signalDate tradeDate factor fexp facret contrib category
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