| 2025-10-31 |
2025-11-03 |
ind_renewable_energy |
-0.0191 |
0.0211 |
-0.0004 |
tilt_INDUSTRY |
| 2025-10-31 |
2025-11-03 |
ind_semiconductors |
0.0548 |
-0.0024 |
-0.0001 |
tilt_INDUSTRY |
| 2025-10-31 |
2025-11-03 |
pdiscrepancy |
NaN |
NaN |
-0.0000 |
unexplained |
| 2025-10-31 |
2025-11-03 |
ind_food_drug_retail |
0.0413 |
-0.0023 |
-0.0001 |
tilt_INDUSTRY |
| 2025-10-31 |
2025-11-03 |
ind_telecommunications_serices |
0.1187 |
0.0023 |
0.0003 |
tilt_INDUSTRY |
| 2025-10-31 |
2025-11-03 |
ind_healthcare_equipment_supplies |
-0.0814 |
-0.0039 |
0.0003 |
tilt_INDUSTRY |
| 2025-10-31 |
2025-11-03 |
ind_aerospace_defense |
-0.0071 |
0.0031 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-31 |
2025-11-03 |
ind_investment_services |
0.0351 |
-0.0016 |
-0.0001 |
tilt_INDUSTRY |
| 2025-10-31 |
2025-11-03 |
sdiscrepancy |
NaN |
NaN |
0.0012 |
unexplained |
| 2025-10-31 |
2025-11-03 |
ind_specialty_reatil |
-0.0111 |
0.0008 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-31 |
2025-11-03 |
reversal |
0.9450 |
-0.0018 |
-0.0017 |
alpha_REVERSAL |
| 2025-10-31 |
2025-11-03 |
country_KR |
-0.0529 |
0.0026 |
-0.0001 |
tilt_COUNTRY |
| 2025-10-31 |
2025-11-03 |
ind_integrated_hardware_software |
0.0135 |
0.0031 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-31 |
2025-11-03 |
ind_software_it_services |
0.0294 |
0.0043 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-31 |
2025-11-03 |
ind_insurance |
0.0398 |
-0.0016 |
-0.0001 |
tilt_INDUSTRY |
| 2025-10-31 |
2025-11-03 |
value_gc |
1.4323 |
0.0013 |
0.0019 |
alpha_VALUE |
| 2025-10-31 |
2025-11-03 |
ind_construction_engineering |
-0.0810 |
-0.0011 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-31 |
2025-11-03 |
impactCost |
NaN |
NaN |
-0.0004 |
cost |
| 2025-10-31 |
2025-11-03 |
ind_natural_gas_utilities |
0.0282 |
-0.0037 |
-0.0001 |
tilt_INDUSTRY |
| 2025-10-31 |
2025-11-03 |
fmom |
0.2038 |
0.0004 |
0.0001 |
alpha_QUALITY |
| 2025-10-31 |
2025-11-03 |
quality |
3.5684 |
-0.0004 |
-0.0016 |
alpha_QUALITY |
| 2025-10-31 |
2025-11-03 |
ind_food_tobacco |
0.0357 |
0.0008 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-31 |
2025-11-03 |
size_SMALL |
0.0038 |
0.0017 |
0.0000 |
tilt_SIZE |
| 2025-10-31 |
2025-11-03 |
ind_freight_logistics |
-0.0173 |
-0.0027 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-31 |
2025-11-03 |
ind_leisure_products |
0.0237 |
0.0008 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-31 |
2025-11-03 |
ind_chemicals |
0.0763 |
-0.0032 |
-0.0002 |
tilt_INDUSTRY |
| 2025-10-31 |
2025-11-03 |
ind_construction_materials |
-0.0003 |
-0.0067 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-31 |
2025-11-03 |
ind_automobile |
0.0002 |
-0.0047 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-31 |
2025-11-03 |
ind_coal |
-0.0380 |
0.0155 |
-0.0006 |
tilt_INDUSTRY |
| 2025-10-31 |
2025-11-03 |
country_MY |
0.0404 |
-0.0017 |
-0.0001 |
tilt_COUNTRY |
| 2025-10-31 |
2025-11-03 |
ind_oil_gas |
0.0522 |
0.0102 |
0.0005 |
tilt_INDUSTRY |
| 2025-10-31 |
2025-11-03 |
ind_consumer_goods_conglomerates |
-0.0084 |
0.0029 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-31 |
2025-11-03 |
momentum |
0.0463 |
-0.0011 |
-0.0001 |
alpha_MOMENTUM |
| 2025-10-31 |
2025-11-03 |
specret |
NaN |
NaN |
-0.0056 |
unexplained |
| 2025-10-31 |
2025-11-03 |
country_XH |
0.0870 |
0.0083 |
0.0007 |
tilt_COUNTRY |
| 2025-10-31 |
2025-11-03 |
country_JP |
-0.0591 |
-0.0041 |
0.0002 |
tilt_COUNTRY |
| 2025-10-31 |
2025-11-03 |
country_TH |
0.0802 |
-0.0126 |
-0.0010 |
tilt_COUNTRY |
| 2025-10-31 |
2025-11-03 |
ind_communications_equipment |
-0.0047 |
0.0043 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-31 |
2025-11-03 |
ind_holding_companies |
0.0050 |
-0.0117 |
-0.0001 |
tilt_INDUSTRY |
| 2025-10-31 |
2025-11-03 |
ind_homebuilding_building_products |
-0.0318 |
0.0002 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-31 |
2025-11-03 |
ind_electronic_equipment |
-0.0637 |
-0.0010 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-31 |
2025-11-03 |
ind_banking_services |
-0.0739 |
0.0041 |
-0.0003 |
tilt_INDUSTRY |
| 2025-10-31 |
2025-11-03 |
ind_household_products_services |
0.0003 |
-0.0014 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-31 |
2025-11-03 |
sbeta_market |
0.0708 |
-0.0041 |
-0.0003 |
risk_exposure |
| 2025-10-31 |
2025-11-03 |
ind_commercial_services_supplies |
-0.0615 |
0.0013 |
-0.0001 |
tilt_INDUSTRY |
| 2025-10-31 |
2025-11-03 |
bcost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-10-31 |
2025-11-03 |
size_LARGE |
0.0769 |
-0.0007 |
-0.0001 |
tilt_SIZE |
| 2025-10-31 |
2025-11-03 |
ind_industrial_distribution |
0.0199 |
-0.0008 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-31 |
2025-11-03 |
ind_multiline_utilities |
-0.0128 |
-0.0022 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-31 |
2025-11-03 |
size_MICRO |
-0.0057 |
0.0054 |
-0.0000 |
tilt_SIZE |
| 2025-10-31 |
2025-11-03 |
ind_media_publishing |
0.0173 |
0.0144 |
0.0002 |
tilt_INDUSTRY |
| 2025-10-31 |
2025-11-03 |
country_CN |
-0.0741 |
0.0011 |
-0.0001 |
tilt_COUNTRY |
| 2025-10-31 |
2025-11-03 |
ind_uranium |
-0.0023 |
-0.0292 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-31 |
2025-11-03 |
ind_pharmaceuticals |
-0.0532 |
-0.0013 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-31 |
2025-11-03 |
ind_diversified_retail |
-0.0099 |
-0.0011 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-31 |
2025-11-03 |
country_SG |
-0.0352 |
-0.0007 |
0.0000 |
tilt_COUNTRY |
| 2025-10-31 |
2025-11-03 |
ind_household_goods |
-0.0497 |
-0.0094 |
0.0005 |
tilt_INDUSTRY |
| 2025-10-31 |
2025-11-03 |
revision |
1.9322 |
0.0003 |
0.0006 |
alpha_REVISION |
| 2025-10-31 |
2025-11-03 |
country_TW |
0.0249 |
-0.0008 |
-0.0000 |
tilt_COUNTRY |
| 2025-10-31 |
2025-11-03 |
ind_water_utilities |
0.0000 |
-0.0063 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-31 |
2025-11-03 |
ind_beverages |
-0.0459 |
-0.0014 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-31 |
2025-11-03 |
ind_biotechnology |
-0.0179 |
-0.0049 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-31 |
2025-11-03 |
market |
0.0133 |
0.0074 |
0.0001 |
risk_exposure |
| 2025-10-31 |
2025-11-03 |
ind_passenger_transportation |
-0.0153 |
0.0043 |
-0.0001 |
tilt_INDUSTRY |
| 2025-10-31 |
2025-11-03 |
size_MID |
-0.0617 |
-0.0014 |
0.0001 |
tilt_SIZE |
| 2025-10-31 |
2025-11-03 |
country_PH |
0.0085 |
-0.0243 |
-0.0002 |
tilt_COUNTRY |
| 2025-10-31 |
2025-11-03 |
stability |
2.6829 |
-0.0002 |
-0.0006 |
alpha_QUALITY |
| 2025-10-31 |
2025-11-03 |
ind_office_equipment |
-0.0155 |
-0.0017 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-31 |
2025-11-03 |
country_HK |
0.0921 |
0.0040 |
0.0004 |
tilt_COUNTRY |
| 2025-10-31 |
2025-11-03 |
fcost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-10-31 |
2025-11-03 |
country_NZ |
0.0000 |
-0.0028 |
0.0000 |
tilt_COUNTRY |
| 2025-10-31 |
2025-11-03 |
ind_machinery |
0.1548 |
-0.0007 |
-0.0001 |
tilt_INDUSTRY |
| 2025-10-31 |
2025-11-03 |
value_liq |
1.0929 |
-0.0017 |
-0.0019 |
alpha_VALUE |
| 2025-10-31 |
2025-11-03 |
ind_computers_phones_household_electronics |
0.0764 |
0.0027 |
0.0002 |
tilt_INDUSTRY |
| 2025-10-31 |
2025-11-03 |
ind_healthcare_providers_services |
0.0151 |
0.0020 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-31 |
2025-11-03 |
ind_paper_forestry |
-0.0000 |
0.0097 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-31 |
2025-11-03 |
ind_fintech |
-0.0079 |
-0.0010 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-31 |
2025-11-03 |
linearCost |
NaN |
NaN |
-0.0008 |
cost |
| 2025-10-31 |
2025-11-03 |
ind_textiles_apparel |
0.0232 |
-0.0032 |
-0.0001 |
tilt_INDUSTRY |
| 2025-10-31 |
2025-11-03 |
neglect |
0.9410 |
0.0012 |
0.0011 |
alpha_VALUE |
| 2025-10-31 |
2025-11-03 |
ind_metals_mining |
-0.0021 |
-0.0073 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-31 |
2025-11-03 |
country_ID |
0.0000 |
0.0022 |
0.0000 |
tilt_COUNTRY |
| 2025-10-31 |
2025-11-03 |
country_AU |
-0.0986 |
-0.0065 |
0.0006 |
tilt_COUNTRY |
| 2025-10-31 |
2025-11-03 |
ind_containers_packaging |
-0.0076 |
-0.0073 |
0.0001 |
tilt_INDUSTRY |
| 2025-10-31 |
2025-11-03 |
ind_oil_gas_equipment_services |
-0.0141 |
0.0017 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-31 |
2025-11-03 |
ind_transportation_infrastructure |
0.0227 |
0.0004 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-31 |
2025-11-03 |
ind_hotels_entertainment |
0.0031 |
-0.0038 |
-0.0000 |
tilt_INDUSTRY |
| 2025-10-31 |
2025-11-03 |
linkage |
1.1976 |
-0.0006 |
-0.0007 |
alpha_MOMENTUM |
| 2025-10-31 |
2025-11-03 |
ind_electric_utilities_ipps |
-0.1116 |
-0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-10-31 |
2025-11-03 |
country_IN |
0.0000 |
-0.0004 |
0.0000 |
tilt_COUNTRY |
| 2025-10-31 |
2025-11-03 |
ind_real_estate_operations |
-0.0079 |
-0.0012 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-03 |
2025-11-04 |
ind_communications_equipment |
-0.0119 |
-0.0039 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-03 |
2025-11-04 |
stability |
2.4666 |
0.0005 |
0.0011 |
alpha_QUALITY |
| 2025-11-03 |
2025-11-04 |
ind_metals_mining |
-0.0072 |
-0.0096 |
0.0001 |
tilt_INDUSTRY |
| 2025-11-03 |
2025-11-04 |
value_liq |
1.1833 |
-0.0004 |
-0.0005 |
alpha_VALUE |
| 2025-11-03 |
2025-11-04 |
ind_investment_services |
0.0214 |
0.0061 |
0.0001 |
tilt_INDUSTRY |
| 2025-11-03 |
2025-11-04 |
ind_hotels_entertainment |
0.0119 |
-0.0004 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-03 |
2025-11-04 |
ind_construction_engineering |
-0.0737 |
0.0007 |
-0.0001 |
tilt_INDUSTRY |
| 2025-11-03 |
2025-11-04 |
ind_electric_utilities_ipps |
-0.1113 |
0.0001 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-03 |
2025-11-04 |
bcost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-11-03 |
2025-11-04 |
ind_freight_logistics |
-0.0150 |
-0.0054 |
0.0001 |
tilt_INDUSTRY |
| 2025-11-03 |
2025-11-04 |
country_CN |
-0.0947 |
0.0023 |
-0.0002 |
tilt_COUNTRY |
| 2025-11-03 |
2025-11-04 |
ind_homebuilding_building_products |
-0.0318 |
-0.0048 |
0.0002 |
tilt_INDUSTRY |
| 2025-11-03 |
2025-11-04 |
ind_leisure_products |
0.0238 |
-0.0017 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-03 |
2025-11-04 |
ind_food_drug_retail |
0.0343 |
-0.0016 |
-0.0001 |
tilt_INDUSTRY |
| 2025-11-03 |
2025-11-04 |
ind_diversified_retail |
-0.0099 |
0.0003 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-03 |
2025-11-04 |
specret |
NaN |
NaN |
-0.0017 |
unexplained |
| 2025-11-03 |
2025-11-04 |
ind_machinery |
0.1562 |
-0.0014 |
-0.0002 |
tilt_INDUSTRY |
| 2025-11-03 |
2025-11-04 |
ind_computers_phones_household_electronics |
0.0695 |
-0.0041 |
-0.0003 |
tilt_INDUSTRY |
| 2025-11-03 |
2025-11-04 |
size_SMALL |
-0.0008 |
0.0019 |
-0.0000 |
tilt_SIZE |
| 2025-11-03 |
2025-11-04 |
value_gc |
1.4286 |
0.0011 |
0.0016 |
alpha_VALUE |
| 2025-11-03 |
2025-11-04 |
ind_healthcare_providers_services |
0.0146 |
0.0021 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-03 |
2025-11-04 |
ind_fintech |
-0.0071 |
0.0009 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-03 |
2025-11-04 |
country_AU |
-0.0988 |
-0.0074 |
0.0007 |
tilt_COUNTRY |
| 2025-11-03 |
2025-11-04 |
ind_insurance |
0.0696 |
0.0089 |
0.0006 |
tilt_INDUSTRY |
| 2025-11-03 |
2025-11-04 |
ind_consumer_goods_conglomerates |
-0.0084 |
-0.0029 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-03 |
2025-11-04 |
ind_containers_packaging |
-0.0074 |
-0.0056 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-03 |
2025-11-04 |
ind_household_goods |
-0.0510 |
0.0023 |
-0.0001 |
tilt_INDUSTRY |
| 2025-11-03 |
2025-11-04 |
ind_industrial_distribution |
0.0211 |
0.0006 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-03 |
2025-11-04 |
ind_coal |
-0.0438 |
0.0039 |
-0.0002 |
tilt_INDUSTRY |
| 2025-11-03 |
2025-11-04 |
size_MID |
-0.0736 |
-0.0008 |
0.0001 |
tilt_SIZE |
| 2025-11-03 |
2025-11-04 |
ind_holding_companies |
0.0039 |
0.0256 |
0.0001 |
tilt_INDUSTRY |
| 2025-11-03 |
2025-11-04 |
ind_electronic_equipment |
-0.0526 |
-0.0025 |
0.0001 |
tilt_INDUSTRY |
| 2025-11-03 |
2025-11-04 |
ind_household_products_services |
0.0074 |
0.0032 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-03 |
2025-11-04 |
ind_integrated_hardware_software |
0.0119 |
0.0035 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-03 |
2025-11-04 |
ind_commercial_services_supplies |
-0.0643 |
0.0033 |
-0.0002 |
tilt_INDUSTRY |
| 2025-11-03 |
2025-11-04 |
ind_healthcare_equipment_supplies |
-0.0772 |
-0.0038 |
0.0003 |
tilt_INDUSTRY |
| 2025-11-03 |
2025-11-04 |
ind_multiline_utilities |
-0.0123 |
-0.0082 |
0.0001 |
tilt_INDUSTRY |
| 2025-11-03 |
2025-11-04 |
ind_construction_materials |
-0.0004 |
-0.0045 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-03 |
2025-11-04 |
ind_media_publishing |
0.0271 |
0.0027 |
0.0001 |
tilt_INDUSTRY |
| 2025-11-03 |
2025-11-04 |
ind_natural_gas_utilities |
0.0280 |
0.0022 |
0.0001 |
tilt_INDUSTRY |
| 2025-11-03 |
2025-11-04 |
ind_office_equipment |
-0.0155 |
0.0023 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-03 |
2025-11-04 |
ind_aerospace_defense |
-0.0076 |
-0.0042 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-03 |
2025-11-04 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-11-03 |
2025-11-04 |
pdiscrepancy |
NaN |
NaN |
0.0000 |
unexplained |
| 2025-11-03 |
2025-11-04 |
ind_textiles_apparel |
0.0229 |
0.0025 |
0.0001 |
tilt_INDUSTRY |
| 2025-11-03 |
2025-11-04 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-11-03 |
2025-11-04 |
country_PH |
0.0085 |
0.0068 |
0.0001 |
tilt_COUNTRY |
| 2025-11-03 |
2025-11-04 |
ind_telecommunications_serices |
0.1191 |
0.0013 |
0.0001 |
tilt_INDUSTRY |
| 2025-11-03 |
2025-11-04 |
fmom |
0.1778 |
-0.0003 |
-0.0001 |
alpha_QUALITY |
| 2025-11-03 |
2025-11-04 |
ind_oil_gas_equipment_services |
-0.0141 |
-0.0065 |
0.0001 |
tilt_INDUSTRY |
| 2025-11-03 |
2025-11-04 |
reversal |
1.2472 |
0.0009 |
0.0011 |
alpha_REVERSAL |
| 2025-11-03 |
2025-11-04 |
quality |
3.4345 |
-0.0005 |
-0.0019 |
alpha_QUALITY |
| 2025-11-03 |
2025-11-04 |
ind_banking_services |
-0.0982 |
0.0115 |
-0.0011 |
tilt_INDUSTRY |
| 2025-11-03 |
2025-11-04 |
ind_real_estate_operations |
-0.0171 |
0.0042 |
-0.0001 |
tilt_INDUSTRY |
| 2025-11-03 |
2025-11-04 |
sdiscrepancy |
NaN |
NaN |
-0.0002 |
unexplained |
| 2025-11-03 |
2025-11-04 |
country_JP |
-0.0751 |
0.0040 |
-0.0003 |
tilt_COUNTRY |
| 2025-11-03 |
2025-11-04 |
country_ID |
0.0000 |
-0.0120 |
0.0000 |
tilt_COUNTRY |
| 2025-11-03 |
2025-11-04 |
ind_specialty_reatil |
-0.0088 |
-0.0095 |
0.0001 |
tilt_INDUSTRY |
| 2025-11-03 |
2025-11-04 |
revision |
1.9088 |
-0.0001 |
-0.0002 |
alpha_REVISION |
| 2025-11-03 |
2025-11-04 |
market |
-0.0044 |
0.0054 |
-0.0000 |
risk_exposure |
| 2025-11-03 |
2025-11-04 |
size_LARGE |
0.0738 |
-0.0021 |
-0.0002 |
tilt_SIZE |
| 2025-11-03 |
2025-11-04 |
ind_software_it_services |
0.0104 |
-0.0019 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-03 |
2025-11-04 |
ind_food_tobacco |
0.0350 |
-0.0021 |
-0.0001 |
tilt_INDUSTRY |
| 2025-11-03 |
2025-11-04 |
neglect |
0.9057 |
0.0015 |
0.0014 |
alpha_VALUE |
| 2025-11-03 |
2025-11-04 |
country_HK |
0.0928 |
0.0027 |
0.0003 |
tilt_COUNTRY |
| 2025-11-03 |
2025-11-04 |
ind_semiconductors |
0.0467 |
0.0006 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-03 |
2025-11-04 |
ind_chemicals |
0.0645 |
-0.0043 |
-0.0003 |
tilt_INDUSTRY |
| 2025-11-03 |
2025-11-04 |
ind_automobile |
0.0107 |
-0.0004 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-03 |
2025-11-04 |
ind_renewable_energy |
-0.0181 |
-0.0089 |
0.0002 |
tilt_INDUSTRY |
| 2025-11-03 |
2025-11-04 |
country_SG |
-0.0400 |
-0.0051 |
0.0002 |
tilt_COUNTRY |
| 2025-11-03 |
2025-11-04 |
ind_pharmaceuticals |
-0.0593 |
-0.0040 |
0.0002 |
tilt_INDUSTRY |
| 2025-11-03 |
2025-11-04 |
country_NZ |
0.0000 |
0.0036 |
0.0000 |
tilt_COUNTRY |
| 2025-11-03 |
2025-11-04 |
ind_beverages |
-0.0541 |
-0.0006 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-03 |
2025-11-04 |
country_MY |
0.0402 |
-0.0036 |
-0.0001 |
tilt_COUNTRY |
| 2025-11-03 |
2025-11-04 |
ind_water_utilities |
0.0000 |
0.0010 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-03 |
2025-11-04 |
country_TW |
0.0186 |
-0.0071 |
-0.0001 |
tilt_COUNTRY |
| 2025-11-03 |
2025-11-04 |
size_MICRO |
-0.0038 |
0.0065 |
-0.0000 |
tilt_SIZE |
| 2025-11-03 |
2025-11-04 |
country_TH |
0.0791 |
-0.0146 |
-0.0012 |
tilt_COUNTRY |
| 2025-11-03 |
2025-11-04 |
country_KR |
-0.0069 |
0.0016 |
-0.0000 |
tilt_COUNTRY |
| 2025-11-03 |
2025-11-04 |
linearCost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-11-03 |
2025-11-04 |
ind_biotechnology |
-0.0215 |
-0.0028 |
0.0001 |
tilt_INDUSTRY |
| 2025-11-03 |
2025-11-04 |
ind_paper_forestry |
-0.0006 |
0.0041 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-03 |
2025-11-04 |
country_IN |
0.0000 |
-0.0074 |
0.0000 |
tilt_COUNTRY |
| 2025-11-03 |
2025-11-04 |
ind_uranium |
-0.0023 |
-0.0308 |
0.0001 |
tilt_INDUSTRY |
| 2025-11-03 |
2025-11-04 |
ind_oil_gas |
0.0677 |
0.0057 |
0.0004 |
tilt_INDUSTRY |
| 2025-11-03 |
2025-11-04 |
sbeta_market |
0.0512 |
-0.0144 |
-0.0007 |
risk_exposure |
| 2025-11-03 |
2025-11-04 |
ind_passenger_transportation |
-0.0055 |
-0.0024 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-03 |
2025-11-04 |
momentum |
0.0273 |
-0.0019 |
-0.0001 |
alpha_MOMENTUM |
| 2025-11-03 |
2025-11-04 |
country_XH |
0.0719 |
-0.0009 |
-0.0001 |
tilt_COUNTRY |
| 2025-11-03 |
2025-11-04 |
ind_transportation_infrastructure |
0.0257 |
0.0019 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-03 |
2025-11-04 |
linkage |
1.2048 |
-0.0003 |
-0.0004 |
alpha_MOMENTUM |
| 2025-11-04 |
2025-11-05 |
ind_banking_services |
-0.1089 |
-0.0015 |
0.0002 |
tilt_INDUSTRY |
| 2025-11-04 |
2025-11-05 |
ind_pharmaceuticals |
-0.0634 |
-0.0015 |
0.0001 |
tilt_INDUSTRY |
| 2025-11-04 |
2025-11-05 |
ind_automobile |
0.0146 |
0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-04 |
2025-11-05 |
pdiscrepancy |
NaN |
NaN |
-0.0000 |
unexplained |
| 2025-11-04 |
2025-11-05 |
ind_multiline_utilities |
-0.0119 |
0.0023 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-04 |
2025-11-05 |
size_MICRO |
-0.0057 |
0.0021 |
-0.0000 |
tilt_SIZE |
| 2025-11-04 |
2025-11-05 |
momentum |
0.0146 |
-0.0001 |
-0.0000 |
alpha_MOMENTUM |
| 2025-11-04 |
2025-11-05 |
ind_beverages |
-0.0621 |
-0.0044 |
0.0003 |
tilt_INDUSTRY |
| 2025-11-04 |
2025-11-05 |
ind_biotechnology |
-0.0221 |
-0.0038 |
0.0001 |
tilt_INDUSTRY |
| 2025-11-04 |
2025-11-05 |
neglect |
0.8629 |
-0.0001 |
-0.0001 |
alpha_VALUE |
| 2025-11-04 |
2025-11-05 |
size_SMALL |
-0.0005 |
0.0015 |
-0.0000 |
tilt_SIZE |
| 2025-11-04 |
2025-11-05 |
ind_metals_mining |
-0.0100 |
0.0014 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-04 |
2025-11-05 |
size_LARGE |
0.0702 |
-0.0022 |
-0.0002 |
tilt_SIZE |
| 2025-11-04 |
2025-11-05 |
ind_real_estate_operations |
-0.0182 |
0.0015 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-04 |
2025-11-05 |
country_CN |
-0.0910 |
0.0056 |
-0.0005 |
tilt_COUNTRY |
| 2025-11-04 |
2025-11-05 |
country_NZ |
0.0000 |
-0.0074 |
0.0000 |
tilt_COUNTRY |
| 2025-11-04 |
2025-11-05 |
ind_fintech |
-0.0060 |
-0.0055 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-04 |
2025-11-05 |
ind_media_publishing |
0.0247 |
-0.0008 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-04 |
2025-11-05 |
ind_machinery |
0.1533 |
0.0040 |
0.0006 |
tilt_INDUSTRY |
| 2025-11-04 |
2025-11-05 |
ind_computers_phones_household_electronics |
0.0678 |
-0.0019 |
-0.0001 |
tilt_INDUSTRY |
| 2025-11-04 |
2025-11-05 |
ind_healthcare_providers_services |
0.0149 |
-0.0019 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-04 |
2025-11-05 |
country_ID |
0.0000 |
0.0053 |
0.0000 |
tilt_COUNTRY |
| 2025-11-04 |
2025-11-05 |
ind_communications_equipment |
-0.0127 |
-0.0011 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-04 |
2025-11-05 |
ind_passenger_transportation |
-0.0075 |
0.0114 |
-0.0001 |
tilt_INDUSTRY |
| 2025-11-04 |
2025-11-05 |
country_MY |
0.0403 |
-0.0031 |
-0.0001 |
tilt_COUNTRY |
| 2025-11-04 |
2025-11-05 |
value_gc |
1.4439 |
-0.0007 |
-0.0010 |
alpha_VALUE |
| 2025-11-04 |
2025-11-05 |
ind_paper_forestry |
-0.0015 |
0.0030 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-04 |
2025-11-05 |
ind_office_equipment |
-0.0156 |
-0.0020 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-04 |
2025-11-05 |
country_PH |
0.0086 |
-0.0098 |
-0.0001 |
tilt_COUNTRY |
| 2025-11-04 |
2025-11-05 |
ind_textiles_apparel |
0.0240 |
0.0026 |
0.0001 |
tilt_INDUSTRY |
| 2025-11-04 |
2025-11-05 |
country_JP |
-0.0936 |
-0.0082 |
0.0008 |
tilt_COUNTRY |
| 2025-11-04 |
2025-11-05 |
ind_hotels_entertainment |
0.0184 |
0.0031 |
0.0001 |
tilt_INDUSTRY |
| 2025-11-04 |
2025-11-05 |
country_AU |
-0.0987 |
-0.0061 |
0.0006 |
tilt_COUNTRY |
| 2025-11-04 |
2025-11-05 |
country_IN |
0.0000 |
-0.0023 |
0.0000 |
tilt_COUNTRY |
| 2025-11-04 |
2025-11-05 |
ind_transportation_infrastructure |
0.0281 |
0.0007 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-04 |
2025-11-05 |
ind_containers_packaging |
-0.0073 |
0.0084 |
-0.0001 |
tilt_INDUSTRY |
| 2025-11-04 |
2025-11-05 |
ind_industrial_distribution |
0.0245 |
0.0148 |
0.0004 |
tilt_INDUSTRY |
| 2025-11-04 |
2025-11-05 |
stability |
2.3720 |
-0.0002 |
-0.0004 |
alpha_QUALITY |
| 2025-11-04 |
2025-11-05 |
linkage |
1.2383 |
-0.0001 |
-0.0001 |
alpha_MOMENTUM |
| 2025-11-04 |
2025-11-05 |
country_XH |
0.0656 |
0.0059 |
0.0004 |
tilt_COUNTRY |
| 2025-11-04 |
2025-11-05 |
ind_household_products_services |
0.0105 |
-0.0004 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-04 |
2025-11-05 |
sbeta_market |
0.0487 |
-0.0080 |
-0.0004 |
risk_exposure |
| 2025-11-04 |
2025-11-05 |
ind_uranium |
-0.0023 |
-0.0488 |
0.0001 |
tilt_INDUSTRY |
| 2025-11-04 |
2025-11-05 |
ind_electric_utilities_ipps |
-0.1011 |
0.0025 |
-0.0003 |
tilt_INDUSTRY |
| 2025-11-04 |
2025-11-05 |
linearCost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-11-04 |
2025-11-05 |
country_TH |
0.0906 |
-0.0072 |
-0.0006 |
tilt_COUNTRY |
| 2025-11-04 |
2025-11-05 |
ind_diversified_retail |
-0.0105 |
0.0077 |
-0.0001 |
tilt_INDUSTRY |
| 2025-11-04 |
2025-11-05 |
ind_household_goods |
-0.0506 |
0.0018 |
-0.0001 |
tilt_INDUSTRY |
| 2025-11-04 |
2025-11-05 |
country_TW |
0.0169 |
-0.0005 |
-0.0000 |
tilt_COUNTRY |
| 2025-11-04 |
2025-11-05 |
ind_water_utilities |
0.0000 |
-0.0049 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-04 |
2025-11-05 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-11-04 |
2025-11-05 |
specret |
NaN |
NaN |
0.0023 |
unexplained |
| 2025-11-04 |
2025-11-05 |
value_liq |
1.1942 |
0.0008 |
0.0009 |
alpha_VALUE |
| 2025-11-04 |
2025-11-05 |
ind_telecommunications_serices |
0.1190 |
0.0018 |
0.0002 |
tilt_INDUSTRY |
| 2025-11-04 |
2025-11-05 |
ind_construction_engineering |
-0.0695 |
0.0039 |
-0.0003 |
tilt_INDUSTRY |
| 2025-11-04 |
2025-11-05 |
ind_leisure_products |
0.0233 |
0.0073 |
0.0002 |
tilt_INDUSTRY |
| 2025-11-04 |
2025-11-05 |
ind_aerospace_defense |
-0.0086 |
-0.0068 |
0.0001 |
tilt_INDUSTRY |
| 2025-11-04 |
2025-11-05 |
ind_semiconductors |
0.0400 |
-0.0079 |
-0.0003 |
tilt_INDUSTRY |
| 2025-11-04 |
2025-11-05 |
ind_investment_services |
0.0201 |
-0.0008 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-04 |
2025-11-05 |
ind_electronic_equipment |
-0.0444 |
0.0003 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-04 |
2025-11-05 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-11-04 |
2025-11-05 |
ind_food_drug_retail |
0.0322 |
0.0029 |
0.0001 |
tilt_INDUSTRY |
| 2025-11-04 |
2025-11-05 |
ind_software_it_services |
0.0023 |
-0.0053 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-04 |
2025-11-05 |
ind_construction_materials |
-0.0007 |
0.0011 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-04 |
2025-11-05 |
ind_renewable_energy |
-0.0184 |
0.0214 |
-0.0004 |
tilt_INDUSTRY |
| 2025-11-04 |
2025-11-05 |
market |
-0.0160 |
0.0057 |
-0.0001 |
risk_exposure |
| 2025-11-04 |
2025-11-05 |
ind_integrated_hardware_software |
0.0102 |
0.0016 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-04 |
2025-11-05 |
ind_specialty_reatil |
-0.0064 |
0.0072 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-04 |
2025-11-05 |
country_SG |
-0.0396 |
-0.0021 |
0.0001 |
tilt_COUNTRY |
| 2025-11-04 |
2025-11-05 |
sdiscrepancy |
NaN |
NaN |
-0.0001 |
unexplained |
| 2025-11-04 |
2025-11-05 |
ind_food_tobacco |
0.0376 |
0.0013 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-04 |
2025-11-05 |
bcost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-11-04 |
2025-11-05 |
ind_consumer_goods_conglomerates |
-0.0084 |
-0.0133 |
0.0001 |
tilt_INDUSTRY |
| 2025-11-04 |
2025-11-05 |
ind_homebuilding_building_products |
-0.0321 |
0.0046 |
-0.0001 |
tilt_INDUSTRY |
| 2025-11-04 |
2025-11-05 |
ind_insurance |
0.0734 |
-0.0010 |
-0.0001 |
tilt_INDUSTRY |
| 2025-11-04 |
2025-11-05 |
fmom |
0.1904 |
-0.0000 |
-0.0000 |
alpha_QUALITY |
| 2025-11-04 |
2025-11-05 |
revision |
1.9560 |
0.0005 |
0.0009 |
alpha_REVISION |
| 2025-11-04 |
2025-11-05 |
ind_commercial_services_supplies |
-0.0632 |
-0.0004 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-04 |
2025-11-05 |
ind_holding_companies |
0.0014 |
0.0233 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-04 |
2025-11-05 |
ind_freight_logistics |
-0.0211 |
-0.0026 |
0.0001 |
tilt_INDUSTRY |
| 2025-11-04 |
2025-11-05 |
ind_healthcare_equipment_supplies |
-0.0764 |
0.0020 |
-0.0002 |
tilt_INDUSTRY |
| 2025-11-04 |
2025-11-05 |
size_MID |
-0.0799 |
-0.0001 |
0.0000 |
tilt_SIZE |
| 2025-11-04 |
2025-11-05 |
reversal |
1.3390 |
0.0016 |
0.0021 |
alpha_REVERSAL |
| 2025-11-04 |
2025-11-05 |
country_KR |
-0.0092 |
-0.0292 |
0.0003 |
tilt_COUNTRY |
| 2025-11-04 |
2025-11-05 |
ind_natural_gas_utilities |
0.0282 |
0.0046 |
0.0001 |
tilt_INDUSTRY |
| 2025-11-04 |
2025-11-05 |
country_HK |
0.0939 |
0.0024 |
0.0002 |
tilt_COUNTRY |
| 2025-11-04 |
2025-11-05 |
ind_oil_gas |
0.0759 |
-0.0020 |
-0.0002 |
tilt_INDUSTRY |
| 2025-11-04 |
2025-11-05 |
ind_chemicals |
0.0606 |
0.0009 |
0.0001 |
tilt_INDUSTRY |
| 2025-11-04 |
2025-11-05 |
ind_coal |
-0.0460 |
0.0052 |
-0.0002 |
tilt_INDUSTRY |
| 2025-11-04 |
2025-11-05 |
ind_oil_gas_equipment_services |
-0.0140 |
0.0017 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-04 |
2025-11-05 |
quality |
3.4183 |
0.0005 |
0.0017 |
alpha_QUALITY |
| 2025-11-05 |
2025-11-06 |
ind_healthcare_equipment_supplies |
-0.0793 |
-0.0086 |
0.0007 |
tilt_INDUSTRY |
| 2025-11-05 |
2025-11-06 |
country_HK |
0.0957 |
0.0061 |
0.0006 |
tilt_COUNTRY |
| 2025-11-05 |
2025-11-06 |
momentum |
0.0189 |
0.0005 |
0.0000 |
alpha_MOMENTUM |
| 2025-11-05 |
2025-11-06 |
ind_automobile |
0.0171 |
0.0035 |
0.0001 |
tilt_INDUSTRY |
| 2025-11-05 |
2025-11-06 |
country_PH |
0.0087 |
0.0015 |
0.0000 |
tilt_COUNTRY |
| 2025-11-05 |
2025-11-06 |
ind_renewable_energy |
-0.0187 |
-0.0053 |
0.0001 |
tilt_INDUSTRY |
| 2025-11-05 |
2025-11-06 |
ind_construction_engineering |
-0.0734 |
0.0005 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-05 |
2025-11-06 |
ind_holding_companies |
0.0000 |
0.0220 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-05 |
2025-11-06 |
ind_leisure_products |
0.0233 |
-0.0056 |
-0.0001 |
tilt_INDUSTRY |
| 2025-11-05 |
2025-11-06 |
ind_aerospace_defense |
-0.0091 |
-0.0013 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-05 |
2025-11-06 |
ind_semiconductors |
0.0291 |
0.0084 |
0.0002 |
tilt_INDUSTRY |
| 2025-11-05 |
2025-11-06 |
ind_investment_services |
0.0222 |
0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-05 |
2025-11-06 |
ind_electronic_equipment |
-0.0394 |
0.0021 |
-0.0001 |
tilt_INDUSTRY |
| 2025-11-05 |
2025-11-06 |
ind_chemicals |
0.0608 |
0.0069 |
0.0004 |
tilt_INDUSTRY |
| 2025-11-05 |
2025-11-06 |
neglect |
0.8331 |
-0.0013 |
-0.0011 |
alpha_VALUE |
| 2025-11-05 |
2025-11-06 |
ind_real_estate_operations |
-0.0182 |
-0.0040 |
0.0001 |
tilt_INDUSTRY |
| 2025-11-05 |
2025-11-06 |
size_LARGE |
0.0713 |
0.0043 |
0.0003 |
tilt_SIZE |
| 2025-11-05 |
2025-11-06 |
country_CN |
-0.0951 |
-0.0013 |
0.0001 |
tilt_COUNTRY |
| 2025-11-05 |
2025-11-06 |
value_gc |
1.4514 |
0.0010 |
0.0015 |
alpha_VALUE |
| 2025-11-05 |
2025-11-06 |
reversal |
1.1866 |
0.0010 |
0.0012 |
alpha_REVERSAL |
| 2025-11-05 |
2025-11-06 |
ind_metals_mining |
-0.0091 |
0.0115 |
-0.0001 |
tilt_INDUSTRY |
| 2025-11-05 |
2025-11-06 |
pdiscrepancy |
NaN |
NaN |
-0.0000 |
unexplained |
| 2025-11-05 |
2025-11-06 |
ind_beverages |
-0.0673 |
-0.0054 |
0.0004 |
tilt_INDUSTRY |
| 2025-11-05 |
2025-11-06 |
ind_pharmaceuticals |
-0.0688 |
-0.0040 |
0.0003 |
tilt_INDUSTRY |
| 2025-11-05 |
2025-11-06 |
country_NZ |
0.0000 |
-0.0018 |
0.0000 |
tilt_COUNTRY |
| 2025-11-05 |
2025-11-06 |
ind_media_publishing |
0.0210 |
-0.0213 |
-0.0004 |
tilt_INDUSTRY |
| 2025-11-05 |
2025-11-06 |
ind_oil_gas_equipment_services |
-0.0141 |
0.0071 |
-0.0001 |
tilt_INDUSTRY |
| 2025-11-05 |
2025-11-06 |
ind_healthcare_providers_services |
0.0139 |
-0.0061 |
-0.0001 |
tilt_INDUSTRY |
| 2025-11-05 |
2025-11-06 |
ind_banking_services |
-0.1117 |
-0.0021 |
0.0002 |
tilt_INDUSTRY |
| 2025-11-05 |
2025-11-06 |
quality |
3.4634 |
0.0004 |
0.0012 |
alpha_QUALITY |
| 2025-11-05 |
2025-11-06 |
country_ID |
0.0000 |
-0.0053 |
0.0000 |
tilt_COUNTRY |
| 2025-11-05 |
2025-11-06 |
ind_computers_phones_household_electronics |
0.0679 |
0.0013 |
0.0001 |
tilt_INDUSTRY |
| 2025-11-05 |
2025-11-06 |
ind_machinery |
0.1524 |
0.0035 |
0.0005 |
tilt_INDUSTRY |
| 2025-11-05 |
2025-11-06 |
ind_fintech |
-0.0053 |
-0.0073 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-05 |
2025-11-06 |
size_SMALL |
-0.0022 |
-0.0027 |
0.0000 |
tilt_SIZE |
| 2025-11-05 |
2025-11-06 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-11-05 |
2025-11-06 |
market |
-0.0190 |
-0.0012 |
0.0000 |
risk_exposure |
| 2025-11-05 |
2025-11-06 |
ind_construction_materials |
-0.0008 |
-0.0021 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-05 |
2025-11-06 |
ind_transportation_infrastructure |
0.0285 |
-0.0019 |
-0.0001 |
tilt_INDUSTRY |
| 2025-11-05 |
2025-11-06 |
ind_containers_packaging |
-0.0074 |
-0.0002 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-05 |
2025-11-06 |
ind_industrial_distribution |
0.0260 |
0.0076 |
0.0002 |
tilt_INDUSTRY |
| 2025-11-05 |
2025-11-06 |
stability |
2.2904 |
0.0013 |
0.0029 |
alpha_QUALITY |
| 2025-11-05 |
2025-11-06 |
linkage |
1.2641 |
0.0009 |
0.0012 |
alpha_MOMENTUM |
| 2025-11-05 |
2025-11-06 |
country_XH |
0.0628 |
0.0070 |
0.0004 |
tilt_COUNTRY |
| 2025-11-05 |
2025-11-06 |
ind_household_products_services |
0.0115 |
-0.0061 |
-0.0001 |
tilt_INDUSTRY |
| 2025-11-05 |
2025-11-06 |
sbeta_market |
0.0458 |
0.0079 |
0.0004 |
risk_exposure |
| 2025-11-05 |
2025-11-06 |
country_IN |
0.0000 |
-0.0135 |
0.0000 |
tilt_COUNTRY |
| 2025-11-05 |
2025-11-06 |
ind_oil_gas |
0.0777 |
0.0034 |
0.0003 |
tilt_INDUSTRY |
| 2025-11-05 |
2025-11-06 |
ind_electric_utilities_ipps |
-0.0954 |
0.0027 |
-0.0003 |
tilt_INDUSTRY |
| 2025-11-05 |
2025-11-06 |
linearCost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-11-05 |
2025-11-06 |
country_KR |
-0.0100 |
0.0034 |
-0.0000 |
tilt_COUNTRY |
| 2025-11-05 |
2025-11-06 |
country_TH |
0.0989 |
0.0086 |
0.0008 |
tilt_COUNTRY |
| 2025-11-05 |
2025-11-06 |
ind_diversified_retail |
-0.0108 |
-0.0033 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-05 |
2025-11-06 |
ind_household_goods |
-0.0524 |
0.0028 |
-0.0001 |
tilt_INDUSTRY |
| 2025-11-05 |
2025-11-06 |
country_TW |
0.0178 |
0.0015 |
0.0000 |
tilt_COUNTRY |
| 2025-11-05 |
2025-11-06 |
ind_water_utilities |
0.0000 |
0.0024 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-05 |
2025-11-06 |
ind_uranium |
-0.0023 |
-0.0292 |
0.0001 |
tilt_INDUSTRY |
| 2025-11-05 |
2025-11-06 |
country_AU |
-0.0986 |
0.0004 |
-0.0000 |
tilt_COUNTRY |
| 2025-11-05 |
2025-11-06 |
ind_hotels_entertainment |
0.0196 |
-0.0095 |
-0.0002 |
tilt_INDUSTRY |
| 2025-11-05 |
2025-11-06 |
country_JP |
-0.1002 |
0.0033 |
-0.0003 |
tilt_COUNTRY |
| 2025-11-05 |
2025-11-06 |
revision |
2.0481 |
0.0016 |
0.0033 |
alpha_REVISION |
| 2025-11-05 |
2025-11-06 |
ind_integrated_hardware_software |
0.0093 |
-0.0004 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-05 |
2025-11-06 |
ind_specialty_reatil |
-0.0037 |
-0.0096 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-05 |
2025-11-06 |
country_SG |
-0.0396 |
0.0042 |
-0.0002 |
tilt_COUNTRY |
| 2025-11-05 |
2025-11-06 |
sdiscrepancy |
NaN |
NaN |
0.0000 |
unexplained |
| 2025-11-05 |
2025-11-06 |
bcost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-11-05 |
2025-11-06 |
ind_consumer_goods_conglomerates |
-0.0084 |
0.0164 |
-0.0001 |
tilt_INDUSTRY |
| 2025-11-05 |
2025-11-06 |
ind_homebuilding_building_products |
-0.0323 |
-0.0036 |
0.0001 |
tilt_INDUSTRY |
| 2025-11-05 |
2025-11-06 |
ind_insurance |
0.0780 |
0.0068 |
0.0005 |
tilt_INDUSTRY |
| 2025-11-05 |
2025-11-06 |
fmom |
0.2046 |
0.0002 |
0.0000 |
alpha_QUALITY |
| 2025-11-05 |
2025-11-06 |
ind_telecommunications_serices |
0.1200 |
-0.0011 |
-0.0001 |
tilt_INDUSTRY |
| 2025-11-05 |
2025-11-06 |
ind_food_tobacco |
0.0397 |
-0.0004 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-05 |
2025-11-06 |
value_liq |
1.1837 |
-0.0004 |
-0.0004 |
alpha_VALUE |
| 2025-11-05 |
2025-11-06 |
specret |
NaN |
NaN |
-0.0061 |
unexplained |
| 2025-11-05 |
2025-11-06 |
ind_office_equipment |
-0.0155 |
-0.0094 |
0.0001 |
tilt_INDUSTRY |
| 2025-11-05 |
2025-11-06 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-11-05 |
2025-11-06 |
ind_coal |
-0.0465 |
0.0080 |
-0.0004 |
tilt_INDUSTRY |
| 2025-11-05 |
2025-11-06 |
ind_freight_logistics |
-0.0220 |
-0.0014 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-05 |
2025-11-06 |
ind_textiles_apparel |
0.0246 |
-0.0044 |
-0.0001 |
tilt_INDUSTRY |
| 2025-11-05 |
2025-11-06 |
ind_software_it_services |
-0.0007 |
-0.0092 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-05 |
2025-11-06 |
ind_communications_equipment |
-0.0110 |
0.0008 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-05 |
2025-11-06 |
ind_natural_gas_utilities |
0.0288 |
0.0041 |
0.0001 |
tilt_INDUSTRY |
| 2025-11-05 |
2025-11-06 |
size_MID |
-0.0808 |
0.0004 |
-0.0000 |
tilt_SIZE |
| 2025-11-05 |
2025-11-06 |
ind_commercial_services_supplies |
-0.0562 |
-0.0046 |
0.0003 |
tilt_INDUSTRY |
| 2025-11-05 |
2025-11-06 |
size_MICRO |
-0.0074 |
-0.0086 |
0.0001 |
tilt_SIZE |
| 2025-11-05 |
2025-11-06 |
ind_food_drug_retail |
0.0372 |
-0.0070 |
-0.0003 |
tilt_INDUSTRY |
| 2025-11-05 |
2025-11-06 |
country_MY |
0.0406 |
-0.0023 |
-0.0001 |
tilt_COUNTRY |
| 2025-11-05 |
2025-11-06 |
ind_biotechnology |
-0.0219 |
-0.0156 |
0.0003 |
tilt_INDUSTRY |
| 2025-11-05 |
2025-11-06 |
ind_paper_forestry |
-0.0020 |
-0.0038 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-05 |
2025-11-06 |
ind_multiline_utilities |
-0.0114 |
0.0076 |
-0.0001 |
tilt_INDUSTRY |
| 2025-11-05 |
2025-11-06 |
ind_passenger_transportation |
-0.0126 |
-0.0055 |
0.0001 |
tilt_INDUSTRY |
| 2025-11-06 |
2025-11-07 |
country_NZ |
0.0000 |
-0.0056 |
0.0000 |
tilt_COUNTRY |
| 2025-11-06 |
2025-11-07 |
ind_insurance |
0.0821 |
0.0039 |
0.0003 |
tilt_INDUSTRY |
| 2025-11-06 |
2025-11-07 |
fmom |
0.2387 |
-0.0011 |
-0.0003 |
alpha_QUALITY |
| 2025-11-06 |
2025-11-07 |
ind_oil_gas_equipment_services |
-0.0142 |
0.0057 |
-0.0001 |
tilt_INDUSTRY |
| 2025-11-06 |
2025-11-07 |
ind_telecommunications_serices |
0.1208 |
0.0046 |
0.0006 |
tilt_INDUSTRY |
| 2025-11-06 |
2025-11-07 |
size_MICRO |
-0.0079 |
-0.0002 |
0.0000 |
tilt_SIZE |
| 2025-11-06 |
2025-11-07 |
country_MY |
0.0409 |
-0.0026 |
-0.0001 |
tilt_COUNTRY |
| 2025-11-06 |
2025-11-07 |
ind_pharmaceuticals |
-0.0637 |
-0.0018 |
0.0001 |
tilt_INDUSTRY |
| 2025-11-06 |
2025-11-07 |
ind_homebuilding_building_products |
-0.0321 |
0.0056 |
-0.0002 |
tilt_INDUSTRY |
| 2025-11-06 |
2025-11-07 |
ind_coal |
-0.0457 |
0.0017 |
-0.0001 |
tilt_INDUSTRY |
| 2025-11-06 |
2025-11-07 |
ind_holding_companies |
0.0000 |
-0.0058 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-06 |
2025-11-07 |
specret |
NaN |
NaN |
0.0018 |
unexplained |
| 2025-11-06 |
2025-11-07 |
ind_computers_phones_household_electronics |
0.0675 |
-0.0059 |
-0.0004 |
tilt_INDUSTRY |
| 2025-11-06 |
2025-11-07 |
ind_beverages |
-0.0706 |
0.0015 |
-0.0001 |
tilt_INDUSTRY |
| 2025-11-06 |
2025-11-07 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-11-06 |
2025-11-07 |
ind_freight_logistics |
-0.0207 |
0.0051 |
-0.0001 |
tilt_INDUSTRY |
| 2025-11-06 |
2025-11-07 |
ind_textiles_apparel |
0.0254 |
0.0032 |
0.0001 |
tilt_INDUSTRY |
| 2025-11-06 |
2025-11-07 |
country_PH |
0.0087 |
-0.0274 |
-0.0002 |
tilt_COUNTRY |
| 2025-11-06 |
2025-11-07 |
ind_electronic_equipment |
-0.0355 |
-0.0026 |
0.0001 |
tilt_INDUSTRY |
| 2025-11-06 |
2025-11-07 |
ind_food_drug_retail |
0.0440 |
0.0058 |
0.0003 |
tilt_INDUSTRY |
| 2025-11-06 |
2025-11-07 |
ind_construction_engineering |
-0.0770 |
-0.0027 |
0.0002 |
tilt_INDUSTRY |
| 2025-11-06 |
2025-11-07 |
ind_leisure_products |
0.0234 |
-0.0017 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-06 |
2025-11-07 |
ind_hotels_entertainment |
0.0152 |
0.0008 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-06 |
2025-11-07 |
ind_natural_gas_utilities |
0.0288 |
0.0018 |
0.0001 |
tilt_INDUSTRY |
| 2025-11-06 |
2025-11-07 |
ind_banking_services |
-0.1165 |
-0.0025 |
0.0003 |
tilt_INDUSTRY |
| 2025-11-06 |
2025-11-07 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-11-06 |
2025-11-07 |
ind_multiline_utilities |
-0.0106 |
-0.0002 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-06 |
2025-11-07 |
ind_software_it_services |
-0.0004 |
-0.0057 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-06 |
2025-11-07 |
value_liq |
1.1520 |
0.0012 |
0.0014 |
alpha_VALUE |
| 2025-11-06 |
2025-11-07 |
ind_construction_materials |
-0.0007 |
0.0079 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-06 |
2025-11-07 |
ind_healthcare_providers_services |
0.0129 |
0.0004 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-06 |
2025-11-07 |
quality |
3.4749 |
0.0011 |
0.0037 |
alpha_QUALITY |
| 2025-11-06 |
2025-11-07 |
ind_passenger_transportation |
-0.0172 |
0.0010 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-06 |
2025-11-07 |
market |
-0.0183 |
0.0087 |
-0.0002 |
risk_exposure |
| 2025-11-06 |
2025-11-07 |
revision |
2.0637 |
-0.0002 |
-0.0003 |
alpha_REVISION |
| 2025-11-06 |
2025-11-07 |
ind_semiconductors |
0.0144 |
-0.0041 |
-0.0001 |
tilt_INDUSTRY |
| 2025-11-06 |
2025-11-07 |
ind_integrated_hardware_software |
0.0092 |
-0.0054 |
-0.0001 |
tilt_INDUSTRY |
| 2025-11-06 |
2025-11-07 |
ind_specialty_reatil |
0.0000 |
0.0017 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-06 |
2025-11-07 |
country_SG |
-0.0391 |
-0.0020 |
0.0001 |
tilt_COUNTRY |
| 2025-11-06 |
2025-11-07 |
country_ID |
0.0000 |
0.0013 |
0.0000 |
tilt_COUNTRY |
| 2025-11-06 |
2025-11-07 |
ind_aerospace_defense |
-0.0095 |
-0.0026 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-06 |
2025-11-07 |
size_MID |
-0.0799 |
0.0000 |
-0.0000 |
tilt_SIZE |
| 2025-11-06 |
2025-11-07 |
ind_media_publishing |
0.0201 |
-0.0064 |
-0.0001 |
tilt_INDUSTRY |
| 2025-11-06 |
2025-11-07 |
sdiscrepancy |
NaN |
NaN |
-0.0001 |
unexplained |
| 2025-11-06 |
2025-11-07 |
bcost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-11-06 |
2025-11-07 |
ind_consumer_goods_conglomerates |
-0.0072 |
-0.0140 |
0.0001 |
tilt_INDUSTRY |
| 2025-11-06 |
2025-11-07 |
ind_paper_forestry |
-0.0026 |
0.0025 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-06 |
2025-11-07 |
pdiscrepancy |
NaN |
NaN |
-0.0000 |
unexplained |
| 2025-11-06 |
2025-11-07 |
country_JP |
-0.1023 |
0.0012 |
-0.0001 |
tilt_COUNTRY |
| 2025-11-06 |
2025-11-07 |
ind_renewable_energy |
-0.0189 |
0.0157 |
-0.0003 |
tilt_INDUSTRY |
| 2025-11-06 |
2025-11-07 |
reversal |
1.1137 |
0.0001 |
0.0001 |
alpha_REVERSAL |
| 2025-11-06 |
2025-11-07 |
country_CN |
-0.0887 |
0.0046 |
-0.0004 |
tilt_COUNTRY |
| 2025-11-06 |
2025-11-07 |
sbeta_market |
0.0443 |
-0.0136 |
-0.0006 |
risk_exposure |
| 2025-11-06 |
2025-11-07 |
size_SMALL |
-0.0044 |
0.0011 |
-0.0000 |
tilt_SIZE |
| 2025-11-06 |
2025-11-07 |
ind_uranium |
-0.0023 |
-0.0214 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-06 |
2025-11-07 |
ind_electric_utilities_ipps |
-0.0954 |
-0.0035 |
0.0003 |
tilt_INDUSTRY |
| 2025-11-06 |
2025-11-07 |
value_gc |
1.4322 |
-0.0000 |
-0.0001 |
alpha_VALUE |
| 2025-11-06 |
2025-11-07 |
country_KR |
-0.0094 |
-0.0215 |
0.0002 |
tilt_COUNTRY |
| 2025-11-06 |
2025-11-07 |
linearCost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-11-06 |
2025-11-07 |
country_TH |
0.0966 |
-0.0110 |
-0.0011 |
tilt_COUNTRY |
| 2025-11-06 |
2025-11-07 |
size_LARGE |
0.0739 |
-0.0015 |
-0.0001 |
tilt_SIZE |
| 2025-11-06 |
2025-11-07 |
ind_diversified_retail |
-0.0111 |
0.0042 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-06 |
2025-11-07 |
ind_real_estate_operations |
-0.0209 |
0.0036 |
-0.0001 |
tilt_INDUSTRY |
| 2025-11-06 |
2025-11-07 |
ind_household_goods |
-0.0531 |
-0.0037 |
0.0002 |
tilt_INDUSTRY |
| 2025-11-06 |
2025-11-07 |
country_TW |
0.0172 |
-0.0078 |
-0.0001 |
tilt_COUNTRY |
| 2025-11-06 |
2025-11-07 |
ind_fintech |
-0.0047 |
-0.0051 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-06 |
2025-11-07 |
ind_office_equipment |
-0.0156 |
0.0025 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-06 |
2025-11-07 |
ind_healthcare_equipment_supplies |
-0.0809 |
0.0011 |
-0.0001 |
tilt_INDUSTRY |
| 2025-11-06 |
2025-11-07 |
ind_water_utilities |
0.0000 |
-0.0020 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-06 |
2025-11-07 |
ind_machinery |
0.1517 |
-0.0027 |
-0.0004 |
tilt_INDUSTRY |
| 2025-11-06 |
2025-11-07 |
ind_communications_equipment |
-0.0097 |
0.0011 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-06 |
2025-11-07 |
neglect |
0.7978 |
-0.0003 |
-0.0002 |
alpha_VALUE |
| 2025-11-06 |
2025-11-07 |
ind_oil_gas |
0.0788 |
0.0065 |
0.0005 |
tilt_INDUSTRY |
| 2025-11-06 |
2025-11-07 |
ind_investment_services |
0.0228 |
-0.0010 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-06 |
2025-11-07 |
country_HK |
0.0939 |
0.0024 |
0.0002 |
tilt_COUNTRY |
| 2025-11-06 |
2025-11-07 |
ind_transportation_infrastructure |
0.0289 |
0.0039 |
0.0001 |
tilt_INDUSTRY |
| 2025-11-06 |
2025-11-07 |
ind_household_products_services |
0.0128 |
0.0034 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-06 |
2025-11-07 |
ind_chemicals |
0.0647 |
0.0141 |
0.0009 |
tilt_INDUSTRY |
| 2025-11-06 |
2025-11-07 |
country_IN |
0.0000 |
-0.0019 |
0.0000 |
tilt_COUNTRY |
| 2025-11-06 |
2025-11-07 |
ind_industrial_distribution |
0.0257 |
0.0024 |
0.0001 |
tilt_INDUSTRY |
| 2025-11-06 |
2025-11-07 |
ind_biotechnology |
-0.0214 |
-0.0085 |
0.0002 |
tilt_INDUSTRY |
| 2025-11-06 |
2025-11-07 |
ind_metals_mining |
-0.0103 |
0.0069 |
-0.0001 |
tilt_INDUSTRY |
| 2025-11-06 |
2025-11-07 |
ind_containers_packaging |
-0.0078 |
0.0055 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-06 |
2025-11-07 |
momentum |
0.0297 |
-0.0017 |
-0.0000 |
alpha_MOMENTUM |
| 2025-11-06 |
2025-11-07 |
stability |
2.1545 |
-0.0003 |
-0.0006 |
alpha_QUALITY |
| 2025-11-06 |
2025-11-07 |
ind_commercial_services_supplies |
-0.0533 |
-0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-06 |
2025-11-07 |
ind_food_tobacco |
0.0399 |
0.0021 |
0.0001 |
tilt_INDUSTRY |
| 2025-11-06 |
2025-11-07 |
linkage |
1.2053 |
-0.0007 |
-0.0008 |
alpha_MOMENTUM |
| 2025-11-06 |
2025-11-07 |
country_XH |
0.0630 |
0.0009 |
0.0001 |
tilt_COUNTRY |
| 2025-11-06 |
2025-11-07 |
country_AU |
-0.0991 |
-0.0088 |
0.0009 |
tilt_COUNTRY |
| 2025-11-06 |
2025-11-07 |
ind_automobile |
0.0224 |
-0.0019 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-07 |
2025-11-10 |
country_PH |
0.0085 |
-0.0202 |
-0.0002 |
tilt_COUNTRY |
| 2025-11-07 |
2025-11-10 |
ind_investment_services |
0.0347 |
0.0075 |
0.0003 |
tilt_INDUSTRY |
| 2025-11-07 |
2025-11-10 |
ind_chemicals |
0.0668 |
0.0031 |
0.0002 |
tilt_INDUSTRY |
| 2025-11-07 |
2025-11-10 |
size_MID |
-0.0787 |
0.0005 |
-0.0000 |
tilt_SIZE |
| 2025-11-07 |
2025-11-10 |
size_LARGE |
0.0830 |
-0.0016 |
-0.0001 |
tilt_SIZE |
| 2025-11-07 |
2025-11-10 |
ind_electronic_equipment |
-0.0264 |
-0.0114 |
0.0003 |
tilt_INDUSTRY |
| 2025-11-07 |
2025-11-10 |
ind_real_estate_operations |
-0.0248 |
0.0044 |
-0.0001 |
tilt_INDUSTRY |
| 2025-11-07 |
2025-11-10 |
ind_automobile |
0.0277 |
-0.0058 |
-0.0002 |
tilt_INDUSTRY |
| 2025-11-07 |
2025-11-10 |
ind_biotechnology |
-0.0190 |
-0.0023 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-07 |
2025-11-10 |
value_liq |
1.0739 |
0.0008 |
0.0009 |
alpha_VALUE |
| 2025-11-07 |
2025-11-10 |
ind_construction_engineering |
-0.0752 |
-0.0014 |
0.0001 |
tilt_INDUSTRY |
| 2025-11-07 |
2025-11-10 |
country_HK |
0.0894 |
0.0052 |
0.0005 |
tilt_COUNTRY |
| 2025-11-07 |
2025-11-10 |
momentum |
0.0606 |
-0.0009 |
-0.0001 |
alpha_MOMENTUM |
| 2025-11-07 |
2025-11-10 |
size_SMALL |
0.0129 |
0.0004 |
0.0000 |
tilt_SIZE |
| 2025-11-07 |
2025-11-10 |
ind_aerospace_defense |
-0.0093 |
0.0010 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-07 |
2025-11-10 |
ind_renewable_energy |
-0.0064 |
-0.0029 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-07 |
2025-11-10 |
neglect |
0.5103 |
0.0007 |
0.0004 |
alpha_VALUE |
| 2025-11-07 |
2025-11-10 |
ind_leisure_products |
0.0232 |
-0.0159 |
-0.0004 |
tilt_INDUSTRY |
| 2025-11-07 |
2025-11-10 |
ind_holding_companies |
0.0000 |
-0.0010 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-07 |
2025-11-10 |
ind_semiconductors |
0.0013 |
-0.0008 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-07 |
2025-11-10 |
size_MICRO |
-0.0062 |
0.0020 |
-0.0000 |
tilt_SIZE |
| 2025-11-07 |
2025-11-10 |
reversal |
0.8245 |
0.0012 |
0.0010 |
alpha_REVERSAL |
| 2025-11-07 |
2025-11-10 |
impactCost |
NaN |
NaN |
-0.0006 |
cost |
| 2025-11-07 |
2025-11-10 |
ind_transportation_infrastructure |
0.0322 |
0.0020 |
0.0001 |
tilt_INDUSTRY |
| 2025-11-07 |
2025-11-10 |
ind_containers_packaging |
-0.0104 |
0.0001 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-07 |
2025-11-10 |
ind_industrial_distribution |
0.0266 |
0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-07 |
2025-11-10 |
stability |
1.9542 |
-0.0008 |
-0.0016 |
alpha_QUALITY |
| 2025-11-07 |
2025-11-10 |
country_XH |
0.0631 |
0.0088 |
0.0006 |
tilt_COUNTRY |
| 2025-11-07 |
2025-11-10 |
linkage |
0.8932 |
0.0007 |
0.0007 |
alpha_MOMENTUM |
| 2025-11-07 |
2025-11-10 |
ind_oil_gas |
0.0792 |
0.0075 |
0.0006 |
tilt_INDUSTRY |
| 2025-11-07 |
2025-11-10 |
ind_household_products_services |
0.0234 |
0.0019 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-07 |
2025-11-10 |
linearCost |
NaN |
NaN |
-0.0009 |
cost |
| 2025-11-07 |
2025-11-10 |
ind_electric_utilities_ipps |
-0.1014 |
-0.0037 |
0.0004 |
tilt_INDUSTRY |
| 2025-11-07 |
2025-11-10 |
sbeta_market |
0.0820 |
-0.0028 |
-0.0002 |
risk_exposure |
| 2025-11-07 |
2025-11-10 |
country_KR |
-0.0083 |
0.0187 |
-0.0002 |
tilt_COUNTRY |
| 2025-11-07 |
2025-11-10 |
ind_uranium |
-0.0025 |
0.0618 |
-0.0002 |
tilt_INDUSTRY |
| 2025-11-07 |
2025-11-10 |
ind_food_tobacco |
0.0434 |
0.0068 |
0.0003 |
tilt_INDUSTRY |
| 2025-11-07 |
2025-11-10 |
country_TH |
0.0954 |
-0.0050 |
-0.0005 |
tilt_COUNTRY |
| 2025-11-07 |
2025-11-10 |
ind_diversified_retail |
-0.0120 |
0.0042 |
-0.0001 |
tilt_INDUSTRY |
| 2025-11-07 |
2025-11-10 |
country_TW |
0.0169 |
-0.0071 |
-0.0001 |
tilt_COUNTRY |
| 2025-11-07 |
2025-11-10 |
ind_household_goods |
-0.0522 |
0.0080 |
-0.0004 |
tilt_INDUSTRY |
| 2025-11-07 |
2025-11-10 |
ind_healthcare_equipment_supplies |
-0.0753 |
0.0056 |
-0.0004 |
tilt_INDUSTRY |
| 2025-11-07 |
2025-11-10 |
ind_office_equipment |
-0.0158 |
0.0040 |
-0.0001 |
tilt_INDUSTRY |
| 2025-11-07 |
2025-11-10 |
ind_water_utilities |
0.0004 |
-0.0058 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-07 |
2025-11-10 |
country_IN |
0.0000 |
-0.0075 |
0.0000 |
tilt_COUNTRY |
| 2025-11-07 |
2025-11-10 |
ind_natural_gas_utilities |
0.0289 |
-0.0033 |
-0.0001 |
tilt_INDUSTRY |
| 2025-11-07 |
2025-11-10 |
ind_commercial_services_supplies |
-0.0601 |
-0.0011 |
0.0001 |
tilt_INDUSTRY |
| 2025-11-07 |
2025-11-10 |
ind_hotels_entertainment |
0.0074 |
0.0105 |
0.0001 |
tilt_INDUSTRY |
| 2025-11-07 |
2025-11-10 |
ind_multiline_utilities |
-0.0103 |
-0.0087 |
0.0001 |
tilt_INDUSTRY |
| 2025-11-07 |
2025-11-10 |
ind_software_it_services |
0.0043 |
0.0023 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-07 |
2025-11-10 |
ind_construction_materials |
-0.0015 |
-0.0006 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-07 |
2025-11-10 |
revision |
2.2059 |
-0.0000 |
-0.0001 |
alpha_REVISION |
| 2025-11-07 |
2025-11-10 |
ind_integrated_hardware_software |
0.0092 |
0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-07 |
2025-11-10 |
ind_specialty_reatil |
0.0056 |
0.0042 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-07 |
2025-11-10 |
country_SG |
-0.0395 |
-0.0074 |
0.0003 |
tilt_COUNTRY |
| 2025-11-07 |
2025-11-10 |
sdiscrepancy |
NaN |
NaN |
0.0002 |
unexplained |
| 2025-11-07 |
2025-11-10 |
bcost |
NaN |
NaN |
-0.0007 |
cost |
| 2025-11-07 |
2025-11-10 |
ind_freight_logistics |
-0.0266 |
-0.0045 |
0.0001 |
tilt_INDUSTRY |
| 2025-11-07 |
2025-11-10 |
ind_consumer_goods_conglomerates |
-0.0066 |
-0.0098 |
0.0001 |
tilt_INDUSTRY |
| 2025-11-07 |
2025-11-10 |
fmom |
0.1836 |
-0.0001 |
-0.0000 |
alpha_QUALITY |
| 2025-11-07 |
2025-11-10 |
ind_homebuilding_building_products |
-0.0327 |
0.0046 |
-0.0001 |
tilt_INDUSTRY |
| 2025-11-07 |
2025-11-10 |
ind_insurance |
0.0839 |
0.0034 |
0.0003 |
tilt_INDUSTRY |
| 2025-11-07 |
2025-11-10 |
ind_telecommunications_serices |
0.1206 |
-0.0021 |
-0.0003 |
tilt_INDUSTRY |
| 2025-11-07 |
2025-11-10 |
ind_coal |
-0.0429 |
0.0040 |
-0.0002 |
tilt_INDUSTRY |
| 2025-11-07 |
2025-11-10 |
ind_food_drug_retail |
0.0542 |
0.0049 |
0.0003 |
tilt_INDUSTRY |
| 2025-11-07 |
2025-11-10 |
specret |
NaN |
NaN |
-0.0021 |
unexplained |
| 2025-11-07 |
2025-11-10 |
fcost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-11-07 |
2025-11-10 |
ind_textiles_apparel |
0.0163 |
0.0051 |
0.0001 |
tilt_INDUSTRY |
| 2025-11-07 |
2025-11-10 |
country_JP |
-0.0907 |
0.0003 |
-0.0000 |
tilt_COUNTRY |
| 2025-11-07 |
2025-11-10 |
country_AU |
-0.0990 |
-0.0017 |
0.0002 |
tilt_COUNTRY |
| 2025-11-07 |
2025-11-10 |
ind_fintech |
-0.0044 |
0.0078 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-07 |
2025-11-10 |
market |
0.0111 |
0.0098 |
0.0001 |
risk_exposure |
| 2025-11-07 |
2025-11-10 |
ind_machinery |
0.1540 |
-0.0105 |
-0.0016 |
tilt_INDUSTRY |
| 2025-11-07 |
2025-11-10 |
country_NZ |
0.0000 |
-0.0050 |
0.0000 |
tilt_COUNTRY |
| 2025-11-07 |
2025-11-10 |
country_MY |
0.0387 |
-0.0052 |
-0.0002 |
tilt_COUNTRY |
| 2025-11-07 |
2025-11-10 |
ind_beverages |
-0.0744 |
0.0145 |
-0.0011 |
tilt_INDUSTRY |
| 2025-11-07 |
2025-11-10 |
ind_media_publishing |
0.0163 |
0.0078 |
0.0001 |
tilt_INDUSTRY |
| 2025-11-07 |
2025-11-10 |
pdiscrepancy |
NaN |
NaN |
0.0000 |
unexplained |
| 2025-11-07 |
2025-11-10 |
ind_metals_mining |
-0.0067 |
0.0027 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-07 |
2025-11-10 |
ind_healthcare_providers_services |
0.0136 |
0.0014 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-07 |
2025-11-10 |
ind_pharmaceuticals |
-0.0684 |
0.0007 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-07 |
2025-11-10 |
ind_banking_services |
-0.1086 |
-0.0004 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-07 |
2025-11-10 |
ind_passenger_transportation |
-0.0171 |
0.0022 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-07 |
2025-11-10 |
country_CN |
-0.0634 |
-0.0008 |
0.0001 |
tilt_COUNTRY |
| 2025-11-07 |
2025-11-10 |
quality |
3.0897 |
0.0006 |
0.0019 |
alpha_QUALITY |
| 2025-11-07 |
2025-11-10 |
ind_oil_gas_equipment_services |
-0.0143 |
-0.0116 |
0.0002 |
tilt_INDUSTRY |
| 2025-11-07 |
2025-11-10 |
ind_communications_equipment |
-0.0135 |
-0.0047 |
0.0001 |
tilt_INDUSTRY |
| 2025-11-07 |
2025-11-10 |
value_gc |
1.5122 |
0.0001 |
0.0001 |
alpha_VALUE |
| 2025-11-07 |
2025-11-10 |
ind_paper_forestry |
-0.0062 |
0.0046 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-07 |
2025-11-10 |
ind_computers_phones_household_electronics |
0.0625 |
0.0011 |
0.0001 |
tilt_INDUSTRY |
| 2025-11-07 |
2025-11-10 |
country_ID |
0.0000 |
-0.0116 |
0.0000 |
tilt_COUNTRY |
| 2025-11-10 |
2025-11-11 |
ind_semiconductors |
-0.0009 |
-0.0040 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-10 |
2025-11-11 |
sdiscrepancy |
NaN |
NaN |
-0.0003 |
unexplained |
| 2025-11-10 |
2025-11-11 |
ind_pharmaceuticals |
-0.0803 |
0.0014 |
-0.0001 |
tilt_INDUSTRY |
| 2025-11-10 |
2025-11-11 |
ind_leisure_products |
0.0233 |
0.0037 |
0.0001 |
tilt_INDUSTRY |
| 2025-11-10 |
2025-11-11 |
reversal |
1.0944 |
-0.0012 |
-0.0014 |
alpha_REVERSAL |
| 2025-11-10 |
2025-11-11 |
ind_media_publishing |
0.0122 |
-0.0045 |
-0.0001 |
tilt_INDUSTRY |
| 2025-11-10 |
2025-11-11 |
value_liq |
0.9403 |
0.0004 |
0.0004 |
alpha_VALUE |
| 2025-11-10 |
2025-11-11 |
bcost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-11-10 |
2025-11-11 |
ind_consumer_goods_conglomerates |
-0.0071 |
0.0030 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-10 |
2025-11-11 |
ind_insurance |
0.0830 |
-0.0027 |
-0.0002 |
tilt_INDUSTRY |
| 2025-11-10 |
2025-11-11 |
country_NZ |
0.0000 |
-0.0012 |
0.0000 |
tilt_COUNTRY |
| 2025-11-10 |
2025-11-11 |
ind_freight_logistics |
-0.0299 |
-0.0030 |
0.0001 |
tilt_INDUSTRY |
| 2025-11-10 |
2025-11-11 |
country_SG |
-0.0410 |
0.0091 |
-0.0004 |
tilt_COUNTRY |
| 2025-11-10 |
2025-11-11 |
ind_integrated_hardware_software |
0.0090 |
-0.0002 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-10 |
2025-11-11 |
quality |
3.0466 |
-0.0005 |
-0.0016 |
alpha_QUALITY |
| 2025-11-10 |
2025-11-11 |
ind_paper_forestry |
-0.0093 |
0.0040 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-10 |
2025-11-11 |
ind_electronic_equipment |
-0.0380 |
-0.0067 |
0.0003 |
tilt_INDUSTRY |
| 2025-11-10 |
2025-11-11 |
ind_investment_services |
0.0550 |
-0.0039 |
-0.0002 |
tilt_INDUSTRY |
| 2025-11-10 |
2025-11-11 |
size_MICRO |
-0.0031 |
0.0023 |
-0.0000 |
tilt_SIZE |
| 2025-11-10 |
2025-11-11 |
ind_banking_services |
-0.0960 |
0.0000 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-10 |
2025-11-11 |
impactCost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-11-10 |
2025-11-11 |
ind_specialty_reatil |
0.0101 |
-0.0023 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-10 |
2025-11-11 |
ind_natural_gas_utilities |
0.0287 |
0.0067 |
0.0002 |
tilt_INDUSTRY |
| 2025-11-10 |
2025-11-11 |
ind_multiline_utilities |
-0.0103 |
0.0074 |
-0.0001 |
tilt_INDUSTRY |
| 2025-11-10 |
2025-11-11 |
country_ID |
0.0000 |
-0.0055 |
0.0000 |
tilt_COUNTRY |
| 2025-11-10 |
2025-11-11 |
ind_construction_materials |
-0.0022 |
0.0023 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-10 |
2025-11-11 |
market |
0.0119 |
0.0028 |
0.0000 |
risk_exposure |
| 2025-11-10 |
2025-11-11 |
revision |
2.3435 |
-0.0001 |
-0.0003 |
alpha_REVISION |
| 2025-11-10 |
2025-11-11 |
ind_aerospace_defense |
-0.0084 |
-0.0024 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-10 |
2025-11-11 |
ind_healthcare_providers_services |
0.0116 |
-0.0019 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-10 |
2025-11-11 |
ind_software_it_services |
0.0041 |
-0.0021 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-10 |
2025-11-11 |
ind_homebuilding_building_products |
-0.0325 |
0.0064 |
-0.0002 |
tilt_INDUSTRY |
| 2025-11-10 |
2025-11-11 |
ind_oil_gas_equipment_services |
-0.0142 |
-0.0020 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-10 |
2025-11-11 |
ind_oil_gas |
0.0788 |
0.0031 |
0.0002 |
tilt_INDUSTRY |
| 2025-11-10 |
2025-11-11 |
ind_household_products_services |
0.0347 |
-0.0085 |
-0.0003 |
tilt_INDUSTRY |
| 2025-11-10 |
2025-11-11 |
ind_passenger_transportation |
-0.0194 |
0.0016 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-10 |
2025-11-11 |
linearCost |
NaN |
NaN |
-0.0004 |
cost |
| 2025-11-10 |
2025-11-11 |
ind_electric_utilities_ipps |
-0.1081 |
0.0011 |
-0.0001 |
tilt_INDUSTRY |
| 2025-11-10 |
2025-11-11 |
sbeta_market |
0.0816 |
-0.0048 |
-0.0004 |
risk_exposure |
| 2025-11-10 |
2025-11-11 |
country_CN |
-0.0625 |
-0.0013 |
0.0001 |
tilt_COUNTRY |
| 2025-11-10 |
2025-11-11 |
country_KR |
-0.0073 |
-0.0033 |
0.0000 |
tilt_COUNTRY |
| 2025-11-10 |
2025-11-11 |
ind_uranium |
-0.0025 |
-0.0050 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-10 |
2025-11-11 |
value_gc |
1.4218 |
-0.0000 |
-0.0000 |
alpha_VALUE |
| 2025-11-10 |
2025-11-11 |
ind_diversified_retail |
-0.0130 |
-0.0027 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-10 |
2025-11-11 |
country_TH |
0.0959 |
-0.0039 |
-0.0004 |
tilt_COUNTRY |
| 2025-11-10 |
2025-11-11 |
country_TW |
0.0173 |
-0.0015 |
-0.0000 |
tilt_COUNTRY |
| 2025-11-10 |
2025-11-11 |
ind_household_goods |
-0.0515 |
-0.0010 |
0.0001 |
tilt_INDUSTRY |
| 2025-11-10 |
2025-11-11 |
ind_healthcare_equipment_supplies |
-0.0726 |
0.0001 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-10 |
2025-11-11 |
ind_office_equipment |
-0.0162 |
-0.0005 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-10 |
2025-11-11 |
ind_communications_equipment |
-0.0167 |
-0.0065 |
0.0001 |
tilt_INDUSTRY |
| 2025-11-10 |
2025-11-11 |
country_XH |
0.0542 |
0.0046 |
0.0002 |
tilt_COUNTRY |
| 2025-11-10 |
2025-11-11 |
linkage |
0.9706 |
-0.0004 |
-0.0004 |
alpha_MOMENTUM |
| 2025-11-10 |
2025-11-11 |
stability |
1.8540 |
-0.0005 |
-0.0010 |
alpha_QUALITY |
| 2025-11-10 |
2025-11-11 |
ind_industrial_distribution |
0.0214 |
-0.0062 |
-0.0001 |
tilt_INDUSTRY |
| 2025-11-10 |
2025-11-11 |
ind_telecommunications_serices |
0.1200 |
0.0023 |
0.0003 |
tilt_INDUSTRY |
| 2025-11-10 |
2025-11-11 |
ind_holding_companies |
0.0000 |
-0.0110 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-10 |
2025-11-11 |
ind_food_tobacco |
0.0477 |
0.0037 |
0.0002 |
tilt_INDUSTRY |
| 2025-11-10 |
2025-11-11 |
country_MY |
0.0361 |
0.0012 |
0.0000 |
tilt_COUNTRY |
| 2025-11-10 |
2025-11-11 |
specret |
NaN |
NaN |
-0.0033 |
unexplained |
| 2025-11-10 |
2025-11-11 |
ind_food_drug_retail |
0.0622 |
0.0072 |
0.0004 |
tilt_INDUSTRY |
| 2025-11-10 |
2025-11-11 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-11-10 |
2025-11-11 |
ind_beverages |
-0.0780 |
0.0038 |
-0.0003 |
tilt_INDUSTRY |
| 2025-11-10 |
2025-11-11 |
ind_coal |
-0.0406 |
-0.0117 |
0.0005 |
tilt_INDUSTRY |
| 2025-11-10 |
2025-11-11 |
ind_textiles_apparel |
0.0077 |
0.0042 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-10 |
2025-11-11 |
ind_commercial_services_supplies |
-0.0673 |
0.0018 |
-0.0001 |
tilt_INDUSTRY |
| 2025-11-10 |
2025-11-11 |
ind_hotels_entertainment |
0.0051 |
-0.0016 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-10 |
2025-11-11 |
country_AU |
-0.1002 |
0.0052 |
-0.0005 |
tilt_COUNTRY |
| 2025-11-10 |
2025-11-11 |
pdiscrepancy |
NaN |
NaN |
-0.0000 |
unexplained |
| 2025-11-10 |
2025-11-11 |
ind_metals_mining |
0.0016 |
0.0017 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-10 |
2025-11-11 |
country_IN |
0.0000 |
0.0024 |
0.0000 |
tilt_COUNTRY |
| 2025-11-10 |
2025-11-11 |
ind_transportation_infrastructure |
0.0377 |
0.0048 |
0.0002 |
tilt_INDUSTRY |
| 2025-11-10 |
2025-11-11 |
ind_containers_packaging |
-0.0141 |
0.0032 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-10 |
2025-11-11 |
country_JP |
-0.0809 |
-0.0003 |
0.0000 |
tilt_COUNTRY |
| 2025-11-10 |
2025-11-11 |
ind_water_utilities |
0.0008 |
0.0023 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-10 |
2025-11-11 |
fmom |
0.1944 |
-0.0001 |
-0.0000 |
alpha_QUALITY |
| 2025-11-10 |
2025-11-11 |
ind_computers_phones_household_electronics |
0.0585 |
0.0019 |
0.0001 |
tilt_INDUSTRY |
| 2025-11-10 |
2025-11-11 |
size_MID |
-0.0863 |
-0.0036 |
0.0003 |
tilt_SIZE |
| 2025-11-10 |
2025-11-11 |
neglect |
0.3733 |
0.0014 |
0.0005 |
alpha_VALUE |
| 2025-11-10 |
2025-11-11 |
country_PH |
0.0082 |
-0.0176 |
-0.0001 |
tilt_COUNTRY |
| 2025-11-10 |
2025-11-11 |
ind_fintech |
-0.0043 |
-0.0131 |
0.0001 |
tilt_INDUSTRY |
| 2025-11-10 |
2025-11-11 |
ind_renewable_energy |
0.0061 |
0.0061 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-10 |
2025-11-11 |
momentum |
0.0393 |
-0.0001 |
-0.0000 |
alpha_MOMENTUM |
| 2025-11-10 |
2025-11-11 |
ind_chemicals |
0.0487 |
0.0031 |
0.0001 |
tilt_INDUSTRY |
| 2025-11-10 |
2025-11-11 |
ind_biotechnology |
-0.0172 |
-0.0046 |
0.0001 |
tilt_INDUSTRY |
| 2025-11-10 |
2025-11-11 |
size_LARGE |
0.0840 |
0.0015 |
0.0001 |
tilt_SIZE |
| 2025-11-10 |
2025-11-11 |
ind_construction_engineering |
-0.0723 |
-0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-10 |
2025-11-11 |
ind_automobile |
0.0368 |
0.0026 |
0.0001 |
tilt_INDUSTRY |
| 2025-11-10 |
2025-11-11 |
size_SMALL |
0.0173 |
0.0029 |
0.0001 |
tilt_SIZE |
| 2025-11-10 |
2025-11-11 |
ind_real_estate_operations |
-0.0284 |
0.0072 |
-0.0002 |
tilt_INDUSTRY |
| 2025-11-10 |
2025-11-11 |
ind_machinery |
0.1576 |
0.0013 |
0.0002 |
tilt_INDUSTRY |
| 2025-11-10 |
2025-11-11 |
country_HK |
0.0920 |
0.0057 |
0.0005 |
tilt_COUNTRY |
| 2025-11-11 |
2025-11-12 |
ind_hotels_entertainment |
0.0076 |
0.0004 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-11 |
2025-11-12 |
ind_fintech |
-0.0044 |
-0.0023 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-11 |
2025-11-12 |
size_MID |
-0.0854 |
-0.0011 |
0.0001 |
tilt_SIZE |
| 2025-11-11 |
2025-11-12 |
market |
-0.0053 |
0.0058 |
-0.0000 |
risk_exposure |
| 2025-11-11 |
2025-11-12 |
country_MY |
0.0359 |
-0.0039 |
-0.0001 |
tilt_COUNTRY |
| 2025-11-11 |
2025-11-12 |
ind_software_it_services |
-0.0018 |
-0.0018 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-11 |
2025-11-12 |
country_AU |
-0.1006 |
-0.0034 |
0.0003 |
tilt_COUNTRY |
| 2025-11-11 |
2025-11-12 |
ind_water_utilities |
0.0008 |
0.0045 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-11 |
2025-11-12 |
ind_healthcare_providers_services |
0.0108 |
0.0045 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-11 |
2025-11-12 |
country_IN |
0.0001 |
0.0021 |
0.0000 |
tilt_COUNTRY |
| 2025-11-11 |
2025-11-12 |
country_KR |
-0.0073 |
0.0156 |
-0.0001 |
tilt_COUNTRY |
| 2025-11-11 |
2025-11-12 |
impactCost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-11-11 |
2025-11-12 |
ind_metals_mining |
-0.0006 |
0.0019 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-11 |
2025-11-12 |
ind_automobile |
0.0423 |
-0.0027 |
-0.0001 |
tilt_INDUSTRY |
| 2025-11-11 |
2025-11-12 |
ind_transportation_infrastructure |
0.0422 |
0.0021 |
0.0001 |
tilt_INDUSTRY |
| 2025-11-11 |
2025-11-12 |
ind_containers_packaging |
-0.0166 |
0.0076 |
-0.0001 |
tilt_INDUSTRY |
| 2025-11-11 |
2025-11-12 |
ind_food_tobacco |
0.0467 |
-0.0005 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-11 |
2025-11-12 |
ind_banking_services |
-0.0954 |
0.0009 |
-0.0001 |
tilt_INDUSTRY |
| 2025-11-11 |
2025-11-12 |
ind_renewable_energy |
0.0059 |
-0.0334 |
-0.0002 |
tilt_INDUSTRY |
| 2025-11-11 |
2025-11-12 |
pdiscrepancy |
NaN |
NaN |
-0.0000 |
unexplained |
| 2025-11-11 |
2025-11-12 |
ind_natural_gas_utilities |
0.0283 |
-0.0040 |
-0.0001 |
tilt_INDUSTRY |
| 2025-11-11 |
2025-11-12 |
ind_construction_materials |
-0.0020 |
-0.0015 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-11 |
2025-11-12 |
ind_industrial_distribution |
0.0148 |
0.0090 |
0.0001 |
tilt_INDUSTRY |
| 2025-11-11 |
2025-11-12 |
ind_freight_logistics |
-0.0245 |
0.0036 |
-0.0001 |
tilt_INDUSTRY |
| 2025-11-11 |
2025-11-12 |
ind_media_publishing |
0.0119 |
-0.0002 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-11 |
2025-11-12 |
country_SG |
-0.0421 |
0.0028 |
-0.0001 |
tilt_COUNTRY |
| 2025-11-11 |
2025-11-12 |
ind_pharmaceuticals |
-0.0873 |
0.0081 |
-0.0007 |
tilt_INDUSTRY |
| 2025-11-11 |
2025-11-12 |
ind_consumer_goods_conglomerates |
-0.0067 |
-0.0045 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-11 |
2025-11-12 |
bcost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-11-11 |
2025-11-12 |
fmom |
0.2344 |
0.0002 |
0.0000 |
alpha_QUALITY |
| 2025-11-11 |
2025-11-12 |
country_NZ |
0.0000 |
0.0003 |
0.0000 |
tilt_COUNTRY |
| 2025-11-11 |
2025-11-12 |
ind_insurance |
0.0827 |
0.0117 |
0.0010 |
tilt_INDUSTRY |
| 2025-11-11 |
2025-11-12 |
ind_specialty_reatil |
0.0131 |
-0.0047 |
-0.0001 |
tilt_INDUSTRY |
| 2025-11-11 |
2025-11-12 |
momentum |
0.1008 |
-0.0003 |
-0.0000 |
alpha_MOMENTUM |
| 2025-11-11 |
2025-11-12 |
reversal |
1.2971 |
0.0008 |
0.0010 |
alpha_REVERSAL |
| 2025-11-11 |
2025-11-12 |
ind_coal |
-0.0404 |
-0.0028 |
0.0001 |
tilt_INDUSTRY |
| 2025-11-11 |
2025-11-12 |
ind_commercial_services_supplies |
-0.0681 |
-0.0014 |
0.0001 |
tilt_INDUSTRY |
| 2025-11-11 |
2025-11-12 |
ind_telecommunications_serices |
0.1197 |
-0.0035 |
-0.0004 |
tilt_INDUSTRY |
| 2025-11-11 |
2025-11-12 |
ind_homebuilding_building_products |
-0.0323 |
-0.0050 |
0.0002 |
tilt_INDUSTRY |
| 2025-11-11 |
2025-11-12 |
ind_oil_gas_equipment_services |
-0.0143 |
0.0135 |
-0.0002 |
tilt_INDUSTRY |
| 2025-11-11 |
2025-11-12 |
ind_construction_engineering |
-0.0703 |
-0.0017 |
0.0001 |
tilt_INDUSTRY |
| 2025-11-11 |
2025-11-12 |
revision |
2.3676 |
0.0010 |
0.0024 |
alpha_REVISION |
| 2025-11-11 |
2025-11-12 |
specret |
NaN |
NaN |
0.0020 |
unexplained |
| 2025-11-11 |
2025-11-12 |
country_JP |
-0.0802 |
0.0069 |
-0.0005 |
tilt_COUNTRY |
| 2025-11-11 |
2025-11-12 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-11-11 |
2025-11-12 |
ind_food_drug_retail |
0.0619 |
-0.0000 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-11 |
2025-11-12 |
ind_multiline_utilities |
-0.0105 |
-0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-11 |
2025-11-12 |
ind_beverages |
-0.0779 |
0.0046 |
-0.0004 |
tilt_INDUSTRY |
| 2025-11-11 |
2025-11-12 |
ind_biotechnology |
-0.0176 |
0.0168 |
-0.0003 |
tilt_INDUSTRY |
| 2025-11-11 |
2025-11-12 |
ind_textiles_apparel |
0.0091 |
0.0070 |
0.0001 |
tilt_INDUSTRY |
| 2025-11-11 |
2025-11-12 |
size_SMALL |
0.0050 |
-0.0009 |
-0.0000 |
tilt_SIZE |
| 2025-11-11 |
2025-11-12 |
ind_integrated_hardware_software |
0.0088 |
-0.0010 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-11 |
2025-11-12 |
ind_real_estate_operations |
-0.0301 |
0.0037 |
-0.0001 |
tilt_INDUSTRY |
| 2025-11-11 |
2025-11-12 |
sdiscrepancy |
NaN |
NaN |
-0.0001 |
unexplained |
| 2025-11-11 |
2025-11-12 |
stability |
1.7788 |
0.0005 |
0.0008 |
alpha_QUALITY |
| 2025-11-11 |
2025-11-12 |
ind_electric_utilities_ipps |
-0.1084 |
-0.0034 |
0.0004 |
tilt_INDUSTRY |
| 2025-11-11 |
2025-11-12 |
ind_chemicals |
0.0312 |
-0.0018 |
-0.0001 |
tilt_INDUSTRY |
| 2025-11-11 |
2025-11-12 |
size_LARGE |
0.0795 |
0.0029 |
0.0002 |
tilt_SIZE |
| 2025-11-11 |
2025-11-12 |
size_MICRO |
-0.0045 |
0.0015 |
-0.0000 |
tilt_SIZE |
| 2025-11-11 |
2025-11-12 |
quality |
3.0600 |
-0.0000 |
-0.0000 |
alpha_QUALITY |
| 2025-11-11 |
2025-11-12 |
sbeta_market |
0.0604 |
-0.0051 |
-0.0003 |
risk_exposure |
| 2025-11-11 |
2025-11-12 |
ind_computers_phones_household_electronics |
0.0589 |
-0.0027 |
-0.0002 |
tilt_INDUSTRY |
| 2025-11-11 |
2025-11-12 |
ind_aerospace_defense |
-0.0081 |
-0.0052 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-11 |
2025-11-12 |
country_CN |
-0.0741 |
-0.0052 |
0.0004 |
tilt_COUNTRY |
| 2025-11-11 |
2025-11-12 |
neglect |
0.2711 |
-0.0003 |
-0.0001 |
alpha_VALUE |
| 2025-11-11 |
2025-11-12 |
country_PH |
0.0081 |
0.0096 |
0.0001 |
tilt_COUNTRY |
| 2025-11-11 |
2025-11-12 |
ind_semiconductors |
0.0015 |
-0.0012 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-11 |
2025-11-12 |
value_liq |
0.9166 |
0.0005 |
0.0005 |
alpha_VALUE |
| 2025-11-11 |
2025-11-12 |
value_gc |
1.4200 |
0.0013 |
0.0019 |
alpha_VALUE |
| 2025-11-11 |
2025-11-12 |
ind_leisure_products |
0.0235 |
0.0039 |
0.0001 |
tilt_INDUSTRY |
| 2025-11-11 |
2025-11-12 |
ind_healthcare_equipment_supplies |
-0.0729 |
0.0055 |
-0.0004 |
tilt_INDUSTRY |
| 2025-11-11 |
2025-11-12 |
ind_diversified_retail |
-0.0133 |
0.0005 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-11 |
2025-11-12 |
country_TH |
0.0954 |
-0.0167 |
-0.0016 |
tilt_COUNTRY |
| 2025-11-11 |
2025-11-12 |
country_TW |
0.0168 |
0.0027 |
0.0000 |
tilt_COUNTRY |
| 2025-11-11 |
2025-11-12 |
ind_holding_companies |
0.0000 |
0.0022 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-11 |
2025-11-12 |
ind_household_goods |
-0.0514 |
0.0141 |
-0.0007 |
tilt_INDUSTRY |
| 2025-11-11 |
2025-11-12 |
ind_machinery |
0.1555 |
-0.0073 |
-0.0011 |
tilt_INDUSTRY |
| 2025-11-11 |
2025-11-12 |
ind_office_equipment |
-0.0162 |
0.0019 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-11 |
2025-11-12 |
ind_communications_equipment |
-0.0161 |
0.0019 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-11 |
2025-11-12 |
country_ID |
0.0000 |
-0.0022 |
0.0000 |
tilt_COUNTRY |
| 2025-11-11 |
2025-11-12 |
ind_passenger_transportation |
-0.0162 |
-0.0033 |
0.0001 |
tilt_INDUSTRY |
| 2025-11-11 |
2025-11-12 |
ind_uranium |
-0.0024 |
-0.0212 |
0.0001 |
tilt_INDUSTRY |
| 2025-11-11 |
2025-11-12 |
country_HK |
0.0968 |
0.0089 |
0.0009 |
tilt_COUNTRY |
| 2025-11-11 |
2025-11-12 |
ind_oil_gas |
0.0780 |
0.0099 |
0.0008 |
tilt_INDUSTRY |
| 2025-11-11 |
2025-11-12 |
ind_electronic_equipment |
-0.0474 |
0.0008 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-11 |
2025-11-12 |
linearCost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-11-11 |
2025-11-12 |
linkage |
0.9411 |
0.0004 |
0.0003 |
alpha_MOMENTUM |
| 2025-11-11 |
2025-11-12 |
country_XH |
0.0459 |
0.0064 |
0.0003 |
tilt_COUNTRY |
| 2025-11-11 |
2025-11-12 |
ind_investment_services |
0.0639 |
-0.0005 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-11 |
2025-11-12 |
ind_paper_forestry |
-0.0093 |
0.0081 |
-0.0001 |
tilt_INDUSTRY |
| 2025-11-11 |
2025-11-12 |
ind_household_products_services |
0.0366 |
0.0011 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-12 |
2025-11-13 |
ind_communications_equipment |
-0.0151 |
-0.0059 |
0.0001 |
tilt_INDUSTRY |
| 2025-11-12 |
2025-11-13 |
ind_automobile |
0.0395 |
-0.0029 |
-0.0001 |
tilt_INDUSTRY |
| 2025-11-12 |
2025-11-13 |
ind_water_utilities |
0.0000 |
-0.0001 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-12 |
2025-11-13 |
value_liq |
0.9495 |
0.0006 |
0.0006 |
alpha_VALUE |
| 2025-11-12 |
2025-11-13 |
linkage |
0.8593 |
0.0004 |
0.0004 |
alpha_MOMENTUM |
| 2025-11-12 |
2025-11-13 |
country_TW |
0.0160 |
-0.0009 |
-0.0000 |
tilt_COUNTRY |
| 2025-11-12 |
2025-11-13 |
country_TH |
0.0972 |
-0.0002 |
-0.0000 |
tilt_COUNTRY |
| 2025-11-12 |
2025-11-13 |
ind_coal |
-0.0395 |
0.0025 |
-0.0001 |
tilt_INDUSTRY |
| 2025-11-12 |
2025-11-13 |
country_XH |
0.0457 |
-0.0027 |
-0.0001 |
tilt_COUNTRY |
| 2025-11-12 |
2025-11-13 |
ind_diversified_retail |
-0.0132 |
-0.0065 |
0.0001 |
tilt_INDUSTRY |
| 2025-11-12 |
2025-11-13 |
ind_telecommunications_serices |
0.1186 |
-0.0059 |
-0.0007 |
tilt_INDUSTRY |
| 2025-11-12 |
2025-11-13 |
ind_food_tobacco |
0.0414 |
0.0000 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-12 |
2025-11-13 |
momentum |
0.1123 |
0.0007 |
0.0001 |
alpha_MOMENTUM |
| 2025-11-12 |
2025-11-13 |
ind_freight_logistics |
-0.0206 |
-0.0024 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-12 |
2025-11-13 |
ind_insurance |
0.0848 |
0.0015 |
0.0001 |
tilt_INDUSTRY |
| 2025-11-12 |
2025-11-13 |
ind_transportation_infrastructure |
0.0446 |
-0.0031 |
-0.0001 |
tilt_INDUSTRY |
| 2025-11-12 |
2025-11-13 |
country_NZ |
0.0000 |
-0.0009 |
0.0000 |
tilt_COUNTRY |
| 2025-11-12 |
2025-11-13 |
ind_containers_packaging |
-0.0171 |
0.0028 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-12 |
2025-11-13 |
ind_electric_utilities_ipps |
-0.1068 |
-0.0004 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-12 |
2025-11-13 |
fmom |
0.2711 |
-0.0001 |
-0.0000 |
alpha_QUALITY |
| 2025-11-12 |
2025-11-13 |
bcost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-11-12 |
2025-11-13 |
ind_machinery |
0.1528 |
0.0027 |
0.0004 |
tilt_INDUSTRY |
| 2025-11-12 |
2025-11-13 |
ind_consumer_goods_conglomerates |
-0.0050 |
0.0004 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-12 |
2025-11-13 |
ind_industrial_distribution |
0.0131 |
-0.0003 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-12 |
2025-11-13 |
ind_media_publishing |
0.0147 |
-0.0028 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-12 |
2025-11-13 |
ind_office_equipment |
-0.0158 |
-0.0079 |
0.0001 |
tilt_INDUSTRY |
| 2025-11-12 |
2025-11-13 |
country_HK |
0.0982 |
-0.0012 |
-0.0001 |
tilt_COUNTRY |
| 2025-11-12 |
2025-11-13 |
ind_household_goods |
-0.0520 |
-0.0051 |
0.0003 |
tilt_INDUSTRY |
| 2025-11-12 |
2025-11-13 |
ind_passenger_transportation |
-0.0050 |
-0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-12 |
2025-11-13 |
ind_oil_gas_equipment_services |
-0.0140 |
-0.0033 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-12 |
2025-11-13 |
ind_real_estate_operations |
-0.0312 |
-0.0041 |
0.0001 |
tilt_INDUSTRY |
| 2025-11-12 |
2025-11-13 |
ind_hotels_entertainment |
0.0104 |
-0.0036 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-12 |
2025-11-13 |
country_MY |
0.0357 |
-0.0000 |
-0.0000 |
tilt_COUNTRY |
| 2025-11-12 |
2025-11-13 |
country_AU |
-0.0994 |
-0.0082 |
0.0008 |
tilt_COUNTRY |
| 2025-11-12 |
2025-11-13 |
ind_household_products_services |
0.0361 |
-0.0023 |
-0.0001 |
tilt_INDUSTRY |
| 2025-11-12 |
2025-11-13 |
size_LARGE |
0.0741 |
0.0011 |
0.0001 |
tilt_SIZE |
| 2025-11-12 |
2025-11-13 |
ind_fintech |
-0.0044 |
-0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-12 |
2025-11-13 |
sbeta_market |
0.0586 |
0.0078 |
0.0005 |
risk_exposure |
| 2025-11-12 |
2025-11-13 |
country_IN |
0.0001 |
-0.0039 |
-0.0000 |
tilt_COUNTRY |
| 2025-11-12 |
2025-11-13 |
country_KR |
-0.0075 |
0.0043 |
-0.0000 |
tilt_COUNTRY |
| 2025-11-12 |
2025-11-13 |
ind_commercial_services_supplies |
-0.0733 |
-0.0039 |
0.0003 |
tilt_INDUSTRY |
| 2025-11-12 |
2025-11-13 |
linearCost |
NaN |
NaN |
-0.0004 |
cost |
| 2025-11-12 |
2025-11-13 |
ind_textiles_apparel |
0.0186 |
0.0058 |
0.0001 |
tilt_INDUSTRY |
| 2025-11-12 |
2025-11-13 |
country_CN |
-0.0734 |
0.0009 |
-0.0001 |
tilt_COUNTRY |
| 2025-11-12 |
2025-11-13 |
ind_homebuilding_building_products |
-0.0326 |
-0.0062 |
0.0002 |
tilt_INDUSTRY |
| 2025-11-12 |
2025-11-13 |
size_SMALL |
0.0048 |
-0.0010 |
-0.0000 |
tilt_SIZE |
| 2025-11-12 |
2025-11-13 |
stability |
1.6997 |
-0.0011 |
-0.0019 |
alpha_QUALITY |
| 2025-11-12 |
2025-11-13 |
ind_uranium |
-0.0024 |
0.0056 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-12 |
2025-11-13 |
ind_food_drug_retail |
0.0619 |
-0.0007 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-12 |
2025-11-13 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-11-12 |
2025-11-13 |
neglect |
0.2357 |
-0.0000 |
-0.0000 |
alpha_VALUE |
| 2025-11-12 |
2025-11-13 |
country_JP |
-0.0882 |
0.0029 |
-0.0003 |
tilt_COUNTRY |
| 2025-11-12 |
2025-11-13 |
specret |
NaN |
NaN |
-0.0058 |
unexplained |
| 2025-11-12 |
2025-11-13 |
ind_oil_gas |
0.0779 |
-0.0085 |
-0.0007 |
tilt_INDUSTRY |
| 2025-11-12 |
2025-11-13 |
reversal |
1.1673 |
0.0006 |
0.0008 |
alpha_REVERSAL |
| 2025-11-12 |
2025-11-13 |
ind_healthcare_equipment_supplies |
-0.0704 |
-0.0081 |
0.0006 |
tilt_INDUSTRY |
| 2025-11-12 |
2025-11-13 |
size_MID |
-0.0831 |
0.0004 |
-0.0000 |
tilt_SIZE |
| 2025-11-12 |
2025-11-13 |
value_gc |
1.4127 |
-0.0005 |
-0.0007 |
alpha_VALUE |
| 2025-11-12 |
2025-11-13 |
pdiscrepancy |
NaN |
NaN |
-0.0000 |
unexplained |
| 2025-11-12 |
2025-11-13 |
ind_beverages |
-0.0779 |
0.0008 |
-0.0001 |
tilt_INDUSTRY |
| 2025-11-12 |
2025-11-13 |
ind_metals_mining |
-0.0070 |
0.0159 |
-0.0001 |
tilt_INDUSTRY |
| 2025-11-12 |
2025-11-13 |
ind_construction_engineering |
-0.0689 |
0.0029 |
-0.0002 |
tilt_INDUSTRY |
| 2025-11-12 |
2025-11-13 |
ind_leisure_products |
0.0235 |
-0.0089 |
-0.0002 |
tilt_INDUSTRY |
| 2025-11-12 |
2025-11-13 |
ind_banking_services |
-0.1050 |
-0.0014 |
0.0002 |
tilt_INDUSTRY |
| 2025-11-12 |
2025-11-13 |
market |
-0.0107 |
-0.0027 |
0.0000 |
risk_exposure |
| 2025-11-12 |
2025-11-13 |
ind_renewable_energy |
0.0064 |
0.0067 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-12 |
2025-11-13 |
ind_biotechnology |
-0.0186 |
0.0163 |
-0.0003 |
tilt_INDUSTRY |
| 2025-11-12 |
2025-11-13 |
size_MICRO |
-0.0064 |
-0.0031 |
0.0000 |
tilt_SIZE |
| 2025-11-12 |
2025-11-13 |
ind_construction_materials |
-0.0019 |
0.0053 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-12 |
2025-11-13 |
ind_investment_services |
0.0664 |
0.0011 |
0.0001 |
tilt_INDUSTRY |
| 2025-11-12 |
2025-11-13 |
ind_specialty_reatil |
0.0130 |
-0.0050 |
-0.0001 |
tilt_INDUSTRY |
| 2025-11-12 |
2025-11-13 |
ind_software_it_services |
-0.0032 |
-0.0044 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-12 |
2025-11-13 |
country_ID |
0.0000 |
-0.0087 |
0.0000 |
tilt_COUNTRY |
| 2025-11-12 |
2025-11-13 |
quality |
3.0721 |
-0.0002 |
-0.0005 |
alpha_QUALITY |
| 2025-11-12 |
2025-11-13 |
ind_electronic_equipment |
-0.0420 |
-0.0069 |
0.0003 |
tilt_INDUSTRY |
| 2025-11-12 |
2025-11-13 |
ind_multiline_utilities |
-0.0105 |
-0.0042 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-12 |
2025-11-13 |
revision |
2.4408 |
0.0007 |
0.0017 |
alpha_REVISION |
| 2025-11-12 |
2025-11-13 |
ind_integrated_hardware_software |
0.0085 |
-0.0060 |
-0.0001 |
tilt_INDUSTRY |
| 2025-11-12 |
2025-11-13 |
impactCost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-11-12 |
2025-11-13 |
ind_semiconductors |
0.0019 |
-0.0013 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-12 |
2025-11-13 |
ind_aerospace_defense |
-0.0083 |
-0.0042 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-12 |
2025-11-13 |
ind_paper_forestry |
-0.0094 |
0.0072 |
-0.0001 |
tilt_INDUSTRY |
| 2025-11-12 |
2025-11-13 |
ind_healthcare_providers_services |
0.0139 |
0.0027 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-12 |
2025-11-13 |
ind_chemicals |
0.0244 |
0.0123 |
0.0003 |
tilt_INDUSTRY |
| 2025-11-12 |
2025-11-13 |
country_SG |
-0.0432 |
0.0005 |
-0.0000 |
tilt_COUNTRY |
| 2025-11-12 |
2025-11-13 |
sdiscrepancy |
NaN |
NaN |
0.0011 |
unexplained |
| 2025-11-12 |
2025-11-13 |
ind_computers_phones_household_electronics |
0.0588 |
-0.0099 |
-0.0006 |
tilt_INDUSTRY |
| 2025-11-12 |
2025-11-13 |
ind_natural_gas_utilities |
0.0285 |
-0.0013 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-12 |
2025-11-13 |
ind_holding_companies |
0.0000 |
-0.0019 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-12 |
2025-11-13 |
country_PH |
0.0081 |
0.0005 |
0.0000 |
tilt_COUNTRY |
| 2025-11-12 |
2025-11-13 |
ind_pharmaceuticals |
-0.1003 |
0.0057 |
-0.0006 |
tilt_INDUSTRY |
| 2025-11-13 |
2025-11-14 |
ind_industrial_distribution |
0.0122 |
0.0062 |
0.0001 |
tilt_INDUSTRY |
| 2025-11-13 |
2025-11-14 |
size_SMALL |
0.0250 |
0.0025 |
0.0001 |
tilt_SIZE |
| 2025-11-13 |
2025-11-14 |
quality |
3.0279 |
-0.0001 |
-0.0003 |
alpha_QUALITY |
| 2025-11-13 |
2025-11-14 |
ind_transportation_infrastructure |
0.0451 |
0.0043 |
0.0002 |
tilt_INDUSTRY |
| 2025-11-13 |
2025-11-14 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-11-13 |
2025-11-14 |
ind_passenger_transportation |
-0.0015 |
-0.0000 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-13 |
2025-11-14 |
ind_fintech |
-0.0042 |
0.0023 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-13 |
2025-11-14 |
ind_hotels_entertainment |
0.0116 |
-0.0004 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-13 |
2025-11-14 |
linearCost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-11-13 |
2025-11-14 |
ind_electronic_equipment |
-0.0449 |
-0.0044 |
0.0002 |
tilt_INDUSTRY |
| 2025-11-13 |
2025-11-14 |
ind_household_products_services |
0.0350 |
0.0060 |
0.0002 |
tilt_INDUSTRY |
| 2025-11-13 |
2025-11-14 |
specret |
NaN |
NaN |
0.0068 |
unexplained |
| 2025-11-13 |
2025-11-14 |
ind_semiconductors |
0.0044 |
-0.0114 |
-0.0001 |
tilt_INDUSTRY |
| 2025-11-13 |
2025-11-14 |
ind_machinery |
0.1603 |
-0.0049 |
-0.0008 |
tilt_INDUSTRY |
| 2025-11-13 |
2025-11-14 |
linkage |
0.8360 |
0.0000 |
0.0000 |
alpha_MOMENTUM |
| 2025-11-13 |
2025-11-14 |
ind_containers_packaging |
-0.0164 |
0.0012 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-13 |
2025-11-14 |
ind_real_estate_operations |
-0.0301 |
0.0089 |
-0.0003 |
tilt_INDUSTRY |
| 2025-11-13 |
2025-11-14 |
ind_metals_mining |
-0.0089 |
-0.0033 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-13 |
2025-11-14 |
ind_oil_gas_equipment_services |
-0.0136 |
0.0078 |
-0.0001 |
tilt_INDUSTRY |
| 2025-11-13 |
2025-11-14 |
country_JP |
-0.0953 |
0.0058 |
-0.0006 |
tilt_COUNTRY |
| 2025-11-13 |
2025-11-14 |
country_IN |
0.0001 |
0.0032 |
0.0000 |
tilt_COUNTRY |
| 2025-11-13 |
2025-11-14 |
ind_investment_services |
0.0653 |
-0.0012 |
-0.0001 |
tilt_INDUSTRY |
| 2025-11-13 |
2025-11-14 |
ind_healthcare_providers_services |
0.0149 |
0.0042 |
0.0001 |
tilt_INDUSTRY |
| 2025-11-13 |
2025-11-14 |
ind_computers_phones_household_electronics |
0.0584 |
-0.0029 |
-0.0002 |
tilt_INDUSTRY |
| 2025-11-13 |
2025-11-14 |
size_MID |
-0.0887 |
-0.0011 |
0.0001 |
tilt_SIZE |
| 2025-11-13 |
2025-11-14 |
country_KR |
-0.0075 |
-0.0188 |
0.0001 |
tilt_COUNTRY |
| 2025-11-13 |
2025-11-14 |
ind_software_it_services |
-0.0026 |
-0.0036 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-13 |
2025-11-14 |
country_MY |
0.0355 |
-0.0012 |
-0.0000 |
tilt_COUNTRY |
| 2025-11-13 |
2025-11-14 |
size_MICRO |
-0.0033 |
0.0034 |
-0.0000 |
tilt_SIZE |
| 2025-11-13 |
2025-11-14 |
country_AU |
-0.0978 |
-0.0097 |
0.0009 |
tilt_COUNTRY |
| 2025-11-13 |
2025-11-14 |
pdiscrepancy |
NaN |
NaN |
0.0001 |
unexplained |
| 2025-11-13 |
2025-11-14 |
market |
0.0017 |
0.0009 |
0.0000 |
risk_exposure |
| 2025-11-13 |
2025-11-14 |
stability |
1.6312 |
-0.0004 |
-0.0006 |
alpha_QUALITY |
| 2025-11-13 |
2025-11-14 |
ind_paper_forestry |
-0.0094 |
-0.0002 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-13 |
2025-11-14 |
ind_banking_services |
-0.1123 |
0.0046 |
-0.0005 |
tilt_INDUSTRY |
| 2025-11-13 |
2025-11-14 |
ind_renewable_energy |
0.0068 |
0.0088 |
0.0001 |
tilt_INDUSTRY |
| 2025-11-13 |
2025-11-14 |
ind_food_drug_retail |
0.0622 |
0.0039 |
0.0002 |
tilt_INDUSTRY |
| 2025-11-13 |
2025-11-14 |
ind_electric_utilities_ipps |
-0.1052 |
-0.0039 |
0.0004 |
tilt_INDUSTRY |
| 2025-11-13 |
2025-11-14 |
ind_oil_gas |
0.0785 |
0.0096 |
0.0008 |
tilt_INDUSTRY |
| 2025-11-13 |
2025-11-14 |
ind_textiles_apparel |
0.0282 |
0.0050 |
0.0001 |
tilt_INDUSTRY |
| 2025-11-13 |
2025-11-14 |
ind_construction_materials |
-0.0019 |
-0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-13 |
2025-11-14 |
country_XH |
0.0452 |
-0.0029 |
-0.0001 |
tilt_COUNTRY |
| 2025-11-13 |
2025-11-14 |
ind_beverages |
-0.0783 |
-0.0010 |
0.0001 |
tilt_INDUSTRY |
| 2025-11-13 |
2025-11-14 |
ind_natural_gas_utilities |
0.0285 |
0.0055 |
0.0002 |
tilt_INDUSTRY |
| 2025-11-13 |
2025-11-14 |
ind_commercial_services_supplies |
-0.0790 |
0.0042 |
-0.0003 |
tilt_INDUSTRY |
| 2025-11-13 |
2025-11-14 |
sdiscrepancy |
NaN |
NaN |
-0.0002 |
unexplained |
| 2025-11-13 |
2025-11-14 |
revision |
2.2516 |
-0.0009 |
-0.0021 |
alpha_REVISION |
| 2025-11-13 |
2025-11-14 |
impactCost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-11-13 |
2025-11-14 |
ind_media_publishing |
0.0176 |
-0.0051 |
-0.0001 |
tilt_INDUSTRY |
| 2025-11-13 |
2025-11-14 |
ind_household_goods |
-0.0519 |
0.0028 |
-0.0001 |
tilt_INDUSTRY |
| 2025-11-13 |
2025-11-14 |
value_liq |
0.9704 |
0.0007 |
0.0007 |
alpha_VALUE |
| 2025-11-13 |
2025-11-14 |
reversal |
1.1198 |
0.0009 |
0.0010 |
alpha_REVERSAL |
| 2025-11-13 |
2025-11-14 |
ind_pharmaceuticals |
-0.0981 |
0.0109 |
-0.0011 |
tilt_INDUSTRY |
| 2025-11-13 |
2025-11-14 |
ind_healthcare_equipment_supplies |
-0.0691 |
0.0022 |
-0.0002 |
tilt_INDUSTRY |
| 2025-11-13 |
2025-11-14 |
ind_specialty_reatil |
0.0112 |
0.0013 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-13 |
2025-11-14 |
ind_insurance |
0.0837 |
0.0026 |
0.0002 |
tilt_INDUSTRY |
| 2025-11-13 |
2025-11-14 |
country_ID |
0.0000 |
0.0026 |
0.0000 |
tilt_COUNTRY |
| 2025-11-13 |
2025-11-14 |
ind_chemicals |
0.0239 |
-0.0046 |
-0.0001 |
tilt_INDUSTRY |
| 2025-11-13 |
2025-11-14 |
value_gc |
1.4238 |
-0.0002 |
-0.0002 |
alpha_VALUE |
| 2025-11-13 |
2025-11-14 |
sbeta_market |
0.0765 |
-0.0113 |
-0.0009 |
risk_exposure |
| 2025-11-13 |
2025-11-14 |
ind_office_equipment |
-0.0156 |
0.0028 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-13 |
2025-11-14 |
ind_holding_companies |
0.0000 |
0.0341 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-13 |
2025-11-14 |
ind_consumer_goods_conglomerates |
-0.0037 |
-0.0177 |
0.0001 |
tilt_INDUSTRY |
| 2025-11-13 |
2025-11-14 |
ind_leisure_products |
0.0234 |
-0.0031 |
-0.0001 |
tilt_INDUSTRY |
| 2025-11-13 |
2025-11-14 |
ind_water_utilities |
-0.0008 |
0.0014 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-13 |
2025-11-14 |
country_TW |
0.0161 |
-0.0025 |
-0.0000 |
tilt_COUNTRY |
| 2025-11-13 |
2025-11-14 |
ind_diversified_retail |
-0.0129 |
0.0072 |
-0.0001 |
tilt_INDUSTRY |
| 2025-11-13 |
2025-11-14 |
fmom |
0.2938 |
-0.0005 |
-0.0001 |
alpha_QUALITY |
| 2025-11-13 |
2025-11-14 |
bcost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-11-13 |
2025-11-14 |
ind_food_tobacco |
0.0380 |
0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-13 |
2025-11-14 |
ind_coal |
-0.0382 |
-0.0089 |
0.0003 |
tilt_INDUSTRY |
| 2025-11-13 |
2025-11-14 |
neglect |
0.2452 |
0.0016 |
0.0004 |
alpha_VALUE |
| 2025-11-13 |
2025-11-14 |
ind_freight_logistics |
-0.0188 |
0.0011 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-13 |
2025-11-14 |
ind_construction_engineering |
-0.0670 |
-0.0025 |
0.0002 |
tilt_INDUSTRY |
| 2025-11-13 |
2025-11-14 |
size_LARGE |
0.0687 |
-0.0019 |
-0.0001 |
tilt_SIZE |
| 2025-11-13 |
2025-11-14 |
ind_automobile |
0.0372 |
0.0025 |
0.0001 |
tilt_INDUSTRY |
| 2025-11-13 |
2025-11-14 |
ind_homebuilding_building_products |
-0.0327 |
0.0016 |
-0.0001 |
tilt_INDUSTRY |
| 2025-11-13 |
2025-11-14 |
ind_integrated_hardware_software |
0.0081 |
0.0025 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-13 |
2025-11-14 |
ind_biotechnology |
-0.0191 |
0.0101 |
-0.0002 |
tilt_INDUSTRY |
| 2025-11-13 |
2025-11-14 |
ind_aerospace_defense |
-0.0085 |
0.0108 |
-0.0001 |
tilt_INDUSTRY |
| 2025-11-13 |
2025-11-14 |
country_HK |
0.0993 |
-0.0010 |
-0.0001 |
tilt_COUNTRY |
| 2025-11-13 |
2025-11-14 |
ind_telecommunications_serices |
0.1177 |
0.0031 |
0.0004 |
tilt_INDUSTRY |
| 2025-11-13 |
2025-11-14 |
country_NZ |
0.0000 |
-0.0090 |
0.0000 |
tilt_COUNTRY |
| 2025-11-13 |
2025-11-14 |
country_PH |
0.0079 |
-0.0271 |
-0.0002 |
tilt_COUNTRY |
| 2025-11-13 |
2025-11-14 |
country_TH |
0.0978 |
-0.0103 |
-0.0010 |
tilt_COUNTRY |
| 2025-11-13 |
2025-11-14 |
country_CN |
-0.0561 |
0.0022 |
-0.0001 |
tilt_COUNTRY |
| 2025-11-13 |
2025-11-14 |
ind_multiline_utilities |
-0.0104 |
0.0028 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-13 |
2025-11-14 |
country_SG |
-0.0435 |
-0.0051 |
0.0002 |
tilt_COUNTRY |
| 2025-11-13 |
2025-11-14 |
ind_communications_equipment |
-0.0141 |
0.0008 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-13 |
2025-11-14 |
ind_uranium |
-0.0023 |
-0.0152 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-13 |
2025-11-14 |
momentum |
0.0789 |
0.0004 |
0.0000 |
alpha_MOMENTUM |
| 2025-11-14 |
2025-11-17 |
ind_containers_packaging |
-0.0175 |
-0.0058 |
0.0001 |
tilt_INDUSTRY |
| 2025-11-14 |
2025-11-17 |
ind_healthcare_providers_services |
0.0141 |
-0.0047 |
-0.0001 |
tilt_INDUSTRY |
| 2025-11-14 |
2025-11-17 |
country_TH |
0.1053 |
0.0136 |
0.0014 |
tilt_COUNTRY |
| 2025-11-14 |
2025-11-17 |
country_ID |
0.0000 |
0.0068 |
0.0000 |
tilt_COUNTRY |
| 2025-11-14 |
2025-11-17 |
ind_holding_companies |
0.0025 |
-0.0698 |
-0.0002 |
tilt_INDUSTRY |
| 2025-11-14 |
2025-11-17 |
ind_electric_utilities_ipps |
-0.1029 |
0.0049 |
-0.0005 |
tilt_INDUSTRY |
| 2025-11-14 |
2025-11-17 |
ind_industrial_distribution |
0.0129 |
-0.0051 |
-0.0001 |
tilt_INDUSTRY |
| 2025-11-14 |
2025-11-17 |
ind_metals_mining |
-0.0107 |
-0.0072 |
0.0001 |
tilt_INDUSTRY |
| 2025-11-14 |
2025-11-17 |
market |
0.0164 |
-0.0107 |
-0.0002 |
risk_exposure |
| 2025-11-14 |
2025-11-17 |
ind_construction_engineering |
-0.0499 |
0.0038 |
-0.0002 |
tilt_INDUSTRY |
| 2025-11-14 |
2025-11-17 |
ind_household_goods |
-0.0511 |
-0.0038 |
0.0002 |
tilt_INDUSTRY |
| 2025-11-14 |
2025-11-17 |
ind_water_utilities |
-0.0022 |
0.0020 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-14 |
2025-11-17 |
ind_communications_equipment |
-0.0115 |
0.0032 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-14 |
2025-11-17 |
sbeta_market |
0.0929 |
0.0093 |
0.0009 |
risk_exposure |
| 2025-11-14 |
2025-11-17 |
pdiscrepancy |
NaN |
NaN |
-0.0001 |
unexplained |
| 2025-11-14 |
2025-11-17 |
size_MID |
-0.0878 |
0.0004 |
-0.0000 |
tilt_SIZE |
| 2025-11-14 |
2025-11-17 |
size_LARGE |
0.0707 |
-0.0041 |
-0.0003 |
tilt_SIZE |
| 2025-11-14 |
2025-11-17 |
ind_machinery |
0.1471 |
-0.0005 |
-0.0001 |
tilt_INDUSTRY |
| 2025-11-14 |
2025-11-17 |
ind_biotechnology |
-0.0118 |
-0.0171 |
0.0002 |
tilt_INDUSTRY |
| 2025-11-14 |
2025-11-17 |
ind_semiconductors |
-0.0004 |
0.0042 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-14 |
2025-11-17 |
ind_household_products_services |
0.0328 |
-0.0084 |
-0.0003 |
tilt_INDUSTRY |
| 2025-11-14 |
2025-11-17 |
ind_electronic_equipment |
-0.0284 |
-0.0036 |
0.0001 |
tilt_INDUSTRY |
| 2025-11-14 |
2025-11-17 |
country_CN |
-0.0443 |
-0.0033 |
0.0001 |
tilt_COUNTRY |
| 2025-11-14 |
2025-11-17 |
ind_aerospace_defense |
-0.0074 |
0.0181 |
-0.0001 |
tilt_INDUSTRY |
| 2025-11-14 |
2025-11-17 |
country_PH |
0.0123 |
0.0407 |
0.0005 |
tilt_COUNTRY |
| 2025-11-14 |
2025-11-17 |
linearCost |
NaN |
NaN |
-0.0007 |
cost |
| 2025-11-14 |
2025-11-17 |
ind_uranium |
-0.0024 |
0.0037 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-14 |
2025-11-17 |
ind_renewable_energy |
0.0068 |
-0.0164 |
-0.0001 |
tilt_INDUSTRY |
| 2025-11-14 |
2025-11-17 |
ind_passenger_transportation |
-0.0029 |
-0.0050 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-14 |
2025-11-17 |
ind_chemicals |
0.0273 |
0.0025 |
0.0001 |
tilt_INDUSTRY |
| 2025-11-14 |
2025-11-17 |
ind_healthcare_equipment_supplies |
-0.0730 |
-0.0106 |
0.0008 |
tilt_INDUSTRY |
| 2025-11-14 |
2025-11-17 |
ind_food_drug_retail |
0.0620 |
0.0004 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-14 |
2025-11-17 |
country_MY |
0.0356 |
0.0057 |
0.0002 |
tilt_COUNTRY |
| 2025-11-14 |
2025-11-17 |
ind_investment_services |
0.0602 |
-0.0089 |
-0.0005 |
tilt_INDUSTRY |
| 2025-11-14 |
2025-11-17 |
country_XH |
0.0491 |
-0.0092 |
-0.0005 |
tilt_COUNTRY |
| 2025-11-14 |
2025-11-17 |
ind_office_equipment |
-0.0151 |
-0.0045 |
0.0001 |
tilt_INDUSTRY |
| 2025-11-14 |
2025-11-17 |
value_gc |
1.3938 |
0.0008 |
0.0011 |
alpha_VALUE |
| 2025-11-14 |
2025-11-17 |
neglect |
0.1713 |
0.0010 |
0.0002 |
alpha_VALUE |
| 2025-11-14 |
2025-11-17 |
ind_leisure_products |
0.0205 |
-0.0015 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-14 |
2025-11-17 |
stability |
1.6275 |
-0.0004 |
-0.0006 |
alpha_QUALITY |
| 2025-11-14 |
2025-11-17 |
ind_transportation_infrastructure |
0.0438 |
0.0018 |
0.0001 |
tilt_INDUSTRY |
| 2025-11-14 |
2025-11-17 |
ind_oil_gas |
0.0766 |
0.0113 |
0.0009 |
tilt_INDUSTRY |
| 2025-11-14 |
2025-11-17 |
ind_diversified_retail |
-0.0115 |
-0.0036 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-14 |
2025-11-17 |
country_TW |
-0.0010 |
-0.0014 |
0.0000 |
tilt_COUNTRY |
| 2025-11-14 |
2025-11-17 |
impactCost |
NaN |
NaN |
-0.0005 |
cost |
| 2025-11-14 |
2025-11-17 |
revision |
2.2682 |
0.0004 |
0.0008 |
alpha_REVISION |
| 2025-11-14 |
2025-11-17 |
bcost |
NaN |
NaN |
-0.0004 |
cost |
| 2025-11-14 |
2025-11-17 |
ind_food_tobacco |
0.0448 |
0.0043 |
0.0002 |
tilt_INDUSTRY |
| 2025-11-14 |
2025-11-17 |
ind_paper_forestry |
-0.0093 |
-0.0007 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-14 |
2025-11-17 |
ind_beverages |
-0.0784 |
0.0049 |
-0.0004 |
tilt_INDUSTRY |
| 2025-11-14 |
2025-11-17 |
ind_textiles_apparel |
0.0238 |
0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-14 |
2025-11-17 |
country_HK |
0.0983 |
-0.0033 |
-0.0003 |
tilt_COUNTRY |
| 2025-11-14 |
2025-11-17 |
ind_construction_materials |
-0.0021 |
-0.0043 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-14 |
2025-11-17 |
ind_commercial_services_supplies |
-0.0774 |
0.0045 |
-0.0003 |
tilt_INDUSTRY |
| 2025-11-14 |
2025-11-17 |
reversal |
0.9895 |
0.0000 |
0.0000 |
alpha_REVERSAL |
| 2025-11-14 |
2025-11-17 |
ind_specialty_reatil |
-0.0024 |
0.0049 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-14 |
2025-11-17 |
size_SMALL |
0.0368 |
0.0023 |
0.0001 |
tilt_SIZE |
| 2025-11-14 |
2025-11-17 |
ind_insurance |
0.0863 |
-0.0022 |
-0.0002 |
tilt_INDUSTRY |
| 2025-11-14 |
2025-11-17 |
quality |
2.9420 |
-0.0005 |
-0.0014 |
alpha_QUALITY |
| 2025-11-14 |
2025-11-17 |
fcost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-11-14 |
2025-11-17 |
ind_pharmaceuticals |
-0.0921 |
-0.0097 |
0.0009 |
tilt_INDUSTRY |
| 2025-11-14 |
2025-11-17 |
ind_coal |
-0.0357 |
0.0136 |
-0.0005 |
tilt_INDUSTRY |
| 2025-11-14 |
2025-11-17 |
ind_multiline_utilities |
-0.0099 |
-0.0019 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-14 |
2025-11-17 |
country_JP |
-0.0960 |
-0.0003 |
0.0000 |
tilt_COUNTRY |
| 2025-11-14 |
2025-11-17 |
size_MICRO |
-0.0033 |
0.0030 |
-0.0000 |
tilt_SIZE |
| 2025-11-14 |
2025-11-17 |
momentum |
0.1223 |
-0.0002 |
-0.0000 |
alpha_MOMENTUM |
| 2025-11-14 |
2025-11-17 |
specret |
NaN |
NaN |
0.0074 |
unexplained |
| 2025-11-14 |
2025-11-17 |
ind_telecommunications_serices |
0.1176 |
0.0107 |
0.0013 |
tilt_INDUSTRY |
| 2025-11-14 |
2025-11-17 |
country_NZ |
-0.0085 |
0.0112 |
-0.0001 |
tilt_COUNTRY |
| 2025-11-14 |
2025-11-17 |
ind_fintech |
-0.0036 |
0.0009 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-14 |
2025-11-17 |
ind_oil_gas_equipment_services |
-0.0142 |
0.0064 |
-0.0001 |
tilt_INDUSTRY |
| 2025-11-14 |
2025-11-17 |
ind_banking_services |
-0.1237 |
0.0020 |
-0.0003 |
tilt_INDUSTRY |
| 2025-11-14 |
2025-11-17 |
ind_homebuilding_building_products |
-0.0324 |
-0.0040 |
0.0001 |
tilt_INDUSTRY |
| 2025-11-14 |
2025-11-17 |
ind_computers_phones_household_electronics |
0.0508 |
-0.0048 |
-0.0002 |
tilt_INDUSTRY |
| 2025-11-14 |
2025-11-17 |
ind_natural_gas_utilities |
0.0278 |
0.0055 |
0.0002 |
tilt_INDUSTRY |
| 2025-11-14 |
2025-11-17 |
ind_integrated_hardware_software |
0.0080 |
0.0101 |
0.0001 |
tilt_INDUSTRY |
| 2025-11-14 |
2025-11-17 |
ind_hotels_entertainment |
0.0138 |
-0.0029 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-14 |
2025-11-17 |
country_IN |
0.0000 |
0.0119 |
0.0000 |
tilt_COUNTRY |
| 2025-11-14 |
2025-11-17 |
fmom |
0.2333 |
-0.0010 |
-0.0002 |
alpha_QUALITY |
| 2025-11-14 |
2025-11-17 |
ind_freight_logistics |
-0.0132 |
-0.0027 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-14 |
2025-11-17 |
country_KR |
-0.0076 |
0.0100 |
-0.0001 |
tilt_COUNTRY |
| 2025-11-14 |
2025-11-17 |
country_SG |
-0.0282 |
0.0062 |
-0.0002 |
tilt_COUNTRY |
| 2025-11-14 |
2025-11-17 |
ind_consumer_goods_conglomerates |
-0.0033 |
0.0142 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-14 |
2025-11-17 |
ind_automobile |
0.0373 |
-0.0039 |
-0.0001 |
tilt_INDUSTRY |
| 2025-11-14 |
2025-11-17 |
ind_media_publishing |
0.0148 |
0.0064 |
0.0001 |
tilt_INDUSTRY |
| 2025-11-14 |
2025-11-17 |
value_liq |
0.9464 |
-0.0033 |
-0.0031 |
alpha_VALUE |
| 2025-11-14 |
2025-11-17 |
sdiscrepancy |
NaN |
NaN |
-0.0009 |
unexplained |
| 2025-11-14 |
2025-11-17 |
linkage |
0.7660 |
-0.0008 |
-0.0006 |
alpha_MOMENTUM |
| 2025-11-14 |
2025-11-17 |
country_AU |
-0.0986 |
0.0122 |
-0.0012 |
tilt_COUNTRY |
| 2025-11-14 |
2025-11-17 |
ind_software_it_services |
-0.0001 |
0.0060 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-14 |
2025-11-17 |
ind_real_estate_operations |
-0.0198 |
0.0025 |
-0.0001 |
tilt_INDUSTRY |
| 2025-11-17 |
2025-11-18 |
ind_uranium |
-0.0024 |
-0.0269 |
0.0001 |
tilt_INDUSTRY |
| 2025-11-17 |
2025-11-18 |
ind_biotechnology |
-0.0033 |
0.0051 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-17 |
2025-11-18 |
country_ID |
0.0000 |
0.0061 |
0.0000 |
tilt_COUNTRY |
| 2025-11-17 |
2025-11-18 |
ind_healthcare_equipment_supplies |
-0.0851 |
0.0034 |
-0.0003 |
tilt_INDUSTRY |
| 2025-11-17 |
2025-11-18 |
country_CN |
-0.0661 |
0.0073 |
-0.0005 |
tilt_COUNTRY |
| 2025-11-17 |
2025-11-18 |
ind_freight_logistics |
-0.0052 |
0.0029 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-17 |
2025-11-18 |
value_liq |
0.9153 |
0.0006 |
0.0005 |
alpha_VALUE |
| 2025-11-17 |
2025-11-18 |
ind_aerospace_defense |
-0.0068 |
-0.0089 |
0.0001 |
tilt_INDUSTRY |
| 2025-11-17 |
2025-11-18 |
momentum |
0.1470 |
0.0008 |
0.0001 |
alpha_MOMENTUM |
| 2025-11-17 |
2025-11-18 |
ind_automobile |
0.0405 |
-0.0029 |
-0.0001 |
tilt_INDUSTRY |
| 2025-11-17 |
2025-11-18 |
ind_construction_engineering |
-0.0317 |
-0.0016 |
0.0001 |
tilt_INDUSTRY |
| 2025-11-17 |
2025-11-18 |
sdiscrepancy |
NaN |
NaN |
0.0005 |
unexplained |
| 2025-11-17 |
2025-11-18 |
ind_telecommunications_serices |
0.1172 |
0.0111 |
0.0013 |
tilt_INDUSTRY |
| 2025-11-17 |
2025-11-18 |
size_LARGE |
0.0686 |
0.0017 |
0.0001 |
tilt_SIZE |
| 2025-11-17 |
2025-11-18 |
ind_healthcare_providers_services |
0.0137 |
0.0042 |
0.0001 |
tilt_INDUSTRY |
| 2025-11-17 |
2025-11-18 |
ind_communications_equipment |
-0.0068 |
-0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-17 |
2025-11-18 |
ind_pharmaceuticals |
-0.0971 |
0.0032 |
-0.0003 |
tilt_INDUSTRY |
| 2025-11-17 |
2025-11-18 |
reversal |
1.1851 |
0.0019 |
0.0023 |
alpha_REVERSAL |
| 2025-11-17 |
2025-11-18 |
country_HK |
0.0954 |
-0.0065 |
-0.0006 |
tilt_COUNTRY |
| 2025-11-17 |
2025-11-18 |
country_TH |
0.1142 |
0.0030 |
0.0003 |
tilt_COUNTRY |
| 2025-11-17 |
2025-11-18 |
ind_water_utilities |
-0.0037 |
-0.0055 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-17 |
2025-11-18 |
bcost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-11-17 |
2025-11-18 |
ind_leisure_products |
0.0148 |
0.0050 |
0.0001 |
tilt_INDUSTRY |
| 2025-11-17 |
2025-11-18 |
ind_consumer_goods_conglomerates |
-0.0033 |
-0.0167 |
0.0001 |
tilt_INDUSTRY |
| 2025-11-17 |
2025-11-18 |
neglect |
0.1194 |
0.0006 |
0.0001 |
alpha_VALUE |
| 2025-11-17 |
2025-11-18 |
ind_diversified_retail |
-0.0099 |
0.0065 |
-0.0001 |
tilt_INDUSTRY |
| 2025-11-17 |
2025-11-18 |
revision |
2.3456 |
-0.0005 |
-0.0011 |
alpha_REVISION |
| 2025-11-17 |
2025-11-18 |
ind_homebuilding_building_products |
-0.0320 |
0.0014 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-17 |
2025-11-18 |
fmom |
0.2040 |
-0.0003 |
-0.0001 |
alpha_QUALITY |
| 2025-11-17 |
2025-11-18 |
ind_media_publishing |
0.0100 |
0.0125 |
0.0001 |
tilt_INDUSTRY |
| 2025-11-17 |
2025-11-18 |
value_gc |
1.3498 |
-0.0007 |
-0.0010 |
alpha_VALUE |
| 2025-11-17 |
2025-11-18 |
country_SG |
-0.0183 |
0.0033 |
-0.0001 |
tilt_COUNTRY |
| 2025-11-17 |
2025-11-18 |
ind_multiline_utilities |
-0.0092 |
0.0021 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-17 |
2025-11-18 |
ind_coal |
-0.0327 |
-0.0190 |
0.0006 |
tilt_INDUSTRY |
| 2025-11-17 |
2025-11-18 |
country_TW |
-0.0202 |
-0.0089 |
0.0002 |
tilt_COUNTRY |
| 2025-11-17 |
2025-11-18 |
ind_specialty_reatil |
-0.0195 |
0.0087 |
-0.0002 |
tilt_INDUSTRY |
| 2025-11-17 |
2025-11-18 |
ind_insurance |
0.0903 |
-0.0030 |
-0.0003 |
tilt_INDUSTRY |
| 2025-11-17 |
2025-11-18 |
ind_holding_companies |
0.0050 |
0.0017 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-17 |
2025-11-18 |
ind_office_equipment |
-0.0139 |
0.0009 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-17 |
2025-11-18 |
ind_household_goods |
-0.0506 |
0.0019 |
-0.0001 |
tilt_INDUSTRY |
| 2025-11-17 |
2025-11-18 |
ind_banking_services |
-0.1356 |
0.0025 |
-0.0003 |
tilt_INDUSTRY |
| 2025-11-17 |
2025-11-18 |
sbeta_market |
0.0600 |
-0.0017 |
-0.0001 |
risk_exposure |
| 2025-11-17 |
2025-11-18 |
ind_chemicals |
0.0111 |
-0.0104 |
-0.0001 |
tilt_INDUSTRY |
| 2025-11-17 |
2025-11-18 |
ind_paper_forestry |
-0.0092 |
-0.0009 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-17 |
2025-11-18 |
ind_construction_materials |
-0.0034 |
-0.0048 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-17 |
2025-11-18 |
country_XH |
0.0577 |
-0.0093 |
-0.0005 |
tilt_COUNTRY |
| 2025-11-17 |
2025-11-18 |
ind_machinery |
0.1247 |
-0.0045 |
-0.0006 |
tilt_INDUSTRY |
| 2025-11-17 |
2025-11-18 |
ind_textiles_apparel |
0.0206 |
0.0031 |
0.0001 |
tilt_INDUSTRY |
| 2025-11-17 |
2025-11-18 |
pdiscrepancy |
NaN |
NaN |
-0.0000 |
unexplained |
| 2025-11-17 |
2025-11-18 |
ind_beverages |
-0.0776 |
0.0033 |
-0.0003 |
tilt_INDUSTRY |
| 2025-11-17 |
2025-11-18 |
ind_computers_phones_household_electronics |
0.0409 |
-0.0029 |
-0.0001 |
tilt_INDUSTRY |
| 2025-11-17 |
2025-11-18 |
stability |
1.5577 |
0.0009 |
0.0014 |
alpha_QUALITY |
| 2025-11-17 |
2025-11-18 |
ind_transportation_infrastructure |
0.0431 |
-0.0015 |
-0.0001 |
tilt_INDUSTRY |
| 2025-11-17 |
2025-11-18 |
size_MICRO |
-0.0065 |
-0.0040 |
0.0000 |
tilt_SIZE |
| 2025-11-17 |
2025-11-18 |
country_AU |
-0.0993 |
-0.0060 |
0.0006 |
tilt_COUNTRY |
| 2025-11-17 |
2025-11-18 |
ind_software_it_services |
0.0001 |
0.0093 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-17 |
2025-11-18 |
size_MID |
-0.0899 |
0.0009 |
-0.0001 |
tilt_SIZE |
| 2025-11-17 |
2025-11-18 |
country_KR |
-0.0069 |
-0.0161 |
0.0001 |
tilt_COUNTRY |
| 2025-11-17 |
2025-11-18 |
ind_industrial_distribution |
0.0127 |
-0.0076 |
-0.0001 |
tilt_INDUSTRY |
| 2025-11-17 |
2025-11-18 |
ind_real_estate_operations |
-0.0100 |
-0.0041 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-17 |
2025-11-18 |
ind_electric_utilities_ipps |
-0.0930 |
-0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-17 |
2025-11-18 |
country_IN |
0.0000 |
0.0059 |
0.0000 |
tilt_COUNTRY |
| 2025-11-17 |
2025-11-18 |
country_PH |
0.0170 |
0.0033 |
0.0001 |
tilt_COUNTRY |
| 2025-11-17 |
2025-11-18 |
ind_containers_packaging |
-0.0156 |
0.0009 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-17 |
2025-11-18 |
ind_hotels_entertainment |
0.0202 |
0.0080 |
0.0002 |
tilt_INDUSTRY |
| 2025-11-17 |
2025-11-18 |
market |
-0.0062 |
-0.0131 |
0.0001 |
risk_exposure |
| 2025-11-17 |
2025-11-18 |
ind_metals_mining |
-0.0083 |
-0.0153 |
0.0001 |
tilt_INDUSTRY |
| 2025-11-17 |
2025-11-18 |
linkage |
0.7767 |
-0.0006 |
-0.0005 |
alpha_MOMENTUM |
| 2025-11-17 |
2025-11-18 |
impactCost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-11-17 |
2025-11-18 |
ind_oil_gas |
0.0715 |
0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-17 |
2025-11-18 |
ind_investment_services |
0.0542 |
0.0042 |
0.0002 |
tilt_INDUSTRY |
| 2025-11-17 |
2025-11-18 |
country_MY |
0.0356 |
0.0030 |
0.0001 |
tilt_COUNTRY |
| 2025-11-17 |
2025-11-18 |
ind_oil_gas_equipment_services |
-0.0142 |
-0.0037 |
0.0001 |
tilt_INDUSTRY |
| 2025-11-17 |
2025-11-18 |
quality |
2.8624 |
-0.0007 |
-0.0020 |
alpha_QUALITY |
| 2025-11-17 |
2025-11-18 |
country_NZ |
-0.0168 |
-0.0058 |
0.0001 |
tilt_COUNTRY |
| 2025-11-17 |
2025-11-18 |
ind_electronic_equipment |
-0.0189 |
-0.0007 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-17 |
2025-11-18 |
specret |
NaN |
NaN |
0.0033 |
unexplained |
| 2025-11-17 |
2025-11-18 |
ind_passenger_transportation |
-0.0117 |
0.0076 |
-0.0001 |
tilt_INDUSTRY |
| 2025-11-17 |
2025-11-18 |
ind_renewable_energy |
0.0064 |
-0.0130 |
-0.0001 |
tilt_INDUSTRY |
| 2025-11-17 |
2025-11-18 |
ind_fintech |
-0.0015 |
0.0150 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-17 |
2025-11-18 |
ind_household_products_services |
0.0316 |
0.0104 |
0.0003 |
tilt_INDUSTRY |
| 2025-11-17 |
2025-11-18 |
country_JP |
-0.0983 |
-0.0087 |
0.0009 |
tilt_COUNTRY |
| 2025-11-17 |
2025-11-18 |
ind_food_tobacco |
0.0526 |
0.0052 |
0.0003 |
tilt_INDUSTRY |
| 2025-11-17 |
2025-11-18 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-11-17 |
2025-11-18 |
ind_semiconductors |
-0.0067 |
0.0022 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-17 |
2025-11-18 |
size_SMALL |
0.0216 |
-0.0020 |
-0.0000 |
tilt_SIZE |
| 2025-11-17 |
2025-11-18 |
ind_commercial_services_supplies |
-0.0660 |
-0.0014 |
0.0001 |
tilt_INDUSTRY |
| 2025-11-17 |
2025-11-18 |
ind_natural_gas_utilities |
0.0272 |
0.0020 |
0.0001 |
tilt_INDUSTRY |
| 2025-11-17 |
2025-11-18 |
ind_food_drug_retail |
0.0617 |
0.0103 |
0.0006 |
tilt_INDUSTRY |
| 2025-11-17 |
2025-11-18 |
ind_integrated_hardware_software |
0.0074 |
0.0119 |
0.0001 |
tilt_INDUSTRY |
| 2025-11-17 |
2025-11-18 |
linearCost |
NaN |
NaN |
-0.0004 |
cost |
| 2025-11-18 |
2025-11-19 |
ind_fintech |
0.0002 |
0.0068 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-18 |
2025-11-19 |
ind_food_drug_retail |
0.0621 |
0.0010 |
0.0001 |
tilt_INDUSTRY |
| 2025-11-18 |
2025-11-19 |
country_PH |
0.0173 |
0.0069 |
0.0001 |
tilt_COUNTRY |
| 2025-11-18 |
2025-11-19 |
linkage |
0.8106 |
0.0012 |
0.0010 |
alpha_MOMENTUM |
| 2025-11-18 |
2025-11-19 |
value_liq |
0.9436 |
0.0005 |
0.0005 |
alpha_VALUE |
| 2025-11-18 |
2025-11-19 |
ind_hotels_entertainment |
0.0232 |
0.0011 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-18 |
2025-11-19 |
ind_healthcare_equipment_supplies |
-0.0934 |
-0.0046 |
0.0004 |
tilt_INDUSTRY |
| 2025-11-18 |
2025-11-19 |
market |
-0.0249 |
0.0057 |
-0.0001 |
risk_exposure |
| 2025-11-18 |
2025-11-19 |
ind_electric_utilities_ipps |
-0.0908 |
-0.0021 |
0.0002 |
tilt_INDUSTRY |
| 2025-11-18 |
2025-11-19 |
reversal |
1.2435 |
0.0000 |
0.0000 |
alpha_REVERSAL |
| 2025-11-18 |
2025-11-19 |
country_MY |
0.0355 |
0.0029 |
0.0001 |
tilt_COUNTRY |
| 2025-11-18 |
2025-11-19 |
country_NZ |
-0.0167 |
-0.0048 |
0.0001 |
tilt_COUNTRY |
| 2025-11-18 |
2025-11-19 |
quality |
2.7965 |
0.0003 |
0.0009 |
alpha_QUALITY |
| 2025-11-18 |
2025-11-19 |
stability |
1.4417 |
0.0006 |
0.0009 |
alpha_QUALITY |
| 2025-11-18 |
2025-11-19 |
country_SG |
-0.0299 |
-0.0017 |
0.0001 |
tilt_COUNTRY |
| 2025-11-18 |
2025-11-19 |
ind_healthcare_providers_services |
0.0151 |
-0.0003 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-18 |
2025-11-19 |
linearCost |
NaN |
NaN |
-0.0004 |
cost |
| 2025-11-18 |
2025-11-19 |
ind_homebuilding_building_products |
-0.0319 |
-0.0022 |
0.0001 |
tilt_INDUSTRY |
| 2025-11-18 |
2025-11-19 |
bcost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-11-18 |
2025-11-19 |
country_KR |
-0.0063 |
-0.0022 |
0.0000 |
tilt_COUNTRY |
| 2025-11-18 |
2025-11-19 |
ind_holding_companies |
0.0051 |
0.0033 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-18 |
2025-11-19 |
ind_freight_logistics |
-0.0001 |
0.0021 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-18 |
2025-11-19 |
revision |
2.4440 |
0.0012 |
0.0029 |
alpha_REVISION |
| 2025-11-18 |
2025-11-19 |
country_JP |
-0.0862 |
0.0009 |
-0.0001 |
tilt_COUNTRY |
| 2025-11-18 |
2025-11-19 |
neglect |
0.1058 |
-0.0011 |
-0.0001 |
alpha_VALUE |
| 2025-11-18 |
2025-11-19 |
value_gc |
1.3618 |
0.0005 |
0.0006 |
alpha_VALUE |
| 2025-11-18 |
2025-11-19 |
country_TH |
0.1114 |
-0.0049 |
-0.0005 |
tilt_COUNTRY |
| 2025-11-18 |
2025-11-19 |
ind_water_utilities |
-0.0039 |
0.0024 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-18 |
2025-11-19 |
ind_electronic_equipment |
-0.0224 |
-0.0009 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-18 |
2025-11-19 |
momentum |
0.1554 |
0.0006 |
0.0001 |
alpha_MOMENTUM |
| 2025-11-18 |
2025-11-19 |
pdiscrepancy |
NaN |
NaN |
-0.0000 |
unexplained |
| 2025-11-18 |
2025-11-19 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-11-18 |
2025-11-19 |
ind_banking_services |
-0.1294 |
0.0016 |
-0.0002 |
tilt_INDUSTRY |
| 2025-11-18 |
2025-11-19 |
sbeta_market |
0.0402 |
-0.0095 |
-0.0004 |
risk_exposure |
| 2025-11-18 |
2025-11-19 |
ind_oil_gas_equipment_services |
-0.0138 |
0.0109 |
-0.0002 |
tilt_INDUSTRY |
| 2025-11-18 |
2025-11-19 |
ind_construction_engineering |
-0.0268 |
0.0022 |
-0.0001 |
tilt_INDUSTRY |
| 2025-11-18 |
2025-11-19 |
ind_pharmaceuticals |
-0.1074 |
-0.0061 |
0.0007 |
tilt_INDUSTRY |
| 2025-11-18 |
2025-11-19 |
ind_food_tobacco |
0.0572 |
0.0011 |
0.0001 |
tilt_INDUSTRY |
| 2025-11-18 |
2025-11-19 |
ind_household_products_services |
0.0349 |
0.0074 |
0.0003 |
tilt_INDUSTRY |
| 2025-11-18 |
2025-11-19 |
ind_containers_packaging |
-0.0127 |
0.0009 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-18 |
2025-11-19 |
ind_household_goods |
-0.0512 |
0.0027 |
-0.0001 |
tilt_INDUSTRY |
| 2025-11-18 |
2025-11-19 |
ind_insurance |
0.0946 |
0.0030 |
0.0003 |
tilt_INDUSTRY |
| 2025-11-18 |
2025-11-19 |
ind_telecommunications_serices |
0.1179 |
-0.0029 |
-0.0003 |
tilt_INDUSTRY |
| 2025-11-18 |
2025-11-19 |
ind_machinery |
0.1169 |
-0.0008 |
-0.0001 |
tilt_INDUSTRY |
| 2025-11-18 |
2025-11-19 |
ind_textiles_apparel |
0.0245 |
0.0060 |
0.0001 |
tilt_INDUSTRY |
| 2025-11-18 |
2025-11-19 |
specret |
NaN |
NaN |
-0.0031 |
unexplained |
| 2025-11-18 |
2025-11-19 |
ind_uranium |
-0.0023 |
0.0202 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-18 |
2025-11-19 |
ind_communications_equipment |
-0.0046 |
-0.0000 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-18 |
2025-11-19 |
size_MID |
-0.0914 |
0.0022 |
-0.0002 |
tilt_SIZE |
| 2025-11-18 |
2025-11-19 |
ind_construction_materials |
-0.0056 |
-0.0033 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-18 |
2025-11-19 |
country_XH |
0.0624 |
0.0049 |
0.0003 |
tilt_COUNTRY |
| 2025-11-18 |
2025-11-19 |
ind_software_it_services |
0.0010 |
-0.0011 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-18 |
2025-11-19 |
impactCost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-11-18 |
2025-11-19 |
ind_natural_gas_utilities |
0.0274 |
-0.0054 |
-0.0001 |
tilt_INDUSTRY |
| 2025-11-18 |
2025-11-19 |
ind_chemicals |
-0.0040 |
0.0024 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-18 |
2025-11-19 |
country_HK |
0.0909 |
0.0021 |
0.0002 |
tilt_COUNTRY |
| 2025-11-18 |
2025-11-19 |
ind_semiconductors |
-0.0099 |
-0.0058 |
0.0001 |
tilt_INDUSTRY |
| 2025-11-18 |
2025-11-19 |
ind_paper_forestry |
-0.0093 |
-0.0021 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-18 |
2025-11-19 |
ind_multiline_utilities |
-0.0092 |
-0.0009 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-18 |
2025-11-19 |
ind_transportation_infrastructure |
0.0433 |
-0.0063 |
-0.0003 |
tilt_INDUSTRY |
| 2025-11-18 |
2025-11-19 |
ind_industrial_distribution |
0.0109 |
-0.0036 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-18 |
2025-11-19 |
ind_leisure_products |
0.0113 |
-0.0125 |
-0.0001 |
tilt_INDUSTRY |
| 2025-11-18 |
2025-11-19 |
ind_media_publishing |
0.0071 |
-0.0100 |
-0.0001 |
tilt_INDUSTRY |
| 2025-11-18 |
2025-11-19 |
ind_aerospace_defense |
-0.0078 |
0.0097 |
-0.0001 |
tilt_INDUSTRY |
| 2025-11-18 |
2025-11-19 |
ind_commercial_services_supplies |
-0.0540 |
-0.0038 |
0.0002 |
tilt_INDUSTRY |
| 2025-11-18 |
2025-11-19 |
ind_metals_mining |
-0.0035 |
0.0131 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-18 |
2025-11-19 |
ind_office_equipment |
-0.0125 |
-0.0002 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-18 |
2025-11-19 |
country_AU |
-0.0985 |
-0.0060 |
0.0006 |
tilt_COUNTRY |
| 2025-11-18 |
2025-11-19 |
ind_investment_services |
0.0501 |
0.0039 |
0.0002 |
tilt_INDUSTRY |
| 2025-11-18 |
2025-11-19 |
country_IN |
0.0000 |
-0.0023 |
0.0000 |
tilt_COUNTRY |
| 2025-11-18 |
2025-11-19 |
ind_computers_phones_household_electronics |
0.0366 |
-0.0043 |
-0.0002 |
tilt_INDUSTRY |
| 2025-11-18 |
2025-11-19 |
ind_oil_gas |
0.0685 |
0.0077 |
0.0005 |
tilt_INDUSTRY |
| 2025-11-18 |
2025-11-19 |
sdiscrepancy |
NaN |
NaN |
0.0001 |
unexplained |
| 2025-11-18 |
2025-11-19 |
size_SMALL |
0.0077 |
-0.0026 |
-0.0000 |
tilt_SIZE |
| 2025-11-18 |
2025-11-19 |
ind_real_estate_operations |
-0.0119 |
-0.0008 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-18 |
2025-11-19 |
size_LARGE |
0.0665 |
0.0005 |
0.0000 |
tilt_SIZE |
| 2025-11-18 |
2025-11-19 |
ind_passenger_transportation |
-0.0127 |
0.0012 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-18 |
2025-11-19 |
country_CN |
-0.0801 |
0.0004 |
-0.0000 |
tilt_COUNTRY |
| 2025-11-18 |
2025-11-19 |
ind_specialty_reatil |
-0.0258 |
0.0028 |
-0.0001 |
tilt_INDUSTRY |
| 2025-11-18 |
2025-11-19 |
country_ID |
0.0000 |
0.0040 |
0.0000 |
tilt_COUNTRY |
| 2025-11-18 |
2025-11-19 |
fmom |
0.1867 |
-0.0000 |
-0.0000 |
alpha_QUALITY |
| 2025-11-18 |
2025-11-19 |
ind_automobile |
0.0445 |
0.0003 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-18 |
2025-11-19 |
ind_renewable_energy |
0.0048 |
0.0022 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-18 |
2025-11-19 |
ind_biotechnology |
-0.0005 |
-0.0023 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-18 |
2025-11-19 |
ind_diversified_retail |
-0.0101 |
-0.0020 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-18 |
2025-11-19 |
country_TW |
-0.0247 |
-0.0026 |
0.0001 |
tilt_COUNTRY |
| 2025-11-18 |
2025-11-19 |
size_MICRO |
-0.0078 |
-0.0034 |
0.0000 |
tilt_SIZE |
| 2025-11-18 |
2025-11-19 |
ind_coal |
-0.0364 |
0.0056 |
-0.0002 |
tilt_INDUSTRY |
| 2025-11-18 |
2025-11-19 |
ind_integrated_hardware_software |
0.0044 |
0.0006 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-18 |
2025-11-19 |
ind_beverages |
-0.0767 |
-0.0044 |
0.0003 |
tilt_INDUSTRY |
| 2025-11-18 |
2025-11-19 |
ind_consumer_goods_conglomerates |
-0.0068 |
-0.0063 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-19 |
2025-11-20 |
ind_multiline_utilities |
-0.0089 |
0.0012 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-19 |
2025-11-20 |
country_NZ |
-0.0169 |
0.0087 |
-0.0001 |
tilt_COUNTRY |
| 2025-11-19 |
2025-11-20 |
specret |
NaN |
NaN |
-0.0004 |
unexplained |
| 2025-11-19 |
2025-11-20 |
ind_banking_services |
-0.1258 |
0.0035 |
-0.0004 |
tilt_INDUSTRY |
| 2025-11-19 |
2025-11-20 |
country_PH |
0.0177 |
0.0207 |
0.0004 |
tilt_COUNTRY |
| 2025-11-19 |
2025-11-20 |
ind_textiles_apparel |
0.0248 |
-0.0025 |
-0.0001 |
tilt_INDUSTRY |
| 2025-11-19 |
2025-11-20 |
country_JP |
-0.0723 |
0.0099 |
-0.0007 |
tilt_COUNTRY |
| 2025-11-19 |
2025-11-20 |
size_MICRO |
-0.0093 |
0.0010 |
-0.0000 |
tilt_SIZE |
| 2025-11-19 |
2025-11-20 |
ind_commercial_services_supplies |
-0.0523 |
0.0009 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-19 |
2025-11-20 |
linkage |
0.8264 |
0.0003 |
0.0003 |
alpha_MOMENTUM |
| 2025-11-19 |
2025-11-20 |
ind_household_goods |
-0.0519 |
0.0074 |
-0.0004 |
tilt_INDUSTRY |
| 2025-11-19 |
2025-11-20 |
country_MY |
0.0355 |
-0.0002 |
-0.0000 |
tilt_COUNTRY |
| 2025-11-19 |
2025-11-20 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-11-19 |
2025-11-20 |
ind_metals_mining |
-0.0042 |
0.0046 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-19 |
2025-11-20 |
revision |
2.5193 |
0.0009 |
0.0022 |
alpha_REVISION |
| 2025-11-19 |
2025-11-20 |
ind_passenger_transportation |
-0.0084 |
-0.0036 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-19 |
2025-11-20 |
ind_specialty_reatil |
-0.0286 |
-0.0064 |
0.0002 |
tilt_INDUSTRY |
| 2025-11-19 |
2025-11-20 |
sdiscrepancy |
NaN |
NaN |
0.0003 |
unexplained |
| 2025-11-19 |
2025-11-20 |
country_CN |
-0.0732 |
-0.0080 |
0.0006 |
tilt_COUNTRY |
| 2025-11-19 |
2025-11-20 |
fmom |
0.2044 |
0.0002 |
0.0000 |
alpha_QUALITY |
| 2025-11-19 |
2025-11-20 |
ind_consumer_goods_conglomerates |
-0.0101 |
0.0135 |
-0.0001 |
tilt_INDUSTRY |
| 2025-11-19 |
2025-11-20 |
ind_integrated_hardware_software |
0.0012 |
-0.0025 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-19 |
2025-11-20 |
bcost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-11-19 |
2025-11-20 |
value_gc |
1.3903 |
0.0017 |
0.0024 |
alpha_VALUE |
| 2025-11-19 |
2025-11-20 |
ind_media_publishing |
0.0056 |
-0.0067 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-19 |
2025-11-20 |
reversal |
1.2467 |
0.0012 |
0.0014 |
alpha_REVERSAL |
| 2025-11-19 |
2025-11-20 |
pdiscrepancy |
NaN |
NaN |
0.0000 |
unexplained |
| 2025-11-19 |
2025-11-20 |
country_SG |
-0.0364 |
-0.0007 |
0.0000 |
tilt_COUNTRY |
| 2025-11-19 |
2025-11-20 |
ind_communications_equipment |
-0.0042 |
0.0037 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-19 |
2025-11-20 |
ind_insurance |
0.1015 |
-0.0027 |
-0.0003 |
tilt_INDUSTRY |
| 2025-11-19 |
2025-11-20 |
ind_telecommunications_serices |
0.1189 |
-0.0021 |
-0.0002 |
tilt_INDUSTRY |
| 2025-11-19 |
2025-11-20 |
ind_construction_materials |
-0.0068 |
0.0090 |
-0.0001 |
tilt_INDUSTRY |
| 2025-11-19 |
2025-11-20 |
momentum |
0.1574 |
0.0000 |
0.0000 |
alpha_MOMENTUM |
| 2025-11-19 |
2025-11-20 |
ind_computers_phones_household_electronics |
0.0331 |
0.0034 |
0.0001 |
tilt_INDUSTRY |
| 2025-11-19 |
2025-11-20 |
ind_homebuilding_building_products |
-0.0321 |
-0.0010 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-19 |
2025-11-20 |
ind_software_it_services |
0.0063 |
-0.0023 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-19 |
2025-11-20 |
ind_paper_forestry |
-0.0093 |
0.0055 |
-0.0001 |
tilt_INDUSTRY |
| 2025-11-19 |
2025-11-20 |
impactCost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-11-19 |
2025-11-20 |
market |
-0.0221 |
0.0016 |
-0.0000 |
risk_exposure |
| 2025-11-19 |
2025-11-20 |
ind_pharmaceuticals |
-0.1183 |
0.0038 |
-0.0005 |
tilt_INDUSTRY |
| 2025-11-19 |
2025-11-20 |
ind_food_drug_retail |
0.0611 |
-0.0063 |
-0.0004 |
tilt_INDUSTRY |
| 2025-11-19 |
2025-11-20 |
ind_beverages |
-0.0762 |
-0.0010 |
0.0001 |
tilt_INDUSTRY |
| 2025-11-19 |
2025-11-20 |
ind_healthcare_providers_services |
0.0194 |
-0.0044 |
-0.0001 |
tilt_INDUSTRY |
| 2025-11-19 |
2025-11-20 |
country_HK |
0.0844 |
-0.0023 |
-0.0002 |
tilt_COUNTRY |
| 2025-11-19 |
2025-11-20 |
ind_natural_gas_utilities |
0.0279 |
0.0029 |
0.0001 |
tilt_INDUSTRY |
| 2025-11-19 |
2025-11-20 |
country_ID |
0.0000 |
-0.0026 |
0.0000 |
tilt_COUNTRY |
| 2025-11-19 |
2025-11-20 |
country_XH |
0.0667 |
-0.0003 |
-0.0000 |
tilt_COUNTRY |
| 2025-11-19 |
2025-11-20 |
ind_automobile |
0.0450 |
-0.0062 |
-0.0003 |
tilt_INDUSTRY |
| 2025-11-19 |
2025-11-20 |
ind_holding_companies |
0.0051 |
0.0013 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-19 |
2025-11-20 |
quality |
2.8038 |
-0.0002 |
-0.0006 |
alpha_QUALITY |
| 2025-11-19 |
2025-11-20 |
ind_leisure_products |
0.0106 |
-0.0016 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-19 |
2025-11-20 |
value_liq |
0.9656 |
-0.0012 |
-0.0011 |
alpha_VALUE |
| 2025-11-19 |
2025-11-20 |
ind_diversified_retail |
-0.0099 |
-0.0053 |
0.0001 |
tilt_INDUSTRY |
| 2025-11-19 |
2025-11-20 |
country_TW |
-0.0271 |
0.0188 |
-0.0005 |
tilt_COUNTRY |
| 2025-11-19 |
2025-11-20 |
ind_machinery |
0.1218 |
-0.0004 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-19 |
2025-11-20 |
linearCost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-11-19 |
2025-11-20 |
ind_renewable_energy |
0.0023 |
-0.0130 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-19 |
2025-11-20 |
size_LARGE |
0.0684 |
0.0034 |
0.0002 |
tilt_SIZE |
| 2025-11-19 |
2025-11-20 |
ind_construction_engineering |
-0.0231 |
0.0044 |
-0.0001 |
tilt_INDUSTRY |
| 2025-11-19 |
2025-11-20 |
ind_household_products_services |
0.0367 |
-0.0070 |
-0.0003 |
tilt_INDUSTRY |
| 2025-11-19 |
2025-11-20 |
ind_freight_logistics |
0.0033 |
-0.0015 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-19 |
2025-11-20 |
ind_chemicals |
0.0016 |
-0.0014 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-19 |
2025-11-20 |
sbeta_market |
0.0487 |
-0.0003 |
-0.0000 |
risk_exposure |
| 2025-11-19 |
2025-11-20 |
ind_uranium |
-0.0025 |
0.0186 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-19 |
2025-11-20 |
ind_coal |
-0.0405 |
-0.0129 |
0.0005 |
tilt_INDUSTRY |
| 2025-11-19 |
2025-11-20 |
neglect |
0.1159 |
0.0002 |
0.0000 |
alpha_VALUE |
| 2025-11-19 |
2025-11-20 |
ind_fintech |
0.0002 |
-0.0077 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-19 |
2025-11-20 |
ind_transportation_infrastructure |
0.0429 |
0.0024 |
0.0001 |
tilt_INDUSTRY |
| 2025-11-19 |
2025-11-20 |
country_KR |
-0.0063 |
0.0137 |
-0.0001 |
tilt_COUNTRY |
| 2025-11-19 |
2025-11-20 |
stability |
1.4112 |
-0.0002 |
-0.0003 |
alpha_QUALITY |
| 2025-11-19 |
2025-11-20 |
country_AU |
-0.0994 |
0.0093 |
-0.0009 |
tilt_COUNTRY |
| 2025-11-19 |
2025-11-20 |
country_IN |
0.0000 |
-0.0013 |
0.0000 |
tilt_COUNTRY |
| 2025-11-19 |
2025-11-20 |
ind_investment_services |
0.0479 |
0.0055 |
0.0003 |
tilt_INDUSTRY |
| 2025-11-19 |
2025-11-20 |
ind_hotels_entertainment |
0.0204 |
-0.0030 |
-0.0001 |
tilt_INDUSTRY |
| 2025-11-19 |
2025-11-20 |
ind_healthcare_equipment_supplies |
-0.0938 |
-0.0031 |
0.0003 |
tilt_INDUSTRY |
| 2025-11-19 |
2025-11-20 |
ind_biotechnology |
0.0007 |
0.0040 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-19 |
2025-11-20 |
ind_real_estate_operations |
-0.0160 |
0.0061 |
-0.0001 |
tilt_INDUSTRY |
| 2025-11-19 |
2025-11-20 |
ind_office_equipment |
-0.0110 |
0.0010 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-19 |
2025-11-20 |
ind_containers_packaging |
-0.0127 |
-0.0010 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-19 |
2025-11-20 |
ind_semiconductors |
-0.0088 |
0.0015 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-19 |
2025-11-20 |
ind_electronic_equipment |
-0.0210 |
0.0038 |
-0.0001 |
tilt_INDUSTRY |
| 2025-11-19 |
2025-11-20 |
country_TH |
0.1051 |
0.0042 |
0.0004 |
tilt_COUNTRY |
| 2025-11-19 |
2025-11-20 |
ind_water_utilities |
-0.0039 |
0.0068 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-19 |
2025-11-20 |
ind_electric_utilities_ipps |
-0.0947 |
0.0015 |
-0.0001 |
tilt_INDUSTRY |
| 2025-11-19 |
2025-11-20 |
size_SMALL |
0.0057 |
0.0004 |
0.0000 |
tilt_SIZE |
| 2025-11-19 |
2025-11-20 |
ind_oil_gas_equipment_services |
-0.0140 |
-0.0146 |
0.0002 |
tilt_INDUSTRY |
| 2025-11-19 |
2025-11-20 |
ind_industrial_distribution |
0.0071 |
-0.0001 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-19 |
2025-11-20 |
ind_food_tobacco |
0.0612 |
-0.0072 |
-0.0004 |
tilt_INDUSTRY |
| 2025-11-19 |
2025-11-20 |
ind_oil_gas |
0.0672 |
-0.0044 |
-0.0003 |
tilt_INDUSTRY |
| 2025-11-19 |
2025-11-20 |
ind_aerospace_defense |
-0.0089 |
-0.0041 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-19 |
2025-11-20 |
size_MID |
-0.0869 |
-0.0025 |
0.0002 |
tilt_SIZE |
| 2025-11-20 |
2025-11-21 |
ind_specialty_reatil |
-0.0289 |
0.0071 |
-0.0002 |
tilt_INDUSTRY |
| 2025-11-20 |
2025-11-21 |
ind_real_estate_operations |
-0.0203 |
0.0074 |
-0.0001 |
tilt_INDUSTRY |
| 2025-11-20 |
2025-11-21 |
size_SMALL |
0.0030 |
-0.0031 |
-0.0000 |
tilt_SIZE |
| 2025-11-20 |
2025-11-21 |
ind_renewable_energy |
0.0010 |
-0.0222 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-20 |
2025-11-21 |
ind_automobile |
0.0469 |
0.0098 |
0.0005 |
tilt_INDUSTRY |
| 2025-11-20 |
2025-11-21 |
revision |
2.4981 |
-0.0020 |
-0.0051 |
alpha_REVISION |
| 2025-11-20 |
2025-11-21 |
ind_integrated_hardware_software |
0.0005 |
0.0150 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-20 |
2025-11-21 |
ind_communications_equipment |
-0.0046 |
0.0003 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-20 |
2025-11-21 |
ind_leisure_products |
0.0104 |
0.0115 |
0.0001 |
tilt_INDUSTRY |
| 2025-11-20 |
2025-11-21 |
ind_media_publishing |
0.0039 |
0.0217 |
0.0001 |
tilt_INDUSTRY |
| 2025-11-20 |
2025-11-21 |
ind_investment_services |
0.0451 |
-0.0003 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-20 |
2025-11-21 |
ind_computers_phones_household_electronics |
0.0323 |
-0.0002 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-20 |
2025-11-21 |
ind_semiconductors |
-0.0101 |
-0.0170 |
0.0002 |
tilt_INDUSTRY |
| 2025-11-20 |
2025-11-21 |
country_PH |
0.0181 |
0.0191 |
0.0003 |
tilt_COUNTRY |
| 2025-11-20 |
2025-11-21 |
ind_banking_services |
-0.1320 |
0.0036 |
-0.0005 |
tilt_INDUSTRY |
| 2025-11-20 |
2025-11-21 |
country_NZ |
-0.0169 |
0.0036 |
-0.0001 |
tilt_COUNTRY |
| 2025-11-20 |
2025-11-21 |
ind_electronic_equipment |
-0.0272 |
-0.0056 |
0.0002 |
tilt_INDUSTRY |
| 2025-11-20 |
2025-11-21 |
ind_fintech |
0.0002 |
0.0152 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-20 |
2025-11-21 |
market |
-0.0265 |
-0.0028 |
0.0001 |
risk_exposure |
| 2025-11-20 |
2025-11-21 |
impactCost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-11-20 |
2025-11-21 |
ind_aerospace_defense |
-0.0095 |
0.0051 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-20 |
2025-11-21 |
ind_software_it_services |
0.0109 |
0.0118 |
0.0001 |
tilt_INDUSTRY |
| 2025-11-20 |
2025-11-21 |
ind_holding_companies |
0.0048 |
0.0138 |
0.0001 |
tilt_INDUSTRY |
| 2025-11-20 |
2025-11-21 |
ind_machinery |
0.1382 |
-0.0031 |
-0.0004 |
tilt_INDUSTRY |
| 2025-11-20 |
2025-11-21 |
ind_construction_materials |
-0.0074 |
0.0016 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-20 |
2025-11-21 |
country_ID |
0.0000 |
0.0102 |
0.0000 |
tilt_COUNTRY |
| 2025-11-20 |
2025-11-21 |
ind_construction_engineering |
-0.0175 |
0.0020 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-20 |
2025-11-21 |
ind_pharmaceuticals |
-0.1205 |
-0.0004 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-20 |
2025-11-21 |
neglect |
0.1105 |
0.0004 |
0.0000 |
alpha_VALUE |
| 2025-11-20 |
2025-11-21 |
size_LARGE |
0.0675 |
0.0011 |
0.0001 |
tilt_SIZE |
| 2025-11-20 |
2025-11-21 |
ind_healthcare_providers_services |
0.0234 |
0.0041 |
0.0001 |
tilt_INDUSTRY |
| 2025-11-20 |
2025-11-21 |
country_MY |
0.0357 |
0.0075 |
0.0003 |
tilt_COUNTRY |
| 2025-11-20 |
2025-11-21 |
ind_passenger_transportation |
-0.0114 |
0.0037 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-20 |
2025-11-21 |
ind_containers_packaging |
-0.0120 |
0.0028 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-20 |
2025-11-21 |
country_XH |
0.0741 |
-0.0051 |
-0.0004 |
tilt_COUNTRY |
| 2025-11-20 |
2025-11-21 |
country_HK |
0.0811 |
-0.0024 |
-0.0002 |
tilt_COUNTRY |
| 2025-11-20 |
2025-11-21 |
ind_transportation_infrastructure |
0.0431 |
-0.0007 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-20 |
2025-11-21 |
stability |
1.3812 |
0.0021 |
0.0029 |
alpha_QUALITY |
| 2025-11-20 |
2025-11-21 |
ind_food_tobacco |
0.0549 |
0.0044 |
0.0002 |
tilt_INDUSTRY |
| 2025-11-20 |
2025-11-21 |
ind_industrial_distribution |
0.0043 |
-0.0043 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-20 |
2025-11-21 |
ind_oil_gas_equipment_services |
-0.0131 |
-0.0016 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-20 |
2025-11-21 |
ind_electric_utilities_ipps |
-0.0946 |
-0.0030 |
0.0003 |
tilt_INDUSTRY |
| 2025-11-20 |
2025-11-21 |
size_MID |
-0.0864 |
0.0022 |
-0.0002 |
tilt_SIZE |
| 2025-11-20 |
2025-11-21 |
ind_biotechnology |
0.0012 |
0.0027 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-20 |
2025-11-21 |
ind_hotels_entertainment |
0.0164 |
0.0071 |
0.0001 |
tilt_INDUSTRY |
| 2025-11-20 |
2025-11-21 |
ind_healthcare_equipment_supplies |
-0.0944 |
0.0075 |
-0.0007 |
tilt_INDUSTRY |
| 2025-11-20 |
2025-11-21 |
country_IN |
0.0000 |
-0.0023 |
0.0000 |
tilt_COUNTRY |
| 2025-11-20 |
2025-11-21 |
country_AU |
-0.0980 |
-0.0058 |
0.0006 |
tilt_COUNTRY |
| 2025-11-20 |
2025-11-21 |
ind_natural_gas_utilities |
0.0283 |
0.0014 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-20 |
2025-11-21 |
linkage |
0.7849 |
0.0001 |
0.0000 |
alpha_MOMENTUM |
| 2025-11-20 |
2025-11-21 |
ind_food_drug_retail |
0.0600 |
0.0017 |
0.0001 |
tilt_INDUSTRY |
| 2025-11-20 |
2025-11-21 |
linearCost |
NaN |
NaN |
-0.0004 |
cost |
| 2025-11-20 |
2025-11-21 |
ind_household_goods |
-0.0520 |
0.0178 |
-0.0009 |
tilt_INDUSTRY |
| 2025-11-20 |
2025-11-21 |
ind_water_utilities |
-0.0038 |
-0.0032 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-20 |
2025-11-21 |
ind_office_equipment |
-0.0100 |
0.0044 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-20 |
2025-11-21 |
ind_oil_gas |
0.0645 |
-0.0039 |
-0.0003 |
tilt_INDUSTRY |
| 2025-11-20 |
2025-11-21 |
country_TH |
0.1033 |
-0.0061 |
-0.0006 |
tilt_COUNTRY |
| 2025-11-20 |
2025-11-21 |
country_KR |
-0.0062 |
-0.0104 |
0.0001 |
tilt_COUNTRY |
| 2025-11-20 |
2025-11-21 |
ind_diversified_retail |
-0.0095 |
0.0037 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-20 |
2025-11-21 |
country_TW |
-0.0323 |
-0.0042 |
0.0001 |
tilt_COUNTRY |
| 2025-11-20 |
2025-11-21 |
ind_chemicals |
-0.0004 |
-0.0131 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-20 |
2025-11-21 |
ind_coal |
-0.0359 |
-0.0036 |
0.0001 |
tilt_INDUSTRY |
| 2025-11-20 |
2025-11-21 |
ind_uranium |
-0.0023 |
-0.0499 |
0.0001 |
tilt_INDUSTRY |
| 2025-11-20 |
2025-11-21 |
sbeta_market |
0.0411 |
-0.0171 |
-0.0007 |
risk_exposure |
| 2025-11-20 |
2025-11-21 |
ind_household_products_services |
0.0371 |
0.0109 |
0.0004 |
tilt_INDUSTRY |
| 2025-11-20 |
2025-11-21 |
ind_freight_logistics |
0.0067 |
0.0035 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-20 |
2025-11-21 |
quality |
2.7870 |
-0.0002 |
-0.0004 |
alpha_QUALITY |
| 2025-11-20 |
2025-11-21 |
value_liq |
0.9666 |
0.0011 |
0.0010 |
alpha_VALUE |
| 2025-11-20 |
2025-11-21 |
size_MICRO |
-0.0106 |
-0.0048 |
0.0001 |
tilt_SIZE |
| 2025-11-20 |
2025-11-21 |
momentum |
0.1264 |
0.0014 |
0.0002 |
alpha_MOMENTUM |
| 2025-11-20 |
2025-11-21 |
ind_textiles_apparel |
0.0225 |
0.0079 |
0.0002 |
tilt_INDUSTRY |
| 2025-11-20 |
2025-11-21 |
ind_metals_mining |
-0.0059 |
-0.0165 |
0.0001 |
tilt_INDUSTRY |
| 2025-11-20 |
2025-11-21 |
sdiscrepancy |
NaN |
NaN |
-0.0000 |
unexplained |
| 2025-11-20 |
2025-11-21 |
fmom |
0.2331 |
0.0004 |
0.0001 |
alpha_QUALITY |
| 2025-11-20 |
2025-11-21 |
ind_consumer_goods_conglomerates |
-0.0102 |
-0.0166 |
0.0002 |
tilt_INDUSTRY |
| 2025-11-20 |
2025-11-21 |
country_CN |
-0.0783 |
-0.0040 |
0.0003 |
tilt_COUNTRY |
| 2025-11-20 |
2025-11-21 |
bcost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-11-20 |
2025-11-21 |
value_gc |
1.3436 |
0.0003 |
0.0004 |
alpha_VALUE |
| 2025-11-20 |
2025-11-21 |
pdiscrepancy |
NaN |
NaN |
0.0000 |
unexplained |
| 2025-11-20 |
2025-11-21 |
ind_insurance |
0.1068 |
0.0023 |
0.0002 |
tilt_INDUSTRY |
| 2025-11-20 |
2025-11-21 |
ind_commercial_services_supplies |
-0.0550 |
0.0017 |
-0.0001 |
tilt_INDUSTRY |
| 2025-11-20 |
2025-11-21 |
ind_homebuilding_building_products |
-0.0324 |
0.0033 |
-0.0001 |
tilt_INDUSTRY |
| 2025-11-20 |
2025-11-21 |
ind_beverages |
-0.0738 |
0.0108 |
-0.0008 |
tilt_INDUSTRY |
| 2025-11-20 |
2025-11-21 |
ind_paper_forestry |
-0.0093 |
-0.0010 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-20 |
2025-11-21 |
country_SG |
-0.0349 |
-0.0025 |
0.0001 |
tilt_COUNTRY |
| 2025-11-20 |
2025-11-21 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-11-20 |
2025-11-21 |
ind_telecommunications_serices |
0.1196 |
0.0018 |
0.0002 |
tilt_INDUSTRY |
| 2025-11-20 |
2025-11-21 |
specret |
NaN |
NaN |
0.0022 |
unexplained |
| 2025-11-20 |
2025-11-21 |
country_JP |
-0.0722 |
0.0231 |
-0.0017 |
tilt_COUNTRY |
| 2025-11-20 |
2025-11-21 |
ind_multiline_utilities |
-0.0071 |
-0.0065 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-20 |
2025-11-21 |
reversal |
1.1690 |
-0.0003 |
-0.0004 |
alpha_REVERSAL |
| 2025-11-21 |
2025-11-24 |
reversal |
1.2634 |
0.0001 |
0.0001 |
alpha_REVERSAL |
| 2025-11-21 |
2025-11-24 |
ind_coal |
-0.0319 |
-0.0085 |
0.0003 |
tilt_INDUSTRY |
| 2025-11-21 |
2025-11-24 |
size_LARGE |
0.0638 |
-0.0029 |
-0.0002 |
tilt_SIZE |
| 2025-11-21 |
2025-11-24 |
ind_media_publishing |
0.0030 |
0.0118 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-21 |
2025-11-24 |
ind_communications_equipment |
-0.0055 |
0.0096 |
-0.0001 |
tilt_INDUSTRY |
| 2025-11-21 |
2025-11-24 |
ind_chemicals |
0.0036 |
-0.0081 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-21 |
2025-11-24 |
ind_food_tobacco |
0.0429 |
-0.0027 |
-0.0001 |
tilt_INDUSTRY |
| 2025-11-21 |
2025-11-24 |
country_CN |
-0.0890 |
-0.0009 |
0.0001 |
tilt_COUNTRY |
| 2025-11-21 |
2025-11-24 |
country_KR |
-0.0023 |
-0.0117 |
0.0000 |
tilt_COUNTRY |
| 2025-11-21 |
2025-11-24 |
ind_healthcare_equipment_supplies |
-0.0951 |
0.0002 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-21 |
2025-11-24 |
ind_oil_gas |
0.0626 |
-0.0102 |
-0.0006 |
tilt_INDUSTRY |
| 2025-11-21 |
2025-11-24 |
ind_multiline_utilities |
-0.0058 |
-0.0044 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-21 |
2025-11-24 |
ind_office_equipment |
-0.0100 |
-0.0002 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-21 |
2025-11-24 |
size_MICRO |
-0.0106 |
0.0001 |
-0.0000 |
tilt_SIZE |
| 2025-11-21 |
2025-11-24 |
size_SMALL |
0.0112 |
0.0030 |
0.0000 |
tilt_SIZE |
| 2025-11-21 |
2025-11-24 |
ind_metals_mining |
-0.0026 |
-0.0024 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-21 |
2025-11-24 |
ind_commercial_services_supplies |
-0.0534 |
0.0023 |
-0.0001 |
tilt_INDUSTRY |
| 2025-11-21 |
2025-11-24 |
quality |
2.7356 |
-0.0010 |
-0.0028 |
alpha_QUALITY |
| 2025-11-21 |
2025-11-24 |
ind_banking_services |
-0.1352 |
0.0004 |
-0.0001 |
tilt_INDUSTRY |
| 2025-11-21 |
2025-11-24 |
value_gc |
1.3669 |
-0.0002 |
-0.0003 |
alpha_VALUE |
| 2025-11-21 |
2025-11-24 |
ind_healthcare_providers_services |
0.0239 |
-0.0027 |
-0.0001 |
tilt_INDUSTRY |
| 2025-11-21 |
2025-11-24 |
ind_fintech |
0.0002 |
0.0033 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-21 |
2025-11-24 |
country_HK |
0.0825 |
0.0085 |
0.0007 |
tilt_COUNTRY |
| 2025-11-21 |
2025-11-24 |
ind_computers_phones_household_electronics |
0.0329 |
-0.0029 |
-0.0001 |
tilt_INDUSTRY |
| 2025-11-21 |
2025-11-24 |
ind_pharmaceuticals |
-0.1191 |
0.0029 |
-0.0003 |
tilt_INDUSTRY |
| 2025-11-21 |
2025-11-24 |
ind_paper_forestry |
-0.0095 |
-0.0093 |
0.0001 |
tilt_INDUSTRY |
| 2025-11-21 |
2025-11-24 |
ind_beverages |
-0.0730 |
-0.0060 |
0.0004 |
tilt_INDUSTRY |
| 2025-11-21 |
2025-11-24 |
ind_machinery |
0.1486 |
-0.0010 |
-0.0002 |
tilt_INDUSTRY |
| 2025-11-21 |
2025-11-24 |
ind_passenger_transportation |
-0.0133 |
-0.0056 |
0.0001 |
tilt_INDUSTRY |
| 2025-11-21 |
2025-11-24 |
ind_natural_gas_utilities |
0.0283 |
0.0015 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-21 |
2025-11-24 |
country_MY |
0.0359 |
0.0008 |
0.0000 |
tilt_COUNTRY |
| 2025-11-21 |
2025-11-24 |
ind_food_drug_retail |
0.0623 |
-0.0002 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-21 |
2025-11-24 |
ind_biotechnology |
0.0016 |
0.0069 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-21 |
2025-11-24 |
value_liq |
0.9833 |
-0.0013 |
-0.0012 |
alpha_VALUE |
| 2025-11-21 |
2025-11-24 |
pdiscrepancy |
NaN |
NaN |
0.0000 |
unexplained |
| 2025-11-21 |
2025-11-24 |
country_ID |
0.0000 |
0.0142 |
0.0000 |
tilt_COUNTRY |
| 2025-11-21 |
2025-11-24 |
neglect |
0.0614 |
0.0015 |
0.0001 |
alpha_VALUE |
| 2025-11-21 |
2025-11-24 |
ind_freight_logistics |
0.0099 |
-0.0034 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-21 |
2025-11-24 |
country_NZ |
-0.0168 |
0.0085 |
-0.0001 |
tilt_COUNTRY |
| 2025-11-21 |
2025-11-24 |
size_MID |
-0.0911 |
-0.0007 |
0.0001 |
tilt_SIZE |
| 2025-11-21 |
2025-11-24 |
ind_construction_engineering |
-0.0110 |
0.0030 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-21 |
2025-11-24 |
ind_oil_gas_equipment_services |
-0.0122 |
-0.0033 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-21 |
2025-11-24 |
linearCost |
NaN |
NaN |
-0.0005 |
cost |
| 2025-11-21 |
2025-11-24 |
country_AU |
-0.0988 |
0.0140 |
-0.0014 |
tilt_COUNTRY |
| 2025-11-21 |
2025-11-24 |
ind_specialty_reatil |
-0.0299 |
0.0009 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-21 |
2025-11-24 |
country_JP |
-0.0736 |
-0.0035 |
0.0003 |
tilt_COUNTRY |
| 2025-11-21 |
2025-11-24 |
ind_containers_packaging |
-0.0100 |
-0.0000 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-21 |
2025-11-24 |
ind_electronic_equipment |
-0.0366 |
-0.0024 |
0.0001 |
tilt_INDUSTRY |
| 2025-11-21 |
2025-11-24 |
country_XH |
0.0867 |
0.0049 |
0.0004 |
tilt_COUNTRY |
| 2025-11-21 |
2025-11-24 |
specret |
NaN |
NaN |
0.0027 |
unexplained |
| 2025-11-21 |
2025-11-24 |
ind_transportation_infrastructure |
0.0439 |
-0.0016 |
-0.0001 |
tilt_INDUSTRY |
| 2025-11-21 |
2025-11-24 |
ind_investment_services |
0.0409 |
-0.0056 |
-0.0002 |
tilt_INDUSTRY |
| 2025-11-21 |
2025-11-24 |
ind_semiconductors |
-0.0114 |
-0.0018 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-21 |
2025-11-24 |
country_SG |
-0.0330 |
0.0006 |
-0.0000 |
tilt_COUNTRY |
| 2025-11-21 |
2025-11-24 |
stability |
1.3013 |
0.0006 |
0.0008 |
alpha_QUALITY |
| 2025-11-21 |
2025-11-24 |
ind_integrated_hardware_software |
0.0002 |
0.0141 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-21 |
2025-11-24 |
ind_industrial_distribution |
0.0041 |
0.0007 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-21 |
2025-11-24 |
country_PH |
0.0181 |
0.0024 |
0.0000 |
tilt_COUNTRY |
| 2025-11-21 |
2025-11-24 |
ind_electric_utilities_ipps |
-0.1036 |
-0.0029 |
0.0003 |
tilt_INDUSTRY |
| 2025-11-21 |
2025-11-24 |
ind_textiles_apparel |
0.0264 |
-0.0027 |
-0.0001 |
tilt_INDUSTRY |
| 2025-11-21 |
2025-11-24 |
linkage |
0.7810 |
-0.0001 |
-0.0001 |
alpha_MOMENTUM |
| 2025-11-21 |
2025-11-24 |
ind_hotels_entertainment |
0.0156 |
0.0027 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-21 |
2025-11-24 |
impactCost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-11-21 |
2025-11-24 |
country_IN |
0.0001 |
-0.0066 |
-0.0000 |
tilt_COUNTRY |
| 2025-11-21 |
2025-11-24 |
market |
-0.0268 |
-0.0036 |
0.0001 |
risk_exposure |
| 2025-11-21 |
2025-11-24 |
ind_construction_materials |
-0.0081 |
0.0018 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-21 |
2025-11-24 |
revision |
2.6539 |
-0.0006 |
-0.0016 |
alpha_REVISION |
| 2025-11-21 |
2025-11-24 |
fcost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-11-21 |
2025-11-24 |
ind_software_it_services |
0.0127 |
0.0129 |
0.0002 |
tilt_INDUSTRY |
| 2025-11-21 |
2025-11-24 |
sdiscrepancy |
NaN |
NaN |
-0.0001 |
unexplained |
| 2025-11-21 |
2025-11-24 |
country_TH |
0.1114 |
0.0025 |
0.0003 |
tilt_COUNTRY |
| 2025-11-21 |
2025-11-24 |
ind_automobile |
0.0501 |
0.0005 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-21 |
2025-11-24 |
ind_renewable_energy |
0.0012 |
-0.0072 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-21 |
2025-11-24 |
ind_household_products_services |
0.0378 |
0.0016 |
0.0001 |
tilt_INDUSTRY |
| 2025-11-21 |
2025-11-24 |
ind_homebuilding_building_products |
-0.0326 |
-0.0021 |
0.0001 |
tilt_INDUSTRY |
| 2025-11-21 |
2025-11-24 |
bcost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-11-21 |
2025-11-24 |
momentum |
0.1007 |
0.0012 |
0.0001 |
alpha_MOMENTUM |
| 2025-11-21 |
2025-11-24 |
ind_diversified_retail |
-0.0106 |
-0.0006 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-21 |
2025-11-24 |
ind_consumer_goods_conglomerates |
-0.0103 |
-0.0010 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-21 |
2025-11-24 |
country_TW |
-0.0478 |
0.0066 |
-0.0003 |
tilt_COUNTRY |
| 2025-11-21 |
2025-11-24 |
ind_real_estate_operations |
-0.0289 |
-0.0023 |
0.0001 |
tilt_INDUSTRY |
| 2025-11-21 |
2025-11-24 |
ind_water_utilities |
-0.0036 |
-0.0107 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-21 |
2025-11-24 |
ind_uranium |
-0.0023 |
-0.0300 |
0.0001 |
tilt_INDUSTRY |
| 2025-11-21 |
2025-11-24 |
ind_aerospace_defense |
-0.0094 |
0.0241 |
-0.0002 |
tilt_INDUSTRY |
| 2025-11-21 |
2025-11-24 |
ind_insurance |
0.1116 |
-0.0036 |
-0.0004 |
tilt_INDUSTRY |
| 2025-11-21 |
2025-11-24 |
sbeta_market |
0.0373 |
0.0100 |
0.0004 |
risk_exposure |
| 2025-11-21 |
2025-11-24 |
ind_leisure_products |
0.0100 |
0.0017 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-21 |
2025-11-24 |
ind_household_goods |
-0.0523 |
-0.0036 |
0.0002 |
tilt_INDUSTRY |
| 2025-11-21 |
2025-11-24 |
ind_holding_companies |
0.0046 |
-0.0057 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-21 |
2025-11-24 |
fmom |
0.2237 |
0.0003 |
0.0001 |
alpha_QUALITY |
| 2025-11-21 |
2025-11-24 |
ind_telecommunications_serices |
0.1202 |
0.0080 |
0.0010 |
tilt_INDUSTRY |
| 2025-11-24 |
2025-11-25 |
ind_textiles_apparel |
0.0284 |
-0.0056 |
-0.0002 |
tilt_INDUSTRY |
| 2025-11-24 |
2025-11-25 |
country_AU |
-0.1007 |
0.0011 |
-0.0001 |
tilt_COUNTRY |
| 2025-11-24 |
2025-11-25 |
country_MY |
0.0360 |
-0.0040 |
-0.0001 |
tilt_COUNTRY |
| 2025-11-24 |
2025-11-25 |
linkage |
0.8082 |
0.0004 |
0.0003 |
alpha_MOMENTUM |
| 2025-11-24 |
2025-11-25 |
ind_telecommunications_serices |
0.1192 |
-0.0036 |
-0.0004 |
tilt_INDUSTRY |
| 2025-11-24 |
2025-11-25 |
ind_commercial_services_supplies |
-0.0532 |
-0.0015 |
0.0001 |
tilt_INDUSTRY |
| 2025-11-24 |
2025-11-25 |
ind_multiline_utilities |
-0.0054 |
-0.0007 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-24 |
2025-11-25 |
ind_homebuilding_building_products |
-0.0325 |
0.0003 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-24 |
2025-11-25 |
specret |
NaN |
NaN |
-0.0091 |
unexplained |
| 2025-11-24 |
2025-11-25 |
ind_paper_forestry |
-0.0094 |
0.0044 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-24 |
2025-11-25 |
country_JP |
-0.0892 |
-0.0024 |
0.0002 |
tilt_COUNTRY |
| 2025-11-24 |
2025-11-25 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-11-24 |
2025-11-25 |
country_SG |
-0.0323 |
-0.0024 |
0.0001 |
tilt_COUNTRY |
| 2025-11-24 |
2025-11-25 |
ind_food_tobacco |
0.0398 |
-0.0044 |
-0.0002 |
tilt_INDUSTRY |
| 2025-11-24 |
2025-11-25 |
reversal |
1.3889 |
0.0024 |
0.0033 |
alpha_REVERSAL |
| 2025-11-24 |
2025-11-25 |
ind_industrial_distribution |
0.0037 |
0.0012 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-24 |
2025-11-25 |
ind_healthcare_equipment_supplies |
-0.0950 |
-0.0029 |
0.0003 |
tilt_INDUSTRY |
| 2025-11-24 |
2025-11-25 |
ind_household_goods |
-0.0518 |
-0.0020 |
0.0001 |
tilt_INDUSTRY |
| 2025-11-24 |
2025-11-25 |
ind_water_utilities |
-0.0034 |
0.0015 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-24 |
2025-11-25 |
ind_office_equipment |
-0.0099 |
0.0062 |
-0.0001 |
tilt_INDUSTRY |
| 2025-11-24 |
2025-11-25 |
country_TH |
0.1216 |
0.0064 |
0.0008 |
tilt_COUNTRY |
| 2025-11-24 |
2025-11-25 |
ind_oil_gas |
0.0599 |
-0.0009 |
-0.0001 |
tilt_INDUSTRY |
| 2025-11-24 |
2025-11-25 |
ind_diversified_retail |
-0.0123 |
-0.0054 |
0.0001 |
tilt_INDUSTRY |
| 2025-11-24 |
2025-11-25 |
country_KR |
0.0013 |
-0.0049 |
-0.0000 |
tilt_COUNTRY |
| 2025-11-24 |
2025-11-25 |
quality |
2.6942 |
0.0000 |
0.0001 |
alpha_QUALITY |
| 2025-11-24 |
2025-11-25 |
ind_chemicals |
-0.0052 |
-0.0007 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-24 |
2025-11-25 |
country_TW |
-0.0595 |
0.0003 |
-0.0000 |
tilt_COUNTRY |
| 2025-11-24 |
2025-11-25 |
ind_uranium |
-0.0024 |
0.0251 |
-0.0001 |
tilt_INDUSTRY |
| 2025-11-24 |
2025-11-25 |
ind_coal |
-0.0309 |
0.0011 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-24 |
2025-11-25 |
sbeta_market |
0.0418 |
0.0074 |
0.0003 |
risk_exposure |
| 2025-11-24 |
2025-11-25 |
ind_household_products_services |
0.0371 |
-0.0096 |
-0.0004 |
tilt_INDUSTRY |
| 2025-11-24 |
2025-11-25 |
ind_freight_logistics |
0.0109 |
-0.0015 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-24 |
2025-11-25 |
value_liq |
1.0259 |
0.0003 |
0.0003 |
alpha_VALUE |
| 2025-11-24 |
2025-11-25 |
linearCost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-11-24 |
2025-11-25 |
ind_hotels_entertainment |
0.0141 |
-0.0036 |
-0.0001 |
tilt_INDUSTRY |
| 2025-11-24 |
2025-11-25 |
country_IN |
0.0021 |
0.0000 |
0.0000 |
tilt_COUNTRY |
| 2025-11-24 |
2025-11-25 |
ind_biotechnology |
-0.0002 |
-0.0060 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-24 |
2025-11-25 |
size_MID |
-0.0948 |
-0.0009 |
0.0001 |
tilt_SIZE |
| 2025-11-24 |
2025-11-25 |
ind_electric_utilities_ipps |
-0.1061 |
0.0013 |
-0.0001 |
tilt_INDUSTRY |
| 2025-11-24 |
2025-11-25 |
ind_oil_gas_equipment_services |
-0.0122 |
-0.0010 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-24 |
2025-11-25 |
size_MICRO |
-0.0108 |
0.0029 |
-0.0000 |
tilt_SIZE |
| 2025-11-24 |
2025-11-25 |
pdiscrepancy |
NaN |
NaN |
-0.0000 |
unexplained |
| 2025-11-24 |
2025-11-25 |
country_HK |
0.0815 |
-0.0004 |
-0.0000 |
tilt_COUNTRY |
| 2025-11-24 |
2025-11-25 |
ind_transportation_infrastructure |
0.0449 |
-0.0014 |
-0.0001 |
tilt_INDUSTRY |
| 2025-11-24 |
2025-11-25 |
country_XH |
0.0991 |
-0.0008 |
-0.0001 |
tilt_COUNTRY |
| 2025-11-24 |
2025-11-25 |
ind_containers_packaging |
-0.0087 |
0.0043 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-24 |
2025-11-25 |
ind_natural_gas_utilities |
0.0284 |
0.0027 |
0.0001 |
tilt_INDUSTRY |
| 2025-11-24 |
2025-11-25 |
ind_food_drug_retail |
0.0624 |
-0.0013 |
-0.0001 |
tilt_INDUSTRY |
| 2025-11-24 |
2025-11-25 |
stability |
1.2761 |
-0.0004 |
-0.0006 |
alpha_QUALITY |
| 2025-11-24 |
2025-11-25 |
ind_insurance |
0.1153 |
0.0005 |
0.0001 |
tilt_INDUSTRY |
| 2025-11-24 |
2025-11-25 |
momentum |
0.0548 |
0.0002 |
0.0000 |
alpha_MOMENTUM |
| 2025-11-24 |
2025-11-25 |
ind_beverages |
-0.0742 |
-0.0045 |
0.0003 |
tilt_INDUSTRY |
| 2025-11-24 |
2025-11-25 |
ind_integrated_hardware_software |
0.0000 |
-0.0024 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-24 |
2025-11-25 |
ind_aerospace_defense |
-0.0073 |
-0.0123 |
0.0001 |
tilt_INDUSTRY |
| 2025-11-24 |
2025-11-25 |
ind_communications_equipment |
-0.0059 |
0.0065 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-24 |
2025-11-25 |
ind_construction_engineering |
-0.0075 |
-0.0015 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-24 |
2025-11-25 |
country_ID |
0.0000 |
-0.0050 |
0.0000 |
tilt_COUNTRY |
| 2025-11-24 |
2025-11-25 |
ind_software_it_services |
0.0135 |
-0.0030 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-24 |
2025-11-25 |
ind_construction_materials |
-0.0090 |
-0.0019 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-24 |
2025-11-25 |
ind_leisure_products |
0.0100 |
-0.0079 |
-0.0001 |
tilt_INDUSTRY |
| 2025-11-24 |
2025-11-25 |
market |
-0.0266 |
-0.0022 |
0.0001 |
risk_exposure |
| 2025-11-24 |
2025-11-25 |
ind_machinery |
0.1462 |
-0.0027 |
-0.0004 |
tilt_INDUSTRY |
| 2025-11-24 |
2025-11-25 |
country_NZ |
-0.0170 |
0.0049 |
-0.0001 |
tilt_COUNTRY |
| 2025-11-24 |
2025-11-25 |
ind_holding_companies |
0.0046 |
0.0033 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-24 |
2025-11-25 |
ind_pharmaceuticals |
-0.1075 |
0.0018 |
-0.0002 |
tilt_INDUSTRY |
| 2025-11-24 |
2025-11-25 |
ind_electronic_equipment |
-0.0409 |
0.0055 |
-0.0002 |
tilt_INDUSTRY |
| 2025-11-24 |
2025-11-25 |
ind_fintech |
0.0002 |
-0.0080 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-24 |
2025-11-25 |
ind_banking_services |
-0.1287 |
0.0037 |
-0.0005 |
tilt_INDUSTRY |
| 2025-11-24 |
2025-11-25 |
country_PH |
0.0178 |
-0.0104 |
-0.0002 |
tilt_COUNTRY |
| 2025-11-24 |
2025-11-25 |
impactCost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-11-24 |
2025-11-25 |
ind_computers_phones_household_electronics |
0.0343 |
0.0030 |
0.0001 |
tilt_INDUSTRY |
| 2025-11-24 |
2025-11-25 |
neglect |
0.0991 |
-0.0002 |
-0.0000 |
alpha_VALUE |
| 2025-11-24 |
2025-11-25 |
ind_semiconductors |
-0.0066 |
0.0085 |
-0.0001 |
tilt_INDUSTRY |
| 2025-11-24 |
2025-11-25 |
ind_investment_services |
0.0387 |
-0.0076 |
-0.0003 |
tilt_INDUSTRY |
| 2025-11-24 |
2025-11-25 |
ind_healthcare_providers_services |
0.0233 |
-0.0005 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-24 |
2025-11-25 |
revision |
2.7371 |
0.0013 |
0.0034 |
alpha_REVISION |
| 2025-11-24 |
2025-11-25 |
ind_passenger_transportation |
-0.0176 |
-0.0007 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-24 |
2025-11-25 |
ind_media_publishing |
0.0025 |
-0.0018 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-24 |
2025-11-25 |
sdiscrepancy |
NaN |
NaN |
-0.0007 |
unexplained |
| 2025-11-24 |
2025-11-25 |
value_gc |
1.3652 |
0.0001 |
0.0001 |
alpha_VALUE |
| 2025-11-24 |
2025-11-25 |
ind_renewable_energy |
0.0014 |
-0.0021 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-24 |
2025-11-25 |
ind_specialty_reatil |
-0.0319 |
0.0021 |
-0.0001 |
tilt_INDUSTRY |
| 2025-11-24 |
2025-11-25 |
size_LARGE |
0.0636 |
0.0001 |
0.0000 |
tilt_SIZE |
| 2025-11-24 |
2025-11-25 |
ind_automobile |
0.0515 |
-0.0014 |
-0.0001 |
tilt_INDUSTRY |
| 2025-11-24 |
2025-11-25 |
size_SMALL |
0.0154 |
0.0008 |
0.0000 |
tilt_SIZE |
| 2025-11-24 |
2025-11-25 |
bcost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-11-24 |
2025-11-25 |
fmom |
0.2102 |
0.0003 |
0.0001 |
alpha_QUALITY |
| 2025-11-24 |
2025-11-25 |
country_CN |
-0.0874 |
0.0014 |
-0.0001 |
tilt_COUNTRY |
| 2025-11-24 |
2025-11-25 |
ind_consumer_goods_conglomerates |
-0.0102 |
-0.0066 |
0.0001 |
tilt_INDUSTRY |
| 2025-11-24 |
2025-11-25 |
ind_real_estate_operations |
-0.0344 |
-0.0005 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-24 |
2025-11-25 |
ind_metals_mining |
0.0030 |
0.0094 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-25 |
2025-11-26 |
quality |
2.6480 |
-0.0002 |
-0.0006 |
alpha_QUALITY |
| 2025-11-25 |
2025-11-26 |
ind_household_products_services |
0.0369 |
-0.0066 |
-0.0002 |
tilt_INDUSTRY |
| 2025-11-25 |
2025-11-26 |
ind_water_utilities |
-0.0035 |
0.0052 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-25 |
2025-11-26 |
ind_food_drug_retail |
0.0592 |
-0.0004 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-25 |
2025-11-26 |
sbeta_market |
0.0210 |
0.0058 |
0.0001 |
risk_exposure |
| 2025-11-25 |
2025-11-26 |
ind_office_equipment |
-0.0095 |
-0.0053 |
0.0001 |
tilt_INDUSTRY |
| 2025-11-25 |
2025-11-26 |
linearCost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-11-25 |
2025-11-26 |
ind_electronic_equipment |
-0.0355 |
0.0044 |
-0.0002 |
tilt_INDUSTRY |
| 2025-11-25 |
2025-11-26 |
ind_real_estate_operations |
-0.0344 |
-0.0038 |
0.0001 |
tilt_INDUSTRY |
| 2025-11-25 |
2025-11-26 |
ind_containers_packaging |
-0.0081 |
0.0043 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-25 |
2025-11-26 |
ind_computers_phones_household_electronics |
0.0395 |
0.0013 |
0.0001 |
tilt_INDUSTRY |
| 2025-11-25 |
2025-11-26 |
size_SMALL |
-0.0013 |
-0.0024 |
0.0000 |
tilt_SIZE |
| 2025-11-25 |
2025-11-26 |
momentum |
0.0536 |
0.0005 |
0.0000 |
alpha_MOMENTUM |
| 2025-11-25 |
2025-11-26 |
ind_fintech |
0.0002 |
-0.0054 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-25 |
2025-11-26 |
country_TH |
0.1237 |
-0.0073 |
-0.0009 |
tilt_COUNTRY |
| 2025-11-25 |
2025-11-26 |
ind_machinery |
0.1344 |
-0.0008 |
-0.0001 |
tilt_INDUSTRY |
| 2025-11-25 |
2025-11-26 |
ind_freight_logistics |
0.0138 |
-0.0022 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-25 |
2025-11-26 |
country_KR |
0.0013 |
0.0216 |
0.0000 |
tilt_COUNTRY |
| 2025-11-25 |
2025-11-26 |
size_LARGE |
0.0680 |
0.0028 |
0.0002 |
tilt_SIZE |
| 2025-11-25 |
2025-11-26 |
ind_aerospace_defense |
-0.0041 |
-0.0163 |
0.0001 |
tilt_INDUSTRY |
| 2025-11-25 |
2025-11-26 |
ind_renewable_energy |
0.0030 |
-0.0001 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-25 |
2025-11-26 |
ind_diversified_retail |
-0.0139 |
0.0091 |
-0.0001 |
tilt_INDUSTRY |
| 2025-11-25 |
2025-11-26 |
country_ID |
0.0000 |
0.0052 |
0.0000 |
tilt_COUNTRY |
| 2025-11-25 |
2025-11-26 |
country_TW |
-0.0628 |
0.0101 |
-0.0006 |
tilt_COUNTRY |
| 2025-11-25 |
2025-11-26 |
ind_investment_services |
0.0411 |
0.0004 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-25 |
2025-11-26 |
value_liq |
1.0506 |
0.0002 |
0.0002 |
alpha_VALUE |
| 2025-11-25 |
2025-11-26 |
ind_uranium |
-0.0024 |
0.0063 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-25 |
2025-11-26 |
ind_construction_engineering |
-0.0018 |
0.0026 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-25 |
2025-11-26 |
ind_leisure_products |
0.0099 |
0.0016 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-25 |
2025-11-26 |
ind_oil_gas |
0.0560 |
-0.0025 |
-0.0001 |
tilt_INDUSTRY |
| 2025-11-25 |
2025-11-26 |
ind_coal |
-0.0293 |
0.0010 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-25 |
2025-11-26 |
ind_natural_gas_utilities |
0.0288 |
0.0038 |
0.0001 |
tilt_INDUSTRY |
| 2025-11-25 |
2025-11-26 |
ind_chemicals |
-0.0293 |
-0.0040 |
0.0001 |
tilt_INDUSTRY |
| 2025-11-25 |
2025-11-26 |
ind_automobile |
0.0532 |
0.0014 |
0.0001 |
tilt_INDUSTRY |
| 2025-11-25 |
2025-11-26 |
ind_holding_companies |
0.0046 |
0.0025 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-25 |
2025-11-26 |
ind_household_goods |
-0.0518 |
0.0097 |
-0.0005 |
tilt_INDUSTRY |
| 2025-11-25 |
2025-11-26 |
ind_healthcare_providers_services |
0.0215 |
0.0013 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-25 |
2025-11-26 |
ind_insurance |
0.1149 |
-0.0021 |
-0.0002 |
tilt_INDUSTRY |
| 2025-11-25 |
2025-11-26 |
ind_transportation_infrastructure |
0.0441 |
0.0034 |
0.0001 |
tilt_INDUSTRY |
| 2025-11-25 |
2025-11-26 |
specret |
NaN |
NaN |
-0.0035 |
unexplained |
| 2025-11-25 |
2025-11-26 |
ind_commercial_services_supplies |
-0.0594 |
-0.0022 |
0.0001 |
tilt_INDUSTRY |
| 2025-11-25 |
2025-11-26 |
ind_multiline_utilities |
-0.0047 |
0.0043 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-25 |
2025-11-26 |
ind_passenger_transportation |
-0.0235 |
0.0019 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-25 |
2025-11-26 |
revision |
2.8437 |
0.0001 |
0.0004 |
alpha_REVISION |
| 2025-11-25 |
2025-11-26 |
country_JP |
-0.1063 |
0.0134 |
-0.0014 |
tilt_COUNTRY |
| 2025-11-25 |
2025-11-26 |
country_SG |
-0.0288 |
0.0019 |
-0.0001 |
tilt_COUNTRY |
| 2025-11-25 |
2025-11-26 |
reversal |
1.4670 |
0.0007 |
0.0011 |
alpha_REVERSAL |
| 2025-11-25 |
2025-11-26 |
ind_specialty_reatil |
-0.0313 |
0.0038 |
-0.0001 |
tilt_INDUSTRY |
| 2025-11-25 |
2025-11-26 |
sdiscrepancy |
NaN |
NaN |
0.0007 |
unexplained |
| 2025-11-25 |
2025-11-26 |
fmom |
0.1861 |
0.0010 |
0.0002 |
alpha_QUALITY |
| 2025-11-25 |
2025-11-26 |
ind_homebuilding_building_products |
-0.0318 |
-0.0030 |
0.0001 |
tilt_INDUSTRY |
| 2025-11-25 |
2025-11-26 |
ind_paper_forestry |
-0.0094 |
0.0020 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-25 |
2025-11-26 |
ind_beverages |
-0.0744 |
0.0011 |
-0.0001 |
tilt_INDUSTRY |
| 2025-11-25 |
2025-11-26 |
country_CN |
-0.0922 |
-0.0094 |
0.0009 |
tilt_COUNTRY |
| 2025-11-25 |
2025-11-26 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-11-25 |
2025-11-26 |
ind_telecommunications_serices |
0.1169 |
-0.0035 |
-0.0004 |
tilt_INDUSTRY |
| 2025-11-25 |
2025-11-26 |
ind_metals_mining |
0.0028 |
0.0019 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-25 |
2025-11-26 |
ind_consumer_goods_conglomerates |
-0.0105 |
0.0007 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-25 |
2025-11-26 |
country_MY |
0.0367 |
0.0026 |
0.0001 |
tilt_COUNTRY |
| 2025-11-25 |
2025-11-26 |
pdiscrepancy |
NaN |
NaN |
-0.0000 |
unexplained |
| 2025-11-25 |
2025-11-26 |
bcost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-11-25 |
2025-11-26 |
ind_food_tobacco |
0.0456 |
0.0011 |
0.0001 |
tilt_INDUSTRY |
| 2025-11-25 |
2025-11-26 |
ind_communications_equipment |
-0.0115 |
0.0012 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-25 |
2025-11-26 |
country_XH |
0.1020 |
-0.0057 |
-0.0006 |
tilt_COUNTRY |
| 2025-11-25 |
2025-11-26 |
ind_media_publishing |
0.0028 |
-0.0059 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-25 |
2025-11-26 |
ind_integrated_hardware_software |
0.0000 |
-0.0039 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-25 |
2025-11-26 |
ind_semiconductors |
-0.0054 |
0.0036 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-25 |
2025-11-26 |
country_HK |
0.0775 |
-0.0020 |
-0.0002 |
tilt_COUNTRY |
| 2025-11-25 |
2025-11-26 |
impactCost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-11-25 |
2025-11-26 |
stability |
1.2724 |
0.0003 |
0.0004 |
alpha_QUALITY |
| 2025-11-25 |
2025-11-26 |
value_gc |
1.3603 |
0.0006 |
0.0009 |
alpha_VALUE |
| 2025-11-25 |
2025-11-26 |
ind_industrial_distribution |
0.0032 |
0.0004 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-25 |
2025-11-26 |
ind_banking_services |
-0.1183 |
-0.0016 |
0.0002 |
tilt_INDUSTRY |
| 2025-11-25 |
2025-11-26 |
ind_electric_utilities_ipps |
-0.1021 |
0.0043 |
-0.0004 |
tilt_INDUSTRY |
| 2025-11-25 |
2025-11-26 |
ind_pharmaceuticals |
-0.0934 |
0.0069 |
-0.0006 |
tilt_INDUSTRY |
| 2025-11-25 |
2025-11-26 |
size_MID |
-0.0994 |
0.0002 |
-0.0000 |
tilt_SIZE |
| 2025-11-25 |
2025-11-26 |
ind_oil_gas_equipment_services |
-0.0120 |
-0.0091 |
0.0001 |
tilt_INDUSTRY |
| 2025-11-25 |
2025-11-26 |
ind_biotechnology |
-0.0018 |
0.0119 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-25 |
2025-11-26 |
country_IN |
0.0040 |
0.0109 |
0.0000 |
tilt_COUNTRY |
| 2025-11-25 |
2025-11-26 |
neglect |
0.1551 |
-0.0012 |
-0.0002 |
alpha_VALUE |
| 2025-11-25 |
2025-11-26 |
ind_hotels_entertainment |
0.0078 |
0.0020 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-25 |
2025-11-26 |
country_NZ |
-0.0170 |
-0.0070 |
0.0001 |
tilt_COUNTRY |
| 2025-11-25 |
2025-11-26 |
size_MICRO |
-0.0119 |
0.0004 |
-0.0000 |
tilt_SIZE |
| 2025-11-25 |
2025-11-26 |
market |
-0.0446 |
-0.0005 |
0.0000 |
risk_exposure |
| 2025-11-25 |
2025-11-26 |
ind_textiles_apparel |
0.0238 |
0.0080 |
0.0002 |
tilt_INDUSTRY |
| 2025-11-25 |
2025-11-26 |
ind_healthcare_equipment_supplies |
-0.0953 |
-0.0017 |
0.0002 |
tilt_INDUSTRY |
| 2025-11-25 |
2025-11-26 |
ind_construction_materials |
-0.0108 |
0.0064 |
-0.0001 |
tilt_INDUSTRY |
| 2025-11-25 |
2025-11-26 |
country_AU |
-0.1007 |
0.0059 |
-0.0006 |
tilt_COUNTRY |
| 2025-11-25 |
2025-11-26 |
ind_software_it_services |
0.0102 |
-0.0088 |
-0.0001 |
tilt_INDUSTRY |
| 2025-11-25 |
2025-11-26 |
linkage |
0.7923 |
0.0004 |
0.0003 |
alpha_MOMENTUM |
| 2025-11-25 |
2025-11-26 |
country_PH |
0.0179 |
0.0066 |
0.0001 |
tilt_COUNTRY |
| 2025-11-26 |
2025-11-27 |
ind_food_tobacco |
0.0524 |
-0.0003 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-26 |
2025-11-27 |
linearCost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-11-26 |
2025-11-27 |
ind_leisure_products |
0.0104 |
-0.0053 |
-0.0001 |
tilt_INDUSTRY |
| 2025-11-26 |
2025-11-27 |
ind_specialty_reatil |
-0.0269 |
0.0003 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-26 |
2025-11-27 |
ind_investment_services |
0.0431 |
0.0010 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-26 |
2025-11-27 |
fmom |
0.1562 |
0.0003 |
0.0000 |
alpha_QUALITY |
| 2025-11-26 |
2025-11-27 |
ind_telecommunications_serices |
0.1140 |
-0.0059 |
-0.0007 |
tilt_INDUSTRY |
| 2025-11-26 |
2025-11-27 |
ind_construction_materials |
-0.0123 |
-0.0055 |
0.0001 |
tilt_INDUSTRY |
| 2025-11-26 |
2025-11-27 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-11-26 |
2025-11-27 |
ind_textiles_apparel |
0.0203 |
0.0005 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-26 |
2025-11-27 |
ind_transportation_infrastructure |
0.0431 |
-0.0017 |
-0.0001 |
tilt_INDUSTRY |
| 2025-11-26 |
2025-11-27 |
ind_integrated_hardware_software |
0.0000 |
-0.0033 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-26 |
2025-11-27 |
ind_software_it_services |
0.0060 |
-0.0073 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-26 |
2025-11-27 |
ind_consumer_goods_conglomerates |
-0.0108 |
0.0036 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-26 |
2025-11-27 |
ind_uranium |
-0.0024 |
-0.0094 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-26 |
2025-11-27 |
country_TW |
-0.0646 |
0.0040 |
-0.0003 |
tilt_COUNTRY |
| 2025-11-26 |
2025-11-27 |
ind_water_utilities |
-0.0034 |
0.0069 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-26 |
2025-11-27 |
ind_insurance |
0.1146 |
0.0014 |
0.0002 |
tilt_INDUSTRY |
| 2025-11-26 |
2025-11-27 |
country_TH |
0.1256 |
-0.0027 |
-0.0003 |
tilt_COUNTRY |
| 2025-11-26 |
2025-11-27 |
ind_commercial_services_supplies |
-0.0624 |
-0.0013 |
0.0001 |
tilt_INDUSTRY |
| 2025-11-26 |
2025-11-27 |
ind_industrial_distribution |
0.0031 |
-0.0042 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-26 |
2025-11-27 |
linkage |
0.8101 |
0.0001 |
0.0001 |
alpha_MOMENTUM |
| 2025-11-26 |
2025-11-27 |
ind_containers_packaging |
-0.0061 |
0.0065 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-26 |
2025-11-27 |
country_SG |
-0.0254 |
0.0016 |
-0.0000 |
tilt_COUNTRY |
| 2025-11-26 |
2025-11-27 |
country_XH |
0.1020 |
0.0045 |
0.0005 |
tilt_COUNTRY |
| 2025-11-26 |
2025-11-27 |
market |
-0.0493 |
0.0018 |
-0.0001 |
risk_exposure |
| 2025-11-26 |
2025-11-27 |
impactCost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-11-26 |
2025-11-27 |
ind_construction_engineering |
0.0064 |
-0.0035 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-26 |
2025-11-27 |
ind_coal |
-0.0286 |
0.0035 |
-0.0001 |
tilt_INDUSTRY |
| 2025-11-26 |
2025-11-27 |
ind_office_equipment |
-0.0088 |
-0.0009 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-26 |
2025-11-27 |
ind_oil_gas |
0.0530 |
-0.0010 |
-0.0001 |
tilt_INDUSTRY |
| 2025-11-26 |
2025-11-27 |
ind_multiline_utilities |
-0.0042 |
-0.0015 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-26 |
2025-11-27 |
ind_chemicals |
-0.0365 |
0.0075 |
-0.0003 |
tilt_INDUSTRY |
| 2025-11-26 |
2025-11-27 |
ind_oil_gas_equipment_services |
-0.0119 |
-0.0034 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-26 |
2025-11-27 |
ind_metals_mining |
0.0027 |
0.0013 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-26 |
2025-11-27 |
ind_biotechnology |
-0.0019 |
-0.0029 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-26 |
2025-11-27 |
ind_paper_forestry |
-0.0094 |
0.0164 |
-0.0002 |
tilt_INDUSTRY |
| 2025-11-26 |
2025-11-27 |
ind_communications_equipment |
-0.0174 |
0.0046 |
-0.0001 |
tilt_INDUSTRY |
| 2025-11-26 |
2025-11-27 |
ind_semiconductors |
-0.0020 |
0.0052 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-26 |
2025-11-27 |
ind_beverages |
-0.0734 |
-0.0012 |
0.0001 |
tilt_INDUSTRY |
| 2025-11-26 |
2025-11-27 |
ind_pharmaceuticals |
-0.0881 |
-0.0029 |
0.0003 |
tilt_INDUSTRY |
| 2025-11-26 |
2025-11-27 |
ind_media_publishing |
0.0040 |
-0.0079 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-26 |
2025-11-27 |
ind_computers_phones_household_electronics |
0.0440 |
0.0023 |
0.0001 |
tilt_INDUSTRY |
| 2025-11-26 |
2025-11-27 |
ind_banking_services |
-0.1176 |
0.0007 |
-0.0001 |
tilt_INDUSTRY |
| 2025-11-26 |
2025-11-27 |
ind_real_estate_operations |
-0.0343 |
-0.0027 |
0.0001 |
tilt_INDUSTRY |
| 2025-11-26 |
2025-11-27 |
ind_automobile |
0.0547 |
-0.0001 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-26 |
2025-11-27 |
ind_renewable_energy |
0.0050 |
0.0009 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-26 |
2025-11-27 |
ind_machinery |
0.1239 |
0.0010 |
0.0001 |
tilt_INDUSTRY |
| 2025-11-26 |
2025-11-27 |
value_liq |
1.0886 |
-0.0009 |
-0.0010 |
alpha_VALUE |
| 2025-11-26 |
2025-11-27 |
ind_aerospace_defense |
-0.0048 |
-0.0037 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-26 |
2025-11-27 |
ind_passenger_transportation |
-0.0279 |
-0.0036 |
0.0001 |
tilt_INDUSTRY |
| 2025-11-26 |
2025-11-27 |
ind_household_products_services |
0.0363 |
0.0008 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-26 |
2025-11-27 |
ind_natural_gas_utilities |
0.0286 |
-0.0024 |
-0.0001 |
tilt_INDUSTRY |
| 2025-11-26 |
2025-11-27 |
size_MID |
-0.0996 |
-0.0007 |
0.0001 |
tilt_SIZE |
| 2025-11-26 |
2025-11-27 |
revision |
2.9535 |
0.0009 |
0.0026 |
alpha_REVISION |
| 2025-11-26 |
2025-11-27 |
country_HK |
0.0745 |
0.0018 |
0.0001 |
tilt_COUNTRY |
| 2025-11-26 |
2025-11-27 |
ind_food_drug_retail |
0.0574 |
-0.0058 |
-0.0003 |
tilt_INDUSTRY |
| 2025-11-26 |
2025-11-27 |
ind_homebuilding_building_products |
-0.0313 |
0.0055 |
-0.0002 |
tilt_INDUSTRY |
| 2025-11-26 |
2025-11-27 |
country_JP |
-0.1048 |
0.0029 |
-0.0003 |
tilt_COUNTRY |
| 2025-11-26 |
2025-11-27 |
sbeta_market |
0.0119 |
-0.0016 |
-0.0000 |
risk_exposure |
| 2025-11-26 |
2025-11-27 |
specret |
NaN |
NaN |
-0.0077 |
unexplained |
| 2025-11-26 |
2025-11-27 |
ind_hotels_entertainment |
0.0054 |
0.0010 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-26 |
2025-11-27 |
ind_electronic_equipment |
-0.0307 |
0.0040 |
-0.0001 |
tilt_INDUSTRY |
| 2025-11-26 |
2025-11-27 |
country_IN |
0.0020 |
-0.0021 |
-0.0000 |
tilt_COUNTRY |
| 2025-11-26 |
2025-11-27 |
sdiscrepancy |
NaN |
NaN |
-0.0001 |
unexplained |
| 2025-11-26 |
2025-11-27 |
country_PH |
0.0182 |
-0.0148 |
-0.0003 |
tilt_COUNTRY |
| 2025-11-26 |
2025-11-27 |
size_MICRO |
-0.0116 |
0.0035 |
-0.0000 |
tilt_SIZE |
| 2025-11-26 |
2025-11-27 |
size_SMALL |
-0.0069 |
0.0007 |
-0.0000 |
tilt_SIZE |
| 2025-11-26 |
2025-11-27 |
ind_holding_companies |
0.0046 |
-0.0225 |
-0.0001 |
tilt_INDUSTRY |
| 2025-11-26 |
2025-11-27 |
size_LARGE |
0.0687 |
-0.0003 |
-0.0000 |
tilt_SIZE |
| 2025-11-26 |
2025-11-27 |
ind_healthcare_equipment_supplies |
-0.0953 |
-0.0010 |
0.0001 |
tilt_INDUSTRY |
| 2025-11-26 |
2025-11-27 |
country_CN |
-0.0965 |
-0.0014 |
0.0001 |
tilt_COUNTRY |
| 2025-11-26 |
2025-11-27 |
reversal |
1.4432 |
0.0023 |
0.0033 |
alpha_REVERSAL |
| 2025-11-26 |
2025-11-27 |
country_KR |
0.0013 |
-0.0009 |
-0.0000 |
tilt_COUNTRY |
| 2025-11-26 |
2025-11-27 |
momentum |
0.0671 |
0.0004 |
0.0000 |
alpha_MOMENTUM |
| 2025-11-26 |
2025-11-27 |
ind_diversified_retail |
-0.0153 |
0.0023 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-26 |
2025-11-27 |
value_gc |
1.3542 |
0.0011 |
0.0014 |
alpha_VALUE |
| 2025-11-26 |
2025-11-27 |
bcost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-11-26 |
2025-11-27 |
neglect |
0.2091 |
-0.0006 |
-0.0001 |
alpha_VALUE |
| 2025-11-26 |
2025-11-27 |
ind_healthcare_providers_services |
0.0197 |
-0.0029 |
-0.0001 |
tilt_INDUSTRY |
| 2025-11-26 |
2025-11-27 |
country_NZ |
-0.0169 |
-0.0103 |
0.0002 |
tilt_COUNTRY |
| 2025-11-26 |
2025-11-27 |
pdiscrepancy |
NaN |
NaN |
-0.0000 |
unexplained |
| 2025-11-26 |
2025-11-27 |
ind_freight_logistics |
0.0165 |
-0.0028 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-26 |
2025-11-27 |
ind_household_goods |
-0.0522 |
0.0022 |
-0.0001 |
tilt_INDUSTRY |
| 2025-11-26 |
2025-11-27 |
ind_electric_utilities_ipps |
-0.1030 |
0.0014 |
-0.0001 |
tilt_INDUSTRY |
| 2025-11-26 |
2025-11-27 |
country_MY |
0.0364 |
-0.0051 |
-0.0002 |
tilt_COUNTRY |
| 2025-11-26 |
2025-11-27 |
quality |
2.6041 |
-0.0004 |
-0.0010 |
alpha_QUALITY |
| 2025-11-26 |
2025-11-27 |
stability |
1.2566 |
0.0003 |
0.0004 |
alpha_QUALITY |
| 2025-11-26 |
2025-11-27 |
country_AU |
-0.1012 |
0.0002 |
-0.0000 |
tilt_COUNTRY |
| 2025-11-26 |
2025-11-27 |
ind_fintech |
0.0002 |
-0.0032 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-26 |
2025-11-27 |
country_ID |
0.0000 |
-0.0106 |
0.0000 |
tilt_COUNTRY |
| 2025-11-27 |
2025-11-28 |
ind_healthcare_equipment_supplies |
-0.0933 |
-0.0010 |
0.0001 |
tilt_INDUSTRY |
| 2025-11-27 |
2025-11-28 |
ind_media_publishing |
0.0049 |
-0.0003 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-27 |
2025-11-28 |
ind_household_products_services |
0.0347 |
-0.0031 |
-0.0001 |
tilt_INDUSTRY |
| 2025-11-27 |
2025-11-28 |
ind_metals_mining |
0.0059 |
0.0050 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-27 |
2025-11-28 |
ind_freight_logistics |
0.0166 |
0.0002 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-27 |
2025-11-28 |
ind_multiline_utilities |
-0.0045 |
0.0018 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-27 |
2025-11-28 |
ind_commercial_services_supplies |
-0.0644 |
0.0015 |
-0.0001 |
tilt_INDUSTRY |
| 2025-11-27 |
2025-11-28 |
ind_communications_equipment |
-0.0182 |
-0.0009 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-27 |
2025-11-28 |
ind_food_drug_retail |
0.0585 |
-0.0024 |
-0.0001 |
tilt_INDUSTRY |
| 2025-11-27 |
2025-11-28 |
ind_leisure_products |
0.0110 |
-0.0006 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-27 |
2025-11-28 |
ind_computers_phones_household_electronics |
0.0455 |
-0.0017 |
-0.0001 |
tilt_INDUSTRY |
| 2025-11-27 |
2025-11-28 |
ind_containers_packaging |
-0.0041 |
0.0001 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-27 |
2025-11-28 |
ind_diversified_retail |
-0.0164 |
0.0002 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-27 |
2025-11-28 |
ind_household_goods |
-0.0518 |
-0.0034 |
0.0002 |
tilt_INDUSTRY |
| 2025-11-27 |
2025-11-28 |
ind_industrial_distribution |
0.0029 |
0.0073 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-27 |
2025-11-28 |
ind_insurance |
0.1170 |
-0.0073 |
-0.0009 |
tilt_INDUSTRY |
| 2025-11-27 |
2025-11-28 |
ind_consumer_goods_conglomerates |
-0.0108 |
-0.0005 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-27 |
2025-11-28 |
ind_electric_utilities_ipps |
-0.1027 |
-0.0011 |
0.0001 |
tilt_INDUSTRY |
| 2025-11-27 |
2025-11-28 |
ind_hotels_entertainment |
0.0079 |
0.0015 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-27 |
2025-11-28 |
ind_integrated_hardware_software |
0.0000 |
-0.0006 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-27 |
2025-11-28 |
ind_construction_materials |
-0.0139 |
0.0042 |
-0.0001 |
tilt_INDUSTRY |
| 2025-11-27 |
2025-11-28 |
ind_homebuilding_building_products |
-0.0303 |
-0.0030 |
0.0001 |
tilt_INDUSTRY |
| 2025-11-27 |
2025-11-28 |
ind_investment_services |
0.0414 |
-0.0015 |
-0.0001 |
tilt_INDUSTRY |
| 2025-11-27 |
2025-11-28 |
ind_electronic_equipment |
-0.0314 |
0.0003 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-27 |
2025-11-28 |
ind_construction_engineering |
0.0088 |
0.0028 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-27 |
2025-11-28 |
ind_holding_companies |
0.0046 |
0.0040 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-27 |
2025-11-28 |
ind_fintech |
-0.0004 |
-0.0005 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-27 |
2025-11-28 |
ind_machinery |
0.1234 |
0.0022 |
0.0003 |
tilt_INDUSTRY |
| 2025-11-27 |
2025-11-28 |
ind_healthcare_providers_services |
0.0198 |
-0.0002 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-27 |
2025-11-28 |
value_gc |
1.3614 |
-0.0007 |
-0.0009 |
alpha_VALUE |
| 2025-11-27 |
2025-11-28 |
ind_aerospace_defense |
-0.0068 |
0.0023 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-27 |
2025-11-28 |
ind_coal |
-0.0270 |
-0.0020 |
0.0001 |
tilt_INDUSTRY |
| 2025-11-27 |
2025-11-28 |
market |
-0.0434 |
-0.0010 |
0.0000 |
risk_exposure |
| 2025-11-27 |
2025-11-28 |
country_PH |
0.0190 |
0.0101 |
0.0002 |
tilt_COUNTRY |
| 2025-11-27 |
2025-11-28 |
momentum |
0.0533 |
-0.0008 |
-0.0000 |
alpha_MOMENTUM |
| 2025-11-27 |
2025-11-28 |
country_NZ |
-0.0171 |
0.0042 |
-0.0001 |
tilt_COUNTRY |
| 2025-11-27 |
2025-11-28 |
neglect |
0.2084 |
-0.0002 |
-0.0000 |
alpha_VALUE |
| 2025-11-27 |
2025-11-28 |
pdiscrepancy |
NaN |
NaN |
-0.0000 |
unexplained |
| 2025-11-27 |
2025-11-28 |
country_MY |
0.0354 |
-0.0088 |
-0.0003 |
tilt_COUNTRY |
| 2025-11-27 |
2025-11-28 |
quality |
2.5636 |
-0.0004 |
-0.0009 |
alpha_QUALITY |
| 2025-11-27 |
2025-11-28 |
country_KR |
0.0013 |
0.0004 |
0.0000 |
tilt_COUNTRY |
| 2025-11-27 |
2025-11-28 |
reversal |
1.5426 |
0.0011 |
0.0016 |
alpha_REVERSAL |
| 2025-11-27 |
2025-11-28 |
revision |
3.0467 |
-0.0000 |
-0.0000 |
alpha_REVISION |
| 2025-11-27 |
2025-11-28 |
country_JP |
-0.1049 |
0.0016 |
-0.0002 |
tilt_COUNTRY |
| 2025-11-27 |
2025-11-28 |
country_SG |
-0.0252 |
0.0043 |
-0.0001 |
tilt_COUNTRY |
| 2025-11-27 |
2025-11-28 |
sbeta_market |
0.0185 |
0.0044 |
0.0001 |
risk_exposure |
| 2025-11-27 |
2025-11-28 |
sdiscrepancy |
NaN |
NaN |
-0.0005 |
unexplained |
| 2025-11-27 |
2025-11-28 |
country_ID |
0.0000 |
-0.0060 |
0.0000 |
tilt_COUNTRY |
| 2025-11-27 |
2025-11-28 |
size_LARGE |
0.0675 |
-0.0029 |
-0.0002 |
tilt_SIZE |
| 2025-11-27 |
2025-11-28 |
size_MICRO |
-0.0100 |
0.0074 |
-0.0001 |
tilt_SIZE |
| 2025-11-27 |
2025-11-28 |
country_HK |
0.0736 |
-0.0041 |
-0.0003 |
tilt_COUNTRY |
| 2025-11-27 |
2025-11-28 |
size_MID |
-0.0961 |
-0.0002 |
0.0000 |
tilt_SIZE |
| 2025-11-27 |
2025-11-28 |
country_CN |
-0.0955 |
0.0009 |
-0.0001 |
tilt_COUNTRY |
| 2025-11-27 |
2025-11-28 |
size_SMALL |
-0.0047 |
0.0020 |
-0.0000 |
tilt_SIZE |
| 2025-11-27 |
2025-11-28 |
specret |
NaN |
NaN |
-0.0035 |
unexplained |
| 2025-11-27 |
2025-11-28 |
country_AU |
-0.1018 |
0.0014 |
-0.0001 |
tilt_COUNTRY |
| 2025-11-27 |
2025-11-28 |
stability |
1.2648 |
-0.0001 |
-0.0001 |
alpha_QUALITY |
| 2025-11-27 |
2025-11-28 |
bcost |
NaN |
NaN |
-0.0001 |
cost |
| 2025-11-27 |
2025-11-28 |
country_IN |
0.0000 |
-0.0015 |
0.0000 |
tilt_COUNTRY |
| 2025-11-27 |
2025-11-28 |
linkage |
0.7345 |
0.0000 |
0.0000 |
alpha_MOMENTUM |
| 2025-11-27 |
2025-11-28 |
linearCost |
NaN |
NaN |
-0.0003 |
cost |
| 2025-11-27 |
2025-11-28 |
country_TH |
0.1296 |
0.0033 |
0.0004 |
tilt_COUNTRY |
| 2025-11-27 |
2025-11-28 |
ind_office_equipment |
-0.0082 |
0.0057 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-27 |
2025-11-28 |
ind_oil_gas |
0.0500 |
-0.0030 |
-0.0001 |
tilt_INDUSTRY |
| 2025-11-27 |
2025-11-28 |
ind_chemicals |
-0.0510 |
0.0046 |
-0.0002 |
tilt_INDUSTRY |
| 2025-11-27 |
2025-11-28 |
ind_oil_gas_equipment_services |
-0.0109 |
-0.0006 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-27 |
2025-11-28 |
ind_biotechnology |
-0.0013 |
-0.0038 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-27 |
2025-11-28 |
ind_paper_forestry |
-0.0093 |
-0.0037 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-27 |
2025-11-28 |
ind_beverages |
-0.0716 |
0.0000 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-27 |
2025-11-28 |
ind_passenger_transportation |
-0.0336 |
-0.0028 |
0.0001 |
tilt_INDUSTRY |
| 2025-11-27 |
2025-11-28 |
ind_pharmaceuticals |
-0.0833 |
-0.0035 |
0.0003 |
tilt_INDUSTRY |
| 2025-11-27 |
2025-11-28 |
ind_banking_services |
-0.1178 |
-0.0029 |
0.0003 |
tilt_INDUSTRY |
| 2025-11-27 |
2025-11-28 |
ind_real_estate_operations |
-0.0352 |
-0.0041 |
0.0001 |
tilt_INDUSTRY |
| 2025-11-27 |
2025-11-28 |
ind_automobile |
0.0558 |
0.0033 |
0.0002 |
tilt_INDUSTRY |
| 2025-11-27 |
2025-11-28 |
ind_renewable_energy |
0.0054 |
-0.0006 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-27 |
2025-11-28 |
ind_food_tobacco |
0.0583 |
0.0021 |
0.0001 |
tilt_INDUSTRY |
| 2025-11-27 |
2025-11-28 |
ind_semiconductors |
0.0023 |
0.0047 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-27 |
2025-11-28 |
impactCost |
NaN |
NaN |
-0.0002 |
cost |
| 2025-11-27 |
2025-11-28 |
ind_software_it_services |
0.0028 |
-0.0033 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-27 |
2025-11-28 |
ind_specialty_reatil |
-0.0219 |
-0.0022 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-27 |
2025-11-28 |
fmom |
0.1553 |
-0.0001 |
-0.0000 |
alpha_QUALITY |
| 2025-11-27 |
2025-11-28 |
ind_telecommunications_serices |
0.1130 |
0.0001 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-27 |
2025-11-28 |
fcost |
NaN |
NaN |
-0.0000 |
cost |
| 2025-11-27 |
2025-11-28 |
ind_textiles_apparel |
0.0211 |
-0.0034 |
-0.0001 |
tilt_INDUSTRY |
| 2025-11-27 |
2025-11-28 |
ind_transportation_infrastructure |
0.0429 |
-0.0026 |
-0.0001 |
tilt_INDUSTRY |
| 2025-11-27 |
2025-11-28 |
country_XH |
0.1052 |
-0.0050 |
-0.0005 |
tilt_COUNTRY |
| 2025-11-27 |
2025-11-28 |
ind_uranium |
-0.0024 |
0.0231 |
-0.0001 |
tilt_INDUSTRY |
| 2025-11-27 |
2025-11-28 |
country_TW |
-0.0631 |
-0.0020 |
0.0001 |
tilt_COUNTRY |
| 2025-11-27 |
2025-11-28 |
ind_water_utilities |
-0.0035 |
-0.0127 |
0.0000 |
tilt_INDUSTRY |
| 2025-11-27 |
2025-11-28 |
ind_natural_gas_utilities |
0.0283 |
-0.0008 |
-0.0000 |
tilt_INDUSTRY |
| 2025-11-27 |
2025-11-28 |
value_liq |
1.1270 |
-0.0003 |
-0.0003 |
alpha_VALUE |