06-02 |
2025-06-03 |
ind_homebuilding_building_products |
-0.0345 |
-0.0011 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-02 |
2025-06-03 |
ind_consumer_goods_conglomerates |
0.0010 |
0.0058 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-02 |
2025-06-03 |
ind_natural_gas_utilities |
0.0049 |
0.0012 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-02 |
2025-06-03 |
linkage |
0.9235 |
0.0005 |
0.0005 |
alpha_MOMENTUM |
| 2025-06-02 |
2025-06-03 |
ind_insurance |
0.0800 |
0.0051 |
0.0004 |
tilt_INDUSTRY |
| 2025-06-02 |
2025-06-03 |
ind_investment_services |
0.0126 |
0.0027 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-02 |
2025-06-03 |
linearCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-06-02 |
2025-06-03 |
reversal |
0.8286 |
-0.0001 |
-0.0001 |
alpha_REVERSAL |
| 2025-06-02 |
2025-06-03 |
ind_communications_equipment |
-0.0126 |
-0.0054 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-02 |
2025-06-03 |
country_JP |
-0.0273 |
-0.0044 |
0.0001 |
tilt_COUNTRY |
| 2025-06-02 |
2025-06-03 |
size_MICRO |
-0.0058 |
0.0038 |
-0.0000 |
tilt_SIZE |
| 2025-06-02 |
2025-06-03 |
ind_chemicals |
-0.0456 |
0.0007 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-02 |
2025-06-03 |
ind_computers_phones_household_electronics |
0.1145 |
0.0019 |
0.0002 |
tilt_INDUSTRY |
| 2025-06-02 |
2025-06-03 |
country_XH |
0.1174 |
0.0134 |
0.0016 |
tilt_COUNTRY |
| 2025-06-02 |
2025-06-03 |
sbeta_market |
0.0240 |
-0.0020 |
-0.0000 |
risk_exposure |
| 2025-06-02 |
2025-06-03 |
ind_electronic_equipment |
-0.0597 |
-0.0033 |
0.0002 |
tilt_INDUSTRY |
| 2025-06-02 |
2025-06-03 |
value_liq |
0.7897 |
-0.0001 |
-0.0001 |
alpha_VALUE |
| 2025-06-02 |
2025-06-03 |
country_KR |
-0.0995 |
-0.0048 |
0.0005 |
tilt_COUNTRY |
| 2025-06-02 |
2025-06-03 |
ind_fintech |
0.0016 |
-0.0054 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-02 |
2025-06-03 |
ind_paper_forestry |
-0.0084 |
-0.0031 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-02 |
2025-06-03 |
ind_commercial_services_supplies |
0.0293 |
-0.0040 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-02 |
2025-06-03 |
ind_specialty_reatil |
-0.0072 |
0.0040 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-02 |
2025-06-03 |
ind_construction_engineering |
0.0606 |
-0.0046 |
-0.0003 |
tilt_INDUSTRY |
| 2025-06-02 |
2025-06-03 |
country_AU |
-0.1000 |
0.0022 |
-0.0002 |
tilt_COUNTRY |
| 2025-06-02 |
2025-06-03 |
size_MID |
-0.0976 |
-0.0003 |
0.0000 |
tilt_SIZE |
| 2025-06-02 |
2025-06-03 |
size_SMALL |
-0.0044 |
0.0016 |
-0.0000 |
tilt_SIZE |
| 2025-06-02 |
2025-06-03 |
country_TW |
0.0717 |
0.0006 |
0.0000 |
tilt_COUNTRY |
| 2025-06-02 |
2025-06-03 |
ind_multiline_utilities |
-0.0129 |
-0.0007 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-02 |
2025-06-03 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-06-02 |
2025-06-03 |
momentum |
-0.1537 |
-0.0000 |
0.0000 |
alpha_MOMENTUM |
| 2025-06-02 |
2025-06-03 |
ind_telecommunications_serices |
0.1226 |
-0.0009 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-02 |
2025-06-03 |
ind_food_drug_retail |
0.0485 |
0.0031 |
0.0002 |
tilt_INDUSTRY |
| 2025-06-02 |
2025-06-03 |
ind_leisure_products |
-0.0027 |
0.0012 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-02 |
2025-06-03 |
ind_water_utilities |
-0.0072 |
-0.0019 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-02 |
2025-06-03 |
country_MY |
0.0058 |
-0.0083 |
-0.0000 |
tilt_COUNTRY |
| 2025-06-02 |
2025-06-03 |
ind_beverages |
-0.0840 |
-0.0064 |
0.0005 |
tilt_INDUSTRY |
| 2025-06-02 |
2025-06-03 |
revision |
0.9447 |
0.0005 |
0.0005 |
alpha_REVISION |
| 2025-06-02 |
2025-06-03 |
ind_machinery |
-0.0451 |
-0.0016 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-02 |
2025-06-03 |
value_gc |
1.7604 |
-0.0004 |
-0.0007 |
alpha_VALUE |
| 2025-06-02 |
2025-06-03 |
ind_healthcare_providers_services |
0.0401 |
0.0037 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-02 |
2025-06-03 |
ind_food_tobacco |
0.1505 |
0.0038 |
0.0006 |
tilt_INDUSTRY |
| 2025-06-02 |
2025-06-03 |
ind_software_it_services |
0.1270 |
-0.0013 |
-0.0002 |
tilt_INDUSTRY |
| 2025-06-02 |
2025-06-03 |
ind_aerospace_defense |
0.0007 |
0.0084 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-02 |
2025-06-03 |
ind_uranium |
-0.0026 |
-0.0170 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-02 |
2025-06-03 |
ind_semiconductors |
0.0384 |
0.0012 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-02 |
2025-06-03 |
ind_metals_mining |
-0.1200 |
0.0019 |
-0.0002 |
tilt_INDUSTRY |
| 2025-06-02 |
2025-06-03 |
ind_industrial_distribution |
0.0383 |
-0.0092 |
-0.0004 |
tilt_INDUSTRY |
| 2025-06-02 |
2025-06-03 |
country_PH |
0.0024 |
0.0084 |
0.0000 |
tilt_COUNTRY |
| 2025-06-02 |
2025-06-03 |
size_LARGE |
0.1532 |
-0.0018 |
-0.0003 |
tilt_SIZE |
| 2025-06-02 |
2025-06-03 |
ind_office_equipment |
-0.0000 |
-0.0012 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-02 |
2025-06-03 |
ind_real_estate_operations |
0.0115 |
-0.0012 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-02 |
2025-06-03 |
ind_household_products_services |
-0.0210 |
0.0049 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-02 |
2025-06-03 |
sdiscrepancy |
NaN |
NaN |
-0.0003 |
unexplained |
| 2025-06-02 |
2025-06-03 |
ind_construction_materials |
-0.0033 |
-0.0063 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-02 |
2025-06-03 |
country_HK |
0.0437 |
0.0120 |
0.0005 |
tilt_COUNTRY |
| 2025-06-02 |
2025-06-03 |
country_ID |
0.0125 |
-0.0054 |
-0.0001 |
tilt_COUNTRY |
| 2025-06-02 |
2025-06-03 |
ind_electric_utilities_ipps |
-0.0635 |
-0.0065 |
0.0004 |
tilt_INDUSTRY |
| 2025-06-02 |
2025-06-03 |
ind_textiles_apparel |
-0.0337 |
-0.0012 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-02 |
2025-06-03 |
stability |
4.6471 |
-0.0002 |
-0.0010 |
alpha_QUALITY |
| 2025-06-02 |
2025-06-03 |
quality |
3.4090 |
0.0004 |
0.0015 |
alpha_QUALITY |
| 2025-06-03 |
2025-06-04 |
ind_food_drug_retail |
0.0492 |
0.0011 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-03 |
2025-06-04 |
ind_commercial_services_supplies |
0.0302 |
-0.0004 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-03 |
2025-06-04 |
size_MID |
-0.0960 |
0.0004 |
-0.0000 |
tilt_SIZE |
| 2025-06-03 |
2025-06-04 |
reversal |
0.9148 |
0.0002 |
0.0002 |
alpha_REVERSAL |
| 2025-06-03 |
2025-06-04 |
country_JP |
-0.0199 |
-0.0003 |
0.0000 |
tilt_COUNTRY |
| 2025-06-03 |
2025-06-04 |
ind_media_publishing |
0.0250 |
-0.0007 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-03 |
2025-06-04 |
ind_chemicals |
-0.0425 |
0.0002 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-03 |
2025-06-04 |
ind_uranium |
-0.0029 |
0.0650 |
-0.0002 |
tilt_INDUSTRY |
| 2025-06-03 |
2025-06-04 |
country_XH |
0.1084 |
-0.0009 |
-0.0001 |
tilt_COUNTRY |
| 2025-06-03 |
2025-06-04 |
ind_paper_forestry |
-0.0080 |
0.0065 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-03 |
2025-06-04 |
country_TW |
0.0673 |
0.0086 |
0.0006 |
tilt_COUNTRY |
| 2025-06-03 |
2025-06-04 |
pdiscrepancy |
NaN |
NaN |
-0.0001 |
unexplained |
| 2025-06-03 |
2025-06-04 |
size_LARGE |
0.1583 |
-0.0008 |
-0.0001 |
tilt_SIZE |
| 2025-06-03 |
2025-06-04 |
ind_household_goods |
-0.0037 |
0.0001 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-03 |
2025-06-04 |
ind_semiconductors |
0.0362 |
-0.0012 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-03 |
2025-06-04 |
specret |
NaN |
NaN |
-0.0062 |
unexplained |
| 2025-06-03 |
2025-06-04 |
market |
0.0561 |
-0.0043 |
-0.0002 |
risk_exposure |
| 2025-06-03 |
2025-06-04 |
ind_natural_gas_utilities |
0.0053 |
-0.0026 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-03 |
2025-06-04 |
ind_construction_engineering |
0.0598 |
0.0020 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-03 |
2025-06-04 |
ind_textiles_apparel |
-0.0341 |
0.0031 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-03 |
2025-06-04 |
ind_consumer_goods_conglomerates |
0.0008 |
-0.0025 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-03 |
2025-06-04 |
sbeta_market |
0.0379 |
0.0114 |
0.0004 |
risk_exposure |
| 2025-06-03 |
2025-06-04 |
country_SG |
0.0411 |
0.0027 |
0.0001 |
tilt_COUNTRY |
| 2025-06-03 |
2025-06-04 |
ind_electronic_equipment |
-0.0579 |
0.0034 |
-0.0002 |
tilt_INDUSTRY |
| 2025-06-03 |
2025-06-04 |
ind_fintech |
0.0021 |
-0.0027 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-03 |
2025-06-04 |
ind_passenger_transportation |
0.0704 |
-0.0047 |
-0.0003 |
tilt_INDUSTRY |
| 2025-06-03 |
2025-06-04 |
country_CN |
-0.0769 |
-0.0036 |
0.0003 |
tilt_COUNTRY |
| 2025-06-03 |
2025-06-04 |
ind_software_it_services |
0.1194 |
-0.0037 |
-0.0004 |
tilt_INDUSTRY |
| 2025-06-03 |
2025-06-04 |
ind_holding_companies |
-0.0021 |
-0.0029 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-03 |
2025-06-04 |
country_MY |
0.0058 |
0.0001 |
0.0000 |
tilt_COUNTRY |
| 2025-06-03 |
2025-06-04 |
ind_containers_packaging |
-0.0041 |
0.0016 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-03 |
2025-06-04 |
ind_automobile |
-0.0228 |
-0.0049 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-03 |
2025-06-04 |
country_PH |
0.0024 |
-0.0077 |
-0.0000 |
tilt_COUNTRY |
| 2025-06-03 |
2025-06-04 |
country_NZ |
-0.0186 |
0.0200 |
-0.0004 |
tilt_COUNTRY |
| 2025-06-03 |
2025-06-04 |
ind_electric_utilities_ipps |
-0.0640 |
0.0014 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-03 |
2025-06-04 |
ind_telecommunications_serices |
0.1230 |
0.0009 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-03 |
2025-06-04 |
neglect |
0.7615 |
-0.0010 |
-0.0008 |
alpha_VALUE |
| 2025-06-03 |
2025-06-04 |
value_gc |
1.7758 |
-0.0006 |
-0.0011 |
alpha_VALUE |
| 2025-06-03 |
2025-06-04 |
ind_renewable_energy |
0.0145 |
-0.0016 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-03 |
2025-06-04 |
ind_aerospace_defense |
0.0018 |
-0.0079 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-03 |
2025-06-04 |
ind_food_tobacco |
0.1508 |
0.0045 |
0.0007 |
tilt_INDUSTRY |
| 2025-06-03 |
2025-06-04 |
stability |
4.6536 |
-0.0007 |
-0.0032 |
alpha_QUALITY |
| 2025-06-03 |
2025-06-04 |
ind_machinery |
-0.0385 |
-0.0009 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-03 |
2025-06-04 |
ind_office_equipment |
0.0000 |
-0.0019 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-03 |
2025-06-04 |
country_ID |
0.0124 |
0.0007 |
0.0000 |
tilt_COUNTRY |
| 2025-06-03 |
2025-06-04 |
ind_household_products_services |
-0.0209 |
0.0022 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-03 |
2025-06-04 |
quality |
3.4737 |
0.0010 |
0.0035 |
alpha_QUALITY |
| 2025-06-03 |
2025-06-04 |
revision |
0.8243 |
0.0005 |
0.0004 |
alpha_REVISION |
| 2025-06-03 |
2025-06-04 |
ind_computers_phones_household_electronics |
0.1117 |
0.0011 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-03 |
2025-06-04 |
ind_leisure_products |
-0.0002 |
0.0100 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-03 |
2025-06-04 |
ind_water_utilities |
-0.0072 |
0.0017 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-03 |
2025-06-04 |
ind_real_estate_operations |
0.0115 |
-0.0043 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-03 |
2025-06-04 |
value_liq |
0.8000 |
0.0006 |
0.0005 |
alpha_VALUE |
| 2025-06-03 |
2025-06-04 |
ind_specialty_reatil |
-0.0081 |
0.0062 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-03 |
2025-06-04 |
ind_construction_materials |
-0.0033 |
-0.0014 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-03 |
2025-06-04 |
size_MICRO |
-0.0075 |
0.0015 |
-0.0000 |
tilt_SIZE |
| 2025-06-03 |
2025-06-04 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-06-03 |
2025-06-04 |
country_AU |
-0.1014 |
0.0060 |
-0.0006 |
tilt_COUNTRY |
| 2025-06-03 |
2025-06-04 |
momentum |
-0.1750 |
-0.0002 |
0.0000 |
alpha_MOMENTUM |
| 2025-06-03 |
2025-06-04 |
country_TH |
0.0787 |
-0.0125 |
-0.0010 |
tilt_COUNTRY |
| 2025-06-03 |
2025-06-04 |
size_SMALL |
0.0013 |
0.0001 |
0.0000 |
tilt_SIZE |
| 2025-06-03 |
2025-06-04 |
ind_diversified_retail |
-0.0008 |
0.0038 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-03 |
2025-06-04 |
ind_homebuilding_building_products |
-0.0343 |
-0.0009 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-03 |
2025-06-04 |
ind_oil_gas_equipment_services |
-0.0149 |
0.0026 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-03 |
2025-06-04 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-06-03 |
2025-06-04 |
ind_healthcare_providers_services |
0.0403 |
0.0002 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-03 |
2025-06-04 |
ind_oil_gas |
0.0219 |
0.0055 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-03 |
2025-06-04 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-06-03 |
2025-06-04 |
ind_freight_logistics |
0.0036 |
-0.0071 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-03 |
2025-06-04 |
ind_hotels_entertainment |
-0.0582 |
0.0030 |
-0.0002 |
tilt_INDUSTRY |
| 2025-06-03 |
2025-06-04 |
country_IN |
0.0124 |
0.0041 |
0.0001 |
tilt_COUNTRY |
| 2025-06-03 |
2025-06-04 |
ind_metals_mining |
-0.1217 |
0.0031 |
-0.0004 |
tilt_INDUSTRY |
| 2025-06-03 |
2025-06-04 |
ind_banking_services |
-0.1216 |
0.0011 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-03 |
2025-06-04 |
ind_investment_services |
0.0133 |
0.0042 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-03 |
2025-06-04 |
ind_coal |
-0.0498 |
0.0057 |
-0.0003 |
tilt_INDUSTRY |
| 2025-06-03 |
2025-06-04 |
ind_biotechnology |
0.0175 |
-0.0053 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-03 |
2025-06-04 |
country_HK |
0.0452 |
-0.0059 |
-0.0003 |
tilt_COUNTRY |
| 2025-06-03 |
2025-06-04 |
ind_pharmaceuticals |
-0.0634 |
-0.0005 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-03 |
2025-06-04 |
ind_multiline_utilities |
-0.0129 |
0.0008 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-03 |
2025-06-04 |
ind_integrated_hardware_software |
0.0087 |
-0.0091 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-03 |
2025-06-04 |
ind_transportation_infrastructure |
0.0140 |
-0.0011 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-03 |
2025-06-04 |
country_KR |
-0.1007 |
0.0168 |
-0.0017 |
tilt_COUNTRY |
| 2025-06-03 |
2025-06-04 |
fmom |
0.2208 |
0.0003 |
0.0001 |
alpha_QUALITY |
| 2025-06-03 |
2025-06-04 |
linearCost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-06-03 |
2025-06-04 |
ind_communications_equipment |
-0.0083 |
-0.0027 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-03 |
2025-06-04 |
sdiscrepancy |
NaN |
NaN |
-0.0020 |
unexplained |
| 2025-06-03 |
2025-06-04 |
linkage |
0.9413 |
-0.0002 |
-0.0002 |
alpha_MOMENTUM |
| 2025-06-03 |
2025-06-04 |
ind_insurance |
0.0772 |
0.0029 |
0.0002 |
tilt_INDUSTRY |
| 2025-06-03 |
2025-06-04 |
ind_healthcare_equipment_supplies |
-0.0955 |
-0.0039 |
0.0004 |
tilt_INDUSTRY |
| 2025-06-03 |
2025-06-04 |
ind_beverages |
-0.0827 |
-0.0007 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-03 |
2025-06-04 |
ind_industrial_distribution |
0.0380 |
0.0026 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-04 |
2025-06-05 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-06-04 |
2025-06-05 |
sdiscrepancy |
NaN |
NaN |
0.0001 |
unexplained |
| 2025-06-04 |
2025-06-05 |
size_MID |
-0.0965 |
0.0006 |
-0.0001 |
tilt_SIZE |
| 2025-06-04 |
2025-06-05 |
ind_telecommunications_serices |
0.1231 |
0.0023 |
0.0003 |
tilt_INDUSTRY |
| 2025-06-04 |
2025-06-05 |
ind_leisure_products |
0.0005 |
-0.0073 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-04 |
2025-06-05 |
ind_automobile |
-0.0223 |
-0.0043 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-04 |
2025-06-05 |
ind_food_drug_retail |
0.0488 |
-0.0005 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-04 |
2025-06-05 |
ind_electronic_equipment |
-0.0600 |
0.0111 |
-0.0007 |
tilt_INDUSTRY |
| 2025-06-04 |
2025-06-05 |
ind_coal |
-0.0493 |
-0.0046 |
0.0002 |
tilt_INDUSTRY |
| 2025-06-04 |
2025-06-05 |
ind_freight_logistics |
0.0022 |
-0.0083 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-04 |
2025-06-05 |
ind_banking_services |
-0.1210 |
-0.0039 |
0.0005 |
tilt_INDUSTRY |
| 2025-06-04 |
2025-06-05 |
ind_homebuilding_building_products |
-0.0339 |
-0.0051 |
0.0002 |
tilt_INDUSTRY |
| 2025-06-04 |
2025-06-05 |
ind_insurance |
0.0812 |
0.0014 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-04 |
2025-06-05 |
linkage |
0.9646 |
0.0004 |
0.0003 |
alpha_MOMENTUM |
| 2025-06-04 |
2025-06-05 |
country_SG |
0.0463 |
0.0064 |
0.0003 |
tilt_COUNTRY |
| 2025-06-04 |
2025-06-05 |
ind_construction_materials |
-0.0033 |
-0.0029 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-04 |
2025-06-05 |
ind_commercial_services_supplies |
0.0310 |
0.0021 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-04 |
2025-06-05 |
ind_diversified_retail |
-0.0018 |
-0.0025 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-04 |
2025-06-05 |
country_NZ |
-0.0187 |
0.0090 |
-0.0002 |
tilt_COUNTRY |
| 2025-06-04 |
2025-06-05 |
ind_semiconductors |
0.0296 |
0.0122 |
0.0004 |
tilt_INDUSTRY |
| 2025-06-04 |
2025-06-05 |
country_MY |
0.0058 |
0.0118 |
0.0001 |
tilt_COUNTRY |
| 2025-06-04 |
2025-06-05 |
ind_machinery |
-0.0341 |
0.0013 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-04 |
2025-06-05 |
quality |
3.5119 |
-0.0009 |
-0.0032 |
alpha_QUALITY |
| 2025-06-04 |
2025-06-05 |
ind_containers_packaging |
-0.0041 |
0.0009 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-04 |
2025-06-05 |
ind_natural_gas_utilities |
0.0055 |
0.0013 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-04 |
2025-06-05 |
ind_consumer_goods_conglomerates |
0.0002 |
-0.0033 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-04 |
2025-06-05 |
ind_metals_mining |
-0.1222 |
-0.0044 |
0.0005 |
tilt_INDUSTRY |
| 2025-06-04 |
2025-06-05 |
ind_uranium |
-0.0029 |
-0.0137 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-04 |
2025-06-05 |
value_gc |
1.8132 |
0.0006 |
0.0011 |
alpha_VALUE |
| 2025-06-04 |
2025-06-05 |
neglect |
0.7918 |
-0.0006 |
-0.0004 |
alpha_VALUE |
| 2025-06-04 |
2025-06-05 |
ind_electric_utilities_ipps |
-0.0637 |
0.0002 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-04 |
2025-06-05 |
country_PH |
0.0023 |
0.0063 |
0.0000 |
tilt_COUNTRY |
| 2025-06-04 |
2025-06-05 |
country_TH |
0.0861 |
0.0132 |
0.0011 |
tilt_COUNTRY |
| 2025-06-04 |
2025-06-05 |
ind_pharmaceuticals |
-0.0602 |
-0.0122 |
0.0007 |
tilt_INDUSTRY |
| 2025-06-04 |
2025-06-05 |
ind_transportation_infrastructure |
0.0148 |
-0.0011 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-04 |
2025-06-05 |
ind_aerospace_defense |
0.0027 |
-0.0023 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-04 |
2025-06-05 |
fmom |
0.2105 |
-0.0006 |
-0.0001 |
alpha_QUALITY |
| 2025-06-04 |
2025-06-05 |
value_liq |
0.8186 |
-0.0007 |
-0.0006 |
alpha_VALUE |
| 2025-06-04 |
2025-06-05 |
ind_healthcare_equipment_supplies |
-0.0945 |
-0.0043 |
0.0004 |
tilt_INDUSTRY |
| 2025-06-04 |
2025-06-05 |
country_XH |
0.0970 |
0.0020 |
0.0002 |
tilt_COUNTRY |
| 2025-06-04 |
2025-06-05 |
ind_communications_equipment |
-0.0072 |
0.0084 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-04 |
2025-06-05 |
ind_integrated_hardware_software |
0.0087 |
0.0108 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-04 |
2025-06-05 |
ind_fintech |
0.0021 |
0.0044 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-04 |
2025-06-05 |
ind_biotechnology |
0.0170 |
-0.0163 |
-0.0003 |
tilt_INDUSTRY |
| 2025-06-04 |
2025-06-05 |
linearCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-06-04 |
2025-06-05 |
country_JP |
-0.0158 |
-0.0087 |
0.0001 |
tilt_COUNTRY |
| 2025-06-04 |
2025-06-05 |
ind_food_tobacco |
0.1503 |
-0.0084 |
-0.0013 |
tilt_INDUSTRY |
| 2025-06-04 |
2025-06-05 |
country_ID |
0.0124 |
0.0101 |
0.0001 |
tilt_COUNTRY |
| 2025-06-04 |
2025-06-05 |
ind_healthcare_providers_services |
0.0401 |
-0.0073 |
-0.0003 |
tilt_INDUSTRY |
| 2025-06-04 |
2025-06-05 |
country_HK |
0.0476 |
0.0049 |
0.0002 |
tilt_COUNTRY |
| 2025-06-04 |
2025-06-05 |
ind_beverages |
-0.0807 |
-0.0022 |
0.0002 |
tilt_INDUSTRY |
| 2025-06-04 |
2025-06-05 |
country_KR |
-0.1020 |
0.0108 |
-0.0011 |
tilt_COUNTRY |
| 2025-06-04 |
2025-06-05 |
stability |
4.6865 |
0.0008 |
0.0040 |
alpha_QUALITY |
| 2025-06-04 |
2025-06-05 |
ind_water_utilities |
-0.0072 |
-0.0040 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-04 |
2025-06-05 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-06-04 |
2025-06-05 |
ind_office_equipment |
0.0000 |
0.0084 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-04 |
2025-06-05 |
momentum |
-0.1784 |
0.0006 |
-0.0001 |
alpha_MOMENTUM |
| 2025-06-04 |
2025-06-05 |
size_SMALL |
-0.0006 |
-0.0006 |
0.0000 |
tilt_SIZE |
| 2025-06-04 |
2025-06-05 |
size_MICRO |
-0.0082 |
-0.0018 |
0.0000 |
tilt_SIZE |
| 2025-06-04 |
2025-06-05 |
ind_specialty_reatil |
-0.0104 |
0.0022 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-04 |
2025-06-05 |
ind_computers_phones_household_electronics |
0.1087 |
0.0056 |
0.0006 |
tilt_INDUSTRY |
| 2025-06-04 |
2025-06-05 |
ind_household_products_services |
-0.0204 |
-0.0081 |
0.0002 |
tilt_INDUSTRY |
| 2025-06-04 |
2025-06-05 |
ind_real_estate_operations |
0.0124 |
0.0005 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-04 |
2025-06-05 |
revision |
0.8430 |
-0.0001 |
-0.0001 |
alpha_REVISION |
| 2025-06-04 |
2025-06-05 |
ind_multiline_utilities |
-0.0128 |
0.0128 |
-0.0002 |
tilt_INDUSTRY |
| 2025-06-04 |
2025-06-05 |
ind_investment_services |
0.0134 |
0.0017 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-04 |
2025-06-05 |
ind_industrial_distribution |
0.0379 |
-0.0018 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-04 |
2025-06-05 |
ind_media_publishing |
0.0290 |
0.0050 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-04 |
2025-06-05 |
pdiscrepancy |
NaN |
NaN |
-0.0000 |
unexplained |
| 2025-06-04 |
2025-06-05 |
ind_paper_forestry |
-0.0085 |
-0.0037 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-04 |
2025-06-05 |
size_LARGE |
0.1605 |
-0.0001 |
-0.0000 |
tilt_SIZE |
| 2025-06-04 |
2025-06-05 |
ind_construction_engineering |
0.0601 |
-0.0010 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-04 |
2025-06-05 |
ind_textiles_apparel |
-0.0348 |
-0.0069 |
0.0002 |
tilt_INDUSTRY |
| 2025-06-04 |
2025-06-05 |
sbeta_market |
0.0334 |
0.0086 |
0.0003 |
risk_exposure |
| 2025-06-04 |
2025-06-05 |
ind_passenger_transportation |
0.0702 |
0.0019 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-04 |
2025-06-05 |
country_AU |
-0.1009 |
0.0015 |
-0.0001 |
tilt_COUNTRY |
| 2025-06-04 |
2025-06-05 |
country_CN |
-0.0815 |
-0.0013 |
0.0001 |
tilt_COUNTRY |
| 2025-06-04 |
2025-06-05 |
ind_household_goods |
-0.0037 |
-0.0037 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-04 |
2025-06-05 |
ind_holding_companies |
-0.0020 |
-0.0242 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-04 |
2025-06-05 |
market |
0.0551 |
-0.0060 |
-0.0003 |
risk_exposure |
| 2025-06-04 |
2025-06-05 |
ind_hotels_entertainment |
-0.0591 |
-0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-04 |
2025-06-05 |
reversal |
0.9757 |
0.0018 |
0.0017 |
alpha_REVERSAL |
| 2025-06-04 |
2025-06-05 |
ind_chemicals |
-0.0432 |
-0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-04 |
2025-06-05 |
country_IN |
0.0121 |
0.0089 |
0.0001 |
tilt_COUNTRY |
| 2025-06-04 |
2025-06-05 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-06-04 |
2025-06-05 |
ind_oil_gas |
0.0222 |
-0.0036 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-04 |
2025-06-05 |
ind_oil_gas_equipment_services |
-0.0150 |
-0.0041 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-04 |
2025-06-05 |
specret |
NaN |
NaN |
0.0004 |
unexplained |
| 2025-06-04 |
2025-06-05 |
country_TW |
0.0643 |
-0.0031 |
-0.0002 |
tilt_COUNTRY |
| 2025-06-04 |
2025-06-05 |
ind_software_it_services |
0.1128 |
0.0090 |
0.0010 |
tilt_INDUSTRY |
| 2025-06-04 |
2025-06-05 |
ind_renewable_energy |
0.0145 |
-0.0057 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-05 |
2025-06-06 |
ind_telecommunications_serices |
0.1224 |
0.0007 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-05 |
2025-06-06 |
ind_construction_materials |
-0.0033 |
0.0045 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-05 |
2025-06-06 |
ind_beverages |
-0.0795 |
0.0003 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-05 |
2025-06-06 |
ind_electronic_equipment |
-0.0632 |
-0.0016 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-05 |
2025-06-06 |
ind_chemicals |
-0.0458 |
0.0032 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-05 |
2025-06-06 |
ind_water_utilities |
-0.0073 |
0.0000 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-05 |
2025-06-06 |
ind_specialty_reatil |
-0.0125 |
-0.0020 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-05 |
2025-06-06 |
ind_computers_phones_household_electronics |
0.1071 |
-0.0020 |
-0.0002 |
tilt_INDUSTRY |
| 2025-06-05 |
2025-06-06 |
ind_paper_forestry |
-0.0091 |
0.0056 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-05 |
2025-06-06 |
ind_uranium |
-0.0026 |
-0.0061 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-05 |
2025-06-06 |
ind_software_it_services |
0.1130 |
-0.0018 |
-0.0002 |
tilt_INDUSTRY |
| 2025-06-05 |
2025-06-06 |
ind_freight_logistics |
0.0011 |
0.0016 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-05 |
2025-06-06 |
ind_food_tobacco |
0.1493 |
-0.0030 |
-0.0005 |
tilt_INDUSTRY |
| 2025-06-05 |
2025-06-06 |
ind_biotechnology |
0.0172 |
-0.0010 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-05 |
2025-06-06 |
ind_oil_gas_equipment_services |
-0.0150 |
0.0001 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-05 |
2025-06-06 |
ind_fintech |
0.0023 |
-0.0066 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-05 |
2025-06-06 |
ind_communications_equipment |
-0.0065 |
0.0040 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-05 |
2025-06-06 |
ind_transportation_infrastructure |
0.0170 |
0.0021 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-05 |
2025-06-06 |
ind_renewable_energy |
0.0141 |
0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-05 |
2025-06-06 |
ind_coal |
-0.0492 |
0.0034 |
-0.0002 |
tilt_INDUSTRY |
| 2025-06-05 |
2025-06-06 |
value_liq |
0.8190 |
-0.0001 |
-0.0001 |
alpha_VALUE |
| 2025-06-05 |
2025-06-06 |
linearCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-06-05 |
2025-06-06 |
ind_real_estate_operations |
0.0143 |
0.0038 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-05 |
2025-06-06 |
ind_food_drug_retail |
0.0488 |
-0.0036 |
-0.0002 |
tilt_INDUSTRY |
| 2025-06-05 |
2025-06-06 |
ind_diversified_retail |
-0.0034 |
-0.0022 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-05 |
2025-06-06 |
ind_containers_packaging |
-0.0039 |
0.0010 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-05 |
2025-06-06 |
ind_electric_utilities_ipps |
-0.0639 |
0.0015 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-05 |
2025-06-06 |
ind_passenger_transportation |
0.0702 |
-0.0007 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-05 |
2025-06-06 |
ind_textiles_apparel |
-0.0354 |
-0.0029 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-05 |
2025-06-06 |
ind_semiconductors |
0.0210 |
0.0023 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-05 |
2025-06-06 |
ind_banking_services |
-0.1400 |
0.0007 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-05 |
2025-06-06 |
ind_commercial_services_supplies |
0.0310 |
-0.0031 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-05 |
2025-06-06 |
ind_construction_engineering |
0.0606 |
0.0055 |
0.0003 |
tilt_INDUSTRY |
| 2025-06-05 |
2025-06-06 |
ind_pharmaceuticals |
-0.0544 |
-0.0020 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-05 |
2025-06-06 |
ind_consumer_goods_conglomerates |
0.0003 |
0.0071 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-05 |
2025-06-06 |
neglect |
0.8032 |
-0.0002 |
-0.0002 |
alpha_VALUE |
| 2025-06-05 |
2025-06-06 |
quality |
3.5400 |
-0.0011 |
-0.0037 |
alpha_QUALITY |
| 2025-06-05 |
2025-06-06 |
ind_holding_companies |
-0.0017 |
0.0052 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-05 |
2025-06-06 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-06-05 |
2025-06-06 |
country_HK |
0.0526 |
0.0019 |
0.0001 |
tilt_COUNTRY |
| 2025-06-05 |
2025-06-06 |
sbeta_market |
0.0341 |
-0.0065 |
-0.0002 |
risk_exposure |
| 2025-06-05 |
2025-06-06 |
country_CN |
-0.0818 |
0.0002 |
-0.0000 |
tilt_COUNTRY |
| 2025-06-05 |
2025-06-06 |
linkage |
0.9970 |
-0.0005 |
-0.0005 |
alpha_MOMENTUM |
| 2025-06-05 |
2025-06-06 |
ind_industrial_distribution |
0.0376 |
-0.0004 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-05 |
2025-06-06 |
country_PH |
0.0023 |
-0.0039 |
-0.0000 |
tilt_COUNTRY |
| 2025-06-05 |
2025-06-06 |
ind_oil_gas |
0.0243 |
0.0038 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-05 |
2025-06-06 |
ind_machinery |
-0.0224 |
-0.0012 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-05 |
2025-06-06 |
ind_metals_mining |
-0.1220 |
0.0072 |
-0.0009 |
tilt_INDUSTRY |
| 2025-06-05 |
2025-06-06 |
fmom |
0.2151 |
0.0005 |
0.0001 |
alpha_QUALITY |
| 2025-06-05 |
2025-06-06 |
ind_automobile |
-0.0232 |
-0.0019 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-05 |
2025-06-06 |
market |
0.0534 |
0.0063 |
0.0003 |
risk_exposure |
| 2025-06-05 |
2025-06-06 |
country_SG |
0.0483 |
0.0013 |
0.0001 |
tilt_COUNTRY |
| 2025-06-05 |
2025-06-06 |
ind_household_goods |
-0.0038 |
0.0002 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-05 |
2025-06-06 |
size_MID |
-0.0925 |
0.0002 |
-0.0000 |
tilt_SIZE |
| 2025-06-05 |
2025-06-06 |
country_JP |
-0.0027 |
0.0019 |
-0.0000 |
tilt_COUNTRY |
| 2025-06-05 |
2025-06-06 |
ind_healthcare_equipment_supplies |
-0.0957 |
-0.0036 |
0.0003 |
tilt_INDUSTRY |
| 2025-06-05 |
2025-06-06 |
country_NZ |
-0.0185 |
-0.0036 |
0.0001 |
tilt_COUNTRY |
| 2025-06-05 |
2025-06-06 |
size_MICRO |
-0.0075 |
-0.0024 |
0.0000 |
tilt_SIZE |
| 2025-06-05 |
2025-06-06 |
country_MY |
0.0058 |
-0.0048 |
-0.0000 |
tilt_COUNTRY |
| 2025-06-05 |
2025-06-06 |
size_LARGE |
0.1537 |
0.0001 |
0.0000 |
tilt_SIZE |
| 2025-06-05 |
2025-06-06 |
country_KR |
-0.1026 |
-0.0016 |
0.0002 |
tilt_COUNTRY |
| 2025-06-05 |
2025-06-06 |
ind_office_equipment |
0.0000 |
-0.0049 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-05 |
2025-06-06 |
stability |
4.6913 |
-0.0001 |
-0.0006 |
alpha_QUALITY |
| 2025-06-05 |
2025-06-06 |
ind_natural_gas_utilities |
0.0057 |
-0.0012 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-05 |
2025-06-06 |
ind_media_publishing |
0.0323 |
-0.0045 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-05 |
2025-06-06 |
ind_household_products_services |
-0.0189 |
-0.0107 |
0.0002 |
tilt_INDUSTRY |
| 2025-06-05 |
2025-06-06 |
ind_integrated_hardware_software |
0.0089 |
0.0031 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-05 |
2025-06-06 |
sdiscrepancy |
NaN |
NaN |
-0.0002 |
unexplained |
| 2025-06-05 |
2025-06-06 |
ind_healthcare_providers_services |
0.0398 |
-0.0005 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-05 |
2025-06-06 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-06-05 |
2025-06-06 |
momentum |
-0.2059 |
-0.0010 |
0.0002 |
alpha_MOMENTUM |
| 2025-06-05 |
2025-06-06 |
ind_leisure_products |
0.0007 |
-0.0068 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-05 |
2025-06-06 |
value_gc |
1.8245 |
0.0004 |
0.0007 |
alpha_VALUE |
| 2025-06-05 |
2025-06-06 |
country_TW |
0.0636 |
-0.0004 |
-0.0000 |
tilt_COUNTRY |
| 2025-06-05 |
2025-06-06 |
reversal |
0.9055 |
0.0001 |
0.0001 |
alpha_REVERSAL |
| 2025-06-05 |
2025-06-06 |
size_SMALL |
-0.0003 |
-0.0002 |
0.0000 |
tilt_SIZE |
| 2025-06-05 |
2025-06-06 |
country_XH |
0.0831 |
0.0011 |
0.0001 |
tilt_COUNTRY |
| 2025-06-05 |
2025-06-06 |
specret |
NaN |
NaN |
0.0004 |
unexplained |
| 2025-06-05 |
2025-06-06 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-06-05 |
2025-06-06 |
country_AU |
-0.0993 |
-0.0076 |
0.0008 |
tilt_COUNTRY |
| 2025-06-05 |
2025-06-06 |
ind_investment_services |
0.0146 |
-0.0029 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-05 |
2025-06-06 |
country_TH |
0.0781 |
-0.0068 |
-0.0005 |
tilt_COUNTRY |
| 2025-06-05 |
2025-06-06 |
ind_insurance |
0.0878 |
-0.0011 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-05 |
2025-06-06 |
ind_multiline_utilities |
-0.0127 |
0.0050 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-05 |
2025-06-06 |
revision |
0.9135 |
0.0001 |
0.0001 |
alpha_REVISION |
| 2025-06-05 |
2025-06-06 |
ind_hotels_entertainment |
-0.0564 |
-0.0031 |
0.0002 |
tilt_INDUSTRY |
| 2025-06-05 |
2025-06-06 |
ind_homebuilding_building_products |
-0.0336 |
-0.0015 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-05 |
2025-06-06 |
country_ID |
0.0124 |
-0.0057 |
-0.0001 |
tilt_COUNTRY |
| 2025-06-05 |
2025-06-06 |
ind_aerospace_defense |
0.0031 |
-0.0069 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-05 |
2025-06-06 |
pdiscrepancy |
NaN |
NaN |
-0.0000 |
unexplained |
| 2025-06-05 |
2025-06-06 |
country_IN |
0.0120 |
0.0031 |
0.0000 |
tilt_COUNTRY |
| 2025-06-06 |
2025-06-09 |
country_ID |
0.0124 |
-0.0007 |
-0.0000 |
tilt_COUNTRY |
| 2025-06-06 |
2025-06-09 |
country_KR |
-0.1012 |
0.0082 |
-0.0008 |
tilt_COUNTRY |
| 2025-06-06 |
2025-06-09 |
ind_water_utilities |
-0.0073 |
-0.0015 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-06 |
2025-06-09 |
bcost |
NaN |
NaN |
-0.0010 |
cost |
| 2025-06-06 |
2025-06-09 |
ind_insurance |
0.0951 |
0.0000 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-06 |
2025-06-09 |
impactCost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-06-06 |
2025-06-09 |
ind_real_estate_operations |
0.0147 |
-0.0048 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-06 |
2025-06-09 |
linearCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-06-06 |
2025-06-09 |
size_MID |
-0.0984 |
-0.0005 |
0.0000 |
tilt_SIZE |
| 2025-06-06 |
2025-06-09 |
country_JP |
0.0053 |
0.0003 |
0.0000 |
tilt_COUNTRY |
| 2025-06-06 |
2025-06-09 |
size_SMALL |
-0.0024 |
-0.0001 |
0.0000 |
tilt_SIZE |
| 2025-06-06 |
2025-06-09 |
momentum |
-0.2100 |
0.0006 |
-0.0001 |
alpha_MOMENTUM |
| 2025-06-06 |
2025-06-09 |
ind_electronic_equipment |
-0.0642 |
-0.0055 |
0.0004 |
tilt_INDUSTRY |
| 2025-06-06 |
2025-06-09 |
ind_beverages |
-0.0792 |
-0.0098 |
0.0008 |
tilt_INDUSTRY |
| 2025-06-06 |
2025-06-09 |
ind_machinery |
-0.0227 |
-0.0033 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-06 |
2025-06-09 |
country_IN |
0.0119 |
0.0087 |
0.0001 |
tilt_COUNTRY |
| 2025-06-06 |
2025-06-09 |
ind_software_it_services |
0.1109 |
0.0012 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-06 |
2025-06-09 |
ind_industrial_distribution |
0.0373 |
-0.0081 |
-0.0003 |
tilt_INDUSTRY |
| 2025-06-06 |
2025-06-09 |
value_liq |
0.8384 |
-0.0001 |
-0.0001 |
alpha_VALUE |
| 2025-06-06 |
2025-06-09 |
ind_aerospace_defense |
0.0039 |
-0.0023 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-06 |
2025-06-09 |
ind_healthcare_providers_services |
0.0397 |
0.0048 |
0.0002 |
tilt_INDUSTRY |
| 2025-06-06 |
2025-06-09 |
size_MICRO |
-0.0080 |
-0.0013 |
0.0000 |
tilt_SIZE |
| 2025-06-06 |
2025-06-09 |
ind_construction_engineering |
0.0604 |
-0.0023 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-06 |
2025-06-09 |
ind_food_tobacco |
0.1492 |
0.0009 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-06 |
2025-06-09 |
ind_household_products_services |
-0.0178 |
0.0010 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-06 |
2025-06-09 |
pdiscrepancy |
NaN |
NaN |
0.0000 |
unexplained |
| 2025-06-06 |
2025-06-09 |
ind_paper_forestry |
-0.0094 |
-0.0035 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-06 |
2025-06-09 |
ind_passenger_transportation |
0.0703 |
-0.0001 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-06 |
2025-06-09 |
ind_hotels_entertainment |
-0.0564 |
0.0030 |
-0.0002 |
tilt_INDUSTRY |
| 2025-06-06 |
2025-06-09 |
revision |
0.9157 |
-0.0001 |
-0.0001 |
alpha_REVISION |
| 2025-06-06 |
2025-06-09 |
ind_multiline_utilities |
-0.0127 |
-0.0033 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-06 |
2025-06-09 |
country_TH |
0.0709 |
-0.0071 |
-0.0005 |
tilt_COUNTRY |
| 2025-06-06 |
2025-06-09 |
ind_transportation_infrastructure |
0.0190 |
-0.0005 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-06 |
2025-06-09 |
country_SG |
0.0488 |
-0.0043 |
-0.0002 |
tilt_COUNTRY |
| 2025-06-06 |
2025-06-09 |
reversal |
1.0344 |
0.0005 |
0.0005 |
alpha_REVERSAL |
| 2025-06-06 |
2025-06-09 |
country_TW |
0.0670 |
-0.0001 |
-0.0000 |
tilt_COUNTRY |
| 2025-06-06 |
2025-06-09 |
ind_food_drug_retail |
0.0480 |
0.0018 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-06 |
2025-06-09 |
ind_uranium |
-0.0026 |
-0.0068 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-06 |
2025-06-09 |
country_XH |
0.0714 |
0.0043 |
0.0003 |
tilt_COUNTRY |
| 2025-06-06 |
2025-06-09 |
ind_coal |
-0.0489 |
-0.0010 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-06 |
2025-06-09 |
ind_homebuilding_building_products |
-0.0338 |
-0.0040 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-06 |
2025-06-09 |
quality |
3.5617 |
0.0009 |
0.0031 |
alpha_QUALITY |
| 2025-06-06 |
2025-06-09 |
ind_natural_gas_utilities |
0.0059 |
-0.0003 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-06 |
2025-06-09 |
ind_chemicals |
-0.0474 |
-0.0014 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-06 |
2025-06-09 |
ind_computers_phones_household_electronics |
0.1062 |
-0.0029 |
-0.0003 |
tilt_INDUSTRY |
| 2025-06-06 |
2025-06-09 |
ind_commercial_services_supplies |
0.0318 |
0.0021 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-06 |
2025-06-09 |
ind_holding_companies |
-0.0015 |
0.0056 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-06 |
2025-06-09 |
ind_pharmaceuticals |
-0.0540 |
0.0115 |
-0.0006 |
tilt_INDUSTRY |
| 2025-06-06 |
2025-06-09 |
ind_media_publishing |
0.0335 |
0.0057 |
0.0002 |
tilt_INDUSTRY |
| 2025-06-06 |
2025-06-09 |
ind_office_equipment |
0.0000 |
-0.0031 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-06 |
2025-06-09 |
size_LARGE |
0.1547 |
0.0011 |
0.0002 |
tilt_SIZE |
| 2025-06-06 |
2025-06-09 |
country_MY |
0.0058 |
0.0018 |
0.0000 |
tilt_COUNTRY |
| 2025-06-06 |
2025-06-09 |
country_NZ |
-0.0183 |
-0.0024 |
0.0000 |
tilt_COUNTRY |
| 2025-06-06 |
2025-06-09 |
ind_telecommunications_serices |
0.1225 |
0.0011 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-06 |
2025-06-09 |
neglect |
0.8043 |
0.0004 |
0.0003 |
alpha_VALUE |
| 2025-06-06 |
2025-06-09 |
ind_textiles_apparel |
-0.0346 |
0.0013 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-06 |
2025-06-09 |
sdiscrepancy |
NaN |
NaN |
-0.0003 |
unexplained |
| 2025-06-06 |
2025-06-09 |
ind_fintech |
0.0025 |
0.0022 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-06 |
2025-06-09 |
fmom |
0.2221 |
-0.0001 |
-0.0000 |
alpha_QUALITY |
| 2025-06-06 |
2025-06-09 |
ind_communications_equipment |
-0.0018 |
-0.0048 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-06 |
2025-06-09 |
ind_metals_mining |
-0.1220 |
-0.0041 |
0.0005 |
tilt_INDUSTRY |
| 2025-06-06 |
2025-06-09 |
ind_biotechnology |
0.0185 |
0.0150 |
0.0003 |
tilt_INDUSTRY |
| 2025-06-06 |
2025-06-09 |
country_PH |
0.0023 |
0.0027 |
0.0000 |
tilt_COUNTRY |
| 2025-06-06 |
2025-06-09 |
sbeta_market |
0.0241 |
0.0120 |
0.0003 |
risk_exposure |
| 2025-06-06 |
2025-06-09 |
fcost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-06-06 |
2025-06-09 |
ind_household_goods |
-0.0040 |
-0.0014 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-06 |
2025-06-09 |
ind_construction_materials |
-0.0033 |
-0.0033 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-06 |
2025-06-09 |
linkage |
1.0154 |
-0.0000 |
-0.0000 |
alpha_MOMENTUM |
| 2025-06-06 |
2025-06-09 |
ind_specialty_reatil |
-0.0132 |
0.0019 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-06 |
2025-06-09 |
specret |
NaN |
NaN |
-0.0011 |
unexplained |
| 2025-06-06 |
2025-06-09 |
ind_freight_logistics |
-0.0029 |
-0.0027 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-06 |
2025-06-09 |
ind_leisure_products |
0.0005 |
0.0069 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-06 |
2025-06-09 |
stability |
4.6665 |
-0.0005 |
-0.0023 |
alpha_QUALITY |
| 2025-06-06 |
2025-06-09 |
ind_consumer_goods_conglomerates |
0.0007 |
0.0014 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-06 |
2025-06-09 |
ind_banking_services |
-0.1454 |
0.0044 |
-0.0006 |
tilt_INDUSTRY |
| 2025-06-06 |
2025-06-09 |
country_AU |
-0.0979 |
-0.0019 |
0.0002 |
tilt_COUNTRY |
| 2025-06-06 |
2025-06-09 |
ind_integrated_hardware_software |
0.0090 |
-0.0074 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-06 |
2025-06-09 |
ind_oil_gas_equipment_services |
-0.0151 |
-0.0007 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-06 |
2025-06-09 |
ind_oil_gas |
0.0245 |
0.0023 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-06 |
2025-06-09 |
country_HK |
0.0573 |
0.0036 |
0.0002 |
tilt_COUNTRY |
| 2025-06-06 |
2025-06-09 |
ind_diversified_retail |
-0.0045 |
0.0020 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-06 |
2025-06-09 |
ind_renewable_energy |
0.0136 |
0.0059 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-06 |
2025-06-09 |
ind_electric_utilities_ipps |
-0.0641 |
0.0028 |
-0.0002 |
tilt_INDUSTRY |
| 2025-06-06 |
2025-06-09 |
ind_containers_packaging |
-0.0035 |
0.0006 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-06 |
2025-06-09 |
ind_investment_services |
0.0170 |
0.0051 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-06 |
2025-06-09 |
ind_healthcare_equipment_supplies |
-0.0961 |
0.0027 |
-0.0003 |
tilt_INDUSTRY |
| 2025-06-06 |
2025-06-09 |
country_CN |
-0.0900 |
-0.0028 |
0.0002 |
tilt_COUNTRY |
| 2025-06-06 |
2025-06-09 |
ind_semiconductors |
0.0087 |
-0.0040 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-06 |
2025-06-09 |
ind_automobile |
-0.0234 |
-0.0035 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-06 |
2025-06-09 |
value_gc |
1.8657 |
0.0001 |
0.0002 |
alpha_VALUE |
| 2025-06-06 |
2025-06-09 |
market |
0.0460 |
-0.0054 |
-0.0003 |
risk_exposure |
| 2025-06-09 |
2025-06-10 |
country_NZ |
-0.0184 |
-0.0023 |
0.0000 |
tilt_COUNTRY |
| 2025-06-09 |
2025-06-10 |
sdiscrepancy |
NaN |
NaN |
-0.0003 |
unexplained |
| 2025-06-09 |
2025-06-10 |
ind_telecommunications_serices |
0.1231 |
-0.0062 |
-0.0008 |
tilt_INDUSTRY |
| 2025-06-09 |
2025-06-10 |
ind_household_goods |
-0.0043 |
0.0025 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-09 |
2025-06-10 |
ind_fintech |
0.0025 |
-0.0065 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-09 |
2025-06-10 |
neglect |
0.7860 |
-0.0006 |
-0.0005 |
alpha_VALUE |
| 2025-06-09 |
2025-06-10 |
market |
0.0567 |
0.0061 |
0.0003 |
risk_exposure |
| 2025-06-09 |
2025-06-10 |
fmom |
0.2376 |
0.0012 |
0.0003 |
alpha_QUALITY |
| 2025-06-09 |
2025-06-10 |
ind_food_tobacco |
0.1504 |
-0.0002 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-09 |
2025-06-10 |
ind_media_publishing |
0.0344 |
0.0045 |
0.0002 |
tilt_INDUSTRY |
| 2025-06-09 |
2025-06-10 |
size_LARGE |
0.1644 |
0.0013 |
0.0002 |
tilt_SIZE |
| 2025-06-09 |
2025-06-10 |
country_JP |
-0.0016 |
0.0010 |
-0.0000 |
tilt_COUNTRY |
| 2025-06-09 |
2025-06-10 |
size_MICRO |
-0.0088 |
0.0036 |
-0.0000 |
tilt_SIZE |
| 2025-06-09 |
2025-06-10 |
ind_electric_utilities_ipps |
-0.0637 |
0.0028 |
-0.0002 |
tilt_INDUSTRY |
| 2025-06-09 |
2025-06-10 |
country_KR |
-0.1007 |
0.0038 |
-0.0004 |
tilt_COUNTRY |
| 2025-06-09 |
2025-06-10 |
ind_specialty_reatil |
-0.0131 |
-0.0026 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-09 |
2025-06-10 |
ind_water_utilities |
-0.0073 |
0.0047 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-09 |
2025-06-10 |
country_MY |
0.0058 |
0.0000 |
0.0000 |
tilt_COUNTRY |
| 2025-06-09 |
2025-06-10 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-06-09 |
2025-06-10 |
ind_computers_phones_household_electronics |
0.1055 |
-0.0028 |
-0.0003 |
tilt_INDUSTRY |
| 2025-06-09 |
2025-06-10 |
ind_household_products_services |
-0.0175 |
0.0065 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-09 |
2025-06-10 |
ind_integrated_hardware_software |
0.0090 |
-0.0020 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-09 |
2025-06-10 |
ind_pharmaceuticals |
-0.0554 |
0.0084 |
-0.0005 |
tilt_INDUSTRY |
| 2025-06-09 |
2025-06-10 |
ind_office_equipment |
0.0000 |
0.0065 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-09 |
2025-06-10 |
stability |
4.6716 |
-0.0004 |
-0.0018 |
alpha_QUALITY |
| 2025-06-09 |
2025-06-10 |
country_HK |
0.0621 |
0.0064 |
0.0004 |
tilt_COUNTRY |
| 2025-06-09 |
2025-06-10 |
ind_communications_equipment |
0.0016 |
-0.0029 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-09 |
2025-06-10 |
country_PH |
0.0023 |
-0.0102 |
-0.0000 |
tilt_COUNTRY |
| 2025-06-09 |
2025-06-10 |
ind_metals_mining |
-0.1244 |
0.0037 |
-0.0005 |
tilt_INDUSTRY |
| 2025-06-09 |
2025-06-10 |
ind_transportation_infrastructure |
0.0195 |
0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-09 |
2025-06-10 |
reversal |
0.9574 |
0.0013 |
0.0012 |
alpha_REVERSAL |
| 2025-06-09 |
2025-06-10 |
ind_renewable_energy |
0.0144 |
-0.0020 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-09 |
2025-06-10 |
country_XH |
0.0680 |
0.0108 |
0.0007 |
tilt_COUNTRY |
| 2025-06-09 |
2025-06-10 |
ind_chemicals |
-0.0479 |
0.0017 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-09 |
2025-06-10 |
ind_investment_services |
0.0197 |
-0.0034 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-09 |
2025-06-10 |
country_TW |
0.0724 |
0.0115 |
0.0008 |
tilt_COUNTRY |
| 2025-06-09 |
2025-06-10 |
ind_food_drug_retail |
0.0479 |
-0.0054 |
-0.0003 |
tilt_INDUSTRY |
| 2025-06-09 |
2025-06-10 |
ind_coal |
-0.0481 |
0.0018 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-09 |
2025-06-10 |
ind_uranium |
-0.0027 |
0.0286 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-09 |
2025-06-10 |
value_gc |
1.8481 |
0.0003 |
0.0006 |
alpha_VALUE |
| 2025-06-09 |
2025-06-10 |
ind_homebuilding_building_products |
-0.0344 |
0.0036 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-09 |
2025-06-10 |
quality |
3.5715 |
0.0012 |
0.0042 |
alpha_QUALITY |
| 2025-06-09 |
2025-06-10 |
ind_natural_gas_utilities |
0.0054 |
-0.0058 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-09 |
2025-06-10 |
linkage |
1.0116 |
0.0009 |
0.0009 |
alpha_MOMENTUM |
| 2025-06-09 |
2025-06-10 |
country_TH |
0.0734 |
0.0038 |
0.0003 |
tilt_COUNTRY |
| 2025-06-09 |
2025-06-10 |
ind_multiline_utilities |
-0.0127 |
-0.0024 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-09 |
2025-06-10 |
country_AU |
-0.1001 |
0.0046 |
-0.0005 |
tilt_COUNTRY |
| 2025-06-09 |
2025-06-10 |
revision |
0.9282 |
-0.0005 |
-0.0005 |
alpha_REVISION |
| 2025-06-09 |
2025-06-10 |
ind_biotechnology |
0.0196 |
0.0133 |
0.0003 |
tilt_INDUSTRY |
| 2025-06-09 |
2025-06-10 |
country_CN |
-0.0817 |
-0.0051 |
0.0004 |
tilt_COUNTRY |
| 2025-06-09 |
2025-06-10 |
ind_semiconductors |
0.0103 |
-0.0024 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-09 |
2025-06-10 |
sbeta_market |
0.0332 |
-0.0081 |
-0.0003 |
risk_exposure |
| 2025-06-09 |
2025-06-10 |
ind_containers_packaging |
-0.0034 |
0.0004 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-09 |
2025-06-10 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-06-09 |
2025-06-10 |
ind_holding_companies |
-0.0011 |
-0.0104 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-09 |
2025-06-10 |
ind_automobile |
-0.0283 |
0.0008 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-09 |
2025-06-10 |
ind_textiles_apparel |
-0.0338 |
0.0013 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-09 |
2025-06-10 |
ind_diversified_retail |
-0.0050 |
-0.0029 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-09 |
2025-06-10 |
pdiscrepancy |
NaN |
NaN |
-0.0000 |
unexplained |
| 2025-06-09 |
2025-06-10 |
ind_paper_forestry |
-0.0094 |
-0.0026 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-09 |
2025-06-10 |
country_SG |
0.0508 |
0.0012 |
0.0001 |
tilt_COUNTRY |
| 2025-06-09 |
2025-06-10 |
ind_passenger_transportation |
0.0704 |
0.0000 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-09 |
2025-06-10 |
ind_hotels_entertainment |
-0.0595 |
-0.0000 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-09 |
2025-06-10 |
ind_freight_logistics |
-0.0083 |
0.0012 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-09 |
2025-06-10 |
ind_commercial_services_supplies |
0.0308 |
-0.0012 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-09 |
2025-06-10 |
ind_electronic_equipment |
-0.0647 |
-0.0011 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-09 |
2025-06-10 |
ind_construction_materials |
-0.0033 |
0.0002 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-09 |
2025-06-10 |
ind_banking_services |
-0.1276 |
-0.0014 |
0.0002 |
tilt_INDUSTRY |
| 2025-06-09 |
2025-06-10 |
ind_healthcare_providers_services |
0.0399 |
-0.0018 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-09 |
2025-06-10 |
value_liq |
0.8267 |
0.0008 |
0.0006 |
alpha_VALUE |
| 2025-06-09 |
2025-06-10 |
ind_oil_gas_equipment_services |
-0.0150 |
0.0018 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-09 |
2025-06-10 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-06-09 |
2025-06-10 |
ind_software_it_services |
0.1095 |
-0.0037 |
-0.0004 |
tilt_INDUSTRY |
| 2025-06-09 |
2025-06-10 |
ind_construction_engineering |
0.0603 |
0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-09 |
2025-06-10 |
ind_healthcare_equipment_supplies |
-0.0950 |
0.0067 |
-0.0006 |
tilt_INDUSTRY |
| 2025-06-09 |
2025-06-10 |
ind_insurance |
0.1012 |
-0.0033 |
-0.0003 |
tilt_INDUSTRY |
| 2025-06-09 |
2025-06-10 |
country_IN |
0.0119 |
-0.0017 |
-0.0000 |
tilt_COUNTRY |
| 2025-06-09 |
2025-06-10 |
ind_beverages |
-0.0757 |
-0.0030 |
0.0002 |
tilt_INDUSTRY |
| 2025-06-09 |
2025-06-10 |
ind_machinery |
-0.0321 |
0.0006 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-09 |
2025-06-10 |
ind_oil_gas |
0.0258 |
0.0005 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-09 |
2025-06-10 |
size_SMALL |
-0.0046 |
0.0003 |
-0.0000 |
tilt_SIZE |
| 2025-06-09 |
2025-06-10 |
specret |
NaN |
NaN |
-0.0037 |
unexplained |
| 2025-06-09 |
2025-06-10 |
ind_leisure_products |
0.0002 |
0.0010 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-09 |
2025-06-10 |
linearCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-06-09 |
2025-06-10 |
ind_industrial_distribution |
0.0371 |
-0.0018 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-09 |
2025-06-10 |
ind_consumer_goods_conglomerates |
0.0011 |
-0.0073 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-09 |
2025-06-10 |
ind_real_estate_operations |
0.0129 |
0.0033 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-09 |
2025-06-10 |
country_ID |
0.0125 |
0.0091 |
0.0001 |
tilt_COUNTRY |
| 2025-06-09 |
2025-06-10 |
momentum |
-0.1885 |
-0.0005 |
0.0001 |
alpha_MOMENTUM |
| 2025-06-09 |
2025-06-10 |
size_MID |
-0.0942 |
-0.0012 |
0.0001 |
tilt_SIZE |
| 2025-06-09 |
2025-06-10 |
ind_aerospace_defense |
0.0037 |
-0.0015 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-10 |
2025-06-11 |
ind_automobile |
-0.0323 |
0.0050 |
-0.0002 |
tilt_INDUSTRY |
| 2025-06-10 |
2025-06-11 |
ind_holding_companies |
-0.0005 |
-0.0056 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-10 |
2025-06-11 |
ind_household_goods |
-0.0046 |
0.0006 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-10 |
2025-06-11 |
ind_textiles_apparel |
-0.0333 |
0.0005 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-10 |
2025-06-11 |
sdiscrepancy |
NaN |
NaN |
0.0002 |
unexplained |
| 2025-06-10 |
2025-06-11 |
specret |
NaN |
NaN |
-0.0011 |
unexplained |
| 2025-06-10 |
2025-06-11 |
neglect |
0.7702 |
-0.0006 |
-0.0005 |
alpha_VALUE |
| 2025-06-10 |
2025-06-11 |
ind_diversified_retail |
-0.0056 |
0.0012 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-10 |
2025-06-11 |
ind_telecommunications_serices |
0.1230 |
-0.0016 |
-0.0002 |
tilt_INDUSTRY |
| 2025-06-10 |
2025-06-11 |
ind_commercial_services_supplies |
0.0286 |
0.0028 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-10 |
2025-06-11 |
market |
0.0650 |
0.0038 |
0.0002 |
risk_exposure |
| 2025-06-10 |
2025-06-11 |
country_IN |
0.0091 |
-0.0050 |
-0.0000 |
tilt_COUNTRY |
| 2025-06-10 |
2025-06-11 |
ind_containers_packaging |
-0.0034 |
0.0020 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-10 |
2025-06-11 |
ind_fintech |
0.0024 |
0.0106 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-10 |
2025-06-11 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-06-10 |
2025-06-11 |
fmom |
0.2361 |
0.0003 |
0.0001 |
alpha_QUALITY |
| 2025-06-10 |
2025-06-11 |
momentum |
-0.1607 |
0.0002 |
-0.0000 |
alpha_MOMENTUM |
| 2025-06-10 |
2025-06-11 |
sbeta_market |
0.0331 |
0.0011 |
0.0000 |
risk_exposure |
| 2025-06-10 |
2025-06-11 |
country_PH |
0.0023 |
0.0059 |
0.0000 |
tilt_COUNTRY |
| 2025-06-10 |
2025-06-11 |
ind_aerospace_defense |
0.0032 |
-0.0075 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-10 |
2025-06-11 |
ind_biotechnology |
0.0190 |
-0.0113 |
-0.0002 |
tilt_INDUSTRY |
| 2025-06-10 |
2025-06-11 |
ind_metals_mining |
-0.1268 |
0.0081 |
-0.0010 |
tilt_INDUSTRY |
| 2025-06-10 |
2025-06-11 |
ind_communications_equipment |
-0.0038 |
-0.0038 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-10 |
2025-06-11 |
ind_software_it_services |
0.1048 |
0.0005 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-10 |
2025-06-11 |
country_CN |
-0.0666 |
-0.0004 |
0.0000 |
tilt_COUNTRY |
| 2025-06-10 |
2025-06-11 |
ind_paper_forestry |
-0.0094 |
0.0051 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-10 |
2025-06-11 |
ind_construction_materials |
-0.0034 |
-0.0004 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-10 |
2025-06-11 |
ind_natural_gas_utilities |
0.0049 |
-0.0033 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-10 |
2025-06-11 |
linkage |
1.0297 |
0.0002 |
0.0002 |
alpha_MOMENTUM |
| 2025-06-10 |
2025-06-11 |
ind_real_estate_operations |
0.0134 |
0.0007 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-10 |
2025-06-11 |
quality |
3.5678 |
0.0011 |
0.0038 |
alpha_QUALITY |
| 2025-06-10 |
2025-06-11 |
ind_homebuilding_building_products |
-0.0345 |
0.0001 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-10 |
2025-06-11 |
value_gc |
1.8196 |
-0.0006 |
-0.0010 |
alpha_VALUE |
| 2025-06-10 |
2025-06-11 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-06-10 |
2025-06-11 |
ind_uranium |
-0.0027 |
-0.0256 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-10 |
2025-06-11 |
ind_coal |
-0.0483 |
0.0025 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-10 |
2025-06-11 |
ind_food_drug_retail |
0.0477 |
-0.0069 |
-0.0003 |
tilt_INDUSTRY |
| 2025-06-10 |
2025-06-11 |
country_TW |
0.0732 |
0.0028 |
0.0002 |
tilt_COUNTRY |
| 2025-06-10 |
2025-06-11 |
linearCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-06-10 |
2025-06-11 |
ind_investment_services |
0.0216 |
0.0082 |
0.0002 |
tilt_INDUSTRY |
| 2025-06-10 |
2025-06-11 |
ind_chemicals |
-0.0499 |
0.0019 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-10 |
2025-06-11 |
country_XH |
0.0614 |
0.0066 |
0.0004 |
tilt_COUNTRY |
| 2025-06-10 |
2025-06-11 |
ind_healthcare_equipment_supplies |
-0.0941 |
-0.0028 |
0.0003 |
tilt_INDUSTRY |
| 2025-06-10 |
2025-06-11 |
reversal |
0.7445 |
-0.0003 |
-0.0002 |
alpha_REVERSAL |
| 2025-06-10 |
2025-06-11 |
size_SMALL |
-0.0013 |
-0.0008 |
0.0000 |
tilt_SIZE |
| 2025-06-10 |
2025-06-11 |
country_SG |
0.0529 |
-0.0055 |
-0.0003 |
tilt_COUNTRY |
| 2025-06-10 |
2025-06-11 |
ind_passenger_transportation |
0.0706 |
-0.0025 |
-0.0002 |
tilt_INDUSTRY |
| 2025-06-10 |
2025-06-11 |
ind_hotels_entertainment |
-0.0596 |
0.0017 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-10 |
2025-06-11 |
ind_freight_logistics |
-0.0111 |
-0.0031 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-10 |
2025-06-11 |
revision |
0.9846 |
-0.0003 |
-0.0003 |
alpha_REVISION |
| 2025-06-10 |
2025-06-11 |
pdiscrepancy |
NaN |
NaN |
-0.0000 |
unexplained |
| 2025-06-10 |
2025-06-11 |
ind_insurance |
0.1036 |
0.0045 |
0.0005 |
tilt_INDUSTRY |
| 2025-06-10 |
2025-06-11 |
ind_leisure_products |
0.0007 |
-0.0174 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-10 |
2025-06-11 |
ind_multiline_utilities |
-0.0127 |
-0.0012 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-10 |
2025-06-11 |
country_TH |
0.0738 |
-0.0030 |
-0.0002 |
tilt_COUNTRY |
| 2025-06-10 |
2025-06-11 |
ind_renewable_energy |
0.0135 |
0.0078 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-10 |
2025-06-11 |
country_ID |
0.0126 |
-0.0026 |
-0.0000 |
tilt_COUNTRY |
| 2025-06-10 |
2025-06-11 |
ind_transportation_infrastructure |
0.0204 |
-0.0012 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-10 |
2025-06-11 |
country_AU |
-0.1017 |
-0.0050 |
0.0005 |
tilt_COUNTRY |
| 2025-06-10 |
2025-06-11 |
country_NZ |
-0.0185 |
0.0015 |
-0.0000 |
tilt_COUNTRY |
| 2025-06-10 |
2025-06-11 |
ind_electronic_equipment |
-0.0689 |
0.0009 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-10 |
2025-06-11 |
ind_banking_services |
-0.1116 |
-0.0045 |
0.0005 |
tilt_INDUSTRY |
| 2025-06-10 |
2025-06-11 |
stability |
4.6732 |
0.0001 |
0.0005 |
alpha_QUALITY |
| 2025-06-10 |
2025-06-11 |
size_LARGE |
0.1662 |
0.0014 |
0.0002 |
tilt_SIZE |
| 2025-06-10 |
2025-06-11 |
ind_healthcare_providers_services |
0.0400 |
-0.0018 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-10 |
2025-06-11 |
ind_office_equipment |
0.0000 |
0.0071 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-10 |
2025-06-11 |
ind_media_publishing |
0.0347 |
0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-10 |
2025-06-11 |
ind_integrated_hardware_software |
0.0090 |
-0.0050 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-10 |
2025-06-11 |
ind_oil_gas_equipment_services |
-0.0148 |
0.0017 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-10 |
2025-06-11 |
ind_pharmaceuticals |
-0.0559 |
-0.0056 |
0.0003 |
tilt_INDUSTRY |
| 2025-06-10 |
2025-06-11 |
ind_industrial_distribution |
0.0368 |
0.0016 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-10 |
2025-06-11 |
ind_household_products_services |
-0.0176 |
-0.0064 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-10 |
2025-06-11 |
ind_oil_gas |
0.0286 |
0.0060 |
0.0002 |
tilt_INDUSTRY |
| 2025-06-10 |
2025-06-11 |
country_HK |
0.0696 |
0.0023 |
0.0002 |
tilt_COUNTRY |
| 2025-06-10 |
2025-06-11 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-06-10 |
2025-06-11 |
ind_beverages |
-0.0746 |
-0.0041 |
0.0003 |
tilt_INDUSTRY |
| 2025-06-10 |
2025-06-11 |
ind_water_utilities |
-0.0073 |
-0.0024 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-10 |
2025-06-11 |
ind_specialty_reatil |
-0.0116 |
-0.0002 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-10 |
2025-06-11 |
country_KR |
-0.1015 |
0.0070 |
-0.0007 |
tilt_COUNTRY |
| 2025-06-10 |
2025-06-11 |
ind_machinery |
-0.0282 |
-0.0009 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-10 |
2025-06-11 |
ind_electric_utilities_ipps |
-0.0609 |
-0.0053 |
0.0003 |
tilt_INDUSTRY |
| 2025-06-10 |
2025-06-11 |
size_MICRO |
-0.0093 |
0.0013 |
-0.0000 |
tilt_SIZE |
| 2025-06-10 |
2025-06-11 |
country_JP |
-0.0076 |
-0.0009 |
0.0000 |
tilt_COUNTRY |
| 2025-06-10 |
2025-06-11 |
size_MID |
-0.0906 |
-0.0003 |
0.0000 |
tilt_SIZE |
| 2025-06-10 |
2025-06-11 |
value_liq |
0.7841 |
0.0020 |
0.0015 |
alpha_VALUE |
| 2025-06-10 |
2025-06-11 |
ind_consumer_goods_conglomerates |
0.0017 |
-0.0058 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-10 |
2025-06-11 |
ind_semiconductors |
0.0158 |
0.0035 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-10 |
2025-06-11 |
ind_computers_phones_household_electronics |
0.1044 |
-0.0004 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-10 |
2025-06-11 |
ind_food_tobacco |
0.1487 |
-0.0025 |
-0.0004 |
tilt_INDUSTRY |
| 2025-06-10 |
2025-06-11 |
country_MY |
0.0059 |
0.0011 |
0.0000 |
tilt_COUNTRY |
| 2025-06-10 |
2025-06-11 |
ind_construction_engineering |
0.0612 |
-0.0011 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-11 |
2025-06-12 |
country_HK |
0.0768 |
0.0015 |
0.0001 |
tilt_COUNTRY |
| 2025-06-11 |
2025-06-12 |
ind_hotels_entertainment |
-0.0587 |
-0.0069 |
0.0004 |
tilt_INDUSTRY |
| 2025-06-11 |
2025-06-12 |
ind_food_drug_retail |
0.0474 |
0.0057 |
0.0003 |
tilt_INDUSTRY |
| 2025-06-11 |
2025-06-12 |
size_SMALL |
-0.0026 |
0.0009 |
-0.0000 |
tilt_SIZE |
| 2025-06-11 |
2025-06-12 |
ind_food_tobacco |
0.1468 |
-0.0017 |
-0.0003 |
tilt_INDUSTRY |
| 2025-06-11 |
2025-06-12 |
ind_passenger_transportation |
0.0704 |
-0.0062 |
-0.0004 |
tilt_INDUSTRY |
| 2025-06-11 |
2025-06-12 |
country_SG |
0.0552 |
0.0029 |
0.0002 |
tilt_COUNTRY |
| 2025-06-11 |
2025-06-12 |
neglect |
0.7810 |
0.0001 |
0.0001 |
alpha_VALUE |
| 2025-06-11 |
2025-06-12 |
sdiscrepancy |
NaN |
NaN |
-0.0003 |
unexplained |
| 2025-06-11 |
2025-06-12 |
ind_paper_forestry |
-0.0095 |
-0.0090 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-11 |
2025-06-12 |
ind_construction_engineering |
0.0604 |
-0.0016 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-11 |
2025-06-12 |
ind_coal |
-0.0493 |
-0.0051 |
0.0003 |
tilt_INDUSTRY |
| 2025-06-11 |
2025-06-12 |
country_JP |
-0.0047 |
0.0012 |
-0.0000 |
tilt_COUNTRY |
| 2025-06-11 |
2025-06-12 |
ind_household_products_services |
-0.0171 |
0.0004 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-11 |
2025-06-12 |
ind_insurance |
0.1090 |
0.0046 |
0.0005 |
tilt_INDUSTRY |
| 2025-06-11 |
2025-06-12 |
ind_banking_services |
-0.0985 |
0.0038 |
-0.0004 |
tilt_INDUSTRY |
| 2025-06-11 |
2025-06-12 |
ind_uranium |
-0.0026 |
0.0061 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-11 |
2025-06-12 |
ind_leisure_products |
0.0018 |
0.0054 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-11 |
2025-06-12 |
ind_pharmaceuticals |
-0.0554 |
0.0091 |
-0.0005 |
tilt_INDUSTRY |
| 2025-06-11 |
2025-06-12 |
ind_industrial_distribution |
0.0356 |
-0.0011 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-11 |
2025-06-12 |
ind_water_utilities |
-0.0072 |
-0.0007 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-11 |
2025-06-12 |
pdiscrepancy |
NaN |
NaN |
-0.0000 |
unexplained |
| 2025-06-11 |
2025-06-12 |
revision |
0.9770 |
0.0011 |
0.0011 |
alpha_REVISION |
| 2025-06-11 |
2025-06-12 |
country_XH |
0.0541 |
-0.0013 |
-0.0001 |
tilt_COUNTRY |
| 2025-06-11 |
2025-06-12 |
ind_machinery |
-0.0265 |
-0.0005 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-11 |
2025-06-12 |
ind_healthcare_equipment_supplies |
-0.0929 |
0.0018 |
-0.0002 |
tilt_INDUSTRY |
| 2025-06-11 |
2025-06-12 |
ind_telecommunications_serices |
0.1228 |
0.0018 |
0.0002 |
tilt_INDUSTRY |
| 2025-06-11 |
2025-06-12 |
reversal |
0.8213 |
-0.0002 |
-0.0002 |
alpha_REVERSAL |
| 2025-06-11 |
2025-06-12 |
ind_electric_utilities_ipps |
-0.0564 |
-0.0025 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-11 |
2025-06-12 |
ind_transportation_infrastructure |
0.0207 |
0.0005 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-11 |
2025-06-12 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-06-11 |
2025-06-12 |
country_KR |
-0.1011 |
0.0021 |
-0.0002 |
tilt_COUNTRY |
| 2025-06-11 |
2025-06-12 |
ind_chemicals |
-0.0526 |
-0.0011 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-11 |
2025-06-12 |
ind_commercial_services_supplies |
0.0244 |
-0.0033 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-11 |
2025-06-12 |
ind_investment_services |
0.0237 |
0.0000 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-11 |
2025-06-12 |
country_ID |
0.0125 |
-0.0017 |
-0.0000 |
tilt_COUNTRY |
| 2025-06-11 |
2025-06-12 |
linearCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-06-11 |
2025-06-12 |
size_MICRO |
-0.0093 |
0.0032 |
-0.0000 |
tilt_SIZE |
| 2025-06-11 |
2025-06-12 |
ind_multiline_utilities |
-0.0126 |
0.0018 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-11 |
2025-06-12 |
ind_beverages |
-0.0752 |
-0.0094 |
0.0007 |
tilt_INDUSTRY |
| 2025-06-11 |
2025-06-12 |
country_TW |
0.0713 |
0.0017 |
0.0001 |
tilt_COUNTRY |
| 2025-06-11 |
2025-06-12 |
ind_specialty_reatil |
-0.0102 |
-0.0067 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-11 |
2025-06-12 |
country_AU |
-0.1002 |
0.0005 |
-0.0000 |
tilt_COUNTRY |
| 2025-06-11 |
2025-06-12 |
ind_freight_logistics |
-0.0133 |
0.0013 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-11 |
2025-06-12 |
ind_computers_phones_household_electronics |
0.1037 |
0.0005 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-11 |
2025-06-12 |
country_TH |
0.0709 |
-0.0128 |
-0.0009 |
tilt_COUNTRY |
| 2025-06-11 |
2025-06-12 |
size_MID |
-0.0950 |
0.0011 |
-0.0001 |
tilt_SIZE |
| 2025-06-11 |
2025-06-12 |
ind_fintech |
0.0022 |
0.0007 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-11 |
2025-06-12 |
ind_textiles_apparel |
-0.0313 |
-0.0020 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-11 |
2025-06-12 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-06-11 |
2025-06-12 |
size_LARGE |
0.1682 |
-0.0030 |
-0.0005 |
tilt_SIZE |
| 2025-06-11 |
2025-06-12 |
country_NZ |
-0.0186 |
0.0049 |
-0.0001 |
tilt_COUNTRY |
| 2025-06-11 |
2025-06-12 |
ind_office_equipment |
0.0000 |
-0.0038 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-11 |
2025-06-12 |
ind_oil_gas |
0.0287 |
0.0100 |
0.0003 |
tilt_INDUSTRY |
| 2025-06-11 |
2025-06-12 |
ind_biotechnology |
0.0186 |
0.0215 |
0.0004 |
tilt_INDUSTRY |
| 2025-06-11 |
2025-06-12 |
ind_consumer_goods_conglomerates |
0.0034 |
0.0077 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-11 |
2025-06-12 |
ind_healthcare_providers_services |
0.0398 |
0.0057 |
0.0002 |
tilt_INDUSTRY |
| 2025-06-11 |
2025-06-12 |
country_CN |
-0.0684 |
0.0016 |
-0.0001 |
tilt_COUNTRY |
| 2025-06-11 |
2025-06-12 |
ind_metals_mining |
-0.1284 |
0.0015 |
-0.0002 |
tilt_INDUSTRY |
| 2025-06-11 |
2025-06-12 |
ind_software_it_services |
0.1004 |
-0.0005 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-11 |
2025-06-12 |
market |
0.0614 |
-0.0027 |
-0.0002 |
risk_exposure |
| 2025-06-11 |
2025-06-12 |
ind_automobile |
-0.0340 |
-0.0032 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-11 |
2025-06-12 |
ind_oil_gas_equipment_services |
-0.0152 |
0.0093 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-11 |
2025-06-12 |
ind_natural_gas_utilities |
0.0050 |
-0.0023 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-11 |
2025-06-12 |
stability |
4.6589 |
0.0001 |
0.0006 |
alpha_QUALITY |
| 2025-06-11 |
2025-06-12 |
ind_communications_equipment |
-0.0093 |
0.0002 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-11 |
2025-06-12 |
ind_electronic_equipment |
-0.0760 |
-0.0008 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-11 |
2025-06-12 |
ind_semiconductors |
0.0143 |
-0.0063 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-11 |
2025-06-12 |
ind_real_estate_operations |
0.0143 |
-0.0017 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-11 |
2025-06-12 |
country_MY |
0.0058 |
0.0031 |
0.0000 |
tilt_COUNTRY |
| 2025-06-11 |
2025-06-12 |
momentum |
-0.1444 |
0.0006 |
-0.0001 |
alpha_MOMENTUM |
| 2025-06-11 |
2025-06-12 |
fmom |
0.2266 |
0.0001 |
0.0000 |
alpha_QUALITY |
| 2025-06-11 |
2025-06-12 |
value_liq |
0.7782 |
-0.0003 |
-0.0002 |
alpha_VALUE |
| 2025-06-11 |
2025-06-12 |
country_PH |
0.0023 |
0.0012 |
0.0000 |
tilt_COUNTRY |
| 2025-06-11 |
2025-06-12 |
ind_diversified_retail |
-0.0062 |
-0.0054 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-11 |
2025-06-12 |
ind_aerospace_defense |
0.0035 |
-0.0028 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-11 |
2025-06-12 |
ind_containers_packaging |
-0.0033 |
-0.0019 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-11 |
2025-06-12 |
quality |
3.5478 |
-0.0003 |
-0.0010 |
alpha_QUALITY |
| 2025-06-11 |
2025-06-12 |
country_IN |
0.0055 |
-0.0131 |
-0.0001 |
tilt_COUNTRY |
| 2025-06-11 |
2025-06-12 |
ind_household_goods |
-0.0048 |
-0.0030 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-11 |
2025-06-12 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-06-11 |
2025-06-12 |
ind_holding_companies |
-0.0000 |
-0.0016 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-11 |
2025-06-12 |
ind_integrated_hardware_software |
0.0090 |
-0.0012 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-11 |
2025-06-12 |
ind_renewable_energy |
0.0116 |
-0.0073 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-11 |
2025-06-12 |
specret |
NaN |
NaN |
-0.0037 |
unexplained |
| 2025-06-11 |
2025-06-12 |
ind_media_publishing |
0.0346 |
0.0092 |
0.0003 |
tilt_INDUSTRY |
| 2025-06-11 |
2025-06-12 |
linkage |
1.0311 |
0.0006 |
0.0006 |
alpha_MOMENTUM |
| 2025-06-11 |
2025-06-12 |
sbeta_market |
0.0204 |
0.0003 |
0.0000 |
risk_exposure |
| 2025-06-11 |
2025-06-12 |
ind_construction_materials |
-0.0034 |
-0.0013 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-11 |
2025-06-12 |
value_gc |
1.8082 |
-0.0001 |
-0.0002 |
alpha_VALUE |
| 2025-06-11 |
2025-06-12 |
ind_homebuilding_building_products |
-0.0343 |
-0.0060 |
0.0002 |
tilt_INDUSTRY |
| 2025-06-12 |
2025-06-13 |
ind_electric_utilities_ipps |
-0.0562 |
0.0049 |
-0.0003 |
tilt_INDUSTRY |
| 2025-06-12 |
2025-06-13 |
ind_homebuilding_building_products |
-0.0342 |
-0.0030 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-12 |
2025-06-13 |
ind_construction_materials |
-0.0034 |
-0.0011 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-12 |
2025-06-13 |
ind_real_estate_operations |
0.0124 |
0.0023 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-12 |
2025-06-13 |
ind_construction_engineering |
0.0573 |
0.0017 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-12 |
2025-06-13 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-06-12 |
2025-06-13 |
size_MID |
-0.0847 |
0.0031 |
-0.0003 |
tilt_SIZE |
| 2025-06-12 |
2025-06-13 |
country_NZ |
-0.0186 |
-0.0103 |
0.0002 |
tilt_COUNTRY |
| 2025-06-12 |
2025-06-13 |
value_gc |
1.7771 |
0.0012 |
0.0021 |
alpha_VALUE |
| 2025-06-12 |
2025-06-13 |
ind_coal |
-0.0508 |
0.0068 |
-0.0003 |
tilt_INDUSTRY |
| 2025-06-12 |
2025-06-13 |
country_TW |
0.0705 |
-0.0022 |
-0.0002 |
tilt_COUNTRY |
| 2025-06-12 |
2025-06-13 |
ind_food_drug_retail |
0.0483 |
-0.0063 |
-0.0003 |
tilt_INDUSTRY |
| 2025-06-12 |
2025-06-13 |
size_MICRO |
-0.0082 |
-0.0073 |
0.0001 |
tilt_SIZE |
| 2025-06-12 |
2025-06-13 |
country_JP |
-0.0038 |
-0.0018 |
0.0000 |
tilt_COUNTRY |
| 2025-06-12 |
2025-06-13 |
quality |
3.4892 |
-0.0003 |
-0.0012 |
alpha_QUALITY |
| 2025-06-12 |
2025-06-13 |
ind_electronic_equipment |
-0.0757 |
0.0001 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-12 |
2025-06-13 |
ind_leisure_products |
0.0028 |
-0.0064 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-12 |
2025-06-13 |
ind_industrial_distribution |
0.0340 |
-0.0003 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-12 |
2025-06-13 |
reversal |
0.8507 |
-0.0007 |
-0.0006 |
alpha_REVERSAL |
| 2025-06-12 |
2025-06-13 |
ind_consumer_goods_conglomerates |
0.0033 |
0.0014 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-12 |
2025-06-13 |
country_CN |
-0.0498 |
0.0017 |
-0.0001 |
tilt_COUNTRY |
| 2025-06-12 |
2025-06-13 |
ind_diversified_retail |
-0.0065 |
-0.0026 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-12 |
2025-06-13 |
ind_household_goods |
-0.0046 |
-0.0048 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-12 |
2025-06-13 |
ind_renewable_energy |
0.0114 |
0.0002 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-12 |
2025-06-13 |
ind_containers_packaging |
-0.0033 |
0.0004 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-12 |
2025-06-13 |
ind_integrated_hardware_software |
0.0088 |
-0.0032 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-12 |
2025-06-13 |
country_IN |
0.0042 |
-0.0047 |
-0.0000 |
tilt_COUNTRY |
| 2025-06-12 |
2025-06-13 |
ind_textiles_apparel |
-0.0266 |
-0.0047 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-12 |
2025-06-13 |
ind_media_publishing |
0.0343 |
-0.0081 |
-0.0003 |
tilt_INDUSTRY |
| 2025-06-12 |
2025-06-13 |
country_PH |
0.0024 |
0.0019 |
0.0000 |
tilt_COUNTRY |
| 2025-06-12 |
2025-06-13 |
size_LARGE |
0.1754 |
-0.0002 |
-0.0000 |
tilt_SIZE |
| 2025-06-12 |
2025-06-13 |
specret |
NaN |
NaN |
-0.0082 |
unexplained |
| 2025-06-12 |
2025-06-13 |
country_MY |
0.0056 |
-0.0070 |
-0.0000 |
tilt_COUNTRY |
| 2025-06-12 |
2025-06-13 |
ind_semiconductors |
0.0156 |
0.0022 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-12 |
2025-06-13 |
ind_communications_equipment |
-0.0098 |
0.0039 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-12 |
2025-06-13 |
stability |
4.5934 |
0.0002 |
0.0009 |
alpha_QUALITY |
| 2025-06-12 |
2025-06-13 |
ind_fintech |
0.0021 |
0.0060 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-12 |
2025-06-13 |
sbeta_market |
0.0578 |
-0.0148 |
-0.0009 |
risk_exposure |
| 2025-06-12 |
2025-06-13 |
ind_machinery |
-0.0299 |
0.0039 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-12 |
2025-06-13 |
ind_commercial_services_supplies |
0.0198 |
-0.0016 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-12 |
2025-06-13 |
ind_software_it_services |
0.1018 |
-0.0018 |
-0.0002 |
tilt_INDUSTRY |
| 2025-06-12 |
2025-06-13 |
ind_telecommunications_serices |
0.1228 |
-0.0019 |
-0.0002 |
tilt_INDUSTRY |
| 2025-06-12 |
2025-06-13 |
country_KR |
-0.0998 |
-0.0102 |
0.0010 |
tilt_COUNTRY |
| 2025-06-12 |
2025-06-13 |
country_TH |
0.0726 |
-0.0080 |
-0.0006 |
tilt_COUNTRY |
| 2025-06-12 |
2025-06-13 |
country_HK |
0.0802 |
0.0105 |
0.0008 |
tilt_COUNTRY |
| 2025-06-12 |
2025-06-13 |
ind_investment_services |
0.0269 |
0.0015 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-12 |
2025-06-13 |
country_ID |
0.0124 |
-0.0055 |
-0.0001 |
tilt_COUNTRY |
| 2025-06-12 |
2025-06-13 |
ind_multiline_utilities |
-0.0129 |
0.0046 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-12 |
2025-06-13 |
sdiscrepancy |
NaN |
NaN |
0.0006 |
unexplained |
| 2025-06-12 |
2025-06-13 |
ind_pharmaceuticals |
-0.0438 |
-0.0097 |
0.0004 |
tilt_INDUSTRY |
| 2025-06-12 |
2025-06-13 |
ind_specialty_reatil |
-0.0098 |
-0.0052 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-12 |
2025-06-13 |
revision |
0.9757 |
0.0019 |
0.0019 |
alpha_REVISION |
| 2025-06-12 |
2025-06-13 |
ind_hotels_entertainment |
-0.0595 |
-0.0070 |
0.0004 |
tilt_INDUSTRY |
| 2025-06-12 |
2025-06-13 |
size_SMALL |
0.0019 |
-0.0032 |
-0.0000 |
tilt_SIZE |
| 2025-06-12 |
2025-06-13 |
ind_passenger_transportation |
0.0699 |
-0.0081 |
-0.0006 |
tilt_INDUSTRY |
| 2025-06-12 |
2025-06-13 |
country_SG |
0.0583 |
-0.0023 |
-0.0001 |
tilt_COUNTRY |
| 2025-06-12 |
2025-06-13 |
ind_household_products_services |
-0.0164 |
-0.0117 |
0.0002 |
tilt_INDUSTRY |
| 2025-06-12 |
2025-06-13 |
country_AU |
-0.1007 |
-0.0008 |
0.0001 |
tilt_COUNTRY |
| 2025-06-12 |
2025-06-13 |
ind_insurance |
0.1157 |
0.0014 |
0.0002 |
tilt_INDUSTRY |
| 2025-06-12 |
2025-06-13 |
ind_computers_phones_household_electronics |
0.1032 |
0.0002 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-12 |
2025-06-13 |
ind_metals_mining |
-0.1284 |
0.0087 |
-0.0011 |
tilt_INDUSTRY |
| 2025-06-12 |
2025-06-13 |
ind_transportation_infrastructure |
0.0210 |
-0.0014 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-12 |
2025-06-13 |
ind_aerospace_defense |
0.0039 |
0.0280 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-12 |
2025-06-13 |
ind_biotechnology |
0.0191 |
-0.0086 |
-0.0002 |
tilt_INDUSTRY |
| 2025-06-12 |
2025-06-13 |
ind_automobile |
-0.0258 |
-0.0063 |
0.0002 |
tilt_INDUSTRY |
| 2025-06-12 |
2025-06-13 |
ind_oil_gas |
0.0294 |
0.0219 |
0.0006 |
tilt_INDUSTRY |
| 2025-06-12 |
2025-06-13 |
fmom |
0.2101 |
-0.0005 |
-0.0001 |
alpha_QUALITY |
| 2025-06-12 |
2025-06-13 |
neglect |
0.7758 |
-0.0003 |
-0.0002 |
alpha_VALUE |
| 2025-06-12 |
2025-06-13 |
ind_banking_services |
-0.0986 |
-0.0018 |
0.0002 |
tilt_INDUSTRY |
| 2025-06-12 |
2025-06-13 |
country_XH |
0.0509 |
0.0080 |
0.0004 |
tilt_COUNTRY |
| 2025-06-12 |
2025-06-13 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-06-12 |
2025-06-13 |
ind_food_tobacco |
0.1457 |
-0.0040 |
-0.0006 |
tilt_INDUSTRY |
| 2025-06-12 |
2025-06-13 |
ind_office_equipment |
0.0000 |
-0.0031 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-12 |
2025-06-13 |
momentum |
-0.1628 |
0.0007 |
-0.0001 |
alpha_MOMENTUM |
| 2025-06-12 |
2025-06-13 |
ind_uranium |
-0.0026 |
-0.0170 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-12 |
2025-06-13 |
ind_natural_gas_utilities |
0.0051 |
0.0072 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-12 |
2025-06-13 |
ind_water_utilities |
-0.0072 |
0.0025 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-12 |
2025-06-13 |
value_liq |
0.7510 |
-0.0005 |
-0.0004 |
alpha_VALUE |
| 2025-06-12 |
2025-06-13 |
ind_chemicals |
-0.0538 |
0.0034 |
-0.0002 |
tilt_INDUSTRY |
| 2025-06-12 |
2025-06-13 |
market |
0.0844 |
0.0048 |
0.0004 |
risk_exposure |
| 2025-06-12 |
2025-06-13 |
ind_oil_gas_equipment_services |
-0.0158 |
0.0416 |
-0.0007 |
tilt_INDUSTRY |
| 2025-06-12 |
2025-06-13 |
ind_healthcare_equipment_supplies |
-0.0898 |
-0.0066 |
0.0006 |
tilt_INDUSTRY |
| 2025-06-12 |
2025-06-13 |
ind_healthcare_providers_services |
0.0396 |
-0.0004 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-12 |
2025-06-13 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-06-12 |
2025-06-13 |
linearCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-06-12 |
2025-06-13 |
ind_holding_companies |
0.0001 |
0.0033 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-12 |
2025-06-13 |
ind_freight_logistics |
-0.0158 |
0.0062 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-12 |
2025-06-13 |
ind_beverages |
-0.0734 |
-0.0132 |
0.0010 |
tilt_INDUSTRY |
| 2025-06-12 |
2025-06-13 |
ind_paper_forestry |
-0.0095 |
-0.0025 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-12 |
2025-06-13 |
linkage |
0.9882 |
-0.0003 |
-0.0003 |
alpha_MOMENTUM |
| 2025-06-12 |
2025-06-13 |
pdiscrepancy |
NaN |
NaN |
-0.0000 |
unexplained |
| 2025-06-13 |
2025-06-16 |
ind_industrial_distribution |
0.0333 |
0.0120 |
0.0004 |
tilt_INDUSTRY |
| 2025-06-13 |
2025-06-16 |
ind_software_it_services |
0.1003 |
0.0056 |
0.0006 |
tilt_INDUSTRY |
| 2025-06-13 |
2025-06-16 |
country_KR |
-0.0997 |
0.0103 |
-0.0010 |
tilt_COUNTRY |
| 2025-06-13 |
2025-06-16 |
ind_computers_phones_household_electronics |
0.1035 |
-0.0042 |
-0.0004 |
tilt_INDUSTRY |
| 2025-06-13 |
2025-06-16 |
ind_water_utilities |
-0.0073 |
0.0021 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-13 |
2025-06-16 |
momentum |
-0.1732 |
0.0011 |
-0.0002 |
alpha_MOMENTUM |
| 2025-06-13 |
2025-06-16 |
ind_specialty_reatil |
-0.0096 |
0.0012 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-13 |
2025-06-16 |
value_liq |
0.7622 |
0.0003 |
0.0002 |
alpha_VALUE |
| 2025-06-13 |
2025-06-16 |
ind_machinery |
-0.0334 |
-0.0027 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-13 |
2025-06-16 |
country_TW |
0.0706 |
-0.0014 |
-0.0001 |
tilt_COUNTRY |
| 2025-06-13 |
2025-06-16 |
ind_healthcare_providers_services |
0.0397 |
0.0004 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-13 |
2025-06-16 |
size_MICRO |
-0.0078 |
-0.0001 |
0.0000 |
tilt_SIZE |
| 2025-06-13 |
2025-06-16 |
country_JP |
-0.0080 |
0.0042 |
-0.0000 |
tilt_COUNTRY |
| 2025-06-13 |
2025-06-16 |
ind_electronic_equipment |
-0.0760 |
-0.0014 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-13 |
2025-06-16 |
reversal |
0.9907 |
-0.0009 |
-0.0009 |
alpha_REVERSAL |
| 2025-06-13 |
2025-06-16 |
size_MID |
-0.0924 |
0.0001 |
-0.0000 |
tilt_SIZE |
| 2025-06-13 |
2025-06-16 |
country_XH |
0.0491 |
-0.0018 |
-0.0001 |
tilt_COUNTRY |
| 2025-06-13 |
2025-06-16 |
ind_beverages |
-0.0716 |
-0.0018 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-13 |
2025-06-16 |
ind_construction_engineering |
0.0567 |
0.0017 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-13 |
2025-06-16 |
impactCost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-06-13 |
2025-06-16 |
ind_natural_gas_utilities |
0.0051 |
-0.0005 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-13 |
2025-06-16 |
ind_pharmaceuticals |
-0.0362 |
-0.0076 |
0.0003 |
tilt_INDUSTRY |
| 2025-06-13 |
2025-06-16 |
ind_passenger_transportation |
0.0699 |
-0.0038 |
-0.0003 |
tilt_INDUSTRY |
| 2025-06-13 |
2025-06-16 |
country_SG |
0.0606 |
-0.0045 |
-0.0003 |
tilt_COUNTRY |
| 2025-06-13 |
2025-06-16 |
ind_paper_forestry |
-0.0094 |
-0.0044 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-13 |
2025-06-16 |
ind_commercial_services_supplies |
0.0189 |
-0.0004 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-13 |
2025-06-16 |
ind_textiles_apparel |
-0.0247 |
-0.0025 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-13 |
2025-06-16 |
revision |
0.9484 |
0.0007 |
0.0006 |
alpha_REVISION |
| 2025-06-13 |
2025-06-16 |
ind_holding_companies |
0.0001 |
-0.0076 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-13 |
2025-06-16 |
pdiscrepancy |
NaN |
NaN |
0.0000 |
unexplained |
| 2025-06-13 |
2025-06-16 |
fcost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-06-13 |
2025-06-16 |
sbeta_market |
0.0596 |
0.0093 |
0.0006 |
risk_exposure |
| 2025-06-13 |
2025-06-16 |
country_PH |
0.0024 |
-0.0073 |
-0.0000 |
tilt_COUNTRY |
| 2025-06-13 |
2025-06-16 |
ind_biotechnology |
0.0183 |
-0.0058 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-13 |
2025-06-16 |
ind_multiline_utilities |
-0.0129 |
0.0068 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-13 |
2025-06-16 |
ind_household_products_services |
-0.0162 |
-0.0058 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-13 |
2025-06-16 |
ind_metals_mining |
-0.1249 |
-0.0066 |
0.0008 |
tilt_INDUSTRY |
| 2025-06-13 |
2025-06-16 |
fmom |
0.2282 |
0.0001 |
0.0000 |
alpha_QUALITY |
| 2025-06-13 |
2025-06-16 |
ind_household_goods |
-0.0046 |
-0.0030 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-13 |
2025-06-16 |
neglect |
0.7706 |
0.0008 |
0.0006 |
alpha_VALUE |
| 2025-06-13 |
2025-06-16 |
sdiscrepancy |
NaN |
NaN |
0.0000 |
unexplained |
| 2025-06-13 |
2025-06-16 |
ind_communications_equipment |
-0.0054 |
0.0033 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-13 |
2025-06-16 |
country_TH |
0.0821 |
-0.0088 |
-0.0007 |
tilt_COUNTRY |
| 2025-06-13 |
2025-06-16 |
ind_telecommunications_serices |
0.1230 |
0.0073 |
0.0009 |
tilt_INDUSTRY |
| 2025-06-13 |
2025-06-16 |
country_NZ |
-0.0186 |
0.0168 |
-0.0003 |
tilt_COUNTRY |
| 2025-06-13 |
2025-06-16 |
ind_food_tobacco |
0.1455 |
-0.0024 |
-0.0004 |
tilt_INDUSTRY |
| 2025-06-13 |
2025-06-16 |
country_MY |
0.0056 |
-0.0031 |
-0.0000 |
tilt_COUNTRY |
| 2025-06-13 |
2025-06-16 |
size_LARGE |
0.1774 |
0.0002 |
0.0000 |
tilt_SIZE |
| 2025-06-13 |
2025-06-16 |
ind_media_publishing |
0.0342 |
0.0080 |
0.0003 |
tilt_INDUSTRY |
| 2025-06-13 |
2025-06-16 |
ind_transportation_infrastructure |
0.0213 |
0.0016 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-13 |
2025-06-16 |
ind_fintech |
0.0024 |
0.0089 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-13 |
2025-06-16 |
ind_office_equipment |
0.0000 |
-0.0006 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-13 |
2025-06-16 |
ind_hotels_entertainment |
-0.0612 |
-0.0026 |
0.0002 |
tilt_INDUSTRY |
| 2025-06-13 |
2025-06-16 |
ind_food_drug_retail |
0.0500 |
0.0031 |
0.0002 |
tilt_INDUSTRY |
| 2025-06-13 |
2025-06-16 |
ind_diversified_retail |
-0.0066 |
-0.0032 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-13 |
2025-06-16 |
ind_insurance |
0.1179 |
0.0031 |
0.0004 |
tilt_INDUSTRY |
| 2025-06-13 |
2025-06-16 |
ind_coal |
-0.0489 |
0.0038 |
-0.0002 |
tilt_INDUSTRY |
| 2025-06-13 |
2025-06-16 |
ind_banking_services |
-0.1054 |
0.0053 |
-0.0006 |
tilt_INDUSTRY |
| 2025-06-13 |
2025-06-16 |
ind_uranium |
-0.0028 |
0.1456 |
-0.0004 |
tilt_INDUSTRY |
| 2025-06-13 |
2025-06-16 |
ind_renewable_energy |
0.0110 |
0.0084 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-13 |
2025-06-16 |
ind_semiconductors |
0.0103 |
-0.0004 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-13 |
2025-06-16 |
ind_containers_packaging |
-0.0031 |
-0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-13 |
2025-06-16 |
ind_oil_gas_equipment_services |
-0.0164 |
0.0008 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-13 |
2025-06-16 |
ind_oil_gas |
0.0261 |
0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-13 |
2025-06-16 |
ind_homebuilding_building_products |
-0.0342 |
-0.0036 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-13 |
2025-06-16 |
bcost |
NaN |
NaN |
-0.0009 |
cost |
| 2025-06-13 |
2025-06-16 |
ind_automobile |
-0.0228 |
-0.0048 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-13 |
2025-06-16 |
country_CN |
-0.0608 |
-0.0027 |
0.0002 |
tilt_COUNTRY |
| 2025-06-13 |
2025-06-16 |
ind_electric_utilities_ipps |
-0.0599 |
-0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-13 |
2025-06-16 |
country_HK |
0.0844 |
-0.0010 |
-0.0001 |
tilt_COUNTRY |
| 2025-06-13 |
2025-06-16 |
ind_aerospace_defense |
0.0066 |
-0.0022 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-13 |
2025-06-16 |
ind_integrated_hardware_software |
0.0086 |
0.0008 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-13 |
2025-06-16 |
stability |
4.5919 |
0.0002 |
0.0007 |
alpha_QUALITY |
| 2025-06-13 |
2025-06-16 |
ind_consumer_goods_conglomerates |
0.0014 |
0.0062 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-13 |
2025-06-16 |
market |
0.0832 |
-0.0049 |
-0.0004 |
risk_exposure |
| 2025-06-13 |
2025-06-16 |
ind_leisure_products |
0.0042 |
0.0004 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-13 |
2025-06-16 |
country_AU |
-0.1007 |
-0.0001 |
0.0000 |
tilt_COUNTRY |
| 2025-06-13 |
2025-06-16 |
specret |
NaN |
NaN |
0.0009 |
unexplained |
| 2025-06-13 |
2025-06-16 |
size_SMALL |
0.0059 |
-0.0002 |
-0.0000 |
tilt_SIZE |
| 2025-06-13 |
2025-06-16 |
ind_construction_materials |
-0.0034 |
0.0006 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-13 |
2025-06-16 |
ind_freight_logistics |
-0.0180 |
0.0012 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-13 |
2025-06-16 |
country_ID |
0.0124 |
-0.0034 |
-0.0000 |
tilt_COUNTRY |
| 2025-06-13 |
2025-06-16 |
ind_chemicals |
-0.0562 |
-0.0047 |
0.0003 |
tilt_INDUSTRY |
| 2025-06-13 |
2025-06-16 |
country_IN |
0.0040 |
0.0072 |
0.0000 |
tilt_COUNTRY |
| 2025-06-13 |
2025-06-16 |
quality |
3.5117 |
0.0000 |
0.0001 |
alpha_QUALITY |
| 2025-06-13 |
2025-06-16 |
ind_real_estate_operations |
0.0108 |
0.0040 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-13 |
2025-06-16 |
ind_investment_services |
0.0288 |
0.0070 |
0.0002 |
tilt_INDUSTRY |
| 2025-06-13 |
2025-06-16 |
ind_healthcare_equipment_supplies |
-0.0879 |
-0.0093 |
0.0008 |
tilt_INDUSTRY |
| 2025-06-13 |
2025-06-16 |
linkage |
1.0091 |
0.0009 |
0.0009 |
alpha_MOMENTUM |
| 2025-06-13 |
2025-06-16 |
value_gc |
1.8033 |
-0.0001 |
-0.0002 |
alpha_VALUE |
| 2025-06-13 |
2025-06-16 |
linearCost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-06-16 |
2025-06-17 |
country_CN |
-0.0841 |
0.0003 |
-0.0000 |
tilt_COUNTRY |
| 2025-06-16 |
2025-06-17 |
fmom |
0.2784 |
0.0001 |
0.0000 |
alpha_QUALITY |
| 2025-06-16 |
2025-06-17 |
stability |
4.6326 |
-0.0001 |
-0.0007 |
alpha_QUALITY |
| 2025-06-16 |
2025-06-17 |
ind_freight_logistics |
-0.0198 |
-0.0008 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-16 |
2025-06-17 |
neglect |
0.7775 |
-0.0001 |
-0.0000 |
alpha_VALUE |
| 2025-06-16 |
2025-06-17 |
country_SG |
0.0616 |
0.0042 |
0.0003 |
tilt_COUNTRY |
| 2025-06-16 |
2025-06-17 |
ind_consumer_goods_conglomerates |
0.0014 |
0.0011 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-16 |
2025-06-17 |
ind_passenger_transportation |
0.0704 |
0.0012 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-16 |
2025-06-17 |
sdiscrepancy |
NaN |
NaN |
0.0003 |
unexplained |
| 2025-06-16 |
2025-06-17 |
value_gc |
1.8393 |
0.0011 |
0.0019 |
alpha_VALUE |
| 2025-06-16 |
2025-06-17 |
ind_paper_forestry |
-0.0091 |
-0.0023 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-16 |
2025-06-17 |
ind_household_goods |
-0.0048 |
0.0038 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-16 |
2025-06-17 |
ind_automobile |
-0.0320 |
-0.0010 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-16 |
2025-06-17 |
ind_fintech |
0.0021 |
0.0078 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-16 |
2025-06-17 |
ind_commercial_services_supplies |
0.0176 |
0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-16 |
2025-06-17 |
ind_textiles_apparel |
-0.0258 |
0.0019 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-16 |
2025-06-17 |
ind_metals_mining |
-0.1185 |
0.0013 |
-0.0002 |
tilt_INDUSTRY |
| 2025-06-16 |
2025-06-17 |
ind_containers_packaging |
-0.0029 |
-0.0033 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-16 |
2025-06-17 |
ind_renewable_energy |
0.0105 |
-0.0003 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-16 |
2025-06-17 |
ind_biotechnology |
0.0164 |
-0.0233 |
-0.0004 |
tilt_INDUSTRY |
| 2025-06-16 |
2025-06-17 |
sbeta_market |
0.0272 |
-0.0022 |
-0.0001 |
risk_exposure |
| 2025-06-16 |
2025-06-17 |
ind_holding_companies |
0.0002 |
-0.0058 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-16 |
2025-06-17 |
ind_diversified_retail |
-0.0067 |
-0.0000 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-16 |
2025-06-17 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-06-16 |
2025-06-17 |
ind_investment_services |
0.0311 |
0.0035 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-16 |
2025-06-17 |
country_AU |
-0.1002 |
0.0010 |
-0.0001 |
tilt_COUNTRY |
| 2025-06-16 |
2025-06-17 |
linkage |
0.9500 |
0.0001 |
0.0001 |
alpha_MOMENTUM |
| 2025-06-16 |
2025-06-17 |
ind_communications_equipment |
-0.0006 |
0.0025 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-16 |
2025-06-17 |
ind_food_tobacco |
0.1468 |
-0.0024 |
-0.0004 |
tilt_INDUSTRY |
| 2025-06-16 |
2025-06-17 |
ind_banking_services |
-0.1058 |
-0.0013 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-16 |
2025-06-17 |
country_JP |
-0.0142 |
0.0041 |
-0.0001 |
tilt_COUNTRY |
| 2025-06-16 |
2025-06-17 |
ind_electronic_equipment |
-0.0812 |
0.0040 |
-0.0003 |
tilt_INDUSTRY |
| 2025-06-16 |
2025-06-17 |
ind_leisure_products |
0.0067 |
-0.0017 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-16 |
2025-06-17 |
ind_construction_materials |
-0.0034 |
0.0036 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-16 |
2025-06-17 |
size_MID |
-0.1039 |
-0.0007 |
0.0001 |
tilt_SIZE |
| 2025-06-16 |
2025-06-17 |
ind_machinery |
-0.0365 |
0.0022 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-16 |
2025-06-17 |
ind_real_estate_operations |
0.0101 |
0.0004 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-16 |
2025-06-17 |
linearCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-06-16 |
2025-06-17 |
size_MICRO |
-0.0084 |
0.0021 |
-0.0000 |
tilt_SIZE |
| 2025-06-16 |
2025-06-17 |
ind_hotels_entertainment |
-0.0619 |
0.0018 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-16 |
2025-06-17 |
country_ID |
0.0125 |
0.0001 |
0.0000 |
tilt_COUNTRY |
| 2025-06-16 |
2025-06-17 |
size_SMALL |
-0.0006 |
0.0005 |
-0.0000 |
tilt_SIZE |
| 2025-06-16 |
2025-06-17 |
ind_construction_engineering |
0.0586 |
0.0009 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-16 |
2025-06-17 |
ind_aerospace_defense |
0.0090 |
0.0035 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-16 |
2025-06-17 |
ind_industrial_distribution |
0.0323 |
-0.0028 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-16 |
2025-06-17 |
ind_software_it_services |
0.0945 |
-0.0002 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-16 |
2025-06-17 |
momentum |
-0.1973 |
-0.0003 |
0.0001 |
alpha_MOMENTUM |
| 2025-06-16 |
2025-06-17 |
country_IN |
0.0040 |
-0.0066 |
-0.0000 |
tilt_COUNTRY |
| 2025-06-16 |
2025-06-17 |
ind_healthcare_equipment_supplies |
-0.0876 |
-0.0050 |
0.0004 |
tilt_INDUSTRY |
| 2025-06-16 |
2025-06-17 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-06-16 |
2025-06-17 |
ind_insurance |
0.1176 |
-0.0016 |
-0.0002 |
tilt_INDUSTRY |
| 2025-06-16 |
2025-06-17 |
specret |
NaN |
NaN |
0.0006 |
unexplained |
| 2025-06-16 |
2025-06-17 |
country_NZ |
-0.0191 |
-0.0090 |
0.0002 |
tilt_COUNTRY |
| 2025-06-16 |
2025-06-17 |
market |
0.0644 |
0.0011 |
0.0001 |
risk_exposure |
| 2025-06-16 |
2025-06-17 |
ind_healthcare_providers_services |
0.0401 |
-0.0024 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-16 |
2025-06-17 |
ind_integrated_hardware_software |
0.0084 |
-0.0007 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-16 |
2025-06-17 |
country_MY |
0.0056 |
-0.0056 |
-0.0000 |
tilt_COUNTRY |
| 2025-06-16 |
2025-06-17 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-06-16 |
2025-06-17 |
country_HK |
0.0880 |
-0.0027 |
-0.0002 |
tilt_COUNTRY |
| 2025-06-16 |
2025-06-17 |
size_LARGE |
0.1772 |
0.0004 |
0.0001 |
tilt_SIZE |
| 2025-06-16 |
2025-06-17 |
ind_media_publishing |
0.0344 |
-0.0071 |
-0.0002 |
tilt_INDUSTRY |
| 2025-06-16 |
2025-06-17 |
ind_electric_utilities_ipps |
-0.0626 |
0.0047 |
-0.0003 |
tilt_INDUSTRY |
| 2025-06-16 |
2025-06-17 |
ind_office_equipment |
0.0000 |
0.0094 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-16 |
2025-06-17 |
ind_oil_gas |
0.0215 |
-0.0051 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-16 |
2025-06-17 |
ind_pharmaceuticals |
-0.0325 |
-0.0107 |
0.0003 |
tilt_INDUSTRY |
| 2025-06-16 |
2025-06-17 |
ind_oil_gas_equipment_services |
-0.0165 |
0.0036 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-16 |
2025-06-17 |
ind_computers_phones_household_electronics |
0.1044 |
0.0016 |
0.0002 |
tilt_INDUSTRY |
| 2025-06-16 |
2025-06-17 |
ind_semiconductors |
0.0097 |
0.0054 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-16 |
2025-06-17 |
ind_water_utilities |
-0.0073 |
0.0056 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-16 |
2025-06-17 |
ind_household_products_services |
-0.0159 |
-0.0024 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-16 |
2025-06-17 |
country_KR |
-0.1006 |
-0.0001 |
0.0000 |
tilt_COUNTRY |
| 2025-06-16 |
2025-06-17 |
ind_telecommunications_serices |
0.1228 |
-0.0027 |
-0.0003 |
tilt_INDUSTRY |
| 2025-06-16 |
2025-06-17 |
ind_beverages |
-0.0724 |
-0.0024 |
0.0002 |
tilt_INDUSTRY |
| 2025-06-16 |
2025-06-17 |
ind_specialty_reatil |
-0.0113 |
-0.0029 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-16 |
2025-06-17 |
country_PH |
0.0023 |
0.0033 |
0.0000 |
tilt_COUNTRY |
| 2025-06-16 |
2025-06-17 |
ind_homebuilding_building_products |
-0.0343 |
-0.0021 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-16 |
2025-06-17 |
ind_transportation_infrastructure |
0.0220 |
0.0012 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-16 |
2025-06-17 |
country_TW |
0.0725 |
-0.0001 |
-0.0000 |
tilt_COUNTRY |
| 2025-06-16 |
2025-06-17 |
ind_coal |
-0.0485 |
0.0038 |
-0.0002 |
tilt_INDUSTRY |
| 2025-06-16 |
2025-06-17 |
revision |
0.9177 |
-0.0000 |
-0.0000 |
alpha_REVISION |
| 2025-06-16 |
2025-06-17 |
pdiscrepancy |
NaN |
NaN |
0.0000 |
unexplained |
| 2025-06-16 |
2025-06-17 |
value_liq |
0.7747 |
0.0010 |
0.0008 |
alpha_VALUE |
| 2025-06-16 |
2025-06-17 |
reversal |
0.9486 |
0.0006 |
0.0006 |
alpha_REVERSAL |
| 2025-06-16 |
2025-06-17 |
country_TH |
0.0930 |
0.0018 |
0.0002 |
tilt_COUNTRY |
| 2025-06-16 |
2025-06-17 |
ind_uranium |
-0.0029 |
0.0373 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-16 |
2025-06-17 |
ind_food_drug_retail |
0.0515 |
-0.0062 |
-0.0003 |
tilt_INDUSTRY |
| 2025-06-16 |
2025-06-17 |
ind_chemicals |
-0.0613 |
0.0025 |
-0.0002 |
tilt_INDUSTRY |
| 2025-06-16 |
2025-06-17 |
country_XH |
0.0431 |
-0.0032 |
-0.0001 |
tilt_COUNTRY |
| 2025-06-16 |
2025-06-17 |
ind_natural_gas_utilities |
0.0052 |
0.0031 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-16 |
2025-06-17 |
ind_multiline_utilities |
-0.0126 |
0.0075 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-16 |
2025-06-17 |
quality |
3.5861 |
0.0002 |
0.0006 |
alpha_QUALITY |
| 2025-06-17 |
2025-06-18 |
ind_specialty_reatil |
-0.0126 |
0.0014 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-17 |
2025-06-18 |
ind_water_utilities |
-0.0073 |
-0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-17 |
2025-06-18 |
ind_household_products_services |
-0.0158 |
-0.0068 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-17 |
2025-06-18 |
ind_beverages |
-0.0698 |
0.0047 |
-0.0003 |
tilt_INDUSTRY |
| 2025-06-17 |
2025-06-18 |
country_XH |
0.0372 |
-0.0053 |
-0.0002 |
tilt_COUNTRY |
| 2025-06-17 |
2025-06-18 |
size_MID |
-0.1031 |
0.0008 |
-0.0001 |
tilt_SIZE |
| 2025-06-17 |
2025-06-18 |
size_MICRO |
-0.0070 |
-0.0003 |
0.0000 |
tilt_SIZE |
| 2025-06-17 |
2025-06-18 |
country_JP |
-0.0235 |
0.0064 |
-0.0002 |
tilt_COUNTRY |
| 2025-06-17 |
2025-06-18 |
ind_electronic_equipment |
-0.0919 |
0.0107 |
-0.0010 |
tilt_INDUSTRY |
| 2025-06-17 |
2025-06-18 |
ind_computers_phones_household_electronics |
0.1045 |
0.0049 |
0.0005 |
tilt_INDUSTRY |
| 2025-06-17 |
2025-06-18 |
reversal |
0.7975 |
0.0003 |
0.0002 |
alpha_REVERSAL |
| 2025-06-17 |
2025-06-18 |
ind_machinery |
-0.0336 |
0.0029 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-17 |
2025-06-18 |
impactCost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-06-17 |
2025-06-18 |
fmom |
0.3185 |
0.0004 |
0.0001 |
alpha_QUALITY |
| 2025-06-17 |
2025-06-18 |
ind_pharmaceuticals |
-0.0307 |
-0.0067 |
0.0002 |
tilt_INDUSTRY |
| 2025-06-17 |
2025-06-18 |
ind_metals_mining |
-0.1118 |
-0.0050 |
0.0006 |
tilt_INDUSTRY |
| 2025-06-17 |
2025-06-18 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-06-17 |
2025-06-18 |
ind_fintech |
0.0012 |
-0.0082 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-17 |
2025-06-18 |
ind_multiline_utilities |
-0.0126 |
-0.0032 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-17 |
2025-06-18 |
ind_household_goods |
-0.0049 |
-0.0010 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-17 |
2025-06-18 |
neglect |
0.7850 |
-0.0008 |
-0.0006 |
alpha_VALUE |
| 2025-06-17 |
2025-06-18 |
sdiscrepancy |
NaN |
NaN |
-0.0000 |
unexplained |
| 2025-06-17 |
2025-06-18 |
ind_communications_equipment |
0.0006 |
0.0063 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-17 |
2025-06-18 |
country_KR |
-0.0991 |
0.0012 |
-0.0001 |
tilt_COUNTRY |
| 2025-06-17 |
2025-06-18 |
ind_telecommunications_serices |
0.1222 |
-0.0008 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-17 |
2025-06-18 |
country_TH |
0.0981 |
-0.0147 |
-0.0014 |
tilt_COUNTRY |
| 2025-06-17 |
2025-06-18 |
ind_healthcare_providers_services |
0.0394 |
-0.0085 |
-0.0003 |
tilt_INDUSTRY |
| 2025-06-17 |
2025-06-18 |
country_MY |
0.0055 |
0.0013 |
0.0000 |
tilt_COUNTRY |
| 2025-06-17 |
2025-06-18 |
ind_food_tobacco |
0.1461 |
-0.0057 |
-0.0008 |
tilt_INDUSTRY |
| 2025-06-17 |
2025-06-18 |
size_LARGE |
0.1769 |
-0.0002 |
-0.0000 |
tilt_SIZE |
| 2025-06-17 |
2025-06-18 |
ind_media_publishing |
0.0353 |
-0.0039 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-17 |
2025-06-18 |
ind_office_equipment |
0.0000 |
0.0029 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-17 |
2025-06-18 |
ind_transportation_infrastructure |
0.0227 |
-0.0008 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-17 |
2025-06-18 |
country_NZ |
-0.0189 |
-0.0046 |
0.0001 |
tilt_COUNTRY |
| 2025-06-17 |
2025-06-18 |
country_TW |
0.0755 |
-0.0014 |
-0.0001 |
tilt_COUNTRY |
| 2025-06-17 |
2025-06-18 |
ind_software_it_services |
0.0922 |
0.0013 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-17 |
2025-06-18 |
momentum |
-0.1666 |
-0.0001 |
0.0000 |
alpha_MOMENTUM |
| 2025-06-17 |
2025-06-18 |
ind_integrated_hardware_software |
0.0083 |
0.0024 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-17 |
2025-06-18 |
market |
0.0658 |
0.0029 |
0.0002 |
risk_exposure |
| 2025-06-17 |
2025-06-18 |
ind_banking_services |
-0.1002 |
0.0010 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-17 |
2025-06-18 |
ind_consumer_goods_conglomerates |
0.0021 |
0.0045 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-17 |
2025-06-18 |
stability |
4.5963 |
0.0005 |
0.0021 |
alpha_QUALITY |
| 2025-06-17 |
2025-06-18 |
country_CN |
-0.0788 |
0.0003 |
-0.0000 |
tilt_COUNTRY |
| 2025-06-17 |
2025-06-18 |
ind_automobile |
-0.0363 |
0.0035 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-17 |
2025-06-18 |
ind_containers_packaging |
-0.0025 |
0.0017 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-17 |
2025-06-18 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-06-17 |
2025-06-18 |
ind_renewable_energy |
0.0110 |
0.0065 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-17 |
2025-06-18 |
country_AU |
-0.0995 |
-0.0003 |
0.0000 |
tilt_COUNTRY |
| 2025-06-17 |
2025-06-18 |
ind_chemicals |
-0.0629 |
-0.0026 |
0.0002 |
tilt_INDUSTRY |
| 2025-06-17 |
2025-06-18 |
ind_freight_logistics |
-0.0215 |
-0.0041 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-17 |
2025-06-18 |
ind_investment_services |
0.0373 |
-0.0075 |
-0.0003 |
tilt_INDUSTRY |
| 2025-06-17 |
2025-06-18 |
linkage |
0.8827 |
-0.0001 |
-0.0001 |
alpha_MOMENTUM |
| 2025-06-17 |
2025-06-18 |
quality |
3.6210 |
-0.0009 |
-0.0033 |
alpha_QUALITY |
| 2025-06-17 |
2025-06-18 |
ind_natural_gas_utilities |
0.0052 |
-0.0027 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-17 |
2025-06-18 |
value_gc |
1.8286 |
0.0008 |
0.0014 |
alpha_VALUE |
| 2025-06-17 |
2025-06-18 |
ind_diversified_retail |
-0.0067 |
0.0009 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-17 |
2025-06-18 |
country_HK |
0.0890 |
-0.0033 |
-0.0003 |
tilt_COUNTRY |
| 2025-06-17 |
2025-06-18 |
ind_oil_gas |
0.0194 |
0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-17 |
2025-06-18 |
ind_electric_utilities_ipps |
-0.0635 |
-0.0030 |
0.0002 |
tilt_INDUSTRY |
| 2025-06-17 |
2025-06-18 |
ind_industrial_distribution |
0.0314 |
0.0010 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-17 |
2025-06-18 |
ind_biotechnology |
0.0149 |
-0.0050 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-17 |
2025-06-18 |
country_IN |
0.0039 |
-0.0037 |
-0.0000 |
tilt_COUNTRY |
| 2025-06-17 |
2025-06-18 |
ind_food_drug_retail |
0.0512 |
-0.0024 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-17 |
2025-06-18 |
ind_aerospace_defense |
0.0093 |
0.0055 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-17 |
2025-06-18 |
size_SMALL |
-0.0011 |
-0.0009 |
0.0000 |
tilt_SIZE |
| 2025-06-17 |
2025-06-18 |
ind_healthcare_equipment_supplies |
-0.0884 |
-0.0047 |
0.0004 |
tilt_INDUSTRY |
| 2025-06-17 |
2025-06-18 |
country_ID |
0.0125 |
-0.0075 |
-0.0001 |
tilt_COUNTRY |
| 2025-06-17 |
2025-06-18 |
linearCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-06-17 |
2025-06-18 |
ind_real_estate_operations |
0.0081 |
-0.0058 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-17 |
2025-06-18 |
ind_construction_materials |
-0.0034 |
-0.0048 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-17 |
2025-06-18 |
ind_leisure_products |
0.0069 |
0.0045 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-17 |
2025-06-18 |
ind_coal |
-0.0501 |
-0.0034 |
0.0002 |
tilt_INDUSTRY |
| 2025-06-17 |
2025-06-18 |
ind_insurance |
0.1178 |
-0.0058 |
-0.0007 |
tilt_INDUSTRY |
| 2025-06-17 |
2025-06-18 |
ind_uranium |
-0.0027 |
0.0144 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-17 |
2025-06-18 |
ind_oil_gas_equipment_services |
-0.0163 |
-0.0004 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-17 |
2025-06-18 |
ind_semiconductors |
0.0154 |
0.0102 |
0.0002 |
tilt_INDUSTRY |
| 2025-06-17 |
2025-06-18 |
ind_homebuilding_building_products |
-0.0345 |
-0.0017 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-17 |
2025-06-18 |
specret |
NaN |
NaN |
-0.0020 |
unexplained |
| 2025-06-17 |
2025-06-18 |
ind_construction_engineering |
0.0596 |
-0.0035 |
-0.0002 |
tilt_INDUSTRY |
| 2025-06-17 |
2025-06-18 |
country_PH |
0.0023 |
-0.0058 |
-0.0000 |
tilt_COUNTRY |
| 2025-06-17 |
2025-06-18 |
ind_hotels_entertainment |
-0.0632 |
0.0020 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-17 |
2025-06-18 |
ind_holding_companies |
0.0002 |
-0.0041 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-17 |
2025-06-18 |
ind_paper_forestry |
-0.0090 |
0.0007 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-17 |
2025-06-18 |
sbeta_market |
0.0190 |
-0.0036 |
-0.0001 |
risk_exposure |
| 2025-06-17 |
2025-06-18 |
pdiscrepancy |
NaN |
NaN |
-0.0000 |
unexplained |
| 2025-06-17 |
2025-06-18 |
ind_commercial_services_supplies |
0.0169 |
-0.0001 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-17 |
2025-06-18 |
revision |
0.8651 |
0.0003 |
0.0003 |
alpha_REVISION |
| 2025-06-17 |
2025-06-18 |
ind_textiles_apparel |
-0.0252 |
-0.0018 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-17 |
2025-06-18 |
country_SG |
0.0616 |
-0.0029 |
-0.0002 |
tilt_COUNTRY |
| 2025-06-17 |
2025-06-18 |
value_liq |
0.7134 |
-0.0012 |
-0.0008 |
alpha_VALUE |
| 2025-06-17 |
2025-06-18 |
ind_passenger_transportation |
0.0701 |
-0.0056 |
-0.0004 |
tilt_INDUSTRY |
| 2025-06-18 |
2025-06-19 |
ind_real_estate_operations |
0.0047 |
0.0024 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-18 |
2025-06-19 |
ind_construction_materials |
-0.0033 |
-0.0017 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-18 |
2025-06-19 |
neglect |
0.7918 |
-0.0011 |
-0.0009 |
alpha_VALUE |
| 2025-06-18 |
2025-06-19 |
ind_leisure_products |
0.0051 |
-0.0012 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-18 |
2025-06-19 |
country_SG |
0.0613 |
-0.0029 |
-0.0002 |
tilt_COUNTRY |
| 2025-06-18 |
2025-06-19 |
ind_healthcare_providers_services |
0.0373 |
-0.0012 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-18 |
2025-06-19 |
ind_media_publishing |
0.0353 |
0.0048 |
0.0002 |
tilt_INDUSTRY |
| 2025-06-18 |
2025-06-19 |
linearCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-06-18 |
2025-06-19 |
ind_household_goods |
-0.0049 |
-0.0009 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-18 |
2025-06-19 |
ind_coal |
-0.0493 |
-0.0037 |
0.0002 |
tilt_INDUSTRY |
| 2025-06-18 |
2025-06-19 |
ind_household_products_services |
-0.0158 |
-0.0049 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-18 |
2025-06-19 |
ind_banking_services |
-0.1004 |
0.0028 |
-0.0003 |
tilt_INDUSTRY |
| 2025-06-18 |
2025-06-19 |
ind_insurance |
0.1177 |
0.0011 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-18 |
2025-06-19 |
ind_water_utilities |
-0.0072 |
-0.0057 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-18 |
2025-06-19 |
ind_oil_gas_equipment_services |
-0.0165 |
0.0120 |
-0.0002 |
tilt_INDUSTRY |
| 2025-06-18 |
2025-06-19 |
ind_specialty_reatil |
-0.0125 |
-0.0033 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-18 |
2025-06-19 |
ind_semiconductors |
0.0191 |
0.0064 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-18 |
2025-06-19 |
ind_homebuilding_building_products |
-0.0344 |
-0.0056 |
0.0002 |
tilt_INDUSTRY |
| 2025-06-18 |
2025-06-19 |
size_MICRO |
-0.0066 |
-0.0027 |
0.0000 |
tilt_SIZE |
| 2025-06-18 |
2025-06-19 |
country_ID |
0.0123 |
-0.0204 |
-0.0003 |
tilt_COUNTRY |
| 2025-06-18 |
2025-06-19 |
ind_healthcare_equipment_supplies |
-0.0884 |
-0.0014 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-18 |
2025-06-19 |
size_MID |
-0.1071 |
-0.0000 |
0.0000 |
tilt_SIZE |
| 2025-06-18 |
2025-06-19 |
ind_commercial_services_supplies |
0.0166 |
-0.0017 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-18 |
2025-06-19 |
value_liq |
0.6622 |
0.0002 |
0.0002 |
alpha_VALUE |
| 2025-06-18 |
2025-06-19 |
country_XH |
0.0348 |
-0.0092 |
-0.0003 |
tilt_COUNTRY |
| 2025-06-18 |
2025-06-19 |
ind_beverages |
-0.0664 |
0.0029 |
-0.0002 |
tilt_INDUSTRY |
| 2025-06-18 |
2025-06-19 |
ind_telecommunications_serices |
0.1214 |
0.0007 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-18 |
2025-06-19 |
ind_construction_engineering |
0.0611 |
-0.0016 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-18 |
2025-06-19 |
ind_electronic_equipment |
-0.1023 |
0.0023 |
-0.0002 |
tilt_INDUSTRY |
| 2025-06-18 |
2025-06-19 |
momentum |
-0.1249 |
0.0006 |
-0.0001 |
alpha_MOMENTUM |
| 2025-06-18 |
2025-06-19 |
ind_industrial_distribution |
0.0299 |
-0.0039 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-18 |
2025-06-19 |
ind_software_it_services |
0.0922 |
0.0009 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-18 |
2025-06-19 |
country_JP |
-0.0343 |
0.0049 |
-0.0002 |
tilt_COUNTRY |
| 2025-06-18 |
2025-06-19 |
ind_uranium |
-0.0026 |
-0.0036 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-18 |
2025-06-19 |
country_IN |
0.0039 |
-0.0074 |
-0.0000 |
tilt_COUNTRY |
| 2025-06-18 |
2025-06-19 |
ind_food_drug_retail |
0.0515 |
0.0006 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-18 |
2025-06-19 |
ind_aerospace_defense |
0.0097 |
-0.0035 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-18 |
2025-06-19 |
reversal |
1.0132 |
-0.0012 |
-0.0013 |
alpha_REVERSAL |
| 2025-06-18 |
2025-06-19 |
country_NZ |
-0.0184 |
-0.0014 |
0.0000 |
tilt_COUNTRY |
| 2025-06-18 |
2025-06-19 |
ind_communications_equipment |
0.0032 |
-0.0011 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-18 |
2025-06-19 |
size_SMALL |
0.0004 |
-0.0008 |
-0.0000 |
tilt_SIZE |
| 2025-06-18 |
2025-06-19 |
pdiscrepancy |
NaN |
NaN |
-0.0000 |
unexplained |
| 2025-06-18 |
2025-06-19 |
country_TH |
0.1000 |
-0.0288 |
-0.0029 |
tilt_COUNTRY |
| 2025-06-18 |
2025-06-19 |
sdiscrepancy |
NaN |
NaN |
0.0003 |
unexplained |
| 2025-06-18 |
2025-06-19 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-06-18 |
2025-06-19 |
ind_electric_utilities_ipps |
-0.0633 |
-0.0029 |
0.0002 |
tilt_INDUSTRY |
| 2025-06-18 |
2025-06-19 |
specret |
NaN |
NaN |
-0.0025 |
unexplained |
| 2025-06-18 |
2025-06-19 |
sbeta_market |
0.0160 |
-0.0100 |
-0.0002 |
risk_exposure |
| 2025-06-18 |
2025-06-19 |
ind_pharmaceuticals |
-0.0390 |
-0.0051 |
0.0002 |
tilt_INDUSTRY |
| 2025-06-18 |
2025-06-19 |
ind_multiline_utilities |
-0.0125 |
-0.0046 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-18 |
2025-06-19 |
ind_textiles_apparel |
-0.0240 |
-0.0013 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-18 |
2025-06-19 |
ind_metals_mining |
-0.1063 |
-0.0064 |
0.0007 |
tilt_INDUSTRY |
| 2025-06-18 |
2025-06-19 |
ind_renewable_energy |
0.0115 |
-0.0070 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-18 |
2025-06-19 |
ind_diversified_retail |
-0.0068 |
-0.0004 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-18 |
2025-06-19 |
revision |
0.8250 |
0.0012 |
0.0010 |
alpha_REVISION |
| 2025-06-18 |
2025-06-19 |
country_AU |
-0.0986 |
0.0023 |
-0.0002 |
tilt_COUNTRY |
| 2025-06-18 |
2025-06-19 |
ind_office_equipment |
0.0000 |
-0.0011 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-18 |
2025-06-19 |
ind_chemicals |
-0.0613 |
0.0009 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-18 |
2025-06-19 |
ind_passenger_transportation |
0.0692 |
0.0036 |
0.0002 |
tilt_INDUSTRY |
| 2025-06-18 |
2025-06-19 |
ind_biotechnology |
0.0142 |
-0.0017 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-18 |
2025-06-19 |
ind_freight_logistics |
-0.0236 |
-0.0036 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-18 |
2025-06-19 |
ind_holding_companies |
0.0002 |
-0.0039 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-18 |
2025-06-19 |
ind_investment_services |
0.0427 |
-0.0040 |
-0.0002 |
tilt_INDUSTRY |
| 2025-06-18 |
2025-06-19 |
quality |
3.6414 |
0.0001 |
0.0004 |
alpha_QUALITY |
| 2025-06-18 |
2025-06-19 |
size_LARGE |
0.1721 |
0.0012 |
0.0002 |
tilt_SIZE |
| 2025-06-18 |
2025-06-19 |
country_PH |
0.0023 |
0.0069 |
0.0000 |
tilt_COUNTRY |
| 2025-06-18 |
2025-06-19 |
linkage |
0.8244 |
-0.0004 |
-0.0003 |
alpha_MOMENTUM |
| 2025-06-18 |
2025-06-19 |
ind_paper_forestry |
-0.0091 |
-0.0014 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-18 |
2025-06-19 |
ind_natural_gas_utilities |
0.0052 |
0.0029 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-18 |
2025-06-19 |
ind_hotels_entertainment |
-0.0647 |
0.0027 |
-0.0002 |
tilt_INDUSTRY |
| 2025-06-18 |
2025-06-19 |
value_gc |
1.7979 |
-0.0005 |
-0.0008 |
alpha_VALUE |
| 2025-06-18 |
2025-06-19 |
ind_automobile |
-0.0424 |
0.0010 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-18 |
2025-06-19 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-06-18 |
2025-06-19 |
ind_containers_packaging |
-0.0020 |
0.0034 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-18 |
2025-06-19 |
country_CN |
-0.0823 |
0.0024 |
-0.0002 |
tilt_COUNTRY |
| 2025-06-18 |
2025-06-19 |
ind_oil_gas |
0.0180 |
0.0065 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-18 |
2025-06-19 |
ind_fintech |
0.0021 |
-0.0112 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-18 |
2025-06-19 |
ind_computers_phones_household_electronics |
0.1031 |
-0.0009 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-18 |
2025-06-19 |
country_MY |
0.0055 |
-0.0020 |
-0.0000 |
tilt_COUNTRY |
| 2025-06-18 |
2025-06-19 |
country_HK |
0.0925 |
-0.0078 |
-0.0007 |
tilt_COUNTRY |
| 2025-06-18 |
2025-06-19 |
country_TW |
0.0784 |
-0.0046 |
-0.0004 |
tilt_COUNTRY |
| 2025-06-18 |
2025-06-19 |
ind_transportation_infrastructure |
0.0226 |
-0.0009 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-18 |
2025-06-19 |
market |
0.0587 |
-0.0017 |
-0.0001 |
risk_exposure |
| 2025-06-18 |
2025-06-19 |
ind_consumer_goods_conglomerates |
0.0025 |
0.0046 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-18 |
2025-06-19 |
ind_integrated_hardware_software |
0.0081 |
0.0020 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-18 |
2025-06-19 |
ind_food_tobacco |
0.1438 |
-0.0012 |
-0.0002 |
tilt_INDUSTRY |
| 2025-06-18 |
2025-06-19 |
country_KR |
-0.0987 |
0.0088 |
-0.0009 |
tilt_COUNTRY |
| 2025-06-18 |
2025-06-19 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-06-18 |
2025-06-19 |
stability |
4.5472 |
0.0007 |
0.0031 |
alpha_QUALITY |
| 2025-06-18 |
2025-06-19 |
fmom |
0.3400 |
-0.0006 |
-0.0002 |
alpha_QUALITY |
| 2025-06-18 |
2025-06-19 |
ind_machinery |
-0.0240 |
-0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-19 |
2025-06-20 |
ind_holding_companies |
0.0002 |
-0.0047 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-19 |
2025-06-20 |
ind_computers_phones_household_electronics |
0.1018 |
-0.0025 |
-0.0003 |
tilt_INDUSTRY |
| 2025-06-19 |
2025-06-20 |
country_KR |
-0.1005 |
0.0089 |
-0.0009 |
tilt_COUNTRY |
| 2025-06-19 |
2025-06-20 |
ind_office_equipment |
0.0000 |
-0.0022 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-19 |
2025-06-20 |
country_XH |
0.0350 |
0.0143 |
0.0005 |
tilt_COUNTRY |
| 2025-06-19 |
2025-06-20 |
ind_specialty_reatil |
-0.0114 |
-0.0059 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-19 |
2025-06-20 |
ind_beverages |
-0.0666 |
0.0098 |
-0.0007 |
tilt_INDUSTRY |
| 2025-06-19 |
2025-06-20 |
fmom |
0.3358 |
0.0002 |
0.0001 |
alpha_QUALITY |
| 2025-06-19 |
2025-06-20 |
ind_household_products_services |
-0.0157 |
0.0010 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-19 |
2025-06-20 |
size_MICRO |
-0.0082 |
0.0005 |
-0.0000 |
tilt_SIZE |
| 2025-06-19 |
2025-06-20 |
reversal |
0.9349 |
0.0004 |
0.0004 |
alpha_REVERSAL |
| 2025-06-19 |
2025-06-20 |
ind_electronic_equipment |
-0.1031 |
-0.0012 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-19 |
2025-06-20 |
ind_water_utilities |
-0.0072 |
-0.0006 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-19 |
2025-06-20 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-06-19 |
2025-06-20 |
ind_transportation_infrastructure |
0.0230 |
0.0061 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-19 |
2025-06-20 |
ind_pharmaceuticals |
-0.0442 |
0.0024 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-19 |
2025-06-20 |
ind_textiles_apparel |
-0.0217 |
-0.0021 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-19 |
2025-06-20 |
country_JP |
-0.0367 |
-0.0059 |
0.0002 |
tilt_COUNTRY |
| 2025-06-19 |
2025-06-20 |
ind_software_it_services |
0.0925 |
-0.0067 |
-0.0006 |
tilt_INDUSTRY |
| 2025-06-19 |
2025-06-20 |
ind_commercial_services_supplies |
0.0151 |
-0.0031 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-19 |
2025-06-20 |
ind_natural_gas_utilities |
0.0053 |
-0.0082 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-19 |
2025-06-20 |
country_TW |
0.0812 |
-0.0109 |
-0.0009 |
tilt_COUNTRY |
| 2025-06-19 |
2025-06-20 |
ind_integrated_hardware_software |
0.0080 |
-0.0057 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-19 |
2025-06-20 |
market |
0.0593 |
0.0055 |
0.0003 |
risk_exposure |
| 2025-06-19 |
2025-06-20 |
ind_hotels_entertainment |
-0.0651 |
-0.0008 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-19 |
2025-06-20 |
ind_consumer_goods_conglomerates |
0.0027 |
-0.0048 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-19 |
2025-06-20 |
stability |
4.5055 |
-0.0000 |
-0.0000 |
alpha_QUALITY |
| 2025-06-19 |
2025-06-20 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-06-19 |
2025-06-20 |
country_CN |
-0.0925 |
-0.0003 |
0.0000 |
tilt_COUNTRY |
| 2025-06-19 |
2025-06-20 |
quality |
3.6564 |
0.0003 |
0.0012 |
alpha_QUALITY |
| 2025-06-19 |
2025-06-20 |
country_HK |
0.1006 |
0.0073 |
0.0007 |
tilt_COUNTRY |
| 2025-06-19 |
2025-06-20 |
ind_automobile |
-0.0470 |
-0.0012 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-19 |
2025-06-20 |
ind_renewable_energy |
0.0114 |
0.0058 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-19 |
2025-06-20 |
ind_diversified_retail |
-0.0068 |
-0.0068 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-19 |
2025-06-20 |
country_AU |
-0.0997 |
-0.0013 |
0.0001 |
tilt_COUNTRY |
| 2025-06-19 |
2025-06-20 |
ind_passenger_transportation |
0.0689 |
-0.0012 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-19 |
2025-06-20 |
ind_chemicals |
-0.0566 |
0.0036 |
-0.0002 |
tilt_INDUSTRY |
| 2025-06-19 |
2025-06-20 |
ind_investment_services |
0.0444 |
0.0016 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-19 |
2025-06-20 |
ind_freight_logistics |
-0.0266 |
0.0059 |
-0.0002 |
tilt_INDUSTRY |
| 2025-06-19 |
2025-06-20 |
linkage |
0.7675 |
-0.0004 |
-0.0003 |
alpha_MOMENTUM |
| 2025-06-19 |
2025-06-20 |
ind_paper_forestry |
-0.0091 |
0.0056 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-19 |
2025-06-20 |
value_gc |
1.8136 |
0.0008 |
0.0015 |
alpha_VALUE |
| 2025-06-19 |
2025-06-20 |
ind_containers_packaging |
-0.0017 |
0.0080 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-19 |
2025-06-20 |
ind_oil_gas |
0.0180 |
-0.0087 |
-0.0002 |
tilt_INDUSTRY |
| 2025-06-19 |
2025-06-20 |
specret |
NaN |
NaN |
0.0009 |
unexplained |
| 2025-06-19 |
2025-06-20 |
ind_homebuilding_building_products |
-0.0341 |
0.0037 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-19 |
2025-06-20 |
value_liq |
0.6545 |
0.0003 |
0.0002 |
alpha_VALUE |
| 2025-06-19 |
2025-06-20 |
momentum |
-0.0910 |
-0.0010 |
0.0001 |
alpha_MOMENTUM |
| 2025-06-19 |
2025-06-20 |
revision |
0.8424 |
0.0002 |
0.0002 |
alpha_REVISION |
| 2025-06-19 |
2025-06-20 |
ind_construction_engineering |
0.0653 |
-0.0001 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-19 |
2025-06-20 |
ind_industrial_distribution |
0.0275 |
-0.0004 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-19 |
2025-06-20 |
ind_uranium |
-0.0026 |
-0.0165 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-19 |
2025-06-20 |
country_IN |
0.0039 |
0.0079 |
0.0000 |
tilt_COUNTRY |
| 2025-06-19 |
2025-06-20 |
ind_aerospace_defense |
0.0095 |
-0.0059 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-19 |
2025-06-20 |
ind_healthcare_equipment_supplies |
-0.0880 |
0.0040 |
-0.0003 |
tilt_INDUSTRY |
| 2025-06-19 |
2025-06-20 |
ind_food_drug_retail |
0.0535 |
0.0021 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-19 |
2025-06-20 |
size_SMALL |
-0.0015 |
-0.0015 |
0.0000 |
tilt_SIZE |
| 2025-06-19 |
2025-06-20 |
ind_electric_utilities_ipps |
-0.0636 |
-0.0028 |
0.0002 |
tilt_INDUSTRY |
| 2025-06-19 |
2025-06-20 |
country_ID |
0.0125 |
-0.0154 |
-0.0002 |
tilt_COUNTRY |
| 2025-06-19 |
2025-06-20 |
linearCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-06-19 |
2025-06-20 |
ind_real_estate_operations |
0.0032 |
0.0005 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-19 |
2025-06-20 |
ind_leisure_products |
0.0043 |
-0.0060 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-19 |
2025-06-20 |
ind_construction_materials |
-0.0033 |
-0.0041 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-19 |
2025-06-20 |
country_SG |
0.0614 |
-0.0044 |
-0.0003 |
tilt_COUNTRY |
| 2025-06-19 |
2025-06-20 |
ind_coal |
-0.0495 |
0.0035 |
-0.0002 |
tilt_INDUSTRY |
| 2025-06-19 |
2025-06-20 |
ind_banking_services |
-0.1030 |
0.0042 |
-0.0004 |
tilt_INDUSTRY |
| 2025-06-19 |
2025-06-20 |
ind_insurance |
0.1133 |
0.0067 |
0.0008 |
tilt_INDUSTRY |
| 2025-06-19 |
2025-06-20 |
ind_oil_gas_equipment_services |
-0.0163 |
-0.0050 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-19 |
2025-06-20 |
ind_semiconductors |
0.0207 |
0.0009 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-19 |
2025-06-20 |
size_MID |
-0.1034 |
0.0004 |
-0.0000 |
tilt_SIZE |
| 2025-06-19 |
2025-06-20 |
ind_media_publishing |
0.0347 |
-0.0082 |
-0.0003 |
tilt_INDUSTRY |
| 2025-06-19 |
2025-06-20 |
ind_machinery |
-0.0173 |
-0.0009 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-19 |
2025-06-20 |
ind_fintech |
0.0036 |
-0.0013 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-19 |
2025-06-20 |
ind_food_tobacco |
0.1440 |
-0.0011 |
-0.0002 |
tilt_INDUSTRY |
| 2025-06-19 |
2025-06-20 |
sdiscrepancy |
NaN |
NaN |
-0.0001 |
unexplained |
| 2025-06-19 |
2025-06-20 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-06-19 |
2025-06-20 |
ind_household_goods |
-0.0049 |
0.0059 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-19 |
2025-06-20 |
ind_biotechnology |
0.0133 |
0.0008 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-19 |
2025-06-20 |
country_TH |
0.1047 |
-0.0028 |
-0.0003 |
tilt_COUNTRY |
| 2025-06-19 |
2025-06-20 |
ind_healthcare_providers_services |
0.0363 |
-0.0022 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-19 |
2025-06-20 |
ind_communications_equipment |
0.0063 |
-0.0016 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-19 |
2025-06-20 |
pdiscrepancy |
NaN |
NaN |
0.0000 |
unexplained |
| 2025-06-19 |
2025-06-20 |
country_NZ |
-0.0184 |
-0.0047 |
0.0001 |
tilt_COUNTRY |
| 2025-06-19 |
2025-06-20 |
sbeta_market |
0.0239 |
-0.0076 |
-0.0002 |
risk_exposure |
| 2025-06-19 |
2025-06-20 |
country_PH |
0.0023 |
-0.0088 |
-0.0000 |
tilt_COUNTRY |
| 2025-06-19 |
2025-06-20 |
size_LARGE |
0.1724 |
0.0012 |
0.0002 |
tilt_SIZE |
| 2025-06-19 |
2025-06-20 |
ind_telecommunications_serices |
0.1214 |
-0.0036 |
-0.0004 |
tilt_INDUSTRY |
| 2025-06-19 |
2025-06-20 |
ind_metals_mining |
-0.1048 |
-0.0009 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-19 |
2025-06-20 |
neglect |
0.8013 |
-0.0005 |
-0.0004 |
alpha_VALUE |
| 2025-06-19 |
2025-06-20 |
country_MY |
0.0055 |
-0.0033 |
-0.0000 |
tilt_COUNTRY |
| 2025-06-19 |
2025-06-20 |
ind_multiline_utilities |
-0.0124 |
-0.0035 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-20 |
2025-06-23 |
ind_natural_gas_utilities |
0.0051 |
-0.0014 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-20 |
2025-06-23 |
ind_telecommunications_serices |
0.1224 |
0.0028 |
0.0003 |
tilt_INDUSTRY |
| 2025-06-20 |
2025-06-23 |
revision |
0.8038 |
0.0008 |
0.0006 |
alpha_REVISION |
| 2025-06-20 |
2025-06-23 |
ind_construction_engineering |
0.0681 |
-0.0008 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-20 |
2025-06-23 |
market |
0.0603 |
-0.0024 |
-0.0001 |
risk_exposure |
| 2025-06-20 |
2025-06-23 |
ind_containers_packaging |
-0.0014 |
-0.0050 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-20 |
2025-06-23 |
ind_holding_companies |
0.0002 |
0.0162 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-20 |
2025-06-23 |
ind_insurance |
0.1086 |
0.0022 |
0.0002 |
tilt_INDUSTRY |
| 2025-06-20 |
2025-06-23 |
ind_specialty_reatil |
-0.0101 |
0.0064 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-20 |
2025-06-23 |
ind_industrial_distribution |
0.0248 |
-0.0000 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-20 |
2025-06-23 |
country_PH |
0.0022 |
-0.0208 |
-0.0000 |
tilt_COUNTRY |
| 2025-06-20 |
2025-06-23 |
quality |
3.6829 |
-0.0006 |
-0.0022 |
alpha_QUALITY |
| 2025-06-20 |
2025-06-23 |
linkage |
0.7334 |
0.0009 |
0.0007 |
alpha_MOMENTUM |
| 2025-06-20 |
2025-06-23 |
ind_chemicals |
-0.0540 |
-0.0015 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-20 |
2025-06-23 |
ind_household_products_services |
-0.0157 |
-0.0017 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-20 |
2025-06-23 |
ind_software_it_services |
0.0988 |
0.0015 |
0.0002 |
tilt_INDUSTRY |
| 2025-06-20 |
2025-06-23 |
ind_oil_gas_equipment_services |
-0.0159 |
0.0148 |
-0.0002 |
tilt_INDUSTRY |
| 2025-06-20 |
2025-06-23 |
ind_water_utilities |
-0.0072 |
-0.0094 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-20 |
2025-06-23 |
country_AU |
-0.0991 |
-0.0073 |
0.0007 |
tilt_COUNTRY |
| 2025-06-20 |
2025-06-23 |
ind_renewable_energy |
0.0125 |
-0.0039 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-20 |
2025-06-23 |
country_TH |
0.1071 |
-0.0068 |
-0.0007 |
tilt_COUNTRY |
| 2025-06-20 |
2025-06-23 |
ind_fintech |
0.0038 |
0.0022 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-20 |
2025-06-23 |
sdiscrepancy |
NaN |
NaN |
0.0000 |
unexplained |
| 2025-06-20 |
2025-06-23 |
bcost |
NaN |
NaN |
-0.0009 |
cost |
| 2025-06-20 |
2025-06-23 |
sbeta_market |
0.0206 |
0.0049 |
0.0001 |
risk_exposure |
| 2025-06-20 |
2025-06-23 |
ind_commercial_services_supplies |
0.0139 |
0.0031 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-20 |
2025-06-23 |
ind_electronic_equipment |
-0.1049 |
0.0005 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-20 |
2025-06-23 |
ind_healthcare_providers_services |
0.0366 |
0.0015 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-20 |
2025-06-23 |
size_MID |
-0.0993 |
-0.0011 |
0.0001 |
tilt_SIZE |
| 2025-06-20 |
2025-06-23 |
ind_investment_services |
0.0453 |
0.0046 |
0.0002 |
tilt_INDUSTRY |
| 2025-06-20 |
2025-06-23 |
ind_biotechnology |
0.0135 |
0.0019 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-20 |
2025-06-23 |
ind_machinery |
-0.0143 |
0.0007 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-20 |
2025-06-23 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-06-20 |
2025-06-23 |
specret |
NaN |
NaN |
-0.0035 |
unexplained |
| 2025-06-20 |
2025-06-23 |
country_JP |
-0.0335 |
-0.0041 |
0.0001 |
tilt_COUNTRY |
| 2025-06-20 |
2025-06-23 |
ind_multiline_utilities |
-0.0122 |
-0.0099 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-20 |
2025-06-23 |
ind_oil_gas |
0.0187 |
0.0050 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-20 |
2025-06-23 |
ind_automobile |
-0.0510 |
-0.0063 |
0.0003 |
tilt_INDUSTRY |
| 2025-06-20 |
2025-06-23 |
ind_freight_logistics |
-0.0294 |
-0.0008 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-20 |
2025-06-23 |
ind_homebuilding_building_products |
-0.0341 |
-0.0046 |
0.0002 |
tilt_INDUSTRY |
| 2025-06-20 |
2025-06-23 |
country_HK |
0.1045 |
0.0080 |
0.0008 |
tilt_COUNTRY |
| 2025-06-20 |
2025-06-23 |
value_liq |
0.6281 |
-0.0003 |
-0.0002 |
alpha_VALUE |
| 2025-06-20 |
2025-06-23 |
size_MICRO |
-0.0086 |
0.0021 |
-0.0000 |
tilt_SIZE |
| 2025-06-20 |
2025-06-23 |
ind_paper_forestry |
-0.0091 |
-0.0074 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-20 |
2025-06-23 |
country_NZ |
-0.0183 |
0.0020 |
-0.0000 |
tilt_COUNTRY |
| 2025-06-20 |
2025-06-23 |
reversal |
0.8599 |
0.0007 |
0.0006 |
alpha_REVERSAL |
| 2025-06-20 |
2025-06-23 |
momentum |
-0.0298 |
0.0008 |
-0.0000 |
alpha_MOMENTUM |
| 2025-06-20 |
2025-06-23 |
ind_semiconductors |
0.0210 |
0.0008 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-20 |
2025-06-23 |
country_TW |
0.0809 |
-0.0045 |
-0.0004 |
tilt_COUNTRY |
| 2025-06-20 |
2025-06-23 |
ind_uranium |
-0.0026 |
0.0031 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-20 |
2025-06-23 |
stability |
4.5114 |
-0.0006 |
-0.0026 |
alpha_QUALITY |
| 2025-06-20 |
2025-06-23 |
ind_food_tobacco |
0.1471 |
-0.0034 |
-0.0005 |
tilt_INDUSTRY |
| 2025-06-20 |
2025-06-23 |
ind_healthcare_equipment_supplies |
-0.0895 |
0.0024 |
-0.0002 |
tilt_INDUSTRY |
| 2025-06-20 |
2025-06-23 |
country_KR |
-0.1005 |
-0.0121 |
0.0012 |
tilt_COUNTRY |
| 2025-06-20 |
2025-06-23 |
ind_food_drug_retail |
0.0555 |
0.0016 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-20 |
2025-06-23 |
ind_passenger_transportation |
0.0682 |
-0.0022 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-20 |
2025-06-23 |
value_gc |
1.8161 |
-0.0008 |
-0.0014 |
alpha_VALUE |
| 2025-06-20 |
2025-06-23 |
size_SMALL |
-0.0037 |
0.0024 |
-0.0000 |
tilt_SIZE |
| 2025-06-20 |
2025-06-23 |
ind_hotels_entertainment |
-0.0647 |
-0.0039 |
0.0003 |
tilt_INDUSTRY |
| 2025-06-20 |
2025-06-23 |
country_SG |
0.0617 |
-0.0037 |
-0.0002 |
tilt_COUNTRY |
| 2025-06-20 |
2025-06-23 |
ind_pharmaceuticals |
-0.0474 |
-0.0010 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-20 |
2025-06-23 |
ind_electric_utilities_ipps |
-0.0636 |
-0.0051 |
0.0003 |
tilt_INDUSTRY |
| 2025-06-20 |
2025-06-23 |
ind_construction_materials |
-0.0032 |
-0.0026 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-20 |
2025-06-23 |
ind_textiles_apparel |
-0.0195 |
-0.0060 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-20 |
2025-06-23 |
ind_household_goods |
-0.0048 |
-0.0110 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-20 |
2025-06-23 |
ind_diversified_retail |
-0.0068 |
0.0027 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-20 |
2025-06-23 |
pdiscrepancy |
NaN |
NaN |
-0.0000 |
unexplained |
| 2025-06-20 |
2025-06-23 |
ind_consumer_goods_conglomerates |
0.0030 |
-0.0061 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-20 |
2025-06-23 |
ind_coal |
-0.0492 |
-0.0010 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-20 |
2025-06-23 |
ind_office_equipment |
0.0000 |
0.0039 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-20 |
2025-06-23 |
country_ID |
0.0129 |
-0.0205 |
-0.0003 |
tilt_COUNTRY |
| 2025-06-20 |
2025-06-23 |
size_LARGE |
0.1719 |
-0.0015 |
-0.0003 |
tilt_SIZE |
| 2025-06-20 |
2025-06-23 |
country_XH |
0.0350 |
0.0038 |
0.0001 |
tilt_COUNTRY |
| 2025-06-20 |
2025-06-23 |
ind_leisure_products |
0.0041 |
-0.0031 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-20 |
2025-06-23 |
ind_media_publishing |
0.0345 |
0.0002 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-20 |
2025-06-23 |
linearCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-06-20 |
2025-06-23 |
ind_real_estate_operations |
0.0040 |
-0.0001 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-20 |
2025-06-23 |
ind_metals_mining |
-0.1074 |
-0.0027 |
0.0003 |
tilt_INDUSTRY |
| 2025-06-20 |
2025-06-23 |
country_CN |
-0.1021 |
0.0038 |
-0.0004 |
tilt_COUNTRY |
| 2025-06-20 |
2025-06-23 |
ind_beverages |
-0.0657 |
-0.0115 |
0.0008 |
tilt_INDUSTRY |
| 2025-06-20 |
2025-06-23 |
ind_computers_phones_household_electronics |
0.0996 |
-0.0027 |
-0.0003 |
tilt_INDUSTRY |
| 2025-06-20 |
2025-06-23 |
country_IN |
0.0040 |
0.0020 |
0.0000 |
tilt_COUNTRY |
| 2025-06-20 |
2025-06-23 |
ind_transportation_infrastructure |
0.0238 |
-0.0024 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-20 |
2025-06-23 |
ind_banking_services |
-0.1084 |
0.0058 |
-0.0006 |
tilt_INDUSTRY |
| 2025-06-20 |
2025-06-23 |
ind_integrated_hardware_software |
0.0080 |
0.0008 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-20 |
2025-06-23 |
neglect |
0.7998 |
0.0010 |
0.0008 |
alpha_VALUE |
| 2025-06-20 |
2025-06-23 |
fcost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-06-20 |
2025-06-23 |
ind_aerospace_defense |
0.0095 |
0.0095 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-20 |
2025-06-23 |
country_MY |
0.0055 |
0.0017 |
0.0000 |
tilt_COUNTRY |
| 2025-06-20 |
2025-06-23 |
fmom |
0.3427 |
-0.0009 |
-0.0003 |
alpha_QUALITY |
| 2025-06-20 |
2025-06-23 |
ind_communications_equipment |
0.0073 |
0.0002 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-23 |
2025-06-24 |
ind_coal |
-0.0481 |
-0.0107 |
0.0005 |
tilt_INDUSTRY |
| 2025-06-23 |
2025-06-24 |
sbeta_market |
0.0191 |
0.0181 |
0.0003 |
risk_exposure |
| 2025-06-23 |
2025-06-24 |
specret |
NaN |
NaN |
-0.0002 |
unexplained |
| 2025-06-23 |
2025-06-24 |
ind_insurance |
0.1068 |
0.0057 |
0.0006 |
tilt_INDUSTRY |
| 2025-06-23 |
2025-06-24 |
country_AU |
-0.0984 |
0.0050 |
-0.0005 |
tilt_COUNTRY |
| 2025-06-23 |
2025-06-24 |
ind_machinery |
-0.0092 |
0.0038 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-23 |
2025-06-24 |
ind_food_drug_retail |
0.0566 |
0.0016 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-23 |
2025-06-24 |
ind_leisure_products |
0.0050 |
0.0070 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-23 |
2025-06-24 |
size_MID |
-0.0992 |
-0.0014 |
0.0001 |
tilt_SIZE |
| 2025-06-23 |
2025-06-24 |
country_ID |
0.0131 |
0.0113 |
0.0001 |
tilt_COUNTRY |
| 2025-06-23 |
2025-06-24 |
ind_healthcare_providers_services |
0.0370 |
-0.0055 |
-0.0002 |
tilt_INDUSTRY |
| 2025-06-23 |
2025-06-24 |
ind_renewable_energy |
0.0140 |
-0.0008 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-23 |
2025-06-24 |
country_SG |
0.0618 |
-0.0020 |
-0.0001 |
tilt_COUNTRY |
| 2025-06-23 |
2025-06-24 |
ind_passenger_transportation |
0.0679 |
0.0091 |
0.0006 |
tilt_INDUSTRY |
| 2025-06-23 |
2025-06-24 |
ind_commercial_services_supplies |
0.0138 |
0.0019 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-23 |
2025-06-24 |
linearCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-06-23 |
2025-06-24 |
ind_real_estate_operations |
0.0049 |
-0.0064 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-23 |
2025-06-24 |
country_IN |
0.0040 |
0.0018 |
0.0000 |
tilt_COUNTRY |
| 2025-06-23 |
2025-06-24 |
pdiscrepancy |
NaN |
NaN |
-0.0000 |
unexplained |
| 2025-06-23 |
2025-06-24 |
neglect |
0.8155 |
-0.0002 |
-0.0002 |
alpha_VALUE |
| 2025-06-23 |
2025-06-24 |
sdiscrepancy |
NaN |
NaN |
-0.0001 |
unexplained |
| 2025-06-23 |
2025-06-24 |
ind_healthcare_equipment_supplies |
-0.0906 |
-0.0026 |
0.0002 |
tilt_INDUSTRY |
| 2025-06-23 |
2025-06-24 |
ind_household_goods |
-0.0046 |
0.0021 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-23 |
2025-06-24 |
ind_semiconductors |
0.0199 |
-0.0025 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-23 |
2025-06-24 |
ind_construction_engineering |
0.0677 |
0.0031 |
0.0002 |
tilt_INDUSTRY |
| 2025-06-23 |
2025-06-24 |
ind_aerospace_defense |
0.0095 |
-0.0232 |
-0.0002 |
tilt_INDUSTRY |
| 2025-06-23 |
2025-06-24 |
ind_telecommunications_serices |
0.1232 |
0.0007 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-23 |
2025-06-24 |
ind_containers_packaging |
-0.0010 |
-0.0004 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-23 |
2025-06-24 |
ind_holding_companies |
0.0002 |
0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-23 |
2025-06-24 |
ind_chemicals |
-0.0554 |
0.0015 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-23 |
2025-06-24 |
ind_communications_equipment |
0.0066 |
-0.0060 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-23 |
2025-06-24 |
revision |
0.7186 |
0.0003 |
0.0002 |
alpha_REVISION |
| 2025-06-23 |
2025-06-24 |
ind_metals_mining |
-0.1116 |
-0.0027 |
0.0003 |
tilt_INDUSTRY |
| 2025-06-23 |
2025-06-24 |
ind_uranium |
-0.0027 |
-0.0185 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-23 |
2025-06-24 |
ind_construction_materials |
-0.0032 |
0.0038 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-23 |
2025-06-24 |
country_NZ |
-0.0183 |
-0.0075 |
0.0001 |
tilt_COUNTRY |
| 2025-06-23 |
2025-06-24 |
ind_electric_utilities_ipps |
-0.0637 |
0.0011 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-23 |
2025-06-24 |
ind_banking_services |
-0.1166 |
0.0034 |
-0.0004 |
tilt_INDUSTRY |
| 2025-06-23 |
2025-06-24 |
ind_homebuilding_building_products |
-0.0343 |
0.0032 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-23 |
2025-06-24 |
size_SMALL |
-0.0032 |
0.0000 |
-0.0000 |
tilt_SIZE |
| 2025-06-23 |
2025-06-24 |
ind_oil_gas_equipment_services |
-0.0152 |
-0.0528 |
0.0008 |
tilt_INDUSTRY |
| 2025-06-23 |
2025-06-24 |
ind_automobile |
-0.0604 |
0.0022 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-23 |
2025-06-24 |
ind_software_it_services |
0.1095 |
-0.0003 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-23 |
2025-06-24 |
ind_multiline_utilities |
-0.0121 |
0.0001 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-23 |
2025-06-24 |
ind_diversified_retail |
-0.0069 |
-0.0028 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-23 |
2025-06-24 |
ind_industrial_distribution |
0.0229 |
-0.0086 |
-0.0002 |
tilt_INDUSTRY |
| 2025-06-23 |
2025-06-24 |
momentum |
-0.0412 |
0.0012 |
-0.0000 |
alpha_MOMENTUM |
| 2025-06-23 |
2025-06-24 |
stability |
4.5356 |
-0.0003 |
-0.0012 |
alpha_QUALITY |
| 2025-06-23 |
2025-06-24 |
linkage |
0.7022 |
0.0001 |
0.0001 |
alpha_MOMENTUM |
| 2025-06-23 |
2025-06-24 |
country_TH |
0.1019 |
0.0388 |
0.0040 |
tilt_COUNTRY |
| 2025-06-23 |
2025-06-24 |
reversal |
1.0017 |
0.0023 |
0.0023 |
alpha_REVERSAL |
| 2025-06-23 |
2025-06-24 |
ind_fintech |
0.0040 |
0.0064 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-23 |
2025-06-24 |
country_CN |
-0.1010 |
-0.0032 |
0.0003 |
tilt_COUNTRY |
| 2025-06-23 |
2025-06-24 |
market |
0.0572 |
-0.0038 |
-0.0002 |
risk_exposure |
| 2025-06-23 |
2025-06-24 |
value_gc |
1.8205 |
0.0000 |
0.0001 |
alpha_VALUE |
| 2025-06-23 |
2025-06-24 |
value_liq |
0.6084 |
0.0003 |
0.0002 |
alpha_VALUE |
| 2025-06-23 |
2025-06-24 |
ind_pharmaceuticals |
-0.0502 |
-0.0000 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-23 |
2025-06-24 |
ind_water_utilities |
-0.0072 |
0.0013 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-23 |
2025-06-24 |
country_TW |
0.0805 |
0.0081 |
0.0007 |
tilt_COUNTRY |
| 2025-06-23 |
2025-06-24 |
ind_hotels_entertainment |
-0.0649 |
0.0055 |
-0.0004 |
tilt_INDUSTRY |
| 2025-06-23 |
2025-06-24 |
ind_household_products_services |
-0.0156 |
0.0025 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-23 |
2025-06-24 |
quality |
3.7298 |
-0.0001 |
-0.0002 |
alpha_QUALITY |
| 2025-06-23 |
2025-06-24 |
country_PH |
0.0022 |
0.0074 |
0.0000 |
tilt_COUNTRY |
| 2025-06-23 |
2025-06-24 |
country_KR |
-0.1014 |
0.0157 |
-0.0016 |
tilt_COUNTRY |
| 2025-06-23 |
2025-06-24 |
ind_food_tobacco |
0.1496 |
0.0003 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-23 |
2025-06-24 |
fmom |
0.3625 |
0.0005 |
0.0002 |
alpha_QUALITY |
| 2025-06-23 |
2025-06-24 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-06-23 |
2025-06-24 |
ind_integrated_hardware_software |
0.0081 |
0.0018 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-23 |
2025-06-24 |
ind_transportation_infrastructure |
0.0205 |
-0.0031 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-23 |
2025-06-24 |
ind_textiles_apparel |
-0.0189 |
0.0015 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-23 |
2025-06-24 |
ind_computers_phones_household_electronics |
0.0980 |
0.0039 |
0.0004 |
tilt_INDUSTRY |
| 2025-06-23 |
2025-06-24 |
country_MY |
0.0055 |
0.0000 |
0.0000 |
tilt_COUNTRY |
| 2025-06-23 |
2025-06-24 |
ind_specialty_reatil |
-0.0089 |
0.0023 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-23 |
2025-06-24 |
ind_beverages |
-0.0650 |
-0.0032 |
0.0002 |
tilt_INDUSTRY |
| 2025-06-23 |
2025-06-24 |
size_MICRO |
-0.0092 |
-0.0005 |
0.0000 |
tilt_SIZE |
| 2025-06-23 |
2025-06-24 |
country_HK |
0.1036 |
0.0010 |
0.0001 |
tilt_COUNTRY |
| 2025-06-23 |
2025-06-24 |
ind_paper_forestry |
-0.0091 |
0.0011 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-23 |
2025-06-24 |
ind_media_publishing |
0.0342 |
-0.0007 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-23 |
2025-06-24 |
ind_electronic_equipment |
-0.1035 |
-0.0025 |
0.0003 |
tilt_INDUSTRY |
| 2025-06-23 |
2025-06-24 |
country_XH |
0.0335 |
0.0005 |
0.0000 |
tilt_COUNTRY |
| 2025-06-23 |
2025-06-24 |
country_JP |
-0.0297 |
-0.0062 |
0.0002 |
tilt_COUNTRY |
| 2025-06-23 |
2025-06-24 |
size_LARGE |
0.1688 |
0.0021 |
0.0004 |
tilt_SIZE |
| 2025-06-23 |
2025-06-24 |
ind_investment_services |
0.0467 |
0.0076 |
0.0004 |
tilt_INDUSTRY |
| 2025-06-23 |
2025-06-24 |
ind_consumer_goods_conglomerates |
0.0035 |
0.0020 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-23 |
2025-06-24 |
ind_oil_gas |
0.0229 |
-0.0258 |
-0.0006 |
tilt_INDUSTRY |
| 2025-06-23 |
2025-06-24 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-06-23 |
2025-06-24 |
ind_biotechnology |
0.0140 |
-0.0009 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-23 |
2025-06-24 |
ind_freight_logistics |
-0.0307 |
-0.0062 |
0.0002 |
tilt_INDUSTRY |
| 2025-06-23 |
2025-06-24 |
ind_office_equipment |
0.0000 |
-0.0036 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-23 |
2025-06-24 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-06-23 |
2025-06-24 |
ind_natural_gas_utilities |
0.0049 |
-0.0055 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-24 |
2025-06-25 |
sbeta_market |
0.0239 |
0.0080 |
0.0002 |
risk_exposure |
| 2025-06-24 |
2025-06-25 |
ind_banking_services |
-0.1182 |
0.0002 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-24 |
2025-06-25 |
ind_aerospace_defense |
0.0096 |
0.0087 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-24 |
2025-06-25 |
fmom |
0.3858 |
0.0001 |
0.0001 |
alpha_QUALITY |
| 2025-06-24 |
2025-06-25 |
ind_healthcare_equipment_supplies |
-0.0905 |
-0.0025 |
0.0002 |
tilt_INDUSTRY |
| 2025-06-24 |
2025-06-25 |
ind_multiline_utilities |
-0.0121 |
0.0064 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-24 |
2025-06-25 |
ind_chemicals |
-0.0557 |
-0.0033 |
0.0002 |
tilt_INDUSTRY |
| 2025-06-24 |
2025-06-25 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-06-24 |
2025-06-25 |
country_TH |
0.0887 |
0.0100 |
0.0009 |
tilt_COUNTRY |
| 2025-06-24 |
2025-06-25 |
ind_media_publishing |
0.0346 |
-0.0026 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-24 |
2025-06-25 |
linearCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-06-24 |
2025-06-25 |
ind_transportation_infrastructure |
0.0138 |
-0.0016 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-24 |
2025-06-25 |
ind_real_estate_operations |
0.0064 |
0.0067 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-24 |
2025-06-25 |
ind_computers_phones_household_electronics |
0.0976 |
0.0017 |
0.0002 |
tilt_INDUSTRY |
| 2025-06-24 |
2025-06-25 |
stability |
4.5890 |
-0.0002 |
-0.0009 |
alpha_QUALITY |
| 2025-06-24 |
2025-06-25 |
ind_coal |
-0.0460 |
-0.0084 |
0.0004 |
tilt_INDUSTRY |
| 2025-06-24 |
2025-06-25 |
ind_hotels_entertainment |
-0.0646 |
0.0034 |
-0.0002 |
tilt_INDUSTRY |
| 2025-06-24 |
2025-06-25 |
country_IN |
0.0039 |
0.0059 |
0.0000 |
tilt_COUNTRY |
| 2025-06-24 |
2025-06-25 |
ind_integrated_hardware_software |
0.0082 |
-0.0039 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-24 |
2025-06-25 |
ind_communications_equipment |
0.0050 |
-0.0004 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-24 |
2025-06-25 |
ind_leisure_products |
0.0063 |
0.0072 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-24 |
2025-06-25 |
ind_biotechnology |
0.0136 |
-0.0065 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-24 |
2025-06-25 |
ind_household_goods |
-0.0044 |
-0.0018 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-24 |
2025-06-25 |
country_NZ |
-0.0184 |
-0.0043 |
0.0001 |
tilt_COUNTRY |
| 2025-06-24 |
2025-06-25 |
ind_diversified_retail |
-0.0069 |
0.0022 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-24 |
2025-06-25 |
country_ID |
0.0134 |
-0.0113 |
-0.0002 |
tilt_COUNTRY |
| 2025-06-24 |
2025-06-25 |
ind_office_equipment |
0.0000 |
-0.0020 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-24 |
2025-06-25 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-06-24 |
2025-06-25 |
country_CN |
-0.0958 |
0.0022 |
-0.0002 |
tilt_COUNTRY |
| 2025-06-24 |
2025-06-25 |
value_gc |
1.8208 |
0.0001 |
0.0001 |
alpha_VALUE |
| 2025-06-24 |
2025-06-25 |
size_SMALL |
-0.0005 |
-0.0008 |
0.0000 |
tilt_SIZE |
| 2025-06-24 |
2025-06-25 |
ind_consumer_goods_conglomerates |
0.0034 |
0.0031 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-24 |
2025-06-25 |
country_XH |
0.0314 |
0.0006 |
0.0000 |
tilt_COUNTRY |
| 2025-06-24 |
2025-06-25 |
ind_renewable_energy |
0.0144 |
-0.0058 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-24 |
2025-06-25 |
ind_food_tobacco |
0.1492 |
-0.0023 |
-0.0003 |
tilt_INDUSTRY |
| 2025-06-24 |
2025-06-25 |
ind_electric_utilities_ipps |
-0.0642 |
0.0013 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-24 |
2025-06-25 |
ind_construction_materials |
-0.0033 |
0.0015 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-24 |
2025-06-25 |
ind_pharmaceuticals |
-0.0480 |
-0.0060 |
0.0003 |
tilt_INDUSTRY |
| 2025-06-24 |
2025-06-25 |
ind_food_drug_retail |
0.0563 |
-0.0046 |
-0.0003 |
tilt_INDUSTRY |
| 2025-06-24 |
2025-06-25 |
revision |
0.8241 |
0.0000 |
0.0000 |
alpha_REVISION |
| 2025-06-24 |
2025-06-25 |
size_LARGE |
0.1632 |
0.0012 |
0.0002 |
tilt_SIZE |
| 2025-06-24 |
2025-06-25 |
country_KR |
-0.1010 |
-0.0036 |
0.0004 |
tilt_COUNTRY |
| 2025-06-24 |
2025-06-25 |
country_TW |
0.0817 |
-0.0028 |
-0.0002 |
tilt_COUNTRY |
| 2025-06-24 |
2025-06-25 |
ind_beverages |
-0.0648 |
-0.0066 |
0.0004 |
tilt_INDUSTRY |
| 2025-06-24 |
2025-06-25 |
neglect |
0.8339 |
0.0003 |
0.0003 |
alpha_VALUE |
| 2025-06-24 |
2025-06-25 |
country_SG |
0.0619 |
-0.0031 |
-0.0002 |
tilt_COUNTRY |
| 2025-06-24 |
2025-06-25 |
linkage |
0.7186 |
0.0008 |
0.0005 |
alpha_MOMENTUM |
| 2025-06-24 |
2025-06-25 |
ind_semiconductors |
0.0162 |
0.0078 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-24 |
2025-06-25 |
ind_construction_engineering |
0.0682 |
-0.0007 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-24 |
2025-06-25 |
ind_paper_forestry |
-0.0091 |
-0.0060 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-24 |
2025-06-25 |
ind_telecommunications_serices |
0.1233 |
0.0004 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-24 |
2025-06-25 |
ind_oil_gas |
0.0323 |
-0.0083 |
-0.0003 |
tilt_INDUSTRY |
| 2025-06-24 |
2025-06-25 |
value_liq |
0.6065 |
0.0005 |
0.0003 |
alpha_VALUE |
| 2025-06-24 |
2025-06-25 |
ind_fintech |
0.0040 |
0.0355 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-24 |
2025-06-25 |
reversal |
0.9622 |
-0.0002 |
-0.0002 |
alpha_REVERSAL |
| 2025-06-24 |
2025-06-25 |
ind_freight_logistics |
-0.0320 |
-0.0049 |
0.0002 |
tilt_INDUSTRY |
| 2025-06-24 |
2025-06-25 |
momentum |
-0.0575 |
0.0007 |
-0.0000 |
alpha_MOMENTUM |
| 2025-06-24 |
2025-06-25 |
ind_passenger_transportation |
0.0680 |
0.0014 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-24 |
2025-06-25 |
ind_water_utilities |
-0.0073 |
0.0030 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-24 |
2025-06-25 |
size_MICRO |
-0.0076 |
-0.0026 |
0.0000 |
tilt_SIZE |
| 2025-06-24 |
2025-06-25 |
ind_automobile |
-0.0675 |
-0.0015 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-24 |
2025-06-25 |
country_JP |
-0.0212 |
-0.0053 |
0.0001 |
tilt_COUNTRY |
| 2025-06-24 |
2025-06-25 |
pdiscrepancy |
NaN |
NaN |
-0.0000 |
unexplained |
| 2025-06-24 |
2025-06-25 |
ind_healthcare_providers_services |
0.0368 |
0.0036 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-24 |
2025-06-25 |
impactCost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-06-24 |
2025-06-25 |
ind_machinery |
-0.0046 |
-0.0011 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-24 |
2025-06-25 |
specret |
NaN |
NaN |
0.0003 |
unexplained |
| 2025-06-24 |
2025-06-25 |
size_MID |
-0.0992 |
-0.0000 |
0.0000 |
tilt_SIZE |
| 2025-06-24 |
2025-06-25 |
ind_natural_gas_utilities |
0.0049 |
-0.0090 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-24 |
2025-06-25 |
ind_electronic_equipment |
-0.0938 |
-0.0022 |
0.0002 |
tilt_INDUSTRY |
| 2025-06-24 |
2025-06-25 |
ind_investment_services |
0.0488 |
0.0209 |
0.0010 |
tilt_INDUSTRY |
| 2025-06-24 |
2025-06-25 |
sdiscrepancy |
NaN |
NaN |
0.0004 |
unexplained |
| 2025-06-24 |
2025-06-25 |
country_HK |
0.1024 |
0.0030 |
0.0003 |
tilt_COUNTRY |
| 2025-06-24 |
2025-06-25 |
ind_household_products_services |
-0.0153 |
-0.0057 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-24 |
2025-06-25 |
ind_commercial_services_supplies |
0.0113 |
0.0028 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-24 |
2025-06-25 |
ind_uranium |
-0.0027 |
0.0111 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-24 |
2025-06-25 |
ind_metals_mining |
-0.1199 |
-0.0071 |
0.0008 |
tilt_INDUSTRY |
| 2025-06-24 |
2025-06-25 |
country_PH |
0.0023 |
0.0013 |
0.0000 |
tilt_COUNTRY |
| 2025-06-24 |
2025-06-25 |
ind_textiles_apparel |
-0.0223 |
0.0027 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-24 |
2025-06-25 |
ind_software_it_services |
0.1100 |
0.0009 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-24 |
2025-06-25 |
ind_oil_gas_equipment_services |
-0.0141 |
-0.0113 |
0.0002 |
tilt_INDUSTRY |
| 2025-06-24 |
2025-06-25 |
ind_containers_packaging |
-0.0007 |
-0.0006 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-24 |
2025-06-25 |
ind_homebuilding_building_products |
-0.0346 |
0.0021 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-24 |
2025-06-25 |
quality |
3.7826 |
0.0003 |
0.0012 |
alpha_QUALITY |
| 2025-06-24 |
2025-06-25 |
ind_insurance |
0.1061 |
0.0038 |
0.0004 |
tilt_INDUSTRY |
| 2025-06-24 |
2025-06-25 |
country_MY |
0.0055 |
0.0029 |
0.0000 |
tilt_COUNTRY |
| 2025-06-24 |
2025-06-25 |
ind_industrial_distribution |
0.0219 |
-0.0084 |
-0.0002 |
tilt_INDUSTRY |
| 2025-06-24 |
2025-06-25 |
ind_specialty_reatil |
-0.0072 |
-0.0006 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-24 |
2025-06-25 |
market |
0.0559 |
-0.0000 |
-0.0000 |
risk_exposure |
| 2025-06-24 |
2025-06-25 |
country_AU |
-0.0989 |
-0.0067 |
0.0007 |
tilt_COUNTRY |
| 2025-06-24 |
2025-06-25 |
ind_holding_companies |
0.0002 |
-0.0028 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-25 |
2025-06-26 |
specret |
NaN |
NaN |
-0.0053 |
unexplained |
| 2025-06-25 |
2025-06-26 |
ind_leisure_products |
0.0073 |
-0.0008 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-25 |
2025-06-26 |
revision |
0.8381 |
0.0002 |
0.0002 |
alpha_REVISION |
| 2025-06-25 |
2025-06-26 |
ind_real_estate_operations |
0.0063 |
-0.0019 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-25 |
2025-06-26 |
ind_containers_packaging |
-0.0004 |
0.0006 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-25 |
2025-06-26 |
ind_consumer_goods_conglomerates |
0.0035 |
-0.0024 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-25 |
2025-06-26 |
stability |
4.5845 |
-0.0003 |
-0.0012 |
alpha_QUALITY |
| 2025-06-25 |
2025-06-26 |
country_HK |
0.1009 |
-0.0028 |
-0.0003 |
tilt_COUNTRY |
| 2025-06-25 |
2025-06-26 |
ind_natural_gas_utilities |
0.0048 |
0.0014 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-25 |
2025-06-26 |
country_NZ |
-0.0187 |
0.0017 |
-0.0000 |
tilt_COUNTRY |
| 2025-06-25 |
2025-06-26 |
ind_insurance |
0.1057 |
-0.0015 |
-0.0002 |
tilt_INDUSTRY |
| 2025-06-25 |
2025-06-26 |
ind_household_goods |
-0.0042 |
0.0005 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-25 |
2025-06-26 |
ind_hotels_entertainment |
-0.0629 |
0.0042 |
-0.0003 |
tilt_INDUSTRY |
| 2025-06-25 |
2025-06-26 |
ind_renewable_energy |
0.0143 |
-0.0038 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-25 |
2025-06-26 |
ind_fintech |
0.0036 |
-0.0114 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-25 |
2025-06-26 |
country_SG |
0.0621 |
0.0010 |
0.0001 |
tilt_COUNTRY |
| 2025-06-25 |
2025-06-26 |
ind_semiconductors |
0.0128 |
-0.0027 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-25 |
2025-06-26 |
neglect |
0.8065 |
0.0003 |
0.0003 |
alpha_VALUE |
| 2025-06-25 |
2025-06-26 |
country_TW |
0.0810 |
0.0041 |
0.0003 |
tilt_COUNTRY |
| 2025-06-25 |
2025-06-26 |
country_CN |
-0.0934 |
-0.0033 |
0.0003 |
tilt_COUNTRY |
| 2025-06-25 |
2025-06-26 |
quality |
3.7971 |
-0.0000 |
-0.0000 |
alpha_QUALITY |
| 2025-06-25 |
2025-06-26 |
ind_multiline_utilities |
-0.0122 |
0.0051 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-25 |
2025-06-26 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-06-25 |
2025-06-26 |
ind_banking_services |
-0.1189 |
0.0042 |
-0.0005 |
tilt_INDUSTRY |
| 2025-06-25 |
2025-06-26 |
market |
0.0508 |
0.0002 |
0.0000 |
risk_exposure |
| 2025-06-25 |
2025-06-26 |
ind_automobile |
-0.0680 |
-0.0041 |
0.0003 |
tilt_INDUSTRY |
| 2025-06-25 |
2025-06-26 |
ind_oil_gas_equipment_services |
-0.0138 |
0.0040 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-25 |
2025-06-26 |
ind_integrated_hardware_software |
0.0082 |
-0.0016 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-25 |
2025-06-26 |
ind_construction_materials |
-0.0033 |
0.0046 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-25 |
2025-06-26 |
ind_passenger_transportation |
0.0678 |
0.0030 |
0.0002 |
tilt_INDUSTRY |
| 2025-06-25 |
2025-06-26 |
ind_oil_gas |
0.0380 |
0.0067 |
0.0003 |
tilt_INDUSTRY |
| 2025-06-25 |
2025-06-26 |
country_IN |
0.0039 |
0.0057 |
0.0000 |
tilt_COUNTRY |
| 2025-06-25 |
2025-06-26 |
ind_coal |
-0.0454 |
-0.0023 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-25 |
2025-06-26 |
ind_electronic_equipment |
-0.0835 |
-0.0009 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-25 |
2025-06-26 |
sdiscrepancy |
NaN |
NaN |
0.0000 |
unexplained |
| 2025-06-25 |
2025-06-26 |
ind_commercial_services_supplies |
0.0072 |
-0.0009 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-25 |
2025-06-26 |
ind_beverages |
-0.0648 |
0.0010 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-25 |
2025-06-26 |
ind_investment_services |
0.0510 |
-0.0051 |
-0.0003 |
tilt_INDUSTRY |
| 2025-06-25 |
2025-06-26 |
ind_paper_forestry |
-0.0090 |
0.0019 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-25 |
2025-06-26 |
ind_healthcare_providers_services |
0.0360 |
0.0006 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-25 |
2025-06-26 |
country_XH |
0.0308 |
-0.0014 |
-0.0000 |
tilt_COUNTRY |
| 2025-06-25 |
2025-06-26 |
sbeta_market |
0.0206 |
-0.0012 |
-0.0000 |
risk_exposure |
| 2025-06-25 |
2025-06-26 |
pdiscrepancy |
NaN |
NaN |
-0.0000 |
unexplained |
| 2025-06-25 |
2025-06-26 |
momentum |
-0.0634 |
-0.0008 |
0.0001 |
alpha_MOMENTUM |
| 2025-06-25 |
2025-06-26 |
ind_uranium |
-0.0027 |
0.0103 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-25 |
2025-06-26 |
ind_biotechnology |
0.0123 |
-0.0127 |
-0.0002 |
tilt_INDUSTRY |
| 2025-06-25 |
2025-06-26 |
ind_construction_engineering |
0.0695 |
-0.0005 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-25 |
2025-06-26 |
ind_telecommunications_serices |
0.1236 |
0.0005 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-25 |
2025-06-26 |
ind_metals_mining |
-0.1279 |
0.0062 |
-0.0008 |
tilt_INDUSTRY |
| 2025-06-25 |
2025-06-26 |
ind_software_it_services |
0.1034 |
0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-25 |
2025-06-26 |
ind_homebuilding_building_products |
-0.0354 |
0.0008 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-25 |
2025-06-26 |
ind_industrial_distribution |
0.0214 |
0.0106 |
0.0002 |
tilt_INDUSTRY |
| 2025-06-25 |
2025-06-26 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-06-25 |
2025-06-26 |
country_JP |
-0.0164 |
0.0067 |
-0.0001 |
tilt_COUNTRY |
| 2025-06-25 |
2025-06-26 |
size_MICRO |
-0.0108 |
0.0033 |
-0.0000 |
tilt_SIZE |
| 2025-06-25 |
2025-06-26 |
ind_freight_logistics |
-0.0325 |
-0.0023 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-25 |
2025-06-26 |
ind_media_publishing |
0.0341 |
0.0017 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-25 |
2025-06-26 |
size_LARGE |
0.1630 |
0.0007 |
0.0001 |
tilt_SIZE |
| 2025-06-25 |
2025-06-26 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-06-25 |
2025-06-26 |
ind_office_equipment |
0.0000 |
-0.0039 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-25 |
2025-06-26 |
value_gc |
1.8225 |
-0.0001 |
-0.0002 |
alpha_VALUE |
| 2025-06-25 |
2025-06-26 |
ind_food_tobacco |
0.1479 |
0.0013 |
0.0002 |
tilt_INDUSTRY |
| 2025-06-25 |
2025-06-26 |
ind_pharmaceuticals |
-0.0448 |
-0.0047 |
0.0002 |
tilt_INDUSTRY |
| 2025-06-25 |
2025-06-26 |
country_KR |
-0.0992 |
-0.0084 |
0.0008 |
tilt_COUNTRY |
| 2025-06-25 |
2025-06-26 |
fmom |
0.4174 |
0.0000 |
0.0000 |
alpha_QUALITY |
| 2025-06-25 |
2025-06-26 |
country_AU |
-0.0998 |
0.0004 |
-0.0000 |
tilt_COUNTRY |
| 2025-06-25 |
2025-06-26 |
country_TH |
0.0785 |
0.0022 |
0.0002 |
tilt_COUNTRY |
| 2025-06-25 |
2025-06-26 |
country_PH |
0.0023 |
0.0019 |
0.0000 |
tilt_COUNTRY |
| 2025-06-25 |
2025-06-26 |
ind_specialty_reatil |
-0.0066 |
0.0079 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-25 |
2025-06-26 |
ind_transportation_infrastructure |
0.0091 |
-0.0006 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-25 |
2025-06-26 |
ind_textiles_apparel |
-0.0255 |
0.0015 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-25 |
2025-06-26 |
country_MY |
0.0055 |
0.0025 |
0.0000 |
tilt_COUNTRY |
| 2025-06-25 |
2025-06-26 |
ind_household_products_services |
-0.0147 |
-0.0065 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-25 |
2025-06-26 |
value_liq |
0.6085 |
0.0008 |
0.0005 |
alpha_VALUE |
| 2025-06-25 |
2025-06-26 |
ind_water_utilities |
-0.0074 |
0.0014 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-25 |
2025-06-26 |
reversal |
0.9207 |
0.0007 |
0.0007 |
alpha_REVERSAL |
| 2025-06-25 |
2025-06-26 |
ind_computers_phones_household_electronics |
0.0946 |
-0.0039 |
-0.0004 |
tilt_INDUSTRY |
| 2025-06-25 |
2025-06-26 |
size_MID |
-0.0964 |
-0.0008 |
0.0001 |
tilt_SIZE |
| 2025-06-25 |
2025-06-26 |
ind_machinery |
-0.0042 |
-0.0016 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-25 |
2025-06-26 |
ind_diversified_retail |
-0.0072 |
0.0006 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-25 |
2025-06-26 |
ind_electric_utilities_ipps |
-0.0638 |
0.0038 |
-0.0002 |
tilt_INDUSTRY |
| 2025-06-25 |
2025-06-26 |
country_ID |
0.0135 |
0.0101 |
0.0001 |
tilt_COUNTRY |
| 2025-06-25 |
2025-06-26 |
ind_healthcare_equipment_supplies |
-0.0902 |
-0.0062 |
0.0006 |
tilt_INDUSTRY |
| 2025-06-25 |
2025-06-26 |
ind_chemicals |
-0.0489 |
0.0015 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-25 |
2025-06-26 |
ind_food_drug_retail |
0.0561 |
-0.0014 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-25 |
2025-06-26 |
ind_aerospace_defense |
0.0094 |
0.0085 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-25 |
2025-06-26 |
ind_holding_companies |
0.0005 |
0.0054 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-25 |
2025-06-26 |
ind_communications_equipment |
0.0045 |
0.0041 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-25 |
2025-06-26 |
size_SMALL |
-0.0050 |
0.0002 |
-0.0000 |
tilt_SIZE |
| 2025-06-25 |
2025-06-26 |
linkage |
0.7319 |
0.0003 |
0.0002 |
alpha_MOMENTUM |
| 2025-06-25 |
2025-06-26 |
linearCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-06-26 |
2025-06-27 |
ind_real_estate_operations |
0.0054 |
-0.0035 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-26 |
2025-06-27 |
ind_specialty_reatil |
-0.0045 |
0.0049 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-26 |
2025-06-27 |
ind_transportation_infrastructure |
0.0069 |
-0.0027 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-26 |
2025-06-27 |
quality |
3.7865 |
0.0005 |
0.0020 |
alpha_QUALITY |
| 2025-06-26 |
2025-06-27 |
market |
0.0717 |
-0.0044 |
-0.0003 |
risk_exposure |
| 2025-06-26 |
2025-06-27 |
ind_renewable_energy |
0.0142 |
0.0091 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-26 |
2025-06-27 |
country_CN |
-0.0723 |
-0.0031 |
0.0002 |
tilt_COUNTRY |
| 2025-06-26 |
2025-06-27 |
country_MY |
0.0055 |
0.0030 |
0.0000 |
tilt_COUNTRY |
| 2025-06-26 |
2025-06-27 |
ind_textiles_apparel |
-0.0253 |
0.0070 |
-0.0002 |
tilt_INDUSTRY |
| 2025-06-26 |
2025-06-27 |
ind_diversified_retail |
-0.0077 |
0.0017 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-26 |
2025-06-27 |
ind_household_products_services |
-0.0143 |
0.0018 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-26 |
2025-06-27 |
value_liq |
0.6008 |
0.0001 |
0.0000 |
alpha_VALUE |
| 2025-06-26 |
2025-06-27 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-06-26 |
2025-06-27 |
country_ID |
0.0137 |
0.0025 |
0.0000 |
tilt_COUNTRY |
| 2025-06-26 |
2025-06-27 |
ind_oil_gas |
0.0390 |
-0.0019 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-26 |
2025-06-27 |
ind_water_utilities |
-0.0072 |
-0.0161 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-26 |
2025-06-27 |
ind_freight_logistics |
-0.0336 |
-0.0007 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-26 |
2025-06-27 |
reversal |
0.8152 |
0.0020 |
0.0016 |
alpha_REVERSAL |
| 2025-06-26 |
2025-06-27 |
country_NZ |
-0.0191 |
0.0135 |
-0.0003 |
tilt_COUNTRY |
| 2025-06-26 |
2025-06-27 |
ind_hotels_entertainment |
-0.0614 |
-0.0090 |
0.0006 |
tilt_INDUSTRY |
| 2025-06-26 |
2025-06-27 |
size_MID |
-0.0855 |
0.0002 |
-0.0000 |
tilt_SIZE |
| 2025-06-26 |
2025-06-27 |
ind_fintech |
0.0032 |
-0.0196 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-26 |
2025-06-27 |
linearCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-06-26 |
2025-06-27 |
ind_media_publishing |
0.0339 |
0.0008 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-26 |
2025-06-27 |
ind_computers_phones_household_electronics |
0.0920 |
0.0026 |
0.0002 |
tilt_INDUSTRY |
| 2025-06-26 |
2025-06-27 |
country_KR |
-0.0987 |
-0.0089 |
0.0009 |
tilt_COUNTRY |
| 2025-06-26 |
2025-06-27 |
ind_coal |
-0.0460 |
0.0079 |
-0.0004 |
tilt_INDUSTRY |
| 2025-06-26 |
2025-06-27 |
ind_office_equipment |
0.0000 |
-0.0024 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-26 |
2025-06-27 |
value_gc |
1.8283 |
0.0003 |
0.0006 |
alpha_VALUE |
| 2025-06-26 |
2025-06-27 |
ind_leisure_products |
0.0081 |
0.0039 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-26 |
2025-06-27 |
country_TW |
0.0814 |
0.0005 |
0.0000 |
tilt_COUNTRY |
| 2025-06-26 |
2025-06-27 |
ind_food_tobacco |
0.1473 |
0.0005 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-26 |
2025-06-27 |
ind_chemicals |
-0.0381 |
0.0011 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-26 |
2025-06-27 |
ind_consumer_goods_conglomerates |
0.0038 |
0.0136 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-26 |
2025-06-27 |
size_LARGE |
0.1714 |
-0.0008 |
-0.0001 |
tilt_SIZE |
| 2025-06-26 |
2025-06-27 |
ind_pharmaceuticals |
-0.0436 |
0.0020 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-26 |
2025-06-27 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-06-26 |
2025-06-27 |
country_TH |
0.0726 |
-0.0201 |
-0.0015 |
tilt_COUNTRY |
| 2025-06-26 |
2025-06-27 |
ind_food_drug_retail |
0.0567 |
-0.0012 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-26 |
2025-06-27 |
stability |
4.5465 |
0.0002 |
0.0010 |
alpha_QUALITY |
| 2025-06-26 |
2025-06-27 |
ind_integrated_hardware_software |
0.0081 |
-0.0076 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-26 |
2025-06-27 |
ind_household_goods |
-0.0043 |
0.0011 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-26 |
2025-06-27 |
size_SMALL |
-0.0035 |
0.0003 |
-0.0000 |
tilt_SIZE |
| 2025-06-26 |
2025-06-27 |
country_PH |
0.0023 |
0.0172 |
0.0000 |
tilt_COUNTRY |
| 2025-06-26 |
2025-06-27 |
ind_passenger_transportation |
0.0677 |
0.0022 |
0.0002 |
tilt_INDUSTRY |
| 2025-06-26 |
2025-06-27 |
ind_automobile |
-0.0694 |
-0.0000 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-26 |
2025-06-27 |
fmom |
0.4199 |
0.0006 |
0.0002 |
alpha_QUALITY |
| 2025-06-26 |
2025-06-27 |
country_AU |
-0.0999 |
0.0015 |
-0.0002 |
tilt_COUNTRY |
| 2025-06-26 |
2025-06-27 |
sbeta_market |
0.0453 |
0.0059 |
0.0003 |
risk_exposure |
| 2025-06-26 |
2025-06-27 |
ind_healthcare_providers_services |
0.0355 |
0.0044 |
0.0002 |
tilt_INDUSTRY |
| 2025-06-26 |
2025-06-27 |
ind_biotechnology |
0.0119 |
-0.0006 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-26 |
2025-06-27 |
revision |
0.8416 |
-0.0006 |
-0.0005 |
alpha_REVISION |
| 2025-06-26 |
2025-06-27 |
ind_banking_services |
-0.1208 |
-0.0069 |
0.0008 |
tilt_INDUSTRY |
| 2025-06-26 |
2025-06-27 |
ind_investment_services |
0.0533 |
-0.0008 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-26 |
2025-06-27 |
size_MICRO |
-0.0108 |
0.0003 |
-0.0000 |
tilt_SIZE |
| 2025-06-26 |
2025-06-27 |
ind_aerospace_defense |
0.0092 |
0.0068 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-26 |
2025-06-27 |
pdiscrepancy |
NaN |
NaN |
0.0000 |
unexplained |
| 2025-06-26 |
2025-06-27 |
momentum |
-0.0470 |
-0.0004 |
0.0000 |
alpha_MOMENTUM |
| 2025-06-26 |
2025-06-27 |
ind_software_it_services |
0.1034 |
-0.0056 |
-0.0006 |
tilt_INDUSTRY |
| 2025-06-26 |
2025-06-27 |
ind_uranium |
-0.0027 |
0.0363 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-26 |
2025-06-27 |
ind_holding_companies |
0.0013 |
0.0034 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-26 |
2025-06-27 |
ind_construction_engineering |
0.0706 |
-0.0020 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-26 |
2025-06-27 |
country_IN |
0.0037 |
0.0069 |
0.0000 |
tilt_COUNTRY |
| 2025-06-26 |
2025-06-27 |
ind_metals_mining |
-0.1260 |
0.0084 |
-0.0011 |
tilt_INDUSTRY |
| 2025-06-26 |
2025-06-27 |
ind_semiconductors |
0.0139 |
0.0036 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-26 |
2025-06-27 |
ind_telecommunications_serices |
0.1227 |
0.0032 |
0.0004 |
tilt_INDUSTRY |
| 2025-06-26 |
2025-06-27 |
ind_communications_equipment |
0.0053 |
0.0023 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-26 |
2025-06-27 |
ind_homebuilding_building_products |
-0.0347 |
-0.0014 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-26 |
2025-06-27 |
neglect |
0.7795 |
0.0001 |
0.0001 |
alpha_VALUE |
| 2025-06-26 |
2025-06-27 |
ind_multiline_utilities |
-0.0122 |
-0.0081 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-26 |
2025-06-27 |
ind_healthcare_equipment_supplies |
-0.0901 |
0.0020 |
-0.0002 |
tilt_INDUSTRY |
| 2025-06-26 |
2025-06-27 |
linkage |
0.7254 |
-0.0012 |
-0.0009 |
alpha_MOMENTUM |
| 2025-06-26 |
2025-06-27 |
country_JP |
-0.0128 |
0.0103 |
-0.0001 |
tilt_COUNTRY |
| 2025-06-26 |
2025-06-27 |
ind_paper_forestry |
-0.0091 |
0.0013 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-26 |
2025-06-27 |
ind_industrial_distribution |
0.0216 |
0.0009 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-26 |
2025-06-27 |
ind_electric_utilities_ipps |
-0.0631 |
-0.0029 |
0.0002 |
tilt_INDUSTRY |
| 2025-06-26 |
2025-06-27 |
impactCost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-06-26 |
2025-06-27 |
ind_electronic_equipment |
-0.0788 |
0.0076 |
-0.0006 |
tilt_INDUSTRY |
| 2025-06-26 |
2025-06-27 |
country_XH |
0.0323 |
-0.0055 |
-0.0002 |
tilt_COUNTRY |
| 2025-06-26 |
2025-06-27 |
sdiscrepancy |
NaN |
NaN |
-0.0009 |
unexplained |
| 2025-06-26 |
2025-06-27 |
ind_machinery |
-0.0053 |
0.0008 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-26 |
2025-06-27 |
ind_construction_materials |
-0.0034 |
0.0090 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-26 |
2025-06-27 |
ind_commercial_services_supplies |
0.0065 |
0.0000 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-26 |
2025-06-27 |
ind_insurance |
0.1042 |
-0.0097 |
-0.0010 |
tilt_INDUSTRY |
| 2025-06-26 |
2025-06-27 |
ind_beverages |
-0.0631 |
-0.0065 |
0.0004 |
tilt_INDUSTRY |
| 2025-06-26 |
2025-06-27 |
ind_natural_gas_utilities |
0.0049 |
-0.0017 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-26 |
2025-06-27 |
ind_containers_packaging |
0.0006 |
0.0056 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-26 |
2025-06-27 |
specret |
NaN |
NaN |
0.0002 |
unexplained |
| 2025-06-26 |
2025-06-27 |
ind_oil_gas_equipment_services |
-0.0140 |
-0.0011 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-26 |
2025-06-27 |
country_HK |
0.1008 |
-0.0035 |
-0.0004 |
tilt_COUNTRY |
| 2025-06-26 |
2025-06-27 |
country_SG |
0.0621 |
0.0091 |
0.0006 |
tilt_COUNTRY |
| 2025-06-27 |
2025-06-30 |
country_AU |
-0.0991 |
0.0031 |
-0.0003 |
tilt_COUNTRY |
| 2025-06-27 |
2025-06-30 |
stability |
4.5509 |
-0.0001 |
-0.0003 |
alpha_QUALITY |
| 2025-06-27 |
2025-06-30 |
bcost |
NaN |
NaN |
-0.0009 |
cost |
| 2025-06-27 |
2025-06-30 |
value_gc |
1.8151 |
-0.0009 |
-0.0016 |
alpha_VALUE |
| 2025-06-27 |
2025-06-30 |
ind_investment_services |
0.0554 |
-0.0080 |
-0.0004 |
tilt_INDUSTRY |
| 2025-06-27 |
2025-06-30 |
value_liq |
0.5651 |
-0.0007 |
-0.0004 |
alpha_VALUE |
| 2025-06-27 |
2025-06-30 |
ind_metals_mining |
-0.1265 |
-0.0057 |
0.0007 |
tilt_INDUSTRY |
| 2025-06-27 |
2025-06-30 |
ind_chemicals |
-0.0416 |
0.0000 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-27 |
2025-06-30 |
linkage |
0.7798 |
-0.0001 |
-0.0001 |
alpha_MOMENTUM |
| 2025-06-27 |
2025-06-30 |
country_PH |
0.0023 |
-0.0111 |
-0.0000 |
tilt_COUNTRY |
| 2025-06-27 |
2025-06-30 |
ind_automobile |
-0.0723 |
-0.0052 |
0.0004 |
tilt_INDUSTRY |
| 2025-06-27 |
2025-06-30 |
ind_diversified_retail |
-0.0080 |
-0.0014 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-27 |
2025-06-30 |
ind_renewable_energy |
0.0143 |
0.0183 |
0.0003 |
tilt_INDUSTRY |
| 2025-06-27 |
2025-06-30 |
ind_containers_packaging |
0.0018 |
0.0023 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-27 |
2025-06-30 |
ind_freight_logistics |
-0.0353 |
-0.0058 |
0.0002 |
tilt_INDUSTRY |
| 2025-06-27 |
2025-06-30 |
ind_paper_forestry |
-0.0092 |
-0.0013 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-27 |
2025-06-30 |
country_NZ |
-0.0188 |
0.0002 |
-0.0000 |
tilt_COUNTRY |
| 2025-06-27 |
2025-06-30 |
size_LARGE |
0.1688 |
-0.0034 |
-0.0006 |
tilt_SIZE |
| 2025-06-27 |
2025-06-30 |
pdiscrepancy |
NaN |
NaN |
-0.0000 |
unexplained |
| 2025-06-27 |
2025-06-30 |
quality |
3.7687 |
-0.0001 |
-0.0003 |
alpha_QUALITY |
| 2025-06-27 |
2025-06-30 |
country_XH |
0.0332 |
-0.0081 |
-0.0003 |
tilt_COUNTRY |
| 2025-06-27 |
2025-06-30 |
ind_electric_utilities_ipps |
-0.0632 |
-0.0006 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-27 |
2025-06-30 |
size_SMALL |
0.0009 |
0.0008 |
0.0000 |
tilt_SIZE |
| 2025-06-27 |
2025-06-30 |
ind_textiles_apparel |
-0.0252 |
-0.0010 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-27 |
2025-06-30 |
reversal |
0.8704 |
0.0010 |
0.0009 |
alpha_REVERSAL |
| 2025-06-27 |
2025-06-30 |
country_ID |
0.0138 |
0.0135 |
0.0002 |
tilt_COUNTRY |
| 2025-06-27 |
2025-06-30 |
ind_healthcare_providers_services |
0.0356 |
0.0027 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-27 |
2025-06-30 |
ind_healthcare_equipment_supplies |
-0.0907 |
0.0027 |
-0.0002 |
tilt_INDUSTRY |
| 2025-06-27 |
2025-06-30 |
ind_water_utilities |
-0.0073 |
-0.0008 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-27 |
2025-06-30 |
ind_household_products_services |
-0.0143 |
0.0024 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-27 |
2025-06-30 |
ind_coal |
-0.0481 |
-0.0047 |
0.0002 |
tilt_INDUSTRY |
| 2025-06-27 |
2025-06-30 |
ind_biotechnology |
0.0127 |
0.0027 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-27 |
2025-06-30 |
ind_leisure_products |
0.0084 |
0.0079 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-27 |
2025-06-30 |
ind_multiline_utilities |
-0.0121 |
-0.0011 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-27 |
2025-06-30 |
ind_household_goods |
-0.0044 |
-0.0028 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-27 |
2025-06-30 |
ind_beverages |
-0.0612 |
0.0018 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-27 |
2025-06-30 |
ind_food_drug_retail |
0.0578 |
0.0029 |
0.0002 |
tilt_INDUSTRY |
| 2025-06-27 |
2025-06-30 |
ind_aerospace_defense |
0.0093 |
0.0250 |
0.0002 |
tilt_INDUSTRY |
| 2025-06-27 |
2025-06-30 |
size_MICRO |
-0.0083 |
0.0008 |
-0.0000 |
tilt_SIZE |
| 2025-06-27 |
2025-06-30 |
ind_passenger_transportation |
0.0674 |
-0.0006 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-27 |
2025-06-30 |
ind_uranium |
-0.0027 |
-0.0114 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-27 |
2025-06-30 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-06-27 |
2025-06-30 |
ind_commercial_services_supplies |
0.0068 |
-0.0005 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-27 |
2025-06-30 |
ind_electronic_equipment |
-0.0820 |
-0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-27 |
2025-06-30 |
momentum |
0.0312 |
0.0001 |
0.0000 |
alpha_MOMENTUM |
| 2025-06-27 |
2025-06-30 |
ind_construction_engineering |
0.0728 |
-0.0010 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-27 |
2025-06-30 |
ind_homebuilding_building_products |
-0.0340 |
0.0007 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-27 |
2025-06-30 |
ind_telecommunications_serices |
0.1227 |
0.0075 |
0.0009 |
tilt_INDUSTRY |
| 2025-06-27 |
2025-06-30 |
sdiscrepancy |
NaN |
NaN |
-0.0003 |
unexplained |
| 2025-06-27 |
2025-06-30 |
ind_software_it_services |
0.1083 |
0.0032 |
0.0004 |
tilt_INDUSTRY |
| 2025-06-27 |
2025-06-30 |
sbeta_market |
0.0493 |
0.0040 |
0.0002 |
risk_exposure |
| 2025-06-27 |
2025-06-30 |
ind_communications_equipment |
0.0028 |
0.0032 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-27 |
2025-06-30 |
ind_industrial_distribution |
0.0215 |
0.0017 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-27 |
2025-06-30 |
size_MID |
-0.0846 |
0.0014 |
-0.0001 |
tilt_SIZE |
| 2025-06-27 |
2025-06-30 |
country_JP |
-0.0216 |
0.0022 |
-0.0000 |
tilt_COUNTRY |
| 2025-06-27 |
2025-06-30 |
country_IN |
0.0031 |
0.0031 |
0.0000 |
tilt_COUNTRY |
| 2025-06-27 |
2025-06-30 |
ind_holding_companies |
0.0019 |
0.0002 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-27 |
2025-06-30 |
linearCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-06-27 |
2025-06-30 |
country_MY |
0.0055 |
0.0043 |
0.0000 |
tilt_COUNTRY |
| 2025-06-27 |
2025-06-30 |
ind_real_estate_operations |
0.0037 |
-0.0032 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-27 |
2025-06-30 |
ind_hotels_entertainment |
-0.0622 |
0.0009 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-27 |
2025-06-30 |
ind_pharmaceuticals |
-0.0438 |
0.0008 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-27 |
2025-06-30 |
ind_food_tobacco |
0.1474 |
0.0005 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-27 |
2025-06-30 |
country_HK |
0.1019 |
-0.0063 |
-0.0006 |
tilt_COUNTRY |
| 2025-06-27 |
2025-06-30 |
ind_banking_services |
-0.1192 |
-0.0041 |
0.0005 |
tilt_INDUSTRY |
| 2025-06-27 |
2025-06-30 |
ind_oil_gas |
0.0443 |
-0.0010 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-27 |
2025-06-30 |
country_TH |
0.0715 |
0.0073 |
0.0005 |
tilt_COUNTRY |
| 2025-06-27 |
2025-06-30 |
ind_office_equipment |
-0.0002 |
0.0062 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-27 |
2025-06-30 |
specret |
NaN |
NaN |
0.0024 |
unexplained |
| 2025-06-27 |
2025-06-30 |
country_CN |
-0.0603 |
0.0016 |
-0.0001 |
tilt_COUNTRY |
| 2025-06-27 |
2025-06-30 |
ind_fintech |
0.0030 |
-0.0065 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-27 |
2025-06-30 |
country_KR |
-0.0991 |
0.0032 |
-0.0003 |
tilt_COUNTRY |
| 2025-06-27 |
2025-06-30 |
ind_integrated_hardware_software |
0.0081 |
0.0056 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-27 |
2025-06-30 |
fcost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-06-27 |
2025-06-30 |
country_TW |
0.0826 |
-0.0158 |
-0.0013 |
tilt_COUNTRY |
| 2025-06-27 |
2025-06-30 |
ind_media_publishing |
0.0346 |
0.0042 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-27 |
2025-06-30 |
ind_consumer_goods_conglomerates |
0.0041 |
-0.0113 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-27 |
2025-06-30 |
market |
0.0768 |
0.0000 |
0.0000 |
risk_exposure |
| 2025-06-27 |
2025-06-30 |
revision |
0.9562 |
0.0008 |
0.0008 |
alpha_REVISION |
| 2025-06-27 |
2025-06-30 |
ind_machinery |
0.0023 |
0.0031 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-27 |
2025-06-30 |
ind_oil_gas_equipment_services |
-0.0142 |
-0.0010 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-27 |
2025-06-30 |
fmom |
0.4216 |
-0.0007 |
-0.0003 |
alpha_QUALITY |
| 2025-06-27 |
2025-06-30 |
neglect |
0.7516 |
-0.0001 |
-0.0001 |
alpha_VALUE |
| 2025-06-27 |
2025-06-30 |
ind_natural_gas_utilities |
0.0051 |
0.0006 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-27 |
2025-06-30 |
country_SG |
0.0619 |
0.0000 |
0.0000 |
tilt_COUNTRY |
| 2025-06-27 |
2025-06-30 |
ind_specialty_reatil |
-0.0039 |
0.0010 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-27 |
2025-06-30 |
ind_computers_phones_household_electronics |
0.0914 |
0.0064 |
0.0006 |
tilt_INDUSTRY |
| 2025-06-27 |
2025-06-30 |
ind_transportation_infrastructure |
0.0059 |
-0.0036 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-27 |
2025-06-30 |
ind_insurance |
0.0968 |
-0.0013 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-27 |
2025-06-30 |
ind_construction_materials |
-0.0035 |
-0.0064 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-27 |
2025-06-30 |
ind_semiconductors |
0.0154 |
0.0022 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-30 |
2025-07-01 |
ind_beverages |
-0.0604 |
-0.0028 |
0.0002 |
tilt_INDUSTRY |
| 2025-06-30 |
2025-07-01 |
ind_textiles_apparel |
-0.0352 |
0.0002 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-30 |
2025-07-01 |
country_KR |
-0.1005 |
0.0054 |
-0.0005 |
tilt_COUNTRY |
| 2025-06-30 |
2025-07-01 |
country_MY |
0.0055 |
0.0008 |
0.0000 |
tilt_COUNTRY |
| 2025-06-30 |
2025-07-01 |
size_LARGE |
0.1671 |
-0.0012 |
-0.0002 |
tilt_SIZE |
| 2025-06-30 |
2025-07-01 |
value_gc |
1.8037 |
-0.0002 |
-0.0004 |
alpha_VALUE |
| 2025-06-30 |
2025-07-01 |
reversal |
0.8104 |
0.0006 |
0.0005 |
alpha_REVERSAL |
| 2025-06-30 |
2025-07-01 |
sdiscrepancy |
NaN |
NaN |
-0.0000 |
unexplained |
| 2025-06-30 |
2025-07-01 |
ind_commercial_services_supplies |
0.0079 |
-0.0037 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-30 |
2025-07-01 |
ind_specialty_reatil |
-0.0039 |
-0.0016 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-30 |
2025-07-01 |
ind_computers_phones_household_electronics |
0.0911 |
-0.0031 |
-0.0003 |
tilt_INDUSTRY |
| 2025-06-30 |
2025-07-01 |
country_TH |
0.0754 |
0.0103 |
0.0008 |
tilt_COUNTRY |
| 2025-06-30 |
2025-07-01 |
country_JP |
-0.0377 |
-0.0069 |
0.0003 |
tilt_COUNTRY |
| 2025-06-30 |
2025-07-01 |
size_MICRO |
-0.0079 |
-0.0010 |
0.0000 |
tilt_SIZE |
| 2025-06-30 |
2025-07-01 |
fmom |
0.4149 |
0.0008 |
0.0003 |
alpha_QUALITY |
| 2025-06-30 |
2025-07-01 |
ind_water_utilities |
-0.0074 |
0.0005 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-30 |
2025-07-01 |
country_PH |
0.0023 |
0.0065 |
0.0000 |
tilt_COUNTRY |
| 2025-06-30 |
2025-07-01 |
ind_transportation_infrastructure |
0.0056 |
-0.0028 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-30 |
2025-07-01 |
linkage |
0.8154 |
-0.0000 |
-0.0000 |
alpha_MOMENTUM |
| 2025-06-30 |
2025-07-01 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-06-30 |
2025-07-01 |
value_liq |
0.5254 |
0.0008 |
0.0004 |
alpha_VALUE |
| 2025-06-30 |
2025-07-01 |
country_SG |
0.0614 |
0.0036 |
0.0002 |
tilt_COUNTRY |
| 2025-06-30 |
2025-07-01 |
ind_chemicals |
-0.0483 |
0.0023 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-30 |
2025-07-01 |
neglect |
0.7281 |
0.0002 |
0.0001 |
alpha_VALUE |
| 2025-06-30 |
2025-07-01 |
revision |
0.9980 |
0.0011 |
0.0011 |
alpha_REVISION |
| 2025-06-30 |
2025-07-01 |
specret |
NaN |
NaN |
0.0036 |
unexplained |
| 2025-06-30 |
2025-07-01 |
country_HK |
0.1023 |
0.0001 |
0.0000 |
tilt_COUNTRY |
| 2025-06-30 |
2025-07-01 |
ind_semiconductors |
0.0159 |
-0.0004 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-30 |
2025-07-01 |
ind_aerospace_defense |
0.0089 |
-0.0070 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-30 |
2025-07-01 |
country_CN |
-0.0650 |
0.0017 |
-0.0001 |
tilt_COUNTRY |
| 2025-06-30 |
2025-07-01 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-06-30 |
2025-07-01 |
country_TW |
0.0833 |
0.0049 |
0.0004 |
tilt_COUNTRY |
| 2025-06-30 |
2025-07-01 |
country_NZ |
-0.0181 |
0.0008 |
-0.0000 |
tilt_COUNTRY |
| 2025-06-30 |
2025-07-01 |
quality |
3.7752 |
-0.0002 |
-0.0009 |
alpha_QUALITY |
| 2025-06-30 |
2025-07-01 |
stability |
4.5762 |
0.0003 |
0.0012 |
alpha_QUALITY |
| 2025-06-30 |
2025-07-01 |
ind_consumer_goods_conglomerates |
0.0055 |
0.0066 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-30 |
2025-07-01 |
market |
0.0576 |
0.0053 |
0.0003 |
risk_exposure |
| 2025-06-30 |
2025-07-01 |
ind_construction_materials |
-0.0038 |
-0.0012 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-30 |
2025-07-01 |
ind_containers_packaging |
0.0020 |
-0.0018 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-30 |
2025-07-01 |
ind_renewable_energy |
0.0145 |
-0.0064 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-30 |
2025-07-01 |
momentum |
0.0589 |
-0.0007 |
-0.0000 |
alpha_MOMENTUM |
| 2025-06-30 |
2025-07-01 |
ind_construction_engineering |
0.0753 |
-0.0002 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-30 |
2025-07-01 |
ind_software_it_services |
0.1187 |
-0.0050 |
-0.0006 |
tilt_INDUSTRY |
| 2025-06-30 |
2025-07-01 |
ind_telecommunications_serices |
0.1227 |
-0.0016 |
-0.0002 |
tilt_INDUSTRY |
| 2025-06-30 |
2025-07-01 |
ind_communications_equipment |
0.0000 |
-0.0043 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-30 |
2025-07-01 |
size_MID |
-0.0971 |
-0.0003 |
0.0000 |
tilt_SIZE |
| 2025-06-30 |
2025-07-01 |
country_AU |
-0.1006 |
-0.0029 |
0.0003 |
tilt_COUNTRY |
| 2025-06-30 |
2025-07-01 |
country_IN |
0.0022 |
-0.0050 |
-0.0000 |
tilt_COUNTRY |
| 2025-06-30 |
2025-07-01 |
ind_automobile |
-0.0749 |
-0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-30 |
2025-07-01 |
size_SMALL |
-0.0044 |
0.0013 |
-0.0000 |
tilt_SIZE |
| 2025-06-30 |
2025-07-01 |
country_XH |
0.0333 |
0.0013 |
0.0000 |
tilt_COUNTRY |
| 2025-06-30 |
2025-07-01 |
country_ID |
0.0137 |
-0.0056 |
-0.0001 |
tilt_COUNTRY |
| 2025-06-30 |
2025-07-01 |
pdiscrepancy |
NaN |
NaN |
0.0000 |
unexplained |
| 2025-06-30 |
2025-07-01 |
ind_biotechnology |
0.0126 |
0.0082 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-30 |
2025-07-01 |
ind_coal |
-0.0502 |
-0.0010 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-30 |
2025-07-01 |
linearCost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-06-30 |
2025-07-01 |
ind_banking_services |
-0.1140 |
0.0044 |
-0.0005 |
tilt_INDUSTRY |
| 2025-06-30 |
2025-07-01 |
ind_uranium |
-0.0026 |
-0.0052 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-30 |
2025-07-01 |
sbeta_market |
0.0208 |
-0.0046 |
-0.0001 |
risk_exposure |
| 2025-06-30 |
2025-07-01 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-06-30 |
2025-07-01 |
ind_industrial_distribution |
0.0213 |
0.0015 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-30 |
2025-07-01 |
ind_electronic_equipment |
-0.0938 |
-0.0025 |
0.0002 |
tilt_INDUSTRY |
| 2025-06-30 |
2025-07-01 |
ind_holding_companies |
0.0020 |
0.0092 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-30 |
2025-07-01 |
ind_metals_mining |
-0.1331 |
0.0053 |
-0.0007 |
tilt_INDUSTRY |
| 2025-06-30 |
2025-07-01 |
ind_diversified_retail |
-0.0079 |
-0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-30 |
2025-07-01 |
ind_integrated_hardware_software |
0.0083 |
-0.0073 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-30 |
2025-07-01 |
ind_household_goods |
-0.0047 |
-0.0005 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-30 |
2025-07-01 |
ind_healthcare_providers_services |
0.0353 |
-0.0014 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-30 |
2025-07-01 |
ind_office_equipment |
-0.0008 |
-0.0046 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-30 |
2025-07-01 |
ind_pharmaceuticals |
-0.0467 |
0.0033 |
-0.0002 |
tilt_INDUSTRY |
| 2025-06-30 |
2025-07-01 |
ind_oil_gas |
0.0511 |
0.0023 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-30 |
2025-07-01 |
ind_fintech |
0.0030 |
-0.0156 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-30 |
2025-07-01 |
ind_multiline_utilities |
-0.0124 |
0.0041 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-30 |
2025-07-01 |
ind_media_publishing |
0.0343 |
-0.0058 |
-0.0002 |
tilt_INDUSTRY |
| 2025-06-30 |
2025-07-01 |
ind_leisure_products |
0.0090 |
-0.0081 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-30 |
2025-07-01 |
ind_household_products_services |
-0.0141 |
0.0013 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-30 |
2025-07-01 |
ind_freight_logistics |
-0.0353 |
0.0018 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-30 |
2025-07-01 |
ind_oil_gas_equipment_services |
-0.0143 |
-0.0017 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-30 |
2025-07-01 |
ind_passenger_transportation |
0.0661 |
-0.0033 |
-0.0002 |
tilt_INDUSTRY |
| 2025-06-30 |
2025-07-01 |
ind_investment_services |
0.0563 |
-0.0034 |
-0.0002 |
tilt_INDUSTRY |
| 2025-06-30 |
2025-07-01 |
ind_machinery |
0.0135 |
-0.0012 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-30 |
2025-07-01 |
ind_food_drug_retail |
0.0581 |
0.0026 |
0.0001 |
tilt_INDUSTRY |
| 2025-06-30 |
2025-07-01 |
ind_food_tobacco |
0.1486 |
-0.0004 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-30 |
2025-07-01 |
ind_paper_forestry |
-0.0093 |
-0.0040 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-30 |
2025-07-01 |
ind_hotels_entertainment |
-0.0652 |
0.0016 |
-0.0001 |
tilt_INDUSTRY |
| 2025-06-30 |
2025-07-01 |
ind_insurance |
0.0889 |
0.0028 |
0.0002 |
tilt_INDUSTRY |
| 2025-06-30 |
2025-07-01 |
ind_natural_gas_utilities |
0.0053 |
0.0004 |
0.0000 |
tilt_INDUSTRY |
| 2025-06-30 |
2025-07-01 |
ind_healthcare_equipment_supplies |
-0.0917 |
0.0024 |
-0.0002 |
tilt_INDUSTRY |
| 2025-06-30 |
2025-07-01 |
ind_homebuilding_building_products |
-0.0341 |
0.0006 |
-0.0000 |
tilt_INDUSTRY |
| 2025-06-30 |
2025-07-01 |
ind_electric_utilities_ipps |
-0.0626 |
0.0058 |
-0.0004 |
tilt_INDUSTRY |
| 2025-06-30 |
2025-07-01 |
ind_real_estate_operations |
0.0028 |
0.0012 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-01 |
2025-07-02 |
neglect |
0.7258 |
0.0003 |
0.0002 |
alpha_VALUE |
| 2025-07-01 |
2025-07-02 |
ind_water_utilities |
-0.0076 |
0.0011 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-01 |
2025-07-02 |
ind_coal |
-0.0506 |
0.0138 |
-0.0007 |
tilt_INDUSTRY |
| 2025-07-01 |
2025-07-02 |
ind_computers_phones_household_electronics |
0.0911 |
-0.0012 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-01 |
2025-07-02 |
ind_investment_services |
0.0562 |
0.0020 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-01 |
2025-07-02 |
ind_food_drug_retail |
0.0579 |
-0.0006 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-01 |
2025-07-02 |
sdiscrepancy |
NaN |
NaN |
-0.0002 |
unexplained |
| 2025-07-01 |
2025-07-02 |
ind_containers_packaging |
0.0020 |
0.0036 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-01 |
2025-07-02 |
ind_food_tobacco |
0.1500 |
0.0025 |
0.0004 |
tilt_INDUSTRY |
| 2025-07-01 |
2025-07-02 |
revision |
0.9766 |
-0.0004 |
-0.0004 |
alpha_REVISION |
| 2025-07-01 |
2025-07-02 |
ind_household_goods |
-0.0049 |
0.0115 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-01 |
2025-07-02 |
country_JP |
-0.0373 |
-0.0025 |
0.0001 |
tilt_COUNTRY |
| 2025-07-01 |
2025-07-02 |
country_NZ |
-0.0181 |
-0.0042 |
0.0001 |
tilt_COUNTRY |
| 2025-07-01 |
2025-07-02 |
ind_fintech |
0.0027 |
0.0025 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-01 |
2025-07-02 |
ind_specialty_reatil |
-0.0007 |
0.0045 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-01 |
2025-07-02 |
linearCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-07-01 |
2025-07-02 |
ind_renewable_energy |
0.0147 |
0.0365 |
0.0005 |
tilt_INDUSTRY |
| 2025-07-01 |
2025-07-02 |
market |
0.0570 |
0.0109 |
0.0006 |
risk_exposure |
| 2025-07-01 |
2025-07-02 |
ind_biotechnology |
0.0098 |
0.0021 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-01 |
2025-07-02 |
country_CN |
-0.0725 |
-0.0006 |
0.0000 |
tilt_COUNTRY |
| 2025-07-01 |
2025-07-02 |
ind_integrated_hardware_software |
0.0084 |
-0.0055 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-01 |
2025-07-02 |
country_SG |
0.0609 |
0.0031 |
0.0002 |
tilt_COUNTRY |
| 2025-07-01 |
2025-07-02 |
ind_pharmaceuticals |
-0.0446 |
-0.0013 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-01 |
2025-07-02 |
ind_paper_forestry |
-0.0093 |
0.0099 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-01 |
2025-07-02 |
ind_healthcare_providers_services |
0.0350 |
-0.0006 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-01 |
2025-07-02 |
country_AU |
-0.1007 |
-0.0022 |
0.0002 |
tilt_COUNTRY |
| 2025-07-01 |
2025-07-02 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-07-01 |
2025-07-02 |
reversal |
0.7207 |
0.0022 |
0.0016 |
alpha_REVERSAL |
| 2025-07-01 |
2025-07-02 |
momentum |
0.0573 |
-0.0014 |
-0.0001 |
alpha_MOMENTUM |
| 2025-07-01 |
2025-07-02 |
ind_machinery |
0.0211 |
-0.0005 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-01 |
2025-07-02 |
country_MY |
0.0054 |
0.0002 |
0.0000 |
tilt_COUNTRY |
| 2025-07-01 |
2025-07-02 |
specret |
NaN |
NaN |
-0.0011 |
unexplained |
| 2025-07-01 |
2025-07-02 |
ind_industrial_distribution |
0.0212 |
0.0076 |
0.0002 |
tilt_INDUSTRY |
| 2025-07-01 |
2025-07-02 |
ind_homebuilding_building_products |
-0.0339 |
0.0083 |
-0.0003 |
tilt_INDUSTRY |
| 2025-07-01 |
2025-07-02 |
ind_semiconductors |
0.0179 |
-0.0078 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-01 |
2025-07-02 |
size_MID |
-0.1005 |
-0.0001 |
0.0000 |
tilt_SIZE |
| 2025-07-01 |
2025-07-02 |
country_ID |
0.0136 |
-0.0143 |
-0.0002 |
tilt_COUNTRY |
| 2025-07-01 |
2025-07-02 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-07-01 |
2025-07-02 |
ind_healthcare_equipment_supplies |
-0.0915 |
-0.0016 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-01 |
2025-07-02 |
country_TH |
0.0731 |
0.0009 |
0.0001 |
tilt_COUNTRY |
| 2025-07-01 |
2025-07-02 |
size_MICRO |
-0.0060 |
-0.0013 |
0.0000 |
tilt_SIZE |
| 2025-07-01 |
2025-07-02 |
ind_aerospace_defense |
0.0079 |
-0.0155 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-01 |
2025-07-02 |
fmom |
0.4125 |
-0.0005 |
-0.0002 |
alpha_QUALITY |
| 2025-07-01 |
2025-07-02 |
country_HK |
0.1028 |
0.0146 |
0.0015 |
tilt_COUNTRY |
| 2025-07-01 |
2025-07-02 |
ind_communications_equipment |
-0.0010 |
-0.0056 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-01 |
2025-07-02 |
ind_beverages |
-0.0595 |
0.0043 |
-0.0003 |
tilt_INDUSTRY |
| 2025-07-01 |
2025-07-02 |
ind_office_equipment |
-0.0015 |
-0.0005 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-01 |
2025-07-02 |
ind_oil_gas |
0.0551 |
0.0025 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-01 |
2025-07-02 |
ind_real_estate_operations |
0.0043 |
0.0095 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-01 |
2025-07-02 |
ind_telecommunications_serices |
0.1211 |
-0.0038 |
-0.0005 |
tilt_INDUSTRY |
| 2025-07-01 |
2025-07-02 |
size_LARGE |
0.1661 |
0.0017 |
0.0003 |
tilt_SIZE |
| 2025-07-01 |
2025-07-02 |
ind_transportation_infrastructure |
0.0050 |
-0.0011 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-01 |
2025-07-02 |
ind_diversified_retail |
-0.0074 |
0.0011 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-01 |
2025-07-02 |
ind_banking_services |
-0.1191 |
-0.0019 |
0.0002 |
tilt_INDUSTRY |
| 2025-07-01 |
2025-07-02 |
ind_consumer_goods_conglomerates |
0.0066 |
-0.0104 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-01 |
2025-07-02 |
ind_electronic_equipment |
-0.0919 |
-0.0057 |
0.0005 |
tilt_INDUSTRY |
| 2025-07-01 |
2025-07-02 |
ind_passenger_transportation |
0.0651 |
-0.0018 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-01 |
2025-07-02 |
ind_chemicals |
-0.0558 |
0.0064 |
-0.0004 |
tilt_INDUSTRY |
| 2025-07-01 |
2025-07-02 |
ind_construction_engineering |
0.0778 |
0.0039 |
0.0003 |
tilt_INDUSTRY |
| 2025-07-01 |
2025-07-02 |
linkage |
0.8114 |
-0.0001 |
-0.0001 |
alpha_MOMENTUM |
| 2025-07-01 |
2025-07-02 |
country_IN |
0.0015 |
-0.0087 |
-0.0000 |
tilt_COUNTRY |
| 2025-07-01 |
2025-07-02 |
ind_household_products_services |
-0.0140 |
-0.0040 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-01 |
2025-07-02 |
ind_uranium |
-0.0025 |
0.0024 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-01 |
2025-07-02 |
ind_textiles_apparel |
-0.0360 |
-0.0006 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-01 |
2025-07-02 |
ind_multiline_utilities |
-0.0126 |
0.0048 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-01 |
2025-07-02 |
quality |
3.7551 |
0.0003 |
0.0012 |
alpha_QUALITY |
| 2025-07-01 |
2025-07-02 |
ind_oil_gas_equipment_services |
-0.0144 |
0.0139 |
-0.0002 |
tilt_INDUSTRY |
| 2025-07-01 |
2025-07-02 |
value_gc |
1.7372 |
-0.0001 |
-0.0001 |
alpha_VALUE |
| 2025-07-01 |
2025-07-02 |
country_TW |
0.0848 |
0.0075 |
0.0006 |
tilt_COUNTRY |
| 2025-07-01 |
2025-07-02 |
value_liq |
0.4406 |
0.0030 |
0.0013 |
alpha_VALUE |
| 2025-07-01 |
2025-07-02 |
country_XH |
0.0398 |
0.0119 |
0.0005 |
tilt_COUNTRY |
| 2025-07-01 |
2025-07-02 |
ind_software_it_services |
0.1186 |
-0.0087 |
-0.0010 |
tilt_INDUSTRY |
| 2025-07-01 |
2025-07-02 |
ind_hotels_entertainment |
-0.0655 |
0.0014 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-01 |
2025-07-02 |
ind_freight_logistics |
-0.0347 |
0.0019 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-01 |
2025-07-02 |
ind_natural_gas_utilities |
0.0054 |
0.0060 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-01 |
2025-07-02 |
sbeta_market |
0.0234 |
-0.0128 |
-0.0003 |
risk_exposure |
| 2025-07-01 |
2025-07-02 |
country_PH |
0.0022 |
-0.0065 |
-0.0000 |
tilt_COUNTRY |
| 2025-07-01 |
2025-07-02 |
country_KR |
-0.0987 |
-0.0042 |
0.0004 |
tilt_COUNTRY |
| 2025-07-01 |
2025-07-02 |
pdiscrepancy |
NaN |
NaN |
-0.0000 |
unexplained |
| 2025-07-01 |
2025-07-02 |
ind_metals_mining |
-0.1325 |
0.0124 |
-0.0016 |
tilt_INDUSTRY |
| 2025-07-01 |
2025-07-02 |
stability |
4.5406 |
-0.0004 |
-0.0018 |
alpha_QUALITY |
| 2025-07-01 |
2025-07-02 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-07-01 |
2025-07-02 |
ind_commercial_services_supplies |
0.0092 |
0.0024 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-01 |
2025-07-02 |
ind_insurance |
0.0836 |
-0.0061 |
-0.0005 |
tilt_INDUSTRY |
| 2025-07-01 |
2025-07-02 |
size_SMALL |
-0.0026 |
-0.0011 |
0.0000 |
tilt_SIZE |
| 2025-07-01 |
2025-07-02 |
ind_automobile |
-0.0804 |
0.0023 |
-0.0002 |
tilt_INDUSTRY |
| 2025-07-01 |
2025-07-02 |
ind_media_publishing |
0.0335 |
-0.0058 |
-0.0002 |
tilt_INDUSTRY |
| 2025-07-01 |
2025-07-02 |
ind_holding_companies |
0.0020 |
0.0062 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-01 |
2025-07-02 |
ind_construction_materials |
-0.0040 |
0.0165 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-01 |
2025-07-02 |
ind_leisure_products |
0.0096 |
-0.0094 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-01 |
2025-07-02 |
ind_electric_utilities_ipps |
-0.0598 |
-0.0016 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-02 |
2025-07-03 |
country_MY |
0.0055 |
0.0076 |
0.0000 |
tilt_COUNTRY |
| 2025-07-02 |
2025-07-03 |
ind_passenger_transportation |
0.0652 |
-0.0024 |
-0.0002 |
tilt_INDUSTRY |
| 2025-07-02 |
2025-07-03 |
ind_media_publishing |
0.0337 |
-0.0060 |
-0.0002 |
tilt_INDUSTRY |
| 2025-07-02 |
2025-07-03 |
country_TW |
0.0823 |
0.0054 |
0.0004 |
tilt_COUNTRY |
| 2025-07-02 |
2025-07-03 |
ind_fintech |
0.0025 |
-0.0107 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-02 |
2025-07-03 |
country_ID |
0.0135 |
0.0029 |
0.0000 |
tilt_COUNTRY |
| 2025-07-02 |
2025-07-03 |
linearCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-07-02 |
2025-07-03 |
value_liq |
0.3924 |
0.0007 |
0.0003 |
alpha_VALUE |
| 2025-07-02 |
2025-07-03 |
ind_semiconductors |
0.0208 |
0.0016 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-02 |
2025-07-03 |
specret |
NaN |
NaN |
-0.0073 |
unexplained |
| 2025-07-02 |
2025-07-03 |
ind_healthcare_equipment_supplies |
-0.0914 |
-0.0028 |
0.0003 |
tilt_INDUSTRY |
| 2025-07-02 |
2025-07-03 |
country_AU |
-0.1001 |
0.0017 |
-0.0002 |
tilt_COUNTRY |
| 2025-07-02 |
2025-07-03 |
ind_freight_logistics |
-0.0349 |
0.0024 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-02 |
2025-07-03 |
market |
0.0639 |
-0.0048 |
-0.0003 |
risk_exposure |
| 2025-07-02 |
2025-07-03 |
ind_leisure_products |
0.0098 |
0.0002 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-02 |
2025-07-03 |
ind_textiles_apparel |
-0.0369 |
0.0037 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-02 |
2025-07-03 |
sbeta_market |
0.0268 |
0.0084 |
0.0002 |
risk_exposure |
| 2025-07-02 |
2025-07-03 |
country_KR |
-0.0989 |
0.0104 |
-0.0010 |
tilt_COUNTRY |
| 2025-07-02 |
2025-07-03 |
ind_containers_packaging |
0.0020 |
0.0018 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-02 |
2025-07-03 |
ind_banking_services |
-0.1301 |
-0.0014 |
0.0002 |
tilt_INDUSTRY |
| 2025-07-02 |
2025-07-03 |
country_JP |
-0.0265 |
-0.0000 |
0.0000 |
tilt_COUNTRY |
| 2025-07-02 |
2025-07-03 |
ind_commercial_services_supplies |
0.0084 |
-0.0043 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-02 |
2025-07-03 |
size_LARGE |
0.1669 |
-0.0005 |
-0.0001 |
tilt_SIZE |
| 2025-07-02 |
2025-07-03 |
linkage |
0.7640 |
0.0004 |
0.0003 |
alpha_MOMENTUM |
| 2025-07-02 |
2025-07-03 |
ind_oil_gas |
0.0559 |
0.0015 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-02 |
2025-07-03 |
ind_insurance |
0.0793 |
-0.0058 |
-0.0005 |
tilt_INDUSTRY |
| 2025-07-02 |
2025-07-03 |
ind_household_products_services |
-0.0138 |
0.0032 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-02 |
2025-07-03 |
ind_communications_equipment |
-0.0043 |
0.0071 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-02 |
2025-07-03 |
ind_automobile |
-0.0863 |
0.0046 |
-0.0004 |
tilt_INDUSTRY |
| 2025-07-02 |
2025-07-03 |
ind_beverages |
-0.0582 |
0.0001 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-02 |
2025-07-03 |
ind_oil_gas_equipment_services |
-0.0145 |
-0.0076 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-02 |
2025-07-03 |
ind_aerospace_defense |
0.0069 |
-0.0041 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-02 |
2025-07-03 |
revision |
0.9791 |
-0.0014 |
-0.0013 |
alpha_REVISION |
| 2025-07-02 |
2025-07-03 |
country_SG |
0.0607 |
0.0046 |
0.0003 |
tilt_COUNTRY |
| 2025-07-02 |
2025-07-03 |
ind_investment_services |
0.0645 |
0.0009 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-02 |
2025-07-03 |
size_MICRO |
-0.0069 |
0.0011 |
-0.0000 |
tilt_SIZE |
| 2025-07-02 |
2025-07-03 |
ind_food_tobacco |
0.1502 |
-0.0001 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-02 |
2025-07-03 |
ind_construction_materials |
-0.0040 |
0.0031 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-02 |
2025-07-03 |
ind_household_goods |
-0.0048 |
0.0029 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-02 |
2025-07-03 |
ind_specialty_reatil |
0.0005 |
-0.0066 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-02 |
2025-07-03 |
ind_uranium |
-0.0025 |
-0.0242 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-02 |
2025-07-03 |
ind_renewable_energy |
0.0133 |
-0.0057 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-02 |
2025-07-03 |
country_NZ |
-0.0180 |
-0.0038 |
0.0001 |
tilt_COUNTRY |
| 2025-07-02 |
2025-07-03 |
ind_biotechnology |
0.0071 |
0.0055 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-02 |
2025-07-03 |
country_CN |
-0.0824 |
-0.0027 |
0.0002 |
tilt_COUNTRY |
| 2025-07-02 |
2025-07-03 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-07-02 |
2025-07-03 |
ind_transportation_infrastructure |
0.0036 |
0.0011 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-02 |
2025-07-03 |
ind_integrated_hardware_software |
0.0083 |
0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-02 |
2025-07-03 |
ind_food_drug_retail |
0.0583 |
-0.0048 |
-0.0003 |
tilt_INDUSTRY |
| 2025-07-02 |
2025-07-03 |
ind_diversified_retail |
-0.0068 |
-0.0126 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-02 |
2025-07-03 |
size_SMALL |
-0.0042 |
-0.0004 |
0.0000 |
tilt_SIZE |
| 2025-07-02 |
2025-07-03 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-07-02 |
2025-07-03 |
ind_electric_utilities_ipps |
-0.0578 |
0.0000 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-02 |
2025-07-03 |
ind_metals_mining |
-0.1289 |
0.0035 |
-0.0004 |
tilt_INDUSTRY |
| 2025-07-02 |
2025-07-03 |
ind_construction_engineering |
0.0795 |
-0.0041 |
-0.0003 |
tilt_INDUSTRY |
| 2025-07-02 |
2025-07-03 |
ind_paper_forestry |
-0.0093 |
-0.0044 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-02 |
2025-07-03 |
stability |
4.4959 |
-0.0002 |
-0.0007 |
alpha_QUALITY |
| 2025-07-02 |
2025-07-03 |
pdiscrepancy |
NaN |
NaN |
-0.0001 |
unexplained |
| 2025-07-02 |
2025-07-03 |
quality |
3.7270 |
0.0002 |
0.0006 |
alpha_QUALITY |
| 2025-07-02 |
2025-07-03 |
ind_holding_companies |
0.0020 |
-0.0115 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-02 |
2025-07-03 |
ind_chemicals |
-0.0563 |
0.0020 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-02 |
2025-07-03 |
country_PH |
0.0023 |
0.0130 |
0.0000 |
tilt_COUNTRY |
| 2025-07-02 |
2025-07-03 |
ind_consumer_goods_conglomerates |
0.0068 |
-0.0102 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-02 |
2025-07-03 |
ind_multiline_utilities |
-0.0127 |
0.0035 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-02 |
2025-07-03 |
ind_electronic_equipment |
-0.0892 |
0.0090 |
-0.0008 |
tilt_INDUSTRY |
| 2025-07-02 |
2025-07-03 |
sdiscrepancy |
NaN |
NaN |
0.0001 |
unexplained |
| 2025-07-02 |
2025-07-03 |
country_IN |
0.0011 |
0.0006 |
0.0000 |
tilt_COUNTRY |
| 2025-07-02 |
2025-07-03 |
ind_telecommunications_serices |
0.1200 |
-0.0037 |
-0.0004 |
tilt_INDUSTRY |
| 2025-07-02 |
2025-07-03 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-07-02 |
2025-07-03 |
country_TH |
0.0668 |
0.0132 |
0.0009 |
tilt_COUNTRY |
| 2025-07-02 |
2025-07-03 |
ind_hotels_entertainment |
-0.0640 |
-0.0029 |
0.0002 |
tilt_INDUSTRY |
| 2025-07-02 |
2025-07-03 |
size_MID |
-0.0919 |
0.0006 |
-0.0001 |
tilt_SIZE |
| 2025-07-02 |
2025-07-03 |
ind_homebuilding_building_products |
-0.0339 |
0.0036 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-02 |
2025-07-03 |
value_gc |
1.7220 |
0.0002 |
0.0003 |
alpha_VALUE |
| 2025-07-02 |
2025-07-03 |
fmom |
0.4181 |
0.0004 |
0.0002 |
alpha_QUALITY |
| 2025-07-02 |
2025-07-03 |
momentum |
0.0660 |
-0.0013 |
-0.0001 |
alpha_MOMENTUM |
| 2025-07-02 |
2025-07-03 |
country_HK |
0.1103 |
0.0020 |
0.0002 |
tilt_COUNTRY |
| 2025-07-02 |
2025-07-03 |
country_XH |
0.0474 |
-0.0027 |
-0.0001 |
tilt_COUNTRY |
| 2025-07-02 |
2025-07-03 |
ind_coal |
-0.0500 |
-0.0023 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-02 |
2025-07-03 |
ind_office_equipment |
-0.0019 |
0.0041 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-02 |
2025-07-03 |
ind_real_estate_operations |
0.0058 |
-0.0038 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-02 |
2025-07-03 |
ind_healthcare_providers_services |
0.0354 |
0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-02 |
2025-07-03 |
reversal |
0.8212 |
0.0005 |
0.0004 |
alpha_REVERSAL |
| 2025-07-02 |
2025-07-03 |
ind_pharmaceuticals |
-0.0386 |
0.0088 |
-0.0003 |
tilt_INDUSTRY |
| 2025-07-02 |
2025-07-03 |
ind_water_utilities |
-0.0077 |
-0.0014 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-02 |
2025-07-03 |
neglect |
0.7169 |
0.0003 |
0.0002 |
alpha_VALUE |
| 2025-07-02 |
2025-07-03 |
ind_machinery |
0.0220 |
-0.0017 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-02 |
2025-07-03 |
ind_computers_phones_household_electronics |
0.0915 |
0.0011 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-02 |
2025-07-03 |
ind_software_it_services |
0.1225 |
-0.0047 |
-0.0006 |
tilt_INDUSTRY |
| 2025-07-02 |
2025-07-03 |
ind_industrial_distribution |
0.0211 |
0.0044 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-02 |
2025-07-03 |
ind_natural_gas_utilities |
0.0055 |
0.0035 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-03 |
2025-07-04 |
size_MICRO |
-0.0077 |
-0.0024 |
0.0000 |
tilt_SIZE |
| 2025-07-03 |
2025-07-04 |
ind_oil_gas_equipment_services |
-0.0144 |
0.0026 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-03 |
2025-07-04 |
revision |
0.9234 |
0.0011 |
0.0010 |
alpha_REVISION |
| 2025-07-03 |
2025-07-04 |
country_IN |
0.0006 |
0.0012 |
0.0000 |
tilt_COUNTRY |
| 2025-07-03 |
2025-07-04 |
value_gc |
1.7227 |
0.0004 |
0.0008 |
alpha_VALUE |
| 2025-07-03 |
2025-07-04 |
ind_commercial_services_supplies |
0.0079 |
0.0019 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-03 |
2025-07-04 |
ind_machinery |
0.0171 |
-0.0047 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-03 |
2025-07-04 |
country_ID |
0.0134 |
-0.0036 |
-0.0000 |
tilt_COUNTRY |
| 2025-07-03 |
2025-07-04 |
ind_chemicals |
-0.0547 |
-0.0050 |
0.0003 |
tilt_INDUSTRY |
| 2025-07-03 |
2025-07-04 |
ind_transportation_infrastructure |
0.0027 |
-0.0019 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-03 |
2025-07-04 |
ind_industrial_distribution |
0.0204 |
-0.0023 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-03 |
2025-07-04 |
ind_beverages |
-0.0573 |
0.0011 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-03 |
2025-07-04 |
size_SMALL |
-0.0061 |
-0.0010 |
0.0000 |
tilt_SIZE |
| 2025-07-03 |
2025-07-04 |
ind_coal |
-0.0489 |
0.0005 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-03 |
2025-07-04 |
ind_water_utilities |
-0.0076 |
0.0000 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-03 |
2025-07-04 |
ind_homebuilding_building_products |
-0.0333 |
-0.0069 |
0.0002 |
tilt_INDUSTRY |
| 2025-07-03 |
2025-07-04 |
country_JP |
-0.0191 |
0.0014 |
-0.0000 |
tilt_COUNTRY |
| 2025-07-03 |
2025-07-04 |
ind_food_tobacco |
0.1489 |
-0.0022 |
-0.0003 |
tilt_INDUSTRY |
| 2025-07-03 |
2025-07-04 |
ind_semiconductors |
0.0225 |
0.0009 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-03 |
2025-07-04 |
ind_construction_materials |
-0.0042 |
-0.0016 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-03 |
2025-07-04 |
linearCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-07-03 |
2025-07-04 |
ind_biotechnology |
0.0066 |
0.0089 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-03 |
2025-07-04 |
ind_food_drug_retail |
0.0585 |
-0.0012 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-03 |
2025-07-04 |
ind_passenger_transportation |
0.0652 |
-0.0023 |
-0.0002 |
tilt_INDUSTRY |
| 2025-07-03 |
2025-07-04 |
ind_paper_forestry |
-0.0092 |
-0.0018 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-03 |
2025-07-04 |
ind_banking_services |
-0.1370 |
0.0076 |
-0.0010 |
tilt_INDUSTRY |
| 2025-07-03 |
2025-07-04 |
ind_consumer_goods_conglomerates |
0.0072 |
-0.0051 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-03 |
2025-07-04 |
size_MID |
-0.0906 |
0.0008 |
-0.0001 |
tilt_SIZE |
| 2025-07-03 |
2025-07-04 |
sbeta_market |
0.0225 |
-0.0080 |
-0.0002 |
risk_exposure |
| 2025-07-03 |
2025-07-04 |
country_AU |
-0.1001 |
0.0018 |
-0.0002 |
tilt_COUNTRY |
| 2025-07-03 |
2025-07-04 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-07-03 |
2025-07-04 |
reversal |
0.9759 |
-0.0011 |
-0.0011 |
alpha_REVERSAL |
| 2025-07-03 |
2025-07-04 |
specret |
NaN |
NaN |
-0.0001 |
unexplained |
| 2025-07-03 |
2025-07-04 |
momentum |
0.0801 |
0.0005 |
0.0000 |
alpha_MOMENTUM |
| 2025-07-03 |
2025-07-04 |
ind_construction_engineering |
0.0811 |
0.0023 |
0.0002 |
tilt_INDUSTRY |
| 2025-07-03 |
2025-07-04 |
pdiscrepancy |
NaN |
NaN |
-0.0000 |
unexplained |
| 2025-07-03 |
2025-07-04 |
country_TH |
0.0645 |
-0.0129 |
-0.0008 |
tilt_COUNTRY |
| 2025-07-03 |
2025-07-04 |
country_PH |
0.0023 |
-0.0159 |
-0.0000 |
tilt_COUNTRY |
| 2025-07-03 |
2025-07-04 |
ind_telecommunications_serices |
0.1199 |
-0.0015 |
-0.0002 |
tilt_INDUSTRY |
| 2025-07-03 |
2025-07-04 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-07-03 |
2025-07-04 |
ind_electronic_equipment |
-0.0883 |
-0.0051 |
0.0004 |
tilt_INDUSTRY |
| 2025-07-03 |
2025-07-04 |
country_HK |
0.1119 |
-0.0006 |
-0.0001 |
tilt_COUNTRY |
| 2025-07-03 |
2025-07-04 |
ind_freight_logistics |
-0.0345 |
-0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-03 |
2025-07-04 |
fmom |
0.4226 |
0.0001 |
0.0000 |
alpha_QUALITY |
| 2025-07-03 |
2025-07-04 |
ind_holding_companies |
0.0020 |
-0.0014 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-03 |
2025-07-04 |
country_SG |
0.0605 |
-0.0032 |
-0.0002 |
tilt_COUNTRY |
| 2025-07-03 |
2025-07-04 |
ind_office_equipment |
-0.0022 |
-0.0101 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-03 |
2025-07-04 |
ind_diversified_retail |
-0.0066 |
0.0025 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-03 |
2025-07-04 |
ind_integrated_hardware_software |
0.0083 |
0.0007 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-03 |
2025-07-04 |
country_CN |
-0.0856 |
0.0026 |
-0.0002 |
tilt_COUNTRY |
| 2025-07-03 |
2025-07-04 |
stability |
4.4839 |
0.0002 |
0.0010 |
alpha_QUALITY |
| 2025-07-03 |
2025-07-04 |
country_NZ |
-0.0181 |
0.0004 |
-0.0000 |
tilt_COUNTRY |
| 2025-07-03 |
2025-07-04 |
ind_renewable_energy |
0.0108 |
-0.0027 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-03 |
2025-07-04 |
ind_metals_mining |
-0.1274 |
-0.0068 |
0.0009 |
tilt_INDUSTRY |
| 2025-07-03 |
2025-07-04 |
ind_household_goods |
-0.0047 |
0.0003 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-03 |
2025-07-04 |
sdiscrepancy |
NaN |
NaN |
-0.0002 |
unexplained |
| 2025-07-03 |
2025-07-04 |
ind_computers_phones_household_electronics |
0.0909 |
-0.0017 |
-0.0002 |
tilt_INDUSTRY |
| 2025-07-03 |
2025-07-04 |
quality |
3.7233 |
0.0003 |
0.0011 |
alpha_QUALITY |
| 2025-07-03 |
2025-07-04 |
neglect |
0.7338 |
0.0004 |
0.0003 |
alpha_VALUE |
| 2025-07-03 |
2025-07-04 |
ind_pharmaceuticals |
-0.0336 |
0.0038 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-03 |
2025-07-04 |
ind_healthcare_providers_services |
0.0370 |
0.0025 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-03 |
2025-07-04 |
ind_specialty_reatil |
-0.0003 |
0.0008 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-03 |
2025-07-04 |
country_MY |
0.0055 |
-0.0036 |
-0.0000 |
tilt_COUNTRY |
| 2025-07-03 |
2025-07-04 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-07-03 |
2025-07-04 |
ind_communications_equipment |
-0.0065 |
-0.0087 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-03 |
2025-07-04 |
ind_textiles_apparel |
-0.0364 |
-0.0000 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-03 |
2025-07-04 |
ind_household_products_services |
-0.0136 |
-0.0091 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-03 |
2025-07-04 |
country_TW |
0.0787 |
-0.0079 |
-0.0006 |
tilt_COUNTRY |
| 2025-07-03 |
2025-07-04 |
ind_natural_gas_utilities |
0.0053 |
0.0015 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-03 |
2025-07-04 |
linkage |
0.7565 |
0.0003 |
0.0002 |
alpha_MOMENTUM |
| 2025-07-03 |
2025-07-04 |
ind_electric_utilities_ipps |
-0.0577 |
0.0043 |
-0.0002 |
tilt_INDUSTRY |
| 2025-07-03 |
2025-07-04 |
ind_leisure_products |
0.0100 |
0.0030 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-03 |
2025-07-04 |
country_KR |
-0.0985 |
-0.0211 |
0.0021 |
tilt_COUNTRY |
| 2025-07-03 |
2025-07-04 |
ind_insurance |
0.0764 |
0.0017 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-03 |
2025-07-04 |
ind_automobile |
-0.0876 |
-0.0028 |
0.0002 |
tilt_INDUSTRY |
| 2025-07-03 |
2025-07-04 |
ind_real_estate_operations |
0.0059 |
0.0011 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-03 |
2025-07-04 |
ind_media_publishing |
0.0343 |
-0.0004 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-03 |
2025-07-04 |
value_liq |
0.3653 |
0.0004 |
0.0002 |
alpha_VALUE |
| 2025-07-03 |
2025-07-04 |
ind_software_it_services |
0.1283 |
0.0058 |
0.0007 |
tilt_INDUSTRY |
| 2025-07-03 |
2025-07-04 |
country_XH |
0.0470 |
0.0037 |
0.0002 |
tilt_COUNTRY |
| 2025-07-03 |
2025-07-04 |
ind_fintech |
0.0024 |
0.0124 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-03 |
2025-07-04 |
ind_healthcare_equipment_supplies |
-0.0919 |
-0.0037 |
0.0003 |
tilt_INDUSTRY |
| 2025-07-03 |
2025-07-04 |
ind_oil_gas |
0.0559 |
0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-03 |
2025-07-04 |
market |
0.0630 |
0.0038 |
0.0002 |
risk_exposure |
| 2025-07-03 |
2025-07-04 |
ind_multiline_utilities |
-0.0128 |
0.0052 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-03 |
2025-07-04 |
ind_uranium |
-0.0025 |
-0.0099 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-03 |
2025-07-04 |
ind_aerospace_defense |
0.0066 |
-0.0042 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-03 |
2025-07-04 |
size_LARGE |
0.1675 |
0.0002 |
0.0000 |
tilt_SIZE |
| 2025-07-03 |
2025-07-04 |
ind_investment_services |
0.0656 |
0.0049 |
0.0003 |
tilt_INDUSTRY |
| 2025-07-03 |
2025-07-04 |
ind_hotels_entertainment |
-0.0637 |
0.0008 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-03 |
2025-07-04 |
ind_containers_packaging |
0.0020 |
-0.0000 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-04 |
2025-07-07 |
ind_electronic_equipment |
-0.0879 |
-0.0055 |
0.0005 |
tilt_INDUSTRY |
| 2025-07-04 |
2025-07-07 |
ind_construction_engineering |
0.0838 |
0.0014 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-04 |
2025-07-07 |
stability |
4.4609 |
-0.0001 |
-0.0005 |
alpha_QUALITY |
| 2025-07-04 |
2025-07-07 |
ind_chemicals |
-0.0535 |
-0.0010 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-04 |
2025-07-07 |
ind_electric_utilities_ipps |
-0.0580 |
0.0076 |
-0.0004 |
tilt_INDUSTRY |
| 2025-07-04 |
2025-07-07 |
ind_multiline_utilities |
-0.0128 |
0.0078 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-04 |
2025-07-07 |
ind_construction_materials |
-0.0045 |
0.0013 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-04 |
2025-07-07 |
revision |
0.9810 |
0.0012 |
0.0012 |
alpha_REVISION |
| 2025-07-04 |
2025-07-07 |
ind_software_it_services |
0.1308 |
0.0027 |
0.0004 |
tilt_INDUSTRY |
| 2025-07-04 |
2025-07-07 |
ind_textiles_apparel |
-0.0352 |
-0.0014 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-04 |
2025-07-07 |
ind_transportation_infrastructure |
0.0022 |
-0.0010 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-04 |
2025-07-07 |
ind_integrated_hardware_software |
0.0083 |
0.0065 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-04 |
2025-07-07 |
ind_commercial_services_supplies |
0.0078 |
0.0074 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-04 |
2025-07-07 |
ind_leisure_products |
0.0101 |
-0.0036 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-04 |
2025-07-07 |
ind_real_estate_operations |
0.0046 |
0.0059 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-04 |
2025-07-07 |
ind_passenger_transportation |
0.0648 |
0.0036 |
0.0002 |
tilt_INDUSTRY |
| 2025-07-04 |
2025-07-07 |
ind_insurance |
0.0730 |
0.0041 |
0.0003 |
tilt_INDUSTRY |
| 2025-07-04 |
2025-07-07 |
value_liq |
0.3299 |
0.0002 |
0.0001 |
alpha_VALUE |
| 2025-07-04 |
2025-07-07 |
ind_fintech |
0.0024 |
0.0155 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-04 |
2025-07-07 |
country_ID |
0.0134 |
0.0000 |
0.0000 |
tilt_COUNTRY |
| 2025-07-04 |
2025-07-07 |
ind_semiconductors |
0.0197 |
-0.0015 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-04 |
2025-07-07 |
ind_investment_services |
0.0652 |
0.0037 |
0.0002 |
tilt_INDUSTRY |
| 2025-07-04 |
2025-07-07 |
ind_food_drug_retail |
0.0587 |
0.0082 |
0.0005 |
tilt_INDUSTRY |
| 2025-07-04 |
2025-07-07 |
ind_communications_equipment |
-0.0033 |
-0.0048 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-04 |
2025-07-07 |
specret |
NaN |
NaN |
-0.0022 |
unexplained |
| 2025-07-04 |
2025-07-07 |
country_TH |
0.0673 |
-0.0036 |
-0.0002 |
tilt_COUNTRY |
| 2025-07-04 |
2025-07-07 |
ind_telecommunications_serices |
0.1211 |
0.0006 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-04 |
2025-07-07 |
country_HK |
0.1143 |
-0.0008 |
-0.0001 |
tilt_COUNTRY |
| 2025-07-04 |
2025-07-07 |
size_SMALL |
-0.0031 |
0.0029 |
-0.0000 |
tilt_SIZE |
| 2025-07-04 |
2025-07-07 |
ind_coal |
-0.0489 |
-0.0029 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-04 |
2025-07-07 |
ind_pharmaceuticals |
-0.0289 |
-0.0077 |
0.0002 |
tilt_INDUSTRY |
| 2025-07-04 |
2025-07-07 |
ind_computers_phones_household_electronics |
0.0898 |
-0.0011 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-04 |
2025-07-07 |
ind_specialty_reatil |
-0.0011 |
0.0033 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-04 |
2025-07-07 |
country_CN |
-0.0958 |
0.0036 |
-0.0003 |
tilt_COUNTRY |
| 2025-07-04 |
2025-07-07 |
country_AU |
-0.0995 |
-0.0039 |
0.0004 |
tilt_COUNTRY |
| 2025-07-04 |
2025-07-07 |
ind_uranium |
-0.0025 |
-0.0065 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-04 |
2025-07-07 |
ind_biotechnology |
0.0042 |
-0.0134 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-04 |
2025-07-07 |
country_JP |
-0.0252 |
-0.0051 |
0.0001 |
tilt_COUNTRY |
| 2025-07-04 |
2025-07-07 |
ind_machinery |
0.0163 |
-0.0005 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-04 |
2025-07-07 |
quality |
3.7087 |
0.0002 |
0.0008 |
alpha_QUALITY |
| 2025-07-04 |
2025-07-07 |
ind_natural_gas_utilities |
0.0051 |
0.0049 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-04 |
2025-07-07 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-07-04 |
2025-07-07 |
ind_beverages |
-0.0566 |
-0.0008 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-04 |
2025-07-07 |
ind_oil_gas |
0.0574 |
-0.0028 |
-0.0002 |
tilt_INDUSTRY |
| 2025-07-04 |
2025-07-07 |
linearCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-07-04 |
2025-07-07 |
ind_holding_companies |
0.0020 |
0.0084 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-04 |
2025-07-07 |
momentum |
0.0946 |
0.0008 |
0.0001 |
alpha_MOMENTUM |
| 2025-07-04 |
2025-07-07 |
size_MICRO |
-0.0072 |
0.0003 |
-0.0000 |
tilt_SIZE |
| 2025-07-04 |
2025-07-07 |
country_XH |
0.0466 |
0.0021 |
0.0001 |
tilt_COUNTRY |
| 2025-07-04 |
2025-07-07 |
reversal |
0.9685 |
0.0013 |
0.0012 |
alpha_REVERSAL |
| 2025-07-04 |
2025-07-07 |
ind_banking_services |
-0.1531 |
0.0021 |
-0.0003 |
tilt_INDUSTRY |
| 2025-07-04 |
2025-07-07 |
ind_oil_gas_equipment_services |
-0.0142 |
-0.0051 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-04 |
2025-07-07 |
ind_metals_mining |
-0.1240 |
-0.0045 |
0.0006 |
tilt_INDUSTRY |
| 2025-07-04 |
2025-07-07 |
country_MY |
0.0055 |
-0.0102 |
-0.0001 |
tilt_COUNTRY |
| 2025-07-04 |
2025-07-07 |
ind_freight_logistics |
-0.0340 |
-0.0021 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-04 |
2025-07-07 |
sbeta_market |
0.0210 |
-0.0074 |
-0.0002 |
risk_exposure |
| 2025-07-04 |
2025-07-07 |
ind_household_products_services |
-0.0136 |
0.0051 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-04 |
2025-07-07 |
ind_healthcare_equipment_supplies |
-0.0923 |
-0.0035 |
0.0003 |
tilt_INDUSTRY |
| 2025-07-04 |
2025-07-07 |
ind_aerospace_defense |
0.0066 |
0.0007 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-04 |
2025-07-07 |
linkage |
0.7016 |
-0.0006 |
-0.0004 |
alpha_MOMENTUM |
| 2025-07-04 |
2025-07-07 |
pdiscrepancy |
NaN |
NaN |
0.0000 |
unexplained |
| 2025-07-04 |
2025-07-07 |
country_KR |
-0.0960 |
0.0013 |
-0.0001 |
tilt_COUNTRY |
| 2025-07-04 |
2025-07-07 |
country_NZ |
-0.0185 |
-0.0020 |
0.0000 |
tilt_COUNTRY |
| 2025-07-04 |
2025-07-07 |
ind_automobile |
-0.0881 |
-0.0028 |
0.0002 |
tilt_INDUSTRY |
| 2025-07-04 |
2025-07-07 |
ind_media_publishing |
0.0353 |
0.0062 |
0.0002 |
tilt_INDUSTRY |
| 2025-07-04 |
2025-07-07 |
size_LARGE |
0.1561 |
-0.0017 |
-0.0003 |
tilt_SIZE |
| 2025-07-04 |
2025-07-07 |
ind_containers_packaging |
0.0020 |
-0.0043 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-04 |
2025-07-07 |
bcost |
NaN |
NaN |
-0.0009 |
cost |
| 2025-07-04 |
2025-07-07 |
country_PH |
0.0023 |
-0.0009 |
-0.0000 |
tilt_COUNTRY |
| 2025-07-04 |
2025-07-07 |
size_MID |
-0.0932 |
-0.0014 |
0.0001 |
tilt_SIZE |
| 2025-07-04 |
2025-07-07 |
market |
0.0525 |
0.0054 |
0.0003 |
risk_exposure |
| 2025-07-04 |
2025-07-07 |
sdiscrepancy |
NaN |
NaN |
0.0002 |
unexplained |
| 2025-07-04 |
2025-07-07 |
fcost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-07-04 |
2025-07-07 |
ind_food_tobacco |
0.1462 |
-0.0014 |
-0.0002 |
tilt_INDUSTRY |
| 2025-07-04 |
2025-07-07 |
ind_household_goods |
-0.0046 |
-0.0034 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-04 |
2025-07-07 |
ind_industrial_distribution |
0.0198 |
0.0036 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-04 |
2025-07-07 |
ind_diversified_retail |
-0.0067 |
0.0052 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-04 |
2025-07-07 |
neglect |
0.6985 |
0.0006 |
0.0004 |
alpha_VALUE |
| 2025-07-04 |
2025-07-07 |
ind_consumer_goods_conglomerates |
0.0078 |
0.0028 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-04 |
2025-07-07 |
country_IN |
0.0004 |
-0.0043 |
-0.0000 |
tilt_COUNTRY |
| 2025-07-04 |
2025-07-07 |
ind_water_utilities |
-0.0072 |
0.0067 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-04 |
2025-07-07 |
ind_homebuilding_building_products |
-0.0332 |
-0.0008 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-04 |
2025-07-07 |
ind_renewable_energy |
0.0099 |
-0.0024 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-04 |
2025-07-07 |
country_SG |
0.0604 |
0.0022 |
0.0001 |
tilt_COUNTRY |
| 2025-07-04 |
2025-07-07 |
ind_healthcare_providers_services |
0.0382 |
-0.0030 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-04 |
2025-07-07 |
value_gc |
1.7116 |
-0.0005 |
-0.0009 |
alpha_VALUE |
| 2025-07-04 |
2025-07-07 |
ind_office_equipment |
-0.0027 |
-0.0060 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-04 |
2025-07-07 |
ind_paper_forestry |
-0.0092 |
0.0032 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-04 |
2025-07-07 |
fmom |
0.4362 |
-0.0002 |
-0.0001 |
alpha_QUALITY |
| 2025-07-04 |
2025-07-07 |
ind_hotels_entertainment |
-0.0645 |
0.0050 |
-0.0003 |
tilt_INDUSTRY |
| 2025-07-04 |
2025-07-07 |
country_TW |
0.0774 |
-0.0045 |
-0.0003 |
tilt_COUNTRY |
| 2025-07-07 |
2025-07-08 |
ind_specialty_reatil |
-0.0003 |
0.0010 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-07 |
2025-07-08 |
ind_household_goods |
-0.0046 |
-0.0057 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-07 |
2025-07-08 |
ind_healthcare_equipment_supplies |
-0.0916 |
-0.0020 |
0.0002 |
tilt_INDUSTRY |
| 2025-07-07 |
2025-07-08 |
ind_communications_equipment |
-0.0003 |
0.0065 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-07 |
2025-07-08 |
ind_investment_services |
0.0652 |
0.0024 |
0.0002 |
tilt_INDUSTRY |
| 2025-07-07 |
2025-07-08 |
ind_insurance |
0.0726 |
-0.0035 |
-0.0003 |
tilt_INDUSTRY |
| 2025-07-07 |
2025-07-08 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-07-07 |
2025-07-08 |
ind_renewable_energy |
0.0103 |
0.0349 |
0.0004 |
tilt_INDUSTRY |
| 2025-07-07 |
2025-07-08 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-07-07 |
2025-07-08 |
size_LARGE |
0.1493 |
0.0000 |
0.0000 |
tilt_SIZE |
| 2025-07-07 |
2025-07-08 |
ind_containers_packaging |
0.0020 |
0.0037 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-07 |
2025-07-08 |
country_CN |
-0.1049 |
0.0007 |
-0.0001 |
tilt_COUNTRY |
| 2025-07-07 |
2025-07-08 |
pdiscrepancy |
NaN |
NaN |
-0.0000 |
unexplained |
| 2025-07-07 |
2025-07-08 |
ind_aerospace_defense |
0.0066 |
-0.0024 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-07 |
2025-07-08 |
stability |
4.4742 |
-0.0001 |
-0.0004 |
alpha_QUALITY |
| 2025-07-07 |
2025-07-08 |
country_HK |
0.1150 |
-0.0023 |
-0.0003 |
tilt_COUNTRY |
| 2025-07-07 |
2025-07-08 |
country_PH |
0.0023 |
0.0042 |
0.0000 |
tilt_COUNTRY |
| 2025-07-07 |
2025-07-08 |
ind_hotels_entertainment |
-0.0650 |
0.0029 |
-0.0002 |
tilt_INDUSTRY |
| 2025-07-07 |
2025-07-08 |
ind_office_equipment |
-0.0034 |
-0.0031 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-07 |
2025-07-08 |
sdiscrepancy |
NaN |
NaN |
-0.0004 |
unexplained |
| 2025-07-07 |
2025-07-08 |
ind_healthcare_providers_services |
0.0389 |
-0.0002 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-07 |
2025-07-08 |
ind_metals_mining |
-0.1194 |
0.0020 |
-0.0002 |
tilt_INDUSTRY |
| 2025-07-07 |
2025-07-08 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-07-07 |
2025-07-08 |
ind_integrated_hardware_software |
0.0083 |
-0.0006 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-07 |
2025-07-08 |
ind_telecommunications_serices |
0.1205 |
-0.0007 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-07 |
2025-07-08 |
ind_electronic_equipment |
-0.0888 |
0.0043 |
-0.0004 |
tilt_INDUSTRY |
| 2025-07-07 |
2025-07-08 |
momentum |
0.0878 |
0.0009 |
0.0001 |
alpha_MOMENTUM |
| 2025-07-07 |
2025-07-08 |
country_TH |
0.0689 |
-0.0032 |
-0.0002 |
tilt_COUNTRY |
| 2025-07-07 |
2025-07-08 |
ind_pharmaceuticals |
-0.0315 |
-0.0074 |
0.0002 |
tilt_INDUSTRY |
| 2025-07-07 |
2025-07-08 |
specret |
NaN |
NaN |
-0.0021 |
unexplained |
| 2025-07-07 |
2025-07-08 |
neglect |
0.6651 |
-0.0006 |
-0.0004 |
alpha_VALUE |
| 2025-07-07 |
2025-07-08 |
ind_holding_companies |
0.0020 |
-0.0079 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-07 |
2025-07-08 |
country_AU |
-0.0991 |
0.0007 |
-0.0001 |
tilt_COUNTRY |
| 2025-07-07 |
2025-07-08 |
reversal |
1.0691 |
0.0015 |
0.0016 |
alpha_REVERSAL |
| 2025-07-07 |
2025-07-08 |
country_MY |
0.0055 |
-0.0053 |
-0.0000 |
tilt_COUNTRY |
| 2025-07-07 |
2025-07-08 |
fmom |
0.4554 |
0.0004 |
0.0002 |
alpha_QUALITY |
| 2025-07-07 |
2025-07-08 |
ind_diversified_retail |
-0.0069 |
0.0001 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-07 |
2025-07-08 |
ind_computers_phones_household_electronics |
0.0897 |
0.0011 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-07 |
2025-07-08 |
ind_uranium |
-0.0025 |
-0.0071 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-07 |
2025-07-08 |
value_liq |
0.3385 |
0.0011 |
0.0004 |
alpha_VALUE |
| 2025-07-07 |
2025-07-08 |
ind_multiline_utilities |
-0.0125 |
0.0023 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-07 |
2025-07-08 |
ind_oil_gas |
0.0589 |
0.0022 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-07 |
2025-07-08 |
ind_semiconductors |
0.0132 |
0.0027 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-07 |
2025-07-08 |
market |
0.0397 |
-0.0061 |
-0.0002 |
risk_exposure |
| 2025-07-07 |
2025-07-08 |
ind_beverages |
-0.0560 |
-0.0030 |
0.0002 |
tilt_INDUSTRY |
| 2025-07-07 |
2025-07-08 |
ind_natural_gas_utilities |
0.0050 |
-0.0060 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-07 |
2025-07-08 |
country_ID |
0.0134 |
-0.0010 |
-0.0000 |
tilt_COUNTRY |
| 2025-07-07 |
2025-07-08 |
ind_machinery |
0.0247 |
-0.0001 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-07 |
2025-07-08 |
ind_construction_materials |
-0.0049 |
0.0031 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-07 |
2025-07-08 |
ind_transportation_infrastructure |
0.0020 |
-0.0011 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-07 |
2025-07-08 |
quality |
3.7044 |
0.0011 |
0.0040 |
alpha_QUALITY |
| 2025-07-07 |
2025-07-08 |
size_SMALL |
-0.0030 |
-0.0005 |
0.0000 |
tilt_SIZE |
| 2025-07-07 |
2025-07-08 |
size_MID |
-0.0992 |
0.0004 |
-0.0000 |
tilt_SIZE |
| 2025-07-07 |
2025-07-08 |
country_SG |
0.0607 |
0.0053 |
0.0003 |
tilt_COUNTRY |
| 2025-07-07 |
2025-07-08 |
ind_coal |
-0.0484 |
0.0013 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-07 |
2025-07-08 |
ind_water_utilities |
-0.0070 |
-0.0039 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-07 |
2025-07-08 |
ind_food_tobacco |
0.1434 |
-0.0039 |
-0.0006 |
tilt_INDUSTRY |
| 2025-07-07 |
2025-07-08 |
ind_biotechnology |
0.0018 |
-0.0125 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-07 |
2025-07-08 |
country_TW |
0.0749 |
-0.0102 |
-0.0008 |
tilt_COUNTRY |
| 2025-07-07 |
2025-07-08 |
ind_food_drug_retail |
0.0583 |
-0.0010 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-07 |
2025-07-08 |
ind_real_estate_operations |
0.0038 |
-0.0053 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-07 |
2025-07-08 |
ind_industrial_distribution |
0.0196 |
0.0014 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-07 |
2025-07-08 |
ind_chemicals |
-0.0490 |
0.0019 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-07 |
2025-07-08 |
ind_paper_forestry |
-0.0092 |
0.0022 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-07 |
2025-07-08 |
ind_consumer_goods_conglomerates |
0.0084 |
-0.0004 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-07 |
2025-07-08 |
ind_homebuilding_building_products |
-0.0333 |
0.0023 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-07 |
2025-07-08 |
country_IN |
0.0003 |
0.0009 |
0.0000 |
tilt_COUNTRY |
| 2025-07-07 |
2025-07-08 |
revision |
0.9714 |
0.0006 |
0.0006 |
alpha_REVISION |
| 2025-07-07 |
2025-07-08 |
value_gc |
1.7183 |
-0.0008 |
-0.0014 |
alpha_VALUE |
| 2025-07-07 |
2025-07-08 |
ind_electric_utilities_ipps |
-0.0580 |
-0.0011 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-07 |
2025-07-08 |
linearCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-07-07 |
2025-07-08 |
country_JP |
-0.0303 |
-0.0003 |
0.0000 |
tilt_COUNTRY |
| 2025-07-07 |
2025-07-08 |
sbeta_market |
0.0194 |
0.0118 |
0.0002 |
risk_exposure |
| 2025-07-07 |
2025-07-08 |
ind_construction_engineering |
0.0861 |
0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-07 |
2025-07-08 |
ind_fintech |
0.0030 |
0.0020 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-07 |
2025-07-08 |
ind_media_publishing |
0.0324 |
-0.0015 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-07 |
2025-07-08 |
ind_automobile |
-0.0907 |
-0.0014 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-07 |
2025-07-08 |
country_KR |
-0.0977 |
0.0109 |
-0.0011 |
tilt_COUNTRY |
| 2025-07-07 |
2025-07-08 |
linkage |
0.7512 |
-0.0000 |
-0.0000 |
alpha_MOMENTUM |
| 2025-07-07 |
2025-07-08 |
ind_leisure_products |
0.0102 |
-0.0063 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-07 |
2025-07-08 |
ind_household_products_services |
-0.0135 |
-0.0016 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-07 |
2025-07-08 |
ind_textiles_apparel |
-0.0349 |
-0.0002 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-07 |
2025-07-08 |
ind_freight_logistics |
-0.0350 |
-0.0011 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-07 |
2025-07-08 |
country_NZ |
-0.0180 |
0.0062 |
-0.0001 |
tilt_COUNTRY |
| 2025-07-07 |
2025-07-08 |
ind_commercial_services_supplies |
0.0063 |
0.0007 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-07 |
2025-07-08 |
size_MICRO |
-0.0073 |
-0.0006 |
0.0000 |
tilt_SIZE |
| 2025-07-07 |
2025-07-08 |
ind_oil_gas_equipment_services |
-0.0140 |
-0.0053 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-07 |
2025-07-08 |
ind_banking_services |
-0.1646 |
0.0002 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-07 |
2025-07-08 |
country_XH |
0.0486 |
-0.0000 |
-0.0000 |
tilt_COUNTRY |
| 2025-07-07 |
2025-07-08 |
ind_software_it_services |
0.1276 |
0.0006 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-07 |
2025-07-08 |
ind_passenger_transportation |
0.0645 |
0.0008 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-08 |
2025-07-09 |
quality |
3.7025 |
0.0009 |
0.0032 |
alpha_QUALITY |
| 2025-07-08 |
2025-07-09 |
ind_homebuilding_building_products |
-0.0335 |
0.0017 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-08 |
2025-07-09 |
ind_electronic_equipment |
-0.0870 |
0.0001 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-08 |
2025-07-09 |
ind_construction_engineering |
0.0886 |
0.0047 |
0.0004 |
tilt_INDUSTRY |
| 2025-07-08 |
2025-07-09 |
ind_multiline_utilities |
-0.0122 |
0.0038 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-08 |
2025-07-09 |
ind_metals_mining |
-0.1164 |
-0.0101 |
0.0012 |
tilt_INDUSTRY |
| 2025-07-08 |
2025-07-09 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-07-08 |
2025-07-09 |
pdiscrepancy |
NaN |
NaN |
0.0000 |
unexplained |
| 2025-07-08 |
2025-07-09 |
country_PH |
0.0023 |
0.0141 |
0.0000 |
tilt_COUNTRY |
| 2025-07-08 |
2025-07-09 |
country_XH |
0.0472 |
-0.0050 |
-0.0002 |
tilt_COUNTRY |
| 2025-07-08 |
2025-07-09 |
sbeta_market |
0.0250 |
-0.0037 |
-0.0001 |
risk_exposure |
| 2025-07-08 |
2025-07-09 |
ind_holding_companies |
0.0020 |
-0.0005 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-08 |
2025-07-09 |
country_TW |
0.0743 |
0.0085 |
0.0006 |
tilt_COUNTRY |
| 2025-07-08 |
2025-07-09 |
ind_electric_utilities_ipps |
-0.0574 |
-0.0019 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-08 |
2025-07-09 |
stability |
4.4795 |
-0.0002 |
-0.0011 |
alpha_QUALITY |
| 2025-07-08 |
2025-07-09 |
country_SG |
0.0607 |
0.0022 |
0.0001 |
tilt_COUNTRY |
| 2025-07-08 |
2025-07-09 |
ind_software_it_services |
0.1199 |
-0.0026 |
-0.0003 |
tilt_INDUSTRY |
| 2025-07-08 |
2025-07-09 |
ind_integrated_hardware_software |
0.0080 |
0.0025 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-08 |
2025-07-09 |
ind_real_estate_operations |
0.0026 |
0.0008 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-08 |
2025-07-09 |
ind_natural_gas_utilities |
0.0049 |
-0.0059 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-08 |
2025-07-09 |
ind_uranium |
-0.0025 |
-0.0736 |
0.0002 |
tilt_INDUSTRY |
| 2025-07-08 |
2025-07-09 |
country_CN |
-0.0947 |
-0.0025 |
0.0002 |
tilt_COUNTRY |
| 2025-07-08 |
2025-07-09 |
ind_household_products_services |
-0.0130 |
0.0072 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-08 |
2025-07-09 |
ind_freight_logistics |
-0.0355 |
0.0046 |
-0.0002 |
tilt_INDUSTRY |
| 2025-07-08 |
2025-07-09 |
ind_textiles_apparel |
-0.0342 |
-0.0042 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-08 |
2025-07-09 |
ind_commercial_services_supplies |
0.0047 |
-0.0004 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-08 |
2025-07-09 |
ind_oil_gas_equipment_services |
-0.0140 |
0.0023 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-08 |
2025-07-09 |
ind_passenger_transportation |
0.0643 |
-0.0008 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-08 |
2025-07-09 |
ind_banking_services |
-0.1489 |
0.0028 |
-0.0004 |
tilt_INDUSTRY |
| 2025-07-08 |
2025-07-09 |
size_MICRO |
-0.0082 |
0.0027 |
-0.0000 |
tilt_SIZE |
| 2025-07-08 |
2025-07-09 |
linearCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-07-08 |
2025-07-09 |
country_JP |
-0.0251 |
0.0060 |
-0.0001 |
tilt_COUNTRY |
| 2025-07-08 |
2025-07-09 |
ind_beverages |
-0.0538 |
0.0058 |
-0.0003 |
tilt_INDUSTRY |
| 2025-07-08 |
2025-07-09 |
country_ID |
0.0133 |
0.0025 |
0.0000 |
tilt_COUNTRY |
| 2025-07-08 |
2025-07-09 |
ind_leisure_products |
0.0102 |
-0.0028 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-08 |
2025-07-09 |
ind_machinery |
0.0350 |
0.0008 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-08 |
2025-07-09 |
size_SMALL |
-0.0034 |
0.0016 |
-0.0000 |
tilt_SIZE |
| 2025-07-08 |
2025-07-09 |
size_MID |
-0.0981 |
0.0009 |
-0.0001 |
tilt_SIZE |
| 2025-07-08 |
2025-07-09 |
ind_coal |
-0.0486 |
0.0056 |
-0.0003 |
tilt_INDUSTRY |
| 2025-07-08 |
2025-07-09 |
ind_water_utilities |
-0.0069 |
-0.0000 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-08 |
2025-07-09 |
ind_food_tobacco |
0.1431 |
0.0017 |
0.0002 |
tilt_INDUSTRY |
| 2025-07-08 |
2025-07-09 |
ind_biotechnology |
0.0003 |
0.0072 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-08 |
2025-07-09 |
ind_food_drug_retail |
0.0580 |
-0.0055 |
-0.0003 |
tilt_INDUSTRY |
| 2025-07-08 |
2025-07-09 |
ind_chemicals |
-0.0508 |
-0.0048 |
0.0002 |
tilt_INDUSTRY |
| 2025-07-08 |
2025-07-09 |
ind_paper_forestry |
-0.0092 |
0.0016 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-08 |
2025-07-09 |
ind_industrial_distribution |
0.0181 |
0.0057 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-08 |
2025-07-09 |
country_IN |
0.0003 |
-0.0003 |
-0.0000 |
tilt_COUNTRY |
| 2025-07-08 |
2025-07-09 |
revision |
0.9254 |
-0.0008 |
-0.0007 |
alpha_REVISION |
| 2025-07-08 |
2025-07-09 |
ind_transportation_infrastructure |
0.0019 |
0.0041 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-08 |
2025-07-09 |
linkage |
0.7901 |
0.0008 |
0.0006 |
alpha_MOMENTUM |
| 2025-07-08 |
2025-07-09 |
country_KR |
-0.1001 |
0.0056 |
-0.0006 |
tilt_COUNTRY |
| 2025-07-08 |
2025-07-09 |
ind_automobile |
-0.0939 |
0.0012 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-08 |
2025-07-09 |
ind_specialty_reatil |
0.0024 |
0.0018 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-08 |
2025-07-09 |
ind_computers_phones_household_electronics |
0.0893 |
0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-08 |
2025-07-09 |
ind_household_goods |
-0.0046 |
0.0012 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-08 |
2025-07-09 |
neglect |
0.6746 |
-0.0006 |
-0.0004 |
alpha_VALUE |
| 2025-07-08 |
2025-07-09 |
ind_pharmaceuticals |
-0.0384 |
0.0026 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-08 |
2025-07-09 |
ind_healthcare_providers_services |
0.0397 |
0.0007 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-08 |
2025-07-09 |
ind_office_equipment |
-0.0040 |
0.0066 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-08 |
2025-07-09 |
country_HK |
0.1135 |
-0.0034 |
-0.0004 |
tilt_COUNTRY |
| 2025-07-08 |
2025-07-09 |
fmom |
0.4592 |
-0.0000 |
-0.0000 |
alpha_QUALITY |
| 2025-07-08 |
2025-07-09 |
sdiscrepancy |
NaN |
NaN |
-0.0001 |
unexplained |
| 2025-07-08 |
2025-07-09 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-07-08 |
2025-07-09 |
ind_telecommunications_serices |
0.1197 |
-0.0014 |
-0.0002 |
tilt_INDUSTRY |
| 2025-07-08 |
2025-07-09 |
momentum |
0.0724 |
-0.0001 |
-0.0000 |
alpha_MOMENTUM |
| 2025-07-08 |
2025-07-09 |
specret |
NaN |
NaN |
-0.0030 |
unexplained |
| 2025-07-08 |
2025-07-09 |
country_MY |
0.0055 |
0.0005 |
0.0000 |
tilt_COUNTRY |
| 2025-07-08 |
2025-07-09 |
reversal |
0.9940 |
0.0004 |
0.0004 |
alpha_REVERSAL |
| 2025-07-08 |
2025-07-09 |
ind_healthcare_equipment_supplies |
-0.0858 |
0.0013 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-08 |
2025-07-09 |
value_liq |
0.3562 |
0.0016 |
0.0006 |
alpha_VALUE |
| 2025-07-08 |
2025-07-09 |
country_TH |
0.0687 |
-0.0076 |
-0.0005 |
tilt_COUNTRY |
| 2025-07-08 |
2025-07-09 |
ind_communications_equipment |
-0.0011 |
0.0000 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-08 |
2025-07-09 |
ind_insurance |
0.0759 |
-0.0041 |
-0.0003 |
tilt_INDUSTRY |
| 2025-07-08 |
2025-07-09 |
ind_aerospace_defense |
0.0065 |
0.0004 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-08 |
2025-07-09 |
size_LARGE |
0.1587 |
-0.0037 |
-0.0006 |
tilt_SIZE |
| 2025-07-08 |
2025-07-09 |
market |
0.0491 |
0.0030 |
0.0001 |
risk_exposure |
| 2025-07-08 |
2025-07-09 |
ind_oil_gas |
0.0591 |
0.0057 |
0.0003 |
tilt_INDUSTRY |
| 2025-07-08 |
2025-07-09 |
ind_fintech |
0.0036 |
-0.0037 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-08 |
2025-07-09 |
ind_media_publishing |
0.0254 |
0.0089 |
0.0002 |
tilt_INDUSTRY |
| 2025-07-08 |
2025-07-09 |
country_NZ |
-0.0176 |
-0.0106 |
0.0002 |
tilt_COUNTRY |
| 2025-07-08 |
2025-07-09 |
ind_construction_materials |
-0.0052 |
0.0012 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-08 |
2025-07-09 |
ind_hotels_entertainment |
-0.0656 |
0.0040 |
-0.0003 |
tilt_INDUSTRY |
| 2025-07-08 |
2025-07-09 |
ind_semiconductors |
0.0090 |
-0.0024 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-08 |
2025-07-09 |
ind_investment_services |
0.0662 |
0.0005 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-08 |
2025-07-09 |
ind_consumer_goods_conglomerates |
0.0082 |
-0.0006 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-08 |
2025-07-09 |
value_gc |
1.7201 |
-0.0005 |
-0.0009 |
alpha_VALUE |
| 2025-07-08 |
2025-07-09 |
ind_renewable_energy |
0.0106 |
-0.0026 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-08 |
2025-07-09 |
ind_containers_packaging |
0.0024 |
-0.0018 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-08 |
2025-07-09 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-07-08 |
2025-07-09 |
country_AU |
-0.0993 |
-0.0026 |
0.0003 |
tilt_COUNTRY |
| 2025-07-08 |
2025-07-09 |
ind_diversified_retail |
-0.0078 |
-0.0009 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-09 |
2025-07-10 |
country_JP |
-0.0247 |
-0.0069 |
0.0002 |
tilt_COUNTRY |
| 2025-07-09 |
2025-07-10 |
country_ID |
0.0134 |
0.0066 |
0.0001 |
tilt_COUNTRY |
| 2025-07-09 |
2025-07-10 |
ind_transportation_infrastructure |
0.0016 |
0.0044 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-09 |
2025-07-10 |
size_SMALL |
-0.0035 |
0.0003 |
-0.0000 |
tilt_SIZE |
| 2025-07-09 |
2025-07-10 |
ind_coal |
-0.0489 |
0.0067 |
-0.0003 |
tilt_INDUSTRY |
| 2025-07-09 |
2025-07-10 |
ind_chemicals |
-0.0499 |
0.0024 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-09 |
2025-07-10 |
ind_semiconductors |
0.0045 |
-0.0036 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-09 |
2025-07-10 |
ind_industrial_distribution |
0.0156 |
0.0015 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-09 |
2025-07-10 |
ind_uranium |
-0.0024 |
-0.0187 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-09 |
2025-07-10 |
revision |
0.9105 |
-0.0007 |
-0.0006 |
alpha_REVISION |
| 2025-07-09 |
2025-07-10 |
value_gc |
1.7328 |
-0.0007 |
-0.0011 |
alpha_VALUE |
| 2025-07-09 |
2025-07-10 |
country_IN |
0.0003 |
-0.0051 |
-0.0000 |
tilt_COUNTRY |
| 2025-07-09 |
2025-07-10 |
ind_paper_forestry |
-0.0092 |
0.0046 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-09 |
2025-07-10 |
ind_consumer_goods_conglomerates |
0.0085 |
0.0002 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-09 |
2025-07-10 |
ind_biotechnology |
-0.0017 |
-0.0019 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-09 |
2025-07-10 |
ind_food_drug_retail |
0.0589 |
0.0017 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-09 |
2025-07-10 |
ind_passenger_transportation |
0.0644 |
-0.0027 |
-0.0002 |
tilt_INDUSTRY |
| 2025-07-09 |
2025-07-10 |
ind_leisure_products |
0.0101 |
-0.0106 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-09 |
2025-07-10 |
ind_textiles_apparel |
-0.0334 |
-0.0047 |
0.0002 |
tilt_INDUSTRY |
| 2025-07-09 |
2025-07-10 |
ind_construction_engineering |
0.0912 |
0.0046 |
0.0004 |
tilt_INDUSTRY |
| 2025-07-09 |
2025-07-10 |
stability |
4.4807 |
-0.0001 |
-0.0003 |
alpha_QUALITY |
| 2025-07-09 |
2025-07-10 |
ind_electronic_equipment |
-0.0853 |
-0.0049 |
0.0004 |
tilt_INDUSTRY |
| 2025-07-09 |
2025-07-10 |
ind_integrated_hardware_software |
0.0078 |
-0.0033 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-09 |
2025-07-10 |
country_CN |
-0.0933 |
0.0012 |
-0.0001 |
tilt_COUNTRY |
| 2025-07-09 |
2025-07-10 |
ind_specialty_reatil |
0.0036 |
0.0012 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-09 |
2025-07-10 |
ind_computers_phones_household_electronics |
0.0888 |
-0.0055 |
-0.0005 |
tilt_INDUSTRY |
| 2025-07-09 |
2025-07-10 |
ind_pharmaceuticals |
-0.0412 |
0.0013 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-09 |
2025-07-10 |
value_liq |
0.3340 |
0.0016 |
0.0005 |
alpha_VALUE |
| 2025-07-09 |
2025-07-10 |
country_HK |
0.1130 |
0.0011 |
0.0001 |
tilt_COUNTRY |
| 2025-07-09 |
2025-07-10 |
ind_telecommunications_serices |
0.1208 |
-0.0022 |
-0.0003 |
tilt_INDUSTRY |
| 2025-07-09 |
2025-07-10 |
specret |
NaN |
NaN |
-0.0019 |
unexplained |
| 2025-07-09 |
2025-07-10 |
country_AU |
-0.1000 |
0.0016 |
-0.0002 |
tilt_COUNTRY |
| 2025-07-09 |
2025-07-10 |
country_TH |
0.0687 |
-0.0042 |
-0.0003 |
tilt_COUNTRY |
| 2025-07-09 |
2025-07-10 |
ind_communications_equipment |
-0.0022 |
-0.0034 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-09 |
2025-07-10 |
ind_insurance |
0.0737 |
0.0074 |
0.0005 |
tilt_INDUSTRY |
| 2025-07-09 |
2025-07-10 |
ind_investment_services |
0.0667 |
0.0085 |
0.0006 |
tilt_INDUSTRY |
| 2025-07-09 |
2025-07-10 |
ind_fintech |
0.0035 |
0.0010 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-09 |
2025-07-10 |
ind_hotels_entertainment |
-0.0668 |
-0.0025 |
0.0002 |
tilt_INDUSTRY |
| 2025-07-09 |
2025-07-10 |
ind_commercial_services_supplies |
0.0040 |
0.0036 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-09 |
2025-07-10 |
ind_food_tobacco |
0.1431 |
-0.0024 |
-0.0003 |
tilt_INDUSTRY |
| 2025-07-09 |
2025-07-10 |
ind_beverages |
-0.0539 |
0.0010 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-09 |
2025-07-10 |
ind_machinery |
0.0376 |
-0.0030 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-09 |
2025-07-10 |
ind_healthcare_providers_services |
0.0399 |
0.0005 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-09 |
2025-07-10 |
neglect |
0.6900 |
0.0002 |
0.0002 |
alpha_VALUE |
| 2025-07-09 |
2025-07-10 |
ind_household_goods |
-0.0047 |
-0.0034 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-09 |
2025-07-10 |
ind_renewable_energy |
0.0092 |
0.0108 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-09 |
2025-07-10 |
country_NZ |
-0.0179 |
-0.0045 |
0.0001 |
tilt_COUNTRY |
| 2025-07-09 |
2025-07-10 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-07-09 |
2025-07-10 |
ind_diversified_retail |
-0.0089 |
-0.0011 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-09 |
2025-07-10 |
ind_metals_mining |
-0.1168 |
0.0045 |
-0.0005 |
tilt_INDUSTRY |
| 2025-07-09 |
2025-07-10 |
ind_holding_companies |
0.0020 |
-0.0064 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-09 |
2025-07-10 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-07-09 |
2025-07-10 |
pdiscrepancy |
NaN |
NaN |
-0.0000 |
unexplained |
| 2025-07-09 |
2025-07-10 |
country_PH |
0.0023 |
-0.0122 |
-0.0000 |
tilt_COUNTRY |
| 2025-07-09 |
2025-07-10 |
sbeta_market |
0.0224 |
-0.0001 |
-0.0000 |
risk_exposure |
| 2025-07-09 |
2025-07-10 |
country_XH |
0.0481 |
0.0048 |
0.0002 |
tilt_COUNTRY |
| 2025-07-09 |
2025-07-10 |
ind_natural_gas_utilities |
0.0049 |
-0.0001 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-09 |
2025-07-10 |
quality |
3.7124 |
0.0007 |
0.0025 |
alpha_QUALITY |
| 2025-07-09 |
2025-07-10 |
country_SG |
0.0606 |
0.0007 |
0.0000 |
tilt_COUNTRY |
| 2025-07-09 |
2025-07-10 |
country_TW |
0.0714 |
0.0022 |
0.0002 |
tilt_COUNTRY |
| 2025-07-09 |
2025-07-10 |
ind_homebuilding_building_products |
-0.0336 |
0.0058 |
-0.0002 |
tilt_INDUSTRY |
| 2025-07-09 |
2025-07-10 |
ind_office_equipment |
-0.0044 |
-0.0156 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-09 |
2025-07-10 |
fmom |
0.4643 |
-0.0000 |
-0.0000 |
alpha_QUALITY |
| 2025-07-09 |
2025-07-10 |
sdiscrepancy |
NaN |
NaN |
-0.0000 |
unexplained |
| 2025-07-09 |
2025-07-10 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-07-09 |
2025-07-10 |
ind_multiline_utilities |
-0.0121 |
0.0038 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-09 |
2025-07-10 |
linearCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-07-09 |
2025-07-10 |
size_MICRO |
-0.0094 |
-0.0016 |
0.0000 |
tilt_SIZE |
| 2025-07-09 |
2025-07-10 |
ind_banking_services |
-0.1349 |
0.0058 |
-0.0008 |
tilt_INDUSTRY |
| 2025-07-09 |
2025-07-10 |
ind_oil_gas_equipment_services |
-0.0141 |
0.0044 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-09 |
2025-07-10 |
ind_freight_logistics |
-0.0361 |
-0.0006 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-09 |
2025-07-10 |
ind_household_products_services |
-0.0127 |
-0.0042 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-09 |
2025-07-10 |
linkage |
0.8237 |
-0.0006 |
-0.0005 |
alpha_MOMENTUM |
| 2025-07-09 |
2025-07-10 |
country_KR |
-0.1010 |
0.0091 |
-0.0009 |
tilt_COUNTRY |
| 2025-07-09 |
2025-07-10 |
ind_water_utilities |
-0.0069 |
0.0058 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-09 |
2025-07-10 |
ind_automobile |
-0.0982 |
-0.0055 |
0.0005 |
tilt_INDUSTRY |
| 2025-07-09 |
2025-07-10 |
ind_oil_gas |
0.0580 |
0.0022 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-09 |
2025-07-10 |
market |
0.0467 |
0.0020 |
0.0001 |
risk_exposure |
| 2025-07-09 |
2025-07-10 |
size_LARGE |
0.1583 |
-0.0006 |
-0.0001 |
tilt_SIZE |
| 2025-07-09 |
2025-07-10 |
ind_containers_packaging |
0.0027 |
0.0006 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-09 |
2025-07-10 |
ind_aerospace_defense |
0.0059 |
-0.0080 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-09 |
2025-07-10 |
ind_healthcare_equipment_supplies |
-0.0799 |
-0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-09 |
2025-07-10 |
reversal |
0.9485 |
-0.0009 |
-0.0008 |
alpha_REVERSAL |
| 2025-07-09 |
2025-07-10 |
country_MY |
0.0057 |
-0.0010 |
-0.0000 |
tilt_COUNTRY |
| 2025-07-09 |
2025-07-10 |
momentum |
0.0556 |
0.0001 |
0.0000 |
alpha_MOMENTUM |
| 2025-07-09 |
2025-07-10 |
ind_media_publishing |
0.0218 |
-0.0042 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-09 |
2025-07-10 |
ind_software_it_services |
0.1196 |
-0.0059 |
-0.0007 |
tilt_INDUSTRY |
| 2025-07-09 |
2025-07-10 |
size_MID |
-0.0987 |
0.0002 |
-0.0000 |
tilt_SIZE |
| 2025-07-09 |
2025-07-10 |
ind_real_estate_operations |
-0.0007 |
0.0131 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-09 |
2025-07-10 |
ind_electric_utilities_ipps |
-0.0568 |
-0.0041 |
0.0002 |
tilt_INDUSTRY |
| 2025-07-09 |
2025-07-10 |
ind_construction_materials |
-0.0055 |
0.0078 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-10 |
2025-07-11 |
ind_containers_packaging |
0.0028 |
0.0028 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-10 |
2025-07-11 |
ind_household_products_services |
-0.0127 |
0.0027 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-10 |
2025-07-11 |
ind_commercial_services_supplies |
0.0038 |
0.0015 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-10 |
2025-07-11 |
ind_diversified_retail |
-0.0092 |
-0.0060 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-10 |
2025-07-11 |
ind_pharmaceuticals |
-0.0375 |
0.0025 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-10 |
2025-07-11 |
ind_passenger_transportation |
0.0648 |
0.0037 |
0.0002 |
tilt_INDUSTRY |
| 2025-07-10 |
2025-07-11 |
ind_electronic_equipment |
-0.0849 |
-0.0065 |
0.0006 |
tilt_INDUSTRY |
| 2025-07-10 |
2025-07-11 |
ind_real_estate_operations |
-0.0053 |
-0.0064 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-10 |
2025-07-11 |
linkage |
0.7974 |
-0.0000 |
-0.0000 |
alpha_MOMENTUM |
| 2025-07-10 |
2025-07-11 |
ind_semiconductors |
-0.0008 |
0.0007 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-10 |
2025-07-11 |
ind_multiline_utilities |
-0.0119 |
-0.0107 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-10 |
2025-07-11 |
country_ID |
0.0127 |
0.0102 |
0.0001 |
tilt_COUNTRY |
| 2025-07-10 |
2025-07-11 |
ind_machinery |
0.0371 |
-0.0002 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-10 |
2025-07-11 |
size_MID |
-0.1071 |
-0.0007 |
0.0001 |
tilt_SIZE |
| 2025-07-10 |
2025-07-11 |
country_XH |
0.0530 |
-0.0035 |
-0.0002 |
tilt_COUNTRY |
| 2025-07-10 |
2025-07-11 |
ind_computers_phones_household_electronics |
0.0891 |
-0.0000 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-10 |
2025-07-11 |
country_NZ |
-0.0181 |
-0.0037 |
0.0001 |
tilt_COUNTRY |
| 2025-07-10 |
2025-07-11 |
ind_construction_materials |
-0.0058 |
-0.0013 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-10 |
2025-07-11 |
ind_renewable_energy |
0.0127 |
-0.0142 |
-0.0002 |
tilt_INDUSTRY |
| 2025-07-10 |
2025-07-11 |
ind_household_goods |
-0.0052 |
0.0048 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-10 |
2025-07-11 |
country_TW |
0.0666 |
0.0033 |
0.0002 |
tilt_COUNTRY |
| 2025-07-10 |
2025-07-11 |
ind_transportation_infrastructure |
0.0009 |
0.0010 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-10 |
2025-07-11 |
ind_water_utilities |
-0.0070 |
0.0112 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-10 |
2025-07-11 |
country_MY |
0.0059 |
0.0044 |
0.0000 |
tilt_COUNTRY |
| 2025-07-10 |
2025-07-11 |
ind_integrated_hardware_software |
0.0078 |
-0.0003 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-10 |
2025-07-11 |
size_SMALL |
-0.0041 |
0.0004 |
-0.0000 |
tilt_SIZE |
| 2025-07-10 |
2025-07-11 |
size_MICRO |
-0.0091 |
0.0001 |
-0.0000 |
tilt_SIZE |
| 2025-07-10 |
2025-07-11 |
ind_healthcare_equipment_supplies |
-0.0787 |
0.0014 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-10 |
2025-07-11 |
ind_aerospace_defense |
0.0054 |
-0.0013 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-10 |
2025-07-11 |
ind_oil_gas |
0.0578 |
-0.0011 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-10 |
2025-07-11 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-07-10 |
2025-07-11 |
linearCost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-07-10 |
2025-07-11 |
specret |
NaN |
NaN |
-0.0014 |
unexplained |
| 2025-07-10 |
2025-07-11 |
country_AU |
-0.1072 |
-0.0012 |
0.0001 |
tilt_COUNTRY |
| 2025-07-10 |
2025-07-11 |
country_TH |
0.0694 |
0.0128 |
0.0009 |
tilt_COUNTRY |
| 2025-07-10 |
2025-07-11 |
country_PH |
0.0023 |
0.0016 |
0.0000 |
tilt_COUNTRY |
| 2025-07-10 |
2025-07-11 |
ind_construction_engineering |
0.0928 |
-0.0004 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-10 |
2025-07-11 |
ind_communications_equipment |
-0.0027 |
-0.0052 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-10 |
2025-07-11 |
ind_investment_services |
0.0678 |
0.0129 |
0.0009 |
tilt_INDUSTRY |
| 2025-07-10 |
2025-07-11 |
ind_telecommunications_serices |
0.1212 |
0.0006 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-10 |
2025-07-11 |
ind_insurance |
0.0690 |
0.0062 |
0.0004 |
tilt_INDUSTRY |
| 2025-07-10 |
2025-07-11 |
size_LARGE |
0.1468 |
0.0005 |
0.0001 |
tilt_SIZE |
| 2025-07-10 |
2025-07-11 |
ind_fintech |
0.0037 |
0.0119 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-10 |
2025-07-11 |
ind_media_publishing |
0.0215 |
-0.0023 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-10 |
2025-07-11 |
ind_coal |
-0.0488 |
0.0024 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-10 |
2025-07-11 |
pdiscrepancy |
NaN |
NaN |
0.0000 |
unexplained |
| 2025-07-10 |
2025-07-11 |
ind_leisure_products |
0.0099 |
-0.0009 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-10 |
2025-07-11 |
ind_automobile |
-0.1009 |
-0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-10 |
2025-07-11 |
stability |
4.4891 |
0.0001 |
0.0007 |
alpha_QUALITY |
| 2025-07-10 |
2025-07-11 |
sbeta_market |
0.0128 |
0.0092 |
0.0001 |
risk_exposure |
| 2025-07-10 |
2025-07-11 |
country_JP |
-0.0248 |
0.0055 |
-0.0001 |
tilt_COUNTRY |
| 2025-07-10 |
2025-07-11 |
market |
0.0265 |
-0.0066 |
-0.0002 |
risk_exposure |
| 2025-07-10 |
2025-07-11 |
ind_holding_companies |
0.0020 |
0.0075 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-10 |
2025-07-11 |
ind_beverages |
-0.0606 |
-0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-10 |
2025-07-11 |
country_SG |
0.0606 |
0.0038 |
0.0002 |
tilt_COUNTRY |
| 2025-07-10 |
2025-07-11 |
ind_textiles_apparel |
-0.0333 |
-0.0050 |
0.0002 |
tilt_INDUSTRY |
| 2025-07-10 |
2025-07-11 |
country_HK |
0.1146 |
0.0026 |
0.0003 |
tilt_COUNTRY |
| 2025-07-10 |
2025-07-11 |
ind_metals_mining |
-0.1256 |
0.0063 |
-0.0008 |
tilt_INDUSTRY |
| 2025-07-10 |
2025-07-11 |
value_liq |
0.2984 |
0.0009 |
0.0003 |
alpha_VALUE |
| 2025-07-10 |
2025-07-11 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-07-10 |
2025-07-11 |
ind_food_drug_retail |
0.0595 |
0.0023 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-10 |
2025-07-11 |
reversal |
0.8443 |
0.0020 |
0.0017 |
alpha_REVERSAL |
| 2025-07-10 |
2025-07-11 |
ind_specialty_reatil |
0.0036 |
-0.0050 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-10 |
2025-07-11 |
ind_industrial_distribution |
0.0141 |
-0.0031 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-10 |
2025-07-11 |
ind_software_it_services |
0.1234 |
-0.0011 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-10 |
2025-07-11 |
value_gc |
1.7456 |
-0.0005 |
-0.0009 |
alpha_VALUE |
| 2025-07-10 |
2025-07-11 |
country_IN |
0.0003 |
-0.0059 |
-0.0000 |
tilt_COUNTRY |
| 2025-07-10 |
2025-07-11 |
ind_healthcare_providers_services |
0.0400 |
-0.0002 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-10 |
2025-07-11 |
impactCost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-07-10 |
2025-07-11 |
ind_food_tobacco |
0.1430 |
0.0025 |
0.0004 |
tilt_INDUSTRY |
| 2025-07-10 |
2025-07-11 |
ind_banking_services |
-0.1305 |
-0.0018 |
0.0002 |
tilt_INDUSTRY |
| 2025-07-10 |
2025-07-11 |
country_CN |
-0.1081 |
-0.0015 |
0.0002 |
tilt_COUNTRY |
| 2025-07-10 |
2025-07-11 |
fmom |
0.4536 |
-0.0002 |
-0.0001 |
alpha_QUALITY |
| 2025-07-10 |
2025-07-11 |
revision |
0.9044 |
-0.0015 |
-0.0013 |
alpha_REVISION |
| 2025-07-10 |
2025-07-11 |
sdiscrepancy |
NaN |
NaN |
0.0007 |
unexplained |
| 2025-07-10 |
2025-07-11 |
quality |
3.7567 |
-0.0004 |
-0.0013 |
alpha_QUALITY |
| 2025-07-10 |
2025-07-11 |
ind_chemicals |
-0.0521 |
-0.0018 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-10 |
2025-07-11 |
ind_office_equipment |
-0.0047 |
-0.0024 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-10 |
2025-07-11 |
momentum |
0.0546 |
0.0004 |
0.0000 |
alpha_MOMENTUM |
| 2025-07-10 |
2025-07-11 |
ind_consumer_goods_conglomerates |
0.0090 |
-0.0191 |
-0.0002 |
tilt_INDUSTRY |
| 2025-07-10 |
2025-07-11 |
ind_electric_utilities_ipps |
-0.0548 |
-0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-10 |
2025-07-11 |
ind_hotels_entertainment |
-0.0675 |
-0.0023 |
0.0002 |
tilt_INDUSTRY |
| 2025-07-10 |
2025-07-11 |
ind_natural_gas_utilities |
0.0048 |
-0.0024 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-10 |
2025-07-11 |
ind_oil_gas_equipment_services |
-0.0140 |
-0.0021 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-10 |
2025-07-11 |
ind_freight_logistics |
-0.0390 |
-0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-10 |
2025-07-11 |
ind_paper_forestry |
-0.0092 |
0.0013 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-10 |
2025-07-11 |
neglect |
0.6720 |
0.0005 |
0.0003 |
alpha_VALUE |
| 2025-07-10 |
2025-07-11 |
ind_uranium |
-0.0025 |
-0.0041 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-10 |
2025-07-11 |
ind_biotechnology |
-0.0028 |
0.0099 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-10 |
2025-07-11 |
country_KR |
-0.1007 |
-0.0027 |
0.0003 |
tilt_COUNTRY |
| 2025-07-10 |
2025-07-11 |
ind_homebuilding_building_products |
-0.0335 |
-0.0002 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-11 |
2025-07-14 |
bcost |
NaN |
NaN |
-0.0009 |
cost |
| 2025-07-11 |
2025-07-14 |
ind_software_it_services |
0.1213 |
-0.0050 |
-0.0006 |
tilt_INDUSTRY |
| 2025-07-11 |
2025-07-14 |
country_JP |
-0.0296 |
-0.0015 |
0.0000 |
tilt_COUNTRY |
| 2025-07-11 |
2025-07-14 |
ind_beverages |
-0.0673 |
0.0028 |
-0.0002 |
tilt_INDUSTRY |
| 2025-07-11 |
2025-07-14 |
ind_construction_materials |
-0.0058 |
0.0004 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-11 |
2025-07-14 |
ind_freight_logistics |
-0.0403 |
0.0025 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-11 |
2025-07-14 |
ind_textiles_apparel |
-0.0312 |
-0.0048 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-11 |
2025-07-14 |
country_HK |
0.1138 |
0.0068 |
0.0008 |
tilt_COUNTRY |
| 2025-07-11 |
2025-07-14 |
country_IN |
0.0004 |
-0.0010 |
-0.0000 |
tilt_COUNTRY |
| 2025-07-11 |
2025-07-14 |
country_SG |
0.0606 |
0.0052 |
0.0003 |
tilt_COUNTRY |
| 2025-07-11 |
2025-07-14 |
ind_holding_companies |
0.0025 |
0.0186 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-11 |
2025-07-14 |
ind_electric_utilities_ipps |
-0.0537 |
0.0057 |
-0.0003 |
tilt_INDUSTRY |
| 2025-07-11 |
2025-07-14 |
ind_metals_mining |
-0.1340 |
0.0038 |
-0.0005 |
tilt_INDUSTRY |
| 2025-07-11 |
2025-07-14 |
sdiscrepancy |
NaN |
NaN |
-0.0003 |
unexplained |
| 2025-07-11 |
2025-07-14 |
market |
0.0206 |
0.0037 |
0.0001 |
risk_exposure |
| 2025-07-11 |
2025-07-14 |
ind_uranium |
-0.0026 |
0.0172 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-11 |
2025-07-14 |
stability |
4.4564 |
0.0004 |
0.0019 |
alpha_QUALITY |
| 2025-07-11 |
2025-07-14 |
specret |
NaN |
NaN |
-0.0028 |
unexplained |
| 2025-07-11 |
2025-07-14 |
ind_hotels_entertainment |
-0.0683 |
-0.0073 |
0.0005 |
tilt_INDUSTRY |
| 2025-07-11 |
2025-07-14 |
country_AU |
-0.1118 |
-0.0020 |
0.0002 |
tilt_COUNTRY |
| 2025-07-11 |
2025-07-14 |
country_CN |
-0.1055 |
-0.0007 |
0.0001 |
tilt_COUNTRY |
| 2025-07-11 |
2025-07-14 |
ind_paper_forestry |
-0.0092 |
0.0007 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-11 |
2025-07-14 |
linearCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-07-11 |
2025-07-14 |
ind_media_publishing |
0.0219 |
-0.0090 |
-0.0002 |
tilt_INDUSTRY |
| 2025-07-11 |
2025-07-14 |
ind_construction_engineering |
0.0949 |
0.0017 |
0.0002 |
tilt_INDUSTRY |
| 2025-07-11 |
2025-07-14 |
ind_communications_equipment |
-0.0022 |
-0.0040 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-11 |
2025-07-14 |
ind_real_estate_operations |
-0.0068 |
-0.0032 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-11 |
2025-07-14 |
ind_telecommunications_serices |
0.1211 |
-0.0023 |
-0.0003 |
tilt_INDUSTRY |
| 2025-07-11 |
2025-07-14 |
country_TH |
0.0689 |
0.0167 |
0.0011 |
tilt_COUNTRY |
| 2025-07-11 |
2025-07-14 |
ind_investment_services |
0.0703 |
-0.0059 |
-0.0004 |
tilt_INDUSTRY |
| 2025-07-11 |
2025-07-14 |
ind_insurance |
0.0628 |
0.0042 |
0.0003 |
tilt_INDUSTRY |
| 2025-07-11 |
2025-07-14 |
ind_consumer_goods_conglomerates |
0.0096 |
0.0103 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-11 |
2025-07-14 |
size_LARGE |
0.1408 |
-0.0024 |
-0.0003 |
tilt_SIZE |
| 2025-07-11 |
2025-07-14 |
impactCost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-07-11 |
2025-07-14 |
ind_fintech |
0.0034 |
-0.0200 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-11 |
2025-07-14 |
sbeta_market |
0.0144 |
-0.0025 |
-0.0000 |
risk_exposure |
| 2025-07-11 |
2025-07-14 |
pdiscrepancy |
NaN |
NaN |
0.0000 |
unexplained |
| 2025-07-11 |
2025-07-14 |
ind_containers_packaging |
0.0032 |
0.0015 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-11 |
2025-07-14 |
quality |
3.7829 |
-0.0001 |
-0.0004 |
alpha_QUALITY |
| 2025-07-11 |
2025-07-14 |
ind_automobile |
-0.0979 |
0.0065 |
-0.0006 |
tilt_INDUSTRY |
| 2025-07-11 |
2025-07-14 |
ind_leisure_products |
0.0097 |
-0.0118 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-11 |
2025-07-14 |
value_gc |
1.7373 |
0.0007 |
0.0011 |
alpha_VALUE |
| 2025-07-11 |
2025-07-14 |
revision |
1.0983 |
0.0013 |
0.0014 |
alpha_REVISION |
| 2025-07-11 |
2025-07-14 |
country_PH |
0.0023 |
0.0080 |
0.0000 |
tilt_COUNTRY |
| 2025-07-11 |
2025-07-14 |
fcost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-07-11 |
2025-07-14 |
ind_chemicals |
-0.0578 |
0.0011 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-11 |
2025-07-14 |
ind_aerospace_defense |
0.0045 |
-0.0027 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-11 |
2025-07-14 |
country_NZ |
-0.0179 |
-0.0028 |
0.0001 |
tilt_COUNTRY |
| 2025-07-11 |
2025-07-14 |
ind_office_equipment |
-0.0055 |
-0.0062 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-11 |
2025-07-14 |
ind_diversified_retail |
-0.0095 |
-0.0039 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-11 |
2025-07-14 |
ind_computers_phones_household_electronics |
0.0885 |
-0.0042 |
-0.0004 |
tilt_INDUSTRY |
| 2025-07-11 |
2025-07-14 |
ind_healthcare_providers_services |
0.0398 |
0.0015 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-11 |
2025-07-14 |
ind_renewable_energy |
0.0169 |
-0.0004 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-11 |
2025-07-14 |
value_liq |
0.2664 |
-0.0001 |
-0.0000 |
alpha_VALUE |
| 2025-07-11 |
2025-07-14 |
country_TW |
0.0661 |
-0.0060 |
-0.0004 |
tilt_COUNTRY |
| 2025-07-11 |
2025-07-14 |
ind_household_goods |
-0.0057 |
0.0055 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-11 |
2025-07-14 |
ind_homebuilding_building_products |
-0.0333 |
-0.0024 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-11 |
2025-07-14 |
ind_transportation_infrastructure |
-0.0001 |
-0.0014 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-11 |
2025-07-14 |
ind_oil_gas_equipment_services |
-0.0140 |
0.0094 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-11 |
2025-07-14 |
country_KR |
-0.0997 |
0.0034 |
-0.0003 |
tilt_COUNTRY |
| 2025-07-11 |
2025-07-14 |
ind_water_utilities |
-0.0070 |
0.0045 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-11 |
2025-07-14 |
country_MY |
0.0059 |
-0.0024 |
-0.0000 |
tilt_COUNTRY |
| 2025-07-11 |
2025-07-14 |
size_MICRO |
-0.0097 |
0.0027 |
-0.0000 |
tilt_SIZE |
| 2025-07-11 |
2025-07-14 |
neglect |
0.6040 |
-0.0006 |
-0.0003 |
alpha_VALUE |
| 2025-07-11 |
2025-07-14 |
size_SMALL |
-0.0037 |
0.0013 |
-0.0000 |
tilt_SIZE |
| 2025-07-11 |
2025-07-14 |
ind_food_tobacco |
0.1435 |
0.0012 |
0.0002 |
tilt_INDUSTRY |
| 2025-07-11 |
2025-07-14 |
ind_coal |
-0.0488 |
0.0042 |
-0.0002 |
tilt_INDUSTRY |
| 2025-07-11 |
2025-07-14 |
ind_natural_gas_utilities |
0.0049 |
0.0017 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-11 |
2025-07-14 |
reversal |
0.9154 |
0.0010 |
0.0009 |
alpha_REVERSAL |
| 2025-07-11 |
2025-07-14 |
country_XH |
0.0557 |
0.0083 |
0.0005 |
tilt_COUNTRY |
| 2025-07-11 |
2025-07-14 |
size_MID |
-0.1068 |
0.0003 |
-0.0000 |
tilt_SIZE |
| 2025-07-11 |
2025-07-14 |
ind_multiline_utilities |
-0.0119 |
-0.0021 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-11 |
2025-07-14 |
ind_passenger_transportation |
0.0656 |
-0.0033 |
-0.0002 |
tilt_INDUSTRY |
| 2025-07-11 |
2025-07-14 |
ind_specialty_reatil |
0.0047 |
-0.0020 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-11 |
2025-07-14 |
ind_household_products_services |
-0.0126 |
-0.0035 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-11 |
2025-07-14 |
ind_machinery |
0.0408 |
0.0036 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-11 |
2025-07-14 |
ind_semiconductors |
-0.0023 |
-0.0047 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-11 |
2025-07-14 |
fmom |
0.4335 |
0.0002 |
0.0001 |
alpha_QUALITY |
| 2025-07-11 |
2025-07-14 |
ind_commercial_services_supplies |
0.0040 |
-0.0046 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-11 |
2025-07-14 |
linkage |
0.7800 |
-0.0003 |
-0.0003 |
alpha_MOMENTUM |
| 2025-07-11 |
2025-07-14 |
ind_banking_services |
-0.1260 |
0.0012 |
-0.0002 |
tilt_INDUSTRY |
| 2025-07-11 |
2025-07-14 |
momentum |
0.0765 |
0.0004 |
0.0000 |
alpha_MOMENTUM |
| 2025-07-11 |
2025-07-14 |
ind_industrial_distribution |
0.0139 |
0.0052 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-11 |
2025-07-14 |
ind_biotechnology |
-0.0047 |
-0.0034 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-11 |
2025-07-14 |
ind_integrated_hardware_software |
0.0078 |
0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-11 |
2025-07-14 |
ind_healthcare_equipment_supplies |
-0.0834 |
-0.0025 |
0.0002 |
tilt_INDUSTRY |
| 2025-07-11 |
2025-07-14 |
ind_food_drug_retail |
0.0592 |
-0.0019 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-11 |
2025-07-14 |
ind_electronic_equipment |
-0.0826 |
-0.0000 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-11 |
2025-07-14 |
country_ID |
0.0113 |
-0.0084 |
-0.0001 |
tilt_COUNTRY |
| 2025-07-11 |
2025-07-14 |
ind_oil_gas |
0.0602 |
0.0048 |
0.0003 |
tilt_INDUSTRY |
| 2025-07-11 |
2025-07-14 |
ind_pharmaceuticals |
-0.0301 |
0.0043 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-14 |
2025-07-15 |
ind_oil_gas |
0.0636 |
-0.0051 |
-0.0003 |
tilt_INDUSTRY |
| 2025-07-14 |
2025-07-15 |
size_MICRO |
-0.0095 |
-0.0027 |
0.0000 |
tilt_SIZE |
| 2025-07-14 |
2025-07-15 |
country_XH |
0.0587 |
0.0033 |
0.0002 |
tilt_COUNTRY |
| 2025-07-14 |
2025-07-15 |
ind_pharmaceuticals |
-0.0241 |
0.0049 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-14 |
2025-07-15 |
ind_specialty_reatil |
0.0075 |
-0.0032 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-14 |
2025-07-15 |
country_HK |
0.1131 |
0.0076 |
0.0009 |
tilt_COUNTRY |
| 2025-07-14 |
2025-07-15 |
ind_telecommunications_serices |
0.1208 |
0.0014 |
0.0002 |
tilt_INDUSTRY |
| 2025-07-14 |
2025-07-15 |
ind_oil_gas_equipment_services |
-0.0140 |
-0.0044 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-14 |
2025-07-15 |
ind_computers_phones_household_electronics |
0.0875 |
0.0072 |
0.0006 |
tilt_INDUSTRY |
| 2025-07-14 |
2025-07-15 |
market |
0.0312 |
-0.0053 |
-0.0002 |
risk_exposure |
| 2025-07-14 |
2025-07-15 |
sbeta_market |
0.0326 |
0.0055 |
0.0002 |
risk_exposure |
| 2025-07-14 |
2025-07-15 |
value_liq |
0.2341 |
-0.0005 |
-0.0001 |
alpha_VALUE |
| 2025-07-14 |
2025-07-15 |
ind_banking_services |
-0.1330 |
-0.0035 |
0.0005 |
tilt_INDUSTRY |
| 2025-07-14 |
2025-07-15 |
country_PH |
0.0023 |
-0.0078 |
-0.0000 |
tilt_COUNTRY |
| 2025-07-14 |
2025-07-15 |
linearCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-07-14 |
2025-07-15 |
ind_natural_gas_utilities |
0.0050 |
0.0030 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-14 |
2025-07-15 |
ind_healthcare_equipment_supplies |
-0.0860 |
0.0020 |
-0.0002 |
tilt_INDUSTRY |
| 2025-07-14 |
2025-07-15 |
specret |
NaN |
NaN |
-0.0032 |
unexplained |
| 2025-07-14 |
2025-07-15 |
ind_renewable_energy |
0.0162 |
-0.0144 |
-0.0002 |
tilt_INDUSTRY |
| 2025-07-14 |
2025-07-15 |
ind_household_goods |
-0.0059 |
0.0097 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-14 |
2025-07-15 |
ind_transportation_infrastructure |
-0.0020 |
-0.0028 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-14 |
2025-07-15 |
ind_water_utilities |
-0.0070 |
0.0025 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-14 |
2025-07-15 |
country_MY |
0.0059 |
-0.0013 |
-0.0000 |
tilt_COUNTRY |
| 2025-07-14 |
2025-07-15 |
size_SMALL |
0.0001 |
-0.0024 |
-0.0000 |
tilt_SIZE |
| 2025-07-14 |
2025-07-15 |
ind_coal |
-0.0481 |
-0.0123 |
0.0006 |
tilt_INDUSTRY |
| 2025-07-14 |
2025-07-15 |
ind_food_drug_retail |
0.0587 |
-0.0005 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-14 |
2025-07-15 |
ind_food_tobacco |
0.1439 |
-0.0014 |
-0.0002 |
tilt_INDUSTRY |
| 2025-07-14 |
2025-07-15 |
neglect |
0.5380 |
-0.0013 |
-0.0007 |
alpha_VALUE |
| 2025-07-14 |
2025-07-15 |
ind_healthcare_providers_services |
0.0378 |
-0.0022 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-14 |
2025-07-15 |
ind_office_equipment |
-0.0064 |
-0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-14 |
2025-07-15 |
ind_chemicals |
-0.0548 |
-0.0039 |
0.0002 |
tilt_INDUSTRY |
| 2025-07-14 |
2025-07-15 |
ind_biotechnology |
-0.0073 |
0.0077 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-14 |
2025-07-15 |
fmom |
0.4558 |
0.0012 |
0.0005 |
alpha_QUALITY |
| 2025-07-14 |
2025-07-15 |
ind_industrial_distribution |
0.0138 |
-0.0158 |
-0.0002 |
tilt_INDUSTRY |
| 2025-07-14 |
2025-07-15 |
momentum |
0.0611 |
0.0003 |
0.0000 |
alpha_MOMENTUM |
| 2025-07-14 |
2025-07-15 |
ind_uranium |
-0.0027 |
0.0366 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-14 |
2025-07-15 |
sdiscrepancy |
NaN |
NaN |
0.0001 |
unexplained |
| 2025-07-14 |
2025-07-15 |
ind_electric_utilities_ipps |
-0.0540 |
-0.0052 |
0.0003 |
tilt_INDUSTRY |
| 2025-07-14 |
2025-07-15 |
country_IN |
0.0032 |
0.0109 |
0.0000 |
tilt_COUNTRY |
| 2025-07-14 |
2025-07-15 |
ind_consumer_goods_conglomerates |
0.0101 |
0.0041 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-14 |
2025-07-15 |
revision |
1.1804 |
0.0013 |
0.0016 |
alpha_REVISION |
| 2025-07-14 |
2025-07-15 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-07-14 |
2025-07-15 |
ind_paper_forestry |
-0.0089 |
-0.0053 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-14 |
2025-07-15 |
ind_diversified_retail |
-0.0095 |
-0.0019 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-14 |
2025-07-15 |
country_NZ |
-0.0179 |
0.0084 |
-0.0002 |
tilt_COUNTRY |
| 2025-07-14 |
2025-07-15 |
size_MID |
-0.0975 |
0.0003 |
-0.0000 |
tilt_SIZE |
| 2025-07-14 |
2025-07-15 |
reversal |
0.9871 |
0.0007 |
0.0006 |
alpha_REVERSAL |
| 2025-07-14 |
2025-07-15 |
ind_containers_packaging |
0.0037 |
0.0005 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-14 |
2025-07-15 |
ind_communications_equipment |
-0.0016 |
0.0070 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-14 |
2025-07-15 |
size_LARGE |
0.1381 |
0.0029 |
0.0004 |
tilt_SIZE |
| 2025-07-14 |
2025-07-15 |
ind_investment_services |
0.0731 |
-0.0013 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-14 |
2025-07-15 |
ind_insurance |
0.0564 |
-0.0053 |
-0.0003 |
tilt_INDUSTRY |
| 2025-07-14 |
2025-07-15 |
ind_fintech |
0.0028 |
0.0002 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-14 |
2025-07-15 |
pdiscrepancy |
NaN |
NaN |
-0.0000 |
unexplained |
| 2025-07-14 |
2025-07-15 |
ind_leisure_products |
0.0094 |
-0.0041 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-14 |
2025-07-15 |
country_TH |
0.0628 |
0.0220 |
0.0014 |
tilt_COUNTRY |
| 2025-07-14 |
2025-07-15 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-07-14 |
2025-07-15 |
country_JP |
-0.0380 |
0.0008 |
-0.0000 |
tilt_COUNTRY |
| 2025-07-14 |
2025-07-15 |
value_gc |
1.7263 |
0.0004 |
0.0007 |
alpha_VALUE |
| 2025-07-14 |
2025-07-15 |
country_AU |
-0.1069 |
0.0105 |
-0.0011 |
tilt_COUNTRY |
| 2025-07-14 |
2025-07-15 |
ind_holding_companies |
0.0035 |
-0.0137 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-14 |
2025-07-15 |
ind_beverages |
-0.0715 |
-0.0069 |
0.0005 |
tilt_INDUSTRY |
| 2025-07-14 |
2025-07-15 |
ind_textiles_apparel |
-0.0291 |
-0.0008 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-14 |
2025-07-15 |
ind_construction_materials |
-0.0058 |
-0.0073 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-14 |
2025-07-15 |
ind_aerospace_defense |
0.0026 |
0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-14 |
2025-07-15 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-07-14 |
2025-07-15 |
quality |
3.8242 |
-0.0002 |
-0.0007 |
alpha_QUALITY |
| 2025-07-14 |
2025-07-15 |
ind_commercial_services_supplies |
0.0052 |
-0.0021 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-14 |
2025-07-15 |
ind_passenger_transportation |
0.0663 |
-0.0051 |
-0.0003 |
tilt_INDUSTRY |
| 2025-07-14 |
2025-07-15 |
ind_semiconductors |
0.0012 |
0.0063 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-14 |
2025-07-15 |
ind_integrated_hardware_software |
0.0079 |
0.0065 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-14 |
2025-07-15 |
country_ID |
0.0108 |
0.0044 |
0.0000 |
tilt_COUNTRY |
| 2025-07-14 |
2025-07-15 |
ind_machinery |
0.0492 |
0.0018 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-14 |
2025-07-15 |
ind_metals_mining |
-0.1351 |
-0.0047 |
0.0006 |
tilt_INDUSTRY |
| 2025-07-14 |
2025-07-15 |
ind_freight_logistics |
-0.0383 |
-0.0023 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-14 |
2025-07-15 |
country_KR |
-0.1004 |
0.0060 |
-0.0006 |
tilt_COUNTRY |
| 2025-07-14 |
2025-07-15 |
country_TW |
0.0664 |
0.0048 |
0.0003 |
tilt_COUNTRY |
| 2025-07-14 |
2025-07-15 |
country_CN |
-0.0894 |
-0.0066 |
0.0006 |
tilt_COUNTRY |
| 2025-07-14 |
2025-07-15 |
ind_automobile |
-0.0963 |
0.0053 |
-0.0005 |
tilt_INDUSTRY |
| 2025-07-14 |
2025-07-15 |
country_SG |
0.0606 |
0.0068 |
0.0004 |
tilt_COUNTRY |
| 2025-07-14 |
2025-07-15 |
stability |
4.4308 |
0.0005 |
0.0022 |
alpha_QUALITY |
| 2025-07-14 |
2025-07-15 |
ind_electronic_equipment |
-0.0805 |
0.0052 |
-0.0004 |
tilt_INDUSTRY |
| 2025-07-14 |
2025-07-15 |
ind_real_estate_operations |
-0.0054 |
-0.0065 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-14 |
2025-07-15 |
ind_construction_engineering |
0.0975 |
-0.0018 |
-0.0002 |
tilt_INDUSTRY |
| 2025-07-14 |
2025-07-15 |
ind_software_it_services |
0.1183 |
0.0094 |
0.0011 |
tilt_INDUSTRY |
| 2025-07-14 |
2025-07-15 |
ind_household_products_services |
-0.0126 |
-0.0024 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-14 |
2025-07-15 |
ind_media_publishing |
0.0228 |
0.0004 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-14 |
2025-07-15 |
ind_multiline_utilities |
-0.0118 |
-0.0044 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-14 |
2025-07-15 |
ind_hotels_entertainment |
-0.0685 |
-0.0054 |
0.0004 |
tilt_INDUSTRY |
| 2025-07-14 |
2025-07-15 |
ind_homebuilding_building_products |
-0.0333 |
-0.0047 |
0.0002 |
tilt_INDUSTRY |
| 2025-07-14 |
2025-07-15 |
linkage |
0.7323 |
0.0004 |
0.0003 |
alpha_MOMENTUM |
| 2025-07-15 |
2025-07-16 |
ind_textiles_apparel |
-0.0291 |
0.0017 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-15 |
2025-07-16 |
ind_construction_materials |
-0.0057 |
-0.0070 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-15 |
2025-07-16 |
ind_water_utilities |
-0.0070 |
-0.0024 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-15 |
2025-07-16 |
ind_multiline_utilities |
-0.0122 |
0.0040 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-15 |
2025-07-16 |
ind_transportation_infrastructure |
-0.0043 |
0.0013 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-15 |
2025-07-16 |
ind_passenger_transportation |
0.0656 |
0.0008 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-15 |
2025-07-16 |
ind_oil_gas_equipment_services |
-0.0140 |
0.0019 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-15 |
2025-07-16 |
size_SMALL |
0.0004 |
0.0014 |
0.0000 |
tilt_SIZE |
| 2025-07-15 |
2025-07-16 |
ind_beverages |
-0.0741 |
0.0060 |
-0.0004 |
tilt_INDUSTRY |
| 2025-07-15 |
2025-07-16 |
ind_household_goods |
-0.0062 |
-0.0006 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-15 |
2025-07-16 |
ind_food_drug_retail |
0.0586 |
0.0028 |
0.0002 |
tilt_INDUSTRY |
| 2025-07-15 |
2025-07-16 |
ind_electronic_equipment |
-0.0817 |
-0.0015 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-15 |
2025-07-16 |
ind_metals_mining |
-0.1342 |
-0.0063 |
0.0008 |
tilt_INDUSTRY |
| 2025-07-15 |
2025-07-16 |
ind_food_tobacco |
0.1433 |
0.0019 |
0.0003 |
tilt_INDUSTRY |
| 2025-07-15 |
2025-07-16 |
ind_pharmaceuticals |
-0.0215 |
0.0079 |
-0.0002 |
tilt_INDUSTRY |
| 2025-07-15 |
2025-07-16 |
neglect |
0.5295 |
0.0001 |
0.0001 |
alpha_VALUE |
| 2025-07-15 |
2025-07-16 |
value_liq |
0.2599 |
-0.0005 |
-0.0001 |
alpha_VALUE |
| 2025-07-15 |
2025-07-16 |
country_MY |
0.0059 |
-0.0085 |
-0.0001 |
tilt_COUNTRY |
| 2025-07-15 |
2025-07-16 |
linearCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-07-15 |
2025-07-16 |
ind_integrated_hardware_software |
0.0079 |
0.0028 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-15 |
2025-07-16 |
ind_aerospace_defense |
0.0011 |
-0.0025 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-15 |
2025-07-16 |
ind_household_products_services |
-0.0126 |
-0.0028 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-15 |
2025-07-16 |
ind_semiconductors |
0.0046 |
0.0006 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-15 |
2025-07-16 |
ind_commercial_services_supplies |
0.0067 |
-0.0000 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-15 |
2025-07-16 |
linkage |
0.6827 |
-0.0005 |
-0.0004 |
alpha_MOMENTUM |
| 2025-07-15 |
2025-07-16 |
ind_natural_gas_utilities |
0.0050 |
0.0015 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-15 |
2025-07-16 |
country_ID |
0.0106 |
0.0040 |
0.0000 |
tilt_COUNTRY |
| 2025-07-15 |
2025-07-16 |
ind_media_publishing |
0.0234 |
0.0047 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-15 |
2025-07-16 |
size_LARGE |
0.1368 |
-0.0019 |
-0.0003 |
tilt_SIZE |
| 2025-07-15 |
2025-07-16 |
ind_machinery |
0.0541 |
0.0020 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-15 |
2025-07-16 |
ind_healthcare_equipment_supplies |
-0.0816 |
0.0049 |
-0.0004 |
tilt_INDUSTRY |
| 2025-07-15 |
2025-07-16 |
reversal |
1.0839 |
0.0007 |
0.0008 |
alpha_REVERSAL |
| 2025-07-15 |
2025-07-16 |
country_PH |
0.0022 |
-0.0190 |
-0.0000 |
tilt_COUNTRY |
| 2025-07-15 |
2025-07-16 |
specret |
NaN |
NaN |
0.0024 |
unexplained |
| 2025-07-15 |
2025-07-16 |
size_MID |
-0.0941 |
-0.0002 |
0.0000 |
tilt_SIZE |
| 2025-07-15 |
2025-07-16 |
size_MICRO |
-0.0089 |
0.0056 |
-0.0001 |
tilt_SIZE |
| 2025-07-15 |
2025-07-16 |
country_XH |
0.0603 |
-0.0023 |
-0.0001 |
tilt_COUNTRY |
| 2025-07-15 |
2025-07-16 |
ind_coal |
-0.0477 |
-0.0013 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-15 |
2025-07-16 |
ind_diversified_retail |
-0.0095 |
0.0006 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-15 |
2025-07-16 |
ind_insurance |
0.0525 |
-0.0049 |
-0.0003 |
tilt_INDUSTRY |
| 2025-07-15 |
2025-07-16 |
country_AU |
-0.1019 |
-0.0019 |
0.0002 |
tilt_COUNTRY |
| 2025-07-15 |
2025-07-16 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-07-15 |
2025-07-16 |
ind_telecommunications_serices |
0.1205 |
0.0041 |
0.0005 |
tilt_INDUSTRY |
| 2025-07-15 |
2025-07-16 |
country_TW |
0.0661 |
0.0047 |
0.0003 |
tilt_COUNTRY |
| 2025-07-15 |
2025-07-16 |
ind_renewable_energy |
0.0167 |
-0.0003 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-15 |
2025-07-16 |
country_NZ |
-0.0182 |
0.0061 |
-0.0001 |
tilt_COUNTRY |
| 2025-07-15 |
2025-07-16 |
ind_holding_companies |
0.0044 |
-0.0149 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-15 |
2025-07-16 |
ind_banking_services |
-0.1349 |
-0.0018 |
0.0002 |
tilt_INDUSTRY |
| 2025-07-15 |
2025-07-16 |
ind_homebuilding_building_products |
-0.0330 |
-0.0038 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-15 |
2025-07-16 |
ind_electric_utilities_ipps |
-0.0539 |
-0.0014 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-15 |
2025-07-16 |
ind_uranium |
-0.0027 |
0.0265 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-15 |
2025-07-16 |
ind_healthcare_providers_services |
0.0345 |
0.0023 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-15 |
2025-07-16 |
ind_containers_packaging |
0.0039 |
-0.0024 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-15 |
2025-07-16 |
sdiscrepancy |
NaN |
NaN |
0.0002 |
unexplained |
| 2025-07-15 |
2025-07-16 |
ind_leisure_products |
0.0093 |
0.0040 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-15 |
2025-07-16 |
ind_automobile |
-0.0991 |
0.0025 |
-0.0002 |
tilt_INDUSTRY |
| 2025-07-15 |
2025-07-16 |
ind_software_it_services |
0.1168 |
0.0022 |
0.0003 |
tilt_INDUSTRY |
| 2025-07-15 |
2025-07-16 |
quality |
3.8871 |
0.0003 |
0.0010 |
alpha_QUALITY |
| 2025-07-15 |
2025-07-16 |
country_IN |
0.0076 |
0.0037 |
0.0000 |
tilt_COUNTRY |
| 2025-07-15 |
2025-07-16 |
ind_real_estate_operations |
-0.0055 |
-0.0057 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-15 |
2025-07-16 |
ind_computers_phones_household_electronics |
0.0874 |
-0.0031 |
-0.0003 |
tilt_INDUSTRY |
| 2025-07-15 |
2025-07-16 |
pdiscrepancy |
NaN |
NaN |
-0.0000 |
unexplained |
| 2025-07-15 |
2025-07-16 |
country_CN |
-0.0899 |
0.0012 |
-0.0001 |
tilt_COUNTRY |
| 2025-07-15 |
2025-07-16 |
ind_freight_logistics |
-0.0369 |
0.0023 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-15 |
2025-07-16 |
revision |
1.1409 |
-0.0000 |
-0.0000 |
alpha_REVISION |
| 2025-07-15 |
2025-07-16 |
ind_consumer_goods_conglomerates |
0.0107 |
0.0034 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-15 |
2025-07-16 |
ind_investment_services |
0.0724 |
-0.0041 |
-0.0003 |
tilt_INDUSTRY |
| 2025-07-15 |
2025-07-16 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-07-15 |
2025-07-16 |
country_KR |
-0.0998 |
-0.0121 |
0.0012 |
tilt_COUNTRY |
| 2025-07-15 |
2025-07-16 |
ind_oil_gas |
0.0659 |
0.0020 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-15 |
2025-07-16 |
ind_hotels_entertainment |
-0.0684 |
-0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-15 |
2025-07-16 |
ind_paper_forestry |
-0.0086 |
-0.0072 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-15 |
2025-07-16 |
ind_fintech |
0.0029 |
-0.0075 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-15 |
2025-07-16 |
country_HK |
0.1118 |
0.0000 |
0.0000 |
tilt_COUNTRY |
| 2025-07-15 |
2025-07-16 |
momentum |
0.0589 |
0.0005 |
0.0000 |
alpha_MOMENTUM |
| 2025-07-15 |
2025-07-16 |
market |
0.0343 |
-0.0015 |
-0.0001 |
risk_exposure |
| 2025-07-15 |
2025-07-16 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-07-15 |
2025-07-16 |
ind_communications_equipment |
-0.0016 |
-0.0036 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-15 |
2025-07-16 |
value_gc |
1.7469 |
-0.0001 |
-0.0002 |
alpha_VALUE |
| 2025-07-15 |
2025-07-16 |
ind_industrial_distribution |
0.0149 |
0.0042 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-15 |
2025-07-16 |
country_JP |
-0.0424 |
-0.0014 |
0.0001 |
tilt_COUNTRY |
| 2025-07-15 |
2025-07-16 |
ind_office_equipment |
-0.0074 |
-0.0006 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-15 |
2025-07-16 |
country_TH |
0.0615 |
-0.0030 |
-0.0002 |
tilt_COUNTRY |
| 2025-07-15 |
2025-07-16 |
stability |
4.4371 |
0.0003 |
0.0014 |
alpha_QUALITY |
| 2025-07-15 |
2025-07-16 |
sbeta_market |
0.0333 |
0.0006 |
0.0000 |
risk_exposure |
| 2025-07-15 |
2025-07-16 |
ind_construction_engineering |
0.0992 |
-0.0019 |
-0.0002 |
tilt_INDUSTRY |
| 2025-07-15 |
2025-07-16 |
country_SG |
0.0604 |
0.0054 |
0.0003 |
tilt_COUNTRY |
| 2025-07-15 |
2025-07-16 |
fmom |
0.4799 |
-0.0000 |
-0.0000 |
alpha_QUALITY |
| 2025-07-15 |
2025-07-16 |
ind_specialty_reatil |
0.0090 |
-0.0011 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-15 |
2025-07-16 |
ind_chemicals |
-0.0539 |
-0.0021 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-15 |
2025-07-16 |
ind_biotechnology |
-0.0097 |
-0.0009 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-16 |
2025-07-17 |
ind_computers_phones_household_electronics |
0.0881 |
0.0016 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-16 |
2025-07-17 |
ind_metals_mining |
-0.1351 |
-0.0037 |
0.0005 |
tilt_INDUSTRY |
| 2025-07-16 |
2025-07-17 |
pdiscrepancy |
NaN |
NaN |
-0.0000 |
unexplained |
| 2025-07-16 |
2025-07-17 |
size_LARGE |
0.1425 |
-0.0019 |
-0.0003 |
tilt_SIZE |
| 2025-07-16 |
2025-07-17 |
country_SG |
0.0604 |
0.0051 |
0.0003 |
tilt_COUNTRY |
| 2025-07-16 |
2025-07-17 |
ind_fintech |
0.0029 |
-0.0080 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-16 |
2025-07-17 |
ind_natural_gas_utilities |
0.0048 |
-0.0005 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-16 |
2025-07-17 |
country_TH |
0.0630 |
0.0199 |
0.0013 |
tilt_COUNTRY |
| 2025-07-16 |
2025-07-17 |
ind_oil_gas |
0.0700 |
-0.0061 |
-0.0004 |
tilt_INDUSTRY |
| 2025-07-16 |
2025-07-17 |
value_gc |
1.7708 |
-0.0010 |
-0.0017 |
alpha_VALUE |
| 2025-07-16 |
2025-07-17 |
ind_pharmaceuticals |
-0.0232 |
0.0094 |
-0.0002 |
tilt_INDUSTRY |
| 2025-07-16 |
2025-07-17 |
ind_commercial_services_supplies |
0.0085 |
-0.0005 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-16 |
2025-07-17 |
ind_healthcare_equipment_supplies |
-0.0831 |
0.0043 |
-0.0004 |
tilt_INDUSTRY |
| 2025-07-16 |
2025-07-17 |
country_JP |
-0.0440 |
0.0029 |
-0.0001 |
tilt_COUNTRY |
| 2025-07-16 |
2025-07-17 |
ind_household_products_services |
-0.0127 |
0.0009 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-16 |
2025-07-17 |
ind_construction_materials |
-0.0057 |
-0.0019 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-16 |
2025-07-17 |
country_CN |
-0.0973 |
-0.0016 |
0.0002 |
tilt_COUNTRY |
| 2025-07-16 |
2025-07-17 |
ind_aerospace_defense |
-0.0007 |
0.0145 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-16 |
2025-07-17 |
ind_textiles_apparel |
-0.0304 |
-0.0037 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-16 |
2025-07-17 |
ind_investment_services |
0.0710 |
-0.0018 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-16 |
2025-07-17 |
ind_leisure_products |
0.0093 |
0.0132 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-16 |
2025-07-17 |
ind_electronic_equipment |
-0.0849 |
0.0080 |
-0.0007 |
tilt_INDUSTRY |
| 2025-07-16 |
2025-07-17 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-07-16 |
2025-07-17 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-07-16 |
2025-07-17 |
ind_construction_engineering |
0.1013 |
-0.0017 |
-0.0002 |
tilt_INDUSTRY |
| 2025-07-16 |
2025-07-17 |
country_XH |
0.0598 |
-0.0047 |
-0.0003 |
tilt_COUNTRY |
| 2025-07-16 |
2025-07-17 |
size_MICRO |
-0.0097 |
0.0020 |
-0.0000 |
tilt_SIZE |
| 2025-07-16 |
2025-07-17 |
ind_multiline_utilities |
-0.0129 |
-0.0020 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-16 |
2025-07-17 |
ind_communications_equipment |
-0.0013 |
0.0081 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-16 |
2025-07-17 |
ind_beverages |
-0.0769 |
0.0005 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-16 |
2025-07-17 |
ind_automobile |
-0.1051 |
0.0003 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-16 |
2025-07-17 |
ind_diversified_retail |
-0.0097 |
-0.0007 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-16 |
2025-07-17 |
ind_banking_services |
-0.1196 |
-0.0029 |
0.0004 |
tilt_INDUSTRY |
| 2025-07-16 |
2025-07-17 |
ind_passenger_transportation |
0.0643 |
0.0002 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-16 |
2025-07-17 |
ind_telecommunications_serices |
0.1213 |
0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-16 |
2025-07-17 |
ind_healthcare_providers_services |
0.0294 |
0.0017 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-16 |
2025-07-17 |
ind_homebuilding_building_products |
-0.0333 |
-0.0035 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-16 |
2025-07-17 |
ind_office_equipment |
-0.0086 |
-0.0016 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-16 |
2025-07-17 |
stability |
4.4725 |
-0.0001 |
-0.0003 |
alpha_QUALITY |
| 2025-07-16 |
2025-07-17 |
ind_chemicals |
-0.0523 |
0.0011 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-16 |
2025-07-17 |
ind_specialty_reatil |
0.0085 |
-0.0009 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-16 |
2025-07-17 |
sbeta_market |
0.0159 |
0.0072 |
0.0001 |
risk_exposure |
| 2025-07-16 |
2025-07-17 |
ind_consumer_goods_conglomerates |
0.0116 |
-0.0048 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-16 |
2025-07-17 |
ind_biotechnology |
-0.0126 |
0.0236 |
-0.0003 |
tilt_INDUSTRY |
| 2025-07-16 |
2025-07-17 |
fmom |
0.4670 |
-0.0005 |
-0.0002 |
alpha_QUALITY |
| 2025-07-16 |
2025-07-17 |
ind_industrial_distribution |
0.0164 |
-0.0021 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-16 |
2025-07-17 |
ind_electric_utilities_ipps |
-0.0541 |
-0.0044 |
0.0002 |
tilt_INDUSTRY |
| 2025-07-16 |
2025-07-17 |
momentum |
0.0386 |
0.0001 |
0.0000 |
alpha_MOMENTUM |
| 2025-07-16 |
2025-07-17 |
ind_uranium |
-0.0026 |
-0.0091 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-16 |
2025-07-17 |
ind_containers_packaging |
0.0041 |
-0.0029 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-16 |
2025-07-17 |
sdiscrepancy |
NaN |
NaN |
0.0003 |
unexplained |
| 2025-07-16 |
2025-07-17 |
ind_software_it_services |
0.1195 |
-0.0005 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-16 |
2025-07-17 |
quality |
3.9415 |
-0.0004 |
-0.0015 |
alpha_QUALITY |
| 2025-07-16 |
2025-07-17 |
country_IN |
0.0101 |
-0.0024 |
-0.0000 |
tilt_COUNTRY |
| 2025-07-16 |
2025-07-17 |
market |
0.0288 |
-0.0008 |
-0.0000 |
risk_exposure |
| 2025-07-16 |
2025-07-17 |
ind_freight_logistics |
-0.0362 |
-0.0031 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-16 |
2025-07-17 |
revision |
1.0353 |
0.0001 |
0.0001 |
alpha_REVISION |
| 2025-07-16 |
2025-07-17 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-07-16 |
2025-07-17 |
country_HK |
0.1123 |
-0.0057 |
-0.0006 |
tilt_COUNTRY |
| 2025-07-16 |
2025-07-17 |
country_KR |
-0.1004 |
0.0016 |
-0.0002 |
tilt_COUNTRY |
| 2025-07-16 |
2025-07-17 |
ind_hotels_entertainment |
-0.0692 |
0.0014 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-16 |
2025-07-17 |
ind_paper_forestry |
-0.0085 |
-0.0043 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-16 |
2025-07-17 |
neglect |
0.5696 |
0.0001 |
0.0001 |
alpha_VALUE |
| 2025-07-16 |
2025-07-17 |
ind_food_tobacco |
0.1422 |
0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-16 |
2025-07-17 |
ind_insurance |
0.0476 |
-0.0031 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-16 |
2025-07-17 |
linkage |
0.7058 |
-0.0001 |
-0.0001 |
alpha_MOMENTUM |
| 2025-07-16 |
2025-07-17 |
size_MID |
-0.0999 |
0.0009 |
-0.0001 |
tilt_SIZE |
| 2025-07-16 |
2025-07-17 |
specret |
NaN |
NaN |
-0.0006 |
unexplained |
| 2025-07-16 |
2025-07-17 |
ind_machinery |
0.0597 |
-0.0007 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-16 |
2025-07-17 |
ind_coal |
-0.0483 |
-0.0026 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-16 |
2025-07-17 |
country_AU |
-0.0995 |
0.0060 |
-0.0006 |
tilt_COUNTRY |
| 2025-07-16 |
2025-07-17 |
linearCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-07-16 |
2025-07-17 |
country_TW |
0.0641 |
0.0019 |
0.0001 |
tilt_COUNTRY |
| 2025-07-16 |
2025-07-17 |
ind_media_publishing |
0.0239 |
-0.0011 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-16 |
2025-07-17 |
ind_renewable_energy |
0.0173 |
-0.0028 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-16 |
2025-07-17 |
ind_household_goods |
-0.0067 |
-0.0027 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-16 |
2025-07-17 |
country_ID |
0.0106 |
0.0053 |
0.0001 |
tilt_COUNTRY |
| 2025-07-16 |
2025-07-17 |
country_PH |
0.0022 |
-0.0063 |
-0.0000 |
tilt_COUNTRY |
| 2025-07-16 |
2025-07-17 |
reversal |
0.9914 |
0.0003 |
0.0003 |
alpha_REVERSAL |
| 2025-07-16 |
2025-07-17 |
country_NZ |
-0.0184 |
0.0121 |
-0.0002 |
tilt_COUNTRY |
| 2025-07-16 |
2025-07-17 |
value_liq |
0.2976 |
-0.0000 |
-0.0000 |
alpha_VALUE |
| 2025-07-16 |
2025-07-17 |
ind_transportation_infrastructure |
-0.0079 |
0.0014 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-16 |
2025-07-17 |
ind_holding_companies |
0.0049 |
0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-16 |
2025-07-17 |
ind_semiconductors |
0.0048 |
-0.0019 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-16 |
2025-07-17 |
ind_oil_gas_equipment_services |
-0.0141 |
0.0002 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-16 |
2025-07-17 |
ind_water_utilities |
-0.0070 |
-0.0023 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-16 |
2025-07-17 |
ind_real_estate_operations |
-0.0070 |
-0.0014 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-16 |
2025-07-17 |
size_SMALL |
-0.0041 |
0.0002 |
-0.0000 |
tilt_SIZE |
| 2025-07-16 |
2025-07-17 |
country_MY |
0.0060 |
0.0029 |
0.0000 |
tilt_COUNTRY |
| 2025-07-16 |
2025-07-17 |
ind_food_drug_retail |
0.0591 |
-0.0012 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-16 |
2025-07-17 |
ind_integrated_hardware_software |
0.0079 |
0.0027 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-17 |
2025-07-18 |
ind_insurance |
0.0462 |
-0.0004 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-17 |
2025-07-18 |
reversal |
0.8823 |
0.0004 |
0.0004 |
alpha_REVERSAL |
| 2025-07-17 |
2025-07-18 |
ind_media_publishing |
0.0248 |
-0.0003 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-17 |
2025-07-18 |
linearCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-07-17 |
2025-07-18 |
ind_investment_services |
0.0715 |
0.0012 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-17 |
2025-07-18 |
ind_containers_packaging |
0.0045 |
-0.0011 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-17 |
2025-07-18 |
specret |
NaN |
NaN |
0.0009 |
unexplained |
| 2025-07-17 |
2025-07-18 |
ind_construction_engineering |
0.1032 |
0.0023 |
0.0002 |
tilt_INDUSTRY |
| 2025-07-17 |
2025-07-18 |
ind_communications_equipment |
0.0008 |
-0.0038 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-17 |
2025-07-18 |
sbeta_market |
0.0172 |
-0.0013 |
-0.0000 |
risk_exposure |
| 2025-07-17 |
2025-07-18 |
country_PH |
0.0022 |
0.0002 |
0.0000 |
tilt_COUNTRY |
| 2025-07-17 |
2025-07-18 |
country_AU |
-0.1008 |
0.0070 |
-0.0007 |
tilt_COUNTRY |
| 2025-07-17 |
2025-07-18 |
ind_oil_gas_equipment_services |
-0.0141 |
0.0008 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-17 |
2025-07-18 |
stability |
4.5021 |
-0.0004 |
-0.0020 |
alpha_QUALITY |
| 2025-07-17 |
2025-07-18 |
ind_telecommunications_serices |
0.1213 |
-0.0034 |
-0.0004 |
tilt_INDUSTRY |
| 2025-07-17 |
2025-07-18 |
market |
0.0310 |
0.0032 |
0.0001 |
risk_exposure |
| 2025-07-17 |
2025-07-18 |
size_LARGE |
0.1462 |
0.0034 |
0.0005 |
tilt_SIZE |
| 2025-07-17 |
2025-07-18 |
country_CN |
-0.0978 |
0.0010 |
-0.0001 |
tilt_COUNTRY |
| 2025-07-17 |
2025-07-18 |
pdiscrepancy |
NaN |
NaN |
0.0000 |
unexplained |
| 2025-07-17 |
2025-07-18 |
ind_integrated_hardware_software |
0.0079 |
-0.0022 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-17 |
2025-07-18 |
ind_transportation_infrastructure |
-0.0086 |
-0.0012 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-17 |
2025-07-18 |
ind_water_utilities |
-0.0070 |
0.0024 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-17 |
2025-07-18 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-07-17 |
2025-07-18 |
size_SMALL |
-0.0057 |
-0.0013 |
0.0000 |
tilt_SIZE |
| 2025-07-17 |
2025-07-18 |
country_MY |
0.0060 |
0.0024 |
0.0000 |
tilt_COUNTRY |
| 2025-07-17 |
2025-07-18 |
ind_food_drug_retail |
0.0591 |
-0.0042 |
-0.0002 |
tilt_INDUSTRY |
| 2025-07-17 |
2025-07-18 |
ind_food_tobacco |
0.1392 |
0.0022 |
0.0003 |
tilt_INDUSTRY |
| 2025-07-17 |
2025-07-18 |
neglect |
0.5932 |
-0.0002 |
-0.0001 |
alpha_VALUE |
| 2025-07-17 |
2025-07-18 |
ind_hotels_entertainment |
-0.0691 |
-0.0015 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-17 |
2025-07-18 |
ind_healthcare_providers_services |
0.0251 |
-0.0019 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-17 |
2025-07-18 |
ind_homebuilding_building_products |
-0.0334 |
-0.0014 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-17 |
2025-07-18 |
ind_household_goods |
-0.0071 |
-0.0044 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-17 |
2025-07-18 |
ind_office_equipment |
-0.0093 |
-0.0030 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-17 |
2025-07-18 |
ind_electric_utilities_ipps |
-0.0544 |
0.0002 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-17 |
2025-07-18 |
ind_consumer_goods_conglomerates |
0.0128 |
-0.0027 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-17 |
2025-07-18 |
fmom |
0.4793 |
0.0001 |
0.0001 |
alpha_QUALITY |
| 2025-07-17 |
2025-07-18 |
ind_biotechnology |
-0.0155 |
0.0066 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-17 |
2025-07-18 |
ind_industrial_distribution |
0.0168 |
-0.0019 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-17 |
2025-07-18 |
ind_uranium |
-0.0025 |
-0.0133 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-17 |
2025-07-18 |
momentum |
0.0104 |
-0.0004 |
-0.0000 |
alpha_MOMENTUM |
| 2025-07-17 |
2025-07-18 |
sdiscrepancy |
NaN |
NaN |
-0.0001 |
unexplained |
| 2025-07-17 |
2025-07-18 |
ind_software_it_services |
0.1225 |
-0.0002 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-17 |
2025-07-18 |
country_IN |
0.0111 |
-0.0089 |
-0.0001 |
tilt_COUNTRY |
| 2025-07-17 |
2025-07-18 |
revision |
1.0013 |
-0.0001 |
-0.0001 |
alpha_REVISION |
| 2025-07-17 |
2025-07-18 |
country_KR |
-0.1020 |
-0.0037 |
0.0004 |
tilt_COUNTRY |
| 2025-07-17 |
2025-07-18 |
ind_chemicals |
-0.0529 |
0.0063 |
-0.0003 |
tilt_INDUSTRY |
| 2025-07-17 |
2025-07-18 |
ind_fintech |
0.0026 |
-0.0063 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-17 |
2025-07-18 |
ind_renewable_energy |
0.0172 |
-0.0121 |
-0.0002 |
tilt_INDUSTRY |
| 2025-07-17 |
2025-07-18 |
ind_diversified_retail |
-0.0092 |
0.0026 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-17 |
2025-07-18 |
ind_leisure_products |
0.0095 |
-0.0025 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-17 |
2025-07-18 |
ind_automobile |
-0.1127 |
-0.0034 |
0.0004 |
tilt_INDUSTRY |
| 2025-07-17 |
2025-07-18 |
country_SG |
0.0605 |
0.0038 |
0.0002 |
tilt_COUNTRY |
| 2025-07-17 |
2025-07-18 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-07-17 |
2025-07-18 |
country_JP |
-0.0446 |
-0.0046 |
0.0002 |
tilt_COUNTRY |
| 2025-07-17 |
2025-07-18 |
value_gc |
1.7906 |
0.0002 |
0.0004 |
alpha_VALUE |
| 2025-07-17 |
2025-07-18 |
ind_metals_mining |
-0.1382 |
0.0081 |
-0.0011 |
tilt_INDUSTRY |
| 2025-07-17 |
2025-07-18 |
ind_construction_materials |
-0.0058 |
-0.0018 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-17 |
2025-07-18 |
country_TH |
0.0617 |
0.0003 |
0.0000 |
tilt_COUNTRY |
| 2025-07-17 |
2025-07-18 |
ind_multiline_utilities |
-0.0131 |
-0.0023 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-17 |
2025-07-18 |
ind_textiles_apparel |
-0.0306 |
-0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-17 |
2025-07-18 |
ind_beverages |
-0.0802 |
0.0058 |
-0.0005 |
tilt_INDUSTRY |
| 2025-07-17 |
2025-07-18 |
country_TW |
0.0625 |
0.0000 |
0.0000 |
tilt_COUNTRY |
| 2025-07-17 |
2025-07-18 |
ind_aerospace_defense |
-0.0019 |
0.0023 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-17 |
2025-07-18 |
ind_household_products_services |
-0.0126 |
-0.0039 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-17 |
2025-07-18 |
ind_healthcare_equipment_supplies |
-0.0854 |
0.0003 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-17 |
2025-07-18 |
ind_commercial_services_supplies |
0.0097 |
0.0012 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-17 |
2025-07-18 |
ind_passenger_transportation |
0.0636 |
-0.0028 |
-0.0002 |
tilt_INDUSTRY |
| 2025-07-17 |
2025-07-18 |
ind_semiconductors |
0.0069 |
-0.0018 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-17 |
2025-07-18 |
value_liq |
0.3291 |
0.0006 |
0.0002 |
alpha_VALUE |
| 2025-07-17 |
2025-07-18 |
country_ID |
0.0097 |
-0.0081 |
-0.0001 |
tilt_COUNTRY |
| 2025-07-17 |
2025-07-18 |
ind_machinery |
0.0682 |
0.0012 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-17 |
2025-07-18 |
linkage |
0.7635 |
0.0003 |
0.0002 |
alpha_MOMENTUM |
| 2025-07-17 |
2025-07-18 |
country_NZ |
-0.0183 |
-0.0042 |
0.0001 |
tilt_COUNTRY |
| 2025-07-17 |
2025-07-18 |
size_MID |
-0.1005 |
-0.0011 |
0.0001 |
tilt_SIZE |
| 2025-07-17 |
2025-07-18 |
ind_coal |
-0.0486 |
0.0054 |
-0.0003 |
tilt_INDUSTRY |
| 2025-07-17 |
2025-07-18 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-07-17 |
2025-07-18 |
ind_real_estate_operations |
-0.0090 |
-0.0022 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-17 |
2025-07-18 |
ind_paper_forestry |
-0.0079 |
-0.0047 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-17 |
2025-07-18 |
ind_natural_gas_utilities |
0.0047 |
-0.0042 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-17 |
2025-07-18 |
ind_holding_companies |
0.0060 |
-0.0046 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-17 |
2025-07-18 |
ind_pharmaceuticals |
-0.0249 |
-0.0005 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-17 |
2025-07-18 |
ind_freight_logistics |
-0.0358 |
0.0039 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-17 |
2025-07-18 |
ind_computers_phones_household_electronics |
0.0892 |
-0.0021 |
-0.0002 |
tilt_INDUSTRY |
| 2025-07-17 |
2025-07-18 |
country_XH |
0.0632 |
0.0096 |
0.0006 |
tilt_COUNTRY |
| 2025-07-17 |
2025-07-18 |
ind_oil_gas |
0.0736 |
0.0021 |
0.0002 |
tilt_INDUSTRY |
| 2025-07-17 |
2025-07-18 |
ind_banking_services |
-0.1097 |
-0.0005 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-17 |
2025-07-18 |
size_MICRO |
-0.0090 |
0.0011 |
-0.0000 |
tilt_SIZE |
| 2025-07-17 |
2025-07-18 |
country_HK |
0.1176 |
0.0040 |
0.0005 |
tilt_COUNTRY |
| 2025-07-17 |
2025-07-18 |
ind_electronic_equipment |
-0.0840 |
-0.0059 |
0.0005 |
tilt_INDUSTRY |
| 2025-07-17 |
2025-07-18 |
quality |
3.9840 |
-0.0003 |
-0.0011 |
alpha_QUALITY |
| 2025-07-17 |
2025-07-18 |
ind_specialty_reatil |
0.0080 |
-0.0005 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-18 |
2025-07-21 |
specret |
NaN |
NaN |
-0.0012 |
unexplained |
| 2025-07-18 |
2025-07-21 |
ind_industrial_distribution |
0.0168 |
0.0008 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-18 |
2025-07-21 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-07-18 |
2025-07-21 |
ind_metals_mining |
-0.1367 |
0.0154 |
-0.0021 |
tilt_INDUSTRY |
| 2025-07-18 |
2025-07-21 |
ind_beverages |
-0.0797 |
-0.0039 |
0.0003 |
tilt_INDUSTRY |
| 2025-07-18 |
2025-07-21 |
linearCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-07-18 |
2025-07-21 |
ind_communications_equipment |
0.0040 |
-0.0019 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-18 |
2025-07-21 |
ind_renewable_energy |
0.0173 |
0.0049 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-18 |
2025-07-21 |
ind_water_utilities |
-0.0070 |
0.0054 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-18 |
2025-07-21 |
ind_investment_services |
0.0721 |
0.0039 |
0.0003 |
tilt_INDUSTRY |
| 2025-07-18 |
2025-07-21 |
ind_food_drug_retail |
0.0587 |
0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-18 |
2025-07-21 |
ind_pharmaceuticals |
-0.0245 |
-0.0062 |
0.0002 |
tilt_INDUSTRY |
| 2025-07-18 |
2025-07-21 |
ind_passenger_transportation |
0.0633 |
-0.0009 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-18 |
2025-07-21 |
ind_healthcare_providers_services |
0.0244 |
-0.0040 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-18 |
2025-07-21 |
value_gc |
1.7802 |
0.0008 |
0.0015 |
alpha_VALUE |
| 2025-07-18 |
2025-07-21 |
ind_homebuilding_building_products |
-0.0333 |
0.0046 |
-0.0002 |
tilt_INDUSTRY |
| 2025-07-18 |
2025-07-21 |
ind_construction_engineering |
0.1032 |
0.0096 |
0.0010 |
tilt_INDUSTRY |
| 2025-07-18 |
2025-07-21 |
ind_food_tobacco |
0.1348 |
-0.0002 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-18 |
2025-07-21 |
ind_software_it_services |
0.1233 |
-0.0065 |
-0.0008 |
tilt_INDUSTRY |
| 2025-07-18 |
2025-07-21 |
stability |
4.4898 |
-0.0004 |
-0.0020 |
alpha_QUALITY |
| 2025-07-18 |
2025-07-21 |
ind_insurance |
0.0462 |
-0.0030 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-18 |
2025-07-21 |
ind_healthcare_equipment_supplies |
-0.0848 |
-0.0028 |
0.0002 |
tilt_INDUSTRY |
| 2025-07-18 |
2025-07-21 |
reversal |
1.0097 |
0.0010 |
0.0010 |
alpha_REVERSAL |
| 2025-07-18 |
2025-07-21 |
country_TH |
0.0600 |
-0.0033 |
-0.0002 |
tilt_COUNTRY |
| 2025-07-18 |
2025-07-21 |
size_SMALL |
-0.0029 |
0.0001 |
-0.0000 |
tilt_SIZE |
| 2025-07-18 |
2025-07-21 |
fcost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-07-18 |
2025-07-21 |
ind_electric_utilities_ipps |
-0.0547 |
0.0028 |
-0.0002 |
tilt_INDUSTRY |
| 2025-07-18 |
2025-07-21 |
ind_household_products_services |
-0.0125 |
-0.0024 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-18 |
2025-07-21 |
momentum |
0.0589 |
-0.0004 |
-0.0000 |
alpha_MOMENTUM |
| 2025-07-18 |
2025-07-21 |
ind_textiles_apparel |
-0.0306 |
0.0030 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-18 |
2025-07-21 |
country_MY |
0.0060 |
-0.0042 |
-0.0000 |
tilt_COUNTRY |
| 2025-07-18 |
2025-07-21 |
neglect |
0.6015 |
0.0007 |
0.0004 |
alpha_VALUE |
| 2025-07-18 |
2025-07-21 |
ind_oil_gas_equipment_services |
-0.0121 |
0.0016 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-18 |
2025-07-21 |
size_MICRO |
-0.0063 |
0.0023 |
-0.0000 |
tilt_SIZE |
| 2025-07-18 |
2025-07-21 |
fmom |
0.5163 |
0.0003 |
0.0001 |
alpha_QUALITY |
| 2025-07-18 |
2025-07-21 |
country_SG |
0.0594 |
0.0021 |
0.0001 |
tilt_COUNTRY |
| 2025-07-18 |
2025-07-21 |
ind_banking_services |
-0.0978 |
-0.0078 |
0.0008 |
tilt_INDUSTRY |
| 2025-07-18 |
2025-07-21 |
ind_natural_gas_utilities |
0.0048 |
0.0019 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-18 |
2025-07-21 |
ind_commercial_services_supplies |
0.0094 |
-0.0007 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-18 |
2025-07-21 |
country_PH |
0.0022 |
0.0069 |
0.0000 |
tilt_COUNTRY |
| 2025-07-18 |
2025-07-21 |
ind_uranium |
-0.0026 |
0.0239 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-18 |
2025-07-21 |
size_LARGE |
0.1485 |
-0.0001 |
-0.0000 |
tilt_SIZE |
| 2025-07-18 |
2025-07-21 |
country_JP |
-0.0474 |
-0.0033 |
0.0002 |
tilt_COUNTRY |
| 2025-07-18 |
2025-07-21 |
sdiscrepancy |
NaN |
NaN |
-0.0002 |
unexplained |
| 2025-07-18 |
2025-07-21 |
country_XH |
0.0700 |
0.0066 |
0.0005 |
tilt_COUNTRY |
| 2025-07-18 |
2025-07-21 |
ind_aerospace_defense |
-0.0022 |
0.0014 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-18 |
2025-07-21 |
ind_hotels_entertainment |
-0.0680 |
-0.0019 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-18 |
2025-07-21 |
ind_office_equipment |
-0.0096 |
-0.0070 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-18 |
2025-07-21 |
ind_telecommunications_serices |
0.1205 |
-0.0034 |
-0.0004 |
tilt_INDUSTRY |
| 2025-07-18 |
2025-07-21 |
quality |
3.9900 |
-0.0001 |
-0.0002 |
alpha_QUALITY |
| 2025-07-18 |
2025-07-21 |
ind_diversified_retail |
-0.0089 |
0.0005 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-18 |
2025-07-21 |
ind_transportation_infrastructure |
-0.0067 |
0.0024 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-18 |
2025-07-21 |
ind_biotechnology |
-0.0164 |
-0.0147 |
0.0002 |
tilt_INDUSTRY |
| 2025-07-18 |
2025-07-21 |
sbeta_market |
0.0286 |
-0.0010 |
-0.0000 |
risk_exposure |
| 2025-07-18 |
2025-07-21 |
linkage |
0.7623 |
-0.0005 |
-0.0004 |
alpha_MOMENTUM |
| 2025-07-18 |
2025-07-21 |
ind_leisure_products |
0.0093 |
-0.0003 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-18 |
2025-07-21 |
country_AU |
-0.1012 |
-0.0147 |
0.0015 |
tilt_COUNTRY |
| 2025-07-18 |
2025-07-21 |
ind_household_goods |
-0.0074 |
-0.0055 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-18 |
2025-07-21 |
ind_oil_gas |
0.0729 |
0.0063 |
0.0005 |
tilt_INDUSTRY |
| 2025-07-18 |
2025-07-21 |
ind_fintech |
0.0022 |
-0.0054 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-18 |
2025-07-21 |
ind_electronic_equipment |
-0.0822 |
-0.0018 |
0.0002 |
tilt_INDUSTRY |
| 2025-07-18 |
2025-07-21 |
country_CN |
-0.0890 |
0.0031 |
-0.0003 |
tilt_COUNTRY |
| 2025-07-18 |
2025-07-21 |
country_NZ |
-0.0181 |
0.0014 |
-0.0000 |
tilt_COUNTRY |
| 2025-07-18 |
2025-07-21 |
ind_containers_packaging |
0.0056 |
0.0027 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-18 |
2025-07-21 |
country_TW |
0.0612 |
-0.0041 |
-0.0003 |
tilt_COUNTRY |
| 2025-07-18 |
2025-07-21 |
market |
0.0437 |
0.0047 |
0.0002 |
risk_exposure |
| 2025-07-18 |
2025-07-21 |
ind_chemicals |
-0.0621 |
0.0051 |
-0.0003 |
tilt_INDUSTRY |
| 2025-07-18 |
2025-07-21 |
ind_consumer_goods_conglomerates |
0.0137 |
-0.0004 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-18 |
2025-07-21 |
size_MID |
-0.0957 |
-0.0001 |
0.0000 |
tilt_SIZE |
| 2025-07-18 |
2025-07-21 |
ind_media_publishing |
0.0268 |
-0.0031 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-18 |
2025-07-21 |
country_HK |
0.1221 |
0.0038 |
0.0005 |
tilt_COUNTRY |
| 2025-07-18 |
2025-07-21 |
ind_construction_materials |
-0.0057 |
0.0316 |
-0.0002 |
tilt_INDUSTRY |
| 2025-07-18 |
2025-07-21 |
ind_coal |
-0.0496 |
0.0159 |
-0.0008 |
tilt_INDUSTRY |
| 2025-07-18 |
2025-07-21 |
ind_paper_forestry |
-0.0074 |
0.0095 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-18 |
2025-07-21 |
ind_specialty_reatil |
0.0070 |
-0.0032 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-18 |
2025-07-21 |
pdiscrepancy |
NaN |
NaN |
0.0000 |
unexplained |
| 2025-07-18 |
2025-07-21 |
country_ID |
0.0088 |
-0.0038 |
-0.0000 |
tilt_COUNTRY |
| 2025-07-18 |
2025-07-21 |
ind_integrated_hardware_software |
0.0078 |
-0.0024 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-18 |
2025-07-21 |
revision |
0.9002 |
0.0002 |
0.0001 |
alpha_REVISION |
| 2025-07-18 |
2025-07-21 |
ind_real_estate_operations |
-0.0111 |
-0.0000 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-18 |
2025-07-21 |
ind_machinery |
0.0741 |
0.0062 |
0.0005 |
tilt_INDUSTRY |
| 2025-07-18 |
2025-07-21 |
bcost |
NaN |
NaN |
-0.0008 |
cost |
| 2025-07-18 |
2025-07-21 |
value_liq |
0.3202 |
0.0004 |
0.0001 |
alpha_VALUE |
| 2025-07-18 |
2025-07-21 |
ind_multiline_utilities |
-0.0131 |
0.0018 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-18 |
2025-07-21 |
ind_automobile |
-0.1161 |
-0.0002 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-18 |
2025-07-21 |
ind_holding_companies |
0.0070 |
0.0112 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-18 |
2025-07-21 |
country_IN |
0.0110 |
-0.0030 |
-0.0000 |
tilt_COUNTRY |
| 2025-07-18 |
2025-07-21 |
ind_freight_logistics |
-0.0358 |
-0.0023 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-18 |
2025-07-21 |
country_KR |
-0.1013 |
-0.0000 |
0.0000 |
tilt_COUNTRY |
| 2025-07-18 |
2025-07-21 |
ind_computers_phones_household_electronics |
0.0898 |
-0.0005 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-18 |
2025-07-21 |
ind_semiconductors |
0.0076 |
-0.0028 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-21 |
2025-07-22 |
ind_automobile |
-0.1172 |
-0.0035 |
0.0004 |
tilt_INDUSTRY |
| 2025-07-21 |
2025-07-22 |
ind_consumer_goods_conglomerates |
0.0136 |
0.0148 |
0.0002 |
tilt_INDUSTRY |
| 2025-07-21 |
2025-07-22 |
ind_construction_engineering |
0.0952 |
0.0080 |
0.0008 |
tilt_INDUSTRY |
| 2025-07-21 |
2025-07-22 |
ind_homebuilding_building_products |
-0.0336 |
0.0055 |
-0.0002 |
tilt_INDUSTRY |
| 2025-07-21 |
2025-07-22 |
ind_investment_services |
0.0729 |
0.0006 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-21 |
2025-07-22 |
ind_real_estate_operations |
-0.0136 |
0.0031 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-21 |
2025-07-22 |
ind_hotels_entertainment |
-0.0678 |
0.0001 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-21 |
2025-07-22 |
ind_beverages |
-0.0795 |
0.0114 |
-0.0009 |
tilt_INDUSTRY |
| 2025-07-21 |
2025-07-22 |
ind_construction_materials |
-0.0058 |
0.0269 |
-0.0002 |
tilt_INDUSTRY |
| 2025-07-21 |
2025-07-22 |
ind_uranium |
-0.0026 |
0.0103 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-21 |
2025-07-22 |
ind_textiles_apparel |
-0.0323 |
0.0012 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-21 |
2025-07-22 |
country_JP |
-0.0438 |
-0.0035 |
0.0002 |
tilt_COUNTRY |
| 2025-07-21 |
2025-07-22 |
ind_specialty_reatil |
0.0055 |
0.0005 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-21 |
2025-07-22 |
ind_electronic_equipment |
-0.0814 |
-0.0057 |
0.0005 |
tilt_INDUSTRY |
| 2025-07-21 |
2025-07-22 |
reversal |
0.9250 |
-0.0014 |
-0.0013 |
alpha_REVERSAL |
| 2025-07-21 |
2025-07-22 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-07-21 |
2025-07-22 |
size_MICRO |
-0.0058 |
-0.0020 |
0.0000 |
tilt_SIZE |
| 2025-07-21 |
2025-07-22 |
ind_office_equipment |
-0.0104 |
-0.0080 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-21 |
2025-07-22 |
pdiscrepancy |
NaN |
NaN |
0.0000 |
unexplained |
| 2025-07-21 |
2025-07-22 |
ind_metals_mining |
-0.1360 |
0.0173 |
-0.0024 |
tilt_INDUSTRY |
| 2025-07-21 |
2025-07-22 |
ind_communications_equipment |
0.0062 |
-0.0061 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-21 |
2025-07-22 |
country_XH |
0.0729 |
0.0083 |
0.0006 |
tilt_COUNTRY |
| 2025-07-21 |
2025-07-22 |
ind_leisure_products |
0.0091 |
-0.0071 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-21 |
2025-07-22 |
ind_healthcare_providers_services |
0.0248 |
-0.0005 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-21 |
2025-07-22 |
size_LARGE |
0.1503 |
0.0011 |
0.0002 |
tilt_SIZE |
| 2025-07-21 |
2025-07-22 |
ind_fintech |
0.0021 |
0.0139 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-21 |
2025-07-22 |
ind_banking_services |
-0.0832 |
-0.0070 |
0.0006 |
tilt_INDUSTRY |
| 2025-07-21 |
2025-07-22 |
ind_pharmaceuticals |
-0.0278 |
-0.0049 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-21 |
2025-07-22 |
ind_containers_packaging |
0.0064 |
-0.0014 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-21 |
2025-07-22 |
ind_biotechnology |
-0.0165 |
-0.0040 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-21 |
2025-07-22 |
fmom |
0.5435 |
-0.0003 |
-0.0002 |
alpha_QUALITY |
| 2025-07-21 |
2025-07-22 |
value_gc |
1.7589 |
0.0009 |
0.0016 |
alpha_VALUE |
| 2025-07-21 |
2025-07-22 |
ind_industrial_distribution |
0.0168 |
0.0071 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-21 |
2025-07-22 |
neglect |
0.6201 |
-0.0006 |
-0.0003 |
alpha_VALUE |
| 2025-07-21 |
2025-07-22 |
ind_chemicals |
-0.0699 |
0.0067 |
-0.0005 |
tilt_INDUSTRY |
| 2025-07-21 |
2025-07-22 |
ind_computers_phones_household_electronics |
0.0896 |
-0.0072 |
-0.0006 |
tilt_INDUSTRY |
| 2025-07-21 |
2025-07-22 |
ind_insurance |
0.0451 |
-0.0020 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-21 |
2025-07-22 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-07-21 |
2025-07-22 |
ind_household_goods |
-0.0075 |
0.0011 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-21 |
2025-07-22 |
country_IN |
0.0109 |
-0.0092 |
-0.0001 |
tilt_COUNTRY |
| 2025-07-21 |
2025-07-22 |
ind_multiline_utilities |
-0.0131 |
-0.0026 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-21 |
2025-07-22 |
country_AU |
-0.1021 |
-0.0015 |
0.0002 |
tilt_COUNTRY |
| 2025-07-21 |
2025-07-22 |
ind_semiconductors |
0.0095 |
-0.0033 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-21 |
2025-07-22 |
quality |
4.0307 |
0.0010 |
0.0042 |
alpha_QUALITY |
| 2025-07-21 |
2025-07-22 |
ind_freight_logistics |
-0.0354 |
0.0023 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-21 |
2025-07-22 |
ind_machinery |
0.0821 |
0.0017 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-21 |
2025-07-22 |
ind_software_it_services |
0.1222 |
-0.0080 |
-0.0010 |
tilt_INDUSTRY |
| 2025-07-21 |
2025-07-22 |
ind_water_utilities |
-0.0072 |
-0.0004 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-21 |
2025-07-22 |
ind_food_tobacco |
0.1324 |
0.0007 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-21 |
2025-07-22 |
revision |
0.9145 |
0.0003 |
0.0003 |
alpha_REVISION |
| 2025-07-21 |
2025-07-22 |
ind_passenger_transportation |
0.0632 |
-0.0011 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-21 |
2025-07-22 |
ind_renewable_energy |
0.0175 |
0.0165 |
0.0003 |
tilt_INDUSTRY |
| 2025-07-21 |
2025-07-22 |
linearCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-07-21 |
2025-07-22 |
ind_telecommunications_serices |
0.1209 |
-0.0061 |
-0.0007 |
tilt_INDUSTRY |
| 2025-07-21 |
2025-07-22 |
country_HK |
0.1225 |
0.0072 |
0.0009 |
tilt_COUNTRY |
| 2025-07-21 |
2025-07-22 |
ind_holding_companies |
0.0070 |
-0.0024 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-21 |
2025-07-22 |
ind_transportation_infrastructure |
-0.0062 |
-0.0026 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-21 |
2025-07-22 |
country_TW |
0.0582 |
-0.0181 |
-0.0011 |
tilt_COUNTRY |
| 2025-07-21 |
2025-07-22 |
size_MID |
-0.1009 |
0.0002 |
-0.0000 |
tilt_SIZE |
| 2025-07-21 |
2025-07-22 |
ind_paper_forestry |
-0.0071 |
0.0097 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-21 |
2025-07-22 |
ind_coal |
-0.0513 |
0.0463 |
-0.0024 |
tilt_INDUSTRY |
| 2025-07-21 |
2025-07-22 |
ind_diversified_retail |
-0.0088 |
-0.0067 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-21 |
2025-07-22 |
ind_media_publishing |
0.0292 |
-0.0046 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-21 |
2025-07-22 |
value_liq |
0.2988 |
0.0013 |
0.0004 |
alpha_VALUE |
| 2025-07-21 |
2025-07-22 |
market |
0.0398 |
0.0076 |
0.0003 |
risk_exposure |
| 2025-07-21 |
2025-07-22 |
country_NZ |
-0.0179 |
-0.0159 |
0.0003 |
tilt_COUNTRY |
| 2025-07-21 |
2025-07-22 |
country_CN |
-0.0914 |
0.0067 |
-0.0006 |
tilt_COUNTRY |
| 2025-07-21 |
2025-07-22 |
linkage |
0.8066 |
-0.0020 |
-0.0016 |
alpha_MOMENTUM |
| 2025-07-21 |
2025-07-22 |
ind_integrated_hardware_software |
0.0078 |
-0.0091 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-21 |
2025-07-22 |
sbeta_market |
0.0237 |
-0.0077 |
-0.0002 |
risk_exposure |
| 2025-07-21 |
2025-07-22 |
country_ID |
0.0086 |
-0.0210 |
-0.0002 |
tilt_COUNTRY |
| 2025-07-21 |
2025-07-22 |
country_KR |
-0.1004 |
-0.0105 |
0.0011 |
tilt_COUNTRY |
| 2025-07-21 |
2025-07-22 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-07-21 |
2025-07-22 |
stability |
4.5463 |
-0.0003 |
-0.0014 |
alpha_QUALITY |
| 2025-07-21 |
2025-07-22 |
ind_oil_gas |
0.0693 |
0.0017 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-21 |
2025-07-22 |
ind_natural_gas_utilities |
0.0049 |
-0.0005 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-21 |
2025-07-22 |
specret |
NaN |
NaN |
0.0041 |
unexplained |
| 2025-07-21 |
2025-07-22 |
ind_aerospace_defense |
-0.0032 |
-0.0002 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-21 |
2025-07-22 |
ind_electric_utilities_ipps |
-0.0554 |
0.0024 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-21 |
2025-07-22 |
ind_commercial_services_supplies |
0.0098 |
-0.0015 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-21 |
2025-07-22 |
country_PH |
0.0022 |
-0.0029 |
-0.0000 |
tilt_COUNTRY |
| 2025-07-21 |
2025-07-22 |
country_MY |
0.0060 |
-0.0071 |
-0.0000 |
tilt_COUNTRY |
| 2025-07-21 |
2025-07-22 |
ind_household_products_services |
-0.0124 |
-0.0012 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-21 |
2025-07-22 |
ind_oil_gas_equipment_services |
-0.0103 |
0.0064 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-21 |
2025-07-22 |
country_SG |
0.0585 |
-0.0015 |
-0.0001 |
tilt_COUNTRY |
| 2025-07-21 |
2025-07-22 |
sdiscrepancy |
NaN |
NaN |
0.0007 |
unexplained |
| 2025-07-21 |
2025-07-22 |
country_TH |
0.0558 |
-0.0205 |
-0.0011 |
tilt_COUNTRY |
| 2025-07-21 |
2025-07-22 |
size_SMALL |
-0.0039 |
-0.0009 |
0.0000 |
tilt_SIZE |
| 2025-07-21 |
2025-07-22 |
momentum |
0.0742 |
-0.0012 |
-0.0001 |
alpha_MOMENTUM |
| 2025-07-21 |
2025-07-22 |
ind_food_drug_retail |
0.0588 |
-0.0025 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-21 |
2025-07-22 |
ind_healthcare_equipment_supplies |
-0.0866 |
-0.0040 |
0.0003 |
tilt_INDUSTRY |
| 2025-07-22 |
2025-07-23 |
ind_leisure_products |
0.0095 |
0.0235 |
0.0002 |
tilt_INDUSTRY |
| 2025-07-22 |
2025-07-23 |
ind_textiles_apparel |
-0.0311 |
0.0027 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-22 |
2025-07-23 |
ind_hotels_entertainment |
-0.0678 |
0.0006 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-22 |
2025-07-23 |
country_ID |
0.0075 |
0.0102 |
0.0001 |
tilt_COUNTRY |
| 2025-07-22 |
2025-07-23 |
linkage |
0.8242 |
0.0002 |
0.0002 |
alpha_MOMENTUM |
| 2025-07-22 |
2025-07-23 |
ind_household_products_services |
-0.0123 |
-0.0008 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-22 |
2025-07-23 |
ind_integrated_hardware_software |
0.0077 |
0.0058 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-22 |
2025-07-23 |
reversal |
0.7885 |
0.0021 |
0.0017 |
alpha_REVERSAL |
| 2025-07-22 |
2025-07-23 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-07-22 |
2025-07-23 |
ind_containers_packaging |
0.0064 |
0.0062 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-22 |
2025-07-23 |
ind_natural_gas_utilities |
0.0049 |
-0.0024 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-22 |
2025-07-23 |
ind_holding_companies |
0.0070 |
-0.0052 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-22 |
2025-07-23 |
ind_aerospace_defense |
-0.0037 |
-0.0120 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-22 |
2025-07-23 |
country_TH |
0.0521 |
0.0260 |
0.0014 |
tilt_COUNTRY |
| 2025-07-22 |
2025-07-23 |
value_liq |
0.2763 |
0.0013 |
0.0004 |
alpha_VALUE |
| 2025-07-22 |
2025-07-23 |
ind_beverages |
-0.0817 |
-0.0020 |
0.0002 |
tilt_INDUSTRY |
| 2025-07-22 |
2025-07-23 |
ind_coal |
-0.0505 |
0.0018 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-22 |
2025-07-23 |
ind_banking_services |
-0.0755 |
0.0014 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-22 |
2025-07-23 |
size_MID |
-0.1069 |
-0.0012 |
0.0001 |
tilt_SIZE |
| 2025-07-22 |
2025-07-23 |
ind_construction_materials |
-0.0059 |
-0.0099 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-22 |
2025-07-23 |
ind_food_drug_retail |
0.0592 |
-0.0043 |
-0.0003 |
tilt_INDUSTRY |
| 2025-07-22 |
2025-07-23 |
country_NZ |
-0.0178 |
-0.0076 |
0.0001 |
tilt_COUNTRY |
| 2025-07-22 |
2025-07-23 |
ind_chemicals |
-0.0697 |
-0.0013 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-22 |
2025-07-23 |
ind_office_equipment |
-0.0118 |
0.0153 |
-0.0002 |
tilt_INDUSTRY |
| 2025-07-22 |
2025-07-23 |
ind_transportation_infrastructure |
-0.0061 |
0.0015 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-22 |
2025-07-23 |
size_SMALL |
-0.0095 |
-0.0037 |
0.0000 |
tilt_SIZE |
| 2025-07-22 |
2025-07-23 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-07-22 |
2025-07-23 |
ind_metals_mining |
-0.1375 |
-0.0002 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-22 |
2025-07-23 |
ind_renewable_energy |
0.0176 |
-0.0144 |
-0.0003 |
tilt_INDUSTRY |
| 2025-07-22 |
2025-07-23 |
ind_healthcare_providers_services |
0.0250 |
0.0067 |
0.0002 |
tilt_INDUSTRY |
| 2025-07-22 |
2025-07-23 |
country_SG |
0.0586 |
0.0015 |
0.0001 |
tilt_COUNTRY |
| 2025-07-22 |
2025-07-23 |
ind_passenger_transportation |
0.0634 |
0.0005 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-22 |
2025-07-23 |
ind_household_goods |
-0.0077 |
0.0123 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-22 |
2025-07-23 |
ind_automobile |
-0.1216 |
0.0050 |
-0.0006 |
tilt_INDUSTRY |
| 2025-07-22 |
2025-07-23 |
ind_water_utilities |
-0.0075 |
0.0076 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-22 |
2025-07-23 |
ind_commercial_services_supplies |
0.0116 |
0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-22 |
2025-07-23 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-07-22 |
2025-07-23 |
ind_semiconductors |
0.0114 |
-0.0014 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-22 |
2025-07-23 |
size_MICRO |
-0.0088 |
-0.0040 |
0.0000 |
tilt_SIZE |
| 2025-07-22 |
2025-07-23 |
ind_homebuilding_building_products |
-0.0343 |
0.0103 |
-0.0004 |
tilt_INDUSTRY |
| 2025-07-22 |
2025-07-23 |
quality |
4.0614 |
-0.0007 |
-0.0030 |
alpha_QUALITY |
| 2025-07-22 |
2025-07-23 |
ind_specialty_reatil |
0.0050 |
0.0039 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-22 |
2025-07-23 |
country_PH |
0.0022 |
0.0107 |
0.0000 |
tilt_COUNTRY |
| 2025-07-22 |
2025-07-23 |
country_JP |
-0.0465 |
0.0184 |
-0.0009 |
tilt_COUNTRY |
| 2025-07-22 |
2025-07-23 |
ind_machinery |
0.0849 |
-0.0045 |
-0.0004 |
tilt_INDUSTRY |
| 2025-07-22 |
2025-07-23 |
ind_computers_phones_household_electronics |
0.0894 |
0.0007 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-22 |
2025-07-23 |
country_MY |
0.0060 |
0.0061 |
0.0000 |
tilt_COUNTRY |
| 2025-07-22 |
2025-07-23 |
neglect |
0.6445 |
-0.0002 |
-0.0001 |
alpha_VALUE |
| 2025-07-22 |
2025-07-23 |
ind_healthcare_equipment_supplies |
-0.0871 |
0.0077 |
-0.0007 |
tilt_INDUSTRY |
| 2025-07-22 |
2025-07-23 |
ind_electric_utilities_ipps |
-0.0565 |
0.0007 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-22 |
2025-07-23 |
ind_food_tobacco |
0.1318 |
-0.0004 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-22 |
2025-07-23 |
country_HK |
0.1233 |
-0.0014 |
-0.0002 |
tilt_COUNTRY |
| 2025-07-22 |
2025-07-23 |
country_TW |
0.0554 |
0.0136 |
0.0008 |
tilt_COUNTRY |
| 2025-07-22 |
2025-07-23 |
pdiscrepancy |
NaN |
NaN |
-0.0000 |
unexplained |
| 2025-07-22 |
2025-07-23 |
ind_software_it_services |
0.1197 |
0.0006 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-22 |
2025-07-23 |
ind_telecommunications_serices |
0.1215 |
-0.0049 |
-0.0006 |
tilt_INDUSTRY |
| 2025-07-22 |
2025-07-23 |
ind_biotechnology |
-0.0169 |
0.0049 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-22 |
2025-07-23 |
revision |
0.9152 |
-0.0021 |
-0.0019 |
alpha_REVISION |
| 2025-07-22 |
2025-07-23 |
linearCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-07-22 |
2025-07-23 |
size_LARGE |
0.1476 |
0.0073 |
0.0011 |
tilt_SIZE |
| 2025-07-22 |
2025-07-23 |
sdiscrepancy |
NaN |
NaN |
0.0007 |
unexplained |
| 2025-07-22 |
2025-07-23 |
ind_construction_engineering |
0.0802 |
-0.0116 |
-0.0009 |
tilt_INDUSTRY |
| 2025-07-22 |
2025-07-23 |
value_gc |
1.7436 |
0.0007 |
0.0012 |
alpha_VALUE |
| 2025-07-22 |
2025-07-23 |
ind_freight_logistics |
-0.0353 |
0.0027 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-22 |
2025-07-23 |
ind_multiline_utilities |
-0.0131 |
0.0025 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-22 |
2025-07-23 |
ind_oil_gas_equipment_services |
-0.0102 |
-0.0010 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-22 |
2025-07-23 |
ind_oil_gas |
0.0692 |
-0.0014 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-22 |
2025-07-23 |
ind_pharmaceuticals |
-0.0357 |
0.0029 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-22 |
2025-07-23 |
specret |
NaN |
NaN |
-0.0063 |
unexplained |
| 2025-07-22 |
2025-07-23 |
ind_communications_equipment |
0.0111 |
-0.0062 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-22 |
2025-07-23 |
ind_insurance |
0.0430 |
0.0057 |
0.0002 |
tilt_INDUSTRY |
| 2025-07-22 |
2025-07-23 |
ind_industrial_distribution |
0.0171 |
0.0058 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-22 |
2025-07-23 |
ind_investment_services |
0.0733 |
0.0036 |
0.0003 |
tilt_INDUSTRY |
| 2025-07-22 |
2025-07-23 |
ind_uranium |
-0.0024 |
-0.0790 |
0.0002 |
tilt_INDUSTRY |
| 2025-07-22 |
2025-07-23 |
ind_electronic_equipment |
-0.0798 |
-0.0002 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-22 |
2025-07-23 |
country_XH |
0.0793 |
-0.0000 |
-0.0000 |
tilt_COUNTRY |
| 2025-07-22 |
2025-07-23 |
fmom |
0.5440 |
0.0007 |
0.0004 |
alpha_QUALITY |
| 2025-07-22 |
2025-07-23 |
momentum |
0.0721 |
-0.0002 |
-0.0000 |
alpha_MOMENTUM |
| 2025-07-22 |
2025-07-23 |
country_IN |
0.0091 |
0.0013 |
0.0000 |
tilt_COUNTRY |
| 2025-07-22 |
2025-07-23 |
stability |
4.5925 |
-0.0005 |
-0.0025 |
alpha_QUALITY |
| 2025-07-22 |
2025-07-23 |
country_CN |
-0.1051 |
-0.0098 |
0.0010 |
tilt_COUNTRY |
| 2025-07-22 |
2025-07-23 |
ind_fintech |
0.0019 |
0.0091 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-22 |
2025-07-23 |
market |
0.0224 |
-0.0022 |
-0.0000 |
risk_exposure |
| 2025-07-22 |
2025-07-23 |
ind_paper_forestry |
-0.0065 |
-0.0020 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-22 |
2025-07-23 |
ind_media_publishing |
0.0296 |
-0.0039 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-22 |
2025-07-23 |
sbeta_market |
0.0075 |
0.0066 |
0.0001 |
risk_exposure |
| 2025-07-22 |
2025-07-23 |
country_AU |
-0.1017 |
0.0042 |
-0.0004 |
tilt_COUNTRY |
| 2025-07-22 |
2025-07-23 |
ind_consumer_goods_conglomerates |
0.0128 |
-0.0101 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-22 |
2025-07-23 |
country_KR |
-0.1000 |
-0.0013 |
0.0001 |
tilt_COUNTRY |
| 2025-07-22 |
2025-07-23 |
ind_real_estate_operations |
-0.0155 |
0.0006 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-22 |
2025-07-23 |
ind_diversified_retail |
-0.0081 |
0.0004 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-23 |
2025-07-24 |
country_PH |
0.0022 |
-0.0005 |
-0.0000 |
tilt_COUNTRY |
| 2025-07-23 |
2025-07-24 |
ind_electronic_equipment |
-0.0784 |
-0.0049 |
0.0004 |
tilt_INDUSTRY |
| 2025-07-23 |
2025-07-24 |
ind_oil_gas_equipment_services |
-0.0102 |
0.0017 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-23 |
2025-07-24 |
ind_natural_gas_utilities |
0.0048 |
0.0034 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-23 |
2025-07-24 |
ind_household_products_services |
-0.0125 |
0.0019 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-23 |
2025-07-24 |
ind_paper_forestry |
-0.0060 |
0.0031 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-23 |
2025-07-24 |
specret |
NaN |
NaN |
-0.0071 |
unexplained |
| 2025-07-23 |
2025-07-24 |
ind_hotels_entertainment |
-0.0671 |
-0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-23 |
2025-07-24 |
ind_uranium |
-0.0025 |
0.0018 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-23 |
2025-07-24 |
country_TH |
0.0503 |
-0.0073 |
-0.0004 |
tilt_COUNTRY |
| 2025-07-23 |
2025-07-24 |
country_KR |
-0.1017 |
-0.0060 |
0.0006 |
tilt_COUNTRY |
| 2025-07-23 |
2025-07-24 |
ind_aerospace_defense |
-0.0033 |
0.0081 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-23 |
2025-07-24 |
size_LARGE |
0.1400 |
0.0006 |
0.0001 |
tilt_SIZE |
| 2025-07-23 |
2025-07-24 |
country_HK |
0.1245 |
-0.0001 |
-0.0000 |
tilt_COUNTRY |
| 2025-07-23 |
2025-07-24 |
fmom |
0.5499 |
-0.0015 |
-0.0008 |
alpha_QUALITY |
| 2025-07-23 |
2025-07-24 |
ind_textiles_apparel |
-0.0293 |
0.0006 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-23 |
2025-07-24 |
neglect |
0.6606 |
0.0007 |
0.0005 |
alpha_VALUE |
| 2025-07-23 |
2025-07-24 |
country_XH |
0.0876 |
-0.0001 |
-0.0000 |
tilt_COUNTRY |
| 2025-07-23 |
2025-07-24 |
ind_investment_services |
0.0731 |
0.0044 |
0.0003 |
tilt_INDUSTRY |
| 2025-07-23 |
2025-07-24 |
ind_construction_materials |
-0.0058 |
-0.0020 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-23 |
2025-07-24 |
ind_beverages |
-0.0817 |
-0.0017 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-23 |
2025-07-24 |
ind_diversified_retail |
-0.0075 |
-0.0042 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-23 |
2025-07-24 |
ind_coal |
-0.0490 |
0.0053 |
-0.0003 |
tilt_INDUSTRY |
| 2025-07-23 |
2025-07-24 |
ind_insurance |
0.0408 |
-0.0008 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-23 |
2025-07-24 |
ind_food_tobacco |
0.1310 |
-0.0022 |
-0.0003 |
tilt_INDUSTRY |
| 2025-07-23 |
2025-07-24 |
ind_food_drug_retail |
0.0600 |
0.0011 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-23 |
2025-07-24 |
size_MID |
-0.1059 |
0.0004 |
-0.0000 |
tilt_SIZE |
| 2025-07-23 |
2025-07-24 |
ind_real_estate_operations |
-0.0163 |
-0.0018 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-23 |
2025-07-24 |
market |
0.0130 |
-0.0069 |
-0.0001 |
risk_exposure |
| 2025-07-23 |
2025-07-24 |
momentum |
0.0588 |
-0.0004 |
-0.0000 |
alpha_MOMENTUM |
| 2025-07-23 |
2025-07-24 |
revision |
0.9566 |
-0.0003 |
-0.0003 |
alpha_REVISION |
| 2025-07-23 |
2025-07-24 |
ind_software_it_services |
0.1155 |
-0.0059 |
-0.0007 |
tilt_INDUSTRY |
| 2025-07-23 |
2025-07-24 |
ind_multiline_utilities |
-0.0130 |
0.0007 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-23 |
2025-07-24 |
ind_household_goods |
-0.0079 |
-0.0076 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-23 |
2025-07-24 |
ind_telecommunications_serices |
0.1211 |
-0.0005 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-23 |
2025-07-24 |
country_CN |
-0.1025 |
-0.0007 |
0.0001 |
tilt_COUNTRY |
| 2025-07-23 |
2025-07-24 |
ind_passenger_transportation |
0.0640 |
0.0004 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-23 |
2025-07-24 |
ind_integrated_hardware_software |
0.0078 |
-0.0056 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-23 |
2025-07-24 |
ind_water_utilities |
-0.0077 |
0.0057 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-23 |
2025-07-24 |
ind_machinery |
0.0820 |
-0.0013 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-23 |
2025-07-24 |
country_ID |
0.0059 |
0.0014 |
0.0000 |
tilt_COUNTRY |
| 2025-07-23 |
2025-07-24 |
sbeta_market |
0.0042 |
0.0143 |
0.0001 |
risk_exposure |
| 2025-07-23 |
2025-07-24 |
country_IN |
0.0051 |
-0.0044 |
-0.0000 |
tilt_COUNTRY |
| 2025-07-23 |
2025-07-24 |
ind_transportation_infrastructure |
-0.0061 |
0.0060 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-23 |
2025-07-24 |
ind_electric_utilities_ipps |
-0.0566 |
-0.0007 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-23 |
2025-07-24 |
ind_holding_companies |
0.0071 |
0.0008 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-23 |
2025-07-24 |
ind_banking_services |
-0.0713 |
-0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-23 |
2025-07-24 |
ind_renewable_energy |
0.0177 |
0.0121 |
0.0002 |
tilt_INDUSTRY |
| 2025-07-23 |
2025-07-24 |
ind_freight_logistics |
-0.0354 |
0.0074 |
-0.0003 |
tilt_INDUSTRY |
| 2025-07-23 |
2025-07-24 |
ind_commercial_services_supplies |
0.0111 |
0.0025 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-23 |
2025-07-24 |
ind_media_publishing |
0.0295 |
-0.0014 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-23 |
2025-07-24 |
country_NZ |
-0.0179 |
-0.0011 |
0.0000 |
tilt_COUNTRY |
| 2025-07-23 |
2025-07-24 |
value_gc |
1.7651 |
-0.0004 |
-0.0008 |
alpha_VALUE |
| 2025-07-23 |
2025-07-24 |
country_SG |
0.0592 |
0.0054 |
0.0003 |
tilt_COUNTRY |
| 2025-07-23 |
2025-07-24 |
linearCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-07-23 |
2025-07-24 |
reversal |
1.1322 |
-0.0009 |
-0.0011 |
alpha_REVERSAL |
| 2025-07-23 |
2025-07-24 |
size_SMALL |
-0.0111 |
-0.0008 |
0.0000 |
tilt_SIZE |
| 2025-07-23 |
2025-07-24 |
ind_semiconductors |
0.0057 |
-0.0045 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-23 |
2025-07-24 |
sdiscrepancy |
NaN |
NaN |
0.0001 |
unexplained |
| 2025-07-23 |
2025-07-24 |
stability |
4.6205 |
-0.0007 |
-0.0031 |
alpha_QUALITY |
| 2025-07-23 |
2025-07-24 |
ind_healthcare_equipment_supplies |
-0.0896 |
0.0099 |
-0.0009 |
tilt_INDUSTRY |
| 2025-07-23 |
2025-07-24 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-07-23 |
2025-07-24 |
linkage |
0.8473 |
-0.0004 |
-0.0004 |
alpha_MOMENTUM |
| 2025-07-23 |
2025-07-24 |
size_MICRO |
-0.0101 |
-0.0015 |
0.0000 |
tilt_SIZE |
| 2025-07-23 |
2025-07-24 |
ind_homebuilding_building_products |
-0.0344 |
-0.0004 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-23 |
2025-07-24 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-07-23 |
2025-07-24 |
ind_leisure_products |
0.0096 |
0.0045 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-23 |
2025-07-24 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-07-23 |
2025-07-24 |
ind_office_equipment |
-0.0128 |
-0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-23 |
2025-07-24 |
quality |
4.0836 |
0.0002 |
0.0008 |
alpha_QUALITY |
| 2025-07-23 |
2025-07-24 |
ind_automobile |
-0.1248 |
-0.0034 |
0.0004 |
tilt_INDUSTRY |
| 2025-07-23 |
2025-07-24 |
pdiscrepancy |
NaN |
NaN |
-0.0001 |
unexplained |
| 2025-07-23 |
2025-07-24 |
ind_biotechnology |
-0.0158 |
0.0069 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-23 |
2025-07-24 |
ind_healthcare_providers_services |
0.0260 |
0.0161 |
0.0004 |
tilt_INDUSTRY |
| 2025-07-23 |
2025-07-24 |
ind_computers_phones_household_electronics |
0.0902 |
-0.0027 |
-0.0002 |
tilt_INDUSTRY |
| 2025-07-23 |
2025-07-24 |
ind_communications_equipment |
0.0187 |
-0.0036 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-23 |
2025-07-24 |
ind_metals_mining |
-0.1359 |
0.0020 |
-0.0003 |
tilt_INDUSTRY |
| 2025-07-23 |
2025-07-24 |
country_JP |
-0.0594 |
0.0082 |
-0.0005 |
tilt_COUNTRY |
| 2025-07-23 |
2025-07-24 |
ind_construction_engineering |
0.0713 |
0.0000 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-23 |
2025-07-24 |
ind_industrial_distribution |
0.0174 |
0.0017 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-23 |
2025-07-24 |
country_TW |
0.0545 |
-0.0011 |
-0.0001 |
tilt_COUNTRY |
| 2025-07-23 |
2025-07-24 |
ind_specialty_reatil |
0.0047 |
0.0057 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-23 |
2025-07-24 |
ind_pharmaceuticals |
-0.0434 |
0.0060 |
-0.0003 |
tilt_INDUSTRY |
| 2025-07-23 |
2025-07-24 |
ind_fintech |
0.0020 |
0.0009 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-23 |
2025-07-24 |
ind_oil_gas |
0.0721 |
-0.0031 |
-0.0002 |
tilt_INDUSTRY |
| 2025-07-23 |
2025-07-24 |
country_MY |
0.0060 |
0.0024 |
0.0000 |
tilt_COUNTRY |
| 2025-07-23 |
2025-07-24 |
ind_containers_packaging |
0.0064 |
-0.0006 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-23 |
2025-07-24 |
ind_consumer_goods_conglomerates |
0.0123 |
0.0071 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-23 |
2025-07-24 |
country_AU |
-0.1010 |
-0.0041 |
0.0004 |
tilt_COUNTRY |
| 2025-07-23 |
2025-07-24 |
value_liq |
0.2875 |
0.0003 |
0.0001 |
alpha_VALUE |
| 2025-07-23 |
2025-07-24 |
ind_chemicals |
-0.0646 |
0.0033 |
-0.0002 |
tilt_INDUSTRY |
| 2025-07-24 |
2025-07-25 |
linearCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-07-24 |
2025-07-25 |
ind_consumer_goods_conglomerates |
0.0133 |
0.0035 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-24 |
2025-07-25 |
ind_construction_engineering |
0.0686 |
-0.0047 |
-0.0003 |
tilt_INDUSTRY |
| 2025-07-24 |
2025-07-25 |
ind_diversified_retail |
-0.0073 |
-0.0032 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-24 |
2025-07-25 |
country_XH |
0.0899 |
-0.0049 |
-0.0004 |
tilt_COUNTRY |
| 2025-07-24 |
2025-07-25 |
ind_homebuilding_building_products |
-0.0336 |
-0.0019 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-24 |
2025-07-25 |
sdiscrepancy |
NaN |
NaN |
-0.0004 |
unexplained |
| 2025-07-24 |
2025-07-25 |
country_SG |
0.0596 |
0.0026 |
0.0002 |
tilt_COUNTRY |
| 2025-07-24 |
2025-07-25 |
ind_containers_packaging |
0.0064 |
0.0007 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-24 |
2025-07-25 |
ind_healthcare_equipment_supplies |
-0.0901 |
0.0055 |
-0.0005 |
tilt_INDUSTRY |
| 2025-07-24 |
2025-07-25 |
country_HK |
0.1243 |
0.0008 |
0.0001 |
tilt_COUNTRY |
| 2025-07-24 |
2025-07-25 |
reversal |
1.0613 |
0.0010 |
0.0011 |
alpha_REVERSAL |
| 2025-07-24 |
2025-07-25 |
ind_specialty_reatil |
0.0040 |
-0.0041 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-24 |
2025-07-25 |
ind_semiconductors |
-0.0001 |
0.0066 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-24 |
2025-07-25 |
value_gc |
1.7970 |
-0.0005 |
-0.0008 |
alpha_VALUE |
| 2025-07-24 |
2025-07-25 |
ind_industrial_distribution |
0.0175 |
-0.0039 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-24 |
2025-07-25 |
country_MY |
0.0060 |
0.0010 |
0.0000 |
tilt_COUNTRY |
| 2025-07-24 |
2025-07-25 |
country_TW |
0.0549 |
0.0007 |
0.0000 |
tilt_COUNTRY |
| 2025-07-24 |
2025-07-25 |
ind_software_it_services |
0.1096 |
0.0069 |
0.0008 |
tilt_INDUSTRY |
| 2025-07-24 |
2025-07-25 |
ind_commercial_services_supplies |
0.0070 |
0.0000 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-24 |
2025-07-25 |
stability |
4.5960 |
0.0003 |
0.0012 |
alpha_QUALITY |
| 2025-07-24 |
2025-07-25 |
ind_integrated_hardware_software |
0.0079 |
0.0084 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-24 |
2025-07-25 |
ind_oil_gas |
0.0735 |
0.0022 |
0.0002 |
tilt_INDUSTRY |
| 2025-07-24 |
2025-07-25 |
ind_pharmaceuticals |
-0.0450 |
-0.0018 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-24 |
2025-07-25 |
ind_real_estate_operations |
-0.0169 |
0.0020 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-24 |
2025-07-25 |
country_JP |
-0.0694 |
0.0002 |
-0.0000 |
tilt_COUNTRY |
| 2025-07-24 |
2025-07-25 |
ind_passenger_transportation |
0.0641 |
0.0010 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-24 |
2025-07-25 |
ind_computers_phones_household_electronics |
0.0902 |
0.0030 |
0.0003 |
tilt_INDUSTRY |
| 2025-07-24 |
2025-07-25 |
ind_coal |
-0.0478 |
-0.0056 |
0.0003 |
tilt_INDUSTRY |
| 2025-07-24 |
2025-07-25 |
ind_construction_materials |
-0.0054 |
-0.0057 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-24 |
2025-07-25 |
ind_fintech |
0.0016 |
-0.0165 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-24 |
2025-07-25 |
ind_multiline_utilities |
-0.0130 |
-0.0014 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-24 |
2025-07-25 |
value_liq |
0.3116 |
-0.0004 |
-0.0001 |
alpha_VALUE |
| 2025-07-24 |
2025-07-25 |
country_CN |
-0.0965 |
0.0010 |
-0.0001 |
tilt_COUNTRY |
| 2025-07-24 |
2025-07-25 |
ind_chemicals |
-0.0604 |
0.0003 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-24 |
2025-07-25 |
linkage |
0.8133 |
-0.0003 |
-0.0002 |
alpha_MOMENTUM |
| 2025-07-24 |
2025-07-25 |
ind_banking_services |
-0.0762 |
0.0010 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-24 |
2025-07-25 |
ind_leisure_products |
0.0091 |
-0.0044 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-24 |
2025-07-25 |
country_ID |
0.0044 |
-0.0026 |
-0.0000 |
tilt_COUNTRY |
| 2025-07-24 |
2025-07-25 |
sbeta_market |
0.0105 |
0.0045 |
0.0000 |
risk_exposure |
| 2025-07-24 |
2025-07-25 |
market |
0.0074 |
-0.0084 |
-0.0001 |
risk_exposure |
| 2025-07-24 |
2025-07-25 |
ind_electric_utilities_ipps |
-0.0548 |
-0.0034 |
0.0002 |
tilt_INDUSTRY |
| 2025-07-24 |
2025-07-25 |
country_IN |
0.0016 |
-0.0090 |
-0.0000 |
tilt_COUNTRY |
| 2025-07-24 |
2025-07-25 |
ind_transportation_infrastructure |
-0.0077 |
-0.0014 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-24 |
2025-07-25 |
ind_office_equipment |
-0.0135 |
-0.0047 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-24 |
2025-07-25 |
ind_holding_companies |
0.0070 |
-0.0007 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-24 |
2025-07-25 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-07-24 |
2025-07-25 |
momentum |
0.0443 |
0.0010 |
0.0000 |
alpha_MOMENTUM |
| 2025-07-24 |
2025-07-25 |
ind_water_utilities |
-0.0077 |
-0.0068 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-24 |
2025-07-25 |
ind_paper_forestry |
-0.0051 |
0.0020 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-24 |
2025-07-25 |
pdiscrepancy |
NaN |
NaN |
-0.0001 |
unexplained |
| 2025-07-24 |
2025-07-25 |
ind_telecommunications_serices |
0.1200 |
0.0038 |
0.0005 |
tilt_INDUSTRY |
| 2025-07-24 |
2025-07-25 |
revision |
1.0173 |
0.0015 |
0.0015 |
alpha_REVISION |
| 2025-07-24 |
2025-07-25 |
ind_household_goods |
-0.0082 |
0.0023 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-24 |
2025-07-25 |
ind_biotechnology |
-0.0138 |
-0.0065 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-24 |
2025-07-25 |
size_MID |
-0.1038 |
0.0013 |
-0.0001 |
tilt_SIZE |
| 2025-07-24 |
2025-07-25 |
country_NZ |
-0.0182 |
0.0109 |
-0.0002 |
tilt_COUNTRY |
| 2025-07-24 |
2025-07-25 |
ind_machinery |
0.0850 |
-0.0024 |
-0.0002 |
tilt_INDUSTRY |
| 2025-07-24 |
2025-07-25 |
size_SMALL |
-0.0059 |
0.0008 |
-0.0000 |
tilt_SIZE |
| 2025-07-24 |
2025-07-25 |
ind_insurance |
0.0399 |
0.0019 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-24 |
2025-07-25 |
quality |
4.0813 |
-0.0011 |
-0.0044 |
alpha_QUALITY |
| 2025-07-24 |
2025-07-25 |
country_PH |
0.0022 |
-0.0005 |
-0.0000 |
tilt_COUNTRY |
| 2025-07-24 |
2025-07-25 |
ind_electronic_equipment |
-0.0775 |
0.0008 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-24 |
2025-07-25 |
neglect |
0.6571 |
0.0005 |
0.0003 |
alpha_VALUE |
| 2025-07-24 |
2025-07-25 |
country_KR |
-0.1012 |
0.0043 |
-0.0004 |
tilt_COUNTRY |
| 2025-07-24 |
2025-07-25 |
country_TH |
0.0527 |
0.0043 |
0.0002 |
tilt_COUNTRY |
| 2025-07-24 |
2025-07-25 |
ind_textiles_apparel |
-0.0294 |
-0.0012 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-24 |
2025-07-25 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-07-24 |
2025-07-25 |
ind_household_products_services |
-0.0126 |
-0.0055 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-24 |
2025-07-25 |
ind_communications_equipment |
0.0225 |
0.0018 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-24 |
2025-07-25 |
ind_renewable_energy |
0.0179 |
-0.0122 |
-0.0002 |
tilt_INDUSTRY |
| 2025-07-24 |
2025-07-25 |
ind_investment_services |
0.0732 |
-0.0024 |
-0.0002 |
tilt_INDUSTRY |
| 2025-07-24 |
2025-07-25 |
ind_oil_gas_equipment_services |
-0.0102 |
-0.0012 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-24 |
2025-07-25 |
ind_food_tobacco |
0.1277 |
0.0009 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-24 |
2025-07-25 |
ind_hotels_entertainment |
-0.0659 |
-0.0013 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-24 |
2025-07-25 |
country_AU |
-0.1029 |
0.0022 |
-0.0002 |
tilt_COUNTRY |
| 2025-07-24 |
2025-07-25 |
ind_natural_gas_utilities |
0.0048 |
0.0010 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-24 |
2025-07-25 |
ind_freight_logistics |
-0.0340 |
0.0096 |
-0.0003 |
tilt_INDUSTRY |
| 2025-07-24 |
2025-07-25 |
size_MICRO |
-0.0090 |
0.0005 |
-0.0000 |
tilt_SIZE |
| 2025-07-24 |
2025-07-25 |
ind_automobile |
-0.1219 |
-0.0049 |
0.0006 |
tilt_INDUSTRY |
| 2025-07-24 |
2025-07-25 |
ind_metals_mining |
-0.1352 |
-0.0071 |
0.0010 |
tilt_INDUSTRY |
| 2025-07-24 |
2025-07-25 |
size_LARGE |
0.1261 |
-0.0031 |
-0.0004 |
tilt_SIZE |
| 2025-07-24 |
2025-07-25 |
ind_aerospace_defense |
-0.0028 |
0.0014 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-24 |
2025-07-25 |
ind_media_publishing |
0.0295 |
0.0038 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-24 |
2025-07-25 |
ind_food_drug_retail |
0.0594 |
0.0019 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-24 |
2025-07-25 |
ind_beverages |
-0.0801 |
-0.0083 |
0.0007 |
tilt_INDUSTRY |
| 2025-07-24 |
2025-07-25 |
fmom |
0.5725 |
-0.0002 |
-0.0001 |
alpha_QUALITY |
| 2025-07-24 |
2025-07-25 |
ind_healthcare_providers_services |
0.0260 |
0.0007 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-24 |
2025-07-25 |
specret |
NaN |
NaN |
-0.0050 |
unexplained |
| 2025-07-24 |
2025-07-25 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-07-24 |
2025-07-25 |
ind_uranium |
-0.0026 |
-0.0115 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-25 |
2025-07-28 |
linkage |
0.7690 |
0.0012 |
0.0009 |
alpha_MOMENTUM |
| 2025-07-25 |
2025-07-28 |
ind_banking_services |
-0.0852 |
-0.0045 |
0.0004 |
tilt_INDUSTRY |
| 2025-07-25 |
2025-07-28 |
ind_automobile |
-0.1172 |
0.0031 |
-0.0004 |
tilt_INDUSTRY |
| 2025-07-25 |
2025-07-28 |
country_ID |
0.0036 |
0.0190 |
0.0001 |
tilt_COUNTRY |
| 2025-07-25 |
2025-07-28 |
ind_healthcare_providers_services |
0.0250 |
-0.0014 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-25 |
2025-07-28 |
ind_leisure_products |
0.0089 |
-0.0002 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-25 |
2025-07-28 |
sbeta_market |
0.0224 |
0.0032 |
0.0001 |
risk_exposure |
| 2025-07-25 |
2025-07-28 |
ind_oil_gas |
0.0746 |
-0.0069 |
-0.0005 |
tilt_INDUSTRY |
| 2025-07-25 |
2025-07-28 |
market |
0.0141 |
-0.0046 |
-0.0001 |
risk_exposure |
| 2025-07-25 |
2025-07-28 |
country_IN |
0.0001 |
-0.0061 |
-0.0000 |
tilt_COUNTRY |
| 2025-07-25 |
2025-07-28 |
ind_office_equipment |
-0.0156 |
0.0085 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-25 |
2025-07-28 |
ind_electric_utilities_ipps |
-0.0532 |
-0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-25 |
2025-07-28 |
ind_food_drug_retail |
0.0588 |
-0.0014 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-25 |
2025-07-28 |
ind_transportation_infrastructure |
-0.0077 |
-0.0048 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-25 |
2025-07-28 |
ind_communications_equipment |
0.0227 |
0.0108 |
0.0002 |
tilt_INDUSTRY |
| 2025-07-25 |
2025-07-28 |
ind_beverages |
-0.0798 |
-0.0042 |
0.0003 |
tilt_INDUSTRY |
| 2025-07-25 |
2025-07-28 |
bcost |
NaN |
NaN |
-0.0009 |
cost |
| 2025-07-25 |
2025-07-28 |
country_CN |
-0.0909 |
-0.0002 |
0.0000 |
tilt_COUNTRY |
| 2025-07-25 |
2025-07-28 |
country_TW |
0.0538 |
0.0024 |
0.0001 |
tilt_COUNTRY |
| 2025-07-25 |
2025-07-28 |
ind_construction_materials |
-0.0048 |
0.0011 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-25 |
2025-07-28 |
ind_homebuilding_building_products |
-0.0334 |
0.0003 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-25 |
2025-07-28 |
size_LARGE |
0.1237 |
0.0035 |
0.0004 |
tilt_SIZE |
| 2025-07-25 |
2025-07-28 |
country_AU |
-0.1007 |
0.0073 |
-0.0007 |
tilt_COUNTRY |
| 2025-07-25 |
2025-07-28 |
size_MICRO |
-0.0080 |
0.0030 |
-0.0000 |
tilt_SIZE |
| 2025-07-25 |
2025-07-28 |
fmom |
0.5797 |
-0.0003 |
-0.0002 |
alpha_QUALITY |
| 2025-07-25 |
2025-07-28 |
ind_coal |
-0.0460 |
-0.0196 |
0.0009 |
tilt_INDUSTRY |
| 2025-07-25 |
2025-07-28 |
size_MID |
-0.0993 |
-0.0014 |
0.0001 |
tilt_SIZE |
| 2025-07-25 |
2025-07-28 |
revision |
0.9601 |
0.0003 |
0.0003 |
alpha_REVISION |
| 2025-07-25 |
2025-07-28 |
country_KR |
-0.0992 |
-0.0064 |
0.0006 |
tilt_COUNTRY |
| 2025-07-25 |
2025-07-28 |
ind_real_estate_operations |
-0.0175 |
0.0005 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-25 |
2025-07-28 |
ind_holding_companies |
0.0070 |
0.0040 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-25 |
2025-07-28 |
quality |
4.0604 |
-0.0006 |
-0.0024 |
alpha_QUALITY |
| 2025-07-25 |
2025-07-28 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-07-25 |
2025-07-28 |
ind_textiles_apparel |
-0.0288 |
-0.0043 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-25 |
2025-07-28 |
ind_renewable_energy |
0.0178 |
-0.0082 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-25 |
2025-07-28 |
ind_paper_forestry |
-0.0043 |
-0.0035 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-25 |
2025-07-28 |
ind_fintech |
0.0012 |
0.0118 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-25 |
2025-07-28 |
neglect |
0.6636 |
0.0007 |
0.0005 |
alpha_VALUE |
| 2025-07-25 |
2025-07-28 |
country_NZ |
-0.0184 |
0.0095 |
-0.0002 |
tilt_COUNTRY |
| 2025-07-25 |
2025-07-28 |
ind_diversified_retail |
-0.0072 |
-0.0022 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-25 |
2025-07-28 |
ind_media_publishing |
0.0293 |
-0.0057 |
-0.0002 |
tilt_INDUSTRY |
| 2025-07-25 |
2025-07-28 |
ind_freight_logistics |
-0.0331 |
-0.0099 |
0.0003 |
tilt_INDUSTRY |
| 2025-07-25 |
2025-07-28 |
ind_multiline_utilities |
-0.0130 |
-0.0009 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-25 |
2025-07-28 |
ind_chemicals |
-0.0599 |
0.0036 |
-0.0002 |
tilt_INDUSTRY |
| 2025-07-25 |
2025-07-28 |
reversal |
1.3825 |
0.0015 |
0.0021 |
alpha_REVERSAL |
| 2025-07-25 |
2025-07-28 |
country_XH |
0.0894 |
0.0008 |
0.0001 |
tilt_COUNTRY |
| 2025-07-25 |
2025-07-28 |
country_HK |
0.1253 |
0.0086 |
0.0011 |
tilt_COUNTRY |
| 2025-07-25 |
2025-07-28 |
ind_containers_packaging |
0.0066 |
-0.0029 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-25 |
2025-07-28 |
ind_aerospace_defense |
-0.0030 |
0.0129 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-25 |
2025-07-28 |
ind_industrial_distribution |
0.0189 |
-0.0076 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-25 |
2025-07-28 |
ind_machinery |
0.0924 |
0.0031 |
0.0003 |
tilt_INDUSTRY |
| 2025-07-25 |
2025-07-28 |
ind_construction_engineering |
0.0683 |
-0.0046 |
-0.0003 |
tilt_INDUSTRY |
| 2025-07-25 |
2025-07-28 |
ind_hotels_entertainment |
-0.0649 |
0.0028 |
-0.0002 |
tilt_INDUSTRY |
| 2025-07-25 |
2025-07-28 |
ind_metals_mining |
-0.1318 |
-0.0093 |
0.0012 |
tilt_INDUSTRY |
| 2025-07-25 |
2025-07-28 |
sdiscrepancy |
NaN |
NaN |
-0.0001 |
unexplained |
| 2025-07-25 |
2025-07-28 |
country_SG |
0.0591 |
-0.0008 |
-0.0000 |
tilt_COUNTRY |
| 2025-07-25 |
2025-07-28 |
ind_software_it_services |
0.1021 |
-0.0037 |
-0.0004 |
tilt_INDUSTRY |
| 2025-07-25 |
2025-07-28 |
ind_consumer_goods_conglomerates |
0.0148 |
-0.0091 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-25 |
2025-07-28 |
ind_food_tobacco |
0.1251 |
0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-25 |
2025-07-28 |
ind_uranium |
-0.0025 |
-0.0925 |
0.0002 |
tilt_INDUSTRY |
| 2025-07-25 |
2025-07-28 |
ind_insurance |
0.0414 |
0.0079 |
0.0003 |
tilt_INDUSTRY |
| 2025-07-25 |
2025-07-28 |
size_SMALL |
-0.0023 |
-0.0012 |
0.0000 |
tilt_SIZE |
| 2025-07-25 |
2025-07-28 |
ind_healthcare_equipment_supplies |
-0.0884 |
0.0002 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-25 |
2025-07-28 |
ind_computers_phones_household_electronics |
0.0900 |
0.0050 |
0.0005 |
tilt_INDUSTRY |
| 2025-07-25 |
2025-07-28 |
ind_electronic_equipment |
-0.0769 |
0.0086 |
-0.0007 |
tilt_INDUSTRY |
| 2025-07-25 |
2025-07-28 |
fcost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-07-25 |
2025-07-28 |
country_MY |
0.0061 |
0.0033 |
0.0000 |
tilt_COUNTRY |
| 2025-07-25 |
2025-07-28 |
ind_semiconductors |
0.0012 |
0.0019 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-25 |
2025-07-28 |
ind_specialty_reatil |
0.0036 |
-0.0009 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-25 |
2025-07-28 |
ind_investment_services |
0.0743 |
0.0021 |
0.0002 |
tilt_INDUSTRY |
| 2025-07-25 |
2025-07-28 |
ind_integrated_hardware_software |
0.0079 |
-0.0027 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-25 |
2025-07-28 |
ind_commercial_services_supplies |
0.0048 |
0.0015 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-25 |
2025-07-28 |
stability |
4.5432 |
0.0007 |
0.0033 |
alpha_QUALITY |
| 2025-07-25 |
2025-07-28 |
momentum |
0.0307 |
-0.0001 |
-0.0000 |
alpha_MOMENTUM |
| 2025-07-25 |
2025-07-28 |
ind_water_utilities |
-0.0077 |
0.0013 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-25 |
2025-07-28 |
ind_natural_gas_utilities |
0.0047 |
-0.0035 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-25 |
2025-07-28 |
value_liq |
0.3689 |
0.0007 |
0.0003 |
alpha_VALUE |
| 2025-07-25 |
2025-07-28 |
linearCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-07-25 |
2025-07-28 |
pdiscrepancy |
NaN |
NaN |
-0.0000 |
unexplained |
| 2025-07-25 |
2025-07-28 |
country_JP |
-0.0711 |
-0.0026 |
0.0002 |
tilt_COUNTRY |
| 2025-07-25 |
2025-07-28 |
ind_pharmaceuticals |
-0.0448 |
0.0074 |
-0.0003 |
tilt_INDUSTRY |
| 2025-07-25 |
2025-07-28 |
ind_telecommunications_serices |
0.1199 |
-0.0022 |
-0.0003 |
tilt_INDUSTRY |
| 2025-07-25 |
2025-07-28 |
country_PH |
0.0022 |
-0.0004 |
-0.0000 |
tilt_COUNTRY |
| 2025-07-25 |
2025-07-28 |
value_gc |
1.8217 |
-0.0010 |
-0.0018 |
alpha_VALUE |
| 2025-07-25 |
2025-07-28 |
ind_passenger_transportation |
0.0636 |
-0.0025 |
-0.0002 |
tilt_INDUSTRY |
| 2025-07-25 |
2025-07-28 |
ind_biotechnology |
-0.0126 |
0.0127 |
-0.0002 |
tilt_INDUSTRY |
| 2025-07-25 |
2025-07-28 |
ind_household_goods |
-0.0085 |
-0.0020 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-25 |
2025-07-28 |
country_TH |
0.0548 |
0.0062 |
0.0003 |
tilt_COUNTRY |
| 2025-07-25 |
2025-07-28 |
ind_oil_gas_equipment_services |
-0.0102 |
-0.0072 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-25 |
2025-07-28 |
ind_household_products_services |
-0.0127 |
0.0030 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-25 |
2025-07-28 |
specret |
NaN |
NaN |
0.0009 |
unexplained |
| 2025-07-28 |
2025-07-29 |
ind_hotels_entertainment |
-0.0644 |
-0.0047 |
0.0003 |
tilt_INDUSTRY |
| 2025-07-28 |
2025-07-29 |
size_MID |
-0.0959 |
0.0015 |
-0.0001 |
tilt_SIZE |
| 2025-07-28 |
2025-07-29 |
ind_investment_services |
0.0759 |
-0.0009 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-28 |
2025-07-29 |
ind_consumer_goods_conglomerates |
0.0161 |
-0.0043 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-28 |
2025-07-29 |
revision |
0.9319 |
0.0018 |
0.0016 |
alpha_REVISION |
| 2025-07-28 |
2025-07-29 |
country_KR |
-0.0991 |
0.0027 |
-0.0003 |
tilt_COUNTRY |
| 2025-07-28 |
2025-07-29 |
ind_integrated_hardware_software |
0.0079 |
0.0014 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-28 |
2025-07-29 |
ind_software_it_services |
0.0936 |
-0.0006 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-28 |
2025-07-29 |
momentum |
-0.0010 |
-0.0004 |
0.0000 |
alpha_MOMENTUM |
| 2025-07-28 |
2025-07-29 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-07-28 |
2025-07-29 |
fmom |
0.5793 |
-0.0003 |
-0.0002 |
alpha_QUALITY |
| 2025-07-28 |
2025-07-29 |
ind_media_publishing |
0.0295 |
-0.0016 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-28 |
2025-07-29 |
ind_industrial_distribution |
0.0212 |
-0.0060 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-28 |
2025-07-29 |
ind_transportation_infrastructure |
-0.0049 |
-0.0030 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-28 |
2025-07-29 |
ind_water_utilities |
-0.0076 |
-0.0094 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-28 |
2025-07-29 |
ind_food_drug_retail |
0.0582 |
-0.0014 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-28 |
2025-07-29 |
country_IN |
0.0000 |
0.0091 |
0.0000 |
tilt_COUNTRY |
| 2025-07-28 |
2025-07-29 |
ind_office_equipment |
-0.0174 |
-0.0018 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-28 |
2025-07-29 |
country_MY |
0.0061 |
-0.0015 |
-0.0000 |
tilt_COUNTRY |
| 2025-07-28 |
2025-07-29 |
ind_chemicals |
-0.0530 |
-0.0038 |
0.0002 |
tilt_INDUSTRY |
| 2025-07-28 |
2025-07-29 |
ind_household_goods |
-0.0088 |
-0.0056 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-28 |
2025-07-29 |
country_PH |
0.0022 |
-0.0017 |
-0.0000 |
tilt_COUNTRY |
| 2025-07-28 |
2025-07-29 |
sdiscrepancy |
NaN |
NaN |
-0.0001 |
unexplained |
| 2025-07-28 |
2025-07-29 |
ind_banking_services |
-0.0979 |
-0.0037 |
0.0004 |
tilt_INDUSTRY |
| 2025-07-28 |
2025-07-29 |
ind_homebuilding_building_products |
-0.0333 |
-0.0065 |
0.0002 |
tilt_INDUSTRY |
| 2025-07-28 |
2025-07-29 |
linkage |
0.6832 |
-0.0004 |
-0.0003 |
alpha_MOMENTUM |
| 2025-07-28 |
2025-07-29 |
reversal |
1.1227 |
-0.0001 |
-0.0001 |
alpha_REVERSAL |
| 2025-07-28 |
2025-07-29 |
country_CN |
-0.0901 |
-0.0001 |
0.0000 |
tilt_COUNTRY |
| 2025-07-28 |
2025-07-29 |
ind_real_estate_operations |
-0.0180 |
-0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-28 |
2025-07-29 |
ind_healthcare_providers_services |
0.0251 |
0.0002 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-28 |
2025-07-29 |
ind_renewable_energy |
0.0176 |
0.0112 |
0.0002 |
tilt_INDUSTRY |
| 2025-07-28 |
2025-07-29 |
size_SMALL |
-0.0028 |
0.0012 |
-0.0000 |
tilt_SIZE |
| 2025-07-28 |
2025-07-29 |
ind_uranium |
-0.0024 |
-0.0483 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-28 |
2025-07-29 |
neglect |
0.7070 |
-0.0001 |
-0.0001 |
alpha_VALUE |
| 2025-07-28 |
2025-07-29 |
ind_biotechnology |
-0.0117 |
0.0209 |
-0.0002 |
tilt_INDUSTRY |
| 2025-07-28 |
2025-07-29 |
ind_specialty_reatil |
0.0032 |
0.0019 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-28 |
2025-07-29 |
ind_paper_forestry |
-0.0042 |
-0.0047 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-28 |
2025-07-29 |
country_SG |
0.0580 |
0.0010 |
0.0001 |
tilt_COUNTRY |
| 2025-07-28 |
2025-07-29 |
ind_food_tobacco |
0.1236 |
-0.0039 |
-0.0005 |
tilt_INDUSTRY |
| 2025-07-28 |
2025-07-29 |
ind_electric_utilities_ipps |
-0.0530 |
0.0008 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-28 |
2025-07-29 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-07-28 |
2025-07-29 |
value_liq |
0.4171 |
-0.0000 |
-0.0000 |
alpha_VALUE |
| 2025-07-28 |
2025-07-29 |
ind_aerospace_defense |
-0.0030 |
0.0078 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-28 |
2025-07-29 |
ind_multiline_utilities |
-0.0128 |
-0.0000 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-28 |
2025-07-29 |
ind_household_products_services |
-0.0129 |
-0.0013 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-28 |
2025-07-29 |
ind_diversified_retail |
-0.0075 |
0.0002 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-28 |
2025-07-29 |
country_TH |
0.0533 |
0.0187 |
0.0010 |
tilt_COUNTRY |
| 2025-07-28 |
2025-07-29 |
ind_telecommunications_serices |
0.1200 |
0.0016 |
0.0002 |
tilt_INDUSTRY |
| 2025-07-28 |
2025-07-29 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-07-28 |
2025-07-29 |
country_ID |
0.0035 |
0.0046 |
0.0000 |
tilt_COUNTRY |
| 2025-07-28 |
2025-07-29 |
ind_oil_gas |
0.0751 |
0.0089 |
0.0007 |
tilt_INDUSTRY |
| 2025-07-28 |
2025-07-29 |
country_AU |
-0.0974 |
0.0013 |
-0.0001 |
tilt_COUNTRY |
| 2025-07-28 |
2025-07-29 |
ind_leisure_products |
0.0086 |
0.0005 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-28 |
2025-07-29 |
value_gc |
1.8693 |
-0.0004 |
-0.0008 |
alpha_VALUE |
| 2025-07-28 |
2025-07-29 |
ind_freight_logistics |
-0.0353 |
-0.0030 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-28 |
2025-07-29 |
linearCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-07-28 |
2025-07-29 |
ind_fintech |
0.0008 |
0.0014 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-28 |
2025-07-29 |
pdiscrepancy |
NaN |
NaN |
-0.0000 |
unexplained |
| 2025-07-28 |
2025-07-29 |
specret |
NaN |
NaN |
-0.0043 |
unexplained |
| 2025-07-28 |
2025-07-29 |
ind_electronic_equipment |
-0.0755 |
0.0009 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-28 |
2025-07-29 |
ind_commercial_services_supplies |
0.0044 |
-0.0035 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-28 |
2025-07-29 |
ind_construction_engineering |
0.0684 |
0.0028 |
0.0002 |
tilt_INDUSTRY |
| 2025-07-28 |
2025-07-29 |
ind_containers_packaging |
0.0069 |
-0.0011 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-28 |
2025-07-29 |
ind_construction_materials |
-0.0044 |
-0.0009 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-28 |
2025-07-29 |
ind_passenger_transportation |
0.0627 |
-0.0012 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-28 |
2025-07-29 |
ind_oil_gas_equipment_services |
-0.0108 |
-0.0013 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-28 |
2025-07-29 |
ind_semiconductors |
0.0068 |
0.0026 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-28 |
2025-07-29 |
ind_healthcare_equipment_supplies |
-0.0884 |
-0.0002 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-28 |
2025-07-29 |
ind_machinery |
0.0996 |
0.0004 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-28 |
2025-07-29 |
ind_pharmaceuticals |
-0.0471 |
0.0100 |
-0.0005 |
tilt_INDUSTRY |
| 2025-07-28 |
2025-07-29 |
ind_communications_equipment |
0.0198 |
0.0061 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-28 |
2025-07-29 |
stability |
4.5512 |
0.0002 |
0.0008 |
alpha_QUALITY |
| 2025-07-28 |
2025-07-29 |
country_JP |
-0.0601 |
-0.0039 |
0.0002 |
tilt_COUNTRY |
| 2025-07-28 |
2025-07-29 |
size_LARGE |
0.1263 |
-0.0037 |
-0.0005 |
tilt_SIZE |
| 2025-07-28 |
2025-07-29 |
country_HK |
0.1257 |
0.0053 |
0.0007 |
tilt_COUNTRY |
| 2025-07-28 |
2025-07-29 |
ind_coal |
-0.0476 |
0.0032 |
-0.0002 |
tilt_INDUSTRY |
| 2025-07-28 |
2025-07-29 |
ind_holding_companies |
0.0070 |
0.0049 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-28 |
2025-07-29 |
ind_metals_mining |
-0.1270 |
0.0003 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-28 |
2025-07-29 |
quality |
4.0859 |
0.0010 |
0.0040 |
alpha_QUALITY |
| 2025-07-28 |
2025-07-29 |
country_TW |
0.0512 |
-0.0106 |
-0.0005 |
tilt_COUNTRY |
| 2025-07-28 |
2025-07-29 |
ind_automobile |
-0.1131 |
-0.0031 |
0.0003 |
tilt_INDUSTRY |
| 2025-07-28 |
2025-07-29 |
sbeta_market |
0.0266 |
0.0026 |
0.0001 |
risk_exposure |
| 2025-07-28 |
2025-07-29 |
country_NZ |
-0.0183 |
0.0029 |
-0.0001 |
tilt_COUNTRY |
| 2025-07-28 |
2025-07-29 |
ind_insurance |
0.0418 |
-0.0005 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-28 |
2025-07-29 |
market |
0.0194 |
-0.0022 |
-0.0000 |
risk_exposure |
| 2025-07-28 |
2025-07-29 |
ind_textiles_apparel |
-0.0284 |
-0.0010 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-28 |
2025-07-29 |
ind_natural_gas_utilities |
0.0046 |
-0.0038 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-28 |
2025-07-29 |
size_MICRO |
-0.0082 |
-0.0024 |
0.0000 |
tilt_SIZE |
| 2025-07-28 |
2025-07-29 |
ind_beverages |
-0.0799 |
-0.0040 |
0.0003 |
tilt_INDUSTRY |
| 2025-07-28 |
2025-07-29 |
ind_computers_phones_household_electronics |
0.0912 |
0.0007 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-28 |
2025-07-29 |
country_XH |
0.0844 |
0.0011 |
0.0001 |
tilt_COUNTRY |
| 2025-07-29 |
2025-07-30 |
ind_renewable_energy |
0.0168 |
-0.0018 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-29 |
2025-07-30 |
country_JP |
-0.0407 |
0.0030 |
-0.0001 |
tilt_COUNTRY |
| 2025-07-29 |
2025-07-30 |
ind_investment_services |
0.0786 |
-0.0023 |
-0.0002 |
tilt_INDUSTRY |
| 2025-07-29 |
2025-07-30 |
ind_construction_engineering |
0.0690 |
-0.0021 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-29 |
2025-07-30 |
ind_commercial_services_supplies |
0.0035 |
-0.0031 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-29 |
2025-07-30 |
ind_healthcare_providers_services |
0.0252 |
0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-29 |
2025-07-30 |
ind_automobile |
-0.1107 |
-0.0038 |
0.0004 |
tilt_INDUSTRY |
| 2025-07-29 |
2025-07-30 |
ind_industrial_distribution |
0.0226 |
0.0030 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-29 |
2025-07-30 |
ind_biotechnology |
-0.0105 |
-0.0090 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-29 |
2025-07-30 |
ind_semiconductors |
0.0172 |
0.0012 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-29 |
2025-07-30 |
size_MICRO |
-0.0086 |
0.0027 |
-0.0000 |
tilt_SIZE |
| 2025-07-29 |
2025-07-30 |
ind_healthcare_equipment_supplies |
-0.0878 |
-0.0032 |
0.0003 |
tilt_INDUSTRY |
| 2025-07-29 |
2025-07-30 |
size_SMALL |
-0.0036 |
-0.0003 |
0.0000 |
tilt_SIZE |
| 2025-07-29 |
2025-07-30 |
ind_pharmaceuticals |
-0.0404 |
-0.0013 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-29 |
2025-07-30 |
ind_freight_logistics |
-0.0371 |
0.0015 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-29 |
2025-07-30 |
ind_communications_equipment |
0.0144 |
0.0006 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-29 |
2025-07-30 |
country_AU |
-0.0984 |
0.0008 |
-0.0001 |
tilt_COUNTRY |
| 2025-07-29 |
2025-07-30 |
pdiscrepancy |
NaN |
NaN |
0.0000 |
unexplained |
| 2025-07-29 |
2025-07-30 |
ind_hotels_entertainment |
-0.0652 |
0.0005 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-29 |
2025-07-30 |
ind_metals_mining |
-0.1261 |
-0.0007 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-29 |
2025-07-30 |
ind_computers_phones_household_electronics |
0.0925 |
-0.0003 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-29 |
2025-07-30 |
ind_aerospace_defense |
-0.0028 |
-0.0072 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-29 |
2025-07-30 |
ind_household_products_services |
-0.0131 |
0.0004 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-29 |
2025-07-30 |
size_MID |
-0.0924 |
-0.0002 |
0.0000 |
tilt_SIZE |
| 2025-07-29 |
2025-07-30 |
ind_natural_gas_utilities |
0.0045 |
0.0051 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-29 |
2025-07-30 |
country_TH |
0.0475 |
0.0069 |
0.0003 |
tilt_COUNTRY |
| 2025-07-29 |
2025-07-30 |
ind_beverages |
-0.0833 |
0.0083 |
-0.0007 |
tilt_INDUSTRY |
| 2025-07-29 |
2025-07-30 |
country_KR |
-0.1002 |
-0.0004 |
0.0000 |
tilt_COUNTRY |
| 2025-07-29 |
2025-07-30 |
ind_office_equipment |
-0.0175 |
0.0010 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-29 |
2025-07-30 |
ind_leisure_products |
0.0087 |
-0.0036 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-29 |
2025-07-30 |
ind_food_tobacco |
0.1224 |
0.0053 |
0.0007 |
tilt_INDUSTRY |
| 2025-07-29 |
2025-07-30 |
country_MY |
0.0060 |
-0.0066 |
-0.0000 |
tilt_COUNTRY |
| 2025-07-29 |
2025-07-30 |
ind_chemicals |
-0.0402 |
0.0042 |
-0.0002 |
tilt_INDUSTRY |
| 2025-07-29 |
2025-07-30 |
country_PH |
0.0021 |
-0.0044 |
-0.0000 |
tilt_COUNTRY |
| 2025-07-29 |
2025-07-30 |
ind_consumer_goods_conglomerates |
0.0169 |
0.0193 |
0.0003 |
tilt_INDUSTRY |
| 2025-07-29 |
2025-07-30 |
ind_specialty_reatil |
0.0029 |
-0.0039 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-29 |
2025-07-30 |
ind_media_publishing |
0.0299 |
0.0029 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-29 |
2025-07-30 |
ind_fintech |
0.0002 |
0.0015 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-29 |
2025-07-30 |
ind_homebuilding_building_products |
-0.0333 |
0.0034 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-29 |
2025-07-30 |
neglect |
0.7564 |
-0.0000 |
-0.0000 |
alpha_VALUE |
| 2025-07-29 |
2025-07-30 |
ind_food_drug_retail |
0.0580 |
0.0051 |
0.0003 |
tilt_INDUSTRY |
| 2025-07-29 |
2025-07-30 |
reversal |
1.0039 |
0.0010 |
0.0011 |
alpha_REVERSAL |
| 2025-07-29 |
2025-07-30 |
ind_integrated_hardware_software |
0.0079 |
-0.0033 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-29 |
2025-07-30 |
ind_textiles_apparel |
-0.0275 |
0.0075 |
-0.0002 |
tilt_INDUSTRY |
| 2025-07-29 |
2025-07-30 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-07-29 |
2025-07-30 |
country_HK |
0.1213 |
-0.0053 |
-0.0006 |
tilt_COUNTRY |
| 2025-07-29 |
2025-07-30 |
size_LARGE |
0.1239 |
0.0004 |
0.0000 |
tilt_SIZE |
| 2025-07-29 |
2025-07-30 |
linkage |
0.6561 |
0.0001 |
0.0001 |
alpha_MOMENTUM |
| 2025-07-29 |
2025-07-30 |
ind_water_utilities |
-0.0076 |
-0.0034 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-29 |
2025-07-30 |
country_TW |
0.0489 |
0.0045 |
0.0002 |
tilt_COUNTRY |
| 2025-07-29 |
2025-07-30 |
ind_electronic_equipment |
-0.0746 |
-0.0016 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-29 |
2025-07-30 |
momentum |
-0.0297 |
-0.0012 |
0.0000 |
alpha_MOMENTUM |
| 2025-07-29 |
2025-07-30 |
ind_transportation_infrastructure |
-0.0047 |
-0.0009 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-29 |
2025-07-30 |
revision |
0.8918 |
0.0006 |
0.0005 |
alpha_REVISION |
| 2025-07-29 |
2025-07-30 |
country_CN |
-0.0873 |
0.0001 |
-0.0000 |
tilt_COUNTRY |
| 2025-07-29 |
2025-07-30 |
value_gc |
1.8818 |
0.0010 |
0.0018 |
alpha_VALUE |
| 2025-07-29 |
2025-07-30 |
country_ID |
0.0034 |
-0.0167 |
-0.0001 |
tilt_COUNTRY |
| 2025-07-29 |
2025-07-30 |
specret |
NaN |
NaN |
-0.0052 |
unexplained |
| 2025-07-29 |
2025-07-30 |
sbeta_market |
0.0289 |
-0.0115 |
-0.0003 |
risk_exposure |
| 2025-07-29 |
2025-07-30 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-07-29 |
2025-07-30 |
ind_oil_gas |
0.0730 |
0.0070 |
0.0005 |
tilt_INDUSTRY |
| 2025-07-29 |
2025-07-30 |
country_NZ |
-0.0181 |
-0.0047 |
0.0001 |
tilt_COUNTRY |
| 2025-07-29 |
2025-07-30 |
ind_telecommunications_serices |
0.1200 |
-0.0030 |
-0.0004 |
tilt_INDUSTRY |
| 2025-07-29 |
2025-07-30 |
market |
0.0193 |
0.0096 |
0.0002 |
risk_exposure |
| 2025-07-29 |
2025-07-30 |
ind_diversified_retail |
-0.0081 |
-0.0005 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-29 |
2025-07-30 |
ind_multiline_utilities |
-0.0124 |
-0.0049 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-29 |
2025-07-30 |
ind_construction_materials |
-0.0041 |
0.0031 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-29 |
2025-07-30 |
ind_banking_services |
-0.1198 |
0.0003 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-29 |
2025-07-30 |
linearCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-07-29 |
2025-07-30 |
sdiscrepancy |
NaN |
NaN |
0.0003 |
unexplained |
| 2025-07-29 |
2025-07-30 |
country_XH |
0.0771 |
-0.0011 |
-0.0001 |
tilt_COUNTRY |
| 2025-07-29 |
2025-07-30 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-07-29 |
2025-07-30 |
ind_uranium |
-0.0024 |
-0.0008 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-29 |
2025-07-30 |
fmom |
0.5675 |
0.0004 |
0.0002 |
alpha_QUALITY |
| 2025-07-29 |
2025-07-30 |
ind_insurance |
0.0386 |
0.0073 |
0.0003 |
tilt_INDUSTRY |
| 2025-07-29 |
2025-07-30 |
quality |
4.0909 |
0.0007 |
0.0027 |
alpha_QUALITY |
| 2025-07-29 |
2025-07-30 |
ind_coal |
-0.0492 |
0.0013 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-29 |
2025-07-30 |
ind_paper_forestry |
-0.0041 |
0.0017 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-29 |
2025-07-30 |
ind_real_estate_operations |
-0.0185 |
0.0012 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-29 |
2025-07-30 |
value_liq |
0.4715 |
0.0003 |
0.0001 |
alpha_VALUE |
| 2025-07-29 |
2025-07-30 |
country_SG |
0.0576 |
-0.0078 |
-0.0004 |
tilt_COUNTRY |
| 2025-07-29 |
2025-07-30 |
ind_machinery |
0.1116 |
-0.0037 |
-0.0004 |
tilt_INDUSTRY |
| 2025-07-29 |
2025-07-30 |
ind_electric_utilities_ipps |
-0.0553 |
0.0005 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-29 |
2025-07-30 |
ind_software_it_services |
0.0859 |
-0.0029 |
-0.0002 |
tilt_INDUSTRY |
| 2025-07-29 |
2025-07-30 |
ind_passenger_transportation |
0.0626 |
-0.0016 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-29 |
2025-07-30 |
country_IN |
0.0000 |
-0.0046 |
0.0000 |
tilt_COUNTRY |
| 2025-07-29 |
2025-07-30 |
ind_containers_packaging |
0.0071 |
0.0019 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-29 |
2025-07-30 |
stability |
4.5540 |
0.0004 |
0.0020 |
alpha_QUALITY |
| 2025-07-29 |
2025-07-30 |
ind_holding_companies |
0.0070 |
-0.0052 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-29 |
2025-07-30 |
ind_oil_gas_equipment_services |
-0.0118 |
0.0053 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-29 |
2025-07-30 |
ind_household_goods |
-0.0094 |
0.0032 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-30 |
2025-07-31 |
country_XH |
0.0697 |
-0.0138 |
-0.0010 |
tilt_COUNTRY |
| 2025-07-30 |
2025-07-31 |
market |
0.0294 |
-0.0117 |
-0.0003 |
risk_exposure |
| 2025-07-30 |
2025-07-31 |
ind_computers_phones_household_electronics |
0.0926 |
0.0051 |
0.0005 |
tilt_INDUSTRY |
| 2025-07-30 |
2025-07-31 |
ind_metals_mining |
-0.1174 |
-0.0178 |
0.0021 |
tilt_INDUSTRY |
| 2025-07-30 |
2025-07-31 |
ind_specialty_reatil |
0.0029 |
-0.0013 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-30 |
2025-07-31 |
quality |
4.0579 |
-0.0008 |
-0.0032 |
alpha_QUALITY |
| 2025-07-30 |
2025-07-31 |
country_SG |
0.0574 |
0.0019 |
0.0001 |
tilt_COUNTRY |
| 2025-07-30 |
2025-07-31 |
ind_paper_forestry |
-0.0039 |
-0.0063 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-30 |
2025-07-31 |
country_HK |
0.1197 |
-0.0069 |
-0.0008 |
tilt_COUNTRY |
| 2025-07-30 |
2025-07-31 |
ind_homebuilding_building_products |
-0.0334 |
-0.0075 |
0.0003 |
tilt_INDUSTRY |
| 2025-07-30 |
2025-07-31 |
country_CN |
-0.0790 |
-0.0069 |
0.0005 |
tilt_COUNTRY |
| 2025-07-30 |
2025-07-31 |
sbeta_market |
0.0390 |
0.0030 |
0.0001 |
risk_exposure |
| 2025-07-30 |
2025-07-31 |
ind_consumer_goods_conglomerates |
0.0156 |
0.0081 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-30 |
2025-07-31 |
ind_healthcare_providers_services |
0.0248 |
0.0066 |
0.0002 |
tilt_INDUSTRY |
| 2025-07-30 |
2025-07-31 |
ind_real_estate_operations |
-0.0126 |
-0.0109 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-30 |
2025-07-31 |
size_MICRO |
-0.0050 |
0.0026 |
-0.0000 |
tilt_SIZE |
| 2025-07-30 |
2025-07-31 |
country_IN |
0.0000 |
0.0032 |
0.0000 |
tilt_COUNTRY |
| 2025-07-30 |
2025-07-31 |
ind_renewable_energy |
0.0156 |
-0.0233 |
-0.0004 |
tilt_INDUSTRY |
| 2025-07-30 |
2025-07-31 |
size_LARGE |
0.1235 |
0.0001 |
0.0000 |
tilt_SIZE |
| 2025-07-30 |
2025-07-31 |
country_JP |
-0.0297 |
0.0170 |
-0.0005 |
tilt_COUNTRY |
| 2025-07-30 |
2025-07-31 |
country_KR |
-0.1005 |
0.0043 |
-0.0004 |
tilt_COUNTRY |
| 2025-07-30 |
2025-07-31 |
reversal |
0.9471 |
0.0017 |
0.0016 |
alpha_REVERSAL |
| 2025-07-30 |
2025-07-31 |
ind_communications_equipment |
0.0111 |
0.0105 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-30 |
2025-07-31 |
fmom |
0.5514 |
-0.0001 |
-0.0000 |
alpha_QUALITY |
| 2025-07-30 |
2025-07-31 |
ind_biotechnology |
-0.0111 |
-0.0016 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-30 |
2025-07-31 |
ind_pharmaceuticals |
-0.0331 |
0.0019 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-30 |
2025-07-31 |
ind_software_it_services |
0.0785 |
0.0122 |
0.0010 |
tilt_INDUSTRY |
| 2025-07-30 |
2025-07-31 |
value_liq |
0.5061 |
-0.0023 |
-0.0012 |
alpha_VALUE |
| 2025-07-30 |
2025-07-31 |
ind_oil_gas_equipment_services |
-0.0130 |
0.0021 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-30 |
2025-07-31 |
ind_industrial_distribution |
0.0230 |
-0.0031 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-30 |
2025-07-31 |
stability |
4.5125 |
0.0005 |
0.0021 |
alpha_QUALITY |
| 2025-07-30 |
2025-07-31 |
pdiscrepancy |
NaN |
NaN |
0.0000 |
unexplained |
| 2025-07-30 |
2025-07-31 |
ind_uranium |
-0.0025 |
-0.0419 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-30 |
2025-07-31 |
ind_construction_engineering |
0.0718 |
0.0026 |
0.0002 |
tilt_INDUSTRY |
| 2025-07-30 |
2025-07-31 |
country_PH |
0.0021 |
0.0008 |
0.0000 |
tilt_COUNTRY |
| 2025-07-30 |
2025-07-31 |
specret |
NaN |
NaN |
-0.0030 |
unexplained |
| 2025-07-30 |
2025-07-31 |
ind_fintech |
-0.0000 |
-0.0089 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-30 |
2025-07-31 |
ind_electronic_equipment |
-0.0721 |
0.0069 |
-0.0005 |
tilt_INDUSTRY |
| 2025-07-30 |
2025-07-31 |
ind_media_publishing |
0.0295 |
0.0057 |
0.0002 |
tilt_INDUSTRY |
| 2025-07-30 |
2025-07-31 |
ind_freight_logistics |
-0.0371 |
-0.0060 |
0.0002 |
tilt_INDUSTRY |
| 2025-07-30 |
2025-07-31 |
ind_chemicals |
-0.0321 |
-0.0075 |
0.0002 |
tilt_INDUSTRY |
| 2025-07-30 |
2025-07-31 |
country_MY |
0.0061 |
0.0070 |
0.0000 |
tilt_COUNTRY |
| 2025-07-30 |
2025-07-31 |
sdiscrepancy |
NaN |
NaN |
0.0002 |
unexplained |
| 2025-07-30 |
2025-07-31 |
momentum |
-0.0554 |
0.0014 |
-0.0001 |
alpha_MOMENTUM |
| 2025-07-30 |
2025-07-31 |
ind_office_equipment |
-0.0176 |
-0.0035 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-30 |
2025-07-31 |
ind_telecommunications_serices |
0.1202 |
0.0090 |
0.0011 |
tilt_INDUSTRY |
| 2025-07-30 |
2025-07-31 |
ind_diversified_retail |
-0.0087 |
-0.0010 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-30 |
2025-07-31 |
ind_insurance |
0.0329 |
-0.0003 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-30 |
2025-07-31 |
ind_leisure_products |
0.0083 |
-0.0066 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-30 |
2025-07-31 |
linearCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-07-30 |
2025-07-31 |
size_MID |
-0.0872 |
-0.0022 |
0.0002 |
tilt_SIZE |
| 2025-07-30 |
2025-07-31 |
ind_oil_gas |
0.0672 |
0.0023 |
0.0002 |
tilt_INDUSTRY |
| 2025-07-30 |
2025-07-31 |
ind_aerospace_defense |
-0.0029 |
0.0092 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-30 |
2025-07-31 |
revision |
0.7166 |
0.0022 |
0.0016 |
alpha_REVISION |
| 2025-07-30 |
2025-07-31 |
ind_multiline_utilities |
-0.0125 |
0.0109 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-30 |
2025-07-31 |
ind_food_drug_retail |
0.0583 |
-0.0011 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-30 |
2025-07-31 |
ind_beverages |
-0.0849 |
-0.0060 |
0.0005 |
tilt_INDUSTRY |
| 2025-07-30 |
2025-07-31 |
country_ID |
0.0034 |
-0.0015 |
-0.0000 |
tilt_COUNTRY |
| 2025-07-30 |
2025-07-31 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-07-30 |
2025-07-31 |
ind_commercial_services_supplies |
0.0032 |
0.0019 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-30 |
2025-07-31 |
country_TH |
0.0412 |
0.0031 |
0.0001 |
tilt_COUNTRY |
| 2025-07-30 |
2025-07-31 |
ind_food_tobacco |
0.1189 |
-0.0015 |
-0.0002 |
tilt_INDUSTRY |
| 2025-07-30 |
2025-07-31 |
ind_water_utilities |
-0.0076 |
-0.0010 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-30 |
2025-07-31 |
ind_hotels_entertainment |
-0.0654 |
0.0025 |
-0.0002 |
tilt_INDUSTRY |
| 2025-07-30 |
2025-07-31 |
ind_containers_packaging |
0.0072 |
-0.0010 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-30 |
2025-07-31 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-07-30 |
2025-07-31 |
ind_household_goods |
-0.0101 |
-0.0082 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-30 |
2025-07-31 |
ind_machinery |
0.1227 |
0.0021 |
0.0003 |
tilt_INDUSTRY |
| 2025-07-30 |
2025-07-31 |
linkage |
0.6115 |
0.0007 |
0.0005 |
alpha_MOMENTUM |
| 2025-07-30 |
2025-07-31 |
ind_investment_services |
0.0811 |
-0.0059 |
-0.0005 |
tilt_INDUSTRY |
| 2025-07-30 |
2025-07-31 |
ind_healthcare_equipment_supplies |
-0.0866 |
0.0028 |
-0.0002 |
tilt_INDUSTRY |
| 2025-07-30 |
2025-07-31 |
ind_integrated_hardware_software |
0.0078 |
0.0091 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-30 |
2025-07-31 |
ind_construction_materials |
-0.0039 |
-0.0057 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-30 |
2025-07-31 |
size_SMALL |
-0.0018 |
0.0023 |
-0.0000 |
tilt_SIZE |
| 2025-07-30 |
2025-07-31 |
ind_semiconductors |
0.0226 |
0.0042 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-30 |
2025-07-31 |
ind_electric_utilities_ipps |
-0.0562 |
-0.0039 |
0.0002 |
tilt_INDUSTRY |
| 2025-07-30 |
2025-07-31 |
ind_automobile |
-0.1096 |
-0.0032 |
0.0003 |
tilt_INDUSTRY |
| 2025-07-30 |
2025-07-31 |
country_AU |
-0.0910 |
0.0103 |
-0.0009 |
tilt_COUNTRY |
| 2025-07-30 |
2025-07-31 |
value_gc |
1.8929 |
0.0004 |
0.0008 |
alpha_VALUE |
| 2025-07-30 |
2025-07-31 |
ind_passenger_transportation |
0.0623 |
-0.0016 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-30 |
2025-07-31 |
ind_household_products_services |
-0.0134 |
0.0055 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-30 |
2025-07-31 |
ind_transportation_infrastructure |
-0.0047 |
-0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-30 |
2025-07-31 |
country_TW |
0.0475 |
0.0050 |
0.0002 |
tilt_COUNTRY |
| 2025-07-30 |
2025-07-31 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-07-30 |
2025-07-31 |
neglect |
0.7848 |
0.0004 |
0.0003 |
alpha_VALUE |
| 2025-07-30 |
2025-07-31 |
country_NZ |
-0.0175 |
0.0064 |
-0.0001 |
tilt_COUNTRY |
| 2025-07-30 |
2025-07-31 |
ind_natural_gas_utilities |
0.0043 |
-0.0018 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-30 |
2025-07-31 |
ind_coal |
-0.0474 |
-0.0110 |
0.0005 |
tilt_INDUSTRY |
| 2025-07-30 |
2025-07-31 |
ind_textiles_apparel |
-0.0274 |
-0.0069 |
0.0002 |
tilt_INDUSTRY |
| 2025-07-30 |
2025-07-31 |
ind_banking_services |
-0.1330 |
0.0040 |
-0.0005 |
tilt_INDUSTRY |
| 2025-07-30 |
2025-07-31 |
ind_holding_companies |
0.0070 |
0.0019 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-31 |
2025-08-01 |
ind_industrial_distribution |
0.0251 |
-0.0049 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-31 |
2025-08-01 |
ind_real_estate_operations |
-0.0070 |
0.0020 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-31 |
2025-08-01 |
country_PH |
0.0021 |
0.0126 |
0.0000 |
tilt_COUNTRY |
| 2025-07-31 |
2025-08-01 |
ind_oil_gas |
0.0621 |
-0.0051 |
-0.0003 |
tilt_INDUSTRY |
| 2025-07-31 |
2025-08-01 |
ind_biotechnology |
-0.0123 |
-0.0088 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-31 |
2025-08-01 |
linkage |
0.5637 |
-0.0000 |
-0.0000 |
alpha_MOMENTUM |
| 2025-07-31 |
2025-08-01 |
country_AU |
-0.0919 |
-0.0050 |
0.0005 |
tilt_COUNTRY |
| 2025-07-31 |
2025-08-01 |
fmom |
0.5640 |
-0.0005 |
-0.0003 |
alpha_QUALITY |
| 2025-07-31 |
2025-08-01 |
ind_machinery |
0.1396 |
-0.0003 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-31 |
2025-08-01 |
size_LARGE |
0.1138 |
-0.0018 |
-0.0002 |
tilt_SIZE |
| 2025-07-31 |
2025-08-01 |
pdiscrepancy |
NaN |
NaN |
0.0000 |
unexplained |
| 2025-07-31 |
2025-08-01 |
ind_holding_companies |
0.0070 |
0.0031 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-31 |
2025-08-01 |
ind_healthcare_equipment_supplies |
-0.0841 |
-0.0045 |
0.0004 |
tilt_INDUSTRY |
| 2025-07-31 |
2025-08-01 |
ind_communications_equipment |
0.0104 |
-0.0012 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-31 |
2025-08-01 |
ind_investment_services |
0.0801 |
-0.0028 |
-0.0002 |
tilt_INDUSTRY |
| 2025-07-31 |
2025-08-01 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-07-31 |
2025-08-01 |
size_SMALL |
0.0028 |
0.0023 |
0.0000 |
tilt_SIZE |
| 2025-07-31 |
2025-08-01 |
country_XH |
0.0641 |
-0.0075 |
-0.0005 |
tilt_COUNTRY |
| 2025-07-31 |
2025-08-01 |
ind_paper_forestry |
-0.0037 |
0.0109 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-31 |
2025-08-01 |
ind_coal |
-0.0467 |
-0.0022 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-31 |
2025-08-01 |
ind_automobile |
-0.1074 |
0.0039 |
-0.0004 |
tilt_INDUSTRY |
| 2025-07-31 |
2025-08-01 |
country_SG |
0.0582 |
-0.0021 |
-0.0001 |
tilt_COUNTRY |
| 2025-07-31 |
2025-08-01 |
ind_pharmaceuticals |
-0.0366 |
-0.0048 |
0.0002 |
tilt_INDUSTRY |
| 2025-07-31 |
2025-08-01 |
reversal |
0.9278 |
0.0012 |
0.0011 |
alpha_REVERSAL |
| 2025-07-31 |
2025-08-01 |
ind_healthcare_providers_services |
0.0252 |
0.0044 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-31 |
2025-08-01 |
ind_insurance |
0.0267 |
-0.0036 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-31 |
2025-08-01 |
ind_passenger_transportation |
0.0615 |
0.0057 |
0.0004 |
tilt_INDUSTRY |
| 2025-07-31 |
2025-08-01 |
country_TW |
0.0445 |
0.0073 |
0.0003 |
tilt_COUNTRY |
| 2025-07-31 |
2025-08-01 |
revision |
0.6799 |
-0.0005 |
-0.0003 |
alpha_REVISION |
| 2025-07-31 |
2025-08-01 |
momentum |
-0.0827 |
0.0001 |
-0.0000 |
alpha_MOMENTUM |
| 2025-07-31 |
2025-08-01 |
ind_multiline_utilities |
-0.0130 |
-0.0024 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-31 |
2025-08-01 |
ind_telecommunications_serices |
0.1208 |
0.0034 |
0.0004 |
tilt_INDUSTRY |
| 2025-07-31 |
2025-08-01 |
country_NZ |
-0.0175 |
-0.0021 |
0.0000 |
tilt_COUNTRY |
| 2025-07-31 |
2025-08-01 |
ind_banking_services |
-0.1491 |
0.0017 |
-0.0003 |
tilt_INDUSTRY |
| 2025-07-31 |
2025-08-01 |
sdiscrepancy |
NaN |
NaN |
-0.0004 |
unexplained |
| 2025-07-31 |
2025-08-01 |
country_ID |
0.0034 |
0.0086 |
0.0000 |
tilt_COUNTRY |
| 2025-07-31 |
2025-08-01 |
linearCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-07-31 |
2025-08-01 |
ind_diversified_retail |
-0.0099 |
0.0035 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-31 |
2025-08-01 |
value_gc |
1.8843 |
0.0001 |
0.0001 |
alpha_VALUE |
| 2025-07-31 |
2025-08-01 |
market |
0.0218 |
0.0006 |
0.0000 |
risk_exposure |
| 2025-07-31 |
2025-08-01 |
ind_software_it_services |
0.0754 |
0.0027 |
0.0002 |
tilt_INDUSTRY |
| 2025-07-31 |
2025-08-01 |
ind_freight_logistics |
-0.0369 |
0.0045 |
-0.0002 |
tilt_INDUSTRY |
| 2025-07-31 |
2025-08-01 |
ind_water_utilities |
-0.0076 |
0.0020 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-31 |
2025-08-01 |
ind_transportation_infrastructure |
-0.0042 |
-0.0011 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-31 |
2025-08-01 |
specret |
NaN |
NaN |
0.0039 |
unexplained |
| 2025-07-31 |
2025-08-01 |
country_IN |
0.0000 |
-0.0122 |
0.0000 |
tilt_COUNTRY |
| 2025-07-31 |
2025-08-01 |
ind_homebuilding_building_products |
-0.0338 |
0.0007 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-31 |
2025-08-01 |
sbeta_market |
0.0247 |
-0.0045 |
-0.0001 |
risk_exposure |
| 2025-07-31 |
2025-08-01 |
ind_containers_packaging |
0.0071 |
-0.0022 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-31 |
2025-08-01 |
ind_uranium |
-0.0025 |
0.0071 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-31 |
2025-08-01 |
ind_hotels_entertainment |
-0.0667 |
0.0005 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-31 |
2025-08-01 |
quality |
4.0485 |
-0.0002 |
-0.0007 |
alpha_QUALITY |
| 2025-07-31 |
2025-08-01 |
country_CN |
-0.0814 |
0.0041 |
-0.0003 |
tilt_COUNTRY |
| 2025-07-31 |
2025-08-01 |
ind_household_goods |
-0.0105 |
0.0036 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-31 |
2025-08-01 |
ind_oil_gas_equipment_services |
-0.0139 |
-0.0031 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-31 |
2025-08-01 |
ind_electronic_equipment |
-0.0695 |
0.0041 |
-0.0003 |
tilt_INDUSTRY |
| 2025-07-31 |
2025-08-01 |
ind_commercial_services_supplies |
0.0024 |
0.0037 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-31 |
2025-08-01 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-07-31 |
2025-08-01 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-07-31 |
2025-08-01 |
ind_aerospace_defense |
-0.0031 |
-0.0122 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-31 |
2025-08-01 |
country_MY |
0.0061 |
0.0090 |
0.0001 |
tilt_COUNTRY |
| 2025-07-31 |
2025-08-01 |
ind_household_products_services |
-0.0137 |
0.0015 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-31 |
2025-08-01 |
ind_specialty_reatil |
0.0034 |
0.0008 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-31 |
2025-08-01 |
ind_food_drug_retail |
0.0561 |
0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-31 |
2025-08-01 |
ind_textiles_apparel |
-0.0257 |
-0.0008 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-31 |
2025-08-01 |
ind_office_equipment |
-0.0178 |
0.0045 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-31 |
2025-08-01 |
ind_natural_gas_utilities |
0.0041 |
0.0066 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-31 |
2025-08-01 |
ind_chemicals |
-0.0289 |
-0.0027 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-31 |
2025-08-01 |
ind_media_publishing |
0.0289 |
0.0071 |
0.0002 |
tilt_INDUSTRY |
| 2025-07-31 |
2025-08-01 |
ind_computers_phones_household_electronics |
0.0923 |
0.0024 |
0.0002 |
tilt_INDUSTRY |
| 2025-07-31 |
2025-08-01 |
ind_metals_mining |
-0.1139 |
0.0000 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-31 |
2025-08-01 |
country_TH |
0.0409 |
-0.0192 |
-0.0008 |
tilt_COUNTRY |
| 2025-07-31 |
2025-08-01 |
ind_consumer_goods_conglomerates |
0.0133 |
-0.0074 |
-0.0001 |
tilt_INDUSTRY |
| 2025-07-31 |
2025-08-01 |
neglect |
0.7923 |
-0.0005 |
-0.0004 |
alpha_VALUE |
| 2025-07-31 |
2025-08-01 |
country_JP |
-0.0318 |
0.0106 |
-0.0003 |
tilt_COUNTRY |
| 2025-07-31 |
2025-08-01 |
ind_semiconductors |
0.0191 |
-0.0079 |
-0.0002 |
tilt_INDUSTRY |
| 2025-07-31 |
2025-08-01 |
ind_food_tobacco |
0.1123 |
0.0005 |
0.0001 |
tilt_INDUSTRY |
| 2025-07-31 |
2025-08-01 |
country_HK |
0.1235 |
-0.0083 |
-0.0010 |
tilt_COUNTRY |
| 2025-07-31 |
2025-08-01 |
size_MICRO |
-0.0041 |
0.0046 |
-0.0000 |
tilt_SIZE |
| 2025-07-31 |
2025-08-01 |
stability |
4.4765 |
-0.0001 |
-0.0006 |
alpha_QUALITY |
| 2025-07-31 |
2025-08-01 |
ind_beverages |
-0.0808 |
0.0000 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-31 |
2025-08-01 |
ind_leisure_products |
0.0074 |
-0.0059 |
-0.0000 |
tilt_INDUSTRY |
| 2025-07-31 |
2025-08-01 |
ind_construction_materials |
-0.0037 |
-0.0014 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-31 |
2025-08-01 |
ind_renewable_energy |
0.0159 |
0.0196 |
0.0003 |
tilt_INDUSTRY |
| 2025-07-31 |
2025-08-01 |
size_MID |
-0.0907 |
-0.0010 |
0.0001 |
tilt_SIZE |
| 2025-07-31 |
2025-08-01 |
country_KR |
-0.0982 |
-0.0380 |
0.0037 |
tilt_COUNTRY |
| 2025-07-31 |
2025-08-01 |
ind_electric_utilities_ipps |
-0.0551 |
-0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-31 |
2025-08-01 |
ind_fintech |
-0.0005 |
-0.0037 |
0.0000 |
tilt_INDUSTRY |
| 2025-07-31 |
2025-08-01 |
ind_construction_engineering |
0.0764 |
0.0047 |
0.0004 |
tilt_INDUSTRY |
| 2025-07-31 |
2025-08-01 |
value_liq |
0.5157 |
0.0004 |
0.0002 |
alpha_VALUE |
| 2025-07-31 |
2025-08-01 |
ind_integrated_hardware_software |
0.0077 |
0.0074 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-01 |
2025-08-04 |
ind_textiles_apparel |
-0.0238 |
-0.0021 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-01 |
2025-08-04 |
ind_diversified_retail |
-0.0114 |
-0.0009 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-01 |
2025-08-04 |
ind_insurance |
0.0233 |
-0.0040 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-01 |
2025-08-04 |
country_TW |
0.0399 |
-0.0042 |
-0.0002 |
tilt_COUNTRY |
| 2025-08-01 |
2025-08-04 |
bcost |
NaN |
NaN |
-0.0008 |
cost |
| 2025-08-01 |
2025-08-04 |
ind_beverages |
-0.0807 |
-0.0016 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-01 |
2025-08-04 |
value_gc |
1.8628 |
-0.0003 |
-0.0005 |
alpha_VALUE |
| 2025-08-01 |
2025-08-04 |
ind_metals_mining |
-0.1105 |
0.0067 |
-0.0007 |
tilt_INDUSTRY |
| 2025-08-01 |
2025-08-04 |
ind_food_drug_retail |
0.0553 |
0.0061 |
0.0003 |
tilt_INDUSTRY |
| 2025-08-01 |
2025-08-04 |
ind_multiline_utilities |
-0.0132 |
0.0056 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-01 |
2025-08-04 |
ind_telecommunications_serices |
0.1217 |
0.0017 |
0.0002 |
tilt_INDUSTRY |
| 2025-08-01 |
2025-08-04 |
country_ID |
0.0035 |
-0.0132 |
-0.0000 |
tilt_COUNTRY |
| 2025-08-01 |
2025-08-04 |
ind_leisure_products |
0.0071 |
0.0049 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-01 |
2025-08-04 |
revision |
0.7316 |
0.0011 |
0.0008 |
alpha_REVISION |
| 2025-08-01 |
2025-08-04 |
sdiscrepancy |
NaN |
NaN |
-0.0000 |
unexplained |
| 2025-08-01 |
2025-08-04 |
country_AU |
-0.0974 |
-0.0023 |
0.0002 |
tilt_COUNTRY |
| 2025-08-01 |
2025-08-04 |
country_NZ |
-0.0177 |
-0.0041 |
0.0001 |
tilt_COUNTRY |
| 2025-08-01 |
2025-08-04 |
ind_holding_companies |
0.0070 |
-0.0008 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-01 |
2025-08-04 |
stability |
4.3975 |
0.0008 |
0.0035 |
alpha_QUALITY |
| 2025-08-01 |
2025-08-04 |
ind_natural_gas_utilities |
0.0039 |
0.0005 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-01 |
2025-08-04 |
ind_coal |
-0.0477 |
0.0070 |
-0.0003 |
tilt_INDUSTRY |
| 2025-08-01 |
2025-08-04 |
size_MICRO |
-0.0073 |
0.0056 |
-0.0000 |
tilt_SIZE |
| 2025-08-01 |
2025-08-04 |
ind_paper_forestry |
-0.0035 |
-0.0092 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-01 |
2025-08-04 |
country_SG |
0.0595 |
0.0053 |
0.0003 |
tilt_COUNTRY |
| 2025-08-01 |
2025-08-04 |
country_XH |
0.0626 |
0.0069 |
0.0004 |
tilt_COUNTRY |
| 2025-08-01 |
2025-08-04 |
impactCost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-08-01 |
2025-08-04 |
ind_healthcare_providers_services |
0.0264 |
-0.0077 |
-0.0002 |
tilt_INDUSTRY |
| 2025-08-01 |
2025-08-04 |
ind_specialty_reatil |
0.0031 |
-0.0004 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-01 |
2025-08-04 |
ind_oil_gas |
0.0561 |
-0.0101 |
-0.0006 |
tilt_INDUSTRY |
| 2025-08-01 |
2025-08-04 |
country_HK |
0.1287 |
0.0006 |
0.0001 |
tilt_COUNTRY |
| 2025-08-01 |
2025-08-04 |
ind_water_utilities |
-0.0077 |
-0.0053 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-01 |
2025-08-04 |
ind_homebuilding_building_products |
-0.0337 |
0.0005 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-01 |
2025-08-04 |
country_CN |
-0.0912 |
0.0016 |
-0.0001 |
tilt_COUNTRY |
| 2025-08-01 |
2025-08-04 |
sbeta_market |
0.0294 |
0.0007 |
0.0000 |
risk_exposure |
| 2025-08-01 |
2025-08-04 |
ind_computers_phones_household_electronics |
0.0921 |
0.0006 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-01 |
2025-08-04 |
momentum |
-0.0465 |
0.0010 |
-0.0000 |
alpha_MOMENTUM |
| 2025-08-01 |
2025-08-04 |
country_IN |
0.0000 |
0.0072 |
0.0000 |
tilt_COUNTRY |
| 2025-08-01 |
2025-08-04 |
ind_freight_logistics |
-0.0370 |
-0.0033 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-01 |
2025-08-04 |
ind_banking_services |
-0.1454 |
0.0005 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-01 |
2025-08-04 |
ind_consumer_goods_conglomerates |
0.0144 |
-0.0023 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-01 |
2025-08-04 |
market |
0.0151 |
0.0033 |
0.0001 |
risk_exposure |
| 2025-08-01 |
2025-08-04 |
linearCost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-08-01 |
2025-08-04 |
neglect |
0.7984 |
0.0000 |
0.0000 |
alpha_VALUE |
| 2025-08-01 |
2025-08-04 |
ind_aerospace_defense |
-0.0032 |
0.0199 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-01 |
2025-08-04 |
ind_renewable_energy |
0.0161 |
-0.0141 |
-0.0002 |
tilt_INDUSTRY |
| 2025-08-01 |
2025-08-04 |
ind_machinery |
0.1515 |
0.0046 |
0.0007 |
tilt_INDUSTRY |
| 2025-08-01 |
2025-08-04 |
ind_commercial_services_supplies |
-0.0009 |
-0.0018 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-01 |
2025-08-04 |
ind_software_it_services |
0.0735 |
0.0011 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-01 |
2025-08-04 |
ind_oil_gas_equipment_services |
-0.0144 |
-0.0049 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-01 |
2025-08-04 |
ind_real_estate_operations |
-0.0091 |
0.0025 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-01 |
2025-08-04 |
ind_media_publishing |
0.0294 |
-0.0003 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-01 |
2025-08-04 |
fmom |
0.5168 |
-0.0004 |
-0.0002 |
alpha_QUALITY |
| 2025-08-01 |
2025-08-04 |
linkage |
0.5563 |
-0.0004 |
-0.0002 |
alpha_MOMENTUM |
| 2025-08-01 |
2025-08-04 |
size_LARGE |
0.1151 |
-0.0017 |
-0.0002 |
tilt_SIZE |
| 2025-08-01 |
2025-08-04 |
ind_construction_materials |
-0.0033 |
-0.0036 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-01 |
2025-08-04 |
pdiscrepancy |
NaN |
NaN |
-0.0000 |
unexplained |
| 2025-08-01 |
2025-08-04 |
ind_office_equipment |
-0.0176 |
-0.0109 |
0.0002 |
tilt_INDUSTRY |
| 2025-08-01 |
2025-08-04 |
country_PH |
0.0021 |
0.0024 |
0.0000 |
tilt_COUNTRY |
| 2025-08-01 |
2025-08-04 |
reversal |
0.9099 |
0.0016 |
0.0015 |
alpha_REVERSAL |
| 2025-08-01 |
2025-08-04 |
ind_healthcare_equipment_supplies |
-0.0847 |
0.0010 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-01 |
2025-08-04 |
ind_integrated_hardware_software |
0.0079 |
0.0024 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-01 |
2025-08-04 |
value_liq |
0.5307 |
-0.0013 |
-0.0007 |
alpha_VALUE |
| 2025-08-01 |
2025-08-04 |
ind_investment_services |
0.0792 |
-0.0019 |
-0.0002 |
tilt_INDUSTRY |
| 2025-08-01 |
2025-08-04 |
ind_fintech |
-0.0006 |
-0.0117 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-01 |
2025-08-04 |
size_SMALL |
0.0013 |
0.0017 |
0.0000 |
tilt_SIZE |
| 2025-08-01 |
2025-08-04 |
ind_industrial_distribution |
0.0279 |
-0.0025 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-01 |
2025-08-04 |
country_KR |
-0.0990 |
0.0076 |
-0.0008 |
tilt_COUNTRY |
| 2025-08-01 |
2025-08-04 |
ind_pharmaceuticals |
-0.0374 |
-0.0026 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-01 |
2025-08-04 |
ind_construction_engineering |
0.0814 |
-0.0033 |
-0.0003 |
tilt_INDUSTRY |
| 2025-08-01 |
2025-08-04 |
ind_communications_equipment |
0.0107 |
0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-01 |
2025-08-04 |
ind_household_products_services |
-0.0140 |
0.0002 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-01 |
2025-08-04 |
ind_biotechnology |
-0.0125 |
-0.0047 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-01 |
2025-08-04 |
ind_passenger_transportation |
0.0597 |
0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-01 |
2025-08-04 |
ind_chemicals |
-0.0235 |
-0.0028 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-01 |
2025-08-04 |
ind_food_tobacco |
0.1045 |
-0.0030 |
-0.0003 |
tilt_INDUSTRY |
| 2025-08-01 |
2025-08-04 |
ind_containers_packaging |
0.0071 |
-0.0027 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-01 |
2025-08-04 |
ind_hotels_entertainment |
-0.0692 |
0.0000 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-01 |
2025-08-04 |
ind_automobile |
-0.1083 |
0.0037 |
-0.0004 |
tilt_INDUSTRY |
| 2025-08-01 |
2025-08-04 |
quality |
4.0406 |
-0.0004 |
-0.0017 |
alpha_QUALITY |
| 2025-08-01 |
2025-08-04 |
ind_semiconductors |
0.0186 |
-0.0030 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-01 |
2025-08-04 |
specret |
NaN |
NaN |
0.0064 |
unexplained |
| 2025-08-01 |
2025-08-04 |
ind_uranium |
-0.0025 |
0.0064 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-01 |
2025-08-04 |
size_MID |
-0.0940 |
-0.0006 |
0.0001 |
tilt_SIZE |
| 2025-08-01 |
2025-08-04 |
ind_transportation_infrastructure |
-0.0022 |
-0.0004 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-01 |
2025-08-04 |
country_MY |
0.0061 |
-0.0072 |
-0.0000 |
tilt_COUNTRY |
| 2025-08-01 |
2025-08-04 |
country_JP |
-0.0375 |
-0.0110 |
0.0004 |
tilt_COUNTRY |
| 2025-08-01 |
2025-08-04 |
ind_electronic_equipment |
-0.0779 |
0.0003 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-01 |
2025-08-04 |
ind_electric_utilities_ipps |
-0.0560 |
-0.0018 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-01 |
2025-08-04 |
fcost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-08-01 |
2025-08-04 |
country_TH |
0.0555 |
0.0020 |
0.0001 |
tilt_COUNTRY |
| 2025-08-01 |
2025-08-04 |
ind_household_goods |
-0.0105 |
0.0018 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-04 |
2025-08-05 |
ind_beverages |
-0.0831 |
0.0012 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-04 |
2025-08-05 |
country_MY |
0.0061 |
-0.0011 |
-0.0000 |
tilt_COUNTRY |
| 2025-08-04 |
2025-08-05 |
ind_freight_logistics |
-0.0370 |
-0.0048 |
0.0002 |
tilt_INDUSTRY |
| 2025-08-04 |
2025-08-05 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-08-04 |
2025-08-05 |
country_KR |
-0.1044 |
0.0086 |
-0.0009 |
tilt_COUNTRY |
| 2025-08-04 |
2025-08-05 |
value_gc |
1.8650 |
0.0000 |
0.0000 |
alpha_VALUE |
| 2025-08-04 |
2025-08-05 |
linkage |
0.5360 |
0.0008 |
0.0004 |
alpha_MOMENTUM |
| 2025-08-04 |
2025-08-05 |
revision |
0.7197 |
0.0016 |
0.0012 |
alpha_REVISION |
| 2025-08-04 |
2025-08-05 |
size_MICRO |
-0.0099 |
0.0047 |
-0.0000 |
tilt_SIZE |
| 2025-08-04 |
2025-08-05 |
size_MID |
-0.0993 |
0.0001 |
-0.0000 |
tilt_SIZE |
| 2025-08-04 |
2025-08-05 |
ind_healthcare_equipment_supplies |
-0.0862 |
-0.0064 |
0.0005 |
tilt_INDUSTRY |
| 2025-08-04 |
2025-08-05 |
country_JP |
-0.0374 |
0.0001 |
-0.0000 |
tilt_COUNTRY |
| 2025-08-04 |
2025-08-05 |
ind_household_products_services |
-0.0142 |
-0.0096 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-04 |
2025-08-05 |
reversal |
0.7538 |
-0.0009 |
-0.0007 |
alpha_REVERSAL |
| 2025-08-04 |
2025-08-05 |
linearCost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-08-04 |
2025-08-05 |
market |
0.0113 |
0.0066 |
0.0001 |
risk_exposure |
| 2025-08-04 |
2025-08-05 |
ind_oil_gas_equipment_services |
-0.0155 |
-0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-04 |
2025-08-05 |
ind_consumer_goods_conglomerates |
0.0160 |
-0.0034 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-04 |
2025-08-05 |
ind_diversified_retail |
-0.0115 |
-0.0005 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-04 |
2025-08-05 |
ind_water_utilities |
-0.0078 |
0.0074 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-04 |
2025-08-05 |
ind_biotechnology |
-0.0125 |
0.0052 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-04 |
2025-08-05 |
momentum |
-0.0870 |
-0.0003 |
0.0000 |
alpha_MOMENTUM |
| 2025-08-04 |
2025-08-05 |
ind_banking_services |
-0.1097 |
0.0038 |
-0.0004 |
tilt_INDUSTRY |
| 2025-08-04 |
2025-08-05 |
size_LARGE |
0.1261 |
-0.0004 |
-0.0000 |
tilt_SIZE |
| 2025-08-04 |
2025-08-05 |
ind_food_tobacco |
0.0995 |
-0.0026 |
-0.0003 |
tilt_INDUSTRY |
| 2025-08-04 |
2025-08-05 |
ind_oil_gas |
0.0504 |
-0.0035 |
-0.0002 |
tilt_INDUSTRY |
| 2025-08-04 |
2025-08-05 |
ind_aerospace_defense |
-0.0035 |
-0.0013 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-04 |
2025-08-05 |
ind_machinery |
0.1483 |
0.0009 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-04 |
2025-08-05 |
ind_media_publishing |
0.0307 |
-0.0044 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-04 |
2025-08-05 |
ind_automobile |
-0.1067 |
0.0011 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-04 |
2025-08-05 |
ind_construction_materials |
-0.0031 |
0.0012 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-04 |
2025-08-05 |
sbeta_market |
0.0188 |
0.0006 |
0.0000 |
risk_exposure |
| 2025-08-04 |
2025-08-05 |
quality |
4.0689 |
0.0003 |
0.0011 |
alpha_QUALITY |
| 2025-08-04 |
2025-08-05 |
pdiscrepancy |
NaN |
NaN |
-0.0000 |
unexplained |
| 2025-08-04 |
2025-08-05 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-08-04 |
2025-08-05 |
country_IN |
0.0000 |
-0.0091 |
0.0000 |
tilt_COUNTRY |
| 2025-08-04 |
2025-08-05 |
ind_natural_gas_utilities |
0.0032 |
-0.0039 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-04 |
2025-08-05 |
size_SMALL |
-0.0056 |
-0.0001 |
0.0000 |
tilt_SIZE |
| 2025-08-04 |
2025-08-05 |
ind_textiles_apparel |
-0.0227 |
-0.0034 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-04 |
2025-08-05 |
sdiscrepancy |
NaN |
NaN |
0.0000 |
unexplained |
| 2025-08-04 |
2025-08-05 |
country_AU |
-0.1009 |
0.0044 |
-0.0004 |
tilt_COUNTRY |
| 2025-08-04 |
2025-08-05 |
ind_real_estate_operations |
-0.0136 |
-0.0036 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-04 |
2025-08-05 |
ind_semiconductors |
0.0202 |
-0.0016 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-04 |
2025-08-05 |
country_CN |
-0.0953 |
-0.0010 |
0.0001 |
tilt_COUNTRY |
| 2025-08-04 |
2025-08-05 |
ind_integrated_hardware_software |
0.0080 |
-0.0068 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-04 |
2025-08-05 |
ind_containers_packaging |
0.0069 |
0.0016 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-04 |
2025-08-05 |
ind_electric_utilities_ipps |
-0.0580 |
-0.0009 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-04 |
2025-08-05 |
ind_chemicals |
-0.0157 |
-0.0004 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-04 |
2025-08-05 |
ind_uranium |
-0.0025 |
-0.0015 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-04 |
2025-08-05 |
country_PH |
0.0021 |
-0.0014 |
-0.0000 |
tilt_COUNTRY |
| 2025-08-04 |
2025-08-05 |
country_HK |
0.1321 |
0.0007 |
0.0001 |
tilt_COUNTRY |
| 2025-08-04 |
2025-08-05 |
ind_renewable_energy |
0.0141 |
0.0040 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-04 |
2025-08-05 |
ind_multiline_utilities |
-0.0132 |
0.0055 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-04 |
2025-08-05 |
ind_metals_mining |
-0.1074 |
0.0002 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-04 |
2025-08-05 |
ind_specialty_reatil |
0.0024 |
-0.0058 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-04 |
2025-08-05 |
ind_holding_companies |
0.0071 |
-0.0024 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-04 |
2025-08-05 |
ind_leisure_products |
0.0074 |
-0.0010 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-04 |
2025-08-05 |
ind_industrial_distribution |
0.0302 |
-0.0015 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-04 |
2025-08-05 |
ind_food_drug_retail |
0.0530 |
-0.0038 |
-0.0002 |
tilt_INDUSTRY |
| 2025-08-04 |
2025-08-05 |
fmom |
0.5254 |
0.0005 |
0.0003 |
alpha_QUALITY |
| 2025-08-04 |
2025-08-05 |
neglect |
0.8341 |
-0.0000 |
-0.0000 |
alpha_VALUE |
| 2025-08-04 |
2025-08-05 |
ind_paper_forestry |
-0.0031 |
-0.0002 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-04 |
2025-08-05 |
ind_communications_equipment |
0.0114 |
0.0077 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-04 |
2025-08-05 |
value_liq |
0.5574 |
0.0001 |
0.0001 |
alpha_VALUE |
| 2025-08-04 |
2025-08-05 |
ind_fintech |
-0.0008 |
-0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-04 |
2025-08-05 |
specret |
NaN |
NaN |
-0.0095 |
unexplained |
| 2025-08-04 |
2025-08-05 |
ind_coal |
-0.0486 |
0.0035 |
-0.0002 |
tilt_INDUSTRY |
| 2025-08-04 |
2025-08-05 |
ind_homebuilding_building_products |
-0.0335 |
-0.0020 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-04 |
2025-08-05 |
ind_software_it_services |
0.0670 |
-0.0037 |
-0.0002 |
tilt_INDUSTRY |
| 2025-08-04 |
2025-08-05 |
country_XH |
0.0594 |
0.0053 |
0.0003 |
tilt_COUNTRY |
| 2025-08-04 |
2025-08-05 |
ind_healthcare_providers_services |
0.0270 |
0.0026 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-04 |
2025-08-05 |
country_NZ |
-0.0180 |
0.0098 |
-0.0002 |
tilt_COUNTRY |
| 2025-08-04 |
2025-08-05 |
ind_insurance |
0.0227 |
0.0057 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-04 |
2025-08-05 |
ind_investment_services |
0.0779 |
0.0051 |
0.0004 |
tilt_INDUSTRY |
| 2025-08-04 |
2025-08-05 |
ind_telecommunications_serices |
0.1219 |
-0.0006 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-04 |
2025-08-05 |
country_TW |
0.0330 |
0.0010 |
0.0000 |
tilt_COUNTRY |
| 2025-08-04 |
2025-08-05 |
country_ID |
0.0034 |
-0.0029 |
-0.0000 |
tilt_COUNTRY |
| 2025-08-04 |
2025-08-05 |
ind_construction_engineering |
0.0825 |
-0.0008 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-04 |
2025-08-05 |
ind_transportation_infrastructure |
0.0007 |
-0.0004 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-04 |
2025-08-05 |
ind_electronic_equipment |
-0.0916 |
0.0043 |
-0.0004 |
tilt_INDUSTRY |
| 2025-08-04 |
2025-08-05 |
country_TH |
0.0717 |
0.0083 |
0.0006 |
tilt_COUNTRY |
| 2025-08-04 |
2025-08-05 |
ind_passenger_transportation |
0.0559 |
0.0007 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-04 |
2025-08-05 |
ind_pharmaceuticals |
-0.0442 |
-0.0032 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-04 |
2025-08-05 |
ind_office_equipment |
-0.0174 |
0.0006 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-04 |
2025-08-05 |
ind_household_goods |
-0.0108 |
0.0026 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-04 |
2025-08-05 |
stability |
4.4566 |
-0.0004 |
-0.0019 |
alpha_QUALITY |
| 2025-08-04 |
2025-08-05 |
country_SG |
0.0594 |
-0.0034 |
-0.0002 |
tilt_COUNTRY |
| 2025-08-04 |
2025-08-05 |
ind_commercial_services_supplies |
-0.0028 |
-0.0019 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-04 |
2025-08-05 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-08-04 |
2025-08-05 |
ind_hotels_entertainment |
-0.0692 |
-0.0025 |
0.0002 |
tilt_INDUSTRY |
| 2025-08-04 |
2025-08-05 |
ind_computers_phones_household_electronics |
0.0925 |
0.0045 |
0.0004 |
tilt_INDUSTRY |
| 2025-08-05 |
2025-08-06 |
specret |
NaN |
NaN |
-0.0002 |
unexplained |
| 2025-08-05 |
2025-08-06 |
sbeta_market |
0.0091 |
0.0053 |
0.0000 |
risk_exposure |
| 2025-08-05 |
2025-08-06 |
pdiscrepancy |
NaN |
NaN |
-0.0000 |
unexplained |
| 2025-08-05 |
2025-08-06 |
ind_electric_utilities_ipps |
-0.0594 |
-0.0008 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-05 |
2025-08-06 |
market |
-0.0031 |
-0.0013 |
0.0000 |
risk_exposure |
| 2025-08-05 |
2025-08-06 |
size_MID |
-0.1075 |
-0.0002 |
0.0000 |
tilt_SIZE |
| 2025-08-05 |
2025-08-06 |
ind_communications_equipment |
0.0141 |
-0.0021 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-05 |
2025-08-06 |
linearCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-08-05 |
2025-08-06 |
ind_telecommunications_serices |
0.1214 |
-0.0021 |
-0.0003 |
tilt_INDUSTRY |
| 2025-08-05 |
2025-08-06 |
ind_renewable_energy |
0.0121 |
-0.0043 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-05 |
2025-08-06 |
country_SG |
0.0590 |
0.0010 |
0.0001 |
tilt_COUNTRY |
| 2025-08-05 |
2025-08-06 |
ind_oil_gas_equipment_services |
-0.0159 |
0.0049 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-05 |
2025-08-06 |
ind_paper_forestry |
-0.0027 |
0.0042 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-05 |
2025-08-06 |
ind_media_publishing |
0.0265 |
-0.0059 |
-0.0002 |
tilt_INDUSTRY |
| 2025-08-05 |
2025-08-06 |
ind_coal |
-0.0491 |
0.0170 |
-0.0008 |
tilt_INDUSTRY |
| 2025-08-05 |
2025-08-06 |
ind_healthcare_providers_services |
0.0257 |
-0.0011 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-05 |
2025-08-06 |
country_NZ |
-0.0151 |
-0.0002 |
0.0000 |
tilt_COUNTRY |
| 2025-08-05 |
2025-08-06 |
ind_healthcare_equipment_supplies |
-0.0860 |
-0.0041 |
0.0004 |
tilt_INDUSTRY |
| 2025-08-05 |
2025-08-06 |
country_TH |
0.0743 |
0.0130 |
0.0010 |
tilt_COUNTRY |
| 2025-08-05 |
2025-08-06 |
ind_water_utilities |
-0.0078 |
-0.0101 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-05 |
2025-08-06 |
country_ID |
0.0032 |
-0.0068 |
-0.0000 |
tilt_COUNTRY |
| 2025-08-05 |
2025-08-06 |
ind_transportation_infrastructure |
0.0032 |
-0.0021 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-05 |
2025-08-06 |
ind_passenger_transportation |
0.0507 |
0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-05 |
2025-08-06 |
ind_machinery |
0.1499 |
0.0050 |
0.0007 |
tilt_INDUSTRY |
| 2025-08-05 |
2025-08-06 |
ind_household_goods |
-0.0112 |
0.0028 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-05 |
2025-08-06 |
ind_commercial_services_supplies |
-0.0045 |
-0.0008 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-05 |
2025-08-06 |
revision |
0.6593 |
0.0001 |
0.0001 |
alpha_REVISION |
| 2025-08-05 |
2025-08-06 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-08-05 |
2025-08-06 |
ind_fintech |
-0.0007 |
-0.0042 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-05 |
2025-08-06 |
ind_leisure_products |
0.0077 |
0.0000 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-05 |
2025-08-06 |
ind_consumer_goods_conglomerates |
0.0153 |
0.0017 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-05 |
2025-08-06 |
ind_beverages |
-0.0849 |
-0.0028 |
0.0002 |
tilt_INDUSTRY |
| 2025-08-05 |
2025-08-06 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-08-05 |
2025-08-06 |
ind_textiles_apparel |
-0.0219 |
0.0021 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-05 |
2025-08-06 |
size_SMALL |
-0.0078 |
0.0008 |
-0.0000 |
tilt_SIZE |
| 2025-08-05 |
2025-08-06 |
ind_integrated_hardware_software |
0.0083 |
0.0064 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-05 |
2025-08-06 |
ind_aerospace_defense |
-0.0031 |
0.0111 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-05 |
2025-08-06 |
country_HK |
0.1299 |
-0.0031 |
-0.0004 |
tilt_COUNTRY |
| 2025-08-05 |
2025-08-06 |
ind_construction_materials |
-0.0030 |
0.0017 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-05 |
2025-08-06 |
ind_food_tobacco |
0.0970 |
-0.0008 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-05 |
2025-08-06 |
ind_metals_mining |
-0.1077 |
0.0037 |
-0.0004 |
tilt_INDUSTRY |
| 2025-08-05 |
2025-08-06 |
country_JP |
-0.0372 |
0.0066 |
-0.0002 |
tilt_COUNTRY |
| 2025-08-05 |
2025-08-06 |
neglect |
0.8703 |
0.0004 |
0.0003 |
alpha_VALUE |
| 2025-08-05 |
2025-08-06 |
ind_food_drug_retail |
0.0480 |
0.0004 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-05 |
2025-08-06 |
value_liq |
0.6377 |
-0.0004 |
-0.0002 |
alpha_VALUE |
| 2025-08-05 |
2025-08-06 |
ind_semiconductors |
0.0213 |
-0.0058 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-05 |
2025-08-06 |
ind_chemicals |
-0.0044 |
0.0010 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-05 |
2025-08-06 |
impactCost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-08-05 |
2025-08-06 |
fmom |
0.5060 |
0.0002 |
0.0001 |
alpha_QUALITY |
| 2025-08-05 |
2025-08-06 |
ind_holding_companies |
0.0072 |
0.0071 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-05 |
2025-08-06 |
ind_automobile |
-0.1014 |
0.0040 |
-0.0004 |
tilt_INDUSTRY |
| 2025-08-05 |
2025-08-06 |
ind_biotechnology |
-0.0121 |
-0.0055 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-05 |
2025-08-06 |
ind_oil_gas |
0.0464 |
0.0068 |
0.0003 |
tilt_INDUSTRY |
| 2025-08-05 |
2025-08-06 |
size_LARGE |
0.1228 |
-0.0007 |
-0.0001 |
tilt_SIZE |
| 2025-08-05 |
2025-08-06 |
ind_banking_services |
-0.0974 |
0.0002 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-05 |
2025-08-06 |
stability |
4.4775 |
0.0002 |
0.0008 |
alpha_QUALITY |
| 2025-08-05 |
2025-08-06 |
ind_household_products_services |
-0.0141 |
-0.0010 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-05 |
2025-08-06 |
ind_specialty_reatil |
0.0030 |
0.0009 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-05 |
2025-08-06 |
value_gc |
1.9416 |
-0.0004 |
-0.0008 |
alpha_VALUE |
| 2025-08-05 |
2025-08-06 |
ind_industrial_distribution |
0.0323 |
0.0089 |
0.0003 |
tilt_INDUSTRY |
| 2025-08-05 |
2025-08-06 |
country_PH |
0.0021 |
-0.0072 |
-0.0000 |
tilt_COUNTRY |
| 2025-08-05 |
2025-08-06 |
ind_uranium |
-0.0025 |
-0.0032 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-05 |
2025-08-06 |
country_MY |
0.0062 |
-0.0030 |
-0.0000 |
tilt_COUNTRY |
| 2025-08-05 |
2025-08-06 |
ind_diversified_retail |
-0.0118 |
0.0024 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-05 |
2025-08-06 |
country_CN |
-0.0989 |
0.0001 |
-0.0000 |
tilt_COUNTRY |
| 2025-08-05 |
2025-08-06 |
ind_real_estate_operations |
-0.0188 |
-0.0023 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-05 |
2025-08-06 |
sdiscrepancy |
NaN |
NaN |
-0.0002 |
unexplained |
| 2025-08-05 |
2025-08-06 |
country_AU |
-0.1011 |
0.0068 |
-0.0007 |
tilt_COUNTRY |
| 2025-08-05 |
2025-08-06 |
ind_freight_logistics |
-0.0364 |
0.0003 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-05 |
2025-08-06 |
country_IN |
0.0000 |
-0.0103 |
0.0000 |
tilt_COUNTRY |
| 2025-08-05 |
2025-08-06 |
momentum |
-0.1278 |
0.0015 |
-0.0002 |
alpha_MOMENTUM |
| 2025-08-05 |
2025-08-06 |
ind_construction_engineering |
0.0804 |
0.0015 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-05 |
2025-08-06 |
reversal |
0.9838 |
-0.0014 |
-0.0014 |
alpha_REVERSAL |
| 2025-08-05 |
2025-08-06 |
ind_multiline_utilities |
-0.0131 |
-0.0061 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-05 |
2025-08-06 |
ind_hotels_entertainment |
-0.0692 |
-0.0046 |
0.0003 |
tilt_INDUSTRY |
| 2025-08-05 |
2025-08-06 |
quality |
4.0506 |
-0.0012 |
-0.0050 |
alpha_QUALITY |
| 2025-08-05 |
2025-08-06 |
ind_office_equipment |
-0.0176 |
-0.0023 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-05 |
2025-08-06 |
ind_electronic_equipment |
-0.0981 |
0.0001 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-05 |
2025-08-06 |
country_KR |
-0.1030 |
0.0029 |
-0.0003 |
tilt_COUNTRY |
| 2025-08-05 |
2025-08-06 |
ind_computers_phones_household_electronics |
0.0923 |
-0.0013 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-05 |
2025-08-06 |
size_MICRO |
-0.0106 |
0.0002 |
-0.0000 |
tilt_SIZE |
| 2025-08-05 |
2025-08-06 |
ind_software_it_services |
0.0636 |
-0.0001 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-05 |
2025-08-06 |
ind_insurance |
0.0224 |
0.0002 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-05 |
2025-08-06 |
linkage |
0.5700 |
-0.0010 |
-0.0006 |
alpha_MOMENTUM |
| 2025-08-05 |
2025-08-06 |
ind_homebuilding_building_products |
-0.0337 |
0.0055 |
-0.0002 |
tilt_INDUSTRY |
| 2025-08-05 |
2025-08-06 |
country_XH |
0.0511 |
-0.0054 |
-0.0003 |
tilt_COUNTRY |
| 2025-08-05 |
2025-08-06 |
ind_investment_services |
0.0797 |
-0.0011 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-05 |
2025-08-06 |
country_TW |
0.0264 |
-0.0049 |
-0.0001 |
tilt_COUNTRY |
| 2025-08-05 |
2025-08-06 |
ind_natural_gas_utilities |
0.0026 |
0.0031 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-05 |
2025-08-06 |
ind_containers_packaging |
0.0069 |
-0.0003 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-05 |
2025-08-06 |
ind_pharmaceuticals |
-0.0528 |
-0.0102 |
0.0005 |
tilt_INDUSTRY |
| 2025-08-06 |
2025-08-07 |
ind_leisure_products |
0.0084 |
0.0033 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-06 |
2025-08-07 |
revision |
0.5946 |
0.0001 |
0.0001 |
alpha_REVISION |
| 2025-08-06 |
2025-08-07 |
ind_coal |
-0.0485 |
0.0012 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-06 |
2025-08-07 |
ind_software_it_services |
0.0649 |
0.0016 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-06 |
2025-08-07 |
ind_homebuilding_building_products |
-0.0336 |
-0.0019 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-06 |
2025-08-07 |
ind_diversified_retail |
-0.0137 |
0.0054 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-06 |
2025-08-07 |
country_KR |
-0.0986 |
0.0022 |
-0.0002 |
tilt_COUNTRY |
| 2025-08-06 |
2025-08-07 |
ind_construction_engineering |
0.0796 |
0.0012 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-06 |
2025-08-07 |
ind_automobile |
-0.0978 |
-0.0041 |
0.0004 |
tilt_INDUSTRY |
| 2025-08-06 |
2025-08-07 |
ind_commercial_services_supplies |
-0.0064 |
-0.0029 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-06 |
2025-08-07 |
country_TW |
0.0255 |
0.0025 |
0.0001 |
tilt_COUNTRY |
| 2025-08-06 |
2025-08-07 |
ind_healthcare_equipment_supplies |
-0.0867 |
0.0006 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-06 |
2025-08-07 |
ind_household_products_services |
-0.0142 |
0.0050 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-06 |
2025-08-07 |
linkage |
0.5113 |
0.0010 |
0.0005 |
alpha_MOMENTUM |
| 2025-08-06 |
2025-08-07 |
country_TH |
0.0723 |
-0.0056 |
-0.0004 |
tilt_COUNTRY |
| 2025-08-06 |
2025-08-07 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-08-06 |
2025-08-07 |
ind_machinery |
0.1515 |
-0.0030 |
-0.0004 |
tilt_INDUSTRY |
| 2025-08-06 |
2025-08-07 |
stability |
4.4719 |
-0.0005 |
-0.0024 |
alpha_QUALITY |
| 2025-08-06 |
2025-08-07 |
ind_passenger_transportation |
0.0444 |
-0.0011 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-06 |
2025-08-07 |
ind_hotels_entertainment |
-0.0694 |
0.0047 |
-0.0003 |
tilt_INDUSTRY |
| 2025-08-06 |
2025-08-07 |
country_ID |
0.0031 |
-0.0067 |
-0.0000 |
tilt_COUNTRY |
| 2025-08-06 |
2025-08-07 |
quality |
4.0236 |
0.0006 |
0.0025 |
alpha_QUALITY |
| 2025-08-06 |
2025-08-07 |
ind_investment_services |
0.0855 |
0.0015 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-06 |
2025-08-07 |
country_NZ |
-0.0099 |
-0.0039 |
0.0000 |
tilt_COUNTRY |
| 2025-08-06 |
2025-08-07 |
reversal |
1.0755 |
0.0004 |
0.0004 |
alpha_REVERSAL |
| 2025-08-06 |
2025-08-07 |
country_XH |
0.0488 |
0.0053 |
0.0003 |
tilt_COUNTRY |
| 2025-08-06 |
2025-08-07 |
ind_freight_logistics |
-0.0361 |
0.0049 |
-0.0002 |
tilt_INDUSTRY |
| 2025-08-06 |
2025-08-07 |
ind_communications_equipment |
0.0164 |
0.0009 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-06 |
2025-08-07 |
ind_natural_gas_utilities |
0.0023 |
0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-06 |
2025-08-07 |
ind_computers_phones_household_electronics |
0.0913 |
0.0020 |
0.0002 |
tilt_INDUSTRY |
| 2025-08-06 |
2025-08-07 |
pdiscrepancy |
NaN |
NaN |
0.0000 |
unexplained |
| 2025-08-06 |
2025-08-07 |
ind_oil_gas_equipment_services |
-0.0158 |
-0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-06 |
2025-08-07 |
size_MICRO |
-0.0098 |
0.0005 |
-0.0000 |
tilt_SIZE |
| 2025-08-06 |
2025-08-07 |
specret |
NaN |
NaN |
-0.0003 |
unexplained |
| 2025-08-06 |
2025-08-07 |
ind_multiline_utilities |
-0.0132 |
0.0025 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-06 |
2025-08-07 |
country_SG |
0.0583 |
0.0029 |
0.0002 |
tilt_COUNTRY |
| 2025-08-06 |
2025-08-07 |
ind_telecommunications_serices |
0.1208 |
-0.0003 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-06 |
2025-08-07 |
ind_electronic_equipment |
-0.0987 |
-0.0013 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-06 |
2025-08-07 |
ind_insurance |
0.0228 |
0.0017 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-06 |
2025-08-07 |
linearCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-08-06 |
2025-08-07 |
market |
-0.0074 |
0.0045 |
-0.0000 |
risk_exposure |
| 2025-08-06 |
2025-08-07 |
sbeta_market |
0.0096 |
-0.0028 |
-0.0000 |
risk_exposure |
| 2025-08-06 |
2025-08-07 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-08-06 |
2025-08-07 |
ind_pharmaceuticals |
-0.0501 |
-0.0103 |
0.0005 |
tilt_INDUSTRY |
| 2025-08-06 |
2025-08-07 |
ind_electric_utilities_ipps |
-0.0598 |
0.0019 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-06 |
2025-08-07 |
ind_holding_companies |
0.0071 |
-0.0051 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-06 |
2025-08-07 |
ind_fintech |
-0.0008 |
0.0017 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-06 |
2025-08-07 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-08-06 |
2025-08-07 |
ind_textiles_apparel |
-0.0227 |
-0.0007 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-06 |
2025-08-07 |
country_AU |
-0.1011 |
-0.0028 |
0.0003 |
tilt_COUNTRY |
| 2025-08-06 |
2025-08-07 |
country_CN |
-0.1007 |
-0.0024 |
0.0002 |
tilt_COUNTRY |
| 2025-08-06 |
2025-08-07 |
country_PH |
0.0021 |
-0.0030 |
-0.0000 |
tilt_COUNTRY |
| 2025-08-06 |
2025-08-07 |
ind_aerospace_defense |
-0.0023 |
-0.0069 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-06 |
2025-08-07 |
country_HK |
0.1285 |
0.0102 |
0.0013 |
tilt_COUNTRY |
| 2025-08-06 |
2025-08-07 |
ind_real_estate_operations |
-0.0213 |
0.0054 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-06 |
2025-08-07 |
value_gc |
1.9959 |
0.0007 |
0.0013 |
alpha_VALUE |
| 2025-08-06 |
2025-08-07 |
size_LARGE |
0.1177 |
-0.0000 |
-0.0000 |
tilt_SIZE |
| 2025-08-06 |
2025-08-07 |
ind_metals_mining |
-0.1103 |
0.0036 |
-0.0004 |
tilt_INDUSTRY |
| 2025-08-06 |
2025-08-07 |
ind_specialty_reatil |
0.0034 |
-0.0007 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-06 |
2025-08-07 |
country_JP |
-0.0418 |
0.0044 |
-0.0002 |
tilt_COUNTRY |
| 2025-08-06 |
2025-08-07 |
ind_banking_services |
-0.0955 |
0.0030 |
-0.0003 |
tilt_INDUSTRY |
| 2025-08-06 |
2025-08-07 |
ind_containers_packaging |
0.0068 |
0.0069 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-06 |
2025-08-07 |
ind_media_publishing |
0.0213 |
-0.0008 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-06 |
2025-08-07 |
ind_oil_gas |
0.0409 |
-0.0004 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-06 |
2025-08-07 |
ind_beverages |
-0.0838 |
0.0021 |
-0.0002 |
tilt_INDUSTRY |
| 2025-08-06 |
2025-08-07 |
ind_semiconductors |
0.0235 |
0.0056 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-06 |
2025-08-07 |
ind_transportation_infrastructure |
0.0045 |
0.0023 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-06 |
2025-08-07 |
value_liq |
0.6852 |
-0.0006 |
-0.0004 |
alpha_VALUE |
| 2025-08-06 |
2025-08-07 |
country_MY |
0.0062 |
-0.0054 |
-0.0000 |
tilt_COUNTRY |
| 2025-08-06 |
2025-08-07 |
ind_consumer_goods_conglomerates |
0.0146 |
0.0016 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-06 |
2025-08-07 |
country_IN |
0.0000 |
-0.0025 |
0.0000 |
tilt_COUNTRY |
| 2025-08-06 |
2025-08-07 |
ind_industrial_distribution |
0.0329 |
-0.0037 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-06 |
2025-08-07 |
ind_chemicals |
0.0035 |
-0.0020 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-06 |
2025-08-07 |
fmom |
0.4654 |
-0.0002 |
-0.0001 |
alpha_QUALITY |
| 2025-08-06 |
2025-08-07 |
ind_uranium |
-0.0026 |
0.0312 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-06 |
2025-08-07 |
ind_food_drug_retail |
0.0439 |
0.0010 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-06 |
2025-08-07 |
ind_water_utilities |
-0.0077 |
-0.0055 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-06 |
2025-08-07 |
ind_biotechnology |
-0.0116 |
-0.0264 |
0.0003 |
tilt_INDUSTRY |
| 2025-08-06 |
2025-08-07 |
ind_construction_materials |
-0.0027 |
0.0011 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-06 |
2025-08-07 |
ind_office_equipment |
-0.0176 |
-0.0054 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-06 |
2025-08-07 |
ind_healthcare_providers_services |
0.0245 |
0.0011 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-06 |
2025-08-07 |
size_SMALL |
-0.0079 |
0.0003 |
-0.0000 |
tilt_SIZE |
| 2025-08-06 |
2025-08-07 |
sdiscrepancy |
NaN |
NaN |
0.0001 |
unexplained |
| 2025-08-06 |
2025-08-07 |
neglect |
0.8851 |
-0.0003 |
-0.0002 |
alpha_VALUE |
| 2025-08-06 |
2025-08-07 |
ind_integrated_hardware_software |
0.0087 |
-0.0041 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-06 |
2025-08-07 |
ind_renewable_energy |
0.0112 |
-0.0103 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-06 |
2025-08-07 |
size_MID |
-0.1074 |
-0.0003 |
0.0000 |
tilt_SIZE |
| 2025-08-06 |
2025-08-07 |
ind_household_goods |
-0.0114 |
-0.0037 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-06 |
2025-08-07 |
ind_food_tobacco |
0.0947 |
0.0018 |
0.0002 |
tilt_INDUSTRY |
| 2025-08-06 |
2025-08-07 |
ind_paper_forestry |
-0.0026 |
-0.0018 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-06 |
2025-08-07 |
momentum |
-0.1486 |
0.0002 |
-0.0000 |
alpha_MOMENTUM |
| 2025-08-07 |
2025-08-08 |
ind_insurance |
0.0233 |
-0.0053 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-07 |
2025-08-08 |
ind_multiline_utilities |
-0.0132 |
0.0002 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-07 |
2025-08-08 |
ind_containers_packaging |
0.0067 |
-0.0003 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-07 |
2025-08-08 |
ind_natural_gas_utilities |
0.0023 |
0.0042 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-07 |
2025-08-08 |
size_MICRO |
-0.0094 |
0.0049 |
-0.0000 |
tilt_SIZE |
| 2025-08-07 |
2025-08-08 |
ind_freight_logistics |
-0.0350 |
0.0034 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-07 |
2025-08-08 |
momentum |
-0.1637 |
-0.0015 |
0.0002 |
alpha_MOMENTUM |
| 2025-08-07 |
2025-08-08 |
ind_media_publishing |
0.0207 |
-0.0012 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-07 |
2025-08-08 |
ind_office_equipment |
-0.0176 |
0.0046 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-07 |
2025-08-08 |
ind_food_drug_retail |
0.0386 |
-0.0060 |
-0.0002 |
tilt_INDUSTRY |
| 2025-08-07 |
2025-08-08 |
ind_commercial_services_supplies |
-0.0049 |
0.0013 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-07 |
2025-08-08 |
ind_diversified_retail |
-0.0155 |
-0.0035 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-07 |
2025-08-08 |
country_IN |
0.0000 |
-0.0149 |
0.0000 |
tilt_COUNTRY |
| 2025-08-07 |
2025-08-08 |
country_AU |
-0.1019 |
-0.0045 |
0.0005 |
tilt_COUNTRY |
| 2025-08-07 |
2025-08-08 |
ind_fintech |
-0.0009 |
-0.0031 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-07 |
2025-08-08 |
quality |
4.0003 |
0.0007 |
0.0028 |
alpha_QUALITY |
| 2025-08-07 |
2025-08-08 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-08-07 |
2025-08-08 |
ind_computers_phones_household_electronics |
0.0901 |
-0.0033 |
-0.0003 |
tilt_INDUSTRY |
| 2025-08-07 |
2025-08-08 |
ind_household_products_services |
-0.0155 |
-0.0056 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-07 |
2025-08-08 |
ind_industrial_distribution |
0.0329 |
0.0055 |
0.0002 |
tilt_INDUSTRY |
| 2025-08-07 |
2025-08-08 |
ind_leisure_products |
0.0093 |
-0.0097 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-07 |
2025-08-08 |
revision |
0.6156 |
0.0013 |
0.0008 |
alpha_REVISION |
| 2025-08-07 |
2025-08-08 |
country_HK |
0.1281 |
-0.0008 |
-0.0001 |
tilt_COUNTRY |
| 2025-08-07 |
2025-08-08 |
ind_aerospace_defense |
-0.0029 |
-0.0072 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-07 |
2025-08-08 |
ind_food_tobacco |
0.0946 |
0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-07 |
2025-08-08 |
ind_specialty_reatil |
0.0035 |
0.0012 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-07 |
2025-08-08 |
ind_integrated_hardware_software |
0.0089 |
-0.0029 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-07 |
2025-08-08 |
ind_semiconductors |
0.0248 |
-0.0046 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-07 |
2025-08-08 |
value_gc |
1.9970 |
0.0004 |
0.0007 |
alpha_VALUE |
| 2025-08-07 |
2025-08-08 |
neglect |
0.8861 |
-0.0003 |
-0.0003 |
alpha_VALUE |
| 2025-08-07 |
2025-08-08 |
size_SMALL |
-0.0027 |
0.0002 |
-0.0000 |
tilt_SIZE |
| 2025-08-07 |
2025-08-08 |
ind_textiles_apparel |
-0.0228 |
0.0003 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-07 |
2025-08-08 |
ind_metals_mining |
-0.1106 |
0.0128 |
-0.0014 |
tilt_INDUSTRY |
| 2025-08-07 |
2025-08-08 |
size_LARGE |
0.1140 |
0.0001 |
0.0000 |
tilt_SIZE |
| 2025-08-07 |
2025-08-08 |
ind_oil_gas |
0.0353 |
0.0023 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-07 |
2025-08-08 |
ind_biotechnology |
-0.0116 |
-0.0013 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-07 |
2025-08-08 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-08-07 |
2025-08-08 |
ind_holding_companies |
0.0070 |
-0.0006 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-07 |
2025-08-08 |
ind_real_estate_operations |
-0.0233 |
0.0013 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-07 |
2025-08-08 |
ind_beverages |
-0.0821 |
-0.0004 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-07 |
2025-08-08 |
fmom |
0.4493 |
0.0001 |
0.0000 |
alpha_QUALITY |
| 2025-08-07 |
2025-08-08 |
country_CN |
-0.0890 |
0.0003 |
-0.0000 |
tilt_COUNTRY |
| 2025-08-07 |
2025-08-08 |
ind_electric_utilities_ipps |
-0.0602 |
0.0043 |
-0.0003 |
tilt_INDUSTRY |
| 2025-08-07 |
2025-08-08 |
ind_uranium |
-0.0025 |
0.0110 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-07 |
2025-08-08 |
ind_consumer_goods_conglomerates |
0.0150 |
-0.0057 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-07 |
2025-08-08 |
country_JP |
-0.0480 |
0.0092 |
-0.0004 |
tilt_COUNTRY |
| 2025-08-07 |
2025-08-08 |
sdiscrepancy |
NaN |
NaN |
0.0002 |
unexplained |
| 2025-08-07 |
2025-08-08 |
ind_construction_engineering |
0.0786 |
0.0061 |
0.0005 |
tilt_INDUSTRY |
| 2025-08-07 |
2025-08-08 |
ind_banking_services |
-0.0855 |
-0.0030 |
0.0003 |
tilt_INDUSTRY |
| 2025-08-07 |
2025-08-08 |
ind_machinery |
0.1512 |
0.0020 |
0.0003 |
tilt_INDUSTRY |
| 2025-08-07 |
2025-08-08 |
ind_household_goods |
-0.0117 |
0.0050 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-07 |
2025-08-08 |
country_TH |
0.0708 |
-0.0103 |
-0.0007 |
tilt_COUNTRY |
| 2025-08-07 |
2025-08-08 |
ind_software_it_services |
0.0704 |
-0.0114 |
-0.0008 |
tilt_INDUSTRY |
| 2025-08-07 |
2025-08-08 |
specret |
NaN |
NaN |
-0.0021 |
unexplained |
| 2025-08-07 |
2025-08-08 |
country_MY |
0.0066 |
-0.0015 |
-0.0000 |
tilt_COUNTRY |
| 2025-08-07 |
2025-08-08 |
ind_hotels_entertainment |
-0.0693 |
-0.0051 |
0.0004 |
tilt_INDUSTRY |
| 2025-08-07 |
2025-08-08 |
ind_automobile |
-0.0955 |
0.0045 |
-0.0004 |
tilt_INDUSTRY |
| 2025-08-07 |
2025-08-08 |
country_XH |
0.0511 |
0.0035 |
0.0002 |
tilt_COUNTRY |
| 2025-08-07 |
2025-08-08 |
country_SG |
0.0569 |
-0.0049 |
-0.0003 |
tilt_COUNTRY |
| 2025-08-07 |
2025-08-08 |
ind_healthcare_equipment_supplies |
-0.0875 |
-0.0010 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-07 |
2025-08-08 |
linearCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-08-07 |
2025-08-08 |
country_TW |
0.0260 |
0.0034 |
0.0001 |
tilt_COUNTRY |
| 2025-08-07 |
2025-08-08 |
country_NZ |
-0.0058 |
-0.0106 |
0.0001 |
tilt_COUNTRY |
| 2025-08-07 |
2025-08-08 |
ind_chemicals |
0.0041 |
0.0039 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-07 |
2025-08-08 |
ind_investment_services |
0.0906 |
-0.0018 |
-0.0002 |
tilt_INDUSTRY |
| 2025-08-07 |
2025-08-08 |
sbeta_market |
0.0248 |
-0.0097 |
-0.0002 |
risk_exposure |
| 2025-08-07 |
2025-08-08 |
linkage |
0.4515 |
-0.0004 |
-0.0002 |
alpha_MOMENTUM |
| 2025-08-07 |
2025-08-08 |
ind_healthcare_providers_services |
0.0243 |
-0.0004 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-07 |
2025-08-08 |
ind_coal |
-0.0476 |
0.0006 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-07 |
2025-08-08 |
market |
0.0012 |
0.0075 |
0.0000 |
risk_exposure |
| 2025-08-07 |
2025-08-08 |
ind_oil_gas_equipment_services |
-0.0158 |
0.0069 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-07 |
2025-08-08 |
country_KR |
-0.0989 |
-0.0058 |
0.0006 |
tilt_COUNTRY |
| 2025-08-07 |
2025-08-08 |
pdiscrepancy |
NaN |
NaN |
0.0000 |
unexplained |
| 2025-08-07 |
2025-08-08 |
size_MID |
-0.1006 |
-0.0005 |
0.0001 |
tilt_SIZE |
| 2025-08-07 |
2025-08-08 |
ind_telecommunications_serices |
0.1210 |
0.0017 |
0.0002 |
tilt_INDUSTRY |
| 2025-08-07 |
2025-08-08 |
ind_communications_equipment |
0.0170 |
0.0046 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-07 |
2025-08-08 |
reversal |
1.0723 |
0.0002 |
0.0002 |
alpha_REVERSAL |
| 2025-08-07 |
2025-08-08 |
ind_electronic_equipment |
-0.0980 |
-0.0002 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-07 |
2025-08-08 |
ind_transportation_infrastructure |
0.0056 |
0.0021 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-07 |
2025-08-08 |
ind_pharmaceuticals |
-0.0479 |
0.0010 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-07 |
2025-08-08 |
country_PH |
0.0021 |
-0.0065 |
-0.0000 |
tilt_COUNTRY |
| 2025-08-07 |
2025-08-08 |
ind_passenger_transportation |
0.0379 |
0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-07 |
2025-08-08 |
ind_renewable_energy |
0.0112 |
0.0134 |
0.0002 |
tilt_INDUSTRY |
| 2025-08-07 |
2025-08-08 |
ind_paper_forestry |
-0.0022 |
0.0087 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-07 |
2025-08-08 |
ind_construction_materials |
-0.0024 |
0.0059 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-07 |
2025-08-08 |
value_liq |
0.6808 |
0.0013 |
0.0009 |
alpha_VALUE |
| 2025-08-07 |
2025-08-08 |
country_ID |
0.0031 |
-0.0080 |
-0.0000 |
tilt_COUNTRY |
| 2025-08-07 |
2025-08-08 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-08-07 |
2025-08-08 |
stability |
4.4680 |
0.0002 |
0.0010 |
alpha_QUALITY |
| 2025-08-07 |
2025-08-08 |
ind_water_utilities |
-0.0077 |
0.0025 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-07 |
2025-08-08 |
ind_homebuilding_building_products |
-0.0336 |
0.0055 |
-0.0002 |
tilt_INDUSTRY |
| 2025-08-08 |
2025-08-11 |
country_HK |
0.1268 |
-0.0018 |
-0.0002 |
tilt_COUNTRY |
| 2025-08-08 |
2025-08-11 |
ind_banking_services |
-0.0734 |
0.0003 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-08 |
2025-08-11 |
ind_holding_companies |
0.0070 |
0.0005 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-08 |
2025-08-11 |
ind_integrated_hardware_software |
0.0090 |
0.0014 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-08 |
2025-08-11 |
ind_food_tobacco |
0.0940 |
-0.0001 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-08 |
2025-08-11 |
linearCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-08-08 |
2025-08-11 |
specret |
NaN |
NaN |
-0.0038 |
unexplained |
| 2025-08-08 |
2025-08-11 |
size_MID |
-0.0998 |
-0.0004 |
0.0000 |
tilt_SIZE |
| 2025-08-08 |
2025-08-11 |
ind_biotechnology |
-0.0113 |
-0.0032 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-08 |
2025-08-11 |
ind_telecommunications_serices |
0.1212 |
0.0034 |
0.0004 |
tilt_INDUSTRY |
| 2025-08-08 |
2025-08-11 |
ind_metals_mining |
-0.1091 |
-0.0044 |
0.0005 |
tilt_INDUSTRY |
| 2025-08-08 |
2025-08-11 |
ind_oil_gas_equipment_services |
-0.0157 |
-0.0058 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-08 |
2025-08-11 |
ind_oil_gas |
0.0332 |
-0.0022 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-08 |
2025-08-11 |
ind_construction_materials |
-0.0023 |
0.0083 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-08 |
2025-08-11 |
ind_electric_utilities_ipps |
-0.0601 |
-0.0005 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-08 |
2025-08-11 |
size_MICRO |
-0.0100 |
0.0000 |
-0.0000 |
tilt_SIZE |
| 2025-08-08 |
2025-08-11 |
ind_renewable_energy |
0.0114 |
0.0087 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-08 |
2025-08-11 |
ind_office_equipment |
-0.0177 |
-0.0030 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-08 |
2025-08-11 |
ind_communications_equipment |
0.0176 |
-0.0031 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-08 |
2025-08-11 |
ind_fintech |
-0.0009 |
0.0077 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-08 |
2025-08-11 |
ind_computers_phones_household_electronics |
0.0888 |
-0.0028 |
-0.0003 |
tilt_INDUSTRY |
| 2025-08-08 |
2025-08-11 |
ind_food_drug_retail |
0.0359 |
0.0060 |
0.0002 |
tilt_INDUSTRY |
| 2025-08-08 |
2025-08-11 |
value_liq |
0.6731 |
0.0007 |
0.0005 |
alpha_VALUE |
| 2025-08-08 |
2025-08-11 |
market |
0.0046 |
-0.0102 |
-0.0000 |
risk_exposure |
| 2025-08-08 |
2025-08-11 |
ind_electronic_equipment |
-0.0984 |
0.0061 |
-0.0006 |
tilt_INDUSTRY |
| 2025-08-08 |
2025-08-11 |
pdiscrepancy |
NaN |
NaN |
-0.0000 |
unexplained |
| 2025-08-08 |
2025-08-11 |
country_MY |
0.0077 |
0.0073 |
0.0001 |
tilt_COUNTRY |
| 2025-08-08 |
2025-08-11 |
country_JP |
-0.0521 |
-0.0015 |
0.0001 |
tilt_COUNTRY |
| 2025-08-08 |
2025-08-11 |
ind_insurance |
0.0297 |
-0.0082 |
-0.0002 |
tilt_INDUSTRY |
| 2025-08-08 |
2025-08-11 |
ind_industrial_distribution |
0.0330 |
0.0017 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-08 |
2025-08-11 |
country_XH |
0.0562 |
-0.0088 |
-0.0005 |
tilt_COUNTRY |
| 2025-08-08 |
2025-08-11 |
ind_pharmaceuticals |
-0.0472 |
0.0042 |
-0.0002 |
tilt_INDUSTRY |
| 2025-08-08 |
2025-08-11 |
sbeta_market |
0.0322 |
0.0149 |
0.0005 |
risk_exposure |
| 2025-08-08 |
2025-08-11 |
ind_chemicals |
0.0022 |
0.0026 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-08 |
2025-08-11 |
country_SG |
0.0560 |
-0.0015 |
-0.0001 |
tilt_COUNTRY |
| 2025-08-08 |
2025-08-11 |
ind_multiline_utilities |
-0.0131 |
0.0027 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-08 |
2025-08-11 |
value_gc |
2.0010 |
-0.0011 |
-0.0021 |
alpha_VALUE |
| 2025-08-08 |
2025-08-11 |
ind_natural_gas_utilities |
0.0022 |
0.0017 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-08 |
2025-08-11 |
sdiscrepancy |
NaN |
NaN |
0.0001 |
unexplained |
| 2025-08-08 |
2025-08-11 |
country_PH |
0.0021 |
-0.0117 |
-0.0000 |
tilt_COUNTRY |
| 2025-08-08 |
2025-08-11 |
ind_leisure_products |
0.0092 |
-0.0033 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-08 |
2025-08-11 |
country_AU |
-0.1015 |
0.0060 |
-0.0006 |
tilt_COUNTRY |
| 2025-08-08 |
2025-08-11 |
ind_coal |
-0.0473 |
-0.0031 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-08 |
2025-08-11 |
neglect |
0.8726 |
-0.0005 |
-0.0004 |
alpha_VALUE |
| 2025-08-08 |
2025-08-11 |
country_KR |
-0.1004 |
-0.0016 |
0.0002 |
tilt_COUNTRY |
| 2025-08-08 |
2025-08-11 |
ind_healthcare_equipment_supplies |
-0.0886 |
0.0034 |
-0.0003 |
tilt_INDUSTRY |
| 2025-08-08 |
2025-08-11 |
ind_media_publishing |
0.0200 |
0.0025 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-08 |
2025-08-11 |
ind_freight_logistics |
-0.0344 |
-0.0071 |
0.0002 |
tilt_INDUSTRY |
| 2025-08-08 |
2025-08-11 |
ind_transportation_infrastructure |
0.0056 |
0.0016 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-08 |
2025-08-11 |
ind_commercial_services_supplies |
-0.0050 |
0.0017 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-08 |
2025-08-11 |
country_IN |
0.0000 |
0.0104 |
0.0000 |
tilt_COUNTRY |
| 2025-08-08 |
2025-08-11 |
fcost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-08-08 |
2025-08-11 |
linkage |
0.4628 |
-0.0009 |
-0.0004 |
alpha_MOMENTUM |
| 2025-08-08 |
2025-08-11 |
quality |
3.9660 |
0.0003 |
0.0013 |
alpha_QUALITY |
| 2025-08-08 |
2025-08-11 |
ind_passenger_transportation |
0.0343 |
0.0028 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-08 |
2025-08-11 |
ind_diversified_retail |
-0.0207 |
-0.0062 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-08 |
2025-08-11 |
ind_investment_services |
0.0916 |
-0.0014 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-08 |
2025-08-11 |
reversal |
0.8038 |
0.0000 |
0.0000 |
alpha_REVERSAL |
| 2025-08-08 |
2025-08-11 |
ind_household_products_services |
-0.0165 |
0.0014 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-08 |
2025-08-11 |
momentum |
-0.1607 |
-0.0003 |
0.0001 |
alpha_MOMENTUM |
| 2025-08-08 |
2025-08-11 |
country_TW |
0.0250 |
-0.0018 |
-0.0000 |
tilt_COUNTRY |
| 2025-08-08 |
2025-08-11 |
revision |
0.6135 |
0.0000 |
0.0000 |
alpha_REVISION |
| 2025-08-08 |
2025-08-11 |
ind_machinery |
0.1500 |
-0.0024 |
-0.0004 |
tilt_INDUSTRY |
| 2025-08-08 |
2025-08-11 |
country_NZ |
-0.0050 |
0.0124 |
-0.0001 |
tilt_COUNTRY |
| 2025-08-08 |
2025-08-11 |
ind_consumer_goods_conglomerates |
0.0157 |
-0.0049 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-08 |
2025-08-11 |
ind_uranium |
-0.0024 |
-0.0056 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-08 |
2025-08-11 |
ind_aerospace_defense |
-0.0032 |
-0.0024 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-08 |
2025-08-11 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-08-08 |
2025-08-11 |
ind_containers_packaging |
0.0068 |
0.0033 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-08 |
2025-08-11 |
ind_hotels_entertainment |
-0.0689 |
-0.0021 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-08 |
2025-08-11 |
ind_specialty_reatil |
0.0036 |
-0.0000 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-08 |
2025-08-11 |
fmom |
0.4400 |
-0.0011 |
-0.0005 |
alpha_QUALITY |
| 2025-08-08 |
2025-08-11 |
ind_homebuilding_building_products |
-0.0337 |
0.0030 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-08 |
2025-08-11 |
ind_paper_forestry |
-0.0019 |
-0.0031 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-08 |
2025-08-11 |
ind_semiconductors |
0.0244 |
-0.0006 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-08 |
2025-08-11 |
stability |
4.4617 |
-0.0001 |
-0.0006 |
alpha_QUALITY |
| 2025-08-08 |
2025-08-11 |
ind_textiles_apparel |
-0.0233 |
-0.0045 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-08 |
2025-08-11 |
ind_healthcare_providers_services |
0.0244 |
0.0026 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-08 |
2025-08-11 |
ind_construction_engineering |
0.0772 |
0.0021 |
0.0002 |
tilt_INDUSTRY |
| 2025-08-08 |
2025-08-11 |
country_TH |
0.0708 |
0.0027 |
0.0002 |
tilt_COUNTRY |
| 2025-08-08 |
2025-08-11 |
ind_software_it_services |
0.0736 |
-0.0008 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-08 |
2025-08-11 |
size_LARGE |
0.1167 |
0.0013 |
0.0001 |
tilt_SIZE |
| 2025-08-08 |
2025-08-11 |
size_SMALL |
-0.0023 |
-0.0006 |
0.0000 |
tilt_SIZE |
| 2025-08-08 |
2025-08-11 |
country_ID |
0.0031 |
0.0162 |
0.0001 |
tilt_COUNTRY |
| 2025-08-08 |
2025-08-11 |
ind_automobile |
-0.0952 |
-0.0005 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-08 |
2025-08-11 |
ind_real_estate_operations |
-0.0248 |
0.0017 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-08 |
2025-08-11 |
ind_beverages |
-0.0813 |
0.0063 |
-0.0005 |
tilt_INDUSTRY |
| 2025-08-08 |
2025-08-11 |
ind_household_goods |
-0.0123 |
0.0007 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-08 |
2025-08-11 |
country_CN |
-0.0840 |
-0.0004 |
0.0000 |
tilt_COUNTRY |
| 2025-08-08 |
2025-08-11 |
bcost |
NaN |
NaN |
-0.0009 |
cost |
| 2025-08-08 |
2025-08-11 |
ind_water_utilities |
-0.0077 |
0.0001 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-11 |
2025-08-12 |
value_liq |
0.6898 |
0.0001 |
0.0000 |
alpha_VALUE |
| 2025-08-11 |
2025-08-12 |
ind_automobile |
-0.0932 |
0.0010 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-11 |
2025-08-12 |
country_CN |
-0.0951 |
-0.0006 |
0.0001 |
tilt_COUNTRY |
| 2025-08-11 |
2025-08-12 |
ind_investment_services |
0.0864 |
0.0027 |
0.0002 |
tilt_INDUSTRY |
| 2025-08-11 |
2025-08-12 |
ind_household_goods |
-0.0129 |
0.0047 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-11 |
2025-08-12 |
sbeta_market |
0.0210 |
0.0017 |
0.0000 |
risk_exposure |
| 2025-08-11 |
2025-08-12 |
linkage |
0.4971 |
-0.0002 |
-0.0001 |
alpha_MOMENTUM |
| 2025-08-11 |
2025-08-12 |
country_KR |
-0.1008 |
-0.0071 |
0.0007 |
tilt_COUNTRY |
| 2025-08-11 |
2025-08-12 |
market |
-0.0027 |
0.0005 |
-0.0000 |
risk_exposure |
| 2025-08-11 |
2025-08-12 |
linearCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-08-11 |
2025-08-12 |
specret |
NaN |
NaN |
-0.0042 |
unexplained |
| 2025-08-11 |
2025-08-12 |
ind_software_it_services |
0.0676 |
-0.0027 |
-0.0002 |
tilt_INDUSTRY |
| 2025-08-11 |
2025-08-12 |
ind_paper_forestry |
-0.0012 |
0.0004 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-11 |
2025-08-12 |
size_MID |
-0.1020 |
-0.0004 |
0.0000 |
tilt_SIZE |
| 2025-08-11 |
2025-08-12 |
ind_homebuilding_building_products |
-0.0336 |
0.0014 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-11 |
2025-08-12 |
country_TW |
0.0226 |
-0.0028 |
-0.0001 |
tilt_COUNTRY |
| 2025-08-11 |
2025-08-12 |
ind_hotels_entertainment |
-0.0690 |
0.0017 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-11 |
2025-08-12 |
momentum |
-0.1530 |
0.0002 |
-0.0000 |
alpha_MOMENTUM |
| 2025-08-11 |
2025-08-12 |
ind_electronic_equipment |
-0.0998 |
0.0002 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-11 |
2025-08-12 |
ind_banking_services |
-0.0578 |
0.0031 |
-0.0002 |
tilt_INDUSTRY |
| 2025-08-11 |
2025-08-12 |
ind_specialty_reatil |
0.0026 |
0.0024 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-11 |
2025-08-12 |
ind_biotechnology |
-0.0108 |
-0.0077 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-11 |
2025-08-12 |
fmom |
0.4450 |
0.0003 |
0.0001 |
alpha_QUALITY |
| 2025-08-11 |
2025-08-12 |
ind_holding_companies |
0.0070 |
0.0009 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-11 |
2025-08-12 |
ind_telecommunications_serices |
0.1212 |
0.0047 |
0.0006 |
tilt_INDUSTRY |
| 2025-08-11 |
2025-08-12 |
value_gc |
2.0261 |
0.0010 |
0.0020 |
alpha_VALUE |
| 2025-08-11 |
2025-08-12 |
ind_oil_gas |
0.0339 |
0.0036 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-11 |
2025-08-12 |
size_LARGE |
0.1138 |
0.0028 |
0.0003 |
tilt_SIZE |
| 2025-08-11 |
2025-08-12 |
ind_real_estate_operations |
-0.0249 |
-0.0007 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-11 |
2025-08-12 |
ind_containers_packaging |
0.0068 |
-0.0070 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-11 |
2025-08-12 |
ind_industrial_distribution |
0.0330 |
0.0024 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-11 |
2025-08-12 |
ind_insurance |
0.0456 |
0.0082 |
0.0004 |
tilt_INDUSTRY |
| 2025-08-11 |
2025-08-12 |
ind_uranium |
-0.0024 |
-0.0212 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-11 |
2025-08-12 |
country_MY |
0.0088 |
-0.0005 |
-0.0000 |
tilt_COUNTRY |
| 2025-08-11 |
2025-08-12 |
country_AU |
-0.0998 |
0.0012 |
-0.0001 |
tilt_COUNTRY |
| 2025-08-11 |
2025-08-12 |
ind_computers_phones_household_electronics |
0.0866 |
0.0013 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-11 |
2025-08-12 |
ind_freight_logistics |
-0.0347 |
-0.0025 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-11 |
2025-08-12 |
country_IN |
0.0000 |
-0.0022 |
0.0000 |
tilt_COUNTRY |
| 2025-08-11 |
2025-08-12 |
ind_office_equipment |
-0.0177 |
0.0073 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-11 |
2025-08-12 |
sdiscrepancy |
NaN |
NaN |
0.0000 |
unexplained |
| 2025-08-11 |
2025-08-12 |
ind_diversified_retail |
-0.0248 |
-0.0008 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-11 |
2025-08-12 |
ind_household_products_services |
-0.0164 |
-0.0069 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-11 |
2025-08-12 |
size_MICRO |
-0.0100 |
-0.0011 |
0.0000 |
tilt_SIZE |
| 2025-08-11 |
2025-08-12 |
ind_pharmaceuticals |
-0.0430 |
-0.0040 |
0.0002 |
tilt_INDUSTRY |
| 2025-08-11 |
2025-08-12 |
ind_construction_engineering |
0.0780 |
-0.0002 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-11 |
2025-08-12 |
reversal |
1.0123 |
0.0004 |
0.0004 |
alpha_REVERSAL |
| 2025-08-11 |
2025-08-12 |
quality |
3.9529 |
0.0000 |
0.0000 |
alpha_QUALITY |
| 2025-08-11 |
2025-08-12 |
country_PH |
0.0021 |
0.0015 |
0.0000 |
tilt_COUNTRY |
| 2025-08-11 |
2025-08-12 |
stability |
4.4893 |
0.0004 |
0.0017 |
alpha_QUALITY |
| 2025-08-11 |
2025-08-12 |
ind_multiline_utilities |
-0.0131 |
0.0013 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-11 |
2025-08-12 |
ind_healthcare_providers_services |
0.0247 |
-0.0008 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-11 |
2025-08-12 |
country_XH |
0.0651 |
-0.0003 |
-0.0000 |
tilt_COUNTRY |
| 2025-08-11 |
2025-08-12 |
ind_food_drug_retail |
0.0355 |
-0.0033 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-11 |
2025-08-12 |
ind_food_tobacco |
0.0928 |
-0.0033 |
-0.0003 |
tilt_INDUSTRY |
| 2025-08-11 |
2025-08-12 |
country_SG |
0.0559 |
-0.0073 |
-0.0004 |
tilt_COUNTRY |
| 2025-08-11 |
2025-08-12 |
ind_beverages |
-0.0811 |
-0.0028 |
0.0002 |
tilt_INDUSTRY |
| 2025-08-11 |
2025-08-12 |
ind_integrated_hardware_software |
0.0089 |
0.0007 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-11 |
2025-08-12 |
country_TH |
0.0708 |
-0.0023 |
-0.0002 |
tilt_COUNTRY |
| 2025-08-11 |
2025-08-12 |
country_NZ |
-0.0075 |
-0.0163 |
0.0001 |
tilt_COUNTRY |
| 2025-08-11 |
2025-08-12 |
ind_oil_gas_equipment_services |
-0.0156 |
0.0064 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-11 |
2025-08-12 |
ind_healthcare_equipment_supplies |
-0.0885 |
0.0018 |
-0.0002 |
tilt_INDUSTRY |
| 2025-08-11 |
2025-08-12 |
ind_metals_mining |
-0.1077 |
-0.0039 |
0.0004 |
tilt_INDUSTRY |
| 2025-08-11 |
2025-08-12 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-08-11 |
2025-08-12 |
ind_coal |
-0.0479 |
0.0105 |
-0.0005 |
tilt_INDUSTRY |
| 2025-08-11 |
2025-08-12 |
ind_consumer_goods_conglomerates |
0.0150 |
0.0018 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-11 |
2025-08-12 |
ind_leisure_products |
0.0089 |
0.0017 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-11 |
2025-08-12 |
pdiscrepancy |
NaN |
NaN |
0.0000 |
unexplained |
| 2025-08-11 |
2025-08-12 |
country_JP |
-0.0549 |
0.0063 |
-0.0003 |
tilt_COUNTRY |
| 2025-08-11 |
2025-08-12 |
ind_renewable_energy |
0.0115 |
-0.0113 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-11 |
2025-08-12 |
ind_communications_equipment |
0.0174 |
0.0042 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-11 |
2025-08-12 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-08-11 |
2025-08-12 |
country_ID |
0.0033 |
0.0150 |
0.0000 |
tilt_COUNTRY |
| 2025-08-11 |
2025-08-12 |
ind_water_utilities |
-0.0077 |
0.0002 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-11 |
2025-08-12 |
ind_commercial_services_supplies |
-0.0078 |
-0.0041 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-11 |
2025-08-12 |
neglect |
0.8809 |
-0.0002 |
-0.0002 |
alpha_VALUE |
| 2025-08-11 |
2025-08-12 |
ind_construction_materials |
-0.0023 |
-0.0047 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-11 |
2025-08-12 |
ind_electric_utilities_ipps |
-0.0596 |
0.0005 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-11 |
2025-08-12 |
country_HK |
0.1269 |
0.0012 |
0.0002 |
tilt_COUNTRY |
| 2025-08-11 |
2025-08-12 |
ind_fintech |
-0.0010 |
0.0098 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-11 |
2025-08-12 |
ind_chemicals |
-0.0091 |
-0.0008 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-11 |
2025-08-12 |
ind_semiconductors |
0.0213 |
0.0072 |
0.0002 |
tilt_INDUSTRY |
| 2025-08-11 |
2025-08-12 |
ind_natural_gas_utilities |
0.0023 |
0.0047 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-11 |
2025-08-12 |
ind_textiles_apparel |
-0.0236 |
0.0018 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-11 |
2025-08-12 |
size_SMALL |
-0.0045 |
-0.0016 |
0.0000 |
tilt_SIZE |
| 2025-08-11 |
2025-08-12 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-08-11 |
2025-08-12 |
ind_aerospace_defense |
-0.0035 |
-0.0169 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-11 |
2025-08-12 |
revision |
0.5893 |
0.0010 |
0.0006 |
alpha_REVISION |
| 2025-08-11 |
2025-08-12 |
ind_machinery |
0.1462 |
-0.0035 |
-0.0005 |
tilt_INDUSTRY |
| 2025-08-11 |
2025-08-12 |
ind_transportation_infrastructure |
0.0043 |
-0.0005 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-11 |
2025-08-12 |
ind_passenger_transportation |
0.0341 |
-0.0006 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-11 |
2025-08-12 |
ind_media_publishing |
0.0173 |
-0.0040 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-12 |
2025-08-13 |
stability |
4.5153 |
0.0002 |
0.0009 |
alpha_QUALITY |
| 2025-08-12 |
2025-08-13 |
ind_insurance |
0.0595 |
-0.0027 |
-0.0002 |
tilt_INDUSTRY |
| 2025-08-12 |
2025-08-13 |
size_LARGE |
0.1096 |
0.0032 |
0.0003 |
tilt_SIZE |
| 2025-08-12 |
2025-08-13 |
country_JP |
-0.0626 |
0.0006 |
-0.0000 |
tilt_COUNTRY |
| 2025-08-12 |
2025-08-13 |
ind_consumer_goods_conglomerates |
0.0154 |
0.0044 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-12 |
2025-08-13 |
ind_biotechnology |
-0.0106 |
0.0260 |
-0.0003 |
tilt_INDUSTRY |
| 2025-08-12 |
2025-08-13 |
ind_commercial_services_supplies |
-0.0097 |
0.0022 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-12 |
2025-08-13 |
ind_leisure_products |
0.0086 |
0.0054 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-12 |
2025-08-13 |
fmom |
0.4541 |
0.0013 |
0.0006 |
alpha_QUALITY |
| 2025-08-12 |
2025-08-13 |
linkage |
0.5079 |
-0.0000 |
-0.0000 |
alpha_MOMENTUM |
| 2025-08-12 |
2025-08-13 |
ind_textiles_apparel |
-0.0247 |
-0.0028 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-12 |
2025-08-13 |
ind_computers_phones_household_electronics |
0.0843 |
-0.0006 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-12 |
2025-08-13 |
neglect |
0.9026 |
-0.0004 |
-0.0003 |
alpha_VALUE |
| 2025-08-12 |
2025-08-13 |
ind_freight_logistics |
-0.0351 |
-0.0011 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-12 |
2025-08-13 |
ind_fintech |
-0.0010 |
0.0003 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-12 |
2025-08-13 |
country_AU |
-0.0990 |
-0.0008 |
0.0001 |
tilt_COUNTRY |
| 2025-08-12 |
2025-08-13 |
ind_automobile |
-0.0921 |
0.0017 |
-0.0002 |
tilt_INDUSTRY |
| 2025-08-12 |
2025-08-13 |
ind_semiconductors |
0.0197 |
0.0027 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-12 |
2025-08-13 |
ind_uranium |
-0.0024 |
-0.0146 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-12 |
2025-08-13 |
ind_healthcare_equipment_supplies |
-0.0859 |
-0.0011 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-12 |
2025-08-13 |
ind_banking_services |
-0.0506 |
-0.0059 |
0.0003 |
tilt_INDUSTRY |
| 2025-08-12 |
2025-08-13 |
country_CN |
-0.0968 |
-0.0035 |
0.0003 |
tilt_COUNTRY |
| 2025-08-12 |
2025-08-13 |
ind_beverages |
-0.0815 |
-0.0068 |
0.0006 |
tilt_INDUSTRY |
| 2025-08-12 |
2025-08-13 |
ind_containers_packaging |
0.0068 |
0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-12 |
2025-08-13 |
ind_food_tobacco |
0.0895 |
-0.0026 |
-0.0002 |
tilt_INDUSTRY |
| 2025-08-12 |
2025-08-13 |
ind_media_publishing |
0.0142 |
-0.0004 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-12 |
2025-08-13 |
size_SMALL |
-0.0066 |
-0.0019 |
0.0000 |
tilt_SIZE |
| 2025-08-12 |
2025-08-13 |
ind_holding_companies |
0.0070 |
0.0078 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-12 |
2025-08-13 |
ind_office_equipment |
-0.0177 |
-0.0002 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-12 |
2025-08-13 |
ind_investment_services |
0.0822 |
0.0032 |
0.0003 |
tilt_INDUSTRY |
| 2025-08-12 |
2025-08-13 |
ind_specialty_reatil |
0.0006 |
0.0012 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-12 |
2025-08-13 |
ind_hotels_entertainment |
-0.0689 |
-0.0028 |
0.0002 |
tilt_INDUSTRY |
| 2025-08-12 |
2025-08-13 |
ind_oil_gas |
0.0367 |
-0.0070 |
-0.0003 |
tilt_INDUSTRY |
| 2025-08-12 |
2025-08-13 |
ind_metals_mining |
-0.1061 |
0.0071 |
-0.0007 |
tilt_INDUSTRY |
| 2025-08-12 |
2025-08-13 |
country_HK |
0.1265 |
0.0056 |
0.0007 |
tilt_COUNTRY |
| 2025-08-12 |
2025-08-13 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-08-12 |
2025-08-13 |
ind_household_goods |
-0.0143 |
-0.0027 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-12 |
2025-08-13 |
country_TW |
0.0192 |
-0.0032 |
-0.0001 |
tilt_COUNTRY |
| 2025-08-12 |
2025-08-13 |
ind_integrated_hardware_software |
0.0089 |
-0.0084 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-12 |
2025-08-13 |
revision |
0.6403 |
0.0006 |
0.0004 |
alpha_REVISION |
| 2025-08-12 |
2025-08-13 |
ind_industrial_distribution |
0.0329 |
-0.0085 |
-0.0003 |
tilt_INDUSTRY |
| 2025-08-12 |
2025-08-13 |
ind_aerospace_defense |
-0.0043 |
0.0048 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-12 |
2025-08-13 |
ind_pharmaceuticals |
-0.0439 |
0.0090 |
-0.0004 |
tilt_INDUSTRY |
| 2025-08-12 |
2025-08-13 |
ind_water_utilities |
-0.0077 |
-0.0046 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-12 |
2025-08-13 |
ind_healthcare_providers_services |
0.0249 |
0.0030 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-12 |
2025-08-13 |
country_XH |
0.0705 |
0.0071 |
0.0005 |
tilt_COUNTRY |
| 2025-08-12 |
2025-08-13 |
ind_real_estate_operations |
-0.0232 |
-0.0030 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-12 |
2025-08-13 |
ind_household_products_services |
-0.0165 |
-0.0025 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-12 |
2025-08-13 |
country_TH |
0.0754 |
0.0072 |
0.0005 |
tilt_COUNTRY |
| 2025-08-12 |
2025-08-13 |
country_ID |
0.0031 |
0.0055 |
0.0000 |
tilt_COUNTRY |
| 2025-08-12 |
2025-08-13 |
country_SG |
0.0555 |
0.0131 |
0.0007 |
tilt_COUNTRY |
| 2025-08-12 |
2025-08-13 |
sbeta_market |
0.0157 |
0.0106 |
0.0002 |
risk_exposure |
| 2025-08-12 |
2025-08-13 |
country_NZ |
-0.0093 |
0.0019 |
-0.0000 |
tilt_COUNTRY |
| 2025-08-12 |
2025-08-13 |
ind_electric_utilities_ipps |
-0.0608 |
-0.0035 |
0.0002 |
tilt_INDUSTRY |
| 2025-08-12 |
2025-08-13 |
market |
-0.0064 |
-0.0036 |
0.0000 |
risk_exposure |
| 2025-08-12 |
2025-08-13 |
ind_machinery |
0.1485 |
0.0020 |
0.0003 |
tilt_INDUSTRY |
| 2025-08-12 |
2025-08-13 |
linearCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-08-12 |
2025-08-13 |
ind_transportation_infrastructure |
0.0029 |
-0.0018 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-12 |
2025-08-13 |
ind_construction_materials |
-0.0020 |
-0.0055 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-12 |
2025-08-13 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-08-12 |
2025-08-13 |
size_MID |
-0.1001 |
-0.0004 |
0.0000 |
tilt_SIZE |
| 2025-08-12 |
2025-08-13 |
ind_passenger_transportation |
0.0334 |
0.0012 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-12 |
2025-08-13 |
specret |
NaN |
NaN |
0.0025 |
unexplained |
| 2025-08-12 |
2025-08-13 |
ind_chemicals |
-0.0108 |
-0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-12 |
2025-08-13 |
ind_homebuilding_building_products |
-0.0335 |
0.0059 |
-0.0002 |
tilt_INDUSTRY |
| 2025-08-12 |
2025-08-13 |
ind_natural_gas_utilities |
0.0022 |
-0.0037 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-12 |
2025-08-13 |
quality |
3.9353 |
-0.0003 |
-0.0011 |
alpha_QUALITY |
| 2025-08-12 |
2025-08-13 |
ind_telecommunications_serices |
0.1215 |
-0.0008 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-12 |
2025-08-13 |
ind_construction_engineering |
0.0786 |
-0.0031 |
-0.0002 |
tilt_INDUSTRY |
| 2025-08-12 |
2025-08-13 |
ind_oil_gas_equipment_services |
-0.0158 |
-0.0041 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-12 |
2025-08-13 |
country_PH |
0.0020 |
0.0030 |
0.0000 |
tilt_COUNTRY |
| 2025-08-12 |
2025-08-13 |
ind_software_it_services |
0.0588 |
-0.0027 |
-0.0002 |
tilt_INDUSTRY |
| 2025-08-12 |
2025-08-13 |
value_gc |
2.0516 |
0.0007 |
0.0014 |
alpha_VALUE |
| 2025-08-12 |
2025-08-13 |
country_KR |
-0.1004 |
0.0047 |
-0.0005 |
tilt_COUNTRY |
| 2025-08-12 |
2025-08-13 |
ind_electronic_equipment |
-0.1017 |
0.0018 |
-0.0002 |
tilt_INDUSTRY |
| 2025-08-12 |
2025-08-13 |
ind_communications_equipment |
0.0178 |
0.0059 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-12 |
2025-08-13 |
ind_renewable_energy |
0.0111 |
-0.0075 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-12 |
2025-08-13 |
value_liq |
0.7200 |
-0.0018 |
-0.0013 |
alpha_VALUE |
| 2025-08-12 |
2025-08-13 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-08-12 |
2025-08-13 |
country_MY |
0.0096 |
0.0148 |
0.0001 |
tilt_COUNTRY |
| 2025-08-12 |
2025-08-13 |
pdiscrepancy |
NaN |
NaN |
-0.0000 |
unexplained |
| 2025-08-12 |
2025-08-13 |
size_MICRO |
-0.0094 |
-0.0006 |
0.0000 |
tilt_SIZE |
| 2025-08-12 |
2025-08-13 |
sdiscrepancy |
NaN |
NaN |
-0.0000 |
unexplained |
| 2025-08-12 |
2025-08-13 |
country_IN |
0.0000 |
0.0051 |
0.0000 |
tilt_COUNTRY |
| 2025-08-12 |
2025-08-13 |
reversal |
0.9540 |
0.0001 |
0.0001 |
alpha_REVERSAL |
| 2025-08-12 |
2025-08-13 |
ind_food_drug_retail |
0.0344 |
0.0020 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-12 |
2025-08-13 |
momentum |
-0.1491 |
0.0006 |
-0.0001 |
alpha_MOMENTUM |
| 2025-08-12 |
2025-08-13 |
ind_coal |
-0.0480 |
-0.0095 |
0.0005 |
tilt_INDUSTRY |
| 2025-08-12 |
2025-08-13 |
ind_multiline_utilities |
-0.0123 |
-0.0093 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-12 |
2025-08-13 |
ind_paper_forestry |
-0.0006 |
-0.0105 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-12 |
2025-08-13 |
ind_diversified_retail |
-0.0237 |
-0.0038 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-13 |
2025-08-14 |
country_AU |
-0.1015 |
0.0064 |
-0.0007 |
tilt_COUNTRY |
| 2025-08-13 |
2025-08-14 |
ind_commercial_services_supplies |
-0.0112 |
-0.0015 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-13 |
2025-08-14 |
value_liq |
0.7184 |
0.0007 |
0.0005 |
alpha_VALUE |
| 2025-08-13 |
2025-08-14 |
ind_automobile |
-0.0928 |
-0.0042 |
0.0004 |
tilt_INDUSTRY |
| 2025-08-13 |
2025-08-14 |
ind_diversified_retail |
-0.0236 |
-0.0047 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-13 |
2025-08-14 |
quality |
3.9852 |
-0.0008 |
-0.0033 |
alpha_QUALITY |
| 2025-08-13 |
2025-08-14 |
ind_freight_logistics |
-0.0344 |
-0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-13 |
2025-08-14 |
value_gc |
2.0520 |
-0.0002 |
-0.0004 |
alpha_VALUE |
| 2025-08-13 |
2025-08-14 |
size_LARGE |
0.1106 |
0.0006 |
0.0001 |
tilt_SIZE |
| 2025-08-13 |
2025-08-14 |
neglect |
0.9652 |
-0.0008 |
-0.0008 |
alpha_VALUE |
| 2025-08-13 |
2025-08-14 |
ind_beverages |
-0.0828 |
0.0080 |
-0.0007 |
tilt_INDUSTRY |
| 2025-08-13 |
2025-08-14 |
fmom |
0.4565 |
0.0010 |
0.0005 |
alpha_QUALITY |
| 2025-08-13 |
2025-08-14 |
ind_hotels_entertainment |
-0.0686 |
0.0057 |
-0.0004 |
tilt_INDUSTRY |
| 2025-08-13 |
2025-08-14 |
country_PH |
0.0019 |
-0.0029 |
-0.0000 |
tilt_COUNTRY |
| 2025-08-13 |
2025-08-14 |
ind_household_products_services |
-0.0173 |
-0.0006 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-13 |
2025-08-14 |
ind_containers_packaging |
0.0064 |
0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-13 |
2025-08-14 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-08-13 |
2025-08-14 |
ind_uranium |
-0.0025 |
0.0017 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-13 |
2025-08-14 |
ind_passenger_transportation |
0.0301 |
-0.0011 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-13 |
2025-08-14 |
stability |
4.5961 |
0.0002 |
0.0010 |
alpha_QUALITY |
| 2025-08-13 |
2025-08-14 |
ind_machinery |
0.1430 |
-0.0009 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-13 |
2025-08-14 |
ind_leisure_products |
0.0088 |
0.0016 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-13 |
2025-08-14 |
ind_transportation_infrastructure |
0.0014 |
-0.0023 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-13 |
2025-08-14 |
ind_healthcare_equipment_supplies |
-0.0822 |
-0.0098 |
0.0008 |
tilt_INDUSTRY |
| 2025-08-13 |
2025-08-14 |
momentum |
-0.1688 |
0.0001 |
-0.0000 |
alpha_MOMENTUM |
| 2025-08-13 |
2025-08-14 |
country_IN |
0.0000 |
-0.0003 |
0.0000 |
tilt_COUNTRY |
| 2025-08-13 |
2025-08-14 |
ind_pharmaceuticals |
-0.0525 |
-0.0012 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-13 |
2025-08-14 |
size_SMALL |
-0.0052 |
-0.0015 |
0.0000 |
tilt_SIZE |
| 2025-08-13 |
2025-08-14 |
sdiscrepancy |
NaN |
NaN |
-0.0005 |
unexplained |
| 2025-08-13 |
2025-08-14 |
ind_investment_services |
0.0806 |
0.0080 |
0.0006 |
tilt_INDUSTRY |
| 2025-08-13 |
2025-08-14 |
ind_computers_phones_household_electronics |
0.0847 |
-0.0024 |
-0.0002 |
tilt_INDUSTRY |
| 2025-08-13 |
2025-08-14 |
country_MY |
0.0104 |
0.0001 |
0.0000 |
tilt_COUNTRY |
| 2025-08-13 |
2025-08-14 |
ind_renewable_energy |
0.0109 |
-0.0069 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-13 |
2025-08-14 |
ind_coal |
-0.0472 |
-0.0080 |
0.0004 |
tilt_INDUSTRY |
| 2025-08-13 |
2025-08-14 |
ind_communications_equipment |
0.0160 |
-0.0066 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-13 |
2025-08-14 |
country_KR |
-0.1024 |
0.0074 |
-0.0008 |
tilt_COUNTRY |
| 2025-08-13 |
2025-08-14 |
revision |
0.6727 |
0.0004 |
0.0003 |
alpha_REVISION |
| 2025-08-13 |
2025-08-14 |
pdiscrepancy |
NaN |
NaN |
-0.0000 |
unexplained |
| 2025-08-13 |
2025-08-14 |
reversal |
0.8188 |
0.0005 |
0.0004 |
alpha_REVERSAL |
| 2025-08-13 |
2025-08-14 |
ind_food_drug_retail |
0.0334 |
-0.0048 |
-0.0002 |
tilt_INDUSTRY |
| 2025-08-13 |
2025-08-14 |
ind_fintech |
-0.0011 |
0.0042 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-13 |
2025-08-14 |
linkage |
0.5128 |
0.0009 |
0.0005 |
alpha_MOMENTUM |
| 2025-08-13 |
2025-08-14 |
ind_textiles_apparel |
-0.0247 |
0.0041 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-13 |
2025-08-14 |
ind_consumer_goods_conglomerates |
0.0172 |
-0.0105 |
-0.0002 |
tilt_INDUSTRY |
| 2025-08-13 |
2025-08-14 |
ind_office_equipment |
-0.0177 |
-0.0085 |
0.0002 |
tilt_INDUSTRY |
| 2025-08-13 |
2025-08-14 |
size_MICRO |
-0.0105 |
-0.0022 |
0.0000 |
tilt_SIZE |
| 2025-08-13 |
2025-08-14 |
ind_multiline_utilities |
-0.0124 |
-0.0111 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-13 |
2025-08-14 |
ind_oil_gas_equipment_services |
-0.0145 |
-0.0028 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-13 |
2025-08-14 |
ind_electronic_equipment |
-0.1008 |
-0.0019 |
0.0002 |
tilt_INDUSTRY |
| 2025-08-13 |
2025-08-14 |
ind_telecommunications_serices |
0.1224 |
-0.0032 |
-0.0004 |
tilt_INDUSTRY |
| 2025-08-13 |
2025-08-14 |
ind_natural_gas_utilities |
0.0010 |
-0.0006 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-13 |
2025-08-14 |
ind_homebuilding_building_products |
-0.0337 |
0.0001 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-13 |
2025-08-14 |
sbeta_market |
0.0224 |
-0.0067 |
-0.0001 |
risk_exposure |
| 2025-08-13 |
2025-08-14 |
ind_chemicals |
0.0030 |
-0.0027 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-13 |
2025-08-14 |
specret |
NaN |
NaN |
-0.0078 |
unexplained |
| 2025-08-13 |
2025-08-14 |
size_MID |
-0.0990 |
0.0010 |
-0.0001 |
tilt_SIZE |
| 2025-08-13 |
2025-08-14 |
impactCost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-08-13 |
2025-08-14 |
linearCost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-08-13 |
2025-08-14 |
market |
-0.0041 |
-0.0003 |
0.0000 |
risk_exposure |
| 2025-08-13 |
2025-08-14 |
ind_electric_utilities_ipps |
-0.0642 |
-0.0012 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-13 |
2025-08-14 |
country_ID |
0.0022 |
0.0035 |
0.0000 |
tilt_COUNTRY |
| 2025-08-13 |
2025-08-14 |
ind_healthcare_providers_services |
0.0244 |
-0.0005 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-13 |
2025-08-14 |
country_XH |
0.0682 |
0.0071 |
0.0005 |
tilt_COUNTRY |
| 2025-08-13 |
2025-08-14 |
ind_software_it_services |
0.0526 |
0.0038 |
0.0002 |
tilt_INDUSTRY |
| 2025-08-13 |
2025-08-14 |
ind_construction_materials |
-0.0016 |
-0.0010 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-13 |
2025-08-14 |
country_JP |
-0.0685 |
-0.0040 |
0.0003 |
tilt_COUNTRY |
| 2025-08-13 |
2025-08-14 |
country_NZ |
-0.0115 |
0.0062 |
-0.0001 |
tilt_COUNTRY |
| 2025-08-13 |
2025-08-14 |
ind_integrated_hardware_software |
0.0090 |
0.0046 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-13 |
2025-08-14 |
country_CN |
-0.0826 |
-0.0032 |
0.0003 |
tilt_COUNTRY |
| 2025-08-13 |
2025-08-14 |
ind_biotechnology |
-0.0105 |
0.0143 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-13 |
2025-08-14 |
ind_banking_services |
-0.0453 |
0.0038 |
-0.0002 |
tilt_INDUSTRY |
| 2025-08-13 |
2025-08-14 |
ind_paper_forestry |
-0.0006 |
0.0019 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-13 |
2025-08-14 |
ind_construction_engineering |
0.0771 |
-0.0025 |
-0.0002 |
tilt_INDUSTRY |
| 2025-08-13 |
2025-08-14 |
ind_aerospace_defense |
-0.0050 |
-0.0106 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-13 |
2025-08-14 |
ind_water_utilities |
-0.0078 |
0.0000 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-13 |
2025-08-14 |
ind_oil_gas |
0.0397 |
-0.0018 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-13 |
2025-08-14 |
ind_metals_mining |
-0.1054 |
-0.0024 |
0.0003 |
tilt_INDUSTRY |
| 2025-08-13 |
2025-08-14 |
ind_media_publishing |
0.0137 |
-0.0021 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-13 |
2025-08-14 |
ind_specialty_reatil |
-0.0011 |
0.0014 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-13 |
2025-08-14 |
ind_food_tobacco |
0.0847 |
-0.0005 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-13 |
2025-08-14 |
ind_holding_companies |
0.0072 |
0.0292 |
0.0002 |
tilt_INDUSTRY |
| 2025-08-13 |
2025-08-14 |
ind_industrial_distribution |
0.0330 |
-0.0115 |
-0.0004 |
tilt_INDUSTRY |
| 2025-08-13 |
2025-08-14 |
ind_real_estate_operations |
-0.0219 |
0.0056 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-13 |
2025-08-14 |
ind_household_goods |
-0.0156 |
0.0078 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-13 |
2025-08-14 |
country_SG |
0.0517 |
0.0017 |
0.0001 |
tilt_COUNTRY |
| 2025-08-13 |
2025-08-14 |
country_TW |
0.0186 |
0.0123 |
0.0002 |
tilt_COUNTRY |
| 2025-08-13 |
2025-08-14 |
ind_semiconductors |
0.0246 |
-0.0015 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-13 |
2025-08-14 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-08-13 |
2025-08-14 |
country_HK |
0.1256 |
0.0041 |
0.0005 |
tilt_COUNTRY |
| 2025-08-13 |
2025-08-14 |
country_TH |
0.0837 |
-0.0080 |
-0.0007 |
tilt_COUNTRY |
| 2025-08-13 |
2025-08-14 |
ind_insurance |
0.0709 |
0.0154 |
0.0011 |
tilt_INDUSTRY |
| 2025-08-14 |
2025-08-15 |
ind_media_publishing |
0.0136 |
-0.0036 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-14 |
2025-08-15 |
ind_office_equipment |
-0.0179 |
-0.0053 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-14 |
2025-08-15 |
quality |
4.0497 |
-0.0003 |
-0.0011 |
alpha_QUALITY |
| 2025-08-14 |
2025-08-15 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-08-14 |
2025-08-15 |
country_TW |
0.0195 |
-0.0053 |
-0.0001 |
tilt_COUNTRY |
| 2025-08-14 |
2025-08-15 |
country_ID |
0.0008 |
-0.0060 |
-0.0000 |
tilt_COUNTRY |
| 2025-08-14 |
2025-08-15 |
ind_homebuilding_building_products |
-0.0342 |
0.0021 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-14 |
2025-08-15 |
ind_healthcare_equipment_supplies |
-0.0845 |
-0.0010 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-14 |
2025-08-15 |
country_PH |
0.0020 |
0.0071 |
0.0000 |
tilt_COUNTRY |
| 2025-08-14 |
2025-08-15 |
ind_healthcare_providers_services |
0.0236 |
-0.0045 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-14 |
2025-08-15 |
ind_coal |
-0.0480 |
-0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-14 |
2025-08-15 |
ind_consumer_goods_conglomerates |
0.0186 |
-0.0030 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-14 |
2025-08-15 |
stability |
4.7120 |
-0.0001 |
-0.0004 |
alpha_QUALITY |
| 2025-08-14 |
2025-08-15 |
ind_software_it_services |
0.0548 |
-0.0054 |
-0.0003 |
tilt_INDUSTRY |
| 2025-08-14 |
2025-08-15 |
linkage |
0.5043 |
-0.0010 |
-0.0005 |
alpha_MOMENTUM |
| 2025-08-14 |
2025-08-15 |
ind_household_goods |
-0.0163 |
-0.0017 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-14 |
2025-08-15 |
sdiscrepancy |
NaN |
NaN |
-0.0002 |
unexplained |
| 2025-08-14 |
2025-08-15 |
reversal |
1.1546 |
-0.0018 |
-0.0021 |
alpha_REVERSAL |
| 2025-08-14 |
2025-08-15 |
momentum |
-0.1960 |
0.0005 |
-0.0001 |
alpha_MOMENTUM |
| 2025-08-14 |
2025-08-15 |
country_KR |
-0.1057 |
-0.0019 |
0.0002 |
tilt_COUNTRY |
| 2025-08-14 |
2025-08-15 |
ind_water_utilities |
-0.0081 |
-0.0014 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-14 |
2025-08-15 |
ind_investment_services |
0.0814 |
0.0097 |
0.0008 |
tilt_INDUSTRY |
| 2025-08-14 |
2025-08-15 |
ind_paper_forestry |
-0.0006 |
-0.0011 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-14 |
2025-08-15 |
country_TH |
0.0907 |
-0.0031 |
-0.0003 |
tilt_COUNTRY |
| 2025-08-14 |
2025-08-15 |
ind_hotels_entertainment |
-0.0688 |
-0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-14 |
2025-08-15 |
ind_automobile |
-0.0924 |
0.0008 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-14 |
2025-08-15 |
ind_telecommunications_serices |
0.1230 |
0.0073 |
0.0009 |
tilt_INDUSTRY |
| 2025-08-14 |
2025-08-15 |
ind_fintech |
-0.0010 |
0.0134 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-14 |
2025-08-15 |
value_gc |
2.0938 |
-0.0004 |
-0.0009 |
alpha_VALUE |
| 2025-08-14 |
2025-08-15 |
ind_food_tobacco |
0.0812 |
-0.0011 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-14 |
2025-08-15 |
country_HK |
0.1289 |
-0.0115 |
-0.0015 |
tilt_COUNTRY |
| 2025-08-14 |
2025-08-15 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-08-14 |
2025-08-15 |
ind_biotechnology |
-0.0106 |
0.0013 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-14 |
2025-08-15 |
ind_specialty_reatil |
-0.0011 |
-0.0034 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-14 |
2025-08-15 |
country_XH |
0.0623 |
-0.0104 |
-0.0006 |
tilt_COUNTRY |
| 2025-08-14 |
2025-08-15 |
ind_holding_companies |
0.0072 |
0.0023 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-14 |
2025-08-15 |
ind_electronic_equipment |
-0.0999 |
-0.0020 |
0.0002 |
tilt_INDUSTRY |
| 2025-08-14 |
2025-08-15 |
country_CN |
-0.0835 |
0.0008 |
-0.0001 |
tilt_COUNTRY |
| 2025-08-14 |
2025-08-15 |
ind_construction_engineering |
0.0742 |
0.0002 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-14 |
2025-08-15 |
ind_banking_services |
-0.0412 |
-0.0028 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-14 |
2025-08-15 |
ind_commercial_services_supplies |
-0.0133 |
-0.0039 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-14 |
2025-08-15 |
ind_oil_gas_equipment_services |
-0.0136 |
-0.0002 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-14 |
2025-08-15 |
ind_textiles_apparel |
-0.0234 |
0.0005 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-14 |
2025-08-15 |
ind_oil_gas |
0.0402 |
0.0017 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-14 |
2025-08-15 |
ind_multiline_utilities |
-0.0126 |
0.0011 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-14 |
2025-08-15 |
country_SG |
0.0465 |
-0.0018 |
-0.0001 |
tilt_COUNTRY |
| 2025-08-14 |
2025-08-15 |
ind_semiconductors |
0.0245 |
-0.0022 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-14 |
2025-08-15 |
ind_insurance |
0.0785 |
0.0071 |
0.0006 |
tilt_INDUSTRY |
| 2025-08-14 |
2025-08-15 |
ind_integrated_hardware_software |
0.0094 |
-0.0047 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-14 |
2025-08-15 |
country_JP |
-0.0652 |
0.0046 |
-0.0003 |
tilt_COUNTRY |
| 2025-08-14 |
2025-08-15 |
ind_industrial_distribution |
0.0341 |
0.0062 |
0.0002 |
tilt_INDUSTRY |
| 2025-08-14 |
2025-08-15 |
ind_aerospace_defense |
-0.0050 |
-0.0059 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-14 |
2025-08-15 |
ind_computers_phones_household_electronics |
0.0857 |
-0.0048 |
-0.0004 |
tilt_INDUSTRY |
| 2025-08-14 |
2025-08-15 |
country_MY |
0.0110 |
-0.0032 |
-0.0000 |
tilt_COUNTRY |
| 2025-08-14 |
2025-08-15 |
ind_communications_equipment |
0.0147 |
-0.0027 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-14 |
2025-08-15 |
ind_food_drug_retail |
0.0349 |
0.0004 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-14 |
2025-08-15 |
size_MICRO |
-0.0109 |
-0.0013 |
0.0000 |
tilt_SIZE |
| 2025-08-14 |
2025-08-15 |
ind_real_estate_operations |
-0.0221 |
-0.0011 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-14 |
2025-08-15 |
ind_metals_mining |
-0.1024 |
0.0033 |
-0.0003 |
tilt_INDUSTRY |
| 2025-08-14 |
2025-08-15 |
ind_renewable_energy |
0.0118 |
0.0228 |
0.0003 |
tilt_INDUSTRY |
| 2025-08-14 |
2025-08-15 |
size_LARGE |
0.1037 |
-0.0019 |
-0.0002 |
tilt_SIZE |
| 2025-08-14 |
2025-08-15 |
size_SMALL |
-0.0004 |
0.0004 |
-0.0000 |
tilt_SIZE |
| 2025-08-14 |
2025-08-15 |
ind_diversified_retail |
-0.0202 |
-0.0045 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-14 |
2025-08-15 |
ind_freight_logistics |
-0.0336 |
-0.0038 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-14 |
2025-08-15 |
market |
-0.0100 |
-0.0086 |
0.0001 |
risk_exposure |
| 2025-08-14 |
2025-08-15 |
ind_machinery |
0.1233 |
0.0005 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-14 |
2025-08-15 |
ind_passenger_transportation |
0.0266 |
0.0047 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-14 |
2025-08-15 |
ind_household_products_services |
-0.0185 |
-0.0022 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-14 |
2025-08-15 |
country_NZ |
-0.0140 |
0.0065 |
-0.0001 |
tilt_COUNTRY |
| 2025-08-14 |
2025-08-15 |
ind_natural_gas_utilities |
0.0003 |
0.0032 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-14 |
2025-08-15 |
sbeta_market |
0.0164 |
0.0166 |
0.0003 |
risk_exposure |
| 2025-08-14 |
2025-08-15 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-08-14 |
2025-08-15 |
country_IN |
0.0000 |
0.0010 |
0.0000 |
tilt_COUNTRY |
| 2025-08-14 |
2025-08-15 |
ind_transportation_infrastructure |
0.0020 |
0.0004 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-14 |
2025-08-15 |
ind_chemicals |
0.0091 |
0.0046 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-14 |
2025-08-15 |
neglect |
1.0454 |
0.0006 |
0.0006 |
alpha_VALUE |
| 2025-08-14 |
2025-08-15 |
country_AU |
-0.1035 |
0.0079 |
-0.0008 |
tilt_COUNTRY |
| 2025-08-14 |
2025-08-15 |
ind_leisure_products |
0.0086 |
-0.0002 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-14 |
2025-08-15 |
revision |
0.7523 |
-0.0001 |
-0.0000 |
alpha_REVISION |
| 2025-08-14 |
2025-08-15 |
ind_uranium |
-0.0026 |
0.0008 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-14 |
2025-08-15 |
ind_electric_utilities_ipps |
-0.0671 |
0.0037 |
-0.0003 |
tilt_INDUSTRY |
| 2025-08-14 |
2025-08-15 |
pdiscrepancy |
NaN |
NaN |
-0.0000 |
unexplained |
| 2025-08-14 |
2025-08-15 |
ind_beverages |
-0.0836 |
-0.0084 |
0.0007 |
tilt_INDUSTRY |
| 2025-08-14 |
2025-08-15 |
linearCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-08-14 |
2025-08-15 |
ind_containers_packaging |
0.0060 |
-0.0000 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-14 |
2025-08-15 |
ind_construction_materials |
-0.0014 |
-0.0018 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-14 |
2025-08-15 |
value_liq |
0.7185 |
-0.0002 |
-0.0001 |
alpha_VALUE |
| 2025-08-14 |
2025-08-15 |
fmom |
0.4513 |
0.0001 |
0.0001 |
alpha_QUALITY |
| 2025-08-14 |
2025-08-15 |
size_MID |
-0.1024 |
0.0009 |
-0.0001 |
tilt_SIZE |
| 2025-08-14 |
2025-08-15 |
ind_pharmaceuticals |
-0.0528 |
0.0003 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-14 |
2025-08-15 |
specret |
NaN |
NaN |
0.0006 |
unexplained |
| 2025-08-15 |
2025-08-18 |
country_MY |
0.0119 |
0.0048 |
0.0001 |
tilt_COUNTRY |
| 2025-08-15 |
2025-08-18 |
pdiscrepancy |
NaN |
NaN |
-0.0000 |
unexplained |
| 2025-08-15 |
2025-08-18 |
ind_healthcare_providers_services |
0.0251 |
-0.0004 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-15 |
2025-08-18 |
impactCost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-08-15 |
2025-08-18 |
market |
-0.0065 |
-0.0037 |
0.0000 |
risk_exposure |
| 2025-08-15 |
2025-08-18 |
ind_renewable_energy |
0.0132 |
-0.0021 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-15 |
2025-08-18 |
country_XH |
0.0622 |
-0.0072 |
-0.0004 |
tilt_COUNTRY |
| 2025-08-15 |
2025-08-18 |
ind_natural_gas_utilities |
0.0010 |
-0.0027 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-15 |
2025-08-18 |
ind_diversified_retail |
-0.0155 |
0.0119 |
-0.0002 |
tilt_INDUSTRY |
| 2025-08-15 |
2025-08-18 |
bcost |
NaN |
NaN |
-0.0009 |
cost |
| 2025-08-15 |
2025-08-18 |
quality |
4.1225 |
-0.0014 |
-0.0056 |
alpha_QUALITY |
| 2025-08-15 |
2025-08-18 |
country_NZ |
-0.0170 |
0.0096 |
-0.0002 |
tilt_COUNTRY |
| 2025-08-15 |
2025-08-18 |
fcost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-08-15 |
2025-08-18 |
country_PH |
0.0021 |
-0.0049 |
-0.0000 |
tilt_COUNTRY |
| 2025-08-15 |
2025-08-18 |
neglect |
1.0199 |
0.0000 |
0.0000 |
alpha_VALUE |
| 2025-08-15 |
2025-08-18 |
ind_hotels_entertainment |
-0.0695 |
0.0006 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-15 |
2025-08-18 |
ind_containers_packaging |
0.0062 |
-0.0018 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-15 |
2025-08-18 |
fmom |
0.3631 |
0.0001 |
0.0000 |
alpha_QUALITY |
| 2025-08-15 |
2025-08-18 |
momentum |
-0.1580 |
0.0009 |
-0.0001 |
alpha_MOMENTUM |
| 2025-08-15 |
2025-08-18 |
sbeta_market |
0.0163 |
0.0097 |
0.0002 |
risk_exposure |
| 2025-08-15 |
2025-08-18 |
country_KR |
-0.1048 |
-0.0188 |
0.0020 |
tilt_COUNTRY |
| 2025-08-15 |
2025-08-18 |
country_TW |
0.0216 |
-0.0006 |
-0.0000 |
tilt_COUNTRY |
| 2025-08-15 |
2025-08-18 |
size_LARGE |
0.1068 |
-0.0033 |
-0.0003 |
tilt_SIZE |
| 2025-08-15 |
2025-08-18 |
ind_healthcare_equipment_supplies |
-0.0922 |
-0.0018 |
0.0002 |
tilt_INDUSTRY |
| 2025-08-15 |
2025-08-18 |
ind_automobile |
-0.0901 |
0.0049 |
-0.0004 |
tilt_INDUSTRY |
| 2025-08-15 |
2025-08-18 |
ind_holding_companies |
0.0072 |
0.0049 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-15 |
2025-08-18 |
ind_office_equipment |
-0.0182 |
0.0070 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-15 |
2025-08-18 |
ind_oil_gas |
0.0377 |
-0.0080 |
-0.0003 |
tilt_INDUSTRY |
| 2025-08-15 |
2025-08-18 |
ind_media_publishing |
0.0163 |
0.0120 |
0.0002 |
tilt_INDUSTRY |
| 2025-08-15 |
2025-08-18 |
ind_metals_mining |
-0.0979 |
-0.0104 |
0.0010 |
tilt_INDUSTRY |
| 2025-08-15 |
2025-08-18 |
country_SG |
0.0439 |
-0.0111 |
-0.0005 |
tilt_COUNTRY |
| 2025-08-15 |
2025-08-18 |
ind_aerospace_defense |
-0.0045 |
0.0052 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-15 |
2025-08-18 |
sdiscrepancy |
NaN |
NaN |
-0.0005 |
unexplained |
| 2025-08-15 |
2025-08-18 |
ind_household_goods |
-0.0174 |
-0.0059 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-15 |
2025-08-18 |
revision |
0.8206 |
0.0001 |
0.0001 |
alpha_REVISION |
| 2025-08-15 |
2025-08-18 |
ind_industrial_distribution |
0.0332 |
0.0049 |
0.0002 |
tilt_INDUSTRY |
| 2025-08-15 |
2025-08-18 |
size_MICRO |
-0.0100 |
0.0026 |
-0.0000 |
tilt_SIZE |
| 2025-08-15 |
2025-08-18 |
ind_integrated_hardware_software |
0.0100 |
0.0010 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-15 |
2025-08-18 |
ind_fintech |
-0.0008 |
0.0063 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-15 |
2025-08-18 |
ind_food_drug_retail |
0.0390 |
0.0023 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-15 |
2025-08-18 |
ind_specialty_reatil |
0.0007 |
0.0056 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-15 |
2025-08-18 |
ind_communications_equipment |
0.0157 |
0.0091 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-15 |
2025-08-18 |
ind_pharmaceuticals |
-0.0509 |
-0.0014 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-15 |
2025-08-18 |
ind_chemicals |
0.0109 |
-0.0033 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-15 |
2025-08-18 |
ind_computers_phones_household_electronics |
0.0849 |
0.0025 |
0.0002 |
tilt_INDUSTRY |
| 2025-08-15 |
2025-08-18 |
linearCost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-08-15 |
2025-08-18 |
ind_real_estate_operations |
-0.0236 |
-0.0079 |
0.0002 |
tilt_INDUSTRY |
| 2025-08-15 |
2025-08-18 |
ind_oil_gas_equipment_services |
-0.0144 |
-0.0160 |
0.0002 |
tilt_INDUSTRY |
| 2025-08-15 |
2025-08-18 |
ind_software_it_services |
0.0631 |
0.0065 |
0.0004 |
tilt_INDUSTRY |
| 2025-08-15 |
2025-08-18 |
ind_uranium |
-0.0026 |
-0.0150 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-15 |
2025-08-18 |
value_liq |
0.6786 |
-0.0012 |
-0.0008 |
alpha_VALUE |
| 2025-08-15 |
2025-08-18 |
size_SMALL |
0.0011 |
0.0010 |
0.0000 |
tilt_SIZE |
| 2025-08-15 |
2025-08-18 |
country_AU |
-0.1040 |
0.0027 |
-0.0003 |
tilt_COUNTRY |
| 2025-08-15 |
2025-08-18 |
ind_transportation_infrastructure |
0.0035 |
-0.0027 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-15 |
2025-08-18 |
country_TH |
0.0915 |
-0.0107 |
-0.0010 |
tilt_COUNTRY |
| 2025-08-15 |
2025-08-18 |
ind_leisure_products |
0.0085 |
0.0050 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-15 |
2025-08-18 |
ind_textiles_apparel |
-0.0222 |
-0.0017 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-15 |
2025-08-18 |
ind_insurance |
0.0733 |
0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-15 |
2025-08-18 |
ind_passenger_transportation |
0.0246 |
0.0017 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-15 |
2025-08-18 |
value_gc |
2.0981 |
-0.0006 |
-0.0013 |
alpha_VALUE |
| 2025-08-15 |
2025-08-18 |
ind_construction_materials |
-0.0013 |
0.0033 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-15 |
2025-08-18 |
ind_household_products_services |
-0.0201 |
0.0081 |
-0.0002 |
tilt_INDUSTRY |
| 2025-08-15 |
2025-08-18 |
ind_freight_logistics |
-0.0343 |
-0.0011 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-15 |
2025-08-18 |
ind_banking_services |
-0.0416 |
-0.0019 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-15 |
2025-08-18 |
country_HK |
0.1377 |
-0.0083 |
-0.0011 |
tilt_COUNTRY |
| 2025-08-15 |
2025-08-18 |
ind_investment_services |
0.0850 |
-0.0030 |
-0.0003 |
tilt_INDUSTRY |
| 2025-08-15 |
2025-08-18 |
ind_commercial_services_supplies |
-0.0156 |
-0.0002 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-15 |
2025-08-18 |
ind_coal |
-0.0452 |
-0.0158 |
0.0007 |
tilt_INDUSTRY |
| 2025-08-15 |
2025-08-18 |
country_CN |
-0.0861 |
0.0015 |
-0.0001 |
tilt_COUNTRY |
| 2025-08-15 |
2025-08-18 |
country_ID |
0.0000 |
0.0035 |
0.0000 |
tilt_COUNTRY |
| 2025-08-15 |
2025-08-18 |
ind_semiconductors |
0.0214 |
0.0011 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-15 |
2025-08-18 |
ind_paper_forestry |
-0.0003 |
-0.0017 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-15 |
2025-08-18 |
ind_homebuilding_building_products |
-0.0347 |
-0.0075 |
0.0003 |
tilt_INDUSTRY |
| 2025-08-15 |
2025-08-18 |
size_MID |
-0.1045 |
0.0011 |
-0.0001 |
tilt_SIZE |
| 2025-08-15 |
2025-08-18 |
linkage |
0.6370 |
-0.0005 |
-0.0003 |
alpha_MOMENTUM |
| 2025-08-15 |
2025-08-18 |
ind_water_utilities |
-0.0086 |
-0.0043 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-15 |
2025-08-18 |
ind_multiline_utilities |
-0.0127 |
0.0075 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-15 |
2025-08-18 |
ind_telecommunications_serices |
0.1251 |
0.0113 |
0.0014 |
tilt_INDUSTRY |
| 2025-08-15 |
2025-08-18 |
ind_machinery |
0.1225 |
-0.0007 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-15 |
2025-08-18 |
reversal |
1.2584 |
0.0014 |
0.0018 |
alpha_REVERSAL |
| 2025-08-15 |
2025-08-18 |
country_JP |
-0.0656 |
0.0016 |
-0.0001 |
tilt_COUNTRY |
| 2025-08-15 |
2025-08-18 |
ind_electronic_equipment |
-0.1028 |
0.0068 |
-0.0007 |
tilt_INDUSTRY |
| 2025-08-15 |
2025-08-18 |
ind_biotechnology |
-0.0129 |
-0.0044 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-15 |
2025-08-18 |
ind_beverages |
-0.0849 |
-0.0016 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-15 |
2025-08-18 |
ind_consumer_goods_conglomerates |
0.0191 |
0.0018 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-15 |
2025-08-18 |
ind_electric_utilities_ipps |
-0.0696 |
-0.0030 |
0.0002 |
tilt_INDUSTRY |
| 2025-08-15 |
2025-08-18 |
specret |
NaN |
NaN |
-0.0005 |
unexplained |
| 2025-08-15 |
2025-08-18 |
ind_construction_engineering |
0.0737 |
-0.0031 |
-0.0002 |
tilt_INDUSTRY |
| 2025-08-15 |
2025-08-18 |
ind_food_tobacco |
0.0767 |
-0.0008 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-15 |
2025-08-18 |
country_IN |
0.0000 |
0.0118 |
0.0000 |
tilt_COUNTRY |
| 2025-08-15 |
2025-08-18 |
stability |
4.7939 |
0.0002 |
0.0012 |
alpha_QUALITY |
| 2025-08-18 |
2025-08-19 |
ind_aerospace_defense |
-0.0052 |
-0.0202 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-18 |
2025-08-19 |
ind_healthcare_providers_services |
0.0265 |
-0.0014 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-18 |
2025-08-19 |
ind_food_tobacco |
0.0698 |
0.0044 |
0.0003 |
tilt_INDUSTRY |
| 2025-08-18 |
2025-08-19 |
stability |
4.7315 |
0.0004 |
0.0017 |
alpha_QUALITY |
| 2025-08-18 |
2025-08-19 |
ind_hotels_entertainment |
-0.0682 |
0.0051 |
-0.0003 |
tilt_INDUSTRY |
| 2025-08-18 |
2025-08-19 |
country_ID |
0.0000 |
-0.0073 |
0.0000 |
tilt_COUNTRY |
| 2025-08-18 |
2025-08-19 |
ind_coal |
-0.0416 |
0.0004 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-18 |
2025-08-19 |
ind_investment_services |
0.0872 |
-0.0082 |
-0.0007 |
tilt_INDUSTRY |
| 2025-08-18 |
2025-08-19 |
ind_holding_companies |
0.0071 |
-0.0073 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-18 |
2025-08-19 |
ind_office_equipment |
-0.0180 |
-0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-18 |
2025-08-19 |
country_TH |
0.0885 |
-0.0034 |
-0.0003 |
tilt_COUNTRY |
| 2025-08-18 |
2025-08-19 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-08-18 |
2025-08-19 |
ind_machinery |
0.1319 |
-0.0019 |
-0.0002 |
tilt_INDUSTRY |
| 2025-08-18 |
2025-08-19 |
ind_construction_materials |
-0.0010 |
-0.0023 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-18 |
2025-08-19 |
value_gc |
2.0437 |
-0.0004 |
-0.0008 |
alpha_VALUE |
| 2025-08-18 |
2025-08-19 |
country_CN |
-0.0832 |
-0.0003 |
0.0000 |
tilt_COUNTRY |
| 2025-08-18 |
2025-08-19 |
size_LARGE |
0.1116 |
-0.0031 |
-0.0003 |
tilt_SIZE |
| 2025-08-18 |
2025-08-19 |
ind_passenger_transportation |
0.0218 |
0.0025 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-18 |
2025-08-19 |
country_NZ |
-0.0183 |
-0.0033 |
0.0001 |
tilt_COUNTRY |
| 2025-08-18 |
2025-08-19 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-08-18 |
2025-08-19 |
ind_leisure_products |
0.0090 |
-0.0138 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-18 |
2025-08-19 |
ind_consumer_goods_conglomerates |
0.0184 |
0.0029 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-18 |
2025-08-19 |
ind_healthcare_equipment_supplies |
-0.0957 |
-0.0020 |
0.0002 |
tilt_INDUSTRY |
| 2025-08-18 |
2025-08-19 |
country_SG |
0.0422 |
0.0073 |
0.0003 |
tilt_COUNTRY |
| 2025-08-18 |
2025-08-19 |
ind_banking_services |
-0.0406 |
0.0018 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-18 |
2025-08-19 |
ind_water_utilities |
-0.0086 |
-0.0016 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-18 |
2025-08-19 |
neglect |
0.9954 |
0.0002 |
0.0002 |
alpha_VALUE |
| 2025-08-18 |
2025-08-19 |
size_SMALL |
-0.0006 |
0.0028 |
-0.0000 |
tilt_SIZE |
| 2025-08-18 |
2025-08-19 |
country_PH |
0.0022 |
-0.0047 |
-0.0000 |
tilt_COUNTRY |
| 2025-08-18 |
2025-08-19 |
momentum |
-0.1698 |
-0.0003 |
0.0000 |
alpha_MOMENTUM |
| 2025-08-18 |
2025-08-19 |
market |
-0.0012 |
-0.0005 |
0.0000 |
risk_exposure |
| 2025-08-18 |
2025-08-19 |
fmom |
0.3327 |
0.0001 |
0.0000 |
alpha_QUALITY |
| 2025-08-18 |
2025-08-19 |
country_JP |
-0.0730 |
0.0026 |
-0.0002 |
tilt_COUNTRY |
| 2025-08-18 |
2025-08-19 |
ind_household_goods |
-0.0187 |
0.0016 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-18 |
2025-08-19 |
linearCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-08-18 |
2025-08-19 |
ind_uranium |
-0.0026 |
0.0021 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-18 |
2025-08-19 |
country_TW |
0.0281 |
-0.0064 |
-0.0002 |
tilt_COUNTRY |
| 2025-08-18 |
2025-08-19 |
country_IN |
0.0000 |
0.0092 |
0.0000 |
tilt_COUNTRY |
| 2025-08-18 |
2025-08-19 |
ind_oil_gas_equipment_services |
-0.0147 |
0.0040 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-18 |
2025-08-19 |
country_AU |
-0.1021 |
-0.0009 |
0.0001 |
tilt_COUNTRY |
| 2025-08-18 |
2025-08-19 |
sdiscrepancy |
NaN |
NaN |
-0.0004 |
unexplained |
| 2025-08-18 |
2025-08-19 |
ind_paper_forestry |
0.0000 |
0.0037 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-18 |
2025-08-19 |
quality |
4.1151 |
-0.0003 |
-0.0012 |
alpha_QUALITY |
| 2025-08-18 |
2025-08-19 |
ind_oil_gas |
0.0353 |
-0.0008 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-18 |
2025-08-19 |
ind_containers_packaging |
0.0065 |
-0.0012 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-18 |
2025-08-19 |
ind_industrial_distribution |
0.0274 |
0.0081 |
0.0002 |
tilt_INDUSTRY |
| 2025-08-18 |
2025-08-19 |
size_MID |
-0.1030 |
-0.0006 |
0.0001 |
tilt_SIZE |
| 2025-08-18 |
2025-08-19 |
ind_transportation_infrastructure |
0.0051 |
0.0008 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-18 |
2025-08-19 |
country_MY |
0.0125 |
0.0034 |
0.0000 |
tilt_COUNTRY |
| 2025-08-18 |
2025-08-19 |
size_MICRO |
-0.0092 |
0.0032 |
-0.0000 |
tilt_SIZE |
| 2025-08-18 |
2025-08-19 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-08-18 |
2025-08-19 |
ind_food_drug_retail |
0.0408 |
0.0039 |
0.0002 |
tilt_INDUSTRY |
| 2025-08-18 |
2025-08-19 |
ind_textiles_apparel |
-0.0183 |
0.0022 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-18 |
2025-08-19 |
ind_integrated_hardware_software |
0.0104 |
0.0040 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-18 |
2025-08-19 |
ind_biotechnology |
-0.0155 |
-0.0153 |
0.0002 |
tilt_INDUSTRY |
| 2025-08-18 |
2025-08-19 |
ind_beverages |
-0.0842 |
0.0161 |
-0.0014 |
tilt_INDUSTRY |
| 2025-08-18 |
2025-08-19 |
ind_renewable_energy |
0.0137 |
-0.0051 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-18 |
2025-08-19 |
ind_chemicals |
0.0107 |
-0.0030 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-18 |
2025-08-19 |
revision |
0.7778 |
-0.0006 |
-0.0005 |
alpha_REVISION |
| 2025-08-18 |
2025-08-19 |
ind_pharmaceuticals |
-0.0472 |
-0.0007 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-18 |
2025-08-19 |
ind_specialty_reatil |
0.0034 |
0.0028 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-18 |
2025-08-19 |
ind_construction_engineering |
0.0732 |
0.0004 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-18 |
2025-08-19 |
ind_media_publishing |
0.0180 |
0.0020 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-18 |
2025-08-19 |
ind_real_estate_operations |
-0.0242 |
0.0068 |
-0.0002 |
tilt_INDUSTRY |
| 2025-08-18 |
2025-08-19 |
sbeta_market |
0.0214 |
-0.0013 |
-0.0000 |
risk_exposure |
| 2025-08-18 |
2025-08-19 |
country_HK |
0.1390 |
-0.0004 |
-0.0001 |
tilt_COUNTRY |
| 2025-08-18 |
2025-08-19 |
linkage |
0.6416 |
-0.0002 |
-0.0001 |
alpha_MOMENTUM |
| 2025-08-18 |
2025-08-19 |
ind_computers_phones_household_electronics |
0.0805 |
0.0012 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-18 |
2025-08-19 |
ind_homebuilding_building_products |
-0.0343 |
0.0000 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-18 |
2025-08-19 |
ind_software_it_services |
0.0697 |
0.0004 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-18 |
2025-08-19 |
country_KR |
-0.1003 |
-0.0032 |
0.0003 |
tilt_COUNTRY |
| 2025-08-18 |
2025-08-19 |
ind_household_products_services |
-0.0209 |
0.0058 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-18 |
2025-08-19 |
ind_freight_logistics |
-0.0336 |
0.0006 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-18 |
2025-08-19 |
ind_insurance |
0.0633 |
-0.0078 |
-0.0005 |
tilt_INDUSTRY |
| 2025-08-18 |
2025-08-19 |
specret |
NaN |
NaN |
-0.0006 |
unexplained |
| 2025-08-18 |
2025-08-19 |
pdiscrepancy |
NaN |
NaN |
0.0000 |
unexplained |
| 2025-08-18 |
2025-08-19 |
ind_semiconductors |
0.0235 |
-0.0043 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-18 |
2025-08-19 |
ind_telecommunications_serices |
0.1239 |
0.0009 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-18 |
2025-08-19 |
ind_natural_gas_utilities |
0.0020 |
-0.0056 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-18 |
2025-08-19 |
ind_metals_mining |
-0.0939 |
0.0011 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-18 |
2025-08-19 |
ind_electric_utilities_ipps |
-0.0731 |
0.0026 |
-0.0002 |
tilt_INDUSTRY |
| 2025-08-18 |
2025-08-19 |
ind_commercial_services_supplies |
-0.0175 |
-0.0010 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-18 |
2025-08-19 |
country_XH |
0.0632 |
-0.0040 |
-0.0003 |
tilt_COUNTRY |
| 2025-08-18 |
2025-08-19 |
ind_electronic_equipment |
-0.1041 |
0.0004 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-18 |
2025-08-19 |
ind_communications_equipment |
0.0134 |
0.0023 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-18 |
2025-08-19 |
value_liq |
0.6408 |
0.0005 |
0.0003 |
alpha_VALUE |
| 2025-08-18 |
2025-08-19 |
ind_diversified_retail |
-0.0139 |
0.0021 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-18 |
2025-08-19 |
ind_fintech |
-0.0009 |
-0.0101 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-18 |
2025-08-19 |
ind_multiline_utilities |
-0.0132 |
-0.0027 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-18 |
2025-08-19 |
reversal |
1.1991 |
0.0025 |
0.0030 |
alpha_REVERSAL |
| 2025-08-18 |
2025-08-19 |
ind_automobile |
-0.0845 |
0.0082 |
-0.0007 |
tilt_INDUSTRY |
| 2025-08-19 |
2025-08-20 |
ind_automobile |
-0.0826 |
0.0037 |
-0.0003 |
tilt_INDUSTRY |
| 2025-08-19 |
2025-08-20 |
country_TW |
0.0332 |
-0.0249 |
-0.0008 |
tilt_COUNTRY |
| 2025-08-19 |
2025-08-20 |
ind_uranium |
-0.0025 |
-0.0341 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-19 |
2025-08-20 |
fmom |
0.3422 |
-0.0001 |
-0.0000 |
alpha_QUALITY |
| 2025-08-19 |
2025-08-20 |
ind_real_estate_operations |
-0.0232 |
0.0046 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-19 |
2025-08-20 |
market |
-0.0035 |
0.0106 |
-0.0000 |
risk_exposure |
| 2025-08-19 |
2025-08-20 |
ind_textiles_apparel |
-0.0161 |
0.0038 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-19 |
2025-08-20 |
ind_industrial_distribution |
0.0223 |
-0.0013 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-19 |
2025-08-20 |
linearCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-08-19 |
2025-08-20 |
ind_diversified_retail |
-0.0138 |
0.0067 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-19 |
2025-08-20 |
size_MICRO |
-0.0088 |
-0.0041 |
0.0000 |
tilt_SIZE |
| 2025-08-19 |
2025-08-20 |
ind_food_drug_retail |
0.0409 |
0.0050 |
0.0002 |
tilt_INDUSTRY |
| 2025-08-19 |
2025-08-20 |
ind_computers_phones_household_electronics |
0.0783 |
0.0051 |
0.0004 |
tilt_INDUSTRY |
| 2025-08-19 |
2025-08-20 |
ind_integrated_hardware_software |
0.0106 |
0.0062 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-19 |
2025-08-20 |
ind_specialty_reatil |
0.0043 |
0.0029 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-19 |
2025-08-20 |
ind_software_it_services |
0.0741 |
-0.0019 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-19 |
2025-08-20 |
value_liq |
0.6434 |
0.0016 |
0.0011 |
alpha_VALUE |
| 2025-08-19 |
2025-08-20 |
ind_communications_equipment |
0.0112 |
-0.0021 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-19 |
2025-08-20 |
ind_chemicals |
0.0095 |
0.0013 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-19 |
2025-08-20 |
revision |
0.8149 |
-0.0001 |
-0.0001 |
alpha_REVISION |
| 2025-08-19 |
2025-08-20 |
pdiscrepancy |
NaN |
NaN |
0.0000 |
unexplained |
| 2025-08-19 |
2025-08-20 |
ind_pharmaceuticals |
-0.0480 |
-0.0087 |
0.0004 |
tilt_INDUSTRY |
| 2025-08-19 |
2025-08-20 |
ind_oil_gas_equipment_services |
-0.0148 |
0.0013 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-19 |
2025-08-20 |
ind_renewable_energy |
0.0141 |
0.0002 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-19 |
2025-08-20 |
ind_multiline_utilities |
-0.0130 |
-0.0067 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-19 |
2025-08-20 |
ind_natural_gas_utilities |
0.0030 |
-0.0001 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-19 |
2025-08-20 |
ind_paper_forestry |
0.0000 |
-0.0029 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-19 |
2025-08-20 |
specret |
NaN |
NaN |
0.0047 |
unexplained |
| 2025-08-19 |
2025-08-20 |
ind_electric_utilities_ipps |
-0.0749 |
-0.0059 |
0.0004 |
tilt_INDUSTRY |
| 2025-08-19 |
2025-08-20 |
ind_food_tobacco |
0.0662 |
0.0028 |
0.0002 |
tilt_INDUSTRY |
| 2025-08-19 |
2025-08-20 |
stability |
4.6530 |
0.0002 |
0.0010 |
alpha_QUALITY |
| 2025-08-19 |
2025-08-20 |
ind_hotels_entertainment |
-0.0672 |
0.0056 |
-0.0004 |
tilt_INDUSTRY |
| 2025-08-19 |
2025-08-20 |
ind_electronic_equipment |
-0.1096 |
0.0045 |
-0.0005 |
tilt_INDUSTRY |
| 2025-08-19 |
2025-08-20 |
size_MID |
-0.0972 |
0.0018 |
-0.0002 |
tilt_SIZE |
| 2025-08-19 |
2025-08-20 |
ind_water_utilities |
-0.0085 |
-0.0055 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-19 |
2025-08-20 |
ind_machinery |
0.1389 |
-0.0024 |
-0.0003 |
tilt_INDUSTRY |
| 2025-08-19 |
2025-08-20 |
reversal |
1.0274 |
0.0007 |
0.0008 |
alpha_REVERSAL |
| 2025-08-19 |
2025-08-20 |
ind_containers_packaging |
0.0066 |
0.0051 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-19 |
2025-08-20 |
country_XH |
0.0643 |
-0.0018 |
-0.0001 |
tilt_COUNTRY |
| 2025-08-19 |
2025-08-20 |
ind_consumer_goods_conglomerates |
0.0183 |
-0.0121 |
-0.0002 |
tilt_INDUSTRY |
| 2025-08-19 |
2025-08-20 |
ind_healthcare_equipment_supplies |
-0.0966 |
-0.0064 |
0.0006 |
tilt_INDUSTRY |
| 2025-08-19 |
2025-08-20 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-08-19 |
2025-08-20 |
country_AU |
-0.1008 |
-0.0068 |
0.0007 |
tilt_COUNTRY |
| 2025-08-19 |
2025-08-20 |
country_MY |
0.0128 |
-0.0100 |
-0.0001 |
tilt_COUNTRY |
| 2025-08-19 |
2025-08-20 |
country_KR |
-0.1002 |
-0.0124 |
0.0012 |
tilt_COUNTRY |
| 2025-08-19 |
2025-08-20 |
sdiscrepancy |
NaN |
NaN |
0.0004 |
unexplained |
| 2025-08-19 |
2025-08-20 |
sbeta_market |
0.0215 |
-0.0086 |
-0.0002 |
risk_exposure |
| 2025-08-19 |
2025-08-20 |
ind_office_equipment |
-0.0177 |
-0.0021 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-19 |
2025-08-20 |
ind_construction_engineering |
0.0725 |
-0.0048 |
-0.0003 |
tilt_INDUSTRY |
| 2025-08-19 |
2025-08-20 |
country_IN |
0.0000 |
-0.0041 |
0.0000 |
tilt_COUNTRY |
| 2025-08-19 |
2025-08-20 |
quality |
4.0768 |
-0.0003 |
-0.0012 |
alpha_QUALITY |
| 2025-08-19 |
2025-08-20 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-08-19 |
2025-08-20 |
country_JP |
-0.0793 |
-0.0078 |
0.0006 |
tilt_COUNTRY |
| 2025-08-19 |
2025-08-20 |
ind_household_goods |
-0.0203 |
-0.0047 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-19 |
2025-08-20 |
momentum |
-0.1715 |
0.0010 |
-0.0002 |
alpha_MOMENTUM |
| 2025-08-19 |
2025-08-20 |
country_PH |
0.0023 |
-0.0124 |
-0.0000 |
tilt_COUNTRY |
| 2025-08-19 |
2025-08-20 |
linkage |
0.6506 |
-0.0005 |
-0.0003 |
alpha_MOMENTUM |
| 2025-08-19 |
2025-08-20 |
ind_beverages |
-0.0847 |
0.0079 |
-0.0007 |
tilt_INDUSTRY |
| 2025-08-19 |
2025-08-20 |
ind_biotechnology |
-0.0152 |
-0.0138 |
0.0002 |
tilt_INDUSTRY |
| 2025-08-19 |
2025-08-20 |
ind_telecommunications_serices |
0.1220 |
-0.0020 |
-0.0002 |
tilt_INDUSTRY |
| 2025-08-19 |
2025-08-20 |
ind_construction_materials |
-0.0009 |
0.0014 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-19 |
2025-08-20 |
size_SMALL |
-0.0047 |
-0.0012 |
0.0000 |
tilt_SIZE |
| 2025-08-19 |
2025-08-20 |
ind_coal |
-0.0435 |
-0.0084 |
0.0004 |
tilt_INDUSTRY |
| 2025-08-19 |
2025-08-20 |
ind_semiconductors |
0.0281 |
0.0031 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-19 |
2025-08-20 |
ind_media_publishing |
0.0173 |
-0.0032 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-19 |
2025-08-20 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-08-19 |
2025-08-20 |
ind_aerospace_defense |
-0.0063 |
-0.0019 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-19 |
2025-08-20 |
ind_household_products_services |
-0.0213 |
0.0113 |
-0.0002 |
tilt_INDUSTRY |
| 2025-08-19 |
2025-08-20 |
ind_oil_gas |
0.0392 |
-0.0008 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-19 |
2025-08-20 |
ind_passenger_transportation |
0.0201 |
0.0027 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-19 |
2025-08-20 |
country_NZ |
-0.0179 |
0.0066 |
-0.0001 |
tilt_COUNTRY |
| 2025-08-19 |
2025-08-20 |
ind_healthcare_providers_services |
0.0271 |
-0.0043 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-19 |
2025-08-20 |
ind_insurance |
0.0593 |
0.0069 |
0.0004 |
tilt_INDUSTRY |
| 2025-08-19 |
2025-08-20 |
value_gc |
2.0630 |
-0.0011 |
-0.0022 |
alpha_VALUE |
| 2025-08-19 |
2025-08-20 |
ind_metals_mining |
-0.0917 |
0.0007 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-19 |
2025-08-20 |
country_HK |
0.1336 |
-0.0029 |
-0.0004 |
tilt_COUNTRY |
| 2025-08-19 |
2025-08-20 |
country_CN |
-0.0862 |
0.0096 |
-0.0008 |
tilt_COUNTRY |
| 2025-08-19 |
2025-08-20 |
country_ID |
0.0000 |
0.0083 |
0.0000 |
tilt_COUNTRY |
| 2025-08-19 |
2025-08-20 |
ind_banking_services |
-0.0398 |
0.0003 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-19 |
2025-08-20 |
ind_transportation_infrastructure |
0.0063 |
-0.0055 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-19 |
2025-08-20 |
size_LARGE |
0.1071 |
-0.0008 |
-0.0001 |
tilt_SIZE |
| 2025-08-19 |
2025-08-20 |
ind_commercial_services_supplies |
-0.0175 |
-0.0019 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-19 |
2025-08-20 |
country_TH |
0.0929 |
0.0061 |
0.0006 |
tilt_COUNTRY |
| 2025-08-19 |
2025-08-20 |
ind_investment_services |
0.0885 |
-0.0008 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-19 |
2025-08-20 |
neglect |
0.9645 |
0.0004 |
0.0004 |
alpha_VALUE |
| 2025-08-19 |
2025-08-20 |
ind_leisure_products |
0.0091 |
0.0039 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-19 |
2025-08-20 |
ind_fintech |
-0.0010 |
-0.0090 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-19 |
2025-08-20 |
ind_freight_logistics |
-0.0335 |
0.0044 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-19 |
2025-08-20 |
ind_homebuilding_building_products |
-0.0340 |
0.0026 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-19 |
2025-08-20 |
country_SG |
0.0417 |
-0.0058 |
-0.0002 |
tilt_COUNTRY |
| 2025-08-19 |
2025-08-20 |
ind_holding_companies |
0.0071 |
0.0034 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-20 |
2025-08-21 |
ind_banking_services |
-0.0494 |
-0.0005 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-20 |
2025-08-21 |
ind_multiline_utilities |
-0.0133 |
-0.0030 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-20 |
2025-08-21 |
value_gc |
2.1131 |
-0.0003 |
-0.0007 |
alpha_VALUE |
| 2025-08-20 |
2025-08-21 |
momentum |
-0.1858 |
-0.0010 |
0.0002 |
alpha_MOMENTUM |
| 2025-08-20 |
2025-08-21 |
ind_household_goods |
-0.0220 |
0.0022 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-20 |
2025-08-21 |
ind_household_products_services |
-0.0221 |
-0.0009 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-20 |
2025-08-21 |
ind_office_equipment |
-0.0179 |
0.0058 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-20 |
2025-08-21 |
country_AU |
-0.1033 |
0.0081 |
-0.0008 |
tilt_COUNTRY |
| 2025-08-20 |
2025-08-21 |
sdiscrepancy |
NaN |
NaN |
-0.0004 |
unexplained |
| 2025-08-20 |
2025-08-21 |
ind_telecommunications_serices |
0.1233 |
-0.0045 |
-0.0006 |
tilt_INDUSTRY |
| 2025-08-20 |
2025-08-21 |
country_JP |
-0.0822 |
-0.0060 |
0.0005 |
tilt_COUNTRY |
| 2025-08-20 |
2025-08-21 |
ind_construction_engineering |
0.0728 |
0.0044 |
0.0003 |
tilt_INDUSTRY |
| 2025-08-20 |
2025-08-21 |
country_HK |
0.1308 |
0.0035 |
0.0005 |
tilt_COUNTRY |
| 2025-08-20 |
2025-08-21 |
ind_natural_gas_utilities |
0.0035 |
-0.0034 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-20 |
2025-08-21 |
ind_coal |
-0.0457 |
0.0049 |
-0.0002 |
tilt_INDUSTRY |
| 2025-08-20 |
2025-08-21 |
country_IN |
0.0000 |
-0.0057 |
0.0000 |
tilt_COUNTRY |
| 2025-08-20 |
2025-08-21 |
quality |
4.1399 |
0.0007 |
0.0030 |
alpha_QUALITY |
| 2025-08-20 |
2025-08-21 |
value_liq |
0.6552 |
0.0019 |
0.0013 |
alpha_VALUE |
| 2025-08-20 |
2025-08-21 |
ind_beverages |
-0.0858 |
-0.0050 |
0.0004 |
tilt_INDUSTRY |
| 2025-08-20 |
2025-08-21 |
ind_media_publishing |
0.0176 |
0.0011 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-20 |
2025-08-21 |
ind_healthcare_equipment_supplies |
-0.0989 |
0.0058 |
-0.0006 |
tilt_INDUSTRY |
| 2025-08-20 |
2025-08-21 |
ind_textiles_apparel |
-0.0158 |
0.0051 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-20 |
2025-08-21 |
ind_consumer_goods_conglomerates |
0.0188 |
0.0042 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-20 |
2025-08-21 |
country_XH |
0.0628 |
0.0048 |
0.0003 |
tilt_COUNTRY |
| 2025-08-20 |
2025-08-21 |
ind_containers_packaging |
0.0073 |
0.0037 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-20 |
2025-08-21 |
country_SG |
0.0409 |
-0.0007 |
-0.0000 |
tilt_COUNTRY |
| 2025-08-20 |
2025-08-21 |
ind_homebuilding_building_products |
-0.0344 |
-0.0002 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-20 |
2025-08-21 |
ind_machinery |
0.1522 |
-0.0032 |
-0.0005 |
tilt_INDUSTRY |
| 2025-08-20 |
2025-08-21 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-08-20 |
2025-08-21 |
ind_leisure_products |
0.0094 |
0.0012 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-20 |
2025-08-21 |
ind_electronic_equipment |
-0.1180 |
-0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-20 |
2025-08-21 |
ind_water_utilities |
-0.0087 |
-0.0035 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-20 |
2025-08-21 |
ind_passenger_transportation |
0.0202 |
-0.0040 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-20 |
2025-08-21 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-08-20 |
2025-08-21 |
ind_hotels_entertainment |
-0.0669 |
-0.0043 |
0.0003 |
tilt_INDUSTRY |
| 2025-08-20 |
2025-08-21 |
ind_insurance |
0.0594 |
-0.0005 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-20 |
2025-08-21 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-08-20 |
2025-08-21 |
stability |
4.7224 |
-0.0005 |
-0.0021 |
alpha_QUALITY |
| 2025-08-20 |
2025-08-21 |
ind_food_tobacco |
0.0639 |
-0.0012 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-20 |
2025-08-21 |
specret |
NaN |
NaN |
-0.0022 |
unexplained |
| 2025-08-20 |
2025-08-21 |
country_NZ |
-0.0180 |
0.0011 |
-0.0000 |
tilt_COUNTRY |
| 2025-08-20 |
2025-08-21 |
size_MID |
-0.0985 |
0.0006 |
-0.0001 |
tilt_SIZE |
| 2025-08-20 |
2025-08-21 |
country_MY |
0.0132 |
-0.0066 |
-0.0001 |
tilt_COUNTRY |
| 2025-08-20 |
2025-08-21 |
ind_fintech |
-0.0010 |
0.0111 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-20 |
2025-08-21 |
sbeta_market |
0.0209 |
-0.0091 |
-0.0002 |
risk_exposure |
| 2025-08-20 |
2025-08-21 |
country_CN |
-0.0918 |
-0.0003 |
0.0000 |
tilt_COUNTRY |
| 2025-08-20 |
2025-08-21 |
ind_biotechnology |
-0.0163 |
0.0094 |
-0.0002 |
tilt_INDUSTRY |
| 2025-08-20 |
2025-08-21 |
country_PH |
0.0024 |
-0.0039 |
-0.0000 |
tilt_COUNTRY |
| 2025-08-20 |
2025-08-21 |
size_LARGE |
0.1004 |
-0.0009 |
-0.0001 |
tilt_SIZE |
| 2025-08-20 |
2025-08-21 |
linkage |
0.7298 |
0.0002 |
0.0001 |
alpha_MOMENTUM |
| 2025-08-20 |
2025-08-21 |
linearCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-08-20 |
2025-08-21 |
ind_electric_utilities_ipps |
-0.0749 |
0.0021 |
-0.0002 |
tilt_INDUSTRY |
| 2025-08-20 |
2025-08-21 |
fmom |
0.3665 |
0.0004 |
0.0001 |
alpha_QUALITY |
| 2025-08-20 |
2025-08-21 |
ind_integrated_hardware_software |
0.0110 |
-0.0013 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-20 |
2025-08-21 |
ind_investment_services |
0.0902 |
-0.0010 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-20 |
2025-08-21 |
market |
-0.0109 |
0.0087 |
-0.0001 |
risk_exposure |
| 2025-08-20 |
2025-08-21 |
ind_specialty_reatil |
0.0044 |
0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-20 |
2025-08-21 |
ind_software_it_services |
0.0747 |
0.0025 |
0.0002 |
tilt_INDUSTRY |
| 2025-08-20 |
2025-08-21 |
ind_construction_materials |
-0.0008 |
-0.0052 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-20 |
2025-08-21 |
ind_transportation_infrastructure |
0.0070 |
0.0032 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-20 |
2025-08-21 |
country_ID |
0.0000 |
-0.0079 |
0.0000 |
tilt_COUNTRY |
| 2025-08-20 |
2025-08-21 |
ind_freight_logistics |
-0.0344 |
-0.0028 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-20 |
2025-08-21 |
reversal |
0.9226 |
0.0014 |
0.0013 |
alpha_REVERSAL |
| 2025-08-20 |
2025-08-21 |
pdiscrepancy |
NaN |
NaN |
0.0000 |
unexplained |
| 2025-08-20 |
2025-08-21 |
ind_metals_mining |
-0.0896 |
0.0008 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-20 |
2025-08-21 |
ind_industrial_distribution |
0.0208 |
0.0043 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-20 |
2025-08-21 |
country_KR |
-0.1018 |
-0.0005 |
0.0000 |
tilt_COUNTRY |
| 2025-08-20 |
2025-08-21 |
ind_renewable_energy |
0.0139 |
-0.0038 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-20 |
2025-08-21 |
ind_chemicals |
0.0131 |
0.0045 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-20 |
2025-08-21 |
size_SMALL |
-0.0037 |
-0.0001 |
0.0000 |
tilt_SIZE |
| 2025-08-20 |
2025-08-21 |
ind_communications_equipment |
0.0124 |
-0.0051 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-20 |
2025-08-21 |
ind_pharmaceuticals |
-0.0643 |
0.0028 |
-0.0002 |
tilt_INDUSTRY |
| 2025-08-20 |
2025-08-21 |
revision |
0.8613 |
0.0016 |
0.0014 |
alpha_REVISION |
| 2025-08-20 |
2025-08-21 |
ind_commercial_services_supplies |
-0.0141 |
0.0027 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-20 |
2025-08-21 |
ind_aerospace_defense |
-0.0120 |
0.0008 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-20 |
2025-08-21 |
ind_oil_gas |
0.0486 |
0.0066 |
0.0003 |
tilt_INDUSTRY |
| 2025-08-20 |
2025-08-21 |
ind_healthcare_providers_services |
0.0275 |
-0.0040 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-20 |
2025-08-21 |
ind_semiconductors |
0.0312 |
-0.0040 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-20 |
2025-08-21 |
ind_diversified_retail |
-0.0144 |
-0.0012 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-20 |
2025-08-21 |
ind_oil_gas_equipment_services |
-0.0157 |
0.0100 |
-0.0002 |
tilt_INDUSTRY |
| 2025-08-20 |
2025-08-21 |
ind_computers_phones_household_electronics |
0.0775 |
0.0002 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-20 |
2025-08-21 |
country_TW |
0.0386 |
0.0131 |
0.0005 |
tilt_COUNTRY |
| 2025-08-20 |
2025-08-21 |
neglect |
0.9515 |
0.0002 |
0.0002 |
alpha_VALUE |
| 2025-08-20 |
2025-08-21 |
ind_holding_companies |
0.0072 |
0.0039 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-20 |
2025-08-21 |
ind_automobile |
-0.0797 |
-0.0028 |
0.0002 |
tilt_INDUSTRY |
| 2025-08-20 |
2025-08-21 |
size_MICRO |
-0.0091 |
0.0015 |
-0.0000 |
tilt_SIZE |
| 2025-08-20 |
2025-08-21 |
ind_real_estate_operations |
-0.0221 |
-0.0004 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-20 |
2025-08-21 |
country_TH |
0.0974 |
-0.0080 |
-0.0008 |
tilt_COUNTRY |
| 2025-08-20 |
2025-08-21 |
ind_uranium |
-0.0025 |
-0.0050 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-20 |
2025-08-21 |
ind_paper_forestry |
0.0000 |
0.0060 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-20 |
2025-08-21 |
ind_food_drug_retail |
0.0416 |
-0.0011 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-21 |
2025-08-22 |
ind_food_tobacco |
0.0615 |
-0.0039 |
-0.0002 |
tilt_INDUSTRY |
| 2025-08-21 |
2025-08-22 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-08-21 |
2025-08-22 |
ind_media_publishing |
0.0173 |
0.0015 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-21 |
2025-08-22 |
ind_chemicals |
0.0147 |
-0.0055 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-21 |
2025-08-22 |
ind_communications_equipment |
0.0160 |
0.0045 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-21 |
2025-08-22 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-08-21 |
2025-08-22 |
neglect |
0.9221 |
-0.0006 |
-0.0005 |
alpha_VALUE |
| 2025-08-21 |
2025-08-22 |
ind_consumer_goods_conglomerates |
0.0179 |
-0.0055 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-21 |
2025-08-22 |
ind_passenger_transportation |
0.0201 |
-0.0047 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-21 |
2025-08-22 |
ind_leisure_products |
0.0093 |
0.0013 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-21 |
2025-08-22 |
ind_insurance |
0.0626 |
0.0016 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-21 |
2025-08-22 |
ind_computers_phones_household_electronics |
0.0758 |
0.0065 |
0.0005 |
tilt_INDUSTRY |
| 2025-08-21 |
2025-08-22 |
ind_water_utilities |
-0.0085 |
0.0034 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-21 |
2025-08-22 |
ind_containers_packaging |
0.0069 |
-0.0016 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-21 |
2025-08-22 |
ind_specialty_reatil |
0.0057 |
-0.0041 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-21 |
2025-08-22 |
ind_food_drug_retail |
0.0407 |
-0.0070 |
-0.0003 |
tilt_INDUSTRY |
| 2025-08-21 |
2025-08-22 |
ind_diversified_retail |
-0.0143 |
-0.0014 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-21 |
2025-08-22 |
ind_transportation_infrastructure |
0.0078 |
-0.0039 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-21 |
2025-08-22 |
country_XH |
0.0568 |
-0.0045 |
-0.0003 |
tilt_COUNTRY |
| 2025-08-21 |
2025-08-22 |
ind_textiles_apparel |
-0.0153 |
-0.0010 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-21 |
2025-08-22 |
impactCost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-08-21 |
2025-08-22 |
ind_industrial_distribution |
0.0214 |
-0.0003 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-21 |
2025-08-22 |
specret |
NaN |
NaN |
-0.0019 |
unexplained |
| 2025-08-21 |
2025-08-22 |
ind_telecommunications_serices |
0.1222 |
0.0074 |
0.0009 |
tilt_INDUSTRY |
| 2025-08-21 |
2025-08-22 |
quality |
4.1243 |
-0.0017 |
-0.0068 |
alpha_QUALITY |
| 2025-08-21 |
2025-08-22 |
value_liq |
0.6686 |
-0.0017 |
-0.0012 |
alpha_VALUE |
| 2025-08-21 |
2025-08-22 |
ind_uranium |
-0.0025 |
0.0430 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-21 |
2025-08-22 |
ind_real_estate_operations |
-0.0210 |
-0.0040 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-21 |
2025-08-22 |
country_IN |
0.0000 |
-0.0040 |
0.0000 |
tilt_COUNTRY |
| 2025-08-21 |
2025-08-22 |
ind_coal |
-0.0456 |
-0.0071 |
0.0003 |
tilt_INDUSTRY |
| 2025-08-21 |
2025-08-22 |
fmom |
0.3926 |
0.0002 |
0.0001 |
alpha_QUALITY |
| 2025-08-21 |
2025-08-22 |
ind_healthcare_providers_services |
0.0298 |
-0.0008 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-21 |
2025-08-22 |
ind_holding_companies |
0.0072 |
-0.0023 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-21 |
2025-08-22 |
country_TH |
0.0967 |
0.0052 |
0.0005 |
tilt_COUNTRY |
| 2025-08-21 |
2025-08-22 |
ind_natural_gas_utilities |
0.0037 |
0.0023 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-21 |
2025-08-22 |
sdiscrepancy |
NaN |
NaN |
0.0005 |
unexplained |
| 2025-08-21 |
2025-08-22 |
country_AU |
-0.1013 |
-0.0033 |
0.0003 |
tilt_COUNTRY |
| 2025-08-21 |
2025-08-22 |
ind_office_equipment |
-0.0178 |
-0.0057 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-21 |
2025-08-22 |
ind_paper_forestry |
0.0000 |
0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-21 |
2025-08-22 |
ind_construction_engineering |
0.0701 |
0.0030 |
0.0002 |
tilt_INDUSTRY |
| 2025-08-21 |
2025-08-22 |
ind_household_goods |
-0.0210 |
-0.0060 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-21 |
2025-08-22 |
ind_multiline_utilities |
-0.0133 |
0.0049 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-21 |
2025-08-22 |
momentum |
-0.1978 |
0.0015 |
-0.0003 |
alpha_MOMENTUM |
| 2025-08-21 |
2025-08-22 |
ind_integrated_hardware_software |
0.0112 |
0.0012 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-21 |
2025-08-22 |
size_SMALL |
-0.0004 |
-0.0037 |
0.0000 |
tilt_SIZE |
| 2025-08-21 |
2025-08-22 |
ind_metals_mining |
-0.0838 |
-0.0059 |
0.0005 |
tilt_INDUSTRY |
| 2025-08-21 |
2025-08-22 |
size_MID |
-0.1066 |
0.0021 |
-0.0002 |
tilt_SIZE |
| 2025-08-21 |
2025-08-22 |
country_HK |
0.1225 |
-0.0054 |
-0.0007 |
tilt_COUNTRY |
| 2025-08-21 |
2025-08-22 |
ind_pharmaceuticals |
-0.0752 |
-0.0022 |
0.0002 |
tilt_INDUSTRY |
| 2025-08-21 |
2025-08-22 |
ind_renewable_energy |
0.0138 |
-0.0009 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-21 |
2025-08-22 |
sbeta_market |
0.0022 |
0.0120 |
0.0000 |
risk_exposure |
| 2025-08-21 |
2025-08-22 |
country_MY |
0.0134 |
0.0022 |
0.0000 |
tilt_COUNTRY |
| 2025-08-21 |
2025-08-22 |
ind_fintech |
-0.0010 |
0.0112 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-21 |
2025-08-22 |
country_CN |
-0.1103 |
0.0029 |
-0.0003 |
tilt_COUNTRY |
| 2025-08-21 |
2025-08-22 |
ind_biotechnology |
-0.0182 |
0.0046 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-21 |
2025-08-22 |
country_PH |
0.0024 |
0.0011 |
0.0000 |
tilt_COUNTRY |
| 2025-08-21 |
2025-08-22 |
pdiscrepancy |
NaN |
NaN |
-0.0000 |
unexplained |
| 2025-08-21 |
2025-08-22 |
country_ID |
0.0000 |
-0.0042 |
0.0000 |
tilt_COUNTRY |
| 2025-08-21 |
2025-08-22 |
ind_electric_utilities_ipps |
-0.0735 |
-0.0000 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-21 |
2025-08-22 |
ind_commercial_services_supplies |
-0.0135 |
-0.0039 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-21 |
2025-08-22 |
country_NZ |
-0.0178 |
-0.0080 |
0.0001 |
tilt_COUNTRY |
| 2025-08-21 |
2025-08-22 |
ind_semiconductors |
0.0126 |
0.0127 |
0.0002 |
tilt_INDUSTRY |
| 2025-08-21 |
2025-08-22 |
ind_electronic_equipment |
-0.1162 |
-0.0002 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-21 |
2025-08-22 |
ind_banking_services |
-0.0581 |
-0.0017 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-21 |
2025-08-22 |
ind_oil_gas_equipment_services |
-0.0160 |
0.0007 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-21 |
2025-08-22 |
linkage |
0.7763 |
0.0001 |
0.0001 |
alpha_MOMENTUM |
| 2025-08-21 |
2025-08-22 |
ind_oil_gas |
0.0537 |
-0.0043 |
-0.0002 |
tilt_INDUSTRY |
| 2025-08-21 |
2025-08-22 |
ind_aerospace_defense |
-0.0173 |
0.0098 |
-0.0002 |
tilt_INDUSTRY |
| 2025-08-21 |
2025-08-22 |
country_JP |
-0.0730 |
0.0024 |
-0.0002 |
tilt_COUNTRY |
| 2025-08-21 |
2025-08-22 |
value_gc |
2.0984 |
0.0007 |
0.0015 |
alpha_VALUE |
| 2025-08-21 |
2025-08-22 |
ind_machinery |
0.1512 |
0.0004 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-21 |
2025-08-22 |
size_LARGE |
0.0876 |
0.0020 |
0.0002 |
tilt_SIZE |
| 2025-08-21 |
2025-08-22 |
country_TW |
0.0435 |
-0.0144 |
-0.0006 |
tilt_COUNTRY |
| 2025-08-21 |
2025-08-22 |
ind_automobile |
-0.0731 |
-0.0000 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-21 |
2025-08-22 |
ind_software_it_services |
0.0721 |
0.0044 |
0.0003 |
tilt_INDUSTRY |
| 2025-08-21 |
2025-08-22 |
ind_construction_materials |
-0.0008 |
-0.0046 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-21 |
2025-08-22 |
ind_beverages |
-0.0822 |
-0.0039 |
0.0003 |
tilt_INDUSTRY |
| 2025-08-21 |
2025-08-22 |
reversal |
0.9257 |
-0.0008 |
-0.0008 |
alpha_REVERSAL |
| 2025-08-21 |
2025-08-22 |
ind_household_products_services |
-0.0217 |
-0.0045 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-21 |
2025-08-22 |
ind_hotels_entertainment |
-0.0640 |
-0.0036 |
0.0002 |
tilt_INDUSTRY |
| 2025-08-21 |
2025-08-22 |
country_KR |
-0.1016 |
0.0020 |
-0.0002 |
tilt_COUNTRY |
| 2025-08-21 |
2025-08-22 |
ind_freight_logistics |
-0.0332 |
-0.0059 |
0.0002 |
tilt_INDUSTRY |
| 2025-08-21 |
2025-08-22 |
country_SG |
0.0395 |
0.0051 |
0.0002 |
tilt_COUNTRY |
| 2025-08-21 |
2025-08-22 |
ind_investment_services |
0.0848 |
0.0067 |
0.0006 |
tilt_INDUSTRY |
| 2025-08-21 |
2025-08-22 |
stability |
4.6767 |
-0.0002 |
-0.0008 |
alpha_QUALITY |
| 2025-08-21 |
2025-08-22 |
linearCost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-08-21 |
2025-08-22 |
ind_homebuilding_building_products |
-0.0339 |
-0.0085 |
0.0003 |
tilt_INDUSTRY |
| 2025-08-21 |
2025-08-22 |
size_MICRO |
-0.0098 |
-0.0043 |
0.0000 |
tilt_SIZE |
| 2025-08-21 |
2025-08-22 |
market |
-0.0292 |
-0.0063 |
0.0002 |
risk_exposure |
| 2025-08-21 |
2025-08-22 |
revision |
0.8960 |
0.0004 |
0.0004 |
alpha_REVISION |
| 2025-08-21 |
2025-08-22 |
ind_healthcare_equipment_supplies |
-0.0983 |
-0.0074 |
0.0007 |
tilt_INDUSTRY |
| 2025-08-22 |
2025-08-25 |
value_liq |
0.7261 |
-0.0005 |
-0.0003 |
alpha_VALUE |
| 2025-08-22 |
2025-08-25 |
revision |
0.9558 |
-0.0000 |
-0.0000 |
alpha_REVISION |
| 2025-08-22 |
2025-08-25 |
ind_chemicals |
0.0167 |
0.0005 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-22 |
2025-08-25 |
ind_electric_utilities_ipps |
-0.0748 |
0.0005 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-22 |
2025-08-25 |
country_HK |
0.1163 |
0.0021 |
0.0002 |
tilt_COUNTRY |
| 2025-08-22 |
2025-08-25 |
ind_textiles_apparel |
-0.0155 |
-0.0013 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-22 |
2025-08-25 |
momentum |
-0.0882 |
-0.0009 |
0.0001 |
alpha_MOMENTUM |
| 2025-08-22 |
2025-08-25 |
ind_leisure_products |
0.0092 |
-0.0071 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-22 |
2025-08-25 |
ind_construction_engineering |
0.0677 |
-0.0013 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-22 |
2025-08-25 |
ind_multiline_utilities |
-0.0131 |
0.0002 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-22 |
2025-08-25 |
ind_passenger_transportation |
0.0201 |
-0.0013 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-22 |
2025-08-25 |
ind_insurance |
0.0649 |
-0.0099 |
-0.0006 |
tilt_INDUSTRY |
| 2025-08-22 |
2025-08-25 |
ind_pharmaceuticals |
-0.0759 |
0.0010 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-22 |
2025-08-25 |
country_PH |
0.0025 |
-0.0034 |
-0.0000 |
tilt_COUNTRY |
| 2025-08-22 |
2025-08-25 |
fcost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-08-22 |
2025-08-25 |
size_MID |
-0.1055 |
0.0001 |
-0.0000 |
tilt_SIZE |
| 2025-08-22 |
2025-08-25 |
ind_semiconductors |
-0.0052 |
-0.0019 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-22 |
2025-08-25 |
ind_freight_logistics |
-0.0318 |
-0.0068 |
0.0002 |
tilt_INDUSTRY |
| 2025-08-22 |
2025-08-25 |
linearCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-08-22 |
2025-08-25 |
ind_integrated_hardware_software |
0.0116 |
-0.0097 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-22 |
2025-08-25 |
ind_renewable_energy |
0.0150 |
0.0035 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-22 |
2025-08-25 |
ind_beverages |
-0.0832 |
0.0077 |
-0.0006 |
tilt_INDUSTRY |
| 2025-08-22 |
2025-08-25 |
country_KR |
-0.1037 |
0.0092 |
-0.0010 |
tilt_COUNTRY |
| 2025-08-22 |
2025-08-25 |
country_MY |
0.0139 |
0.0012 |
0.0000 |
tilt_COUNTRY |
| 2025-08-22 |
2025-08-25 |
ind_metals_mining |
-0.0793 |
0.0135 |
-0.0011 |
tilt_INDUSTRY |
| 2025-08-22 |
2025-08-25 |
ind_biotechnology |
-0.0196 |
0.0049 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-22 |
2025-08-25 |
ind_commercial_services_supplies |
-0.0193 |
-0.0009 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-22 |
2025-08-25 |
ind_industrial_distribution |
0.0230 |
0.0084 |
0.0002 |
tilt_INDUSTRY |
| 2025-08-22 |
2025-08-25 |
ind_household_products_services |
-0.0212 |
-0.0062 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-22 |
2025-08-25 |
country_SG |
0.0392 |
-0.0024 |
-0.0001 |
tilt_COUNTRY |
| 2025-08-22 |
2025-08-25 |
country_CN |
-0.1142 |
-0.0003 |
0.0000 |
tilt_COUNTRY |
| 2025-08-22 |
2025-08-25 |
ind_fintech |
-0.0009 |
0.0024 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-22 |
2025-08-25 |
country_NZ |
-0.0181 |
0.0023 |
-0.0000 |
tilt_COUNTRY |
| 2025-08-22 |
2025-08-25 |
ind_investment_services |
0.0824 |
-0.0036 |
-0.0003 |
tilt_INDUSTRY |
| 2025-08-22 |
2025-08-25 |
neglect |
0.8682 |
0.0004 |
0.0004 |
alpha_VALUE |
| 2025-08-22 |
2025-08-25 |
size_MICRO |
-0.0105 |
-0.0038 |
0.0000 |
tilt_SIZE |
| 2025-08-22 |
2025-08-25 |
ind_oil_gas_equipment_services |
-0.0161 |
0.0013 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-22 |
2025-08-25 |
ind_paper_forestry |
0.0000 |
0.0052 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-22 |
2025-08-25 |
ind_transportation_infrastructure |
0.0092 |
0.0023 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-22 |
2025-08-25 |
country_TW |
0.0508 |
0.0081 |
0.0004 |
tilt_COUNTRY |
| 2025-08-22 |
2025-08-25 |
ind_food_drug_retail |
0.0408 |
-0.0031 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-22 |
2025-08-25 |
ind_office_equipment |
-0.0181 |
0.0047 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-22 |
2025-08-25 |
ind_banking_services |
-0.0609 |
-0.0051 |
0.0003 |
tilt_INDUSTRY |
| 2025-08-22 |
2025-08-25 |
country_TH |
0.0968 |
0.0061 |
0.0006 |
tilt_COUNTRY |
| 2025-08-22 |
2025-08-25 |
size_SMALL |
-0.0041 |
-0.0025 |
0.0000 |
tilt_SIZE |
| 2025-08-22 |
2025-08-25 |
country_AU |
-0.1012 |
-0.0012 |
0.0001 |
tilt_COUNTRY |
| 2025-08-22 |
2025-08-25 |
ind_oil_gas |
0.0560 |
-0.0025 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-22 |
2025-08-25 |
sdiscrepancy |
NaN |
NaN |
-0.0001 |
unexplained |
| 2025-08-22 |
2025-08-25 |
country_ID |
0.0000 |
0.0026 |
0.0000 |
tilt_COUNTRY |
| 2025-08-22 |
2025-08-25 |
ind_holding_companies |
0.0072 |
-0.0080 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-22 |
2025-08-25 |
ind_uranium |
-0.0028 |
0.0499 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-22 |
2025-08-25 |
ind_household_goods |
-0.0203 |
0.0054 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-22 |
2025-08-25 |
size_LARGE |
0.0871 |
0.0033 |
0.0003 |
tilt_SIZE |
| 2025-08-22 |
2025-08-25 |
market |
-0.0329 |
-0.0014 |
0.0000 |
risk_exposure |
| 2025-08-22 |
2025-08-25 |
value_gc |
2.1702 |
0.0004 |
0.0010 |
alpha_VALUE |
| 2025-08-22 |
2025-08-25 |
fmom |
0.4452 |
0.0000 |
0.0000 |
alpha_QUALITY |
| 2025-08-22 |
2025-08-25 |
quality |
4.2070 |
0.0007 |
0.0030 |
alpha_QUALITY |
| 2025-08-22 |
2025-08-25 |
country_IN |
0.0000 |
-0.0020 |
0.0000 |
tilt_COUNTRY |
| 2025-08-22 |
2025-08-25 |
ind_coal |
-0.0465 |
0.0040 |
-0.0002 |
tilt_INDUSTRY |
| 2025-08-22 |
2025-08-25 |
ind_computers_phones_household_electronics |
0.0784 |
-0.0041 |
-0.0003 |
tilt_INDUSTRY |
| 2025-08-22 |
2025-08-25 |
ind_electronic_equipment |
-0.1098 |
-0.0013 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-22 |
2025-08-25 |
ind_healthcare_providers_services |
0.0328 |
-0.0036 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-22 |
2025-08-25 |
ind_aerospace_defense |
-0.0162 |
0.0024 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-22 |
2025-08-25 |
ind_specialty_reatil |
0.0070 |
0.0033 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-22 |
2025-08-25 |
country_JP |
-0.0717 |
-0.0065 |
0.0005 |
tilt_COUNTRY |
| 2025-08-22 |
2025-08-25 |
ind_diversified_retail |
-0.0123 |
0.0076 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-22 |
2025-08-25 |
ind_containers_packaging |
0.0063 |
-0.0036 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-22 |
2025-08-25 |
ind_healthcare_equipment_supplies |
-0.0985 |
-0.0044 |
0.0004 |
tilt_INDUSTRY |
| 2025-08-22 |
2025-08-25 |
ind_real_estate_operations |
-0.0226 |
0.0067 |
-0.0002 |
tilt_INDUSTRY |
| 2025-08-22 |
2025-08-25 |
ind_telecommunications_serices |
0.1233 |
-0.0038 |
-0.0005 |
tilt_INDUSTRY |
| 2025-08-22 |
2025-08-25 |
ind_machinery |
0.1450 |
0.0027 |
0.0004 |
tilt_INDUSTRY |
| 2025-08-22 |
2025-08-25 |
impactCost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-08-22 |
2025-08-25 |
bcost |
NaN |
NaN |
-0.0010 |
cost |
| 2025-08-22 |
2025-08-25 |
ind_construction_materials |
-0.0007 |
0.0034 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-22 |
2025-08-25 |
ind_communications_equipment |
0.0203 |
0.0146 |
0.0003 |
tilt_INDUSTRY |
| 2025-08-22 |
2025-08-25 |
pdiscrepancy |
NaN |
NaN |
0.0000 |
unexplained |
| 2025-08-22 |
2025-08-25 |
ind_water_utilities |
-0.0086 |
0.0029 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-22 |
2025-08-25 |
sbeta_market |
0.0024 |
0.0106 |
0.0000 |
risk_exposure |
| 2025-08-22 |
2025-08-25 |
specret |
NaN |
NaN |
-0.0106 |
unexplained |
| 2025-08-22 |
2025-08-25 |
ind_automobile |
-0.0705 |
-0.0040 |
0.0003 |
tilt_INDUSTRY |
| 2025-08-22 |
2025-08-25 |
reversal |
1.2540 |
0.0032 |
0.0040 |
alpha_REVERSAL |
| 2025-08-22 |
2025-08-25 |
ind_food_tobacco |
0.0619 |
0.0031 |
0.0002 |
tilt_INDUSTRY |
| 2025-08-22 |
2025-08-25 |
stability |
4.6708 |
0.0003 |
0.0012 |
alpha_QUALITY |
| 2025-08-22 |
2025-08-25 |
ind_software_it_services |
0.0685 |
-0.0011 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-22 |
2025-08-25 |
linkage |
0.7923 |
-0.0002 |
-0.0002 |
alpha_MOMENTUM |
| 2025-08-22 |
2025-08-25 |
ind_natural_gas_utilities |
0.0041 |
-0.0029 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-22 |
2025-08-25 |
ind_media_publishing |
0.0175 |
0.0002 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-22 |
2025-08-25 |
country_XH |
0.0565 |
0.0019 |
0.0001 |
tilt_COUNTRY |
| 2025-08-22 |
2025-08-25 |
ind_consumer_goods_conglomerates |
0.0177 |
-0.0053 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-22 |
2025-08-25 |
ind_hotels_entertainment |
-0.0614 |
0.0041 |
-0.0003 |
tilt_INDUSTRY |
| 2025-08-22 |
2025-08-25 |
ind_homebuilding_building_products |
-0.0341 |
0.0069 |
-0.0002 |
tilt_INDUSTRY |
| 2025-08-25 |
2025-08-26 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-08-25 |
2025-08-26 |
ind_telecommunications_serices |
0.1207 |
-0.0032 |
-0.0004 |
tilt_INDUSTRY |
| 2025-08-25 |
2025-08-26 |
value_gc |
2.1258 |
0.0005 |
0.0012 |
alpha_VALUE |
| 2025-08-25 |
2025-08-26 |
ind_office_equipment |
-0.0174 |
-0.0006 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-25 |
2025-08-26 |
ind_banking_services |
-0.0676 |
-0.0046 |
0.0003 |
tilt_INDUSTRY |
| 2025-08-25 |
2025-08-26 |
ind_passenger_transportation |
0.0187 |
-0.0031 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-25 |
2025-08-26 |
ind_multiline_utilities |
-0.0125 |
-0.0107 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-25 |
2025-08-26 |
ind_pharmaceuticals |
-0.0679 |
-0.0060 |
0.0004 |
tilt_INDUSTRY |
| 2025-08-25 |
2025-08-26 |
ind_construction_engineering |
0.0627 |
-0.0010 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-25 |
2025-08-26 |
country_TW |
0.0547 |
0.0023 |
0.0001 |
tilt_COUNTRY |
| 2025-08-25 |
2025-08-26 |
ind_leisure_products |
0.0087 |
-0.0014 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-25 |
2025-08-26 |
ind_real_estate_operations |
-0.0249 |
-0.0070 |
0.0002 |
tilt_INDUSTRY |
| 2025-08-25 |
2025-08-26 |
ind_specialty_reatil |
0.0066 |
-0.0013 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-25 |
2025-08-26 |
country_XH |
0.0533 |
0.0008 |
0.0000 |
tilt_COUNTRY |
| 2025-08-25 |
2025-08-26 |
ind_consumer_goods_conglomerates |
0.0165 |
-0.0051 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-25 |
2025-08-26 |
ind_chemicals |
0.0208 |
0.0057 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-25 |
2025-08-26 |
quality |
4.1136 |
0.0007 |
0.0030 |
alpha_QUALITY |
| 2025-08-25 |
2025-08-26 |
country_CN |
-0.1002 |
0.0046 |
-0.0005 |
tilt_COUNTRY |
| 2025-08-25 |
2025-08-26 |
ind_hotels_entertainment |
-0.0549 |
-0.0005 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-25 |
2025-08-26 |
ind_aerospace_defense |
-0.0136 |
-0.0103 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-25 |
2025-08-26 |
market |
-0.0269 |
0.0006 |
-0.0000 |
risk_exposure |
| 2025-08-25 |
2025-08-26 |
ind_healthcare_equipment_supplies |
-0.0959 |
0.0000 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-25 |
2025-08-26 |
ind_holding_companies |
0.0070 |
-0.0066 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-25 |
2025-08-26 |
ind_automobile |
-0.0656 |
0.0039 |
-0.0003 |
tilt_INDUSTRY |
| 2025-08-25 |
2025-08-26 |
ind_coal |
-0.0469 |
-0.0066 |
0.0003 |
tilt_INDUSTRY |
| 2025-08-25 |
2025-08-26 |
country_JP |
-0.0722 |
-0.0056 |
0.0004 |
tilt_COUNTRY |
| 2025-08-25 |
2025-08-26 |
fmom |
0.4131 |
0.0005 |
0.0002 |
alpha_QUALITY |
| 2025-08-25 |
2025-08-26 |
country_IN |
0.0000 |
-0.0117 |
0.0000 |
tilt_COUNTRY |
| 2025-08-25 |
2025-08-26 |
ind_natural_gas_utilities |
0.0044 |
-0.0039 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-25 |
2025-08-26 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-08-25 |
2025-08-26 |
ind_machinery |
0.1324 |
-0.0011 |
-0.0002 |
tilt_INDUSTRY |
| 2025-08-25 |
2025-08-26 |
ind_fintech |
-0.0009 |
-0.0070 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-25 |
2025-08-26 |
ind_containers_packaging |
0.0058 |
-0.0024 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-25 |
2025-08-26 |
sdiscrepancy |
NaN |
NaN |
0.0002 |
unexplained |
| 2025-08-25 |
2025-08-26 |
ind_household_goods |
-0.0201 |
0.0003 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-25 |
2025-08-26 |
sbeta_market |
0.0127 |
-0.0050 |
-0.0001 |
risk_exposure |
| 2025-08-25 |
2025-08-26 |
size_LARGE |
0.0870 |
-0.0036 |
-0.0003 |
tilt_SIZE |
| 2025-08-25 |
2025-08-26 |
country_ID |
0.0000 |
-0.0061 |
0.0000 |
tilt_COUNTRY |
| 2025-08-25 |
2025-08-26 |
ind_oil_gas |
0.0536 |
0.0042 |
0.0002 |
tilt_INDUSTRY |
| 2025-08-25 |
2025-08-26 |
revision |
1.0179 |
0.0007 |
0.0008 |
alpha_REVISION |
| 2025-08-25 |
2025-08-26 |
country_NZ |
-0.0178 |
-0.0103 |
0.0002 |
tilt_COUNTRY |
| 2025-08-25 |
2025-08-26 |
linkage |
0.7927 |
-0.0001 |
-0.0001 |
alpha_MOMENTUM |
| 2025-08-25 |
2025-08-26 |
country_AU |
-0.0992 |
0.0007 |
-0.0001 |
tilt_COUNTRY |
| 2025-08-25 |
2025-08-26 |
size_SMALL |
-0.0079 |
0.0011 |
-0.0000 |
tilt_SIZE |
| 2025-08-25 |
2025-08-26 |
ind_healthcare_providers_services |
0.0320 |
-0.0023 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-25 |
2025-08-26 |
ind_media_publishing |
0.0172 |
0.0016 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-25 |
2025-08-26 |
ind_diversified_retail |
-0.0073 |
0.0007 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-25 |
2025-08-26 |
country_PH |
0.0025 |
-0.0135 |
-0.0000 |
tilt_COUNTRY |
| 2025-08-25 |
2025-08-26 |
country_TH |
0.0917 |
-0.0097 |
-0.0009 |
tilt_COUNTRY |
| 2025-08-25 |
2025-08-26 |
momentum |
-0.0907 |
-0.0001 |
0.0000 |
alpha_MOMENTUM |
| 2025-08-25 |
2025-08-26 |
ind_investment_services |
0.0796 |
-0.0078 |
-0.0006 |
tilt_INDUSTRY |
| 2025-08-25 |
2025-08-26 |
ind_metals_mining |
-0.0729 |
0.0010 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-25 |
2025-08-26 |
value_liq |
0.7249 |
0.0001 |
0.0001 |
alpha_VALUE |
| 2025-08-25 |
2025-08-26 |
country_MY |
0.0140 |
-0.0073 |
-0.0001 |
tilt_COUNTRY |
| 2025-08-25 |
2025-08-26 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-08-25 |
2025-08-26 |
linearCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-08-25 |
2025-08-26 |
ind_computers_phones_household_electronics |
0.0784 |
0.0029 |
0.0002 |
tilt_INDUSTRY |
| 2025-08-25 |
2025-08-26 |
ind_uranium |
-0.0027 |
0.0663 |
-0.0002 |
tilt_INDUSTRY |
| 2025-08-25 |
2025-08-26 |
stability |
4.5343 |
-0.0004 |
-0.0020 |
alpha_QUALITY |
| 2025-08-25 |
2025-08-26 |
country_KR |
-0.1016 |
-0.0029 |
0.0003 |
tilt_COUNTRY |
| 2025-08-25 |
2025-08-26 |
ind_communications_equipment |
0.0236 |
0.0015 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-25 |
2025-08-26 |
ind_software_it_services |
0.0584 |
0.0051 |
0.0003 |
tilt_INDUSTRY |
| 2025-08-25 |
2025-08-26 |
ind_electronic_equipment |
-0.1026 |
0.0090 |
-0.0009 |
tilt_INDUSTRY |
| 2025-08-25 |
2025-08-26 |
ind_food_tobacco |
0.0598 |
0.0058 |
0.0003 |
tilt_INDUSTRY |
| 2025-08-25 |
2025-08-26 |
ind_semiconductors |
-0.0064 |
0.0051 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-25 |
2025-08-26 |
size_MID |
-0.0961 |
0.0012 |
-0.0001 |
tilt_SIZE |
| 2025-08-25 |
2025-08-26 |
country_SG |
0.0361 |
0.0016 |
0.0001 |
tilt_COUNTRY |
| 2025-08-25 |
2025-08-26 |
ind_homebuilding_building_products |
-0.0330 |
-0.0042 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-25 |
2025-08-26 |
size_MICRO |
-0.0099 |
0.0052 |
-0.0001 |
tilt_SIZE |
| 2025-08-25 |
2025-08-26 |
ind_freight_logistics |
-0.0303 |
0.0025 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-25 |
2025-08-26 |
ind_electric_utilities_ipps |
-0.0738 |
-0.0052 |
0.0004 |
tilt_INDUSTRY |
| 2025-08-25 |
2025-08-26 |
ind_food_drug_retail |
0.0403 |
0.0048 |
0.0002 |
tilt_INDUSTRY |
| 2025-08-25 |
2025-08-26 |
ind_beverages |
-0.0811 |
-0.0006 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-25 |
2025-08-26 |
ind_integrated_hardware_software |
0.0115 |
0.0050 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-25 |
2025-08-26 |
ind_transportation_infrastructure |
0.0098 |
-0.0029 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-25 |
2025-08-26 |
ind_renewable_energy |
0.0141 |
0.0037 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-25 |
2025-08-26 |
ind_insurance |
0.0609 |
-0.0047 |
-0.0003 |
tilt_INDUSTRY |
| 2025-08-25 |
2025-08-26 |
reversal |
1.0044 |
0.0002 |
0.0002 |
alpha_REVERSAL |
| 2025-08-25 |
2025-08-26 |
ind_water_utilities |
-0.0084 |
0.0046 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-25 |
2025-08-26 |
ind_textiles_apparel |
-0.0150 |
-0.0006 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-25 |
2025-08-26 |
country_HK |
0.1118 |
-0.0008 |
-0.0001 |
tilt_COUNTRY |
| 2025-08-25 |
2025-08-26 |
ind_oil_gas_equipment_services |
-0.0157 |
0.0074 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-25 |
2025-08-26 |
ind_construction_materials |
-0.0007 |
-0.0021 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-25 |
2025-08-26 |
pdiscrepancy |
NaN |
NaN |
0.0000 |
unexplained |
| 2025-08-25 |
2025-08-26 |
ind_paper_forestry |
0.0000 |
0.0027 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-25 |
2025-08-26 |
ind_commercial_services_supplies |
-0.0146 |
0.0029 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-25 |
2025-08-26 |
specret |
NaN |
NaN |
-0.0028 |
unexplained |
| 2025-08-25 |
2025-08-26 |
neglect |
0.8294 |
-0.0007 |
-0.0005 |
alpha_VALUE |
| 2025-08-25 |
2025-08-26 |
ind_biotechnology |
-0.0203 |
-0.0081 |
0.0002 |
tilt_INDUSTRY |
| 2025-08-25 |
2025-08-26 |
ind_industrial_distribution |
0.0231 |
0.0017 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-25 |
2025-08-26 |
ind_household_products_services |
-0.0202 |
0.0053 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-26 |
2025-08-27 |
ind_specialty_reatil |
0.0052 |
-0.0026 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-26 |
2025-08-27 |
country_AU |
-0.0991 |
0.0137 |
-0.0014 |
tilt_COUNTRY |
| 2025-08-26 |
2025-08-27 |
country_TW |
0.0512 |
0.0117 |
0.0006 |
tilt_COUNTRY |
| 2025-08-26 |
2025-08-27 |
ind_hotels_entertainment |
-0.0494 |
-0.0015 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-26 |
2025-08-27 |
size_MICRO |
-0.0097 |
-0.0004 |
0.0000 |
tilt_SIZE |
| 2025-08-26 |
2025-08-27 |
ind_media_publishing |
0.0182 |
-0.0043 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-26 |
2025-08-27 |
linkage |
0.8115 |
-0.0003 |
-0.0002 |
alpha_MOMENTUM |
| 2025-08-26 |
2025-08-27 |
ind_holding_companies |
0.0070 |
0.0009 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-26 |
2025-08-27 |
ind_food_drug_retail |
0.0377 |
-0.0094 |
-0.0004 |
tilt_INDUSTRY |
| 2025-08-26 |
2025-08-27 |
ind_oil_gas_equipment_services |
-0.0148 |
-0.0091 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-26 |
2025-08-27 |
size_SMALL |
-0.0074 |
-0.0005 |
0.0000 |
tilt_SIZE |
| 2025-08-26 |
2025-08-27 |
ind_banking_services |
-0.0781 |
-0.0019 |
0.0002 |
tilt_INDUSTRY |
| 2025-08-26 |
2025-08-27 |
ind_homebuilding_building_products |
-0.0330 |
-0.0028 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-26 |
2025-08-27 |
fmom |
0.3517 |
-0.0003 |
-0.0001 |
alpha_QUALITY |
| 2025-08-26 |
2025-08-27 |
neglect |
0.8227 |
-0.0006 |
-0.0005 |
alpha_VALUE |
| 2025-08-26 |
2025-08-27 |
ind_office_equipment |
-0.0174 |
-0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-26 |
2025-08-27 |
sdiscrepancy |
NaN |
NaN |
0.0000 |
unexplained |
| 2025-08-26 |
2025-08-27 |
ind_uranium |
-0.0026 |
0.0105 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-26 |
2025-08-27 |
country_TH |
0.0895 |
0.0041 |
0.0004 |
tilt_COUNTRY |
| 2025-08-26 |
2025-08-27 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-08-26 |
2025-08-27 |
ind_electronic_equipment |
-0.1024 |
0.0055 |
-0.0006 |
tilt_INDUSTRY |
| 2025-08-26 |
2025-08-27 |
ind_investment_services |
0.0777 |
-0.0035 |
-0.0003 |
tilt_INDUSTRY |
| 2025-08-26 |
2025-08-27 |
revision |
0.9724 |
0.0006 |
0.0006 |
alpha_REVISION |
| 2025-08-26 |
2025-08-27 |
ind_electric_utilities_ipps |
-0.0746 |
0.0031 |
-0.0002 |
tilt_INDUSTRY |
| 2025-08-26 |
2025-08-27 |
specret |
NaN |
NaN |
-0.0038 |
unexplained |
| 2025-08-26 |
2025-08-27 |
ind_oil_gas |
0.0491 |
-0.0015 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-26 |
2025-08-27 |
ind_transportation_infrastructure |
0.0094 |
-0.0044 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-26 |
2025-08-27 |
ind_coal |
-0.0465 |
-0.0034 |
0.0002 |
tilt_INDUSTRY |
| 2025-08-26 |
2025-08-27 |
ind_healthcare_providers_services |
0.0318 |
-0.0036 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-26 |
2025-08-27 |
ind_natural_gas_utilities |
0.0044 |
-0.0005 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-26 |
2025-08-27 |
momentum |
-0.1029 |
0.0009 |
-0.0001 |
alpha_MOMENTUM |
| 2025-08-26 |
2025-08-27 |
ind_water_utilities |
-0.0084 |
0.0012 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-26 |
2025-08-27 |
value_gc |
2.0574 |
0.0004 |
0.0008 |
alpha_VALUE |
| 2025-08-26 |
2025-08-27 |
ind_pharmaceuticals |
-0.0608 |
-0.0082 |
0.0005 |
tilt_INDUSTRY |
| 2025-08-26 |
2025-08-27 |
ind_textiles_apparel |
-0.0149 |
-0.0033 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-26 |
2025-08-27 |
country_HK |
0.1096 |
0.0003 |
0.0000 |
tilt_COUNTRY |
| 2025-08-26 |
2025-08-27 |
ind_household_products_services |
-0.0195 |
-0.0063 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-26 |
2025-08-27 |
ind_integrated_hardware_software |
0.0114 |
0.0021 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-26 |
2025-08-27 |
pdiscrepancy |
NaN |
NaN |
0.0000 |
unexplained |
| 2025-08-26 |
2025-08-27 |
ind_commercial_services_supplies |
-0.0054 |
-0.0015 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-26 |
2025-08-27 |
ind_biotechnology |
-0.0205 |
-0.0027 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-26 |
2025-08-27 |
ind_beverages |
-0.0724 |
-0.0067 |
0.0005 |
tilt_INDUSTRY |
| 2025-08-26 |
2025-08-27 |
ind_diversified_retail |
-0.0042 |
-0.0016 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-26 |
2025-08-27 |
reversal |
1.1677 |
0.0010 |
0.0012 |
alpha_REVERSAL |
| 2025-08-26 |
2025-08-27 |
country_PH |
0.0026 |
0.0267 |
0.0001 |
tilt_COUNTRY |
| 2025-08-26 |
2025-08-27 |
ind_communications_equipment |
0.0261 |
0.0064 |
0.0002 |
tilt_INDUSTRY |
| 2025-08-26 |
2025-08-27 |
ind_metals_mining |
-0.0698 |
0.0041 |
-0.0003 |
tilt_INDUSTRY |
| 2025-08-26 |
2025-08-27 |
country_MY |
0.0139 |
0.0132 |
0.0002 |
tilt_COUNTRY |
| 2025-08-26 |
2025-08-27 |
ind_computers_phones_household_electronics |
0.0787 |
0.0074 |
0.0006 |
tilt_INDUSTRY |
| 2025-08-26 |
2025-08-27 |
stability |
4.4654 |
0.0004 |
0.0016 |
alpha_QUALITY |
| 2025-08-26 |
2025-08-27 |
ind_food_tobacco |
0.0583 |
-0.0000 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-26 |
2025-08-27 |
size_MID |
-0.0970 |
0.0006 |
-0.0001 |
tilt_SIZE |
| 2025-08-26 |
2025-08-27 |
country_SG |
0.0331 |
0.0086 |
0.0003 |
tilt_COUNTRY |
| 2025-08-26 |
2025-08-27 |
ind_semiconductors |
-0.0072 |
0.0121 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-26 |
2025-08-27 |
linearCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-08-26 |
2025-08-27 |
ind_software_it_services |
0.0550 |
0.0011 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-26 |
2025-08-27 |
ind_freight_logistics |
-0.0307 |
0.0001 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-26 |
2025-08-27 |
ind_construction_materials |
-0.0007 |
-0.0014 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-26 |
2025-08-27 |
ind_renewable_energy |
0.0117 |
-0.0033 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-26 |
2025-08-27 |
country_KR |
-0.1002 |
0.0077 |
-0.0008 |
tilt_COUNTRY |
| 2025-08-26 |
2025-08-27 |
ind_leisure_products |
0.0083 |
-0.0068 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-26 |
2025-08-27 |
ind_insurance |
0.0605 |
-0.0058 |
-0.0003 |
tilt_INDUSTRY |
| 2025-08-26 |
2025-08-27 |
ind_real_estate_operations |
-0.0319 |
-0.0060 |
0.0002 |
tilt_INDUSTRY |
| 2025-08-26 |
2025-08-27 |
country_ID |
0.0000 |
0.0025 |
0.0000 |
tilt_COUNTRY |
| 2025-08-26 |
2025-08-27 |
ind_industrial_distribution |
0.0242 |
-0.0010 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-26 |
2025-08-27 |
size_LARGE |
0.0866 |
-0.0002 |
-0.0000 |
tilt_SIZE |
| 2025-08-26 |
2025-08-27 |
ind_household_goods |
-0.0201 |
-0.0004 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-26 |
2025-08-27 |
ind_machinery |
0.1252 |
0.0027 |
0.0003 |
tilt_INDUSTRY |
| 2025-08-26 |
2025-08-27 |
ind_containers_packaging |
0.0053 |
-0.0027 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-26 |
2025-08-27 |
ind_construction_engineering |
0.0598 |
0.0008 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-26 |
2025-08-27 |
country_IN |
0.0000 |
0.0083 |
0.0000 |
tilt_COUNTRY |
| 2025-08-26 |
2025-08-27 |
ind_healthcare_equipment_supplies |
-0.0955 |
-0.0036 |
0.0003 |
tilt_INDUSTRY |
| 2025-08-26 |
2025-08-27 |
country_JP |
-0.0708 |
0.0094 |
-0.0007 |
tilt_COUNTRY |
| 2025-08-26 |
2025-08-27 |
ind_automobile |
-0.0622 |
0.0007 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-26 |
2025-08-27 |
ind_fintech |
-0.0009 |
0.0049 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-26 |
2025-08-27 |
ind_aerospace_defense |
-0.0137 |
-0.0039 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-26 |
2025-08-27 |
market |
-0.0274 |
-0.0040 |
0.0001 |
risk_exposure |
| 2025-08-26 |
2025-08-27 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-08-26 |
2025-08-27 |
quality |
4.0363 |
-0.0002 |
-0.0006 |
alpha_QUALITY |
| 2025-08-26 |
2025-08-27 |
sbeta_market |
0.0131 |
-0.0068 |
-0.0001 |
risk_exposure |
| 2025-08-26 |
2025-08-27 |
ind_telecommunications_serices |
0.1205 |
-0.0039 |
-0.0005 |
tilt_INDUSTRY |
| 2025-08-26 |
2025-08-27 |
value_liq |
0.7178 |
-0.0005 |
-0.0004 |
alpha_VALUE |
| 2025-08-26 |
2025-08-27 |
ind_chemicals |
0.0242 |
-0.0012 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-26 |
2025-08-27 |
country_XH |
0.0531 |
-0.0064 |
-0.0003 |
tilt_COUNTRY |
| 2025-08-26 |
2025-08-27 |
country_CN |
-0.0928 |
-0.0091 |
0.0008 |
tilt_COUNTRY |
| 2025-08-26 |
2025-08-27 |
ind_paper_forestry |
0.0000 |
-0.0005 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-26 |
2025-08-27 |
ind_multiline_utilities |
-0.0129 |
-0.0031 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-26 |
2025-08-27 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-08-26 |
2025-08-27 |
country_NZ |
-0.0177 |
0.0064 |
-0.0001 |
tilt_COUNTRY |
| 2025-08-26 |
2025-08-27 |
ind_consumer_goods_conglomerates |
0.0157 |
-0.0031 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-26 |
2025-08-27 |
ind_passenger_transportation |
0.0172 |
0.0010 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-27 |
2025-08-28 |
country_XH |
0.0589 |
-0.0098 |
-0.0006 |
tilt_COUNTRY |
| 2025-08-27 |
2025-08-28 |
ind_chemicals |
0.0229 |
-0.0034 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-27 |
2025-08-28 |
country_TH |
0.0896 |
0.0037 |
0.0003 |
tilt_COUNTRY |
| 2025-08-27 |
2025-08-28 |
ind_diversified_retail |
-0.0034 |
-0.0065 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-27 |
2025-08-28 |
ind_industrial_distribution |
0.0257 |
0.0083 |
0.0002 |
tilt_INDUSTRY |
| 2025-08-27 |
2025-08-28 |
ind_investment_services |
0.0792 |
0.0038 |
0.0003 |
tilt_INDUSTRY |
| 2025-08-27 |
2025-08-28 |
country_ID |
0.0000 |
-0.0017 |
0.0000 |
tilt_COUNTRY |
| 2025-08-27 |
2025-08-28 |
ind_specialty_reatil |
0.0048 |
-0.0011 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-27 |
2025-08-28 |
ind_software_it_services |
0.0557 |
-0.0026 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-27 |
2025-08-28 |
size_MICRO |
-0.0097 |
-0.0058 |
0.0001 |
tilt_SIZE |
| 2025-08-27 |
2025-08-28 |
reversal |
1.1134 |
-0.0022 |
-0.0025 |
alpha_REVERSAL |
| 2025-08-27 |
2025-08-28 |
ind_telecommunications_serices |
0.1203 |
0.0034 |
0.0004 |
tilt_INDUSTRY |
| 2025-08-27 |
2025-08-28 |
ind_passenger_transportation |
0.0163 |
-0.0001 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-27 |
2025-08-28 |
ind_metals_mining |
-0.0745 |
-0.0028 |
0.0002 |
tilt_INDUSTRY |
| 2025-08-27 |
2025-08-28 |
ind_leisure_products |
0.0085 |
-0.0022 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-27 |
2025-08-28 |
ind_insurance |
0.0611 |
0.0046 |
0.0003 |
tilt_INDUSTRY |
| 2025-08-27 |
2025-08-28 |
ind_homebuilding_building_products |
-0.0335 |
-0.0031 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-27 |
2025-08-28 |
value_gc |
2.0804 |
-0.0001 |
-0.0002 |
alpha_VALUE |
| 2025-08-27 |
2025-08-28 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-08-27 |
2025-08-28 |
ind_textiles_apparel |
-0.0149 |
-0.0024 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-27 |
2025-08-28 |
country_HK |
0.1073 |
-0.0052 |
-0.0006 |
tilt_COUNTRY |
| 2025-08-27 |
2025-08-28 |
pdiscrepancy |
NaN |
NaN |
0.0000 |
unexplained |
| 2025-08-27 |
2025-08-28 |
ind_communications_equipment |
0.0284 |
0.0169 |
0.0005 |
tilt_INDUSTRY |
| 2025-08-27 |
2025-08-28 |
ind_commercial_services_supplies |
-0.0040 |
-0.0057 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-27 |
2025-08-28 |
country_KR |
-0.0981 |
-0.0019 |
0.0002 |
tilt_COUNTRY |
| 2025-08-27 |
2025-08-28 |
ind_computers_phones_household_electronics |
0.0788 |
0.0014 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-27 |
2025-08-28 |
ind_semiconductors |
-0.0131 |
0.0168 |
-0.0002 |
tilt_INDUSTRY |
| 2025-08-27 |
2025-08-28 |
ind_freight_logistics |
-0.0313 |
0.0004 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-27 |
2025-08-28 |
ind_household_products_services |
-0.0190 |
-0.0032 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-27 |
2025-08-28 |
ind_healthcare_equipment_supplies |
-0.0959 |
-0.0115 |
0.0011 |
tilt_INDUSTRY |
| 2025-08-27 |
2025-08-28 |
country_CN |
-0.1023 |
0.0051 |
-0.0005 |
tilt_COUNTRY |
| 2025-08-27 |
2025-08-28 |
ind_real_estate_operations |
-0.0329 |
-0.0005 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-27 |
2025-08-28 |
ind_electronic_equipment |
-0.1026 |
0.0105 |
-0.0011 |
tilt_INDUSTRY |
| 2025-08-27 |
2025-08-28 |
specret |
NaN |
NaN |
0.0065 |
unexplained |
| 2025-08-27 |
2025-08-28 |
linkage |
0.8100 |
0.0002 |
0.0002 |
alpha_MOMENTUM |
| 2025-08-27 |
2025-08-28 |
neglect |
0.8679 |
0.0005 |
0.0004 |
alpha_VALUE |
| 2025-08-27 |
2025-08-28 |
ind_transportation_infrastructure |
0.0088 |
-0.0019 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-27 |
2025-08-28 |
ind_banking_services |
-0.0854 |
0.0021 |
-0.0002 |
tilt_INDUSTRY |
| 2025-08-27 |
2025-08-28 |
ind_automobile |
-0.0594 |
-0.0024 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-27 |
2025-08-28 |
size_SMALL |
-0.0015 |
-0.0011 |
0.0000 |
tilt_SIZE |
| 2025-08-27 |
2025-08-28 |
ind_containers_packaging |
0.0053 |
-0.0019 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-27 |
2025-08-28 |
ind_holding_companies |
0.0071 |
0.0006 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-27 |
2025-08-28 |
ind_natural_gas_utilities |
0.0043 |
0.0007 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-27 |
2025-08-28 |
ind_healthcare_providers_services |
0.0314 |
-0.0062 |
-0.0002 |
tilt_INDUSTRY |
| 2025-08-27 |
2025-08-28 |
ind_aerospace_defense |
-0.0158 |
0.0030 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-27 |
2025-08-28 |
ind_fintech |
-0.0009 |
0.0028 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-27 |
2025-08-28 |
ind_coal |
-0.0469 |
-0.0077 |
0.0004 |
tilt_INDUSTRY |
| 2025-08-27 |
2025-08-28 |
size_LARGE |
0.0846 |
-0.0005 |
-0.0000 |
tilt_SIZE |
| 2025-08-27 |
2025-08-28 |
sbeta_market |
0.0080 |
0.0041 |
0.0000 |
risk_exposure |
| 2025-08-27 |
2025-08-28 |
country_NZ |
-0.0175 |
0.0054 |
-0.0001 |
tilt_COUNTRY |
| 2025-08-27 |
2025-08-28 |
ind_oil_gas |
0.0468 |
0.0004 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-27 |
2025-08-28 |
ind_renewable_energy |
0.0109 |
0.0079 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-27 |
2025-08-28 |
ind_food_drug_retail |
0.0334 |
-0.0034 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-27 |
2025-08-28 |
ind_biotechnology |
-0.0185 |
-0.0133 |
0.0002 |
tilt_INDUSTRY |
| 2025-08-27 |
2025-08-28 |
ind_water_utilities |
-0.0083 |
-0.0039 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-27 |
2025-08-28 |
ind_machinery |
0.1283 |
-0.0007 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-27 |
2025-08-28 |
country_JP |
-0.0611 |
0.0025 |
-0.0002 |
tilt_COUNTRY |
| 2025-08-27 |
2025-08-28 |
momentum |
-0.1540 |
0.0009 |
-0.0001 |
alpha_MOMENTUM |
| 2025-08-27 |
2025-08-28 |
country_PH |
0.0027 |
-0.0166 |
-0.0000 |
tilt_COUNTRY |
| 2025-08-27 |
2025-08-28 |
country_IN |
0.0000 |
-0.0111 |
0.0000 |
tilt_COUNTRY |
| 2025-08-27 |
2025-08-28 |
ind_food_tobacco |
0.0559 |
-0.0059 |
-0.0003 |
tilt_INDUSTRY |
| 2025-08-27 |
2025-08-28 |
ind_household_goods |
-0.0200 |
-0.0045 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-27 |
2025-08-28 |
market |
-0.0305 |
0.0001 |
-0.0000 |
risk_exposure |
| 2025-08-27 |
2025-08-28 |
fmom |
0.3201 |
-0.0006 |
-0.0002 |
alpha_QUALITY |
| 2025-08-27 |
2025-08-28 |
country_SG |
0.0298 |
-0.0029 |
-0.0001 |
tilt_COUNTRY |
| 2025-08-27 |
2025-08-28 |
size_MID |
-0.1038 |
0.0016 |
-0.0002 |
tilt_SIZE |
| 2025-08-27 |
2025-08-28 |
ind_construction_materials |
-0.0007 |
-0.0023 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-27 |
2025-08-28 |
quality |
3.9714 |
-0.0011 |
-0.0045 |
alpha_QUALITY |
| 2025-08-27 |
2025-08-28 |
country_MY |
0.0138 |
-0.0010 |
-0.0000 |
tilt_COUNTRY |
| 2025-08-27 |
2025-08-28 |
ind_beverages |
-0.0632 |
-0.0110 |
0.0007 |
tilt_INDUSTRY |
| 2025-08-27 |
2025-08-28 |
ind_multiline_utilities |
-0.0130 |
-0.0093 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-27 |
2025-08-28 |
stability |
4.4483 |
0.0003 |
0.0014 |
alpha_QUALITY |
| 2025-08-27 |
2025-08-28 |
ind_construction_engineering |
0.0582 |
-0.0002 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-27 |
2025-08-28 |
country_AU |
-0.1001 |
-0.0035 |
0.0004 |
tilt_COUNTRY |
| 2025-08-27 |
2025-08-28 |
ind_paper_forestry |
0.0000 |
-0.0006 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-27 |
2025-08-28 |
ind_uranium |
-0.0025 |
-0.0417 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-27 |
2025-08-28 |
ind_electric_utilities_ipps |
-0.0773 |
-0.0041 |
0.0003 |
tilt_INDUSTRY |
| 2025-08-27 |
2025-08-28 |
country_TW |
0.0464 |
-0.0105 |
-0.0005 |
tilt_COUNTRY |
| 2025-08-27 |
2025-08-28 |
value_liq |
0.7709 |
-0.0007 |
-0.0006 |
alpha_VALUE |
| 2025-08-27 |
2025-08-28 |
ind_media_publishing |
0.0185 |
-0.0059 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-27 |
2025-08-28 |
ind_office_equipment |
-0.0176 |
0.0003 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-27 |
2025-08-28 |
revision |
1.0562 |
0.0017 |
0.0018 |
alpha_REVISION |
| 2025-08-27 |
2025-08-28 |
ind_integrated_hardware_software |
0.0115 |
-0.0016 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-27 |
2025-08-28 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-08-27 |
2025-08-28 |
ind_hotels_entertainment |
-0.0457 |
0.0032 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-27 |
2025-08-28 |
sdiscrepancy |
NaN |
NaN |
0.0006 |
unexplained |
| 2025-08-27 |
2025-08-28 |
ind_consumer_goods_conglomerates |
0.0167 |
0.0044 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-27 |
2025-08-28 |
linearCost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-08-27 |
2025-08-28 |
ind_pharmaceuticals |
-0.0550 |
-0.0084 |
0.0005 |
tilt_INDUSTRY |
| 2025-08-27 |
2025-08-28 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-08-27 |
2025-08-28 |
ind_oil_gas_equipment_services |
-0.0141 |
-0.0025 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-28 |
2025-08-29 |
country_CN |
-0.0931 |
0.0005 |
-0.0000 |
tilt_COUNTRY |
| 2025-08-28 |
2025-08-29 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-08-28 |
2025-08-29 |
ind_oil_gas |
0.0466 |
-0.0008 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-28 |
2025-08-29 |
ind_containers_packaging |
0.0053 |
-0.0021 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-28 |
2025-08-29 |
reversal |
0.9402 |
0.0019 |
0.0018 |
alpha_REVERSAL |
| 2025-08-28 |
2025-08-29 |
country_MY |
0.0138 |
-0.0052 |
-0.0001 |
tilt_COUNTRY |
| 2025-08-28 |
2025-08-29 |
ind_passenger_transportation |
0.0136 |
-0.0034 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-28 |
2025-08-29 |
linearCost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-08-28 |
2025-08-29 |
ind_leisure_products |
0.0089 |
-0.0037 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-28 |
2025-08-29 |
ind_homebuilding_building_products |
-0.0335 |
0.0014 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-28 |
2025-08-29 |
ind_banking_services |
-0.0782 |
-0.0037 |
0.0003 |
tilt_INDUSTRY |
| 2025-08-28 |
2025-08-29 |
ind_multiline_utilities |
-0.0131 |
0.0005 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-28 |
2025-08-29 |
size_LARGE |
0.0902 |
0.0006 |
0.0001 |
tilt_SIZE |
| 2025-08-28 |
2025-08-29 |
quality |
3.9180 |
0.0024 |
0.0095 |
alpha_QUALITY |
| 2025-08-28 |
2025-08-29 |
ind_office_equipment |
-0.0176 |
0.0003 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-28 |
2025-08-29 |
ind_household_goods |
-0.0199 |
0.0044 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-28 |
2025-08-29 |
size_SMALL |
-0.0005 |
-0.0017 |
0.0000 |
tilt_SIZE |
| 2025-08-28 |
2025-08-29 |
country_IN |
0.0000 |
-0.0034 |
0.0000 |
tilt_COUNTRY |
| 2025-08-28 |
2025-08-29 |
ind_holding_companies |
0.0071 |
0.0065 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-28 |
2025-08-29 |
country_TW |
0.0486 |
0.0034 |
0.0002 |
tilt_COUNTRY |
| 2025-08-28 |
2025-08-29 |
ind_coal |
-0.0477 |
-0.0006 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-28 |
2025-08-29 |
country_JP |
-0.0567 |
-0.0026 |
0.0001 |
tilt_COUNTRY |
| 2025-08-28 |
2025-08-29 |
ind_fintech |
-0.0010 |
0.0003 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-28 |
2025-08-29 |
ind_aerospace_defense |
-0.0170 |
0.0093 |
-0.0002 |
tilt_INDUSTRY |
| 2025-08-28 |
2025-08-29 |
ind_healthcare_providers_services |
0.0316 |
0.0042 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-28 |
2025-08-29 |
sdiscrepancy |
NaN |
NaN |
-0.0006 |
unexplained |
| 2025-08-28 |
2025-08-29 |
country_NZ |
-0.0174 |
0.0061 |
-0.0001 |
tilt_COUNTRY |
| 2025-08-28 |
2025-08-29 |
ind_insurance |
0.0552 |
0.0016 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-28 |
2025-08-29 |
ind_renewable_energy |
0.0109 |
0.0041 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-28 |
2025-08-29 |
ind_textiles_apparel |
-0.0137 |
0.0017 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-28 |
2025-08-29 |
ind_machinery |
0.1370 |
0.0033 |
0.0005 |
tilt_INDUSTRY |
| 2025-08-28 |
2025-08-29 |
ind_water_utilities |
-0.0082 |
0.0039 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-28 |
2025-08-29 |
ind_metals_mining |
-0.0797 |
0.0117 |
-0.0009 |
tilt_INDUSTRY |
| 2025-08-28 |
2025-08-29 |
ind_telecommunications_serices |
0.1202 |
-0.0049 |
-0.0006 |
tilt_INDUSTRY |
| 2025-08-28 |
2025-08-29 |
ind_real_estate_operations |
-0.0281 |
-0.0029 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-28 |
2025-08-29 |
sbeta_market |
0.0214 |
-0.0011 |
-0.0000 |
risk_exposure |
| 2025-08-28 |
2025-08-29 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-08-28 |
2025-08-29 |
ind_natural_gas_utilities |
0.0043 |
0.0009 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-28 |
2025-08-29 |
pdiscrepancy |
NaN |
NaN |
0.0000 |
unexplained |
| 2025-08-28 |
2025-08-29 |
ind_automobile |
-0.0575 |
0.0033 |
-0.0002 |
tilt_INDUSTRY |
| 2025-08-28 |
2025-08-29 |
ind_hotels_entertainment |
-0.0418 |
-0.0036 |
0.0002 |
tilt_INDUSTRY |
| 2025-08-28 |
2025-08-29 |
linkage |
0.9263 |
-0.0005 |
-0.0005 |
alpha_MOMENTUM |
| 2025-08-28 |
2025-08-29 |
specret |
NaN |
NaN |
-0.0063 |
unexplained |
| 2025-08-28 |
2025-08-29 |
ind_electronic_equipment |
-0.0986 |
-0.0011 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-28 |
2025-08-29 |
ind_media_publishing |
0.0183 |
-0.0052 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-28 |
2025-08-29 |
country_XH |
0.0628 |
0.0072 |
0.0005 |
tilt_COUNTRY |
| 2025-08-28 |
2025-08-29 |
ind_consumer_goods_conglomerates |
0.0190 |
-0.0045 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-28 |
2025-08-29 |
ind_diversified_retail |
-0.0031 |
-0.0020 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-28 |
2025-08-29 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-08-28 |
2025-08-29 |
momentum |
-0.2238 |
-0.0004 |
0.0001 |
alpha_MOMENTUM |
| 2025-08-28 |
2025-08-29 |
ind_communications_equipment |
0.0298 |
-0.0040 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-28 |
2025-08-29 |
ind_food_tobacco |
0.0530 |
0.0049 |
0.0003 |
tilt_INDUSTRY |
| 2025-08-28 |
2025-08-29 |
value_gc |
2.1079 |
-0.0002 |
-0.0004 |
alpha_VALUE |
| 2025-08-28 |
2025-08-29 |
ind_construction_engineering |
0.0552 |
0.0002 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-28 |
2025-08-29 |
ind_household_products_services |
-0.0189 |
0.0066 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-28 |
2025-08-29 |
country_HK |
0.1060 |
0.0047 |
0.0005 |
tilt_COUNTRY |
| 2025-08-28 |
2025-08-29 |
stability |
4.4677 |
-0.0004 |
-0.0017 |
alpha_QUALITY |
| 2025-08-28 |
2025-08-29 |
ind_biotechnology |
-0.0170 |
0.0106 |
-0.0002 |
tilt_INDUSTRY |
| 2025-08-28 |
2025-08-29 |
ind_oil_gas_equipment_services |
-0.0130 |
-0.0045 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-28 |
2025-08-29 |
ind_software_it_services |
0.0498 |
-0.0048 |
-0.0002 |
tilt_INDUSTRY |
| 2025-08-28 |
2025-08-29 |
country_PH |
0.0027 |
-0.0075 |
-0.0000 |
tilt_COUNTRY |
| 2025-08-28 |
2025-08-29 |
country_KR |
-0.0971 |
-0.0046 |
0.0005 |
tilt_COUNTRY |
| 2025-08-28 |
2025-08-29 |
ind_construction_materials |
-0.0006 |
0.0012 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-28 |
2025-08-29 |
ind_commercial_services_supplies |
0.0087 |
-0.0033 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-28 |
2025-08-29 |
ind_computers_phones_household_electronics |
0.0785 |
-0.0094 |
-0.0007 |
tilt_INDUSTRY |
| 2025-08-28 |
2025-08-29 |
size_MID |
-0.0946 |
0.0008 |
-0.0001 |
tilt_SIZE |
| 2025-08-28 |
2025-08-29 |
country_SG |
0.0264 |
0.0068 |
0.0002 |
tilt_COUNTRY |
| 2025-08-28 |
2025-08-29 |
ind_semiconductors |
-0.0153 |
-0.0085 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-28 |
2025-08-29 |
value_liq |
0.8566 |
0.0008 |
0.0007 |
alpha_VALUE |
| 2025-08-28 |
2025-08-29 |
ind_freight_logistics |
-0.0330 |
-0.0111 |
0.0004 |
tilt_INDUSTRY |
| 2025-08-28 |
2025-08-29 |
ind_beverages |
-0.0628 |
0.0175 |
-0.0011 |
tilt_INDUSTRY |
| 2025-08-28 |
2025-08-29 |
ind_transportation_infrastructure |
0.0087 |
-0.0016 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-28 |
2025-08-29 |
ind_healthcare_equipment_supplies |
-0.0973 |
-0.0011 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-28 |
2025-08-29 |
ind_specialty_reatil |
0.0031 |
0.0000 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-28 |
2025-08-29 |
country_AU |
-0.1002 |
0.0017 |
-0.0002 |
tilt_COUNTRY |
| 2025-08-28 |
2025-08-29 |
ind_uranium |
-0.0026 |
0.0747 |
-0.0002 |
tilt_INDUSTRY |
| 2025-08-28 |
2025-08-29 |
ind_investment_services |
0.0803 |
-0.0040 |
-0.0003 |
tilt_INDUSTRY |
| 2025-08-28 |
2025-08-29 |
market |
-0.0140 |
-0.0012 |
0.0000 |
risk_exposure |
| 2025-08-28 |
2025-08-29 |
size_MICRO |
-0.0090 |
0.0041 |
-0.0000 |
tilt_SIZE |
| 2025-08-28 |
2025-08-29 |
country_ID |
0.0000 |
-0.0166 |
0.0000 |
tilt_COUNTRY |
| 2025-08-28 |
2025-08-29 |
ind_industrial_distribution |
0.0262 |
0.0074 |
0.0002 |
tilt_INDUSTRY |
| 2025-08-28 |
2025-08-29 |
ind_electric_utilities_ipps |
-0.0792 |
-0.0025 |
0.0002 |
tilt_INDUSTRY |
| 2025-08-28 |
2025-08-29 |
ind_food_drug_retail |
0.0316 |
0.0029 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-28 |
2025-08-29 |
neglect |
0.8791 |
-0.0016 |
-0.0014 |
alpha_VALUE |
| 2025-08-28 |
2025-08-29 |
ind_paper_forestry |
0.0000 |
0.0036 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-28 |
2025-08-29 |
country_TH |
0.0901 |
-0.0087 |
-0.0008 |
tilt_COUNTRY |
| 2025-08-28 |
2025-08-29 |
revision |
1.1004 |
0.0018 |
0.0019 |
alpha_REVISION |
| 2025-08-28 |
2025-08-29 |
ind_pharmaceuticals |
-0.0503 |
0.0056 |
-0.0003 |
tilt_INDUSTRY |
| 2025-08-28 |
2025-08-29 |
ind_integrated_hardware_software |
0.0118 |
-0.0126 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-28 |
2025-08-29 |
fmom |
0.3509 |
0.0010 |
0.0003 |
alpha_QUALITY |
| 2025-08-28 |
2025-08-29 |
ind_chemicals |
0.0201 |
0.0051 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-29 |
2025-09-01 |
ind_containers_packaging |
0.0053 |
0.0046 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-29 |
2025-09-01 |
country_IN |
0.0000 |
0.0128 |
0.0000 |
tilt_COUNTRY |
| 2025-08-29 |
2025-09-01 |
market |
-0.0159 |
0.0008 |
-0.0000 |
risk_exposure |
| 2025-08-29 |
2025-09-01 |
stability |
4.4076 |
0.0001 |
0.0004 |
alpha_QUALITY |
| 2025-08-29 |
2025-09-01 |
ind_paper_forestry |
-0.0001 |
0.0051 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-29 |
2025-09-01 |
ind_food_tobacco |
0.0518 |
0.0013 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-29 |
2025-09-01 |
ind_coal |
-0.0478 |
0.0045 |
-0.0002 |
tilt_INDUSTRY |
| 2025-08-29 |
2025-09-01 |
ind_water_utilities |
-0.0082 |
-0.0006 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-29 |
2025-09-01 |
country_AU |
-0.1015 |
-0.0070 |
0.0007 |
tilt_COUNTRY |
| 2025-08-29 |
2025-09-01 |
value_gc |
2.0897 |
-0.0015 |
-0.0031 |
alpha_VALUE |
| 2025-08-29 |
2025-09-01 |
ind_passenger_transportation |
0.0091 |
0.0024 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-29 |
2025-09-01 |
ind_leisure_products |
0.0091 |
-0.0022 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-29 |
2025-09-01 |
bcost |
NaN |
NaN |
-0.0009 |
cost |
| 2025-08-29 |
2025-09-01 |
ind_specialty_reatil |
0.0001 |
0.0025 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-29 |
2025-09-01 |
country_PH |
0.0027 |
-0.0018 |
-0.0000 |
tilt_COUNTRY |
| 2025-08-29 |
2025-09-01 |
country_JP |
-0.0729 |
-0.0016 |
0.0001 |
tilt_COUNTRY |
| 2025-08-29 |
2025-09-01 |
ind_fintech |
-0.0010 |
-0.0048 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-29 |
2025-09-01 |
ind_communications_equipment |
0.0255 |
0.0005 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-29 |
2025-09-01 |
ind_telecommunications_serices |
0.1201 |
0.0029 |
0.0003 |
tilt_INDUSTRY |
| 2025-08-29 |
2025-09-01 |
ind_construction_engineering |
0.0523 |
-0.0019 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-29 |
2025-09-01 |
ind_automobile |
-0.0543 |
-0.0028 |
0.0002 |
tilt_INDUSTRY |
| 2025-08-29 |
2025-09-01 |
ind_household_goods |
-0.0201 |
-0.0085 |
0.0002 |
tilt_INDUSTRY |
| 2025-08-29 |
2025-09-01 |
size_LARGE |
0.0900 |
-0.0018 |
-0.0002 |
tilt_SIZE |
| 2025-08-29 |
2025-09-01 |
ind_machinery |
0.1356 |
-0.0042 |
-0.0006 |
tilt_INDUSTRY |
| 2025-08-29 |
2025-09-01 |
sbeta_market |
0.0075 |
0.0010 |
0.0000 |
risk_exposure |
| 2025-08-29 |
2025-09-01 |
quality |
3.7465 |
-0.0004 |
-0.0014 |
alpha_QUALITY |
| 2025-08-29 |
2025-09-01 |
ind_integrated_hardware_software |
0.0106 |
0.0059 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-29 |
2025-09-01 |
fcost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-08-29 |
2025-09-01 |
ind_computers_phones_household_electronics |
0.0782 |
-0.0069 |
-0.0005 |
tilt_INDUSTRY |
| 2025-08-29 |
2025-09-01 |
ind_diversified_retail |
-0.0033 |
0.0085 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-29 |
2025-09-01 |
ind_real_estate_operations |
-0.0260 |
0.0058 |
-0.0002 |
tilt_INDUSTRY |
| 2025-08-29 |
2025-09-01 |
country_CN |
-0.0805 |
0.0018 |
-0.0001 |
tilt_COUNTRY |
| 2025-08-29 |
2025-09-01 |
ind_food_drug_retail |
0.0310 |
0.0050 |
0.0002 |
tilt_INDUSTRY |
| 2025-08-29 |
2025-09-01 |
momentum |
-0.1583 |
0.0001 |
-0.0000 |
alpha_MOMENTUM |
| 2025-08-29 |
2025-09-01 |
country_ID |
0.0000 |
-0.0132 |
0.0000 |
tilt_COUNTRY |
| 2025-08-29 |
2025-09-01 |
ind_multiline_utilities |
-0.0132 |
0.0005 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-29 |
2025-09-01 |
country_MY |
0.0138 |
-0.0021 |
-0.0000 |
tilt_COUNTRY |
| 2025-08-29 |
2025-09-01 |
country_NZ |
-0.0174 |
0.0126 |
-0.0002 |
tilt_COUNTRY |
| 2025-08-29 |
2025-09-01 |
impactCost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-08-29 |
2025-09-01 |
revision |
1.2203 |
-0.0009 |
-0.0011 |
alpha_REVISION |
| 2025-08-29 |
2025-09-01 |
ind_aerospace_defense |
-0.0160 |
-0.0083 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-29 |
2025-09-01 |
ind_renewable_energy |
0.0107 |
-0.0022 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-29 |
2025-09-01 |
pdiscrepancy |
NaN |
NaN |
-0.0001 |
unexplained |
| 2025-08-29 |
2025-09-01 |
ind_insurance |
0.0393 |
-0.0027 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-29 |
2025-09-01 |
ind_natural_gas_utilities |
0.0043 |
0.0015 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-29 |
2025-09-01 |
size_MICRO |
-0.0054 |
-0.0005 |
0.0000 |
tilt_SIZE |
| 2025-08-29 |
2025-09-01 |
ind_textiles_apparel |
-0.0124 |
-0.0017 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-29 |
2025-09-01 |
ind_metals_mining |
-0.0696 |
0.0129 |
-0.0009 |
tilt_INDUSTRY |
| 2025-08-29 |
2025-09-01 |
ind_chemicals |
0.0106 |
0.0002 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-29 |
2025-09-01 |
ind_holding_companies |
0.0070 |
-0.0019 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-29 |
2025-09-01 |
fmom |
0.2831 |
-0.0005 |
-0.0001 |
alpha_QUALITY |
| 2025-08-29 |
2025-09-01 |
ind_beverages |
-0.0639 |
0.0003 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-29 |
2025-09-01 |
ind_homebuilding_building_products |
-0.0333 |
0.0002 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-29 |
2025-09-01 |
sdiscrepancy |
NaN |
NaN |
-0.0000 |
unexplained |
| 2025-08-29 |
2025-09-01 |
country_SG |
0.0187 |
0.0006 |
0.0000 |
tilt_COUNTRY |
| 2025-08-29 |
2025-09-01 |
ind_semiconductors |
-0.0017 |
0.0010 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-29 |
2025-09-01 |
ind_pharmaceuticals |
-0.0459 |
0.0118 |
-0.0005 |
tilt_INDUSTRY |
| 2025-08-29 |
2025-09-01 |
country_TW |
0.0562 |
-0.0142 |
-0.0008 |
tilt_COUNTRY |
| 2025-08-29 |
2025-09-01 |
ind_industrial_distribution |
0.0262 |
-0.0056 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-29 |
2025-09-01 |
country_TH |
0.0873 |
0.0086 |
0.0007 |
tilt_COUNTRY |
| 2025-08-29 |
2025-09-01 |
ind_household_products_services |
-0.0194 |
-0.0046 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-29 |
2025-09-01 |
country_KR |
-0.0980 |
-0.0126 |
0.0012 |
tilt_COUNTRY |
| 2025-08-29 |
2025-09-01 |
ind_banking_services |
-0.0757 |
-0.0031 |
0.0002 |
tilt_INDUSTRY |
| 2025-08-29 |
2025-09-01 |
size_SMALL |
-0.0087 |
-0.0009 |
0.0000 |
tilt_SIZE |
| 2025-08-29 |
2025-09-01 |
ind_software_it_services |
0.0405 |
-0.0035 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-29 |
2025-09-01 |
ind_biotechnology |
-0.0200 |
0.0222 |
-0.0004 |
tilt_INDUSTRY |
| 2025-08-29 |
2025-09-01 |
ind_media_publishing |
0.0188 |
0.0068 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-29 |
2025-09-01 |
size_MID |
-0.0919 |
0.0019 |
-0.0002 |
tilt_SIZE |
| 2025-08-29 |
2025-09-01 |
ind_office_equipment |
-0.0175 |
0.0063 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-29 |
2025-09-01 |
neglect |
0.8973 |
-0.0004 |
-0.0004 |
alpha_VALUE |
| 2025-08-29 |
2025-09-01 |
ind_electronic_equipment |
-0.0842 |
-0.0025 |
0.0002 |
tilt_INDUSTRY |
| 2025-08-29 |
2025-09-01 |
ind_oil_gas_equipment_services |
-0.0101 |
0.0057 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-29 |
2025-09-01 |
ind_oil_gas |
0.0442 |
0.0028 |
0.0001 |
tilt_INDUSTRY |
| 2025-08-29 |
2025-09-01 |
value_liq |
0.8738 |
0.0002 |
0.0001 |
alpha_VALUE |
| 2025-08-29 |
2025-09-01 |
reversal |
0.8624 |
-0.0012 |
-0.0010 |
alpha_REVERSAL |
| 2025-08-29 |
2025-09-01 |
ind_construction_materials |
-0.0006 |
0.0010 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-29 |
2025-09-01 |
ind_healthcare_equipment_supplies |
-0.0990 |
0.0074 |
-0.0007 |
tilt_INDUSTRY |
| 2025-08-29 |
2025-09-01 |
ind_investment_services |
0.0833 |
-0.0108 |
-0.0009 |
tilt_INDUSTRY |
| 2025-08-29 |
2025-09-01 |
country_HK |
0.1138 |
0.0046 |
0.0005 |
tilt_COUNTRY |
| 2025-08-29 |
2025-09-01 |
ind_consumer_goods_conglomerates |
0.0212 |
-0.0100 |
-0.0002 |
tilt_INDUSTRY |
| 2025-08-29 |
2025-09-01 |
ind_healthcare_providers_services |
0.0316 |
0.0016 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-29 |
2025-09-01 |
country_XH |
0.0618 |
0.0038 |
0.0002 |
tilt_COUNTRY |
| 2025-08-29 |
2025-09-01 |
linearCost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-08-29 |
2025-09-01 |
ind_uranium |
-0.0026 |
0.0197 |
-0.0001 |
tilt_INDUSTRY |
| 2025-08-29 |
2025-09-01 |
ind_hotels_entertainment |
-0.0385 |
0.0004 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-29 |
2025-09-01 |
ind_transportation_infrastructure |
0.0087 |
-0.0044 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-29 |
2025-09-01 |
linkage |
0.9363 |
-0.0004 |
-0.0004 |
alpha_MOMENTUM |
| 2025-08-29 |
2025-09-01 |
ind_commercial_services_supplies |
0.0136 |
0.0010 |
0.0000 |
tilt_INDUSTRY |
| 2025-08-29 |
2025-09-01 |
ind_electric_utilities_ipps |
-0.0847 |
0.0005 |
-0.0000 |
tilt_INDUSTRY |
| 2025-08-29 |
2025-09-01 |
specret |
NaN |
NaN |
-0.0024 |
unexplained |
| 2025-08-29 |
2025-09-01 |
ind_freight_logistics |
-0.0357 |
0.0010 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-01 |
2025-09-02 |
ind_insurance |
0.0275 |
0.0060 |
0.0002 |
tilt_INDUSTRY |
| 2025-09-01 |
2025-09-02 |
ind_machinery |
0.1339 |
0.0026 |
0.0003 |
tilt_INDUSTRY |
| 2025-09-01 |
2025-09-02 |
ind_telecommunications_serices |
0.1200 |
-0.0086 |
-0.0010 |
tilt_INDUSTRY |
| 2025-09-01 |
2025-09-02 |
ind_commercial_services_supplies |
0.0018 |
-0.0026 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-01 |
2025-09-02 |
momentum |
-0.1645 |
-0.0003 |
0.0000 |
alpha_MOMENTUM |
| 2025-09-01 |
2025-09-02 |
ind_beverages |
-0.0632 |
0.0081 |
-0.0005 |
tilt_INDUSTRY |
| 2025-09-01 |
2025-09-02 |
fmom |
0.2117 |
0.0001 |
0.0000 |
alpha_QUALITY |
| 2025-09-01 |
2025-09-02 |
ind_chemicals |
-0.0003 |
-0.0038 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-01 |
2025-09-02 |
ind_diversified_retail |
-0.0038 |
-0.0057 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-01 |
2025-09-02 |
size_MID |
-0.0998 |
-0.0026 |
0.0003 |
tilt_SIZE |
| 2025-09-01 |
2025-09-02 |
pdiscrepancy |
NaN |
NaN |
-0.0000 |
unexplained |
| 2025-09-01 |
2025-09-02 |
ind_household_products_services |
-0.0201 |
-0.0010 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-01 |
2025-09-02 |
ind_textiles_apparel |
-0.0098 |
0.0047 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-01 |
2025-09-02 |
ind_investment_services |
0.0854 |
0.0057 |
0.0005 |
tilt_INDUSTRY |
| 2025-09-01 |
2025-09-02 |
ind_construction_engineering |
0.0512 |
0.0017 |
0.0001 |
tilt_INDUSTRY |
| 2025-09-01 |
2025-09-02 |
country_HK |
0.1191 |
-0.0011 |
-0.0001 |
tilt_COUNTRY |
| 2025-09-01 |
2025-09-02 |
ind_communications_equipment |
0.0213 |
-0.0169 |
-0.0004 |
tilt_INDUSTRY |
| 2025-09-01 |
2025-09-02 |
ind_passenger_transportation |
0.0057 |
-0.0013 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-01 |
2025-09-02 |
value_gc |
2.1168 |
0.0007 |
0.0015 |
alpha_VALUE |
| 2025-09-01 |
2025-09-02 |
ind_freight_logistics |
-0.0373 |
-0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-01 |
2025-09-02 |
ind_pharmaceuticals |
-0.0477 |
0.0013 |
-0.0001 |
tilt_INDUSTRY |
| 2025-09-01 |
2025-09-02 |
country_PH |
0.0028 |
-0.0058 |
-0.0000 |
tilt_COUNTRY |
| 2025-09-01 |
2025-09-02 |
country_TH |
0.0851 |
0.0025 |
0.0002 |
tilt_COUNTRY |
| 2025-09-01 |
2025-09-02 |
country_SG |
0.0079 |
0.0018 |
0.0000 |
tilt_COUNTRY |
| 2025-09-01 |
2025-09-02 |
ind_semiconductors |
0.0096 |
-0.0153 |
-0.0001 |
tilt_INDUSTRY |
| 2025-09-01 |
2025-09-02 |
ind_biotechnology |
-0.0234 |
0.0157 |
-0.0004 |
tilt_INDUSTRY |
| 2025-09-01 |
2025-09-02 |
stability |
4.4420 |
0.0000 |
0.0002 |
alpha_QUALITY |
| 2025-09-01 |
2025-09-02 |
ind_food_tobacco |
0.0517 |
0.0006 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-01 |
2025-09-02 |
country_ID |
0.0000 |
-0.0011 |
0.0000 |
tilt_COUNTRY |
| 2025-09-01 |
2025-09-02 |
ind_industrial_distribution |
0.0265 |
0.0175 |
0.0005 |
tilt_INDUSTRY |
| 2025-09-01 |
2025-09-02 |
country_NZ |
-0.0177 |
0.0029 |
-0.0001 |
tilt_COUNTRY |
| 2025-09-01 |
2025-09-02 |
country_KR |
-0.0997 |
0.0064 |
-0.0006 |
tilt_COUNTRY |
| 2025-09-01 |
2025-09-02 |
ind_software_it_services |
0.0322 |
-0.0103 |
-0.0003 |
tilt_INDUSTRY |
| 2025-09-01 |
2025-09-02 |
country_IN |
0.0000 |
0.0001 |
0.0000 |
tilt_COUNTRY |
| 2025-09-01 |
2025-09-02 |
ind_leisure_products |
0.0093 |
-0.0079 |
-0.0001 |
tilt_INDUSTRY |
| 2025-09-01 |
2025-09-02 |
ind_computers_phones_household_electronics |
0.0775 |
-0.0062 |
-0.0005 |
tilt_INDUSTRY |
| 2025-09-01 |
2025-09-02 |
ind_water_utilities |
-0.0083 |
0.0079 |
-0.0001 |
tilt_INDUSTRY |
| 2025-09-01 |
2025-09-02 |
ind_oil_gas |
0.0438 |
0.0065 |
0.0003 |
tilt_INDUSTRY |
| 2025-09-01 |
2025-09-02 |
neglect |
0.9358 |
-0.0002 |
-0.0002 |
alpha_VALUE |
| 2025-09-01 |
2025-09-02 |
ind_coal |
-0.0470 |
0.0044 |
-0.0002 |
tilt_INDUSTRY |
| 2025-09-01 |
2025-09-02 |
ind_paper_forestry |
-0.0001 |
0.0166 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-01 |
2025-09-02 |
ind_automobile |
-0.0522 |
0.0085 |
-0.0004 |
tilt_INDUSTRY |
| 2025-09-01 |
2025-09-02 |
ind_office_equipment |
-0.0175 |
-0.0092 |
0.0002 |
tilt_INDUSTRY |
| 2025-09-01 |
2025-09-02 |
ind_media_publishing |
0.0182 |
-0.0096 |
-0.0002 |
tilt_INDUSTRY |
| 2025-09-01 |
2025-09-02 |
ind_aerospace_defense |
-0.0109 |
0.0023 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-01 |
2025-09-02 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-09-01 |
2025-09-02 |
reversal |
1.1398 |
0.0005 |
0.0005 |
alpha_REVERSAL |
| 2025-09-01 |
2025-09-02 |
ind_fintech |
-0.0012 |
-0.0041 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-01 |
2025-09-02 |
size_SMALL |
-0.0075 |
-0.0014 |
0.0000 |
tilt_SIZE |
| 2025-09-01 |
2025-09-02 |
revision |
1.1682 |
-0.0004 |
-0.0004 |
alpha_REVISION |
| 2025-09-01 |
2025-09-02 |
ind_metals_mining |
-0.0564 |
0.0079 |
-0.0004 |
tilt_INDUSTRY |
| 2025-09-01 |
2025-09-02 |
ind_electric_utilities_ipps |
-0.0908 |
0.0088 |
-0.0008 |
tilt_INDUSTRY |
| 2025-09-01 |
2025-09-02 |
ind_construction_materials |
-0.0006 |
-0.0030 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-01 |
2025-09-02 |
ind_consumer_goods_conglomerates |
0.0219 |
-0.0051 |
-0.0001 |
tilt_INDUSTRY |
| 2025-09-01 |
2025-09-02 |
ind_holding_companies |
0.0069 |
-0.0061 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-01 |
2025-09-02 |
ind_electronic_equipment |
-0.0703 |
-0.0118 |
0.0008 |
tilt_INDUSTRY |
| 2025-09-01 |
2025-09-02 |
ind_healthcare_providers_services |
0.0313 |
-0.0051 |
-0.0002 |
tilt_INDUSTRY |
| 2025-09-01 |
2025-09-02 |
country_JP |
-0.0819 |
0.0084 |
-0.0007 |
tilt_COUNTRY |
| 2025-09-01 |
2025-09-02 |
ind_hotels_entertainment |
-0.0363 |
-0.0046 |
0.0002 |
tilt_INDUSTRY |
| 2025-09-01 |
2025-09-02 |
specret |
NaN |
NaN |
0.0002 |
unexplained |
| 2025-09-01 |
2025-09-02 |
country_TW |
0.0596 |
0.0082 |
0.0005 |
tilt_COUNTRY |
| 2025-09-01 |
2025-09-02 |
ind_homebuilding_building_products |
-0.0331 |
0.0029 |
-0.0001 |
tilt_INDUSTRY |
| 2025-09-01 |
2025-09-02 |
linkage |
0.8182 |
0.0011 |
0.0009 |
alpha_MOMENTUM |
| 2025-09-01 |
2025-09-02 |
sdiscrepancy |
NaN |
NaN |
0.0006 |
unexplained |
| 2025-09-01 |
2025-09-02 |
market |
-0.0345 |
0.0083 |
-0.0003 |
risk_exposure |
| 2025-09-01 |
2025-09-02 |
country_AU |
-0.1017 |
-0.0083 |
0.0008 |
tilt_COUNTRY |
| 2025-09-01 |
2025-09-02 |
linearCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-09-01 |
2025-09-02 |
sbeta_market |
0.0174 |
-0.0160 |
-0.0003 |
risk_exposure |
| 2025-09-01 |
2025-09-02 |
ind_healthcare_equipment_supplies |
-0.0974 |
-0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-01 |
2025-09-02 |
country_CN |
-0.0808 |
-0.0045 |
0.0004 |
tilt_COUNTRY |
| 2025-09-01 |
2025-09-02 |
size_MICRO |
-0.0082 |
0.0044 |
-0.0000 |
tilt_SIZE |
| 2025-09-01 |
2025-09-02 |
country_MY |
0.0139 |
-0.0029 |
-0.0000 |
tilt_COUNTRY |
| 2025-09-01 |
2025-09-02 |
ind_integrated_hardware_software |
0.0107 |
-0.0153 |
-0.0002 |
tilt_INDUSTRY |
| 2025-09-01 |
2025-09-02 |
ind_real_estate_operations |
-0.0253 |
0.0048 |
-0.0001 |
tilt_INDUSTRY |
| 2025-09-01 |
2025-09-02 |
ind_transportation_infrastructure |
0.0086 |
0.0023 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-01 |
2025-09-02 |
ind_specialty_reatil |
-0.0011 |
-0.0012 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-01 |
2025-09-02 |
ind_containers_packaging |
0.0053 |
0.0025 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-01 |
2025-09-02 |
value_liq |
0.9360 |
0.0013 |
0.0012 |
alpha_VALUE |
| 2025-09-01 |
2025-09-02 |
quality |
3.7025 |
0.0006 |
0.0021 |
alpha_QUALITY |
| 2025-09-01 |
2025-09-02 |
ind_oil_gas_equipment_services |
-0.0106 |
0.0073 |
-0.0001 |
tilt_INDUSTRY |
| 2025-09-01 |
2025-09-02 |
ind_uranium |
-0.0024 |
0.0101 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-01 |
2025-09-02 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-09-01 |
2025-09-02 |
ind_multiline_utilities |
-0.0130 |
-0.0027 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-01 |
2025-09-02 |
country_XH |
0.0589 |
0.0029 |
0.0002 |
tilt_COUNTRY |
| 2025-09-01 |
2025-09-02 |
ind_banking_services |
-0.0816 |
0.0086 |
-0.0007 |
tilt_INDUSTRY |
| 2025-09-01 |
2025-09-02 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-09-01 |
2025-09-02 |
ind_household_goods |
-0.0200 |
0.0133 |
-0.0003 |
tilt_INDUSTRY |
| 2025-09-01 |
2025-09-02 |
ind_renewable_energy |
0.0108 |
0.0019 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-01 |
2025-09-02 |
ind_food_drug_retail |
0.0305 |
-0.0051 |
-0.0002 |
tilt_INDUSTRY |
| 2025-09-01 |
2025-09-02 |
ind_natural_gas_utilities |
0.0052 |
0.0055 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-01 |
2025-09-02 |
size_LARGE |
0.0811 |
0.0053 |
0.0004 |
tilt_SIZE |
| 2025-09-02 |
2025-09-03 |
ind_media_publishing |
0.0175 |
-0.0019 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-02 |
2025-09-03 |
ind_beverages |
-0.0620 |
-0.0030 |
0.0002 |
tilt_INDUSTRY |
| 2025-09-02 |
2025-09-03 |
linkage |
0.7516 |
-0.0008 |
-0.0006 |
alpha_MOMENTUM |
| 2025-09-02 |
2025-09-03 |
size_MID |
-0.0948 |
0.0009 |
-0.0001 |
tilt_SIZE |
| 2025-09-02 |
2025-09-03 |
ind_electronic_equipment |
-0.0603 |
0.0057 |
-0.0003 |
tilt_INDUSTRY |
| 2025-09-02 |
2025-09-03 |
country_XH |
0.0522 |
0.0109 |
0.0006 |
tilt_COUNTRY |
| 2025-09-02 |
2025-09-03 |
ind_industrial_distribution |
0.0269 |
-0.0015 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-02 |
2025-09-03 |
linearCost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-09-02 |
2025-09-03 |
ind_healthcare_equipment_supplies |
-0.0954 |
0.0070 |
-0.0007 |
tilt_INDUSTRY |
| 2025-09-02 |
2025-09-03 |
ind_paper_forestry |
-0.0001 |
-0.0036 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-02 |
2025-09-03 |
ind_investment_services |
0.0816 |
-0.0117 |
-0.0010 |
tilt_INDUSTRY |
| 2025-09-02 |
2025-09-03 |
ind_real_estate_operations |
-0.0277 |
-0.0020 |
0.0001 |
tilt_INDUSTRY |
| 2025-09-02 |
2025-09-03 |
ind_water_utilities |
-0.0083 |
0.0028 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-02 |
2025-09-03 |
ind_telecommunications_serices |
0.1187 |
-0.0094 |
-0.0011 |
tilt_INDUSTRY |
| 2025-09-02 |
2025-09-03 |
ind_chemicals |
0.0054 |
0.0035 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-02 |
2025-09-03 |
sbeta_market |
0.0264 |
-0.0103 |
-0.0003 |
risk_exposure |
| 2025-09-02 |
2025-09-03 |
ind_diversified_retail |
-0.0043 |
0.0040 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-02 |
2025-09-03 |
ind_communications_equipment |
0.0200 |
0.0009 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-02 |
2025-09-03 |
pdiscrepancy |
NaN |
NaN |
0.0000 |
unexplained |
| 2025-09-02 |
2025-09-03 |
country_AU |
-0.0992 |
-0.0104 |
0.0010 |
tilt_COUNTRY |
| 2025-09-02 |
2025-09-03 |
ind_natural_gas_utilities |
0.0062 |
-0.0020 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-02 |
2025-09-03 |
ind_integrated_hardware_software |
0.0103 |
-0.0078 |
-0.0001 |
tilt_INDUSTRY |
| 2025-09-02 |
2025-09-03 |
ind_machinery |
0.1424 |
0.0029 |
0.0004 |
tilt_INDUSTRY |
| 2025-09-02 |
2025-09-03 |
ind_food_tobacco |
0.0511 |
-0.0034 |
-0.0002 |
tilt_INDUSTRY |
| 2025-09-02 |
2025-09-03 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-09-02 |
2025-09-03 |
value_gc |
2.1178 |
0.0004 |
0.0008 |
alpha_VALUE |
| 2025-09-02 |
2025-09-03 |
ind_automobile |
-0.0536 |
0.0033 |
-0.0002 |
tilt_INDUSTRY |
| 2025-09-02 |
2025-09-03 |
ind_electric_utilities_ipps |
-0.0924 |
-0.0062 |
0.0006 |
tilt_INDUSTRY |
| 2025-09-02 |
2025-09-03 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-09-02 |
2025-09-03 |
ind_homebuilding_building_products |
-0.0328 |
0.0001 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-02 |
2025-09-03 |
ind_consumer_goods_conglomerates |
0.0214 |
-0.0104 |
-0.0002 |
tilt_INDUSTRY |
| 2025-09-02 |
2025-09-03 |
country_SG |
-0.0018 |
0.0079 |
-0.0000 |
tilt_COUNTRY |
| 2025-09-02 |
2025-09-03 |
ind_freight_logistics |
-0.0367 |
-0.0007 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-02 |
2025-09-03 |
ind_hotels_entertainment |
-0.0324 |
0.0024 |
-0.0001 |
tilt_INDUSTRY |
| 2025-09-02 |
2025-09-03 |
specret |
NaN |
NaN |
-0.0058 |
unexplained |
| 2025-09-02 |
2025-09-03 |
ind_semiconductors |
0.0089 |
0.0079 |
0.0001 |
tilt_INDUSTRY |
| 2025-09-02 |
2025-09-03 |
country_PH |
0.0028 |
-0.0020 |
-0.0000 |
tilt_COUNTRY |
| 2025-09-02 |
2025-09-03 |
size_MICRO |
-0.0092 |
0.0031 |
-0.0000 |
tilt_SIZE |
| 2025-09-02 |
2025-09-03 |
quality |
3.7056 |
0.0006 |
0.0023 |
alpha_QUALITY |
| 2025-09-02 |
2025-09-03 |
ind_uranium |
-0.0024 |
-0.0153 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-02 |
2025-09-03 |
ind_metals_mining |
-0.0471 |
0.0060 |
-0.0003 |
tilt_INDUSTRY |
| 2025-09-02 |
2025-09-03 |
country_IN |
0.0000 |
0.0112 |
0.0000 |
tilt_COUNTRY |
| 2025-09-02 |
2025-09-03 |
stability |
4.4158 |
-0.0000 |
-0.0000 |
alpha_QUALITY |
| 2025-09-02 |
2025-09-03 |
sdiscrepancy |
NaN |
NaN |
0.0004 |
unexplained |
| 2025-09-02 |
2025-09-03 |
country_ID |
0.0000 |
0.0136 |
0.0000 |
tilt_COUNTRY |
| 2025-09-02 |
2025-09-03 |
ind_oil_gas |
0.0427 |
-0.0021 |
-0.0001 |
tilt_INDUSTRY |
| 2025-09-02 |
2025-09-03 |
country_NZ |
-0.0175 |
0.0002 |
-0.0000 |
tilt_COUNTRY |
| 2025-09-02 |
2025-09-03 |
ind_textiles_apparel |
-0.0049 |
0.0037 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-02 |
2025-09-03 |
ind_insurance |
0.0254 |
-0.0077 |
-0.0002 |
tilt_INDUSTRY |
| 2025-09-02 |
2025-09-03 |
country_TW |
0.0580 |
0.0094 |
0.0005 |
tilt_COUNTRY |
| 2025-09-02 |
2025-09-03 |
country_JP |
-0.0806 |
-0.0008 |
0.0001 |
tilt_COUNTRY |
| 2025-09-02 |
2025-09-03 |
ind_healthcare_providers_services |
0.0299 |
-0.0019 |
-0.0001 |
tilt_INDUSTRY |
| 2025-09-02 |
2025-09-03 |
ind_containers_packaging |
0.0053 |
0.0031 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-02 |
2025-09-03 |
ind_construction_materials |
-0.0006 |
-0.0015 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-02 |
2025-09-03 |
momentum |
-0.1730 |
-0.0009 |
0.0001 |
alpha_MOMENTUM |
| 2025-09-02 |
2025-09-03 |
ind_fintech |
-0.0013 |
-0.0108 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-02 |
2025-09-03 |
ind_multiline_utilities |
-0.0129 |
-0.0066 |
0.0001 |
tilt_INDUSTRY |
| 2025-09-02 |
2025-09-03 |
size_LARGE |
0.0707 |
-0.0011 |
-0.0001 |
tilt_SIZE |
| 2025-09-02 |
2025-09-03 |
value_liq |
0.9432 |
0.0010 |
0.0009 |
alpha_VALUE |
| 2025-09-02 |
2025-09-03 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-09-02 |
2025-09-03 |
ind_food_drug_retail |
0.0305 |
0.0030 |
0.0001 |
tilt_INDUSTRY |
| 2025-09-02 |
2025-09-03 |
ind_computers_phones_household_electronics |
0.0755 |
0.0018 |
0.0001 |
tilt_INDUSTRY |
| 2025-09-02 |
2025-09-03 |
ind_passenger_transportation |
-0.0011 |
0.0016 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-02 |
2025-09-03 |
ind_coal |
-0.0463 |
-0.0041 |
0.0002 |
tilt_INDUSTRY |
| 2025-09-02 |
2025-09-03 |
ind_renewable_energy |
0.0101 |
0.0262 |
0.0003 |
tilt_INDUSTRY |
| 2025-09-02 |
2025-09-03 |
country_MY |
0.0145 |
0.0111 |
0.0002 |
tilt_COUNTRY |
| 2025-09-02 |
2025-09-03 |
reversal |
0.9582 |
-0.0007 |
-0.0006 |
alpha_REVERSAL |
| 2025-09-02 |
2025-09-03 |
country_CN |
-0.0689 |
-0.0059 |
0.0004 |
tilt_COUNTRY |
| 2025-09-02 |
2025-09-03 |
ind_leisure_products |
0.0092 |
-0.0020 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-02 |
2025-09-03 |
ind_aerospace_defense |
-0.0055 |
-0.0357 |
0.0002 |
tilt_INDUSTRY |
| 2025-09-02 |
2025-09-03 |
market |
-0.0382 |
0.0021 |
-0.0001 |
risk_exposure |
| 2025-09-02 |
2025-09-03 |
ind_household_products_services |
-0.0204 |
-0.0010 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-02 |
2025-09-03 |
ind_household_goods |
-0.0238 |
0.0030 |
-0.0001 |
tilt_INDUSTRY |
| 2025-09-02 |
2025-09-03 |
country_TH |
0.0876 |
0.0134 |
0.0012 |
tilt_COUNTRY |
| 2025-09-02 |
2025-09-03 |
ind_transportation_infrastructure |
0.0097 |
-0.0015 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-02 |
2025-09-03 |
country_KR |
-0.1004 |
0.0065 |
-0.0007 |
tilt_COUNTRY |
| 2025-09-02 |
2025-09-03 |
ind_office_equipment |
-0.0173 |
0.0076 |
-0.0001 |
tilt_INDUSTRY |
| 2025-09-02 |
2025-09-03 |
fmom |
0.2088 |
0.0001 |
0.0000 |
alpha_QUALITY |
| 2025-09-02 |
2025-09-03 |
ind_oil_gas_equipment_services |
-0.0113 |
0.0005 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-02 |
2025-09-03 |
ind_construction_engineering |
0.0508 |
-0.0027 |
-0.0001 |
tilt_INDUSTRY |
| 2025-09-02 |
2025-09-03 |
ind_software_it_services |
0.0296 |
-0.0039 |
-0.0001 |
tilt_INDUSTRY |
| 2025-09-02 |
2025-09-03 |
country_HK |
0.1151 |
0.0071 |
0.0008 |
tilt_COUNTRY |
| 2025-09-02 |
2025-09-03 |
ind_specialty_reatil |
-0.0011 |
0.0041 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-02 |
2025-09-03 |
ind_biotechnology |
-0.0239 |
0.0152 |
-0.0004 |
tilt_INDUSTRY |
| 2025-09-02 |
2025-09-03 |
size_SMALL |
-0.0050 |
-0.0005 |
0.0000 |
tilt_SIZE |
| 2025-09-02 |
2025-09-03 |
ind_pharmaceuticals |
-0.0606 |
0.0081 |
-0.0005 |
tilt_INDUSTRY |
| 2025-09-02 |
2025-09-03 |
ind_commercial_services_supplies |
-0.0071 |
0.0011 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-02 |
2025-09-03 |
revision |
1.1292 |
0.0013 |
0.0015 |
alpha_REVISION |
| 2025-09-02 |
2025-09-03 |
ind_banking_services |
-0.0804 |
-0.0073 |
0.0006 |
tilt_INDUSTRY |
| 2025-09-02 |
2025-09-03 |
ind_holding_companies |
0.0068 |
-0.0071 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-02 |
2025-09-03 |
neglect |
0.9572 |
-0.0014 |
-0.0014 |
alpha_VALUE |
| 2025-09-03 |
2025-09-04 |
ind_paper_forestry |
-0.0001 |
0.0049 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-03 |
2025-09-04 |
ind_automobile |
-0.0559 |
-0.0029 |
0.0002 |
tilt_INDUSTRY |
| 2025-09-03 |
2025-09-04 |
ind_aerospace_defense |
-0.0038 |
-0.0155 |
0.0001 |
tilt_INDUSTRY |
| 2025-09-03 |
2025-09-04 |
neglect |
0.9878 |
0.0005 |
0.0005 |
alpha_VALUE |
| 2025-09-03 |
2025-09-04 |
country_AU |
-0.0994 |
0.0043 |
-0.0004 |
tilt_COUNTRY |
| 2025-09-03 |
2025-09-04 |
linkage |
0.7648 |
0.0004 |
0.0003 |
alpha_MOMENTUM |
| 2025-09-03 |
2025-09-04 |
ind_transportation_infrastructure |
0.0113 |
0.0054 |
0.0001 |
tilt_INDUSTRY |
| 2025-09-03 |
2025-09-04 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-09-03 |
2025-09-04 |
ind_healthcare_equipment_supplies |
-0.0943 |
-0.0034 |
0.0003 |
tilt_INDUSTRY |
| 2025-09-03 |
2025-09-04 |
revision |
1.1255 |
-0.0010 |
-0.0011 |
alpha_REVISION |
| 2025-09-03 |
2025-09-04 |
ind_coal |
-0.0468 |
0.0083 |
-0.0004 |
tilt_INDUSTRY |
| 2025-09-03 |
2025-09-04 |
ind_holding_companies |
0.0069 |
-0.0058 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-03 |
2025-09-04 |
ind_renewable_energy |
0.0088 |
0.0283 |
0.0002 |
tilt_INDUSTRY |
| 2025-09-03 |
2025-09-04 |
country_TW |
0.0551 |
0.0144 |
0.0008 |
tilt_COUNTRY |
| 2025-09-03 |
2025-09-04 |
ind_consumer_goods_conglomerates |
0.0200 |
0.0019 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-03 |
2025-09-04 |
ind_fintech |
-0.0013 |
0.0069 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-03 |
2025-09-04 |
ind_uranium |
-0.0023 |
0.0301 |
-0.0001 |
tilt_INDUSTRY |
| 2025-09-03 |
2025-09-04 |
ind_banking_services |
-0.0745 |
0.0048 |
-0.0004 |
tilt_INDUSTRY |
| 2025-09-03 |
2025-09-04 |
ind_real_estate_operations |
-0.0288 |
0.0108 |
-0.0003 |
tilt_INDUSTRY |
| 2025-09-03 |
2025-09-04 |
market |
-0.0442 |
0.0079 |
-0.0004 |
risk_exposure |
| 2025-09-03 |
2025-09-04 |
size_SMALL |
-0.0037 |
0.0026 |
-0.0000 |
tilt_SIZE |
| 2025-09-03 |
2025-09-04 |
ind_media_publishing |
0.0173 |
0.0023 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-03 |
2025-09-04 |
size_LARGE |
0.0658 |
0.0034 |
0.0002 |
tilt_SIZE |
| 2025-09-03 |
2025-09-04 |
ind_electric_utilities_ipps |
-0.0955 |
0.0048 |
-0.0005 |
tilt_INDUSTRY |
| 2025-09-03 |
2025-09-04 |
specret |
NaN |
NaN |
0.0005 |
unexplained |
| 2025-09-03 |
2025-09-04 |
ind_oil_gas |
0.0374 |
-0.0003 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-03 |
2025-09-04 |
ind_metals_mining |
-0.0401 |
-0.0041 |
0.0002 |
tilt_INDUSTRY |
| 2025-09-03 |
2025-09-04 |
ind_office_equipment |
-0.0172 |
-0.0086 |
0.0001 |
tilt_INDUSTRY |
| 2025-09-03 |
2025-09-04 |
linearCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-09-03 |
2025-09-04 |
country_JP |
-0.0754 |
0.0087 |
-0.0007 |
tilt_COUNTRY |
| 2025-09-03 |
2025-09-04 |
ind_oil_gas_equipment_services |
-0.0137 |
0.0052 |
-0.0001 |
tilt_INDUSTRY |
| 2025-09-03 |
2025-09-04 |
ind_hotels_entertainment |
-0.0293 |
0.0028 |
-0.0001 |
tilt_INDUSTRY |
| 2025-09-03 |
2025-09-04 |
ind_healthcare_providers_services |
0.0289 |
0.0054 |
0.0002 |
tilt_INDUSTRY |
| 2025-09-03 |
2025-09-04 |
country_XH |
0.0473 |
-0.0027 |
-0.0001 |
tilt_COUNTRY |
| 2025-09-03 |
2025-09-04 |
ind_electronic_equipment |
-0.0504 |
-0.0021 |
0.0001 |
tilt_INDUSTRY |
| 2025-09-03 |
2025-09-04 |
ind_construction_materials |
-0.0006 |
0.0039 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-03 |
2025-09-04 |
sdiscrepancy |
NaN |
NaN |
0.0000 |
unexplained |
| 2025-09-03 |
2025-09-04 |
ind_computers_phones_household_electronics |
0.0742 |
-0.0067 |
-0.0005 |
tilt_INDUSTRY |
| 2025-09-03 |
2025-09-04 |
ind_household_goods |
-0.0290 |
0.0077 |
-0.0002 |
tilt_INDUSTRY |
| 2025-09-03 |
2025-09-04 |
pdiscrepancy |
NaN |
NaN |
0.0000 |
unexplained |
| 2025-09-03 |
2025-09-04 |
ind_natural_gas_utilities |
0.0065 |
0.0050 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-03 |
2025-09-04 |
country_NZ |
-0.0172 |
-0.0010 |
0.0000 |
tilt_COUNTRY |
| 2025-09-03 |
2025-09-04 |
ind_food_tobacco |
0.0516 |
0.0082 |
0.0004 |
tilt_INDUSTRY |
| 2025-09-03 |
2025-09-04 |
stability |
4.4090 |
-0.0009 |
-0.0041 |
alpha_QUALITY |
| 2025-09-03 |
2025-09-04 |
country_IN |
0.0000 |
-0.0089 |
0.0000 |
tilt_COUNTRY |
| 2025-09-03 |
2025-09-04 |
country_ID |
0.0000 |
-0.0066 |
0.0000 |
tilt_COUNTRY |
| 2025-09-03 |
2025-09-04 |
ind_household_products_services |
-0.0207 |
0.0106 |
-0.0002 |
tilt_INDUSTRY |
| 2025-09-03 |
2025-09-04 |
ind_passenger_transportation |
-0.0094 |
0.0020 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-03 |
2025-09-04 |
ind_investment_services |
0.0761 |
0.0130 |
0.0010 |
tilt_INDUSTRY |
| 2025-09-03 |
2025-09-04 |
reversal |
0.9925 |
0.0042 |
0.0041 |
alpha_REVERSAL |
| 2025-09-03 |
2025-09-04 |
ind_machinery |
0.1449 |
-0.0028 |
-0.0004 |
tilt_INDUSTRY |
| 2025-09-03 |
2025-09-04 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-09-03 |
2025-09-04 |
country_HK |
0.1103 |
-0.0060 |
-0.0007 |
tilt_COUNTRY |
| 2025-09-03 |
2025-09-04 |
ind_freight_logistics |
-0.0365 |
0.0054 |
-0.0002 |
tilt_INDUSTRY |
| 2025-09-03 |
2025-09-04 |
ind_construction_engineering |
0.0510 |
0.0051 |
0.0003 |
tilt_INDUSTRY |
| 2025-09-03 |
2025-09-04 |
fmom |
0.2169 |
-0.0005 |
-0.0001 |
alpha_QUALITY |
| 2025-09-03 |
2025-09-04 |
ind_integrated_hardware_software |
0.0102 |
-0.0049 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-03 |
2025-09-04 |
ind_semiconductors |
0.0087 |
-0.0201 |
-0.0002 |
tilt_INDUSTRY |
| 2025-09-03 |
2025-09-04 |
ind_biotechnology |
-0.0240 |
-0.0233 |
0.0006 |
tilt_INDUSTRY |
| 2025-09-03 |
2025-09-04 |
country_TH |
0.0880 |
-0.0074 |
-0.0007 |
tilt_COUNTRY |
| 2025-09-03 |
2025-09-04 |
ind_software_it_services |
0.0279 |
-0.0013 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-03 |
2025-09-04 |
country_KR |
-0.1006 |
0.0090 |
-0.0009 |
tilt_COUNTRY |
| 2025-09-03 |
2025-09-04 |
country_SG |
-0.0086 |
-0.0023 |
0.0000 |
tilt_COUNTRY |
| 2025-09-03 |
2025-09-04 |
size_MID |
-0.0967 |
-0.0047 |
0.0005 |
tilt_SIZE |
| 2025-09-03 |
2025-09-04 |
size_MICRO |
-0.0096 |
0.0050 |
-0.0000 |
tilt_SIZE |
| 2025-09-03 |
2025-09-04 |
ind_beverages |
-0.0613 |
0.0068 |
-0.0004 |
tilt_INDUSTRY |
| 2025-09-03 |
2025-09-04 |
ind_commercial_services_supplies |
-0.0145 |
0.0032 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-03 |
2025-09-04 |
ind_industrial_distribution |
0.0273 |
0.0078 |
0.0002 |
tilt_INDUSTRY |
| 2025-09-03 |
2025-09-04 |
value_gc |
2.0997 |
-0.0004 |
-0.0009 |
alpha_VALUE |
| 2025-09-03 |
2025-09-04 |
ind_homebuilding_building_products |
-0.0328 |
0.0069 |
-0.0002 |
tilt_INDUSTRY |
| 2025-09-03 |
2025-09-04 |
ind_textiles_apparel |
-0.0010 |
0.0103 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-03 |
2025-09-04 |
ind_specialty_reatil |
-0.0005 |
0.0058 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-03 |
2025-09-04 |
ind_water_utilities |
-0.0083 |
0.0057 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-03 |
2025-09-04 |
country_CN |
-0.0617 |
-0.0040 |
0.0002 |
tilt_COUNTRY |
| 2025-09-03 |
2025-09-04 |
ind_insurance |
0.0234 |
0.0038 |
0.0001 |
tilt_INDUSTRY |
| 2025-09-03 |
2025-09-04 |
sbeta_market |
0.0256 |
-0.0150 |
-0.0004 |
risk_exposure |
| 2025-09-03 |
2025-09-04 |
ind_leisure_products |
0.0091 |
0.0061 |
0.0001 |
tilt_INDUSTRY |
| 2025-09-03 |
2025-09-04 |
quality |
3.7125 |
0.0018 |
0.0066 |
alpha_QUALITY |
| 2025-09-03 |
2025-09-04 |
ind_food_drug_retail |
0.0304 |
0.0019 |
0.0001 |
tilt_INDUSTRY |
| 2025-09-03 |
2025-09-04 |
country_PH |
0.0028 |
0.0009 |
0.0000 |
tilt_COUNTRY |
| 2025-09-03 |
2025-09-04 |
country_MY |
0.0151 |
-0.0068 |
-0.0001 |
tilt_COUNTRY |
| 2025-09-03 |
2025-09-04 |
ind_telecommunications_serices |
0.1183 |
-0.0055 |
-0.0007 |
tilt_INDUSTRY |
| 2025-09-03 |
2025-09-04 |
momentum |
-0.1688 |
-0.0026 |
0.0004 |
alpha_MOMENTUM |
| 2025-09-03 |
2025-09-04 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-09-03 |
2025-09-04 |
ind_chemicals |
0.0175 |
0.0002 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-03 |
2025-09-04 |
ind_multiline_utilities |
-0.0130 |
0.0001 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-03 |
2025-09-04 |
ind_containers_packaging |
0.0053 |
0.0016 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-03 |
2025-09-04 |
ind_pharmaceuticals |
-0.0668 |
-0.0049 |
0.0003 |
tilt_INDUSTRY |
| 2025-09-03 |
2025-09-04 |
ind_diversified_retail |
-0.0041 |
0.0082 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-03 |
2025-09-04 |
ind_communications_equipment |
0.0191 |
-0.0115 |
-0.0002 |
tilt_INDUSTRY |
| 2025-09-03 |
2025-09-04 |
value_liq |
0.9319 |
0.0024 |
0.0022 |
alpha_VALUE |
| 2025-09-04 |
2025-09-05 |
country_PH |
0.0028 |
0.0048 |
0.0000 |
tilt_COUNTRY |
| 2025-09-04 |
2025-09-05 |
ind_hotels_entertainment |
-0.0271 |
-0.0006 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-04 |
2025-09-05 |
ind_holding_companies |
0.0071 |
0.0051 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-04 |
2025-09-05 |
country_TW |
0.0508 |
-0.0059 |
-0.0003 |
tilt_COUNTRY |
| 2025-09-04 |
2025-09-05 |
ind_software_it_services |
0.0259 |
-0.0056 |
-0.0001 |
tilt_INDUSTRY |
| 2025-09-04 |
2025-09-05 |
ind_insurance |
0.0239 |
-0.0078 |
-0.0002 |
tilt_INDUSTRY |
| 2025-09-04 |
2025-09-05 |
ind_metals_mining |
-0.0349 |
0.0069 |
-0.0002 |
tilt_INDUSTRY |
| 2025-09-04 |
2025-09-05 |
country_AU |
-0.1008 |
0.0040 |
-0.0004 |
tilt_COUNTRY |
| 2025-09-04 |
2025-09-05 |
country_CN |
-0.0753 |
0.0011 |
-0.0001 |
tilt_COUNTRY |
| 2025-09-04 |
2025-09-05 |
ind_pharmaceuticals |
-0.0666 |
0.0037 |
-0.0002 |
tilt_INDUSTRY |
| 2025-09-04 |
2025-09-05 |
quality |
3.7737 |
0.0001 |
0.0003 |
alpha_QUALITY |
| 2025-09-04 |
2025-09-05 |
ind_computers_phones_household_electronics |
0.0737 |
0.0026 |
0.0002 |
tilt_INDUSTRY |
| 2025-09-04 |
2025-09-05 |
ind_construction_materials |
-0.0006 |
-0.0005 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-04 |
2025-09-05 |
ind_real_estate_operations |
-0.0307 |
-0.0055 |
0.0002 |
tilt_INDUSTRY |
| 2025-09-04 |
2025-09-05 |
ind_specialty_reatil |
-0.0015 |
0.0027 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-04 |
2025-09-05 |
ind_investment_services |
0.0762 |
-0.0115 |
-0.0009 |
tilt_INDUSTRY |
| 2025-09-04 |
2025-09-05 |
stability |
4.4892 |
0.0001 |
0.0003 |
alpha_QUALITY |
| 2025-09-04 |
2025-09-05 |
ind_containers_packaging |
0.0053 |
0.0027 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-04 |
2025-09-05 |
ind_construction_engineering |
0.0518 |
-0.0052 |
-0.0003 |
tilt_INDUSTRY |
| 2025-09-04 |
2025-09-05 |
ind_electric_utilities_ipps |
-0.0988 |
0.0000 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-04 |
2025-09-05 |
ind_paper_forestry |
-0.0001 |
-0.0045 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-04 |
2025-09-05 |
country_MY |
0.0154 |
-0.0028 |
-0.0000 |
tilt_COUNTRY |
| 2025-09-04 |
2025-09-05 |
ind_homebuilding_building_products |
-0.0332 |
0.0028 |
-0.0001 |
tilt_INDUSTRY |
| 2025-09-04 |
2025-09-05 |
momentum |
-0.1301 |
-0.0002 |
0.0000 |
alpha_MOMENTUM |
| 2025-09-04 |
2025-09-05 |
country_IN |
0.0000 |
-0.0030 |
0.0000 |
tilt_COUNTRY |
| 2025-09-04 |
2025-09-05 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-09-04 |
2025-09-05 |
ind_leisure_products |
0.0092 |
-0.0078 |
-0.0001 |
tilt_INDUSTRY |
| 2025-09-04 |
2025-09-05 |
size_MID |
-0.1141 |
0.0007 |
-0.0001 |
tilt_SIZE |
| 2025-09-04 |
2025-09-05 |
size_LARGE |
0.0603 |
-0.0009 |
-0.0001 |
tilt_SIZE |
| 2025-09-04 |
2025-09-05 |
ind_diversified_retail |
-0.0036 |
0.0013 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-04 |
2025-09-05 |
ind_automobile |
-0.0593 |
0.0023 |
-0.0001 |
tilt_INDUSTRY |
| 2025-09-04 |
2025-09-05 |
ind_biotechnology |
-0.0245 |
0.0133 |
-0.0003 |
tilt_INDUSTRY |
| 2025-09-04 |
2025-09-05 |
country_TH |
0.0903 |
0.0092 |
0.0008 |
tilt_COUNTRY |
| 2025-09-04 |
2025-09-05 |
country_SG |
-0.0117 |
-0.0002 |
0.0000 |
tilt_COUNTRY |
| 2025-09-04 |
2025-09-05 |
ind_textiles_apparel |
0.0011 |
-0.0023 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-04 |
2025-09-05 |
country_NZ |
-0.0152 |
0.0096 |
-0.0001 |
tilt_COUNTRY |
| 2025-09-04 |
2025-09-05 |
ind_healthcare_equipment_supplies |
-0.0950 |
0.0006 |
-0.0001 |
tilt_INDUSTRY |
| 2025-09-04 |
2025-09-05 |
ind_water_utilities |
-0.0083 |
-0.0017 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-04 |
2025-09-05 |
ind_passenger_transportation |
-0.0156 |
-0.0030 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-04 |
2025-09-05 |
impactCost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-09-04 |
2025-09-05 |
ind_coal |
-0.0474 |
0.0009 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-04 |
2025-09-05 |
ind_aerospace_defense |
-0.0030 |
-0.0107 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-04 |
2025-09-05 |
ind_fintech |
-0.0013 |
-0.0212 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-04 |
2025-09-05 |
ind_multiline_utilities |
-0.0131 |
0.0035 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-04 |
2025-09-05 |
ind_chemicals |
0.0303 |
0.0060 |
0.0002 |
tilt_INDUSTRY |
| 2025-09-04 |
2025-09-05 |
country_ID |
0.0000 |
-0.0028 |
0.0000 |
tilt_COUNTRY |
| 2025-09-04 |
2025-09-05 |
ind_integrated_hardware_software |
0.0102 |
-0.0054 |
-0.0001 |
tilt_INDUSTRY |
| 2025-09-04 |
2025-09-05 |
ind_food_drug_retail |
0.0320 |
-0.0023 |
-0.0001 |
tilt_INDUSTRY |
| 2025-09-04 |
2025-09-05 |
country_KR |
-0.1011 |
-0.0052 |
0.0005 |
tilt_COUNTRY |
| 2025-09-04 |
2025-09-05 |
fmom |
0.2486 |
0.0002 |
0.0000 |
alpha_QUALITY |
| 2025-09-04 |
2025-09-05 |
neglect |
1.0447 |
-0.0020 |
-0.0021 |
alpha_VALUE |
| 2025-09-04 |
2025-09-05 |
ind_uranium |
-0.0023 |
-0.0152 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-04 |
2025-09-05 |
ind_household_products_services |
-0.0217 |
-0.0068 |
0.0001 |
tilt_INDUSTRY |
| 2025-09-04 |
2025-09-05 |
ind_transportation_infrastructure |
0.0122 |
-0.0032 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-04 |
2025-09-05 |
size_SMALL |
-0.0046 |
-0.0002 |
0.0000 |
tilt_SIZE |
| 2025-09-04 |
2025-09-05 |
ind_office_equipment |
-0.0175 |
0.0028 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-04 |
2025-09-05 |
ind_freight_logistics |
-0.0374 |
-0.0042 |
0.0002 |
tilt_INDUSTRY |
| 2025-09-04 |
2025-09-05 |
sdiscrepancy |
NaN |
NaN |
0.0001 |
unexplained |
| 2025-09-04 |
2025-09-05 |
ind_healthcare_providers_services |
0.0270 |
-0.0050 |
-0.0001 |
tilt_INDUSTRY |
| 2025-09-04 |
2025-09-05 |
value_liq |
0.8870 |
-0.0006 |
-0.0005 |
alpha_VALUE |
| 2025-09-04 |
2025-09-05 |
ind_renewable_energy |
0.0075 |
0.0325 |
0.0002 |
tilt_INDUSTRY |
| 2025-09-04 |
2025-09-05 |
revision |
1.2189 |
0.0011 |
0.0013 |
alpha_REVISION |
| 2025-09-04 |
2025-09-05 |
ind_household_goods |
-0.0301 |
0.0006 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-04 |
2025-09-05 |
country_XH |
0.0496 |
0.0017 |
0.0001 |
tilt_COUNTRY |
| 2025-09-04 |
2025-09-05 |
ind_oil_gas |
0.0327 |
-0.0085 |
-0.0003 |
tilt_INDUSTRY |
| 2025-09-04 |
2025-09-05 |
ind_industrial_distribution |
0.0288 |
0.0020 |
0.0001 |
tilt_INDUSTRY |
| 2025-09-04 |
2025-09-05 |
ind_banking_services |
-0.0942 |
-0.0046 |
0.0004 |
tilt_INDUSTRY |
| 2025-09-04 |
2025-09-05 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-09-04 |
2025-09-05 |
country_JP |
-0.0809 |
-0.0012 |
0.0001 |
tilt_COUNTRY |
| 2025-09-04 |
2025-09-05 |
ind_beverages |
-0.0625 |
-0.0101 |
0.0006 |
tilt_INDUSTRY |
| 2025-09-04 |
2025-09-05 |
pdiscrepancy |
NaN |
NaN |
-0.0000 |
unexplained |
| 2025-09-04 |
2025-09-05 |
ind_oil_gas_equipment_services |
-0.0153 |
0.0021 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-04 |
2025-09-05 |
linkage |
0.7302 |
-0.0008 |
-0.0006 |
alpha_MOMENTUM |
| 2025-09-04 |
2025-09-05 |
ind_machinery |
0.1418 |
0.0070 |
0.0010 |
tilt_INDUSTRY |
| 2025-09-04 |
2025-09-05 |
ind_semiconductors |
0.0139 |
0.0070 |
0.0001 |
tilt_INDUSTRY |
| 2025-09-04 |
2025-09-05 |
ind_electronic_equipment |
-0.0507 |
0.0058 |
-0.0003 |
tilt_INDUSTRY |
| 2025-09-04 |
2025-09-05 |
market |
-0.0684 |
-0.0030 |
0.0002 |
risk_exposure |
| 2025-09-04 |
2025-09-05 |
size_MICRO |
-0.0099 |
0.0008 |
-0.0000 |
tilt_SIZE |
| 2025-09-04 |
2025-09-05 |
ind_food_tobacco |
0.0538 |
-0.0044 |
-0.0002 |
tilt_INDUSTRY |
| 2025-09-04 |
2025-09-05 |
ind_natural_gas_utilities |
0.0067 |
-0.0027 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-04 |
2025-09-05 |
ind_consumer_goods_conglomerates |
0.0188 |
0.0049 |
0.0001 |
tilt_INDUSTRY |
| 2025-09-04 |
2025-09-05 |
ind_media_publishing |
0.0171 |
-0.0042 |
-0.0001 |
tilt_INDUSTRY |
| 2025-09-04 |
2025-09-05 |
value_gc |
2.0579 |
-0.0002 |
-0.0004 |
alpha_VALUE |
| 2025-09-04 |
2025-09-05 |
ind_commercial_services_supplies |
-0.0178 |
-0.0043 |
0.0001 |
tilt_INDUSTRY |
| 2025-09-04 |
2025-09-05 |
reversal |
0.9313 |
-0.0015 |
-0.0014 |
alpha_REVERSAL |
| 2025-09-04 |
2025-09-05 |
specret |
NaN |
NaN |
-0.0041 |
unexplained |
| 2025-09-04 |
2025-09-05 |
ind_telecommunications_serices |
0.1194 |
-0.0014 |
-0.0002 |
tilt_INDUSTRY |
| 2025-09-04 |
2025-09-05 |
country_HK |
0.1077 |
0.0044 |
0.0005 |
tilt_COUNTRY |
| 2025-09-04 |
2025-09-05 |
sbeta_market |
0.0063 |
0.0166 |
0.0001 |
risk_exposure |
| 2025-09-04 |
2025-09-05 |
linearCost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-09-04 |
2025-09-05 |
ind_communications_equipment |
0.0197 |
0.0012 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-05 |
2025-09-08 |
ind_office_equipment |
-0.0177 |
-0.0012 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-05 |
2025-09-08 |
ind_household_products_services |
-0.0247 |
0.0003 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-05 |
2025-09-08 |
country_JP |
-0.0986 |
0.0033 |
-0.0003 |
tilt_COUNTRY |
| 2025-09-05 |
2025-09-08 |
ind_investment_services |
0.0800 |
-0.0083 |
-0.0007 |
tilt_INDUSTRY |
| 2025-09-05 |
2025-09-08 |
fmom |
0.2607 |
-0.0003 |
-0.0001 |
alpha_QUALITY |
| 2025-09-05 |
2025-09-08 |
ind_oil_gas_equipment_services |
-0.0149 |
0.0057 |
-0.0001 |
tilt_INDUSTRY |
| 2025-09-05 |
2025-09-08 |
ind_integrated_hardware_software |
0.0104 |
-0.0072 |
-0.0001 |
tilt_INDUSTRY |
| 2025-09-05 |
2025-09-08 |
ind_software_it_services |
0.0250 |
-0.0003 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-05 |
2025-09-08 |
ind_pharmaceuticals |
-0.0665 |
0.0025 |
-0.0002 |
tilt_INDUSTRY |
| 2025-09-05 |
2025-09-08 |
sdiscrepancy |
NaN |
NaN |
-0.0001 |
unexplained |
| 2025-09-05 |
2025-09-08 |
market |
-0.0769 |
0.0022 |
-0.0002 |
risk_exposure |
| 2025-09-05 |
2025-09-08 |
ind_paper_forestry |
-0.0001 |
0.0018 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-05 |
2025-09-08 |
ind_containers_packaging |
0.0053 |
0.0052 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-05 |
2025-09-08 |
stability |
4.5339 |
0.0005 |
0.0022 |
alpha_QUALITY |
| 2025-09-05 |
2025-09-08 |
ind_food_drug_retail |
0.0319 |
0.0007 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-05 |
2025-09-08 |
linearCost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-09-05 |
2025-09-08 |
ind_chemicals |
0.0395 |
0.0075 |
0.0003 |
tilt_INDUSTRY |
| 2025-09-05 |
2025-09-08 |
country_TH |
0.0986 |
0.0022 |
0.0002 |
tilt_COUNTRY |
| 2025-09-05 |
2025-09-08 |
ind_uranium |
-0.0024 |
0.0345 |
-0.0001 |
tilt_INDUSTRY |
| 2025-09-05 |
2025-09-08 |
value_gc |
2.0374 |
-0.0005 |
-0.0009 |
alpha_VALUE |
| 2025-09-05 |
2025-09-08 |
ind_homebuilding_building_products |
-0.0333 |
0.0074 |
-0.0002 |
tilt_INDUSTRY |
| 2025-09-05 |
2025-09-08 |
ind_multiline_utilities |
-0.0130 |
0.0014 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-05 |
2025-09-08 |
impactCost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-09-05 |
2025-09-08 |
ind_aerospace_defense |
-0.0033 |
0.0015 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-05 |
2025-09-08 |
ind_construction_engineering |
0.0527 |
-0.0010 |
-0.0001 |
tilt_INDUSTRY |
| 2025-09-05 |
2025-09-08 |
country_PH |
0.0029 |
-0.0139 |
-0.0000 |
tilt_COUNTRY |
| 2025-09-05 |
2025-09-08 |
ind_water_utilities |
-0.0083 |
-0.0019 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-05 |
2025-09-08 |
ind_banking_services |
-0.1018 |
-0.0052 |
0.0005 |
tilt_INDUSTRY |
| 2025-09-05 |
2025-09-08 |
ind_media_publishing |
0.0169 |
0.0015 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-05 |
2025-09-08 |
ind_healthcare_equipment_supplies |
-0.1008 |
0.0117 |
-0.0012 |
tilt_INDUSTRY |
| 2025-09-05 |
2025-09-08 |
ind_food_tobacco |
0.0558 |
0.0049 |
0.0003 |
tilt_INDUSTRY |
| 2025-09-05 |
2025-09-08 |
ind_biotechnology |
-0.0245 |
0.0020 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-05 |
2025-09-08 |
ind_machinery |
0.1488 |
0.0015 |
0.0002 |
tilt_INDUSTRY |
| 2025-09-05 |
2025-09-08 |
ind_beverages |
-0.0638 |
0.0030 |
-0.0002 |
tilt_INDUSTRY |
| 2025-09-05 |
2025-09-08 |
country_TW |
0.0427 |
-0.0022 |
-0.0001 |
tilt_COUNTRY |
| 2025-09-05 |
2025-09-08 |
size_MID |
-0.1199 |
0.0008 |
-0.0001 |
tilt_SIZE |
| 2025-09-05 |
2025-09-08 |
country_IN |
0.0000 |
-0.0011 |
0.0000 |
tilt_COUNTRY |
| 2025-09-05 |
2025-09-08 |
bcost |
NaN |
NaN |
-0.0009 |
cost |
| 2025-09-05 |
2025-09-08 |
momentum |
-0.0838 |
-0.0003 |
0.0000 |
alpha_MOMENTUM |
| 2025-09-05 |
2025-09-08 |
quality |
3.8143 |
-0.0002 |
-0.0009 |
alpha_QUALITY |
| 2025-09-05 |
2025-09-08 |
ind_oil_gas |
0.0331 |
-0.0023 |
-0.0001 |
tilt_INDUSTRY |
| 2025-09-05 |
2025-09-08 |
size_MICRO |
-0.0095 |
0.0024 |
-0.0000 |
tilt_SIZE |
| 2025-09-05 |
2025-09-08 |
country_MY |
0.0154 |
-0.0010 |
-0.0000 |
tilt_COUNTRY |
| 2025-09-05 |
2025-09-08 |
ind_consumer_goods_conglomerates |
0.0184 |
0.0061 |
0.0001 |
tilt_INDUSTRY |
| 2025-09-05 |
2025-09-08 |
ind_hotels_entertainment |
-0.0257 |
-0.0016 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-05 |
2025-09-08 |
ind_household_goods |
-0.0287 |
0.0050 |
-0.0001 |
tilt_INDUSTRY |
| 2025-09-05 |
2025-09-08 |
ind_renewable_energy |
0.0068 |
-0.0101 |
-0.0001 |
tilt_INDUSTRY |
| 2025-09-05 |
2025-09-08 |
reversal |
1.0762 |
-0.0015 |
-0.0016 |
alpha_REVERSAL |
| 2025-09-05 |
2025-09-08 |
size_LARGE |
0.0596 |
-0.0021 |
-0.0001 |
tilt_SIZE |
| 2025-09-05 |
2025-09-08 |
country_SG |
-0.0135 |
-0.0021 |
0.0000 |
tilt_COUNTRY |
| 2025-09-05 |
2025-09-08 |
country_XH |
0.0527 |
0.0009 |
0.0000 |
tilt_COUNTRY |
| 2025-09-05 |
2025-09-08 |
ind_automobile |
-0.0608 |
0.0019 |
-0.0001 |
tilt_INDUSTRY |
| 2025-09-05 |
2025-09-08 |
value_liq |
0.8499 |
0.0001 |
0.0001 |
alpha_VALUE |
| 2025-09-05 |
2025-09-08 |
linkage |
0.6782 |
-0.0010 |
-0.0007 |
alpha_MOMENTUM |
| 2025-09-05 |
2025-09-08 |
ind_fintech |
-0.0014 |
-0.0089 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-05 |
2025-09-08 |
ind_communications_equipment |
0.0188 |
-0.0052 |
-0.0001 |
tilt_INDUSTRY |
| 2025-09-05 |
2025-09-08 |
country_AU |
-0.0998 |
-0.0052 |
0.0005 |
tilt_COUNTRY |
| 2025-09-05 |
2025-09-08 |
country_NZ |
-0.0102 |
-0.0011 |
0.0000 |
tilt_COUNTRY |
| 2025-09-05 |
2025-09-08 |
ind_freight_logistics |
-0.0368 |
0.0065 |
-0.0002 |
tilt_INDUSTRY |
| 2025-09-05 |
2025-09-08 |
ind_specialty_reatil |
-0.0037 |
-0.0010 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-05 |
2025-09-08 |
pdiscrepancy |
NaN |
NaN |
-0.0000 |
unexplained |
| 2025-09-05 |
2025-09-08 |
revision |
1.3151 |
-0.0008 |
-0.0011 |
alpha_REVISION |
| 2025-09-05 |
2025-09-08 |
ind_semiconductors |
0.0188 |
0.0002 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-05 |
2025-09-08 |
ind_natural_gas_utilities |
0.0062 |
-0.0018 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-05 |
2025-09-08 |
ind_coal |
-0.0477 |
-0.0022 |
0.0001 |
tilt_INDUSTRY |
| 2025-09-05 |
2025-09-08 |
ind_commercial_services_supplies |
-0.0237 |
-0.0065 |
0.0002 |
tilt_INDUSTRY |
| 2025-09-05 |
2025-09-08 |
ind_computers_phones_household_electronics |
0.0714 |
0.0013 |
0.0001 |
tilt_INDUSTRY |
| 2025-09-05 |
2025-09-08 |
fcost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-09-05 |
2025-09-08 |
ind_diversified_retail |
-0.0038 |
-0.0052 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-05 |
2025-09-08 |
country_HK |
0.1075 |
0.0030 |
0.0003 |
tilt_COUNTRY |
| 2025-09-05 |
2025-09-08 |
ind_construction_materials |
-0.0006 |
-0.0018 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-05 |
2025-09-08 |
ind_leisure_products |
0.0090 |
0.0017 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-05 |
2025-09-08 |
country_CN |
-0.0744 |
0.0006 |
-0.0000 |
tilt_COUNTRY |
| 2025-09-05 |
2025-09-08 |
ind_insurance |
0.0297 |
-0.0071 |
-0.0002 |
tilt_INDUSTRY |
| 2025-09-05 |
2025-09-08 |
ind_industrial_distribution |
0.0308 |
0.0013 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-05 |
2025-09-08 |
ind_passenger_transportation |
-0.0192 |
0.0051 |
-0.0001 |
tilt_INDUSTRY |
| 2025-09-05 |
2025-09-08 |
ind_textiles_apparel |
0.0023 |
0.0029 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-05 |
2025-09-08 |
size_SMALL |
-0.0071 |
0.0005 |
-0.0000 |
tilt_SIZE |
| 2025-09-05 |
2025-09-08 |
ind_transportation_infrastructure |
0.0108 |
-0.0006 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-05 |
2025-09-08 |
ind_healthcare_providers_services |
0.0209 |
-0.0003 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-05 |
2025-09-08 |
specret |
NaN |
NaN |
-0.0027 |
unexplained |
| 2025-09-05 |
2025-09-08 |
ind_real_estate_operations |
-0.0358 |
0.0005 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-05 |
2025-09-08 |
ind_metals_mining |
-0.0283 |
0.0003 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-05 |
2025-09-08 |
ind_electronic_equipment |
-0.0556 |
-0.0050 |
0.0003 |
tilt_INDUSTRY |
| 2025-09-05 |
2025-09-08 |
neglect |
1.1255 |
0.0000 |
0.0000 |
alpha_VALUE |
| 2025-09-05 |
2025-09-08 |
country_ID |
0.0000 |
-0.0248 |
0.0000 |
tilt_COUNTRY |
| 2025-09-05 |
2025-09-08 |
sbeta_market |
-0.0009 |
0.0042 |
-0.0000 |
risk_exposure |
| 2025-09-05 |
2025-09-08 |
country_KR |
-0.1003 |
-0.0018 |
0.0002 |
tilt_COUNTRY |
| 2025-09-05 |
2025-09-08 |
ind_holding_companies |
0.0070 |
-0.0043 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-05 |
2025-09-08 |
ind_telecommunications_serices |
0.1192 |
-0.0011 |
-0.0001 |
tilt_INDUSTRY |
| 2025-09-05 |
2025-09-08 |
ind_electric_utilities_ipps |
-0.0998 |
0.0058 |
-0.0006 |
tilt_INDUSTRY |
| 2025-09-08 |
2025-09-09 |
specret |
NaN |
NaN |
-0.0035 |
unexplained |
| 2025-09-08 |
2025-09-09 |
ind_hotels_entertainment |
-0.0245 |
-0.0017 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-08 |
2025-09-09 |
country_XH |
0.0577 |
0.0136 |
0.0008 |
tilt_COUNTRY |
| 2025-09-08 |
2025-09-09 |
ind_automobile |
-0.0554 |
0.0059 |
-0.0003 |
tilt_INDUSTRY |
| 2025-09-08 |
2025-09-09 |
ind_real_estate_operations |
-0.0393 |
0.0136 |
-0.0005 |
tilt_INDUSTRY |
| 2025-09-08 |
2025-09-09 |
ind_investment_services |
0.0783 |
0.0087 |
0.0007 |
tilt_INDUSTRY |
| 2025-09-08 |
2025-09-09 |
market |
-0.0424 |
0.0079 |
-0.0003 |
risk_exposure |
| 2025-09-08 |
2025-09-09 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-09-08 |
2025-09-09 |
country_HK |
0.1064 |
0.0076 |
0.0008 |
tilt_COUNTRY |
| 2025-09-08 |
2025-09-09 |
country_PH |
0.0030 |
-0.0031 |
-0.0000 |
tilt_COUNTRY |
| 2025-09-08 |
2025-09-09 |
ind_electric_utilities_ipps |
-0.0995 |
-0.0017 |
0.0002 |
tilt_INDUSTRY |
| 2025-09-08 |
2025-09-09 |
ind_computers_phones_household_electronics |
0.0693 |
0.0010 |
0.0001 |
tilt_INDUSTRY |
| 2025-09-08 |
2025-09-09 |
ind_aerospace_defense |
-0.0038 |
-0.0087 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-08 |
2025-09-09 |
ind_construction_materials |
-0.0005 |
0.0048 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-08 |
2025-09-09 |
ind_construction_engineering |
0.0527 |
0.0005 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-08 |
2025-09-09 |
ind_passenger_transportation |
-0.0188 |
-0.0011 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-08 |
2025-09-09 |
stability |
4.4806 |
0.0001 |
0.0005 |
alpha_QUALITY |
| 2025-09-08 |
2025-09-09 |
ind_homebuilding_building_products |
-0.0331 |
0.0085 |
-0.0003 |
tilt_INDUSTRY |
| 2025-09-08 |
2025-09-09 |
ind_natural_gas_utilities |
0.0056 |
-0.0045 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-08 |
2025-09-09 |
ind_media_publishing |
0.0171 |
0.0048 |
0.0001 |
tilt_INDUSTRY |
| 2025-09-08 |
2025-09-09 |
ind_machinery |
0.1504 |
-0.0009 |
-0.0001 |
tilt_INDUSTRY |
| 2025-09-08 |
2025-09-09 |
size_MICRO |
-0.0100 |
0.0009 |
-0.0000 |
tilt_SIZE |
| 2025-09-08 |
2025-09-09 |
ind_consumer_goods_conglomerates |
0.0164 |
0.0136 |
0.0002 |
tilt_INDUSTRY |
| 2025-09-08 |
2025-09-09 |
value_gc |
2.0102 |
0.0005 |
0.0010 |
alpha_VALUE |
| 2025-09-08 |
2025-09-09 |
linkage |
0.6532 |
0.0004 |
0.0003 |
alpha_MOMENTUM |
| 2025-09-08 |
2025-09-09 |
ind_communications_equipment |
0.0181 |
-0.0076 |
-0.0001 |
tilt_INDUSTRY |
| 2025-09-08 |
2025-09-09 |
country_TW |
0.0380 |
0.0068 |
0.0003 |
tilt_COUNTRY |
| 2025-09-08 |
2025-09-09 |
sbeta_market |
0.0278 |
-0.0124 |
-0.0003 |
risk_exposure |
| 2025-09-08 |
2025-09-09 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-09-08 |
2025-09-09 |
ind_oil_gas_equipment_services |
-0.0146 |
-0.0043 |
0.0001 |
tilt_INDUSTRY |
| 2025-09-08 |
2025-09-09 |
pdiscrepancy |
NaN |
NaN |
-0.0000 |
unexplained |
| 2025-09-08 |
2025-09-09 |
country_AU |
-0.0996 |
-0.0070 |
0.0007 |
tilt_COUNTRY |
| 2025-09-08 |
2025-09-09 |
ind_beverages |
-0.0610 |
0.0016 |
-0.0001 |
tilt_INDUSTRY |
| 2025-09-08 |
2025-09-09 |
country_JP |
-0.1012 |
-0.0030 |
0.0003 |
tilt_COUNTRY |
| 2025-09-08 |
2025-09-09 |
ind_semiconductors |
0.0215 |
-0.0036 |
-0.0001 |
tilt_INDUSTRY |
| 2025-09-08 |
2025-09-09 |
ind_banking_services |
-0.0829 |
0.0005 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-08 |
2025-09-09 |
ind_food_tobacco |
0.0577 |
-0.0011 |
-0.0001 |
tilt_INDUSTRY |
| 2025-09-08 |
2025-09-09 |
reversal |
1.0592 |
-0.0001 |
-0.0001 |
alpha_REVERSAL |
| 2025-09-08 |
2025-09-09 |
ind_telecommunications_serices |
0.1191 |
-0.0083 |
-0.0010 |
tilt_INDUSTRY |
| 2025-09-08 |
2025-09-09 |
ind_commercial_services_supplies |
-0.0267 |
0.0025 |
-0.0001 |
tilt_INDUSTRY |
| 2025-09-08 |
2025-09-09 |
ind_electronic_equipment |
-0.0526 |
-0.0057 |
0.0003 |
tilt_INDUSTRY |
| 2025-09-08 |
2025-09-09 |
ind_water_utilities |
-0.0081 |
0.0001 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-08 |
2025-09-09 |
ind_industrial_distribution |
0.0320 |
-0.0031 |
-0.0001 |
tilt_INDUSTRY |
| 2025-09-08 |
2025-09-09 |
country_NZ |
-0.0077 |
-0.0060 |
0.0000 |
tilt_COUNTRY |
| 2025-09-08 |
2025-09-09 |
ind_multiline_utilities |
-0.0130 |
-0.0034 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-08 |
2025-09-09 |
sdiscrepancy |
NaN |
NaN |
-0.0008 |
unexplained |
| 2025-09-08 |
2025-09-09 |
ind_fintech |
-0.0015 |
0.0060 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-08 |
2025-09-09 |
ind_office_equipment |
-0.0174 |
-0.0107 |
0.0002 |
tilt_INDUSTRY |
| 2025-09-08 |
2025-09-09 |
size_SMALL |
-0.0044 |
-0.0007 |
0.0000 |
tilt_SIZE |
| 2025-09-08 |
2025-09-09 |
ind_integrated_hardware_software |
0.0099 |
-0.0097 |
-0.0001 |
tilt_INDUSTRY |
| 2025-09-08 |
2025-09-09 |
ind_software_it_services |
0.0226 |
0.0007 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-08 |
2025-09-09 |
ind_uranium |
-0.0024 |
0.0086 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-08 |
2025-09-09 |
value_liq |
0.8096 |
0.0009 |
0.0007 |
alpha_VALUE |
| 2025-09-08 |
2025-09-09 |
ind_holding_companies |
0.0070 |
0.0141 |
0.0001 |
tilt_INDUSTRY |
| 2025-09-08 |
2025-09-09 |
ind_pharmaceuticals |
-0.0627 |
-0.0066 |
0.0004 |
tilt_INDUSTRY |
| 2025-09-08 |
2025-09-09 |
ind_healthcare_providers_services |
0.0154 |
-0.0021 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-08 |
2025-09-09 |
neglect |
1.1150 |
0.0002 |
0.0002 |
alpha_VALUE |
| 2025-09-08 |
2025-09-09 |
ind_transportation_infrastructure |
0.0096 |
0.0021 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-08 |
2025-09-09 |
linearCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-09-08 |
2025-09-09 |
ind_metals_mining |
-0.0269 |
0.0090 |
-0.0002 |
tilt_INDUSTRY |
| 2025-09-08 |
2025-09-09 |
ind_paper_forestry |
-0.0001 |
0.0091 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-08 |
2025-09-09 |
ind_containers_packaging |
0.0053 |
-0.0010 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-08 |
2025-09-09 |
country_TH |
0.1041 |
0.0022 |
0.0002 |
tilt_COUNTRY |
| 2025-09-08 |
2025-09-09 |
country_SG |
-0.0142 |
-0.0054 |
0.0001 |
tilt_COUNTRY |
| 2025-09-08 |
2025-09-09 |
ind_food_drug_retail |
0.0289 |
-0.0038 |
-0.0001 |
tilt_INDUSTRY |
| 2025-09-08 |
2025-09-09 |
country_ID |
0.0000 |
-0.0213 |
0.0000 |
tilt_COUNTRY |
| 2025-09-08 |
2025-09-09 |
country_KR |
-0.0997 |
0.0083 |
-0.0008 |
tilt_COUNTRY |
| 2025-09-08 |
2025-09-09 |
ind_chemicals |
0.0412 |
-0.0009 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-08 |
2025-09-09 |
fmom |
0.2715 |
0.0005 |
0.0001 |
alpha_QUALITY |
| 2025-09-08 |
2025-09-09 |
ind_renewable_energy |
0.0065 |
-0.0062 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-08 |
2025-09-09 |
ind_household_products_services |
-0.0270 |
-0.0017 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-08 |
2025-09-09 |
momentum |
-0.0876 |
-0.0005 |
0.0000 |
alpha_MOMENTUM |
| 2025-09-08 |
2025-09-09 |
ind_diversified_retail |
-0.0039 |
0.0070 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-08 |
2025-09-09 |
size_LARGE |
0.0670 |
0.0011 |
0.0001 |
tilt_SIZE |
| 2025-09-08 |
2025-09-09 |
ind_leisure_products |
0.0090 |
-0.0063 |
-0.0001 |
tilt_INDUSTRY |
| 2025-09-08 |
2025-09-09 |
ind_specialty_reatil |
-0.0029 |
-0.0040 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-08 |
2025-09-09 |
size_MID |
-0.0951 |
-0.0001 |
0.0000 |
tilt_SIZE |
| 2025-09-08 |
2025-09-09 |
quality |
3.7784 |
0.0012 |
0.0044 |
alpha_QUALITY |
| 2025-09-08 |
2025-09-09 |
country_CN |
-0.0452 |
-0.0019 |
0.0001 |
tilt_COUNTRY |
| 2025-09-08 |
2025-09-09 |
ind_biotechnology |
-0.0238 |
-0.0111 |
0.0003 |
tilt_INDUSTRY |
| 2025-09-08 |
2025-09-09 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-09-08 |
2025-09-09 |
ind_insurance |
0.0341 |
0.0054 |
0.0002 |
tilt_INDUSTRY |
| 2025-09-08 |
2025-09-09 |
ind_coal |
-0.0473 |
0.0005 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-08 |
2025-09-09 |
country_MY |
0.0159 |
0.0009 |
0.0000 |
tilt_COUNTRY |
| 2025-09-08 |
2025-09-09 |
ind_freight_logistics |
-0.0350 |
-0.0042 |
0.0001 |
tilt_INDUSTRY |
| 2025-09-08 |
2025-09-09 |
revision |
1.3280 |
0.0009 |
0.0012 |
alpha_REVISION |
| 2025-09-08 |
2025-09-09 |
ind_healthcare_equipment_supplies |
-0.0989 |
-0.0095 |
0.0009 |
tilt_INDUSTRY |
| 2025-09-08 |
2025-09-09 |
ind_oil_gas |
0.0385 |
-0.0048 |
-0.0002 |
tilt_INDUSTRY |
| 2025-09-08 |
2025-09-09 |
ind_household_goods |
-0.0273 |
0.0040 |
-0.0001 |
tilt_INDUSTRY |
| 2025-09-08 |
2025-09-09 |
ind_textiles_apparel |
0.0022 |
0.0011 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-08 |
2025-09-09 |
country_IN |
0.0000 |
-0.0014 |
0.0000 |
tilt_COUNTRY |
| 2025-09-09 |
2025-09-10 |
ind_aerospace_defense |
-0.0044 |
0.0125 |
-0.0001 |
tilt_INDUSTRY |
| 2025-09-09 |
2025-09-10 |
ind_containers_packaging |
0.0052 |
-0.0048 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-09 |
2025-09-10 |
ind_electric_utilities_ipps |
-0.1003 |
0.0027 |
-0.0003 |
tilt_INDUSTRY |
| 2025-09-09 |
2025-09-10 |
ind_investment_services |
0.0770 |
0.0012 |
0.0001 |
tilt_INDUSTRY |
| 2025-09-09 |
2025-09-10 |
country_SG |
-0.0142 |
-0.0015 |
0.0000 |
tilt_COUNTRY |
| 2025-09-09 |
2025-09-10 |
ind_oil_gas |
0.0456 |
-0.0010 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-09 |
2025-09-10 |
country_KR |
-0.0997 |
0.0104 |
-0.0010 |
tilt_COUNTRY |
| 2025-09-09 |
2025-09-10 |
size_LARGE |
0.0659 |
0.0022 |
0.0001 |
tilt_SIZE |
| 2025-09-09 |
2025-09-10 |
value_liq |
0.7778 |
-0.0014 |
-0.0011 |
alpha_VALUE |
| 2025-09-09 |
2025-09-10 |
ind_diversified_retail |
-0.0039 |
-0.0022 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-09 |
2025-09-10 |
ind_freight_logistics |
-0.0350 |
0.0052 |
-0.0002 |
tilt_INDUSTRY |
| 2025-09-09 |
2025-09-10 |
ind_automobile |
-0.0501 |
-0.0103 |
0.0005 |
tilt_INDUSTRY |
| 2025-09-09 |
2025-09-10 |
ind_software_it_services |
0.0185 |
0.0058 |
0.0001 |
tilt_INDUSTRY |
| 2025-09-09 |
2025-09-10 |
size_MICRO |
-0.0102 |
0.0002 |
-0.0000 |
tilt_SIZE |
| 2025-09-09 |
2025-09-10 |
country_AU |
-0.1001 |
0.0021 |
-0.0002 |
tilt_COUNTRY |
| 2025-09-09 |
2025-09-10 |
ind_construction_materials |
-0.0006 |
-0.0026 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-09 |
2025-09-10 |
ind_household_products_services |
-0.0278 |
-0.0052 |
0.0001 |
tilt_INDUSTRY |
| 2025-09-09 |
2025-09-10 |
ind_banking_services |
-0.0836 |
0.0092 |
-0.0008 |
tilt_INDUSTRY |
| 2025-09-09 |
2025-09-10 |
linkage |
0.6246 |
0.0004 |
0.0002 |
alpha_MOMENTUM |
| 2025-09-09 |
2025-09-10 |
reversal |
0.9094 |
0.0018 |
0.0017 |
alpha_REVERSAL |
| 2025-09-09 |
2025-09-10 |
country_MY |
0.0165 |
0.0006 |
0.0000 |
tilt_COUNTRY |
| 2025-09-09 |
2025-09-10 |
linearCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-09-09 |
2025-09-10 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-09-09 |
2025-09-10 |
revision |
1.3938 |
0.0010 |
0.0014 |
alpha_REVISION |
| 2025-09-09 |
2025-09-10 |
ind_coal |
-0.0468 |
-0.0050 |
0.0002 |
tilt_INDUSTRY |
| 2025-09-09 |
2025-09-10 |
ind_specialty_reatil |
-0.0014 |
0.0002 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-09 |
2025-09-10 |
ind_healthcare_providers_services |
0.0136 |
0.0049 |
0.0001 |
tilt_INDUSTRY |
| 2025-09-09 |
2025-09-10 |
ind_fintech |
-0.0015 |
0.0037 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-09 |
2025-09-10 |
ind_leisure_products |
0.0091 |
0.0011 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-09 |
2025-09-10 |
size_SMALL |
-0.0035 |
-0.0001 |
0.0000 |
tilt_SIZE |
| 2025-09-09 |
2025-09-10 |
ind_holding_companies |
0.0070 |
0.0035 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-09 |
2025-09-10 |
ind_transportation_infrastructure |
0.0105 |
0.0000 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-09 |
2025-09-10 |
ind_metals_mining |
-0.0265 |
-0.0100 |
0.0003 |
tilt_INDUSTRY |
| 2025-09-09 |
2025-09-10 |
ind_industrial_distribution |
0.0330 |
-0.0028 |
-0.0001 |
tilt_INDUSTRY |
| 2025-09-09 |
2025-09-10 |
ind_chemicals |
0.0341 |
-0.0096 |
-0.0003 |
tilt_INDUSTRY |
| 2025-09-09 |
2025-09-10 |
ind_food_drug_retail |
0.0276 |
0.0018 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-09 |
2025-09-10 |
neglect |
1.1145 |
0.0005 |
0.0006 |
alpha_VALUE |
| 2025-09-09 |
2025-09-10 |
country_CN |
-0.0535 |
-0.0043 |
0.0002 |
tilt_COUNTRY |
| 2025-09-09 |
2025-09-10 |
ind_insurance |
0.0366 |
0.0038 |
0.0001 |
tilt_INDUSTRY |
| 2025-09-09 |
2025-09-10 |
ind_textiles_apparel |
0.0011 |
-0.0007 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-09 |
2025-09-10 |
country_XH |
0.0638 |
0.0028 |
0.0002 |
tilt_COUNTRY |
| 2025-09-09 |
2025-09-10 |
specret |
NaN |
NaN |
0.0034 |
unexplained |
| 2025-09-09 |
2025-09-10 |
ind_real_estate_operations |
-0.0416 |
0.0026 |
-0.0001 |
tilt_INDUSTRY |
| 2025-09-09 |
2025-09-10 |
ind_electronic_equipment |
-0.0530 |
0.0003 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-09 |
2025-09-10 |
sbeta_market |
0.0268 |
0.0052 |
0.0001 |
risk_exposure |
| 2025-09-09 |
2025-09-10 |
ind_telecommunications_serices |
0.1197 |
0.0089 |
0.0011 |
tilt_INDUSTRY |
| 2025-09-09 |
2025-09-10 |
ind_communications_equipment |
0.0205 |
0.0074 |
0.0002 |
tilt_INDUSTRY |
| 2025-09-09 |
2025-09-10 |
pdiscrepancy |
NaN |
NaN |
-0.0001 |
unexplained |
| 2025-09-09 |
2025-09-10 |
ind_semiconductors |
0.0217 |
0.0052 |
0.0001 |
tilt_INDUSTRY |
| 2025-09-09 |
2025-09-10 |
ind_commercial_services_supplies |
-0.0254 |
-0.0002 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-09 |
2025-09-10 |
ind_natural_gas_utilities |
0.0051 |
0.0048 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-09 |
2025-09-10 |
ind_computers_phones_household_electronics |
0.0690 |
0.0049 |
0.0003 |
tilt_INDUSTRY |
| 2025-09-09 |
2025-09-10 |
country_HK |
0.1064 |
0.0039 |
0.0004 |
tilt_COUNTRY |
| 2025-09-09 |
2025-09-10 |
ind_passenger_transportation |
-0.0191 |
-0.0004 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-09 |
2025-09-10 |
country_NZ |
-0.0058 |
0.0102 |
-0.0001 |
tilt_COUNTRY |
| 2025-09-09 |
2025-09-10 |
country_TH |
0.1043 |
-0.0036 |
-0.0004 |
tilt_COUNTRY |
| 2025-09-09 |
2025-09-10 |
ind_paper_forestry |
0.0000 |
-0.0002 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-09 |
2025-09-10 |
country_ID |
0.0000 |
0.0099 |
0.0000 |
tilt_COUNTRY |
| 2025-09-09 |
2025-09-10 |
country_PH |
0.0031 |
-0.0021 |
-0.0000 |
tilt_COUNTRY |
| 2025-09-09 |
2025-09-10 |
ind_homebuilding_building_products |
-0.0328 |
-0.0114 |
0.0004 |
tilt_INDUSTRY |
| 2025-09-09 |
2025-09-10 |
ind_consumer_goods_conglomerates |
0.0145 |
-0.0004 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-09 |
2025-09-10 |
value_gc |
1.9759 |
0.0010 |
0.0020 |
alpha_VALUE |
| 2025-09-09 |
2025-09-10 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-09-09 |
2025-09-10 |
ind_beverages |
-0.0568 |
0.0008 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-09 |
2025-09-10 |
ind_food_tobacco |
0.0601 |
-0.0018 |
-0.0001 |
tilt_INDUSTRY |
| 2025-09-09 |
2025-09-10 |
ind_media_publishing |
0.0175 |
0.0095 |
0.0002 |
tilt_INDUSTRY |
| 2025-09-09 |
2025-09-10 |
ind_water_utilities |
-0.0080 |
-0.0036 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-09 |
2025-09-10 |
ind_hotels_entertainment |
-0.0233 |
-0.0011 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-09 |
2025-09-10 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-09-09 |
2025-09-10 |
ind_construction_engineering |
0.0522 |
-0.0001 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-09 |
2025-09-10 |
fmom |
0.2582 |
0.0002 |
0.0000 |
alpha_QUALITY |
| 2025-09-09 |
2025-09-10 |
ind_healthcare_equipment_supplies |
-0.0943 |
-0.0052 |
0.0005 |
tilt_INDUSTRY |
| 2025-09-09 |
2025-09-10 |
ind_biotechnology |
-0.0239 |
-0.0046 |
0.0001 |
tilt_INDUSTRY |
| 2025-09-09 |
2025-09-10 |
ind_machinery |
0.1438 |
-0.0040 |
-0.0006 |
tilt_INDUSTRY |
| 2025-09-09 |
2025-09-10 |
country_JP |
-0.0960 |
0.0021 |
-0.0002 |
tilt_COUNTRY |
| 2025-09-09 |
2025-09-10 |
country_IN |
0.0000 |
0.0080 |
0.0000 |
tilt_COUNTRY |
| 2025-09-09 |
2025-09-10 |
quality |
3.7727 |
0.0000 |
0.0001 |
alpha_QUALITY |
| 2025-09-09 |
2025-09-10 |
momentum |
-0.0955 |
0.0003 |
-0.0000 |
alpha_MOMENTUM |
| 2025-09-09 |
2025-09-10 |
ind_household_goods |
-0.0289 |
-0.0077 |
0.0002 |
tilt_INDUSTRY |
| 2025-09-09 |
2025-09-10 |
ind_renewable_energy |
0.0066 |
-0.0165 |
-0.0001 |
tilt_INDUSTRY |
| 2025-09-09 |
2025-09-10 |
ind_multiline_utilities |
-0.0130 |
0.0058 |
-0.0001 |
tilt_INDUSTRY |
| 2025-09-09 |
2025-09-10 |
ind_oil_gas_equipment_services |
-0.0143 |
0.0024 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-09 |
2025-09-10 |
sdiscrepancy |
NaN |
NaN |
-0.0006 |
unexplained |
| 2025-09-09 |
2025-09-10 |
ind_office_equipment |
-0.0172 |
-0.0027 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-09 |
2025-09-10 |
market |
-0.0385 |
-0.0033 |
0.0001 |
risk_exposure |
| 2025-09-09 |
2025-09-10 |
stability |
4.4327 |
0.0005 |
0.0020 |
alpha_QUALITY |
| 2025-09-09 |
2025-09-10 |
ind_integrated_hardware_software |
0.0093 |
0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-09 |
2025-09-10 |
ind_uranium |
-0.0024 |
-0.0413 |
0.0001 |
tilt_INDUSTRY |
| 2025-09-09 |
2025-09-10 |
ind_pharmaceuticals |
-0.0612 |
-0.0049 |
0.0003 |
tilt_INDUSTRY |
| 2025-09-09 |
2025-09-10 |
size_MID |
-0.0907 |
-0.0013 |
0.0001 |
tilt_SIZE |
| 2025-09-09 |
2025-09-10 |
country_TW |
0.0368 |
0.0008 |
0.0000 |
tilt_COUNTRY |
| 2025-09-10 |
2025-09-11 |
reversal |
0.7993 |
0.0022 |
0.0017 |
alpha_REVERSAL |
| 2025-09-10 |
2025-09-11 |
ind_multiline_utilities |
-0.0131 |
0.0066 |
-0.0001 |
tilt_INDUSTRY |
| 2025-09-10 |
2025-09-11 |
ind_homebuilding_building_products |
-0.0326 |
-0.0063 |
0.0002 |
tilt_INDUSTRY |
| 2025-09-10 |
2025-09-11 |
country_SG |
-0.0165 |
0.0001 |
-0.0000 |
tilt_COUNTRY |
| 2025-09-10 |
2025-09-11 |
revision |
1.4409 |
0.0020 |
0.0028 |
alpha_REVISION |
| 2025-09-10 |
2025-09-11 |
country_TH |
0.1044 |
0.0039 |
0.0004 |
tilt_COUNTRY |
| 2025-09-10 |
2025-09-11 |
neglect |
1.1470 |
-0.0003 |
-0.0003 |
alpha_VALUE |
| 2025-09-10 |
2025-09-11 |
ind_automobile |
-0.0511 |
-0.0066 |
0.0003 |
tilt_INDUSTRY |
| 2025-09-10 |
2025-09-11 |
ind_software_it_services |
0.0094 |
0.0014 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-10 |
2025-09-11 |
ind_water_utilities |
-0.0081 |
0.0004 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-10 |
2025-09-11 |
ind_biotechnology |
-0.0221 |
-0.0234 |
0.0005 |
tilt_INDUSTRY |
| 2025-09-10 |
2025-09-11 |
impactCost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-09-10 |
2025-09-11 |
ind_healthcare_equipment_supplies |
-0.0954 |
-0.0024 |
0.0002 |
tilt_INDUSTRY |
| 2025-09-10 |
2025-09-11 |
country_TW |
0.0356 |
-0.0211 |
-0.0007 |
tilt_COUNTRY |
| 2025-09-10 |
2025-09-11 |
ind_electric_utilities_ipps |
-0.1028 |
0.0010 |
-0.0001 |
tilt_INDUSTRY |
| 2025-09-10 |
2025-09-11 |
size_MID |
-0.0996 |
0.0025 |
-0.0002 |
tilt_SIZE |
| 2025-09-10 |
2025-09-11 |
ind_construction_materials |
-0.0005 |
-0.0045 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-10 |
2025-09-11 |
momentum |
-0.1179 |
0.0013 |
-0.0002 |
alpha_MOMENTUM |
| 2025-09-10 |
2025-09-11 |
ind_insurance |
0.0393 |
-0.0049 |
-0.0002 |
tilt_INDUSTRY |
| 2025-09-10 |
2025-09-11 |
country_MY |
0.0168 |
-0.0007 |
-0.0000 |
tilt_COUNTRY |
| 2025-09-10 |
2025-09-11 |
ind_computers_phones_household_electronics |
0.0691 |
0.0049 |
0.0003 |
tilt_INDUSTRY |
| 2025-09-10 |
2025-09-11 |
ind_real_estate_operations |
-0.0452 |
-0.0041 |
0.0002 |
tilt_INDUSTRY |
| 2025-09-10 |
2025-09-11 |
country_IN |
0.0000 |
0.0015 |
0.0000 |
tilt_COUNTRY |
| 2025-09-10 |
2025-09-11 |
ind_household_goods |
-0.0306 |
-0.0070 |
0.0002 |
tilt_INDUSTRY |
| 2025-09-10 |
2025-09-11 |
ind_paper_forestry |
-0.0001 |
-0.0063 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-10 |
2025-09-11 |
sdiscrepancy |
NaN |
NaN |
0.0003 |
unexplained |
| 2025-09-10 |
2025-09-11 |
ind_semiconductors |
0.0216 |
0.0149 |
0.0003 |
tilt_INDUSTRY |
| 2025-09-10 |
2025-09-11 |
ind_integrated_hardware_software |
0.0094 |
0.0105 |
0.0001 |
tilt_INDUSTRY |
| 2025-09-10 |
2025-09-11 |
specret |
NaN |
NaN |
-0.0035 |
unexplained |
| 2025-09-10 |
2025-09-11 |
ind_media_publishing |
0.0208 |
-0.0114 |
-0.0002 |
tilt_INDUSTRY |
| 2025-09-10 |
2025-09-11 |
ind_office_equipment |
-0.0172 |
-0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-10 |
2025-09-11 |
market |
-0.0476 |
-0.0047 |
0.0002 |
risk_exposure |
| 2025-09-10 |
2025-09-11 |
ind_food_tobacco |
0.0618 |
0.0019 |
0.0001 |
tilt_INDUSTRY |
| 2025-09-10 |
2025-09-11 |
size_MICRO |
-0.0088 |
-0.0066 |
0.0001 |
tilt_SIZE |
| 2025-09-10 |
2025-09-11 |
ind_pharmaceuticals |
-0.0510 |
-0.0079 |
0.0004 |
tilt_INDUSTRY |
| 2025-09-10 |
2025-09-11 |
ind_banking_services |
-0.0899 |
-0.0013 |
0.0001 |
tilt_INDUSTRY |
| 2025-09-10 |
2025-09-11 |
ind_specialty_reatil |
-0.0019 |
-0.0036 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-10 |
2025-09-11 |
stability |
4.4271 |
0.0004 |
0.0019 |
alpha_QUALITY |
| 2025-09-10 |
2025-09-11 |
ind_household_products_services |
-0.0296 |
-0.0035 |
0.0001 |
tilt_INDUSTRY |
| 2025-09-10 |
2025-09-11 |
ind_freight_logistics |
-0.0349 |
-0.0052 |
0.0002 |
tilt_INDUSTRY |
| 2025-09-10 |
2025-09-11 |
country_JP |
-0.0959 |
-0.0032 |
0.0003 |
tilt_COUNTRY |
| 2025-09-10 |
2025-09-11 |
linkage |
0.6229 |
-0.0002 |
-0.0001 |
alpha_MOMENTUM |
| 2025-09-10 |
2025-09-11 |
linearCost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-09-10 |
2025-09-11 |
ind_oil_gas_equipment_services |
-0.0146 |
-0.0028 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-10 |
2025-09-11 |
ind_textiles_apparel |
0.0002 |
-0.0056 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-10 |
2025-09-11 |
value_liq |
0.7697 |
-0.0006 |
-0.0005 |
alpha_VALUE |
| 2025-09-10 |
2025-09-11 |
country_KR |
-0.1004 |
0.0037 |
-0.0004 |
tilt_COUNTRY |
| 2025-09-10 |
2025-09-11 |
country_CN |
-0.0635 |
0.0057 |
-0.0004 |
tilt_COUNTRY |
| 2025-09-10 |
2025-09-11 |
ind_investment_services |
0.0806 |
0.0035 |
0.0003 |
tilt_INDUSTRY |
| 2025-09-10 |
2025-09-11 |
ind_machinery |
0.1455 |
0.0029 |
0.0004 |
tilt_INDUSTRY |
| 2025-09-10 |
2025-09-11 |
ind_oil_gas |
0.0517 |
0.0043 |
0.0002 |
tilt_INDUSTRY |
| 2025-09-10 |
2025-09-11 |
ind_beverages |
-0.0542 |
-0.0049 |
0.0003 |
tilt_INDUSTRY |
| 2025-09-10 |
2025-09-11 |
country_AU |
-0.1003 |
-0.0036 |
0.0004 |
tilt_COUNTRY |
| 2025-09-10 |
2025-09-11 |
size_LARGE |
0.0654 |
-0.0003 |
-0.0000 |
tilt_SIZE |
| 2025-09-10 |
2025-09-11 |
ind_aerospace_defense |
-0.0051 |
0.0027 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-10 |
2025-09-11 |
ind_electronic_equipment |
-0.0531 |
0.0107 |
-0.0006 |
tilt_INDUSTRY |
| 2025-09-10 |
2025-09-11 |
ind_uranium |
-0.0024 |
-0.0152 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-10 |
2025-09-11 |
ind_construction_engineering |
0.0521 |
0.0012 |
0.0001 |
tilt_INDUSTRY |
| 2025-09-10 |
2025-09-11 |
ind_transportation_infrastructure |
0.0112 |
-0.0011 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-10 |
2025-09-11 |
ind_natural_gas_utilities |
0.0047 |
0.0072 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-10 |
2025-09-11 |
pdiscrepancy |
NaN |
NaN |
-0.0000 |
unexplained |
| 2025-09-10 |
2025-09-11 |
quality |
3.7909 |
-0.0000 |
-0.0001 |
alpha_QUALITY |
| 2025-09-10 |
2025-09-11 |
size_SMALL |
-0.0046 |
-0.0022 |
0.0000 |
tilt_SIZE |
| 2025-09-10 |
2025-09-11 |
ind_diversified_retail |
-0.0039 |
-0.0048 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-10 |
2025-09-11 |
value_gc |
1.9731 |
-0.0000 |
-0.0000 |
alpha_VALUE |
| 2025-09-10 |
2025-09-11 |
ind_commercial_services_supplies |
-0.0271 |
-0.0026 |
0.0001 |
tilt_INDUSTRY |
| 2025-09-10 |
2025-09-11 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-09-10 |
2025-09-11 |
fmom |
0.2783 |
0.0003 |
0.0001 |
alpha_QUALITY |
| 2025-09-10 |
2025-09-11 |
sbeta_market |
0.0136 |
0.0123 |
0.0002 |
risk_exposure |
| 2025-09-10 |
2025-09-11 |
ind_communications_equipment |
0.0175 |
0.0124 |
0.0002 |
tilt_INDUSTRY |
| 2025-09-10 |
2025-09-11 |
ind_metals_mining |
-0.0212 |
-0.0005 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-10 |
2025-09-11 |
country_XH |
0.0632 |
-0.0105 |
-0.0007 |
tilt_COUNTRY |
| 2025-09-10 |
2025-09-11 |
ind_holding_companies |
0.0069 |
-0.0165 |
-0.0001 |
tilt_INDUSTRY |
| 2025-09-10 |
2025-09-11 |
ind_fintech |
-0.0015 |
0.0046 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-10 |
2025-09-11 |
ind_leisure_products |
0.0094 |
-0.0023 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-10 |
2025-09-11 |
country_ID |
0.0000 |
0.0105 |
0.0000 |
tilt_COUNTRY |
| 2025-09-10 |
2025-09-11 |
ind_coal |
-0.0465 |
-0.0066 |
0.0003 |
tilt_INDUSTRY |
| 2025-09-10 |
2025-09-11 |
ind_passenger_transportation |
-0.0200 |
-0.0068 |
0.0001 |
tilt_INDUSTRY |
| 2025-09-10 |
2025-09-11 |
country_NZ |
-0.0018 |
-0.0055 |
0.0000 |
tilt_COUNTRY |
| 2025-09-10 |
2025-09-11 |
ind_containers_packaging |
0.0052 |
-0.0044 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-10 |
2025-09-11 |
ind_industrial_distribution |
0.0355 |
-0.0053 |
-0.0002 |
tilt_INDUSTRY |
| 2025-09-10 |
2025-09-11 |
ind_chemicals |
0.0174 |
-0.0027 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-10 |
2025-09-11 |
ind_healthcare_providers_services |
0.0125 |
-0.0044 |
-0.0001 |
tilt_INDUSTRY |
| 2025-09-10 |
2025-09-11 |
ind_renewable_energy |
0.0078 |
-0.0085 |
-0.0001 |
tilt_INDUSTRY |
| 2025-09-10 |
2025-09-11 |
ind_telecommunications_serices |
0.1195 |
0.0073 |
0.0009 |
tilt_INDUSTRY |
| 2025-09-10 |
2025-09-11 |
ind_food_drug_retail |
0.0276 |
-0.0008 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-10 |
2025-09-11 |
country_PH |
0.0033 |
0.0001 |
0.0000 |
tilt_COUNTRY |
| 2025-09-10 |
2025-09-11 |
country_HK |
0.1078 |
-0.0031 |
-0.0003 |
tilt_COUNTRY |
| 2025-09-10 |
2025-09-11 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-09-10 |
2025-09-11 |
ind_consumer_goods_conglomerates |
0.0147 |
0.0048 |
0.0001 |
tilt_INDUSTRY |
| 2025-09-10 |
2025-09-11 |
ind_hotels_entertainment |
-0.0228 |
-0.0057 |
0.0001 |
tilt_INDUSTRY |
| 2025-09-11 |
2025-09-12 |
country_CN |
-0.0524 |
-0.0054 |
0.0003 |
tilt_COUNTRY |
| 2025-09-11 |
2025-09-12 |
ind_coal |
-0.0467 |
0.0016 |
-0.0001 |
tilt_INDUSTRY |
| 2025-09-11 |
2025-09-12 |
ind_specialty_reatil |
-0.0041 |
0.0010 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-11 |
2025-09-12 |
reversal |
0.8076 |
-0.0006 |
-0.0005 |
alpha_REVERSAL |
| 2025-09-11 |
2025-09-12 |
country_HK |
0.1087 |
0.0009 |
0.0001 |
tilt_COUNTRY |
| 2025-09-11 |
2025-09-12 |
country_JP |
-0.0933 |
0.0030 |
-0.0003 |
tilt_COUNTRY |
| 2025-09-11 |
2025-09-12 |
ind_passenger_transportation |
-0.0206 |
-0.0012 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-11 |
2025-09-12 |
ind_leisure_products |
0.0103 |
-0.0006 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-11 |
2025-09-12 |
linearCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-09-11 |
2025-09-12 |
ind_commercial_services_supplies |
-0.0314 |
0.0016 |
-0.0001 |
tilt_INDUSTRY |
| 2025-09-11 |
2025-09-12 |
ind_oil_gas_equipment_services |
-0.0147 |
0.0025 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-11 |
2025-09-12 |
country_TH |
0.1035 |
0.0056 |
0.0006 |
tilt_COUNTRY |
| 2025-09-11 |
2025-09-12 |
ind_beverages |
-0.0520 |
-0.0083 |
0.0004 |
tilt_INDUSTRY |
| 2025-09-11 |
2025-09-12 |
ind_food_drug_retail |
0.0278 |
-0.0004 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-11 |
2025-09-12 |
specret |
NaN |
NaN |
0.0004 |
unexplained |
| 2025-09-11 |
2025-09-12 |
ind_chemicals |
0.0148 |
0.0002 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-11 |
2025-09-12 |
ind_paper_forestry |
-0.0005 |
0.0015 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-11 |
2025-09-12 |
ind_electronic_equipment |
-0.0465 |
-0.0009 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-11 |
2025-09-12 |
ind_pharmaceuticals |
-0.0373 |
0.0037 |
-0.0001 |
tilt_INDUSTRY |
| 2025-09-11 |
2025-09-12 |
ind_uranium |
-0.0024 |
-0.0131 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-11 |
2025-09-12 |
ind_industrial_distribution |
0.0383 |
-0.0018 |
-0.0001 |
tilt_INDUSTRY |
| 2025-09-11 |
2025-09-12 |
country_IN |
0.0000 |
0.0050 |
0.0000 |
tilt_COUNTRY |
| 2025-09-11 |
2025-09-12 |
ind_computers_phones_household_electronics |
0.0692 |
0.0049 |
0.0003 |
tilt_INDUSTRY |
| 2025-09-11 |
2025-09-12 |
size_MID |
-0.0968 |
-0.0016 |
0.0002 |
tilt_SIZE |
| 2025-09-11 |
2025-09-12 |
ind_telecommunications_serices |
0.1198 |
-0.0009 |
-0.0001 |
tilt_INDUSTRY |
| 2025-09-11 |
2025-09-12 |
country_ID |
0.0000 |
0.0131 |
0.0000 |
tilt_COUNTRY |
| 2025-09-11 |
2025-09-12 |
ind_transportation_infrastructure |
0.0119 |
0.0036 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-11 |
2025-09-12 |
ind_biotechnology |
-0.0203 |
0.0092 |
-0.0002 |
tilt_INDUSTRY |
| 2025-09-11 |
2025-09-12 |
ind_water_utilities |
-0.0080 |
0.0017 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-11 |
2025-09-12 |
size_SMALL |
-0.0029 |
-0.0002 |
0.0000 |
tilt_SIZE |
| 2025-09-11 |
2025-09-12 |
ind_insurance |
0.0414 |
-0.0026 |
-0.0001 |
tilt_INDUSTRY |
| 2025-09-11 |
2025-09-12 |
ind_communications_equipment |
0.0063 |
-0.0031 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-11 |
2025-09-12 |
ind_food_tobacco |
0.0616 |
-0.0035 |
-0.0002 |
tilt_INDUSTRY |
| 2025-09-11 |
2025-09-12 |
ind_fintech |
-0.0016 |
-0.0114 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-11 |
2025-09-12 |
ind_machinery |
0.1478 |
-0.0032 |
-0.0005 |
tilt_INDUSTRY |
| 2025-09-11 |
2025-09-12 |
country_SG |
-0.0187 |
0.0026 |
-0.0000 |
tilt_COUNTRY |
| 2025-09-11 |
2025-09-12 |
country_TW |
0.0377 |
0.0054 |
0.0002 |
tilt_COUNTRY |
| 2025-09-11 |
2025-09-12 |
size_MICRO |
-0.0085 |
0.0016 |
-0.0000 |
tilt_SIZE |
| 2025-09-11 |
2025-09-12 |
ind_real_estate_operations |
-0.0471 |
0.0098 |
-0.0005 |
tilt_INDUSTRY |
| 2025-09-11 |
2025-09-12 |
ind_household_goods |
-0.0292 |
-0.0081 |
0.0002 |
tilt_INDUSTRY |
| 2025-09-11 |
2025-09-12 |
sdiscrepancy |
NaN |
NaN |
-0.0005 |
unexplained |
| 2025-09-11 |
2025-09-12 |
ind_multiline_utilities |
-0.0132 |
0.0059 |
-0.0001 |
tilt_INDUSTRY |
| 2025-09-11 |
2025-09-12 |
ind_office_equipment |
-0.0173 |
0.0005 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-11 |
2025-09-12 |
ind_integrated_hardware_software |
0.0094 |
0.0057 |
0.0001 |
tilt_INDUSTRY |
| 2025-09-11 |
2025-09-12 |
fmom |
0.3126 |
0.0002 |
0.0001 |
alpha_QUALITY |
| 2025-09-11 |
2025-09-12 |
neglect |
1.1967 |
0.0009 |
0.0011 |
alpha_VALUE |
| 2025-09-11 |
2025-09-12 |
ind_healthcare_providers_services |
0.0114 |
-0.0010 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-11 |
2025-09-12 |
ind_homebuilding_building_products |
-0.0327 |
-0.0031 |
0.0001 |
tilt_INDUSTRY |
| 2025-09-11 |
2025-09-12 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-09-11 |
2025-09-12 |
revision |
1.4186 |
-0.0006 |
-0.0009 |
alpha_REVISION |
| 2025-09-11 |
2025-09-12 |
ind_consumer_goods_conglomerates |
0.0152 |
-0.0037 |
-0.0001 |
tilt_INDUSTRY |
| 2025-09-11 |
2025-09-12 |
country_MY |
0.0176 |
0.0088 |
0.0002 |
tilt_COUNTRY |
| 2025-09-11 |
2025-09-12 |
country_NZ |
0.0000 |
0.0041 |
0.0000 |
tilt_COUNTRY |
| 2025-09-11 |
2025-09-12 |
ind_natural_gas_utilities |
0.0045 |
0.0005 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-11 |
2025-09-12 |
pdiscrepancy |
NaN |
NaN |
-0.0000 |
unexplained |
| 2025-09-11 |
2025-09-12 |
value_gc |
1.9833 |
0.0000 |
0.0001 |
alpha_VALUE |
| 2025-09-11 |
2025-09-12 |
sbeta_market |
0.0188 |
0.0056 |
0.0001 |
risk_exposure |
| 2025-09-11 |
2025-09-12 |
country_XH |
0.0574 |
0.0025 |
0.0001 |
tilt_COUNTRY |
| 2025-09-11 |
2025-09-12 |
ind_holding_companies |
0.0068 |
-0.0064 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-11 |
2025-09-12 |
ind_metals_mining |
-0.0186 |
0.0134 |
-0.0002 |
tilt_INDUSTRY |
| 2025-09-11 |
2025-09-12 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-09-11 |
2025-09-12 |
quality |
3.7993 |
-0.0010 |
-0.0039 |
alpha_QUALITY |
| 2025-09-11 |
2025-09-12 |
ind_renewable_energy |
0.0088 |
-0.0101 |
-0.0001 |
tilt_INDUSTRY |
| 2025-09-11 |
2025-09-12 |
country_PH |
0.0034 |
-0.0030 |
-0.0000 |
tilt_COUNTRY |
| 2025-09-11 |
2025-09-12 |
ind_containers_packaging |
0.0052 |
0.0006 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-11 |
2025-09-12 |
ind_hotels_entertainment |
-0.0226 |
-0.0002 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-11 |
2025-09-12 |
ind_diversified_retail |
-0.0051 |
-0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-11 |
2025-09-12 |
ind_construction_materials |
-0.0004 |
0.0034 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-11 |
2025-09-12 |
ind_semiconductors |
0.0171 |
0.0039 |
0.0001 |
tilt_INDUSTRY |
| 2025-09-11 |
2025-09-12 |
ind_textiles_apparel |
-0.0001 |
-0.0056 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-11 |
2025-09-12 |
ind_automobile |
-0.0519 |
-0.0048 |
0.0002 |
tilt_INDUSTRY |
| 2025-09-11 |
2025-09-12 |
momentum |
-0.1353 |
-0.0003 |
0.0000 |
alpha_MOMENTUM |
| 2025-09-11 |
2025-09-12 |
ind_oil_gas |
0.0482 |
-0.0071 |
-0.0003 |
tilt_INDUSTRY |
| 2025-09-11 |
2025-09-12 |
country_AU |
-0.1012 |
0.0050 |
-0.0005 |
tilt_COUNTRY |
| 2025-09-11 |
2025-09-12 |
size_LARGE |
0.0698 |
0.0025 |
0.0002 |
tilt_SIZE |
| 2025-09-11 |
2025-09-12 |
linkage |
0.5852 |
-0.0004 |
-0.0003 |
alpha_MOMENTUM |
| 2025-09-11 |
2025-09-12 |
stability |
4.4067 |
-0.0004 |
-0.0019 |
alpha_QUALITY |
| 2025-09-11 |
2025-09-12 |
ind_investment_services |
0.0811 |
-0.0062 |
-0.0005 |
tilt_INDUSTRY |
| 2025-09-11 |
2025-09-12 |
ind_aerospace_defense |
-0.0054 |
0.0040 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-11 |
2025-09-12 |
market |
-0.0384 |
-0.0043 |
0.0002 |
risk_exposure |
| 2025-09-11 |
2025-09-12 |
ind_software_it_services |
0.0029 |
-0.0001 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-11 |
2025-09-12 |
country_KR |
-0.1011 |
0.0082 |
-0.0008 |
tilt_COUNTRY |
| 2025-09-11 |
2025-09-12 |
ind_freight_logistics |
-0.0342 |
0.0020 |
-0.0001 |
tilt_INDUSTRY |
| 2025-09-11 |
2025-09-12 |
ind_electric_utilities_ipps |
-0.1048 |
-0.0000 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-11 |
2025-09-12 |
ind_household_products_services |
-0.0316 |
-0.0044 |
0.0001 |
tilt_INDUSTRY |
| 2025-09-11 |
2025-09-12 |
value_liq |
0.7895 |
-0.0008 |
-0.0006 |
alpha_VALUE |
| 2025-09-11 |
2025-09-12 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-09-11 |
2025-09-12 |
ind_banking_services |
-0.0798 |
-0.0015 |
0.0001 |
tilt_INDUSTRY |
| 2025-09-11 |
2025-09-12 |
ind_media_publishing |
0.0256 |
0.0036 |
0.0001 |
tilt_INDUSTRY |
| 2025-09-11 |
2025-09-12 |
ind_construction_engineering |
0.0517 |
0.0033 |
0.0002 |
tilt_INDUSTRY |
| 2025-09-11 |
2025-09-12 |
ind_healthcare_equipment_supplies |
-0.0949 |
-0.0030 |
0.0003 |
tilt_INDUSTRY |
| 2025-09-12 |
2025-09-15 |
value_gc |
2.0204 |
-0.0008 |
-0.0015 |
alpha_VALUE |
| 2025-09-12 |
2025-09-15 |
ind_commercial_services_supplies |
-0.0329 |
0.0032 |
-0.0001 |
tilt_INDUSTRY |
| 2025-09-12 |
2025-09-15 |
ind_investment_services |
0.0797 |
-0.0007 |
-0.0001 |
tilt_INDUSTRY |
| 2025-09-12 |
2025-09-15 |
stability |
4.3902 |
-0.0002 |
-0.0009 |
alpha_QUALITY |
| 2025-09-12 |
2025-09-15 |
bcost |
NaN |
NaN |
-0.0008 |
cost |
| 2025-09-12 |
2025-09-15 |
ind_construction_engineering |
0.0504 |
0.0016 |
0.0001 |
tilt_INDUSTRY |
| 2025-09-12 |
2025-09-15 |
ind_renewable_energy |
0.0086 |
0.0018 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-12 |
2025-09-15 |
ind_containers_packaging |
0.0052 |
0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-12 |
2025-09-15 |
ind_passenger_transportation |
-0.0209 |
0.0003 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-12 |
2025-09-15 |
ind_computers_phones_household_electronics |
0.0691 |
0.0018 |
0.0001 |
tilt_INDUSTRY |
| 2025-09-12 |
2025-09-15 |
country_AU |
-0.1061 |
0.0028 |
-0.0003 |
tilt_COUNTRY |
| 2025-09-12 |
2025-09-15 |
ind_construction_materials |
-0.0003 |
0.0018 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-12 |
2025-09-15 |
ind_real_estate_operations |
-0.0485 |
0.0026 |
-0.0001 |
tilt_INDUSTRY |
| 2025-09-12 |
2025-09-15 |
specret |
NaN |
NaN |
-0.0084 |
unexplained |
| 2025-09-12 |
2025-09-15 |
ind_semiconductors |
0.0038 |
0.0006 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-12 |
2025-09-15 |
ind_pharmaceuticals |
-0.0316 |
0.0000 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-12 |
2025-09-15 |
ind_electric_utilities_ipps |
-0.1075 |
0.0007 |
-0.0001 |
tilt_INDUSTRY |
| 2025-09-12 |
2025-09-15 |
ind_integrated_hardware_software |
0.0097 |
-0.0067 |
-0.0001 |
tilt_INDUSTRY |
| 2025-09-12 |
2025-09-15 |
ind_software_it_services |
0.0018 |
-0.0002 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-12 |
2025-09-15 |
ind_homebuilding_building_products |
-0.0328 |
0.0023 |
-0.0001 |
tilt_INDUSTRY |
| 2025-09-12 |
2025-09-15 |
ind_insurance |
0.0407 |
-0.0031 |
-0.0001 |
tilt_INDUSTRY |
| 2025-09-12 |
2025-09-15 |
country_CN |
-0.0558 |
-0.0012 |
0.0001 |
tilt_COUNTRY |
| 2025-09-12 |
2025-09-15 |
ind_electronic_equipment |
-0.0411 |
-0.0028 |
0.0001 |
tilt_INDUSTRY |
| 2025-09-12 |
2025-09-15 |
ind_diversified_retail |
-0.0063 |
0.0004 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-12 |
2025-09-15 |
ind_telecommunications_serices |
0.1203 |
-0.0024 |
-0.0003 |
tilt_INDUSTRY |
| 2025-09-12 |
2025-09-15 |
ind_communications_equipment |
-0.0001 |
-0.0095 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-12 |
2025-09-15 |
ind_specialty_reatil |
-0.0059 |
0.0013 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-12 |
2025-09-15 |
ind_consumer_goods_conglomerates |
0.0155 |
0.0005 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-12 |
2025-09-15 |
ind_biotechnology |
-0.0214 |
0.0025 |
-0.0001 |
tilt_INDUSTRY |
| 2025-09-12 |
2025-09-15 |
country_HK |
0.1079 |
-0.0021 |
-0.0002 |
tilt_COUNTRY |
| 2025-09-12 |
2025-09-15 |
ind_household_goods |
-0.0277 |
-0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-12 |
2025-09-15 |
country_MY |
0.0181 |
0.0021 |
0.0000 |
tilt_COUNTRY |
| 2025-09-12 |
2025-09-15 |
momentum |
-0.1041 |
-0.0006 |
0.0001 |
alpha_MOMENTUM |
| 2025-09-12 |
2025-09-15 |
value_liq |
0.8377 |
0.0011 |
0.0009 |
alpha_VALUE |
| 2025-09-12 |
2025-09-15 |
ind_healthcare_equipment_supplies |
-0.0949 |
-0.0018 |
0.0002 |
tilt_INDUSTRY |
| 2025-09-12 |
2025-09-15 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-09-12 |
2025-09-15 |
ind_media_publishing |
0.0287 |
-0.0020 |
-0.0001 |
tilt_INDUSTRY |
| 2025-09-12 |
2025-09-15 |
market |
-0.0468 |
-0.0028 |
0.0001 |
risk_exposure |
| 2025-09-12 |
2025-09-15 |
ind_aerospace_defense |
-0.0054 |
-0.0052 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-12 |
2025-09-15 |
size_LARGE |
0.0745 |
0.0017 |
0.0001 |
tilt_SIZE |
| 2025-09-12 |
2025-09-15 |
ind_oil_gas |
0.0435 |
0.0040 |
0.0002 |
tilt_INDUSTRY |
| 2025-09-12 |
2025-09-15 |
ind_textiles_apparel |
-0.0019 |
-0.0000 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-12 |
2025-09-15 |
country_KR |
-0.1001 |
0.0052 |
-0.0005 |
tilt_COUNTRY |
| 2025-09-12 |
2025-09-15 |
ind_automobile |
-0.0517 |
0.0057 |
-0.0003 |
tilt_INDUSTRY |
| 2025-09-12 |
2025-09-15 |
linkage |
0.6256 |
-0.0005 |
-0.0003 |
alpha_MOMENTUM |
| 2025-09-12 |
2025-09-15 |
sdiscrepancy |
NaN |
NaN |
-0.0002 |
unexplained |
| 2025-09-12 |
2025-09-15 |
ind_freight_logistics |
-0.0381 |
0.0010 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-12 |
2025-09-15 |
ind_multiline_utilities |
-0.0132 |
0.0078 |
-0.0001 |
tilt_INDUSTRY |
| 2025-09-12 |
2025-09-15 |
fmom |
0.3203 |
-0.0003 |
-0.0001 |
alpha_QUALITY |
| 2025-09-12 |
2025-09-15 |
country_TW |
0.0396 |
-0.0046 |
-0.0002 |
tilt_COUNTRY |
| 2025-09-12 |
2025-09-15 |
ind_hotels_entertainment |
-0.0215 |
0.0032 |
-0.0001 |
tilt_INDUSTRY |
| 2025-09-12 |
2025-09-15 |
country_PH |
0.0033 |
-0.0099 |
-0.0000 |
tilt_COUNTRY |
| 2025-09-12 |
2025-09-15 |
quality |
3.8114 |
0.0003 |
0.0012 |
alpha_QUALITY |
| 2025-09-12 |
2025-09-15 |
ind_metals_mining |
-0.0213 |
-0.0043 |
0.0001 |
tilt_INDUSTRY |
| 2025-09-12 |
2025-09-15 |
ind_holding_companies |
0.0019 |
-0.0140 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-12 |
2025-09-15 |
country_XH |
0.0544 |
-0.0038 |
-0.0002 |
tilt_COUNTRY |
| 2025-09-12 |
2025-09-15 |
sbeta_market |
0.0102 |
0.0010 |
0.0000 |
risk_exposure |
| 2025-09-12 |
2025-09-15 |
pdiscrepancy |
NaN |
NaN |
-0.0004 |
unexplained |
| 2025-09-12 |
2025-09-15 |
ind_natural_gas_utilities |
0.0045 |
0.0005 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-12 |
2025-09-15 |
country_NZ |
0.0000 |
-0.0008 |
0.0000 |
tilt_COUNTRY |
| 2025-09-12 |
2025-09-15 |
revision |
1.3969 |
-0.0007 |
-0.0010 |
alpha_REVISION |
| 2025-09-12 |
2025-09-15 |
fcost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-09-12 |
2025-09-15 |
ind_healthcare_providers_services |
0.0097 |
-0.0032 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-12 |
2025-09-15 |
neglect |
1.2202 |
-0.0003 |
-0.0004 |
alpha_VALUE |
| 2025-09-12 |
2025-09-15 |
ind_office_equipment |
-0.0175 |
0.0019 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-12 |
2025-09-15 |
ind_household_products_services |
-0.0324 |
0.0001 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-12 |
2025-09-15 |
country_SG |
-0.0188 |
0.0012 |
-0.0000 |
tilt_COUNTRY |
| 2025-09-12 |
2025-09-15 |
ind_uranium |
-0.0025 |
0.0234 |
-0.0001 |
tilt_INDUSTRY |
| 2025-09-12 |
2025-09-15 |
ind_chemicals |
0.0222 |
-0.0015 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-12 |
2025-09-15 |
ind_food_drug_retail |
0.0280 |
0.0014 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-12 |
2025-09-15 |
country_TH |
0.1019 |
0.0075 |
0.0008 |
tilt_COUNTRY |
| 2025-09-12 |
2025-09-15 |
ind_paper_forestry |
-0.0008 |
0.0078 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-12 |
2025-09-15 |
ind_banking_services |
-0.0603 |
-0.0023 |
0.0001 |
tilt_INDUSTRY |
| 2025-09-12 |
2025-09-15 |
country_ID |
0.0000 |
0.0072 |
0.0000 |
tilt_COUNTRY |
| 2025-09-12 |
2025-09-15 |
country_IN |
0.0000 |
0.0059 |
0.0000 |
tilt_COUNTRY |
| 2025-09-12 |
2025-09-15 |
ind_transportation_infrastructure |
0.0119 |
0.0019 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-12 |
2025-09-15 |
size_SMALL |
-0.0078 |
-0.0009 |
0.0000 |
tilt_SIZE |
| 2025-09-12 |
2025-09-15 |
size_MID |
-0.1046 |
-0.0004 |
0.0000 |
tilt_SIZE |
| 2025-09-12 |
2025-09-15 |
ind_water_utilities |
-0.0079 |
0.0001 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-12 |
2025-09-15 |
ind_food_tobacco |
0.0591 |
0.0032 |
0.0002 |
tilt_INDUSTRY |
| 2025-09-12 |
2025-09-15 |
ind_fintech |
-0.0016 |
0.0037 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-12 |
2025-09-15 |
ind_industrial_distribution |
0.0394 |
-0.0004 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-12 |
2025-09-15 |
ind_machinery |
0.1510 |
0.0004 |
0.0001 |
tilt_INDUSTRY |
| 2025-09-12 |
2025-09-15 |
size_MICRO |
-0.0090 |
0.0015 |
-0.0000 |
tilt_SIZE |
| 2025-09-12 |
2025-09-15 |
ind_leisure_products |
0.0110 |
0.0019 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-12 |
2025-09-15 |
ind_oil_gas_equipment_services |
-0.0148 |
0.0148 |
-0.0002 |
tilt_INDUSTRY |
| 2025-09-12 |
2025-09-15 |
linearCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-09-12 |
2025-09-15 |
ind_coal |
-0.0478 |
0.0145 |
-0.0007 |
tilt_INDUSTRY |
| 2025-09-12 |
2025-09-15 |
ind_beverages |
-0.0509 |
-0.0013 |
0.0001 |
tilt_INDUSTRY |
| 2025-09-12 |
2025-09-15 |
reversal |
0.7640 |
-0.0004 |
-0.0003 |
alpha_REVERSAL |
| 2025-09-12 |
2025-09-15 |
country_JP |
-0.0913 |
0.0013 |
-0.0001 |
tilt_COUNTRY |
| 2025-09-15 |
2025-09-16 |
country_HK |
0.1070 |
-0.0061 |
-0.0007 |
tilt_COUNTRY |
| 2025-09-15 |
2025-09-16 |
country_NZ |
0.0000 |
0.0068 |
0.0000 |
tilt_COUNTRY |
| 2025-09-15 |
2025-09-16 |
country_PH |
0.0034 |
0.0122 |
0.0000 |
tilt_COUNTRY |
| 2025-09-15 |
2025-09-16 |
ind_leisure_products |
0.0110 |
-0.0025 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-15 |
2025-09-16 |
ind_industrial_distribution |
0.0395 |
0.0069 |
0.0003 |
tilt_INDUSTRY |
| 2025-09-15 |
2025-09-16 |
value_gc |
2.0490 |
-0.0006 |
-0.0011 |
alpha_VALUE |
| 2025-09-15 |
2025-09-16 |
ind_hotels_entertainment |
-0.0196 |
-0.0028 |
0.0001 |
tilt_INDUSTRY |
| 2025-09-15 |
2025-09-16 |
ind_metals_mining |
-0.0264 |
-0.0060 |
0.0002 |
tilt_INDUSTRY |
| 2025-09-15 |
2025-09-16 |
country_ID |
0.0000 |
0.0037 |
0.0000 |
tilt_COUNTRY |
| 2025-09-15 |
2025-09-16 |
size_SMALL |
-0.0090 |
0.0020 |
-0.0000 |
tilt_SIZE |
| 2025-09-15 |
2025-09-16 |
sbeta_market |
0.0080 |
0.0107 |
0.0001 |
risk_exposure |
| 2025-09-15 |
2025-09-16 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-09-15 |
2025-09-16 |
ind_household_products_services |
-0.0336 |
0.0004 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-15 |
2025-09-16 |
ind_integrated_hardware_software |
0.0105 |
0.0089 |
0.0001 |
tilt_INDUSTRY |
| 2025-09-15 |
2025-09-16 |
size_MICRO |
-0.0094 |
0.0038 |
-0.0000 |
tilt_SIZE |
| 2025-09-15 |
2025-09-16 |
country_JP |
-0.0928 |
0.0028 |
-0.0003 |
tilt_COUNTRY |
| 2025-09-15 |
2025-09-16 |
stability |
4.3980 |
0.0007 |
0.0030 |
alpha_QUALITY |
| 2025-09-15 |
2025-09-16 |
ind_investment_services |
0.0788 |
-0.0034 |
-0.0003 |
tilt_INDUSTRY |
| 2025-09-15 |
2025-09-16 |
country_KR |
-0.0997 |
0.0001 |
-0.0000 |
tilt_COUNTRY |
| 2025-09-15 |
2025-09-16 |
size_LARGE |
0.0710 |
-0.0019 |
-0.0001 |
tilt_SIZE |
| 2025-09-15 |
2025-09-16 |
ind_machinery |
0.1500 |
0.0018 |
0.0003 |
tilt_INDUSTRY |
| 2025-09-15 |
2025-09-16 |
country_CN |
-0.0556 |
-0.0030 |
0.0002 |
tilt_COUNTRY |
| 2025-09-15 |
2025-09-16 |
ind_media_publishing |
0.0328 |
-0.0005 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-15 |
2025-09-16 |
ind_insurance |
0.0343 |
-0.0080 |
-0.0003 |
tilt_INDUSTRY |
| 2025-09-15 |
2025-09-16 |
size_MID |
-0.1032 |
-0.0007 |
0.0001 |
tilt_SIZE |
| 2025-09-15 |
2025-09-16 |
country_MY |
0.0181 |
0.0033 |
0.0001 |
tilt_COUNTRY |
| 2025-09-15 |
2025-09-16 |
ind_household_goods |
-0.0278 |
0.0033 |
-0.0001 |
tilt_INDUSTRY |
| 2025-09-15 |
2025-09-16 |
country_IN |
0.0000 |
0.0098 |
0.0000 |
tilt_COUNTRY |
| 2025-09-15 |
2025-09-16 |
sdiscrepancy |
NaN |
NaN |
-0.0001 |
unexplained |
| 2025-09-15 |
2025-09-16 |
specret |
NaN |
NaN |
-0.0057 |
unexplained |
| 2025-09-15 |
2025-09-16 |
ind_homebuilding_building_products |
-0.0328 |
-0.0018 |
0.0001 |
tilt_INDUSTRY |
| 2025-09-15 |
2025-09-16 |
revision |
1.3882 |
-0.0012 |
-0.0017 |
alpha_REVISION |
| 2025-09-15 |
2025-09-16 |
country_AU |
-0.1037 |
0.0092 |
-0.0010 |
tilt_COUNTRY |
| 2025-09-15 |
2025-09-16 |
ind_containers_packaging |
0.0051 |
-0.0063 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-15 |
2025-09-16 |
ind_beverages |
-0.0511 |
0.0006 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-15 |
2025-09-16 |
ind_freight_logistics |
-0.0391 |
0.0037 |
-0.0001 |
tilt_INDUSTRY |
| 2025-09-15 |
2025-09-16 |
ind_banking_services |
-0.0552 |
-0.0019 |
0.0001 |
tilt_INDUSTRY |
| 2025-09-15 |
2025-09-16 |
linearCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-09-15 |
2025-09-16 |
ind_oil_gas_equipment_services |
-0.0146 |
-0.0069 |
0.0001 |
tilt_INDUSTRY |
| 2025-09-15 |
2025-09-16 |
country_SG |
-0.0190 |
0.0043 |
-0.0001 |
tilt_COUNTRY |
| 2025-09-15 |
2025-09-16 |
ind_food_tobacco |
0.0562 |
-0.0031 |
-0.0002 |
tilt_INDUSTRY |
| 2025-09-15 |
2025-09-16 |
ind_biotechnology |
-0.0211 |
-0.0115 |
0.0002 |
tilt_INDUSTRY |
| 2025-09-15 |
2025-09-16 |
linkage |
0.6463 |
-0.0002 |
-0.0001 |
alpha_MOMENTUM |
| 2025-09-15 |
2025-09-16 |
country_TH |
0.0991 |
0.0113 |
0.0011 |
tilt_COUNTRY |
| 2025-09-15 |
2025-09-16 |
ind_paper_forestry |
-0.0014 |
-0.0013 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-15 |
2025-09-16 |
ind_food_drug_retail |
0.0274 |
-0.0013 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-15 |
2025-09-16 |
ind_chemicals |
0.0288 |
-0.0055 |
-0.0002 |
tilt_INDUSTRY |
| 2025-09-15 |
2025-09-16 |
ind_transportation_infrastructure |
0.0119 |
0.0081 |
0.0001 |
tilt_INDUSTRY |
| 2025-09-15 |
2025-09-16 |
ind_fintech |
-0.0016 |
0.0059 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-15 |
2025-09-16 |
ind_coal |
-0.0479 |
0.0065 |
-0.0003 |
tilt_INDUSTRY |
| 2025-09-15 |
2025-09-16 |
ind_textiles_apparel |
-0.0020 |
0.0074 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-15 |
2025-09-16 |
ind_uranium |
-0.0024 |
0.0487 |
-0.0001 |
tilt_INDUSTRY |
| 2025-09-15 |
2025-09-16 |
ind_automobile |
-0.0526 |
0.0080 |
-0.0004 |
tilt_INDUSTRY |
| 2025-09-15 |
2025-09-16 |
ind_oil_gas |
0.0507 |
0.0014 |
0.0001 |
tilt_INDUSTRY |
| 2025-09-15 |
2025-09-16 |
ind_aerospace_defense |
-0.0060 |
-0.0013 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-15 |
2025-09-16 |
quality |
3.8502 |
-0.0002 |
-0.0008 |
alpha_QUALITY |
| 2025-09-15 |
2025-09-16 |
ind_holding_companies |
0.0018 |
-0.0001 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-15 |
2025-09-16 |
country_XH |
0.0554 |
-0.0081 |
-0.0004 |
tilt_COUNTRY |
| 2025-09-15 |
2025-09-16 |
pdiscrepancy |
NaN |
NaN |
-0.0000 |
unexplained |
| 2025-09-15 |
2025-09-16 |
ind_natural_gas_utilities |
0.0045 |
0.0046 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-15 |
2025-09-16 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-09-15 |
2025-09-16 |
ind_healthcare_providers_services |
0.0082 |
-0.0034 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-15 |
2025-09-16 |
neglect |
1.2237 |
0.0006 |
0.0008 |
alpha_VALUE |
| 2025-09-15 |
2025-09-16 |
fmom |
0.3395 |
-0.0001 |
-0.0000 |
alpha_QUALITY |
| 2025-09-15 |
2025-09-16 |
ind_office_equipment |
-0.0174 |
-0.0030 |
0.0001 |
tilt_INDUSTRY |
| 2025-09-15 |
2025-09-16 |
momentum |
-0.1121 |
0.0008 |
-0.0001 |
alpha_MOMENTUM |
| 2025-09-15 |
2025-09-16 |
value_liq |
0.8776 |
-0.0004 |
-0.0004 |
alpha_VALUE |
| 2025-09-15 |
2025-09-16 |
ind_healthcare_equipment_supplies |
-0.0955 |
0.0022 |
-0.0002 |
tilt_INDUSTRY |
| 2025-09-15 |
2025-09-16 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-09-15 |
2025-09-16 |
ind_multiline_utilities |
-0.0131 |
0.0038 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-15 |
2025-09-16 |
reversal |
0.8947 |
0.0003 |
0.0002 |
alpha_REVERSAL |
| 2025-09-15 |
2025-09-16 |
market |
-0.0506 |
-0.0076 |
0.0004 |
risk_exposure |
| 2025-09-15 |
2025-09-16 |
ind_passenger_transportation |
-0.0198 |
0.0068 |
-0.0001 |
tilt_INDUSTRY |
| 2025-09-15 |
2025-09-16 |
ind_commercial_services_supplies |
-0.0319 |
-0.0008 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-15 |
2025-09-16 |
ind_water_utilities |
-0.0079 |
-0.0012 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-15 |
2025-09-16 |
country_TW |
0.0372 |
0.0023 |
0.0001 |
tilt_COUNTRY |
| 2025-09-15 |
2025-09-16 |
ind_semiconductors |
-0.0030 |
0.0046 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-15 |
2025-09-16 |
ind_diversified_retail |
-0.0068 |
0.0043 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-15 |
2025-09-16 |
ind_specialty_reatil |
-0.0060 |
-0.0018 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-15 |
2025-09-16 |
ind_real_estate_operations |
-0.0493 |
0.0002 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-15 |
2025-09-16 |
ind_pharmaceuticals |
-0.0320 |
-0.0040 |
0.0001 |
tilt_INDUSTRY |
| 2025-09-15 |
2025-09-16 |
ind_computers_phones_household_electronics |
0.0691 |
0.0002 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-15 |
2025-09-16 |
ind_electronic_equipment |
-0.0377 |
0.0034 |
-0.0001 |
tilt_INDUSTRY |
| 2025-09-15 |
2025-09-16 |
ind_communications_equipment |
0.0008 |
0.0051 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-15 |
2025-09-16 |
ind_electric_utilities_ipps |
-0.1092 |
-0.0009 |
0.0001 |
tilt_INDUSTRY |
| 2025-09-15 |
2025-09-16 |
ind_consumer_goods_conglomerates |
0.0152 |
-0.0073 |
-0.0001 |
tilt_INDUSTRY |
| 2025-09-15 |
2025-09-16 |
ind_renewable_energy |
0.0086 |
-0.0014 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-15 |
2025-09-16 |
ind_telecommunications_serices |
0.1198 |
0.0037 |
0.0004 |
tilt_INDUSTRY |
| 2025-09-15 |
2025-09-16 |
ind_software_it_services |
0.0008 |
0.0004 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-15 |
2025-09-16 |
ind_construction_materials |
-0.0003 |
-0.0023 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-15 |
2025-09-16 |
ind_construction_engineering |
0.0503 |
0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-16 |
2025-09-17 |
ind_household_goods |
-0.0295 |
0.0117 |
-0.0003 |
tilt_INDUSTRY |
| 2025-09-16 |
2025-09-17 |
country_MY |
0.0177 |
0.0133 |
0.0002 |
tilt_COUNTRY |
| 2025-09-16 |
2025-09-17 |
sdiscrepancy |
NaN |
NaN |
-0.0002 |
unexplained |
| 2025-09-16 |
2025-09-17 |
momentum |
-0.1173 |
0.0001 |
-0.0000 |
alpha_MOMENTUM |
| 2025-09-16 |
2025-09-17 |
ind_healthcare_equipment_supplies |
-0.0951 |
-0.0055 |
0.0005 |
tilt_INDUSTRY |
| 2025-09-16 |
2025-09-17 |
ind_semiconductors |
0.0010 |
-0.0002 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-16 |
2025-09-17 |
ind_construction_materials |
-0.0003 |
-0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-16 |
2025-09-17 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-09-16 |
2025-09-17 |
ind_media_publishing |
0.0353 |
-0.0046 |
-0.0002 |
tilt_INDUSTRY |
| 2025-09-16 |
2025-09-17 |
market |
-0.0445 |
-0.0026 |
0.0001 |
risk_exposure |
| 2025-09-16 |
2025-09-17 |
ind_electric_utilities_ipps |
-0.1095 |
-0.0034 |
0.0004 |
tilt_INDUSTRY |
| 2025-09-16 |
2025-09-17 |
value_liq |
0.8924 |
0.0006 |
0.0005 |
alpha_VALUE |
| 2025-09-16 |
2025-09-17 |
ind_office_equipment |
-0.0173 |
0.0029 |
-0.0001 |
tilt_INDUSTRY |
| 2025-09-16 |
2025-09-17 |
ind_containers_packaging |
0.0051 |
0.0018 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-16 |
2025-09-17 |
fmom |
0.3626 |
-0.0004 |
-0.0002 |
alpha_QUALITY |
| 2025-09-16 |
2025-09-17 |
country_PH |
0.0034 |
0.0091 |
0.0000 |
tilt_COUNTRY |
| 2025-09-16 |
2025-09-17 |
quality |
3.8835 |
-0.0005 |
-0.0019 |
alpha_QUALITY |
| 2025-09-16 |
2025-09-17 |
ind_metals_mining |
-0.0305 |
-0.0049 |
0.0001 |
tilt_INDUSTRY |
| 2025-09-16 |
2025-09-17 |
ind_holding_companies |
0.0019 |
0.0000 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-16 |
2025-09-17 |
ind_renewable_energy |
0.0087 |
0.0107 |
0.0001 |
tilt_INDUSTRY |
| 2025-09-16 |
2025-09-17 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-09-16 |
2025-09-17 |
country_XH |
0.0561 |
0.0099 |
0.0006 |
tilt_COUNTRY |
| 2025-09-16 |
2025-09-17 |
sbeta_market |
0.0163 |
0.0037 |
0.0001 |
risk_exposure |
| 2025-09-16 |
2025-09-17 |
pdiscrepancy |
NaN |
NaN |
-0.0000 |
unexplained |
| 2025-09-16 |
2025-09-17 |
ind_real_estate_operations |
-0.0489 |
0.0004 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-16 |
2025-09-17 |
value_gc |
2.0615 |
-0.0000 |
-0.0000 |
alpha_VALUE |
| 2025-09-16 |
2025-09-17 |
ind_hotels_entertainment |
-0.0181 |
0.0033 |
-0.0001 |
tilt_INDUSTRY |
| 2025-09-16 |
2025-09-17 |
country_NZ |
0.0000 |
0.0033 |
0.0000 |
tilt_COUNTRY |
| 2025-09-16 |
2025-09-17 |
ind_diversified_retail |
-0.0074 |
-0.0032 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-16 |
2025-09-17 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-09-16 |
2025-09-17 |
ind_healthcare_providers_services |
0.0074 |
-0.0025 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-16 |
2025-09-17 |
ind_consumer_goods_conglomerates |
0.0144 |
-0.0098 |
-0.0001 |
tilt_INDUSTRY |
| 2025-09-16 |
2025-09-17 |
neglect |
1.2233 |
-0.0009 |
-0.0011 |
alpha_VALUE |
| 2025-09-16 |
2025-09-17 |
ind_aerospace_defense |
-0.0067 |
0.0021 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-16 |
2025-09-17 |
ind_integrated_hardware_software |
0.0111 |
-0.0047 |
-0.0001 |
tilt_INDUSTRY |
| 2025-09-16 |
2025-09-17 |
ind_natural_gas_utilities |
0.0045 |
-0.0073 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-16 |
2025-09-17 |
size_LARGE |
0.0676 |
0.0007 |
0.0000 |
tilt_SIZE |
| 2025-09-16 |
2025-09-17 |
ind_telecommunications_serices |
0.1194 |
0.0013 |
0.0002 |
tilt_INDUSTRY |
| 2025-09-16 |
2025-09-17 |
ind_oil_gas |
0.0582 |
0.0028 |
0.0002 |
tilt_INDUSTRY |
| 2025-09-16 |
2025-09-17 |
ind_uranium |
-0.0024 |
-0.0264 |
0.0001 |
tilt_INDUSTRY |
| 2025-09-16 |
2025-09-17 |
country_CN |
-0.0456 |
0.0017 |
-0.0001 |
tilt_COUNTRY |
| 2025-09-16 |
2025-09-17 |
ind_insurance |
0.0290 |
-0.0071 |
-0.0002 |
tilt_INDUSTRY |
| 2025-09-16 |
2025-09-17 |
ind_computers_phones_household_electronics |
0.0687 |
0.0000 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-16 |
2025-09-17 |
ind_paper_forestry |
-0.0038 |
0.0037 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-16 |
2025-09-17 |
ind_food_drug_retail |
0.0249 |
0.0047 |
0.0001 |
tilt_INDUSTRY |
| 2025-09-16 |
2025-09-17 |
specret |
NaN |
NaN |
-0.0052 |
unexplained |
| 2025-09-16 |
2025-09-17 |
ind_chemicals |
0.0303 |
0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-16 |
2025-09-17 |
country_ID |
0.0000 |
0.0083 |
0.0000 |
tilt_COUNTRY |
| 2025-09-16 |
2025-09-17 |
country_IN |
0.0000 |
0.0045 |
0.0000 |
tilt_COUNTRY |
| 2025-09-16 |
2025-09-17 |
ind_industrial_distribution |
0.0395 |
-0.0035 |
-0.0001 |
tilt_INDUSTRY |
| 2025-09-16 |
2025-09-17 |
ind_communications_equipment |
0.0014 |
-0.0009 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-16 |
2025-09-17 |
size_SMALL |
-0.0035 |
-0.0013 |
0.0000 |
tilt_SIZE |
| 2025-09-16 |
2025-09-17 |
ind_fintech |
-0.0017 |
0.0081 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-16 |
2025-09-17 |
ind_coal |
-0.0476 |
0.0155 |
-0.0007 |
tilt_INDUSTRY |
| 2025-09-16 |
2025-09-17 |
ind_leisure_products |
0.0107 |
0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-16 |
2025-09-17 |
country_HK |
0.1060 |
0.0049 |
0.0005 |
tilt_COUNTRY |
| 2025-09-16 |
2025-09-17 |
ind_textiles_apparel |
0.0013 |
-0.0022 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-16 |
2025-09-17 |
ind_electronic_equipment |
-0.0368 |
0.0061 |
-0.0002 |
tilt_INDUSTRY |
| 2025-09-16 |
2025-09-17 |
ind_passenger_transportation |
-0.0171 |
0.0083 |
-0.0001 |
tilt_INDUSTRY |
| 2025-09-16 |
2025-09-17 |
ind_transportation_infrastructure |
0.0120 |
-0.0004 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-16 |
2025-09-17 |
ind_software_it_services |
0.0001 |
0.0033 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-16 |
2025-09-17 |
size_MID |
-0.0984 |
0.0008 |
-0.0001 |
tilt_SIZE |
| 2025-09-16 |
2025-09-17 |
ind_specialty_reatil |
-0.0061 |
0.0042 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-16 |
2025-09-17 |
country_KR |
-0.1008 |
-0.0058 |
0.0006 |
tilt_COUNTRY |
| 2025-09-16 |
2025-09-17 |
ind_commercial_services_supplies |
-0.0338 |
-0.0006 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-16 |
2025-09-17 |
ind_automobile |
-0.0522 |
0.0063 |
-0.0003 |
tilt_INDUSTRY |
| 2025-09-16 |
2025-09-17 |
linkage |
0.7149 |
-0.0007 |
-0.0005 |
alpha_MOMENTUM |
| 2025-09-16 |
2025-09-17 |
ind_investment_services |
0.0770 |
-0.0001 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-16 |
2025-09-17 |
ind_freight_logistics |
-0.0376 |
-0.0015 |
0.0001 |
tilt_INDUSTRY |
| 2025-09-16 |
2025-09-17 |
stability |
4.3931 |
0.0009 |
0.0039 |
alpha_QUALITY |
| 2025-09-16 |
2025-09-17 |
ind_household_products_services |
-0.0358 |
0.0043 |
-0.0002 |
tilt_INDUSTRY |
| 2025-09-16 |
2025-09-17 |
ind_construction_engineering |
0.0504 |
-0.0048 |
-0.0002 |
tilt_INDUSTRY |
| 2025-09-16 |
2025-09-17 |
ind_biotechnology |
-0.0198 |
-0.0145 |
0.0003 |
tilt_INDUSTRY |
| 2025-09-16 |
2025-09-17 |
ind_banking_services |
-0.0469 |
-0.0026 |
0.0001 |
tilt_INDUSTRY |
| 2025-09-16 |
2025-09-17 |
country_JP |
-0.0969 |
-0.0081 |
0.0008 |
tilt_COUNTRY |
| 2025-09-16 |
2025-09-17 |
linearCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-09-16 |
2025-09-17 |
ind_pharmaceuticals |
-0.0342 |
-0.0066 |
0.0002 |
tilt_INDUSTRY |
| 2025-09-16 |
2025-09-17 |
ind_oil_gas_equipment_services |
-0.0144 |
0.0048 |
-0.0001 |
tilt_INDUSTRY |
| 2025-09-16 |
2025-09-17 |
ind_machinery |
0.1481 |
0.0052 |
0.0008 |
tilt_INDUSTRY |
| 2025-09-16 |
2025-09-17 |
ind_beverages |
-0.0512 |
-0.0069 |
0.0004 |
tilt_INDUSTRY |
| 2025-09-16 |
2025-09-17 |
ind_food_tobacco |
0.0547 |
-0.0035 |
-0.0002 |
tilt_INDUSTRY |
| 2025-09-16 |
2025-09-17 |
ind_water_utilities |
-0.0079 |
-0.0005 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-16 |
2025-09-17 |
country_TW |
0.0340 |
-0.0064 |
-0.0002 |
tilt_COUNTRY |
| 2025-09-16 |
2025-09-17 |
size_MICRO |
-0.0102 |
-0.0024 |
0.0000 |
tilt_SIZE |
| 2025-09-16 |
2025-09-17 |
country_AU |
-0.0999 |
-0.0035 |
0.0004 |
tilt_COUNTRY |
| 2025-09-16 |
2025-09-17 |
country_SG |
-0.0200 |
-0.0016 |
0.0000 |
tilt_COUNTRY |
| 2025-09-16 |
2025-09-17 |
reversal |
1.2201 |
0.0010 |
0.0013 |
alpha_REVERSAL |
| 2025-09-16 |
2025-09-17 |
ind_multiline_utilities |
-0.0130 |
-0.0021 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-16 |
2025-09-17 |
revision |
1.4205 |
-0.0010 |
-0.0014 |
alpha_REVISION |
| 2025-09-16 |
2025-09-17 |
ind_homebuilding_building_products |
-0.0329 |
0.0017 |
-0.0001 |
tilt_INDUSTRY |
| 2025-09-16 |
2025-09-17 |
country_TH |
0.1013 |
-0.0024 |
-0.0002 |
tilt_COUNTRY |
| 2025-09-17 |
2025-09-18 |
stability |
4.4501 |
0.0006 |
0.0025 |
alpha_QUALITY |
| 2025-09-17 |
2025-09-18 |
ind_construction_materials |
-0.0003 |
-0.0044 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-17 |
2025-09-18 |
ind_office_equipment |
-0.0176 |
0.0084 |
-0.0001 |
tilt_INDUSTRY |
| 2025-09-17 |
2025-09-18 |
country_PH |
0.0034 |
0.0127 |
0.0000 |
tilt_COUNTRY |
| 2025-09-17 |
2025-09-18 |
country_CN |
-0.0411 |
-0.0082 |
0.0003 |
tilt_COUNTRY |
| 2025-09-17 |
2025-09-18 |
ind_computers_phones_household_electronics |
0.0695 |
0.0145 |
0.0010 |
tilt_INDUSTRY |
| 2025-09-17 |
2025-09-18 |
market |
-0.0402 |
-0.0035 |
0.0001 |
risk_exposure |
| 2025-09-17 |
2025-09-18 |
ind_chemicals |
0.0290 |
0.0007 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-17 |
2025-09-18 |
size_MICRO |
-0.0097 |
0.0024 |
-0.0000 |
tilt_SIZE |
| 2025-09-17 |
2025-09-18 |
pdiscrepancy |
NaN |
NaN |
0.0000 |
unexplained |
| 2025-09-17 |
2025-09-18 |
ind_coal |
-0.0477 |
-0.0123 |
0.0006 |
tilt_INDUSTRY |
| 2025-09-17 |
2025-09-18 |
ind_natural_gas_utilities |
0.0045 |
-0.0044 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-17 |
2025-09-18 |
ind_food_drug_retail |
0.0230 |
-0.0023 |
-0.0001 |
tilt_INDUSTRY |
| 2025-09-17 |
2025-09-18 |
reversal |
1.2580 |
0.0003 |
0.0003 |
alpha_REVERSAL |
| 2025-09-17 |
2025-09-18 |
ind_leisure_products |
0.0109 |
-0.0078 |
-0.0001 |
tilt_INDUSTRY |
| 2025-09-17 |
2025-09-18 |
ind_aerospace_defense |
-0.0071 |
0.0011 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-17 |
2025-09-18 |
ind_paper_forestry |
-0.0066 |
-0.0058 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-17 |
2025-09-18 |
ind_uranium |
-0.0025 |
0.0268 |
-0.0001 |
tilt_INDUSTRY |
| 2025-09-17 |
2025-09-18 |
ind_banking_services |
-0.0396 |
-0.0044 |
0.0002 |
tilt_INDUSTRY |
| 2025-09-17 |
2025-09-18 |
value_liq |
0.9064 |
-0.0007 |
-0.0006 |
alpha_VALUE |
| 2025-09-17 |
2025-09-18 |
specret |
NaN |
NaN |
-0.0017 |
unexplained |
| 2025-09-17 |
2025-09-18 |
ind_water_utilities |
-0.0080 |
-0.0007 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-17 |
2025-09-18 |
size_LARGE |
0.0699 |
-0.0006 |
-0.0000 |
tilt_SIZE |
| 2025-09-17 |
2025-09-18 |
fmom |
0.3902 |
0.0004 |
0.0002 |
alpha_QUALITY |
| 2025-09-17 |
2025-09-18 |
revision |
1.4641 |
-0.0001 |
-0.0001 |
alpha_REVISION |
| 2025-09-17 |
2025-09-18 |
ind_hotels_entertainment |
-0.0122 |
-0.0018 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-17 |
2025-09-18 |
ind_household_products_services |
-0.0379 |
0.0021 |
-0.0001 |
tilt_INDUSTRY |
| 2025-09-17 |
2025-09-18 |
ind_food_tobacco |
0.0565 |
-0.0036 |
-0.0002 |
tilt_INDUSTRY |
| 2025-09-17 |
2025-09-18 |
ind_communications_equipment |
0.0019 |
0.0082 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-17 |
2025-09-18 |
sdiscrepancy |
NaN |
NaN |
-0.0004 |
unexplained |
| 2025-09-17 |
2025-09-18 |
neglect |
1.2271 |
-0.0008 |
-0.0010 |
alpha_VALUE |
| 2025-09-17 |
2025-09-18 |
ind_oil_gas_equipment_services |
-0.0147 |
-0.0038 |
0.0001 |
tilt_INDUSTRY |
| 2025-09-17 |
2025-09-18 |
linearCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-09-17 |
2025-09-18 |
ind_construction_engineering |
0.0513 |
-0.0025 |
-0.0001 |
tilt_INDUSTRY |
| 2025-09-17 |
2025-09-18 |
country_MY |
0.0178 |
0.0057 |
0.0001 |
tilt_COUNTRY |
| 2025-09-17 |
2025-09-18 |
country_XH |
0.0560 |
-0.0037 |
-0.0002 |
tilt_COUNTRY |
| 2025-09-17 |
2025-09-18 |
ind_transportation_infrastructure |
0.0123 |
-0.0004 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-17 |
2025-09-18 |
ind_electronic_equipment |
-0.0380 |
0.0095 |
-0.0004 |
tilt_INDUSTRY |
| 2025-09-17 |
2025-09-18 |
ind_healthcare_equipment_supplies |
-0.0959 |
-0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-17 |
2025-09-18 |
ind_holding_companies |
0.0031 |
0.0000 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-17 |
2025-09-18 |
ind_multiline_utilities |
-0.0133 |
-0.0029 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-17 |
2025-09-18 |
impactCost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-09-17 |
2025-09-18 |
ind_metals_mining |
-0.0338 |
-0.0096 |
0.0003 |
tilt_INDUSTRY |
| 2025-09-17 |
2025-09-18 |
ind_industrial_distribution |
0.0404 |
0.0027 |
0.0001 |
tilt_INDUSTRY |
| 2025-09-17 |
2025-09-18 |
ind_consumer_goods_conglomerates |
0.0134 |
-0.0066 |
-0.0001 |
tilt_INDUSTRY |
| 2025-09-17 |
2025-09-18 |
ind_electric_utilities_ipps |
-0.1115 |
-0.0040 |
0.0004 |
tilt_INDUSTRY |
| 2025-09-17 |
2025-09-18 |
country_JP |
-0.0979 |
0.0097 |
-0.0009 |
tilt_COUNTRY |
| 2025-09-17 |
2025-09-18 |
sbeta_market |
0.0249 |
-0.0029 |
-0.0001 |
risk_exposure |
| 2025-09-17 |
2025-09-18 |
ind_integrated_hardware_software |
0.0113 |
0.0040 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-17 |
2025-09-18 |
size_SMALL |
0.0001 |
0.0006 |
0.0000 |
tilt_SIZE |
| 2025-09-17 |
2025-09-18 |
ind_insurance |
0.0276 |
-0.0084 |
-0.0002 |
tilt_INDUSTRY |
| 2025-09-17 |
2025-09-18 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-09-17 |
2025-09-18 |
ind_household_goods |
-0.0303 |
-0.0014 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-17 |
2025-09-18 |
country_AU |
-0.1012 |
0.0069 |
-0.0007 |
tilt_COUNTRY |
| 2025-09-17 |
2025-09-18 |
ind_software_it_services |
-0.0003 |
0.0019 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-17 |
2025-09-18 |
ind_machinery |
0.1526 |
0.0036 |
0.0006 |
tilt_INDUSTRY |
| 2025-09-17 |
2025-09-18 |
ind_beverages |
-0.0524 |
-0.0013 |
0.0001 |
tilt_INDUSTRY |
| 2025-09-17 |
2025-09-18 |
ind_media_publishing |
0.0354 |
-0.0052 |
-0.0002 |
tilt_INDUSTRY |
| 2025-09-17 |
2025-09-18 |
ind_fintech |
-0.0018 |
-0.0192 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-17 |
2025-09-18 |
ind_specialty_reatil |
-0.0099 |
-0.0040 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-17 |
2025-09-18 |
quality |
3.9356 |
-0.0006 |
-0.0024 |
alpha_QUALITY |
| 2025-09-17 |
2025-09-18 |
country_ID |
0.0000 |
-0.0021 |
0.0000 |
tilt_COUNTRY |
| 2025-09-17 |
2025-09-18 |
ind_oil_gas |
0.0611 |
-0.0063 |
-0.0004 |
tilt_INDUSTRY |
| 2025-09-17 |
2025-09-18 |
ind_diversified_retail |
-0.0081 |
-0.0005 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-17 |
2025-09-18 |
momentum |
-0.1182 |
-0.0004 |
0.0000 |
alpha_MOMENTUM |
| 2025-09-17 |
2025-09-18 |
ind_automobile |
-0.0524 |
-0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-17 |
2025-09-18 |
linkage |
0.7108 |
-0.0007 |
-0.0005 |
alpha_MOMENTUM |
| 2025-09-17 |
2025-09-18 |
country_HK |
0.1066 |
-0.0019 |
-0.0002 |
tilt_COUNTRY |
| 2025-09-17 |
2025-09-18 |
ind_healthcare_providers_services |
0.0061 |
-0.0021 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-17 |
2025-09-18 |
country_IN |
0.0000 |
0.0087 |
0.0000 |
tilt_COUNTRY |
| 2025-09-17 |
2025-09-18 |
ind_semiconductors |
0.0084 |
0.0199 |
0.0002 |
tilt_INDUSTRY |
| 2025-09-17 |
2025-09-18 |
ind_textiles_apparel |
0.0025 |
-0.0031 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-17 |
2025-09-18 |
ind_commercial_services_supplies |
-0.0372 |
-0.0037 |
0.0001 |
tilt_INDUSTRY |
| 2025-09-17 |
2025-09-18 |
ind_passenger_transportation |
-0.0143 |
-0.0092 |
0.0001 |
tilt_INDUSTRY |
| 2025-09-17 |
2025-09-18 |
value_gc |
2.1050 |
0.0003 |
0.0006 |
alpha_VALUE |
| 2025-09-17 |
2025-09-18 |
country_TH |
0.1071 |
0.0001 |
0.0000 |
tilt_COUNTRY |
| 2025-09-17 |
2025-09-18 |
ind_homebuilding_building_products |
-0.0336 |
-0.0052 |
0.0002 |
tilt_INDUSTRY |
| 2025-09-17 |
2025-09-18 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-09-17 |
2025-09-18 |
country_SG |
-0.0213 |
0.0091 |
-0.0002 |
tilt_COUNTRY |
| 2025-09-17 |
2025-09-18 |
ind_biotechnology |
-0.0200 |
0.0047 |
-0.0001 |
tilt_INDUSTRY |
| 2025-09-17 |
2025-09-18 |
country_KR |
-0.1028 |
0.0132 |
-0.0014 |
tilt_COUNTRY |
| 2025-09-17 |
2025-09-18 |
ind_freight_logistics |
-0.0390 |
-0.0016 |
0.0001 |
tilt_INDUSTRY |
| 2025-09-17 |
2025-09-18 |
ind_containers_packaging |
0.0050 |
-0.0065 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-17 |
2025-09-18 |
ind_renewable_energy |
0.0086 |
-0.0096 |
-0.0001 |
tilt_INDUSTRY |
| 2025-09-17 |
2025-09-18 |
ind_real_estate_operations |
-0.0508 |
-0.0069 |
0.0004 |
tilt_INDUSTRY |
| 2025-09-17 |
2025-09-18 |
size_MID |
-0.1004 |
-0.0002 |
0.0000 |
tilt_SIZE |
| 2025-09-17 |
2025-09-18 |
country_TW |
0.0331 |
0.0093 |
0.0003 |
tilt_COUNTRY |
| 2025-09-17 |
2025-09-18 |
ind_pharmaceuticals |
-0.0342 |
0.0070 |
-0.0002 |
tilt_INDUSTRY |
| 2025-09-17 |
2025-09-18 |
ind_telecommunications_serices |
0.1214 |
-0.0036 |
-0.0004 |
tilt_INDUSTRY |
| 2025-09-17 |
2025-09-18 |
ind_investment_services |
0.0764 |
-0.0097 |
-0.0007 |
tilt_INDUSTRY |
| 2025-09-17 |
2025-09-18 |
country_NZ |
0.0000 |
-0.0032 |
0.0000 |
tilt_COUNTRY |
| 2025-09-18 |
2025-09-19 |
ind_media_publishing |
0.0364 |
0.0088 |
0.0003 |
tilt_INDUSTRY |
| 2025-09-18 |
2025-09-19 |
country_KR |
-0.1048 |
-0.0031 |
0.0003 |
tilt_COUNTRY |
| 2025-09-18 |
2025-09-19 |
country_IN |
0.0000 |
0.0004 |
0.0000 |
tilt_COUNTRY |
| 2025-09-18 |
2025-09-19 |
ind_machinery |
0.1525 |
-0.0014 |
-0.0002 |
tilt_INDUSTRY |
| 2025-09-18 |
2025-09-19 |
ind_oil_gas |
0.0642 |
-0.0001 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-18 |
2025-09-19 |
country_AU |
-0.1047 |
0.0007 |
-0.0001 |
tilt_COUNTRY |
| 2025-09-18 |
2025-09-19 |
country_TH |
0.1097 |
-0.0055 |
-0.0006 |
tilt_COUNTRY |
| 2025-09-18 |
2025-09-19 |
ind_fintech |
-0.0020 |
-0.0059 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-18 |
2025-09-19 |
ind_electric_utilities_ipps |
-0.1158 |
-0.0035 |
0.0004 |
tilt_INDUSTRY |
| 2025-09-18 |
2025-09-19 |
ind_homebuilding_building_products |
-0.0343 |
0.0012 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-18 |
2025-09-19 |
ind_insurance |
0.0276 |
-0.0022 |
-0.0001 |
tilt_INDUSTRY |
| 2025-09-18 |
2025-09-19 |
ind_chemicals |
0.0395 |
0.0050 |
0.0002 |
tilt_INDUSTRY |
| 2025-09-18 |
2025-09-19 |
ind_pharmaceuticals |
-0.0388 |
-0.0069 |
0.0003 |
tilt_INDUSTRY |
| 2025-09-18 |
2025-09-19 |
ind_specialty_reatil |
-0.0140 |
-0.0051 |
0.0001 |
tilt_INDUSTRY |
| 2025-09-18 |
2025-09-19 |
ind_software_it_services |
0.0009 |
-0.0024 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-18 |
2025-09-19 |
ind_beverages |
-0.0551 |
0.0040 |
-0.0002 |
tilt_INDUSTRY |
| 2025-09-18 |
2025-09-19 |
linkage |
0.7267 |
-0.0001 |
-0.0000 |
alpha_MOMENTUM |
| 2025-09-18 |
2025-09-19 |
sbeta_market |
0.0314 |
-0.0056 |
-0.0002 |
risk_exposure |
| 2025-09-18 |
2025-09-19 |
ind_oil_gas_equipment_services |
-0.0152 |
0.0112 |
-0.0002 |
tilt_INDUSTRY |
| 2025-09-18 |
2025-09-19 |
ind_containers_packaging |
0.0048 |
0.0021 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-18 |
2025-09-19 |
linearCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-09-18 |
2025-09-19 |
ind_telecommunications_serices |
0.1245 |
-0.0028 |
-0.0003 |
tilt_INDUSTRY |
| 2025-09-18 |
2025-09-19 |
country_MY |
0.0188 |
0.0007 |
0.0000 |
tilt_COUNTRY |
| 2025-09-18 |
2025-09-19 |
country_XH |
0.0581 |
0.0062 |
0.0004 |
tilt_COUNTRY |
| 2025-09-18 |
2025-09-19 |
ind_transportation_infrastructure |
0.0134 |
-0.0007 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-18 |
2025-09-19 |
size_MID |
-0.0997 |
0.0009 |
-0.0001 |
tilt_SIZE |
| 2025-09-18 |
2025-09-19 |
ind_construction_engineering |
0.0543 |
0.0031 |
0.0002 |
tilt_INDUSTRY |
| 2025-09-18 |
2025-09-19 |
ind_healthcare_equipment_supplies |
-0.0984 |
-0.0071 |
0.0007 |
tilt_INDUSTRY |
| 2025-09-18 |
2025-09-19 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-09-18 |
2025-09-19 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-09-18 |
2025-09-19 |
ind_electronic_equipment |
-0.0400 |
0.0010 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-18 |
2025-09-19 |
ind_holding_companies |
0.0052 |
0.0000 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-18 |
2025-09-19 |
ind_multiline_utilities |
-0.0136 |
-0.0085 |
0.0001 |
tilt_INDUSTRY |
| 2025-09-18 |
2025-09-19 |
ind_healthcare_providers_services |
0.0046 |
-0.0008 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-18 |
2025-09-19 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-09-18 |
2025-09-19 |
ind_commercial_services_supplies |
-0.0414 |
-0.0027 |
0.0001 |
tilt_INDUSTRY |
| 2025-09-18 |
2025-09-19 |
ind_metals_mining |
-0.0404 |
0.0053 |
-0.0002 |
tilt_INDUSTRY |
| 2025-09-18 |
2025-09-19 |
ind_industrial_distribution |
0.0417 |
0.0135 |
0.0006 |
tilt_INDUSTRY |
| 2025-09-18 |
2025-09-19 |
ind_semiconductors |
0.0095 |
0.0012 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-18 |
2025-09-19 |
country_JP |
-0.0996 |
-0.0037 |
0.0004 |
tilt_COUNTRY |
| 2025-09-18 |
2025-09-19 |
ind_consumer_goods_conglomerates |
0.0119 |
0.0056 |
0.0001 |
tilt_INDUSTRY |
| 2025-09-18 |
2025-09-19 |
country_ID |
0.0000 |
-0.0010 |
0.0000 |
tilt_COUNTRY |
| 2025-09-18 |
2025-09-19 |
sdiscrepancy |
NaN |
NaN |
-0.0003 |
unexplained |
| 2025-09-18 |
2025-09-19 |
ind_integrated_hardware_software |
0.0118 |
-0.0095 |
-0.0001 |
tilt_INDUSTRY |
| 2025-09-18 |
2025-09-19 |
size_SMALL |
0.0001 |
-0.0005 |
-0.0000 |
tilt_SIZE |
| 2025-09-18 |
2025-09-19 |
ind_household_goods |
-0.0301 |
0.0072 |
-0.0002 |
tilt_INDUSTRY |
| 2025-09-18 |
2025-09-19 |
country_NZ |
0.0000 |
0.0072 |
0.0000 |
tilt_COUNTRY |
| 2025-09-18 |
2025-09-19 |
neglect |
1.2667 |
-0.0018 |
-0.0023 |
alpha_VALUE |
| 2025-09-18 |
2025-09-19 |
quality |
4.0435 |
0.0005 |
0.0019 |
alpha_QUALITY |
| 2025-09-18 |
2025-09-19 |
ind_construction_materials |
-0.0004 |
0.0130 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-18 |
2025-09-19 |
size_LARGE |
0.0714 |
-0.0010 |
-0.0001 |
tilt_SIZE |
| 2025-09-18 |
2025-09-19 |
ind_diversified_retail |
-0.0087 |
0.0039 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-18 |
2025-09-19 |
momentum |
-0.1280 |
-0.0010 |
0.0001 |
alpha_MOMENTUM |
| 2025-09-18 |
2025-09-19 |
market |
-0.0375 |
0.0034 |
-0.0001 |
risk_exposure |
| 2025-09-18 |
2025-09-19 |
country_HK |
0.1088 |
0.0044 |
0.0005 |
tilt_COUNTRY |
| 2025-09-18 |
2025-09-19 |
country_SG |
-0.0230 |
-0.0021 |
0.0000 |
tilt_COUNTRY |
| 2025-09-18 |
2025-09-19 |
reversal |
1.1831 |
0.0011 |
0.0013 |
alpha_REVERSAL |
| 2025-09-18 |
2025-09-19 |
ind_renewable_energy |
0.0088 |
-0.0011 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-18 |
2025-09-19 |
ind_water_utilities |
-0.0084 |
-0.0040 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-18 |
2025-09-19 |
ind_leisure_products |
0.0117 |
-0.0115 |
-0.0001 |
tilt_INDUSTRY |
| 2025-09-18 |
2025-09-19 |
ind_freight_logistics |
-0.0389 |
0.0063 |
-0.0002 |
tilt_INDUSTRY |
| 2025-09-18 |
2025-09-19 |
ind_automobile |
-0.0515 |
-0.0068 |
0.0004 |
tilt_INDUSTRY |
| 2025-09-18 |
2025-09-19 |
specret |
NaN |
NaN |
-0.0004 |
unexplained |
| 2025-09-18 |
2025-09-19 |
ind_uranium |
-0.0026 |
-0.0041 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-18 |
2025-09-19 |
ind_aerospace_defense |
-0.0073 |
0.0134 |
-0.0001 |
tilt_INDUSTRY |
| 2025-09-18 |
2025-09-19 |
ind_paper_forestry |
-0.0084 |
-0.0087 |
0.0001 |
tilt_INDUSTRY |
| 2025-09-18 |
2025-09-19 |
stability |
4.5784 |
-0.0007 |
-0.0032 |
alpha_QUALITY |
| 2025-09-18 |
2025-09-19 |
value_gc |
2.1613 |
0.0009 |
0.0020 |
alpha_VALUE |
| 2025-09-18 |
2025-09-19 |
ind_banking_services |
-0.0357 |
0.0005 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-18 |
2025-09-19 |
ind_computers_phones_household_electronics |
0.0731 |
-0.0020 |
-0.0001 |
tilt_INDUSTRY |
| 2025-09-18 |
2025-09-19 |
ind_textiles_apparel |
0.0026 |
0.0030 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-18 |
2025-09-19 |
ind_food_drug_retail |
0.0237 |
-0.0064 |
-0.0002 |
tilt_INDUSTRY |
| 2025-09-18 |
2025-09-19 |
fmom |
0.4306 |
0.0004 |
0.0002 |
alpha_QUALITY |
| 2025-09-18 |
2025-09-19 |
ind_office_equipment |
-0.0180 |
0.0054 |
-0.0001 |
tilt_INDUSTRY |
| 2025-09-18 |
2025-09-19 |
ind_communications_equipment |
0.0025 |
0.0033 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-18 |
2025-09-19 |
ind_food_tobacco |
0.0607 |
-0.0013 |
-0.0001 |
tilt_INDUSTRY |
| 2025-09-18 |
2025-09-19 |
ind_coal |
-0.0497 |
0.0221 |
-0.0011 |
tilt_INDUSTRY |
| 2025-09-18 |
2025-09-19 |
pdiscrepancy |
NaN |
NaN |
0.0000 |
unexplained |
| 2025-09-18 |
2025-09-19 |
ind_real_estate_operations |
-0.0525 |
0.0012 |
-0.0001 |
tilt_INDUSTRY |
| 2025-09-18 |
2025-09-19 |
size_MICRO |
-0.0092 |
0.0033 |
-0.0000 |
tilt_SIZE |
| 2025-09-18 |
2025-09-19 |
country_PH |
0.0037 |
0.0055 |
0.0000 |
tilt_COUNTRY |
| 2025-09-18 |
2025-09-19 |
ind_biotechnology |
-0.0209 |
0.0032 |
-0.0001 |
tilt_INDUSTRY |
| 2025-09-18 |
2025-09-19 |
ind_hotels_entertainment |
-0.0074 |
0.0033 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-18 |
2025-09-19 |
revision |
1.5062 |
0.0008 |
0.0012 |
alpha_REVISION |
| 2025-09-18 |
2025-09-19 |
ind_household_products_services |
-0.0388 |
-0.0037 |
0.0001 |
tilt_INDUSTRY |
| 2025-09-18 |
2025-09-19 |
ind_investment_services |
0.0767 |
-0.0041 |
-0.0003 |
tilt_INDUSTRY |
| 2025-09-18 |
2025-09-19 |
ind_passenger_transportation |
-0.0151 |
-0.0022 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-18 |
2025-09-19 |
country_CN |
-0.0407 |
-0.0001 |
0.0000 |
tilt_COUNTRY |
| 2025-09-18 |
2025-09-19 |
value_liq |
0.9626 |
0.0011 |
0.0011 |
alpha_VALUE |
| 2025-09-18 |
2025-09-19 |
ind_natural_gas_utilities |
0.0047 |
0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-18 |
2025-09-19 |
country_TW |
0.0363 |
0.0025 |
0.0001 |
tilt_COUNTRY |
| 2025-09-19 |
2025-09-22 |
neglect |
1.2784 |
0.0004 |
0.0005 |
alpha_VALUE |
| 2025-09-19 |
2025-09-22 |
ind_hotels_entertainment |
-0.0087 |
-0.0065 |
0.0001 |
tilt_INDUSTRY |
| 2025-09-19 |
2025-09-22 |
ind_uranium |
-0.0026 |
0.0353 |
-0.0001 |
tilt_INDUSTRY |
| 2025-09-19 |
2025-09-22 |
country_MY |
0.0198 |
0.0092 |
0.0002 |
tilt_COUNTRY |
| 2025-09-19 |
2025-09-22 |
fmom |
0.4513 |
0.0004 |
0.0002 |
alpha_QUALITY |
| 2025-09-19 |
2025-09-22 |
ind_construction_engineering |
0.0569 |
-0.0041 |
-0.0002 |
tilt_INDUSTRY |
| 2025-09-19 |
2025-09-22 |
revision |
1.5250 |
0.0006 |
0.0009 |
alpha_REVISION |
| 2025-09-19 |
2025-09-22 |
ind_investment_services |
0.0776 |
0.0023 |
0.0002 |
tilt_INDUSTRY |
| 2025-09-19 |
2025-09-22 |
ind_industrial_distribution |
0.0421 |
0.0032 |
0.0001 |
tilt_INDUSTRY |
| 2025-09-19 |
2025-09-22 |
ind_electronic_equipment |
-0.0404 |
0.0095 |
-0.0004 |
tilt_INDUSTRY |
| 2025-09-19 |
2025-09-22 |
momentum |
-0.1574 |
0.0011 |
-0.0002 |
alpha_MOMENTUM |
| 2025-09-19 |
2025-09-22 |
size_MID |
-0.1059 |
0.0003 |
-0.0000 |
tilt_SIZE |
| 2025-09-19 |
2025-09-22 |
ind_software_it_services |
0.0020 |
-0.0036 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-19 |
2025-09-22 |
fcost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-09-19 |
2025-09-22 |
country_NZ |
0.0000 |
0.0049 |
0.0000 |
tilt_COUNTRY |
| 2025-09-19 |
2025-09-22 |
value_liq |
1.0099 |
-0.0018 |
-0.0019 |
alpha_VALUE |
| 2025-09-19 |
2025-09-22 |
sdiscrepancy |
NaN |
NaN |
-0.0006 |
unexplained |
| 2025-09-19 |
2025-09-22 |
pdiscrepancy |
NaN |
NaN |
-0.0001 |
unexplained |
| 2025-09-19 |
2025-09-22 |
ind_biotechnology |
-0.0221 |
0.0047 |
-0.0001 |
tilt_INDUSTRY |
| 2025-09-19 |
2025-09-22 |
ind_chemicals |
0.0522 |
-0.0034 |
-0.0002 |
tilt_INDUSTRY |
| 2025-09-19 |
2025-09-22 |
ind_food_tobacco |
0.0624 |
-0.0030 |
-0.0002 |
tilt_INDUSTRY |
| 2025-09-19 |
2025-09-22 |
ind_electric_utilities_ipps |
-0.1202 |
0.0024 |
-0.0003 |
tilt_INDUSTRY |
| 2025-09-19 |
2025-09-22 |
country_TH |
0.1096 |
-0.0011 |
-0.0001 |
tilt_COUNTRY |
| 2025-09-19 |
2025-09-22 |
country_CN |
-0.0559 |
-0.0027 |
0.0002 |
tilt_COUNTRY |
| 2025-09-19 |
2025-09-22 |
ind_beverages |
-0.0581 |
-0.0092 |
0.0005 |
tilt_INDUSTRY |
| 2025-09-19 |
2025-09-22 |
ind_natural_gas_utilities |
0.0050 |
0.0008 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-19 |
2025-09-22 |
ind_office_equipment |
-0.0183 |
0.0033 |
-0.0001 |
tilt_INDUSTRY |
| 2025-09-19 |
2025-09-22 |
ind_machinery |
0.1353 |
0.0025 |
0.0003 |
tilt_INDUSTRY |
| 2025-09-19 |
2025-09-22 |
ind_diversified_retail |
-0.0090 |
-0.0100 |
0.0001 |
tilt_INDUSTRY |
| 2025-09-19 |
2025-09-22 |
ind_household_goods |
-0.0327 |
-0.0138 |
0.0005 |
tilt_INDUSTRY |
| 2025-09-19 |
2025-09-22 |
sbeta_market |
0.0140 |
0.0109 |
0.0002 |
risk_exposure |
| 2025-09-19 |
2025-09-22 |
ind_food_drug_retail |
0.0280 |
-0.0057 |
-0.0002 |
tilt_INDUSTRY |
| 2025-09-19 |
2025-09-22 |
ind_water_utilities |
-0.0087 |
0.0053 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-19 |
2025-09-22 |
country_IN |
0.0000 |
0.0017 |
0.0000 |
tilt_COUNTRY |
| 2025-09-19 |
2025-09-22 |
ind_paper_forestry |
-0.0092 |
-0.0090 |
0.0001 |
tilt_INDUSTRY |
| 2025-09-19 |
2025-09-22 |
ind_consumer_goods_conglomerates |
0.0109 |
-0.0085 |
-0.0001 |
tilt_INDUSTRY |
| 2025-09-19 |
2025-09-22 |
ind_computers_phones_household_electronics |
0.0763 |
0.0107 |
0.0008 |
tilt_INDUSTRY |
| 2025-09-19 |
2025-09-22 |
value_gc |
2.2206 |
0.0007 |
0.0016 |
alpha_VALUE |
| 2025-09-19 |
2025-09-22 |
stability |
4.6866 |
0.0006 |
0.0027 |
alpha_QUALITY |
| 2025-09-19 |
2025-09-22 |
ind_healthcare_providers_services |
0.0036 |
-0.0041 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-19 |
2025-09-22 |
country_ID |
0.0000 |
0.0043 |
0.0000 |
tilt_COUNTRY |
| 2025-09-19 |
2025-09-22 |
bcost |
NaN |
NaN |
-0.0008 |
cost |
| 2025-09-19 |
2025-09-22 |
market |
-0.0520 |
-0.0111 |
0.0006 |
risk_exposure |
| 2025-09-19 |
2025-09-22 |
impactCost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-09-19 |
2025-09-22 |
country_JP |
-0.0971 |
0.0071 |
-0.0007 |
tilt_COUNTRY |
| 2025-09-19 |
2025-09-22 |
ind_real_estate_operations |
-0.0523 |
-0.0055 |
0.0003 |
tilt_INDUSTRY |
| 2025-09-19 |
2025-09-22 |
linearCost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-09-19 |
2025-09-22 |
size_MICRO |
-0.0104 |
-0.0008 |
0.0000 |
tilt_SIZE |
| 2025-09-19 |
2025-09-22 |
ind_passenger_transportation |
-0.0177 |
-0.0012 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-19 |
2025-09-22 |
ind_integrated_hardware_software |
0.0125 |
0.0068 |
0.0001 |
tilt_INDUSTRY |
| 2025-09-19 |
2025-09-22 |
size_SMALL |
-0.0062 |
-0.0011 |
0.0000 |
tilt_SIZE |
| 2025-09-19 |
2025-09-22 |
ind_coal |
-0.0504 |
-0.0043 |
0.0002 |
tilt_INDUSTRY |
| 2025-09-19 |
2025-09-22 |
ind_automobile |
-0.0470 |
0.0020 |
-0.0001 |
tilt_INDUSTRY |
| 2025-09-19 |
2025-09-22 |
country_HK |
0.1060 |
-0.0069 |
-0.0007 |
tilt_COUNTRY |
| 2025-09-19 |
2025-09-22 |
ind_freight_logistics |
-0.0370 |
-0.0125 |
0.0005 |
tilt_INDUSTRY |
| 2025-09-19 |
2025-09-22 |
ind_renewable_energy |
0.0092 |
-0.0168 |
-0.0002 |
tilt_INDUSTRY |
| 2025-09-19 |
2025-09-22 |
ind_insurance |
0.0287 |
-0.0017 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-19 |
2025-09-22 |
country_AU |
-0.1069 |
0.0094 |
-0.0010 |
tilt_COUNTRY |
| 2025-09-19 |
2025-09-22 |
quality |
4.1476 |
-0.0014 |
-0.0058 |
alpha_QUALITY |
| 2025-09-19 |
2025-09-22 |
country_TW |
0.0374 |
0.0016 |
0.0001 |
tilt_COUNTRY |
| 2025-09-19 |
2025-09-22 |
ind_media_publishing |
0.0350 |
-0.0071 |
-0.0002 |
tilt_INDUSTRY |
| 2025-09-19 |
2025-09-22 |
ind_fintech |
-0.0024 |
0.0070 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-19 |
2025-09-22 |
ind_oil_gas |
0.0681 |
-0.0023 |
-0.0002 |
tilt_INDUSTRY |
| 2025-09-19 |
2025-09-22 |
ind_specialty_reatil |
-0.0147 |
-0.0033 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-19 |
2025-09-22 |
ind_textiles_apparel |
0.0005 |
-0.0020 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-19 |
2025-09-22 |
size_LARGE |
0.0705 |
0.0012 |
0.0001 |
tilt_SIZE |
| 2025-09-19 |
2025-09-22 |
ind_household_products_services |
-0.0388 |
-0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-19 |
2025-09-22 |
country_SG |
-0.0239 |
0.0039 |
-0.0001 |
tilt_COUNTRY |
| 2025-09-19 |
2025-09-22 |
ind_banking_services |
-0.0365 |
-0.0012 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-19 |
2025-09-22 |
specret |
NaN |
NaN |
-0.0099 |
unexplained |
| 2025-09-19 |
2025-09-22 |
ind_metals_mining |
-0.0474 |
0.0049 |
-0.0002 |
tilt_INDUSTRY |
| 2025-09-19 |
2025-09-22 |
ind_containers_packaging |
0.0042 |
0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-19 |
2025-09-22 |
ind_construction_materials |
-0.0005 |
-0.0013 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-19 |
2025-09-22 |
ind_oil_gas_equipment_services |
-0.0153 |
-0.0172 |
0.0003 |
tilt_INDUSTRY |
| 2025-09-19 |
2025-09-22 |
ind_transportation_infrastructure |
0.0158 |
-0.0004 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-19 |
2025-09-22 |
country_PH |
0.0034 |
0.0010 |
0.0000 |
tilt_COUNTRY |
| 2025-09-19 |
2025-09-22 |
ind_leisure_products |
0.0126 |
-0.0055 |
-0.0001 |
tilt_INDUSTRY |
| 2025-09-19 |
2025-09-22 |
ind_communications_equipment |
0.0012 |
0.0063 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-19 |
2025-09-22 |
ind_semiconductors |
0.0110 |
0.0154 |
0.0002 |
tilt_INDUSTRY |
| 2025-09-19 |
2025-09-22 |
country_XH |
0.0610 |
-0.0110 |
-0.0007 |
tilt_COUNTRY |
| 2025-09-19 |
2025-09-22 |
ind_healthcare_equipment_supplies |
-0.1003 |
-0.0021 |
0.0002 |
tilt_INDUSTRY |
| 2025-09-19 |
2025-09-22 |
ind_commercial_services_supplies |
-0.0444 |
-0.0049 |
0.0002 |
tilt_INDUSTRY |
| 2025-09-19 |
2025-09-22 |
linkage |
0.7510 |
0.0000 |
0.0000 |
alpha_MOMENTUM |
| 2025-09-19 |
2025-09-22 |
reversal |
1.0249 |
0.0003 |
0.0003 |
alpha_REVERSAL |
| 2025-09-19 |
2025-09-22 |
ind_homebuilding_building_products |
-0.0346 |
-0.0112 |
0.0004 |
tilt_INDUSTRY |
| 2025-09-19 |
2025-09-22 |
ind_multiline_utilities |
-0.0137 |
0.0037 |
-0.0001 |
tilt_INDUSTRY |
| 2025-09-19 |
2025-09-22 |
ind_telecommunications_serices |
0.1257 |
0.0013 |
0.0002 |
tilt_INDUSTRY |
| 2025-09-19 |
2025-09-22 |
ind_pharmaceuticals |
-0.0428 |
-0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-19 |
2025-09-22 |
ind_holding_companies |
0.0063 |
0.0000 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-19 |
2025-09-22 |
ind_aerospace_defense |
-0.0077 |
-0.0007 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-19 |
2025-09-22 |
country_KR |
-0.1054 |
0.0044 |
-0.0005 |
tilt_COUNTRY |
| 2025-09-22 |
2025-09-23 |
size_LARGE |
0.0778 |
0.0023 |
0.0002 |
tilt_SIZE |
| 2025-09-22 |
2025-09-23 |
ind_leisure_products |
0.0135 |
0.0019 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-22 |
2025-09-23 |
ind_construction_materials |
-0.0005 |
-0.0032 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-22 |
2025-09-23 |
stability |
4.6544 |
0.0004 |
0.0019 |
alpha_QUALITY |
| 2025-09-22 |
2025-09-23 |
ind_textiles_apparel |
-0.0024 |
-0.0033 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-22 |
2025-09-23 |
ind_renewable_energy |
0.0088 |
-0.0018 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-22 |
2025-09-23 |
ind_aerospace_defense |
-0.0077 |
-0.0010 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-22 |
2025-09-23 |
fmom |
0.4533 |
0.0002 |
0.0001 |
alpha_QUALITY |
| 2025-09-22 |
2025-09-23 |
reversal |
1.0699 |
-0.0005 |
-0.0005 |
alpha_REVERSAL |
| 2025-09-22 |
2025-09-23 |
ind_uranium |
-0.0025 |
0.0203 |
-0.0001 |
tilt_INDUSTRY |
| 2025-09-22 |
2025-09-23 |
ind_banking_services |
-0.0421 |
0.0029 |
-0.0001 |
tilt_INDUSTRY |
| 2025-09-22 |
2025-09-23 |
ind_homebuilding_building_products |
-0.0348 |
-0.0047 |
0.0002 |
tilt_INDUSTRY |
| 2025-09-22 |
2025-09-23 |
ind_paper_forestry |
-0.0096 |
-0.0031 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-22 |
2025-09-23 |
value_liq |
0.9760 |
0.0006 |
0.0006 |
alpha_VALUE |
| 2025-09-22 |
2025-09-23 |
market |
-0.0445 |
0.0097 |
-0.0004 |
risk_exposure |
| 2025-09-22 |
2025-09-23 |
specret |
NaN |
NaN |
-0.0061 |
unexplained |
| 2025-09-22 |
2025-09-23 |
ind_containers_packaging |
0.0036 |
-0.0036 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-22 |
2025-09-23 |
size_MID |
-0.1027 |
-0.0001 |
0.0000 |
tilt_SIZE |
| 2025-09-22 |
2025-09-23 |
linkage |
0.7310 |
-0.0002 |
-0.0001 |
alpha_MOMENTUM |
| 2025-09-22 |
2025-09-23 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-09-22 |
2025-09-23 |
ind_semiconductors |
0.0215 |
0.0113 |
0.0002 |
tilt_INDUSTRY |
| 2025-09-22 |
2025-09-23 |
ind_healthcare_providers_services |
0.0033 |
-0.0062 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-22 |
2025-09-23 |
ind_commercial_services_supplies |
-0.0444 |
-0.0012 |
0.0001 |
tilt_INDUSTRY |
| 2025-09-22 |
2025-09-23 |
revision |
1.4915 |
0.0008 |
0.0012 |
alpha_REVISION |
| 2025-09-22 |
2025-09-23 |
country_IN |
0.0000 |
-0.0057 |
0.0000 |
tilt_COUNTRY |
| 2025-09-22 |
2025-09-23 |
country_TH |
0.1054 |
-0.0132 |
-0.0014 |
tilt_COUNTRY |
| 2025-09-22 |
2025-09-23 |
country_KR |
-0.1028 |
-0.0009 |
0.0001 |
tilt_COUNTRY |
| 2025-09-22 |
2025-09-23 |
ind_pharmaceuticals |
-0.0442 |
-0.0059 |
0.0003 |
tilt_INDUSTRY |
| 2025-09-22 |
2025-09-23 |
ind_freight_logistics |
-0.0360 |
-0.0041 |
0.0001 |
tilt_INDUSTRY |
| 2025-09-22 |
2025-09-23 |
ind_household_products_services |
-0.0391 |
-0.0088 |
0.0003 |
tilt_INDUSTRY |
| 2025-09-22 |
2025-09-23 |
country_NZ |
0.0000 |
-0.0061 |
0.0000 |
tilt_COUNTRY |
| 2025-09-22 |
2025-09-23 |
ind_real_estate_operations |
-0.0509 |
-0.0087 |
0.0004 |
tilt_INDUSTRY |
| 2025-09-22 |
2025-09-23 |
ind_passenger_transportation |
-0.0189 |
-0.0080 |
0.0002 |
tilt_INDUSTRY |
| 2025-09-22 |
2025-09-23 |
ind_food_drug_retail |
0.0315 |
-0.0075 |
-0.0002 |
tilt_INDUSTRY |
| 2025-09-22 |
2025-09-23 |
ind_computers_phones_household_electronics |
0.0757 |
0.0019 |
0.0001 |
tilt_INDUSTRY |
| 2025-09-22 |
2025-09-23 |
value_gc |
2.1869 |
0.0006 |
0.0013 |
alpha_VALUE |
| 2025-09-22 |
2025-09-23 |
country_HK |
0.0970 |
0.0030 |
0.0003 |
tilt_COUNTRY |
| 2025-09-22 |
2025-09-23 |
ind_automobile |
-0.0431 |
0.0055 |
-0.0002 |
tilt_INDUSTRY |
| 2025-09-22 |
2025-09-23 |
ind_water_utilities |
-0.0086 |
0.0119 |
-0.0001 |
tilt_INDUSTRY |
| 2025-09-22 |
2025-09-23 |
ind_investment_services |
0.0772 |
-0.0039 |
-0.0003 |
tilt_INDUSTRY |
| 2025-09-22 |
2025-09-23 |
ind_oil_gas |
0.0689 |
-0.0010 |
-0.0001 |
tilt_INDUSTRY |
| 2025-09-22 |
2025-09-23 |
neglect |
1.2458 |
-0.0024 |
-0.0030 |
alpha_VALUE |
| 2025-09-22 |
2025-09-23 |
country_TW |
0.0389 |
0.0003 |
0.0000 |
tilt_COUNTRY |
| 2025-09-22 |
2025-09-23 |
ind_hotels_entertainment |
-0.0107 |
-0.0044 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-22 |
2025-09-23 |
ind_biotechnology |
-0.0233 |
0.0028 |
-0.0001 |
tilt_INDUSTRY |
| 2025-09-22 |
2025-09-23 |
country_SG |
-0.0243 |
-0.0006 |
0.0000 |
tilt_COUNTRY |
| 2025-09-22 |
2025-09-23 |
ind_telecommunications_serices |
0.1231 |
-0.0078 |
-0.0010 |
tilt_INDUSTRY |
| 2025-09-22 |
2025-09-23 |
country_ID |
0.0000 |
0.0015 |
0.0000 |
tilt_COUNTRY |
| 2025-09-22 |
2025-09-23 |
country_MY |
0.0203 |
0.0006 |
0.0000 |
tilt_COUNTRY |
| 2025-09-22 |
2025-09-23 |
ind_consumer_goods_conglomerates |
0.0108 |
0.0063 |
0.0001 |
tilt_INDUSTRY |
| 2025-09-22 |
2025-09-23 |
ind_food_tobacco |
0.0590 |
-0.0062 |
-0.0004 |
tilt_INDUSTRY |
| 2025-09-22 |
2025-09-23 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-09-22 |
2025-09-23 |
ind_construction_engineering |
0.0562 |
0.0011 |
0.0001 |
tilt_INDUSTRY |
| 2025-09-22 |
2025-09-23 |
country_CN |
-0.0500 |
-0.0001 |
0.0000 |
tilt_COUNTRY |
| 2025-09-22 |
2025-09-23 |
ind_multiline_utilities |
-0.0134 |
0.0011 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-22 |
2025-09-23 |
ind_beverages |
-0.0596 |
-0.0047 |
0.0003 |
tilt_INDUSTRY |
| 2025-09-22 |
2025-09-23 |
ind_specialty_reatil |
-0.0152 |
-0.0053 |
0.0001 |
tilt_INDUSTRY |
| 2025-09-22 |
2025-09-23 |
ind_electronic_equipment |
-0.0376 |
0.0030 |
-0.0001 |
tilt_INDUSTRY |
| 2025-09-22 |
2025-09-23 |
ind_media_publishing |
0.0316 |
-0.0072 |
-0.0002 |
tilt_INDUSTRY |
| 2025-09-22 |
2025-09-23 |
ind_holding_companies |
0.0064 |
0.0000 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-22 |
2025-09-23 |
ind_machinery |
0.1278 |
0.0074 |
0.0009 |
tilt_INDUSTRY |
| 2025-09-22 |
2025-09-23 |
ind_industrial_distribution |
0.0422 |
0.0011 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-22 |
2025-09-23 |
ind_oil_gas_equipment_services |
-0.0146 |
0.0031 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-22 |
2025-09-23 |
ind_metals_mining |
-0.0489 |
0.0032 |
-0.0002 |
tilt_INDUSTRY |
| 2025-09-22 |
2025-09-23 |
country_AU |
-0.1050 |
0.0018 |
-0.0002 |
tilt_COUNTRY |
| 2025-09-22 |
2025-09-23 |
ind_household_goods |
-0.0345 |
0.0008 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-22 |
2025-09-23 |
ind_software_it_services |
0.0098 |
-0.0049 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-22 |
2025-09-23 |
sbeta_market |
0.0291 |
-0.0158 |
-0.0005 |
risk_exposure |
| 2025-09-22 |
2025-09-23 |
size_SMALL |
-0.0092 |
-0.0015 |
0.0000 |
tilt_SIZE |
| 2025-09-22 |
2025-09-23 |
country_JP |
-0.0913 |
0.0025 |
-0.0002 |
tilt_COUNTRY |
| 2025-09-22 |
2025-09-23 |
ind_integrated_hardware_software |
0.0128 |
-0.0054 |
-0.0001 |
tilt_INDUSTRY |
| 2025-09-22 |
2025-09-23 |
country_XH |
0.0646 |
0.0015 |
0.0001 |
tilt_COUNTRY |
| 2025-09-22 |
2025-09-23 |
ind_chemicals |
0.0610 |
-0.0001 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-22 |
2025-09-23 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-09-22 |
2025-09-23 |
sdiscrepancy |
NaN |
NaN |
-0.0003 |
unexplained |
| 2025-09-22 |
2025-09-23 |
ind_diversified_retail |
-0.0090 |
-0.0139 |
0.0001 |
tilt_INDUSTRY |
| 2025-09-22 |
2025-09-23 |
country_PH |
0.0029 |
-0.0156 |
-0.0000 |
tilt_COUNTRY |
| 2025-09-22 |
2025-09-23 |
ind_communications_equipment |
-0.0000 |
-0.0005 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-22 |
2025-09-23 |
ind_office_equipment |
-0.0188 |
-0.0010 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-22 |
2025-09-23 |
ind_natural_gas_utilities |
0.0051 |
-0.0011 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-22 |
2025-09-23 |
ind_transportation_infrastructure |
0.0178 |
0.0011 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-22 |
2025-09-23 |
ind_fintech |
-0.0025 |
-0.0079 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-22 |
2025-09-23 |
momentum |
-0.1950 |
-0.0004 |
0.0001 |
alpha_MOMENTUM |
| 2025-09-22 |
2025-09-23 |
ind_electric_utilities_ipps |
-0.1206 |
0.0009 |
-0.0001 |
tilt_INDUSTRY |
| 2025-09-22 |
2025-09-23 |
linearCost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-09-22 |
2025-09-23 |
ind_insurance |
0.0285 |
0.0004 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-22 |
2025-09-23 |
quality |
4.1174 |
-0.0003 |
-0.0014 |
alpha_QUALITY |
| 2025-09-22 |
2025-09-23 |
ind_coal |
-0.0482 |
0.0065 |
-0.0003 |
tilt_INDUSTRY |
| 2025-09-22 |
2025-09-23 |
pdiscrepancy |
NaN |
NaN |
-0.0000 |
unexplained |
| 2025-09-22 |
2025-09-23 |
size_MICRO |
-0.0105 |
-0.0009 |
0.0000 |
tilt_SIZE |
| 2025-09-22 |
2025-09-23 |
ind_healthcare_equipment_supplies |
-0.0978 |
-0.0030 |
0.0003 |
tilt_INDUSTRY |
| 2025-09-23 |
2025-09-24 |
momentum |
-0.2722 |
0.0014 |
-0.0004 |
alpha_MOMENTUM |
| 2025-09-23 |
2025-09-24 |
ind_multiline_utilities |
-0.0162 |
-0.0053 |
0.0001 |
tilt_INDUSTRY |
| 2025-09-23 |
2025-09-24 |
ind_diversified_retail |
-0.0107 |
0.0023 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-23 |
2025-09-24 |
ind_software_it_services |
0.0094 |
0.0040 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-23 |
2025-09-24 |
ind_healthcare_providers_services |
0.0044 |
-0.0043 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-23 |
2025-09-24 |
ind_freight_logistics |
-0.0389 |
-0.0014 |
0.0001 |
tilt_INDUSTRY |
| 2025-09-23 |
2025-09-24 |
ind_healthcare_equipment_supplies |
-0.1199 |
0.0006 |
-0.0001 |
tilt_INDUSTRY |
| 2025-09-23 |
2025-09-24 |
ind_computers_phones_household_electronics |
0.0975 |
0.0020 |
0.0002 |
tilt_INDUSTRY |
| 2025-09-23 |
2025-09-24 |
ind_semiconductors |
0.0308 |
0.0071 |
0.0002 |
tilt_INDUSTRY |
| 2025-09-23 |
2025-09-24 |
size_MID |
-0.1218 |
0.0002 |
-0.0000 |
tilt_SIZE |
| 2025-09-23 |
2025-09-24 |
country_KR |
-0.1230 |
-0.0106 |
0.0013 |
tilt_COUNTRY |
| 2025-09-23 |
2025-09-24 |
linkage |
0.8827 |
-0.0003 |
-0.0002 |
alpha_MOMENTUM |
| 2025-09-23 |
2025-09-24 |
ind_electronic_equipment |
-0.0395 |
-0.0010 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-23 |
2025-09-24 |
revision |
1.8512 |
0.0001 |
0.0002 |
alpha_REVISION |
| 2025-09-23 |
2025-09-24 |
country_MY |
0.0280 |
-0.0012 |
-0.0000 |
tilt_COUNTRY |
| 2025-09-23 |
2025-09-24 |
ind_biotechnology |
-0.0286 |
-0.0118 |
0.0003 |
tilt_INDUSTRY |
| 2025-09-23 |
2025-09-24 |
ind_consumer_goods_conglomerates |
0.0146 |
0.0053 |
0.0001 |
tilt_INDUSTRY |
| 2025-09-23 |
2025-09-24 |
market |
-0.0438 |
-0.0022 |
0.0001 |
risk_exposure |
| 2025-09-23 |
2025-09-24 |
ind_integrated_hardware_software |
0.0175 |
0.0088 |
0.0002 |
tilt_INDUSTRY |
| 2025-09-23 |
2025-09-24 |
country_SG |
-0.0291 |
-0.0048 |
0.0001 |
tilt_COUNTRY |
| 2025-09-23 |
2025-09-24 |
ind_water_utilities |
-0.0104 |
0.0045 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-23 |
2025-09-24 |
ind_office_equipment |
-0.0225 |
-0.0047 |
0.0001 |
tilt_INDUSTRY |
| 2025-09-23 |
2025-09-24 |
ind_electric_utilities_ipps |
-0.1512 |
-0.0039 |
0.0006 |
tilt_INDUSTRY |
| 2025-09-23 |
2025-09-24 |
ind_aerospace_defense |
-0.0097 |
0.0004 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-23 |
2025-09-24 |
ind_banking_services |
-0.0568 |
-0.0030 |
0.0002 |
tilt_INDUSTRY |
| 2025-09-23 |
2025-09-24 |
ind_communications_equipment |
0.0007 |
-0.0004 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-23 |
2025-09-24 |
linearCost |
NaN |
NaN |
-0.0006 |
cost |
| 2025-09-23 |
2025-09-24 |
ind_construction_materials |
-0.0007 |
-0.0038 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-23 |
2025-09-24 |
size_MICRO |
-0.0103 |
-0.0038 |
0.0000 |
tilt_SIZE |
| 2025-09-23 |
2025-09-24 |
impactCost |
NaN |
NaN |
-0.0005 |
cost |
| 2025-09-23 |
2025-09-24 |
fmom |
0.6000 |
-0.0006 |
-0.0004 |
alpha_QUALITY |
| 2025-09-23 |
2025-09-24 |
sdiscrepancy |
NaN |
NaN |
0.0007 |
unexplained |
| 2025-09-23 |
2025-09-24 |
size_LARGE |
0.0949 |
0.0009 |
0.0001 |
tilt_SIZE |
| 2025-09-23 |
2025-09-24 |
country_JP |
-0.1227 |
-0.0044 |
0.0005 |
tilt_COUNTRY |
| 2025-09-23 |
2025-09-24 |
ind_food_tobacco |
0.0652 |
-0.0020 |
-0.0001 |
tilt_INDUSTRY |
| 2025-09-23 |
2025-09-24 |
specret |
NaN |
NaN |
-0.0108 |
unexplained |
| 2025-09-23 |
2025-09-24 |
reversal |
1.3866 |
-0.0007 |
-0.0010 |
alpha_REVERSAL |
| 2025-09-23 |
2025-09-24 |
ind_beverages |
-0.0784 |
-0.0045 |
0.0004 |
tilt_INDUSTRY |
| 2025-09-23 |
2025-09-24 |
neglect |
1.5316 |
-0.0002 |
-0.0003 |
alpha_VALUE |
| 2025-09-23 |
2025-09-24 |
ind_media_publishing |
0.0396 |
0.0005 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-23 |
2025-09-24 |
ind_oil_gas |
0.0860 |
0.0030 |
0.0003 |
tilt_INDUSTRY |
| 2025-09-23 |
2025-09-24 |
ind_investment_services |
0.0876 |
-0.0057 |
-0.0005 |
tilt_INDUSTRY |
| 2025-09-23 |
2025-09-24 |
ind_automobile |
-0.0488 |
-0.0046 |
0.0002 |
tilt_INDUSTRY |
| 2025-09-23 |
2025-09-24 |
ind_machinery |
0.1689 |
0.0013 |
0.0002 |
tilt_INDUSTRY |
| 2025-09-23 |
2025-09-24 |
country_AU |
-0.1249 |
-0.0070 |
0.0009 |
tilt_COUNTRY |
| 2025-09-23 |
2025-09-24 |
value_gc |
2.7475 |
-0.0015 |
-0.0041 |
alpha_VALUE |
| 2025-09-23 |
2025-09-24 |
ind_household_goods |
-0.0461 |
-0.0030 |
0.0001 |
tilt_INDUSTRY |
| 2025-09-23 |
2025-09-24 |
ind_food_drug_retail |
0.0454 |
0.0073 |
0.0003 |
tilt_INDUSTRY |
| 2025-09-23 |
2025-09-24 |
ind_real_estate_operations |
-0.0543 |
0.0007 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-23 |
2025-09-24 |
country_CN |
-0.0543 |
0.0067 |
-0.0004 |
tilt_COUNTRY |
| 2025-09-23 |
2025-09-24 |
ind_oil_gas_equipment_services |
-0.0183 |
0.0076 |
-0.0001 |
tilt_INDUSTRY |
| 2025-09-23 |
2025-09-24 |
ind_household_products_services |
-0.0479 |
0.0039 |
-0.0002 |
tilt_INDUSTRY |
| 2025-09-23 |
2025-09-24 |
country_ID |
0.0000 |
-0.0060 |
0.0000 |
tilt_COUNTRY |
| 2025-09-23 |
2025-09-24 |
country_NZ |
0.0000 |
0.0053 |
0.0000 |
tilt_COUNTRY |
| 2025-09-23 |
2025-09-24 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-09-23 |
2025-09-24 |
value_liq |
1.2525 |
0.0012 |
0.0016 |
alpha_VALUE |
| 2025-09-23 |
2025-09-24 |
country_HK |
0.1117 |
-0.0031 |
-0.0003 |
tilt_COUNTRY |
| 2025-09-23 |
2025-09-24 |
ind_chemicals |
0.0719 |
0.0027 |
0.0002 |
tilt_INDUSTRY |
| 2025-09-23 |
2025-09-24 |
ind_holding_companies |
0.0082 |
0.0000 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-23 |
2025-09-24 |
pdiscrepancy |
NaN |
NaN |
-0.0000 |
unexplained |
| 2025-09-23 |
2025-09-24 |
country_TW |
0.0359 |
-0.0082 |
-0.0003 |
tilt_COUNTRY |
| 2025-09-23 |
2025-09-24 |
ind_natural_gas_utilities |
0.0071 |
0.0002 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-23 |
2025-09-24 |
size_SMALL |
-0.0066 |
-0.0006 |
0.0000 |
tilt_SIZE |
| 2025-09-23 |
2025-09-24 |
ind_pharmaceuticals |
-0.0592 |
-0.0006 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-23 |
2025-09-24 |
country_XH |
0.0898 |
-0.0028 |
-0.0003 |
tilt_COUNTRY |
| 2025-09-23 |
2025-09-24 |
stability |
5.7914 |
-0.0002 |
-0.0012 |
alpha_QUALITY |
| 2025-09-23 |
2025-09-24 |
ind_fintech |
-0.0034 |
-0.0063 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-23 |
2025-09-24 |
quality |
5.1009 |
0.0000 |
0.0002 |
alpha_QUALITY |
| 2025-09-23 |
2025-09-24 |
ind_textiles_apparel |
-0.0043 |
-0.0014 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-23 |
2025-09-24 |
ind_renewable_energy |
0.0101 |
0.0165 |
0.0002 |
tilt_INDUSTRY |
| 2025-09-23 |
2025-09-24 |
ind_coal |
-0.0590 |
-0.0060 |
0.0004 |
tilt_INDUSTRY |
| 2025-09-23 |
2025-09-24 |
ind_paper_forestry |
-0.0112 |
-0.0019 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-23 |
2025-09-24 |
ind_uranium |
-0.0031 |
0.0078 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-23 |
2025-09-24 |
ind_insurance |
0.0369 |
-0.0046 |
-0.0002 |
tilt_INDUSTRY |
| 2025-09-23 |
2025-09-24 |
country_PH |
0.0039 |
-0.0036 |
-0.0000 |
tilt_COUNTRY |
| 2025-09-23 |
2025-09-24 |
ind_hotels_entertainment |
-0.0167 |
-0.0010 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-23 |
2025-09-24 |
ind_leisure_products |
0.0191 |
0.0143 |
0.0003 |
tilt_INDUSTRY |
| 2025-09-23 |
2025-09-24 |
ind_specialty_reatil |
-0.0159 |
-0.0018 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-23 |
2025-09-24 |
ind_passenger_transportation |
-0.0264 |
0.0039 |
-0.0001 |
tilt_INDUSTRY |
| 2025-09-23 |
2025-09-24 |
ind_metals_mining |
-0.0639 |
-0.0000 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-23 |
2025-09-24 |
country_TH |
0.1408 |
0.0065 |
0.0009 |
tilt_COUNTRY |
| 2025-09-23 |
2025-09-24 |
ind_commercial_services_supplies |
-0.0656 |
-0.0045 |
0.0003 |
tilt_INDUSTRY |
| 2025-09-23 |
2025-09-24 |
ind_homebuilding_building_products |
-0.0422 |
0.0015 |
-0.0001 |
tilt_INDUSTRY |
| 2025-09-23 |
2025-09-24 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-09-23 |
2025-09-24 |
sbeta_market |
0.0436 |
0.0070 |
0.0003 |
risk_exposure |
| 2025-09-23 |
2025-09-24 |
ind_containers_packaging |
0.0020 |
-0.0014 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-23 |
2025-09-24 |
ind_telecommunications_serices |
0.1504 |
0.0047 |
0.0007 |
tilt_INDUSTRY |
| 2025-09-23 |
2025-09-24 |
ind_construction_engineering |
0.0745 |
-0.0009 |
-0.0001 |
tilt_INDUSTRY |
| 2025-09-23 |
2025-09-24 |
ind_industrial_distribution |
0.0508 |
-0.0081 |
-0.0004 |
tilt_INDUSTRY |
| 2025-09-23 |
2025-09-24 |
ind_transportation_infrastructure |
0.0277 |
-0.0030 |
-0.0001 |
tilt_INDUSTRY |
| 2025-09-23 |
2025-09-24 |
country_IN |
0.0000 |
-0.0069 |
0.0000 |
tilt_COUNTRY |
| 2025-09-24 |
2025-09-25 |
country_SG |
-0.0242 |
0.0019 |
-0.0000 |
tilt_COUNTRY |
| 2025-09-24 |
2025-09-25 |
ind_construction_engineering |
0.0704 |
-0.0005 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-24 |
2025-09-25 |
impactCost |
NaN |
NaN |
-0.0008 |
cost |
| 2025-09-24 |
2025-09-25 |
quality |
4.7667 |
-0.0005 |
-0.0025 |
alpha_QUALITY |
| 2025-09-24 |
2025-09-25 |
size_MICRO |
-0.0079 |
-0.0041 |
0.0000 |
tilt_SIZE |
| 2025-09-24 |
2025-09-25 |
ind_coal |
-0.0536 |
0.0014 |
-0.0001 |
tilt_INDUSTRY |
| 2025-09-24 |
2025-09-25 |
ind_paper_forestry |
-0.0093 |
-0.0012 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-24 |
2025-09-25 |
linearCost |
NaN |
NaN |
-0.0009 |
cost |
| 2025-09-24 |
2025-09-25 |
ind_fintech |
-0.0037 |
0.0035 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-24 |
2025-09-25 |
ind_software_it_services |
-0.0026 |
0.0073 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-24 |
2025-09-25 |
ind_consumer_goods_conglomerates |
0.0158 |
-0.0060 |
-0.0001 |
tilt_INDUSTRY |
| 2025-09-24 |
2025-09-25 |
country_ID |
0.0000 |
-0.0037 |
0.0000 |
tilt_COUNTRY |
| 2025-09-24 |
2025-09-25 |
ind_household_goods |
-0.0470 |
-0.0099 |
0.0005 |
tilt_INDUSTRY |
| 2025-09-24 |
2025-09-25 |
ind_insurance |
0.0361 |
-0.0061 |
-0.0002 |
tilt_INDUSTRY |
| 2025-09-24 |
2025-09-25 |
fmom |
0.5930 |
0.0006 |
0.0003 |
alpha_QUALITY |
| 2025-09-24 |
2025-09-25 |
sbeta_market |
0.0206 |
0.0075 |
0.0002 |
risk_exposure |
| 2025-09-24 |
2025-09-25 |
ind_machinery |
0.1596 |
-0.0013 |
-0.0002 |
tilt_INDUSTRY |
| 2025-09-24 |
2025-09-25 |
ind_water_utilities |
-0.0095 |
-0.0048 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-24 |
2025-09-25 |
ind_electronic_equipment |
-0.0309 |
-0.0030 |
0.0001 |
tilt_INDUSTRY |
| 2025-09-24 |
2025-09-25 |
ind_healthcare_equipment_supplies |
-0.1109 |
0.0004 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-24 |
2025-09-25 |
ind_specialty_reatil |
-0.0100 |
-0.0009 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-24 |
2025-09-25 |
ind_chemicals |
0.0622 |
0.0008 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-24 |
2025-09-25 |
country_XH |
0.0956 |
-0.0051 |
-0.0005 |
tilt_COUNTRY |
| 2025-09-24 |
2025-09-25 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-09-24 |
2025-09-25 |
ind_oil_gas_equipment_services |
-0.0168 |
-0.0035 |
0.0001 |
tilt_INDUSTRY |
| 2025-09-24 |
2025-09-25 |
ind_multiline_utilities |
-0.0148 |
-0.0018 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-24 |
2025-09-25 |
country_CN |
-0.0736 |
-0.0019 |
0.0001 |
tilt_COUNTRY |
| 2025-09-24 |
2025-09-25 |
sdiscrepancy |
NaN |
NaN |
-0.0009 |
unexplained |
| 2025-09-24 |
2025-09-25 |
ind_diversified_retail |
-0.0095 |
-0.0032 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-24 |
2025-09-25 |
ind_holding_companies |
0.0079 |
0.0000 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-24 |
2025-09-25 |
country_PH |
0.0044 |
-0.0024 |
-0.0000 |
tilt_COUNTRY |
| 2025-09-24 |
2025-09-25 |
pdiscrepancy |
NaN |
NaN |
-0.0001 |
unexplained |
| 2025-09-24 |
2025-09-25 |
momentum |
-0.3129 |
-0.0001 |
0.0000 |
alpha_MOMENTUM |
| 2025-09-24 |
2025-09-25 |
country_MY |
0.0313 |
0.0042 |
0.0001 |
tilt_COUNTRY |
| 2025-09-24 |
2025-09-25 |
ind_metals_mining |
-0.0701 |
0.0043 |
-0.0003 |
tilt_INDUSTRY |
| 2025-09-24 |
2025-09-25 |
ind_beverages |
-0.0790 |
-0.0033 |
0.0003 |
tilt_INDUSTRY |
| 2025-09-24 |
2025-09-25 |
ind_electric_utilities_ipps |
-0.1407 |
0.0021 |
-0.0003 |
tilt_INDUSTRY |
| 2025-09-24 |
2025-09-25 |
country_JP |
-0.1175 |
0.0075 |
-0.0009 |
tilt_COUNTRY |
| 2025-09-24 |
2025-09-25 |
country_AU |
-0.1129 |
0.0031 |
-0.0004 |
tilt_COUNTRY |
| 2025-09-24 |
2025-09-25 |
ind_office_equipment |
-0.0199 |
-0.0065 |
0.0001 |
tilt_INDUSTRY |
| 2025-09-24 |
2025-09-25 |
ind_natural_gas_utilities |
0.0080 |
0.0038 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-24 |
2025-09-25 |
ind_industrial_distribution |
0.0448 |
-0.0043 |
-0.0002 |
tilt_INDUSTRY |
| 2025-09-24 |
2025-09-25 |
size_SMALL |
-0.0067 |
-0.0040 |
0.0000 |
tilt_SIZE |
| 2025-09-24 |
2025-09-25 |
ind_food_tobacco |
0.0524 |
-0.0003 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-24 |
2025-09-25 |
ind_media_publishing |
0.0366 |
0.0061 |
0.0002 |
tilt_INDUSTRY |
| 2025-09-24 |
2025-09-25 |
ind_uranium |
-0.0027 |
-0.0114 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-24 |
2025-09-25 |
ind_transportation_infrastructure |
0.0297 |
-0.0006 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-24 |
2025-09-25 |
ind_communications_equipment |
0.0024 |
-0.0002 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-24 |
2025-09-25 |
ind_household_products_services |
-0.0412 |
-0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-24 |
2025-09-25 |
ind_pharmaceuticals |
-0.0572 |
-0.0031 |
0.0002 |
tilt_INDUSTRY |
| 2025-09-24 |
2025-09-25 |
stability |
5.4243 |
-0.0002 |
-0.0009 |
alpha_QUALITY |
| 2025-09-24 |
2025-09-25 |
specret |
NaN |
NaN |
-0.0050 |
unexplained |
| 2025-09-24 |
2025-09-25 |
ind_food_drug_retail |
0.0487 |
-0.0037 |
-0.0002 |
tilt_INDUSTRY |
| 2025-09-24 |
2025-09-25 |
ind_healthcare_providers_services |
0.0050 |
-0.0002 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-24 |
2025-09-25 |
revision |
1.7653 |
-0.0007 |
-0.0012 |
alpha_REVISION |
| 2025-09-24 |
2025-09-25 |
reversal |
1.4649 |
0.0010 |
0.0015 |
alpha_REVERSAL |
| 2025-09-24 |
2025-09-25 |
value_gc |
2.6603 |
-0.0012 |
-0.0033 |
alpha_VALUE |
| 2025-09-24 |
2025-09-25 |
country_TH |
0.1393 |
0.0147 |
0.0020 |
tilt_COUNTRY |
| 2025-09-24 |
2025-09-25 |
country_TW |
0.0190 |
0.0001 |
0.0000 |
tilt_COUNTRY |
| 2025-09-24 |
2025-09-25 |
ind_oil_gas |
0.0827 |
0.0086 |
0.0007 |
tilt_INDUSTRY |
| 2025-09-24 |
2025-09-25 |
country_KR |
-0.1124 |
-0.0002 |
0.0000 |
tilt_COUNTRY |
| 2025-09-24 |
2025-09-25 |
market |
-0.0486 |
-0.0100 |
0.0005 |
risk_exposure |
| 2025-09-24 |
2025-09-25 |
ind_telecommunications_serices |
0.1366 |
0.0021 |
0.0003 |
tilt_INDUSTRY |
| 2025-09-24 |
2025-09-25 |
ind_automobile |
-0.0404 |
0.0008 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-24 |
2025-09-25 |
country_HK |
0.1025 |
-0.0087 |
-0.0009 |
tilt_COUNTRY |
| 2025-09-24 |
2025-09-25 |
value_liq |
1.3024 |
0.0018 |
0.0023 |
alpha_VALUE |
| 2025-09-24 |
2025-09-25 |
country_NZ |
0.0000 |
0.0089 |
0.0000 |
tilt_COUNTRY |
| 2025-09-24 |
2025-09-25 |
ind_biotechnology |
-0.0245 |
0.0035 |
-0.0001 |
tilt_INDUSTRY |
| 2025-09-24 |
2025-09-25 |
ind_real_estate_operations |
-0.0385 |
-0.0034 |
0.0001 |
tilt_INDUSTRY |
| 2025-09-24 |
2025-09-25 |
ind_passenger_transportation |
-0.0223 |
0.0023 |
-0.0001 |
tilt_INDUSTRY |
| 2025-09-24 |
2025-09-25 |
country_IN |
0.0000 |
-0.0020 |
0.0000 |
tilt_COUNTRY |
| 2025-09-24 |
2025-09-25 |
ind_homebuilding_building_products |
-0.0377 |
-0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-24 |
2025-09-25 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-09-24 |
2025-09-25 |
ind_freight_logistics |
-0.0302 |
0.0003 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-24 |
2025-09-25 |
ind_renewable_energy |
0.0080 |
0.0102 |
0.0001 |
tilt_INDUSTRY |
| 2025-09-24 |
2025-09-25 |
ind_banking_services |
-0.0615 |
-0.0004 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-24 |
2025-09-25 |
size_LARGE |
0.0793 |
0.0018 |
0.0001 |
tilt_SIZE |
| 2025-09-24 |
2025-09-25 |
linkage |
0.8280 |
-0.0002 |
-0.0002 |
alpha_MOMENTUM |
| 2025-09-24 |
2025-09-25 |
ind_textiles_apparel |
-0.0072 |
-0.0028 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-24 |
2025-09-25 |
ind_aerospace_defense |
-0.0091 |
-0.0032 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-24 |
2025-09-25 |
ind_integrated_hardware_software |
0.0176 |
-0.0039 |
-0.0001 |
tilt_INDUSTRY |
| 2025-09-24 |
2025-09-25 |
ind_semiconductors |
0.0345 |
-0.0041 |
-0.0001 |
tilt_INDUSTRY |
| 2025-09-24 |
2025-09-25 |
ind_construction_materials |
0.0012 |
0.0019 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-24 |
2025-09-25 |
ind_hotels_entertainment |
-0.0172 |
0.0031 |
-0.0001 |
tilt_INDUSTRY |
| 2025-09-24 |
2025-09-25 |
neglect |
1.4165 |
-0.0007 |
-0.0010 |
alpha_VALUE |
| 2025-09-24 |
2025-09-25 |
ind_commercial_services_supplies |
-0.0764 |
0.0008 |
-0.0001 |
tilt_INDUSTRY |
| 2025-09-24 |
2025-09-25 |
ind_computers_phones_household_electronics |
0.0938 |
0.0068 |
0.0006 |
tilt_INDUSTRY |
| 2025-09-24 |
2025-09-25 |
ind_containers_packaging |
0.0000 |
-0.0030 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-24 |
2025-09-25 |
ind_investment_services |
0.0709 |
-0.0040 |
-0.0003 |
tilt_INDUSTRY |
| 2025-09-24 |
2025-09-25 |
size_MID |
-0.1133 |
0.0026 |
-0.0003 |
tilt_SIZE |
| 2025-09-24 |
2025-09-25 |
ind_leisure_products |
0.0210 |
0.0026 |
0.0001 |
tilt_INDUSTRY |
| 2025-09-25 |
2025-09-26 |
ind_machinery |
0.2545 |
-0.0036 |
-0.0009 |
tilt_INDUSTRY |
| 2025-09-25 |
2025-09-26 |
ind_diversified_retail |
-0.0139 |
-0.0023 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-25 |
2025-09-26 |
sbeta_market |
0.0724 |
-0.0208 |
-0.0015 |
risk_exposure |
| 2025-09-25 |
2025-09-26 |
ind_oil_gas_equipment_services |
-0.0231 |
0.0062 |
-0.0001 |
tilt_INDUSTRY |
| 2025-09-25 |
2025-09-26 |
country_KR |
-0.1581 |
-0.0171 |
0.0027 |
tilt_COUNTRY |
| 2025-09-25 |
2025-09-26 |
ind_semiconductors |
0.0768 |
-0.0072 |
-0.0006 |
tilt_INDUSTRY |
| 2025-09-25 |
2025-09-26 |
linkage |
1.2358 |
-0.0003 |
-0.0003 |
alpha_MOMENTUM |
| 2025-09-25 |
2025-09-26 |
ind_electronic_equipment |
-0.0408 |
-0.0121 |
0.0005 |
tilt_INDUSTRY |
| 2025-09-25 |
2025-09-26 |
ind_multiline_utilities |
-0.0210 |
0.0040 |
-0.0001 |
tilt_INDUSTRY |
| 2025-09-25 |
2025-09-26 |
ind_household_goods |
-0.0773 |
0.0066 |
-0.0005 |
tilt_INDUSTRY |
| 2025-09-25 |
2025-09-26 |
ind_software_it_services |
-0.0098 |
-0.0111 |
0.0001 |
tilt_INDUSTRY |
| 2025-09-25 |
2025-09-26 |
ind_commercial_services_supplies |
-0.1407 |
0.0012 |
-0.0002 |
tilt_INDUSTRY |
| 2025-09-25 |
2025-09-26 |
ind_construction_engineering |
0.0904 |
0.0013 |
0.0001 |
tilt_INDUSTRY |
| 2025-09-25 |
2025-09-26 |
momentum |
-0.4860 |
-0.0005 |
0.0002 |
alpha_MOMENTUM |
| 2025-09-25 |
2025-09-26 |
bcost |
NaN |
NaN |
-0.0004 |
cost |
| 2025-09-25 |
2025-09-26 |
country_MY |
0.0558 |
0.0020 |
0.0001 |
tilt_COUNTRY |
| 2025-09-25 |
2025-09-26 |
country_SG |
-0.0298 |
-0.0063 |
0.0002 |
tilt_COUNTRY |
| 2025-09-25 |
2025-09-26 |
ind_industrial_distribution |
0.0630 |
0.0065 |
0.0004 |
tilt_INDUSTRY |
| 2025-09-25 |
2025-09-26 |
ind_transportation_infrastructure |
0.0418 |
-0.0042 |
-0.0002 |
tilt_INDUSTRY |
| 2025-09-25 |
2025-09-26 |
ind_containers_packaging |
0.0000 |
0.0027 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-25 |
2025-09-26 |
country_TH |
0.1866 |
-0.0079 |
-0.0015 |
tilt_COUNTRY |
| 2025-09-25 |
2025-09-26 |
reversal |
1.9653 |
0.0020 |
0.0040 |
alpha_REVERSAL |
| 2025-09-25 |
2025-09-26 |
market |
-0.0322 |
0.0113 |
-0.0004 |
risk_exposure |
| 2025-09-25 |
2025-09-26 |
country_XH |
0.1595 |
0.0075 |
0.0012 |
tilt_COUNTRY |
| 2025-09-25 |
2025-09-26 |
impactCost |
NaN |
NaN |
-0.0013 |
cost |
| 2025-09-25 |
2025-09-26 |
ind_construction_materials |
0.0072 |
0.0032 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-25 |
2025-09-26 |
quality |
6.7316 |
0.0007 |
0.0047 |
alpha_QUALITY |
| 2025-09-25 |
2025-09-26 |
size_MICRO |
-0.0129 |
0.0025 |
-0.0000 |
tilt_SIZE |
| 2025-09-25 |
2025-09-26 |
ind_renewable_energy |
0.0072 |
0.0079 |
0.0001 |
tilt_INDUSTRY |
| 2025-09-25 |
2025-09-26 |
ind_coal |
-0.0761 |
-0.0012 |
0.0001 |
tilt_INDUSTRY |
| 2025-09-25 |
2025-09-26 |
ind_pharmaceuticals |
-0.0861 |
-0.0063 |
0.0005 |
tilt_INDUSTRY |
| 2025-09-25 |
2025-09-26 |
ind_textiles_apparel |
-0.0087 |
0.0015 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-25 |
2025-09-26 |
ind_banking_services |
-0.1000 |
0.0039 |
-0.0004 |
tilt_INDUSTRY |
| 2025-09-25 |
2025-09-26 |
ind_communications_equipment |
0.0046 |
-0.0098 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-25 |
2025-09-26 |
ind_aerospace_defense |
-0.0091 |
0.0104 |
-0.0001 |
tilt_INDUSTRY |
| 2025-09-25 |
2025-09-26 |
ind_insurance |
0.0472 |
0.0148 |
0.0007 |
tilt_INDUSTRY |
| 2025-09-25 |
2025-09-26 |
country_PH |
0.0089 |
-0.0081 |
-0.0001 |
tilt_COUNTRY |
| 2025-09-25 |
2025-09-26 |
ind_leisure_products |
0.0357 |
0.0005 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-25 |
2025-09-26 |
linearCost |
NaN |
NaN |
-0.0014 |
cost |
| 2025-09-25 |
2025-09-26 |
size_LARGE |
0.1261 |
-0.0006 |
-0.0001 |
tilt_SIZE |
| 2025-09-25 |
2025-09-26 |
ind_household_products_services |
-0.0537 |
0.0023 |
-0.0001 |
tilt_INDUSTRY |
| 2025-09-25 |
2025-09-26 |
ind_fintech |
-0.0069 |
0.0015 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-25 |
2025-09-26 |
ind_passenger_transportation |
-0.0220 |
0.0010 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-25 |
2025-09-26 |
ind_healthcare_equipment_supplies |
-0.1519 |
-0.0054 |
0.0008 |
tilt_INDUSTRY |
| 2025-09-25 |
2025-09-26 |
value_liq |
2.0561 |
0.0019 |
0.0038 |
alpha_VALUE |
| 2025-09-25 |
2025-09-26 |
ind_automobile |
-0.0592 |
0.0039 |
-0.0002 |
tilt_INDUSTRY |
| 2025-09-25 |
2025-09-26 |
ind_oil_gas |
0.1168 |
0.0067 |
0.0008 |
tilt_INDUSTRY |
| 2025-09-25 |
2025-09-26 |
country_HK |
0.1505 |
0.0054 |
0.0008 |
tilt_COUNTRY |
| 2025-09-25 |
2025-09-26 |
ind_metals_mining |
-0.0872 |
0.0107 |
-0.0009 |
tilt_INDUSTRY |
| 2025-09-25 |
2025-09-26 |
country_TW |
0.0207 |
-0.0099 |
-0.0002 |
tilt_COUNTRY |
| 2025-09-25 |
2025-09-26 |
country_JP |
-0.1887 |
0.0075 |
-0.0014 |
tilt_COUNTRY |
| 2025-09-25 |
2025-09-26 |
ind_specialty_reatil |
-0.0086 |
-0.0017 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-25 |
2025-09-26 |
country_AU |
-0.1253 |
-0.0037 |
0.0005 |
tilt_COUNTRY |
| 2025-09-25 |
2025-09-26 |
ind_real_estate_operations |
-0.0476 |
0.0098 |
-0.0005 |
tilt_INDUSTRY |
| 2025-09-25 |
2025-09-26 |
specret |
NaN |
NaN |
-0.0031 |
unexplained |
| 2025-09-25 |
2025-09-26 |
size_SMALL |
0.0004 |
0.0014 |
0.0000 |
tilt_SIZE |
| 2025-09-25 |
2025-09-26 |
ind_media_publishing |
0.0423 |
-0.0009 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-25 |
2025-09-26 |
ind_freight_logistics |
-0.0425 |
-0.0026 |
0.0001 |
tilt_INDUSTRY |
| 2025-09-25 |
2025-09-26 |
ind_holding_companies |
0.0109 |
0.0000 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-25 |
2025-09-26 |
ind_biotechnology |
-0.0308 |
-0.0091 |
0.0003 |
tilt_INDUSTRY |
| 2025-09-25 |
2025-09-26 |
country_ID |
0.0000 |
-0.0010 |
0.0000 |
tilt_COUNTRY |
| 2025-09-25 |
2025-09-26 |
value_gc |
3.9918 |
-0.0004 |
-0.0015 |
alpha_VALUE |
| 2025-09-25 |
2025-09-26 |
neglect |
1.8595 |
-0.0001 |
-0.0003 |
alpha_VALUE |
| 2025-09-25 |
2025-09-26 |
ind_paper_forestry |
-0.0136 |
0.0039 |
-0.0001 |
tilt_INDUSTRY |
| 2025-09-25 |
2025-09-26 |
ind_uranium |
-0.0038 |
0.0294 |
-0.0001 |
tilt_INDUSTRY |
| 2025-09-25 |
2025-09-26 |
ind_electric_utilities_ipps |
-0.1981 |
0.0024 |
-0.0005 |
tilt_INDUSTRY |
| 2025-09-25 |
2025-09-26 |
size_MID |
-0.1459 |
-0.0010 |
0.0001 |
tilt_SIZE |
| 2025-09-25 |
2025-09-26 |
ind_hotels_entertainment |
-0.0220 |
0.0007 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-25 |
2025-09-26 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-09-25 |
2025-09-26 |
pdiscrepancy |
NaN |
NaN |
0.0000 |
unexplained |
| 2025-09-25 |
2025-09-26 |
ind_water_utilities |
-0.0133 |
0.0016 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-25 |
2025-09-26 |
ind_integrated_hardware_software |
0.0255 |
-0.0118 |
-0.0003 |
tilt_INDUSTRY |
| 2025-09-25 |
2025-09-26 |
revision |
2.5368 |
-0.0000 |
-0.0001 |
alpha_REVISION |
| 2025-09-25 |
2025-09-26 |
stability |
7.7080 |
-0.0000 |
-0.0000 |
alpha_QUALITY |
| 2025-09-25 |
2025-09-26 |
sdiscrepancy |
NaN |
NaN |
-0.0018 |
unexplained |
| 2025-09-25 |
2025-09-26 |
fmom |
1.0222 |
-0.0001 |
-0.0001 |
alpha_QUALITY |
| 2025-09-25 |
2025-09-26 |
ind_chemicals |
0.1051 |
0.0039 |
0.0004 |
tilt_INDUSTRY |
| 2025-09-25 |
2025-09-26 |
ind_food_drug_retail |
0.0784 |
-0.0022 |
-0.0002 |
tilt_INDUSTRY |
| 2025-09-25 |
2025-09-26 |
ind_food_tobacco |
0.0666 |
0.0059 |
0.0004 |
tilt_INDUSTRY |
| 2025-09-25 |
2025-09-26 |
country_CN |
-0.1125 |
0.0037 |
-0.0004 |
tilt_COUNTRY |
| 2025-09-25 |
2025-09-26 |
country_IN |
0.0000 |
-0.0219 |
0.0000 |
tilt_COUNTRY |
| 2025-09-25 |
2025-09-26 |
ind_healthcare_providers_services |
0.0084 |
0.0013 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-25 |
2025-09-26 |
ind_office_equipment |
-0.0277 |
-0.0041 |
0.0001 |
tilt_INDUSTRY |
| 2025-09-25 |
2025-09-26 |
ind_beverages |
-0.1227 |
0.0050 |
-0.0006 |
tilt_INDUSTRY |
| 2025-09-25 |
2025-09-26 |
ind_homebuilding_building_products |
-0.0533 |
0.0021 |
-0.0001 |
tilt_INDUSTRY |
| 2025-09-25 |
2025-09-26 |
ind_computers_phones_household_electronics |
0.1369 |
-0.0096 |
-0.0013 |
tilt_INDUSTRY |
| 2025-09-25 |
2025-09-26 |
ind_telecommunications_serices |
0.1905 |
-0.0068 |
-0.0013 |
tilt_INDUSTRY |
| 2025-09-25 |
2025-09-26 |
country_NZ |
0.0000 |
-0.0086 |
0.0000 |
tilt_COUNTRY |
| 2025-09-25 |
2025-09-26 |
ind_consumer_goods_conglomerates |
0.0211 |
0.0026 |
0.0001 |
tilt_INDUSTRY |
| 2025-09-25 |
2025-09-26 |
ind_investment_services |
0.0938 |
0.0088 |
0.0008 |
tilt_INDUSTRY |
| 2025-09-25 |
2025-09-26 |
ind_natural_gas_utilities |
0.0145 |
-0.0041 |
-0.0001 |
tilt_INDUSTRY |
| 2025-09-26 |
2025-09-29 |
ind_homebuilding_building_products |
-0.0513 |
0.0008 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-26 |
2025-09-29 |
size_MICRO |
-0.0195 |
-0.0037 |
0.0001 |
tilt_SIZE |
| 2025-09-26 |
2025-09-29 |
ind_fintech |
-0.0092 |
0.0121 |
-0.0001 |
tilt_INDUSTRY |
| 2025-09-26 |
2025-09-29 |
ind_real_estate_operations |
-0.0438 |
0.0023 |
-0.0001 |
tilt_INDUSTRY |
| 2025-09-26 |
2025-09-29 |
ind_automobile |
-0.0599 |
-0.0041 |
0.0002 |
tilt_INDUSTRY |
| 2025-09-26 |
2025-09-29 |
market |
-0.0046 |
-0.0068 |
0.0000 |
risk_exposure |
| 2025-09-26 |
2025-09-29 |
sdiscrepancy |
NaN |
NaN |
0.0019 |
unexplained |
| 2025-09-26 |
2025-09-29 |
country_KR |
-0.1533 |
0.0097 |
-0.0015 |
tilt_COUNTRY |
| 2025-09-26 |
2025-09-29 |
country_CN |
-0.1117 |
0.0004 |
-0.0000 |
tilt_COUNTRY |
| 2025-09-26 |
2025-09-29 |
ind_freight_logistics |
-0.0410 |
-0.0021 |
0.0001 |
tilt_INDUSTRY |
| 2025-09-26 |
2025-09-29 |
ind_healthcare_equipment_supplies |
-0.1479 |
-0.0028 |
0.0004 |
tilt_INDUSTRY |
| 2025-09-26 |
2025-09-29 |
stability |
7.8701 |
-0.0003 |
-0.0020 |
alpha_QUALITY |
| 2025-09-26 |
2025-09-29 |
impactCost |
NaN |
NaN |
-0.0030 |
cost |
| 2025-09-26 |
2025-09-29 |
specret |
NaN |
NaN |
-0.0063 |
unexplained |
| 2025-09-26 |
2025-09-29 |
country_XH |
0.1637 |
0.0102 |
0.0017 |
tilt_COUNTRY |
| 2025-09-26 |
2025-09-29 |
ind_integrated_hardware_software |
0.0249 |
-0.0037 |
-0.0001 |
tilt_INDUSTRY |
| 2025-09-26 |
2025-09-29 |
country_AU |
-0.1165 |
0.0034 |
-0.0004 |
tilt_COUNTRY |
| 2025-09-26 |
2025-09-29 |
quality |
6.9111 |
0.0004 |
0.0029 |
alpha_QUALITY |
| 2025-09-26 |
2025-09-29 |
ind_office_equipment |
-0.0267 |
-0.0055 |
0.0001 |
tilt_INDUSTRY |
| 2025-09-26 |
2025-09-29 |
ind_investment_services |
0.1003 |
0.0201 |
0.0020 |
tilt_INDUSTRY |
| 2025-09-26 |
2025-09-29 |
pdiscrepancy |
NaN |
NaN |
0.0001 |
unexplained |
| 2025-09-26 |
2025-09-29 |
ind_natural_gas_utilities |
0.0171 |
-0.0011 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-26 |
2025-09-29 |
ind_coal |
-0.0739 |
-0.0092 |
0.0007 |
tilt_INDUSTRY |
| 2025-09-26 |
2025-09-29 |
value_liq |
2.0491 |
0.0002 |
0.0005 |
alpha_VALUE |
| 2025-09-26 |
2025-09-29 |
size_SMALL |
0.0040 |
-0.0029 |
-0.0000 |
tilt_SIZE |
| 2025-09-26 |
2025-09-29 |
ind_water_utilities |
-0.0117 |
0.0052 |
-0.0001 |
tilt_INDUSTRY |
| 2025-09-26 |
2025-09-29 |
ind_paper_forestry |
-0.0141 |
-0.0020 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-26 |
2025-09-29 |
ind_pharmaceuticals |
-0.1089 |
-0.0024 |
0.0003 |
tilt_INDUSTRY |
| 2025-09-26 |
2025-09-29 |
revision |
2.7087 |
0.0013 |
0.0036 |
alpha_REVISION |
| 2025-09-26 |
2025-09-29 |
linearCost |
NaN |
NaN |
-0.0026 |
cost |
| 2025-09-26 |
2025-09-29 |
ind_hotels_entertainment |
-0.0141 |
0.0006 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-26 |
2025-09-29 |
ind_specialty_reatil |
-0.0087 |
0.0030 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-26 |
2025-09-29 |
country_JP |
-0.1806 |
-0.0118 |
0.0021 |
tilt_COUNTRY |
| 2025-09-26 |
2025-09-29 |
country_NZ |
-0.0008 |
0.0005 |
-0.0000 |
tilt_COUNTRY |
| 2025-09-26 |
2025-09-29 |
ind_communications_equipment |
-0.0058 |
-0.0060 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-26 |
2025-09-29 |
value_gc |
4.0067 |
-0.0000 |
-0.0000 |
alpha_VALUE |
| 2025-09-26 |
2025-09-29 |
country_TW |
0.0207 |
-0.0029 |
-0.0001 |
tilt_COUNTRY |
| 2025-09-26 |
2025-09-29 |
ind_metals_mining |
-0.0860 |
0.0105 |
-0.0009 |
tilt_INDUSTRY |
| 2025-09-26 |
2025-09-29 |
ind_passenger_transportation |
-0.0038 |
-0.0029 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-26 |
2025-09-29 |
ind_media_publishing |
0.0345 |
-0.0046 |
-0.0002 |
tilt_INDUSTRY |
| 2025-09-26 |
2025-09-29 |
country_HK |
0.1520 |
0.0057 |
0.0009 |
tilt_COUNTRY |
| 2025-09-26 |
2025-09-29 |
ind_holding_companies |
0.0091 |
0.0000 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-26 |
2025-09-29 |
fmom |
1.1951 |
0.0005 |
0.0006 |
alpha_QUALITY |
| 2025-09-26 |
2025-09-29 |
ind_electric_utilities_ipps |
-0.1926 |
0.0022 |
-0.0004 |
tilt_INDUSTRY |
| 2025-09-26 |
2025-09-29 |
ind_beverages |
-0.1239 |
0.0020 |
-0.0002 |
tilt_INDUSTRY |
| 2025-09-26 |
2025-09-29 |
ind_oil_gas |
0.1014 |
-0.0002 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-26 |
2025-09-29 |
ind_containers_packaging |
0.0000 |
0.0058 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-26 |
2025-09-29 |
fcost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-09-26 |
2025-09-29 |
country_MY |
0.0641 |
0.0019 |
0.0001 |
tilt_COUNTRY |
| 2025-09-26 |
2025-09-29 |
ind_textiles_apparel |
-0.0033 |
-0.0008 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-26 |
2025-09-29 |
size_MID |
-0.1135 |
0.0011 |
-0.0001 |
tilt_SIZE |
| 2025-09-26 |
2025-09-29 |
ind_food_drug_retail |
0.0866 |
0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-26 |
2025-09-29 |
ind_household_products_services |
-0.0506 |
-0.0015 |
0.0001 |
tilt_INDUSTRY |
| 2025-09-26 |
2025-09-29 |
ind_industrial_distribution |
0.0609 |
-0.0043 |
-0.0003 |
tilt_INDUSTRY |
| 2025-09-26 |
2025-09-29 |
ind_oil_gas_equipment_services |
-0.0230 |
0.0024 |
-0.0001 |
tilt_INDUSTRY |
| 2025-09-26 |
2025-09-29 |
ind_aerospace_defense |
-0.0085 |
-0.0009 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-26 |
2025-09-29 |
ind_biotechnology |
-0.0303 |
0.0003 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-26 |
2025-09-29 |
ind_computers_phones_household_electronics |
0.1652 |
-0.0058 |
-0.0010 |
tilt_INDUSTRY |
| 2025-09-26 |
2025-09-29 |
ind_semiconductors |
0.1244 |
-0.0017 |
-0.0002 |
tilt_INDUSTRY |
| 2025-09-26 |
2025-09-29 |
ind_electronic_equipment |
-0.0435 |
-0.0015 |
0.0001 |
tilt_INDUSTRY |
| 2025-09-26 |
2025-09-29 |
ind_banking_services |
-0.1220 |
-0.0005 |
0.0001 |
tilt_INDUSTRY |
| 2025-09-26 |
2025-09-29 |
neglect |
1.7612 |
-0.0006 |
-0.0011 |
alpha_VALUE |
| 2025-09-26 |
2025-09-29 |
ind_software_it_services |
-0.0068 |
-0.0042 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-26 |
2025-09-29 |
ind_food_tobacco |
0.0642 |
-0.0037 |
-0.0002 |
tilt_INDUSTRY |
| 2025-09-26 |
2025-09-29 |
reversal |
1.7639 |
-0.0001 |
-0.0001 |
alpha_REVERSAL |
| 2025-09-26 |
2025-09-29 |
ind_construction_engineering |
0.0726 |
-0.0016 |
-0.0001 |
tilt_INDUSTRY |
| 2025-09-26 |
2025-09-29 |
ind_renewable_energy |
0.0039 |
0.0006 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-26 |
2025-09-29 |
ind_household_goods |
-0.0779 |
-0.0076 |
0.0006 |
tilt_INDUSTRY |
| 2025-09-26 |
2025-09-29 |
bcost |
NaN |
NaN |
-0.0018 |
cost |
| 2025-09-26 |
2025-09-29 |
ind_insurance |
0.0239 |
0.0060 |
0.0001 |
tilt_INDUSTRY |
| 2025-09-26 |
2025-09-29 |
ind_multiline_utilities |
-0.0205 |
-0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-26 |
2025-09-29 |
country_ID |
0.0000 |
0.0032 |
0.0000 |
tilt_COUNTRY |
| 2025-09-26 |
2025-09-29 |
country_PH |
0.0126 |
-0.0029 |
-0.0000 |
tilt_COUNTRY |
| 2025-09-26 |
2025-09-29 |
ind_machinery |
0.2546 |
0.0006 |
0.0002 |
tilt_INDUSTRY |
| 2025-09-26 |
2025-09-29 |
ind_diversified_retail |
-0.0152 |
-0.0011 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-26 |
2025-09-29 |
ind_transportation_infrastructure |
0.0357 |
-0.0000 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-26 |
2025-09-29 |
ind_chemicals |
0.1012 |
0.0031 |
0.0003 |
tilt_INDUSTRY |
| 2025-09-26 |
2025-09-29 |
size_LARGE |
0.1244 |
0.0027 |
0.0003 |
tilt_SIZE |
| 2025-09-26 |
2025-09-29 |
country_SG |
-0.0251 |
-0.0004 |
0.0000 |
tilt_COUNTRY |
| 2025-09-26 |
2025-09-29 |
ind_construction_materials |
0.0084 |
0.0028 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-26 |
2025-09-29 |
sbeta_market |
0.0893 |
0.0118 |
0.0011 |
risk_exposure |
| 2025-09-26 |
2025-09-29 |
ind_leisure_products |
0.0503 |
-0.0043 |
-0.0002 |
tilt_INDUSTRY |
| 2025-09-26 |
2025-09-29 |
ind_commercial_services_supplies |
-0.1397 |
-0.0013 |
0.0002 |
tilt_INDUSTRY |
| 2025-09-26 |
2025-09-29 |
linkage |
1.5662 |
0.0000 |
0.0000 |
alpha_MOMENTUM |
| 2025-09-26 |
2025-09-29 |
country_TH |
0.1704 |
0.0071 |
0.0012 |
tilt_COUNTRY |
| 2025-09-26 |
2025-09-29 |
ind_telecommunications_serices |
0.2033 |
0.0005 |
0.0001 |
tilt_INDUSTRY |
| 2025-09-26 |
2025-09-29 |
ind_healthcare_providers_services |
0.0076 |
-0.0024 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-26 |
2025-09-29 |
country_IN |
0.0000 |
0.0019 |
0.0000 |
tilt_COUNTRY |
| 2025-09-26 |
2025-09-29 |
ind_consumer_goods_conglomerates |
0.0139 |
0.0017 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-26 |
2025-09-29 |
momentum |
-0.5037 |
0.0001 |
-0.0001 |
alpha_MOMENTUM |
| 2025-09-26 |
2025-09-29 |
ind_uranium |
-0.0037 |
-0.0374 |
0.0001 |
tilt_INDUSTRY |
| 2025-09-29 |
2025-09-30 |
ind_telecommunications_serices |
0.1441 |
-0.0030 |
-0.0004 |
tilt_INDUSTRY |
| 2025-09-29 |
2025-09-30 |
size_LARGE |
0.0750 |
-0.0010 |
-0.0001 |
tilt_SIZE |
| 2025-09-29 |
2025-09-30 |
quality |
4.9168 |
-0.0000 |
-0.0001 |
alpha_QUALITY |
| 2025-09-29 |
2025-09-30 |
ind_food_drug_retail |
0.0649 |
-0.0018 |
-0.0001 |
tilt_INDUSTRY |
| 2025-09-29 |
2025-09-30 |
ind_water_utilities |
-0.0068 |
-0.0071 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-29 |
2025-09-30 |
ind_construction_materials |
0.0050 |
0.0010 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-29 |
2025-09-30 |
size_MICRO |
-0.0184 |
-0.0033 |
0.0001 |
tilt_SIZE |
| 2025-09-29 |
2025-09-30 |
ind_insurance |
0.0085 |
-0.0041 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-29 |
2025-09-30 |
value_gc |
2.6960 |
-0.0005 |
-0.0014 |
alpha_VALUE |
| 2025-09-29 |
2025-09-30 |
country_CN |
-0.0908 |
-0.0013 |
0.0001 |
tilt_COUNTRY |
| 2025-09-29 |
2025-09-30 |
ind_renewable_energy |
0.0008 |
0.0052 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-29 |
2025-09-30 |
country_HK |
0.1027 |
0.0043 |
0.0004 |
tilt_COUNTRY |
| 2025-09-29 |
2025-09-30 |
market |
-0.0183 |
-0.0032 |
0.0001 |
risk_exposure |
| 2025-09-29 |
2025-09-30 |
ind_banking_services |
-0.1001 |
-0.0007 |
0.0001 |
tilt_INDUSTRY |
| 2025-09-29 |
2025-09-30 |
country_TW |
0.0138 |
0.0095 |
0.0001 |
tilt_COUNTRY |
| 2025-09-29 |
2025-09-30 |
country_PH |
0.0120 |
-0.0075 |
-0.0001 |
tilt_COUNTRY |
| 2025-09-29 |
2025-09-30 |
ind_leisure_products |
0.0400 |
-0.0009 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-29 |
2025-09-30 |
ind_integrated_hardware_software |
0.0170 |
0.0014 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-29 |
2025-09-30 |
ind_uranium |
-0.0025 |
0.0076 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-29 |
2025-09-30 |
ind_computers_phones_household_electronics |
0.1238 |
-0.0014 |
-0.0002 |
tilt_INDUSTRY |
| 2025-09-29 |
2025-09-30 |
ind_real_estate_operations |
-0.0245 |
0.0005 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-29 |
2025-09-30 |
linearCost |
NaN |
NaN |
-0.0013 |
cost |
| 2025-09-29 |
2025-09-30 |
stability |
5.5433 |
-0.0016 |
-0.0091 |
alpha_QUALITY |
| 2025-09-29 |
2025-09-30 |
fmom |
0.8606 |
0.0002 |
0.0001 |
alpha_QUALITY |
| 2025-09-29 |
2025-09-30 |
ind_textiles_apparel |
-0.0042 |
-0.0017 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-29 |
2025-09-30 |
ind_aerospace_defense |
-0.0076 |
0.0189 |
-0.0001 |
tilt_INDUSTRY |
| 2025-09-29 |
2025-09-30 |
ind_household_products_services |
-0.0311 |
-0.0006 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-29 |
2025-09-30 |
ind_coal |
-0.0493 |
-0.0024 |
0.0001 |
tilt_INDUSTRY |
| 2025-09-29 |
2025-09-30 |
neglect |
1.3021 |
-0.0006 |
-0.0008 |
alpha_VALUE |
| 2025-09-29 |
2025-09-30 |
revision |
2.0229 |
0.0006 |
0.0012 |
alpha_REVISION |
| 2025-09-29 |
2025-09-30 |
ind_communications_equipment |
-0.0128 |
-0.0036 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-29 |
2025-09-30 |
ind_pharmaceuticals |
-0.0855 |
0.0031 |
-0.0003 |
tilt_INDUSTRY |
| 2025-09-29 |
2025-09-30 |
ind_paper_forestry |
-0.0092 |
-0.0052 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-29 |
2025-09-30 |
country_MY |
0.0504 |
0.0002 |
0.0000 |
tilt_COUNTRY |
| 2025-09-29 |
2025-09-30 |
bcost |
NaN |
NaN |
-0.0004 |
cost |
| 2025-09-29 |
2025-09-30 |
ind_multiline_utilities |
-0.0137 |
0.0004 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-29 |
2025-09-30 |
momentum |
-0.3315 |
0.0002 |
-0.0001 |
alpha_MOMENTUM |
| 2025-09-29 |
2025-09-30 |
country_IN |
0.0000 |
0.0015 |
0.0000 |
tilt_COUNTRY |
| 2025-09-29 |
2025-09-30 |
country_TH |
0.1011 |
-0.0088 |
-0.0009 |
tilt_COUNTRY |
| 2025-09-29 |
2025-09-30 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-09-29 |
2025-09-30 |
ind_healthcare_providers_services |
0.0040 |
0.0018 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-29 |
2025-09-30 |
ind_transportation_infrastructure |
0.0168 |
-0.0005 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-29 |
2025-09-30 |
ind_diversified_retail |
-0.0129 |
-0.0044 |
0.0001 |
tilt_INDUSTRY |
| 2025-09-29 |
2025-09-30 |
impactCost |
NaN |
NaN |
-0.0007 |
cost |
| 2025-09-29 |
2025-09-30 |
ind_beverages |
-0.0835 |
-0.0084 |
0.0007 |
tilt_INDUSTRY |
| 2025-09-29 |
2025-09-30 |
country_KR |
-0.1049 |
-0.0065 |
0.0007 |
tilt_COUNTRY |
| 2025-09-29 |
2025-09-30 |
country_XH |
0.1059 |
0.0059 |
0.0006 |
tilt_COUNTRY |
| 2025-09-29 |
2025-09-30 |
ind_chemicals |
0.0683 |
0.0027 |
0.0002 |
tilt_INDUSTRY |
| 2025-09-29 |
2025-09-30 |
specret |
NaN |
NaN |
-0.0004 |
unexplained |
| 2025-09-29 |
2025-09-30 |
ind_industrial_distribution |
0.0413 |
-0.0004 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-29 |
2025-09-30 |
ind_semiconductors |
0.1042 |
0.0056 |
0.0006 |
tilt_INDUSTRY |
| 2025-09-29 |
2025-09-30 |
ind_machinery |
0.1716 |
0.0018 |
0.0003 |
tilt_INDUSTRY |
| 2025-09-29 |
2025-09-30 |
linkage |
1.1244 |
-0.0003 |
-0.0003 |
alpha_MOMENTUM |
| 2025-09-29 |
2025-09-30 |
sbeta_market |
0.0417 |
0.0067 |
0.0003 |
risk_exposure |
| 2025-09-29 |
2025-09-30 |
ind_investment_services |
0.0777 |
-0.0104 |
-0.0008 |
tilt_INDUSTRY |
| 2025-09-29 |
2025-09-30 |
ind_consumer_goods_conglomerates |
0.0033 |
0.0008 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-29 |
2025-09-30 |
ind_household_goods |
-0.0510 |
-0.0101 |
0.0005 |
tilt_INDUSTRY |
| 2025-09-29 |
2025-09-30 |
size_MID |
-0.0634 |
0.0019 |
-0.0001 |
tilt_SIZE |
| 2025-09-29 |
2025-09-30 |
reversal |
1.0956 |
-0.0013 |
-0.0014 |
alpha_REVERSAL |
| 2025-09-29 |
2025-09-30 |
ind_commercial_services_supplies |
-0.0805 |
-0.0030 |
0.0002 |
tilt_INDUSTRY |
| 2025-09-29 |
2025-09-30 |
value_liq |
1.3577 |
0.0009 |
0.0012 |
alpha_VALUE |
| 2025-09-29 |
2025-09-30 |
ind_construction_engineering |
0.0370 |
-0.0013 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-29 |
2025-09-30 |
ind_food_tobacco |
0.0384 |
-0.0022 |
-0.0001 |
tilt_INDUSTRY |
| 2025-09-29 |
2025-09-30 |
ind_software_it_services |
0.0072 |
0.0022 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-29 |
2025-09-30 |
country_ID |
0.0000 |
-0.0091 |
0.0000 |
tilt_COUNTRY |
| 2025-09-29 |
2025-09-30 |
ind_electronic_equipment |
-0.0299 |
-0.0040 |
0.0001 |
tilt_INDUSTRY |
| 2025-09-29 |
2025-09-30 |
country_AU |
-0.1063 |
-0.0021 |
0.0002 |
tilt_COUNTRY |
| 2025-09-29 |
2025-09-30 |
ind_oil_gas_equipment_services |
-0.0158 |
-0.0107 |
0.0002 |
tilt_INDUSTRY |
| 2025-09-29 |
2025-09-30 |
ind_freight_logistics |
-0.0303 |
-0.0070 |
0.0002 |
tilt_INDUSTRY |
| 2025-09-29 |
2025-09-30 |
ind_oil_gas |
0.0563 |
-0.0107 |
-0.0006 |
tilt_INDUSTRY |
| 2025-09-29 |
2025-09-30 |
ind_automobile |
-0.0381 |
-0.0030 |
0.0001 |
tilt_INDUSTRY |
| 2025-09-29 |
2025-09-30 |
ind_holding_companies |
0.0044 |
0.0000 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-29 |
2025-09-30 |
ind_electric_utilities_ipps |
-0.1303 |
-0.0046 |
0.0006 |
tilt_INDUSTRY |
| 2025-09-29 |
2025-09-30 |
country_NZ |
-0.0045 |
0.0127 |
-0.0001 |
tilt_COUNTRY |
| 2025-09-29 |
2025-09-30 |
ind_media_publishing |
0.0230 |
-0.0006 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-29 |
2025-09-30 |
ind_natural_gas_utilities |
0.0145 |
0.0007 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-29 |
2025-09-30 |
size_SMALL |
-0.0115 |
-0.0013 |
0.0000 |
tilt_SIZE |
| 2025-09-29 |
2025-09-30 |
ind_office_equipment |
-0.0182 |
0.0004 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-29 |
2025-09-30 |
ind_homebuilding_building_products |
-0.0347 |
-0.0058 |
0.0002 |
tilt_INDUSTRY |
| 2025-09-29 |
2025-09-30 |
ind_hotels_entertainment |
0.0001 |
-0.0036 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-29 |
2025-09-30 |
ind_fintech |
-0.0086 |
-0.0027 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-29 |
2025-09-30 |
ind_containers_packaging |
-0.0003 |
-0.0021 |
0.0000 |
tilt_INDUSTRY |
| 2025-09-29 |
2025-09-30 |
country_JP |
-0.0819 |
-0.0008 |
0.0001 |
tilt_COUNTRY |
| 2025-09-29 |
2025-09-30 |
ind_metals_mining |
-0.0809 |
0.0106 |
-0.0009 |
tilt_INDUSTRY |
| 2025-09-29 |
2025-09-30 |
country_SG |
-0.0159 |
0.0057 |
-0.0001 |
tilt_COUNTRY |
| 2025-09-29 |
2025-09-30 |
sdiscrepancy |
NaN |
NaN |
-0.0022 |
unexplained |
| 2025-09-29 |
2025-09-30 |
ind_healthcare_equipment_supplies |
-0.1041 |
0.0085 |
-0.0009 |
tilt_INDUSTRY |
| 2025-09-29 |
2025-09-30 |
pdiscrepancy |
NaN |
NaN |
-0.0001 |
unexplained |
| 2025-09-29 |
2025-09-30 |
ind_passenger_transportation |
0.0053 |
-0.0020 |
-0.0000 |
tilt_INDUSTRY |
| 2025-09-29 |
2025-09-30 |
ind_biotechnology |
-0.0202 |
0.0109 |
-0.0002 |
tilt_INDUSTRY |
| 2025-09-29 |
2025-09-30 |
ind_specialty_reatil |
-0.0092 |
-0.0002 |
0.0000 |
tilt_INDUSTRY |
| 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 |