signalDate tradeDate factor fexp facret contrib category
2024-12-31 2025-01-01 market -0.0192 0.0004 -0.0000 risk_exposure
2024-12-31 2025-01-01 ind_software_it_services 0.0902 -0.0001 -0.0000 tilt_INDUSTRY
2024-12-31 2025-01-01 linkage 1.1446 0.0000 0.0000 alpha_MOMENTUM
2024-12-31 2025-01-01 fmom 1.3759 -0.0000 -0.0000 alpha_QUALITY
2024-12-31 2025-01-01 ind_construction_engineering -0.0974 0.0001 -0.0000 tilt_INDUSTRY
2024-12-31 2025-01-01 ind_aerospace_defense 0.0212 0.0001 0.0000 tilt_INDUSTRY
2024-12-31 2025-01-01 ind_real_estate_operations 0.0093 -0.0002 -0.0000 tilt_INDUSTRY
2024-12-31 2025-01-01 ind_commercial_services_supplies 0.0054 -0.0000 -0.0000 tilt_INDUSTRY
2024-12-31 2025-01-01 ind_containers_packaging -0.0179 -0.0001 0.0000 tilt_INDUSTRY
2024-12-31 2025-01-01 country_MY 0.0159 -0.0004 -0.0000 tilt_COUNTRY
2024-12-31 2025-01-01 ind_insurance 0.1292 0.0002 0.0000 tilt_INDUSTRY
2024-12-31 2025-01-01 ind_multiline_utilities -0.0110 -0.0001 0.0000 tilt_INDUSTRY
2024-12-31 2025-01-01 ind_healthcare_equipment_supplies -0.0258 0.0000 -0.0000 tilt_INDUSTRY
2024-12-31 2025-01-01 ind_homebuilding_building_products -0.0014 -0.0002 0.0000 tilt_INDUSTRY
2024-12-31 2025-01-01 ind_renewable_energy 0.0259 0.0000 0.0000 tilt_INDUSTRY
2024-12-31 2025-01-01 ind_oil_gas -0.0543 0.0002 -0.0000 tilt_INDUSTRY
2024-12-31 2025-01-01 ind_industrial_distribution -0.0053 0.0003 -0.0000 tilt_INDUSTRY
2024-12-31 2025-01-01 ind_consumer_goods_conglomerates 0.0211 0.0000 0.0000 tilt_INDUSTRY
2024-12-31 2025-01-01 quality 3.3687 0.0000 0.0000 alpha_QUALITY
2024-12-31 2025-01-01 size_SMALL -0.0168 0.0001 -0.0000 tilt_SIZE
2024-12-31 2025-01-01 ind_water_utilities -0.0052 0.0006 -0.0000 tilt_INDUSTRY
2024-12-31 2025-01-01 bcost NaN NaN -0.0003 cost
2024-12-31 2025-01-01 ind_reits 0.0084 0.0000 0.0000 tilt_INDUSTRY
2024-12-31 2025-01-01 ind_banking_services -0.0027 -0.0000 0.0000 tilt_INDUSTRY
2024-12-31 2025-01-01 ind_biotechnology -0.0115 0.0002 -0.0000 tilt_INDUSTRY
2024-12-31 2025-01-01 size_MICRO -0.0058 0.0003 -0.0000 tilt_SIZE
2024-12-31 2025-01-01 ind_automobile -0.0069 0.0000 -0.0000 tilt_INDUSTRY
2024-12-31 2025-01-01 ind_metals_mining -0.0424 -0.0001 0.0000 tilt_INDUSTRY
2024-12-31 2025-01-01 ind_holding_companies 0.0000 -0.0009 0.0000 tilt_INDUSTRY
2024-12-31 2025-01-01 sdiscrepancy NaN NaN 0.0000 unexplained
2024-12-31 2025-01-01 value_liq 0.4203 -0.0000 -0.0000 alpha_VALUE
2024-12-31 2025-01-01 ind_beverages -0.0866 0.0001 -0.0000 tilt_INDUSTRY
2024-12-31 2025-01-01 country_ID 0.0124 -0.0003 -0.0000 tilt_COUNTRY
2024-12-31 2025-01-01 ind_textiles_apparel -0.0376 -0.0001 0.0000 tilt_INDUSTRY
2024-12-31 2025-01-01 size_MID -0.0899 0.0001 -0.0000 tilt_SIZE
2024-12-31 2025-01-01 ind_semiconductors -0.0427 0.0000 -0.0000 tilt_INDUSTRY
2024-12-31 2025-01-01 ind_computers_phones_household_electronics -0.0041 -0.0000 0.0000 tilt_INDUSTRY
2024-12-31 2025-01-01 size_LARGE 0.0933 -0.0002 -0.0000 tilt_SIZE
2024-12-31 2025-01-01 linearCost NaN NaN -0.0000 cost
2024-12-31 2025-01-01 neglect 1.1235 0.0000 0.0000 alpha_VALUE
2024-12-31 2025-01-01 country_AU -0.0993 -0.0002 0.0000 tilt_COUNTRY
2024-12-31 2025-01-01 country_HK 0.1446 -0.0002 -0.0000 tilt_COUNTRY
2024-12-31 2025-01-01 ind_electronic_equipment -0.0125 0.0000 -0.0000 tilt_INDUSTRY
2024-12-31 2025-01-01 country_PH 0.0007 -0.0002 -0.0000 tilt_COUNTRY
2024-12-31 2025-01-01 ind_telecommunications_serices 0.0163 0.0001 0.0000 tilt_INDUSTRY
2024-12-31 2025-01-01 ind_food_drug_retail -0.0606 -0.0002 0.0000 tilt_INDUSTRY
2024-12-31 2025-01-01 ind_media_publishing 0.0020 0.0001 0.0000 tilt_INDUSTRY
2024-12-31 2025-01-01 ind_household_products_services -0.0311 -0.0001 0.0000 tilt_INDUSTRY
2024-12-31 2025-01-01 value_gc 1.1594 0.0000 0.0000 alpha_VALUE
2024-12-31 2025-01-01 impactCost NaN NaN -0.0000 cost
2024-12-31 2025-01-01 ind_integrated_hardware_software 0.0080 -0.0002 -0.0000 tilt_INDUSTRY
2024-12-31 2025-01-01 ind_household_goods -0.0520 -0.0001 0.0000 tilt_INDUSTRY
2024-12-31 2025-01-01 country_TH -0.1027 -0.0004 0.0000 tilt_COUNTRY
2024-12-31 2025-01-01 ind_paper_forestry -0.0101 0.0001 -0.0000 tilt_INDUSTRY
2024-12-31 2025-01-01 ind_uranium -0.0003 -0.0002 0.0000 tilt_INDUSTRY
2024-12-31 2025-01-01 country_TW -0.0381 -0.0003 0.0000 tilt_COUNTRY
2024-12-31 2025-01-01 ind_diversified_retail -0.0048 0.0000 -0.0000 tilt_INDUSTRY
2024-12-31 2025-01-01 ind_passenger_transportation 0.0587 0.0000 0.0000 tilt_INDUSTRY
2024-12-31 2025-01-01 ind_freight_logistics 0.0531 -0.0000 -0.0000 tilt_INDUSTRY
2024-12-31 2025-01-01 reversal 0.9552 0.0000 0.0000 alpha_REVERSAL
2024-12-31 2025-01-01 ind_leisure_products -0.0162 -0.0000 0.0000 tilt_INDUSTRY
2024-12-31 2025-01-01 country_SG 0.0391 -0.0003 -0.0000 tilt_COUNTRY
2024-12-31 2025-01-01 ind_investment_services 0.1187 0.0001 0.0000 tilt_INDUSTRY
2024-12-31 2025-01-01 pdiscrepancy NaN NaN -0.0000 unexplained
2024-12-31 2025-01-01 country_JP -0.0798 -0.0003 0.0000 tilt_COUNTRY
2024-12-31 2025-01-01 country_XH -0.0334 -0.0002 0.0000 tilt_COUNTRY
2024-12-31 2025-01-01 country_IN 0.0613 0.0051 0.0003 tilt_COUNTRY
2024-12-31 2025-01-01 ind_natural_gas_utilities -0.0078 -0.0005 0.0000 tilt_INDUSTRY
2024-12-31 2025-01-01 ind_electric_utilities_ipps 0.0284 -0.0002 -0.0000 tilt_INDUSTRY
2024-12-31 2025-01-01 ind_hotels_entertainment -0.0524 -0.0001 0.0000 tilt_INDUSTRY
2024-12-31 2025-01-01 ind_chemicals 0.0136 0.0001 0.0000 tilt_INDUSTRY
2024-12-31 2025-01-01 ind_specialty_reatil -0.0047 0.0002 -0.0000 tilt_INDUSTRY
2024-12-31 2025-01-01 ind_food_tobacco 0.1450 -0.0001 -0.0000 tilt_INDUSTRY
2024-12-31 2025-01-01 ind_coal -0.0419 -0.0000 0.0000 tilt_INDUSTRY
2024-12-31 2025-01-01 revision 0.9857 -0.0000 -0.0000 alpha_REVISION
2024-12-31 2025-01-01 sbeta_market 0.0230 -0.0001 -0.0000 risk_exposure
2024-12-31 2025-01-01 fcost NaN NaN -0.0000 cost
2024-12-31 2025-01-01 ind_construction_materials -0.0196 -0.0012 0.0000 tilt_INDUSTRY
2024-12-31 2025-01-01 country_KR 0.0000 -0.0003 0.0000 tilt_COUNTRY
2024-12-31 2025-01-01 country_NZ -0.0188 -0.0004 0.0000 tilt_COUNTRY
2024-12-31 2025-01-01 ind_oil_gas_equipment_services -0.0131 -0.0003 0.0000 tilt_INDUSTRY
2024-12-31 2025-01-01 ind_fintech 0.0106 0.0002 0.0000 tilt_INDUSTRY
2024-12-31 2025-01-01 ind_pharmaceuticals -0.0493 -0.0000 0.0000 tilt_INDUSTRY
2024-12-31 2025-01-01 ind_transportation_infrastructure 0.0003 -0.0001 -0.0000 tilt_INDUSTRY
2024-12-31 2025-01-01 country_CN 0.0787 -0.0003 -0.0000 tilt_COUNTRY
2024-12-31 2025-01-01 ind_machinery 0.0858 0.0001 0.0000 tilt_INDUSTRY
2024-12-31 2025-01-01 ind_office_equipment 0.0009 -0.0000 -0.0000 tilt_INDUSTRY
2024-12-31 2025-01-01 specret NaN NaN -0.0000 unexplained
2024-12-31 2025-01-01 ind_healthcare_providers_services -0.0406 0.0008 -0.0000 tilt_INDUSTRY
2024-12-31 2025-01-01 ind_communications_equipment -0.0015 0.0000 -0.0000 tilt_INDUSTRY
2024-12-31 2025-01-01 momentum 0.3454 0.0000 0.0000 alpha_MOMENTUM
2024-12-31 2025-01-01 stability 4.8646 -0.0000 -0.0002 alpha_QUALITY
2025-01-01 2025-01-02 ind_homebuilding_building_products -0.0007 0.0048 -0.0000 tilt_INDUSTRY
2025-01-01 2025-01-02 ind_semiconductors -0.0407 -0.0061 0.0002 tilt_INDUSTRY
2025-01-01 2025-01-02 ind_paper_forestry -0.0105 0.0028 -0.0000 tilt_INDUSTRY
2025-01-01 2025-01-02 size_MID -0.0917 -0.0023 0.0002 tilt_SIZE
2025-01-01 2025-01-02 ind_textiles_apparel -0.0345 0.0097 -0.0003 tilt_INDUSTRY
2025-01-01 2025-01-02 ind_oil_gas -0.0551 0.0058 -0.0003 tilt_INDUSTRY
2025-01-01 2025-01-02 ind_transportation_infrastructure 0.0002 0.0020 0.0000 tilt_INDUSTRY
2025-01-01 2025-01-02 ind_beverages -0.0857 0.0017 -0.0001 tilt_INDUSTRY
2025-01-01 2025-01-02 fcost NaN NaN -0.0000 cost
2025-01-01 2025-01-02 ind_consumer_goods_conglomerates 0.0208 0.0045 0.0001 tilt_INDUSTRY
2025-01-01 2025-01-02 ind_hotels_entertainment -0.0511 0.0025 -0.0001 tilt_INDUSTRY
2025-01-01 2025-01-02 ind_coal -0.0357 0.0017 -0.0001 tilt_INDUSTRY
2025-01-01 2025-01-02 sdiscrepancy NaN NaN -0.0002 unexplained
2025-01-01 2025-01-02 revision 1.0144 -0.0005 -0.0005 alpha_REVISION
2025-01-01 2025-01-02 ind_metals_mining -0.0379 0.0078 -0.0003 tilt_INDUSTRY
2025-01-01 2025-01-02 ind_water_utilities -0.0051 -0.0039 0.0000 tilt_INDUSTRY
2025-01-01 2025-01-02 ind_machinery 0.0717 -0.0013 -0.0001 tilt_INDUSTRY
2025-01-01 2025-01-02 linearCost NaN NaN -0.0002 cost
2025-01-01 2025-01-02 quality 3.3382 0.0008 0.0027 alpha_QUALITY
2025-01-01 2025-01-02 country_XH -0.0326 -0.0108 0.0004 tilt_COUNTRY
2025-01-01 2025-01-02 ind_electric_utilities_ipps 0.0251 -0.0048 -0.0001 tilt_INDUSTRY
2025-01-01 2025-01-02 neglect 1.1083 0.0001 0.0001 alpha_VALUE
2025-01-01 2025-01-02 specret NaN NaN -0.0002 unexplained
2025-01-01 2025-01-02 ind_software_it_services 0.0906 -0.0027 -0.0002 tilt_INDUSTRY
2025-01-01 2025-01-02 ind_construction_materials -0.0193 0.0086 -0.0002 tilt_INDUSTRY
2025-01-01 2025-01-02 ind_uranium -0.0003 0.0302 -0.0000 tilt_INDUSTRY
2025-01-01 2025-01-02 country_KR 0.0000 0.0092 0.0000 tilt_COUNTRY
2025-01-01 2025-01-02 ind_biotechnology -0.0104 -0.0002 0.0000 tilt_INDUSTRY
2025-01-01 2025-01-02 ind_healthcare_equipment_supplies -0.0245 0.0034 -0.0001 tilt_INDUSTRY
2025-01-01 2025-01-02 ind_integrated_hardware_software 0.0085 -0.0103 -0.0001 tilt_INDUSTRY
2025-01-01 2025-01-02 momentum 0.3352 0.0003 0.0001 alpha_MOMENTUM
2025-01-01 2025-01-02 ind_banking_services 0.0112 0.0013 0.0000 tilt_INDUSTRY
2025-01-01 2025-01-02 country_AU -0.0987 0.0149 -0.0015 tilt_COUNTRY
2025-01-01 2025-01-02 ind_containers_packaging -0.0178 0.0059 -0.0001 tilt_INDUSTRY
2025-01-01 2025-01-02 country_MY 0.0157 0.0061 0.0001 tilt_COUNTRY
2025-01-01 2025-01-02 fmom 1.3385 -0.0006 -0.0008 alpha_QUALITY
2025-01-01 2025-01-02 ind_leisure_products -0.0160 0.0034 -0.0001 tilt_INDUSTRY
2025-01-01 2025-01-02 ind_household_products_services -0.0306 0.0056 -0.0002 tilt_INDUSTRY
2025-01-01 2025-01-02 ind_media_publishing 0.0001 0.0050 0.0000 tilt_INDUSTRY
2025-01-01 2025-01-02 ind_electronic_equipment -0.0110 -0.0034 0.0000 tilt_INDUSTRY
2025-01-01 2025-01-02 ind_fintech 0.0101 -0.0167 -0.0002 tilt_INDUSTRY
2025-01-01 2025-01-02 country_SG 0.0375 0.0123 0.0005 tilt_COUNTRY
2025-01-01 2025-01-02 country_HK 0.1310 -0.0046 -0.0006 tilt_COUNTRY
2025-01-01 2025-01-02 ind_freight_logistics 0.0506 0.0016 0.0001 tilt_INDUSTRY
2025-01-01 2025-01-02 ind_construction_engineering -0.0953 -0.0041 0.0004 tilt_INDUSTRY
2025-01-01 2025-01-02 ind_passenger_transportation 0.0585 0.0021 0.0001 tilt_INDUSTRY
2025-01-01 2025-01-02 sbeta_market 0.0240 -0.0055 -0.0001 risk_exposure
2025-01-01 2025-01-02 pdiscrepancy NaN NaN 0.0000 unexplained
2025-01-01 2025-01-02 ind_telecommunications_serices 0.0162 -0.0002 -0.0000 tilt_INDUSTRY
2025-01-01 2025-01-02 bcost NaN NaN -0.0003 cost
2025-01-01 2025-01-02 ind_diversified_retail -0.0048 0.0033 -0.0000 tilt_INDUSTRY
2025-01-01 2025-01-02 reversal 1.1252 0.0016 0.0018 alpha_REVERSAL
2025-01-01 2025-01-02 ind_communications_equipment -0.0004 -0.0084 0.0000 tilt_INDUSTRY
2025-01-01 2025-01-02 ind_pharmaceuticals -0.0465 0.0001 -0.0000 tilt_INDUSTRY
2025-01-01 2025-01-02 country_PH 0.0009 0.0140 0.0000 tilt_COUNTRY
2025-01-01 2025-01-02 ind_investment_services 0.1173 -0.0131 -0.0015 tilt_INDUSTRY
2025-01-01 2025-01-02 country_IN 0.0641 0.0200 0.0013 tilt_COUNTRY
2025-01-01 2025-01-02 ind_oil_gas_equipment_services -0.0129 0.0073 -0.0001 tilt_INDUSTRY
2025-01-01 2025-01-02 ind_food_drug_retail -0.0601 -0.0006 0.0000 tilt_INDUSTRY
2025-01-01 2025-01-02 country_JP -0.0786 0.0117 -0.0009 tilt_COUNTRY
2025-01-01 2025-01-02 ind_reits 0.0084 0.0000 0.0000 tilt_INDUSTRY
2025-01-01 2025-01-02 stability 4.8022 0.0002 0.0009 alpha_QUALITY
2025-01-01 2025-01-02 market -0.0126 -0.0085 0.0001 risk_exposure
2025-01-01 2025-01-02 country_TW -0.0374 0.0051 -0.0002 tilt_COUNTRY
2025-01-01 2025-01-02 linkage 1.1294 0.0003 0.0004 alpha_MOMENTUM
2025-01-01 2025-01-02 country_CN 0.0897 -0.0121 -0.0011 tilt_COUNTRY
2025-01-01 2025-01-02 ind_real_estate_operations 0.0086 0.0061 0.0001 tilt_INDUSTRY
2025-01-01 2025-01-02 impactCost NaN NaN -0.0001 cost
2025-01-01 2025-01-02 ind_healthcare_providers_services -0.0410 0.0037 -0.0002 tilt_INDUSTRY
2025-01-01 2025-01-02 ind_aerospace_defense 0.0213 -0.0123 -0.0003 tilt_INDUSTRY
2025-01-01 2025-01-02 ind_commercial_services_supplies 0.0058 -0.0010 -0.0000 tilt_INDUSTRY
2025-01-01 2025-01-02 ind_office_equipment 0.0009 0.0011 0.0000 tilt_INDUSTRY
2025-01-01 2025-01-02 ind_insurance 0.1224 -0.0055 -0.0007 tilt_INDUSTRY
2025-01-01 2025-01-02 ind_food_tobacco 0.1439 0.0054 0.0008 tilt_INDUSTRY
2025-01-01 2025-01-02 ind_automobile -0.0059 0.0012 -0.0000 tilt_INDUSTRY
2025-01-01 2025-01-02 ind_industrial_distribution -0.0053 -0.0006 0.0000 tilt_INDUSTRY
2025-01-01 2025-01-02 value_gc 1.1683 0.0011 0.0013 alpha_VALUE
2025-01-01 2025-01-02 value_liq 0.4644 -0.0008 -0.0004 alpha_VALUE
2025-01-01 2025-01-02 ind_household_goods -0.0514 0.0194 -0.0010 tilt_INDUSTRY
2025-01-01 2025-01-02 ind_chemicals 0.0066 0.0006 0.0000 tilt_INDUSTRY
2025-01-01 2025-01-02 country_ID 0.0129 0.0175 0.0002 tilt_COUNTRY
2025-01-01 2025-01-02 ind_holding_companies 0.0000 -0.0023 0.0000 tilt_INDUSTRY
2025-01-01 2025-01-02 ind_renewable_energy 0.0260 0.0034 0.0001 tilt_INDUSTRY
2025-01-01 2025-01-02 size_MICRO -0.0045 0.0090 -0.0000 tilt_SIZE
2025-01-01 2025-01-02 ind_computers_phones_household_electronics -0.0039 -0.0032 0.0000 tilt_INDUSTRY
2025-01-01 2025-01-02 size_SMALL -0.0096 0.0014 -0.0000 tilt_SIZE
2025-01-01 2025-01-02 ind_natural_gas_utilities -0.0078 -0.0008 0.0000 tilt_INDUSTRY
2025-01-01 2025-01-02 ind_multiline_utilities -0.0103 -0.0029 0.0000 tilt_INDUSTRY
2025-01-01 2025-01-02 country_NZ -0.0184 0.0128 -0.0002 tilt_COUNTRY
2025-01-01 2025-01-02 size_LARGE 0.0932 0.0012 0.0001 tilt_SIZE
2025-01-01 2025-01-02 country_TH -0.0987 0.0030 -0.0003 tilt_COUNTRY
2025-01-01 2025-01-02 ind_specialty_reatil -0.0047 0.0028 -0.0000 tilt_INDUSTRY
2025-01-02 2025-01-03 ind_office_equipment 0.0008 -0.0031 -0.0000 tilt_INDUSTRY
2025-01-02 2025-01-03 ind_communications_equipment 0.0002 -0.0085 -0.0000 tilt_INDUSTRY
2025-01-02 2025-01-03 ind_industrial_distribution -0.0053 -0.0004 0.0000 tilt_INDUSTRY
2025-01-02 2025-01-03 ind_fintech 0.0095 0.0028 0.0000 tilt_INDUSTRY
2025-01-02 2025-01-03 ind_pharmaceuticals -0.0428 0.0067 -0.0003 tilt_INDUSTRY
2025-01-02 2025-01-03 ind_machinery 0.0566 -0.0027 -0.0002 tilt_INDUSTRY
2025-01-02 2025-01-03 ind_electric_utilities_ipps 0.0192 -0.0005 -0.0000 tilt_INDUSTRY
2025-01-02 2025-01-03 ind_healthcare_providers_services -0.0418 0.0036 -0.0001 tilt_INDUSTRY
2025-01-02 2025-01-03 ind_transportation_infrastructure -0.0002 -0.0010 0.0000 tilt_INDUSTRY
2025-01-02 2025-01-03 ind_household_goods -0.0525 0.0057 -0.0003 tilt_INDUSTRY
2025-01-02 2025-01-03 stability 4.8102 0.0006 0.0028 alpha_QUALITY
2025-01-02 2025-01-03 size_MID -0.0969 0.0024 -0.0002 tilt_SIZE
2025-01-02 2025-01-03 country_IN 0.0675 -0.0022 -0.0001 tilt_COUNTRY
2025-01-02 2025-01-03 momentum 0.3170 0.0013 0.0004 alpha_MOMENTUM
2025-01-02 2025-01-03 ind_chemicals -0.0095 0.0069 -0.0001 tilt_INDUSTRY
2025-01-02 2025-01-03 ind_food_tobacco 0.1439 -0.0031 -0.0004 tilt_INDUSTRY
2025-01-02 2025-01-03 revision 0.9829 0.0001 0.0001 alpha_REVISION
2025-01-02 2025-01-03 quality 3.3589 0.0007 0.0023 alpha_QUALITY
2025-01-02 2025-01-03 ind_hotels_entertainment -0.0511 -0.0020 0.0001 tilt_INDUSTRY
2025-01-02 2025-01-03 value_gc 1.2079 -0.0001 -0.0001 alpha_VALUE
2025-01-02 2025-01-03 ind_coal -0.0310 0.0095 -0.0003 tilt_INDUSTRY
2025-01-02 2025-01-03 ind_natural_gas_utilities -0.0077 -0.0035 0.0000 tilt_INDUSTRY
2025-01-02 2025-01-03 ind_specialty_reatil -0.0049 -0.0001 0.0000 tilt_INDUSTRY
2025-01-02 2025-01-03 fcost NaN NaN -0.0000 cost
2025-01-02 2025-01-03 ind_passenger_transportation 0.0595 -0.0057 -0.0003 tilt_INDUSTRY
2025-01-02 2025-01-03 country_XH -0.0243 0.0122 -0.0003 tilt_COUNTRY
2025-01-02 2025-01-03 country_CN 0.1024 -0.0075 -0.0008 tilt_COUNTRY
2025-01-02 2025-01-03 pdiscrepancy NaN NaN 0.0000 unexplained
2025-01-02 2025-01-03 country_SG 0.0355 0.0017 0.0001 tilt_COUNTRY
2025-01-02 2025-01-03 ind_diversified_retail -0.0047 -0.0024 0.0000 tilt_INDUSTRY
2025-01-02 2025-01-03 reversal 0.8796 -0.0008 -0.0007 alpha_REVERSAL
2025-01-02 2025-01-03 ind_leisure_products -0.0158 -0.0024 0.0000 tilt_INDUSTRY
2025-01-02 2025-01-03 country_KR 0.0000 0.0243 0.0000 tilt_COUNTRY
2025-01-02 2025-01-03 ind_water_utilities -0.0049 -0.0058 0.0000 tilt_INDUSTRY
2025-01-02 2025-01-03 ind_uranium -0.0004 0.0703 -0.0000 tilt_INDUSTRY
2025-01-02 2025-01-03 ind_construction_materials -0.0190 0.0013 -0.0000 tilt_INDUSTRY
2025-01-02 2025-01-03 country_JP -0.0778 0.0041 -0.0003 tilt_COUNTRY
2025-01-02 2025-01-03 ind_investment_services 0.1201 -0.0030 -0.0004 tilt_INDUSTRY
2025-01-02 2025-01-03 specret NaN NaN 0.0010 unexplained
2025-01-02 2025-01-03 ind_paper_forestry -0.0108 -0.0095 0.0001 tilt_INDUSTRY
2025-01-02 2025-01-03 size_SMALL -0.0026 -0.0052 0.0000 tilt_SIZE
2025-01-02 2025-01-03 ind_homebuilding_building_products 0.0001 -0.0012 -0.0000 tilt_INDUSTRY
2025-01-02 2025-01-03 ind_oil_gas -0.0578 0.0061 -0.0004 tilt_INDUSTRY
2025-01-02 2025-01-03 country_MY 0.0155 -0.0002 -0.0000 tilt_COUNTRY
2025-01-02 2025-01-03 ind_household_products_services -0.0302 0.0003 -0.0000 tilt_INDUSTRY
2025-01-02 2025-01-03 ind_media_publishing -0.0059 -0.0086 0.0001 tilt_INDUSTRY
2025-01-02 2025-01-03 ind_oil_gas_equipment_services -0.0129 0.0260 -0.0003 tilt_INDUSTRY
2025-01-02 2025-01-03 ind_semiconductors -0.0363 0.0043 -0.0002 tilt_INDUSTRY
2025-01-02 2025-01-03 country_PH 0.0011 0.0108 0.0000 tilt_COUNTRY
2025-01-02 2025-01-03 size_LARGE 0.0865 0.0029 0.0003 tilt_SIZE
2025-01-02 2025-01-03 country_HK 0.1060 0.0098 0.0010 tilt_COUNTRY
2025-01-02 2025-01-03 ind_telecommunications_serices 0.0163 -0.0064 -0.0001 tilt_INDUSTRY
2025-01-02 2025-01-03 neglect 1.1132 -0.0028 -0.0032 alpha_VALUE
2025-01-02 2025-01-03 ind_automobile 0.0028 -0.0026 -0.0000 tilt_INDUSTRY
2025-01-02 2025-01-03 ind_freight_logistics 0.0480 0.0061 0.0003 tilt_INDUSTRY
2025-01-02 2025-01-03 country_AU -0.1004 0.0053 -0.0005 tilt_COUNTRY
2025-01-02 2025-01-03 ind_textiles_apparel -0.0311 -0.0006 0.0000 tilt_INDUSTRY
2025-01-02 2025-01-03 ind_computers_phones_household_electronics -0.0032 -0.0012 0.0000 tilt_INDUSTRY
2025-01-02 2025-01-03 country_ID 0.0134 -0.0074 -0.0001 tilt_COUNTRY
2025-01-02 2025-01-03 ind_beverages -0.0887 0.0052 -0.0005 tilt_INDUSTRY
2025-01-02 2025-01-03 value_liq 0.5071 0.0024 0.0012 alpha_VALUE
2025-01-02 2025-01-03 ind_renewable_energy 0.0266 0.0005 0.0000 tilt_INDUSTRY
2025-01-02 2025-01-03 country_NZ -0.0184 -0.0102 0.0002 tilt_COUNTRY
2025-01-02 2025-01-03 sdiscrepancy NaN NaN 0.0002 unexplained
2025-01-02 2025-01-03 ind_holding_companies 0.0001 -0.0065 -0.0000 tilt_INDUSTRY
2025-01-02 2025-01-03 linearCost NaN NaN -0.0003 cost
2025-01-02 2025-01-03 sbeta_market 0.0205 -0.0144 -0.0003 risk_exposure
2025-01-02 2025-01-03 size_MICRO -0.0040 -0.0058 0.0000 tilt_SIZE
2025-01-02 2025-01-03 ind_food_drug_retail -0.0606 -0.0047 0.0003 tilt_INDUSTRY
2025-01-02 2025-01-03 ind_containers_packaging -0.0181 -0.0072 0.0001 tilt_INDUSTRY
2025-01-02 2025-01-03 ind_electronic_equipment -0.0098 -0.0007 0.0000 tilt_INDUSTRY
2025-01-02 2025-01-03 ind_metals_mining -0.0333 0.0108 -0.0004 tilt_INDUSTRY
2025-01-02 2025-01-03 bcost NaN NaN -0.0003 cost
2025-01-02 2025-01-03 fmom 1.3110 0.0005 0.0006 alpha_QUALITY
2025-01-02 2025-01-03 ind_insurance 0.1117 -0.0002 -0.0000 tilt_INDUSTRY
2025-01-02 2025-01-03 ind_biotechnology -0.0096 0.0032 -0.0000 tilt_INDUSTRY
2025-01-02 2025-01-03 ind_reits 0.0085 0.0000 0.0000 tilt_INDUSTRY
2025-01-02 2025-01-03 ind_healthcare_equipment_supplies -0.0245 0.0068 -0.0002 tilt_INDUSTRY
2025-01-02 2025-01-03 linkage 1.1206 -0.0003 -0.0003 alpha_MOMENTUM
2025-01-02 2025-01-03 ind_aerospace_defense 0.0211 -0.0088 -0.0002 tilt_INDUSTRY
2025-01-02 2025-01-03 market -0.0170 0.0048 -0.0001 risk_exposure
2025-01-02 2025-01-03 ind_software_it_services 0.0947 -0.0098 -0.0009 tilt_INDUSTRY
2025-01-02 2025-01-03 ind_commercial_services_supplies 0.0050 -0.0021 -0.0000 tilt_INDUSTRY
2025-01-02 2025-01-03 ind_multiline_utilities -0.0098 -0.0017 0.0000 tilt_INDUSTRY
2025-01-02 2025-01-03 ind_banking_services 0.0277 -0.0026 -0.0001 tilt_INDUSTRY
2025-01-02 2025-01-03 ind_integrated_hardware_software 0.0094 -0.0206 -0.0002 tilt_INDUSTRY
2025-01-02 2025-01-03 ind_real_estate_operations 0.0081 0.0021 0.0000 tilt_INDUSTRY
2025-01-02 2025-01-03 ind_consumer_goods_conglomerates 0.0206 -0.0021 -0.0000 tilt_INDUSTRY
2025-01-02 2025-01-03 ind_construction_engineering -0.0933 -0.0015 0.0001 tilt_INDUSTRY
2025-01-02 2025-01-03 country_TH -0.0960 0.0003 -0.0000 tilt_COUNTRY
2025-01-02 2025-01-03 country_TW -0.0414 0.0018 -0.0001 tilt_COUNTRY
2025-01-02 2025-01-03 impactCost NaN NaN -0.0001 cost
2025-01-03 2025-01-06 ind_consumer_goods_conglomerates 0.0214 0.0067 0.0001 tilt_INDUSTRY
2025-01-03 2025-01-06 quality 3.3997 0.0001 0.0002 alpha_QUALITY
2025-01-03 2025-01-06 country_ID 0.0132 -0.0156 -0.0002 tilt_COUNTRY
2025-01-03 2025-01-06 ind_electric_utilities_ipps 0.0186 -0.0026 -0.0000 tilt_INDUSTRY
2025-01-03 2025-01-06 ind_electronic_equipment -0.0106 -0.0039 0.0000 tilt_INDUSTRY
2025-01-03 2025-01-06 ind_oil_gas_equipment_services -0.0130 0.0051 -0.0001 tilt_INDUSTRY
2025-01-03 2025-01-06 value_gc 1.2414 -0.0005 -0.0007 alpha_VALUE
2025-01-03 2025-01-06 country_AU -0.1007 0.0010 -0.0001 tilt_COUNTRY
2025-01-03 2025-01-06 bcost NaN NaN -0.0009 cost
2025-01-03 2025-01-06 country_NZ -0.0186 -0.0001 0.0000 tilt_COUNTRY
2025-01-03 2025-01-06 ind_automobile 0.0131 -0.0009 -0.0000 tilt_INDUSTRY
2025-01-03 2025-01-06 ind_integrated_hardware_software 0.0104 -0.0066 -0.0001 tilt_INDUSTRY
2025-01-03 2025-01-06 ind_semiconductors -0.0356 0.0018 -0.0001 tilt_INDUSTRY
2025-01-03 2025-01-06 country_TH -0.0957 -0.0087 0.0008 tilt_COUNTRY
2025-01-03 2025-01-06 momentum 0.3454 -0.0004 -0.0001 alpha_MOMENTUM
2025-01-03 2025-01-06 ind_investment_services 0.1235 0.0018 0.0002 tilt_INDUSTRY
2025-01-03 2025-01-06 market -0.0289 -0.0014 0.0000 risk_exposure
2025-01-03 2025-01-06 ind_uranium -0.0003 0.0470 -0.0000 tilt_INDUSTRY
2025-01-03 2025-01-06 ind_passenger_transportation 0.0604 -0.0047 -0.0003 tilt_INDUSTRY
2025-01-03 2025-01-06 ind_household_goods -0.0532 0.0030 -0.0002 tilt_INDUSTRY
2025-01-03 2025-01-06 country_CN 0.0984 0.0031 0.0003 tilt_COUNTRY
2025-01-03 2025-01-06 size_MID -0.0949 -0.0005 0.0000 tilt_SIZE
2025-01-03 2025-01-06 country_IN 0.0721 -0.0273 -0.0020 tilt_COUNTRY
2025-01-03 2025-01-06 ind_renewable_energy 0.0271 0.0066 0.0002 tilt_INDUSTRY
2025-01-03 2025-01-06 value_liq 0.5436 0.0012 0.0006 alpha_VALUE
2025-01-03 2025-01-06 ind_holding_companies 0.0002 -0.0056 -0.0000 tilt_INDUSTRY
2025-01-03 2025-01-06 linearCost NaN NaN -0.0002 cost
2025-01-03 2025-01-06 size_MICRO -0.0053 -0.0035 0.0000 tilt_SIZE
2025-01-03 2025-01-06 ind_computers_phones_household_electronics -0.0028 -0.0010 0.0000 tilt_INDUSTRY
2025-01-03 2025-01-06 sbeta_market 0.0174 -0.0022 -0.0000 risk_exposure
2025-01-03 2025-01-06 sdiscrepancy NaN NaN 0.0000 unexplained
2025-01-03 2025-01-06 ind_beverages -0.0883 -0.0230 0.0020 tilt_INDUSTRY
2025-01-03 2025-01-06 ind_textiles_apparel -0.0309 0.0032 -0.0001 tilt_INDUSTRY
2025-01-03 2025-01-06 country_JP -0.0730 -0.0070 0.0005 tilt_COUNTRY
2025-01-03 2025-01-06 ind_freight_logistics 0.0469 0.0024 0.0001 tilt_INDUSTRY
2025-01-03 2025-01-06 country_HK 0.0869 -0.0002 -0.0000 tilt_COUNTRY
2025-01-03 2025-01-06 ind_metals_mining -0.0245 0.0036 -0.0001 tilt_INDUSTRY
2025-01-03 2025-01-06 neglect 1.1396 -0.0008 -0.0009 alpha_VALUE
2025-01-03 2025-01-06 ind_office_equipment 0.0008 -0.0130 -0.0000 tilt_INDUSTRY
2025-01-03 2025-01-06 country_PH 0.0011 0.0061 0.0000 tilt_COUNTRY
2025-01-03 2025-01-06 size_SMALL -0.0010 -0.0006 0.0000 tilt_SIZE
2025-01-03 2025-01-06 country_TW -0.0456 0.0168 -0.0008 tilt_COUNTRY
2025-01-03 2025-01-06 ind_healthcare_providers_services -0.0414 0.0030 -0.0001 tilt_INDUSTRY
2025-01-03 2025-01-06 ind_multiline_utilities -0.0104 -0.0014 0.0000 tilt_INDUSTRY
2025-01-03 2025-01-06 ind_commercial_services_supplies 0.0046 -0.0038 -0.0000 tilt_INDUSTRY
2025-01-03 2025-01-06 ind_aerospace_defense 0.0207 -0.0059 -0.0001 tilt_INDUSTRY
2025-01-03 2025-01-06 ind_telecommunications_serices 0.0166 -0.0060 -0.0001 tilt_INDUSTRY
2025-01-03 2025-01-06 ind_insurance 0.1114 0.0000 0.0000 tilt_INDUSTRY
2025-01-03 2025-01-06 ind_pharmaceuticals -0.0343 0.0108 -0.0004 tilt_INDUSTRY
2025-01-03 2025-01-06 ind_reits 0.0083 0.0000 0.0000 tilt_INDUSTRY
2025-01-03 2025-01-06 impactCost NaN NaN -0.0002 cost
2025-01-03 2025-01-06 stability 4.8802 0.0000 0.0002 alpha_QUALITY
2025-01-03 2025-01-06 ind_real_estate_operations 0.0083 -0.0015 -0.0000 tilt_INDUSTRY
2025-01-03 2025-01-06 size_LARGE 0.0723 0.0018 0.0001 tilt_SIZE
2025-01-03 2025-01-06 ind_food_drug_retail -0.0605 -0.0030 0.0002 tilt_INDUSTRY
2025-01-03 2025-01-06 ind_industrial_distribution -0.0052 0.0030 -0.0000 tilt_INDUSTRY
2025-01-03 2025-01-06 reversal 0.8541 -0.0011 -0.0009 alpha_REVERSAL
2025-01-03 2025-01-06 ind_diversified_retail -0.0041 -0.0024 0.0000 tilt_INDUSTRY
2025-01-03 2025-01-06 ind_paper_forestry -0.0106 -0.0010 0.0000 tilt_INDUSTRY
2025-01-03 2025-01-06 specret NaN NaN 0.0003 unexplained
2025-01-03 2025-01-06 ind_chemicals -0.0214 0.0058 -0.0001 tilt_INDUSTRY
2025-01-03 2025-01-06 ind_construction_materials -0.0190 0.0026 -0.0000 tilt_INDUSTRY
2025-01-03 2025-01-06 ind_natural_gas_utilities -0.0074 0.0005 -0.0000 tilt_INDUSTRY
2025-01-03 2025-01-06 country_KR 0.0000 0.0148 0.0000 tilt_COUNTRY
2025-01-03 2025-01-06 ind_transportation_infrastructure 0.0001 0.0026 0.0000 tilt_INDUSTRY
2025-01-03 2025-01-06 ind_leisure_products -0.0144 -0.0045 0.0001 tilt_INDUSTRY
2025-01-03 2025-01-06 fcost NaN NaN -0.0001 cost
2025-01-03 2025-01-06 ind_food_tobacco 0.1459 -0.0051 -0.0007 tilt_INDUSTRY
2025-01-03 2025-01-06 revision 0.9917 -0.0003 -0.0003 alpha_REVISION
2025-01-03 2025-01-06 ind_coal -0.0367 -0.0017 0.0001 tilt_INDUSTRY
2025-01-03 2025-01-06 ind_hotels_entertainment -0.0540 -0.0030 0.0002 tilt_INDUSTRY
2025-01-03 2025-01-06 country_XH -0.0137 0.0019 -0.0000 tilt_COUNTRY
2025-01-03 2025-01-06 country_SG 0.0313 0.0053 0.0002 tilt_COUNTRY
2025-01-03 2025-01-06 ind_containers_packaging -0.0180 -0.0030 0.0001 tilt_INDUSTRY
2025-01-03 2025-01-06 ind_fintech 0.0092 -0.0127 -0.0001 tilt_INDUSTRY
2025-01-03 2025-01-06 ind_construction_engineering -0.0917 0.0003 -0.0000 tilt_INDUSTRY
2025-01-03 2025-01-06 ind_household_products_services -0.0300 -0.0054 0.0002 tilt_INDUSTRY
2025-01-03 2025-01-06 ind_media_publishing -0.0093 -0.0094 0.0001 tilt_INDUSTRY
2025-01-03 2025-01-06 country_MY 0.0153 -0.0009 -0.0000 tilt_COUNTRY
2025-01-03 2025-01-06 fmom 1.3214 -0.0002 -0.0003 alpha_QUALITY
2025-01-03 2025-01-06 linkage 1.1440 -0.0008 -0.0009 alpha_MOMENTUM
2025-01-03 2025-01-06 ind_banking_services 0.0023 0.0031 0.0000 tilt_INDUSTRY
2025-01-03 2025-01-06 ind_healthcare_equipment_supplies -0.0226 0.0064 -0.0001 tilt_INDUSTRY
2025-01-03 2025-01-06 ind_biotechnology -0.0100 0.0000 -0.0000 tilt_INDUSTRY
2025-01-03 2025-01-06 ind_specialty_reatil -0.0039 -0.0008 0.0000 tilt_INDUSTRY
2025-01-03 2025-01-06 ind_software_it_services 0.0959 -0.0042 -0.0004 tilt_INDUSTRY
2025-01-03 2025-01-06 ind_homebuilding_building_products 0.0008 0.0005 0.0000 tilt_INDUSTRY
2025-01-03 2025-01-06 pdiscrepancy NaN NaN -0.0000 unexplained
2025-01-03 2025-01-06 ind_oil_gas -0.0525 0.0011 -0.0001 tilt_INDUSTRY
2025-01-03 2025-01-06 ind_water_utilities -0.0049 -0.0006 0.0000 tilt_INDUSTRY
2025-01-03 2025-01-06 ind_machinery 0.0476 -0.0010 -0.0000 tilt_INDUSTRY
2025-01-03 2025-01-06 ind_communications_equipment -0.0019 -0.0091 0.0000 tilt_INDUSTRY
2025-01-06 2025-01-07 ind_diversified_retail -0.0030 -0.0043 0.0000 tilt_INDUSTRY
2025-01-06 2025-01-07 stability 4.9135 -0.0004 -0.0017 alpha_QUALITY
2025-01-06 2025-01-07 country_NZ -0.0186 0.0029 -0.0001 tilt_COUNTRY
2025-01-06 2025-01-07 country_XH -0.0081 -0.0124 0.0001 tilt_COUNTRY
2025-01-06 2025-01-07 country_TW -0.0475 -0.0069 0.0003 tilt_COUNTRY
2025-01-06 2025-01-07 revision 1.0006 0.0009 0.0009 alpha_REVISION
2025-01-06 2025-01-07 country_KR 0.0000 -0.0018 0.0000 tilt_COUNTRY
2025-01-06 2025-01-07 ind_paper_forestry -0.0102 -0.0064 0.0001 tilt_INDUSTRY
2025-01-06 2025-01-07 ind_water_utilities -0.0047 -0.0151 0.0001 tilt_INDUSTRY
2025-01-06 2025-01-07 ind_electric_utilities_ipps 0.0224 -0.0084 -0.0002 tilt_INDUSTRY
2025-01-06 2025-01-07 ind_household_products_services -0.0294 -0.0026 0.0001 tilt_INDUSTRY
2025-01-06 2025-01-07 ind_industrial_distribution -0.0047 -0.0081 0.0000 tilt_INDUSTRY
2025-01-06 2025-01-07 ind_containers_packaging -0.0179 0.0011 -0.0000 tilt_INDUSTRY
2025-01-06 2025-01-07 linearCost NaN NaN -0.0002 cost
2025-01-06 2025-01-07 ind_renewable_energy 0.0273 -0.0101 -0.0003 tilt_INDUSTRY
2025-01-06 2025-01-07 ind_oil_gas_equipment_services -0.0131 -0.0021 0.0000 tilt_INDUSTRY
2025-01-06 2025-01-07 ind_freight_logistics 0.0425 -0.0080 -0.0003 tilt_INDUSTRY
2025-01-06 2025-01-07 size_LARGE 0.0659 -0.0004 -0.0000 tilt_SIZE
2025-01-06 2025-01-07 ind_insurance 0.1160 -0.0041 -0.0005 tilt_INDUSTRY
2025-01-06 2025-01-07 ind_integrated_hardware_software 0.0112 0.0122 0.0001 tilt_INDUSTRY
2025-01-06 2025-01-07 linkage 1.1943 -0.0003 -0.0003 alpha_MOMENTUM
2025-01-06 2025-01-07 ind_chemicals -0.0251 -0.0025 0.0001 tilt_INDUSTRY
2025-01-06 2025-01-07 country_CN 0.0889 -0.0008 -0.0001 tilt_COUNTRY
2025-01-06 2025-01-07 value_liq 0.5267 -0.0027 -0.0014 alpha_VALUE
2025-01-06 2025-01-07 ind_holding_companies 0.0001 -0.0020 -0.0000 tilt_INDUSTRY
2025-01-06 2025-01-07 size_MID -0.0921 -0.0007 0.0001 tilt_SIZE
2025-01-06 2025-01-07 size_MICRO -0.0057 0.0044 -0.0000 tilt_SIZE
2025-01-06 2025-01-07 ind_metals_mining -0.0107 -0.0014 0.0000 tilt_INDUSTRY
2025-01-06 2025-01-07 ind_textiles_apparel -0.0328 0.0020 -0.0001 tilt_INDUSTRY
2025-01-06 2025-01-07 country_HK 0.0755 -0.0078 -0.0006 tilt_COUNTRY
2025-01-06 2025-01-07 neglect 1.1829 0.0002 0.0003 alpha_VALUE
2025-01-06 2025-01-07 ind_computers_phones_household_electronics -0.0029 0.0069 -0.0000 tilt_INDUSTRY
2025-01-06 2025-01-07 ind_healthcare_equipment_supplies -0.0177 -0.0130 0.0002 tilt_INDUSTRY
2025-01-06 2025-01-07 country_TH -0.0972 0.0152 -0.0015 tilt_COUNTRY
2025-01-06 2025-01-07 country_MY 0.0150 0.0021 0.0000 tilt_COUNTRY
2025-01-06 2025-01-07 fmom 1.3078 0.0006 0.0008 alpha_QUALITY
2025-01-06 2025-01-07 ind_software_it_services 0.0909 0.0019 0.0002 tilt_INDUSTRY
2025-01-06 2025-01-07 ind_banking_services -0.0364 0.0017 -0.0001 tilt_INDUSTRY
2025-01-06 2025-01-07 ind_biotechnology -0.0103 -0.0090 0.0001 tilt_INDUSTRY
2025-01-06 2025-01-07 ind_homebuilding_building_products 0.0016 -0.0066 -0.0000 tilt_INDUSTRY
2025-01-06 2025-01-07 ind_oil_gas -0.0451 -0.0027 0.0001 tilt_INDUSTRY
2025-01-06 2025-01-07 ind_beverages -0.0868 -0.0054 0.0005 tilt_INDUSTRY
2025-01-06 2025-01-07 ind_telecommunications_serices 0.0212 0.0011 0.0000 tilt_INDUSTRY
2025-01-06 2025-01-07 country_PH 0.0011 -0.0099 -0.0000 tilt_COUNTRY
2025-01-06 2025-01-07 ind_real_estate_operations 0.0079 -0.0062 -0.0000 tilt_INDUSTRY
2025-01-06 2025-01-07 ind_food_tobacco 0.1478 -0.0058 -0.0009 tilt_INDUSTRY
2025-01-06 2025-01-07 ind_natural_gas_utilities -0.0069 -0.0082 0.0001 tilt_INDUSTRY
2025-01-06 2025-01-07 pdiscrepancy NaN NaN -0.0000 unexplained
2025-01-06 2025-01-07 ind_specialty_reatil 0.0011 -0.0007 -0.0000 tilt_INDUSTRY
2025-01-06 2025-01-07 sdiscrepancy NaN NaN 0.0003 unexplained
2025-01-06 2025-01-07 reversal 0.9027 0.0031 0.0028 alpha_REVERSAL
2025-01-06 2025-01-07 country_JP -0.0600 0.0030 -0.0002 tilt_COUNTRY
2025-01-06 2025-01-07 ind_office_equipment 0.0008 0.0045 0.0000 tilt_INDUSTRY
2025-01-06 2025-01-07 country_IN 0.0777 0.0110 0.0009 tilt_COUNTRY
2025-01-06 2025-01-07 ind_pharmaceuticals -0.0283 -0.0153 0.0004 tilt_INDUSTRY
2025-01-06 2025-01-07 ind_healthcare_providers_services -0.0418 -0.0039 0.0002 tilt_INDUSTRY
2025-01-06 2025-01-07 ind_communications_equipment -0.0016 0.0090 -0.0000 tilt_INDUSTRY
2025-01-06 2025-01-07 size_SMALL -0.0033 0.0009 -0.0000 tilt_SIZE
2025-01-06 2025-01-07 ind_multiline_utilities -0.0107 -0.0018 0.0000 tilt_INDUSTRY
2025-01-06 2025-01-07 ind_commercial_services_supplies 0.0067 0.0034 0.0000 tilt_INDUSTRY
2025-01-06 2025-01-07 ind_aerospace_defense 0.0182 0.0065 0.0001 tilt_INDUSTRY
2025-01-06 2025-01-07 ind_food_drug_retail -0.0600 -0.0035 0.0002 tilt_INDUSTRY
2025-01-06 2025-01-07 ind_reits 0.0073 0.0000 0.0000 tilt_INDUSTRY
2025-01-06 2025-01-07 impactCost NaN NaN -0.0001 cost
2025-01-06 2025-01-07 ind_construction_engineering -0.0896 -0.0006 0.0001 tilt_INDUSTRY
2025-01-06 2025-01-07 ind_machinery 0.0416 0.0047 0.0002 tilt_INDUSTRY
2025-01-06 2025-01-07 ind_media_publishing -0.0091 -0.0000 0.0000 tilt_INDUSTRY
2025-01-06 2025-01-07 ind_transportation_infrastructure -0.0005 -0.0067 0.0000 tilt_INDUSTRY
2025-01-06 2025-01-07 ind_coal -0.0417 -0.0127 0.0005 tilt_INDUSTRY
2025-01-06 2025-01-07 ind_hotels_entertainment -0.0579 -0.0012 0.0001 tilt_INDUSTRY
2025-01-06 2025-01-07 sbeta_market 0.0136 0.0105 0.0001 risk_exposure
2025-01-06 2025-01-07 quality 3.4730 -0.0009 -0.0031 alpha_QUALITY
2025-01-06 2025-01-07 ind_passenger_transportation 0.0605 -0.0002 -0.0000 tilt_INDUSTRY
2025-01-06 2025-01-07 ind_fintech 0.0090 -0.0009 -0.0000 tilt_INDUSTRY
2025-01-06 2025-01-07 ind_consumer_goods_conglomerates 0.0220 -0.0019 -0.0000 tilt_INDUSTRY
2025-01-06 2025-01-07 fcost NaN NaN -0.0000 cost
2025-01-06 2025-01-07 ind_semiconductors -0.0365 0.0162 -0.0006 tilt_INDUSTRY
2025-01-06 2025-01-07 bcost NaN NaN -0.0003 cost
2025-01-06 2025-01-07 country_AU -0.1001 0.0064 -0.0006 tilt_COUNTRY
2025-01-06 2025-01-07 country_ID 0.0129 -0.0008 -0.0000 tilt_COUNTRY
2025-01-06 2025-01-07 ind_automobile 0.0166 0.0027 0.0000 tilt_INDUSTRY
2025-01-06 2025-01-07 market -0.0352 -0.0037 0.0001 risk_exposure
2025-01-06 2025-01-07 ind_household_goods -0.0518 0.0050 -0.0003 tilt_INDUSTRY
2025-01-06 2025-01-07 ind_investment_services 0.1244 0.0004 0.0001 tilt_INDUSTRY
2025-01-06 2025-01-07 ind_electronic_equipment -0.0141 0.0172 -0.0002 tilt_INDUSTRY
2025-01-06 2025-01-07 country_SG 0.0251 0.0012 0.0000 tilt_COUNTRY
2025-01-06 2025-01-07 ind_uranium -0.0002 -0.0032 0.0000 tilt_INDUSTRY
2025-01-06 2025-01-07 momentum 0.3078 0.0008 0.0003 alpha_MOMENTUM
2025-01-06 2025-01-07 ind_leisure_products -0.0121 -0.0007 0.0000 tilt_INDUSTRY
2025-01-06 2025-01-07 value_gc 1.2552 0.0005 0.0006 alpha_VALUE
2025-01-06 2025-01-07 ind_construction_materials -0.0186 -0.0026 0.0000 tilt_INDUSTRY
2025-01-06 2025-01-07 specret NaN NaN -0.0028 unexplained
2025-01-07 2025-01-08 fcost NaN NaN -0.0000 cost
2025-01-07 2025-01-08 ind_water_utilities -0.0046 -0.0021 0.0000 tilt_INDUSTRY
2025-01-07 2025-01-08 ind_multiline_utilities -0.0108 0.0014 -0.0000 tilt_INDUSTRY
2025-01-07 2025-01-08 size_SMALL 0.0011 -0.0004 -0.0000 tilt_SIZE
2025-01-07 2025-01-08 country_IN 0.0796 -0.0074 -0.0006 tilt_COUNTRY
2025-01-07 2025-01-08 ind_communications_equipment 0.0008 -0.0022 -0.0000 tilt_INDUSTRY
2025-01-07 2025-01-08 ind_integrated_hardware_software 0.0113 -0.0024 -0.0000 tilt_INDUSTRY
2025-01-07 2025-01-08 ind_oil_gas_equipment_services -0.0130 0.0015 -0.0000 tilt_INDUSTRY
2025-01-07 2025-01-08 country_ID 0.0139 -0.0048 -0.0001 tilt_COUNTRY
2025-01-07 2025-01-08 ind_office_equipment 0.0008 0.0009 0.0000 tilt_INDUSTRY
2025-01-07 2025-01-08 ind_oil_gas -0.0412 0.0078 -0.0003 tilt_INDUSTRY
2025-01-07 2025-01-08 country_JP -0.0542 -0.0030 0.0002 tilt_COUNTRY
2025-01-07 2025-01-08 stability 4.8623 0.0001 0.0005 alpha_QUALITY
2025-01-07 2025-01-08 ind_transportation_infrastructure -0.0022 -0.0009 0.0000 tilt_INDUSTRY
2025-01-07 2025-01-08 sdiscrepancy NaN NaN 0.0002 unexplained
2025-01-07 2025-01-08 ind_construction_engineering -0.0867 -0.0031 0.0003 tilt_INDUSTRY
2025-01-07 2025-01-08 country_NZ -0.0185 0.0074 -0.0001 tilt_COUNTRY
2025-01-07 2025-01-08 ind_specialty_reatil 0.0075 -0.0053 -0.0000 tilt_INDUSTRY
2025-01-07 2025-01-08 ind_automobile 0.0177 0.0042 0.0001 tilt_INDUSTRY
2025-01-07 2025-01-08 ind_investment_services 0.1224 -0.0040 -0.0005 tilt_INDUSTRY
2025-01-07 2025-01-08 ind_diversified_retail -0.0020 0.0028 -0.0000 tilt_INDUSTRY
2025-01-07 2025-01-08 ind_machinery 0.0533 0.0022 0.0001 tilt_INDUSTRY
2025-01-07 2025-01-08 ind_natural_gas_utilities -0.0065 -0.0008 0.0000 tilt_INDUSTRY
2025-01-07 2025-01-08 country_CN 0.1020 0.0021 0.0002 tilt_COUNTRY
2025-01-07 2025-01-08 country_TW -0.0484 -0.0015 0.0001 tilt_COUNTRY
2025-01-07 2025-01-08 ind_commercial_services_supplies 0.0111 -0.0017 -0.0000 tilt_INDUSTRY
2025-01-07 2025-01-08 country_KR 0.0000 0.0069 0.0000 tilt_COUNTRY
2025-01-07 2025-01-08 ind_media_publishing -0.0084 0.0037 -0.0000 tilt_INDUSTRY
2025-01-07 2025-01-08 ind_containers_packaging -0.0179 -0.0049 0.0001 tilt_INDUSTRY
2025-01-07 2025-01-08 ind_coal -0.0412 -0.0086 0.0004 tilt_INDUSTRY
2025-01-07 2025-01-08 ind_beverages -0.0898 0.0018 -0.0002 tilt_INDUSTRY
2025-01-07 2025-01-08 ind_metals_mining -0.0046 -0.0028 0.0000 tilt_INDUSTRY
2025-01-07 2025-01-08 quality 3.5039 0.0003 0.0011 alpha_QUALITY
2025-01-07 2025-01-08 sbeta_market 0.0238 -0.0050 -0.0001 risk_exposure
2025-01-07 2025-01-08 fmom 1.2919 0.0006 0.0008 alpha_QUALITY
2025-01-07 2025-01-08 size_MID -0.0916 -0.0004 0.0000 tilt_SIZE
2025-01-07 2025-01-08 linearCost NaN NaN -0.0001 cost
2025-01-07 2025-01-08 ind_computers_phones_household_electronics -0.0029 -0.0010 0.0000 tilt_INDUSTRY
2025-01-07 2025-01-08 ind_leisure_products -0.0100 0.0012 -0.0000 tilt_INDUSTRY
2025-01-07 2025-01-08 country_XH -0.0037 -0.0046 0.0000 tilt_COUNTRY
2025-01-07 2025-01-08 ind_real_estate_operations 0.0080 -0.0036 -0.0000 tilt_INDUSTRY
2025-01-07 2025-01-08 ind_freight_logistics 0.0366 0.0015 0.0001 tilt_INDUSTRY
2025-01-07 2025-01-08 ind_telecommunications_serices 0.0277 0.0022 0.0001 tilt_INDUSTRY
2025-01-07 2025-01-08 ind_software_it_services 0.0858 -0.0012 -0.0001 tilt_INDUSTRY
2025-01-07 2025-01-08 ind_construction_materials -0.0181 -0.0003 0.0000 tilt_INDUSTRY
2025-01-07 2025-01-08 ind_uranium -0.0001 -0.0492 0.0000 tilt_INDUSTRY
2025-01-07 2025-01-08 country_HK 0.0650 -0.0026 -0.0002 tilt_COUNTRY
2025-01-07 2025-01-08 size_LARGE 0.0707 0.0006 0.0000 tilt_SIZE
2025-01-07 2025-01-08 ind_consumer_goods_conglomerates 0.0228 -0.0060 -0.0001 tilt_INDUSTRY
2025-01-07 2025-01-08 impactCost NaN NaN -0.0001 cost
2025-01-07 2025-01-08 ind_insurance 0.1136 0.0016 0.0002 tilt_INDUSTRY
2025-01-07 2025-01-08 ind_aerospace_defense 0.0138 -0.0052 -0.0001 tilt_INDUSTRY
2025-01-07 2025-01-08 ind_semiconductors -0.0380 0.0021 -0.0001 tilt_INDUSTRY
2025-01-07 2025-01-08 ind_textiles_apparel -0.0333 -0.0007 0.0000 tilt_INDUSTRY
2025-01-07 2025-01-08 specret NaN NaN 0.0033 unexplained
2025-01-07 2025-01-08 ind_food_tobacco 0.1478 -0.0024 -0.0004 tilt_INDUSTRY
2025-01-07 2025-01-08 neglect 1.1394 0.0007 0.0008 alpha_VALUE
2025-01-07 2025-01-08 ind_healthcare_equipment_supplies -0.0147 -0.0010 0.0000 tilt_INDUSTRY
2025-01-07 2025-01-08 revision 1.0140 0.0006 0.0006 alpha_REVISION
2025-01-07 2025-01-08 reversal 0.8956 -0.0007 -0.0007 alpha_REVERSAL
2025-01-07 2025-01-08 ind_passenger_transportation 0.0605 -0.0039 -0.0002 tilt_INDUSTRY
2025-01-07 2025-01-08 size_MICRO -0.0049 0.0076 -0.0000 tilt_SIZE
2025-01-07 2025-01-08 ind_homebuilding_building_products 0.0021 -0.0032 -0.0000 tilt_INDUSTRY
2025-01-07 2025-01-08 ind_electric_utilities_ipps 0.0243 0.0022 0.0001 tilt_INDUSTRY
2025-01-07 2025-01-08 bcost NaN NaN -0.0003 cost
2025-01-07 2025-01-08 ind_holding_companies 0.0000 -0.0041 0.0000 tilt_INDUSTRY
2025-01-07 2025-01-08 country_MY 0.0147 -0.0087 -0.0001 tilt_COUNTRY
2025-01-07 2025-01-08 ind_renewable_energy 0.0267 0.0057 0.0002 tilt_INDUSTRY
2025-01-07 2025-01-08 ind_biotechnology -0.0104 -0.0070 0.0001 tilt_INDUSTRY
2025-01-07 2025-01-08 ind_industrial_distribution -0.0042 -0.0026 0.0000 tilt_INDUSTRY
2025-01-07 2025-01-08 ind_banking_services -0.0455 0.0067 -0.0003 tilt_INDUSTRY
2025-01-07 2025-01-08 value_liq 0.5053 -0.0006 -0.0003 alpha_VALUE
2025-01-07 2025-01-08 country_AU -0.0998 0.0088 -0.0009 tilt_COUNTRY
2025-01-07 2025-01-08 country_PH 0.0010 -0.0082 -0.0000 tilt_COUNTRY
2025-01-07 2025-01-08 ind_hotels_entertainment -0.0602 -0.0083 0.0005 tilt_INDUSTRY
2025-01-07 2025-01-08 ind_household_products_services -0.0276 0.0002 -0.0000 tilt_INDUSTRY
2025-01-07 2025-01-08 ind_fintech 0.0089 -0.0034 -0.0000 tilt_INDUSTRY
2025-01-07 2025-01-08 value_gc 1.2372 0.0007 0.0008 alpha_VALUE
2025-01-07 2025-01-08 ind_chemicals -0.0306 -0.0041 0.0001 tilt_INDUSTRY
2025-01-07 2025-01-08 linkage 1.1953 0.0002 0.0002 alpha_MOMENTUM
2025-01-07 2025-01-08 ind_pharmaceuticals -0.0289 -0.0038 0.0001 tilt_INDUSTRY
2025-01-07 2025-01-08 ind_healthcare_providers_services -0.0418 -0.0023 0.0001 tilt_INDUSTRY
2025-01-07 2025-01-08 momentum 0.2962 0.0000 0.0000 alpha_MOMENTUM
2025-01-07 2025-01-08 country_TH -0.0984 -0.0066 0.0007 tilt_COUNTRY
2025-01-07 2025-01-08 ind_reits 0.0057 0.0000 0.0000 tilt_INDUSTRY
2025-01-07 2025-01-08 ind_electronic_equipment -0.0173 -0.0044 0.0001 tilt_INDUSTRY
2025-01-07 2025-01-08 country_SG 0.0222 0.0088 0.0002 tilt_COUNTRY
2025-01-07 2025-01-08 ind_household_goods -0.0516 0.0210 -0.0011 tilt_INDUSTRY
2025-01-07 2025-01-08 ind_paper_forestry -0.0100 -0.0043 0.0000 tilt_INDUSTRY
2025-01-07 2025-01-08 market -0.0247 0.0003 -0.0000 risk_exposure
2025-01-07 2025-01-08 pdiscrepancy NaN NaN -0.0000 unexplained
2025-01-07 2025-01-08 ind_food_drug_retail -0.0598 0.0008 -0.0000 tilt_INDUSTRY
2025-01-08 2025-01-09 ind_healthcare_equipment_supplies -0.0150 -0.0060 0.0001 tilt_INDUSTRY
2025-01-08 2025-01-09 country_CN 0.1128 0.0009 0.0001 tilt_COUNTRY
2025-01-08 2025-01-09 size_MICRO -0.0032 -0.0019 0.0000 tilt_SIZE
2025-01-08 2025-01-09 size_MID -0.0887 0.0004 -0.0000 tilt_SIZE
2025-01-08 2025-01-09 country_TH -0.0966 -0.0121 0.0012 tilt_COUNTRY
2025-01-08 2025-01-09 ind_computers_phones_household_electronics -0.0023 0.0010 -0.0000 tilt_INDUSTRY
2025-01-08 2025-01-09 ind_electric_utilities_ipps 0.0244 -0.0060 -0.0001 tilt_INDUSTRY
2025-01-08 2025-01-09 ind_oil_gas_equipment_services -0.0126 -0.0207 0.0003 tilt_INDUSTRY
2025-01-08 2025-01-09 linkage 1.1412 0.0001 0.0001 alpha_MOMENTUM
2025-01-08 2025-01-09 ind_food_tobacco 0.1479 0.0035 0.0005 tilt_INDUSTRY
2025-01-08 2025-01-09 ind_water_utilities -0.0045 -0.0076 0.0000 tilt_INDUSTRY
2025-01-08 2025-01-09 ind_food_drug_retail -0.0599 0.0022 -0.0001 tilt_INDUSTRY
2025-01-08 2025-01-09 ind_aerospace_defense 0.0119 0.0159 0.0002 tilt_INDUSTRY
2025-01-08 2025-01-09 impactCost NaN NaN -0.0001 cost
2025-01-08 2025-01-09 country_KR 0.0000 0.0100 0.0000 tilt_COUNTRY
2025-01-08 2025-01-09 value_liq 0.4866 -0.0014 -0.0007 alpha_VALUE
2025-01-08 2025-01-09 ind_paper_forestry -0.0103 0.0007 -0.0000 tilt_INDUSTRY
2025-01-08 2025-01-09 revision 1.0488 0.0015 0.0016 alpha_REVISION
2025-01-08 2025-01-09 country_HK 0.0582 0.0034 0.0002 tilt_COUNTRY
2025-01-08 2025-01-09 country_XH -0.0009 0.0039 -0.0000 tilt_COUNTRY
2025-01-08 2025-01-09 country_NZ -0.0186 0.0051 -0.0001 tilt_COUNTRY
2025-01-08 2025-01-09 country_PH 0.0010 0.0127 0.0000 tilt_COUNTRY
2025-01-08 2025-01-09 ind_integrated_hardware_software 0.0116 0.0103 0.0001 tilt_INDUSTRY
2025-01-08 2025-01-09 ind_telecommunications_serices 0.0302 0.0088 0.0003 tilt_INDUSTRY
2025-01-08 2025-01-09 ind_reits 0.0045 0.0000 0.0000 tilt_INDUSTRY
2025-01-08 2025-01-09 ind_metals_mining -0.0042 0.0024 -0.0000 tilt_INDUSTRY
2025-01-08 2025-01-09 ind_chemicals -0.0352 0.0051 -0.0002 tilt_INDUSTRY
2025-01-08 2025-01-09 ind_holding_companies 0.0000 -0.0007 0.0000 tilt_INDUSTRY
2025-01-08 2025-01-09 ind_passenger_transportation 0.0604 0.0013 0.0001 tilt_INDUSTRY
2025-01-08 2025-01-09 ind_oil_gas -0.0366 -0.0038 0.0001 tilt_INDUSTRY
2025-01-08 2025-01-09 sbeta_market 0.0322 0.0061 0.0002 risk_exposure
2025-01-08 2025-01-09 ind_hotels_entertainment -0.0616 -0.0015 0.0001 tilt_INDUSTRY
2025-01-08 2025-01-09 ind_construction_engineering -0.0816 -0.0027 0.0002 tilt_INDUSTRY
2025-01-08 2025-01-09 ind_coal -0.0410 -0.0126 0.0005 tilt_INDUSTRY
2025-01-08 2025-01-09 ind_machinery 0.0669 -0.0007 -0.0000 tilt_INDUSTRY
2025-01-08 2025-01-09 ind_homebuilding_building_products 0.0024 -0.0054 -0.0000 tilt_INDUSTRY
2025-01-08 2025-01-09 quality 3.4992 -0.0001 -0.0005 alpha_QUALITY
2025-01-08 2025-01-09 country_SG 0.0172 0.0013 0.0000 tilt_COUNTRY
2025-01-08 2025-01-09 fcost NaN NaN -0.0000 cost
2025-01-08 2025-01-09 ind_transportation_infrastructure -0.0033 -0.0011 0.0000 tilt_INDUSTRY
2025-01-08 2025-01-09 momentum 0.2910 -0.0006 -0.0002 alpha_MOMENTUM
2025-01-08 2025-01-09 ind_leisure_products -0.0087 -0.0025 0.0000 tilt_INDUSTRY
2025-01-08 2025-01-09 value_gc 1.2306 -0.0001 -0.0001 alpha_VALUE
2025-01-08 2025-01-09 specret NaN NaN -0.0030 unexplained
2025-01-08 2025-01-09 ind_fintech 0.0082 -0.0048 -0.0000 tilt_INDUSTRY
2025-01-08 2025-01-09 ind_uranium 0.0000 -0.0362 0.0000 tilt_INDUSTRY
2025-01-08 2025-01-09 ind_textiles_apparel -0.0319 -0.0033 0.0001 tilt_INDUSTRY
2025-01-08 2025-01-09 bcost NaN NaN -0.0003 cost
2025-01-08 2025-01-09 ind_household_goods -0.0516 0.0004 -0.0000 tilt_INDUSTRY
2025-01-08 2025-01-09 ind_investment_services 0.1186 -0.0045 -0.0005 tilt_INDUSTRY
2025-01-08 2025-01-09 ind_automobile 0.0166 -0.0016 -0.0000 tilt_INDUSTRY
2025-01-08 2025-01-09 market -0.0163 -0.0117 0.0002 risk_exposure
2025-01-08 2025-01-09 neglect 1.0536 -0.0002 -0.0002 alpha_VALUE
2025-01-08 2025-01-09 ind_media_publishing -0.0072 -0.0002 0.0000 tilt_INDUSTRY
2025-01-08 2025-01-09 country_ID 0.0149 0.0052 0.0001 tilt_COUNTRY
2025-01-08 2025-01-09 country_MY 0.0133 -0.0007 -0.0000 tilt_COUNTRY
2025-01-08 2025-01-09 fmom 1.2882 0.0002 0.0002 alpha_QUALITY
2025-01-08 2025-01-09 country_AU -0.0980 0.0049 -0.0005 tilt_COUNTRY
2025-01-08 2025-01-09 ind_electronic_equipment -0.0188 0.0025 -0.0000 tilt_INDUSTRY
2025-01-08 2025-01-09 ind_semiconductors -0.0460 -0.0026 0.0001 tilt_INDUSTRY
2025-01-08 2025-01-09 ind_software_it_services 0.0723 0.0046 0.0003 tilt_INDUSTRY
2025-01-08 2025-01-09 ind_banking_services -0.0388 0.0011 -0.0000 tilt_INDUSTRY
2025-01-08 2025-01-09 ind_consumer_goods_conglomerates 0.0237 -0.0063 -0.0001 tilt_INDUSTRY
2025-01-08 2025-01-09 ind_biotechnology -0.0106 0.0013 -0.0000 tilt_INDUSTRY
2025-01-08 2025-01-09 ind_beverages -0.0904 0.0031 -0.0003 tilt_INDUSTRY
2025-01-08 2025-01-09 ind_real_estate_operations 0.0086 -0.0011 -0.0000 tilt_INDUSTRY
2025-01-08 2025-01-09 ind_household_products_services -0.0260 0.0019 -0.0000 tilt_INDUSTRY
2025-01-08 2025-01-09 ind_construction_materials -0.0176 0.0017 -0.0000 tilt_INDUSTRY
2025-01-08 2025-01-09 ind_containers_packaging -0.0177 -0.0067 0.0001 tilt_INDUSTRY
2025-01-08 2025-01-09 ind_industrial_distribution -0.0038 -0.0155 0.0001 tilt_INDUSTRY
2025-01-08 2025-01-09 size_SMALL 0.0037 0.0000 0.0000 tilt_SIZE
2025-01-08 2025-01-09 linearCost NaN NaN -0.0001 cost
2025-01-08 2025-01-09 ind_healthcare_providers_services -0.0408 -0.0027 0.0001 tilt_INDUSTRY
2025-01-08 2025-01-09 reversal 1.0142 0.0014 0.0014 alpha_REVERSAL
2025-01-08 2025-01-09 stability 4.7871 0.0009 0.0041 alpha_QUALITY
2025-01-08 2025-01-09 ind_renewable_energy 0.0260 -0.0046 -0.0001 tilt_INDUSTRY
2025-01-08 2025-01-09 ind_office_equipment 0.0008 0.0028 0.0000 tilt_INDUSTRY
2025-01-08 2025-01-09 sdiscrepancy NaN NaN 0.0001 unexplained
2025-01-08 2025-01-09 ind_freight_logistics 0.0330 -0.0096 -0.0003 tilt_INDUSTRY
2025-01-08 2025-01-09 ind_multiline_utilities -0.0105 -0.0021 0.0000 tilt_INDUSTRY
2025-01-08 2025-01-09 country_JP -0.0519 -0.0028 0.0001 tilt_COUNTRY
2025-01-08 2025-01-09 country_TW -0.0463 -0.0132 0.0006 tilt_COUNTRY
2025-01-08 2025-01-09 country_IN 0.0788 -0.0011 -0.0001 tilt_COUNTRY
2025-01-08 2025-01-09 pdiscrepancy NaN NaN -0.0000 unexplained
2025-01-08 2025-01-09 ind_specialty_reatil 0.0093 0.0038 0.0000 tilt_INDUSTRY
2025-01-08 2025-01-09 size_LARGE 0.0719 -0.0005 -0.0000 tilt_SIZE
2025-01-08 2025-01-09 ind_communications_equipment 0.0028 0.0036 0.0000 tilt_INDUSTRY
2025-01-08 2025-01-09 ind_diversified_retail -0.0011 0.0040 -0.0000 tilt_INDUSTRY
2025-01-08 2025-01-09 ind_pharmaceuticals -0.0264 0.0003 -0.0000 tilt_INDUSTRY
2025-01-08 2025-01-09 ind_natural_gas_utilities -0.0061 -0.0014 0.0000 tilt_INDUSTRY
2025-01-08 2025-01-09 ind_commercial_services_supplies 0.0152 0.0022 0.0000 tilt_INDUSTRY
2025-01-08 2025-01-09 ind_insurance 0.1105 -0.0035 -0.0004 tilt_INDUSTRY
2025-01-09 2025-01-10 ind_real_estate_operations 0.0094 -0.0011 -0.0000 tilt_INDUSTRY
2025-01-09 2025-01-10 country_TW -0.0436 0.0034 -0.0001 tilt_COUNTRY
2025-01-09 2025-01-10 country_CN 0.1042 -0.0006 -0.0001 tilt_COUNTRY
2025-01-09 2025-01-10 ind_metals_mining -0.0039 0.0116 -0.0000 tilt_INDUSTRY
2025-01-09 2025-01-10 country_AU -0.0992 0.0011 -0.0001 tilt_COUNTRY
2025-01-09 2025-01-10 ind_software_it_services 0.0603 0.0003 0.0000 tilt_INDUSTRY
2025-01-09 2025-01-10 ind_banking_services -0.0305 -0.0032 0.0001 tilt_INDUSTRY
2025-01-09 2025-01-10 ind_pharmaceuticals -0.0267 -0.0016 0.0000 tilt_INDUSTRY
2025-01-09 2025-01-10 fmom 1.2740 0.0001 0.0001 alpha_QUALITY
2025-01-09 2025-01-10 country_JP -0.0457 0.0016 -0.0001 tilt_COUNTRY
2025-01-09 2025-01-10 ind_household_goods -0.0501 -0.0139 0.0007 tilt_INDUSTRY
2025-01-09 2025-01-10 ind_office_equipment 0.0008 -0.0068 -0.0000 tilt_INDUSTRY
2025-01-09 2025-01-10 country_ID 0.0147 0.0061 0.0001 tilt_COUNTRY
2025-01-09 2025-01-10 country_MY 0.0119 0.0048 0.0001 tilt_COUNTRY
2025-01-09 2025-01-10 ind_insurance 0.1100 -0.0052 -0.0006 tilt_INDUSTRY
2025-01-09 2025-01-10 ind_household_products_services -0.0255 -0.0023 0.0001 tilt_INDUSTRY
2025-01-09 2025-01-10 ind_investment_services 0.1158 0.0029 0.0003 tilt_INDUSTRY
2025-01-09 2025-01-10 neglect 0.9669 -0.0004 -0.0004 alpha_VALUE
2025-01-09 2025-01-10 ind_holding_companies 0.0000 0.0039 0.0000 tilt_INDUSTRY
2025-01-09 2025-01-10 market -0.0248 -0.0004 0.0000 risk_exposure
2025-01-09 2025-01-10 revision 0.9977 0.0013 0.0013 alpha_REVISION
2025-01-09 2025-01-10 ind_automobile 0.0127 0.0048 0.0001 tilt_INDUSTRY
2025-01-09 2025-01-10 size_MICRO -0.0026 -0.0052 0.0000 tilt_SIZE
2025-01-09 2025-01-10 ind_electronic_equipment -0.0157 -0.0034 0.0001 tilt_INDUSTRY
2025-01-09 2025-01-10 ind_industrial_distribution -0.0037 -0.0006 0.0000 tilt_INDUSTRY
2025-01-09 2025-01-10 reversal 0.9954 -0.0005 -0.0005 alpha_REVERSAL
2025-01-09 2025-01-10 quality 3.4966 0.0005 0.0018 alpha_QUALITY
2025-01-09 2025-01-10 ind_fintech 0.0072 0.0064 0.0000 tilt_INDUSTRY
2025-01-09 2025-01-10 pdiscrepancy NaN NaN -0.0000 unexplained
2025-01-09 2025-01-10 country_SG 0.0118 -0.0078 -0.0001 tilt_COUNTRY
2025-01-09 2025-01-10 ind_diversified_retail -0.0006 -0.0005 0.0000 tilt_INDUSTRY
2025-01-09 2025-01-10 ind_transportation_infrastructure -0.0048 0.0001 -0.0000 tilt_INDUSTRY
2025-01-09 2025-01-10 ind_machinery 0.0711 0.0035 0.0002 tilt_INDUSTRY
2025-01-09 2025-01-10 ind_natural_gas_utilities -0.0062 -0.0014 0.0000 tilt_INDUSTRY
2025-01-09 2025-01-10 ind_leisure_products -0.0085 0.0066 -0.0001 tilt_INDUSTRY
2025-01-09 2025-01-10 value_gc 1.2252 0.0004 0.0005 alpha_VALUE
2025-01-09 2025-01-10 ind_food_tobacco 0.1474 -0.0002 -0.0000 tilt_INDUSTRY
2025-01-09 2025-01-10 specret NaN NaN -0.0004 unexplained
2025-01-09 2025-01-10 fcost NaN NaN -0.0000 cost
2025-01-09 2025-01-10 ind_chemicals -0.0379 0.0015 -0.0001 tilt_INDUSTRY
2025-01-09 2025-01-10 momentum 0.2845 0.0008 0.0002 alpha_MOMENTUM
2025-01-09 2025-01-10 ind_semiconductors -0.0527 0.0028 -0.0001 tilt_INDUSTRY
2025-01-09 2025-01-10 ind_coal -0.0450 0.0000 -0.0000 tilt_INDUSTRY
2025-01-09 2025-01-10 ind_specialty_reatil 0.0051 0.0003 0.0000 tilt_INDUSTRY
2025-01-09 2025-01-10 ind_freight_logistics 0.0319 0.0001 0.0000 tilt_INDUSTRY
2025-01-09 2025-01-10 ind_consumer_goods_conglomerates 0.0237 -0.0048 -0.0001 tilt_INDUSTRY
2025-01-09 2025-01-10 ind_biotechnology -0.0099 0.0050 -0.0000 tilt_INDUSTRY
2025-01-09 2025-01-10 ind_beverages -0.0890 0.0043 -0.0004 tilt_INDUSTRY
2025-01-09 2025-01-10 ind_textiles_apparel -0.0337 -0.0016 0.0001 tilt_INDUSTRY
2025-01-09 2025-01-10 ind_uranium 0.0000 -0.0000 0.0000 tilt_INDUSTRY
2025-01-09 2025-01-10 ind_construction_engineering -0.0786 -0.0006 0.0000 tilt_INDUSTRY
2025-01-09 2025-01-10 stability 4.7385 0.0012 0.0056 alpha_QUALITY
2025-01-09 2025-01-10 sdiscrepancy NaN NaN -0.0001 unexplained
2025-01-09 2025-01-10 ind_passenger_transportation 0.0604 0.0013 0.0001 tilt_INDUSTRY
2025-01-09 2025-01-10 ind_homebuilding_building_products 0.0023 -0.0030 -0.0000 tilt_INDUSTRY
2025-01-09 2025-01-10 ind_oil_gas -0.0332 -0.0009 0.0000 tilt_INDUSTRY
2025-01-09 2025-01-10 sbeta_market 0.0268 -0.0134 -0.0004 risk_exposure
2025-01-09 2025-01-10 ind_hotels_entertainment -0.0631 -0.0047 0.0003 tilt_INDUSTRY
2025-01-09 2025-01-10 bcost NaN NaN -0.0003 cost
2025-01-09 2025-01-10 country_TH -0.0968 0.0076 -0.0007 tilt_COUNTRY
2025-01-09 2025-01-10 ind_media_publishing -0.0027 -0.0055 0.0000 tilt_INDUSTRY
2025-01-09 2025-01-10 country_NZ -0.0185 -0.0017 0.0000 tilt_COUNTRY
2025-01-09 2025-01-10 ind_oil_gas_equipment_services -0.0123 0.0032 -0.0000 tilt_INDUSTRY
2025-01-09 2025-01-10 ind_paper_forestry -0.0105 -0.0003 0.0000 tilt_INDUSTRY
2025-01-09 2025-01-10 ind_electric_utilities_ipps 0.0230 -0.0050 -0.0001 tilt_INDUSTRY
2025-01-09 2025-01-10 ind_telecommunications_serices 0.0302 -0.0029 -0.0001 tilt_INDUSTRY
2025-01-09 2025-01-10 country_KR 0.0000 0.0039 0.0000 tilt_COUNTRY
2025-01-09 2025-01-10 ind_commercial_services_supplies 0.0195 -0.0022 -0.0000 tilt_INDUSTRY
2025-01-09 2025-01-10 ind_water_utilities -0.0044 0.0059 -0.0000 tilt_INDUSTRY
2025-01-09 2025-01-10 country_PH 0.0010 0.0045 0.0000 tilt_COUNTRY
2025-01-09 2025-01-10 ind_healthcare_providers_services -0.0412 -0.0021 0.0001 tilt_INDUSTRY
2025-01-09 2025-01-10 size_SMALL -0.0016 -0.0024 0.0000 tilt_SIZE
2025-01-09 2025-01-10 country_IN 0.0777 -0.0154 -0.0012 tilt_COUNTRY
2025-01-09 2025-01-10 ind_reits 0.0039 0.0000 0.0000 tilt_INDUSTRY
2025-01-09 2025-01-10 ind_construction_materials -0.0169 -0.0028 0.0000 tilt_INDUSTRY
2025-01-09 2025-01-10 ind_food_drug_retail -0.0590 -0.0066 0.0004 tilt_INDUSTRY
2025-01-09 2025-01-10 size_MID -0.0885 0.0012 -0.0001 tilt_SIZE
2025-01-09 2025-01-10 value_liq 0.4840 0.0005 0.0002 alpha_VALUE
2025-01-09 2025-01-10 ind_integrated_hardware_software 0.0122 -0.0030 -0.0000 tilt_INDUSTRY
2025-01-09 2025-01-10 impactCost NaN NaN -0.0001 cost
2025-01-09 2025-01-10 ind_containers_packaging -0.0187 -0.0024 0.0000 tilt_INDUSTRY
2025-01-09 2025-01-10 country_HK 0.0573 0.0055 0.0003 tilt_COUNTRY
2025-01-09 2025-01-10 linearCost NaN NaN -0.0001 cost
2025-01-09 2025-01-10 ind_computers_phones_household_electronics -0.0013 -0.0064 0.0000 tilt_INDUSTRY
2025-01-09 2025-01-10 ind_renewable_energy 0.0254 -0.0109 -0.0003 tilt_INDUSTRY
2025-01-09 2025-01-10 ind_multiline_utilities -0.0107 -0.0010 0.0000 tilt_INDUSTRY
2025-01-09 2025-01-10 size_LARGE 0.0679 0.0013 0.0001 tilt_SIZE
2025-01-09 2025-01-10 ind_healthcare_equipment_supplies -0.0153 0.0055 -0.0001 tilt_INDUSTRY
2025-01-09 2025-01-10 ind_communications_equipment 0.0036 -0.0058 -0.0000 tilt_INDUSTRY
2025-01-09 2025-01-10 linkage 1.1262 0.0003 0.0003 alpha_MOMENTUM
2025-01-09 2025-01-10 country_XH 0.0005 0.0039 0.0000 tilt_COUNTRY
2025-01-09 2025-01-10 ind_aerospace_defense 0.0113 0.0015 0.0000 tilt_INDUSTRY
2025-01-10 2025-01-13 country_KR 0.0000 0.0014 0.0000 tilt_COUNTRY
2025-01-10 2025-01-13 ind_hotels_entertainment -0.0647 -0.0015 0.0001 tilt_INDUSTRY
2025-01-10 2025-01-13 ind_homebuilding_building_products 0.0023 -0.0019 -0.0000 tilt_INDUSTRY
2025-01-10 2025-01-13 ind_specialty_reatil 0.0018 0.0001 0.0000 tilt_INDUSTRY
2025-01-10 2025-01-13 sdiscrepancy NaN NaN -0.0001 unexplained
2025-01-10 2025-01-13 ind_multiline_utilities -0.0115 -0.0059 0.0001 tilt_INDUSTRY
2025-01-10 2025-01-13 ind_paper_forestry -0.0106 -0.0029 0.0000 tilt_INDUSTRY
2025-01-10 2025-01-13 bcost NaN NaN -0.0009 cost
2025-01-10 2025-01-13 stability 4.7437 0.0002 0.0011 alpha_QUALITY
2025-01-10 2025-01-13 ind_textiles_apparel -0.0361 0.0016 -0.0001 tilt_INDUSTRY
2025-01-10 2025-01-13 ind_uranium 0.0000 0.0342 0.0000 tilt_INDUSTRY
2025-01-10 2025-01-13 ind_reits 0.0037 0.0000 0.0000 tilt_INDUSTRY
2025-01-10 2025-01-13 ind_beverages -0.0887 0.0036 -0.0003 tilt_INDUSTRY
2025-01-10 2025-01-13 country_NZ -0.0185 0.0088 -0.0002 tilt_COUNTRY
2025-01-10 2025-01-13 country_TH -0.0987 0.0021 -0.0002 tilt_COUNTRY
2025-01-10 2025-01-13 ind_biotechnology -0.0099 0.0013 -0.0000 tilt_INDUSTRY
2025-01-10 2025-01-13 ind_passenger_transportation 0.0606 -0.0000 -0.0000 tilt_INDUSTRY
2025-01-10 2025-01-13 sbeta_market 0.0151 0.0098 0.0001 risk_exposure
2025-01-10 2025-01-13 ind_coal -0.0498 0.0065 -0.0003 tilt_INDUSTRY
2025-01-10 2025-01-13 ind_freight_logistics 0.0323 0.0019 0.0001 tilt_INDUSTRY
2025-01-10 2025-01-13 ind_construction_materials -0.0165 0.0058 -0.0001 tilt_INDUSTRY
2025-01-10 2025-01-13 value_liq 0.4837 0.0014 0.0007 alpha_VALUE
2025-01-10 2025-01-13 fcost NaN NaN -0.0001 cost
2025-01-10 2025-01-13 ind_chemicals -0.0402 0.0015 -0.0001 tilt_INDUSTRY
2025-01-10 2025-01-13 specret NaN NaN -0.0051 unexplained
2025-01-10 2025-01-13 ind_containers_packaging -0.0183 0.0043 -0.0001 tilt_INDUSTRY
2025-01-10 2025-01-13 value_gc 1.2321 -0.0011 -0.0013 alpha_VALUE
2025-01-10 2025-01-13 ind_transportation_infrastructure -0.0063 0.0007 -0.0000 tilt_INDUSTRY
2025-01-10 2025-01-13 ind_leisure_products -0.0085 0.0027 -0.0000 tilt_INDUSTRY
2025-01-10 2025-01-13 ind_natural_gas_utilities -0.0066 0.0053 -0.0000 tilt_INDUSTRY
2025-01-10 2025-01-13 momentum 0.3061 -0.0014 -0.0004 alpha_MOMENTUM
2025-01-10 2025-01-13 impactCost NaN NaN -0.0001 cost
2025-01-10 2025-01-13 ind_water_utilities -0.0044 0.0010 -0.0000 tilt_INDUSTRY
2025-01-10 2025-01-13 ind_diversified_retail -0.0006 -0.0064 0.0000 tilt_INDUSTRY
2025-01-10 2025-01-13 pdiscrepancy NaN NaN -0.0000 unexplained
2025-01-10 2025-01-13 linkage 1.1125 0.0010 0.0011 alpha_MOMENTUM
2025-01-10 2025-01-13 country_SG 0.0112 0.0073 0.0001 tilt_COUNTRY
2025-01-10 2025-01-13 ind_food_drug_retail -0.0551 0.0063 -0.0003 tilt_INDUSTRY
2025-01-10 2025-01-13 quality 3.5249 0.0007 0.0025 alpha_QUALITY
2025-01-10 2025-01-13 ind_commercial_services_supplies 0.0242 0.0001 0.0000 tilt_INDUSTRY
2025-01-10 2025-01-13 ind_fintech 0.0068 -0.0029 -0.0000 tilt_INDUSTRY
2025-01-10 2025-01-13 ind_food_tobacco 0.1474 0.0036 0.0005 tilt_INDUSTRY
2025-01-10 2025-01-13 ind_machinery 0.0568 -0.0046 -0.0003 tilt_INDUSTRY
2025-01-10 2025-01-13 ind_industrial_distribution -0.0036 -0.0031 0.0000 tilt_INDUSTRY
2025-01-10 2025-01-13 ind_household_products_services -0.0255 0.0094 -0.0002 tilt_INDUSTRY
2025-01-10 2025-01-13 ind_construction_engineering -0.0803 0.0007 -0.0001 tilt_INDUSTRY
2025-01-10 2025-01-13 ind_aerospace_defense 0.0118 -0.0024 -0.0000 tilt_INDUSTRY
2025-01-10 2025-01-13 ind_oil_gas -0.0279 0.0186 -0.0005 tilt_INDUSTRY
2025-01-10 2025-01-13 ind_electronic_equipment -0.0102 -0.0095 0.0001 tilt_INDUSTRY
2025-01-10 2025-01-13 ind_computers_phones_household_electronics -0.0009 -0.0082 0.0000 tilt_INDUSTRY
2025-01-10 2025-01-13 country_HK 0.0590 -0.0053 -0.0003 tilt_COUNTRY
2025-01-10 2025-01-13 market -0.0373 -0.0154 0.0006 risk_exposure
2025-01-10 2025-01-13 ind_office_equipment 0.0008 0.0035 0.0000 tilt_INDUSTRY
2025-01-10 2025-01-13 country_ID 0.0146 0.0001 0.0000 tilt_COUNTRY
2025-01-10 2025-01-13 country_PH 0.0010 -0.0189 -0.0000 tilt_COUNTRY
2025-01-10 2025-01-13 country_MY 0.0119 -0.0007 -0.0000 tilt_COUNTRY
2025-01-10 2025-01-13 ind_media_publishing 0.0027 -0.0024 -0.0000 tilt_INDUSTRY
2025-01-10 2025-01-13 size_SMALL -0.0023 -0.0003 0.0000 tilt_SIZE
2025-01-10 2025-01-13 revision 0.9497 -0.0000 -0.0000 alpha_REVISION
2025-01-10 2025-01-13 ind_telecommunications_serices 0.0301 0.0094 0.0003 tilt_INDUSTRY
2025-01-10 2025-01-13 neglect 0.9357 -0.0003 -0.0003 alpha_VALUE
2025-01-10 2025-01-13 ind_investment_services 0.1144 -0.0005 -0.0001 tilt_INDUSTRY
2025-01-10 2025-01-13 ind_oil_gas_equipment_services -0.0125 0.0245 -0.0003 tilt_INDUSTRY
2025-01-10 2025-01-13 ind_integrated_hardware_software 0.0129 -0.0097 -0.0001 tilt_INDUSTRY
2025-01-10 2025-01-13 ind_renewable_energy 0.0263 -0.0017 -0.0000 tilt_INDUSTRY
2025-01-10 2025-01-13 ind_automobile 0.0099 -0.0018 -0.0000 tilt_INDUSTRY
2025-01-10 2025-01-13 ind_holding_companies 0.0000 -0.0067 0.0000 tilt_INDUSTRY
2025-01-10 2025-01-13 ind_communications_equipment 0.0075 -0.0101 -0.0001 tilt_INDUSTRY
2025-01-10 2025-01-13 ind_healthcare_equipment_supplies -0.0099 0.0014 -0.0000 tilt_INDUSTRY
2025-01-10 2025-01-13 ind_insurance 0.1101 0.0006 0.0001 tilt_INDUSTRY
2025-01-10 2025-01-13 ind_household_goods -0.0490 -0.0164 0.0008 tilt_INDUSTRY
2025-01-10 2025-01-13 country_JP -0.0444 0.0094 -0.0004 tilt_COUNTRY
2025-01-10 2025-01-13 size_MICRO -0.0023 -0.0060 0.0000 tilt_SIZE
2025-01-10 2025-01-13 ind_metals_mining -0.0044 0.0084 -0.0000 tilt_INDUSTRY
2025-01-10 2025-01-13 country_CN 0.0919 0.0028 0.0003 tilt_COUNTRY
2025-01-10 2025-01-13 size_LARGE 0.0587 -0.0002 -0.0000 tilt_SIZE
2025-01-10 2025-01-13 country_IN 0.0747 -0.0273 -0.0020 tilt_COUNTRY
2025-01-10 2025-01-13 ind_real_estate_operations 0.0105 0.0011 0.0000 tilt_INDUSTRY
2025-01-10 2025-01-13 fmom 1.2891 -0.0002 -0.0002 alpha_QUALITY
2025-01-10 2025-01-13 size_MID -0.0914 0.0006 -0.0001 tilt_SIZE
2025-01-10 2025-01-13 linearCost NaN NaN -0.0002 cost
2025-01-10 2025-01-13 country_XH 0.0032 -0.0030 -0.0000 tilt_COUNTRY
2025-01-10 2025-01-13 ind_semiconductors -0.0559 -0.0117 0.0007 tilt_INDUSTRY
2025-01-10 2025-01-13 country_AU -0.1014 -0.0024 0.0002 tilt_COUNTRY
2025-01-10 2025-01-13 ind_software_it_services 0.0513 -0.0008 -0.0000 tilt_INDUSTRY
2025-01-10 2025-01-13 reversal 0.7893 -0.0007 -0.0006 alpha_REVERSAL
2025-01-10 2025-01-13 country_TW -0.0418 -0.0077 0.0003 tilt_COUNTRY
2025-01-10 2025-01-13 ind_consumer_goods_conglomerates 0.0241 -0.0029 -0.0001 tilt_INDUSTRY
2025-01-10 2025-01-13 ind_pharmaceuticals -0.0272 0.0034 -0.0001 tilt_INDUSTRY
2025-01-10 2025-01-13 ind_electric_utilities_ipps 0.0140 0.0014 0.0000 tilt_INDUSTRY
2025-01-10 2025-01-13 ind_banking_services -0.0228 0.0028 -0.0001 tilt_INDUSTRY
2025-01-10 2025-01-13 ind_healthcare_providers_services -0.0420 0.0073 -0.0003 tilt_INDUSTRY
2025-01-13 2025-01-14 ind_reits 0.0036 0.0000 0.0000 tilt_INDUSTRY
2025-01-13 2025-01-14 ind_beverages -0.0876 -0.0084 0.0007 tilt_INDUSTRY
2025-01-13 2025-01-14 impactCost NaN NaN -0.0002 cost
2025-01-13 2025-01-14 reversal 0.8529 0.0035 0.0030 alpha_REVERSAL
2025-01-13 2025-01-14 ind_biotechnology -0.0106 -0.0032 0.0000 tilt_INDUSTRY
2025-01-13 2025-01-14 size_MID -0.0910 -0.0003 0.0000 tilt_SIZE
2025-01-13 2025-01-14 fmom 1.2955 0.0002 0.0003 alpha_QUALITY
2025-01-13 2025-01-14 sdiscrepancy NaN NaN -0.0004 unexplained
2025-01-13 2025-01-14 ind_transportation_infrastructure -0.0076 0.0024 -0.0000 tilt_INDUSTRY
2025-01-13 2025-01-14 value_gc 1.2564 0.0006 0.0007 alpha_VALUE
2025-01-13 2025-01-14 size_MICRO -0.0014 0.0040 -0.0000 tilt_SIZE
2025-01-13 2025-01-14 ind_natural_gas_utilities -0.0072 0.0010 -0.0000 tilt_INDUSTRY
2025-01-13 2025-01-14 value_liq 0.4953 -0.0012 -0.0006 alpha_VALUE
2025-01-13 2025-01-14 fcost NaN NaN -0.0000 cost
2025-01-13 2025-01-14 ind_metals_mining -0.0034 -0.0072 0.0000 tilt_INDUSTRY
2025-01-13 2025-01-14 ind_computers_phones_household_electronics -0.0007 0.0009 -0.0000 tilt_INDUSTRY
2025-01-13 2025-01-14 country_HK 0.0613 -0.0092 -0.0006 tilt_COUNTRY
2025-01-13 2025-01-14 country_IN 0.0746 0.0164 0.0012 tilt_COUNTRY
2025-01-13 2025-01-14 country_JP -0.0471 -0.0205 0.0010 tilt_COUNTRY
2025-01-13 2025-01-14 ind_holding_companies 0.0000 0.0001 0.0000 tilt_INDUSTRY
2025-01-13 2025-01-14 ind_communications_equipment 0.0146 0.0113 0.0002 tilt_INDUSTRY
2025-01-13 2025-01-14 ind_pharmaceuticals -0.0243 -0.0049 0.0001 tilt_INDUSTRY
2025-01-13 2025-01-14 ind_specialty_reatil 0.0024 -0.0082 -0.0000 tilt_INDUSTRY
2025-01-13 2025-01-14 ind_homebuilding_building_products 0.0018 -0.0032 -0.0000 tilt_INDUSTRY
2025-01-13 2025-01-14 ind_banking_services -0.0006 0.0023 -0.0000 tilt_INDUSTRY
2025-01-13 2025-01-14 ind_aerospace_defense 0.0146 -0.0024 -0.0000 tilt_INDUSTRY
2025-01-13 2025-01-14 ind_oil_gas -0.0214 0.0032 -0.0001 tilt_INDUSTRY
2025-01-13 2025-01-14 ind_software_it_services 0.0442 0.0032 0.0001 tilt_INDUSTRY
2025-01-13 2025-01-14 country_MY 0.0119 -0.0078 -0.0001 tilt_COUNTRY
2025-01-13 2025-01-14 country_PH 0.0010 -0.0096 -0.0000 tilt_COUNTRY
2025-01-13 2025-01-14 ind_food_tobacco 0.1432 -0.0046 -0.0007 tilt_INDUSTRY
2025-01-13 2025-01-14 ind_construction_engineering -0.0843 -0.0013 0.0001 tilt_INDUSTRY
2025-01-13 2025-01-14 neglect 0.9872 0.0009 0.0009 alpha_VALUE
2025-01-13 2025-01-14 ind_machinery 0.0399 0.0035 0.0001 tilt_INDUSTRY
2025-01-13 2025-01-14 ind_commercial_services_supplies 0.0273 -0.0022 -0.0001 tilt_INDUSTRY
2025-01-13 2025-01-14 ind_healthcare_providers_services -0.0421 -0.0101 0.0004 tilt_INDUSTRY
2025-01-13 2025-01-14 ind_fintech 0.0074 0.0027 0.0000 tilt_INDUSTRY
2025-01-13 2025-01-14 ind_textiles_apparel -0.0376 -0.0048 0.0002 tilt_INDUSTRY
2025-01-13 2025-01-14 ind_healthcare_equipment_supplies -0.0046 -0.0034 0.0000 tilt_INDUSTRY
2025-01-13 2025-01-14 ind_multiline_utilities -0.0115 -0.0085 0.0001 tilt_INDUSTRY
2025-01-13 2025-01-14 ind_food_drug_retail -0.0558 0.0004 -0.0000 tilt_INDUSTRY
2025-01-13 2025-01-14 size_SMALL -0.0007 0.0026 -0.0000 tilt_SIZE
2025-01-13 2025-01-14 ind_telecommunications_serices 0.0319 0.0071 0.0002 tilt_INDUSTRY
2025-01-13 2025-01-14 pdiscrepancy NaN NaN -0.0000 unexplained
2025-01-13 2025-01-14 ind_office_equipment 0.0012 0.0085 0.0000 tilt_INDUSTRY
2025-01-13 2025-01-14 ind_media_publishing 0.0057 0.0100 0.0001 tilt_INDUSTRY
2025-01-13 2025-01-14 specret NaN NaN 0.0094 unexplained
2025-01-13 2025-01-14 ind_uranium 0.0000 0.0165 0.0000 tilt_INDUSTRY
2025-01-13 2025-01-14 stability 4.8012 -0.0006 -0.0030 alpha_QUALITY
2025-01-13 2025-01-14 ind_hotels_entertainment -0.0660 0.0006 -0.0000 tilt_INDUSTRY
2025-01-13 2025-01-14 ind_automobile 0.0102 0.0095 0.0001 tilt_INDUSTRY
2025-01-13 2025-01-14 ind_investment_services 0.1151 -0.0014 -0.0002 tilt_INDUSTRY
2025-01-13 2025-01-14 sbeta_market 0.0243 0.0220 0.0005 risk_exposure
2025-01-13 2025-01-14 ind_industrial_distribution -0.0038 0.0078 -0.0000 tilt_INDUSTRY
2025-01-13 2025-01-14 quality 3.5760 -0.0015 -0.0055 alpha_QUALITY
2025-01-13 2025-01-14 country_SG 0.0107 -0.0033 -0.0000 tilt_COUNTRY
2025-01-13 2025-01-14 bcost NaN NaN -0.0003 cost
2025-01-13 2025-01-14 country_NZ -0.0188 0.0021 -0.0000 tilt_COUNTRY
2025-01-13 2025-01-14 ind_renewable_energy 0.0284 -0.0015 -0.0000 tilt_INDUSTRY
2025-01-13 2025-01-14 ind_paper_forestry -0.0107 -0.0022 0.0000 tilt_INDUSTRY
2025-01-13 2025-01-14 country_KR 0.0000 -0.0048 0.0000 tilt_COUNTRY
2025-01-13 2025-01-14 country_TW -0.0429 0.0041 -0.0002 tilt_COUNTRY
2025-01-13 2025-01-14 size_LARGE 0.0619 -0.0031 -0.0002 tilt_SIZE
2025-01-13 2025-01-14 ind_containers_packaging -0.0174 -0.0059 0.0001 tilt_INDUSTRY
2025-01-13 2025-01-14 linkage 1.1292 0.0009 0.0010 alpha_MOMENTUM
2025-01-13 2025-01-14 country_ID 0.0173 -0.0145 -0.0003 tilt_COUNTRY
2025-01-13 2025-01-14 market -0.0312 -0.0037 0.0001 risk_exposure
2025-01-13 2025-01-14 revision 0.9149 0.0009 0.0008 alpha_REVISION
2025-01-13 2025-01-14 ind_insurance 0.1088 0.0025 0.0003 tilt_INDUSTRY
2025-01-13 2025-01-14 ind_coal -0.0514 -0.0008 0.0000 tilt_INDUSTRY
2025-01-13 2025-01-14 country_AU -0.1037 0.0048 -0.0005 tilt_COUNTRY
2025-01-13 2025-01-14 ind_leisure_products -0.0086 0.0118 -0.0001 tilt_INDUSTRY
2025-01-13 2025-01-14 ind_electric_utilities_ipps 0.0025 0.0020 0.0000 tilt_INDUSTRY
2025-01-13 2025-01-14 ind_chemicals -0.0454 -0.0050 0.0002 tilt_INDUSTRY
2025-01-13 2025-01-14 country_TH -0.0982 -0.0127 0.0013 tilt_COUNTRY
2025-01-13 2025-01-14 ind_construction_materials -0.0164 -0.0120 0.0002 tilt_INDUSTRY
2025-01-13 2025-01-14 ind_real_estate_operations 0.0113 -0.0066 -0.0001 tilt_INDUSTRY
2025-01-13 2025-01-14 momentum 0.3459 -0.0009 -0.0003 alpha_MOMENTUM
2025-01-13 2025-01-14 linearCost NaN NaN -0.0002 cost
2025-01-13 2025-01-14 ind_diversified_retail -0.0004 -0.0032 0.0000 tilt_INDUSTRY
2025-01-13 2025-01-14 country_XH 0.0074 -0.0053 -0.0000 tilt_COUNTRY
2025-01-13 2025-01-14 country_CN 0.0955 0.0066 0.0006 tilt_COUNTRY
2025-01-13 2025-01-14 ind_household_products_services -0.0259 -0.0098 0.0003 tilt_INDUSTRY
2025-01-13 2025-01-14 ind_oil_gas_equipment_services -0.0129 0.0053 -0.0001 tilt_INDUSTRY
2025-01-13 2025-01-14 ind_electronic_equipment -0.0096 0.0021 -0.0000 tilt_INDUSTRY
2025-01-13 2025-01-14 ind_semiconductors -0.0592 -0.0001 0.0000 tilt_INDUSTRY
2025-01-13 2025-01-14 ind_household_goods -0.0478 -0.0043 0.0002 tilt_INDUSTRY
2025-01-13 2025-01-14 ind_passenger_transportation 0.0617 0.0060 0.0004 tilt_INDUSTRY
2025-01-13 2025-01-14 ind_freight_logistics 0.0342 0.0025 0.0001 tilt_INDUSTRY
2025-01-13 2025-01-14 ind_water_utilities -0.0044 -0.0063 0.0000 tilt_INDUSTRY
2025-01-13 2025-01-14 ind_consumer_goods_conglomerates 0.0248 -0.0042 -0.0001 tilt_INDUSTRY
2025-01-13 2025-01-14 ind_integrated_hardware_software 0.0134 0.0066 0.0001 tilt_INDUSTRY
2025-01-14 2025-01-15 ind_electronic_equipment -0.0102 -0.0082 0.0001 tilt_INDUSTRY
2025-01-14 2025-01-15 value_liq 0.4782 0.0005 0.0002 alpha_VALUE
2025-01-14 2025-01-15 ind_containers_packaging -0.0181 -0.0025 0.0000 tilt_INDUSTRY
2025-01-14 2025-01-15 ind_banking_services 0.0237 0.0072 0.0002 tilt_INDUSTRY
2025-01-14 2025-01-15 ind_consumer_goods_conglomerates 0.0256 0.0005 0.0000 tilt_INDUSTRY
2025-01-14 2025-01-15 ind_semiconductors -0.0596 -0.0010 0.0001 tilt_INDUSTRY
2025-01-14 2025-01-15 impactCost NaN NaN -0.0003 cost
2025-01-14 2025-01-15 fmom 1.3190 -0.0005 -0.0006 alpha_QUALITY
2025-01-14 2025-01-15 country_AU -0.1052 -0.0012 0.0001 tilt_COUNTRY
2025-01-14 2025-01-15 ind_household_products_services -0.0257 -0.0017 0.0000 tilt_INDUSTRY
2025-01-14 2025-01-15 ind_commercial_services_supplies 0.0314 -0.0011 -0.0000 tilt_INDUSTRY
2025-01-14 2025-01-15 ind_software_it_services 0.0490 0.0018 0.0001 tilt_INDUSTRY
2025-01-14 2025-01-15 ind_water_utilities -0.0045 0.0105 -0.0000 tilt_INDUSTRY
2025-01-14 2025-01-15 ind_real_estate_operations 0.0129 0.0041 0.0001 tilt_INDUSTRY
2025-01-14 2025-01-15 momentum 0.4025 -0.0006 -0.0002 alpha_MOMENTUM
2025-01-14 2025-01-15 market -0.0210 0.0006 -0.0000 risk_exposure
2025-01-14 2025-01-15 country_TH -0.0990 0.0150 -0.0015 tilt_COUNTRY
2025-01-14 2025-01-15 ind_computers_phones_household_electronics -0.0008 -0.0048 0.0000 tilt_INDUSTRY
2025-01-14 2025-01-15 size_MID -0.0903 -0.0009 0.0001 tilt_SIZE
2025-01-14 2025-01-15 country_PH 0.0010 0.0050 0.0000 tilt_COUNTRY
2025-01-14 2025-01-15 ind_metals_mining -0.0031 -0.0002 0.0000 tilt_INDUSTRY
2025-01-14 2025-01-15 ind_telecommunications_serices 0.0333 0.0010 0.0000 tilt_INDUSTRY
2025-01-14 2025-01-15 country_CN 0.1011 -0.0015 -0.0001 tilt_COUNTRY
2025-01-14 2025-01-15 ind_oil_gas_equipment_services -0.0130 0.0034 -0.0000 tilt_INDUSTRY
2025-01-14 2025-01-15 size_MICRO -0.0032 0.0021 -0.0000 tilt_SIZE
2025-01-14 2025-01-15 ind_integrated_hardware_software 0.0133 0.0019 0.0000 tilt_INDUSTRY
2025-01-14 2025-01-15 ind_electric_utilities_ipps -0.0061 0.0038 -0.0000 tilt_INDUSTRY
2025-01-14 2025-01-15 ind_household_goods -0.0461 -0.0016 0.0001 tilt_INDUSTRY
2025-01-14 2025-01-15 ind_automobile 0.0073 -0.0002 -0.0000 tilt_INDUSTRY
2025-01-14 2025-01-15 ind_holding_companies 0.0000 0.0024 0.0000 tilt_INDUSTRY
2025-01-14 2025-01-15 ind_healthcare_equipment_supplies -0.0050 -0.0049 0.0000 tilt_INDUSTRY
2025-01-14 2025-01-15 country_HK 0.0589 0.0023 0.0001 tilt_COUNTRY
2025-01-14 2025-01-15 neglect 1.0088 0.0006 0.0006 alpha_VALUE
2025-01-14 2025-01-15 ind_investment_services 0.1129 0.0016 0.0002 tilt_INDUSTRY
2025-01-14 2025-01-15 ind_reits 0.0037 0.0000 0.0000 tilt_INDUSTRY
2025-01-14 2025-01-15 country_NZ -0.0190 0.0075 -0.0001 tilt_COUNTRY
2025-01-14 2025-01-15 ind_paper_forestry -0.0106 -0.0031 0.0000 tilt_INDUSTRY
2025-01-14 2025-01-15 ind_biotechnology -0.0113 -0.0110 0.0001 tilt_INDUSTRY
2025-01-14 2025-01-15 ind_media_publishing 0.0090 0.0071 0.0001 tilt_INDUSTRY
2025-01-14 2025-01-15 ind_aerospace_defense 0.0192 -0.0060 -0.0001 tilt_INDUSTRY
2025-01-14 2025-01-15 linkage 1.0859 -0.0004 -0.0004 alpha_MOMENTUM
2025-01-14 2025-01-15 country_MY 0.0117 -0.0159 -0.0002 tilt_COUNTRY
2025-01-14 2025-01-15 country_ID 0.0222 0.0124 0.0003 tilt_COUNTRY
2025-01-14 2025-01-15 ind_food_drug_retail -0.0597 -0.0000 0.0000 tilt_INDUSTRY
2025-01-14 2025-01-15 country_KR 0.0000 -0.0011 0.0000 tilt_COUNTRY
2025-01-14 2025-01-15 ind_uranium 0.0000 -0.0096 0.0000 tilt_INDUSTRY
2025-01-14 2025-01-15 ind_fintech 0.0069 -0.0085 -0.0001 tilt_INDUSTRY
2025-01-14 2025-01-15 ind_office_equipment 0.0016 -0.0056 -0.0000 tilt_INDUSTRY
2025-01-14 2025-01-15 ind_machinery 0.0504 -0.0016 -0.0001 tilt_INDUSTRY
2025-01-14 2025-01-15 ind_coal -0.0527 -0.0025 0.0001 tilt_INDUSTRY
2025-01-14 2025-01-15 revision 0.9128 -0.0002 -0.0002 alpha_REVISION
2025-01-14 2025-01-15 sbeta_market 0.0291 -0.0042 -0.0001 risk_exposure
2025-01-14 2025-01-15 country_TW -0.0495 -0.0046 0.0002 tilt_COUNTRY
2025-01-14 2025-01-15 ind_multiline_utilities -0.0113 0.0054 -0.0001 tilt_INDUSTRY
2025-01-14 2025-01-15 ind_pharmaceuticals -0.0247 -0.0061 0.0002 tilt_INDUSTRY
2025-01-14 2025-01-15 country_SG 0.0100 -0.0036 -0.0000 tilt_COUNTRY
2025-01-14 2025-01-15 reversal 0.8005 -0.0005 -0.0004 alpha_REVERSAL
2025-01-14 2025-01-15 sdiscrepancy NaN NaN 0.0000 unexplained
2025-01-14 2025-01-15 ind_industrial_distribution -0.0064 -0.0031 0.0000 tilt_INDUSTRY
2025-01-14 2025-01-15 bcost NaN NaN -0.0003 cost
2025-01-14 2025-01-15 ind_insurance 0.1037 0.0024 0.0002 tilt_INDUSTRY
2025-01-14 2025-01-15 ind_leisure_products -0.0085 0.0037 -0.0000 tilt_INDUSTRY
2025-01-14 2025-01-15 stability 4.8859 -0.0001 -0.0004 alpha_QUALITY
2025-01-14 2025-01-15 ind_specialty_reatil 0.0020 -0.0006 -0.0000 tilt_INDUSTRY
2025-01-14 2025-01-15 value_gc 1.2599 0.0003 0.0004 alpha_VALUE
2025-01-14 2025-01-15 ind_food_tobacco 0.1370 0.0001 0.0000 tilt_INDUSTRY
2025-01-14 2025-01-15 ind_freight_logistics 0.0378 -0.0011 -0.0000 tilt_INDUSTRY
2025-01-14 2025-01-15 ind_diversified_retail -0.0003 0.0039 -0.0000 tilt_INDUSTRY
2025-01-14 2025-01-15 specret NaN NaN 0.0025 unexplained
2025-01-14 2025-01-15 pdiscrepancy NaN NaN -0.0000 unexplained
2025-01-14 2025-01-15 fcost NaN NaN -0.0000 cost
2025-01-14 2025-01-15 ind_chemicals -0.0554 -0.0016 0.0001 tilt_INDUSTRY
2025-01-14 2025-01-15 ind_construction_materials -0.0161 0.0086 -0.0001 tilt_INDUSTRY
2025-01-14 2025-01-15 quality 3.6440 0.0008 0.0028 alpha_QUALITY
2025-01-14 2025-01-15 ind_natural_gas_utilities -0.0076 -0.0007 0.0000 tilt_INDUSTRY
2025-01-14 2025-01-15 ind_transportation_infrastructure -0.0082 0.0020 -0.0000 tilt_INDUSTRY
2025-01-14 2025-01-15 ind_construction_engineering -0.0886 -0.0018 0.0002 tilt_INDUSTRY
2025-01-14 2025-01-15 country_XH 0.0099 0.0032 0.0000 tilt_COUNTRY
2025-01-14 2025-01-15 ind_oil_gas -0.0161 -0.0009 0.0000 tilt_INDUSTRY
2025-01-14 2025-01-15 ind_beverages -0.0892 0.0003 -0.0000 tilt_INDUSTRY
2025-01-14 2025-01-15 ind_renewable_energy 0.0298 0.0127 0.0004 tilt_INDUSTRY
2025-01-14 2025-01-15 linearCost NaN NaN -0.0002 cost
2025-01-14 2025-01-15 size_LARGE 0.0741 0.0001 0.0000 tilt_SIZE
2025-01-14 2025-01-15 size_SMALL -0.0016 0.0010 -0.0000 tilt_SIZE
2025-01-14 2025-01-15 ind_communications_equipment 0.0166 -0.0064 -0.0001 tilt_INDUSTRY
2025-01-14 2025-01-15 country_IN 0.0820 0.0020 0.0002 tilt_COUNTRY
2025-01-14 2025-01-15 ind_homebuilding_building_products -0.0027 0.0000 -0.0000 tilt_INDUSTRY
2025-01-14 2025-01-15 ind_textiles_apparel -0.0404 0.0022 -0.0001 tilt_INDUSTRY
2025-01-14 2025-01-15 ind_passenger_transportation 0.0638 -0.0015 -0.0001 tilt_INDUSTRY
2025-01-14 2025-01-15 country_JP -0.0451 0.0030 -0.0001 tilt_COUNTRY
2025-01-14 2025-01-15 ind_hotels_entertainment -0.0674 0.0040 -0.0003 tilt_INDUSTRY
2025-01-14 2025-01-15 ind_healthcare_providers_services -0.0424 -0.0016 0.0001 tilt_INDUSTRY
2025-01-15 2025-01-16 ind_industrial_distribution -0.0084 -0.0033 0.0000 tilt_INDUSTRY
2025-01-15 2025-01-16 ind_commercial_services_supplies 0.0380 0.0016 0.0001 tilt_INDUSTRY
2025-01-15 2025-01-16 ind_diversified_retail -0.0003 0.0021 -0.0000 tilt_INDUSTRY
2025-01-15 2025-01-16 ind_oil_gas_equipment_services -0.0128 0.0048 -0.0001 tilt_INDUSTRY
2025-01-15 2025-01-16 value_liq 0.4549 -0.0007 -0.0003 alpha_VALUE
2025-01-15 2025-01-16 ind_food_drug_retail -0.0595 -0.0009 0.0001 tilt_INDUSTRY
2025-01-15 2025-01-16 linearCost NaN NaN -0.0001 cost
2025-01-15 2025-01-16 ind_freight_logistics 0.0392 -0.0105 -0.0004 tilt_INDUSTRY
2025-01-15 2025-01-16 ind_healthcare_providers_services -0.0421 -0.0051 0.0002 tilt_INDUSTRY
2025-01-15 2025-01-16 pdiscrepancy NaN NaN 0.0000 unexplained
2025-01-15 2025-01-16 ind_telecommunications_serices 0.0320 0.0003 0.0000 tilt_INDUSTRY
2025-01-15 2025-01-16 ind_chemicals -0.0613 -0.0006 0.0000 tilt_INDUSTRY
2025-01-15 2025-01-16 country_PH 0.0010 -0.0197 -0.0000 tilt_COUNTRY
2025-01-15 2025-01-16 size_SMALL -0.0031 0.0011 -0.0000 tilt_SIZE
2025-01-15 2025-01-16 country_TH -0.0990 -0.0074 0.0007 tilt_COUNTRY
2025-01-15 2025-01-16 ind_household_products_services -0.0248 -0.0017 0.0000 tilt_INDUSTRY
2025-01-15 2025-01-16 ind_multiline_utilities -0.0114 0.0011 -0.0000 tilt_INDUSTRY
2025-01-15 2025-01-16 ind_natural_gas_utilities -0.0075 -0.0035 0.0000 tilt_INDUSTRY
2025-01-15 2025-01-16 ind_electric_utilities_ipps -0.0111 -0.0008 0.0000 tilt_INDUSTRY
2025-01-15 2025-01-16 ind_specialty_reatil -0.0016 -0.0010 0.0000 tilt_INDUSTRY
2025-01-15 2025-01-16 ind_healthcare_equipment_supplies -0.0077 -0.0030 0.0000 tilt_INDUSTRY
2025-01-15 2025-01-16 stability 4.8871 -0.0005 -0.0024 alpha_QUALITY
2025-01-15 2025-01-16 ind_insurance 0.0979 0.0042 0.0004 tilt_INDUSTRY
2025-01-15 2025-01-16 country_JP -0.0394 -0.0046 0.0002 tilt_COUNTRY
2025-01-15 2025-01-16 ind_office_equipment 0.0021 -0.0009 -0.0000 tilt_INDUSTRY
2025-01-15 2025-01-16 size_LARGE 0.0707 -0.0016 -0.0001 tilt_SIZE
2025-01-15 2025-01-16 impactCost NaN NaN -0.0001 cost
2025-01-15 2025-01-16 ind_water_utilities -0.0044 -0.0023 0.0000 tilt_INDUSTRY
2025-01-15 2025-01-16 ind_real_estate_operations 0.0125 -0.0013 -0.0000 tilt_INDUSTRY
2025-01-15 2025-01-16 country_TW -0.0566 0.0076 -0.0004 tilt_COUNTRY
2025-01-15 2025-01-16 linkage 0.9701 0.0001 0.0001 alpha_MOMENTUM
2025-01-15 2025-01-16 country_KR 0.0000 0.0051 0.0000 tilt_COUNTRY
2025-01-15 2025-01-16 ind_renewable_energy 0.0291 0.0051 0.0001 tilt_INDUSTRY
2025-01-15 2025-01-16 ind_aerospace_defense 0.0211 -0.0049 -0.0001 tilt_INDUSTRY
2025-01-15 2025-01-16 revision 0.8379 -0.0009 -0.0007 alpha_REVISION
2025-01-15 2025-01-16 ind_paper_forestry -0.0104 0.0106 -0.0001 tilt_INDUSTRY
2025-01-15 2025-01-16 ind_pharmaceuticals -0.0254 -0.0055 0.0001 tilt_INDUSTRY
2025-01-15 2025-01-16 reversal 0.9712 0.0019 0.0018 alpha_REVERSAL
2025-01-15 2025-01-16 ind_containers_packaging -0.0179 0.0021 -0.0000 tilt_INDUSTRY
2025-01-15 2025-01-16 sdiscrepancy NaN NaN 0.0000 unexplained
2025-01-15 2025-01-16 ind_communications_equipment 0.0166 0.0048 0.0001 tilt_INDUSTRY
2025-01-15 2025-01-16 ind_reits 0.0037 0.0000 0.0000 tilt_INDUSTRY
2025-01-15 2025-01-16 country_HK 0.0548 0.0008 0.0000 tilt_COUNTRY
2025-01-15 2025-01-16 country_NZ -0.0188 -0.0004 0.0000 tilt_COUNTRY
2025-01-15 2025-01-16 country_IN 0.0816 0.0067 0.0005 tilt_COUNTRY
2025-01-15 2025-01-16 ind_food_tobacco 0.1313 -0.0065 -0.0008 tilt_INDUSTRY
2025-01-15 2025-01-16 ind_integrated_hardware_software 0.0129 -0.0061 -0.0001 tilt_INDUSTRY
2025-01-15 2025-01-16 size_MID -0.0905 0.0001 -0.0000 tilt_SIZE
2025-01-15 2025-01-16 ind_banking_services 0.0253 0.0052 0.0001 tilt_INDUSTRY
2025-01-15 2025-01-16 ind_oil_gas -0.0141 0.0026 -0.0000 tilt_INDUSTRY
2025-01-15 2025-01-16 ind_homebuilding_building_products -0.0071 0.0062 -0.0000 tilt_INDUSTRY
2025-01-15 2025-01-16 specret NaN NaN 0.0023 unexplained
2025-01-15 2025-01-16 ind_semiconductors -0.0550 0.0010 -0.0001 tilt_INDUSTRY
2025-01-15 2025-01-16 ind_investment_services 0.1091 -0.0023 -0.0002 tilt_INDUSTRY
2025-01-15 2025-01-16 ind_passenger_transportation 0.0644 -0.0045 -0.0003 tilt_INDUSTRY
2025-01-15 2025-01-16 ind_beverages -0.0902 -0.0095 0.0009 tilt_INDUSTRY
2025-01-15 2025-01-16 country_MY 0.0114 -0.0049 -0.0001 tilt_COUNTRY
2025-01-15 2025-01-16 ind_hotels_entertainment -0.0688 -0.0023 0.0002 tilt_INDUSTRY
2025-01-15 2025-01-16 ind_media_publishing 0.0119 -0.0022 -0.0000 tilt_INDUSTRY
2025-01-15 2025-01-16 ind_biotechnology -0.0118 -0.0013 0.0000 tilt_INDUSTRY
2025-01-15 2025-01-16 bcost NaN NaN -0.0003 cost
2025-01-15 2025-01-16 ind_holding_companies 0.0000 0.0128 0.0000 tilt_INDUSTRY
2025-01-15 2025-01-16 ind_textiles_apparel -0.0419 0.0001 -0.0000 tilt_INDUSTRY
2025-01-15 2025-01-16 ind_consumer_goods_conglomerates 0.0289 -0.0024 -0.0001 tilt_INDUSTRY
2025-01-15 2025-01-16 ind_transportation_infrastructure -0.0082 -0.0008 0.0000 tilt_INDUSTRY
2025-01-15 2025-01-16 country_ID 0.0230 -0.0045 -0.0001 tilt_COUNTRY
2025-01-15 2025-01-16 fmom 1.3352 0.0003 0.0004 alpha_QUALITY
2025-01-15 2025-01-16 market -0.0294 0.0044 -0.0001 risk_exposure
2025-01-15 2025-01-16 ind_uranium 0.0000 0.0115 0.0000 tilt_INDUSTRY
2025-01-15 2025-01-16 ind_leisure_products -0.0094 0.0070 -0.0001 tilt_INDUSTRY
2025-01-15 2025-01-16 value_gc 1.2349 -0.0001 -0.0001 alpha_VALUE
2025-01-15 2025-01-16 country_AU -0.1011 0.0037 -0.0004 tilt_COUNTRY
2025-01-15 2025-01-16 ind_electronic_equipment -0.0136 0.0008 -0.0000 tilt_INDUSTRY
2025-01-15 2025-01-16 quality 3.6103 0.0001 0.0003 alpha_QUALITY
2025-01-15 2025-01-16 ind_software_it_services 0.0550 -0.0014 -0.0001 tilt_INDUSTRY
2025-01-15 2025-01-16 country_XH 0.0105 0.0066 0.0001 tilt_COUNTRY
2025-01-15 2025-01-16 ind_automobile 0.0034 -0.0055 -0.0000 tilt_INDUSTRY
2025-01-15 2025-01-16 neglect 0.9665 -0.0001 -0.0001 alpha_VALUE
2025-01-15 2025-01-16 ind_household_goods -0.0477 0.0065 -0.0003 tilt_INDUSTRY
2025-01-15 2025-01-16 country_CN 0.0936 -0.0023 -0.0002 tilt_COUNTRY
2025-01-15 2025-01-16 ind_construction_materials -0.0157 0.0036 -0.0001 tilt_INDUSTRY
2025-01-15 2025-01-16 country_SG 0.0097 0.0006 0.0000 tilt_COUNTRY
2025-01-15 2025-01-16 ind_construction_engineering -0.0882 -0.0009 0.0001 tilt_INDUSTRY
2025-01-15 2025-01-16 fcost NaN NaN -0.0000 cost
2025-01-15 2025-01-16 ind_coal -0.0525 0.0066 -0.0003 tilt_INDUSTRY
2025-01-15 2025-01-16 ind_computers_phones_household_electronics -0.0011 -0.0015 0.0000 tilt_INDUSTRY
2025-01-15 2025-01-16 ind_fintech 0.0059 0.0006 0.0000 tilt_INDUSTRY
2025-01-15 2025-01-16 ind_machinery 0.0660 0.0024 0.0002 tilt_INDUSTRY
2025-01-15 2025-01-16 sbeta_market 0.0166 0.0008 0.0000 risk_exposure
2025-01-15 2025-01-16 momentum 0.4458 0.0009 0.0004 alpha_MOMENTUM
2025-01-15 2025-01-16 size_MICRO -0.0066 0.0026 -0.0000 tilt_SIZE
2025-01-15 2025-01-16 ind_metals_mining -0.0039 0.0063 -0.0000 tilt_INDUSTRY
2025-01-16 2025-01-17 ind_multiline_utilities -0.0116 -0.0010 0.0000 tilt_INDUSTRY
2025-01-16 2025-01-17 ind_hotels_entertainment -0.0702 -0.0017 0.0001 tilt_INDUSTRY
2025-01-16 2025-01-17 ind_transportation_infrastructure -0.0083 -0.0009 0.0000 tilt_INDUSTRY
2025-01-16 2025-01-17 ind_machinery 0.0754 0.0006 0.0000 tilt_INDUSTRY
2025-01-16 2025-01-17 ind_food_tobacco 0.1297 0.0034 0.0004 tilt_INDUSTRY
2025-01-16 2025-01-17 ind_coal -0.0535 -0.0030 0.0002 tilt_INDUSTRY
2025-01-16 2025-01-17 ind_fintech 0.0063 0.0011 0.0000 tilt_INDUSTRY
2025-01-16 2025-01-17 ind_uranium 0.0000 0.0094 0.0000 tilt_INDUSTRY
2025-01-16 2025-01-17 stability 4.9696 0.0005 0.0026 alpha_QUALITY
2025-01-16 2025-01-17 ind_electronic_equipment -0.0187 0.0019 -0.0000 tilt_INDUSTRY
2025-01-16 2025-01-17 ind_healthcare_providers_services -0.0422 -0.0067 0.0003 tilt_INDUSTRY
2025-01-16 2025-01-17 ind_specialty_reatil -0.0049 0.0005 -0.0000 tilt_INDUSTRY
2025-01-16 2025-01-17 value_liq 0.4804 0.0011 0.0005 alpha_VALUE
2025-01-16 2025-01-17 sbeta_market 0.0229 0.0004 0.0000 risk_exposure
2025-01-16 2025-01-17 country_TW -0.0613 -0.0030 0.0002 tilt_COUNTRY
2025-01-16 2025-01-17 size_SMALL -0.0005 -0.0008 0.0000 tilt_SIZE
2025-01-16 2025-01-17 ind_household_products_services -0.0248 0.0028 -0.0001 tilt_INDUSTRY
2025-01-16 2025-01-17 ind_textiles_apparel -0.0440 -0.0048 0.0002 tilt_INDUSTRY
2025-01-16 2025-01-17 revision 0.8409 0.0011 0.0009 alpha_REVISION
2025-01-16 2025-01-17 ind_freight_logistics 0.0433 -0.0009 -0.0000 tilt_INDUSTRY
2025-01-16 2025-01-17 ind_renewable_energy 0.0286 -0.0087 -0.0002 tilt_INDUSTRY
2025-01-16 2025-01-17 ind_homebuilding_building_products -0.0076 -0.0000 0.0000 tilt_INDUSTRY
2025-01-16 2025-01-17 ind_oil_gas -0.0159 -0.0024 0.0000 tilt_INDUSTRY
2025-01-16 2025-01-17 ind_passenger_transportation 0.0660 0.0017 0.0001 tilt_INDUSTRY
2025-01-16 2025-01-17 quality 3.6129 0.0001 0.0005 alpha_QUALITY
2025-01-16 2025-01-17 ind_communications_equipment 0.0150 0.0015 0.0000 tilt_INDUSTRY
2025-01-16 2025-01-17 sdiscrepancy NaN NaN 0.0002 unexplained
2025-01-16 2025-01-17 ind_insurance 0.0977 0.0005 0.0001 tilt_INDUSTRY
2025-01-16 2025-01-17 country_JP -0.0353 -0.0029 0.0001 tilt_COUNTRY
2025-01-16 2025-01-17 country_SG 0.0096 0.0044 0.0000 tilt_COUNTRY
2025-01-16 2025-01-17 bcost NaN NaN -0.0003 cost
2025-01-16 2025-01-17 impactCost NaN NaN -0.0001 cost
2025-01-16 2025-01-17 country_IN 0.0763 0.0022 0.0002 tilt_COUNTRY
2025-01-16 2025-01-17 linearCost NaN NaN -0.0001 cost
2025-01-16 2025-01-17 ind_biotechnology -0.0117 -0.0006 0.0000 tilt_INDUSTRY
2025-01-16 2025-01-17 ind_construction_engineering -0.0873 0.0030 -0.0003 tilt_INDUSTRY
2025-01-16 2025-01-17 value_gc 1.2394 -0.0006 -0.0007 alpha_VALUE
2025-01-16 2025-01-17 reversal 1.0419 0.0000 0.0000 alpha_REVERSAL
2025-01-16 2025-01-17 size_LARGE 0.0672 -0.0025 -0.0002 tilt_SIZE
2025-01-16 2025-01-17 ind_office_equipment 0.0028 0.0021 0.0000 tilt_INDUSTRY
2025-01-16 2025-01-17 ind_semiconductors -0.0547 0.0092 -0.0005 tilt_INDUSTRY
2025-01-16 2025-01-17 country_XH 0.0106 0.0009 0.0000 tilt_COUNTRY
2025-01-16 2025-01-17 ind_containers_packaging -0.0180 -0.0013 0.0000 tilt_INDUSTRY
2025-01-16 2025-01-17 country_HK 0.0561 0.0086 0.0005 tilt_COUNTRY
2025-01-16 2025-01-17 neglect 0.9557 -0.0007 -0.0006 alpha_VALUE
2025-01-16 2025-01-17 ind_commercial_services_supplies 0.0419 0.0000 0.0000 tilt_INDUSTRY
2025-01-16 2025-01-17 ind_paper_forestry -0.0105 0.0001 -0.0000 tilt_INDUSTRY
2025-01-16 2025-01-17 fcost NaN NaN -0.0000 cost
2025-01-16 2025-01-17 country_NZ -0.0189 0.0091 -0.0002 tilt_COUNTRY
2025-01-16 2025-01-17 ind_reits 0.0037 0.0000 0.0000 tilt_INDUSTRY
2025-01-16 2025-01-17 ind_holding_companies 0.0000 0.0050 0.0000 tilt_INDUSTRY
2025-01-16 2025-01-17 ind_automobile 0.0025 -0.0009 -0.0000 tilt_INDUSTRY
2025-01-16 2025-01-17 size_MICRO -0.0070 -0.0033 0.0000 tilt_SIZE
2025-01-16 2025-01-17 ind_oil_gas_equipment_services -0.0129 0.0032 -0.0000 tilt_INDUSTRY
2025-01-16 2025-01-17 ind_household_goods -0.0509 0.0030 -0.0002 tilt_INDUSTRY
2025-01-16 2025-01-17 ind_investment_services 0.1117 -0.0013 -0.0001 tilt_INDUSTRY
2025-01-16 2025-01-17 pdiscrepancy NaN NaN 0.0000 unexplained
2025-01-16 2025-01-17 ind_telecommunications_serices 0.0327 -0.0024 -0.0001 tilt_INDUSTRY
2025-01-16 2025-01-17 ind_chemicals -0.0652 0.0043 -0.0003 tilt_INDUSTRY
2025-01-16 2025-01-17 ind_metals_mining -0.0027 0.0030 -0.0000 tilt_INDUSTRY
2025-01-16 2025-01-17 ind_construction_materials -0.0161 0.0036 -0.0001 tilt_INDUSTRY
2025-01-16 2025-01-17 country_PH 0.0010 0.0124 0.0000 tilt_COUNTRY
2025-01-16 2025-01-17 ind_electric_utilities_ipps -0.0105 0.0002 -0.0000 tilt_INDUSTRY
2025-01-16 2025-01-17 momentum 0.4737 0.0006 0.0003 alpha_MOMENTUM
2025-01-16 2025-01-17 size_MID -0.0898 0.0024 -0.0002 tilt_SIZE
2025-01-16 2025-01-17 ind_natural_gas_utilities -0.0075 -0.0014 0.0000 tilt_INDUSTRY
2025-01-16 2025-01-17 ind_computers_phones_household_electronics -0.0012 0.0014 -0.0000 tilt_INDUSTRY
2025-01-16 2025-01-17 country_TH -0.0990 -0.0102 0.0010 tilt_COUNTRY
2025-01-16 2025-01-17 ind_integrated_hardware_software 0.0131 -0.0016 -0.0000 tilt_INDUSTRY
2025-01-16 2025-01-17 country_CN 0.0980 0.0009 0.0001 tilt_COUNTRY
2025-01-16 2025-01-17 specret NaN NaN -0.0023 unexplained
2025-01-16 2025-01-17 ind_pharmaceuticals -0.0253 0.0007 -0.0000 tilt_INDUSTRY
2025-01-16 2025-01-17 country_MY 0.0115 0.0046 0.0001 tilt_COUNTRY
2025-01-16 2025-01-17 ind_software_it_services 0.0610 -0.0054 -0.0003 tilt_INDUSTRY
2025-01-16 2025-01-17 country_AU -0.1007 0.0001 -0.0000 tilt_COUNTRY
2025-01-16 2025-01-17 ind_beverages -0.0898 0.0037 -0.0003 tilt_INDUSTRY
2025-01-16 2025-01-17 ind_water_utilities -0.0043 -0.0055 0.0000 tilt_INDUSTRY
2025-01-16 2025-01-17 ind_food_drug_retail -0.0600 0.0012 -0.0001 tilt_INDUSTRY
2025-01-16 2025-01-17 market -0.0301 0.0013 -0.0000 risk_exposure
2025-01-16 2025-01-17 fmom 1.3710 0.0006 0.0008 alpha_QUALITY
2025-01-16 2025-01-17 ind_industrial_distribution -0.0085 -0.0042 0.0000 tilt_INDUSTRY
2025-01-16 2025-01-17 ind_banking_services 0.0188 -0.0071 -0.0001 tilt_INDUSTRY
2025-01-16 2025-01-17 ind_diversified_retail -0.0003 -0.0024 0.0000 tilt_INDUSTRY
2025-01-16 2025-01-17 linkage 0.9018 0.0005 0.0005 alpha_MOMENTUM
2025-01-16 2025-01-17 ind_leisure_products -0.0102 -0.0141 0.0001 tilt_INDUSTRY
2025-01-16 2025-01-17 country_ID 0.0220 0.0021 0.0000 tilt_COUNTRY
2025-01-16 2025-01-17 ind_healthcare_equipment_supplies -0.0080 0.0011 -0.0000 tilt_INDUSTRY
2025-01-16 2025-01-17 country_KR 0.0000 -0.0040 0.0000 tilt_COUNTRY
2025-01-16 2025-01-17 ind_consumer_goods_conglomerates 0.0319 0.0008 0.0000 tilt_INDUSTRY
2025-01-16 2025-01-17 ind_aerospace_defense 0.0206 0.0084 0.0002 tilt_INDUSTRY
2025-01-16 2025-01-17 ind_media_publishing 0.0138 -0.0041 -0.0001 tilt_INDUSTRY
2025-01-16 2025-01-17 ind_real_estate_operations 0.0105 0.0005 0.0000 tilt_INDUSTRY
2025-01-17 2025-01-20 ind_leisure_products -0.0089 -0.0047 0.0000 tilt_INDUSTRY
2025-01-17 2025-01-20 pdiscrepancy NaN NaN 0.0000 unexplained
2025-01-17 2025-01-20 ind_natural_gas_utilities -0.0078 -0.0053 0.0000 tilt_INDUSTRY
2025-01-17 2025-01-20 value_gc 1.2321 -0.0005 -0.0006 alpha_VALUE
2025-01-17 2025-01-20 ind_specialty_reatil -0.0069 -0.0009 0.0000 tilt_INDUSTRY
2025-01-17 2025-01-20 ind_diversified_retail -0.0002 0.0030 -0.0000 tilt_INDUSTRY
2025-01-17 2025-01-20 ind_transportation_infrastructure -0.0083 -0.0022 0.0000 tilt_INDUSTRY
2025-01-17 2025-01-20 stability 5.0155 0.0000 0.0001 alpha_QUALITY
2025-01-17 2025-01-20 fcost NaN NaN -0.0001 cost
2025-01-17 2025-01-20 reversal 1.0551 0.0029 0.0031 alpha_REVERSAL
2025-01-17 2025-01-20 ind_industrial_distribution -0.0077 0.0032 -0.0000 tilt_INDUSTRY
2025-01-17 2025-01-20 bcost NaN NaN -0.0010 cost
2025-01-17 2025-01-20 revision 0.8881 -0.0002 -0.0001 alpha_REVISION
2025-01-17 2025-01-20 quality 3.5768 -0.0001 -0.0002 alpha_QUALITY
2025-01-17 2025-01-20 specret NaN NaN 0.0022 unexplained
2025-01-17 2025-01-20 momentum 0.4912 -0.0004 -0.0002 alpha_MOMENTUM
2025-01-17 2025-01-20 ind_construction_materials -0.0166 -0.0018 0.0000 tilt_INDUSTRY
2025-01-17 2025-01-20 size_SMALL -0.0015 0.0000 -0.0000 tilt_SIZE
2025-01-17 2025-01-20 ind_machinery 0.0826 0.0044 0.0004 tilt_INDUSTRY
2025-01-17 2025-01-20 country_KR 0.0000 -0.0034 0.0000 tilt_COUNTRY
2025-01-17 2025-01-20 ind_consumer_goods_conglomerates 0.0317 0.0002 0.0000 tilt_INDUSTRY
2025-01-17 2025-01-20 ind_media_publishing 0.0137 0.0015 0.0000 tilt_INDUSTRY
2025-01-17 2025-01-20 country_MY 0.0115 0.0067 0.0001 tilt_COUNTRY
2025-01-17 2025-01-20 ind_investment_services 0.1133 0.0012 0.0001 tilt_INDUSTRY
2025-01-17 2025-01-20 country_HK 0.0507 -0.0018 -0.0001 tilt_COUNTRY
2025-01-17 2025-01-20 neglect 0.9562 -0.0000 -0.0000 alpha_VALUE
2025-01-17 2025-01-20 ind_freight_logistics 0.0467 -0.0083 -0.0004 tilt_INDUSTRY
2025-01-17 2025-01-20 ind_holding_companies 0.0000 -0.0058 0.0000 tilt_INDUSTRY
2025-01-17 2025-01-20 ind_healthcare_equipment_supplies -0.0041 0.0015 -0.0000 tilt_INDUSTRY
2025-01-17 2025-01-20 country_CN 0.1062 -0.0047 -0.0005 tilt_COUNTRY
2025-01-17 2025-01-20 ind_telecommunications_serices 0.0334 -0.0010 -0.0000 tilt_INDUSTRY
2025-01-17 2025-01-20 ind_metals_mining 0.0015 -0.0051 -0.0000 tilt_INDUSTRY
2025-01-17 2025-01-20 country_PH 0.0010 -0.0025 -0.0000 tilt_COUNTRY
2025-01-17 2025-01-20 ind_electric_utilities_ipps -0.0065 -0.0010 0.0000 tilt_INDUSTRY
2025-01-17 2025-01-20 country_TH -0.0994 0.0002 -0.0000 tilt_COUNTRY
2025-01-17 2025-01-20 ind_computers_phones_household_electronics -0.0012 0.0052 -0.0000 tilt_INDUSTRY
2025-01-17 2025-01-20 country_NZ -0.0187 -0.0011 0.0000 tilt_COUNTRY
2025-01-17 2025-01-20 country_XH 0.0116 0.0043 0.0001 tilt_COUNTRY
2025-01-17 2025-01-20 ind_integrated_hardware_software 0.0132 0.0002 0.0000 tilt_INDUSTRY
2025-01-17 2025-01-20 ind_household_goods -0.0505 0.0005 -0.0000 tilt_INDUSTRY
2025-01-17 2025-01-20 linkage 0.8780 -0.0007 -0.0006 alpha_MOMENTUM
2025-01-17 2025-01-20 fmom 1.3645 0.0008 0.0011 alpha_QUALITY
2025-01-17 2025-01-20 market -0.0255 -0.0010 0.0000 risk_exposure
2025-01-17 2025-01-20 ind_construction_engineering -0.0871 0.0017 -0.0001 tilt_INDUSTRY
2025-01-17 2025-01-20 country_JP -0.0302 0.0061 -0.0002 tilt_COUNTRY
2025-01-17 2025-01-20 ind_insurance 0.0969 -0.0009 -0.0001 tilt_INDUSTRY
2025-01-17 2025-01-20 ind_food_tobacco 0.1295 -0.0034 -0.0004 tilt_INDUSTRY
2025-01-17 2025-01-20 country_SG 0.0093 -0.0035 -0.0000 tilt_COUNTRY
2025-01-17 2025-01-20 ind_fintech 0.0065 -0.0030 -0.0000 tilt_INDUSTRY
2025-01-17 2025-01-20 ind_homebuilding_building_products -0.0079 0.0005 -0.0000 tilt_INDUSTRY
2025-01-17 2025-01-20 ind_communications_equipment 0.0129 0.0008 0.0000 tilt_INDUSTRY
2025-01-17 2025-01-20 impactCost NaN NaN -0.0001 cost
2025-01-17 2025-01-20 linearCost NaN NaN -0.0001 cost
2025-01-17 2025-01-20 ind_textiles_apparel -0.0459 0.0031 -0.0001 tilt_INDUSTRY
2025-01-17 2025-01-20 ind_household_products_services -0.0246 -0.0058 0.0001 tilt_INDUSTRY
2025-01-17 2025-01-20 ind_multiline_utilities -0.0116 0.0027 -0.0000 tilt_INDUSTRY
2025-01-17 2025-01-20 ind_hotels_entertainment -0.0705 -0.0025 0.0002 tilt_INDUSTRY
2025-01-17 2025-01-20 ind_uranium 0.0000 -0.0220 0.0000 tilt_INDUSTRY
2025-01-17 2025-01-20 ind_electronic_equipment -0.0189 0.0090 -0.0002 tilt_INDUSTRY
2025-01-17 2025-01-20 ind_healthcare_providers_services -0.0422 -0.0016 0.0001 tilt_INDUSTRY
2025-01-17 2025-01-20 value_liq 0.5000 -0.0002 -0.0001 alpha_VALUE
2025-01-17 2025-01-20 ind_containers_packaging -0.0181 0.0044 -0.0001 tilt_INDUSTRY
2025-01-17 2025-01-20 country_AU -0.0998 0.0024 -0.0002 tilt_COUNTRY
2025-01-17 2025-01-20 ind_food_drug_retail -0.0598 -0.0016 0.0001 tilt_INDUSTRY
2025-01-17 2025-01-20 country_TW -0.0651 0.0027 -0.0002 tilt_COUNTRY
2025-01-17 2025-01-20 ind_water_utilities -0.0044 -0.0104 0.0000 tilt_INDUSTRY
2025-01-17 2025-01-20 sbeta_market 0.0278 0.0063 0.0002 risk_exposure
2025-01-17 2025-01-20 country_ID 0.0221 0.0066 0.0001 tilt_COUNTRY
2025-01-17 2025-01-20 ind_automobile -0.0018 0.0008 -0.0000 tilt_INDUSTRY
2025-01-17 2025-01-20 ind_coal -0.0546 -0.0131 0.0007 tilt_INDUSTRY
2025-01-17 2025-01-20 size_LARGE 0.0689 0.0024 0.0002 tilt_SIZE
2025-01-17 2025-01-20 ind_banking_services 0.0111 0.0014 0.0000 tilt_INDUSTRY
2025-01-17 2025-01-20 ind_beverages -0.0892 0.0028 -0.0003 tilt_INDUSTRY
2025-01-17 2025-01-20 ind_biotechnology -0.0109 0.0031 -0.0000 tilt_INDUSTRY
2025-01-17 2025-01-20 ind_oil_gas_equipment_services -0.0129 -0.0152 0.0002 tilt_INDUSTRY
2025-01-17 2025-01-20 ind_software_it_services 0.0729 -0.0011 -0.0001 tilt_INDUSTRY
2025-01-17 2025-01-20 size_MICRO -0.0051 0.0042 -0.0000 tilt_SIZE
2025-01-17 2025-01-20 ind_aerospace_defense 0.0159 0.0002 0.0000 tilt_INDUSTRY
2025-01-17 2025-01-20 ind_reits 0.0037 0.0000 0.0000 tilt_INDUSTRY
2025-01-17 2025-01-20 ind_semiconductors -0.0607 0.0004 -0.0000 tilt_INDUSTRY
2025-01-17 2025-01-20 sdiscrepancy NaN NaN -0.0001 unexplained
2025-01-17 2025-01-20 ind_real_estate_operations 0.0070 0.0008 0.0000 tilt_INDUSTRY
2025-01-17 2025-01-20 ind_commercial_services_supplies 0.0409 -0.0025 -0.0001 tilt_INDUSTRY
2025-01-17 2025-01-20 ind_paper_forestry -0.0105 -0.0031 0.0000 tilt_INDUSTRY
2025-01-17 2025-01-20 ind_passenger_transportation 0.0664 -0.0062 -0.0004 tilt_INDUSTRY
2025-01-17 2025-01-20 ind_pharmaceuticals -0.0247 0.0015 -0.0000 tilt_INDUSTRY
2025-01-17 2025-01-20 ind_chemicals -0.0650 0.0001 -0.0000 tilt_INDUSTRY
2025-01-17 2025-01-20 ind_oil_gas -0.0184 -0.0083 0.0002 tilt_INDUSTRY
2025-01-17 2025-01-20 ind_renewable_energy 0.0279 -0.0085 -0.0002 tilt_INDUSTRY
2025-01-17 2025-01-20 country_IN 0.0752 0.0062 0.0005 tilt_COUNTRY
2025-01-17 2025-01-20 ind_office_equipment 0.0049 0.0044 0.0000 tilt_INDUSTRY
2025-01-17 2025-01-20 size_MID -0.0877 -0.0017 0.0002 tilt_SIZE
2025-01-20 2025-01-21 ind_communications_equipment 0.0135 0.0031 0.0000 tilt_INDUSTRY
2025-01-20 2025-01-21 fcost NaN NaN -0.0000 cost
2025-01-20 2025-01-21 ind_leisure_products -0.0080 0.0059 -0.0000 tilt_INDUSTRY
2025-01-20 2025-01-21 market -0.0212 -0.0038 0.0001 risk_exposure
2025-01-20 2025-01-21 sbeta_market 0.0327 0.0043 0.0001 risk_exposure
2025-01-20 2025-01-21 pdiscrepancy NaN NaN -0.0000 unexplained
2025-01-20 2025-01-21 neglect 0.9868 -0.0004 -0.0004 alpha_VALUE
2025-01-20 2025-01-21 country_CN 0.1206 -0.0022 -0.0003 tilt_COUNTRY
2025-01-20 2025-01-21 ind_integrated_hardware_software 0.0132 0.0063 0.0001 tilt_INDUSTRY
2025-01-20 2025-01-21 momentum 0.4709 0.0013 0.0006 alpha_MOMENTUM
2025-01-20 2025-01-21 country_XH 0.0105 0.0070 0.0001 tilt_COUNTRY
2025-01-20 2025-01-21 reversal 0.8332 0.0005 0.0004 alpha_REVERSAL
2025-01-20 2025-01-21 revision 0.9815 0.0010 0.0010 alpha_REVISION
2025-01-20 2025-01-21 ind_fintech 0.0067 0.0043 0.0000 tilt_INDUSTRY
2025-01-20 2025-01-21 value_gc 1.2337 -0.0003 -0.0004 alpha_VALUE
2025-01-20 2025-01-21 ind_construction_materials -0.0163 -0.0005 0.0000 tilt_INDUSTRY
2025-01-20 2025-01-21 ind_oil_gas_equipment_services -0.0129 -0.0050 0.0001 tilt_INDUSTRY
2025-01-20 2025-01-21 ind_freight_logistics 0.0457 0.0002 0.0000 tilt_INDUSTRY
2025-01-20 2025-01-21 ind_specialty_reatil -0.0092 0.0047 -0.0000 tilt_INDUSTRY
2025-01-20 2025-01-21 specret NaN NaN 0.0007 unexplained
2025-01-20 2025-01-21 ind_metals_mining 0.0058 -0.0025 -0.0000 tilt_INDUSTRY
2025-01-20 2025-01-21 country_TH -0.1012 0.0167 -0.0017 tilt_COUNTRY
2025-01-20 2025-01-21 country_JP -0.0356 0.0021 -0.0001 tilt_COUNTRY
2025-01-20 2025-01-21 size_MID -0.0883 -0.0002 0.0000 tilt_SIZE
2025-01-20 2025-01-21 ind_semiconductors -0.0652 0.0070 -0.0005 tilt_INDUSTRY
2025-01-20 2025-01-21 ind_office_equipment 0.0083 -0.0005 -0.0000 tilt_INDUSTRY
2025-01-20 2025-01-21 ind_diversified_retail -0.0002 -0.0012 0.0000 tilt_INDUSTRY
2025-01-20 2025-01-21 ind_uranium 0.0000 -0.0004 0.0000 tilt_INDUSTRY
2025-01-20 2025-01-21 ind_real_estate_operations 0.0003 0.0013 0.0000 tilt_INDUSTRY
2025-01-20 2025-01-21 ind_food_tobacco 0.1286 0.0009 0.0001 tilt_INDUSTRY
2025-01-20 2025-01-21 sdiscrepancy NaN NaN 0.0005 unexplained
2025-01-20 2025-01-21 country_NZ -0.0190 0.0028 -0.0001 tilt_COUNTRY
2025-01-20 2025-01-21 ind_homebuilding_building_products -0.0083 0.0054 -0.0000 tilt_INDUSTRY
2025-01-20 2025-01-21 country_HK 0.0455 0.0032 0.0001 tilt_COUNTRY
2025-01-20 2025-01-21 ind_household_goods -0.0409 -0.0018 0.0001 tilt_INDUSTRY
2025-01-20 2025-01-21 ind_biotechnology -0.0107 -0.0075 0.0001 tilt_INDUSTRY
2025-01-20 2025-01-21 ind_consumer_goods_conglomerates 0.0327 -0.0066 -0.0002 tilt_INDUSTRY
2025-01-20 2025-01-21 ind_banking_services 0.0004 0.0018 0.0000 tilt_INDUSTRY
2025-01-20 2025-01-21 ind_chemicals -0.0586 -0.0055 0.0003 tilt_INDUSTRY
2025-01-20 2025-01-21 country_MY 0.0116 0.0105 0.0001 tilt_COUNTRY
2025-01-20 2025-01-21 ind_telecommunications_serices 0.0339 -0.0030 -0.0001 tilt_INDUSTRY
2025-01-20 2025-01-21 ind_investment_services 0.1145 -0.0001 -0.0000 tilt_INDUSTRY
2025-01-20 2025-01-21 ind_holding_companies 0.0000 -0.0021 0.0000 tilt_INDUSTRY
2025-01-20 2025-01-21 ind_coal -0.0536 -0.0070 0.0004 tilt_INDUSTRY
2025-01-20 2025-01-21 ind_automobile -0.0076 0.0036 -0.0000 tilt_INDUSTRY
2025-01-20 2025-01-21 ind_industrial_distribution -0.0063 -0.0063 0.0000 tilt_INDUSTRY
2025-01-20 2025-01-21 country_ID 0.0208 0.0063 0.0001 tilt_COUNTRY
2025-01-20 2025-01-21 stability 5.0766 0.0009 0.0047 alpha_QUALITY
2025-01-20 2025-01-21 ind_computers_phones_household_electronics -0.0013 0.0034 -0.0000 tilt_INDUSTRY
2025-01-20 2025-01-21 ind_renewable_energy 0.0274 -0.0191 -0.0005 tilt_INDUSTRY
2025-01-20 2025-01-21 ind_commercial_services_supplies 0.0392 -0.0029 -0.0001 tilt_INDUSTRY
2025-01-20 2025-01-21 ind_transportation_infrastructure -0.0086 -0.0048 0.0000 tilt_INDUSTRY
2025-01-20 2025-01-21 ind_electronic_equipment -0.0203 0.0089 -0.0002 tilt_INDUSTRY
2025-01-20 2025-01-21 fmom 1.3412 0.0005 0.0007 alpha_QUALITY
2025-01-20 2025-01-21 linkage 0.8202 0.0001 0.0001 alpha_MOMENTUM
2025-01-20 2025-01-21 country_KR 0.0000 0.0012 0.0000 tilt_COUNTRY
2025-01-20 2025-01-21 ind_machinery 0.0874 0.0007 0.0001 tilt_INDUSTRY
2025-01-20 2025-01-21 ind_containers_packaging -0.0182 -0.0021 0.0000 tilt_INDUSTRY
2025-01-20 2025-01-21 ind_insurance 0.0978 -0.0015 -0.0001 tilt_INDUSTRY
2025-01-20 2025-01-21 ind_beverages -0.0894 -0.0054 0.0005 tilt_INDUSTRY
2025-01-20 2025-01-21 quality 3.5912 -0.0000 -0.0000 alpha_QUALITY
2025-01-20 2025-01-21 ind_software_it_services 0.0872 0.0021 0.0002 tilt_INDUSTRY
2025-01-20 2025-01-21 ind_aerospace_defense 0.0116 -0.0055 -0.0001 tilt_INDUSTRY
2025-01-20 2025-01-21 ind_reits 0.0038 0.0000 0.0000 tilt_INDUSTRY
2025-01-20 2025-01-21 ind_healthcare_equipment_supplies -0.0021 -0.0006 0.0000 tilt_INDUSTRY
2025-01-20 2025-01-21 value_liq 0.5172 -0.0005 -0.0003 alpha_VALUE
2025-01-20 2025-01-21 impactCost NaN NaN -0.0002 cost
2025-01-20 2025-01-21 ind_passenger_transportation 0.0670 0.0064 0.0004 tilt_INDUSTRY
2025-01-20 2025-01-21 ind_textiles_apparel -0.0481 0.0013 -0.0001 tilt_INDUSTRY
2025-01-20 2025-01-21 ind_hotels_entertainment -0.0717 0.0000 -0.0000 tilt_INDUSTRY
2025-01-20 2025-01-21 ind_electric_utilities_ipps -0.0024 -0.0018 0.0000 tilt_INDUSTRY
2025-01-20 2025-01-21 ind_paper_forestry -0.0106 -0.0012 0.0000 tilt_INDUSTRY
2025-01-20 2025-01-21 ind_oil_gas -0.0182 -0.0116 0.0002 tilt_INDUSTRY
2025-01-20 2025-01-21 size_SMALL -0.0050 -0.0000 0.0000 tilt_SIZE
2025-01-20 2025-01-21 linearCost NaN NaN -0.0002 cost
2025-01-20 2025-01-21 ind_construction_engineering -0.0944 -0.0031 0.0003 tilt_INDUSTRY
2025-01-20 2025-01-21 ind_food_drug_retail -0.0601 0.0025 -0.0002 tilt_INDUSTRY
2025-01-20 2025-01-21 ind_healthcare_providers_services -0.0421 -0.0036 0.0002 tilt_INDUSTRY
2025-01-20 2025-01-21 ind_multiline_utilities -0.0116 0.0005 -0.0000 tilt_INDUSTRY
2025-01-20 2025-01-21 ind_media_publishing 0.0156 -0.0008 -0.0000 tilt_INDUSTRY
2025-01-20 2025-01-21 country_PH 0.0010 0.0005 0.0000 tilt_COUNTRY
2025-01-20 2025-01-21 size_MICRO -0.0044 -0.0041 0.0000 tilt_SIZE
2025-01-20 2025-01-21 bcost NaN NaN -0.0003 cost
2025-01-20 2025-01-21 country_SG 0.0091 -0.0001 -0.0000 tilt_COUNTRY
2025-01-20 2025-01-21 ind_household_products_services -0.0254 0.0072 -0.0002 tilt_INDUSTRY
2025-01-20 2025-01-21 ind_water_utilities -0.0045 0.0007 -0.0000 tilt_INDUSTRY
2025-01-20 2025-01-21 country_TW -0.0664 -0.0005 0.0000 tilt_COUNTRY
2025-01-20 2025-01-21 size_LARGE 0.0765 0.0006 0.0000 tilt_SIZE
2025-01-20 2025-01-21 country_AU -0.0997 0.0100 -0.0010 tilt_COUNTRY
2025-01-20 2025-01-21 ind_pharmaceuticals -0.0263 -0.0018 0.0000 tilt_INDUSTRY
2025-01-20 2025-01-21 ind_natural_gas_utilities -0.0088 -0.0025 0.0000 tilt_INDUSTRY
2025-01-20 2025-01-21 country_IN 0.0817 -0.0137 -0.0011 tilt_COUNTRY
2025-01-21 2025-01-22 size_SMALL -0.0038 -0.0013 0.0000 tilt_SIZE
2025-01-21 2025-01-22 stability 5.0875 0.0001 0.0005 alpha_QUALITY
2025-01-21 2025-01-22 impactCost NaN NaN -0.0001 cost
2025-01-21 2025-01-22 country_SG 0.0089 -0.0013 -0.0000 tilt_COUNTRY
2025-01-21 2025-01-22 size_MID -0.0910 0.0008 -0.0001 tilt_SIZE
2025-01-21 2025-01-22 ind_real_estate_operations -0.0090 -0.0129 0.0001 tilt_INDUSTRY
2025-01-21 2025-01-22 ind_water_utilities -0.0046 0.0079 -0.0000 tilt_INDUSTRY
2025-01-21 2025-01-22 ind_semiconductors -0.0662 0.0074 -0.0005 tilt_INDUSTRY
2025-01-21 2025-01-22 ind_oil_gas_equipment_services -0.0130 -0.0005 0.0000 tilt_INDUSTRY
2025-01-21 2025-01-22 country_AU -0.1000 0.0085 -0.0008 tilt_COUNTRY
2025-01-21 2025-01-22 value_gc 1.2250 0.0003 0.0004 alpha_VALUE
2025-01-21 2025-01-22 ind_diversified_retail -0.0002 -0.0105 0.0000 tilt_INDUSTRY
2025-01-21 2025-01-22 country_KR 0.0000 0.0097 0.0000 tilt_COUNTRY
2025-01-21 2025-01-22 ind_hotels_entertainment -0.0718 -0.0065 0.0005 tilt_INDUSTRY
2025-01-21 2025-01-22 ind_passenger_transportation 0.0675 -0.0051 -0.0003 tilt_INDUSTRY
2025-01-21 2025-01-22 ind_healthcare_equipment_supplies -0.0039 0.0018 -0.0000 tilt_INDUSTRY
2025-01-21 2025-01-22 market -0.0212 0.0010 -0.0000 risk_exposure
2025-01-21 2025-01-22 ind_aerospace_defense 0.0121 -0.0045 -0.0001 tilt_INDUSTRY
2025-01-21 2025-01-22 country_TW -0.0641 0.0072 -0.0005 tilt_COUNTRY
2025-01-21 2025-01-22 ind_communications_equipment 0.0141 0.0102 0.0001 tilt_INDUSTRY
2025-01-21 2025-01-22 ind_automobile -0.0114 0.0005 -0.0000 tilt_INDUSTRY
2025-01-21 2025-01-22 ind_electronic_equipment -0.0237 0.0082 -0.0002 tilt_INDUSTRY
2025-01-21 2025-01-22 ind_construction_engineering -0.1020 -0.0000 0.0000 tilt_INDUSTRY
2025-01-21 2025-01-22 country_CN 0.1309 -0.0043 -0.0006 tilt_COUNTRY
2025-01-21 2025-01-22 ind_commercial_services_supplies 0.0370 -0.0011 -0.0000 tilt_INDUSTRY
2025-01-21 2025-01-22 country_NZ -0.0190 -0.0039 0.0001 tilt_COUNTRY
2025-01-21 2025-01-22 ind_investment_services 0.1158 0.0037 0.0004 tilt_INDUSTRY
2025-01-21 2025-01-22 ind_telecommunications_serices 0.0361 -0.0032 -0.0001 tilt_INDUSTRY
2025-01-21 2025-01-22 ind_chemicals -0.0496 0.0026 -0.0001 tilt_INDUSTRY
2025-01-21 2025-01-22 country_XH 0.0087 -0.0066 -0.0001 tilt_COUNTRY
2025-01-21 2025-01-22 ind_consumer_goods_conglomerates 0.0341 0.0069 0.0002 tilt_INDUSTRY
2025-01-21 2025-01-22 ind_insurance 0.1006 -0.0068 -0.0007 tilt_INDUSTRY
2025-01-21 2025-01-22 ind_integrated_hardware_software 0.0131 0.0070 0.0001 tilt_INDUSTRY
2025-01-21 2025-01-22 ind_containers_packaging -0.0181 -0.0016 0.0000 tilt_INDUSTRY
2025-01-21 2025-01-22 country_ID 0.0182 0.0108 0.0002 tilt_COUNTRY
2025-01-21 2025-01-22 country_HK 0.0396 -0.0043 -0.0002 tilt_COUNTRY
2025-01-21 2025-01-22 ind_multiline_utilities -0.0116 0.0028 -0.0000 tilt_INDUSTRY
2025-01-21 2025-01-22 momentum 0.4554 0.0010 0.0004 alpha_MOMENTUM
2025-01-21 2025-01-22 ind_homebuilding_building_products -0.0085 -0.0092 0.0001 tilt_INDUSTRY
2025-01-21 2025-01-22 fcost NaN NaN -0.0000 cost
2025-01-21 2025-01-22 country_TH -0.1016 0.0069 -0.0007 tilt_COUNTRY
2025-01-21 2025-01-22 sbeta_market 0.0317 -0.0049 -0.0002 risk_exposure
2025-01-21 2025-01-22 quality 3.6169 -0.0004 -0.0015 alpha_QUALITY
2025-01-21 2025-01-22 ind_leisure_products -0.0081 0.0032 -0.0000 tilt_INDUSTRY
2025-01-21 2025-01-22 ind_beverages -0.0904 -0.0076 0.0007 tilt_INDUSTRY
2025-01-21 2025-01-22 ind_software_it_services 0.0909 -0.0007 -0.0001 tilt_INDUSTRY
2025-01-21 2025-01-22 specret NaN NaN 0.0018 unexplained
2025-01-21 2025-01-22 ind_specialty_reatil -0.0106 -0.0035 0.0000 tilt_INDUSTRY
2025-01-21 2025-01-22 neglect 1.0139 0.0000 0.0000 alpha_VALUE
2025-01-21 2025-01-22 ind_machinery 0.0866 0.0051 0.0004 tilt_INDUSTRY
2025-01-21 2025-01-22 ind_construction_materials -0.0159 0.0029 -0.0000 tilt_INDUSTRY
2025-01-21 2025-01-22 revision 0.9126 -0.0001 -0.0001 alpha_REVISION
2025-01-21 2025-01-22 reversal 0.7775 0.0006 0.0005 alpha_REVERSAL
2025-01-21 2025-01-22 linkage 0.8071 0.0002 0.0002 alpha_MOMENTUM
2025-01-21 2025-01-22 fmom 1.3168 0.0012 0.0016 alpha_QUALITY
2025-01-21 2025-01-22 country_JP -0.0465 0.0075 -0.0003 tilt_COUNTRY
2025-01-21 2025-01-22 ind_transportation_infrastructure -0.0092 -0.0022 0.0000 tilt_INDUSTRY
2025-01-21 2025-01-22 ind_holding_companies 0.0000 0.0127 0.0000 tilt_INDUSTRY
2025-01-21 2025-01-22 ind_pharmaceuticals -0.0285 0.0035 -0.0001 tilt_INDUSTRY
2025-01-21 2025-01-22 ind_renewable_energy 0.0272 -0.0023 -0.0001 tilt_INDUSTRY
2025-01-21 2025-01-22 ind_natural_gas_utilities -0.0097 -0.0057 0.0001 tilt_INDUSTRY
2025-01-21 2025-01-22 country_IN 0.0909 -0.0088 -0.0008 tilt_COUNTRY
2025-01-21 2025-01-22 ind_healthcare_providers_services -0.0409 -0.0005 0.0000 tilt_INDUSTRY
2025-01-21 2025-01-22 ind_media_publishing 0.0175 -0.0006 -0.0000 tilt_INDUSTRY
2025-01-21 2025-01-22 size_MICRO -0.0040 -0.0032 0.0000 tilt_SIZE
2025-01-21 2025-01-22 country_PH 0.0010 0.0082 0.0000 tilt_COUNTRY
2025-01-21 2025-01-22 ind_household_products_services -0.0261 -0.0029 0.0001 tilt_INDUSTRY
2025-01-21 2025-01-22 ind_industrial_distribution -0.0047 -0.0053 0.0000 tilt_INDUSTRY
2025-01-21 2025-01-22 ind_coal -0.0535 0.0022 -0.0001 tilt_INDUSTRY
2025-01-21 2025-01-22 bcost NaN NaN -0.0003 cost
2025-01-21 2025-01-22 size_LARGE 0.0777 0.0006 0.0000 tilt_SIZE
2025-01-21 2025-01-22 ind_electric_utilities_ipps 0.0023 0.0001 0.0000 tilt_INDUSTRY
2025-01-21 2025-01-22 linearCost NaN NaN -0.0002 cost
2025-01-21 2025-01-22 ind_household_goods -0.0283 -0.0095 0.0003 tilt_INDUSTRY
2025-01-21 2025-01-22 ind_food_tobacco 0.1269 -0.0018 -0.0002 tilt_INDUSTRY
2025-01-21 2025-01-22 ind_uranium 0.0000 0.0902 0.0000 tilt_INDUSTRY
2025-01-21 2025-01-22 ind_biotechnology -0.0116 0.0022 -0.0000 tilt_INDUSTRY
2025-01-21 2025-01-22 ind_textiles_apparel -0.0524 0.0029 -0.0002 tilt_INDUSTRY
2025-01-21 2025-01-22 ind_office_equipment 0.0108 -0.0004 -0.0000 tilt_INDUSTRY
2025-01-21 2025-01-22 pdiscrepancy NaN NaN 0.0000 unexplained
2025-01-21 2025-01-22 ind_banking_services -0.0016 -0.0051 0.0000 tilt_INDUSTRY
2025-01-21 2025-01-22 country_MY 0.0117 0.0032 0.0000 tilt_COUNTRY
2025-01-21 2025-01-22 sdiscrepancy NaN NaN -0.0001 unexplained
2025-01-21 2025-01-22 ind_oil_gas -0.0183 -0.0057 0.0001 tilt_INDUSTRY
2025-01-21 2025-01-22 value_liq 0.5241 -0.0001 -0.0001 alpha_VALUE
2025-01-21 2025-01-22 ind_fintech 0.0070 0.0059 0.0000 tilt_INDUSTRY
2025-01-21 2025-01-22 ind_freight_logistics 0.0447 -0.0022 -0.0001 tilt_INDUSTRY
2025-01-21 2025-01-22 ind_food_drug_retail -0.0598 -0.0080 0.0005 tilt_INDUSTRY
2025-01-21 2025-01-22 ind_reits 0.0037 0.0000 0.0000 tilt_INDUSTRY
2025-01-21 2025-01-22 ind_computers_phones_household_electronics -0.0013 0.0006 -0.0000 tilt_INDUSTRY
2025-01-21 2025-01-22 ind_metals_mining 0.0059 0.0036 0.0000 tilt_INDUSTRY
2025-01-21 2025-01-22 ind_paper_forestry -0.0106 -0.0057 0.0001 tilt_INDUSTRY
2025-01-22 2025-01-23 ind_transportation_infrastructure -0.0099 0.0014 -0.0000 tilt_INDUSTRY
2025-01-22 2025-01-23 size_SMALL -0.0010 -0.0002 0.0000 tilt_SIZE
2025-01-22 2025-01-23 ind_aerospace_defense 0.0127 -0.0018 -0.0000 tilt_INDUSTRY
2025-01-22 2025-01-23 ind_hotels_entertainment -0.0715 -0.0003 0.0000 tilt_INDUSTRY
2025-01-22 2025-01-23 ind_oil_gas -0.0160 -0.0047 0.0001 tilt_INDUSTRY
2025-01-22 2025-01-23 ind_healthcare_providers_services -0.0392 0.0037 -0.0001 tilt_INDUSTRY
2025-01-22 2025-01-23 ind_passenger_transportation 0.0673 0.0011 0.0001 tilt_INDUSTRY
2025-01-22 2025-01-23 ind_commercial_services_supplies 0.0354 0.0026 0.0001 tilt_INDUSTRY
2025-01-22 2025-01-23 ind_reits 0.0035 0.0000 0.0000 tilt_INDUSTRY
2025-01-22 2025-01-23 country_KR 0.0000 -0.0146 0.0000 tilt_COUNTRY
2025-01-22 2025-01-23 sbeta_market 0.0379 -0.0064 -0.0002 risk_exposure
2025-01-22 2025-01-23 ind_multiline_utilities -0.0116 -0.0003 0.0000 tilt_INDUSTRY
2025-01-22 2025-01-23 value_liq 0.5244 0.0011 0.0006 alpha_VALUE
2025-01-22 2025-01-23 ind_machinery 0.0783 -0.0011 -0.0001 tilt_INDUSTRY
2025-01-22 2025-01-23 ind_software_it_services 0.0805 0.0044 0.0004 tilt_INDUSTRY
2025-01-22 2025-01-23 ind_food_drug_retail -0.0589 -0.0016 0.0001 tilt_INDUSTRY
2025-01-22 2025-01-23 country_SG 0.0092 -0.0011 -0.0000 tilt_COUNTRY
2025-01-22 2025-01-23 ind_healthcare_equipment_supplies -0.0009 0.0028 -0.0000 tilt_INDUSTRY
2025-01-22 2025-01-23 ind_containers_packaging -0.0179 -0.0010 0.0000 tilt_INDUSTRY
2025-01-22 2025-01-23 fmom 1.3002 0.0002 0.0003 alpha_QUALITY
2025-01-22 2025-01-23 ind_textiles_apparel -0.0554 -0.0014 0.0001 tilt_INDUSTRY
2025-01-22 2025-01-23 ind_semiconductors -0.0692 -0.0044 0.0003 tilt_INDUSTRY
2025-01-22 2025-01-23 country_PH 0.0010 0.0027 0.0000 tilt_COUNTRY
2025-01-22 2025-01-23 country_ID 0.0193 -0.0072 -0.0001 tilt_COUNTRY
2025-01-22 2025-01-23 ind_metals_mining 0.0088 -0.0053 -0.0000 tilt_INDUSTRY
2025-01-22 2025-01-23 ind_investment_services 0.1174 0.0084 0.0010 tilt_INDUSTRY
2025-01-22 2025-01-23 country_MY 0.0117 -0.0106 -0.0001 tilt_COUNTRY
2025-01-22 2025-01-23 ind_telecommunications_serices 0.0384 -0.0015 -0.0001 tilt_INDUSTRY
2025-01-22 2025-01-23 ind_consumer_goods_conglomerates 0.0342 0.0147 0.0005 tilt_INDUSTRY
2025-01-22 2025-01-23 ind_banking_services 0.0077 0.0064 0.0000 tilt_INDUSTRY
2025-01-22 2025-01-23 pdiscrepancy NaN NaN -0.0001 unexplained
2025-01-22 2025-01-23 ind_biotechnology -0.0120 0.0041 -0.0000 tilt_INDUSTRY
2025-01-22 2025-01-23 ind_homebuilding_building_products -0.0085 -0.0005 0.0000 tilt_INDUSTRY
2025-01-22 2025-01-23 ind_food_tobacco 0.1251 -0.0007 -0.0001 tilt_INDUSTRY
2025-01-22 2025-01-23 ind_uranium 0.0000 0.0150 0.0000 tilt_INDUSTRY
2025-01-22 2025-01-23 ind_fintech 0.0071 0.0063 0.0000 tilt_INDUSTRY
2025-01-22 2025-01-23 size_MID -0.0849 -0.0009 0.0001 tilt_SIZE
2025-01-22 2025-01-23 ind_computers_phones_household_electronics -0.0011 -0.0032 0.0000 tilt_INDUSTRY
2025-01-22 2025-01-23 ind_coal -0.0547 0.0030 -0.0002 tilt_INDUSTRY
2025-01-22 2025-01-23 ind_automobile -0.0116 -0.0024 0.0000 tilt_INDUSTRY
2025-01-22 2025-01-23 bcost NaN NaN -0.0003 cost
2025-01-22 2025-01-23 ind_leisure_products -0.0079 0.0055 -0.0000 tilt_INDUSTRY
2025-01-22 2025-01-23 size_MICRO -0.0063 0.0010 -0.0000 tilt_SIZE
2025-01-22 2025-01-23 ind_water_utilities -0.0049 0.0026 -0.0000 tilt_INDUSTRY
2025-01-22 2025-01-23 country_IN 0.0912 0.0039 0.0004 tilt_COUNTRY
2025-01-22 2025-01-23 ind_holding_companies 0.0000 0.0009 0.0000 tilt_INDUSTRY
2025-01-22 2025-01-23 fcost NaN NaN -0.0000 cost
2025-01-22 2025-01-23 momentum 0.4461 0.0002 0.0001 alpha_MOMENTUM
2025-01-22 2025-01-23 reversal 0.8981 0.0027 0.0024 alpha_REVERSAL
2025-01-22 2025-01-23 ind_media_publishing 0.0173 0.0048 0.0001 tilt_INDUSTRY
2025-01-22 2025-01-23 value_gc 1.2348 -0.0001 -0.0001 alpha_VALUE
2025-01-22 2025-01-23 ind_pharmaceuticals -0.0310 -0.0016 0.0000 tilt_INDUSTRY
2025-01-22 2025-01-23 ind_construction_materials -0.0159 0.0037 -0.0001 tilt_INDUSTRY
2025-01-22 2025-01-23 ind_integrated_hardware_software 0.0132 -0.0010 -0.0000 tilt_INDUSTRY
2025-01-22 2025-01-23 neglect 1.0210 0.0003 0.0004 alpha_VALUE
2025-01-22 2025-01-23 specret NaN NaN 0.0015 unexplained
2025-01-22 2025-01-23 country_XH 0.0099 0.0004 0.0000 tilt_COUNTRY
2025-01-22 2025-01-23 country_HK 0.0338 -0.0023 -0.0001 tilt_COUNTRY
2025-01-22 2025-01-23 ind_oil_gas_equipment_services -0.0132 -0.0052 0.0001 tilt_INDUSTRY
2025-01-22 2025-01-23 linearCost NaN NaN -0.0001 cost
2025-01-22 2025-01-23 country_CN 0.1383 0.0040 0.0006 tilt_COUNTRY
2025-01-22 2025-01-23 ind_construction_engineering -0.1030 0.0023 -0.0002 tilt_INDUSTRY
2025-01-22 2025-01-23 ind_beverages -0.0906 0.0013 -0.0001 tilt_INDUSTRY
2025-01-22 2025-01-23 ind_office_equipment 0.0130 -0.0007 -0.0000 tilt_INDUSTRY
2025-01-22 2025-01-23 sdiscrepancy NaN NaN 0.0002 unexplained
2025-01-22 2025-01-23 market -0.0125 0.0045 -0.0001 risk_exposure
2025-01-22 2025-01-23 ind_insurance 0.1071 0.0096 0.0010 tilt_INDUSTRY
2025-01-22 2025-01-23 ind_freight_logistics 0.0443 0.0009 0.0000 tilt_INDUSTRY
2025-01-22 2025-01-23 size_LARGE 0.0797 0.0017 0.0001 tilt_SIZE
2025-01-22 2025-01-23 ind_industrial_distribution -0.0036 0.0020 -0.0000 tilt_INDUSTRY
2025-01-22 2025-01-23 quality 3.6221 0.0005 0.0018 alpha_QUALITY
2025-01-22 2025-01-23 ind_household_products_services -0.0263 -0.0056 0.0001 tilt_INDUSTRY
2025-01-22 2025-01-23 stability 5.0603 0.0002 0.0010 alpha_QUALITY
2025-01-22 2025-01-23 ind_specialty_reatil -0.0095 -0.0040 0.0000 tilt_INDUSTRY
2025-01-22 2025-01-23 ind_electronic_equipment -0.0211 -0.0079 0.0002 tilt_INDUSTRY
2025-01-22 2025-01-23 ind_natural_gas_utilities -0.0104 0.0006 -0.0000 tilt_INDUSTRY
2025-01-22 2025-01-23 ind_renewable_energy 0.0271 -0.0051 -0.0001 tilt_INDUSTRY
2025-01-22 2025-01-23 country_AU -0.0991 -0.0105 0.0010 tilt_COUNTRY
2025-01-22 2025-01-23 country_TW -0.0628 0.0002 -0.0000 tilt_COUNTRY
2025-01-22 2025-01-23 revision 0.8781 0.0002 0.0002 alpha_REVISION
2025-01-22 2025-01-23 country_TH -0.0996 -0.0182 0.0018 tilt_COUNTRY
2025-01-22 2025-01-23 linkage 0.8382 -0.0012 -0.0010 alpha_MOMENTUM
2025-01-22 2025-01-23 ind_household_goods -0.0245 -0.0025 0.0001 tilt_INDUSTRY
2025-01-22 2025-01-23 ind_diversified_retail -0.0002 0.0027 -0.0000 tilt_INDUSTRY
2025-01-22 2025-01-23 ind_paper_forestry -0.0105 -0.0004 0.0000 tilt_INDUSTRY
2025-01-22 2025-01-23 ind_electric_utilities_ipps 0.0060 -0.0021 -0.0000 tilt_INDUSTRY
2025-01-22 2025-01-23 ind_communications_equipment 0.0094 -0.0039 -0.0000 tilt_INDUSTRY
2025-01-22 2025-01-23 ind_real_estate_operations -0.0150 0.0019 -0.0000 tilt_INDUSTRY
2025-01-22 2025-01-23 country_JP -0.0466 0.0001 -0.0000 tilt_COUNTRY
2025-01-22 2025-01-23 country_NZ -0.0187 -0.0045 0.0001 tilt_COUNTRY
2025-01-22 2025-01-23 impactCost NaN NaN -0.0001 cost
2025-01-22 2025-01-23 ind_chemicals -0.0403 -0.0025 0.0001 tilt_INDUSTRY
2025-01-23 2025-01-24 stability 5.1074 0.0001 0.0007 alpha_QUALITY
2025-01-23 2025-01-24 ind_leisure_products -0.0077 0.0175 -0.0001 tilt_INDUSTRY
2025-01-23 2025-01-24 bcost NaN NaN -0.0003 cost
2025-01-23 2025-01-24 value_gc 1.2283 -0.0006 -0.0008 alpha_VALUE
2025-01-23 2025-01-24 country_TH -0.1001 0.0088 -0.0009 tilt_COUNTRY
2025-01-23 2025-01-24 ind_industrial_distribution -0.0034 -0.0035 0.0000 tilt_INDUSTRY
2025-01-23 2025-01-24 ind_coal -0.0554 0.0018 -0.0001 tilt_INDUSTRY
2025-01-23 2025-01-24 country_NZ -0.0189 0.0002 -0.0000 tilt_COUNTRY
2025-01-23 2025-01-24 momentum 0.4504 -0.0001 -0.0000 alpha_MOMENTUM
2025-01-23 2025-01-24 ind_automobile -0.0078 -0.0029 0.0000 tilt_INDUSTRY
2025-01-23 2025-01-24 ind_water_utilities -0.0056 -0.0086 0.0000 tilt_INDUSTRY
2025-01-23 2025-01-24 neglect 1.0212 0.0004 0.0004 alpha_VALUE
2025-01-23 2025-01-24 ind_real_estate_operations -0.0228 -0.0064 0.0001 tilt_INDUSTRY
2025-01-23 2025-01-24 ind_investment_services 0.1194 -0.0028 -0.0003 tilt_INDUSTRY
2025-01-23 2025-01-24 revision 0.8837 0.0009 0.0008 alpha_REVISION
2025-01-23 2025-01-24 country_AU -0.0996 0.0031 -0.0003 tilt_COUNTRY
2025-01-23 2025-01-24 ind_consumer_goods_conglomerates 0.0278 0.0043 0.0001 tilt_INDUSTRY
2025-01-23 2025-01-24 ind_telecommunications_serices 0.0395 0.0044 0.0002 tilt_INDUSTRY
2025-01-23 2025-01-24 country_SG 0.0093 0.0005 0.0000 tilt_COUNTRY
2025-01-23 2025-01-24 ind_chemicals -0.0334 -0.0029 0.0001 tilt_INDUSTRY
2025-01-23 2025-01-24 specret NaN NaN -0.0009 unexplained
2025-01-23 2025-01-24 ind_specialty_reatil -0.0061 0.0006 -0.0000 tilt_INDUSTRY
2025-01-23 2025-01-24 ind_oil_gas_equipment_services -0.0136 -0.0052 0.0001 tilt_INDUSTRY
2025-01-23 2025-01-24 country_MY 0.0118 -0.0001 -0.0000 tilt_COUNTRY
2025-01-23 2025-01-24 ind_computers_phones_household_electronics -0.0008 0.0034 -0.0000 tilt_INDUSTRY
2025-01-23 2025-01-24 ind_office_equipment 0.0148 0.0053 0.0001 tilt_INDUSTRY
2025-01-23 2025-01-24 ind_fintech 0.0071 -0.0029 -0.0000 tilt_INDUSTRY
2025-01-23 2025-01-24 country_XH 0.0060 0.0069 0.0000 tilt_COUNTRY
2025-01-23 2025-01-24 country_JP -0.0530 -0.0011 0.0001 tilt_COUNTRY
2025-01-23 2025-01-24 ind_communications_equipment 0.0062 0.0071 0.0000 tilt_INDUSTRY
2025-01-23 2025-01-24 ind_uranium 0.0000 -0.0206 0.0000 tilt_INDUSTRY
2025-01-23 2025-01-24 ind_semiconductors -0.0699 -0.0005 0.0000 tilt_INDUSTRY
2025-01-23 2025-01-24 ind_food_tobacco 0.1228 -0.0001 -0.0000 tilt_INDUSTRY
2025-01-23 2025-01-24 sdiscrepancy NaN NaN -0.0006 unexplained
2025-01-23 2025-01-24 country_CN 0.1231 0.0020 0.0003 tilt_COUNTRY
2025-01-23 2025-01-24 ind_metals_mining 0.0143 0.0003 0.0000 tilt_INDUSTRY
2025-01-23 2025-01-24 size_MID -0.0889 -0.0007 0.0001 tilt_SIZE
2025-01-23 2025-01-24 linearCost NaN NaN -0.0002 cost
2025-01-23 2025-01-24 ind_diversified_retail -0.0002 0.0000 -0.0000 tilt_INDUSTRY
2025-01-23 2025-01-24 ind_biotechnology -0.0117 0.0018 -0.0000 tilt_INDUSTRY
2025-01-23 2025-01-24 ind_pharmaceuticals -0.0339 -0.0050 0.0002 tilt_INDUSTRY
2025-01-23 2025-01-24 ind_household_goods -0.0223 -0.0050 0.0001 tilt_INDUSTRY
2025-01-23 2025-01-24 pdiscrepancy NaN NaN 0.0000 unexplained
2025-01-23 2025-01-24 ind_banking_services 0.0162 -0.0016 -0.0000 tilt_INDUSTRY
2025-01-23 2025-01-24 country_HK 0.0442 0.0026 0.0001 tilt_COUNTRY
2025-01-23 2025-01-24 ind_freight_logistics 0.0375 0.0001 0.0000 tilt_INDUSTRY
2025-01-23 2025-01-24 ind_integrated_hardware_software 0.0132 0.0166 0.0002 tilt_INDUSTRY
2025-01-23 2025-01-24 market -0.0279 -0.0018 0.0001 risk_exposure
2025-01-23 2025-01-24 ind_homebuilding_building_products -0.0071 -0.0002 0.0000 tilt_INDUSTRY
2025-01-23 2025-01-24 reversal 0.8227 -0.0003 -0.0002 alpha_REVERSAL
2025-01-23 2025-01-24 ind_construction_materials -0.0158 -0.0027 0.0000 tilt_INDUSTRY
2025-01-23 2025-01-24 fmom 1.3026 -0.0003 -0.0004 alpha_QUALITY
2025-01-23 2025-01-24 ind_multiline_utilities -0.0116 -0.0014 0.0000 tilt_INDUSTRY
2025-01-23 2025-01-24 size_LARGE 0.0725 0.0006 0.0000 tilt_SIZE
2025-01-23 2025-01-24 ind_healthcare_providers_services -0.0384 -0.0052 0.0002 tilt_INDUSTRY
2025-01-23 2025-01-24 ind_transportation_infrastructure -0.0102 -0.0055 0.0001 tilt_INDUSTRY
2025-01-23 2025-01-24 ind_containers_packaging -0.0180 -0.0021 0.0000 tilt_INDUSTRY
2025-01-23 2025-01-24 ind_reits 0.0031 0.0000 0.0000 tilt_INDUSTRY
2025-01-23 2025-01-24 sbeta_market 0.0258 0.0073 0.0002 risk_exposure
2025-01-23 2025-01-24 ind_machinery 0.0721 0.0024 0.0002 tilt_INDUSTRY
2025-01-23 2025-01-24 ind_passenger_transportation 0.0674 0.0020 0.0001 tilt_INDUSTRY
2025-01-23 2025-01-24 ind_software_it_services 0.0692 0.0110 0.0008 tilt_INDUSTRY
2025-01-23 2025-01-24 ind_beverages -0.0908 -0.0100 0.0009 tilt_INDUSTRY
2025-01-23 2025-01-24 quality 3.6549 -0.0005 -0.0017 alpha_QUALITY
2025-01-23 2025-01-24 ind_healthcare_equipment_supplies 0.0036 -0.0054 -0.0000 tilt_INDUSTRY
2025-01-23 2025-01-24 impactCost NaN NaN -0.0002 cost
2025-01-23 2025-01-24 ind_insurance 0.1068 -0.0009 -0.0001 tilt_INDUSTRY
2025-01-23 2025-01-24 linkage 0.8677 -0.0001 -0.0001 alpha_MOMENTUM
2025-01-23 2025-01-24 ind_food_drug_retail -0.0591 0.0010 -0.0001 tilt_INDUSTRY
2025-01-23 2025-01-24 ind_hotels_entertainment -0.0713 0.0079 -0.0006 tilt_INDUSTRY
2025-01-23 2025-01-24 value_liq 0.5296 0.0001 0.0001 alpha_VALUE
2025-01-23 2025-01-24 ind_electric_utilities_ipps 0.0067 -0.0012 -0.0000 tilt_INDUSTRY
2025-01-23 2025-01-24 ind_textiles_apparel -0.0569 0.0011 -0.0001 tilt_INDUSTRY
2025-01-23 2025-01-24 size_SMALL -0.0028 0.0005 -0.0000 tilt_SIZE
2025-01-23 2025-01-24 ind_paper_forestry -0.0104 -0.0078 0.0001 tilt_INDUSTRY
2025-01-23 2025-01-24 ind_oil_gas -0.0127 -0.0073 0.0001 tilt_INDUSTRY
2025-01-23 2025-01-24 ind_construction_engineering -0.1049 -0.0002 0.0000 tilt_INDUSTRY
2025-01-23 2025-01-24 ind_media_publishing 0.0177 0.0127 0.0002 tilt_INDUSTRY
2025-01-23 2025-01-24 ind_household_products_services -0.0263 -0.0019 0.0000 tilt_INDUSTRY
2025-01-23 2025-01-24 country_ID 0.0228 -0.0133 -0.0003 tilt_COUNTRY
2025-01-23 2025-01-24 ind_electronic_equipment -0.0218 0.0047 -0.0001 tilt_INDUSTRY
2025-01-23 2025-01-24 ind_commercial_services_supplies 0.0327 -0.0005 -0.0000 tilt_INDUSTRY
2025-01-23 2025-01-24 country_KR 0.0000 0.0026 0.0000 tilt_COUNTRY
2025-01-23 2025-01-24 country_IN 0.0882 -0.0160 -0.0014 tilt_COUNTRY
2025-01-23 2025-01-24 ind_holding_companies 0.0000 0.0014 0.0000 tilt_INDUSTRY
2025-01-23 2025-01-24 ind_natural_gas_utilities -0.0113 -0.0070 0.0001 tilt_INDUSTRY
2025-01-23 2025-01-24 country_PH 0.0010 -0.0103 -0.0000 tilt_COUNTRY
2025-01-23 2025-01-24 size_MICRO -0.0088 -0.0025 0.0000 tilt_SIZE
2025-01-23 2025-01-24 fcost NaN NaN -0.0000 cost
2025-01-23 2025-01-24 ind_renewable_energy 0.0220 0.0043 0.0001 tilt_INDUSTRY
2025-01-23 2025-01-24 ind_aerospace_defense 0.0134 -0.0017 -0.0000 tilt_INDUSTRY
2025-01-23 2025-01-24 country_TW -0.0627 -0.0028 0.0002 tilt_COUNTRY
2025-01-24 2025-01-27 ind_household_products_services -0.0279 0.0060 -0.0002 tilt_INDUSTRY
2025-01-24 2025-01-27 country_JP -0.0652 0.0044 -0.0003 tilt_COUNTRY
2025-01-24 2025-01-27 linkage 0.9214 -0.0007 -0.0006 alpha_MOMENTUM
2025-01-24 2025-01-27 ind_diversified_retail -0.0004 0.0060 -0.0000 tilt_INDUSTRY
2025-01-24 2025-01-27 ind_construction_materials -0.0155 0.0141 -0.0002 tilt_INDUSTRY
2025-01-24 2025-01-27 neglect 0.9594 -0.0009 -0.0008 alpha_VALUE
2025-01-24 2025-01-27 ind_computers_phones_household_electronics 0.0008 -0.0057 -0.0000 tilt_INDUSTRY
2025-01-24 2025-01-27 ind_office_equipment 0.0155 -0.0030 -0.0000 tilt_INDUSTRY
2025-01-24 2025-01-27 ind_semiconductors -0.0662 -0.0095 0.0006 tilt_INDUSTRY
2025-01-24 2025-01-27 ind_food_drug_retail -0.0584 0.0001 -0.0000 tilt_INDUSTRY
2025-01-24 2025-01-27 value_liq 0.5380 0.0026 0.0014 alpha_VALUE
2025-01-24 2025-01-27 ind_renewable_energy 0.0195 -0.0066 -0.0001 tilt_INDUSTRY
2025-01-24 2025-01-27 fcost NaN NaN -0.0001 cost
2025-01-24 2025-01-27 ind_textiles_apparel -0.0568 0.0033 -0.0002 tilt_INDUSTRY
2025-01-24 2025-01-27 country_NZ -0.0185 -0.0120 0.0002 tilt_COUNTRY
2025-01-24 2025-01-27 ind_paper_forestry -0.0103 0.0106 -0.0001 tilt_INDUSTRY
2025-01-24 2025-01-27 country_TH -0.0980 -0.0127 0.0012 tilt_COUNTRY
2025-01-24 2025-01-27 ind_oil_gas -0.0155 0.0012 -0.0000 tilt_INDUSTRY
2025-01-24 2025-01-27 ind_consumer_goods_conglomerates 0.0220 -0.0059 -0.0001 tilt_INDUSTRY
2025-01-24 2025-01-27 ind_telecommunications_serices 0.0518 -0.0038 -0.0002 tilt_INDUSTRY
2025-01-24 2025-01-27 ind_construction_engineering -0.1066 -0.0003 0.0000 tilt_INDUSTRY
2025-01-24 2025-01-27 ind_pharmaceuticals -0.0337 0.0050 -0.0002 tilt_INDUSTRY
2025-01-24 2025-01-27 ind_chemicals -0.0247 0.0048 -0.0001 tilt_INDUSTRY
2025-01-24 2025-01-27 ind_investment_services 0.1142 -0.0091 -0.0010 tilt_INDUSTRY
2025-01-24 2025-01-27 size_MID -0.0969 0.0006 -0.0001 tilt_SIZE
2025-01-24 2025-01-27 quality 3.5973 0.0006 0.0022 alpha_QUALITY
2025-01-24 2025-01-27 revision 0.9477 -0.0004 -0.0004 alpha_REVISION
2025-01-24 2025-01-27 ind_uranium 0.0000 0.0035 0.0000 tilt_INDUSTRY
2025-01-24 2025-01-27 bcost NaN NaN -0.0010 cost
2025-01-24 2025-01-27 ind_media_publishing 0.0173 0.0081 0.0001 tilt_INDUSTRY
2025-01-24 2025-01-27 country_PH 0.0009 -0.0261 -0.0000 tilt_COUNTRY
2025-01-24 2025-01-27 ind_industrial_distribution -0.0036 0.0025 -0.0000 tilt_INDUSTRY
2025-01-24 2025-01-27 ind_coal -0.0552 0.0062 -0.0003 tilt_INDUSTRY
2025-01-24 2025-01-27 ind_metals_mining 0.0178 0.0040 0.0001 tilt_INDUSTRY
2025-01-24 2025-01-27 country_MY 0.0115 -0.0199 -0.0002 tilt_COUNTRY
2025-01-24 2025-01-27 size_LARGE 0.0684 0.0016 0.0001 tilt_SIZE
2025-01-24 2025-01-27 ind_natural_gas_utilities -0.0117 0.0007 -0.0000 tilt_INDUSTRY
2025-01-24 2025-01-27 ind_healthcare_providers_services -0.0369 0.0064 -0.0002 tilt_INDUSTRY
2025-01-24 2025-01-27 ind_transportation_infrastructure -0.0109 0.0012 -0.0000 tilt_INDUSTRY
2025-01-24 2025-01-27 ind_leisure_products -0.0100 -0.0059 0.0001 tilt_INDUSTRY
2025-01-24 2025-01-27 ind_banking_services 0.0122 0.0034 0.0000 tilt_INDUSTRY
2025-01-24 2025-01-27 ind_reits 0.0026 0.0000 0.0000 tilt_INDUSTRY
2025-01-24 2025-01-27 ind_freight_logistics 0.0278 0.0018 0.0000 tilt_INDUSTRY
2025-01-24 2025-01-27 pdiscrepancy NaN NaN -0.0000 unexplained
2025-01-24 2025-01-27 ind_household_goods -0.0202 0.0075 -0.0002 tilt_INDUSTRY
2025-01-24 2025-01-27 ind_specialty_reatil 0.0016 -0.0009 -0.0000 tilt_INDUSTRY
2025-01-24 2025-01-27 ind_software_it_services 0.0612 -0.0003 -0.0000 tilt_INDUSTRY
2025-01-24 2025-01-27 sdiscrepancy NaN NaN 0.0002 unexplained
2025-01-24 2025-01-27 ind_machinery 0.0698 -0.0068 -0.0005 tilt_INDUSTRY
2025-01-24 2025-01-27 country_IN 0.0881 -0.0360 -0.0032 tilt_COUNTRY
2025-01-24 2025-01-27 ind_beverages -0.0898 0.0039 -0.0003 tilt_INDUSTRY
2025-01-24 2025-01-27 ind_fintech 0.0079 -0.0009 -0.0000 tilt_INDUSTRY
2025-01-24 2025-01-27 ind_homebuilding_building_products -0.0066 0.0105 -0.0001 tilt_INDUSTRY
2025-01-24 2025-01-27 specret NaN NaN 0.0030 unexplained
2025-01-24 2025-01-27 ind_biotechnology -0.0110 0.0036 -0.0000 tilt_INDUSTRY
2025-01-24 2025-01-27 size_MICRO -0.0095 -0.0005 0.0000 tilt_SIZE
2025-01-24 2025-01-27 ind_electric_utilities_ipps 0.0092 0.0037 0.0000 tilt_INDUSTRY
2025-01-24 2025-01-27 reversal 1.0781 0.0008 0.0008 alpha_REVERSAL
2025-01-24 2025-01-27 fmom 1.2763 0.0003 0.0003 alpha_QUALITY
2025-01-24 2025-01-27 sbeta_market 0.0134 -0.0174 -0.0002 risk_exposure
2025-01-24 2025-01-27 ind_holding_companies 0.0000 0.0027 0.0000 tilt_INDUSTRY
2025-01-24 2025-01-27 linearCost NaN NaN -0.0002 cost
2025-01-24 2025-01-27 impactCost NaN NaN -0.0002 cost
2025-01-24 2025-01-27 country_AU -0.0974 -0.0077 0.0007 tilt_COUNTRY
2025-01-24 2025-01-27 ind_automobile -0.0069 0.0002 -0.0000 tilt_INDUSTRY
2025-01-24 2025-01-27 country_HK 0.0615 0.0103 0.0006 tilt_COUNTRY
2025-01-24 2025-01-27 ind_containers_packaging -0.0179 0.0050 -0.0001 tilt_INDUSTRY
2025-01-24 2025-01-27 stability 5.0270 0.0004 0.0022 alpha_QUALITY
2025-01-24 2025-01-27 ind_oil_gas_equipment_services -0.0134 -0.0041 0.0001 tilt_INDUSTRY
2025-01-24 2025-01-27 momentum 0.4864 -0.0005 -0.0002 alpha_MOMENTUM
2025-01-24 2025-01-27 ind_passenger_transportation 0.0662 0.0004 0.0000 tilt_INDUSTRY
2025-01-24 2025-01-27 size_SMALL -0.0051 -0.0020 0.0000 tilt_SIZE
2025-01-24 2025-01-27 market -0.0431 0.0123 -0.0005 risk_exposure
2025-01-24 2025-01-27 ind_integrated_hardware_software 0.0128 0.0025 0.0000 tilt_INDUSTRY
2025-01-24 2025-01-27 ind_healthcare_equipment_supplies 0.0028 0.0062 0.0000 tilt_INDUSTRY
2025-01-24 2025-01-27 ind_hotels_entertainment -0.0705 0.0019 -0.0001 tilt_INDUSTRY
2025-01-24 2025-01-27 ind_multiline_utilities -0.0113 -0.0090 0.0001 tilt_INDUSTRY
2025-01-24 2025-01-27 country_XH -0.0032 0.0168 -0.0001 tilt_COUNTRY
2025-01-24 2025-01-27 ind_insurance 0.1001 -0.0004 -0.0000 tilt_INDUSTRY
2025-01-24 2025-01-27 value_gc 1.2050 -0.0002 -0.0002 alpha_VALUE
2025-01-24 2025-01-27 country_CN 0.1060 0.0048 0.0005 tilt_COUNTRY
2025-01-24 2025-01-27 ind_communications_equipment 0.0105 -0.0162 -0.0002 tilt_INDUSTRY
2025-01-24 2025-01-27 ind_water_utilities -0.0057 0.0066 -0.0000 tilt_INDUSTRY
2025-01-24 2025-01-27 ind_real_estate_operations -0.0320 0.0054 -0.0002 tilt_INDUSTRY
2025-01-24 2025-01-27 ind_commercial_services_supplies 0.0295 -0.0008 -0.0000 tilt_INDUSTRY
2025-01-24 2025-01-27 ind_aerospace_defense 0.0152 -0.0013 -0.0000 tilt_INDUSTRY
2025-01-24 2025-01-27 country_TW -0.0606 0.0014 -0.0001 tilt_COUNTRY
2025-01-24 2025-01-27 ind_food_tobacco 0.1229 0.0060 0.0007 tilt_INDUSTRY
2025-01-24 2025-01-27 country_SG 0.0085 -0.0106 -0.0001 tilt_COUNTRY
2025-01-24 2025-01-27 country_ID 0.0232 -0.0127 -0.0003 tilt_COUNTRY
2025-01-24 2025-01-27 ind_electronic_equipment -0.0249 -0.0108 0.0003 tilt_INDUSTRY
2025-01-24 2025-01-27 country_KR 0.0000 -0.0028 0.0000 tilt_COUNTRY
2025-01-27 2025-01-28 ind_integrated_hardware_software 0.0125 -0.0003 -0.0000 tilt_INDUSTRY
2025-01-27 2025-01-28 ind_banking_services 0.0096 0.0029 0.0000 tilt_INDUSTRY
2025-01-27 2025-01-28 ind_holding_companies 0.0000 -0.0037 0.0000 tilt_INDUSTRY
2025-01-27 2025-01-28 size_MICRO -0.0108 -0.0014 0.0000 tilt_SIZE
2025-01-27 2025-01-28 ind_healthcare_equipment_supplies 0.0015 -0.0007 -0.0000 tilt_INDUSTRY
2025-01-27 2025-01-28 market -0.0372 -0.0005 0.0000 risk_exposure
2025-01-27 2025-01-28 country_MY 0.0113 -0.0068 -0.0001 tilt_COUNTRY
2025-01-27 2025-01-28 ind_metals_mining 0.0175 -0.0037 -0.0001 tilt_INDUSTRY
2025-01-27 2025-01-28 impactCost NaN NaN -0.0001 cost
2025-01-27 2025-01-28 ind_renewable_energy 0.0219 -0.0002 -0.0000 tilt_INDUSTRY
2025-01-27 2025-01-28 reversal 0.9141 -0.0010 -0.0009 alpha_REVERSAL
2025-01-27 2025-01-28 ind_freight_logistics 0.0246 0.0001 0.0000 tilt_INDUSTRY
2025-01-27 2025-01-28 ind_aerospace_defense 0.0184 -0.0022 -0.0000 tilt_INDUSTRY
2025-01-27 2025-01-28 ind_insurance 0.1021 -0.0004 -0.0000 tilt_INDUSTRY
2025-01-27 2025-01-28 ind_household_goods -0.0201 -0.0001 0.0000 tilt_INDUSTRY
2025-01-27 2025-01-28 linkage 0.9885 0.0000 0.0000 alpha_MOMENTUM
2025-01-27 2025-01-28 country_TW -0.0594 0.0005 -0.0000 tilt_COUNTRY
2025-01-27 2025-01-28 fcost NaN NaN -0.0000 cost
2025-01-27 2025-01-28 ind_multiline_utilities -0.0109 -0.0116 0.0001 tilt_INDUSTRY
2025-01-27 2025-01-28 pdiscrepancy NaN NaN 0.0000 unexplained
2025-01-27 2025-01-28 quality 3.6040 -0.0002 -0.0009 alpha_QUALITY
2025-01-27 2025-01-28 value_gc 1.1957 -0.0002 -0.0002 alpha_VALUE
2025-01-27 2025-01-28 ind_biotechnology -0.0107 -0.0005 0.0000 tilt_INDUSTRY
2025-01-27 2025-01-28 size_LARGE 0.0804 0.0003 0.0000 tilt_SIZE
2025-01-27 2025-01-28 ind_healthcare_providers_services -0.0363 -0.0019 0.0001 tilt_INDUSTRY
2025-01-27 2025-01-28 ind_industrial_distribution -0.0039 -0.0032 0.0000 tilt_INDUSTRY
2025-01-27 2025-01-28 country_TH -0.0956 0.0093 -0.0009 tilt_COUNTRY
2025-01-27 2025-01-28 neglect 0.9220 -0.0004 -0.0003 alpha_VALUE
2025-01-27 2025-01-28 ind_water_utilities -0.0056 -0.0044 0.0000 tilt_INDUSTRY
2025-01-27 2025-01-28 ind_construction_materials -0.0153 0.0001 -0.0000 tilt_INDUSTRY
2025-01-27 2025-01-28 revision 0.8705 0.0000 0.0000 alpha_REVISION
2025-01-27 2025-01-28 ind_transportation_infrastructure -0.0126 0.0003 -0.0000 tilt_INDUSTRY
2025-01-27 2025-01-28 country_AU -0.0968 -0.0009 0.0001 tilt_COUNTRY
2025-01-27 2025-01-28 ind_electronic_equipment -0.0241 -0.0005 0.0000 tilt_INDUSTRY
2025-01-27 2025-01-28 fmom 1.2886 -0.0002 -0.0002 alpha_QUALITY
2025-01-27 2025-01-28 ind_pharmaceuticals -0.0315 -0.0006 0.0000 tilt_INDUSTRY
2025-01-27 2025-01-28 ind_containers_packaging -0.0178 -0.0014 0.0000 tilt_INDUSTRY
2025-01-27 2025-01-28 specret NaN NaN 0.0038 unexplained
2025-01-27 2025-01-28 ind_electric_utilities_ipps 0.0128 -0.0040 -0.0001 tilt_INDUSTRY
2025-01-27 2025-01-28 ind_software_it_services 0.0616 0.0039 0.0002 tilt_INDUSTRY
2025-01-27 2025-01-28 ind_media_publishing 0.0162 0.0044 0.0001 tilt_INDUSTRY
2025-01-27 2025-01-28 ind_food_drug_retail -0.0586 0.0055 -0.0003 tilt_INDUSTRY
2025-01-27 2025-01-28 ind_specialty_reatil 0.0080 0.0056 0.0000 tilt_INDUSTRY
2025-01-27 2025-01-28 sbeta_market 0.0090 0.0001 0.0000 risk_exposure
2025-01-27 2025-01-28 ind_coal -0.0547 -0.0036 0.0002 tilt_INDUSTRY
2025-01-27 2025-01-28 bcost NaN NaN -0.0003 cost
2025-01-27 2025-01-28 ind_beverages -0.0903 0.0003 -0.0000 tilt_INDUSTRY
2025-01-27 2025-01-28 ind_household_products_services -0.0311 0.0023 -0.0001 tilt_INDUSTRY
2025-01-27 2025-01-28 ind_passenger_transportation 0.0662 0.0066 0.0004 tilt_INDUSTRY
2025-01-27 2025-01-28 ind_machinery 0.0638 -0.0011 -0.0001 tilt_INDUSTRY
2025-01-27 2025-01-28 ind_oil_gas_equipment_services -0.0132 -0.0005 0.0000 tilt_INDUSTRY
2025-01-27 2025-01-28 country_SG 0.0077 -0.0031 -0.0000 tilt_COUNTRY
2025-01-27 2025-01-28 ind_reits 0.0022 0.0000 0.0000 tilt_INDUSTRY
2025-01-27 2025-01-28 ind_leisure_products -0.0126 0.0074 -0.0001 tilt_INDUSTRY
2025-01-27 2025-01-28 stability 5.0237 0.0001 0.0003 alpha_QUALITY
2025-01-27 2025-01-28 country_PH 0.0008 -0.0035 -0.0000 tilt_COUNTRY
2025-01-27 2025-01-28 ind_diversified_retail -0.0007 0.0056 -0.0000 tilt_INDUSTRY
2025-01-27 2025-01-28 ind_real_estate_operations -0.0406 0.0045 -0.0002 tilt_INDUSTRY
2025-01-27 2025-01-28 country_NZ -0.0183 -0.0057 0.0001 tilt_COUNTRY
2025-01-27 2025-01-28 ind_hotels_entertainment -0.0723 0.0102 -0.0007 tilt_INDUSTRY
2025-01-27 2025-01-28 ind_oil_gas -0.0172 -0.0044 0.0001 tilt_INDUSTRY
2025-01-27 2025-01-28 ind_fintech 0.0088 -0.0042 -0.0000 tilt_INDUSTRY
2025-01-27 2025-01-28 country_XH -0.0078 -0.0037 0.0000 tilt_COUNTRY
2025-01-27 2025-01-28 ind_construction_engineering -0.1084 -0.0017 0.0002 tilt_INDUSTRY
2025-01-27 2025-01-28 ind_paper_forestry -0.0104 0.0001 -0.0000 tilt_INDUSTRY
2025-01-27 2025-01-28 ind_natural_gas_utilities -0.0119 -0.0029 0.0000 tilt_INDUSTRY
2025-01-27 2025-01-28 country_ID 0.0228 0.0001 0.0000 tilt_COUNTRY
2025-01-27 2025-01-28 size_SMALL -0.0073 -0.0005 0.0000 tilt_SIZE
2025-01-27 2025-01-28 ind_consumer_goods_conglomerates 0.0243 -0.0122 -0.0003 tilt_INDUSTRY
2025-01-27 2025-01-28 ind_textiles_apparel -0.0572 0.0023 -0.0001 tilt_INDUSTRY
2025-01-27 2025-01-28 ind_computers_phones_household_electronics 0.0025 -0.0005 -0.0000 tilt_INDUSTRY
2025-01-27 2025-01-28 country_KR 0.0000 0.0007 0.0000 tilt_COUNTRY
2025-01-27 2025-01-28 ind_telecommunications_serices 0.0637 0.0021 0.0001 tilt_INDUSTRY
2025-01-27 2025-01-28 momentum 0.4753 -0.0004 -0.0002 alpha_MOMENTUM
2025-01-27 2025-01-28 ind_automobile -0.0109 -0.0016 0.0000 tilt_INDUSTRY
2025-01-27 2025-01-28 ind_uranium 0.0000 -0.1270 0.0000 tilt_INDUSTRY
2025-01-27 2025-01-28 ind_semiconductors -0.0635 -0.0011 0.0001 tilt_INDUSTRY
2025-01-27 2025-01-28 size_MID -0.0995 0.0003 -0.0000 tilt_SIZE
2025-01-27 2025-01-28 ind_communications_equipment 0.0133 -0.0005 -0.0000 tilt_INDUSTRY
2025-01-27 2025-01-28 country_JP -0.0790 0.0021 -0.0002 tilt_COUNTRY
2025-01-27 2025-01-28 ind_homebuilding_building_products -0.0081 -0.0001 0.0000 tilt_INDUSTRY
2025-01-27 2025-01-28 ind_chemicals -0.0179 -0.0024 0.0000 tilt_INDUSTRY
2025-01-27 2025-01-28 ind_food_tobacco 0.1274 0.0006 0.0001 tilt_INDUSTRY
2025-01-27 2025-01-28 country_HK 0.0688 -0.0042 -0.0003 tilt_COUNTRY
2025-01-27 2025-01-28 country_IN 0.0982 -0.0054 -0.0005 tilt_COUNTRY
2025-01-27 2025-01-28 ind_investment_services 0.1082 -0.0011 -0.0001 tilt_INDUSTRY
2025-01-27 2025-01-28 ind_office_equipment 0.0159 -0.0013 -0.0000 tilt_INDUSTRY
2025-01-27 2025-01-28 value_liq 0.5261 -0.0002 -0.0001 alpha_VALUE
2025-01-27 2025-01-28 country_CN 0.1099 0.0008 0.0001 tilt_COUNTRY
2025-01-27 2025-01-28 ind_commercial_services_supplies 0.0284 0.0016 0.0000 tilt_INDUSTRY
2025-01-27 2025-01-28 sdiscrepancy NaN NaN 0.0007 unexplained
2025-01-27 2025-01-28 linearCost NaN NaN -0.0001 cost
2025-01-28 2025-01-29 ind_electric_utilities_ipps 0.0149 -0.0004 -0.0000 tilt_INDUSTRY
2025-01-28 2025-01-29 ind_reits 0.0009 0.0000 0.0000 tilt_INDUSTRY
2025-01-28 2025-01-29 ind_telecommunications_serices 0.0635 -0.0013 -0.0001 tilt_INDUSTRY
2025-01-28 2025-01-29 specret NaN NaN 0.0003 unexplained
2025-01-28 2025-01-29 ind_construction_engineering -0.1091 0.0003 -0.0000 tilt_INDUSTRY
2025-01-28 2025-01-29 country_HK 0.0682 -0.0021 -0.0001 tilt_COUNTRY
2025-01-28 2025-01-29 country_AU -0.0991 0.0062 -0.0006 tilt_COUNTRY
2025-01-28 2025-01-29 neglect 0.9409 0.0000 0.0000 alpha_VALUE
2025-01-28 2025-01-29 fmom 1.3169 0.0002 0.0002 alpha_QUALITY
2025-01-28 2025-01-29 country_NZ -0.0183 0.0064 -0.0001 tilt_COUNTRY
2025-01-28 2025-01-29 ind_natural_gas_utilities -0.0114 -0.0009 0.0000 tilt_INDUSTRY
2025-01-28 2025-01-29 ind_real_estate_operations -0.0485 0.0012 -0.0001 tilt_INDUSTRY
2025-01-28 2025-01-29 ind_communications_equipment 0.0137 0.0004 0.0000 tilt_INDUSTRY
2025-01-28 2025-01-29 ind_water_utilities -0.0056 -0.0003 0.0000 tilt_INDUSTRY
2025-01-28 2025-01-29 ind_chemicals -0.0135 0.0008 -0.0000 tilt_INDUSTRY
2025-01-28 2025-01-29 fcost NaN NaN -0.0000 cost
2025-01-28 2025-01-29 ind_paper_forestry -0.0104 -0.0010 0.0000 tilt_INDUSTRY
2025-01-28 2025-01-29 ind_renewable_energy 0.0216 0.0006 0.0000 tilt_INDUSTRY
2025-01-28 2025-01-29 ind_food_tobacco 0.1315 -0.0013 -0.0002 tilt_INDUSTRY
2025-01-28 2025-01-29 size_LARGE 0.0847 -0.0004 -0.0000 tilt_SIZE
2025-01-28 2025-01-29 ind_investment_services 0.1051 0.0009 0.0001 tilt_INDUSTRY
2025-01-28 2025-01-29 ind_holding_companies 0.0000 0.0012 0.0000 tilt_INDUSTRY
2025-01-28 2025-01-29 ind_multiline_utilities -0.0109 0.0014 -0.0000 tilt_INDUSTRY
2025-01-28 2025-01-29 reversal 0.9558 0.0008 0.0007 alpha_REVERSAL
2025-01-28 2025-01-29 ind_construction_materials -0.0153 -0.0002 0.0000 tilt_INDUSTRY
2025-01-28 2025-01-29 linearCost NaN NaN -0.0000 cost
2025-01-28 2025-01-29 ind_aerospace_defense 0.0221 0.0008 0.0000 tilt_INDUSTRY
2025-01-28 2025-01-29 ind_consumer_goods_conglomerates 0.0302 0.0053 0.0002 tilt_INDUSTRY
2025-01-28 2025-01-29 ind_healthcare_providers_services -0.0367 -0.0009 0.0000 tilt_INDUSTRY
2025-01-28 2025-01-29 country_TH -0.0951 -0.0052 0.0005 tilt_COUNTRY
2025-01-28 2025-01-29 country_SG 0.0074 -0.0021 -0.0000 tilt_COUNTRY
2025-01-28 2025-01-29 size_MID -0.1032 -0.0001 0.0000 tilt_SIZE
2025-01-28 2025-01-29 ind_pharmaceuticals -0.0287 -0.0008 0.0000 tilt_INDUSTRY
2025-01-28 2025-01-29 country_ID 0.0228 -0.0023 -0.0001 tilt_COUNTRY
2025-01-28 2025-01-29 ind_electronic_equipment -0.0247 0.0007 -0.0000 tilt_INDUSTRY
2025-01-28 2025-01-29 size_MICRO -0.0116 0.0010 -0.0000 tilt_SIZE
2025-01-28 2025-01-29 ind_oil_gas -0.0161 -0.0024 0.0000 tilt_INDUSTRY
2025-01-28 2025-01-29 ind_transportation_infrastructure -0.0133 -0.0006 0.0000 tilt_INDUSTRY
2025-01-28 2025-01-29 ind_household_products_services -0.0327 -0.0045 0.0001 tilt_INDUSTRY
2025-01-28 2025-01-29 ind_leisure_products -0.0129 -0.0001 0.0000 tilt_INDUSTRY
2025-01-28 2025-01-29 country_PH 0.0008 -0.0019 -0.0000 tilt_COUNTRY
2025-01-28 2025-01-29 country_XH -0.0082 -0.0020 0.0000 tilt_COUNTRY
2025-01-28 2025-01-29 market -0.0380 0.0028 -0.0001 risk_exposure
2025-01-28 2025-01-29 ind_healthcare_equipment_supplies 0.0026 -0.0012 -0.0000 tilt_INDUSTRY
2025-01-28 2025-01-29 ind_fintech 0.0088 0.0023 0.0000 tilt_INDUSTRY
2025-01-28 2025-01-29 ind_hotels_entertainment -0.0725 0.0006 -0.0000 tilt_INDUSTRY
2025-01-28 2025-01-29 ind_banking_services -0.0015 -0.0009 0.0000 tilt_INDUSTRY
2025-01-28 2025-01-29 ind_commercial_services_supplies 0.0282 0.0013 0.0000 tilt_INDUSTRY
2025-01-28 2025-01-29 ind_uranium 0.0000 0.0192 0.0000 tilt_INDUSTRY
2025-01-28 2025-01-29 ind_integrated_hardware_software 0.0125 0.0007 0.0000 tilt_INDUSTRY
2025-01-28 2025-01-29 linkage 1.0107 -0.0002 -0.0002 alpha_MOMENTUM
2025-01-28 2025-01-29 ind_freight_logistics 0.0241 -0.0016 -0.0000 tilt_INDUSTRY
2025-01-28 2025-01-29 sdiscrepancy NaN NaN -0.0001 unexplained
2025-01-28 2025-01-29 ind_household_goods -0.0201 -0.0009 0.0000 tilt_INDUSTRY
2025-01-28 2025-01-29 country_CN 0.1099 -0.0022 -0.0002 tilt_COUNTRY
2025-01-28 2025-01-29 country_IN 0.1127 0.0190 0.0021 tilt_COUNTRY
2025-01-28 2025-01-29 pdiscrepancy NaN NaN -0.0000 unexplained
2025-01-28 2025-01-29 ind_homebuilding_building_products -0.0077 -0.0003 0.0000 tilt_INDUSTRY
2025-01-28 2025-01-29 value_gc 1.2321 0.0002 0.0003 alpha_VALUE
2025-01-28 2025-01-29 quality 3.6693 -0.0001 -0.0004 alpha_QUALITY
2025-01-28 2025-01-29 ind_insurance 0.1043 0.0008 0.0001 tilt_INDUSTRY
2025-01-28 2025-01-29 ind_biotechnology -0.0110 0.0004 -0.0000 tilt_INDUSTRY
2025-01-28 2025-01-29 ind_food_drug_retail -0.0591 -0.0033 0.0002 tilt_INDUSTRY
2025-01-28 2025-01-29 ind_metals_mining 0.0153 0.0006 0.0000 tilt_INDUSTRY
2025-01-28 2025-01-29 ind_containers_packaging -0.0180 0.0008 -0.0000 tilt_INDUSTRY
2025-01-28 2025-01-29 size_SMALL -0.0079 0.0003 -0.0000 tilt_SIZE
2025-01-28 2025-01-29 bcost NaN NaN -0.0003 cost
2025-01-28 2025-01-29 country_JP -0.0909 0.0014 -0.0001 tilt_COUNTRY
2025-01-28 2025-01-29 ind_automobile -0.0123 -0.0001 0.0000 tilt_INDUSTRY
2025-01-28 2025-01-29 value_liq 0.5444 -0.0002 -0.0001 alpha_VALUE
2025-01-28 2025-01-29 ind_specialty_reatil 0.0094 0.0006 0.0000 tilt_INDUSTRY
2025-01-28 2025-01-29 ind_media_publishing 0.0156 -0.0003 -0.0000 tilt_INDUSTRY
2025-01-28 2025-01-29 ind_diversified_retail -0.0008 0.0052 -0.0000 tilt_INDUSTRY
2025-01-28 2025-01-29 ind_software_it_services 0.0689 0.0011 0.0001 tilt_INDUSTRY
2025-01-28 2025-01-29 sbeta_market -0.0020 -0.0006 0.0000 risk_exposure
2025-01-28 2025-01-29 ind_coal -0.0546 -0.0007 0.0000 tilt_INDUSTRY
2025-01-28 2025-01-29 stability 5.0839 -0.0001 -0.0003 alpha_QUALITY
2025-01-28 2025-01-29 ind_beverages -0.0906 -0.0007 0.0001 tilt_INDUSTRY
2025-01-28 2025-01-29 impactCost NaN NaN -0.0001 cost
2025-01-28 2025-01-29 country_TW -0.0594 -0.0025 0.0002 tilt_COUNTRY
2025-01-28 2025-01-29 country_KR 0.0000 -0.0025 0.0000 tilt_COUNTRY
2025-01-28 2025-01-29 ind_textiles_apparel -0.0588 0.0006 -0.0000 tilt_INDUSTRY
2025-01-28 2025-01-29 revision 0.8818 0.0003 0.0003 alpha_REVISION
2025-01-28 2025-01-29 ind_passenger_transportation 0.0661 -0.0009 -0.0001 tilt_INDUSTRY
2025-01-28 2025-01-29 ind_oil_gas_equipment_services -0.0132 0.0010 -0.0000 tilt_INDUSTRY
2025-01-28 2025-01-29 momentum 0.4714 0.0004 0.0002 alpha_MOMENTUM
2025-01-28 2025-01-29 ind_office_equipment 0.0161 0.0029 0.0000 tilt_INDUSTRY
2025-01-28 2025-01-29 ind_machinery 0.0568 0.0002 0.0000 tilt_INDUSTRY
2025-01-28 2025-01-29 country_MY 0.0113 -0.0024 -0.0000 tilt_COUNTRY
2025-01-28 2025-01-29 ind_industrial_distribution -0.0039 -0.0016 0.0000 tilt_INDUSTRY
2025-01-28 2025-01-29 ind_computers_phones_household_electronics 0.0032 0.0003 0.0000 tilt_INDUSTRY
2025-01-28 2025-01-29 ind_semiconductors -0.0598 0.0002 -0.0000 tilt_INDUSTRY
2025-01-29 2025-01-30 ind_transportation_infrastructure -0.0127 -0.0020 0.0000 tilt_INDUSTRY
2025-01-29 2025-01-30 ind_media_publishing 0.0157 0.0005 0.0000 tilt_INDUSTRY
2025-01-29 2025-01-30 country_KR 0.0000 -0.0006 0.0000 tilt_COUNTRY
2025-01-29 2025-01-30 ind_electronic_equipment -0.0252 -0.0011 0.0000 tilt_INDUSTRY
2025-01-29 2025-01-30 ind_chemicals -0.0057 -0.0006 0.0000 tilt_INDUSTRY
2025-01-29 2025-01-30 ind_healthcare_providers_services -0.0368 0.0024 -0.0001 tilt_INDUSTRY
2025-01-29 2025-01-30 ind_oil_gas -0.0149 0.0028 -0.0000 tilt_INDUSTRY
2025-01-29 2025-01-30 ind_hotels_entertainment -0.0714 -0.0003 0.0000 tilt_INDUSTRY
2025-01-29 2025-01-30 linearCost NaN NaN -0.0000 cost
2025-01-29 2025-01-30 ind_construction_engineering -0.1096 0.0001 -0.0000 tilt_INDUSTRY
2025-01-29 2025-01-30 value_liq 0.5396 0.0001 0.0001 alpha_VALUE
2025-01-29 2025-01-30 ind_textiles_apparel -0.0592 -0.0014 0.0001 tilt_INDUSTRY
2025-01-29 2025-01-30 linkage 0.9950 -0.0002 -0.0002 alpha_MOMENTUM
2025-01-29 2025-01-30 quality 3.6867 0.0002 0.0006 alpha_QUALITY
2025-01-29 2025-01-30 country_IN 0.1182 0.0018 0.0002 tilt_COUNTRY
2025-01-29 2025-01-30 ind_food_drug_retail -0.0589 0.0017 -0.0001 tilt_INDUSTRY
2025-01-29 2025-01-30 ind_multiline_utilities -0.0110 -0.0010 0.0000 tilt_INDUSTRY
2025-01-29 2025-01-30 ind_insurance 0.1032 0.0007 0.0001 tilt_INDUSTRY
2025-01-29 2025-01-30 ind_machinery 0.0549 -0.0006 -0.0000 tilt_INDUSTRY
2025-01-29 2025-01-30 ind_passenger_transportation 0.0658 0.0018 0.0001 tilt_INDUSTRY
2025-01-29 2025-01-30 ind_software_it_services 0.0721 -0.0011 -0.0001 tilt_INDUSTRY
2025-01-29 2025-01-30 ind_beverages -0.0906 -0.0005 0.0000 tilt_INDUSTRY
2025-01-29 2025-01-30 ind_containers_packaging -0.0183 0.0026 -0.0000 tilt_INDUSTRY
2025-01-29 2025-01-30 fmom 1.3309 -0.0001 -0.0001 alpha_QUALITY
2025-01-29 2025-01-30 impactCost NaN NaN -0.0001 cost
2025-01-29 2025-01-30 ind_reits -0.0003 0.0000 0.0000 tilt_INDUSTRY
2025-01-29 2025-01-30 ind_electric_utilities_ipps 0.0150 0.0009 0.0000 tilt_INDUSTRY
2025-01-29 2025-01-30 size_LARGE 0.0928 -0.0002 -0.0000 tilt_SIZE
2025-01-29 2025-01-30 sbeta_market -0.0025 0.0003 -0.0000 risk_exposure
2025-01-29 2025-01-30 ind_healthcare_equipment_supplies 0.0034 -0.0009 -0.0000 tilt_INDUSTRY
2025-01-29 2025-01-30 ind_construction_materials -0.0153 -0.0020 0.0000 tilt_INDUSTRY
2025-01-29 2025-01-30 ind_industrial_distribution -0.0034 0.0049 -0.0000 tilt_INDUSTRY
2025-01-29 2025-01-30 value_gc 1.2443 -0.0001 -0.0002 alpha_VALUE
2025-01-29 2025-01-30 pdiscrepancy NaN NaN 0.0000 unexplained
2025-01-29 2025-01-30 ind_household_goods -0.0201 -0.0002 0.0000 tilt_INDUSTRY
2025-01-29 2025-01-30 ind_freight_logistics 0.0253 0.0002 0.0000 tilt_INDUSTRY
2025-01-29 2025-01-30 ind_integrated_hardware_software 0.0125 -0.0006 -0.0000 tilt_INDUSTRY
2025-01-29 2025-01-30 ind_banking_services -0.0126 0.0006 -0.0000 tilt_INDUSTRY
2025-01-29 2025-01-30 ind_metals_mining 0.0120 -0.0008 -0.0000 tilt_INDUSTRY
2025-01-29 2025-01-30 ind_communications_equipment 0.0138 -0.0006 -0.0000 tilt_INDUSTRY
2025-01-29 2025-01-30 market -0.0309 0.0005 -0.0000 risk_exposure
2025-01-29 2025-01-30 country_MY 0.0112 -0.0011 -0.0000 tilt_COUNTRY
2025-01-29 2025-01-30 size_SMALL -0.0061 -0.0001 0.0000 tilt_SIZE
2025-01-29 2025-01-30 revision 0.8455 0.0001 0.0001 alpha_REVISION
2025-01-29 2025-01-30 ind_oil_gas_equipment_services -0.0132 0.0008 -0.0000 tilt_INDUSTRY
2025-01-29 2025-01-30 stability 5.1032 -0.0001 -0.0005 alpha_QUALITY
2025-01-29 2025-01-30 ind_coal -0.0547 0.0016 -0.0001 tilt_INDUSTRY
2025-01-29 2025-01-30 bcost NaN NaN -0.0003 cost
2025-01-29 2025-01-30 country_PH 0.0012 -0.0078 -0.0000 tilt_COUNTRY
2025-01-29 2025-01-30 ind_diversified_retail -0.0008 0.0014 -0.0000 tilt_INDUSTRY
2025-01-29 2025-01-30 ind_homebuilding_building_products -0.0060 -0.0032 0.0000 tilt_INDUSTRY
2025-01-29 2025-01-30 country_CN 0.1098 -0.0007 -0.0001 tilt_COUNTRY
2025-01-29 2025-01-30 country_NZ -0.0186 -0.0103 0.0002 tilt_COUNTRY
2025-01-29 2025-01-30 ind_investment_services 0.1015 -0.0013 -0.0001 tilt_INDUSTRY
2025-01-29 2025-01-30 ind_consumer_goods_conglomerates 0.0343 0.0064 0.0002 tilt_INDUSTRY
2025-01-29 2025-01-30 size_MID -0.1056 0.0003 -0.0000 tilt_SIZE
2025-01-29 2025-01-30 ind_food_tobacco 0.1336 0.0006 0.0001 tilt_INDUSTRY
2025-01-29 2025-01-30 ind_office_equipment 0.0162 0.0005 0.0000 tilt_INDUSTRY
2025-01-29 2025-01-30 ind_telecommunications_serices 0.0631 0.0002 0.0000 tilt_INDUSTRY
2025-01-29 2025-01-30 country_ID 0.0268 -0.0166 -0.0004 tilt_COUNTRY
2025-01-29 2025-01-30 ind_real_estate_operations -0.0511 -0.0003 0.0000 tilt_INDUSTRY
2025-01-29 2025-01-30 country_HK 0.0682 -0.0009 -0.0001 tilt_COUNTRY
2025-01-29 2025-01-30 ind_automobile -0.0098 0.0009 -0.0000 tilt_INDUSTRY
2025-01-29 2025-01-30 ind_semiconductors -0.0589 -0.0002 0.0000 tilt_INDUSTRY
2025-01-29 2025-01-30 momentum 0.4785 0.0002 0.0001 alpha_MOMENTUM
2025-01-29 2025-01-30 ind_computers_phones_household_electronics 0.0037 -0.0004 -0.0000 tilt_INDUSTRY
2025-01-29 2025-01-30 country_XH -0.0082 -0.0010 0.0000 tilt_COUNTRY
2025-01-29 2025-01-30 ind_fintech 0.0088 -0.0037 -0.0000 tilt_INDUSTRY
2025-01-29 2025-01-30 ind_uranium 0.0000 0.0237 0.0000 tilt_INDUSTRY
2025-01-29 2025-01-30 ind_specialty_reatil 0.0105 0.0003 0.0000 tilt_INDUSTRY
2025-01-29 2025-01-30 ind_leisure_products -0.0115 0.0019 -0.0000 tilt_INDUSTRY
2025-01-29 2025-01-30 ind_biotechnology -0.0112 -0.0001 0.0000 tilt_INDUSTRY
2025-01-29 2025-01-30 country_TH -0.0945 -0.0030 0.0003 tilt_COUNTRY
2025-01-29 2025-01-30 ind_holding_companies 0.0000 -0.0013 0.0000 tilt_INDUSTRY
2025-01-29 2025-01-30 ind_aerospace_defense 0.0242 0.0011 0.0000 tilt_INDUSTRY
2025-01-29 2025-01-30 ind_renewable_energy 0.0216 -0.0003 -0.0000 tilt_INDUSTRY
2025-01-29 2025-01-30 ind_pharmaceuticals -0.0256 0.0002 -0.0000 tilt_INDUSTRY
2025-01-29 2025-01-30 fcost NaN NaN -0.0000 cost
2025-01-29 2025-01-30 country_SG 0.0073 -0.0011 -0.0000 tilt_COUNTRY
2025-01-29 2025-01-30 country_JP -0.0941 0.0029 -0.0003 tilt_COUNTRY
2025-01-29 2025-01-30 size_MICRO -0.0120 -0.0011 0.0000 tilt_SIZE
2025-01-29 2025-01-30 ind_water_utilities -0.0056 -0.0004 0.0000 tilt_INDUSTRY
2025-01-29 2025-01-30 ind_household_products_services -0.0332 0.0000 -0.0000 tilt_INDUSTRY
2025-01-29 2025-01-30 sdiscrepancy NaN NaN -0.0003 unexplained
2025-01-29 2025-01-30 reversal 0.9858 0.0005 0.0005 alpha_REVERSAL
2025-01-29 2025-01-30 country_TW -0.0594 -0.0005 0.0000 tilt_COUNTRY
2025-01-29 2025-01-30 specret NaN NaN 0.0035 unexplained
2025-01-29 2025-01-30 ind_paper_forestry -0.0104 -0.0006 0.0000 tilt_INDUSTRY
2025-01-29 2025-01-30 ind_natural_gas_utilities -0.0108 0.0022 -0.0000 tilt_INDUSTRY
2025-01-29 2025-01-30 ind_commercial_services_supplies 0.0270 -0.0007 -0.0000 tilt_INDUSTRY
2025-01-29 2025-01-30 country_AU -0.0988 0.0035 -0.0003 tilt_COUNTRY
2025-01-29 2025-01-30 neglect 0.9560 0.0003 0.0003 alpha_VALUE
2025-01-30 2025-01-31 ind_uranium 0.0000 0.0349 0.0000 tilt_INDUSTRY
2025-01-30 2025-01-31 ind_fintech 0.0088 0.0031 0.0000 tilt_INDUSTRY
2025-01-30 2025-01-31 linkage 0.9836 -0.0001 -0.0001 alpha_MOMENTUM
2025-01-30 2025-01-31 ind_renewable_energy 0.0216 -0.0003 -0.0000 tilt_INDUSTRY
2025-01-30 2025-01-31 country_XH -0.0082 -0.0019 0.0000 tilt_COUNTRY
2025-01-30 2025-01-31 ind_investment_services 0.0990 0.0012 0.0001 tilt_INDUSTRY
2025-01-30 2025-01-31 ind_consumer_goods_conglomerates 0.0341 0.0080 0.0003 tilt_INDUSTRY
2025-01-30 2025-01-31 fcost NaN NaN -0.0000 cost
2025-01-30 2025-01-31 country_TW -0.0594 -0.0005 0.0000 tilt_COUNTRY
2025-01-30 2025-01-31 momentum 0.4820 0.0004 0.0002 alpha_MOMENTUM
2025-01-30 2025-01-31 ind_electric_utilities_ipps 0.0136 0.0004 0.0000 tilt_INDUSTRY
2025-01-30 2025-01-31 ind_transportation_infrastructure -0.0119 0.0003 -0.0000 tilt_INDUSTRY
2025-01-30 2025-01-31 value_liq 0.5085 -0.0001 -0.0000 alpha_VALUE
2025-01-30 2025-01-31 ind_construction_engineering -0.1103 0.0023 -0.0003 tilt_INDUSTRY
2025-01-30 2025-01-31 country_CN 0.1098 -0.0017 -0.0002 tilt_COUNTRY
2025-01-30 2025-01-31 ind_chemicals 0.0009 -0.0011 -0.0000 tilt_INDUSTRY
2025-01-30 2025-01-31 ind_household_products_services -0.0347 -0.0011 0.0000 tilt_INDUSTRY
2025-01-30 2025-01-31 ind_insurance 0.0996 0.0018 0.0002 tilt_INDUSTRY
2025-01-30 2025-01-31 linearCost NaN NaN -0.0001 cost
2025-01-30 2025-01-31 ind_hotels_entertainment -0.0709 -0.0011 0.0001 tilt_INDUSTRY
2025-01-30 2025-01-31 ind_semiconductors -0.0607 -0.0011 0.0001 tilt_INDUSTRY
2025-01-30 2025-01-31 country_SG 0.0076 0.0136 0.0001 tilt_COUNTRY
2025-01-30 2025-01-31 ind_leisure_products -0.0099 -0.0054 0.0001 tilt_INDUSTRY
2025-01-30 2025-01-31 country_TH -0.0942 -0.0181 0.0017 tilt_COUNTRY
2025-01-30 2025-01-31 ind_industrial_distribution -0.0031 -0.0019 0.0000 tilt_INDUSTRY
2025-01-30 2025-01-31 ind_machinery 0.0723 0.0005 0.0000 tilt_INDUSTRY
2025-01-30 2025-01-31 ind_construction_materials -0.0152 -0.0027 0.0000 tilt_INDUSTRY
2025-01-30 2025-01-31 stability 5.0918 0.0002 0.0009 alpha_QUALITY
2025-01-30 2025-01-31 neglect 0.9682 0.0002 0.0002 alpha_VALUE
2025-01-30 2025-01-31 revision 0.8251 0.0003 0.0002 alpha_REVISION
2025-01-30 2025-01-31 market -0.0250 0.0003 -0.0000 risk_exposure
2025-01-30 2025-01-31 size_MICRO -0.0126 -0.0022 0.0000 tilt_SIZE
2025-01-30 2025-01-31 country_ID 0.0401 0.0035 0.0001 tilt_COUNTRY
2025-01-30 2025-01-31 ind_coal -0.0548 0.0020 -0.0001 tilt_INDUSTRY
2025-01-30 2025-01-31 country_MY 0.0112 0.0039 0.0000 tilt_COUNTRY
2025-01-30 2025-01-31 ind_passenger_transportation 0.0657 -0.0018 -0.0001 tilt_INDUSTRY
2025-01-30 2025-01-31 ind_containers_packaging -0.0180 -0.0024 0.0000 tilt_INDUSTRY
2025-01-30 2025-01-31 country_AU -0.0986 0.0041 -0.0004 tilt_COUNTRY
2025-01-30 2025-01-31 ind_oil_gas_equipment_services -0.0132 0.0012 -0.0000 tilt_INDUSTRY
2025-01-30 2025-01-31 ind_homebuilding_building_products -0.0056 0.0018 -0.0000 tilt_INDUSTRY
2025-01-30 2025-01-31 ind_reits -0.0007 0.0000 0.0000 tilt_INDUSTRY
2025-01-30 2025-01-31 ind_household_goods -0.0202 0.0000 -0.0000 tilt_INDUSTRY
2025-01-30 2025-01-31 country_IN 0.1134 0.0158 0.0018 tilt_COUNTRY
2025-01-30 2025-01-31 ind_food_drug_retail -0.0591 0.0012 -0.0001 tilt_INDUSTRY
2025-01-30 2025-01-31 specret NaN NaN 0.0006 unexplained
2025-01-30 2025-01-31 ind_diversified_retail -0.0008 -0.0027 0.0000 tilt_INDUSTRY
2025-01-30 2025-01-31 ind_biotechnology -0.0114 0.0006 -0.0000 tilt_INDUSTRY
2025-01-30 2025-01-31 ind_automobile -0.0109 0.0011 -0.0000 tilt_INDUSTRY
2025-01-30 2025-01-31 ind_water_utilities -0.0056 0.0009 -0.0000 tilt_INDUSTRY
2025-01-30 2025-01-31 value_gc 1.2255 0.0002 0.0002 alpha_VALUE
2025-01-30 2025-01-31 ind_holding_companies 0.0000 0.0053 0.0000 tilt_INDUSTRY
2025-01-30 2025-01-31 ind_integrated_hardware_software 0.0125 -0.0005 -0.0000 tilt_INDUSTRY
2025-01-30 2025-01-31 country_KR 0.0000 -0.0011 0.0000 tilt_COUNTRY
2025-01-30 2025-01-31 ind_electronic_equipment -0.0202 -0.0008 0.0000 tilt_INDUSTRY
2025-01-30 2025-01-31 size_LARGE 0.1004 -0.0005 -0.0001 tilt_SIZE
2025-01-30 2025-01-31 ind_banking_services -0.0113 0.0018 -0.0000 tilt_INDUSTRY
2025-01-30 2025-01-31 sbeta_market 0.0019 0.0010 0.0000 risk_exposure
2025-01-30 2025-01-31 country_PH 0.0015 -0.0277 -0.0000 tilt_COUNTRY
2025-01-30 2025-01-31 ind_paper_forestry -0.0104 0.0022 -0.0000 tilt_INDUSTRY
2025-01-30 2025-01-31 ind_oil_gas -0.0120 0.0001 -0.0000 tilt_INDUSTRY
2025-01-30 2025-01-31 ind_communications_equipment 0.0136 -0.0004 -0.0000 tilt_INDUSTRY
2025-01-30 2025-01-31 ind_pharmaceuticals -0.0228 -0.0010 0.0000 tilt_INDUSTRY
2025-01-30 2025-01-31 ind_computers_phones_household_electronics 0.0019 -0.0007 -0.0000 tilt_INDUSTRY
2025-01-30 2025-01-31 ind_software_it_services 0.0675 -0.0009 -0.0001 tilt_INDUSTRY
2025-01-30 2025-01-31 pdiscrepancy NaN NaN -0.0000 unexplained
2025-01-30 2025-01-31 sdiscrepancy NaN NaN -0.0000 unexplained
2025-01-30 2025-01-31 ind_healthcare_equipment_supplies 0.0031 -0.0014 -0.0000 tilt_INDUSTRY
2025-01-30 2025-01-31 ind_media_publishing 0.0158 -0.0026 -0.0000 tilt_INDUSTRY
2025-01-30 2025-01-31 country_HK 0.0682 -0.0011 -0.0001 tilt_COUNTRY
2025-01-30 2025-01-31 ind_aerospace_defense 0.0226 0.0001 0.0000 tilt_INDUSTRY
2025-01-30 2025-01-31 ind_metals_mining 0.0042 0.0007 0.0000 tilt_INDUSTRY
2025-01-30 2025-01-31 country_JP -0.0975 -0.0018 0.0002 tilt_COUNTRY
2025-01-30 2025-01-31 bcost NaN NaN -0.0004 cost
2025-01-30 2025-01-31 reversal 0.8595 0.0012 0.0010 alpha_REVERSAL
2025-01-30 2025-01-31 ind_healthcare_providers_services -0.0367 -0.0024 0.0001 tilt_INDUSTRY
2025-01-30 2025-01-31 ind_real_estate_operations -0.0517 -0.0013 0.0001 tilt_INDUSTRY
2025-01-30 2025-01-31 ind_commercial_services_supplies 0.0233 -0.0020 -0.0000 tilt_INDUSTRY
2025-01-30 2025-01-31 ind_food_tobacco 0.1335 -0.0009 -0.0001 tilt_INDUSTRY
2025-01-30 2025-01-31 ind_office_equipment 0.0161 -0.0025 -0.0000 tilt_INDUSTRY
2025-01-30 2025-01-31 quality 3.7150 -0.0003 -0.0009 alpha_QUALITY
2025-01-30 2025-01-31 ind_specialty_reatil 0.0114 -0.0011 -0.0000 tilt_INDUSTRY
2025-01-30 2025-01-31 country_NZ -0.0190 0.0031 -0.0001 tilt_COUNTRY
2025-01-30 2025-01-31 ind_textiles_apparel -0.0573 -0.0005 0.0000 tilt_INDUSTRY
2025-01-30 2025-01-31 size_SMALL -0.0054 -0.0002 0.0000 tilt_SIZE
2025-01-30 2025-01-31 ind_beverages -0.0909 -0.0016 0.0001 tilt_INDUSTRY
2025-01-30 2025-01-31 impactCost NaN NaN -0.0001 cost
2025-01-30 2025-01-31 fmom 1.3511 0.0001 0.0001 alpha_QUALITY
2025-01-30 2025-01-31 size_MID -0.1074 0.0006 -0.0001 tilt_SIZE
2025-01-30 2025-01-31 ind_telecommunications_serices 0.0593 0.0017 0.0001 tilt_INDUSTRY
2025-01-30 2025-01-31 ind_freight_logistics 0.0262 0.0026 0.0001 tilt_INDUSTRY
2025-01-30 2025-01-31 ind_natural_gas_utilities -0.0108 -0.0009 0.0000 tilt_INDUSTRY
2025-01-30 2025-01-31 ind_multiline_utilities -0.0108 -0.0006 0.0000 tilt_INDUSTRY
2025-01-31 2025-02-03 ind_semiconductors -0.0625 -0.0057 0.0004 tilt_INDUSTRY
2025-01-31 2025-02-03 ind_renewable_energy 0.0211 -0.0007 -0.0000 tilt_INDUSTRY
2025-01-31 2025-02-03 ind_machinery 0.0950 -0.0048 -0.0005 tilt_INDUSTRY
2025-01-31 2025-02-03 fcost NaN NaN -0.0001 cost
2025-01-31 2025-02-03 ind_passenger_transportation 0.0654 0.0033 0.0002 tilt_INDUSTRY
2025-01-31 2025-02-03 ind_hotels_entertainment -0.0709 0.0092 -0.0006 tilt_INDUSTRY
2025-01-31 2025-02-03 country_CN 0.1098 0.0129 0.0014 tilt_COUNTRY
2025-01-31 2025-02-03 bcost NaN NaN -0.0011 cost
2025-01-31 2025-02-03 impactCost NaN NaN -0.0002 cost
2025-01-31 2025-02-03 ind_freight_logistics 0.0254 -0.0036 -0.0001 tilt_INDUSTRY
2025-01-31 2025-02-03 country_MY 0.0111 0.0012 0.0000 tilt_COUNTRY
2025-01-31 2025-02-03 sbeta_market 0.0016 -0.0061 -0.0000 risk_exposure
2025-01-31 2025-02-03 ind_insurance 0.0944 -0.0001 -0.0000 tilt_INDUSTRY
2025-01-31 2025-02-03 ind_industrial_distribution -0.0028 0.0061 -0.0000 tilt_INDUSTRY
2025-01-31 2025-02-03 ind_holding_companies 0.0000 -0.0018 0.0000 tilt_INDUSTRY
2025-01-31 2025-02-03 revision 0.8247 0.0019 0.0016 alpha_REVISION
2025-01-31 2025-02-03 ind_fintech 0.0088 0.0044 0.0000 tilt_INDUSTRY
2025-01-31 2025-02-03 ind_automobile -0.0135 -0.0037 0.0001 tilt_INDUSTRY
2025-01-31 2025-02-03 ind_leisure_products -0.0081 0.0020 -0.0000 tilt_INDUSTRY
2025-01-31 2025-02-03 ind_containers_packaging -0.0174 -0.0077 0.0001 tilt_INDUSTRY
2025-01-31 2025-02-03 ind_electric_utilities_ipps 0.0185 -0.0058 -0.0001 tilt_INDUSTRY
2025-01-31 2025-02-03 ind_household_goods -0.0201 -0.0031 0.0001 tilt_INDUSTRY
2025-01-31 2025-02-03 ind_uranium 0.0000 0.0101 0.0000 tilt_INDUSTRY
2025-01-31 2025-02-03 country_SG 0.0005 0.0000 0.0000 tilt_COUNTRY
2025-01-31 2025-02-03 value_gc 1.1828 -0.0009 -0.0011 alpha_VALUE
2025-01-31 2025-02-03 quality 3.6906 -0.0003 -0.0011 alpha_QUALITY
2025-01-31 2025-02-03 linkage 0.9711 0.0005 0.0005 alpha_MOMENTUM
2025-01-31 2025-02-03 size_MID -0.1014 -0.0005 0.0000 tilt_SIZE
2025-01-31 2025-02-03 size_SMALL -0.0110 0.0009 -0.0000 tilt_SIZE
2025-01-31 2025-02-03 ind_healthcare_equipment_supplies 0.0025 -0.0007 -0.0000 tilt_INDUSTRY
2025-01-31 2025-02-03 country_PH 0.0015 -0.0029 -0.0000 tilt_COUNTRY
2025-01-31 2025-02-03 ind_telecommunications_serices 0.0596 0.0100 0.0006 tilt_INDUSTRY
2025-01-31 2025-02-03 country_ID 0.0486 -0.0114 -0.0006 tilt_COUNTRY
2025-01-31 2025-02-03 specret NaN NaN 0.0009 unexplained
2025-01-31 2025-02-03 ind_beverages -0.0892 0.0046 -0.0004 tilt_INDUSTRY
2025-01-31 2025-02-03 ind_water_utilities -0.0056 -0.0049 0.0000 tilt_INDUSTRY
2025-01-31 2025-02-03 ind_computers_phones_household_electronics -0.0002 -0.0014 0.0000 tilt_INDUSTRY
2025-01-31 2025-02-03 ind_integrated_hardware_software 0.0125 0.0013 0.0000 tilt_INDUSTRY
2025-01-31 2025-02-03 ind_consumer_goods_conglomerates 0.0303 0.0019 0.0001 tilt_INDUSTRY
2025-01-31 2025-02-03 ind_transportation_infrastructure -0.0117 -0.0013 0.0000 tilt_INDUSTRY
2025-01-31 2025-02-03 ind_media_publishing 0.0159 0.0053 0.0001 tilt_INDUSTRY
2025-01-31 2025-02-03 ind_healthcare_providers_services -0.0360 0.0042 -0.0002 tilt_INDUSTRY
2025-01-31 2025-02-03 reversal 0.8785 -0.0004 -0.0004 alpha_REVERSAL
2025-01-31 2025-02-03 ind_reits -0.0007 0.0000 0.0000 tilt_INDUSTRY
2025-01-31 2025-02-03 ind_natural_gas_utilities -0.0131 -0.0036 0.0000 tilt_INDUSTRY
2025-01-31 2025-02-03 fmom 1.3275 0.0001 0.0001 alpha_QUALITY
2025-01-31 2025-02-03 country_JP -0.0852 -0.0163 0.0014 tilt_COUNTRY
2025-01-31 2025-02-03 sdiscrepancy NaN NaN 0.0005 unexplained
2025-01-31 2025-02-03 ind_electronic_equipment -0.0144 -0.0010 0.0000 tilt_INDUSTRY
2025-01-31 2025-02-03 ind_software_it_services 0.0677 0.0083 0.0006 tilt_INDUSTRY
2025-01-31 2025-02-03 ind_commercial_services_supplies 0.0197 -0.0008 -0.0000 tilt_INDUSTRY
2025-01-31 2025-02-03 country_KR 0.0000 -0.0237 0.0000 tilt_COUNTRY
2025-01-31 2025-02-03 ind_oil_gas -0.0114 0.0002 -0.0000 tilt_INDUSTRY
2025-01-31 2025-02-03 ind_household_products_services -0.0355 0.0012 -0.0000 tilt_INDUSTRY
2025-01-31 2025-02-03 ind_multiline_utilities -0.0106 -0.0039 0.0000 tilt_INDUSTRY
2025-01-31 2025-02-03 country_TH -0.0873 -0.0039 0.0003 tilt_COUNTRY
2025-01-31 2025-02-03 ind_oil_gas_equipment_services -0.0132 -0.0013 0.0000 tilt_INDUSTRY
2025-01-31 2025-02-03 ind_investment_services 0.0941 0.0004 0.0000 tilt_INDUSTRY
2025-01-31 2025-02-03 ind_homebuilding_building_products -0.0046 0.0020 -0.0000 tilt_INDUSTRY
2025-01-31 2025-02-03 country_NZ -0.0193 -0.0006 0.0000 tilt_COUNTRY
2025-01-31 2025-02-03 ind_construction_engineering -0.1085 0.0002 -0.0000 tilt_INDUSTRY
2025-01-31 2025-02-03 size_LARGE 0.1098 -0.0002 -0.0000 tilt_SIZE
2025-01-31 2025-02-03 ind_metals_mining -0.0062 -0.0014 0.0000 tilt_INDUSTRY
2025-01-31 2025-02-03 country_HK 0.0638 0.0070 0.0004 tilt_COUNTRY
2025-01-31 2025-02-03 country_TW -0.0568 -0.0086 0.0005 tilt_COUNTRY
2025-01-31 2025-02-03 country_AU -0.0985 -0.0143 0.0014 tilt_COUNTRY
2025-01-31 2025-02-03 ind_biotechnology -0.0107 0.0016 -0.0000 tilt_INDUSTRY
2025-01-31 2025-02-03 ind_construction_materials -0.0148 0.0005 -0.0000 tilt_INDUSTRY
2025-01-31 2025-02-03 country_IN 0.1073 -0.0123 -0.0013 tilt_COUNTRY
2025-01-31 2025-02-03 value_liq 0.5029 0.0002 0.0001 alpha_VALUE
2025-01-31 2025-02-03 ind_food_tobacco 0.1318 0.0052 0.0007 tilt_INDUSTRY
2025-01-31 2025-02-03 ind_pharmaceuticals -0.0255 -0.0015 0.0000 tilt_INDUSTRY
2025-01-31 2025-02-03 ind_coal -0.0552 -0.0012 0.0001 tilt_INDUSTRY
2025-01-31 2025-02-03 ind_banking_services -0.0186 -0.0003 0.0000 tilt_INDUSTRY
2025-01-31 2025-02-03 momentum 0.4284 0.0002 0.0001 alpha_MOMENTUM
2025-01-31 2025-02-03 ind_chemicals 0.0049 -0.0023 -0.0000 tilt_INDUSTRY
2025-01-31 2025-02-03 ind_diversified_retail -0.0007 0.0058 -0.0000 tilt_INDUSTRY
2025-01-31 2025-02-03 market -0.0150 -0.0036 0.0001 risk_exposure
2025-01-31 2025-02-03 ind_aerospace_defense 0.0166 -0.0043 -0.0001 tilt_INDUSTRY
2025-01-31 2025-02-03 ind_food_drug_retail -0.0468 0.0052 -0.0002 tilt_INDUSTRY
2025-01-31 2025-02-03 ind_communications_equipment 0.0150 0.0011 0.0000 tilt_INDUSTRY
2025-01-31 2025-02-03 ind_textiles_apparel -0.0520 0.0044 -0.0002 tilt_INDUSTRY
2025-01-31 2025-02-03 linearCost NaN NaN -0.0001 cost
2025-01-31 2025-02-03 stability 5.0443 0.0001 0.0008 alpha_QUALITY
2025-01-31 2025-02-03 ind_office_equipment 0.0152 -0.0022 -0.0000 tilt_INDUSTRY
2025-01-31 2025-02-03 ind_paper_forestry -0.0103 -0.0011 0.0000 tilt_INDUSTRY
2025-01-31 2025-02-03 country_XH -0.0106 0.0048 -0.0001 tilt_COUNTRY
2025-01-31 2025-02-03 neglect 0.9828 0.0001 0.0001 alpha_VALUE
2025-01-31 2025-02-03 pdiscrepancy NaN NaN -0.0000 unexplained
2025-01-31 2025-02-03 ind_real_estate_operations -0.0507 0.0049 -0.0002 tilt_INDUSTRY
2025-01-31 2025-02-03 ind_specialty_reatil 0.0121 0.0003 0.0000 tilt_INDUSTRY
2025-01-31 2025-02-03 size_MICRO -0.0124 -0.0038 0.0000 tilt_SIZE
2025-02-03 2025-02-04 ind_software_it_services 0.0724 0.0022 0.0002 tilt_INDUSTRY
2025-02-03 2025-02-04 country_HK 0.0566 0.0042 0.0002 tilt_COUNTRY
2025-02-03 2025-02-04 ind_commercial_services_supplies 0.0184 -0.0019 -0.0000 tilt_INDUSTRY
2025-02-03 2025-02-04 momentum 0.4041 -0.0002 -0.0001 alpha_MOMENTUM
2025-02-03 2025-02-04 sdiscrepancy NaN NaN -0.0000 unexplained
2025-02-03 2025-02-04 pdiscrepancy NaN NaN -0.0000 unexplained
2025-02-03 2025-02-04 country_MY 0.0111 0.0067 0.0001 tilt_COUNTRY
2025-02-03 2025-02-04 country_JP -0.0617 0.0015 -0.0001 tilt_COUNTRY
2025-02-03 2025-02-04 ind_semiconductors -0.0693 0.0018 -0.0001 tilt_INDUSTRY
2025-02-03 2025-02-04 country_PH 0.0016 0.0351 0.0001 tilt_COUNTRY
2025-02-03 2025-02-04 ind_chemicals 0.0095 -0.0007 -0.0000 tilt_INDUSTRY
2025-02-03 2025-02-04 ind_paper_forestry -0.0103 -0.0014 0.0000 tilt_INDUSTRY
2025-02-03 2025-02-04 country_SG -0.0121 -0.0036 0.0000 tilt_COUNTRY
2025-02-03 2025-02-04 ind_construction_materials -0.0143 0.0017 -0.0000 tilt_INDUSTRY
2025-02-03 2025-02-04 fmom 1.3223 0.0002 0.0003 alpha_QUALITY
2025-02-03 2025-02-04 ind_media_publishing 0.0155 0.0000 0.0000 tilt_INDUSTRY
2025-02-03 2025-02-04 linkage 0.9866 -0.0000 -0.0000 alpha_MOMENTUM
2025-02-03 2025-02-04 ind_beverages -0.0886 -0.0030 0.0003 tilt_INDUSTRY
2025-02-03 2025-02-04 country_ID 0.0474 0.0052 0.0002 tilt_COUNTRY
2025-02-03 2025-02-04 size_MID -0.1062 -0.0010 0.0001 tilt_SIZE
2025-02-03 2025-02-04 ind_communications_equipment 0.0172 -0.0010 -0.0000 tilt_INDUSTRY
2025-02-03 2025-02-04 ind_water_utilities -0.0056 0.0011 -0.0000 tilt_INDUSTRY
2025-02-03 2025-02-04 ind_telecommunications_serices 0.0649 -0.0001 -0.0000 tilt_INDUSTRY
2025-02-03 2025-02-04 ind_computers_phones_household_electronics 0.0011 0.0006 0.0000 tilt_INDUSTRY
2025-02-03 2025-02-04 ind_aerospace_defense 0.0132 0.0025 0.0000 tilt_INDUSTRY
2025-02-03 2025-02-04 ind_textiles_apparel -0.0487 0.0019 -0.0001 tilt_INDUSTRY
2025-02-03 2025-02-04 size_MICRO -0.0104 0.0005 -0.0000 tilt_SIZE
2025-02-03 2025-02-04 ind_transportation_infrastructure -0.0123 0.0011 -0.0000 tilt_INDUSTRY
2025-02-03 2025-02-04 market -0.0130 -0.0014 0.0000 risk_exposure
2025-02-03 2025-02-04 ind_metals_mining -0.0131 0.0032 -0.0000 tilt_INDUSTRY
2025-02-03 2025-02-04 country_AU -0.0986 -0.0007 0.0001 tilt_COUNTRY
2025-02-03 2025-02-04 ind_passenger_transportation 0.0654 -0.0049 -0.0003 tilt_INDUSTRY
2025-02-03 2025-02-04 ind_integrated_hardware_software 0.0125 -0.0018 -0.0000 tilt_INDUSTRY
2025-02-03 2025-02-04 ind_investment_services 0.0894 0.0003 0.0000 tilt_INDUSTRY
2025-02-03 2025-02-04 ind_consumer_goods_conglomerates 0.0249 -0.0072 -0.0002 tilt_INDUSTRY
2025-02-03 2025-02-04 value_liq 0.5354 -0.0007 -0.0003 alpha_VALUE
2025-02-03 2025-02-04 ind_natural_gas_utilities -0.0168 -0.0018 0.0000 tilt_INDUSTRY
2025-02-03 2025-02-04 reversal 0.8800 0.0012 0.0010 alpha_REVERSAL
2025-02-03 2025-02-04 ind_reits -0.0007 0.0000 0.0000 tilt_INDUSTRY
2025-02-03 2025-02-04 ind_oil_gas -0.0169 -0.0052 0.0001 tilt_INDUSTRY
2025-02-03 2025-02-04 stability 5.0349 0.0000 0.0002 alpha_QUALITY
2025-02-03 2025-02-04 ind_oil_gas_equipment_services -0.0131 -0.0007 0.0000 tilt_INDUSTRY
2025-02-03 2025-02-04 revision 0.8070 0.0002 0.0002 alpha_REVISION
2025-02-03 2025-02-04 country_TW -0.0600 -0.0083 0.0005 tilt_COUNTRY
2025-02-03 2025-02-04 ind_fintech 0.0088 0.0001 0.0000 tilt_INDUSTRY
2025-02-03 2025-02-04 ind_household_goods -0.0200 0.0024 -0.0000 tilt_INDUSTRY
2025-02-03 2025-02-04 size_LARGE 0.1155 0.0032 0.0004 tilt_SIZE
2025-02-03 2025-02-04 bcost NaN NaN -0.0004 cost
2025-02-03 2025-02-04 ind_homebuilding_building_products -0.0048 -0.0055 0.0000 tilt_INDUSTRY
2025-02-03 2025-02-04 ind_insurance 0.0934 -0.0016 -0.0001 tilt_INDUSTRY
2025-02-03 2025-02-04 quality 3.6461 0.0001 0.0003 alpha_QUALITY
2025-02-03 2025-02-04 neglect 0.9945 -0.0001 -0.0001 alpha_VALUE
2025-02-03 2025-02-04 sbeta_market -0.0052 0.0051 -0.0000 risk_exposure
2025-02-03 2025-02-04 ind_holding_companies 0.0000 -0.0045 0.0000 tilt_INDUSTRY
2025-02-03 2025-02-04 ind_office_equipment 0.0142 -0.0045 -0.0001 tilt_INDUSTRY
2025-02-03 2025-02-04 country_XH -0.0119 0.0156 -0.0002 tilt_COUNTRY
2025-02-03 2025-02-04 ind_freight_logistics 0.0213 0.0010 0.0000 tilt_INDUSTRY
2025-02-03 2025-02-04 linearCost NaN NaN -0.0001 cost
2025-02-03 2025-02-04 impactCost NaN NaN -0.0001 cost
2025-02-03 2025-02-04 ind_food_tobacco 0.1294 -0.0034 -0.0004 tilt_INDUSTRY
2025-02-03 2025-02-04 ind_household_products_services -0.0340 -0.0053 0.0002 tilt_INDUSTRY
2025-02-03 2025-02-04 country_TH -0.0846 -0.0015 0.0001 tilt_COUNTRY
2025-02-03 2025-02-04 ind_electronic_equipment -0.0133 0.0001 -0.0000 tilt_INDUSTRY
2025-02-03 2025-02-04 ind_food_drug_retail -0.0350 -0.0060 0.0002 tilt_INDUSTRY
2025-02-03 2025-02-04 ind_automobile -0.0158 0.0021 -0.0000 tilt_INDUSTRY
2025-02-03 2025-02-04 country_KR 0.0000 0.0119 0.0000 tilt_COUNTRY
2025-02-03 2025-02-04 country_CN 0.1098 -0.0058 -0.0006 tilt_COUNTRY
2025-02-03 2025-02-04 ind_specialty_reatil 0.0129 -0.0018 -0.0000 tilt_INDUSTRY
2025-02-03 2025-02-04 ind_diversified_retail -0.0007 -0.0012 0.0000 tilt_INDUSTRY
2025-02-03 2025-02-04 size_SMALL -0.0120 -0.0013 0.0000 tilt_SIZE
2025-02-03 2025-02-04 value_gc 1.2145 0.0002 0.0003 alpha_VALUE
2025-02-03 2025-02-04 ind_banking_services -0.0265 0.0021 -0.0001 tilt_INDUSTRY
2025-02-03 2025-02-04 ind_multiline_utilities -0.0107 -0.0064 0.0001 tilt_INDUSTRY
2025-02-03 2025-02-04 ind_healthcare_equipment_supplies 0.0028 -0.0019 -0.0000 tilt_INDUSTRY
2025-02-03 2025-02-04 ind_uranium 0.0000 -0.0080 0.0000 tilt_INDUSTRY
2025-02-03 2025-02-04 ind_real_estate_operations -0.0502 -0.0027 0.0001 tilt_INDUSTRY
2025-02-03 2025-02-04 ind_containers_packaging -0.0171 -0.0027 0.0000 tilt_INDUSTRY
2025-02-03 2025-02-04 country_NZ -0.0194 0.0080 -0.0002 tilt_COUNTRY
2025-02-03 2025-02-04 ind_hotels_entertainment -0.0723 -0.0032 0.0002 tilt_INDUSTRY
2025-02-03 2025-02-04 ind_healthcare_providers_services -0.0352 -0.0048 0.0002 tilt_INDUSTRY
2025-02-03 2025-02-04 ind_machinery 0.1078 0.0006 0.0001 tilt_INDUSTRY
2025-02-03 2025-02-04 ind_renewable_energy 0.0205 0.0006 0.0000 tilt_INDUSTRY
2025-02-03 2025-02-04 country_IN 0.1087 0.0132 0.0014 tilt_COUNTRY
2025-02-03 2025-02-04 ind_biotechnology -0.0099 0.0024 -0.0000 tilt_INDUSTRY
2025-02-03 2025-02-04 ind_industrial_distribution -0.0019 -0.0049 0.0000 tilt_INDUSTRY
2025-02-03 2025-02-04 ind_pharmaceuticals -0.0266 0.0013 -0.0000 tilt_INDUSTRY
2025-02-03 2025-02-04 ind_electric_utilities_ipps 0.0244 -0.0009 -0.0000 tilt_INDUSTRY
2025-02-03 2025-02-04 ind_leisure_products -0.0089 0.0014 -0.0000 tilt_INDUSTRY
2025-02-03 2025-02-04 ind_coal -0.0560 0.0011 -0.0001 tilt_INDUSTRY
2025-02-03 2025-02-04 ind_construction_engineering -0.1043 -0.0018 0.0002 tilt_INDUSTRY
2025-02-03 2025-02-04 fcost NaN NaN -0.0000 cost
2025-02-03 2025-02-04 specret NaN NaN -0.0052 unexplained
2025-02-04 2025-02-05 size_SMALL -0.0141 0.0044 -0.0001 tilt_SIZE
2025-02-04 2025-02-05 ind_food_tobacco 0.1243 -0.0082 -0.0010 tilt_INDUSTRY
2025-02-04 2025-02-05 ind_beverages -0.0888 -0.0183 0.0016 tilt_INDUSTRY
2025-02-04 2025-02-05 ind_holding_companies 0.0000 -0.0003 0.0000 tilt_INDUSTRY
2025-02-04 2025-02-05 country_XH -0.0089 -0.0193 0.0002 tilt_COUNTRY
2025-02-04 2025-02-05 size_LARGE 0.1162 -0.0039 -0.0005 tilt_SIZE
2025-02-04 2025-02-05 country_TH -0.0875 0.0021 -0.0002 tilt_COUNTRY
2025-02-04 2025-02-05 ind_automobile -0.0180 -0.0006 0.0000 tilt_INDUSTRY
2025-02-04 2025-02-05 ind_consumer_goods_conglomerates 0.0208 -0.0018 -0.0000 tilt_INDUSTRY
2025-02-04 2025-02-05 ind_pharmaceuticals -0.0234 0.0006 -0.0000 tilt_INDUSTRY
2025-02-04 2025-02-05 neglect 0.9991 0.0012 0.0012 alpha_VALUE
2025-02-04 2025-02-05 fcost NaN NaN -0.0000 cost
2025-02-04 2025-02-05 specret NaN NaN -0.0043 unexplained
2025-02-04 2025-02-05 momentum 0.4088 0.0000 0.0000 alpha_MOMENTUM
2025-02-04 2025-02-05 value_gc 1.2067 0.0011 0.0013 alpha_VALUE
2025-02-04 2025-02-05 country_HK 0.0498 -0.0131 -0.0007 tilt_COUNTRY
2025-02-04 2025-02-05 ind_homebuilding_building_products -0.0054 -0.0062 0.0000 tilt_INDUSTRY
2025-02-04 2025-02-05 ind_construction_materials -0.0137 -0.0100 0.0001 tilt_INDUSTRY
2025-02-04 2025-02-05 ind_natural_gas_utilities -0.0185 0.0084 -0.0002 tilt_INDUSTRY
2025-02-04 2025-02-05 ind_integrated_hardware_software 0.0127 0.0355 0.0005 tilt_INDUSTRY
2025-02-04 2025-02-05 reversal 1.0331 0.0019 0.0020 alpha_REVERSAL
2025-02-04 2025-02-05 ind_aerospace_defense 0.0143 0.0042 0.0001 tilt_INDUSTRY
2025-02-04 2025-02-05 ind_specialty_reatil 0.0128 -0.0026 -0.0000 tilt_INDUSTRY
2025-02-04 2025-02-05 ind_electric_utilities_ipps 0.0264 0.0032 0.0001 tilt_INDUSTRY
2025-02-04 2025-02-05 revision 0.8414 -0.0000 -0.0000 alpha_REVISION
2025-02-04 2025-02-05 ind_commercial_services_supplies 0.0196 0.0030 0.0001 tilt_INDUSTRY
2025-02-04 2025-02-05 size_MID -0.1130 -0.0010 0.0001 tilt_SIZE
2025-02-04 2025-02-05 country_KR 0.0000 0.0146 0.0000 tilt_COUNTRY
2025-02-04 2025-02-05 ind_leisure_products -0.0119 0.0112 -0.0001 tilt_INDUSTRY
2025-02-04 2025-02-05 ind_semiconductors -0.0758 0.0035 -0.0003 tilt_INDUSTRY
2025-02-04 2025-02-05 ind_chemicals 0.0111 -0.0056 -0.0001 tilt_INDUSTRY
2025-02-04 2025-02-05 sdiscrepancy NaN NaN 0.0000 unexplained
2025-02-04 2025-02-05 quality 3.6412 -0.0012 -0.0042 alpha_QUALITY
2025-02-04 2025-02-05 country_CN 0.1113 -0.0090 -0.0010 tilt_COUNTRY
2025-02-04 2025-02-05 ind_hotels_entertainment -0.0723 -0.0148 0.0011 tilt_INDUSTRY
2025-02-04 2025-02-05 stability 5.0590 -0.0007 -0.0037 alpha_QUALITY
2025-02-04 2025-02-05 ind_oil_gas_equipment_services -0.0129 -0.0103 0.0001 tilt_INDUSTRY
2025-02-04 2025-02-05 ind_household_goods -0.0200 -0.0172 0.0003 tilt_INDUSTRY
2025-02-04 2025-02-05 bcost NaN NaN -0.0004 cost
2025-02-04 2025-02-05 ind_insurance 0.0933 -0.0078 -0.0007 tilt_INDUSTRY
2025-02-04 2025-02-05 sbeta_market -0.0098 0.0161 -0.0002 risk_exposure
2025-02-04 2025-02-05 ind_biotechnology -0.0096 0.0026 -0.0000 tilt_INDUSTRY
2025-02-04 2025-02-05 impactCost NaN NaN -0.0001 cost
2025-02-04 2025-02-05 ind_household_products_services -0.0334 -0.0083 0.0003 tilt_INDUSTRY
2025-02-04 2025-02-05 ind_paper_forestry -0.0092 -0.0059 0.0001 tilt_INDUSTRY
2025-02-04 2025-02-05 pdiscrepancy NaN NaN -0.0000 unexplained
2025-02-04 2025-02-05 ind_food_drug_retail -0.0325 -0.0053 0.0002 tilt_INDUSTRY
2025-02-04 2025-02-05 ind_fintech 0.0088 0.0082 0.0001 tilt_INDUSTRY
2025-02-04 2025-02-05 linearCost NaN NaN -0.0001 cost
2025-02-04 2025-02-05 ind_diversified_retail -0.0005 -0.0122 0.0000 tilt_INDUSTRY
2025-02-04 2025-02-05 ind_investment_services 0.0885 -0.0020 -0.0002 tilt_INDUSTRY
2025-02-04 2025-02-05 ind_freight_logistics 0.0178 0.0057 0.0001 tilt_INDUSTRY
2025-02-04 2025-02-05 country_TW -0.0665 0.0170 -0.0011 tilt_COUNTRY
2025-02-04 2025-02-05 ind_coal -0.0555 -0.0049 0.0003 tilt_INDUSTRY
2025-02-04 2025-02-05 country_NZ -0.0195 0.0023 -0.0000 tilt_COUNTRY
2025-02-04 2025-02-05 market -0.0195 -0.0125 0.0002 risk_exposure
2025-02-04 2025-02-05 ind_real_estate_operations -0.0483 -0.0093 0.0005 tilt_INDUSTRY
2025-02-04 2025-02-05 ind_electronic_equipment -0.0133 0.0006 -0.0000 tilt_INDUSTRY
2025-02-04 2025-02-05 ind_industrial_distribution -0.0018 0.0002 -0.0000 tilt_INDUSTRY
2025-02-04 2025-02-05 ind_textiles_apparel -0.0464 -0.0127 0.0006 tilt_INDUSTRY
2025-02-04 2025-02-05 ind_healthcare_providers_services -0.0336 0.0068 -0.0002 tilt_INDUSTRY
2025-02-04 2025-02-05 ind_healthcare_equipment_supplies 0.0046 -0.0042 -0.0000 tilt_INDUSTRY
2025-02-04 2025-02-05 ind_renewable_energy 0.0199 -0.0097 -0.0002 tilt_INDUSTRY
2025-02-04 2025-02-05 country_PH 0.0016 0.0489 0.0001 tilt_COUNTRY
2025-02-04 2025-02-05 country_ID 0.0474 0.0005 0.0000 tilt_COUNTRY
2025-02-04 2025-02-05 ind_telecommunications_serices 0.0722 0.0086 0.0006 tilt_INDUSTRY
2025-02-04 2025-02-05 ind_construction_engineering -0.1022 -0.0006 0.0001 tilt_INDUSTRY
2025-02-04 2025-02-05 ind_media_publishing 0.0154 0.0113 0.0002 tilt_INDUSTRY
2025-02-04 2025-02-05 linkage 0.9773 0.0011 0.0011 alpha_MOMENTUM
2025-02-04 2025-02-05 ind_office_equipment 0.0134 -0.0088 -0.0001 tilt_INDUSTRY
2025-02-04 2025-02-05 ind_water_utilities -0.0055 -0.0013 0.0000 tilt_INDUSTRY
2025-02-04 2025-02-05 ind_computers_phones_household_electronics 0.0033 0.0188 0.0001 tilt_INDUSTRY
2025-02-04 2025-02-05 size_MICRO -0.0086 0.0039 -0.0000 tilt_SIZE
2025-02-04 2025-02-05 ind_machinery 0.1209 -0.0041 -0.0005 tilt_INDUSTRY
2025-02-04 2025-02-05 ind_transportation_infrastructure -0.0132 -0.0006 0.0000 tilt_INDUSTRY
2025-02-04 2025-02-05 ind_banking_services -0.0363 -0.0000 0.0000 tilt_INDUSTRY
2025-02-04 2025-02-05 ind_communications_equipment 0.0189 0.0073 0.0001 tilt_INDUSTRY
2025-02-04 2025-02-05 ind_containers_packaging -0.0171 -0.0084 0.0001 tilt_INDUSTRY
2025-02-04 2025-02-05 ind_multiline_utilities -0.0106 0.0104 -0.0001 tilt_INDUSTRY
2025-02-04 2025-02-05 value_liq 0.5309 -0.0023 -0.0012 alpha_VALUE
2025-02-04 2025-02-05 ind_oil_gas -0.0212 0.0067 -0.0001 tilt_INDUSTRY
2025-02-04 2025-02-05 ind_uranium 0.0000 0.0154 0.0000 tilt_INDUSTRY
2025-02-04 2025-02-05 ind_passenger_transportation 0.0658 -0.0072 -0.0005 tilt_INDUSTRY
2025-02-04 2025-02-05 country_SG -0.0189 0.0087 -0.0002 tilt_COUNTRY
2025-02-04 2025-02-05 country_AU -0.1000 0.0156 -0.0016 tilt_COUNTRY
2025-02-04 2025-02-05 ind_software_it_services 0.0645 0.0200 0.0013 tilt_INDUSTRY
2025-02-04 2025-02-05 fmom 1.3169 -0.0005 -0.0006 alpha_QUALITY
2025-02-04 2025-02-05 country_MY 0.0112 0.0170 0.0002 tilt_COUNTRY
2025-02-04 2025-02-05 country_JP -0.0442 0.0036 -0.0002 tilt_COUNTRY
2025-02-04 2025-02-05 ind_metals_mining -0.0172 0.0030 -0.0001 tilt_INDUSTRY
2025-02-04 2025-02-05 country_IN 0.1046 0.0156 0.0016 tilt_COUNTRY
2025-02-05 2025-02-06 pdiscrepancy NaN NaN -0.0000 unexplained
2025-02-05 2025-02-06 neglect 1.0455 0.0005 0.0006 alpha_VALUE
2025-02-05 2025-02-06 ind_semiconductors -0.0803 0.0113 -0.0009 tilt_INDUSTRY
2025-02-05 2025-02-06 ind_metals_mining -0.0213 -0.0047 0.0001 tilt_INDUSTRY
2025-02-05 2025-02-06 specret NaN NaN -0.0069 unexplained
2025-02-05 2025-02-06 ind_coal -0.0539 -0.0039 0.0002 tilt_INDUSTRY
2025-02-05 2025-02-06 ind_telecommunications_serices 0.0777 0.0023 0.0002 tilt_INDUSTRY
2025-02-05 2025-02-06 ind_office_equipment 0.0120 -0.0084 -0.0001 tilt_INDUSTRY
2025-02-05 2025-02-06 ind_banking_services -0.0439 0.0008 -0.0000 tilt_INDUSTRY
2025-02-05 2025-02-06 ind_computers_phones_household_electronics 0.0043 0.0069 0.0000 tilt_INDUSTRY
2025-02-05 2025-02-06 country_MY 0.0112 0.0079 0.0001 tilt_COUNTRY
2025-02-05 2025-02-06 ind_beverages -0.0881 -0.0089 0.0008 tilt_INDUSTRY
2025-02-05 2025-02-06 ind_uranium 0.0000 -0.0166 0.0000 tilt_INDUSTRY
2025-02-05 2025-02-06 ind_biotechnology -0.0087 0.0083 -0.0001 tilt_INDUSTRY
2025-02-05 2025-02-06 ind_natural_gas_utilities -0.0187 0.0005 -0.0000 tilt_INDUSTRY
2025-02-05 2025-02-06 ind_consumer_goods_conglomerates 0.0179 -0.0011 -0.0000 tilt_INDUSTRY
2025-02-05 2025-02-06 country_TH -0.0861 -0.0197 0.0017 tilt_COUNTRY
2025-02-05 2025-02-06 country_CN 0.1167 -0.0014 -0.0002 tilt_COUNTRY
2025-02-05 2025-02-06 momentum 0.4781 0.0003 0.0002 alpha_MOMENTUM
2025-02-05 2025-02-06 ind_household_products_services -0.0342 -0.0030 0.0001 tilt_INDUSTRY
2025-02-05 2025-02-06 ind_fintech 0.0088 -0.0008 -0.0000 tilt_INDUSTRY
2025-02-05 2025-02-06 ind_investment_services 0.0917 -0.0042 -0.0004 tilt_INDUSTRY
2025-02-05 2025-02-06 ind_leisure_products -0.0131 0.0190 -0.0002 tilt_INDUSTRY
2025-02-05 2025-02-06 bcost NaN NaN -0.0004 cost
2025-02-05 2025-02-06 country_PH 0.0017 -0.0044 -0.0000 tilt_COUNTRY
2025-02-05 2025-02-06 ind_multiline_utilities -0.0107 0.0024 -0.0000 tilt_INDUSTRY
2025-02-05 2025-02-06 ind_household_goods -0.0212 -0.0050 0.0001 tilt_INDUSTRY
2025-02-05 2025-02-06 ind_hotels_entertainment -0.0723 -0.0079 0.0006 tilt_INDUSTRY
2025-02-05 2025-02-06 quality 3.6426 -0.0017 -0.0061 alpha_QUALITY
2025-02-05 2025-02-06 ind_healthcare_providers_services -0.0302 -0.0007 0.0000 tilt_INDUSTRY
2025-02-05 2025-02-06 sdiscrepancy NaN NaN 0.0008 unexplained
2025-02-05 2025-02-06 country_KR 0.0000 0.0063 0.0000 tilt_COUNTRY
2025-02-05 2025-02-06 ind_industrial_distribution -0.0025 -0.0065 0.0000 tilt_INDUSTRY
2025-02-05 2025-02-06 ind_containers_packaging -0.0173 -0.0035 0.0001 tilt_INDUSTRY
2025-02-05 2025-02-06 ind_machinery 0.1200 0.0013 0.0002 tilt_INDUSTRY
2025-02-05 2025-02-06 size_MID -0.1156 -0.0006 0.0001 tilt_SIZE
2025-02-05 2025-02-06 ind_oil_gas -0.0247 0.0005 -0.0000 tilt_INDUSTRY
2025-02-05 2025-02-06 country_SG -0.0236 0.0056 -0.0001 tilt_COUNTRY
2025-02-05 2025-02-06 ind_commercial_services_supplies 0.0222 -0.0025 -0.0001 tilt_INDUSTRY
2025-02-05 2025-02-06 fmom 1.3116 -0.0007 -0.0009 alpha_QUALITY
2025-02-05 2025-02-06 ind_software_it_services 0.0559 0.0020 0.0001 tilt_INDUSTRY
2025-02-05 2025-02-06 country_JP -0.0370 0.0024 -0.0001 tilt_COUNTRY
2025-02-05 2025-02-06 ind_transportation_infrastructure -0.0145 -0.0029 0.0000 tilt_INDUSTRY
2025-02-05 2025-02-06 ind_insurance 0.0855 -0.0013 -0.0001 tilt_INDUSTRY
2025-02-05 2025-02-06 sbeta_market -0.0158 0.0173 -0.0003 risk_exposure
2025-02-05 2025-02-06 ind_electronic_equipment -0.0107 0.0079 -0.0001 tilt_INDUSTRY
2025-02-05 2025-02-06 impactCost NaN NaN -0.0002 cost
2025-02-05 2025-02-06 ind_construction_engineering -0.1045 -0.0020 0.0002 tilt_INDUSTRY
2025-02-05 2025-02-06 size_MICRO -0.0067 0.0030 -0.0000 tilt_SIZE
2025-02-05 2025-02-06 ind_communications_equipment 0.0312 0.0088 0.0003 tilt_INDUSTRY
2025-02-05 2025-02-06 country_AU -0.1004 0.0101 -0.0010 tilt_COUNTRY
2025-02-05 2025-02-06 value_liq 0.5876 -0.0018 -0.0011 alpha_VALUE
2025-02-05 2025-02-06 ind_textiles_apparel -0.0448 -0.0090 0.0004 tilt_INDUSTRY
2025-02-05 2025-02-06 ind_chemicals 0.0108 -0.0044 -0.0000 tilt_INDUSTRY
2025-02-05 2025-02-06 stability 5.1311 0.0005 0.0027 alpha_QUALITY
2025-02-05 2025-02-06 ind_passenger_transportation 0.0669 0.0005 0.0000 tilt_INDUSTRY
2025-02-05 2025-02-06 ind_paper_forestry -0.0052 -0.0104 0.0001 tilt_INDUSTRY
2025-02-05 2025-02-06 ind_real_estate_operations -0.0408 -0.0075 0.0003 tilt_INDUSTRY
2025-02-05 2025-02-06 country_IN 0.0950 -0.0040 -0.0004 tilt_COUNTRY
2025-02-05 2025-02-06 market -0.0267 -0.0056 0.0002 risk_exposure
2025-02-05 2025-02-06 country_NZ -0.0198 0.0031 -0.0001 tilt_COUNTRY
2025-02-05 2025-02-06 country_TW -0.0695 0.0003 -0.0000 tilt_COUNTRY
2025-02-05 2025-02-06 ind_freight_logistics 0.0207 -0.0023 -0.0000 tilt_INDUSTRY
2025-02-05 2025-02-06 linearCost NaN NaN -0.0002 cost
2025-02-05 2025-02-06 ind_food_drug_retail -0.0272 -0.0017 0.0000 tilt_INDUSTRY
2025-02-05 2025-02-06 ind_diversified_retail -0.0001 -0.0073 0.0000 tilt_INDUSTRY
2025-02-05 2025-02-06 ind_water_utilities -0.0054 -0.0102 0.0001 tilt_INDUSTRY
2025-02-05 2025-02-06 ind_electric_utilities_ipps 0.0298 0.0017 0.0001 tilt_INDUSTRY
2025-02-05 2025-02-06 ind_food_tobacco 0.1202 -0.0049 -0.0006 tilt_INDUSTRY
2025-02-05 2025-02-06 ind_integrated_hardware_software 0.0130 0.0087 0.0001 tilt_INDUSTRY
2025-02-05 2025-02-06 reversal 1.1496 -0.0003 -0.0004 alpha_REVERSAL
2025-02-05 2025-02-06 ind_specialty_reatil 0.0126 -0.0021 -0.0000 tilt_INDUSTRY
2025-02-05 2025-02-06 size_LARGE 0.1076 -0.0033 -0.0004 tilt_SIZE
2025-02-05 2025-02-06 ind_homebuilding_building_products -0.0054 -0.0039 0.0000 tilt_INDUSTRY
2025-02-05 2025-02-06 country_XH -0.0070 -0.0014 0.0000 tilt_COUNTRY
2025-02-05 2025-02-06 size_SMALL -0.0120 0.0033 -0.0000 tilt_SIZE
2025-02-05 2025-02-06 value_gc 1.2498 0.0007 0.0009 alpha_VALUE
2025-02-05 2025-02-06 ind_oil_gas_equipment_services -0.0126 -0.0104 0.0001 tilt_INDUSTRY
2025-02-05 2025-02-06 fcost NaN NaN -0.0000 cost
2025-02-05 2025-02-06 ind_automobile -0.0203 0.0040 -0.0001 tilt_INDUSTRY
2025-02-05 2025-02-06 ind_pharmaceuticals -0.0220 -0.0027 0.0001 tilt_INDUSTRY
2025-02-05 2025-02-06 country_ID 0.0474 -0.0196 -0.0009 tilt_COUNTRY
2025-02-05 2025-02-06 linkage 0.8990 0.0005 0.0004 alpha_MOMENTUM
2025-02-05 2025-02-06 revision 0.8874 0.0005 0.0004 alpha_REVISION
2025-02-05 2025-02-06 ind_aerospace_defense 0.0139 0.0089 0.0001 tilt_INDUSTRY
2025-02-05 2025-02-06 ind_media_publishing 0.0151 0.0008 0.0000 tilt_INDUSTRY
2025-02-05 2025-02-06 country_HK 0.0448 0.0013 0.0001 tilt_COUNTRY
2025-02-05 2025-02-06 ind_holding_companies 0.0000 -0.0006 0.0000 tilt_INDUSTRY
2025-02-05 2025-02-06 ind_renewable_energy 0.0195 0.0010 0.0000 tilt_INDUSTRY
2025-02-05 2025-02-06 ind_healthcare_equipment_supplies -0.0077 -0.0034 0.0000 tilt_INDUSTRY
2025-02-05 2025-02-06 ind_construction_materials -0.0136 -0.0066 0.0001 tilt_INDUSTRY
2025-02-06 2025-02-07 market -0.0193 -0.0046 0.0001 risk_exposure
2025-02-06 2025-02-07 ind_biotechnology -0.0072 0.0004 -0.0000 tilt_INDUSTRY
2025-02-06 2025-02-07 country_TH -0.0844 0.0192 -0.0016 tilt_COUNTRY
2025-02-06 2025-02-07 ind_diversified_retail 0.0001 -0.0035 -0.0000 tilt_INDUSTRY
2025-02-06 2025-02-07 ind_real_estate_operations -0.0332 0.0013 -0.0000 tilt_INDUSTRY
2025-02-06 2025-02-07 country_TW -0.0681 0.0037 -0.0003 tilt_COUNTRY
2025-02-06 2025-02-07 country_NZ -0.0199 0.0084 -0.0002 tilt_COUNTRY
2025-02-06 2025-02-07 ind_office_equipment 0.0105 -0.0037 -0.0000 tilt_INDUSTRY
2025-02-06 2025-02-07 pdiscrepancy NaN NaN 0.0000 unexplained
2025-02-06 2025-02-07 momentum 0.5381 -0.0003 -0.0002 alpha_MOMENTUM
2025-02-06 2025-02-07 ind_freight_logistics 0.0244 0.0045 0.0001 tilt_INDUSTRY
2025-02-06 2025-02-07 stability 5.2091 -0.0002 -0.0011 alpha_QUALITY
2025-02-06 2025-02-07 ind_chemicals 0.0010 -0.0025 -0.0000 tilt_INDUSTRY
2025-02-06 2025-02-07 ind_electric_utilities_ipps 0.0294 -0.0012 -0.0000 tilt_INDUSTRY
2025-02-06 2025-02-07 country_XH -0.0068 -0.0018 0.0000 tilt_COUNTRY
2025-02-06 2025-02-07 country_HK 0.0421 -0.0046 -0.0002 tilt_COUNTRY
2025-02-06 2025-02-07 country_AU -0.1000 -0.0007 0.0001 tilt_COUNTRY
2025-02-06 2025-02-07 ind_communications_equipment 0.0450 0.0038 0.0002 tilt_INDUSTRY
2025-02-06 2025-02-07 size_MICRO -0.0075 0.0014 -0.0000 tilt_SIZE
2025-02-06 2025-02-07 ind_aerospace_defense 0.0134 -0.0018 -0.0000 tilt_INDUSTRY
2025-02-06 2025-02-07 ind_food_tobacco 0.1193 -0.0028 -0.0003 tilt_INDUSTRY
2025-02-06 2025-02-07 ind_investment_services 0.0950 0.0049 0.0005 tilt_INDUSTRY
2025-02-06 2025-02-07 value_gc 1.2262 0.0004 0.0005 alpha_VALUE
2025-02-06 2025-02-07 linearCost NaN NaN -0.0001 cost
2025-02-06 2025-02-07 country_JP -0.0374 -0.0047 0.0002 tilt_COUNTRY
2025-02-06 2025-02-07 ind_water_utilities -0.0052 -0.0060 0.0000 tilt_INDUSTRY
2025-02-06 2025-02-07 ind_passenger_transportation 0.0679 -0.0024 -0.0002 tilt_INDUSTRY
2025-02-06 2025-02-07 ind_renewable_energy 0.0205 0.0250 0.0005 tilt_INDUSTRY
2025-02-06 2025-02-07 ind_semiconductors -0.0838 -0.0025 0.0002 tilt_INDUSTRY
2025-02-06 2025-02-07 ind_commercial_services_supplies 0.0226 0.0010 0.0000 tilt_INDUSTRY
2025-02-06 2025-02-07 ind_computers_phones_household_electronics 0.0047 0.0034 0.0000 tilt_INDUSTRY
2025-02-06 2025-02-07 ind_healthcare_equipment_supplies -0.0205 -0.0007 0.0000 tilt_INDUSTRY
2025-02-06 2025-02-07 ind_uranium 0.0000 -0.0248 0.0000 tilt_INDUSTRY
2025-02-06 2025-02-07 country_SG -0.0307 0.0078 -0.0002 tilt_COUNTRY
2025-02-06 2025-02-07 ind_oil_gas_equipment_services -0.0122 -0.0072 0.0001 tilt_INDUSTRY
2025-02-06 2025-02-07 ind_multiline_utilities -0.0107 0.0019 -0.0000 tilt_INDUSTRY
2025-02-06 2025-02-07 size_SMALL -0.0094 -0.0005 0.0000 tilt_SIZE
2025-02-06 2025-02-07 ind_containers_packaging -0.0177 0.0039 -0.0001 tilt_INDUSTRY
2025-02-06 2025-02-07 ind_specialty_reatil 0.0116 0.0021 0.0000 tilt_INDUSTRY
2025-02-06 2025-02-07 ind_industrial_distribution -0.0023 -0.0073 0.0000 tilt_INDUSTRY
2025-02-06 2025-02-07 country_KR 0.0000 -0.0090 0.0000 tilt_COUNTRY
2025-02-06 2025-02-07 ind_integrated_hardware_software 0.0130 0.0021 0.0000 tilt_INDUSTRY
2025-02-06 2025-02-07 ind_homebuilding_building_products -0.0067 -0.0029 0.0000 tilt_INDUSTRY
2025-02-06 2025-02-07 country_CN 0.1349 0.0022 0.0003 tilt_COUNTRY
2025-02-06 2025-02-07 ind_hotels_entertainment -0.0721 0.0008 -0.0001 tilt_INDUSTRY
2025-02-06 2025-02-07 ind_household_goods -0.0225 0.0025 -0.0001 tilt_INDUSTRY
2025-02-06 2025-02-07 ind_insurance 0.0769 -0.0003 -0.0000 tilt_INDUSTRY
2025-02-06 2025-02-07 ind_electronic_equipment -0.0081 0.0043 -0.0000 tilt_INDUSTRY
2025-02-06 2025-02-07 country_ID 0.0487 -0.0016 -0.0001 tilt_COUNTRY
2025-02-06 2025-02-07 revision 0.9372 -0.0002 -0.0002 alpha_REVISION
2025-02-06 2025-02-07 impactCost NaN NaN -0.0001 cost
2025-02-06 2025-02-07 ind_automobile -0.0211 0.0036 -0.0001 tilt_INDUSTRY
2025-02-06 2025-02-07 ind_fintech 0.0088 0.0072 0.0001 tilt_INDUSTRY
2025-02-06 2025-02-07 ind_consumer_goods_conglomerates 0.0160 0.0001 0.0000 tilt_INDUSTRY
2025-02-06 2025-02-07 size_MID -0.1092 0.0001 -0.0000 tilt_SIZE
2025-02-06 2025-02-07 ind_telecommunications_serices 0.0824 0.0013 0.0001 tilt_INDUSTRY
2025-02-06 2025-02-07 ind_banking_services -0.0369 -0.0026 0.0001 tilt_INDUSTRY
2025-02-06 2025-02-07 country_PH 0.0016 -0.0148 -0.0000 tilt_COUNTRY
2025-02-06 2025-02-07 ind_media_publishing 0.0149 -0.0057 -0.0001 tilt_INDUSTRY
2025-02-06 2025-02-07 neglect 1.1335 -0.0003 -0.0003 alpha_VALUE
2025-02-06 2025-02-07 ind_household_products_services -0.0357 -0.0029 0.0001 tilt_INDUSTRY
2025-02-06 2025-02-07 ind_coal -0.0535 -0.0047 0.0003 tilt_INDUSTRY
2025-02-06 2025-02-07 ind_transportation_infrastructure -0.0163 -0.0038 0.0001 tilt_INDUSTRY
2025-02-06 2025-02-07 ind_software_it_services 0.0509 0.0028 0.0001 tilt_INDUSTRY
2025-02-06 2025-02-07 ind_natural_gas_utilities -0.0186 -0.0034 0.0001 tilt_INDUSTRY
2025-02-06 2025-02-07 specret NaN NaN -0.0021 unexplained
2025-02-06 2025-02-07 linkage 0.8684 -0.0007 -0.0006 alpha_MOMENTUM
2025-02-06 2025-02-07 ind_oil_gas -0.0299 -0.0037 0.0001 tilt_INDUSTRY
2025-02-06 2025-02-07 ind_machinery 0.1252 -0.0017 -0.0002 tilt_INDUSTRY
2025-02-06 2025-02-07 country_MY 0.0112 0.0054 0.0001 tilt_COUNTRY
2025-02-06 2025-02-07 ind_beverages -0.0891 -0.0014 0.0001 tilt_INDUSTRY
2025-02-06 2025-02-07 sdiscrepancy NaN NaN 0.0002 unexplained
2025-02-06 2025-02-07 ind_food_drug_retail -0.0187 0.0022 -0.0000 tilt_INDUSTRY
2025-02-06 2025-02-07 ind_leisure_products -0.0131 -0.0032 0.0000 tilt_INDUSTRY
2025-02-06 2025-02-07 quality 3.6305 0.0004 0.0014 alpha_QUALITY
2025-02-06 2025-02-07 bcost NaN NaN -0.0003 cost
2025-02-06 2025-02-07 country_IN 0.0895 -0.0004 -0.0000 tilt_COUNTRY
2025-02-06 2025-02-07 ind_healthcare_providers_services -0.0266 0.0053 -0.0001 tilt_INDUSTRY
2025-02-06 2025-02-07 ind_paper_forestry -0.0023 0.0028 -0.0000 tilt_INDUSTRY
2025-02-06 2025-02-07 ind_textiles_apparel -0.0436 0.0008 -0.0000 tilt_INDUSTRY
2025-02-06 2025-02-07 sbeta_market -0.0080 0.0099 -0.0001 risk_exposure
2025-02-06 2025-02-07 fcost NaN NaN -0.0000 cost
2025-02-06 2025-02-07 ind_holding_companies 0.0000 -0.0014 0.0000 tilt_INDUSTRY
2025-02-06 2025-02-07 ind_construction_engineering -0.1054 0.0033 -0.0004 tilt_INDUSTRY
2025-02-06 2025-02-07 value_liq 0.6229 0.0006 0.0004 alpha_VALUE
2025-02-06 2025-02-07 size_LARGE 0.1068 0.0004 0.0000 tilt_SIZE
2025-02-06 2025-02-07 ind_metals_mining -0.0238 0.0011 -0.0000 tilt_INDUSTRY
2025-02-06 2025-02-07 ind_pharmaceuticals -0.0221 -0.0016 0.0000 tilt_INDUSTRY
2025-02-06 2025-02-07 ind_construction_materials -0.0136 -0.0001 0.0000 tilt_INDUSTRY
2025-02-06 2025-02-07 fmom 1.3296 0.0002 0.0003 alpha_QUALITY
2025-02-06 2025-02-07 reversal 1.2229 0.0017 0.0021 alpha_REVERSAL
2025-02-07 2025-02-10 revision 0.9264 -0.0004 -0.0004 alpha_REVISION
2025-02-07 2025-02-10 ind_banking_services -0.0287 0.0024 -0.0001 tilt_INDUSTRY
2025-02-07 2025-02-10 country_KR 0.0000 0.0017 0.0000 tilt_COUNTRY
2025-02-07 2025-02-10 ind_office_equipment 0.0091 0.0037 0.0000 tilt_INDUSTRY
2025-02-07 2025-02-10 ind_machinery 0.1299 -0.0067 -0.0009 tilt_INDUSTRY
2025-02-07 2025-02-10 fmom 1.3396 -0.0005 -0.0007 alpha_QUALITY
2025-02-07 2025-02-10 ind_multiline_utilities -0.0108 0.0013 -0.0000 tilt_INDUSTRY
2025-02-07 2025-02-10 country_SG -0.0481 0.0049 -0.0002 tilt_COUNTRY
2025-02-07 2025-02-10 ind_containers_packaging -0.0177 0.0016 -0.0000 tilt_INDUSTRY
2025-02-07 2025-02-10 ind_computers_phones_household_electronics 0.0052 0.0040 0.0000 tilt_INDUSTRY
2025-02-07 2025-02-10 country_XH -0.0068 0.0035 -0.0000 tilt_COUNTRY
2025-02-07 2025-02-10 ind_commercial_services_supplies 0.0238 0.0036 0.0001 tilt_INDUSTRY
2025-02-07 2025-02-10 ind_hotels_entertainment -0.0719 0.0033 -0.0002 tilt_INDUSTRY
2025-02-07 2025-02-10 ind_uranium 0.0000 -0.0174 0.0000 tilt_INDUSTRY
2025-02-07 2025-02-10 ind_household_goods -0.0226 -0.0058 0.0001 tilt_INDUSTRY
2025-02-07 2025-02-10 ind_automobile -0.0205 -0.0015 0.0000 tilt_INDUSTRY
2025-02-07 2025-02-10 ind_electronic_equipment -0.0096 -0.0056 0.0001 tilt_INDUSTRY
2025-02-07 2025-02-10 country_IN 0.0897 -0.0120 -0.0011 tilt_COUNTRY
2025-02-07 2025-02-10 ind_leisure_products -0.0109 -0.0003 0.0000 tilt_INDUSTRY
2025-02-07 2025-02-10 size_LARGE 0.1136 0.0011 0.0001 tilt_SIZE
2025-02-07 2025-02-10 ind_insurance 0.0720 -0.0029 -0.0002 tilt_INDUSTRY
2025-02-07 2025-02-10 country_CN 0.1535 0.0011 0.0002 tilt_COUNTRY
2025-02-07 2025-02-10 ind_food_tobacco 0.1159 0.0009 0.0001 tilt_INDUSTRY
2025-02-07 2025-02-10 ind_industrial_distribution -0.0021 -0.0146 0.0000 tilt_INDUSTRY
2025-02-07 2025-02-10 ind_oil_gas -0.0316 0.0024 -0.0001 tilt_INDUSTRY
2025-02-07 2025-02-10 ind_construction_materials -0.0137 0.0022 -0.0000 tilt_INDUSTRY
2025-02-07 2025-02-10 linkage 0.9648 -0.0001 -0.0001 alpha_MOMENTUM
2025-02-07 2025-02-10 ind_specialty_reatil 0.0125 -0.0038 -0.0000 tilt_INDUSTRY
2025-02-07 2025-02-10 size_SMALL -0.0071 0.0018 -0.0000 tilt_SIZE
2025-02-07 2025-02-10 ind_oil_gas_equipment_services -0.0111 -0.0057 0.0001 tilt_INDUSTRY
2025-02-07 2025-02-10 ind_aerospace_defense 0.0130 -0.0024 -0.0000 tilt_INDUSTRY
2025-02-07 2025-02-10 ind_healthcare_equipment_supplies -0.0203 0.0041 -0.0001 tilt_INDUSTRY
2025-02-07 2025-02-10 country_PH 0.0016 -0.0182 -0.0000 tilt_COUNTRY
2025-02-07 2025-02-10 reversal 1.1687 -0.0005 -0.0006 alpha_REVERSAL
2025-02-07 2025-02-10 ind_renewable_energy 0.0213 -0.0182 -0.0004 tilt_INDUSTRY
2025-02-07 2025-02-10 size_MID -0.1046 -0.0025 0.0003 tilt_SIZE
2025-02-07 2025-02-10 ind_media_publishing 0.0158 0.0125 0.0002 tilt_INDUSTRY
2025-02-07 2025-02-10 neglect 1.1720 0.0021 0.0024 alpha_VALUE
2025-02-07 2025-02-10 country_HK 0.0412 0.0003 0.0000 tilt_COUNTRY
2025-02-07 2025-02-10 country_ID 0.0514 -0.0103 -0.0005 tilt_COUNTRY
2025-02-07 2025-02-10 momentum 0.5498 -0.0006 -0.0003 alpha_MOMENTUM
2025-02-07 2025-02-10 country_JP -0.0316 0.0027 -0.0001 tilt_COUNTRY
2025-02-07 2025-02-10 ind_water_utilities -0.0046 0.0001 -0.0000 tilt_INDUSTRY
2025-02-07 2025-02-10 ind_integrated_hardware_software 0.0130 0.0118 0.0002 tilt_INDUSTRY
2025-02-07 2025-02-10 ind_homebuilding_building_products -0.0084 -0.0045 0.0000 tilt_INDUSTRY
2025-02-07 2025-02-10 ind_healthcare_providers_services -0.0245 0.0050 -0.0001 tilt_INDUSTRY
2025-02-07 2025-02-10 ind_transportation_infrastructure -0.0169 -0.0021 0.0000 tilt_INDUSTRY
2025-02-07 2025-02-10 country_TH -0.0830 -0.0100 0.0008 tilt_COUNTRY
2025-02-07 2025-02-10 value_gc 1.2191 0.0003 0.0003 alpha_VALUE
2025-02-07 2025-02-10 ind_software_it_services 0.0516 0.0138 0.0007 tilt_INDUSTRY
2025-02-07 2025-02-10 ind_pharmaceuticals -0.0240 0.0021 -0.0000 tilt_INDUSTRY
2025-02-07 2025-02-10 country_MY 0.0112 0.0024 0.0000 tilt_COUNTRY
2025-02-07 2025-02-10 ind_consumer_goods_conglomerates 0.0136 -0.0123 -0.0002 tilt_INDUSTRY
2025-02-07 2025-02-10 ind_natural_gas_utilities -0.0179 -0.0006 0.0000 tilt_INDUSTRY
2025-02-07 2025-02-10 fcost NaN NaN -0.0001 cost
2025-02-07 2025-02-10 specret NaN NaN -0.0035 unexplained
2025-02-07 2025-02-10 ind_telecommunications_serices 0.0898 0.0112 0.0010 tilt_INDUSTRY
2025-02-07 2025-02-10 ind_passenger_transportation 0.0688 0.0062 0.0004 tilt_INDUSTRY
2025-02-07 2025-02-10 ind_holding_companies 0.0000 -0.0003 0.0000 tilt_INDUSTRY
2025-02-07 2025-02-10 country_NZ -0.0197 0.0069 -0.0001 tilt_COUNTRY
2025-02-07 2025-02-10 pdiscrepancy NaN NaN -0.0001 unexplained
2025-02-07 2025-02-10 linearCost NaN NaN -0.0001 cost
2025-02-07 2025-02-10 sbeta_market 0.0045 0.0110 0.0000 risk_exposure
2025-02-07 2025-02-10 ind_paper_forestry -0.0020 0.0114 -0.0000 tilt_INDUSTRY
2025-02-07 2025-02-10 quality 3.5889 -0.0009 -0.0032 alpha_QUALITY
2025-02-07 2025-02-10 ind_diversified_retail 0.0001 0.0037 0.0000 tilt_INDUSTRY
2025-02-07 2025-02-10 ind_chemicals -0.0098 -0.0006 0.0000 tilt_INDUSTRY
2025-02-07 2025-02-10 size_MICRO -0.0077 0.0111 -0.0001 tilt_SIZE
2025-02-07 2025-02-10 market -0.0057 -0.0094 0.0001 risk_exposure
2025-02-07 2025-02-10 ind_household_products_services -0.0399 0.0032 -0.0001 tilt_INDUSTRY
2025-02-07 2025-02-10 ind_food_drug_retail -0.0121 0.0129 -0.0002 tilt_INDUSTRY
2025-02-07 2025-02-10 ind_communications_equipment 0.0484 0.0014 0.0001 tilt_INDUSTRY
2025-02-07 2025-02-10 stability 5.1843 -0.0010 -0.0049 alpha_QUALITY
2025-02-07 2025-02-10 sdiscrepancy NaN NaN -0.0004 unexplained
2025-02-07 2025-02-10 ind_real_estate_operations -0.0317 0.0005 -0.0000 tilt_INDUSTRY
2025-02-07 2025-02-10 ind_metals_mining -0.0224 -0.0036 0.0001 tilt_INDUSTRY
2025-02-07 2025-02-10 country_AU -0.1007 0.0011 -0.0001 tilt_COUNTRY
2025-02-07 2025-02-10 ind_coal -0.0541 -0.0072 0.0004 tilt_INDUSTRY
2025-02-07 2025-02-10 ind_textiles_apparel -0.0418 -0.0050 0.0002 tilt_INDUSTRY
2025-02-07 2025-02-10 bcost NaN NaN -0.0010 cost
2025-02-07 2025-02-10 ind_semiconductors -0.0817 -0.0027 0.0002 tilt_INDUSTRY
2025-02-07 2025-02-10 impactCost NaN NaN -0.0002 cost
2025-02-07 2025-02-10 ind_freight_logistics 0.0227 0.0017 0.0000 tilt_INDUSTRY
2025-02-07 2025-02-10 ind_electric_utilities_ipps 0.0267 -0.0020 -0.0001 tilt_INDUSTRY
2025-02-07 2025-02-10 ind_biotechnology -0.0058 0.0054 -0.0000 tilt_INDUSTRY
2025-02-07 2025-02-10 ind_construction_engineering -0.1065 0.0033 -0.0003 tilt_INDUSTRY
2025-02-07 2025-02-10 ind_fintech 0.0089 -0.0049 -0.0000 tilt_INDUSTRY
2025-02-07 2025-02-10 value_liq 0.6373 -0.0006 -0.0004 alpha_VALUE
2025-02-07 2025-02-10 ind_investment_services 0.0976 -0.0054 -0.0005 tilt_INDUSTRY
2025-02-07 2025-02-10 ind_beverages -0.0892 -0.0056 0.0005 tilt_INDUSTRY
2025-02-07 2025-02-10 country_TW -0.0644 -0.0015 0.0001 tilt_COUNTRY
2025-02-10 2025-02-11 ind_biotechnology -0.0059 -0.0087 0.0001 tilt_INDUSTRY
2025-02-10 2025-02-11 ind_passenger_transportation 0.0691 -0.0052 -0.0004 tilt_INDUSTRY
2025-02-10 2025-02-11 size_MICRO -0.0058 -0.0000 0.0000 tilt_SIZE
2025-02-10 2025-02-11 ind_paper_forestry -0.0016 0.0037 -0.0000 tilt_INDUSTRY
2025-02-10 2025-02-11 ind_diversified_retail 0.0001 0.0019 0.0000 tilt_INDUSTRY
2025-02-10 2025-02-11 ind_consumer_goods_conglomerates 0.0124 0.0022 0.0000 tilt_INDUSTRY
2025-02-10 2025-02-11 ind_real_estate_operations -0.0319 -0.0034 0.0001 tilt_INDUSTRY
2025-02-10 2025-02-11 ind_natural_gas_utilities -0.0171 -0.0006 0.0000 tilt_INDUSTRY
2025-02-10 2025-02-11 country_MY 0.0111 -0.0020 -0.0000 tilt_COUNTRY
2025-02-10 2025-02-11 revision 0.9103 0.0012 0.0011 alpha_REVISION
2025-02-10 2025-02-11 value_gc 1.2287 0.0001 0.0001 alpha_VALUE
2025-02-10 2025-02-11 country_AU -0.1004 -0.0004 0.0000 tilt_COUNTRY
2025-02-10 2025-02-11 ind_software_it_services 0.0619 -0.0008 -0.0000 tilt_INDUSTRY
2025-02-10 2025-02-11 ind_homebuilding_building_products -0.0094 -0.0006 0.0000 tilt_INDUSTRY
2025-02-10 2025-02-11 sdiscrepancy NaN NaN 0.0000 unexplained
2025-02-10 2025-02-11 ind_transportation_infrastructure -0.0176 -0.0006 0.0000 tilt_INDUSTRY
2025-02-10 2025-02-11 ind_textiles_apparel -0.0413 0.0033 -0.0001 tilt_INDUSTRY
2025-02-10 2025-02-11 ind_construction_materials -0.0141 0.0047 -0.0001 tilt_INDUSTRY
2025-02-10 2025-02-11 ind_electric_utilities_ipps 0.0252 -0.0041 -0.0001 tilt_INDUSTRY
2025-02-10 2025-02-11 ind_aerospace_defense 0.0124 -0.0014 -0.0000 tilt_INDUSTRY
2025-02-10 2025-02-11 ind_oil_gas_equipment_services -0.0094 0.0047 -0.0000 tilt_INDUSTRY
2025-02-10 2025-02-11 ind_healthcare_equipment_supplies -0.0199 -0.0030 0.0001 tilt_INDUSTRY
2025-02-10 2025-02-11 stability 5.1936 0.0006 0.0034 alpha_QUALITY
2025-02-10 2025-02-11 ind_pharmaceuticals -0.0244 -0.0047 0.0001 tilt_INDUSTRY
2025-02-10 2025-02-11 country_PH 0.0015 0.0027 0.0000 tilt_COUNTRY
2025-02-10 2025-02-11 ind_communications_equipment 0.0513 0.0072 0.0004 tilt_INDUSTRY
2025-02-10 2025-02-11 value_liq 0.6477 0.0006 0.0004 alpha_VALUE
2025-02-10 2025-02-11 ind_water_utilities -0.0040 0.0009 -0.0000 tilt_INDUSTRY
2025-02-10 2025-02-11 ind_renewable_energy 0.0210 -0.0162 -0.0003 tilt_INDUSTRY
2025-02-10 2025-02-11 country_HK 0.0429 -0.0035 -0.0002 tilt_COUNTRY
2025-02-10 2025-02-11 ind_media_publishing 0.0180 0.0090 0.0002 tilt_INDUSTRY
2025-02-10 2025-02-11 ind_chemicals -0.0170 0.0020 -0.0000 tilt_INDUSTRY
2025-02-10 2025-02-11 neglect 1.1781 -0.0006 -0.0007 alpha_VALUE
2025-02-10 2025-02-11 pdiscrepancy NaN NaN 0.0000 unexplained
2025-02-10 2025-02-11 size_LARGE 0.1099 0.0020 0.0002 tilt_SIZE
2025-02-10 2025-02-11 country_ID 0.0543 -0.0240 -0.0013 tilt_COUNTRY
2025-02-10 2025-02-11 momentum 0.5506 0.0003 0.0002 alpha_MOMENTUM
2025-02-10 2025-02-11 ind_integrated_hardware_software 0.0129 0.0030 0.0000 tilt_INDUSTRY
2025-02-10 2025-02-11 country_JP -0.0258 0.0006 -0.0000 tilt_COUNTRY
2025-02-10 2025-02-11 ind_household_products_services -0.0426 0.0027 -0.0001 tilt_INDUSTRY
2025-02-10 2025-02-11 size_MID -0.1032 -0.0014 0.0001 tilt_SIZE
2025-02-10 2025-02-11 specret NaN NaN -0.0036 unexplained
2025-02-10 2025-02-11 ind_telecommunications_serices 0.0946 -0.0031 -0.0003 tilt_INDUSTRY
2025-02-10 2025-02-11 linkage 0.9646 0.0002 0.0002 alpha_MOMENTUM
2025-02-10 2025-02-11 ind_coal -0.0553 -0.0040 0.0002 tilt_INDUSTRY
2025-02-10 2025-02-11 ind_industrial_distribution -0.0021 0.0014 -0.0000 tilt_INDUSTRY
2025-02-10 2025-02-11 fmom 1.3798 0.0003 0.0003 alpha_QUALITY
2025-02-10 2025-02-11 linearCost NaN NaN -0.0001 cost
2025-02-10 2025-02-11 ind_commercial_services_supplies 0.0275 0.0013 0.0000 tilt_INDUSTRY
2025-02-10 2025-02-11 ind_uranium 0.0000 -0.0060 0.0000 tilt_INDUSTRY
2025-02-10 2025-02-11 ind_food_drug_retail -0.0111 -0.0057 0.0001 tilt_INDUSTRY
2025-02-10 2025-02-11 ind_hotels_entertainment -0.0716 -0.0021 0.0002 tilt_INDUSTRY
2025-02-10 2025-02-11 ind_automobile -0.0204 -0.0012 0.0000 tilt_INDUSTRY
2025-02-10 2025-02-11 ind_household_goods -0.0224 0.0013 -0.0000 tilt_INDUSTRY
2025-02-10 2025-02-11 ind_electronic_equipment -0.0104 0.0053 -0.0001 tilt_INDUSTRY
2025-02-10 2025-02-11 ind_construction_engineering -0.1077 -0.0012 0.0001 tilt_INDUSTRY
2025-02-10 2025-02-11 country_IN 0.0929 -0.0296 -0.0028 tilt_COUNTRY
2025-02-10 2025-02-11 ind_food_tobacco 0.1127 -0.0018 -0.0002 tilt_INDUSTRY
2025-02-10 2025-02-11 ind_leisure_products -0.0091 0.0004 -0.0000 tilt_INDUSTRY
2025-02-10 2025-02-11 ind_fintech 0.0089 0.0083 0.0001 tilt_INDUSTRY
2025-02-10 2025-02-11 ind_insurance 0.0686 -0.0021 -0.0001 tilt_INDUSTRY
2025-02-10 2025-02-11 impactCost NaN NaN -0.0001 cost
2025-02-10 2025-02-11 bcost NaN NaN -0.0003 cost
2025-02-10 2025-02-11 country_CN 0.1618 0.0057 0.0009 tilt_COUNTRY
2025-02-10 2025-02-11 ind_metals_mining -0.0215 0.0023 -0.0000 tilt_INDUSTRY
2025-02-10 2025-02-11 sbeta_market 0.0207 -0.0136 -0.0003 risk_exposure
2025-02-10 2025-02-11 ind_healthcare_providers_services -0.0239 -0.0045 0.0001 tilt_INDUSTRY
2025-02-10 2025-02-11 ind_computers_phones_household_electronics 0.0056 0.0014 0.0000 tilt_INDUSTRY
2025-02-10 2025-02-11 ind_investment_services 0.1028 0.0026 0.0003 tilt_INDUSTRY
2025-02-10 2025-02-11 country_KR 0.0000 0.0014 0.0000 tilt_COUNTRY
2025-02-10 2025-02-11 reversal 1.2485 0.0004 0.0005 alpha_REVERSAL
2025-02-10 2025-02-11 country_NZ -0.0195 0.0017 -0.0000 tilt_COUNTRY
2025-02-10 2025-02-11 ind_office_equipment 0.0086 -0.0007 -0.0000 tilt_INDUSTRY
2025-02-10 2025-02-11 country_SG -0.0623 -0.0017 0.0001 tilt_COUNTRY
2025-02-10 2025-02-11 quality 3.5567 0.0008 0.0029 alpha_QUALITY
2025-02-10 2025-02-11 ind_holding_companies 0.0000 0.0044 0.0000 tilt_INDUSTRY
2025-02-10 2025-02-11 market -0.0005 0.0075 -0.0000 risk_exposure
2025-02-10 2025-02-11 country_TH -0.0859 0.0112 -0.0010 tilt_COUNTRY
2025-02-10 2025-02-11 country_TW -0.0649 0.0023 -0.0001 tilt_COUNTRY
2025-02-10 2025-02-11 ind_containers_packaging -0.0174 -0.0064 0.0001 tilt_INDUSTRY
2025-02-10 2025-02-11 fcost NaN NaN -0.0000 cost
2025-02-10 2025-02-11 ind_specialty_reatil 0.0164 0.0008 0.0000 tilt_INDUSTRY
2025-02-10 2025-02-11 ind_beverages -0.0887 -0.0019 0.0002 tilt_INDUSTRY
2025-02-10 2025-02-11 ind_machinery 0.1187 0.0036 0.0004 tilt_INDUSTRY
2025-02-10 2025-02-11 ind_semiconductors -0.0783 0.0000 -0.0000 tilt_INDUSTRY
2025-02-10 2025-02-11 size_SMALL -0.0014 0.0001 -0.0000 tilt_SIZE
2025-02-10 2025-02-11 country_XH -0.0063 -0.0021 0.0000 tilt_COUNTRY
2025-02-10 2025-02-11 ind_oil_gas -0.0309 0.0029 -0.0001 tilt_INDUSTRY
2025-02-10 2025-02-11 ind_banking_services -0.0326 0.0004 -0.0000 tilt_INDUSTRY
2025-02-10 2025-02-11 ind_freight_logistics 0.0212 0.0026 0.0001 tilt_INDUSTRY
2025-02-10 2025-02-11 ind_multiline_utilities -0.0109 -0.0078 0.0001 tilt_INDUSTRY
2025-02-11 2025-02-12 country_AU -0.0999 0.0032 -0.0003 tilt_COUNTRY
2025-02-11 2025-02-12 revision 0.9620 0.0007 0.0006 alpha_REVISION
2025-02-11 2025-02-12 ind_integrated_hardware_software 0.0129 0.0050 0.0001 tilt_INDUSTRY
2025-02-11 2025-02-12 linearCost NaN NaN -0.0001 cost
2025-02-11 2025-02-12 fmom 1.3526 -0.0003 -0.0004 alpha_QUALITY
2025-02-11 2025-02-12 quality 3.5551 -0.0004 -0.0014 alpha_QUALITY
2025-02-11 2025-02-12 size_LARGE 0.1056 0.0017 0.0002 tilt_SIZE
2025-02-11 2025-02-12 ind_automobile -0.0167 -0.0049 0.0001 tilt_INDUSTRY
2025-02-11 2025-02-12 ind_homebuilding_building_products -0.0099 -0.0028 0.0000 tilt_INDUSTRY
2025-02-11 2025-02-12 ind_construction_engineering -0.1068 0.0011 -0.0001 tilt_INDUSTRY
2025-02-11 2025-02-12 value_liq 0.6163 0.0004 0.0002 alpha_VALUE
2025-02-11 2025-02-12 fcost NaN NaN -0.0000 cost
2025-02-11 2025-02-12 ind_food_tobacco 0.1108 -0.0011 -0.0001 tilt_INDUSTRY
2025-02-11 2025-02-12 ind_healthcare_providers_services -0.0238 -0.0032 0.0001 tilt_INDUSTRY
2025-02-11 2025-02-12 ind_healthcare_equipment_supplies -0.0210 -0.0046 0.0001 tilt_INDUSTRY
2025-02-11 2025-02-12 linkage 1.0247 -0.0004 -0.0004 alpha_MOMENTUM
2025-02-11 2025-02-12 country_NZ -0.0196 0.0028 -0.0001 tilt_COUNTRY
2025-02-11 2025-02-12 ind_containers_packaging -0.0174 0.0019 -0.0000 tilt_INDUSTRY
2025-02-11 2025-02-12 ind_specialty_reatil 0.0192 -0.0002 -0.0000 tilt_INDUSTRY
2025-02-11 2025-02-12 ind_machinery 0.1051 0.0016 0.0002 tilt_INDUSTRY
2025-02-11 2025-02-12 country_TW -0.0693 -0.0048 0.0003 tilt_COUNTRY
2025-02-11 2025-02-12 country_KR 0.0000 -0.0003 0.0000 tilt_COUNTRY
2025-02-11 2025-02-12 ind_industrial_distribution -0.0017 -0.0052 0.0000 tilt_INDUSTRY
2025-02-11 2025-02-12 ind_multiline_utilities -0.0109 0.0005 -0.0000 tilt_INDUSTRY
2025-02-11 2025-02-12 ind_food_drug_retail -0.0109 0.0056 -0.0001 tilt_INDUSTRY
2025-02-11 2025-02-12 ind_commercial_services_supplies 0.0282 0.0036 0.0001 tilt_INDUSTRY
2025-02-11 2025-02-12 ind_household_goods -0.0222 -0.0035 0.0001 tilt_INDUSTRY
2025-02-11 2025-02-12 reversal 1.1835 -0.0009 -0.0011 alpha_REVERSAL
2025-02-11 2025-02-12 ind_electronic_equipment -0.0135 0.0029 -0.0000 tilt_INDUSTRY
2025-02-11 2025-02-12 country_IN 0.0936 -0.0011 -0.0001 tilt_COUNTRY
2025-02-11 2025-02-12 impactCost NaN NaN -0.0001 cost
2025-02-11 2025-02-12 ind_insurance 0.0671 0.0007 0.0000 tilt_INDUSTRY
2025-02-11 2025-02-12 sbeta_market 0.0214 0.0122 0.0003 risk_exposure
2025-02-11 2025-02-12 ind_hotels_entertainment -0.0699 -0.0050 0.0003 tilt_INDUSTRY
2025-02-11 2025-02-12 ind_textiles_apparel -0.0412 -0.0062 0.0003 tilt_INDUSTRY
2025-02-11 2025-02-12 market -0.0039 -0.0057 0.0000 risk_exposure
2025-02-11 2025-02-12 ind_oil_gas -0.0302 0.0020 -0.0001 tilt_INDUSTRY
2025-02-11 2025-02-12 ind_freight_logistics 0.0218 0.0011 0.0000 tilt_INDUSTRY
2025-02-11 2025-02-12 stability 5.2148 -0.0002 -0.0012 alpha_QUALITY
2025-02-11 2025-02-12 ind_oil_gas_equipment_services -0.0084 -0.0124 0.0001 tilt_INDUSTRY
2025-02-11 2025-02-12 country_PH 0.0015 0.0067 0.0000 tilt_COUNTRY
2025-02-11 2025-02-12 ind_communications_equipment 0.0544 0.0002 0.0000 tilt_INDUSTRY
2025-02-11 2025-02-12 ind_media_publishing 0.0186 -0.0021 -0.0000 tilt_INDUSTRY
2025-02-11 2025-02-12 ind_chemicals -0.0329 0.0005 -0.0000 tilt_INDUSTRY
2025-02-11 2025-02-12 sdiscrepancy NaN NaN 0.0002 unexplained
2025-02-11 2025-02-12 country_SG -0.0636 0.0016 -0.0001 tilt_COUNTRY
2025-02-11 2025-02-12 country_ID 0.0577 0.0163 0.0009 tilt_COUNTRY
2025-02-11 2025-02-12 ind_transportation_infrastructure -0.0187 -0.0017 0.0000 tilt_INDUSTRY
2025-02-11 2025-02-12 ind_water_utilities -0.0042 -0.0037 0.0000 tilt_INDUSTRY
2025-02-11 2025-02-12 ind_passenger_transportation 0.0691 0.0023 0.0002 tilt_INDUSTRY
2025-02-11 2025-02-12 ind_real_estate_operations -0.0327 0.0080 -0.0003 tilt_INDUSTRY
2025-02-11 2025-02-12 ind_diversified_retail 0.0001 -0.0029 -0.0000 tilt_INDUSTRY
2025-02-11 2025-02-12 country_MY 0.0111 0.0066 0.0001 tilt_COUNTRY
2025-02-11 2025-02-12 size_SMALL -0.0020 -0.0009 0.0000 tilt_SIZE
2025-02-11 2025-02-12 ind_paper_forestry -0.0017 -0.0058 0.0000 tilt_INDUSTRY
2025-02-11 2025-02-12 country_JP -0.0250 -0.0023 0.0001 tilt_COUNTRY
2025-02-11 2025-02-12 ind_software_it_services 0.0694 0.0017 0.0001 tilt_INDUSTRY
2025-02-11 2025-02-12 ind_renewable_energy 0.0213 -0.0037 -0.0001 tilt_INDUSTRY
2025-02-11 2025-02-12 ind_semiconductors -0.0781 0.0026 -0.0002 tilt_INDUSTRY
2025-02-11 2025-02-12 country_XH -0.0045 0.0069 -0.0000 tilt_COUNTRY
2025-02-11 2025-02-12 neglect 1.2168 0.0001 0.0001 alpha_VALUE
2025-02-11 2025-02-12 country_TH -0.0884 0.0003 -0.0000 tilt_COUNTRY
2025-02-11 2025-02-12 ind_telecommunications_serices 0.0969 0.0070 0.0007 tilt_INDUSTRY
2025-02-11 2025-02-12 size_MICRO -0.0066 -0.0032 0.0000 tilt_SIZE
2025-02-11 2025-02-12 ind_construction_materials -0.0145 -0.0031 0.0000 tilt_INDUSTRY
2025-02-11 2025-02-12 ind_coal -0.0553 -0.0080 0.0004 tilt_INDUSTRY
2025-02-11 2025-02-12 ind_investment_services 0.1059 0.0026 0.0003 tilt_INDUSTRY
2025-02-11 2025-02-12 value_gc 1.2247 -0.0009 -0.0011 alpha_VALUE
2025-02-11 2025-02-12 momentum 0.5256 0.0003 0.0002 alpha_MOMENTUM
2025-02-11 2025-02-12 ind_household_products_services -0.0422 -0.0017 0.0001 tilt_INDUSTRY
2025-02-11 2025-02-12 ind_pharmaceuticals -0.0245 -0.0088 0.0002 tilt_INDUSTRY
2025-02-11 2025-02-12 ind_aerospace_defense 0.0122 -0.0015 -0.0000 tilt_INDUSTRY
2025-02-11 2025-02-12 ind_leisure_products -0.0074 0.0080 -0.0001 tilt_INDUSTRY
2025-02-11 2025-02-12 ind_consumer_goods_conglomerates 0.0129 -0.0002 -0.0000 tilt_INDUSTRY
2025-02-11 2025-02-12 specret NaN NaN -0.0058 unexplained
2025-02-11 2025-02-12 ind_fintech 0.0087 -0.0024 -0.0000 tilt_INDUSTRY
2025-02-11 2025-02-12 ind_beverages -0.0897 0.0032 -0.0003 tilt_INDUSTRY
2025-02-11 2025-02-12 ind_uranium 0.0000 -0.0184 0.0000 tilt_INDUSTRY
2025-02-11 2025-02-12 bcost NaN NaN -0.0003 cost
2025-02-11 2025-02-12 ind_holding_companies 0.0000 0.0132 0.0000 tilt_INDUSTRY
2025-02-11 2025-02-12 ind_natural_gas_utilities -0.0169 -0.0021 0.0000 tilt_INDUSTRY
2025-02-11 2025-02-12 country_CN 0.1533 -0.0012 -0.0002 tilt_COUNTRY
2025-02-11 2025-02-12 country_HK 0.0493 0.0156 0.0008 tilt_COUNTRY
2025-02-11 2025-02-12 ind_banking_services -0.0303 0.0058 -0.0002 tilt_INDUSTRY
2025-02-11 2025-02-12 ind_computers_phones_household_electronics 0.0097 0.0068 0.0001 tilt_INDUSTRY
2025-02-11 2025-02-12 ind_metals_mining -0.0200 -0.0134 0.0003 tilt_INDUSTRY
2025-02-11 2025-02-12 ind_electric_utilities_ipps 0.0240 -0.0021 -0.0000 tilt_INDUSTRY
2025-02-11 2025-02-12 pdiscrepancy NaN NaN -0.0000 unexplained
2025-02-11 2025-02-12 ind_biotechnology -0.0062 -0.0063 0.0000 tilt_INDUSTRY
2025-02-11 2025-02-12 size_MID -0.1009 -0.0003 0.0000 tilt_SIZE
2025-02-11 2025-02-12 ind_office_equipment 0.0076 0.0119 0.0001 tilt_INDUSTRY
2025-02-12 2025-02-13 momentum 0.5017 -0.0016 -0.0008 alpha_MOMENTUM
2025-02-12 2025-02-13 ind_hotels_entertainment -0.0692 0.0112 -0.0008 tilt_INDUSTRY
2025-02-12 2025-02-13 ind_oil_gas_equipment_services -0.0085 -0.0018 0.0000 tilt_INDUSTRY
2025-02-12 2025-02-13 stability 5.2178 -0.0007 -0.0035 alpha_QUALITY
2025-02-12 2025-02-13 ind_transportation_infrastructure -0.0189 0.0039 -0.0001 tilt_INDUSTRY
2025-02-12 2025-02-13 ind_aerospace_defense 0.0120 0.0037 0.0000 tilt_INDUSTRY
2025-02-12 2025-02-13 ind_construction_engineering -0.1073 0.0048 -0.0005 tilt_INDUSTRY
2025-02-12 2025-02-13 country_JP -0.0210 0.0105 -0.0002 tilt_COUNTRY
2025-02-12 2025-02-13 ind_commercial_services_supplies 0.0261 -0.0002 -0.0000 tilt_INDUSTRY
2025-02-12 2025-02-13 quality 3.5134 -0.0006 -0.0019 alpha_QUALITY
2025-02-12 2025-02-13 ind_renewable_energy 0.0215 -0.0002 -0.0000 tilt_INDUSTRY
2025-02-12 2025-02-13 ind_electric_utilities_ipps 0.0223 0.0037 0.0001 tilt_INDUSTRY
2025-02-12 2025-02-13 country_ID 0.0591 -0.0099 -0.0006 tilt_COUNTRY
2025-02-12 2025-02-13 country_PH 0.0015 0.0081 0.0000 tilt_COUNTRY
2025-02-12 2025-02-13 ind_investment_services 0.1053 0.0007 0.0001 tilt_INDUSTRY
2025-02-12 2025-02-13 ind_media_publishing 0.0173 0.0091 0.0002 tilt_INDUSTRY
2025-02-12 2025-02-13 size_MID -0.0962 -0.0027 0.0003 tilt_SIZE
2025-02-12 2025-02-13 ind_chemicals -0.0331 0.0051 -0.0002 tilt_INDUSTRY
2025-02-12 2025-02-13 neglect 1.2651 0.0004 0.0005 alpha_VALUE
2025-02-12 2025-02-13 country_TW -0.0741 0.0185 -0.0014 tilt_COUNTRY
2025-02-12 2025-02-13 sdiscrepancy NaN NaN -0.0006 unexplained
2025-02-12 2025-02-13 ind_natural_gas_utilities -0.0167 0.0069 -0.0001 tilt_INDUSTRY
2025-02-12 2025-02-13 ind_passenger_transportation 0.0697 0.0036 0.0003 tilt_INDUSTRY
2025-02-12 2025-02-13 market -0.0068 0.0022 -0.0000 risk_exposure
2025-02-12 2025-02-13 ind_machinery 0.0902 -0.0045 -0.0004 tilt_INDUSTRY
2025-02-12 2025-02-13 ind_textiles_apparel -0.0419 0.0077 -0.0003 tilt_INDUSTRY
2025-02-12 2025-02-13 reversal 1.2467 0.0024 0.0030 alpha_REVERSAL
2025-02-12 2025-02-13 ind_specialty_reatil 0.0202 0.0010 0.0000 tilt_INDUSTRY
2025-02-12 2025-02-13 ind_biotechnology -0.0059 -0.0099 0.0001 tilt_INDUSTRY
2025-02-12 2025-02-13 ind_metals_mining -0.0169 0.0079 -0.0001 tilt_INDUSTRY
2025-02-12 2025-02-13 ind_containers_packaging -0.0174 0.0001 -0.0000 tilt_INDUSTRY
2025-02-12 2025-02-13 country_KR 0.0000 0.0097 0.0000 tilt_COUNTRY
2025-02-12 2025-02-13 country_TH -0.0898 -0.0087 0.0008 tilt_COUNTRY
2025-02-12 2025-02-13 ind_office_equipment 0.0054 -0.0037 -0.0000 tilt_INDUSTRY
2025-02-12 2025-02-13 linkage 1.0583 0.0001 0.0001 alpha_MOMENTUM
2025-02-12 2025-02-13 ind_multiline_utilities -0.0106 0.0015 -0.0000 tilt_INDUSTRY
2025-02-12 2025-02-13 ind_banking_services -0.0203 -0.0005 0.0000 tilt_INDUSTRY
2025-02-12 2025-02-13 ind_water_utilities -0.0045 0.0035 -0.0000 tilt_INDUSTRY
2025-02-12 2025-02-13 ind_food_drug_retail -0.0108 -0.0010 0.0000 tilt_INDUSTRY
2025-02-12 2025-02-13 ind_industrial_distribution -0.0012 0.0042 -0.0000 tilt_INDUSTRY
2025-02-12 2025-02-13 country_SG -0.0645 -0.0000 0.0000 tilt_COUNTRY
2025-02-12 2025-02-13 ind_telecommunications_serices 0.0979 -0.0055 -0.0005 tilt_INDUSTRY
2025-02-12 2025-02-13 ind_coal -0.0542 0.0049 -0.0003 tilt_INDUSTRY
2025-02-12 2025-02-13 ind_household_products_services -0.0423 0.0030 -0.0001 tilt_INDUSTRY
2025-02-12 2025-02-13 ind_oil_gas -0.0301 -0.0046 0.0001 tilt_INDUSTRY
2025-02-12 2025-02-13 specret NaN NaN 0.0039 unexplained
2025-02-12 2025-02-13 country_AU -0.0994 -0.0018 0.0002 tilt_COUNTRY
2025-02-12 2025-02-13 size_SMALL -0.0059 -0.0016 0.0000 tilt_SIZE
2025-02-12 2025-02-13 value_liq 0.6336 0.0018 0.0011 alpha_VALUE
2025-02-12 2025-02-13 impactCost NaN NaN -0.0001 cost
2025-02-12 2025-02-13 ind_consumer_goods_conglomerates 0.0133 0.0018 0.0000 tilt_INDUSTRY
2025-02-12 2025-02-13 ind_uranium 0.0001 -0.0024 -0.0000 tilt_INDUSTRY
2025-02-12 2025-02-13 ind_fintech 0.0082 -0.0087 -0.0001 tilt_INDUSTRY
2025-02-12 2025-02-13 country_MY 0.0112 -0.0060 -0.0001 tilt_COUNTRY
2025-02-12 2025-02-13 ind_freight_logistics 0.0207 0.0037 0.0001 tilt_INDUSTRY
2025-02-12 2025-02-13 country_CN 0.1508 -0.0046 -0.0007 tilt_COUNTRY
2025-02-12 2025-02-13 ind_real_estate_operations -0.0346 0.0020 -0.0001 tilt_INDUSTRY
2025-02-12 2025-02-13 ind_automobile -0.0132 -0.0055 0.0001 tilt_INDUSTRY
2025-02-12 2025-02-13 ind_construction_materials -0.0148 0.0108 -0.0002 tilt_INDUSTRY
2025-02-12 2025-02-13 country_IN 0.0898 -0.0021 -0.0002 tilt_COUNTRY
2025-02-12 2025-02-13 ind_diversified_retail 0.0001 -0.0006 -0.0000 tilt_INDUSTRY
2025-02-12 2025-02-13 ind_pharmaceuticals -0.0267 0.0061 -0.0002 tilt_INDUSTRY
2025-02-12 2025-02-13 pdiscrepancy NaN NaN -0.0000 unexplained
2025-02-12 2025-02-13 country_XH -0.0038 -0.0098 0.0000 tilt_COUNTRY
2025-02-12 2025-02-13 size_LARGE 0.1039 0.0062 0.0006 tilt_SIZE
2025-02-12 2025-02-13 bcost NaN NaN -0.0003 cost
2025-02-12 2025-02-13 ind_electronic_equipment -0.0195 -0.0100 0.0002 tilt_INDUSTRY
2025-02-12 2025-02-13 ind_insurance 0.0666 -0.0064 -0.0004 tilt_INDUSTRY
2025-02-12 2025-02-13 fcost NaN NaN -0.0000 cost
2025-02-12 2025-02-13 value_gc 1.2219 -0.0001 -0.0001 alpha_VALUE
2025-02-12 2025-02-13 ind_software_it_services 0.0755 -0.0015 -0.0001 tilt_INDUSTRY
2025-02-12 2025-02-13 ind_beverages -0.0869 0.0232 -0.0020 tilt_INDUSTRY
2025-02-12 2025-02-13 ind_integrated_hardware_software 0.0129 0.0041 0.0001 tilt_INDUSTRY
2025-02-12 2025-02-13 sbeta_market 0.0207 -0.0042 -0.0001 risk_exposure
2025-02-12 2025-02-13 ind_paper_forestry -0.0018 0.0113 -0.0000 tilt_INDUSTRY
2025-02-12 2025-02-13 ind_healthcare_providers_services -0.0242 0.0040 -0.0001 tilt_INDUSTRY
2025-02-12 2025-02-13 ind_homebuilding_building_products -0.0103 0.0049 -0.0001 tilt_INDUSTRY
2025-02-12 2025-02-13 ind_holding_companies 0.0000 0.0088 0.0000 tilt_INDUSTRY
2025-02-12 2025-02-13 linearCost NaN NaN -0.0001 cost
2025-02-12 2025-02-13 revision 0.9130 -0.0019 -0.0017 alpha_REVISION
2025-02-12 2025-02-13 ind_household_goods -0.0217 -0.0003 0.0000 tilt_INDUSTRY
2025-02-12 2025-02-13 country_HK 0.0530 -0.0083 -0.0004 tilt_COUNTRY
2025-02-12 2025-02-13 ind_healthcare_equipment_supplies -0.0226 -0.0024 0.0001 tilt_INDUSTRY
2025-02-12 2025-02-13 size_MICRO -0.0086 -0.0021 0.0000 tilt_SIZE
2025-02-12 2025-02-13 ind_food_tobacco 0.1087 0.0046 0.0005 tilt_INDUSTRY
2025-02-12 2025-02-13 fmom 1.3314 0.0003 0.0005 alpha_QUALITY
2025-02-12 2025-02-13 ind_computers_phones_household_electronics 0.0162 -0.0121 -0.0002 tilt_INDUSTRY
2025-02-12 2025-02-13 ind_leisure_products -0.0056 -0.0015 0.0000 tilt_INDUSTRY
2025-02-12 2025-02-13 ind_communications_equipment 0.0543 -0.0130 -0.0007 tilt_INDUSTRY
2025-02-12 2025-02-13 country_NZ -0.0197 -0.0021 0.0000 tilt_COUNTRY
2025-02-12 2025-02-13 ind_semiconductors -0.0798 -0.0077 0.0006 tilt_INDUSTRY
2025-02-13 2025-02-14 ind_paper_forestry -0.0017 -0.0105 0.0000 tilt_INDUSTRY
2025-02-13 2025-02-14 ind_homebuilding_building_products -0.0110 -0.0014 0.0000 tilt_INDUSTRY
2025-02-13 2025-02-14 ind_insurance 0.0673 0.0055 0.0004 tilt_INDUSTRY
2025-02-13 2025-02-14 ind_multiline_utilities -0.0102 -0.0050 0.0001 tilt_INDUSTRY
2025-02-13 2025-02-14 specret NaN NaN -0.0051 unexplained
2025-02-13 2025-02-14 country_HK 0.0485 0.0196 0.0010 tilt_COUNTRY
2025-02-13 2025-02-14 country_MY 0.0111 0.0020 0.0000 tilt_COUNTRY
2025-02-13 2025-02-14 ind_coal -0.0539 -0.0089 0.0005 tilt_INDUSTRY
2025-02-13 2025-02-14 fcost NaN NaN -0.0000 cost
2025-02-13 2025-02-14 ind_office_equipment 0.0040 -0.0046 -0.0000 tilt_INDUSTRY
2025-02-13 2025-02-14 ind_real_estate_operations -0.0373 -0.0065 0.0002 tilt_INDUSTRY
2025-02-13 2025-02-14 value_gc 1.2222 -0.0004 -0.0005 alpha_VALUE
2025-02-13 2025-02-14 size_MID -0.0985 0.0010 -0.0001 tilt_SIZE
2025-02-13 2025-02-14 impactCost NaN NaN -0.0001 cost
2025-02-13 2025-02-14 sbeta_market 0.0179 0.0044 0.0001 risk_exposure
2025-02-13 2025-02-14 ind_oil_gas -0.0309 -0.0055 0.0002 tilt_INDUSTRY
2025-02-13 2025-02-14 country_KR 0.0000 0.0024 0.0000 tilt_COUNTRY
2025-02-13 2025-02-14 ind_diversified_retail 0.0001 0.0047 0.0000 tilt_INDUSTRY
2025-02-13 2025-02-14 reversal 1.1606 -0.0012 -0.0014 alpha_REVERSAL
2025-02-13 2025-02-14 fmom 1.2870 0.0002 0.0002 alpha_QUALITY
2025-02-13 2025-02-14 ind_containers_packaging -0.0174 -0.0056 0.0001 tilt_INDUSTRY
2025-02-13 2025-02-14 ind_holding_companies 0.0000 0.0170 0.0000 tilt_INDUSTRY
2025-02-13 2025-02-14 linkage 1.0651 0.0001 0.0001 alpha_MOMENTUM
2025-02-13 2025-02-14 country_TH -0.0858 0.0017 -0.0001 tilt_COUNTRY
2025-02-13 2025-02-14 ind_automobile -0.0129 0.0044 -0.0001 tilt_INDUSTRY
2025-02-13 2025-02-14 country_CN 0.1583 0.0014 0.0002 tilt_COUNTRY
2025-02-13 2025-02-14 ind_biotechnology -0.0051 0.0246 -0.0001 tilt_INDUSTRY
2025-02-13 2025-02-14 ind_fintech 0.0080 -0.0032 -0.0000 tilt_INDUSTRY
2025-02-13 2025-02-14 ind_textiles_apparel -0.0464 0.0027 -0.0001 tilt_INDUSTRY
2025-02-13 2025-02-14 value_liq 0.6444 0.0021 0.0013 alpha_VALUE
2025-02-13 2025-02-14 ind_household_products_services -0.0425 0.0032 -0.0001 tilt_INDUSTRY
2025-02-13 2025-02-14 ind_metals_mining -0.0164 -0.0012 0.0000 tilt_INDUSTRY
2025-02-13 2025-02-14 size_SMALL -0.0080 -0.0020 0.0000 tilt_SIZE
2025-02-13 2025-02-14 ind_food_tobacco 0.1066 -0.0046 -0.0005 tilt_INDUSTRY
2025-02-13 2025-02-14 ind_specialty_reatil 0.0215 0.0009 0.0000 tilt_INDUSTRY
2025-02-13 2025-02-14 ind_industrial_distribution -0.0013 -0.0090 0.0000 tilt_INDUSTRY
2025-02-13 2025-02-14 country_SG -0.0644 0.0006 -0.0000 tilt_COUNTRY
2025-02-13 2025-02-14 country_XH -0.0042 0.0225 -0.0001 tilt_COUNTRY
2025-02-13 2025-02-14 size_MICRO -0.0078 -0.0049 0.0000 tilt_SIZE
2025-02-13 2025-02-14 ind_telecommunications_serices 0.0994 0.0054 0.0005 tilt_INDUSTRY
2025-02-13 2025-02-14 bcost NaN NaN -0.0003 cost
2025-02-13 2025-02-14 ind_household_goods -0.0212 0.0030 -0.0001 tilt_INDUSTRY
2025-02-13 2025-02-14 ind_uranium 0.0002 -0.0130 -0.0000 tilt_INDUSTRY
2025-02-13 2025-02-14 ind_consumer_goods_conglomerates 0.0152 -0.0051 -0.0001 tilt_INDUSTRY
2025-02-13 2025-02-14 country_ID 0.0592 0.0122 0.0007 tilt_COUNTRY
2025-02-13 2025-02-14 ind_healthcare_providers_services -0.0242 0.0114 -0.0003 tilt_INDUSTRY
2025-02-13 2025-02-14 quality 3.4877 -0.0006 -0.0021 alpha_QUALITY
2025-02-13 2025-02-14 neglect 1.3298 -0.0001 -0.0002 alpha_VALUE
2025-02-13 2025-02-14 ind_commercial_services_supplies 0.0286 0.0034 0.0001 tilt_INDUSTRY
2025-02-13 2025-02-14 ind_machinery 0.0908 -0.0056 -0.0005 tilt_INDUSTRY
2025-02-13 2025-02-14 ind_passenger_transportation 0.0703 -0.0023 -0.0002 tilt_INDUSTRY
2025-02-13 2025-02-14 country_TW -0.0761 0.0017 -0.0001 tilt_COUNTRY
2025-02-13 2025-02-14 linearCost NaN NaN -0.0001 cost
2025-02-13 2025-02-14 ind_construction_materials -0.0149 -0.0054 0.0001 tilt_INDUSTRY
2025-02-13 2025-02-14 country_IN 0.0908 -0.0241 -0.0022 tilt_COUNTRY
2025-02-13 2025-02-14 ind_media_publishing 0.0174 -0.0004 -0.0000 tilt_INDUSTRY
2025-02-13 2025-02-14 size_LARGE 0.1085 0.0011 0.0001 tilt_SIZE
2025-02-13 2025-02-14 ind_aerospace_defense 0.0120 -0.0096 -0.0001 tilt_INDUSTRY
2025-02-13 2025-02-14 country_NZ -0.0198 0.0073 -0.0001 tilt_COUNTRY
2025-02-13 2025-02-14 country_PH 0.0015 -0.0089 -0.0000 tilt_COUNTRY
2025-02-13 2025-02-14 ind_investment_services 0.1013 -0.0025 -0.0002 tilt_INDUSTRY
2025-02-13 2025-02-14 ind_semiconductors -0.0802 -0.0059 0.0005 tilt_INDUSTRY
2025-02-13 2025-02-14 country_AU -0.0999 0.0037 -0.0004 tilt_COUNTRY
2025-02-13 2025-02-14 ind_electric_utilities_ipps 0.0212 -0.0013 -0.0000 tilt_INDUSTRY
2025-02-13 2025-02-14 ind_construction_engineering -0.1092 -0.0041 0.0004 tilt_INDUSTRY
2025-02-13 2025-02-14 ind_healthcare_equipment_supplies -0.0249 0.0166 -0.0004 tilt_INDUSTRY
2025-02-13 2025-02-14 ind_oil_gas_equipment_services -0.0091 -0.0155 0.0001 tilt_INDUSTRY
2025-02-13 2025-02-14 ind_leisure_products -0.0053 0.0013 -0.0000 tilt_INDUSTRY
2025-02-13 2025-02-14 ind_freight_logistics 0.0205 -0.0021 -0.0000 tilt_INDUSTRY
2025-02-13 2025-02-14 ind_beverages -0.0867 -0.0071 0.0006 tilt_INDUSTRY
2025-02-13 2025-02-14 pdiscrepancy NaN NaN 0.0000 unexplained
2025-02-13 2025-02-14 ind_natural_gas_utilities -0.0194 0.0003 -0.0000 tilt_INDUSTRY
2025-02-13 2025-02-14 ind_banking_services -0.0106 -0.0001 0.0000 tilt_INDUSTRY
2025-02-13 2025-02-14 market -0.0058 -0.0023 0.0000 risk_exposure
2025-02-13 2025-02-14 ind_pharmaceuticals -0.0322 0.0064 -0.0002 tilt_INDUSTRY
2025-02-13 2025-02-14 country_JP -0.0252 -0.0075 0.0002 tilt_COUNTRY
2025-02-13 2025-02-14 ind_integrated_hardware_software 0.0130 0.0316 0.0004 tilt_INDUSTRY
2025-02-13 2025-02-14 ind_water_utilities -0.0044 -0.0048 0.0000 tilt_INDUSTRY
2025-02-13 2025-02-14 ind_chemicals -0.0290 -0.0064 0.0002 tilt_INDUSTRY
2025-02-13 2025-02-14 stability 5.2716 0.0005 0.0025 alpha_QUALITY
2025-02-13 2025-02-14 ind_computers_phones_household_electronics 0.0218 -0.0017 -0.0000 tilt_INDUSTRY
2025-02-13 2025-02-14 sdiscrepancy NaN NaN -0.0000 unexplained
2025-02-13 2025-02-14 ind_renewable_energy 0.0212 -0.0040 -0.0001 tilt_INDUSTRY
2025-02-13 2025-02-14 revision 0.9912 0.0006 0.0006 alpha_REVISION
2025-02-13 2025-02-14 ind_transportation_infrastructure -0.0175 -0.0066 0.0001 tilt_INDUSTRY
2025-02-13 2025-02-14 ind_communications_equipment 0.0549 -0.0004 -0.0000 tilt_INDUSTRY
2025-02-13 2025-02-14 ind_electronic_equipment -0.0267 -0.0041 0.0001 tilt_INDUSTRY
2025-02-13 2025-02-14 ind_hotels_entertainment -0.0710 0.0025 -0.0002 tilt_INDUSTRY
2025-02-13 2025-02-14 momentum 0.5092 -0.0012 -0.0006 alpha_MOMENTUM
2025-02-13 2025-02-14 ind_food_drug_retail -0.0105 0.0077 -0.0001 tilt_INDUSTRY
2025-02-13 2025-02-14 ind_software_it_services 0.0827 0.0195 0.0016 tilt_INDUSTRY
2025-02-14 2025-02-17 linkage 1.0203 -0.0002 -0.0003 alpha_MOMENTUM
2025-02-14 2025-02-17 ind_household_goods -0.0210 0.0001 -0.0000 tilt_INDUSTRY
2025-02-14 2025-02-17 ind_textiles_apparel -0.0516 -0.0128 0.0007 tilt_INDUSTRY
2025-02-14 2025-02-17 ind_fintech 0.0074 -0.0046 -0.0000 tilt_INDUSTRY
2025-02-14 2025-02-17 stability 5.3038 -0.0000 -0.0001 alpha_QUALITY
2025-02-14 2025-02-17 ind_real_estate_operations -0.0379 0.0009 -0.0000 tilt_INDUSTRY
2025-02-14 2025-02-17 ind_uranium 0.0003 -0.0146 -0.0000 tilt_INDUSTRY
2025-02-14 2025-02-17 ind_computers_phones_household_electronics 0.0235 0.0024 0.0001 tilt_INDUSTRY
2025-02-14 2025-02-17 ind_hotels_entertainment -0.0702 -0.0023 0.0002 tilt_INDUSTRY
2025-02-14 2025-02-17 ind_household_products_services -0.0416 -0.0103 0.0004 tilt_INDUSTRY
2025-02-14 2025-02-17 country_IN 0.0928 0.0030 0.0003 tilt_COUNTRY
2025-02-14 2025-02-17 country_TH -0.0722 0.0179 -0.0013 tilt_COUNTRY
2025-02-14 2025-02-17 ind_communications_equipment 0.0564 0.0047 0.0003 tilt_INDUSTRY
2025-02-14 2025-02-17 country_CN 0.1776 -0.0035 -0.0006 tilt_COUNTRY
2025-02-14 2025-02-17 ind_commercial_services_supplies 0.0358 -0.0017 -0.0001 tilt_INDUSTRY
2025-02-14 2025-02-17 ind_industrial_distribution -0.0014 -0.0008 0.0000 tilt_INDUSTRY
2025-02-14 2025-02-17 ind_insurance 0.0650 -0.0035 -0.0002 tilt_INDUSTRY
2025-02-14 2025-02-17 country_KR 0.0000 0.0092 0.0000 tilt_COUNTRY
2025-02-14 2025-02-17 ind_healthcare_providers_services -0.0194 0.0144 -0.0003 tilt_INDUSTRY
2025-02-14 2025-02-17 sbeta_market 0.0372 0.0082 0.0003 risk_exposure
2025-02-14 2025-02-17 ind_electronic_equipment -0.0344 0.0034 -0.0001 tilt_INDUSTRY
2025-02-14 2025-02-17 ind_leisure_products -0.0047 0.0038 -0.0000 tilt_INDUSTRY
2025-02-14 2025-02-17 ind_coal -0.0533 -0.0071 0.0004 tilt_INDUSTRY
2025-02-14 2025-02-17 impactCost NaN NaN -0.0001 cost
2025-02-14 2025-02-17 country_NZ -0.0197 -0.0032 0.0001 tilt_COUNTRY
2025-02-14 2025-02-17 ind_machinery 0.1018 0.0002 0.0000 tilt_INDUSTRY
2025-02-14 2025-02-17 ind_healthcare_equipment_supplies -0.0266 0.0056 -0.0001 tilt_INDUSTRY
2025-02-14 2025-02-17 ind_construction_materials -0.0150 -0.0007 0.0000 tilt_INDUSTRY
2025-02-14 2025-02-17 ind_media_publishing 0.0167 -0.0113 -0.0002 tilt_INDUSTRY
2025-02-14 2025-02-17 neglect 1.3367 0.0015 0.0020 alpha_VALUE
2025-02-14 2025-02-17 ind_food_drug_retail -0.0074 -0.0049 0.0000 tilt_INDUSTRY
2025-02-14 2025-02-17 ind_freight_logistics 0.0238 0.0032 0.0001 tilt_INDUSTRY
2025-02-14 2025-02-17 country_PH 0.0015 -0.0142 -0.0000 tilt_COUNTRY
2025-02-14 2025-02-17 ind_oil_gas_equipment_services -0.0093 -0.0084 0.0001 tilt_INDUSTRY
2025-02-14 2025-02-17 ind_construction_engineering -0.1102 -0.0003 0.0000 tilt_INDUSTRY
2025-02-14 2025-02-17 country_AU -0.1014 0.0056 -0.0006 tilt_COUNTRY
2025-02-14 2025-02-17 ind_investment_services 0.0983 0.0016 0.0002 tilt_INDUSTRY
2025-02-14 2025-02-17 ind_aerospace_defense 0.0118 -0.0106 -0.0001 tilt_INDUSTRY
2025-02-14 2025-02-17 ind_beverages -0.0895 -0.0035 0.0003 tilt_INDUSTRY
2025-02-14 2025-02-17 ind_passenger_transportation 0.0707 -0.0013 -0.0001 tilt_INDUSTRY
2025-02-14 2025-02-17 ind_natural_gas_utilities -0.0221 0.0089 -0.0002 tilt_INDUSTRY
2025-02-14 2025-02-17 linearCost NaN NaN -0.0001 cost
2025-02-14 2025-02-17 country_ID 0.0608 0.0347 0.0021 tilt_COUNTRY
2025-02-14 2025-02-17 ind_software_it_services 0.0877 -0.0073 -0.0006 tilt_INDUSTRY
2025-02-14 2025-02-17 ind_integrated_hardware_software 0.0129 -0.0103 -0.0001 tilt_INDUSTRY
2025-02-14 2025-02-17 country_HK 0.0438 -0.0028 -0.0001 tilt_COUNTRY
2025-02-14 2025-02-17 fmom 1.2154 -0.0003 -0.0004 alpha_QUALITY
2025-02-14 2025-02-17 ind_holding_companies 0.0000 0.0013 0.0000 tilt_INDUSTRY
2025-02-14 2025-02-17 ind_automobile -0.0125 -0.0055 0.0001 tilt_INDUSTRY
2025-02-14 2025-02-17 pdiscrepancy NaN NaN 0.0000 unexplained
2025-02-14 2025-02-17 ind_food_tobacco 0.1055 -0.0012 -0.0001 tilt_INDUSTRY
2025-02-14 2025-02-17 country_XH -0.0036 -0.0061 0.0000 tilt_COUNTRY
2025-02-14 2025-02-17 quality 3.4664 -0.0004 -0.0015 alpha_QUALITY
2025-02-14 2025-02-17 ind_diversified_retail 0.0001 -0.0030 -0.0000 tilt_INDUSTRY
2025-02-14 2025-02-17 fcost NaN NaN -0.0001 cost
2025-02-14 2025-02-17 value_gc 1.2175 0.0003 0.0004 alpha_VALUE
2025-02-14 2025-02-17 ind_homebuilding_building_products -0.0139 0.0013 -0.0000 tilt_INDUSTRY
2025-02-14 2025-02-17 ind_chemicals -0.0246 -0.0028 0.0001 tilt_INDUSTRY
2025-02-14 2025-02-17 revision 1.0378 -0.0006 -0.0006 alpha_REVISION
2025-02-14 2025-02-17 ind_semiconductors -0.0782 0.0070 -0.0005 tilt_INDUSTRY
2025-02-14 2025-02-17 ind_paper_forestry -0.0014 0.0057 -0.0000 tilt_INDUSTRY
2025-02-14 2025-02-17 country_TW -0.0760 0.0094 -0.0007 tilt_COUNTRY
2025-02-14 2025-02-17 size_LARGE 0.1234 0.0010 0.0001 tilt_SIZE
2025-02-14 2025-02-17 country_JP -0.0339 -0.0021 0.0001 tilt_COUNTRY
2025-02-14 2025-02-17 ind_multiline_utilities -0.0102 0.0051 -0.0001 tilt_INDUSTRY
2025-02-14 2025-02-17 ind_metals_mining -0.0150 -0.0113 0.0002 tilt_INDUSTRY
2025-02-14 2025-02-17 ind_specialty_reatil 0.0242 0.0011 0.0000 tilt_INDUSTRY
2025-02-14 2025-02-17 reversal 1.0214 0.0001 0.0001 alpha_REVERSAL
2025-02-14 2025-02-17 ind_containers_packaging -0.0176 -0.0021 0.0000 tilt_INDUSTRY
2025-02-14 2025-02-17 ind_biotechnology -0.0051 0.0006 -0.0000 tilt_INDUSTRY
2025-02-14 2025-02-17 ind_electric_utilities_ipps 0.0141 0.0117 0.0002 tilt_INDUSTRY
2025-02-14 2025-02-17 ind_banking_services 0.0005 0.0058 0.0000 tilt_INDUSTRY
2025-02-14 2025-02-17 size_SMALL 0.0021 -0.0000 -0.0000 tilt_SIZE
2025-02-14 2025-02-17 ind_telecommunications_serices 0.0979 0.0060 0.0006 tilt_INDUSTRY
2025-02-14 2025-02-17 sdiscrepancy NaN NaN 0.0002 unexplained
2025-02-14 2025-02-17 country_SG -0.0636 0.0052 -0.0003 tilt_COUNTRY
2025-02-14 2025-02-17 ind_oil_gas -0.0318 -0.0014 0.0000 tilt_INDUSTRY
2025-02-14 2025-02-17 size_MID -0.1008 -0.0009 0.0001 tilt_SIZE
2025-02-14 2025-02-17 bcost NaN NaN -0.0010 cost
2025-02-14 2025-02-17 specret NaN NaN 0.0020 unexplained
2025-02-14 2025-02-17 market 0.0172 -0.0058 -0.0001 risk_exposure
2025-02-14 2025-02-17 country_MY 0.0111 -0.0066 -0.0001 tilt_COUNTRY
2025-02-14 2025-02-17 ind_office_equipment 0.0038 -0.0098 -0.0000 tilt_INDUSTRY
2025-02-14 2025-02-17 ind_renewable_energy 0.0210 0.0036 0.0001 tilt_INDUSTRY
2025-02-14 2025-02-17 ind_pharmaceuticals -0.0345 0.0004 -0.0000 tilt_INDUSTRY
2025-02-14 2025-02-17 ind_transportation_infrastructure -0.0166 0.0072 -0.0001 tilt_INDUSTRY
2025-02-14 2025-02-17 ind_water_utilities -0.0045 0.0072 -0.0000 tilt_INDUSTRY
2025-02-14 2025-02-17 size_MICRO -0.0075 0.0077 -0.0001 tilt_SIZE
2025-02-14 2025-02-17 ind_consumer_goods_conglomerates 0.0193 0.0093 0.0002 tilt_INDUSTRY
2025-02-14 2025-02-17 momentum 0.5030 -0.0001 -0.0000 alpha_MOMENTUM
2025-02-14 2025-02-17 value_liq 0.6550 -0.0014 -0.0009 alpha_VALUE
2025-02-17 2025-02-18 country_TW -0.0731 0.0038 -0.0003 tilt_COUNTRY
2025-02-17 2025-02-18 size_LARGE 0.1353 0.0036 0.0005 tilt_SIZE
2025-02-17 2025-02-18 ind_beverages -0.0886 0.0054 -0.0005 tilt_INDUSTRY
2025-02-17 2025-02-18 ind_fintech 0.0065 -0.0085 -0.0001 tilt_INDUSTRY
2025-02-17 2025-02-18 ind_coal -0.0517 -0.0084 0.0004 tilt_INDUSTRY
2025-02-17 2025-02-18 ind_electric_utilities_ipps 0.0017 0.0020 0.0000 tilt_INDUSTRY
2025-02-17 2025-02-18 size_MICRO -0.0076 -0.0033 0.0000 tilt_SIZE
2025-02-17 2025-02-18 ind_chemicals -0.0161 0.0060 -0.0001 tilt_INDUSTRY
2025-02-17 2025-02-18 ind_diversified_retail 0.0001 -0.0071 -0.0000 tilt_INDUSTRY
2025-02-17 2025-02-18 ind_healthcare_providers_services -0.0145 -0.0040 0.0001 tilt_INDUSTRY
2025-02-17 2025-02-18 sdiscrepancy NaN NaN 0.0005 unexplained
2025-02-17 2025-02-18 sbeta_market 0.0573 -0.0169 -0.0010 risk_exposure
2025-02-17 2025-02-18 impactCost NaN NaN -0.0001 cost
2025-02-17 2025-02-18 ind_communications_equipment 0.0570 -0.0054 -0.0003 tilt_INDUSTRY
2025-02-17 2025-02-18 ind_paper_forestry -0.0009 -0.0067 0.0000 tilt_INDUSTRY
2025-02-17 2025-02-18 ind_food_drug_retail -0.0034 -0.0076 0.0000 tilt_INDUSTRY
2025-02-17 2025-02-18 ind_investment_services 0.0961 -0.0021 -0.0002 tilt_INDUSTRY
2025-02-17 2025-02-18 ind_telecommunications_serices 0.0964 -0.0081 -0.0008 tilt_INDUSTRY
2025-02-17 2025-02-18 reversal 1.0911 -0.0002 -0.0002 alpha_REVERSAL
2025-02-17 2025-02-18 market 0.0404 0.0092 0.0004 risk_exposure
2025-02-17 2025-02-18 country_HK 0.0429 0.0111 0.0005 tilt_COUNTRY
2025-02-17 2025-02-18 country_CN 0.1886 -0.0034 -0.0007 tilt_COUNTRY
2025-02-17 2025-02-18 country_PH 0.0016 0.0182 0.0000 tilt_COUNTRY
2025-02-17 2025-02-18 ind_oil_gas_equipment_services -0.0092 0.0008 -0.0000 tilt_INDUSTRY
2025-02-17 2025-02-18 country_AU -0.0998 -0.0079 0.0008 tilt_COUNTRY
2025-02-17 2025-02-18 ind_construction_engineering -0.1077 0.0010 -0.0001 tilt_INDUSTRY
2025-02-17 2025-02-18 ind_natural_gas_utilities -0.0220 0.0086 -0.0002 tilt_INDUSTRY
2025-02-17 2025-02-18 ind_aerospace_defense 0.0107 -0.0066 -0.0001 tilt_INDUSTRY
2025-02-17 2025-02-18 ind_passenger_transportation 0.0710 0.0004 0.0000 tilt_INDUSTRY
2025-02-17 2025-02-18 country_JP -0.0311 0.0044 -0.0001 tilt_COUNTRY
2025-02-17 2025-02-18 ind_transportation_infrastructure -0.0189 -0.0006 0.0000 tilt_INDUSTRY
2025-02-17 2025-02-18 momentum 0.4817 -0.0002 -0.0001 alpha_MOMENTUM
2025-02-17 2025-02-18 ind_office_equipment 0.0035 -0.0058 -0.0000 tilt_INDUSTRY
2025-02-17 2025-02-18 ind_water_utilities -0.0047 0.0075 -0.0000 tilt_INDUSTRY
2025-02-17 2025-02-18 country_NZ -0.0197 -0.0075 0.0001 tilt_COUNTRY
2025-02-17 2025-02-18 ind_renewable_energy 0.0212 0.0011 0.0000 tilt_INDUSTRY
2025-02-17 2025-02-18 ind_pharmaceuticals -0.0357 -0.0016 0.0001 tilt_INDUSTRY
2025-02-17 2025-02-18 ind_construction_materials -0.0148 -0.0016 0.0000 tilt_INDUSTRY
2025-02-17 2025-02-18 size_MID -0.0952 -0.0009 0.0001 tilt_SIZE
2025-02-17 2025-02-18 neglect 1.3269 -0.0025 -0.0033 alpha_VALUE
2025-02-17 2025-02-18 ind_media_publishing 0.0146 -0.0170 -0.0002 tilt_INDUSTRY
2025-02-17 2025-02-18 fmom 1.1689 -0.0002 -0.0003 alpha_QUALITY
2025-02-17 2025-02-18 ind_holding_companies 0.0000 -0.0015 0.0000 tilt_INDUSTRY
2025-02-17 2025-02-18 ind_automobile -0.0118 0.0038 -0.0000 tilt_INDUSTRY
2025-02-17 2025-02-18 quality 3.4019 0.0010 0.0034 alpha_QUALITY
2025-02-17 2025-02-18 country_XH -0.0039 0.0193 -0.0001 tilt_COUNTRY
2025-02-17 2025-02-18 ind_food_tobacco 0.1069 -0.0020 -0.0002 tilt_INDUSTRY
2025-02-17 2025-02-18 ind_semiconductors -0.0779 0.0042 -0.0003 tilt_INDUSTRY
2025-02-17 2025-02-18 ind_consumer_goods_conglomerates 0.0220 0.0029 0.0001 tilt_INDUSTRY
2025-02-17 2025-02-18 fcost NaN NaN -0.0000 cost
2025-02-17 2025-02-18 ind_homebuilding_building_products -0.0167 -0.0059 0.0001 tilt_INDUSTRY
2025-02-17 2025-02-18 ind_integrated_hardware_software 0.0124 -0.0185 -0.0002 tilt_INDUSTRY
2025-02-17 2025-02-18 ind_freight_logistics 0.0277 -0.0034 -0.0001 tilt_INDUSTRY
2025-02-17 2025-02-18 ind_software_it_services 0.0914 -0.0034 -0.0003 tilt_INDUSTRY
2025-02-17 2025-02-18 revision 0.9064 0.0006 0.0005 alpha_REVISION
2025-02-17 2025-02-18 linearCost NaN NaN -0.0001 cost
2025-02-17 2025-02-18 ind_healthcare_equipment_supplies -0.0253 -0.0046 0.0001 tilt_INDUSTRY
2025-02-17 2025-02-18 value_gc 1.2035 0.0004 0.0004 alpha_VALUE
2025-02-17 2025-02-18 bcost NaN NaN -0.0003 cost
2025-02-17 2025-02-18 value_liq 0.6426 0.0010 0.0006 alpha_VALUE
2025-02-17 2025-02-18 ind_oil_gas -0.0311 -0.0045 0.0001 tilt_INDUSTRY
2025-02-17 2025-02-18 country_MY 0.0112 -0.0041 -0.0000 tilt_COUNTRY
2025-02-17 2025-02-18 ind_real_estate_operations -0.0362 -0.0039 0.0001 tilt_INDUSTRY
2025-02-17 2025-02-18 ind_industrial_distribution -0.0014 -0.0051 0.0000 tilt_INDUSTRY
2025-02-17 2025-02-18 stability 5.2915 0.0006 0.0033 alpha_QUALITY
2025-02-17 2025-02-18 country_IN 0.0869 -0.0107 -0.0009 tilt_COUNTRY
2025-02-17 2025-02-18 ind_leisure_products -0.0038 -0.0007 0.0000 tilt_INDUSTRY
2025-02-17 2025-02-18 country_TH -0.0607 0.0069 -0.0004 tilt_COUNTRY
2025-02-17 2025-02-18 ind_hotels_entertainment -0.0694 -0.0042 0.0003 tilt_INDUSTRY
2025-02-17 2025-02-18 ind_household_goods -0.0202 -0.0035 0.0001 tilt_INDUSTRY
2025-02-17 2025-02-18 ind_textiles_apparel -0.0525 -0.0008 0.0000 tilt_INDUSTRY
2025-02-17 2025-02-18 ind_electronic_equipment -0.0419 -0.0008 0.0000 tilt_INDUSTRY
2025-02-17 2025-02-18 ind_computers_phones_household_electronics 0.0226 -0.0000 -0.0000 tilt_INDUSTRY
2025-02-17 2025-02-18 ind_household_products_services -0.0413 -0.0114 0.0005 tilt_INDUSTRY
2025-02-17 2025-02-18 ind_insurance 0.0627 0.0011 0.0001 tilt_INDUSTRY
2025-02-17 2025-02-18 ind_commercial_services_supplies 0.0404 -0.0019 -0.0001 tilt_INDUSTRY
2025-02-17 2025-02-18 country_KR 0.0000 0.0018 0.0000 tilt_COUNTRY
2025-02-17 2025-02-18 ind_uranium 0.0004 -0.0204 -0.0000 tilt_INDUSTRY
2025-02-17 2025-02-18 pdiscrepancy NaN NaN 0.0000 unexplained
2025-02-17 2025-02-18 country_SG -0.0632 0.0004 -0.0000 tilt_COUNTRY
2025-02-17 2025-02-18 size_SMALL 0.0079 -0.0017 -0.0000 tilt_SIZE
2025-02-17 2025-02-18 linkage 0.9793 -0.0011 -0.0010 alpha_MOMENTUM
2025-02-17 2025-02-18 ind_biotechnology -0.0061 0.0026 -0.0000 tilt_INDUSTRY
2025-02-17 2025-02-18 ind_containers_packaging -0.0176 0.0001 -0.0000 tilt_INDUSTRY
2025-02-17 2025-02-18 ind_specialty_reatil 0.0260 -0.0053 -0.0001 tilt_INDUSTRY
2025-02-17 2025-02-18 specret NaN NaN -0.0018 unexplained
2025-02-17 2025-02-18 ind_metals_mining -0.0131 0.0065 -0.0001 tilt_INDUSTRY
2025-02-17 2025-02-18 ind_machinery 0.1057 0.0048 0.0005 tilt_INDUSTRY
2025-02-17 2025-02-18 country_ID 0.0608 -0.0011 -0.0001 tilt_COUNTRY
2025-02-17 2025-02-18 ind_multiline_utilities -0.0098 0.0007 -0.0000 tilt_INDUSTRY
2025-02-17 2025-02-18 ind_banking_services 0.0080 0.0024 0.0000 tilt_INDUSTRY
2025-02-18 2025-02-19 quality 3.3844 -0.0023 -0.0078 alpha_QUALITY
2025-02-18 2025-02-19 specret NaN NaN -0.0039 unexplained
2025-02-18 2025-02-19 ind_chemicals -0.0176 -0.0004 0.0000 tilt_INDUSTRY
2025-02-18 2025-02-19 ind_textiles_apparel -0.0529 -0.0049 0.0003 tilt_INDUSTRY
2025-02-18 2025-02-19 sdiscrepancy NaN NaN 0.0001 unexplained
2025-02-18 2025-02-19 ind_metals_mining -0.0107 -0.0023 0.0000 tilt_INDUSTRY
2025-02-18 2025-02-19 value_liq 0.6441 -0.0017 -0.0011 alpha_VALUE
2025-02-18 2025-02-19 ind_freight_logistics 0.0309 0.0010 0.0000 tilt_INDUSTRY
2025-02-18 2025-02-19 ind_construction_engineering -0.1105 0.0025 -0.0003 tilt_INDUSTRY
2025-02-18 2025-02-19 linearCost NaN NaN -0.0001 cost
2025-02-18 2025-02-19 stability 5.3233 -0.0000 -0.0001 alpha_QUALITY
2025-02-18 2025-02-19 ind_telecommunications_serices 0.0936 0.0055 0.0005 tilt_INDUSTRY
2025-02-18 2025-02-19 ind_communications_equipment 0.0568 0.0026 0.0001 tilt_INDUSTRY
2025-02-18 2025-02-19 ind_semiconductors -0.0847 0.0136 -0.0011 tilt_INDUSTRY
2025-02-18 2025-02-19 ind_office_equipment 0.0030 0.0045 0.0000 tilt_INDUSTRY
2025-02-18 2025-02-19 ind_uranium 0.0003 -0.0105 -0.0000 tilt_INDUSTRY
2025-02-18 2025-02-19 size_LARGE 0.1274 -0.0047 -0.0006 tilt_SIZE
2025-02-18 2025-02-19 ind_household_products_services -0.0419 -0.0020 0.0001 tilt_INDUSTRY
2025-02-18 2025-02-19 ind_transportation_infrastructure -0.0190 -0.0047 0.0001 tilt_INDUSTRY
2025-02-18 2025-02-19 country_JP -0.0292 -0.0039 0.0001 tilt_COUNTRY
2025-02-18 2025-02-19 momentum 0.4854 -0.0004 -0.0002 alpha_MOMENTUM
2025-02-18 2025-02-19 ind_software_it_services 0.0920 -0.0020 -0.0002 tilt_INDUSTRY
2025-02-18 2025-02-19 ind_water_utilities -0.0049 -0.0123 0.0001 tilt_INDUSTRY
2025-02-18 2025-02-19 ind_pharmaceuticals -0.0435 -0.0103 0.0004 tilt_INDUSTRY
2025-02-18 2025-02-19 ind_consumer_goods_conglomerates 0.0222 -0.0007 -0.0000 tilt_INDUSTRY
2025-02-18 2025-02-19 bcost NaN NaN -0.0003 cost
2025-02-18 2025-02-19 country_MY 0.0113 -0.0018 -0.0000 tilt_COUNTRY
2025-02-18 2025-02-19 ind_banking_services 0.0097 -0.0003 -0.0000 tilt_INDUSTRY
2025-02-18 2025-02-19 ind_oil_gas -0.0299 -0.0006 0.0000 tilt_INDUSTRY
2025-02-18 2025-02-19 country_ID 0.0577 -0.0109 -0.0006 tilt_COUNTRY
2025-02-18 2025-02-19 ind_renewable_energy 0.0218 0.0049 0.0001 tilt_INDUSTRY
2025-02-18 2025-02-19 pdiscrepancy NaN NaN -0.0001 unexplained
2025-02-18 2025-02-19 ind_biotechnology -0.0065 -0.0040 0.0000 tilt_INDUSTRY
2025-02-18 2025-02-19 ind_containers_packaging -0.0176 -0.0037 0.0001 tilt_INDUSTRY
2025-02-18 2025-02-19 ind_passenger_transportation 0.0708 -0.0020 -0.0001 tilt_INDUSTRY
2025-02-18 2025-02-19 ind_aerospace_defense 0.0097 0.0008 0.0000 tilt_INDUSTRY
2025-02-18 2025-02-19 ind_natural_gas_utilities -0.0210 -0.0006 0.0000 tilt_INDUSTRY
2025-02-18 2025-02-19 country_AU -0.0987 0.0021 -0.0002 tilt_COUNTRY
2025-02-18 2025-02-19 country_HK 0.0441 -0.0052 -0.0002 tilt_COUNTRY
2025-02-18 2025-02-19 fmom 1.1856 0.0000 0.0000 alpha_QUALITY
2025-02-18 2025-02-19 ind_automobile -0.0110 0.0012 -0.0000 tilt_INDUSTRY
2025-02-18 2025-02-19 ind_holding_companies 0.0000 0.0063 0.0000 tilt_INDUSTRY
2025-02-18 2025-02-19 country_XH -0.0079 -0.0091 0.0001 tilt_COUNTRY
2025-02-18 2025-02-19 ind_food_tobacco 0.1086 -0.0019 -0.0002 tilt_INDUSTRY
2025-02-18 2025-02-19 ind_integrated_hardware_software 0.0122 0.0023 0.0000 tilt_INDUSTRY
2025-02-18 2025-02-19 value_gc 1.1884 0.0004 0.0004 alpha_VALUE
2025-02-18 2025-02-19 country_SG -0.0630 0.0055 -0.0003 tilt_COUNTRY
2025-02-18 2025-02-19 fcost NaN NaN -0.0000 cost
2025-02-18 2025-02-19 ind_healthcare_equipment_supplies -0.0245 -0.0066 0.0002 tilt_INDUSTRY
2025-02-18 2025-02-19 ind_homebuilding_building_products -0.0171 -0.0033 0.0001 tilt_INDUSTRY
2025-02-18 2025-02-19 ind_media_publishing 0.0130 -0.0049 -0.0001 tilt_INDUSTRY
2025-02-18 2025-02-19 neglect 1.3483 0.0009 0.0012 alpha_VALUE
2025-02-18 2025-02-19 size_MID -0.1030 0.0005 -0.0001 tilt_SIZE
2025-02-18 2025-02-19 country_PH 0.0015 0.0054 0.0000 tilt_COUNTRY
2025-02-18 2025-02-19 ind_construction_materials -0.0145 -0.0097 0.0001 tilt_INDUSTRY
2025-02-18 2025-02-19 ind_oil_gas_equipment_services -0.0092 -0.0054 0.0001 tilt_INDUSTRY
2025-02-18 2025-02-19 revision 0.8908 0.0001 0.0001 alpha_REVISION
2025-02-18 2025-02-19 ind_specialty_reatil 0.0260 -0.0068 -0.0002 tilt_INDUSTRY
2025-02-18 2025-02-19 size_SMALL -0.0028 0.0032 -0.0000 tilt_SIZE
2025-02-18 2025-02-19 country_TH -0.0562 0.0079 -0.0004 tilt_COUNTRY
2025-02-18 2025-02-19 country_CN 0.1677 -0.0010 -0.0002 tilt_COUNTRY
2025-02-18 2025-02-19 ind_food_drug_retail -0.0022 -0.0020 0.0000 tilt_INDUSTRY
2025-02-18 2025-02-19 ind_beverages -0.0875 -0.0042 0.0004 tilt_INDUSTRY
2025-02-18 2025-02-19 country_NZ -0.0196 0.0085 -0.0002 tilt_COUNTRY
2025-02-18 2025-02-19 ind_healthcare_providers_services -0.0134 0.0014 -0.0000 tilt_INDUSTRY
2025-02-18 2025-02-19 ind_multiline_utilities -0.0095 0.0049 -0.0000 tilt_INDUSTRY
2025-02-18 2025-02-19 ind_coal -0.0506 -0.0121 0.0006 tilt_INDUSTRY
2025-02-18 2025-02-19 ind_fintech 0.0040 -0.0015 -0.0000 tilt_INDUSTRY
2025-02-18 2025-02-19 reversal 1.1073 -0.0004 -0.0004 alpha_REVERSAL
2025-02-18 2025-02-19 ind_investment_services 0.0937 -0.0020 -0.0002 tilt_INDUSTRY
2025-02-18 2025-02-19 sbeta_market 0.0227 0.0142 0.0003 risk_exposure
2025-02-18 2025-02-19 size_MICRO -0.0072 0.0030 -0.0000 tilt_SIZE
2025-02-18 2025-02-19 market 0.0144 -0.0069 -0.0001 risk_exposure
2025-02-18 2025-02-19 impactCost NaN NaN -0.0001 cost
2025-02-18 2025-02-19 ind_paper_forestry -0.0006 -0.0036 0.0000 tilt_INDUSTRY
2025-02-18 2025-02-19 ind_insurance 0.0626 -0.0055 -0.0003 tilt_INDUSTRY
2025-02-18 2025-02-19 ind_diversified_retail 0.0001 -0.0131 -0.0000 tilt_INDUSTRY
2025-02-18 2025-02-19 country_TW -0.0711 -0.0038 0.0003 tilt_COUNTRY
2025-02-18 2025-02-19 ind_electronic_equipment -0.0459 0.0050 -0.0002 tilt_INDUSTRY
2025-02-18 2025-02-19 ind_machinery 0.1016 0.0087 0.0009 tilt_INDUSTRY
2025-02-18 2025-02-19 ind_hotels_entertainment -0.0706 -0.0007 0.0001 tilt_INDUSTRY
2025-02-18 2025-02-19 ind_household_goods -0.0194 -0.0052 0.0001 tilt_INDUSTRY
2025-02-18 2025-02-19 linkage 1.0072 0.0007 0.0007 alpha_MOMENTUM
2025-02-18 2025-02-19 ind_commercial_services_supplies 0.0423 0.0015 0.0001 tilt_INDUSTRY
2025-02-18 2025-02-19 ind_industrial_distribution -0.0014 -0.0114 0.0000 tilt_INDUSTRY
2025-02-18 2025-02-19 ind_leisure_products -0.0029 0.0088 -0.0000 tilt_INDUSTRY
2025-02-18 2025-02-19 country_IN 0.0778 0.0159 0.0012 tilt_COUNTRY
2025-02-18 2025-02-19 ind_computers_phones_household_electronics 0.0248 0.0062 0.0002 tilt_INDUSTRY
2025-02-18 2025-02-19 ind_real_estate_operations -0.0359 -0.0030 0.0001 tilt_INDUSTRY
2025-02-18 2025-02-19 country_KR 0.0000 0.0114 0.0000 tilt_COUNTRY
2025-02-18 2025-02-19 ind_electric_utilities_ipps -0.0086 -0.0042 0.0000 tilt_INDUSTRY
2025-02-19 2025-02-20 ind_freight_logistics 0.0355 -0.0008 -0.0000 tilt_INDUSTRY
2025-02-19 2025-02-20 ind_electric_utilities_ipps -0.0142 0.0022 -0.0000 tilt_INDUSTRY
2025-02-19 2025-02-20 quality 3.3946 0.0001 0.0003 alpha_QUALITY
2025-02-19 2025-02-20 country_TH -0.0549 -0.0116 0.0006 tilt_COUNTRY
2025-02-19 2025-02-20 ind_natural_gas_utilities -0.0189 0.0015 -0.0000 tilt_INDUSTRY
2025-02-19 2025-02-20 ind_specialty_reatil 0.0257 -0.0018 -0.0000 tilt_INDUSTRY
2025-02-19 2025-02-20 country_AU -0.0985 -0.0038 0.0004 tilt_COUNTRY
2025-02-19 2025-02-20 revision 0.8956 0.0003 0.0003 alpha_REVISION
2025-02-19 2025-02-20 ind_diversified_retail 0.0001 0.0061 0.0000 tilt_INDUSTRY
2025-02-19 2025-02-20 size_MICRO -0.0073 0.0057 -0.0000 tilt_SIZE
2025-02-19 2025-02-20 size_MID -0.1051 0.0006 -0.0001 tilt_SIZE
2025-02-19 2025-02-20 ind_beverages -0.0885 -0.0022 0.0002 tilt_INDUSTRY
2025-02-19 2025-02-20 ind_software_it_services 0.0942 -0.0086 -0.0008 tilt_INDUSTRY
2025-02-19 2025-02-20 ind_industrial_distribution -0.0014 0.0012 -0.0000 tilt_INDUSTRY
2025-02-19 2025-02-20 linkage 1.0341 -0.0003 -0.0003 alpha_MOMENTUM
2025-02-19 2025-02-20 ind_renewable_energy 0.0219 -0.0147 -0.0003 tilt_INDUSTRY
2025-02-19 2025-02-20 ind_household_goods -0.0160 0.0027 -0.0000 tilt_INDUSTRY
2025-02-19 2025-02-20 ind_paper_forestry -0.0006 -0.0060 0.0000 tilt_INDUSTRY
2025-02-19 2025-02-20 ind_household_products_services -0.0422 0.0061 -0.0003 tilt_INDUSTRY
2025-02-19 2025-02-20 ind_food_tobacco 0.1070 -0.0013 -0.0001 tilt_INDUSTRY
2025-02-19 2025-02-20 ind_office_equipment 0.0022 0.0008 0.0000 tilt_INDUSTRY
2025-02-19 2025-02-20 ind_water_utilities -0.0049 0.0014 -0.0000 tilt_INDUSTRY
2025-02-19 2025-02-20 ind_consumer_goods_conglomerates 0.0213 0.0046 0.0001 tilt_INDUSTRY
2025-02-19 2025-02-20 country_JP -0.0288 -0.0078 0.0002 tilt_COUNTRY
2025-02-19 2025-02-20 ind_hotels_entertainment -0.0703 0.0024 -0.0002 tilt_INDUSTRY
2025-02-19 2025-02-20 ind_biotechnology -0.0057 0.0126 -0.0001 tilt_INDUSTRY
2025-02-19 2025-02-20 country_IN 0.0722 0.0130 0.0009 tilt_COUNTRY
2025-02-19 2025-02-20 ind_healthcare_providers_services -0.0124 0.0142 -0.0002 tilt_INDUSTRY
2025-02-19 2025-02-20 sbeta_market 0.0222 -0.0002 -0.0000 risk_exposure
2025-02-19 2025-02-20 ind_electronic_equipment -0.0450 0.0088 -0.0004 tilt_INDUSTRY
2025-02-19 2025-02-20 ind_uranium 0.0002 -0.0248 -0.0000 tilt_INDUSTRY
2025-02-19 2025-02-20 ind_computers_phones_household_electronics 0.0303 0.0021 0.0001 tilt_INDUSTRY
2025-02-19 2025-02-20 ind_insurance 0.0618 -0.0050 -0.0003 tilt_INDUSTRY
2025-02-19 2025-02-20 ind_passenger_transportation 0.0706 0.0058 0.0004 tilt_INDUSTRY
2025-02-19 2025-02-20 ind_food_drug_retail -0.0013 0.0064 -0.0000 tilt_INDUSTRY
2025-02-19 2025-02-20 bcost NaN NaN -0.0003 cost
2025-02-19 2025-02-20 ind_automobile -0.0096 -0.0007 0.0000 tilt_INDUSTRY
2025-02-19 2025-02-20 ind_transportation_infrastructure -0.0179 0.0004 -0.0000 tilt_INDUSTRY
2025-02-19 2025-02-20 ind_commercial_services_supplies 0.0434 -0.0039 -0.0002 tilt_INDUSTRY
2025-02-19 2025-02-20 country_PH 0.0015 -0.0023 -0.0000 tilt_COUNTRY
2025-02-19 2025-02-20 country_SG -0.0628 -0.0012 0.0001 tilt_COUNTRY
2025-02-19 2025-02-20 value_gc 1.2067 0.0001 0.0002 alpha_VALUE
2025-02-19 2025-02-20 ind_containers_packaging -0.0170 -0.0015 0.0000 tilt_INDUSTRY
2025-02-19 2025-02-20 ind_multiline_utilities -0.0091 -0.0006 0.0000 tilt_INDUSTRY
2025-02-19 2025-02-20 momentum 0.4790 -0.0002 -0.0001 alpha_MOMENTUM
2025-02-19 2025-02-20 country_XH -0.0085 -0.0068 0.0001 tilt_COUNTRY
2025-02-19 2025-02-20 ind_oil_gas -0.0290 0.0102 -0.0003 tilt_INDUSTRY
2025-02-19 2025-02-20 size_SMALL 0.0010 0.0029 0.0000 tilt_SIZE
2025-02-19 2025-02-20 country_HK 0.0458 -0.0006 -0.0000 tilt_COUNTRY
2025-02-19 2025-02-20 country_KR 0.0000 -0.0012 0.0000 tilt_COUNTRY
2025-02-19 2025-02-20 ind_aerospace_defense 0.0095 0.0115 0.0001 tilt_INDUSTRY
2025-02-19 2025-02-20 ind_machinery 0.0923 -0.0000 -0.0000 tilt_INDUSTRY
2025-02-19 2025-02-20 country_ID 0.0559 -0.0028 -0.0002 tilt_COUNTRY
2025-02-19 2025-02-20 ind_pharmaceuticals -0.0495 0.0004 -0.0000 tilt_INDUSTRY
2025-02-19 2025-02-20 ind_real_estate_operations -0.0352 -0.0069 0.0002 tilt_INDUSTRY
2025-02-19 2025-02-20 country_MY 0.0113 0.0003 0.0000 tilt_COUNTRY
2025-02-19 2025-02-20 reversal 1.3722 0.0003 0.0004 alpha_REVERSAL
2025-02-19 2025-02-20 country_NZ -0.0194 -0.0118 0.0002 tilt_COUNTRY
2025-02-19 2025-02-20 ind_media_publishing 0.0122 -0.0053 -0.0001 tilt_INDUSTRY
2025-02-19 2025-02-20 ind_construction_engineering -0.1118 -0.0069 0.0008 tilt_INDUSTRY
2025-02-19 2025-02-20 fcost NaN NaN -0.0000 cost
2025-02-19 2025-02-20 ind_chemicals -0.0143 0.0003 -0.0000 tilt_INDUSTRY
2025-02-19 2025-02-20 pdiscrepancy NaN NaN 0.0000 unexplained
2025-02-19 2025-02-20 ind_communications_equipment 0.0546 0.0011 0.0001 tilt_INDUSTRY
2025-02-19 2025-02-20 stability 5.3541 0.0003 0.0018 alpha_QUALITY
2025-02-19 2025-02-20 ind_telecommunications_serices 0.0904 0.0005 0.0000 tilt_INDUSTRY
2025-02-19 2025-02-20 ind_healthcare_equipment_supplies -0.0249 0.0041 -0.0001 tilt_INDUSTRY
2025-02-19 2025-02-20 ind_metals_mining -0.0070 0.0058 -0.0000 tilt_INDUSTRY
2025-02-19 2025-02-20 ind_oil_gas_equipment_services -0.0091 -0.0029 0.0000 tilt_INDUSTRY
2025-02-19 2025-02-20 linearCost NaN NaN -0.0001 cost
2025-02-19 2025-02-20 specret NaN NaN -0.0033 unexplained
2025-02-19 2025-02-20 impactCost NaN NaN -0.0001 cost
2025-02-19 2025-02-20 ind_semiconductors -0.0867 -0.0039 0.0003 tilt_INDUSTRY
2025-02-19 2025-02-20 ind_homebuilding_building_products -0.0171 -0.0039 0.0001 tilt_INDUSTRY
2025-02-19 2025-02-20 country_CN 0.1658 0.0030 0.0005 tilt_COUNTRY
2025-02-19 2025-02-20 size_LARGE 0.1205 -0.0046 -0.0006 tilt_SIZE
2025-02-19 2025-02-20 ind_construction_materials -0.0142 -0.0024 0.0000 tilt_INDUSTRY
2025-02-19 2025-02-20 neglect 1.3541 0.0003 0.0004 alpha_VALUE
2025-02-19 2025-02-20 ind_fintech 0.0038 -0.0022 -0.0000 tilt_INDUSTRY
2025-02-19 2025-02-20 ind_investment_services 0.0926 -0.0018 -0.0002 tilt_INDUSTRY
2025-02-19 2025-02-20 ind_holding_companies 0.0000 0.0187 0.0000 tilt_INDUSTRY
2025-02-19 2025-02-20 sdiscrepancy NaN NaN -0.0001 unexplained
2025-02-19 2025-02-20 ind_integrated_hardware_software 0.0123 -0.0084 -0.0001 tilt_INDUSTRY
2025-02-19 2025-02-20 ind_banking_services 0.0071 0.0027 0.0000 tilt_INDUSTRY
2025-02-19 2025-02-20 ind_coal -0.0509 -0.0013 0.0001 tilt_INDUSTRY
2025-02-19 2025-02-20 market 0.0092 -0.0022 -0.0000 risk_exposure
2025-02-19 2025-02-20 ind_textiles_apparel -0.0528 -0.0017 0.0001 tilt_INDUSTRY
2025-02-19 2025-02-20 fmom 1.2135 0.0003 0.0004 alpha_QUALITY
2025-02-19 2025-02-20 ind_leisure_products -0.0024 -0.0066 0.0000 tilt_INDUSTRY
2025-02-19 2025-02-20 country_TW -0.0705 0.0001 -0.0000 tilt_COUNTRY
2025-02-19 2025-02-20 value_liq 0.6701 -0.0006 -0.0004 alpha_VALUE
2025-02-20 2025-02-21 ind_holding_companies 0.0000 0.0021 0.0000 tilt_INDUSTRY
2025-02-20 2025-02-21 country_HK 0.0476 0.0054 0.0003 tilt_COUNTRY
2025-02-20 2025-02-21 ind_healthcare_equipment_supplies -0.0256 -0.0086 0.0002 tilt_INDUSTRY
2025-02-20 2025-02-21 ind_integrated_hardware_software 0.0127 0.0401 0.0005 tilt_INDUSTRY
2025-02-20 2025-02-21 ind_automobile -0.0082 0.0013 -0.0000 tilt_INDUSTRY
2025-02-20 2025-02-21 country_XH -0.0075 0.0055 -0.0000 tilt_COUNTRY
2025-02-20 2025-02-21 ind_homebuilding_building_products -0.0179 0.0002 -0.0000 tilt_INDUSTRY
2025-02-20 2025-02-21 fmom 1.2477 -0.0008 -0.0010 alpha_QUALITY
2025-02-20 2025-02-21 ind_food_tobacco 0.1052 -0.0029 -0.0003 tilt_INDUSTRY
2025-02-20 2025-02-21 ind_biotechnology -0.0056 0.0218 -0.0001 tilt_INDUSTRY
2025-02-20 2025-02-21 ind_construction_materials -0.0142 -0.0077 0.0001 tilt_INDUSTRY
2025-02-20 2025-02-21 ind_semiconductors -0.0833 0.0065 -0.0005 tilt_INDUSTRY
2025-02-20 2025-02-21 ind_household_products_services -0.0427 -0.0020 0.0001 tilt_INDUSTRY
2025-02-20 2025-02-21 specret NaN NaN 0.0049 unexplained
2025-02-20 2025-02-21 ind_metals_mining -0.0060 -0.0060 0.0000 tilt_INDUSTRY
2025-02-20 2025-02-21 pdiscrepancy NaN NaN 0.0000 unexplained
2025-02-20 2025-02-21 ind_telecommunications_serices 0.0856 0.0048 0.0004 tilt_INDUSTRY
2025-02-20 2025-02-21 ind_electric_utilities_ipps -0.0146 0.0005 -0.0000 tilt_INDUSTRY
2025-02-20 2025-02-21 ind_coal -0.0516 -0.0083 0.0004 tilt_INDUSTRY
2025-02-20 2025-02-21 country_TH -0.0526 0.0087 -0.0005 tilt_COUNTRY
2025-02-20 2025-02-21 ind_leisure_products -0.0023 0.0004 -0.0000 tilt_INDUSTRY
2025-02-20 2025-02-21 ind_fintech 0.0052 0.0080 0.0000 tilt_INDUSTRY
2025-02-20 2025-02-21 ind_banking_services 0.0156 -0.0060 -0.0001 tilt_INDUSTRY
2025-02-20 2025-02-21 ind_investment_services 0.0911 -0.0001 -0.0000 tilt_INDUSTRY
2025-02-20 2025-02-21 country_CN 0.1751 -0.0043 -0.0007 tilt_COUNTRY
2025-02-20 2025-02-21 ind_computers_phones_household_electronics 0.0366 0.0087 0.0003 tilt_INDUSTRY
2025-02-20 2025-02-21 ind_uranium -0.0004 0.0065 -0.0000 tilt_INDUSTRY
2025-02-20 2025-02-21 bcost NaN NaN -0.0003 cost
2025-02-20 2025-02-21 ind_paper_forestry -0.0007 -0.0099 0.0000 tilt_INDUSTRY
2025-02-20 2025-02-21 ind_consumer_goods_conglomerates 0.0192 -0.0176 -0.0003 tilt_INDUSTRY
2025-02-20 2025-02-21 value_liq 0.6941 0.0002 0.0001 alpha_VALUE
2025-02-20 2025-02-21 ind_pharmaceuticals -0.0538 0.0001 -0.0000 tilt_INDUSTRY
2025-02-20 2025-02-21 ind_beverages -0.0897 -0.0093 0.0008 tilt_INDUSTRY
2025-02-20 2025-02-21 ind_aerospace_defense 0.0093 -0.0027 -0.0000 tilt_INDUSTRY
2025-02-20 2025-02-21 ind_software_it_services 0.0962 0.0131 0.0013 tilt_INDUSTRY
2025-02-20 2025-02-21 momentum 0.4556 0.0006 0.0003 alpha_MOMENTUM
2025-02-20 2025-02-21 value_gc 1.2006 -0.0008 -0.0010 alpha_VALUE
2025-02-20 2025-02-21 fcost NaN NaN -0.0000 cost
2025-02-20 2025-02-21 quality 3.4124 -0.0011 -0.0039 alpha_QUALITY
2025-02-20 2025-02-21 ind_natural_gas_utilities -0.0179 -0.0073 0.0001 tilt_INDUSTRY
2025-02-20 2025-02-21 ind_industrial_distribution -0.0014 -0.0044 0.0000 tilt_INDUSTRY
2025-02-20 2025-02-21 linkage 1.0592 -0.0002 -0.0002 alpha_MOMENTUM
2025-02-20 2025-02-21 ind_commercial_services_supplies 0.0434 -0.0033 -0.0001 tilt_INDUSTRY
2025-02-20 2025-02-21 ind_hotels_entertainment -0.0696 -0.0064 0.0004 tilt_INDUSTRY
2025-02-20 2025-02-21 country_IN 0.0706 -0.0021 -0.0002 tilt_COUNTRY
2025-02-20 2025-02-21 ind_electronic_equipment -0.0411 0.0019 -0.0001 tilt_INDUSTRY
2025-02-20 2025-02-21 sbeta_market 0.0350 0.0161 0.0006 risk_exposure
2025-02-20 2025-02-21 ind_insurance 0.0617 0.0047 0.0003 tilt_INDUSTRY
2025-02-20 2025-02-21 country_NZ -0.0196 0.0061 -0.0001 tilt_COUNTRY
2025-02-20 2025-02-21 reversal 1.1704 -0.0015 -0.0018 alpha_REVERSAL
2025-02-20 2025-02-21 ind_food_drug_retail -0.0050 0.0002 -0.0000 tilt_INDUSTRY
2025-02-20 2025-02-21 country_MY 0.0113 0.0147 0.0002 tilt_COUNTRY
2025-02-20 2025-02-21 size_MICRO -0.0078 -0.0051 0.0000 tilt_SIZE
2025-02-20 2025-02-21 ind_real_estate_operations -0.0351 -0.0045 0.0002 tilt_INDUSTRY
2025-02-20 2025-02-21 market 0.0235 -0.0093 -0.0002 risk_exposure
2025-02-20 2025-02-21 ind_diversified_retail 0.0001 0.0053 0.0000 tilt_INDUSTRY
2025-02-20 2025-02-21 country_TW -0.0702 0.0065 -0.0005 tilt_COUNTRY
2025-02-20 2025-02-21 size_LARGE 0.1259 0.0030 0.0004 tilt_SIZE
2025-02-20 2025-02-21 ind_construction_engineering -0.1115 0.0004 -0.0000 tilt_INDUSTRY
2025-02-20 2025-02-21 ind_chemicals -0.0037 -0.0017 0.0000 tilt_INDUSTRY
2025-02-20 2025-02-21 sdiscrepancy NaN NaN -0.0003 unexplained
2025-02-20 2025-02-21 ind_communications_equipment 0.0548 0.0100 0.0005 tilt_INDUSTRY
2025-02-20 2025-02-21 stability 5.4201 0.0003 0.0015 alpha_QUALITY
2025-02-20 2025-02-21 ind_healthcare_providers_services -0.0111 -0.0078 0.0001 tilt_INDUSTRY
2025-02-20 2025-02-21 revision 0.9352 0.0011 0.0011 alpha_REVISION
2025-02-20 2025-02-21 linearCost NaN NaN -0.0001 cost
2025-02-20 2025-02-21 ind_freight_logistics 0.0384 -0.0025 -0.0001 tilt_INDUSTRY
2025-02-20 2025-02-21 impactCost NaN NaN -0.0001 cost
2025-02-20 2025-02-21 ind_textiles_apparel -0.0533 -0.0043 0.0002 tilt_INDUSTRY
2025-02-20 2025-02-21 ind_machinery 0.0819 0.0036 0.0003 tilt_INDUSTRY
2025-02-20 2025-02-21 size_MID -0.0990 -0.0003 0.0000 tilt_SIZE
2025-02-20 2025-02-21 ind_water_utilities -0.0045 -0.0061 0.0000 tilt_INDUSTRY
2025-02-20 2025-02-21 country_PH 0.0015 0.0148 0.0000 tilt_COUNTRY
2025-02-20 2025-02-21 country_JP -0.0268 0.0010 -0.0000 tilt_COUNTRY
2025-02-20 2025-02-21 country_KR 0.0000 0.0023 0.0000 tilt_COUNTRY
2025-02-20 2025-02-21 ind_office_equipment 0.0013 0.0045 0.0000 tilt_INDUSTRY
2025-02-20 2025-02-21 country_ID 0.0562 0.0080 0.0005 tilt_COUNTRY
2025-02-20 2025-02-21 ind_household_goods -0.0126 -0.0072 0.0001 tilt_INDUSTRY
2025-02-20 2025-02-21 neglect 1.3434 -0.0009 -0.0012 alpha_VALUE
2025-02-20 2025-02-21 ind_renewable_energy 0.0220 -0.0102 -0.0002 tilt_INDUSTRY
2025-02-20 2025-02-21 ind_transportation_infrastructure -0.0188 -0.0043 0.0001 tilt_INDUSTRY
2025-02-20 2025-02-21 ind_passenger_transportation 0.0709 -0.0012 -0.0001 tilt_INDUSTRY
2025-02-20 2025-02-21 ind_containers_packaging -0.0163 -0.0091 0.0001 tilt_INDUSTRY
2025-02-20 2025-02-21 ind_media_publishing 0.0112 0.0037 0.0000 tilt_INDUSTRY
2025-02-20 2025-02-21 ind_oil_gas -0.0266 -0.0035 0.0001 tilt_INDUSTRY
2025-02-20 2025-02-21 ind_oil_gas_equipment_services -0.0099 -0.0024 0.0000 tilt_INDUSTRY
2025-02-20 2025-02-21 country_AU -0.0996 0.0015 -0.0001 tilt_COUNTRY
2025-02-20 2025-02-21 ind_specialty_reatil 0.0252 -0.0004 -0.0000 tilt_INDUSTRY
2025-02-20 2025-02-21 ind_multiline_utilities -0.0086 -0.0126 0.0001 tilt_INDUSTRY
2025-02-20 2025-02-21 country_SG -0.0626 0.0104 -0.0006 tilt_COUNTRY
2025-02-20 2025-02-21 size_SMALL 0.0045 -0.0019 -0.0000 tilt_SIZE
2025-02-21 2025-02-24 ind_pharmaceuticals -0.0565 -0.0007 0.0000 tilt_INDUSTRY
2025-02-21 2025-02-24 ind_natural_gas_utilities -0.0180 0.0030 -0.0001 tilt_INDUSTRY
2025-02-21 2025-02-24 ind_healthcare_providers_services -0.0093 -0.0062 0.0001 tilt_INDUSTRY
2025-02-21 2025-02-24 fmom 1.1735 0.0001 0.0001 alpha_QUALITY
2025-02-21 2025-02-24 neglect 1.3549 0.0009 0.0013 alpha_VALUE
2025-02-21 2025-02-24 ind_office_equipment 0.0008 0.0009 0.0000 tilt_INDUSTRY
2025-02-21 2025-02-24 sdiscrepancy NaN NaN 0.0000 unexplained
2025-02-21 2025-02-24 ind_media_publishing 0.0103 -0.0035 -0.0000 tilt_INDUSTRY
2025-02-21 2025-02-24 ind_telecommunications_serices 0.0757 -0.0031 -0.0002 tilt_INDUSTRY
2025-02-21 2025-02-24 country_PH 0.0015 -0.0023 -0.0000 tilt_COUNTRY
2025-02-21 2025-02-24 size_SMALL -0.0011 -0.0001 0.0000 tilt_SIZE
2025-02-21 2025-02-24 ind_coal -0.0536 0.0056 -0.0003 tilt_INDUSTRY
2025-02-21 2025-02-24 ind_aerospace_defense 0.0091 0.0041 0.0000 tilt_INDUSTRY
2025-02-21 2025-02-24 ind_machinery 0.0728 -0.0015 -0.0001 tilt_INDUSTRY
2025-02-21 2025-02-24 value_liq 0.7097 0.0000 0.0000 alpha_VALUE
2025-02-21 2025-02-24 bcost NaN NaN -0.0010 cost
2025-02-21 2025-02-24 fcost NaN NaN -0.0001 cost
2025-02-21 2025-02-24 ind_construction_materials -0.0143 0.0031 -0.0000 tilt_INDUSTRY
2025-02-21 2025-02-24 ind_oil_gas -0.0246 -0.0034 0.0001 tilt_INDUSTRY
2025-02-21 2025-02-24 sbeta_market 0.0325 0.0021 0.0001 risk_exposure
2025-02-21 2025-02-24 ind_transportation_infrastructure -0.0190 0.0009 -0.0000 tilt_INDUSTRY
2025-02-21 2025-02-24 ind_banking_services 0.0394 0.0003 0.0000 tilt_INDUSTRY
2025-02-21 2025-02-24 ind_food_drug_retail -0.0102 0.0014 -0.0000 tilt_INDUSTRY
2025-02-21 2025-02-24 country_MY 0.0113 -0.0013 -0.0000 tilt_COUNTRY
2025-02-21 2025-02-24 ind_holding_companies 0.0000 -0.0087 0.0000 tilt_INDUSTRY
2025-02-21 2025-02-24 ind_textiles_apparel -0.0538 0.0067 -0.0004 tilt_INDUSTRY
2025-02-21 2025-02-24 ind_leisure_products -0.0023 0.0055 -0.0000 tilt_INDUSTRY
2025-02-21 2025-02-24 ind_construction_engineering -0.1126 0.0091 -0.0010 tilt_INDUSTRY
2025-02-21 2025-02-24 linkage 1.0236 -0.0001 -0.0001 alpha_MOMENTUM
2025-02-21 2025-02-24 impactCost NaN NaN -0.0001 cost
2025-02-21 2025-02-24 ind_household_products_services -0.0430 0.0021 -0.0001 tilt_INDUSTRY
2025-02-21 2025-02-24 country_KR 0.0000 0.0001 0.0000 tilt_COUNTRY
2025-02-21 2025-02-24 country_IN 0.0674 -0.0081 -0.0005 tilt_COUNTRY
2025-02-21 2025-02-24 ind_real_estate_operations -0.0352 0.0118 -0.0004 tilt_INDUSTRY
2025-02-21 2025-02-24 ind_multiline_utilities -0.0086 0.0077 -0.0001 tilt_INDUSTRY
2025-02-21 2025-02-24 country_SG -0.0626 0.0045 -0.0003 tilt_COUNTRY
2025-02-21 2025-02-24 ind_containers_packaging -0.0163 0.0034 -0.0001 tilt_INDUSTRY
2025-02-21 2025-02-24 country_ID 0.0563 -0.0079 -0.0004 tilt_COUNTRY
2025-02-21 2025-02-24 ind_renewable_energy 0.0221 0.0058 0.0001 tilt_INDUSTRY
2025-02-21 2025-02-24 ind_water_utilities -0.0040 0.0025 -0.0000 tilt_INDUSTRY
2025-02-21 2025-02-24 country_JP -0.0272 0.0019 -0.0001 tilt_COUNTRY
2025-02-21 2025-02-24 ind_passenger_transportation 0.0721 0.0098 0.0007 tilt_INDUSTRY
2025-02-21 2025-02-24 ind_semiconductors -0.0845 -0.0033 0.0003 tilt_INDUSTRY
2025-02-21 2025-02-24 ind_household_goods -0.0121 0.0065 -0.0001 tilt_INDUSTRY
2025-02-21 2025-02-24 ind_homebuilding_building_products -0.0185 0.0030 -0.0001 tilt_INDUSTRY
2025-02-21 2025-02-24 ind_oil_gas_equipment_services -0.0109 -0.0106 0.0001 tilt_INDUSTRY
2025-02-21 2025-02-24 quality 3.3765 -0.0017 -0.0057 alpha_QUALITY
2025-02-21 2025-02-24 ind_industrial_distribution -0.0014 0.0020 -0.0000 tilt_INDUSTRY
2025-02-21 2025-02-24 ind_commercial_services_supplies 0.0419 0.0019 0.0001 tilt_INDUSTRY
2025-02-21 2025-02-24 ind_hotels_entertainment -0.0698 0.0037 -0.0003 tilt_INDUSTRY
2025-02-21 2025-02-24 ind_freight_logistics 0.0398 -0.0014 -0.0001 tilt_INDUSTRY
2025-02-21 2025-02-24 revision 0.8233 -0.0004 -0.0003 alpha_REVISION
2025-02-21 2025-02-24 stability 5.4555 -0.0001 -0.0003 alpha_QUALITY
2025-02-21 2025-02-24 ind_communications_equipment 0.0524 -0.0055 -0.0003 tilt_INDUSTRY
2025-02-21 2025-02-24 ind_chemicals 0.0040 0.0035 0.0000 tilt_INDUSTRY
2025-02-21 2025-02-24 size_MID -0.0970 0.0008 -0.0001 tilt_SIZE
2025-02-21 2025-02-24 size_LARGE 0.1290 -0.0010 -0.0001 tilt_SIZE
2025-02-21 2025-02-24 country_AU -0.1000 0.0033 -0.0003 tilt_COUNTRY
2025-02-21 2025-02-24 ind_diversified_retail 0.0001 0.0033 0.0000 tilt_INDUSTRY
2025-02-21 2025-02-24 market 0.0232 -0.0037 -0.0001 risk_exposure
2025-02-21 2025-02-24 size_MICRO -0.0077 -0.0006 0.0000 tilt_SIZE
2025-02-21 2025-02-24 reversal 1.1954 0.0022 0.0027 alpha_REVERSAL
2025-02-21 2025-02-24 country_NZ -0.0194 -0.0090 0.0002 tilt_COUNTRY
2025-02-21 2025-02-24 ind_specialty_reatil 0.0255 0.0023 0.0001 tilt_INDUSTRY
2025-02-21 2025-02-24 ind_insurance 0.0573 0.0069 0.0004 tilt_INDUSTRY
2025-02-21 2025-02-24 ind_electronic_equipment -0.0363 -0.0024 0.0001 tilt_INDUSTRY
2025-02-21 2025-02-24 country_TW -0.0714 0.0006 -0.0000 tilt_COUNTRY
2025-02-21 2025-02-24 ind_paper_forestry -0.0007 0.0014 -0.0000 tilt_INDUSTRY
2025-02-21 2025-02-24 linearCost NaN NaN -0.0001 cost
2025-02-21 2025-02-24 ind_software_it_services 0.0967 -0.0100 -0.0010 tilt_INDUSTRY
2025-02-21 2025-02-24 country_CN 0.1785 0.0001 0.0000 tilt_COUNTRY
2025-02-21 2025-02-24 ind_investment_services 0.0897 -0.0059 -0.0005 tilt_INDUSTRY
2025-02-21 2025-02-24 ind_biotechnology -0.0067 -0.0092 0.0001 tilt_INDUSTRY
2025-02-21 2025-02-24 ind_healthcare_equipment_supplies -0.0260 -0.0067 0.0002 tilt_INDUSTRY
2025-02-21 2025-02-24 ind_consumer_goods_conglomerates 0.0178 0.0010 0.0000 tilt_INDUSTRY
2025-02-21 2025-02-24 ind_fintech 0.0047 -0.0074 -0.0000 tilt_INDUSTRY
2025-02-21 2025-02-24 momentum 0.4903 -0.0005 -0.0003 alpha_MOMENTUM
2025-02-21 2025-02-24 ind_beverages -0.0857 0.0081 -0.0007 tilt_INDUSTRY
2025-02-21 2025-02-24 country_TH -0.0497 -0.0038 0.0002 tilt_COUNTRY
2025-02-21 2025-02-24 ind_uranium -0.0013 -0.0278 0.0000 tilt_INDUSTRY
2025-02-21 2025-02-24 value_gc 1.2091 0.0011 0.0013 alpha_VALUE
2025-02-21 2025-02-24 country_XH -0.0058 0.0007 -0.0000 tilt_COUNTRY
2025-02-21 2025-02-24 ind_computers_phones_household_electronics 0.0393 -0.0024 -0.0001 tilt_INDUSTRY
2025-02-21 2025-02-24 specret NaN NaN 0.0023 unexplained
2025-02-21 2025-02-24 ind_electric_utilities_ipps -0.0160 0.0003 -0.0000 tilt_INDUSTRY
2025-02-21 2025-02-24 country_HK 0.0441 0.0060 0.0003 tilt_COUNTRY
2025-02-21 2025-02-24 ind_automobile -0.0074 0.0002 -0.0000 tilt_INDUSTRY
2025-02-21 2025-02-24 ind_metals_mining -0.0090 -0.0044 0.0000 tilt_INDUSTRY
2025-02-21 2025-02-24 pdiscrepancy NaN NaN -0.0000 unexplained
2025-02-21 2025-02-24 ind_integrated_hardware_software 0.0134 -0.0029 -0.0000 tilt_INDUSTRY
2025-02-21 2025-02-24 ind_food_tobacco 0.1059 0.0071 0.0008 tilt_INDUSTRY
2025-02-24 2025-02-25 ind_healthcare_providers_services -0.0082 0.0065 -0.0001 tilt_INDUSTRY
2025-02-24 2025-02-25 ind_pharmaceuticals -0.0588 0.0026 -0.0002 tilt_INDUSTRY
2025-02-24 2025-02-25 quality 3.3290 -0.0014 -0.0047 alpha_QUALITY
2025-02-24 2025-02-25 reversal 1.1763 0.0006 0.0007 alpha_REVERSAL
2025-02-24 2025-02-25 size_MICRO -0.0078 0.0013 -0.0000 tilt_SIZE
2025-02-24 2025-02-25 market 0.0191 -0.0064 -0.0001 risk_exposure
2025-02-24 2025-02-25 size_LARGE 0.1220 -0.0002 -0.0000 tilt_SIZE
2025-02-24 2025-02-25 country_MY 0.0111 -0.0078 -0.0001 tilt_COUNTRY
2025-02-24 2025-02-25 pdiscrepancy NaN NaN 0.0000 unexplained
2025-02-24 2025-02-25 ind_fintech 0.0049 -0.0062 -0.0000 tilt_INDUSTRY
2025-02-24 2025-02-25 country_TH -0.0481 -0.0177 0.0009 tilt_COUNTRY
2025-02-24 2025-02-25 ind_electric_utilities_ipps -0.0161 0.0004 -0.0000 tilt_INDUSTRY
2025-02-24 2025-02-25 ind_food_drug_retail -0.0128 0.0019 -0.0000 tilt_INDUSTRY
2025-02-24 2025-02-25 ind_healthcare_equipment_supplies -0.0271 -0.0007 0.0000 tilt_INDUSTRY
2025-02-24 2025-02-25 value_liq 0.7164 -0.0011 -0.0008 alpha_VALUE
2025-02-24 2025-02-25 ind_hotels_entertainment -0.0707 -0.0051 0.0004 tilt_INDUSTRY
2025-02-24 2025-02-25 ind_paper_forestry -0.0006 -0.0069 0.0000 tilt_INDUSTRY
2025-02-24 2025-02-25 country_AU -0.0982 0.0021 -0.0002 tilt_COUNTRY
2025-02-24 2025-02-25 ind_food_tobacco 0.1054 -0.0003 -0.0000 tilt_INDUSTRY
2025-02-24 2025-02-25 ind_homebuilding_building_products -0.0186 -0.0074 0.0001 tilt_INDUSTRY
2025-02-24 2025-02-25 ind_household_goods -0.0120 -0.0110 0.0001 tilt_INDUSTRY
2025-02-24 2025-02-25 neglect 1.3122 0.0007 0.0009 alpha_VALUE
2025-02-24 2025-02-25 ind_passenger_transportation 0.0720 0.0046 0.0003 tilt_INDUSTRY
2025-02-24 2025-02-25 country_PH 0.0015 0.0015 0.0000 tilt_COUNTRY
2025-02-24 2025-02-25 ind_holding_companies 0.0000 -0.0108 0.0000 tilt_INDUSTRY
2025-02-24 2025-02-25 value_gc 1.1920 0.0006 0.0007 alpha_VALUE
2025-02-24 2025-02-25 ind_beverages -0.0821 -0.0071 0.0006 tilt_INDUSTRY
2025-02-24 2025-02-25 country_SG -0.0623 0.0059 -0.0004 tilt_COUNTRY
2025-02-24 2025-02-25 ind_real_estate_operations -0.0341 0.0003 -0.0000 tilt_INDUSTRY
2025-02-24 2025-02-25 ind_freight_logistics 0.0442 0.0019 0.0001 tilt_INDUSTRY
2025-02-24 2025-02-25 ind_biotechnology -0.0068 0.0023 -0.0000 tilt_INDUSTRY
2025-02-24 2025-02-25 ind_banking_services 0.0547 0.0013 0.0001 tilt_INDUSTRY
2025-02-24 2025-02-25 country_IN 0.0671 0.0012 0.0001 tilt_COUNTRY
2025-02-24 2025-02-25 country_NZ -0.0192 -0.0062 0.0001 tilt_COUNTRY
2025-02-24 2025-02-25 bcost NaN NaN -0.0003 cost
2025-02-24 2025-02-25 ind_electronic_equipment -0.0305 -0.0001 0.0000 tilt_INDUSTRY
2025-02-24 2025-02-25 momentum 0.4794 0.0003 0.0001 alpha_MOMENTUM
2025-02-24 2025-02-25 size_MID -0.0967 -0.0015 0.0001 tilt_SIZE
2025-02-24 2025-02-25 sdiscrepancy NaN NaN -0.0001 unexplained
2025-02-24 2025-02-25 ind_office_equipment 0.0008 -0.0001 -0.0000 tilt_INDUSTRY
2025-02-24 2025-02-25 ind_metals_mining -0.0109 -0.0022 0.0000 tilt_INDUSTRY
2025-02-24 2025-02-25 ind_chemicals 0.0088 -0.0008 -0.0000 tilt_INDUSTRY
2025-02-24 2025-02-25 ind_construction_materials -0.0142 0.0057 -0.0001 tilt_INDUSTRY
2025-02-24 2025-02-25 ind_transportation_infrastructure -0.0184 0.0001 -0.0000 tilt_INDUSTRY
2025-02-24 2025-02-25 country_TW -0.0724 -0.0006 0.0000 tilt_COUNTRY
2025-02-24 2025-02-25 ind_investment_services 0.0884 -0.0028 -0.0002 tilt_INDUSTRY
2025-02-24 2025-02-25 ind_oil_gas_equipment_services -0.0109 -0.0081 0.0001 tilt_INDUSTRY
2025-02-24 2025-02-25 fmom 1.1901 -0.0006 -0.0007 alpha_QUALITY
2025-02-24 2025-02-25 fcost NaN NaN -0.0000 cost
2025-02-24 2025-02-25 ind_integrated_hardware_software 0.0131 0.0120 0.0002 tilt_INDUSTRY
2025-02-24 2025-02-25 country_KR 0.0000 -0.0014 0.0000 tilt_COUNTRY
2025-02-24 2025-02-25 impactCost NaN NaN -0.0001 cost
2025-02-24 2025-02-25 ind_communications_equipment 0.0439 -0.0026 -0.0001 tilt_INDUSTRY
2025-02-24 2025-02-25 ind_household_products_services -0.0426 0.0078 -0.0003 tilt_INDUSTRY
2025-02-24 2025-02-25 country_CN 0.1836 -0.0004 -0.0001 tilt_COUNTRY
2025-02-24 2025-02-25 country_HK 0.0363 0.0004 0.0000 tilt_COUNTRY
2025-02-24 2025-02-25 ind_textiles_apparel -0.0514 -0.0022 0.0001 tilt_INDUSTRY
2025-02-24 2025-02-25 ind_uranium -0.0022 -0.0290 0.0001 tilt_INDUSTRY
2025-02-24 2025-02-25 ind_media_publishing 0.0070 -0.0043 -0.0000 tilt_INDUSTRY
2025-02-24 2025-02-25 ind_consumer_goods_conglomerates 0.0172 -0.0090 -0.0002 tilt_INDUSTRY
2025-02-24 2025-02-25 size_SMALL 0.0017 0.0020 0.0000 tilt_SIZE
2025-02-24 2025-02-25 ind_commercial_services_supplies 0.0394 -0.0048 -0.0002 tilt_INDUSTRY
2025-02-24 2025-02-25 ind_diversified_retail 0.0001 -0.0080 -0.0000 tilt_INDUSTRY
2025-02-24 2025-02-25 ind_automobile -0.0066 0.0059 -0.0000 tilt_INDUSTRY
2025-02-24 2025-02-25 country_XH -0.0036 -0.0064 0.0000 tilt_COUNTRY
2025-02-24 2025-02-25 ind_construction_engineering -0.1113 -0.0049 0.0005 tilt_INDUSTRY
2025-02-24 2025-02-25 revision 0.8019 0.0011 0.0009 alpha_REVISION
2025-02-24 2025-02-25 country_JP -0.0322 0.0068 -0.0002 tilt_COUNTRY
2025-02-24 2025-02-25 ind_multiline_utilities -0.0088 -0.0042 0.0000 tilt_INDUSTRY
2025-02-24 2025-02-25 ind_computers_phones_household_electronics 0.0408 0.0007 0.0000 tilt_INDUSTRY
2025-02-24 2025-02-25 ind_specialty_reatil 0.0266 -0.0059 -0.0002 tilt_INDUSTRY
2025-02-24 2025-02-25 stability 5.3934 -0.0005 -0.0029 alpha_QUALITY
2025-02-24 2025-02-25 specret NaN NaN 0.0017 unexplained
2025-02-24 2025-02-25 ind_software_it_services 0.0979 -0.0062 -0.0006 tilt_INDUSTRY
2025-02-24 2025-02-25 country_ID 0.0555 -0.0232 -0.0013 tilt_COUNTRY
2025-02-24 2025-02-25 sbeta_market 0.0357 -0.0020 -0.0001 risk_exposure
2025-02-24 2025-02-25 ind_leisure_products -0.0022 0.0004 -0.0000 tilt_INDUSTRY
2025-02-24 2025-02-25 ind_machinery 0.0602 0.0032 0.0002 tilt_INDUSTRY
2025-02-24 2025-02-25 ind_oil_gas -0.0203 0.0008 -0.0000 tilt_INDUSTRY
2025-02-24 2025-02-25 ind_insurance 0.0499 -0.0038 -0.0002 tilt_INDUSTRY
2025-02-24 2025-02-25 ind_water_utilities -0.0038 0.0010 -0.0000 tilt_INDUSTRY
2025-02-24 2025-02-25 ind_telecommunications_serices 0.0664 -0.0018 -0.0001 tilt_INDUSTRY
2025-02-24 2025-02-25 ind_containers_packaging -0.0161 -0.0006 0.0000 tilt_INDUSTRY
2025-02-24 2025-02-25 ind_industrial_distribution -0.0014 0.0446 -0.0001 tilt_INDUSTRY
2025-02-24 2025-02-25 ind_natural_gas_utilities -0.0175 0.0034 -0.0001 tilt_INDUSTRY
2025-02-24 2025-02-25 linearCost NaN NaN -0.0001 cost
2025-02-24 2025-02-25 ind_renewable_energy 0.0236 0.0168 0.0004 tilt_INDUSTRY
2025-02-24 2025-02-25 linkage 1.0471 0.0001 0.0001 alpha_MOMENTUM
2025-02-24 2025-02-25 ind_semiconductors -0.0831 -0.0008 0.0001 tilt_INDUSTRY
2025-02-24 2025-02-25 ind_aerospace_defense 0.0087 0.0040 0.0000 tilt_INDUSTRY
2025-02-24 2025-02-25 ind_coal -0.0546 0.0059 -0.0003 tilt_INDUSTRY
2025-02-25 2025-02-26 ind_renewable_energy 0.0249 0.0214 0.0005 tilt_INDUSTRY
2025-02-25 2025-02-26 ind_semiconductors -0.0799 -0.0038 0.0003 tilt_INDUSTRY
2025-02-25 2025-02-26 ind_biotechnology -0.0058 0.0127 -0.0001 tilt_INDUSTRY
2025-02-25 2025-02-26 ind_multiline_utilities -0.0091 0.0024 -0.0000 tilt_INDUSTRY
2025-02-25 2025-02-26 ind_coal -0.0549 -0.0019 0.0001 tilt_INDUSTRY
2025-02-25 2025-02-26 country_JP -0.0451 -0.0040 0.0002 tilt_COUNTRY
2025-02-25 2025-02-26 ind_insurance 0.0472 0.0037 0.0002 tilt_INDUSTRY
2025-02-25 2025-02-26 ind_diversified_retail 0.0001 0.0023 0.0000 tilt_INDUSTRY
2025-02-25 2025-02-26 ind_telecommunications_serices 0.0612 -0.0001 -0.0000 tilt_INDUSTRY
2025-02-25 2025-02-26 ind_paper_forestry -0.0007 0.0042 -0.0000 tilt_INDUSTRY
2025-02-25 2025-02-26 ind_healthcare_equipment_supplies -0.0308 -0.0071 0.0002 tilt_INDUSTRY
2025-02-25 2025-02-26 ind_banking_services 0.0562 0.0009 0.0001 tilt_INDUSTRY
2025-02-25 2025-02-26 ind_consumer_goods_conglomerates 0.0171 -0.0053 -0.0001 tilt_INDUSTRY
2025-02-25 2025-02-26 momentum 0.5042 -0.0008 -0.0004 alpha_MOMENTUM
2025-02-25 2025-02-26 ind_media_publishing 0.0000 -0.0053 -0.0000 tilt_INDUSTRY
2025-02-25 2025-02-26 ind_pharmaceuticals -0.0698 0.0051 -0.0004 tilt_INDUSTRY
2025-02-25 2025-02-26 ind_uranium -0.0028 -0.0316 0.0001 tilt_INDUSTRY
2025-02-25 2025-02-26 specret NaN NaN 0.0033 unexplained
2025-02-25 2025-02-26 ind_aerospace_defense 0.0082 -0.0083 -0.0001 tilt_INDUSTRY
2025-02-25 2025-02-26 ind_metals_mining -0.0097 -0.0022 0.0000 tilt_INDUSTRY
2025-02-25 2025-02-26 ind_construction_materials -0.0142 0.0007 -0.0000 tilt_INDUSTRY
2025-02-25 2025-02-26 ind_household_goods -0.0138 0.0048 -0.0001 tilt_INDUSTRY
2025-02-25 2025-02-26 linearCost NaN NaN -0.0001 cost
2025-02-25 2025-02-26 size_MICRO -0.0072 -0.0017 0.0000 tilt_SIZE
2025-02-25 2025-02-26 ind_fintech 0.0048 0.0088 0.0000 tilt_INDUSTRY
2025-02-25 2025-02-26 revision 0.8967 -0.0002 -0.0002 alpha_REVISION
2025-02-25 2025-02-26 ind_holding_companies 0.0000 0.0016 0.0000 tilt_INDUSTRY
2025-02-25 2025-02-26 fmom 1.2402 -0.0003 -0.0003 alpha_QUALITY
2025-02-25 2025-02-26 ind_industrial_distribution -0.0017 -0.0166 0.0000 tilt_INDUSTRY
2025-02-25 2025-02-26 value_liq 0.7551 -0.0004 -0.0003 alpha_VALUE
2025-02-25 2025-02-26 country_AU -0.0980 -0.0065 0.0006 tilt_COUNTRY
2025-02-25 2025-02-26 fcost NaN NaN -0.0000 cost
2025-02-25 2025-02-26 country_CN 0.1756 -0.0011 -0.0002 tilt_COUNTRY
2025-02-25 2025-02-26 ind_electronic_equipment -0.0272 -0.0040 0.0001 tilt_INDUSTRY
2025-02-25 2025-02-26 ind_computers_phones_household_electronics 0.0431 0.0027 0.0001 tilt_INDUSTRY
2025-02-25 2025-02-26 ind_office_equipment 0.0008 -0.0071 -0.0000 tilt_INDUSTRY
2025-02-25 2025-02-26 country_HK 0.0321 0.0066 0.0002 tilt_COUNTRY
2025-02-25 2025-02-26 ind_leisure_products -0.0020 -0.0070 0.0000 tilt_INDUSTRY
2025-02-25 2025-02-26 ind_food_tobacco 0.1036 0.0006 0.0001 tilt_INDUSTRY
2025-02-25 2025-02-26 ind_investment_services 0.0886 0.0077 0.0007 tilt_INDUSTRY
2025-02-25 2025-02-26 pdiscrepancy NaN NaN 0.0000 unexplained
2025-02-25 2025-02-26 ind_homebuilding_building_products -0.0197 0.0022 -0.0000 tilt_INDUSTRY
2025-02-25 2025-02-26 country_PH 0.0015 0.0136 0.0000 tilt_COUNTRY
2025-02-25 2025-02-26 ind_electric_utilities_ipps -0.0166 0.0037 -0.0001 tilt_INDUSTRY
2025-02-25 2025-02-26 ind_oil_gas_equipment_services -0.0115 -0.0034 0.0000 tilt_INDUSTRY
2025-02-25 2025-02-26 stability 5.4201 0.0004 0.0019 alpha_QUALITY
2025-02-25 2025-02-26 country_MY 0.0110 0.0110 0.0001 tilt_COUNTRY
2025-02-25 2025-02-26 ind_freight_logistics 0.0516 -0.0003 -0.0000 tilt_INDUSTRY
2025-02-25 2025-02-26 ind_transportation_infrastructure -0.0187 0.0022 -0.0000 tilt_INDUSTRY
2025-02-25 2025-02-26 ind_specialty_reatil 0.0282 0.0049 0.0001 tilt_INDUSTRY
2025-02-25 2025-02-26 ind_chemicals 0.0157 0.0006 0.0000 tilt_INDUSTRY
2025-02-25 2025-02-26 ind_household_products_services -0.0426 0.0038 -0.0002 tilt_INDUSTRY
2025-02-25 2025-02-26 ind_software_it_services 0.0986 -0.0056 -0.0005 tilt_INDUSTRY
2025-02-25 2025-02-26 country_SG -0.0625 -0.0024 0.0001 tilt_COUNTRY
2025-02-25 2025-02-26 ind_food_drug_retail -0.0123 0.0001 -0.0000 tilt_INDUSTRY
2025-02-25 2025-02-26 country_IN 0.0687 -0.0012 -0.0001 tilt_COUNTRY
2025-02-25 2025-02-26 market 0.0025 -0.0026 -0.0000 risk_exposure
2025-02-25 2025-02-26 linkage 1.0629 -0.0005 -0.0005 alpha_MOMENTUM
2025-02-25 2025-02-26 ind_oil_gas -0.0127 -0.0076 0.0001 tilt_INDUSTRY
2025-02-25 2025-02-26 ind_containers_packaging -0.0158 0.0061 -0.0001 tilt_INDUSTRY
2025-02-25 2025-02-26 size_LARGE 0.1098 0.0031 0.0003 tilt_SIZE
2025-02-25 2025-02-26 country_ID 0.0550 0.0026 0.0001 tilt_COUNTRY
2025-02-25 2025-02-26 sbeta_market 0.0244 0.0104 0.0003 risk_exposure
2025-02-25 2025-02-26 quality 3.3207 -0.0008 -0.0025 alpha_QUALITY
2025-02-25 2025-02-26 ind_natural_gas_utilities -0.0170 0.0036 -0.0001 tilt_INDUSTRY
2025-02-25 2025-02-26 ind_passenger_transportation 0.0711 0.0017 0.0001 tilt_INDUSTRY
2025-02-25 2025-02-26 ind_water_utilities -0.0040 0.0031 -0.0000 tilt_INDUSTRY
2025-02-25 2025-02-26 ind_machinery 0.0490 -0.0014 -0.0001 tilt_INDUSTRY
2025-02-25 2025-02-26 country_TW -0.0731 0.0004 -0.0000 tilt_COUNTRY
2025-02-25 2025-02-26 size_MID -0.1000 -0.0013 0.0001 tilt_SIZE
2025-02-25 2025-02-26 ind_beverages -0.0866 0.0043 -0.0004 tilt_INDUSTRY
2025-02-25 2025-02-26 impactCost NaN NaN -0.0001 cost
2025-02-25 2025-02-26 bcost NaN NaN -0.0003 cost
2025-02-25 2025-02-26 neglect 1.2958 -0.0001 -0.0001 alpha_VALUE
2025-02-25 2025-02-26 ind_construction_engineering -0.1111 0.0008 -0.0001 tilt_INDUSTRY
2025-02-25 2025-02-26 ind_automobile -0.0084 0.0001 -0.0000 tilt_INDUSTRY
2025-02-25 2025-02-26 country_NZ -0.0196 0.0064 -0.0001 tilt_COUNTRY
2025-02-25 2025-02-26 ind_healthcare_providers_services -0.0070 -0.0054 0.0000 tilt_INDUSTRY
2025-02-25 2025-02-26 value_gc 1.2256 0.0004 0.0004 alpha_VALUE
2025-02-25 2025-02-26 reversal 1.1714 0.0016 0.0019 alpha_REVERSAL
2025-02-25 2025-02-26 ind_integrated_hardware_software 0.0128 -0.0142 -0.0002 tilt_INDUSTRY
2025-02-25 2025-02-26 country_TH -0.0426 0.0159 -0.0007 tilt_COUNTRY
2025-02-25 2025-02-26 ind_communications_equipment 0.0400 -0.0099 -0.0004 tilt_INDUSTRY
2025-02-25 2025-02-26 sdiscrepancy NaN NaN 0.0001 unexplained
2025-02-25 2025-02-26 ind_real_estate_operations -0.0328 0.0103 -0.0003 tilt_INDUSTRY
2025-02-25 2025-02-26 country_KR 0.0000 0.0038 0.0000 tilt_COUNTRY
2025-02-25 2025-02-26 country_XH -0.0007 0.0124 -0.0000 tilt_COUNTRY
2025-02-25 2025-02-26 size_SMALL -0.0001 -0.0007 0.0000 tilt_SIZE
2025-02-25 2025-02-26 ind_textiles_apparel -0.0471 -0.0026 0.0001 tilt_INDUSTRY
2025-02-25 2025-02-26 ind_hotels_entertainment -0.0714 0.0014 -0.0001 tilt_INDUSTRY
2025-02-25 2025-02-26 ind_commercial_services_supplies 0.0372 -0.0022 -0.0001 tilt_INDUSTRY
2025-02-26 2025-02-27 sdiscrepancy NaN NaN -0.0004 unexplained
2025-02-26 2025-02-27 size_LARGE 0.0931 0.0003 0.0000 tilt_SIZE
2025-02-26 2025-02-27 country_PH 0.0015 -0.0095 -0.0000 tilt_COUNTRY
2025-02-26 2025-02-27 ind_healthcare_providers_services -0.0060 0.0060 -0.0000 tilt_INDUSTRY
2025-02-26 2025-02-27 ind_leisure_products -0.0019 0.0118 -0.0000 tilt_INDUSTRY
2025-02-26 2025-02-27 sbeta_market 0.0289 -0.0027 -0.0001 risk_exposure
2025-02-26 2025-02-27 size_SMALL 0.0028 -0.0008 -0.0000 tilt_SIZE
2025-02-26 2025-02-27 ind_banking_services 0.0625 0.0053 0.0003 tilt_INDUSTRY
2025-02-26 2025-02-27 ind_insurance 0.0440 0.0040 0.0002 tilt_INDUSTRY
2025-02-26 2025-02-27 country_TW -0.0754 -0.0082 0.0006 tilt_COUNTRY
2025-02-26 2025-02-27 value_liq 0.7550 0.0009 0.0007 alpha_VALUE
2025-02-26 2025-02-27 ind_renewable_energy 0.0244 -0.0141 -0.0003 tilt_INDUSTRY
2025-02-26 2025-02-27 ind_aerospace_defense 0.0079 -0.0089 -0.0001 tilt_INDUSTRY
2025-02-26 2025-02-27 market -0.0101 0.0007 -0.0000 risk_exposure
2025-02-26 2025-02-27 ind_textiles_apparel -0.0427 0.0128 -0.0005 tilt_INDUSTRY
2025-02-26 2025-02-27 ind_transportation_infrastructure -0.0191 0.0109 -0.0002 tilt_INDUSTRY
2025-02-26 2025-02-27 country_MY 0.0101 -0.0004 -0.0000 tilt_COUNTRY
2025-02-26 2025-02-27 reversal 0.8477 0.0009 0.0007 alpha_REVERSAL
2025-02-26 2025-02-27 fmom 1.2732 -0.0002 -0.0003 alpha_QUALITY
2025-02-26 2025-02-27 fcost NaN NaN -0.0000 cost
2025-02-26 2025-02-27 ind_holding_companies 0.0000 0.0054 0.0000 tilt_INDUSTRY
2025-02-26 2025-02-27 ind_diversified_retail 0.0001 0.0037 0.0000 tilt_INDUSTRY
2025-02-26 2025-02-27 ind_media_publishing -0.0077 -0.0082 0.0001 tilt_INDUSTRY
2025-02-26 2025-02-27 ind_food_drug_retail -0.0152 0.0028 -0.0000 tilt_INDUSTRY
2025-02-26 2025-02-27 ind_construction_engineering -0.1084 -0.0028 0.0003 tilt_INDUSTRY
2025-02-26 2025-02-27 ind_construction_materials -0.0142 0.0061 -0.0001 tilt_INDUSTRY
2025-02-26 2025-02-27 ind_chemicals 0.0243 0.0029 0.0001 tilt_INDUSTRY
2025-02-26 2025-02-27 ind_oil_gas -0.0094 0.0035 -0.0000 tilt_INDUSTRY
2025-02-26 2025-02-27 ind_coal -0.0561 -0.0028 0.0002 tilt_INDUSTRY
2025-02-26 2025-02-27 neglect 1.2896 -0.0002 -0.0003 alpha_VALUE
2025-02-26 2025-02-27 size_MICRO -0.0071 -0.0000 0.0000 tilt_SIZE
2025-02-26 2025-02-27 revision 0.9680 0.0007 0.0007 alpha_REVISION
2025-02-26 2025-02-27 ind_machinery 0.0435 -0.0007 -0.0000 tilt_INDUSTRY
2025-02-26 2025-02-27 value_gc 1.2194 0.0014 0.0017 alpha_VALUE
2025-02-26 2025-02-27 ind_freight_logistics 0.0562 0.0028 0.0002 tilt_INDUSTRY
2025-02-26 2025-02-27 ind_beverages -0.0897 0.0148 -0.0013 tilt_INDUSTRY
2025-02-26 2025-02-27 ind_healthcare_equipment_supplies -0.0357 -0.0004 0.0000 tilt_INDUSTRY
2025-02-26 2025-02-27 momentum 0.5517 -0.0006 -0.0003 alpha_MOMENTUM
2025-02-26 2025-02-27 ind_containers_packaging -0.0147 0.0037 -0.0001 tilt_INDUSTRY
2025-02-26 2025-02-27 ind_paper_forestry -0.0007 0.0058 -0.0000 tilt_INDUSTRY
2025-02-26 2025-02-27 ind_hotels_entertainment -0.0725 0.0047 -0.0003 tilt_INDUSTRY
2025-02-26 2025-02-27 country_JP -0.0506 0.0067 -0.0003 tilt_COUNTRY
2025-02-26 2025-02-27 ind_multiline_utilities -0.0095 0.0102 -0.0001 tilt_INDUSTRY
2025-02-26 2025-02-27 stability 5.4667 -0.0002 -0.0011 alpha_QUALITY
2025-02-26 2025-02-27 ind_consumer_goods_conglomerates 0.0188 0.0072 0.0001 tilt_INDUSTRY
2025-02-26 2025-02-27 ind_household_products_services -0.0424 0.0049 -0.0002 tilt_INDUSTRY
2025-02-26 2025-02-27 country_SG -0.0632 0.0027 -0.0002 tilt_COUNTRY
2025-02-26 2025-02-27 ind_software_it_services 0.1024 -0.0108 -0.0011 tilt_INDUSTRY
2025-02-26 2025-02-27 bcost NaN NaN -0.0003 cost
2025-02-26 2025-02-27 ind_real_estate_operations -0.0293 0.0022 -0.0001 tilt_INDUSTRY
2025-02-26 2025-02-27 country_NZ -0.0201 0.0049 -0.0001 tilt_COUNTRY
2025-02-26 2025-02-27 ind_commercial_services_supplies 0.0373 -0.0004 -0.0000 tilt_INDUSTRY
2025-02-26 2025-02-27 country_TH -0.0398 -0.0178 0.0007 tilt_COUNTRY
2025-02-26 2025-02-27 ind_specialty_reatil 0.0296 0.0000 0.0000 tilt_INDUSTRY
2025-02-26 2025-02-27 ind_oil_gas_equipment_services -0.0120 0.0062 -0.0001 tilt_INDUSTRY
2025-02-26 2025-02-27 ind_integrated_hardware_software 0.0126 -0.0116 -0.0001 tilt_INDUSTRY
2025-02-26 2025-02-27 country_KR 0.0000 -0.0018 0.0000 tilt_COUNTRY
2025-02-26 2025-02-27 country_IN 0.0694 -0.0128 -0.0009 tilt_COUNTRY
2025-02-26 2025-02-27 ind_communications_equipment 0.0396 -0.0164 -0.0006 tilt_INDUSTRY
2025-02-26 2025-02-27 ind_homebuilding_building_products -0.0216 0.0060 -0.0001 tilt_INDUSTRY
2025-02-26 2025-02-27 impactCost NaN NaN -0.0002 cost
2025-02-26 2025-02-27 ind_automobile -0.0125 0.0052 -0.0001 tilt_INDUSTRY
2025-02-26 2025-02-27 country_XH 0.0004 0.0023 0.0000 tilt_COUNTRY
2025-02-26 2025-02-27 ind_biotechnology -0.0045 -0.0023 0.0000 tilt_INDUSTRY
2025-02-26 2025-02-27 linkage 1.0328 -0.0004 -0.0005 alpha_MOMENTUM
2025-02-26 2025-02-27 ind_food_tobacco 0.1024 0.0064 0.0007 tilt_INDUSTRY
2025-02-26 2025-02-27 ind_telecommunications_serices 0.0555 -0.0025 -0.0001 tilt_INDUSTRY
2025-02-26 2025-02-27 size_MID -0.0989 0.0005 -0.0000 tilt_SIZE
2025-02-26 2025-02-27 ind_semiconductors -0.0771 -0.0082 0.0006 tilt_INDUSTRY
2025-02-26 2025-02-27 ind_office_equipment 0.0008 -0.0042 -0.0000 tilt_INDUSTRY
2025-02-26 2025-02-27 ind_pharmaceuticals -0.0800 0.0034 -0.0003 tilt_INDUSTRY
2025-02-26 2025-02-27 ind_electronic_equipment -0.0252 -0.0104 0.0003 tilt_INDUSTRY
2025-02-26 2025-02-27 ind_industrial_distribution -0.0019 0.0048 -0.0000 tilt_INDUSTRY
2025-02-26 2025-02-27 linearCost NaN NaN -0.0001 cost
2025-02-26 2025-02-27 ind_household_goods -0.0151 0.0163 -0.0002 tilt_INDUSTRY
2025-02-26 2025-02-27 specret NaN NaN -0.0024 unexplained
2025-02-26 2025-02-27 ind_water_utilities -0.0044 0.0016 -0.0000 tilt_INDUSTRY
2025-02-26 2025-02-27 ind_metals_mining -0.0111 0.0028 -0.0000 tilt_INDUSTRY
2025-02-26 2025-02-27 ind_passenger_transportation 0.0696 0.0067 0.0005 tilt_INDUSTRY
2025-02-26 2025-02-27 ind_natural_gas_utilities -0.0168 -0.0019 0.0000 tilt_INDUSTRY
2025-02-26 2025-02-27 ind_electric_utilities_ipps -0.0185 -0.0053 0.0001 tilt_INDUSTRY
2025-02-26 2025-02-27 country_ID 0.0543 -0.0202 -0.0011 tilt_COUNTRY
2025-02-26 2025-02-27 ind_uranium -0.0031 0.0068 -0.0000 tilt_INDUSTRY
2025-02-26 2025-02-27 country_HK 0.0275 0.0084 0.0002 tilt_COUNTRY
2025-02-26 2025-02-27 country_AU -0.0991 0.0033 -0.0003 tilt_COUNTRY
2025-02-26 2025-02-27 ind_fintech 0.0043 -0.0152 -0.0001 tilt_INDUSTRY
2025-02-26 2025-02-27 ind_computers_phones_household_electronics 0.0441 -0.0117 -0.0005 tilt_INDUSTRY
2025-02-26 2025-02-27 ind_investment_services 0.0888 -0.0024 -0.0002 tilt_INDUSTRY
2025-02-26 2025-02-27 pdiscrepancy NaN NaN -0.0000 unexplained
2025-02-26 2025-02-27 quality 3.2946 0.0006 0.0019 alpha_QUALITY
2025-02-26 2025-02-27 country_CN 0.1748 0.0009 0.0002 tilt_COUNTRY
2025-02-27 2025-02-28 ind_homebuilding_building_products -0.0231 0.0099 -0.0002 tilt_INDUSTRY
2025-02-27 2025-02-28 ind_passenger_transportation 0.0677 0.0034 0.0002 tilt_INDUSTRY
2025-02-27 2025-02-28 ind_oil_gas -0.0120 0.0061 -0.0001 tilt_INDUSTRY
2025-02-27 2025-02-28 ind_water_utilities -0.0044 0.0136 -0.0001 tilt_INDUSTRY
2025-02-27 2025-02-28 country_TW -0.0772 0.0158 -0.0012 tilt_COUNTRY
2025-02-27 2025-02-28 ind_containers_packaging -0.0135 0.0097 -0.0001 tilt_INDUSTRY
2025-02-27 2025-02-28 market -0.0141 0.0046 -0.0001 risk_exposure
2025-02-27 2025-02-28 ind_oil_gas_equipment_services -0.0123 0.0153 -0.0002 tilt_INDUSTRY
2025-02-27 2025-02-28 country_ID 0.0557 -0.0449 -0.0025 tilt_COUNTRY
2025-02-27 2025-02-28 country_SG -0.0624 -0.0028 0.0002 tilt_COUNTRY
2025-02-27 2025-02-28 ind_insurance 0.0412 0.0001 0.0000 tilt_INDUSTRY
2025-02-27 2025-02-28 ind_transportation_infrastructure -0.0189 0.0031 -0.0001 tilt_INDUSTRY
2025-02-27 2025-02-28 ind_semiconductors -0.0739 -0.0101 0.0007 tilt_INDUSTRY
2025-02-27 2025-02-28 ind_electronic_equipment -0.0232 -0.0103 0.0002 tilt_INDUSTRY
2025-02-27 2025-02-28 ind_leisure_products -0.0017 -0.0047 0.0000 tilt_INDUSTRY
2025-02-27 2025-02-28 ind_coal -0.0565 0.0068 -0.0004 tilt_INDUSTRY
2025-02-27 2025-02-28 specret NaN NaN 0.0040 unexplained
2025-02-27 2025-02-28 ind_investment_services 0.0860 0.0040 0.0003 tilt_INDUSTRY
2025-02-27 2025-02-28 ind_holding_companies 0.0000 0.0034 0.0000 tilt_INDUSTRY
2025-02-27 2025-02-28 ind_fintech 0.0040 0.0119 0.0000 tilt_INDUSTRY
2025-02-27 2025-02-28 country_IN 0.0638 -0.0218 -0.0014 tilt_COUNTRY
2025-02-27 2025-02-28 country_CN 0.1822 0.0097 0.0018 tilt_COUNTRY
2025-02-27 2025-02-28 ind_uranium -0.0030 -0.0081 0.0000 tilt_INDUSTRY
2025-02-27 2025-02-28 fcost NaN NaN -0.0000 cost
2025-02-27 2025-02-28 ind_biotechnology -0.0028 0.0009 -0.0000 tilt_INDUSTRY
2025-02-27 2025-02-28 momentum 0.5649 0.0010 0.0006 alpha_MOMENTUM
2025-02-27 2025-02-28 ind_hotels_entertainment -0.0715 0.0047 -0.0003 tilt_INDUSTRY
2025-02-27 2025-02-28 ind_banking_services 0.0657 0.0008 0.0001 tilt_INDUSTRY
2025-02-27 2025-02-28 sdiscrepancy NaN NaN 0.0001 unexplained
2025-02-27 2025-02-28 ind_consumer_goods_conglomerates 0.0195 -0.0083 -0.0002 tilt_INDUSTRY
2025-02-27 2025-02-28 value_gc 1.1909 -0.0005 -0.0006 alpha_VALUE
2025-02-27 2025-02-28 country_XH 0.0024 -0.0016 -0.0000 tilt_COUNTRY
2025-02-27 2025-02-28 ind_integrated_hardware_software 0.0124 -0.0238 -0.0003 tilt_INDUSTRY
2025-02-27 2025-02-28 neglect 1.2254 -0.0010 -0.0012 alpha_VALUE
2025-02-27 2025-02-28 country_KR 0.0000 -0.0250 0.0000 tilt_COUNTRY
2025-02-27 2025-02-28 reversal 0.9032 0.0000 0.0000 alpha_REVERSAL
2025-02-27 2025-02-28 country_PH 0.0015 -0.0243 -0.0000 tilt_COUNTRY
2025-02-27 2025-02-28 ind_automobile -0.0141 -0.0106 0.0001 tilt_INDUSTRY
2025-02-27 2025-02-28 ind_construction_materials -0.0140 0.0136 -0.0002 tilt_INDUSTRY
2025-02-27 2025-02-28 ind_textiles_apparel -0.0384 0.0027 -0.0001 tilt_INDUSTRY
2025-02-27 2025-02-28 ind_diversified_retail 0.0001 0.0058 0.0000 tilt_INDUSTRY
2025-02-27 2025-02-28 ind_freight_logistics 0.0576 0.0011 0.0001 tilt_INDUSTRY
2025-02-27 2025-02-28 ind_healthcare_equipment_supplies -0.0379 0.0003 -0.0000 tilt_INDUSTRY
2025-02-27 2025-02-28 ind_electric_utilities_ipps -0.0181 0.0048 -0.0001 tilt_INDUSTRY
2025-02-27 2025-02-28 country_HK 0.0235 -0.0022 -0.0001 tilt_COUNTRY
2025-02-27 2025-02-28 ind_paper_forestry -0.0007 0.0106 -0.0000 tilt_INDUSTRY
2025-02-27 2025-02-28 ind_telecommunications_serices 0.0484 -0.0041 -0.0002 tilt_INDUSTRY
2025-02-27 2025-02-28 ind_construction_engineering -0.1040 0.0028 -0.0003 tilt_INDUSTRY
2025-02-27 2025-02-28 impactCost NaN NaN -0.0001 cost
2025-02-27 2025-02-28 ind_communications_equipment 0.0405 -0.0083 -0.0003 tilt_INDUSTRY
2025-02-27 2025-02-28 ind_healthcare_providers_services -0.0097 -0.0043 0.0000 tilt_INDUSTRY
2025-02-27 2025-02-28 country_AU -0.0983 -0.0097 0.0010 tilt_COUNTRY
2025-02-27 2025-02-28 ind_food_tobacco 0.1008 0.0095 0.0010 tilt_INDUSTRY
2025-02-27 2025-02-28 value_liq 0.7472 0.0034 0.0025 alpha_VALUE
2025-02-27 2025-02-28 bcost NaN NaN -0.0003 cost
2025-02-27 2025-02-28 country_TH -0.0445 -0.0082 0.0004 tilt_COUNTRY
2025-02-27 2025-02-28 revision 0.9557 0.0001 0.0001 alpha_REVISION
2025-02-27 2025-02-28 ind_renewable_energy 0.0235 0.0093 0.0002 tilt_INDUSTRY
2025-02-27 2025-02-28 ind_commercial_services_supplies 0.0376 -0.0013 -0.0000 tilt_INDUSTRY
2025-02-27 2025-02-28 country_NZ -0.0198 0.0042 -0.0001 tilt_COUNTRY
2025-02-27 2025-02-28 ind_machinery 0.0350 -0.0032 -0.0001 tilt_INDUSTRY
2025-02-27 2025-02-28 ind_media_publishing -0.0121 -0.0034 0.0000 tilt_INDUSTRY
2025-02-27 2025-02-28 size_MICRO -0.0077 -0.0019 0.0000 tilt_SIZE
2025-02-27 2025-02-28 ind_aerospace_defense 0.0078 0.0016 0.0000 tilt_INDUSTRY
2025-02-27 2025-02-28 ind_real_estate_operations -0.0242 0.0115 -0.0003 tilt_INDUSTRY
2025-02-27 2025-02-28 ind_office_equipment 0.0007 0.0007 0.0000 tilt_INDUSTRY
2025-02-27 2025-02-28 ind_computers_phones_household_electronics 0.0434 -0.0063 -0.0003 tilt_INDUSTRY
2025-02-27 2025-02-28 size_MID -0.0952 0.0010 -0.0001 tilt_SIZE
2025-02-27 2025-02-28 linearCost NaN NaN -0.0001 cost
2025-02-27 2025-02-28 country_JP -0.0501 -0.0030 0.0001 tilt_COUNTRY
2025-02-27 2025-02-28 ind_natural_gas_utilities -0.0160 0.0055 -0.0001 tilt_INDUSTRY
2025-02-27 2025-02-28 size_SMALL 0.0137 -0.0008 -0.0000 tilt_SIZE
2025-02-27 2025-02-28 quality 3.1500 0.0013 0.0042 alpha_QUALITY
2025-02-27 2025-02-28 size_LARGE 0.0751 -0.0005 -0.0000 tilt_SIZE
2025-02-27 2025-02-28 sbeta_market 0.0525 -0.0299 -0.0016 risk_exposure
2025-02-27 2025-02-28 ind_metals_mining -0.0208 0.0053 -0.0001 tilt_INDUSTRY
2025-02-27 2025-02-28 stability 5.3617 -0.0002 -0.0012 alpha_QUALITY
2025-02-27 2025-02-28 ind_specialty_reatil 0.0302 0.0024 0.0001 tilt_INDUSTRY
2025-02-27 2025-02-28 pdiscrepancy NaN NaN 0.0000 unexplained
2025-02-27 2025-02-28 ind_chemicals 0.0316 0.0081 0.0003 tilt_INDUSTRY
2025-02-27 2025-02-28 ind_food_drug_retail -0.0124 -0.0002 0.0000 tilt_INDUSTRY
2025-02-27 2025-02-28 ind_software_it_services 0.1014 -0.0140 -0.0014 tilt_INDUSTRY
2025-02-27 2025-02-28 ind_multiline_utilities -0.0097 0.0039 -0.0000 tilt_INDUSTRY
2025-02-27 2025-02-28 linkage 0.9495 -0.0006 -0.0006 alpha_MOMENTUM
2025-02-27 2025-02-28 country_MY 0.0090 -0.0143 -0.0001 tilt_COUNTRY
2025-02-27 2025-02-28 ind_beverages -0.0836 0.0221 -0.0018 tilt_INDUSTRY
2025-02-27 2025-02-28 ind_household_goods -0.0149 0.0026 -0.0000 tilt_INDUSTRY
2025-02-27 2025-02-28 ind_industrial_distribution -0.0013 0.0055 -0.0000 tilt_INDUSTRY
2025-02-27 2025-02-28 ind_household_products_services -0.0415 0.0049 -0.0002 tilt_INDUSTRY
2025-02-27 2025-02-28 ind_pharmaceuticals -0.0793 0.0019 -0.0002 tilt_INDUSTRY
2025-02-27 2025-02-28 fmom 1.2100 -0.0003 -0.0004 alpha_QUALITY
2025-02-28 2025-03-03 country_JP -0.0544 0.0094 -0.0005 tilt_COUNTRY
2025-02-28 2025-03-03 momentum 0.5313 0.0002 0.0001 alpha_MOMENTUM
2025-02-28 2025-03-03 country_HK 0.0313 0.0006 0.0000 tilt_COUNTRY
2025-02-28 2025-03-03 ind_healthcare_equipment_supplies -0.0371 0.0022 -0.0001 tilt_INDUSTRY
2025-02-28 2025-03-03 ind_food_tobacco 0.0981 0.0005 0.0001 tilt_INDUSTRY
2025-02-28 2025-03-03 country_SG -0.0611 -0.0005 0.0000 tilt_COUNTRY
2025-02-28 2025-03-03 ind_uranium -0.0029 0.0310 -0.0001 tilt_INDUSTRY
2025-02-28 2025-03-03 country_AU -0.0987 0.0049 -0.0005 tilt_COUNTRY
2025-02-28 2025-03-03 country_CN 0.1618 -0.0012 -0.0002 tilt_COUNTRY
2025-02-28 2025-03-03 pdiscrepancy NaN NaN 0.0000 unexplained
2025-02-28 2025-03-03 country_IN 0.0593 -0.0045 -0.0003 tilt_COUNTRY
2025-02-28 2025-03-03 linearCost NaN NaN -0.0003 cost
2025-02-28 2025-03-03 ind_biotechnology 0.0023 -0.0008 -0.0000 tilt_INDUSTRY
2025-02-28 2025-03-03 ind_paper_forestry -0.0008 -0.0059 0.0000 tilt_INDUSTRY
2025-02-28 2025-03-03 ind_machinery 0.0155 -0.0012 -0.0000 tilt_INDUSTRY
2025-02-28 2025-03-03 stability 5.2727 -0.0004 -0.0020 alpha_QUALITY
2025-02-28 2025-03-03 size_MID -0.1004 0.0008 -0.0001 tilt_SIZE
2025-02-28 2025-03-03 ind_natural_gas_utilities -0.0148 -0.0065 0.0001 tilt_INDUSTRY
2025-02-28 2025-03-03 quality 3.0230 0.0004 0.0011 alpha_QUALITY
2025-02-28 2025-03-03 ind_software_it_services 0.1059 0.0048 0.0005 tilt_INDUSTRY
2025-02-28 2025-03-03 country_ID 0.0651 0.0380 0.0025 tilt_COUNTRY
2025-02-28 2025-03-03 ind_passenger_transportation 0.0679 0.0034 0.0002 tilt_INDUSTRY
2025-02-28 2025-03-03 ind_oil_gas_equipment_services -0.0133 -0.0031 0.0000 tilt_INDUSTRY
2025-02-28 2025-03-03 linkage 0.9169 0.0002 0.0002 alpha_MOMENTUM
2025-02-28 2025-03-03 ind_beverages -0.0830 -0.0069 0.0006 tilt_INDUSTRY
2025-02-28 2025-03-03 ind_containers_packaging -0.0132 0.0012 -0.0000 tilt_INDUSTRY
2025-02-28 2025-03-03 ind_household_products_services -0.0408 0.0010 -0.0000 tilt_INDUSTRY
2025-02-28 2025-03-03 ind_homebuilding_building_products -0.0264 -0.0011 0.0000 tilt_INDUSTRY
2025-02-28 2025-03-03 ind_specialty_reatil 0.0297 0.0044 0.0001 tilt_INDUSTRY
2025-02-28 2025-03-03 ind_hotels_entertainment -0.0699 0.0012 -0.0001 tilt_INDUSTRY
2025-02-28 2025-03-03 ind_freight_logistics 0.0579 -0.0018 -0.0001 tilt_INDUSTRY
2025-02-28 2025-03-03 ind_electric_utilities_ipps -0.0185 0.0005 -0.0000 tilt_INDUSTRY
2025-02-28 2025-03-03 impactCost NaN NaN -0.0002 cost
2025-02-28 2025-03-03 ind_communications_equipment 0.0432 -0.0028 -0.0001 tilt_INDUSTRY
2025-02-28 2025-03-03 country_KR 0.0000 -0.0020 0.0000 tilt_COUNTRY
2025-02-28 2025-03-03 ind_commercial_services_supplies 0.0389 0.0017 0.0001 tilt_INDUSTRY
2025-02-28 2025-03-03 country_TH -0.0588 -0.0121 0.0007 tilt_COUNTRY
2025-02-28 2025-03-03 ind_integrated_hardware_software 0.0123 -0.0026 -0.0000 tilt_INDUSTRY
2025-02-28 2025-03-03 country_NZ -0.0187 -0.0058 0.0001 tilt_COUNTRY
2025-02-28 2025-03-03 ind_real_estate_operations -0.0145 0.0043 -0.0001 tilt_INDUSTRY
2025-02-28 2025-03-03 country_XH 0.0107 -0.0011 -0.0000 tilt_COUNTRY
2025-02-28 2025-03-03 ind_multiline_utilities -0.0100 -0.0003 0.0000 tilt_INDUSTRY
2025-02-28 2025-03-03 value_gc 1.1976 -0.0005 -0.0006 alpha_VALUE
2025-02-28 2025-03-03 ind_consumer_goods_conglomerates 0.0181 0.0051 0.0001 tilt_INDUSTRY
2025-02-28 2025-03-03 ind_automobile -0.0133 -0.0010 0.0000 tilt_INDUSTRY
2025-02-28 2025-03-03 ind_fintech 0.0037 -0.0094 -0.0000 tilt_INDUSTRY
2025-02-28 2025-03-03 ind_computers_phones_household_electronics 0.0441 -0.0046 -0.0002 tilt_INDUSTRY
2025-02-28 2025-03-03 ind_media_publishing -0.0156 -0.0017 0.0000 tilt_INDUSTRY
2025-02-28 2025-03-03 value_liq 0.7414 0.0013 0.0009 alpha_VALUE
2025-02-28 2025-03-03 ind_leisure_products -0.0015 -0.0003 0.0000 tilt_INDUSTRY
2025-02-28 2025-03-03 revision 1.0318 0.0006 0.0007 alpha_REVISION
2025-02-28 2025-03-03 country_MY 0.0089 -0.0080 -0.0001 tilt_COUNTRY
2025-02-28 2025-03-03 ind_aerospace_defense 0.0081 0.0052 0.0000 tilt_INDUSTRY
2025-02-28 2025-03-03 ind_transportation_infrastructure -0.0193 -0.0067 0.0001 tilt_INDUSTRY
2025-02-28 2025-03-03 ind_coal -0.0561 0.0002 -0.0000 tilt_INDUSTRY
2025-02-28 2025-03-03 ind_construction_materials -0.0136 0.0085 -0.0001 tilt_INDUSTRY
2025-02-28 2025-03-03 fmom 1.1458 -0.0002 -0.0002 alpha_QUALITY
2025-02-28 2025-03-03 ind_textiles_apparel -0.0355 -0.0006 0.0000 tilt_INDUSTRY
2025-02-28 2025-03-03 size_MICRO -0.0077 -0.0010 0.0000 tilt_SIZE
2025-02-28 2025-03-03 country_PH 0.0015 -0.0007 -0.0000 tilt_COUNTRY
2025-02-28 2025-03-03 ind_holding_companies 0.0000 -0.0016 0.0000 tilt_INDUSTRY
2025-02-28 2025-03-03 ind_diversified_retail 0.0001 0.0017 0.0000 tilt_INDUSTRY
2025-02-28 2025-03-03 neglect 1.1771 -0.0006 -0.0007 alpha_VALUE
2025-02-28 2025-03-03 ind_metals_mining -0.0391 0.0098 -0.0004 tilt_INDUSTRY
2025-02-28 2025-03-03 fcost NaN NaN -0.0001 cost
2025-02-28 2025-03-03 reversal 0.8614 0.0016 0.0013 alpha_REVERSAL
2025-02-28 2025-03-03 ind_water_utilities -0.0044 -0.0052 0.0000 tilt_INDUSTRY
2025-02-28 2025-03-03 ind_renewable_energy 0.0227 0.0061 0.0001 tilt_INDUSTRY
2025-02-28 2025-03-03 ind_banking_services 0.0546 0.0012 0.0001 tilt_INDUSTRY
2025-02-28 2025-03-03 sdiscrepancy NaN NaN 0.0001 unexplained
2025-02-28 2025-03-03 ind_construction_engineering -0.1034 -0.0002 0.0000 tilt_INDUSTRY
2025-02-28 2025-03-03 ind_food_drug_retail -0.0103 0.0058 -0.0001 tilt_INDUSTRY
2025-02-28 2025-03-03 ind_oil_gas -0.0173 -0.0003 0.0000 tilt_INDUSTRY
2025-02-28 2025-03-03 ind_healthcare_providers_services -0.0153 0.0115 -0.0002 tilt_INDUSTRY
2025-02-28 2025-03-03 size_LARGE 0.0693 0.0008 0.0001 tilt_SIZE
2025-02-28 2025-03-03 ind_household_goods -0.0139 -0.0155 0.0002 tilt_INDUSTRY
2025-02-28 2025-03-03 ind_pharmaceuticals -0.0715 0.0011 -0.0001 tilt_INDUSTRY
2025-02-28 2025-03-03 size_SMALL 0.0093 -0.0016 -0.0000 tilt_SIZE
2025-02-28 2025-03-03 specret NaN NaN -0.0000 unexplained
2025-02-28 2025-03-03 ind_industrial_distribution -0.0004 0.0089 -0.0000 tilt_INDUSTRY
2025-02-28 2025-03-03 ind_office_equipment 0.0007 0.0006 0.0000 tilt_INDUSTRY
2025-02-28 2025-03-03 sbeta_market 0.0285 0.0016 0.0000 risk_exposure
2025-02-28 2025-03-03 ind_semiconductors -0.0741 -0.0110 0.0008 tilt_INDUSTRY
2025-02-28 2025-03-03 ind_electronic_equipment -0.0217 -0.0072 0.0002 tilt_INDUSTRY
2025-02-28 2025-03-03 country_TW -0.0763 -0.0105 0.0008 tilt_COUNTRY
2025-02-28 2025-03-03 ind_telecommunications_serices 0.0420 -0.0003 -0.0000 tilt_INDUSTRY
2025-02-28 2025-03-03 ind_insurance 0.0503 -0.0022 -0.0001 tilt_INDUSTRY
2025-02-28 2025-03-03 ind_chemicals 0.0436 0.0066 0.0003 tilt_INDUSTRY
2025-02-28 2025-03-03 bcost NaN NaN -0.0009 cost
2025-02-28 2025-03-03 market -0.0295 0.0014 -0.0000 risk_exposure
2025-02-28 2025-03-03 ind_investment_services 0.0821 -0.0060 -0.0005 tilt_INDUSTRY
2025-03-03 2025-03-04 ind_freight_logistics 0.0582 0.0047 0.0003 tilt_INDUSTRY
2025-03-03 2025-03-04 ind_machinery -0.0010 0.0021 -0.0000 tilt_INDUSTRY
2025-03-03 2025-03-04 size_MID -0.1014 -0.0018 0.0002 tilt_SIZE
2025-03-03 2025-03-04 ind_natural_gas_utilities -0.0134 -0.0038 0.0001 tilt_INDUSTRY
2025-03-03 2025-03-04 impactCost NaN NaN -0.0002 cost
2025-03-03 2025-03-04 ind_construction_engineering -0.1029 -0.0031 0.0003 tilt_INDUSTRY
2025-03-03 2025-03-04 size_SMALL 0.0049 0.0035 0.0000 tilt_SIZE
2025-03-03 2025-03-04 ind_passenger_transportation 0.0688 0.0056 0.0004 tilt_INDUSTRY
2025-03-03 2025-03-04 ind_specialty_reatil 0.0294 -0.0044 -0.0001 tilt_INDUSTRY
2025-03-03 2025-03-04 country_PH 0.0015 0.0082 0.0000 tilt_COUNTRY
2025-03-03 2025-03-04 ind_oil_gas_equipment_services -0.0138 -0.0075 0.0001 tilt_INDUSTRY
2025-03-03 2025-03-04 ind_homebuilding_building_products -0.0300 -0.0064 0.0002 tilt_INDUSTRY
2025-03-03 2025-03-04 ind_textiles_apparel -0.0345 -0.0012 0.0000 tilt_INDUSTRY
2025-03-03 2025-03-04 country_MY 0.0089 -0.0168 -0.0001 tilt_COUNTRY
2025-03-03 2025-03-04 ind_beverages -0.0861 -0.0098 0.0008 tilt_INDUSTRY
2025-03-03 2025-03-04 ind_transportation_infrastructure -0.0203 0.0017 -0.0000 tilt_INDUSTRY
2025-03-03 2025-03-04 quality 2.9827 -0.0003 -0.0009 alpha_QUALITY
2025-03-03 2025-03-04 ind_software_it_services 0.1142 0.0021 0.0002 tilt_INDUSTRY
2025-03-03 2025-03-04 sbeta_market 0.0266 0.0014 0.0000 risk_exposure
2025-03-03 2025-03-04 ind_oil_gas -0.0205 -0.0111 0.0002 tilt_INDUSTRY
2025-03-03 2025-03-04 neglect 1.2486 0.0018 0.0022 alpha_VALUE
2025-03-03 2025-03-04 ind_food_drug_retail -0.0130 0.0020 -0.0000 tilt_INDUSTRY
2025-03-03 2025-03-04 ind_fintech 0.0033 -0.0045 -0.0000 tilt_INDUSTRY
2025-03-03 2025-03-04 ind_communications_equipment 0.0481 0.0101 0.0005 tilt_INDUSTRY
2025-03-03 2025-03-04 value_liq 0.8773 -0.0022 -0.0020 alpha_VALUE
2025-03-03 2025-03-04 bcost NaN NaN -0.0003 cost
2025-03-03 2025-03-04 ind_healthcare_equipment_supplies -0.0397 0.0005 -0.0000 tilt_INDUSTRY
2025-03-03 2025-03-04 ind_food_tobacco 0.0951 -0.0007 -0.0001 tilt_INDUSTRY
2025-03-03 2025-03-04 ind_uranium -0.0029 -0.0531 0.0002 tilt_INDUSTRY
2025-03-03 2025-03-04 ind_telecommunications_serices 0.0373 0.0014 0.0001 tilt_INDUSTRY
2025-03-03 2025-03-04 country_HK 0.0329 0.0031 0.0001 tilt_COUNTRY
2025-03-03 2025-03-04 ind_biotechnology 0.0081 0.0026 0.0000 tilt_INDUSTRY
2025-03-03 2025-03-04 ind_semiconductors -0.0697 0.0076 -0.0005 tilt_INDUSTRY
2025-03-03 2025-03-04 pdiscrepancy NaN NaN -0.0000 unexplained
2025-03-03 2025-03-04 country_CN 0.1473 0.0040 0.0006 tilt_COUNTRY
2025-03-03 2025-03-04 ind_pharmaceuticals -0.0676 -0.0005 0.0000 tilt_INDUSTRY
2025-03-03 2025-03-04 specret NaN NaN 0.0025 unexplained
2025-03-03 2025-03-04 ind_investment_services 0.0793 -0.0040 -0.0003 tilt_INDUSTRY
2025-03-03 2025-03-04 ind_computers_phones_household_electronics 0.0479 0.0060 0.0003 tilt_INDUSTRY
2025-03-03 2025-03-04 ind_metals_mining -0.0551 0.0005 -0.0000 tilt_INDUSTRY
2025-03-03 2025-03-04 ind_office_equipment 0.0007 0.0018 0.0000 tilt_INDUSTRY
2025-03-03 2025-03-04 momentum 0.5223 0.0009 0.0005 alpha_MOMENTUM
2025-03-03 2025-03-04 country_JP -0.0601 -0.0051 0.0003 tilt_COUNTRY
2025-03-03 2025-03-04 ind_leisure_products -0.0013 0.0037 -0.0000 tilt_INDUSTRY
2025-03-03 2025-03-04 ind_commercial_services_supplies 0.0367 0.0003 0.0000 tilt_INDUSTRY
2025-03-03 2025-03-04 sdiscrepancy NaN NaN -0.0002 unexplained
2025-03-03 2025-03-04 ind_banking_services 0.0394 0.0000 0.0000 tilt_INDUSTRY
2025-03-03 2025-03-04 ind_integrated_hardware_software 0.0124 0.0101 0.0001 tilt_INDUSTRY
2025-03-03 2025-03-04 fcost NaN NaN -0.0000 cost
2025-03-03 2025-03-04 country_NZ -0.0182 -0.0052 0.0001 tilt_COUNTRY
2025-03-03 2025-03-04 ind_media_publishing -0.0214 0.0009 -0.0000 tilt_INDUSTRY
2025-03-03 2025-03-04 country_XH 0.0208 -0.0001 -0.0000 tilt_COUNTRY
2025-03-03 2025-03-04 ind_real_estate_operations -0.0034 -0.0035 0.0000 tilt_INDUSTRY
2025-03-03 2025-03-04 ind_multiline_utilities -0.0103 -0.0079 0.0001 tilt_INDUSTRY
2025-03-03 2025-03-04 ind_holding_companies 0.0000 -0.0087 0.0000 tilt_INDUSTRY
2025-03-03 2025-03-04 value_gc 1.2642 0.0008 0.0010 alpha_VALUE
2025-03-03 2025-03-04 ind_consumer_goods_conglomerates 0.0162 0.0094 0.0002 tilt_INDUSTRY
2025-03-03 2025-03-04 fmom 1.1139 -0.0002 -0.0002 alpha_QUALITY
2025-03-03 2025-03-04 ind_construction_materials -0.0132 -0.0038 0.0001 tilt_INDUSTRY
2025-03-03 2025-03-04 ind_coal -0.0554 -0.0115 0.0006 tilt_INDUSTRY
2025-03-03 2025-03-04 ind_aerospace_defense 0.0083 0.0305 0.0003 tilt_INDUSTRY
2025-03-03 2025-03-04 ind_healthcare_providers_services -0.0149 0.0061 -0.0001 tilt_INDUSTRY
2025-03-03 2025-03-04 ind_water_utilities -0.0044 -0.0014 0.0000 tilt_INDUSTRY
2025-03-03 2025-03-04 ind_chemicals 0.0596 -0.0071 -0.0004 tilt_INDUSTRY
2025-03-03 2025-03-04 linearCost NaN NaN -0.0002 cost
2025-03-03 2025-03-04 country_IN 0.0608 0.0068 0.0004 tilt_COUNTRY
2025-03-03 2025-03-04 reversal 1.0438 0.0012 0.0013 alpha_REVERSAL
2025-03-03 2025-03-04 ind_renewable_energy 0.0219 -0.0113 -0.0002 tilt_INDUSTRY
2025-03-03 2025-03-04 country_SG -0.0603 -0.0040 0.0002 tilt_COUNTRY
2025-03-03 2025-03-04 ind_hotels_entertainment -0.0697 -0.0039 0.0003 tilt_INDUSTRY
2025-03-03 2025-03-04 ind_containers_packaging -0.0127 -0.0043 0.0001 tilt_INDUSTRY
2025-03-03 2025-03-04 ind_household_products_services -0.0405 -0.0014 0.0001 tilt_INDUSTRY
2025-03-03 2025-03-04 country_ID 0.0707 -0.0246 -0.0017 tilt_COUNTRY
2025-03-03 2025-03-04 revision 1.0787 0.0011 0.0012 alpha_REVISION
2025-03-03 2025-03-04 country_TW -0.0745 -0.0028 0.0002 tilt_COUNTRY
2025-03-03 2025-03-04 country_TH -0.0669 -0.0067 0.0004 tilt_COUNTRY
2025-03-03 2025-03-04 linkage 0.9173 0.0006 0.0006 alpha_MOMENTUM
2025-03-03 2025-03-04 country_AU -0.0993 -0.0076 0.0008 tilt_COUNTRY
2025-03-03 2025-03-04 country_KR 0.0000 -0.0073 0.0000 tilt_COUNTRY
2025-03-03 2025-03-04 stability 5.3773 -0.0001 -0.0005 alpha_QUALITY
2025-03-03 2025-03-04 ind_electric_utilities_ipps -0.0190 -0.0032 0.0001 tilt_INDUSTRY
2025-03-03 2025-03-04 size_LARGE 0.0677 -0.0021 -0.0001 tilt_SIZE
2025-03-03 2025-03-04 ind_paper_forestry -0.0009 -0.0060 0.0000 tilt_INDUSTRY
2025-03-03 2025-03-04 ind_automobile -0.0113 -0.0040 0.0000 tilt_INDUSTRY
2025-03-03 2025-03-04 size_MICRO -0.0075 0.0055 -0.0000 tilt_SIZE
2025-03-03 2025-03-04 ind_insurance 0.0627 -0.0014 -0.0001 tilt_INDUSTRY
2025-03-03 2025-03-04 ind_diversified_retail 0.0001 -0.0042 -0.0000 tilt_INDUSTRY
2025-03-03 2025-03-04 market -0.0363 -0.0006 0.0000 risk_exposure
2025-03-03 2025-03-04 ind_electronic_equipment -0.0221 0.0043 -0.0001 tilt_INDUSTRY
2025-03-03 2025-03-04 ind_industrial_distribution 0.0000 -0.0023 0.0000 tilt_INDUSTRY
2025-03-03 2025-03-04 ind_household_goods -0.0130 0.0059 -0.0001 tilt_INDUSTRY
2025-03-04 2025-03-05 value_gc 1.3136 -0.0000 -0.0000 alpha_VALUE
2025-03-04 2025-03-05 ind_construction_engineering -0.1071 0.0021 -0.0002 tilt_INDUSTRY
2025-03-04 2025-03-05 value_liq 0.9415 0.0001 0.0001 alpha_VALUE
2025-03-04 2025-03-05 sdiscrepancy NaN NaN -0.0000 unexplained
2025-03-04 2025-03-05 ind_renewable_energy 0.0211 -0.0169 -0.0004 tilt_INDUSTRY
2025-03-04 2025-03-05 neglect 1.3007 0.0008 0.0010 alpha_VALUE
2025-03-04 2025-03-05 impactCost NaN NaN -0.0001 cost
2025-03-04 2025-03-05 country_IN 0.0614 0.0184 0.0011 tilt_COUNTRY
2025-03-04 2025-03-05 country_XH 0.0226 0.0168 0.0004 tilt_COUNTRY
2025-03-04 2025-03-05 reversal 0.9702 0.0021 0.0021 alpha_REVERSAL
2025-03-04 2025-03-05 ind_construction_materials -0.0129 0.0011 -0.0000 tilt_INDUSTRY
2025-03-04 2025-03-05 ind_textiles_apparel -0.0341 -0.0006 0.0000 tilt_INDUSTRY
2025-03-04 2025-03-05 ind_automobile -0.0065 0.0044 -0.0000 tilt_INDUSTRY
2025-03-04 2025-03-05 ind_food_tobacco 0.0926 -0.0044 -0.0004 tilt_INDUSTRY
2025-03-04 2025-03-05 ind_fintech 0.0032 -0.0015 -0.0000 tilt_INDUSTRY
2025-03-04 2025-03-05 ind_freight_logistics 0.0600 -0.0005 -0.0000 tilt_INDUSTRY
2025-03-04 2025-03-05 ind_electric_utilities_ipps -0.0197 0.0028 -0.0001 tilt_INDUSTRY
2025-03-04 2025-03-05 ind_banking_services 0.0236 -0.0009 -0.0000 tilt_INDUSTRY
2025-03-04 2025-03-05 country_MY 0.0089 0.0039 0.0000 tilt_COUNTRY
2025-03-04 2025-03-05 ind_commercial_services_supplies 0.0314 -0.0040 -0.0001 tilt_INDUSTRY
2025-03-04 2025-03-05 size_MICRO -0.0068 0.0006 -0.0000 tilt_SIZE
2025-03-04 2025-03-05 ind_real_estate_operations 0.0024 -0.0062 -0.0000 tilt_INDUSTRY
2025-03-04 2025-03-05 ind_biotechnology 0.0115 -0.0033 -0.0000 tilt_INDUSTRY
2025-03-04 2025-03-05 ind_diversified_retail 0.0001 0.0045 0.0000 tilt_INDUSTRY
2025-03-04 2025-03-05 ind_paper_forestry -0.0009 0.0006 -0.0000 tilt_INDUSTRY
2025-03-04 2025-03-05 country_JP -0.0644 -0.0037 0.0002 tilt_COUNTRY
2025-03-04 2025-03-05 ind_media_publishing -0.0264 -0.0015 0.0000 tilt_INDUSTRY
2025-03-04 2025-03-05 fmom 1.0848 0.0005 0.0005 alpha_QUALITY
2025-03-04 2025-03-05 ind_coal -0.0510 -0.0054 0.0003 tilt_INDUSTRY
2025-03-04 2025-03-05 momentum 0.5095 0.0007 0.0004 alpha_MOMENTUM
2025-03-04 2025-03-05 revision 1.0874 0.0004 0.0005 alpha_REVISION
2025-03-04 2025-03-05 ind_uranium -0.0028 -0.0039 0.0000 tilt_INDUSTRY
2025-03-04 2025-03-05 ind_hotels_entertainment -0.0701 -0.0001 0.0000 tilt_INDUSTRY
2025-03-04 2025-03-05 fcost NaN NaN -0.0000 cost
2025-03-04 2025-03-05 ind_semiconductors -0.0663 0.0024 -0.0002 tilt_INDUSTRY
2025-03-04 2025-03-05 ind_consumer_goods_conglomerates 0.0156 0.0076 0.0001 tilt_INDUSTRY
2025-03-04 2025-03-05 country_SG -0.0593 -0.0046 0.0003 tilt_COUNTRY
2025-03-04 2025-03-05 ind_aerospace_defense 0.0085 0.0016 0.0000 tilt_INDUSTRY
2025-03-04 2025-03-05 country_NZ -0.0185 -0.0189 0.0003 tilt_COUNTRY
2025-03-04 2025-03-05 country_TH -0.0631 0.0211 -0.0013 tilt_COUNTRY
2025-03-04 2025-03-05 ind_holding_companies 0.0000 0.0092 0.0000 tilt_INDUSTRY
2025-03-04 2025-03-05 ind_multiline_utilities -0.0104 0.0070 -0.0001 tilt_INDUSTRY
2025-03-04 2025-03-05 ind_healthcare_providers_services -0.0121 -0.0080 0.0001 tilt_INDUSTRY
2025-03-04 2025-03-05 ind_healthcare_equipment_supplies -0.0423 -0.0079 0.0003 tilt_INDUSTRY
2025-03-04 2025-03-05 ind_communications_equipment 0.0500 0.0084 0.0004 tilt_INDUSTRY
2025-03-04 2025-03-05 country_CN 0.1549 -0.0053 -0.0008 tilt_COUNTRY
2025-03-04 2025-03-05 country_HK 0.0208 0.0134 0.0003 tilt_COUNTRY
2025-03-04 2025-03-05 stability 5.3717 0.0003 0.0014 alpha_QUALITY
2025-03-04 2025-03-05 linearCost NaN NaN -0.0002 cost
2025-03-04 2025-03-05 country_TW -0.0731 -0.0001 0.0000 tilt_COUNTRY
2025-03-04 2025-03-05 ind_office_equipment 0.0007 -0.0051 -0.0000 tilt_INDUSTRY
2025-03-04 2025-03-05 ind_beverages -0.0831 -0.0036 0.0003 tilt_INDUSTRY
2025-03-04 2025-03-05 linkage 0.8764 0.0007 0.0006 alpha_MOMENTUM
2025-03-04 2025-03-05 ind_transportation_infrastructure -0.0204 -0.0022 0.0000 tilt_INDUSTRY
2025-03-04 2025-03-05 ind_industrial_distribution 0.0000 0.0021 0.0000 tilt_INDUSTRY
2025-03-04 2025-03-05 pdiscrepancy NaN NaN 0.0002 unexplained
2025-03-04 2025-03-05 size_LARGE 0.0699 0.0018 0.0001 tilt_SIZE
2025-03-04 2025-03-05 quality 2.8969 -0.0004 -0.0012 alpha_QUALITY
2025-03-04 2025-03-05 ind_chemicals 0.0706 -0.0019 -0.0001 tilt_INDUSTRY
2025-03-04 2025-03-05 bcost NaN NaN -0.0003 cost
2025-03-04 2025-03-05 size_SMALL 0.0030 0.0002 0.0000 tilt_SIZE
2025-03-04 2025-03-05 ind_computers_phones_household_electronics 0.0548 0.0002 0.0000 tilt_INDUSTRY
2025-03-04 2025-03-05 country_ID 0.0684 0.0172 0.0012 tilt_COUNTRY
2025-03-04 2025-03-05 ind_passenger_transportation 0.0689 0.0019 0.0001 tilt_INDUSTRY
2025-03-04 2025-03-05 ind_leisure_products -0.0011 0.0079 -0.0000 tilt_INDUSTRY
2025-03-04 2025-03-05 ind_pharmaceuticals -0.0713 -0.0053 0.0004 tilt_INDUSTRY
2025-03-04 2025-03-05 ind_oil_gas_equipment_services -0.0139 -0.0055 0.0001 tilt_INDUSTRY
2025-03-04 2025-03-05 ind_household_goods -0.0129 -0.0037 0.0000 tilt_INDUSTRY
2025-03-04 2025-03-05 specret NaN NaN -0.0086 unexplained
2025-03-04 2025-03-05 ind_software_it_services 0.1131 0.0037 0.0004 tilt_INDUSTRY
2025-03-04 2025-03-05 ind_food_drug_retail -0.0108 -0.0100 0.0001 tilt_INDUSTRY
2025-03-04 2025-03-05 sbeta_market 0.0241 0.0002 0.0000 risk_exposure
2025-03-04 2025-03-05 ind_machinery -0.0095 0.0036 -0.0000 tilt_INDUSTRY
2025-03-04 2025-03-05 ind_specialty_reatil 0.0305 0.0010 0.0000 tilt_INDUSTRY
2025-03-04 2025-03-05 country_PH 0.0015 0.0084 0.0000 tilt_COUNTRY
2025-03-04 2025-03-05 country_AU -0.0988 -0.0130 0.0013 tilt_COUNTRY
2025-03-04 2025-03-05 ind_metals_mining -0.0663 0.0068 -0.0005 tilt_INDUSTRY
2025-03-04 2025-03-05 ind_natural_gas_utilities -0.0108 0.0010 -0.0000 tilt_INDUSTRY
2025-03-04 2025-03-05 ind_investment_services 0.0759 -0.0026 -0.0002 tilt_INDUSTRY
2025-03-04 2025-03-05 ind_household_products_services -0.0406 -0.0022 0.0001 tilt_INDUSTRY
2025-03-04 2025-03-05 ind_oil_gas -0.0186 -0.0068 0.0001 tilt_INDUSTRY
2025-03-04 2025-03-05 ind_insurance 0.0685 -0.0013 -0.0001 tilt_INDUSTRY
2025-03-04 2025-03-05 market -0.0386 0.0065 -0.0002 risk_exposure
2025-03-04 2025-03-05 ind_electronic_equipment -0.0224 0.0047 -0.0001 tilt_INDUSTRY
2025-03-04 2025-03-05 ind_telecommunications_serices 0.0368 0.0021 0.0001 tilt_INDUSTRY
2025-03-04 2025-03-05 ind_water_utilities -0.0035 -0.0034 0.0000 tilt_INDUSTRY
2025-03-04 2025-03-05 ind_containers_packaging -0.0122 -0.0029 0.0000 tilt_INDUSTRY
2025-03-04 2025-03-05 ind_homebuilding_building_products -0.0308 -0.0020 0.0001 tilt_INDUSTRY
2025-03-04 2025-03-05 ind_integrated_hardware_software 0.0126 0.0014 0.0000 tilt_INDUSTRY
2025-03-04 2025-03-05 country_KR 0.0000 0.0062 0.0000 tilt_COUNTRY
2025-03-04 2025-03-05 size_MID -0.1046 -0.0013 0.0001 tilt_SIZE
2025-03-05 2025-03-06 ind_insurance 0.0721 0.0060 0.0004 tilt_INDUSTRY
2025-03-05 2025-03-06 country_JP -0.0536 0.0055 -0.0003 tilt_COUNTRY
2025-03-05 2025-03-06 ind_pharmaceuticals -0.0703 -0.0030 0.0002 tilt_INDUSTRY
2025-03-05 2025-03-06 ind_metals_mining -0.0765 0.0022 -0.0002 tilt_INDUSTRY
2025-03-05 2025-03-06 ind_electronic_equipment -0.0195 -0.0028 0.0001 tilt_INDUSTRY
2025-03-05 2025-03-06 ind_coal -0.0465 0.0035 -0.0002 tilt_INDUSTRY
2025-03-05 2025-03-06 ind_paper_forestry -0.0010 0.0068 -0.0000 tilt_INDUSTRY
2025-03-05 2025-03-06 ind_uranium -0.0029 0.0089 -0.0000 tilt_INDUSTRY
2025-03-05 2025-03-06 fmom 1.0884 0.0003 0.0003 alpha_QUALITY
2025-03-05 2025-03-06 country_HK 0.0083 0.0048 0.0000 tilt_COUNTRY
2025-03-05 2025-03-06 ind_household_goods -0.0186 -0.0033 0.0001 tilt_INDUSTRY
2025-03-05 2025-03-06 bcost NaN NaN -0.0003 cost
2025-03-05 2025-03-06 ind_fintech 0.0036 0.0026 0.0000 tilt_INDUSTRY
2025-03-05 2025-03-06 ind_diversified_retail 0.0001 -0.0039 -0.0000 tilt_INDUSTRY
2025-03-05 2025-03-06 country_AU -0.0997 -0.0027 0.0003 tilt_COUNTRY
2025-03-05 2025-03-06 ind_construction_materials -0.0127 -0.0049 0.0001 tilt_INDUSTRY
2025-03-05 2025-03-06 ind_food_tobacco 0.0913 -0.0008 -0.0001 tilt_INDUSTRY
2025-03-05 2025-03-06 country_IN 0.0605 0.0141 0.0008 tilt_COUNTRY
2025-03-05 2025-03-06 ind_investment_services 0.0727 0.0032 0.0002 tilt_INDUSTRY
2025-03-05 2025-03-06 ind_telecommunications_serices 0.0371 0.0044 0.0002 tilt_INDUSTRY
2025-03-05 2025-03-06 ind_real_estate_operations 0.0063 0.0002 0.0000 tilt_INDUSTRY
2025-03-05 2025-03-06 specret NaN NaN -0.0041 unexplained
2025-03-05 2025-03-06 ind_renewable_energy 0.0216 -0.0051 -0.0001 tilt_INDUSTRY
2025-03-05 2025-03-06 value_liq 0.9903 0.0014 0.0014 alpha_VALUE
2025-03-05 2025-03-06 ind_industrial_distribution 0.0000 -0.0079 0.0000 tilt_INDUSTRY
2025-03-05 2025-03-06 country_CN 0.1637 -0.0043 -0.0007 tilt_COUNTRY
2025-03-05 2025-03-06 size_MICRO -0.0077 -0.0036 0.0000 tilt_SIZE
2025-03-05 2025-03-06 ind_healthcare_equipment_supplies -0.0427 0.0019 -0.0001 tilt_INDUSTRY
2025-03-05 2025-03-06 linearCost NaN NaN -0.0002 cost
2025-03-05 2025-03-06 ind_holding_companies 0.0000 0.0053 0.0000 tilt_INDUSTRY
2025-03-05 2025-03-06 ind_computers_phones_household_electronics 0.0644 0.0034 0.0002 tilt_INDUSTRY
2025-03-05 2025-03-06 ind_leisure_products -0.0009 0.0066 -0.0000 tilt_INDUSTRY
2025-03-05 2025-03-06 country_SG -0.0558 0.0048 -0.0003 tilt_COUNTRY
2025-03-05 2025-03-06 ind_office_equipment 0.0007 0.0043 0.0000 tilt_INDUSTRY
2025-03-05 2025-03-06 ind_water_utilities -0.0017 -0.0106 0.0000 tilt_INDUSTRY
2025-03-05 2025-03-06 country_NZ -0.0190 0.0059 -0.0001 tilt_COUNTRY
2025-03-05 2025-03-06 ind_multiline_utilities -0.0104 -0.0077 0.0001 tilt_INDUSTRY
2025-03-05 2025-03-06 ind_automobile -0.0029 -0.0001 0.0000 tilt_INDUSTRY
2025-03-05 2025-03-06 ind_textiles_apparel -0.0336 0.0001 -0.0000 tilt_INDUSTRY
2025-03-05 2025-03-06 ind_freight_logistics 0.0629 -0.0013 -0.0001 tilt_INDUSTRY
2025-03-05 2025-03-06 country_MY 0.0089 0.0071 0.0001 tilt_COUNTRY
2025-03-05 2025-03-06 country_KR 0.0000 0.0022 0.0000 tilt_COUNTRY
2025-03-05 2025-03-06 stability 5.3946 0.0007 0.0036 alpha_QUALITY
2025-03-05 2025-03-06 country_PH 0.0015 0.0179 0.0000 tilt_COUNTRY
2025-03-05 2025-03-06 ind_specialty_reatil 0.0264 0.0028 0.0001 tilt_INDUSTRY
2025-03-05 2025-03-06 reversal 0.8936 0.0013 0.0011 alpha_REVERSAL
2025-03-05 2025-03-06 ind_household_products_services -0.0404 -0.0002 0.0000 tilt_INDUSTRY
2025-03-05 2025-03-06 ind_food_drug_retail -0.0111 0.0032 -0.0000 tilt_INDUSTRY
2025-03-05 2025-03-06 ind_containers_packaging -0.0119 0.0021 -0.0000 tilt_INDUSTRY
2025-03-05 2025-03-06 ind_homebuilding_building_products -0.0305 0.0031 -0.0001 tilt_INDUSTRY
2025-03-05 2025-03-06 ind_chemicals 0.0781 -0.0050 -0.0004 tilt_INDUSTRY
2025-03-05 2025-03-06 ind_beverages -0.0747 -0.0004 0.0000 tilt_INDUSTRY
2025-03-05 2025-03-06 linkage 0.8875 0.0002 0.0002 alpha_MOMENTUM
2025-03-05 2025-03-06 country_ID 0.0622 0.0203 0.0013 tilt_COUNTRY
2025-03-05 2025-03-06 ind_oil_gas -0.0165 0.0017 -0.0000 tilt_INDUSTRY
2025-03-05 2025-03-06 size_MID -0.0964 -0.0010 0.0001 tilt_SIZE
2025-03-05 2025-03-06 market -0.0268 -0.0083 0.0002 risk_exposure
2025-03-05 2025-03-06 country_TW -0.0716 -0.0045 0.0003 tilt_COUNTRY
2025-03-05 2025-03-06 ind_natural_gas_utilities -0.0086 -0.0031 0.0000 tilt_INDUSTRY
2025-03-05 2025-03-06 ind_transportation_infrastructure -0.0202 -0.0000 0.0000 tilt_INDUSTRY
2025-03-05 2025-03-06 neglect 1.2945 0.0004 0.0005 alpha_VALUE
2025-03-05 2025-03-06 ind_passenger_transportation 0.0685 -0.0003 -0.0000 tilt_INDUSTRY
2025-03-05 2025-03-06 ind_machinery -0.0155 -0.0032 0.0000 tilt_INDUSTRY
2025-03-05 2025-03-06 ind_oil_gas_equipment_services -0.0143 -0.0076 0.0001 tilt_INDUSTRY
2025-03-05 2025-03-06 ind_banking_services 0.0071 0.0003 0.0000 tilt_INDUSTRY
2025-03-05 2025-03-06 size_SMALL 0.0044 -0.0001 -0.0000 tilt_SIZE
2025-03-05 2025-03-06 ind_software_it_services 0.1160 0.0159 0.0018 tilt_INDUSTRY
2025-03-05 2025-03-06 size_LARGE 0.0728 0.0020 0.0001 tilt_SIZE
2025-03-05 2025-03-06 quality 2.8555 -0.0000 -0.0001 alpha_QUALITY
2025-03-05 2025-03-06 country_XH 0.0309 -0.0002 -0.0000 tilt_COUNTRY
2025-03-05 2025-03-06 ind_integrated_hardware_software 0.0128 0.0101 0.0001 tilt_INDUSTRY
2025-03-05 2025-03-06 impactCost NaN NaN -0.0001 cost
2025-03-05 2025-03-06 ind_biotechnology 0.0154 0.0001 0.0000 tilt_INDUSTRY
2025-03-05 2025-03-06 ind_media_publishing -0.0302 0.0120 -0.0004 tilt_INDUSTRY
2025-03-05 2025-03-06 pdiscrepancy NaN NaN -0.0000 unexplained
2025-03-05 2025-03-06 ind_aerospace_defense 0.0079 -0.0067 -0.0001 tilt_INDUSTRY
2025-03-05 2025-03-06 momentum 0.4949 -0.0002 -0.0001 alpha_MOMENTUM
2025-03-05 2025-03-06 sbeta_market 0.0403 0.0186 0.0007 risk_exposure
2025-03-05 2025-03-06 ind_hotels_entertainment -0.0706 -0.0007 0.0001 tilt_INDUSTRY
2025-03-05 2025-03-06 revision 1.0951 0.0011 0.0012 alpha_REVISION
2025-03-05 2025-03-06 ind_consumer_goods_conglomerates 0.0163 0.0357 0.0006 tilt_INDUSTRY
2025-03-05 2025-03-06 fcost NaN NaN -0.0000 cost
2025-03-05 2025-03-06 ind_healthcare_providers_services -0.0099 -0.0003 0.0000 tilt_INDUSTRY
2025-03-05 2025-03-06 ind_communications_equipment 0.0468 0.0010 0.0000 tilt_INDUSTRY
2025-03-05 2025-03-06 country_TH -0.0631 -0.0164 0.0010 tilt_COUNTRY
2025-03-05 2025-03-06 ind_commercial_services_supplies 0.0304 0.0030 0.0001 tilt_INDUSTRY
2025-03-05 2025-03-06 ind_semiconductors -0.0690 -0.0097 0.0007 tilt_INDUSTRY
2025-03-05 2025-03-06 ind_construction_engineering -0.1018 -0.0027 0.0003 tilt_INDUSTRY
2025-03-05 2025-03-06 ind_electric_utilities_ipps -0.0199 -0.0038 0.0001 tilt_INDUSTRY
2025-03-05 2025-03-06 value_gc 1.3532 -0.0003 -0.0004 alpha_VALUE
2025-03-05 2025-03-06 sdiscrepancy NaN NaN 0.0002 unexplained
2025-03-06 2025-03-07 ind_diversified_retail 0.0001 -0.0032 -0.0000 tilt_INDUSTRY
2025-03-06 2025-03-07 ind_banking_services -0.0144 -0.0024 0.0000 tilt_INDUSTRY
2025-03-06 2025-03-07 ind_machinery -0.0201 0.0011 -0.0000 tilt_INDUSTRY
2025-03-06 2025-03-07 country_MY 0.0090 -0.0082 -0.0001 tilt_COUNTRY
2025-03-06 2025-03-07 sbeta_market 0.0417 -0.0091 -0.0004 risk_exposure
2025-03-06 2025-03-07 value_liq 1.0013 0.0016 0.0016 alpha_VALUE
2025-03-06 2025-03-07 ind_transportation_infrastructure -0.0201 -0.0043 0.0001 tilt_INDUSTRY
2025-03-06 2025-03-07 ind_aerospace_defense 0.0085 0.0225 0.0002 tilt_INDUSTRY
2025-03-06 2025-03-07 ind_pharmaceuticals -0.0683 -0.0031 0.0002 tilt_INDUSTRY
2025-03-06 2025-03-07 ind_household_goods -0.0242 -0.0012 0.0000 tilt_INDUSTRY
2025-03-06 2025-03-07 ind_textiles_apparel -0.0331 0.0079 -0.0003 tilt_INDUSTRY
2025-03-06 2025-03-07 ind_construction_engineering -0.0963 -0.0020 0.0002 tilt_INDUSTRY
2025-03-06 2025-03-07 country_TW -0.0683 -0.0066 0.0005 tilt_COUNTRY
2025-03-06 2025-03-07 market -0.0275 0.0024 -0.0001 risk_exposure
2025-03-06 2025-03-07 ind_media_publishing -0.0325 -0.0048 0.0002 tilt_INDUSTRY
2025-03-06 2025-03-07 neglect 1.2494 0.0002 0.0002 alpha_VALUE
2025-03-06 2025-03-07 ind_oil_gas -0.0073 0.0032 -0.0000 tilt_INDUSTRY
2025-03-06 2025-03-07 ind_coal -0.0458 0.0036 -0.0002 tilt_INDUSTRY
2025-03-06 2025-03-07 ind_leisure_products -0.0008 -0.0226 0.0000 tilt_INDUSTRY
2025-03-06 2025-03-07 size_SMALL 0.0045 0.0016 0.0000 tilt_SIZE
2025-03-06 2025-03-07 bcost NaN NaN -0.0003 cost
2025-03-06 2025-03-07 ind_healthcare_providers_services -0.0039 -0.0123 0.0000 tilt_INDUSTRY
2025-03-06 2025-03-07 ind_renewable_energy 0.0234 0.0016 0.0000 tilt_INDUSTRY
2025-03-06 2025-03-07 country_PH 0.0017 0.0070 0.0000 tilt_COUNTRY
2025-03-06 2025-03-07 reversal 0.9458 -0.0004 -0.0004 alpha_REVERSAL
2025-03-06 2025-03-07 ind_telecommunications_serices 0.0373 -0.0005 -0.0000 tilt_INDUSTRY
2025-03-06 2025-03-07 ind_food_drug_retail -0.0115 0.0036 -0.0000 tilt_INDUSTRY
2025-03-06 2025-03-07 size_MICRO -0.0091 0.0005 -0.0000 tilt_SIZE
2025-03-06 2025-03-07 ind_office_equipment 0.0007 -0.0166 -0.0000 tilt_INDUSTRY
2025-03-06 2025-03-07 ind_holding_companies 0.0000 0.0010 0.0000 tilt_INDUSTRY
2025-03-06 2025-03-07 sdiscrepancy NaN NaN -0.0002 unexplained
2025-03-06 2025-03-07 ind_industrial_distribution 0.0000 0.0078 0.0000 tilt_INDUSTRY
2025-03-06 2025-03-07 ind_water_utilities -0.0008 -0.0026 0.0000 tilt_INDUSTRY
2025-03-06 2025-03-07 fmom 1.0975 -0.0004 -0.0004 alpha_QUALITY
2025-03-06 2025-03-07 ind_chemicals 0.0782 0.0068 0.0005 tilt_INDUSTRY
2025-03-06 2025-03-07 country_KR 0.0000 -0.0046 0.0000 tilt_COUNTRY
2025-03-06 2025-03-07 size_LARGE 0.0703 -0.0037 -0.0003 tilt_SIZE
2025-03-06 2025-03-07 revision 1.1746 -0.0005 -0.0006 alpha_REVISION
2025-03-06 2025-03-07 ind_construction_materials -0.0125 0.0044 -0.0001 tilt_INDUSTRY
2025-03-06 2025-03-07 fcost NaN NaN -0.0000 cost
2025-03-06 2025-03-07 linearCost NaN NaN -0.0001 cost
2025-03-06 2025-03-07 country_JP -0.0492 -0.0064 0.0003 tilt_COUNTRY
2025-03-06 2025-03-07 ind_hotels_entertainment -0.0705 0.0015 -0.0001 tilt_INDUSTRY
2025-03-06 2025-03-07 momentum 0.4781 -0.0007 -0.0003 alpha_MOMENTUM
2025-03-06 2025-03-07 pdiscrepancy NaN NaN 0.0000 unexplained
2025-03-06 2025-03-07 stability 5.4162 0.0001 0.0004 alpha_QUALITY
2025-03-06 2025-03-07 ind_multiline_utilities -0.0104 -0.0061 0.0001 tilt_INDUSTRY
2025-03-06 2025-03-07 quality 2.8244 0.0000 0.0001 alpha_QUALITY
2025-03-06 2025-03-07 ind_uranium -0.0029 -0.0125 0.0000 tilt_INDUSTRY
2025-03-06 2025-03-07 country_SG -0.0527 0.0029 -0.0002 tilt_COUNTRY
2025-03-06 2025-03-07 ind_oil_gas_equipment_services -0.0146 -0.0020 0.0000 tilt_INDUSTRY
2025-03-06 2025-03-07 ind_paper_forestry -0.0011 0.0107 -0.0000 tilt_INDUSTRY
2025-03-06 2025-03-07 ind_healthcare_equipment_supplies -0.0516 -0.0072 0.0004 tilt_INDUSTRY
2025-03-06 2025-03-07 country_CN 0.1602 0.0037 0.0006 tilt_COUNTRY
2025-03-06 2025-03-07 ind_passenger_transportation 0.0678 0.0044 0.0003 tilt_INDUSTRY
2025-03-06 2025-03-07 ind_food_tobacco 0.0902 0.0038 0.0003 tilt_INDUSTRY
2025-03-06 2025-03-07 country_IN 0.0653 0.0009 0.0001 tilt_COUNTRY
2025-03-06 2025-03-07 ind_semiconductors -0.0685 -0.0025 0.0002 tilt_INDUSTRY
2025-03-06 2025-03-07 country_NZ -0.0190 -0.0005 0.0000 tilt_COUNTRY
2025-03-06 2025-03-07 ind_consumer_goods_conglomerates 0.0161 0.0011 0.0000 tilt_INDUSTRY
2025-03-06 2025-03-07 ind_software_it_services 0.1256 -0.0084 -0.0011 tilt_INDUSTRY
2025-03-06 2025-03-07 ind_homebuilding_building_products -0.0310 0.0069 -0.0002 tilt_INDUSTRY
2025-03-06 2025-03-07 ind_household_products_services -0.0391 0.0041 -0.0002 tilt_INDUSTRY
2025-03-06 2025-03-07 ind_specialty_reatil 0.0187 -0.0059 -0.0001 tilt_INDUSTRY
2025-03-06 2025-03-07 ind_integrated_hardware_software 0.0128 -0.0104 -0.0001 tilt_INDUSTRY
2025-03-06 2025-03-07 ind_beverages -0.0673 0.0160 -0.0011 tilt_INDUSTRY
2025-03-06 2025-03-07 linkage 0.8876 -0.0003 -0.0003 alpha_MOMENTUM
2025-03-06 2025-03-07 ind_freight_logistics 0.0648 0.0007 0.0000 tilt_INDUSTRY
2025-03-06 2025-03-07 ind_fintech 0.0037 -0.0020 -0.0000 tilt_INDUSTRY
2025-03-06 2025-03-07 ind_automobile -0.0049 0.0058 -0.0000 tilt_INDUSTRY
2025-03-06 2025-03-07 impactCost NaN NaN -0.0002 cost
2025-03-06 2025-03-07 country_XH 0.0350 0.0090 0.0003 tilt_COUNTRY
2025-03-06 2025-03-07 ind_biotechnology 0.0185 -0.0031 -0.0001 tilt_INDUSTRY
2025-03-06 2025-03-07 ind_electric_utilities_ipps -0.0190 0.0008 -0.0000 tilt_INDUSTRY
2025-03-06 2025-03-07 value_gc 1.3455 0.0004 0.0005 alpha_VALUE
2025-03-06 2025-03-07 ind_commercial_services_supplies 0.0298 -0.0042 -0.0001 tilt_INDUSTRY
2025-03-06 2025-03-07 ind_communications_equipment 0.0464 -0.0066 -0.0003 tilt_INDUSTRY
2025-03-06 2025-03-07 country_ID 0.0510 0.0003 0.0000 tilt_COUNTRY
2025-03-06 2025-03-07 country_TH -0.0616 0.0107 -0.0007 tilt_COUNTRY
2025-03-06 2025-03-07 ind_containers_packaging -0.0116 0.0046 -0.0001 tilt_INDUSTRY
2025-03-06 2025-03-07 country_HK 0.0003 0.0078 0.0000 tilt_COUNTRY
2025-03-06 2025-03-07 specret NaN NaN 0.0006 unexplained
2025-03-06 2025-03-07 ind_real_estate_operations 0.0088 -0.0062 -0.0001 tilt_INDUSTRY
2025-03-06 2025-03-07 ind_metals_mining -0.0827 0.0153 -0.0013 tilt_INDUSTRY
2025-03-06 2025-03-07 ind_computers_phones_household_electronics 0.0685 -0.0059 -0.0004 tilt_INDUSTRY
2025-03-06 2025-03-07 ind_investment_services 0.0699 -0.0076 -0.0005 tilt_INDUSTRY
2025-03-06 2025-03-07 country_AU -0.0991 -0.0147 0.0015 tilt_COUNTRY
2025-03-06 2025-03-07 ind_electronic_equipment -0.0176 -0.0012 0.0000 tilt_INDUSTRY
2025-03-06 2025-03-07 ind_natural_gas_utilities -0.0077 -0.0033 0.0000 tilt_INDUSTRY
2025-03-06 2025-03-07 size_MID -0.0932 0.0011 -0.0001 tilt_SIZE
2025-03-06 2025-03-07 ind_insurance 0.0750 -0.0020 -0.0001 tilt_INDUSTRY
2025-03-07 2025-03-10 fcost NaN NaN -0.0001 cost
2025-03-07 2025-03-10 country_TH -0.0583 -0.0181 0.0011 tilt_COUNTRY
2025-03-07 2025-03-10 ind_construction_engineering -0.0904 -0.0046 0.0004 tilt_INDUSTRY
2025-03-07 2025-03-10 country_NZ -0.0187 0.0101 -0.0002 tilt_COUNTRY
2025-03-07 2025-03-10 ind_computers_phones_household_electronics 0.0654 -0.0052 -0.0003 tilt_INDUSTRY
2025-03-07 2025-03-10 ind_electric_utilities_ipps -0.0210 0.0029 -0.0001 tilt_INDUSTRY
2025-03-07 2025-03-10 ind_biotechnology 0.0193 -0.0086 -0.0002 tilt_INDUSTRY
2025-03-07 2025-03-10 size_MID -0.0912 0.0004 -0.0000 tilt_SIZE
2025-03-07 2025-03-10 size_LARGE 0.0672 -0.0013 -0.0001 tilt_SIZE
2025-03-07 2025-03-10 ind_leisure_products -0.0009 -0.0058 0.0000 tilt_INDUSTRY
2025-03-07 2025-03-10 ind_healthcare_providers_services 0.0004 0.0045 0.0000 tilt_INDUSTRY
2025-03-07 2025-03-10 ind_consumer_goods_conglomerates 0.0146 -0.0210 -0.0003 tilt_INDUSTRY
2025-03-07 2025-03-10 ind_oil_gas 0.0046 0.0090 0.0000 tilt_INDUSTRY
2025-03-07 2025-03-10 ind_communications_equipment 0.0479 -0.0045 -0.0002 tilt_INDUSTRY
2025-03-07 2025-03-10 ind_pharmaceuticals -0.0724 0.0039 -0.0003 tilt_INDUSTRY
2025-03-07 2025-03-10 ind_software_it_services 0.1374 -0.0112 -0.0015 tilt_INDUSTRY
2025-03-07 2025-03-10 sdiscrepancy NaN NaN -0.0001 unexplained
2025-03-07 2025-03-10 revision 1.2014 -0.0009 -0.0011 alpha_REVISION
2025-03-07 2025-03-10 ind_commercial_services_supplies 0.0287 -0.0010 -0.0000 tilt_INDUSTRY
2025-03-07 2025-03-10 country_XH 0.0349 -0.0068 -0.0002 tilt_COUNTRY
2025-03-07 2025-03-10 ind_fintech 0.0036 -0.0100 -0.0000 tilt_INDUSTRY
2025-03-07 2025-03-10 specret NaN NaN -0.0001 unexplained
2025-03-07 2025-03-10 ind_food_drug_retail -0.0117 0.0064 -0.0001 tilt_INDUSTRY
2025-03-07 2025-03-10 ind_water_utilities -0.0008 0.0078 -0.0000 tilt_INDUSTRY
2025-03-07 2025-03-10 ind_household_goods -0.0238 0.0068 -0.0002 tilt_INDUSTRY
2025-03-07 2025-03-10 ind_household_products_services -0.0381 0.0070 -0.0003 tilt_INDUSTRY
2025-03-07 2025-03-10 ind_specialty_reatil 0.0140 -0.0035 -0.0000 tilt_INDUSTRY
2025-03-07 2025-03-10 country_PH 0.0014 0.0173 0.0000 tilt_COUNTRY
2025-03-07 2025-03-10 ind_homebuilding_building_products -0.0331 0.0028 -0.0001 tilt_INDUSTRY
2025-03-07 2025-03-10 ind_insurance 0.0769 0.0002 0.0000 tilt_INDUSTRY
2025-03-07 2025-03-10 ind_integrated_hardware_software 0.0126 -0.0195 -0.0002 tilt_INDUSTRY
2025-03-07 2025-03-10 country_KR 0.0000 0.0057 0.0000 tilt_COUNTRY
2025-03-07 2025-03-10 ind_beverages -0.0657 -0.0019 0.0001 tilt_INDUSTRY
2025-03-07 2025-03-10 ind_electronic_equipment -0.0133 0.0010 -0.0000 tilt_INDUSTRY
2025-03-07 2025-03-10 country_MY 0.0091 -0.0070 -0.0001 tilt_COUNTRY
2025-03-07 2025-03-10 ind_chemicals 0.0786 0.0033 0.0003 tilt_INDUSTRY
2025-03-07 2025-03-10 country_ID 0.0446 -0.0106 -0.0005 tilt_COUNTRY
2025-03-07 2025-03-10 ind_textiles_apparel -0.0305 -0.0038 0.0001 tilt_INDUSTRY
2025-03-07 2025-03-10 ind_freight_logistics 0.0664 0.0048 0.0003 tilt_INDUSTRY
2025-03-07 2025-03-10 ind_metals_mining -0.0863 0.0043 -0.0004 tilt_INDUSTRY
2025-03-07 2025-03-10 neglect 1.1831 -0.0003 -0.0003 alpha_VALUE
2025-03-07 2025-03-10 ind_automobile -0.0069 0.0000 -0.0000 tilt_INDUSTRY
2025-03-07 2025-03-10 ind_industrial_distribution 0.0000 0.0039 0.0000 tilt_INDUSTRY
2025-03-07 2025-03-10 country_TW -0.0654 -0.0002 0.0000 tilt_COUNTRY
2025-03-07 2025-03-10 impactCost NaN NaN -0.0001 cost
2025-03-07 2025-03-10 ind_hotels_entertainment -0.0704 0.0018 -0.0001 tilt_INDUSTRY
2025-03-07 2025-03-10 fmom 1.0591 0.0000 0.0000 alpha_QUALITY
2025-03-07 2025-03-10 market -0.0276 -0.0031 0.0001 risk_exposure
2025-03-07 2025-03-10 ind_paper_forestry -0.0013 -0.0030 0.0000 tilt_INDUSTRY
2025-03-07 2025-03-10 ind_passenger_transportation 0.0669 0.0002 0.0000 tilt_INDUSTRY
2025-03-07 2025-03-10 ind_holding_companies 0.0000 -0.0009 0.0000 tilt_INDUSTRY
2025-03-07 2025-03-10 ind_diversified_retail 0.0001 -0.0077 -0.0000 tilt_INDUSTRY
2025-03-07 2025-03-10 size_MICRO -0.0086 -0.0011 0.0000 tilt_SIZE
2025-03-07 2025-03-10 ind_transportation_infrastructure -0.0207 -0.0020 0.0000 tilt_INDUSTRY
2025-03-07 2025-03-10 ind_natural_gas_utilities -0.0073 0.0001 -0.0000 tilt_INDUSTRY
2025-03-07 2025-03-10 ind_office_equipment 0.0007 -0.0059 -0.0000 tilt_INDUSTRY
2025-03-07 2025-03-10 country_CN 0.1640 0.0018 0.0003 tilt_COUNTRY
2025-03-07 2025-03-10 ind_healthcare_equipment_supplies -0.0599 0.0088 -0.0005 tilt_INDUSTRY
2025-03-07 2025-03-10 country_IN 0.0751 -0.0122 -0.0009 tilt_COUNTRY
2025-03-07 2025-03-10 linkage 0.9055 -0.0004 -0.0004 alpha_MOMENTUM
2025-03-07 2025-03-10 value_liq 1.0133 0.0003 0.0003 alpha_VALUE
2025-03-07 2025-03-10 ind_food_tobacco 0.0892 0.0049 0.0004 tilt_INDUSTRY
2025-03-07 2025-03-10 ind_renewable_energy 0.0248 0.0096 0.0002 tilt_INDUSTRY
2025-03-07 2025-03-10 country_HK -0.0030 -0.0014 0.0000 tilt_COUNTRY
2025-03-07 2025-03-10 country_AU -0.0990 0.0056 -0.0006 tilt_COUNTRY
2025-03-07 2025-03-10 ind_construction_materials -0.0121 0.0040 -0.0000 tilt_INDUSTRY
2025-03-07 2025-03-10 ind_oil_gas_equipment_services -0.0147 0.0057 -0.0001 tilt_INDUSTRY
2025-03-07 2025-03-10 bcost NaN NaN -0.0009 cost
2025-03-07 2025-03-10 country_SG -0.0523 0.0005 -0.0000 tilt_COUNTRY
2025-03-07 2025-03-10 ind_telecommunications_serices 0.0360 -0.0025 -0.0001 tilt_INDUSTRY
2025-03-07 2025-03-10 ind_semiconductors -0.0670 -0.0005 0.0000 tilt_INDUSTRY
2025-03-07 2025-03-10 ind_multiline_utilities -0.0104 0.0022 -0.0000 tilt_INDUSTRY
2025-03-07 2025-03-10 ind_aerospace_defense 0.0097 0.0045 0.0000 tilt_INDUSTRY
2025-03-07 2025-03-10 size_SMALL 0.0050 0.0005 0.0000 tilt_SIZE
2025-03-07 2025-03-10 value_gc 1.3424 -0.0001 -0.0002 alpha_VALUE
2025-03-07 2025-03-10 quality 2.7801 0.0001 0.0003 alpha_QUALITY
2025-03-07 2025-03-10 ind_investment_services 0.0680 -0.0060 -0.0004 tilt_INDUSTRY
2025-03-07 2025-03-10 ind_media_publishing -0.0339 -0.0086 0.0003 tilt_INDUSTRY
2025-03-07 2025-03-10 reversal 1.0299 0.0019 0.0020 alpha_REVERSAL
2025-03-07 2025-03-10 ind_real_estate_operations 0.0113 -0.0023 -0.0000 tilt_INDUSTRY
2025-03-07 2025-03-10 pdiscrepancy NaN NaN -0.0001 unexplained
2025-03-07 2025-03-10 ind_machinery -0.0243 0.0030 -0.0001 tilt_INDUSTRY
2025-03-07 2025-03-10 linearCost NaN NaN -0.0001 cost
2025-03-07 2025-03-10 ind_containers_packaging -0.0113 0.0016 -0.0000 tilt_INDUSTRY
2025-03-07 2025-03-10 ind_coal -0.0456 0.0121 -0.0006 tilt_INDUSTRY
2025-03-07 2025-03-10 country_JP -0.0601 0.0026 -0.0002 tilt_COUNTRY
2025-03-07 2025-03-10 ind_banking_services -0.0278 -0.0018 0.0000 tilt_INDUSTRY
2025-03-07 2025-03-10 ind_uranium -0.0029 -0.0143 0.0000 tilt_INDUSTRY
2025-03-07 2025-03-10 sbeta_market 0.0449 0.0004 0.0000 risk_exposure
2025-03-07 2025-03-10 stability 5.3957 0.0003 0.0018 alpha_QUALITY
2025-03-07 2025-03-10 momentum 0.4322 -0.0010 -0.0004 alpha_MOMENTUM
2025-03-10 2025-03-11 quality 2.7441 0.0012 0.0032 alpha_QUALITY
2025-03-10 2025-03-11 country_TH -0.0496 0.0128 -0.0006 tilt_COUNTRY
2025-03-10 2025-03-11 size_SMALL 0.0075 -0.0001 -0.0000 tilt_SIZE
2025-03-10 2025-03-11 ind_machinery -0.0304 -0.0038 0.0001 tilt_INDUSTRY
2025-03-10 2025-03-11 ind_chemicals 0.0859 -0.0004 -0.0000 tilt_INDUSTRY
2025-03-10 2025-03-11 ind_natural_gas_utilities -0.0068 0.0019 -0.0000 tilt_INDUSTRY
2025-03-10 2025-03-11 size_MID -0.0841 0.0001 -0.0000 tilt_SIZE
2025-03-10 2025-03-11 linkage 0.9027 0.0003 0.0003 alpha_MOMENTUM
2025-03-10 2025-03-11 ind_software_it_services 0.1376 -0.0035 -0.0005 tilt_INDUSTRY
2025-03-10 2025-03-11 country_NZ -0.0184 -0.0078 0.0001 tilt_COUNTRY
2025-03-10 2025-03-11 ind_food_drug_retail -0.0100 0.0081 -0.0001 tilt_INDUSTRY
2025-03-10 2025-03-11 size_MICRO -0.0086 0.0003 -0.0000 tilt_SIZE
2025-03-10 2025-03-11 ind_office_equipment 0.0010 0.0012 0.0000 tilt_INDUSTRY
2025-03-10 2025-03-11 ind_healthcare_equipment_supplies -0.0595 -0.0062 0.0004 tilt_INDUSTRY
2025-03-10 2025-03-11 ind_food_tobacco 0.0881 0.0082 0.0007 tilt_INDUSTRY
2025-03-10 2025-03-11 value_liq 0.9878 0.0004 0.0004 alpha_VALUE
2025-03-10 2025-03-11 bcost NaN NaN -0.0003 cost
2025-03-10 2025-03-11 country_AU -0.0995 -0.0121 0.0012 tilt_COUNTRY
2025-03-10 2025-03-11 country_JP -0.0626 -0.0076 0.0005 tilt_COUNTRY
2025-03-10 2025-03-11 ind_diversified_retail 0.0001 0.0065 0.0000 tilt_INDUSTRY
2025-03-10 2025-03-11 ind_telecommunications_serices 0.0348 0.0039 0.0001 tilt_INDUSTRY
2025-03-10 2025-03-11 linearCost NaN NaN -0.0002 cost
2025-03-10 2025-03-11 ind_industrial_distribution 0.0000 0.0002 0.0000 tilt_INDUSTRY
2025-03-10 2025-03-11 ind_real_estate_operations 0.0143 -0.0014 -0.0000 tilt_INDUSTRY
2025-03-10 2025-03-11 ind_pharmaceuticals -0.0752 0.0026 -0.0002 tilt_INDUSTRY
2025-03-10 2025-03-11 ind_computers_phones_household_electronics 0.0635 0.0021 0.0001 tilt_INDUSTRY
2025-03-10 2025-03-11 ind_metals_mining -0.0983 -0.0005 0.0000 tilt_INDUSTRY
2025-03-10 2025-03-11 ind_household_goods -0.0233 -0.0018 0.0000 tilt_INDUSTRY
2025-03-10 2025-03-11 ind_paper_forestry -0.0016 -0.0033 0.0000 tilt_INDUSTRY
2025-03-10 2025-03-11 fmom 1.0922 -0.0004 -0.0005 alpha_QUALITY
2025-03-10 2025-03-11 country_HK -0.0055 0.0050 -0.0000 tilt_COUNTRY
2025-03-10 2025-03-11 stability 5.3568 -0.0007 -0.0036 alpha_QUALITY
2025-03-10 2025-03-11 ind_specialty_reatil 0.0120 0.0041 0.0000 tilt_INDUSTRY
2025-03-10 2025-03-11 impactCost NaN NaN -0.0001 cost
2025-03-10 2025-03-11 ind_household_products_services -0.0376 0.0082 -0.0003 tilt_INDUSTRY
2025-03-10 2025-03-11 country_MY 0.0089 -0.0130 -0.0001 tilt_COUNTRY
2025-03-10 2025-03-11 ind_textiles_apparel -0.0280 0.0035 -0.0001 tilt_INDUSTRY
2025-03-10 2025-03-11 ind_freight_logistics 0.0647 0.0024 0.0002 tilt_INDUSTRY
2025-03-10 2025-03-11 ind_construction_engineering -0.0804 -0.0035 0.0003 tilt_INDUSTRY
2025-03-10 2025-03-11 ind_electric_utilities_ipps -0.0251 0.0005 -0.0000 tilt_INDUSTRY
2025-03-10 2025-03-11 ind_beverages -0.0666 0.0176 -0.0012 tilt_INDUSTRY
2025-03-10 2025-03-11 ind_healthcare_providers_services 0.0009 -0.0036 -0.0000 tilt_INDUSTRY
2025-03-10 2025-03-11 revision 1.2544 -0.0002 -0.0003 alpha_REVISION
2025-03-10 2025-03-11 ind_communications_equipment 0.0411 -0.0064 -0.0003 tilt_INDUSTRY
2025-03-10 2025-03-11 pdiscrepancy NaN NaN 0.0000 unexplained
2025-03-10 2025-03-11 sbeta_market 0.0557 -0.0024 -0.0001 risk_exposure
2025-03-10 2025-03-11 ind_aerospace_defense 0.0088 0.0123 0.0001 tilt_INDUSTRY
2025-03-10 2025-03-11 reversal 0.9638 -0.0005 -0.0004 alpha_REVERSAL
2025-03-10 2025-03-11 ind_multiline_utilities -0.0103 0.0067 -0.0001 tilt_INDUSTRY
2025-03-10 2025-03-11 ind_media_publishing -0.0339 0.0018 -0.0001 tilt_INDUSTRY
2025-03-10 2025-03-11 ind_commercial_services_supplies 0.0331 -0.0025 -0.0001 tilt_INDUSTRY
2025-03-10 2025-03-11 ind_oil_gas 0.0115 0.0019 0.0000 tilt_INDUSTRY
2025-03-10 2025-03-11 country_KR 0.0000 -0.0116 0.0000 tilt_COUNTRY
2025-03-10 2025-03-11 value_gc 1.3363 0.0005 0.0007 alpha_VALUE
2025-03-10 2025-03-11 country_TW -0.0642 -0.0107 0.0007 tilt_COUNTRY
2025-03-10 2025-03-11 ind_fintech 0.0035 0.0006 0.0000 tilt_INDUSTRY
2025-03-10 2025-03-11 country_ID 0.0440 -0.0169 -0.0007 tilt_COUNTRY
2025-03-10 2025-03-11 ind_automobile -0.0054 -0.0014 0.0000 tilt_INDUSTRY
2025-03-10 2025-03-11 country_IN 0.0711 0.0006 0.0000 tilt_COUNTRY
2025-03-10 2025-03-11 ind_containers_packaging -0.0111 -0.0020 0.0000 tilt_INDUSTRY
2025-03-10 2025-03-11 ind_passenger_transportation 0.0657 0.0021 0.0001 tilt_INDUSTRY
2025-03-10 2025-03-11 fcost NaN NaN -0.0000 cost
2025-03-10 2025-03-11 ind_holding_companies 0.0000 -0.0044 0.0000 tilt_INDUSTRY
2025-03-10 2025-03-11 ind_semiconductors -0.0704 -0.0026 0.0002 tilt_INDUSTRY
2025-03-10 2025-03-11 neglect 1.1441 0.0003 0.0003 alpha_VALUE
2025-03-10 2025-03-11 country_CN 0.1735 0.0070 0.0012 tilt_COUNTRY
2025-03-10 2025-03-11 ind_coal -0.0452 0.0005 -0.0000 tilt_INDUSTRY
2025-03-10 2025-03-11 ind_renewable_energy 0.0252 -0.0021 -0.0001 tilt_INDUSTRY
2025-03-10 2025-03-11 ind_oil_gas_equipment_services -0.0153 -0.0007 0.0000 tilt_INDUSTRY
2025-03-10 2025-03-11 ind_insurance 0.0827 -0.0017 -0.0001 tilt_INDUSTRY
2025-03-10 2025-03-11 specret NaN NaN 0.0020 unexplained
2025-03-10 2025-03-11 country_PH 0.0006 -0.0274 -0.0000 tilt_COUNTRY
2025-03-10 2025-03-11 momentum 0.4730 -0.0006 -0.0003 alpha_MOMENTUM
2025-03-10 2025-03-11 ind_integrated_hardware_software 0.0125 -0.0059 -0.0001 tilt_INDUSTRY
2025-03-10 2025-03-11 country_XH 0.0357 0.0080 0.0003 tilt_COUNTRY
2025-03-10 2025-03-11 sdiscrepancy NaN NaN 0.0004 unexplained
2025-03-10 2025-03-11 ind_investment_services 0.0687 -0.0021 -0.0001 tilt_INDUSTRY
2025-03-10 2025-03-11 ind_biotechnology 0.0199 -0.0045 -0.0001 tilt_INDUSTRY
2025-03-10 2025-03-11 ind_water_utilities -0.0008 -0.0021 0.0000 tilt_INDUSTRY
2025-03-10 2025-03-11 ind_uranium -0.0028 -0.0307 0.0001 tilt_INDUSTRY
2025-03-10 2025-03-11 country_SG -0.0518 -0.0184 0.0010 tilt_COUNTRY
2025-03-10 2025-03-11 ind_transportation_infrastructure -0.0221 -0.0002 0.0000 tilt_INDUSTRY
2025-03-10 2025-03-11 market -0.0178 -0.0005 0.0000 risk_exposure
2025-03-10 2025-03-11 size_LARGE 0.0675 0.0000 0.0000 tilt_SIZE
2025-03-10 2025-03-11 ind_banking_services -0.0214 -0.0001 0.0000 tilt_INDUSTRY
2025-03-10 2025-03-11 ind_consumer_goods_conglomerates 0.0134 0.0004 0.0000 tilt_INDUSTRY
2025-03-10 2025-03-11 ind_hotels_entertainment -0.0702 0.0063 -0.0004 tilt_INDUSTRY
2025-03-10 2025-03-11 ind_construction_materials -0.0116 -0.0006 0.0000 tilt_INDUSTRY
2025-03-10 2025-03-11 ind_leisure_products -0.0016 0.0133 -0.0000 tilt_INDUSTRY
2025-03-10 2025-03-11 ind_homebuilding_building_products -0.0349 -0.0004 0.0000 tilt_INDUSTRY
2025-03-10 2025-03-11 ind_electronic_equipment -0.0068 -0.0011 0.0000 tilt_INDUSTRY
2025-03-11 2025-03-12 ind_telecommunications_serices 0.0337 -0.0019 -0.0001 tilt_INDUSTRY
2025-03-11 2025-03-12 linearCost NaN NaN -0.0001 cost
2025-03-11 2025-03-12 neglect 1.1220 0.0005 0.0005 alpha_VALUE
2025-03-11 2025-03-12 ind_commercial_services_supplies 0.0390 -0.0004 -0.0000 tilt_INDUSTRY
2025-03-11 2025-03-12 ind_diversified_retail 0.0001 -0.0102 -0.0000 tilt_INDUSTRY
2025-03-11 2025-03-12 country_MY 0.0089 -0.0093 -0.0001 tilt_COUNTRY
2025-03-11 2025-03-12 ind_homebuilding_building_products -0.0352 -0.0061 0.0002 tilt_INDUSTRY
2025-03-11 2025-03-12 ind_freight_logistics 0.0635 -0.0049 -0.0003 tilt_INDUSTRY
2025-03-11 2025-03-12 ind_uranium -0.0028 0.0265 -0.0001 tilt_INDUSTRY
2025-03-11 2025-03-12 ind_textiles_apparel -0.0286 0.0015 -0.0000 tilt_INDUSTRY
2025-03-11 2025-03-12 country_JP -0.0619 0.0088 -0.0005 tilt_COUNTRY
2025-03-11 2025-03-12 ind_renewable_energy 0.0254 -0.0081 -0.0002 tilt_INDUSTRY
2025-03-11 2025-03-12 ind_integrated_hardware_software 0.0127 0.0175 0.0002 tilt_INDUSTRY
2025-03-11 2025-03-12 ind_office_equipment 0.0013 -0.0025 -0.0000 tilt_INDUSTRY
2025-03-11 2025-03-12 country_NZ -0.0184 -0.0074 0.0001 tilt_COUNTRY
2025-03-11 2025-03-12 revision 1.2837 0.0009 0.0012 alpha_REVISION
2025-03-11 2025-03-12 sdiscrepancy NaN NaN -0.0008 unexplained
2025-03-11 2025-03-12 size_LARGE 0.0710 -0.0016 -0.0001 tilt_SIZE
2025-03-11 2025-03-12 pdiscrepancy NaN NaN -0.0000 unexplained
2025-03-11 2025-03-12 ind_healthcare_providers_services 0.0009 -0.0066 -0.0000 tilt_INDUSTRY
2025-03-11 2025-03-12 value_liq 0.9815 -0.0003 -0.0003 alpha_VALUE
2025-03-11 2025-03-12 sbeta_market 0.0608 0.0008 0.0000 risk_exposure
2025-03-11 2025-03-12 ind_specialty_reatil 0.0116 -0.0028 -0.0000 tilt_INDUSTRY
2025-03-11 2025-03-12 momentum 0.5215 0.0002 0.0001 alpha_MOMENTUM
2025-03-11 2025-03-12 country_KR 0.0000 0.0106 0.0000 tilt_COUNTRY
2025-03-11 2025-03-12 country_ID 0.0444 0.0172 0.0008 tilt_COUNTRY
2025-03-11 2025-03-12 ind_household_products_services -0.0375 -0.0013 0.0001 tilt_INDUSTRY
2025-03-11 2025-03-12 ind_containers_packaging -0.0112 -0.0068 0.0001 tilt_INDUSTRY
2025-03-11 2025-03-12 bcost NaN NaN -0.0003 cost
2025-03-11 2025-03-12 ind_construction_materials -0.0113 -0.0057 0.0001 tilt_INDUSTRY
2025-03-11 2025-03-12 country_TW -0.0629 0.0048 -0.0003 tilt_COUNTRY
2025-03-11 2025-03-12 ind_construction_engineering -0.0736 0.0048 -0.0004 tilt_INDUSTRY
2025-03-11 2025-03-12 ind_multiline_utilities -0.0105 0.0065 -0.0001 tilt_INDUSTRY
2025-03-11 2025-03-12 size_MICRO -0.0088 0.0049 -0.0000 tilt_SIZE
2025-03-11 2025-03-12 stability 5.3163 0.0000 0.0001 alpha_QUALITY
2025-03-11 2025-03-12 value_gc 1.3399 0.0008 0.0011 alpha_VALUE
2025-03-11 2025-03-12 ind_holding_companies 0.0000 0.0050 0.0000 tilt_INDUSTRY
2025-03-11 2025-03-12 ind_beverages -0.0663 -0.0066 0.0004 tilt_INDUSTRY
2025-03-11 2025-03-12 ind_consumer_goods_conglomerates 0.0127 0.0145 0.0002 tilt_INDUSTRY
2025-03-11 2025-03-12 ind_hotels_entertainment -0.0698 -0.0077 0.0005 tilt_INDUSTRY
2025-03-11 2025-03-12 country_IN 0.0604 -0.0022 -0.0001 tilt_COUNTRY
2025-03-11 2025-03-12 fmom 1.0969 -0.0002 -0.0002 alpha_QUALITY
2025-03-11 2025-03-12 ind_computers_phones_household_electronics 0.0650 0.0007 0.0000 tilt_INDUSTRY
2025-03-11 2025-03-12 country_PH 0.0000 0.0025 0.0000 tilt_COUNTRY
2025-03-11 2025-03-12 ind_automobile -0.0034 0.0017 -0.0000 tilt_INDUSTRY
2025-03-11 2025-03-12 ind_food_tobacco 0.0862 -0.0032 -0.0003 tilt_INDUSTRY
2025-03-11 2025-03-12 reversal 1.1428 0.0023 0.0027 alpha_REVERSAL
2025-03-11 2025-03-12 size_MID -0.0882 -0.0009 0.0001 tilt_SIZE
2025-03-11 2025-03-12 ind_communications_equipment 0.0349 0.0097 0.0003 tilt_INDUSTRY
2025-03-11 2025-03-12 ind_machinery -0.0360 0.0003 -0.0000 tilt_INDUSTRY
2025-03-11 2025-03-12 ind_fintech 0.0035 0.0021 0.0000 tilt_INDUSTRY
2025-03-11 2025-03-12 ind_pharmaceuticals -0.0734 -0.0028 0.0002 tilt_INDUSTRY
2025-03-11 2025-03-12 ind_natural_gas_utilities -0.0064 0.0142 -0.0001 tilt_INDUSTRY
2025-03-11 2025-03-12 ind_transportation_infrastructure -0.0229 -0.0008 0.0000 tilt_INDUSTRY
2025-03-11 2025-03-12 country_AU -0.0994 -0.0111 0.0011 tilt_COUNTRY
2025-03-11 2025-03-12 ind_water_utilities -0.0008 0.0010 -0.0000 tilt_INDUSTRY
2025-03-11 2025-03-12 ind_real_estate_operations 0.0161 -0.0042 -0.0001 tilt_INDUSTRY
2025-03-11 2025-03-12 market -0.0126 -0.0011 0.0000 risk_exposure
2025-03-11 2025-03-12 ind_banking_services -0.0131 0.0033 -0.0000 tilt_INDUSTRY
2025-03-11 2025-03-12 ind_electric_utilities_ipps -0.0254 0.0057 -0.0001 tilt_INDUSTRY
2025-03-11 2025-03-12 ind_investment_services 0.0717 0.0042 0.0003 tilt_INDUSTRY
2025-03-11 2025-03-12 country_TH -0.0424 -0.0216 0.0009 tilt_COUNTRY
2025-03-11 2025-03-12 ind_media_publishing -0.0333 0.0060 -0.0002 tilt_INDUSTRY
2025-03-11 2025-03-12 ind_oil_gas 0.0160 0.0036 0.0001 tilt_INDUSTRY
2025-03-11 2025-03-12 country_XH 0.0388 -0.0040 -0.0002 tilt_COUNTRY
2025-03-11 2025-03-12 ind_coal -0.0451 -0.0048 0.0002 tilt_INDUSTRY
2025-03-11 2025-03-12 specret NaN NaN 0.0017 unexplained
2025-03-11 2025-03-12 size_SMALL 0.0134 0.0022 0.0000 tilt_SIZE
2025-03-11 2025-03-12 ind_industrial_distribution 0.0000 -0.0037 0.0000 tilt_INDUSTRY
2025-03-11 2025-03-12 country_HK -0.0060 -0.0033 0.0000 tilt_COUNTRY
2025-03-11 2025-03-12 ind_biotechnology 0.0206 -0.0061 -0.0001 tilt_INDUSTRY
2025-03-11 2025-03-12 ind_leisure_products -0.0025 -0.0051 0.0000 tilt_INDUSTRY
2025-03-11 2025-03-12 ind_food_drug_retail -0.0133 -0.0004 0.0000 tilt_INDUSTRY
2025-03-11 2025-03-12 ind_software_it_services 0.1355 -0.0005 -0.0001 tilt_INDUSTRY
2025-03-11 2025-03-12 ind_aerospace_defense 0.0062 -0.0100 -0.0001 tilt_INDUSTRY
2025-03-11 2025-03-12 country_SG -0.0486 -0.0016 0.0001 tilt_COUNTRY
2025-03-11 2025-03-12 ind_paper_forestry -0.0020 -0.0053 0.0000 tilt_INDUSTRY
2025-03-11 2025-03-12 quality 2.6700 0.0005 0.0015 alpha_QUALITY
2025-03-11 2025-03-12 ind_healthcare_equipment_supplies -0.0628 -0.0040 0.0003 tilt_INDUSTRY
2025-03-11 2025-03-12 linkage 0.8917 0.0005 0.0005 alpha_MOMENTUM
2025-03-11 2025-03-12 fcost NaN NaN -0.0000 cost
2025-03-11 2025-03-12 ind_passenger_transportation 0.0650 -0.0058 -0.0004 tilt_INDUSTRY
2025-03-11 2025-03-12 ind_household_goods -0.0229 -0.0058 0.0001 tilt_INDUSTRY
2025-03-11 2025-03-12 country_CN 0.1746 -0.0020 -0.0003 tilt_COUNTRY
2025-03-11 2025-03-12 ind_metals_mining -0.1139 0.0015 -0.0002 tilt_INDUSTRY
2025-03-11 2025-03-12 ind_oil_gas_equipment_services -0.0159 -0.0016 0.0000 tilt_INDUSTRY
2025-03-11 2025-03-12 ind_semiconductors -0.0748 0.0008 -0.0001 tilt_INDUSTRY
2025-03-11 2025-03-12 ind_chemicals 0.0930 -0.0028 -0.0003 tilt_INDUSTRY
2025-03-11 2025-03-12 ind_electronic_equipment -0.0026 0.0038 -0.0000 tilt_INDUSTRY
2025-03-11 2025-03-12 impactCost NaN NaN -0.0001 cost
2025-03-11 2025-03-12 ind_insurance 0.0904 0.0044 0.0004 tilt_INDUSTRY
2025-03-12 2025-03-13 country_IN 0.0637 -0.0101 -0.0006 tilt_COUNTRY
2025-03-12 2025-03-13 ind_consumer_goods_conglomerates 0.0112 0.0030 0.0000 tilt_INDUSTRY
2025-03-12 2025-03-13 ind_media_publishing -0.0338 -0.0055 0.0002 tilt_INDUSTRY
2025-03-12 2025-03-13 size_MICRO -0.0076 -0.0011 0.0000 tilt_SIZE
2025-03-12 2025-03-13 fmom 1.0697 0.0004 0.0005 alpha_QUALITY
2025-03-12 2025-03-13 ind_communications_equipment 0.0273 0.0039 0.0001 tilt_INDUSTRY
2025-03-12 2025-03-13 ind_holding_companies 0.0000 0.0007 0.0000 tilt_INDUSTRY
2025-03-12 2025-03-13 country_XH 0.0441 0.0044 0.0002 tilt_COUNTRY
2025-03-12 2025-03-13 ind_electric_utilities_ipps -0.0243 0.0054 -0.0001 tilt_INDUSTRY
2025-03-12 2025-03-13 ind_coal -0.0433 0.0264 -0.0011 tilt_INDUSTRY
2025-03-12 2025-03-13 value_gc 1.3405 0.0008 0.0011 alpha_VALUE
2025-03-12 2025-03-13 country_NZ -0.0185 -0.0142 0.0003 tilt_COUNTRY
2025-03-12 2025-03-13 ind_metals_mining -0.1258 0.0109 -0.0014 tilt_INDUSTRY
2025-03-12 2025-03-13 ind_electronic_equipment -0.0011 -0.0053 0.0000 tilt_INDUSTRY
2025-03-12 2025-03-13 ind_investment_services 0.0740 0.0041 0.0003 tilt_INDUSTRY
2025-03-12 2025-03-13 ind_real_estate_operations 0.0194 0.0030 0.0001 tilt_INDUSTRY
2025-03-12 2025-03-13 country_AU -0.1002 -0.0074 0.0007 tilt_COUNTRY
2025-03-12 2025-03-13 ind_fintech 0.0031 -0.0008 -0.0000 tilt_INDUSTRY
2025-03-12 2025-03-13 ind_pharmaceuticals -0.0718 0.0032 -0.0002 tilt_INDUSTRY
2025-03-12 2025-03-13 ind_paper_forestry -0.0027 -0.0008 0.0000 tilt_INDUSTRY
2025-03-12 2025-03-13 ind_insurance 0.0944 0.0027 0.0003 tilt_INDUSTRY
2025-03-12 2025-03-13 country_CN 0.1714 0.0032 0.0006 tilt_COUNTRY
2025-03-12 2025-03-13 ind_food_tobacco 0.0820 0.0014 0.0001 tilt_INDUSTRY
2025-03-12 2025-03-13 specret NaN NaN -0.0024 unexplained
2025-03-12 2025-03-13 ind_computers_phones_household_electronics 0.0647 -0.0038 -0.0002 tilt_INDUSTRY
2025-03-12 2025-03-13 ind_household_goods -0.0226 0.0004 -0.0000 tilt_INDUSTRY
2025-03-12 2025-03-13 country_SG -0.0413 -0.0007 0.0000 tilt_COUNTRY
2025-03-12 2025-03-13 ind_renewable_energy 0.0251 -0.0021 -0.0001 tilt_INDUSTRY
2025-03-12 2025-03-13 ind_leisure_products -0.0028 -0.0109 0.0000 tilt_INDUSTRY
2025-03-12 2025-03-13 pdiscrepancy NaN NaN 0.0000 unexplained
2025-03-12 2025-03-13 value_liq 0.9395 0.0008 0.0007 alpha_VALUE
2025-03-12 2025-03-13 momentum 0.5219 0.0004 0.0002 alpha_MOMENTUM
2025-03-12 2025-03-13 ind_multiline_utilities -0.0106 -0.0004 0.0000 tilt_INDUSTRY
2025-03-12 2025-03-13 bcost NaN NaN -0.0003 cost
2025-03-12 2025-03-13 ind_construction_materials -0.0110 0.0009 -0.0000 tilt_INDUSTRY
2025-03-12 2025-03-13 ind_office_equipment 0.0013 -0.0102 -0.0000 tilt_INDUSTRY
2025-03-12 2025-03-13 stability 5.3286 0.0001 0.0005 alpha_QUALITY
2025-03-12 2025-03-13 ind_hotels_entertainment -0.0701 -0.0000 0.0000 tilt_INDUSTRY
2025-03-12 2025-03-13 linearCost NaN NaN -0.0002 cost
2025-03-12 2025-03-13 ind_telecommunications_serices 0.0326 -0.0011 -0.0000 tilt_INDUSTRY
2025-03-12 2025-03-13 ind_uranium -0.0029 0.0248 -0.0001 tilt_INDUSTRY
2025-03-12 2025-03-13 ind_diversified_retail 0.0001 0.0000 0.0000 tilt_INDUSTRY
2025-03-12 2025-03-13 country_HK -0.0056 -0.0011 0.0000 tilt_COUNTRY
2025-03-12 2025-03-13 ind_healthcare_equipment_supplies -0.0667 0.0009 -0.0001 tilt_INDUSTRY
2025-03-12 2025-03-13 ind_commercial_services_supplies 0.0410 -0.0022 -0.0001 tilt_INDUSTRY
2025-03-12 2025-03-13 ind_semiconductors -0.0707 -0.0067 0.0005 tilt_INDUSTRY
2025-03-12 2025-03-13 neglect 1.1160 -0.0015 -0.0016 alpha_VALUE
2025-03-12 2025-03-13 ind_integrated_hardware_software 0.0128 -0.0123 -0.0002 tilt_INDUSTRY
2025-03-12 2025-03-13 ind_natural_gas_utilities -0.0065 0.0041 -0.0000 tilt_INDUSTRY
2025-03-12 2025-03-13 impactCost NaN NaN -0.0002 cost
2025-03-12 2025-03-13 size_SMALL 0.0146 -0.0005 -0.0000 tilt_SIZE
2025-03-12 2025-03-13 size_LARGE 0.0766 -0.0003 -0.0000 tilt_SIZE
2025-03-12 2025-03-13 ind_passenger_transportation 0.0644 -0.0040 -0.0003 tilt_INDUSTRY
2025-03-12 2025-03-13 revision 1.3370 0.0010 0.0013 alpha_REVISION
2025-03-12 2025-03-13 linkage 0.9105 -0.0000 -0.0000 alpha_MOMENTUM
2025-03-12 2025-03-13 fcost NaN NaN -0.0000 cost
2025-03-12 2025-03-13 quality 2.5892 0.0011 0.0027 alpha_QUALITY
2025-03-12 2025-03-13 ind_healthcare_providers_services -0.0004 -0.0008 0.0000 tilt_INDUSTRY
2025-03-12 2025-03-13 ind_specialty_reatil 0.0117 -0.0019 -0.0000 tilt_INDUSTRY
2025-03-12 2025-03-13 sbeta_market 0.0663 -0.0142 -0.0009 risk_exposure
2025-03-12 2025-03-13 country_ID 0.0438 -0.0206 -0.0009 tilt_COUNTRY
2025-03-12 2025-03-13 ind_food_drug_retail -0.0179 -0.0022 0.0000 tilt_INDUSTRY
2025-03-12 2025-03-13 ind_containers_packaging -0.0109 0.0035 -0.0000 tilt_INDUSTRY
2025-03-12 2025-03-13 ind_biotechnology 0.0211 -0.0013 -0.0000 tilt_INDUSTRY
2025-03-12 2025-03-13 country_TW -0.0616 -0.0068 0.0004 tilt_COUNTRY
2025-03-12 2025-03-13 ind_industrial_distribution 0.0000 0.0002 0.0000 tilt_INDUSTRY
2025-03-12 2025-03-13 ind_construction_engineering -0.0691 0.0024 -0.0002 tilt_INDUSTRY
2025-03-12 2025-03-13 country_PH 0.0000 0.0034 0.0000 tilt_COUNTRY
2025-03-12 2025-03-13 ind_homebuilding_building_products -0.0353 0.0007 -0.0000 tilt_INDUSTRY
2025-03-12 2025-03-13 country_MY 0.0088 0.0136 0.0001 tilt_COUNTRY
2025-03-12 2025-03-13 ind_beverages -0.0635 0.0040 -0.0003 tilt_INDUSTRY
2025-03-12 2025-03-13 country_KR 0.0000 -0.0018 0.0000 tilt_COUNTRY
2025-03-12 2025-03-13 ind_textiles_apparel -0.0275 -0.0062 0.0002 tilt_INDUSTRY
2025-03-12 2025-03-13 ind_software_it_services 0.1404 -0.0056 -0.0008 tilt_INDUSTRY
2025-03-12 2025-03-13 ind_household_products_services -0.0370 -0.0028 0.0001 tilt_INDUSTRY
2025-03-12 2025-03-13 ind_oil_gas_equipment_services -0.0161 0.0046 -0.0001 tilt_INDUSTRY
2025-03-12 2025-03-13 country_JP -0.0678 0.0023 -0.0002 tilt_COUNTRY
2025-03-12 2025-03-13 ind_transportation_infrastructure -0.0231 0.0025 -0.0001 tilt_INDUSTRY
2025-03-12 2025-03-13 ind_water_utilities -0.0010 0.0137 -0.0000 tilt_INDUSTRY
2025-03-12 2025-03-13 ind_freight_logistics 0.0635 0.0002 0.0000 tilt_INDUSTRY
2025-03-12 2025-03-13 ind_chemicals 0.0973 0.0013 0.0001 tilt_INDUSTRY
2025-03-12 2025-03-13 ind_banking_services -0.0237 0.0026 -0.0001 tilt_INDUSTRY
2025-03-12 2025-03-13 ind_aerospace_defense 0.0032 0.0100 0.0000 tilt_INDUSTRY
2025-03-12 2025-03-13 market -0.0087 0.0079 -0.0001 risk_exposure
2025-03-12 2025-03-13 ind_automobile -0.0020 -0.0066 0.0000 tilt_INDUSTRY
2025-03-12 2025-03-13 ind_oil_gas 0.0210 0.0081 0.0002 tilt_INDUSTRY
2025-03-12 2025-03-13 sdiscrepancy NaN NaN -0.0001 unexplained
2025-03-12 2025-03-13 size_MID -0.0924 0.0006 -0.0001 tilt_SIZE
2025-03-12 2025-03-13 reversal 0.9841 -0.0000 -0.0000 alpha_REVERSAL
2025-03-12 2025-03-13 ind_machinery -0.0258 -0.0054 0.0001 tilt_INDUSTRY
2025-03-12 2025-03-13 country_TH -0.0454 -0.0089 0.0004 tilt_COUNTRY
2025-03-13 2025-03-14 ind_banking_services -0.0330 0.0019 -0.0001 tilt_INDUSTRY
2025-03-13 2025-03-14 ind_investment_services 0.0746 0.0066 0.0005 tilt_INDUSTRY
2025-03-13 2025-03-14 market -0.0048 -0.0035 0.0000 risk_exposure
2025-03-13 2025-03-14 ind_industrial_distribution 0.0000 -0.0051 0.0000 tilt_INDUSTRY
2025-03-13 2025-03-14 ind_biotechnology 0.0222 0.0037 0.0001 tilt_INDUSTRY
2025-03-13 2025-03-14 country_HK -0.0058 -0.0058 0.0000 tilt_COUNTRY
2025-03-13 2025-03-14 ind_diversified_retail 0.0001 0.0105 0.0000 tilt_INDUSTRY
2025-03-13 2025-03-14 ind_homebuilding_building_products -0.0347 -0.0009 0.0000 tilt_INDUSTRY
2025-03-13 2025-03-14 country_TH -0.0465 0.0071 -0.0003 tilt_COUNTRY
2025-03-13 2025-03-14 ind_electronic_equipment 0.0022 -0.0018 -0.0000 tilt_INDUSTRY
2025-03-13 2025-03-14 value_gc 1.3607 -0.0004 -0.0005 alpha_VALUE
2025-03-13 2025-03-14 ind_metals_mining -0.1378 -0.0038 0.0005 tilt_INDUSTRY
2025-03-13 2025-03-14 country_MY 0.0086 0.0059 0.0001 tilt_COUNTRY
2025-03-13 2025-03-14 ind_uranium -0.0029 0.0175 -0.0001 tilt_INDUSTRY
2025-03-13 2025-03-14 ind_textiles_apparel -0.0289 0.0035 -0.0001 tilt_INDUSTRY
2025-03-13 2025-03-14 country_JP -0.0743 0.0001 -0.0000 tilt_COUNTRY
2025-03-13 2025-03-14 country_PH 0.0000 0.0046 0.0000 tilt_COUNTRY
2025-03-13 2025-03-14 ind_leisure_products -0.0029 0.0006 -0.0000 tilt_INDUSTRY
2025-03-13 2025-03-14 size_MID -0.0902 -0.0000 0.0000 tilt_SIZE
2025-03-13 2025-03-14 ind_fintech 0.0059 0.0078 0.0000 tilt_INDUSTRY
2025-03-13 2025-03-14 country_CN 0.1680 -0.0006 -0.0001 tilt_COUNTRY
2025-03-13 2025-03-14 ind_food_tobacco 0.0713 0.0033 0.0002 tilt_INDUSTRY
2025-03-13 2025-03-14 specret NaN NaN 0.0047 unexplained
2025-03-13 2025-03-14 ind_natural_gas_utilities -0.0065 -0.0023 0.0000 tilt_INDUSTRY
2025-03-13 2025-03-14 ind_machinery -0.0134 -0.0027 0.0000 tilt_INDUSTRY
2025-03-13 2025-03-14 size_SMALL 0.0113 -0.0014 -0.0000 tilt_SIZE
2025-03-13 2025-03-14 country_AU -0.1015 0.0052 -0.0005 tilt_COUNTRY
2025-03-13 2025-03-14 ind_computers_phones_household_electronics 0.0631 -0.0025 -0.0002 tilt_INDUSTRY
2025-03-13 2025-03-14 ind_oil_gas_equipment_services -0.0162 0.0055 -0.0001 tilt_INDUSTRY
2025-03-13 2025-03-14 ind_telecommunications_serices 0.0323 -0.0013 -0.0000 tilt_INDUSTRY
2025-03-13 2025-03-14 ind_passenger_transportation 0.0644 -0.0003 -0.0000 tilt_INDUSTRY
2025-03-13 2025-03-14 ind_transportation_infrastructure -0.0229 0.0041 -0.0001 tilt_INDUSTRY
2025-03-13 2025-03-14 ind_software_it_services 0.1408 -0.0038 -0.0005 tilt_INDUSTRY
2025-03-13 2025-03-14 ind_household_goods -0.0263 0.0140 -0.0004 tilt_INDUSTRY
2025-03-13 2025-03-14 linkage 0.9219 0.0006 0.0006 alpha_MOMENTUM
2025-03-13 2025-03-14 fcost NaN NaN -0.0000 cost
2025-03-13 2025-03-14 ind_pharmaceuticals -0.0715 0.0027 -0.0002 tilt_INDUSTRY
2025-03-13 2025-03-14 country_SG -0.0363 -0.0057 0.0002 tilt_COUNTRY
2025-03-13 2025-03-14 ind_chemicals 0.1026 -0.0048 -0.0005 tilt_INDUSTRY
2025-03-13 2025-03-14 quality 2.5320 0.0009 0.0023 alpha_QUALITY
2025-03-13 2025-03-14 ind_water_utilities -0.0011 -0.0047 0.0000 tilt_INDUSTRY
2025-03-13 2025-03-14 ind_food_drug_retail -0.0148 0.0014 -0.0000 tilt_INDUSTRY
2025-03-13 2025-03-14 ind_renewable_energy 0.0251 0.0016 0.0000 tilt_INDUSTRY
2025-03-13 2025-03-14 ind_semiconductors -0.0643 -0.0014 0.0001 tilt_INDUSTRY
2025-03-13 2025-03-14 linearCost NaN NaN -0.0002 cost
2025-03-13 2025-03-14 country_NZ -0.0186 0.0002 -0.0000 tilt_COUNTRY
2025-03-13 2025-03-14 size_MICRO -0.0068 0.0012 -0.0000 tilt_SIZE
2025-03-13 2025-03-14 ind_insurance 0.0972 0.0066 0.0006 tilt_INDUSTRY
2025-03-13 2025-03-14 neglect 1.1256 -0.0006 -0.0007 alpha_VALUE
2025-03-13 2025-03-14 impactCost NaN NaN -0.0001 cost
2025-03-13 2025-03-14 ind_office_equipment 0.0013 0.0107 0.0000 tilt_INDUSTRY
2025-03-13 2025-03-14 stability 5.4015 0.0002 0.0012 alpha_QUALITY
2025-03-13 2025-03-14 sbeta_market 0.0647 0.0145 0.0009 risk_exposure
2025-03-13 2025-03-14 fmom 1.0420 0.0003 0.0003 alpha_QUALITY
2025-03-13 2025-03-14 ind_household_products_services -0.0361 0.0051 -0.0002 tilt_INDUSTRY
2025-03-13 2025-03-14 ind_holding_companies 0.0000 -0.0055 0.0000 tilt_INDUSTRY
2025-03-13 2025-03-14 ind_integrated_hardware_software 0.0127 -0.0019 -0.0000 tilt_INDUSTRY
2025-03-13 2025-03-14 pdiscrepancy NaN NaN -0.0000 unexplained
2025-03-13 2025-03-14 sdiscrepancy NaN NaN -0.0002 unexplained
2025-03-13 2025-03-14 country_IN 0.0705 -0.0012 -0.0001 tilt_COUNTRY
2025-03-13 2025-03-14 ind_freight_logistics 0.0616 -0.0019 -0.0001 tilt_INDUSTRY
2025-03-13 2025-03-14 ind_coal -0.0411 -0.0093 0.0004 tilt_INDUSTRY
2025-03-13 2025-03-14 ind_communications_equipment 0.0188 -0.0095 -0.0002 tilt_INDUSTRY
2025-03-13 2025-03-14 reversal 0.9243 0.0015 0.0014 alpha_REVERSAL
2025-03-13 2025-03-14 ind_consumer_goods_conglomerates 0.0103 0.0128 0.0001 tilt_INDUSTRY
2025-03-13 2025-03-14 ind_electric_utilities_ipps -0.0254 -0.0005 0.0000 tilt_INDUSTRY
2025-03-13 2025-03-14 ind_media_publishing -0.0353 -0.0037 0.0001 tilt_INDUSTRY
2025-03-13 2025-03-14 ind_automobile -0.0036 0.0005 -0.0000 tilt_INDUSTRY
2025-03-13 2025-03-14 country_XH 0.0507 0.0057 0.0003 tilt_COUNTRY
2025-03-13 2025-03-14 ind_commercial_services_supplies 0.0449 0.0005 0.0000 tilt_INDUSTRY
2025-03-13 2025-03-14 ind_real_estate_operations 0.0225 0.0013 0.0000 tilt_INDUSTRY
2025-03-13 2025-03-14 ind_aerospace_defense 0.0024 -0.0108 -0.0000 tilt_INDUSTRY
2025-03-13 2025-03-14 revision 1.2867 -0.0002 -0.0003 alpha_REVISION
2025-03-13 2025-03-14 size_LARGE 0.0810 0.0018 0.0001 tilt_SIZE
2025-03-13 2025-03-14 momentum 0.5266 0.0012 0.0006 alpha_MOMENTUM
2025-03-13 2025-03-14 ind_hotels_entertainment -0.0699 0.0035 -0.0002 tilt_INDUSTRY
2025-03-13 2025-03-14 country_KR 0.0000 -0.0027 0.0000 tilt_COUNTRY
2025-03-13 2025-03-14 ind_paper_forestry -0.0034 -0.0009 0.0000 tilt_INDUSTRY
2025-03-13 2025-03-14 ind_beverages -0.0605 0.0171 -0.0010 tilt_INDUSTRY
2025-03-13 2025-03-14 ind_healthcare_equipment_supplies -0.0684 0.0003 -0.0000 tilt_INDUSTRY
2025-03-13 2025-03-14 ind_construction_engineering -0.0645 0.0015 -0.0001 tilt_INDUSTRY
2025-03-13 2025-03-14 ind_specialty_reatil 0.0118 -0.0012 -0.0000 tilt_INDUSTRY
2025-03-13 2025-03-14 ind_construction_materials -0.0107 -0.0030 0.0000 tilt_INDUSTRY
2025-03-13 2025-03-14 country_ID 0.0426 -0.0131 -0.0006 tilt_COUNTRY
2025-03-13 2025-03-14 country_TW -0.0623 -0.0003 0.0000 tilt_COUNTRY
2025-03-13 2025-03-14 bcost NaN NaN -0.0003 cost
2025-03-13 2025-03-14 ind_containers_packaging -0.0108 0.0019 -0.0000 tilt_INDUSTRY
2025-03-13 2025-03-14 ind_oil_gas 0.0282 -0.0042 -0.0001 tilt_INDUSTRY
2025-03-13 2025-03-14 ind_multiline_utilities -0.0107 0.0049 -0.0001 tilt_INDUSTRY
2025-03-13 2025-03-14 value_liq 0.9492 0.0012 0.0011 alpha_VALUE
2025-03-13 2025-03-14 ind_healthcare_providers_services -0.0023 0.0068 -0.0000 tilt_INDUSTRY
2025-03-14 2025-03-17 ind_oil_gas_equipment_services -0.0164 0.0100 -0.0002 tilt_INDUSTRY
2025-03-14 2025-03-17 ind_beverages -0.0561 -0.0019 0.0001 tilt_INDUSTRY
2025-03-14 2025-03-17 country_NZ -0.0189 -0.0144 0.0003 tilt_COUNTRY
2025-03-14 2025-03-17 pdiscrepancy NaN NaN -0.0000 unexplained
2025-03-14 2025-03-17 ind_consumer_goods_conglomerates 0.0106 0.0141 0.0001 tilt_INDUSTRY
2025-03-14 2025-03-17 ind_electric_utilities_ipps -0.0275 0.0012 -0.0000 tilt_INDUSTRY
2025-03-14 2025-03-17 ind_fintech 0.0074 -0.0057 -0.0000 tilt_INDUSTRY
2025-03-14 2025-03-17 ind_metals_mining -0.1418 -0.0029 0.0004 tilt_INDUSTRY
2025-03-14 2025-03-17 quality 2.4630 -0.0005 -0.0012 alpha_QUALITY
2025-03-14 2025-03-17 impactCost NaN NaN -0.0003 cost
2025-03-14 2025-03-17 ind_automobile -0.0076 0.0016 -0.0000 tilt_INDUSTRY
2025-03-14 2025-03-17 ind_commercial_services_supplies 0.0503 -0.0020 -0.0001 tilt_INDUSTRY
2025-03-14 2025-03-17 country_XH 0.0544 0.0020 0.0001 tilt_COUNTRY
2025-03-14 2025-03-17 ind_uranium -0.0029 0.0073 -0.0000 tilt_INDUSTRY
2025-03-14 2025-03-17 ind_hotels_entertainment -0.0697 -0.0046 0.0003 tilt_INDUSTRY
2025-03-14 2025-03-17 linearCost NaN NaN -0.0003 cost
2025-03-14 2025-03-17 country_ID 0.0428 -0.0015 -0.0001 tilt_COUNTRY
2025-03-14 2025-03-17 ind_freight_logistics 0.0618 0.0011 0.0001 tilt_INDUSTRY
2025-03-14 2025-03-17 ind_communications_equipment 0.0128 0.0033 0.0000 tilt_INDUSTRY
2025-03-14 2025-03-17 ind_biotechnology 0.0227 0.0001 0.0000 tilt_INDUSTRY
2025-03-14 2025-03-17 ind_insurance 0.0894 0.0021 0.0002 tilt_INDUSTRY
2025-03-14 2025-03-17 linkage 0.9758 0.0000 0.0000 alpha_MOMENTUM
2025-03-14 2025-03-17 stability 5.4085 -0.0003 -0.0015 alpha_QUALITY
2025-03-14 2025-03-17 ind_household_products_services -0.0362 -0.0016 0.0001 tilt_INDUSTRY
2025-03-14 2025-03-17 ind_natural_gas_utilities -0.0065 0.0062 -0.0000 tilt_INDUSTRY
2025-03-14 2025-03-17 ind_multiline_utilities -0.0109 0.0049 -0.0001 tilt_INDUSTRY
2025-03-14 2025-03-17 ind_food_tobacco 0.0636 0.0008 0.0000 tilt_INDUSTRY
2025-03-14 2025-03-17 ind_homebuilding_building_products -0.0345 0.0077 -0.0003 tilt_INDUSTRY
2025-03-14 2025-03-17 size_MID -0.0958 -0.0004 0.0000 tilt_SIZE
2025-03-14 2025-03-17 ind_containers_packaging -0.0104 -0.0020 0.0000 tilt_INDUSTRY
2025-03-14 2025-03-17 ind_software_it_services 0.1444 -0.0047 -0.0007 tilt_INDUSTRY
2025-03-14 2025-03-17 momentum 0.5411 0.0000 0.0000 alpha_MOMENTUM
2025-03-14 2025-03-17 ind_integrated_hardware_software 0.0128 -0.0086 -0.0001 tilt_INDUSTRY
2025-03-14 2025-03-17 country_AU -0.1022 0.0073 -0.0007 tilt_COUNTRY
2025-03-14 2025-03-17 country_SG -0.0359 0.0032 -0.0001 tilt_COUNTRY
2025-03-14 2025-03-17 ind_water_utilities -0.0011 0.0098 -0.0000 tilt_INDUSTRY
2025-03-14 2025-03-17 country_HK 0.0007 0.0029 0.0000 tilt_COUNTRY
2025-03-14 2025-03-17 size_MICRO -0.0077 0.0039 -0.0000 tilt_SIZE
2025-03-14 2025-03-17 ind_specialty_reatil 0.0124 -0.0032 -0.0000 tilt_INDUSTRY
2025-03-14 2025-03-17 country_TH -0.0533 -0.0079 0.0004 tilt_COUNTRY
2025-03-14 2025-03-17 country_JP -0.0787 0.0068 -0.0005 tilt_COUNTRY
2025-03-14 2025-03-17 sdiscrepancy NaN NaN 0.0001 unexplained
2025-03-14 2025-03-17 reversal 0.6865 0.0005 0.0004 alpha_REVERSAL
2025-03-14 2025-03-17 ind_semiconductors -0.0572 0.0007 -0.0000 tilt_INDUSTRY
2025-03-14 2025-03-17 ind_electronic_equipment 0.0072 0.0002 0.0000 tilt_INDUSTRY
2025-03-14 2025-03-17 country_MY 0.0087 0.0071 0.0001 tilt_COUNTRY
2025-03-14 2025-03-17 ind_media_publishing -0.0367 -0.0010 0.0000 tilt_INDUSTRY
2025-03-14 2025-03-17 ind_coal -0.0430 -0.0016 0.0001 tilt_INDUSTRY
2025-03-14 2025-03-17 country_IN 0.0757 0.0007 0.0001 tilt_COUNTRY
2025-03-14 2025-03-17 fmom 1.0322 0.0002 0.0002 alpha_QUALITY
2025-03-14 2025-03-17 ind_office_equipment 0.0010 -0.0027 -0.0000 tilt_INDUSTRY
2025-03-14 2025-03-17 ind_holding_companies 0.0000 0.0006 0.0000 tilt_INDUSTRY
2025-03-14 2025-03-17 ind_paper_forestry -0.0038 0.0025 -0.0000 tilt_INDUSTRY
2025-03-14 2025-03-17 value_liq 1.0253 -0.0004 -0.0004 alpha_VALUE
2025-03-14 2025-03-17 bcost NaN NaN -0.0010 cost
2025-03-14 2025-03-17 ind_construction_materials -0.0102 0.0107 -0.0001 tilt_INDUSTRY
2025-03-14 2025-03-17 ind_healthcare_equipment_supplies -0.0685 -0.0025 0.0002 tilt_INDUSTRY
2025-03-14 2025-03-17 ind_telecommunications_serices 0.0320 -0.0036 -0.0001 tilt_INDUSTRY
2025-03-14 2025-03-17 ind_aerospace_defense 0.0024 -0.0020 -0.0000 tilt_INDUSTRY
2025-03-14 2025-03-17 value_gc 1.3781 0.0011 0.0015 alpha_VALUE
2025-03-14 2025-03-17 sbeta_market 0.0492 0.0026 0.0001 risk_exposure
2025-03-14 2025-03-17 ind_healthcare_providers_services -0.0067 -0.0055 0.0000 tilt_INDUSTRY
2025-03-14 2025-03-17 ind_banking_services -0.0381 0.0027 -0.0001 tilt_INDUSTRY
2025-03-14 2025-03-17 market -0.0217 0.0019 -0.0000 risk_exposure
2025-03-14 2025-03-17 ind_chemicals 0.1055 -0.0001 -0.0000 tilt_INDUSTRY
2025-03-14 2025-03-17 ind_transportation_infrastructure -0.0332 -0.0010 0.0000 tilt_INDUSTRY
2025-03-14 2025-03-17 ind_machinery -0.0019 0.0006 -0.0000 tilt_INDUSTRY
2025-03-14 2025-03-17 size_SMALL 0.0077 0.0002 0.0000 tilt_SIZE
2025-03-14 2025-03-17 ind_passenger_transportation 0.0646 -0.0030 -0.0002 tilt_INDUSTRY
2025-03-14 2025-03-17 fcost NaN NaN -0.0001 cost
2025-03-14 2025-03-17 ind_industrial_distribution 0.0000 0.0094 0.0000 tilt_INDUSTRY
2025-03-14 2025-03-17 ind_food_drug_retail -0.0122 -0.0093 0.0001 tilt_INDUSTRY
2025-03-14 2025-03-17 ind_textiles_apparel -0.0321 -0.0046 0.0001 tilt_INDUSTRY
2025-03-14 2025-03-17 country_PH 0.0000 -0.0018 -0.0000 tilt_COUNTRY
2025-03-14 2025-03-17 neglect 1.1575 0.0001 0.0001 alpha_VALUE
2025-03-14 2025-03-17 country_KR 0.0000 0.0068 0.0000 tilt_COUNTRY
2025-03-14 2025-03-17 ind_construction_engineering -0.0613 0.0038 -0.0002 tilt_INDUSTRY
2025-03-14 2025-03-17 country_TW -0.0663 -0.0017 0.0001 tilt_COUNTRY
2025-03-14 2025-03-17 revision 1.1785 0.0002 0.0002 alpha_REVISION
2025-03-14 2025-03-17 size_LARGE 0.0741 0.0002 0.0000 tilt_SIZE
2025-03-14 2025-03-17 ind_diversified_retail 0.0001 -0.0035 -0.0000 tilt_INDUSTRY
2025-03-14 2025-03-17 ind_real_estate_operations 0.0192 0.0016 0.0000 tilt_INDUSTRY
2025-03-14 2025-03-17 ind_household_goods -0.0284 0.0039 -0.0001 tilt_INDUSTRY
2025-03-14 2025-03-17 country_CN 0.1512 -0.0045 -0.0007 tilt_COUNTRY
2025-03-14 2025-03-17 ind_computers_phones_household_electronics 0.0630 0.0013 0.0001 tilt_INDUSTRY
2025-03-14 2025-03-17 ind_oil_gas 0.0244 0.0043 0.0001 tilt_INDUSTRY
2025-03-14 2025-03-17 ind_renewable_energy 0.0256 0.0052 0.0001 tilt_INDUSTRY
2025-03-14 2025-03-17 ind_pharmaceuticals -0.0712 -0.0005 0.0000 tilt_INDUSTRY
2025-03-14 2025-03-17 ind_investment_services 0.0758 -0.0053 -0.0004 tilt_INDUSTRY
2025-03-14 2025-03-17 specret NaN NaN -0.0059 unexplained
2025-03-14 2025-03-17 ind_leisure_products -0.0028 -0.0015 0.0000 tilt_INDUSTRY
2025-03-17 2025-03-18 ind_healthcare_providers_services -0.0102 0.0016 -0.0000 tilt_INDUSTRY
2025-03-17 2025-03-18 country_AU -0.1026 -0.0010 0.0001 tilt_COUNTRY
2025-03-17 2025-03-18 revision 1.1341 0.0007 0.0008 alpha_REVISION
2025-03-17 2025-03-18 ind_integrated_hardware_software 0.0130 0.0043 0.0001 tilt_INDUSTRY
2025-03-17 2025-03-18 country_TW -0.0711 0.0012 -0.0001 tilt_COUNTRY
2025-03-17 2025-03-18 ind_specialty_reatil 0.0118 -0.0059 -0.0001 tilt_INDUSTRY
2025-03-17 2025-03-18 impactCost NaN NaN -0.0002 cost
2025-03-17 2025-03-18 size_LARGE 0.0665 0.0000 0.0000 tilt_SIZE
2025-03-17 2025-03-18 country_IN 0.0820 0.0160 0.0013 tilt_COUNTRY
2025-03-17 2025-03-18 sbeta_market 0.0156 0.0006 0.0000 risk_exposure
2025-03-17 2025-03-18 ind_containers_packaging -0.0096 0.0005 -0.0000 tilt_INDUSTRY
2025-03-17 2025-03-18 country_CN 0.1239 -0.0052 -0.0006 tilt_COUNTRY
2025-03-17 2025-03-18 ind_semiconductors -0.0476 0.0032 -0.0002 tilt_INDUSTRY
2025-03-17 2025-03-18 ind_freight_logistics 0.0647 -0.0006 -0.0000 tilt_INDUSTRY
2025-03-17 2025-03-18 reversal 0.8444 0.0006 0.0005 alpha_REVERSAL
2025-03-17 2025-03-18 ind_automobile -0.0110 0.0039 -0.0000 tilt_INDUSTRY
2025-03-17 2025-03-18 ind_commercial_services_supplies 0.0532 -0.0010 -0.0001 tilt_INDUSTRY
2025-03-17 2025-03-18 ind_real_estate_operations 0.0141 -0.0020 -0.0000 tilt_INDUSTRY
2025-03-17 2025-03-18 country_MY 0.0088 -0.0044 -0.0000 tilt_COUNTRY
2025-03-17 2025-03-18 ind_coal -0.0448 -0.0066 0.0003 tilt_INDUSTRY
2025-03-17 2025-03-18 country_XH 0.0532 0.0126 0.0007 tilt_COUNTRY
2025-03-17 2025-03-18 ind_media_publishing -0.0364 -0.0002 0.0000 tilt_INDUSTRY
2025-03-17 2025-03-18 ind_electric_utilities_ipps -0.0326 -0.0061 0.0002 tilt_INDUSTRY
2025-03-17 2025-03-18 ind_consumer_goods_conglomerates 0.0119 -0.0037 -0.0000 tilt_INDUSTRY
2025-03-17 2025-03-18 specret NaN NaN 0.0018 unexplained
2025-03-17 2025-03-18 ind_communications_equipment 0.0031 -0.0018 -0.0000 tilt_INDUSTRY
2025-03-17 2025-03-18 sdiscrepancy NaN NaN -0.0004 unexplained
2025-03-17 2025-03-18 ind_electronic_equipment 0.0098 -0.0000 -0.0000 tilt_INDUSTRY
2025-03-17 2025-03-18 ind_aerospace_defense 0.0021 -0.0062 -0.0000 tilt_INDUSTRY
2025-03-17 2025-03-18 ind_food_tobacco 0.0619 -0.0042 -0.0003 tilt_INDUSTRY
2025-03-17 2025-03-18 ind_fintech 0.0058 0.0040 0.0000 tilt_INDUSTRY
2025-03-17 2025-03-18 linkage 0.9319 0.0001 0.0001 alpha_MOMENTUM
2025-03-17 2025-03-18 ind_passenger_transportation 0.0642 -0.0041 -0.0003 tilt_INDUSTRY
2025-03-17 2025-03-18 ind_transportation_infrastructure -0.0415 -0.0020 0.0001 tilt_INDUSTRY
2025-03-17 2025-03-18 ind_oil_gas_equipment_services -0.0165 -0.0042 0.0001 tilt_INDUSTRY
2025-03-17 2025-03-18 size_SMALL -0.0016 0.0001 -0.0000 tilt_SIZE
2025-03-17 2025-03-18 ind_software_it_services 0.1501 0.0003 0.0000 tilt_INDUSTRY
2025-03-17 2025-03-18 ind_natural_gas_utilities -0.0065 -0.0027 0.0000 tilt_INDUSTRY
2025-03-17 2025-03-18 ind_machinery 0.0186 0.0031 0.0001 tilt_INDUSTRY
2025-03-17 2025-03-18 ind_metals_mining -0.1389 0.0018 -0.0002 tilt_INDUSTRY
2025-03-17 2025-03-18 ind_chemicals 0.0926 -0.0019 -0.0002 tilt_INDUSTRY
2025-03-17 2025-03-18 country_JP -0.0841 0.0047 -0.0004 tilt_COUNTRY
2025-03-17 2025-03-18 ind_banking_services -0.0401 -0.0002 0.0000 tilt_INDUSTRY
2025-03-17 2025-03-18 ind_oil_gas 0.0115 -0.0067 -0.0001 tilt_INDUSTRY
2025-03-17 2025-03-18 size_MID -0.1073 -0.0001 0.0000 tilt_SIZE
2025-03-17 2025-03-18 country_ID 0.0452 -0.0373 -0.0017 tilt_COUNTRY
2025-03-17 2025-03-18 fcost NaN NaN -0.0000 cost
2025-03-17 2025-03-18 ind_water_utilities -0.0011 -0.0033 0.0000 tilt_INDUSTRY
2025-03-17 2025-03-18 ind_beverages -0.0608 -0.0066 0.0004 tilt_INDUSTRY
2025-03-17 2025-03-18 ind_construction_engineering -0.0594 -0.0006 0.0000 tilt_INDUSTRY
2025-03-17 2025-03-18 country_KR 0.0000 -0.0064 0.0000 tilt_COUNTRY
2025-03-17 2025-03-18 neglect 1.2254 -0.0011 -0.0013 alpha_VALUE
2025-03-17 2025-03-18 country_PH 0.0000 -0.0078 -0.0000 tilt_COUNTRY
2025-03-17 2025-03-18 size_MICRO -0.0084 -0.0007 0.0000 tilt_SIZE
2025-03-17 2025-03-18 ind_investment_services 0.0768 0.0008 0.0001 tilt_INDUSTRY
2025-03-17 2025-03-18 ind_pharmaceuticals -0.0717 -0.0001 0.0000 tilt_INDUSTRY
2025-03-17 2025-03-18 ind_textiles_apparel -0.0332 0.0009 -0.0000 tilt_INDUSTRY
2025-03-17 2025-03-18 ind_food_drug_retail -0.0133 -0.0051 0.0001 tilt_INDUSTRY
2025-03-17 2025-03-18 quality 2.4638 -0.0003 -0.0007 alpha_QUALITY
2025-03-17 2025-03-18 market -0.0509 0.0058 -0.0003 risk_exposure
2025-03-17 2025-03-18 ind_industrial_distribution 0.0000 0.0132 0.0000 tilt_INDUSTRY
2025-03-17 2025-03-18 ind_biotechnology 0.0230 0.0121 0.0003 tilt_INDUSTRY
2025-03-17 2025-03-18 ind_homebuilding_building_products -0.0351 -0.0035 0.0001 tilt_INDUSTRY
2025-03-17 2025-03-18 fmom 1.0642 -0.0000 -0.0000 alpha_QUALITY
2025-03-17 2025-03-18 ind_household_goods -0.0251 0.0067 -0.0002 tilt_INDUSTRY
2025-03-17 2025-03-18 ind_household_products_services -0.0373 -0.0052 0.0002 tilt_INDUSTRY
2025-03-17 2025-03-18 ind_hotels_entertainment -0.0704 -0.0007 0.0000 tilt_INDUSTRY
2025-03-17 2025-03-18 ind_paper_forestry -0.0040 0.0011 -0.0000 tilt_INDUSTRY
2025-03-17 2025-03-18 ind_multiline_utilities -0.0111 -0.0023 0.0000 tilt_INDUSTRY
2025-03-17 2025-03-18 linearCost NaN NaN -0.0002 cost
2025-03-17 2025-03-18 ind_telecommunications_serices 0.0349 0.0001 0.0000 tilt_INDUSTRY
2025-03-17 2025-03-18 ind_holding_companies 0.0000 0.0072 0.0000 tilt_INDUSTRY
2025-03-17 2025-03-18 pdiscrepancy NaN NaN 0.0000 unexplained
2025-03-17 2025-03-18 momentum 0.5235 0.0002 0.0001 alpha_MOMENTUM
2025-03-17 2025-03-18 ind_computers_phones_household_electronics 0.0625 0.0044 0.0003 tilt_INDUSTRY
2025-03-17 2025-03-18 ind_insurance 0.0802 0.0022 0.0002 tilt_INDUSTRY
2025-03-17 2025-03-18 country_NZ -0.0190 -0.0092 0.0002 tilt_COUNTRY
2025-03-17 2025-03-18 ind_office_equipment 0.0007 -0.0067 -0.0000 tilt_INDUSTRY
2025-03-17 2025-03-18 ind_uranium -0.0029 0.0012 -0.0000 tilt_INDUSTRY
2025-03-17 2025-03-18 stability 5.4250 -0.0003 -0.0015 alpha_QUALITY
2025-03-17 2025-03-18 ind_healthcare_equipment_supplies -0.0673 -0.0021 0.0001 tilt_INDUSTRY
2025-03-17 2025-03-18 ind_diversified_retail 0.0001 -0.0061 -0.0000 tilt_INDUSTRY
2025-03-17 2025-03-18 ind_leisure_products -0.0027 -0.0018 0.0000 tilt_INDUSTRY
2025-03-17 2025-03-18 ind_construction_materials -0.0097 -0.0053 0.0001 tilt_INDUSTRY
2025-03-17 2025-03-18 value_gc 1.3884 0.0003 0.0004 alpha_VALUE
2025-03-17 2025-03-18 ind_renewable_energy 0.0260 0.0033 0.0001 tilt_INDUSTRY
2025-03-17 2025-03-18 country_HK 0.0114 0.0057 0.0001 tilt_COUNTRY
2025-03-17 2025-03-18 country_SG -0.0368 0.0046 -0.0002 tilt_COUNTRY
2025-03-17 2025-03-18 country_TH -0.0616 -0.0012 0.0001 tilt_COUNTRY
2025-03-17 2025-03-18 bcost NaN NaN -0.0003 cost
2025-03-17 2025-03-18 value_liq 1.0804 -0.0001 -0.0001 alpha_VALUE
2025-03-18 2025-03-19 ind_construction_materials -0.0094 0.0031 -0.0000 tilt_INDUSTRY
2025-03-18 2025-03-19 ind_textiles_apparel -0.0334 -0.0027 0.0001 tilt_INDUSTRY
2025-03-18 2025-03-19 revision 1.1806 0.0001 0.0001 alpha_REVISION
2025-03-18 2025-03-19 ind_food_drug_retail -0.0143 -0.0068 0.0001 tilt_INDUSTRY
2025-03-18 2025-03-19 ind_pharmaceuticals -0.0701 0.0028 -0.0002 tilt_INDUSTRY
2025-03-18 2025-03-19 ind_homebuilding_building_products -0.0354 -0.0034 0.0001 tilt_INDUSTRY
2025-03-18 2025-03-19 country_KR 0.0000 0.0009 0.0000 tilt_COUNTRY
2025-03-18 2025-03-19 ind_construction_engineering -0.0604 -0.0026 0.0002 tilt_INDUSTRY
2025-03-18 2025-03-19 size_MICRO -0.0077 0.0037 -0.0000 tilt_SIZE
2025-03-18 2025-03-19 country_ID 0.0500 0.0006 0.0000 tilt_COUNTRY
2025-03-18 2025-03-19 bcost NaN NaN -0.0003 cost
2025-03-18 2025-03-19 country_PH 0.0000 0.0028 0.0000 tilt_COUNTRY
2025-03-18 2025-03-19 neglect 1.2704 0.0005 0.0006 alpha_VALUE
2025-03-18 2025-03-19 fmom 1.0931 0.0004 0.0005 alpha_QUALITY
2025-03-18 2025-03-19 ind_investment_services 0.0768 0.0062 0.0005 tilt_INDUSTRY
2025-03-18 2025-03-19 ind_healthcare_equipment_supplies -0.0662 0.0033 -0.0002 tilt_INDUSTRY
2025-03-18 2025-03-19 momentum 0.5339 -0.0003 -0.0002 alpha_MOMENTUM
2025-03-18 2025-03-19 market -0.0330 0.0082 -0.0003 risk_exposure
2025-03-18 2025-03-19 ind_industrial_distribution 0.0000 0.0175 0.0000 tilt_INDUSTRY
2025-03-18 2025-03-19 country_JP -0.0874 0.0006 -0.0000 tilt_COUNTRY
2025-03-18 2025-03-19 ind_banking_services -0.0256 0.0013 -0.0000 tilt_INDUSTRY
2025-03-18 2025-03-19 ind_leisure_products -0.0027 0.0113 -0.0000 tilt_INDUSTRY
2025-03-18 2025-03-19 ind_diversified_retail 0.0001 -0.0002 -0.0000 tilt_INDUSTRY
2025-03-18 2025-03-19 ind_metals_mining -0.1374 0.0038 -0.0005 tilt_INDUSTRY
2025-03-18 2025-03-19 ind_oil_gas_equipment_services -0.0160 -0.0008 0.0000 tilt_INDUSTRY
2025-03-18 2025-03-19 country_HK 0.0197 0.0039 0.0001 tilt_COUNTRY
2025-03-18 2025-03-19 ind_machinery 0.0505 -0.0000 -0.0000 tilt_INDUSTRY
2025-03-18 2025-03-19 size_MID -0.1045 0.0000 -0.0000 tilt_SIZE
2025-03-18 2025-03-19 ind_natural_gas_utilities -0.0065 0.0055 -0.0000 tilt_INDUSTRY
2025-03-18 2025-03-19 size_SMALL 0.0007 -0.0003 -0.0000 tilt_SIZE
2025-03-18 2025-03-19 value_gc 1.4191 0.0001 0.0001 alpha_VALUE
2025-03-18 2025-03-19 ind_fintech 0.0058 0.0093 0.0001 tilt_INDUSTRY
2025-03-18 2025-03-19 quality 2.5004 -0.0001 -0.0002 alpha_QUALITY
2025-03-18 2025-03-19 sdiscrepancy NaN NaN -0.0002 unexplained
2025-03-18 2025-03-19 ind_passenger_transportation 0.0642 -0.0014 -0.0001 tilt_INDUSTRY
2025-03-18 2025-03-19 ind_renewable_energy 0.0262 0.0005 0.0000 tilt_INDUSTRY
2025-03-18 2025-03-19 country_TH -0.0621 0.0084 -0.0005 tilt_COUNTRY
2025-03-18 2025-03-19 linkage 0.9764 0.0003 0.0003 alpha_MOMENTUM
2025-03-18 2025-03-19 ind_telecommunications_serices 0.0381 -0.0064 -0.0002 tilt_INDUSTRY
2025-03-18 2025-03-19 ind_software_it_services 0.1506 -0.0067 -0.0010 tilt_INDUSTRY
2025-03-18 2025-03-19 fcost NaN NaN -0.0000 cost
2025-03-18 2025-03-19 linearCost NaN NaN -0.0002 cost
2025-03-18 2025-03-19 ind_water_utilities -0.0010 0.0055 -0.0000 tilt_INDUSTRY
2025-03-18 2025-03-19 ind_biotechnology 0.0209 0.0059 0.0001 tilt_INDUSTRY
2025-03-18 2025-03-19 ind_hotels_entertainment -0.0705 -0.0011 0.0001 tilt_INDUSTRY
2025-03-18 2025-03-19 ind_oil_gas 0.0054 -0.0031 -0.0000 tilt_INDUSTRY
2025-03-18 2025-03-19 ind_transportation_infrastructure -0.0393 0.0006 -0.0000 tilt_INDUSTRY
2025-03-18 2025-03-19 ind_containers_packaging -0.0088 -0.0023 0.0000 tilt_INDUSTRY
2025-03-18 2025-03-19 ind_beverages -0.0679 0.0001 -0.0000 tilt_INDUSTRY
2025-03-18 2025-03-19 value_liq 1.1093 0.0001 0.0001 alpha_VALUE
2025-03-18 2025-03-19 pdiscrepancy NaN NaN 0.0000 unexplained
2025-03-18 2025-03-19 ind_commercial_services_supplies 0.0538 -0.0002 -0.0000 tilt_INDUSTRY
2025-03-18 2025-03-19 ind_consumer_goods_conglomerates 0.0122 0.0058 0.0001 tilt_INDUSTRY
2025-03-18 2025-03-19 ind_uranium -0.0029 0.0231 -0.0001 tilt_INDUSTRY
2025-03-18 2025-03-19 ind_electronic_equipment 0.0070 -0.0049 -0.0000 tilt_INDUSTRY
2025-03-18 2025-03-19 country_NZ -0.0189 -0.0116 0.0002 tilt_COUNTRY
2025-03-18 2025-03-19 ind_electric_utilities_ipps -0.0369 0.0085 -0.0003 tilt_INDUSTRY
2025-03-18 2025-03-19 ind_freight_logistics 0.0672 -0.0017 -0.0001 tilt_INDUSTRY
2025-03-18 2025-03-19 ind_semiconductors -0.0445 -0.0052 0.0002 tilt_INDUSTRY
2025-03-18 2025-03-19 ind_office_equipment 0.0007 0.0016 0.0000 tilt_INDUSTRY
2025-03-18 2025-03-19 country_SG -0.0377 -0.0030 0.0001 tilt_COUNTRY
2025-03-18 2025-03-19 ind_paper_forestry -0.0040 0.0015 -0.0000 tilt_INDUSTRY
2025-03-18 2025-03-19 ind_multiline_utilities -0.0111 -0.0031 0.0000 tilt_INDUSTRY
2025-03-18 2025-03-19 specret NaN NaN -0.0022 unexplained
2025-03-18 2025-03-19 country_XH 0.0492 0.0049 0.0002 tilt_COUNTRY
2025-03-18 2025-03-19 ind_insurance 0.0813 0.0052 0.0004 tilt_INDUSTRY
2025-03-18 2025-03-19 country_MY 0.0087 -0.0071 -0.0001 tilt_COUNTRY
2025-03-18 2025-03-19 ind_automobile -0.0126 0.0046 -0.0001 tilt_INDUSTRY
2025-03-18 2025-03-19 ind_household_goods -0.0221 0.0012 -0.0000 tilt_INDUSTRY
2025-03-18 2025-03-19 ind_coal -0.0446 -0.0019 0.0001 tilt_INDUSTRY
2025-03-18 2025-03-19 ind_real_estate_operations 0.0095 -0.0004 -0.0000 tilt_INDUSTRY
2025-03-18 2025-03-19 stability 5.4059 0.0001 0.0005 alpha_QUALITY
2025-03-18 2025-03-19 ind_media_publishing -0.0352 -0.0026 0.0001 tilt_INDUSTRY
2025-03-18 2025-03-19 ind_integrated_hardware_software 0.0131 -0.0060 -0.0001 tilt_INDUSTRY
2025-03-18 2025-03-19 ind_aerospace_defense 0.0015 0.0032 0.0000 tilt_INDUSTRY
2025-03-18 2025-03-19 ind_household_products_services -0.0390 -0.0109 0.0004 tilt_INDUSTRY
2025-03-18 2025-03-19 ind_healthcare_providers_services -0.0107 -0.0001 0.0000 tilt_INDUSTRY
2025-03-18 2025-03-19 ind_communications_equipment -0.0015 -0.0081 0.0000 tilt_INDUSTRY
2025-03-18 2025-03-19 ind_computers_phones_household_electronics 0.0600 -0.0017 -0.0001 tilt_INDUSTRY
2025-03-18 2025-03-19 country_TW -0.0743 -0.0133 0.0010 tilt_COUNTRY
2025-03-18 2025-03-19 ind_chemicals 0.0818 0.0002 0.0000 tilt_INDUSTRY
2025-03-18 2025-03-19 ind_specialty_reatil 0.0124 0.0017 0.0000 tilt_INDUSTRY
2025-03-18 2025-03-19 impactCost NaN NaN -0.0002 cost
2025-03-18 2025-03-19 reversal 0.9143 0.0006 0.0006 alpha_REVERSAL
2025-03-18 2025-03-19 country_AU -0.1006 -0.0115 0.0012 tilt_COUNTRY
2025-03-18 2025-03-19 ind_holding_companies 0.0000 0.0078 0.0000 tilt_INDUSTRY
2025-03-18 2025-03-19 ind_food_tobacco 0.0611 0.0000 0.0000 tilt_INDUSTRY
2025-03-18 2025-03-19 sbeta_market 0.0295 -0.0096 -0.0003 risk_exposure
2025-03-18 2025-03-19 size_LARGE 0.0785 0.0001 0.0000 tilt_SIZE
2025-03-18 2025-03-19 country_CN 0.1391 0.0008 0.0001 tilt_COUNTRY
2025-03-18 2025-03-19 country_IN 0.0813 0.0108 0.0009 tilt_COUNTRY
2025-03-19 2025-03-20 ind_natural_gas_utilities -0.0065 0.0038 -0.0000 tilt_INDUSTRY
2025-03-19 2025-03-20 ind_media_publishing -0.0345 -0.0028 0.0001 tilt_INDUSTRY
2025-03-19 2025-03-20 ind_household_goods -0.0159 -0.0103 0.0002 tilt_INDUSTRY
2025-03-19 2025-03-20 ind_oil_gas_equipment_services -0.0156 0.0164 -0.0003 tilt_INDUSTRY
2025-03-19 2025-03-20 ind_machinery 0.0703 0.0022 0.0002 tilt_INDUSTRY
2025-03-19 2025-03-20 ind_passenger_transportation 0.0643 -0.0003 -0.0000 tilt_INDUSTRY
2025-03-19 2025-03-20 ind_household_products_services -0.0398 -0.0003 0.0000 tilt_INDUSTRY
2025-03-19 2025-03-20 size_MID -0.1007 -0.0011 0.0001 tilt_SIZE
2025-03-19 2025-03-20 ind_leisure_products -0.0027 -0.0001 0.0000 tilt_INDUSTRY
2025-03-19 2025-03-20 neglect 1.2961 0.0004 0.0006 alpha_VALUE
2025-03-19 2025-03-20 ind_multiline_utilities -0.0111 0.0100 -0.0001 tilt_INDUSTRY
2025-03-19 2025-03-20 stability 5.3592 -0.0000 -0.0002 alpha_QUALITY
2025-03-19 2025-03-20 ind_metals_mining -0.1357 0.0031 -0.0004 tilt_INDUSTRY
2025-03-19 2025-03-20 ind_office_equipment 0.0007 -0.0021 -0.0000 tilt_INDUSTRY
2025-03-19 2025-03-20 size_SMALL 0.0105 0.0024 0.0000 tilt_SIZE
2025-03-19 2025-03-20 ind_software_it_services 0.1514 -0.0023 -0.0004 tilt_INDUSTRY
2025-03-19 2025-03-20 ind_uranium -0.0029 0.0261 -0.0001 tilt_INDUSTRY
2025-03-19 2025-03-20 reversal 1.0493 0.0023 0.0024 alpha_REVERSAL
2025-03-19 2025-03-20 ind_water_utilities -0.0011 0.0056 -0.0000 tilt_INDUSTRY
2025-03-19 2025-03-20 ind_insurance 0.0812 -0.0093 -0.0008 tilt_INDUSTRY
2025-03-19 2025-03-20 ind_healthcare_providers_services -0.0055 -0.0041 0.0000 tilt_INDUSTRY
2025-03-19 2025-03-20 revision 1.0918 0.0006 0.0006 alpha_REVISION
2025-03-19 2025-03-20 ind_oil_gas 0.0070 0.0080 0.0001 tilt_INDUSTRY
2025-03-19 2025-03-20 ind_specialty_reatil 0.0142 -0.0016 -0.0000 tilt_INDUSTRY
2025-03-19 2025-03-20 ind_healthcare_equipment_supplies -0.0654 -0.0041 0.0003 tilt_INDUSTRY
2025-03-19 2025-03-20 ind_holding_companies 0.0000 0.0087 0.0000 tilt_INDUSTRY
2025-03-19 2025-03-20 value_liq 1.1260 -0.0009 -0.0010 alpha_VALUE
2025-03-19 2025-03-20 ind_investment_services 0.0773 0.0018 0.0001 tilt_INDUSTRY
2025-03-19 2025-03-20 size_MICRO -0.0054 0.0030 -0.0000 tilt_SIZE
2025-03-19 2025-03-20 sbeta_market 0.0515 -0.0083 -0.0004 risk_exposure
2025-03-19 2025-03-20 momentum 0.5194 -0.0001 -0.0000 alpha_MOMENTUM
2025-03-19 2025-03-20 size_LARGE 0.0818 -0.0016 -0.0001 tilt_SIZE
2025-03-19 2025-03-20 ind_renewable_energy 0.0260 0.0044 0.0001 tilt_INDUSTRY
2025-03-19 2025-03-20 ind_homebuilding_building_products -0.0356 -0.0025 0.0001 tilt_INDUSTRY
2025-03-19 2025-03-20 ind_integrated_hardware_software 0.0129 -0.0047 -0.0001 tilt_INDUSTRY
2025-03-19 2025-03-20 pdiscrepancy NaN NaN 0.0000 unexplained
2025-03-19 2025-03-20 value_gc 1.4084 0.0011 0.0016 alpha_VALUE
2025-03-19 2025-03-20 ind_telecommunications_serices 0.0381 -0.0045 -0.0002 tilt_INDUSTRY
2025-03-19 2025-03-20 ind_transportation_infrastructure -0.0391 -0.0013 0.0001 tilt_INDUSTRY
2025-03-19 2025-03-20 ind_paper_forestry -0.0040 0.0010 -0.0000 tilt_INDUSTRY
2025-03-19 2025-03-20 ind_real_estate_operations 0.0063 -0.0001 -0.0000 tilt_INDUSTRY
2025-03-19 2025-03-20 ind_textiles_apparel -0.0336 -0.0076 0.0003 tilt_INDUSTRY
2025-03-19 2025-03-20 linearCost NaN NaN -0.0002 cost
2025-03-19 2025-03-20 linkage 1.0169 -0.0002 -0.0002 alpha_MOMENTUM
2025-03-19 2025-03-20 ind_industrial_distribution 0.0000 0.0017 0.0000 tilt_INDUSTRY
2025-03-19 2025-03-20 ind_pharmaceuticals -0.0694 -0.0011 0.0001 tilt_INDUSTRY
2025-03-19 2025-03-20 ind_freight_logistics 0.0658 -0.0007 -0.0000 tilt_INDUSTRY
2025-03-19 2025-03-20 ind_semiconductors -0.0423 0.0031 -0.0001 tilt_INDUSTRY
2025-03-19 2025-03-20 quality 2.5171 -0.0005 -0.0011 alpha_QUALITY
2025-03-19 2025-03-20 specret NaN NaN -0.0012 unexplained
2025-03-19 2025-03-20 market -0.0138 0.0056 -0.0001 risk_exposure
2025-03-19 2025-03-20 sdiscrepancy NaN NaN -0.0001 unexplained
2025-03-19 2025-03-20 ind_hotels_entertainment -0.0704 -0.0033 0.0002 tilt_INDUSTRY
2025-03-19 2025-03-20 country_TW -0.0757 0.0101 -0.0008 tilt_COUNTRY
2025-03-19 2025-03-20 ind_automobile -0.0108 0.0048 -0.0001 tilt_INDUSTRY
2025-03-19 2025-03-20 ind_biotechnology 0.0187 0.0031 0.0001 tilt_INDUSTRY
2025-03-19 2025-03-20 ind_chemicals 0.0828 0.0007 0.0001 tilt_INDUSTRY
2025-03-19 2025-03-20 ind_coal -0.0447 0.0072 -0.0003 tilt_INDUSTRY
2025-03-19 2025-03-20 ind_commercial_services_supplies 0.0529 -0.0029 -0.0002 tilt_INDUSTRY
2025-03-19 2025-03-20 ind_communications_equipment -0.0028 0.0030 -0.0000 tilt_INDUSTRY
2025-03-19 2025-03-20 ind_computers_phones_household_electronics 0.0589 0.0008 0.0000 tilt_INDUSTRY
2025-03-19 2025-03-20 ind_beverages -0.0682 -0.0046 0.0003 tilt_INDUSTRY
2025-03-19 2025-03-20 ind_construction_engineering -0.0612 0.0004 -0.0000 tilt_INDUSTRY
2025-03-19 2025-03-20 ind_consumer_goods_conglomerates 0.0117 0.0010 0.0000 tilt_INDUSTRY
2025-03-19 2025-03-20 ind_containers_packaging -0.0085 -0.0013 0.0000 tilt_INDUSTRY
2025-03-19 2025-03-20 ind_diversified_retail 0.0001 -0.0061 -0.0000 tilt_INDUSTRY
2025-03-19 2025-03-20 ind_electric_utilities_ipps -0.0397 0.0000 -0.0000 tilt_INDUSTRY
2025-03-19 2025-03-20 ind_electronic_equipment 0.0022 0.0012 0.0000 tilt_INDUSTRY
2025-03-19 2025-03-20 ind_fintech 0.0059 0.0063 0.0000 tilt_INDUSTRY
2025-03-19 2025-03-20 ind_construction_materials -0.0093 -0.0015 0.0000 tilt_INDUSTRY
2025-03-19 2025-03-20 ind_banking_services -0.0279 -0.0022 0.0001 tilt_INDUSTRY
2025-03-19 2025-03-20 ind_aerospace_defense 0.0023 0.0127 0.0000 tilt_INDUSTRY
2025-03-19 2025-03-20 impactCost NaN NaN -0.0001 cost
2025-03-19 2025-03-20 country_AU -0.0986 0.0119 -0.0012 tilt_COUNTRY
2025-03-19 2025-03-20 country_CN 0.1560 -0.0006 -0.0001 tilt_COUNTRY
2025-03-19 2025-03-20 country_HK 0.0240 -0.0107 -0.0003 tilt_COUNTRY
2025-03-19 2025-03-20 country_ID 0.0533 -0.0060 -0.0003 tilt_COUNTRY
2025-03-19 2025-03-20 country_IN 0.0807 0.0041 0.0003 tilt_COUNTRY
2025-03-19 2025-03-20 country_JP -0.0889 0.0003 -0.0000 tilt_COUNTRY
2025-03-19 2025-03-20 country_KR 0.0000 -0.0051 0.0000 tilt_COUNTRY
2025-03-19 2025-03-20 country_MY 0.0086 -0.0062 -0.0001 tilt_COUNTRY
2025-03-19 2025-03-20 country_NZ -0.0185 0.0023 -0.0000 tilt_COUNTRY
2025-03-19 2025-03-20 country_PH 0.0000 0.0008 0.0000 tilt_COUNTRY
2025-03-19 2025-03-20 country_SG -0.0386 0.0070 -0.0003 tilt_COUNTRY
2025-03-19 2025-03-20 country_TH -0.0614 -0.0099 0.0006 tilt_COUNTRY
2025-03-19 2025-03-20 country_XH 0.0452 -0.0130 -0.0006 tilt_COUNTRY
2025-03-19 2025-03-20 fcost NaN NaN -0.0000 cost
2025-03-19 2025-03-20 fmom 1.0734 0.0009 0.0009 alpha_QUALITY
2025-03-19 2025-03-20 ind_food_drug_retail -0.0189 -0.0050 0.0001 tilt_INDUSTRY
2025-03-19 2025-03-20 ind_food_tobacco 0.0615 -0.0032 -0.0002 tilt_INDUSTRY
2025-03-19 2025-03-20 bcost NaN NaN -0.0003 cost
2025-03-20 2025-03-21 sdiscrepancy NaN NaN -0.0004 unexplained
2025-03-20 2025-03-21 ind_household_goods -0.0062 0.0045 -0.0000 tilt_INDUSTRY
2025-03-20 2025-03-21 ind_commercial_services_supplies 0.0531 0.0023 0.0001 tilt_INDUSTRY
2025-03-20 2025-03-21 specret NaN NaN -0.0042 unexplained
2025-03-20 2025-03-21 ind_leisure_products -0.0027 0.0042 -0.0000 tilt_INDUSTRY
2025-03-20 2025-03-21 ind_office_equipment 0.0007 -0.0059 -0.0000 tilt_INDUSTRY
2025-03-20 2025-03-21 country_AU -0.0990 -0.0018 0.0002 tilt_COUNTRY
2025-03-20 2025-03-21 ind_specialty_reatil 0.0144 -0.0014 -0.0000 tilt_INDUSTRY
2025-03-20 2025-03-21 ind_pharmaceuticals -0.0655 0.0024 -0.0002 tilt_INDUSTRY
2025-03-20 2025-03-21 bcost NaN NaN -0.0003 cost
2025-03-20 2025-03-21 linearCost NaN NaN -0.0002 cost
2025-03-20 2025-03-21 size_MID -0.0900 0.0010 -0.0001 tilt_SIZE
2025-03-20 2025-03-21 ind_insurance 0.0792 0.0016 0.0001 tilt_INDUSTRY
2025-03-20 2025-03-21 country_TW -0.0764 -0.0010 0.0001 tilt_COUNTRY
2025-03-20 2025-03-21 ind_automobile -0.0106 -0.0107 0.0001 tilt_INDUSTRY
2025-03-20 2025-03-21 ind_multiline_utilities -0.0116 0.0012 -0.0000 tilt_INDUSTRY
2025-03-20 2025-03-21 country_NZ -0.0188 -0.0104 0.0002 tilt_COUNTRY
2025-03-20 2025-03-21 quality 2.5209 0.0007 0.0017 alpha_QUALITY
2025-03-20 2025-03-21 impactCost NaN NaN -0.0001 cost
2025-03-20 2025-03-21 ind_construction_materials -0.0088 0.0034 -0.0000 tilt_INDUSTRY
2025-03-20 2025-03-21 ind_coal -0.0456 0.0064 -0.0003 tilt_INDUSTRY
2025-03-20 2025-03-21 country_ID 0.0531 -0.0254 -0.0013 tilt_COUNTRY
2025-03-20 2025-03-21 ind_machinery 0.0721 -0.0020 -0.0001 tilt_INDUSTRY
2025-03-20 2025-03-21 stability 5.2879 -0.0003 -0.0017 alpha_QUALITY
2025-03-20 2025-03-21 ind_telecommunications_serices 0.0378 0.0020 0.0001 tilt_INDUSTRY
2025-03-20 2025-03-21 ind_integrated_hardware_software 0.0126 -0.0140 -0.0002 tilt_INDUSTRY
2025-03-20 2025-03-21 ind_oil_gas_equipment_services -0.0157 0.0232 -0.0004 tilt_INDUSTRY
2025-03-20 2025-03-21 ind_water_utilities -0.0013 -0.0006 0.0000 tilt_INDUSTRY
2025-03-20 2025-03-21 size_MICRO -0.0069 0.0046 -0.0000 tilt_SIZE
2025-03-20 2025-03-21 ind_software_it_services 0.1502 -0.0051 -0.0008 tilt_INDUSTRY
2025-03-20 2025-03-21 ind_aerospace_defense 0.0029 0.0012 0.0000 tilt_INDUSTRY
2025-03-20 2025-03-21 sbeta_market 0.0779 -0.0157 -0.0012 risk_exposure
2025-03-20 2025-03-21 ind_holding_companies 0.0000 0.0017 0.0000 tilt_INDUSTRY
2025-03-20 2025-03-21 neglect 1.2724 0.0002 0.0002 alpha_VALUE
2025-03-20 2025-03-21 ind_food_tobacco 0.0595 0.0021 0.0001 tilt_INDUSTRY
2025-03-20 2025-03-21 country_KR 0.0000 0.0008 0.0000 tilt_COUNTRY
2025-03-20 2025-03-21 country_TH -0.0592 -0.0029 0.0002 tilt_COUNTRY
2025-03-20 2025-03-21 country_CN 0.1642 -0.0003 -0.0001 tilt_COUNTRY
2025-03-20 2025-03-21 country_PH 0.0000 -0.0168 -0.0000 tilt_COUNTRY
2025-03-20 2025-03-21 ind_healthcare_equipment_supplies -0.0666 -0.0019 0.0001 tilt_INDUSTRY
2025-03-20 2025-03-21 ind_real_estate_operations 0.0078 0.0040 0.0000 tilt_INDUSTRY
2025-03-20 2025-03-21 ind_natural_gas_utilities -0.0065 0.0045 -0.0000 tilt_INDUSTRY
2025-03-20 2025-03-21 size_LARGE 0.0750 -0.0043 -0.0003 tilt_SIZE
2025-03-20 2025-03-21 ind_beverages -0.0637 0.0051 -0.0003 tilt_INDUSTRY
2025-03-20 2025-03-21 country_IN 0.0768 0.0118 0.0009 tilt_COUNTRY
2025-03-20 2025-03-21 country_XH 0.0419 -0.0075 -0.0003 tilt_COUNTRY
2025-03-20 2025-03-21 ind_electronic_equipment -0.0007 -0.0028 0.0000 tilt_INDUSTRY
2025-03-20 2025-03-21 ind_semiconductors -0.0346 -0.0019 0.0001 tilt_INDUSTRY
2025-03-20 2025-03-21 ind_industrial_distribution 0.0000 -0.0022 0.0000 tilt_INDUSTRY
2025-03-20 2025-03-21 ind_diversified_retail 0.0001 -0.0024 -0.0000 tilt_INDUSTRY
2025-03-20 2025-03-21 ind_consumer_goods_conglomerates 0.0119 0.0001 0.0000 tilt_INDUSTRY
2025-03-20 2025-03-21 value_liq 1.1504 0.0006 0.0007 alpha_VALUE
2025-03-20 2025-03-21 ind_investment_services 0.0760 0.0039 0.0003 tilt_INDUSTRY
2025-03-20 2025-03-21 ind_homebuilding_building_products -0.0356 0.0023 -0.0001 tilt_INDUSTRY
2025-03-20 2025-03-21 ind_fintech 0.0052 0.0088 0.0000 tilt_INDUSTRY
2025-03-20 2025-03-21 value_gc 1.3951 0.0017 0.0023 alpha_VALUE
2025-03-20 2025-03-21 market -0.0071 0.0066 -0.0000 risk_exposure
2025-03-20 2025-03-21 revision 0.9791 0.0002 0.0002 alpha_REVISION
2025-03-20 2025-03-21 pdiscrepancy NaN NaN -0.0000 unexplained
2025-03-20 2025-03-21 linkage 1.0017 -0.0004 -0.0004 alpha_MOMENTUM
2025-03-20 2025-03-21 ind_communications_equipment -0.0023 0.0021 -0.0000 tilt_INDUSTRY
2025-03-20 2025-03-21 ind_containers_packaging -0.0081 0.0024 -0.0000 tilt_INDUSTRY
2025-03-20 2025-03-21 ind_food_drug_retail -0.0238 0.0007 -0.0000 tilt_INDUSTRY
2025-03-20 2025-03-21 country_MY 0.0089 -0.0042 -0.0000 tilt_COUNTRY
2025-03-20 2025-03-21 ind_healthcare_providers_services 0.0000 -0.0055 -0.0000 tilt_INDUSTRY
2025-03-20 2025-03-21 ind_transportation_infrastructure -0.0389 0.0044 -0.0002 tilt_INDUSTRY
2025-03-20 2025-03-21 ind_paper_forestry -0.0041 0.0086 -0.0000 tilt_INDUSTRY
2025-03-20 2025-03-21 reversal 0.8543 0.0014 0.0012 alpha_REVERSAL
2025-03-20 2025-03-21 ind_uranium -0.0029 0.0365 -0.0001 tilt_INDUSTRY
2025-03-20 2025-03-21 ind_computers_phones_household_electronics 0.0597 -0.0051 -0.0003 tilt_INDUSTRY
2025-03-20 2025-03-21 ind_metals_mining -0.1302 -0.0034 0.0004 tilt_INDUSTRY
2025-03-20 2025-03-21 ind_renewable_energy 0.0253 0.0108 0.0003 tilt_INDUSTRY
2025-03-20 2025-03-21 fmom 1.0062 -0.0001 -0.0001 alpha_QUALITY
2025-03-20 2025-03-21 ind_media_publishing -0.0338 0.0062 -0.0002 tilt_INDUSTRY
2025-03-20 2025-03-21 ind_household_products_services -0.0395 -0.0025 0.0001 tilt_INDUSTRY
2025-03-20 2025-03-21 ind_electric_utilities_ipps -0.0343 0.0037 -0.0001 tilt_INDUSTRY
2025-03-20 2025-03-21 ind_construction_engineering -0.0622 0.0050 -0.0003 tilt_INDUSTRY
2025-03-20 2025-03-21 ind_freight_logistics 0.0623 -0.0020 -0.0001 tilt_INDUSTRY
2025-03-20 2025-03-21 ind_hotels_entertainment -0.0703 0.0030 -0.0002 tilt_INDUSTRY
2025-03-20 2025-03-21 country_JP -0.0856 0.0030 -0.0003 tilt_COUNTRY
2025-03-20 2025-03-21 ind_textiles_apparel -0.0343 -0.0033 0.0001 tilt_INDUSTRY
2025-03-20 2025-03-21 fcost NaN NaN -0.0000 cost
2025-03-20 2025-03-21 ind_oil_gas 0.0067 0.0077 0.0001 tilt_INDUSTRY
2025-03-20 2025-03-21 ind_banking_services -0.0437 0.0024 -0.0001 tilt_INDUSTRY
2025-03-20 2025-03-21 country_SG -0.0387 -0.0021 0.0001 tilt_COUNTRY
2025-03-20 2025-03-21 country_HK 0.0257 -0.0076 -0.0002 tilt_COUNTRY
2025-03-20 2025-03-21 size_SMALL 0.0148 0.0019 0.0000 tilt_SIZE
2025-03-20 2025-03-21 momentum 0.4867 0.0002 0.0001 alpha_MOMENTUM
2025-03-20 2025-03-21 ind_passenger_transportation 0.0640 -0.0055 -0.0004 tilt_INDUSTRY
2025-03-20 2025-03-21 ind_biotechnology 0.0181 -0.0051 -0.0001 tilt_INDUSTRY
2025-03-20 2025-03-21 ind_chemicals 0.0804 0.0000 0.0000 tilt_INDUSTRY
2025-03-21 2025-03-24 ind_industrial_distribution 0.0000 -0.0066 0.0000 tilt_INDUSTRY
2025-03-21 2025-03-24 ind_metals_mining -0.1303 0.0054 -0.0007 tilt_INDUSTRY
2025-03-21 2025-03-24 ind_food_tobacco 0.0527 0.0017 0.0001 tilt_INDUSTRY
2025-03-21 2025-03-24 neglect 1.2386 -0.0020 -0.0025 alpha_VALUE
2025-03-21 2025-03-24 ind_aerospace_defense 0.0011 -0.0098 -0.0000 tilt_INDUSTRY
2025-03-21 2025-03-24 ind_diversified_retail 0.0001 0.0087 0.0000 tilt_INDUSTRY
2025-03-21 2025-03-24 ind_holding_companies 0.0000 0.0019 0.0000 tilt_INDUSTRY
2025-03-21 2025-03-24 value_gc 1.4482 -0.0004 -0.0005 alpha_VALUE
2025-03-21 2025-03-24 ind_oil_gas 0.0063 -0.0032 -0.0000 tilt_INDUSTRY
2025-03-21 2025-03-24 value_liq 1.1966 0.0024 0.0029 alpha_VALUE
2025-03-21 2025-03-24 ind_media_publishing -0.0331 0.0003 -0.0000 tilt_INDUSTRY
2025-03-21 2025-03-24 ind_commercial_services_supplies 0.0533 -0.0019 -0.0001 tilt_INDUSTRY
2025-03-21 2025-03-24 ind_freight_logistics 0.0609 0.0036 0.0002 tilt_INDUSTRY
2025-03-21 2025-03-24 ind_investment_services 0.0744 0.0016 0.0001 tilt_INDUSTRY
2025-03-21 2025-03-24 ind_construction_engineering -0.0637 -0.0035 0.0002 tilt_INDUSTRY
2025-03-21 2025-03-24 ind_fintech 0.0044 0.0062 0.0000 tilt_INDUSTRY
2025-03-21 2025-03-24 ind_homebuilding_building_products -0.0353 -0.0010 0.0000 tilt_INDUSTRY
2025-03-21 2025-03-24 ind_consumer_goods_conglomerates 0.0121 -0.0024 -0.0000 tilt_INDUSTRY
2025-03-21 2025-03-24 country_KR 0.0000 -0.0042 0.0000 tilt_COUNTRY
2025-03-21 2025-03-24 country_TH -0.0609 -0.0020 0.0001 tilt_COUNTRY
2025-03-21 2025-03-24 ind_healthcare_equipment_supplies -0.0689 -0.0043 0.0003 tilt_INDUSTRY
2025-03-21 2025-03-24 country_PH 0.0000 -0.0160 -0.0000 tilt_COUNTRY
2025-03-21 2025-03-24 ind_natural_gas_utilities -0.0065 0.0028 -0.0000 tilt_INDUSTRY
2025-03-21 2025-03-24 ind_chemicals 0.0739 0.0022 0.0002 tilt_INDUSTRY
2025-03-21 2025-03-24 ind_real_estate_operations 0.0103 0.0008 0.0000 tilt_INDUSTRY
2025-03-21 2025-03-24 country_CN 0.1656 0.0032 0.0005 tilt_COUNTRY
2025-03-21 2025-03-24 ind_transportation_infrastructure -0.0389 0.0001 -0.0000 tilt_INDUSTRY
2025-03-21 2025-03-24 ind_electronic_equipment -0.0031 0.0002 -0.0000 tilt_INDUSTRY
2025-03-21 2025-03-24 sdiscrepancy NaN NaN -0.0006 unexplained
2025-03-21 2025-03-24 size_LARGE 0.0758 0.0033 0.0003 tilt_SIZE
2025-03-21 2025-03-24 bcost NaN NaN -0.0010 cost
2025-03-21 2025-03-24 ind_paper_forestry -0.0040 -0.0047 0.0000 tilt_INDUSTRY
2025-03-21 2025-03-24 revision 0.9380 0.0012 0.0011 alpha_REVISION
2025-03-21 2025-03-24 ind_beverages -0.0616 0.0012 -0.0001 tilt_INDUSTRY
2025-03-21 2025-03-24 country_IN 0.0722 0.0085 0.0006 tilt_COUNTRY
2025-03-21 2025-03-24 ind_computers_phones_household_electronics 0.0610 -0.0054 -0.0003 tilt_INDUSTRY
2025-03-21 2025-03-24 country_SG -0.0385 -0.0045 0.0002 tilt_COUNTRY
2025-03-21 2025-03-24 ind_communications_equipment -0.0016 -0.0062 0.0000 tilt_INDUSTRY
2025-03-21 2025-03-24 ind_semiconductors -0.0282 0.0008 -0.0000 tilt_INDUSTRY
2025-03-21 2025-03-24 fcost NaN NaN -0.0001 cost
2025-03-21 2025-03-24 ind_passenger_transportation 0.0639 0.0009 0.0001 tilt_INDUSTRY
2025-03-21 2025-03-24 sbeta_market 0.0803 -0.0079 -0.0006 risk_exposure
2025-03-21 2025-03-24 pdiscrepancy NaN NaN -0.0000 unexplained
2025-03-21 2025-03-24 ind_food_drug_retail -0.0252 0.0006 -0.0000 tilt_INDUSTRY
2025-03-21 2025-03-24 ind_insurance 0.0781 0.0038 0.0003 tilt_INDUSTRY
2025-03-21 2025-03-24 ind_uranium -0.0028 -0.0089 0.0000 tilt_INDUSTRY
2025-03-21 2025-03-24 ind_multiline_utilities -0.0119 -0.0038 0.0000 tilt_INDUSTRY
2025-03-21 2025-03-24 ind_renewable_energy 0.0243 -0.0079 -0.0002 tilt_INDUSTRY
2025-03-21 2025-03-24 ind_automobile -0.0158 0.0031 -0.0000 tilt_INDUSTRY
2025-03-21 2025-03-24 country_NZ -0.0190 0.0025 -0.0000 tilt_COUNTRY
2025-03-21 2025-03-24 ind_healthcare_providers_services 0.0031 -0.0040 -0.0000 tilt_INDUSTRY
2025-03-21 2025-03-24 quality 2.5102 0.0013 0.0034 alpha_QUALITY
2025-03-21 2025-03-24 impactCost NaN NaN -0.0002 cost
2025-03-21 2025-03-24 ind_construction_materials -0.0078 -0.0046 0.0000 tilt_INDUSTRY
2025-03-21 2025-03-24 country_JP -0.0819 -0.0059 0.0005 tilt_COUNTRY
2025-03-21 2025-03-24 ind_coal -0.0469 -0.0008 0.0000 tilt_INDUSTRY
2025-03-21 2025-03-24 size_SMALL 0.0117 -0.0040 -0.0000 tilt_SIZE
2025-03-21 2025-03-24 country_ID 0.0516 -0.0227 -0.0012 tilt_COUNTRY
2025-03-21 2025-03-24 stability 5.1353 0.0005 0.0025 alpha_QUALITY
2025-03-21 2025-03-24 ind_machinery 0.0738 -0.0009 -0.0001 tilt_INDUSTRY
2025-03-21 2025-03-24 country_HK 0.0264 0.0021 0.0001 tilt_COUNTRY
2025-03-21 2025-03-24 ind_telecommunications_serices 0.0386 -0.0064 -0.0002 tilt_INDUSTRY
2025-03-21 2025-03-24 ind_integrated_hardware_software 0.0124 -0.0040 -0.0001 tilt_INDUSTRY
2025-03-21 2025-03-24 ind_banking_services -0.0424 0.0024 -0.0001 tilt_INDUSTRY
2025-03-21 2025-03-24 ind_water_utilities -0.0017 0.0151 -0.0000 tilt_INDUSTRY
2025-03-21 2025-03-24 ind_biotechnology 0.0174 -0.0022 -0.0000 tilt_INDUSTRY
2025-03-21 2025-03-24 country_XH 0.0404 0.0101 0.0004 tilt_COUNTRY
2025-03-21 2025-03-24 ind_oil_gas_equipment_services -0.0165 -0.0028 0.0000 tilt_INDUSTRY
2025-03-21 2025-03-24 reversal 0.9280 0.0028 0.0026 alpha_REVERSAL
2025-03-21 2025-03-24 country_MY 0.0092 -0.0082 -0.0001 tilt_COUNTRY
2025-03-21 2025-03-24 linearCost NaN NaN -0.0002 cost
2025-03-21 2025-03-24 linkage 0.9582 0.0001 0.0001 alpha_MOMENTUM
2025-03-21 2025-03-24 ind_textiles_apparel -0.0342 -0.0022 0.0001 tilt_INDUSTRY
2025-03-21 2025-03-24 ind_containers_packaging -0.0071 0.0020 -0.0000 tilt_INDUSTRY
2025-03-21 2025-03-24 market -0.0098 0.0054 -0.0001 risk_exposure
2025-03-21 2025-03-24 ind_hotels_entertainment -0.0698 0.0039 -0.0003 tilt_INDUSTRY
2025-03-21 2025-03-24 size_MICRO -0.0070 -0.0059 0.0000 tilt_SIZE
2025-03-21 2025-03-24 ind_software_it_services 0.1486 -0.0029 -0.0004 tilt_INDUSTRY
2025-03-21 2025-03-24 momentum 0.4474 0.0013 0.0006 alpha_MOMENTUM
2025-03-21 2025-03-24 ind_household_goods 0.0017 0.0098 0.0000 tilt_INDUSTRY
2025-03-21 2025-03-24 specret NaN NaN -0.0017 unexplained
2025-03-21 2025-03-24 ind_electric_utilities_ipps -0.0337 -0.0004 0.0000 tilt_INDUSTRY
2025-03-21 2025-03-24 ind_office_equipment 0.0007 -0.0114 -0.0000 tilt_INDUSTRY
2025-03-21 2025-03-24 ind_specialty_reatil 0.0161 0.0026 0.0000 tilt_INDUSTRY
2025-03-21 2025-03-24 ind_pharmaceuticals -0.0631 -0.0011 0.0001 tilt_INDUSTRY
2025-03-21 2025-03-24 fmom 0.9973 0.0001 0.0001 alpha_QUALITY
2025-03-21 2025-03-24 ind_household_products_services -0.0398 -0.0031 0.0001 tilt_INDUSTRY
2025-03-21 2025-03-24 country_AU -0.0985 -0.0058 0.0006 tilt_COUNTRY
2025-03-21 2025-03-24 country_TW -0.0765 -0.0096 0.0007 tilt_COUNTRY
2025-03-21 2025-03-24 ind_leisure_products -0.0017 -0.0095 0.0000 tilt_INDUSTRY
2025-03-21 2025-03-24 size_MID -0.0903 0.0012 -0.0001 tilt_SIZE
2025-03-24 2025-03-25 ind_automobile -0.0205 -0.0043 0.0001 tilt_INDUSTRY
2025-03-24 2025-03-25 market -0.0185 0.0094 -0.0002 risk_exposure
2025-03-24 2025-03-25 ind_oil_gas 0.0109 0.0036 0.0000 tilt_INDUSTRY
2025-03-24 2025-03-25 country_SG -0.0386 -0.0001 0.0000 tilt_COUNTRY
2025-03-24 2025-03-25 ind_containers_packaging -0.0062 -0.0009 0.0000 tilt_INDUSTRY
2025-03-24 2025-03-25 ind_office_equipment 0.0007 0.0013 0.0000 tilt_INDUSTRY
2025-03-24 2025-03-25 ind_electronic_equipment -0.0104 -0.0035 0.0000 tilt_INDUSTRY
2025-03-24 2025-03-25 ind_semiconductors -0.0228 -0.0034 0.0001 tilt_INDUSTRY
2025-03-24 2025-03-25 ind_integrated_hardware_software 0.0126 -0.0100 -0.0001 tilt_INDUSTRY
2025-03-24 2025-03-25 value_liq 1.2484 0.0016 0.0020 alpha_VALUE
2025-03-24 2025-03-25 ind_commercial_services_supplies 0.0543 -0.0006 -0.0000 tilt_INDUSTRY
2025-03-24 2025-03-25 ind_construction_materials -0.0071 0.0079 -0.0001 tilt_INDUSTRY
2025-03-24 2025-03-25 ind_telecommunications_serices 0.0390 -0.0053 -0.0002 tilt_INDUSTRY
2025-03-24 2025-03-25 ind_water_utilities -0.0030 0.0000 -0.0000 tilt_INDUSTRY
2025-03-24 2025-03-25 country_XH 0.0397 -0.0090 -0.0004 tilt_COUNTRY
2025-03-24 2025-03-25 country_HK 0.0289 -0.0085 -0.0002 tilt_COUNTRY
2025-03-24 2025-03-25 ind_machinery 0.0781 -0.0001 -0.0000 tilt_INDUSTRY
2025-03-24 2025-03-25 size_SMALL 0.0037 -0.0004 -0.0000 tilt_SIZE
2025-03-24 2025-03-25 ind_healthcare_providers_services 0.0065 0.0047 0.0000 tilt_INDUSTRY
2025-03-24 2025-03-25 ind_uranium -0.0028 -0.0042 0.0000 tilt_INDUSTRY
2025-03-24 2025-03-25 fmom 1.0171 -0.0001 -0.0001 alpha_QUALITY
2025-03-24 2025-03-25 ind_hotels_entertainment -0.0694 -0.0004 0.0000 tilt_INDUSTRY
2025-03-24 2025-03-25 ind_textiles_apparel -0.0360 0.0003 -0.0000 tilt_INDUSTRY
2025-03-24 2025-03-25 country_JP -0.0768 0.0016 -0.0001 tilt_COUNTRY
2025-03-24 2025-03-25 ind_metals_mining -0.1339 0.0031 -0.0004 tilt_INDUSTRY
2025-03-24 2025-03-25 ind_construction_engineering -0.0678 0.0021 -0.0001 tilt_INDUSTRY
2025-03-24 2025-03-25 ind_computers_phones_household_electronics 0.0626 -0.0063 -0.0004 tilt_INDUSTRY
2025-03-24 2025-03-25 fcost NaN NaN -0.0000 cost
2025-03-24 2025-03-25 ind_media_publishing -0.0327 -0.0009 0.0000 tilt_INDUSTRY
2025-03-24 2025-03-25 sdiscrepancy NaN NaN 0.0002 unexplained
2025-03-24 2025-03-25 impactCost NaN NaN -0.0002 cost
2025-03-24 2025-03-25 ind_food_drug_retail -0.0269 -0.0052 0.0001 tilt_INDUSTRY
2025-03-24 2025-03-25 ind_multiline_utilities -0.0118 0.0028 -0.0000 tilt_INDUSTRY
2025-03-24 2025-03-25 ind_specialty_reatil 0.0165 0.0023 0.0000 tilt_INDUSTRY
2025-03-24 2025-03-25 ind_food_tobacco 0.0477 0.0026 0.0001 tilt_INDUSTRY
2025-03-24 2025-03-25 country_KR 0.0000 -0.0086 0.0000 tilt_COUNTRY
2025-03-24 2025-03-25 country_TH -0.0576 -0.0175 0.0010 tilt_COUNTRY
2025-03-24 2025-03-25 ind_healthcare_equipment_supplies -0.0729 0.0090 -0.0007 tilt_INDUSTRY
2025-03-24 2025-03-25 ind_natural_gas_utilities -0.0066 -0.0055 0.0000 tilt_INDUSTRY
2025-03-24 2025-03-25 size_LARGE 0.0829 0.0015 0.0001 tilt_SIZE
2025-03-24 2025-03-25 country_IN 0.0723 -0.0183 -0.0013 tilt_COUNTRY
2025-03-24 2025-03-25 ind_communications_equipment -0.0047 -0.0074 0.0000 tilt_INDUSTRY
2025-03-24 2025-03-25 ind_consumer_goods_conglomerates 0.0124 -0.0105 -0.0001 tilt_INDUSTRY
2025-03-24 2025-03-25 value_gc 1.4711 0.0002 0.0003 alpha_VALUE
2025-03-24 2025-03-25 ind_investment_services 0.0760 0.0037 0.0003 tilt_INDUSTRY
2025-03-24 2025-03-25 ind_aerospace_defense 0.0009 -0.0016 -0.0000 tilt_INDUSTRY
2025-03-24 2025-03-25 linkage 0.9711 -0.0005 -0.0005 alpha_MOMENTUM
2025-03-24 2025-03-25 sbeta_market 0.0397 -0.0134 -0.0005 risk_exposure
2025-03-24 2025-03-25 ind_software_it_services 0.1483 -0.0032 -0.0005 tilt_INDUSTRY
2025-03-24 2025-03-25 specret NaN NaN 0.0044 unexplained
2025-03-24 2025-03-25 ind_leisure_products -0.0007 -0.0048 0.0000 tilt_INDUSTRY
2025-03-24 2025-03-25 country_AU -0.0981 -0.0040 0.0004 tilt_COUNTRY
2025-03-24 2025-03-25 linearCost NaN NaN -0.0002 cost
2025-03-24 2025-03-25 country_TW -0.0766 0.0004 -0.0000 tilt_COUNTRY
2025-03-24 2025-03-25 momentum 0.4170 0.0002 0.0001 alpha_MOMENTUM
2025-03-24 2025-03-25 ind_transportation_infrastructure -0.0403 0.0034 -0.0001 tilt_INDUSTRY
2025-03-24 2025-03-25 stability 5.2184 0.0006 0.0032 alpha_QUALITY
2025-03-24 2025-03-25 country_NZ -0.0187 -0.0041 0.0001 tilt_COUNTRY
2025-03-24 2025-03-25 ind_paper_forestry -0.0043 0.0051 -0.0000 tilt_INDUSTRY
2025-03-24 2025-03-25 ind_real_estate_operations 0.0115 0.0052 0.0001 tilt_INDUSTRY
2025-03-24 2025-03-25 ind_holding_companies 0.0000 0.0100 0.0000 tilt_INDUSTRY
2025-03-24 2025-03-25 ind_renewable_energy 0.0237 0.0063 0.0001 tilt_INDUSTRY
2025-03-24 2025-03-25 ind_electric_utilities_ipps -0.0349 0.0038 -0.0001 tilt_INDUSTRY
2025-03-24 2025-03-25 ind_household_products_services -0.0403 -0.0009 0.0000 tilt_INDUSTRY
2025-03-24 2025-03-25 ind_banking_services -0.0296 -0.0032 0.0001 tilt_INDUSTRY
2025-03-24 2025-03-25 country_MY 0.0093 0.0035 0.0000 tilt_COUNTRY
2025-03-24 2025-03-25 reversal 0.7346 0.0009 0.0006 alpha_REVERSAL
2025-03-24 2025-03-25 ind_freight_logistics 0.0593 -0.0007 -0.0000 tilt_INDUSTRY
2025-03-24 2025-03-25 ind_industrial_distribution 0.0000 0.0011 0.0000 tilt_INDUSTRY
2025-03-24 2025-03-25 ind_diversified_retail -0.0006 -0.0012 0.0000 tilt_INDUSTRY
2025-03-24 2025-03-25 bcost NaN NaN -0.0003 cost
2025-03-24 2025-03-25 ind_beverages -0.0665 0.0015 -0.0001 tilt_INDUSTRY
2025-03-24 2025-03-25 quality 2.5666 0.0013 0.0033 alpha_QUALITY
2025-03-24 2025-03-25 ind_insurance 0.0789 -0.0035 -0.0003 tilt_INDUSTRY
2025-03-24 2025-03-25 neglect 1.3136 -0.0009 -0.0011 alpha_VALUE
2025-03-24 2025-03-25 pdiscrepancy NaN NaN -0.0000 unexplained
2025-03-24 2025-03-25 country_ID 0.0508 0.0061 0.0003 tilt_COUNTRY
2025-03-24 2025-03-25 ind_household_goods 0.0066 -0.0005 -0.0000 tilt_INDUSTRY
2025-03-24 2025-03-25 ind_oil_gas_equipment_services -0.0173 -0.0075 0.0001 tilt_INDUSTRY
2025-03-24 2025-03-25 size_MID -0.0994 -0.0005 0.0000 tilt_SIZE
2025-03-24 2025-03-25 ind_biotechnology 0.0187 0.0024 0.0000 tilt_INDUSTRY
2025-03-24 2025-03-25 ind_passenger_transportation 0.0644 0.0025 0.0002 tilt_INDUSTRY
2025-03-24 2025-03-25 size_MICRO -0.0057 -0.0038 0.0000 tilt_SIZE
2025-03-24 2025-03-25 ind_coal -0.0469 0.0039 -0.0002 tilt_INDUSTRY
2025-03-24 2025-03-25 country_CN 0.1469 0.0067 0.0010 tilt_COUNTRY
2025-03-24 2025-03-25 country_PH 0.0000 -0.0079 -0.0000 tilt_COUNTRY
2025-03-24 2025-03-25 ind_chemicals 0.0695 0.0075 0.0005 tilt_INDUSTRY
2025-03-24 2025-03-25 ind_fintech 0.0042 -0.0040 -0.0000 tilt_INDUSTRY
2025-03-24 2025-03-25 ind_homebuilding_building_products -0.0353 0.0024 -0.0001 tilt_INDUSTRY
2025-03-24 2025-03-25 ind_pharmaceuticals -0.0669 0.0038 -0.0003 tilt_INDUSTRY
2025-03-24 2025-03-25 revision 0.8904 -0.0012 -0.0010 alpha_REVISION
2025-03-25 2025-03-26 country_IN 0.0659 -0.0079 -0.0005 tilt_COUNTRY
2025-03-25 2025-03-26 ind_beverages -0.0691 -0.0034 0.0002 tilt_INDUSTRY
2025-03-25 2025-03-26 specret NaN NaN -0.0009 unexplained
2025-03-25 2025-03-26 ind_telecommunications_serices 0.0393 0.0036 0.0001 tilt_INDUSTRY
2025-03-25 2025-03-26 size_LARGE 0.0821 0.0013 0.0001 tilt_SIZE
2025-03-25 2025-03-26 country_ID 0.0522 0.0461 0.0024 tilt_COUNTRY
2025-03-25 2025-03-26 ind_real_estate_operations 0.0107 0.0018 0.0000 tilt_INDUSTRY
2025-03-25 2025-03-26 ind_healthcare_equipment_supplies -0.0798 -0.0020 0.0002 tilt_INDUSTRY
2025-03-25 2025-03-26 ind_passenger_transportation 0.0646 -0.0010 -0.0001 tilt_INDUSTRY
2025-03-25 2025-03-26 country_XH 0.0404 0.0004 0.0000 tilt_COUNTRY
2025-03-25 2025-03-26 country_TH -0.0556 0.0035 -0.0002 tilt_COUNTRY
2025-03-25 2025-03-26 country_HK 0.0344 0.0029 0.0001 tilt_COUNTRY
2025-03-25 2025-03-26 country_CN 0.1424 -0.0042 -0.0006 tilt_COUNTRY
2025-03-25 2025-03-26 ind_holding_companies 0.0000 0.0028 0.0000 tilt_INDUSTRY
2025-03-25 2025-03-26 bcost NaN NaN -0.0004 cost
2025-03-25 2025-03-26 ind_water_utilities -0.0040 0.0061 -0.0000 tilt_INDUSTRY
2025-03-25 2025-03-26 ind_consumer_goods_conglomerates 0.0132 0.0029 0.0000 tilt_INDUSTRY
2025-03-25 2025-03-26 ind_construction_materials -0.0069 0.0075 -0.0001 tilt_INDUSTRY
2025-03-25 2025-03-26 momentum 0.3541 0.0000 0.0000 alpha_MOMENTUM
2025-03-25 2025-03-26 ind_household_goods 0.0097 -0.0031 -0.0000 tilt_INDUSTRY
2025-03-25 2025-03-26 ind_software_it_services 0.1397 -0.0006 -0.0001 tilt_INDUSTRY
2025-03-25 2025-03-26 ind_leisure_products -0.0007 -0.0056 0.0000 tilt_INDUSTRY
2025-03-25 2025-03-26 ind_fintech 0.0045 -0.0031 -0.0000 tilt_INDUSTRY
2025-03-25 2025-03-26 ind_pharmaceuticals -0.0697 -0.0017 0.0001 tilt_INDUSTRY
2025-03-25 2025-03-26 sbeta_market 0.0357 0.0055 0.0002 risk_exposure
2025-03-25 2025-03-26 country_AU -0.0989 0.0081 -0.0008 tilt_COUNTRY
2025-03-25 2025-03-26 pdiscrepancy NaN NaN 0.0000 unexplained
2025-03-25 2025-03-26 linkage 0.9630 0.0001 0.0001 alpha_MOMENTUM
2025-03-25 2025-03-26 size_MICRO -0.0074 0.0017 -0.0000 tilt_SIZE
2025-03-25 2025-03-26 revision 0.9421 0.0002 0.0002 alpha_REVISION
2025-03-25 2025-03-26 stability 5.2454 0.0000 0.0002 alpha_QUALITY
2025-03-25 2025-03-26 linearCost NaN NaN -0.0003 cost
2025-03-25 2025-03-26 ind_specialty_reatil 0.0146 0.0025 0.0000 tilt_INDUSTRY
2025-03-25 2025-03-26 ind_coal -0.0454 -0.0005 0.0000 tilt_INDUSTRY
2025-03-25 2025-03-26 size_MID -0.0967 -0.0015 0.0001 tilt_SIZE
2025-03-25 2025-03-26 country_TW -0.0817 0.0050 -0.0004 tilt_COUNTRY
2025-03-25 2025-03-26 ind_investment_services 0.0742 -0.0013 -0.0001 tilt_INDUSTRY
2025-03-25 2025-03-26 ind_multiline_utilities -0.0118 -0.0030 0.0000 tilt_INDUSTRY
2025-03-25 2025-03-26 country_NZ -0.0186 0.0132 -0.0002 tilt_COUNTRY
2025-03-25 2025-03-26 impactCost NaN NaN -0.0002 cost
2025-03-25 2025-03-26 ind_diversified_retail -0.0021 0.0059 -0.0000 tilt_INDUSTRY
2025-03-25 2025-03-26 ind_industrial_distribution 0.0000 0.0029 0.0000 tilt_INDUSTRY
2025-03-25 2025-03-26 ind_communications_equipment -0.0028 -0.0070 0.0000 tilt_INDUSTRY
2025-03-25 2025-03-26 quality 2.5716 -0.0002 -0.0004 alpha_QUALITY
2025-03-25 2025-03-26 ind_aerospace_defense 0.0016 -0.0004 -0.0000 tilt_INDUSTRY
2025-03-25 2025-03-26 ind_food_tobacco 0.0467 -0.0014 -0.0001 tilt_INDUSTRY
2025-03-25 2025-03-26 ind_machinery 0.0712 0.0011 0.0001 tilt_INDUSTRY
2025-03-25 2025-03-26 ind_biotechnology 0.0198 -0.0064 -0.0001 tilt_INDUSTRY
2025-03-25 2025-03-26 ind_hotels_entertainment -0.0691 -0.0035 0.0002 tilt_INDUSTRY
2025-03-25 2025-03-26 value_gc 1.4898 0.0001 0.0001 alpha_VALUE
2025-03-25 2025-03-26 ind_textiles_apparel -0.0380 0.0028 -0.0001 tilt_INDUSTRY
2025-03-25 2025-03-26 ind_homebuilding_building_products -0.0356 -0.0018 0.0001 tilt_INDUSTRY
2025-03-25 2025-03-26 market -0.0182 -0.0037 0.0001 risk_exposure
2025-03-25 2025-03-26 country_JP -0.0690 0.0038 -0.0003 tilt_COUNTRY
2025-03-25 2025-03-26 ind_insurance 0.0856 -0.0002 -0.0000 tilt_INDUSTRY
2025-03-25 2025-03-26 ind_construction_engineering -0.0698 -0.0019 0.0001 tilt_INDUSTRY
2025-03-25 2025-03-26 ind_integrated_hardware_software 0.0130 0.0025 0.0000 tilt_INDUSTRY
2025-03-25 2025-03-26 ind_freight_logistics 0.0566 -0.0005 -0.0000 tilt_INDUSTRY
2025-03-25 2025-03-26 reversal 0.6234 0.0017 0.0011 alpha_REVERSAL
2025-03-25 2025-03-26 ind_banking_services -0.0101 -0.0007 0.0000 tilt_INDUSTRY
2025-03-25 2025-03-26 country_PH 0.0000 -0.0003 -0.0000 tilt_COUNTRY
2025-03-25 2025-03-26 ind_containers_packaging -0.0056 -0.0020 0.0000 tilt_INDUSTRY
2025-03-25 2025-03-26 ind_renewable_energy 0.0187 0.0078 0.0001 tilt_INDUSTRY
2025-03-25 2025-03-26 ind_automobile -0.0215 0.0067 -0.0001 tilt_INDUSTRY
2025-03-25 2025-03-26 ind_computers_phones_household_electronics 0.0633 0.0039 0.0002 tilt_INDUSTRY
2025-03-25 2025-03-26 ind_transportation_infrastructure -0.0420 0.0075 -0.0003 tilt_INDUSTRY
2025-03-25 2025-03-26 ind_office_equipment 0.0008 0.0041 0.0000 tilt_INDUSTRY
2025-03-25 2025-03-26 ind_electric_utilities_ipps -0.0332 -0.0030 0.0001 tilt_INDUSTRY
2025-03-25 2025-03-26 ind_chemicals 0.0704 0.0000 0.0000 tilt_INDUSTRY
2025-03-25 2025-03-26 fcost NaN NaN -0.0000 cost
2025-03-25 2025-03-26 sdiscrepancy NaN NaN -0.0005 unexplained
2025-03-25 2025-03-26 country_SG -0.0389 0.0048 -0.0002 tilt_COUNTRY
2025-03-25 2025-03-26 ind_media_publishing -0.0324 0.0003 -0.0000 tilt_INDUSTRY
2025-03-25 2025-03-26 ind_oil_gas 0.0153 -0.0027 -0.0000 tilt_INDUSTRY
2025-03-25 2025-03-26 ind_paper_forestry -0.0054 -0.0012 0.0000 tilt_INDUSTRY
2025-03-25 2025-03-26 ind_electronic_equipment -0.0150 0.0004 -0.0000 tilt_INDUSTRY
2025-03-25 2025-03-26 ind_metals_mining -0.1331 -0.0023 0.0003 tilt_INDUSTRY
2025-03-25 2025-03-26 value_liq 1.2657 -0.0001 -0.0001 alpha_VALUE
2025-03-25 2025-03-26 ind_oil_gas_equipment_services -0.0173 -0.0065 0.0001 tilt_INDUSTRY
2025-03-25 2025-03-26 fmom 0.9975 -0.0002 -0.0002 alpha_QUALITY
2025-03-25 2025-03-26 ind_semiconductors -0.0208 0.0002 -0.0000 tilt_INDUSTRY
2025-03-25 2025-03-26 ind_healthcare_providers_services 0.0110 -0.0094 -0.0001 tilt_INDUSTRY
2025-03-25 2025-03-26 ind_uranium -0.0028 -0.0456 0.0001 tilt_INDUSTRY
2025-03-25 2025-03-26 country_KR 0.0000 0.0048 0.0000 tilt_COUNTRY
2025-03-25 2025-03-26 size_SMALL 0.0038 0.0007 0.0000 tilt_SIZE
2025-03-25 2025-03-26 ind_commercial_services_supplies 0.0581 0.0015 0.0001 tilt_INDUSTRY
2025-03-25 2025-03-26 neglect 1.3558 0.0002 0.0003 alpha_VALUE
2025-03-25 2025-03-26 ind_household_products_services -0.0402 -0.0011 0.0000 tilt_INDUSTRY
2025-03-25 2025-03-26 ind_food_drug_retail -0.0271 0.0020 -0.0001 tilt_INDUSTRY
2025-03-25 2025-03-26 country_MY 0.0094 0.0043 0.0000 tilt_COUNTRY
2025-03-25 2025-03-26 ind_natural_gas_utilities -0.0066 -0.0054 0.0000 tilt_INDUSTRY
2025-03-26 2025-03-27 ind_chemicals 0.0702 0.0024 0.0002 tilt_INDUSTRY
2025-03-26 2025-03-27 country_MY 0.0090 0.0091 0.0001 tilt_COUNTRY
2025-03-26 2025-03-27 linearCost NaN NaN -0.0002 cost
2025-03-26 2025-03-27 country_XH 0.0420 0.0050 0.0002 tilt_COUNTRY
2025-03-26 2025-03-27 ind_transportation_infrastructure -0.0421 0.0002 -0.0000 tilt_INDUSTRY
2025-03-26 2025-03-27 country_HK 0.0362 0.0040 0.0001 tilt_COUNTRY
2025-03-26 2025-03-27 ind_computers_phones_household_electronics 0.0632 -0.0021 -0.0001 tilt_INDUSTRY
2025-03-26 2025-03-27 ind_media_publishing -0.0318 0.0035 -0.0001 tilt_INDUSTRY
2025-03-26 2025-03-27 ind_electric_utilities_ipps -0.0327 -0.0048 0.0002 tilt_INDUSTRY
2025-03-26 2025-03-27 ind_healthcare_providers_services 0.0198 0.0017 0.0000 tilt_INDUSTRY
2025-03-26 2025-03-27 fmom 0.9770 -0.0002 -0.0002 alpha_QUALITY
2025-03-26 2025-03-27 ind_pharmaceuticals -0.0692 0.0082 -0.0006 tilt_INDUSTRY
2025-03-26 2025-03-27 fcost NaN NaN -0.0000 cost
2025-03-26 2025-03-27 ind_leisure_products -0.0024 0.0009 -0.0000 tilt_INDUSTRY
2025-03-26 2025-03-27 sdiscrepancy NaN NaN -0.0006 unexplained
2025-03-26 2025-03-27 ind_household_goods 0.0110 0.0035 0.0000 tilt_INDUSTRY
2025-03-26 2025-03-27 specret NaN NaN -0.0025 unexplained
2025-03-26 2025-03-27 ind_biotechnology 0.0208 0.0240 0.0005 tilt_INDUSTRY
2025-03-26 2025-03-27 size_SMALL 0.0001 -0.0009 -0.0000 tilt_SIZE
2025-03-26 2025-03-27 ind_hotels_entertainment -0.0751 -0.0001 0.0000 tilt_INDUSTRY
2025-03-26 2025-03-27 ind_paper_forestry -0.0064 -0.0015 0.0000 tilt_INDUSTRY
2025-03-26 2025-03-27 ind_oil_gas_equipment_services -0.0173 -0.0031 0.0001 tilt_INDUSTRY
2025-03-26 2025-03-27 ind_household_products_services -0.0404 0.0056 -0.0002 tilt_INDUSTRY
2025-03-26 2025-03-27 quality 2.5856 0.0009 0.0022 alpha_QUALITY
2025-03-26 2025-03-27 ind_construction_materials -0.0066 0.0055 -0.0000 tilt_INDUSTRY
2025-03-26 2025-03-27 ind_textiles_apparel -0.0380 0.0005 -0.0000 tilt_INDUSTRY
2025-03-26 2025-03-27 ind_telecommunications_serices 0.0458 0.0002 0.0000 tilt_INDUSTRY
2025-03-26 2025-03-27 country_JP -0.0573 0.0027 -0.0002 tilt_COUNTRY
2025-03-26 2025-03-27 ind_water_utilities -0.0044 -0.0073 0.0000 tilt_INDUSTRY
2025-03-26 2025-03-27 ind_metals_mining -0.1319 -0.0052 0.0007 tilt_INDUSTRY
2025-03-26 2025-03-27 ind_machinery 0.0522 -0.0060 -0.0003 tilt_INDUSTRY
2025-03-26 2025-03-27 ind_freight_logistics 0.0555 -0.0031 -0.0002 tilt_INDUSTRY
2025-03-26 2025-03-27 ind_construction_engineering -0.0681 -0.0035 0.0002 tilt_INDUSTRY
2025-03-26 2025-03-27 impactCost NaN NaN -0.0002 cost
2025-03-26 2025-03-27 country_NZ -0.0184 -0.0036 0.0001 tilt_COUNTRY
2025-03-26 2025-03-27 ind_uranium -0.0028 -0.0130 0.0000 tilt_INDUSTRY
2025-03-26 2025-03-27 ind_multiline_utilities -0.0118 -0.0065 0.0001 tilt_INDUSTRY
2025-03-26 2025-03-27 country_AU -0.1002 -0.0033 0.0003 tilt_COUNTRY
2025-03-26 2025-03-27 ind_specialty_reatil 0.0257 0.0019 0.0000 tilt_INDUSTRY
2025-03-26 2025-03-27 country_TW -0.0865 -0.0075 0.0007 tilt_COUNTRY
2025-03-26 2025-03-27 country_ID 0.0523 0.0038 0.0002 tilt_COUNTRY
2025-03-26 2025-03-27 ind_passenger_transportation 0.0650 -0.0009 -0.0001 tilt_INDUSTRY
2025-03-26 2025-03-27 stability 5.3317 0.0000 0.0002 alpha_QUALITY
2025-03-26 2025-03-27 ind_coal -0.0427 -0.0059 0.0003 tilt_INDUSTRY
2025-03-26 2025-03-27 size_MICRO -0.0079 -0.0026 0.0000 tilt_SIZE
2025-03-26 2025-03-27 reversal 0.7900 0.0017 0.0014 alpha_REVERSAL
2025-03-26 2025-03-27 momentum 0.3300 0.0008 0.0003 alpha_MOMENTUM
2025-03-26 2025-03-27 ind_healthcare_equipment_supplies -0.0841 0.0055 -0.0005 tilt_INDUSTRY
2025-03-26 2025-03-27 ind_diversified_retail -0.0029 0.0019 -0.0000 tilt_INDUSTRY
2025-03-26 2025-03-27 ind_consumer_goods_conglomerates 0.0117 -0.0020 -0.0000 tilt_INDUSTRY
2025-03-26 2025-03-27 ind_industrial_distribution 0.0000 0.0050 0.0000 tilt_INDUSTRY
2025-03-26 2025-03-27 country_TH -0.0491 -0.0031 0.0002 tilt_COUNTRY
2025-03-26 2025-03-27 country_IN 0.0589 0.0080 0.0005 tilt_COUNTRY
2025-03-26 2025-03-27 ind_beverages -0.0717 0.0092 -0.0007 tilt_INDUSTRY
2025-03-26 2025-03-27 bcost NaN NaN -0.0004 cost
2025-03-26 2025-03-27 size_LARGE 0.0853 -0.0010 -0.0001 tilt_SIZE
2025-03-26 2025-03-27 ind_integrated_hardware_software 0.0133 -0.0056 -0.0001 tilt_INDUSTRY
2025-03-26 2025-03-27 ind_real_estate_operations 0.0075 0.0007 0.0000 tilt_INDUSTRY
2025-03-26 2025-03-27 country_CN 0.1475 -0.0000 -0.0000 tilt_COUNTRY
2025-03-26 2025-03-27 ind_holding_companies 0.0000 -0.0006 0.0000 tilt_INDUSTRY
2025-03-26 2025-03-27 ind_food_tobacco 0.0426 0.0048 0.0002 tilt_INDUSTRY
2025-03-26 2025-03-27 ind_natural_gas_utilities -0.0065 0.0074 -0.0000 tilt_INDUSTRY
2025-03-26 2025-03-27 ind_communications_equipment 0.0035 -0.0052 -0.0000 tilt_INDUSTRY
2025-03-26 2025-03-27 ind_office_equipment 0.0007 0.0019 0.0000 tilt_INDUSTRY
2025-03-26 2025-03-27 ind_semiconductors -0.0249 -0.0039 0.0001 tilt_INDUSTRY
2025-03-26 2025-03-27 ind_automobile -0.0220 -0.0077 0.0002 tilt_INDUSTRY
2025-03-26 2025-03-27 ind_commercial_services_supplies 0.0607 -0.0005 -0.0000 tilt_INDUSTRY
2025-03-26 2025-03-27 ind_containers_packaging -0.0050 -0.0015 0.0000 tilt_INDUSTRY
2025-03-26 2025-03-27 country_KR 0.0000 -0.0160 0.0000 tilt_COUNTRY
2025-03-26 2025-03-27 ind_food_drug_retail -0.0259 0.0077 -0.0002 tilt_INDUSTRY
2025-03-26 2025-03-27 neglect 1.3393 -0.0002 -0.0003 alpha_VALUE
2025-03-26 2025-03-27 ind_electronic_equipment -0.0146 -0.0039 0.0001 tilt_INDUSTRY
2025-03-26 2025-03-27 country_PH 0.0000 -0.0078 -0.0000 tilt_COUNTRY
2025-03-26 2025-03-27 value_gc 1.5407 -0.0006 -0.0009 alpha_VALUE
2025-03-26 2025-03-27 ind_homebuilding_building_products -0.0358 0.0002 -0.0000 tilt_INDUSTRY
2025-03-26 2025-03-27 market -0.0048 -0.0005 0.0000 risk_exposure
2025-03-26 2025-03-27 value_liq 1.2727 0.0009 0.0011 alpha_VALUE
2025-03-26 2025-03-27 ind_banking_services 0.0257 0.0052 0.0001 tilt_INDUSTRY
2025-03-26 2025-03-27 ind_renewable_energy 0.0134 -0.0192 -0.0003 tilt_INDUSTRY
2025-03-26 2025-03-27 country_SG -0.0393 0.0027 -0.0001 tilt_COUNTRY
2025-03-26 2025-03-27 ind_insurance 0.0877 0.0081 0.0007 tilt_INDUSTRY
2025-03-26 2025-03-27 ind_fintech 0.0048 0.0051 0.0000 tilt_INDUSTRY
2025-03-26 2025-03-27 linkage 0.9680 0.0001 0.0001 alpha_MOMENTUM
2025-03-26 2025-03-27 revision 1.0659 0.0009 0.0010 alpha_REVISION
2025-03-26 2025-03-27 ind_aerospace_defense 0.0016 -0.0036 -0.0000 tilt_INDUSTRY
2025-03-26 2025-03-27 ind_software_it_services 0.1251 -0.0015 -0.0002 tilt_INDUSTRY
2025-03-26 2025-03-27 size_MID -0.0824 0.0014 -0.0001 tilt_SIZE
2025-03-26 2025-03-27 pdiscrepancy NaN NaN 0.0000 unexplained
2025-03-26 2025-03-27 ind_investment_services 0.0705 0.0004 0.0000 tilt_INDUSTRY
2025-03-26 2025-03-27 sbeta_market 0.0433 0.0002 0.0000 risk_exposure
2025-03-26 2025-03-27 ind_oil_gas 0.0162 0.0064 0.0001 tilt_INDUSTRY
2025-03-27 2025-03-28 ind_pharmaceuticals -0.0783 0.0047 -0.0004 tilt_INDUSTRY
2025-03-27 2025-03-28 ind_food_drug_retail -0.0296 0.0028 -0.0001 tilt_INDUSTRY
2025-03-27 2025-03-28 sbeta_market 0.0328 -0.0066 -0.0002 risk_exposure
2025-03-27 2025-03-28 ind_uranium -0.0028 -0.0324 0.0001 tilt_INDUSTRY
2025-03-27 2025-03-28 ind_containers_packaging -0.0042 0.0016 -0.0000 tilt_INDUSTRY
2025-03-27 2025-03-28 fmom 0.9468 0.0001 0.0001 alpha_QUALITY
2025-03-27 2025-03-28 size_MID -0.0901 0.0017 -0.0002 tilt_SIZE
2025-03-27 2025-03-28 ind_commercial_services_supplies 0.0601 0.0012 0.0001 tilt_INDUSTRY
2025-03-27 2025-03-28 country_MY 0.0086 -0.0109 -0.0001 tilt_COUNTRY
2025-03-27 2025-03-28 country_KR 0.0000 -0.0103 0.0000 tilt_COUNTRY
2025-03-27 2025-03-28 ind_semiconductors -0.0275 -0.0063 0.0002 tilt_INDUSTRY
2025-03-27 2025-03-28 ind_healthcare_providers_services 0.0265 0.0027 0.0001 tilt_INDUSTRY
2025-03-27 2025-03-28 ind_automobile -0.0230 -0.0020 0.0000 tilt_INDUSTRY
2025-03-27 2025-03-28 ind_metals_mining -0.1260 0.0018 -0.0002 tilt_INDUSTRY
2025-03-27 2025-03-28 size_SMALL -0.0007 -0.0011 0.0000 tilt_SIZE
2025-03-27 2025-03-28 linearCost NaN NaN -0.0002 cost
2025-03-27 2025-03-28 pdiscrepancy NaN NaN -0.0000 unexplained
2025-03-27 2025-03-28 ind_transportation_infrastructure -0.0426 0.0000 -0.0000 tilt_INDUSTRY
2025-03-27 2025-03-28 neglect 1.3034 0.0001 0.0001 alpha_VALUE
2025-03-27 2025-03-28 ind_office_equipment 0.0006 -0.0010 -0.0000 tilt_INDUSTRY
2025-03-27 2025-03-28 ind_banking_services 0.0482 0.0002 0.0000 tilt_INDUSTRY
2025-03-27 2025-03-28 ind_construction_engineering -0.0673 0.0014 -0.0001 tilt_INDUSTRY
2025-03-27 2025-03-28 ind_insurance 0.0827 0.0054 0.0004 tilt_INDUSTRY
2025-03-27 2025-03-28 ind_multiline_utilities -0.0120 0.0008 -0.0000 tilt_INDUSTRY
2025-03-27 2025-03-28 ind_homebuilding_building_products -0.0347 0.0001 -0.0000 tilt_INDUSTRY
2025-03-27 2025-03-28 ind_freight_logistics 0.0564 -0.0014 -0.0001 tilt_INDUSTRY
2025-03-27 2025-03-28 reversal 0.9328 -0.0001 -0.0001 alpha_REVERSAL
2025-03-27 2025-03-28 market -0.0222 -0.0026 0.0001 risk_exposure
2025-03-27 2025-03-28 ind_media_publishing -0.0307 0.0092 -0.0003 tilt_INDUSTRY
2025-03-27 2025-03-28 country_JP -0.0741 -0.0029 0.0002 tilt_COUNTRY
2025-03-27 2025-03-28 ind_paper_forestry -0.0068 0.0024 -0.0000 tilt_INDUSTRY
2025-03-27 2025-03-28 ind_textiles_apparel -0.0371 -0.0012 0.0000 tilt_INDUSTRY
2025-03-27 2025-03-28 ind_software_it_services 0.1196 0.0033 0.0004 tilt_INDUSTRY
2025-03-27 2025-03-28 ind_integrated_hardware_software 0.0132 0.0002 0.0000 tilt_INDUSTRY
2025-03-27 2025-03-28 country_ID 0.0514 0.0037 0.0002 tilt_COUNTRY
2025-03-27 2025-03-28 value_liq 1.2907 0.0003 0.0004 alpha_VALUE
2025-03-27 2025-03-28 ind_oil_gas_equipment_services -0.0173 -0.0098 0.0002 tilt_INDUSTRY
2025-03-27 2025-03-28 ind_household_goods 0.0121 0.0020 0.0000 tilt_INDUSTRY
2025-03-27 2025-03-28 country_PH 0.0000 0.0042 0.0000 tilt_COUNTRY
2025-03-27 2025-03-28 momentum 0.3196 0.0009 0.0003 alpha_MOMENTUM
2025-03-27 2025-03-28 ind_hotels_entertainment -0.0703 -0.0031 0.0002 tilt_INDUSTRY
2025-03-27 2025-03-28 value_gc 1.5926 -0.0005 -0.0008 alpha_VALUE
2025-03-27 2025-03-28 ind_fintech 0.0050 0.0047 0.0000 tilt_INDUSTRY
2025-03-27 2025-03-28 ind_household_products_services -0.0404 0.0053 -0.0002 tilt_INDUSTRY
2025-03-27 2025-03-28 ind_natural_gas_utilities -0.0063 0.0011 -0.0000 tilt_INDUSTRY
2025-03-27 2025-03-28 ind_biotechnology 0.0214 0.0063 0.0001 tilt_INDUSTRY
2025-03-27 2025-03-28 ind_specialty_reatil 0.0217 0.0011 0.0000 tilt_INDUSTRY
2025-03-27 2025-03-28 stability 5.2979 0.0003 0.0013 alpha_QUALITY
2025-03-27 2025-03-28 ind_coal -0.0407 -0.0075 0.0003 tilt_INDUSTRY
2025-03-27 2025-03-28 ind_oil_gas 0.0130 -0.0031 -0.0000 tilt_INDUSTRY
2025-03-27 2025-03-28 revision 1.1590 0.0012 0.0013 alpha_REVISION
2025-03-27 2025-03-28 country_TH -0.0420 -0.0069 0.0003 tilt_COUNTRY
2025-03-27 2025-03-28 country_IN 0.0557 -0.0014 -0.0001 tilt_COUNTRY
2025-03-27 2025-03-28 quality 2.5729 0.0006 0.0015 alpha_QUALITY
2025-03-27 2025-03-28 ind_computers_phones_household_electronics 0.0637 -0.0025 -0.0002 tilt_INDUSTRY
2025-03-27 2025-03-28 ind_beverages -0.0734 0.0020 -0.0002 tilt_INDUSTRY
2025-03-27 2025-03-28 ind_industrial_distribution 0.0000 -0.0001 0.0000 tilt_INDUSTRY
2025-03-27 2025-03-28 ind_construction_materials -0.0064 0.0033 -0.0000 tilt_INDUSTRY
2025-03-27 2025-03-28 ind_investment_services 0.0695 0.0054 0.0004 tilt_INDUSTRY
2025-03-27 2025-03-28 ind_consumer_goods_conglomerates 0.0102 -0.0007 -0.0000 tilt_INDUSTRY
2025-03-27 2025-03-28 country_TW -0.0860 -0.0159 0.0014 tilt_COUNTRY
2025-03-27 2025-03-28 impactCost NaN NaN -0.0002 cost
2025-03-27 2025-03-28 ind_communications_equipment 0.0025 -0.0010 -0.0000 tilt_INDUSTRY
2025-03-27 2025-03-28 country_NZ -0.0184 -0.0025 0.0000 tilt_COUNTRY
2025-03-27 2025-03-28 ind_diversified_retail -0.0041 0.0039 -0.0000 tilt_INDUSTRY
2025-03-27 2025-03-28 sdiscrepancy NaN NaN 0.0005 unexplained
2025-03-27 2025-03-28 country_SG -0.0399 0.0028 -0.0001 tilt_COUNTRY
2025-03-27 2025-03-28 country_AU -0.1005 0.0060 -0.0006 tilt_COUNTRY
2025-03-27 2025-03-28 specret NaN NaN -0.0038 unexplained
2025-03-27 2025-03-28 ind_chemicals 0.0703 -0.0090 -0.0006 tilt_INDUSTRY
2025-03-27 2025-03-28 ind_aerospace_defense 0.0025 0.0004 0.0000 tilt_INDUSTRY
2025-03-27 2025-03-28 ind_water_utilities -0.0046 0.0031 -0.0000 tilt_INDUSTRY
2025-03-27 2025-03-28 linkage 0.9348 0.0011 0.0011 alpha_MOMENTUM
2025-03-27 2025-03-28 ind_food_tobacco 0.0351 0.0042 0.0001 tilt_INDUSTRY
2025-03-27 2025-03-28 ind_machinery 0.0382 -0.0021 -0.0001 tilt_INDUSTRY
2025-03-27 2025-03-28 country_CN 0.1472 0.0042 0.0006 tilt_COUNTRY
2025-03-27 2025-03-28 size_MICRO -0.0086 -0.0042 0.0000 tilt_SIZE
2025-03-27 2025-03-28 ind_holding_companies 0.0000 0.0063 0.0000 tilt_INDUSTRY
2025-03-27 2025-03-28 ind_electric_utilities_ipps -0.0343 -0.0018 0.0001 tilt_INDUSTRY
2025-03-27 2025-03-28 ind_telecommunications_serices 0.0451 0.0072 0.0003 tilt_INDUSTRY
2025-03-27 2025-03-28 ind_renewable_energy 0.0132 -0.0019 -0.0000 tilt_INDUSTRY
2025-03-27 2025-03-28 country_HK 0.0346 0.0036 0.0001 tilt_COUNTRY
2025-03-27 2025-03-28 ind_real_estate_operations 0.0050 0.0019 0.0000 tilt_INDUSTRY
2025-03-27 2025-03-28 ind_leisure_products -0.0036 0.0025 -0.0000 tilt_INDUSTRY
2025-03-27 2025-03-28 ind_passenger_transportation 0.0649 -0.0041 -0.0003 tilt_INDUSTRY
2025-03-27 2025-03-28 ind_healthcare_equipment_supplies -0.0827 0.0008 -0.0001 tilt_INDUSTRY
2025-03-27 2025-03-28 bcost NaN NaN -0.0004 cost
2025-03-27 2025-03-28 fcost NaN NaN -0.0000 cost
2025-03-27 2025-03-28 size_LARGE 0.0772 -0.0010 -0.0001 tilt_SIZE
2025-03-27 2025-03-28 country_XH 0.0412 0.0026 0.0001 tilt_COUNTRY
2025-03-27 2025-03-28 ind_electronic_equipment -0.0148 -0.0019 0.0000 tilt_INDUSTRY
2025-03-28 2025-03-31 ind_renewable_energy 0.0141 -0.0226 -0.0003 tilt_INDUSTRY
2025-03-28 2025-03-31 ind_office_equipment 0.0006 -0.0003 -0.0000 tilt_INDUSTRY
2025-03-28 2025-03-31 ind_computers_phones_household_electronics 0.0695 -0.0061 -0.0004 tilt_INDUSTRY
2025-03-28 2025-03-31 ind_oil_gas 0.0016 0.0046 0.0000 tilt_INDUSTRY
2025-03-28 2025-03-31 ind_chemicals 0.0686 -0.0019 -0.0001 tilt_INDUSTRY
2025-03-28 2025-03-31 sdiscrepancy NaN NaN 0.0002 unexplained
2025-03-28 2025-03-31 ind_automobile -0.0240 0.0002 -0.0000 tilt_INDUSTRY
2025-03-28 2025-03-31 ind_fintech 0.0053 0.0043 0.0000 tilt_INDUSTRY
2025-03-28 2025-03-31 ind_homebuilding_building_products -0.0337 0.0048 -0.0002 tilt_INDUSTRY
2025-03-28 2025-03-31 ind_multiline_utilities -0.0123 0.0026 -0.0000 tilt_INDUSTRY
2025-03-28 2025-03-31 ind_software_it_services 0.1271 0.0028 0.0003 tilt_INDUSTRY
2025-03-28 2025-03-31 ind_pharmaceuticals -0.0919 -0.0036 0.0003 tilt_INDUSTRY
2025-03-28 2025-03-31 size_MICRO -0.0079 -0.0056 0.0000 tilt_SIZE
2025-03-28 2025-03-31 ind_coal -0.0406 -0.0028 0.0001 tilt_INDUSTRY
2025-03-28 2025-03-31 ind_aerospace_defense 0.0033 -0.0013 -0.0000 tilt_INDUSTRY
2025-03-28 2025-03-31 ind_specialty_reatil 0.0059 0.0033 0.0000 tilt_INDUSTRY
2025-03-28 2025-03-31 country_AU -0.0986 -0.0101 0.0010 tilt_COUNTRY
2025-03-28 2025-03-31 size_MID -0.1019 0.0015 -0.0001 tilt_SIZE
2025-03-28 2025-03-31 ind_communications_equipment -0.0031 0.0022 -0.0000 tilt_INDUSTRY
2025-03-28 2025-03-31 impactCost NaN NaN -0.0001 cost
2025-03-28 2025-03-31 country_IN 0.0534 0.0097 0.0005 tilt_COUNTRY
2025-03-28 2025-03-31 size_LARGE 0.0683 -0.0028 -0.0002 tilt_SIZE
2025-03-28 2025-03-31 ind_passenger_transportation 0.0640 -0.0058 -0.0004 tilt_INDUSTRY
2025-03-28 2025-03-31 ind_real_estate_operations 0.0050 0.0015 0.0000 tilt_INDUSTRY
2025-03-28 2025-03-31 ind_telecommunications_serices 0.0384 0.0109 0.0004 tilt_INDUSTRY
2025-03-28 2025-03-31 country_HK 0.0248 0.0044 0.0001 tilt_COUNTRY
2025-03-28 2025-03-31 ind_paper_forestry -0.0075 0.0028 -0.0000 tilt_INDUSTRY
2025-03-28 2025-03-31 country_ID 0.0515 0.0068 0.0004 tilt_COUNTRY
2025-03-28 2025-03-31 ind_textiles_apparel -0.0365 -0.0035 0.0001 tilt_INDUSTRY
2025-03-28 2025-03-31 ind_oil_gas_equipment_services -0.0172 0.0003 -0.0000 tilt_INDUSTRY
2025-03-28 2025-03-31 ind_food_drug_retail -0.0353 0.0107 -0.0004 tilt_INDUSTRY
2025-03-28 2025-03-31 value_gc 1.6453 -0.0001 -0.0002 alpha_VALUE
2025-03-28 2025-03-31 ind_banking_services 0.0704 0.0064 0.0005 tilt_INDUSTRY
2025-03-28 2025-03-31 fmom 0.8866 0.0007 0.0006 alpha_QUALITY
2025-03-28 2025-03-31 ind_healthcare_providers_services 0.0297 0.0036 0.0001 tilt_INDUSTRY
2025-03-28 2025-03-31 ind_metals_mining -0.1215 -0.0049 0.0006 tilt_INDUSTRY
2025-03-28 2025-03-31 size_SMALL 0.0089 0.0007 0.0000 tilt_SIZE
2025-03-28 2025-03-31 ind_semiconductors -0.0288 -0.0036 0.0001 tilt_INDUSTRY
2025-03-28 2025-03-31 ind_natural_gas_utilities -0.0062 0.0048 -0.0000 tilt_INDUSTRY
2025-03-28 2025-03-31 ind_holding_companies 0.0000 0.0119 0.0000 tilt_INDUSTRY
2025-03-28 2025-03-31 ind_commercial_services_supplies 0.0619 0.0003 0.0000 tilt_INDUSTRY
2025-03-28 2025-03-31 ind_biotechnology 0.0215 0.0014 0.0000 tilt_INDUSTRY
2025-03-28 2025-03-31 ind_beverages -0.0725 -0.0011 0.0001 tilt_INDUSTRY
2025-03-28 2025-03-31 ind_food_tobacco 0.0311 0.0030 0.0001 tilt_INDUSTRY
2025-03-28 2025-03-31 country_JP -0.0962 -0.0185 0.0018 tilt_COUNTRY
2025-03-28 2025-03-31 country_KR -0.0008 -0.0167 0.0000 tilt_COUNTRY
2025-03-28 2025-03-31 ind_electronic_equipment -0.0140 0.0010 -0.0000 tilt_INDUSTRY
2025-03-28 2025-03-31 bcost NaN NaN -0.0011 cost
2025-03-28 2025-03-31 ind_hotels_entertainment -0.0633 0.0001 -0.0000 tilt_INDUSTRY
2025-03-28 2025-03-31 ind_uranium -0.0027 -0.0065 0.0000 tilt_INDUSTRY
2025-03-28 2025-03-31 ind_industrial_distribution 0.0000 -0.0047 0.0000 tilt_INDUSTRY
2025-03-28 2025-03-31 ind_healthcare_equipment_supplies -0.0808 -0.0019 0.0002 tilt_INDUSTRY
2025-03-28 2025-03-31 revision 0.9926 0.0017 0.0017 alpha_REVISION
2025-03-28 2025-03-31 pdiscrepancy NaN NaN -0.0000 unexplained
2025-03-28 2025-03-31 ind_consumer_goods_conglomerates 0.0104 -0.0014 -0.0000 tilt_INDUSTRY
2025-03-28 2025-03-31 country_TH -0.0352 -0.0137 0.0005 tilt_COUNTRY
2025-03-28 2025-03-31 ind_diversified_retail -0.0051 0.0040 -0.0000 tilt_INDUSTRY
2025-03-28 2025-03-31 ind_household_goods 0.0209 0.0043 0.0001 tilt_INDUSTRY
2025-03-28 2025-03-31 ind_investment_services 0.0663 -0.0066 -0.0004 tilt_INDUSTRY
2025-03-28 2025-03-31 country_MY 0.0085 0.0075 0.0001 tilt_COUNTRY
2025-03-28 2025-03-31 linkage 0.8173 -0.0001 -0.0001 alpha_MOMENTUM
2025-03-28 2025-03-31 sbeta_market 0.0370 -0.0091 -0.0003 risk_exposure
2025-03-28 2025-03-31 specret NaN NaN -0.0039 unexplained
2025-03-28 2025-03-31 linearCost NaN NaN -0.0002 cost
2025-03-28 2025-03-31 ind_leisure_products -0.0029 -0.0037 0.0000 tilt_INDUSTRY
2025-03-28 2025-03-31 ind_household_products_services -0.0398 0.0049 -0.0002 tilt_INDUSTRY
2025-03-28 2025-03-31 country_TW -0.0827 -0.0319 0.0026 tilt_COUNTRY
2025-03-28 2025-03-31 ind_machinery 0.0355 -0.0046 -0.0002 tilt_INDUSTRY
2025-03-28 2025-03-31 country_NZ -0.0185 0.0025 -0.0000 tilt_COUNTRY
2025-03-28 2025-03-31 quality 2.5093 0.0003 0.0007 alpha_QUALITY
2025-03-28 2025-03-31 stability 5.0458 0.0009 0.0045 alpha_QUALITY
2025-03-28 2025-03-31 country_XH 0.0535 0.0064 0.0003 tilt_COUNTRY
2025-03-28 2025-03-31 ind_water_utilities -0.0060 0.0009 -0.0000 tilt_INDUSTRY
2025-03-28 2025-03-31 ind_freight_logistics 0.0583 0.0076 0.0004 tilt_INDUSTRY
2025-03-28 2025-03-31 reversal 0.8111 -0.0002 -0.0002 alpha_REVERSAL
2025-03-28 2025-03-31 ind_construction_materials -0.0063 0.0055 -0.0000 tilt_INDUSTRY
2025-03-28 2025-03-31 market -0.0326 -0.0081 0.0003 risk_exposure
2025-03-28 2025-03-31 value_liq 1.2739 -0.0008 -0.0010 alpha_VALUE
2025-03-28 2025-03-31 ind_integrated_hardware_software 0.0134 0.0130 0.0002 tilt_INDUSTRY
2025-03-28 2025-03-31 momentum 0.3476 0.0010 0.0003 alpha_MOMENTUM
2025-03-28 2025-03-31 country_SG -0.0404 0.0089 -0.0004 tilt_COUNTRY
2025-03-28 2025-03-31 neglect 1.2716 0.0002 0.0003 alpha_VALUE
2025-03-28 2025-03-31 country_CN 0.1481 0.0124 0.0018 tilt_COUNTRY
2025-03-28 2025-03-31 fcost NaN NaN -0.0001 cost
2025-03-28 2025-03-31 country_PH 0.0000 0.0117 0.0000 tilt_COUNTRY
2025-03-28 2025-03-31 ind_transportation_infrastructure -0.0431 0.0037 -0.0002 tilt_INDUSTRY
2025-03-28 2025-03-31 ind_insurance 0.0758 0.0041 0.0003 tilt_INDUSTRY
2025-03-28 2025-03-31 ind_electric_utilities_ipps -0.0356 0.0051 -0.0002 tilt_INDUSTRY
2025-03-28 2025-03-31 ind_construction_engineering -0.0672 -0.0041 0.0003 tilt_INDUSTRY
2025-03-28 2025-03-31 ind_media_publishing -0.0296 -0.0011 0.0000 tilt_INDUSTRY
2025-03-28 2025-03-31 ind_containers_packaging -0.0036 -0.0001 0.0000 tilt_INDUSTRY
2025-03-31 2025-04-01 ind_passenger_transportation 0.0656 -0.0036 -0.0002 tilt_INDUSTRY
2025-03-31 2025-04-01 ind_aerospace_defense 0.0034 0.0122 0.0000 tilt_INDUSTRY
2025-03-31 2025-04-01 ind_pharmaceuticals -0.0999 0.0187 -0.0019 tilt_INDUSTRY
2025-03-31 2025-04-01 linkage 0.8208 -0.0004 -0.0003 alpha_MOMENTUM
2025-03-31 2025-04-01 value_liq 1.2643 0.0001 0.0001 alpha_VALUE
2025-03-31 2025-04-01 ind_renewable_energy 0.0150 0.0015 0.0000 tilt_INDUSTRY
2025-03-31 2025-04-01 ind_software_it_services 0.1360 -0.0036 -0.0005 tilt_INDUSTRY
2025-03-31 2025-04-01 impactCost NaN NaN -0.0000 cost
2025-03-31 2025-04-01 country_HK 0.0128 0.0067 0.0001 tilt_COUNTRY
2025-03-31 2025-04-01 size_MICRO -0.0076 0.0055 -0.0000 tilt_SIZE
2025-03-31 2025-04-01 ind_multiline_utilities -0.0123 0.0085 -0.0001 tilt_INDUSTRY
2025-03-31 2025-04-01 neglect 1.2690 0.0004 0.0004 alpha_VALUE
2025-03-31 2025-04-01 ind_banking_services 0.0951 -0.0074 -0.0007 tilt_INDUSTRY
2025-03-31 2025-04-01 ind_homebuilding_building_products -0.0343 0.0040 -0.0001 tilt_INDUSTRY
2025-03-31 2025-04-01 ind_leisure_products -0.0017 0.0066 -0.0000 tilt_INDUSTRY
2025-03-31 2025-04-01 country_CN 0.1324 0.0016 0.0002 tilt_COUNTRY
2025-03-31 2025-04-01 ind_insurance 0.0704 0.0008 0.0001 tilt_INDUSTRY
2025-03-31 2025-04-01 ind_investment_services 0.0642 -0.0045 -0.0003 tilt_INDUSTRY
2025-03-31 2025-04-01 stability 5.0839 -0.0006 -0.0029 alpha_QUALITY
2025-03-31 2025-04-01 country_TW -0.0822 0.0155 -0.0013 tilt_COUNTRY
2025-03-31 2025-04-01 ind_specialty_reatil 0.0038 -0.0051 -0.0000 tilt_INDUSTRY
2025-03-31 2025-04-01 ind_coal -0.0431 0.0057 -0.0002 tilt_INDUSTRY
2025-03-31 2025-04-01 country_AU -0.0988 0.0002 -0.0000 tilt_COUNTRY
2025-03-31 2025-04-01 country_NZ -0.0181 -0.0062 0.0001 tilt_COUNTRY
2025-03-31 2025-04-01 country_PH 0.0000 -0.0050 -0.0000 tilt_COUNTRY
2025-03-31 2025-04-01 quality 2.5504 0.0005 0.0013 alpha_QUALITY
2025-03-31 2025-04-01 linearCost NaN NaN -0.0000 cost
2025-03-31 2025-04-01 ind_oil_gas -0.0035 0.0043 -0.0000 tilt_INDUSTRY
2025-03-31 2025-04-01 ind_household_goods 0.0282 -0.0113 -0.0003 tilt_INDUSTRY
2025-03-31 2025-04-01 ind_integrated_hardware_software 0.0137 -0.0053 -0.0001 tilt_INDUSTRY
2025-03-31 2025-04-01 ind_real_estate_operations 0.0041 -0.0020 -0.0000 tilt_INDUSTRY
2025-03-31 2025-04-01 country_KR -0.0026 0.0066 -0.0000 tilt_COUNTRY
2025-03-31 2025-04-01 market -0.0329 0.0108 -0.0004 risk_exposure
2025-03-31 2025-04-01 ind_containers_packaging -0.0031 -0.0016 0.0000 tilt_INDUSTRY
2025-03-31 2025-04-01 ind_electronic_equipment -0.0151 -0.0031 0.0000 tilt_INDUSTRY
2025-03-31 2025-04-01 bcost NaN NaN -0.0003 cost
2025-03-31 2025-04-01 ind_automobile -0.0275 -0.0056 0.0002 tilt_INDUSTRY
2025-03-31 2025-04-01 value_gc 1.6498 -0.0002 -0.0004 alpha_VALUE
2025-03-31 2025-04-01 ind_commercial_services_supplies 0.0636 0.0007 0.0000 tilt_INDUSTRY
2025-03-31 2025-04-01 ind_industrial_distribution 0.0000 0.0077 0.0000 tilt_INDUSTRY
2025-03-31 2025-04-01 ind_semiconductors -0.0327 0.0035 -0.0001 tilt_INDUSTRY
2025-03-31 2025-04-01 ind_office_equipment 0.0006 0.0007 0.0000 tilt_INDUSTRY
2025-03-31 2025-04-01 ind_beverages -0.0739 -0.0011 0.0001 tilt_INDUSTRY
2025-03-31 2025-04-01 size_MID -0.0983 -0.0016 0.0002 tilt_SIZE
2025-03-31 2025-04-01 ind_natural_gas_utilities -0.0062 0.0031 -0.0000 tilt_INDUSTRY
2025-03-31 2025-04-01 ind_food_tobacco 0.0338 0.0028 0.0001 tilt_INDUSTRY
2025-03-31 2025-04-01 ind_communications_equipment -0.0075 -0.0024 0.0000 tilt_INDUSTRY
2025-03-31 2025-04-01 ind_fintech 0.0047 -0.0178 -0.0001 tilt_INDUSTRY
2025-03-31 2025-04-01 ind_diversified_retail -0.0054 -0.0003 0.0000 tilt_INDUSTRY
2025-03-31 2025-04-01 momentum 0.3538 -0.0010 -0.0003 alpha_MOMENTUM
2025-03-31 2025-04-01 country_IN 0.0508 -0.0153 -0.0008 tilt_COUNTRY
2025-03-31 2025-04-01 country_TH -0.0300 0.0017 -0.0001 tilt_COUNTRY
2025-03-31 2025-04-01 specret NaN NaN -0.0017 unexplained
2025-03-31 2025-04-01 ind_consumer_goods_conglomerates 0.0104 -0.0075 -0.0001 tilt_INDUSTRY
2025-03-31 2025-04-01 country_SG -0.0457 -0.0117 0.0005 tilt_COUNTRY
2025-03-31 2025-04-01 ind_holding_companies 0.0000 -0.0155 0.0000 tilt_INDUSTRY
2025-03-31 2025-04-01 revision 0.9422 -0.0004 -0.0003 alpha_REVISION
2025-03-31 2025-04-01 size_LARGE 0.0754 0.0007 0.0001 tilt_SIZE
2025-03-31 2025-04-01 ind_healthcare_equipment_supplies -0.0804 0.0129 -0.0010 tilt_INDUSTRY
2025-03-31 2025-04-01 ind_construction_materials -0.0062 -0.0006 0.0000 tilt_INDUSTRY
2025-03-31 2025-04-01 pdiscrepancy NaN NaN -0.0000 unexplained
2025-03-31 2025-04-01 ind_food_drug_retail -0.0379 -0.0024 0.0001 tilt_INDUSTRY
2025-03-31 2025-04-01 sbeta_market 0.0348 -0.0053 -0.0002 risk_exposure
2025-03-31 2025-04-01 ind_hotels_entertainment -0.0672 -0.0003 0.0000 tilt_INDUSTRY
2025-03-31 2025-04-01 country_XH 0.0757 0.0063 0.0005 tilt_COUNTRY
2025-03-31 2025-04-01 sdiscrepancy NaN NaN 0.0003 unexplained
2025-03-31 2025-04-01 ind_construction_engineering -0.0700 0.0018 -0.0001 tilt_INDUSTRY
2025-03-31 2025-04-01 country_ID 0.0515 -0.0079 -0.0004 tilt_COUNTRY
2025-03-31 2025-04-01 fcost NaN NaN -0.0000 cost
2025-03-31 2025-04-01 ind_household_products_services -0.0395 0.0068 -0.0003 tilt_INDUSTRY
2025-03-31 2025-04-01 ind_machinery 0.0373 -0.0025 -0.0001 tilt_INDUSTRY
2025-03-31 2025-04-01 reversal 0.9344 0.0010 0.0010 alpha_REVERSAL
2025-03-31 2025-04-01 ind_freight_logistics 0.0586 0.0029 0.0002 tilt_INDUSTRY
2025-03-31 2025-04-01 ind_biotechnology 0.0224 0.0252 0.0006 tilt_INDUSTRY
2025-03-31 2025-04-01 ind_metals_mining -0.1231 0.0002 -0.0000 tilt_INDUSTRY
2025-03-31 2025-04-01 ind_electric_utilities_ipps -0.0371 0.0052 -0.0002 tilt_INDUSTRY
2025-03-31 2025-04-01 size_SMALL -0.0024 0.0012 -0.0000 tilt_SIZE
2025-03-31 2025-04-01 ind_oil_gas_equipment_services -0.0172 0.0024 -0.0000 tilt_INDUSTRY
2025-03-31 2025-04-01 ind_transportation_infrastructure -0.0446 -0.0016 0.0001 tilt_INDUSTRY
2025-03-31 2025-04-01 ind_computers_phones_household_electronics 0.0780 -0.0024 -0.0002 tilt_INDUSTRY
2025-03-31 2025-04-01 country_MY 0.0085 -0.0079 -0.0001 tilt_COUNTRY
2025-03-31 2025-04-01 ind_chemicals 0.0628 0.0027 0.0002 tilt_INDUSTRY
2025-03-31 2025-04-01 ind_textiles_apparel -0.0367 -0.0007 0.0000 tilt_INDUSTRY
2025-03-31 2025-04-01 ind_healthcare_providers_services 0.0317 0.0004 0.0000 tilt_INDUSTRY
2025-03-31 2025-04-01 ind_telecommunications_serices 0.0379 -0.0044 -0.0002 tilt_INDUSTRY
2025-03-31 2025-04-01 country_JP -0.0872 -0.0076 0.0007 tilt_COUNTRY
2025-03-31 2025-04-01 fmom 0.8714 0.0001 0.0001 alpha_QUALITY
2025-03-31 2025-04-01 ind_paper_forestry -0.0087 -0.0008 0.0000 tilt_INDUSTRY
2025-03-31 2025-04-01 ind_uranium -0.0028 -0.0653 0.0002 tilt_INDUSTRY
2025-03-31 2025-04-01 ind_water_utilities -0.0074 0.0075 -0.0001 tilt_INDUSTRY
2025-03-31 2025-04-01 ind_media_publishing -0.0291 -0.0055 0.0002 tilt_INDUSTRY
2025-04-01 2025-04-02 country_TH -0.0354 0.0097 -0.0003 tilt_COUNTRY
2025-04-01 2025-04-02 ind_metals_mining -0.1234 -0.0106 0.0013 tilt_INDUSTRY
2025-04-01 2025-04-02 ind_fintech 0.0037 0.0112 0.0000 tilt_INDUSTRY
2025-04-01 2025-04-02 ind_transportation_infrastructure -0.0479 0.0019 -0.0001 tilt_INDUSTRY
2025-04-01 2025-04-02 ind_electronic_equipment -0.0148 0.0055 -0.0001 tilt_INDUSTRY
2025-04-01 2025-04-02 ind_automobile -0.0314 0.0022 -0.0001 tilt_INDUSTRY
2025-04-01 2025-04-02 specret NaN NaN -0.0020 unexplained
2025-04-01 2025-04-02 ind_hotels_entertainment -0.0678 -0.0032 0.0002 tilt_INDUSTRY
2025-04-01 2025-04-02 ind_food_tobacco 0.0456 -0.0018 -0.0001 tilt_INDUSTRY
2025-04-01 2025-04-02 ind_communications_equipment -0.0085 0.0013 -0.0000 tilt_INDUSTRY
2025-04-01 2025-04-02 ind_industrial_distribution 0.0000 -0.0029 0.0000 tilt_INDUSTRY
2025-04-01 2025-04-02 value_gc 1.6678 0.0007 0.0011 alpha_VALUE
2025-04-01 2025-04-02 bcost NaN NaN -0.0004 cost
2025-04-01 2025-04-02 fmom 0.8570 0.0005 0.0004 alpha_QUALITY
2025-04-01 2025-04-02 ind_office_equipment 0.0006 0.0046 0.0000 tilt_INDUSTRY
2025-04-01 2025-04-02 ind_pharmaceuticals -0.1097 -0.0065 0.0007 tilt_INDUSTRY
2025-04-01 2025-04-02 ind_aerospace_defense 0.0031 -0.0134 -0.0000 tilt_INDUSTRY
2025-04-01 2025-04-02 ind_paper_forestry -0.0096 -0.0057 0.0001 tilt_INDUSTRY
2025-04-01 2025-04-02 ind_commercial_services_supplies 0.0624 -0.0005 -0.0000 tilt_INDUSTRY
2025-04-01 2025-04-02 ind_oil_gas_equipment_services -0.0166 -0.0088 0.0001 tilt_INDUSTRY
2025-04-01 2025-04-02 ind_semiconductors -0.0342 0.0014 -0.0000 tilt_INDUSTRY
2025-04-01 2025-04-02 country_IN 0.0513 0.0109 0.0006 tilt_COUNTRY
2025-04-01 2025-04-02 reversal 0.9702 0.0013 0.0013 alpha_REVERSAL
2025-04-01 2025-04-02 country_JP -0.0790 -0.0065 0.0005 tilt_COUNTRY
2025-04-01 2025-04-02 country_KR -0.0056 -0.0089 0.0000 tilt_COUNTRY
2025-04-01 2025-04-02 ind_healthcare_equipment_supplies -0.0803 -0.0002 0.0000 tilt_INDUSTRY
2025-04-01 2025-04-02 ind_textiles_apparel -0.0377 0.0080 -0.0003 tilt_INDUSTRY
2025-04-01 2025-04-02 ind_real_estate_operations 0.0026 -0.0021 -0.0000 tilt_INDUSTRY
2025-04-01 2025-04-02 ind_integrated_hardware_software 0.0138 0.0085 0.0001 tilt_INDUSTRY
2025-04-01 2025-04-02 ind_natural_gas_utilities -0.0059 -0.0080 0.0000 tilt_INDUSTRY
2025-04-01 2025-04-02 country_ID 0.0515 0.0011 0.0001 tilt_COUNTRY
2025-04-01 2025-04-02 ind_construction_engineering -0.0750 -0.0022 0.0002 tilt_INDUSTRY
2025-04-01 2025-04-02 revision 0.8440 0.0006 0.0005 alpha_REVISION
2025-04-01 2025-04-02 ind_food_drug_retail -0.0385 -0.0003 0.0000 tilt_INDUSTRY
2025-04-01 2025-04-02 ind_beverages -0.0778 -0.0016 0.0001 tilt_INDUSTRY
2025-04-01 2025-04-02 ind_healthcare_providers_services 0.0325 -0.0015 -0.0000 tilt_INDUSTRY
2025-04-01 2025-04-02 ind_uranium -0.0028 -0.0289 0.0001 tilt_INDUSTRY
2025-04-01 2025-04-02 pdiscrepancy NaN NaN 0.0000 unexplained
2025-04-01 2025-04-02 size_MID -0.1021 0.0004 -0.0000 tilt_SIZE
2025-04-01 2025-04-02 market -0.0518 -0.0012 0.0001 risk_exposure
2025-04-01 2025-04-02 ind_consumer_goods_conglomerates 0.0105 0.0132 0.0001 tilt_INDUSTRY
2025-04-01 2025-04-02 ind_freight_logistics 0.0584 0.0009 0.0001 tilt_INDUSTRY
2025-04-01 2025-04-02 ind_containers_packaging -0.0029 0.0034 -0.0000 tilt_INDUSTRY
2025-04-01 2025-04-02 ind_household_goods 0.0272 0.0045 0.0001 tilt_INDUSTRY
2025-04-01 2025-04-02 size_LARGE 0.0750 -0.0012 -0.0001 tilt_SIZE
2025-04-01 2025-04-02 ind_machinery 0.0370 0.0029 0.0001 tilt_INDUSTRY
2025-04-01 2025-04-02 neglect 1.2539 -0.0000 -0.0000 alpha_VALUE
2025-04-01 2025-04-02 linkage 0.8646 -0.0004 -0.0003 alpha_MOMENTUM
2025-04-01 2025-04-02 country_TW -0.0848 0.0024 -0.0002 tilt_COUNTRY
2025-04-01 2025-04-02 ind_household_products_services -0.0392 -0.0040 0.0002 tilt_INDUSTRY
2025-04-01 2025-04-02 ind_specialty_reatil 0.0007 0.0019 0.0000 tilt_INDUSTRY
2025-04-01 2025-04-02 sdiscrepancy NaN NaN 0.0001 unexplained
2025-04-01 2025-04-02 ind_coal -0.0450 -0.0026 0.0001 tilt_INDUSTRY
2025-04-01 2025-04-02 ind_insurance 0.0711 0.0061 0.0004 tilt_INDUSTRY
2025-04-01 2025-04-02 country_NZ -0.0183 0.0022 -0.0000 tilt_COUNTRY
2025-04-01 2025-04-02 country_XH 0.0892 0.0027 0.0002 tilt_COUNTRY
2025-04-01 2025-04-02 country_AU -0.0997 0.0008 -0.0001 tilt_COUNTRY
2025-04-01 2025-04-02 fcost NaN NaN -0.0000 cost
2025-04-01 2025-04-02 value_liq 1.1896 -0.0004 -0.0004 alpha_VALUE
2025-04-01 2025-04-02 ind_leisure_products -0.0007 0.0080 -0.0000 tilt_INDUSTRY
2025-04-01 2025-04-02 ind_banking_services 0.0969 0.0052 0.0005 tilt_INDUSTRY
2025-04-01 2025-04-02 quality 2.5608 -0.0002 -0.0006 alpha_QUALITY
2025-04-01 2025-04-02 country_PH 0.0000 0.0107 0.0000 tilt_COUNTRY
2025-04-01 2025-04-02 ind_telecommunications_serices 0.0325 0.0008 0.0000 tilt_INDUSTRY
2025-04-01 2025-04-02 country_HK 0.0095 0.0048 0.0000 tilt_COUNTRY
2025-04-01 2025-04-02 stability 5.1045 -0.0001 -0.0004 alpha_QUALITY
2025-04-01 2025-04-02 impactCost NaN NaN -0.0001 cost
2025-04-01 2025-04-02 ind_water_utilities -0.0075 -0.0045 0.0000 tilt_INDUSTRY
2025-04-01 2025-04-02 country_CN 0.1135 -0.0003 -0.0000 tilt_COUNTRY
2025-04-01 2025-04-02 ind_passenger_transportation 0.0677 -0.0036 -0.0002 tilt_INDUSTRY
2025-04-01 2025-04-02 ind_media_publishing -0.0293 0.0049 -0.0001 tilt_INDUSTRY
2025-04-01 2025-04-02 ind_construction_materials -0.0063 -0.0033 0.0000 tilt_INDUSTRY
2025-04-01 2025-04-02 ind_chemicals 0.0584 -0.0017 -0.0001 tilt_INDUSTRY
2025-04-01 2025-04-02 linearCost NaN NaN -0.0002 cost
2025-04-01 2025-04-02 country_MY 0.0086 0.0018 0.0000 tilt_COUNTRY
2025-04-01 2025-04-02 size_MICRO -0.0076 0.0026 -0.0000 tilt_SIZE
2025-04-01 2025-04-02 ind_investment_services 0.0644 0.0051 0.0003 tilt_INDUSTRY
2025-04-01 2025-04-02 ind_oil_gas 0.0005 -0.0076 -0.0000 tilt_INDUSTRY
2025-04-01 2025-04-02 ind_multiline_utilities -0.0124 0.0010 -0.0000 tilt_INDUSTRY
2025-04-01 2025-04-02 ind_computers_phones_household_electronics 0.0848 -0.0007 -0.0001 tilt_INDUSTRY
2025-04-01 2025-04-02 ind_biotechnology 0.0212 -0.0155 -0.0003 tilt_INDUSTRY
2025-04-01 2025-04-02 ind_homebuilding_building_products -0.0348 -0.0058 0.0002 tilt_INDUSTRY
2025-04-01 2025-04-02 ind_electric_utilities_ipps -0.0396 -0.0074 0.0003 tilt_INDUSTRY
2025-04-01 2025-04-02 sbeta_market 0.0138 0.0015 0.0000 risk_exposure
2025-04-01 2025-04-02 country_SG -0.0526 -0.0050 0.0003 tilt_COUNTRY
2025-04-01 2025-04-02 ind_renewable_energy 0.0152 -0.0048 -0.0001 tilt_INDUSTRY
2025-04-01 2025-04-02 momentum 0.3377 0.0000 0.0000 alpha_MOMENTUM
2025-04-01 2025-04-02 size_SMALL -0.0172 0.0003 -0.0000 tilt_SIZE
2025-04-01 2025-04-02 ind_holding_companies 0.0000 0.0072 0.0000 tilt_INDUSTRY
2025-04-01 2025-04-02 ind_diversified_retail -0.0059 0.0024 -0.0000 tilt_INDUSTRY
2025-04-01 2025-04-02 ind_software_it_services 0.1427 0.0017 0.0002 tilt_INDUSTRY
2025-04-02 2025-04-03 ind_media_publishing -0.0294 0.0133 -0.0004 tilt_INDUSTRY
2025-04-02 2025-04-03 ind_food_drug_retail -0.0385 0.0190 -0.0007 tilt_INDUSTRY
2025-04-02 2025-04-03 country_PH 0.0000 -0.0229 -0.0000 tilt_COUNTRY
2025-04-02 2025-04-03 neglect 1.1786 0.0013 0.0016 alpha_VALUE
2025-04-02 2025-04-03 ind_oil_gas 0.0010 -0.0072 -0.0000 tilt_INDUSTRY
2025-04-02 2025-04-03 bcost NaN NaN -0.0004 cost
2025-04-02 2025-04-03 country_JP -0.0698 -0.0204 0.0014 tilt_COUNTRY
2025-04-02 2025-04-03 ind_office_equipment 0.0006 -0.0153 -0.0000 tilt_INDUSTRY
2025-04-02 2025-04-03 ind_electronic_equipment -0.0158 -0.0155 0.0002 tilt_INDUSTRY
2025-04-02 2025-04-03 country_CN 0.1153 0.0064 0.0007 tilt_COUNTRY
2025-04-02 2025-04-03 ind_chemicals 0.0496 -0.0027 -0.0001 tilt_INDUSTRY
2025-04-02 2025-04-03 country_SG -0.0545 -0.0031 0.0002 tilt_COUNTRY
2025-04-02 2025-04-03 value_gc 1.5873 -0.0013 -0.0021 alpha_VALUE
2025-04-02 2025-04-03 ind_computers_phones_household_electronics 0.0899 -0.0094 -0.0008 tilt_INDUSTRY
2025-04-02 2025-04-03 ind_real_estate_operations 0.0023 0.0129 0.0000 tilt_INDUSTRY
2025-04-02 2025-04-03 value_liq 1.1222 -0.0001 -0.0002 alpha_VALUE
2025-04-02 2025-04-03 ind_transportation_infrastructure -0.0500 0.0058 -0.0003 tilt_INDUSTRY
2025-04-02 2025-04-03 market -0.0445 -0.0009 0.0000 risk_exposure
2025-04-02 2025-04-03 ind_renewable_energy 0.0155 -0.0089 -0.0001 tilt_INDUSTRY
2025-04-02 2025-04-03 sdiscrepancy NaN NaN 0.0005 unexplained
2025-04-02 2025-04-03 ind_containers_packaging -0.0028 -0.0005 0.0000 tilt_INDUSTRY
2025-04-02 2025-04-03 ind_banking_services 0.0968 -0.0012 -0.0001 tilt_INDUSTRY
2025-04-02 2025-04-03 size_MID -0.0958 0.0004 -0.0000 tilt_SIZE
2025-04-02 2025-04-03 ind_textiles_apparel -0.0389 -0.0009 0.0000 tilt_INDUSTRY
2025-04-02 2025-04-03 ind_automobile -0.0306 -0.0151 0.0005 tilt_INDUSTRY
2025-04-02 2025-04-03 momentum 0.3058 -0.0001 -0.0000 alpha_MOMENTUM
2025-04-02 2025-04-03 country_KR -0.0081 0.0002 -0.0000 tilt_COUNTRY
2025-04-02 2025-04-03 fcost NaN NaN -0.0000 cost
2025-04-02 2025-04-03 ind_electric_utilities_ipps -0.0399 0.0139 -0.0006 tilt_INDUSTRY
2025-04-02 2025-04-03 reversal 1.0630 -0.0003 -0.0004 alpha_REVERSAL
2025-04-02 2025-04-03 ind_insurance 0.0705 -0.0013 -0.0001 tilt_INDUSTRY
2025-04-02 2025-04-03 ind_holding_companies 0.0000 -0.0056 0.0000 tilt_INDUSTRY
2025-04-02 2025-04-03 ind_homebuilding_building_products -0.0344 0.0058 -0.0002 tilt_INDUSTRY
2025-04-02 2025-04-03 ind_aerospace_defense 0.0027 0.0087 0.0000 tilt_INDUSTRY
2025-04-02 2025-04-03 quality 2.5134 0.0001 0.0003 alpha_QUALITY
2025-04-02 2025-04-03 specret NaN NaN -0.0024 unexplained
2025-04-02 2025-04-03 ind_telecommunications_serices 0.0317 0.0080 0.0003 tilt_INDUSTRY
2025-04-02 2025-04-03 ind_leisure_products -0.0007 -0.0051 0.0000 tilt_INDUSTRY
2025-04-02 2025-04-03 ind_communications_equipment -0.0076 -0.0093 0.0001 tilt_INDUSTRY
2025-04-02 2025-04-03 ind_freight_logistics 0.0591 -0.0047 -0.0003 tilt_INDUSTRY
2025-04-02 2025-04-03 ind_household_products_services -0.0392 0.0089 -0.0003 tilt_INDUSTRY
2025-04-02 2025-04-03 country_AU -0.0994 -0.0103 0.0010 tilt_COUNTRY
2025-04-02 2025-04-03 fmom 0.8473 -0.0006 -0.0005 alpha_QUALITY
2025-04-02 2025-04-03 ind_pharmaceuticals -0.1130 0.0117 -0.0013 tilt_INDUSTRY
2025-04-02 2025-04-03 ind_commercial_services_supplies 0.0645 0.0059 0.0004 tilt_INDUSTRY
2025-04-02 2025-04-03 linkage 0.7952 0.0001 0.0000 alpha_MOMENTUM
2025-04-02 2025-04-03 country_NZ -0.0184 -0.0069 0.0001 tilt_COUNTRY
2025-04-02 2025-04-03 size_SMALL -0.0188 0.0003 -0.0000 tilt_SIZE
2025-04-02 2025-04-03 ind_household_goods 0.0249 -0.0331 -0.0008 tilt_INDUSTRY
2025-04-02 2025-04-03 country_TW -0.0855 0.0101 -0.0009 tilt_COUNTRY
2025-04-02 2025-04-03 ind_multiline_utilities -0.0124 0.0159 -0.0002 tilt_INDUSTRY
2025-04-02 2025-04-03 sbeta_market 0.0240 -0.0082 -0.0002 risk_exposure
2025-04-02 2025-04-03 ind_diversified_retail -0.0061 0.0092 -0.0001 tilt_INDUSTRY
2025-04-02 2025-04-03 country_XH 0.0942 -0.0002 -0.0000 tilt_COUNTRY
2025-04-02 2025-04-03 ind_investment_services 0.0653 0.0023 0.0002 tilt_INDUSTRY
2025-04-02 2025-04-03 ind_specialty_reatil -0.0050 0.0096 -0.0000 tilt_INDUSTRY
2025-04-02 2025-04-03 ind_software_it_services 0.1433 0.0029 0.0004 tilt_INDUSTRY
2025-04-02 2025-04-03 ind_biotechnology 0.0194 -0.0030 -0.0001 tilt_INDUSTRY
2025-04-02 2025-04-03 size_MICRO -0.0081 0.0011 -0.0000 tilt_SIZE
2025-04-02 2025-04-03 ind_machinery 0.0427 -0.0115 -0.0005 tilt_INDUSTRY
2025-04-02 2025-04-03 country_MY 0.0086 -0.0070 -0.0001 tilt_COUNTRY
2025-04-02 2025-04-03 ind_coal -0.0450 0.0025 -0.0001 tilt_INDUSTRY
2025-04-02 2025-04-03 ind_metals_mining -0.1197 -0.0044 0.0005 tilt_INDUSTRY
2025-04-02 2025-04-03 ind_fintech 0.0037 0.0087 0.0000 tilt_INDUSTRY
2025-04-02 2025-04-03 impactCost NaN NaN -0.0001 cost
2025-04-02 2025-04-03 ind_integrated_hardware_software 0.0138 -0.0042 -0.0001 tilt_INDUSTRY
2025-04-02 2025-04-03 ind_industrial_distribution 0.0000 0.0008 0.0000 tilt_INDUSTRY
2025-04-02 2025-04-03 ind_hotels_entertainment -0.0684 0.0149 -0.0010 tilt_INDUSTRY
2025-04-02 2025-04-03 ind_semiconductors -0.0324 -0.0060 0.0002 tilt_INDUSTRY
2025-04-02 2025-04-03 ind_construction_materials -0.0063 0.0134 -0.0001 tilt_INDUSTRY
2025-04-02 2025-04-03 ind_beverages -0.0819 0.0195 -0.0016 tilt_INDUSTRY
2025-04-02 2025-04-03 ind_water_utilities -0.0074 0.0253 -0.0002 tilt_INDUSTRY
2025-04-02 2025-04-03 ind_uranium -0.0027 -0.0044 0.0000 tilt_INDUSTRY
2025-04-02 2025-04-03 ind_natural_gas_utilities -0.0053 0.0135 -0.0001 tilt_INDUSTRY
2025-04-02 2025-04-03 ind_food_tobacco 0.0597 0.0125 0.0007 tilt_INDUSTRY
2025-04-02 2025-04-03 ind_paper_forestry -0.0097 0.0037 -0.0000 tilt_INDUSTRY
2025-04-02 2025-04-03 ind_passenger_transportation 0.0698 0.0120 0.0008 tilt_INDUSTRY
2025-04-02 2025-04-03 country_TH -0.0397 -0.0049 0.0002 tilt_COUNTRY
2025-04-02 2025-04-03 country_ID 0.0515 -0.0004 -0.0000 tilt_COUNTRY
2025-04-02 2025-04-03 linearCost NaN NaN -0.0001 cost
2025-04-02 2025-04-03 revision 0.8425 -0.0004 -0.0004 alpha_REVISION
2025-04-02 2025-04-03 country_IN 0.0529 0.0070 0.0004 tilt_COUNTRY
2025-04-02 2025-04-03 ind_oil_gas_equipment_services -0.0157 -0.0109 0.0002 tilt_INDUSTRY
2025-04-02 2025-04-03 country_HK 0.0085 -0.0044 -0.0000 tilt_COUNTRY
2025-04-02 2025-04-03 ind_consumer_goods_conglomerates 0.0105 -0.0020 -0.0000 tilt_INDUSTRY
2025-04-02 2025-04-03 ind_healthcare_providers_services 0.0322 0.0081 0.0003 tilt_INDUSTRY
2025-04-02 2025-04-03 ind_construction_engineering -0.0776 0.0079 -0.0006 tilt_INDUSTRY
2025-04-02 2025-04-03 ind_healthcare_equipment_supplies -0.0777 -0.0033 0.0003 tilt_INDUSTRY
2025-04-02 2025-04-03 stability 5.0216 -0.0000 -0.0001 alpha_QUALITY
2025-04-02 2025-04-03 size_LARGE 0.0782 -0.0012 -0.0001 tilt_SIZE
2025-04-02 2025-04-03 pdiscrepancy NaN NaN -0.0000 unexplained
2025-04-03 2025-04-04 ind_household_products_services -0.0397 0.0143 -0.0006 tilt_INDUSTRY
2025-04-03 2025-04-04 country_PH 0.0000 -0.0058 -0.0000 tilt_COUNTRY
2025-04-03 2025-04-04 ind_passenger_transportation 0.0715 0.0129 0.0009 tilt_INDUSTRY
2025-04-03 2025-04-04 ind_electric_utilities_ipps -0.0388 0.0017 -0.0001 tilt_INDUSTRY
2025-04-03 2025-04-04 country_MY 0.0086 -0.0095 -0.0001 tilt_COUNTRY
2025-04-03 2025-04-04 quality 2.4884 0.0002 0.0006 alpha_QUALITY
2025-04-03 2025-04-04 ind_industrial_distribution -0.0000 -0.0017 0.0000 tilt_INDUSTRY
2025-04-03 2025-04-04 ind_coal -0.0446 -0.0034 0.0001 tilt_INDUSTRY
2025-04-03 2025-04-04 bcost NaN NaN -0.0003 cost
2025-04-03 2025-04-04 ind_beverages -0.0829 0.0047 -0.0004 tilt_INDUSTRY
2025-04-03 2025-04-04 ind_paper_forestry -0.0097 0.0025 -0.0000 tilt_INDUSTRY
2025-04-03 2025-04-04 country_ID 0.0515 0.0057 0.0003 tilt_COUNTRY
2025-04-03 2025-04-04 revision 0.8040 0.0000 0.0000 alpha_REVISION
2025-04-03 2025-04-04 ind_oil_gas_equipment_services -0.0155 -0.0033 0.0001 tilt_INDUSTRY
2025-04-03 2025-04-04 ind_real_estate_operations 0.0020 0.0047 0.0000 tilt_INDUSTRY
2025-04-03 2025-04-04 pdiscrepancy NaN NaN 0.0000 unexplained
2025-04-03 2025-04-04 ind_fintech 0.0034 -0.0012 -0.0000 tilt_INDUSTRY
2025-04-03 2025-04-04 neglect 1.1335 0.0003 0.0004 alpha_VALUE
2025-04-03 2025-04-04 size_MID -0.0932 0.0003 -0.0000 tilt_SIZE
2025-04-03 2025-04-04 ind_pharmaceuticals -0.1145 0.0004 -0.0000 tilt_INDUSTRY
2025-04-03 2025-04-04 ind_holding_companies 0.0000 -0.0007 0.0000 tilt_INDUSTRY
2025-04-03 2025-04-04 ind_freight_logistics 0.0615 0.0033 0.0002 tilt_INDUSTRY
2025-04-03 2025-04-04 ind_biotechnology 0.0191 0.0001 0.0000 tilt_INDUSTRY
2025-04-03 2025-04-04 ind_household_goods 0.0228 -0.0018 -0.0000 tilt_INDUSTRY
2025-04-03 2025-04-04 ind_diversified_retail -0.0063 0.0060 -0.0000 tilt_INDUSTRY
2025-04-03 2025-04-04 reversal 1.0393 -0.0023 -0.0023 alpha_REVERSAL
2025-04-03 2025-04-04 size_MICRO -0.0088 -0.0038 0.0000 tilt_SIZE
2025-04-03 2025-04-04 country_NZ -0.0178 -0.0006 0.0000 tilt_COUNTRY
2025-04-03 2025-04-04 value_gc 1.5547 -0.0012 -0.0018 alpha_VALUE
2025-04-03 2025-04-04 stability 4.9591 0.0004 0.0019 alpha_QUALITY
2025-04-03 2025-04-04 ind_media_publishing -0.0293 0.0050 -0.0001 tilt_INDUSTRY
2025-04-03 2025-04-04 ind_chemicals 0.0352 -0.0008 -0.0000 tilt_INDUSTRY
2025-04-03 2025-04-04 ind_telecommunications_serices 0.0338 0.0039 0.0001 tilt_INDUSTRY
2025-04-03 2025-04-04 country_XH 0.0945 0.0091 0.0009 tilt_COUNTRY
2025-04-03 2025-04-04 ind_healthcare_equipment_supplies -0.0771 0.0024 -0.0002 tilt_INDUSTRY
2025-04-03 2025-04-04 size_LARGE 0.0808 0.0009 0.0001 tilt_SIZE
2025-04-03 2025-04-04 ind_natural_gas_utilities -0.0051 0.0055 -0.0000 tilt_INDUSTRY
2025-04-03 2025-04-04 ind_machinery 0.0397 -0.0029 -0.0001 tilt_INDUSTRY
2025-04-03 2025-04-04 value_liq 1.1049 -0.0006 -0.0006 alpha_VALUE
2025-04-03 2025-04-04 size_SMALL -0.0183 -0.0008 0.0000 tilt_SIZE
2025-04-03 2025-04-04 ind_semiconductors -0.0316 -0.0032 0.0001 tilt_INDUSTRY
2025-04-03 2025-04-04 ind_investment_services 0.0677 -0.0023 -0.0002 tilt_INDUSTRY
2025-04-03 2025-04-04 ind_integrated_hardware_software 0.0137 0.0013 0.0000 tilt_INDUSTRY
2025-04-03 2025-04-04 ind_commercial_services_supplies 0.0669 0.0004 0.0000 tilt_INDUSTRY
2025-04-03 2025-04-04 fmom 0.8281 -0.0011 -0.0009 alpha_QUALITY
2025-04-03 2025-04-04 ind_electronic_equipment -0.0177 -0.0002 0.0000 tilt_INDUSTRY
2025-04-03 2025-04-04 ind_food_drug_retail -0.0385 0.0192 -0.0007 tilt_INDUSTRY
2025-04-03 2025-04-04 ind_consumer_goods_conglomerates 0.0105 -0.0174 -0.0002 tilt_INDUSTRY
2025-04-03 2025-04-04 country_IN 0.0546 -0.0244 -0.0013 tilt_COUNTRY
2025-04-03 2025-04-04 ind_water_utilities -0.0075 -0.0006 0.0000 tilt_INDUSTRY
2025-04-03 2025-04-04 country_TH -0.0410 -0.0265 0.0011 tilt_COUNTRY
2025-04-03 2025-04-04 ind_software_it_services 0.1419 0.0028 0.0004 tilt_INDUSTRY
2025-04-03 2025-04-04 linearCost NaN NaN -0.0001 cost
2025-04-03 2025-04-04 ind_homebuilding_building_products -0.0345 0.0024 -0.0001 tilt_INDUSTRY
2025-04-03 2025-04-04 ind_specialty_reatil -0.0095 0.0072 -0.0001 tilt_INDUSTRY
2025-04-03 2025-04-04 sbeta_market 0.0271 -0.0037 -0.0001 risk_exposure
2025-04-03 2025-04-04 ind_multiline_utilities -0.0121 -0.0048 0.0001 tilt_INDUSTRY
2025-04-03 2025-04-04 country_TW -0.0855 0.0078 -0.0007 tilt_COUNTRY
2025-04-03 2025-04-04 ind_metals_mining -0.1169 -0.0022 0.0003 tilt_INDUSTRY
2025-04-03 2025-04-04 country_AU -0.0983 -0.0219 0.0022 tilt_COUNTRY
2025-04-03 2025-04-04 ind_leisure_products -0.0007 0.0019 -0.0000 tilt_INDUSTRY
2025-04-03 2025-04-04 ind_aerospace_defense 0.0027 0.0010 0.0000 tilt_INDUSTRY
2025-04-03 2025-04-04 country_HK 0.0070 0.0069 0.0000 tilt_COUNTRY
2025-04-03 2025-04-04 ind_communications_equipment -0.0069 0.0008 -0.0000 tilt_INDUSTRY
2025-04-03 2025-04-04 specret NaN NaN -0.0059 unexplained
2025-04-03 2025-04-04 impactCost NaN NaN -0.0001 cost
2025-04-03 2025-04-04 ind_construction_materials -0.0063 0.0067 -0.0000 tilt_INDUSTRY
2025-04-03 2025-04-04 linkage 0.7730 0.0003 0.0002 alpha_MOMENTUM
2025-04-03 2025-04-04 country_KR -0.0113 0.0062 -0.0001 tilt_COUNTRY
2025-04-03 2025-04-04 ind_food_tobacco 0.0661 0.0072 0.0005 tilt_INDUSTRY
2025-04-03 2025-04-04 ind_computers_phones_household_electronics 0.0938 -0.0017 -0.0002 tilt_INDUSTRY
2025-04-03 2025-04-04 country_SG -0.0560 -0.0204 0.0011 tilt_COUNTRY
2025-04-03 2025-04-04 country_JP -0.0621 -0.0255 0.0016 tilt_COUNTRY
2025-04-03 2025-04-04 ind_insurance 0.0695 -0.0016 -0.0001 tilt_INDUSTRY
2025-04-03 2025-04-04 ind_textiles_apparel -0.0388 -0.0005 0.0000 tilt_INDUSTRY
2025-04-03 2025-04-04 ind_uranium -0.0027 0.0280 -0.0001 tilt_INDUSTRY
2025-04-03 2025-04-04 momentum 0.2858 0.0004 0.0001 alpha_MOMENTUM
2025-04-03 2025-04-04 country_CN 0.1163 0.0106 0.0012 tilt_COUNTRY
2025-04-03 2025-04-04 ind_banking_services 0.1121 -0.0039 -0.0004 tilt_INDUSTRY
2025-04-03 2025-04-04 ind_hotels_entertainment -0.0688 0.0060 -0.0004 tilt_INDUSTRY
2025-04-03 2025-04-04 ind_oil_gas -0.0015 -0.0092 0.0000 tilt_INDUSTRY
2025-04-03 2025-04-04 ind_construction_engineering -0.0782 -0.0004 0.0000 tilt_INDUSTRY
2025-04-03 2025-04-04 ind_automobile -0.0304 -0.0059 0.0002 tilt_INDUSTRY
2025-04-03 2025-04-04 ind_renewable_energy 0.0156 0.0009 0.0000 tilt_INDUSTRY
2025-04-03 2025-04-04 ind_containers_packaging -0.0028 0.0063 -0.0000 tilt_INDUSTRY
2025-04-03 2025-04-04 fcost NaN NaN -0.0000 cost
2025-04-03 2025-04-04 ind_healthcare_providers_services 0.0302 0.0141 0.0004 tilt_INDUSTRY
2025-04-03 2025-04-04 ind_transportation_infrastructure -0.0508 0.0000 -0.0000 tilt_INDUSTRY
2025-04-03 2025-04-04 market -0.0395 -0.0047 0.0002 risk_exposure
2025-04-03 2025-04-04 sdiscrepancy NaN NaN 0.0014 unexplained
2025-04-03 2025-04-04 ind_office_equipment 0.0006 -0.0057 -0.0000 tilt_INDUSTRY
2025-04-04 2025-04-07 impactCost NaN NaN -0.0001 cost
2025-04-04 2025-04-07 quality 2.3518 0.0024 0.0057 alpha_QUALITY
2025-04-04 2025-04-07 ind_computers_phones_household_electronics 0.0927 -0.0041 -0.0004 tilt_INDUSTRY
2025-04-04 2025-04-07 reversal 1.0923 -0.0051 -0.0056 alpha_REVERSAL
2025-04-04 2025-04-07 country_HK 0.0190 -0.0169 -0.0003 tilt_COUNTRY
2025-04-04 2025-04-07 ind_passenger_transportation 0.0689 0.0024 0.0002 tilt_INDUSTRY
2025-04-04 2025-04-07 ind_construction_engineering -0.0750 0.0041 -0.0003 tilt_INDUSTRY
2025-04-04 2025-04-07 ind_chemicals 0.0220 0.0020 0.0000 tilt_INDUSTRY
2025-04-04 2025-04-07 ind_media_publishing -0.0287 0.0052 -0.0001 tilt_INDUSTRY
2025-04-04 2025-04-07 country_TW -0.0822 -0.0357 0.0029 tilt_COUNTRY
2025-04-04 2025-04-07 sdiscrepancy NaN NaN 0.0024 unexplained
2025-04-04 2025-04-07 ind_specialty_reatil -0.0082 0.0036 -0.0000 tilt_INDUSTRY
2025-04-04 2025-04-07 ind_electric_utilities_ipps -0.0363 0.0076 -0.0003 tilt_INDUSTRY
2025-04-04 2025-04-07 fcost NaN NaN -0.0001 cost
2025-04-04 2025-04-07 linearCost NaN NaN -0.0003 cost
2025-04-04 2025-04-07 ind_leisure_products -0.0007 -0.0054 0.0000 tilt_INDUSTRY
2025-04-04 2025-04-07 country_AU -0.0957 0.0064 -0.0006 tilt_COUNTRY
2025-04-04 2025-04-07 ind_textiles_apparel -0.0339 0.0059 -0.0002 tilt_INDUSTRY
2025-04-04 2025-04-07 ind_water_utilities -0.0073 0.0111 -0.0001 tilt_INDUSTRY
2025-04-04 2025-04-07 ind_healthcare_providers_services 0.0287 0.0080 0.0002 tilt_INDUSTRY
2025-04-04 2025-04-07 ind_metals_mining -0.1161 -0.0009 0.0001 tilt_INDUSTRY
2025-04-04 2025-04-07 ind_freight_logistics 0.0601 -0.0058 -0.0003 tilt_INDUSTRY
2025-04-04 2025-04-07 fmom 0.8441 -0.0003 -0.0003 alpha_QUALITY
2025-04-04 2025-04-07 size_SMALL -0.0095 -0.0081 0.0001 tilt_SIZE
2025-04-04 2025-04-07 ind_hotels_entertainment -0.0665 0.0086 -0.0006 tilt_INDUSTRY
2025-04-04 2025-04-07 ind_biotechnology 0.0168 -0.0163 -0.0003 tilt_INDUSTRY
2025-04-04 2025-04-07 country_ID 0.0515 0.0360 0.0019 tilt_COUNTRY
2025-04-04 2025-04-07 value_liq 1.0659 0.0033 0.0036 alpha_VALUE
2025-04-04 2025-04-07 ind_construction_materials -0.0060 0.0167 -0.0001 tilt_INDUSTRY
2025-04-04 2025-04-07 ind_paper_forestry -0.0093 0.0156 -0.0001 tilt_INDUSTRY
2025-04-04 2025-04-07 ind_uranium -0.0025 -0.0319 0.0001 tilt_INDUSTRY
2025-04-04 2025-04-07 country_MY 0.0084 -0.0149 -0.0001 tilt_COUNTRY
2025-04-04 2025-04-07 country_XH 0.0913 -0.0271 -0.0025 tilt_COUNTRY
2025-04-04 2025-04-07 country_JP -0.0432 -0.0163 0.0007 tilt_COUNTRY
2025-04-04 2025-04-07 ind_telecommunications_serices 0.0352 0.0061 0.0002 tilt_INDUSTRY
2025-04-04 2025-04-07 ind_household_products_services -0.0377 0.0088 -0.0003 tilt_INDUSTRY
2025-04-04 2025-04-07 stability 4.7072 0.0017 0.0078 alpha_QUALITY
2025-04-04 2025-04-07 ind_oil_gas_equipment_services -0.0147 -0.0352 0.0005 tilt_INDUSTRY
2025-04-04 2025-04-07 ind_transportation_infrastructure -0.0507 0.0027 -0.0001 tilt_INDUSTRY
2025-04-04 2025-04-07 ind_machinery 0.0376 -0.0098 -0.0004 tilt_INDUSTRY
2025-04-04 2025-04-07 ind_coal -0.0439 -0.0044 0.0002 tilt_INDUSTRY
2025-04-04 2025-04-07 ind_homebuilding_building_products -0.0337 0.0273 -0.0009 tilt_INDUSTRY
2025-04-04 2025-04-07 ind_food_tobacco 0.0703 0.0291 0.0020 tilt_INDUSTRY
2025-04-04 2025-04-07 ind_consumer_goods_conglomerates 0.0102 -0.0199 -0.0002 tilt_INDUSTRY
2025-04-04 2025-04-07 ind_automobile -0.0301 -0.0003 0.0000 tilt_INDUSTRY
2025-04-04 2025-04-07 ind_containers_packaging -0.0029 -0.0016 0.0000 tilt_INDUSTRY
2025-04-04 2025-04-07 value_gc 1.4814 -0.0021 -0.0031 alpha_VALUE
2025-04-04 2025-04-07 momentum 0.3094 -0.0013 -0.0004 alpha_MOMENTUM
2025-04-04 2025-04-07 ind_integrated_hardware_software 0.0129 -0.0049 -0.0001 tilt_INDUSTRY
2025-04-04 2025-04-07 ind_healthcare_equipment_supplies -0.0756 0.0022 -0.0002 tilt_INDUSTRY
2025-04-04 2025-04-07 size_LARGE 0.0768 0.0039 0.0003 tilt_SIZE
2025-04-04 2025-04-07 neglect 1.0257 0.0000 0.0000 alpha_VALUE
2025-04-04 2025-04-07 revision 0.7901 -0.0013 -0.0010 alpha_REVISION
2025-04-04 2025-04-07 ind_beverages -0.0811 0.0472 -0.0038 tilt_INDUSTRY
2025-04-04 2025-04-07 ind_natural_gas_utilities -0.0046 0.0091 -0.0000 tilt_INDUSTRY
2025-04-04 2025-04-07 ind_renewable_energy 0.0186 -0.0141 -0.0003 tilt_INDUSTRY
2025-04-04 2025-04-07 bcost NaN NaN -0.0011 cost
2025-04-04 2025-04-07 ind_office_equipment 0.0006 -0.0053 -0.0000 tilt_INDUSTRY
2025-04-04 2025-04-07 ind_commercial_services_supplies 0.0659 -0.0012 -0.0001 tilt_INDUSTRY
2025-04-04 2025-04-07 ind_semiconductors -0.0245 -0.0071 0.0002 tilt_INDUSTRY
2025-04-04 2025-04-07 size_MICRO -0.0079 -0.0141 0.0001 tilt_SIZE
2025-04-04 2025-04-07 ind_industrial_distribution -0.0000 -0.0015 0.0000 tilt_INDUSTRY
2025-04-04 2025-04-07 ind_holding_companies 0.0000 -0.0159 0.0000 tilt_INDUSTRY
2025-04-04 2025-04-07 ind_electronic_equipment -0.0161 -0.0073 0.0001 tilt_INDUSTRY
2025-04-04 2025-04-07 pdiscrepancy NaN NaN 0.0001 unexplained
2025-04-04 2025-04-07 country_IN 0.0568 0.0095 0.0005 tilt_COUNTRY
2025-04-04 2025-04-07 country_TH -0.0404 0.0456 -0.0018 tilt_COUNTRY
2025-04-04 2025-04-07 ind_insurance 0.0625 -0.0088 -0.0006 tilt_INDUSTRY
2025-04-04 2025-04-07 size_MID -0.0902 0.0047 -0.0004 tilt_SIZE
2025-04-04 2025-04-07 ind_investment_services 0.0666 0.0079 0.0005 tilt_INDUSTRY
2025-04-04 2025-04-07 ind_software_it_services 0.1384 0.0017 0.0002 tilt_INDUSTRY
2025-04-04 2025-04-07 country_NZ -0.0175 -0.0096 0.0002 tilt_COUNTRY
2025-04-04 2025-04-07 ind_diversified_retail -0.0060 0.0065 -0.0000 tilt_INDUSTRY
2025-04-04 2025-04-07 sbeta_market 0.0286 -0.0624 -0.0018 risk_exposure
2025-04-04 2025-04-07 ind_real_estate_operations 0.0014 0.0177 0.0000 tilt_INDUSTRY
2025-04-04 2025-04-07 ind_household_goods 0.0146 -0.0131 -0.0002 tilt_INDUSTRY
2025-04-04 2025-04-07 ind_multiline_utilities -0.0116 0.0014 -0.0000 tilt_INDUSTRY
2025-04-04 2025-04-07 market -0.0308 -0.0275 0.0008 risk_exposure
2025-04-04 2025-04-07 country_SG -0.0549 -0.0337 0.0018 tilt_COUNTRY
2025-04-04 2025-04-07 ind_oil_gas -0.0027 -0.0202 0.0001 tilt_INDUSTRY
2025-04-04 2025-04-07 ind_aerospace_defense 0.0001 0.0015 0.0000 tilt_INDUSTRY
2025-04-04 2025-04-07 country_PH 0.0000 -0.0055 -0.0000 tilt_COUNTRY
2025-04-04 2025-04-07 ind_banking_services 0.1211 -0.0085 -0.0010 tilt_INDUSTRY
2025-04-04 2025-04-07 country_CN 0.0927 0.0136 0.0013 tilt_COUNTRY
2025-04-04 2025-04-07 ind_pharmaceuticals -0.1102 -0.0004 0.0000 tilt_INDUSTRY
2025-04-04 2025-04-07 ind_communications_equipment -0.0033 -0.0022 0.0000 tilt_INDUSTRY
2025-04-04 2025-04-07 ind_fintech 0.0018 0.0353 0.0001 tilt_INDUSTRY
2025-04-04 2025-04-07 specret NaN NaN -0.0022 unexplained
2025-04-04 2025-04-07 country_KR -0.0167 0.0030 -0.0000 tilt_COUNTRY
2025-04-04 2025-04-07 linkage 0.6518 -0.0001 -0.0000 alpha_MOMENTUM
2025-04-04 2025-04-07 ind_food_drug_retail -0.0379 0.0085 -0.0003 tilt_INDUSTRY
2025-04-07 2025-04-08 country_ID 0.0490 -0.1191 -0.0058 tilt_COUNTRY
2025-04-07 2025-04-08 country_CN 0.0481 -0.0036 -0.0002 tilt_COUNTRY
2025-04-07 2025-04-08 ind_office_equipment 0.0005 -0.0086 -0.0000 tilt_INDUSTRY
2025-04-07 2025-04-08 ind_insurance 0.0558 0.0067 0.0004 tilt_INDUSTRY
2025-04-07 2025-04-08 ind_chemicals 0.0072 0.0040 0.0000 tilt_INDUSTRY
2025-04-07 2025-04-08 ind_computers_phones_household_electronics 0.0976 -0.0281 -0.0027 tilt_INDUSTRY
2025-04-07 2025-04-08 ind_media_publishing -0.0289 -0.0003 0.0000 tilt_INDUSTRY
2025-04-07 2025-04-08 ind_electric_utilities_ipps -0.0345 0.0060 -0.0002 tilt_INDUSTRY
2025-04-07 2025-04-08 ind_oil_gas -0.0018 0.0124 -0.0000 tilt_INDUSTRY
2025-04-07 2025-04-08 ind_homebuilding_building_products -0.0340 -0.0101 0.0003 tilt_INDUSTRY
2025-04-07 2025-04-08 ind_containers_packaging -0.0031 -0.0073 0.0000 tilt_INDUSTRY
2025-04-07 2025-04-08 value_gc 1.4606 0.0032 0.0047 alpha_VALUE
2025-04-07 2025-04-08 ind_investment_services 0.0692 0.0001 0.0000 tilt_INDUSTRY
2025-04-07 2025-04-08 ind_hotels_entertainment -0.0679 0.0059 -0.0004 tilt_INDUSTRY
2025-04-07 2025-04-08 ind_coal -0.0457 0.0219 -0.0010 tilt_INDUSTRY
2025-04-07 2025-04-08 ind_household_goods -0.0044 -0.0021 0.0000 tilt_INDUSTRY
2025-04-07 2025-04-08 ind_multiline_utilities -0.0117 0.0026 -0.0000 tilt_INDUSTRY
2025-04-07 2025-04-08 country_AU -0.0972 0.0130 -0.0013 tilt_COUNTRY
2025-04-07 2025-04-08 ind_leisure_products -0.0006 -0.0036 0.0000 tilt_INDUSTRY
2025-04-07 2025-04-08 country_HK 0.0453 -0.0118 -0.0005 tilt_COUNTRY
2025-04-07 2025-04-08 ind_communications_equipment 0.0010 -0.0248 -0.0000 tilt_INDUSTRY
2025-04-07 2025-04-08 ind_fintech -0.0003 -0.0059 0.0000 tilt_INDUSTRY
2025-04-07 2025-04-08 ind_construction_materials -0.0057 0.0162 -0.0001 tilt_INDUSTRY
2025-04-07 2025-04-08 specret NaN NaN -0.0034 unexplained
2025-04-07 2025-04-08 stability 4.7359 -0.0008 -0.0036 alpha_QUALITY
2025-04-07 2025-04-08 size_MID -0.0935 0.0002 -0.0000 tilt_SIZE
2025-04-07 2025-04-08 ind_household_products_services -0.0371 -0.0004 0.0000 tilt_INDUSTRY
2025-04-07 2025-04-08 ind_integrated_hardware_software 0.0127 -0.0186 -0.0002 tilt_INDUSTRY
2025-04-07 2025-04-08 value_liq 1.0850 -0.0006 -0.0007 alpha_VALUE
2025-04-07 2025-04-08 ind_machinery 0.0475 -0.0076 -0.0004 tilt_INDUSTRY
2025-04-07 2025-04-08 ind_natural_gas_utilities -0.0039 -0.0045 0.0000 tilt_INDUSTRY
2025-04-07 2025-04-08 ind_commercial_services_supplies 0.0664 0.0018 0.0001 tilt_INDUSTRY
2025-04-07 2025-04-08 ind_electronic_equipment -0.0120 -0.0299 0.0004 tilt_INDUSTRY
2025-04-07 2025-04-08 size_SMALL 0.0076 -0.0026 -0.0000 tilt_SIZE
2025-04-07 2025-04-08 ind_metals_mining -0.1257 -0.0066 0.0008 tilt_INDUSTRY
2025-04-07 2025-04-08 ind_construction_engineering -0.0702 0.0116 -0.0008 tilt_INDUSTRY
2025-04-07 2025-04-08 ind_industrial_distribution -0.0002 0.0003 -0.0000 tilt_INDUSTRY
2025-04-07 2025-04-08 ind_oil_gas_equipment_services -0.0147 0.0029 -0.0000 tilt_INDUSTRY
2025-04-07 2025-04-08 ind_consumer_goods_conglomerates 0.0096 0.0347 0.0003 tilt_INDUSTRY
2025-04-07 2025-04-08 ind_diversified_retail -0.0062 0.0144 -0.0001 tilt_INDUSTRY
2025-04-07 2025-04-08 ind_semiconductors -0.0214 -0.0083 0.0002 tilt_INDUSTRY
2025-04-07 2025-04-08 country_NZ -0.0182 -0.0005 0.0000 tilt_COUNTRY
2025-04-07 2025-04-08 ind_uranium -0.0026 0.0269 -0.0001 tilt_INDUSTRY
2025-04-07 2025-04-08 ind_renewable_energy 0.0255 -0.0102 -0.0003 tilt_INDUSTRY
2025-04-07 2025-04-08 fmom 0.9147 0.0012 0.0011 alpha_QUALITY
2025-04-07 2025-04-08 country_JP -0.0213 0.0450 -0.0010 tilt_COUNTRY
2025-04-07 2025-04-08 ind_transportation_infrastructure -0.0541 0.0176 -0.0010 tilt_INDUSTRY
2025-04-07 2025-04-08 linkage 0.5481 0.0003 0.0002 alpha_MOMENTUM
2025-04-07 2025-04-08 sbeta_market 0.0428 0.0086 0.0004 risk_exposure
2025-04-07 2025-04-08 fcost NaN NaN -0.0000 cost
2025-04-07 2025-04-08 ind_food_drug_retail -0.0381 0.0037 -0.0001 tilt_INDUSTRY
2025-04-07 2025-04-08 ind_biotechnology 0.0135 0.0050 0.0001 tilt_INDUSTRY
2025-04-07 2025-04-08 ind_passenger_transportation 0.0693 -0.0050 -0.0003 tilt_INDUSTRY
2025-04-07 2025-04-08 ind_automobile -0.0267 -0.0140 0.0004 tilt_INDUSTRY
2025-04-07 2025-04-08 country_PH 0.0000 0.0174 0.0000 tilt_COUNTRY
2025-04-07 2025-04-08 sdiscrepancy NaN NaN -0.0007 unexplained
2025-04-07 2025-04-08 country_SG -0.0525 -0.0200 0.0010 tilt_COUNTRY
2025-04-07 2025-04-08 ind_healthcare_providers_services 0.0283 0.0155 0.0004 tilt_INDUSTRY
2025-04-07 2025-04-08 reversal 1.0473 0.0084 0.0087 alpha_REVERSAL
2025-04-07 2025-04-08 ind_freight_logistics 0.0597 -0.0053 -0.0003 tilt_INDUSTRY
2025-04-07 2025-04-08 ind_pharmaceuticals -0.1088 0.0049 -0.0005 tilt_INDUSTRY
2025-04-07 2025-04-08 ind_textiles_apparel -0.0285 -0.0040 0.0001 tilt_INDUSTRY
2025-04-07 2025-04-08 size_MICRO -0.0037 -0.0058 0.0000 tilt_SIZE
2025-04-07 2025-04-08 market -0.0220 0.0049 -0.0001 risk_exposure
2025-04-07 2025-04-08 country_TW -0.0794 -0.0652 0.0052 tilt_COUNTRY
2025-04-07 2025-04-08 quality 2.3246 -0.0003 -0.0007 alpha_QUALITY
2025-04-07 2025-04-08 linearCost NaN NaN -0.0004 cost
2025-04-07 2025-04-08 country_KR -0.0254 -0.0087 0.0002 tilt_COUNTRY
2025-04-07 2025-04-08 ind_telecommunications_serices 0.0360 0.0119 0.0004 tilt_INDUSTRY
2025-04-07 2025-04-08 ind_banking_services 0.1261 0.0088 0.0011 tilt_INDUSTRY
2025-04-07 2025-04-08 ind_healthcare_equipment_supplies -0.0792 0.0046 -0.0004 tilt_INDUSTRY
2025-04-07 2025-04-08 country_TH -0.0376 -0.0658 0.0025 tilt_COUNTRY
2025-04-07 2025-04-08 ind_beverages -0.0769 0.0072 -0.0006 tilt_INDUSTRY
2025-04-07 2025-04-08 pdiscrepancy NaN NaN 0.0000 unexplained
2025-04-07 2025-04-08 ind_food_tobacco 0.0831 0.0270 0.0022 tilt_INDUSTRY
2025-04-07 2025-04-08 ind_paper_forestry -0.0094 -0.0050 0.0000 tilt_INDUSTRY
2025-04-07 2025-04-08 country_IN 0.0567 0.0094 0.0005 tilt_COUNTRY
2025-04-07 2025-04-08 momentum 0.2925 0.0005 0.0001 alpha_MOMENTUM
2025-04-07 2025-04-08 size_LARGE 0.0677 0.0034 0.0002 tilt_SIZE
2025-04-07 2025-04-08 impactCost NaN NaN -0.0003 cost
2025-04-07 2025-04-08 ind_software_it_services 0.1397 -0.0043 -0.0006 tilt_INDUSTRY
2025-04-07 2025-04-08 ind_holding_companies -0.0002 0.0000 -0.0000 tilt_INDUSTRY
2025-04-07 2025-04-08 neglect 0.9626 -0.0012 -0.0012 alpha_VALUE
2025-04-07 2025-04-08 revision 0.8040 0.0003 0.0002 alpha_REVISION
2025-04-07 2025-04-08 bcost NaN NaN -0.0003 cost
2025-04-07 2025-04-08 country_XH 0.1021 0.0086 0.0009 tilt_COUNTRY
2025-04-07 2025-04-08 ind_real_estate_operations 0.0010 0.0045 0.0000 tilt_INDUSTRY
2025-04-07 2025-04-08 ind_specialty_reatil -0.0069 0.0025 -0.0000 tilt_INDUSTRY
2025-04-07 2025-04-08 country_MY 0.0082 -0.0116 -0.0001 tilt_COUNTRY
2025-04-07 2025-04-08 ind_aerospace_defense -0.0030 0.0134 -0.0000 tilt_INDUSTRY
2025-04-07 2025-04-08 ind_water_utilities -0.0074 0.0205 -0.0002 tilt_INDUSTRY
2025-04-08 2025-04-09 ind_hotels_entertainment -0.0699 0.0168 -0.0012 tilt_INDUSTRY
2025-04-08 2025-04-09 ind_media_publishing -0.0281 0.0055 -0.0002 tilt_INDUSTRY
2025-04-08 2025-04-09 ind_oil_gas 0.0005 -0.0111 -0.0000 tilt_INDUSTRY
2025-04-08 2025-04-09 ind_containers_packaging -0.0033 0.0075 -0.0000 tilt_INDUSTRY
2025-04-08 2025-04-09 ind_machinery 0.0419 -0.0021 -0.0001 tilt_INDUSTRY
2025-04-08 2025-04-09 fcost NaN NaN -0.0000 cost
2025-04-08 2025-04-09 ind_insurance 0.0546 -0.0079 -0.0004 tilt_INDUSTRY
2025-04-08 2025-04-09 value_gc 1.4895 -0.0009 -0.0013 alpha_VALUE
2025-04-08 2025-04-09 stability 4.9167 0.0011 0.0056 alpha_QUALITY
2025-04-08 2025-04-09 momentum 0.2756 0.0018 0.0005 alpha_MOMENTUM
2025-04-08 2025-04-09 ind_holding_companies -0.0006 0.0046 -0.0000 tilt_INDUSTRY
2025-04-08 2025-04-09 ind_transportation_infrastructure -0.0573 0.0152 -0.0009 tilt_INDUSTRY
2025-04-08 2025-04-09 ind_homebuilding_building_products -0.0351 0.0038 -0.0001 tilt_INDUSTRY
2025-04-08 2025-04-09 country_JP -0.0312 -0.0215 0.0007 tilt_COUNTRY
2025-04-08 2025-04-09 ind_real_estate_operations 0.0005 0.0051 0.0000 tilt_INDUSTRY
2025-04-08 2025-04-09 ind_construction_engineering -0.0653 0.0081 -0.0005 tilt_INDUSTRY
2025-04-08 2025-04-09 ind_uranium -0.0028 -0.0217 0.0001 tilt_INDUSTRY
2025-04-08 2025-04-09 sdiscrepancy NaN NaN -0.0001 unexplained
2025-04-08 2025-04-09 ind_multiline_utilities -0.0121 0.0090 -0.0001 tilt_INDUSTRY
2025-04-08 2025-04-09 ind_healthcare_equipment_supplies -0.0792 -0.0077 0.0006 tilt_INDUSTRY
2025-04-08 2025-04-09 ind_renewable_energy 0.0299 -0.0121 -0.0004 tilt_INDUSTRY
2025-04-08 2025-04-09 ind_natural_gas_utilities -0.0037 0.0089 -0.0000 tilt_INDUSTRY
2025-04-08 2025-04-09 impactCost NaN NaN -0.0003 cost
2025-04-08 2025-04-09 country_HK 0.0654 0.0045 0.0003 tilt_COUNTRY
2025-04-08 2025-04-09 ind_industrial_distribution -0.0004 0.0027 -0.0000 tilt_INDUSTRY
2025-04-08 2025-04-09 size_LARGE 0.0690 -0.0034 -0.0002 tilt_SIZE
2025-04-08 2025-04-09 neglect 0.9219 0.0018 0.0016 alpha_VALUE
2025-04-08 2025-04-09 country_IN 0.0577 0.0058 0.0003 tilt_COUNTRY
2025-04-08 2025-04-09 ind_integrated_hardware_software 0.0134 0.0025 0.0000 tilt_INDUSTRY
2025-04-08 2025-04-09 country_AU -0.0984 -0.0108 0.0011 tilt_COUNTRY
2025-04-08 2025-04-09 ind_specialty_reatil -0.0057 0.0139 -0.0001 tilt_INDUSTRY
2025-04-08 2025-04-09 ind_communications_equipment 0.0046 0.0028 0.0000 tilt_INDUSTRY
2025-04-08 2025-04-09 ind_software_it_services 0.1396 0.0057 0.0008 tilt_INDUSTRY
2025-04-08 2025-04-09 pdiscrepancy NaN NaN -0.0001 unexplained
2025-04-08 2025-04-09 ind_aerospace_defense -0.0026 0.0267 -0.0001 tilt_INDUSTRY
2025-04-08 2025-04-09 revision 0.7984 0.0008 0.0007 alpha_REVISION
2025-04-08 2025-04-09 ind_telecommunications_serices 0.0373 0.0206 0.0008 tilt_INDUSTRY
2025-04-08 2025-04-09 ind_banking_services 0.1363 -0.0015 -0.0002 tilt_INDUSTRY
2025-04-08 2025-04-09 ind_household_goods -0.0174 -0.0090 0.0002 tilt_INDUSTRY
2025-04-08 2025-04-09 fmom 0.9981 -0.0018 -0.0018 alpha_QUALITY
2025-04-08 2025-04-09 ind_computers_phones_household_electronics 0.1058 -0.0022 -0.0002 tilt_INDUSTRY
2025-04-08 2025-04-09 quality 2.4196 -0.0001 -0.0002 alpha_QUALITY
2025-04-08 2025-04-09 country_PH 0.0000 0.0028 0.0000 tilt_COUNTRY
2025-04-08 2025-04-09 ind_textiles_apparel -0.0267 -0.0040 0.0001 tilt_INDUSTRY
2025-04-08 2025-04-09 ind_office_equipment 0.0005 0.0009 0.0000 tilt_INDUSTRY
2025-04-08 2025-04-09 ind_diversified_retail -0.0070 0.0097 -0.0001 tilt_INDUSTRY
2025-04-08 2025-04-09 ind_healthcare_providers_services 0.0286 0.0075 0.0002 tilt_INDUSTRY
2025-04-08 2025-04-09 ind_automobile -0.0240 -0.0043 0.0001 tilt_INDUSTRY
2025-04-08 2025-04-09 country_NZ -0.0184 0.0040 -0.0001 tilt_COUNTRY
2025-04-08 2025-04-09 ind_metals_mining -0.1380 -0.0071 0.0010 tilt_INDUSTRY
2025-04-08 2025-04-09 ind_food_drug_retail -0.0377 0.0264 -0.0010 tilt_INDUSTRY
2025-04-08 2025-04-09 size_SMALL 0.0134 0.0004 0.0000 tilt_SIZE
2025-04-08 2025-04-09 ind_semiconductors -0.0225 0.0021 -0.0000 tilt_INDUSTRY
2025-04-08 2025-04-09 ind_commercial_services_supplies 0.0688 0.0016 0.0001 tilt_INDUSTRY
2025-04-08 2025-04-09 bcost NaN NaN -0.0003 cost
2025-04-08 2025-04-09 value_liq 1.0757 -0.0020 -0.0022 alpha_VALUE
2025-04-08 2025-04-09 size_MID -0.0912 0.0018 -0.0002 tilt_SIZE
2025-04-08 2025-04-09 country_CN 0.0272 0.0180 0.0005 tilt_COUNTRY
2025-04-08 2025-04-09 ind_household_products_services -0.0392 0.0150 -0.0006 tilt_INDUSTRY
2025-04-08 2025-04-09 ind_paper_forestry -0.0100 0.0005 -0.0000 tilt_INDUSTRY
2025-04-08 2025-04-09 size_MICRO -0.0000 -0.0022 0.0000 tilt_SIZE
2025-04-08 2025-04-09 ind_construction_materials -0.0056 0.0152 -0.0001 tilt_INDUSTRY
2025-04-08 2025-04-09 country_TH -0.0266 0.0285 -0.0008 tilt_COUNTRY
2025-04-08 2025-04-09 ind_coal -0.0487 -0.0091 0.0004 tilt_INDUSTRY
2025-04-08 2025-04-09 ind_electronic_equipment -0.0110 -0.0108 0.0001 tilt_INDUSTRY
2025-04-08 2025-04-09 linkage 0.4818 0.0001 0.0000 alpha_MOMENTUM
2025-04-08 2025-04-09 reversal 1.0899 -0.0052 -0.0056 alpha_REVERSAL
2025-04-08 2025-04-09 ind_electric_utilities_ipps -0.0332 0.0000 -0.0000 tilt_INDUSTRY
2025-04-08 2025-04-09 ind_fintech -0.0013 -0.0020 0.0000 tilt_INDUSTRY
2025-04-08 2025-04-09 linearCost NaN NaN -0.0003 cost
2025-04-08 2025-04-09 ind_freight_logistics 0.0620 0.0029 0.0002 tilt_INDUSTRY
2025-04-08 2025-04-09 specret NaN NaN 0.0051 unexplained
2025-04-08 2025-04-09 ind_pharmaceuticals -0.1091 -0.0129 0.0014 tilt_INDUSTRY
2025-04-08 2025-04-09 country_TW -0.0788 -0.0728 0.0057 tilt_COUNTRY
2025-04-08 2025-04-09 ind_leisure_products -0.0005 -0.0088 0.0000 tilt_INDUSTRY
2025-04-08 2025-04-09 ind_oil_gas_equipment_services -0.0145 -0.0054 0.0001 tilt_INDUSTRY
2025-04-08 2025-04-09 sbeta_market 0.0657 0.0136 0.0009 risk_exposure
2025-04-08 2025-04-09 country_MY 0.0082 -0.0190 -0.0002 tilt_COUNTRY
2025-04-08 2025-04-09 country_ID 0.0465 0.0117 0.0005 tilt_COUNTRY
2025-04-08 2025-04-09 country_KR -0.0341 -0.0123 0.0004 tilt_COUNTRY
2025-04-08 2025-04-09 ind_food_tobacco 0.0956 0.0077 0.0007 tilt_INDUSTRY
2025-04-08 2025-04-09 ind_consumer_goods_conglomerates 0.0092 -0.0037 -0.0000 tilt_INDUSTRY
2025-04-08 2025-04-09 ind_water_utilities -0.0073 0.0011 -0.0000 tilt_INDUSTRY
2025-04-08 2025-04-09 market -0.0089 -0.0186 0.0002 risk_exposure
2025-04-08 2025-04-09 ind_investment_services 0.0746 -0.0018 -0.0001 tilt_INDUSTRY
2025-04-08 2025-04-09 ind_passenger_transportation 0.0711 0.0182 0.0013 tilt_INDUSTRY
2025-04-08 2025-04-09 ind_beverages -0.0732 0.0051 -0.0004 tilt_INDUSTRY
2025-04-08 2025-04-09 country_XH 0.1229 0.0164 0.0020 tilt_COUNTRY
2025-04-08 2025-04-09 ind_biotechnology 0.0117 -0.0122 -0.0001 tilt_INDUSTRY
2025-04-08 2025-04-09 ind_chemicals -0.0023 -0.0077 0.0000 tilt_INDUSTRY
2025-04-08 2025-04-09 country_SG -0.0493 -0.0069 0.0003 tilt_COUNTRY
2025-04-09 2025-04-10 reversal 1.1245 0.0086 0.0097 alpha_REVERSAL
2025-04-09 2025-04-10 country_KR -0.0447 0.0338 -0.0015 tilt_COUNTRY
2025-04-09 2025-04-10 ind_semiconductors -0.0201 0.0055 -0.0001 tilt_INDUSTRY
2025-04-09 2025-04-10 ind_diversified_retail -0.0096 -0.0071 0.0001 tilt_INDUSTRY
2025-04-09 2025-04-10 ind_commercial_services_supplies 0.0672 -0.0038 -0.0003 tilt_INDUSTRY
2025-04-09 2025-04-10 ind_metals_mining -0.1446 0.0082 -0.0012 tilt_INDUSTRY
2025-04-09 2025-04-10 ind_biotechnology 0.0110 0.0102 0.0001 tilt_INDUSTRY
2025-04-09 2025-04-10 size_SMALL -0.0005 -0.0006 0.0000 tilt_SIZE
2025-04-09 2025-04-10 sbeta_market 0.0305 0.0148 0.0005 risk_exposure
2025-04-09 2025-04-10 ind_passenger_transportation 0.0698 -0.0093 -0.0006 tilt_INDUSTRY
2025-04-09 2025-04-10 country_NZ -0.0184 0.0182 -0.0003 tilt_COUNTRY
2025-04-09 2025-04-10 bcost NaN NaN -0.0003 cost
2025-04-09 2025-04-10 linkage 0.3828 0.0010 0.0004 alpha_MOMENTUM
2025-04-09 2025-04-10 ind_food_drug_retail -0.0364 -0.0121 0.0004 tilt_INDUSTRY
2025-04-09 2025-04-10 ind_healthcare_providers_services 0.0269 -0.0124 -0.0003 tilt_INDUSTRY
2025-04-09 2025-04-10 ind_automobile -0.0229 0.0064 -0.0001 tilt_INDUSTRY
2025-04-09 2025-04-10 ind_natural_gas_utilities -0.0028 -0.0089 0.0000 tilt_INDUSTRY
2025-04-09 2025-04-10 ind_industrial_distribution -0.0011 0.0071 -0.0000 tilt_INDUSTRY
2025-04-09 2025-04-10 ind_chemicals -0.0062 0.0010 -0.0000 tilt_INDUSTRY
2025-04-09 2025-04-10 ind_integrated_hardware_software 0.0129 0.0004 0.0000 tilt_INDUSTRY
2025-04-09 2025-04-10 ind_aerospace_defense -0.0030 -0.0083 0.0000 tilt_INDUSTRY
2025-04-09 2025-04-10 pdiscrepancy NaN NaN -0.0000 unexplained
2025-04-09 2025-04-10 revision 0.7945 0.0001 0.0001 alpha_REVISION
2025-04-09 2025-04-10 ind_consumer_goods_conglomerates 0.0091 0.0299 0.0003 tilt_INDUSTRY
2025-04-09 2025-04-10 ind_software_it_services 0.1238 -0.0037 -0.0005 tilt_INDUSTRY
2025-04-09 2025-04-10 ind_communications_equipment 0.0050 0.0023 0.0000 tilt_INDUSTRY
2025-04-09 2025-04-10 ind_healthcare_equipment_supplies -0.0747 0.0014 -0.0001 tilt_INDUSTRY
2025-04-09 2025-04-10 ind_specialty_reatil -0.0055 -0.0010 0.0000 tilt_INDUSTRY
2025-04-09 2025-04-10 ind_electronic_equipment -0.0154 0.0127 -0.0002 tilt_INDUSTRY
2025-04-09 2025-04-10 country_AU -0.0998 0.0237 -0.0024 tilt_COUNTRY
2025-04-09 2025-04-10 country_ID 0.0442 0.0397 0.0018 tilt_COUNTRY
2025-04-09 2025-04-10 neglect 0.8492 -0.0013 -0.0011 alpha_VALUE
2025-04-09 2025-04-10 country_IN 0.0542 -0.0243 -0.0013 tilt_COUNTRY
2025-04-09 2025-04-10 value_liq 0.9891 -0.0012 -0.0012 alpha_VALUE
2025-04-09 2025-04-10 ind_paper_forestry -0.0095 -0.0056 0.0001 tilt_INDUSTRY
2025-04-09 2025-04-10 country_TH -0.0165 0.0177 -0.0003 tilt_COUNTRY
2025-04-09 2025-04-10 size_LARGE 0.0626 0.0030 0.0002 tilt_SIZE
2025-04-09 2025-04-10 ind_electric_utilities_ipps -0.0317 -0.0072 0.0002 tilt_INDUSTRY
2025-04-09 2025-04-10 country_HK 0.0736 -0.0150 -0.0011 tilt_COUNTRY
2025-04-09 2025-04-10 impactCost NaN NaN -0.0003 cost
2025-04-09 2025-04-10 ind_food_tobacco 0.1014 -0.0115 -0.0012 tilt_INDUSTRY
2025-04-09 2025-04-10 specret NaN NaN 0.0024 unexplained
2025-04-09 2025-04-10 ind_telecommunications_serices 0.0419 -0.0103 -0.0004 tilt_INDUSTRY
2025-04-09 2025-04-10 ind_oil_gas_equipment_services -0.0132 0.0189 -0.0002 tilt_INDUSTRY
2025-04-09 2025-04-10 ind_household_goods -0.0191 0.0127 -0.0002 tilt_INDUSTRY
2025-04-09 2025-04-10 fmom 0.9909 0.0015 0.0015 alpha_QUALITY
2025-04-09 2025-04-10 ind_office_equipment 0.0005 0.0152 0.0000 tilt_INDUSTRY
2025-04-09 2025-04-10 ind_investment_services 0.0752 -0.0050 -0.0004 tilt_INDUSTRY
2025-04-09 2025-04-10 ind_multiline_utilities -0.0122 -0.0160 0.0002 tilt_INDUSTRY
2025-04-09 2025-04-10 ind_media_publishing -0.0271 -0.0010 0.0000 tilt_INDUSTRY
2025-04-09 2025-04-10 country_CN 0.0009 -0.0242 -0.0000 tilt_COUNTRY
2025-04-09 2025-04-10 country_TW -0.0793 0.0569 -0.0045 tilt_COUNTRY
2025-04-09 2025-04-10 ind_construction_engineering -0.0583 -0.0090 0.0005 tilt_INDUSTRY
2025-04-09 2025-04-10 ind_insurance 0.0509 -0.0027 -0.0001 tilt_INDUSTRY
2025-04-09 2025-04-10 ind_holding_companies -0.0016 0.0100 -0.0000 tilt_INDUSTRY
2025-04-09 2025-04-10 fcost NaN NaN -0.0000 cost
2025-04-09 2025-04-10 ind_leisure_products -0.0005 0.0123 -0.0000 tilt_INDUSTRY
2025-04-09 2025-04-10 stability 4.8091 -0.0015 -0.0073 alpha_QUALITY
2025-04-09 2025-04-10 country_MY 0.0078 0.0276 0.0002 tilt_COUNTRY
2025-04-09 2025-04-10 ind_fintech -0.0020 -0.0200 0.0000 tilt_INDUSTRY
2025-04-09 2025-04-10 ind_transportation_infrastructure -0.0604 -0.0097 0.0006 tilt_INDUSTRY
2025-04-09 2025-04-10 ind_real_estate_operations -0.0023 -0.0029 0.0000 tilt_INDUSTRY
2025-04-09 2025-04-10 ind_freight_logistics 0.0577 0.0055 0.0003 tilt_INDUSTRY
2025-04-09 2025-04-10 momentum 0.2625 -0.0004 -0.0001 alpha_MOMENTUM
2025-04-09 2025-04-10 ind_homebuilding_building_products -0.0345 -0.0104 0.0004 tilt_INDUSTRY
2025-04-09 2025-04-10 ind_pharmaceuticals -0.1034 -0.0016 0.0002 tilt_INDUSTRY
2025-04-09 2025-04-10 country_JP -0.0487 0.0410 -0.0020 tilt_COUNTRY
2025-04-09 2025-04-10 ind_hotels_entertainment -0.0680 -0.0100 0.0007 tilt_INDUSTRY
2025-04-09 2025-04-10 country_SG -0.0444 0.0261 -0.0012 tilt_COUNTRY
2025-04-09 2025-04-10 ind_construction_materials -0.0054 -0.0066 0.0000 tilt_INDUSTRY
2025-04-09 2025-04-10 ind_oil_gas 0.0055 -0.0006 -0.0000 tilt_INDUSTRY
2025-04-09 2025-04-10 ind_banking_services 0.1327 -0.0010 -0.0001 tilt_INDUSTRY
2025-04-09 2025-04-10 ind_uranium -0.0028 0.0897 -0.0003 tilt_INDUSTRY
2025-04-09 2025-04-10 ind_machinery 0.0148 0.0063 0.0001 tilt_INDUSTRY
2025-04-09 2025-04-10 country_PH 0.0000 -0.0096 -0.0000 tilt_COUNTRY
2025-04-09 2025-04-10 market -0.0406 0.0209 -0.0008 risk_exposure
2025-04-09 2025-04-10 ind_coal -0.0469 -0.0085 0.0004 tilt_INDUSTRY
2025-04-09 2025-04-10 quality 2.4126 -0.0001 -0.0002 alpha_QUALITY
2025-04-09 2025-04-10 sdiscrepancy NaN NaN 0.0001 unexplained
2025-04-09 2025-04-10 linearCost NaN NaN -0.0003 cost
2025-04-09 2025-04-10 ind_containers_packaging -0.0037 -0.0057 0.0000 tilt_INDUSTRY
2025-04-09 2025-04-10 ind_computers_phones_household_electronics 0.1066 0.0101 0.0011 tilt_INDUSTRY
2025-04-09 2025-04-10 size_MID -0.1000 -0.0016 0.0002 tilt_SIZE
2025-04-09 2025-04-10 ind_textiles_apparel -0.0234 0.0064 -0.0001 tilt_INDUSTRY
2025-04-09 2025-04-10 ind_renewable_energy 0.0293 -0.0018 -0.0001 tilt_INDUSTRY
2025-04-09 2025-04-10 ind_beverages -0.0682 -0.0189 0.0013 tilt_INDUSTRY
2025-04-09 2025-04-10 value_gc 1.4345 0.0003 0.0004 alpha_VALUE
2025-04-09 2025-04-10 size_MICRO -0.0027 0.0064 -0.0000 tilt_SIZE
2025-04-09 2025-04-10 ind_water_utilities -0.0069 -0.0059 0.0000 tilt_INDUSTRY
2025-04-09 2025-04-10 country_XH 0.1304 -0.0222 -0.0029 tilt_COUNTRY
2025-04-09 2025-04-10 ind_household_products_services -0.0392 -0.0024 0.0001 tilt_INDUSTRY
2025-04-10 2025-04-11 ind_integrated_hardware_software 0.0125 0.0052 0.0001 tilt_INDUSTRY
2025-04-10 2025-04-11 ind_hotels_entertainment -0.0657 0.0011 -0.0001 tilt_INDUSTRY
2025-04-10 2025-04-11 ind_uranium -0.0027 -0.0084 0.0000 tilt_INDUSTRY
2025-04-10 2025-04-11 neglect 0.8006 -0.0009 -0.0008 alpha_VALUE
2025-04-10 2025-04-11 ind_software_it_services 0.1136 -0.0010 -0.0001 tilt_INDUSTRY
2025-04-10 2025-04-11 ind_consumer_goods_conglomerates 0.0090 0.0076 0.0001 tilt_INDUSTRY
2025-04-10 2025-04-11 country_AU -0.0988 -0.0077 0.0008 tilt_COUNTRY
2025-04-10 2025-04-11 ind_water_utilities -0.0070 -0.0106 0.0001 tilt_INDUSTRY
2025-04-10 2025-04-11 ind_specialty_reatil -0.0056 0.0018 -0.0000 tilt_INDUSTRY
2025-04-10 2025-04-11 ind_machinery 0.0039 0.0036 0.0000 tilt_INDUSTRY
2025-04-10 2025-04-11 ind_electronic_equipment -0.0179 0.0068 -0.0001 tilt_INDUSTRY
2025-04-10 2025-04-11 ind_healthcare_equipment_supplies -0.0745 -0.0085 0.0006 tilt_INDUSTRY
2025-04-10 2025-04-11 revision 0.8385 0.0024 0.0020 alpha_REVISION
2025-04-10 2025-04-11 ind_containers_packaging -0.0039 -0.0015 0.0000 tilt_INDUSTRY
2025-04-10 2025-04-11 ind_construction_engineering -0.0482 -0.0034 0.0002 tilt_INDUSTRY
2025-04-10 2025-04-11 country_KR -0.0529 0.0006 -0.0000 tilt_COUNTRY
2025-04-10 2025-04-11 country_CN -0.0127 -0.0001 0.0000 tilt_COUNTRY
2025-04-10 2025-04-11 ind_textiles_apparel -0.0199 -0.0064 0.0001 tilt_INDUSTRY
2025-04-10 2025-04-11 ind_investment_services 0.0728 -0.0023 -0.0002 tilt_INDUSTRY
2025-04-10 2025-04-11 country_XH 0.1259 0.0155 0.0019 tilt_COUNTRY
2025-04-10 2025-04-11 country_PH 0.0000 0.0007 0.0000 tilt_COUNTRY
2025-04-10 2025-04-11 ind_healthcare_providers_services 0.0223 -0.0092 -0.0002 tilt_INDUSTRY
2025-04-10 2025-04-11 sbeta_market -0.0025 0.0029 -0.0000 risk_exposure
2025-04-10 2025-04-11 sdiscrepancy NaN NaN -0.0003 unexplained
2025-04-10 2025-04-11 linearCost NaN NaN -0.0002 cost
2025-04-10 2025-04-11 ind_computers_phones_household_electronics 0.1049 0.0120 0.0013 tilt_INDUSTRY
2025-04-10 2025-04-11 momentum 0.2679 0.0018 0.0005 alpha_MOMENTUM
2025-04-10 2025-04-11 ind_metals_mining -0.1475 0.0022 -0.0003 tilt_INDUSTRY
2025-04-10 2025-04-11 bcost NaN NaN -0.0003 cost
2025-04-10 2025-04-11 size_SMALL -0.0142 0.0034 -0.0000 tilt_SIZE
2025-04-10 2025-04-11 ind_media_publishing -0.0263 -0.0068 0.0002 tilt_INDUSTRY
2025-04-10 2025-04-11 market -0.0649 0.0005 -0.0000 risk_exposure
2025-04-10 2025-04-11 linkage 0.3885 0.0002 0.0001 alpha_MOMENTUM
2025-04-10 2025-04-11 ind_insurance 0.0497 -0.0114 -0.0006 tilt_INDUSTRY
2025-04-10 2025-04-11 fmom 0.9535 -0.0002 -0.0002 alpha_QUALITY
2025-04-10 2025-04-11 ind_industrial_distribution -0.0017 -0.0064 0.0000 tilt_INDUSTRY
2025-04-10 2025-04-11 country_TW -0.0773 0.0106 -0.0008 tilt_COUNTRY
2025-04-10 2025-04-11 ind_telecommunications_serices 0.0447 0.0025 0.0001 tilt_INDUSTRY
2025-04-10 2025-04-11 ind_leisure_products -0.0005 -0.0039 0.0000 tilt_INDUSTRY
2025-04-10 2025-04-11 ind_transportation_infrastructure -0.0606 -0.0069 0.0004 tilt_INDUSTRY
2025-04-10 2025-04-11 specret NaN NaN -0.0050 unexplained
2025-04-10 2025-04-11 impactCost NaN NaN -0.0001 cost
2025-04-10 2025-04-11 ind_construction_materials -0.0050 -0.0115 0.0001 tilt_INDUSTRY
2025-04-10 2025-04-11 country_HK 0.0766 0.0053 0.0004 tilt_COUNTRY
2025-04-10 2025-04-11 country_JP -0.0538 -0.0212 0.0011 tilt_COUNTRY
2025-04-10 2025-04-11 country_TH -0.0156 -0.0054 0.0001 tilt_COUNTRY
2025-04-10 2025-04-11 country_SG -0.0407 -0.0074 0.0003 tilt_COUNTRY
2025-04-10 2025-04-11 ind_food_tobacco 0.1038 -0.0144 -0.0015 tilt_INDUSTRY
2025-04-10 2025-04-11 fcost NaN NaN -0.0000 cost
2025-04-10 2025-04-11 ind_semiconductors -0.0179 0.0266 -0.0005 tilt_INDUSTRY
2025-04-10 2025-04-11 stability 4.6090 0.0003 0.0012 alpha_QUALITY
2025-04-10 2025-04-11 ind_household_products_services -0.0376 -0.0027 0.0001 tilt_INDUSTRY
2025-04-10 2025-04-11 ind_homebuilding_building_products -0.0334 -0.0060 0.0002 tilt_INDUSTRY
2025-04-10 2025-04-11 country_IN 0.0548 0.0238 0.0013 tilt_COUNTRY
2025-04-10 2025-04-11 value_liq 0.9155 -0.0026 -0.0023 alpha_VALUE
2025-04-10 2025-04-11 size_LARGE 0.0618 -0.0061 -0.0004 tilt_SIZE
2025-04-10 2025-04-11 size_MICRO -0.0059 0.0028 -0.0000 tilt_SIZE
2025-04-10 2025-04-11 ind_coal -0.0456 -0.0087 0.0004 tilt_INDUSTRY
2025-04-10 2025-04-11 ind_multiline_utilities -0.0117 -0.0114 0.0001 tilt_INDUSTRY
2025-04-10 2025-04-11 ind_passenger_transportation 0.0683 0.0020 0.0001 tilt_INDUSTRY
2025-04-10 2025-04-11 ind_fintech -0.0025 -0.0021 0.0000 tilt_INDUSTRY
2025-04-10 2025-04-11 ind_pharmaceuticals -0.0971 -0.0028 0.0003 tilt_INDUSTRY
2025-04-10 2025-04-11 country_MY 0.0072 0.0019 0.0000 tilt_COUNTRY
2025-04-10 2025-04-11 ind_natural_gas_utilities -0.0019 -0.0048 0.0000 tilt_INDUSTRY
2025-04-10 2025-04-11 ind_real_estate_operations -0.0072 -0.0084 0.0001 tilt_INDUSTRY
2025-04-10 2025-04-11 ind_holding_companies -0.0024 -0.0234 0.0001 tilt_INDUSTRY
2025-04-10 2025-04-11 ind_beverages -0.0617 -0.0106 0.0007 tilt_INDUSTRY
2025-04-10 2025-04-11 size_MID -0.1066 0.0007 -0.0001 tilt_SIZE
2025-04-10 2025-04-11 ind_household_goods -0.0182 -0.0053 0.0001 tilt_INDUSTRY
2025-04-10 2025-04-11 value_gc 1.3643 -0.0004 -0.0005 alpha_VALUE
2025-04-10 2025-04-11 ind_commercial_services_supplies 0.0637 -0.0030 -0.0002 tilt_INDUSTRY
2025-04-10 2025-04-11 ind_biotechnology 0.0112 0.0050 0.0001 tilt_INDUSTRY
2025-04-10 2025-04-11 ind_freight_logistics 0.0526 -0.0007 -0.0000 tilt_INDUSTRY
2025-04-10 2025-04-11 country_ID 0.0402 0.0153 0.0006 tilt_COUNTRY
2025-04-10 2025-04-11 ind_electric_utilities_ipps -0.0301 -0.0045 0.0001 tilt_INDUSTRY
2025-04-10 2025-04-11 reversal 1.0645 0.0028 0.0030 alpha_REVERSAL
2025-04-10 2025-04-11 quality 2.3563 -0.0005 -0.0011 alpha_QUALITY
2025-04-10 2025-04-11 ind_paper_forestry -0.0091 0.0007 -0.0000 tilt_INDUSTRY
2025-04-10 2025-04-11 ind_renewable_energy 0.0276 -0.0050 -0.0001 tilt_INDUSTRY
2025-04-10 2025-04-11 ind_diversified_retail -0.0113 -0.0001 0.0000 tilt_INDUSTRY
2025-04-10 2025-04-11 ind_automobile -0.0211 0.0021 -0.0000 tilt_INDUSTRY
2025-04-10 2025-04-11 country_NZ -0.0179 -0.0092 0.0002 tilt_COUNTRY
2025-04-10 2025-04-11 ind_aerospace_defense -0.0042 0.0052 -0.0000 tilt_INDUSTRY
2025-04-10 2025-04-11 ind_banking_services 0.1209 -0.0031 -0.0004 tilt_INDUSTRY
2025-04-10 2025-04-11 ind_office_equipment 0.0005 -0.0070 -0.0000 tilt_INDUSTRY
2025-04-10 2025-04-11 ind_oil_gas_equipment_services -0.0123 -0.0123 0.0002 tilt_INDUSTRY
2025-04-10 2025-04-11 ind_chemicals -0.0100 -0.0012 0.0000 tilt_INDUSTRY
2025-04-10 2025-04-11 ind_food_drug_retail -0.0332 0.0049 -0.0002 tilt_INDUSTRY
2025-04-10 2025-04-11 ind_oil_gas 0.0086 -0.0083 -0.0001 tilt_INDUSTRY
2025-04-10 2025-04-11 pdiscrepancy NaN NaN 0.0000 unexplained
2025-04-10 2025-04-11 ind_communications_equipment -0.0002 0.0068 -0.0000 tilt_INDUSTRY
2025-04-11 2025-04-14 ind_construction_engineering -0.0410 -0.0032 0.0001 tilt_INDUSTRY
2025-04-11 2025-04-14 country_CN 0.0023 -0.0031 -0.0000 tilt_COUNTRY
2025-04-11 2025-04-14 ind_holding_companies -0.0030 -0.0020 0.0000 tilt_INDUSTRY
2025-04-11 2025-04-14 sdiscrepancy NaN NaN -0.0004 unexplained
2025-04-11 2025-04-14 ind_renewable_energy 0.0282 0.0023 0.0001 tilt_INDUSTRY
2025-04-11 2025-04-14 ind_uranium -0.0027 0.0035 -0.0000 tilt_INDUSTRY
2025-04-11 2025-04-14 ind_real_estate_operations -0.0106 -0.0062 0.0001 tilt_INDUSTRY
2025-04-11 2025-04-14 ind_oil_gas 0.0088 0.0026 0.0000 tilt_INDUSTRY
2025-04-11 2025-04-14 ind_hotels_entertainment -0.0673 -0.0061 0.0004 tilt_INDUSTRY
2025-04-11 2025-04-14 momentum 0.2201 0.0000 0.0000 alpha_MOMENTUM
2025-04-11 2025-04-14 ind_household_products_services -0.0388 0.0038 -0.0001 tilt_INDUSTRY
2025-04-11 2025-04-14 country_JP -0.0500 0.0011 -0.0001 tilt_COUNTRY
2025-04-11 2025-04-14 stability 4.6658 -0.0008 -0.0036 alpha_QUALITY
2025-04-11 2025-04-14 ind_media_publishing -0.0253 -0.0025 0.0001 tilt_INDUSTRY
2025-04-11 2025-04-14 ind_banking_services 0.1184 0.0003 0.0000 tilt_INDUSTRY
2025-04-11 2025-04-14 ind_insurance 0.0534 0.0027 0.0001 tilt_INDUSTRY
2025-04-11 2025-04-14 ind_transportation_infrastructure -0.0603 -0.0023 0.0001 tilt_INDUSTRY
2025-04-11 2025-04-14 ind_homebuilding_building_products -0.0336 -0.0052 0.0002 tilt_INDUSTRY
2025-04-11 2025-04-14 fcost NaN NaN -0.0001 cost
2025-04-11 2025-04-14 quality 2.4577 -0.0002 -0.0004 alpha_QUALITY
2025-04-11 2025-04-14 ind_computers_phones_household_electronics 0.1086 0.0060 0.0006 tilt_INDUSTRY
2025-04-11 2025-04-14 ind_containers_packaging -0.0044 -0.0046 0.0000 tilt_INDUSTRY
2025-04-11 2025-04-14 ind_multiline_utilities -0.0114 0.0039 -0.0000 tilt_INDUSTRY
2025-04-11 2025-04-14 value_gc 1.3909 -0.0002 -0.0002 alpha_VALUE
2025-04-11 2025-04-14 ind_passenger_transportation 0.0701 -0.0025 -0.0002 tilt_INDUSTRY
2025-04-11 2025-04-14 ind_biotechnology 0.0116 0.0098 0.0001 tilt_INDUSTRY
2025-04-11 2025-04-14 reversal 1.1094 0.0024 0.0026 alpha_REVERSAL
2025-04-11 2025-04-14 linkage 0.2969 0.0003 0.0001 alpha_MOMENTUM
2025-04-11 2025-04-14 ind_food_tobacco 0.1125 -0.0001 -0.0000 tilt_INDUSTRY
2025-04-11 2025-04-14 ind_oil_gas_equipment_services -0.0131 0.0040 -0.0001 tilt_INDUSTRY
2025-04-11 2025-04-14 specret NaN NaN 0.0012 unexplained
2025-04-11 2025-04-14 sbeta_market 0.0185 0.0016 0.0000 risk_exposure
2025-04-11 2025-04-14 country_TH -0.0168 -0.0064 0.0001 tilt_COUNTRY
2025-04-11 2025-04-14 country_ID 0.0390 0.0290 0.0011 tilt_COUNTRY
2025-04-11 2025-04-14 ind_healthcare_equipment_supplies -0.0783 -0.0054 0.0004 tilt_INDUSTRY
2025-04-11 2025-04-14 ind_electric_utilities_ipps -0.0281 0.0026 -0.0001 tilt_INDUSTRY
2025-04-11 2025-04-14 ind_consumer_goods_conglomerates 0.0095 -0.0059 -0.0001 tilt_INDUSTRY
2025-04-11 2025-04-14 ind_electronic_equipment -0.0197 0.0047 -0.0001 tilt_INDUSTRY
2025-04-11 2025-04-14 ind_integrated_hardware_software 0.0135 -0.0007 -0.0000 tilt_INDUSTRY
2025-04-11 2025-04-14 ind_chemicals -0.0109 0.0012 -0.0000 tilt_INDUSTRY
2025-04-11 2025-04-14 ind_paper_forestry -0.0094 -0.0048 0.0000 tilt_INDUSTRY
2025-04-11 2025-04-14 value_liq 0.9404 -0.0004 -0.0003 alpha_VALUE
2025-04-11 2025-04-14 ind_investment_services 0.0726 -0.0043 -0.0003 tilt_INDUSTRY
2025-04-11 2025-04-14 country_KR -0.0588 -0.0014 0.0001 tilt_COUNTRY
2025-04-11 2025-04-14 size_MID -0.0992 -0.0020 0.0002 tilt_SIZE
2025-04-11 2025-04-14 country_XH 0.1255 0.0108 0.0014 tilt_COUNTRY
2025-04-11 2025-04-14 ind_beverages -0.0628 -0.0099 0.0006 tilt_INDUSTRY
2025-04-11 2025-04-14 country_MY 0.0071 0.0111 0.0001 tilt_COUNTRY
2025-04-11 2025-04-14 ind_water_utilities -0.0073 -0.0100 0.0001 tilt_INDUSTRY
2025-04-11 2025-04-14 country_PH 0.0000 0.0068 0.0000 tilt_COUNTRY
2025-04-11 2025-04-14 country_SG -0.0396 0.0051 -0.0002 tilt_COUNTRY
2025-04-11 2025-04-14 ind_pharmaceuticals -0.0963 0.0029 -0.0003 tilt_INDUSTRY
2025-04-11 2025-04-14 ind_construction_materials -0.0049 -0.0071 0.0000 tilt_INDUSTRY
2025-04-11 2025-04-14 ind_leisure_products -0.0005 0.0012 -0.0000 tilt_INDUSTRY
2025-04-11 2025-04-14 ind_fintech -0.0028 -0.0044 0.0000 tilt_INDUSTRY
2025-04-11 2025-04-14 country_TW -0.0796 0.0045 -0.0004 tilt_COUNTRY
2025-04-11 2025-04-14 market -0.0443 0.0083 -0.0004 risk_exposure
2025-04-11 2025-04-14 ind_coal -0.0509 0.0134 -0.0007 tilt_INDUSTRY
2025-04-11 2025-04-14 size_MICRO -0.0070 0.0118 -0.0001 tilt_SIZE
2025-04-11 2025-04-14 linearCost NaN NaN -0.0001 cost
2025-04-11 2025-04-14 ind_freight_logistics 0.0528 -0.0013 -0.0001 tilt_INDUSTRY
2025-04-11 2025-04-14 ind_machinery 0.0042 0.0003 0.0000 tilt_INDUSTRY
2025-04-11 2025-04-14 ind_diversified_retail -0.0114 -0.0028 0.0000 tilt_INDUSTRY
2025-04-11 2025-04-14 country_AU -0.1002 0.0034 -0.0003 tilt_COUNTRY
2025-04-11 2025-04-14 neglect 0.8336 0.0003 0.0002 alpha_VALUE
2025-04-11 2025-04-14 ind_food_drug_retail -0.0326 -0.0055 0.0002 tilt_INDUSTRY
2025-04-11 2025-04-14 size_LARGE 0.0759 -0.0018 -0.0001 tilt_SIZE
2025-04-11 2025-04-14 country_IN 0.0598 -0.0084 -0.0005 tilt_COUNTRY
2025-04-11 2025-04-14 country_HK 0.0853 0.0126 0.0011 tilt_COUNTRY
2025-04-11 2025-04-14 size_SMALL -0.0141 0.0032 -0.0000 tilt_SIZE
2025-04-11 2025-04-14 impactCost NaN NaN -0.0001 cost
2025-04-11 2025-04-14 ind_metals_mining -0.1513 0.0076 -0.0012 tilt_INDUSTRY
2025-04-11 2025-04-14 ind_semiconductors -0.0127 -0.0028 0.0000 tilt_INDUSTRY
2025-04-11 2025-04-14 ind_textiles_apparel -0.0176 0.0033 -0.0001 tilt_INDUSTRY
2025-04-11 2025-04-14 ind_specialty_reatil -0.0037 -0.0007 0.0000 tilt_INDUSTRY
2025-04-11 2025-04-14 ind_natural_gas_utilities -0.0014 0.0010 -0.0000 tilt_INDUSTRY
2025-04-11 2025-04-14 bcost NaN NaN -0.0010 cost
2025-04-11 2025-04-14 ind_healthcare_providers_services 0.0212 -0.0055 -0.0001 tilt_INDUSTRY
2025-04-11 2025-04-14 ind_aerospace_defense -0.0073 -0.0029 0.0000 tilt_INDUSTRY
2025-04-11 2025-04-14 ind_telecommunications_serices 0.0490 -0.0044 -0.0002 tilt_INDUSTRY
2025-04-11 2025-04-14 country_NZ -0.0184 0.0014 -0.0000 tilt_COUNTRY
2025-04-11 2025-04-14 ind_office_equipment 0.0005 0.0010 0.0000 tilt_INDUSTRY
2025-04-11 2025-04-14 ind_automobile -0.0199 -0.0003 0.0000 tilt_INDUSTRY
2025-04-11 2025-04-14 ind_industrial_distribution -0.0019 -0.0063 0.0000 tilt_INDUSTRY
2025-04-11 2025-04-14 ind_communications_equipment -0.0045 0.0026 -0.0000 tilt_INDUSTRY
2025-04-11 2025-04-14 ind_software_it_services 0.1199 0.0010 0.0001 tilt_INDUSTRY
2025-04-11 2025-04-14 ind_household_goods -0.0177 -0.0073 0.0001 tilt_INDUSTRY
2025-04-11 2025-04-14 pdiscrepancy NaN NaN 0.0000 unexplained
2025-04-11 2025-04-14 fmom 0.9240 -0.0002 -0.0002 alpha_QUALITY
2025-04-11 2025-04-14 ind_commercial_services_supplies 0.0665 -0.0001 -0.0000 tilt_INDUSTRY
2025-04-11 2025-04-14 revision 0.9269 0.0005 0.0004 alpha_REVISION
2025-04-14 2025-04-15 ind_construction_materials -0.0046 -0.0063 0.0000 tilt_INDUSTRY
2025-04-14 2025-04-15 ind_industrial_distribution -0.0026 0.0012 -0.0000 tilt_INDUSTRY
2025-04-14 2025-04-15 ind_freight_logistics 0.0502 -0.0015 -0.0001 tilt_INDUSTRY
2025-04-14 2025-04-15 ind_fintech -0.0036 0.0039 -0.0000 tilt_INDUSTRY
2025-04-14 2025-04-15 country_NZ -0.0183 -0.0175 0.0003 tilt_COUNTRY
2025-04-14 2025-04-15 ind_machinery 0.0014 0.0011 0.0000 tilt_INDUSTRY
2025-04-14 2025-04-15 ind_leisure_products -0.0007 -0.0017 0.0000 tilt_INDUSTRY
2025-04-14 2025-04-15 market -0.0296 0.0100 -0.0003 risk_exposure
2025-04-14 2025-04-15 ind_telecommunications_serices 0.0528 -0.0012 -0.0001 tilt_INDUSTRY
2025-04-14 2025-04-15 country_TW -0.0830 0.0211 -0.0018 tilt_COUNTRY
2025-04-14 2025-04-15 value_gc 1.3627 0.0009 0.0013 alpha_VALUE
2025-04-14 2025-04-15 ind_pharmaceuticals -0.0928 -0.0008 0.0001 tilt_INDUSTRY
2025-04-14 2025-04-15 country_SG -0.0383 0.0102 -0.0004 tilt_COUNTRY
2025-04-14 2025-04-15 ind_semiconductors -0.0080 -0.0015 0.0000 tilt_INDUSTRY
2025-04-14 2025-04-15 ind_household_goods -0.0164 0.0040 -0.0001 tilt_INDUSTRY
2025-04-14 2025-04-15 size_MID -0.0957 -0.0024 0.0002 tilt_SIZE
2025-04-14 2025-04-15 country_XH 0.1208 -0.0019 -0.0002 tilt_COUNTRY
2025-04-14 2025-04-15 ind_natural_gas_utilities -0.0009 0.0037 -0.0000 tilt_INDUSTRY
2025-04-14 2025-04-15 ind_beverages -0.0638 0.0039 -0.0002 tilt_INDUSTRY
2025-04-14 2025-04-15 country_MY 0.0068 -0.0062 -0.0000 tilt_COUNTRY
2025-04-14 2025-04-15 impactCost NaN NaN -0.0001 cost
2025-04-14 2025-04-15 country_HK 0.0864 -0.0038 -0.0003 tilt_COUNTRY
2025-04-14 2025-04-15 ind_textiles_apparel -0.0143 0.0033 -0.0000 tilt_INDUSTRY
2025-04-14 2025-04-15 size_LARGE 0.0813 0.0023 0.0002 tilt_SIZE
2025-04-14 2025-04-15 specret NaN NaN 0.0010 unexplained
2025-04-14 2025-04-15 country_TH -0.0159 -0.0066 0.0001 tilt_COUNTRY
2025-04-14 2025-04-15 ind_paper_forestry -0.0069 -0.0021 0.0000 tilt_INDUSTRY
2025-04-14 2025-04-15 revision 0.9036 0.0003 0.0003 alpha_REVISION
2025-04-14 2025-04-15 ind_software_it_services 0.1245 -0.0010 -0.0001 tilt_INDUSTRY
2025-04-14 2025-04-15 country_ID 0.0364 -0.0039 -0.0001 tilt_COUNTRY
2025-04-14 2025-04-15 ind_oil_gas_equipment_services -0.0136 -0.0049 0.0001 tilt_INDUSTRY
2025-04-14 2025-04-15 ind_healthcare_equipment_supplies -0.0819 0.0006 -0.0000 tilt_INDUSTRY
2025-04-14 2025-04-15 ind_electric_utilities_ipps -0.0251 0.0018 -0.0000 tilt_INDUSTRY
2025-04-14 2025-04-15 ind_consumer_goods_conglomerates 0.0094 0.0060 0.0001 tilt_INDUSTRY
2025-04-14 2025-04-15 ind_electronic_equipment -0.0219 -0.0035 0.0001 tilt_INDUSTRY
2025-04-14 2025-04-15 ind_chemicals -0.0059 -0.0009 0.0000 tilt_INDUSTRY
2025-04-14 2025-04-15 ind_integrated_hardware_software 0.0136 0.0049 0.0001 tilt_INDUSTRY
2025-04-14 2025-04-15 ind_multiline_utilities -0.0110 0.0035 -0.0000 tilt_INDUSTRY
2025-04-14 2025-04-15 ind_communications_equipment -0.0076 -0.0009 0.0000 tilt_INDUSTRY
2025-04-14 2025-04-15 ind_aerospace_defense -0.0124 -0.0092 0.0001 tilt_INDUSTRY
2025-04-14 2025-04-15 ind_food_tobacco 0.1186 -0.0000 -0.0000 tilt_INDUSTRY
2025-04-14 2025-04-15 reversal 1.0770 0.0026 0.0028 alpha_REVERSAL
2025-04-14 2025-04-15 size_MICRO -0.0057 0.0095 -0.0001 tilt_SIZE
2025-04-14 2025-04-15 ind_containers_packaging -0.0048 -0.0036 0.0000 tilt_INDUSTRY
2025-04-14 2025-04-15 linearCost NaN NaN -0.0001 cost
2025-04-14 2025-04-15 country_KR -0.0608 0.0013 -0.0001 tilt_COUNTRY
2025-04-14 2025-04-15 sbeta_market 0.0310 -0.0064 -0.0002 risk_exposure
2025-04-14 2025-04-15 neglect 0.8476 -0.0006 -0.0005 alpha_VALUE
2025-04-14 2025-04-15 ind_investment_services 0.0694 0.0014 0.0001 tilt_INDUSTRY
2025-04-14 2025-04-15 country_AU -0.0994 -0.0074 0.0007 tilt_COUNTRY
2025-04-14 2025-04-15 value_liq 0.9443 -0.0003 -0.0003 alpha_VALUE
2025-04-14 2025-04-15 ind_passenger_transportation 0.0687 -0.0108 -0.0007 tilt_INDUSTRY
2025-04-14 2025-04-15 country_IN 0.0638 0.0195 0.0012 tilt_COUNTRY
2025-04-14 2025-04-15 pdiscrepancy NaN NaN -0.0000 unexplained
2025-04-14 2025-04-15 ind_biotechnology 0.0109 -0.0049 -0.0001 tilt_INDUSTRY
2025-04-14 2025-04-15 ind_specialty_reatil -0.0019 -0.0023 0.0000 tilt_INDUSTRY
2025-04-14 2025-04-15 linkage 0.3379 0.0002 0.0001 alpha_MOMENTUM
2025-04-14 2025-04-15 ind_coal -0.0524 0.0005 -0.0000 tilt_INDUSTRY
2025-04-14 2025-04-15 ind_holding_companies -0.0033 -0.0007 0.0000 tilt_INDUSTRY
2025-04-14 2025-04-15 ind_water_utilities -0.0071 0.0037 -0.0000 tilt_INDUSTRY
2025-04-14 2025-04-15 ind_transportation_infrastructure -0.0580 -0.0081 0.0005 tilt_INDUSTRY
2025-04-14 2025-04-15 ind_hotels_entertainment -0.0663 -0.0032 0.0002 tilt_INDUSTRY
2025-04-14 2025-04-15 ind_real_estate_operations -0.0106 -0.0024 0.0000 tilt_INDUSTRY
2025-04-14 2025-04-15 ind_household_products_services -0.0387 -0.0062 0.0002 tilt_INDUSTRY
2025-04-14 2025-04-15 ind_media_publishing -0.0238 0.0026 -0.0001 tilt_INDUSTRY
2025-04-14 2025-04-15 ind_metals_mining -0.1464 0.0001 -0.0000 tilt_INDUSTRY
2025-04-14 2025-04-15 stability 4.6348 -0.0001 -0.0007 alpha_QUALITY
2025-04-14 2025-04-15 ind_oil_gas 0.0086 -0.0041 -0.0000 tilt_INDUSTRY
2025-04-14 2025-04-15 country_JP -0.0394 -0.0014 0.0001 tilt_COUNTRY
2025-04-14 2025-04-15 size_SMALL -0.0095 0.0007 -0.0000 tilt_SIZE
2025-04-14 2025-04-15 quality 2.4568 0.0003 0.0008 alpha_QUALITY
2025-04-14 2025-04-15 ind_banking_services 0.1104 0.0049 0.0005 tilt_INDUSTRY
2025-04-14 2025-04-15 ind_food_drug_retail -0.0316 -0.0075 0.0002 tilt_INDUSTRY
2025-04-14 2025-04-15 fcost NaN NaN -0.0000 cost
2025-04-14 2025-04-15 country_PH 0.0000 0.0023 0.0000 tilt_COUNTRY
2025-04-14 2025-04-15 ind_insurance 0.0529 0.0041 0.0002 tilt_INDUSTRY
2025-04-14 2025-04-15 bcost NaN NaN -0.0003 cost
2025-04-14 2025-04-15 ind_homebuilding_building_products -0.0334 0.0005 -0.0000 tilt_INDUSTRY
2025-04-14 2025-04-15 ind_healthcare_providers_services 0.0209 -0.0029 -0.0001 tilt_INDUSTRY
2025-04-14 2025-04-15 momentum 0.2088 -0.0006 -0.0001 alpha_MOMENTUM
2025-04-14 2025-04-15 ind_diversified_retail -0.0116 -0.0034 0.0000 tilt_INDUSTRY
2025-04-14 2025-04-15 country_CN 0.0112 -0.0041 -0.0000 tilt_COUNTRY
2025-04-14 2025-04-15 ind_renewable_energy 0.0278 0.0008 0.0000 tilt_INDUSTRY
2025-04-14 2025-04-15 ind_automobile -0.0246 0.0045 -0.0001 tilt_INDUSTRY
2025-04-14 2025-04-15 ind_construction_engineering -0.0350 -0.0009 0.0000 tilt_INDUSTRY
2025-04-14 2025-04-15 ind_computers_phones_household_electronics 0.1097 -0.0001 -0.0000 tilt_INDUSTRY
2025-04-14 2025-04-15 fmom 0.8656 -0.0002 -0.0002 alpha_QUALITY
2025-04-14 2025-04-15 ind_uranium -0.0027 -0.0109 0.0000 tilt_INDUSTRY
2025-04-14 2025-04-15 ind_office_equipment 0.0005 0.0017 0.0000 tilt_INDUSTRY
2025-04-14 2025-04-15 ind_commercial_services_supplies 0.0673 0.0019 0.0001 tilt_INDUSTRY
2025-04-14 2025-04-15 sdiscrepancy NaN NaN 0.0001 unexplained
2025-04-15 2025-04-16 quality 2.4945 0.0002 0.0006 alpha_QUALITY
2025-04-15 2025-04-16 fcost NaN NaN -0.0000 cost
2025-04-15 2025-04-16 country_AU -0.1000 -0.0077 0.0008 tilt_COUNTRY
2025-04-15 2025-04-16 ind_aerospace_defense -0.0154 0.0094 -0.0001 tilt_INDUSTRY
2025-04-15 2025-04-16 ind_investment_services 0.0670 0.0068 0.0005 tilt_INDUSTRY
2025-04-15 2025-04-16 ind_passenger_transportation 0.0685 0.0097 0.0007 tilt_INDUSTRY
2025-04-15 2025-04-16 neglect 0.9118 0.0007 0.0007 alpha_VALUE
2025-04-15 2025-04-16 sdiscrepancy NaN NaN -0.0000 unexplained
2025-04-15 2025-04-16 ind_software_it_services 0.1287 0.0003 0.0000 tilt_INDUSTRY
2025-04-15 2025-04-16 value_liq 1.0164 0.0019 0.0019 alpha_VALUE
2025-04-15 2025-04-16 sbeta_market 0.0551 -0.0134 -0.0007 risk_exposure
2025-04-15 2025-04-16 ind_consumer_goods_conglomerates 0.0091 -0.0064 -0.0001 tilt_INDUSTRY
2025-04-15 2025-04-16 momentum 0.1723 0.0009 0.0002 alpha_MOMENTUM
2025-04-15 2025-04-16 ind_renewable_energy 0.0276 -0.0051 -0.0001 tilt_INDUSTRY
2025-04-15 2025-04-16 country_KR -0.0612 -0.0085 0.0005 tilt_COUNTRY
2025-04-15 2025-04-16 country_CN 0.0147 0.0070 0.0001 tilt_COUNTRY
2025-04-15 2025-04-16 ind_computers_phones_household_electronics 0.1125 -0.0059 -0.0007 tilt_INDUSTRY
2025-04-15 2025-04-16 country_TH -0.0161 0.0147 -0.0002 tilt_COUNTRY
2025-04-15 2025-04-16 revision 0.8292 0.0004 0.0004 alpha_REVISION
2025-04-15 2025-04-16 ind_communications_equipment -0.0094 -0.0039 0.0000 tilt_INDUSTRY
2025-04-15 2025-04-16 specret NaN NaN -0.0130 unexplained
2025-04-15 2025-04-16 ind_healthcare_providers_services 0.0201 0.0007 0.0000 tilt_INDUSTRY
2025-04-15 2025-04-16 linkage 0.3555 0.0009 0.0003 alpha_MOMENTUM
2025-04-15 2025-04-16 size_LARGE 0.0730 0.0011 0.0001 tilt_SIZE
2025-04-15 2025-04-16 linearCost NaN NaN -0.0002 cost
2025-04-15 2025-04-16 ind_food_tobacco 0.1227 0.0058 0.0007 tilt_INDUSTRY
2025-04-15 2025-04-16 ind_specialty_reatil -0.0012 0.0027 -0.0000 tilt_INDUSTRY
2025-04-15 2025-04-16 ind_metals_mining -0.1427 -0.0003 0.0000 tilt_INDUSTRY
2025-04-15 2025-04-16 country_PH 0.0000 -0.0135 -0.0000 tilt_COUNTRY
2025-04-15 2025-04-16 ind_biotechnology 0.0108 -0.0114 -0.0001 tilt_INDUSTRY
2025-04-15 2025-04-16 country_ID 0.0349 -0.0129 -0.0005 tilt_COUNTRY
2025-04-15 2025-04-16 ind_paper_forestry -0.0051 0.0033 -0.0000 tilt_INDUSTRY
2025-04-15 2025-04-16 ind_media_publishing -0.0240 0.0043 -0.0001 tilt_INDUSTRY
2025-04-15 2025-04-16 ind_electric_utilities_ipps -0.0258 0.0014 -0.0000 tilt_INDUSTRY
2025-04-15 2025-04-16 ind_oil_gas_equipment_services -0.0135 -0.0051 0.0001 tilt_INDUSTRY
2025-04-15 2025-04-16 pdiscrepancy NaN NaN -0.0001 unexplained
2025-04-15 2025-04-16 reversal 1.0693 -0.0018 -0.0019 alpha_REVERSAL
2025-04-15 2025-04-16 ind_oil_gas 0.0087 -0.0011 -0.0000 tilt_INDUSTRY
2025-04-15 2025-04-16 stability 4.6243 0.0004 0.0019 alpha_QUALITY
2025-04-15 2025-04-16 size_MICRO -0.0035 -0.0015 0.0000 tilt_SIZE
2025-04-15 2025-04-16 ind_office_equipment 0.0004 -0.0073 -0.0000 tilt_INDUSTRY
2025-04-15 2025-04-16 ind_water_utilities -0.0072 0.0031 -0.0000 tilt_INDUSTRY
2025-04-15 2025-04-16 ind_household_products_services -0.0388 0.0020 -0.0001 tilt_INDUSTRY
2025-04-15 2025-04-16 ind_real_estate_operations -0.0093 0.0130 -0.0001 tilt_INDUSTRY
2025-04-15 2025-04-16 ind_beverages -0.0654 0.0079 -0.0005 tilt_INDUSTRY
2025-04-15 2025-04-16 ind_natural_gas_utilities -0.0006 0.0019 -0.0000 tilt_INDUSTRY
2025-04-15 2025-04-16 ind_multiline_utilities -0.0110 -0.0010 0.0000 tilt_INDUSTRY
2025-04-15 2025-04-16 country_MY 0.0066 -0.0135 -0.0001 tilt_COUNTRY
2025-04-15 2025-04-16 ind_holding_companies -0.0036 -0.0000 0.0000 tilt_INDUSTRY
2025-04-15 2025-04-16 ind_hotels_entertainment -0.0644 0.0082 -0.0005 tilt_INDUSTRY
2025-04-15 2025-04-16 country_XH 0.1172 -0.0092 -0.0011 tilt_COUNTRY
2025-04-15 2025-04-16 ind_telecommunications_serices 0.0540 0.0065 0.0004 tilt_INDUSTRY
2025-04-15 2025-04-16 ind_commercial_services_supplies 0.0681 0.0011 0.0001 tilt_INDUSTRY
2025-04-15 2025-04-16 value_gc 1.4507 -0.0010 -0.0014 alpha_VALUE
2025-04-15 2025-04-16 ind_uranium -0.0026 -0.0256 0.0001 tilt_INDUSTRY
2025-04-15 2025-04-16 ind_household_goods -0.0145 -0.0048 0.0001 tilt_INDUSTRY
2025-04-15 2025-04-16 fmom 0.8080 -0.0001 -0.0001 alpha_QUALITY
2025-04-15 2025-04-16 ind_machinery -0.0035 -0.0065 0.0000 tilt_INDUSTRY
2025-04-15 2025-04-16 ind_industrial_distribution -0.0030 -0.0005 0.0000 tilt_INDUSTRY
2025-04-15 2025-04-16 ind_containers_packaging -0.0054 0.0018 -0.0000 tilt_INDUSTRY
2025-04-15 2025-04-16 country_IN 0.0711 0.0053 0.0004 tilt_COUNTRY
2025-04-15 2025-04-16 ind_textiles_apparel -0.0119 -0.0023 0.0000 tilt_INDUSTRY
2025-04-15 2025-04-16 ind_construction_engineering -0.0330 0.0058 -0.0002 tilt_INDUSTRY
2025-04-15 2025-04-16 ind_integrated_hardware_software 0.0136 -0.0006 -0.0000 tilt_INDUSTRY
2025-04-15 2025-04-16 size_MID -0.0894 0.0019 -0.0002 tilt_SIZE
2025-04-15 2025-04-16 ind_pharmaceuticals -0.0846 -0.0048 0.0004 tilt_INDUSTRY
2025-04-15 2025-04-16 country_SG -0.0385 0.0047 -0.0002 tilt_COUNTRY
2025-04-15 2025-04-16 bcost NaN NaN -0.0003 cost
2025-04-15 2025-04-16 ind_homebuilding_building_products -0.0342 0.0032 -0.0001 tilt_INDUSTRY
2025-04-15 2025-04-16 impactCost NaN NaN -0.0002 cost
2025-04-15 2025-04-16 country_HK 0.0820 -0.0049 -0.0004 tilt_COUNTRY
2025-04-15 2025-04-16 ind_healthcare_equipment_supplies -0.0868 -0.0059 0.0005 tilt_INDUSTRY
2025-04-15 2025-04-16 ind_transportation_infrastructure -0.0428 0.0067 -0.0003 tilt_INDUSTRY
2025-04-15 2025-04-16 ind_coal -0.0520 0.0020 -0.0001 tilt_INDUSTRY
2025-04-15 2025-04-16 ind_insurance 0.0526 0.0072 0.0004 tilt_INDUSTRY
2025-04-15 2025-04-16 ind_freight_logistics 0.0486 0.0005 0.0000 tilt_INDUSTRY
2025-04-15 2025-04-16 ind_fintech -0.0042 0.0117 -0.0000 tilt_INDUSTRY
2025-04-15 2025-04-16 ind_food_drug_retail -0.0275 0.0085 -0.0002 tilt_INDUSTRY
2025-04-15 2025-04-16 ind_diversified_retail -0.0120 0.0050 -0.0001 tilt_INDUSTRY
2025-04-15 2025-04-16 country_NZ -0.0185 0.0003 -0.0000 tilt_COUNTRY
2025-04-15 2025-04-16 size_SMALL -0.0056 -0.0030 0.0000 tilt_SIZE
2025-04-15 2025-04-16 ind_leisure_products -0.0008 0.0019 -0.0000 tilt_INDUSTRY
2025-04-15 2025-04-16 market -0.0256 0.0056 -0.0001 risk_exposure
2025-04-15 2025-04-16 ind_chemicals 0.0002 -0.0040 -0.0000 tilt_INDUSTRY
2025-04-15 2025-04-16 ind_construction_materials -0.0044 -0.0006 0.0000 tilt_INDUSTRY
2025-04-15 2025-04-16 ind_banking_services 0.0813 0.0038 0.0003 tilt_INDUSTRY
2025-04-15 2025-04-16 ind_semiconductors -0.0052 -0.0029 0.0000 tilt_INDUSTRY
2025-04-15 2025-04-16 country_JP -0.0342 -0.0029 0.0001 tilt_COUNTRY
2025-04-15 2025-04-16 country_TW -0.0838 -0.0172 0.0014 tilt_COUNTRY
2025-04-15 2025-04-16 ind_electronic_equipment -0.0228 -0.0091 0.0002 tilt_INDUSTRY
2025-04-15 2025-04-16 ind_automobile -0.0301 -0.0082 0.0002 tilt_INDUSTRY
2025-04-16 2025-04-17 ind_diversified_retail -0.0123 -0.0059 0.0001 tilt_INDUSTRY
2025-04-16 2025-04-17 ind_electric_utilities_ipps -0.0273 -0.0014 0.0000 tilt_INDUSTRY
2025-04-16 2025-04-17 country_CN 0.0140 -0.0061 -0.0001 tilt_COUNTRY
2025-04-16 2025-04-17 reversal 1.2145 0.0006 0.0008 alpha_REVERSAL
2025-04-16 2025-04-17 ind_industrial_distribution -0.0033 -0.0038 0.0000 tilt_INDUSTRY
2025-04-16 2025-04-17 ind_containers_packaging -0.0060 -0.0043 0.0000 tilt_INDUSTRY
2025-04-16 2025-04-17 ind_household_goods -0.0131 0.0015 -0.0000 tilt_INDUSTRY
2025-04-16 2025-04-17 ind_household_products_services -0.0396 -0.0027 0.0001 tilt_INDUSTRY
2025-04-16 2025-04-17 ind_freight_logistics 0.0521 -0.0047 -0.0002 tilt_INDUSTRY
2025-04-16 2025-04-17 stability 4.6884 -0.0001 -0.0004 alpha_QUALITY
2025-04-16 2025-04-17 country_SG -0.0400 0.0105 -0.0004 tilt_COUNTRY
2025-04-16 2025-04-17 market -0.0242 0.0009 -0.0000 risk_exposure
2025-04-16 2025-04-17 country_PH 0.0000 -0.0022 -0.0000 tilt_COUNTRY
2025-04-16 2025-04-17 country_NZ -0.0191 0.0026 -0.0000 tilt_COUNTRY
2025-04-16 2025-04-17 country_MY 0.0066 -0.0005 -0.0000 tilt_COUNTRY
2025-04-16 2025-04-17 quality 2.5772 0.0004 0.0009 alpha_QUALITY
2025-04-16 2025-04-17 bcost NaN NaN -0.0003 cost
2025-04-16 2025-04-17 pdiscrepancy NaN NaN 0.0000 unexplained
2025-04-16 2025-04-17 neglect 0.9769 -0.0004 -0.0004 alpha_VALUE
2025-04-16 2025-04-17 revision 0.7889 -0.0004 -0.0003 alpha_REVISION
2025-04-16 2025-04-17 ind_food_tobacco 0.1260 -0.0012 -0.0002 tilt_INDUSTRY
2025-04-16 2025-04-17 momentum 0.1557 -0.0009 -0.0001 alpha_MOMENTUM
2025-04-16 2025-04-17 ind_insurance 0.0519 0.0021 0.0001 tilt_INDUSTRY
2025-04-16 2025-04-17 country_KR -0.0640 0.0066 -0.0004 tilt_COUNTRY
2025-04-16 2025-04-17 value_liq 1.0827 -0.0003 -0.0003 alpha_VALUE
2025-04-16 2025-04-17 sdiscrepancy NaN NaN 0.0003 unexplained
2025-04-16 2025-04-17 country_HK 0.0807 0.0059 0.0005 tilt_COUNTRY
2025-04-16 2025-04-17 ind_pharmaceuticals -0.0814 -0.0024 0.0002 tilt_INDUSTRY
2025-04-16 2025-04-17 country_TW -0.0822 -0.0067 0.0006 tilt_COUNTRY
2025-04-16 2025-04-17 ind_natural_gas_utilities -0.0005 -0.0004 0.0000 tilt_INDUSTRY
2025-04-16 2025-04-17 ind_semiconductors -0.0012 0.0006 -0.0000 tilt_INDUSTRY
2025-04-16 2025-04-17 ind_computers_phones_household_electronics 0.1162 0.0018 0.0002 tilt_INDUSTRY
2025-04-16 2025-04-17 ind_water_utilities -0.0074 -0.0026 0.0000 tilt_INDUSTRY
2025-04-16 2025-04-17 country_XH 0.1173 0.0061 0.0007 tilt_COUNTRY
2025-04-16 2025-04-17 ind_banking_services 0.0638 0.0040 0.0003 tilt_INDUSTRY
2025-04-16 2025-04-17 ind_biotechnology 0.0102 -0.0025 -0.0000 tilt_INDUSTRY
2025-04-16 2025-04-17 ind_passenger_transportation 0.0692 0.0005 0.0000 tilt_INDUSTRY
2025-04-16 2025-04-17 ind_machinery -0.0075 0.0002 -0.0000 tilt_INDUSTRY
2025-04-16 2025-04-17 size_SMALL -0.0072 0.0006 -0.0000 tilt_SIZE
2025-04-16 2025-04-17 impactCost NaN NaN -0.0001 cost
2025-04-16 2025-04-17 ind_aerospace_defense -0.0145 0.0033 -0.0000 tilt_INDUSTRY
2025-04-16 2025-04-17 ind_uranium -0.0027 0.0106 -0.0000 tilt_INDUSTRY
2025-04-16 2025-04-17 ind_communications_equipment -0.0100 -0.0042 0.0000 tilt_INDUSTRY
2025-04-16 2025-04-17 ind_specialty_reatil 0.0003 -0.0021 -0.0000 tilt_INDUSTRY
2025-04-16 2025-04-17 fcost NaN NaN -0.0000 cost
2025-04-16 2025-04-17 ind_transportation_infrastructure -0.0332 -0.0043 0.0001 tilt_INDUSTRY
2025-04-16 2025-04-17 ind_fintech -0.0043 -0.0051 0.0000 tilt_INDUSTRY
2025-04-16 2025-04-17 ind_software_it_services 0.1298 0.0005 0.0001 tilt_INDUSTRY
2025-04-16 2025-04-17 ind_electronic_equipment -0.0230 -0.0017 0.0000 tilt_INDUSTRY
2025-04-16 2025-04-17 ind_beverages -0.0672 0.0063 -0.0004 tilt_INDUSTRY
2025-04-16 2025-04-17 country_JP -0.0305 0.0077 -0.0002 tilt_COUNTRY
2025-04-16 2025-04-17 size_MICRO -0.0037 0.0074 -0.0000 tilt_SIZE
2025-04-16 2025-04-17 ind_hotels_entertainment -0.0650 -0.0044 0.0003 tilt_INDUSTRY
2025-04-16 2025-04-17 ind_multiline_utilities -0.0111 -0.0009 0.0000 tilt_INDUSTRY
2025-04-16 2025-04-17 ind_construction_engineering -0.0364 -0.0005 0.0000 tilt_INDUSTRY
2025-04-16 2025-04-17 country_AU -0.1017 0.0081 -0.0008 tilt_COUNTRY
2025-04-16 2025-04-17 ind_integrated_hardware_software 0.0138 -0.0020 -0.0000 tilt_INDUSTRY
2025-04-16 2025-04-17 country_IN 0.0730 0.0048 0.0003 tilt_COUNTRY
2025-04-16 2025-04-17 ind_oil_gas_equipment_services -0.0137 -0.0002 0.0000 tilt_INDUSTRY
2025-04-16 2025-04-17 ind_homebuilding_building_products -0.0351 0.0035 -0.0001 tilt_INDUSTRY
2025-04-16 2025-04-17 ind_telecommunications_serices 0.0551 -0.0035 -0.0002 tilt_INDUSTRY
2025-04-16 2025-04-17 ind_chemicals 0.0045 -0.0001 -0.0000 tilt_INDUSTRY
2025-04-16 2025-04-17 ind_oil_gas 0.0108 0.0079 0.0001 tilt_INDUSTRY
2025-04-16 2025-04-17 ind_renewable_energy 0.0275 -0.0053 -0.0001 tilt_INDUSTRY
2025-04-16 2025-04-17 ind_consumer_goods_conglomerates 0.0086 0.0083 0.0001 tilt_INDUSTRY
2025-04-16 2025-04-17 ind_healthcare_equipment_supplies -0.0915 -0.0013 0.0001 tilt_INDUSTRY
2025-04-16 2025-04-17 ind_coal -0.0530 -0.0013 0.0001 tilt_INDUSTRY
2025-04-16 2025-04-17 ind_holding_companies -0.0038 -0.0069 0.0000 tilt_INDUSTRY
2025-04-16 2025-04-17 specret NaN NaN -0.0006 unexplained
2025-04-16 2025-04-17 country_TH -0.0141 0.0034 -0.0000 tilt_COUNTRY
2025-04-16 2025-04-17 fmom 0.7699 0.0008 0.0006 alpha_QUALITY
2025-04-16 2025-04-17 country_ID 0.0358 0.0018 0.0001 tilt_COUNTRY
2025-04-16 2025-04-17 ind_metals_mining -0.1425 -0.0003 0.0000 tilt_INDUSTRY
2025-04-16 2025-04-17 ind_commercial_services_supplies 0.0689 -0.0021 -0.0001 tilt_INDUSTRY
2025-04-16 2025-04-17 linkage 0.3729 0.0004 0.0001 alpha_MOMENTUM
2025-04-16 2025-04-17 ind_investment_services 0.0659 -0.0014 -0.0001 tilt_INDUSTRY
2025-04-16 2025-04-17 ind_office_equipment 0.0003 -0.0017 -0.0000 tilt_INDUSTRY
2025-04-16 2025-04-17 size_LARGE 0.0712 0.0005 0.0000 tilt_SIZE
2025-04-16 2025-04-17 ind_leisure_products -0.0006 0.0063 -0.0000 tilt_INDUSTRY
2025-04-16 2025-04-17 ind_food_drug_retail -0.0230 -0.0047 0.0001 tilt_INDUSTRY
2025-04-16 2025-04-17 sbeta_market 0.0682 0.0036 0.0002 risk_exposure
2025-04-16 2025-04-17 ind_construction_materials -0.0043 0.0028 -0.0000 tilt_INDUSTRY
2025-04-16 2025-04-17 value_gc 1.5461 -0.0001 -0.0002 alpha_VALUE
2025-04-16 2025-04-17 ind_textiles_apparel -0.0099 0.0025 -0.0000 tilt_INDUSTRY
2025-04-16 2025-04-17 size_MID -0.0845 -0.0011 0.0001 tilt_SIZE
2025-04-16 2025-04-17 ind_media_publishing -0.0258 -0.0042 0.0001 tilt_INDUSTRY
2025-04-16 2025-04-17 linearCost NaN NaN -0.0001 cost
2025-04-16 2025-04-17 ind_healthcare_providers_services 0.0194 0.0013 0.0000 tilt_INDUSTRY
2025-04-16 2025-04-17 ind_real_estate_operations -0.0113 0.0073 -0.0001 tilt_INDUSTRY
2025-04-16 2025-04-17 ind_paper_forestry -0.0066 0.0038 -0.0000 tilt_INDUSTRY
2025-04-16 2025-04-17 ind_automobile -0.0292 -0.0038 0.0001 tilt_INDUSTRY
2025-04-17 2025-04-18 fmom 0.7317 -0.0000 -0.0000 alpha_QUALITY
2025-04-17 2025-04-18 country_AU -0.0977 -0.0037 0.0004 tilt_COUNTRY
2025-04-17 2025-04-18 ind_industrial_distribution -0.0035 0.0014 -0.0000 tilt_INDUSTRY
2025-04-17 2025-04-18 ind_specialty_reatil 0.0018 0.0046 0.0000 tilt_INDUSTRY
2025-04-17 2025-04-18 neglect 0.9385 0.0001 0.0001 alpha_VALUE
2025-04-17 2025-04-18 country_HK 0.0773 -0.0022 -0.0002 tilt_COUNTRY
2025-04-17 2025-04-18 value_liq 1.0120 0.0007 0.0007 alpha_VALUE
2025-04-17 2025-04-18 ind_real_estate_operations -0.0135 0.0017 -0.0000 tilt_INDUSTRY
2025-04-17 2025-04-18 ind_telecommunications_serices 0.0554 -0.0006 -0.0000 tilt_INDUSTRY
2025-04-17 2025-04-18 impactCost NaN NaN -0.0001 cost
2025-04-17 2025-04-18 ind_banking_services 0.0641 0.0027 0.0002 tilt_INDUSTRY
2025-04-17 2025-04-18 ind_software_it_services 0.1230 0.0014 0.0002 tilt_INDUSTRY
2025-04-17 2025-04-18 ind_renewable_energy 0.0263 -0.0008 -0.0000 tilt_INDUSTRY
2025-04-17 2025-04-18 ind_coal -0.0512 -0.0032 0.0002 tilt_INDUSTRY
2025-04-17 2025-04-18 quality 2.5260 0.0004 0.0010 alpha_QUALITY
2025-04-17 2025-04-18 ind_diversified_retail -0.0120 -0.0002 0.0000 tilt_INDUSTRY
2025-04-17 2025-04-18 ind_office_equipment 0.0002 -0.0072 -0.0000 tilt_INDUSTRY
2025-04-17 2025-04-18 country_MY 0.0063 0.0076 0.0000 tilt_COUNTRY
2025-04-17 2025-04-18 size_MID -0.0848 0.0004 -0.0000 tilt_SIZE
2025-04-17 2025-04-18 ind_automobile -0.0273 0.0020 -0.0001 tilt_INDUSTRY
2025-04-17 2025-04-18 size_LARGE 0.0782 -0.0008 -0.0001 tilt_SIZE
2025-04-17 2025-04-18 ind_household_goods -0.0127 -0.0028 0.0000 tilt_INDUSTRY
2025-04-17 2025-04-18 ind_household_products_services -0.0390 -0.0063 0.0002 tilt_INDUSTRY
2025-04-17 2025-04-18 ind_food_drug_retail -0.0199 -0.0001 0.0000 tilt_INDUSTRY
2025-04-17 2025-04-18 ind_homebuilding_building_products -0.0344 -0.0012 0.0000 tilt_INDUSTRY
2025-04-17 2025-04-18 ind_natural_gas_utilities -0.0005 0.0009 -0.0000 tilt_INDUSTRY
2025-04-17 2025-04-18 ind_semiconductors 0.0070 -0.0043 -0.0000 tilt_INDUSTRY
2025-04-17 2025-04-18 country_NZ -0.0181 -0.0015 0.0000 tilt_COUNTRY
2025-04-17 2025-04-18 pdiscrepancy NaN NaN 0.0000 unexplained
2025-04-17 2025-04-18 ind_aerospace_defense -0.0128 -0.0059 0.0001 tilt_INDUSTRY
2025-04-17 2025-04-18 ind_communications_equipment -0.0099 0.0105 -0.0001 tilt_INDUSTRY
2025-04-17 2025-04-18 stability 4.5670 0.0004 0.0016 alpha_QUALITY
2025-04-17 2025-04-18 ind_multiline_utilities -0.0107 0.0005 -0.0000 tilt_INDUSTRY
2025-04-17 2025-04-18 country_IN 0.0697 -0.0032 -0.0002 tilt_COUNTRY
2025-04-17 2025-04-18 ind_commercial_services_supplies 0.0661 0.0000 0.0000 tilt_INDUSTRY
2025-04-17 2025-04-18 value_gc 1.4959 0.0001 0.0002 alpha_VALUE
2025-04-17 2025-04-18 ind_integrated_hardware_software 0.0133 0.0008 0.0000 tilt_INDUSTRY
2025-04-17 2025-04-18 size_SMALL -0.0116 0.0003 -0.0000 tilt_SIZE
2025-04-17 2025-04-18 ind_healthcare_providers_services 0.0180 -0.0001 -0.0000 tilt_INDUSTRY
2025-04-17 2025-04-18 ind_passenger_transportation 0.0665 -0.0022 -0.0001 tilt_INDUSTRY
2025-04-17 2025-04-18 ind_machinery -0.0136 -0.0004 0.0000 tilt_INDUSTRY
2025-04-17 2025-04-18 country_XH 0.1127 -0.0021 -0.0002 tilt_COUNTRY
2025-04-17 2025-04-18 ind_water_utilities -0.0069 -0.0049 0.0000 tilt_INDUSTRY
2025-04-17 2025-04-18 ind_biotechnology 0.0090 0.0039 0.0000 tilt_INDUSTRY
2025-04-17 2025-04-18 country_TW -0.0722 -0.0026 0.0002 tilt_COUNTRY
2025-04-17 2025-04-18 country_SG -0.0391 -0.0032 0.0001 tilt_COUNTRY
2025-04-17 2025-04-18 ind_paper_forestry -0.0075 -0.0025 0.0000 tilt_INDUSTRY
2025-04-17 2025-04-18 market -0.0235 0.0036 -0.0001 risk_exposure
2025-04-17 2025-04-18 ind_leisure_products -0.0005 -0.0026 0.0000 tilt_INDUSTRY
2025-04-17 2025-04-18 ind_oil_gas_equipment_services -0.0134 0.0050 -0.0001 tilt_INDUSTRY
2025-04-17 2025-04-18 ind_containers_packaging -0.0060 0.0013 -0.0000 tilt_INDUSTRY
2025-04-17 2025-04-18 sbeta_market 0.0563 -0.0013 -0.0001 risk_exposure
2025-04-17 2025-04-18 reversal 0.9865 0.0011 0.0011 alpha_REVERSAL
2025-04-17 2025-04-18 country_KR -0.0634 0.0018 -0.0001 tilt_COUNTRY
2025-04-17 2025-04-18 linearCost NaN NaN -0.0001 cost
2025-04-17 2025-04-18 ind_investment_services 0.0626 0.0040 0.0003 tilt_INDUSTRY
2025-04-17 2025-04-18 linkage 0.3311 0.0001 0.0000 alpha_MOMENTUM
2025-04-17 2025-04-18 ind_food_tobacco 0.1217 -0.0069 -0.0008 tilt_INDUSTRY
2025-04-17 2025-04-18 country_ID 0.0352 -0.0034 -0.0001 tilt_COUNTRY
2025-04-17 2025-04-18 country_TH -0.0105 0.0066 -0.0001 tilt_COUNTRY
2025-04-17 2025-04-18 specret NaN NaN -0.0023 unexplained
2025-04-17 2025-04-18 ind_healthcare_equipment_supplies -0.0894 -0.0034 0.0003 tilt_INDUSTRY
2025-04-17 2025-04-18 ind_consumer_goods_conglomerates 0.0080 -0.0014 -0.0000 tilt_INDUSTRY
2025-04-17 2025-04-18 ind_chemicals 0.0113 -0.0022 -0.0000 tilt_INDUSTRY
2025-04-17 2025-04-18 ind_construction_materials -0.0040 -0.0028 0.0000 tilt_INDUSTRY
2025-04-17 2025-04-18 size_MICRO -0.0053 -0.0012 0.0000 tilt_SIZE
2025-04-17 2025-04-18 ind_uranium -0.0027 0.0006 -0.0000 tilt_INDUSTRY
2025-04-17 2025-04-18 momentum 0.1558 0.0011 0.0002 alpha_MOMENTUM
2025-04-17 2025-04-18 ind_oil_gas 0.0126 0.0017 0.0000 tilt_INDUSTRY
2025-04-17 2025-04-18 sdiscrepancy NaN NaN 0.0000 unexplained
2025-04-17 2025-04-18 country_CN 0.0154 -0.0018 -0.0000 tilt_COUNTRY
2025-04-17 2025-04-18 ind_computers_phones_household_electronics 0.1131 0.0013 0.0001 tilt_INDUSTRY
2025-04-17 2025-04-18 ind_pharmaceuticals -0.0825 -0.0010 0.0001 tilt_INDUSTRY
2025-04-17 2025-04-18 ind_freight_logistics 0.0532 0.0017 0.0001 tilt_INDUSTRY
2025-04-17 2025-04-18 ind_media_publishing -0.0262 0.0037 -0.0001 tilt_INDUSTRY
2025-04-17 2025-04-18 fcost NaN NaN -0.0000 cost
2025-04-17 2025-04-18 ind_electric_utilities_ipps -0.0256 -0.0035 0.0001 tilt_INDUSTRY
2025-04-17 2025-04-18 ind_beverages -0.0630 -0.0059 0.0004 tilt_INDUSTRY
2025-04-17 2025-04-18 ind_textiles_apparel -0.0085 -0.0030 0.0000 tilt_INDUSTRY
2025-04-17 2025-04-18 ind_transportation_infrastructure -0.0360 -0.0038 0.0001 tilt_INDUSTRY
2025-04-17 2025-04-18 ind_insurance 0.0484 0.0005 0.0000 tilt_INDUSTRY
2025-04-17 2025-04-18 revision 0.8010 0.0005 0.0004 alpha_REVISION
2025-04-17 2025-04-18 ind_fintech -0.0041 0.0072 -0.0000 tilt_INDUSTRY
2025-04-17 2025-04-18 country_JP -0.0392 0.0095 -0.0004 tilt_COUNTRY
2025-04-17 2025-04-18 ind_hotels_entertainment -0.0654 -0.0026 0.0002 tilt_INDUSTRY
2025-04-17 2025-04-18 bcost NaN NaN -0.0003 cost
2025-04-17 2025-04-18 ind_construction_engineering -0.0376 0.0053 -0.0002 tilt_INDUSTRY
2025-04-17 2025-04-18 ind_metals_mining -0.1375 0.0003 -0.0000 tilt_INDUSTRY
2025-04-17 2025-04-18 ind_holding_companies -0.0036 -0.0008 0.0000 tilt_INDUSTRY
2025-04-17 2025-04-18 ind_electronic_equipment -0.0226 0.0052 -0.0001 tilt_INDUSTRY
2025-04-17 2025-04-18 country_PH 0.0000 -0.0031 -0.0000 tilt_COUNTRY
2025-04-18 2025-04-21 country_ID 0.0387 0.0031 0.0001 tilt_COUNTRY
2025-04-18 2025-04-21 quality 2.6375 0.0002 0.0006 alpha_QUALITY
2025-04-18 2025-04-21 country_MY 0.0063 -0.0008 -0.0000 tilt_COUNTRY
2025-04-18 2025-04-21 stability 4.6328 0.0001 0.0004 alpha_QUALITY
2025-04-18 2025-04-21 ind_beverages -0.0646 -0.0107 0.0007 tilt_INDUSTRY
2025-04-18 2025-04-21 reversal 0.8730 0.0018 0.0016 alpha_REVERSAL
2025-04-18 2025-04-21 ind_real_estate_operations -0.0129 -0.0049 0.0001 tilt_INDUSTRY
2025-04-18 2025-04-21 ind_pharmaceuticals -0.0906 -0.0016 0.0001 tilt_INDUSTRY
2025-04-18 2025-04-21 ind_paper_forestry -0.0086 0.0124 -0.0001 tilt_INDUSTRY
2025-04-18 2025-04-21 ind_biotechnology 0.0083 0.0000 0.0000 tilt_INDUSTRY
2025-04-18 2025-04-21 ind_household_products_services -0.0397 -0.0020 0.0001 tilt_INDUSTRY
2025-04-18 2025-04-21 ind_banking_services 0.0646 0.0007 0.0000 tilt_INDUSTRY
2025-04-18 2025-04-21 value_liq 1.0025 -0.0015 -0.0015 alpha_VALUE
2025-04-18 2025-04-21 ind_passenger_transportation 0.0671 0.0049 0.0003 tilt_INDUSTRY
2025-04-18 2025-04-21 size_MICRO -0.0069 -0.0039 0.0000 tilt_SIZE
2025-04-18 2025-04-21 ind_oil_gas_equipment_services -0.0135 -0.0042 0.0001 tilt_INDUSTRY
2025-04-18 2025-04-21 size_MID -0.0907 0.0004 -0.0000 tilt_SIZE
2025-04-18 2025-04-21 ind_specialty_reatil 0.0039 -0.0011 -0.0000 tilt_INDUSTRY
2025-04-18 2025-04-21 ind_diversified_retail -0.0120 0.0017 -0.0000 tilt_INDUSTRY
2025-04-18 2025-04-21 fcost NaN NaN -0.0001 cost
2025-04-18 2025-04-21 ind_transportation_infrastructure -0.0404 -0.0064 0.0003 tilt_INDUSTRY
2025-04-18 2025-04-21 ind_insurance 0.0512 -0.0006 -0.0000 tilt_INDUSTRY
2025-04-18 2025-04-21 country_JP -0.0649 -0.0094 0.0006 tilt_COUNTRY
2025-04-18 2025-04-21 country_CN 0.0186 0.0046 0.0001 tilt_COUNTRY
2025-04-18 2025-04-21 ind_construction_engineering -0.0405 -0.0027 0.0001 tilt_INDUSTRY
2025-04-18 2025-04-21 ind_containers_packaging -0.0062 -0.0001 0.0000 tilt_INDUSTRY
2025-04-18 2025-04-21 ind_machinery -0.0266 -0.0003 0.0000 tilt_INDUSTRY
2025-04-18 2025-04-21 ind_uranium -0.0027 -0.0055 0.0000 tilt_INDUSTRY
2025-04-18 2025-04-21 country_XH 0.1127 -0.0054 -0.0006 tilt_COUNTRY
2025-04-18 2025-04-21 ind_water_utilities -0.0069 -0.0055 0.0000 tilt_INDUSTRY
2025-04-18 2025-04-21 country_TW -0.0518 -0.0202 0.0010 tilt_COUNTRY
2025-04-18 2025-04-21 ind_leisure_products 0.0003 -0.0041 -0.0000 tilt_INDUSTRY
2025-04-18 2025-04-21 country_SG -0.0402 0.0129 -0.0005 tilt_COUNTRY
2025-04-18 2025-04-21 market -0.0240 -0.0034 0.0001 risk_exposure
2025-04-18 2025-04-21 sbeta_market 0.0497 0.0065 0.0003 risk_exposure
2025-04-18 2025-04-21 ind_construction_materials -0.0040 -0.0069 0.0000 tilt_INDUSTRY
2025-04-18 2025-04-21 country_KR -0.0659 -0.0004 0.0000 tilt_COUNTRY
2025-04-18 2025-04-21 linearCost NaN NaN -0.0001 cost
2025-04-18 2025-04-21 ind_investment_services 0.0625 -0.0019 -0.0001 tilt_INDUSTRY
2025-04-18 2025-04-21 linkage 0.2961 -0.0003 -0.0001 alpha_MOMENTUM
2025-04-18 2025-04-21 country_TH -0.0108 -0.0133 0.0001 tilt_COUNTRY
2025-04-18 2025-04-21 specret NaN NaN -0.0008 unexplained
2025-04-18 2025-04-21 ind_consumer_goods_conglomerates 0.0085 -0.0075 -0.0001 tilt_INDUSTRY
2025-04-18 2025-04-21 ind_integrated_hardware_software 0.0134 0.0107 0.0001 tilt_INDUSTRY
2025-04-18 2025-04-21 ind_media_publishing -0.0269 -0.0002 0.0000 tilt_INDUSTRY
2025-04-18 2025-04-21 ind_computers_phones_household_electronics 0.1157 0.0012 0.0001 tilt_INDUSTRY
2025-04-18 2025-04-21 momentum 0.1000 -0.0000 -0.0000 alpha_MOMENTUM
2025-04-18 2025-04-21 revision 0.7555 0.0011 0.0009 alpha_REVISION
2025-04-18 2025-04-21 ind_coal -0.0516 -0.0058 0.0003 tilt_INDUSTRY
2025-04-18 2025-04-21 ind_office_equipment 0.0002 -0.0050 -0.0000 tilt_INDUSTRY
2025-04-18 2025-04-21 ind_renewable_energy 0.0265 -0.0033 -0.0001 tilt_INDUSTRY
2025-04-18 2025-04-21 ind_automobile -0.0276 0.0020 -0.0001 tilt_INDUSTRY
2025-04-18 2025-04-21 size_LARGE 0.0881 -0.0048 -0.0004 tilt_SIZE
2025-04-18 2025-04-21 ind_commercial_services_supplies 0.0687 0.0033 0.0002 tilt_INDUSTRY
2025-04-18 2025-04-21 ind_natural_gas_utilities -0.0005 0.0066 -0.0000 tilt_INDUSTRY
2025-04-18 2025-04-21 ind_semiconductors 0.0179 -0.0015 -0.0000 tilt_INDUSTRY
2025-04-18 2025-04-21 country_NZ -0.0182 0.0036 -0.0001 tilt_COUNTRY
2025-04-18 2025-04-21 pdiscrepancy NaN NaN 0.0000 unexplained
2025-04-18 2025-04-21 ind_aerospace_defense -0.0133 0.0053 -0.0001 tilt_INDUSTRY
2025-04-18 2025-04-21 ind_communications_equipment -0.0099 -0.0015 0.0000 tilt_INDUSTRY
2025-04-18 2025-04-21 ind_oil_gas 0.0127 0.0013 0.0000 tilt_INDUSTRY
2025-04-18 2025-04-21 ind_multiline_utilities -0.0108 -0.0006 0.0000 tilt_INDUSTRY
2025-04-18 2025-04-21 ind_software_it_services 0.1252 0.0060 0.0008 tilt_INDUSTRY
2025-04-18 2025-04-21 neglect 0.9331 0.0000 0.0000 alpha_VALUE
2025-04-18 2025-04-21 impactCost NaN NaN -0.0002 cost
2025-04-18 2025-04-21 country_HK 0.0773 -0.0027 -0.0002 tilt_COUNTRY
2025-04-18 2025-04-21 ind_telecommunications_serices 0.0608 0.0056 0.0003 tilt_INDUSTRY
2025-04-18 2025-04-21 fmom 0.7562 -0.0001 -0.0001 alpha_QUALITY
2025-04-18 2025-04-21 ind_industrial_distribution -0.0034 -0.0019 0.0000 tilt_INDUSTRY
2025-04-18 2025-04-21 size_SMALL -0.0144 0.0037 -0.0001 tilt_SIZE
2025-04-18 2025-04-21 ind_metals_mining -0.1400 0.0042 -0.0006 tilt_INDUSTRY
2025-04-18 2025-04-21 ind_textiles_apparel -0.0086 -0.0035 0.0000 tilt_INDUSTRY
2025-04-18 2025-04-21 sdiscrepancy NaN NaN 0.0001 unexplained
2025-04-18 2025-04-21 country_PH 0.0000 0.0008 0.0000 tilt_COUNTRY
2025-04-18 2025-04-21 country_IN 0.0719 0.0185 0.0013 tilt_COUNTRY
2025-04-18 2025-04-21 ind_electric_utilities_ipps -0.0249 -0.0002 0.0000 tilt_INDUSTRY
2025-04-18 2025-04-21 ind_chemicals 0.0193 -0.0024 -0.0000 tilt_INDUSTRY
2025-04-18 2025-04-21 ind_freight_logistics 0.0547 -0.0029 -0.0002 tilt_INDUSTRY
2025-04-18 2025-04-21 ind_food_drug_retail -0.0199 0.0046 -0.0001 tilt_INDUSTRY
2025-04-18 2025-04-21 ind_food_tobacco 0.1254 -0.0022 -0.0003 tilt_INDUSTRY
2025-04-18 2025-04-21 ind_healthcare_equipment_supplies -0.0914 -0.0012 0.0001 tilt_INDUSTRY
2025-04-18 2025-04-21 ind_household_goods -0.0127 0.0028 -0.0000 tilt_INDUSTRY
2025-04-18 2025-04-21 ind_hotels_entertainment -0.0685 0.0011 -0.0001 tilt_INDUSTRY
2025-04-18 2025-04-21 ind_healthcare_providers_services 0.0177 -0.0033 -0.0001 tilt_INDUSTRY
2025-04-18 2025-04-21 ind_fintech -0.0042 0.0005 -0.0000 tilt_INDUSTRY
2025-04-18 2025-04-21 country_AU -0.0978 0.0012 -0.0001 tilt_COUNTRY
2025-04-18 2025-04-21 ind_electronic_equipment -0.0259 0.0020 -0.0001 tilt_INDUSTRY
2025-04-18 2025-04-21 value_gc 1.5622 -0.0006 -0.0009 alpha_VALUE
2025-04-18 2025-04-21 ind_homebuilding_building_products -0.0347 -0.0068 0.0002 tilt_INDUSTRY
2025-04-18 2025-04-21 ind_holding_companies -0.0036 0.0156 -0.0001 tilt_INDUSTRY
2025-04-18 2025-04-21 bcost NaN NaN -0.0009 cost
2025-04-21 2025-04-22 ind_hotels_entertainment -0.0695 -0.0049 0.0003 tilt_INDUSTRY
2025-04-21 2025-04-22 ind_industrial_distribution -0.0022 0.0235 -0.0001 tilt_INDUSTRY
2025-04-21 2025-04-22 country_NZ -0.0179 -0.0352 0.0006 tilt_COUNTRY
2025-04-21 2025-04-22 ind_electronic_equipment -0.0326 -0.0053 0.0002 tilt_INDUSTRY
2025-04-21 2025-04-22 ind_coal -0.0523 -0.0049 0.0003 tilt_INDUSTRY
2025-04-21 2025-04-22 ind_renewable_energy 0.0267 -0.0022 -0.0001 tilt_INDUSTRY
2025-04-21 2025-04-22 ind_uranium -0.0027 -0.0889 0.0002 tilt_INDUSTRY
2025-04-21 2025-04-22 ind_media_publishing -0.0248 -0.0014 0.0000 tilt_INDUSTRY
2025-04-21 2025-04-22 ind_oil_gas 0.0103 -0.0027 -0.0000 tilt_INDUSTRY
2025-04-21 2025-04-22 ind_construction_engineering -0.0462 -0.0017 0.0001 tilt_INDUSTRY
2025-04-21 2025-04-22 impactCost NaN NaN -0.0002 cost
2025-04-21 2025-04-22 revision 0.7590 0.0012 0.0009 alpha_REVISION
2025-04-21 2025-04-22 ind_machinery -0.0284 -0.0028 0.0001 tilt_INDUSTRY
2025-04-21 2025-04-22 country_PH 0.0000 -0.0036 -0.0000 tilt_COUNTRY
2025-04-21 2025-04-22 bcost NaN NaN -0.0003 cost
2025-04-21 2025-04-22 size_MID -0.0939 -0.0003 0.0000 tilt_SIZE
2025-04-21 2025-04-22 ind_homebuilding_building_products -0.0344 -0.0011 0.0000 tilt_INDUSTRY
2025-04-21 2025-04-22 value_gc 1.6215 -0.0008 -0.0012 alpha_VALUE
2025-04-21 2025-04-22 neglect 0.9515 0.0004 0.0004 alpha_VALUE
2025-04-21 2025-04-22 ind_textiles_apparel -0.0079 -0.0023 0.0000 tilt_INDUSTRY
2025-04-21 2025-04-22 ind_fintech -0.0049 0.0138 -0.0001 tilt_INDUSTRY
2025-04-21 2025-04-22 ind_automobile -0.0280 -0.0022 0.0001 tilt_INDUSTRY
2025-04-21 2025-04-22 country_JP -0.0721 -0.0000 0.0000 tilt_COUNTRY
2025-04-21 2025-04-22 ind_leisure_products 0.0014 -0.0044 -0.0000 tilt_INDUSTRY
2025-04-21 2025-04-22 size_LARGE 0.0855 -0.0028 -0.0002 tilt_SIZE
2025-04-21 2025-04-22 ind_electric_utilities_ipps -0.0219 -0.0011 0.0000 tilt_INDUSTRY
2025-04-21 2025-04-22 ind_banking_services 0.0694 0.0023 0.0002 tilt_INDUSTRY
2025-04-21 2025-04-22 ind_household_goods -0.0132 0.0003 -0.0000 tilt_INDUSTRY
2025-04-21 2025-04-22 ind_passenger_transportation 0.0674 -0.0004 -0.0000 tilt_INDUSTRY
2025-04-21 2025-04-22 ind_beverages -0.0678 0.0030 -0.0002 tilt_INDUSTRY
2025-04-21 2025-04-22 country_MY 0.0064 -0.0160 -0.0001 tilt_COUNTRY
2025-04-21 2025-04-22 ind_multiline_utilities -0.0109 -0.0107 0.0001 tilt_INDUSTRY
2025-04-21 2025-04-22 size_MICRO -0.0079 0.0056 -0.0000 tilt_SIZE
2025-04-21 2025-04-22 country_TH -0.0199 0.0044 -0.0001 tilt_COUNTRY
2025-04-21 2025-04-22 ind_household_products_services -0.0400 0.0044 -0.0002 tilt_INDUSTRY
2025-04-21 2025-04-22 country_AU -0.0995 -0.0130 0.0013 tilt_COUNTRY
2025-04-21 2025-04-22 ind_communications_equipment -0.0105 -0.0055 0.0001 tilt_INDUSTRY
2025-04-21 2025-04-22 ind_water_utilities -0.0071 -0.0033 0.0000 tilt_INDUSTRY
2025-04-21 2025-04-22 country_KR -0.0686 -0.0054 0.0004 tilt_COUNTRY
2025-04-21 2025-04-22 ind_telecommunications_serices 0.0646 -0.0018 -0.0001 tilt_INDUSTRY
2025-04-21 2025-04-22 ind_healthcare_equipment_supplies -0.0929 0.0022 -0.0002 tilt_INDUSTRY
2025-04-21 2025-04-22 ind_food_tobacco 0.1300 0.0022 0.0003 tilt_INDUSTRY
2025-04-21 2025-04-22 ind_natural_gas_utilities -0.0004 0.0052 -0.0000 tilt_INDUSTRY
2025-04-21 2025-04-22 market -0.0267 0.0076 -0.0002 risk_exposure
2025-04-21 2025-04-22 ind_biotechnology 0.0073 0.0124 0.0001 tilt_INDUSTRY
2025-04-21 2025-04-22 stability 4.7501 -0.0003 -0.0016 alpha_QUALITY
2025-04-21 2025-04-22 country_HK 0.0719 0.0113 0.0008 tilt_COUNTRY
2025-04-21 2025-04-22 ind_diversified_retail -0.0103 -0.0004 0.0000 tilt_INDUSTRY
2025-04-21 2025-04-22 momentum 0.1286 -0.0004 -0.0000 alpha_MOMENTUM
2025-04-21 2025-04-22 value_liq 0.9905 0.0010 0.0010 alpha_VALUE
2025-04-21 2025-04-22 ind_computers_phones_household_electronics 0.1205 -0.0052 -0.0006 tilt_INDUSTRY
2025-04-21 2025-04-22 ind_metals_mining -0.1445 0.0039 -0.0006 tilt_INDUSTRY
2025-04-21 2025-04-22 linkage 0.2722 0.0005 0.0001 alpha_MOMENTUM
2025-04-21 2025-04-22 country_XH 0.1156 0.0188 0.0022 tilt_COUNTRY
2025-04-21 2025-04-22 ind_real_estate_operations -0.0120 0.0038 -0.0000 tilt_INDUSTRY
2025-04-21 2025-04-22 ind_healthcare_providers_services 0.0102 -0.0035 -0.0000 tilt_INDUSTRY
2025-04-21 2025-04-22 fmom 0.7521 -0.0000 -0.0000 alpha_QUALITY
2025-04-21 2025-04-22 size_SMALL -0.0104 0.0023 -0.0000 tilt_SIZE
2025-04-21 2025-04-22 country_SG -0.0422 0.0064 -0.0003 tilt_COUNTRY
2025-04-21 2025-04-22 ind_office_equipment 0.0002 -0.0018 -0.0000 tilt_INDUSTRY
2025-04-21 2025-04-22 ind_commercial_services_supplies 0.0712 -0.0011 -0.0001 tilt_INDUSTRY
2025-04-21 2025-04-22 ind_holding_companies -0.0034 -0.0047 0.0000 tilt_INDUSTRY
2025-04-21 2025-04-22 ind_food_drug_retail -0.0200 0.0079 -0.0002 tilt_INDUSTRY
2025-04-21 2025-04-22 ind_pharmaceuticals -0.0965 0.0067 -0.0007 tilt_INDUSTRY
2025-04-21 2025-04-22 ind_specialty_reatil 0.0082 0.0011 0.0000 tilt_INDUSTRY
2025-04-21 2025-04-22 ind_software_it_services 0.1264 -0.0056 -0.0007 tilt_INDUSTRY
2025-04-21 2025-04-22 quality 2.7478 -0.0003 -0.0007 alpha_QUALITY
2025-04-21 2025-04-22 ind_paper_forestry -0.0096 0.0085 -0.0001 tilt_INDUSTRY
2025-04-21 2025-04-22 country_ID 0.0424 0.0060 0.0003 tilt_COUNTRY
2025-04-21 2025-04-22 ind_transportation_infrastructure -0.0447 -0.0017 0.0001 tilt_INDUSTRY
2025-04-21 2025-04-22 ind_containers_packaging -0.0065 0.0012 -0.0000 tilt_INDUSTRY
2025-04-21 2025-04-22 sbeta_market 0.0464 -0.0081 -0.0004 risk_exposure
2025-04-21 2025-04-22 ind_oil_gas_equipment_services -0.0138 0.0009 -0.0000 tilt_INDUSTRY
2025-04-21 2025-04-22 linearCost NaN NaN -0.0002 cost
2025-04-21 2025-04-22 pdiscrepancy NaN NaN 0.0000 unexplained
2025-04-21 2025-04-22 country_CN 0.0243 0.0017 0.0000 tilt_COUNTRY
2025-04-21 2025-04-22 fcost NaN NaN -0.0000 cost
2025-04-21 2025-04-22 ind_aerospace_defense -0.0149 -0.0007 0.0000 tilt_INDUSTRY
2025-04-21 2025-04-22 ind_consumer_goods_conglomerates 0.0090 -0.0098 -0.0001 tilt_INDUSTRY
2025-04-21 2025-04-22 ind_insurance 0.0506 0.0037 0.0002 tilt_INDUSTRY
2025-04-21 2025-04-22 ind_investment_services 0.0589 0.0042 0.0002 tilt_INDUSTRY
2025-04-21 2025-04-22 country_IN 0.0685 -0.0004 -0.0000 tilt_COUNTRY
2025-04-21 2025-04-22 ind_construction_materials -0.0040 0.0035 -0.0000 tilt_INDUSTRY
2025-04-21 2025-04-22 specret NaN NaN -0.0030 unexplained
2025-04-21 2025-04-22 reversal 0.8600 0.0002 0.0001 alpha_REVERSAL
2025-04-21 2025-04-22 country_TW -0.0354 -0.0141 0.0005 tilt_COUNTRY
2025-04-21 2025-04-22 ind_freight_logistics 0.0569 -0.0003 -0.0000 tilt_INDUSTRY
2025-04-21 2025-04-22 ind_integrated_hardware_software 0.0137 -0.0009 -0.0000 tilt_INDUSTRY
2025-04-21 2025-04-22 sdiscrepancy NaN NaN 0.0000 unexplained
2025-04-21 2025-04-22 ind_semiconductors 0.0240 -0.0028 -0.0001 tilt_INDUSTRY
2025-04-21 2025-04-22 ind_chemicals 0.0263 0.0020 0.0001 tilt_INDUSTRY
2025-04-22 2025-04-23 ind_household_products_services -0.0402 -0.0088 0.0004 tilt_INDUSTRY
2025-04-22 2025-04-23 size_MICRO -0.0086 -0.0000 0.0000 tilt_SIZE
2025-04-22 2025-04-23 ind_consumer_goods_conglomerates 0.0089 0.0074 0.0001 tilt_INDUSTRY
2025-04-22 2025-04-23 momentum 0.1535 0.0005 0.0001 alpha_MOMENTUM
2025-04-22 2025-04-23 ind_software_it_services 0.1247 0.0009 0.0001 tilt_INDUSTRY
2025-04-22 2025-04-23 ind_uranium -0.0029 0.0670 -0.0002 tilt_INDUSTRY
2025-04-22 2025-04-23 ind_banking_services 0.0820 -0.0054 -0.0004 tilt_INDUSTRY
2025-04-22 2025-04-23 country_TH -0.0278 0.0009 -0.0000 tilt_COUNTRY
2025-04-22 2025-04-23 ind_multiline_utilities -0.0109 0.0006 -0.0000 tilt_INDUSTRY
2025-04-22 2025-04-23 ind_biotechnology 0.0079 -0.0011 -0.0000 tilt_INDUSTRY
2025-04-22 2025-04-23 specret NaN NaN 0.0128 unexplained
2025-04-22 2025-04-23 ind_media_publishing -0.0192 -0.0105 0.0002 tilt_INDUSTRY
2025-04-22 2025-04-23 pdiscrepancy NaN NaN -0.0001 unexplained
2025-04-22 2025-04-23 ind_household_goods -0.0153 0.0007 -0.0000 tilt_INDUSTRY
2025-04-22 2025-04-23 ind_diversified_retail -0.0061 -0.0099 0.0001 tilt_INDUSTRY
2025-04-22 2025-04-23 ind_passenger_transportation 0.0676 -0.0027 -0.0002 tilt_INDUSTRY
2025-04-22 2025-04-23 ind_food_drug_retail -0.0200 -0.0094 0.0002 tilt_INDUSTRY
2025-04-22 2025-04-23 ind_computers_phones_household_electronics 0.1253 0.0116 0.0015 tilt_INDUSTRY
2025-04-22 2025-04-23 country_XH 0.1202 0.0007 0.0001 tilt_COUNTRY
2025-04-22 2025-04-23 country_ID 0.0432 0.0173 0.0007 tilt_COUNTRY
2025-04-22 2025-04-23 stability 4.8419 0.0002 0.0009 alpha_QUALITY
2025-04-22 2025-04-23 country_HK 0.0626 0.0040 0.0003 tilt_COUNTRY
2025-04-22 2025-04-23 country_SG -0.0436 0.0061 -0.0003 tilt_COUNTRY
2025-04-22 2025-04-23 ind_commercial_services_supplies 0.0716 -0.0010 -0.0001 tilt_INDUSTRY
2025-04-22 2025-04-23 ind_integrated_hardware_software 0.0140 0.0065 0.0001 tilt_INDUSTRY
2025-04-22 2025-04-23 ind_office_equipment 0.0001 0.0115 0.0000 tilt_INDUSTRY
2025-04-22 2025-04-23 country_IN 0.0627 0.0017 0.0001 tilt_COUNTRY
2025-04-22 2025-04-23 size_SMALL -0.0034 -0.0011 0.0000 tilt_SIZE
2025-04-22 2025-04-23 quality 2.8429 -0.0004 -0.0011 alpha_QUALITY
2025-04-22 2025-04-23 ind_insurance 0.0481 -0.0032 -0.0002 tilt_INDUSTRY
2025-04-22 2025-04-23 ind_beverages -0.0690 -0.0096 0.0007 tilt_INDUSTRY
2025-04-22 2025-04-23 ind_healthcare_providers_services 0.0033 -0.0101 -0.0000 tilt_INDUSTRY
2025-04-22 2025-04-23 ind_aerospace_defense -0.0185 -0.0135 0.0002 tilt_INDUSTRY
2025-04-22 2025-04-23 ind_holding_companies -0.0031 0.0060 -0.0000 tilt_INDUSTRY
2025-04-22 2025-04-23 linearCost NaN NaN -0.0002 cost
2025-04-22 2025-04-23 ind_real_estate_operations -0.0113 -0.0102 0.0001 tilt_INDUSTRY
2025-04-22 2025-04-23 country_MY 0.0063 0.0126 0.0001 tilt_COUNTRY
2025-04-22 2025-04-23 country_NZ -0.0183 0.0136 -0.0002 tilt_COUNTRY
2025-04-22 2025-04-23 ind_metals_mining -0.1464 -0.0057 0.0008 tilt_INDUSTRY
2025-04-22 2025-04-23 ind_paper_forestry -0.0098 -0.0100 0.0001 tilt_INDUSTRY
2025-04-22 2025-04-23 fmom 0.7523 0.0006 0.0004 alpha_QUALITY
2025-04-22 2025-04-23 linkage 0.3314 -0.0010 -0.0003 alpha_MOMENTUM
2025-04-22 2025-04-23 ind_coal -0.0527 -0.0041 0.0002 tilt_INDUSTRY
2025-04-22 2025-04-23 ind_electronic_equipment -0.0365 0.0145 -0.0005 tilt_INDUSTRY
2025-04-22 2025-04-23 ind_investment_services 0.0516 -0.0021 -0.0001 tilt_INDUSTRY
2025-04-22 2025-04-23 bcost NaN NaN -0.0003 cost
2025-04-22 2025-04-23 ind_healthcare_equipment_supplies -0.0926 0.0002 -0.0000 tilt_INDUSTRY
2025-04-22 2025-04-23 size_MID -0.0945 -0.0024 0.0002 tilt_SIZE
2025-04-22 2025-04-23 ind_oil_gas_equipment_services -0.0147 0.0042 -0.0001 tilt_INDUSTRY
2025-04-22 2025-04-23 ind_homebuilding_building_products -0.0331 -0.0052 0.0002 tilt_INDUSTRY
2025-04-22 2025-04-23 sbeta_market 0.0486 0.0084 0.0004 risk_exposure
2025-04-22 2025-04-23 ind_transportation_infrastructure -0.0455 -0.0031 0.0001 tilt_INDUSTRY
2025-04-22 2025-04-23 country_CN 0.0333 -0.0118 -0.0004 tilt_COUNTRY
2025-04-22 2025-04-23 value_gc 1.6056 0.0015 0.0024 alpha_VALUE
2025-04-22 2025-04-23 neglect 0.9612 -0.0007 -0.0006 alpha_VALUE
2025-04-22 2025-04-23 country_PH 0.0000 0.0083 0.0000 tilt_COUNTRY
2025-04-22 2025-04-23 ind_telecommunications_serices 0.0580 -0.0083 -0.0005 tilt_INDUSTRY
2025-04-22 2025-04-23 ind_chemicals 0.0322 0.0015 0.0000 tilt_INDUSTRY
2025-04-22 2025-04-23 ind_automobile -0.0296 0.0166 -0.0005 tilt_INDUSTRY
2025-04-22 2025-04-23 ind_food_tobacco 0.1309 -0.0095 -0.0012 tilt_INDUSTRY
2025-04-22 2025-04-23 ind_semiconductors 0.0274 0.0068 0.0002 tilt_INDUSTRY
2025-04-22 2025-04-23 ind_fintech -0.0049 -0.0095 0.0000 tilt_INDUSTRY
2025-04-22 2025-04-23 country_JP -0.0608 0.0074 -0.0004 tilt_COUNTRY
2025-04-22 2025-04-23 ind_natural_gas_utilities 0.0004 -0.0067 -0.0000 tilt_INDUSTRY
2025-04-22 2025-04-23 ind_leisure_products 0.0021 -0.0040 -0.0000 tilt_INDUSTRY
2025-04-22 2025-04-23 size_LARGE 0.0785 0.0053 0.0004 tilt_SIZE
2025-04-22 2025-04-23 country_TW -0.0301 0.0235 -0.0007 tilt_COUNTRY
2025-04-22 2025-04-23 ind_construction_materials -0.0040 -0.0113 0.0000 tilt_INDUSTRY
2025-04-22 2025-04-23 ind_textiles_apparel -0.0064 0.0042 -0.0000 tilt_INDUSTRY
2025-04-22 2025-04-23 ind_containers_packaging -0.0069 0.0009 -0.0000 tilt_INDUSTRY
2025-04-22 2025-04-23 country_AU -0.0988 0.0203 -0.0020 tilt_COUNTRY
2025-04-22 2025-04-23 market -0.0280 0.0029 -0.0001 risk_exposure
2025-04-22 2025-04-23 ind_oil_gas 0.0054 -0.0023 -0.0000 tilt_INDUSTRY
2025-04-22 2025-04-23 ind_hotels_entertainment -0.0702 -0.0050 0.0004 tilt_INDUSTRY
2025-04-22 2025-04-23 ind_communications_equipment -0.0117 0.0076 -0.0001 tilt_INDUSTRY
2025-04-22 2025-04-23 country_KR -0.0769 0.0098 -0.0008 tilt_COUNTRY
2025-04-22 2025-04-23 value_liq 0.9340 -0.0017 -0.0016 alpha_VALUE
2025-04-22 2025-04-23 ind_construction_engineering -0.0492 0.0010 -0.0000 tilt_INDUSTRY
2025-04-22 2025-04-23 ind_pharmaceuticals -0.0998 -0.0070 0.0007 tilt_INDUSTRY
2025-04-22 2025-04-23 sdiscrepancy NaN NaN 0.0001 unexplained
2025-04-22 2025-04-23 ind_renewable_energy 0.0268 0.0041 0.0001 tilt_INDUSTRY
2025-04-22 2025-04-23 ind_freight_logistics 0.0579 -0.0011 -0.0001 tilt_INDUSTRY
2025-04-22 2025-04-23 ind_electric_utilities_ipps -0.0161 -0.0026 0.0000 tilt_INDUSTRY
2025-04-22 2025-04-23 revision 0.7376 -0.0006 -0.0004 alpha_REVISION
2025-04-22 2025-04-23 fcost NaN NaN -0.0000 cost
2025-04-22 2025-04-23 ind_water_utilities -0.0072 -0.0008 0.0000 tilt_INDUSTRY
2025-04-22 2025-04-23 reversal 0.9340 0.0044 0.0041 alpha_REVERSAL
2025-04-22 2025-04-23 ind_machinery -0.0281 0.0107 -0.0003 tilt_INDUSTRY
2025-04-22 2025-04-23 ind_specialty_reatil 0.0102 -0.0079 -0.0001 tilt_INDUSTRY
2025-04-22 2025-04-23 impactCost NaN NaN -0.0002 cost
2025-04-22 2025-04-23 ind_industrial_distribution -0.0015 0.0069 -0.0000 tilt_INDUSTRY
2025-04-23 2025-04-24 ind_freight_logistics 0.0569 -0.0009 -0.0000 tilt_INDUSTRY
2025-04-23 2025-04-24 stability 4.8863 -0.0001 -0.0006 alpha_QUALITY
2025-04-23 2025-04-24 ind_natural_gas_utilities 0.0017 -0.0048 -0.0000 tilt_INDUSTRY
2025-04-23 2025-04-24 ind_multiline_utilities -0.0110 0.0061 -0.0001 tilt_INDUSTRY
2025-04-23 2025-04-24 ind_pharmaceuticals -0.1071 0.0067 -0.0007 tilt_INDUSTRY
2025-04-23 2025-04-24 ind_water_utilities -0.0072 0.0134 -0.0001 tilt_INDUSTRY
2025-04-23 2025-04-24 market -0.0407 0.0049 -0.0002 risk_exposure
2025-04-23 2025-04-24 country_NZ -0.0185 0.0025 -0.0000 tilt_COUNTRY
2025-04-23 2025-04-24 ind_telecommunications_serices 0.0514 -0.0056 -0.0003 tilt_INDUSTRY
2025-04-23 2025-04-24 ind_beverages -0.0701 -0.0021 0.0001 tilt_INDUSTRY
2025-04-23 2025-04-24 country_MY 0.0064 -0.0005 -0.0000 tilt_COUNTRY
2025-04-23 2025-04-24 ind_software_it_services 0.1252 -0.0069 -0.0009 tilt_INDUSTRY
2025-04-23 2025-04-24 sdiscrepancy NaN NaN -0.0001 unexplained
2025-04-23 2025-04-24 ind_communications_equipment -0.0154 -0.0053 0.0001 tilt_INDUSTRY
2025-04-23 2025-04-24 ind_containers_packaging -0.0075 -0.0021 0.0000 tilt_INDUSTRY
2025-04-23 2025-04-24 country_IN 0.0600 -0.0039 -0.0002 tilt_COUNTRY
2025-04-23 2025-04-24 ind_insurance 0.0467 0.0048 0.0002 tilt_INDUSTRY
2025-04-23 2025-04-24 momentum 0.1508 -0.0005 -0.0001 alpha_MOMENTUM
2025-04-23 2025-04-24 country_XH 0.1230 0.0051 0.0006 tilt_COUNTRY
2025-04-23 2025-04-24 ind_hotels_entertainment -0.0692 -0.0038 0.0003 tilt_INDUSTRY
2025-04-23 2025-04-24 revision 0.7358 0.0005 0.0004 alpha_REVISION
2025-04-23 2025-04-24 fcost NaN NaN -0.0000 cost
2025-04-23 2025-04-24 ind_machinery -0.0254 -0.0003 0.0000 tilt_INDUSTRY
2025-04-23 2025-04-24 impactCost NaN NaN -0.0003 cost
2025-04-23 2025-04-24 value_liq 0.8687 0.0012 0.0010 alpha_VALUE
2025-04-23 2025-04-24 country_PH 0.0000 0.0012 0.0000 tilt_COUNTRY
2025-04-23 2025-04-24 bcost NaN NaN -0.0003 cost
2025-04-23 2025-04-24 ind_investment_services 0.0439 0.0035 0.0002 tilt_INDUSTRY
2025-04-23 2025-04-24 quality 2.9366 0.0011 0.0033 alpha_QUALITY
2025-04-23 2025-04-24 ind_transportation_infrastructure -0.0451 -0.0026 0.0001 tilt_INDUSTRY
2025-04-23 2025-04-24 neglect 0.9632 -0.0003 -0.0003 alpha_VALUE
2025-04-23 2025-04-24 country_KR -0.0868 -0.0028 0.0002 tilt_COUNTRY
2025-04-23 2025-04-24 ind_textiles_apparel -0.0069 0.0018 -0.0000 tilt_INDUSTRY
2025-04-23 2025-04-24 ind_automobile -0.0300 0.0011 -0.0000 tilt_INDUSTRY
2025-04-23 2025-04-24 ind_semiconductors 0.0335 -0.0046 -0.0002 tilt_INDUSTRY
2025-04-23 2025-04-24 country_JP -0.0531 -0.0007 0.0000 tilt_COUNTRY
2025-04-23 2025-04-24 ind_construction_materials -0.0040 0.0046 -0.0000 tilt_INDUSTRY
2025-04-23 2025-04-24 size_LARGE 0.0679 -0.0001 -0.0000 tilt_SIZE
2025-04-23 2025-04-24 ind_leisure_products 0.0030 0.0090 0.0000 tilt_INDUSTRY
2025-04-23 2025-04-24 country_CN 0.0297 0.0006 0.0000 tilt_COUNTRY
2025-04-23 2025-04-24 country_AU -0.0990 0.0040 -0.0004 tilt_COUNTRY
2025-04-23 2025-04-24 ind_specialty_reatil 0.0103 -0.0060 -0.0001 tilt_INDUSTRY
2025-04-23 2025-04-24 ind_electronic_equipment -0.0459 -0.0053 0.0002 tilt_INDUSTRY
2025-04-23 2025-04-24 country_HK 0.0469 0.0010 0.0000 tilt_COUNTRY
2025-04-23 2025-04-24 country_SG -0.0442 0.0044 -0.0002 tilt_COUNTRY
2025-04-23 2025-04-24 ind_integrated_hardware_software 0.0138 -0.0114 -0.0002 tilt_INDUSTRY
2025-04-23 2025-04-24 size_SMALL -0.0020 0.0003 -0.0000 tilt_SIZE
2025-04-23 2025-04-24 fmom 0.7272 0.0005 0.0003 alpha_QUALITY
2025-04-23 2025-04-24 ind_healthcare_providers_services 0.0038 -0.0035 -0.0000 tilt_INDUSTRY
2025-04-23 2025-04-24 ind_aerospace_defense -0.0197 0.0014 -0.0000 tilt_INDUSTRY
2025-04-23 2025-04-24 ind_holding_companies -0.0030 -0.0066 0.0000 tilt_INDUSTRY
2025-04-23 2025-04-24 ind_real_estate_operations -0.0095 0.0010 -0.0000 tilt_INDUSTRY
2025-04-23 2025-04-24 ind_industrial_distribution -0.0018 0.0098 -0.0000 tilt_INDUSTRY
2025-04-23 2025-04-24 ind_metals_mining -0.1448 0.0034 -0.0005 tilt_INDUSTRY
2025-04-23 2025-04-24 pdiscrepancy NaN NaN -0.0000 unexplained
2025-04-23 2025-04-24 ind_food_drug_retail -0.0216 -0.0079 0.0002 tilt_INDUSTRY
2025-04-23 2025-04-24 ind_diversified_retail -0.0031 -0.0035 0.0000 tilt_INDUSTRY
2025-04-23 2025-04-24 ind_household_goods -0.0159 0.0033 -0.0001 tilt_INDUSTRY
2025-04-23 2025-04-24 ind_consumer_goods_conglomerates 0.0083 0.0100 0.0001 tilt_INDUSTRY
2025-04-23 2025-04-24 ind_banking_services 0.0862 0.0037 0.0003 tilt_INDUSTRY
2025-04-23 2025-04-24 specret NaN NaN -0.0079 unexplained
2025-04-23 2025-04-24 ind_media_publishing -0.0134 -0.0085 0.0001 tilt_INDUSTRY
2025-04-23 2025-04-24 ind_uranium -0.0030 0.0868 -0.0003 tilt_INDUSTRY
2025-04-23 2025-04-24 ind_computers_phones_household_electronics 0.1284 -0.0025 -0.0003 tilt_INDUSTRY
2025-04-23 2025-04-24 ind_construction_engineering -0.0522 -0.0005 0.0000 tilt_INDUSTRY
2025-04-23 2025-04-24 ind_renewable_energy 0.0270 -0.0023 -0.0001 tilt_INDUSTRY
2025-04-23 2025-04-24 reversal 0.5869 0.0019 0.0011 alpha_REVERSAL
2025-04-23 2025-04-24 linearCost NaN NaN -0.0003 cost
2025-04-23 2025-04-24 ind_paper_forestry -0.0096 -0.0010 0.0000 tilt_INDUSTRY
2025-04-23 2025-04-24 linkage 0.3574 0.0000 0.0000 alpha_MOMENTUM
2025-04-23 2025-04-24 value_gc 1.6065 0.0003 0.0005 alpha_VALUE
2025-04-23 2025-04-24 country_ID 0.0428 -0.0077 -0.0003 tilt_COUNTRY
2025-04-23 2025-04-24 ind_homebuilding_building_products -0.0299 0.0025 -0.0001 tilt_INDUSTRY
2025-04-23 2025-04-24 size_MID -0.0979 -0.0004 0.0000 tilt_SIZE
2025-04-23 2025-04-24 country_TH -0.0267 -0.0042 0.0001 tilt_COUNTRY
2025-04-23 2025-04-24 country_TW -0.0215 -0.0027 0.0001 tilt_COUNTRY
2025-04-23 2025-04-24 ind_office_equipment 0.0000 0.0035 0.0000 tilt_INDUSTRY
2025-04-23 2025-04-24 ind_commercial_services_supplies 0.0705 -0.0026 -0.0002 tilt_INDUSTRY
2025-04-23 2025-04-24 ind_healthcare_equipment_supplies -0.0924 -0.0007 0.0001 tilt_INDUSTRY
2025-04-23 2025-04-24 sbeta_market 0.0371 -0.0085 -0.0003 risk_exposure
2025-04-23 2025-04-24 ind_oil_gas 0.0011 -0.0075 -0.0000 tilt_INDUSTRY
2025-04-23 2025-04-24 ind_electric_utilities_ipps -0.0122 0.0052 -0.0001 tilt_INDUSTRY
2025-04-23 2025-04-24 ind_oil_gas_equipment_services -0.0168 0.0058 -0.0001 tilt_INDUSTRY
2025-04-23 2025-04-24 ind_chemicals 0.0353 0.0026 0.0001 tilt_INDUSTRY
2025-04-23 2025-04-24 ind_coal -0.0531 0.0038 -0.0002 tilt_INDUSTRY
2025-04-23 2025-04-24 ind_food_tobacco 0.1297 0.0017 0.0002 tilt_INDUSTRY
2025-04-23 2025-04-24 ind_passenger_transportation 0.0666 -0.0122 -0.0008 tilt_INDUSTRY
2025-04-23 2025-04-24 size_MICRO -0.0087 0.0038 -0.0000 tilt_SIZE
2025-04-23 2025-04-24 ind_biotechnology 0.0083 0.0122 0.0001 tilt_INDUSTRY
2025-04-23 2025-04-24 ind_fintech -0.0050 0.0017 -0.0000 tilt_INDUSTRY
2025-04-23 2025-04-24 ind_household_products_services -0.0394 0.0096 -0.0004 tilt_INDUSTRY
2025-04-24 2025-04-25 country_XH 0.1247 -0.0027 -0.0003 tilt_COUNTRY
2025-04-24 2025-04-25 quality 2.9615 0.0004 0.0011 alpha_QUALITY
2025-04-24 2025-04-25 ind_fintech -0.0046 -0.0039 0.0000 tilt_INDUSTRY
2025-04-24 2025-04-25 fcost NaN NaN -0.0000 cost
2025-04-24 2025-04-25 size_LARGE 0.0510 0.0028 0.0001 tilt_SIZE
2025-04-24 2025-04-25 ind_leisure_products 0.0041 0.0082 0.0000 tilt_INDUSTRY
2025-04-24 2025-04-25 fmom 0.6824 -0.0001 -0.0001 alpha_QUALITY
2025-04-24 2025-04-25 size_SMALL -0.0031 -0.0017 0.0000 tilt_SIZE
2025-04-24 2025-04-25 stability 4.8664 -0.0003 -0.0015 alpha_QUALITY
2025-04-24 2025-04-25 ind_telecommunications_serices 0.0546 -0.0055 -0.0003 tilt_INDUSTRY
2025-04-24 2025-04-25 country_CN 0.0182 -0.0024 -0.0000 tilt_COUNTRY
2025-04-24 2025-04-25 country_HK 0.0371 0.0015 0.0001 tilt_COUNTRY
2025-04-24 2025-04-25 ind_office_equipment 0.0000 -0.0002 0.0000 tilt_INDUSTRY
2025-04-24 2025-04-25 country_TW -0.0103 0.0105 -0.0001 tilt_COUNTRY
2025-04-24 2025-04-25 sbeta_market 0.0293 0.0038 0.0001 risk_exposure
2025-04-24 2025-04-25 ind_investment_services 0.0389 0.0024 0.0001 tilt_INDUSTRY
2025-04-24 2025-04-25 country_AU -0.1009 0.0007 -0.0001 tilt_COUNTRY
2025-04-24 2025-04-25 ind_transportation_infrastructure -0.0449 -0.0007 0.0000 tilt_INDUSTRY
2025-04-24 2025-04-25 ind_commercial_services_supplies 0.0699 0.0012 0.0001 tilt_INDUSTRY
2025-04-24 2025-04-25 country_SG -0.0443 -0.0000 0.0000 tilt_COUNTRY
2025-04-24 2025-04-25 ind_construction_materials -0.0039 0.0000 -0.0000 tilt_INDUSTRY
2025-04-24 2025-04-25 country_KR -0.0921 0.0056 -0.0005 tilt_COUNTRY
2025-04-24 2025-04-25 ind_healthcare_providers_services 0.0047 -0.0001 -0.0000 tilt_INDUSTRY
2025-04-24 2025-04-25 ind_food_drug_retail -0.0206 -0.0053 0.0001 tilt_INDUSTRY
2025-04-24 2025-04-25 ind_oil_gas_equipment_services -0.0177 0.0024 -0.0000 tilt_INDUSTRY
2025-04-24 2025-04-25 ind_electric_utilities_ipps -0.0111 0.0052 -0.0001 tilt_INDUSTRY
2025-04-24 2025-04-25 ind_holding_companies -0.0030 -0.0014 0.0000 tilt_INDUSTRY
2025-04-24 2025-04-25 ind_uranium -0.0029 -0.0057 0.0000 tilt_INDUSTRY
2025-04-24 2025-04-25 ind_media_publishing -0.0043 -0.0005 0.0000 tilt_INDUSTRY
2025-04-24 2025-04-25 ind_electronic_equipment -0.0529 0.0071 -0.0004 tilt_INDUSTRY
2025-04-24 2025-04-25 ind_coal -0.0529 -0.0072 0.0004 tilt_INDUSTRY
2025-04-24 2025-04-25 ind_biotechnology 0.0076 -0.0084 -0.0001 tilt_INDUSTRY
2025-04-24 2025-04-25 ind_banking_services 0.0615 -0.0033 -0.0002 tilt_INDUSTRY
2025-04-24 2025-04-25 ind_passenger_transportation 0.0664 -0.0063 -0.0004 tilt_INDUSTRY
2025-04-24 2025-04-25 ind_industrial_distribution -0.0019 -0.0025 0.0000 tilt_INDUSTRY
2025-04-24 2025-04-25 ind_household_goods -0.0110 0.0020 -0.0000 tilt_INDUSTRY
2025-04-24 2025-04-25 ind_homebuilding_building_products -0.0267 -0.0046 0.0001 tilt_INDUSTRY
2025-04-24 2025-04-25 ind_oil_gas -0.0000 0.0010 -0.0000 tilt_INDUSTRY
2025-04-24 2025-04-25 ind_hotels_entertainment -0.0680 -0.0057 0.0004 tilt_INDUSTRY
2025-04-24 2025-04-25 ind_diversified_retail -0.0023 -0.0064 0.0000 tilt_INDUSTRY
2025-04-24 2025-04-25 ind_construction_engineering -0.0558 0.0007 -0.0000 tilt_INDUSTRY
2025-04-24 2025-04-25 ind_renewable_energy 0.0266 0.0018 0.0000 tilt_INDUSTRY
2025-04-24 2025-04-25 revision 0.7364 -0.0007 -0.0005 alpha_REVISION
2025-04-24 2025-04-25 momentum 0.1277 0.0003 0.0000 alpha_MOMENTUM
2025-04-24 2025-04-25 linkage 0.3808 -0.0001 -0.0000 alpha_MOMENTUM
2025-04-24 2025-04-25 ind_textiles_apparel -0.0106 0.0002 -0.0000 tilt_INDUSTRY
2025-04-24 2025-04-25 ind_beverages -0.0736 -0.0038 0.0003 tilt_INDUSTRY
2025-04-24 2025-04-25 neglect 0.9637 -0.0006 -0.0005 alpha_VALUE
2025-04-24 2025-04-25 value_gc 1.6151 0.0004 0.0006 alpha_VALUE
2025-04-24 2025-04-25 size_MID -0.0964 -0.0005 0.0000 tilt_SIZE
2025-04-24 2025-04-25 ind_automobile -0.0285 0.0022 -0.0001 tilt_INDUSTRY
2025-04-24 2025-04-25 bcost NaN NaN -0.0003 cost
2025-04-24 2025-04-25 country_TH -0.0267 0.0097 -0.0003 tilt_COUNTRY
2025-04-24 2025-04-25 country_PH 0.0000 0.0207 0.0000 tilt_COUNTRY
2025-04-24 2025-04-25 ind_computers_phones_household_electronics 0.1288 0.0031 0.0004 tilt_INDUSTRY
2025-04-24 2025-04-25 country_JP -0.0513 0.0087 -0.0004 tilt_COUNTRY
2025-04-24 2025-04-25 value_liq 0.8461 0.0004 0.0003 alpha_VALUE
2025-04-24 2025-04-25 ind_machinery -0.0263 0.0023 -0.0001 tilt_INDUSTRY
2025-04-24 2025-04-25 ind_metals_mining -0.1419 -0.0008 0.0001 tilt_INDUSTRY
2025-04-24 2025-04-25 ind_real_estate_operations -0.0061 -0.0048 0.0000 tilt_INDUSTRY
2025-04-24 2025-04-25 ind_semiconductors 0.0381 0.0101 0.0004 tilt_INDUSTRY
2025-04-24 2025-04-25 ind_consumer_goods_conglomerates 0.0081 0.0156 0.0001 tilt_INDUSTRY
2025-04-24 2025-04-25 ind_containers_packaging -0.0079 0.0003 -0.0000 tilt_INDUSTRY
2025-04-24 2025-04-25 specret NaN NaN -0.0025 unexplained
2025-04-24 2025-04-25 sdiscrepancy NaN NaN 0.0010 unexplained
2025-04-24 2025-04-25 ind_healthcare_equipment_supplies -0.0938 -0.0018 0.0002 tilt_INDUSTRY
2025-04-24 2025-04-25 ind_software_it_services 0.1310 0.0029 0.0004 tilt_INDUSTRY
2025-04-24 2025-04-25 ind_insurance 0.0434 -0.0051 -0.0002 tilt_INDUSTRY
2025-04-24 2025-04-25 ind_water_utilities -0.0072 -0.0024 0.0000 tilt_INDUSTRY
2025-04-24 2025-04-25 pdiscrepancy NaN NaN 0.0000 unexplained
2025-04-24 2025-04-25 ind_food_tobacco 0.1303 -0.0061 -0.0008 tilt_INDUSTRY
2025-04-24 2025-04-25 country_ID 0.0430 0.0110 0.0005 tilt_COUNTRY
2025-04-24 2025-04-25 ind_household_products_services -0.0385 -0.0006 0.0000 tilt_INDUSTRY
2025-04-24 2025-04-25 country_IN 0.0571 -0.0226 -0.0013 tilt_COUNTRY
2025-04-24 2025-04-25 market -0.0571 -0.0008 0.0000 risk_exposure
2025-04-24 2025-04-25 ind_integrated_hardware_software 0.0136 0.0054 0.0001 tilt_INDUSTRY
2025-04-24 2025-04-25 ind_specialty_reatil 0.0125 -0.0036 -0.0000 tilt_INDUSTRY
2025-04-24 2025-04-25 ind_aerospace_defense -0.0189 -0.0029 0.0001 tilt_INDUSTRY
2025-04-24 2025-04-25 linearCost NaN NaN -0.0000 cost
2025-04-24 2025-04-25 ind_paper_forestry -0.0096 -0.0015 0.0000 tilt_INDUSTRY
2025-04-24 2025-04-25 ind_freight_logistics 0.0544 0.0009 0.0000 tilt_INDUSTRY
2025-04-24 2025-04-25 ind_multiline_utilities -0.0111 0.0061 -0.0001 tilt_INDUSTRY
2025-04-24 2025-04-25 ind_communications_equipment -0.0227 0.0038 -0.0001 tilt_INDUSTRY
2025-04-24 2025-04-25 country_NZ -0.0180 -0.0004 0.0000 tilt_COUNTRY
2025-04-24 2025-04-25 ind_natural_gas_utilities 0.0021 -0.0043 -0.0000 tilt_INDUSTRY
2025-04-24 2025-04-25 size_MICRO -0.0086 0.0013 -0.0000 tilt_SIZE
2025-04-24 2025-04-25 ind_chemicals 0.0346 0.0002 0.0000 tilt_INDUSTRY
2025-04-24 2025-04-25 reversal 0.8688 0.0000 0.0000 alpha_REVERSAL
2025-04-24 2025-04-25 impactCost NaN NaN -0.0000 cost
2025-04-24 2025-04-25 ind_pharmaceuticals -0.1060 -0.0077 0.0008 tilt_INDUSTRY
2025-04-24 2025-04-25 country_MY 0.0064 0.0077 0.0000 tilt_COUNTRY
2025-04-25 2025-04-28 ind_industrial_distribution -0.0017 0.0061 -0.0000 tilt_INDUSTRY
2025-04-25 2025-04-28 country_ID 0.0457 -0.0028 -0.0001 tilt_COUNTRY
2025-04-25 2025-04-28 ind_metals_mining -0.1413 -0.0006 0.0001 tilt_INDUSTRY
2025-04-25 2025-04-28 size_MID -0.0901 0.0014 -0.0001 tilt_SIZE
2025-04-25 2025-04-28 country_IN 0.0531 0.0045 0.0002 tilt_COUNTRY
2025-04-25 2025-04-28 ind_biotechnology 0.0090 -0.0001 -0.0000 tilt_INDUSTRY
2025-04-25 2025-04-28 ind_pharmaceuticals -0.1021 -0.0026 0.0003 tilt_INDUSTRY
2025-04-25 2025-04-28 ind_electronic_equipment -0.0488 -0.0018 0.0001 tilt_INDUSTRY
2025-04-25 2025-04-28 ind_coal -0.0521 -0.0048 0.0002 tilt_INDUSTRY
2025-04-25 2025-04-28 value_gc 1.6008 0.0005 0.0008 alpha_VALUE
2025-04-25 2025-04-28 neglect 0.9539 0.0001 0.0001 alpha_VALUE
2025-04-25 2025-04-28 ind_real_estate_operations -0.0022 -0.0079 0.0000 tilt_INDUSTRY
2025-04-25 2025-04-28 ind_integrated_hardware_software 0.0137 0.0022 0.0000 tilt_INDUSTRY
2025-04-25 2025-04-28 linearCost NaN NaN -0.0002 cost
2025-04-25 2025-04-28 ind_media_publishing 0.0030 0.0034 0.0000 tilt_INDUSTRY
2025-04-25 2025-04-28 ind_textiles_apparel -0.0134 -0.0041 0.0001 tilt_INDUSTRY
2025-04-25 2025-04-28 country_NZ -0.0184 -0.0030 0.0001 tilt_COUNTRY
2025-04-25 2025-04-28 ind_holding_companies -0.0030 -0.0111 0.0000 tilt_INDUSTRY
2025-04-25 2025-04-28 ind_automobile -0.0258 -0.0028 0.0001 tilt_INDUSTRY
2025-04-25 2025-04-28 market -0.0395 0.0069 -0.0003 risk_exposure
2025-04-25 2025-04-28 bcost NaN NaN -0.0010 cost
2025-04-25 2025-04-28 ind_water_utilities -0.0073 0.0043 -0.0000 tilt_INDUSTRY
2025-04-25 2025-04-28 ind_household_goods -0.0021 -0.0022 0.0000 tilt_INDUSTRY
2025-04-25 2025-04-28 ind_food_tobacco 0.1327 -0.0061 -0.0008 tilt_INDUSTRY
2025-04-25 2025-04-28 ind_homebuilding_building_products -0.0250 -0.0056 0.0001 tilt_INDUSTRY
2025-04-25 2025-04-28 ind_containers_packaging -0.0084 -0.0017 0.0000 tilt_INDUSTRY
2025-04-25 2025-04-28 ind_passenger_transportation 0.0673 -0.0039 -0.0003 tilt_INDUSTRY
2025-04-25 2025-04-28 ind_hotels_entertainment -0.0669 -0.0001 0.0000 tilt_INDUSTRY
2025-04-25 2025-04-28 ind_oil_gas 0.0007 0.0046 0.0000 tilt_INDUSTRY
2025-04-25 2025-04-28 ind_diversified_retail -0.0020 0.0080 -0.0000 tilt_INDUSTRY
2025-04-25 2025-04-28 ind_natural_gas_utilities 0.0017 0.0006 0.0000 tilt_INDUSTRY
2025-04-25 2025-04-28 ind_construction_engineering -0.0518 0.0004 -0.0000 tilt_INDUSTRY
2025-04-25 2025-04-28 revision 0.7355 0.0009 0.0007 alpha_REVISION
2025-04-25 2025-04-28 ind_software_it_services 0.1347 0.0056 0.0008 tilt_INDUSTRY
2025-04-25 2025-04-28 ind_chemicals 0.0304 -0.0015 -0.0000 tilt_INDUSTRY
2025-04-25 2025-04-28 sdiscrepancy NaN NaN -0.0004 unexplained
2025-04-25 2025-04-28 momentum 0.1389 0.0003 0.0000 alpha_MOMENTUM
2025-04-25 2025-04-28 ind_household_products_services -0.0392 -0.0050 0.0002 tilt_INDUSTRY
2025-04-25 2025-04-28 ind_healthcare_equipment_supplies -0.0966 -0.0031 0.0003 tilt_INDUSTRY
2025-04-25 2025-04-28 ind_machinery -0.0456 -0.0007 0.0000 tilt_INDUSTRY
2025-04-25 2025-04-28 ind_electric_utilities_ipps -0.0126 0.0034 -0.0000 tilt_INDUSTRY
2025-04-25 2025-04-28 country_JP -0.0556 0.0040 -0.0002 tilt_COUNTRY
2025-04-25 2025-04-28 ind_insurance 0.0415 -0.0021 -0.0001 tilt_INDUSTRY
2025-04-25 2025-04-28 ind_computers_phones_household_electronics 0.1288 0.0000 0.0000 tilt_INDUSTRY
2025-04-25 2025-04-28 ind_banking_services 0.0551 0.0043 0.0002 tilt_INDUSTRY
2025-04-25 2025-04-28 country_PH 0.0000 -0.0035 -0.0000 tilt_COUNTRY
2025-04-25 2025-04-28 country_TH -0.0240 -0.0083 0.0002 tilt_COUNTRY
2025-04-25 2025-04-28 ind_renewable_energy 0.0260 0.0012 0.0000 tilt_INDUSTRY
2025-04-25 2025-04-28 ind_specialty_reatil 0.0139 0.0074 0.0001 tilt_INDUSTRY
2025-04-25 2025-04-28 linkage 0.5106 0.0001 0.0001 alpha_MOMENTUM
2025-04-25 2025-04-28 ind_healthcare_providers_services 0.0056 -0.0015 -0.0000 tilt_INDUSTRY
2025-04-25 2025-04-28 ind_construction_materials -0.0038 -0.0077 0.0000 tilt_INDUSTRY
2025-04-25 2025-04-28 ind_uranium -0.0028 0.0028 -0.0000 tilt_INDUSTRY
2025-04-25 2025-04-28 ind_semiconductors 0.0401 0.0008 0.0000 tilt_INDUSTRY
2025-04-25 2025-04-28 ind_commercial_services_supplies 0.0695 -0.0014 -0.0001 tilt_INDUSTRY
2025-04-25 2025-04-28 ind_communications_equipment -0.0225 -0.0027 0.0001 tilt_INDUSTRY
2025-04-25 2025-04-28 country_HK 0.0355 0.0016 0.0001 tilt_COUNTRY
2025-04-25 2025-04-28 country_CN 0.0345 -0.0031 -0.0001 tilt_COUNTRY
2025-04-25 2025-04-28 specret NaN NaN -0.0046 unexplained
2025-04-25 2025-04-28 sbeta_market 0.0481 -0.0077 -0.0004 risk_exposure
2025-04-25 2025-04-28 ind_transportation_infrastructure -0.0421 0.0045 -0.0002 tilt_INDUSTRY
2025-04-25 2025-04-28 reversal 0.8491 0.0010 0.0009 alpha_REVERSAL
2025-04-25 2025-04-28 ind_consumer_goods_conglomerates 0.0086 -0.0006 -0.0000 tilt_INDUSTRY
2025-04-25 2025-04-28 country_XH 0.1270 0.0029 0.0004 tilt_COUNTRY
2025-04-25 2025-04-28 ind_investment_services 0.0364 -0.0008 -0.0000 tilt_INDUSTRY
2025-04-25 2025-04-28 impactCost NaN NaN -0.0003 cost
2025-04-25 2025-04-28 ind_oil_gas_equipment_services -0.0171 0.0003 -0.0000 tilt_INDUSTRY
2025-04-25 2025-04-28 ind_telecommunications_serices 0.0567 -0.0007 -0.0000 tilt_INDUSTRY
2025-04-25 2025-04-28 size_MICRO -0.0088 -0.0041 0.0000 tilt_SIZE
2025-04-25 2025-04-28 stability 4.8179 0.0003 0.0013 alpha_QUALITY
2025-04-25 2025-04-28 fcost NaN NaN -0.0001 cost
2025-04-25 2025-04-28 country_AU -0.0976 0.0010 -0.0001 tilt_COUNTRY
2025-04-25 2025-04-28 quality 2.9404 -0.0006 -0.0017 alpha_QUALITY
2025-04-25 2025-04-28 country_MY 0.0064 0.0024 0.0000 tilt_COUNTRY
2025-04-25 2025-04-28 ind_beverages -0.0759 0.0032 -0.0002 tilt_INDUSTRY
2025-04-25 2025-04-28 ind_multiline_utilities -0.0119 0.0010 -0.0000 tilt_INDUSTRY
2025-04-25 2025-04-28 country_SG -0.0452 -0.0062 0.0003 tilt_COUNTRY
2025-04-25 2025-04-28 country_KR -0.0969 -0.0049 0.0005 tilt_COUNTRY
2025-04-25 2025-04-28 ind_freight_logistics 0.0524 -0.0018 -0.0001 tilt_INDUSTRY
2025-04-25 2025-04-28 size_SMALL -0.0023 -0.0026 0.0000 tilt_SIZE
2025-04-25 2025-04-28 value_liq 0.8184 -0.0003 -0.0002 alpha_VALUE
2025-04-25 2025-04-28 ind_leisure_products 0.0048 -0.0055 -0.0000 tilt_INDUSTRY
2025-04-25 2025-04-28 ind_office_equipment 0.0000 -0.0012 0.0000 tilt_INDUSTRY
2025-04-25 2025-04-28 country_TW -0.0039 0.0068 -0.0000 tilt_COUNTRY
2025-04-25 2025-04-28 fmom 0.6231 0.0003 0.0002 alpha_QUALITY
2025-04-25 2025-04-28 ind_food_drug_retail -0.0141 0.0005 -0.0000 tilt_INDUSTRY
2025-04-25 2025-04-28 size_LARGE 0.0618 0.0013 0.0001 tilt_SIZE
2025-04-25 2025-04-28 pdiscrepancy NaN NaN 0.0000 unexplained
2025-04-25 2025-04-28 ind_paper_forestry -0.0097 -0.0013 0.0000 tilt_INDUSTRY
2025-04-25 2025-04-28 ind_fintech -0.0036 0.0050 -0.0000 tilt_INDUSTRY
2025-04-25 2025-04-28 ind_aerospace_defense -0.0195 0.0059 -0.0001 tilt_INDUSTRY
2025-04-28 2025-04-29 ind_industrial_distribution -0.0014 0.0005 -0.0000 tilt_INDUSTRY
2025-04-28 2025-04-29 value_gc 1.6239 -0.0008 -0.0012 alpha_VALUE
2025-04-28 2025-04-29 impactCost NaN NaN -0.0002 cost
2025-04-28 2025-04-29 ind_integrated_hardware_software 0.0136 -0.0130 -0.0002 tilt_INDUSTRY
2025-04-28 2025-04-29 linearCost NaN NaN -0.0002 cost
2025-04-28 2025-04-29 neglect 0.9294 0.0001 0.0000 alpha_VALUE
2025-04-28 2025-04-29 ind_leisure_products 0.0047 0.0047 0.0000 tilt_INDUSTRY
2025-04-28 2025-04-29 ind_investment_services 0.0331 -0.0020 -0.0001 tilt_INDUSTRY
2025-04-28 2025-04-29 ind_paper_forestry -0.0097 -0.0022 0.0000 tilt_INDUSTRY
2025-04-28 2025-04-29 ind_oil_gas_equipment_services -0.0170 -0.0031 0.0001 tilt_INDUSTRY
2025-04-28 2025-04-29 size_LARGE 0.0898 -0.0026 -0.0002 tilt_SIZE
2025-04-28 2025-04-29 fcost NaN NaN -0.0000 cost
2025-04-28 2025-04-29 ind_homebuilding_building_products -0.0246 -0.0005 0.0000 tilt_INDUSTRY
2025-04-28 2025-04-29 country_NZ -0.0185 -0.0069 0.0001 tilt_COUNTRY
2025-04-28 2025-04-29 ind_fintech -0.0036 -0.0078 0.0000 tilt_INDUSTRY
2025-04-28 2025-04-29 quality 2.9759 -0.0005 -0.0016 alpha_QUALITY
2025-04-28 2025-04-29 ind_textiles_apparel -0.0143 -0.0011 0.0000 tilt_INDUSTRY
2025-04-28 2025-04-29 ind_electronic_equipment -0.0452 -0.0035 0.0002 tilt_INDUSTRY
2025-04-28 2025-04-29 ind_automobile -0.0211 0.0036 -0.0001 tilt_INDUSTRY
2025-04-28 2025-04-29 ind_coal -0.0567 -0.0034 0.0002 tilt_INDUSTRY
2025-04-28 2025-04-29 country_AU -0.0983 0.0130 -0.0013 tilt_COUNTRY
2025-04-28 2025-04-29 ind_specialty_reatil 0.0134 0.0004 0.0000 tilt_INDUSTRY
2025-04-28 2025-04-29 sdiscrepancy NaN NaN 0.0004 unexplained
2025-04-28 2025-04-29 ind_containers_packaging -0.0095 0.0022 -0.0000 tilt_INDUSTRY
2025-04-28 2025-04-29 ind_transportation_infrastructure -0.0363 -0.0060 0.0002 tilt_INDUSTRY
2025-04-28 2025-04-29 reversal 0.9221 0.0003 0.0003 alpha_REVERSAL
2025-04-28 2025-04-29 ind_aerospace_defense -0.0199 -0.0017 0.0000 tilt_INDUSTRY
2025-04-28 2025-04-29 bcost NaN NaN -0.0003 cost
2025-04-28 2025-04-29 country_ID 0.0466 0.0050 0.0002 tilt_COUNTRY
2025-04-28 2025-04-29 ind_consumer_goods_conglomerates 0.0089 0.0003 0.0000 tilt_INDUSTRY
2025-04-28 2025-04-29 country_PH 0.0012 -0.0011 -0.0000 tilt_COUNTRY
2025-04-28 2025-04-29 ind_food_drug_retail -0.0105 -0.0020 0.0000 tilt_INDUSTRY
2025-04-28 2025-04-29 ind_construction_materials -0.0038 -0.0058 0.0000 tilt_INDUSTRY
2025-04-28 2025-04-29 country_JP -0.0572 -0.0015 0.0001 tilt_COUNTRY
2025-04-28 2025-04-29 ind_insurance 0.0408 0.0001 0.0000 tilt_INDUSTRY
2025-04-28 2025-04-29 ind_electric_utilities_ipps -0.0071 -0.0071 0.0001 tilt_INDUSTRY
2025-04-28 2025-04-29 country_IN 0.0533 -0.0012 -0.0001 tilt_COUNTRY
2025-04-28 2025-04-29 ind_semiconductors 0.0397 -0.0006 -0.0000 tilt_INDUSTRY
2025-04-28 2025-04-29 value_liq 0.8103 -0.0003 -0.0002 alpha_VALUE
2025-04-28 2025-04-29 ind_machinery -0.0592 0.0025 -0.0001 tilt_INDUSTRY
2025-04-28 2025-04-29 ind_renewable_energy 0.0233 -0.0114 -0.0003 tilt_INDUSTRY
2025-04-28 2025-04-29 specret NaN NaN -0.0093 unexplained
2025-04-28 2025-04-29 country_KR -0.0987 0.0080 -0.0008 tilt_COUNTRY
2025-04-28 2025-04-29 country_CN 0.0579 -0.0035 -0.0002 tilt_COUNTRY
2025-04-28 2025-04-29 revision 0.7406 0.0002 0.0002 alpha_REVISION
2025-04-28 2025-04-29 ind_software_it_services 0.1320 0.0025 0.0003 tilt_INDUSTRY
2025-04-28 2025-04-29 ind_construction_engineering -0.0478 -0.0007 0.0000 tilt_INDUSTRY
2025-04-28 2025-04-29 country_TW -0.0036 0.0107 -0.0000 tilt_COUNTRY
2025-04-28 2025-04-29 pdiscrepancy NaN NaN -0.0001 unexplained
2025-04-28 2025-04-29 ind_chemicals 0.0273 0.0003 0.0000 tilt_INDUSTRY
2025-04-28 2025-04-29 ind_oil_gas -0.0005 -0.0023 0.0000 tilt_INDUSTRY
2025-04-28 2025-04-29 ind_hotels_entertainment -0.0669 0.0007 -0.0000 tilt_INDUSTRY
2025-04-28 2025-04-29 sbeta_market 0.0526 0.0040 0.0002 risk_exposure
2025-04-28 2025-04-29 ind_uranium -0.0028 0.0760 -0.0002 tilt_INDUSTRY
2025-04-28 2025-04-29 ind_metals_mining -0.1457 0.0002 -0.0000 tilt_INDUSTRY
2025-04-28 2025-04-29 size_MICRO -0.0090 0.0041 -0.0000 tilt_SIZE
2025-04-28 2025-04-29 ind_passenger_transportation 0.0651 -0.0004 -0.0000 tilt_INDUSTRY
2025-04-28 2025-04-29 ind_household_goods 0.0028 0.0048 0.0000 tilt_INDUSTRY
2025-04-28 2025-04-29 ind_communications_equipment -0.0194 0.0022 -0.0000 tilt_INDUSTRY
2025-04-28 2025-04-29 ind_household_products_services -0.0405 0.0068 -0.0003 tilt_INDUSTRY
2025-04-28 2025-04-29 market -0.0182 -0.0010 0.0000 risk_exposure
2025-04-28 2025-04-29 country_TH -0.0157 0.0048 -0.0001 tilt_COUNTRY
2025-04-28 2025-04-29 ind_commercial_services_supplies 0.0678 0.0015 0.0001 tilt_INDUSTRY
2025-04-28 2025-04-29 ind_banking_services 0.0855 0.0003 0.0000 tilt_INDUSTRY
2025-04-28 2025-04-29 momentum 0.1524 0.0000 0.0000 alpha_MOMENTUM
2025-04-28 2025-04-29 stability 4.8662 0.0003 0.0014 alpha_QUALITY
2025-04-28 2025-04-29 ind_diversified_retail -0.0019 0.0027 -0.0000 tilt_INDUSTRY
2025-04-28 2025-04-29 ind_holding_companies -0.0030 -0.0019 0.0000 tilt_INDUSTRY
2025-04-28 2025-04-29 linkage 0.5627 0.0003 0.0001 alpha_MOMENTUM
2025-04-28 2025-04-29 ind_telecommunications_serices 0.0551 0.0015 0.0001 tilt_INDUSTRY
2025-04-28 2025-04-29 ind_natural_gas_utilities -0.0000 -0.0008 0.0000 tilt_INDUSTRY
2025-04-28 2025-04-29 country_MY 0.0064 -0.0022 -0.0000 tilt_COUNTRY
2025-04-28 2025-04-29 size_MID -0.0898 -0.0005 0.0000 tilt_SIZE
2025-04-28 2025-04-29 ind_healthcare_providers_services 0.0078 0.0012 0.0000 tilt_INDUSTRY
2025-04-28 2025-04-29 country_XH 0.1263 -0.0033 -0.0004 tilt_COUNTRY
2025-04-28 2025-04-29 ind_real_estate_operations 0.0027 -0.0044 -0.0000 tilt_INDUSTRY
2025-04-28 2025-04-29 ind_water_utilities -0.0073 -0.0118 0.0001 tilt_INDUSTRY
2025-04-28 2025-04-29 ind_pharmaceuticals -0.1041 0.0006 -0.0001 tilt_INDUSTRY
2025-04-28 2025-04-29 ind_biotechnology 0.0087 0.0077 0.0001 tilt_INDUSTRY
2025-04-28 2025-04-29 country_HK 0.0279 -0.0008 -0.0000 tilt_COUNTRY
2025-04-28 2025-04-29 ind_freight_logistics 0.0516 -0.0019 -0.0001 tilt_INDUSTRY
2025-04-28 2025-04-29 ind_media_publishing 0.0045 0.0051 0.0000 tilt_INDUSTRY
2025-04-28 2025-04-29 ind_multiline_utilities -0.0126 -0.0035 0.0000 tilt_INDUSTRY
2025-04-28 2025-04-29 ind_computers_phones_household_electronics 0.1280 0.0007 0.0001 tilt_INDUSTRY
2025-04-28 2025-04-29 ind_healthcare_equipment_supplies -0.0977 0.0027 -0.0003 tilt_INDUSTRY
2025-04-28 2025-04-29 fmom 0.5391 -0.0003 -0.0002 alpha_QUALITY
2025-04-28 2025-04-29 ind_food_tobacco 0.1335 0.0026 0.0003 tilt_INDUSTRY
2025-04-28 2025-04-29 size_SMALL -0.0092 0.0026 -0.0000 tilt_SIZE
2025-04-28 2025-04-29 ind_beverages -0.0764 -0.0085 0.0006 tilt_INDUSTRY
2025-04-28 2025-04-29 ind_office_equipment 0.0000 -0.0021 0.0000 tilt_INDUSTRY
2025-04-28 2025-04-29 country_SG -0.0458 0.0002 -0.0000 tilt_COUNTRY
2025-04-29 2025-04-30 sbeta_market 0.0395 0.0123 0.0005 risk_exposure
2025-04-29 2025-04-30 ind_metals_mining -0.1469 -0.0085 0.0012 tilt_INDUSTRY
2025-04-29 2025-04-30 size_MID -0.0959 0.0020 -0.0002 tilt_SIZE
2025-04-29 2025-04-30 fmom 0.5182 -0.0002 -0.0001 alpha_QUALITY
2025-04-29 2025-04-30 ind_semiconductors 0.0366 -0.0021 -0.0001 tilt_INDUSTRY
2025-04-29 2025-04-30 country_IN 0.0586 -0.0048 -0.0003 tilt_COUNTRY
2025-04-29 2025-04-30 value_liq 0.8009 -0.0013 -0.0011 alpha_VALUE
2025-04-29 2025-04-30 country_PH 0.0022 0.0268 0.0001 tilt_COUNTRY
2025-04-29 2025-04-30 ind_commercial_services_supplies 0.0631 0.0034 0.0002 tilt_INDUSTRY
2025-04-29 2025-04-30 ind_healthcare_equipment_supplies -0.0954 0.0036 -0.0003 tilt_INDUSTRY
2025-04-29 2025-04-30 ind_computers_phones_household_electronics 0.1242 0.0018 0.0002 tilt_INDUSTRY
2025-04-29 2025-04-30 country_JP -0.0644 0.0060 -0.0004 tilt_COUNTRY
2025-04-29 2025-04-30 country_KR -0.0970 -0.0008 0.0001 tilt_COUNTRY
2025-04-29 2025-04-30 bcost NaN NaN -0.0003 cost
2025-04-29 2025-04-30 country_TH -0.0078 0.0191 -0.0001 tilt_COUNTRY
2025-04-29 2025-04-30 value_gc 1.6410 -0.0007 -0.0011 alpha_VALUE
2025-04-29 2025-04-30 ind_real_estate_operations 0.0065 -0.0001 -0.0000 tilt_INDUSTRY
2025-04-29 2025-04-30 ind_freight_logistics 0.0495 -0.0040 -0.0002 tilt_INDUSTRY
2025-04-29 2025-04-30 size_SMALL -0.0103 -0.0018 0.0000 tilt_SIZE
2025-04-29 2025-04-30 ind_leisure_products 0.0046 0.0137 0.0001 tilt_INDUSTRY
2025-04-29 2025-04-30 ind_office_equipment 0.0000 -0.0001 0.0000 tilt_INDUSTRY
2025-04-29 2025-04-30 ind_fintech -0.0036 -0.0078 0.0000 tilt_INDUSTRY
2025-04-29 2025-04-30 pdiscrepancy NaN NaN -0.0000 unexplained
2025-04-29 2025-04-30 country_TW -0.0058 -0.0048 0.0000 tilt_COUNTRY
2025-04-29 2025-04-30 size_LARGE 0.0935 -0.0006 -0.0001 tilt_SIZE
2025-04-29 2025-04-30 ind_holding_companies -0.0029 0.0133 -0.0000 tilt_INDUSTRY
2025-04-29 2025-04-30 ind_healthcare_providers_services 0.0104 -0.0012 -0.0000 tilt_INDUSTRY
2025-04-29 2025-04-30 ind_communications_equipment -0.0182 -0.0006 0.0000 tilt_INDUSTRY
2025-04-29 2025-04-30 ind_consumer_goods_conglomerates 0.0089 -0.0099 -0.0001 tilt_INDUSTRY
2025-04-29 2025-04-30 ind_household_products_services -0.0394 0.0019 -0.0001 tilt_INDUSTRY
2025-04-29 2025-04-30 linkage 0.5251 -0.0000 -0.0000 alpha_MOMENTUM
2025-04-29 2025-04-30 ind_automobile -0.0147 0.0041 -0.0001 tilt_INDUSTRY
2025-04-29 2025-04-30 linearCost NaN NaN -0.0002 cost
2025-04-29 2025-04-30 ind_textiles_apparel -0.0148 0.0007 -0.0000 tilt_INDUSTRY
2025-04-29 2025-04-30 size_MICRO -0.0077 -0.0033 0.0000 tilt_SIZE
2025-04-29 2025-04-30 ind_water_utilities -0.0073 -0.0009 0.0000 tilt_INDUSTRY
2025-04-29 2025-04-30 country_SG -0.0447 0.0135 -0.0006 tilt_COUNTRY
2025-04-29 2025-04-30 ind_integrated_hardware_software 0.0136 0.0148 0.0002 tilt_INDUSTRY
2025-04-29 2025-04-30 market -0.0203 -0.0094 0.0002 risk_exposure
2025-04-29 2025-04-30 ind_construction_materials -0.0037 -0.0044 0.0000 tilt_INDUSTRY
2025-04-29 2025-04-30 neglect 0.9115 0.0013 0.0012 alpha_VALUE
2025-04-29 2025-04-30 ind_food_drug_retail -0.0115 0.0026 -0.0000 tilt_INDUSTRY
2025-04-29 2025-04-30 ind_biotechnology 0.0075 -0.0082 -0.0001 tilt_INDUSTRY
2025-04-29 2025-04-30 specret NaN NaN 0.0024 unexplained
2025-04-29 2025-04-30 ind_paper_forestry -0.0094 -0.0138 0.0001 tilt_INDUSTRY
2025-04-29 2025-04-30 ind_oil_gas_equipment_services -0.0166 0.0031 -0.0001 tilt_INDUSTRY
2025-04-29 2025-04-30 ind_specialty_reatil 0.0149 0.0002 0.0000 tilt_INDUSTRY
2025-04-29 2025-04-30 fcost NaN NaN -0.0000 cost
2025-04-29 2025-04-30 ind_beverages -0.0786 -0.0046 0.0004 tilt_INDUSTRY
2025-04-29 2025-04-30 ind_chemicals 0.0277 -0.0042 -0.0001 tilt_INDUSTRY
2025-04-29 2025-04-30 ind_pharmaceuticals -0.1039 0.0017 -0.0002 tilt_INDUSTRY
2025-04-29 2025-04-30 ind_containers_packaging -0.0099 -0.0003 0.0000 tilt_INDUSTRY
2025-04-29 2025-04-30 ind_investment_services 0.0305 -0.0054 -0.0002 tilt_INDUSTRY
2025-04-29 2025-04-30 ind_construction_engineering -0.0432 -0.0010 0.0000 tilt_INDUSTRY
2025-04-29 2025-04-30 ind_aerospace_defense -0.0191 0.0010 -0.0000 tilt_INDUSTRY
2025-04-29 2025-04-30 country_NZ -0.0180 -0.0062 0.0001 tilt_COUNTRY
2025-04-29 2025-04-30 ind_diversified_retail -0.0018 -0.0019 0.0000 tilt_INDUSTRY
2025-04-29 2025-04-30 country_MY 0.0062 0.0181 0.0001 tilt_COUNTRY
2025-04-29 2025-04-30 ind_homebuilding_building_products -0.0252 -0.0011 0.0000 tilt_INDUSTRY
2025-04-29 2025-04-30 ind_telecommunications_serices 0.0501 0.0049 0.0002 tilt_INDUSTRY
2025-04-29 2025-04-30 ind_hotels_entertainment -0.0673 -0.0039 0.0003 tilt_INDUSTRY
2025-04-29 2025-04-30 ind_passenger_transportation 0.0597 -0.0034 -0.0002 tilt_INDUSTRY
2025-04-29 2025-04-30 ind_natural_gas_utilities -0.0025 0.0007 -0.0000 tilt_INDUSTRY
2025-04-29 2025-04-30 ind_banking_services 0.0989 0.0014 0.0001 tilt_INDUSTRY
2025-04-29 2025-04-30 ind_household_goods 0.0026 0.0003 0.0000 tilt_INDUSTRY
2025-04-29 2025-04-30 ind_industrial_distribution -0.0012 -0.0010 0.0000 tilt_INDUSTRY
2025-04-29 2025-04-30 sdiscrepancy NaN NaN 0.0002 unexplained
2025-04-29 2025-04-30 ind_oil_gas -0.0020 0.0040 -0.0000 tilt_INDUSTRY
2025-04-29 2025-04-30 country_XH 0.1204 -0.0046 -0.0006 tilt_COUNTRY
2025-04-29 2025-04-30 revision 0.6033 0.0007 0.0004 alpha_REVISION
2025-04-29 2025-04-30 ind_electronic_equipment -0.0432 0.0017 -0.0001 tilt_INDUSTRY
2025-04-29 2025-04-30 ind_insurance 0.0405 0.0068 0.0003 tilt_INDUSTRY
2025-04-29 2025-04-30 ind_uranium -0.0027 -0.0344 0.0001 tilt_INDUSTRY
2025-04-29 2025-04-30 reversal 1.1472 0.0009 0.0011 alpha_REVERSAL
2025-04-29 2025-04-30 ind_electric_utilities_ipps 0.0009 -0.0041 -0.0000 tilt_INDUSTRY
2025-04-29 2025-04-30 country_AU -0.0979 0.0089 -0.0009 tilt_COUNTRY
2025-04-29 2025-04-30 country_CN 0.0602 -0.0032 -0.0002 tilt_COUNTRY
2025-04-29 2025-04-30 country_HK 0.0234 0.0060 0.0001 tilt_COUNTRY
2025-04-29 2025-04-30 country_ID 0.0441 0.0109 0.0005 tilt_COUNTRY
2025-04-29 2025-04-30 ind_machinery -0.0662 0.0004 -0.0000 tilt_INDUSTRY
2025-04-29 2025-04-30 ind_multiline_utilities -0.0120 -0.0061 0.0001 tilt_INDUSTRY
2025-04-29 2025-04-30 quality 2.9732 -0.0003 -0.0009 alpha_QUALITY
2025-04-29 2025-04-30 ind_food_tobacco 0.1302 -0.0005 -0.0001 tilt_INDUSTRY
2025-04-29 2025-04-30 ind_transportation_infrastructure -0.0326 0.0018 -0.0001 tilt_INDUSTRY
2025-04-29 2025-04-30 ind_renewable_energy 0.0199 -0.0058 -0.0001 tilt_INDUSTRY
2025-04-29 2025-04-30 momentum 0.1416 0.0006 0.0001 alpha_MOMENTUM
2025-04-29 2025-04-30 ind_coal -0.0613 -0.0031 0.0002 tilt_INDUSTRY
2025-04-29 2025-04-30 ind_media_publishing 0.0049 0.0063 0.0000 tilt_INDUSTRY
2025-04-29 2025-04-30 impactCost NaN NaN -0.0003 cost
2025-04-29 2025-04-30 ind_software_it_services 0.1329 0.0071 0.0009 tilt_INDUSTRY
2025-04-29 2025-04-30 stability 4.8248 0.0008 0.0036 alpha_QUALITY
2025-04-30 2025-05-01 ind_specialty_reatil 0.0165 -0.0015 -0.0000 tilt_INDUSTRY
2025-04-30 2025-05-01 country_MY 0.0062 -0.0002 -0.0000 tilt_COUNTRY
2025-04-30 2025-05-01 ind_holding_companies -0.0030 -0.0016 0.0000 tilt_INDUSTRY
2025-04-30 2025-05-01 ind_office_equipment 0.0000 0.0031 0.0000 tilt_INDUSTRY
2025-04-30 2025-05-01 country_TW -0.0077 -0.0007 0.0000 tilt_COUNTRY
2025-04-30 2025-05-01 stability 4.9097 0.0001 0.0003 alpha_QUALITY
2025-04-30 2025-05-01 fcost NaN NaN -0.0000 cost
2025-04-30 2025-05-01 quality 3.0381 -0.0001 -0.0004 alpha_QUALITY
2025-04-30 2025-05-01 country_KR -0.0977 -0.0007 0.0001 tilt_COUNTRY
2025-04-30 2025-05-01 ind_food_drug_retail -0.0136 0.0009 -0.0000 tilt_INDUSTRY
2025-04-30 2025-05-01 ind_multiline_utilities -0.0119 0.0001 -0.0000 tilt_INDUSTRY
2025-04-30 2025-05-01 country_CN 0.0617 -0.0005 -0.0000 tilt_COUNTRY
2025-04-30 2025-05-01 country_HK 0.0232 -0.0005 -0.0000 tilt_COUNTRY
2025-04-30 2025-05-01 country_AU -0.0984 0.0036 -0.0004 tilt_COUNTRY
2025-04-30 2025-05-01 ind_transportation_infrastructure -0.0321 0.0004 -0.0000 tilt_INDUSTRY
2025-04-30 2025-05-01 fmom 0.5397 0.0001 0.0000 alpha_QUALITY
2025-04-30 2025-05-01 specret NaN NaN 0.0013 unexplained
2025-04-30 2025-05-01 ind_semiconductors 0.0379 0.0005 0.0000 tilt_INDUSTRY
2025-04-30 2025-05-01 impactCost NaN NaN -0.0001 cost
2025-04-30 2025-05-01 ind_oil_gas_equipment_services -0.0167 -0.0007 0.0000 tilt_INDUSTRY
2025-04-30 2025-05-01 reversal 0.7277 -0.0000 -0.0000 alpha_REVERSAL
2025-04-30 2025-05-01 ind_commercial_services_supplies 0.0591 0.0008 0.0000 tilt_INDUSTRY
2025-04-30 2025-05-01 sbeta_market -0.0149 -0.0002 0.0000 risk_exposure
2025-04-30 2025-05-01 ind_paper_forestry -0.0093 -0.0029 0.0000 tilt_INDUSTRY
2025-04-30 2025-05-01 ind_beverages -0.0863 -0.0003 0.0000 tilt_INDUSTRY
2025-04-30 2025-05-01 ind_investment_services 0.0295 -0.0001 -0.0000 tilt_INDUSTRY
2025-04-30 2025-05-01 ind_construction_materials -0.0037 0.0001 -0.0000 tilt_INDUSTRY
2025-04-30 2025-05-01 ind_telecommunications_serices 0.0511 0.0000 0.0000 tilt_INDUSTRY
2025-04-30 2025-05-01 ind_consumer_goods_conglomerates 0.0144 0.0036 0.0001 tilt_INDUSTRY
2025-04-30 2025-05-01 ind_aerospace_defense -0.0189 0.0003 -0.0000 tilt_INDUSTRY
2025-04-30 2025-05-01 country_XH 0.1199 -0.0005 -0.0001 tilt_COUNTRY
2025-04-30 2025-05-01 country_SG -0.0450 -0.0007 0.0000 tilt_COUNTRY
2025-04-30 2025-05-01 size_MICRO -0.0043 -0.0008 0.0000 tilt_SIZE
2025-04-30 2025-05-01 ind_freight_logistics 0.0482 -0.0010 -0.0000 tilt_INDUSTRY
2025-04-30 2025-05-01 revision 0.6443 -0.0004 -0.0002 alpha_REVISION
2025-04-30 2025-05-01 ind_chemicals 0.0289 0.0008 0.0000 tilt_INDUSTRY
2025-04-30 2025-05-01 ind_pharmaceuticals -0.1071 0.0003 -0.0000 tilt_INDUSTRY
2025-04-30 2025-05-01 momentum 0.1448 0.0000 0.0000 alpha_MOMENTUM
2025-04-30 2025-05-01 ind_software_it_services 0.1392 0.0006 0.0001 tilt_INDUSTRY
2025-04-30 2025-05-01 ind_renewable_energy 0.0191 0.0002 0.0000 tilt_INDUSTRY
2025-04-30 2025-05-01 ind_oil_gas -0.0008 -0.0003 0.0000 tilt_INDUSTRY
2025-04-30 2025-05-01 country_ID 0.0435 -0.0001 -0.0000 tilt_COUNTRY
2025-04-30 2025-05-01 country_IN 0.0615 -0.0004 -0.0000 tilt_COUNTRY
2025-04-30 2025-05-01 country_TH 0.0012 -0.0003 -0.0000 tilt_COUNTRY
2025-04-30 2025-05-01 ind_electric_utilities_ipps -0.0011 -0.0002 0.0000 tilt_INDUSTRY
2025-04-30 2025-05-01 ind_water_utilities -0.0077 0.0003 -0.0000 tilt_INDUSTRY
2025-04-30 2025-05-01 country_JP -0.0611 0.0013 -0.0001 tilt_COUNTRY
2025-04-30 2025-05-01 ind_computers_phones_household_electronics 0.1250 0.0003 0.0000 tilt_INDUSTRY
2025-04-30 2025-05-01 ind_machinery -0.0594 0.0006 -0.0000 tilt_INDUSTRY
2025-04-30 2025-05-01 country_PH 0.0023 -0.0004 -0.0000 tilt_COUNTRY
2025-04-30 2025-05-01 ind_construction_engineering -0.0380 -0.0008 0.0000 tilt_INDUSTRY
2025-04-30 2025-05-01 ind_containers_packaging -0.0109 -0.0008 0.0000 tilt_INDUSTRY
2025-04-30 2025-05-01 ind_food_tobacco 0.1325 0.0005 0.0001 tilt_INDUSTRY
2025-04-30 2025-05-01 ind_coal -0.0620 -0.0003 0.0000 tilt_INDUSTRY
2025-04-30 2025-05-01 ind_electronic_equipment -0.0540 0.0004 -0.0000 tilt_INDUSTRY
2025-04-30 2025-05-01 ind_media_publishing 0.0045 -0.0008 -0.0000 tilt_INDUSTRY
2025-04-30 2025-05-01 ind_uranium -0.0026 0.0216 -0.0001 tilt_INDUSTRY
2025-04-30 2025-05-01 country_NZ -0.0184 0.0241 -0.0004 tilt_COUNTRY
2025-04-30 2025-05-01 ind_diversified_retail -0.0017 0.0003 -0.0000 tilt_INDUSTRY
2025-04-30 2025-05-01 ind_homebuilding_building_products -0.0272 0.0018 -0.0000 tilt_INDUSTRY
2025-04-30 2025-05-01 ind_industrial_distribution -0.0009 -0.0035 0.0000 tilt_INDUSTRY
2025-04-30 2025-05-01 sdiscrepancy NaN NaN -0.0004 unexplained
2025-04-30 2025-05-01 ind_household_goods 0.0023 -0.0000 -0.0000 tilt_INDUSTRY
2025-04-30 2025-05-01 ind_banking_services 0.1022 -0.0019 -0.0002 tilt_INDUSTRY
2025-04-30 2025-05-01 ind_hotels_entertainment -0.0680 -0.0006 0.0000 tilt_INDUSTRY
2025-04-30 2025-05-01 ind_passenger_transportation 0.0567 0.0032 0.0002 tilt_INDUSTRY
2025-04-30 2025-05-01 ind_natural_gas_utilities -0.0041 -0.0016 0.0000 tilt_INDUSTRY
2025-04-30 2025-05-01 ind_biotechnology 0.0081 0.0015 0.0000 tilt_INDUSTRY
2025-04-30 2025-05-01 ind_insurance 0.0453 -0.0018 -0.0001 tilt_INDUSTRY
2025-04-30 2025-05-01 size_LARGE 0.1077 0.0008 0.0001 tilt_SIZE
2025-04-30 2025-05-01 linkage 0.5455 -0.0000 -0.0000 alpha_MOMENTUM
2025-04-30 2025-05-01 linearCost NaN NaN -0.0000 cost
2025-04-30 2025-05-01 ind_communications_equipment -0.0162 0.0001 -0.0000 tilt_INDUSTRY
2025-04-30 2025-05-01 size_MID -0.0983 -0.0001 0.0000 tilt_SIZE
2025-04-30 2025-05-01 ind_automobile -0.0099 0.0011 -0.0000 tilt_INDUSTRY
2025-04-30 2025-05-01 neglect 0.8835 -0.0000 -0.0000 alpha_VALUE
2025-04-30 2025-05-01 ind_household_products_services -0.0392 -0.0009 0.0000 tilt_INDUSTRY
2025-04-30 2025-05-01 market -0.0087 0.0007 -0.0000 risk_exposure
2025-04-30 2025-05-01 ind_metals_mining -0.1470 -0.0016 0.0002 tilt_INDUSTRY
2025-04-30 2025-05-01 ind_healthcare_equipment_supplies -0.0959 0.0013 -0.0001 tilt_INDUSTRY
2025-04-30 2025-05-01 ind_integrated_hardware_software 0.0142 0.0004 0.0000 tilt_INDUSTRY
2025-04-30 2025-05-01 pdiscrepancy NaN NaN -0.0000 unexplained
2025-04-30 2025-05-01 value_liq 0.7279 -0.0002 -0.0001 alpha_VALUE
2025-04-30 2025-05-01 value_gc 1.5856 0.0002 0.0003 alpha_VALUE
2025-04-30 2025-05-01 ind_textiles_apparel -0.0153 -0.0001 0.0000 tilt_INDUSTRY
2025-04-30 2025-05-01 ind_leisure_products 0.0049 0.0006 0.0000 tilt_INDUSTRY
2025-04-30 2025-05-01 bcost NaN NaN -0.0003 cost
2025-04-30 2025-05-01 size_SMALL -0.0139 -0.0004 0.0000 tilt_SIZE
2025-04-30 2025-05-01 ind_fintech -0.0036 0.0008 -0.0000 tilt_INDUSTRY
2025-04-30 2025-05-01 ind_real_estate_operations 0.0107 0.0001 0.0000 tilt_INDUSTRY
2025-04-30 2025-05-01 ind_healthcare_providers_services 0.0112 -0.0004 -0.0000 tilt_INDUSTRY
2025-05-01 2025-05-02 ind_healthcare_equipment_supplies -0.0962 0.0036 -0.0003 tilt_INDUSTRY
2025-05-01 2025-05-02 ind_communications_equipment -0.0165 0.0005 -0.0000 tilt_INDUSTRY
2025-05-01 2025-05-02 ind_natural_gas_utilities -0.0043 -0.0050 0.0000 tilt_INDUSTRY
2025-05-01 2025-05-02 country_MY 0.0063 0.0086 0.0001 tilt_COUNTRY
2025-05-01 2025-05-02 country_NZ -0.0186 0.0125 -0.0002 tilt_COUNTRY
2025-05-01 2025-05-02 pdiscrepancy NaN NaN -0.0000 unexplained
2025-05-01 2025-05-02 fmom 0.5518 0.0005 0.0003 alpha_QUALITY
2025-05-01 2025-05-02 ind_specialty_reatil 0.0166 -0.0016 -0.0000 tilt_INDUSTRY
2025-05-01 2025-05-02 ind_paper_forestry -0.0092 0.0018 -0.0000 tilt_INDUSTRY
2025-05-01 2025-05-02 market -0.0019 0.0012 -0.0000 risk_exposure
2025-05-01 2025-05-02 value_liq 0.7260 -0.0001 -0.0001 alpha_VALUE
2025-05-01 2025-05-02 ind_aerospace_defense -0.0187 0.0008 -0.0000 tilt_INDUSTRY
2025-05-01 2025-05-02 specret NaN NaN 0.0002 unexplained
2025-05-01 2025-05-02 ind_household_products_services -0.0386 -0.0003 0.0000 tilt_INDUSTRY
2025-05-01 2025-05-02 country_AU -0.1005 0.0081 -0.0008 tilt_COUNTRY
2025-05-01 2025-05-02 ind_water_utilities -0.0076 -0.0061 0.0000 tilt_INDUSTRY
2025-05-01 2025-05-02 ind_multiline_utilities -0.0121 -0.0039 0.0000 tilt_INDUSTRY
2025-05-01 2025-05-02 ind_freight_logistics 0.0459 0.0029 0.0001 tilt_INDUSTRY
2025-05-01 2025-05-02 ind_insurance 0.0480 -0.0053 -0.0003 tilt_INDUSTRY
2025-05-01 2025-05-02 reversal 0.7280 0.0009 0.0006 alpha_REVERSAL
2025-05-01 2025-05-02 country_IN 0.0545 -0.0042 -0.0002 tilt_COUNTRY
2025-05-01 2025-05-02 linearCost NaN NaN -0.0002 cost
2025-05-01 2025-05-02 country_ID 0.0415 0.0064 0.0003 tilt_COUNTRY
2025-05-01 2025-05-02 impactCost NaN NaN -0.0002 cost
2025-05-01 2025-05-02 ind_pharmaceuticals -0.1092 0.0028 -0.0003 tilt_INDUSTRY
2025-05-01 2025-05-02 ind_beverages -0.0916 -0.0005 0.0000 tilt_INDUSTRY
2025-05-01 2025-05-02 ind_software_it_services 0.1415 0.0011 0.0002 tilt_INDUSTRY
2025-05-01 2025-05-02 ind_chemicals 0.0267 0.0018 0.0000 tilt_INDUSTRY
2025-05-01 2025-05-02 ind_consumer_goods_conglomerates 0.0186 -0.0092 -0.0002 tilt_INDUSTRY
2025-05-01 2025-05-02 ind_containers_packaging -0.0120 0.0012 -0.0000 tilt_INDUSTRY
2025-05-01 2025-05-02 ind_integrated_hardware_software 0.0141 -0.0006 -0.0000 tilt_INDUSTRY
2025-05-01 2025-05-02 ind_electronic_equipment -0.0525 0.0019 -0.0001 tilt_INDUSTRY
2025-05-01 2025-05-02 size_MICRO -0.0051 -0.0010 0.0000 tilt_SIZE
2025-05-01 2025-05-02 ind_construction_materials -0.0038 -0.0020 0.0000 tilt_INDUSTRY
2025-05-01 2025-05-02 revision 0.5924 -0.0001 -0.0001 alpha_REVISION
2025-05-01 2025-05-02 country_JP -0.0523 0.0001 -0.0000 tilt_COUNTRY
2025-05-01 2025-05-02 ind_food_drug_retail -0.0122 0.0014 -0.0000 tilt_INDUSTRY
2025-05-01 2025-05-02 country_TW -0.0025 0.0134 -0.0000 tilt_COUNTRY
2025-05-01 2025-05-02 momentum 0.1443 0.0001 0.0000 alpha_MOMENTUM
2025-05-01 2025-05-02 ind_fintech -0.0036 -0.0027 0.0000 tilt_INDUSTRY
2025-05-01 2025-05-02 ind_office_equipment 0.0000 0.0052 0.0000 tilt_INDUSTRY
2025-05-01 2025-05-02 ind_leisure_products 0.0065 0.0043 0.0000 tilt_INDUSTRY
2025-05-01 2025-05-02 size_SMALL -0.0197 -0.0007 0.0000 tilt_SIZE
2025-05-01 2025-05-02 ind_healthcare_providers_services 0.0094 0.0025 0.0000 tilt_INDUSTRY
2025-05-01 2025-05-02 ind_oil_gas -0.0022 -0.0000 0.0000 tilt_INDUSTRY
2025-05-01 2025-05-02 size_LARGE 0.1193 0.0044 0.0005 tilt_SIZE
2025-05-01 2025-05-02 ind_food_tobacco 0.1341 -0.0002 -0.0000 tilt_INDUSTRY
2025-05-01 2025-05-02 ind_diversified_retail -0.0014 -0.0003 0.0000 tilt_INDUSTRY
2025-05-01 2025-05-02 ind_renewable_energy 0.0188 0.0007 0.0000 tilt_INDUSTRY
2025-05-01 2025-05-02 linkage 0.5379 0.0001 0.0000 alpha_MOMENTUM
2025-05-01 2025-05-02 ind_automobile -0.0087 0.0008 -0.0000 tilt_INDUSTRY
2025-05-01 2025-05-02 ind_textiles_apparel -0.0152 -0.0016 0.0000 tilt_INDUSTRY
2025-05-01 2025-05-02 size_MID -0.0963 -0.0020 0.0002 tilt_SIZE
2025-05-01 2025-05-02 ind_machinery -0.0562 0.0020 -0.0001 tilt_INDUSTRY
2025-05-01 2025-05-02 neglect 0.8700 -0.0007 -0.0006 alpha_VALUE
2025-05-01 2025-05-02 ind_real_estate_operations 0.0177 -0.0004 -0.0000 tilt_INDUSTRY
2025-05-01 2025-05-02 country_TH -0.0044 -0.0014 0.0000 tilt_COUNTRY
2025-05-01 2025-05-02 ind_metals_mining -0.1423 -0.0008 0.0001 tilt_INDUSTRY
2025-05-01 2025-05-02 bcost NaN NaN -0.0003 cost
2025-05-01 2025-05-02 ind_biotechnology 0.0076 0.0072 0.0001 tilt_INDUSTRY
2025-05-01 2025-05-02 country_PH 0.0024 0.0062 0.0000 tilt_COUNTRY
2025-05-01 2025-05-02 ind_electric_utilities_ipps -0.0104 -0.0010 0.0000 tilt_INDUSTRY
2025-05-01 2025-05-02 sdiscrepancy NaN NaN -0.0002 unexplained
2025-05-01 2025-05-02 value_gc 1.5846 -0.0001 -0.0001 alpha_VALUE
2025-05-01 2025-05-02 ind_construction_engineering -0.0319 -0.0006 0.0000 tilt_INDUSTRY
2025-05-01 2025-05-02 ind_holding_companies -0.0029 -0.0082 0.0000 tilt_INDUSTRY
2025-05-01 2025-05-02 ind_computers_phones_household_electronics 0.1235 0.0046 0.0006 tilt_INDUSTRY
2025-05-01 2025-05-02 ind_uranium -0.0027 0.0230 -0.0001 tilt_INDUSTRY
2025-05-01 2025-05-02 ind_telecommunications_serices 0.0557 -0.0003 -0.0000 tilt_INDUSTRY
2025-05-01 2025-05-02 country_XH 0.1334 0.0083 0.0011 tilt_COUNTRY
2025-05-01 2025-05-02 ind_oil_gas_equipment_services -0.0165 0.0016 -0.0000 tilt_INDUSTRY
2025-05-01 2025-05-02 sbeta_market 0.0167 0.0022 0.0000 risk_exposure
2025-05-01 2025-05-02 ind_transportation_infrastructure -0.0317 -0.0013 0.0000 tilt_INDUSTRY
2025-05-01 2025-05-02 ind_homebuilding_building_products -0.0282 -0.0009 0.0000 tilt_INDUSTRY
2025-05-01 2025-05-02 country_HK 0.0204 0.0076 0.0002 tilt_COUNTRY
2025-05-01 2025-05-02 country_CN 0.0610 -0.0041 -0.0003 tilt_COUNTRY
2025-05-01 2025-05-02 stability 4.9099 -0.0005 -0.0026 alpha_QUALITY
2025-05-01 2025-05-02 ind_commercial_services_supplies 0.0571 0.0006 0.0000 tilt_INDUSTRY
2025-05-01 2025-05-02 ind_household_goods 0.0018 0.0007 0.0000 tilt_INDUSTRY
2025-05-01 2025-05-02 ind_industrial_distribution -0.0008 -0.0123 0.0000 tilt_INDUSTRY
2025-05-01 2025-05-02 fcost NaN NaN -0.0000 cost
2025-05-01 2025-05-02 country_SG -0.0445 0.0017 -0.0001 tilt_COUNTRY
2025-05-01 2025-05-02 ind_passenger_transportation 0.0542 0.0017 0.0001 tilt_INDUSTRY
2025-05-01 2025-05-02 ind_coal -0.0607 0.0004 -0.0000 tilt_INDUSTRY
2025-05-01 2025-05-02 quality 3.0509 0.0003 0.0008 alpha_QUALITY
2025-05-01 2025-05-02 ind_media_publishing 0.0047 -0.0015 -0.0000 tilt_INDUSTRY
2025-05-01 2025-05-02 country_KR -0.0984 0.0003 -0.0000 tilt_COUNTRY
2025-05-01 2025-05-02 ind_investment_services 0.0293 0.0000 0.0000 tilt_INDUSTRY
2025-05-01 2025-05-02 ind_hotels_entertainment -0.0680 -0.0000 0.0000 tilt_INDUSTRY
2025-05-01 2025-05-02 ind_semiconductors 0.0424 -0.0001 -0.0000 tilt_INDUSTRY
2025-05-01 2025-05-02 ind_banking_services 0.0940 -0.0047 -0.0004 tilt_INDUSTRY
2025-05-02 2025-05-05 ind_coal -0.0589 -0.0019 0.0001 tilt_INDUSTRY
2025-05-02 2025-05-05 country_TH -0.0098 0.0002 -0.0000 tilt_COUNTRY
2025-05-02 2025-05-05 ind_computers_phones_household_electronics 0.1242 -0.0012 -0.0002 tilt_INDUSTRY
2025-05-02 2025-05-05 ind_natural_gas_utilities -0.0042 0.0020 -0.0000 tilt_INDUSTRY
2025-05-02 2025-05-05 ind_passenger_transportation 0.0548 0.0018 0.0001 tilt_INDUSTRY
2025-05-02 2025-05-05 country_JP -0.0551 0.0004 -0.0000 tilt_COUNTRY
2025-05-02 2025-05-05 country_IN 0.0419 0.0105 0.0004 tilt_COUNTRY
2025-05-02 2025-05-05 ind_construction_engineering -0.0250 0.0003 -0.0000 tilt_INDUSTRY
2025-05-02 2025-05-05 ind_water_utilities -0.0058 0.0002 -0.0000 tilt_INDUSTRY
2025-05-02 2025-05-05 value_liq 0.7004 -0.0002 -0.0002 alpha_VALUE
2025-05-02 2025-05-05 revision 0.6195 0.0001 0.0001 alpha_REVISION
2025-05-02 2025-05-05 ind_hotels_entertainment -0.0667 0.0012 -0.0001 tilt_INDUSTRY
2025-05-02 2025-05-05 ind_banking_services 0.0759 -0.0004 -0.0000 tilt_INDUSTRY
2025-05-02 2025-05-05 ind_containers_packaging -0.0124 0.0039 -0.0000 tilt_INDUSTRY
2025-05-02 2025-05-05 momentum 0.1961 -0.0001 -0.0000 alpha_MOMENTUM
2025-05-02 2025-05-05 ind_machinery -0.0562 0.0002 -0.0000 tilt_INDUSTRY
2025-05-02 2025-05-05 ind_chemicals 0.0244 0.0002 0.0000 tilt_INDUSTRY
2025-05-02 2025-05-05 ind_uranium -0.0027 0.0077 -0.0000 tilt_INDUSTRY
2025-05-02 2025-05-05 ind_software_it_services 0.1416 -0.0005 -0.0001 tilt_INDUSTRY
2025-05-02 2025-05-05 country_NZ -0.0184 0.0123 -0.0002 tilt_COUNTRY
2025-05-02 2025-05-05 ind_homebuilding_building_products -0.0280 0.0004 -0.0000 tilt_INDUSTRY
2025-05-02 2025-05-05 ind_pharmaceuticals -0.1090 -0.0001 0.0000 tilt_INDUSTRY
2025-05-02 2025-05-05 ind_media_publishing 0.0048 -0.0001 -0.0000 tilt_INDUSTRY
2025-05-02 2025-05-05 country_ID 0.0388 0.0046 0.0002 tilt_COUNTRY
2025-05-02 2025-05-05 ind_renewable_energy 0.0185 0.0001 0.0000 tilt_INDUSTRY
2025-05-02 2025-05-05 size_MID -0.0841 0.0005 -0.0000 tilt_SIZE
2025-05-02 2025-05-05 country_PH 0.0024 -0.0112 -0.0000 tilt_COUNTRY
2025-05-02 2025-05-05 ind_construction_materials -0.0039 0.0001 -0.0000 tilt_INDUSTRY
2025-05-02 2025-05-05 ind_food_drug_retail -0.0074 0.0017 -0.0000 tilt_INDUSTRY
2025-05-02 2025-05-05 country_SG -0.0417 0.0046 -0.0002 tilt_COUNTRY
2025-05-02 2025-05-05 country_AU -0.0982 -0.0085 0.0008 tilt_COUNTRY
2025-05-02 2025-05-05 ind_electronic_equipment -0.0506 -0.0006 0.0000 tilt_INDUSTRY
2025-05-02 2025-05-05 specret NaN NaN 0.0013 unexplained
2025-05-02 2025-05-05 ind_semiconductors 0.0481 -0.0004 -0.0000 tilt_INDUSTRY
2025-05-02 2025-05-05 ind_multiline_utilities -0.0123 0.0044 -0.0001 tilt_INDUSTRY
2025-05-02 2025-05-05 country_KR -0.0979 0.0006 -0.0001 tilt_COUNTRY
2025-05-02 2025-05-05 country_CN 0.0597 0.0007 0.0000 tilt_COUNTRY
2025-05-02 2025-05-05 country_HK 0.0175 0.0001 0.0000 tilt_COUNTRY
2025-05-02 2025-05-05 ind_transportation_infrastructure -0.0311 0.0022 -0.0001 tilt_INDUSTRY
2025-05-02 2025-05-05 country_XH 0.1451 0.0006 0.0001 tilt_COUNTRY
2025-05-02 2025-05-05 ind_healthcare_equipment_supplies -0.0952 -0.0007 0.0001 tilt_INDUSTRY
2025-05-02 2025-05-05 ind_investment_services 0.0297 -0.0004 -0.0000 tilt_INDUSTRY
2025-05-02 2025-05-05 ind_oil_gas_equipment_services -0.0161 -0.0013 0.0000 tilt_INDUSTRY
2025-05-02 2025-05-05 fcost NaN NaN -0.0001 cost
2025-05-02 2025-05-05 ind_commercial_services_supplies 0.0570 -0.0000 -0.0000 tilt_INDUSTRY
2025-05-02 2025-05-05 size_MICRO -0.0056 -0.0029 0.0000 tilt_SIZE
2025-05-02 2025-05-05 ind_beverages -0.0907 -0.0000 0.0000 tilt_INDUSTRY
2025-05-02 2025-05-05 sbeta_market 0.0443 -0.0003 -0.0000 risk_exposure
2025-05-02 2025-05-05 ind_holding_companies -0.0034 -0.0044 0.0000 tilt_INDUSTRY
2025-05-02 2025-05-05 ind_consumer_goods_conglomerates 0.0174 -0.0002 -0.0000 tilt_INDUSTRY
2025-05-02 2025-05-05 ind_biotechnology 0.0070 0.0008 0.0000 tilt_INDUSTRY
2025-05-02 2025-05-05 bcost NaN NaN -0.0010 cost
2025-05-02 2025-05-05 linearCost NaN NaN -0.0001 cost
2025-05-02 2025-05-05 ind_metals_mining -0.1349 0.0005 -0.0001 tilt_INDUSTRY
2025-05-02 2025-05-05 ind_real_estate_operations 0.0211 0.0017 0.0000 tilt_INDUSTRY
2025-05-02 2025-05-05 neglect 0.7387 -0.0001 -0.0001 alpha_VALUE
2025-05-02 2025-05-05 ind_automobile -0.0078 0.0003 -0.0000 tilt_INDUSTRY
2025-05-02 2025-05-05 ind_paper_forestry -0.0089 -0.0004 0.0000 tilt_INDUSTRY
2025-05-02 2025-05-05 ind_integrated_hardware_software 0.0138 0.0009 0.0000 tilt_INDUSTRY
2025-05-02 2025-05-05 ind_oil_gas -0.0050 -0.0004 0.0000 tilt_INDUSTRY
2025-05-02 2025-05-05 market 0.0170 -0.0003 -0.0000 risk_exposure
2025-05-02 2025-05-05 linkage 0.6223 0.0001 0.0001 alpha_MOMENTUM
2025-05-02 2025-05-05 size_LARGE 0.1215 -0.0002 -0.0000 tilt_SIZE
2025-05-02 2025-05-05 pdiscrepancy NaN NaN 0.0000 unexplained
2025-05-02 2025-05-05 size_SMALL -0.0148 -0.0004 0.0000 tilt_SIZE
2025-05-02 2025-05-05 ind_leisure_products 0.0085 -0.0015 -0.0000 tilt_INDUSTRY
2025-05-02 2025-05-05 ind_fintech -0.0035 0.0023 -0.0000 tilt_INDUSTRY
2025-05-02 2025-05-05 country_TW 0.0265 -0.0165 -0.0004 tilt_COUNTRY
2025-05-02 2025-05-05 ind_communications_equipment -0.0164 -0.0005 0.0000 tilt_INDUSTRY
2025-05-02 2025-05-05 ind_aerospace_defense -0.0175 0.0015 -0.0000 tilt_INDUSTRY
2025-05-02 2025-05-05 value_gc 1.5716 0.0001 0.0001 alpha_VALUE
2025-05-02 2025-05-05 ind_food_tobacco 0.1323 -0.0001 -0.0000 tilt_INDUSTRY
2025-05-02 2025-05-05 ind_office_equipment 0.0000 0.0005 0.0000 tilt_INDUSTRY
2025-05-02 2025-05-05 ind_telecommunications_serices 0.0696 -0.0001 -0.0000 tilt_INDUSTRY
2025-05-02 2025-05-05 impactCost NaN NaN -0.0002 cost
2025-05-02 2025-05-05 ind_specialty_reatil 0.0171 -0.0003 -0.0000 tilt_INDUSTRY
2025-05-02 2025-05-05 reversal 0.8147 0.0003 0.0002 alpha_REVERSAL
2025-05-02 2025-05-05 quality 2.9843 -0.0001 -0.0003 alpha_QUALITY
2025-05-02 2025-05-05 country_MY 0.0062 -0.0044 -0.0000 tilt_COUNTRY
2025-05-02 2025-05-05 ind_textiles_apparel -0.0149 -0.0013 0.0000 tilt_INDUSTRY
2025-05-02 2025-05-05 ind_industrial_distribution -0.0009 0.0001 -0.0000 tilt_INDUSTRY
2025-05-02 2025-05-05 stability 4.6072 -0.0001 -0.0003 alpha_QUALITY
2025-05-02 2025-05-05 ind_electric_utilities_ipps -0.0197 -0.0003 0.0000 tilt_INDUSTRY
2025-05-02 2025-05-05 ind_household_products_services -0.0374 0.0003 -0.0000 tilt_INDUSTRY
2025-05-02 2025-05-05 ind_household_goods 0.0015 -0.0003 -0.0000 tilt_INDUSTRY
2025-05-02 2025-05-05 fmom 0.4506 0.0000 0.0000 alpha_QUALITY
2025-05-02 2025-05-05 ind_healthcare_providers_services 0.0080 0.0001 0.0000 tilt_INDUSTRY
2025-05-02 2025-05-05 ind_insurance 0.0483 -0.0007 -0.0000 tilt_INDUSTRY
2025-05-02 2025-05-05 ind_diversified_retail -0.0010 0.0001 -0.0000 tilt_INDUSTRY
2025-05-02 2025-05-05 sdiscrepancy NaN NaN 0.0000 unexplained
2025-05-02 2025-05-05 ind_freight_logistics 0.0436 0.0006 0.0000 tilt_INDUSTRY
2025-05-05 2025-05-06 country_IN 0.0307 -0.0220 -0.0007 tilt_COUNTRY
2025-05-05 2025-05-06 ind_containers_packaging -0.0124 -0.0031 0.0000 tilt_INDUSTRY
2025-05-05 2025-05-06 impactCost NaN NaN -0.0003 cost
2025-05-05 2025-05-06 country_KR -0.0958 -0.0043 0.0004 tilt_COUNTRY
2025-05-05 2025-05-06 ind_renewable_energy 0.0211 0.0023 0.0000 tilt_INDUSTRY
2025-05-05 2025-05-06 ind_specialty_reatil 0.0175 -0.0002 -0.0000 tilt_INDUSTRY
2025-05-05 2025-05-06 ind_banking_services 0.0589 -0.0031 -0.0002 tilt_INDUSTRY
2025-05-05 2025-05-06 size_MID -0.1021 -0.0013 0.0001 tilt_SIZE
2025-05-05 2025-05-06 country_CN -0.0010 0.0072 -0.0000 tilt_COUNTRY
2025-05-05 2025-05-06 ind_healthcare_providers_services 0.0134 0.0074 0.0001 tilt_INDUSTRY
2025-05-05 2025-05-06 ind_office_equipment 0.0000 0.0018 0.0000 tilt_INDUSTRY
2025-05-05 2025-05-06 country_SG -0.0373 0.0026 -0.0001 tilt_COUNTRY
2025-05-05 2025-05-06 quality 3.0727 -0.0012 -0.0036 alpha_QUALITY
2025-05-05 2025-05-06 ind_holding_companies -0.0039 0.0060 -0.0000 tilt_INDUSTRY
2025-05-05 2025-05-06 ind_investment_services 0.0280 -0.0022 -0.0001 tilt_INDUSTRY
2025-05-05 2025-05-06 specret NaN NaN 0.0037 unexplained
2025-05-05 2025-05-06 revision 0.6611 0.0003 0.0002 alpha_REVISION
2025-05-05 2025-05-06 linkage 0.7091 0.0003 0.0002 alpha_MOMENTUM
2025-05-05 2025-05-06 ind_transportation_infrastructure -0.0295 -0.0043 0.0001 tilt_INDUSTRY
2025-05-05 2025-05-06 linearCost NaN NaN -0.0003 cost
2025-05-05 2025-05-06 fcost NaN NaN -0.0000 cost
2025-05-05 2025-05-06 country_XH 0.1560 -0.0096 -0.0015 tilt_COUNTRY
2025-05-05 2025-05-06 momentum 0.1640 0.0017 0.0003 alpha_MOMENTUM
2025-05-05 2025-05-06 size_SMALL -0.0155 0.0021 -0.0000 tilt_SIZE
2025-05-05 2025-05-06 ind_oil_gas_equipment_services -0.0156 -0.0055 0.0001 tilt_INDUSTRY
2025-05-05 2025-05-06 sbeta_market 0.0271 0.0119 0.0003 risk_exposure
2025-05-05 2025-05-06 ind_insurance 0.0505 -0.0023 -0.0001 tilt_INDUSTRY
2025-05-05 2025-05-06 country_TW 0.0635 0.0029 0.0002 tilt_COUNTRY
2025-05-05 2025-05-06 ind_media_publishing 0.0055 0.0017 0.0000 tilt_INDUSTRY
2025-05-05 2025-05-06 ind_software_it_services 0.1408 0.0059 0.0008 tilt_INDUSTRY
2025-05-05 2025-05-06 ind_integrated_hardware_software 0.0137 -0.0004 -0.0000 tilt_INDUSTRY
2025-05-05 2025-05-06 ind_computers_phones_household_electronics 0.1290 0.0039 0.0005 tilt_INDUSTRY
2025-05-05 2025-05-06 ind_fintech -0.0033 -0.0007 0.0000 tilt_INDUSTRY
2025-05-05 2025-05-06 value_gc 1.5767 -0.0001 -0.0002 alpha_VALUE
2025-05-05 2025-05-06 ind_electronic_equipment -0.0467 0.0039 -0.0002 tilt_INDUSTRY
2025-05-05 2025-05-06 ind_metals_mining -0.1441 0.0032 -0.0005 tilt_INDUSTRY
2025-05-05 2025-05-06 pdiscrepancy NaN NaN -0.0000 unexplained
2025-05-05 2025-05-06 ind_biotechnology 0.0091 -0.0128 -0.0001 tilt_INDUSTRY
2025-05-05 2025-05-06 ind_electric_utilities_ipps -0.0277 0.0010 -0.0000 tilt_INDUSTRY
2025-05-05 2025-05-06 ind_aerospace_defense -0.0148 -0.0021 0.0000 tilt_INDUSTRY
2025-05-05 2025-05-06 ind_oil_gas -0.0111 -0.0023 0.0000 tilt_INDUSTRY
2025-05-05 2025-05-06 ind_uranium -0.0026 -0.0252 0.0001 tilt_INDUSTRY
2025-05-05 2025-05-06 ind_homebuilding_building_products -0.0275 -0.0034 0.0001 tilt_INDUSTRY
2025-05-05 2025-05-06 ind_real_estate_operations 0.0201 -0.0086 -0.0002 tilt_INDUSTRY
2025-05-05 2025-05-06 ind_coal -0.0587 -0.0005 0.0000 tilt_INDUSTRY
2025-05-05 2025-05-06 ind_industrial_distribution -0.0009 -0.0020 0.0000 tilt_INDUSTRY
2025-05-05 2025-05-06 ind_passenger_transportation 0.0582 0.0114 0.0007 tilt_INDUSTRY
2025-05-05 2025-05-06 ind_paper_forestry -0.0089 -0.0044 0.0000 tilt_INDUSTRY
2025-05-05 2025-05-06 reversal 0.8451 0.0017 0.0014 alpha_REVERSAL
2025-05-05 2025-05-06 country_TH -0.0089 -0.0140 0.0001 tilt_COUNTRY
2025-05-05 2025-05-06 ind_hotels_entertainment -0.0639 -0.0041 0.0003 tilt_INDUSTRY
2025-05-05 2025-05-06 ind_telecommunications_serices 0.0849 0.0081 0.0007 tilt_INDUSTRY
2025-05-05 2025-05-06 ind_consumer_goods_conglomerates 0.0170 -0.0035 -0.0001 tilt_INDUSTRY
2025-05-05 2025-05-06 country_AU -0.0976 0.0006 -0.0001 tilt_COUNTRY
2025-05-05 2025-05-06 ind_construction_engineering -0.0145 -0.0005 0.0000 tilt_INDUSTRY
2025-05-05 2025-05-06 ind_household_goods 0.0013 -0.0067 -0.0000 tilt_INDUSTRY
2025-05-05 2025-05-06 ind_textiles_apparel -0.0177 -0.0010 0.0000 tilt_INDUSTRY
2025-05-05 2025-05-06 bcost NaN NaN -0.0003 cost
2025-05-05 2025-05-06 size_LARGE 0.1223 -0.0006 -0.0001 tilt_SIZE
2025-05-05 2025-05-06 ind_healthcare_equipment_supplies -0.0960 -0.0026 0.0003 tilt_INDUSTRY
2025-05-05 2025-05-06 ind_diversified_retail -0.0005 -0.0021 0.0000 tilt_INDUSTRY
2025-05-05 2025-05-06 ind_communications_equipment -0.0182 0.0098 -0.0002 tilt_INDUSTRY
2025-05-05 2025-05-06 ind_construction_materials -0.0039 -0.0007 0.0000 tilt_INDUSTRY
2025-05-05 2025-05-06 value_liq 0.6980 -0.0011 -0.0008 alpha_VALUE
2025-05-05 2025-05-06 ind_household_products_services -0.0364 0.0003 -0.0000 tilt_INDUSTRY
2025-05-05 2025-05-06 fmom 0.5053 -0.0008 -0.0004 alpha_QUALITY
2025-05-05 2025-05-06 ind_water_utilities -0.0067 -0.0114 0.0001 tilt_INDUSTRY
2025-05-05 2025-05-06 stability 4.6753 0.0005 0.0021 alpha_QUALITY
2025-05-05 2025-05-06 neglect 0.7400 0.0009 0.0006 alpha_VALUE
2025-05-05 2025-05-06 country_MY 0.0061 -0.0052 -0.0000 tilt_COUNTRY
2025-05-05 2025-05-06 ind_leisure_products 0.0103 0.0016 0.0000 tilt_INDUSTRY
2025-05-05 2025-05-06 country_JP -0.0539 -0.0051 0.0003 tilt_COUNTRY
2025-05-05 2025-05-06 ind_food_tobacco 0.1301 -0.0014 -0.0002 tilt_INDUSTRY
2025-05-05 2025-05-06 ind_natural_gas_utilities -0.0039 0.0001 -0.0000 tilt_INDUSTRY
2025-05-05 2025-05-06 ind_pharmaceuticals -0.1115 -0.0051 0.0006 tilt_INDUSTRY
2025-05-05 2025-05-06 sdiscrepancy NaN NaN 0.0001 unexplained
2025-05-05 2025-05-06 market 0.0001 -0.0039 -0.0000 risk_exposure
2025-05-05 2025-05-06 size_MICRO -0.0046 -0.0016 0.0000 tilt_SIZE
2025-05-05 2025-05-06 country_PH 0.0023 0.0051 0.0000 tilt_COUNTRY
2025-05-05 2025-05-06 ind_automobile -0.0104 0.0015 -0.0000 tilt_INDUSTRY
2025-05-05 2025-05-06 ind_multiline_utilities -0.0126 0.0021 -0.0000 tilt_INDUSTRY
2025-05-05 2025-05-06 ind_semiconductors 0.0429 -0.0013 -0.0001 tilt_INDUSTRY
2025-05-05 2025-05-06 country_ID 0.0375 0.0093 0.0003 tilt_COUNTRY
2025-05-05 2025-05-06 country_NZ -0.0186 0.0013 -0.0000 tilt_COUNTRY
2025-05-05 2025-05-06 ind_beverages -0.0921 -0.0070 0.0006 tilt_INDUSTRY
2025-05-05 2025-05-06 country_HK 0.0170 0.0002 0.0000 tilt_COUNTRY
2025-05-05 2025-05-06 ind_machinery -0.0719 0.0014 -0.0001 tilt_INDUSTRY
2025-05-05 2025-05-06 ind_food_drug_retail -0.0031 0.0011 -0.0000 tilt_INDUSTRY
2025-05-05 2025-05-06 ind_commercial_services_supplies 0.0556 0.0027 0.0001 tilt_INDUSTRY
2025-05-05 2025-05-06 ind_chemicals 0.0285 0.0008 0.0000 tilt_INDUSTRY
2025-05-05 2025-05-06 ind_freight_logistics 0.0372 0.0014 0.0001 tilt_INDUSTRY
2025-05-06 2025-05-07 ind_real_estate_operations 0.0185 0.0045 0.0001 tilt_INDUSTRY
2025-05-06 2025-05-07 country_JP -0.0303 -0.0012 0.0000 tilt_COUNTRY
2025-05-06 2025-05-07 ind_oil_gas -0.0150 0.0055 -0.0001 tilt_INDUSTRY
2025-05-06 2025-05-07 ind_automobile -0.0150 -0.0028 0.0000 tilt_INDUSTRY
2025-05-06 2025-05-07 ind_aerospace_defense -0.0117 0.0318 -0.0004 tilt_INDUSTRY
2025-05-06 2025-05-07 ind_homebuilding_building_products -0.0299 0.0024 -0.0001 tilt_INDUSTRY
2025-05-06 2025-05-07 ind_coal -0.0565 0.0043 -0.0002 tilt_INDUSTRY
2025-05-06 2025-05-07 sdiscrepancy NaN NaN -0.0009 unexplained
2025-05-06 2025-05-07 neglect 0.7241 0.0003 0.0002 alpha_VALUE
2025-05-06 2025-05-07 ind_telecommunications_serices 0.0921 0.0011 0.0001 tilt_INDUSTRY
2025-05-06 2025-05-07 market -0.0111 0.0102 -0.0001 risk_exposure
2025-05-06 2025-05-07 ind_oil_gas_equipment_services -0.0147 0.0005 -0.0000 tilt_INDUSTRY
2025-05-06 2025-05-07 country_PH 0.0023 -0.0037 -0.0000 tilt_COUNTRY
2025-05-06 2025-05-07 sbeta_market 0.0195 -0.0072 -0.0001 risk_exposure
2025-05-06 2025-05-07 ind_insurance 0.0573 0.0078 0.0004 tilt_INDUSTRY
2025-05-06 2025-05-07 ind_beverages -0.0887 -0.0026 0.0002 tilt_INDUSTRY
2025-05-06 2025-05-07 ind_media_publishing 0.0050 -0.0065 -0.0000 tilt_INDUSTRY
2025-05-06 2025-05-07 ind_freight_logistics 0.0308 0.0014 0.0000 tilt_INDUSTRY
2025-05-06 2025-05-07 country_TW 0.0776 -0.0079 -0.0006 tilt_COUNTRY
2025-05-06 2025-05-07 ind_electric_utilities_ipps -0.0334 -0.0052 0.0002 tilt_INDUSTRY
2025-05-06 2025-05-07 bcost NaN NaN -0.0003 cost
2025-05-06 2025-05-07 ind_integrated_hardware_software 0.0126 -0.0040 -0.0000 tilt_INDUSTRY
2025-05-06 2025-05-07 ind_fintech -0.0029 0.0067 -0.0000 tilt_INDUSTRY
2025-05-06 2025-05-07 ind_communications_equipment -0.0188 0.0022 -0.0000 tilt_INDUSTRY
2025-05-06 2025-05-07 value_gc 1.5175 -0.0002 -0.0003 alpha_VALUE
2025-05-06 2025-05-07 ind_electronic_equipment -0.0416 0.0007 -0.0000 tilt_INDUSTRY
2025-05-06 2025-05-07 pdiscrepancy NaN NaN 0.0000 unexplained
2025-05-06 2025-05-07 ind_metals_mining -0.1494 0.0016 -0.0002 tilt_INDUSTRY
2025-05-06 2025-05-07 ind_biotechnology 0.0129 -0.0297 -0.0004 tilt_INDUSTRY
2025-05-06 2025-05-07 ind_computers_phones_household_electronics 0.1275 -0.0031 -0.0004 tilt_INDUSTRY
2025-05-06 2025-05-07 fmom 0.5041 -0.0005 -0.0002 alpha_QUALITY
2025-05-06 2025-05-07 size_LARGE 0.1067 -0.0009 -0.0001 tilt_SIZE
2025-05-06 2025-05-07 ind_textiles_apparel -0.0223 0.0050 -0.0001 tilt_INDUSTRY
2025-05-06 2025-05-07 country_XH 0.1773 -0.0012 -0.0002 tilt_COUNTRY
2025-05-06 2025-05-07 ind_construction_materials -0.0036 -0.0013 0.0000 tilt_INDUSTRY
2025-05-06 2025-05-07 linkage 0.7641 0.0005 0.0004 alpha_MOMENTUM
2025-05-06 2025-05-07 ind_healthcare_equipment_supplies -0.0955 -0.0035 0.0003 tilt_INDUSTRY
2025-05-06 2025-05-07 ind_transportation_infrastructure -0.0246 0.0019 -0.0000 tilt_INDUSTRY
2025-05-06 2025-05-07 ind_passenger_transportation 0.0566 -0.0057 -0.0003 tilt_INDUSTRY
2025-05-06 2025-05-07 size_MICRO -0.0035 0.0042 -0.0000 tilt_SIZE
2025-05-06 2025-05-07 revision 0.7065 0.0006 0.0004 alpha_REVISION
2025-05-06 2025-05-07 momentum 0.0950 0.0000 0.0000 alpha_MOMENTUM
2025-05-06 2025-05-07 country_SG -0.0338 -0.0091 0.0003 tilt_COUNTRY
2025-05-06 2025-05-07 ind_office_equipment 0.0000 -0.0048 0.0000 tilt_INDUSTRY
2025-05-06 2025-05-07 ind_food_drug_retail 0.0062 -0.0002 -0.0000 tilt_INDUSTRY
2025-05-06 2025-05-07 country_MY 0.0059 0.0021 0.0000 tilt_COUNTRY
2025-05-06 2025-05-07 country_CN -0.0659 0.0020 -0.0001 tilt_COUNTRY
2025-05-06 2025-05-07 ind_semiconductors 0.0286 -0.0036 -0.0001 tilt_INDUSTRY
2025-05-06 2025-05-07 ind_renewable_energy 0.0235 0.0067 0.0002 tilt_INDUSTRY
2025-05-06 2025-05-07 country_KR -0.0946 -0.0050 0.0005 tilt_COUNTRY
2025-05-06 2025-05-07 ind_commercial_services_supplies 0.0486 -0.0053 -0.0003 tilt_INDUSTRY
2025-05-06 2025-05-07 ind_specialty_reatil 0.0189 0.0010 0.0000 tilt_INDUSTRY
2025-05-06 2025-05-07 ind_investment_services 0.0241 0.0058 0.0001 tilt_INDUSTRY
2025-05-06 2025-05-07 ind_industrial_distribution -0.0007 0.0190 -0.0000 tilt_INDUSTRY
2025-05-06 2025-05-07 ind_holding_companies -0.0037 -0.0040 0.0000 tilt_INDUSTRY
2025-05-06 2025-05-07 ind_household_products_services -0.0333 -0.0062 0.0002 tilt_INDUSTRY
2025-05-06 2025-05-07 ind_water_utilities -0.0072 -0.0041 0.0000 tilt_INDUSTRY
2025-05-06 2025-05-07 ind_multiline_utilities -0.0125 -0.0020 0.0000 tilt_INDUSTRY
2025-05-06 2025-05-07 country_TH -0.0088 0.0173 -0.0002 tilt_COUNTRY
2025-05-06 2025-05-07 ind_machinery -0.0860 0.0002 -0.0000 tilt_INDUSTRY
2025-05-06 2025-05-07 ind_hotels_entertainment -0.0602 0.0051 -0.0003 tilt_INDUSTRY
2025-05-06 2025-05-07 ind_construction_engineering 0.0023 0.0034 0.0000 tilt_INDUSTRY
2025-05-06 2025-05-07 ind_consumer_goods_conglomerates 0.0146 0.0052 0.0001 tilt_INDUSTRY
2025-05-06 2025-05-07 size_SMALL -0.0096 0.0018 -0.0000 tilt_SIZE
2025-05-06 2025-05-07 value_liq 0.6786 0.0011 0.0007 alpha_VALUE
2025-05-06 2025-05-07 country_AU -0.0985 0.0007 -0.0001 tilt_COUNTRY
2025-05-06 2025-05-07 ind_food_tobacco 0.1286 -0.0030 -0.0004 tilt_INDUSTRY
2025-05-06 2025-05-07 specret NaN NaN 0.0047 unexplained
2025-05-06 2025-05-07 ind_pharmaceuticals -0.1032 -0.0101 0.0010 tilt_INDUSTRY
2025-05-06 2025-05-07 impactCost NaN NaN -0.0004 cost
2025-05-06 2025-05-07 ind_natural_gas_utilities -0.0023 -0.0020 0.0000 tilt_INDUSTRY
2025-05-06 2025-05-07 ind_leisure_products 0.0104 -0.0096 -0.0001 tilt_INDUSTRY
2025-05-06 2025-05-07 size_MID -0.1046 -0.0011 0.0001 tilt_SIZE
2025-05-06 2025-05-07 stability 4.5855 -0.0004 -0.0019 alpha_QUALITY
2025-05-06 2025-05-07 ind_healthcare_providers_services 0.0212 -0.0021 -0.0000 tilt_INDUSTRY
2025-05-06 2025-05-07 quality 3.0587 0.0006 0.0019 alpha_QUALITY
2025-05-06 2025-05-07 country_IN 0.0282 0.0007 0.0000 tilt_COUNTRY
2025-05-06 2025-05-07 fcost NaN NaN -0.0000 cost
2025-05-06 2025-05-07 ind_diversified_retail 0.0007 -0.0033 -0.0000 tilt_INDUSTRY
2025-05-06 2025-05-07 country_NZ -0.0186 -0.0008 0.0000 tilt_COUNTRY
2025-05-06 2025-05-07 ind_chemicals 0.0250 -0.0003 -0.0000 tilt_INDUSTRY
2025-05-06 2025-05-07 ind_banking_services 0.0445 0.0048 0.0002 tilt_INDUSTRY
2025-05-06 2025-05-07 ind_containers_packaging -0.0121 -0.0025 0.0000 tilt_INDUSTRY
2025-05-06 2025-05-07 ind_household_goods -0.0014 0.0043 -0.0000 tilt_INDUSTRY
2025-05-06 2025-05-07 reversal 0.8163 0.0022 0.0018 alpha_REVERSAL
2025-05-06 2025-05-07 country_HK 0.0130 -0.0003 -0.0000 tilt_COUNTRY
2025-05-06 2025-05-07 ind_uranium -0.0026 0.0513 -0.0001 tilt_INDUSTRY
2025-05-06 2025-05-07 ind_software_it_services 0.1387 -0.0036 -0.0005 tilt_INDUSTRY
2025-05-06 2025-05-07 linearCost NaN NaN -0.0004 cost
2025-05-06 2025-05-07 country_ID 0.0352 -0.0075 -0.0003 tilt_COUNTRY
2025-05-06 2025-05-07 ind_paper_forestry -0.0084 -0.0031 0.0000 tilt_INDUSTRY
2025-05-07 2025-05-08 ind_healthcare_providers_services 0.0252 -0.0043 -0.0001 tilt_INDUSTRY
2025-05-07 2025-05-08 country_CN -0.0775 0.0008 -0.0001 tilt_COUNTRY
2025-05-07 2025-05-08 country_JP -0.0114 0.0017 -0.0000 tilt_COUNTRY
2025-05-07 2025-05-08 ind_chemicals 0.0157 -0.0036 -0.0001 tilt_INDUSTRY
2025-05-07 2025-05-08 country_TW 0.0892 0.0052 0.0005 tilt_COUNTRY
2025-05-07 2025-05-08 ind_automobile -0.0183 -0.0007 0.0000 tilt_INDUSTRY
2025-05-07 2025-05-08 ind_household_goods -0.0042 0.0034 -0.0000 tilt_INDUSTRY
2025-05-07 2025-05-08 ind_integrated_hardware_software 0.0106 0.0037 0.0000 tilt_INDUSTRY
2025-05-07 2025-05-08 country_TH -0.0140 -0.0113 0.0002 tilt_COUNTRY
2025-05-07 2025-05-08 ind_software_it_services 0.1393 0.0017 0.0002 tilt_INDUSTRY
2025-05-07 2025-05-08 ind_oil_gas -0.0177 -0.0048 0.0001 tilt_INDUSTRY
2025-05-07 2025-05-08 quality 3.0866 0.0002 0.0007 alpha_QUALITY
2025-05-07 2025-05-08 ind_machinery -0.0742 0.0045 -0.0003 tilt_INDUSTRY
2025-05-07 2025-05-08 ind_computers_phones_household_electronics 0.1288 0.0038 0.0005 tilt_INDUSTRY
2025-05-07 2025-05-08 ind_diversified_retail 0.0014 -0.0011 -0.0000 tilt_INDUSTRY
2025-05-07 2025-05-08 ind_natural_gas_utilities -0.0010 -0.0008 0.0000 tilt_INDUSTRY
2025-05-07 2025-05-08 ind_office_equipment 0.0000 0.0022 0.0000 tilt_INDUSTRY
2025-05-07 2025-05-08 neglect 0.7188 -0.0011 -0.0008 alpha_VALUE
2025-05-07 2025-05-08 ind_uranium -0.0028 0.0195 -0.0001 tilt_INDUSTRY
2025-05-07 2025-05-08 linkage 0.8449 0.0001 0.0001 alpha_MOMENTUM
2025-05-07 2025-05-08 country_NZ -0.0183 -0.0032 0.0001 tilt_COUNTRY
2025-05-07 2025-05-08 size_SMALL -0.0000 0.0019 -0.0000 tilt_SIZE
2025-05-07 2025-05-08 ind_commercial_services_supplies 0.0460 0.0047 0.0002 tilt_INDUSTRY
2025-05-07 2025-05-08 ind_telecommunications_serices 0.1059 -0.0024 -0.0003 tilt_INDUSTRY
2025-05-07 2025-05-08 ind_multiline_utilities -0.0128 0.0045 -0.0001 tilt_INDUSTRY
2025-05-07 2025-05-08 reversal 0.7413 -0.0009 -0.0006 alpha_REVERSAL
2025-05-07 2025-05-08 country_AU -0.1005 0.0081 -0.0008 tilt_COUNTRY
2025-05-07 2025-05-08 ind_metals_mining -0.1475 -0.0070 0.0010 tilt_INDUSTRY
2025-05-07 2025-05-08 ind_electronic_equipment -0.0411 0.0047 -0.0002 tilt_INDUSTRY
2025-05-07 2025-05-08 ind_consumer_goods_conglomerates 0.0110 0.0027 0.0000 tilt_INDUSTRY
2025-05-07 2025-05-08 ind_specialty_reatil 0.0210 -0.0042 -0.0001 tilt_INDUSTRY
2025-05-07 2025-05-08 ind_biotechnology 0.0146 0.0020 0.0000 tilt_INDUSTRY
2025-05-07 2025-05-08 specret NaN NaN -0.0005 unexplained
2025-05-07 2025-05-08 ind_construction_engineering 0.0140 0.0001 0.0000 tilt_INDUSTRY
2025-05-07 2025-05-08 country_KR -0.0986 0.0020 -0.0002 tilt_COUNTRY
2025-05-07 2025-05-08 ind_electric_utilities_ipps -0.0388 -0.0004 0.0000 tilt_INDUSTRY
2025-05-07 2025-05-08 impactCost NaN NaN -0.0002 cost
2025-05-07 2025-05-08 ind_containers_packaging -0.0124 -0.0000 0.0000 tilt_INDUSTRY
2025-05-07 2025-05-08 ind_food_tobacco 0.1325 -0.0016 -0.0002 tilt_INDUSTRY
2025-05-07 2025-05-08 ind_water_utilities -0.0071 -0.0058 0.0000 tilt_INDUSTRY
2025-05-07 2025-05-08 value_gc 1.4986 0.0004 0.0007 alpha_VALUE
2025-05-07 2025-05-08 value_liq 0.6654 0.0001 0.0001 alpha_VALUE
2025-05-07 2025-05-08 ind_fintech -0.0023 -0.0089 0.0000 tilt_INDUSTRY
2025-05-07 2025-05-08 ind_semiconductors 0.0205 0.0032 0.0001 tilt_INDUSTRY
2025-05-07 2025-05-08 ind_pharmaceuticals -0.0938 -0.0027 0.0003 tilt_INDUSTRY
2025-05-07 2025-05-08 ind_aerospace_defense -0.0100 0.0160 -0.0002 tilt_INDUSTRY
2025-05-07 2025-05-08 ind_renewable_energy 0.0237 0.0064 0.0002 tilt_INDUSTRY
2025-05-07 2025-05-08 ind_healthcare_equipment_supplies -0.0968 -0.0025 0.0002 tilt_INDUSTRY
2025-05-07 2025-05-08 ind_textiles_apparel -0.0264 0.0022 -0.0001 tilt_INDUSTRY
2025-05-07 2025-05-08 fcost NaN NaN -0.0000 cost
2025-05-07 2025-05-08 market 0.0215 -0.0014 -0.0000 risk_exposure
2025-05-07 2025-05-08 ind_investment_services 0.0208 -0.0018 -0.0000 tilt_INDUSTRY
2025-05-07 2025-05-08 size_MICRO -0.0044 0.0053 -0.0000 tilt_SIZE
2025-05-07 2025-05-08 ind_homebuilding_building_products -0.0340 -0.0018 0.0001 tilt_INDUSTRY
2025-05-07 2025-05-08 revision 0.7777 -0.0006 -0.0004 alpha_REVISION
2025-05-07 2025-05-08 bcost NaN NaN -0.0003 cost
2025-05-07 2025-05-08 sbeta_market 0.0420 0.0037 0.0002 risk_exposure
2025-05-07 2025-05-08 ind_household_products_services -0.0316 0.0024 -0.0001 tilt_INDUSTRY
2025-05-07 2025-05-08 country_ID 0.0346 -0.0161 -0.0006 tilt_COUNTRY
2025-05-07 2025-05-08 ind_construction_materials -0.0035 -0.0021 0.0000 tilt_INDUSTRY
2025-05-07 2025-05-08 ind_passenger_transportation 0.0566 -0.0034 -0.0002 tilt_INDUSTRY
2025-05-07 2025-05-08 country_HK 0.0106 0.0003 0.0000 tilt_COUNTRY
2025-05-07 2025-05-08 ind_insurance 0.0637 0.0001 0.0000 tilt_INDUSTRY
2025-05-07 2025-05-08 ind_coal -0.0538 0.0004 -0.0000 tilt_INDUSTRY
2025-05-07 2025-05-08 ind_oil_gas_equipment_services -0.0147 -0.0078 0.0001 tilt_INDUSTRY
2025-05-07 2025-05-08 sdiscrepancy NaN NaN -0.0000 unexplained
2025-05-07 2025-05-08 country_XH 0.1948 -0.0009 -0.0002 tilt_COUNTRY
2025-05-07 2025-05-08 ind_beverages -0.0865 0.0016 -0.0001 tilt_INDUSTRY
2025-05-07 2025-05-08 momentum 0.0326 0.0010 0.0000 alpha_MOMENTUM
2025-05-07 2025-05-08 country_PH 0.0023 -0.0123 -0.0000 tilt_COUNTRY
2025-05-07 2025-05-08 ind_banking_services 0.0387 0.0012 0.0000 tilt_INDUSTRY
2025-05-07 2025-05-08 country_IN 0.0343 -0.0130 -0.0004 tilt_COUNTRY
2025-05-07 2025-05-08 ind_transportation_infrastructure -0.0211 0.0002 -0.0000 tilt_INDUSTRY
2025-05-07 2025-05-08 ind_real_estate_operations 0.0151 -0.0075 -0.0001 tilt_INDUSTRY
2025-05-07 2025-05-08 ind_communications_equipment -0.0178 0.0096 -0.0002 tilt_INDUSTRY
2025-05-07 2025-05-08 linearCost NaN NaN -0.0002 cost
2025-05-07 2025-05-08 size_LARGE 0.1136 -0.0010 -0.0001 tilt_SIZE
2025-05-07 2025-05-08 ind_freight_logistics 0.0303 -0.0077 -0.0002 tilt_INDUSTRY
2025-05-07 2025-05-08 ind_industrial_distribution -0.0005 -0.0061 0.0000 tilt_INDUSTRY
2025-05-07 2025-05-08 pdiscrepancy NaN NaN 0.0000 unexplained
2025-05-07 2025-05-08 ind_food_drug_retail 0.0194 0.0036 0.0001 tilt_INDUSTRY
2025-05-07 2025-05-08 fmom 0.4575 -0.0003 -0.0001 alpha_QUALITY
2025-05-07 2025-05-08 country_MY 0.0059 -0.0005 -0.0000 tilt_COUNTRY
2025-05-07 2025-05-08 country_SG -0.0301 -0.0038 0.0001 tilt_COUNTRY
2025-05-07 2025-05-08 ind_media_publishing 0.0031 -0.0004 -0.0000 tilt_INDUSTRY
2025-05-07 2025-05-08 ind_paper_forestry -0.0079 -0.0065 0.0001 tilt_INDUSTRY
2025-05-07 2025-05-08 ind_hotels_entertainment -0.0603 -0.0050 0.0003 tilt_INDUSTRY
2025-05-07 2025-05-08 size_MID -0.0877 -0.0011 0.0001 tilt_SIZE
2025-05-07 2025-05-08 ind_leisure_products 0.0100 -0.0058 -0.0001 tilt_INDUSTRY
2025-05-07 2025-05-08 ind_holding_companies -0.0040 -0.0069 0.0000 tilt_INDUSTRY
2025-05-07 2025-05-08 stability 4.6262 0.0005 0.0024 alpha_QUALITY
2025-05-08 2025-05-09 sdiscrepancy NaN NaN 0.0005 unexplained
2025-05-08 2025-05-09 ind_biotechnology 0.0149 0.0010 0.0000 tilt_INDUSTRY
2025-05-08 2025-05-09 ind_banking_services 0.0367 0.0047 0.0002 tilt_INDUSTRY
2025-05-08 2025-05-09 ind_consumer_goods_conglomerates 0.0090 -0.0022 -0.0000 tilt_INDUSTRY
2025-05-08 2025-05-09 ind_uranium -0.0027 -0.0104 0.0000 tilt_INDUSTRY
2025-05-08 2025-05-09 ind_oil_gas -0.0211 0.0039 -0.0001 tilt_INDUSTRY
2025-05-08 2025-05-09 ind_holding_companies -0.0044 -0.0156 0.0001 tilt_INDUSTRY
2025-05-08 2025-05-09 ind_pharmaceuticals -0.0876 0.0013 -0.0001 tilt_INDUSTRY
2025-05-08 2025-05-09 size_SMALL 0.0049 -0.0009 -0.0000 tilt_SIZE
2025-05-08 2025-05-09 ind_household_goods -0.0045 0.0111 -0.0001 tilt_INDUSTRY
2025-05-08 2025-05-09 ind_commercial_services_supplies 0.0417 -0.0018 -0.0001 tilt_INDUSTRY
2025-05-08 2025-05-09 ind_real_estate_operations 0.0106 -0.0066 -0.0001 tilt_INDUSTRY
2025-05-08 2025-05-09 ind_food_drug_retail 0.0265 -0.0050 -0.0001 tilt_INDUSTRY
2025-05-08 2025-05-09 ind_machinery -0.0593 0.0000 -0.0000 tilt_INDUSTRY
2025-05-08 2025-05-09 country_TH -0.0188 -0.0018 0.0000 tilt_COUNTRY
2025-05-08 2025-05-09 reversal 0.6925 0.0011 0.0008 alpha_REVERSAL
2025-05-08 2025-05-09 ind_electric_utilities_ipps -0.0439 0.0008 -0.0000 tilt_INDUSTRY
2025-05-08 2025-05-09 ind_food_tobacco 0.1340 -0.0002 -0.0000 tilt_INDUSTRY
2025-05-08 2025-05-09 size_MICRO -0.0061 0.0009 -0.0000 tilt_SIZE
2025-05-08 2025-05-09 ind_paper_forestry -0.0073 0.0020 -0.0000 tilt_INDUSTRY
2025-05-08 2025-05-09 ind_healthcare_providers_services 0.0288 -0.0025 -0.0001 tilt_INDUSTRY
2025-05-08 2025-05-09 ind_construction_engineering 0.0199 -0.0030 -0.0001 tilt_INDUSTRY
2025-05-08 2025-05-09 country_NZ -0.0183 0.0065 -0.0001 tilt_COUNTRY
2025-05-08 2025-05-09 ind_homebuilding_building_products -0.0344 0.0001 -0.0000 tilt_INDUSTRY
2025-05-08 2025-05-09 ind_aerospace_defense -0.0078 -0.0027 0.0000 tilt_INDUSTRY
2025-05-08 2025-05-09 linkage 0.8127 0.0002 0.0002 alpha_MOMENTUM
2025-05-08 2025-05-09 ind_semiconductors 0.0181 -0.0029 -0.0001 tilt_INDUSTRY
2025-05-08 2025-05-09 ind_leisure_products 0.0105 -0.0111 -0.0001 tilt_INDUSTRY
2025-05-08 2025-05-09 ind_metals_mining -0.1460 0.0007 -0.0001 tilt_INDUSTRY
2025-05-08 2025-05-09 country_ID 0.0339 -0.0069 -0.0002 tilt_COUNTRY
2025-05-08 2025-05-09 ind_diversified_retail 0.0014 -0.0014 -0.0000 tilt_INDUSTRY
2025-05-08 2025-05-09 ind_construction_materials -0.0035 -0.0022 0.0000 tilt_INDUSTRY
2025-05-08 2025-05-09 ind_coal -0.0516 0.0028 -0.0001 tilt_INDUSTRY
2025-05-08 2025-05-09 ind_industrial_distribution -0.0005 0.0022 -0.0000 tilt_INDUSTRY
2025-05-08 2025-05-09 ind_beverages -0.0859 0.0030 -0.0003 tilt_INDUSTRY
2025-05-08 2025-05-09 ind_natural_gas_utilities -0.0010 -0.0030 0.0000 tilt_INDUSTRY
2025-05-08 2025-05-09 stability 4.6432 -0.0000 -0.0001 alpha_QUALITY
2025-05-08 2025-05-09 ind_household_products_services -0.0303 0.0120 -0.0004 tilt_INDUSTRY
2025-05-08 2025-05-09 ind_healthcare_equipment_supplies -0.0971 0.0019 -0.0002 tilt_INDUSTRY
2025-05-08 2025-05-09 value_liq 0.6620 0.0009 0.0006 alpha_VALUE
2025-05-08 2025-05-09 ind_renewable_energy 0.0232 -0.0043 -0.0001 tilt_INDUSTRY
2025-05-08 2025-05-09 ind_insurance 0.0640 0.0015 0.0001 tilt_INDUSTRY
2025-05-08 2025-05-09 ind_textiles_apparel -0.0289 0.0061 -0.0002 tilt_INDUSTRY
2025-05-08 2025-05-09 size_MID -0.0905 -0.0008 0.0001 tilt_SIZE
2025-05-08 2025-05-09 country_CN -0.0806 -0.0043 0.0003 tilt_COUNTRY
2025-05-08 2025-05-09 ind_chemicals 0.0082 0.0008 0.0000 tilt_INDUSTRY
2025-05-08 2025-05-09 fmom 0.4316 0.0007 0.0003 alpha_QUALITY
2025-05-08 2025-05-09 linearCost NaN NaN -0.0002 cost
2025-05-08 2025-05-09 ind_automobile -0.0207 0.0014 -0.0000 tilt_INDUSTRY
2025-05-08 2025-05-09 ind_integrated_hardware_software 0.0087 -0.0064 -0.0001 tilt_INDUSTRY
2025-05-08 2025-05-09 ind_software_it_services 0.1339 -0.0016 -0.0002 tilt_INDUSTRY
2025-05-08 2025-05-09 sbeta_market 0.0450 -0.0120 -0.0005 risk_exposure
2025-05-08 2025-05-09 ind_computers_phones_household_electronics 0.1279 0.0030 0.0004 tilt_INDUSTRY
2025-05-08 2025-05-09 ind_communications_equipment -0.0169 -0.0003 0.0000 tilt_INDUSTRY
2025-05-08 2025-05-09 fcost NaN NaN -0.0000 cost
2025-05-08 2025-05-09 ind_office_equipment 0.0000 0.0036 0.0000 tilt_INDUSTRY
2025-05-08 2025-05-09 ind_investment_services 0.0184 0.0010 0.0000 tilt_INDUSTRY
2025-05-08 2025-05-09 size_LARGE 0.1266 0.0023 0.0003 tilt_SIZE
2025-05-08 2025-05-09 country_JP -0.0117 0.0118 -0.0001 tilt_COUNTRY
2025-05-08 2025-05-09 quality 3.1051 0.0012 0.0037 alpha_QUALITY
2025-05-08 2025-05-09 revision 0.7679 0.0009 0.0007 alpha_REVISION
2025-05-08 2025-05-09 country_TW 0.0997 0.0094 0.0009 tilt_COUNTRY
2025-05-08 2025-05-09 ind_media_publishing 0.0021 -0.0065 -0.0000 tilt_INDUSTRY
2025-05-08 2025-05-09 bcost NaN NaN -0.0003 cost
2025-05-08 2025-05-09 market 0.0348 0.0104 0.0004 risk_exposure
2025-05-08 2025-05-09 ind_passenger_transportation 0.0587 -0.0103 -0.0006 tilt_INDUSTRY
2025-05-08 2025-05-09 ind_containers_packaging -0.0128 -0.0003 0.0000 tilt_INDUSTRY
2025-05-08 2025-05-09 pdiscrepancy NaN NaN -0.0000 unexplained
2025-05-08 2025-05-09 ind_freight_logistics 0.0287 0.0016 0.0000 tilt_INDUSTRY
2025-05-08 2025-05-09 country_IN 0.0381 -0.0109 -0.0004 tilt_COUNTRY
2025-05-08 2025-05-09 ind_telecommunications_serices 0.1153 -0.0041 -0.0005 tilt_INDUSTRY
2025-05-08 2025-05-09 country_HK 0.0106 0.0095 0.0001 tilt_COUNTRY
2025-05-08 2025-05-09 country_PH 0.0023 0.0119 0.0000 tilt_COUNTRY
2025-05-08 2025-05-09 momentum -0.0265 -0.0006 0.0000 alpha_MOMENTUM
2025-05-08 2025-05-09 ind_hotels_entertainment -0.0600 -0.0061 0.0004 tilt_INDUSTRY
2025-05-08 2025-05-09 ind_multiline_utilities -0.0129 0.0006 -0.0000 tilt_INDUSTRY
2025-05-08 2025-05-09 country_AU -0.0990 0.0007 -0.0001 tilt_COUNTRY
2025-05-08 2025-05-09 ind_transportation_infrastructure -0.0183 -0.0026 0.0000 tilt_INDUSTRY
2025-05-08 2025-05-09 ind_electronic_equipment -0.0393 -0.0030 0.0001 tilt_INDUSTRY
2025-05-08 2025-05-09 ind_specialty_reatil 0.0202 0.0021 0.0000 tilt_INDUSTRY
2025-05-08 2025-05-09 ind_oil_gas_equipment_services -0.0145 0.0084 -0.0001 tilt_INDUSTRY
2025-05-08 2025-05-09 country_XH 0.1946 0.0045 0.0009 tilt_COUNTRY
2025-05-08 2025-05-09 specret NaN NaN -0.0007 unexplained
2025-05-08 2025-05-09 country_KR -0.0986 -0.0071 0.0007 tilt_COUNTRY
2025-05-08 2025-05-09 country_MY 0.0058 -0.0018 -0.0000 tilt_COUNTRY
2025-05-08 2025-05-09 impactCost NaN NaN -0.0002 cost
2025-05-08 2025-05-09 neglect 0.7043 -0.0006 -0.0005 alpha_VALUE
2025-05-08 2025-05-09 ind_water_utilities -0.0072 0.0063 -0.0000 tilt_INDUSTRY
2025-05-08 2025-05-09 value_gc 1.4880 0.0010 0.0014 alpha_VALUE
2025-05-08 2025-05-09 ind_fintech -0.0016 -0.0053 0.0000 tilt_INDUSTRY
2025-05-08 2025-05-09 country_SG -0.0232 0.0038 -0.0001 tilt_COUNTRY
2025-05-09 2025-05-12 size_MICRO -0.0072 -0.0005 0.0000 tilt_SIZE
2025-05-09 2025-05-12 country_NZ -0.0188 0.0085 -0.0002 tilt_COUNTRY
2025-05-09 2025-05-12 revision 0.7536 -0.0021 -0.0016 alpha_REVISION
2025-05-09 2025-05-12 ind_holding_companies -0.0046 -0.0033 0.0000 tilt_INDUSTRY
2025-05-09 2025-05-12 ind_passenger_transportation 0.0605 0.0050 0.0003 tilt_INDUSTRY
2025-05-09 2025-05-12 ind_coal -0.0514 0.0007 -0.0000 tilt_INDUSTRY
2025-05-09 2025-05-12 country_XH 0.1939 0.0047 0.0009 tilt_COUNTRY
2025-05-09 2025-05-12 ind_transportation_infrastructure -0.0157 0.0048 -0.0001 tilt_INDUSTRY
2025-05-09 2025-05-12 sdiscrepancy NaN NaN 0.0004 unexplained
2025-05-09 2025-05-12 linkage 0.7822 -0.0004 -0.0003 alpha_MOMENTUM
2025-05-09 2025-05-12 ind_investment_services 0.0160 0.0065 0.0001 tilt_INDUSTRY
2025-05-09 2025-05-12 size_MID -0.0950 0.0004 -0.0000 tilt_SIZE
2025-05-09 2025-05-12 ind_food_drug_retail 0.0287 0.0015 0.0000 tilt_INDUSTRY
2025-05-09 2025-05-12 country_MY 0.0058 -0.0024 -0.0000 tilt_COUNTRY
2025-05-09 2025-05-12 reversal 0.6996 0.0005 0.0003 alpha_REVERSAL
2025-05-09 2025-05-12 ind_commercial_services_supplies 0.0353 -0.0020 -0.0001 tilt_INDUSTRY
2025-05-09 2025-05-12 ind_household_goods -0.0049 0.0103 -0.0001 tilt_INDUSTRY
2025-05-09 2025-05-12 ind_telecommunications_serices 0.1194 -0.0000 -0.0000 tilt_INDUSTRY
2025-05-09 2025-05-12 country_AU -0.0993 -0.0018 0.0002 tilt_COUNTRY
2025-05-09 2025-05-12 ind_construction_engineering 0.0234 0.0043 0.0001 tilt_INDUSTRY
2025-05-09 2025-05-12 ind_specialty_reatil 0.0186 -0.0061 -0.0001 tilt_INDUSTRY
2025-05-09 2025-05-12 ind_consumer_goods_conglomerates 0.0096 -0.0084 -0.0001 tilt_INDUSTRY
2025-05-09 2025-05-12 ind_semiconductors 0.0196 0.0026 0.0001 tilt_INDUSTRY
2025-05-09 2025-05-12 specret NaN NaN -0.0034 unexplained
2025-05-09 2025-05-12 country_KR -0.0990 0.0069 -0.0007 tilt_COUNTRY
2025-05-09 2025-05-12 ind_containers_packaging -0.0133 0.0030 -0.0000 tilt_INDUSTRY
2025-05-09 2025-05-12 ind_renewable_energy 0.0233 0.0109 0.0003 tilt_INDUSTRY
2025-05-09 2025-05-12 country_CN -0.0940 -0.0072 0.0007 tilt_COUNTRY
2025-05-09 2025-05-12 ind_beverages -0.0856 -0.0075 0.0006 tilt_INDUSTRY
2025-05-09 2025-05-12 ind_uranium -0.0027 -0.0033 0.0000 tilt_INDUSTRY
2025-05-09 2025-05-12 linearCost NaN NaN -0.0002 cost
2025-05-09 2025-05-12 fcost NaN NaN -0.0001 cost
2025-05-09 2025-05-12 country_TH -0.0194 -0.0013 0.0000 tilt_COUNTRY
2025-05-09 2025-05-12 quality 3.1121 -0.0001 -0.0003 alpha_QUALITY
2025-05-09 2025-05-12 country_SG -0.0198 -0.0069 0.0001 tilt_COUNTRY
2025-05-09 2025-05-12 ind_office_equipment 0.0000 -0.0012 0.0000 tilt_INDUSTRY
2025-05-09 2025-05-12 ind_industrial_distribution -0.0002 0.0023 -0.0000 tilt_INDUSTRY
2025-05-09 2025-05-12 ind_paper_forestry -0.0071 -0.0053 0.0000 tilt_INDUSTRY
2025-05-09 2025-05-12 impactCost NaN NaN -0.0002 cost
2025-05-09 2025-05-12 ind_homebuilding_building_products -0.0346 0.0009 -0.0000 tilt_INDUSTRY
2025-05-09 2025-05-12 ind_hotels_entertainment -0.0612 0.0011 -0.0001 tilt_INDUSTRY
2025-05-09 2025-05-12 pdiscrepancy NaN NaN 0.0000 unexplained
2025-05-09 2025-05-12 ind_healthcare_providers_services 0.0339 -0.0056 -0.0002 tilt_INDUSTRY
2025-05-09 2025-05-12 value_gc 1.5092 0.0013 0.0020 alpha_VALUE
2025-05-09 2025-05-12 fmom 0.4057 -0.0005 -0.0002 alpha_QUALITY
2025-05-09 2025-05-12 ind_metals_mining -0.1458 -0.0000 0.0000 tilt_INDUSTRY
2025-05-09 2025-05-12 ind_banking_services 0.0195 0.0016 0.0000 tilt_INDUSTRY
2025-05-09 2025-05-12 ind_aerospace_defense -0.0058 0.0171 -0.0001 tilt_INDUSTRY
2025-05-09 2025-05-12 ind_diversified_retail 0.0015 0.0066 0.0000 tilt_INDUSTRY
2025-05-09 2025-05-12 ind_food_tobacco 0.1381 -0.0074 -0.0010 tilt_INDUSTRY
2025-05-09 2025-05-12 ind_biotechnology 0.0162 -0.0380 -0.0006 tilt_INDUSTRY
2025-05-09 2025-05-12 market 0.0261 -0.0070 -0.0002 risk_exposure
2025-05-09 2025-05-12 country_TW 0.1006 0.0005 0.0000 tilt_COUNTRY
2025-05-09 2025-05-12 country_HK 0.0065 0.0038 0.0000 tilt_COUNTRY
2025-05-09 2025-05-12 country_JP -0.0072 -0.0024 0.0000 tilt_COUNTRY
2025-05-09 2025-05-12 value_liq 0.6752 0.0012 0.0008 alpha_VALUE
2025-05-09 2025-05-12 ind_computers_phones_household_electronics 0.1269 0.0001 0.0000 tilt_INDUSTRY
2025-05-09 2025-05-12 ind_automobile -0.0246 0.0034 -0.0001 tilt_INDUSTRY
2025-05-09 2025-05-12 ind_integrated_hardware_software 0.0082 -0.0012 -0.0000 tilt_INDUSTRY
2025-05-09 2025-05-12 ind_chemicals 0.0012 -0.0004 -0.0000 tilt_INDUSTRY
2025-05-09 2025-05-12 ind_software_it_services 0.1289 -0.0019 -0.0003 tilt_INDUSTRY
2025-05-09 2025-05-12 ind_machinery -0.0498 0.0041 -0.0002 tilt_INDUSTRY
2025-05-09 2025-05-12 size_LARGE 0.1261 0.0010 0.0001 tilt_SIZE
2025-05-09 2025-05-12 ind_textiles_apparel -0.0300 -0.0006 0.0000 tilt_INDUSTRY
2025-05-09 2025-05-12 ind_pharmaceuticals -0.0785 -0.0192 0.0015 tilt_INDUSTRY
2025-05-09 2025-05-12 ind_fintech -0.0013 0.0059 -0.0000 tilt_INDUSTRY
2025-05-09 2025-05-12 ind_water_utilities -0.0072 -0.0014 0.0000 tilt_INDUSTRY
2025-05-09 2025-05-12 ind_multiline_utilities -0.0129 -0.0025 0.0000 tilt_INDUSTRY
2025-05-09 2025-05-12 ind_electronic_equipment -0.0388 0.0070 -0.0003 tilt_INDUSTRY
2025-05-09 2025-05-12 ind_electric_utilities_ipps -0.0464 0.0021 -0.0001 tilt_INDUSTRY
2025-05-09 2025-05-12 neglect 0.7093 -0.0005 -0.0004 alpha_VALUE
2025-05-09 2025-05-12 size_SMALL 0.0022 -0.0012 -0.0000 tilt_SIZE
2025-05-09 2025-05-12 ind_natural_gas_utilities -0.0009 -0.0022 0.0000 tilt_INDUSTRY
2025-05-09 2025-05-12 ind_healthcare_equipment_supplies -0.0987 -0.0038 0.0004 tilt_INDUSTRY
2025-05-09 2025-05-12 sbeta_market 0.0329 0.0202 0.0007 risk_exposure
2025-05-09 2025-05-12 momentum -0.0470 -0.0009 0.0000 alpha_MOMENTUM
2025-05-09 2025-05-12 ind_oil_gas_equipment_services -0.0148 0.0061 -0.0001 tilt_INDUSTRY
2025-05-09 2025-05-12 country_ID 0.0337 0.0000 0.0000 tilt_COUNTRY
2025-05-09 2025-05-12 bcost NaN NaN -0.0010 cost
2025-05-09 2025-05-12 ind_insurance 0.0628 0.0010 0.0001 tilt_INDUSTRY
2025-05-09 2025-05-12 ind_construction_materials -0.0035 -0.0059 0.0000 tilt_INDUSTRY
2025-05-09 2025-05-12 country_PH 0.0023 -0.0021 -0.0000 tilt_COUNTRY
2025-05-09 2025-05-12 stability 4.6630 0.0005 0.0023 alpha_QUALITY
2025-05-09 2025-05-12 country_IN 0.0408 0.0399 0.0016 tilt_COUNTRY
2025-05-09 2025-05-12 ind_freight_logistics 0.0261 0.0087 0.0002 tilt_INDUSTRY
2025-05-09 2025-05-12 ind_household_products_services -0.0281 -0.0184 0.0005 tilt_INDUSTRY
2025-05-09 2025-05-12 ind_oil_gas -0.0193 0.0039 -0.0001 tilt_INDUSTRY
2025-05-09 2025-05-12 ind_media_publishing 0.0022 -0.0088 -0.0000 tilt_INDUSTRY
2025-05-09 2025-05-12 ind_leisure_products 0.0105 -0.0107 -0.0001 tilt_INDUSTRY
2025-05-09 2025-05-12 ind_real_estate_operations 0.0061 -0.0027 -0.0000 tilt_INDUSTRY
2025-05-09 2025-05-12 ind_communications_equipment -0.0173 0.0017 -0.0000 tilt_INDUSTRY
2025-05-12 2025-05-13 ind_electronic_equipment -0.0409 -0.0006 0.0000 tilt_INDUSTRY
2025-05-12 2025-05-13 country_IN 0.0346 -0.0020 -0.0001 tilt_COUNTRY
2025-05-12 2025-05-13 ind_oil_gas_equipment_services -0.0152 0.0083 -0.0001 tilt_INDUSTRY
2025-05-12 2025-05-13 ind_chemicals -0.0057 -0.0001 0.0000 tilt_INDUSTRY
2025-05-12 2025-05-13 country_KR -0.0993 -0.0006 0.0001 tilt_COUNTRY
2025-05-12 2025-05-13 country_CN -0.0959 -0.0015 0.0001 tilt_COUNTRY
2025-05-12 2025-05-13 linearCost NaN NaN -0.0002 cost
2025-05-12 2025-05-13 ind_textiles_apparel -0.0300 0.0021 -0.0001 tilt_INDUSTRY
2025-05-12 2025-05-13 ind_fintech -0.0007 -0.0087 0.0000 tilt_INDUSTRY
2025-05-12 2025-05-13 ind_containers_packaging -0.0115 0.0032 -0.0000 tilt_INDUSTRY
2025-05-12 2025-05-13 ind_renewable_energy 0.0234 0.0163 0.0004 tilt_INDUSTRY
2025-05-12 2025-05-13 momentum -0.0606 -0.0008 0.0000 alpha_MOMENTUM
2025-05-12 2025-05-13 ind_software_it_services 0.1230 -0.0072 -0.0009 tilt_INDUSTRY
2025-05-12 2025-05-13 impactCost NaN NaN -0.0002 cost
2025-05-12 2025-05-13 ind_water_utilities -0.0072 0.0029 -0.0000 tilt_INDUSTRY
2025-05-12 2025-05-13 linkage 0.8052 0.0001 0.0001 alpha_MOMENTUM
2025-05-12 2025-05-13 stability 4.6882 -0.0009 -0.0044 alpha_QUALITY
2025-05-12 2025-05-13 size_MID -0.1001 -0.0009 0.0001 tilt_SIZE
2025-05-12 2025-05-13 bcost NaN NaN -0.0003 cost
2025-05-12 2025-05-13 ind_transportation_infrastructure -0.0143 0.0017 -0.0000 tilt_INDUSTRY
2025-05-12 2025-05-13 value_liq 0.6846 0.0008 0.0005 alpha_VALUE
2025-05-12 2025-05-13 pdiscrepancy NaN NaN -0.0000 unexplained
2025-05-12 2025-05-13 ind_insurance 0.0583 -0.0035 -0.0002 tilt_INDUSTRY
2025-05-12 2025-05-13 value_gc 1.5398 0.0012 0.0019 alpha_VALUE
2025-05-12 2025-05-13 ind_media_publishing 0.0027 -0.0024 -0.0000 tilt_INDUSTRY
2025-05-12 2025-05-13 fmom 0.4047 0.0012 0.0005 alpha_QUALITY
2025-05-12 2025-05-13 ind_investment_services 0.0141 -0.0023 -0.0000 tilt_INDUSTRY
2025-05-12 2025-05-13 neglect 0.7267 -0.0015 -0.0011 alpha_VALUE
2025-05-12 2025-05-13 market 0.0176 0.0040 0.0001 risk_exposure
2025-05-12 2025-05-13 ind_communications_equipment -0.0188 -0.0083 0.0002 tilt_INDUSTRY
2025-05-12 2025-05-13 sbeta_market 0.0236 -0.0033 -0.0001 risk_exposure
2025-05-12 2025-05-13 ind_passenger_transportation 0.0608 -0.0019 -0.0001 tilt_INDUSTRY
2025-05-12 2025-05-13 country_SG -0.0172 0.0038 -0.0001 tilt_COUNTRY
2025-05-12 2025-05-13 quality 3.1276 0.0015 0.0048 alpha_QUALITY
2025-05-12 2025-05-13 country_TW 0.0960 0.0037 0.0004 tilt_COUNTRY
2025-05-12 2025-05-13 country_XH 0.1922 -0.0096 -0.0018 tilt_COUNTRY
2025-05-12 2025-05-13 country_JP 0.0052 0.0043 0.0000 tilt_COUNTRY
2025-05-12 2025-05-13 country_PH 0.0024 0.0215 0.0001 tilt_COUNTRY
2025-05-12 2025-05-13 ind_computers_phones_household_electronics 0.1259 -0.0027 -0.0003 tilt_INDUSTRY
2025-05-12 2025-05-13 fcost NaN NaN -0.0000 cost
2025-05-12 2025-05-13 country_MY 0.0059 0.0217 0.0001 tilt_COUNTRY
2025-05-12 2025-05-13 revision 0.7542 -0.0017 -0.0013 alpha_REVISION
2025-05-12 2025-05-13 ind_automobile -0.0271 -0.0014 0.0000 tilt_INDUSTRY
2025-05-12 2025-05-13 ind_integrated_hardware_software 0.0082 -0.0060 -0.0000 tilt_INDUSTRY
2025-05-12 2025-05-13 ind_office_equipment 0.0000 0.0044 0.0000 tilt_INDUSTRY
2025-05-12 2025-05-13 sdiscrepancy NaN NaN -0.0007 unexplained
2025-05-12 2025-05-13 ind_leisure_products 0.0103 0.0135 0.0001 tilt_INDUSTRY
2025-05-12 2025-05-13 ind_healthcare_providers_services 0.0377 0.0033 0.0001 tilt_INDUSTRY
2025-05-12 2025-05-13 ind_commercial_services_supplies 0.0342 0.0024 0.0001 tilt_INDUSTRY
2025-05-12 2025-05-13 ind_freight_logistics 0.0236 0.0174 0.0004 tilt_INDUSTRY
2025-05-12 2025-05-13 ind_metals_mining -0.1446 0.0004 -0.0001 tilt_INDUSTRY
2025-05-12 2025-05-13 size_SMALL -0.0015 0.0003 -0.0000 tilt_SIZE
2025-05-12 2025-05-13 ind_household_goods -0.0047 0.0004 -0.0000 tilt_INDUSTRY
2025-05-12 2025-05-13 country_TH -0.0182 0.0053 -0.0001 tilt_COUNTRY
2025-05-12 2025-05-13 ind_paper_forestry -0.0070 -0.0012 0.0000 tilt_INDUSTRY
2025-05-12 2025-05-13 size_MICRO -0.0061 0.0024 -0.0000 tilt_SIZE
2025-05-12 2025-05-13 ind_beverages -0.0854 -0.0056 0.0005 tilt_INDUSTRY
2025-05-12 2025-05-13 ind_construction_engineering 0.0253 -0.0004 -0.0000 tilt_INDUSTRY
2025-05-12 2025-05-13 country_HK -0.0007 -0.0050 0.0000 tilt_COUNTRY
2025-05-12 2025-05-13 country_ID 0.0337 -0.0041 -0.0001 tilt_COUNTRY
2025-05-12 2025-05-13 ind_uranium -0.0027 -0.0203 0.0001 tilt_INDUSTRY
2025-05-12 2025-05-13 ind_diversified_retail 0.0015 -0.0055 -0.0000 tilt_INDUSTRY
2025-05-12 2025-05-13 ind_food_tobacco 0.1434 -0.0042 -0.0006 tilt_INDUSTRY
2025-05-12 2025-05-13 ind_biotechnology 0.0165 0.0151 0.0002 tilt_INDUSTRY
2025-05-12 2025-05-13 ind_consumer_goods_conglomerates 0.0104 0.0025 0.0000 tilt_INDUSTRY
2025-05-12 2025-05-13 ind_hotels_entertainment -0.0615 0.0003 -0.0000 tilt_INDUSTRY
2025-05-12 2025-05-13 ind_machinery -0.0367 0.0021 -0.0001 tilt_INDUSTRY
2025-05-12 2025-05-13 ind_semiconductors 0.0198 0.0004 0.0000 tilt_INDUSTRY
2025-05-12 2025-05-13 size_LARGE 0.1253 0.0008 0.0001 tilt_SIZE
2025-05-12 2025-05-13 reversal 0.8852 0.0020 0.0018 alpha_REVERSAL
2025-05-12 2025-05-13 ind_oil_gas -0.0191 -0.0004 0.0000 tilt_INDUSTRY
2025-05-12 2025-05-13 ind_construction_materials -0.0035 -0.0009 0.0000 tilt_INDUSTRY
2025-05-12 2025-05-13 ind_healthcare_equipment_supplies -0.0987 0.0057 -0.0006 tilt_INDUSTRY
2025-05-12 2025-05-13 specret NaN NaN -0.0060 unexplained
2025-05-12 2025-05-13 ind_electric_utilities_ipps -0.0477 -0.0032 0.0002 tilt_INDUSTRY
2025-05-12 2025-05-13 ind_natural_gas_utilities -0.0010 -0.0064 0.0000 tilt_INDUSTRY
2025-05-12 2025-05-13 ind_specialty_reatil 0.0182 0.0010 0.0000 tilt_INDUSTRY
2025-05-12 2025-05-13 ind_multiline_utilities -0.0127 -0.0060 0.0001 tilt_INDUSTRY
2025-05-12 2025-05-13 ind_food_drug_retail 0.0302 -0.0161 -0.0005 tilt_INDUSTRY
2025-05-12 2025-05-13 ind_industrial_distribution 0.0011 0.0041 0.0000 tilt_INDUSTRY
2025-05-12 2025-05-13 country_AU -0.1025 0.0072 -0.0007 tilt_COUNTRY
2025-05-12 2025-05-13 ind_coal -0.0515 0.0065 -0.0003 tilt_INDUSTRY
2025-05-12 2025-05-13 ind_telecommunications_serices 0.1181 -0.0135 -0.0016 tilt_INDUSTRY
2025-05-12 2025-05-13 ind_pharmaceuticals -0.0724 0.0091 -0.0007 tilt_INDUSTRY
2025-05-12 2025-05-13 ind_banking_services 0.0063 0.0056 0.0000 tilt_INDUSTRY
2025-05-12 2025-05-13 ind_holding_companies -0.0048 -0.0069 0.0000 tilt_INDUSTRY
2025-05-12 2025-05-13 ind_homebuilding_building_products -0.0343 -0.0005 0.0000 tilt_INDUSTRY
2025-05-12 2025-05-13 country_NZ -0.0185 0.0024 -0.0000 tilt_COUNTRY
2025-05-12 2025-05-13 ind_household_products_services -0.0260 -0.0003 0.0000 tilt_INDUSTRY
2025-05-12 2025-05-13 ind_real_estate_operations 0.0012 -0.0017 -0.0000 tilt_INDUSTRY
2025-05-12 2025-05-13 ind_aerospace_defense -0.0044 -0.0232 0.0001 tilt_INDUSTRY
2025-05-13 2025-05-14 ind_natural_gas_utilities -0.0010 -0.0017 0.0000 tilt_INDUSTRY
2025-05-13 2025-05-14 ind_communications_equipment -0.0200 -0.0036 0.0001 tilt_INDUSTRY
2025-05-13 2025-05-14 ind_hotels_entertainment -0.0614 0.0008 -0.0000 tilt_INDUSTRY
2025-05-13 2025-05-14 value_liq 0.6741 -0.0001 -0.0000 alpha_VALUE
2025-05-13 2025-05-14 ind_passenger_transportation 0.0615 -0.0034 -0.0002 tilt_INDUSTRY
2025-05-13 2025-05-14 country_ID 0.0341 0.0210 0.0007 tilt_COUNTRY
2025-05-13 2025-05-14 size_MICRO -0.0064 0.0011 -0.0000 tilt_SIZE
2025-05-13 2025-05-14 momentum -0.0586 -0.0001 0.0000 alpha_MOMENTUM
2025-05-13 2025-05-14 ind_household_products_services -0.0252 -0.0103 0.0003 tilt_INDUSTRY
2025-05-13 2025-05-14 revision 0.7178 0.0011 0.0008 alpha_REVISION
2025-05-13 2025-05-14 ind_transportation_infrastructure -0.0136 0.0038 -0.0001 tilt_INDUSTRY
2025-05-13 2025-05-14 ind_holding_companies -0.0051 -0.0037 0.0000 tilt_INDUSTRY
2025-05-13 2025-05-14 ind_healthcare_equipment_supplies -0.0974 -0.0085 0.0008 tilt_INDUSTRY
2025-05-13 2025-05-14 country_MY 0.0058 0.0014 0.0000 tilt_COUNTRY
2025-05-13 2025-05-14 linkage 0.8470 0.0001 0.0001 alpha_MOMENTUM
2025-05-13 2025-05-14 ind_construction_materials -0.0036 -0.0042 0.0000 tilt_INDUSTRY
2025-05-13 2025-05-14 ind_freight_logistics 0.0216 0.0107 0.0002 tilt_INDUSTRY
2025-05-13 2025-05-14 bcost NaN NaN -0.0003 cost
2025-05-13 2025-05-14 market 0.0325 -0.0011 -0.0000 risk_exposure
2025-05-13 2025-05-14 ind_banking_services 0.0018 0.0024 0.0000 tilt_INDUSTRY
2025-05-13 2025-05-14 neglect 0.7306 -0.0003 -0.0002 alpha_VALUE
2025-05-13 2025-05-14 linearCost NaN NaN -0.0002 cost
2025-05-13 2025-05-14 ind_renewable_energy 0.0223 -0.0127 -0.0003 tilt_INDUSTRY
2025-05-13 2025-05-14 ind_multiline_utilities -0.0125 0.0037 -0.0000 tilt_INDUSTRY
2025-05-13 2025-05-14 ind_specialty_reatil 0.0185 -0.0041 -0.0001 tilt_INDUSTRY
2025-05-13 2025-05-14 ind_water_utilities -0.0072 0.0001 -0.0000 tilt_INDUSTRY
2025-05-13 2025-05-14 ind_pharmaceuticals -0.0715 -0.0019 0.0001 tilt_INDUSTRY
2025-05-13 2025-05-14 ind_telecommunications_serices 0.1189 0.0006 0.0001 tilt_INDUSTRY
2025-05-13 2025-05-14 ind_chemicals -0.0183 -0.0016 0.0000 tilt_INDUSTRY
2025-05-13 2025-05-14 ind_textiles_apparel -0.0299 0.0037 -0.0001 tilt_INDUSTRY
2025-05-13 2025-05-14 country_NZ -0.0186 -0.0023 0.0000 tilt_COUNTRY
2025-05-13 2025-05-14 country_CN -0.0802 -0.0024 0.0002 tilt_COUNTRY
2025-05-13 2025-05-14 size_LARGE 0.1345 0.0046 0.0006 tilt_SIZE
2025-05-13 2025-05-14 ind_leisure_products 0.0103 -0.0173 -0.0002 tilt_INDUSTRY
2025-05-13 2025-05-14 ind_machinery -0.0396 -0.0046 0.0002 tilt_INDUSTRY
2025-05-13 2025-05-14 ind_beverages -0.0853 0.0036 -0.0003 tilt_INDUSTRY
2025-05-13 2025-05-14 ind_household_goods -0.0044 -0.0063 0.0000 tilt_INDUSTRY
2025-05-13 2025-05-14 ind_semiconductors 0.0219 0.0011 0.0000 tilt_INDUSTRY
2025-05-13 2025-05-14 ind_automobile -0.0277 -0.0058 0.0002 tilt_INDUSTRY
2025-05-13 2025-05-14 country_JP 0.0122 -0.0083 -0.0001 tilt_COUNTRY
2025-05-13 2025-05-14 country_KR -0.0997 0.0068 -0.0007 tilt_COUNTRY
2025-05-13 2025-05-14 country_SG -0.0099 -0.0051 0.0001 tilt_COUNTRY
2025-05-13 2025-05-14 ind_healthcare_providers_services 0.0395 -0.0044 -0.0002 tilt_INDUSTRY
2025-05-13 2025-05-14 ind_food_tobacco 0.1481 -0.0018 -0.0003 tilt_INDUSTRY
2025-05-13 2025-05-14 fmom 0.4026 0.0003 0.0001 alpha_QUALITY
2025-05-13 2025-05-14 ind_office_equipment 0.0001 -0.0074 -0.0000 tilt_INDUSTRY
2025-05-13 2025-05-14 ind_food_drug_retail 0.0318 -0.0025 -0.0001 tilt_INDUSTRY
2025-05-13 2025-05-14 value_gc 1.5658 0.0012 0.0019 alpha_VALUE
2025-05-13 2025-05-14 ind_commercial_services_supplies 0.0382 0.0039 0.0001 tilt_INDUSTRY
2025-05-13 2025-05-14 country_IN 0.0238 0.0082 0.0002 tilt_COUNTRY
2025-05-13 2025-05-14 country_PH 0.0024 -0.0004 -0.0000 tilt_COUNTRY
2025-05-13 2025-05-14 sbeta_market 0.0363 0.0063 0.0002 risk_exposure
2025-05-13 2025-05-14 ind_insurance 0.0602 0.0143 0.0009 tilt_INDUSTRY
2025-05-13 2025-05-14 ind_construction_engineering 0.0311 0.0020 0.0001 tilt_INDUSTRY
2025-05-13 2025-05-14 ind_integrated_hardware_software 0.0081 -0.0064 -0.0001 tilt_INDUSTRY
2025-05-13 2025-05-14 ind_homebuilding_building_products -0.0343 -0.0039 0.0001 tilt_INDUSTRY
2025-05-13 2025-05-14 quality 3.0887 0.0010 0.0032 alpha_QUALITY
2025-05-13 2025-05-14 size_SMALL -0.0010 -0.0027 0.0000 tilt_SIZE
2025-05-13 2025-05-14 size_MID -0.0945 -0.0007 0.0001 tilt_SIZE
2025-05-13 2025-05-14 ind_diversified_retail 0.0015 0.0090 0.0000 tilt_INDUSTRY
2025-05-13 2025-05-14 country_XH 0.1963 0.0071 0.0014 tilt_COUNTRY
2025-05-13 2025-05-14 reversal 0.9807 -0.0020 -0.0020 alpha_REVERSAL
2025-05-13 2025-05-14 ind_biotechnology 0.0162 -0.0043 -0.0001 tilt_INDUSTRY
2025-05-13 2025-05-14 ind_aerospace_defense 0.0010 -0.0062 -0.0000 tilt_INDUSTRY
2025-05-13 2025-05-14 ind_electric_utilities_ipps -0.0492 -0.0005 0.0000 tilt_INDUSTRY
2025-05-13 2025-05-14 country_TW 0.0904 0.0108 0.0010 tilt_COUNTRY
2025-05-13 2025-05-14 ind_software_it_services 0.1242 0.0009 0.0001 tilt_INDUSTRY
2025-05-13 2025-05-14 country_AU -0.1044 -0.0023 0.0002 tilt_COUNTRY
2025-05-13 2025-05-14 ind_fintech 0.0002 0.0190 0.0000 tilt_INDUSTRY
2025-05-13 2025-05-14 ind_oil_gas -0.0190 0.0057 -0.0001 tilt_INDUSTRY
2025-05-13 2025-05-14 ind_investment_services 0.0140 0.0173 0.0002 tilt_INDUSTRY
2025-05-13 2025-05-14 ind_metals_mining -0.1372 0.0026 -0.0004 tilt_INDUSTRY
2025-05-13 2025-05-14 ind_computers_phones_household_electronics 0.1225 -0.0030 -0.0004 tilt_INDUSTRY
2025-05-13 2025-05-14 pdiscrepancy NaN NaN 0.0000 unexplained
2025-05-13 2025-05-14 ind_electronic_equipment -0.0426 -0.0060 0.0003 tilt_INDUSTRY
2025-05-13 2025-05-14 specret NaN NaN -0.0030 unexplained
2025-05-13 2025-05-14 impactCost NaN NaN -0.0002 cost
2025-05-13 2025-05-14 ind_paper_forestry -0.0069 0.0050 -0.0000 tilt_INDUSTRY
2025-05-13 2025-05-14 ind_uranium -0.0026 0.0094 -0.0000 tilt_INDUSTRY
2025-05-13 2025-05-14 country_HK -0.0042 0.0056 -0.0000 tilt_COUNTRY
2025-05-13 2025-05-14 ind_oil_gas_equipment_services -0.0151 0.0155 -0.0002 tilt_INDUSTRY
2025-05-13 2025-05-14 ind_industrial_distribution 0.0043 -0.0033 -0.0000 tilt_INDUSTRY
2025-05-13 2025-05-14 country_TH -0.0153 -0.0066 0.0001 tilt_COUNTRY
2025-05-13 2025-05-14 ind_coal -0.0519 0.0122 -0.0006 tilt_INDUSTRY
2025-05-13 2025-05-14 stability 4.6880 -0.0008 -0.0036 alpha_QUALITY
2025-05-13 2025-05-14 ind_consumer_goods_conglomerates 0.0106 -0.0061 -0.0001 tilt_INDUSTRY
2025-05-13 2025-05-14 sdiscrepancy NaN NaN -0.0001 unexplained
2025-05-13 2025-05-14 ind_media_publishing 0.0032 0.0023 0.0000 tilt_INDUSTRY
2025-05-13 2025-05-14 ind_real_estate_operations -0.0016 -0.0032 0.0000 tilt_INDUSTRY
2025-05-13 2025-05-14 ind_containers_packaging -0.0077 0.0041 -0.0000 tilt_INDUSTRY
2025-05-13 2025-05-14 fcost NaN NaN -0.0000 cost
2025-05-14 2025-05-15 ind_oil_gas -0.0170 -0.0038 0.0001 tilt_INDUSTRY
2025-05-14 2025-05-15 ind_aerospace_defense 0.0058 0.0034 0.0000 tilt_INDUSTRY
2025-05-14 2025-05-15 ind_textiles_apparel -0.0295 0.0001 -0.0000 tilt_INDUSTRY
2025-05-14 2025-05-15 ind_pharmaceuticals -0.0723 0.0062 -0.0004 tilt_INDUSTRY
2025-05-14 2025-05-15 ind_metals_mining -0.1304 -0.0009 0.0001 tilt_INDUSTRY
2025-05-14 2025-05-15 ind_biotechnology 0.0165 0.0113 0.0002 tilt_INDUSTRY
2025-05-14 2025-05-15 size_SMALL -0.0047 0.0004 -0.0000 tilt_SIZE
2025-05-14 2025-05-15 ind_chemicals -0.0254 0.0023 -0.0001 tilt_INDUSTRY
2025-05-14 2025-05-15 size_LARGE 0.1423 0.0024 0.0003 tilt_SIZE
2025-05-14 2025-05-15 sdiscrepancy NaN NaN 0.0005 unexplained
2025-05-14 2025-05-15 ind_renewable_energy 0.0210 -0.0056 -0.0001 tilt_INDUSTRY
2025-05-14 2025-05-15 ind_food_tobacco 0.1501 0.0050 0.0008 tilt_INDUSTRY
2025-05-14 2025-05-15 ind_healthcare_providers_services 0.0392 -0.0038 -0.0001 tilt_INDUSTRY
2025-05-14 2025-05-15 impactCost NaN NaN -0.0001 cost
2025-05-14 2025-05-15 ind_containers_packaging -0.0051 0.0042 -0.0000 tilt_INDUSTRY
2025-05-14 2025-05-15 country_CN -0.0817 -0.0010 0.0001 tilt_COUNTRY
2025-05-14 2025-05-15 revision 0.7006 0.0004 0.0003 alpha_REVISION
2025-05-14 2025-05-15 ind_banking_services -0.0079 -0.0014 0.0000 tilt_INDUSTRY
2025-05-14 2025-05-15 reversal 1.0526 0.0000 0.0000 alpha_REVERSAL
2025-05-14 2025-05-15 linearCost NaN NaN -0.0001 cost
2025-05-14 2025-05-15 ind_industrial_distribution 0.0078 0.0076 0.0001 tilt_INDUSTRY
2025-05-14 2025-05-15 size_MICRO -0.0083 0.0037 -0.0000 tilt_SIZE
2025-05-14 2025-05-15 ind_coal -0.0515 0.0017 -0.0001 tilt_INDUSTRY
2025-05-14 2025-05-15 ind_paper_forestry -0.0069 0.0033 -0.0000 tilt_INDUSTRY
2025-05-14 2025-05-15 specret NaN NaN -0.0005 unexplained
2025-05-14 2025-05-15 ind_holding_companies -0.0051 0.0001 -0.0000 tilt_INDUSTRY
2025-05-14 2025-05-15 ind_consumer_goods_conglomerates 0.0101 0.0072 0.0001 tilt_INDUSTRY
2025-05-14 2025-05-15 ind_semiconductors 0.0248 -0.0030 -0.0001 tilt_INDUSTRY
2025-05-14 2025-05-15 ind_construction_materials -0.0036 -0.0003 0.0000 tilt_INDUSTRY
2025-05-14 2025-05-15 ind_real_estate_operations -0.0032 -0.0016 0.0000 tilt_INDUSTRY
2025-05-14 2025-05-15 ind_household_goods -0.0044 0.0023 -0.0000 tilt_INDUSTRY
2025-05-14 2025-05-15 ind_homebuilding_building_products -0.0346 0.0005 -0.0000 tilt_INDUSTRY
2025-05-14 2025-05-15 ind_healthcare_equipment_supplies -0.0970 0.0044 -0.0004 tilt_INDUSTRY
2025-05-14 2025-05-15 ind_household_products_services -0.0247 0.0054 -0.0001 tilt_INDUSTRY
2025-05-14 2025-05-15 value_liq 0.6634 0.0001 0.0001 alpha_VALUE
2025-05-14 2025-05-15 ind_commercial_services_supplies 0.0394 -0.0013 -0.0001 tilt_INDUSTRY
2025-05-14 2025-05-15 ind_construction_engineering 0.0403 0.0024 0.0001 tilt_INDUSTRY
2025-05-14 2025-05-15 country_ID 0.0333 0.0059 0.0002 tilt_COUNTRY
2025-05-14 2025-05-15 ind_freight_logistics 0.0198 -0.0013 -0.0000 tilt_INDUSTRY
2025-05-14 2025-05-15 ind_diversified_retail 0.0015 0.0120 0.0000 tilt_INDUSTRY
2025-05-14 2025-05-15 country_NZ -0.0187 0.0033 -0.0001 tilt_COUNTRY
2025-05-14 2025-05-15 ind_natural_gas_utilities -0.0010 0.0012 -0.0000 tilt_INDUSTRY
2025-05-14 2025-05-15 country_AU -0.1000 -0.0020 0.0002 tilt_COUNTRY
2025-05-14 2025-05-15 ind_telecommunications_serices 0.1208 -0.0014 -0.0002 tilt_INDUSTRY
2025-05-14 2025-05-15 ind_leisure_products 0.0101 -0.0096 -0.0001 tilt_INDUSTRY
2025-05-14 2025-05-15 ind_specialty_reatil 0.0188 -0.0019 -0.0000 tilt_INDUSTRY
2025-05-14 2025-05-15 ind_machinery -0.0536 0.0002 -0.0000 tilt_INDUSTRY
2025-05-14 2025-05-15 ind_multiline_utilities -0.0124 -0.0062 0.0001 tilt_INDUSTRY
2025-05-14 2025-05-15 country_TH -0.0112 -0.0184 0.0002 tilt_COUNTRY
2025-05-14 2025-05-15 ind_computers_phones_household_electronics 0.1197 -0.0020 -0.0002 tilt_INDUSTRY
2025-05-14 2025-05-15 country_MY 0.0058 -0.0060 -0.0000 tilt_COUNTRY
2025-05-14 2025-05-15 ind_office_equipment 0.0002 -0.0131 -0.0000 tilt_INDUSTRY
2025-05-14 2025-05-15 market 0.0421 0.0078 0.0003 risk_exposure
2025-05-14 2025-05-15 country_HK -0.0064 0.0052 -0.0000 tilt_COUNTRY
2025-05-14 2025-05-15 ind_beverages -0.0824 0.0022 -0.0002 tilt_INDUSTRY
2025-05-14 2025-05-15 ind_communications_equipment -0.0214 -0.0035 0.0001 tilt_INDUSTRY
2025-05-14 2025-05-15 ind_integrated_hardware_software 0.0081 -0.0062 -0.0001 tilt_INDUSTRY
2025-05-14 2025-05-15 ind_automobile -0.0288 -0.0004 0.0000 tilt_INDUSTRY
2025-05-14 2025-05-15 ind_media_publishing 0.0035 -0.0005 -0.0000 tilt_INDUSTRY
2025-05-14 2025-05-15 value_gc 1.5007 -0.0002 -0.0003 alpha_VALUE
2025-05-14 2025-05-15 ind_investment_services 0.0161 -0.0032 -0.0001 tilt_INDUSTRY
2025-05-14 2025-05-15 country_JP 0.0155 -0.0029 -0.0000 tilt_COUNTRY
2025-05-14 2025-05-15 country_TW 0.0855 0.0064 0.0006 tilt_COUNTRY
2025-05-14 2025-05-15 pdiscrepancy NaN NaN 0.0000 unexplained
2025-05-14 2025-05-15 ind_transportation_infrastructure -0.0134 0.0036 -0.0000 tilt_INDUSTRY
2025-05-14 2025-05-15 ind_passenger_transportation 0.0625 0.0022 0.0001 tilt_INDUSTRY
2025-05-14 2025-05-15 ind_insurance 0.0638 -0.0004 -0.0000 tilt_INDUSTRY
2025-05-14 2025-05-15 sbeta_market 0.0374 -0.0163 -0.0006 risk_exposure
2025-05-14 2025-05-15 fmom 0.3860 0.0001 0.0000 alpha_QUALITY
2025-05-14 2025-05-15 country_XH 0.1999 0.0037 0.0007 tilt_COUNTRY
2025-05-14 2025-05-15 size_MID -0.0872 -0.0020 0.0002 tilt_SIZE
2025-05-14 2025-05-15 ind_software_it_services 0.1269 -0.0022 -0.0003 tilt_INDUSTRY
2025-05-14 2025-05-15 ind_electronic_equipment -0.0447 -0.0028 0.0001 tilt_INDUSTRY
2025-05-14 2025-05-15 ind_fintech 0.0007 -0.0047 -0.0000 tilt_INDUSTRY
2025-05-14 2025-05-15 country_KR -0.1001 -0.0068 0.0007 tilt_COUNTRY
2025-05-14 2025-05-15 ind_electric_utilities_ipps -0.0509 0.0016 -0.0001 tilt_INDUSTRY
2025-05-14 2025-05-15 fcost NaN NaN -0.0000 cost
2025-05-14 2025-05-15 ind_oil_gas_equipment_services -0.0149 -0.0030 0.0000 tilt_INDUSTRY
2025-05-14 2025-05-15 ind_hotels_entertainment -0.0612 0.0018 -0.0001 tilt_INDUSTRY
2025-05-14 2025-05-15 ind_food_drug_retail 0.0345 0.0034 0.0001 tilt_INDUSTRY
2025-05-14 2025-05-15 ind_uranium -0.0027 0.0038 -0.0000 tilt_INDUSTRY
2025-05-14 2025-05-15 ind_water_utilities -0.0072 -0.0007 0.0000 tilt_INDUSTRY
2025-05-14 2025-05-15 stability 4.6837 -0.0000 -0.0000 alpha_QUALITY
2025-05-14 2025-05-15 linkage 0.9054 -0.0010 -0.0009 alpha_MOMENTUM
2025-05-14 2025-05-15 country_SG -0.0019 0.0027 -0.0000 tilt_COUNTRY
2025-05-14 2025-05-15 country_IN 0.0198 0.0098 0.0002 tilt_COUNTRY
2025-05-14 2025-05-15 bcost NaN NaN -0.0003 cost
2025-05-14 2025-05-15 momentum -0.0537 -0.0004 0.0000 alpha_MOMENTUM
2025-05-14 2025-05-15 quality 3.0489 0.0009 0.0029 alpha_QUALITY
2025-05-14 2025-05-15 country_PH 0.0023 -0.0171 -0.0000 tilt_COUNTRY
2025-05-14 2025-05-15 neglect 0.7313 0.0002 0.0001 alpha_VALUE
2025-05-15 2025-05-16 market 0.0437 0.0014 0.0001 risk_exposure
2025-05-15 2025-05-16 ind_household_products_services -0.0244 -0.0019 0.0000 tilt_INDUSTRY
2025-05-15 2025-05-16 country_IN 0.0189 0.0072 0.0001 tilt_COUNTRY
2025-05-15 2025-05-16 sbeta_market 0.0290 -0.0006 -0.0000 risk_exposure
2025-05-15 2025-05-16 specret NaN NaN 0.0044 unexplained
2025-05-15 2025-05-16 linearCost NaN NaN -0.0001 cost
2025-05-15 2025-05-16 ind_paper_forestry -0.0068 -0.0004 0.0000 tilt_INDUSTRY
2025-05-15 2025-05-16 ind_oil_gas_equipment_services -0.0149 -0.0055 0.0001 tilt_INDUSTRY
2025-05-15 2025-05-16 ind_holding_companies -0.0051 0.0009 -0.0000 tilt_INDUSTRY
2025-05-15 2025-05-16 ind_homebuilding_building_products -0.0347 0.0024 -0.0001 tilt_INDUSTRY
2025-05-15 2025-05-16 ind_real_estate_operations -0.0029 -0.0009 0.0000 tilt_INDUSTRY
2025-05-15 2025-05-16 pdiscrepancy NaN NaN -0.0000 unexplained
2025-05-15 2025-05-16 size_MICRO -0.0085 0.0027 -0.0000 tilt_SIZE
2025-05-15 2025-05-16 ind_communications_equipment -0.0225 0.0020 -0.0000 tilt_INDUSTRY
2025-05-15 2025-05-16 value_gc 1.4891 0.0000 0.0001 alpha_VALUE
2025-05-15 2025-05-16 ind_coal -0.0508 -0.0049 0.0002 tilt_INDUSTRY
2025-05-15 2025-05-16 ind_construction_materials -0.0036 -0.0037 0.0000 tilt_INDUSTRY
2025-05-15 2025-05-16 momentum -0.0457 0.0005 -0.0000 alpha_MOMENTUM
2025-05-15 2025-05-16 ind_media_publishing 0.0035 0.0033 0.0000 tilt_INDUSTRY
2025-05-15 2025-05-16 ind_multiline_utilities -0.0125 -0.0022 0.0000 tilt_INDUSTRY
2025-05-15 2025-05-16 country_ID 0.0306 0.0110 0.0003 tilt_COUNTRY
2025-05-15 2025-05-16 ind_electronic_equipment -0.0455 0.0015 -0.0001 tilt_INDUSTRY
2025-05-15 2025-05-16 ind_water_utilities -0.0072 -0.0037 0.0000 tilt_INDUSTRY
2025-05-15 2025-05-16 ind_biotechnology 0.0163 0.0044 0.0001 tilt_INDUSTRY
2025-05-15 2025-05-16 ind_chemicals -0.0199 -0.0010 0.0000 tilt_INDUSTRY
2025-05-15 2025-05-16 neglect 0.7405 -0.0004 -0.0003 alpha_VALUE
2025-05-15 2025-05-16 country_PH 0.0023 -0.0010 -0.0000 tilt_COUNTRY
2025-05-15 2025-05-16 ind_software_it_services 0.1301 -0.0018 -0.0002 tilt_INDUSTRY
2025-05-15 2025-05-16 ind_hotels_entertainment -0.0612 -0.0023 0.0001 tilt_INDUSTRY
2025-05-15 2025-05-16 size_LARGE 0.1461 -0.0032 -0.0005 tilt_SIZE
2025-05-15 2025-05-16 value_liq 0.6543 -0.0009 -0.0006 alpha_VALUE
2025-05-15 2025-05-16 country_TH -0.0053 -0.0008 0.0000 tilt_COUNTRY
2025-05-15 2025-05-16 ind_electric_utilities_ipps -0.0520 -0.0016 0.0001 tilt_INDUSTRY
2025-05-15 2025-05-16 ind_textiles_apparel -0.0291 -0.0003 0.0000 tilt_INDUSTRY
2025-05-15 2025-05-16 country_HK -0.0091 -0.0003 0.0000 tilt_COUNTRY
2025-05-15 2025-05-16 sdiscrepancy NaN NaN -0.0001 unexplained
2025-05-15 2025-05-16 ind_diversified_retail 0.0014 0.0009 0.0000 tilt_INDUSTRY
2025-05-15 2025-05-16 ind_fintech 0.0010 -0.0114 -0.0000 tilt_INDUSTRY
2025-05-15 2025-05-16 ind_metals_mining -0.1274 0.0006 -0.0001 tilt_INDUSTRY
2025-05-15 2025-05-16 ind_freight_logistics 0.0187 0.0043 0.0001 tilt_INDUSTRY
2025-05-15 2025-05-16 ind_computers_phones_household_electronics 0.1207 -0.0016 -0.0002 tilt_INDUSTRY
2025-05-15 2025-05-16 fmom 0.3372 0.0001 0.0000 alpha_QUALITY
2025-05-15 2025-05-16 ind_natural_gas_utilities -0.0011 -0.0024 0.0000 tilt_INDUSTRY
2025-05-15 2025-05-16 ind_banking_services -0.0209 -0.0029 0.0001 tilt_INDUSTRY
2025-05-15 2025-05-16 ind_food_tobacco 0.1510 -0.0010 -0.0002 tilt_INDUSTRY
2025-05-15 2025-05-16 country_TW 0.0836 0.0028 0.0002 tilt_COUNTRY
2025-05-15 2025-05-16 ind_healthcare_providers_services 0.0392 -0.0041 -0.0002 tilt_INDUSTRY
2025-05-15 2025-05-16 ind_aerospace_defense 0.0060 0.0054 0.0000 tilt_INDUSTRY
2025-05-15 2025-05-16 country_JP 0.0286 -0.0006 -0.0000 tilt_COUNTRY
2025-05-15 2025-05-16 ind_automobile -0.0277 0.0071 -0.0002 tilt_INDUSTRY
2025-05-15 2025-05-16 ind_leisure_products 0.0102 0.0096 0.0001 tilt_INDUSTRY
2025-05-15 2025-05-16 ind_machinery -0.0656 0.0022 -0.0001 tilt_INDUSTRY
2025-05-15 2025-05-16 ind_integrated_hardware_software 0.0082 0.0018 0.0000 tilt_INDUSTRY
2025-05-15 2025-05-16 ind_oil_gas -0.0179 -0.0038 0.0001 tilt_INDUSTRY
2025-05-15 2025-05-16 ind_insurance 0.0661 -0.0006 -0.0000 tilt_INDUSTRY
2025-05-15 2025-05-16 ind_pharmaceuticals -0.0735 0.0074 -0.0005 tilt_INDUSTRY
2025-05-15 2025-05-16 size_SMALL -0.0039 0.0021 -0.0000 tilt_SIZE
2025-05-15 2025-05-16 bcost NaN NaN -0.0003 cost
2025-05-15 2025-05-16 ind_semiconductors 0.0267 -0.0012 -0.0000 tilt_INDUSTRY
2025-05-15 2025-05-16 country_XH 0.1925 -0.0020 -0.0004 tilt_COUNTRY
2025-05-15 2025-05-16 ind_uranium -0.0026 -0.0766 0.0002 tilt_INDUSTRY
2025-05-15 2025-05-16 ind_office_equipment 0.0002 -0.0068 -0.0000 tilt_INDUSTRY
2025-05-15 2025-05-16 ind_healthcare_equipment_supplies -0.0976 -0.0023 0.0002 tilt_INDUSTRY
2025-05-15 2025-05-16 quality 3.0647 0.0005 0.0015 alpha_QUALITY
2025-05-15 2025-05-16 reversal 0.9504 0.0016 0.0016 alpha_REVERSAL
2025-05-15 2025-05-16 country_SG 0.0019 0.0068 0.0000 tilt_COUNTRY
2025-05-15 2025-05-16 country_KR -0.0997 -0.0034 0.0003 tilt_COUNTRY
2025-05-15 2025-05-16 fcost NaN NaN -0.0000 cost
2025-05-15 2025-05-16 ind_investment_services 0.0179 -0.0049 -0.0001 tilt_INDUSTRY
2025-05-15 2025-05-16 ind_commercial_services_supplies 0.0387 -0.0007 -0.0000 tilt_INDUSTRY
2025-05-15 2025-05-16 stability 4.7103 -0.0002 -0.0008 alpha_QUALITY
2025-05-15 2025-05-16 ind_industrial_distribution 0.0118 0.0062 0.0001 tilt_INDUSTRY
2025-05-15 2025-05-16 country_CN -0.0894 -0.0020 0.0002 tilt_COUNTRY
2025-05-15 2025-05-16 ind_containers_packaging -0.0039 0.0017 -0.0000 tilt_INDUSTRY
2025-05-15 2025-05-16 ind_beverages -0.0822 -0.0070 0.0006 tilt_INDUSTRY
2025-05-15 2025-05-16 ind_telecommunications_serices 0.1215 0.0027 0.0003 tilt_INDUSTRY
2025-05-15 2025-05-16 impactCost NaN NaN -0.0001 cost
2025-05-15 2025-05-16 country_NZ -0.0184 -0.0076 0.0001 tilt_COUNTRY
2025-05-15 2025-05-16 ind_renewable_energy 0.0207 0.0018 0.0000 tilt_INDUSTRY
2025-05-15 2025-05-16 country_AU -0.0985 0.0072 -0.0007 tilt_COUNTRY
2025-05-15 2025-05-16 ind_construction_engineering 0.0447 -0.0009 -0.0000 tilt_INDUSTRY
2025-05-15 2025-05-16 ind_passenger_transportation 0.0632 0.0017 0.0001 tilt_INDUSTRY
2025-05-15 2025-05-16 ind_specialty_reatil 0.0177 0.0037 0.0001 tilt_INDUSTRY
2025-05-15 2025-05-16 ind_household_goods -0.0043 -0.0023 0.0000 tilt_INDUSTRY
2025-05-15 2025-05-16 ind_consumer_goods_conglomerates 0.0087 0.0053 0.0000 tilt_INDUSTRY
2025-05-15 2025-05-16 ind_food_drug_retail 0.0363 0.0025 0.0001 tilt_INDUSTRY
2025-05-15 2025-05-16 revision 0.7125 0.0007 0.0005 alpha_REVISION
2025-05-15 2025-05-16 size_MID -0.0901 0.0002 -0.0000 tilt_SIZE
2025-05-15 2025-05-16 ind_transportation_infrastructure -0.0132 -0.0042 0.0001 tilt_INDUSTRY
2025-05-15 2025-05-16 linkage 0.9413 -0.0003 -0.0003 alpha_MOMENTUM
2025-05-15 2025-05-16 country_MY 0.0057 -0.0029 -0.0000 tilt_COUNTRY
2025-05-16 2025-05-19 ind_media_publishing 0.0047 -0.0009 -0.0000 tilt_INDUSTRY
2025-05-16 2025-05-19 stability 4.6586 -0.0002 -0.0011 alpha_QUALITY
2025-05-16 2025-05-19 ind_communications_equipment -0.0218 0.0004 -0.0000 tilt_INDUSTRY
2025-05-16 2025-05-19 linkage 0.9719 -0.0001 -0.0001 alpha_MOMENTUM
2025-05-16 2025-05-19 value_liq 0.6713 -0.0005 -0.0004 alpha_VALUE
2025-05-16 2025-05-19 country_CN -0.0966 0.0048 -0.0005 tilt_COUNTRY
2025-05-16 2025-05-19 size_LARGE 0.1451 -0.0038 -0.0005 tilt_SIZE
2025-05-16 2025-05-19 ind_containers_packaging -0.0036 0.0050 -0.0000 tilt_INDUSTRY
2025-05-16 2025-05-19 sdiscrepancy NaN NaN -0.0001 unexplained
2025-05-16 2025-05-19 ind_pharmaceuticals -0.0738 -0.0021 0.0002 tilt_INDUSTRY
2025-05-16 2025-05-19 country_TH 0.0023 -0.0079 -0.0000 tilt_COUNTRY
2025-05-16 2025-05-19 ind_computers_phones_household_electronics 0.1223 0.0010 0.0001 tilt_INDUSTRY
2025-05-16 2025-05-19 ind_biotechnology 0.0161 0.0063 0.0001 tilt_INDUSTRY
2025-05-16 2025-05-19 ind_telecommunications_serices 0.1222 0.0052 0.0006 tilt_INDUSTRY
2025-05-16 2025-05-19 ind_food_drug_retail 0.0382 0.0021 0.0001 tilt_INDUSTRY
2025-05-16 2025-05-19 impactCost NaN NaN -0.0001 cost
2025-05-16 2025-05-19 ind_oil_gas_equipment_services -0.0149 -0.0023 0.0000 tilt_INDUSTRY
2025-05-16 2025-05-19 country_IN 0.0177 0.0008 0.0000 tilt_COUNTRY
2025-05-16 2025-05-19 ind_renewable_energy 0.0205 -0.0018 -0.0000 tilt_INDUSTRY
2025-05-16 2025-05-19 ind_diversified_retail 0.0015 0.0007 0.0000 tilt_INDUSTRY
2025-05-16 2025-05-19 reversal 0.9507 0.0029 0.0028 alpha_REVERSAL
2025-05-16 2025-05-19 country_MY 0.0057 -0.0162 -0.0001 tilt_COUNTRY
2025-05-16 2025-05-19 ind_oil_gas -0.0173 0.0007 -0.0000 tilt_INDUSTRY
2025-05-16 2025-05-19 country_NZ -0.0184 -0.0134 0.0002 tilt_COUNTRY
2025-05-16 2025-05-19 ind_machinery -0.0778 -0.0014 0.0001 tilt_INDUSTRY
2025-05-16 2025-05-19 ind_leisure_products 0.0102 -0.0030 -0.0000 tilt_INDUSTRY
2025-05-16 2025-05-19 ind_chemicals -0.0149 -0.0001 0.0000 tilt_INDUSTRY
2025-05-16 2025-05-19 pdiscrepancy NaN NaN 0.0000 unexplained
2025-05-16 2025-05-19 country_HK -0.0089 -0.0003 0.0000 tilt_COUNTRY
2025-05-16 2025-05-19 value_gc 1.4995 -0.0002 -0.0003 alpha_VALUE
2025-05-16 2025-05-19 ind_passenger_transportation 0.0635 -0.0002 -0.0000 tilt_INDUSTRY
2025-05-16 2025-05-19 country_TW 0.0815 -0.0146 -0.0012 tilt_COUNTRY
2025-05-16 2025-05-19 ind_healthcare_providers_services 0.0397 -0.0006 -0.0000 tilt_INDUSTRY
2025-05-16 2025-05-19 ind_investment_services 0.0182 0.0014 0.0000 tilt_INDUSTRY
2025-05-16 2025-05-19 ind_insurance 0.0679 -0.0007 -0.0000 tilt_INDUSTRY
2025-05-16 2025-05-19 country_JP 0.0365 -0.0005 -0.0000 tilt_COUNTRY
2025-05-16 2025-05-19 ind_automobile -0.0256 0.0001 -0.0000 tilt_INDUSTRY
2025-05-16 2025-05-19 momentum -0.0345 0.0012 -0.0000 alpha_MOMENTUM
2025-05-16 2025-05-19 country_XH 0.1836 0.0045 0.0008 tilt_COUNTRY
2025-05-16 2025-05-19 ind_fintech 0.0007 -0.0008 -0.0000 tilt_INDUSTRY
2025-05-16 2025-05-19 ind_uranium -0.0026 -0.0261 0.0001 tilt_INDUSTRY
2025-05-16 2025-05-19 ind_integrated_hardware_software 0.0083 0.0065 0.0001 tilt_INDUSTRY
2025-05-16 2025-05-19 ind_office_equipment 0.0002 0.0004 0.0000 tilt_INDUSTRY
2025-05-16 2025-05-19 revision 0.7377 0.0006 0.0004 alpha_REVISION
2025-05-16 2025-05-19 ind_electronic_equipment -0.0449 -0.0034 0.0002 tilt_INDUSTRY
2025-05-16 2025-05-19 market 0.0375 0.0040 0.0001 risk_exposure
2025-05-16 2025-05-19 quality 3.0523 -0.0007 -0.0021 alpha_QUALITY
2025-05-16 2025-05-19 sbeta_market 0.0182 -0.0061 -0.0001 risk_exposure
2025-05-16 2025-05-19 ind_transportation_infrastructure -0.0130 0.0079 -0.0001 tilt_INDUSTRY
2025-05-16 2025-05-19 ind_electric_utilities_ipps -0.0536 0.0036 -0.0002 tilt_INDUSTRY
2025-05-16 2025-05-19 country_KR -0.0995 -0.0113 0.0011 tilt_COUNTRY
2025-05-16 2025-05-19 neglect 0.8067 0.0011 0.0009 alpha_VALUE
2025-05-16 2025-05-19 ind_multiline_utilities -0.0127 0.0001 -0.0000 tilt_INDUSTRY
2025-05-16 2025-05-19 ind_hotels_entertainment -0.0611 -0.0002 0.0000 tilt_INDUSTRY
2025-05-16 2025-05-19 country_SG 0.0027 -0.0042 -0.0000 tilt_COUNTRY
2025-05-16 2025-05-19 ind_food_tobacco 0.1509 0.0014 0.0002 tilt_INDUSTRY
2025-05-16 2025-05-19 size_MID -0.0957 -0.0010 0.0001 tilt_SIZE
2025-05-16 2025-05-19 fcost NaN NaN -0.0001 cost
2025-05-16 2025-05-19 ind_software_it_services 0.1345 -0.0028 -0.0004 tilt_INDUSTRY
2025-05-16 2025-05-19 ind_textiles_apparel -0.0286 -0.0042 0.0001 tilt_INDUSTRY
2025-05-16 2025-05-19 ind_water_utilities -0.0072 0.0084 -0.0001 tilt_INDUSTRY
2025-05-16 2025-05-19 ind_industrial_distribution 0.0153 0.0037 0.0001 tilt_INDUSTRY
2025-05-16 2025-05-19 size_MICRO -0.0084 0.0051 -0.0000 tilt_SIZE
2025-05-16 2025-05-19 ind_coal -0.0508 -0.0017 0.0001 tilt_INDUSTRY
2025-05-16 2025-05-19 ind_homebuilding_building_products -0.0347 -0.0006 0.0000 tilt_INDUSTRY
2025-05-16 2025-05-19 ind_construction_materials -0.0036 0.0013 -0.0000 tilt_INDUSTRY
2025-05-16 2025-05-19 ind_household_goods -0.0041 0.0019 -0.0000 tilt_INDUSTRY
2025-05-16 2025-05-19 ind_natural_gas_utilities -0.0010 0.0057 -0.0000 tilt_INDUSTRY
2025-05-16 2025-05-19 ind_real_estate_operations -0.0020 0.0041 -0.0000 tilt_INDUSTRY
2025-05-16 2025-05-19 ind_banking_services -0.0349 0.0013 -0.0000 tilt_INDUSTRY
2025-05-16 2025-05-19 ind_healthcare_equipment_supplies -0.0973 -0.0007 0.0001 tilt_INDUSTRY
2025-05-16 2025-05-19 ind_specialty_reatil 0.0155 -0.0033 -0.0001 tilt_INDUSTRY
2025-05-16 2025-05-19 country_PH 0.0023 -0.0063 -0.0000 tilt_COUNTRY
2025-05-16 2025-05-19 ind_consumer_goods_conglomerates 0.0047 0.0029 0.0000 tilt_INDUSTRY
2025-05-16 2025-05-19 ind_construction_engineering 0.0451 0.0026 0.0001 tilt_INDUSTRY
2025-05-16 2025-05-19 specret NaN NaN 0.0004 unexplained
2025-05-16 2025-05-19 country_ID 0.0277 0.0021 0.0001 tilt_COUNTRY
2025-05-16 2025-05-19 ind_holding_companies -0.0050 -0.0014 0.0000 tilt_INDUSTRY
2025-05-16 2025-05-19 ind_freight_logistics 0.0166 0.0021 0.0000 tilt_INDUSTRY
2025-05-16 2025-05-19 ind_paper_forestry -0.0067 0.0064 -0.0000 tilt_INDUSTRY
2025-05-16 2025-05-19 ind_metals_mining -0.1229 -0.0010 0.0001 tilt_INDUSTRY
2025-05-16 2025-05-19 ind_semiconductors 0.0279 -0.0020 -0.0001 tilt_INDUSTRY
2025-05-16 2025-05-19 ind_commercial_services_supplies 0.0375 -0.0005 -0.0000 tilt_INDUSTRY
2025-05-16 2025-05-19 country_AU -0.0990 -0.0072 0.0007 tilt_COUNTRY
2025-05-16 2025-05-19 size_SMALL -0.0035 0.0038 -0.0000 tilt_SIZE
2025-05-16 2025-05-19 bcost NaN NaN -0.0009 cost
2025-05-16 2025-05-19 ind_beverages -0.0858 -0.0067 0.0006 tilt_INDUSTRY
2025-05-16 2025-05-19 fmom 0.2584 -0.0005 -0.0001 alpha_QUALITY
2025-05-16 2025-05-19 ind_household_products_services -0.0235 -0.0040 0.0001 tilt_INDUSTRY
2025-05-16 2025-05-19 linearCost NaN NaN -0.0001 cost
2025-05-16 2025-05-19 ind_aerospace_defense 0.0065 0.0043 0.0000 tilt_INDUSTRY
2025-05-19 2025-05-20 ind_multiline_utilities -0.0128 -0.0031 0.0000 tilt_INDUSTRY
2025-05-19 2025-05-20 ind_uranium -0.0027 -0.0068 0.0000 tilt_INDUSTRY
2025-05-19 2025-05-20 specret NaN NaN -0.0019 unexplained
2025-05-19 2025-05-20 ind_fintech 0.0005 -0.0031 -0.0000 tilt_INDUSTRY
2025-05-19 2025-05-20 ind_semiconductors 0.0330 0.0006 0.0000 tilt_INDUSTRY
2025-05-19 2025-05-20 country_XH 0.1774 0.0052 0.0009 tilt_COUNTRY
2025-05-19 2025-05-20 size_MICRO -0.0083 -0.0000 0.0000 tilt_SIZE
2025-05-19 2025-05-20 ind_healthcare_equipment_supplies -0.0970 -0.0009 0.0001 tilt_INDUSTRY
2025-05-19 2025-05-20 quality 3.0802 0.0012 0.0037 alpha_QUALITY
2025-05-19 2025-05-20 ind_commercial_services_supplies 0.0361 -0.0006 -0.0000 tilt_INDUSTRY
2025-05-19 2025-05-20 country_KR -0.0996 -0.0020 0.0002 tilt_COUNTRY
2025-05-19 2025-05-20 ind_integrated_hardware_software 0.0084 -0.0049 -0.0000 tilt_INDUSTRY
2025-05-19 2025-05-20 ind_electronic_equipment -0.0483 -0.0017 0.0001 tilt_INDUSTRY
2025-05-19 2025-05-20 ind_electric_utilities_ipps -0.0550 0.0038 -0.0002 tilt_INDUSTRY
2025-05-19 2025-05-20 ind_office_equipment 0.0002 -0.0001 -0.0000 tilt_INDUSTRY
2025-05-19 2025-05-20 ind_water_utilities -0.0073 0.0082 -0.0001 tilt_INDUSTRY
2025-05-19 2025-05-20 ind_paper_forestry -0.0069 -0.0000 0.0000 tilt_INDUSTRY
2025-05-19 2025-05-20 neglect 0.8231 -0.0002 -0.0001 alpha_VALUE
2025-05-19 2025-05-20 ind_homebuilding_building_products -0.0345 -0.0014 0.0000 tilt_INDUSTRY
2025-05-19 2025-05-20 ind_passenger_transportation 0.0644 -0.0041 -0.0003 tilt_INDUSTRY
2025-05-19 2025-05-20 country_JP 0.0397 -0.0063 -0.0002 tilt_COUNTRY
2025-05-19 2025-05-20 ind_industrial_distribution 0.0171 -0.0002 -0.0000 tilt_INDUSTRY
2025-05-19 2025-05-20 ind_food_drug_retail 0.0418 -0.0007 -0.0000 tilt_INDUSTRY
2025-05-19 2025-05-20 country_ID 0.0222 -0.0114 -0.0003 tilt_COUNTRY
2025-05-19 2025-05-20 country_IN 0.0163 -0.0136 -0.0002 tilt_COUNTRY
2025-05-19 2025-05-20 ind_computers_phones_household_electronics 0.1232 0.0012 0.0001 tilt_INDUSTRY
2025-05-19 2025-05-20 ind_household_goods -0.0040 0.0102 -0.0000 tilt_INDUSTRY
2025-05-19 2025-05-20 ind_communications_equipment -0.0199 -0.0051 0.0001 tilt_INDUSTRY
2025-05-19 2025-05-20 ind_beverages -0.0861 -0.0037 0.0003 tilt_INDUSTRY
2025-05-19 2025-05-20 linkage 0.9575 -0.0002 -0.0002 alpha_MOMENTUM
2025-05-19 2025-05-20 ind_media_publishing 0.0082 0.0069 0.0001 tilt_INDUSTRY
2025-05-19 2025-05-20 ind_coal -0.0511 -0.0004 0.0000 tilt_INDUSTRY
2025-05-19 2025-05-20 country_MY 0.0057 -0.0029 -0.0000 tilt_COUNTRY
2025-05-19 2025-05-20 value_gc 1.5273 -0.0004 -0.0006 alpha_VALUE
2025-05-19 2025-05-20 size_SMALL -0.0062 -0.0002 0.0000 tilt_SIZE
2025-05-19 2025-05-20 pdiscrepancy NaN NaN 0.0000 unexplained
2025-05-19 2025-05-20 linearCost NaN NaN -0.0001 cost
2025-05-19 2025-05-20 size_MID -0.0950 -0.0016 0.0001 tilt_SIZE
2025-05-19 2025-05-20 ind_construction_materials -0.0036 0.0005 -0.0000 tilt_INDUSTRY
2025-05-19 2025-05-20 country_TW 0.0784 0.0019 0.0002 tilt_COUNTRY
2025-05-19 2025-05-20 ind_healthcare_providers_services 0.0402 0.0012 0.0000 tilt_INDUSTRY
2025-05-19 2025-05-20 ind_holding_companies -0.0050 -0.0041 0.0000 tilt_INDUSTRY
2025-05-19 2025-05-20 fmom 0.2225 0.0005 0.0001 alpha_QUALITY
2025-05-19 2025-05-20 ind_investment_services 0.0172 -0.0023 -0.0000 tilt_INDUSTRY
2025-05-19 2025-05-20 ind_automobile -0.0241 0.0011 -0.0000 tilt_INDUSTRY
2025-05-19 2025-05-20 momentum -0.0768 0.0003 -0.0000 alpha_MOMENTUM
2025-05-19 2025-05-20 ind_consumer_goods_conglomerates 0.0008 0.0055 0.0000 tilt_INDUSTRY
2025-05-19 2025-05-20 market 0.0347 -0.0020 -0.0001 risk_exposure
2025-05-19 2025-05-20 sbeta_market 0.0179 0.0034 0.0001 risk_exposure
2025-05-19 2025-05-20 ind_specialty_reatil 0.0119 -0.0023 -0.0000 tilt_INDUSTRY
2025-05-19 2025-05-20 revision 0.6668 0.0004 0.0003 alpha_REVISION
2025-05-19 2025-05-20 ind_transportation_infrastructure -0.0124 -0.0079 0.0001 tilt_INDUSTRY
2025-05-19 2025-05-20 ind_insurance 0.0703 0.0012 0.0001 tilt_INDUSTRY
2025-05-19 2025-05-20 ind_hotels_entertainment -0.0601 0.0001 -0.0000 tilt_INDUSTRY
2025-05-19 2025-05-20 country_TH 0.0094 0.0015 0.0000 tilt_COUNTRY
2025-05-19 2025-05-20 ind_renewable_energy 0.0204 -0.0048 -0.0001 tilt_INDUSTRY
2025-05-19 2025-05-20 ind_textiles_apparel -0.0274 -0.0009 0.0000 tilt_INDUSTRY
2025-05-19 2025-05-20 reversal 0.9597 0.0001 0.0001 alpha_REVERSAL
2025-05-19 2025-05-20 ind_real_estate_operations -0.0002 -0.0041 0.0000 tilt_INDUSTRY
2025-05-19 2025-05-20 country_PH 0.0022 -0.0167 -0.0000 tilt_COUNTRY
2025-05-19 2025-05-20 ind_freight_logistics 0.0147 -0.0027 -0.0000 tilt_INDUSTRY
2025-05-19 2025-05-20 ind_oil_gas_equipment_services -0.0147 0.0020 -0.0000 tilt_INDUSTRY
2025-05-19 2025-05-20 sdiscrepancy NaN NaN 0.0000 unexplained
2025-05-19 2025-05-20 ind_banking_services -0.0457 0.0015 -0.0001 tilt_INDUSTRY
2025-05-19 2025-05-20 size_LARGE 0.1441 0.0026 0.0004 tilt_SIZE
2025-05-19 2025-05-20 country_HK -0.0063 0.0083 -0.0001 tilt_COUNTRY
2025-05-19 2025-05-20 country_CN -0.0971 0.0028 -0.0003 tilt_COUNTRY
2025-05-19 2025-05-20 ind_metals_mining -0.1191 -0.0026 0.0003 tilt_INDUSTRY
2025-05-19 2025-05-20 ind_construction_engineering 0.0453 -0.0023 -0.0001 tilt_INDUSTRY
2025-05-19 2025-05-20 country_AU -0.0983 0.0049 -0.0005 tilt_COUNTRY
2025-05-19 2025-05-20 ind_diversified_retail 0.0017 0.0008 0.0000 tilt_INDUSTRY
2025-05-19 2025-05-20 ind_natural_gas_utilities -0.0010 0.0000 -0.0000 tilt_INDUSTRY
2025-05-19 2025-05-20 stability 4.6948 -0.0002 -0.0011 alpha_QUALITY
2025-05-19 2025-05-20 ind_chemicals -0.0160 -0.0020 0.0000 tilt_INDUSTRY
2025-05-19 2025-05-20 ind_telecommunications_serices 0.1220 0.0033 0.0004 tilt_INDUSTRY
2025-05-19 2025-05-20 ind_containers_packaging -0.0036 0.0026 -0.0000 tilt_INDUSTRY
2025-05-19 2025-05-20 ind_pharmaceuticals -0.0797 0.0066 -0.0005 tilt_INDUSTRY
2025-05-19 2025-05-20 ind_biotechnology 0.0166 0.0070 0.0001 tilt_INDUSTRY
2025-05-19 2025-05-20 value_liq 0.6915 0.0008 0.0006 alpha_VALUE
2025-05-19 2025-05-20 ind_leisure_products 0.0099 0.0018 0.0000 tilt_INDUSTRY
2025-05-19 2025-05-20 impactCost NaN NaN -0.0001 cost
2025-05-19 2025-05-20 ind_oil_gas -0.0137 -0.0000 0.0000 tilt_INDUSTRY
2025-05-19 2025-05-20 ind_food_tobacco 0.1501 0.0029 0.0004 tilt_INDUSTRY
2025-05-19 2025-05-20 fcost NaN NaN -0.0000 cost
2025-05-19 2025-05-20 ind_household_products_services -0.0225 0.0029 -0.0001 tilt_INDUSTRY
2025-05-19 2025-05-20 bcost NaN NaN -0.0003 cost
2025-05-19 2025-05-20 ind_machinery -0.0842 -0.0008 0.0001 tilt_INDUSTRY
2025-05-19 2025-05-20 ind_aerospace_defense 0.0062 -0.0118 -0.0001 tilt_INDUSTRY
2025-05-19 2025-05-20 ind_software_it_services 0.1381 -0.0000 -0.0000 tilt_INDUSTRY
2025-05-19 2025-05-20 country_SG 0.0034 0.0006 0.0000 tilt_COUNTRY
2025-05-19 2025-05-20 country_NZ -0.0187 0.0072 -0.0001 tilt_COUNTRY
2025-05-20 2025-05-21 ind_specialty_reatil 0.0084 -0.0041 -0.0000 tilt_INDUSTRY
2025-05-20 2025-05-21 ind_household_goods -0.0040 -0.0054 0.0000 tilt_INDUSTRY
2025-05-20 2025-05-21 ind_transportation_infrastructure -0.0095 -0.0031 0.0000 tilt_INDUSTRY
2025-05-20 2025-05-21 ind_oil_gas -0.0090 0.0078 -0.0001 tilt_INDUSTRY
2025-05-20 2025-05-21 ind_machinery -0.0921 -0.0010 0.0001 tilt_INDUSTRY
2025-05-20 2025-05-21 ind_leisure_products 0.0098 -0.0119 -0.0001 tilt_INDUSTRY
2025-05-20 2025-05-21 ind_chemicals -0.0143 0.0013 -0.0000 tilt_INDUSTRY
2025-05-20 2025-05-21 market 0.0342 0.0075 0.0003 risk_exposure
2025-05-20 2025-05-21 ind_industrial_distribution 0.0184 0.0101 0.0002 tilt_INDUSTRY
2025-05-20 2025-05-21 ind_software_it_services 0.1431 -0.0036 -0.0005 tilt_INDUSTRY
2025-05-20 2025-05-21 ind_consumer_goods_conglomerates 0.0000 0.0058 0.0000 tilt_INDUSTRY
2025-05-20 2025-05-21 ind_natural_gas_utilities -0.0009 0.0007 -0.0000 tilt_INDUSTRY
2025-05-20 2025-05-21 ind_homebuilding_building_products -0.0345 -0.0042 0.0001 tilt_INDUSTRY
2025-05-20 2025-05-21 sbeta_market 0.0213 -0.0057 -0.0001 risk_exposure
2025-05-20 2025-05-21 revision 0.6670 0.0013 0.0009 alpha_REVISION
2025-05-20 2025-05-21 impactCost NaN NaN -0.0002 cost
2025-05-20 2025-05-21 ind_uranium -0.0027 0.0141 -0.0000 tilt_INDUSTRY
2025-05-20 2025-05-21 ind_banking_services -0.0617 0.0016 -0.0001 tilt_INDUSTRY
2025-05-20 2025-05-21 linkage 0.9347 0.0006 0.0006 alpha_MOMENTUM
2025-05-20 2025-05-21 ind_media_publishing 0.0112 -0.0064 -0.0001 tilt_INDUSTRY
2025-05-20 2025-05-21 country_XH 0.1745 0.0076 0.0013 tilt_COUNTRY
2025-05-20 2025-05-21 stability 4.7009 -0.0004 -0.0020 alpha_QUALITY
2025-05-20 2025-05-21 ind_aerospace_defense 0.0051 0.0060 0.0000 tilt_INDUSTRY
2025-05-20 2025-05-21 ind_coal -0.0514 0.0098 -0.0005 tilt_INDUSTRY
2025-05-20 2025-05-21 ind_communications_equipment -0.0189 -0.0040 0.0001 tilt_INDUSTRY
2025-05-20 2025-05-21 size_MICRO -0.0089 0.0008 -0.0000 tilt_SIZE
2025-05-20 2025-05-21 value_gc 1.5347 0.0009 0.0014 alpha_VALUE
2025-05-20 2025-05-21 ind_renewable_energy 0.0199 0.0019 0.0000 tilt_INDUSTRY
2025-05-20 2025-05-21 ind_metals_mining -0.1179 0.0096 -0.0011 tilt_INDUSTRY
2025-05-20 2025-05-21 size_SMALL -0.0069 -0.0020 0.0000 tilt_SIZE
2025-05-20 2025-05-21 country_MY 0.0057 -0.0060 -0.0000 tilt_COUNTRY
2025-05-20 2025-05-21 pdiscrepancy NaN NaN -0.0000 unexplained
2025-05-20 2025-05-21 ind_oil_gas_equipment_services -0.0146 0.0001 -0.0000 tilt_INDUSTRY
2025-05-20 2025-05-21 ind_computers_phones_household_electronics 0.1238 -0.0047 -0.0006 tilt_INDUSTRY
2025-05-20 2025-05-21 size_MID -0.0956 0.0024 -0.0002 tilt_SIZE
2025-05-20 2025-05-21 linearCost NaN NaN -0.0001 cost
2025-05-20 2025-05-21 bcost NaN NaN -0.0003 cost
2025-05-20 2025-05-21 ind_insurance 0.0739 0.0024 0.0002 tilt_INDUSTRY
2025-05-20 2025-05-21 country_AU -0.0996 -0.0039 0.0004 tilt_COUNTRY
2025-05-20 2025-05-21 ind_diversified_retail 0.0019 -0.0007 -0.0000 tilt_INDUSTRY
2025-05-20 2025-05-21 quality 3.1165 0.0003 0.0010 alpha_QUALITY
2025-05-20 2025-05-21 ind_electronic_equipment -0.0521 -0.0038 0.0002 tilt_INDUSTRY
2025-05-20 2025-05-21 ind_office_equipment 0.0001 -0.0054 -0.0000 tilt_INDUSTRY
2025-05-20 2025-05-21 fcost NaN NaN -0.0000 cost
2025-05-20 2025-05-21 ind_food_drug_retail 0.0445 -0.0005 -0.0000 tilt_INDUSTRY
2025-05-20 2025-05-21 ind_beverages -0.0850 -0.0032 0.0003 tilt_INDUSTRY
2025-05-20 2025-05-21 ind_pharmaceuticals -0.0867 0.0067 -0.0006 tilt_INDUSTRY
2025-05-20 2025-05-21 country_TH 0.0086 -0.0127 -0.0001 tilt_COUNTRY
2025-05-20 2025-05-21 ind_household_products_services -0.0214 -0.0024 0.0001 tilt_INDUSTRY
2025-05-20 2025-05-21 ind_commercial_services_supplies 0.0345 -0.0048 -0.0002 tilt_INDUSTRY
2025-05-20 2025-05-21 ind_paper_forestry -0.0069 0.0009 -0.0000 tilt_INDUSTRY
2025-05-20 2025-05-21 country_KR -0.1009 0.0014 -0.0001 tilt_COUNTRY
2025-05-20 2025-05-21 ind_electric_utilities_ipps -0.0559 -0.0015 0.0001 tilt_INDUSTRY
2025-05-20 2025-05-21 ind_food_tobacco 0.1492 -0.0046 -0.0007 tilt_INDUSTRY
2025-05-20 2025-05-21 country_SG 0.0052 -0.0024 -0.0000 tilt_COUNTRY
2025-05-20 2025-05-21 neglect 0.8210 -0.0008 -0.0007 alpha_VALUE
2025-05-20 2025-05-21 reversal 0.9693 -0.0004 -0.0004 alpha_REVERSAL
2025-05-20 2025-05-21 ind_multiline_utilities -0.0129 -0.0003 0.0000 tilt_INDUSTRY
2025-05-20 2025-05-21 ind_containers_packaging -0.0038 -0.0009 0.0000 tilt_INDUSTRY
2025-05-20 2025-05-21 country_PH 0.0023 0.0022 0.0000 tilt_COUNTRY
2025-05-20 2025-05-21 ind_water_utilities -0.0073 -0.0011 0.0000 tilt_INDUSTRY
2025-05-20 2025-05-21 ind_hotels_entertainment -0.0590 -0.0090 0.0005 tilt_INDUSTRY
2025-05-20 2025-05-21 ind_integrated_hardware_software 0.0083 -0.0080 -0.0001 tilt_INDUSTRY
2025-05-20 2025-05-21 ind_textiles_apparel -0.0259 0.0006 -0.0000 tilt_INDUSTRY
2025-05-20 2025-05-21 ind_real_estate_operations 0.0021 -0.0013 -0.0000 tilt_INDUSTRY
2025-05-20 2025-05-21 ind_semiconductors 0.0400 -0.0018 -0.0001 tilt_INDUSTRY
2025-05-20 2025-05-21 momentum -0.1154 -0.0008 0.0001 alpha_MOMENTUM
2025-05-20 2025-05-21 country_ID 0.0175 0.0034 0.0001 tilt_COUNTRY
2025-05-20 2025-05-21 ind_investment_services 0.0163 -0.0000 -0.0000 tilt_INDUSTRY
2025-05-20 2025-05-21 ind_telecommunications_serices 0.1221 -0.0027 -0.0003 tilt_INDUSTRY
2025-05-20 2025-05-21 ind_healthcare_equipment_supplies -0.0977 0.0021 -0.0002 tilt_INDUSTRY
2025-05-20 2025-05-21 ind_fintech 0.0006 0.0032 0.0000 tilt_INDUSTRY
2025-05-20 2025-05-21 fmom 0.1983 0.0006 0.0001 alpha_QUALITY
2025-05-20 2025-05-21 ind_biotechnology 0.0171 0.0101 0.0002 tilt_INDUSTRY
2025-05-20 2025-05-21 ind_passenger_transportation 0.0662 -0.0003 -0.0000 tilt_INDUSTRY
2025-05-20 2025-05-21 ind_construction_engineering 0.0458 -0.0008 -0.0000 tilt_INDUSTRY
2025-05-20 2025-05-21 ind_healthcare_providers_services 0.0401 -0.0020 -0.0001 tilt_INDUSTRY
2025-05-20 2025-05-21 country_NZ -0.0186 -0.0035 0.0001 tilt_COUNTRY
2025-05-20 2025-05-21 ind_holding_companies -0.0050 -0.0010 0.0000 tilt_INDUSTRY
2025-05-20 2025-05-21 country_TW 0.0768 0.0115 0.0009 tilt_COUNTRY
2025-05-20 2025-05-21 ind_construction_materials -0.0037 -0.0031 0.0000 tilt_INDUSTRY
2025-05-20 2025-05-21 country_CN -0.0931 -0.0016 0.0002 tilt_COUNTRY
2025-05-20 2025-05-21 country_IN 0.0159 0.0015 0.0000 tilt_COUNTRY
2025-05-20 2025-05-21 country_JP 0.0433 -0.0029 -0.0001 tilt_COUNTRY
2025-05-20 2025-05-21 ind_automobile -0.0231 0.0023 -0.0001 tilt_INDUSTRY
2025-05-20 2025-05-21 size_LARGE 0.1456 -0.0013 -0.0002 tilt_SIZE
2025-05-20 2025-05-21 sdiscrepancy NaN NaN -0.0000 unexplained
2025-05-20 2025-05-21 specret NaN NaN -0.0057 unexplained
2025-05-20 2025-05-21 ind_freight_logistics 0.0150 -0.0018 -0.0000 tilt_INDUSTRY
2025-05-20 2025-05-21 country_HK -0.0035 0.0030 -0.0000 tilt_COUNTRY
2025-05-20 2025-05-21 value_liq 0.6876 0.0004 0.0003 alpha_VALUE
2025-05-21 2025-05-22 country_MY 0.0058 -0.0058 -0.0000 tilt_COUNTRY
2025-05-21 2025-05-22 ind_hotels_entertainment -0.0585 -0.0012 0.0001 tilt_INDUSTRY
2025-05-21 2025-05-22 momentum -0.1349 0.0004 -0.0001 alpha_MOMENTUM
2025-05-21 2025-05-22 size_SMALL -0.0068 -0.0004 0.0000 tilt_SIZE
2025-05-21 2025-05-22 ind_uranium -0.0027 -0.0258 0.0001 tilt_INDUSTRY
2025-05-21 2025-05-22 ind_banking_services -0.0794 0.0023 -0.0002 tilt_INDUSTRY
2025-05-21 2025-05-22 ind_computers_phones_household_electronics 0.1229 0.0005 0.0001 tilt_INDUSTRY
2025-05-21 2025-05-22 ind_media_publishing 0.0140 0.0015 0.0000 tilt_INDUSTRY
2025-05-21 2025-05-22 ind_electronic_equipment -0.0526 0.0025 -0.0001 tilt_INDUSTRY
2025-05-21 2025-05-22 ind_diversified_retail 0.0020 -0.0011 -0.0000 tilt_INDUSTRY
2025-05-21 2025-05-22 sdiscrepancy NaN NaN 0.0000 unexplained
2025-05-21 2025-05-22 ind_metals_mining -0.1159 0.0007 -0.0001 tilt_INDUSTRY
2025-05-21 2025-05-22 ind_multiline_utilities -0.0129 -0.0004 0.0000 tilt_INDUSTRY
2025-05-21 2025-05-22 ind_real_estate_operations 0.0033 -0.0033 -0.0000 tilt_INDUSTRY
2025-05-21 2025-05-22 ind_industrial_distribution 0.0189 -0.0073 -0.0001 tilt_INDUSTRY
2025-05-21 2025-05-22 ind_construction_engineering 0.0467 -0.0015 -0.0001 tilt_INDUSTRY
2025-05-21 2025-05-22 revision 0.7165 0.0009 0.0006 alpha_REVISION
2025-05-21 2025-05-22 ind_renewable_energy 0.0190 -0.0057 -0.0001 tilt_INDUSTRY
2025-05-21 2025-05-22 country_SG 0.0085 0.0009 0.0000 tilt_COUNTRY
2025-05-21 2025-05-22 ind_household_goods -0.0039 0.0023 -0.0000 tilt_INDUSTRY
2025-05-21 2025-05-22 ind_holding_companies -0.0049 -0.0084 0.0000 tilt_INDUSTRY
2025-05-21 2025-05-22 country_JP 0.0486 0.0006 0.0000 tilt_COUNTRY
2025-05-21 2025-05-22 ind_freight_logistics 0.0167 0.0051 0.0001 tilt_INDUSTRY
2025-05-21 2025-05-22 ind_machinery -0.0980 -0.0010 0.0001 tilt_INDUSTRY
2025-05-21 2025-05-22 country_XH 0.1692 0.0019 0.0003 tilt_COUNTRY
2025-05-21 2025-05-22 ind_beverages -0.0854 -0.0005 0.0000 tilt_INDUSTRY
2025-05-21 2025-05-22 country_ID 0.0150 0.0050 0.0001 tilt_COUNTRY
2025-05-21 2025-05-22 ind_aerospace_defense 0.0046 0.0062 0.0000 tilt_INDUSTRY
2025-05-21 2025-05-22 country_AU -0.1001 -0.0018 0.0002 tilt_COUNTRY
2025-05-21 2025-05-22 ind_chemicals -0.0115 -0.0042 0.0000 tilt_INDUSTRY
2025-05-21 2025-05-22 ind_pharmaceuticals -0.0866 0.0007 -0.0001 tilt_INDUSTRY
2025-05-21 2025-05-22 fcost NaN NaN -0.0000 cost
2025-05-21 2025-05-22 ind_commercial_services_supplies 0.0312 0.0005 0.0000 tilt_INDUSTRY
2025-05-21 2025-05-22 linearCost NaN NaN -0.0001 cost
2025-05-21 2025-05-22 size_MICRO -0.0085 0.0018 -0.0000 tilt_SIZE
2025-05-21 2025-05-22 size_LARGE 0.1493 -0.0010 -0.0001 tilt_SIZE
2025-05-21 2025-05-22 ind_food_tobacco 0.1491 -0.0028 -0.0004 tilt_INDUSTRY
2025-05-21 2025-05-22 ind_oil_gas -0.0020 -0.0035 0.0000 tilt_INDUSTRY
2025-05-21 2025-05-22 pdiscrepancy NaN NaN -0.0000 unexplained
2025-05-21 2025-05-22 country_IN 0.0158 -0.0023 -0.0000 tilt_COUNTRY
2025-05-21 2025-05-22 ind_water_utilities -0.0070 -0.0020 0.0000 tilt_INDUSTRY
2025-05-21 2025-05-22 ind_telecommunications_serices 0.1224 -0.0014 -0.0002 tilt_INDUSTRY
2025-05-21 2025-05-22 ind_food_drug_retail 0.0467 -0.0006 -0.0000 tilt_INDUSTRY
2025-05-21 2025-05-22 quality 3.1316 0.0006 0.0017 alpha_QUALITY
2025-05-21 2025-05-22 ind_software_it_services 0.1447 0.0014 0.0002 tilt_INDUSTRY
2025-05-21 2025-05-22 ind_fintech 0.0005 0.0098 0.0000 tilt_INDUSTRY
2025-05-21 2025-05-22 ind_textiles_apparel -0.0248 -0.0050 0.0001 tilt_INDUSTRY
2025-05-21 2025-05-22 ind_specialty_reatil 0.0057 -0.0025 -0.0000 tilt_INDUSTRY
2025-05-21 2025-05-22 bcost NaN NaN -0.0003 cost
2025-05-21 2025-05-22 ind_household_products_services -0.0203 -0.0042 0.0001 tilt_INDUSTRY
2025-05-21 2025-05-22 sbeta_market 0.0215 -0.0102 -0.0002 risk_exposure
2025-05-21 2025-05-22 ind_transportation_infrastructure -0.0060 0.0022 -0.0000 tilt_INDUSTRY
2025-05-21 2025-05-22 country_NZ -0.0184 -0.0014 0.0000 tilt_COUNTRY
2025-05-21 2025-05-22 ind_construction_materials -0.0037 -0.0007 0.0000 tilt_INDUSTRY
2025-05-21 2025-05-22 ind_coal -0.0511 -0.0041 0.0002 tilt_INDUSTRY
2025-05-21 2025-05-22 ind_semiconductors 0.0458 0.0042 0.0002 tilt_INDUSTRY
2025-05-21 2025-05-22 ind_consumer_goods_conglomerates 0.0000 0.0022 0.0000 tilt_INDUSTRY
2025-05-21 2025-05-22 ind_homebuilding_building_products -0.0344 -0.0080 0.0003 tilt_INDUSTRY
2025-05-21 2025-05-22 impactCost NaN NaN -0.0002 cost
2025-05-21 2025-05-22 specret NaN NaN -0.0042 unexplained
2025-05-21 2025-05-22 stability 4.6746 -0.0002 -0.0011 alpha_QUALITY
2025-05-21 2025-05-22 fmom 0.1870 0.0000 0.0000 alpha_QUALITY
2025-05-21 2025-05-22 ind_natural_gas_utilities -0.0009 0.0021 -0.0000 tilt_INDUSTRY
2025-05-21 2025-05-22 ind_leisure_products 0.0094 0.0023 0.0000 tilt_INDUSTRY
2025-05-21 2025-05-22 ind_healthcare_equipment_supplies -0.0968 -0.0035 0.0003 tilt_INDUSTRY
2025-05-21 2025-05-22 country_CN -0.0912 0.0020 -0.0002 tilt_COUNTRY
2025-05-21 2025-05-22 ind_paper_forestry -0.0065 -0.0027 0.0000 tilt_INDUSTRY
2025-05-21 2025-05-22 neglect 0.8112 -0.0003 -0.0003 alpha_VALUE
2025-05-21 2025-05-22 ind_insurance 0.0764 0.0053 0.0004 tilt_INDUSTRY
2025-05-21 2025-05-22 size_MID -0.0950 0.0009 -0.0001 tilt_SIZE
2025-05-21 2025-05-22 country_PH 0.0024 -0.0111 -0.0000 tilt_COUNTRY
2025-05-21 2025-05-22 ind_oil_gas_equipment_services -0.0147 -0.0027 0.0000 tilt_INDUSTRY
2025-05-21 2025-05-22 ind_integrated_hardware_software 0.0081 0.0044 0.0000 tilt_INDUSTRY
2025-05-21 2025-05-22 ind_electric_utilities_ipps -0.0559 -0.0050 0.0003 tilt_INDUSTRY
2025-05-21 2025-05-22 ind_communications_equipment -0.0186 0.0055 -0.0001 tilt_INDUSTRY
2025-05-21 2025-05-22 market 0.0391 0.0029 0.0001 risk_exposure
2025-05-21 2025-05-22 ind_office_equipment 0.0000 -0.0053 0.0000 tilt_INDUSTRY
2025-05-21 2025-05-22 value_gc 1.5338 -0.0005 -0.0007 alpha_VALUE
2025-05-21 2025-05-22 country_TH 0.0109 -0.0063 -0.0001 tilt_COUNTRY
2025-05-21 2025-05-22 ind_passenger_transportation 0.0672 -0.0006 -0.0000 tilt_INDUSTRY
2025-05-21 2025-05-22 ind_healthcare_providers_services 0.0394 -0.0085 -0.0003 tilt_INDUSTRY
2025-05-21 2025-05-22 country_KR -0.1008 -0.0074 0.0007 tilt_COUNTRY
2025-05-21 2025-05-22 ind_investment_services 0.0158 0.0004 0.0000 tilt_INDUSTRY
2025-05-21 2025-05-22 linkage 0.9216 0.0005 0.0005 alpha_MOMENTUM
2025-05-21 2025-05-22 ind_biotechnology 0.0172 0.0026 0.0000 tilt_INDUSTRY
2025-05-21 2025-05-22 ind_containers_packaging -0.0040 0.0049 -0.0000 tilt_INDUSTRY
2025-05-21 2025-05-22 reversal 0.9838 -0.0005 -0.0005 alpha_REVERSAL
2025-05-21 2025-05-22 country_TW 0.0750 -0.0036 -0.0003 tilt_COUNTRY
2025-05-21 2025-05-22 country_HK -0.0016 -0.0004 0.0000 tilt_COUNTRY
2025-05-21 2025-05-22 ind_automobile -0.0242 -0.0017 0.0000 tilt_INDUSTRY
2025-05-21 2025-05-22 value_liq 0.6901 0.0002 0.0001 alpha_VALUE
2025-05-22 2025-05-23 ind_communications_equipment -0.0164 -0.0064 0.0001 tilt_INDUSTRY
2025-05-22 2025-05-23 ind_transportation_infrastructure -0.0025 -0.0064 0.0000 tilt_INDUSTRY
2025-05-22 2025-05-23 ind_oil_gas_equipment_services -0.0145 -0.0002 0.0000 tilt_INDUSTRY
2025-05-22 2025-05-23 ind_healthcare_equipment_supplies -0.0966 0.0051 -0.0005 tilt_INDUSTRY
2025-05-22 2025-05-23 ind_computers_phones_household_electronics 0.1229 -0.0061 -0.0008 tilt_INDUSTRY
2025-05-22 2025-05-23 ind_consumer_goods_conglomerates 0.0001 0.0114 0.0000 tilt_INDUSTRY
2025-05-22 2025-05-23 country_NZ -0.0184 -0.0060 0.0001 tilt_COUNTRY
2025-05-22 2025-05-23 ind_software_it_services 0.1462 -0.0027 -0.0004 tilt_INDUSTRY
2025-05-22 2025-05-23 ind_passenger_transportation 0.0678 -0.0037 -0.0003 tilt_INDUSTRY
2025-05-22 2025-05-23 ind_industrial_distribution 0.0210 0.0046 0.0001 tilt_INDUSTRY
2025-05-22 2025-05-23 ind_construction_materials -0.0036 -0.0021 0.0000 tilt_INDUSTRY
2025-05-22 2025-05-23 impactCost NaN NaN -0.0001 cost
2025-05-22 2025-05-23 ind_household_goods -0.0040 0.0024 -0.0000 tilt_INDUSTRY
2025-05-22 2025-05-23 ind_holding_companies -0.0049 0.0089 -0.0000 tilt_INDUSTRY
2025-05-22 2025-05-23 linkage 0.9385 -0.0002 -0.0002 alpha_MOMENTUM
2025-05-22 2025-05-23 stability 4.6740 0.0007 0.0034 alpha_QUALITY
2025-05-22 2025-05-23 ind_food_drug_retail 0.0484 -0.0034 -0.0002 tilt_INDUSTRY
2025-05-22 2025-05-23 size_MID -0.0938 0.0005 -0.0000 tilt_SIZE
2025-05-22 2025-05-23 country_CN -0.0871 -0.0062 0.0005 tilt_COUNTRY
2025-05-22 2025-05-23 quality 3.1451 0.0004 0.0012 alpha_QUALITY
2025-05-22 2025-05-23 reversal 1.0048 -0.0002 -0.0002 alpha_REVERSAL
2025-05-22 2025-05-23 ind_banking_services -0.0904 0.0015 -0.0001 tilt_INDUSTRY
2025-05-22 2025-05-23 value_liq 0.7205 0.0001 0.0001 alpha_VALUE
2025-05-22 2025-05-23 country_IN 0.0157 0.0068 0.0001 tilt_COUNTRY
2025-05-22 2025-05-23 country_MY 0.0059 0.0068 0.0000 tilt_COUNTRY
2025-05-22 2025-05-23 size_MICRO -0.0064 -0.0008 0.0000 tilt_SIZE
2025-05-22 2025-05-23 country_KR -0.1004 0.0004 -0.0000 tilt_COUNTRY
2025-05-22 2025-05-23 ind_renewable_energy 0.0184 -0.0029 -0.0001 tilt_INDUSTRY
2025-05-22 2025-05-23 ind_insurance 0.0773 0.0020 0.0002 tilt_INDUSTRY
2025-05-22 2025-05-23 ind_uranium -0.0028 0.0832 -0.0002 tilt_INDUSTRY
2025-05-22 2025-05-23 ind_investment_services 0.0155 -0.0002 -0.0000 tilt_INDUSTRY
2025-05-22 2025-05-23 ind_semiconductors 0.0506 -0.0040 -0.0002 tilt_INDUSTRY
2025-05-22 2025-05-23 ind_office_equipment 0.0000 -0.0006 0.0000 tilt_INDUSTRY
2025-05-22 2025-05-23 ind_specialty_reatil 0.0037 -0.0032 -0.0000 tilt_INDUSTRY
2025-05-22 2025-05-23 country_AU -0.1003 0.0019 -0.0002 tilt_COUNTRY
2025-05-22 2025-05-23 ind_telecommunications_serices 0.1220 -0.0039 -0.0005 tilt_INDUSTRY
2025-05-22 2025-05-23 ind_commercial_services_supplies 0.0306 -0.0054 -0.0002 tilt_INDUSTRY
2025-05-22 2025-05-23 country_SG 0.0116 0.0011 0.0000 tilt_COUNTRY
2025-05-22 2025-05-23 ind_electronic_equipment -0.0542 -0.0040 0.0002 tilt_INDUSTRY
2025-05-22 2025-05-23 ind_construction_engineering 0.0486 0.0005 0.0000 tilt_INDUSTRY
2025-05-22 2025-05-23 fcost NaN NaN -0.0000 cost
2025-05-22 2025-05-23 size_SMALL -0.0035 -0.0001 0.0000 tilt_SIZE
2025-05-22 2025-05-23 revision 0.6714 -0.0000 -0.0000 alpha_REVISION
2025-05-22 2025-05-23 country_JP 0.0487 0.0060 0.0003 tilt_COUNTRY
2025-05-22 2025-05-23 ind_multiline_utilities -0.0129 -0.0128 0.0002 tilt_INDUSTRY
2025-05-22 2025-05-23 market 0.0557 0.0014 0.0001 risk_exposure
2025-05-22 2025-05-23 ind_real_estate_operations 0.0040 0.0008 0.0000 tilt_INDUSTRY
2025-05-22 2025-05-23 ind_chemicals -0.0158 0.0040 -0.0001 tilt_INDUSTRY
2025-05-22 2025-05-23 ind_diversified_retail 0.0020 -0.0028 -0.0000 tilt_INDUSTRY
2025-05-22 2025-05-23 ind_textiles_apparel -0.0262 -0.0009 0.0000 tilt_INDUSTRY
2025-05-22 2025-05-23 size_LARGE 0.1594 -0.0006 -0.0001 tilt_SIZE
2025-05-22 2025-05-23 value_gc 1.5497 0.0002 0.0004 alpha_VALUE
2025-05-22 2025-05-23 ind_metals_mining -0.1146 0.0037 -0.0004 tilt_INDUSTRY
2025-05-22 2025-05-23 ind_pharmaceuticals -0.0878 0.0051 -0.0005 tilt_INDUSTRY
2025-05-22 2025-05-23 pdiscrepancy NaN NaN -0.0000 unexplained
2025-05-22 2025-05-23 ind_leisure_products 0.0088 -0.0007 -0.0000 tilt_INDUSTRY
2025-05-22 2025-05-23 ind_healthcare_providers_services 0.0396 0.0015 0.0001 tilt_INDUSTRY
2025-05-22 2025-05-23 ind_food_tobacco 0.1498 0.0004 0.0001 tilt_INDUSTRY
2025-05-22 2025-05-23 country_ID 0.0130 0.0032 0.0000 tilt_COUNTRY
2025-05-22 2025-05-23 ind_oil_gas 0.0067 0.0023 0.0000 tilt_INDUSTRY
2025-05-22 2025-05-23 ind_biotechnology 0.0173 0.0077 0.0001 tilt_INDUSTRY
2025-05-22 2025-05-23 ind_water_utilities -0.0064 -0.0080 0.0001 tilt_INDUSTRY
2025-05-22 2025-05-23 momentum -0.1483 -0.0003 0.0001 alpha_MOMENTUM
2025-05-22 2025-05-23 ind_hotels_entertainment -0.0560 0.0003 -0.0000 tilt_INDUSTRY
2025-05-22 2025-05-23 ind_automobile -0.0255 0.0042 -0.0001 tilt_INDUSTRY
2025-05-22 2025-05-23 ind_fintech 0.0003 -0.0048 -0.0000 tilt_INDUSTRY
2025-05-22 2025-05-23 ind_containers_packaging -0.0042 -0.0012 0.0000 tilt_INDUSTRY
2025-05-22 2025-05-23 neglect 0.8075 -0.0010 -0.0008 alpha_VALUE
2025-05-22 2025-05-23 ind_aerospace_defense 0.0043 0.0003 0.0000 tilt_INDUSTRY
2025-05-22 2025-05-23 country_TH 0.0234 0.0031 0.0001 tilt_COUNTRY
2025-05-22 2025-05-23 fmom 0.1709 0.0002 0.0000 alpha_QUALITY
2025-05-22 2025-05-23 sdiscrepancy NaN NaN 0.0002 unexplained
2025-05-22 2025-05-23 bcost NaN NaN -0.0003 cost
2025-05-22 2025-05-23 sbeta_market 0.0302 -0.0049 -0.0001 risk_exposure
2025-05-22 2025-05-23 linearCost NaN NaN -0.0001 cost
2025-05-22 2025-05-23 ind_paper_forestry -0.0062 0.0056 -0.0000 tilt_INDUSTRY
2025-05-22 2025-05-23 ind_household_products_services -0.0198 0.0010 -0.0000 tilt_INDUSTRY
2025-05-22 2025-05-23 ind_coal -0.0510 0.0019 -0.0001 tilt_INDUSTRY
2025-05-22 2025-05-23 country_XH 0.1643 0.0074 0.0012 tilt_COUNTRY
2025-05-22 2025-05-23 ind_integrated_hardware_software 0.0081 -0.0067 -0.0001 tilt_INDUSTRY
2025-05-22 2025-05-23 ind_freight_logistics 0.0171 -0.0034 -0.0001 tilt_INDUSTRY
2025-05-22 2025-05-23 country_HK 0.0047 0.0047 0.0000 tilt_COUNTRY
2025-05-22 2025-05-23 ind_machinery -0.0941 0.0006 -0.0001 tilt_INDUSTRY
2025-05-22 2025-05-23 ind_electric_utilities_ipps -0.0548 -0.0026 0.0001 tilt_INDUSTRY
2025-05-22 2025-05-23 country_TW 0.0721 0.0028 0.0002 tilt_COUNTRY
2025-05-22 2025-05-23 country_PH 0.0024 0.0217 0.0001 tilt_COUNTRY
2025-05-22 2025-05-23 ind_beverages -0.0859 0.0009 -0.0001 tilt_INDUSTRY
2025-05-22 2025-05-23 ind_homebuilding_building_products -0.0347 0.0010 -0.0000 tilt_INDUSTRY
2025-05-22 2025-05-23 specret NaN NaN 0.0025 unexplained
2025-05-22 2025-05-23 ind_media_publishing 0.0164 -0.0009 -0.0000 tilt_INDUSTRY
2025-05-22 2025-05-23 ind_natural_gas_utilities -0.0007 -0.0043 0.0000 tilt_INDUSTRY
2025-05-23 2025-05-26 ind_biotechnology 0.0166 -0.0139 -0.0002 tilt_INDUSTRY
2025-05-23 2025-05-26 sdiscrepancy NaN NaN -0.0000 unexplained
2025-05-23 2025-05-26 ind_software_it_services 0.1424 0.0054 0.0008 tilt_INDUSTRY
2025-05-23 2025-05-26 country_TW 0.0687 -0.0070 -0.0005 tilt_COUNTRY
2025-05-23 2025-05-26 ind_integrated_hardware_software 0.0083 0.0146 0.0001 tilt_INDUSTRY
2025-05-23 2025-05-26 revision 0.7385 -0.0003 -0.0002 alpha_REVISION
2025-05-23 2025-05-26 size_MID -0.0980 -0.0006 0.0001 tilt_SIZE
2025-05-23 2025-05-26 ind_diversified_retail 0.0020 -0.0075 -0.0000 tilt_INDUSTRY
2025-05-23 2025-05-26 linkage 0.9293 0.0002 0.0002 alpha_MOMENTUM
2025-05-23 2025-05-26 ind_investment_services 0.0163 -0.0015 -0.0000 tilt_INDUSTRY
2025-05-23 2025-05-26 country_TH 0.0390 -0.0009 -0.0000 tilt_COUNTRY
2025-05-23 2025-05-26 ind_electric_utilities_ipps -0.0562 0.0042 -0.0002 tilt_INDUSTRY
2025-05-23 2025-05-26 ind_aerospace_defense 0.0040 0.0007 0.0000 tilt_INDUSTRY
2025-05-23 2025-05-26 quality 3.1832 -0.0007 -0.0021 alpha_QUALITY
2025-05-23 2025-05-26 ind_computers_phones_household_electronics 0.1219 0.0048 0.0006 tilt_INDUSTRY
2025-05-23 2025-05-26 ind_coal -0.0513 -0.0005 0.0000 tilt_INDUSTRY
2025-05-23 2025-05-26 ind_healthcare_equipment_supplies -0.0978 -0.0066 0.0006 tilt_INDUSTRY
2025-05-23 2025-05-26 country_XH 0.1615 -0.0111 -0.0018 tilt_COUNTRY
2025-05-23 2025-05-26 ind_industrial_distribution 0.0248 -0.0086 -0.0002 tilt_INDUSTRY
2025-05-23 2025-05-26 ind_media_publishing 0.0193 0.0067 0.0001 tilt_INDUSTRY
2025-05-23 2025-05-26 ind_food_drug_retail 0.0486 0.0001 0.0000 tilt_INDUSTRY
2025-05-23 2025-05-26 ind_consumer_goods_conglomerates 0.0007 0.0025 0.0000 tilt_INDUSTRY
2025-05-23 2025-05-26 ind_homebuilding_building_products -0.0350 0.0022 -0.0001 tilt_INDUSTRY
2025-05-23 2025-05-26 ind_paper_forestry -0.0064 -0.0034 0.0000 tilt_INDUSTRY
2025-05-23 2025-05-26 stability 4.6952 0.0000 0.0001 alpha_QUALITY
2025-05-23 2025-05-26 specret NaN NaN -0.0000 unexplained
2025-05-23 2025-05-26 ind_freight_logistics 0.0154 0.0008 0.0000 tilt_INDUSTRY
2025-05-23 2025-05-26 ind_uranium -0.0029 0.0882 -0.0003 tilt_INDUSTRY
2025-05-23 2025-05-26 fmom 0.1896 -0.0001 -0.0000 alpha_QUALITY
2025-05-23 2025-05-26 country_AU -0.0998 -0.0020 0.0002 tilt_COUNTRY
2025-05-23 2025-05-26 ind_real_estate_operations 0.0048 0.0002 0.0000 tilt_INDUSTRY
2025-05-23 2025-05-26 pdiscrepancy NaN NaN 0.0000 unexplained
2025-05-23 2025-05-26 fcost NaN NaN -0.0001 cost
2025-05-23 2025-05-26 ind_metals_mining -0.1143 0.0022 -0.0003 tilt_INDUSTRY
2025-05-23 2025-05-26 ind_banking_services -0.0932 -0.0024 0.0002 tilt_INDUSTRY
2025-05-23 2025-05-26 sbeta_market 0.0275 0.0041 0.0001 risk_exposure
2025-05-23 2025-05-26 country_MY 0.0061 -0.0022 -0.0000 tilt_COUNTRY
2025-05-23 2025-05-26 ind_oil_gas 0.0133 0.0026 0.0000 tilt_INDUSTRY
2025-05-23 2025-05-26 ind_containers_packaging -0.0043 0.0003 -0.0000 tilt_INDUSTRY
2025-05-23 2025-05-26 ind_fintech 0.0002 -0.0026 -0.0000 tilt_INDUSTRY
2025-05-23 2025-05-26 ind_construction_engineering 0.0503 0.0037 0.0002 tilt_INDUSTRY
2025-05-23 2025-05-26 ind_office_equipment 0.0000 -0.0035 0.0000 tilt_INDUSTRY
2025-05-23 2025-05-26 ind_electronic_equipment -0.0540 0.0007 -0.0000 tilt_INDUSTRY
2025-05-23 2025-05-26 ind_transportation_infrastructure 0.0028 0.0016 0.0000 tilt_INDUSTRY
2025-05-23 2025-05-26 ind_automobile -0.0289 -0.0102 0.0003 tilt_INDUSTRY
2025-05-23 2025-05-26 country_ID 0.0130 0.0003 0.0000 tilt_COUNTRY
2025-05-23 2025-05-26 country_SG 0.0154 -0.0022 -0.0000 tilt_COUNTRY
2025-05-23 2025-05-26 ind_multiline_utilities -0.0130 0.0091 -0.0001 tilt_INDUSTRY
2025-05-23 2025-05-26 reversal 0.8919 0.0017 0.0015 alpha_REVERSAL
2025-05-23 2025-05-26 ind_commercial_services_supplies 0.0317 0.0029 0.0001 tilt_INDUSTRY
2025-05-23 2025-05-26 neglect 0.8106 0.0011 0.0009 alpha_VALUE
2025-05-23 2025-05-26 ind_hotels_entertainment -0.0513 0.0032 -0.0002 tilt_INDUSTRY
2025-05-23 2025-05-26 ind_water_utilities -0.0062 0.0008 -0.0000 tilt_INDUSTRY
2025-05-23 2025-05-26 country_NZ -0.0183 -0.0054 0.0001 tilt_COUNTRY
2025-05-23 2025-05-26 momentum -0.1154 0.0005 -0.0001 alpha_MOMENTUM
2025-05-23 2025-05-26 ind_food_tobacco 0.1501 0.0032 0.0005 tilt_INDUSTRY
2025-05-23 2025-05-26 ind_construction_materials -0.0036 -0.0035 0.0000 tilt_INDUSTRY
2025-05-23 2025-05-26 ind_specialty_reatil 0.0019 -0.0048 -0.0000 tilt_INDUSTRY
2025-05-23 2025-05-26 ind_pharmaceuticals -0.0876 -0.0103 0.0009 tilt_INDUSTRY
2025-05-23 2025-05-26 size_LARGE 0.1653 -0.0013 -0.0002 tilt_SIZE
2025-05-23 2025-05-26 ind_communications_equipment -0.0127 0.0064 -0.0001 tilt_INDUSTRY
2025-05-23 2025-05-26 impactCost NaN NaN -0.0002 cost
2025-05-23 2025-05-26 ind_textiles_apparel -0.0296 -0.0023 0.0001 tilt_INDUSTRY
2025-05-23 2025-05-26 country_JP 0.0346 0.0042 0.0001 tilt_COUNTRY
2025-05-23 2025-05-26 ind_holding_companies -0.0047 -0.0062 0.0000 tilt_INDUSTRY
2025-05-23 2025-05-26 size_SMALL -0.0023 0.0016 -0.0000 tilt_SIZE
2025-05-23 2025-05-26 ind_chemicals -0.0259 -0.0009 0.0000 tilt_INDUSTRY
2025-05-23 2025-05-26 ind_household_products_services -0.0198 -0.0065 0.0001 tilt_INDUSTRY
2025-05-23 2025-05-26 ind_leisure_products 0.0082 -0.0016 -0.0000 tilt_INDUSTRY
2025-05-23 2025-05-26 ind_machinery -0.0942 -0.0001 0.0000 tilt_INDUSTRY
2025-05-23 2025-05-26 ind_natural_gas_utilities -0.0000 0.0032 -0.0000 tilt_INDUSTRY
2025-05-23 2025-05-26 ind_beverages -0.0862 -0.0051 0.0004 tilt_INDUSTRY
2025-05-23 2025-05-26 bcost NaN NaN -0.0009 cost
2025-05-23 2025-05-26 ind_semiconductors 0.0519 0.0032 0.0002 tilt_INDUSTRY
2025-05-23 2025-05-26 ind_household_goods -0.0040 -0.0059 0.0000 tilt_INDUSTRY
2025-05-23 2025-05-26 country_IN 0.0145 0.0062 0.0001 tilt_COUNTRY
2025-05-23 2025-05-26 linearCost NaN NaN -0.0001 cost
2025-05-23 2025-05-26 ind_oil_gas_equipment_services -0.0145 0.0001 -0.0000 tilt_INDUSTRY
2025-05-23 2025-05-26 ind_passenger_transportation 0.0684 0.0095 0.0006 tilt_INDUSTRY
2025-05-23 2025-05-26 country_HK 0.0126 -0.0049 -0.0001 tilt_COUNTRY
2025-05-23 2025-05-26 country_PH 0.0024 -0.0064 -0.0000 tilt_COUNTRY
2025-05-23 2025-05-26 ind_insurance 0.0773 0.0039 0.0003 tilt_INDUSTRY
2025-05-23 2025-05-26 ind_healthcare_providers_services 0.0402 -0.0015 -0.0001 tilt_INDUSTRY
2025-05-23 2025-05-26 country_KR -0.1016 0.0192 -0.0020 tilt_COUNTRY
2025-05-23 2025-05-26 value_liq 0.7449 -0.0016 -0.0012 alpha_VALUE
2025-05-23 2025-05-26 market 0.0584 -0.0017 -0.0001 risk_exposure
2025-05-23 2025-05-26 ind_telecommunications_serices 0.1220 0.0069 0.0008 tilt_INDUSTRY
2025-05-23 2025-05-26 country_CN -0.0895 -0.0013 0.0001 tilt_COUNTRY
2025-05-23 2025-05-26 value_gc 1.5864 -0.0001 -0.0002 alpha_VALUE
2025-05-23 2025-05-26 ind_renewable_energy 0.0182 -0.0001 -0.0000 tilt_INDUSTRY
2025-05-23 2025-05-26 size_MICRO -0.0066 0.0016 -0.0000 tilt_SIZE
2025-05-26 2025-05-27 neglect 0.8181 0.0004 0.0004 alpha_VALUE
2025-05-26 2025-05-27 country_PH 0.0024 -0.0015 -0.0000 tilt_COUNTRY
2025-05-26 2025-05-27 ind_real_estate_operations 0.0054 0.0014 0.0000 tilt_INDUSTRY
2025-05-26 2025-05-27 ind_electric_utilities_ipps -0.0647 -0.0017 0.0001 tilt_INDUSTRY
2025-05-26 2025-05-27 ind_textiles_apparel -0.0320 0.0040 -0.0001 tilt_INDUSTRY
2025-05-26 2025-05-27 country_TW 0.0663 -0.0068 -0.0005 tilt_COUNTRY
2025-05-26 2025-05-27 fmom 0.2432 0.0001 0.0000 alpha_QUALITY
2025-05-26 2025-05-27 ind_leisure_products 0.0055 0.0028 0.0000 tilt_INDUSTRY
2025-05-26 2025-05-27 market 0.0347 0.0016 0.0001 risk_exposure
2025-05-26 2025-05-27 ind_electronic_equipment -0.0540 -0.0059 0.0003 tilt_INDUSTRY
2025-05-26 2025-05-27 ind_automobile -0.0322 -0.0024 0.0001 tilt_INDUSTRY
2025-05-26 2025-05-27 ind_paper_forestry -0.0064 -0.0005 0.0000 tilt_INDUSTRY
2025-05-26 2025-05-27 specret NaN NaN -0.0077 unexplained
2025-05-26 2025-05-27 ind_machinery -0.0862 -0.0026 0.0002 tilt_INDUSTRY
2025-05-26 2025-05-27 ind_chemicals -0.0378 0.0033 -0.0001 tilt_INDUSTRY
2025-05-26 2025-05-27 ind_integrated_hardware_software 0.0083 -0.0011 -0.0000 tilt_INDUSTRY
2025-05-26 2025-05-27 ind_biotechnology 0.0154 0.0194 0.0003 tilt_INDUSTRY
2025-05-26 2025-05-27 pdiscrepancy NaN NaN -0.0000 unexplained
2025-05-26 2025-05-27 country_ID 0.0130 0.0026 0.0000 tilt_COUNTRY
2025-05-26 2025-05-27 ind_multiline_utilities -0.0129 -0.0064 0.0001 tilt_INDUSTRY
2025-05-26 2025-05-27 sdiscrepancy NaN NaN -0.0001 unexplained
2025-05-26 2025-05-27 ind_hotels_entertainment -0.0505 0.0025 -0.0001 tilt_INDUSTRY
2025-05-26 2025-05-27 country_XH 0.1562 0.0064 0.0010 tilt_COUNTRY
2025-05-26 2025-05-27 bcost NaN NaN -0.0003 cost
2025-05-26 2025-05-27 ind_containers_packaging -0.0042 0.0027 -0.0000 tilt_INDUSTRY
2025-05-26 2025-05-27 ind_fintech -0.0003 0.0053 -0.0000 tilt_INDUSTRY
2025-05-26 2025-05-27 value_liq 0.8126 0.0003 0.0002 alpha_VALUE
2025-05-26 2025-05-27 ind_oil_gas 0.0156 -0.0013 -0.0000 tilt_INDUSTRY
2025-05-26 2025-05-27 ind_diversified_retail 0.0019 -0.0002 -0.0000 tilt_INDUSTRY
2025-05-26 2025-05-27 ind_aerospace_defense 0.0037 0.0060 0.0000 tilt_INDUSTRY
2025-05-26 2025-05-27 momentum -0.1305 -0.0005 0.0001 alpha_MOMENTUM
2025-05-26 2025-05-27 ind_freight_logistics 0.0133 0.0017 0.0000 tilt_INDUSTRY
2025-05-26 2025-05-27 ind_pharmaceuticals -0.0853 0.0099 -0.0008 tilt_INDUSTRY
2025-05-26 2025-05-27 ind_healthcare_providers_services 0.0405 0.0020 0.0001 tilt_INDUSTRY
2025-05-26 2025-05-27 value_gc 1.6712 -0.0002 -0.0003 alpha_VALUE
2025-05-26 2025-05-27 country_HK 0.0218 0.0061 0.0001 tilt_COUNTRY
2025-05-26 2025-05-27 size_LARGE 0.1564 -0.0007 -0.0001 tilt_SIZE
2025-05-26 2025-05-27 country_TH 0.0506 -0.0129 -0.0007 tilt_COUNTRY
2025-05-26 2025-05-27 ind_metals_mining -0.1162 -0.0082 0.0010 tilt_INDUSTRY
2025-05-26 2025-05-27 ind_food_tobacco 0.1499 0.0027 0.0004 tilt_INDUSTRY
2025-05-26 2025-05-27 ind_natural_gas_utilities 0.0010 -0.0016 -0.0000 tilt_INDUSTRY
2025-05-26 2025-05-27 size_SMALL -0.0081 0.0018 -0.0000 tilt_SIZE
2025-05-26 2025-05-27 linearCost NaN NaN -0.0002 cost
2025-05-26 2025-05-27 country_NZ -0.0187 0.0015 -0.0000 tilt_COUNTRY
2025-05-26 2025-05-27 size_MID -0.1041 -0.0012 0.0001 tilt_SIZE
2025-05-26 2025-05-27 ind_passenger_transportation 0.0688 -0.0020 -0.0001 tilt_INDUSTRY
2025-05-26 2025-05-27 ind_commercial_services_supplies 0.0301 -0.0008 -0.0000 tilt_INDUSTRY
2025-05-26 2025-05-27 ind_insurance 0.0782 0.0040 0.0003 tilt_INDUSTRY
2025-05-26 2025-05-27 reversal 0.9722 -0.0010 -0.0010 alpha_REVERSAL
2025-05-26 2025-05-27 ind_uranium -0.0028 -0.0155 0.0000 tilt_INDUSTRY
2025-05-26 2025-05-27 ind_office_equipment 0.0000 -0.0073 0.0000 tilt_INDUSTRY
2025-05-26 2025-05-27 stability 4.7122 -0.0004 -0.0020 alpha_QUALITY
2025-05-26 2025-05-27 ind_household_goods -0.0040 -0.0019 0.0000 tilt_INDUSTRY
2025-05-26 2025-05-27 ind_investment_services 0.0165 0.0037 0.0001 tilt_INDUSTRY
2025-05-26 2025-05-27 country_SG 0.0209 0.0042 0.0001 tilt_COUNTRY
2025-05-26 2025-05-27 ind_construction_engineering 0.0518 -0.0016 -0.0001 tilt_INDUSTRY
2025-05-26 2025-05-27 country_IN 0.0132 -0.0019 -0.0000 tilt_COUNTRY
2025-05-26 2025-05-27 country_AU -0.0994 0.0057 -0.0006 tilt_COUNTRY
2025-05-26 2025-05-27 ind_specialty_reatil 0.0000 -0.0008 -0.0000 tilt_INDUSTRY
2025-05-26 2025-05-27 ind_semiconductors 0.0490 -0.0041 -0.0002 tilt_INDUSTRY
2025-05-26 2025-05-27 ind_renewable_energy 0.0179 -0.0024 -0.0000 tilt_INDUSTRY
2025-05-26 2025-05-27 ind_banking_services -0.0943 0.0034 -0.0003 tilt_INDUSTRY
2025-05-26 2025-05-27 country_KR -0.1021 -0.0039 0.0004 tilt_COUNTRY
2025-05-26 2025-05-27 country_MY 0.0060 -0.0048 -0.0000 tilt_COUNTRY
2025-05-26 2025-05-27 quality 3.2516 0.0007 0.0022 alpha_QUALITY
2025-05-26 2025-05-27 size_MICRO -0.0094 0.0048 -0.0000 tilt_SIZE
2025-05-26 2025-05-27 ind_consumer_goods_conglomerates 0.0009 0.0125 0.0000 tilt_INDUSTRY
2025-05-26 2025-05-27 country_CN -0.1034 -0.0017 0.0002 tilt_COUNTRY
2025-05-26 2025-05-27 ind_food_drug_retail 0.0486 -0.0047 -0.0002 tilt_INDUSTRY
2025-05-26 2025-05-27 ind_water_utilities -0.0064 0.0038 -0.0000 tilt_INDUSTRY
2025-05-26 2025-05-27 ind_homebuilding_building_products -0.0348 0.0003 -0.0000 tilt_INDUSTRY
2025-05-26 2025-05-27 ind_beverages -0.0878 0.0045 -0.0004 tilt_INDUSTRY
2025-05-26 2025-05-27 revision 0.7924 -0.0007 -0.0005 alpha_REVISION
2025-05-26 2025-05-27 impactCost NaN NaN -0.0002 cost
2025-05-26 2025-05-27 ind_transportation_infrastructure 0.0081 -0.0006 -0.0000 tilt_INDUSTRY
2025-05-26 2025-05-27 linkage 0.9393 0.0005 0.0005 alpha_MOMENTUM
2025-05-26 2025-05-27 ind_household_products_services -0.0198 0.0005 -0.0000 tilt_INDUSTRY
2025-05-26 2025-05-27 ind_media_publishing 0.0222 -0.0042 -0.0001 tilt_INDUSTRY
2025-05-26 2025-05-27 ind_coal -0.0511 -0.0042 0.0002 tilt_INDUSTRY
2025-05-26 2025-05-27 fcost NaN NaN -0.0000 cost
2025-05-26 2025-05-27 ind_holding_companies -0.0044 0.0012 -0.0000 tilt_INDUSTRY
2025-05-26 2025-05-27 ind_oil_gas_equipment_services -0.0145 -0.0018 0.0000 tilt_INDUSTRY
2025-05-26 2025-05-27 sbeta_market 0.0095 -0.0033 -0.0000 risk_exposure
2025-05-26 2025-05-27 country_JP 0.0079 0.0054 0.0000 tilt_COUNTRY
2025-05-26 2025-05-27 ind_communications_equipment -0.0107 -0.0019 0.0000 tilt_INDUSTRY
2025-05-26 2025-05-27 ind_computers_phones_household_electronics 0.1200 -0.0036 -0.0004 tilt_INDUSTRY
2025-05-26 2025-05-27 ind_healthcare_equipment_supplies -0.0978 0.0049 -0.0005 tilt_INDUSTRY
2025-05-26 2025-05-27 ind_construction_materials -0.0036 -0.0028 0.0000 tilt_INDUSTRY
2025-05-26 2025-05-27 ind_software_it_services 0.1337 -0.0033 -0.0004 tilt_INDUSTRY
2025-05-26 2025-05-27 ind_industrial_distribution 0.0279 0.0020 0.0001 tilt_INDUSTRY
2025-05-26 2025-05-27 ind_telecommunications_serices 0.1217 0.0022 0.0003 tilt_INDUSTRY
2025-05-27 2025-05-28 value_gc 1.7143 0.0009 0.0015 alpha_VALUE
2025-05-27 2025-05-28 ind_insurance 0.0787 -0.0002 -0.0000 tilt_INDUSTRY
2025-05-27 2025-05-28 ind_oil_gas_equipment_services -0.0145 0.0140 -0.0002 tilt_INDUSTRY
2025-05-27 2025-05-28 ind_software_it_services 0.1285 -0.0034 -0.0004 tilt_INDUSTRY
2025-05-27 2025-05-28 ind_electronic_equipment -0.0552 0.0028 -0.0002 tilt_INDUSTRY
2025-05-27 2025-05-28 country_ID 0.0128 -0.0100 -0.0001 tilt_COUNTRY
2025-05-27 2025-05-28 country_TW 0.0664 -0.0011 -0.0001 tilt_COUNTRY
2025-05-27 2025-05-28 linearCost NaN NaN -0.0001 cost
2025-05-27 2025-05-28 size_SMALL -0.0062 0.0000 -0.0000 tilt_SIZE
2025-05-27 2025-05-28 ind_media_publishing 0.0235 -0.0030 -0.0001 tilt_INDUSTRY
2025-05-27 2025-05-28 ind_paper_forestry -0.0067 -0.0003 0.0000 tilt_INDUSTRY
2025-05-27 2025-05-28 pdiscrepancy NaN NaN 0.0000 unexplained
2025-05-27 2025-05-28 ind_computers_phones_household_electronics 0.1204 0.0066 0.0008 tilt_INDUSTRY
2025-05-27 2025-05-28 sdiscrepancy NaN NaN -0.0001 unexplained
2025-05-27 2025-05-28 momentum -0.1280 -0.0012 0.0002 alpha_MOMENTUM
2025-05-27 2025-05-28 ind_fintech -0.0004 0.0019 -0.0000 tilt_INDUSTRY
2025-05-27 2025-05-28 country_NZ -0.0181 -0.0221 0.0004 tilt_COUNTRY
2025-05-27 2025-05-28 reversal 1.1063 0.0010 0.0011 alpha_REVERSAL
2025-05-27 2025-05-28 ind_chemicals -0.0432 -0.0027 0.0001 tilt_INDUSTRY
2025-05-27 2025-05-28 country_IN 0.0131 -0.0007 -0.0000 tilt_COUNTRY
2025-05-27 2025-05-28 ind_banking_services -0.1016 -0.0021 0.0002 tilt_INDUSTRY
2025-05-27 2025-05-28 ind_uranium -0.0027 0.0092 -0.0000 tilt_INDUSTRY
2025-05-27 2025-05-28 bcost NaN NaN -0.0003 cost
2025-05-27 2025-05-28 country_AU -0.0994 -0.0002 0.0000 tilt_COUNTRY
2025-05-27 2025-05-28 ind_passenger_transportation 0.0691 0.0007 0.0001 tilt_INDUSTRY
2025-05-27 2025-05-28 ind_transportation_infrastructure 0.0110 0.0032 0.0000 tilt_INDUSTRY
2025-05-27 2025-05-28 revision 0.8371 0.0004 0.0004 alpha_REVISION
2025-05-27 2025-05-28 ind_natural_gas_utilities 0.0021 0.0005 0.0000 tilt_INDUSTRY
2025-05-27 2025-05-28 size_MID -0.0969 0.0003 -0.0000 tilt_SIZE
2025-05-27 2025-05-28 ind_investment_services 0.0167 -0.0003 -0.0000 tilt_INDUSTRY
2025-05-27 2025-05-28 quality 3.2788 -0.0002 -0.0007 alpha_QUALITY
2025-05-27 2025-05-28 country_MY 0.0060 0.0012 0.0000 tilt_COUNTRY
2025-05-27 2025-05-28 ind_machinery -0.0706 0.0004 -0.0000 tilt_INDUSTRY
2025-05-27 2025-05-28 ind_construction_engineering 0.0539 0.0007 0.0000 tilt_INDUSTRY
2025-05-27 2025-05-28 ind_leisure_products 0.0019 0.0037 0.0000 tilt_INDUSTRY
2025-05-27 2025-05-28 ind_textiles_apparel -0.0326 0.0036 -0.0001 tilt_INDUSTRY
2025-05-27 2025-05-28 stability 4.6992 0.0008 0.0036 alpha_QUALITY
2025-05-27 2025-05-28 ind_food_drug_retail 0.0485 -0.0024 -0.0001 tilt_INDUSTRY
2025-05-27 2025-05-28 ind_water_utilities -0.0066 0.0026 -0.0000 tilt_INDUSTRY
2025-05-27 2025-05-28 ind_industrial_distribution 0.0307 0.0002 0.0000 tilt_INDUSTRY
2025-05-27 2025-05-28 linkage 0.9546 0.0000 0.0000 alpha_MOMENTUM
2025-05-27 2025-05-28 ind_pharmaceuticals -0.0794 -0.0044 0.0003 tilt_INDUSTRY
2025-05-27 2025-05-28 ind_beverages -0.0878 0.0023 -0.0002 tilt_INDUSTRY
2025-05-27 2025-05-28 ind_office_equipment 0.0000 0.0009 0.0000 tilt_INDUSTRY
2025-05-27 2025-05-28 ind_communications_equipment -0.0100 0.0046 -0.0000 tilt_INDUSTRY
2025-05-27 2025-05-28 ind_commercial_services_supplies 0.0283 0.0018 0.0001 tilt_INDUSTRY
2025-05-27 2025-05-28 country_JP -0.0119 0.0009 -0.0000 tilt_COUNTRY
2025-05-27 2025-05-28 ind_holding_companies -0.0041 -0.0035 0.0000 tilt_INDUSTRY
2025-05-27 2025-05-28 ind_household_goods -0.0039 0.0063 -0.0000 tilt_INDUSTRY
2025-05-27 2025-05-28 country_SG 0.0238 0.0012 0.0000 tilt_COUNTRY
2025-05-27 2025-05-28 ind_specialty_reatil -0.0020 -0.0013 0.0000 tilt_INDUSTRY
2025-05-27 2025-05-28 ind_semiconductors 0.0477 0.0036 0.0002 tilt_INDUSTRY
2025-05-27 2025-05-28 ind_renewable_energy 0.0177 -0.0021 -0.0000 tilt_INDUSTRY
2025-05-27 2025-05-28 size_MICRO -0.0101 -0.0002 0.0000 tilt_SIZE
2025-05-27 2025-05-28 ind_household_products_services -0.0200 -0.0009 0.0000 tilt_INDUSTRY
2025-05-27 2025-05-28 country_CN -0.0968 -0.0011 0.0001 tilt_COUNTRY
2025-05-27 2025-05-28 ind_telecommunications_serices 0.1211 -0.0028 -0.0003 tilt_INDUSTRY
2025-05-27 2025-05-28 value_liq 0.8532 0.0006 0.0005 alpha_VALUE
2025-05-27 2025-05-28 country_KR -0.1002 0.0076 -0.0008 tilt_COUNTRY
2025-05-27 2025-05-28 ind_integrated_hardware_software 0.0083 0.0065 0.0001 tilt_INDUSTRY
2025-05-27 2025-05-28 ind_consumer_goods_conglomerates 0.0005 0.0024 0.0000 tilt_INDUSTRY
2025-05-27 2025-05-28 size_LARGE 0.1484 -0.0005 -0.0001 tilt_SIZE
2025-05-27 2025-05-28 ind_construction_materials -0.0036 -0.0034 0.0000 tilt_INDUSTRY
2025-05-27 2025-05-28 fcost NaN NaN -0.0000 cost
2025-05-27 2025-05-28 country_HK 0.0312 0.0007 0.0000 tilt_COUNTRY
2025-05-27 2025-05-28 country_XH 0.1500 0.0028 0.0004 tilt_COUNTRY
2025-05-27 2025-05-28 ind_containers_packaging -0.0042 0.0059 -0.0000 tilt_INDUSTRY
2025-05-27 2025-05-28 ind_biotechnology 0.0152 -0.0119 -0.0002 tilt_INDUSTRY
2025-05-27 2025-05-28 ind_healthcare_providers_services 0.0405 -0.0029 -0.0001 tilt_INDUSTRY
2025-05-27 2025-05-28 country_PH 0.0024 0.0033 0.0000 tilt_COUNTRY
2025-05-27 2025-05-28 ind_healthcare_equipment_supplies -0.0971 -0.0035 0.0003 tilt_INDUSTRY
2025-05-27 2025-05-28 ind_automobile -0.0317 0.0009 -0.0000 tilt_INDUSTRY
2025-05-27 2025-05-28 ind_oil_gas 0.0173 0.0072 0.0001 tilt_INDUSTRY
2025-05-27 2025-05-28 fmom 0.2796 0.0013 0.0004 alpha_QUALITY
2025-05-27 2025-05-28 ind_metals_mining -0.1177 0.0012 -0.0001 tilt_INDUSTRY
2025-05-27 2025-05-28 impactCost NaN NaN -0.0001 cost
2025-05-27 2025-05-28 ind_diversified_retail 0.0015 -0.0039 -0.0000 tilt_INDUSTRY
2025-05-27 2025-05-28 ind_multiline_utilities -0.0128 -0.0009 0.0000 tilt_INDUSTRY
2025-05-27 2025-05-28 ind_hotels_entertainment -0.0510 0.0006 -0.0000 tilt_INDUSTRY
2025-05-27 2025-05-28 ind_real_estate_operations 0.0063 0.0001 0.0000 tilt_INDUSTRY
2025-05-27 2025-05-28 specret NaN NaN -0.0014 unexplained
2025-05-27 2025-05-28 ind_aerospace_defense 0.0031 -0.0040 -0.0000 tilt_INDUSTRY
2025-05-27 2025-05-28 ind_homebuilding_building_products -0.0345 0.0010 -0.0000 tilt_INDUSTRY
2025-05-27 2025-05-28 neglect 0.7889 0.0001 0.0001 alpha_VALUE
2025-05-27 2025-05-28 market 0.0352 0.0032 0.0001 risk_exposure
2025-05-27 2025-05-28 ind_coal -0.0513 0.0101 -0.0005 tilt_INDUSTRY
2025-05-27 2025-05-28 ind_food_tobacco 0.1496 -0.0011 -0.0002 tilt_INDUSTRY
2025-05-27 2025-05-28 sbeta_market 0.0204 -0.0044 -0.0001 risk_exposure
2025-05-27 2025-05-28 ind_electric_utilities_ipps -0.0672 -0.0036 0.0002 tilt_INDUSTRY
2025-05-27 2025-05-28 country_TH 0.0558 0.0034 0.0002 tilt_COUNTRY
2025-05-27 2025-05-28 ind_freight_logistics 0.0124 0.0026 0.0000 tilt_INDUSTRY
2025-05-28 2025-05-29 ind_holding_companies -0.0038 -0.0017 0.0000 tilt_INDUSTRY
2025-05-28 2025-05-29 bcost NaN NaN -0.0003 cost
2025-05-28 2025-05-29 value_gc 1.7183 0.0006 0.0011 alpha_VALUE
2025-05-28 2025-05-29 ind_household_products_services -0.0205 -0.0126 0.0003 tilt_INDUSTRY
2025-05-28 2025-05-29 ind_healthcare_providers_services 0.0408 0.0033 0.0001 tilt_INDUSTRY
2025-05-28 2025-05-29 size_SMALL -0.0036 -0.0002 0.0000 tilt_SIZE
2025-05-28 2025-05-29 ind_natural_gas_utilities 0.0030 -0.0032 -0.0000 tilt_INDUSTRY
2025-05-28 2025-05-29 ind_multiline_utilities -0.0128 -0.0001 0.0000 tilt_INDUSTRY
2025-05-28 2025-05-29 ind_chemicals -0.0410 -0.0034 0.0001 tilt_INDUSTRY
2025-05-28 2025-05-29 ind_food_tobacco 0.1491 -0.0059 -0.0009 tilt_INDUSTRY
2025-05-28 2025-05-29 ind_pharmaceuticals -0.0719 0.0072 -0.0005 tilt_INDUSTRY
2025-05-28 2025-05-29 country_ID 0.0128 0.0026 0.0000 tilt_COUNTRY
2025-05-28 2025-05-29 country_HK 0.0389 -0.0012 -0.0000 tilt_COUNTRY
2025-05-28 2025-05-29 ind_beverages -0.0869 -0.0090 0.0008 tilt_INDUSTRY
2025-05-28 2025-05-29 ind_electric_utilities_ipps -0.0641 -0.0008 0.0001 tilt_INDUSTRY
2025-05-28 2025-05-29 ind_water_utilities -0.0070 -0.0002 0.0000 tilt_INDUSTRY
2025-05-28 2025-05-29 ind_coal -0.0517 -0.0024 0.0001 tilt_INDUSTRY
2025-05-28 2025-05-29 ind_food_drug_retail 0.0468 -0.0062 -0.0003 tilt_INDUSTRY
2025-05-28 2025-05-29 ind_homebuilding_building_products -0.0343 -0.0052 0.0002 tilt_INDUSTRY
2025-05-28 2025-05-29 ind_paper_forestry -0.0071 0.0004 -0.0000 tilt_INDUSTRY
2025-05-28 2025-05-29 ind_real_estate_operations 0.0077 -0.0052 -0.0000 tilt_INDUSTRY
2025-05-28 2025-05-29 ind_metals_mining -0.1178 -0.0069 0.0008 tilt_INDUSTRY
2025-05-28 2025-05-29 sbeta_market 0.0383 0.0162 0.0006 risk_exposure
2025-05-28 2025-05-29 fmom 0.2659 0.0003 0.0001 alpha_QUALITY
2025-05-28 2025-05-29 ind_oil_gas 0.0209 -0.0012 -0.0000 tilt_INDUSTRY
2025-05-28 2025-05-29 country_XH 0.1426 -0.0017 -0.0002 tilt_COUNTRY
2025-05-28 2025-05-29 ind_diversified_retail 0.0013 0.0020 0.0000 tilt_INDUSTRY
2025-05-28 2025-05-29 ind_biotechnology 0.0166 0.0175 0.0003 tilt_INDUSTRY
2025-05-28 2025-05-29 country_TW 0.0668 -0.0066 -0.0004 tilt_COUNTRY
2025-05-28 2025-05-29 country_TH 0.0635 0.0015 0.0001 tilt_COUNTRY
2025-05-28 2025-05-29 ind_fintech 0.0002 0.0048 0.0000 tilt_INDUSTRY
2025-05-28 2025-05-29 stability 4.6960 -0.0000 -0.0000 alpha_QUALITY
2025-05-28 2025-05-29 ind_healthcare_equipment_supplies -0.0973 0.0005 -0.0000 tilt_INDUSTRY
2025-05-28 2025-05-29 ind_computers_phones_household_electronics 0.1220 0.0055 0.0007 tilt_INDUSTRY
2025-05-28 2025-05-29 reversal 0.8787 0.0008 0.0007 alpha_REVERSAL
2025-05-28 2025-05-29 ind_household_goods -0.0037 -0.0068 0.0000 tilt_INDUSTRY
2025-05-28 2025-05-29 country_SG 0.0243 0.0002 0.0000 tilt_COUNTRY
2025-05-28 2025-05-29 size_MICRO -0.0087 -0.0014 0.0000 tilt_SIZE
2025-05-28 2025-05-29 linearCost NaN NaN -0.0002 cost
2025-05-28 2025-05-29 ind_office_equipment 0.0000 0.0016 0.0000 tilt_INDUSTRY
2025-05-28 2025-05-29 ind_passenger_transportation 0.0698 -0.0022 -0.0002 tilt_INDUSTRY
2025-05-28 2025-05-29 ind_oil_gas_equipment_services -0.0145 -0.0050 0.0001 tilt_INDUSTRY
2025-05-28 2025-05-29 linkage 0.9369 0.0005 0.0005 alpha_MOMENTUM
2025-05-28 2025-05-29 ind_telecommunications_serices 0.1209 0.0006 0.0001 tilt_INDUSTRY
2025-05-28 2025-05-29 size_MID -0.0889 -0.0004 0.0000 tilt_SIZE
2025-05-28 2025-05-29 country_MY 0.0059 -0.0012 -0.0000 tilt_COUNTRY
2025-05-28 2025-05-29 ind_banking_services -0.1116 -0.0013 0.0001 tilt_INDUSTRY
2025-05-28 2025-05-29 market 0.0501 -0.0066 -0.0003 risk_exposure
2025-05-28 2025-05-29 ind_uranium -0.0027 -0.0503 0.0001 tilt_INDUSTRY
2025-05-28 2025-05-29 ind_communications_equipment -0.0130 0.0024 -0.0000 tilt_INDUSTRY
2025-05-28 2025-05-29 ind_commercial_services_supplies 0.0276 -0.0006 -0.0000 tilt_INDUSTRY
2025-05-28 2025-05-29 impactCost NaN NaN -0.0002 cost
2025-05-28 2025-05-29 ind_media_publishing 0.0233 -0.0013 -0.0000 tilt_INDUSTRY
2025-05-28 2025-05-29 momentum -0.1177 0.0006 -0.0001 alpha_MOMENTUM
2025-05-28 2025-05-29 revision 0.8415 -0.0003 -0.0003 alpha_REVISION
2025-05-28 2025-05-29 value_liq 0.8397 -0.0006 -0.0005 alpha_VALUE
2025-05-28 2025-05-29 ind_renewable_energy 0.0177 -0.0008 -0.0000 tilt_INDUSTRY
2025-05-28 2025-05-29 ind_consumer_goods_conglomerates 0.0004 0.0007 0.0000 tilt_INDUSTRY
2025-05-28 2025-05-29 country_AU -0.0989 0.0016 -0.0002 tilt_COUNTRY
2025-05-28 2025-05-29 quality 3.3013 -0.0004 -0.0015 alpha_QUALITY
2025-05-28 2025-05-29 ind_specialty_reatil -0.0042 0.0011 -0.0000 tilt_INDUSTRY
2025-05-28 2025-05-29 country_NZ -0.0179 0.0037 -0.0001 tilt_COUNTRY
2025-05-28 2025-05-29 ind_investment_services 0.0158 0.0009 0.0000 tilt_INDUSTRY
2025-05-28 2025-05-29 ind_semiconductors 0.0488 0.0029 0.0001 tilt_INDUSTRY
2025-05-28 2025-05-29 country_JP -0.0173 0.0042 -0.0001 tilt_COUNTRY
2025-05-28 2025-05-29 ind_transportation_infrastructure 0.0113 0.0017 0.0000 tilt_INDUSTRY
2025-05-28 2025-05-29 country_IN 0.0130 0.0036 0.0000 tilt_COUNTRY
2025-05-28 2025-05-29 ind_machinery -0.0659 -0.0005 0.0000 tilt_INDUSTRY
2025-05-28 2025-05-29 ind_software_it_services 0.1280 0.0047 0.0006 tilt_INDUSTRY
2025-05-28 2025-05-29 ind_hotels_entertainment -0.0521 -0.0047 0.0002 tilt_INDUSTRY
2025-05-28 2025-05-29 country_KR -0.1006 0.0103 -0.0010 tilt_COUNTRY
2025-05-28 2025-05-29 neglect 0.7503 0.0006 0.0005 alpha_VALUE
2025-05-28 2025-05-29 ind_aerospace_defense 0.0031 0.0040 0.0000 tilt_INDUSTRY
2025-05-28 2025-05-29 country_CN -0.0853 -0.0021 0.0002 tilt_COUNTRY
2025-05-28 2025-05-29 ind_insurance 0.0801 0.0012 0.0001 tilt_INDUSTRY
2025-05-28 2025-05-29 sdiscrepancy NaN NaN -0.0001 unexplained
2025-05-28 2025-05-29 pdiscrepancy NaN NaN -0.0000 unexplained
2025-05-28 2025-05-29 size_LARGE 0.1513 0.0010 0.0002 tilt_SIZE
2025-05-28 2025-05-29 ind_electronic_equipment -0.0586 0.0035 -0.0002 tilt_INDUSTRY
2025-05-28 2025-05-29 ind_integrated_hardware_software 0.0086 0.0149 0.0001 tilt_INDUSTRY
2025-05-28 2025-05-29 ind_textiles_apparel -0.0314 0.0031 -0.0001 tilt_INDUSTRY
2025-05-28 2025-05-29 ind_automobile -0.0252 0.0044 -0.0001 tilt_INDUSTRY
2025-05-28 2025-05-29 ind_freight_logistics 0.0113 -0.0014 -0.0000 tilt_INDUSTRY
2025-05-28 2025-05-29 specret NaN NaN 0.0020 unexplained
2025-05-28 2025-05-29 ind_leisure_products -0.0005 0.0027 -0.0000 tilt_INDUSTRY
2025-05-28 2025-05-29 fcost NaN NaN -0.0000 cost
2025-05-28 2025-05-29 ind_containers_packaging -0.0042 -0.0031 0.0000 tilt_INDUSTRY
2025-05-28 2025-05-29 ind_construction_materials -0.0036 -0.0033 0.0000 tilt_INDUSTRY
2025-05-28 2025-05-29 ind_industrial_distribution 0.0331 0.0043 0.0001 tilt_INDUSTRY
2025-05-28 2025-05-29 country_PH 0.0024 0.0013 0.0000 tilt_COUNTRY
2025-05-28 2025-05-29 ind_construction_engineering 0.0560 0.0005 0.0000 tilt_INDUSTRY
2025-05-29 2025-05-30 ind_healthcare_providers_services 0.0406 0.0024 0.0001 tilt_INDUSTRY
2025-05-29 2025-05-30 bcost NaN NaN -0.0003 cost
2025-05-29 2025-05-30 ind_automobile -0.0218 -0.0075 0.0002 tilt_INDUSTRY
2025-05-29 2025-05-30 linearCost NaN NaN -0.0001 cost
2025-05-29 2025-05-30 country_ID 0.0128 -0.0035 -0.0000 tilt_COUNTRY
2025-05-29 2025-05-30 country_IN 0.0128 -0.0057 -0.0001 tilt_COUNTRY
2025-05-29 2025-05-30 country_PH 0.0024 -0.0154 -0.0000 tilt_COUNTRY
2025-05-29 2025-05-30 country_HK 0.0421 0.0016 0.0001 tilt_COUNTRY
2025-05-29 2025-05-30 market 0.0419 0.0072 0.0003 risk_exposure
2025-05-29 2025-05-30 ind_communications_equipment -0.0164 -0.0007 0.0000 tilt_INDUSTRY
2025-05-29 2025-05-30 ind_hotels_entertainment -0.0534 -0.0028 0.0001 tilt_INDUSTRY
2025-05-29 2025-05-30 ind_electronic_equipment -0.0634 -0.0043 0.0003 tilt_INDUSTRY
2025-05-29 2025-05-30 ind_diversified_retail 0.0010 0.0011 0.0000 tilt_INDUSTRY
2025-05-29 2025-05-30 value_gc 1.7239 0.0002 0.0003 alpha_VALUE
2025-05-29 2025-05-30 country_XH 0.1285 -0.0032 -0.0004 tilt_COUNTRY
2025-05-29 2025-05-30 ind_metals_mining -0.1183 0.0015 -0.0002 tilt_INDUSTRY
2025-05-29 2025-05-30 ind_chemicals -0.0425 -0.0001 0.0000 tilt_INDUSTRY
2025-05-29 2025-05-30 ind_real_estate_operations 0.0096 0.0074 0.0001 tilt_INDUSTRY
2025-05-29 2025-05-30 ind_food_drug_retail 0.0454 -0.0022 -0.0001 tilt_INDUSTRY
2025-05-29 2025-05-30 value_liq 0.8386 0.0003 0.0003 alpha_VALUE
2025-05-29 2025-05-30 ind_multiline_utilities -0.0128 0.0001 -0.0000 tilt_INDUSTRY
2025-05-29 2025-05-30 ind_industrial_distribution 0.0354 0.0017 0.0001 tilt_INDUSTRY
2025-05-29 2025-05-30 country_MY 0.0058 -0.0103 -0.0001 tilt_COUNTRY
2025-05-29 2025-05-30 revision 0.9036 0.0004 0.0004 alpha_REVISION
2025-05-29 2025-05-30 ind_renewable_energy 0.0161 0.0015 0.0000 tilt_INDUSTRY
2025-05-29 2025-05-30 country_SG 0.0252 -0.0070 -0.0002 tilt_COUNTRY
2025-05-29 2025-05-30 ind_household_goods -0.0037 -0.0017 0.0000 tilt_INDUSTRY
2025-05-29 2025-05-30 country_JP -0.0199 0.0046 -0.0001 tilt_COUNTRY
2025-05-29 2025-05-30 ind_holding_companies -0.0032 -0.0031 0.0000 tilt_INDUSTRY
2025-05-29 2025-05-30 ind_machinery -0.0551 -0.0040 0.0002 tilt_INDUSTRY
2025-05-29 2025-05-30 reversal 0.7735 0.0002 0.0002 alpha_REVERSAL
2025-05-29 2025-05-30 ind_construction_engineering 0.0584 -0.0007 -0.0000 tilt_INDUSTRY
2025-05-29 2025-05-30 neglect 0.7231 0.0000 0.0000 alpha_VALUE
2025-05-29 2025-05-30 momentum -0.1226 -0.0001 0.0000 alpha_MOMENTUM
2025-05-29 2025-05-30 ind_pharmaceuticals -0.0716 0.0080 -0.0006 tilt_INDUSTRY
2025-05-29 2025-05-30 ind_consumer_goods_conglomerates 0.0006 -0.0045 -0.0000 tilt_INDUSTRY
2025-05-29 2025-05-30 ind_healthcare_equipment_supplies -0.0973 0.0043 -0.0004 tilt_INDUSTRY
2025-05-29 2025-05-30 stability 4.6904 -0.0003 -0.0015 alpha_QUALITY
2025-05-29 2025-05-30 sbeta_market 0.0255 -0.0137 -0.0003 risk_exposure
2025-05-29 2025-05-30 ind_coal -0.0510 -0.0035 0.0002 tilt_INDUSTRY
2025-05-29 2025-05-30 ind_aerospace_defense 0.0020 0.0112 0.0000 tilt_INDUSTRY
2025-05-29 2025-05-30 specret NaN NaN -0.0062 unexplained
2025-05-29 2025-05-30 ind_fintech 0.0007 0.0085 0.0000 tilt_INDUSTRY
2025-05-29 2025-05-30 country_NZ -0.0185 -0.0075 0.0001 tilt_COUNTRY
2025-05-29 2025-05-30 ind_oil_gas 0.0214 0.0000 0.0000 tilt_INDUSTRY
2025-05-29 2025-05-30 ind_paper_forestry -0.0078 -0.0019 0.0000 tilt_INDUSTRY
2025-05-29 2025-05-30 ind_containers_packaging -0.0042 -0.0008 0.0000 tilt_INDUSTRY
2025-05-29 2025-05-30 fcost NaN NaN -0.0000 cost
2025-05-29 2025-05-30 ind_biotechnology 0.0174 0.0183 0.0003 tilt_INDUSTRY
2025-05-29 2025-05-30 country_TH 0.0697 -0.0149 -0.0010 tilt_COUNTRY
2025-05-29 2025-05-30 ind_freight_logistics 0.0059 0.0002 0.0000 tilt_INDUSTRY
2025-05-29 2025-05-30 ind_electric_utilities_ipps -0.0656 -0.0003 0.0000 tilt_INDUSTRY
2025-05-29 2025-05-30 ind_integrated_hardware_software 0.0085 -0.0109 -0.0001 tilt_INDUSTRY
2025-05-29 2025-05-30 country_TW 0.0673 0.0062 0.0004 tilt_COUNTRY
2025-05-29 2025-05-30 fmom 0.2437 0.0000 0.0000 alpha_QUALITY
2025-05-29 2025-05-30 pdiscrepancy NaN NaN -0.0000 unexplained
2025-05-29 2025-05-30 country_AU -0.0997 -0.0009 0.0001 tilt_COUNTRY
2025-05-29 2025-05-30 quality 3.3339 0.0003 0.0009 alpha_QUALITY
2025-05-29 2025-05-30 ind_investment_services 0.0139 0.0070 0.0001 tilt_INDUSTRY
2025-05-29 2025-05-30 size_MID -0.0972 -0.0002 0.0000 tilt_SIZE
2025-05-29 2025-05-30 size_LARGE 0.1518 -0.0021 -0.0003 tilt_SIZE
2025-05-29 2025-05-30 ind_textiles_apparel -0.0320 -0.0104 0.0003 tilt_INDUSTRY
2025-05-29 2025-05-30 ind_leisure_products -0.0039 -0.0024 0.0000 tilt_INDUSTRY
2025-05-29 2025-05-30 ind_beverages -0.0870 -0.0044 0.0004 tilt_INDUSTRY
2025-05-29 2025-05-30 ind_household_products_services -0.0209 0.0023 -0.0000 tilt_INDUSTRY
2025-05-29 2025-05-30 sdiscrepancy NaN NaN -0.0003 unexplained
2025-05-29 2025-05-30 ind_insurance 0.0810 0.0035 0.0003 tilt_INDUSTRY
2025-05-29 2025-05-30 ind_water_utilities -0.0073 0.0008 -0.0000 tilt_INDUSTRY
2025-05-29 2025-05-30 ind_commercial_services_supplies 0.0265 -0.0039 -0.0001 tilt_INDUSTRY
2025-05-29 2025-05-30 ind_specialty_reatil -0.0059 -0.0035 0.0000 tilt_INDUSTRY
2025-05-29 2025-05-30 ind_food_tobacco 0.1494 0.0022 0.0003 tilt_INDUSTRY
2025-05-29 2025-05-30 ind_semiconductors 0.0444 -0.0036 -0.0002 tilt_INDUSTRY
2025-05-29 2025-05-30 ind_oil_gas_equipment_services -0.0146 0.0047 -0.0001 tilt_INDUSTRY
2025-05-29 2025-05-30 ind_homebuilding_building_products -0.0346 0.0001 -0.0000 tilt_INDUSTRY
2025-05-29 2025-05-30 country_CN -0.0853 0.0008 -0.0001 tilt_COUNTRY
2025-05-29 2025-05-30 ind_software_it_services 0.1262 -0.0032 -0.0004 tilt_INDUSTRY
2025-05-29 2025-05-30 country_KR -0.1013 -0.0066 0.0007 tilt_COUNTRY
2025-05-29 2025-05-30 ind_office_equipment 0.0000 -0.0083 0.0000 tilt_INDUSTRY
2025-05-29 2025-05-30 ind_passenger_transportation 0.0709 -0.0008 -0.0001 tilt_INDUSTRY
2025-05-29 2025-05-30 linkage 0.9348 0.0004 0.0004 alpha_MOMENTUM
2025-05-29 2025-05-30 ind_transportation_infrastructure 0.0112 0.0009 0.0000 tilt_INDUSTRY
2025-05-29 2025-05-30 ind_telecommunications_serices 0.1212 -0.0040 -0.0005 tilt_INDUSTRY
2025-05-29 2025-05-30 size_MICRO -0.0078 0.0022 -0.0000 tilt_SIZE
2025-05-29 2025-05-30 ind_construction_materials -0.0036 0.0017 -0.0000 tilt_INDUSTRY
2025-05-29 2025-05-30 ind_natural_gas_utilities 0.0037 -0.0031 -0.0000 tilt_INDUSTRY
2025-05-29 2025-05-30 ind_banking_services -0.1062 0.0056 -0.0006 tilt_INDUSTRY
2025-05-29 2025-05-30 ind_uranium -0.0026 0.0099 -0.0000 tilt_INDUSTRY
2025-05-29 2025-05-30 impactCost NaN NaN -0.0001 cost
2025-05-29 2025-05-30 size_SMALL -0.0048 0.0017 -0.0000 tilt_SIZE
2025-05-29 2025-05-30 ind_computers_phones_household_electronics 0.1204 -0.0036 -0.0004 tilt_INDUSTRY
2025-05-29 2025-05-30 ind_media_publishing 0.0228 -0.0064 -0.0001 tilt_INDUSTRY
2025-05-30 2025-06-02 size_MID -0.1014 0.0011 -0.0001 tilt_SIZE
2025-05-30 2025-06-02 ind_investment_services 0.0126 0.0011 0.0000 tilt_INDUSTRY
2025-05-30 2025-06-02 quality 3.3542 0.0003 0.0010 alpha_QUALITY
2025-05-30 2025-06-02 ind_healthcare_equipment_supplies -0.0968 -0.0022 0.0002 tilt_INDUSTRY
2025-05-30 2025-06-02 size_SMALL -0.0111 0.0004 -0.0000 tilt_SIZE
2025-05-30 2025-06-02 country_AU -0.0995 -0.0025 0.0002 tilt_COUNTRY
2025-05-30 2025-06-02 ind_telecommunications_serices 0.1220 0.0018 0.0002 tilt_INDUSTRY
2025-05-30 2025-06-02 country_SG 0.0271 -0.0001 -0.0000 tilt_COUNTRY
2025-05-30 2025-06-02 neglect 0.7197 -0.0002 -0.0002 alpha_VALUE
2025-05-30 2025-06-02 ind_consumer_goods_conglomerates 0.0008 0.0006 0.0000 tilt_INDUSTRY
2025-05-30 2025-06-02 ind_healthcare_providers_services 0.0400 -0.0004 -0.0000 tilt_INDUSTRY
2025-05-30 2025-06-02 ind_food_tobacco 0.1497 -0.0005 -0.0001 tilt_INDUSTRY
2025-05-30 2025-06-02 ind_media_publishing 0.0231 0.0035 0.0001 tilt_INDUSTRY
2025-05-30 2025-06-02 linearCost NaN NaN -0.0000 cost
2025-05-30 2025-06-02 ind_real_estate_operations 0.0112 0.0014 0.0000 tilt_INDUSTRY
2025-05-30 2025-06-02 ind_metals_mining -0.1183 -0.0012 0.0001 tilt_INDUSTRY
2025-05-30 2025-06-02 country_HK 0.0413 -0.0027 -0.0001 tilt_COUNTRY
2025-05-30 2025-06-02 sbeta_market 0.0074 -0.0027 -0.0000 risk_exposure
2025-05-30 2025-06-02 country_PH 0.0024 0.0089 0.0000 tilt_COUNTRY
2025-05-30 2025-06-02 ind_coal -0.0500 -0.0044 0.0002 tilt_INDUSTRY
2025-05-30 2025-06-02 ind_household_goods -0.0037 0.0007 -0.0000 tilt_INDUSTRY
2025-05-30 2025-06-02 ind_aerospace_defense 0.0006 0.0006 0.0000 tilt_INDUSTRY
2025-05-30 2025-06-02 specret NaN NaN -0.0020 unexplained
2025-05-30 2025-06-02 ind_uranium -0.0026 -0.0355 0.0001 tilt_INDUSTRY
2025-05-30 2025-06-02 market 0.0357 -0.0007 -0.0000 risk_exposure
2025-05-30 2025-06-02 ind_fintech 0.0010 0.0027 0.0000 tilt_INDUSTRY
2025-05-30 2025-06-02 stability 4.6605 0.0001 0.0003 alpha_QUALITY
2025-05-30 2025-06-02 linkage 0.9283 0.0000 0.0000 alpha_MOMENTUM
2025-05-30 2025-06-02 ind_pharmaceuticals -0.0720 -0.0010 0.0001 tilt_INDUSTRY
2025-05-30 2025-06-02 country_NZ -0.0185 0.0012 -0.0000 tilt_COUNTRY
2025-05-30 2025-06-02 ind_insurance 0.0819 0.0060 0.0005 tilt_INDUSTRY
2025-05-30 2025-06-02 ind_water_utilities -0.0073 -0.0006 0.0000 tilt_INDUSTRY
2025-05-30 2025-06-02 ind_household_products_services -0.0209 0.0060 -0.0001 tilt_INDUSTRY
2025-05-30 2025-06-02 ind_commercial_services_supplies 0.0276 0.0004 0.0000 tilt_INDUSTRY
2025-05-30 2025-06-02 ind_specialty_reatil -0.0068 -0.0012 0.0000 tilt_INDUSTRY
2025-05-30 2025-06-02 ind_banking_services -0.1013 0.0017 -0.0002 tilt_INDUSTRY
2025-05-30 2025-06-02 country_MY 0.0057 0.0015 0.0000 tilt_COUNTRY
2025-05-30 2025-06-02 ind_semiconductors 0.0392 -0.0035 -0.0001 tilt_INDUSTRY
2025-05-30 2025-06-02 revision 0.9574 0.0019 0.0018 alpha_REVISION
2025-05-30 2025-06-02 ind_construction_engineering 0.0604 0.0029 0.0002 tilt_INDUSTRY
2025-05-30 2025-06-02 ind_industrial_distribution 0.0376 -0.0008 -0.0000 tilt_INDUSTRY
2025-05-30 2025-06-02 ind_beverages -0.0861 0.0007 -0.0001 tilt_INDUSTRY
2025-05-30 2025-06-02 value_liq 0.8184 -0.0007 -0.0006 alpha_VALUE
2025-05-30 2025-06-02 size_MICRO -0.0037 -0.0004 0.0000 tilt_SIZE
2025-05-30 2025-06-02 ind_transportation_infrastructure 0.0111 0.0011 0.0000 tilt_INDUSTRY
2025-05-30 2025-06-02 ind_food_drug_retail 0.0465 0.0052 0.0002 tilt_INDUSTRY
2025-05-30 2025-06-02 ind_oil_gas_equipment_services -0.0146 -0.0021 0.0000 tilt_INDUSTRY
2025-05-30 2025-06-02 ind_textiles_apparel -0.0336 -0.0035 0.0001 tilt_INDUSTRY
2025-05-30 2025-06-02 ind_homebuilding_building_products -0.0346 0.0050 -0.0002 tilt_INDUSTRY
2025-05-30 2025-06-02 ind_leisure_products -0.0052 0.0018 -0.0000 tilt_INDUSTRY
2025-05-30 2025-06-02 country_CN -0.0809 0.0044 -0.0004 tilt_COUNTRY
2025-05-30 2025-06-02 ind_software_it_services 0.1245 0.0015 0.0002 tilt_INDUSTRY
2025-05-30 2025-06-02 ind_automobile -0.0249 -0.0033 0.0001 tilt_INDUSTRY
2025-05-30 2025-06-02 ind_chemicals -0.0475 -0.0015 0.0001 tilt_INDUSTRY
2025-05-30 2025-06-02 country_KR -0.0998 -0.0012 0.0001 tilt_COUNTRY
2025-05-30 2025-06-02 ind_renewable_energy 0.0147 -0.0008 -0.0000 tilt_INDUSTRY
2025-05-30 2025-06-02 ind_office_equipment -0.0000 -0.0087 0.0000 tilt_INDUSTRY
2025-05-30 2025-06-02 value_gc 1.7444 -0.0003 -0.0005 alpha_VALUE
2025-05-30 2025-06-02 size_LARGE 0.1520 -0.0023 -0.0004 tilt_SIZE
2025-05-30 2025-06-02 ind_passenger_transportation 0.0707 0.0026 0.0002 tilt_INDUSTRY
2025-05-30 2025-06-02 ind_natural_gas_utilities 0.0043 0.0048 0.0000 tilt_INDUSTRY
2025-05-30 2025-06-02 ind_oil_gas 0.0200 -0.0019 -0.0000 tilt_INDUSTRY
2025-05-30 2025-06-02 ind_construction_materials -0.0035 -0.0007 0.0000 tilt_INDUSTRY
2025-05-30 2025-06-02 ind_integrated_hardware_software 0.0084 0.0007 0.0000 tilt_INDUSTRY
2025-05-30 2025-06-02 pdiscrepancy NaN NaN 0.0000 unexplained
2025-05-30 2025-06-02 country_IN 0.0127 0.0040 0.0001 tilt_COUNTRY
2025-05-30 2025-06-02 ind_paper_forestry -0.0086 -0.0013 0.0000 tilt_INDUSTRY
2025-05-30 2025-06-02 country_TH 0.0713 0.0010 0.0001 tilt_COUNTRY
2025-05-30 2025-06-02 momentum -0.1264 0.0001 -0.0000 alpha_MOMENTUM
2025-05-30 2025-06-02 ind_communications_equipment -0.0157 0.0001 -0.0000 tilt_INDUSTRY
2025-05-30 2025-06-02 ind_electric_utilities_ipps -0.0643 -0.0019 0.0001 tilt_INDUSTRY
2025-05-30 2025-06-02 ind_multiline_utilities -0.0127 -0.0015 0.0000 tilt_INDUSTRY
2025-05-30 2025-06-02 ind_hotels_entertainment -0.0547 0.0009 -0.0001 tilt_INDUSTRY
2025-05-30 2025-06-02 ind_biotechnology 0.0168 -0.0002 -0.0000 tilt_INDUSTRY
2025-05-30 2025-06-02 bcost NaN NaN -0.0010 cost
2025-05-30 2025-06-02 ind_freight_logistics 0.0025 0.0017 0.0000 tilt_INDUSTRY
2025-05-30 2025-06-02 reversal 0.8691 0.0008 0.0007 alpha_REVERSAL
2025-05-30 2025-06-02 country_TW 0.0706 -0.0155 -0.0011 tilt_COUNTRY
2025-05-30 2025-06-02 ind_machinery -0.0479 -0.0006 0.0000 tilt_INDUSTRY
2025-05-30 2025-06-02 ind_electronic_equipment -0.0623 -0.0019 0.0001 tilt_INDUSTRY
2025-05-30 2025-06-02 ind_diversified_retail 0.0003 0.0026 0.0000 tilt_INDUSTRY
2025-05-30 2025-06-02 country_XH 0.1188 -0.0059 -0.0007 tilt_COUNTRY
2025-05-30 2025-06-02 ind_holding_companies -0.0025 0.0008 -0.0000 tilt_INDUSTRY
2025-05-30 2025-06-02 fmom 0.2489 -0.0000 -0.0000 alpha_QUALITY
2025-05-30 2025-06-02 sdiscrepancy NaN NaN -0.0004 unexplained
2025-05-30 2025-06-02 country_ID 0.0126 -0.0158 -0.0002 tilt_COUNTRY
2025-05-30 2025-06-02 country_JP -0.0282 -0.0041 0.0001 tilt_COUNTRY
2025-05-30 2025-06-02 impactCost NaN NaN -0.0001 cost
2025-05-30 2025-06-02 ind_containers_packaging -0.0041 0.0036 -0.0000 tilt_INDUSTRY
2025-05-30 2025-06-02 ind_computers_phones_household_electronics 0.1164 0.0024 0.0003 tilt_INDUSTRY
2025-05-30 2025-06-02 fcost NaN NaN -0.0001 cost
2025-06-02 2025-06-03 revision 0.9447 0.0005 0.0005 alpha_REVISION
2025-06-02 2025-06-03 ind_specialty_reatil -0.0072 0.0040 -0.0000 tilt_INDUSTRY
2025-06-02 2025-06-03 ind_automobile -0.0249 -0.0040 0.0001 tilt_INDUSTRY
2025-06-02 2025-06-03 country_MY 0.0058 -0.0083 -0.0000 tilt_COUNTRY
2025-06-02 2025-06-03 ind_chemicals -0.0456 0.0007 -0.0000 tilt_INDUSTRY
2025-06-02 2025-06-03 market 0.0454 0.0053 0.0002 risk_exposure
2025-06-02 2025-06-03 country_KR -0.0995 -0.0048 0.0005 tilt_COUNTRY
2025-06-02 2025-06-03 value_gc 1.7604 -0.0004 -0.0007 alpha_VALUE
2025-06-02 2025-06-03 country_TW 0.0717 0.0006 0.0000 tilt_COUNTRY
2025-06-02 2025-06-03 country_PH 0.0024 0.0084 0.0000 tilt_COUNTRY
2025-06-02 2025-06-03 reversal 0.8286 -0.0001 -0.0001 alpha_REVERSAL
2025-06-02 2025-06-03 ind_office_equipment -0.0000 -0.0012 0.0000 tilt_INDUSTRY
2025-06-02 2025-06-03 ind_renewable_energy 0.0146 -0.0055 -0.0001 tilt_INDUSTRY
2025-06-02 2025-06-03 ind_media_publishing 0.0232 0.0000 0.0000 tilt_INDUSTRY
2025-06-02 2025-06-03 ind_freight_logistics 0.0039 -0.0014 -0.0000 tilt_INDUSTRY
2025-06-02 2025-06-03 size_LARGE 0.1532 -0.0018 -0.0003 tilt_SIZE
2025-06-02 2025-06-03 ind_passenger_transportation 0.0703 -0.0037 -0.0003 tilt_INDUSTRY
2025-06-02 2025-06-03 ind_fintech 0.0016 -0.0054 -0.0000 tilt_INDUSTRY
2025-06-02 2025-06-03 impactCost NaN NaN -0.0001 cost
2025-06-02 2025-06-03 ind_leisure_products -0.0027 0.0012 -0.0000 tilt_INDUSTRY
2025-06-02 2025-06-03 ind_machinery -0.0451 -0.0016 0.0001 tilt_INDUSTRY
2025-06-02 2025-06-03 ind_software_it_services 0.1270 -0.0013 -0.0002 tilt_INDUSTRY
2025-06-02 2025-06-03 country_AU -0.1000 0.0022 -0.0002 tilt_COUNTRY
2025-06-02 2025-06-03 fmom 0.2404 0.0003 0.0001 alpha_QUALITY
2025-06-02 2025-06-03 ind_uranium -0.0026 -0.0170 0.0000 tilt_INDUSTRY
2025-06-02 2025-06-03 ind_oil_gas 0.0213 0.0006 0.0000 tilt_INDUSTRY
2025-06-02 2025-06-03 ind_holding_companies -0.0022 -0.0062 0.0000 tilt_INDUSTRY
2025-06-02 2025-06-03 size_MICRO -0.0058 0.0038 -0.0000 tilt_SIZE
2025-06-02 2025-06-03 ind_construction_engineering 0.0606 -0.0046 -0.0003 tilt_INDUSTRY
2025-06-02 2025-06-03 ind_natural_gas_utilities 0.0049 0.0012 0.0000 tilt_INDUSTRY
2025-06-02 2025-06-03 bcost NaN NaN -0.0003 cost
2025-06-02 2025-06-03 country_JP -0.0273 -0.0044 0.0001 tilt_COUNTRY
2025-06-02 2025-06-03 ind_semiconductors 0.0384 0.0012 0.0000 tilt_INDUSTRY
2025-06-02 2025-06-03 ind_oil_gas_equipment_services -0.0146 -0.0021 0.0000 tilt_INDUSTRY
2025-06-02 2025-06-03 ind_containers_packaging -0.0041 -0.0062 0.0000 tilt_INDUSTRY
2025-06-02 2025-06-03 ind_food_drug_retail 0.0485 0.0031 0.0002 tilt_INDUSTRY
2025-06-02 2025-06-03 momentum -0.1537 -0.0000 0.0000 alpha_MOMENTUM
2025-06-02 2025-06-03 ind_textiles_apparel -0.0337 -0.0012 0.0000 tilt_INDUSTRY
2025-06-02 2025-06-03 ind_communications_equipment -0.0126 -0.0054 0.0001 tilt_INDUSTRY
2025-06-02 2025-06-03 ind_diversified_retail -0.0002 -0.0018 0.0000 tilt_INDUSTRY
2025-06-02 2025-06-03 ind_homebuilding_building_products -0.0345 -0.0011 0.0000 tilt_INDUSTRY
2025-06-02 2025-06-03 ind_electronic_equipment -0.0597 -0.0033 0.0002 tilt_INDUSTRY
2025-06-02 2025-06-03 country_NZ -0.0185 -0.0151 0.0003 tilt_COUNTRY
2025-06-02 2025-06-03 country_CN -0.0796 0.0011 -0.0001 tilt_COUNTRY
2025-06-02 2025-06-03 ind_transportation_infrastructure 0.0120 -0.0028 -0.0000 tilt_INDUSTRY
2025-06-02 2025-06-03 ind_integrated_hardware_software 0.0086 -0.0091 -0.0001 tilt_INDUSTRY
2025-06-02 2025-06-03 ind_pharmaceuticals -0.0679 0.0069 -0.0005 tilt_INDUSTRY
2025-06-02 2025-06-03 ind_banking_services -0.1173 0.0033 -0.0004 tilt_INDUSTRY
2025-06-02 2025-06-03 ind_consumer_goods_conglomerates 0.0010 0.0058 0.0000 tilt_INDUSTRY
2025-06-02 2025-06-03 country_TH 0.0713 -0.0047 -0.0003 tilt_COUNTRY
2025-06-02 2025-06-03 ind_household_goods -0.0037 -0.0076 0.0000 tilt_INDUSTRY
2025-06-02 2025-06-03 ind_healthcare_equipment_supplies -0.0970 0.0048 -0.0005 tilt_INDUSTRY
2025-06-02 2025-06-03 ind_healthcare_providers_services 0.0401 0.0037 0.0001 tilt_INDUSTRY
2025-06-02 2025-06-03 ind_construction_materials -0.0033 -0.0063 0.0000 tilt_INDUSTRY
2025-06-02 2025-06-03 ind_water_utilities -0.0072 -0.0019 0.0000 tilt_INDUSTRY
2025-06-02 2025-06-03 stability 4.6471 -0.0002 -0.0010 alpha_QUALITY
2025-06-02 2025-06-03 linearCost NaN NaN -0.0001 cost
2025-06-02 2025-06-03 country_IN 0.0126 -0.0091 -0.0001 tilt_COUNTRY
2025-06-02 2025-06-03 ind_insurance 0.0800 0.0051 0.0004 tilt_INDUSTRY
2025-06-02 2025-06-03 country_HK 0.0437 0.0120 0.0005 tilt_COUNTRY
2025-06-02 2025-06-03 ind_metals_mining -0.1200 0.0019 -0.0002 tilt_INDUSTRY
2025-06-02 2025-06-03 ind_computers_phones_household_electronics 0.1145 0.0019 0.0002 tilt_INDUSTRY
2025-06-02 2025-06-03 ind_biotechnology 0.0170 0.0090 0.0002 tilt_INDUSTRY
2025-06-02 2025-06-03 fcost NaN NaN -0.0000 cost
2025-06-02 2025-06-03 sbeta_market 0.0240 -0.0020 -0.0000 risk_exposure
2025-06-02 2025-06-03 country_ID 0.0125 -0.0054 -0.0001 tilt_COUNTRY
2025-06-02 2025-06-03 ind_telecommunications_serices 0.1226 -0.0009 -0.0001 tilt_INDUSTRY
2025-06-02 2025-06-03 ind_coal -0.0496 -0.0101 0.0005 tilt_INDUSTRY
2025-06-02 2025-06-03 pdiscrepancy NaN NaN 0.0000 unexplained
2025-06-02 2025-06-03 value_liq 0.7897 -0.0001 -0.0001 alpha_VALUE
2025-06-02 2025-06-03 ind_aerospace_defense 0.0007 0.0084 0.0000 tilt_INDUSTRY
2025-06-02 2025-06-03 ind_industrial_distribution 0.0383 -0.0092 -0.0004 tilt_INDUSTRY
2025-06-02 2025-06-03 linkage 0.9235 0.0005 0.0005 alpha_MOMENTUM
2025-06-02 2025-06-03 ind_hotels_entertainment -0.0565 -0.0039 0.0002 tilt_INDUSTRY
2025-06-02 2025-06-03 ind_real_estate_operations 0.0115 -0.0012 -0.0000 tilt_INDUSTRY
2025-06-02 2025-06-03 sdiscrepancy NaN NaN -0.0003 unexplained
2025-06-02 2025-06-03 ind_commercial_services_supplies 0.0293 -0.0040 -0.0001 tilt_INDUSTRY
2025-06-02 2025-06-03 country_SG 0.0331 -0.0024 -0.0001 tilt_COUNTRY
2025-06-02 2025-06-03 specret NaN NaN -0.0040 unexplained
2025-06-02 2025-06-03 size_SMALL -0.0044 0.0016 -0.0000 tilt_SIZE
2025-06-02 2025-06-03 ind_beverages -0.0840 -0.0064 0.0005 tilt_INDUSTRY
2025-06-02 2025-06-03 ind_electric_utilities_ipps -0.0635 -0.0065 0.0004 tilt_INDUSTRY
2025-06-02 2025-06-03 ind_investment_services 0.0126 0.0027 0.0000 tilt_INDUSTRY
2025-06-02 2025-06-03 ind_multiline_utilities -0.0129 -0.0007 0.0000 tilt_INDUSTRY
2025-06-02 2025-06-03 quality 3.4090 0.0004 0.0015 alpha_QUALITY
2025-06-02 2025-06-03 ind_household_products_services -0.0210 0.0049 -0.0001 tilt_INDUSTRY
2025-06-02 2025-06-03 country_XH 0.1174 0.0134 0.0016 tilt_COUNTRY
2025-06-02 2025-06-03 neglect 0.7251 -0.0001 -0.0001 alpha_VALUE
2025-06-02 2025-06-03 ind_paper_forestry -0.0084 -0.0031 0.0000 tilt_INDUSTRY
2025-06-02 2025-06-03 ind_food_tobacco 0.1505 0.0038 0.0006 tilt_INDUSTRY
2025-06-02 2025-06-03 size_MID -0.0976 -0.0003 0.0000 tilt_SIZE
2025-06-03 2025-06-04 ind_household_products_services -0.0209 0.0022 -0.0000 tilt_INDUSTRY
2025-06-03 2025-06-04 revision 0.8243 0.0005 0.0004 alpha_REVISION
2025-06-03 2025-06-04 ind_insurance 0.0772 0.0029 0.0002 tilt_INDUSTRY
2025-06-03 2025-06-04 country_JP -0.0199 -0.0003 0.0000 tilt_COUNTRY
2025-06-03 2025-06-04 ind_specialty_reatil -0.0081 0.0062 -0.0001 tilt_INDUSTRY
2025-06-03 2025-06-04 ind_uranium -0.0029 0.0650 -0.0002 tilt_INDUSTRY
2025-06-03 2025-06-04 ind_natural_gas_utilities 0.0053 -0.0026 -0.0000 tilt_INDUSTRY
2025-06-03 2025-06-04 market 0.0561 -0.0043 -0.0002 risk_exposure
2025-06-03 2025-06-04 ind_household_goods -0.0037 0.0001 -0.0000 tilt_INDUSTRY
2025-06-03 2025-06-04 bcost NaN NaN -0.0003 cost
2025-06-03 2025-06-04 country_PH 0.0024 -0.0077 -0.0000 tilt_COUNTRY
2025-06-03 2025-06-04 value_liq 0.8000 0.0006 0.0005 alpha_VALUE
2025-06-03 2025-06-04 country_ID 0.0124 0.0007 0.0000 tilt_COUNTRY
2025-06-03 2025-06-04 country_HK 0.0452 -0.0059 -0.0003 tilt_COUNTRY
2025-06-03 2025-06-04 linearCost NaN NaN -0.0002 cost
2025-06-03 2025-06-04 country_IN 0.0124 0.0041 0.0001 tilt_COUNTRY
2025-06-03 2025-06-04 ind_food_drug_retail 0.0492 0.0011 0.0001 tilt_INDUSTRY
2025-06-03 2025-06-04 ind_multiline_utilities -0.0129 0.0008 -0.0000 tilt_INDUSTRY
2025-06-03 2025-06-04 ind_food_tobacco 0.1508 0.0045 0.0007 tilt_INDUSTRY
2025-06-03 2025-06-04 country_SG 0.0411 0.0027 0.0001 tilt_COUNTRY
2025-06-03 2025-06-04 ind_hotels_entertainment -0.0582 0.0030 -0.0002 tilt_INDUSTRY
2025-06-03 2025-06-04 neglect 0.7615 -0.0010 -0.0008 alpha_VALUE
2025-06-03 2025-06-04 ind_pharmaceuticals -0.0634 -0.0005 0.0000 tilt_INDUSTRY
2025-06-03 2025-06-04 size_LARGE 0.1583 -0.0008 -0.0001 tilt_SIZE
2025-06-03 2025-06-04 ind_renewable_energy 0.0145 -0.0016 -0.0000 tilt_INDUSTRY
2025-06-03 2025-06-04 reversal 0.9148 0.0002 0.0002 alpha_REVERSAL
2025-06-03 2025-06-04 value_gc 1.7758 -0.0006 -0.0011 alpha_VALUE
2025-06-03 2025-06-04 ind_leisure_products -0.0002 0.0100 -0.0000 tilt_INDUSTRY
2025-06-03 2025-06-04 ind_machinery -0.0385 -0.0009 0.0000 tilt_INDUSTRY
2025-06-03 2025-06-04 ind_textiles_apparel -0.0341 0.0031 -0.0001 tilt_INDUSTRY
2025-06-03 2025-06-04 pdiscrepancy NaN NaN -0.0001 unexplained
2025-06-03 2025-06-04 ind_holding_companies -0.0021 -0.0029 0.0000 tilt_INDUSTRY
2025-06-03 2025-06-04 ind_beverages -0.0827 -0.0007 0.0001 tilt_INDUSTRY
2025-06-03 2025-06-04 ind_healthcare_providers_services 0.0403 0.0002 0.0000 tilt_INDUSTRY
2025-06-03 2025-06-04 ind_communications_equipment -0.0083 -0.0027 0.0000 tilt_INDUSTRY
2025-06-03 2025-06-04 ind_industrial_distribution 0.0380 0.0026 0.0001 tilt_INDUSTRY
2025-06-03 2025-06-04 ind_electric_utilities_ipps -0.0640 0.0014 -0.0001 tilt_INDUSTRY
2025-06-03 2025-06-04 ind_passenger_transportation 0.0704 -0.0047 -0.0003 tilt_INDUSTRY
2025-06-03 2025-06-04 specret NaN NaN -0.0062 unexplained
2025-06-03 2025-06-04 ind_paper_forestry -0.0080 0.0065 -0.0001 tilt_INDUSTRY
2025-06-03 2025-06-04 ind_transportation_infrastructure 0.0140 -0.0011 -0.0000 tilt_INDUSTRY
2025-06-03 2025-06-04 linkage 0.9413 -0.0002 -0.0002 alpha_MOMENTUM
2025-06-03 2025-06-04 ind_real_estate_operations 0.0115 -0.0043 -0.0001 tilt_INDUSTRY
2025-06-03 2025-06-04 quality 3.4737 0.0010 0.0035 alpha_QUALITY
2025-06-03 2025-06-04 country_XH 0.1084 -0.0009 -0.0001 tilt_COUNTRY
2025-06-03 2025-06-04 size_MID -0.0960 0.0004 -0.0000 tilt_SIZE
2025-06-03 2025-06-04 country_TH 0.0787 -0.0125 -0.0010 tilt_COUNTRY
2025-06-03 2025-06-04 ind_investment_services 0.0133 0.0042 0.0001 tilt_INDUSTRY
2025-06-03 2025-06-04 ind_computers_phones_household_electronics 0.1117 0.0011 0.0001 tilt_INDUSTRY
2025-06-03 2025-06-04 size_SMALL 0.0013 0.0001 0.0000 tilt_SIZE
2025-06-03 2025-06-04 ind_healthcare_equipment_supplies -0.0955 -0.0039 0.0004 tilt_INDUSTRY
2025-06-03 2025-06-04 ind_biotechnology 0.0175 -0.0053 -0.0001 tilt_INDUSTRY
2025-06-03 2025-06-04 fcost NaN NaN -0.0000 cost
2025-06-03 2025-06-04 ind_consumer_goods_conglomerates 0.0008 -0.0025 -0.0000 tilt_INDUSTRY
2025-06-03 2025-06-04 ind_construction_materials -0.0033 -0.0014 0.0000 tilt_INDUSTRY
2025-06-03 2025-06-04 stability 4.6536 -0.0007 -0.0032 alpha_QUALITY
2025-06-03 2025-06-04 ind_diversified_retail -0.0008 0.0038 -0.0000 tilt_INDUSTRY
2025-06-03 2025-06-04 ind_containers_packaging -0.0041 0.0016 -0.0000 tilt_INDUSTRY
2025-06-03 2025-06-04 ind_metals_mining -0.1217 0.0031 -0.0004 tilt_INDUSTRY
2025-06-03 2025-06-04 sbeta_market 0.0379 0.0114 0.0004 risk_exposure
2025-06-03 2025-06-04 ind_telecommunications_serices 0.1230 0.0009 0.0001 tilt_INDUSTRY
2025-06-03 2025-06-04 ind_coal -0.0498 0.0057 -0.0003 tilt_INDUSTRY
2025-06-03 2025-06-04 ind_oil_gas 0.0219 0.0055 0.0001 tilt_INDUSTRY
2025-06-03 2025-06-04 country_NZ -0.0186 0.0200 -0.0004 tilt_COUNTRY
2025-06-03 2025-06-04 ind_aerospace_defense 0.0018 -0.0079 -0.0000 tilt_INDUSTRY
2025-06-03 2025-06-04 ind_automobile -0.0228 -0.0049 0.0001 tilt_INDUSTRY
2025-06-03 2025-06-04 ind_office_equipment 0.0000 -0.0019 0.0000 tilt_INDUSTRY
2025-06-03 2025-06-04 ind_fintech 0.0021 -0.0027 -0.0000 tilt_INDUSTRY
2025-06-03 2025-06-04 ind_water_utilities -0.0072 0.0017 -0.0000 tilt_INDUSTRY
2025-06-03 2025-06-04 momentum -0.1750 -0.0002 0.0000 alpha_MOMENTUM
2025-06-03 2025-06-04 ind_semiconductors 0.0362 -0.0012 -0.0000 tilt_INDUSTRY
2025-06-03 2025-06-04 ind_commercial_services_supplies 0.0302 -0.0004 -0.0000 tilt_INDUSTRY
2025-06-03 2025-06-04 country_AU -0.1014 0.0060 -0.0006 tilt_COUNTRY
2025-06-03 2025-06-04 country_KR -0.1007 0.0168 -0.0017 tilt_COUNTRY
2025-06-03 2025-06-04 ind_banking_services -0.1216 0.0011 -0.0001 tilt_INDUSTRY
2025-06-03 2025-06-04 size_MICRO -0.0075 0.0015 -0.0000 tilt_SIZE
2025-06-03 2025-06-04 ind_electronic_equipment -0.0579 0.0034 -0.0002 tilt_INDUSTRY
2025-06-03 2025-06-04 ind_oil_gas_equipment_services -0.0149 0.0026 -0.0000 tilt_INDUSTRY
2025-06-03 2025-06-04 ind_freight_logistics 0.0036 -0.0071 -0.0000 tilt_INDUSTRY
2025-06-03 2025-06-04 ind_construction_engineering 0.0598 0.0020 0.0001 tilt_INDUSTRY
2025-06-03 2025-06-04 fmom 0.2208 0.0003 0.0001 alpha_QUALITY
2025-06-03 2025-06-04 country_MY 0.0058 0.0001 0.0000 tilt_COUNTRY
2025-06-03 2025-06-04 impactCost NaN NaN -0.0001 cost
2025-06-03 2025-06-04 ind_software_it_services 0.1194 -0.0037 -0.0004 tilt_INDUSTRY
2025-06-03 2025-06-04 ind_integrated_hardware_software 0.0087 -0.0091 -0.0001 tilt_INDUSTRY
2025-06-03 2025-06-04 ind_homebuilding_building_products -0.0343 -0.0009 0.0000 tilt_INDUSTRY
2025-06-03 2025-06-04 sdiscrepancy NaN NaN -0.0020 unexplained
2025-06-03 2025-06-04 country_CN -0.0769 -0.0036 0.0003 tilt_COUNTRY
2025-06-03 2025-06-04 country_TW 0.0673 0.0086 0.0006 tilt_COUNTRY
2025-06-03 2025-06-04 ind_chemicals -0.0425 0.0002 -0.0000 tilt_INDUSTRY
2025-06-03 2025-06-04 ind_media_publishing 0.0250 -0.0007 -0.0000 tilt_INDUSTRY
2025-06-04 2025-06-05 ind_uranium -0.0029 -0.0137 0.0000 tilt_INDUSTRY
2025-06-04 2025-06-05 country_NZ -0.0187 0.0090 -0.0002 tilt_COUNTRY
2025-06-04 2025-06-05 ind_oil_gas 0.0222 -0.0036 -0.0001 tilt_INDUSTRY
2025-06-04 2025-06-05 fmom 0.2105 -0.0006 -0.0001 alpha_QUALITY
2025-06-04 2025-06-05 ind_containers_packaging -0.0041 0.0009 -0.0000 tilt_INDUSTRY
2025-06-04 2025-06-05 ind_household_goods -0.0037 -0.0037 0.0000 tilt_INDUSTRY
2025-06-04 2025-06-05 market 0.0551 -0.0060 -0.0003 risk_exposure
2025-06-04 2025-06-05 reversal 0.9757 0.0018 0.0017 alpha_REVERSAL
2025-06-04 2025-06-05 ind_integrated_hardware_software 0.0087 0.0108 0.0001 tilt_INDUSTRY
2025-06-04 2025-06-05 ind_holding_companies -0.0020 -0.0242 0.0000 tilt_INDUSTRY
2025-06-04 2025-06-05 country_AU -0.1009 0.0015 -0.0001 tilt_COUNTRY
2025-06-04 2025-06-05 country_ID 0.0124 0.0101 0.0001 tilt_COUNTRY
2025-06-04 2025-06-05 ind_machinery -0.0341 0.0013 -0.0000 tilt_INDUSTRY
2025-06-04 2025-06-05 ind_biotechnology 0.0170 -0.0163 -0.0003 tilt_INDUSTRY
2025-06-04 2025-06-05 ind_freight_logistics 0.0022 -0.0083 -0.0000 tilt_INDUSTRY
2025-06-04 2025-06-05 country_IN 0.0121 0.0089 0.0001 tilt_COUNTRY
2025-06-04 2025-06-05 momentum -0.1784 0.0006 -0.0001 alpha_MOMENTUM
2025-06-04 2025-06-05 ind_food_drug_retail 0.0488 -0.0005 -0.0000 tilt_INDUSTRY
2025-06-04 2025-06-05 country_TH 0.0861 0.0132 0.0011 tilt_COUNTRY
2025-06-04 2025-06-05 ind_multiline_utilities -0.0128 0.0128 -0.0002 tilt_INDUSTRY
2025-06-04 2025-06-05 country_TW 0.0643 -0.0031 -0.0002 tilt_COUNTRY
2025-06-04 2025-06-05 ind_hotels_entertainment -0.0591 -0.0003 0.0000 tilt_INDUSTRY
2025-06-04 2025-06-05 ind_electric_utilities_ipps -0.0637 0.0002 -0.0000 tilt_INDUSTRY
2025-06-04 2025-06-05 fcost NaN NaN -0.0000 cost
2025-06-04 2025-06-05 ind_paper_forestry -0.0085 -0.0037 0.0000 tilt_INDUSTRY
2025-06-04 2025-06-05 country_MY 0.0058 0.0118 0.0001 tilt_COUNTRY
2025-06-04 2025-06-05 ind_aerospace_defense 0.0027 -0.0023 -0.0000 tilt_INDUSTRY
2025-06-04 2025-06-05 country_KR -0.1020 0.0108 -0.0011 tilt_COUNTRY
2025-06-04 2025-06-05 ind_leisure_products 0.0005 -0.0073 -0.0000 tilt_INDUSTRY
2025-06-04 2025-06-05 value_gc 1.8132 0.0006 0.0011 alpha_VALUE
2025-06-04 2025-06-05 impactCost NaN NaN -0.0001 cost
2025-06-04 2025-06-05 ind_software_it_services 0.1128 0.0090 0.0010 tilt_INDUSTRY
2025-06-04 2025-06-05 ind_textiles_apparel -0.0348 -0.0069 0.0002 tilt_INDUSTRY
2025-06-04 2025-06-05 ind_oil_gas_equipment_services -0.0150 -0.0041 0.0001 tilt_INDUSTRY
2025-06-04 2025-06-05 size_MICRO -0.0082 -0.0018 0.0000 tilt_SIZE
2025-06-04 2025-06-05 ind_natural_gas_utilities 0.0055 0.0013 0.0000 tilt_INDUSTRY
2025-06-04 2025-06-05 ind_household_products_services -0.0204 -0.0081 0.0002 tilt_INDUSTRY
2025-06-04 2025-06-05 country_CN -0.0815 -0.0013 0.0001 tilt_COUNTRY
2025-06-04 2025-06-05 ind_semiconductors 0.0296 0.0122 0.0004 tilt_INDUSTRY
2025-06-04 2025-06-05 ind_beverages -0.0807 -0.0022 0.0002 tilt_INDUSTRY
2025-06-04 2025-06-05 ind_commercial_services_supplies 0.0310 0.0021 0.0001 tilt_INDUSTRY
2025-06-04 2025-06-05 ind_water_utilities -0.0072 -0.0040 0.0000 tilt_INDUSTRY
2025-06-04 2025-06-05 ind_banking_services -0.1210 -0.0039 0.0005 tilt_INDUSTRY
2025-06-04 2025-06-05 ind_construction_materials -0.0033 -0.0029 0.0000 tilt_INDUSTRY
2025-06-04 2025-06-05 value_liq 0.8186 -0.0007 -0.0006 alpha_VALUE
2025-06-04 2025-06-05 ind_specialty_reatil -0.0104 0.0022 -0.0000 tilt_INDUSTRY
2025-06-04 2025-06-05 ind_office_equipment 0.0000 0.0084 0.0000 tilt_INDUSTRY
2025-06-04 2025-06-05 ind_insurance 0.0812 0.0014 0.0001 tilt_INDUSTRY
2025-06-04 2025-06-05 ind_passenger_transportation 0.0702 0.0019 0.0001 tilt_INDUSTRY
2025-06-04 2025-06-05 ind_transportation_infrastructure 0.0148 -0.0011 -0.0000 tilt_INDUSTRY
2025-06-04 2025-06-05 country_PH 0.0023 0.0063 0.0000 tilt_COUNTRY
2025-06-04 2025-06-05 ind_telecommunications_serices 0.1231 0.0023 0.0003 tilt_INDUSTRY
2025-06-04 2025-06-05 ind_fintech 0.0021 0.0044 0.0000 tilt_INDUSTRY
2025-06-04 2025-06-05 ind_coal -0.0493 -0.0046 0.0002 tilt_INDUSTRY
2025-06-04 2025-06-05 sbeta_market 0.0334 0.0086 0.0003 risk_exposure
2025-06-04 2025-06-05 ind_consumer_goods_conglomerates 0.0002 -0.0033 -0.0000 tilt_INDUSTRY
2025-06-04 2025-06-05 country_HK 0.0476 0.0049 0.0002 tilt_COUNTRY
2025-06-04 2025-06-05 stability 4.6865 0.0008 0.0040 alpha_QUALITY
2025-06-04 2025-06-05 linearCost NaN NaN -0.0001 cost
2025-06-04 2025-06-05 specret NaN NaN 0.0004 unexplained
2025-06-04 2025-06-05 ind_healthcare_providers_services 0.0401 -0.0073 -0.0003 tilt_INDUSTRY
2025-06-04 2025-06-05 size_SMALL -0.0006 -0.0006 0.0000 tilt_SIZE
2025-06-04 2025-06-05 ind_food_tobacco 0.1503 -0.0084 -0.0013 tilt_INDUSTRY
2025-06-04 2025-06-05 ind_investment_services 0.0134 0.0017 0.0000 tilt_INDUSTRY
2025-06-04 2025-06-05 size_MID -0.0965 0.0006 -0.0001 tilt_SIZE
2025-06-04 2025-06-05 quality 3.5119 -0.0009 -0.0032 alpha_QUALITY
2025-06-04 2025-06-05 neglect 0.7918 -0.0006 -0.0004 alpha_VALUE
2025-06-04 2025-06-05 ind_pharmaceuticals -0.0602 -0.0122 0.0007 tilt_INDUSTRY
2025-06-04 2025-06-05 linkage 0.9646 0.0004 0.0003 alpha_MOMENTUM
2025-06-04 2025-06-05 size_LARGE 0.1605 -0.0001 -0.0000 tilt_SIZE
2025-06-04 2025-06-05 ind_healthcare_equipment_supplies -0.0945 -0.0043 0.0004 tilt_INDUSTRY
2025-06-04 2025-06-05 ind_homebuilding_building_products -0.0339 -0.0051 0.0002 tilt_INDUSTRY
2025-06-04 2025-06-05 pdiscrepancy NaN NaN -0.0000 unexplained
2025-06-04 2025-06-05 ind_communications_equipment -0.0072 0.0084 -0.0001 tilt_INDUSTRY
2025-06-04 2025-06-05 country_JP -0.0158 -0.0087 0.0001 tilt_COUNTRY
2025-06-04 2025-06-05 ind_metals_mining -0.1222 -0.0044 0.0005 tilt_INDUSTRY
2025-06-04 2025-06-05 ind_construction_engineering 0.0601 -0.0010 -0.0001 tilt_INDUSTRY
2025-06-04 2025-06-05 ind_renewable_energy 0.0145 -0.0057 -0.0001 tilt_INDUSTRY
2025-06-04 2025-06-05 bcost NaN NaN -0.0003 cost
2025-06-04 2025-06-05 country_XH 0.0970 0.0020 0.0002 tilt_COUNTRY
2025-06-04 2025-06-05 ind_chemicals -0.0432 -0.0001 0.0000 tilt_INDUSTRY
2025-06-04 2025-06-05 ind_industrial_distribution 0.0379 -0.0018 -0.0001 tilt_INDUSTRY
2025-06-04 2025-06-05 ind_real_estate_operations 0.0124 0.0005 0.0000 tilt_INDUSTRY
2025-06-04 2025-06-05 ind_electronic_equipment -0.0600 0.0111 -0.0007 tilt_INDUSTRY
2025-06-04 2025-06-05 ind_diversified_retail -0.0018 -0.0025 0.0000 tilt_INDUSTRY
2025-06-04 2025-06-05 country_SG 0.0463 0.0064 0.0003 tilt_COUNTRY
2025-06-04 2025-06-05 ind_computers_phones_household_electronics 0.1087 0.0056 0.0006 tilt_INDUSTRY
2025-06-04 2025-06-05 revision 0.8430 -0.0001 -0.0001 alpha_REVISION
2025-06-04 2025-06-05 ind_automobile -0.0223 -0.0043 0.0001 tilt_INDUSTRY
2025-06-04 2025-06-05 sdiscrepancy NaN NaN 0.0001 unexplained
2025-06-04 2025-06-05 ind_media_publishing 0.0290 0.0050 0.0001 tilt_INDUSTRY
2025-06-05 2025-06-06 ind_oil_gas 0.0243 0.0038 0.0001 tilt_INDUSTRY
2025-06-05 2025-06-06 ind_semiconductors 0.0210 0.0023 0.0000 tilt_INDUSTRY
2025-06-05 2025-06-06 bcost NaN NaN -0.0003 cost
2025-06-05 2025-06-06 ind_diversified_retail -0.0034 -0.0022 0.0000 tilt_INDUSTRY
2025-06-05 2025-06-06 ind_construction_engineering 0.0606 0.0055 0.0003 tilt_INDUSTRY
2025-06-05 2025-06-06 ind_fintech 0.0023 -0.0066 -0.0000 tilt_INDUSTRY
2025-06-05 2025-06-06 country_IN 0.0120 0.0031 0.0000 tilt_COUNTRY
2025-06-05 2025-06-06 country_NZ -0.0185 -0.0036 0.0001 tilt_COUNTRY
2025-06-05 2025-06-06 linearCost NaN NaN -0.0001 cost
2025-06-05 2025-06-06 country_MY 0.0058 -0.0048 -0.0000 tilt_COUNTRY
2025-06-05 2025-06-06 ind_food_drug_retail 0.0488 -0.0036 -0.0002 tilt_INDUSTRY
2025-06-05 2025-06-06 ind_telecommunications_serices 0.1224 0.0007 0.0001 tilt_INDUSTRY
2025-06-05 2025-06-06 ind_aerospace_defense 0.0031 -0.0069 -0.0000 tilt_INDUSTRY
2025-06-05 2025-06-06 ind_uranium -0.0026 -0.0061 0.0000 tilt_INDUSTRY
2025-06-05 2025-06-06 specret NaN NaN 0.0004 unexplained
2025-06-05 2025-06-06 ind_water_utilities -0.0073 0.0000 -0.0000 tilt_INDUSTRY
2025-06-05 2025-06-06 ind_banking_services -0.1400 0.0007 -0.0001 tilt_INDUSTRY
2025-06-05 2025-06-06 ind_commercial_services_supplies 0.0310 -0.0031 -0.0001 tilt_INDUSTRY
2025-06-05 2025-06-06 ind_coal -0.0492 0.0034 -0.0002 tilt_INDUSTRY
2025-06-05 2025-06-06 ind_communications_equipment -0.0065 0.0040 -0.0000 tilt_INDUSTRY
2025-06-05 2025-06-06 ind_computers_phones_household_electronics 0.1071 -0.0020 -0.0002 tilt_INDUSTRY
2025-06-05 2025-06-06 ind_passenger_transportation 0.0702 -0.0007 -0.0000 tilt_INDUSTRY
2025-06-05 2025-06-06 market 0.0534 0.0063 0.0003 risk_exposure
2025-06-05 2025-06-06 ind_office_equipment 0.0000 -0.0049 0.0000 tilt_INDUSTRY
2025-06-05 2025-06-06 ind_transportation_infrastructure 0.0170 0.0021 0.0000 tilt_INDUSTRY
2025-06-05 2025-06-06 linkage 0.9970 -0.0005 -0.0005 alpha_MOMENTUM
2025-06-05 2025-06-06 country_PH 0.0023 -0.0039 -0.0000 tilt_COUNTRY
2025-06-05 2025-06-06 country_KR -0.1026 -0.0016 0.0002 tilt_COUNTRY
2025-06-05 2025-06-06 quality 3.5400 -0.0011 -0.0037 alpha_QUALITY
2025-06-05 2025-06-06 ind_real_estate_operations 0.0143 0.0038 0.0001 tilt_INDUSTRY
2025-06-05 2025-06-06 impactCost NaN NaN -0.0001 cost
2025-06-05 2025-06-06 ind_chemicals -0.0458 0.0032 -0.0001 tilt_INDUSTRY
2025-06-05 2025-06-06 size_MID -0.0925 0.0002 -0.0000 tilt_SIZE
2025-06-05 2025-06-06 country_CN -0.0818 0.0002 -0.0000 tilt_COUNTRY
2025-06-05 2025-06-06 ind_homebuilding_building_products -0.0336 -0.0015 0.0001 tilt_INDUSTRY
2025-06-05 2025-06-06 ind_healthcare_equipment_supplies -0.0957 -0.0036 0.0003 tilt_INDUSTRY
2025-06-05 2025-06-06 ind_software_it_services 0.1130 -0.0018 -0.0002 tilt_INDUSTRY
2025-06-05 2025-06-06 size_SMALL -0.0003 -0.0002 0.0000 tilt_SIZE
2025-06-05 2025-06-06 country_HK 0.0526 0.0019 0.0001 tilt_COUNTRY
2025-06-05 2025-06-06 ind_metals_mining -0.1220 0.0072 -0.0009 tilt_INDUSTRY
2025-06-05 2025-06-06 stability 4.6913 -0.0001 -0.0006 alpha_QUALITY
2025-06-05 2025-06-06 ind_oil_gas_equipment_services -0.0150 0.0001 -0.0000 tilt_INDUSTRY
2025-06-05 2025-06-06 country_ID 0.0124 -0.0057 -0.0001 tilt_COUNTRY
2025-06-05 2025-06-06 ind_consumer_goods_conglomerates 0.0003 0.0071 0.0000 tilt_INDUSTRY
2025-06-05 2025-06-06 revision 0.9135 0.0001 0.0001 alpha_REVISION
2025-06-05 2025-06-06 size_MICRO -0.0075 -0.0024 0.0000 tilt_SIZE
2025-06-05 2025-06-06 sbeta_market 0.0341 -0.0065 -0.0002 risk_exposure
2025-06-05 2025-06-06 ind_investment_services 0.0146 -0.0029 -0.0000 tilt_INDUSTRY
2025-06-05 2025-06-06 pdiscrepancy NaN NaN -0.0000 unexplained
2025-06-05 2025-06-06 ind_construction_materials -0.0033 0.0045 -0.0000 tilt_INDUSTRY
2025-06-05 2025-06-06 ind_automobile -0.0232 -0.0019 0.0000 tilt_INDUSTRY
2025-06-05 2025-06-06 neglect 0.8032 -0.0002 -0.0002 alpha_VALUE
2025-06-05 2025-06-06 ind_paper_forestry -0.0091 0.0056 -0.0001 tilt_INDUSTRY
2025-06-05 2025-06-06 reversal 0.9055 0.0001 0.0001 alpha_REVERSAL
2025-06-05 2025-06-06 ind_natural_gas_utilities 0.0057 -0.0012 -0.0000 tilt_INDUSTRY
2025-06-05 2025-06-06 country_AU -0.0993 -0.0076 0.0008 tilt_COUNTRY
2025-06-05 2025-06-06 ind_electric_utilities_ipps -0.0639 0.0015 -0.0001 tilt_INDUSTRY
2025-06-05 2025-06-06 ind_pharmaceuticals -0.0544 -0.0020 0.0001 tilt_INDUSTRY
2025-06-05 2025-06-06 ind_textiles_apparel -0.0354 -0.0029 0.0001 tilt_INDUSTRY
2025-06-05 2025-06-06 value_gc 1.8245 0.0004 0.0007 alpha_VALUE
2025-06-05 2025-06-06 ind_leisure_products 0.0007 -0.0068 -0.0000 tilt_INDUSTRY
2025-06-05 2025-06-06 ind_specialty_reatil -0.0125 -0.0020 0.0000 tilt_INDUSTRY
2025-06-05 2025-06-06 ind_machinery -0.0224 -0.0012 0.0000 tilt_INDUSTRY
2025-06-05 2025-06-06 ind_integrated_hardware_software 0.0089 0.0031 0.0000 tilt_INDUSTRY
2025-06-05 2025-06-06 ind_insurance 0.0878 -0.0011 -0.0001 tilt_INDUSTRY
2025-06-05 2025-06-06 size_LARGE 0.1537 0.0001 0.0000 tilt_SIZE
2025-06-05 2025-06-06 momentum -0.2059 -0.0010 0.0002 alpha_MOMENTUM
2025-06-05 2025-06-06 country_TW 0.0636 -0.0004 -0.0000 tilt_COUNTRY
2025-06-05 2025-06-06 ind_freight_logistics 0.0011 0.0016 0.0000 tilt_INDUSTRY
2025-06-05 2025-06-06 ind_renewable_energy 0.0141 0.0001 0.0000 tilt_INDUSTRY
2025-06-05 2025-06-06 ind_electronic_equipment -0.0632 -0.0016 0.0001 tilt_INDUSTRY
2025-06-05 2025-06-06 country_TH 0.0781 -0.0068 -0.0005 tilt_COUNTRY
2025-06-05 2025-06-06 ind_household_products_services -0.0189 -0.0107 0.0002 tilt_INDUSTRY
2025-06-05 2025-06-06 ind_beverages -0.0795 0.0003 -0.0000 tilt_INDUSTRY
2025-06-05 2025-06-06 ind_food_tobacco 0.1493 -0.0030 -0.0005 tilt_INDUSTRY
2025-06-05 2025-06-06 ind_multiline_utilities -0.0127 0.0050 -0.0001 tilt_INDUSTRY
2025-06-05 2025-06-06 value_liq 0.8190 -0.0001 -0.0001 alpha_VALUE
2025-06-05 2025-06-06 ind_containers_packaging -0.0039 0.0010 -0.0000 tilt_INDUSTRY
2025-06-05 2025-06-06 fcost NaN NaN -0.0000 cost
2025-06-05 2025-06-06 sdiscrepancy NaN NaN -0.0002 unexplained
2025-06-05 2025-06-06 fmom 0.2151 0.0005 0.0001 alpha_QUALITY
2025-06-05 2025-06-06 country_JP -0.0027 0.0019 -0.0000 tilt_COUNTRY
2025-06-05 2025-06-06 ind_hotels_entertainment -0.0564 -0.0031 0.0002 tilt_INDUSTRY
2025-06-05 2025-06-06 ind_biotechnology 0.0172 -0.0010 -0.0000 tilt_INDUSTRY
2025-06-05 2025-06-06 ind_holding_companies -0.0017 0.0052 -0.0000 tilt_INDUSTRY
2025-06-05 2025-06-06 ind_media_publishing 0.0323 -0.0045 -0.0001 tilt_INDUSTRY
2025-06-05 2025-06-06 ind_healthcare_providers_services 0.0398 -0.0005 -0.0000 tilt_INDUSTRY
2025-06-05 2025-06-06 country_XH 0.0831 0.0011 0.0001 tilt_COUNTRY
2025-06-05 2025-06-06 ind_household_goods -0.0038 0.0002 -0.0000 tilt_INDUSTRY
2025-06-05 2025-06-06 country_SG 0.0483 0.0013 0.0001 tilt_COUNTRY
2025-06-05 2025-06-06 ind_industrial_distribution 0.0376 -0.0004 -0.0000 tilt_INDUSTRY
2025-06-06 2025-06-09 ind_passenger_transportation 0.0703 -0.0001 -0.0000 tilt_INDUSTRY
2025-06-06 2025-06-09 ind_homebuilding_building_products -0.0338 -0.0040 0.0001 tilt_INDUSTRY
2025-06-06 2025-06-09 ind_insurance 0.0951 0.0000 0.0000 tilt_INDUSTRY
2025-06-06 2025-06-09 ind_chemicals -0.0474 -0.0014 0.0001 tilt_INDUSTRY
2025-06-06 2025-06-09 country_SG 0.0488 -0.0043 -0.0002 tilt_COUNTRY
2025-06-06 2025-06-09 country_PH 0.0023 0.0027 0.0000 tilt_COUNTRY
2025-06-06 2025-06-09 neglect 0.8043 0.0004 0.0003 alpha_VALUE
2025-06-06 2025-06-09 ind_pharmaceuticals -0.0540 0.0115 -0.0006 tilt_INDUSTRY
2025-06-06 2025-06-09 country_KR -0.1012 0.0082 -0.0008 tilt_COUNTRY
2025-06-06 2025-06-09 ind_office_equipment 0.0000 -0.0031 0.0000 tilt_INDUSTRY
2025-06-06 2025-06-09 impactCost NaN NaN -0.0002 cost
2025-06-06 2025-06-09 ind_specialty_reatil -0.0132 0.0019 -0.0000 tilt_INDUSTRY
2025-06-06 2025-06-09 ind_renewable_energy 0.0136 0.0059 0.0001 tilt_INDUSTRY
2025-06-06 2025-06-09 revision 0.9157 -0.0001 -0.0001 alpha_REVISION
2025-06-06 2025-06-09 linearCost NaN NaN -0.0001 cost
2025-06-06 2025-06-09 ind_beverages -0.0792 -0.0098 0.0008 tilt_INDUSTRY
2025-06-06 2025-06-09 ind_construction_materials -0.0033 -0.0033 0.0000 tilt_INDUSTRY
2025-06-06 2025-06-09 value_liq 0.8384 -0.0001 -0.0001 alpha_VALUE
2025-06-06 2025-06-09 ind_banking_services -0.1454 0.0044 -0.0006 tilt_INDUSTRY
2025-06-06 2025-06-09 ind_water_utilities -0.0073 -0.0015 0.0000 tilt_INDUSTRY
2025-06-06 2025-06-09 ind_commercial_services_supplies 0.0318 0.0021 0.0001 tilt_INDUSTRY
2025-06-06 2025-06-09 ind_industrial_distribution 0.0373 -0.0081 -0.0003 tilt_INDUSTRY
2025-06-06 2025-06-09 country_MY 0.0058 0.0018 0.0000 tilt_COUNTRY
2025-06-06 2025-06-09 ind_healthcare_providers_services 0.0397 0.0048 0.0002 tilt_INDUSTRY
2025-06-06 2025-06-09 ind_software_it_services 0.1109 0.0012 0.0001 tilt_INDUSTRY
2025-06-06 2025-06-09 ind_construction_engineering 0.0604 -0.0023 -0.0001 tilt_INDUSTRY
2025-06-06 2025-06-09 ind_natural_gas_utilities 0.0059 -0.0003 -0.0000 tilt_INDUSTRY
2025-06-06 2025-06-09 ind_semiconductors 0.0087 -0.0040 -0.0000 tilt_INDUSTRY
2025-06-06 2025-06-09 value_gc 1.8657 0.0001 0.0002 alpha_VALUE
2025-06-06 2025-06-09 country_CN -0.0900 -0.0028 0.0002 tilt_COUNTRY
2025-06-06 2025-06-09 ind_textiles_apparel -0.0346 0.0013 -0.0000 tilt_INDUSTRY
2025-06-06 2025-06-09 ind_computers_phones_household_electronics 0.1062 -0.0029 -0.0003 tilt_INDUSTRY
2025-06-06 2025-06-09 size_LARGE 0.1547 0.0011 0.0002 tilt_SIZE
2025-06-06 2025-06-09 ind_oil_gas_equipment_services -0.0151 -0.0007 0.0000 tilt_INDUSTRY
2025-06-06 2025-06-09 ind_leisure_products 0.0005 0.0069 0.0000 tilt_INDUSTRY
2025-06-06 2025-06-09 country_HK 0.0573 0.0036 0.0002 tilt_COUNTRY
2025-06-06 2025-06-09 sbeta_market 0.0241 0.0120 0.0003 risk_exposure
2025-06-06 2025-06-09 ind_household_products_services -0.0178 0.0010 -0.0000 tilt_INDUSTRY
2025-06-06 2025-06-09 size_MICRO -0.0080 -0.0013 0.0000 tilt_SIZE
2025-06-06 2025-06-09 quality 3.5617 0.0009 0.0031 alpha_QUALITY
2025-06-06 2025-06-09 country_NZ -0.0183 -0.0024 0.0000 tilt_COUNTRY
2025-06-06 2025-06-09 country_TW 0.0670 -0.0001 -0.0000 tilt_COUNTRY
2025-06-06 2025-06-09 ind_coal -0.0489 -0.0010 0.0000 tilt_INDUSTRY
2025-06-06 2025-06-09 ind_containers_packaging -0.0035 0.0006 -0.0000 tilt_INDUSTRY
2025-06-06 2025-06-09 momentum -0.2100 0.0006 -0.0001 alpha_MOMENTUM
2025-06-06 2025-06-09 ind_machinery -0.0227 -0.0033 0.0001 tilt_INDUSTRY
2025-06-06 2025-06-09 ind_uranium -0.0026 -0.0068 0.0000 tilt_INDUSTRY
2025-06-06 2025-06-09 bcost NaN NaN -0.0010 cost
2025-06-06 2025-06-09 ind_integrated_hardware_software 0.0090 -0.0074 -0.0001 tilt_INDUSTRY
2025-06-06 2025-06-09 ind_fintech 0.0025 0.0022 0.0000 tilt_INDUSTRY
2025-06-06 2025-06-09 country_IN 0.0119 0.0087 0.0001 tilt_COUNTRY
2025-06-06 2025-06-09 ind_food_drug_retail 0.0480 0.0018 0.0001 tilt_INDUSTRY
2025-06-06 2025-06-09 ind_aerospace_defense 0.0039 -0.0023 -0.0000 tilt_INDUSTRY
2025-06-06 2025-06-09 size_SMALL -0.0024 -0.0001 0.0000 tilt_SIZE
2025-06-06 2025-06-09 ind_telecommunications_serices 0.1225 0.0011 0.0001 tilt_INDUSTRY
2025-06-06 2025-06-09 specret NaN NaN -0.0011 unexplained
2025-06-06 2025-06-09 ind_paper_forestry -0.0094 -0.0035 0.0000 tilt_INDUSTRY
2025-06-06 2025-06-09 ind_automobile -0.0234 -0.0035 0.0001 tilt_INDUSTRY
2025-06-06 2025-06-09 country_TH 0.0709 -0.0071 -0.0005 tilt_COUNTRY
2025-06-06 2025-06-09 ind_diversified_retail -0.0045 0.0020 -0.0000 tilt_INDUSTRY
2025-06-06 2025-06-09 country_JP 0.0053 0.0003 0.0000 tilt_COUNTRY
2025-06-06 2025-06-09 ind_oil_gas 0.0245 0.0023 0.0001 tilt_INDUSTRY
2025-06-06 2025-06-09 country_XH 0.0714 0.0043 0.0003 tilt_COUNTRY
2025-06-06 2025-06-09 pdiscrepancy NaN NaN 0.0000 unexplained
2025-06-06 2025-06-09 ind_biotechnology 0.0185 0.0150 0.0003 tilt_INDUSTRY
2025-06-06 2025-06-09 ind_multiline_utilities -0.0127 -0.0033 0.0000 tilt_INDUSTRY
2025-06-06 2025-06-09 ind_hotels_entertainment -0.0564 0.0030 -0.0002 tilt_INDUSTRY
2025-06-06 2025-06-09 ind_electric_utilities_ipps -0.0641 0.0028 -0.0002 tilt_INDUSTRY
2025-06-06 2025-06-09 ind_electronic_equipment -0.0642 -0.0055 0.0004 tilt_INDUSTRY
2025-06-06 2025-06-09 fcost NaN NaN -0.0001 cost
2025-06-06 2025-06-09 ind_consumer_goods_conglomerates 0.0007 0.0014 0.0000 tilt_INDUSTRY
2025-06-06 2025-06-09 ind_food_tobacco 0.1492 0.0009 0.0001 tilt_INDUSTRY
2025-06-06 2025-06-09 size_MID -0.0984 -0.0005 0.0000 tilt_SIZE
2025-06-06 2025-06-09 fmom 0.2221 -0.0001 -0.0000 alpha_QUALITY
2025-06-06 2025-06-09 market 0.0460 -0.0054 -0.0003 risk_exposure
2025-06-06 2025-06-09 ind_investment_services 0.0170 0.0051 0.0001 tilt_INDUSTRY
2025-06-06 2025-06-09 ind_transportation_infrastructure 0.0190 -0.0005 -0.0000 tilt_INDUSTRY
2025-06-06 2025-06-09 reversal 1.0344 0.0005 0.0005 alpha_REVERSAL
2025-06-06 2025-06-09 country_AU -0.0979 -0.0019 0.0002 tilt_COUNTRY
2025-06-06 2025-06-09 ind_healthcare_equipment_supplies -0.0961 0.0027 -0.0003 tilt_INDUSTRY
2025-06-06 2025-06-09 ind_media_publishing 0.0335 0.0057 0.0002 tilt_INDUSTRY
2025-06-06 2025-06-09 sdiscrepancy NaN NaN -0.0003 unexplained
2025-06-06 2025-06-09 ind_holding_companies -0.0015 0.0056 -0.0000 tilt_INDUSTRY
2025-06-06 2025-06-09 ind_real_estate_operations 0.0147 -0.0048 -0.0001 tilt_INDUSTRY
2025-06-06 2025-06-09 ind_freight_logistics -0.0029 -0.0027 0.0000 tilt_INDUSTRY
2025-06-06 2025-06-09 ind_metals_mining -0.1220 -0.0041 0.0005 tilt_INDUSTRY
2025-06-06 2025-06-09 stability 4.6665 -0.0005 -0.0023 alpha_QUALITY
2025-06-06 2025-06-09 country_ID 0.0124 -0.0007 -0.0000 tilt_COUNTRY
2025-06-06 2025-06-09 ind_communications_equipment -0.0018 -0.0048 0.0000 tilt_INDUSTRY
2025-06-06 2025-06-09 linkage 1.0154 -0.0000 -0.0000 alpha_MOMENTUM
2025-06-06 2025-06-09 ind_household_goods -0.0040 -0.0014 0.0000 tilt_INDUSTRY
2025-06-09 2025-06-10 country_TH 0.0734 0.0038 0.0003 tilt_COUNTRY
2025-06-09 2025-06-10 ind_biotechnology 0.0196 0.0133 0.0003 tilt_INDUSTRY
2025-06-09 2025-06-10 fcost NaN NaN -0.0000 cost
2025-06-09 2025-06-10 country_SG 0.0508 0.0012 0.0001 tilt_COUNTRY
2025-06-09 2025-06-10 fmom 0.2376 0.0012 0.0003 alpha_QUALITY
2025-06-09 2025-06-10 ind_household_products_services -0.0175 0.0065 -0.0001 tilt_INDUSTRY
2025-06-09 2025-06-10 momentum -0.1885 -0.0005 0.0001 alpha_MOMENTUM
2025-06-09 2025-06-10 ind_natural_gas_utilities 0.0054 -0.0058 -0.0000 tilt_INDUSTRY
2025-06-09 2025-06-10 ind_paper_forestry -0.0094 -0.0026 0.0000 tilt_INDUSTRY
2025-06-09 2025-06-10 ind_industrial_distribution 0.0371 -0.0018 -0.0001 tilt_INDUSTRY
2025-06-09 2025-06-10 ind_renewable_energy 0.0144 -0.0020 -0.0000 tilt_INDUSTRY
2025-06-09 2025-06-10 ind_textiles_apparel -0.0338 0.0013 -0.0000 tilt_INDUSTRY
2025-06-09 2025-06-10 country_AU -0.1001 0.0046 -0.0005 tilt_COUNTRY
2025-06-09 2025-06-10 neglect 0.7860 -0.0006 -0.0005 alpha_VALUE
2025-06-09 2025-06-10 ind_pharmaceuticals -0.0554 0.0084 -0.0005 tilt_INDUSTRY
2025-06-09 2025-06-10 ind_electric_utilities_ipps -0.0637 0.0028 -0.0002 tilt_INDUSTRY
2025-06-09 2025-06-10 ind_integrated_hardware_software 0.0090 -0.0020 -0.0000 tilt_INDUSTRY
2025-06-09 2025-06-10 ind_insurance 0.1012 -0.0033 -0.0003 tilt_INDUSTRY
2025-06-09 2025-06-10 ind_freight_logistics -0.0083 0.0012 -0.0000 tilt_INDUSTRY
2025-06-09 2025-06-10 ind_leisure_products 0.0002 0.0010 0.0000 tilt_INDUSTRY
2025-06-09 2025-06-10 ind_electronic_equipment -0.0647 -0.0011 0.0001 tilt_INDUSTRY
2025-06-09 2025-06-10 value_gc 1.8481 0.0003 0.0006 alpha_VALUE
2025-06-09 2025-06-10 country_TW 0.0724 0.0115 0.0008 tilt_COUNTRY
2025-06-09 2025-06-10 ind_automobile -0.0283 0.0008 -0.0000 tilt_INDUSTRY
2025-06-09 2025-06-10 country_XH 0.0680 0.0108 0.0007 tilt_COUNTRY
2025-06-09 2025-06-10 ind_coal -0.0481 0.0018 -0.0001 tilt_INDUSTRY
2025-06-09 2025-06-10 stability 4.6716 -0.0004 -0.0018 alpha_QUALITY
2025-06-09 2025-06-10 ind_consumer_goods_conglomerates 0.0011 -0.0073 -0.0000 tilt_INDUSTRY
2025-06-09 2025-06-10 size_MICRO -0.0088 0.0036 -0.0000 tilt_SIZE
2025-06-09 2025-06-10 ind_metals_mining -0.1244 0.0037 -0.0005 tilt_INDUSTRY
2025-06-09 2025-06-10 sbeta_market 0.0332 -0.0081 -0.0003 risk_exposure
2025-06-09 2025-06-10 ind_healthcare_providers_services 0.0399 -0.0018 -0.0001 tilt_INDUSTRY
2025-06-09 2025-06-10 ind_healthcare_equipment_supplies -0.0950 0.0067 -0.0006 tilt_INDUSTRY
2025-06-09 2025-06-10 ind_homebuilding_building_products -0.0344 0.0036 -0.0001 tilt_INDUSTRY
2025-06-09 2025-06-10 ind_investment_services 0.0197 -0.0034 -0.0001 tilt_INDUSTRY
2025-06-09 2025-06-10 ind_real_estate_operations 0.0129 0.0033 0.0000 tilt_INDUSTRY
2025-06-09 2025-06-10 size_MID -0.0942 -0.0012 0.0001 tilt_SIZE
2025-06-09 2025-06-10 sdiscrepancy NaN NaN -0.0003 unexplained
2025-06-09 2025-06-10 quality 3.5715 0.0012 0.0042 alpha_QUALITY
2025-06-09 2025-06-10 linkage 1.0116 0.0009 0.0009 alpha_MOMENTUM
2025-06-09 2025-06-10 country_KR -0.1007 0.0038 -0.0004 tilt_COUNTRY
2025-06-09 2025-06-10 ind_office_equipment 0.0000 0.0065 0.0000 tilt_INDUSTRY
2025-06-09 2025-06-10 ind_passenger_transportation 0.0704 0.0000 0.0000 tilt_INDUSTRY
2025-06-09 2025-06-10 ind_transportation_infrastructure 0.0195 0.0001 0.0000 tilt_INDUSTRY
2025-06-09 2025-06-10 ind_computers_phones_household_electronics 0.1055 -0.0028 -0.0003 tilt_INDUSTRY
2025-06-09 2025-06-10 size_SMALL -0.0046 0.0003 -0.0000 tilt_SIZE
2025-06-09 2025-06-10 country_CN -0.0817 -0.0051 0.0004 tilt_COUNTRY
2025-06-09 2025-06-10 ind_semiconductors 0.0103 -0.0024 -0.0000 tilt_INDUSTRY
2025-06-09 2025-06-10 ind_specialty_reatil -0.0131 -0.0026 0.0000 tilt_INDUSTRY
2025-06-09 2025-06-10 ind_containers_packaging -0.0034 0.0004 -0.0000 tilt_INDUSTRY
2025-06-09 2025-06-10 ind_household_goods -0.0043 0.0025 -0.0000 tilt_INDUSTRY
2025-06-09 2025-06-10 ind_banking_services -0.1276 -0.0014 0.0002 tilt_INDUSTRY
2025-06-09 2025-06-10 ind_oil_gas 0.0258 0.0005 0.0000 tilt_INDUSTRY
2025-06-09 2025-06-10 revision 0.9282 -0.0005 -0.0005 alpha_REVISION
2025-06-09 2025-06-10 ind_diversified_retail -0.0050 -0.0029 0.0000 tilt_INDUSTRY
2025-06-09 2025-06-10 country_NZ -0.0184 -0.0023 0.0000 tilt_COUNTRY
2025-06-09 2025-06-10 value_liq 0.8267 0.0008 0.0006 alpha_VALUE
2025-06-09 2025-06-10 ind_beverages -0.0757 -0.0030 0.0002 tilt_INDUSTRY
2025-06-09 2025-06-10 pdiscrepancy NaN NaN -0.0000 unexplained
2025-06-09 2025-06-10 ind_construction_materials -0.0033 0.0002 -0.0000 tilt_INDUSTRY
2025-06-09 2025-06-10 ind_chemicals -0.0479 0.0017 -0.0001 tilt_INDUSTRY
2025-06-09 2025-06-10 ind_telecommunications_serices 0.1231 -0.0062 -0.0008 tilt_INDUSTRY
2025-06-09 2025-06-10 ind_water_utilities -0.0073 0.0047 -0.0000 tilt_INDUSTRY
2025-06-09 2025-06-10 ind_software_it_services 0.1095 -0.0037 -0.0004 tilt_INDUSTRY
2025-06-09 2025-06-10 ind_commercial_services_supplies 0.0308 -0.0012 -0.0000 tilt_INDUSTRY
2025-06-09 2025-06-10 ind_construction_engineering 0.0603 0.0003 0.0000 tilt_INDUSTRY
2025-06-09 2025-06-10 ind_aerospace_defense 0.0037 -0.0015 -0.0000 tilt_INDUSTRY
2025-06-09 2025-06-10 ind_fintech 0.0025 -0.0065 -0.0000 tilt_INDUSTRY
2025-06-09 2025-06-10 specret NaN NaN -0.0037 unexplained
2025-06-09 2025-06-10 ind_food_tobacco 0.1504 -0.0002 -0.0000 tilt_INDUSTRY
2025-06-09 2025-06-10 ind_oil_gas_equipment_services -0.0150 0.0018 -0.0000 tilt_INDUSTRY
2025-06-09 2025-06-10 reversal 0.9574 0.0013 0.0012 alpha_REVERSAL
2025-06-09 2025-06-10 ind_multiline_utilities -0.0127 -0.0024 0.0000 tilt_INDUSTRY
2025-06-09 2025-06-10 ind_hotels_entertainment -0.0595 -0.0000 0.0000 tilt_INDUSTRY
2025-06-09 2025-06-10 country_JP -0.0016 0.0010 -0.0000 tilt_COUNTRY
2025-06-09 2025-06-10 size_LARGE 0.1644 0.0013 0.0002 tilt_SIZE
2025-06-09 2025-06-10 ind_media_publishing 0.0344 0.0045 0.0002 tilt_INDUSTRY
2025-06-09 2025-06-10 ind_uranium -0.0027 0.0286 -0.0001 tilt_INDUSTRY
2025-06-09 2025-06-10 country_ID 0.0125 0.0091 0.0001 tilt_COUNTRY
2025-06-09 2025-06-10 bcost NaN NaN -0.0003 cost
2025-06-09 2025-06-10 ind_holding_companies -0.0011 -0.0104 0.0000 tilt_INDUSTRY
2025-06-09 2025-06-10 ind_machinery -0.0321 0.0006 -0.0000 tilt_INDUSTRY
2025-06-09 2025-06-10 linearCost NaN NaN -0.0001 cost
2025-06-09 2025-06-10 market 0.0567 0.0061 0.0003 risk_exposure
2025-06-09 2025-06-10 country_PH 0.0023 -0.0102 -0.0000 tilt_COUNTRY
2025-06-09 2025-06-10 ind_food_drug_retail 0.0479 -0.0054 -0.0003 tilt_INDUSTRY
2025-06-09 2025-06-10 country_IN 0.0119 -0.0017 -0.0000 tilt_COUNTRY
2025-06-09 2025-06-10 country_MY 0.0058 0.0000 0.0000 tilt_COUNTRY
2025-06-09 2025-06-10 country_HK 0.0621 0.0064 0.0004 tilt_COUNTRY
2025-06-09 2025-06-10 impactCost NaN NaN -0.0001 cost
2025-06-09 2025-06-10 ind_communications_equipment 0.0016 -0.0029 -0.0000 tilt_INDUSTRY
2025-06-10 2025-06-11 country_CN -0.0666 -0.0004 0.0000 tilt_COUNTRY
2025-06-10 2025-06-11 country_ID 0.0126 -0.0026 -0.0000 tilt_COUNTRY
2025-06-10 2025-06-11 ind_consumer_goods_conglomerates 0.0017 -0.0058 -0.0000 tilt_INDUSTRY
2025-06-10 2025-06-11 stability 4.6732 0.0001 0.0005 alpha_QUALITY
2025-06-10 2025-06-11 ind_household_products_services -0.0176 -0.0064 0.0001 tilt_INDUSTRY
2025-06-10 2025-06-11 ind_coal -0.0483 0.0025 -0.0001 tilt_INDUSTRY
2025-06-10 2025-06-11 ind_commercial_services_supplies 0.0286 0.0028 0.0001 tilt_INDUSTRY
2025-06-10 2025-06-11 ind_aerospace_defense 0.0032 -0.0075 -0.0000 tilt_INDUSTRY
2025-06-10 2025-06-11 ind_semiconductors 0.0158 0.0035 0.0001 tilt_INDUSTRY
2025-06-10 2025-06-11 ind_telecommunications_serices 0.1230 -0.0016 -0.0002 tilt_INDUSTRY
2025-06-10 2025-06-11 size_SMALL -0.0013 -0.0008 0.0000 tilt_SIZE
2025-06-10 2025-06-11 ind_computers_phones_household_electronics 0.1044 -0.0004 -0.0000 tilt_INDUSTRY
2025-06-10 2025-06-11 ind_homebuilding_building_products -0.0345 0.0001 -0.0000 tilt_INDUSTRY
2025-06-10 2025-06-11 specret NaN NaN -0.0011 unexplained
2025-06-10 2025-06-11 bcost NaN NaN -0.0003 cost
2025-06-10 2025-06-11 ind_software_it_services 0.1048 0.0005 0.0001 tilt_INDUSTRY
2025-06-10 2025-06-11 ind_construction_engineering 0.0612 -0.0011 -0.0001 tilt_INDUSTRY
2025-06-10 2025-06-11 pdiscrepancy NaN NaN -0.0000 unexplained
2025-06-10 2025-06-11 ind_natural_gas_utilities 0.0049 -0.0033 -0.0000 tilt_INDUSTRY
2025-06-10 2025-06-11 country_NZ -0.0185 0.0015 -0.0000 tilt_COUNTRY
2025-06-10 2025-06-11 ind_diversified_retail -0.0056 0.0012 -0.0000 tilt_INDUSTRY
2025-06-10 2025-06-11 ind_industrial_distribution 0.0368 0.0016 0.0001 tilt_INDUSTRY
2025-06-10 2025-06-11 ind_oil_gas 0.0286 0.0060 0.0002 tilt_INDUSTRY
2025-06-10 2025-06-11 ind_multiline_utilities -0.0127 -0.0012 0.0000 tilt_INDUSTRY
2025-06-10 2025-06-11 ind_textiles_apparel -0.0333 0.0005 -0.0000 tilt_INDUSTRY
2025-06-10 2025-06-11 ind_containers_packaging -0.0034 0.0020 -0.0000 tilt_INDUSTRY
2025-06-10 2025-06-11 country_MY 0.0059 0.0011 0.0000 tilt_COUNTRY
2025-06-10 2025-06-11 value_gc 1.8196 -0.0006 -0.0010 alpha_VALUE
2025-06-10 2025-06-11 ind_metals_mining -0.1268 0.0081 -0.0010 tilt_INDUSTRY
2025-06-10 2025-06-11 ind_healthcare_equipment_supplies -0.0941 -0.0028 0.0003 tilt_INDUSTRY
2025-06-10 2025-06-11 ind_healthcare_providers_services 0.0400 -0.0018 -0.0001 tilt_INDUSTRY
2025-06-10 2025-06-11 ind_food_drug_retail 0.0477 -0.0069 -0.0003 tilt_INDUSTRY
2025-06-10 2025-06-11 sbeta_market 0.0331 0.0011 0.0000 risk_exposure
2025-06-10 2025-06-11 ind_water_utilities -0.0073 -0.0024 0.0000 tilt_INDUSTRY
2025-06-10 2025-06-11 ind_media_publishing 0.0347 0.0001 0.0000 tilt_INDUSTRY
2025-06-10 2025-06-11 country_PH 0.0023 0.0059 0.0000 tilt_COUNTRY
2025-06-10 2025-06-11 country_KR -0.1015 0.0070 -0.0007 tilt_COUNTRY
2025-06-10 2025-06-11 sdiscrepancy NaN NaN 0.0002 unexplained
2025-06-10 2025-06-11 ind_construction_materials -0.0034 -0.0004 0.0000 tilt_INDUSTRY
2025-06-10 2025-06-11 ind_office_equipment 0.0000 0.0071 0.0000 tilt_INDUSTRY
2025-06-10 2025-06-11 ind_chemicals -0.0499 0.0019 -0.0001 tilt_INDUSTRY
2025-06-10 2025-06-11 ind_passenger_transportation 0.0706 -0.0025 -0.0002 tilt_INDUSTRY
2025-06-10 2025-06-11 ind_transportation_infrastructure 0.0204 -0.0012 -0.0000 tilt_INDUSTRY
2025-06-10 2025-06-11 ind_beverages -0.0746 -0.0041 0.0003 tilt_INDUSTRY
2025-06-10 2025-06-11 country_HK 0.0696 0.0023 0.0002 tilt_COUNTRY
2025-06-10 2025-06-11 ind_automobile -0.0323 0.0050 -0.0002 tilt_INDUSTRY
2025-06-10 2025-06-11 ind_household_goods -0.0046 0.0006 -0.0000 tilt_INDUSTRY
2025-06-10 2025-06-11 linkage 1.0297 0.0002 0.0002 alpha_MOMENTUM
2025-06-10 2025-06-11 market 0.0650 0.0038 0.0002 risk_exposure
2025-06-10 2025-06-11 ind_banking_services -0.1116 -0.0045 0.0005 tilt_INDUSTRY
2025-06-10 2025-06-11 linearCost NaN NaN -0.0001 cost
2025-06-10 2025-06-11 ind_oil_gas_equipment_services -0.0148 0.0017 -0.0000 tilt_INDUSTRY
2025-06-10 2025-06-11 country_XH 0.0614 0.0066 0.0004 tilt_COUNTRY
2025-06-10 2025-06-11 ind_hotels_entertainment -0.0596 0.0017 -0.0001 tilt_INDUSTRY
2025-06-10 2025-06-11 ind_specialty_reatil -0.0116 -0.0002 0.0000 tilt_INDUSTRY
2025-06-10 2025-06-11 quality 3.5678 0.0011 0.0038 alpha_QUALITY
2025-06-10 2025-06-11 size_MID -0.0906 -0.0003 0.0000 tilt_SIZE
2025-06-10 2025-06-11 ind_real_estate_operations 0.0134 0.0007 0.0000 tilt_INDUSTRY
2025-06-10 2025-06-11 ind_investment_services 0.0216 0.0082 0.0002 tilt_INDUSTRY
2025-06-10 2025-06-11 ind_holding_companies -0.0005 -0.0056 0.0000 tilt_INDUSTRY
2025-06-10 2025-06-11 size_MICRO -0.0093 0.0013 -0.0000 tilt_SIZE
2025-06-10 2025-06-11 ind_food_tobacco 0.1487 -0.0025 -0.0004 tilt_INDUSTRY
2025-06-10 2025-06-11 ind_fintech 0.0024 0.0106 0.0000 tilt_INDUSTRY
2025-06-10 2025-06-11 value_liq 0.7841 0.0020 0.0015 alpha_VALUE
2025-06-10 2025-06-11 fmom 0.2361 0.0003 0.0001 alpha_QUALITY
2025-06-10 2025-06-11 neglect 0.7702 -0.0006 -0.0005 alpha_VALUE
2025-06-10 2025-06-11 country_AU -0.1017 -0.0050 0.0005 tilt_COUNTRY
2025-06-10 2025-06-11 ind_leisure_products 0.0007 -0.0174 -0.0000 tilt_INDUSTRY
2025-06-10 2025-06-11 ind_freight_logistics -0.0111 -0.0031 0.0000 tilt_INDUSTRY
2025-06-10 2025-06-11 ind_pharmaceuticals -0.0559 -0.0056 0.0003 tilt_INDUSTRY
2025-06-10 2025-06-11 country_TH 0.0738 -0.0030 -0.0002 tilt_COUNTRY
2025-06-10 2025-06-11 ind_electronic_equipment -0.0689 0.0009 -0.0001 tilt_INDUSTRY
2025-06-10 2025-06-11 ind_renewable_energy 0.0135 0.0078 0.0001 tilt_INDUSTRY
2025-06-10 2025-06-11 revision 0.9846 -0.0003 -0.0003 alpha_REVISION
2025-06-10 2025-06-11 country_TW 0.0732 0.0028 0.0002 tilt_COUNTRY
2025-06-10 2025-06-11 ind_machinery -0.0282 -0.0009 0.0000 tilt_INDUSTRY
2025-06-10 2025-06-11 momentum -0.1607 0.0002 -0.0000 alpha_MOMENTUM
2025-06-10 2025-06-11 ind_paper_forestry -0.0094 0.0051 -0.0000 tilt_INDUSTRY
2025-06-10 2025-06-11 country_IN 0.0091 -0.0050 -0.0000 tilt_COUNTRY
2025-06-10 2025-06-11 ind_electric_utilities_ipps -0.0609 -0.0053 0.0003 tilt_INDUSTRY
2025-06-10 2025-06-11 reversal 0.7445 -0.0003 -0.0002 alpha_REVERSAL
2025-06-10 2025-06-11 impactCost NaN NaN -0.0001 cost
2025-06-10 2025-06-11 size_LARGE 0.1662 0.0014 0.0002 tilt_SIZE
2025-06-10 2025-06-11 ind_integrated_hardware_software 0.0090 -0.0050 -0.0000 tilt_INDUSTRY
2025-06-10 2025-06-11 fcost NaN NaN -0.0000 cost
2025-06-10 2025-06-11 ind_biotechnology 0.0190 -0.0113 -0.0002 tilt_INDUSTRY
2025-06-10 2025-06-11 country_SG 0.0529 -0.0055 -0.0003 tilt_COUNTRY
2025-06-10 2025-06-11 country_JP -0.0076 -0.0009 0.0000 tilt_COUNTRY
2025-06-10 2025-06-11 ind_communications_equipment -0.0038 -0.0038 0.0000 tilt_INDUSTRY
2025-06-10 2025-06-11 ind_uranium -0.0027 -0.0256 0.0001 tilt_INDUSTRY
2025-06-10 2025-06-11 ind_insurance 0.1036 0.0045 0.0005 tilt_INDUSTRY
2025-06-11 2025-06-12 country_HK 0.0768 0.0015 0.0001 tilt_COUNTRY
2025-06-11 2025-06-12 ind_communications_equipment -0.0093 0.0002 -0.0000 tilt_INDUSTRY
2025-06-11 2025-06-12 ind_software_it_services 0.1004 -0.0005 -0.0001 tilt_INDUSTRY
2025-06-11 2025-06-12 ind_automobile -0.0340 -0.0032 0.0001 tilt_INDUSTRY
2025-06-11 2025-06-12 linkage 1.0311 0.0006 0.0006 alpha_MOMENTUM
2025-06-11 2025-06-12 ind_household_goods -0.0048 -0.0030 0.0000 tilt_INDUSTRY
2025-06-11 2025-06-12 ind_computers_phones_household_electronics 0.1037 0.0005 0.0001 tilt_INDUSTRY
2025-06-11 2025-06-12 ind_renewable_energy 0.0116 -0.0073 -0.0001 tilt_INDUSTRY
2025-06-11 2025-06-12 ind_chemicals -0.0526 -0.0011 0.0001 tilt_INDUSTRY
2025-06-11 2025-06-12 country_TW 0.0713 0.0017 0.0001 tilt_COUNTRY
2025-06-11 2025-06-12 ind_food_tobacco 0.1468 -0.0017 -0.0003 tilt_INDUSTRY
2025-06-11 2025-06-12 market 0.0614 -0.0027 -0.0002 risk_exposure
2025-06-11 2025-06-12 country_MY 0.0058 0.0031 0.0000 tilt_COUNTRY
2025-06-11 2025-06-12 ind_insurance 0.1090 0.0046 0.0005 tilt_INDUSTRY
2025-06-11 2025-06-12 quality 3.5478 -0.0003 -0.0010 alpha_QUALITY
2025-06-11 2025-06-12 ind_electric_utilities_ipps -0.0564 -0.0025 0.0001 tilt_INDUSTRY
2025-06-11 2025-06-12 ind_construction_engineering 0.0604 -0.0016 -0.0001 tilt_INDUSTRY
2025-06-11 2025-06-12 size_MID -0.0950 0.0011 -0.0001 tilt_SIZE
2025-06-11 2025-06-12 reversal 0.8213 -0.0002 -0.0002 alpha_REVERSAL
2025-06-11 2025-06-12 ind_hotels_entertainment -0.0587 -0.0069 0.0004 tilt_INDUSTRY
2025-06-11 2025-06-12 ind_real_estate_operations 0.0143 -0.0017 -0.0000 tilt_INDUSTRY
2025-06-11 2025-06-12 ind_machinery -0.0265 -0.0005 0.0000 tilt_INDUSTRY
2025-06-11 2025-06-12 ind_beverages -0.0752 -0.0094 0.0007 tilt_INDUSTRY
2025-06-11 2025-06-12 ind_transportation_infrastructure 0.0207 0.0005 0.0000 tilt_INDUSTRY
2025-06-11 2025-06-12 ind_passenger_transportation 0.0704 -0.0062 -0.0004 tilt_INDUSTRY
2025-06-11 2025-06-12 ind_oil_gas_equipment_services -0.0152 0.0093 -0.0001 tilt_INDUSTRY
2025-06-11 2025-06-12 ind_healthcare_providers_services 0.0398 0.0057 0.0002 tilt_INDUSTRY
2025-06-11 2025-06-12 sbeta_market 0.0204 0.0003 0.0000 risk_exposure
2025-06-11 2025-06-12 neglect 0.7810 0.0001 0.0001 alpha_VALUE
2025-06-11 2025-06-12 ind_media_publishing 0.0346 0.0092 0.0003 tilt_INDUSTRY
2025-06-11 2025-06-12 ind_homebuilding_building_products -0.0343 -0.0060 0.0002 tilt_INDUSTRY
2025-06-11 2025-06-12 fmom 0.2266 0.0001 0.0000 alpha_QUALITY
2025-06-11 2025-06-12 ind_food_drug_retail 0.0474 0.0057 0.0003 tilt_INDUSTRY
2025-06-11 2025-06-12 ind_water_utilities -0.0072 -0.0007 0.0000 tilt_INDUSTRY
2025-06-11 2025-06-12 country_AU -0.1002 0.0005 -0.0000 tilt_COUNTRY
2025-06-11 2025-06-12 size_MICRO -0.0093 0.0032 -0.0000 tilt_SIZE
2025-06-11 2025-06-12 ind_freight_logistics -0.0133 0.0013 -0.0000 tilt_INDUSTRY
2025-06-11 2025-06-12 country_SG 0.0552 0.0029 0.0002 tilt_COUNTRY
2025-06-11 2025-06-12 value_liq 0.7782 -0.0003 -0.0002 alpha_VALUE
2025-06-11 2025-06-12 country_KR -0.1011 0.0021 -0.0002 tilt_COUNTRY
2025-06-11 2025-06-12 ind_investment_services 0.0237 0.0000 0.0000 tilt_INDUSTRY
2025-06-11 2025-06-12 ind_construction_materials -0.0034 -0.0013 0.0000 tilt_INDUSTRY
2025-06-11 2025-06-12 country_PH 0.0023 0.0012 0.0000 tilt_COUNTRY
2025-06-11 2025-06-12 ind_pharmaceuticals -0.0554 0.0091 -0.0005 tilt_INDUSTRY
2025-06-11 2025-06-12 ind_office_equipment 0.0000 -0.0038 0.0000 tilt_INDUSTRY
2025-06-11 2025-06-12 country_CN -0.0684 0.0016 -0.0001 tilt_COUNTRY
2025-06-11 2025-06-12 ind_semiconductors 0.0143 -0.0063 -0.0001 tilt_INDUSTRY
2025-06-11 2025-06-12 sdiscrepancy NaN NaN -0.0003 unexplained
2025-06-11 2025-06-12 ind_electronic_equipment -0.0760 -0.0008 0.0001 tilt_INDUSTRY
2025-06-11 2025-06-12 ind_household_products_services -0.0171 0.0004 -0.0000 tilt_INDUSTRY
2025-06-11 2025-06-12 ind_specialty_reatil -0.0102 -0.0067 0.0001 tilt_INDUSTRY
2025-06-11 2025-06-12 size_SMALL -0.0026 0.0009 -0.0000 tilt_SIZE
2025-06-11 2025-06-12 country_TH 0.0709 -0.0128 -0.0009 tilt_COUNTRY
2025-06-11 2025-06-12 ind_aerospace_defense 0.0035 -0.0028 -0.0000 tilt_INDUSTRY
2025-06-11 2025-06-12 revision 0.9770 0.0011 0.0011 alpha_REVISION
2025-06-11 2025-06-12 ind_holding_companies -0.0000 -0.0016 0.0000 tilt_INDUSTRY
2025-06-11 2025-06-12 ind_telecommunications_serices 0.1228 0.0018 0.0002 tilt_INDUSTRY
2025-06-11 2025-06-12 ind_uranium -0.0026 0.0061 -0.0000 tilt_INDUSTRY
2025-06-11 2025-06-12 ind_leisure_products 0.0018 0.0054 0.0000 tilt_INDUSTRY
2025-06-11 2025-06-12 value_gc 1.8082 -0.0001 -0.0002 alpha_VALUE
2025-06-11 2025-06-12 impactCost NaN NaN -0.0001 cost
2025-06-11 2025-06-12 specret NaN NaN -0.0037 unexplained
2025-06-11 2025-06-12 pdiscrepancy NaN NaN -0.0000 unexplained
2025-06-11 2025-06-12 country_NZ -0.0186 0.0049 -0.0001 tilt_COUNTRY
2025-06-11 2025-06-12 ind_natural_gas_utilities 0.0050 -0.0023 -0.0000 tilt_INDUSTRY
2025-06-11 2025-06-12 linearCost NaN NaN -0.0001 cost
2025-06-11 2025-06-12 fcost NaN NaN -0.0000 cost
2025-06-11 2025-06-12 ind_diversified_retail -0.0062 -0.0054 0.0000 tilt_INDUSTRY
2025-06-11 2025-06-12 ind_industrial_distribution 0.0356 -0.0011 -0.0000 tilt_INDUSTRY
2025-06-11 2025-06-12 ind_oil_gas 0.0287 0.0100 0.0003 tilt_INDUSTRY
2025-06-11 2025-06-12 ind_multiline_utilities -0.0126 0.0018 -0.0000 tilt_INDUSTRY
2025-06-11 2025-06-12 country_JP -0.0047 0.0012 -0.0000 tilt_COUNTRY
2025-06-11 2025-06-12 ind_textiles_apparel -0.0313 -0.0020 0.0001 tilt_INDUSTRY
2025-06-11 2025-06-12 ind_containers_packaging -0.0033 -0.0019 0.0000 tilt_INDUSTRY
2025-06-11 2025-06-12 size_LARGE 0.1682 -0.0030 -0.0005 tilt_SIZE
2025-06-11 2025-06-12 country_IN 0.0055 -0.0131 -0.0001 tilt_COUNTRY
2025-06-11 2025-06-12 country_XH 0.0541 -0.0013 -0.0001 tilt_COUNTRY
2025-06-11 2025-06-12 ind_fintech 0.0022 0.0007 0.0000 tilt_INDUSTRY
2025-06-11 2025-06-12 ind_coal -0.0493 -0.0051 0.0003 tilt_INDUSTRY
2025-06-11 2025-06-12 ind_commercial_services_supplies 0.0244 -0.0033 -0.0001 tilt_INDUSTRY
2025-06-11 2025-06-12 ind_integrated_hardware_software 0.0090 -0.0012 -0.0000 tilt_INDUSTRY
2025-06-11 2025-06-12 ind_paper_forestry -0.0095 -0.0090 0.0001 tilt_INDUSTRY
2025-06-11 2025-06-12 country_ID 0.0125 -0.0017 -0.0000 tilt_COUNTRY
2025-06-11 2025-06-12 bcost NaN NaN -0.0003 cost
2025-06-11 2025-06-12 stability 4.6589 0.0001 0.0006 alpha_QUALITY
2025-06-11 2025-06-12 ind_metals_mining -0.1284 0.0015 -0.0002 tilt_INDUSTRY
2025-06-11 2025-06-12 ind_banking_services -0.0985 0.0038 -0.0004 tilt_INDUSTRY
2025-06-11 2025-06-12 ind_biotechnology 0.0186 0.0215 0.0004 tilt_INDUSTRY
2025-06-11 2025-06-12 ind_healthcare_equipment_supplies -0.0929 0.0018 -0.0002 tilt_INDUSTRY
2025-06-11 2025-06-12 momentum -0.1444 0.0006 -0.0001 alpha_MOMENTUM
2025-06-11 2025-06-12 ind_consumer_goods_conglomerates 0.0034 0.0077 0.0000 tilt_INDUSTRY
2025-06-12 2025-06-13 ind_machinery -0.0299 0.0039 -0.0001 tilt_INDUSTRY
2025-06-12 2025-06-13 value_liq 0.7510 -0.0005 -0.0004 alpha_VALUE
2025-06-12 2025-06-13 ind_multiline_utilities -0.0129 0.0046 -0.0001 tilt_INDUSTRY
2025-06-12 2025-06-13 ind_oil_gas_equipment_services -0.0158 0.0416 -0.0007 tilt_INDUSTRY
2025-06-12 2025-06-13 country_HK 0.0802 0.0105 0.0008 tilt_COUNTRY
2025-06-12 2025-06-13 impactCost NaN NaN -0.0001 cost
2025-06-12 2025-06-13 size_MID -0.0847 0.0031 -0.0003 tilt_SIZE
2025-06-12 2025-06-13 ind_paper_forestry -0.0095 -0.0025 0.0000 tilt_INDUSTRY
2025-06-12 2025-06-13 ind_healthcare_providers_services 0.0396 -0.0004 -0.0000 tilt_INDUSTRY
2025-06-12 2025-06-13 size_MICRO -0.0082 -0.0073 0.0001 tilt_SIZE
2025-06-12 2025-06-13 ind_oil_gas 0.0294 0.0219 0.0006 tilt_INDUSTRY
2025-06-12 2025-06-13 country_CN -0.0498 0.0017 -0.0001 tilt_COUNTRY
2025-06-12 2025-06-13 ind_healthcare_equipment_supplies -0.0898 -0.0066 0.0006 tilt_INDUSTRY
2025-06-12 2025-06-13 country_XH 0.0509 0.0080 0.0004 tilt_COUNTRY
2025-06-12 2025-06-13 ind_construction_engineering 0.0573 0.0017 0.0001 tilt_INDUSTRY
2025-06-12 2025-06-13 ind_investment_services 0.0269 0.0015 0.0000 tilt_INDUSTRY
2025-06-12 2025-06-13 country_IN 0.0042 -0.0047 -0.0000 tilt_COUNTRY
2025-06-12 2025-06-13 ind_computers_phones_household_electronics 0.1032 0.0002 0.0000 tilt_INDUSTRY
2025-06-12 2025-06-13 country_JP -0.0038 -0.0018 0.0000 tilt_COUNTRY
2025-06-12 2025-06-13 ind_insurance 0.1157 0.0014 0.0002 tilt_INDUSTRY
2025-06-12 2025-06-13 ind_real_estate_operations 0.0124 0.0023 0.0000 tilt_INDUSTRY
2025-06-12 2025-06-13 ind_containers_packaging -0.0033 0.0004 -0.0000 tilt_INDUSTRY
2025-06-12 2025-06-13 ind_food_drug_retail 0.0483 -0.0063 -0.0003 tilt_INDUSTRY
2025-06-12 2025-06-13 ind_communications_equipment -0.0098 0.0039 -0.0000 tilt_INDUSTRY
2025-06-12 2025-06-13 ind_semiconductors 0.0156 0.0022 0.0000 tilt_INDUSTRY
2025-06-12 2025-06-13 ind_transportation_infrastructure 0.0210 -0.0014 -0.0000 tilt_INDUSTRY
2025-06-12 2025-06-13 sbeta_market 0.0578 -0.0148 -0.0009 risk_exposure
2025-06-12 2025-06-13 ind_integrated_hardware_software 0.0088 -0.0032 -0.0000 tilt_INDUSTRY
2025-06-12 2025-06-13 fcost NaN NaN -0.0000 cost
2025-06-12 2025-06-13 country_NZ -0.0186 -0.0103 0.0002 tilt_COUNTRY
2025-06-12 2025-06-13 ind_electric_utilities_ipps -0.0562 0.0049 -0.0003 tilt_INDUSTRY
2025-06-12 2025-06-13 ind_fintech 0.0021 0.0060 0.0000 tilt_INDUSTRY
2025-06-12 2025-06-13 ind_coal -0.0508 0.0068 -0.0003 tilt_INDUSTRY
2025-06-12 2025-06-13 ind_automobile -0.0258 -0.0063 0.0002 tilt_INDUSTRY
2025-06-12 2025-06-13 ind_electronic_equipment -0.0757 0.0001 -0.0000 tilt_INDUSTRY
2025-06-12 2025-06-13 country_TH 0.0726 -0.0080 -0.0006 tilt_COUNTRY
2025-06-12 2025-06-13 linkage 0.9882 -0.0003 -0.0003 alpha_MOMENTUM
2025-06-12 2025-06-13 sdiscrepancy NaN NaN 0.0006 unexplained
2025-06-12 2025-06-13 reversal 0.8507 -0.0007 -0.0006 alpha_REVERSAL
2025-06-12 2025-06-13 ind_aerospace_defense 0.0039 0.0280 0.0001 tilt_INDUSTRY
2025-06-12 2025-06-13 ind_passenger_transportation 0.0699 -0.0081 -0.0006 tilt_INDUSTRY
2025-06-12 2025-06-13 ind_consumer_goods_conglomerates 0.0033 0.0014 0.0000 tilt_INDUSTRY
2025-06-12 2025-06-13 ind_office_equipment 0.0000 -0.0031 0.0000 tilt_INDUSTRY
2025-06-12 2025-06-13 ind_uranium -0.0026 -0.0170 0.0000 tilt_INDUSTRY
2025-06-12 2025-06-13 country_PH 0.0024 0.0019 0.0000 tilt_COUNTRY
2025-06-12 2025-06-13 country_TW 0.0705 -0.0022 -0.0002 tilt_COUNTRY
2025-06-12 2025-06-13 ind_telecommunications_serices 0.1228 -0.0019 -0.0002 tilt_INDUSTRY
2025-06-12 2025-06-13 country_ID 0.0124 -0.0055 -0.0001 tilt_COUNTRY
2025-06-12 2025-06-13 stability 4.5934 0.0002 0.0009 alpha_QUALITY
2025-06-12 2025-06-13 ind_homebuilding_building_products -0.0342 -0.0030 0.0001 tilt_INDUSTRY
2025-06-12 2025-06-13 momentum -0.1628 0.0007 -0.0001 alpha_MOMENTUM
2025-06-12 2025-06-13 specret NaN NaN -0.0082 unexplained
2025-06-12 2025-06-13 fmom 0.2101 -0.0005 -0.0001 alpha_QUALITY
2025-06-12 2025-06-13 country_AU -0.1007 -0.0008 0.0001 tilt_COUNTRY
2025-06-12 2025-06-13 bcost NaN NaN -0.0003 cost
2025-06-12 2025-06-13 ind_diversified_retail -0.0065 -0.0026 0.0000 tilt_INDUSTRY
2025-06-12 2025-06-13 ind_freight_logistics -0.0158 0.0062 -0.0001 tilt_INDUSTRY
2025-06-12 2025-06-13 size_SMALL 0.0019 -0.0032 -0.0000 tilt_SIZE
2025-06-12 2025-06-13 ind_biotechnology 0.0191 -0.0086 -0.0002 tilt_INDUSTRY
2025-06-12 2025-06-13 country_KR -0.0998 -0.0102 0.0010 tilt_COUNTRY
2025-06-12 2025-06-13 pdiscrepancy NaN NaN -0.0000 unexplained
2025-06-12 2025-06-13 revision 0.9757 0.0019 0.0019 alpha_REVISION
2025-06-12 2025-06-13 quality 3.4892 -0.0003 -0.0012 alpha_QUALITY
2025-06-12 2025-06-13 ind_metals_mining -0.1284 0.0087 -0.0011 tilt_INDUSTRY
2025-06-12 2025-06-13 market 0.0844 0.0048 0.0004 risk_exposure
2025-06-12 2025-06-13 ind_construction_materials -0.0034 -0.0011 0.0000 tilt_INDUSTRY
2025-06-12 2025-06-13 ind_software_it_services 0.1018 -0.0018 -0.0002 tilt_INDUSTRY
2025-06-12 2025-06-13 value_gc 1.7771 0.0012 0.0021 alpha_VALUE
2025-06-12 2025-06-13 ind_banking_services -0.0986 -0.0018 0.0002 tilt_INDUSTRY
2025-06-12 2025-06-13 ind_household_products_services -0.0164 -0.0117 0.0002 tilt_INDUSTRY
2025-06-12 2025-06-13 country_SG 0.0583 -0.0023 -0.0001 tilt_COUNTRY
2025-06-12 2025-06-13 ind_beverages -0.0734 -0.0132 0.0010 tilt_INDUSTRY
2025-06-12 2025-06-13 neglect 0.7758 -0.0003 -0.0002 alpha_VALUE
2025-06-12 2025-06-13 ind_pharmaceuticals -0.0438 -0.0097 0.0004 tilt_INDUSTRY
2025-06-12 2025-06-13 ind_textiles_apparel -0.0266 -0.0047 0.0001 tilt_INDUSTRY
2025-06-12 2025-06-13 ind_holding_companies 0.0001 0.0033 0.0000 tilt_INDUSTRY
2025-06-12 2025-06-13 ind_household_goods -0.0046 -0.0048 0.0000 tilt_INDUSTRY
2025-06-12 2025-06-13 ind_chemicals -0.0538 0.0034 -0.0002 tilt_INDUSTRY
2025-06-12 2025-06-13 country_MY 0.0056 -0.0070 -0.0000 tilt_COUNTRY
2025-06-12 2025-06-13 linearCost NaN NaN -0.0001 cost
2025-06-12 2025-06-13 ind_hotels_entertainment -0.0595 -0.0070 0.0004 tilt_INDUSTRY
2025-06-12 2025-06-13 ind_leisure_products 0.0028 -0.0064 -0.0000 tilt_INDUSTRY
2025-06-12 2025-06-13 size_LARGE 0.1754 -0.0002 -0.0000 tilt_SIZE
2025-06-12 2025-06-13 ind_water_utilities -0.0072 0.0025 -0.0000 tilt_INDUSTRY
2025-06-12 2025-06-13 ind_specialty_reatil -0.0098 -0.0052 0.0001 tilt_INDUSTRY
2025-06-12 2025-06-13 ind_renewable_energy 0.0114 0.0002 0.0000 tilt_INDUSTRY
2025-06-12 2025-06-13 ind_media_publishing 0.0343 -0.0081 -0.0003 tilt_INDUSTRY
2025-06-12 2025-06-13 ind_food_tobacco 0.1457 -0.0040 -0.0006 tilt_INDUSTRY
2025-06-12 2025-06-13 ind_natural_gas_utilities 0.0051 0.0072 0.0000 tilt_INDUSTRY
2025-06-12 2025-06-13 ind_commercial_services_supplies 0.0198 -0.0016 -0.0000 tilt_INDUSTRY
2025-06-12 2025-06-13 ind_industrial_distribution 0.0340 -0.0003 -0.0000 tilt_INDUSTRY
2025-06-13 2025-06-16 ind_water_utilities -0.0073 0.0021 -0.0000 tilt_INDUSTRY
2025-06-13 2025-06-16 country_MY 0.0056 -0.0031 -0.0000 tilt_COUNTRY
2025-06-13 2025-06-16 ind_renewable_energy 0.0110 0.0084 0.0001 tilt_INDUSTRY
2025-06-13 2025-06-16 country_KR -0.0997 0.0103 -0.0010 tilt_COUNTRY
2025-06-13 2025-06-16 country_XH 0.0491 -0.0018 -0.0001 tilt_COUNTRY
2025-06-13 2025-06-16 momentum -0.1732 0.0011 -0.0002 alpha_MOMENTUM
2025-06-13 2025-06-16 revision 0.9484 0.0007 0.0006 alpha_REVISION
2025-06-13 2025-06-16 country_TH 0.0821 -0.0088 -0.0007 tilt_COUNTRY
2025-06-13 2025-06-16 size_SMALL 0.0059 -0.0002 -0.0000 tilt_SIZE
2025-06-13 2025-06-16 ind_electric_utilities_ipps -0.0599 -0.0003 0.0000 tilt_INDUSTRY
2025-06-13 2025-06-16 ind_biotechnology 0.0183 -0.0058 -0.0001 tilt_INDUSTRY
2025-06-13 2025-06-16 country_SG 0.0606 -0.0045 -0.0003 tilt_COUNTRY
2025-06-13 2025-06-16 ind_metals_mining -0.1249 -0.0066 0.0008 tilt_INDUSTRY
2025-06-13 2025-06-16 ind_homebuilding_building_products -0.0342 -0.0036 0.0001 tilt_INDUSTRY
2025-06-13 2025-06-16 ind_telecommunications_serices 0.1230 0.0073 0.0009 tilt_INDUSTRY
2025-06-13 2025-06-16 country_JP -0.0080 0.0042 -0.0000 tilt_COUNTRY
2025-06-13 2025-06-16 ind_investment_services 0.0288 0.0070 0.0002 tilt_INDUSTRY
2025-06-13 2025-06-16 ind_leisure_products 0.0042 0.0004 0.0000 tilt_INDUSTRY
2025-06-13 2025-06-16 ind_holding_companies 0.0001 -0.0076 -0.0000 tilt_INDUSTRY
2025-06-13 2025-06-16 ind_paper_forestry -0.0094 -0.0044 0.0000 tilt_INDUSTRY
2025-06-13 2025-06-16 ind_integrated_hardware_software 0.0086 0.0008 0.0000 tilt_INDUSTRY
2025-06-13 2025-06-16 ind_transportation_infrastructure 0.0213 0.0016 0.0000 tilt_INDUSTRY
2025-06-13 2025-06-16 ind_uranium -0.0028 0.1456 -0.0004 tilt_INDUSTRY
2025-06-13 2025-06-16 ind_commercial_services_supplies 0.0189 -0.0004 -0.0000 tilt_INDUSTRY
2025-06-13 2025-06-16 ind_media_publishing 0.0342 0.0080 0.0003 tilt_INDUSTRY
2025-06-13 2025-06-16 ind_food_tobacco 0.1455 -0.0024 -0.0004 tilt_INDUSTRY
2025-06-13 2025-06-16 reversal 0.9907 -0.0009 -0.0009 alpha_REVERSAL
2025-06-13 2025-06-16 pdiscrepancy NaN NaN 0.0000 unexplained
2025-06-13 2025-06-16 ind_natural_gas_utilities 0.0051 -0.0005 -0.0000 tilt_INDUSTRY
2025-06-13 2025-06-16 ind_multiline_utilities -0.0129 0.0068 -0.0001 tilt_INDUSTRY
2025-06-13 2025-06-16 ind_industrial_distribution 0.0333 0.0120 0.0004 tilt_INDUSTRY
2025-06-13 2025-06-16 quality 3.5117 0.0000 0.0001 alpha_QUALITY
2025-06-13 2025-06-16 sdiscrepancy NaN NaN 0.0000 unexplained
2025-06-13 2025-06-16 market 0.0832 -0.0049 -0.0004 risk_exposure
2025-06-13 2025-06-16 size_MID -0.0924 0.0001 -0.0000 tilt_SIZE
2025-06-13 2025-06-16 ind_chemicals -0.0562 -0.0047 0.0003 tilt_INDUSTRY
2025-06-13 2025-06-16 size_LARGE 0.1774 0.0002 0.0000 tilt_SIZE
2025-06-13 2025-06-16 ind_specialty_reatil -0.0096 0.0012 -0.0000 tilt_INDUSTRY
2025-06-13 2025-06-16 linkage 1.0091 0.0009 0.0009 alpha_MOMENTUM
2025-06-13 2025-06-16 ind_oil_gas 0.0261 0.0001 0.0000 tilt_INDUSTRY
2025-06-13 2025-06-16 ind_automobile -0.0228 -0.0048 0.0001 tilt_INDUSTRY
2025-06-13 2025-06-16 country_NZ -0.0186 0.0168 -0.0003 tilt_COUNTRY
2025-06-13 2025-06-16 ind_office_equipment 0.0000 -0.0006 0.0000 tilt_INDUSTRY
2025-06-13 2025-06-16 fcost NaN NaN -0.0001 cost
2025-06-13 2025-06-16 ind_real_estate_operations 0.0108 0.0040 0.0000 tilt_INDUSTRY
2025-06-13 2025-06-16 ind_diversified_retail -0.0066 -0.0032 0.0000 tilt_INDUSTRY
2025-06-13 2025-06-16 ind_aerospace_defense 0.0066 -0.0022 -0.0000 tilt_INDUSTRY
2025-06-13 2025-06-16 ind_passenger_transportation 0.0699 -0.0038 -0.0003 tilt_INDUSTRY
2025-06-13 2025-06-16 country_PH 0.0024 -0.0073 -0.0000 tilt_COUNTRY
2025-06-13 2025-06-16 specret NaN NaN 0.0009 unexplained
2025-06-13 2025-06-16 ind_banking_services -0.1054 0.0053 -0.0006 tilt_INDUSTRY
2025-06-13 2025-06-16 ind_insurance 0.1179 0.0031 0.0004 tilt_INDUSTRY
2025-06-13 2025-06-16 ind_beverages -0.0716 -0.0018 0.0001 tilt_INDUSTRY
2025-06-13 2025-06-16 country_IN 0.0040 0.0072 0.0000 tilt_COUNTRY
2025-06-13 2025-06-16 linearCost NaN NaN -0.0002 cost
2025-06-13 2025-06-16 ind_textiles_apparel -0.0247 -0.0025 0.0001 tilt_INDUSTRY
2025-06-13 2025-06-16 ind_household_products_services -0.0162 -0.0058 0.0001 tilt_INDUSTRY
2025-06-13 2025-06-16 country_TW 0.0706 -0.0014 -0.0001 tilt_COUNTRY
2025-06-13 2025-06-16 ind_containers_packaging -0.0031 -0.0001 0.0000 tilt_INDUSTRY
2025-06-13 2025-06-16 ind_machinery -0.0334 -0.0027 0.0001 tilt_INDUSTRY
2025-06-13 2025-06-16 ind_pharmaceuticals -0.0362 -0.0076 0.0003 tilt_INDUSTRY
2025-06-13 2025-06-16 size_MICRO -0.0078 -0.0001 0.0000 tilt_SIZE
2025-06-13 2025-06-16 ind_consumer_goods_conglomerates 0.0014 0.0062 0.0000 tilt_INDUSTRY
2025-06-13 2025-06-16 country_HK 0.0844 -0.0010 -0.0001 tilt_COUNTRY
2025-06-13 2025-06-16 ind_healthcare_providers_services 0.0397 0.0004 0.0000 tilt_INDUSTRY
2025-06-13 2025-06-16 country_AU -0.1007 -0.0001 0.0000 tilt_COUNTRY
2025-06-13 2025-06-16 country_ID 0.0124 -0.0034 -0.0000 tilt_COUNTRY
2025-06-13 2025-06-16 ind_coal -0.0489 0.0038 -0.0002 tilt_INDUSTRY
2025-06-13 2025-06-16 ind_construction_materials -0.0034 0.0006 -0.0000 tilt_INDUSTRY
2025-06-13 2025-06-16 ind_oil_gas_equipment_services -0.0164 0.0008 -0.0000 tilt_INDUSTRY
2025-06-13 2025-06-16 stability 4.5919 0.0002 0.0007 alpha_QUALITY
2025-06-13 2025-06-16 ind_hotels_entertainment -0.0612 -0.0026 0.0002 tilt_INDUSTRY
2025-06-13 2025-06-16 fmom 0.2282 0.0001 0.0000 alpha_QUALITY
2025-06-13 2025-06-16 ind_healthcare_equipment_supplies -0.0879 -0.0093 0.0008 tilt_INDUSTRY
2025-06-13 2025-06-16 ind_semiconductors 0.0103 -0.0004 -0.0000 tilt_INDUSTRY
2025-06-13 2025-06-16 country_CN -0.0608 -0.0027 0.0002 tilt_COUNTRY
2025-06-13 2025-06-16 ind_food_drug_retail 0.0500 0.0031 0.0002 tilt_INDUSTRY
2025-06-13 2025-06-16 ind_communications_equipment -0.0054 0.0033 -0.0000 tilt_INDUSTRY
2025-06-13 2025-06-16 ind_fintech 0.0024 0.0089 0.0000 tilt_INDUSTRY
2025-06-13 2025-06-16 ind_computers_phones_household_electronics 0.1035 -0.0042 -0.0004 tilt_INDUSTRY
2025-06-13 2025-06-16 value_liq 0.7622 0.0003 0.0002 alpha_VALUE
2025-06-13 2025-06-16 ind_freight_logistics -0.0180 0.0012 -0.0000 tilt_INDUSTRY
2025-06-13 2025-06-16 ind_construction_engineering 0.0567 0.0017 0.0001 tilt_INDUSTRY
2025-06-13 2025-06-16 impactCost NaN NaN -0.0002 cost
2025-06-13 2025-06-16 neglect 0.7706 0.0008 0.0006 alpha_VALUE
2025-06-13 2025-06-16 ind_household_goods -0.0046 -0.0030 0.0000 tilt_INDUSTRY
2025-06-13 2025-06-16 value_gc 1.8033 -0.0001 -0.0002 alpha_VALUE
2025-06-13 2025-06-16 sbeta_market 0.0596 0.0093 0.0006 risk_exposure
2025-06-13 2025-06-16 bcost NaN NaN -0.0009 cost
2025-06-13 2025-06-16 ind_software_it_services 0.1003 0.0056 0.0006 tilt_INDUSTRY
2025-06-13 2025-06-16 ind_electronic_equipment -0.0760 -0.0014 0.0001 tilt_INDUSTRY
2025-06-16 2025-06-17 ind_household_products_services -0.0159 -0.0024 0.0000 tilt_INDUSTRY
2025-06-16 2025-06-17 ind_industrial_distribution 0.0323 -0.0028 -0.0001 tilt_INDUSTRY
2025-06-16 2025-06-17 country_NZ -0.0191 -0.0090 0.0002 tilt_COUNTRY
2025-06-16 2025-06-17 fmom 0.2784 0.0001 0.0000 alpha_QUALITY
2025-06-16 2025-06-17 ind_electronic_equipment -0.0812 0.0040 -0.0003 tilt_INDUSTRY
2025-06-16 2025-06-17 size_SMALL -0.0006 0.0005 -0.0000 tilt_SIZE
2025-06-16 2025-06-17 ind_metals_mining -0.1185 0.0013 -0.0002 tilt_INDUSTRY
2025-06-16 2025-06-17 ind_banking_services -0.1058 -0.0013 0.0001 tilt_INDUSTRY
2025-06-16 2025-06-17 ind_natural_gas_utilities 0.0052 0.0031 0.0000 tilt_INDUSTRY
2025-06-16 2025-06-17 ind_beverages -0.0724 -0.0024 0.0002 tilt_INDUSTRY
2025-06-16 2025-06-17 country_IN 0.0040 -0.0066 -0.0000 tilt_COUNTRY
2025-06-16 2025-06-17 linearCost NaN NaN -0.0001 cost
2025-06-16 2025-06-17 ind_passenger_transportation 0.0704 0.0012 0.0001 tilt_INDUSTRY
2025-06-16 2025-06-17 ind_oil_gas_equipment_services -0.0165 0.0036 -0.0001 tilt_INDUSTRY
2025-06-16 2025-06-17 ind_freight_logistics -0.0198 -0.0008 0.0000 tilt_INDUSTRY
2025-06-16 2025-06-17 value_liq 0.7747 0.0010 0.0008 alpha_VALUE
2025-06-16 2025-06-17 country_PH 0.0023 0.0033 0.0000 tilt_COUNTRY
2025-06-16 2025-06-17 specret NaN NaN 0.0006 unexplained
2025-06-16 2025-06-17 ind_construction_materials -0.0034 0.0036 -0.0000 tilt_INDUSTRY
2025-06-16 2025-06-17 ind_uranium -0.0029 0.0373 -0.0001 tilt_INDUSTRY
2025-06-16 2025-06-17 stability 4.6326 -0.0001 -0.0007 alpha_QUALITY
2025-06-16 2025-06-17 market 0.0644 0.0011 0.0001 risk_exposure
2025-06-16 2025-06-17 ind_fintech 0.0021 0.0078 0.0000 tilt_INDUSTRY
2025-06-16 2025-06-17 quality 3.5861 0.0002 0.0006 alpha_QUALITY
2025-06-16 2025-06-17 ind_food_drug_retail 0.0515 -0.0062 -0.0003 tilt_INDUSTRY
2025-06-16 2025-06-17 ind_media_publishing 0.0344 -0.0071 -0.0002 tilt_INDUSTRY
2025-06-16 2025-06-17 ind_automobile -0.0320 -0.0010 0.0000 tilt_INDUSTRY
2025-06-16 2025-06-17 ind_transportation_infrastructure 0.0220 0.0012 0.0000 tilt_INDUSTRY
2025-06-16 2025-06-17 bcost NaN NaN -0.0003 cost
2025-06-16 2025-06-17 ind_chemicals -0.0613 0.0025 -0.0002 tilt_INDUSTRY
2025-06-16 2025-06-17 size_LARGE 0.1772 0.0004 0.0001 tilt_SIZE
2025-06-16 2025-06-17 ind_homebuilding_building_products -0.0343 -0.0021 0.0001 tilt_INDUSTRY
2025-06-16 2025-06-17 country_ID 0.0125 0.0001 0.0000 tilt_COUNTRY
2025-06-16 2025-06-17 linkage 0.9500 0.0001 0.0001 alpha_MOMENTUM
2025-06-16 2025-06-17 ind_specialty_reatil -0.0113 -0.0029 0.0000 tilt_INDUSTRY
2025-06-16 2025-06-17 ind_healthcare_equipment_supplies -0.0876 -0.0050 0.0004 tilt_INDUSTRY
2025-06-16 2025-06-17 ind_oil_gas 0.0215 -0.0051 -0.0001 tilt_INDUSTRY
2025-06-16 2025-06-17 ind_coal -0.0485 0.0038 -0.0002 tilt_INDUSTRY
2025-06-16 2025-06-17 ind_renewable_energy 0.0105 -0.0003 -0.0000 tilt_INDUSTRY
2025-06-16 2025-06-17 sbeta_market 0.0272 -0.0022 -0.0001 risk_exposure
2025-06-16 2025-06-17 ind_electric_utilities_ipps -0.0626 0.0047 -0.0003 tilt_INDUSTRY
2025-06-16 2025-06-17 ind_semiconductors 0.0097 0.0054 0.0001 tilt_INDUSTRY
2025-06-16 2025-06-17 ind_textiles_apparel -0.0258 0.0019 -0.0000 tilt_INDUSTRY
2025-06-16 2025-06-17 sdiscrepancy NaN NaN 0.0003 unexplained
2025-06-16 2025-06-17 value_gc 1.8393 0.0011 0.0019 alpha_VALUE
2025-06-16 2025-06-17 ind_aerospace_defense 0.0090 0.0035 0.0000 tilt_INDUSTRY
2025-06-16 2025-06-17 country_CN -0.0841 0.0003 -0.0000 tilt_COUNTRY
2025-06-16 2025-06-17 impactCost NaN NaN -0.0001 cost
2025-06-16 2025-06-17 size_MICRO -0.0084 0.0021 -0.0000 tilt_SIZE
2025-06-16 2025-06-17 reversal 0.9486 0.0006 0.0006 alpha_REVERSAL
2025-06-16 2025-06-17 ind_pharmaceuticals -0.0325 -0.0107 0.0003 tilt_INDUSTRY
2025-06-16 2025-06-17 ind_biotechnology 0.0164 -0.0233 -0.0004 tilt_INDUSTRY
2025-06-16 2025-06-17 country_SG 0.0616 0.0042 0.0003 tilt_COUNTRY
2025-06-16 2025-06-17 ind_construction_engineering 0.0586 0.0009 0.0001 tilt_INDUSTRY
2025-06-16 2025-06-17 country_TW 0.0725 -0.0001 -0.0000 tilt_COUNTRY
2025-06-16 2025-06-17 ind_telecommunications_serices 0.1228 -0.0027 -0.0003 tilt_INDUSTRY
2025-06-16 2025-06-17 ind_healthcare_providers_services 0.0401 -0.0024 -0.0001 tilt_INDUSTRY
2025-06-16 2025-06-17 ind_computers_phones_household_electronics 0.1044 0.0016 0.0002 tilt_INDUSTRY
2025-06-16 2025-06-17 ind_commercial_services_supplies 0.0176 0.0001 0.0000 tilt_INDUSTRY
2025-06-16 2025-06-17 country_JP -0.0142 0.0041 -0.0001 tilt_COUNTRY
2025-06-16 2025-06-17 ind_hotels_entertainment -0.0619 0.0018 -0.0001 tilt_INDUSTRY
2025-06-16 2025-06-17 ind_investment_services 0.0311 0.0035 0.0001 tilt_INDUSTRY
2025-06-16 2025-06-17 ind_insurance 0.1176 -0.0016 -0.0002 tilt_INDUSTRY
2025-06-16 2025-06-17 ind_software_it_services 0.0945 -0.0002 -0.0000 tilt_INDUSTRY
2025-06-16 2025-06-17 ind_containers_packaging -0.0029 -0.0033 0.0000 tilt_INDUSTRY
2025-06-16 2025-06-17 ind_integrated_hardware_software 0.0084 -0.0007 -0.0000 tilt_INDUSTRY
2025-06-16 2025-06-17 ind_household_goods -0.0048 0.0038 -0.0000 tilt_INDUSTRY
2025-06-16 2025-06-17 ind_real_estate_operations 0.0101 0.0004 0.0000 tilt_INDUSTRY
2025-06-16 2025-06-17 country_MY 0.0056 -0.0056 -0.0000 tilt_COUNTRY
2025-06-16 2025-06-17 size_MID -0.1039 -0.0007 0.0001 tilt_SIZE
2025-06-16 2025-06-17 ind_water_utilities -0.0073 0.0056 -0.0000 tilt_INDUSTRY
2025-06-16 2025-06-17 ind_office_equipment 0.0000 0.0094 0.0000 tilt_INDUSTRY
2025-06-16 2025-06-17 ind_multiline_utilities -0.0126 0.0075 -0.0001 tilt_INDUSTRY
2025-06-16 2025-06-17 ind_machinery -0.0365 0.0022 -0.0001 tilt_INDUSTRY
2025-06-16 2025-06-17 fcost NaN NaN -0.0000 cost
2025-06-16 2025-06-17 country_AU -0.1002 0.0010 -0.0001 tilt_COUNTRY
2025-06-16 2025-06-17 ind_paper_forestry -0.0091 -0.0023 0.0000 tilt_INDUSTRY
2025-06-16 2025-06-17 country_TH 0.0930 0.0018 0.0002 tilt_COUNTRY
2025-06-16 2025-06-17 neglect 0.7775 -0.0001 -0.0000 alpha_VALUE
2025-06-16 2025-06-17 pdiscrepancy NaN NaN 0.0000 unexplained
2025-06-16 2025-06-17 ind_food_tobacco 0.1468 -0.0024 -0.0004 tilt_INDUSTRY
2025-06-16 2025-06-17 momentum -0.1973 -0.0003 0.0001 alpha_MOMENTUM
2025-06-16 2025-06-17 ind_consumer_goods_conglomerates 0.0014 0.0011 0.0000 tilt_INDUSTRY
2025-06-16 2025-06-17 revision 0.9177 -0.0000 -0.0000 alpha_REVISION
2025-06-16 2025-06-17 country_HK 0.0880 -0.0027 -0.0002 tilt_COUNTRY
2025-06-16 2025-06-17 ind_holding_companies 0.0002 -0.0058 -0.0000 tilt_INDUSTRY
2025-06-16 2025-06-17 country_KR -0.1006 -0.0001 0.0000 tilt_COUNTRY
2025-06-16 2025-06-17 ind_communications_equipment -0.0006 0.0025 -0.0000 tilt_INDUSTRY
2025-06-16 2025-06-17 country_XH 0.0431 -0.0032 -0.0001 tilt_COUNTRY
2025-06-16 2025-06-17 ind_leisure_products 0.0067 -0.0017 -0.0000 tilt_INDUSTRY
2025-06-16 2025-06-17 ind_diversified_retail -0.0067 -0.0000 0.0000 tilt_INDUSTRY
2025-06-17 2025-06-18 ind_fintech 0.0012 -0.0082 -0.0000 tilt_INDUSTRY
2025-06-17 2025-06-18 ind_consumer_goods_conglomerates 0.0021 0.0045 0.0000 tilt_INDUSTRY
2025-06-17 2025-06-18 size_SMALL -0.0011 -0.0009 0.0000 tilt_SIZE
2025-06-17 2025-06-18 country_ID 0.0125 -0.0075 -0.0001 tilt_COUNTRY
2025-06-17 2025-06-18 size_MID -0.1031 0.0008 -0.0001 tilt_SIZE
2025-06-17 2025-06-18 specret NaN NaN -0.0020 unexplained
2025-06-17 2025-06-18 value_gc 1.8286 0.0008 0.0014 alpha_VALUE
2025-06-17 2025-06-18 ind_insurance 0.1178 -0.0058 -0.0007 tilt_INDUSTRY
2025-06-17 2025-06-18 ind_hotels_entertainment -0.0632 0.0020 -0.0001 tilt_INDUSTRY
2025-06-17 2025-06-18 country_SG 0.0616 -0.0029 -0.0002 tilt_COUNTRY
2025-06-17 2025-06-18 ind_telecommunications_serices 0.1222 -0.0008 -0.0001 tilt_INDUSTRY
2025-06-17 2025-06-18 country_XH 0.0372 -0.0053 -0.0002 tilt_COUNTRY
2025-06-17 2025-06-18 ind_computers_phones_household_electronics 0.1045 0.0049 0.0005 tilt_INDUSTRY
2025-06-17 2025-06-18 ind_diversified_retail -0.0067 0.0009 -0.0000 tilt_INDUSTRY
2025-06-17 2025-06-18 ind_food_tobacco 0.1461 -0.0057 -0.0008 tilt_INDUSTRY
2025-06-17 2025-06-18 momentum -0.1666 -0.0001 0.0000 alpha_MOMENTUM
2025-06-17 2025-06-18 ind_real_estate_operations 0.0081 -0.0058 -0.0000 tilt_INDUSTRY
2025-06-17 2025-06-18 ind_holding_companies 0.0002 -0.0041 -0.0000 tilt_INDUSTRY
2025-06-17 2025-06-18 ind_metals_mining -0.1118 -0.0050 0.0006 tilt_INDUSTRY
2025-06-17 2025-06-18 ind_natural_gas_utilities 0.0052 -0.0027 -0.0000 tilt_INDUSTRY
2025-06-17 2025-06-18 country_NZ -0.0189 -0.0046 0.0001 tilt_COUNTRY
2025-06-17 2025-06-18 ind_aerospace_defense 0.0093 0.0055 0.0001 tilt_INDUSTRY
2025-06-17 2025-06-18 stability 4.5963 0.0005 0.0021 alpha_QUALITY
2025-06-17 2025-06-18 ind_specialty_reatil -0.0126 0.0014 -0.0000 tilt_INDUSTRY
2025-06-17 2025-06-18 ind_coal -0.0501 -0.0034 0.0002 tilt_INDUSTRY
2025-06-17 2025-06-18 bcost NaN NaN -0.0003 cost
2025-06-17 2025-06-18 ind_transportation_infrastructure 0.0227 -0.0008 -0.0000 tilt_INDUSTRY
2025-06-17 2025-06-18 ind_containers_packaging -0.0025 0.0017 -0.0000 tilt_INDUSTRY
2025-06-17 2025-06-18 country_PH 0.0023 -0.0058 -0.0000 tilt_COUNTRY
2025-06-17 2025-06-18 ind_integrated_hardware_software 0.0083 0.0024 0.0000 tilt_INDUSTRY
2025-06-17 2025-06-18 country_CN -0.0788 0.0003 -0.0000 tilt_COUNTRY
2025-06-17 2025-06-18 sbeta_market 0.0190 -0.0036 -0.0001 risk_exposure
2025-06-17 2025-06-18 neglect 0.7850 -0.0008 -0.0006 alpha_VALUE
2025-06-17 2025-06-18 country_TW 0.0755 -0.0014 -0.0001 tilt_COUNTRY
2025-06-17 2025-06-18 ind_electronic_equipment -0.0919 0.0107 -0.0010 tilt_INDUSTRY
2025-06-17 2025-06-18 ind_electric_utilities_ipps -0.0635 -0.0030 0.0002 tilt_INDUSTRY
2025-06-17 2025-06-18 ind_paper_forestry -0.0090 0.0007 -0.0000 tilt_INDUSTRY
2025-06-17 2025-06-18 ind_homebuilding_building_products -0.0345 -0.0017 0.0001 tilt_INDUSTRY
2025-06-17 2025-06-18 ind_water_utilities -0.0073 -0.0003 0.0000 tilt_INDUSTRY
2025-06-17 2025-06-18 ind_renewable_energy 0.0110 0.0065 0.0001 tilt_INDUSTRY
2025-06-17 2025-06-18 ind_investment_services 0.0373 -0.0075 -0.0003 tilt_INDUSTRY
2025-06-17 2025-06-18 ind_banking_services -0.1002 0.0010 -0.0001 tilt_INDUSTRY
2025-06-17 2025-06-18 country_JP -0.0235 0.0064 -0.0002 tilt_COUNTRY
2025-06-17 2025-06-18 linearCost NaN NaN -0.0001 cost
2025-06-17 2025-06-18 ind_healthcare_providers_services 0.0394 -0.0085 -0.0003 tilt_INDUSTRY
2025-06-17 2025-06-18 ind_machinery -0.0336 0.0029 -0.0001 tilt_INDUSTRY
2025-06-17 2025-06-18 ind_software_it_services 0.0922 0.0013 0.0001 tilt_INDUSTRY
2025-06-17 2025-06-18 ind_household_goods -0.0049 -0.0010 0.0000 tilt_INDUSTRY
2025-06-17 2025-06-18 ind_communications_equipment 0.0006 0.0063 0.0000 tilt_INDUSTRY
2025-06-17 2025-06-18 ind_commercial_services_supplies 0.0169 -0.0001 -0.0000 tilt_INDUSTRY
2025-06-17 2025-06-18 ind_freight_logistics -0.0215 -0.0041 0.0001 tilt_INDUSTRY
2025-06-17 2025-06-18 impactCost NaN NaN -0.0002 cost
2025-06-17 2025-06-18 ind_media_publishing 0.0353 -0.0039 -0.0001 tilt_INDUSTRY
2025-06-17 2025-06-18 ind_food_drug_retail 0.0512 -0.0024 -0.0001 tilt_INDUSTRY
2025-06-17 2025-06-18 ind_healthcare_equipment_supplies -0.0884 -0.0047 0.0004 tilt_INDUSTRY
2025-06-17 2025-06-18 ind_construction_materials -0.0034 -0.0048 0.0000 tilt_INDUSTRY
2025-06-17 2025-06-18 quality 3.6210 -0.0009 -0.0033 alpha_QUALITY
2025-06-17 2025-06-18 ind_semiconductors 0.0154 0.0102 0.0002 tilt_INDUSTRY
2025-06-17 2025-06-18 fmom 0.3185 0.0004 0.0001 alpha_QUALITY
2025-06-17 2025-06-18 country_AU -0.0995 -0.0003 0.0000 tilt_COUNTRY
2025-06-17 2025-06-18 ind_construction_engineering 0.0596 -0.0035 -0.0002 tilt_INDUSTRY
2025-06-17 2025-06-18 country_HK 0.0890 -0.0033 -0.0003 tilt_COUNTRY
2025-06-17 2025-06-18 ind_uranium -0.0027 0.0144 -0.0000 tilt_INDUSTRY
2025-06-17 2025-06-18 ind_pharmaceuticals -0.0307 -0.0067 0.0002 tilt_INDUSTRY
2025-06-17 2025-06-18 size_MICRO -0.0070 -0.0003 0.0000 tilt_SIZE
2025-06-17 2025-06-18 ind_oil_gas_equipment_services -0.0163 -0.0004 0.0000 tilt_INDUSTRY
2025-06-17 2025-06-18 ind_biotechnology 0.0149 -0.0050 -0.0001 tilt_INDUSTRY
2025-06-17 2025-06-18 value_liq 0.7134 -0.0012 -0.0008 alpha_VALUE
2025-06-17 2025-06-18 country_TH 0.0981 -0.0147 -0.0014 tilt_COUNTRY
2025-06-17 2025-06-18 ind_beverages -0.0698 0.0047 -0.0003 tilt_INDUSTRY
2025-06-17 2025-06-18 ind_household_products_services -0.0158 -0.0068 0.0001 tilt_INDUSTRY
2025-06-17 2025-06-18 ind_passenger_transportation 0.0701 -0.0056 -0.0004 tilt_INDUSTRY
2025-06-17 2025-06-18 ind_chemicals -0.0629 -0.0026 0.0002 tilt_INDUSTRY
2025-06-17 2025-06-18 ind_industrial_distribution 0.0314 0.0010 0.0000 tilt_INDUSTRY
2025-06-17 2025-06-18 ind_oil_gas 0.0194 0.0003 0.0000 tilt_INDUSTRY
2025-06-17 2025-06-18 linkage 0.8827 -0.0001 -0.0001 alpha_MOMENTUM
2025-06-17 2025-06-18 country_IN 0.0039 -0.0037 -0.0000 tilt_COUNTRY
2025-06-17 2025-06-18 size_LARGE 0.1769 -0.0002 -0.0000 tilt_SIZE
2025-06-17 2025-06-18 ind_automobile -0.0363 0.0035 -0.0001 tilt_INDUSTRY
2025-06-17 2025-06-18 sdiscrepancy NaN NaN -0.0000 unexplained
2025-06-17 2025-06-18 ind_office_equipment 0.0000 0.0029 0.0000 tilt_INDUSTRY
2025-06-17 2025-06-18 fcost NaN NaN -0.0000 cost
2025-06-17 2025-06-18 ind_multiline_utilities -0.0126 -0.0032 0.0000 tilt_INDUSTRY
2025-06-17 2025-06-18 ind_textiles_apparel -0.0252 -0.0018 0.0000 tilt_INDUSTRY
2025-06-17 2025-06-18 reversal 0.7975 0.0003 0.0002 alpha_REVERSAL
2025-06-17 2025-06-18 ind_leisure_products 0.0069 0.0045 0.0000 tilt_INDUSTRY
2025-06-17 2025-06-18 revision 0.8651 0.0003 0.0003 alpha_REVISION
2025-06-17 2025-06-18 country_KR -0.0991 0.0012 -0.0001 tilt_COUNTRY
2025-06-17 2025-06-18 country_MY 0.0055 0.0013 0.0000 tilt_COUNTRY
2025-06-17 2025-06-18 market 0.0658 0.0029 0.0002 risk_exposure
2025-06-17 2025-06-18 pdiscrepancy NaN NaN -0.0000 unexplained
2025-06-18 2025-06-19 impactCost NaN NaN -0.0001 cost
2025-06-18 2025-06-19 ind_aerospace_defense 0.0097 -0.0035 -0.0000 tilt_INDUSTRY
2025-06-18 2025-06-19 ind_textiles_apparel -0.0240 -0.0013 0.0000 tilt_INDUSTRY
2025-06-18 2025-06-19 country_NZ -0.0184 -0.0014 0.0000 tilt_COUNTRY
2025-06-18 2025-06-19 country_ID 0.0123 -0.0204 -0.0003 tilt_COUNTRY
2025-06-18 2025-06-19 ind_fintech 0.0021 -0.0112 -0.0000 tilt_INDUSTRY
2025-06-18 2025-06-19 size_SMALL 0.0004 -0.0008 -0.0000 tilt_SIZE
2025-06-18 2025-06-19 ind_industrial_distribution 0.0299 -0.0039 -0.0001 tilt_INDUSTRY
2025-06-18 2025-06-19 ind_freight_logistics -0.0236 -0.0036 0.0001 tilt_INDUSTRY
2025-06-18 2025-06-19 ind_computers_phones_household_electronics 0.1031 -0.0009 -0.0001 tilt_INDUSTRY
2025-06-18 2025-06-19 ind_coal -0.0493 -0.0037 0.0002 tilt_INDUSTRY
2025-06-18 2025-06-19 ind_uranium -0.0026 -0.0036 0.0000 tilt_INDUSTRY
2025-06-18 2025-06-19 ind_oil_gas 0.0180 0.0065 0.0001 tilt_INDUSTRY
2025-06-18 2025-06-19 country_AU -0.0986 0.0023 -0.0002 tilt_COUNTRY
2025-06-18 2025-06-19 ind_pharmaceuticals -0.0390 -0.0051 0.0002 tilt_INDUSTRY
2025-06-18 2025-06-19 ind_healthcare_equipment_supplies -0.0884 -0.0014 0.0001 tilt_INDUSTRY
2025-06-18 2025-06-19 reversal 1.0132 -0.0012 -0.0013 alpha_REVERSAL
2025-06-18 2025-06-19 ind_machinery -0.0240 -0.0003 0.0000 tilt_INDUSTRY
2025-06-18 2025-06-19 ind_biotechnology 0.0142 -0.0017 -0.0000 tilt_INDUSTRY
2025-06-18 2025-06-19 ind_leisure_products 0.0051 -0.0012 -0.0000 tilt_INDUSTRY
2025-06-18 2025-06-19 country_XH 0.0348 -0.0092 -0.0003 tilt_COUNTRY
2025-06-18 2025-06-19 ind_insurance 0.1177 0.0011 0.0001 tilt_INDUSTRY
2025-06-18 2025-06-19 ind_healthcare_providers_services 0.0373 -0.0012 -0.0000 tilt_INDUSTRY
2025-06-18 2025-06-19 linearCost NaN NaN -0.0001 cost
2025-06-18 2025-06-19 ind_diversified_retail -0.0068 -0.0004 0.0000 tilt_INDUSTRY
2025-06-18 2025-06-19 ind_banking_services -0.1004 0.0028 -0.0003 tilt_INDUSTRY
2025-06-18 2025-06-19 ind_integrated_hardware_software 0.0081 0.0020 0.0000 tilt_INDUSTRY
2025-06-18 2025-06-19 value_liq 0.6622 0.0002 0.0002 alpha_VALUE
2025-06-18 2025-06-19 ind_telecommunications_serices 0.1214 0.0007 0.0001 tilt_INDUSTRY
2025-06-18 2025-06-19 ind_communications_equipment 0.0032 -0.0011 -0.0000 tilt_INDUSTRY
2025-06-18 2025-06-19 fcost NaN NaN -0.0000 cost
2025-06-18 2025-06-19 ind_paper_forestry -0.0091 -0.0014 0.0000 tilt_INDUSTRY
2025-06-18 2025-06-19 country_TW 0.0784 -0.0046 -0.0004 tilt_COUNTRY
2025-06-18 2025-06-19 ind_chemicals -0.0613 0.0009 -0.0001 tilt_INDUSTRY
2025-06-18 2025-06-19 ind_electric_utilities_ipps -0.0633 -0.0029 0.0002 tilt_INDUSTRY
2025-06-18 2025-06-19 ind_electronic_equipment -0.1023 0.0023 -0.0002 tilt_INDUSTRY
2025-06-18 2025-06-19 neglect 0.7918 -0.0011 -0.0009 alpha_VALUE
2025-06-18 2025-06-19 ind_household_products_services -0.0158 -0.0049 0.0001 tilt_INDUSTRY
2025-06-18 2025-06-19 ind_natural_gas_utilities 0.0052 0.0029 0.0000 tilt_INDUSTRY
2025-06-18 2025-06-19 country_CN -0.0823 0.0024 -0.0002 tilt_COUNTRY
2025-06-18 2025-06-19 country_TH 0.1000 -0.0288 -0.0029 tilt_COUNTRY
2025-06-18 2025-06-19 specret NaN NaN -0.0025 unexplained
2025-06-18 2025-06-19 ind_holding_companies 0.0002 -0.0039 -0.0000 tilt_INDUSTRY
2025-06-18 2025-06-19 ind_multiline_utilities -0.0125 -0.0046 0.0001 tilt_INDUSTRY
2025-06-18 2025-06-19 ind_consumer_goods_conglomerates 0.0025 0.0046 0.0000 tilt_INDUSTRY
2025-06-18 2025-06-19 ind_office_equipment 0.0000 -0.0011 0.0000 tilt_INDUSTRY
2025-06-18 2025-06-19 country_IN 0.0039 -0.0074 -0.0000 tilt_COUNTRY
2025-06-18 2025-06-19 fmom 0.3400 -0.0006 -0.0002 alpha_QUALITY
2025-06-18 2025-06-19 country_PH 0.0023 0.0069 0.0000 tilt_COUNTRY
2025-06-18 2025-06-19 ind_beverages -0.0664 0.0029 -0.0002 tilt_INDUSTRY
2025-06-18 2025-06-19 ind_household_goods -0.0049 -0.0009 0.0000 tilt_INDUSTRY
2025-06-18 2025-06-19 ind_food_tobacco 0.1438 -0.0012 -0.0002 tilt_INDUSTRY
2025-06-18 2025-06-19 ind_construction_materials -0.0033 -0.0017 0.0000 tilt_INDUSTRY
2025-06-18 2025-06-19 size_MICRO -0.0066 -0.0027 0.0000 tilt_SIZE
2025-06-18 2025-06-19 ind_food_drug_retail 0.0515 0.0006 0.0000 tilt_INDUSTRY
2025-06-18 2025-06-19 country_MY 0.0055 -0.0020 -0.0000 tilt_COUNTRY
2025-06-18 2025-06-19 ind_software_it_services 0.0922 0.0009 0.0001 tilt_INDUSTRY
2025-06-18 2025-06-19 ind_metals_mining -0.1063 -0.0064 0.0007 tilt_INDUSTRY
2025-06-18 2025-06-19 ind_transportation_infrastructure 0.0226 -0.0009 -0.0000 tilt_INDUSTRY
2025-06-18 2025-06-19 ind_hotels_entertainment -0.0647 0.0027 -0.0002 tilt_INDUSTRY
2025-06-18 2025-06-19 size_MID -0.1071 -0.0000 0.0000 tilt_SIZE
2025-06-18 2025-06-19 ind_construction_engineering 0.0611 -0.0016 -0.0001 tilt_INDUSTRY
2025-06-18 2025-06-19 country_KR -0.0987 0.0088 -0.0009 tilt_COUNTRY
2025-06-18 2025-06-19 momentum -0.1249 0.0006 -0.0001 alpha_MOMENTUM
2025-06-18 2025-06-19 ind_specialty_reatil -0.0125 -0.0033 0.0000 tilt_INDUSTRY
2025-06-18 2025-06-19 ind_media_publishing 0.0353 0.0048 0.0002 tilt_INDUSTRY
2025-06-18 2025-06-19 ind_oil_gas_equipment_services -0.0165 0.0120 -0.0002 tilt_INDUSTRY
2025-06-18 2025-06-19 sdiscrepancy NaN NaN 0.0003 unexplained
2025-06-18 2025-06-19 ind_investment_services 0.0427 -0.0040 -0.0002 tilt_INDUSTRY
2025-06-18 2025-06-19 country_HK 0.0925 -0.0078 -0.0007 tilt_COUNTRY
2025-06-18 2025-06-19 pdiscrepancy NaN NaN -0.0000 unexplained
2025-06-18 2025-06-19 market 0.0587 -0.0017 -0.0001 risk_exposure
2025-06-18 2025-06-19 linkage 0.8244 -0.0004 -0.0003 alpha_MOMENTUM
2025-06-18 2025-06-19 size_LARGE 0.1721 0.0012 0.0002 tilt_SIZE
2025-06-18 2025-06-19 country_SG 0.0613 -0.0029 -0.0002 tilt_COUNTRY
2025-06-18 2025-06-19 bcost NaN NaN -0.0003 cost
2025-06-18 2025-06-19 ind_real_estate_operations 0.0047 0.0024 0.0000 tilt_INDUSTRY
2025-06-18 2025-06-19 ind_semiconductors 0.0191 0.0064 0.0001 tilt_INDUSTRY
2025-06-18 2025-06-19 ind_automobile -0.0424 0.0010 -0.0000 tilt_INDUSTRY
2025-06-18 2025-06-19 revision 0.8250 0.0012 0.0010 alpha_REVISION
2025-06-18 2025-06-19 ind_containers_packaging -0.0020 0.0034 -0.0000 tilt_INDUSTRY
2025-06-18 2025-06-19 ind_homebuilding_building_products -0.0344 -0.0056 0.0002 tilt_INDUSTRY
2025-06-18 2025-06-19 sbeta_market 0.0160 -0.0100 -0.0002 risk_exposure
2025-06-18 2025-06-19 ind_renewable_energy 0.0115 -0.0070 -0.0001 tilt_INDUSTRY
2025-06-18 2025-06-19 ind_commercial_services_supplies 0.0166 -0.0017 -0.0000 tilt_INDUSTRY
2025-06-18 2025-06-19 country_JP -0.0343 0.0049 -0.0002 tilt_COUNTRY
2025-06-18 2025-06-19 value_gc 1.7979 -0.0005 -0.0008 alpha_VALUE
2025-06-18 2025-06-19 stability 4.5472 0.0007 0.0031 alpha_QUALITY
2025-06-18 2025-06-19 quality 3.6414 0.0001 0.0004 alpha_QUALITY
2025-06-18 2025-06-19 ind_water_utilities -0.0072 -0.0057 0.0000 tilt_INDUSTRY
2025-06-18 2025-06-19 ind_passenger_transportation 0.0692 0.0036 0.0002 tilt_INDUSTRY
2025-06-19 2025-06-20 ind_pharmaceuticals -0.0442 0.0024 -0.0001 tilt_INDUSTRY
2025-06-19 2025-06-20 ind_software_it_services 0.0925 -0.0067 -0.0006 tilt_INDUSTRY
2025-06-19 2025-06-20 ind_chemicals -0.0566 0.0036 -0.0002 tilt_INDUSTRY
2025-06-19 2025-06-20 country_TH 0.1047 -0.0028 -0.0003 tilt_COUNTRY
2025-06-19 2025-06-20 size_SMALL -0.0015 -0.0015 0.0000 tilt_SIZE
2025-06-19 2025-06-20 ind_media_publishing 0.0347 -0.0082 -0.0003 tilt_INDUSTRY
2025-06-19 2025-06-20 pdiscrepancy NaN NaN 0.0000 unexplained
2025-06-19 2025-06-20 country_KR -0.1005 0.0089 -0.0009 tilt_COUNTRY
2025-06-19 2025-06-20 country_SG 0.0614 -0.0044 -0.0003 tilt_COUNTRY
2025-06-19 2025-06-20 linearCost NaN NaN -0.0001 cost
2025-06-19 2025-06-20 ind_paper_forestry -0.0091 0.0056 -0.0001 tilt_INDUSTRY
2025-06-19 2025-06-20 ind_homebuilding_building_products -0.0341 0.0037 -0.0001 tilt_INDUSTRY
2025-06-19 2025-06-20 neglect 0.8013 -0.0005 -0.0004 alpha_VALUE
2025-06-19 2025-06-20 market 0.0593 0.0055 0.0003 risk_exposure
2025-06-19 2025-06-20 country_TW 0.0812 -0.0109 -0.0009 tilt_COUNTRY
2025-06-19 2025-06-20 ind_investment_services 0.0444 0.0016 0.0001 tilt_INDUSTRY
2025-06-19 2025-06-20 country_CN -0.0925 -0.0003 0.0000 tilt_COUNTRY
2025-06-19 2025-06-20 ind_passenger_transportation 0.0689 -0.0012 -0.0001 tilt_INDUSTRY
2025-06-19 2025-06-20 ind_electronic_equipment -0.1031 -0.0012 0.0001 tilt_INDUSTRY
2025-06-19 2025-06-20 country_HK 0.1006 0.0073 0.0007 tilt_COUNTRY
2025-06-19 2025-06-20 ind_electric_utilities_ipps -0.0636 -0.0028 0.0002 tilt_INDUSTRY
2025-06-19 2025-06-20 ind_multiline_utilities -0.0124 -0.0035 0.0000 tilt_INDUSTRY
2025-06-19 2025-06-20 linkage 0.7675 -0.0004 -0.0003 alpha_MOMENTUM
2025-06-19 2025-06-20 sdiscrepancy NaN NaN -0.0001 unexplained
2025-06-19 2025-06-20 ind_machinery -0.0173 -0.0009 0.0000 tilt_INDUSTRY
2025-06-19 2025-06-20 impactCost NaN NaN -0.0001 cost
2025-06-19 2025-06-20 sbeta_market 0.0239 -0.0076 -0.0002 risk_exposure
2025-06-19 2025-06-20 ind_construction_engineering 0.0653 -0.0001 -0.0000 tilt_INDUSTRY
2025-06-19 2025-06-20 ind_leisure_products 0.0043 -0.0060 -0.0000 tilt_INDUSTRY
2025-06-19 2025-06-20 ind_biotechnology 0.0133 0.0008 0.0000 tilt_INDUSTRY
2025-06-19 2025-06-20 ind_healthcare_providers_services 0.0363 -0.0022 -0.0001 tilt_INDUSTRY
2025-06-19 2025-06-20 quality 3.6564 0.0003 0.0012 alpha_QUALITY
2025-06-19 2025-06-20 country_MY 0.0055 -0.0033 -0.0000 tilt_COUNTRY
2025-06-19 2025-06-20 ind_computers_phones_household_electronics 0.1018 -0.0025 -0.0003 tilt_INDUSTRY
2025-06-19 2025-06-20 ind_renewable_energy 0.0114 0.0058 0.0001 tilt_INDUSTRY
2025-06-19 2025-06-20 ind_communications_equipment 0.0063 -0.0016 -0.0000 tilt_INDUSTRY
2025-06-19 2025-06-20 fcost NaN NaN -0.0000 cost
2025-06-19 2025-06-20 ind_office_equipment 0.0000 -0.0022 0.0000 tilt_INDUSTRY
2025-06-19 2025-06-20 ind_industrial_distribution 0.0275 -0.0004 -0.0000 tilt_INDUSTRY
2025-06-19 2025-06-20 size_MICRO -0.0082 0.0005 -0.0000 tilt_SIZE
2025-06-19 2025-06-20 ind_household_products_services -0.0157 0.0010 -0.0000 tilt_INDUSTRY
2025-06-19 2025-06-20 ind_integrated_hardware_software 0.0080 -0.0057 -0.0000 tilt_INDUSTRY
2025-06-19 2025-06-20 ind_diversified_retail -0.0068 -0.0068 0.0000 tilt_INDUSTRY
2025-06-19 2025-06-20 country_JP -0.0367 -0.0059 0.0002 tilt_COUNTRY
2025-06-19 2025-06-20 ind_household_goods -0.0049 0.0059 -0.0000 tilt_INDUSTRY
2025-06-19 2025-06-20 ind_beverages -0.0666 0.0098 -0.0007 tilt_INDUSTRY
2025-06-19 2025-06-20 ind_water_utilities -0.0072 -0.0006 0.0000 tilt_INDUSTRY
2025-06-19 2025-06-20 ind_uranium -0.0026 -0.0165 0.0000 tilt_INDUSTRY
2025-06-19 2025-06-20 country_PH 0.0023 -0.0088 -0.0000 tilt_COUNTRY
2025-06-19 2025-06-20 reversal 0.9349 0.0004 0.0004 alpha_REVERSAL
2025-06-19 2025-06-20 country_IN 0.0039 0.0079 0.0000 tilt_COUNTRY
2025-06-19 2025-06-20 revision 0.8424 0.0002 0.0002 alpha_REVISION
2025-06-19 2025-06-20 ind_banking_services -0.1030 0.0042 -0.0004 tilt_INDUSTRY
2025-06-19 2025-06-20 country_AU -0.0997 -0.0013 0.0001 tilt_COUNTRY
2025-06-19 2025-06-20 ind_oil_gas 0.0180 -0.0087 -0.0002 tilt_INDUSTRY
2025-06-19 2025-06-20 value_liq 0.6545 0.0003 0.0002 alpha_VALUE
2025-06-19 2025-06-20 ind_coal -0.0495 0.0035 -0.0002 tilt_INDUSTRY
2025-06-19 2025-06-20 ind_telecommunications_serices 0.1214 -0.0036 -0.0004 tilt_INDUSTRY
2025-06-19 2025-06-20 ind_oil_gas_equipment_services -0.0163 -0.0050 0.0001 tilt_INDUSTRY
2025-06-19 2025-06-20 stability 4.5055 -0.0000 -0.0000 alpha_QUALITY
2025-06-19 2025-06-20 value_gc 1.8136 0.0008 0.0015 alpha_VALUE
2025-06-19 2025-06-20 ind_insurance 0.1133 0.0067 0.0008 tilt_INDUSTRY
2025-06-19 2025-06-20 ind_real_estate_operations 0.0032 0.0005 0.0000 tilt_INDUSTRY
2025-06-19 2025-06-20 country_ID 0.0125 -0.0154 -0.0002 tilt_COUNTRY
2025-06-19 2025-06-20 fmom 0.3358 0.0002 0.0001 alpha_QUALITY
2025-06-19 2025-06-20 ind_construction_materials -0.0033 -0.0041 0.0000 tilt_INDUSTRY
2025-06-19 2025-06-20 country_NZ -0.0184 -0.0047 0.0001 tilt_COUNTRY
2025-06-19 2025-06-20 ind_healthcare_equipment_supplies -0.0880 0.0040 -0.0003 tilt_INDUSTRY
2025-06-19 2025-06-20 country_XH 0.0350 0.0143 0.0005 tilt_COUNTRY
2025-06-19 2025-06-20 ind_textiles_apparel -0.0217 -0.0021 0.0000 tilt_INDUSTRY
2025-06-19 2025-06-20 ind_hotels_entertainment -0.0651 -0.0008 0.0001 tilt_INDUSTRY
2025-06-19 2025-06-20 size_LARGE 0.1724 0.0012 0.0002 tilt_SIZE
2025-06-19 2025-06-20 ind_containers_packaging -0.0017 0.0080 -0.0000 tilt_INDUSTRY
2025-06-19 2025-06-20 ind_holding_companies 0.0002 -0.0047 -0.0000 tilt_INDUSTRY
2025-06-19 2025-06-20 ind_food_drug_retail 0.0535 0.0021 0.0001 tilt_INDUSTRY
2025-06-19 2025-06-20 ind_aerospace_defense 0.0095 -0.0059 -0.0001 tilt_INDUSTRY
2025-06-19 2025-06-20 ind_transportation_infrastructure 0.0230 0.0061 0.0001 tilt_INDUSTRY
2025-06-19 2025-06-20 ind_natural_gas_utilities 0.0053 -0.0082 -0.0000 tilt_INDUSTRY
2025-06-19 2025-06-20 ind_automobile -0.0470 -0.0012 0.0001 tilt_INDUSTRY
2025-06-19 2025-06-20 ind_metals_mining -0.1048 -0.0009 0.0001 tilt_INDUSTRY
2025-06-19 2025-06-20 ind_semiconductors 0.0207 0.0009 0.0000 tilt_INDUSTRY
2025-06-19 2025-06-20 ind_consumer_goods_conglomerates 0.0027 -0.0048 -0.0000 tilt_INDUSTRY
2025-06-19 2025-06-20 specret NaN NaN 0.0009 unexplained
2025-06-19 2025-06-20 momentum -0.0910 -0.0010 0.0001 alpha_MOMENTUM
2025-06-19 2025-06-20 ind_fintech 0.0036 -0.0013 -0.0000 tilt_INDUSTRY
2025-06-19 2025-06-20 size_MID -0.1034 0.0004 -0.0000 tilt_SIZE
2025-06-19 2025-06-20 ind_freight_logistics -0.0266 0.0059 -0.0002 tilt_INDUSTRY
2025-06-19 2025-06-20 bcost NaN NaN -0.0003 cost
2025-06-19 2025-06-20 ind_commercial_services_supplies 0.0151 -0.0031 -0.0000 tilt_INDUSTRY
2025-06-19 2025-06-20 ind_food_tobacco 0.1440 -0.0011 -0.0002 tilt_INDUSTRY
2025-06-19 2025-06-20 ind_specialty_reatil -0.0114 -0.0059 0.0001 tilt_INDUSTRY
2025-06-20 2025-06-23 ind_holding_companies 0.0002 0.0162 0.0000 tilt_INDUSTRY
2025-06-20 2025-06-23 size_LARGE 0.1719 -0.0015 -0.0003 tilt_SIZE
2025-06-20 2025-06-23 ind_renewable_energy 0.0125 -0.0039 -0.0000 tilt_INDUSTRY
2025-06-20 2025-06-23 revision 0.8038 0.0008 0.0006 alpha_REVISION
2025-06-20 2025-06-23 ind_water_utilities -0.0072 -0.0094 0.0001 tilt_INDUSTRY
2025-06-20 2025-06-23 ind_computers_phones_household_electronics 0.0996 -0.0027 -0.0003 tilt_INDUSTRY
2025-06-20 2025-06-23 ind_biotechnology 0.0135 0.0019 0.0000 tilt_INDUSTRY
2025-06-20 2025-06-23 ind_commercial_services_supplies 0.0139 0.0031 0.0000 tilt_INDUSTRY
2025-06-20 2025-06-23 ind_leisure_products 0.0041 -0.0031 -0.0000 tilt_INDUSTRY
2025-06-20 2025-06-23 ind_oil_gas_equipment_services -0.0159 0.0148 -0.0002 tilt_INDUSTRY
2025-06-20 2025-06-23 sbeta_market 0.0206 0.0049 0.0001 risk_exposure
2025-06-20 2025-06-23 ind_software_it_services 0.0988 0.0015 0.0002 tilt_INDUSTRY
2025-06-20 2025-06-23 country_TH 0.1071 -0.0068 -0.0007 tilt_COUNTRY
2025-06-20 2025-06-23 ind_consumer_goods_conglomerates 0.0030 -0.0061 -0.0000 tilt_INDUSTRY
2025-06-20 2025-06-23 ind_aerospace_defense 0.0095 0.0095 0.0001 tilt_INDUSTRY
2025-06-20 2025-06-23 ind_electric_utilities_ipps -0.0636 -0.0051 0.0003 tilt_INDUSTRY
2025-06-20 2025-06-23 ind_transportation_infrastructure 0.0238 -0.0024 -0.0001 tilt_INDUSTRY
2025-06-20 2025-06-23 ind_electronic_equipment -0.1049 0.0005 -0.0001 tilt_INDUSTRY
2025-06-20 2025-06-23 ind_uranium -0.0026 0.0031 -0.0000 tilt_INDUSTRY
2025-06-20 2025-06-23 quality 3.6829 -0.0006 -0.0022 alpha_QUALITY
2025-06-20 2025-06-23 country_SG 0.0617 -0.0037 -0.0002 tilt_COUNTRY
2025-06-20 2025-06-23 ind_textiles_apparel -0.0195 -0.0060 0.0001 tilt_INDUSTRY
2025-06-20 2025-06-23 ind_automobile -0.0510 -0.0063 0.0003 tilt_INDUSTRY
2025-06-20 2025-06-23 ind_coal -0.0492 -0.0010 0.0000 tilt_INDUSTRY
2025-06-20 2025-06-23 ind_chemicals -0.0540 -0.0015 0.0001 tilt_INDUSTRY
2025-06-20 2025-06-23 stability 4.5114 -0.0006 -0.0026 alpha_QUALITY
2025-06-20 2025-06-23 ind_paper_forestry -0.0091 -0.0074 0.0001 tilt_INDUSTRY
2025-06-20 2025-06-23 linearCost NaN NaN -0.0001 cost
2025-06-20 2025-06-23 ind_banking_services -0.1084 0.0058 -0.0006 tilt_INDUSTRY
2025-06-20 2025-06-23 ind_passenger_transportation 0.0682 -0.0022 -0.0001 tilt_INDUSTRY
2025-06-20 2025-06-23 ind_construction_engineering 0.0681 -0.0008 -0.0001 tilt_INDUSTRY
2025-06-20 2025-06-23 impactCost NaN NaN -0.0001 cost
2025-06-20 2025-06-23 country_IN 0.0040 0.0020 0.0000 tilt_COUNTRY
2025-06-20 2025-06-23 ind_media_publishing 0.0345 0.0002 0.0000 tilt_INDUSTRY
2025-06-20 2025-06-23 ind_diversified_retail -0.0068 0.0027 -0.0000 tilt_INDUSTRY
2025-06-20 2025-06-23 country_TW 0.0809 -0.0045 -0.0004 tilt_COUNTRY
2025-06-20 2025-06-23 ind_homebuilding_building_products -0.0341 -0.0046 0.0002 tilt_INDUSTRY
2025-06-20 2025-06-23 country_ID 0.0129 -0.0205 -0.0003 tilt_COUNTRY
2025-06-20 2025-06-23 ind_freight_logistics -0.0294 -0.0008 0.0000 tilt_INDUSTRY
2025-06-20 2025-06-23 country_CN -0.1021 0.0038 -0.0004 tilt_COUNTRY
2025-06-20 2025-06-23 ind_integrated_hardware_software 0.0080 0.0008 0.0000 tilt_INDUSTRY
2025-06-20 2025-06-23 sdiscrepancy NaN NaN 0.0000 unexplained
2025-06-20 2025-06-23 value_gc 1.8161 -0.0008 -0.0014 alpha_VALUE
2025-06-20 2025-06-23 neglect 0.7998 0.0010 0.0008 alpha_VALUE
2025-06-20 2025-06-23 ind_healthcare_providers_services 0.0366 0.0015 0.0001 tilt_INDUSTRY
2025-06-20 2025-06-23 ind_household_goods -0.0048 -0.0110 0.0001 tilt_INDUSTRY
2025-06-20 2025-06-23 ind_industrial_distribution 0.0248 -0.0000 -0.0000 tilt_INDUSTRY
2025-06-20 2025-06-23 ind_real_estate_operations 0.0040 -0.0001 -0.0000 tilt_INDUSTRY
2025-06-20 2025-06-23 size_SMALL -0.0037 0.0024 -0.0000 tilt_SIZE
2025-06-20 2025-06-23 value_liq 0.6281 -0.0003 -0.0002 alpha_VALUE
2025-06-20 2025-06-23 ind_insurance 0.1086 0.0022 0.0002 tilt_INDUSTRY
2025-06-20 2025-06-23 country_KR -0.1005 -0.0121 0.0012 tilt_COUNTRY
2025-06-20 2025-06-23 ind_machinery -0.0143 0.0007 -0.0000 tilt_INDUSTRY
2025-06-20 2025-06-23 pdiscrepancy NaN NaN -0.0000 unexplained
2025-06-20 2025-06-23 ind_natural_gas_utilities 0.0051 -0.0014 -0.0000 tilt_INDUSTRY
2025-06-20 2025-06-23 ind_telecommunications_serices 0.1224 0.0028 0.0003 tilt_INDUSTRY
2025-06-20 2025-06-23 ind_oil_gas 0.0187 0.0050 0.0001 tilt_INDUSTRY
2025-06-20 2025-06-23 ind_food_drug_retail 0.0555 0.0016 0.0001 tilt_INDUSTRY
2025-06-20 2025-06-23 ind_food_tobacco 0.1471 -0.0034 -0.0005 tilt_INDUSTRY
2025-06-20 2025-06-23 ind_pharmaceuticals -0.0474 -0.0010 0.0000 tilt_INDUSTRY
2025-06-20 2025-06-23 market 0.0603 -0.0024 -0.0001 risk_exposure
2025-06-20 2025-06-23 specret NaN NaN -0.0035 unexplained
2025-06-20 2025-06-23 ind_investment_services 0.0453 0.0046 0.0002 tilt_INDUSTRY
2025-06-20 2025-06-23 ind_semiconductors 0.0210 0.0008 0.0000 tilt_INDUSTRY
2025-06-20 2025-06-23 ind_specialty_reatil -0.0101 0.0064 -0.0001 tilt_INDUSTRY
2025-06-20 2025-06-23 country_PH 0.0022 -0.0208 -0.0000 tilt_COUNTRY
2025-06-20 2025-06-23 country_HK 0.1045 0.0080 0.0008 tilt_COUNTRY
2025-06-20 2025-06-23 bcost NaN NaN -0.0009 cost
2025-06-20 2025-06-23 country_AU -0.0991 -0.0073 0.0007 tilt_COUNTRY
2025-06-20 2025-06-23 ind_multiline_utilities -0.0122 -0.0099 0.0001 tilt_INDUSTRY
2025-06-20 2025-06-23 reversal 0.8599 0.0007 0.0006 alpha_REVERSAL
2025-06-20 2025-06-23 country_NZ -0.0183 0.0020 -0.0000 tilt_COUNTRY
2025-06-20 2025-06-23 fmom 0.3427 -0.0009 -0.0003 alpha_QUALITY
2025-06-20 2025-06-23 ind_beverages -0.0657 -0.0115 0.0008 tilt_INDUSTRY
2025-06-20 2025-06-23 size_MICRO -0.0086 0.0021 -0.0000 tilt_SIZE
2025-06-20 2025-06-23 country_JP -0.0335 -0.0041 0.0001 tilt_COUNTRY
2025-06-20 2025-06-23 ind_fintech 0.0038 0.0022 0.0000 tilt_INDUSTRY
2025-06-20 2025-06-23 ind_containers_packaging -0.0014 -0.0050 0.0000 tilt_INDUSTRY
2025-06-20 2025-06-23 fcost NaN NaN -0.0001 cost
2025-06-20 2025-06-23 ind_construction_materials -0.0032 -0.0026 0.0000 tilt_INDUSTRY
2025-06-20 2025-06-23 ind_household_products_services -0.0157 -0.0017 0.0000 tilt_INDUSTRY
2025-06-20 2025-06-23 ind_communications_equipment 0.0073 0.0002 0.0000 tilt_INDUSTRY
2025-06-20 2025-06-23 ind_office_equipment 0.0000 0.0039 0.0000 tilt_INDUSTRY
2025-06-20 2025-06-23 linkage 0.7334 0.0009 0.0007 alpha_MOMENTUM
2025-06-20 2025-06-23 country_MY 0.0055 0.0017 0.0000 tilt_COUNTRY
2025-06-20 2025-06-23 momentum -0.0298 0.0008 -0.0000 alpha_MOMENTUM
2025-06-20 2025-06-23 ind_healthcare_equipment_supplies -0.0895 0.0024 -0.0002 tilt_INDUSTRY
2025-06-20 2025-06-23 size_MID -0.0993 -0.0011 0.0001 tilt_SIZE
2025-06-20 2025-06-23 country_XH 0.0350 0.0038 0.0001 tilt_COUNTRY
2025-06-20 2025-06-23 ind_metals_mining -0.1074 -0.0027 0.0003 tilt_INDUSTRY
2025-06-20 2025-06-23 ind_hotels_entertainment -0.0647 -0.0039 0.0003 tilt_INDUSTRY
2025-06-23 2025-06-24 momentum -0.0412 0.0012 -0.0000 alpha_MOMENTUM
2025-06-23 2025-06-24 country_HK 0.1036 0.0010 0.0001 tilt_COUNTRY
2025-06-23 2025-06-24 size_MICRO -0.0092 -0.0005 0.0000 tilt_SIZE
2025-06-23 2025-06-24 ind_pharmaceuticals -0.0502 -0.0000 0.0000 tilt_INDUSTRY
2025-06-23 2025-06-24 ind_passenger_transportation 0.0679 0.0091 0.0006 tilt_INDUSTRY
2025-06-23 2025-06-24 country_AU -0.0984 0.0050 -0.0005 tilt_COUNTRY
2025-06-23 2025-06-24 ind_semiconductors 0.0199 -0.0025 -0.0000 tilt_INDUSTRY
2025-06-23 2025-06-24 ind_banking_services -0.1166 0.0034 -0.0004 tilt_INDUSTRY
2025-06-23 2025-06-24 ind_water_utilities -0.0072 0.0013 -0.0000 tilt_INDUSTRY
2025-06-23 2025-06-24 ind_household_goods -0.0046 0.0021 -0.0000 tilt_INDUSTRY
2025-06-23 2025-06-24 ind_machinery -0.0092 0.0038 -0.0000 tilt_INDUSTRY
2025-06-23 2025-06-24 ind_construction_materials -0.0032 0.0038 -0.0000 tilt_INDUSTRY
2025-06-23 2025-06-24 ind_healthcare_equipment_supplies -0.0906 -0.0026 0.0002 tilt_INDUSTRY
2025-06-23 2025-06-24 ind_computers_phones_household_electronics 0.0980 0.0039 0.0004 tilt_INDUSTRY
2025-06-23 2025-06-24 linearCost NaN NaN -0.0001 cost
2025-06-23 2025-06-24 ind_commercial_services_supplies 0.0138 0.0019 0.0000 tilt_INDUSTRY
2025-06-23 2025-06-24 linkage 0.7022 0.0001 0.0001 alpha_MOMENTUM
2025-06-23 2025-06-24 ind_oil_gas_equipment_services -0.0152 -0.0528 0.0008 tilt_INDUSTRY
2025-06-23 2025-06-24 sbeta_market 0.0191 0.0181 0.0003 risk_exposure
2025-06-23 2025-06-24 country_PH 0.0022 0.0074 0.0000 tilt_COUNTRY
2025-06-23 2025-06-24 ind_chemicals -0.0554 0.0015 -0.0001 tilt_INDUSTRY
2025-06-23 2025-06-24 country_SG 0.0618 -0.0020 -0.0001 tilt_COUNTRY
2025-06-23 2025-06-24 ind_electronic_equipment -0.1035 -0.0025 0.0003 tilt_INDUSTRY
2025-06-23 2025-06-24 ind_electric_utilities_ipps -0.0637 0.0011 -0.0001 tilt_INDUSTRY
2025-06-23 2025-06-24 ind_consumer_goods_conglomerates 0.0035 0.0020 0.0000 tilt_INDUSTRY
2025-06-23 2025-06-24 neglect 0.8155 -0.0002 -0.0002 alpha_VALUE
2025-06-23 2025-06-24 ind_renewable_energy 0.0140 -0.0008 -0.0000 tilt_INDUSTRY
2025-06-23 2025-06-24 ind_natural_gas_utilities 0.0049 -0.0055 -0.0000 tilt_INDUSTRY
2025-06-23 2025-06-24 ind_telecommunications_serices 0.1232 0.0007 0.0001 tilt_INDUSTRY
2025-06-23 2025-06-24 ind_specialty_reatil -0.0089 0.0023 -0.0000 tilt_INDUSTRY
2025-06-23 2025-06-24 specret NaN NaN -0.0002 unexplained
2025-06-23 2025-06-24 ind_food_tobacco 0.1496 0.0003 0.0001 tilt_INDUSTRY
2025-06-23 2025-06-24 country_NZ -0.0183 -0.0075 0.0001 tilt_COUNTRY
2025-06-23 2025-06-24 ind_insurance 0.1068 0.0057 0.0006 tilt_INDUSTRY
2025-06-23 2025-06-24 size_MID -0.0992 -0.0014 0.0001 tilt_SIZE
2025-06-23 2025-06-24 ind_hotels_entertainment -0.0649 0.0055 -0.0004 tilt_INDUSTRY
2025-06-23 2025-06-24 fmom 0.3625 0.0005 0.0002 alpha_QUALITY
2025-06-23 2025-06-24 ind_communications_equipment 0.0066 -0.0060 -0.0000 tilt_INDUSTRY
2025-06-23 2025-06-24 ind_investment_services 0.0467 0.0076 0.0004 tilt_INDUSTRY
2025-06-23 2025-06-24 ind_food_drug_retail 0.0566 0.0016 0.0001 tilt_INDUSTRY
2025-06-23 2025-06-24 ind_multiline_utilities -0.0121 0.0001 -0.0000 tilt_INDUSTRY
2025-06-23 2025-06-24 ind_oil_gas 0.0229 -0.0258 -0.0006 tilt_INDUSTRY
2025-06-23 2025-06-24 ind_real_estate_operations 0.0049 -0.0064 -0.0000 tilt_INDUSTRY
2025-06-23 2025-06-24 ind_fintech 0.0040 0.0064 0.0000 tilt_INDUSTRY
2025-06-23 2025-06-24 stability 4.5356 -0.0003 -0.0012 alpha_QUALITY
2025-06-23 2025-06-24 ind_textiles_apparel -0.0189 0.0015 -0.0000 tilt_INDUSTRY
2025-06-23 2025-06-24 ind_freight_logistics -0.0307 -0.0062 0.0002 tilt_INDUSTRY
2025-06-23 2025-06-24 ind_automobile -0.0604 0.0022 -0.0001 tilt_INDUSTRY
2025-06-23 2025-06-24 ind_coal -0.0481 -0.0107 0.0005 tilt_INDUSTRY
2025-06-23 2025-06-24 value_gc 1.8205 0.0000 0.0001 alpha_VALUE
2025-06-23 2025-06-24 country_IN 0.0040 0.0018 0.0000 tilt_COUNTRY
2025-06-23 2025-06-24 ind_transportation_infrastructure 0.0205 -0.0031 -0.0001 tilt_INDUSTRY
2025-06-23 2025-06-24 ind_holding_companies 0.0002 0.0003 0.0000 tilt_INDUSTRY
2025-06-23 2025-06-24 size_LARGE 0.1688 0.0021 0.0004 tilt_SIZE
2025-06-23 2025-06-24 ind_aerospace_defense 0.0095 -0.0232 -0.0002 tilt_INDUSTRY
2025-06-23 2025-06-24 ind_metals_mining -0.1116 -0.0027 0.0003 tilt_INDUSTRY
2025-06-23 2025-06-24 country_XH 0.0335 0.0005 0.0000 tilt_COUNTRY
2025-06-23 2025-06-24 ind_containers_packaging -0.0010 -0.0004 0.0000 tilt_INDUSTRY
2025-06-23 2025-06-24 country_ID 0.0131 0.0113 0.0001 tilt_COUNTRY
2025-06-23 2025-06-24 country_MY 0.0055 0.0000 0.0000 tilt_COUNTRY
2025-06-23 2025-06-24 market 0.0572 -0.0038 -0.0002 risk_exposure
2025-06-23 2025-06-24 country_KR -0.1014 0.0157 -0.0016 tilt_COUNTRY
2025-06-23 2025-06-24 ind_uranium -0.0027 -0.0185 0.0000 tilt_INDUSTRY
2025-06-23 2025-06-24 bcost NaN NaN -0.0003 cost
2025-06-23 2025-06-24 revision 0.7186 0.0003 0.0002 alpha_REVISION
2025-06-23 2025-06-24 ind_biotechnology 0.0140 -0.0009 -0.0000 tilt_INDUSTRY
2025-06-23 2025-06-24 quality 3.7298 -0.0001 -0.0002 alpha_QUALITY
2025-06-23 2025-06-24 ind_media_publishing 0.0342 -0.0007 -0.0000 tilt_INDUSTRY
2025-06-23 2025-06-24 ind_integrated_hardware_software 0.0081 0.0018 0.0000 tilt_INDUSTRY
2025-06-23 2025-06-24 ind_diversified_retail -0.0069 -0.0028 0.0000 tilt_INDUSTRY
2025-06-23 2025-06-24 impactCost NaN NaN -0.0001 cost
2025-06-23 2025-06-24 country_CN -0.1010 -0.0032 0.0003 tilt_COUNTRY
2025-06-23 2025-06-24 ind_software_it_services 0.1095 -0.0003 -0.0000 tilt_INDUSTRY
2025-06-23 2025-06-24 ind_paper_forestry -0.0091 0.0011 -0.0000 tilt_INDUSTRY
2025-06-23 2025-06-24 country_TW 0.0805 0.0081 0.0007 tilt_COUNTRY
2025-06-23 2025-06-24 ind_homebuilding_building_products -0.0343 0.0032 -0.0001 tilt_INDUSTRY
2025-06-23 2025-06-24 sdiscrepancy NaN NaN -0.0001 unexplained
2025-06-23 2025-06-24 country_TH 0.1019 0.0388 0.0040 tilt_COUNTRY
2025-06-23 2025-06-24 ind_construction_engineering 0.0677 0.0031 0.0002 tilt_INDUSTRY
2025-06-23 2025-06-24 ind_leisure_products 0.0050 0.0070 0.0000 tilt_INDUSTRY
2025-06-23 2025-06-24 ind_beverages -0.0650 -0.0032 0.0002 tilt_INDUSTRY
2025-06-23 2025-06-24 fcost NaN NaN -0.0000 cost
2025-06-23 2025-06-24 ind_office_equipment 0.0000 -0.0036 0.0000 tilt_INDUSTRY
2025-06-23 2025-06-24 size_SMALL -0.0032 0.0000 -0.0000 tilt_SIZE
2025-06-23 2025-06-24 value_liq 0.6084 0.0003 0.0002 alpha_VALUE
2025-06-23 2025-06-24 ind_industrial_distribution 0.0229 -0.0086 -0.0002 tilt_INDUSTRY
2025-06-23 2025-06-24 country_JP -0.0297 -0.0062 0.0002 tilt_COUNTRY
2025-06-23 2025-06-24 ind_household_products_services -0.0156 0.0025 -0.0000 tilt_INDUSTRY
2025-06-23 2025-06-24 pdiscrepancy NaN NaN -0.0000 unexplained
2025-06-23 2025-06-24 ind_healthcare_providers_services 0.0370 -0.0055 -0.0002 tilt_INDUSTRY
2025-06-23 2025-06-24 reversal 1.0017 0.0023 0.0023 alpha_REVERSAL
2025-06-24 2025-06-25 ind_software_it_services 0.1100 0.0009 0.0001 tilt_INDUSTRY
2025-06-24 2025-06-25 ind_freight_logistics -0.0320 -0.0049 0.0002 tilt_INDUSTRY
2025-06-24 2025-06-25 linearCost NaN NaN -0.0001 cost
2025-06-24 2025-06-25 ind_paper_forestry -0.0091 -0.0060 0.0001 tilt_INDUSTRY
2025-06-24 2025-06-25 sdiscrepancy NaN NaN 0.0004 unexplained
2025-06-24 2025-06-25 reversal 0.9622 -0.0002 -0.0002 alpha_REVERSAL
2025-06-24 2025-06-25 impactCost NaN NaN -0.0002 cost
2025-06-24 2025-06-25 ind_chemicals -0.0557 -0.0033 0.0002 tilt_INDUSTRY
2025-06-24 2025-06-25 ind_textiles_apparel -0.0223 0.0027 -0.0001 tilt_INDUSTRY
2025-06-24 2025-06-25 ind_oil_gas_equipment_services -0.0141 -0.0113 0.0002 tilt_INDUSTRY
2025-06-24 2025-06-25 ind_insurance 0.1061 0.0038 0.0004 tilt_INDUSTRY
2025-06-24 2025-06-25 pdiscrepancy NaN NaN -0.0000 unexplained
2025-06-24 2025-06-25 ind_fintech 0.0040 0.0355 0.0001 tilt_INDUSTRY
2025-06-24 2025-06-25 country_IN 0.0039 0.0059 0.0000 tilt_COUNTRY
2025-06-24 2025-06-25 fmom 0.3858 0.0001 0.0001 alpha_QUALITY
2025-06-24 2025-06-25 value_gc 1.8208 0.0001 0.0001 alpha_VALUE
2025-06-24 2025-06-25 ind_household_goods -0.0044 -0.0018 0.0000 tilt_INDUSTRY
2025-06-24 2025-06-25 ind_uranium -0.0027 0.0111 -0.0000 tilt_INDUSTRY
2025-06-24 2025-06-25 ind_industrial_distribution 0.0219 -0.0084 -0.0002 tilt_INDUSTRY
2025-06-24 2025-06-25 ind_holding_companies 0.0002 -0.0028 -0.0000 tilt_INDUSTRY
2025-06-24 2025-06-25 country_KR -0.1010 -0.0036 0.0004 tilt_COUNTRY
2025-06-24 2025-06-25 ind_natural_gas_utilities 0.0049 -0.0090 -0.0000 tilt_INDUSTRY
2025-06-24 2025-06-25 ind_household_products_services -0.0153 -0.0057 0.0001 tilt_INDUSTRY
2025-06-24 2025-06-25 ind_investment_services 0.0488 0.0209 0.0010 tilt_INDUSTRY
2025-06-24 2025-06-25 country_PH 0.0023 0.0013 0.0000 tilt_COUNTRY
2025-06-24 2025-06-25 country_JP -0.0212 -0.0053 0.0001 tilt_COUNTRY
2025-06-24 2025-06-25 ind_office_equipment 0.0000 -0.0020 0.0000 tilt_INDUSTRY
2025-06-24 2025-06-25 country_SG 0.0619 -0.0031 -0.0002 tilt_COUNTRY
2025-06-24 2025-06-25 size_MID -0.0992 -0.0000 0.0000 tilt_SIZE
2025-06-24 2025-06-25 neglect 0.8339 0.0003 0.0003 alpha_VALUE
2025-06-24 2025-06-25 country_NZ -0.0184 -0.0043 0.0001 tilt_COUNTRY
2025-06-24 2025-06-25 ind_pharmaceuticals -0.0480 -0.0060 0.0003 tilt_INDUSTRY
2025-06-24 2025-06-25 ind_containers_packaging -0.0007 -0.0006 0.0000 tilt_INDUSTRY
2025-06-24 2025-06-25 ind_consumer_goods_conglomerates 0.0034 0.0031 0.0000 tilt_INDUSTRY
2025-06-24 2025-06-25 stability 4.5890 -0.0002 -0.0009 alpha_QUALITY
2025-06-24 2025-06-25 country_CN -0.0958 0.0022 -0.0002 tilt_COUNTRY
2025-06-24 2025-06-25 ind_leisure_products 0.0063 0.0072 0.0000 tilt_INDUSTRY
2025-06-24 2025-06-25 ind_coal -0.0460 -0.0084 0.0004 tilt_INDUSTRY
2025-06-24 2025-06-25 quality 3.7826 0.0003 0.0012 alpha_QUALITY
2025-06-24 2025-06-25 country_XH 0.0314 0.0006 0.0000 tilt_COUNTRY
2025-06-24 2025-06-25 ind_construction_materials -0.0033 0.0015 -0.0000 tilt_INDUSTRY
2025-06-24 2025-06-25 ind_water_utilities -0.0073 0.0030 -0.0000 tilt_INDUSTRY
2025-06-24 2025-06-25 linkage 0.7186 0.0008 0.0005 alpha_MOMENTUM
2025-06-24 2025-06-25 revision 0.8241 0.0000 0.0000 alpha_REVISION
2025-06-24 2025-06-25 ind_commercial_services_supplies 0.0113 0.0028 0.0000 tilt_INDUSTRY
2025-06-24 2025-06-25 ind_diversified_retail -0.0069 0.0022 -0.0000 tilt_INDUSTRY
2025-06-24 2025-06-25 ind_semiconductors 0.0162 0.0078 0.0001 tilt_INDUSTRY
2025-06-24 2025-06-25 ind_multiline_utilities -0.0121 0.0064 -0.0001 tilt_INDUSTRY
2025-06-24 2025-06-25 ind_food_tobacco 0.1492 -0.0023 -0.0003 tilt_INDUSTRY
2025-06-24 2025-06-25 ind_metals_mining -0.1199 -0.0071 0.0008 tilt_INDUSTRY
2025-06-24 2025-06-25 ind_construction_engineering 0.0682 -0.0007 -0.0000 tilt_INDUSTRY
2025-06-24 2025-06-25 ind_beverages -0.0648 -0.0066 0.0004 tilt_INDUSTRY
2025-06-24 2025-06-25 ind_automobile -0.0675 -0.0015 0.0001 tilt_INDUSTRY
2025-06-24 2025-06-25 ind_specialty_reatil -0.0072 -0.0006 0.0000 tilt_INDUSTRY
2025-06-24 2025-06-25 sbeta_market 0.0239 0.0080 0.0002 risk_exposure
2025-06-24 2025-06-25 ind_transportation_infrastructure 0.0138 -0.0016 -0.0000 tilt_INDUSTRY
2025-06-24 2025-06-25 ind_passenger_transportation 0.0680 0.0014 0.0001 tilt_INDUSTRY
2025-06-24 2025-06-25 ind_homebuilding_building_products -0.0346 0.0021 -0.0001 tilt_INDUSTRY
2025-06-24 2025-06-25 size_MICRO -0.0076 -0.0026 0.0000 tilt_SIZE
2025-06-24 2025-06-25 bcost NaN NaN -0.0003 cost
2025-06-24 2025-06-25 ind_real_estate_operations 0.0064 0.0067 0.0000 tilt_INDUSTRY
2025-06-24 2025-06-25 ind_oil_gas 0.0323 -0.0083 -0.0003 tilt_INDUSTRY
2025-06-24 2025-06-25 country_MY 0.0055 0.0029 0.0000 tilt_COUNTRY
2025-06-24 2025-06-25 ind_computers_phones_household_electronics 0.0976 0.0017 0.0002 tilt_INDUSTRY
2025-06-24 2025-06-25 fcost NaN NaN -0.0000 cost
2025-06-24 2025-06-25 country_TH 0.0887 0.0100 0.0009 tilt_COUNTRY
2025-06-24 2025-06-25 size_SMALL -0.0005 -0.0008 0.0000 tilt_SIZE
2025-06-24 2025-06-25 country_TW 0.0817 -0.0028 -0.0002 tilt_COUNTRY
2025-06-24 2025-06-25 country_HK 0.1024 0.0030 0.0003 tilt_COUNTRY
2025-06-24 2025-06-25 market 0.0559 -0.0000 -0.0000 risk_exposure
2025-06-24 2025-06-25 ind_communications_equipment 0.0050 -0.0004 -0.0000 tilt_INDUSTRY
2025-06-24 2025-06-25 ind_renewable_energy 0.0144 -0.0058 -0.0001 tilt_INDUSTRY
2025-06-24 2025-06-25 country_ID 0.0134 -0.0113 -0.0002 tilt_COUNTRY
2025-06-24 2025-06-25 size_LARGE 0.1632 0.0012 0.0002 tilt_SIZE
2025-06-24 2025-06-25 ind_integrated_hardware_software 0.0082 -0.0039 -0.0000 tilt_INDUSTRY
2025-06-24 2025-06-25 ind_biotechnology 0.0136 -0.0065 -0.0001 tilt_INDUSTRY
2025-06-24 2025-06-25 ind_media_publishing 0.0346 -0.0026 -0.0001 tilt_INDUSTRY
2025-06-24 2025-06-25 momentum -0.0575 0.0007 -0.0000 alpha_MOMENTUM
2025-06-24 2025-06-25 ind_machinery -0.0046 -0.0011 0.0000 tilt_INDUSTRY
2025-06-24 2025-06-25 ind_banking_services -0.1182 0.0002 -0.0000 tilt_INDUSTRY
2025-06-24 2025-06-25 country_AU -0.0989 -0.0067 0.0007 tilt_COUNTRY
2025-06-24 2025-06-25 ind_electronic_equipment -0.0938 -0.0022 0.0002 tilt_INDUSTRY
2025-06-24 2025-06-25 specret NaN NaN 0.0003 unexplained
2025-06-24 2025-06-25 ind_food_drug_retail 0.0563 -0.0046 -0.0003 tilt_INDUSTRY
2025-06-24 2025-06-25 ind_electric_utilities_ipps -0.0642 0.0013 -0.0001 tilt_INDUSTRY
2025-06-24 2025-06-25 ind_healthcare_equipment_supplies -0.0905 -0.0025 0.0002 tilt_INDUSTRY
2025-06-24 2025-06-25 ind_hotels_entertainment -0.0646 0.0034 -0.0002 tilt_INDUSTRY
2025-06-24 2025-06-25 value_liq 0.6065 0.0005 0.0003 alpha_VALUE
2025-06-24 2025-06-25 ind_healthcare_providers_services 0.0368 0.0036 0.0001 tilt_INDUSTRY
2025-06-24 2025-06-25 ind_aerospace_defense 0.0096 0.0087 0.0001 tilt_INDUSTRY
2025-06-24 2025-06-25 ind_telecommunications_serices 0.1233 0.0004 0.0001 tilt_INDUSTRY
2025-06-25 2025-06-26 ind_specialty_reatil -0.0066 0.0079 -0.0001 tilt_INDUSTRY
2025-06-25 2025-06-26 ind_multiline_utilities -0.0122 0.0051 -0.0001 tilt_INDUSTRY
2025-06-25 2025-06-26 ind_beverages -0.0648 0.0010 -0.0001 tilt_INDUSTRY
2025-06-25 2025-06-26 ind_diversified_retail -0.0072 0.0006 -0.0000 tilt_INDUSTRY
2025-06-25 2025-06-26 linkage 0.7319 0.0003 0.0002 alpha_MOMENTUM
2025-06-25 2025-06-26 value_liq 0.6085 0.0008 0.0005 alpha_VALUE
2025-06-25 2025-06-26 ind_machinery -0.0042 -0.0016 0.0000 tilt_INDUSTRY
2025-06-25 2025-06-26 revision 0.8381 0.0002 0.0002 alpha_REVISION
2025-06-25 2025-06-26 ind_software_it_services 0.1034 0.0001 0.0000 tilt_INDUSTRY
2025-06-25 2025-06-26 ind_construction_engineering 0.0695 -0.0005 -0.0000 tilt_INDUSTRY
2025-06-25 2025-06-26 size_LARGE 0.1630 0.0007 0.0001 tilt_SIZE
2025-06-25 2025-06-26 ind_hotels_entertainment -0.0629 0.0042 -0.0003 tilt_INDUSTRY
2025-06-25 2025-06-26 ind_insurance 0.1057 -0.0015 -0.0002 tilt_INDUSTRY
2025-06-25 2025-06-26 ind_communications_equipment 0.0045 0.0041 0.0000 tilt_INDUSTRY
2025-06-25 2025-06-26 bcost NaN NaN -0.0003 cost
2025-06-25 2025-06-26 country_CN -0.0934 -0.0033 0.0003 tilt_COUNTRY
2025-06-25 2025-06-26 linearCost NaN NaN -0.0001 cost
2025-06-25 2025-06-26 ind_renewable_energy 0.0143 -0.0038 -0.0001 tilt_INDUSTRY
2025-06-25 2025-06-26 country_SG 0.0621 0.0010 0.0001 tilt_COUNTRY
2025-06-25 2025-06-26 ind_pharmaceuticals -0.0448 -0.0047 0.0002 tilt_INDUSTRY
2025-06-25 2025-06-26 ind_water_utilities -0.0074 0.0014 -0.0000 tilt_INDUSTRY
2025-06-25 2025-06-26 ind_food_drug_retail 0.0561 -0.0014 -0.0001 tilt_INDUSTRY
2025-06-25 2025-06-26 neglect 0.8065 0.0003 0.0003 alpha_VALUE
2025-06-25 2025-06-26 country_MY 0.0055 0.0025 0.0000 tilt_COUNTRY
2025-06-25 2025-06-26 ind_chemicals -0.0489 0.0015 -0.0001 tilt_INDUSTRY
2025-06-25 2025-06-26 ind_leisure_products 0.0073 -0.0008 -0.0000 tilt_INDUSTRY
2025-06-25 2025-06-26 country_PH 0.0023 0.0019 0.0000 tilt_COUNTRY
2025-06-25 2025-06-26 country_HK 0.1009 -0.0028 -0.0003 tilt_COUNTRY
2025-06-25 2025-06-26 ind_natural_gas_utilities 0.0048 0.0014 0.0000 tilt_INDUSTRY
2025-06-25 2025-06-26 ind_holding_companies 0.0005 0.0054 0.0000 tilt_INDUSTRY
2025-06-25 2025-06-26 ind_industrial_distribution 0.0214 0.0106 0.0002 tilt_INDUSTRY
2025-06-25 2025-06-26 market 0.0508 0.0002 0.0000 risk_exposure
2025-06-25 2025-06-26 country_ID 0.0135 0.0101 0.0001 tilt_COUNTRY
2025-06-25 2025-06-26 ind_food_tobacco 0.1479 0.0013 0.0002 tilt_INDUSTRY
2025-06-25 2025-06-26 ind_transportation_infrastructure 0.0091 -0.0006 -0.0000 tilt_INDUSTRY
2025-06-25 2025-06-26 value_gc 1.8225 -0.0001 -0.0002 alpha_VALUE
2025-06-25 2025-06-26 ind_household_products_services -0.0147 -0.0065 0.0001 tilt_INDUSTRY
2025-06-25 2025-06-26 ind_textiles_apparel -0.0255 0.0015 -0.0000 tilt_INDUSTRY
2025-06-25 2025-06-26 ind_household_goods -0.0042 0.0005 -0.0000 tilt_INDUSTRY
2025-06-25 2025-06-26 reversal 0.9207 0.0007 0.0007 alpha_REVERSAL
2025-06-25 2025-06-26 fmom 0.4174 0.0000 0.0000 alpha_QUALITY
2025-06-25 2025-06-26 size_MID -0.0964 -0.0008 0.0001 tilt_SIZE
2025-06-25 2025-06-26 country_NZ -0.0187 0.0017 -0.0000 tilt_COUNTRY
2025-06-25 2025-06-26 ind_fintech 0.0036 -0.0114 -0.0000 tilt_INDUSTRY
2025-06-25 2025-06-26 ind_containers_packaging -0.0004 0.0006 -0.0000 tilt_INDUSTRY
2025-06-25 2025-06-26 stability 4.5845 -0.0003 -0.0012 alpha_QUALITY
2025-06-25 2025-06-26 impactCost NaN NaN -0.0001 cost
2025-06-25 2025-06-26 ind_coal -0.0454 -0.0023 0.0001 tilt_INDUSTRY
2025-06-25 2025-06-26 ind_consumer_goods_conglomerates 0.0035 -0.0024 -0.0000 tilt_INDUSTRY
2025-06-25 2025-06-26 ind_electronic_equipment -0.0835 -0.0009 0.0001 tilt_INDUSTRY
2025-06-25 2025-06-26 ind_aerospace_defense 0.0094 0.0085 0.0001 tilt_INDUSTRY
2025-06-25 2025-06-26 ind_telecommunications_serices 0.1236 0.0005 0.0001 tilt_INDUSTRY
2025-06-25 2025-06-26 momentum -0.0634 -0.0008 0.0001 alpha_MOMENTUM
2025-06-25 2025-06-26 specret NaN NaN -0.0053 unexplained
2025-06-25 2025-06-26 ind_oil_gas 0.0380 0.0067 0.0003 tilt_INDUSTRY
2025-06-25 2025-06-26 country_TH 0.0785 0.0022 0.0002 tilt_COUNTRY
2025-06-25 2025-06-26 ind_computers_phones_household_electronics 0.0946 -0.0039 -0.0004 tilt_INDUSTRY
2025-06-25 2025-06-26 fcost NaN NaN -0.0000 cost
2025-06-25 2025-06-26 ind_banking_services -0.1189 0.0042 -0.0005 tilt_INDUSTRY
2025-06-25 2025-06-26 ind_integrated_hardware_software 0.0082 -0.0016 -0.0000 tilt_INDUSTRY
2025-06-25 2025-06-26 ind_biotechnology 0.0123 -0.0127 -0.0002 tilt_INDUSTRY
2025-06-25 2025-06-26 ind_media_publishing 0.0341 0.0017 0.0001 tilt_INDUSTRY
2025-06-25 2025-06-26 country_TW 0.0810 0.0041 0.0003 tilt_COUNTRY
2025-06-25 2025-06-26 ind_paper_forestry -0.0090 0.0019 -0.0000 tilt_INDUSTRY
2025-06-25 2025-06-26 size_SMALL -0.0050 0.0002 -0.0000 tilt_SIZE
2025-06-25 2025-06-26 ind_electric_utilities_ipps -0.0638 0.0038 -0.0002 tilt_INDUSTRY
2025-06-25 2025-06-26 country_AU -0.0998 0.0004 -0.0000 tilt_COUNTRY
2025-06-25 2025-06-26 ind_healthcare_equipment_supplies -0.0902 -0.0062 0.0006 tilt_INDUSTRY
2025-06-25 2025-06-26 sdiscrepancy NaN NaN 0.0000 unexplained
2025-06-25 2025-06-26 ind_investment_services 0.0510 -0.0051 -0.0003 tilt_INDUSTRY
2025-06-25 2025-06-26 ind_uranium -0.0027 0.0103 -0.0000 tilt_INDUSTRY
2025-06-25 2025-06-26 ind_healthcare_providers_services 0.0360 0.0006 0.0000 tilt_INDUSTRY
2025-06-25 2025-06-26 ind_freight_logistics -0.0325 -0.0023 0.0001 tilt_INDUSTRY
2025-06-25 2025-06-26 ind_automobile -0.0680 -0.0041 0.0003 tilt_INDUSTRY
2025-06-25 2025-06-26 sbeta_market 0.0206 -0.0012 -0.0000 risk_exposure
2025-06-25 2025-06-26 country_JP -0.0164 0.0067 -0.0001 tilt_COUNTRY
2025-06-25 2025-06-26 ind_semiconductors 0.0128 -0.0027 -0.0000 tilt_INDUSTRY
2025-06-25 2025-06-26 ind_passenger_transportation 0.0678 0.0030 0.0002 tilt_INDUSTRY
2025-06-25 2025-06-26 country_XH 0.0308 -0.0014 -0.0000 tilt_COUNTRY
2025-06-25 2025-06-26 ind_construction_materials -0.0033 0.0046 -0.0000 tilt_INDUSTRY
2025-06-25 2025-06-26 quality 3.7971 -0.0000 -0.0000 alpha_QUALITY
2025-06-25 2025-06-26 ind_homebuilding_building_products -0.0354 0.0008 -0.0000 tilt_INDUSTRY
2025-06-25 2025-06-26 pdiscrepancy NaN NaN -0.0000 unexplained
2025-06-25 2025-06-26 ind_metals_mining -0.1279 0.0062 -0.0008 tilt_INDUSTRY
2025-06-25 2025-06-26 country_KR -0.0992 -0.0084 0.0008 tilt_COUNTRY
2025-06-25 2025-06-26 ind_commercial_services_supplies 0.0072 -0.0009 -0.0000 tilt_INDUSTRY
2025-06-25 2025-06-26 ind_real_estate_operations 0.0063 -0.0019 -0.0000 tilt_INDUSTRY
2025-06-25 2025-06-26 country_IN 0.0039 0.0057 0.0000 tilt_COUNTRY
2025-06-25 2025-06-26 size_MICRO -0.0108 0.0033 -0.0000 tilt_SIZE
2025-06-25 2025-06-26 ind_oil_gas_equipment_services -0.0138 0.0040 -0.0001 tilt_INDUSTRY
2025-06-25 2025-06-26 ind_office_equipment 0.0000 -0.0039 0.0000 tilt_INDUSTRY
2025-06-26 2025-06-27 ind_media_publishing 0.0339 0.0008 0.0000 tilt_INDUSTRY
2025-06-26 2025-06-27 country_IN 0.0037 0.0069 0.0000 tilt_COUNTRY
2025-06-26 2025-06-27 ind_computers_phones_household_electronics 0.0920 0.0026 0.0002 tilt_INDUSTRY
2025-06-26 2025-06-27 ind_communications_equipment 0.0053 0.0023 0.0000 tilt_INDUSTRY
2025-06-26 2025-06-27 size_SMALL -0.0035 0.0003 -0.0000 tilt_SIZE
2025-06-26 2025-06-27 ind_diversified_retail -0.0077 0.0017 -0.0000 tilt_INDUSTRY
2025-06-26 2025-06-27 ind_industrial_distribution 0.0216 0.0009 0.0000 tilt_INDUSTRY
2025-06-26 2025-06-27 ind_banking_services -0.1208 -0.0069 0.0008 tilt_INDUSTRY
2025-06-26 2025-06-27 revision 0.8416 -0.0006 -0.0005 alpha_REVISION
2025-06-26 2025-06-27 ind_machinery -0.0053 0.0008 -0.0000 tilt_INDUSTRY
2025-06-26 2025-06-27 ind_textiles_apparel -0.0253 0.0070 -0.0002 tilt_INDUSTRY
2025-06-26 2025-06-27 country_JP -0.0128 0.0103 -0.0001 tilt_COUNTRY
2025-06-26 2025-06-27 ind_insurance 0.1042 -0.0097 -0.0010 tilt_INDUSTRY
2025-06-26 2025-06-27 ind_uranium -0.0027 0.0363 -0.0001 tilt_INDUSTRY
2025-06-26 2025-06-27 country_PH 0.0023 0.0172 0.0000 tilt_COUNTRY
2025-06-26 2025-06-27 ind_real_estate_operations 0.0054 -0.0035 -0.0000 tilt_INDUSTRY
2025-06-26 2025-06-27 ind_chemicals -0.0381 0.0011 -0.0000 tilt_INDUSTRY
2025-06-26 2025-06-27 reversal 0.8152 0.0020 0.0016 alpha_REVERSAL
2025-06-26 2025-06-27 ind_metals_mining -0.1260 0.0084 -0.0011 tilt_INDUSTRY
2025-06-26 2025-06-27 country_SG 0.0621 0.0091 0.0006 tilt_COUNTRY
2025-06-26 2025-06-27 bcost NaN NaN -0.0003 cost
2025-06-26 2025-06-27 impactCost NaN NaN -0.0002 cost
2025-06-26 2025-06-27 ind_electronic_equipment -0.0788 0.0076 -0.0006 tilt_INDUSTRY
2025-06-26 2025-06-27 ind_food_tobacco 0.1473 0.0005 0.0001 tilt_INDUSTRY
2025-06-26 2025-06-27 country_XH 0.0323 -0.0055 -0.0002 tilt_COUNTRY
2025-06-26 2025-06-27 ind_construction_engineering 0.0706 -0.0020 -0.0001 tilt_INDUSTRY
2025-06-26 2025-06-27 ind_renewable_energy 0.0142 0.0091 0.0001 tilt_INDUSTRY
2025-06-26 2025-06-27 momentum -0.0470 -0.0004 0.0000 alpha_MOMENTUM
2025-06-26 2025-06-27 ind_freight_logistics -0.0336 -0.0007 0.0000 tilt_INDUSTRY
2025-06-26 2025-06-27 ind_automobile -0.0694 -0.0000 0.0000 tilt_INDUSTRY
2025-06-26 2025-06-27 ind_healthcare_equipment_supplies -0.0901 0.0020 -0.0002 tilt_INDUSTRY
2025-06-26 2025-06-27 ind_multiline_utilities -0.0122 -0.0081 0.0001 tilt_INDUSTRY
2025-06-26 2025-06-27 ind_investment_services 0.0533 -0.0008 -0.0000 tilt_INDUSTRY
2025-06-26 2025-06-27 country_KR -0.0987 -0.0089 0.0009 tilt_COUNTRY
2025-06-26 2025-06-27 ind_office_equipment 0.0000 -0.0024 0.0000 tilt_INDUSTRY
2025-06-26 2025-06-27 pdiscrepancy NaN NaN 0.0000 unexplained
2025-06-26 2025-06-27 quality 3.7865 0.0005 0.0020 alpha_QUALITY
2025-06-26 2025-06-27 ind_homebuilding_building_products -0.0347 -0.0014 0.0000 tilt_INDUSTRY
2025-06-26 2025-06-27 ind_passenger_transportation 0.0677 0.0022 0.0002 tilt_INDUSTRY
2025-06-26 2025-06-27 sbeta_market 0.0453 0.0059 0.0003 risk_exposure
2025-06-26 2025-06-27 size_MICRO -0.0108 0.0003 -0.0000 tilt_SIZE
2025-06-26 2025-06-27 ind_semiconductors 0.0139 0.0036 0.0001 tilt_INDUSTRY
2025-06-26 2025-06-27 ind_healthcare_providers_services 0.0355 0.0044 0.0002 tilt_INDUSTRY
2025-06-26 2025-06-27 ind_construction_materials -0.0034 0.0090 -0.0000 tilt_INDUSTRY
2025-06-26 2025-06-27 ind_oil_gas_equipment_services -0.0140 -0.0011 0.0000 tilt_INDUSTRY
2025-06-26 2025-06-27 ind_commercial_services_supplies 0.0065 0.0000 0.0000 tilt_INDUSTRY
2025-06-26 2025-06-27 ind_water_utilities -0.0072 -0.0161 0.0001 tilt_INDUSTRY
2025-06-26 2025-06-27 size_MID -0.0855 0.0002 -0.0000 tilt_SIZE
2025-06-26 2025-06-27 linkage 0.7254 -0.0012 -0.0009 alpha_MOMENTUM
2025-06-26 2025-06-27 fmom 0.4199 0.0006 0.0002 alpha_QUALITY
2025-06-26 2025-06-27 ind_containers_packaging 0.0006 0.0056 0.0000 tilt_INDUSTRY
2025-06-26 2025-06-27 ind_electric_utilities_ipps -0.0631 -0.0029 0.0002 tilt_INDUSTRY
2025-06-26 2025-06-27 ind_paper_forestry -0.0091 0.0013 -0.0000 tilt_INDUSTRY
2025-06-26 2025-06-27 country_TW 0.0814 0.0005 0.0000 tilt_COUNTRY
2025-06-26 2025-06-27 ind_biotechnology 0.0119 -0.0006 -0.0000 tilt_INDUSTRY
2025-06-26 2025-06-27 ind_integrated_hardware_software 0.0081 -0.0076 -0.0001 tilt_INDUSTRY
2025-06-26 2025-06-27 fcost NaN NaN -0.0000 cost
2025-06-26 2025-06-27 country_TH 0.0726 -0.0201 -0.0015 tilt_COUNTRY
2025-06-26 2025-06-27 ind_oil_gas 0.0390 -0.0019 -0.0001 tilt_INDUSTRY
2025-06-26 2025-06-27 specret NaN NaN 0.0002 unexplained
2025-06-26 2025-06-27 ind_telecommunications_serices 0.1227 0.0032 0.0004 tilt_INDUSTRY
2025-06-26 2025-06-27 ind_aerospace_defense 0.0092 0.0068 0.0001 tilt_INDUSTRY
2025-06-26 2025-06-27 ind_consumer_goods_conglomerates 0.0038 0.0136 0.0001 tilt_INDUSTRY
2025-06-26 2025-06-27 ind_coal -0.0460 0.0079 -0.0004 tilt_INDUSTRY
2025-06-26 2025-06-27 stability 4.5465 0.0002 0.0010 alpha_QUALITY
2025-06-26 2025-06-27 ind_fintech 0.0032 -0.0196 -0.0001 tilt_INDUSTRY
2025-06-26 2025-06-27 country_NZ -0.0191 0.0135 -0.0003 tilt_COUNTRY
2025-06-26 2025-06-27 sdiscrepancy NaN NaN -0.0009 unexplained
2025-06-26 2025-06-27 ind_household_goods -0.0043 0.0011 -0.0000 tilt_INDUSTRY
2025-06-26 2025-06-27 country_ID 0.0137 0.0025 0.0000 tilt_COUNTRY
2025-06-26 2025-06-27 country_HK 0.1008 -0.0035 -0.0004 tilt_COUNTRY
2025-06-26 2025-06-27 ind_pharmaceuticals -0.0436 0.0020 -0.0001 tilt_INDUSTRY
2025-06-26 2025-06-27 ind_food_drug_retail 0.0567 -0.0012 -0.0001 tilt_INDUSTRY
2025-06-26 2025-06-27 linearCost NaN NaN -0.0001 cost
2025-06-26 2025-06-27 neglect 0.7795 0.0001 0.0001 alpha_VALUE
2025-06-26 2025-06-27 ind_leisure_products 0.0081 0.0039 0.0000 tilt_INDUSTRY
2025-06-26 2025-06-27 ind_household_products_services -0.0143 0.0018 -0.0000 tilt_INDUSTRY
2025-06-26 2025-06-27 country_AU -0.0999 0.0015 -0.0002 tilt_COUNTRY
2025-06-26 2025-06-27 country_MY 0.0055 0.0030 0.0000 tilt_COUNTRY
2025-06-26 2025-06-27 ind_natural_gas_utilities 0.0049 -0.0017 -0.0000 tilt_INDUSTRY
2025-06-26 2025-06-27 ind_holding_companies 0.0013 0.0034 0.0000 tilt_INDUSTRY
2025-06-26 2025-06-27 market 0.0717 -0.0044 -0.0003 risk_exposure
2025-06-26 2025-06-27 country_CN -0.0723 -0.0031 0.0002 tilt_COUNTRY
2025-06-26 2025-06-27 ind_hotels_entertainment -0.0614 -0.0090 0.0006 tilt_INDUSTRY
2025-06-26 2025-06-27 ind_software_it_services 0.1034 -0.0056 -0.0006 tilt_INDUSTRY
2025-06-26 2025-06-27 size_LARGE 0.1714 -0.0008 -0.0001 tilt_SIZE
2025-06-26 2025-06-27 ind_transportation_infrastructure 0.0069 -0.0027 -0.0000 tilt_INDUSTRY
2025-06-26 2025-06-27 ind_specialty_reatil -0.0045 0.0049 -0.0000 tilt_INDUSTRY
2025-06-26 2025-06-27 ind_beverages -0.0631 -0.0065 0.0004 tilt_INDUSTRY
2025-06-26 2025-06-27 value_gc 1.8283 0.0003 0.0006 alpha_VALUE
2025-06-26 2025-06-27 value_liq 0.6008 0.0001 0.0000 alpha_VALUE
2025-06-27 2025-06-30 ind_banking_services -0.1192 -0.0041 0.0005 tilt_INDUSTRY
2025-06-27 2025-06-30 ind_aerospace_defense 0.0093 0.0250 0.0002 tilt_INDUSTRY
2025-06-27 2025-06-30 ind_healthcare_providers_services 0.0356 0.0027 0.0001 tilt_INDUSTRY
2025-06-27 2025-06-30 ind_paper_forestry -0.0092 -0.0013 0.0000 tilt_INDUSTRY
2025-06-27 2025-06-30 ind_renewable_energy 0.0143 0.0183 0.0003 tilt_INDUSTRY
2025-06-27 2025-06-30 ind_telecommunications_serices 0.1227 0.0075 0.0009 tilt_INDUSTRY
2025-06-27 2025-06-30 value_liq 0.5651 -0.0007 -0.0004 alpha_VALUE
2025-06-27 2025-06-30 country_TW 0.0826 -0.0158 -0.0013 tilt_COUNTRY
2025-06-27 2025-06-30 ind_biotechnology 0.0127 0.0027 0.0000 tilt_INDUSTRY
2025-06-27 2025-06-30 size_LARGE 0.1688 -0.0034 -0.0006 tilt_SIZE
2025-06-27 2025-06-30 country_ID 0.0138 0.0135 0.0002 tilt_COUNTRY
2025-06-27 2025-06-30 fcost NaN NaN -0.0001 cost
2025-06-27 2025-06-30 ind_beverages -0.0612 0.0018 -0.0001 tilt_INDUSTRY
2025-06-27 2025-06-30 ind_uranium -0.0027 -0.0114 0.0000 tilt_INDUSTRY
2025-06-27 2025-06-30 impactCost NaN NaN -0.0001 cost
2025-06-27 2025-06-30 ind_software_it_services 0.1083 0.0032 0.0004 tilt_INDUSTRY
2025-06-27 2025-06-30 ind_water_utilities -0.0073 -0.0008 0.0000 tilt_INDUSTRY
2025-06-27 2025-06-30 value_gc 1.8151 -0.0009 -0.0016 alpha_VALUE
2025-06-27 2025-06-30 country_IN 0.0031 0.0031 0.0000 tilt_COUNTRY
2025-06-27 2025-06-30 ind_textiles_apparel -0.0252 -0.0010 0.0000 tilt_INDUSTRY
2025-06-27 2025-06-30 ind_semiconductors 0.0154 0.0022 0.0000 tilt_INDUSTRY
2025-06-27 2025-06-30 ind_transportation_infrastructure 0.0059 -0.0036 -0.0000 tilt_INDUSTRY
2025-06-27 2025-06-30 size_MICRO -0.0083 0.0008 -0.0000 tilt_SIZE
2025-06-27 2025-06-30 sbeta_market 0.0493 0.0040 0.0002 risk_exposure
2025-06-27 2025-06-30 ind_holding_companies 0.0019 0.0002 0.0000 tilt_INDUSTRY
2025-06-27 2025-06-30 ind_passenger_transportation 0.0674 -0.0006 -0.0000 tilt_INDUSTRY
2025-06-27 2025-06-30 ind_automobile -0.0723 -0.0052 0.0004 tilt_INDUSTRY
2025-06-27 2025-06-30 country_XH 0.0332 -0.0081 -0.0003 tilt_COUNTRY
2025-06-27 2025-06-30 ind_specialty_reatil -0.0039 0.0010 -0.0000 tilt_INDUSTRY
2025-06-27 2025-06-30 ind_real_estate_operations 0.0037 -0.0032 -0.0000 tilt_INDUSTRY
2025-06-27 2025-06-30 sdiscrepancy NaN NaN -0.0003 unexplained
2025-06-27 2025-06-30 fmom 0.4216 -0.0007 -0.0003 alpha_QUALITY
2025-06-27 2025-06-30 bcost NaN NaN -0.0009 cost
2025-06-27 2025-06-30 ind_pharmaceuticals -0.0438 0.0008 -0.0000 tilt_INDUSTRY
2025-06-27 2025-06-30 ind_food_drug_retail 0.0578 0.0029 0.0002 tilt_INDUSTRY
2025-06-27 2025-06-30 country_JP -0.0216 0.0022 -0.0000 tilt_COUNTRY
2025-06-27 2025-06-30 reversal 0.8704 0.0010 0.0009 alpha_REVERSAL
2025-06-27 2025-06-30 ind_household_products_services -0.0143 0.0024 -0.0000 tilt_INDUSTRY
2025-06-27 2025-06-30 ind_industrial_distribution 0.0215 0.0017 0.0000 tilt_INDUSTRY
2025-06-27 2025-06-30 ind_natural_gas_utilities 0.0051 0.0006 0.0000 tilt_INDUSTRY
2025-06-27 2025-06-30 ind_multiline_utilities -0.0121 -0.0011 0.0000 tilt_INDUSTRY
2025-06-27 2025-06-30 ind_healthcare_equipment_supplies -0.0907 0.0027 -0.0002 tilt_INDUSTRY
2025-06-27 2025-06-30 ind_leisure_products 0.0084 0.0079 0.0001 tilt_INDUSTRY
2025-06-27 2025-06-30 ind_commercial_services_supplies 0.0068 -0.0005 -0.0000 tilt_INDUSTRY
2025-06-27 2025-06-30 momentum 0.0312 0.0001 0.0000 alpha_MOMENTUM
2025-06-27 2025-06-30 ind_media_publishing 0.0346 0.0042 0.0001 tilt_INDUSTRY
2025-06-27 2025-06-30 revision 0.9562 0.0008 0.0008 alpha_REVISION
2025-06-27 2025-06-30 specret NaN NaN 0.0024 unexplained
2025-06-27 2025-06-30 market 0.0768 0.0000 0.0000 risk_exposure
2025-06-27 2025-06-30 ind_containers_packaging 0.0018 0.0023 0.0000 tilt_INDUSTRY
2025-06-27 2025-06-30 ind_insurance 0.0968 -0.0013 -0.0001 tilt_INDUSTRY
2025-06-27 2025-06-30 ind_household_goods -0.0044 -0.0028 0.0000 tilt_INDUSTRY
2025-06-27 2025-06-30 country_HK 0.1019 -0.0063 -0.0006 tilt_COUNTRY
2025-06-27 2025-06-30 size_SMALL 0.0009 0.0008 0.0000 tilt_SIZE
2025-06-27 2025-06-30 ind_metals_mining -0.1265 -0.0057 0.0007 tilt_INDUSTRY
2025-06-27 2025-06-30 ind_investment_services 0.0554 -0.0080 -0.0004 tilt_INDUSTRY
2025-06-27 2025-06-30 linkage 0.7798 -0.0001 -0.0001 alpha_MOMENTUM
2025-06-27 2025-06-30 ind_freight_logistics -0.0353 -0.0058 0.0002 tilt_INDUSTRY
2025-06-27 2025-06-30 country_MY 0.0055 0.0043 0.0000 tilt_COUNTRY
2025-06-27 2025-06-30 country_NZ -0.0188 0.0002 -0.0000 tilt_COUNTRY
2025-06-27 2025-06-30 ind_computers_phones_household_electronics 0.0914 0.0064 0.0006 tilt_INDUSTRY
2025-06-27 2025-06-30 ind_electronic_equipment -0.0820 -0.0001 0.0000 tilt_INDUSTRY
2025-06-27 2025-06-30 ind_consumer_goods_conglomerates 0.0041 -0.0113 -0.0000 tilt_INDUSTRY
2025-06-27 2025-06-30 neglect 0.7516 -0.0001 -0.0001 alpha_VALUE
2025-06-27 2025-06-30 country_CN -0.0603 0.0016 -0.0001 tilt_COUNTRY
2025-06-27 2025-06-30 ind_construction_materials -0.0035 -0.0064 0.0000 tilt_INDUSTRY
2025-06-27 2025-06-30 ind_homebuilding_building_products -0.0340 0.0007 -0.0000 tilt_INDUSTRY
2025-06-27 2025-06-30 country_KR -0.0991 0.0032 -0.0003 tilt_COUNTRY
2025-06-27 2025-06-30 ind_construction_engineering 0.0728 -0.0010 -0.0001 tilt_INDUSTRY
2025-06-27 2025-06-30 ind_machinery 0.0023 0.0031 0.0000 tilt_INDUSTRY
2025-06-27 2025-06-30 country_TH 0.0715 0.0073 0.0005 tilt_COUNTRY
2025-06-27 2025-06-30 ind_chemicals -0.0416 0.0000 -0.0000 tilt_INDUSTRY
2025-06-27 2025-06-30 quality 3.7687 -0.0001 -0.0003 alpha_QUALITY
2025-06-27 2025-06-30 ind_oil_gas 0.0443 -0.0010 -0.0000 tilt_INDUSTRY
2025-06-27 2025-06-30 ind_coal -0.0481 -0.0047 0.0002 tilt_INDUSTRY
2025-06-27 2025-06-30 ind_fintech 0.0030 -0.0065 -0.0000 tilt_INDUSTRY
2025-06-27 2025-06-30 ind_oil_gas_equipment_services -0.0142 -0.0010 0.0000 tilt_INDUSTRY
2025-06-27 2025-06-30 ind_communications_equipment 0.0028 0.0032 0.0000 tilt_INDUSTRY
2025-06-27 2025-06-30 size_MID -0.0846 0.0014 -0.0001 tilt_SIZE
2025-06-27 2025-06-30 country_PH 0.0023 -0.0111 -0.0000 tilt_COUNTRY
2025-06-27 2025-06-30 stability 4.5509 -0.0001 -0.0003 alpha_QUALITY
2025-06-27 2025-06-30 pdiscrepancy NaN NaN -0.0000 unexplained
2025-06-27 2025-06-30 ind_electric_utilities_ipps -0.0632 -0.0006 0.0000 tilt_INDUSTRY
2025-06-27 2025-06-30 ind_office_equipment -0.0002 0.0062 -0.0000 tilt_INDUSTRY
2025-06-27 2025-06-30 country_SG 0.0619 0.0000 0.0000 tilt_COUNTRY
2025-06-27 2025-06-30 country_AU -0.0991 0.0031 -0.0003 tilt_COUNTRY
2025-06-27 2025-06-30 ind_integrated_hardware_software 0.0081 0.0056 0.0000 tilt_INDUSTRY
2025-06-27 2025-06-30 ind_food_tobacco 0.1474 0.0005 0.0001 tilt_INDUSTRY
2025-06-27 2025-06-30 linearCost NaN NaN -0.0001 cost
2025-06-27 2025-06-30 ind_hotels_entertainment -0.0622 0.0009 -0.0001 tilt_INDUSTRY
2025-06-27 2025-06-30 ind_diversified_retail -0.0080 -0.0014 0.0000 tilt_INDUSTRY
2025-06-30 2025-07-01 country_KR -0.1005 0.0054 -0.0005 tilt_COUNTRY
2025-06-30 2025-07-01 value_liq 0.5254 0.0008 0.0004 alpha_VALUE
2025-06-30 2025-07-01 country_NZ -0.0181 0.0008 -0.0000 tilt_COUNTRY
2025-06-30 2025-07-01 ind_electric_utilities_ipps -0.0626 0.0058 -0.0004 tilt_INDUSTRY
2025-06-30 2025-07-01 ind_freight_logistics -0.0353 0.0018 -0.0001 tilt_INDUSTRY
2025-06-30 2025-07-01 ind_multiline_utilities -0.0124 0.0041 -0.0001 tilt_INDUSTRY
2025-06-30 2025-07-01 country_ID 0.0137 -0.0056 -0.0001 tilt_COUNTRY
2025-06-30 2025-07-01 country_HK 0.1023 0.0001 0.0000 tilt_COUNTRY
2025-06-30 2025-07-01 ind_paper_forestry -0.0093 -0.0040 0.0000 tilt_INDUSTRY
2025-06-30 2025-07-01 market 0.0576 0.0053 0.0003 risk_exposure
2025-06-30 2025-07-01 ind_pharmaceuticals -0.0467 0.0033 -0.0002 tilt_INDUSTRY
2025-06-30 2025-07-01 ind_diversified_retail -0.0079 -0.0003 0.0000 tilt_INDUSTRY
2025-06-30 2025-07-01 ind_investment_services 0.0563 -0.0034 -0.0002 tilt_INDUSTRY
2025-06-30 2025-07-01 country_IN 0.0022 -0.0050 -0.0000 tilt_COUNTRY
2025-06-30 2025-07-01 ind_passenger_transportation 0.0661 -0.0033 -0.0002 tilt_INDUSTRY
2025-06-30 2025-07-01 size_MID -0.0971 -0.0003 0.0000 tilt_SIZE
2025-06-30 2025-07-01 ind_office_equipment -0.0008 -0.0046 0.0000 tilt_INDUSTRY
2025-06-30 2025-07-01 fcost NaN NaN -0.0000 cost
2025-06-30 2025-07-01 ind_software_it_services 0.1187 -0.0050 -0.0006 tilt_INDUSTRY
2025-06-30 2025-07-01 ind_integrated_hardware_software 0.0083 -0.0073 -0.0001 tilt_INDUSTRY
2025-06-30 2025-07-01 sbeta_market 0.0208 -0.0046 -0.0001 risk_exposure
2025-06-30 2025-07-01 country_AU -0.1006 -0.0029 0.0003 tilt_COUNTRY
2025-06-30 2025-07-01 pdiscrepancy NaN NaN 0.0000 unexplained
2025-06-30 2025-07-01 ind_telecommunications_serices 0.1227 -0.0016 -0.0002 tilt_INDUSTRY
2025-06-30 2025-07-01 ind_coal -0.0502 -0.0010 0.0001 tilt_INDUSTRY
2025-06-30 2025-07-01 ind_oil_gas 0.0511 0.0023 0.0001 tilt_INDUSTRY
2025-06-30 2025-07-01 country_TH 0.0754 0.0103 0.0008 tilt_COUNTRY
2025-06-30 2025-07-01 ind_biotechnology 0.0126 0.0082 0.0001 tilt_INDUSTRY
2025-06-30 2025-07-01 stability 4.5762 0.0003 0.0012 alpha_QUALITY
2025-06-30 2025-07-01 ind_healthcare_equipment_supplies -0.0917 0.0024 -0.0002 tilt_INDUSTRY
2025-06-30 2025-07-01 size_MICRO -0.0079 -0.0010 0.0000 tilt_SIZE
2025-06-30 2025-07-01 ind_homebuilding_building_products -0.0341 0.0006 -0.0000 tilt_INDUSTRY
2025-06-30 2025-07-01 ind_textiles_apparel -0.0352 0.0002 -0.0000 tilt_INDUSTRY
2025-06-30 2025-07-01 ind_holding_companies 0.0020 0.0092 0.0000 tilt_INDUSTRY
2025-06-30 2025-07-01 sdiscrepancy NaN NaN -0.0000 unexplained
2025-06-30 2025-07-01 reversal 0.8104 0.0006 0.0005 alpha_REVERSAL
2025-06-30 2025-07-01 ind_beverages -0.0604 -0.0028 0.0002 tilt_INDUSTRY
2025-06-30 2025-07-01 ind_aerospace_defense 0.0089 -0.0070 -0.0001 tilt_INDUSTRY
2025-06-30 2025-07-01 ind_consumer_goods_conglomerates 0.0055 0.0066 0.0000 tilt_INDUSTRY
2025-06-30 2025-07-01 linkage 0.8154 -0.0000 -0.0000 alpha_MOMENTUM
2025-06-30 2025-07-01 ind_water_utilities -0.0074 0.0005 -0.0000 tilt_INDUSTRY
2025-06-30 2025-07-01 ind_household_products_services -0.0141 0.0013 -0.0000 tilt_INDUSTRY
2025-06-30 2025-07-01 impactCost NaN NaN -0.0001 cost
2025-06-30 2025-07-01 fmom 0.4149 0.0008 0.0003 alpha_QUALITY
2025-06-30 2025-07-01 ind_household_goods -0.0047 -0.0005 0.0000 tilt_INDUSTRY
2025-06-30 2025-07-01 specret NaN NaN 0.0036 unexplained
2025-06-30 2025-07-01 ind_commercial_services_supplies 0.0079 -0.0037 -0.0000 tilt_INDUSTRY
2025-06-30 2025-07-01 ind_natural_gas_utilities 0.0053 0.0004 0.0000 tilt_INDUSTRY
2025-06-30 2025-07-01 bcost NaN NaN -0.0003 cost
2025-06-30 2025-07-01 ind_communications_equipment 0.0000 -0.0043 -0.0000 tilt_INDUSTRY
2025-06-30 2025-07-01 country_TW 0.0833 0.0049 0.0004 tilt_COUNTRY
2025-06-30 2025-07-01 ind_real_estate_operations 0.0028 0.0012 0.0000 tilt_INDUSTRY
2025-06-30 2025-07-01 ind_banking_services -0.1140 0.0044 -0.0005 tilt_INDUSTRY
2025-06-30 2025-07-01 size_LARGE 0.1671 -0.0012 -0.0002 tilt_SIZE
2025-06-30 2025-07-01 value_gc 1.8037 -0.0002 -0.0004 alpha_VALUE
2025-06-30 2025-07-01 ind_insurance 0.0889 0.0028 0.0002 tilt_INDUSTRY
2025-06-30 2025-07-01 country_JP -0.0377 -0.0069 0.0003 tilt_COUNTRY
2025-06-30 2025-07-01 country_PH 0.0023 0.0065 0.0000 tilt_COUNTRY
2025-06-30 2025-07-01 country_MY 0.0055 0.0008 0.0000 tilt_COUNTRY
2025-06-30 2025-07-01 momentum 0.0589 -0.0007 -0.0000 alpha_MOMENTUM
2025-06-30 2025-07-01 ind_hotels_entertainment -0.0652 0.0016 -0.0001 tilt_INDUSTRY
2025-06-30 2025-07-01 neglect 0.7281 0.0002 0.0001 alpha_VALUE
2025-06-30 2025-07-01 ind_construction_materials -0.0038 -0.0012 0.0000 tilt_INDUSTRY
2025-06-30 2025-07-01 ind_specialty_reatil -0.0039 -0.0016 0.0000 tilt_INDUSTRY
2025-06-30 2025-07-01 ind_uranium -0.0026 -0.0052 0.0000 tilt_INDUSTRY
2025-06-30 2025-07-01 ind_automobile -0.0749 -0.0003 0.0000 tilt_INDUSTRY
2025-06-30 2025-07-01 ind_electronic_equipment -0.0938 -0.0025 0.0002 tilt_INDUSTRY
2025-06-30 2025-07-01 country_CN -0.0650 0.0017 -0.0001 tilt_COUNTRY
2025-06-30 2025-07-01 ind_fintech 0.0030 -0.0156 -0.0000 tilt_INDUSTRY
2025-06-30 2025-07-01 linearCost NaN NaN -0.0000 cost
2025-06-30 2025-07-01 ind_computers_phones_household_electronics 0.0911 -0.0031 -0.0003 tilt_INDUSTRY
2025-06-30 2025-07-01 ind_renewable_energy 0.0145 -0.0064 -0.0001 tilt_INDUSTRY
2025-06-30 2025-07-01 ind_metals_mining -0.1331 0.0053 -0.0007 tilt_INDUSTRY
2025-06-30 2025-07-01 ind_food_drug_retail 0.0581 0.0026 0.0001 tilt_INDUSTRY
2025-06-30 2025-07-01 ind_leisure_products 0.0090 -0.0081 -0.0001 tilt_INDUSTRY
2025-06-30 2025-07-01 ind_oil_gas_equipment_services -0.0143 -0.0017 0.0000 tilt_INDUSTRY
2025-06-30 2025-07-01 country_SG 0.0614 0.0036 0.0002 tilt_COUNTRY
2025-06-30 2025-07-01 ind_food_tobacco 0.1486 -0.0004 -0.0001 tilt_INDUSTRY
2025-06-30 2025-07-01 revision 0.9980 0.0011 0.0011 alpha_REVISION
2025-06-30 2025-07-01 ind_semiconductors 0.0159 -0.0004 -0.0000 tilt_INDUSTRY
2025-06-30 2025-07-01 ind_industrial_distribution 0.0213 0.0015 0.0000 tilt_INDUSTRY
2025-06-30 2025-07-01 ind_machinery 0.0135 -0.0012 -0.0000 tilt_INDUSTRY
2025-06-30 2025-07-01 quality 3.7752 -0.0002 -0.0009 alpha_QUALITY
2025-06-30 2025-07-01 ind_healthcare_providers_services 0.0353 -0.0014 -0.0000 tilt_INDUSTRY
2025-06-30 2025-07-01 ind_chemicals -0.0483 0.0023 -0.0001 tilt_INDUSTRY
2025-06-30 2025-07-01 country_XH 0.0333 0.0013 0.0000 tilt_COUNTRY
2025-06-30 2025-07-01 size_SMALL -0.0044 0.0013 -0.0000 tilt_SIZE
2025-06-30 2025-07-01 ind_media_publishing 0.0343 -0.0058 -0.0002 tilt_INDUSTRY
2025-06-30 2025-07-01 ind_transportation_infrastructure 0.0056 -0.0028 -0.0000 tilt_INDUSTRY
2025-06-30 2025-07-01 ind_containers_packaging 0.0020 -0.0018 -0.0000 tilt_INDUSTRY
2025-06-30 2025-07-01 ind_construction_engineering 0.0753 -0.0002 -0.0000 tilt_INDUSTRY
2025-07-01 2025-07-02 momentum 0.0573 -0.0014 -0.0001 alpha_MOMENTUM
2025-07-01 2025-07-02 ind_passenger_transportation 0.0651 -0.0018 -0.0001 tilt_INDUSTRY
2025-07-01 2025-07-02 sbeta_market 0.0234 -0.0128 -0.0003 risk_exposure
2025-07-01 2025-07-02 size_MID -0.1005 -0.0001 0.0000 tilt_SIZE
2025-07-01 2025-07-02 neglect 0.7258 0.0003 0.0002 alpha_VALUE
2025-07-01 2025-07-02 country_XH 0.0398 0.0119 0.0005 tilt_COUNTRY
2025-07-01 2025-07-02 ind_automobile -0.0804 0.0023 -0.0002 tilt_INDUSTRY
2025-07-01 2025-07-02 ind_leisure_products 0.0096 -0.0094 -0.0001 tilt_INDUSTRY
2025-07-01 2025-07-02 country_PH 0.0022 -0.0065 -0.0000 tilt_COUNTRY
2025-07-01 2025-07-02 ind_integrated_hardware_software 0.0084 -0.0055 -0.0000 tilt_INDUSTRY
2025-07-01 2025-07-02 ind_biotechnology 0.0098 0.0021 0.0000 tilt_INDUSTRY
2025-07-01 2025-07-02 ind_construction_engineering 0.0778 0.0039 0.0003 tilt_INDUSTRY
2025-07-01 2025-07-02 country_TH 0.0731 0.0009 0.0001 tilt_COUNTRY
2025-07-01 2025-07-02 ind_oil_gas 0.0551 0.0025 0.0001 tilt_INDUSTRY
2025-07-01 2025-07-02 ind_machinery 0.0211 -0.0005 -0.0000 tilt_INDUSTRY
2025-07-01 2025-07-02 quality 3.7551 0.0003 0.0012 alpha_QUALITY
2025-07-01 2025-07-02 ind_renewable_energy 0.0147 0.0365 0.0005 tilt_INDUSTRY
2025-07-01 2025-07-02 ind_coal -0.0506 0.0138 -0.0007 tilt_INDUSTRY
2025-07-01 2025-07-02 value_gc 1.7372 -0.0001 -0.0001 alpha_VALUE
2025-07-01 2025-07-02 ind_telecommunications_serices 0.1211 -0.0038 -0.0005 tilt_INDUSTRY
2025-07-01 2025-07-02 size_MICRO -0.0060 -0.0013 0.0000 tilt_SIZE
2025-07-01 2025-07-02 pdiscrepancy NaN NaN -0.0000 unexplained
2025-07-01 2025-07-02 size_LARGE 0.1661 0.0017 0.0003 tilt_SIZE
2025-07-01 2025-07-02 country_AU -0.1007 -0.0022 0.0002 tilt_COUNTRY
2025-07-01 2025-07-02 stability 4.5406 -0.0004 -0.0018 alpha_QUALITY
2025-07-01 2025-07-02 ind_hotels_entertainment -0.0655 0.0014 -0.0001 tilt_INDUSTRY
2025-07-01 2025-07-02 ind_specialty_reatil -0.0007 0.0045 -0.0000 tilt_INDUSTRY
2025-07-01 2025-07-02 country_CN -0.0725 -0.0006 0.0000 tilt_COUNTRY
2025-07-01 2025-07-02 fcost NaN NaN -0.0000 cost
2025-07-01 2025-07-02 ind_office_equipment -0.0015 -0.0005 0.0000 tilt_INDUSTRY
2025-07-01 2025-07-02 ind_homebuilding_building_products -0.0339 0.0083 -0.0003 tilt_INDUSTRY
2025-07-01 2025-07-02 ind_semiconductors 0.0179 -0.0078 -0.0001 tilt_INDUSTRY
2025-07-01 2025-07-02 ind_commercial_services_supplies 0.0092 0.0024 0.0000 tilt_INDUSTRY
2025-07-01 2025-07-02 ind_pharmaceuticals -0.0446 -0.0013 0.0001 tilt_INDUSTRY
2025-07-01 2025-07-02 country_JP -0.0373 -0.0025 0.0001 tilt_COUNTRY
2025-07-01 2025-07-02 ind_real_estate_operations 0.0043 0.0095 0.0000 tilt_INDUSTRY
2025-07-01 2025-07-02 ind_investment_services 0.0562 0.0020 0.0001 tilt_INDUSTRY
2025-07-01 2025-07-02 country_HK 0.1028 0.0146 0.0015 tilt_COUNTRY
2025-07-01 2025-07-02 ind_metals_mining -0.1325 0.0124 -0.0016 tilt_INDUSTRY
2025-07-01 2025-07-02 revision 0.9766 -0.0004 -0.0004 alpha_REVISION
2025-07-01 2025-07-02 market 0.0570 0.0109 0.0006 risk_exposure
2025-07-01 2025-07-02 ind_healthcare_providers_services 0.0350 -0.0006 -0.0000 tilt_INDUSTRY
2025-07-01 2025-07-02 country_NZ -0.0181 -0.0042 0.0001 tilt_COUNTRY
2025-07-01 2025-07-02 country_ID 0.0136 -0.0143 -0.0002 tilt_COUNTRY
2025-07-01 2025-07-02 ind_industrial_distribution 0.0212 0.0076 0.0002 tilt_INDUSTRY
2025-07-01 2025-07-02 ind_diversified_retail -0.0074 0.0011 -0.0000 tilt_INDUSTRY
2025-07-01 2025-07-02 ind_food_tobacco 0.1500 0.0025 0.0004 tilt_INDUSTRY
2025-07-01 2025-07-02 country_TW 0.0848 0.0075 0.0006 tilt_COUNTRY
2025-07-01 2025-07-02 ind_communications_equipment -0.0010 -0.0056 0.0000 tilt_INDUSTRY
2025-07-01 2025-07-02 ind_electric_utilities_ipps -0.0598 -0.0016 0.0001 tilt_INDUSTRY
2025-07-01 2025-07-02 country_KR -0.0987 -0.0042 0.0004 tilt_COUNTRY
2025-07-01 2025-07-02 country_SG 0.0609 0.0031 0.0002 tilt_COUNTRY
2025-07-01 2025-07-02 impactCost NaN NaN -0.0001 cost
2025-07-01 2025-07-02 ind_multiline_utilities -0.0126 0.0048 -0.0001 tilt_INDUSTRY
2025-07-01 2025-07-02 specret NaN NaN -0.0011 unexplained
2025-07-01 2025-07-02 country_MY 0.0054 0.0002 0.0000 tilt_COUNTRY
2025-07-01 2025-07-02 ind_freight_logistics -0.0347 0.0019 -0.0001 tilt_INDUSTRY
2025-07-01 2025-07-02 ind_media_publishing 0.0335 -0.0058 -0.0002 tilt_INDUSTRY
2025-07-01 2025-07-02 ind_containers_packaging 0.0020 0.0036 0.0000 tilt_INDUSTRY
2025-07-01 2025-07-02 ind_household_goods -0.0049 0.0115 -0.0001 tilt_INDUSTRY
2025-07-01 2025-07-02 size_SMALL -0.0026 -0.0011 0.0000 tilt_SIZE
2025-07-01 2025-07-02 ind_transportation_infrastructure 0.0050 -0.0011 -0.0000 tilt_INDUSTRY
2025-07-01 2025-07-02 bcost NaN NaN -0.0003 cost
2025-07-01 2025-07-02 ind_household_products_services -0.0140 -0.0040 0.0001 tilt_INDUSTRY
2025-07-01 2025-07-02 ind_banking_services -0.1191 -0.0019 0.0002 tilt_INDUSTRY
2025-07-01 2025-07-02 linkage 0.8114 -0.0001 -0.0001 alpha_MOMENTUM
2025-07-01 2025-07-02 ind_construction_materials -0.0040 0.0165 -0.0001 tilt_INDUSTRY
2025-07-01 2025-07-02 ind_consumer_goods_conglomerates 0.0066 -0.0104 -0.0001 tilt_INDUSTRY
2025-07-01 2025-07-02 ind_food_drug_retail 0.0579 -0.0006 -0.0000 tilt_INDUSTRY
2025-07-01 2025-07-02 ind_beverages -0.0595 0.0043 -0.0003 tilt_INDUSTRY
2025-07-01 2025-07-02 ind_computers_phones_household_electronics 0.0911 -0.0012 -0.0001 tilt_INDUSTRY
2025-07-01 2025-07-02 ind_aerospace_defense 0.0079 -0.0155 -0.0001 tilt_INDUSTRY
2025-07-01 2025-07-02 ind_textiles_apparel -0.0360 -0.0006 0.0000 tilt_INDUSTRY
2025-07-01 2025-07-02 ind_holding_companies 0.0020 0.0062 0.0000 tilt_INDUSTRY
2025-07-01 2025-07-02 ind_electronic_equipment -0.0919 -0.0057 0.0005 tilt_INDUSTRY
2025-07-01 2025-07-02 ind_natural_gas_utilities 0.0054 0.0060 0.0000 tilt_INDUSTRY
2025-07-01 2025-07-02 ind_uranium -0.0025 0.0024 -0.0000 tilt_INDUSTRY
2025-07-01 2025-07-02 ind_insurance 0.0836 -0.0061 -0.0005 tilt_INDUSTRY
2025-07-01 2025-07-02 ind_water_utilities -0.0076 0.0011 -0.0000 tilt_INDUSTRY
2025-07-01 2025-07-02 sdiscrepancy NaN NaN -0.0002 unexplained
2025-07-01 2025-07-02 value_liq 0.4406 0.0030 0.0013 alpha_VALUE
2025-07-01 2025-07-02 reversal 0.7207 0.0022 0.0016 alpha_REVERSAL
2025-07-01 2025-07-02 ind_oil_gas_equipment_services -0.0144 0.0139 -0.0002 tilt_INDUSTRY
2025-07-01 2025-07-02 ind_chemicals -0.0558 0.0064 -0.0004 tilt_INDUSTRY
2025-07-01 2025-07-02 country_IN 0.0015 -0.0087 -0.0000 tilt_COUNTRY
2025-07-01 2025-07-02 fmom 0.4125 -0.0005 -0.0002 alpha_QUALITY
2025-07-01 2025-07-02 ind_fintech 0.0027 0.0025 0.0000 tilt_INDUSTRY
2025-07-01 2025-07-02 ind_paper_forestry -0.0093 0.0099 -0.0001 tilt_INDUSTRY
2025-07-01 2025-07-02 ind_healthcare_equipment_supplies -0.0915 -0.0016 0.0001 tilt_INDUSTRY
2025-07-01 2025-07-02 linearCost NaN NaN -0.0001 cost
2025-07-01 2025-07-02 ind_software_it_services 0.1186 -0.0087 -0.0010 tilt_INDUSTRY
2025-07-02 2025-07-03 quality 3.7270 0.0002 0.0006 alpha_QUALITY
2025-07-02 2025-07-03 value_gc 1.7220 0.0002 0.0003 alpha_VALUE
2025-07-02 2025-07-03 ind_automobile -0.0863 0.0046 -0.0004 tilt_INDUSTRY
2025-07-02 2025-07-03 ind_coal -0.0500 -0.0023 0.0001 tilt_INDUSTRY
2025-07-02 2025-07-03 ind_textiles_apparel -0.0369 0.0037 -0.0001 tilt_INDUSTRY
2025-07-02 2025-07-03 ind_holding_companies 0.0020 -0.0115 -0.0000 tilt_INDUSTRY
2025-07-02 2025-07-03 country_IN 0.0011 0.0006 0.0000 tilt_COUNTRY
2025-07-02 2025-07-03 ind_oil_gas 0.0559 0.0015 0.0001 tilt_INDUSTRY
2025-07-02 2025-07-03 country_TH 0.0668 0.0132 0.0009 tilt_COUNTRY
2025-07-02 2025-07-03 country_AU -0.1001 0.0017 -0.0002 tilt_COUNTRY
2025-07-02 2025-07-03 ind_insurance 0.0793 -0.0058 -0.0005 tilt_INDUSTRY
2025-07-02 2025-07-03 ind_diversified_retail -0.0068 -0.0126 0.0001 tilt_INDUSTRY
2025-07-02 2025-07-03 ind_freight_logistics -0.0349 0.0024 -0.0001 tilt_INDUSTRY
2025-07-02 2025-07-03 neglect 0.7169 0.0003 0.0002 alpha_VALUE
2025-07-02 2025-07-03 country_NZ -0.0180 -0.0038 0.0001 tilt_COUNTRY
2025-07-02 2025-07-03 ind_multiline_utilities -0.0127 0.0035 -0.0000 tilt_INDUSTRY
2025-07-02 2025-07-03 country_ID 0.0135 0.0029 0.0000 tilt_COUNTRY
2025-07-02 2025-07-03 country_XH 0.0474 -0.0027 -0.0001 tilt_COUNTRY
2025-07-02 2025-07-03 ind_investment_services 0.0645 0.0009 0.0001 tilt_INDUSTRY
2025-07-02 2025-07-03 stability 4.4959 -0.0002 -0.0007 alpha_QUALITY
2025-07-02 2025-07-03 country_HK 0.1103 0.0020 0.0002 tilt_COUNTRY
2025-07-02 2025-07-03 ind_paper_forestry -0.0093 -0.0044 0.0000 tilt_INDUSTRY
2025-07-02 2025-07-03 ind_leisure_products 0.0098 0.0002 0.0000 tilt_INDUSTRY
2025-07-02 2025-07-03 market 0.0639 -0.0048 -0.0003 risk_exposure
2025-07-02 2025-07-03 ind_pharmaceuticals -0.0386 0.0088 -0.0003 tilt_INDUSTRY
2025-07-02 2025-07-03 ind_natural_gas_utilities 0.0055 0.0035 0.0000 tilt_INDUSTRY
2025-07-02 2025-07-03 value_liq 0.3924 0.0007 0.0003 alpha_VALUE
2025-07-02 2025-07-03 ind_office_equipment -0.0019 0.0041 -0.0000 tilt_INDUSTRY
2025-07-02 2025-07-03 sdiscrepancy NaN NaN 0.0001 unexplained
2025-07-02 2025-07-03 size_MID -0.0919 0.0006 -0.0001 tilt_SIZE
2025-07-02 2025-07-03 ind_passenger_transportation 0.0652 -0.0024 -0.0002 tilt_INDUSTRY
2025-07-02 2025-07-03 country_PH 0.0023 0.0130 0.0000 tilt_COUNTRY
2025-07-02 2025-07-03 ind_integrated_hardware_software 0.0083 0.0003 0.0000 tilt_INDUSTRY
2025-07-02 2025-07-03 ind_renewable_energy 0.0133 -0.0057 -0.0001 tilt_INDUSTRY
2025-07-02 2025-07-03 sbeta_market 0.0268 0.0084 0.0002 risk_exposure
2025-07-02 2025-07-03 ind_hotels_entertainment -0.0640 -0.0029 0.0002 tilt_INDUSTRY
2025-07-02 2025-07-03 ind_healthcare_equipment_supplies -0.0914 -0.0028 0.0003 tilt_INDUSTRY
2025-07-02 2025-07-03 ind_homebuilding_building_products -0.0339 0.0036 -0.0001 tilt_INDUSTRY
2025-07-02 2025-07-03 specret NaN NaN -0.0073 unexplained
2025-07-02 2025-07-03 ind_software_it_services 0.1225 -0.0047 -0.0006 tilt_INDUSTRY
2025-07-02 2025-07-03 linearCost NaN NaN -0.0001 cost
2025-07-02 2025-07-03 ind_commercial_services_supplies 0.0084 -0.0043 -0.0000 tilt_INDUSTRY
2025-07-02 2025-07-03 ind_fintech 0.0025 -0.0107 -0.0000 tilt_INDUSTRY
2025-07-02 2025-07-03 ind_specialty_reatil 0.0005 -0.0066 -0.0000 tilt_INDUSTRY
2025-07-02 2025-07-03 size_MICRO -0.0069 0.0011 -0.0000 tilt_SIZE
2025-07-02 2025-07-03 ind_water_utilities -0.0077 -0.0014 0.0000 tilt_INDUSTRY
2025-07-02 2025-07-03 ind_telecommunications_serices 0.1200 -0.0037 -0.0004 tilt_INDUSTRY
2025-07-02 2025-07-03 ind_household_products_services -0.0138 0.0032 -0.0000 tilt_INDUSTRY
2025-07-02 2025-07-03 fcost NaN NaN -0.0000 cost
2025-07-02 2025-07-03 fmom 0.4181 0.0004 0.0002 alpha_QUALITY
2025-07-02 2025-07-03 linkage 0.7640 0.0004 0.0003 alpha_MOMENTUM
2025-07-02 2025-07-03 ind_consumer_goods_conglomerates 0.0068 -0.0102 -0.0001 tilt_INDUSTRY
2025-07-02 2025-07-03 size_LARGE 0.1669 -0.0005 -0.0001 tilt_SIZE
2025-07-02 2025-07-03 ind_beverages -0.0582 0.0001 -0.0000 tilt_INDUSTRY
2025-07-02 2025-07-03 ind_aerospace_defense 0.0069 -0.0041 -0.0000 tilt_INDUSTRY
2025-07-02 2025-07-03 ind_household_goods -0.0048 0.0029 -0.0000 tilt_INDUSTRY
2025-07-02 2025-07-03 country_CN -0.0824 -0.0027 0.0002 tilt_COUNTRY
2025-07-02 2025-07-03 reversal 0.8212 0.0005 0.0004 alpha_REVERSAL
2025-07-02 2025-07-03 country_TW 0.0823 0.0054 0.0004 tilt_COUNTRY
2025-07-02 2025-07-03 ind_semiconductors 0.0208 0.0016 0.0000 tilt_INDUSTRY
2025-07-02 2025-07-03 ind_chemicals -0.0563 0.0020 -0.0001 tilt_INDUSTRY
2025-07-02 2025-07-03 country_SG 0.0607 0.0046 0.0003 tilt_COUNTRY
2025-07-02 2025-07-03 ind_food_tobacco 0.1502 -0.0001 -0.0000 tilt_INDUSTRY
2025-07-02 2025-07-03 country_MY 0.0055 0.0076 0.0000 tilt_COUNTRY
2025-07-02 2025-07-03 ind_industrial_distribution 0.0211 0.0044 0.0001 tilt_INDUSTRY
2025-07-02 2025-07-03 country_JP -0.0265 -0.0000 0.0000 tilt_COUNTRY
2025-07-02 2025-07-03 ind_machinery 0.0220 -0.0017 -0.0000 tilt_INDUSTRY
2025-07-02 2025-07-03 ind_construction_materials -0.0040 0.0031 -0.0000 tilt_INDUSTRY
2025-07-02 2025-07-03 ind_transportation_infrastructure 0.0036 0.0011 0.0000 tilt_INDUSTRY
2025-07-02 2025-07-03 ind_healthcare_providers_services 0.0354 0.0003 0.0000 tilt_INDUSTRY
2025-07-02 2025-07-03 ind_construction_engineering 0.0795 -0.0041 -0.0003 tilt_INDUSTRY
2025-07-02 2025-07-03 pdiscrepancy NaN NaN -0.0001 unexplained
2025-07-02 2025-07-03 revision 0.9791 -0.0014 -0.0013 alpha_REVISION
2025-07-02 2025-07-03 ind_communications_equipment -0.0043 0.0071 -0.0000 tilt_INDUSTRY
2025-07-02 2025-07-03 ind_containers_packaging 0.0020 0.0018 0.0000 tilt_INDUSTRY
2025-07-02 2025-07-03 ind_real_estate_operations 0.0058 -0.0038 -0.0000 tilt_INDUSTRY
2025-07-02 2025-07-03 size_SMALL -0.0042 -0.0004 0.0000 tilt_SIZE
2025-07-02 2025-07-03 ind_media_publishing 0.0337 -0.0060 -0.0002 tilt_INDUSTRY
2025-07-02 2025-07-03 ind_banking_services -0.1301 -0.0014 0.0002 tilt_INDUSTRY
2025-07-02 2025-07-03 ind_oil_gas_equipment_services -0.0145 -0.0076 0.0001 tilt_INDUSTRY
2025-07-02 2025-07-03 bcost NaN NaN -0.0003 cost
2025-07-02 2025-07-03 ind_electric_utilities_ipps -0.0578 0.0000 -0.0000 tilt_INDUSTRY
2025-07-02 2025-07-03 country_KR -0.0989 0.0104 -0.0010 tilt_COUNTRY
2025-07-02 2025-07-03 ind_food_drug_retail 0.0583 -0.0048 -0.0003 tilt_INDUSTRY
2025-07-02 2025-07-03 ind_computers_phones_household_electronics 0.0915 0.0011 0.0001 tilt_INDUSTRY
2025-07-02 2025-07-03 ind_electronic_equipment -0.0892 0.0090 -0.0008 tilt_INDUSTRY
2025-07-02 2025-07-03 ind_biotechnology 0.0071 0.0055 0.0000 tilt_INDUSTRY
2025-07-02 2025-07-03 ind_uranium -0.0025 -0.0242 0.0001 tilt_INDUSTRY
2025-07-02 2025-07-03 impactCost NaN NaN -0.0001 cost
2025-07-02 2025-07-03 ind_metals_mining -0.1289 0.0035 -0.0004 tilt_INDUSTRY
2025-07-02 2025-07-03 momentum 0.0660 -0.0013 -0.0001 alpha_MOMENTUM
2025-07-03 2025-07-04 sbeta_market 0.0225 -0.0080 -0.0002 risk_exposure
2025-07-03 2025-07-04 ind_insurance 0.0764 0.0017 0.0001 tilt_INDUSTRY
2025-07-03 2025-07-04 ind_water_utilities -0.0076 0.0000 -0.0000 tilt_INDUSTRY
2025-07-03 2025-07-04 ind_specialty_reatil -0.0003 0.0008 -0.0000 tilt_INDUSTRY
2025-07-03 2025-07-04 ind_office_equipment -0.0022 -0.0101 0.0000 tilt_INDUSTRY
2025-07-03 2025-07-04 ind_real_estate_operations 0.0059 0.0011 0.0000 tilt_INDUSTRY
2025-07-03 2025-07-04 neglect 0.7338 0.0004 0.0003 alpha_VALUE
2025-07-03 2025-07-04 country_PH 0.0023 -0.0159 -0.0000 tilt_COUNTRY
2025-07-03 2025-07-04 ind_construction_materials -0.0042 -0.0016 0.0000 tilt_INDUSTRY
2025-07-03 2025-07-04 ind_computers_phones_household_electronics 0.0909 -0.0017 -0.0002 tilt_INDUSTRY
2025-07-03 2025-07-04 ind_uranium -0.0025 -0.0099 0.0000 tilt_INDUSTRY
2025-07-03 2025-07-04 ind_fintech 0.0024 0.0124 0.0000 tilt_INDUSTRY
2025-07-03 2025-07-04 value_gc 1.7227 0.0004 0.0008 alpha_VALUE
2025-07-03 2025-07-04 ind_transportation_infrastructure 0.0027 -0.0019 -0.0000 tilt_INDUSTRY
2025-07-03 2025-07-04 size_SMALL -0.0061 -0.0010 0.0000 tilt_SIZE
2025-07-03 2025-07-04 reversal 0.9759 -0.0011 -0.0011 alpha_REVERSAL
2025-07-03 2025-07-04 ind_passenger_transportation 0.0652 -0.0023 -0.0002 tilt_INDUSTRY
2025-07-03 2025-07-04 ind_banking_services -0.1370 0.0076 -0.0010 tilt_INDUSTRY
2025-07-03 2025-07-04 ind_commercial_services_supplies 0.0079 0.0019 0.0000 tilt_INDUSTRY
2025-07-03 2025-07-04 country_JP -0.0191 0.0014 -0.0000 tilt_COUNTRY
2025-07-03 2025-07-04 ind_electronic_equipment -0.0883 -0.0051 0.0004 tilt_INDUSTRY
2025-07-03 2025-07-04 ind_hotels_entertainment -0.0637 0.0008 -0.0001 tilt_INDUSTRY
2025-07-03 2025-07-04 ind_household_goods -0.0047 0.0003 -0.0000 tilt_INDUSTRY
2025-07-03 2025-07-04 specret NaN NaN -0.0001 unexplained
2025-07-03 2025-07-04 ind_integrated_hardware_software 0.0083 0.0007 0.0000 tilt_INDUSTRY
2025-07-03 2025-07-04 ind_homebuilding_building_products -0.0333 -0.0069 0.0002 tilt_INDUSTRY
2025-07-03 2025-07-04 country_MY 0.0055 -0.0036 -0.0000 tilt_COUNTRY
2025-07-03 2025-07-04 ind_healthcare_equipment_supplies -0.0919 -0.0037 0.0003 tilt_INDUSTRY
2025-07-03 2025-07-04 ind_software_it_services 0.1283 0.0058 0.0007 tilt_INDUSTRY
2025-07-03 2025-07-04 size_MID -0.0906 0.0008 -0.0001 tilt_SIZE
2025-07-03 2025-07-04 ind_communications_equipment -0.0065 -0.0087 0.0001 tilt_INDUSTRY
2025-07-03 2025-07-04 sdiscrepancy NaN NaN -0.0002 unexplained
2025-07-03 2025-07-04 country_NZ -0.0181 0.0004 -0.0000 tilt_COUNTRY
2025-07-03 2025-07-04 bcost NaN NaN -0.0003 cost
2025-07-03 2025-07-04 ind_pharmaceuticals -0.0336 0.0038 -0.0001 tilt_INDUSTRY
2025-07-03 2025-07-04 country_XH 0.0470 0.0037 0.0002 tilt_COUNTRY
2025-07-03 2025-07-04 ind_chemicals -0.0547 -0.0050 0.0003 tilt_INDUSTRY
2025-07-03 2025-07-04 ind_food_drug_retail 0.0585 -0.0012 -0.0001 tilt_INDUSTRY
2025-07-03 2025-07-04 country_HK 0.1119 -0.0006 -0.0001 tilt_COUNTRY
2025-07-03 2025-07-04 ind_paper_forestry -0.0092 -0.0018 0.0000 tilt_INDUSTRY
2025-07-03 2025-07-04 ind_semiconductors 0.0225 0.0009 0.0000 tilt_INDUSTRY
2025-07-03 2025-07-04 momentum 0.0801 0.0005 0.0000 alpha_MOMENTUM
2025-07-03 2025-07-04 market 0.0630 0.0038 0.0002 risk_exposure
2025-07-03 2025-07-04 ind_leisure_products 0.0100 0.0030 0.0000 tilt_INDUSTRY
2025-07-03 2025-07-04 impactCost NaN NaN -0.0001 cost
2025-07-03 2025-07-04 ind_electric_utilities_ipps -0.0577 0.0043 -0.0002 tilt_INDUSTRY
2025-07-03 2025-07-04 country_ID 0.0134 -0.0036 -0.0000 tilt_COUNTRY
2025-07-03 2025-07-04 ind_multiline_utilities -0.0128 0.0052 -0.0001 tilt_INDUSTRY
2025-07-03 2025-07-04 country_KR -0.0985 -0.0211 0.0021 tilt_COUNTRY
2025-07-03 2025-07-04 value_liq 0.3653 0.0004 0.0002 alpha_VALUE
2025-07-03 2025-07-04 ind_containers_packaging 0.0020 -0.0000 -0.0000 tilt_INDUSTRY
2025-07-03 2025-07-04 ind_metals_mining -0.1274 -0.0068 0.0009 tilt_INDUSTRY
2025-07-03 2025-07-04 ind_freight_logistics -0.0345 -0.0003 0.0000 tilt_INDUSTRY
2025-07-03 2025-07-04 ind_natural_gas_utilities 0.0053 0.0015 0.0000 tilt_INDUSTRY
2025-07-03 2025-07-04 linkage 0.7565 0.0003 0.0002 alpha_MOMENTUM
2025-07-03 2025-07-04 ind_household_products_services -0.0136 -0.0091 0.0001 tilt_INDUSTRY
2025-07-03 2025-07-04 ind_consumer_goods_conglomerates 0.0072 -0.0051 -0.0000 tilt_INDUSTRY
2025-07-03 2025-07-04 fmom 0.4226 0.0001 0.0000 alpha_QUALITY
2025-07-03 2025-07-04 ind_beverages -0.0573 0.0011 -0.0001 tilt_INDUSTRY
2025-07-03 2025-07-04 revision 0.9234 0.0011 0.0010 alpha_REVISION
2025-07-03 2025-07-04 ind_aerospace_defense 0.0066 -0.0042 -0.0000 tilt_INDUSTRY
2025-07-03 2025-07-04 country_CN -0.0856 0.0026 -0.0002 tilt_COUNTRY
2025-07-03 2025-07-04 country_SG 0.0605 -0.0032 -0.0002 tilt_COUNTRY
2025-07-03 2025-07-04 ind_healthcare_providers_services 0.0370 0.0025 0.0001 tilt_INDUSTRY
2025-07-03 2025-07-04 linearCost NaN NaN -0.0001 cost
2025-07-03 2025-07-04 ind_industrial_distribution 0.0204 -0.0023 -0.0000 tilt_INDUSTRY
2025-07-03 2025-07-04 ind_automobile -0.0876 -0.0028 0.0002 tilt_INDUSTRY
2025-07-03 2025-07-04 ind_textiles_apparel -0.0364 -0.0000 0.0000 tilt_INDUSTRY
2025-07-03 2025-07-04 ind_food_tobacco 0.1489 -0.0022 -0.0003 tilt_INDUSTRY
2025-07-03 2025-07-04 ind_holding_companies 0.0020 -0.0014 -0.0000 tilt_INDUSTRY
2025-07-03 2025-07-04 country_IN 0.0006 0.0012 0.0000 tilt_COUNTRY
2025-07-03 2025-07-04 ind_oil_gas_equipment_services -0.0144 0.0026 -0.0000 tilt_INDUSTRY
2025-07-03 2025-07-04 ind_media_publishing 0.0343 -0.0004 -0.0000 tilt_INDUSTRY
2025-07-03 2025-07-04 ind_investment_services 0.0656 0.0049 0.0003 tilt_INDUSTRY
2025-07-03 2025-07-04 ind_diversified_retail -0.0066 0.0025 -0.0000 tilt_INDUSTRY
2025-07-03 2025-07-04 ind_renewable_energy 0.0108 -0.0027 -0.0000 tilt_INDUSTRY
2025-07-03 2025-07-04 ind_telecommunications_serices 0.1199 -0.0015 -0.0002 tilt_INDUSTRY
2025-07-03 2025-07-04 fcost NaN NaN -0.0000 cost
2025-07-03 2025-07-04 ind_machinery 0.0171 -0.0047 -0.0001 tilt_INDUSTRY
2025-07-03 2025-07-04 country_TW 0.0787 -0.0079 -0.0006 tilt_COUNTRY
2025-07-03 2025-07-04 ind_oil_gas 0.0559 0.0003 0.0000 tilt_INDUSTRY
2025-07-03 2025-07-04 pdiscrepancy NaN NaN -0.0000 unexplained
2025-07-03 2025-07-04 country_AU -0.1001 0.0018 -0.0002 tilt_COUNTRY
2025-07-03 2025-07-04 size_LARGE 0.1675 0.0002 0.0000 tilt_SIZE
2025-07-03 2025-07-04 quality 3.7233 0.0003 0.0011 alpha_QUALITY
2025-07-03 2025-07-04 ind_construction_engineering 0.0811 0.0023 0.0002 tilt_INDUSTRY
2025-07-03 2025-07-04 stability 4.4839 0.0002 0.0010 alpha_QUALITY
2025-07-03 2025-07-04 size_MICRO -0.0077 -0.0024 0.0000 tilt_SIZE
2025-07-03 2025-07-04 ind_biotechnology 0.0066 0.0089 0.0001 tilt_INDUSTRY
2025-07-03 2025-07-04 ind_coal -0.0489 0.0005 -0.0000 tilt_INDUSTRY
2025-07-03 2025-07-04 country_TH 0.0645 -0.0129 -0.0008 tilt_COUNTRY
2025-07-04 2025-07-07 ind_fintech 0.0024 0.0155 0.0000 tilt_INDUSTRY
2025-07-04 2025-07-07 ind_transportation_infrastructure 0.0022 -0.0010 -0.0000 tilt_INDUSTRY
2025-07-04 2025-07-07 ind_beverages -0.0566 -0.0008 0.0000 tilt_INDUSTRY
2025-07-04 2025-07-07 pdiscrepancy NaN NaN 0.0000 unexplained
2025-07-04 2025-07-07 ind_oil_gas_equipment_services -0.0142 -0.0051 0.0001 tilt_INDUSTRY
2025-07-04 2025-07-07 country_HK 0.1143 -0.0008 -0.0001 tilt_COUNTRY
2025-07-04 2025-07-07 ind_aerospace_defense 0.0066 0.0007 0.0000 tilt_INDUSTRY
2025-07-04 2025-07-07 ind_semiconductors 0.0197 -0.0015 -0.0000 tilt_INDUSTRY
2025-07-04 2025-07-07 sbeta_market 0.0210 -0.0074 -0.0002 risk_exposure
2025-07-04 2025-07-07 country_CN -0.0958 0.0036 -0.0003 tilt_COUNTRY
2025-07-04 2025-07-07 value_liq 0.3299 0.0002 0.0001 alpha_VALUE
2025-07-04 2025-07-07 country_TW 0.0774 -0.0045 -0.0003 tilt_COUNTRY
2025-07-04 2025-07-07 ind_renewable_energy 0.0099 -0.0024 -0.0000 tilt_INDUSTRY
2025-07-04 2025-07-07 country_JP -0.0252 -0.0051 0.0001 tilt_COUNTRY
2025-07-04 2025-07-07 linearCost NaN NaN -0.0001 cost
2025-07-04 2025-07-07 ind_food_drug_retail 0.0587 0.0082 0.0005 tilt_INDUSTRY
2025-07-04 2025-07-07 ind_coal -0.0489 -0.0029 0.0001 tilt_INDUSTRY
2025-07-04 2025-07-07 ind_textiles_apparel -0.0352 -0.0014 0.0000 tilt_INDUSTRY
2025-07-04 2025-07-07 ind_automobile -0.0881 -0.0028 0.0002 tilt_INDUSTRY
2025-07-04 2025-07-07 ind_chemicals -0.0535 -0.0010 0.0001 tilt_INDUSTRY
2025-07-04 2025-07-07 fmom 0.4362 -0.0002 -0.0001 alpha_QUALITY
2025-07-04 2025-07-07 ind_media_publishing 0.0353 0.0062 0.0002 tilt_INDUSTRY
2025-07-04 2025-07-07 ind_telecommunications_serices 0.1211 0.0006 0.0001 tilt_INDUSTRY
2025-07-04 2025-07-07 ind_software_it_services 0.1308 0.0027 0.0004 tilt_INDUSTRY
2025-07-04 2025-07-07 value_gc 1.7116 -0.0005 -0.0009 alpha_VALUE
2025-07-04 2025-07-07 ind_construction_engineering 0.0838 0.0014 0.0001 tilt_INDUSTRY
2025-07-04 2025-07-07 ind_specialty_reatil -0.0011 0.0033 -0.0000 tilt_INDUSTRY
2025-07-04 2025-07-07 revision 0.9810 0.0012 0.0012 alpha_REVISION
2025-07-04 2025-07-07 ind_water_utilities -0.0072 0.0067 -0.0000 tilt_INDUSTRY
2025-07-04 2025-07-07 size_MICRO -0.0072 0.0003 -0.0000 tilt_SIZE
2025-07-04 2025-07-07 ind_commercial_services_supplies 0.0078 0.0074 0.0001 tilt_INDUSTRY
2025-07-04 2025-07-07 ind_healthcare_providers_services 0.0382 -0.0030 -0.0001 tilt_INDUSTRY
2025-07-04 2025-07-07 ind_paper_forestry -0.0092 0.0032 -0.0000 tilt_INDUSTRY
2025-07-04 2025-07-07 ind_industrial_distribution 0.0198 0.0036 0.0001 tilt_INDUSTRY
2025-07-04 2025-07-07 ind_metals_mining -0.1240 -0.0045 0.0006 tilt_INDUSTRY
2025-07-04 2025-07-07 specret NaN NaN -0.0022 unexplained
2025-07-04 2025-07-07 fcost NaN NaN -0.0001 cost
2025-07-04 2025-07-07 size_SMALL -0.0031 0.0029 -0.0000 tilt_SIZE
2025-07-04 2025-07-07 ind_hotels_entertainment -0.0645 0.0050 -0.0003 tilt_INDUSTRY
2025-07-04 2025-07-07 linkage 0.7016 -0.0006 -0.0004 alpha_MOMENTUM
2025-07-04 2025-07-07 neglect 0.6985 0.0006 0.0004 alpha_VALUE
2025-07-04 2025-07-07 market 0.0525 0.0054 0.0003 risk_exposure
2025-07-04 2025-07-07 ind_machinery 0.0163 -0.0005 -0.0000 tilt_INDUSTRY
2025-07-04 2025-07-07 ind_household_products_services -0.0136 0.0051 -0.0001 tilt_INDUSTRY
2025-07-04 2025-07-07 ind_homebuilding_building_products -0.0332 -0.0008 0.0000 tilt_INDUSTRY
2025-07-04 2025-07-07 ind_real_estate_operations 0.0046 0.0059 0.0000 tilt_INDUSTRY
2025-07-04 2025-07-07 ind_healthcare_equipment_supplies -0.0923 -0.0035 0.0003 tilt_INDUSTRY
2025-07-04 2025-07-07 country_PH 0.0023 -0.0009 -0.0000 tilt_COUNTRY
2025-07-04 2025-07-07 ind_household_goods -0.0046 -0.0034 0.0000 tilt_INDUSTRY
2025-07-04 2025-07-07 ind_consumer_goods_conglomerates 0.0078 0.0028 0.0000 tilt_INDUSTRY
2025-07-04 2025-07-07 ind_leisure_products 0.0101 -0.0036 -0.0000 tilt_INDUSTRY
2025-07-04 2025-07-07 ind_food_tobacco 0.1462 -0.0014 -0.0002 tilt_INDUSTRY
2025-07-04 2025-07-07 sdiscrepancy NaN NaN 0.0002 unexplained
2025-07-04 2025-07-07 impactCost NaN NaN -0.0001 cost
2025-07-04 2025-07-07 stability 4.4609 -0.0001 -0.0005 alpha_QUALITY
2025-07-04 2025-07-07 ind_uranium -0.0025 -0.0065 0.0000 tilt_INDUSTRY
2025-07-04 2025-07-07 ind_banking_services -0.1531 0.0021 -0.0003 tilt_INDUSTRY
2025-07-04 2025-07-07 country_KR -0.0960 0.0013 -0.0001 tilt_COUNTRY
2025-07-04 2025-07-07 ind_multiline_utilities -0.0128 0.0078 -0.0001 tilt_INDUSTRY
2025-07-04 2025-07-07 country_NZ -0.0185 -0.0020 0.0000 tilt_COUNTRY
2025-07-04 2025-07-07 size_LARGE 0.1561 -0.0017 -0.0003 tilt_SIZE
2025-07-04 2025-07-07 ind_passenger_transportation 0.0648 0.0036 0.0002 tilt_INDUSTRY
2025-07-04 2025-07-07 country_ID 0.0134 0.0000 0.0000 tilt_COUNTRY
2025-07-04 2025-07-07 ind_electronic_equipment -0.0879 -0.0055 0.0005 tilt_INDUSTRY
2025-07-04 2025-07-07 country_XH 0.0466 0.0021 0.0001 tilt_COUNTRY
2025-07-04 2025-07-07 size_MID -0.0932 -0.0014 0.0001 tilt_SIZE
2025-07-04 2025-07-07 ind_holding_companies 0.0020 0.0084 0.0000 tilt_INDUSTRY
2025-07-04 2025-07-07 ind_communications_equipment -0.0033 -0.0048 0.0000 tilt_INDUSTRY
2025-07-04 2025-07-07 ind_pharmaceuticals -0.0289 -0.0077 0.0002 tilt_INDUSTRY
2025-07-04 2025-07-07 country_SG 0.0604 0.0022 0.0001 tilt_COUNTRY
2025-07-04 2025-07-07 country_TH 0.0673 -0.0036 -0.0002 tilt_COUNTRY
2025-07-04 2025-07-07 country_AU -0.0995 -0.0039 0.0004 tilt_COUNTRY
2025-07-04 2025-07-07 ind_computers_phones_household_electronics 0.0898 -0.0011 -0.0001 tilt_INDUSTRY
2025-07-04 2025-07-07 ind_electric_utilities_ipps -0.0580 0.0076 -0.0004 tilt_INDUSTRY
2025-07-04 2025-07-07 quality 3.7087 0.0002 0.0008 alpha_QUALITY
2025-07-04 2025-07-07 ind_office_equipment -0.0027 -0.0060 0.0000 tilt_INDUSTRY
2025-07-04 2025-07-07 ind_construction_materials -0.0045 0.0013 -0.0000 tilt_INDUSTRY
2025-07-04 2025-07-07 ind_biotechnology 0.0042 -0.0134 -0.0001 tilt_INDUSTRY
2025-07-04 2025-07-07 reversal 0.9685 0.0013 0.0012 alpha_REVERSAL
2025-07-04 2025-07-07 ind_natural_gas_utilities 0.0051 0.0049 0.0000 tilt_INDUSTRY
2025-07-04 2025-07-07 bcost NaN NaN -0.0009 cost
2025-07-04 2025-07-07 ind_integrated_hardware_software 0.0083 0.0065 0.0001 tilt_INDUSTRY
2025-07-04 2025-07-07 momentum 0.0946 0.0008 0.0001 alpha_MOMENTUM
2025-07-04 2025-07-07 ind_oil_gas 0.0574 -0.0028 -0.0002 tilt_INDUSTRY
2025-07-04 2025-07-07 country_MY 0.0055 -0.0102 -0.0001 tilt_COUNTRY
2025-07-04 2025-07-07 ind_containers_packaging 0.0020 -0.0043 -0.0000 tilt_INDUSTRY
2025-07-04 2025-07-07 ind_insurance 0.0730 0.0041 0.0003 tilt_INDUSTRY
2025-07-04 2025-07-07 ind_investment_services 0.0652 0.0037 0.0002 tilt_INDUSTRY
2025-07-04 2025-07-07 ind_diversified_retail -0.0067 0.0052 -0.0000 tilt_INDUSTRY
2025-07-04 2025-07-07 ind_freight_logistics -0.0340 -0.0021 0.0001 tilt_INDUSTRY
2025-07-04 2025-07-07 country_IN 0.0004 -0.0043 -0.0000 tilt_COUNTRY
2025-07-07 2025-07-08 ind_construction_engineering 0.0861 0.0003 0.0000 tilt_INDUSTRY
2025-07-07 2025-07-08 fcost NaN NaN -0.0000 cost
2025-07-07 2025-07-08 country_KR -0.0977 0.0109 -0.0011 tilt_COUNTRY
2025-07-07 2025-07-08 ind_textiles_apparel -0.0349 -0.0002 0.0000 tilt_INDUSTRY
2025-07-07 2025-07-08 ind_pharmaceuticals -0.0315 -0.0074 0.0002 tilt_INDUSTRY
2025-07-07 2025-07-08 impactCost NaN NaN -0.0001 cost
2025-07-07 2025-07-08 country_XH 0.0486 -0.0000 -0.0000 tilt_COUNTRY
2025-07-07 2025-07-08 ind_multiline_utilities -0.0125 0.0023 -0.0000 tilt_INDUSTRY
2025-07-07 2025-07-08 ind_paper_forestry -0.0092 0.0022 -0.0000 tilt_INDUSTRY
2025-07-07 2025-07-08 ind_investment_services 0.0652 0.0024 0.0002 tilt_INDUSTRY
2025-07-07 2025-07-08 ind_industrial_distribution 0.0196 0.0014 0.0000 tilt_INDUSTRY
2025-07-07 2025-07-08 size_MICRO -0.0073 -0.0006 0.0000 tilt_SIZE
2025-07-07 2025-07-08 ind_water_utilities -0.0070 -0.0039 0.0000 tilt_INDUSTRY
2025-07-07 2025-07-08 ind_diversified_retail -0.0069 0.0001 -0.0000 tilt_INDUSTRY
2025-07-07 2025-07-08 ind_specialty_reatil -0.0003 0.0010 -0.0000 tilt_INDUSTRY
2025-07-07 2025-07-08 ind_healthcare_providers_services 0.0389 -0.0002 -0.0000 tilt_INDUSTRY
2025-07-07 2025-07-08 ind_media_publishing 0.0324 -0.0015 -0.0000 tilt_INDUSTRY
2025-07-07 2025-07-08 size_LARGE 0.1493 0.0000 0.0000 tilt_SIZE
2025-07-07 2025-07-08 revision 0.9714 0.0006 0.0006 alpha_REVISION
2025-07-07 2025-07-08 ind_hotels_entertainment -0.0650 0.0029 -0.0002 tilt_INDUSTRY
2025-07-07 2025-07-08 ind_holding_companies 0.0020 -0.0079 -0.0000 tilt_INDUSTRY
2025-07-07 2025-07-08 ind_food_tobacco 0.1434 -0.0039 -0.0006 tilt_INDUSTRY
2025-07-07 2025-07-08 country_AU -0.0991 0.0007 -0.0001 tilt_COUNTRY
2025-07-07 2025-07-08 country_HK 0.1150 -0.0023 -0.0003 tilt_COUNTRY
2025-07-07 2025-07-08 stability 4.4742 -0.0001 -0.0004 alpha_QUALITY
2025-07-07 2025-07-08 ind_automobile -0.0907 -0.0014 0.0001 tilt_INDUSTRY
2025-07-07 2025-07-08 ind_biotechnology 0.0018 -0.0125 -0.0000 tilt_INDUSTRY
2025-07-07 2025-07-08 momentum 0.0878 0.0009 0.0001 alpha_MOMENTUM
2025-07-07 2025-07-08 ind_natural_gas_utilities 0.0050 -0.0060 -0.0000 tilt_INDUSTRY
2025-07-07 2025-07-08 country_TW 0.0749 -0.0102 -0.0008 tilt_COUNTRY
2025-07-07 2025-07-08 ind_food_drug_retail 0.0583 -0.0010 -0.0001 tilt_INDUSTRY
2025-07-07 2025-07-08 ind_oil_gas 0.0589 0.0022 0.0001 tilt_INDUSTRY
2025-07-07 2025-07-08 ind_semiconductors 0.0132 0.0027 0.0000 tilt_INDUSTRY
2025-07-07 2025-07-08 ind_aerospace_defense 0.0066 -0.0024 -0.0000 tilt_INDUSTRY
2025-07-07 2025-07-08 bcost NaN NaN -0.0003 cost
2025-07-07 2025-07-08 country_CN -0.1049 0.0007 -0.0001 tilt_COUNTRY
2025-07-07 2025-07-08 linkage 0.7512 -0.0000 -0.0000 alpha_MOMENTUM
2025-07-07 2025-07-08 ind_chemicals -0.0490 0.0019 -0.0001 tilt_INDUSTRY
2025-07-07 2025-07-08 ind_electric_utilities_ipps -0.0580 -0.0011 0.0001 tilt_INDUSTRY
2025-07-07 2025-07-08 value_liq 0.3385 0.0011 0.0004 alpha_VALUE
2025-07-07 2025-07-08 ind_beverages -0.0560 -0.0030 0.0002 tilt_INDUSTRY
2025-07-07 2025-07-08 ind_oil_gas_equipment_services -0.0140 -0.0053 0.0001 tilt_INDUSTRY
2025-07-07 2025-07-08 country_NZ -0.0180 0.0062 -0.0001 tilt_COUNTRY
2025-07-07 2025-07-08 ind_machinery 0.0247 -0.0001 -0.0000 tilt_INDUSTRY
2025-07-07 2025-07-08 country_ID 0.0134 -0.0010 -0.0000 tilt_COUNTRY
2025-07-07 2025-07-08 ind_consumer_goods_conglomerates 0.0084 -0.0004 -0.0000 tilt_INDUSTRY
2025-07-07 2025-07-08 ind_communications_equipment -0.0003 0.0065 -0.0000 tilt_INDUSTRY
2025-07-07 2025-07-08 ind_household_products_services -0.0135 -0.0016 0.0000 tilt_INDUSTRY
2025-07-07 2025-07-08 country_TH 0.0689 -0.0032 -0.0002 tilt_COUNTRY
2025-07-07 2025-07-08 ind_containers_packaging 0.0020 0.0037 0.0000 tilt_INDUSTRY
2025-07-07 2025-07-08 country_SG 0.0607 0.0053 0.0003 tilt_COUNTRY
2025-07-07 2025-07-08 ind_freight_logistics -0.0350 -0.0011 0.0000 tilt_INDUSTRY
2025-07-07 2025-07-08 fmom 0.4554 0.0004 0.0002 alpha_QUALITY
2025-07-07 2025-07-08 country_IN 0.0003 0.0009 0.0000 tilt_COUNTRY
2025-07-07 2025-07-08 ind_office_equipment -0.0034 -0.0031 0.0000 tilt_INDUSTRY
2025-07-07 2025-07-08 ind_insurance 0.0726 -0.0035 -0.0003 tilt_INDUSTRY
2025-07-07 2025-07-08 ind_coal -0.0484 0.0013 -0.0001 tilt_INDUSTRY
2025-07-07 2025-07-08 country_MY 0.0055 -0.0053 -0.0000 tilt_COUNTRY
2025-07-07 2025-07-08 size_MID -0.0992 0.0004 -0.0000 tilt_SIZE
2025-07-07 2025-07-08 ind_healthcare_equipment_supplies -0.0916 -0.0020 0.0002 tilt_INDUSTRY
2025-07-07 2025-07-08 ind_metals_mining -0.1194 0.0020 -0.0002 tilt_INDUSTRY
2025-07-07 2025-07-08 quality 3.7044 0.0011 0.0040 alpha_QUALITY
2025-07-07 2025-07-08 ind_construction_materials -0.0049 0.0031 -0.0000 tilt_INDUSTRY
2025-07-07 2025-07-08 neglect 0.6651 -0.0006 -0.0004 alpha_VALUE
2025-07-07 2025-07-08 country_PH 0.0023 0.0042 0.0000 tilt_COUNTRY
2025-07-07 2025-07-08 ind_commercial_services_supplies 0.0063 0.0007 0.0000 tilt_INDUSTRY
2025-07-07 2025-07-08 ind_banking_services -0.1646 0.0002 -0.0000 tilt_INDUSTRY
2025-07-07 2025-07-08 ind_real_estate_operations 0.0038 -0.0053 -0.0000 tilt_INDUSTRY
2025-07-07 2025-07-08 sbeta_market 0.0194 0.0118 0.0002 risk_exposure
2025-07-07 2025-07-08 ind_household_goods -0.0046 -0.0057 0.0000 tilt_INDUSTRY
2025-07-07 2025-07-08 market 0.0397 -0.0061 -0.0002 risk_exposure
2025-07-07 2025-07-08 ind_leisure_products 0.0102 -0.0063 -0.0001 tilt_INDUSTRY
2025-07-07 2025-07-08 pdiscrepancy NaN NaN -0.0000 unexplained
2025-07-07 2025-07-08 ind_computers_phones_household_electronics 0.0897 0.0011 0.0001 tilt_INDUSTRY
2025-07-07 2025-07-08 ind_renewable_energy 0.0103 0.0349 0.0004 tilt_INDUSTRY
2025-07-07 2025-07-08 size_SMALL -0.0030 -0.0005 0.0000 tilt_SIZE
2025-07-07 2025-07-08 ind_transportation_infrastructure 0.0020 -0.0011 -0.0000 tilt_INDUSTRY
2025-07-07 2025-07-08 ind_homebuilding_building_products -0.0333 0.0023 -0.0001 tilt_INDUSTRY
2025-07-07 2025-07-08 country_JP -0.0303 -0.0003 0.0000 tilt_COUNTRY
2025-07-07 2025-07-08 specret NaN NaN -0.0021 unexplained
2025-07-07 2025-07-08 reversal 1.0691 0.0015 0.0016 alpha_REVERSAL
2025-07-07 2025-07-08 ind_uranium -0.0025 -0.0071 0.0000 tilt_INDUSTRY
2025-07-07 2025-07-08 ind_software_it_services 0.1276 0.0006 0.0001 tilt_INDUSTRY
2025-07-07 2025-07-08 sdiscrepancy NaN NaN -0.0004 unexplained
2025-07-07 2025-07-08 value_gc 1.7183 -0.0008 -0.0014 alpha_VALUE
2025-07-07 2025-07-08 ind_passenger_transportation 0.0645 0.0008 0.0001 tilt_INDUSTRY
2025-07-07 2025-07-08 ind_telecommunications_serices 0.1205 -0.0007 -0.0001 tilt_INDUSTRY
2025-07-07 2025-07-08 linearCost NaN NaN -0.0001 cost
2025-07-07 2025-07-08 ind_fintech 0.0030 0.0020 0.0000 tilt_INDUSTRY
2025-07-07 2025-07-08 ind_electronic_equipment -0.0888 0.0043 -0.0004 tilt_INDUSTRY
2025-07-07 2025-07-08 ind_integrated_hardware_software 0.0083 -0.0006 -0.0000 tilt_INDUSTRY
2025-07-08 2025-07-09 ind_insurance 0.0759 -0.0041 -0.0003 tilt_INDUSTRY
2025-07-08 2025-07-09 ind_food_drug_retail 0.0580 -0.0055 -0.0003 tilt_INDUSTRY
2025-07-08 2025-07-09 ind_banking_services -0.1489 0.0028 -0.0004 tilt_INDUSTRY
2025-07-08 2025-07-09 country_AU -0.0993 -0.0026 0.0003 tilt_COUNTRY
2025-07-08 2025-07-09 ind_electric_utilities_ipps -0.0574 -0.0019 0.0001 tilt_INDUSTRY
2025-07-08 2025-07-09 country_TW 0.0743 0.0085 0.0006 tilt_COUNTRY
2025-07-08 2025-07-09 market 0.0491 0.0030 0.0001 risk_exposure
2025-07-08 2025-07-09 ind_semiconductors 0.0090 -0.0024 -0.0000 tilt_INDUSTRY
2025-07-08 2025-07-09 reversal 0.9940 0.0004 0.0004 alpha_REVERSAL
2025-07-08 2025-07-09 ind_uranium -0.0025 -0.0736 0.0002 tilt_INDUSTRY
2025-07-08 2025-07-09 sbeta_market 0.0250 -0.0037 -0.0001 risk_exposure
2025-07-08 2025-07-09 country_MY 0.0055 0.0005 0.0000 tilt_COUNTRY
2025-07-08 2025-07-09 ind_integrated_hardware_software 0.0080 0.0025 0.0000 tilt_INDUSTRY
2025-07-08 2025-07-09 ind_aerospace_defense 0.0065 0.0004 0.0000 tilt_INDUSTRY
2025-07-08 2025-07-09 ind_biotechnology 0.0003 0.0072 0.0000 tilt_INDUSTRY
2025-07-08 2025-07-09 ind_containers_packaging 0.0024 -0.0018 -0.0000 tilt_INDUSTRY
2025-07-08 2025-07-09 ind_diversified_retail -0.0078 -0.0009 0.0000 tilt_INDUSTRY
2025-07-08 2025-07-09 country_HK 0.1135 -0.0034 -0.0004 tilt_COUNTRY
2025-07-08 2025-07-09 ind_leisure_products 0.0102 -0.0028 -0.0000 tilt_INDUSTRY
2025-07-08 2025-07-09 ind_passenger_transportation 0.0643 -0.0008 -0.0000 tilt_INDUSTRY
2025-07-08 2025-07-09 ind_communications_equipment -0.0011 0.0000 -0.0000 tilt_INDUSTRY
2025-07-08 2025-07-09 ind_chemicals -0.0508 -0.0048 0.0002 tilt_INDUSTRY
2025-07-08 2025-07-09 size_MID -0.0981 0.0009 -0.0001 tilt_SIZE
2025-07-08 2025-07-09 ind_oil_gas 0.0591 0.0057 0.0003 tilt_INDUSTRY
2025-07-08 2025-07-09 fmom 0.4592 -0.0000 -0.0000 alpha_QUALITY
2025-07-08 2025-07-09 ind_fintech 0.0036 -0.0037 -0.0000 tilt_INDUSTRY
2025-07-08 2025-07-09 country_NZ -0.0176 -0.0106 0.0002 tilt_COUNTRY
2025-07-08 2025-07-09 size_MICRO -0.0082 0.0027 -0.0000 tilt_SIZE
2025-07-08 2025-07-09 country_JP -0.0251 0.0060 -0.0001 tilt_COUNTRY
2025-07-08 2025-07-09 stability 4.4795 -0.0002 -0.0011 alpha_QUALITY
2025-07-08 2025-07-09 ind_construction_materials -0.0052 0.0012 -0.0000 tilt_INDUSTRY
2025-07-08 2025-07-09 country_TH 0.0687 -0.0076 -0.0005 tilt_COUNTRY
2025-07-08 2025-07-09 ind_holding_companies 0.0020 -0.0005 -0.0000 tilt_INDUSTRY
2025-07-08 2025-07-09 ind_electronic_equipment -0.0870 0.0001 -0.0000 tilt_INDUSTRY
2025-07-08 2025-07-09 bcost NaN NaN -0.0003 cost
2025-07-08 2025-07-09 country_PH 0.0023 0.0141 0.0000 tilt_COUNTRY
2025-07-08 2025-07-09 size_SMALL -0.0034 0.0016 -0.0000 tilt_SIZE
2025-07-08 2025-07-09 ind_natural_gas_utilities 0.0049 -0.0059 -0.0000 tilt_INDUSTRY
2025-07-08 2025-07-09 pdiscrepancy NaN NaN 0.0000 unexplained
2025-07-08 2025-07-09 specret NaN NaN -0.0030 unexplained
2025-07-08 2025-07-09 linearCost NaN NaN -0.0001 cost
2025-07-08 2025-07-09 ind_automobile -0.0939 0.0012 -0.0001 tilt_INDUSTRY
2025-07-08 2025-07-09 country_SG 0.0607 0.0022 0.0001 tilt_COUNTRY
2025-07-08 2025-07-09 ind_software_it_services 0.1199 -0.0026 -0.0003 tilt_INDUSTRY
2025-07-08 2025-07-09 ind_transportation_infrastructure 0.0019 0.0041 0.0000 tilt_INDUSTRY
2025-07-08 2025-07-09 country_ID 0.0133 0.0025 0.0000 tilt_COUNTRY
2025-07-08 2025-07-09 linkage 0.7901 0.0008 0.0006 alpha_MOMENTUM
2025-07-08 2025-07-09 ind_healthcare_equipment_supplies -0.0858 0.0013 -0.0001 tilt_INDUSTRY
2025-07-08 2025-07-09 ind_industrial_distribution 0.0181 0.0057 0.0001 tilt_INDUSTRY
2025-07-08 2025-07-09 ind_paper_forestry -0.0092 0.0016 -0.0000 tilt_INDUSTRY
2025-07-08 2025-07-09 size_LARGE 0.1587 -0.0037 -0.0006 tilt_SIZE
2025-07-08 2025-07-09 ind_coal -0.0486 0.0056 -0.0003 tilt_INDUSTRY
2025-07-08 2025-07-09 ind_metals_mining -0.1164 -0.0101 0.0012 tilt_INDUSTRY
2025-07-08 2025-07-09 ind_commercial_services_supplies 0.0047 -0.0004 -0.0000 tilt_INDUSTRY
2025-07-08 2025-07-09 ind_water_utilities -0.0069 -0.0000 0.0000 tilt_INDUSTRY
2025-07-08 2025-07-09 ind_investment_services 0.0662 0.0005 0.0000 tilt_INDUSTRY
2025-07-08 2025-07-09 ind_media_publishing 0.0254 0.0089 0.0002 tilt_INDUSTRY
2025-07-08 2025-07-09 ind_multiline_utilities -0.0122 0.0038 -0.0000 tilt_INDUSTRY
2025-07-08 2025-07-09 country_IN 0.0003 -0.0003 -0.0000 tilt_COUNTRY
2025-07-08 2025-07-09 revision 0.9254 -0.0008 -0.0007 alpha_REVISION
2025-07-08 2025-07-09 country_KR -0.1001 0.0056 -0.0006 tilt_COUNTRY
2025-07-08 2025-07-09 sdiscrepancy NaN NaN -0.0001 unexplained
2025-07-08 2025-07-09 neglect 0.6746 -0.0006 -0.0004 alpha_VALUE
2025-07-08 2025-07-09 ind_specialty_reatil 0.0024 0.0018 0.0000 tilt_INDUSTRY
2025-07-08 2025-07-09 momentum 0.0724 -0.0001 -0.0000 alpha_MOMENTUM
2025-07-08 2025-07-09 ind_freight_logistics -0.0355 0.0046 -0.0002 tilt_INDUSTRY
2025-07-08 2025-07-09 value_gc 1.7201 -0.0005 -0.0009 alpha_VALUE
2025-07-08 2025-07-09 ind_construction_engineering 0.0886 0.0047 0.0004 tilt_INDUSTRY
2025-07-08 2025-07-09 ind_healthcare_providers_services 0.0397 0.0007 0.0000 tilt_INDUSTRY
2025-07-08 2025-07-09 ind_textiles_apparel -0.0342 -0.0042 0.0001 tilt_INDUSTRY
2025-07-08 2025-07-09 ind_homebuilding_building_products -0.0335 0.0017 -0.0001 tilt_INDUSTRY
2025-07-08 2025-07-09 ind_computers_phones_household_electronics 0.0893 0.0003 0.0000 tilt_INDUSTRY
2025-07-08 2025-07-09 quality 3.7025 0.0009 0.0032 alpha_QUALITY
2025-07-08 2025-07-09 ind_household_goods -0.0046 0.0012 -0.0000 tilt_INDUSTRY
2025-07-08 2025-07-09 ind_beverages -0.0538 0.0058 -0.0003 tilt_INDUSTRY
2025-07-08 2025-07-09 value_liq 0.3562 0.0016 0.0006 alpha_VALUE
2025-07-08 2025-07-09 ind_office_equipment -0.0040 0.0066 -0.0000 tilt_INDUSTRY
2025-07-08 2025-07-09 ind_pharmaceuticals -0.0384 0.0026 -0.0001 tilt_INDUSTRY
2025-07-08 2025-07-09 country_CN -0.0947 -0.0025 0.0002 tilt_COUNTRY
2025-07-08 2025-07-09 ind_renewable_energy 0.0106 -0.0026 -0.0000 tilt_INDUSTRY
2025-07-08 2025-07-09 ind_machinery 0.0350 0.0008 0.0000 tilt_INDUSTRY
2025-07-08 2025-07-09 impactCost NaN NaN -0.0001 cost
2025-07-08 2025-07-09 ind_oil_gas_equipment_services -0.0140 0.0023 -0.0000 tilt_INDUSTRY
2025-07-08 2025-07-09 ind_real_estate_operations 0.0026 0.0008 0.0000 tilt_INDUSTRY
2025-07-08 2025-07-09 ind_hotels_entertainment -0.0656 0.0040 -0.0003 tilt_INDUSTRY
2025-07-08 2025-07-09 ind_telecommunications_serices 0.1197 -0.0014 -0.0002 tilt_INDUSTRY
2025-07-08 2025-07-09 fcost NaN NaN -0.0000 cost
2025-07-08 2025-07-09 ind_food_tobacco 0.1431 0.0017 0.0002 tilt_INDUSTRY
2025-07-08 2025-07-09 ind_consumer_goods_conglomerates 0.0082 -0.0006 -0.0000 tilt_INDUSTRY
2025-07-08 2025-07-09 ind_household_products_services -0.0130 0.0072 -0.0001 tilt_INDUSTRY
2025-07-08 2025-07-09 country_XH 0.0472 -0.0050 -0.0002 tilt_COUNTRY
2025-07-09 2025-07-10 ind_telecommunications_serices 0.1208 -0.0022 -0.0003 tilt_INDUSTRY
2025-07-09 2025-07-10 ind_computers_phones_household_electronics 0.0888 -0.0055 -0.0005 tilt_INDUSTRY
2025-07-09 2025-07-10 size_MICRO -0.0094 -0.0016 0.0000 tilt_SIZE
2025-07-09 2025-07-10 country_IN 0.0003 -0.0051 -0.0000 tilt_COUNTRY
2025-07-09 2025-07-10 country_XH 0.0481 0.0048 0.0002 tilt_COUNTRY
2025-07-09 2025-07-10 country_SG 0.0606 0.0007 0.0000 tilt_COUNTRY
2025-07-09 2025-07-10 ind_household_goods -0.0047 -0.0034 0.0000 tilt_INDUSTRY
2025-07-09 2025-07-10 quality 3.7124 0.0007 0.0025 alpha_QUALITY
2025-07-09 2025-07-10 ind_pharmaceuticals -0.0412 0.0013 -0.0001 tilt_INDUSTRY
2025-07-09 2025-07-10 market 0.0467 0.0020 0.0001 risk_exposure
2025-07-09 2025-07-10 ind_passenger_transportation 0.0644 -0.0027 -0.0002 tilt_INDUSTRY
2025-07-09 2025-07-10 ind_office_equipment -0.0044 -0.0156 0.0001 tilt_INDUSTRY
2025-07-09 2025-07-10 ind_hotels_entertainment -0.0668 -0.0025 0.0002 tilt_INDUSTRY
2025-07-09 2025-07-10 country_NZ -0.0179 -0.0045 0.0001 tilt_COUNTRY
2025-07-09 2025-07-10 bcost NaN NaN -0.0003 cost
2025-07-09 2025-07-10 ind_multiline_utilities -0.0121 0.0038 -0.0000 tilt_INDUSTRY
2025-07-09 2025-07-10 ind_containers_packaging 0.0027 0.0006 0.0000 tilt_INDUSTRY
2025-07-09 2025-07-10 impactCost NaN NaN -0.0001 cost
2025-07-09 2025-07-10 ind_paper_forestry -0.0092 0.0046 -0.0000 tilt_INDUSTRY
2025-07-09 2025-07-10 country_KR -0.1010 0.0091 -0.0009 tilt_COUNTRY
2025-07-09 2025-07-10 country_TH 0.0687 -0.0042 -0.0003 tilt_COUNTRY
2025-07-09 2025-07-10 ind_banking_services -0.1349 0.0058 -0.0008 tilt_INDUSTRY
2025-07-09 2025-07-10 size_SMALL -0.0035 0.0003 -0.0000 tilt_SIZE
2025-07-09 2025-07-10 ind_communications_equipment -0.0022 -0.0034 0.0000 tilt_INDUSTRY
2025-07-09 2025-07-10 size_LARGE 0.1583 -0.0006 -0.0001 tilt_SIZE
2025-07-09 2025-07-10 linearCost NaN NaN -0.0001 cost
2025-07-09 2025-07-10 ind_investment_services 0.0667 0.0085 0.0006 tilt_INDUSTRY
2025-07-09 2025-07-10 country_JP -0.0247 -0.0069 0.0002 tilt_COUNTRY
2025-07-09 2025-07-10 stability 4.4807 -0.0001 -0.0003 alpha_QUALITY
2025-07-09 2025-07-10 ind_oil_gas 0.0580 0.0022 0.0001 tilt_INDUSTRY
2025-07-09 2025-07-10 ind_transportation_infrastructure 0.0016 0.0044 0.0000 tilt_INDUSTRY
2025-07-09 2025-07-10 country_CN -0.0933 0.0012 -0.0001 tilt_COUNTRY
2025-07-09 2025-07-10 ind_real_estate_operations -0.0007 0.0131 -0.0000 tilt_INDUSTRY
2025-07-09 2025-07-10 fcost NaN NaN -0.0000 cost
2025-07-09 2025-07-10 ind_renewable_energy 0.0092 0.0108 0.0001 tilt_INDUSTRY
2025-07-09 2025-07-10 ind_household_products_services -0.0127 -0.0042 0.0001 tilt_INDUSTRY
2025-07-09 2025-07-10 ind_food_tobacco 0.1431 -0.0024 -0.0003 tilt_INDUSTRY
2025-07-09 2025-07-10 ind_freight_logistics -0.0361 -0.0006 0.0000 tilt_INDUSTRY
2025-07-09 2025-07-10 ind_oil_gas_equipment_services -0.0141 0.0044 -0.0001 tilt_INDUSTRY
2025-07-09 2025-07-10 ind_leisure_products 0.0101 -0.0106 -0.0001 tilt_INDUSTRY
2025-07-09 2025-07-10 ind_homebuilding_building_products -0.0336 0.0058 -0.0002 tilt_INDUSTRY
2025-07-09 2025-07-10 linkage 0.8237 -0.0006 -0.0005 alpha_MOMENTUM
2025-07-09 2025-07-10 sdiscrepancy NaN NaN -0.0000 unexplained
2025-07-09 2025-07-10 ind_machinery 0.0376 -0.0030 -0.0001 tilt_INDUSTRY
2025-07-09 2025-07-10 ind_construction_engineering 0.0912 0.0046 0.0004 tilt_INDUSTRY
2025-07-09 2025-07-10 ind_consumer_goods_conglomerates 0.0085 0.0002 0.0000 tilt_INDUSTRY
2025-07-09 2025-07-10 ind_industrial_distribution 0.0156 0.0015 0.0000 tilt_INDUSTRY
2025-07-09 2025-07-10 ind_healthcare_equipment_supplies -0.0799 -0.0001 0.0000 tilt_INDUSTRY
2025-07-09 2025-07-10 ind_coal -0.0489 0.0067 -0.0003 tilt_INDUSTRY
2025-07-09 2025-07-10 ind_metals_mining -0.1168 0.0045 -0.0005 tilt_INDUSTRY
2025-07-09 2025-07-10 ind_commercial_services_supplies 0.0040 0.0036 0.0000 tilt_INDUSTRY
2025-07-09 2025-07-10 ind_water_utilities -0.0069 0.0058 -0.0000 tilt_INDUSTRY
2025-07-09 2025-07-10 ind_media_publishing 0.0218 -0.0042 -0.0001 tilt_INDUSTRY
2025-07-09 2025-07-10 momentum 0.0556 0.0001 0.0000 alpha_MOMENTUM
2025-07-09 2025-07-10 revision 0.9105 -0.0007 -0.0006 alpha_REVISION
2025-07-09 2025-07-10 ind_specialty_reatil 0.0036 0.0012 0.0000 tilt_INDUSTRY
2025-07-09 2025-07-10 neglect 0.6900 0.0002 0.0002 alpha_VALUE
2025-07-09 2025-07-10 value_gc 1.7328 -0.0007 -0.0011 alpha_VALUE
2025-07-09 2025-07-10 ind_textiles_apparel -0.0334 -0.0047 0.0002 tilt_INDUSTRY
2025-07-09 2025-07-10 ind_chemicals -0.0499 0.0024 -0.0001 tilt_INDUSTRY
2025-07-09 2025-07-10 country_ID 0.0134 0.0066 0.0001 tilt_COUNTRY
2025-07-09 2025-07-10 ind_beverages -0.0539 0.0010 -0.0001 tilt_INDUSTRY
2025-07-09 2025-07-10 ind_uranium -0.0024 -0.0187 0.0000 tilt_INDUSTRY
2025-07-09 2025-07-10 country_AU -0.1000 0.0016 -0.0002 tilt_COUNTRY
2025-07-09 2025-07-10 country_HK 0.1130 0.0011 0.0001 tilt_COUNTRY
2025-07-09 2025-07-10 fmom 0.4643 -0.0000 -0.0000 alpha_QUALITY
2025-07-09 2025-07-10 ind_fintech 0.0035 0.0010 0.0000 tilt_INDUSTRY
2025-07-09 2025-07-10 ind_healthcare_providers_services 0.0399 0.0005 0.0000 tilt_INDUSTRY
2025-07-09 2025-07-10 ind_natural_gas_utilities 0.0049 -0.0001 -0.0000 tilt_INDUSTRY
2025-07-09 2025-07-10 ind_electric_utilities_ipps -0.0568 -0.0041 0.0002 tilt_INDUSTRY
2025-07-09 2025-07-10 reversal 0.9485 -0.0009 -0.0008 alpha_REVERSAL
2025-07-09 2025-07-10 pdiscrepancy NaN NaN -0.0000 unexplained
2025-07-09 2025-07-10 ind_automobile -0.0982 -0.0055 0.0005 tilt_INDUSTRY
2025-07-09 2025-07-10 size_MID -0.0987 0.0002 -0.0000 tilt_SIZE
2025-07-09 2025-07-10 value_liq 0.3340 0.0016 0.0005 alpha_VALUE
2025-07-09 2025-07-10 ind_holding_companies 0.0020 -0.0064 -0.0000 tilt_INDUSTRY
2025-07-09 2025-07-10 ind_construction_materials -0.0055 0.0078 -0.0000 tilt_INDUSTRY
2025-07-09 2025-07-10 ind_integrated_hardware_software 0.0078 -0.0033 -0.0000 tilt_INDUSTRY
2025-07-09 2025-07-10 ind_insurance 0.0737 0.0074 0.0005 tilt_INDUSTRY
2025-07-09 2025-07-10 ind_biotechnology -0.0017 -0.0019 0.0000 tilt_INDUSTRY
2025-07-09 2025-07-10 country_PH 0.0023 -0.0122 -0.0000 tilt_COUNTRY
2025-07-09 2025-07-10 country_MY 0.0057 -0.0010 -0.0000 tilt_COUNTRY
2025-07-09 2025-07-10 sbeta_market 0.0224 -0.0001 -0.0000 risk_exposure
2025-07-09 2025-07-10 ind_software_it_services 0.1196 -0.0059 -0.0007 tilt_INDUSTRY
2025-07-09 2025-07-10 country_TW 0.0714 0.0022 0.0002 tilt_COUNTRY
2025-07-09 2025-07-10 ind_aerospace_defense 0.0059 -0.0080 -0.0000 tilt_INDUSTRY
2025-07-09 2025-07-10 ind_semiconductors 0.0045 -0.0036 -0.0000 tilt_INDUSTRY
2025-07-09 2025-07-10 ind_food_drug_retail 0.0589 0.0017 0.0001 tilt_INDUSTRY
2025-07-09 2025-07-10 specret NaN NaN -0.0019 unexplained
2025-07-09 2025-07-10 ind_diversified_retail -0.0089 -0.0011 0.0000 tilt_INDUSTRY
2025-07-09 2025-07-10 ind_electronic_equipment -0.0853 -0.0049 0.0004 tilt_INDUSTRY
2025-07-10 2025-07-11 momentum 0.0546 0.0004 0.0000 alpha_MOMENTUM
2025-07-10 2025-07-11 ind_diversified_retail -0.0092 -0.0060 0.0001 tilt_INDUSTRY
2025-07-10 2025-07-11 ind_freight_logistics -0.0390 -0.0001 0.0000 tilt_INDUSTRY
2025-07-10 2025-07-11 ind_oil_gas_equipment_services -0.0140 -0.0021 0.0000 tilt_INDUSTRY
2025-07-10 2025-07-11 ind_multiline_utilities -0.0119 -0.0107 0.0001 tilt_INDUSTRY
2025-07-10 2025-07-11 ind_metals_mining -0.1256 0.0063 -0.0008 tilt_INDUSTRY
2025-07-10 2025-07-11 ind_construction_engineering 0.0928 -0.0004 -0.0000 tilt_INDUSTRY
2025-07-10 2025-07-11 sdiscrepancy NaN NaN 0.0007 unexplained
2025-07-10 2025-07-11 ind_real_estate_operations -0.0053 -0.0064 0.0000 tilt_INDUSTRY
2025-07-10 2025-07-11 ind_transportation_infrastructure 0.0009 0.0010 0.0000 tilt_INDUSTRY
2025-07-10 2025-07-11 ind_insurance 0.0690 0.0062 0.0004 tilt_INDUSTRY
2025-07-10 2025-07-11 neglect 0.6720 0.0005 0.0003 alpha_VALUE
2025-07-10 2025-07-11 ind_construction_materials -0.0058 -0.0013 0.0000 tilt_INDUSTRY
2025-07-10 2025-07-11 ind_electronic_equipment -0.0849 -0.0065 0.0006 tilt_INDUSTRY
2025-07-10 2025-07-11 pdiscrepancy NaN NaN 0.0000 unexplained
2025-07-10 2025-07-11 ind_uranium -0.0025 -0.0041 0.0000 tilt_INDUSTRY
2025-07-10 2025-07-11 ind_banking_services -0.1305 -0.0018 0.0002 tilt_INDUSTRY
2025-07-10 2025-07-11 size_MICRO -0.0091 0.0001 -0.0000 tilt_SIZE
2025-07-10 2025-07-11 ind_computers_phones_household_electronics 0.0891 -0.0000 -0.0000 tilt_INDUSTRY
2025-07-10 2025-07-11 country_MY 0.0059 0.0044 0.0000 tilt_COUNTRY
2025-07-10 2025-07-11 value_liq 0.2984 0.0009 0.0003 alpha_VALUE
2025-07-10 2025-07-11 revision 0.9044 -0.0015 -0.0013 alpha_REVISION
2025-07-10 2025-07-11 ind_media_publishing 0.0215 -0.0023 -0.0000 tilt_INDUSTRY
2025-07-10 2025-07-11 ind_telecommunications_serices 0.1212 0.0006 0.0001 tilt_INDUSTRY
2025-07-10 2025-07-11 impactCost NaN NaN -0.0002 cost
2025-07-10 2025-07-11 ind_hotels_entertainment -0.0675 -0.0023 0.0002 tilt_INDUSTRY
2025-07-10 2025-07-11 ind_communications_equipment -0.0027 -0.0052 0.0000 tilt_INDUSTRY
2025-07-10 2025-07-11 bcost NaN NaN -0.0003 cost
2025-07-10 2025-07-11 country_TH 0.0694 0.0128 0.0009 tilt_COUNTRY
2025-07-10 2025-07-11 ind_chemicals -0.0521 -0.0018 0.0001 tilt_INDUSTRY
2025-07-10 2025-07-11 country_AU -0.1072 -0.0012 0.0001 tilt_COUNTRY
2025-07-10 2025-07-11 ind_electric_utilities_ipps -0.0548 -0.0001 0.0000 tilt_INDUSTRY
2025-07-10 2025-07-11 ind_semiconductors -0.0008 0.0007 -0.0000 tilt_INDUSTRY
2025-07-10 2025-07-11 ind_biotechnology -0.0028 0.0099 -0.0000 tilt_INDUSTRY
2025-07-10 2025-07-11 ind_machinery 0.0371 -0.0002 -0.0000 tilt_INDUSTRY
2025-07-10 2025-07-11 ind_food_tobacco 0.1430 0.0025 0.0004 tilt_INDUSTRY
2025-07-10 2025-07-11 ind_industrial_distribution 0.0141 -0.0031 -0.0000 tilt_INDUSTRY
2025-07-10 2025-07-11 ind_food_drug_retail 0.0595 0.0023 0.0001 tilt_INDUSTRY
2025-07-10 2025-07-11 country_ID 0.0127 0.0102 0.0001 tilt_COUNTRY
2025-07-10 2025-07-11 ind_leisure_products 0.0099 -0.0009 -0.0000 tilt_INDUSTRY
2025-07-10 2025-07-11 linearCost NaN NaN -0.0002 cost
2025-07-10 2025-07-11 ind_oil_gas 0.0578 -0.0011 -0.0001 tilt_INDUSTRY
2025-07-10 2025-07-11 ind_investment_services 0.0678 0.0129 0.0009 tilt_INDUSTRY
2025-07-10 2025-07-11 ind_integrated_hardware_software 0.0078 -0.0003 -0.0000 tilt_INDUSTRY
2025-07-10 2025-07-11 ind_paper_forestry -0.0092 0.0013 -0.0000 tilt_INDUSTRY
2025-07-10 2025-07-11 ind_aerospace_defense 0.0054 -0.0013 -0.0000 tilt_INDUSTRY
2025-07-10 2025-07-11 country_XH 0.0530 -0.0035 -0.0002 tilt_COUNTRY
2025-07-10 2025-07-11 stability 4.4891 0.0001 0.0007 alpha_QUALITY
2025-07-10 2025-07-11 ind_specialty_reatil 0.0036 -0.0050 -0.0000 tilt_INDUSTRY
2025-07-10 2025-07-11 ind_holding_companies 0.0020 0.0075 0.0000 tilt_INDUSTRY
2025-07-10 2025-07-11 ind_coal -0.0488 0.0024 -0.0001 tilt_INDUSTRY
2025-07-10 2025-07-11 ind_pharmaceuticals -0.0375 0.0025 -0.0001 tilt_INDUSTRY
2025-07-10 2025-07-11 ind_office_equipment -0.0047 -0.0024 0.0000 tilt_INDUSTRY
2025-07-10 2025-07-11 ind_automobile -0.1009 -0.0001 0.0000 tilt_INDUSTRY
2025-07-10 2025-07-11 quality 3.7567 -0.0004 -0.0013 alpha_QUALITY
2025-07-10 2025-07-11 ind_commercial_services_supplies 0.0038 0.0015 0.0000 tilt_INDUSTRY
2025-07-10 2025-07-11 country_SG 0.0606 0.0038 0.0002 tilt_COUNTRY
2025-07-10 2025-07-11 ind_household_goods -0.0052 0.0048 -0.0000 tilt_INDUSTRY
2025-07-10 2025-07-11 country_PH 0.0023 0.0016 0.0000 tilt_COUNTRY
2025-07-10 2025-07-11 ind_natural_gas_utilities 0.0048 -0.0024 -0.0000 tilt_INDUSTRY
2025-07-10 2025-07-11 ind_containers_packaging 0.0028 0.0028 0.0000 tilt_INDUSTRY
2025-07-10 2025-07-11 country_IN 0.0003 -0.0059 -0.0000 tilt_COUNTRY
2025-07-10 2025-07-11 country_JP -0.0248 0.0055 -0.0001 tilt_COUNTRY
2025-07-10 2025-07-11 fmom 0.4536 -0.0002 -0.0001 alpha_QUALITY
2025-07-10 2025-07-11 sbeta_market 0.0128 0.0092 0.0001 risk_exposure
2025-07-10 2025-07-11 value_gc 1.7456 -0.0005 -0.0009 alpha_VALUE
2025-07-10 2025-07-11 ind_passenger_transportation 0.0648 0.0037 0.0002 tilt_INDUSTRY
2025-07-10 2025-07-11 country_NZ -0.0181 -0.0037 0.0001 tilt_COUNTRY
2025-07-10 2025-07-11 ind_software_it_services 0.1234 -0.0011 -0.0001 tilt_INDUSTRY
2025-07-10 2025-07-11 ind_healthcare_providers_services 0.0400 -0.0002 -0.0000 tilt_INDUSTRY
2025-07-10 2025-07-11 ind_healthcare_equipment_supplies -0.0787 0.0014 -0.0001 tilt_INDUSTRY
2025-07-10 2025-07-11 ind_beverages -0.0606 -0.0001 0.0000 tilt_INDUSTRY
2025-07-10 2025-07-11 ind_fintech 0.0037 0.0119 0.0000 tilt_INDUSTRY
2025-07-10 2025-07-11 country_TW 0.0666 0.0033 0.0002 tilt_COUNTRY
2025-07-10 2025-07-11 ind_homebuilding_building_products -0.0335 -0.0002 0.0000 tilt_INDUSTRY
2025-07-10 2025-07-11 size_LARGE 0.1468 0.0005 0.0001 tilt_SIZE
2025-07-10 2025-07-11 country_KR -0.1007 -0.0027 0.0003 tilt_COUNTRY
2025-07-10 2025-07-11 country_CN -0.1081 -0.0015 0.0002 tilt_COUNTRY
2025-07-10 2025-07-11 fcost NaN NaN -0.0000 cost
2025-07-10 2025-07-11 specret NaN NaN -0.0014 unexplained
2025-07-10 2025-07-11 country_HK 0.1146 0.0026 0.0003 tilt_COUNTRY
2025-07-10 2025-07-11 ind_textiles_apparel -0.0333 -0.0050 0.0002 tilt_INDUSTRY
2025-07-10 2025-07-11 ind_renewable_energy 0.0127 -0.0142 -0.0002 tilt_INDUSTRY
2025-07-10 2025-07-11 size_SMALL -0.0041 0.0004 -0.0000 tilt_SIZE
2025-07-10 2025-07-11 reversal 0.8443 0.0020 0.0017 alpha_REVERSAL
2025-07-10 2025-07-11 ind_water_utilities -0.0070 0.0112 -0.0001 tilt_INDUSTRY
2025-07-10 2025-07-11 ind_household_products_services -0.0127 0.0027 -0.0000 tilt_INDUSTRY
2025-07-10 2025-07-11 ind_consumer_goods_conglomerates 0.0090 -0.0191 -0.0002 tilt_INDUSTRY
2025-07-10 2025-07-11 linkage 0.7974 -0.0000 -0.0000 alpha_MOMENTUM
2025-07-10 2025-07-11 size_MID -0.1071 -0.0007 0.0001 tilt_SIZE
2025-07-10 2025-07-11 market 0.0265 -0.0066 -0.0002 risk_exposure
2025-07-11 2025-07-14 country_AU -0.1118 -0.0020 0.0002 tilt_COUNTRY
2025-07-11 2025-07-14 ind_consumer_goods_conglomerates 0.0096 0.0103 0.0001 tilt_INDUSTRY
2025-07-11 2025-07-14 ind_electric_utilities_ipps -0.0537 0.0057 -0.0003 tilt_INDUSTRY
2025-07-11 2025-07-14 value_liq 0.2664 -0.0001 -0.0000 alpha_VALUE
2025-07-11 2025-07-14 country_CN -0.1055 -0.0007 0.0001 tilt_COUNTRY
2025-07-11 2025-07-14 ind_natural_gas_utilities 0.0049 0.0017 0.0000 tilt_INDUSTRY
2025-07-11 2025-07-14 ind_software_it_services 0.1213 -0.0050 -0.0006 tilt_INDUSTRY
2025-07-11 2025-07-14 size_LARGE 0.1408 -0.0024 -0.0003 tilt_SIZE
2025-07-11 2025-07-14 ind_food_tobacco 0.1435 0.0012 0.0002 tilt_INDUSTRY
2025-07-11 2025-07-14 size_MID -0.1068 0.0003 -0.0000 tilt_SIZE
2025-07-11 2025-07-14 linkage 0.7800 -0.0003 -0.0003 alpha_MOMENTUM
2025-07-11 2025-07-14 ind_renewable_energy 0.0169 -0.0004 -0.0000 tilt_INDUSTRY
2025-07-11 2025-07-14 fmom 0.4335 0.0002 0.0001 alpha_QUALITY
2025-07-11 2025-07-14 ind_oil_gas_equipment_services -0.0140 0.0094 -0.0001 tilt_INDUSTRY
2025-07-11 2025-07-14 ind_industrial_distribution 0.0139 0.0052 0.0001 tilt_INDUSTRY
2025-07-11 2025-07-14 ind_automobile -0.0979 0.0065 -0.0006 tilt_INDUSTRY
2025-07-11 2025-07-14 ind_hotels_entertainment -0.0683 -0.0073 0.0005 tilt_INDUSTRY
2025-07-11 2025-07-14 ind_fintech 0.0034 -0.0200 -0.0001 tilt_INDUSTRY
2025-07-11 2025-07-14 ind_media_publishing 0.0219 -0.0090 -0.0002 tilt_INDUSTRY
2025-07-11 2025-07-14 ind_machinery 0.0408 0.0036 0.0001 tilt_INDUSTRY
2025-07-11 2025-07-14 ind_biotechnology -0.0047 -0.0034 0.0000 tilt_INDUSTRY
2025-07-11 2025-07-14 ind_integrated_hardware_software 0.0078 0.0003 0.0000 tilt_INDUSTRY
2025-07-11 2025-07-14 revision 1.0983 0.0013 0.0014 alpha_REVISION
2025-07-11 2025-07-14 country_TW 0.0661 -0.0060 -0.0004 tilt_COUNTRY
2025-07-11 2025-07-14 ind_electronic_equipment -0.0826 -0.0000 0.0000 tilt_INDUSTRY
2025-07-11 2025-07-14 ind_specialty_reatil 0.0047 -0.0020 -0.0000 tilt_INDUSTRY
2025-07-11 2025-07-14 ind_water_utilities -0.0070 0.0045 -0.0000 tilt_INDUSTRY
2025-07-11 2025-07-14 ind_healthcare_equipment_supplies -0.0834 -0.0025 0.0002 tilt_INDUSTRY
2025-07-11 2025-07-14 ind_aerospace_defense 0.0045 -0.0027 -0.0000 tilt_INDUSTRY
2025-07-11 2025-07-14 ind_insurance 0.0628 0.0042 0.0003 tilt_INDUSTRY
2025-07-11 2025-07-14 ind_uranium -0.0026 0.0172 -0.0000 tilt_INDUSTRY
2025-07-11 2025-07-14 stability 4.4564 0.0004 0.0019 alpha_QUALITY
2025-07-11 2025-07-14 ind_semiconductors -0.0023 -0.0047 0.0000 tilt_INDUSTRY
2025-07-11 2025-07-14 pdiscrepancy NaN NaN 0.0000 unexplained
2025-07-11 2025-07-14 ind_holding_companies 0.0025 0.0186 0.0000 tilt_INDUSTRY
2025-07-11 2025-07-14 quality 3.7829 -0.0001 -0.0004 alpha_QUALITY
2025-07-11 2025-07-14 ind_household_products_services -0.0126 -0.0035 0.0000 tilt_INDUSTRY
2025-07-11 2025-07-14 ind_beverages -0.0673 0.0028 -0.0002 tilt_INDUSTRY
2025-07-11 2025-07-14 ind_passenger_transportation 0.0656 -0.0033 -0.0002 tilt_INDUSTRY
2025-07-11 2025-07-14 neglect 0.6040 -0.0006 -0.0003 alpha_VALUE
2025-07-11 2025-07-14 size_SMALL -0.0037 0.0013 -0.0000 tilt_SIZE
2025-07-11 2025-07-14 ind_construction_materials -0.0058 0.0004 -0.0000 tilt_INDUSTRY
2025-07-11 2025-07-14 value_gc 1.7373 0.0007 0.0011 alpha_VALUE
2025-07-11 2025-07-14 ind_pharmaceuticals -0.0301 0.0043 -0.0001 tilt_INDUSTRY
2025-07-11 2025-07-14 ind_office_equipment -0.0055 -0.0062 0.0000 tilt_INDUSTRY
2025-07-11 2025-07-14 impactCost NaN NaN -0.0002 cost
2025-07-11 2025-07-14 ind_coal -0.0488 0.0042 -0.0002 tilt_INDUSTRY
2025-07-11 2025-07-14 linearCost NaN NaN -0.0001 cost
2025-07-11 2025-07-14 country_PH 0.0023 0.0080 0.0000 tilt_COUNTRY
2025-07-11 2025-07-14 ind_freight_logistics -0.0403 0.0025 -0.0001 tilt_INDUSTRY
2025-07-11 2025-07-14 ind_telecommunications_serices 0.1211 -0.0023 -0.0003 tilt_INDUSTRY
2025-07-11 2025-07-14 ind_paper_forestry -0.0092 0.0007 -0.0000 tilt_INDUSTRY
2025-07-11 2025-07-14 ind_household_goods -0.0057 0.0055 -0.0000 tilt_INDUSTRY
2025-07-11 2025-07-14 ind_computers_phones_household_electronics 0.0885 -0.0042 -0.0004 tilt_INDUSTRY
2025-07-11 2025-07-14 ind_construction_engineering 0.0949 0.0017 0.0002 tilt_INDUSTRY
2025-07-11 2025-07-14 sbeta_market 0.0144 -0.0025 -0.0000 risk_exposure
2025-07-11 2025-07-14 ind_multiline_utilities -0.0119 -0.0021 0.0000 tilt_INDUSTRY
2025-07-11 2025-07-14 ind_real_estate_operations -0.0068 -0.0032 0.0000 tilt_INDUSTRY
2025-07-11 2025-07-14 ind_banking_services -0.1260 0.0012 -0.0002 tilt_INDUSTRY
2025-07-11 2025-07-14 country_KR -0.0997 0.0034 -0.0003 tilt_COUNTRY
2025-07-11 2025-07-14 ind_investment_services 0.0703 -0.0059 -0.0004 tilt_INDUSTRY
2025-07-11 2025-07-14 momentum 0.0765 0.0004 0.0000 alpha_MOMENTUM
2025-07-11 2025-07-14 ind_healthcare_providers_services 0.0398 0.0015 0.0001 tilt_INDUSTRY
2025-07-11 2025-07-14 ind_homebuilding_building_products -0.0333 -0.0024 0.0001 tilt_INDUSTRY
2025-07-11 2025-07-14 sdiscrepancy NaN NaN -0.0003 unexplained
2025-07-11 2025-07-14 country_ID 0.0113 -0.0084 -0.0001 tilt_COUNTRY
2025-07-11 2025-07-14 ind_textiles_apparel -0.0312 -0.0048 0.0001 tilt_INDUSTRY
2025-07-11 2025-07-14 country_IN 0.0004 -0.0010 -0.0000 tilt_COUNTRY
2025-07-11 2025-07-14 fcost NaN NaN -0.0001 cost
2025-07-11 2025-07-14 country_HK 0.1138 0.0068 0.0008 tilt_COUNTRY
2025-07-11 2025-07-14 specret NaN NaN -0.0028 unexplained
2025-07-11 2025-07-14 country_NZ -0.0179 -0.0028 0.0001 tilt_COUNTRY
2025-07-11 2025-07-14 bcost NaN NaN -0.0009 cost
2025-07-11 2025-07-14 market 0.0206 0.0037 0.0001 risk_exposure
2025-07-11 2025-07-14 country_TH 0.0689 0.0167 0.0011 tilt_COUNTRY
2025-07-11 2025-07-14 ind_commercial_services_supplies 0.0040 -0.0046 -0.0000 tilt_INDUSTRY
2025-07-11 2025-07-14 ind_transportation_infrastructure -0.0001 -0.0014 0.0000 tilt_INDUSTRY
2025-07-11 2025-07-14 ind_communications_equipment -0.0022 -0.0040 0.0000 tilt_INDUSTRY
2025-07-11 2025-07-14 ind_leisure_products 0.0097 -0.0118 -0.0001 tilt_INDUSTRY
2025-07-11 2025-07-14 country_MY 0.0059 -0.0024 -0.0000 tilt_COUNTRY
2025-07-11 2025-07-14 ind_containers_packaging 0.0032 0.0015 0.0000 tilt_INDUSTRY
2025-07-11 2025-07-14 country_JP -0.0296 -0.0015 0.0000 tilt_COUNTRY
2025-07-11 2025-07-14 ind_chemicals -0.0578 0.0011 -0.0001 tilt_INDUSTRY
2025-07-11 2025-07-14 ind_diversified_retail -0.0095 -0.0039 0.0000 tilt_INDUSTRY
2025-07-11 2025-07-14 ind_metals_mining -0.1340 0.0038 -0.0005 tilt_INDUSTRY
2025-07-11 2025-07-14 country_SG 0.0606 0.0052 0.0003 tilt_COUNTRY
2025-07-11 2025-07-14 ind_food_drug_retail 0.0592 -0.0019 -0.0001 tilt_INDUSTRY
2025-07-11 2025-07-14 size_MICRO -0.0097 0.0027 -0.0000 tilt_SIZE
2025-07-11 2025-07-14 country_XH 0.0557 0.0083 0.0005 tilt_COUNTRY
2025-07-11 2025-07-14 ind_oil_gas 0.0602 0.0048 0.0003 tilt_INDUSTRY
2025-07-11 2025-07-14 reversal 0.9154 0.0010 0.0009 alpha_REVERSAL
2025-07-14 2025-07-15 ind_telecommunications_serices 0.1208 0.0014 0.0002 tilt_INDUSTRY
2025-07-14 2025-07-15 ind_real_estate_operations -0.0054 -0.0065 0.0000 tilt_INDUSTRY
2025-07-14 2025-07-15 ind_textiles_apparel -0.0291 -0.0008 0.0000 tilt_INDUSTRY
2025-07-14 2025-07-15 country_IN 0.0032 0.0109 0.0000 tilt_COUNTRY
2025-07-14 2025-07-15 country_MY 0.0059 -0.0013 -0.0000 tilt_COUNTRY
2025-07-14 2025-07-15 size_MID -0.0975 0.0003 -0.0000 tilt_SIZE
2025-07-14 2025-07-15 market 0.0312 -0.0053 -0.0002 risk_exposure
2025-07-14 2025-07-15 ind_software_it_services 0.1183 0.0094 0.0011 tilt_INDUSTRY
2025-07-14 2025-07-15 neglect 0.5380 -0.0013 -0.0007 alpha_VALUE
2025-07-14 2025-07-15 country_PH 0.0023 -0.0078 -0.0000 tilt_COUNTRY
2025-07-14 2025-07-15 specret NaN NaN -0.0032 unexplained
2025-07-14 2025-07-15 sdiscrepancy NaN NaN 0.0001 unexplained
2025-07-14 2025-07-15 ind_integrated_hardware_software 0.0079 0.0065 0.0001 tilt_INDUSTRY
2025-07-14 2025-07-15 ind_commercial_services_supplies 0.0052 -0.0021 -0.0000 tilt_INDUSTRY
2025-07-14 2025-07-15 ind_industrial_distribution 0.0138 -0.0158 -0.0002 tilt_INDUSTRY
2025-07-14 2025-07-15 reversal 0.9871 0.0007 0.0006 alpha_REVERSAL
2025-07-14 2025-07-15 ind_transportation_infrastructure -0.0020 -0.0028 0.0000 tilt_INDUSTRY
2025-07-14 2025-07-15 ind_metals_mining -0.1351 -0.0047 0.0006 tilt_INDUSTRY
2025-07-14 2025-07-15 ind_renewable_energy 0.0162 -0.0144 -0.0002 tilt_INDUSTRY
2025-07-14 2025-07-15 stability 4.4308 0.0005 0.0022 alpha_QUALITY
2025-07-14 2025-07-15 ind_electronic_equipment -0.0805 0.0052 -0.0004 tilt_INDUSTRY
2025-07-14 2025-07-15 ind_holding_companies 0.0035 -0.0137 -0.0000 tilt_INDUSTRY
2025-07-14 2025-07-15 value_gc 1.7263 0.0004 0.0007 alpha_VALUE
2025-07-14 2025-07-15 ind_construction_engineering 0.0975 -0.0018 -0.0002 tilt_INDUSTRY
2025-07-14 2025-07-15 revision 1.1804 0.0013 0.0016 alpha_REVISION
2025-07-14 2025-07-15 ind_construction_materials -0.0058 -0.0073 0.0000 tilt_INDUSTRY
2025-07-14 2025-07-15 ind_homebuilding_building_products -0.0333 -0.0047 0.0002 tilt_INDUSTRY
2025-07-14 2025-07-15 ind_media_publishing 0.0228 0.0004 0.0000 tilt_INDUSTRY
2025-07-14 2025-07-15 ind_water_utilities -0.0070 0.0025 -0.0000 tilt_INDUSTRY
2025-07-14 2025-07-15 ind_coal -0.0481 -0.0123 0.0006 tilt_INDUSTRY
2025-07-14 2025-07-15 ind_consumer_goods_conglomerates 0.0101 0.0041 0.0000 tilt_INDUSTRY
2025-07-14 2025-07-15 ind_aerospace_defense 0.0026 0.0003 0.0000 tilt_INDUSTRY
2025-07-14 2025-07-15 ind_food_tobacco 0.1439 -0.0014 -0.0002 tilt_INDUSTRY
2025-07-14 2025-07-15 ind_household_goods -0.0059 0.0097 -0.0001 tilt_INDUSTRY
2025-07-14 2025-07-15 country_NZ -0.0179 0.0084 -0.0002 tilt_COUNTRY
2025-07-14 2025-07-15 ind_chemicals -0.0548 -0.0039 0.0002 tilt_INDUSTRY
2025-07-14 2025-07-15 ind_oil_gas_equipment_services -0.0140 -0.0044 0.0001 tilt_INDUSTRY
2025-07-14 2025-07-15 ind_communications_equipment -0.0016 0.0070 -0.0000 tilt_INDUSTRY
2025-07-14 2025-07-15 ind_containers_packaging 0.0037 0.0005 0.0000 tilt_INDUSTRY
2025-07-14 2025-07-15 country_JP -0.0380 0.0008 -0.0000 tilt_COUNTRY
2025-07-14 2025-07-15 country_SG 0.0606 0.0068 0.0004 tilt_COUNTRY
2025-07-14 2025-07-15 country_XH 0.0587 0.0033 0.0002 tilt_COUNTRY
2025-07-14 2025-07-15 ind_paper_forestry -0.0089 -0.0053 0.0000 tilt_INDUSTRY
2025-07-14 2025-07-15 ind_oil_gas 0.0636 -0.0051 -0.0003 tilt_INDUSTRY
2025-07-14 2025-07-15 ind_pharmaceuticals -0.0241 0.0049 -0.0001 tilt_INDUSTRY
2025-07-14 2025-07-15 impactCost NaN NaN -0.0001 cost
2025-07-14 2025-07-15 ind_office_equipment -0.0064 -0.0003 0.0000 tilt_INDUSTRY
2025-07-14 2025-07-15 ind_freight_logistics -0.0383 -0.0023 0.0001 tilt_INDUSTRY
2025-07-14 2025-07-15 ind_computers_phones_household_electronics 0.0875 0.0072 0.0006 tilt_INDUSTRY
2025-07-14 2025-07-15 ind_multiline_utilities -0.0118 -0.0044 0.0001 tilt_INDUSTRY
2025-07-14 2025-07-15 ind_leisure_products 0.0094 -0.0041 -0.0000 tilt_INDUSTRY
2025-07-14 2025-07-15 ind_diversified_retail -0.0095 -0.0019 0.0000 tilt_INDUSTRY
2025-07-14 2025-07-15 momentum 0.0611 0.0003 0.0000 alpha_MOMENTUM
2025-07-14 2025-07-15 size_MICRO -0.0095 -0.0027 0.0000 tilt_SIZE
2025-07-14 2025-07-15 linearCost NaN NaN -0.0001 cost
2025-07-14 2025-07-15 sbeta_market 0.0326 0.0055 0.0002 risk_exposure
2025-07-14 2025-07-15 country_TH 0.0628 0.0220 0.0014 tilt_COUNTRY
2025-07-14 2025-07-15 country_KR -0.1004 0.0060 -0.0006 tilt_COUNTRY
2025-07-14 2025-07-15 country_HK 0.1131 0.0076 0.0009 tilt_COUNTRY
2025-07-14 2025-07-15 ind_healthcare_providers_services 0.0378 -0.0022 -0.0001 tilt_INDUSTRY
2025-07-14 2025-07-15 size_SMALL 0.0001 -0.0024 -0.0000 tilt_SIZE
2025-07-14 2025-07-15 country_ID 0.0108 0.0044 0.0000 tilt_COUNTRY
2025-07-14 2025-07-15 ind_banking_services -0.1330 -0.0035 0.0005 tilt_INDUSTRY
2025-07-14 2025-07-15 ind_investment_services 0.0731 -0.0013 -0.0001 tilt_INDUSTRY
2025-07-14 2025-07-15 fcost NaN NaN -0.0000 cost
2025-07-14 2025-07-15 ind_healthcare_equipment_supplies -0.0860 0.0020 -0.0002 tilt_INDUSTRY
2025-07-14 2025-07-15 bcost NaN NaN -0.0003 cost
2025-07-14 2025-07-15 ind_automobile -0.0963 0.0053 -0.0005 tilt_INDUSTRY
2025-07-14 2025-07-15 ind_specialty_reatil 0.0075 -0.0032 -0.0000 tilt_INDUSTRY
2025-07-14 2025-07-15 ind_food_drug_retail 0.0587 -0.0005 -0.0000 tilt_INDUSTRY
2025-07-14 2025-07-15 linkage 0.7323 0.0004 0.0003 alpha_MOMENTUM
2025-07-14 2025-07-15 country_CN -0.0894 -0.0066 0.0006 tilt_COUNTRY
2025-07-14 2025-07-15 pdiscrepancy NaN NaN -0.0000 unexplained
2025-07-14 2025-07-15 ind_hotels_entertainment -0.0685 -0.0054 0.0004 tilt_INDUSTRY
2025-07-14 2025-07-15 ind_beverages -0.0715 -0.0069 0.0005 tilt_INDUSTRY
2025-07-14 2025-07-15 ind_machinery 0.0492 0.0018 0.0001 tilt_INDUSTRY
2025-07-14 2025-07-15 ind_fintech 0.0028 0.0002 0.0000 tilt_INDUSTRY
2025-07-14 2025-07-15 ind_biotechnology -0.0073 0.0077 -0.0001 tilt_INDUSTRY
2025-07-14 2025-07-15 country_TW 0.0664 0.0048 0.0003 tilt_COUNTRY
2025-07-14 2025-07-15 ind_household_products_services -0.0126 -0.0024 0.0000 tilt_INDUSTRY
2025-07-14 2025-07-15 ind_uranium -0.0027 0.0366 -0.0001 tilt_INDUSTRY
2025-07-14 2025-07-15 quality 3.8242 -0.0002 -0.0007 alpha_QUALITY
2025-07-14 2025-07-15 ind_semiconductors 0.0012 0.0063 0.0000 tilt_INDUSTRY
2025-07-14 2025-07-15 ind_insurance 0.0564 -0.0053 -0.0003 tilt_INDUSTRY
2025-07-14 2025-07-15 value_liq 0.2341 -0.0005 -0.0001 alpha_VALUE
2025-07-14 2025-07-15 size_LARGE 0.1381 0.0029 0.0004 tilt_SIZE
2025-07-14 2025-07-15 fmom 0.4558 0.0012 0.0005 alpha_QUALITY
2025-07-14 2025-07-15 ind_passenger_transportation 0.0663 -0.0051 -0.0003 tilt_INDUSTRY
2025-07-14 2025-07-15 country_AU -0.1069 0.0105 -0.0011 tilt_COUNTRY
2025-07-14 2025-07-15 ind_natural_gas_utilities 0.0050 0.0030 0.0000 tilt_INDUSTRY
2025-07-14 2025-07-15 ind_electric_utilities_ipps -0.0540 -0.0052 0.0003 tilt_INDUSTRY
2025-07-15 2025-07-16 ind_food_drug_retail 0.0586 0.0028 0.0002 tilt_INDUSTRY
2025-07-15 2025-07-16 size_MICRO -0.0089 0.0056 -0.0001 tilt_SIZE
2025-07-15 2025-07-16 ind_integrated_hardware_software 0.0079 0.0028 0.0000 tilt_INDUSTRY
2025-07-15 2025-07-16 sdiscrepancy NaN NaN 0.0002 unexplained
2025-07-15 2025-07-16 ind_textiles_apparel -0.0291 0.0017 -0.0000 tilt_INDUSTRY
2025-07-15 2025-07-16 quality 3.8871 0.0003 0.0010 alpha_QUALITY
2025-07-15 2025-07-16 size_MID -0.0941 -0.0002 0.0000 tilt_SIZE
2025-07-15 2025-07-16 ind_fintech 0.0029 -0.0075 -0.0000 tilt_INDUSTRY
2025-07-15 2025-07-16 size_LARGE 0.1368 -0.0019 -0.0003 tilt_SIZE
2025-07-15 2025-07-16 country_PH 0.0022 -0.0190 -0.0000 tilt_COUNTRY
2025-07-15 2025-07-16 ind_passenger_transportation 0.0656 0.0008 0.0001 tilt_INDUSTRY
2025-07-15 2025-07-16 ind_healthcare_providers_services 0.0345 0.0023 0.0001 tilt_INDUSTRY
2025-07-15 2025-07-16 ind_construction_materials -0.0057 -0.0070 0.0000 tilt_INDUSTRY
2025-07-15 2025-07-16 ind_banking_services -0.1349 -0.0018 0.0002 tilt_INDUSTRY
2025-07-15 2025-07-16 reversal 1.0839 0.0007 0.0008 alpha_REVERSAL
2025-07-15 2025-07-16 ind_electronic_equipment -0.0817 -0.0015 0.0001 tilt_INDUSTRY
2025-07-15 2025-07-16 pdiscrepancy NaN NaN -0.0000 unexplained
2025-07-15 2025-07-16 ind_household_goods -0.0062 -0.0006 0.0000 tilt_INDUSTRY
2025-07-15 2025-07-16 ind_uranium -0.0027 0.0265 -0.0001 tilt_INDUSTRY
2025-07-15 2025-07-16 ind_office_equipment -0.0074 -0.0006 0.0000 tilt_INDUSTRY
2025-07-15 2025-07-16 linearCost NaN NaN -0.0001 cost
2025-07-15 2025-07-16 country_JP -0.0424 -0.0014 0.0001 tilt_COUNTRY
2025-07-15 2025-07-16 ind_hotels_entertainment -0.0684 -0.0003 0.0000 tilt_INDUSTRY
2025-07-15 2025-07-16 ind_computers_phones_household_electronics 0.0874 -0.0031 -0.0003 tilt_INDUSTRY
2025-07-15 2025-07-16 market 0.0343 -0.0015 -0.0001 risk_exposure
2025-07-15 2025-07-16 country_MY 0.0059 -0.0085 -0.0001 tilt_COUNTRY
2025-07-15 2025-07-16 ind_containers_packaging 0.0039 -0.0024 -0.0000 tilt_INDUSTRY
2025-07-15 2025-07-16 ind_healthcare_equipment_supplies -0.0816 0.0049 -0.0004 tilt_INDUSTRY
2025-07-15 2025-07-16 ind_automobile -0.0991 0.0025 -0.0002 tilt_INDUSTRY
2025-07-15 2025-07-16 country_TH 0.0615 -0.0030 -0.0002 tilt_COUNTRY
2025-07-15 2025-07-16 fmom 0.4799 -0.0000 -0.0000 alpha_QUALITY
2025-07-15 2025-07-16 country_AU -0.1019 -0.0019 0.0002 tilt_COUNTRY
2025-07-15 2025-07-16 ind_communications_equipment -0.0016 -0.0036 0.0000 tilt_INDUSTRY
2025-07-15 2025-07-16 country_NZ -0.0182 0.0061 -0.0001 tilt_COUNTRY
2025-07-15 2025-07-16 ind_natural_gas_utilities 0.0050 0.0015 0.0000 tilt_INDUSTRY
2025-07-15 2025-07-16 ind_semiconductors 0.0046 0.0006 0.0000 tilt_INDUSTRY
2025-07-15 2025-07-16 ind_electric_utilities_ipps -0.0539 -0.0014 0.0001 tilt_INDUSTRY
2025-07-15 2025-07-16 ind_aerospace_defense 0.0011 -0.0025 -0.0000 tilt_INDUSTRY
2025-07-15 2025-07-16 ind_household_products_services -0.0126 -0.0028 0.0000 tilt_INDUSTRY
2025-07-15 2025-07-16 country_TW 0.0661 0.0047 0.0003 tilt_COUNTRY
2025-07-15 2025-07-16 ind_insurance 0.0525 -0.0049 -0.0003 tilt_INDUSTRY
2025-07-15 2025-07-16 ind_biotechnology -0.0097 -0.0009 0.0000 tilt_INDUSTRY
2025-07-15 2025-07-16 value_liq 0.2599 -0.0005 -0.0001 alpha_VALUE
2025-07-15 2025-07-16 ind_machinery 0.0541 0.0020 0.0001 tilt_INDUSTRY
2025-07-15 2025-07-16 country_SG 0.0604 0.0054 0.0003 tilt_COUNTRY
2025-07-15 2025-07-16 bcost NaN NaN -0.0003 cost
2025-07-15 2025-07-16 ind_diversified_retail -0.0095 0.0006 -0.0000 tilt_INDUSTRY
2025-07-15 2025-07-16 momentum 0.0589 0.0005 0.0000 alpha_MOMENTUM
2025-07-15 2025-07-16 sbeta_market 0.0333 0.0006 0.0000 risk_exposure
2025-07-15 2025-07-16 impactCost NaN NaN -0.0001 cost
2025-07-15 2025-07-16 fcost NaN NaN -0.0000 cost
2025-07-15 2025-07-16 country_HK 0.1118 0.0000 0.0000 tilt_COUNTRY
2025-07-15 2025-07-16 size_SMALL 0.0004 0.0014 0.0000 tilt_SIZE
2025-07-15 2025-07-16 ind_chemicals -0.0539 -0.0021 0.0001 tilt_INDUSTRY
2025-07-15 2025-07-16 country_ID 0.0106 0.0040 0.0000 tilt_COUNTRY
2025-07-15 2025-07-16 ind_multiline_utilities -0.0122 0.0040 -0.0000 tilt_INDUSTRY
2025-07-15 2025-07-16 ind_leisure_products 0.0093 0.0040 0.0000 tilt_INDUSTRY
2025-07-15 2025-07-16 ind_freight_logistics -0.0369 0.0023 -0.0001 tilt_INDUSTRY
2025-07-15 2025-07-16 ind_pharmaceuticals -0.0215 0.0079 -0.0002 tilt_INDUSTRY
2025-07-15 2025-07-16 ind_oil_gas 0.0659 0.0020 0.0001 tilt_INDUSTRY
2025-07-15 2025-07-16 ind_paper_forestry -0.0086 -0.0072 0.0001 tilt_INDUSTRY
2025-07-15 2025-07-16 country_XH 0.0603 -0.0023 -0.0001 tilt_COUNTRY
2025-07-15 2025-07-16 ind_investment_services 0.0724 -0.0041 -0.0003 tilt_INDUSTRY
2025-07-15 2025-07-16 ind_beverages -0.0741 0.0060 -0.0004 tilt_INDUSTRY
2025-07-15 2025-07-16 ind_telecommunications_serices 0.1205 0.0041 0.0005 tilt_INDUSTRY
2025-07-15 2025-07-16 ind_industrial_distribution 0.0149 0.0042 0.0001 tilt_INDUSTRY
2025-07-15 2025-07-16 ind_metals_mining -0.1342 -0.0063 0.0008 tilt_INDUSTRY
2025-07-15 2025-07-16 ind_transportation_infrastructure -0.0043 0.0013 -0.0000 tilt_INDUSTRY
2025-07-15 2025-07-16 ind_commercial_services_supplies 0.0067 -0.0000 -0.0000 tilt_INDUSTRY
2025-07-15 2025-07-16 ind_homebuilding_building_products -0.0330 -0.0038 0.0001 tilt_INDUSTRY
2025-07-15 2025-07-16 neglect 0.5295 0.0001 0.0001 alpha_VALUE
2025-07-15 2025-07-16 specret NaN NaN 0.0024 unexplained
2025-07-15 2025-07-16 ind_construction_engineering 0.0992 -0.0019 -0.0002 tilt_INDUSTRY
2025-07-15 2025-07-16 stability 4.4371 0.0003 0.0014 alpha_QUALITY
2025-07-15 2025-07-16 country_IN 0.0076 0.0037 0.0000 tilt_COUNTRY
2025-07-15 2025-07-16 ind_holding_companies 0.0044 -0.0149 -0.0001 tilt_INDUSTRY
2025-07-15 2025-07-16 ind_coal -0.0477 -0.0013 0.0001 tilt_INDUSTRY
2025-07-15 2025-07-16 ind_water_utilities -0.0070 -0.0024 0.0000 tilt_INDUSTRY
2025-07-15 2025-07-16 value_gc 1.7469 -0.0001 -0.0002 alpha_VALUE
2025-07-15 2025-07-16 ind_media_publishing 0.0234 0.0047 0.0001 tilt_INDUSTRY
2025-07-15 2025-07-16 revision 1.1409 -0.0000 -0.0000 alpha_REVISION
2025-07-15 2025-07-16 linkage 0.6827 -0.0005 -0.0004 alpha_MOMENTUM
2025-07-15 2025-07-16 country_KR -0.0998 -0.0121 0.0012 tilt_COUNTRY
2025-07-15 2025-07-16 ind_oil_gas_equipment_services -0.0140 0.0019 -0.0000 tilt_INDUSTRY
2025-07-15 2025-07-16 ind_consumer_goods_conglomerates 0.0107 0.0034 0.0000 tilt_INDUSTRY
2025-07-15 2025-07-16 ind_food_tobacco 0.1433 0.0019 0.0003 tilt_INDUSTRY
2025-07-15 2025-07-16 ind_software_it_services 0.1168 0.0022 0.0003 tilt_INDUSTRY
2025-07-15 2025-07-16 ind_specialty_reatil 0.0090 -0.0011 -0.0000 tilt_INDUSTRY
2025-07-15 2025-07-16 ind_real_estate_operations -0.0055 -0.0057 0.0000 tilt_INDUSTRY
2025-07-15 2025-07-16 ind_renewable_energy 0.0167 -0.0003 -0.0000 tilt_INDUSTRY
2025-07-15 2025-07-16 country_CN -0.0899 0.0012 -0.0001 tilt_COUNTRY
2025-07-16 2025-07-17 quality 3.9415 -0.0004 -0.0015 alpha_QUALITY
2025-07-16 2025-07-17 size_SMALL -0.0041 0.0002 -0.0000 tilt_SIZE
2025-07-16 2025-07-17 ind_healthcare_providers_services 0.0294 0.0017 0.0001 tilt_INDUSTRY
2025-07-16 2025-07-17 momentum 0.0386 0.0001 0.0000 alpha_MOMENTUM
2025-07-16 2025-07-17 country_PH 0.0022 -0.0063 -0.0000 tilt_COUNTRY
2025-07-16 2025-07-17 ind_food_tobacco 0.1422 0.0003 0.0000 tilt_INDUSTRY
2025-07-16 2025-07-17 ind_banking_services -0.1196 -0.0029 0.0004 tilt_INDUSTRY
2025-07-16 2025-07-17 country_MY 0.0060 0.0029 0.0000 tilt_COUNTRY
2025-07-16 2025-07-17 value_gc 1.7708 -0.0010 -0.0017 alpha_VALUE
2025-07-16 2025-07-17 ind_hotels_entertainment -0.0692 0.0014 -0.0001 tilt_INDUSTRY
2025-07-16 2025-07-17 ind_healthcare_equipment_supplies -0.0831 0.0043 -0.0004 tilt_INDUSTRY
2025-07-16 2025-07-17 ind_transportation_infrastructure -0.0079 0.0014 -0.0000 tilt_INDUSTRY
2025-07-16 2025-07-17 bcost NaN NaN -0.0003 cost
2025-07-16 2025-07-17 ind_specialty_reatil 0.0085 -0.0009 -0.0000 tilt_INDUSTRY
2025-07-16 2025-07-17 country_XH 0.0598 -0.0047 -0.0003 tilt_COUNTRY
2025-07-16 2025-07-17 ind_media_publishing 0.0239 -0.0011 -0.0000 tilt_INDUSTRY
2025-07-16 2025-07-17 ind_containers_packaging 0.0041 -0.0029 -0.0000 tilt_INDUSTRY
2025-07-16 2025-07-17 ind_automobile -0.1051 0.0003 -0.0000 tilt_INDUSTRY
2025-07-16 2025-07-17 size_LARGE 0.1425 -0.0019 -0.0003 tilt_SIZE
2025-07-16 2025-07-17 country_KR -0.1004 0.0016 -0.0002 tilt_COUNTRY
2025-07-16 2025-07-17 country_CN -0.0973 -0.0016 0.0002 tilt_COUNTRY
2025-07-16 2025-07-17 ind_fintech 0.0029 -0.0080 -0.0000 tilt_INDUSTRY
2025-07-16 2025-07-17 ind_renewable_energy 0.0173 -0.0028 -0.0000 tilt_INDUSTRY
2025-07-16 2025-07-17 ind_machinery 0.0597 -0.0007 -0.0000 tilt_INDUSTRY
2025-07-16 2025-07-17 ind_leisure_products 0.0093 0.0132 0.0001 tilt_INDUSTRY
2025-07-16 2025-07-17 ind_construction_engineering 0.1013 -0.0017 -0.0002 tilt_INDUSTRY
2025-07-16 2025-07-17 size_MICRO -0.0097 0.0020 -0.0000 tilt_SIZE
2025-07-16 2025-07-17 ind_integrated_hardware_software 0.0079 0.0027 0.0000 tilt_INDUSTRY
2025-07-16 2025-07-17 revision 1.0353 0.0001 0.0001 alpha_REVISION
2025-07-16 2025-07-17 ind_homebuilding_building_products -0.0333 -0.0035 0.0001 tilt_INDUSTRY
2025-07-16 2025-07-17 ind_software_it_services 0.1195 -0.0005 -0.0001 tilt_INDUSTRY
2025-07-16 2025-07-17 ind_pharmaceuticals -0.0232 0.0094 -0.0002 tilt_INDUSTRY
2025-07-16 2025-07-17 ind_insurance 0.0476 -0.0031 -0.0001 tilt_INDUSTRY
2025-07-16 2025-07-17 impactCost NaN NaN -0.0001 cost
2025-07-16 2025-07-17 ind_water_utilities -0.0070 -0.0023 0.0000 tilt_INDUSTRY
2025-07-16 2025-07-17 specret NaN NaN -0.0006 unexplained
2025-07-16 2025-07-17 country_IN 0.0101 -0.0024 -0.0000 tilt_COUNTRY
2025-07-16 2025-07-17 ind_coal -0.0483 -0.0026 0.0001 tilt_INDUSTRY
2025-07-16 2025-07-17 ind_holding_companies 0.0049 0.0003 0.0000 tilt_INDUSTRY
2025-07-16 2025-07-17 ind_real_estate_operations -0.0070 -0.0014 0.0000 tilt_INDUSTRY
2025-07-16 2025-07-17 pdiscrepancy NaN NaN -0.0000 unexplained
2025-07-16 2025-07-17 size_MID -0.0999 0.0009 -0.0001 tilt_SIZE
2025-07-16 2025-07-17 ind_chemicals -0.0523 0.0011 -0.0001 tilt_INDUSTRY
2025-07-16 2025-07-17 stability 4.4725 -0.0001 -0.0003 alpha_QUALITY
2025-07-16 2025-07-17 ind_consumer_goods_conglomerates 0.0116 -0.0048 -0.0001 tilt_INDUSTRY
2025-07-16 2025-07-17 market 0.0288 -0.0008 -0.0000 risk_exposure
2025-07-16 2025-07-17 ind_office_equipment -0.0086 -0.0016 0.0000 tilt_INDUSTRY
2025-07-16 2025-07-17 country_JP -0.0440 0.0029 -0.0001 tilt_COUNTRY
2025-07-16 2025-07-17 sbeta_market 0.0159 0.0072 0.0001 risk_exposure
2025-07-16 2025-07-17 ind_industrial_distribution 0.0164 -0.0021 -0.0000 tilt_INDUSTRY
2025-07-16 2025-07-17 neglect 0.5696 0.0001 0.0001 alpha_VALUE
2025-07-16 2025-07-17 country_TW 0.0641 0.0019 0.0001 tilt_COUNTRY
2025-07-16 2025-07-17 country_HK 0.1123 -0.0057 -0.0006 tilt_COUNTRY
2025-07-16 2025-07-17 ind_household_goods -0.0067 -0.0027 0.0000 tilt_INDUSTRY
2025-07-16 2025-07-17 ind_commercial_services_supplies 0.0085 -0.0005 -0.0000 tilt_INDUSTRY
2025-07-16 2025-07-17 ind_investment_services 0.0710 -0.0018 -0.0001 tilt_INDUSTRY
2025-07-16 2025-07-17 ind_diversified_retail -0.0097 -0.0007 0.0000 tilt_INDUSTRY
2025-07-16 2025-07-17 value_liq 0.2976 -0.0000 -0.0000 alpha_VALUE
2025-07-16 2025-07-17 ind_metals_mining -0.1351 -0.0037 0.0005 tilt_INDUSTRY
2025-07-16 2025-07-17 ind_passenger_transportation 0.0643 0.0002 0.0000 tilt_INDUSTRY
2025-07-16 2025-07-17 country_SG 0.0604 0.0051 0.0003 tilt_COUNTRY
2025-07-16 2025-07-17 country_NZ -0.0184 0.0121 -0.0002 tilt_COUNTRY
2025-07-16 2025-07-17 ind_electric_utilities_ipps -0.0541 -0.0044 0.0002 tilt_INDUSTRY
2025-07-16 2025-07-17 ind_telecommunications_serices 0.1213 0.0001 0.0000 tilt_INDUSTRY
2025-07-16 2025-07-17 fmom 0.4670 -0.0005 -0.0002 alpha_QUALITY
2025-07-16 2025-07-17 country_ID 0.0106 0.0053 0.0001 tilt_COUNTRY
2025-07-16 2025-07-17 ind_freight_logistics -0.0362 -0.0031 0.0001 tilt_INDUSTRY
2025-07-16 2025-07-17 ind_aerospace_defense -0.0007 0.0145 -0.0000 tilt_INDUSTRY
2025-07-16 2025-07-17 country_TH 0.0630 0.0199 0.0013 tilt_COUNTRY
2025-07-16 2025-07-17 ind_computers_phones_household_electronics 0.0881 0.0016 0.0001 tilt_INDUSTRY
2025-07-16 2025-07-17 linearCost NaN NaN -0.0001 cost
2025-07-16 2025-07-17 ind_biotechnology -0.0126 0.0236 -0.0003 tilt_INDUSTRY
2025-07-16 2025-07-17 ind_natural_gas_utilities 0.0048 -0.0005 -0.0000 tilt_INDUSTRY
2025-07-16 2025-07-17 sdiscrepancy NaN NaN 0.0003 unexplained
2025-07-16 2025-07-17 ind_uranium -0.0026 -0.0091 0.0000 tilt_INDUSTRY
2025-07-16 2025-07-17 ind_oil_gas 0.0700 -0.0061 -0.0004 tilt_INDUSTRY
2025-07-16 2025-07-17 country_AU -0.0995 0.0060 -0.0006 tilt_COUNTRY
2025-07-16 2025-07-17 ind_household_products_services -0.0127 0.0009 -0.0000 tilt_INDUSTRY
2025-07-16 2025-07-17 ind_communications_equipment -0.0013 0.0081 -0.0000 tilt_INDUSTRY
2025-07-16 2025-07-17 ind_semiconductors 0.0048 -0.0019 -0.0000 tilt_INDUSTRY
2025-07-16 2025-07-17 ind_construction_materials -0.0057 -0.0019 0.0000 tilt_INDUSTRY
2025-07-16 2025-07-17 linkage 0.7058 -0.0001 -0.0001 alpha_MOMENTUM
2025-07-16 2025-07-17 fcost NaN NaN -0.0000 cost
2025-07-16 2025-07-17 ind_textiles_apparel -0.0304 -0.0037 0.0001 tilt_INDUSTRY
2025-07-16 2025-07-17 reversal 0.9914 0.0003 0.0003 alpha_REVERSAL
2025-07-16 2025-07-17 ind_beverages -0.0769 0.0005 -0.0000 tilt_INDUSTRY
2025-07-16 2025-07-17 ind_electronic_equipment -0.0849 0.0080 -0.0007 tilt_INDUSTRY
2025-07-16 2025-07-17 ind_oil_gas_equipment_services -0.0141 0.0002 -0.0000 tilt_INDUSTRY
2025-07-16 2025-07-17 ind_food_drug_retail 0.0591 -0.0012 -0.0001 tilt_INDUSTRY
2025-07-16 2025-07-17 ind_paper_forestry -0.0085 -0.0043 0.0000 tilt_INDUSTRY
2025-07-16 2025-07-17 ind_multiline_utilities -0.0129 -0.0020 0.0000 tilt_INDUSTRY
2025-07-17 2025-07-18 impactCost NaN NaN -0.0001 cost
2025-07-17 2025-07-18 ind_multiline_utilities -0.0131 -0.0023 0.0000 tilt_INDUSTRY
2025-07-17 2025-07-18 ind_construction_engineering 0.1032 0.0023 0.0002 tilt_INDUSTRY
2025-07-17 2025-07-18 size_MICRO -0.0090 0.0011 -0.0000 tilt_SIZE
2025-07-17 2025-07-18 ind_freight_logistics -0.0358 0.0039 -0.0001 tilt_INDUSTRY
2025-07-17 2025-07-18 quality 3.9840 -0.0003 -0.0011 alpha_QUALITY
2025-07-17 2025-07-18 ind_homebuilding_building_products -0.0334 -0.0014 0.0000 tilt_INDUSTRY
2025-07-17 2025-07-18 ind_textiles_apparel -0.0306 -0.0003 0.0000 tilt_INDUSTRY
2025-07-17 2025-07-18 market 0.0310 0.0032 0.0001 risk_exposure
2025-07-17 2025-07-18 ind_leisure_products 0.0095 -0.0025 -0.0000 tilt_INDUSTRY
2025-07-17 2025-07-18 country_IN 0.0111 -0.0089 -0.0001 tilt_COUNTRY
2025-07-17 2025-07-18 fmom 0.4793 0.0001 0.0001 alpha_QUALITY
2025-07-17 2025-07-18 ind_automobile -0.1127 -0.0034 0.0004 tilt_INDUSTRY
2025-07-17 2025-07-18 ind_aerospace_defense -0.0019 0.0023 -0.0000 tilt_INDUSTRY
2025-07-17 2025-07-18 value_gc 1.7906 0.0002 0.0004 alpha_VALUE
2025-07-17 2025-07-18 ind_household_products_services -0.0126 -0.0039 0.0000 tilt_INDUSTRY
2025-07-17 2025-07-18 country_TH 0.0617 0.0003 0.0000 tilt_COUNTRY
2025-07-17 2025-07-18 ind_specialty_reatil 0.0080 -0.0005 -0.0000 tilt_INDUSTRY
2025-07-17 2025-07-18 ind_beverages -0.0802 0.0058 -0.0005 tilt_INDUSTRY
2025-07-17 2025-07-18 ind_containers_packaging 0.0045 -0.0011 -0.0000 tilt_INDUSTRY
2025-07-17 2025-07-18 ind_paper_forestry -0.0079 -0.0047 0.0000 tilt_INDUSTRY
2025-07-17 2025-07-18 momentum 0.0104 -0.0004 -0.0000 alpha_MOMENTUM
2025-07-17 2025-07-18 country_SG 0.0605 0.0038 0.0002 tilt_COUNTRY
2025-07-17 2025-07-18 linkage 0.7635 0.0003 0.0002 alpha_MOMENTUM
2025-07-17 2025-07-18 ind_software_it_services 0.1225 -0.0002 -0.0000 tilt_INDUSTRY
2025-07-17 2025-07-18 country_XH 0.0632 0.0096 0.0006 tilt_COUNTRY
2025-07-17 2025-07-18 country_NZ -0.0183 -0.0042 0.0001 tilt_COUNTRY
2025-07-17 2025-07-18 ind_pharmaceuticals -0.0249 -0.0005 0.0000 tilt_INDUSTRY
2025-07-17 2025-07-18 ind_water_utilities -0.0070 0.0024 -0.0000 tilt_INDUSTRY
2025-07-17 2025-07-18 ind_healthcare_equipment_supplies -0.0854 0.0003 -0.0000 tilt_INDUSTRY
2025-07-17 2025-07-18 ind_holding_companies 0.0060 -0.0046 -0.0000 tilt_INDUSTRY
2025-07-17 2025-07-18 ind_consumer_goods_conglomerates 0.0128 -0.0027 -0.0000 tilt_INDUSTRY
2025-07-17 2025-07-18 size_SMALL -0.0057 -0.0013 0.0000 tilt_SIZE
2025-07-17 2025-07-18 ind_diversified_retail -0.0092 0.0026 -0.0000 tilt_INDUSTRY
2025-07-17 2025-07-18 ind_investment_services 0.0715 0.0012 0.0001 tilt_INDUSTRY
2025-07-17 2025-07-18 country_CN -0.0978 0.0010 -0.0001 tilt_COUNTRY
2025-07-17 2025-07-18 country_HK 0.1176 0.0040 0.0005 tilt_COUNTRY
2025-07-17 2025-07-18 sbeta_market 0.0172 -0.0013 -0.0000 risk_exposure
2025-07-17 2025-07-18 ind_commercial_services_supplies 0.0097 0.0012 0.0000 tilt_INDUSTRY
2025-07-17 2025-07-18 ind_healthcare_providers_services 0.0251 -0.0019 -0.0000 tilt_INDUSTRY
2025-07-17 2025-07-18 ind_natural_gas_utilities 0.0047 -0.0042 -0.0000 tilt_INDUSTRY
2025-07-17 2025-07-18 size_LARGE 0.1462 0.0034 0.0005 tilt_SIZE
2025-07-17 2025-07-18 ind_office_equipment -0.0093 -0.0030 0.0000 tilt_INDUSTRY
2025-07-17 2025-07-18 ind_uranium -0.0025 -0.0133 0.0000 tilt_INDUSTRY
2025-07-17 2025-07-18 ind_household_goods -0.0071 -0.0044 0.0000 tilt_INDUSTRY
2025-07-17 2025-07-18 country_AU -0.1008 0.0070 -0.0007 tilt_COUNTRY
2025-07-17 2025-07-18 ind_transportation_infrastructure -0.0086 -0.0012 0.0000 tilt_INDUSTRY
2025-07-17 2025-07-18 stability 4.5021 -0.0004 -0.0020 alpha_QUALITY
2025-07-17 2025-07-18 ind_metals_mining -0.1382 0.0081 -0.0011 tilt_INDUSTRY
2025-07-17 2025-07-18 ind_fintech 0.0026 -0.0063 -0.0000 tilt_INDUSTRY
2025-07-17 2025-07-18 ind_industrial_distribution 0.0168 -0.0019 -0.0000 tilt_INDUSTRY
2025-07-17 2025-07-18 bcost NaN NaN -0.0003 cost
2025-07-17 2025-07-18 ind_hotels_entertainment -0.0691 -0.0015 0.0001 tilt_INDUSTRY
2025-07-17 2025-07-18 ind_oil_gas_equipment_services -0.0141 0.0008 -0.0000 tilt_INDUSTRY
2025-07-17 2025-07-18 ind_coal -0.0486 0.0054 -0.0003 tilt_INDUSTRY
2025-07-17 2025-07-18 sdiscrepancy NaN NaN -0.0001 unexplained
2025-07-17 2025-07-18 ind_real_estate_operations -0.0090 -0.0022 0.0000 tilt_INDUSTRY
2025-07-17 2025-07-18 specret NaN NaN 0.0009 unexplained
2025-07-17 2025-07-18 ind_insurance 0.0462 -0.0004 -0.0000 tilt_INDUSTRY
2025-07-17 2025-07-18 ind_renewable_energy 0.0172 -0.0121 -0.0002 tilt_INDUSTRY
2025-07-17 2025-07-18 country_TW 0.0625 0.0000 0.0000 tilt_COUNTRY
2025-07-17 2025-07-18 ind_construction_materials -0.0058 -0.0018 0.0000 tilt_INDUSTRY
2025-07-17 2025-07-18 ind_oil_gas 0.0736 0.0021 0.0002 tilt_INDUSTRY
2025-07-17 2025-07-18 ind_food_tobacco 0.1392 0.0022 0.0003 tilt_INDUSTRY
2025-07-17 2025-07-18 ind_food_drug_retail 0.0591 -0.0042 -0.0002 tilt_INDUSTRY
2025-07-17 2025-07-18 ind_electronic_equipment -0.0840 -0.0059 0.0005 tilt_INDUSTRY
2025-07-17 2025-07-18 country_MY 0.0060 0.0024 0.0000 tilt_COUNTRY
2025-07-17 2025-07-18 country_JP -0.0446 -0.0046 0.0002 tilt_COUNTRY
2025-07-17 2025-07-18 ind_machinery 0.0682 0.0012 0.0001 tilt_INDUSTRY
2025-07-17 2025-07-18 ind_media_publishing 0.0248 -0.0003 -0.0000 tilt_INDUSTRY
2025-07-17 2025-07-18 ind_chemicals -0.0529 0.0063 -0.0003 tilt_INDUSTRY
2025-07-17 2025-07-18 ind_telecommunications_serices 0.1213 -0.0034 -0.0004 tilt_INDUSTRY
2025-07-17 2025-07-18 country_ID 0.0097 -0.0081 -0.0001 tilt_COUNTRY
2025-07-17 2025-07-18 country_PH 0.0022 0.0002 0.0000 tilt_COUNTRY
2025-07-17 2025-07-18 ind_integrated_hardware_software 0.0079 -0.0022 -0.0000 tilt_INDUSTRY
2025-07-17 2025-07-18 ind_communications_equipment 0.0008 -0.0038 -0.0000 tilt_INDUSTRY
2025-07-17 2025-07-18 country_KR -0.1020 -0.0037 0.0004 tilt_COUNTRY
2025-07-17 2025-07-18 reversal 0.8823 0.0004 0.0004 alpha_REVERSAL
2025-07-17 2025-07-18 ind_semiconductors 0.0069 -0.0018 -0.0000 tilt_INDUSTRY
2025-07-17 2025-07-18 ind_electric_utilities_ipps -0.0544 0.0002 -0.0000 tilt_INDUSTRY
2025-07-17 2025-07-18 linearCost NaN NaN -0.0001 cost
2025-07-17 2025-07-18 size_MID -0.1005 -0.0011 0.0001 tilt_SIZE
2025-07-17 2025-07-18 ind_banking_services -0.1097 -0.0005 0.0001 tilt_INDUSTRY
2025-07-17 2025-07-18 fcost NaN NaN -0.0000 cost
2025-07-17 2025-07-18 revision 1.0013 -0.0001 -0.0001 alpha_REVISION
2025-07-17 2025-07-18 value_liq 0.3291 0.0006 0.0002 alpha_VALUE
2025-07-17 2025-07-18 pdiscrepancy NaN NaN 0.0000 unexplained
2025-07-17 2025-07-18 ind_biotechnology -0.0155 0.0066 -0.0001 tilt_INDUSTRY
2025-07-17 2025-07-18 neglect 0.5932 -0.0002 -0.0001 alpha_VALUE
2025-07-17 2025-07-18 ind_computers_phones_household_electronics 0.0892 -0.0021 -0.0002 tilt_INDUSTRY
2025-07-17 2025-07-18 ind_passenger_transportation 0.0636 -0.0028 -0.0002 tilt_INDUSTRY
2025-07-18 2025-07-21 momentum 0.0589 -0.0004 -0.0000 alpha_MOMENTUM
2025-07-18 2025-07-21 specret NaN NaN -0.0012 unexplained
2025-07-18 2025-07-21 size_MICRO -0.0063 0.0023 -0.0000 tilt_SIZE
2025-07-18 2025-07-21 ind_biotechnology -0.0164 -0.0147 0.0002 tilt_INDUSTRY
2025-07-18 2025-07-21 ind_software_it_services 0.1233 -0.0065 -0.0008 tilt_INDUSTRY
2025-07-18 2025-07-21 country_KR -0.1013 -0.0000 0.0000 tilt_COUNTRY
2025-07-18 2025-07-21 ind_specialty_reatil 0.0070 -0.0032 -0.0000 tilt_INDUSTRY
2025-07-18 2025-07-21 ind_aerospace_defense -0.0022 0.0014 -0.0000 tilt_INDUSTRY
2025-07-18 2025-07-21 ind_household_products_services -0.0125 -0.0024 0.0000 tilt_INDUSTRY
2025-07-18 2025-07-21 ind_machinery 0.0741 0.0062 0.0005 tilt_INDUSTRY
2025-07-18 2025-07-21 fcost NaN NaN -0.0001 cost
2025-07-18 2025-07-21 ind_fintech 0.0022 -0.0054 -0.0000 tilt_INDUSTRY
2025-07-18 2025-07-21 ind_integrated_hardware_software 0.0078 -0.0024 -0.0000 tilt_INDUSTRY
2025-07-18 2025-07-21 linkage 0.7623 -0.0005 -0.0004 alpha_MOMENTUM
2025-07-18 2025-07-21 ind_healthcare_providers_services 0.0244 -0.0040 -0.0001 tilt_INDUSTRY
2025-07-18 2025-07-21 ind_textiles_apparel -0.0306 0.0030 -0.0001 tilt_INDUSTRY
2025-07-18 2025-07-21 country_PH 0.0022 0.0069 0.0000 tilt_COUNTRY
2025-07-18 2025-07-21 reversal 1.0097 0.0010 0.0010 alpha_REVERSAL
2025-07-18 2025-07-21 quality 3.9900 -0.0001 -0.0002 alpha_QUALITY
2025-07-18 2025-07-21 size_MID -0.0957 -0.0001 0.0000 tilt_SIZE
2025-07-18 2025-07-21 ind_telecommunications_serices 0.1205 -0.0034 -0.0004 tilt_INDUSTRY
2025-07-18 2025-07-21 country_CN -0.0890 0.0031 -0.0003 tilt_COUNTRY
2025-07-18 2025-07-21 ind_homebuilding_building_products -0.0333 0.0046 -0.0002 tilt_INDUSTRY
2025-07-18 2025-07-21 ind_passenger_transportation 0.0633 -0.0009 -0.0001 tilt_INDUSTRY
2025-07-18 2025-07-21 ind_beverages -0.0797 -0.0039 0.0003 tilt_INDUSTRY
2025-07-18 2025-07-21 ind_commercial_services_supplies 0.0094 -0.0007 -0.0000 tilt_INDUSTRY
2025-07-18 2025-07-21 country_JP -0.0474 -0.0033 0.0002 tilt_COUNTRY
2025-07-18 2025-07-21 ind_consumer_goods_conglomerates 0.0137 -0.0004 -0.0000 tilt_INDUSTRY
2025-07-18 2025-07-21 stability 4.4898 -0.0004 -0.0020 alpha_QUALITY
2025-07-18 2025-07-21 ind_holding_companies 0.0070 0.0112 0.0001 tilt_INDUSTRY
2025-07-18 2025-07-21 ind_household_goods -0.0074 -0.0055 0.0000 tilt_INDUSTRY
2025-07-18 2025-07-21 ind_coal -0.0496 0.0159 -0.0008 tilt_INDUSTRY
2025-07-18 2025-07-21 ind_water_utilities -0.0070 0.0054 -0.0000 tilt_INDUSTRY
2025-07-18 2025-07-21 country_TW 0.0612 -0.0041 -0.0003 tilt_COUNTRY
2025-07-18 2025-07-21 ind_renewable_energy 0.0173 0.0049 0.0001 tilt_INDUSTRY
2025-07-18 2025-07-21 ind_oil_gas 0.0729 0.0063 0.0005 tilt_INDUSTRY
2025-07-18 2025-07-21 ind_office_equipment -0.0096 -0.0070 0.0001 tilt_INDUSTRY
2025-07-18 2025-07-21 value_gc 1.7802 0.0008 0.0015 alpha_VALUE
2025-07-18 2025-07-21 country_SG 0.0594 0.0021 0.0001 tilt_COUNTRY
2025-07-18 2025-07-21 country_IN 0.0110 -0.0030 -0.0000 tilt_COUNTRY
2025-07-18 2025-07-21 ind_construction_materials -0.0057 0.0316 -0.0002 tilt_INDUSTRY
2025-07-18 2025-07-21 size_SMALL -0.0029 0.0001 -0.0000 tilt_SIZE
2025-07-18 2025-07-21 country_HK 0.1221 0.0038 0.0005 tilt_COUNTRY
2025-07-18 2025-07-21 sbeta_market 0.0286 -0.0010 -0.0000 risk_exposure
2025-07-18 2025-07-21 ind_insurance 0.0462 -0.0030 -0.0001 tilt_INDUSTRY
2025-07-18 2025-07-21 ind_investment_services 0.0721 0.0039 0.0003 tilt_INDUSTRY
2025-07-18 2025-07-21 market 0.0437 0.0047 0.0002 risk_exposure
2025-07-18 2025-07-21 ind_industrial_distribution 0.0168 0.0008 0.0000 tilt_INDUSTRY
2025-07-18 2025-07-21 ind_real_estate_operations -0.0111 -0.0000 0.0000 tilt_INDUSTRY
2025-07-18 2025-07-21 impactCost NaN NaN -0.0001 cost
2025-07-18 2025-07-21 country_MY 0.0060 -0.0042 -0.0000 tilt_COUNTRY
2025-07-18 2025-07-21 ind_healthcare_equipment_supplies -0.0848 -0.0028 0.0002 tilt_INDUSTRY
2025-07-18 2025-07-21 ind_multiline_utilities -0.0131 0.0018 -0.0000 tilt_INDUSTRY
2025-07-18 2025-07-21 ind_freight_logistics -0.0358 -0.0023 0.0001 tilt_INDUSTRY
2025-07-18 2025-07-21 ind_metals_mining -0.1367 0.0154 -0.0021 tilt_INDUSTRY
2025-07-18 2025-07-21 ind_transportation_infrastructure -0.0067 0.0024 -0.0000 tilt_INDUSTRY
2025-07-18 2025-07-21 country_AU -0.1012 -0.0147 0.0015 tilt_COUNTRY
2025-07-18 2025-07-21 ind_chemicals -0.0621 0.0051 -0.0003 tilt_INDUSTRY
2025-07-18 2025-07-21 bcost NaN NaN -0.0008 cost
2025-07-18 2025-07-21 pdiscrepancy NaN NaN 0.0000 unexplained
2025-07-18 2025-07-21 country_ID 0.0088 -0.0038 -0.0000 tilt_COUNTRY
2025-07-18 2025-07-21 ind_natural_gas_utilities 0.0048 0.0019 0.0000 tilt_INDUSTRY
2025-07-18 2025-07-21 ind_construction_engineering 0.1032 0.0096 0.0010 tilt_INDUSTRY
2025-07-18 2025-07-21 ind_communications_equipment 0.0040 -0.0019 -0.0000 tilt_INDUSTRY
2025-07-18 2025-07-21 ind_oil_gas_equipment_services -0.0121 0.0016 -0.0000 tilt_INDUSTRY
2025-07-18 2025-07-21 ind_semiconductors 0.0076 -0.0028 -0.0000 tilt_INDUSTRY
2025-07-18 2025-07-21 ind_electric_utilities_ipps -0.0547 0.0028 -0.0002 tilt_INDUSTRY
2025-07-18 2025-07-21 ind_media_publishing 0.0268 -0.0031 -0.0001 tilt_INDUSTRY
2025-07-18 2025-07-21 revision 0.9002 0.0002 0.0001 alpha_REVISION
2025-07-18 2025-07-21 ind_diversified_retail -0.0089 0.0005 -0.0000 tilt_INDUSTRY
2025-07-18 2025-07-21 ind_food_tobacco 0.1348 -0.0002 -0.0000 tilt_INDUSTRY
2025-07-18 2025-07-21 size_LARGE 0.1485 -0.0001 -0.0000 tilt_SIZE
2025-07-18 2025-07-21 neglect 0.6015 0.0007 0.0004 alpha_VALUE
2025-07-18 2025-07-21 ind_banking_services -0.0978 -0.0078 0.0008 tilt_INDUSTRY
2025-07-18 2025-07-21 ind_containers_packaging 0.0056 0.0027 0.0000 tilt_INDUSTRY
2025-07-18 2025-07-21 ind_paper_forestry -0.0074 0.0095 -0.0001 tilt_INDUSTRY
2025-07-18 2025-07-21 ind_automobile -0.1161 -0.0002 0.0000 tilt_INDUSTRY
2025-07-18 2025-07-21 linearCost NaN NaN -0.0001 cost
2025-07-18 2025-07-21 sdiscrepancy NaN NaN -0.0002 unexplained
2025-07-18 2025-07-21 ind_uranium -0.0026 0.0239 -0.0001 tilt_INDUSTRY
2025-07-18 2025-07-21 value_liq 0.3202 0.0004 0.0001 alpha_VALUE
2025-07-18 2025-07-21 ind_hotels_entertainment -0.0680 -0.0019 0.0001 tilt_INDUSTRY
2025-07-18 2025-07-21 ind_food_drug_retail 0.0587 0.0001 0.0000 tilt_INDUSTRY
2025-07-18 2025-07-21 country_XH 0.0700 0.0066 0.0005 tilt_COUNTRY
2025-07-18 2025-07-21 fmom 0.5163 0.0003 0.0001 alpha_QUALITY
2025-07-18 2025-07-21 country_NZ -0.0181 0.0014 -0.0000 tilt_COUNTRY
2025-07-18 2025-07-21 ind_pharmaceuticals -0.0245 -0.0062 0.0002 tilt_INDUSTRY
2025-07-18 2025-07-21 country_TH 0.0600 -0.0033 -0.0002 tilt_COUNTRY
2025-07-18 2025-07-21 ind_electronic_equipment -0.0822 -0.0018 0.0002 tilt_INDUSTRY
2025-07-18 2025-07-21 ind_leisure_products 0.0093 -0.0003 -0.0000 tilt_INDUSTRY
2025-07-18 2025-07-21 ind_computers_phones_household_electronics 0.0898 -0.0005 -0.0000 tilt_INDUSTRY
2025-07-21 2025-07-22 ind_transportation_infrastructure -0.0062 -0.0026 0.0000 tilt_INDUSTRY
2025-07-21 2025-07-22 country_JP -0.0438 -0.0035 0.0002 tilt_COUNTRY
2025-07-21 2025-07-22 ind_banking_services -0.0832 -0.0070 0.0006 tilt_INDUSTRY
2025-07-21 2025-07-22 ind_biotechnology -0.0165 -0.0040 0.0001 tilt_INDUSTRY
2025-07-21 2025-07-22 ind_office_equipment -0.0104 -0.0080 0.0001 tilt_INDUSTRY
2025-07-21 2025-07-22 ind_metals_mining -0.1360 0.0173 -0.0024 tilt_INDUSTRY
2025-07-21 2025-07-22 specret NaN NaN 0.0041 unexplained
2025-07-21 2025-07-22 ind_media_publishing 0.0292 -0.0046 -0.0001 tilt_INDUSTRY
2025-07-21 2025-07-22 ind_hotels_entertainment -0.0678 0.0001 -0.0000 tilt_INDUSTRY
2025-07-21 2025-07-22 revision 0.9145 0.0003 0.0003 alpha_REVISION
2025-07-21 2025-07-22 ind_computers_phones_household_electronics 0.0896 -0.0072 -0.0006 tilt_INDUSTRY
2025-07-21 2025-07-22 linearCost NaN NaN -0.0001 cost
2025-07-21 2025-07-22 ind_oil_gas 0.0693 0.0017 0.0001 tilt_INDUSTRY
2025-07-21 2025-07-22 ind_oil_gas_equipment_services -0.0103 0.0064 -0.0001 tilt_INDUSTRY
2025-07-21 2025-07-22 ind_food_tobacco 0.1324 0.0007 0.0001 tilt_INDUSTRY
2025-07-21 2025-07-22 ind_construction_materials -0.0058 0.0269 -0.0002 tilt_INDUSTRY
2025-07-21 2025-07-22 ind_renewable_energy 0.0175 0.0165 0.0003 tilt_INDUSTRY
2025-07-21 2025-07-22 ind_industrial_distribution 0.0168 0.0071 0.0001 tilt_INDUSTRY
2025-07-21 2025-07-22 sdiscrepancy NaN NaN 0.0007 unexplained
2025-07-21 2025-07-22 ind_fintech 0.0021 0.0139 0.0000 tilt_INDUSTRY
2025-07-21 2025-07-22 country_TW 0.0582 -0.0181 -0.0011 tilt_COUNTRY
2025-07-21 2025-07-22 ind_real_estate_operations -0.0136 0.0031 -0.0000 tilt_INDUSTRY
2025-07-21 2025-07-22 fcost NaN NaN -0.0000 cost
2025-07-21 2025-07-22 ind_uranium -0.0026 0.0103 -0.0000 tilt_INDUSTRY
2025-07-21 2025-07-22 pdiscrepancy NaN NaN 0.0000 unexplained
2025-07-21 2025-07-22 country_MY 0.0060 -0.0071 -0.0000 tilt_COUNTRY
2025-07-21 2025-07-22 ind_machinery 0.0821 0.0017 0.0001 tilt_INDUSTRY
2025-07-21 2025-07-22 ind_food_drug_retail 0.0588 -0.0025 -0.0001 tilt_INDUSTRY
2025-07-21 2025-07-22 ind_coal -0.0513 0.0463 -0.0024 tilt_INDUSTRY
2025-07-21 2025-07-22 ind_household_goods -0.0075 0.0011 -0.0000 tilt_INDUSTRY
2025-07-21 2025-07-22 ind_electronic_equipment -0.0814 -0.0057 0.0005 tilt_INDUSTRY
2025-07-21 2025-07-22 stability 4.5463 -0.0003 -0.0014 alpha_QUALITY
2025-07-21 2025-07-22 ind_freight_logistics -0.0354 0.0023 -0.0001 tilt_INDUSTRY
2025-07-21 2025-07-22 ind_natural_gas_utilities 0.0049 -0.0005 -0.0000 tilt_INDUSTRY
2025-07-21 2025-07-22 ind_passenger_transportation 0.0632 -0.0011 -0.0001 tilt_INDUSTRY
2025-07-21 2025-07-22 size_SMALL -0.0039 -0.0009 0.0000 tilt_SIZE
2025-07-21 2025-07-22 ind_holding_companies 0.0070 -0.0024 -0.0000 tilt_INDUSTRY
2025-07-21 2025-07-22 ind_diversified_retail -0.0088 -0.0067 0.0001 tilt_INDUSTRY
2025-07-21 2025-07-22 size_LARGE 0.1503 0.0011 0.0002 tilt_SIZE
2025-07-21 2025-07-22 country_NZ -0.0179 -0.0159 0.0003 tilt_COUNTRY
2025-07-21 2025-07-22 ind_pharmaceuticals -0.0278 -0.0049 0.0001 tilt_INDUSTRY
2025-07-21 2025-07-22 country_XH 0.0729 0.0083 0.0006 tilt_COUNTRY
2025-07-21 2025-07-22 ind_leisure_products 0.0091 -0.0071 -0.0001 tilt_INDUSTRY
2025-07-21 2025-07-22 linkage 0.8066 -0.0020 -0.0016 alpha_MOMENTUM
2025-07-21 2025-07-22 ind_beverages -0.0795 0.0114 -0.0009 tilt_INDUSTRY
2025-07-21 2025-07-22 country_TH 0.0558 -0.0205 -0.0011 tilt_COUNTRY
2025-07-21 2025-07-22 momentum 0.0742 -0.0012 -0.0001 alpha_MOMENTUM
2025-07-21 2025-07-22 country_IN 0.0109 -0.0092 -0.0001 tilt_COUNTRY
2025-07-21 2025-07-22 country_SG 0.0585 -0.0015 -0.0001 tilt_COUNTRY
2025-07-21 2025-07-22 ind_containers_packaging 0.0064 -0.0014 -0.0000 tilt_INDUSTRY
2025-07-21 2025-07-22 ind_specialty_reatil 0.0055 0.0005 0.0000 tilt_INDUSTRY
2025-07-21 2025-07-22 value_liq 0.2988 0.0013 0.0004 alpha_VALUE
2025-07-21 2025-07-22 value_gc 1.7589 0.0009 0.0016 alpha_VALUE
2025-07-21 2025-07-22 ind_paper_forestry -0.0071 0.0097 -0.0001 tilt_INDUSTRY
2025-07-21 2025-07-22 ind_household_products_services -0.0124 -0.0012 0.0000 tilt_INDUSTRY
2025-07-21 2025-07-22 fmom 0.5435 -0.0003 -0.0002 alpha_QUALITY
2025-07-21 2025-07-22 ind_automobile -0.1172 -0.0035 0.0004 tilt_INDUSTRY
2025-07-21 2025-07-22 ind_aerospace_defense -0.0032 -0.0002 0.0000 tilt_INDUSTRY
2025-07-21 2025-07-22 size_MICRO -0.0058 -0.0020 0.0000 tilt_SIZE
2025-07-21 2025-07-22 ind_software_it_services 0.1222 -0.0080 -0.0010 tilt_INDUSTRY
2025-07-21 2025-07-22 country_HK 0.1225 0.0072 0.0009 tilt_COUNTRY
2025-07-21 2025-07-22 ind_consumer_goods_conglomerates 0.0136 0.0148 0.0002 tilt_INDUSTRY
2025-07-21 2025-07-22 ind_commercial_services_supplies 0.0098 -0.0015 -0.0000 tilt_INDUSTRY
2025-07-21 2025-07-22 sbeta_market 0.0237 -0.0077 -0.0002 risk_exposure
2025-07-21 2025-07-22 ind_insurance 0.0451 -0.0020 -0.0001 tilt_INDUSTRY
2025-07-21 2025-07-22 ind_construction_engineering 0.0952 0.0080 0.0008 tilt_INDUSTRY
2025-07-21 2025-07-22 ind_electric_utilities_ipps -0.0554 0.0024 -0.0001 tilt_INDUSTRY
2025-07-21 2025-07-22 size_MID -0.1009 0.0002 -0.0000 tilt_SIZE
2025-07-21 2025-07-22 ind_communications_equipment 0.0062 -0.0061 -0.0000 tilt_INDUSTRY
2025-07-21 2025-07-22 reversal 0.9250 -0.0014 -0.0013 alpha_REVERSAL
2025-07-21 2025-07-22 ind_semiconductors 0.0095 -0.0033 -0.0000 tilt_INDUSTRY
2025-07-21 2025-07-22 country_PH 0.0022 -0.0029 -0.0000 tilt_COUNTRY
2025-07-21 2025-07-22 bcost NaN NaN -0.0003 cost
2025-07-21 2025-07-22 ind_integrated_hardware_software 0.0078 -0.0091 -0.0001 tilt_INDUSTRY
2025-07-21 2025-07-22 country_KR -0.1004 -0.0105 0.0011 tilt_COUNTRY
2025-07-21 2025-07-22 neglect 0.6201 -0.0006 -0.0003 alpha_VALUE
2025-07-21 2025-07-22 ind_textiles_apparel -0.0323 0.0012 -0.0000 tilt_INDUSTRY
2025-07-21 2025-07-22 market 0.0398 0.0076 0.0003 risk_exposure
2025-07-21 2025-07-22 country_AU -0.1021 -0.0015 0.0002 tilt_COUNTRY
2025-07-21 2025-07-22 ind_healthcare_equipment_supplies -0.0866 -0.0040 0.0003 tilt_INDUSTRY
2025-07-21 2025-07-22 quality 4.0307 0.0010 0.0042 alpha_QUALITY
2025-07-21 2025-07-22 ind_multiline_utilities -0.0131 -0.0026 0.0000 tilt_INDUSTRY
2025-07-21 2025-07-22 ind_healthcare_providers_services 0.0248 -0.0005 -0.0000 tilt_INDUSTRY
2025-07-21 2025-07-22 ind_telecommunications_serices 0.1209 -0.0061 -0.0007 tilt_INDUSTRY
2025-07-21 2025-07-22 country_CN -0.0914 0.0067 -0.0006 tilt_COUNTRY
2025-07-21 2025-07-22 impactCost NaN NaN -0.0001 cost
2025-07-21 2025-07-22 ind_investment_services 0.0729 0.0006 0.0000 tilt_INDUSTRY
2025-07-21 2025-07-22 ind_homebuilding_building_products -0.0336 0.0055 -0.0002 tilt_INDUSTRY
2025-07-21 2025-07-22 ind_water_utilities -0.0072 -0.0004 0.0000 tilt_INDUSTRY
2025-07-21 2025-07-22 ind_chemicals -0.0699 0.0067 -0.0005 tilt_INDUSTRY
2025-07-21 2025-07-22 country_ID 0.0086 -0.0210 -0.0002 tilt_COUNTRY
2025-07-22 2025-07-23 country_KR -0.1000 -0.0013 0.0001 tilt_COUNTRY
2025-07-22 2025-07-23 ind_hotels_entertainment -0.0678 0.0006 -0.0000 tilt_INDUSTRY
2025-07-22 2025-07-23 specret NaN NaN -0.0063 unexplained
2025-07-22 2025-07-23 ind_construction_materials -0.0059 -0.0099 0.0001 tilt_INDUSTRY
2025-07-22 2025-07-23 ind_food_drug_retail 0.0592 -0.0043 -0.0003 tilt_INDUSTRY
2025-07-22 2025-07-23 ind_transportation_infrastructure -0.0061 0.0015 -0.0000 tilt_INDUSTRY
2025-07-22 2025-07-23 neglect 0.6445 -0.0002 -0.0001 alpha_VALUE
2025-07-22 2025-07-23 ind_insurance 0.0430 0.0057 0.0002 tilt_INDUSTRY
2025-07-22 2025-07-23 ind_semiconductors 0.0114 -0.0014 -0.0000 tilt_INDUSTRY
2025-07-22 2025-07-23 ind_investment_services 0.0733 0.0036 0.0003 tilt_INDUSTRY
2025-07-22 2025-07-23 impactCost NaN NaN -0.0001 cost
2025-07-22 2025-07-23 country_NZ -0.0178 -0.0076 0.0001 tilt_COUNTRY
2025-07-22 2025-07-23 ind_leisure_products 0.0095 0.0235 0.0002 tilt_INDUSTRY
2025-07-22 2025-07-23 country_IN 0.0091 0.0013 0.0000 tilt_COUNTRY
2025-07-22 2025-07-23 ind_containers_packaging 0.0064 0.0062 0.0000 tilt_INDUSTRY
2025-07-22 2025-07-23 value_liq 0.2763 0.0013 0.0004 alpha_VALUE
2025-07-22 2025-07-23 ind_software_it_services 0.1197 0.0006 0.0001 tilt_INDUSTRY
2025-07-22 2025-07-23 ind_aerospace_defense -0.0037 -0.0120 0.0000 tilt_INDUSTRY
2025-07-22 2025-07-23 ind_consumer_goods_conglomerates 0.0128 -0.0101 -0.0001 tilt_INDUSTRY
2025-07-22 2025-07-23 country_CN -0.1051 -0.0098 0.0010 tilt_COUNTRY
2025-07-22 2025-07-23 ind_healthcare_providers_services 0.0250 0.0067 0.0002 tilt_INDUSTRY
2025-07-22 2025-07-23 ind_textiles_apparel -0.0311 0.0027 -0.0001 tilt_INDUSTRY
2025-07-22 2025-07-23 ind_integrated_hardware_software 0.0077 0.0058 0.0000 tilt_INDUSTRY
2025-07-22 2025-07-23 pdiscrepancy NaN NaN -0.0000 unexplained
2025-07-22 2025-07-23 fcost NaN NaN -0.0000 cost
2025-07-22 2025-07-23 value_gc 1.7436 0.0007 0.0012 alpha_VALUE
2025-07-22 2025-07-23 size_LARGE 0.1476 0.0073 0.0011 tilt_SIZE
2025-07-22 2025-07-23 ind_industrial_distribution 0.0171 0.0058 0.0001 tilt_INDUSTRY
2025-07-22 2025-07-23 ind_media_publishing 0.0296 -0.0039 -0.0001 tilt_INDUSTRY
2025-07-22 2025-07-23 ind_specialty_reatil 0.0050 0.0039 0.0000 tilt_INDUSTRY
2025-07-22 2025-07-23 momentum 0.0721 -0.0002 -0.0000 alpha_MOMENTUM
2025-07-22 2025-07-23 ind_electric_utilities_ipps -0.0565 0.0007 -0.0000 tilt_INDUSTRY
2025-07-22 2025-07-23 reversal 0.7885 0.0021 0.0017 alpha_REVERSAL
2025-07-22 2025-07-23 size_MID -0.1069 -0.0012 0.0001 tilt_SIZE
2025-07-22 2025-07-23 ind_passenger_transportation 0.0634 0.0005 0.0000 tilt_INDUSTRY
2025-07-22 2025-07-23 ind_water_utilities -0.0075 0.0076 -0.0001 tilt_INDUSTRY
2025-07-22 2025-07-23 ind_office_equipment -0.0118 0.0153 -0.0002 tilt_INDUSTRY
2025-07-22 2025-07-23 country_XH 0.0793 -0.0000 -0.0000 tilt_COUNTRY
2025-07-22 2025-07-23 ind_coal -0.0505 0.0018 -0.0001 tilt_INDUSTRY
2025-07-22 2025-07-23 ind_household_goods -0.0077 0.0123 -0.0001 tilt_INDUSTRY
2025-07-22 2025-07-23 country_TW 0.0554 0.0136 0.0008 tilt_COUNTRY
2025-07-22 2025-07-23 ind_oil_gas 0.0692 -0.0014 -0.0001 tilt_INDUSTRY
2025-07-22 2025-07-23 size_SMALL -0.0095 -0.0037 0.0000 tilt_SIZE
2025-07-22 2025-07-23 revision 0.9152 -0.0021 -0.0019 alpha_REVISION
2025-07-22 2025-07-23 ind_biotechnology -0.0169 0.0049 -0.0001 tilt_INDUSTRY
2025-07-22 2025-07-23 ind_homebuilding_building_products -0.0343 0.0103 -0.0004 tilt_INDUSTRY
2025-07-22 2025-07-23 ind_commercial_services_supplies 0.0116 0.0001 0.0000 tilt_INDUSTRY
2025-07-22 2025-07-23 country_HK 0.1233 -0.0014 -0.0002 tilt_COUNTRY
2025-07-22 2025-07-23 ind_pharmaceuticals -0.0357 0.0029 -0.0001 tilt_INDUSTRY
2025-07-22 2025-07-23 country_SG 0.0586 0.0015 0.0001 tilt_COUNTRY
2025-07-22 2025-07-23 sbeta_market 0.0075 0.0066 0.0001 risk_exposure
2025-07-22 2025-07-23 fmom 0.5440 0.0007 0.0004 alpha_QUALITY
2025-07-22 2025-07-23 ind_natural_gas_utilities 0.0049 -0.0024 -0.0000 tilt_INDUSTRY
2025-07-22 2025-07-23 ind_communications_equipment 0.0111 -0.0062 -0.0001 tilt_INDUSTRY
2025-07-22 2025-07-23 ind_multiline_utilities -0.0131 0.0025 -0.0000 tilt_INDUSTRY
2025-07-22 2025-07-23 ind_household_products_services -0.0123 -0.0008 0.0000 tilt_INDUSTRY
2025-07-22 2025-07-23 ind_beverages -0.0817 -0.0020 0.0002 tilt_INDUSTRY
2025-07-22 2025-07-23 country_ID 0.0075 0.0102 0.0001 tilt_COUNTRY
2025-07-22 2025-07-23 linkage 0.8242 0.0002 0.0002 alpha_MOMENTUM
2025-07-22 2025-07-23 ind_holding_companies 0.0070 -0.0052 -0.0000 tilt_INDUSTRY
2025-07-22 2025-07-23 ind_automobile -0.1216 0.0050 -0.0006 tilt_INDUSTRY
2025-07-22 2025-07-23 market 0.0224 -0.0022 -0.0000 risk_exposure
2025-07-22 2025-07-23 ind_real_estate_operations -0.0155 0.0006 -0.0000 tilt_INDUSTRY
2025-07-22 2025-07-23 ind_metals_mining -0.1375 -0.0002 0.0000 tilt_INDUSTRY
2025-07-22 2025-07-23 ind_diversified_retail -0.0081 0.0004 -0.0000 tilt_INDUSTRY
2025-07-22 2025-07-23 ind_banking_services -0.0755 0.0014 -0.0001 tilt_INDUSTRY
2025-07-22 2025-07-23 ind_food_tobacco 0.1318 -0.0004 -0.0000 tilt_INDUSTRY
2025-07-22 2025-07-23 ind_paper_forestry -0.0065 -0.0020 0.0000 tilt_INDUSTRY
2025-07-22 2025-07-23 ind_renewable_energy 0.0176 -0.0144 -0.0003 tilt_INDUSTRY
2025-07-22 2025-07-23 ind_machinery 0.0849 -0.0045 -0.0004 tilt_INDUSTRY
2025-07-22 2025-07-23 quality 4.0614 -0.0007 -0.0030 alpha_QUALITY
2025-07-22 2025-07-23 country_AU -0.1017 0.0042 -0.0004 tilt_COUNTRY
2025-07-22 2025-07-23 country_JP -0.0465 0.0184 -0.0009 tilt_COUNTRY
2025-07-22 2025-07-23 sdiscrepancy NaN NaN 0.0007 unexplained
2025-07-22 2025-07-23 ind_construction_engineering 0.0802 -0.0116 -0.0009 tilt_INDUSTRY
2025-07-22 2025-07-23 ind_computers_phones_household_electronics 0.0894 0.0007 0.0001 tilt_INDUSTRY
2025-07-22 2025-07-23 ind_oil_gas_equipment_services -0.0102 -0.0010 0.0000 tilt_INDUSTRY
2025-07-22 2025-07-23 linearCost NaN NaN -0.0001 cost
2025-07-22 2025-07-23 ind_uranium -0.0024 -0.0790 0.0002 tilt_INDUSTRY
2025-07-22 2025-07-23 country_MY 0.0060 0.0061 0.0000 tilt_COUNTRY
2025-07-22 2025-07-23 ind_freight_logistics -0.0353 0.0027 -0.0001 tilt_INDUSTRY
2025-07-22 2025-07-23 ind_telecommunications_serices 0.1215 -0.0049 -0.0006 tilt_INDUSTRY
2025-07-22 2025-07-23 country_TH 0.0521 0.0260 0.0014 tilt_COUNTRY
2025-07-22 2025-07-23 bcost NaN NaN -0.0003 cost
2025-07-22 2025-07-23 ind_fintech 0.0019 0.0091 0.0000 tilt_INDUSTRY
2025-07-22 2025-07-23 stability 4.5925 -0.0005 -0.0025 alpha_QUALITY
2025-07-22 2025-07-23 ind_healthcare_equipment_supplies -0.0871 0.0077 -0.0007 tilt_INDUSTRY
2025-07-22 2025-07-23 country_PH 0.0022 0.0107 0.0000 tilt_COUNTRY
2025-07-22 2025-07-23 size_MICRO -0.0088 -0.0040 0.0000 tilt_SIZE
2025-07-22 2025-07-23 ind_electronic_equipment -0.0798 -0.0002 0.0000 tilt_INDUSTRY
2025-07-22 2025-07-23 ind_chemicals -0.0697 -0.0013 0.0001 tilt_INDUSTRY
2025-07-23 2025-07-24 ind_food_tobacco 0.1310 -0.0022 -0.0003 tilt_INDUSTRY
2025-07-23 2025-07-24 ind_investment_services 0.0731 0.0044 0.0003 tilt_INDUSTRY
2025-07-23 2025-07-24 country_MY 0.0060 0.0024 0.0000 tilt_COUNTRY
2025-07-23 2025-07-24 ind_multiline_utilities -0.0130 0.0007 -0.0000 tilt_INDUSTRY
2025-07-23 2025-07-24 market 0.0130 -0.0069 -0.0001 risk_exposure
2025-07-23 2025-07-24 ind_real_estate_operations -0.0163 -0.0018 0.0000 tilt_INDUSTRY
2025-07-23 2025-07-24 sbeta_market 0.0042 0.0143 0.0001 risk_exposure
2025-07-23 2025-07-24 ind_construction_materials -0.0058 -0.0020 0.0000 tilt_INDUSTRY
2025-07-23 2025-07-24 ind_industrial_distribution 0.0174 0.0017 0.0000 tilt_INDUSTRY
2025-07-23 2025-07-24 country_HK 0.1245 -0.0001 -0.0000 tilt_COUNTRY
2025-07-23 2025-07-24 ind_metals_mining -0.1359 0.0020 -0.0003 tilt_INDUSTRY
2025-07-23 2025-07-24 ind_electronic_equipment -0.0784 -0.0049 0.0004 tilt_INDUSTRY
2025-07-23 2025-07-24 ind_uranium -0.0025 0.0018 -0.0000 tilt_INDUSTRY
2025-07-23 2025-07-24 country_ID 0.0059 0.0014 0.0000 tilt_COUNTRY
2025-07-23 2025-07-24 revision 0.9566 -0.0003 -0.0003 alpha_REVISION
2025-07-23 2025-07-24 ind_insurance 0.0408 -0.0008 -0.0000 tilt_INDUSTRY
2025-07-23 2025-07-24 ind_electric_utilities_ipps -0.0566 -0.0007 0.0000 tilt_INDUSTRY
2025-07-23 2025-07-24 ind_communications_equipment 0.0187 -0.0036 -0.0001 tilt_INDUSTRY
2025-07-23 2025-07-24 ind_computers_phones_household_electronics 0.0902 -0.0027 -0.0002 tilt_INDUSTRY
2025-07-23 2025-07-24 ind_semiconductors 0.0057 -0.0045 -0.0000 tilt_INDUSTRY
2025-07-23 2025-07-24 ind_banking_services -0.0713 -0.0001 0.0000 tilt_INDUSTRY
2025-07-23 2025-07-24 neglect 0.6606 0.0007 0.0005 alpha_VALUE
2025-07-23 2025-07-24 ind_hotels_entertainment -0.0671 -0.0001 0.0000 tilt_INDUSTRY
2025-07-23 2025-07-24 impactCost NaN NaN -0.0001 cost
2025-07-23 2025-07-24 country_NZ -0.0179 -0.0011 0.0000 tilt_COUNTRY
2025-07-23 2025-07-24 country_IN 0.0051 -0.0044 -0.0000 tilt_COUNTRY
2025-07-23 2025-07-24 ind_biotechnology -0.0158 0.0069 -0.0001 tilt_INDUSTRY
2025-07-23 2025-07-24 specret NaN NaN -0.0071 unexplained
2025-07-23 2025-07-24 country_TH 0.0503 -0.0073 -0.0004 tilt_COUNTRY
2025-07-23 2025-07-24 ind_telecommunications_serices 0.1211 -0.0005 -0.0001 tilt_INDUSTRY
2025-07-23 2025-07-24 size_MICRO -0.0101 -0.0015 0.0000 tilt_SIZE
2025-07-23 2025-07-24 pdiscrepancy NaN NaN -0.0001 unexplained
2025-07-23 2025-07-24 stability 4.6205 -0.0007 -0.0031 alpha_QUALITY
2025-07-23 2025-07-24 country_JP -0.0594 0.0082 -0.0005 tilt_COUNTRY
2025-07-23 2025-07-24 linearCost NaN NaN -0.0001 cost
2025-07-23 2025-07-24 ind_software_it_services 0.1155 -0.0059 -0.0007 tilt_INDUSTRY
2025-07-23 2025-07-24 ind_paper_forestry -0.0060 0.0031 -0.0000 tilt_INDUSTRY
2025-07-23 2025-07-24 ind_chemicals -0.0646 0.0033 -0.0002 tilt_INDUSTRY
2025-07-23 2025-07-24 ind_oil_gas_equipment_services -0.0102 0.0017 -0.0000 tilt_INDUSTRY
2025-07-23 2025-07-24 ind_food_drug_retail 0.0600 0.0011 0.0001 tilt_INDUSTRY
2025-07-23 2025-07-24 sdiscrepancy NaN NaN 0.0001 unexplained
2025-07-23 2025-07-24 ind_healthcare_equipment_supplies -0.0896 0.0099 -0.0009 tilt_INDUSTRY
2025-07-23 2025-07-24 ind_fintech 0.0020 0.0009 0.0000 tilt_INDUSTRY
2025-07-23 2025-07-24 country_KR -0.1017 -0.0060 0.0006 tilt_COUNTRY
2025-07-23 2025-07-24 fcost NaN NaN -0.0000 cost
2025-07-23 2025-07-24 ind_oil_gas 0.0721 -0.0031 -0.0002 tilt_INDUSTRY
2025-07-23 2025-07-24 country_TW 0.0545 -0.0011 -0.0001 tilt_COUNTRY
2025-07-23 2025-07-24 ind_household_goods -0.0079 -0.0076 0.0001 tilt_INDUSTRY
2025-07-23 2025-07-24 ind_pharmaceuticals -0.0434 0.0060 -0.0003 tilt_INDUSTRY
2025-07-23 2025-07-24 country_SG 0.0592 0.0054 0.0003 tilt_COUNTRY
2025-07-23 2025-07-24 fmom 0.5499 -0.0015 -0.0008 alpha_QUALITY
2025-07-23 2025-07-24 ind_natural_gas_utilities 0.0048 0.0034 0.0000 tilt_INDUSTRY
2025-07-23 2025-07-24 ind_aerospace_defense -0.0033 0.0081 -0.0000 tilt_INDUSTRY
2025-07-23 2025-07-24 ind_household_products_services -0.0125 0.0019 -0.0000 tilt_INDUSTRY
2025-07-23 2025-07-24 linkage 0.8473 -0.0004 -0.0004 alpha_MOMENTUM
2025-07-23 2025-07-24 ind_beverages -0.0817 -0.0017 0.0001 tilt_INDUSTRY
2025-07-23 2025-07-24 ind_holding_companies 0.0071 0.0008 0.0000 tilt_INDUSTRY
2025-07-23 2025-07-24 ind_diversified_retail -0.0075 -0.0042 0.0000 tilt_INDUSTRY
2025-07-23 2025-07-24 ind_transportation_infrastructure -0.0061 0.0060 -0.0000 tilt_INDUSTRY
2025-07-23 2025-07-24 ind_homebuilding_building_products -0.0344 -0.0004 0.0000 tilt_INDUSTRY
2025-07-23 2025-07-24 ind_water_utilities -0.0077 0.0057 -0.0000 tilt_INDUSTRY
2025-07-23 2025-07-24 ind_textiles_apparel -0.0293 0.0006 -0.0000 tilt_INDUSTRY
2025-07-23 2025-07-24 ind_integrated_hardware_software 0.0078 -0.0056 -0.0000 tilt_INDUSTRY
2025-07-23 2025-07-24 reversal 1.1322 -0.0009 -0.0011 alpha_REVERSAL
2025-07-23 2025-07-24 size_MID -0.1059 0.0004 -0.0000 tilt_SIZE
2025-07-23 2025-07-24 ind_passenger_transportation 0.0640 0.0004 0.0000 tilt_INDUSTRY
2025-07-23 2025-07-24 ind_office_equipment -0.0128 -0.0001 0.0000 tilt_INDUSTRY
2025-07-23 2025-07-24 ind_coal -0.0490 0.0053 -0.0003 tilt_INDUSTRY
2025-07-23 2025-07-24 ind_commercial_services_supplies 0.0111 0.0025 0.0000 tilt_INDUSTRY
2025-07-23 2025-07-24 ind_consumer_goods_conglomerates 0.0123 0.0071 0.0001 tilt_INDUSTRY
2025-07-23 2025-07-24 ind_freight_logistics -0.0354 0.0074 -0.0003 tilt_INDUSTRY
2025-07-23 2025-07-24 country_AU -0.1010 -0.0041 0.0004 tilt_COUNTRY
2025-07-23 2025-07-24 country_XH 0.0876 -0.0001 -0.0000 tilt_COUNTRY
2025-07-23 2025-07-24 size_SMALL -0.0111 -0.0008 0.0000 tilt_SIZE
2025-07-23 2025-07-24 value_liq 0.2875 0.0003 0.0001 alpha_VALUE
2025-07-23 2025-07-24 ind_containers_packaging 0.0064 -0.0006 -0.0000 tilt_INDUSTRY
2025-07-23 2025-07-24 value_gc 1.7651 -0.0004 -0.0008 alpha_VALUE
2025-07-23 2025-07-24 ind_media_publishing 0.0295 -0.0014 -0.0000 tilt_INDUSTRY
2025-07-23 2025-07-24 ind_automobile -0.1248 -0.0034 0.0004 tilt_INDUSTRY
2025-07-23 2025-07-24 ind_specialty_reatil 0.0047 0.0057 0.0000 tilt_INDUSTRY
2025-07-23 2025-07-24 momentum 0.0588 -0.0004 -0.0000 alpha_MOMENTUM
2025-07-23 2025-07-24 country_CN -0.1025 -0.0007 0.0001 tilt_COUNTRY
2025-07-23 2025-07-24 ind_healthcare_providers_services 0.0260 0.0161 0.0004 tilt_INDUSTRY
2025-07-23 2025-07-24 quality 4.0836 0.0002 0.0008 alpha_QUALITY
2025-07-23 2025-07-24 country_PH 0.0022 -0.0005 -0.0000 tilt_COUNTRY
2025-07-23 2025-07-24 bcost NaN NaN -0.0003 cost
2025-07-23 2025-07-24 ind_leisure_products 0.0096 0.0045 0.0000 tilt_INDUSTRY
2025-07-23 2025-07-24 size_LARGE 0.1400 0.0006 0.0001 tilt_SIZE
2025-07-23 2025-07-24 ind_construction_engineering 0.0713 0.0000 0.0000 tilt_INDUSTRY
2025-07-23 2025-07-24 ind_renewable_energy 0.0177 0.0121 0.0002 tilt_INDUSTRY
2025-07-23 2025-07-24 ind_machinery 0.0820 -0.0013 -0.0001 tilt_INDUSTRY
2025-07-24 2025-07-25 ind_pharmaceuticals -0.0450 -0.0018 0.0001 tilt_INDUSTRY
2025-07-24 2025-07-25 country_NZ -0.0182 0.0109 -0.0002 tilt_COUNTRY
2025-07-24 2025-07-25 ind_containers_packaging 0.0064 0.0007 0.0000 tilt_INDUSTRY
2025-07-24 2025-07-25 country_SG 0.0596 0.0026 0.0002 tilt_COUNTRY
2025-07-24 2025-07-25 fmom 0.5725 -0.0002 -0.0001 alpha_QUALITY
2025-07-24 2025-07-25 ind_healthcare_providers_services 0.0260 0.0007 0.0000 tilt_INDUSTRY
2025-07-24 2025-07-25 ind_paper_forestry -0.0051 0.0020 -0.0000 tilt_INDUSTRY
2025-07-24 2025-07-25 impactCost NaN NaN -0.0001 cost
2025-07-24 2025-07-25 ind_aerospace_defense -0.0028 0.0014 -0.0000 tilt_INDUSTRY
2025-07-24 2025-07-25 ind_household_products_services -0.0126 -0.0055 0.0001 tilt_INDUSTRY
2025-07-24 2025-07-25 linkage 0.8133 -0.0003 -0.0002 alpha_MOMENTUM
2025-07-24 2025-07-25 value_gc 1.7970 -0.0005 -0.0008 alpha_VALUE
2025-07-24 2025-07-25 ind_healthcare_equipment_supplies -0.0901 0.0055 -0.0005 tilt_INDUSTRY
2025-07-24 2025-07-25 ind_commercial_services_supplies 0.0070 0.0000 0.0000 tilt_INDUSTRY
2025-07-24 2025-07-25 ind_natural_gas_utilities 0.0048 0.0010 0.0000 tilt_INDUSTRY
2025-07-24 2025-07-25 ind_diversified_retail -0.0073 -0.0032 0.0000 tilt_INDUSTRY
2025-07-24 2025-07-25 country_HK 0.1243 0.0008 0.0001 tilt_COUNTRY
2025-07-24 2025-07-25 ind_automobile -0.1219 -0.0049 0.0006 tilt_INDUSTRY
2025-07-24 2025-07-25 country_KR -0.1012 0.0043 -0.0004 tilt_COUNTRY
2025-07-24 2025-07-25 ind_leisure_products 0.0091 -0.0044 -0.0000 tilt_INDUSTRY
2025-07-24 2025-07-25 ind_insurance 0.0399 0.0019 0.0001 tilt_INDUSTRY
2025-07-24 2025-07-25 ind_electric_utilities_ipps -0.0548 -0.0034 0.0002 tilt_INDUSTRY
2025-07-24 2025-07-25 ind_communications_equipment 0.0225 0.0018 0.0000 tilt_INDUSTRY
2025-07-24 2025-07-25 ind_semiconductors -0.0001 0.0066 -0.0000 tilt_INDUSTRY
2025-07-24 2025-07-25 ind_specialty_reatil 0.0040 -0.0041 -0.0000 tilt_INDUSTRY
2025-07-24 2025-07-25 sbeta_market 0.0105 0.0045 0.0000 risk_exposure
2025-07-24 2025-07-25 market 0.0074 -0.0084 -0.0001 risk_exposure
2025-07-24 2025-07-25 ind_fintech 0.0016 -0.0165 -0.0000 tilt_INDUSTRY
2025-07-24 2025-07-25 ind_multiline_utilities -0.0130 -0.0014 0.0000 tilt_INDUSTRY
2025-07-24 2025-07-25 ind_investment_services 0.0732 -0.0024 -0.0002 tilt_INDUSTRY
2025-07-24 2025-07-25 value_liq 0.3116 -0.0004 -0.0001 alpha_VALUE
2025-07-24 2025-07-25 ind_construction_engineering 0.0686 -0.0047 -0.0003 tilt_INDUSTRY
2025-07-24 2025-07-25 country_ID 0.0044 -0.0026 -0.0000 tilt_COUNTRY
2025-07-24 2025-07-25 ind_holding_companies 0.0070 -0.0007 -0.0000 tilt_INDUSTRY
2025-07-24 2025-07-25 ind_consumer_goods_conglomerates 0.0133 0.0035 0.0000 tilt_INDUSTRY
2025-07-24 2025-07-25 ind_software_it_services 0.1096 0.0069 0.0008 tilt_INDUSTRY
2025-07-24 2025-07-25 sdiscrepancy NaN NaN -0.0004 unexplained
2025-07-24 2025-07-25 quality 4.0813 -0.0011 -0.0044 alpha_QUALITY
2025-07-24 2025-07-25 ind_oil_gas 0.0735 0.0022 0.0002 tilt_INDUSTRY
2025-07-24 2025-07-25 fcost NaN NaN -0.0000 cost
2025-07-24 2025-07-25 ind_biotechnology -0.0138 -0.0065 0.0001 tilt_INDUSTRY
2025-07-24 2025-07-25 specret NaN NaN -0.0050 unexplained
2025-07-24 2025-07-25 country_PH 0.0022 -0.0005 -0.0000 tilt_COUNTRY
2025-07-24 2025-07-25 country_TH 0.0527 0.0043 0.0002 tilt_COUNTRY
2025-07-24 2025-07-25 ind_telecommunications_serices 0.1200 0.0038 0.0005 tilt_INDUSTRY
2025-07-24 2025-07-25 size_MICRO -0.0090 0.0005 -0.0000 tilt_SIZE
2025-07-24 2025-07-25 pdiscrepancy NaN NaN -0.0001 unexplained
2025-07-24 2025-07-25 ind_machinery 0.0850 -0.0024 -0.0002 tilt_INDUSTRY
2025-07-24 2025-07-25 country_JP -0.0694 0.0002 -0.0000 tilt_COUNTRY
2025-07-24 2025-07-25 stability 4.5960 0.0003 0.0012 alpha_QUALITY
2025-07-24 2025-07-25 linearCost NaN NaN -0.0001 cost
2025-07-24 2025-07-25 country_TW 0.0549 0.0007 0.0000 tilt_COUNTRY
2025-07-24 2025-07-25 ind_oil_gas_equipment_services -0.0102 -0.0012 0.0000 tilt_INDUSTRY
2025-07-24 2025-07-25 ind_household_goods -0.0082 0.0023 -0.0000 tilt_INDUSTRY
2025-07-24 2025-07-25 ind_coal -0.0478 -0.0056 0.0003 tilt_INDUSTRY
2025-07-24 2025-07-25 ind_homebuilding_building_products -0.0336 -0.0019 0.0001 tilt_INDUSTRY
2025-07-24 2025-07-25 reversal 1.0613 0.0010 0.0011 alpha_REVERSAL
2025-07-24 2025-07-25 ind_food_drug_retail 0.0594 0.0019 0.0001 tilt_INDUSTRY
2025-07-24 2025-07-25 ind_renewable_energy 0.0179 -0.0122 -0.0002 tilt_INDUSTRY
2025-07-24 2025-07-25 ind_freight_logistics -0.0340 0.0096 -0.0003 tilt_INDUSTRY
2025-07-24 2025-07-25 ind_water_utilities -0.0077 -0.0068 0.0001 tilt_INDUSTRY
2025-07-24 2025-07-25 momentum 0.0443 0.0010 0.0000 alpha_MOMENTUM
2025-07-24 2025-07-25 neglect 0.6571 0.0005 0.0003 alpha_VALUE
2025-07-24 2025-07-25 ind_textiles_apparel -0.0294 -0.0012 0.0000 tilt_INDUSTRY
2025-07-24 2025-07-25 ind_integrated_hardware_software 0.0079 0.0084 0.0001 tilt_INDUSTRY
2025-07-24 2025-07-25 size_MID -0.1038 0.0013 -0.0001 tilt_SIZE
2025-07-24 2025-07-25 ind_passenger_transportation 0.0641 0.0010 0.0001 tilt_INDUSTRY
2025-07-24 2025-07-25 ind_chemicals -0.0604 0.0003 -0.0000 tilt_INDUSTRY
2025-07-24 2025-07-25 ind_office_equipment -0.0135 -0.0047 0.0001 tilt_INDUSTRY
2025-07-24 2025-07-25 country_IN 0.0016 -0.0090 -0.0000 tilt_COUNTRY
2025-07-24 2025-07-25 country_CN -0.0965 0.0010 -0.0001 tilt_COUNTRY
2025-07-24 2025-07-25 ind_media_publishing 0.0295 0.0038 0.0001 tilt_INDUSTRY
2025-07-24 2025-07-25 ind_beverages -0.0801 -0.0083 0.0007 tilt_INDUSTRY
2025-07-24 2025-07-25 revision 1.0173 0.0015 0.0015 alpha_REVISION
2025-07-24 2025-07-25 ind_transportation_infrastructure -0.0077 -0.0014 0.0000 tilt_INDUSTRY
2025-07-24 2025-07-25 country_MY 0.0060 0.0010 0.0000 tilt_COUNTRY
2025-07-24 2025-07-25 ind_food_tobacco 0.1277 0.0009 0.0001 tilt_INDUSTRY
2025-07-24 2025-07-25 bcost NaN NaN -0.0003 cost
2025-07-24 2025-07-25 ind_banking_services -0.0762 0.0010 -0.0001 tilt_INDUSTRY
2025-07-24 2025-07-25 ind_hotels_entertainment -0.0659 -0.0013 0.0001 tilt_INDUSTRY
2025-07-24 2025-07-25 ind_computers_phones_household_electronics 0.0902 0.0030 0.0003 tilt_INDUSTRY
2025-07-24 2025-07-25 ind_uranium -0.0026 -0.0115 0.0000 tilt_INDUSTRY
2025-07-24 2025-07-25 ind_electronic_equipment -0.0775 0.0008 -0.0001 tilt_INDUSTRY
2025-07-24 2025-07-25 ind_industrial_distribution 0.0175 -0.0039 -0.0001 tilt_INDUSTRY
2025-07-24 2025-07-25 ind_construction_materials -0.0054 -0.0057 0.0000 tilt_INDUSTRY
2025-07-24 2025-07-25 ind_real_estate_operations -0.0169 0.0020 -0.0000 tilt_INDUSTRY
2025-07-24 2025-07-25 size_SMALL -0.0059 0.0008 -0.0000 tilt_SIZE
2025-07-24 2025-07-25 ind_metals_mining -0.1352 -0.0071 0.0010 tilt_INDUSTRY
2025-07-24 2025-07-25 country_AU -0.1029 0.0022 -0.0002 tilt_COUNTRY
2025-07-24 2025-07-25 size_LARGE 0.1261 -0.0031 -0.0004 tilt_SIZE
2025-07-24 2025-07-25 country_XH 0.0899 -0.0049 -0.0004 tilt_COUNTRY
2025-07-25 2025-07-28 country_IN 0.0001 -0.0061 -0.0000 tilt_COUNTRY
2025-07-25 2025-07-28 ind_office_equipment -0.0156 0.0085 -0.0001 tilt_INDUSTRY
2025-07-25 2025-07-28 ind_banking_services -0.0852 -0.0045 0.0004 tilt_INDUSTRY
2025-07-25 2025-07-28 ind_passenger_transportation 0.0636 -0.0025 -0.0002 tilt_INDUSTRY
2025-07-25 2025-07-28 size_MID -0.0993 -0.0014 0.0001 tilt_SIZE
2025-07-25 2025-07-28 momentum 0.0307 -0.0001 -0.0000 alpha_MOMENTUM
2025-07-25 2025-07-28 ind_homebuilding_building_products -0.0334 0.0003 -0.0000 tilt_INDUSTRY
2025-07-25 2025-07-28 ind_textiles_apparel -0.0288 -0.0043 0.0001 tilt_INDUSTRY
2025-07-25 2025-07-28 revision 0.9601 0.0003 0.0003 alpha_REVISION
2025-07-25 2025-07-28 ind_water_utilities -0.0077 0.0013 -0.0000 tilt_INDUSTRY
2025-07-25 2025-07-28 country_AU -0.1007 0.0073 -0.0007 tilt_COUNTRY
2025-07-25 2025-07-28 ind_freight_logistics -0.0331 -0.0099 0.0003 tilt_INDUSTRY
2025-07-25 2025-07-28 ind_uranium -0.0025 -0.0925 0.0002 tilt_INDUSTRY
2025-07-25 2025-07-28 reversal 1.3825 0.0015 0.0021 alpha_REVERSAL
2025-07-25 2025-07-28 ind_coal -0.0460 -0.0196 0.0009 tilt_INDUSTRY
2025-07-25 2025-07-28 size_SMALL -0.0023 -0.0012 0.0000 tilt_SIZE
2025-07-25 2025-07-28 ind_consumer_goods_conglomerates 0.0148 -0.0091 -0.0001 tilt_INDUSTRY
2025-07-25 2025-07-28 ind_holding_companies 0.0070 0.0040 0.0000 tilt_INDUSTRY
2025-07-25 2025-07-28 ind_construction_materials -0.0048 0.0011 -0.0000 tilt_INDUSTRY
2025-07-25 2025-07-28 ind_insurance 0.0414 0.0079 0.0003 tilt_INDUSTRY
2025-07-25 2025-07-28 country_SG 0.0591 -0.0008 -0.0000 tilt_COUNTRY
2025-07-25 2025-07-28 fmom 0.5797 -0.0003 -0.0002 alpha_QUALITY
2025-07-25 2025-07-28 ind_healthcare_providers_services 0.0250 -0.0014 -0.0000 tilt_INDUSTRY
2025-07-25 2025-07-28 ind_natural_gas_utilities 0.0047 -0.0035 -0.0000 tilt_INDUSTRY
2025-07-25 2025-07-28 ind_aerospace_defense -0.0030 0.0129 -0.0000 tilt_INDUSTRY
2025-07-25 2025-07-28 ind_industrial_distribution 0.0189 -0.0076 -0.0001 tilt_INDUSTRY
2025-07-25 2025-07-28 ind_household_products_services -0.0127 0.0030 -0.0000 tilt_INDUSTRY
2025-07-25 2025-07-28 value_gc 1.8217 -0.0010 -0.0018 alpha_VALUE
2025-07-25 2025-07-28 linkage 0.7690 0.0012 0.0009 alpha_MOMENTUM
2025-07-25 2025-07-28 ind_electronic_equipment -0.0769 0.0086 -0.0007 tilt_INDUSTRY
2025-07-25 2025-07-28 ind_beverages -0.0798 -0.0042 0.0003 tilt_INDUSTRY
2025-07-25 2025-07-28 ind_commercial_services_supplies 0.0048 0.0015 0.0000 tilt_INDUSTRY
2025-07-25 2025-07-28 ind_automobile -0.1172 0.0031 -0.0004 tilt_INDUSTRY
2025-07-25 2025-07-28 ind_hotels_entertainment -0.0649 0.0028 -0.0002 tilt_INDUSTRY
2025-07-25 2025-07-28 country_CN -0.0909 -0.0002 0.0000 tilt_COUNTRY
2025-07-25 2025-07-28 ind_household_goods -0.0085 -0.0020 0.0000 tilt_INDUSTRY
2025-07-25 2025-07-28 country_TW 0.0538 0.0024 0.0001 tilt_COUNTRY
2025-07-25 2025-07-28 ind_software_it_services 0.1021 -0.0037 -0.0004 tilt_INDUSTRY
2025-07-25 2025-07-28 ind_paper_forestry -0.0043 -0.0035 0.0000 tilt_INDUSTRY
2025-07-25 2025-07-28 neglect 0.6636 0.0007 0.0005 alpha_VALUE
2025-07-25 2025-07-28 country_MY 0.0061 0.0033 0.0000 tilt_COUNTRY
2025-07-25 2025-07-28 sdiscrepancy NaN NaN -0.0001 unexplained
2025-07-25 2025-07-28 ind_chemicals -0.0599 0.0036 -0.0002 tilt_INDUSTRY
2025-07-25 2025-07-28 ind_renewable_energy 0.0178 -0.0082 -0.0001 tilt_INDUSTRY
2025-07-25 2025-07-28 ind_food_drug_retail 0.0588 -0.0014 -0.0001 tilt_INDUSTRY
2025-07-25 2025-07-28 ind_oil_gas_equipment_services -0.0102 -0.0072 0.0001 tilt_INDUSTRY
2025-07-25 2025-07-28 ind_transportation_infrastructure -0.0077 -0.0048 0.0000 tilt_INDUSTRY
2025-07-25 2025-07-28 ind_healthcare_equipment_supplies -0.0884 0.0002 -0.0000 tilt_INDUSTRY
2025-07-25 2025-07-28 ind_construction_engineering 0.0683 -0.0046 -0.0003 tilt_INDUSTRY
2025-07-25 2025-07-28 ind_fintech 0.0012 0.0118 0.0000 tilt_INDUSTRY
2025-07-25 2025-07-28 ind_media_publishing 0.0293 -0.0057 -0.0002 tilt_INDUSTRY
2025-07-25 2025-07-28 country_KR -0.0992 -0.0064 0.0006 tilt_COUNTRY
2025-07-25 2025-07-28 linearCost NaN NaN -0.0001 cost
2025-07-25 2025-07-28 country_NZ -0.0184 0.0095 -0.0002 tilt_COUNTRY
2025-07-25 2025-07-28 stability 4.5432 0.0007 0.0033 alpha_QUALITY
2025-07-25 2025-07-28 country_JP -0.0711 -0.0026 0.0002 tilt_COUNTRY
2025-07-25 2025-07-28 quality 4.0604 -0.0006 -0.0024 alpha_QUALITY
2025-07-25 2025-07-28 ind_oil_gas 0.0746 -0.0069 -0.0005 tilt_INDUSTRY
2025-07-25 2025-07-28 ind_computers_phones_household_electronics 0.0900 0.0050 0.0005 tilt_INDUSTRY
2025-07-25 2025-07-28 value_liq 0.3689 0.0007 0.0003 alpha_VALUE
2025-07-25 2025-07-28 fcost NaN NaN -0.0001 cost
2025-07-25 2025-07-28 ind_biotechnology -0.0126 0.0127 -0.0002 tilt_INDUSTRY
2025-07-25 2025-07-28 specret NaN NaN 0.0009 unexplained
2025-07-25 2025-07-28 country_PH 0.0022 -0.0004 -0.0000 tilt_COUNTRY
2025-07-25 2025-07-28 country_TH 0.0548 0.0062 0.0003 tilt_COUNTRY
2025-07-25 2025-07-28 bcost NaN NaN -0.0009 cost
2025-07-25 2025-07-28 ind_telecommunications_serices 0.1199 -0.0022 -0.0003 tilt_INDUSTRY
2025-07-25 2025-07-28 size_MICRO -0.0080 0.0030 -0.0000 tilt_SIZE
2025-07-25 2025-07-28 pdiscrepancy NaN NaN -0.0000 unexplained
2025-07-25 2025-07-28 ind_machinery 0.0924 0.0031 0.0003 tilt_INDUSTRY
2025-07-25 2025-07-28 ind_food_tobacco 0.1251 0.0001 0.0000 tilt_INDUSTRY
2025-07-25 2025-07-28 ind_containers_packaging 0.0066 -0.0029 -0.0000 tilt_INDUSTRY
2025-07-25 2025-07-28 ind_pharmaceuticals -0.0448 0.0074 -0.0003 tilt_INDUSTRY
2025-07-25 2025-07-28 ind_integrated_hardware_software 0.0079 -0.0027 -0.0000 tilt_INDUSTRY
2025-07-25 2025-07-28 size_LARGE 0.1237 0.0035 0.0004 tilt_SIZE
2025-07-25 2025-07-28 country_XH 0.0894 0.0008 0.0001 tilt_COUNTRY
2025-07-25 2025-07-28 country_HK 0.1253 0.0086 0.0011 tilt_COUNTRY
2025-07-25 2025-07-28 ind_diversified_retail -0.0072 -0.0022 0.0000 tilt_INDUSTRY
2025-07-25 2025-07-28 country_ID 0.0036 0.0190 0.0001 tilt_COUNTRY
2025-07-25 2025-07-28 ind_real_estate_operations -0.0175 0.0005 -0.0000 tilt_INDUSTRY
2025-07-25 2025-07-28 sbeta_market 0.0224 0.0032 0.0001 risk_exposure
2025-07-25 2025-07-28 ind_leisure_products 0.0089 -0.0002 -0.0000 tilt_INDUSTRY
2025-07-25 2025-07-28 ind_investment_services 0.0743 0.0021 0.0002 tilt_INDUSTRY
2025-07-25 2025-07-28 ind_communications_equipment 0.0227 0.0108 0.0002 tilt_INDUSTRY
2025-07-25 2025-07-28 impactCost NaN NaN -0.0001 cost
2025-07-25 2025-07-28 ind_semiconductors 0.0012 0.0019 0.0000 tilt_INDUSTRY
2025-07-25 2025-07-28 ind_electric_utilities_ipps -0.0532 -0.0001 0.0000 tilt_INDUSTRY
2025-07-25 2025-07-28 ind_multiline_utilities -0.0130 -0.0009 0.0000 tilt_INDUSTRY
2025-07-25 2025-07-28 ind_specialty_reatil 0.0036 -0.0009 -0.0000 tilt_INDUSTRY
2025-07-25 2025-07-28 ind_metals_mining -0.1318 -0.0093 0.0012 tilt_INDUSTRY
2025-07-25 2025-07-28 market 0.0141 -0.0046 -0.0001 risk_exposure
2025-07-28 2025-07-29 fcost NaN NaN -0.0000 cost
2025-07-28 2025-07-29 ind_hotels_entertainment -0.0644 -0.0047 0.0003 tilt_INDUSTRY
2025-07-28 2025-07-29 ind_real_estate_operations -0.0180 -0.0003 0.0000 tilt_INDUSTRY
2025-07-28 2025-07-29 country_JP -0.0601 -0.0039 0.0002 tilt_COUNTRY
2025-07-28 2025-07-29 ind_consumer_goods_conglomerates 0.0161 -0.0043 -0.0001 tilt_INDUSTRY
2025-07-28 2025-07-29 ind_holding_companies 0.0070 0.0049 0.0000 tilt_INDUSTRY
2025-07-28 2025-07-29 ind_electric_utilities_ipps -0.0530 0.0008 -0.0000 tilt_INDUSTRY
2025-07-28 2025-07-29 ind_containers_packaging 0.0069 -0.0011 -0.0000 tilt_INDUSTRY
2025-07-28 2025-07-29 size_MICRO -0.0082 -0.0024 0.0000 tilt_SIZE
2025-07-28 2025-07-29 ind_computers_phones_household_electronics 0.0912 0.0007 0.0001 tilt_INDUSTRY
2025-07-28 2025-07-29 country_HK 0.1257 0.0053 0.0007 tilt_COUNTRY
2025-07-28 2025-07-29 ind_commercial_services_supplies 0.0044 -0.0035 -0.0000 tilt_INDUSTRY
2025-07-28 2025-07-29 stability 4.5512 0.0002 0.0008 alpha_QUALITY
2025-07-28 2025-07-29 ind_automobile -0.1131 -0.0031 0.0003 tilt_INDUSTRY
2025-07-28 2025-07-29 ind_passenger_transportation 0.0627 -0.0012 -0.0001 tilt_INDUSTRY
2025-07-28 2025-07-29 ind_beverages -0.0799 -0.0040 0.0003 tilt_INDUSTRY
2025-07-28 2025-07-29 ind_food_tobacco 0.1236 -0.0039 -0.0005 tilt_INDUSTRY
2025-07-28 2025-07-29 value_liq 0.4171 -0.0000 -0.0000 alpha_VALUE
2025-07-28 2025-07-29 neglect 0.7070 -0.0001 -0.0001 alpha_VALUE
2025-07-28 2025-07-29 ind_specialty_reatil 0.0032 0.0019 0.0000 tilt_INDUSTRY
2025-07-28 2025-07-29 ind_biotechnology -0.0117 0.0209 -0.0002 tilt_INDUSTRY
2025-07-28 2025-07-29 country_ID 0.0035 0.0046 0.0000 tilt_COUNTRY
2025-07-28 2025-07-29 country_PH 0.0022 -0.0017 -0.0000 tilt_COUNTRY
2025-07-28 2025-07-29 ind_textiles_apparel -0.0284 -0.0010 0.0000 tilt_INDUSTRY
2025-07-28 2025-07-29 ind_water_utilities -0.0076 -0.0094 0.0001 tilt_INDUSTRY
2025-07-28 2025-07-29 country_TH 0.0533 0.0187 0.0010 tilt_COUNTRY
2025-07-28 2025-07-29 ind_investment_services 0.0759 -0.0009 -0.0001 tilt_INDUSTRY
2025-07-28 2025-07-29 ind_insurance 0.0418 -0.0005 -0.0000 tilt_INDUSTRY
2025-07-28 2025-07-29 country_AU -0.0974 0.0013 -0.0001 tilt_COUNTRY
2025-07-28 2025-07-29 ind_freight_logistics -0.0353 -0.0030 0.0001 tilt_INDUSTRY
2025-07-28 2025-07-29 pdiscrepancy NaN NaN -0.0000 unexplained
2025-07-28 2025-07-29 country_XH 0.0844 0.0011 0.0001 tilt_COUNTRY
2025-07-28 2025-07-29 momentum -0.0010 -0.0004 0.0000 alpha_MOMENTUM
2025-07-28 2025-07-29 ind_uranium -0.0024 -0.0483 0.0001 tilt_INDUSTRY
2025-07-28 2025-07-29 size_MID -0.0959 0.0015 -0.0001 tilt_SIZE
2025-07-28 2025-07-29 reversal 1.1227 -0.0001 -0.0001 alpha_REVERSAL
2025-07-28 2025-07-29 ind_machinery 0.0996 0.0004 0.0000 tilt_INDUSTRY
2025-07-28 2025-07-29 ind_multiline_utilities -0.0128 -0.0000 0.0000 tilt_INDUSTRY
2025-07-28 2025-07-29 linearCost NaN NaN -0.0001 cost
2025-07-28 2025-07-29 ind_homebuilding_building_products -0.0333 -0.0065 0.0002 tilt_INDUSTRY
2025-07-28 2025-07-29 sbeta_market 0.0266 0.0026 0.0001 risk_exposure
2025-07-28 2025-07-29 size_SMALL -0.0028 0.0012 -0.0000 tilt_SIZE
2025-07-28 2025-07-29 ind_telecommunications_serices 0.1200 0.0016 0.0002 tilt_INDUSTRY
2025-07-28 2025-07-29 ind_semiconductors 0.0068 0.0026 0.0000 tilt_INDUSTRY
2025-07-28 2025-07-29 ind_electronic_equipment -0.0755 0.0009 -0.0001 tilt_INDUSTRY
2025-07-28 2025-07-29 ind_food_drug_retail 0.0582 -0.0014 -0.0001 tilt_INDUSTRY
2025-07-28 2025-07-29 ind_healthcare_providers_services 0.0251 0.0002 0.0000 tilt_INDUSTRY
2025-07-28 2025-07-29 fmom 0.5793 -0.0003 -0.0002 alpha_QUALITY
2025-07-28 2025-07-29 ind_communications_equipment 0.0198 0.0061 0.0001 tilt_INDUSTRY
2025-07-28 2025-07-29 ind_oil_gas_equipment_services -0.0108 -0.0013 0.0000 tilt_INDUSTRY
2025-07-28 2025-07-29 ind_household_goods -0.0088 -0.0056 0.0000 tilt_INDUSTRY
2025-07-28 2025-07-29 country_IN 0.0000 0.0091 0.0000 tilt_COUNTRY
2025-07-28 2025-07-29 ind_healthcare_equipment_supplies -0.0884 -0.0002 0.0000 tilt_INDUSTRY
2025-07-28 2025-07-29 ind_transportation_infrastructure -0.0049 -0.0030 0.0000 tilt_INDUSTRY
2025-07-28 2025-07-29 country_SG 0.0580 0.0010 0.0001 tilt_COUNTRY
2025-07-28 2025-07-29 ind_pharmaceuticals -0.0471 0.0100 -0.0005 tilt_INDUSTRY
2025-07-28 2025-07-29 ind_banking_services -0.0979 -0.0037 0.0004 tilt_INDUSTRY
2025-07-28 2025-07-29 revision 0.9319 0.0018 0.0016 alpha_REVISION
2025-07-28 2025-07-29 ind_construction_engineering 0.0684 0.0028 0.0002 tilt_INDUSTRY
2025-07-28 2025-07-29 ind_fintech 0.0008 0.0014 0.0000 tilt_INDUSTRY
2025-07-28 2025-07-29 ind_coal -0.0476 0.0032 -0.0002 tilt_INDUSTRY
2025-07-28 2025-07-29 ind_media_publishing 0.0295 -0.0016 -0.0000 tilt_INDUSTRY
2025-07-28 2025-07-29 ind_construction_materials -0.0044 -0.0009 0.0000 tilt_INDUSTRY
2025-07-28 2025-07-29 country_NZ -0.0183 0.0029 -0.0001 tilt_COUNTRY
2025-07-28 2025-07-29 ind_metals_mining -0.1270 0.0003 -0.0000 tilt_INDUSTRY
2025-07-28 2025-07-29 country_KR -0.0991 0.0027 -0.0003 tilt_COUNTRY
2025-07-28 2025-07-29 impactCost NaN NaN -0.0001 cost
2025-07-28 2025-07-29 country_CN -0.0901 -0.0001 0.0000 tilt_COUNTRY
2025-07-28 2025-07-29 ind_leisure_products 0.0086 0.0005 0.0000 tilt_INDUSTRY
2025-07-28 2025-07-29 country_TW 0.0512 -0.0106 -0.0005 tilt_COUNTRY
2025-07-28 2025-07-29 specret NaN NaN -0.0043 unexplained
2025-07-28 2025-07-29 size_LARGE 0.1263 -0.0037 -0.0005 tilt_SIZE
2025-07-28 2025-07-29 bcost NaN NaN -0.0003 cost
2025-07-28 2025-07-29 quality 4.0859 0.0010 0.0040 alpha_QUALITY
2025-07-28 2025-07-29 ind_household_products_services -0.0129 -0.0013 0.0000 tilt_INDUSTRY
2025-07-28 2025-07-29 ind_paper_forestry -0.0042 -0.0047 0.0000 tilt_INDUSTRY
2025-07-28 2025-07-29 ind_renewable_energy 0.0176 0.0112 0.0002 tilt_INDUSTRY
2025-07-28 2025-07-29 ind_software_it_services 0.0936 -0.0006 -0.0001 tilt_INDUSTRY
2025-07-28 2025-07-29 country_MY 0.0061 -0.0015 -0.0000 tilt_COUNTRY
2025-07-28 2025-07-29 sdiscrepancy NaN NaN -0.0001 unexplained
2025-07-28 2025-07-29 ind_industrial_distribution 0.0212 -0.0060 -0.0001 tilt_INDUSTRY
2025-07-28 2025-07-29 value_gc 1.8693 -0.0004 -0.0008 alpha_VALUE
2025-07-28 2025-07-29 ind_diversified_retail -0.0075 0.0002 -0.0000 tilt_INDUSTRY
2025-07-28 2025-07-29 ind_aerospace_defense -0.0030 0.0078 -0.0000 tilt_INDUSTRY
2025-07-28 2025-07-29 ind_office_equipment -0.0174 -0.0018 0.0000 tilt_INDUSTRY
2025-07-28 2025-07-29 ind_chemicals -0.0530 -0.0038 0.0002 tilt_INDUSTRY
2025-07-28 2025-07-29 ind_integrated_hardware_software 0.0079 0.0014 0.0000 tilt_INDUSTRY
2025-07-28 2025-07-29 ind_natural_gas_utilities 0.0046 -0.0038 -0.0000 tilt_INDUSTRY
2025-07-28 2025-07-29 ind_oil_gas 0.0751 0.0089 0.0007 tilt_INDUSTRY
2025-07-28 2025-07-29 market 0.0194 -0.0022 -0.0000 risk_exposure
2025-07-28 2025-07-29 linkage 0.6832 -0.0004 -0.0003 alpha_MOMENTUM
2025-07-29 2025-07-30 country_TW 0.0489 0.0045 0.0002 tilt_COUNTRY
2025-07-29 2025-07-30 country_PH 0.0021 -0.0044 -0.0000 tilt_COUNTRY
2025-07-29 2025-07-30 country_CN -0.0873 0.0001 -0.0000 tilt_COUNTRY
2025-07-29 2025-07-30 bcost NaN NaN -0.0003 cost
2025-07-29 2025-07-30 ind_computers_phones_household_electronics 0.0925 -0.0003 -0.0000 tilt_INDUSTRY
2025-07-29 2025-07-30 fcost NaN NaN -0.0000 cost
2025-07-29 2025-07-30 market 0.0193 0.0096 0.0002 risk_exposure
2025-07-29 2025-07-30 country_XH 0.0771 -0.0011 -0.0001 tilt_COUNTRY
2025-07-29 2025-07-30 ind_oil_gas 0.0730 0.0070 0.0005 tilt_INDUSTRY
2025-07-29 2025-07-30 ind_insurance 0.0386 0.0073 0.0003 tilt_INDUSTRY
2025-07-29 2025-07-30 ind_biotechnology -0.0105 -0.0090 0.0001 tilt_INDUSTRY
2025-07-29 2025-07-30 sbeta_market 0.0289 -0.0115 -0.0003 risk_exposure
2025-07-29 2025-07-30 country_MY 0.0060 -0.0066 -0.0000 tilt_COUNTRY
2025-07-29 2025-07-30 ind_chemicals -0.0402 0.0042 -0.0002 tilt_INDUSTRY
2025-07-29 2025-07-30 ind_media_publishing 0.0299 0.0029 0.0001 tilt_INDUSTRY
2025-07-29 2025-07-30 ind_leisure_products 0.0087 -0.0036 -0.0000 tilt_INDUSTRY
2025-07-29 2025-07-30 ind_renewable_energy 0.0168 -0.0018 -0.0000 tilt_INDUSTRY
2025-07-29 2025-07-30 ind_paper_forestry -0.0041 0.0017 -0.0000 tilt_INDUSTRY
2025-07-29 2025-07-30 ind_food_drug_retail 0.0580 0.0051 0.0003 tilt_INDUSTRY
2025-07-29 2025-07-30 ind_communications_equipment 0.0144 0.0006 0.0000 tilt_INDUSTRY
2025-07-29 2025-07-30 ind_healthcare_equipment_supplies -0.0878 -0.0032 0.0003 tilt_INDUSTRY
2025-07-29 2025-07-30 ind_transportation_infrastructure -0.0047 -0.0009 0.0000 tilt_INDUSTRY
2025-07-29 2025-07-30 ind_construction_engineering 0.0690 -0.0021 -0.0001 tilt_INDUSTRY
2025-07-29 2025-07-30 ind_fintech 0.0002 0.0015 0.0000 tilt_INDUSTRY
2025-07-29 2025-07-30 country_KR -0.1002 -0.0004 0.0000 tilt_COUNTRY
2025-07-29 2025-07-30 ind_oil_gas_equipment_services -0.0118 0.0053 -0.0001 tilt_INDUSTRY
2025-07-29 2025-07-30 ind_software_it_services 0.0859 -0.0029 -0.0002 tilt_INDUSTRY
2025-07-29 2025-07-30 value_liq 0.4715 0.0003 0.0001 alpha_VALUE
2025-07-29 2025-07-30 sdiscrepancy NaN NaN 0.0003 unexplained
2025-07-29 2025-07-30 country_ID 0.0034 -0.0167 -0.0001 tilt_COUNTRY
2025-07-29 2025-07-30 country_TH 0.0475 0.0069 0.0003 tilt_COUNTRY
2025-07-29 2025-07-30 country_IN 0.0000 -0.0046 0.0000 tilt_COUNTRY
2025-07-29 2025-07-30 ind_telecommunications_serices 0.1200 -0.0030 -0.0004 tilt_INDUSTRY
2025-07-29 2025-07-30 ind_household_goods -0.0094 0.0032 -0.0000 tilt_INDUSTRY
2025-07-29 2025-07-30 ind_machinery 0.1116 -0.0037 -0.0004 tilt_INDUSTRY
2025-07-29 2025-07-30 neglect 0.7564 -0.0000 -0.0000 alpha_VALUE
2025-07-29 2025-07-30 pdiscrepancy NaN NaN 0.0000 unexplained
2025-07-29 2025-07-30 size_MICRO -0.0086 0.0027 -0.0000 tilt_SIZE
2025-07-29 2025-07-30 country_JP -0.0407 0.0030 -0.0001 tilt_COUNTRY
2025-07-29 2025-07-30 ind_food_tobacco 0.1224 0.0053 0.0007 tilt_INDUSTRY
2025-07-29 2025-07-30 ind_semiconductors 0.0172 0.0012 0.0000 tilt_INDUSTRY
2025-07-29 2025-07-30 stability 4.5540 0.0004 0.0020 alpha_QUALITY
2025-07-29 2025-07-30 linearCost NaN NaN -0.0001 cost
2025-07-29 2025-07-30 ind_containers_packaging 0.0071 0.0019 0.0000 tilt_INDUSTRY
2025-07-29 2025-07-30 specret NaN NaN -0.0052 unexplained
2025-07-29 2025-07-30 impactCost NaN NaN -0.0001 cost
2025-07-29 2025-07-30 ind_electronic_equipment -0.0746 -0.0016 0.0001 tilt_INDUSTRY
2025-07-29 2025-07-30 ind_beverages -0.0833 0.0083 -0.0007 tilt_INDUSTRY
2025-07-29 2025-07-30 ind_water_utilities -0.0076 -0.0034 0.0000 tilt_INDUSTRY
2025-07-29 2025-07-30 ind_pharmaceuticals -0.0404 -0.0013 0.0001 tilt_INDUSTRY
2025-07-29 2025-07-30 ind_consumer_goods_conglomerates 0.0169 0.0193 0.0003 tilt_INDUSTRY
2025-07-29 2025-07-30 ind_electric_utilities_ipps -0.0553 0.0005 -0.0000 tilt_INDUSTRY
2025-07-29 2025-07-30 ind_integrated_hardware_software 0.0079 -0.0033 -0.0000 tilt_INDUSTRY
2025-07-29 2025-07-30 ind_household_products_services -0.0131 0.0004 -0.0000 tilt_INDUSTRY
2025-07-29 2025-07-30 ind_holding_companies 0.0070 -0.0052 -0.0000 tilt_INDUSTRY
2025-07-29 2025-07-30 ind_textiles_apparel -0.0275 0.0075 -0.0002 tilt_INDUSTRY
2025-07-29 2025-07-30 ind_investment_services 0.0786 -0.0023 -0.0002 tilt_INDUSTRY
2025-07-29 2025-07-30 country_HK 0.1213 -0.0053 -0.0006 tilt_COUNTRY
2025-07-29 2025-07-30 fmom 0.5675 0.0004 0.0002 alpha_QUALITY
2025-07-29 2025-07-30 ind_metals_mining -0.1261 -0.0007 0.0001 tilt_INDUSTRY
2025-07-29 2025-07-30 ind_freight_logistics -0.0371 0.0015 -0.0001 tilt_INDUSTRY
2025-07-29 2025-07-30 ind_diversified_retail -0.0081 -0.0005 0.0000 tilt_INDUSTRY
2025-07-29 2025-07-30 ind_homebuilding_building_products -0.0333 0.0034 -0.0001 tilt_INDUSTRY
2025-07-29 2025-07-30 ind_specialty_reatil 0.0029 -0.0039 -0.0000 tilt_INDUSTRY
2025-07-29 2025-07-30 ind_uranium -0.0024 -0.0008 0.0000 tilt_INDUSTRY
2025-07-29 2025-07-30 ind_multiline_utilities -0.0124 -0.0049 0.0001 tilt_INDUSTRY
2025-07-29 2025-07-30 size_MID -0.0924 -0.0002 0.0000 tilt_SIZE
2025-07-29 2025-07-30 ind_aerospace_defense -0.0028 -0.0072 0.0000 tilt_INDUSTRY
2025-07-29 2025-07-30 size_SMALL -0.0036 -0.0003 0.0000 tilt_SIZE
2025-07-29 2025-07-30 value_gc 1.8818 0.0010 0.0018 alpha_VALUE
2025-07-29 2025-07-30 revision 0.8918 0.0006 0.0005 alpha_REVISION
2025-07-29 2025-07-30 ind_banking_services -0.1198 0.0003 -0.0000 tilt_INDUSTRY
2025-07-29 2025-07-30 momentum -0.0297 -0.0012 0.0000 alpha_MOMENTUM
2025-07-29 2025-07-30 ind_natural_gas_utilities 0.0045 0.0051 0.0000 tilt_INDUSTRY
2025-07-29 2025-07-30 ind_office_equipment -0.0175 0.0010 -0.0000 tilt_INDUSTRY
2025-07-29 2025-07-30 ind_commercial_services_supplies 0.0035 -0.0031 -0.0000 tilt_INDUSTRY
2025-07-29 2025-07-30 ind_automobile -0.1107 -0.0038 0.0004 tilt_INDUSTRY
2025-07-29 2025-07-30 size_LARGE 0.1239 0.0004 0.0000 tilt_SIZE
2025-07-29 2025-07-30 ind_healthcare_providers_services 0.0252 0.0001 0.0000 tilt_INDUSTRY
2025-07-29 2025-07-30 quality 4.0909 0.0007 0.0027 alpha_QUALITY
2025-07-29 2025-07-30 country_SG 0.0576 -0.0078 -0.0004 tilt_COUNTRY
2025-07-29 2025-07-30 ind_real_estate_operations -0.0185 0.0012 -0.0000 tilt_INDUSTRY
2025-07-29 2025-07-30 country_NZ -0.0181 -0.0047 0.0001 tilt_COUNTRY
2025-07-29 2025-07-30 ind_passenger_transportation 0.0626 -0.0016 -0.0001 tilt_INDUSTRY
2025-07-29 2025-07-30 ind_construction_materials -0.0041 0.0031 -0.0000 tilt_INDUSTRY
2025-07-29 2025-07-30 linkage 0.6561 0.0001 0.0001 alpha_MOMENTUM
2025-07-29 2025-07-30 reversal 1.0039 0.0010 0.0011 alpha_REVERSAL
2025-07-29 2025-07-30 ind_hotels_entertainment -0.0652 0.0005 -0.0000 tilt_INDUSTRY
2025-07-29 2025-07-30 ind_coal -0.0492 0.0013 -0.0001 tilt_INDUSTRY
2025-07-29 2025-07-30 country_AU -0.0984 0.0008 -0.0001 tilt_COUNTRY
2025-07-29 2025-07-30 ind_industrial_distribution 0.0226 0.0030 0.0001 tilt_INDUSTRY
2025-07-30 2025-07-31 ind_food_tobacco 0.1189 -0.0015 -0.0002 tilt_INDUSTRY
2025-07-30 2025-07-31 country_AU -0.0910 0.0103 -0.0009 tilt_COUNTRY
2025-07-30 2025-07-31 linkage 0.6115 0.0007 0.0005 alpha_MOMENTUM
2025-07-30 2025-07-31 ind_metals_mining -0.1174 -0.0178 0.0021 tilt_INDUSTRY
2025-07-30 2025-07-31 ind_real_estate_operations -0.0126 -0.0109 0.0001 tilt_INDUSTRY
2025-07-30 2025-07-31 size_LARGE 0.1235 0.0001 0.0000 tilt_SIZE
2025-07-30 2025-07-31 ind_construction_engineering 0.0718 0.0026 0.0002 tilt_INDUSTRY
2025-07-30 2025-07-31 ind_paper_forestry -0.0039 -0.0063 0.0000 tilt_INDUSTRY
2025-07-30 2025-07-31 country_HK 0.1197 -0.0069 -0.0008 tilt_COUNTRY
2025-07-30 2025-07-31 ind_household_products_services -0.0134 0.0055 -0.0001 tilt_INDUSTRY
2025-07-30 2025-07-31 ind_software_it_services 0.0785 0.0122 0.0010 tilt_INDUSTRY
2025-07-30 2025-07-31 sdiscrepancy NaN NaN 0.0002 unexplained
2025-07-30 2025-07-31 ind_electric_utilities_ipps -0.0562 -0.0039 0.0002 tilt_INDUSTRY
2025-07-30 2025-07-31 ind_semiconductors 0.0226 0.0042 0.0001 tilt_INDUSTRY
2025-07-30 2025-07-31 sbeta_market 0.0390 0.0030 0.0001 risk_exposure
2025-07-30 2025-07-31 country_KR -0.1005 0.0043 -0.0004 tilt_COUNTRY
2025-07-30 2025-07-31 country_NZ -0.0175 0.0064 -0.0001 tilt_COUNTRY
2025-07-30 2025-07-31 ind_automobile -0.1096 -0.0032 0.0003 tilt_INDUSTRY
2025-07-30 2025-07-31 ind_fintech -0.0000 -0.0089 0.0000 tilt_INDUSTRY
2025-07-30 2025-07-31 ind_construction_materials -0.0039 -0.0057 0.0000 tilt_INDUSTRY
2025-07-30 2025-07-31 ind_diversified_retail -0.0087 -0.0010 0.0000 tilt_INDUSTRY
2025-07-30 2025-07-31 ind_transportation_infrastructure -0.0047 -0.0003 0.0000 tilt_INDUSTRY
2025-07-30 2025-07-31 ind_healthcare_providers_services 0.0248 0.0066 0.0002 tilt_INDUSTRY
2025-07-30 2025-07-31 ind_communications_equipment 0.0111 0.0105 0.0001 tilt_INDUSTRY
2025-07-30 2025-07-31 country_SG 0.0574 0.0019 0.0001 tilt_COUNTRY
2025-07-30 2025-07-31 reversal 0.9471 0.0017 0.0016 alpha_REVERSAL
2025-07-30 2025-07-31 ind_healthcare_equipment_supplies -0.0866 0.0028 -0.0002 tilt_INDUSTRY
2025-07-30 2025-07-31 ind_containers_packaging 0.0072 -0.0010 -0.0000 tilt_INDUSTRY
2025-07-30 2025-07-31 ind_oil_gas_equipment_services -0.0130 0.0021 -0.0000 tilt_INDUSTRY
2025-07-30 2025-07-31 fmom 0.5514 -0.0001 -0.0000 alpha_QUALITY
2025-07-30 2025-07-31 ind_renewable_energy 0.0156 -0.0233 -0.0004 tilt_INDUSTRY
2025-07-30 2025-07-31 value_liq 0.5061 -0.0023 -0.0012 alpha_VALUE
2025-07-30 2025-07-31 country_MY 0.0061 0.0070 0.0000 tilt_COUNTRY
2025-07-30 2025-07-31 ind_pharmaceuticals -0.0331 0.0019 -0.0001 tilt_INDUSTRY
2025-07-30 2025-07-31 ind_homebuilding_building_products -0.0334 -0.0075 0.0003 tilt_INDUSTRY
2025-07-30 2025-07-31 ind_food_drug_retail 0.0583 -0.0011 -0.0001 tilt_INDUSTRY
2025-07-30 2025-07-31 ind_media_publishing 0.0295 0.0057 0.0002 tilt_INDUSTRY
2025-07-30 2025-07-31 ind_leisure_products 0.0083 -0.0066 -0.0001 tilt_INDUSTRY
2025-07-30 2025-07-31 ind_aerospace_defense -0.0029 0.0092 -0.0000 tilt_INDUSTRY
2025-07-30 2025-07-31 ind_chemicals -0.0321 -0.0075 0.0002 tilt_INDUSTRY
2025-07-30 2025-07-31 ind_natural_gas_utilities 0.0043 -0.0018 -0.0000 tilt_INDUSTRY
2025-07-30 2025-07-31 value_gc 1.8929 0.0004 0.0008 alpha_VALUE
2025-07-30 2025-07-31 impactCost NaN NaN -0.0001 cost
2025-07-30 2025-07-31 ind_biotechnology -0.0111 -0.0016 0.0000 tilt_INDUSTRY
2025-07-30 2025-07-31 ind_freight_logistics -0.0371 -0.0060 0.0002 tilt_INDUSTRY
2025-07-30 2025-07-31 country_TH 0.0412 0.0031 0.0001 tilt_COUNTRY
2025-07-30 2025-07-31 country_ID 0.0034 -0.0015 -0.0000 tilt_COUNTRY
2025-07-30 2025-07-31 country_IN 0.0000 0.0032 0.0000 tilt_COUNTRY
2025-07-30 2025-07-31 country_CN -0.0790 -0.0069 0.0005 tilt_COUNTRY
2025-07-30 2025-07-31 linearCost NaN NaN -0.0001 cost
2025-07-30 2025-07-31 ind_integrated_hardware_software 0.0078 0.0091 0.0001 tilt_INDUSTRY
2025-07-30 2025-07-31 specret NaN NaN -0.0030 unexplained
2025-07-30 2025-07-31 ind_banking_services -0.1330 0.0040 -0.0005 tilt_INDUSTRY
2025-07-30 2025-07-31 ind_investment_services 0.0811 -0.0059 -0.0005 tilt_INDUSTRY
2025-07-30 2025-07-31 ind_computers_phones_household_electronics 0.0926 0.0051 0.0005 tilt_INDUSTRY
2025-07-30 2025-07-31 ind_water_utilities -0.0076 -0.0010 0.0000 tilt_INDUSTRY
2025-07-30 2025-07-31 country_PH 0.0021 0.0008 0.0000 tilt_COUNTRY
2025-07-30 2025-07-31 neglect 0.7848 0.0004 0.0003 alpha_VALUE
2025-07-30 2025-07-31 fcost NaN NaN -0.0000 cost
2025-07-30 2025-07-31 momentum -0.0554 0.0014 -0.0001 alpha_MOMENTUM
2025-07-30 2025-07-31 ind_electronic_equipment -0.0721 0.0069 -0.0005 tilt_INDUSTRY
2025-07-30 2025-07-31 ind_passenger_transportation 0.0623 -0.0016 -0.0001 tilt_INDUSTRY
2025-07-30 2025-07-31 country_XH 0.0697 -0.0138 -0.0010 tilt_COUNTRY
2025-07-30 2025-07-31 ind_oil_gas 0.0672 0.0023 0.0002 tilt_INDUSTRY
2025-07-30 2025-07-31 quality 4.0579 -0.0008 -0.0032 alpha_QUALITY
2025-07-30 2025-07-31 market 0.0294 -0.0117 -0.0003 risk_exposure
2025-07-30 2025-07-31 bcost NaN NaN -0.0003 cost
2025-07-30 2025-07-31 revision 0.7166 0.0022 0.0016 alpha_REVISION
2025-07-30 2025-07-31 ind_office_equipment -0.0176 -0.0035 0.0001 tilt_INDUSTRY
2025-07-30 2025-07-31 stability 4.5125 0.0005 0.0021 alpha_QUALITY
2025-07-30 2025-07-31 ind_beverages -0.0849 -0.0060 0.0005 tilt_INDUSTRY
2025-07-30 2025-07-31 ind_commercial_services_supplies 0.0032 0.0019 0.0000 tilt_INDUSTRY
2025-07-30 2025-07-31 ind_specialty_reatil 0.0029 -0.0013 -0.0000 tilt_INDUSTRY
2025-07-30 2025-07-31 ind_industrial_distribution 0.0230 -0.0031 -0.0001 tilt_INDUSTRY
2025-07-30 2025-07-31 ind_uranium -0.0025 -0.0419 0.0001 tilt_INDUSTRY
2025-07-30 2025-07-31 country_JP -0.0297 0.0170 -0.0005 tilt_COUNTRY
2025-07-30 2025-07-31 ind_insurance 0.0329 -0.0003 -0.0000 tilt_INDUSTRY
2025-07-30 2025-07-31 ind_telecommunications_serices 0.1202 0.0090 0.0011 tilt_INDUSTRY
2025-07-30 2025-07-31 ind_textiles_apparel -0.0274 -0.0069 0.0002 tilt_INDUSTRY
2025-07-30 2025-07-31 country_TW 0.0475 0.0050 0.0002 tilt_COUNTRY
2025-07-30 2025-07-31 ind_consumer_goods_conglomerates 0.0156 0.0081 0.0001 tilt_INDUSTRY
2025-07-30 2025-07-31 pdiscrepancy NaN NaN 0.0000 unexplained
2025-07-30 2025-07-31 ind_holding_companies 0.0070 0.0019 0.0000 tilt_INDUSTRY
2025-07-30 2025-07-31 size_SMALL -0.0018 0.0023 -0.0000 tilt_SIZE
2025-07-30 2025-07-31 ind_coal -0.0474 -0.0110 0.0005 tilt_INDUSTRY
2025-07-30 2025-07-31 ind_multiline_utilities -0.0125 0.0109 -0.0001 tilt_INDUSTRY
2025-07-30 2025-07-31 ind_machinery 0.1227 0.0021 0.0003 tilt_INDUSTRY
2025-07-30 2025-07-31 ind_household_goods -0.0101 -0.0082 0.0001 tilt_INDUSTRY
2025-07-30 2025-07-31 size_MID -0.0872 -0.0022 0.0002 tilt_SIZE
2025-07-30 2025-07-31 size_MICRO -0.0050 0.0026 -0.0000 tilt_SIZE
2025-07-30 2025-07-31 ind_hotels_entertainment -0.0654 0.0025 -0.0002 tilt_INDUSTRY
2025-07-31 2025-08-01 ind_healthcare_providers_services 0.0252 0.0044 0.0001 tilt_INDUSTRY
2025-07-31 2025-08-01 ind_textiles_apparel -0.0257 -0.0008 0.0000 tilt_INDUSTRY
2025-07-31 2025-08-01 ind_diversified_retail -0.0099 0.0035 -0.0000 tilt_INDUSTRY
2025-07-31 2025-08-01 reversal 0.9278 0.0012 0.0011 alpha_REVERSAL
2025-07-31 2025-08-01 impactCost NaN NaN -0.0001 cost
2025-07-31 2025-08-01 stability 4.4765 -0.0001 -0.0006 alpha_QUALITY
2025-07-31 2025-08-01 ind_containers_packaging 0.0071 -0.0022 -0.0000 tilt_INDUSTRY
2025-07-31 2025-08-01 fmom 0.5640 -0.0005 -0.0003 alpha_QUALITY
2025-07-31 2025-08-01 country_IN 0.0000 -0.0122 0.0000 tilt_COUNTRY
2025-07-31 2025-08-01 country_AU -0.0919 -0.0050 0.0005 tilt_COUNTRY
2025-07-31 2025-08-01 ind_electric_utilities_ipps -0.0551 -0.0001 0.0000 tilt_INDUSTRY
2025-07-31 2025-08-01 ind_telecommunications_serices 0.1208 0.0034 0.0004 tilt_INDUSTRY
2025-07-31 2025-08-01 ind_household_products_services -0.0137 0.0015 -0.0000 tilt_INDUSTRY
2025-07-31 2025-08-01 ind_household_goods -0.0105 0.0036 -0.0000 tilt_INDUSTRY
2025-07-31 2025-08-01 ind_insurance 0.0267 -0.0036 -0.0001 tilt_INDUSTRY
2025-07-31 2025-08-01 ind_industrial_distribution 0.0251 -0.0049 -0.0001 tilt_INDUSTRY
2025-07-31 2025-08-01 country_MY 0.0061 0.0090 0.0001 tilt_COUNTRY
2025-07-31 2025-08-01 sdiscrepancy NaN NaN -0.0004 unexplained
2025-07-31 2025-08-01 quality 4.0485 -0.0002 -0.0007 alpha_QUALITY
2025-07-31 2025-08-01 ind_specialty_reatil 0.0034 0.0008 0.0000 tilt_INDUSTRY
2025-07-31 2025-08-01 ind_fintech -0.0005 -0.0037 0.0000 tilt_INDUSTRY
2025-07-31 2025-08-01 ind_commercial_services_supplies 0.0024 0.0037 0.0000 tilt_INDUSTRY
2025-07-31 2025-08-01 ind_uranium -0.0025 0.0071 -0.0000 tilt_INDUSTRY
2025-07-31 2025-08-01 country_TH 0.0409 -0.0192 -0.0008 tilt_COUNTRY
2025-07-31 2025-08-01 value_gc 1.8843 0.0001 0.0001 alpha_VALUE
2025-07-31 2025-08-01 country_CN -0.0814 0.0041 -0.0003 tilt_COUNTRY
2025-07-31 2025-08-01 ind_aerospace_defense -0.0031 -0.0122 0.0000 tilt_INDUSTRY
2025-07-31 2025-08-01 ind_consumer_goods_conglomerates 0.0133 -0.0074 -0.0001 tilt_INDUSTRY
2025-07-31 2025-08-01 country_SG 0.0582 -0.0021 -0.0001 tilt_COUNTRY
2025-07-31 2025-08-01 value_liq 0.5157 0.0004 0.0002 alpha_VALUE
2025-07-31 2025-08-01 country_NZ -0.0175 -0.0021 0.0000 tilt_COUNTRY
2025-07-31 2025-08-01 size_MICRO -0.0041 0.0046 -0.0000 tilt_SIZE
2025-07-31 2025-08-01 ind_freight_logistics -0.0369 0.0045 -0.0002 tilt_INDUSTRY
2025-07-31 2025-08-01 ind_pharmaceuticals -0.0366 -0.0048 0.0002 tilt_INDUSTRY
2025-07-31 2025-08-01 size_LARGE 0.1138 -0.0018 -0.0002 tilt_SIZE
2025-07-31 2025-08-01 ind_integrated_hardware_software 0.0077 0.0074 0.0001 tilt_INDUSTRY
2025-07-31 2025-08-01 ind_renewable_energy 0.0159 0.0196 0.0003 tilt_INDUSTRY
2025-07-31 2025-08-01 ind_machinery 0.1396 -0.0003 -0.0000 tilt_INDUSTRY
2025-07-31 2025-08-01 country_HK 0.1235 -0.0083 -0.0010 tilt_COUNTRY
2025-07-31 2025-08-01 ind_banking_services -0.1491 0.0017 -0.0003 tilt_INDUSTRY
2025-07-31 2025-08-01 ind_construction_engineering 0.0764 0.0047 0.0004 tilt_INDUSTRY
2025-07-31 2025-08-01 ind_computers_phones_household_electronics 0.0923 0.0024 0.0002 tilt_INDUSTRY
2025-07-31 2025-08-01 ind_biotechnology -0.0123 -0.0088 0.0001 tilt_INDUSTRY
2025-07-31 2025-08-01 country_TW 0.0445 0.0073 0.0003 tilt_COUNTRY
2025-07-31 2025-08-01 size_MID -0.0907 -0.0010 0.0001 tilt_SIZE
2025-07-31 2025-08-01 ind_water_utilities -0.0076 0.0020 -0.0000 tilt_INDUSTRY
2025-07-31 2025-08-01 neglect 0.7923 -0.0005 -0.0004 alpha_VALUE
2025-07-31 2025-08-01 ind_holding_companies 0.0070 0.0031 0.0000 tilt_INDUSTRY
2025-07-31 2025-08-01 ind_construction_materials -0.0037 -0.0014 0.0000 tilt_INDUSTRY
2025-07-31 2025-08-01 ind_passenger_transportation 0.0615 0.0057 0.0004 tilt_INDUSTRY
2025-07-31 2025-08-01 ind_office_equipment -0.0178 0.0045 -0.0001 tilt_INDUSTRY
2025-07-31 2025-08-01 bcost NaN NaN -0.0003 cost
2025-07-31 2025-08-01 ind_oil_gas 0.0621 -0.0051 -0.0003 tilt_INDUSTRY
2025-07-31 2025-08-01 ind_hotels_entertainment -0.0667 0.0005 -0.0000 tilt_INDUSTRY
2025-07-31 2025-08-01 ind_investment_services 0.0801 -0.0028 -0.0002 tilt_INDUSTRY
2025-07-31 2025-08-01 ind_media_publishing 0.0289 0.0071 0.0002 tilt_INDUSTRY
2025-07-31 2025-08-01 ind_beverages -0.0808 0.0000 -0.0000 tilt_INDUSTRY
2025-07-31 2025-08-01 linkage 0.5637 -0.0000 -0.0000 alpha_MOMENTUM
2025-07-31 2025-08-01 ind_coal -0.0467 -0.0022 0.0001 tilt_INDUSTRY
2025-07-31 2025-08-01 ind_leisure_products 0.0074 -0.0059 -0.0000 tilt_INDUSTRY
2025-07-31 2025-08-01 ind_natural_gas_utilities 0.0041 0.0066 0.0000 tilt_INDUSTRY
2025-07-31 2025-08-01 ind_homebuilding_building_products -0.0338 0.0007 -0.0000 tilt_INDUSTRY
2025-07-31 2025-08-01 ind_transportation_infrastructure -0.0042 -0.0011 0.0000 tilt_INDUSTRY
2025-07-31 2025-08-01 ind_multiline_utilities -0.0130 -0.0024 0.0000 tilt_INDUSTRY
2025-07-31 2025-08-01 ind_semiconductors 0.0191 -0.0079 -0.0002 tilt_INDUSTRY
2025-07-31 2025-08-01 country_PH 0.0021 0.0126 0.0000 tilt_COUNTRY
2025-07-31 2025-08-01 momentum -0.0827 0.0001 -0.0000 alpha_MOMENTUM
2025-07-31 2025-08-01 fcost NaN NaN -0.0000 cost
2025-07-31 2025-08-01 country_JP -0.0318 0.0106 -0.0003 tilt_COUNTRY
2025-07-31 2025-08-01 ind_metals_mining -0.1139 0.0000 -0.0000 tilt_INDUSTRY
2025-07-31 2025-08-01 ind_software_it_services 0.0754 0.0027 0.0002 tilt_INDUSTRY
2025-07-31 2025-08-01 ind_electronic_equipment -0.0695 0.0041 -0.0003 tilt_INDUSTRY
2025-07-31 2025-08-01 ind_chemicals -0.0289 -0.0027 0.0001 tilt_INDUSTRY
2025-07-31 2025-08-01 ind_communications_equipment 0.0104 -0.0012 -0.0000 tilt_INDUSTRY
2025-07-31 2025-08-01 ind_oil_gas_equipment_services -0.0139 -0.0031 0.0000 tilt_INDUSTRY
2025-07-31 2025-08-01 ind_real_estate_operations -0.0070 0.0020 -0.0000 tilt_INDUSTRY
2025-07-31 2025-08-01 country_XH 0.0641 -0.0075 -0.0005 tilt_COUNTRY
2025-07-31 2025-08-01 sbeta_market 0.0247 -0.0045 -0.0001 risk_exposure
2025-07-31 2025-08-01 ind_paper_forestry -0.0037 0.0109 -0.0000 tilt_INDUSTRY
2025-07-31 2025-08-01 pdiscrepancy NaN NaN 0.0000 unexplained
2025-07-31 2025-08-01 ind_food_drug_retail 0.0561 0.0001 0.0000 tilt_INDUSTRY
2025-07-31 2025-08-01 ind_food_tobacco 0.1123 0.0005 0.0001 tilt_INDUSTRY
2025-07-31 2025-08-01 country_KR -0.0982 -0.0380 0.0037 tilt_COUNTRY
2025-07-31 2025-08-01 size_SMALL 0.0028 0.0023 0.0000 tilt_SIZE
2025-07-31 2025-08-01 market 0.0218 0.0006 0.0000 risk_exposure
2025-07-31 2025-08-01 ind_automobile -0.1074 0.0039 -0.0004 tilt_INDUSTRY
2025-07-31 2025-08-01 country_ID 0.0034 0.0086 0.0000 tilt_COUNTRY
2025-07-31 2025-08-01 linearCost NaN NaN -0.0001 cost
2025-07-31 2025-08-01 specret NaN NaN 0.0039 unexplained
2025-07-31 2025-08-01 revision 0.6799 -0.0005 -0.0003 alpha_REVISION
2025-07-31 2025-08-01 ind_healthcare_equipment_supplies -0.0841 -0.0045 0.0004 tilt_INDUSTRY
2025-08-01 2025-08-04 ind_beverages -0.0807 -0.0016 0.0001 tilt_INDUSTRY
2025-08-01 2025-08-04 ind_uranium -0.0025 0.0064 -0.0000 tilt_INDUSTRY
2025-08-01 2025-08-04 ind_electric_utilities_ipps -0.0560 -0.0018 0.0001 tilt_INDUSTRY
2025-08-01 2025-08-04 ind_natural_gas_utilities 0.0039 0.0005 0.0000 tilt_INDUSTRY
2025-08-01 2025-08-04 neglect 0.7984 0.0000 0.0000 alpha_VALUE
2025-08-01 2025-08-04 linkage 0.5563 -0.0004 -0.0002 alpha_MOMENTUM
2025-08-01 2025-08-04 ind_metals_mining -0.1105 0.0067 -0.0007 tilt_INDUSTRY
2025-08-01 2025-08-04 ind_automobile -0.1083 0.0037 -0.0004 tilt_INDUSTRY
2025-08-01 2025-08-04 ind_transportation_infrastructure -0.0022 -0.0004 0.0000 tilt_INDUSTRY
2025-08-01 2025-08-04 ind_holding_companies 0.0070 -0.0008 -0.0000 tilt_INDUSTRY
2025-08-01 2025-08-04 ind_construction_materials -0.0033 -0.0036 0.0000 tilt_INDUSTRY
2025-08-01 2025-08-04 ind_electronic_equipment -0.0779 0.0003 -0.0000 tilt_INDUSTRY
2025-08-01 2025-08-04 ind_commercial_services_supplies -0.0009 -0.0018 0.0000 tilt_INDUSTRY
2025-08-01 2025-08-04 size_SMALL 0.0013 0.0017 0.0000 tilt_SIZE
2025-08-01 2025-08-04 ind_hotels_entertainment -0.0692 0.0000 -0.0000 tilt_INDUSTRY
2025-08-01 2025-08-04 country_XH 0.0626 0.0069 0.0004 tilt_COUNTRY
2025-08-01 2025-08-04 revision 0.7316 0.0011 0.0008 alpha_REVISION
2025-08-01 2025-08-04 momentum -0.0465 0.0010 -0.0000 alpha_MOMENTUM
2025-08-01 2025-08-04 size_LARGE 0.1151 -0.0017 -0.0002 tilt_SIZE
2025-08-01 2025-08-04 ind_multiline_utilities -0.0132 0.0056 -0.0001 tilt_INDUSTRY
2025-08-01 2025-08-04 country_PH 0.0021 0.0024 0.0000 tilt_COUNTRY
2025-08-01 2025-08-04 ind_machinery 0.1515 0.0046 0.0007 tilt_INDUSTRY
2025-08-01 2025-08-04 market 0.0151 0.0033 0.0001 risk_exposure
2025-08-01 2025-08-04 country_MY 0.0061 -0.0072 -0.0000 tilt_COUNTRY
2025-08-01 2025-08-04 ind_renewable_energy 0.0161 -0.0141 -0.0002 tilt_INDUSTRY
2025-08-01 2025-08-04 country_HK 0.1287 0.0006 0.0001 tilt_COUNTRY
2025-08-01 2025-08-04 country_ID 0.0035 -0.0132 -0.0000 tilt_COUNTRY
2025-08-01 2025-08-04 ind_pharmaceuticals -0.0374 -0.0026 0.0001 tilt_INDUSTRY
2025-08-01 2025-08-04 ind_fintech -0.0006 -0.0117 0.0000 tilt_INDUSTRY
2025-08-01 2025-08-04 size_MID -0.0940 -0.0006 0.0001 tilt_SIZE
2025-08-01 2025-08-04 ind_diversified_retail -0.0114 -0.0009 0.0000 tilt_INDUSTRY
2025-08-01 2025-08-04 ind_homebuilding_building_products -0.0337 0.0005 -0.0000 tilt_INDUSTRY
2025-08-01 2025-08-04 quality 4.0406 -0.0004 -0.0017 alpha_QUALITY
2025-08-01 2025-08-04 ind_construction_engineering 0.0814 -0.0033 -0.0003 tilt_INDUSTRY
2025-08-01 2025-08-04 ind_industrial_distribution 0.0279 -0.0025 -0.0001 tilt_INDUSTRY
2025-08-01 2025-08-04 reversal 0.9099 0.0016 0.0015 alpha_REVERSAL
2025-08-01 2025-08-04 sbeta_market 0.0294 0.0007 0.0000 risk_exposure
2025-08-01 2025-08-04 country_SG 0.0595 0.0053 0.0003 tilt_COUNTRY
2025-08-01 2025-08-04 country_CN -0.0912 0.0016 -0.0001 tilt_COUNTRY
2025-08-01 2025-08-04 ind_communications_equipment 0.0107 0.0001 0.0000 tilt_INDUSTRY
2025-08-01 2025-08-04 value_gc 1.8628 -0.0003 -0.0005 alpha_VALUE
2025-08-01 2025-08-04 ind_household_products_services -0.0140 0.0002 -0.0000 tilt_INDUSTRY
2025-08-01 2025-08-04 ind_healthcare_providers_services 0.0264 -0.0077 -0.0002 tilt_INDUSTRY
2025-08-01 2025-08-04 fmom 0.5168 -0.0004 -0.0002 alpha_QUALITY
2025-08-01 2025-08-04 country_AU -0.0974 -0.0023 0.0002 tilt_COUNTRY
2025-08-01 2025-08-04 ind_real_estate_operations -0.0091 0.0025 -0.0000 tilt_INDUSTRY
2025-08-01 2025-08-04 ind_containers_packaging 0.0071 -0.0027 -0.0000 tilt_INDUSTRY
2025-08-01 2025-08-04 ind_leisure_products 0.0071 0.0049 0.0000 tilt_INDUSTRY
2025-08-01 2025-08-04 ind_household_goods -0.0105 0.0018 -0.0000 tilt_INDUSTRY
2025-08-01 2025-08-04 ind_oil_gas 0.0561 -0.0101 -0.0006 tilt_INDUSTRY
2025-08-01 2025-08-04 ind_biotechnology -0.0125 -0.0047 0.0001 tilt_INDUSTRY
2025-08-01 2025-08-04 country_NZ -0.0177 -0.0041 0.0001 tilt_COUNTRY
2025-08-01 2025-08-04 country_TH 0.0555 0.0020 0.0001 tilt_COUNTRY
2025-08-01 2025-08-04 ind_aerospace_defense -0.0032 0.0199 -0.0001 tilt_INDUSTRY
2025-08-01 2025-08-04 ind_consumer_goods_conglomerates 0.0144 -0.0023 -0.0000 tilt_INDUSTRY
2025-08-01 2025-08-04 value_liq 0.5307 -0.0013 -0.0007 alpha_VALUE
2025-08-01 2025-08-04 ind_telecommunications_serices 0.1217 0.0017 0.0002 tilt_INDUSTRY
2025-08-01 2025-08-04 ind_freight_logistics -0.0370 -0.0033 0.0001 tilt_INDUSTRY
2025-08-01 2025-08-04 ind_semiconductors 0.0186 -0.0030 -0.0001 tilt_INDUSTRY
2025-08-01 2025-08-04 ind_banking_services -0.1454 0.0005 -0.0001 tilt_INDUSTRY
2025-08-01 2025-08-04 size_MICRO -0.0073 0.0056 -0.0000 tilt_SIZE
2025-08-01 2025-08-04 ind_integrated_hardware_software 0.0079 0.0024 0.0000 tilt_INDUSTRY
2025-08-01 2025-08-04 ind_textiles_apparel -0.0238 -0.0021 0.0001 tilt_INDUSTRY
2025-08-01 2025-08-04 country_JP -0.0375 -0.0110 0.0004 tilt_COUNTRY
2025-08-01 2025-08-04 stability 4.3975 0.0008 0.0035 alpha_QUALITY
2025-08-01 2025-08-04 specret NaN NaN 0.0064 unexplained
2025-08-01 2025-08-04 ind_healthcare_equipment_supplies -0.0847 0.0010 -0.0001 tilt_INDUSTRY
2025-08-01 2025-08-04 ind_computers_phones_household_electronics 0.0921 0.0006 0.0001 tilt_INDUSTRY
2025-08-01 2025-08-04 country_KR -0.0990 0.0076 -0.0008 tilt_COUNTRY
2025-08-01 2025-08-04 ind_food_drug_retail 0.0553 0.0061 0.0003 tilt_INDUSTRY
2025-08-01 2025-08-04 ind_oil_gas_equipment_services -0.0144 -0.0049 0.0001 tilt_INDUSTRY
2025-08-01 2025-08-04 fcost NaN NaN -0.0001 cost
2025-08-01 2025-08-04 country_TW 0.0399 -0.0042 -0.0002 tilt_COUNTRY
2025-08-01 2025-08-04 ind_chemicals -0.0235 -0.0028 0.0001 tilt_INDUSTRY
2025-08-01 2025-08-04 ind_software_it_services 0.0735 0.0011 0.0001 tilt_INDUSTRY
2025-08-01 2025-08-04 sdiscrepancy NaN NaN -0.0000 unexplained
2025-08-01 2025-08-04 ind_food_tobacco 0.1045 -0.0030 -0.0003 tilt_INDUSTRY
2025-08-01 2025-08-04 pdiscrepancy NaN NaN -0.0000 unexplained
2025-08-01 2025-08-04 country_IN 0.0000 0.0072 0.0000 tilt_COUNTRY
2025-08-01 2025-08-04 linearCost NaN NaN -0.0002 cost
2025-08-01 2025-08-04 ind_paper_forestry -0.0035 -0.0092 0.0000 tilt_INDUSTRY
2025-08-01 2025-08-04 impactCost NaN NaN -0.0002 cost
2025-08-01 2025-08-04 ind_specialty_reatil 0.0031 -0.0004 -0.0000 tilt_INDUSTRY
2025-08-01 2025-08-04 ind_coal -0.0477 0.0070 -0.0003 tilt_INDUSTRY
2025-08-01 2025-08-04 ind_passenger_transportation 0.0597 0.0003 0.0000 tilt_INDUSTRY
2025-08-01 2025-08-04 ind_investment_services 0.0792 -0.0019 -0.0002 tilt_INDUSTRY
2025-08-01 2025-08-04 bcost NaN NaN -0.0008 cost
2025-08-01 2025-08-04 ind_media_publishing 0.0294 -0.0003 -0.0000 tilt_INDUSTRY
2025-08-01 2025-08-04 ind_water_utilities -0.0077 -0.0053 0.0000 tilt_INDUSTRY
2025-08-01 2025-08-04 ind_office_equipment -0.0176 -0.0109 0.0002 tilt_INDUSTRY
2025-08-01 2025-08-04 ind_insurance 0.0233 -0.0040 -0.0001 tilt_INDUSTRY
2025-08-04 2025-08-05 neglect 0.8341 -0.0000 -0.0000 alpha_VALUE
2025-08-04 2025-08-05 ind_construction_materials -0.0031 0.0012 -0.0000 tilt_INDUSTRY
2025-08-04 2025-08-05 sbeta_market 0.0188 0.0006 0.0000 risk_exposure
2025-08-04 2025-08-05 ind_food_tobacco 0.0995 -0.0026 -0.0003 tilt_INDUSTRY
2025-08-04 2025-08-05 pdiscrepancy NaN NaN -0.0000 unexplained
2025-08-04 2025-08-05 ind_automobile -0.1067 0.0011 -0.0001 tilt_INDUSTRY
2025-08-04 2025-08-05 quality 4.0689 0.0003 0.0011 alpha_QUALITY
2025-08-04 2025-08-05 ind_passenger_transportation 0.0559 0.0007 0.0000 tilt_INDUSTRY
2025-08-04 2025-08-05 size_MID -0.0993 0.0001 -0.0000 tilt_SIZE
2025-08-04 2025-08-05 ind_fintech -0.0008 -0.0001 0.0000 tilt_INDUSTRY
2025-08-04 2025-08-05 country_ID 0.0034 -0.0029 -0.0000 tilt_COUNTRY
2025-08-04 2025-08-05 country_IN 0.0000 -0.0091 0.0000 tilt_COUNTRY
2025-08-04 2025-08-05 specret NaN NaN -0.0095 unexplained
2025-08-04 2025-08-05 value_liq 0.5574 0.0001 0.0001 alpha_VALUE
2025-08-04 2025-08-05 country_MY 0.0061 -0.0011 -0.0000 tilt_COUNTRY
2025-08-04 2025-08-05 market 0.0113 0.0066 0.0001 risk_exposure
2025-08-04 2025-08-05 stability 4.4566 -0.0004 -0.0019 alpha_QUALITY
2025-08-04 2025-08-05 ind_beverages -0.0831 0.0012 -0.0001 tilt_INDUSTRY
2025-08-04 2025-08-05 country_PH 0.0021 -0.0014 -0.0000 tilt_COUNTRY
2025-08-04 2025-08-05 sdiscrepancy NaN NaN 0.0000 unexplained
2025-08-04 2025-08-05 ind_specialty_reatil 0.0024 -0.0058 -0.0000 tilt_INDUSTRY
2025-08-04 2025-08-05 ind_communications_equipment 0.0114 0.0077 0.0001 tilt_INDUSTRY
2025-08-04 2025-08-05 ind_paper_forestry -0.0031 -0.0002 0.0000 tilt_INDUSTRY
2025-08-04 2025-08-05 size_SMALL -0.0056 -0.0001 0.0000 tilt_SIZE
2025-08-04 2025-08-05 ind_oil_gas_equipment_services -0.0155 -0.0001 0.0000 tilt_INDUSTRY
2025-08-04 2025-08-05 ind_electronic_equipment -0.0916 0.0043 -0.0004 tilt_INDUSTRY
2025-08-04 2025-08-05 ind_banking_services -0.1097 0.0038 -0.0004 tilt_INDUSTRY
2025-08-04 2025-08-05 ind_insurance 0.0227 0.0057 0.0001 tilt_INDUSTRY
2025-08-04 2025-08-05 fcost NaN NaN -0.0000 cost
2025-08-04 2025-08-05 country_XH 0.0594 0.0053 0.0003 tilt_COUNTRY
2025-08-04 2025-08-05 ind_metals_mining -0.1074 0.0002 -0.0000 tilt_INDUSTRY
2025-08-04 2025-08-05 ind_uranium -0.0025 -0.0015 0.0000 tilt_INDUSTRY
2025-08-04 2025-08-05 ind_electric_utilities_ipps -0.0580 -0.0009 0.0001 tilt_INDUSTRY
2025-08-04 2025-08-05 ind_chemicals -0.0157 -0.0004 0.0000 tilt_INDUSTRY
2025-08-04 2025-08-05 ind_water_utilities -0.0078 0.0074 -0.0001 tilt_INDUSTRY
2025-08-04 2025-08-05 ind_software_it_services 0.0670 -0.0037 -0.0002 tilt_INDUSTRY
2025-08-04 2025-08-05 momentum -0.0870 -0.0003 0.0000 alpha_MOMENTUM
2025-08-04 2025-08-05 revision 0.7197 0.0016 0.0012 alpha_REVISION
2025-08-04 2025-08-05 ind_healthcare_equipment_supplies -0.0862 -0.0064 0.0005 tilt_INDUSTRY
2025-08-04 2025-08-05 linearCost NaN NaN -0.0002 cost
2025-08-04 2025-08-05 bcost NaN NaN -0.0003 cost
2025-08-04 2025-08-05 ind_holding_companies 0.0071 -0.0024 -0.0000 tilt_INDUSTRY
2025-08-04 2025-08-05 ind_leisure_products 0.0074 -0.0010 -0.0000 tilt_INDUSTRY
2025-08-04 2025-08-05 country_JP -0.0374 0.0001 -0.0000 tilt_COUNTRY
2025-08-04 2025-08-05 ind_multiline_utilities -0.0132 0.0055 -0.0001 tilt_INDUSTRY
2025-08-04 2025-08-05 ind_industrial_distribution 0.0302 -0.0015 -0.0000 tilt_INDUSTRY
2025-08-04 2025-08-05 ind_household_products_services -0.0142 -0.0096 0.0001 tilt_INDUSTRY
2025-08-04 2025-08-05 country_CN -0.0953 -0.0010 0.0001 tilt_COUNTRY
2025-08-04 2025-08-05 ind_aerospace_defense -0.0035 -0.0013 0.0000 tilt_INDUSTRY
2025-08-04 2025-08-05 country_TH 0.0717 0.0083 0.0006 tilt_COUNTRY
2025-08-04 2025-08-05 country_KR -0.1044 0.0086 -0.0009 tilt_COUNTRY
2025-08-04 2025-08-05 size_LARGE 0.1261 -0.0004 -0.0000 tilt_SIZE
2025-08-04 2025-08-05 value_gc 1.8650 0.0000 0.0000 alpha_VALUE
2025-08-04 2025-08-05 ind_biotechnology -0.0125 0.0052 -0.0001 tilt_INDUSTRY
2025-08-04 2025-08-05 fmom 0.5254 0.0005 0.0003 alpha_QUALITY
2025-08-04 2025-08-05 ind_natural_gas_utilities 0.0032 -0.0039 -0.0000 tilt_INDUSTRY
2025-08-04 2025-08-05 ind_healthcare_providers_services 0.0270 0.0026 0.0001 tilt_INDUSTRY
2025-08-04 2025-08-05 ind_media_publishing 0.0307 -0.0044 -0.0001 tilt_INDUSTRY
2025-08-04 2025-08-05 country_SG 0.0594 -0.0034 -0.0002 tilt_COUNTRY
2025-08-04 2025-08-05 country_AU -0.1009 0.0044 -0.0004 tilt_COUNTRY
2025-08-04 2025-08-05 ind_oil_gas 0.0504 -0.0035 -0.0002 tilt_INDUSTRY
2025-08-04 2025-08-05 ind_commercial_services_supplies -0.0028 -0.0019 0.0000 tilt_INDUSTRY
2025-08-04 2025-08-05 country_TW 0.0330 0.0010 0.0000 tilt_COUNTRY
2025-08-04 2025-08-05 ind_homebuilding_building_products -0.0335 -0.0020 0.0001 tilt_INDUSTRY
2025-08-04 2025-08-05 ind_computers_phones_household_electronics 0.0925 0.0045 0.0004 tilt_INDUSTRY
2025-08-04 2025-08-05 impactCost NaN NaN -0.0001 cost
2025-08-04 2025-08-05 linkage 0.5360 0.0008 0.0004 alpha_MOMENTUM
2025-08-04 2025-08-05 ind_food_drug_retail 0.0530 -0.0038 -0.0002 tilt_INDUSTRY
2025-08-04 2025-08-05 reversal 0.7538 -0.0009 -0.0007 alpha_REVERSAL
2025-08-04 2025-08-05 ind_diversified_retail -0.0115 -0.0005 0.0000 tilt_INDUSTRY
2025-08-04 2025-08-05 ind_real_estate_operations -0.0136 -0.0036 0.0000 tilt_INDUSTRY
2025-08-04 2025-08-05 ind_machinery 0.1483 0.0009 0.0001 tilt_INDUSTRY
2025-08-04 2025-08-05 ind_textiles_apparel -0.0227 -0.0034 0.0001 tilt_INDUSTRY
2025-08-04 2025-08-05 ind_hotels_entertainment -0.0692 -0.0025 0.0002 tilt_INDUSTRY
2025-08-04 2025-08-05 size_MICRO -0.0099 0.0047 -0.0000 tilt_SIZE
2025-08-04 2025-08-05 ind_consumer_goods_conglomerates 0.0160 -0.0034 -0.0001 tilt_INDUSTRY
2025-08-04 2025-08-05 ind_office_equipment -0.0174 0.0006 -0.0000 tilt_INDUSTRY
2025-08-04 2025-08-05 ind_renewable_energy 0.0141 0.0040 0.0001 tilt_INDUSTRY
2025-08-04 2025-08-05 country_NZ -0.0180 0.0098 -0.0002 tilt_COUNTRY
2025-08-04 2025-08-05 ind_investment_services 0.0779 0.0051 0.0004 tilt_INDUSTRY
2025-08-04 2025-08-05 ind_integrated_hardware_software 0.0080 -0.0068 -0.0001 tilt_INDUSTRY
2025-08-04 2025-08-05 ind_pharmaceuticals -0.0442 -0.0032 0.0001 tilt_INDUSTRY
2025-08-04 2025-08-05 ind_household_goods -0.0108 0.0026 -0.0000 tilt_INDUSTRY
2025-08-04 2025-08-05 country_HK 0.1321 0.0007 0.0001 tilt_COUNTRY
2025-08-04 2025-08-05 ind_containers_packaging 0.0069 0.0016 0.0000 tilt_INDUSTRY
2025-08-04 2025-08-05 ind_coal -0.0486 0.0035 -0.0002 tilt_INDUSTRY
2025-08-04 2025-08-05 ind_transportation_infrastructure 0.0007 -0.0004 -0.0000 tilt_INDUSTRY
2025-08-04 2025-08-05 ind_freight_logistics -0.0370 -0.0048 0.0002 tilt_INDUSTRY
2025-08-04 2025-08-05 ind_telecommunications_serices 0.1219 -0.0006 -0.0001 tilt_INDUSTRY
2025-08-04 2025-08-05 ind_construction_engineering 0.0825 -0.0008 -0.0001 tilt_INDUSTRY
2025-08-04 2025-08-05 ind_semiconductors 0.0202 -0.0016 -0.0000 tilt_INDUSTRY
2025-08-05 2025-08-06 ind_metals_mining -0.1077 0.0037 -0.0004 tilt_INDUSTRY
2025-08-05 2025-08-06 ind_uranium -0.0025 -0.0032 0.0000 tilt_INDUSTRY
2025-08-05 2025-08-06 ind_real_estate_operations -0.0188 -0.0023 0.0000 tilt_INDUSTRY
2025-08-05 2025-08-06 country_IN 0.0000 -0.0103 0.0000 tilt_COUNTRY
2025-08-05 2025-08-06 ind_industrial_distribution 0.0323 0.0089 0.0003 tilt_INDUSTRY
2025-08-05 2025-08-06 country_KR -0.1030 0.0029 -0.0003 tilt_COUNTRY
2025-08-05 2025-08-06 ind_electronic_equipment -0.0981 0.0001 -0.0000 tilt_INDUSTRY
2025-08-05 2025-08-06 ind_passenger_transportation 0.0507 0.0001 0.0000 tilt_INDUSTRY
2025-08-05 2025-08-06 ind_office_equipment -0.0176 -0.0023 0.0000 tilt_INDUSTRY
2025-08-05 2025-08-06 ind_coal -0.0491 0.0170 -0.0008 tilt_INDUSTRY
2025-08-05 2025-08-06 country_TW 0.0264 -0.0049 -0.0001 tilt_COUNTRY
2025-08-05 2025-08-06 ind_oil_gas 0.0464 0.0068 0.0003 tilt_INDUSTRY
2025-08-05 2025-08-06 ind_biotechnology -0.0121 -0.0055 0.0001 tilt_INDUSTRY
2025-08-05 2025-08-06 country_TH 0.0743 0.0130 0.0010 tilt_COUNTRY
2025-08-05 2025-08-06 ind_telecommunications_serices 0.1214 -0.0021 -0.0003 tilt_INDUSTRY
2025-08-05 2025-08-06 ind_water_utilities -0.0078 -0.0101 0.0001 tilt_INDUSTRY
2025-08-05 2025-08-06 ind_household_goods -0.0112 0.0028 -0.0000 tilt_INDUSTRY
2025-08-05 2025-08-06 country_JP -0.0372 0.0066 -0.0002 tilt_COUNTRY
2025-08-05 2025-08-06 linearCost NaN NaN -0.0001 cost
2025-08-05 2025-08-06 stability 4.4775 0.0002 0.0008 alpha_QUALITY
2025-08-05 2025-08-06 ind_chemicals -0.0044 0.0010 -0.0000 tilt_INDUSTRY
2025-08-05 2025-08-06 ind_paper_forestry -0.0027 0.0042 -0.0000 tilt_INDUSTRY
2025-08-05 2025-08-06 sdiscrepancy NaN NaN -0.0002 unexplained
2025-08-05 2025-08-06 ind_oil_gas_equipment_services -0.0159 0.0049 -0.0001 tilt_INDUSTRY
2025-08-05 2025-08-06 ind_healthcare_equipment_supplies -0.0860 -0.0041 0.0004 tilt_INDUSTRY
2025-08-05 2025-08-06 size_MICRO -0.0106 0.0002 -0.0000 tilt_SIZE
2025-08-05 2025-08-06 size_MID -0.1075 -0.0002 0.0000 tilt_SIZE
2025-08-05 2025-08-06 ind_holding_companies 0.0072 0.0071 0.0001 tilt_INDUSTRY
2025-08-05 2025-08-06 ind_beverages -0.0849 -0.0028 0.0002 tilt_INDUSTRY
2025-08-05 2025-08-06 ind_banking_services -0.0974 0.0002 -0.0000 tilt_INDUSTRY
2025-08-05 2025-08-06 ind_electric_utilities_ipps -0.0594 -0.0008 0.0000 tilt_INDUSTRY
2025-08-05 2025-08-06 revision 0.6593 0.0001 0.0001 alpha_REVISION
2025-08-05 2025-08-06 ind_communications_equipment 0.0141 -0.0021 -0.0000 tilt_INDUSTRY
2025-08-05 2025-08-06 sbeta_market 0.0091 0.0053 0.0000 risk_exposure
2025-08-05 2025-08-06 country_ID 0.0032 -0.0068 -0.0000 tilt_COUNTRY
2025-08-05 2025-08-06 value_liq 0.6377 -0.0004 -0.0002 alpha_VALUE
2025-08-05 2025-08-06 market -0.0031 -0.0013 0.0000 risk_exposure
2025-08-05 2025-08-06 ind_multiline_utilities -0.0131 -0.0061 0.0001 tilt_INDUSTRY
2025-08-05 2025-08-06 ind_pharmaceuticals -0.0528 -0.0102 0.0005 tilt_INDUSTRY
2025-08-05 2025-08-06 country_HK 0.1299 -0.0031 -0.0004 tilt_COUNTRY
2025-08-05 2025-08-06 ind_diversified_retail -0.0118 0.0024 -0.0000 tilt_INDUSTRY
2025-08-05 2025-08-06 ind_household_products_services -0.0141 -0.0010 0.0000 tilt_INDUSTRY
2025-08-05 2025-08-06 fmom 0.5060 0.0002 0.0001 alpha_QUALITY
2025-08-05 2025-08-06 country_SG 0.0590 0.0010 0.0001 tilt_COUNTRY
2025-08-05 2025-08-06 ind_commercial_services_supplies -0.0045 -0.0008 0.0000 tilt_INDUSTRY
2025-08-05 2025-08-06 ind_homebuilding_building_products -0.0337 0.0055 -0.0002 tilt_INDUSTRY
2025-08-05 2025-08-06 ind_natural_gas_utilities 0.0026 0.0031 0.0000 tilt_INDUSTRY
2025-08-05 2025-08-06 linkage 0.5700 -0.0010 -0.0006 alpha_MOMENTUM
2025-08-05 2025-08-06 ind_fintech -0.0007 -0.0042 0.0000 tilt_INDUSTRY
2025-08-05 2025-08-06 ind_computers_phones_household_electronics 0.0923 -0.0013 -0.0001 tilt_INDUSTRY
2025-08-05 2025-08-06 momentum -0.1278 0.0015 -0.0002 alpha_MOMENTUM
2025-08-05 2025-08-06 neglect 0.8703 0.0004 0.0003 alpha_VALUE
2025-08-05 2025-08-06 impactCost NaN NaN -0.0002 cost
2025-08-05 2025-08-06 ind_textiles_apparel -0.0219 0.0021 -0.0000 tilt_INDUSTRY
2025-08-05 2025-08-06 ind_transportation_infrastructure 0.0032 -0.0021 -0.0000 tilt_INDUSTRY
2025-08-05 2025-08-06 pdiscrepancy NaN NaN -0.0000 unexplained
2025-08-05 2025-08-06 quality 4.0506 -0.0012 -0.0050 alpha_QUALITY
2025-08-05 2025-08-06 ind_renewable_energy 0.0121 -0.0043 -0.0001 tilt_INDUSTRY
2025-08-05 2025-08-06 ind_hotels_entertainment -0.0692 -0.0046 0.0003 tilt_INDUSTRY
2025-08-05 2025-08-06 country_MY 0.0062 -0.0030 -0.0000 tilt_COUNTRY
2025-08-05 2025-08-06 country_NZ -0.0151 -0.0002 0.0000 tilt_COUNTRY
2025-08-05 2025-08-06 ind_integrated_hardware_software 0.0083 0.0064 0.0001 tilt_INDUSTRY
2025-08-05 2025-08-06 bcost NaN NaN -0.0003 cost
2025-08-05 2025-08-06 ind_machinery 0.1499 0.0050 0.0007 tilt_INDUSTRY
2025-08-05 2025-08-06 ind_specialty_reatil 0.0030 0.0009 0.0000 tilt_INDUSTRY
2025-08-05 2025-08-06 specret NaN NaN -0.0002 unexplained
2025-08-05 2025-08-06 country_XH 0.0511 -0.0054 -0.0003 tilt_COUNTRY
2025-08-05 2025-08-06 country_PH 0.0021 -0.0072 -0.0000 tilt_COUNTRY
2025-08-05 2025-08-06 ind_insurance 0.0224 0.0002 0.0000 tilt_INDUSTRY
2025-08-05 2025-08-06 ind_automobile -0.1014 0.0040 -0.0004 tilt_INDUSTRY
2025-08-05 2025-08-06 size_SMALL -0.0078 0.0008 -0.0000 tilt_SIZE
2025-08-05 2025-08-06 ind_food_drug_retail 0.0480 0.0004 0.0000 tilt_INDUSTRY
2025-08-05 2025-08-06 ind_construction_materials -0.0030 0.0017 -0.0000 tilt_INDUSTRY
2025-08-05 2025-08-06 ind_software_it_services 0.0636 -0.0001 -0.0000 tilt_INDUSTRY
2025-08-05 2025-08-06 ind_consumer_goods_conglomerates 0.0153 0.0017 0.0000 tilt_INDUSTRY
2025-08-05 2025-08-06 country_AU -0.1011 0.0068 -0.0007 tilt_COUNTRY
2025-08-05 2025-08-06 ind_food_tobacco 0.0970 -0.0008 -0.0001 tilt_INDUSTRY
2025-08-05 2025-08-06 ind_freight_logistics -0.0364 0.0003 -0.0000 tilt_INDUSTRY
2025-08-05 2025-08-06 ind_aerospace_defense -0.0031 0.0111 -0.0000 tilt_INDUSTRY
2025-08-05 2025-08-06 country_CN -0.0989 0.0001 -0.0000 tilt_COUNTRY
2025-08-05 2025-08-06 reversal 0.9838 -0.0014 -0.0014 alpha_REVERSAL
2025-08-05 2025-08-06 ind_construction_engineering 0.0804 0.0015 0.0001 tilt_INDUSTRY
2025-08-05 2025-08-06 ind_media_publishing 0.0265 -0.0059 -0.0002 tilt_INDUSTRY
2025-08-05 2025-08-06 value_gc 1.9416 -0.0004 -0.0008 alpha_VALUE
2025-08-05 2025-08-06 ind_leisure_products 0.0077 0.0000 0.0000 tilt_INDUSTRY
2025-08-05 2025-08-06 ind_semiconductors 0.0213 -0.0058 -0.0001 tilt_INDUSTRY
2025-08-05 2025-08-06 size_LARGE 0.1228 -0.0007 -0.0001 tilt_SIZE
2025-08-05 2025-08-06 ind_containers_packaging 0.0069 -0.0003 -0.0000 tilt_INDUSTRY
2025-08-05 2025-08-06 ind_investment_services 0.0797 -0.0011 -0.0001 tilt_INDUSTRY
2025-08-05 2025-08-06 fcost NaN NaN -0.0000 cost
2025-08-05 2025-08-06 ind_healthcare_providers_services 0.0257 -0.0011 -0.0000 tilt_INDUSTRY
2025-08-06 2025-08-07 ind_healthcare_providers_services 0.0245 0.0011 0.0000 tilt_INDUSTRY
2025-08-06 2025-08-07 ind_oil_gas 0.0409 -0.0004 -0.0000 tilt_INDUSTRY
2025-08-06 2025-08-07 quality 4.0236 0.0006 0.0025 alpha_QUALITY
2025-08-06 2025-08-07 ind_aerospace_defense -0.0023 -0.0069 0.0000 tilt_INDUSTRY
2025-08-06 2025-08-07 country_ID 0.0031 -0.0067 -0.0000 tilt_COUNTRY
2025-08-06 2025-08-07 momentum -0.1486 0.0002 -0.0000 alpha_MOMENTUM
2025-08-06 2025-08-07 country_SG 0.0583 0.0029 0.0002 tilt_COUNTRY
2025-08-06 2025-08-07 country_TH 0.0723 -0.0056 -0.0004 tilt_COUNTRY
2025-08-06 2025-08-07 linkage 0.5113 0.0010 0.0005 alpha_MOMENTUM
2025-08-06 2025-08-07 sbeta_market 0.0096 -0.0028 -0.0000 risk_exposure
2025-08-06 2025-08-07 ind_biotechnology -0.0116 -0.0264 0.0003 tilt_INDUSTRY
2025-08-06 2025-08-07 ind_insurance 0.0228 0.0017 0.0000 tilt_INDUSTRY
2025-08-06 2025-08-07 revision 0.5946 0.0001 0.0001 alpha_REVISION
2025-08-06 2025-08-07 market -0.0074 0.0045 -0.0000 risk_exposure
2025-08-06 2025-08-07 ind_water_utilities -0.0077 -0.0055 0.0000 tilt_INDUSTRY
2025-08-06 2025-08-07 ind_household_products_services -0.0142 0.0050 -0.0001 tilt_INDUSTRY
2025-08-06 2025-08-07 country_CN -0.1007 -0.0024 0.0002 tilt_COUNTRY
2025-08-06 2025-08-07 ind_passenger_transportation 0.0444 -0.0011 -0.0000 tilt_INDUSTRY
2025-08-06 2025-08-07 country_HK 0.1285 0.0102 0.0013 tilt_COUNTRY
2025-08-06 2025-08-07 country_NZ -0.0099 -0.0039 0.0000 tilt_COUNTRY
2025-08-06 2025-08-07 ind_diversified_retail -0.0137 0.0054 -0.0001 tilt_INDUSTRY
2025-08-06 2025-08-07 ind_construction_engineering 0.0796 0.0012 0.0001 tilt_INDUSTRY
2025-08-06 2025-08-07 ind_investment_services 0.0855 0.0015 0.0001 tilt_INDUSTRY
2025-08-06 2025-08-07 ind_containers_packaging 0.0068 0.0069 0.0000 tilt_INDUSTRY
2025-08-06 2025-08-07 ind_office_equipment -0.0176 -0.0054 0.0001 tilt_INDUSTRY
2025-08-06 2025-08-07 impactCost NaN NaN -0.0001 cost
2025-08-06 2025-08-07 ind_renewable_energy 0.0112 -0.0103 -0.0001 tilt_INDUSTRY
2025-08-06 2025-08-07 neglect 0.8851 -0.0003 -0.0002 alpha_VALUE
2025-08-06 2025-08-07 ind_coal -0.0485 0.0012 -0.0001 tilt_INDUSTRY
2025-08-06 2025-08-07 fmom 0.4654 -0.0002 -0.0001 alpha_QUALITY
2025-08-06 2025-08-07 value_gc 1.9959 0.0007 0.0013 alpha_VALUE
2025-08-06 2025-08-07 ind_multiline_utilities -0.0132 0.0025 -0.0000 tilt_INDUSTRY
2025-08-06 2025-08-07 ind_holding_companies 0.0071 -0.0051 -0.0000 tilt_INDUSTRY
2025-08-06 2025-08-07 size_MID -0.1074 -0.0003 0.0000 tilt_SIZE
2025-08-06 2025-08-07 country_TW 0.0255 0.0025 0.0001 tilt_COUNTRY
2025-08-06 2025-08-07 ind_food_drug_retail 0.0439 0.0010 0.0000 tilt_INDUSTRY
2025-08-06 2025-08-07 value_liq 0.6852 -0.0006 -0.0004 alpha_VALUE
2025-08-06 2025-08-07 country_PH 0.0021 -0.0030 -0.0000 tilt_COUNTRY
2025-08-06 2025-08-07 ind_pharmaceuticals -0.0501 -0.0103 0.0005 tilt_INDUSTRY
2025-08-06 2025-08-07 ind_machinery 0.1515 -0.0030 -0.0004 tilt_INDUSTRY
2025-08-06 2025-08-07 ind_semiconductors 0.0235 0.0056 0.0001 tilt_INDUSTRY
2025-08-06 2025-08-07 ind_telecommunications_serices 0.1208 -0.0003 -0.0000 tilt_INDUSTRY
2025-08-06 2025-08-07 bcost NaN NaN -0.0003 cost
2025-08-06 2025-08-07 ind_chemicals 0.0035 -0.0020 -0.0000 tilt_INDUSTRY
2025-08-06 2025-08-07 ind_hotels_entertainment -0.0694 0.0047 -0.0003 tilt_INDUSTRY
2025-08-06 2025-08-07 country_MY 0.0062 -0.0054 -0.0000 tilt_COUNTRY
2025-08-06 2025-08-07 ind_paper_forestry -0.0026 -0.0018 0.0000 tilt_INDUSTRY
2025-08-06 2025-08-07 ind_real_estate_operations -0.0213 0.0054 -0.0001 tilt_INDUSTRY
2025-08-06 2025-08-07 sdiscrepancy NaN NaN 0.0001 unexplained
2025-08-06 2025-08-07 pdiscrepancy NaN NaN 0.0000 unexplained
2025-08-06 2025-08-07 ind_leisure_products 0.0084 0.0033 0.0000 tilt_INDUSTRY
2025-08-06 2025-08-07 country_AU -0.1011 -0.0028 0.0003 tilt_COUNTRY
2025-08-06 2025-08-07 ind_industrial_distribution 0.0329 -0.0037 -0.0001 tilt_INDUSTRY
2025-08-06 2025-08-07 ind_freight_logistics -0.0361 0.0049 -0.0002 tilt_INDUSTRY
2025-08-06 2025-08-07 ind_software_it_services 0.0649 0.0016 0.0001 tilt_INDUSTRY
2025-08-06 2025-08-07 size_LARGE 0.1177 -0.0000 -0.0000 tilt_SIZE
2025-08-06 2025-08-07 ind_media_publishing 0.0213 -0.0008 -0.0000 tilt_INDUSTRY
2025-08-06 2025-08-07 fcost NaN NaN -0.0000 cost
2025-08-06 2025-08-07 ind_transportation_infrastructure 0.0045 0.0023 0.0000 tilt_INDUSTRY
2025-08-06 2025-08-07 ind_oil_gas_equipment_services -0.0158 -0.0003 0.0000 tilt_INDUSTRY
2025-08-06 2025-08-07 ind_computers_phones_household_electronics 0.0913 0.0020 0.0002 tilt_INDUSTRY
2025-08-06 2025-08-07 ind_natural_gas_utilities 0.0023 0.0003 0.0000 tilt_INDUSTRY
2025-08-06 2025-08-07 ind_healthcare_equipment_supplies -0.0867 0.0006 -0.0001 tilt_INDUSTRY
2025-08-06 2025-08-07 country_IN 0.0000 -0.0025 0.0000 tilt_COUNTRY
2025-08-06 2025-08-07 ind_food_tobacco 0.0947 0.0018 0.0002 tilt_INDUSTRY
2025-08-06 2025-08-07 country_KR -0.0986 0.0022 -0.0002 tilt_COUNTRY
2025-08-06 2025-08-07 ind_uranium -0.0026 0.0312 -0.0001 tilt_INDUSTRY
2025-08-06 2025-08-07 ind_metals_mining -0.1103 0.0036 -0.0004 tilt_INDUSTRY
2025-08-06 2025-08-07 ind_specialty_reatil 0.0034 -0.0007 -0.0000 tilt_INDUSTRY
2025-08-06 2025-08-07 specret NaN NaN -0.0003 unexplained
2025-08-06 2025-08-07 reversal 1.0755 0.0004 0.0004 alpha_REVERSAL
2025-08-06 2025-08-07 ind_communications_equipment 0.0164 0.0009 0.0000 tilt_INDUSTRY
2025-08-06 2025-08-07 ind_commercial_services_supplies -0.0064 -0.0029 0.0000 tilt_INDUSTRY
2025-08-06 2025-08-07 ind_integrated_hardware_software 0.0087 -0.0041 -0.0000 tilt_INDUSTRY
2025-08-06 2025-08-07 ind_household_goods -0.0114 -0.0037 0.0000 tilt_INDUSTRY
2025-08-06 2025-08-07 ind_construction_materials -0.0027 0.0011 -0.0000 tilt_INDUSTRY
2025-08-06 2025-08-07 size_MICRO -0.0098 0.0005 -0.0000 tilt_SIZE
2025-08-06 2025-08-07 country_XH 0.0488 0.0053 0.0003 tilt_COUNTRY
2025-08-06 2025-08-07 ind_electric_utilities_ipps -0.0598 0.0019 -0.0001 tilt_INDUSTRY
2025-08-06 2025-08-07 ind_homebuilding_building_products -0.0336 -0.0019 0.0001 tilt_INDUSTRY
2025-08-06 2025-08-07 ind_textiles_apparel -0.0227 -0.0007 0.0000 tilt_INDUSTRY
2025-08-06 2025-08-07 country_JP -0.0418 0.0044 -0.0002 tilt_COUNTRY
2025-08-06 2025-08-07 ind_beverages -0.0838 0.0021 -0.0002 tilt_INDUSTRY
2025-08-06 2025-08-07 linearCost NaN NaN -0.0001 cost
2025-08-06 2025-08-07 ind_electronic_equipment -0.0987 -0.0013 0.0001 tilt_INDUSTRY
2025-08-06 2025-08-07 ind_consumer_goods_conglomerates 0.0146 0.0016 0.0000 tilt_INDUSTRY
2025-08-06 2025-08-07 size_SMALL -0.0079 0.0003 -0.0000 tilt_SIZE
2025-08-06 2025-08-07 ind_automobile -0.0978 -0.0041 0.0004 tilt_INDUSTRY
2025-08-06 2025-08-07 ind_fintech -0.0008 0.0017 -0.0000 tilt_INDUSTRY
2025-08-06 2025-08-07 stability 4.4719 -0.0005 -0.0024 alpha_QUALITY
2025-08-06 2025-08-07 ind_banking_services -0.0955 0.0030 -0.0003 tilt_INDUSTRY
2025-08-07 2025-08-08 ind_beverages -0.0821 -0.0004 0.0000 tilt_INDUSTRY
2025-08-07 2025-08-08 neglect 0.8861 -0.0003 -0.0003 alpha_VALUE
2025-08-07 2025-08-08 size_MID -0.1006 -0.0005 0.0001 tilt_SIZE
2025-08-07 2025-08-08 ind_hotels_entertainment -0.0693 -0.0051 0.0004 tilt_INDUSTRY
2025-08-07 2025-08-08 ind_transportation_infrastructure 0.0056 0.0021 0.0000 tilt_INDUSTRY
2025-08-07 2025-08-08 ind_construction_materials -0.0024 0.0059 -0.0000 tilt_INDUSTRY
2025-08-07 2025-08-08 ind_computers_phones_household_electronics 0.0901 -0.0033 -0.0003 tilt_INDUSTRY
2025-08-07 2025-08-08 ind_biotechnology -0.0116 -0.0013 0.0000 tilt_INDUSTRY
2025-08-07 2025-08-08 ind_water_utilities -0.0077 0.0025 -0.0000 tilt_INDUSTRY
2025-08-07 2025-08-08 ind_textiles_apparel -0.0228 0.0003 -0.0000 tilt_INDUSTRY
2025-08-07 2025-08-08 linearCost NaN NaN -0.0001 cost
2025-08-07 2025-08-08 ind_consumer_goods_conglomerates 0.0150 -0.0057 -0.0001 tilt_INDUSTRY
2025-08-07 2025-08-08 specret NaN NaN -0.0021 unexplained
2025-08-07 2025-08-08 ind_chemicals 0.0041 0.0039 0.0000 tilt_INDUSTRY
2025-08-07 2025-08-08 stability 4.4680 0.0002 0.0010 alpha_QUALITY
2025-08-07 2025-08-08 country_JP -0.0480 0.0092 -0.0004 tilt_COUNTRY
2025-08-07 2025-08-08 ind_paper_forestry -0.0022 0.0087 -0.0000 tilt_INDUSTRY
2025-08-07 2025-08-08 pdiscrepancy NaN NaN 0.0000 unexplained
2025-08-07 2025-08-08 ind_software_it_services 0.0704 -0.0114 -0.0008 tilt_INDUSTRY
2025-08-07 2025-08-08 fcost NaN NaN -0.0000 cost
2025-08-07 2025-08-08 ind_oil_gas_equipment_services -0.0158 0.0069 -0.0001 tilt_INDUSTRY
2025-08-07 2025-08-08 ind_healthcare_equipment_supplies -0.0875 -0.0010 0.0001 tilt_INDUSTRY
2025-08-07 2025-08-08 country_KR -0.0989 -0.0058 0.0006 tilt_COUNTRY
2025-08-07 2025-08-08 sdiscrepancy NaN NaN 0.0002 unexplained
2025-08-07 2025-08-08 size_MICRO -0.0094 0.0049 -0.0000 tilt_SIZE
2025-08-07 2025-08-08 ind_household_goods -0.0117 0.0050 -0.0001 tilt_INDUSTRY
2025-08-07 2025-08-08 ind_integrated_hardware_software 0.0089 -0.0029 -0.0000 tilt_INDUSTRY
2025-08-07 2025-08-08 ind_passenger_transportation 0.0379 0.0001 0.0000 tilt_INDUSTRY
2025-08-07 2025-08-08 country_NZ -0.0058 -0.0106 0.0001 tilt_COUNTRY
2025-08-07 2025-08-08 ind_investment_services 0.0906 -0.0018 -0.0002 tilt_INDUSTRY
2025-08-07 2025-08-08 ind_office_equipment -0.0176 0.0046 -0.0001 tilt_INDUSTRY
2025-08-07 2025-08-08 ind_coal -0.0476 0.0006 -0.0000 tilt_INDUSTRY
2025-08-07 2025-08-08 ind_food_drug_retail 0.0386 -0.0060 -0.0002 tilt_INDUSTRY
2025-08-07 2025-08-08 ind_holding_companies 0.0070 -0.0006 -0.0000 tilt_INDUSTRY
2025-08-07 2025-08-08 country_TW 0.0260 0.0034 0.0001 tilt_COUNTRY
2025-08-07 2025-08-08 impactCost NaN NaN -0.0001 cost
2025-08-07 2025-08-08 ind_oil_gas 0.0353 0.0023 0.0001 tilt_INDUSTRY
2025-08-07 2025-08-08 ind_insurance 0.0233 -0.0053 -0.0001 tilt_INDUSTRY
2025-08-07 2025-08-08 ind_aerospace_defense -0.0029 -0.0072 0.0000 tilt_INDUSTRY
2025-08-07 2025-08-08 country_TH 0.0708 -0.0103 -0.0007 tilt_COUNTRY
2025-08-07 2025-08-08 ind_freight_logistics -0.0350 0.0034 -0.0001 tilt_INDUSTRY
2025-08-07 2025-08-08 ind_telecommunications_serices 0.1210 0.0017 0.0002 tilt_INDUSTRY
2025-08-07 2025-08-08 ind_semiconductors 0.0248 -0.0046 -0.0001 tilt_INDUSTRY
2025-08-07 2025-08-08 linkage 0.4515 -0.0004 -0.0002 alpha_MOMENTUM
2025-08-07 2025-08-08 ind_industrial_distribution 0.0329 0.0055 0.0002 tilt_INDUSTRY
2025-08-07 2025-08-08 quality 4.0003 0.0007 0.0028 alpha_QUALITY
2025-08-07 2025-08-08 country_HK 0.1281 -0.0008 -0.0001 tilt_COUNTRY
2025-08-07 2025-08-08 ind_diversified_retail -0.0155 -0.0035 0.0001 tilt_INDUSTRY
2025-08-07 2025-08-08 ind_renewable_energy 0.0112 0.0134 0.0002 tilt_INDUSTRY
2025-08-07 2025-08-08 ind_containers_packaging 0.0067 -0.0003 -0.0000 tilt_INDUSTRY
2025-08-07 2025-08-08 ind_pharmaceuticals -0.0479 0.0010 -0.0000 tilt_INDUSTRY
2025-08-07 2025-08-08 ind_multiline_utilities -0.0132 0.0002 -0.0000 tilt_INDUSTRY
2025-08-07 2025-08-08 ind_machinery 0.1512 0.0020 0.0003 tilt_INDUSTRY
2025-08-07 2025-08-08 value_liq 0.6808 0.0013 0.0009 alpha_VALUE
2025-08-07 2025-08-08 country_PH 0.0021 -0.0065 -0.0000 tilt_COUNTRY
2025-08-07 2025-08-08 market 0.0012 0.0075 0.0000 risk_exposure
2025-08-07 2025-08-08 momentum -0.1637 -0.0015 0.0002 alpha_MOMENTUM
2025-08-07 2025-08-08 country_ID 0.0031 -0.0080 -0.0000 tilt_COUNTRY
2025-08-07 2025-08-08 sbeta_market 0.0248 -0.0097 -0.0002 risk_exposure
2025-08-07 2025-08-08 ind_media_publishing 0.0207 -0.0012 -0.0000 tilt_INDUSTRY
2025-08-07 2025-08-08 country_IN 0.0000 -0.0149 0.0000 tilt_COUNTRY
2025-08-07 2025-08-08 size_LARGE 0.1140 0.0001 0.0000 tilt_SIZE
2025-08-07 2025-08-08 ind_communications_equipment 0.0170 0.0046 0.0001 tilt_INDUSTRY
2025-08-07 2025-08-08 revision 0.6156 0.0013 0.0008 alpha_REVISION
2025-08-07 2025-08-08 country_XH 0.0511 0.0035 0.0002 tilt_COUNTRY
2025-08-07 2025-08-08 ind_electric_utilities_ipps -0.0602 0.0043 -0.0003 tilt_INDUSTRY
2025-08-07 2025-08-08 ind_banking_services -0.0855 -0.0030 0.0003 tilt_INDUSTRY
2025-08-07 2025-08-08 country_AU -0.1019 -0.0045 0.0005 tilt_COUNTRY
2025-08-07 2025-08-08 ind_electronic_equipment -0.0980 -0.0002 0.0000 tilt_INDUSTRY
2025-08-07 2025-08-08 size_SMALL -0.0027 0.0002 -0.0000 tilt_SIZE
2025-08-07 2025-08-08 ind_automobile -0.0955 0.0045 -0.0004 tilt_INDUSTRY
2025-08-07 2025-08-08 ind_fintech -0.0009 -0.0031 0.0000 tilt_INDUSTRY
2025-08-07 2025-08-08 ind_metals_mining -0.1106 0.0128 -0.0014 tilt_INDUSTRY
2025-08-07 2025-08-08 ind_specialty_reatil 0.0035 0.0012 0.0000 tilt_INDUSTRY
2025-08-07 2025-08-08 country_MY 0.0066 -0.0015 -0.0000 tilt_COUNTRY
2025-08-07 2025-08-08 ind_real_estate_operations -0.0233 0.0013 -0.0000 tilt_INDUSTRY
2025-08-07 2025-08-08 reversal 1.0723 0.0002 0.0002 alpha_REVERSAL
2025-08-07 2025-08-08 ind_construction_engineering 0.0786 0.0061 0.0005 tilt_INDUSTRY
2025-08-07 2025-08-08 ind_uranium -0.0025 0.0110 -0.0000 tilt_INDUSTRY
2025-08-07 2025-08-08 fmom 0.4493 0.0001 0.0000 alpha_QUALITY
2025-08-07 2025-08-08 ind_homebuilding_building_products -0.0336 0.0055 -0.0002 tilt_INDUSTRY
2025-08-07 2025-08-08 ind_food_tobacco 0.0946 0.0001 0.0000 tilt_INDUSTRY
2025-08-07 2025-08-08 bcost NaN NaN -0.0003 cost
2025-08-07 2025-08-08 ind_leisure_products 0.0093 -0.0097 -0.0001 tilt_INDUSTRY
2025-08-07 2025-08-08 ind_natural_gas_utilities 0.0023 0.0042 0.0000 tilt_INDUSTRY
2025-08-07 2025-08-08 value_gc 1.9970 0.0004 0.0007 alpha_VALUE
2025-08-07 2025-08-08 ind_household_products_services -0.0155 -0.0056 0.0001 tilt_INDUSTRY
2025-08-07 2025-08-08 country_CN -0.0890 0.0003 -0.0000 tilt_COUNTRY
2025-08-07 2025-08-08 ind_healthcare_providers_services 0.0243 -0.0004 -0.0000 tilt_INDUSTRY
2025-08-07 2025-08-08 ind_commercial_services_supplies -0.0049 0.0013 -0.0000 tilt_INDUSTRY
2025-08-07 2025-08-08 country_SG 0.0569 -0.0049 -0.0003 tilt_COUNTRY
2025-08-08 2025-08-11 ind_communications_equipment 0.0176 -0.0031 -0.0001 tilt_INDUSTRY
2025-08-08 2025-08-11 reversal 0.8038 0.0000 0.0000 alpha_REVERSAL
2025-08-08 2025-08-11 size_SMALL -0.0023 -0.0006 0.0000 tilt_SIZE
2025-08-08 2025-08-11 ind_homebuilding_building_products -0.0337 0.0030 -0.0001 tilt_INDUSTRY
2025-08-08 2025-08-11 ind_telecommunications_serices 0.1212 0.0034 0.0004 tilt_INDUSTRY
2025-08-08 2025-08-11 ind_software_it_services 0.0736 -0.0008 -0.0001 tilt_INDUSTRY
2025-08-08 2025-08-11 ind_beverages -0.0813 0.0063 -0.0005 tilt_INDUSTRY
2025-08-08 2025-08-11 country_JP -0.0521 -0.0015 0.0001 tilt_COUNTRY
2025-08-08 2025-08-11 size_MICRO -0.0100 0.0000 -0.0000 tilt_SIZE
2025-08-08 2025-08-11 ind_banking_services -0.0734 0.0003 -0.0000 tilt_INDUSTRY
2025-08-08 2025-08-11 ind_household_goods -0.0123 0.0007 -0.0000 tilt_INDUSTRY
2025-08-08 2025-08-11 value_gc 2.0010 -0.0011 -0.0021 alpha_VALUE
2025-08-08 2025-08-11 ind_integrated_hardware_software 0.0090 0.0014 0.0000 tilt_INDUSTRY
2025-08-08 2025-08-11 country_MY 0.0077 0.0073 0.0001 tilt_COUNTRY
2025-08-08 2025-08-11 country_SG 0.0560 -0.0015 -0.0001 tilt_COUNTRY
2025-08-08 2025-08-11 ind_hotels_entertainment -0.0689 -0.0021 0.0001 tilt_INDUSTRY
2025-08-08 2025-08-11 revision 0.6135 0.0000 0.0000 alpha_REVISION
2025-08-08 2025-08-11 country_XH 0.0562 -0.0088 -0.0005 tilt_COUNTRY
2025-08-08 2025-08-11 ind_industrial_distribution 0.0330 0.0017 0.0001 tilt_INDUSTRY
2025-08-08 2025-08-11 ind_water_utilities -0.0077 0.0001 -0.0000 tilt_INDUSTRY
2025-08-08 2025-08-11 size_LARGE 0.1167 0.0013 0.0001 tilt_SIZE
2025-08-08 2025-08-11 pdiscrepancy NaN NaN -0.0000 unexplained
2025-08-08 2025-08-11 ind_real_estate_operations -0.0248 0.0017 -0.0000 tilt_INDUSTRY
2025-08-08 2025-08-11 sdiscrepancy NaN NaN 0.0001 unexplained
2025-08-08 2025-08-11 ind_natural_gas_utilities 0.0022 0.0017 0.0000 tilt_INDUSTRY
2025-08-08 2025-08-11 country_AU -0.1015 0.0060 -0.0006 tilt_COUNTRY
2025-08-08 2025-08-11 ind_automobile -0.0952 -0.0005 0.0000 tilt_INDUSTRY
2025-08-08 2025-08-11 stability 4.4617 -0.0001 -0.0006 alpha_QUALITY
2025-08-08 2025-08-11 ind_computers_phones_household_electronics 0.0888 -0.0028 -0.0003 tilt_INDUSTRY
2025-08-08 2025-08-11 ind_paper_forestry -0.0019 -0.0031 0.0000 tilt_INDUSTRY
2025-08-08 2025-08-11 specret NaN NaN -0.0038 unexplained
2025-08-08 2025-08-11 ind_specialty_reatil 0.0036 -0.0000 -0.0000 tilt_INDUSTRY
2025-08-08 2025-08-11 ind_transportation_infrastructure 0.0056 0.0016 0.0000 tilt_INDUSTRY
2025-08-08 2025-08-11 ind_chemicals 0.0022 0.0026 0.0000 tilt_INDUSTRY
2025-08-08 2025-08-11 ind_metals_mining -0.1091 -0.0044 0.0005 tilt_INDUSTRY
2025-08-08 2025-08-11 ind_fintech -0.0009 0.0077 -0.0000 tilt_INDUSTRY
2025-08-08 2025-08-11 bcost NaN NaN -0.0009 cost
2025-08-08 2025-08-11 ind_healthcare_providers_services 0.0244 0.0026 0.0001 tilt_INDUSTRY
2025-08-08 2025-08-11 ind_consumer_goods_conglomerates 0.0157 -0.0049 -0.0001 tilt_INDUSTRY
2025-08-08 2025-08-11 ind_leisure_products 0.0092 -0.0033 -0.0000 tilt_INDUSTRY
2025-08-08 2025-08-11 ind_electronic_equipment -0.0984 0.0061 -0.0006 tilt_INDUSTRY
2025-08-08 2025-08-11 linearCost NaN NaN -0.0001 cost
2025-08-08 2025-08-11 ind_textiles_apparel -0.0233 -0.0045 0.0001 tilt_INDUSTRY
2025-08-08 2025-08-11 ind_construction_materials -0.0023 0.0083 -0.0000 tilt_INDUSTRY
2025-08-08 2025-08-11 country_TH 0.0708 0.0027 0.0002 tilt_COUNTRY
2025-08-08 2025-08-11 ind_freight_logistics -0.0344 -0.0071 0.0002 tilt_INDUSTRY
2025-08-08 2025-08-11 ind_holding_companies 0.0070 0.0005 0.0000 tilt_INDUSTRY
2025-08-08 2025-08-11 fmom 0.4400 -0.0011 -0.0005 alpha_QUALITY
2025-08-08 2025-08-11 ind_multiline_utilities -0.0131 0.0027 -0.0000 tilt_INDUSTRY
2025-08-08 2025-08-11 ind_food_drug_retail 0.0359 0.0060 0.0002 tilt_INDUSTRY
2025-08-08 2025-08-11 ind_electric_utilities_ipps -0.0601 -0.0005 0.0000 tilt_INDUSTRY
2025-08-08 2025-08-11 country_IN 0.0000 0.0104 0.0000 tilt_COUNTRY
2025-08-08 2025-08-11 ind_pharmaceuticals -0.0472 0.0042 -0.0002 tilt_INDUSTRY
2025-08-08 2025-08-11 neglect 0.8726 -0.0005 -0.0004 alpha_VALUE
2025-08-08 2025-08-11 ind_coal -0.0473 -0.0031 0.0001 tilt_INDUSTRY
2025-08-08 2025-08-11 ind_office_equipment -0.0177 -0.0030 0.0001 tilt_INDUSTRY
2025-08-08 2025-08-11 ind_containers_packaging 0.0068 0.0033 0.0000 tilt_INDUSTRY
2025-08-08 2025-08-11 ind_household_products_services -0.0165 0.0014 -0.0000 tilt_INDUSTRY
2025-08-08 2025-08-11 ind_renewable_energy 0.0114 0.0087 0.0001 tilt_INDUSTRY
2025-08-08 2025-08-11 ind_investment_services 0.0916 -0.0014 -0.0001 tilt_INDUSTRY
2025-08-08 2025-08-11 ind_diversified_retail -0.0207 -0.0062 0.0001 tilt_INDUSTRY
2025-08-08 2025-08-11 ind_semiconductors 0.0244 -0.0006 -0.0000 tilt_INDUSTRY
2025-08-08 2025-08-11 country_NZ -0.0050 0.0124 -0.0001 tilt_COUNTRY
2025-08-08 2025-08-11 country_KR -0.1004 -0.0016 0.0002 tilt_COUNTRY
2025-08-08 2025-08-11 country_CN -0.0840 -0.0004 0.0000 tilt_COUNTRY
2025-08-08 2025-08-11 ind_construction_engineering 0.0772 0.0021 0.0002 tilt_INDUSTRY
2025-08-08 2025-08-11 ind_passenger_transportation 0.0343 0.0028 0.0001 tilt_INDUSTRY
2025-08-08 2025-08-11 ind_healthcare_equipment_supplies -0.0886 0.0034 -0.0003 tilt_INDUSTRY
2025-08-08 2025-08-11 sbeta_market 0.0322 0.0149 0.0005 risk_exposure
2025-08-08 2025-08-11 country_TW 0.0250 -0.0018 -0.0000 tilt_COUNTRY
2025-08-08 2025-08-11 ind_machinery 0.1500 -0.0024 -0.0004 tilt_INDUSTRY
2025-08-08 2025-08-11 country_HK 0.1268 -0.0018 -0.0002 tilt_COUNTRY
2025-08-08 2025-08-11 ind_commercial_services_supplies -0.0050 0.0017 -0.0000 tilt_INDUSTRY
2025-08-08 2025-08-11 ind_media_publishing 0.0200 0.0025 0.0001 tilt_INDUSTRY
2025-08-08 2025-08-11 fcost NaN NaN -0.0001 cost
2025-08-08 2025-08-11 quality 3.9660 0.0003 0.0013 alpha_QUALITY
2025-08-08 2025-08-11 linkage 0.4628 -0.0009 -0.0004 alpha_MOMENTUM
2025-08-08 2025-08-11 country_ID 0.0031 0.0162 0.0001 tilt_COUNTRY
2025-08-08 2025-08-11 ind_biotechnology -0.0113 -0.0032 0.0000 tilt_INDUSTRY
2025-08-08 2025-08-11 value_liq 0.6731 0.0007 0.0005 alpha_VALUE
2025-08-08 2025-08-11 ind_aerospace_defense -0.0032 -0.0024 0.0000 tilt_INDUSTRY
2025-08-08 2025-08-11 ind_oil_gas_equipment_services -0.0157 -0.0058 0.0001 tilt_INDUSTRY
2025-08-08 2025-08-11 momentum -0.1607 -0.0003 0.0001 alpha_MOMENTUM
2025-08-08 2025-08-11 ind_oil_gas 0.0332 -0.0022 -0.0001 tilt_INDUSTRY
2025-08-08 2025-08-11 ind_food_tobacco 0.0940 -0.0001 -0.0000 tilt_INDUSTRY
2025-08-08 2025-08-11 ind_uranium -0.0024 -0.0056 0.0000 tilt_INDUSTRY
2025-08-08 2025-08-11 impactCost NaN NaN -0.0001 cost
2025-08-08 2025-08-11 market 0.0046 -0.0102 -0.0000 risk_exposure
2025-08-08 2025-08-11 size_MID -0.0998 -0.0004 0.0000 tilt_SIZE
2025-08-08 2025-08-11 country_PH 0.0021 -0.0117 -0.0000 tilt_COUNTRY
2025-08-08 2025-08-11 ind_insurance 0.0297 -0.0082 -0.0002 tilt_INDUSTRY
2025-08-11 2025-08-12 pdiscrepancy NaN NaN 0.0000 unexplained
2025-08-11 2025-08-12 ind_food_tobacco 0.0928 -0.0033 -0.0003 tilt_INDUSTRY
2025-08-11 2025-08-12 ind_healthcare_equipment_supplies -0.0885 0.0018 -0.0002 tilt_INDUSTRY
2025-08-11 2025-08-12 country_KR -0.1008 -0.0071 0.0007 tilt_COUNTRY
2025-08-11 2025-08-12 fcost NaN NaN -0.0000 cost
2025-08-11 2025-08-12 linkage 0.4971 -0.0002 -0.0001 alpha_MOMENTUM
2025-08-11 2025-08-12 linearCost NaN NaN -0.0001 cost
2025-08-11 2025-08-12 ind_transportation_infrastructure 0.0043 -0.0005 -0.0000 tilt_INDUSTRY
2025-08-11 2025-08-12 country_SG 0.0559 -0.0073 -0.0004 tilt_COUNTRY
2025-08-11 2025-08-12 neglect 0.8809 -0.0002 -0.0002 alpha_VALUE
2025-08-11 2025-08-12 ind_water_utilities -0.0077 0.0002 -0.0000 tilt_INDUSTRY
2025-08-11 2025-08-12 country_NZ -0.0075 -0.0163 0.0001 tilt_COUNTRY
2025-08-11 2025-08-12 ind_food_drug_retail 0.0355 -0.0033 -0.0001 tilt_INDUSTRY
2025-08-11 2025-08-12 country_TW 0.0226 -0.0028 -0.0001 tilt_COUNTRY
2025-08-11 2025-08-12 market -0.0027 0.0005 -0.0000 risk_exposure
2025-08-11 2025-08-12 revision 0.5893 0.0010 0.0006 alpha_REVISION
2025-08-11 2025-08-12 ind_uranium -0.0024 -0.0212 0.0001 tilt_INDUSTRY
2025-08-11 2025-08-12 country_PH 0.0021 0.0015 0.0000 tilt_COUNTRY
2025-08-11 2025-08-12 country_MY 0.0088 -0.0005 -0.0000 tilt_COUNTRY
2025-08-11 2025-08-12 ind_freight_logistics -0.0347 -0.0025 0.0001 tilt_INDUSTRY
2025-08-11 2025-08-12 quality 3.9529 0.0000 0.0000 alpha_QUALITY
2025-08-11 2025-08-12 sbeta_market 0.0210 0.0017 0.0000 risk_exposure
2025-08-11 2025-08-12 reversal 1.0123 0.0004 0.0004 alpha_REVERSAL
2025-08-11 2025-08-12 country_TH 0.0708 -0.0023 -0.0002 tilt_COUNTRY
2025-08-11 2025-08-12 country_JP -0.0549 0.0063 -0.0003 tilt_COUNTRY
2025-08-11 2025-08-12 country_XH 0.0651 -0.0003 -0.0000 tilt_COUNTRY
2025-08-11 2025-08-12 ind_textiles_apparel -0.0236 0.0018 -0.0000 tilt_INDUSTRY
2025-08-11 2025-08-12 momentum -0.1530 0.0002 -0.0000 alpha_MOMENTUM
2025-08-11 2025-08-12 bcost NaN NaN -0.0003 cost
2025-08-11 2025-08-12 ind_household_goods -0.0129 0.0047 -0.0001 tilt_INDUSTRY
2025-08-11 2025-08-12 size_MICRO -0.0100 -0.0011 0.0000 tilt_SIZE
2025-08-11 2025-08-12 value_gc 2.0261 0.0010 0.0020 alpha_VALUE
2025-08-11 2025-08-12 ind_renewable_energy 0.0115 -0.0113 -0.0001 tilt_INDUSTRY
2025-08-11 2025-08-12 size_SMALL -0.0045 -0.0016 0.0000 tilt_SIZE
2025-08-11 2025-08-12 ind_media_publishing 0.0173 -0.0040 -0.0001 tilt_INDUSTRY
2025-08-11 2025-08-12 ind_automobile -0.0932 0.0010 -0.0001 tilt_INDUSTRY
2025-08-11 2025-08-12 ind_computers_phones_household_electronics 0.0866 0.0013 0.0001 tilt_INDUSTRY
2025-08-11 2025-08-12 country_IN 0.0000 -0.0022 0.0000 tilt_COUNTRY
2025-08-11 2025-08-12 size_LARGE 0.1138 0.0028 0.0003 tilt_SIZE
2025-08-11 2025-08-12 ind_electronic_equipment -0.0998 0.0002 -0.0000 tilt_INDUSTRY
2025-08-11 2025-08-12 ind_communications_equipment 0.0174 0.0042 0.0001 tilt_INDUSTRY
2025-08-11 2025-08-12 ind_multiline_utilities -0.0131 0.0013 -0.0000 tilt_INDUSTRY
2025-08-11 2025-08-12 ind_household_products_services -0.0164 -0.0069 0.0001 tilt_INDUSTRY
2025-08-11 2025-08-12 stability 4.4893 0.0004 0.0017 alpha_QUALITY
2025-08-11 2025-08-12 ind_commercial_services_supplies -0.0078 -0.0041 0.0000 tilt_INDUSTRY
2025-08-11 2025-08-12 ind_homebuilding_building_products -0.0336 0.0014 -0.0000 tilt_INDUSTRY
2025-08-11 2025-08-12 ind_natural_gas_utilities 0.0023 0.0047 0.0000 tilt_INDUSTRY
2025-08-11 2025-08-12 ind_real_estate_operations -0.0249 -0.0007 0.0000 tilt_INDUSTRY
2025-08-11 2025-08-12 ind_machinery 0.1462 -0.0035 -0.0005 tilt_INDUSTRY
2025-08-11 2025-08-12 ind_construction_engineering 0.0780 -0.0002 -0.0000 tilt_INDUSTRY
2025-08-11 2025-08-12 country_CN -0.0951 -0.0006 0.0001 tilt_COUNTRY
2025-08-11 2025-08-12 ind_semiconductors 0.0213 0.0072 0.0002 tilt_INDUSTRY
2025-08-11 2025-08-12 ind_electric_utilities_ipps -0.0596 0.0005 -0.0000 tilt_INDUSTRY
2025-08-11 2025-08-12 ind_specialty_reatil 0.0026 0.0024 0.0000 tilt_INDUSTRY
2025-08-11 2025-08-12 impactCost NaN NaN -0.0001 cost
2025-08-11 2025-08-12 ind_containers_packaging 0.0068 -0.0070 -0.0000 tilt_INDUSTRY
2025-08-11 2025-08-12 ind_insurance 0.0456 0.0082 0.0004 tilt_INDUSTRY
2025-08-11 2025-08-12 specret NaN NaN -0.0042 unexplained
2025-08-11 2025-08-12 ind_software_it_services 0.0676 -0.0027 -0.0002 tilt_INDUSTRY
2025-08-11 2025-08-12 ind_healthcare_providers_services 0.0247 -0.0008 -0.0000 tilt_INDUSTRY
2025-08-11 2025-08-12 ind_fintech -0.0010 0.0098 -0.0000 tilt_INDUSTRY
2025-08-11 2025-08-12 ind_consumer_goods_conglomerates 0.0150 0.0018 0.0000 tilt_INDUSTRY
2025-08-11 2025-08-12 country_AU -0.0998 0.0012 -0.0001 tilt_COUNTRY
2025-08-11 2025-08-12 ind_aerospace_defense -0.0035 -0.0169 0.0001 tilt_INDUSTRY
2025-08-11 2025-08-12 ind_investment_services 0.0864 0.0027 0.0002 tilt_INDUSTRY
2025-08-11 2025-08-12 ind_hotels_entertainment -0.0690 0.0017 -0.0001 tilt_INDUSTRY
2025-08-11 2025-08-12 ind_construction_materials -0.0023 -0.0047 0.0000 tilt_INDUSTRY
2025-08-11 2025-08-12 ind_leisure_products 0.0089 0.0017 0.0000 tilt_INDUSTRY
2025-08-11 2025-08-12 ind_industrial_distribution 0.0330 0.0024 0.0001 tilt_INDUSTRY
2025-08-11 2025-08-12 ind_diversified_retail -0.0248 -0.0008 0.0000 tilt_INDUSTRY
2025-08-11 2025-08-12 ind_integrated_hardware_software 0.0089 0.0007 0.0000 tilt_INDUSTRY
2025-08-11 2025-08-12 ind_banking_services -0.0578 0.0031 -0.0002 tilt_INDUSTRY
2025-08-11 2025-08-12 ind_metals_mining -0.1077 -0.0039 0.0004 tilt_INDUSTRY
2025-08-11 2025-08-12 value_liq 0.6898 0.0001 0.0000 alpha_VALUE
2025-08-11 2025-08-12 ind_oil_gas 0.0339 0.0036 0.0001 tilt_INDUSTRY
2025-08-11 2025-08-12 ind_coal -0.0479 0.0105 -0.0005 tilt_INDUSTRY
2025-08-11 2025-08-12 ind_passenger_transportation 0.0341 -0.0006 -0.0000 tilt_INDUSTRY
2025-08-11 2025-08-12 country_HK 0.1269 0.0012 0.0002 tilt_COUNTRY
2025-08-11 2025-08-12 ind_holding_companies 0.0070 0.0009 0.0000 tilt_INDUSTRY
2025-08-11 2025-08-12 ind_oil_gas_equipment_services -0.0156 0.0064 -0.0001 tilt_INDUSTRY
2025-08-11 2025-08-12 ind_office_equipment -0.0177 0.0073 -0.0001 tilt_INDUSTRY
2025-08-11 2025-08-12 ind_pharmaceuticals -0.0430 -0.0040 0.0002 tilt_INDUSTRY
2025-08-11 2025-08-12 ind_chemicals -0.0091 -0.0008 0.0000 tilt_INDUSTRY
2025-08-11 2025-08-12 country_ID 0.0033 0.0150 0.0000 tilt_COUNTRY
2025-08-11 2025-08-12 size_MID -0.1020 -0.0004 0.0000 tilt_SIZE
2025-08-11 2025-08-12 ind_beverages -0.0811 -0.0028 0.0002 tilt_INDUSTRY
2025-08-11 2025-08-12 ind_telecommunications_serices 0.1212 0.0047 0.0006 tilt_INDUSTRY
2025-08-11 2025-08-12 sdiscrepancy NaN NaN 0.0000 unexplained
2025-08-11 2025-08-12 fmom 0.4450 0.0003 0.0001 alpha_QUALITY
2025-08-11 2025-08-12 ind_paper_forestry -0.0012 0.0004 -0.0000 tilt_INDUSTRY
2025-08-11 2025-08-12 ind_biotechnology -0.0108 -0.0077 0.0001 tilt_INDUSTRY
2025-08-12 2025-08-13 ind_construction_materials -0.0020 -0.0055 0.0000 tilt_INDUSTRY
2025-08-12 2025-08-13 country_NZ -0.0093 0.0019 -0.0000 tilt_COUNTRY
2025-08-12 2025-08-13 ind_investment_services 0.0822 0.0032 0.0003 tilt_INDUSTRY
2025-08-12 2025-08-13 ind_chemicals -0.0108 -0.0003 0.0000 tilt_INDUSTRY
2025-08-12 2025-08-13 neglect 0.9026 -0.0004 -0.0003 alpha_VALUE
2025-08-12 2025-08-13 ind_healthcare_equipment_supplies -0.0859 -0.0011 0.0001 tilt_INDUSTRY
2025-08-12 2025-08-13 ind_freight_logistics -0.0351 -0.0011 0.0000 tilt_INDUSTRY
2025-08-12 2025-08-13 ind_water_utilities -0.0077 -0.0046 0.0000 tilt_INDUSTRY
2025-08-12 2025-08-13 ind_leisure_products 0.0086 0.0054 0.0000 tilt_INDUSTRY
2025-08-12 2025-08-13 ind_integrated_hardware_software 0.0089 -0.0084 -0.0001 tilt_INDUSTRY
2025-08-12 2025-08-13 ind_hotels_entertainment -0.0689 -0.0028 0.0002 tilt_INDUSTRY
2025-08-12 2025-08-13 ind_food_drug_retail 0.0344 0.0020 0.0001 tilt_INDUSTRY
2025-08-12 2025-08-13 ind_oil_gas_equipment_services -0.0158 -0.0041 0.0001 tilt_INDUSTRY
2025-08-12 2025-08-13 ind_banking_services -0.0506 -0.0059 0.0003 tilt_INDUSTRY
2025-08-12 2025-08-13 ind_consumer_goods_conglomerates 0.0154 0.0044 0.0001 tilt_INDUSTRY
2025-08-12 2025-08-13 quality 3.9353 -0.0003 -0.0011 alpha_QUALITY
2025-08-12 2025-08-13 size_MICRO -0.0094 -0.0006 0.0000 tilt_SIZE
2025-08-12 2025-08-13 ind_electric_utilities_ipps -0.0608 -0.0035 0.0002 tilt_INDUSTRY
2025-08-12 2025-08-13 ind_specialty_reatil 0.0006 0.0012 0.0000 tilt_INDUSTRY
2025-08-12 2025-08-13 ind_biotechnology -0.0106 0.0260 -0.0003 tilt_INDUSTRY
2025-08-12 2025-08-13 impactCost NaN NaN -0.0001 cost
2025-08-12 2025-08-13 ind_containers_packaging 0.0068 0.0001 0.0000 tilt_INDUSTRY
2025-08-12 2025-08-13 value_liq 0.7200 -0.0018 -0.0013 alpha_VALUE
2025-08-12 2025-08-13 ind_holding_companies 0.0070 0.0078 0.0001 tilt_INDUSTRY
2025-08-12 2025-08-13 ind_insurance 0.0595 -0.0027 -0.0002 tilt_INDUSTRY
2025-08-12 2025-08-13 country_MY 0.0096 0.0148 0.0001 tilt_COUNTRY
2025-08-12 2025-08-13 ind_textiles_apparel -0.0247 -0.0028 0.0001 tilt_INDUSTRY
2025-08-12 2025-08-13 country_KR -0.1004 0.0047 -0.0005 tilt_COUNTRY
2025-08-12 2025-08-13 pdiscrepancy NaN NaN -0.0000 unexplained
2025-08-12 2025-08-13 specret NaN NaN 0.0025 unexplained
2025-08-12 2025-08-13 fcost NaN NaN -0.0000 cost
2025-08-12 2025-08-13 ind_software_it_services 0.0588 -0.0027 -0.0002 tilt_INDUSTRY
2025-08-12 2025-08-13 linearCost NaN NaN -0.0001 cost
2025-08-12 2025-08-13 ind_healthcare_providers_services 0.0249 0.0030 0.0001 tilt_INDUSTRY
2025-08-12 2025-08-13 ind_paper_forestry -0.0006 -0.0105 0.0000 tilt_INDUSTRY
2025-08-12 2025-08-13 ind_passenger_transportation 0.0334 0.0012 0.0000 tilt_INDUSTRY
2025-08-12 2025-08-13 ind_transportation_infrastructure 0.0029 -0.0018 -0.0000 tilt_INDUSTRY
2025-08-12 2025-08-13 country_JP -0.0626 0.0006 -0.0000 tilt_COUNTRY
2025-08-12 2025-08-13 country_TW 0.0192 -0.0032 -0.0001 tilt_COUNTRY
2025-08-12 2025-08-13 ind_electronic_equipment -0.1017 0.0018 -0.0002 tilt_INDUSTRY
2025-08-12 2025-08-13 ind_communications_equipment 0.0178 0.0059 0.0001 tilt_INDUSTRY
2025-08-12 2025-08-13 ind_office_equipment -0.0177 -0.0002 0.0000 tilt_INDUSTRY
2025-08-12 2025-08-13 revision 0.6403 0.0006 0.0004 alpha_REVISION
2025-08-12 2025-08-13 market -0.0064 -0.0036 0.0000 risk_exposure
2025-08-12 2025-08-13 ind_multiline_utilities -0.0123 -0.0093 0.0001 tilt_INDUSTRY
2025-08-12 2025-08-13 size_MID -0.1001 -0.0004 0.0000 tilt_SIZE
2025-08-12 2025-08-13 size_LARGE 0.1096 0.0032 0.0003 tilt_SIZE
2025-08-12 2025-08-13 ind_uranium -0.0024 -0.0146 0.0000 tilt_INDUSTRY
2025-08-12 2025-08-13 country_SG 0.0555 0.0131 0.0007 tilt_COUNTRY
2025-08-12 2025-08-13 ind_homebuilding_building_products -0.0335 0.0059 -0.0002 tilt_INDUSTRY
2025-08-12 2025-08-13 country_ID 0.0031 0.0055 0.0000 tilt_COUNTRY
2025-08-12 2025-08-13 sbeta_market 0.0157 0.0106 0.0002 risk_exposure
2025-08-12 2025-08-13 ind_natural_gas_utilities 0.0022 -0.0037 -0.0000 tilt_INDUSTRY
2025-08-12 2025-08-13 ind_real_estate_operations -0.0232 -0.0030 0.0001 tilt_INDUSTRY
2025-08-12 2025-08-13 linkage 0.5079 -0.0000 -0.0000 alpha_MOMENTUM
2025-08-12 2025-08-13 ind_fintech -0.0010 0.0003 -0.0000 tilt_INDUSTRY
2025-08-12 2025-08-13 ind_commercial_services_supplies -0.0097 0.0022 -0.0000 tilt_INDUSTRY
2025-08-12 2025-08-13 ind_coal -0.0480 -0.0095 0.0005 tilt_INDUSTRY
2025-08-12 2025-08-13 ind_metals_mining -0.1061 0.0071 -0.0007 tilt_INDUSTRY
2025-08-12 2025-08-13 ind_computers_phones_household_electronics 0.0843 -0.0006 -0.0000 tilt_INDUSTRY
2025-08-12 2025-08-13 ind_aerospace_defense -0.0043 0.0048 -0.0000 tilt_INDUSTRY
2025-08-12 2025-08-13 country_TH 0.0754 0.0072 0.0005 tilt_COUNTRY
2025-08-12 2025-08-13 country_CN -0.0968 -0.0035 0.0003 tilt_COUNTRY
2025-08-12 2025-08-13 ind_construction_engineering 0.0786 -0.0031 -0.0002 tilt_INDUSTRY
2025-08-12 2025-08-13 ind_beverages -0.0815 -0.0068 0.0006 tilt_INDUSTRY
2025-08-12 2025-08-13 ind_machinery 0.1485 0.0020 0.0003 tilt_INDUSTRY
2025-08-12 2025-08-13 bcost NaN NaN -0.0003 cost
2025-08-12 2025-08-13 value_gc 2.0516 0.0007 0.0014 alpha_VALUE
2025-08-12 2025-08-13 country_PH 0.0020 0.0030 0.0000 tilt_COUNTRY
2025-08-12 2025-08-13 ind_renewable_energy 0.0111 -0.0075 -0.0001 tilt_INDUSTRY
2025-08-12 2025-08-13 ind_pharmaceuticals -0.0439 0.0090 -0.0004 tilt_INDUSTRY
2025-08-12 2025-08-13 momentum -0.1491 0.0006 -0.0001 alpha_MOMENTUM
2025-08-12 2025-08-13 size_SMALL -0.0066 -0.0019 0.0000 tilt_SIZE
2025-08-12 2025-08-13 country_HK 0.1265 0.0056 0.0007 tilt_COUNTRY
2025-08-12 2025-08-13 ind_media_publishing 0.0142 -0.0004 -0.0000 tilt_INDUSTRY
2025-08-12 2025-08-13 country_XH 0.0705 0.0071 0.0005 tilt_COUNTRY
2025-08-12 2025-08-13 ind_food_tobacco 0.0895 -0.0026 -0.0002 tilt_INDUSTRY
2025-08-12 2025-08-13 ind_oil_gas 0.0367 -0.0070 -0.0003 tilt_INDUSTRY
2025-08-12 2025-08-13 ind_automobile -0.0921 0.0017 -0.0002 tilt_INDUSTRY
2025-08-12 2025-08-13 ind_semiconductors 0.0197 0.0027 0.0001 tilt_INDUSTRY
2025-08-12 2025-08-13 country_IN 0.0000 0.0051 0.0000 tilt_COUNTRY
2025-08-12 2025-08-13 sdiscrepancy NaN NaN -0.0000 unexplained
2025-08-12 2025-08-13 ind_household_goods -0.0143 -0.0027 0.0000 tilt_INDUSTRY
2025-08-12 2025-08-13 ind_household_products_services -0.0165 -0.0025 0.0000 tilt_INDUSTRY
2025-08-12 2025-08-13 ind_telecommunications_serices 0.1215 -0.0008 -0.0001 tilt_INDUSTRY
2025-08-12 2025-08-13 ind_diversified_retail -0.0237 -0.0038 0.0001 tilt_INDUSTRY
2025-08-12 2025-08-13 fmom 0.4541 0.0013 0.0006 alpha_QUALITY
2025-08-12 2025-08-13 ind_industrial_distribution 0.0329 -0.0085 -0.0003 tilt_INDUSTRY
2025-08-12 2025-08-13 reversal 0.9540 0.0001 0.0001 alpha_REVERSAL
2025-08-12 2025-08-13 stability 4.5153 0.0002 0.0009 alpha_QUALITY
2025-08-12 2025-08-13 country_AU -0.0990 -0.0008 0.0001 tilt_COUNTRY
2025-08-13 2025-08-14 ind_investment_services 0.0806 0.0080 0.0006 tilt_INDUSTRY
2025-08-13 2025-08-14 size_MID -0.0990 0.0010 -0.0001 tilt_SIZE
2025-08-13 2025-08-14 country_TH 0.0837 -0.0080 -0.0007 tilt_COUNTRY
2025-08-13 2025-08-14 country_ID 0.0022 0.0035 0.0000 tilt_COUNTRY
2025-08-13 2025-08-14 ind_natural_gas_utilities 0.0010 -0.0006 -0.0000 tilt_INDUSTRY
2025-08-13 2025-08-14 ind_industrial_distribution 0.0330 -0.0115 -0.0004 tilt_INDUSTRY
2025-08-13 2025-08-14 ind_leisure_products 0.0088 0.0016 0.0000 tilt_INDUSTRY
2025-08-13 2025-08-14 ind_metals_mining -0.1054 -0.0024 0.0003 tilt_INDUSTRY
2025-08-13 2025-08-14 country_XH 0.0682 0.0071 0.0005 tilt_COUNTRY
2025-08-13 2025-08-14 ind_household_goods -0.0156 0.0078 -0.0001 tilt_INDUSTRY
2025-08-13 2025-08-14 ind_fintech -0.0011 0.0042 -0.0000 tilt_INDUSTRY
2025-08-13 2025-08-14 ind_water_utilities -0.0078 0.0000 -0.0000 tilt_INDUSTRY
2025-08-13 2025-08-14 sbeta_market 0.0224 -0.0067 -0.0001 risk_exposure
2025-08-13 2025-08-14 ind_office_equipment -0.0177 -0.0085 0.0002 tilt_INDUSTRY
2025-08-13 2025-08-14 ind_food_tobacco 0.0847 -0.0005 -0.0000 tilt_INDUSTRY
2025-08-13 2025-08-14 country_NZ -0.0115 0.0062 -0.0001 tilt_COUNTRY
2025-08-13 2025-08-14 ind_textiles_apparel -0.0247 0.0041 -0.0001 tilt_INDUSTRY
2025-08-13 2025-08-14 country_MY 0.0104 0.0001 0.0000 tilt_COUNTRY
2025-08-13 2025-08-14 ind_construction_materials -0.0016 -0.0010 0.0000 tilt_INDUSTRY
2025-08-13 2025-08-14 ind_insurance 0.0709 0.0154 0.0011 tilt_INDUSTRY
2025-08-13 2025-08-14 reversal 0.8188 0.0005 0.0004 alpha_REVERSAL
2025-08-13 2025-08-14 ind_homebuilding_building_products -0.0337 0.0001 -0.0000 tilt_INDUSTRY
2025-08-13 2025-08-14 ind_containers_packaging 0.0064 0.0003 0.0000 tilt_INDUSTRY
2025-08-13 2025-08-14 ind_holding_companies 0.0072 0.0292 0.0002 tilt_INDUSTRY
2025-08-13 2025-08-14 ind_construction_engineering 0.0771 -0.0025 -0.0002 tilt_INDUSTRY
2025-08-13 2025-08-14 ind_oil_gas_equipment_services -0.0145 -0.0028 0.0000 tilt_INDUSTRY
2025-08-13 2025-08-14 ind_biotechnology -0.0105 0.0143 -0.0001 tilt_INDUSTRY
2025-08-13 2025-08-14 market -0.0041 -0.0003 0.0000 risk_exposure
2025-08-13 2025-08-14 ind_household_products_services -0.0173 -0.0006 0.0000 tilt_INDUSTRY
2025-08-13 2025-08-14 ind_transportation_infrastructure 0.0014 -0.0023 -0.0000 tilt_INDUSTRY
2025-08-13 2025-08-14 ind_electronic_equipment -0.1008 -0.0019 0.0002 tilt_INDUSTRY
2025-08-13 2025-08-14 ind_diversified_retail -0.0236 -0.0047 0.0001 tilt_INDUSTRY
2025-08-13 2025-08-14 ind_healthcare_providers_services 0.0244 -0.0005 -0.0000 tilt_INDUSTRY
2025-08-13 2025-08-14 ind_aerospace_defense -0.0050 -0.0106 0.0001 tilt_INDUSTRY
2025-08-13 2025-08-14 ind_media_publishing 0.0137 -0.0021 -0.0000 tilt_INDUSTRY
2025-08-13 2025-08-14 ind_software_it_services 0.0526 0.0038 0.0002 tilt_INDUSTRY
2025-08-13 2025-08-14 ind_real_estate_operations -0.0219 0.0056 -0.0001 tilt_INDUSTRY
2025-08-13 2025-08-14 ind_semiconductors 0.0246 -0.0015 -0.0000 tilt_INDUSTRY
2025-08-13 2025-08-14 fcost NaN NaN -0.0000 cost
2025-08-13 2025-08-14 ind_consumer_goods_conglomerates 0.0172 -0.0105 -0.0002 tilt_INDUSTRY
2025-08-13 2025-08-14 country_AU -0.1015 0.0064 -0.0007 tilt_COUNTRY
2025-08-13 2025-08-14 fmom 0.4565 0.0010 0.0005 alpha_QUALITY
2025-08-13 2025-08-14 ind_banking_services -0.0453 0.0038 -0.0002 tilt_INDUSTRY
2025-08-13 2025-08-14 country_KR -0.1024 0.0074 -0.0008 tilt_COUNTRY
2025-08-13 2025-08-14 ind_integrated_hardware_software 0.0090 0.0046 0.0000 tilt_INDUSTRY
2025-08-13 2025-08-14 ind_uranium -0.0025 0.0017 -0.0000 tilt_INDUSTRY
2025-08-13 2025-08-14 size_LARGE 0.1106 0.0006 0.0001 tilt_SIZE
2025-08-13 2025-08-14 specret NaN NaN -0.0078 unexplained
2025-08-13 2025-08-14 country_CN -0.0826 -0.0032 0.0003 tilt_COUNTRY
2025-08-13 2025-08-14 ind_paper_forestry -0.0006 0.0019 -0.0000 tilt_INDUSTRY
2025-08-13 2025-08-14 country_JP -0.0685 -0.0040 0.0003 tilt_COUNTRY
2025-08-13 2025-08-14 size_SMALL -0.0052 -0.0015 0.0000 tilt_SIZE
2025-08-13 2025-08-14 value_liq 0.7184 0.0007 0.0005 alpha_VALUE
2025-08-13 2025-08-14 linkage 0.5128 0.0009 0.0005 alpha_MOMENTUM
2025-08-13 2025-08-14 ind_freight_logistics -0.0344 -0.0003 0.0000 tilt_INDUSTRY
2025-08-13 2025-08-14 pdiscrepancy NaN NaN -0.0000 unexplained
2025-08-13 2025-08-14 ind_multiline_utilities -0.0124 -0.0111 0.0001 tilt_INDUSTRY
2025-08-13 2025-08-14 ind_computers_phones_household_electronics 0.0847 -0.0024 -0.0002 tilt_INDUSTRY
2025-08-13 2025-08-14 ind_healthcare_equipment_supplies -0.0822 -0.0098 0.0008 tilt_INDUSTRY
2025-08-13 2025-08-14 ind_automobile -0.0928 -0.0042 0.0004 tilt_INDUSTRY
2025-08-13 2025-08-14 ind_telecommunications_serices 0.1224 -0.0032 -0.0004 tilt_INDUSTRY
2025-08-13 2025-08-14 ind_commercial_services_supplies -0.0112 -0.0015 0.0000 tilt_INDUSTRY
2025-08-13 2025-08-14 neglect 0.9652 -0.0008 -0.0008 alpha_VALUE
2025-08-13 2025-08-14 ind_food_drug_retail 0.0334 -0.0048 -0.0002 tilt_INDUSTRY
2025-08-13 2025-08-14 ind_oil_gas 0.0397 -0.0018 -0.0001 tilt_INDUSTRY
2025-08-13 2025-08-14 ind_specialty_reatil -0.0011 0.0014 -0.0000 tilt_INDUSTRY
2025-08-13 2025-08-14 stability 4.5961 0.0002 0.0010 alpha_QUALITY
2025-08-13 2025-08-14 ind_passenger_transportation 0.0301 -0.0011 -0.0000 tilt_INDUSTRY
2025-08-13 2025-08-14 country_TW 0.0186 0.0123 0.0002 tilt_COUNTRY
2025-08-13 2025-08-14 revision 0.6727 0.0004 0.0003 alpha_REVISION
2025-08-13 2025-08-14 ind_pharmaceuticals -0.0525 -0.0012 0.0001 tilt_INDUSTRY
2025-08-13 2025-08-14 ind_chemicals 0.0030 -0.0027 -0.0000 tilt_INDUSTRY
2025-08-13 2025-08-14 quality 3.9852 -0.0008 -0.0033 alpha_QUALITY
2025-08-13 2025-08-14 country_SG 0.0517 0.0017 0.0001 tilt_COUNTRY
2025-08-13 2025-08-14 momentum -0.1688 0.0001 -0.0000 alpha_MOMENTUM
2025-08-13 2025-08-14 ind_communications_equipment 0.0160 -0.0066 -0.0001 tilt_INDUSTRY
2025-08-13 2025-08-14 bcost NaN NaN -0.0003 cost
2025-08-13 2025-08-14 ind_coal -0.0472 -0.0080 0.0004 tilt_INDUSTRY
2025-08-13 2025-08-14 ind_electric_utilities_ipps -0.0642 -0.0012 0.0001 tilt_INDUSTRY
2025-08-13 2025-08-14 country_IN 0.0000 -0.0003 0.0000 tilt_COUNTRY
2025-08-13 2025-08-14 ind_hotels_entertainment -0.0686 0.0057 -0.0004 tilt_INDUSTRY
2025-08-13 2025-08-14 linearCost NaN NaN -0.0002 cost
2025-08-13 2025-08-14 impactCost NaN NaN -0.0002 cost
2025-08-13 2025-08-14 ind_beverages -0.0828 0.0080 -0.0007 tilt_INDUSTRY
2025-08-13 2025-08-14 country_HK 0.1256 0.0041 0.0005 tilt_COUNTRY
2025-08-13 2025-08-14 country_PH 0.0019 -0.0029 -0.0000 tilt_COUNTRY
2025-08-13 2025-08-14 value_gc 2.0520 -0.0002 -0.0004 alpha_VALUE
2025-08-13 2025-08-14 size_MICRO -0.0105 -0.0022 0.0000 tilt_SIZE
2025-08-13 2025-08-14 sdiscrepancy NaN NaN -0.0005 unexplained
2025-08-13 2025-08-14 ind_renewable_energy 0.0109 -0.0069 -0.0001 tilt_INDUSTRY
2025-08-13 2025-08-14 ind_machinery 0.1430 -0.0009 -0.0001 tilt_INDUSTRY
2025-08-14 2025-08-15 fcost NaN NaN -0.0000 cost
2025-08-14 2025-08-15 ind_healthcare_providers_services 0.0236 -0.0045 -0.0001 tilt_INDUSTRY
2025-08-14 2025-08-15 ind_household_goods -0.0163 -0.0017 0.0000 tilt_INDUSTRY
2025-08-14 2025-08-15 ind_diversified_retail -0.0202 -0.0045 0.0001 tilt_INDUSTRY
2025-08-14 2025-08-15 linkage 0.5043 -0.0010 -0.0005 alpha_MOMENTUM
2025-08-14 2025-08-15 ind_electronic_equipment -0.0999 -0.0020 0.0002 tilt_INDUSTRY
2025-08-14 2025-08-15 bcost NaN NaN -0.0003 cost
2025-08-14 2025-08-15 ind_healthcare_equipment_supplies -0.0845 -0.0010 0.0001 tilt_INDUSTRY
2025-08-14 2025-08-15 value_liq 0.7185 -0.0002 -0.0001 alpha_VALUE
2025-08-14 2025-08-15 sdiscrepancy NaN NaN -0.0002 unexplained
2025-08-14 2025-08-15 ind_electric_utilities_ipps -0.0671 0.0037 -0.0003 tilt_INDUSTRY
2025-08-14 2025-08-15 pdiscrepancy NaN NaN -0.0000 unexplained
2025-08-14 2025-08-15 ind_freight_logistics -0.0336 -0.0038 0.0001 tilt_INDUSTRY
2025-08-14 2025-08-15 country_JP -0.0652 0.0046 -0.0003 tilt_COUNTRY
2025-08-14 2025-08-15 ind_paper_forestry -0.0006 -0.0011 0.0000 tilt_INDUSTRY
2025-08-14 2025-08-15 size_SMALL -0.0004 0.0004 -0.0000 tilt_SIZE
2025-08-14 2025-08-15 ind_multiline_utilities -0.0126 0.0011 -0.0000 tilt_INDUSTRY
2025-08-14 2025-08-15 ind_passenger_transportation 0.0266 0.0047 0.0001 tilt_INDUSTRY
2025-08-14 2025-08-15 quality 4.0497 -0.0003 -0.0011 alpha_QUALITY
2025-08-14 2025-08-15 country_CN -0.0835 0.0008 -0.0001 tilt_COUNTRY
2025-08-14 2025-08-15 specret NaN NaN 0.0006 unexplained
2025-08-14 2025-08-15 ind_commercial_services_supplies -0.0133 -0.0039 0.0001 tilt_INDUSTRY
2025-08-14 2025-08-15 country_AU -0.1035 0.0079 -0.0008 tilt_COUNTRY
2025-08-14 2025-08-15 country_IN 0.0000 0.0010 0.0000 tilt_COUNTRY
2025-08-14 2025-08-15 ind_consumer_goods_conglomerates 0.0186 -0.0030 -0.0001 tilt_INDUSTRY
2025-08-14 2025-08-15 fmom 0.4513 0.0001 0.0001 alpha_QUALITY
2025-08-14 2025-08-15 ind_media_publishing 0.0136 -0.0036 -0.0000 tilt_INDUSTRY
2025-08-14 2025-08-15 size_MICRO -0.0109 -0.0013 0.0000 tilt_SIZE
2025-08-14 2025-08-15 value_gc 2.0938 -0.0004 -0.0009 alpha_VALUE
2025-08-14 2025-08-15 ind_hotels_entertainment -0.0688 -0.0003 0.0000 tilt_INDUSTRY
2025-08-14 2025-08-15 ind_real_estate_operations -0.0221 -0.0011 0.0000 tilt_INDUSTRY
2025-08-14 2025-08-15 country_SG 0.0465 -0.0018 -0.0001 tilt_COUNTRY
2025-08-14 2025-08-15 ind_banking_services -0.0412 -0.0028 0.0001 tilt_INDUSTRY
2025-08-14 2025-08-15 ind_software_it_services 0.0548 -0.0054 -0.0003 tilt_INDUSTRY
2025-08-14 2025-08-15 ind_oil_gas 0.0402 0.0017 0.0001 tilt_INDUSTRY
2025-08-14 2025-08-15 ind_uranium -0.0026 0.0008 -0.0000 tilt_INDUSTRY
2025-08-14 2025-08-15 size_LARGE 0.1037 -0.0019 -0.0002 tilt_SIZE
2025-08-14 2025-08-15 ind_aerospace_defense -0.0050 -0.0059 0.0000 tilt_INDUSTRY
2025-08-14 2025-08-15 country_TW 0.0195 -0.0053 -0.0001 tilt_COUNTRY
2025-08-14 2025-08-15 linearCost NaN NaN -0.0001 cost
2025-08-14 2025-08-15 ind_semiconductors 0.0245 -0.0022 -0.0001 tilt_INDUSTRY
2025-08-14 2025-08-15 country_PH 0.0020 0.0071 0.0000 tilt_COUNTRY
2025-08-14 2025-08-15 ind_renewable_energy 0.0118 0.0228 0.0003 tilt_INDUSTRY
2025-08-14 2025-08-15 ind_integrated_hardware_software 0.0094 -0.0047 -0.0000 tilt_INDUSTRY
2025-08-14 2025-08-15 ind_transportation_infrastructure 0.0020 0.0004 0.0000 tilt_INDUSTRY
2025-08-14 2025-08-15 ind_pharmaceuticals -0.0528 0.0003 -0.0000 tilt_INDUSTRY
2025-08-14 2025-08-15 stability 4.7120 -0.0001 -0.0004 alpha_QUALITY
2025-08-14 2025-08-15 size_MID -0.1024 0.0009 -0.0001 tilt_SIZE
2025-08-14 2025-08-15 revision 0.7523 -0.0001 -0.0000 alpha_REVISION
2025-08-14 2025-08-15 ind_automobile -0.0924 0.0008 -0.0001 tilt_INDUSTRY
2025-08-14 2025-08-15 ind_specialty_reatil -0.0011 -0.0034 0.0000 tilt_INDUSTRY
2025-08-14 2025-08-15 ind_food_tobacco 0.0812 -0.0011 -0.0001 tilt_INDUSTRY
2025-08-14 2025-08-15 ind_office_equipment -0.0179 -0.0053 0.0001 tilt_INDUSTRY
2025-08-14 2025-08-15 ind_food_drug_retail 0.0349 0.0004 0.0000 tilt_INDUSTRY
2025-08-14 2025-08-15 ind_investment_services 0.0814 0.0097 0.0008 tilt_INDUSTRY
2025-08-14 2025-08-15 ind_textiles_apparel -0.0234 0.0005 -0.0000 tilt_INDUSTRY
2025-08-14 2025-08-15 ind_biotechnology -0.0106 0.0013 -0.0000 tilt_INDUSTRY
2025-08-14 2025-08-15 ind_oil_gas_equipment_services -0.0136 -0.0002 0.0000 tilt_INDUSTRY
2025-08-14 2025-08-15 country_TH 0.0907 -0.0031 -0.0003 tilt_COUNTRY
2025-08-14 2025-08-15 country_NZ -0.0140 0.0065 -0.0001 tilt_COUNTRY
2025-08-14 2025-08-15 country_MY 0.0110 -0.0032 -0.0000 tilt_COUNTRY
2025-08-14 2025-08-15 impactCost NaN NaN -0.0001 cost
2025-08-14 2025-08-15 ind_machinery 0.1233 0.0005 0.0001 tilt_INDUSTRY
2025-08-14 2025-08-15 ind_construction_materials -0.0014 -0.0018 0.0000 tilt_INDUSTRY
2025-08-14 2025-08-15 reversal 1.1546 -0.0018 -0.0021 alpha_REVERSAL
2025-08-14 2025-08-15 ind_beverages -0.0836 -0.0084 0.0007 tilt_INDUSTRY
2025-08-14 2025-08-15 ind_containers_packaging 0.0060 -0.0000 -0.0000 tilt_INDUSTRY
2025-08-14 2025-08-15 ind_homebuilding_building_products -0.0342 0.0021 -0.0001 tilt_INDUSTRY
2025-08-14 2025-08-15 ind_construction_engineering 0.0742 0.0002 0.0000 tilt_INDUSTRY
2025-08-14 2025-08-15 country_HK 0.1289 -0.0115 -0.0015 tilt_COUNTRY
2025-08-14 2025-08-15 ind_computers_phones_household_electronics 0.0857 -0.0048 -0.0004 tilt_INDUSTRY
2025-08-14 2025-08-15 ind_insurance 0.0785 0.0071 0.0006 tilt_INDUSTRY
2025-08-14 2025-08-15 ind_natural_gas_utilities 0.0003 0.0032 0.0000 tilt_INDUSTRY
2025-08-14 2025-08-15 neglect 1.0454 0.0006 0.0006 alpha_VALUE
2025-08-14 2025-08-15 market -0.0100 -0.0086 0.0001 risk_exposure
2025-08-14 2025-08-15 momentum -0.1960 0.0005 -0.0001 alpha_MOMENTUM
2025-08-14 2025-08-15 country_KR -0.1057 -0.0019 0.0002 tilt_COUNTRY
2025-08-14 2025-08-15 ind_leisure_products 0.0086 -0.0002 -0.0000 tilt_INDUSTRY
2025-08-14 2025-08-15 ind_household_products_services -0.0185 -0.0022 0.0000 tilt_INDUSTRY
2025-08-14 2025-08-15 country_XH 0.0623 -0.0104 -0.0006 tilt_COUNTRY
2025-08-14 2025-08-15 ind_communications_equipment 0.0147 -0.0027 -0.0000 tilt_INDUSTRY
2025-08-14 2025-08-15 ind_holding_companies 0.0072 0.0023 0.0000 tilt_INDUSTRY
2025-08-14 2025-08-15 sbeta_market 0.0164 0.0166 0.0003 risk_exposure
2025-08-14 2025-08-15 ind_telecommunications_serices 0.1230 0.0073 0.0009 tilt_INDUSTRY
2025-08-14 2025-08-15 ind_coal -0.0480 -0.0003 0.0000 tilt_INDUSTRY
2025-08-14 2025-08-15 ind_metals_mining -0.1024 0.0033 -0.0003 tilt_INDUSTRY
2025-08-14 2025-08-15 ind_fintech -0.0010 0.0134 -0.0000 tilt_INDUSTRY
2025-08-14 2025-08-15 country_ID 0.0008 -0.0060 -0.0000 tilt_COUNTRY
2025-08-14 2025-08-15 ind_industrial_distribution 0.0341 0.0062 0.0002 tilt_INDUSTRY
2025-08-14 2025-08-15 ind_chemicals 0.0091 0.0046 0.0000 tilt_INDUSTRY
2025-08-14 2025-08-15 ind_water_utilities -0.0081 -0.0014 0.0000 tilt_INDUSTRY
2025-08-15 2025-08-18 ind_construction_materials -0.0013 0.0033 -0.0000 tilt_INDUSTRY
2025-08-15 2025-08-18 neglect 1.0199 0.0000 0.0000 alpha_VALUE
2025-08-15 2025-08-18 ind_freight_logistics -0.0343 -0.0011 0.0000 tilt_INDUSTRY
2025-08-15 2025-08-18 ind_leisure_products 0.0085 0.0050 0.0000 tilt_INDUSTRY
2025-08-15 2025-08-18 size_SMALL 0.0011 0.0010 0.0000 tilt_SIZE
2025-08-15 2025-08-18 ind_passenger_transportation 0.0246 0.0017 0.0000 tilt_INDUSTRY
2025-08-15 2025-08-18 ind_household_goods -0.0174 -0.0059 0.0001 tilt_INDUSTRY
2025-08-15 2025-08-18 ind_commercial_services_supplies -0.0156 -0.0002 0.0000 tilt_INDUSTRY
2025-08-15 2025-08-18 ind_beverages -0.0849 -0.0016 0.0001 tilt_INDUSTRY
2025-08-15 2025-08-18 ind_investment_services 0.0850 -0.0030 -0.0003 tilt_INDUSTRY
2025-08-15 2025-08-18 momentum -0.1580 0.0009 -0.0001 alpha_MOMENTUM
2025-08-15 2025-08-18 ind_semiconductors 0.0214 0.0011 0.0000 tilt_INDUSTRY
2025-08-15 2025-08-18 ind_homebuilding_building_products -0.0347 -0.0075 0.0003 tilt_INDUSTRY
2025-08-15 2025-08-18 ind_holding_companies 0.0072 0.0049 0.0000 tilt_INDUSTRY
2025-08-15 2025-08-18 ind_paper_forestry -0.0003 -0.0017 0.0000 tilt_INDUSTRY
2025-08-15 2025-08-18 ind_renewable_energy 0.0132 -0.0021 -0.0000 tilt_INDUSTRY
2025-08-15 2025-08-18 ind_chemicals 0.0109 -0.0033 -0.0000 tilt_INDUSTRY
2025-08-15 2025-08-18 country_NZ -0.0170 0.0096 -0.0002 tilt_COUNTRY
2025-08-15 2025-08-18 ind_real_estate_operations -0.0236 -0.0079 0.0002 tilt_INDUSTRY
2025-08-15 2025-08-18 ind_natural_gas_utilities 0.0010 -0.0027 -0.0000 tilt_INDUSTRY
2025-08-15 2025-08-18 ind_food_drug_retail 0.0390 0.0023 0.0001 tilt_INDUSTRY
2025-08-15 2025-08-18 ind_integrated_hardware_software 0.0100 0.0010 0.0000 tilt_INDUSTRY
2025-08-15 2025-08-18 ind_industrial_distribution 0.0332 0.0049 0.0002 tilt_INDUSTRY
2025-08-15 2025-08-18 ind_hotels_entertainment -0.0695 0.0006 -0.0000 tilt_INDUSTRY
2025-08-15 2025-08-18 ind_pharmaceuticals -0.0509 -0.0014 0.0001 tilt_INDUSTRY
2025-08-15 2025-08-18 ind_consumer_goods_conglomerates 0.0191 0.0018 0.0000 tilt_INDUSTRY
2025-08-15 2025-08-18 country_SG 0.0439 -0.0111 -0.0005 tilt_COUNTRY
2025-08-15 2025-08-18 bcost NaN NaN -0.0009 cost
2025-08-15 2025-08-18 ind_healthcare_providers_services 0.0251 -0.0004 -0.0000 tilt_INDUSTRY
2025-08-15 2025-08-18 country_HK 0.1377 -0.0083 -0.0011 tilt_COUNTRY
2025-08-15 2025-08-18 ind_fintech -0.0008 0.0063 -0.0000 tilt_INDUSTRY
2025-08-15 2025-08-18 ind_office_equipment -0.0182 0.0070 -0.0001 tilt_INDUSTRY
2025-08-15 2025-08-18 ind_construction_engineering 0.0737 -0.0031 -0.0002 tilt_INDUSTRY
2025-08-15 2025-08-18 ind_containers_packaging 0.0062 -0.0018 -0.0000 tilt_INDUSTRY
2025-08-15 2025-08-18 reversal 1.2584 0.0014 0.0018 alpha_REVERSAL
2025-08-15 2025-08-18 ind_automobile -0.0901 0.0049 -0.0004 tilt_INDUSTRY
2025-08-15 2025-08-18 ind_biotechnology -0.0129 -0.0044 0.0001 tilt_INDUSTRY
2025-08-15 2025-08-18 country_TH 0.0915 -0.0107 -0.0010 tilt_COUNTRY
2025-08-15 2025-08-18 size_LARGE 0.1068 -0.0033 -0.0003 tilt_SIZE
2025-08-15 2025-08-18 ind_oil_gas_equipment_services -0.0144 -0.0160 0.0002 tilt_INDUSTRY
2025-08-15 2025-08-18 ind_telecommunications_serices 0.1251 0.0113 0.0014 tilt_INDUSTRY
2025-08-15 2025-08-18 ind_insurance 0.0733 0.0003 0.0000 tilt_INDUSTRY
2025-08-15 2025-08-18 ind_food_tobacco 0.0767 -0.0008 -0.0001 tilt_INDUSTRY
2025-08-15 2025-08-18 country_MY 0.0119 0.0048 0.0001 tilt_COUNTRY
2025-08-15 2025-08-18 impactCost NaN NaN -0.0002 cost
2025-08-15 2025-08-18 ind_machinery 0.1225 -0.0007 -0.0001 tilt_INDUSTRY
2025-08-15 2025-08-18 stability 4.7939 0.0002 0.0012 alpha_QUALITY
2025-08-15 2025-08-18 ind_oil_gas 0.0377 -0.0080 -0.0003 tilt_INDUSTRY
2025-08-15 2025-08-18 linearCost NaN NaN -0.0002 cost
2025-08-15 2025-08-18 value_gc 2.0981 -0.0006 -0.0013 alpha_VALUE
2025-08-15 2025-08-18 country_IN 0.0000 0.0118 0.0000 tilt_COUNTRY
2025-08-15 2025-08-18 size_MICRO -0.0100 0.0026 -0.0000 tilt_SIZE
2025-08-15 2025-08-18 ind_communications_equipment 0.0157 0.0091 0.0001 tilt_INDUSTRY
2025-08-15 2025-08-18 quality 4.1225 -0.0014 -0.0056 alpha_QUALITY
2025-08-15 2025-08-18 country_TW 0.0216 -0.0006 -0.0000 tilt_COUNTRY
2025-08-15 2025-08-18 ind_electric_utilities_ipps -0.0696 -0.0030 0.0002 tilt_INDUSTRY
2025-08-15 2025-08-18 country_PH 0.0021 -0.0049 -0.0000 tilt_COUNTRY
2025-08-15 2025-08-18 ind_coal -0.0452 -0.0158 0.0007 tilt_INDUSTRY
2025-08-15 2025-08-18 ind_computers_phones_household_electronics 0.0849 0.0025 0.0002 tilt_INDUSTRY
2025-08-15 2025-08-18 ind_household_products_services -0.0201 0.0081 -0.0002 tilt_INDUSTRY
2025-08-15 2025-08-18 revision 0.8206 0.0001 0.0001 alpha_REVISION
2025-08-15 2025-08-18 ind_specialty_reatil 0.0007 0.0056 0.0000 tilt_INDUSTRY
2025-08-15 2025-08-18 country_ID 0.0000 0.0035 0.0000 tilt_COUNTRY
2025-08-15 2025-08-18 market -0.0065 -0.0037 0.0000 risk_exposure
2025-08-15 2025-08-18 ind_textiles_apparel -0.0222 -0.0017 0.0000 tilt_INDUSTRY
2025-08-15 2025-08-18 country_XH 0.0622 -0.0072 -0.0004 tilt_COUNTRY
2025-08-15 2025-08-18 ind_water_utilities -0.0086 -0.0043 0.0000 tilt_INDUSTRY
2025-08-15 2025-08-18 specret NaN NaN -0.0005 unexplained
2025-08-15 2025-08-18 sbeta_market 0.0163 0.0097 0.0002 risk_exposure
2025-08-15 2025-08-18 country_JP -0.0656 0.0016 -0.0001 tilt_COUNTRY
2025-08-15 2025-08-18 ind_diversified_retail -0.0155 0.0119 -0.0002 tilt_INDUSTRY
2025-08-15 2025-08-18 ind_uranium -0.0026 -0.0150 0.0000 tilt_INDUSTRY
2025-08-15 2025-08-18 ind_banking_services -0.0416 -0.0019 0.0001 tilt_INDUSTRY
2025-08-15 2025-08-18 value_liq 0.6786 -0.0012 -0.0008 alpha_VALUE
2025-08-15 2025-08-18 ind_media_publishing 0.0163 0.0120 0.0002 tilt_INDUSTRY
2025-08-15 2025-08-18 ind_electronic_equipment -0.1028 0.0068 -0.0007 tilt_INDUSTRY
2025-08-15 2025-08-18 fcost NaN NaN -0.0001 cost
2025-08-15 2025-08-18 fmom 0.3631 0.0001 0.0000 alpha_QUALITY
2025-08-15 2025-08-18 ind_aerospace_defense -0.0045 0.0052 -0.0000 tilt_INDUSTRY
2025-08-15 2025-08-18 ind_software_it_services 0.0631 0.0065 0.0004 tilt_INDUSTRY
2025-08-15 2025-08-18 country_AU -0.1040 0.0027 -0.0003 tilt_COUNTRY
2025-08-15 2025-08-18 country_CN -0.0861 0.0015 -0.0001 tilt_COUNTRY
2025-08-15 2025-08-18 linkage 0.6370 -0.0005 -0.0003 alpha_MOMENTUM
2025-08-15 2025-08-18 sdiscrepancy NaN NaN -0.0005 unexplained
2025-08-15 2025-08-18 ind_metals_mining -0.0979 -0.0104 0.0010 tilt_INDUSTRY
2025-08-15 2025-08-18 ind_multiline_utilities -0.0127 0.0075 -0.0001 tilt_INDUSTRY
2025-08-15 2025-08-18 size_MID -0.1045 0.0011 -0.0001 tilt_SIZE
2025-08-15 2025-08-18 country_KR -0.1048 -0.0188 0.0020 tilt_COUNTRY
2025-08-15 2025-08-18 ind_transportation_infrastructure 0.0035 -0.0027 -0.0000 tilt_INDUSTRY
2025-08-15 2025-08-18 pdiscrepancy NaN NaN -0.0000 unexplained
2025-08-15 2025-08-18 ind_healthcare_equipment_supplies -0.0922 -0.0018 0.0002 tilt_INDUSTRY
2025-08-18 2025-08-19 value_gc 2.0437 -0.0004 -0.0008 alpha_VALUE
2025-08-18 2025-08-19 country_SG 0.0422 0.0073 0.0003 tilt_COUNTRY
2025-08-18 2025-08-19 ind_communications_equipment 0.0134 0.0023 0.0000 tilt_INDUSTRY
2025-08-18 2025-08-19 ind_uranium -0.0026 0.0021 -0.0000 tilt_INDUSTRY
2025-08-18 2025-08-19 ind_transportation_infrastructure 0.0051 0.0008 0.0000 tilt_INDUSTRY
2025-08-18 2025-08-19 ind_electronic_equipment -0.1041 0.0004 -0.0000 tilt_INDUSTRY
2025-08-18 2025-08-19 ind_food_tobacco 0.0698 0.0044 0.0003 tilt_INDUSTRY
2025-08-18 2025-08-19 ind_oil_gas_equipment_services -0.0147 0.0040 -0.0001 tilt_INDUSTRY
2025-08-18 2025-08-19 bcost NaN NaN -0.0003 cost
2025-08-18 2025-08-19 market -0.0012 -0.0005 0.0000 risk_exposure
2025-08-18 2025-08-19 country_PH 0.0022 -0.0047 -0.0000 tilt_COUNTRY
2025-08-18 2025-08-19 ind_household_products_services -0.0209 0.0058 -0.0001 tilt_INDUSTRY
2025-08-18 2025-08-19 ind_aerospace_defense -0.0052 -0.0202 0.0001 tilt_INDUSTRY
2025-08-18 2025-08-19 ind_construction_engineering 0.0732 0.0004 0.0000 tilt_INDUSTRY
2025-08-18 2025-08-19 neglect 0.9954 0.0002 0.0002 alpha_VALUE
2025-08-18 2025-08-19 country_CN -0.0832 -0.0003 0.0000 tilt_COUNTRY
2025-08-18 2025-08-19 ind_construction_materials -0.0010 -0.0023 0.0000 tilt_INDUSTRY
2025-08-18 2025-08-19 ind_chemicals 0.0107 -0.0030 -0.0000 tilt_INDUSTRY
2025-08-18 2025-08-19 ind_fintech -0.0009 -0.0101 0.0000 tilt_INDUSTRY
2025-08-18 2025-08-19 ind_beverages -0.0842 0.0161 -0.0014 tilt_INDUSTRY
2025-08-18 2025-08-19 ind_diversified_retail -0.0139 0.0021 -0.0000 tilt_INDUSTRY
2025-08-18 2025-08-19 country_TH 0.0885 -0.0034 -0.0003 tilt_COUNTRY
2025-08-18 2025-08-19 ind_commercial_services_supplies -0.0175 -0.0010 0.0000 tilt_INDUSTRY
2025-08-18 2025-08-19 ind_multiline_utilities -0.0132 -0.0027 0.0000 tilt_INDUSTRY
2025-08-18 2025-08-19 ind_industrial_distribution 0.0274 0.0081 0.0002 tilt_INDUSTRY
2025-08-18 2025-08-19 ind_machinery 0.1319 -0.0019 -0.0002 tilt_INDUSTRY
2025-08-18 2025-08-19 revision 0.7778 -0.0006 -0.0005 alpha_REVISION
2025-08-18 2025-08-19 ind_semiconductors 0.0235 -0.0043 -0.0001 tilt_INDUSTRY
2025-08-18 2025-08-19 value_liq 0.6408 0.0005 0.0003 alpha_VALUE
2025-08-18 2025-08-19 ind_leisure_products 0.0090 -0.0138 -0.0001 tilt_INDUSTRY
2025-08-18 2025-08-19 ind_renewable_energy 0.0137 -0.0051 -0.0001 tilt_INDUSTRY
2025-08-18 2025-08-19 ind_paper_forestry 0.0000 0.0037 0.0000 tilt_INDUSTRY
2025-08-18 2025-08-19 sdiscrepancy NaN NaN -0.0004 unexplained
2025-08-18 2025-08-19 linkage 0.6416 -0.0002 -0.0001 alpha_MOMENTUM
2025-08-18 2025-08-19 ind_biotechnology -0.0155 -0.0153 0.0002 tilt_INDUSTRY
2025-08-18 2025-08-19 ind_insurance 0.0633 -0.0078 -0.0005 tilt_INDUSTRY
2025-08-18 2025-08-19 ind_freight_logistics -0.0336 0.0006 -0.0000 tilt_INDUSTRY
2025-08-18 2025-08-19 ind_pharmaceuticals -0.0472 -0.0007 0.0000 tilt_INDUSTRY
2025-08-18 2025-08-19 ind_specialty_reatil 0.0034 0.0028 0.0000 tilt_INDUSTRY
2025-08-18 2025-08-19 ind_automobile -0.0845 0.0082 -0.0007 tilt_INDUSTRY
2025-08-18 2025-08-19 ind_real_estate_operations -0.0242 0.0068 -0.0002 tilt_INDUSTRY
2025-08-18 2025-08-19 ind_telecommunications_serices 0.1239 0.0009 0.0001 tilt_INDUSTRY
2025-08-18 2025-08-19 size_LARGE 0.1116 -0.0031 -0.0003 tilt_SIZE
2025-08-18 2025-08-19 ind_integrated_hardware_software 0.0104 0.0040 0.0000 tilt_INDUSTRY
2025-08-18 2025-08-19 ind_consumer_goods_conglomerates 0.0184 0.0029 0.0001 tilt_INDUSTRY
2025-08-18 2025-08-19 country_KR -0.1003 -0.0032 0.0003 tilt_COUNTRY
2025-08-18 2025-08-19 reversal 1.1991 0.0025 0.0030 alpha_REVERSAL
2025-08-18 2025-08-19 ind_holding_companies 0.0071 -0.0073 -0.0001 tilt_INDUSTRY
2025-08-18 2025-08-19 fmom 0.3327 0.0001 0.0000 alpha_QUALITY
2025-08-18 2025-08-19 specret NaN NaN -0.0006 unexplained
2025-08-18 2025-08-19 ind_healthcare_providers_services 0.0265 -0.0014 -0.0000 tilt_INDUSTRY
2025-08-18 2025-08-19 country_AU -0.1021 -0.0009 0.0001 tilt_COUNTRY
2025-08-18 2025-08-19 country_HK 0.1390 -0.0004 -0.0001 tilt_COUNTRY
2025-08-18 2025-08-19 ind_software_it_services 0.0697 0.0004 0.0000 tilt_INDUSTRY
2025-08-18 2025-08-19 country_JP -0.0730 0.0026 -0.0002 tilt_COUNTRY
2025-08-18 2025-08-19 fcost NaN NaN -0.0000 cost
2025-08-18 2025-08-19 ind_office_equipment -0.0180 -0.0001 0.0000 tilt_INDUSTRY
2025-08-18 2025-08-19 ind_media_publishing 0.0180 0.0020 0.0000 tilt_INDUSTRY
2025-08-18 2025-08-19 ind_textiles_apparel -0.0183 0.0022 -0.0000 tilt_INDUSTRY
2025-08-18 2025-08-19 ind_containers_packaging 0.0065 -0.0012 -0.0000 tilt_INDUSTRY
2025-08-18 2025-08-19 ind_water_utilities -0.0086 -0.0016 0.0000 tilt_INDUSTRY
2025-08-18 2025-08-19 country_MY 0.0125 0.0034 0.0000 tilt_COUNTRY
2025-08-18 2025-08-19 impactCost NaN NaN -0.0001 cost
2025-08-18 2025-08-19 size_SMALL -0.0006 0.0028 -0.0000 tilt_SIZE
2025-08-18 2025-08-19 ind_banking_services -0.0406 0.0018 -0.0001 tilt_INDUSTRY
2025-08-18 2025-08-19 ind_natural_gas_utilities 0.0020 -0.0056 -0.0000 tilt_INDUSTRY
2025-08-18 2025-08-19 momentum -0.1698 -0.0003 0.0000 alpha_MOMENTUM
2025-08-18 2025-08-19 country_XH 0.0632 -0.0040 -0.0003 tilt_COUNTRY
2025-08-18 2025-08-19 ind_hotels_entertainment -0.0682 0.0051 -0.0003 tilt_INDUSTRY
2025-08-18 2025-08-19 ind_oil_gas 0.0353 -0.0008 -0.0000 tilt_INDUSTRY
2025-08-18 2025-08-19 ind_passenger_transportation 0.0218 0.0025 0.0001 tilt_INDUSTRY
2025-08-18 2025-08-19 ind_healthcare_equipment_supplies -0.0957 -0.0020 0.0002 tilt_INDUSTRY
2025-08-18 2025-08-19 stability 4.7315 0.0004 0.0017 alpha_QUALITY
2025-08-18 2025-08-19 country_IN 0.0000 0.0092 0.0000 tilt_COUNTRY
2025-08-18 2025-08-19 linearCost NaN NaN -0.0001 cost
2025-08-18 2025-08-19 size_MICRO -0.0092 0.0032 -0.0000 tilt_SIZE
2025-08-18 2025-08-19 ind_food_drug_retail 0.0408 0.0039 0.0002 tilt_INDUSTRY
2025-08-18 2025-08-19 size_MID -0.1030 -0.0006 0.0001 tilt_SIZE
2025-08-18 2025-08-19 country_TW 0.0281 -0.0064 -0.0002 tilt_COUNTRY
2025-08-18 2025-08-19 ind_homebuilding_building_products -0.0343 0.0000 -0.0000 tilt_INDUSTRY
2025-08-18 2025-08-19 quality 4.1151 -0.0003 -0.0012 alpha_QUALITY
2025-08-18 2025-08-19 ind_electric_utilities_ipps -0.0731 0.0026 -0.0002 tilt_INDUSTRY
2025-08-18 2025-08-19 ind_coal -0.0416 0.0004 -0.0000 tilt_INDUSTRY
2025-08-18 2025-08-19 ind_computers_phones_household_electronics 0.0805 0.0012 0.0001 tilt_INDUSTRY
2025-08-18 2025-08-19 ind_investment_services 0.0872 -0.0082 -0.0007 tilt_INDUSTRY
2025-08-18 2025-08-19 country_NZ -0.0183 -0.0033 0.0001 tilt_COUNTRY
2025-08-18 2025-08-19 ind_household_goods -0.0187 0.0016 -0.0000 tilt_INDUSTRY
2025-08-18 2025-08-19 ind_metals_mining -0.0939 0.0011 -0.0001 tilt_INDUSTRY
2025-08-18 2025-08-19 pdiscrepancy NaN NaN 0.0000 unexplained
2025-08-18 2025-08-19 sbeta_market 0.0214 -0.0013 -0.0000 risk_exposure
2025-08-18 2025-08-19 country_ID 0.0000 -0.0073 0.0000 tilt_COUNTRY
2025-08-19 2025-08-20 ind_communications_equipment 0.0112 -0.0021 -0.0000 tilt_INDUSTRY
2025-08-19 2025-08-20 country_MY 0.0128 -0.0100 -0.0001 tilt_COUNTRY
2025-08-19 2025-08-20 ind_textiles_apparel -0.0161 0.0038 -0.0001 tilt_INDUSTRY
2025-08-19 2025-08-20 country_ID 0.0000 0.0083 0.0000 tilt_COUNTRY
2025-08-19 2025-08-20 ind_chemicals 0.0095 0.0013 0.0000 tilt_INDUSTRY
2025-08-19 2025-08-20 ind_food_tobacco 0.0662 0.0028 0.0002 tilt_INDUSTRY
2025-08-19 2025-08-20 sbeta_market 0.0215 -0.0086 -0.0002 risk_exposure
2025-08-19 2025-08-20 ind_oil_gas_equipment_services -0.0148 0.0013 -0.0000 tilt_INDUSTRY
2025-08-19 2025-08-20 ind_telecommunications_serices 0.1220 -0.0020 -0.0002 tilt_INDUSTRY
2025-08-19 2025-08-20 ind_insurance 0.0593 0.0069 0.0004 tilt_INDUSTRY
2025-08-19 2025-08-20 market -0.0035 0.0106 -0.0000 risk_exposure
2025-08-19 2025-08-20 reversal 1.0274 0.0007 0.0008 alpha_REVERSAL
2025-08-19 2025-08-20 ind_biotechnology -0.0152 -0.0138 0.0002 tilt_INDUSTRY
2025-08-19 2025-08-20 sdiscrepancy NaN NaN 0.0004 unexplained
2025-08-19 2025-08-20 ind_oil_gas 0.0392 -0.0008 -0.0000 tilt_INDUSTRY
2025-08-19 2025-08-20 country_IN 0.0000 -0.0041 0.0000 tilt_COUNTRY
2025-08-19 2025-08-20 value_gc 2.0630 -0.0011 -0.0022 alpha_VALUE
2025-08-19 2025-08-20 quality 4.0768 -0.0003 -0.0012 alpha_QUALITY
2025-08-19 2025-08-20 country_TW 0.0332 -0.0249 -0.0008 tilt_COUNTRY
2025-08-19 2025-08-20 ind_electric_utilities_ipps -0.0749 -0.0059 0.0004 tilt_INDUSTRY
2025-08-19 2025-08-20 bcost NaN NaN -0.0003 cost
2025-08-19 2025-08-20 ind_computers_phones_household_electronics 0.0783 0.0051 0.0004 tilt_INDUSTRY
2025-08-19 2025-08-20 size_MICRO -0.0088 -0.0041 0.0000 tilt_SIZE
2025-08-19 2025-08-20 ind_household_products_services -0.0213 0.0113 -0.0002 tilt_INDUSTRY
2025-08-19 2025-08-20 country_TH 0.0929 0.0061 0.0006 tilt_COUNTRY
2025-08-19 2025-08-20 ind_coal -0.0435 -0.0084 0.0004 tilt_INDUSTRY
2025-08-19 2025-08-20 ind_specialty_reatil 0.0043 0.0029 0.0000 tilt_INDUSTRY
2025-08-19 2025-08-20 revision 0.8149 -0.0001 -0.0001 alpha_REVISION
2025-08-19 2025-08-20 country_PH 0.0023 -0.0124 -0.0000 tilt_COUNTRY
2025-08-19 2025-08-20 ind_fintech -0.0010 -0.0090 0.0000 tilt_INDUSTRY
2025-08-19 2025-08-20 ind_machinery 0.1389 -0.0024 -0.0003 tilt_INDUSTRY
2025-08-19 2025-08-20 impactCost NaN NaN -0.0001 cost
2025-08-19 2025-08-20 country_HK 0.1336 -0.0029 -0.0004 tilt_COUNTRY
2025-08-19 2025-08-20 ind_office_equipment -0.0177 -0.0021 0.0000 tilt_INDUSTRY
2025-08-19 2025-08-20 linearCost NaN NaN -0.0001 cost
2025-08-19 2025-08-20 ind_containers_packaging 0.0066 0.0051 0.0000 tilt_INDUSTRY
2025-08-19 2025-08-20 ind_construction_engineering 0.0725 -0.0048 -0.0003 tilt_INDUSTRY
2025-08-19 2025-08-20 ind_automobile -0.0826 0.0037 -0.0003 tilt_INDUSTRY
2025-08-19 2025-08-20 ind_transportation_infrastructure 0.0063 -0.0055 -0.0000 tilt_INDUSTRY
2025-08-19 2025-08-20 stability 4.6530 0.0002 0.0010 alpha_QUALITY
2025-08-19 2025-08-20 country_XH 0.0643 -0.0018 -0.0001 tilt_COUNTRY
2025-08-19 2025-08-20 ind_beverages -0.0847 0.0079 -0.0007 tilt_INDUSTRY
2025-08-19 2025-08-20 ind_healthcare_providers_services 0.0271 -0.0043 -0.0001 tilt_INDUSTRY
2025-08-19 2025-08-20 country_KR -0.1002 -0.0124 0.0012 tilt_COUNTRY
2025-08-19 2025-08-20 ind_paper_forestry 0.0000 -0.0029 0.0000 tilt_INDUSTRY
2025-08-19 2025-08-20 ind_integrated_hardware_software 0.0106 0.0062 0.0001 tilt_INDUSTRY
2025-08-19 2025-08-20 ind_semiconductors 0.0281 0.0031 0.0001 tilt_INDUSTRY
2025-08-19 2025-08-20 ind_commercial_services_supplies -0.0175 -0.0019 0.0000 tilt_INDUSTRY
2025-08-19 2025-08-20 size_LARGE 0.1071 -0.0008 -0.0001 tilt_SIZE
2025-08-19 2025-08-20 ind_freight_logistics -0.0335 0.0044 -0.0001 tilt_INDUSTRY
2025-08-19 2025-08-20 ind_holding_companies 0.0071 0.0034 0.0000 tilt_INDUSTRY
2025-08-19 2025-08-20 ind_natural_gas_utilities 0.0030 -0.0001 -0.0000 tilt_INDUSTRY
2025-08-19 2025-08-20 size_SMALL -0.0047 -0.0012 0.0000 tilt_SIZE
2025-08-19 2025-08-20 country_AU -0.1008 -0.0068 0.0007 tilt_COUNTRY
2025-08-19 2025-08-20 country_NZ -0.0179 0.0066 -0.0001 tilt_COUNTRY
2025-08-19 2025-08-20 ind_renewable_energy 0.0141 0.0002 0.0000 tilt_INDUSTRY
2025-08-19 2025-08-20 ind_investment_services 0.0885 -0.0008 -0.0001 tilt_INDUSTRY
2025-08-19 2025-08-20 ind_water_utilities -0.0085 -0.0055 0.0000 tilt_INDUSTRY
2025-08-19 2025-08-20 ind_real_estate_operations -0.0232 0.0046 -0.0001 tilt_INDUSTRY
2025-08-19 2025-08-20 ind_household_goods -0.0203 -0.0047 0.0001 tilt_INDUSTRY
2025-08-19 2025-08-20 ind_diversified_retail -0.0138 0.0067 -0.0001 tilt_INDUSTRY
2025-08-19 2025-08-20 ind_food_drug_retail 0.0409 0.0050 0.0002 tilt_INDUSTRY
2025-08-19 2025-08-20 neglect 0.9645 0.0004 0.0004 alpha_VALUE
2025-08-19 2025-08-20 ind_homebuilding_building_products -0.0340 0.0026 -0.0001 tilt_INDUSTRY
2025-08-19 2025-08-20 ind_hotels_entertainment -0.0672 0.0056 -0.0004 tilt_INDUSTRY
2025-08-19 2025-08-20 country_SG 0.0417 -0.0058 -0.0002 tilt_COUNTRY
2025-08-19 2025-08-20 ind_industrial_distribution 0.0223 -0.0013 -0.0000 tilt_INDUSTRY
2025-08-19 2025-08-20 ind_construction_materials -0.0009 0.0014 -0.0000 tilt_INDUSTRY
2025-08-19 2025-08-20 ind_software_it_services 0.0741 -0.0019 -0.0001 tilt_INDUSTRY
2025-08-19 2025-08-20 fmom 0.3422 -0.0001 -0.0000 alpha_QUALITY
2025-08-19 2025-08-20 ind_aerospace_defense -0.0063 -0.0019 0.0000 tilt_INDUSTRY
2025-08-19 2025-08-20 ind_healthcare_equipment_supplies -0.0966 -0.0064 0.0006 tilt_INDUSTRY
2025-08-19 2025-08-20 size_MID -0.0972 0.0018 -0.0002 tilt_SIZE
2025-08-19 2025-08-20 pdiscrepancy NaN NaN 0.0000 unexplained
2025-08-19 2025-08-20 ind_multiline_utilities -0.0130 -0.0067 0.0001 tilt_INDUSTRY
2025-08-19 2025-08-20 ind_passenger_transportation 0.0201 0.0027 0.0001 tilt_INDUSTRY
2025-08-19 2025-08-20 country_CN -0.0862 0.0096 -0.0008 tilt_COUNTRY
2025-08-19 2025-08-20 linkage 0.6506 -0.0005 -0.0003 alpha_MOMENTUM
2025-08-19 2025-08-20 ind_metals_mining -0.0917 0.0007 -0.0001 tilt_INDUSTRY
2025-08-19 2025-08-20 value_liq 0.6434 0.0016 0.0011 alpha_VALUE
2025-08-19 2025-08-20 country_JP -0.0793 -0.0078 0.0006 tilt_COUNTRY
2025-08-19 2025-08-20 specret NaN NaN 0.0047 unexplained
2025-08-19 2025-08-20 momentum -0.1715 0.0010 -0.0002 alpha_MOMENTUM
2025-08-19 2025-08-20 fcost NaN NaN -0.0000 cost
2025-08-19 2025-08-20 ind_electronic_equipment -0.1096 0.0045 -0.0005 tilt_INDUSTRY
2025-08-19 2025-08-20 ind_uranium -0.0025 -0.0341 0.0001 tilt_INDUSTRY
2025-08-19 2025-08-20 ind_consumer_goods_conglomerates 0.0183 -0.0121 -0.0002 tilt_INDUSTRY
2025-08-19 2025-08-20 ind_media_publishing 0.0173 -0.0032 -0.0001 tilt_INDUSTRY
2025-08-19 2025-08-20 ind_leisure_products 0.0091 0.0039 0.0000 tilt_INDUSTRY
2025-08-19 2025-08-20 ind_pharmaceuticals -0.0480 -0.0087 0.0004 tilt_INDUSTRY
2025-08-19 2025-08-20 ind_banking_services -0.0398 0.0003 -0.0000 tilt_INDUSTRY
2025-08-20 2025-08-21 size_LARGE 0.1004 -0.0009 -0.0001 tilt_SIZE
2025-08-20 2025-08-21 momentum -0.1858 -0.0010 0.0002 alpha_MOMENTUM
2025-08-20 2025-08-21 linearCost NaN NaN -0.0001 cost
2025-08-20 2025-08-21 country_XH 0.0628 0.0048 0.0003 tilt_COUNTRY
2025-08-20 2025-08-21 ind_communications_equipment 0.0124 -0.0051 -0.0001 tilt_INDUSTRY
2025-08-20 2025-08-21 ind_automobile -0.0797 -0.0028 0.0002 tilt_INDUSTRY
2025-08-20 2025-08-21 ind_renewable_energy 0.0139 -0.0038 -0.0001 tilt_INDUSTRY
2025-08-20 2025-08-21 ind_fintech -0.0010 0.0111 -0.0000 tilt_INDUSTRY
2025-08-20 2025-08-21 ind_water_utilities -0.0087 -0.0035 0.0000 tilt_INDUSTRY
2025-08-20 2025-08-21 size_SMALL -0.0037 -0.0001 0.0000 tilt_SIZE
2025-08-20 2025-08-21 ind_chemicals 0.0131 0.0045 0.0001 tilt_INDUSTRY
2025-08-20 2025-08-21 ind_media_publishing 0.0176 0.0011 0.0000 tilt_INDUSTRY
2025-08-20 2025-08-21 country_PH 0.0024 -0.0039 -0.0000 tilt_COUNTRY
2025-08-20 2025-08-21 ind_metals_mining -0.0896 0.0008 -0.0001 tilt_INDUSTRY
2025-08-20 2025-08-21 ind_computers_phones_household_electronics 0.0775 0.0002 0.0000 tilt_INDUSTRY
2025-08-20 2025-08-21 ind_household_products_services -0.0221 -0.0009 0.0000 tilt_INDUSTRY
2025-08-20 2025-08-21 ind_electronic_equipment -0.1180 -0.0003 0.0000 tilt_INDUSTRY
2025-08-20 2025-08-21 ind_diversified_retail -0.0144 -0.0012 0.0000 tilt_INDUSTRY
2025-08-20 2025-08-21 ind_food_drug_retail 0.0416 -0.0011 -0.0000 tilt_INDUSTRY
2025-08-20 2025-08-21 value_gc 2.1131 -0.0003 -0.0007 alpha_VALUE
2025-08-20 2025-08-21 pdiscrepancy NaN NaN 0.0000 unexplained
2025-08-20 2025-08-21 linkage 0.7298 0.0002 0.0001 alpha_MOMENTUM
2025-08-20 2025-08-21 specret NaN NaN -0.0022 unexplained
2025-08-20 2025-08-21 country_JP -0.0822 -0.0060 0.0005 tilt_COUNTRY
2025-08-20 2025-08-21 ind_banking_services -0.0494 -0.0005 0.0000 tilt_INDUSTRY
2025-08-20 2025-08-21 ind_consumer_goods_conglomerates 0.0188 0.0042 0.0001 tilt_INDUSTRY
2025-08-20 2025-08-21 ind_paper_forestry 0.0000 0.0060 0.0000 tilt_INDUSTRY
2025-08-20 2025-08-21 fcost NaN NaN -0.0000 cost
2025-08-20 2025-08-21 size_MID -0.0985 0.0006 -0.0001 tilt_SIZE
2025-08-20 2025-08-21 ind_software_it_services 0.0747 0.0025 0.0002 tilt_INDUSTRY
2025-08-20 2025-08-21 ind_healthcare_providers_services 0.0275 -0.0040 -0.0001 tilt_INDUSTRY
2025-08-20 2025-08-21 ind_integrated_hardware_software 0.0110 -0.0013 -0.0000 tilt_INDUSTRY
2025-08-20 2025-08-21 ind_pharmaceuticals -0.0643 0.0028 -0.0002 tilt_INDUSTRY
2025-08-20 2025-08-21 ind_holding_companies 0.0072 0.0039 0.0000 tilt_INDUSTRY
2025-08-20 2025-08-21 sdiscrepancy NaN NaN -0.0004 unexplained
2025-08-20 2025-08-21 ind_natural_gas_utilities 0.0035 -0.0034 -0.0000 tilt_INDUSTRY
2025-08-20 2025-08-21 ind_hotels_entertainment -0.0669 -0.0043 0.0003 tilt_INDUSTRY
2025-08-20 2025-08-21 fmom 0.3665 0.0004 0.0001 alpha_QUALITY
2025-08-20 2025-08-21 country_AU -0.1033 0.0081 -0.0008 tilt_COUNTRY
2025-08-20 2025-08-21 country_NZ -0.0180 0.0011 -0.0000 tilt_COUNTRY
2025-08-20 2025-08-21 ind_healthcare_equipment_supplies -0.0989 0.0058 -0.0006 tilt_INDUSTRY
2025-08-20 2025-08-21 sbeta_market 0.0209 -0.0091 -0.0002 risk_exposure
2025-08-20 2025-08-21 country_IN 0.0000 -0.0057 0.0000 tilt_COUNTRY
2025-08-20 2025-08-21 quality 4.1399 0.0007 0.0030 alpha_QUALITY
2025-08-20 2025-08-21 ind_electric_utilities_ipps -0.0749 0.0021 -0.0002 tilt_INDUSTRY
2025-08-20 2025-08-21 country_TW 0.0386 0.0131 0.0005 tilt_COUNTRY
2025-08-20 2025-08-21 size_MICRO -0.0091 0.0015 -0.0000 tilt_SIZE
2025-08-20 2025-08-21 ind_coal -0.0457 0.0049 -0.0002 tilt_INDUSTRY
2025-08-20 2025-08-21 ind_specialty_reatil 0.0044 0.0001 0.0000 tilt_INDUSTRY
2025-08-20 2025-08-21 reversal 0.9226 0.0014 0.0013 alpha_REVERSAL
2025-08-20 2025-08-21 country_KR -0.1018 -0.0005 0.0000 tilt_COUNTRY
2025-08-20 2025-08-21 impactCost NaN NaN -0.0001 cost
2025-08-20 2025-08-21 ind_biotechnology -0.0163 0.0094 -0.0002 tilt_INDUSTRY
2025-08-20 2025-08-21 ind_office_equipment -0.0179 0.0058 -0.0001 tilt_INDUSTRY
2025-08-20 2025-08-21 ind_containers_packaging 0.0073 0.0037 0.0000 tilt_INDUSTRY
2025-08-20 2025-08-21 country_MY 0.0132 -0.0066 -0.0001 tilt_COUNTRY
2025-08-20 2025-08-21 ind_textiles_apparel -0.0158 0.0051 -0.0001 tilt_INDUSTRY
2025-08-20 2025-08-21 ind_telecommunications_serices 0.1233 -0.0045 -0.0006 tilt_INDUSTRY
2025-08-20 2025-08-21 ind_insurance 0.0594 -0.0005 -0.0000 tilt_INDUSTRY
2025-08-20 2025-08-21 country_ID 0.0000 -0.0079 0.0000 tilt_COUNTRY
2025-08-20 2025-08-21 country_HK 0.1308 0.0035 0.0005 tilt_COUNTRY
2025-08-20 2025-08-21 ind_investment_services 0.0902 -0.0010 -0.0001 tilt_INDUSTRY
2025-08-20 2025-08-21 ind_freight_logistics -0.0344 -0.0028 0.0001 tilt_INDUSTRY
2025-08-20 2025-08-21 ind_commercial_services_supplies -0.0141 0.0027 -0.0000 tilt_INDUSTRY
2025-08-20 2025-08-21 value_liq 0.6552 0.0019 0.0013 alpha_VALUE
2025-08-20 2025-08-21 ind_transportation_infrastructure 0.0070 0.0032 0.0000 tilt_INDUSTRY
2025-08-20 2025-08-21 ind_oil_gas_equipment_services -0.0157 0.0100 -0.0002 tilt_INDUSTRY
2025-08-20 2025-08-21 country_CN -0.0918 -0.0003 0.0000 tilt_COUNTRY
2025-08-20 2025-08-21 ind_real_estate_operations -0.0221 -0.0004 0.0000 tilt_INDUSTRY
2025-08-20 2025-08-21 ind_leisure_products 0.0094 0.0012 0.0000 tilt_INDUSTRY
2025-08-20 2025-08-21 market -0.0109 0.0087 -0.0001 risk_exposure
2025-08-20 2025-08-21 ind_uranium -0.0025 -0.0050 0.0000 tilt_INDUSTRY
2025-08-20 2025-08-21 ind_beverages -0.0858 -0.0050 0.0004 tilt_INDUSTRY
2025-08-20 2025-08-21 ind_aerospace_defense -0.0120 0.0008 -0.0000 tilt_INDUSTRY
2025-08-20 2025-08-21 ind_food_tobacco 0.0639 -0.0012 -0.0001 tilt_INDUSTRY
2025-08-20 2025-08-21 ind_construction_engineering 0.0728 0.0044 0.0003 tilt_INDUSTRY
2025-08-20 2025-08-21 ind_semiconductors 0.0312 -0.0040 -0.0001 tilt_INDUSTRY
2025-08-20 2025-08-21 ind_construction_materials -0.0008 -0.0052 0.0000 tilt_INDUSTRY
2025-08-20 2025-08-21 ind_multiline_utilities -0.0133 -0.0030 0.0000 tilt_INDUSTRY
2025-08-20 2025-08-21 country_SG 0.0409 -0.0007 -0.0000 tilt_COUNTRY
2025-08-20 2025-08-21 ind_oil_gas 0.0486 0.0066 0.0003 tilt_INDUSTRY
2025-08-20 2025-08-21 bcost NaN NaN -0.0003 cost
2025-08-20 2025-08-21 revision 0.8613 0.0016 0.0014 alpha_REVISION
2025-08-20 2025-08-21 country_TH 0.0974 -0.0080 -0.0008 tilt_COUNTRY
2025-08-20 2025-08-21 ind_machinery 0.1522 -0.0032 -0.0005 tilt_INDUSTRY
2025-08-20 2025-08-21 ind_passenger_transportation 0.0202 -0.0040 -0.0001 tilt_INDUSTRY
2025-08-20 2025-08-21 stability 4.7224 -0.0005 -0.0021 alpha_QUALITY
2025-08-20 2025-08-21 ind_homebuilding_building_products -0.0344 -0.0002 0.0000 tilt_INDUSTRY
2025-08-20 2025-08-21 neglect 0.9515 0.0002 0.0002 alpha_VALUE
2025-08-20 2025-08-21 ind_industrial_distribution 0.0208 0.0043 0.0001 tilt_INDUSTRY
2025-08-20 2025-08-21 ind_household_goods -0.0220 0.0022 -0.0000 tilt_INDUSTRY
2025-08-21 2025-08-22 ind_telecommunications_serices 0.1222 0.0074 0.0009 tilt_INDUSTRY
2025-08-21 2025-08-22 market -0.0292 -0.0063 0.0002 risk_exposure
2025-08-21 2025-08-22 country_TW 0.0435 -0.0144 -0.0006 tilt_COUNTRY
2025-08-21 2025-08-22 ind_office_equipment -0.0178 -0.0057 0.0001 tilt_INDUSTRY
2025-08-21 2025-08-22 country_TH 0.0967 0.0052 0.0005 tilt_COUNTRY
2025-08-21 2025-08-22 ind_fintech -0.0010 0.0112 -0.0000 tilt_INDUSTRY
2025-08-21 2025-08-22 linearCost NaN NaN -0.0002 cost
2025-08-21 2025-08-22 ind_coal -0.0456 -0.0071 0.0003 tilt_INDUSTRY
2025-08-21 2025-08-22 revision 0.8960 0.0004 0.0004 alpha_REVISION
2025-08-21 2025-08-22 fmom 0.3926 0.0002 0.0001 alpha_QUALITY
2025-08-21 2025-08-22 ind_beverages -0.0822 -0.0039 0.0003 tilt_INDUSTRY
2025-08-21 2025-08-22 ind_multiline_utilities -0.0133 0.0049 -0.0001 tilt_INDUSTRY
2025-08-21 2025-08-22 ind_household_products_services -0.0217 -0.0045 0.0001 tilt_INDUSTRY
2025-08-21 2025-08-22 size_LARGE 0.0876 0.0020 0.0002 tilt_SIZE
2025-08-21 2025-08-22 ind_real_estate_operations -0.0210 -0.0040 0.0001 tilt_INDUSTRY
2025-08-21 2025-08-22 ind_homebuilding_building_products -0.0339 -0.0085 0.0003 tilt_INDUSTRY
2025-08-21 2025-08-22 ind_natural_gas_utilities 0.0037 0.0023 0.0000 tilt_INDUSTRY
2025-08-21 2025-08-22 ind_pharmaceuticals -0.0752 -0.0022 0.0002 tilt_INDUSTRY
2025-08-21 2025-08-22 stability 4.6767 -0.0002 -0.0008 alpha_QUALITY
2025-08-21 2025-08-22 country_SG 0.0395 0.0051 0.0002 tilt_COUNTRY
2025-08-21 2025-08-22 ind_commercial_services_supplies -0.0135 -0.0039 0.0001 tilt_INDUSTRY
2025-08-21 2025-08-22 ind_banking_services -0.0581 -0.0017 0.0001 tilt_INDUSTRY
2025-08-21 2025-08-22 country_JP -0.0730 0.0024 -0.0002 tilt_COUNTRY
2025-08-21 2025-08-22 ind_metals_mining -0.0838 -0.0059 0.0005 tilt_INDUSTRY
2025-08-21 2025-08-22 linkage 0.7763 0.0001 0.0001 alpha_MOMENTUM
2025-08-21 2025-08-22 ind_uranium -0.0025 0.0430 -0.0001 tilt_INDUSTRY
2025-08-21 2025-08-22 size_MID -0.1066 0.0021 -0.0002 tilt_SIZE
2025-08-21 2025-08-22 sbeta_market 0.0022 0.0120 0.0000 risk_exposure
2025-08-21 2025-08-22 ind_electronic_equipment -0.1162 -0.0002 0.0000 tilt_INDUSTRY
2025-08-21 2025-08-22 country_HK 0.1225 -0.0054 -0.0007 tilt_COUNTRY
2025-08-21 2025-08-22 country_ID 0.0000 -0.0042 0.0000 tilt_COUNTRY
2025-08-21 2025-08-22 ind_communications_equipment 0.0160 0.0045 0.0001 tilt_INDUSTRY
2025-08-21 2025-08-22 ind_computers_phones_household_electronics 0.0758 0.0065 0.0005 tilt_INDUSTRY
2025-08-21 2025-08-22 ind_automobile -0.0731 -0.0000 0.0000 tilt_INDUSTRY
2025-08-21 2025-08-22 ind_oil_gas 0.0537 -0.0043 -0.0002 tilt_INDUSTRY
2025-08-21 2025-08-22 bcost NaN NaN -0.0003 cost
2025-08-21 2025-08-22 sdiscrepancy NaN NaN 0.0005 unexplained
2025-08-21 2025-08-22 country_PH 0.0024 0.0011 0.0000 tilt_COUNTRY
2025-08-21 2025-08-22 ind_holding_companies 0.0072 -0.0023 -0.0000 tilt_INDUSTRY
2025-08-21 2025-08-22 ind_integrated_hardware_software 0.0112 0.0012 0.0000 tilt_INDUSTRY
2025-08-21 2025-08-22 ind_healthcare_providers_services 0.0298 -0.0008 -0.0000 tilt_INDUSTRY
2025-08-21 2025-08-22 country_AU -0.1013 -0.0033 0.0003 tilt_COUNTRY
2025-08-21 2025-08-22 ind_freight_logistics -0.0332 -0.0059 0.0002 tilt_INDUSTRY
2025-08-21 2025-08-22 fcost NaN NaN -0.0000 cost
2025-08-21 2025-08-22 ind_consumer_goods_conglomerates 0.0179 -0.0055 -0.0001 tilt_INDUSTRY
2025-08-21 2025-08-22 ind_software_it_services 0.0721 0.0044 0.0003 tilt_INDUSTRY
2025-08-21 2025-08-22 specret NaN NaN -0.0019 unexplained
2025-08-21 2025-08-22 momentum -0.1978 0.0015 -0.0003 alpha_MOMENTUM
2025-08-21 2025-08-22 ind_water_utilities -0.0085 0.0034 -0.0000 tilt_INDUSTRY
2025-08-21 2025-08-22 pdiscrepancy NaN NaN -0.0000 unexplained
2025-08-21 2025-08-22 ind_healthcare_equipment_supplies -0.0983 -0.0074 0.0007 tilt_INDUSTRY
2025-08-21 2025-08-22 ind_paper_forestry 0.0000 0.0001 0.0000 tilt_INDUSTRY
2025-08-21 2025-08-22 ind_renewable_energy 0.0138 -0.0009 -0.0000 tilt_INDUSTRY
2025-08-21 2025-08-22 ind_hotels_entertainment -0.0640 -0.0036 0.0002 tilt_INDUSTRY
2025-08-21 2025-08-22 value_gc 2.0984 0.0007 0.0015 alpha_VALUE
2025-08-21 2025-08-22 value_liq 0.6686 -0.0017 -0.0012 alpha_VALUE
2025-08-21 2025-08-22 ind_leisure_products 0.0093 0.0013 0.0000 tilt_INDUSTRY
2025-08-21 2025-08-22 ind_transportation_infrastructure 0.0078 -0.0039 -0.0000 tilt_INDUSTRY
2025-08-21 2025-08-22 ind_aerospace_defense -0.0173 0.0098 -0.0002 tilt_INDUSTRY
2025-08-21 2025-08-22 ind_household_goods -0.0210 -0.0060 0.0001 tilt_INDUSTRY
2025-08-21 2025-08-22 ind_oil_gas_equipment_services -0.0160 0.0007 -0.0000 tilt_INDUSTRY
2025-08-21 2025-08-22 ind_semiconductors 0.0126 0.0127 0.0002 tilt_INDUSTRY
2025-08-21 2025-08-22 country_NZ -0.0178 -0.0080 0.0001 tilt_COUNTRY
2025-08-21 2025-08-22 ind_construction_materials -0.0008 -0.0046 0.0000 tilt_INDUSTRY
2025-08-21 2025-08-22 ind_food_tobacco 0.0615 -0.0039 -0.0002 tilt_INDUSTRY
2025-08-21 2025-08-22 ind_passenger_transportation 0.0201 -0.0047 -0.0001 tilt_INDUSTRY
2025-08-21 2025-08-22 ind_construction_engineering 0.0701 0.0030 0.0002 tilt_INDUSTRY
2025-08-21 2025-08-22 ind_food_drug_retail 0.0407 -0.0070 -0.0003 tilt_INDUSTRY
2025-08-21 2025-08-22 ind_industrial_distribution 0.0214 -0.0003 -0.0000 tilt_INDUSTRY
2025-08-21 2025-08-22 ind_investment_services 0.0848 0.0067 0.0006 tilt_INDUSTRY
2025-08-21 2025-08-22 ind_machinery 0.1512 0.0004 0.0001 tilt_INDUSTRY
2025-08-21 2025-08-22 neglect 0.9221 -0.0006 -0.0005 alpha_VALUE
2025-08-21 2025-08-22 country_KR -0.1016 0.0020 -0.0002 tilt_COUNTRY
2025-08-21 2025-08-22 country_CN -0.1103 0.0029 -0.0003 tilt_COUNTRY
2025-08-21 2025-08-22 quality 4.1243 -0.0017 -0.0068 alpha_QUALITY
2025-08-21 2025-08-22 ind_chemicals 0.0147 -0.0055 -0.0001 tilt_INDUSTRY
2025-08-21 2025-08-22 size_SMALL -0.0004 -0.0037 0.0000 tilt_SIZE
2025-08-21 2025-08-22 ind_media_publishing 0.0173 0.0015 0.0000 tilt_INDUSTRY
2025-08-21 2025-08-22 ind_electric_utilities_ipps -0.0735 -0.0000 0.0000 tilt_INDUSTRY
2025-08-21 2025-08-22 size_MICRO -0.0098 -0.0043 0.0000 tilt_SIZE
2025-08-21 2025-08-22 ind_diversified_retail -0.0143 -0.0014 0.0000 tilt_INDUSTRY
2025-08-21 2025-08-22 ind_textiles_apparel -0.0153 -0.0010 0.0000 tilt_INDUSTRY
2025-08-21 2025-08-22 ind_containers_packaging 0.0069 -0.0016 -0.0000 tilt_INDUSTRY
2025-08-21 2025-08-22 country_MY 0.0134 0.0022 0.0000 tilt_COUNTRY
2025-08-21 2025-08-22 ind_biotechnology -0.0182 0.0046 -0.0001 tilt_INDUSTRY
2025-08-21 2025-08-22 ind_insurance 0.0626 0.0016 0.0001 tilt_INDUSTRY
2025-08-21 2025-08-22 country_IN 0.0000 -0.0040 0.0000 tilt_COUNTRY
2025-08-21 2025-08-22 country_XH 0.0568 -0.0045 -0.0003 tilt_COUNTRY
2025-08-21 2025-08-22 reversal 0.9257 -0.0008 -0.0008 alpha_REVERSAL
2025-08-21 2025-08-22 impactCost NaN NaN -0.0002 cost
2025-08-21 2025-08-22 ind_specialty_reatil 0.0057 -0.0041 -0.0000 tilt_INDUSTRY
2025-08-22 2025-08-25 ind_real_estate_operations -0.0226 0.0067 -0.0002 tilt_INDUSTRY
2025-08-22 2025-08-25 ind_homebuilding_building_products -0.0341 0.0069 -0.0002 tilt_INDUSTRY
2025-08-22 2025-08-25 ind_coal -0.0465 0.0040 -0.0002 tilt_INDUSTRY
2025-08-22 2025-08-25 ind_specialty_reatil 0.0070 0.0033 0.0000 tilt_INDUSTRY
2025-08-22 2025-08-25 ind_investment_services 0.0824 -0.0036 -0.0003 tilt_INDUSTRY
2025-08-22 2025-08-25 country_SG 0.0392 -0.0024 -0.0001 tilt_COUNTRY
2025-08-22 2025-08-25 ind_passenger_transportation 0.0201 -0.0013 -0.0000 tilt_INDUSTRY
2025-08-22 2025-08-25 sbeta_market 0.0024 0.0106 0.0000 risk_exposure
2025-08-22 2025-08-25 neglect 0.8682 0.0004 0.0004 alpha_VALUE
2025-08-22 2025-08-25 country_TW 0.0508 0.0081 0.0004 tilt_COUNTRY
2025-08-22 2025-08-25 ind_construction_materials -0.0007 0.0034 -0.0000 tilt_INDUSTRY
2025-08-22 2025-08-25 ind_electric_utilities_ipps -0.0748 0.0005 -0.0000 tilt_INDUSTRY
2025-08-22 2025-08-25 ind_semiconductors -0.0052 -0.0019 0.0000 tilt_INDUSTRY
2025-08-22 2025-08-25 reversal 1.2540 0.0032 0.0040 alpha_REVERSAL
2025-08-22 2025-08-25 quality 4.2070 0.0007 0.0030 alpha_QUALITY
2025-08-22 2025-08-25 ind_uranium -0.0028 0.0499 -0.0001 tilt_INDUSTRY
2025-08-22 2025-08-25 ind_oil_gas 0.0560 -0.0025 -0.0001 tilt_INDUSTRY
2025-08-22 2025-08-25 ind_aerospace_defense -0.0162 0.0024 -0.0000 tilt_INDUSTRY
2025-08-22 2025-08-25 ind_household_goods -0.0203 0.0054 -0.0001 tilt_INDUSTRY
2025-08-22 2025-08-25 ind_leisure_products 0.0092 -0.0071 -0.0001 tilt_INDUSTRY
2025-08-22 2025-08-25 country_IN 0.0000 -0.0020 0.0000 tilt_COUNTRY
2025-08-22 2025-08-25 ind_commercial_services_supplies -0.0193 -0.0009 0.0000 tilt_INDUSTRY
2025-08-22 2025-08-25 ind_beverages -0.0832 0.0077 -0.0006 tilt_INDUSTRY
2025-08-22 2025-08-25 country_NZ -0.0181 0.0023 -0.0000 tilt_COUNTRY
2025-08-22 2025-08-25 fmom 0.4452 0.0000 0.0000 alpha_QUALITY
2025-08-22 2025-08-25 ind_hotels_entertainment -0.0614 0.0041 -0.0003 tilt_INDUSTRY
2025-08-22 2025-08-25 ind_biotechnology -0.0196 0.0049 -0.0001 tilt_INDUSTRY
2025-08-22 2025-08-25 ind_healthcare_equipment_supplies -0.0985 -0.0044 0.0004 tilt_INDUSTRY
2025-08-22 2025-08-25 country_HK 0.1163 0.0021 0.0002 tilt_COUNTRY
2025-08-22 2025-08-25 pdiscrepancy NaN NaN 0.0000 unexplained
2025-08-22 2025-08-25 country_ID 0.0000 0.0026 0.0000 tilt_COUNTRY
2025-08-22 2025-08-25 ind_insurance 0.0649 -0.0099 -0.0006 tilt_INDUSTRY
2025-08-22 2025-08-25 size_MID -0.1055 0.0001 -0.0000 tilt_SIZE
2025-08-22 2025-08-25 value_liq 0.7261 -0.0005 -0.0003 alpha_VALUE
2025-08-22 2025-08-25 specret NaN NaN -0.0106 unexplained
2025-08-22 2025-08-25 size_MICRO -0.0105 -0.0038 0.0000 tilt_SIZE
2025-08-22 2025-08-25 linkage 0.7923 -0.0002 -0.0002 alpha_MOMENTUM
2025-08-22 2025-08-25 ind_software_it_services 0.0685 -0.0011 -0.0001 tilt_INDUSTRY
2025-08-22 2025-08-25 country_AU -0.1012 -0.0012 0.0001 tilt_COUNTRY
2025-08-22 2025-08-25 country_JP -0.0717 -0.0065 0.0005 tilt_COUNTRY
2025-08-22 2025-08-25 ind_pharmaceuticals -0.0759 0.0010 -0.0001 tilt_INDUSTRY
2025-08-22 2025-08-25 impactCost NaN NaN -0.0002 cost
2025-08-22 2025-08-25 stability 4.6708 0.0003 0.0012 alpha_QUALITY
2025-08-22 2025-08-25 ind_consumer_goods_conglomerates 0.0177 -0.0053 -0.0001 tilt_INDUSTRY
2025-08-22 2025-08-25 country_MY 0.0139 0.0012 0.0000 tilt_COUNTRY
2025-08-22 2025-08-25 fcost NaN NaN -0.0001 cost
2025-08-22 2025-08-25 ind_telecommunications_serices 0.1233 -0.0038 -0.0005 tilt_INDUSTRY
2025-08-22 2025-08-25 ind_healthcare_providers_services 0.0328 -0.0036 -0.0001 tilt_INDUSTRY
2025-08-22 2025-08-25 ind_integrated_hardware_software 0.0116 -0.0097 -0.0001 tilt_INDUSTRY
2025-08-22 2025-08-25 ind_holding_companies 0.0072 -0.0080 -0.0001 tilt_INDUSTRY
2025-08-22 2025-08-25 ind_textiles_apparel -0.0155 -0.0013 0.0000 tilt_INDUSTRY
2025-08-22 2025-08-25 ind_containers_packaging 0.0063 -0.0036 -0.0000 tilt_INDUSTRY
2025-08-22 2025-08-25 ind_natural_gas_utilities 0.0041 -0.0029 -0.0000 tilt_INDUSTRY
2025-08-22 2025-08-25 ind_freight_logistics -0.0318 -0.0068 0.0002 tilt_INDUSTRY
2025-08-22 2025-08-25 country_KR -0.1037 0.0092 -0.0010 tilt_COUNTRY
2025-08-22 2025-08-25 ind_office_equipment -0.0181 0.0047 -0.0001 tilt_INDUSTRY
2025-08-22 2025-08-25 ind_industrial_distribution 0.0230 0.0084 0.0002 tilt_INDUSTRY
2025-08-22 2025-08-25 ind_paper_forestry 0.0000 0.0052 0.0000 tilt_INDUSTRY
2025-08-22 2025-08-25 ind_banking_services -0.0609 -0.0051 0.0003 tilt_INDUSTRY
2025-08-22 2025-08-25 ind_computers_phones_household_electronics 0.0784 -0.0041 -0.0003 tilt_INDUSTRY
2025-08-22 2025-08-25 ind_food_drug_retail 0.0408 -0.0031 -0.0001 tilt_INDUSTRY
2025-08-22 2025-08-25 ind_machinery 0.1450 0.0027 0.0004 tilt_INDUSTRY
2025-08-22 2025-08-25 ind_metals_mining -0.0793 0.0135 -0.0011 tilt_INDUSTRY
2025-08-22 2025-08-25 sdiscrepancy NaN NaN -0.0001 unexplained
2025-08-22 2025-08-25 ind_household_products_services -0.0212 -0.0062 0.0001 tilt_INDUSTRY
2025-08-22 2025-08-25 ind_media_publishing 0.0175 0.0002 0.0000 tilt_INDUSTRY
2025-08-22 2025-08-25 ind_food_tobacco 0.0619 0.0031 0.0002 tilt_INDUSTRY
2025-08-22 2025-08-25 market -0.0329 -0.0014 0.0000 risk_exposure
2025-08-22 2025-08-25 ind_transportation_infrastructure 0.0092 0.0023 0.0000 tilt_INDUSTRY
2025-08-22 2025-08-25 ind_diversified_retail -0.0123 0.0076 -0.0001 tilt_INDUSTRY
2025-08-22 2025-08-25 revision 0.9558 -0.0000 -0.0000 alpha_REVISION
2025-08-22 2025-08-25 size_LARGE 0.0871 0.0033 0.0003 tilt_SIZE
2025-08-22 2025-08-25 linearCost NaN NaN -0.0001 cost
2025-08-22 2025-08-25 country_PH 0.0025 -0.0034 -0.0000 tilt_COUNTRY
2025-08-22 2025-08-25 ind_electronic_equipment -0.1098 -0.0013 0.0001 tilt_INDUSTRY
2025-08-22 2025-08-25 ind_construction_engineering 0.0677 -0.0013 -0.0001 tilt_INDUSTRY
2025-08-22 2025-08-25 ind_renewable_energy 0.0150 0.0035 0.0001 tilt_INDUSTRY
2025-08-22 2025-08-25 size_SMALL -0.0041 -0.0025 0.0000 tilt_SIZE
2025-08-22 2025-08-25 ind_oil_gas_equipment_services -0.0161 0.0013 -0.0000 tilt_INDUSTRY
2025-08-22 2025-08-25 ind_multiline_utilities -0.0131 0.0002 -0.0000 tilt_INDUSTRY
2025-08-22 2025-08-25 ind_automobile -0.0705 -0.0040 0.0003 tilt_INDUSTRY
2025-08-22 2025-08-25 bcost NaN NaN -0.0010 cost
2025-08-22 2025-08-25 country_CN -0.1142 -0.0003 0.0000 tilt_COUNTRY
2025-08-22 2025-08-25 ind_fintech -0.0009 0.0024 -0.0000 tilt_INDUSTRY
2025-08-22 2025-08-25 country_TH 0.0968 0.0061 0.0006 tilt_COUNTRY
2025-08-22 2025-08-25 value_gc 2.1702 0.0004 0.0010 alpha_VALUE
2025-08-22 2025-08-25 ind_chemicals 0.0167 0.0005 0.0000 tilt_INDUSTRY
2025-08-22 2025-08-25 ind_water_utilities -0.0086 0.0029 -0.0000 tilt_INDUSTRY
2025-08-22 2025-08-25 momentum -0.0882 -0.0009 0.0001 alpha_MOMENTUM
2025-08-22 2025-08-25 country_XH 0.0565 0.0019 0.0001 tilt_COUNTRY
2025-08-22 2025-08-25 ind_communications_equipment 0.0203 0.0146 0.0003 tilt_INDUSTRY
2025-08-25 2025-08-26 country_AU -0.0992 0.0007 -0.0001 tilt_COUNTRY
2025-08-25 2025-08-26 ind_pharmaceuticals -0.0679 -0.0060 0.0004 tilt_INDUSTRY
2025-08-25 2025-08-26 ind_banking_services -0.0676 -0.0046 0.0003 tilt_INDUSTRY
2025-08-25 2025-08-26 country_HK 0.1118 -0.0008 -0.0001 tilt_COUNTRY
2025-08-25 2025-08-26 value_liq 0.7249 0.0001 0.0001 alpha_VALUE
2025-08-25 2025-08-26 ind_software_it_services 0.0584 0.0051 0.0003 tilt_INDUSTRY
2025-08-25 2025-08-26 ind_fintech -0.0009 -0.0070 0.0000 tilt_INDUSTRY
2025-08-25 2025-08-26 specret NaN NaN -0.0028 unexplained
2025-08-25 2025-08-26 ind_electronic_equipment -0.1026 0.0090 -0.0009 tilt_INDUSTRY
2025-08-25 2025-08-26 ind_healthcare_providers_services 0.0320 -0.0023 -0.0001 tilt_INDUSTRY
2025-08-25 2025-08-26 linkage 0.7927 -0.0001 -0.0001 alpha_MOMENTUM
2025-08-25 2025-08-26 country_JP -0.0722 -0.0056 0.0004 tilt_COUNTRY
2025-08-25 2025-08-26 size_MID -0.0961 0.0012 -0.0001 tilt_SIZE
2025-08-25 2025-08-26 fcost NaN NaN -0.0000 cost
2025-08-25 2025-08-26 ind_water_utilities -0.0084 0.0046 -0.0000 tilt_INDUSTRY
2025-08-25 2025-08-26 ind_communications_equipment 0.0236 0.0015 0.0000 tilt_INDUSTRY
2025-08-25 2025-08-26 ind_consumer_goods_conglomerates 0.0165 -0.0051 -0.0001 tilt_INDUSTRY
2025-08-25 2025-08-26 momentum -0.0907 -0.0001 0.0000 alpha_MOMENTUM
2025-08-25 2025-08-26 stability 4.5343 -0.0004 -0.0020 alpha_QUALITY
2025-08-25 2025-08-26 country_TH 0.0917 -0.0097 -0.0009 tilt_COUNTRY
2025-08-25 2025-08-26 linearCost NaN NaN -0.0001 cost
2025-08-25 2025-08-26 pdiscrepancy NaN NaN 0.0000 unexplained
2025-08-25 2025-08-26 country_IN 0.0000 -0.0117 0.0000 tilt_COUNTRY
2025-08-25 2025-08-26 quality 4.1136 0.0007 0.0030 alpha_QUALITY
2025-08-25 2025-08-26 ind_automobile -0.0656 0.0039 -0.0003 tilt_INDUSTRY
2025-08-25 2025-08-26 ind_oil_gas 0.0536 0.0042 0.0002 tilt_INDUSTRY
2025-08-25 2025-08-26 ind_telecommunications_serices 0.1207 -0.0032 -0.0004 tilt_INDUSTRY
2025-08-25 2025-08-26 reversal 1.0044 0.0002 0.0002 alpha_REVERSAL
2025-08-25 2025-08-26 ind_chemicals 0.0208 0.0057 0.0001 tilt_INDUSTRY
2025-08-25 2025-08-26 country_TW 0.0547 0.0023 0.0001 tilt_COUNTRY
2025-08-25 2025-08-26 ind_electric_utilities_ipps -0.0738 -0.0052 0.0004 tilt_INDUSTRY
2025-08-25 2025-08-26 ind_specialty_reatil 0.0066 -0.0013 -0.0000 tilt_INDUSTRY
2025-08-25 2025-08-26 ind_coal -0.0469 -0.0066 0.0003 tilt_INDUSTRY
2025-08-25 2025-08-26 country_XH 0.0533 0.0008 0.0000 tilt_COUNTRY
2025-08-25 2025-08-26 impactCost NaN NaN -0.0001 cost
2025-08-25 2025-08-26 ind_biotechnology -0.0203 -0.0081 0.0002 tilt_INDUSTRY
2025-08-25 2025-08-26 ind_renewable_energy 0.0141 0.0037 0.0001 tilt_INDUSTRY
2025-08-25 2025-08-26 ind_media_publishing 0.0172 0.0016 0.0000 tilt_INDUSTRY
2025-08-25 2025-08-26 ind_metals_mining -0.0729 0.0010 -0.0001 tilt_INDUSTRY
2025-08-25 2025-08-26 ind_containers_packaging 0.0058 -0.0024 -0.0000 tilt_INDUSTRY
2025-08-25 2025-08-26 ind_household_products_services -0.0202 0.0053 -0.0001 tilt_INDUSTRY
2025-08-25 2025-08-26 ind_diversified_retail -0.0073 0.0007 -0.0000 tilt_INDUSTRY
2025-08-25 2025-08-26 ind_textiles_apparel -0.0150 -0.0006 0.0000 tilt_INDUSTRY
2025-08-25 2025-08-26 country_MY 0.0140 -0.0073 -0.0001 tilt_COUNTRY
2025-08-25 2025-08-26 size_LARGE 0.0870 -0.0036 -0.0003 tilt_SIZE
2025-08-25 2025-08-26 size_MICRO -0.0099 0.0052 -0.0001 tilt_SIZE
2025-08-25 2025-08-26 ind_insurance 0.0609 -0.0047 -0.0003 tilt_INDUSTRY
2025-08-25 2025-08-26 country_ID 0.0000 -0.0061 0.0000 tilt_COUNTRY
2025-08-25 2025-08-26 ind_healthcare_equipment_supplies -0.0959 0.0000 -0.0000 tilt_INDUSTRY
2025-08-25 2025-08-26 country_KR -0.1016 -0.0029 0.0003 tilt_COUNTRY
2025-08-25 2025-08-26 size_SMALL -0.0079 0.0011 -0.0000 tilt_SIZE
2025-08-25 2025-08-26 sbeta_market 0.0127 -0.0050 -0.0001 risk_exposure
2025-08-25 2025-08-26 ind_office_equipment -0.0174 -0.0006 0.0000 tilt_INDUSTRY
2025-08-25 2025-08-26 ind_integrated_hardware_software 0.0115 0.0050 0.0001 tilt_INDUSTRY
2025-08-25 2025-08-26 ind_multiline_utilities -0.0125 -0.0107 0.0001 tilt_INDUSTRY
2025-08-25 2025-08-26 ind_paper_forestry 0.0000 0.0027 0.0000 tilt_INDUSTRY
2025-08-25 2025-08-26 ind_leisure_products 0.0087 -0.0014 -0.0000 tilt_INDUSTRY
2025-08-25 2025-08-26 sdiscrepancy NaN NaN 0.0002 unexplained
2025-08-25 2025-08-26 ind_investment_services 0.0796 -0.0078 -0.0006 tilt_INDUSTRY
2025-08-25 2025-08-26 revision 1.0179 0.0007 0.0008 alpha_REVISION
2025-08-25 2025-08-26 ind_real_estate_operations -0.0249 -0.0070 0.0002 tilt_INDUSTRY
2025-08-25 2025-08-26 ind_computers_phones_household_electronics 0.0784 0.0029 0.0002 tilt_INDUSTRY
2025-08-25 2025-08-26 ind_aerospace_defense -0.0136 -0.0103 0.0001 tilt_INDUSTRY
2025-08-25 2025-08-26 ind_uranium -0.0027 0.0663 -0.0002 tilt_INDUSTRY
2025-08-25 2025-08-26 ind_food_drug_retail 0.0403 0.0048 0.0002 tilt_INDUSTRY
2025-08-25 2025-08-26 ind_transportation_infrastructure 0.0098 -0.0029 -0.0000 tilt_INDUSTRY
2025-08-25 2025-08-26 country_NZ -0.0178 -0.0103 0.0002 tilt_COUNTRY
2025-08-25 2025-08-26 value_gc 2.1258 0.0005 0.0012 alpha_VALUE
2025-08-25 2025-08-26 ind_freight_logistics -0.0303 0.0025 -0.0001 tilt_INDUSTRY
2025-08-25 2025-08-26 ind_food_tobacco 0.0598 0.0058 0.0003 tilt_INDUSTRY
2025-08-25 2025-08-26 ind_semiconductors -0.0064 0.0051 -0.0000 tilt_INDUSTRY
2025-08-25 2025-08-26 ind_construction_materials -0.0007 -0.0021 0.0000 tilt_INDUSTRY
2025-08-25 2025-08-26 country_SG 0.0361 0.0016 0.0001 tilt_COUNTRY
2025-08-25 2025-08-26 ind_construction_engineering 0.0627 -0.0010 -0.0001 tilt_INDUSTRY
2025-08-25 2025-08-26 market -0.0269 0.0006 -0.0000 risk_exposure
2025-08-25 2025-08-26 ind_holding_companies 0.0070 -0.0066 -0.0000 tilt_INDUSTRY
2025-08-25 2025-08-26 ind_passenger_transportation 0.0187 -0.0031 -0.0001 tilt_INDUSTRY
2025-08-25 2025-08-26 neglect 0.8294 -0.0007 -0.0005 alpha_VALUE
2025-08-25 2025-08-26 ind_homebuilding_building_products -0.0330 -0.0042 0.0001 tilt_INDUSTRY
2025-08-25 2025-08-26 fmom 0.4131 0.0005 0.0002 alpha_QUALITY
2025-08-25 2025-08-26 ind_oil_gas_equipment_services -0.0157 0.0074 -0.0001 tilt_INDUSTRY
2025-08-25 2025-08-26 country_CN -0.1002 0.0046 -0.0005 tilt_COUNTRY
2025-08-25 2025-08-26 ind_machinery 0.1324 -0.0011 -0.0002 tilt_INDUSTRY
2025-08-25 2025-08-26 ind_household_goods -0.0201 0.0003 -0.0000 tilt_INDUSTRY
2025-08-25 2025-08-26 ind_hotels_entertainment -0.0549 -0.0005 0.0000 tilt_INDUSTRY
2025-08-25 2025-08-26 bcost NaN NaN -0.0003 cost
2025-08-25 2025-08-26 ind_commercial_services_supplies -0.0146 0.0029 -0.0000 tilt_INDUSTRY
2025-08-25 2025-08-26 ind_industrial_distribution 0.0231 0.0017 0.0000 tilt_INDUSTRY
2025-08-25 2025-08-26 ind_beverages -0.0811 -0.0006 0.0000 tilt_INDUSTRY
2025-08-25 2025-08-26 country_PH 0.0025 -0.0135 -0.0000 tilt_COUNTRY
2025-08-25 2025-08-26 ind_natural_gas_utilities 0.0044 -0.0039 -0.0000 tilt_INDUSTRY
2025-08-26 2025-08-27 market -0.0274 -0.0040 0.0001 risk_exposure
2025-08-26 2025-08-27 ind_transportation_infrastructure 0.0094 -0.0044 -0.0000 tilt_INDUSTRY
2025-08-26 2025-08-27 size_LARGE 0.0866 -0.0002 -0.0000 tilt_SIZE
2025-08-26 2025-08-27 ind_telecommunications_serices 0.1205 -0.0039 -0.0005 tilt_INDUSTRY
2025-08-26 2025-08-27 ind_food_tobacco 0.0583 -0.0000 -0.0000 tilt_INDUSTRY
2025-08-26 2025-08-27 country_IN 0.0000 0.0083 0.0000 tilt_COUNTRY
2025-08-26 2025-08-27 ind_beverages -0.0724 -0.0067 0.0005 tilt_INDUSTRY
2025-08-26 2025-08-27 quality 4.0363 -0.0002 -0.0006 alpha_QUALITY
2025-08-26 2025-08-27 ind_semiconductors -0.0072 0.0121 -0.0001 tilt_INDUSTRY
2025-08-26 2025-08-27 ind_textiles_apparel -0.0149 -0.0033 0.0000 tilt_INDUSTRY
2025-08-26 2025-08-27 size_MICRO -0.0097 -0.0004 0.0000 tilt_SIZE
2025-08-26 2025-08-27 ind_metals_mining -0.0698 0.0041 -0.0003 tilt_INDUSTRY
2025-08-26 2025-08-27 ind_automobile -0.0622 0.0007 -0.0000 tilt_INDUSTRY
2025-08-26 2025-08-27 country_MY 0.0139 0.0132 0.0002 tilt_COUNTRY
2025-08-26 2025-08-27 ind_computers_phones_household_electronics 0.0787 0.0074 0.0006 tilt_INDUSTRY
2025-08-26 2025-08-27 fmom 0.3517 -0.0003 -0.0001 alpha_QUALITY
2025-08-26 2025-08-27 ind_multiline_utilities -0.0129 -0.0031 0.0000 tilt_INDUSTRY
2025-08-26 2025-08-27 ind_construction_materials -0.0007 -0.0014 0.0000 tilt_INDUSTRY
2025-08-26 2025-08-27 ind_electric_utilities_ipps -0.0746 0.0031 -0.0002 tilt_INDUSTRY
2025-08-26 2025-08-27 ind_containers_packaging 0.0053 -0.0027 -0.0000 tilt_INDUSTRY
2025-08-26 2025-08-27 ind_leisure_products 0.0083 -0.0068 -0.0001 tilt_INDUSTRY
2025-08-26 2025-08-27 ind_biotechnology -0.0205 -0.0027 0.0001 tilt_INDUSTRY
2025-08-26 2025-08-27 ind_specialty_reatil 0.0052 -0.0026 -0.0000 tilt_INDUSTRY
2025-08-26 2025-08-27 ind_oil_gas 0.0491 -0.0015 -0.0001 tilt_INDUSTRY
2025-08-26 2025-08-27 ind_household_products_services -0.0195 -0.0063 0.0001 tilt_INDUSTRY
2025-08-26 2025-08-27 country_TW 0.0512 0.0117 0.0006 tilt_COUNTRY
2025-08-26 2025-08-27 ind_media_publishing 0.0182 -0.0043 -0.0001 tilt_INDUSTRY
2025-08-26 2025-08-27 ind_coal -0.0465 -0.0034 0.0002 tilt_INDUSTRY
2025-08-26 2025-08-27 ind_diversified_retail -0.0042 -0.0016 0.0000 tilt_INDUSTRY
2025-08-26 2025-08-27 value_gc 2.0574 0.0004 0.0008 alpha_VALUE
2025-08-26 2025-08-27 ind_oil_gas_equipment_services -0.0148 -0.0091 0.0001 tilt_INDUSTRY
2025-08-26 2025-08-27 country_CN -0.0928 -0.0091 0.0008 tilt_COUNTRY
2025-08-26 2025-08-27 country_XH 0.0531 -0.0064 -0.0003 tilt_COUNTRY
2025-08-26 2025-08-27 ind_aerospace_defense -0.0137 -0.0039 0.0001 tilt_INDUSTRY
2025-08-26 2025-08-27 impactCost NaN NaN -0.0001 cost
2025-08-26 2025-08-27 ind_commercial_services_supplies -0.0054 -0.0015 0.0000 tilt_INDUSTRY
2025-08-26 2025-08-27 ind_chemicals 0.0242 -0.0012 -0.0000 tilt_INDUSTRY
2025-08-26 2025-08-27 ind_office_equipment -0.0174 -0.0003 0.0000 tilt_INDUSTRY
2025-08-26 2025-08-27 ind_uranium -0.0026 0.0105 -0.0000 tilt_INDUSTRY
2025-08-26 2025-08-27 reversal 1.1677 0.0010 0.0012 alpha_REVERSAL
2025-08-26 2025-08-27 neglect 0.8227 -0.0006 -0.0005 alpha_VALUE
2025-08-26 2025-08-27 ind_insurance 0.0605 -0.0058 -0.0003 tilt_INDUSTRY
2025-08-26 2025-08-27 ind_integrated_hardware_software 0.0114 0.0021 0.0000 tilt_INDUSTRY
2025-08-26 2025-08-27 ind_passenger_transportation 0.0172 0.0010 0.0000 tilt_INDUSTRY
2025-08-26 2025-08-27 linkage 0.8115 -0.0003 -0.0002 alpha_MOMENTUM
2025-08-26 2025-08-27 country_HK 0.1096 0.0003 0.0000 tilt_COUNTRY
2025-08-26 2025-08-27 stability 4.4654 0.0004 0.0016 alpha_QUALITY
2025-08-26 2025-08-27 momentum -0.1029 0.0009 -0.0001 alpha_MOMENTUM
2025-08-26 2025-08-27 ind_paper_forestry 0.0000 -0.0005 0.0000 tilt_INDUSTRY
2025-08-26 2025-08-27 country_NZ -0.0177 0.0064 -0.0001 tilt_COUNTRY
2025-08-26 2025-08-27 country_TH 0.0895 0.0041 0.0004 tilt_COUNTRY
2025-08-26 2025-08-27 country_JP -0.0708 0.0094 -0.0007 tilt_COUNTRY
2025-08-26 2025-08-27 ind_banking_services -0.0781 -0.0019 0.0002 tilt_INDUSTRY
2025-08-26 2025-08-27 ind_machinery 0.1252 0.0027 0.0003 tilt_INDUSTRY
2025-08-26 2025-08-27 ind_communications_equipment 0.0261 0.0064 0.0002 tilt_INDUSTRY
2025-08-26 2025-08-27 ind_consumer_goods_conglomerates 0.0157 -0.0031 -0.0000 tilt_INDUSTRY
2025-08-26 2025-08-27 ind_industrial_distribution 0.0242 -0.0010 -0.0000 tilt_INDUSTRY
2025-08-26 2025-08-27 ind_household_goods -0.0201 -0.0004 0.0000 tilt_INDUSTRY
2025-08-26 2025-08-27 fcost NaN NaN -0.0000 cost
2025-08-26 2025-08-27 ind_hotels_entertainment -0.0494 -0.0015 0.0001 tilt_INDUSTRY
2025-08-26 2025-08-27 ind_water_utilities -0.0084 0.0012 -0.0000 tilt_INDUSTRY
2025-08-26 2025-08-27 bcost NaN NaN -0.0003 cost
2025-08-26 2025-08-27 country_PH 0.0026 0.0267 0.0001 tilt_COUNTRY
2025-08-26 2025-08-27 ind_fintech -0.0009 0.0049 -0.0000 tilt_INDUSTRY
2025-08-26 2025-08-27 ind_healthcare_providers_services 0.0318 -0.0036 -0.0001 tilt_INDUSTRY
2025-08-26 2025-08-27 ind_holding_companies 0.0070 0.0009 0.0000 tilt_INDUSTRY
2025-08-26 2025-08-27 ind_natural_gas_utilities 0.0044 -0.0005 -0.0000 tilt_INDUSTRY
2025-08-26 2025-08-27 ind_electronic_equipment -0.1024 0.0055 -0.0006 tilt_INDUSTRY
2025-08-26 2025-08-27 ind_real_estate_operations -0.0319 -0.0060 0.0002 tilt_INDUSTRY
2025-08-26 2025-08-27 ind_pharmaceuticals -0.0608 -0.0082 0.0005 tilt_INDUSTRY
2025-08-26 2025-08-27 ind_software_it_services 0.0550 0.0011 0.0001 tilt_INDUSTRY
2025-08-26 2025-08-27 country_ID 0.0000 0.0025 0.0000 tilt_COUNTRY
2025-08-26 2025-08-27 ind_healthcare_equipment_supplies -0.0955 -0.0036 0.0003 tilt_INDUSTRY
2025-08-26 2025-08-27 ind_construction_engineering 0.0598 0.0008 0.0000 tilt_INDUSTRY
2025-08-26 2025-08-27 linearCost NaN NaN -0.0001 cost
2025-08-26 2025-08-27 country_KR -0.1002 0.0077 -0.0008 tilt_COUNTRY
2025-08-26 2025-08-27 size_SMALL -0.0074 -0.0005 0.0000 tilt_SIZE
2025-08-26 2025-08-27 country_SG 0.0331 0.0086 0.0003 tilt_COUNTRY
2025-08-26 2025-08-27 revision 0.9724 0.0006 0.0006 alpha_REVISION
2025-08-26 2025-08-27 value_liq 0.7178 -0.0005 -0.0004 alpha_VALUE
2025-08-26 2025-08-27 ind_freight_logistics -0.0307 0.0001 -0.0000 tilt_INDUSTRY
2025-08-26 2025-08-27 pdiscrepancy NaN NaN 0.0000 unexplained
2025-08-26 2025-08-27 ind_homebuilding_building_products -0.0330 -0.0028 0.0001 tilt_INDUSTRY
2025-08-26 2025-08-27 sbeta_market 0.0131 -0.0068 -0.0001 risk_exposure
2025-08-26 2025-08-27 ind_renewable_energy 0.0117 -0.0033 -0.0000 tilt_INDUSTRY
2025-08-26 2025-08-27 specret NaN NaN -0.0038 unexplained
2025-08-26 2025-08-27 sdiscrepancy NaN NaN 0.0000 unexplained
2025-08-26 2025-08-27 size_MID -0.0970 0.0006 -0.0001 tilt_SIZE
2025-08-26 2025-08-27 ind_investment_services 0.0777 -0.0035 -0.0003 tilt_INDUSTRY
2025-08-26 2025-08-27 country_AU -0.0991 0.0137 -0.0014 tilt_COUNTRY
2025-08-26 2025-08-27 ind_food_drug_retail 0.0377 -0.0094 -0.0004 tilt_INDUSTRY
2025-08-27 2025-08-28 size_MICRO -0.0097 -0.0058 0.0001 tilt_SIZE
2025-08-27 2025-08-28 ind_holding_companies 0.0071 0.0006 0.0000 tilt_INDUSTRY
2025-08-27 2025-08-28 ind_paper_forestry 0.0000 -0.0006 0.0000 tilt_INDUSTRY
2025-08-27 2025-08-28 country_HK 0.1073 -0.0052 -0.0006 tilt_COUNTRY
2025-08-27 2025-08-28 ind_beverages -0.0632 -0.0110 0.0007 tilt_INDUSTRY
2025-08-27 2025-08-28 ind_pharmaceuticals -0.0550 -0.0084 0.0005 tilt_INDUSTRY
2025-08-27 2025-08-28 linearCost NaN NaN -0.0002 cost
2025-08-27 2025-08-28 ind_biotechnology -0.0185 -0.0133 0.0002 tilt_INDUSTRY
2025-08-27 2025-08-28 stability 4.4483 0.0003 0.0014 alpha_QUALITY
2025-08-27 2025-08-28 ind_passenger_transportation 0.0163 -0.0001 -0.0000 tilt_INDUSTRY
2025-08-27 2025-08-28 ind_oil_gas_equipment_services -0.0141 -0.0025 0.0000 tilt_INDUSTRY
2025-08-27 2025-08-28 ind_chemicals 0.0229 -0.0034 -0.0001 tilt_INDUSTRY
2025-08-27 2025-08-28 ind_household_goods -0.0200 -0.0045 0.0001 tilt_INDUSTRY
2025-08-27 2025-08-28 country_TH 0.0896 0.0037 0.0003 tilt_COUNTRY
2025-08-27 2025-08-28 value_liq 0.7709 -0.0007 -0.0006 alpha_VALUE
2025-08-27 2025-08-28 ind_oil_gas 0.0468 0.0004 0.0000 tilt_INDUSTRY
2025-08-27 2025-08-28 ind_water_utilities -0.0083 -0.0039 0.0000 tilt_INDUSTRY
2025-08-27 2025-08-28 ind_healthcare_equipment_supplies -0.0959 -0.0115 0.0011 tilt_INDUSTRY
2025-08-27 2025-08-28 ind_renewable_energy 0.0109 0.0079 0.0001 tilt_INDUSTRY
2025-08-27 2025-08-28 ind_telecommunications_serices 0.1203 0.0034 0.0004 tilt_INDUSTRY
2025-08-27 2025-08-28 country_CN -0.1023 0.0051 -0.0005 tilt_COUNTRY
2025-08-27 2025-08-28 ind_textiles_apparel -0.0149 -0.0024 0.0000 tilt_INDUSTRY
2025-08-27 2025-08-28 ind_electronic_equipment -0.1026 0.0105 -0.0011 tilt_INDUSTRY
2025-08-27 2025-08-28 ind_leisure_products 0.0085 -0.0022 -0.0000 tilt_INDUSTRY
2025-08-27 2025-08-28 ind_aerospace_defense -0.0158 0.0030 -0.0000 tilt_INDUSTRY
2025-08-27 2025-08-28 value_gc 2.0804 -0.0001 -0.0002 alpha_VALUE
2025-08-27 2025-08-28 ind_communications_equipment 0.0284 0.0169 0.0005 tilt_INDUSTRY
2025-08-27 2025-08-28 ind_semiconductors -0.0131 0.0168 -0.0002 tilt_INDUSTRY
2025-08-27 2025-08-28 ind_fintech -0.0009 0.0028 -0.0000 tilt_INDUSTRY
2025-08-27 2025-08-28 revision 1.0562 0.0017 0.0018 alpha_REVISION
2025-08-27 2025-08-28 ind_containers_packaging 0.0053 -0.0019 -0.0000 tilt_INDUSTRY
2025-08-27 2025-08-28 ind_construction_materials -0.0007 -0.0023 0.0000 tilt_INDUSTRY
2025-08-27 2025-08-28 market -0.0305 0.0001 -0.0000 risk_exposure
2025-08-27 2025-08-28 pdiscrepancy NaN NaN 0.0000 unexplained
2025-08-27 2025-08-28 neglect 0.8679 0.0005 0.0004 alpha_VALUE
2025-08-27 2025-08-28 impactCost NaN NaN -0.0001 cost
2025-08-27 2025-08-28 ind_specialty_reatil 0.0048 -0.0011 -0.0000 tilt_INDUSTRY
2025-08-27 2025-08-28 country_AU -0.1001 -0.0035 0.0004 tilt_COUNTRY
2025-08-27 2025-08-28 ind_commercial_services_supplies -0.0040 -0.0057 0.0000 tilt_INDUSTRY
2025-08-27 2025-08-28 ind_metals_mining -0.0745 -0.0028 0.0002 tilt_INDUSTRY
2025-08-27 2025-08-28 ind_household_products_services -0.0190 -0.0032 0.0001 tilt_INDUSTRY
2025-08-27 2025-08-28 bcost NaN NaN -0.0003 cost
2025-08-27 2025-08-28 ind_insurance 0.0611 0.0046 0.0003 tilt_INDUSTRY
2025-08-27 2025-08-28 momentum -0.1540 0.0009 -0.0001 alpha_MOMENTUM
2025-08-27 2025-08-28 size_SMALL -0.0015 -0.0011 0.0000 tilt_SIZE
2025-08-27 2025-08-28 country_XH 0.0589 -0.0098 -0.0006 tilt_COUNTRY
2025-08-27 2025-08-28 ind_media_publishing 0.0185 -0.0059 -0.0001 tilt_INDUSTRY
2025-08-27 2025-08-28 ind_machinery 0.1283 -0.0007 -0.0001 tilt_INDUSTRY
2025-08-27 2025-08-28 sdiscrepancy NaN NaN 0.0006 unexplained
2025-08-27 2025-08-28 ind_construction_engineering 0.0582 -0.0002 -0.0000 tilt_INDUSTRY
2025-08-27 2025-08-28 ind_diversified_retail -0.0034 -0.0065 0.0000 tilt_INDUSTRY
2025-08-27 2025-08-28 ind_food_tobacco 0.0559 -0.0059 -0.0003 tilt_INDUSTRY
2025-08-27 2025-08-28 ind_consumer_goods_conglomerates 0.0167 0.0044 0.0001 tilt_INDUSTRY
2025-08-27 2025-08-28 ind_transportation_infrastructure 0.0088 -0.0019 -0.0000 tilt_INDUSTRY
2025-08-27 2025-08-28 ind_automobile -0.0594 -0.0024 0.0001 tilt_INDUSTRY
2025-08-27 2025-08-28 ind_computers_phones_household_electronics 0.0788 0.0014 0.0001 tilt_INDUSTRY
2025-08-27 2025-08-28 country_MY 0.0138 -0.0010 -0.0000 tilt_COUNTRY
2025-08-27 2025-08-28 country_KR -0.0981 -0.0019 0.0002 tilt_COUNTRY
2025-08-27 2025-08-28 size_LARGE 0.0846 -0.0005 -0.0000 tilt_SIZE
2025-08-27 2025-08-28 ind_uranium -0.0025 -0.0417 0.0001 tilt_INDUSTRY
2025-08-27 2025-08-28 ind_multiline_utilities -0.0130 -0.0093 0.0001 tilt_INDUSTRY
2025-08-27 2025-08-28 country_PH 0.0027 -0.0166 -0.0000 tilt_COUNTRY
2025-08-27 2025-08-28 country_JP -0.0611 0.0025 -0.0002 tilt_COUNTRY
2025-08-27 2025-08-28 ind_software_it_services 0.0557 -0.0026 -0.0001 tilt_INDUSTRY
2025-08-27 2025-08-28 ind_banking_services -0.0854 0.0021 -0.0002 tilt_INDUSTRY
2025-08-27 2025-08-28 country_IN 0.0000 -0.0111 0.0000 tilt_COUNTRY
2025-08-27 2025-08-28 ind_integrated_hardware_software 0.0115 -0.0016 -0.0000 tilt_INDUSTRY
2025-08-27 2025-08-28 ind_industrial_distribution 0.0257 0.0083 0.0002 tilt_INDUSTRY
2025-08-27 2025-08-28 quality 3.9714 -0.0011 -0.0045 alpha_QUALITY
2025-08-27 2025-08-28 ind_hotels_entertainment -0.0457 0.0032 -0.0001 tilt_INDUSTRY
2025-08-27 2025-08-28 ind_freight_logistics -0.0313 0.0004 -0.0000 tilt_INDUSTRY
2025-08-27 2025-08-28 linkage 0.8100 0.0002 0.0002 alpha_MOMENTUM
2025-08-27 2025-08-28 ind_office_equipment -0.0176 0.0003 -0.0000 tilt_INDUSTRY
2025-08-27 2025-08-28 reversal 1.1134 -0.0022 -0.0025 alpha_REVERSAL
2025-08-27 2025-08-28 specret NaN NaN 0.0065 unexplained
2025-08-27 2025-08-28 size_MID -0.1038 0.0016 -0.0002 tilt_SIZE
2025-08-27 2025-08-28 sbeta_market 0.0080 0.0041 0.0000 risk_exposure
2025-08-27 2025-08-28 country_ID 0.0000 -0.0017 0.0000 tilt_COUNTRY
2025-08-27 2025-08-28 ind_electric_utilities_ipps -0.0773 -0.0041 0.0003 tilt_INDUSTRY
2025-08-27 2025-08-28 country_NZ -0.0175 0.0054 -0.0001 tilt_COUNTRY
2025-08-27 2025-08-28 fcost NaN NaN -0.0000 cost
2025-08-27 2025-08-28 ind_natural_gas_utilities 0.0043 0.0007 0.0000 tilt_INDUSTRY
2025-08-27 2025-08-28 ind_coal -0.0469 -0.0077 0.0004 tilt_INDUSTRY
2025-08-27 2025-08-28 ind_real_estate_operations -0.0329 -0.0005 0.0000 tilt_INDUSTRY
2025-08-27 2025-08-28 fmom 0.3201 -0.0006 -0.0002 alpha_QUALITY
2025-08-27 2025-08-28 ind_healthcare_providers_services 0.0314 -0.0062 -0.0002 tilt_INDUSTRY
2025-08-27 2025-08-28 ind_food_drug_retail 0.0334 -0.0034 -0.0001 tilt_INDUSTRY
2025-08-27 2025-08-28 country_TW 0.0464 -0.0105 -0.0005 tilt_COUNTRY
2025-08-27 2025-08-28 ind_investment_services 0.0792 0.0038 0.0003 tilt_INDUSTRY
2025-08-27 2025-08-28 ind_homebuilding_building_products -0.0335 -0.0031 0.0001 tilt_INDUSTRY
2025-08-27 2025-08-28 country_SG 0.0298 -0.0029 -0.0001 tilt_COUNTRY
2025-08-28 2025-08-29 ind_transportation_infrastructure 0.0087 -0.0016 -0.0000 tilt_INDUSTRY
2025-08-28 2025-08-29 fcost NaN NaN -0.0000 cost
2025-08-28 2025-08-29 ind_holding_companies 0.0071 0.0065 0.0000 tilt_INDUSTRY
2025-08-28 2025-08-29 ind_integrated_hardware_software 0.0118 -0.0126 -0.0001 tilt_INDUSTRY
2025-08-28 2025-08-29 ind_healthcare_providers_services 0.0316 0.0042 0.0001 tilt_INDUSTRY
2025-08-28 2025-08-29 ind_telecommunications_serices 0.1202 -0.0049 -0.0006 tilt_INDUSTRY
2025-08-28 2025-08-29 ind_construction_engineering 0.0552 0.0002 0.0000 tilt_INDUSTRY
2025-08-28 2025-08-29 ind_household_goods -0.0199 0.0044 -0.0001 tilt_INDUSTRY
2025-08-28 2025-08-29 ind_machinery 0.1370 0.0033 0.0005 tilt_INDUSTRY
2025-08-28 2025-08-29 bcost NaN NaN -0.0003 cost
2025-08-28 2025-08-29 ind_software_it_services 0.0498 -0.0048 -0.0002 tilt_INDUSTRY
2025-08-28 2025-08-29 ind_investment_services 0.0803 -0.0040 -0.0003 tilt_INDUSTRY
2025-08-28 2025-08-29 ind_food_tobacco 0.0530 0.0049 0.0003 tilt_INDUSTRY
2025-08-28 2025-08-29 ind_freight_logistics -0.0330 -0.0111 0.0004 tilt_INDUSTRY
2025-08-28 2025-08-29 specret NaN NaN -0.0063 unexplained
2025-08-28 2025-08-29 neglect 0.8791 -0.0016 -0.0014 alpha_VALUE
2025-08-28 2025-08-29 ind_food_drug_retail 0.0316 0.0029 0.0001 tilt_INDUSTRY
2025-08-28 2025-08-29 ind_passenger_transportation 0.0136 -0.0034 -0.0000 tilt_INDUSTRY
2025-08-28 2025-08-29 ind_insurance 0.0552 0.0016 0.0001 tilt_INDUSTRY
2025-08-28 2025-08-29 ind_construction_materials -0.0006 0.0012 -0.0000 tilt_INDUSTRY
2025-08-28 2025-08-29 value_gc 2.1079 -0.0002 -0.0004 alpha_VALUE
2025-08-28 2025-08-29 sdiscrepancy NaN NaN -0.0006 unexplained
2025-08-28 2025-08-29 ind_semiconductors -0.0153 -0.0085 0.0001 tilt_INDUSTRY
2025-08-28 2025-08-29 country_NZ -0.0174 0.0061 -0.0001 tilt_COUNTRY
2025-08-28 2025-08-29 ind_aerospace_defense -0.0170 0.0093 -0.0002 tilt_INDUSTRY
2025-08-28 2025-08-29 size_MICRO -0.0090 0.0041 -0.0000 tilt_SIZE
2025-08-28 2025-08-29 pdiscrepancy NaN NaN 0.0000 unexplained
2025-08-28 2025-08-29 ind_leisure_products 0.0089 -0.0037 -0.0000 tilt_INDUSTRY
2025-08-28 2025-08-29 country_CN -0.0931 0.0005 -0.0000 tilt_COUNTRY
2025-08-28 2025-08-29 ind_oil_gas_equipment_services -0.0130 -0.0045 0.0001 tilt_INDUSTRY
2025-08-28 2025-08-29 ind_industrial_distribution 0.0262 0.0074 0.0002 tilt_INDUSTRY
2025-08-28 2025-08-29 ind_paper_forestry 0.0000 0.0036 0.0000 tilt_INDUSTRY
2025-08-28 2025-08-29 ind_hotels_entertainment -0.0418 -0.0036 0.0002 tilt_INDUSTRY
2025-08-28 2025-08-29 ind_consumer_goods_conglomerates 0.0190 -0.0045 -0.0001 tilt_INDUSTRY
2025-08-28 2025-08-29 ind_healthcare_equipment_supplies -0.0973 -0.0011 0.0001 tilt_INDUSTRY
2025-08-28 2025-08-29 market -0.0140 -0.0012 0.0000 risk_exposure
2025-08-28 2025-08-29 impactCost NaN NaN -0.0001 cost
2025-08-28 2025-08-29 country_HK 0.1060 0.0047 0.0005 tilt_COUNTRY
2025-08-28 2025-08-29 ind_multiline_utilities -0.0131 0.0005 -0.0000 tilt_INDUSTRY
2025-08-28 2025-08-29 ind_beverages -0.0628 0.0175 -0.0011 tilt_INDUSTRY
2025-08-28 2025-08-29 ind_specialty_reatil 0.0031 0.0000 0.0000 tilt_INDUSTRY
2025-08-28 2025-08-29 ind_commercial_services_supplies 0.0087 -0.0033 -0.0000 tilt_INDUSTRY
2025-08-28 2025-08-29 ind_uranium -0.0026 0.0747 -0.0002 tilt_INDUSTRY
2025-08-28 2025-08-29 fmom 0.3509 0.0010 0.0003 alpha_QUALITY
2025-08-28 2025-08-29 ind_homebuilding_building_products -0.0335 0.0014 -0.0000 tilt_INDUSTRY
2025-08-28 2025-08-29 country_SG 0.0264 0.0068 0.0002 tilt_COUNTRY
2025-08-28 2025-08-29 ind_biotechnology -0.0170 0.0106 -0.0002 tilt_INDUSTRY
2025-08-28 2025-08-29 ind_real_estate_operations -0.0281 -0.0029 0.0001 tilt_INDUSTRY
2025-08-28 2025-08-29 ind_natural_gas_utilities 0.0043 0.0009 0.0000 tilt_INDUSTRY
2025-08-28 2025-08-29 country_JP -0.0567 -0.0026 0.0001 tilt_COUNTRY
2025-08-28 2025-08-29 ind_banking_services -0.0782 -0.0037 0.0003 tilt_INDUSTRY
2025-08-28 2025-08-29 linkage 0.9263 -0.0005 -0.0005 alpha_MOMENTUM
2025-08-28 2025-08-29 ind_pharmaceuticals -0.0503 0.0056 -0.0003 tilt_INDUSTRY
2025-08-28 2025-08-29 size_MID -0.0946 0.0008 -0.0001 tilt_SIZE
2025-08-28 2025-08-29 sbeta_market 0.0214 -0.0011 -0.0000 risk_exposure
2025-08-28 2025-08-29 country_ID 0.0000 -0.0166 0.0000 tilt_COUNTRY
2025-08-28 2025-08-29 ind_office_equipment -0.0176 0.0003 -0.0000 tilt_INDUSTRY
2025-08-28 2025-08-29 reversal 0.9402 0.0019 0.0018 alpha_REVERSAL
2025-08-28 2025-08-29 value_liq 0.8566 0.0008 0.0007 alpha_VALUE
2025-08-28 2025-08-29 country_IN 0.0000 -0.0034 0.0000 tilt_COUNTRY
2025-08-28 2025-08-29 ind_coal -0.0477 -0.0006 0.0000 tilt_INDUSTRY
2025-08-28 2025-08-29 quality 3.9180 0.0024 0.0095 alpha_QUALITY
2025-08-28 2025-08-29 ind_oil_gas 0.0466 -0.0008 -0.0000 tilt_INDUSTRY
2025-08-28 2025-08-29 country_TW 0.0486 0.0034 0.0002 tilt_COUNTRY
2025-08-28 2025-08-29 country_PH 0.0027 -0.0075 -0.0000 tilt_COUNTRY
2025-08-28 2025-08-29 revision 1.1004 0.0018 0.0019 alpha_REVISION
2025-08-28 2025-08-29 ind_containers_packaging 0.0053 -0.0021 -0.0000 tilt_INDUSTRY
2025-08-28 2025-08-29 ind_communications_equipment 0.0298 -0.0040 -0.0001 tilt_INDUSTRY
2025-08-28 2025-08-29 ind_media_publishing 0.0183 -0.0052 -0.0001 tilt_INDUSTRY
2025-08-28 2025-08-29 ind_diversified_retail -0.0031 -0.0020 0.0000 tilt_INDUSTRY
2025-08-28 2025-08-29 ind_chemicals 0.0201 0.0051 0.0001 tilt_INDUSTRY
2025-08-28 2025-08-29 country_MY 0.0138 -0.0052 -0.0001 tilt_COUNTRY
2025-08-28 2025-08-29 ind_automobile -0.0575 0.0033 -0.0002 tilt_INDUSTRY
2025-08-28 2025-08-29 ind_fintech -0.0010 0.0003 -0.0000 tilt_INDUSTRY
2025-08-28 2025-08-29 ind_computers_phones_household_electronics 0.0785 -0.0094 -0.0007 tilt_INDUSTRY
2025-08-28 2025-08-29 country_XH 0.0628 0.0072 0.0005 tilt_COUNTRY
2025-08-28 2025-08-29 ind_household_products_services -0.0189 0.0066 -0.0001 tilt_INDUSTRY
2025-08-28 2025-08-29 size_LARGE 0.0902 0.0006 0.0001 tilt_SIZE
2025-08-28 2025-08-29 stability 4.4677 -0.0004 -0.0017 alpha_QUALITY
2025-08-28 2025-08-29 ind_metals_mining -0.0797 0.0117 -0.0009 tilt_INDUSTRY
2025-08-28 2025-08-29 size_SMALL -0.0005 -0.0017 0.0000 tilt_SIZE
2025-08-28 2025-08-29 linearCost NaN NaN -0.0002 cost
2025-08-28 2025-08-29 ind_renewable_energy 0.0109 0.0041 0.0000 tilt_INDUSTRY
2025-08-28 2025-08-29 country_AU -0.1002 0.0017 -0.0002 tilt_COUNTRY
2025-08-28 2025-08-29 momentum -0.2238 -0.0004 0.0001 alpha_MOMENTUM
2025-08-28 2025-08-29 ind_electronic_equipment -0.0986 -0.0011 0.0001 tilt_INDUSTRY
2025-08-28 2025-08-29 ind_water_utilities -0.0082 0.0039 -0.0000 tilt_INDUSTRY
2025-08-28 2025-08-29 country_TH 0.0901 -0.0087 -0.0008 tilt_COUNTRY
2025-08-28 2025-08-29 ind_electric_utilities_ipps -0.0792 -0.0025 0.0002 tilt_INDUSTRY
2025-08-28 2025-08-29 ind_textiles_apparel -0.0137 0.0017 -0.0000 tilt_INDUSTRY
2025-08-28 2025-08-29 country_KR -0.0971 -0.0046 0.0005 tilt_COUNTRY
2025-08-29 2025-09-01 ind_healthcare_equipment_supplies -0.0990 0.0074 -0.0007 tilt_INDUSTRY
2025-08-29 2025-09-01 ind_containers_packaging 0.0053 0.0046 0.0000 tilt_INDUSTRY
2025-08-29 2025-09-01 ind_insurance 0.0393 -0.0027 -0.0001 tilt_INDUSTRY
2025-08-29 2025-09-01 stability 4.4076 0.0001 0.0004 alpha_QUALITY
2025-08-29 2025-09-01 ind_paper_forestry -0.0001 0.0051 -0.0000 tilt_INDUSTRY
2025-08-29 2025-09-01 pdiscrepancy NaN NaN -0.0001 unexplained
2025-08-29 2025-09-01 specret NaN NaN -0.0024 unexplained
2025-08-29 2025-09-01 country_AU -0.1015 -0.0070 0.0007 tilt_COUNTRY
2025-08-29 2025-09-01 ind_electric_utilities_ipps -0.0847 0.0005 -0.0000 tilt_INDUSTRY
2025-08-29 2025-09-01 country_KR -0.0980 -0.0126 0.0012 tilt_COUNTRY
2025-08-29 2025-09-01 country_MY 0.0138 -0.0021 -0.0000 tilt_COUNTRY
2025-08-29 2025-09-01 ind_household_goods -0.0201 -0.0085 0.0002 tilt_INDUSTRY
2025-08-29 2025-09-01 ind_industrial_distribution 0.0262 -0.0056 -0.0001 tilt_INDUSTRY
2025-08-29 2025-09-01 ind_chemicals 0.0106 0.0002 0.0000 tilt_INDUSTRY
2025-08-29 2025-09-01 ind_electronic_equipment -0.0842 -0.0025 0.0002 tilt_INDUSTRY
2025-08-29 2025-09-01 country_TH 0.0873 0.0086 0.0007 tilt_COUNTRY
2025-08-29 2025-09-01 ind_communications_equipment 0.0255 0.0005 0.0000 tilt_INDUSTRY
2025-08-29 2025-09-01 revision 1.2203 -0.0009 -0.0011 alpha_REVISION
2025-08-29 2025-09-01 market -0.0159 0.0008 -0.0000 risk_exposure
2025-08-29 2025-09-01 country_HK 0.1138 0.0046 0.0005 tilt_COUNTRY
2025-08-29 2025-09-01 ind_multiline_utilities -0.0132 0.0005 -0.0000 tilt_INDUSTRY
2025-08-29 2025-09-01 ind_homebuilding_building_products -0.0333 0.0002 -0.0000 tilt_INDUSTRY
2025-08-29 2025-09-01 ind_commercial_services_supplies 0.0136 0.0010 0.0000 tilt_INDUSTRY
2025-08-29 2025-09-01 country_SG 0.0187 0.0006 0.0000 tilt_COUNTRY
2025-08-29 2025-09-01 ind_natural_gas_utilities 0.0043 0.0015 0.0000 tilt_INDUSTRY
2025-08-29 2025-09-01 country_JP -0.0729 -0.0016 0.0001 tilt_COUNTRY
2025-08-29 2025-09-01 linkage 0.9363 -0.0004 -0.0004 alpha_MOMENTUM
2025-08-29 2025-09-01 size_MID -0.0919 0.0019 -0.0002 tilt_SIZE
2025-08-29 2025-09-01 ind_office_equipment -0.0175 0.0063 -0.0001 tilt_INDUSTRY
2025-08-29 2025-09-01 value_liq 0.8738 0.0002 0.0001 alpha_VALUE
2025-08-29 2025-09-01 ind_coal -0.0478 0.0045 -0.0002 tilt_INDUSTRY
2025-08-29 2025-09-01 ind_oil_gas 0.0442 0.0028 0.0001 tilt_INDUSTRY
2025-08-29 2025-09-01 linearCost NaN NaN -0.0003 cost
2025-08-29 2025-09-01 ind_metals_mining -0.0696 0.0129 -0.0009 tilt_INDUSTRY
2025-08-29 2025-09-01 ind_household_products_services -0.0194 -0.0046 0.0001 tilt_INDUSTRY
2025-08-29 2025-09-01 reversal 0.8624 -0.0012 -0.0010 alpha_REVERSAL
2025-08-29 2025-09-01 ind_integrated_hardware_software 0.0106 0.0059 0.0001 tilt_INDUSTRY
2025-08-29 2025-09-01 ind_hotels_entertainment -0.0385 0.0004 -0.0000 tilt_INDUSTRY
2025-08-29 2025-09-01 country_NZ -0.0174 0.0126 -0.0002 tilt_COUNTRY
2025-08-29 2025-09-01 ind_investment_services 0.0833 -0.0108 -0.0009 tilt_INDUSTRY
2025-08-29 2025-09-01 ind_freight_logistics -0.0357 0.0010 -0.0000 tilt_INDUSTRY
2025-08-29 2025-09-01 neglect 0.8973 -0.0004 -0.0004 alpha_VALUE
2025-08-29 2025-09-01 ind_construction_materials -0.0006 0.0010 -0.0000 tilt_INDUSTRY
2025-08-29 2025-09-01 size_MICRO -0.0054 -0.0005 0.0000 tilt_SIZE
2025-08-29 2025-09-01 ind_leisure_products 0.0091 -0.0022 -0.0000 tilt_INDUSTRY
2025-08-29 2025-09-01 ind_consumer_goods_conglomerates 0.0212 -0.0100 -0.0002 tilt_INDUSTRY
2025-08-29 2025-09-01 ind_oil_gas_equipment_services -0.0101 0.0057 -0.0001 tilt_INDUSTRY
2025-08-29 2025-09-01 ind_food_tobacco 0.0518 0.0013 0.0001 tilt_INDUSTRY
2025-08-29 2025-09-01 ind_construction_engineering 0.0523 -0.0019 -0.0001 tilt_INDUSTRY
2025-08-29 2025-09-01 ind_machinery 0.1356 -0.0042 -0.0006 tilt_INDUSTRY
2025-08-29 2025-09-01 country_PH 0.0027 -0.0018 -0.0000 tilt_COUNTRY
2025-08-29 2025-09-01 size_SMALL -0.0087 -0.0009 0.0000 tilt_SIZE
2025-08-29 2025-09-01 momentum -0.1583 0.0001 -0.0000 alpha_MOMENTUM
2025-08-29 2025-09-01 ind_media_publishing 0.0188 0.0068 0.0001 tilt_INDUSTRY
2025-08-29 2025-09-01 ind_computers_phones_household_electronics 0.0782 -0.0069 -0.0005 tilt_INDUSTRY
2025-08-29 2025-09-01 ind_diversified_retail -0.0033 0.0085 -0.0000 tilt_INDUSTRY
2025-08-29 2025-09-01 country_CN -0.0805 0.0018 -0.0001 tilt_COUNTRY
2025-08-29 2025-09-01 quality 3.7465 -0.0004 -0.0014 alpha_QUALITY
2025-08-29 2025-09-01 ind_banking_services -0.0757 -0.0031 0.0002 tilt_INDUSTRY
2025-08-29 2025-09-01 ind_textiles_apparel -0.0124 -0.0017 0.0000 tilt_INDUSTRY
2025-08-29 2025-09-01 ind_software_it_services 0.0405 -0.0035 -0.0001 tilt_INDUSTRY
2025-08-29 2025-09-01 ind_water_utilities -0.0082 -0.0006 0.0000 tilt_INDUSTRY
2025-08-29 2025-09-01 ind_healthcare_providers_services 0.0316 0.0016 0.0000 tilt_INDUSTRY
2025-08-29 2025-09-01 ind_automobile -0.0543 -0.0028 0.0002 tilt_INDUSTRY
2025-08-29 2025-09-01 value_gc 2.0897 -0.0015 -0.0031 alpha_VALUE
2025-08-29 2025-09-01 country_IN 0.0000 0.0128 0.0000 tilt_COUNTRY
2025-08-29 2025-09-01 ind_uranium -0.0026 0.0197 -0.0001 tilt_INDUSTRY
2025-08-29 2025-09-01 country_ID 0.0000 -0.0132 0.0000 tilt_COUNTRY
2025-08-29 2025-09-01 country_TW 0.0562 -0.0142 -0.0008 tilt_COUNTRY
2025-08-29 2025-09-01 sdiscrepancy NaN NaN -0.0000 unexplained
2025-08-29 2025-09-01 country_XH 0.0618 0.0038 0.0002 tilt_COUNTRY
2025-08-29 2025-09-01 ind_real_estate_operations -0.0260 0.0058 -0.0002 tilt_INDUSTRY
2025-08-29 2025-09-01 bcost NaN NaN -0.0009 cost
2025-08-29 2025-09-01 ind_aerospace_defense -0.0160 -0.0083 0.0001 tilt_INDUSTRY
2025-08-29 2025-09-01 sbeta_market 0.0075 0.0010 0.0000 risk_exposure
2025-08-29 2025-09-01 ind_holding_companies 0.0070 -0.0019 -0.0000 tilt_INDUSTRY
2025-08-29 2025-09-01 ind_passenger_transportation 0.0091 0.0024 0.0000 tilt_INDUSTRY
2025-08-29 2025-09-01 ind_renewable_energy 0.0107 -0.0022 -0.0000 tilt_INDUSTRY
2025-08-29 2025-09-01 ind_semiconductors -0.0017 0.0010 -0.0000 tilt_INDUSTRY
2025-08-29 2025-09-01 ind_food_drug_retail 0.0310 0.0050 0.0002 tilt_INDUSTRY
2025-08-29 2025-09-01 fmom 0.2831 -0.0005 -0.0001 alpha_QUALITY
2025-08-29 2025-09-01 size_LARGE 0.0900 -0.0018 -0.0002 tilt_SIZE
2025-08-29 2025-09-01 fcost NaN NaN -0.0001 cost
2025-08-29 2025-09-01 ind_telecommunications_serices 0.1201 0.0029 0.0003 tilt_INDUSTRY
2025-08-29 2025-09-01 ind_biotechnology -0.0200 0.0222 -0.0004 tilt_INDUSTRY
2025-08-29 2025-09-01 ind_beverages -0.0639 0.0003 -0.0000 tilt_INDUSTRY
2025-08-29 2025-09-01 ind_fintech -0.0010 -0.0048 0.0000 tilt_INDUSTRY
2025-08-29 2025-09-01 ind_pharmaceuticals -0.0459 0.0118 -0.0005 tilt_INDUSTRY
2025-08-29 2025-09-01 impactCost NaN NaN -0.0002 cost
2025-08-29 2025-09-01 ind_specialty_reatil 0.0001 0.0025 0.0000 tilt_INDUSTRY
2025-08-29 2025-09-01 ind_transportation_infrastructure 0.0087 -0.0044 -0.0000 tilt_INDUSTRY
2025-09-01 2025-09-02 ind_insurance 0.0275 0.0060 0.0002 tilt_INDUSTRY
2025-09-01 2025-09-02 ind_renewable_energy 0.0108 0.0019 0.0000 tilt_INDUSTRY
2025-09-01 2025-09-02 neglect 0.9358 -0.0002 -0.0002 alpha_VALUE
2025-09-01 2025-09-02 country_TH 0.0851 0.0025 0.0002 tilt_COUNTRY
2025-09-01 2025-09-02 size_MICRO -0.0082 0.0044 -0.0000 tilt_SIZE
2025-09-01 2025-09-02 ind_real_estate_operations -0.0253 0.0048 -0.0001 tilt_INDUSTRY
2025-09-01 2025-09-02 country_KR -0.0997 0.0064 -0.0006 tilt_COUNTRY
2025-09-01 2025-09-02 ind_containers_packaging 0.0053 0.0025 0.0000 tilt_INDUSTRY
2025-09-01 2025-09-02 reversal 1.1398 0.0005 0.0005 alpha_REVERSAL
2025-09-01 2025-09-02 ind_oil_gas_equipment_services -0.0106 0.0073 -0.0001 tilt_INDUSTRY
2025-09-01 2025-09-02 ind_beverages -0.0632 0.0081 -0.0005 tilt_INDUSTRY
2025-09-01 2025-09-02 stability 4.4420 0.0000 0.0002 alpha_QUALITY
2025-09-01 2025-09-02 country_HK 0.1191 -0.0011 -0.0001 tilt_COUNTRY
2025-09-01 2025-09-02 linearCost NaN NaN -0.0001 cost
2025-09-01 2025-09-02 bcost NaN NaN -0.0003 cost
2025-09-01 2025-09-02 ind_oil_gas 0.0438 0.0065 0.0003 tilt_INDUSTRY
2025-09-01 2025-09-02 ind_construction_materials -0.0006 -0.0030 0.0000 tilt_INDUSTRY
2025-09-01 2025-09-02 country_JP -0.0819 0.0084 -0.0007 tilt_COUNTRY
2025-09-01 2025-09-02 sbeta_market 0.0174 -0.0160 -0.0003 risk_exposure
2025-09-01 2025-09-02 ind_pharmaceuticals -0.0477 0.0013 -0.0001 tilt_INDUSTRY
2025-09-01 2025-09-02 country_MY 0.0139 -0.0029 -0.0000 tilt_COUNTRY
2025-09-01 2025-09-02 ind_machinery 0.1339 0.0026 0.0003 tilt_INDUSTRY
2025-09-01 2025-09-02 ind_food_drug_retail 0.0305 -0.0051 -0.0002 tilt_INDUSTRY
2025-09-01 2025-09-02 country_PH 0.0028 -0.0058 -0.0000 tilt_COUNTRY
2025-09-01 2025-09-02 ind_electronic_equipment -0.0703 -0.0118 0.0008 tilt_INDUSTRY
2025-09-01 2025-09-02 ind_water_utilities -0.0083 0.0079 -0.0001 tilt_INDUSTRY
2025-09-01 2025-09-02 ind_specialty_reatil -0.0011 -0.0012 0.0000 tilt_INDUSTRY
2025-09-01 2025-09-02 impactCost NaN NaN -0.0001 cost
2025-09-01 2025-09-02 size_LARGE 0.0811 0.0053 0.0004 tilt_SIZE
2025-09-01 2025-09-02 ind_metals_mining -0.0564 0.0079 -0.0004 tilt_INDUSTRY
2025-09-01 2025-09-02 ind_multiline_utilities -0.0130 -0.0027 0.0000 tilt_INDUSTRY
2025-09-01 2025-09-02 ind_freight_logistics -0.0373 -0.0003 0.0000 tilt_INDUSTRY
2025-09-01 2025-09-02 ind_homebuilding_building_products -0.0331 0.0029 -0.0001 tilt_INDUSTRY
2025-09-01 2025-09-02 ind_computers_phones_household_electronics 0.0775 -0.0062 -0.0005 tilt_INDUSTRY
2025-09-01 2025-09-02 ind_office_equipment -0.0175 -0.0092 0.0002 tilt_INDUSTRY
2025-09-01 2025-09-02 ind_natural_gas_utilities 0.0052 0.0055 0.0000 tilt_INDUSTRY
2025-09-01 2025-09-02 ind_investment_services 0.0854 0.0057 0.0005 tilt_INDUSTRY
2025-09-01 2025-09-02 country_AU -0.1017 -0.0083 0.0008 tilt_COUNTRY
2025-09-01 2025-09-02 size_MID -0.0998 -0.0026 0.0003 tilt_SIZE
2025-09-01 2025-09-02 country_IN 0.0000 0.0001 0.0000 tilt_COUNTRY
2025-09-01 2025-09-02 ind_electric_utilities_ipps -0.0908 0.0088 -0.0008 tilt_INDUSTRY
2025-09-01 2025-09-02 quality 3.7025 0.0006 0.0021 alpha_QUALITY
2025-09-01 2025-09-02 momentum -0.1645 -0.0003 0.0000 alpha_MOMENTUM
2025-09-01 2025-09-02 value_gc 2.1168 0.0007 0.0015 alpha_VALUE
2025-09-01 2025-09-02 country_ID 0.0000 -0.0011 0.0000 tilt_COUNTRY
2025-09-01 2025-09-02 ind_textiles_apparel -0.0098 0.0047 -0.0000 tilt_INDUSTRY
2025-09-01 2025-09-02 ind_healthcare_providers_services 0.0313 -0.0051 -0.0002 tilt_INDUSTRY
2025-09-01 2025-09-02 market -0.0345 0.0083 -0.0003 risk_exposure
2025-09-01 2025-09-02 ind_media_publishing 0.0182 -0.0096 -0.0002 tilt_INDUSTRY
2025-09-01 2025-09-02 ind_uranium -0.0024 0.0101 -0.0000 tilt_INDUSTRY
2025-09-01 2025-09-02 value_liq 0.9360 0.0013 0.0012 alpha_VALUE
2025-09-01 2025-09-02 ind_chemicals -0.0003 -0.0038 0.0000 tilt_INDUSTRY
2025-09-01 2025-09-02 size_SMALL -0.0075 -0.0014 0.0000 tilt_SIZE
2025-09-01 2025-09-02 ind_banking_services -0.0816 0.0086 -0.0007 tilt_INDUSTRY
2025-09-01 2025-09-02 ind_leisure_products 0.0093 -0.0079 -0.0001 tilt_INDUSTRY
2025-09-01 2025-09-02 specret NaN NaN 0.0002 unexplained
2025-09-01 2025-09-02 ind_household_products_services -0.0201 -0.0010 0.0000 tilt_INDUSTRY
2025-09-01 2025-09-02 ind_software_it_services 0.0322 -0.0103 -0.0003 tilt_INDUSTRY
2025-09-01 2025-09-02 ind_coal -0.0470 0.0044 -0.0002 tilt_INDUSTRY
2025-09-01 2025-09-02 ind_integrated_hardware_software 0.0107 -0.0153 -0.0002 tilt_INDUSTRY
2025-09-01 2025-09-02 fmom 0.2117 0.0001 0.0000 alpha_QUALITY
2025-09-01 2025-09-02 ind_telecommunications_serices 0.1200 -0.0086 -0.0010 tilt_INDUSTRY
2025-09-01 2025-09-02 country_SG 0.0079 0.0018 0.0000 tilt_COUNTRY
2025-09-01 2025-09-02 country_CN -0.0808 -0.0045 0.0004 tilt_COUNTRY
2025-09-01 2025-09-02 ind_fintech -0.0012 -0.0041 0.0000 tilt_INDUSTRY
2025-09-01 2025-09-02 ind_consumer_goods_conglomerates 0.0219 -0.0051 -0.0001 tilt_INDUSTRY
2025-09-01 2025-09-02 revision 1.1682 -0.0004 -0.0004 alpha_REVISION
2025-09-01 2025-09-02 linkage 0.8182 0.0011 0.0009 alpha_MOMENTUM
2025-09-01 2025-09-02 ind_food_tobacco 0.0517 0.0006 0.0000 tilt_INDUSTRY
2025-09-01 2025-09-02 ind_household_goods -0.0200 0.0133 -0.0003 tilt_INDUSTRY
2025-09-01 2025-09-02 ind_biotechnology -0.0234 0.0157 -0.0004 tilt_INDUSTRY
2025-09-01 2025-09-02 fcost NaN NaN -0.0000 cost
2025-09-01 2025-09-02 ind_transportation_infrastructure 0.0086 0.0023 0.0000 tilt_INDUSTRY
2025-09-01 2025-09-02 country_TW 0.0596 0.0082 0.0005 tilt_COUNTRY
2025-09-01 2025-09-02 pdiscrepancy NaN NaN -0.0000 unexplained
2025-09-01 2025-09-02 ind_healthcare_equipment_supplies -0.0974 -0.0003 0.0000 tilt_INDUSTRY
2025-09-01 2025-09-02 ind_diversified_retail -0.0038 -0.0057 0.0000 tilt_INDUSTRY
2025-09-01 2025-09-02 ind_construction_engineering 0.0512 0.0017 0.0001 tilt_INDUSTRY
2025-09-01 2025-09-02 ind_commercial_services_supplies 0.0018 -0.0026 -0.0000 tilt_INDUSTRY
2025-09-01 2025-09-02 ind_semiconductors 0.0096 -0.0153 -0.0001 tilt_INDUSTRY
2025-09-01 2025-09-02 ind_automobile -0.0522 0.0085 -0.0004 tilt_INDUSTRY
2025-09-01 2025-09-02 ind_passenger_transportation 0.0057 -0.0013 -0.0000 tilt_INDUSTRY
2025-09-01 2025-09-02 ind_holding_companies 0.0069 -0.0061 -0.0000 tilt_INDUSTRY
2025-09-01 2025-09-02 country_NZ -0.0177 0.0029 -0.0001 tilt_COUNTRY
2025-09-01 2025-09-02 ind_aerospace_defense -0.0109 0.0023 -0.0000 tilt_INDUSTRY
2025-09-01 2025-09-02 ind_hotels_entertainment -0.0363 -0.0046 0.0002 tilt_INDUSTRY
2025-09-01 2025-09-02 ind_paper_forestry -0.0001 0.0166 -0.0000 tilt_INDUSTRY
2025-09-01 2025-09-02 ind_industrial_distribution 0.0265 0.0175 0.0005 tilt_INDUSTRY
2025-09-01 2025-09-02 sdiscrepancy NaN NaN 0.0006 unexplained
2025-09-01 2025-09-02 country_XH 0.0589 0.0029 0.0002 tilt_COUNTRY
2025-09-01 2025-09-02 ind_communications_equipment 0.0213 -0.0169 -0.0004 tilt_INDUSTRY
2025-09-02 2025-09-03 country_ID 0.0000 0.0136 0.0000 tilt_COUNTRY
2025-09-02 2025-09-03 ind_consumer_goods_conglomerates 0.0214 -0.0104 -0.0002 tilt_INDUSTRY
2025-09-02 2025-09-03 ind_investment_services 0.0816 -0.0117 -0.0010 tilt_INDUSTRY
2025-09-02 2025-09-03 pdiscrepancy NaN NaN 0.0000 unexplained
2025-09-02 2025-09-03 country_MY 0.0145 0.0111 0.0002 tilt_COUNTRY
2025-09-02 2025-09-03 country_NZ -0.0175 0.0002 -0.0000 tilt_COUNTRY
2025-09-02 2025-09-03 linearCost NaN NaN -0.0002 cost
2025-09-02 2025-09-03 fcost NaN NaN -0.0000 cost
2025-09-02 2025-09-03 ind_multiline_utilities -0.0129 -0.0066 0.0001 tilt_INDUSTRY
2025-09-02 2025-09-03 ind_office_equipment -0.0173 0.0076 -0.0001 tilt_INDUSTRY
2025-09-02 2025-09-03 market -0.0382 0.0021 -0.0001 risk_exposure
2025-09-02 2025-09-03 country_KR -0.1004 0.0065 -0.0007 tilt_COUNTRY
2025-09-02 2025-09-03 ind_textiles_apparel -0.0049 0.0037 -0.0000 tilt_INDUSTRY
2025-09-02 2025-09-03 ind_healthcare_providers_services 0.0299 -0.0019 -0.0001 tilt_INDUSTRY
2025-09-02 2025-09-03 stability 4.4158 -0.0000 -0.0000 alpha_QUALITY
2025-09-02 2025-09-03 ind_automobile -0.0536 0.0033 -0.0002 tilt_INDUSTRY
2025-09-02 2025-09-03 ind_food_drug_retail 0.0305 0.0030 0.0001 tilt_INDUSTRY
2025-09-02 2025-09-03 size_SMALL -0.0050 -0.0005 0.0000 tilt_SIZE
2025-09-02 2025-09-03 ind_insurance 0.0254 -0.0077 -0.0002 tilt_INDUSTRY
2025-09-02 2025-09-03 sbeta_market 0.0264 -0.0103 -0.0003 risk_exposure
2025-09-02 2025-09-03 value_liq 0.9432 0.0010 0.0009 alpha_VALUE
2025-09-02 2025-09-03 ind_hotels_entertainment -0.0324 0.0024 -0.0001 tilt_INDUSTRY
2025-09-02 2025-09-03 ind_software_it_services 0.0296 -0.0039 -0.0001 tilt_INDUSTRY
2025-09-02 2025-09-03 country_PH 0.0028 -0.0020 -0.0000 tilt_COUNTRY
2025-09-02 2025-09-03 country_TH 0.0876 0.0134 0.0012 tilt_COUNTRY
2025-09-02 2025-09-03 ind_water_utilities -0.0083 0.0028 -0.0000 tilt_INDUSTRY
2025-09-02 2025-09-03 ind_integrated_hardware_software 0.0103 -0.0078 -0.0001 tilt_INDUSTRY
2025-09-02 2025-09-03 revision 1.1292 0.0013 0.0015 alpha_REVISION
2025-09-02 2025-09-03 value_gc 2.1178 0.0004 0.0008 alpha_VALUE
2025-09-02 2025-09-03 ind_chemicals 0.0054 0.0035 0.0000 tilt_INDUSTRY
2025-09-02 2025-09-03 ind_natural_gas_utilities 0.0062 -0.0020 -0.0000 tilt_INDUSTRY
2025-09-02 2025-09-03 ind_fintech -0.0013 -0.0108 0.0000 tilt_INDUSTRY
2025-09-02 2025-09-03 ind_communications_equipment 0.0200 0.0009 0.0000 tilt_INDUSTRY
2025-09-02 2025-09-03 specret NaN NaN -0.0058 unexplained
2025-09-02 2025-09-03 linkage 0.7516 -0.0008 -0.0006 alpha_MOMENTUM
2025-09-02 2025-09-03 ind_beverages -0.0620 -0.0030 0.0002 tilt_INDUSTRY
2025-09-02 2025-09-03 ind_oil_gas 0.0427 -0.0021 -0.0001 tilt_INDUSTRY
2025-09-02 2025-09-03 ind_industrial_distribution 0.0269 -0.0015 -0.0000 tilt_INDUSTRY
2025-09-02 2025-09-03 bcost NaN NaN -0.0003 cost
2025-09-02 2025-09-03 country_HK 0.1151 0.0071 0.0008 tilt_COUNTRY
2025-09-02 2025-09-03 ind_semiconductors 0.0089 0.0079 0.0001 tilt_INDUSTRY
2025-09-02 2025-09-03 ind_passenger_transportation -0.0011 0.0016 -0.0000 tilt_INDUSTRY
2025-09-02 2025-09-03 ind_holding_companies 0.0068 -0.0071 -0.0000 tilt_INDUSTRY
2025-09-02 2025-09-03 ind_aerospace_defense -0.0055 -0.0357 0.0002 tilt_INDUSTRY
2025-09-02 2025-09-03 country_XH 0.0522 0.0109 0.0006 tilt_COUNTRY
2025-09-02 2025-09-03 sdiscrepancy NaN NaN 0.0004 unexplained
2025-09-02 2025-09-03 ind_paper_forestry -0.0001 -0.0036 0.0000 tilt_INDUSTRY
2025-09-02 2025-09-03 ind_construction_engineering 0.0508 -0.0027 -0.0001 tilt_INDUSTRY
2025-09-02 2025-09-03 ind_diversified_retail -0.0043 0.0040 -0.0000 tilt_INDUSTRY
2025-09-02 2025-09-03 ind_uranium -0.0024 -0.0153 0.0000 tilt_INDUSTRY
2025-09-02 2025-09-03 country_JP -0.0806 -0.0008 0.0001 tilt_COUNTRY
2025-09-02 2025-09-03 ind_media_publishing 0.0175 -0.0019 -0.0000 tilt_INDUSTRY
2025-09-02 2025-09-03 ind_household_products_services -0.0204 -0.0010 0.0000 tilt_INDUSTRY
2025-09-02 2025-09-03 ind_healthcare_equipment_supplies -0.0954 0.0070 -0.0007 tilt_INDUSTRY
2025-09-02 2025-09-03 ind_leisure_products 0.0092 -0.0020 -0.0000 tilt_INDUSTRY
2025-09-02 2025-09-03 ind_banking_services -0.0804 -0.0073 0.0006 tilt_INDUSTRY
2025-09-02 2025-09-03 ind_coal -0.0463 -0.0041 0.0002 tilt_INDUSTRY
2025-09-02 2025-09-03 fmom 0.2088 0.0001 0.0000 alpha_QUALITY
2025-09-02 2025-09-03 ind_telecommunications_serices 0.1187 -0.0094 -0.0011 tilt_INDUSTRY
2025-09-02 2025-09-03 country_CN -0.0689 -0.0059 0.0004 tilt_COUNTRY
2025-09-02 2025-09-03 country_SG -0.0018 0.0079 -0.0000 tilt_COUNTRY
2025-09-02 2025-09-03 ind_metals_mining -0.0471 0.0060 -0.0003 tilt_INDUSTRY
2025-09-02 2025-09-03 ind_food_tobacco 0.0511 -0.0034 -0.0002 tilt_INDUSTRY
2025-09-02 2025-09-03 ind_household_goods -0.0238 0.0030 -0.0001 tilt_INDUSTRY
2025-09-02 2025-09-03 ind_biotechnology -0.0239 0.0152 -0.0004 tilt_INDUSTRY
2025-09-02 2025-09-03 ind_transportation_infrastructure 0.0097 -0.0015 -0.0000 tilt_INDUSTRY
2025-09-02 2025-09-03 country_TW 0.0580 0.0094 0.0005 tilt_COUNTRY
2025-09-02 2025-09-03 ind_construction_materials -0.0006 -0.0015 0.0000 tilt_INDUSTRY
2025-09-02 2025-09-03 ind_commercial_services_supplies -0.0071 0.0011 -0.0000 tilt_INDUSTRY
2025-09-02 2025-09-03 ind_specialty_reatil -0.0011 0.0041 -0.0000 tilt_INDUSTRY
2025-09-02 2025-09-03 ind_oil_gas_equipment_services -0.0113 0.0005 -0.0000 tilt_INDUSTRY
2025-09-02 2025-09-03 momentum -0.1730 -0.0009 0.0001 alpha_MOMENTUM
2025-09-02 2025-09-03 ind_electric_utilities_ipps -0.0924 -0.0062 0.0006 tilt_INDUSTRY
2025-09-02 2025-09-03 size_MID -0.0948 0.0009 -0.0001 tilt_SIZE
2025-09-02 2025-09-03 ind_pharmaceuticals -0.0606 0.0081 -0.0005 tilt_INDUSTRY
2025-09-02 2025-09-03 impactCost NaN NaN -0.0001 cost
2025-09-02 2025-09-03 ind_containers_packaging 0.0053 0.0031 0.0000 tilt_INDUSTRY
2025-09-02 2025-09-03 ind_electronic_equipment -0.0603 0.0057 -0.0003 tilt_INDUSTRY
2025-09-02 2025-09-03 country_IN 0.0000 0.0112 0.0000 tilt_COUNTRY
2025-09-02 2025-09-03 ind_homebuilding_building_products -0.0328 0.0001 -0.0000 tilt_INDUSTRY
2025-09-02 2025-09-03 ind_computers_phones_household_electronics 0.0755 0.0018 0.0001 tilt_INDUSTRY
2025-09-02 2025-09-03 ind_freight_logistics -0.0367 -0.0007 0.0000 tilt_INDUSTRY
2025-09-02 2025-09-03 country_AU -0.0992 -0.0104 0.0010 tilt_COUNTRY
2025-09-02 2025-09-03 quality 3.7056 0.0006 0.0023 alpha_QUALITY
2025-09-02 2025-09-03 size_LARGE 0.0707 -0.0011 -0.0001 tilt_SIZE
2025-09-02 2025-09-03 ind_renewable_energy 0.0101 0.0262 0.0003 tilt_INDUSTRY
2025-09-02 2025-09-03 neglect 0.9572 -0.0014 -0.0014 alpha_VALUE
2025-09-02 2025-09-03 ind_machinery 0.1424 0.0029 0.0004 tilt_INDUSTRY
2025-09-02 2025-09-03 reversal 0.9582 -0.0007 -0.0006 alpha_REVERSAL
2025-09-02 2025-09-03 ind_real_estate_operations -0.0277 -0.0020 0.0001 tilt_INDUSTRY
2025-09-02 2025-09-03 size_MICRO -0.0092 0.0031 -0.0000 tilt_SIZE
2025-09-03 2025-09-04 ind_healthcare_providers_services 0.0289 0.0054 0.0002 tilt_INDUSTRY
2025-09-03 2025-09-04 ind_food_tobacco 0.0516 0.0082 0.0004 tilt_INDUSTRY
2025-09-03 2025-09-04 ind_metals_mining -0.0401 -0.0041 0.0002 tilt_INDUSTRY
2025-09-03 2025-09-04 ind_investment_services 0.0761 0.0130 0.0010 tilt_INDUSTRY
2025-09-03 2025-09-04 ind_beverages -0.0613 0.0068 -0.0004 tilt_INDUSTRY
2025-09-03 2025-09-04 ind_oil_gas 0.0374 -0.0003 -0.0000 tilt_INDUSTRY
2025-09-03 2025-09-04 country_CN -0.0617 -0.0040 0.0002 tilt_COUNTRY
2025-09-03 2025-09-04 ind_office_equipment -0.0172 -0.0086 0.0001 tilt_INDUSTRY
2025-09-03 2025-09-04 value_gc 2.0997 -0.0004 -0.0009 alpha_VALUE
2025-09-03 2025-09-04 ind_banking_services -0.0745 0.0048 -0.0004 tilt_INDUSTRY
2025-09-03 2025-09-04 country_HK 0.1103 -0.0060 -0.0007 tilt_COUNTRY
2025-09-03 2025-09-04 ind_pharmaceuticals -0.0668 -0.0049 0.0003 tilt_INDUSTRY
2025-09-03 2025-09-04 ind_coal -0.0468 0.0083 -0.0004 tilt_INDUSTRY
2025-09-03 2025-09-04 country_JP -0.0754 0.0087 -0.0007 tilt_COUNTRY
2025-09-03 2025-09-04 country_TH 0.0880 -0.0074 -0.0007 tilt_COUNTRY
2025-09-03 2025-09-04 ind_communications_equipment 0.0191 -0.0115 -0.0002 tilt_INDUSTRY
2025-09-03 2025-09-04 ind_electronic_equipment -0.0504 -0.0021 0.0001 tilt_INDUSTRY
2025-09-03 2025-09-04 ind_integrated_hardware_software 0.0102 -0.0049 -0.0000 tilt_INDUSTRY
2025-09-03 2025-09-04 ind_machinery 0.1449 -0.0028 -0.0004 tilt_INDUSTRY
2025-09-03 2025-09-04 neglect 0.9878 0.0005 0.0005 alpha_VALUE
2025-09-03 2025-09-04 ind_aerospace_defense -0.0038 -0.0155 0.0001 tilt_INDUSTRY
2025-09-03 2025-09-04 ind_hotels_entertainment -0.0293 0.0028 -0.0001 tilt_INDUSTRY
2025-09-03 2025-09-04 size_LARGE 0.0658 0.0034 0.0002 tilt_SIZE
2025-09-03 2025-09-04 ind_freight_logistics -0.0365 0.0054 -0.0002 tilt_INDUSTRY
2025-09-03 2025-09-04 sbeta_market 0.0256 -0.0150 -0.0004 risk_exposure
2025-09-03 2025-09-04 ind_leisure_products 0.0091 0.0061 0.0001 tilt_INDUSTRY
2025-09-03 2025-09-04 ind_semiconductors 0.0087 -0.0201 -0.0002 tilt_INDUSTRY
2025-09-03 2025-09-04 country_PH 0.0028 0.0009 0.0000 tilt_COUNTRY
2025-09-03 2025-09-04 country_TW 0.0551 0.0144 0.0008 tilt_COUNTRY
2025-09-03 2025-09-04 ind_food_drug_retail 0.0304 0.0019 0.0001 tilt_INDUSTRY
2025-09-03 2025-09-04 ind_automobile -0.0559 -0.0029 0.0002 tilt_INDUSTRY
2025-09-03 2025-09-04 bcost NaN NaN -0.0003 cost
2025-09-03 2025-09-04 ind_construction_engineering 0.0510 0.0051 0.0003 tilt_INDUSTRY
2025-09-03 2025-09-04 ind_fintech -0.0013 0.0069 -0.0000 tilt_INDUSTRY
2025-09-03 2025-09-04 country_NZ -0.0172 -0.0010 0.0000 tilt_COUNTRY
2025-09-03 2025-09-04 ind_construction_materials -0.0006 0.0039 -0.0000 tilt_INDUSTRY
2025-09-03 2025-09-04 market -0.0442 0.0079 -0.0004 risk_exposure
2025-09-03 2025-09-04 ind_homebuilding_building_products -0.0328 0.0069 -0.0002 tilt_INDUSTRY
2025-09-03 2025-09-04 ind_passenger_transportation -0.0094 0.0020 -0.0000 tilt_INDUSTRY
2025-09-03 2025-09-04 ind_holding_companies 0.0069 -0.0058 -0.0000 tilt_INDUSTRY
2025-09-03 2025-09-04 country_XH 0.0473 -0.0027 -0.0001 tilt_COUNTRY
2025-09-03 2025-09-04 sdiscrepancy NaN NaN 0.0000 unexplained
2025-09-03 2025-09-04 country_MY 0.0151 -0.0068 -0.0001 tilt_COUNTRY
2025-09-03 2025-09-04 ind_paper_forestry -0.0001 0.0049 -0.0000 tilt_INDUSTRY
2025-09-03 2025-09-04 ind_textiles_apparel -0.0010 0.0103 -0.0000 tilt_INDUSTRY
2025-09-03 2025-09-04 country_ID 0.0000 -0.0066 0.0000 tilt_COUNTRY
2025-09-03 2025-09-04 ind_natural_gas_utilities 0.0065 0.0050 0.0000 tilt_INDUSTRY
2025-09-03 2025-09-04 country_KR -0.1006 0.0090 -0.0009 tilt_COUNTRY
2025-09-03 2025-09-04 ind_insurance 0.0234 0.0038 0.0001 tilt_INDUSTRY
2025-09-03 2025-09-04 ind_diversified_retail -0.0041 0.0082 -0.0000 tilt_INDUSTRY
2025-09-03 2025-09-04 ind_household_products_services -0.0207 0.0106 -0.0002 tilt_INDUSTRY
2025-09-03 2025-09-04 linearCost NaN NaN -0.0001 cost
2025-09-03 2025-09-04 ind_water_utilities -0.0083 0.0057 -0.0000 tilt_INDUSTRY
2025-09-03 2025-09-04 ind_healthcare_equipment_supplies -0.0943 -0.0034 0.0003 tilt_INDUSTRY
2025-09-03 2025-09-04 ind_multiline_utilities -0.0130 0.0001 -0.0000 tilt_INDUSTRY
2025-09-03 2025-09-04 ind_oil_gas_equipment_services -0.0137 0.0052 -0.0001 tilt_INDUSTRY
2025-09-03 2025-09-04 size_MICRO -0.0096 0.0050 -0.0000 tilt_SIZE
2025-09-03 2025-09-04 quality 3.7125 0.0018 0.0066 alpha_QUALITY
2025-09-03 2025-09-04 country_AU -0.0994 0.0043 -0.0004 tilt_COUNTRY
2025-09-03 2025-09-04 reversal 0.9925 0.0042 0.0041 alpha_REVERSAL
2025-09-03 2025-09-04 country_IN 0.0000 -0.0089 0.0000 tilt_COUNTRY
2025-09-03 2025-09-04 fcost NaN NaN -0.0000 cost
2025-09-03 2025-09-04 ind_electric_utilities_ipps -0.0955 0.0048 -0.0005 tilt_INDUSTRY
2025-09-03 2025-09-04 ind_real_estate_operations -0.0288 0.0108 -0.0003 tilt_INDUSTRY
2025-09-03 2025-09-04 ind_computers_phones_household_electronics 0.0742 -0.0067 -0.0005 tilt_INDUSTRY
2025-09-03 2025-09-04 ind_containers_packaging 0.0053 0.0016 0.0000 tilt_INDUSTRY
2025-09-03 2025-09-04 impactCost NaN NaN -0.0001 cost
2025-09-03 2025-09-04 ind_industrial_distribution 0.0273 0.0078 0.0002 tilt_INDUSTRY
2025-09-03 2025-09-04 size_MID -0.0967 -0.0047 0.0005 tilt_SIZE
2025-09-03 2025-09-04 ind_commercial_services_supplies -0.0145 0.0032 -0.0000 tilt_INDUSTRY
2025-09-03 2025-09-04 ind_specialty_reatil -0.0005 0.0058 -0.0000 tilt_INDUSTRY
2025-09-03 2025-09-04 momentum -0.1688 -0.0026 0.0004 alpha_MOMENTUM
2025-09-03 2025-09-04 ind_renewable_energy 0.0088 0.0283 0.0002 tilt_INDUSTRY
2025-09-03 2025-09-04 stability 4.4090 -0.0009 -0.0041 alpha_QUALITY
2025-09-03 2025-09-04 ind_chemicals 0.0175 0.0002 0.0000 tilt_INDUSTRY
2025-09-03 2025-09-04 pdiscrepancy NaN NaN 0.0000 unexplained
2025-09-03 2025-09-04 linkage 0.7648 0.0004 0.0003 alpha_MOMENTUM
2025-09-03 2025-09-04 ind_telecommunications_serices 0.1183 -0.0055 -0.0007 tilt_INDUSTRY
2025-09-03 2025-09-04 value_liq 0.9319 0.0024 0.0022 alpha_VALUE
2025-09-03 2025-09-04 ind_software_it_services 0.0279 -0.0013 -0.0000 tilt_INDUSTRY
2025-09-03 2025-09-04 specret NaN NaN 0.0005 unexplained
2025-09-03 2025-09-04 revision 1.1255 -0.0010 -0.0011 alpha_REVISION
2025-09-03 2025-09-04 size_SMALL -0.0037 0.0026 -0.0000 tilt_SIZE
2025-09-03 2025-09-04 fmom 0.2169 -0.0005 -0.0001 alpha_QUALITY
2025-09-03 2025-09-04 ind_household_goods -0.0290 0.0077 -0.0002 tilt_INDUSTRY
2025-09-03 2025-09-04 ind_media_publishing 0.0173 0.0023 0.0000 tilt_INDUSTRY
2025-09-03 2025-09-04 ind_uranium -0.0023 0.0301 -0.0001 tilt_INDUSTRY
2025-09-03 2025-09-04 ind_consumer_goods_conglomerates 0.0200 0.0019 0.0000 tilt_INDUSTRY
2025-09-03 2025-09-04 ind_biotechnology -0.0240 -0.0233 0.0006 tilt_INDUSTRY
2025-09-03 2025-09-04 ind_transportation_infrastructure 0.0113 0.0054 0.0001 tilt_INDUSTRY
2025-09-03 2025-09-04 country_SG -0.0086 -0.0023 0.0000 tilt_COUNTRY
2025-09-04 2025-09-05 country_JP -0.0809 -0.0012 0.0001 tilt_COUNTRY
2025-09-04 2025-09-05 country_IN 0.0000 -0.0030 0.0000 tilt_COUNTRY
2025-09-04 2025-09-05 ind_household_goods -0.0301 0.0006 -0.0000 tilt_INDUSTRY
2025-09-04 2025-09-05 ind_real_estate_operations -0.0307 -0.0055 0.0002 tilt_INDUSTRY
2025-09-04 2025-09-05 ind_oil_gas 0.0327 -0.0085 -0.0003 tilt_INDUSTRY
2025-09-04 2025-09-05 ind_construction_materials -0.0006 -0.0005 0.0000 tilt_INDUSTRY
2025-09-04 2025-09-05 reversal 0.9313 -0.0015 -0.0014 alpha_REVERSAL
2025-09-04 2025-09-05 ind_biotechnology -0.0245 0.0133 -0.0003 tilt_INDUSTRY
2025-09-04 2025-09-05 ind_commercial_services_supplies -0.0178 -0.0043 0.0001 tilt_INDUSTRY
2025-09-04 2025-09-05 ind_computers_phones_household_electronics 0.0737 0.0026 0.0002 tilt_INDUSTRY
2025-09-04 2025-09-05 ind_food_tobacco 0.0538 -0.0044 -0.0002 tilt_INDUSTRY
2025-09-04 2025-09-05 ind_metals_mining -0.0349 0.0069 -0.0002 tilt_INDUSTRY
2025-09-04 2025-09-05 ind_industrial_distribution 0.0288 0.0020 0.0001 tilt_INDUSTRY
2025-09-04 2025-09-05 country_SG -0.0117 -0.0002 0.0000 tilt_COUNTRY
2025-09-04 2025-09-05 ind_semiconductors 0.0139 0.0070 0.0001 tilt_INDUSTRY
2025-09-04 2025-09-05 linkage 0.7302 -0.0008 -0.0006 alpha_MOMENTUM
2025-09-04 2025-09-05 country_TW 0.0508 -0.0059 -0.0003 tilt_COUNTRY
2025-09-04 2025-09-05 ind_household_products_services -0.0217 -0.0068 0.0001 tilt_INDUSTRY
2025-09-04 2025-09-05 ind_diversified_retail -0.0036 0.0013 -0.0000 tilt_INDUSTRY
2025-09-04 2025-09-05 ind_uranium -0.0023 -0.0152 0.0000 tilt_INDUSTRY
2025-09-04 2025-09-05 ind_leisure_products 0.0092 -0.0078 -0.0001 tilt_INDUSTRY
2025-09-04 2025-09-05 size_MICRO -0.0099 0.0008 -0.0000 tilt_SIZE
2025-09-04 2025-09-05 ind_construction_engineering 0.0518 -0.0052 -0.0003 tilt_INDUSTRY
2025-09-04 2025-09-05 ind_media_publishing 0.0171 -0.0042 -0.0001 tilt_INDUSTRY
2025-09-04 2025-09-05 sbeta_market 0.0063 0.0166 0.0001 risk_exposure
2025-09-04 2025-09-05 fmom 0.2486 0.0002 0.0000 alpha_QUALITY
2025-09-04 2025-09-05 ind_aerospace_defense -0.0030 -0.0107 0.0000 tilt_INDUSTRY
2025-09-04 2025-09-05 ind_coal -0.0474 0.0009 -0.0000 tilt_INDUSTRY
2025-09-04 2025-09-05 ind_holding_companies 0.0071 0.0051 0.0000 tilt_INDUSTRY
2025-09-04 2025-09-05 ind_banking_services -0.0942 -0.0046 0.0004 tilt_INDUSTRY
2025-09-04 2025-09-05 ind_passenger_transportation -0.0156 -0.0030 0.0000 tilt_INDUSTRY
2025-09-04 2025-09-05 country_XH 0.0496 0.0017 0.0001 tilt_COUNTRY
2025-09-04 2025-09-05 sdiscrepancy NaN NaN 0.0001 unexplained
2025-09-04 2025-09-05 ind_healthcare_equipment_supplies -0.0950 0.0006 -0.0001 tilt_INDUSTRY
2025-09-04 2025-09-05 ind_telecommunications_serices 0.1194 -0.0014 -0.0002 tilt_INDUSTRY
2025-09-04 2025-09-05 country_CN -0.0753 0.0011 -0.0001 tilt_COUNTRY
2025-09-04 2025-09-05 ind_paper_forestry -0.0001 -0.0045 0.0000 tilt_INDUSTRY
2025-09-04 2025-09-05 fcost NaN NaN -0.0000 cost
2025-09-04 2025-09-05 ind_renewable_energy 0.0075 0.0325 0.0002 tilt_INDUSTRY
2025-09-04 2025-09-05 ind_insurance 0.0239 -0.0078 -0.0002 tilt_INDUSTRY
2025-09-04 2025-09-05 ind_natural_gas_utilities 0.0067 -0.0027 -0.0000 tilt_INDUSTRY
2025-09-04 2025-09-05 country_TH 0.0903 0.0092 0.0008 tilt_COUNTRY
2025-09-04 2025-09-05 neglect 1.0447 -0.0020 -0.0021 alpha_VALUE
2025-09-04 2025-09-05 linearCost NaN NaN -0.0003 cost
2025-09-04 2025-09-05 value_gc 2.0579 -0.0002 -0.0004 alpha_VALUE
2025-09-04 2025-09-05 momentum -0.1301 -0.0002 0.0000 alpha_MOMENTUM
2025-09-04 2025-09-05 stability 4.4892 0.0001 0.0003 alpha_QUALITY
2025-09-04 2025-09-05 country_NZ -0.0152 0.0096 -0.0001 tilt_COUNTRY
2025-09-04 2025-09-05 specret NaN NaN -0.0041 unexplained
2025-09-04 2025-09-05 country_PH 0.0028 0.0048 0.0000 tilt_COUNTRY
2025-09-04 2025-09-05 ind_communications_equipment 0.0197 0.0012 0.0000 tilt_INDUSTRY
2025-09-04 2025-09-05 country_KR -0.1011 -0.0052 0.0005 tilt_COUNTRY
2025-09-04 2025-09-05 market -0.0684 -0.0030 0.0002 risk_exposure
2025-09-04 2025-09-05 ind_hotels_entertainment -0.0271 -0.0006 0.0000 tilt_INDUSTRY
2025-09-04 2025-09-05 pdiscrepancy NaN NaN -0.0000 unexplained
2025-09-04 2025-09-05 ind_automobile -0.0593 0.0023 -0.0001 tilt_INDUSTRY
2025-09-04 2025-09-05 ind_chemicals 0.0303 0.0060 0.0002 tilt_INDUSTRY
2025-09-04 2025-09-05 bcost NaN NaN -0.0003 cost
2025-09-04 2025-09-05 revision 1.2189 0.0011 0.0013 alpha_REVISION
2025-09-04 2025-09-05 ind_fintech -0.0013 -0.0212 0.0000 tilt_INDUSTRY
2025-09-04 2025-09-05 ind_software_it_services 0.0259 -0.0056 -0.0001 tilt_INDUSTRY
2025-09-04 2025-09-05 ind_integrated_hardware_software 0.0102 -0.0054 -0.0001 tilt_INDUSTRY
2025-09-04 2025-09-05 ind_consumer_goods_conglomerates 0.0188 0.0049 0.0001 tilt_INDUSTRY
2025-09-04 2025-09-05 size_SMALL -0.0046 -0.0002 0.0000 tilt_SIZE
2025-09-04 2025-09-05 ind_healthcare_providers_services 0.0270 -0.0050 -0.0001 tilt_INDUSTRY
2025-09-04 2025-09-05 value_liq 0.8870 -0.0006 -0.0005 alpha_VALUE
2025-09-04 2025-09-05 ind_water_utilities -0.0083 -0.0017 0.0000 tilt_INDUSTRY
2025-09-04 2025-09-05 ind_office_equipment -0.0175 0.0028 -0.0000 tilt_INDUSTRY
2025-09-04 2025-09-05 country_ID 0.0000 -0.0028 0.0000 tilt_COUNTRY
2025-09-04 2025-09-05 quality 3.7737 0.0001 0.0003 alpha_QUALITY
2025-09-04 2025-09-05 size_LARGE 0.0603 -0.0009 -0.0001 tilt_SIZE
2025-09-04 2025-09-05 ind_machinery 0.1418 0.0070 0.0010 tilt_INDUSTRY
2025-09-04 2025-09-05 ind_freight_logistics -0.0374 -0.0042 0.0002 tilt_INDUSTRY
2025-09-04 2025-09-05 country_AU -0.1008 0.0040 -0.0004 tilt_COUNTRY
2025-09-04 2025-09-05 ind_specialty_reatil -0.0015 0.0027 -0.0000 tilt_INDUSTRY
2025-09-04 2025-09-05 ind_food_drug_retail 0.0320 -0.0023 -0.0001 tilt_INDUSTRY
2025-09-04 2025-09-05 ind_homebuilding_building_products -0.0332 0.0028 -0.0001 tilt_INDUSTRY
2025-09-04 2025-09-05 country_MY 0.0154 -0.0028 -0.0000 tilt_COUNTRY
2025-09-04 2025-09-05 size_MID -0.1141 0.0007 -0.0001 tilt_SIZE
2025-09-04 2025-09-05 ind_containers_packaging 0.0053 0.0027 0.0000 tilt_INDUSTRY
2025-09-04 2025-09-05 ind_pharmaceuticals -0.0666 0.0037 -0.0002 tilt_INDUSTRY
2025-09-04 2025-09-05 ind_transportation_infrastructure 0.0122 -0.0032 -0.0000 tilt_INDUSTRY
2025-09-04 2025-09-05 ind_oil_gas_equipment_services -0.0153 0.0021 -0.0000 tilt_INDUSTRY
2025-09-04 2025-09-05 ind_investment_services 0.0762 -0.0115 -0.0009 tilt_INDUSTRY
2025-09-04 2025-09-05 ind_electronic_equipment -0.0507 0.0058 -0.0003 tilt_INDUSTRY
2025-09-04 2025-09-05 ind_electric_utilities_ipps -0.0988 0.0000 -0.0000 tilt_INDUSTRY
2025-09-04 2025-09-05 ind_beverages -0.0625 -0.0101 0.0006 tilt_INDUSTRY
2025-09-04 2025-09-05 ind_textiles_apparel 0.0011 -0.0023 -0.0000 tilt_INDUSTRY
2025-09-04 2025-09-05 ind_multiline_utilities -0.0131 0.0035 -0.0000 tilt_INDUSTRY
2025-09-04 2025-09-05 country_HK 0.1077 0.0044 0.0005 tilt_COUNTRY
2025-09-04 2025-09-05 impactCost NaN NaN -0.0003 cost
2025-09-05 2025-09-08 ind_media_publishing 0.0169 0.0015 0.0000 tilt_INDUSTRY
2025-09-05 2025-09-08 ind_office_equipment -0.0177 -0.0012 0.0000 tilt_INDUSTRY
2025-09-05 2025-09-08 ind_computers_phones_household_electronics 0.0714 0.0013 0.0001 tilt_INDUSTRY
2025-09-05 2025-09-08 size_SMALL -0.0071 0.0005 -0.0000 tilt_SIZE
2025-09-05 2025-09-08 ind_transportation_infrastructure 0.0108 -0.0006 -0.0000 tilt_INDUSTRY
2025-09-05 2025-09-08 ind_machinery 0.1488 0.0015 0.0002 tilt_INDUSTRY
2025-09-05 2025-09-08 ind_renewable_energy 0.0068 -0.0101 -0.0001 tilt_INDUSTRY
2025-09-05 2025-09-08 country_ID 0.0000 -0.0248 0.0000 tilt_COUNTRY
2025-09-05 2025-09-08 ind_automobile -0.0608 0.0019 -0.0001 tilt_INDUSTRY
2025-09-05 2025-09-08 size_MID -0.1199 0.0008 -0.0001 tilt_SIZE
2025-09-05 2025-09-08 country_PH 0.0029 -0.0139 -0.0000 tilt_COUNTRY
2025-09-05 2025-09-08 ind_construction_engineering 0.0527 -0.0010 -0.0001 tilt_INDUSTRY
2025-09-05 2025-09-08 momentum -0.0838 -0.0003 0.0000 alpha_MOMENTUM
2025-09-05 2025-09-08 country_XH 0.0527 0.0009 0.0000 tilt_COUNTRY
2025-09-05 2025-09-08 ind_metals_mining -0.0283 0.0003 -0.0000 tilt_INDUSTRY
2025-09-05 2025-09-08 linkage 0.6782 -0.0010 -0.0007 alpha_MOMENTUM
2025-09-05 2025-09-08 ind_biotechnology -0.0245 0.0020 -0.0000 tilt_INDUSTRY
2025-09-05 2025-09-08 stability 4.5339 0.0005 0.0022 alpha_QUALITY
2025-09-05 2025-09-08 ind_specialty_reatil -0.0037 -0.0010 0.0000 tilt_INDUSTRY
2025-09-05 2025-09-08 ind_homebuilding_building_products -0.0333 0.0074 -0.0002 tilt_INDUSTRY
2025-09-05 2025-09-08 ind_containers_packaging 0.0053 0.0052 0.0000 tilt_INDUSTRY
2025-09-05 2025-09-08 impactCost NaN NaN -0.0002 cost
2025-09-05 2025-09-08 ind_multiline_utilities -0.0130 0.0014 -0.0000 tilt_INDUSTRY
2025-09-05 2025-09-08 ind_oil_gas_equipment_services -0.0149 0.0057 -0.0001 tilt_INDUSTRY
2025-09-05 2025-09-08 ind_electric_utilities_ipps -0.0998 0.0058 -0.0006 tilt_INDUSTRY
2025-09-05 2025-09-08 value_liq 0.8499 0.0001 0.0001 alpha_VALUE
2025-09-05 2025-09-08 ind_textiles_apparel 0.0023 0.0029 0.0000 tilt_INDUSTRY
2025-09-05 2025-09-08 country_MY 0.0154 -0.0010 -0.0000 tilt_COUNTRY
2025-09-05 2025-09-08 country_KR -0.1003 -0.0018 0.0002 tilt_COUNTRY
2025-09-05 2025-09-08 ind_insurance 0.0297 -0.0071 -0.0002 tilt_INDUSTRY
2025-09-05 2025-09-08 ind_natural_gas_utilities 0.0062 -0.0018 -0.0000 tilt_INDUSTRY
2025-09-05 2025-09-08 linearCost NaN NaN -0.0002 cost
2025-09-05 2025-09-08 ind_food_tobacco 0.0558 0.0049 0.0003 tilt_INDUSTRY
2025-09-05 2025-09-08 specret NaN NaN -0.0027 unexplained
2025-09-05 2025-09-08 ind_water_utilities -0.0083 -0.0019 0.0000 tilt_INDUSTRY
2025-09-05 2025-09-08 country_AU -0.0998 -0.0052 0.0005 tilt_COUNTRY
2025-09-05 2025-09-08 quality 3.8143 -0.0002 -0.0009 alpha_QUALITY
2025-09-05 2025-09-08 size_MICRO -0.0095 0.0024 -0.0000 tilt_SIZE
2025-09-05 2025-09-08 ind_household_goods -0.0287 0.0050 -0.0001 tilt_INDUSTRY
2025-09-05 2025-09-08 country_SG -0.0135 -0.0021 0.0000 tilt_COUNTRY
2025-09-05 2025-09-08 ind_telecommunications_serices 0.1192 -0.0011 -0.0001 tilt_INDUSTRY
2025-09-05 2025-09-08 fmom 0.2607 -0.0003 -0.0001 alpha_QUALITY
2025-09-05 2025-09-08 ind_uranium -0.0024 0.0345 -0.0001 tilt_INDUSTRY
2025-09-05 2025-09-08 ind_healthcare_equipment_supplies -0.1008 0.0117 -0.0012 tilt_INDUSTRY
2025-09-05 2025-09-08 ind_household_products_services -0.0247 0.0003 -0.0000 tilt_INDUSTRY
2025-09-05 2025-09-08 ind_diversified_retail -0.0038 -0.0052 0.0000 tilt_INDUSTRY
2025-09-05 2025-09-08 ind_real_estate_operations -0.0358 0.0005 -0.0000 tilt_INDUSTRY
2025-09-05 2025-09-08 ind_paper_forestry -0.0001 0.0018 -0.0000 tilt_INDUSTRY
2025-09-05 2025-09-08 ind_holding_companies 0.0070 -0.0043 -0.0000 tilt_INDUSTRY
2025-09-05 2025-09-08 ind_passenger_transportation -0.0192 0.0051 -0.0001 tilt_INDUSTRY
2025-09-05 2025-09-08 sdiscrepancy NaN NaN -0.0001 unexplained
2025-09-05 2025-09-08 ind_industrial_distribution 0.0308 0.0013 0.0000 tilt_INDUSTRY
2025-09-05 2025-09-08 ind_commercial_services_supplies -0.0237 -0.0065 0.0002 tilt_INDUSTRY
2025-09-05 2025-09-08 country_IN 0.0000 -0.0011 0.0000 tilt_COUNTRY
2025-09-05 2025-09-08 reversal 1.0762 -0.0015 -0.0016 alpha_REVERSAL
2025-09-05 2025-09-08 market -0.0769 0.0022 -0.0002 risk_exposure
2025-09-05 2025-09-08 pdiscrepancy NaN NaN -0.0000 unexplained
2025-09-05 2025-09-08 ind_healthcare_providers_services 0.0209 -0.0003 -0.0000 tilt_INDUSTRY
2025-09-05 2025-09-08 ind_beverages -0.0638 0.0030 -0.0002 tilt_INDUSTRY
2025-09-05 2025-09-08 ind_aerospace_defense -0.0033 0.0015 -0.0000 tilt_INDUSTRY
2025-09-05 2025-09-08 ind_semiconductors 0.0188 0.0002 0.0000 tilt_INDUSTRY
2025-09-05 2025-09-08 sbeta_market -0.0009 0.0042 -0.0000 risk_exposure
2025-09-05 2025-09-08 value_gc 2.0374 -0.0005 -0.0009 alpha_VALUE
2025-09-05 2025-09-08 ind_electronic_equipment -0.0556 -0.0050 0.0003 tilt_INDUSTRY
2025-09-05 2025-09-08 country_TH 0.0986 0.0022 0.0002 tilt_COUNTRY
2025-09-05 2025-09-08 country_TW 0.0427 -0.0022 -0.0001 tilt_COUNTRY
2025-09-05 2025-09-08 ind_oil_gas 0.0331 -0.0023 -0.0001 tilt_INDUSTRY
2025-09-05 2025-09-08 ind_pharmaceuticals -0.0665 0.0025 -0.0002 tilt_INDUSTRY
2025-09-05 2025-09-08 ind_investment_services 0.0800 -0.0083 -0.0007 tilt_INDUSTRY
2025-09-05 2025-09-08 ind_food_drug_retail 0.0319 0.0007 0.0000 tilt_INDUSTRY
2025-09-05 2025-09-08 ind_construction_materials -0.0006 -0.0018 0.0000 tilt_INDUSTRY
2025-09-05 2025-09-08 size_LARGE 0.0596 -0.0021 -0.0001 tilt_SIZE
2025-09-05 2025-09-08 ind_freight_logistics -0.0368 0.0065 -0.0002 tilt_INDUSTRY
2025-09-05 2025-09-08 revision 1.3151 -0.0008 -0.0011 alpha_REVISION
2025-09-05 2025-09-08 neglect 1.1255 0.0000 0.0000 alpha_VALUE
2025-09-05 2025-09-08 country_NZ -0.0102 -0.0011 0.0000 tilt_COUNTRY
2025-09-05 2025-09-08 ind_hotels_entertainment -0.0257 -0.0016 0.0000 tilt_INDUSTRY
2025-09-05 2025-09-08 ind_chemicals 0.0395 0.0075 0.0003 tilt_INDUSTRY
2025-09-05 2025-09-08 ind_software_it_services 0.0250 -0.0003 -0.0000 tilt_INDUSTRY
2025-09-05 2025-09-08 ind_consumer_goods_conglomerates 0.0184 0.0061 0.0001 tilt_INDUSTRY
2025-09-05 2025-09-08 fcost NaN NaN -0.0001 cost
2025-09-05 2025-09-08 ind_banking_services -0.1018 -0.0052 0.0005 tilt_INDUSTRY
2025-09-05 2025-09-08 ind_communications_equipment 0.0188 -0.0052 -0.0001 tilt_INDUSTRY
2025-09-05 2025-09-08 ind_integrated_hardware_software 0.0104 -0.0072 -0.0001 tilt_INDUSTRY
2025-09-05 2025-09-08 country_HK 0.1075 0.0030 0.0003 tilt_COUNTRY
2025-09-05 2025-09-08 bcost NaN NaN -0.0009 cost
2025-09-05 2025-09-08 country_CN -0.0744 0.0006 -0.0000 tilt_COUNTRY
2025-09-05 2025-09-08 ind_coal -0.0477 -0.0022 0.0001 tilt_INDUSTRY
2025-09-05 2025-09-08 ind_leisure_products 0.0090 0.0017 0.0000 tilt_INDUSTRY
2025-09-05 2025-09-08 ind_fintech -0.0014 -0.0089 0.0000 tilt_INDUSTRY
2025-09-05 2025-09-08 country_JP -0.0986 0.0033 -0.0003 tilt_COUNTRY
2025-09-08 2025-09-09 ind_real_estate_operations -0.0393 0.0136 -0.0005 tilt_INDUSTRY
2025-09-08 2025-09-09 ind_uranium -0.0024 0.0086 -0.0000 tilt_INDUSTRY
2025-09-08 2025-09-09 ind_banking_services -0.0829 0.0005 -0.0000 tilt_INDUSTRY
2025-09-08 2025-09-09 revision 1.3280 0.0009 0.0012 alpha_REVISION
2025-09-08 2025-09-09 country_JP -0.1012 -0.0030 0.0003 tilt_COUNTRY
2025-09-08 2025-09-09 size_LARGE 0.0670 0.0011 0.0001 tilt_SIZE
2025-09-08 2025-09-09 ind_commercial_services_supplies -0.0267 0.0025 -0.0001 tilt_INDUSTRY
2025-09-08 2025-09-09 value_liq 0.8096 0.0009 0.0007 alpha_VALUE
2025-09-08 2025-09-09 ind_electronic_equipment -0.0526 -0.0057 0.0003 tilt_INDUSTRY
2025-09-08 2025-09-09 ind_homebuilding_building_products -0.0331 0.0085 -0.0003 tilt_INDUSTRY
2025-09-08 2025-09-09 ind_multiline_utilities -0.0130 -0.0034 0.0000 tilt_INDUSTRY
2025-09-08 2025-09-09 ind_communications_equipment 0.0181 -0.0076 -0.0001 tilt_INDUSTRY
2025-09-08 2025-09-09 ind_fintech -0.0015 0.0060 -0.0000 tilt_INDUSTRY
2025-09-08 2025-09-09 ind_automobile -0.0554 0.0059 -0.0003 tilt_INDUSTRY
2025-09-08 2025-09-09 country_ID 0.0000 -0.0213 0.0000 tilt_COUNTRY
2025-09-08 2025-09-09 sbeta_market 0.0278 -0.0124 -0.0003 risk_exposure
2025-09-08 2025-09-09 ind_natural_gas_utilities 0.0056 -0.0045 -0.0000 tilt_INDUSTRY
2025-09-08 2025-09-09 market -0.0424 0.0079 -0.0003 risk_exposure
2025-09-08 2025-09-09 linkage 0.6532 0.0004 0.0003 alpha_MOMENTUM
2025-09-08 2025-09-09 ind_metals_mining -0.0269 0.0090 -0.0002 tilt_INDUSTRY
2025-09-08 2025-09-09 ind_pharmaceuticals -0.0627 -0.0066 0.0004 tilt_INDUSTRY
2025-09-08 2025-09-09 ind_consumer_goods_conglomerates 0.0164 0.0136 0.0002 tilt_INDUSTRY
2025-09-08 2025-09-09 country_HK 0.1064 0.0076 0.0008 tilt_COUNTRY
2025-09-08 2025-09-09 bcost NaN NaN -0.0003 cost
2025-09-08 2025-09-09 ind_hotels_entertainment -0.0245 -0.0017 0.0000 tilt_INDUSTRY
2025-09-08 2025-09-09 reversal 1.0592 -0.0001 -0.0001 alpha_REVERSAL
2025-09-08 2025-09-09 value_gc 2.0102 0.0005 0.0010 alpha_VALUE
2025-09-08 2025-09-09 country_NZ -0.0077 -0.0060 0.0000 tilt_COUNTRY
2025-09-08 2025-09-09 size_MICRO -0.0100 0.0009 -0.0000 tilt_SIZE
2025-09-08 2025-09-09 quality 3.7784 0.0012 0.0044 alpha_QUALITY
2025-09-08 2025-09-09 country_IN 0.0000 -0.0014 0.0000 tilt_COUNTRY
2025-09-08 2025-09-09 ind_beverages -0.0610 0.0016 -0.0001 tilt_INDUSTRY
2025-09-08 2025-09-09 country_SG -0.0142 -0.0054 0.0001 tilt_COUNTRY
2025-09-08 2025-09-09 ind_investment_services 0.0783 0.0087 0.0007 tilt_INDUSTRY
2025-09-08 2025-09-09 ind_water_utilities -0.0081 0.0001 -0.0000 tilt_INDUSTRY
2025-09-08 2025-09-09 ind_industrial_distribution 0.0320 -0.0031 -0.0001 tilt_INDUSTRY
2025-09-08 2025-09-09 ind_food_drug_retail 0.0289 -0.0038 -0.0001 tilt_INDUSTRY
2025-09-08 2025-09-09 ind_freight_logistics -0.0350 -0.0042 0.0001 tilt_INDUSTRY
2025-09-08 2025-09-09 country_TH 0.1041 0.0022 0.0002 tilt_COUNTRY
2025-09-08 2025-09-09 sdiscrepancy NaN NaN -0.0008 unexplained
2025-09-08 2025-09-09 ind_integrated_hardware_software 0.0099 -0.0097 -0.0001 tilt_INDUSTRY
2025-09-08 2025-09-09 ind_healthcare_providers_services 0.0154 -0.0021 -0.0000 tilt_INDUSTRY
2025-09-08 2025-09-09 country_MY 0.0159 0.0009 0.0000 tilt_COUNTRY
2025-09-08 2025-09-09 ind_electric_utilities_ipps -0.0995 -0.0017 0.0002 tilt_INDUSTRY
2025-09-08 2025-09-09 ind_oil_gas_equipment_services -0.0146 -0.0043 0.0001 tilt_INDUSTRY
2025-09-08 2025-09-09 country_KR -0.0997 0.0083 -0.0008 tilt_COUNTRY
2025-09-08 2025-09-09 ind_insurance 0.0341 0.0054 0.0002 tilt_INDUSTRY
2025-09-08 2025-09-09 linearCost NaN NaN -0.0001 cost
2025-09-08 2025-09-09 stability 4.4806 0.0001 0.0005 alpha_QUALITY
2025-09-08 2025-09-09 country_AU -0.0996 -0.0070 0.0007 tilt_COUNTRY
2025-09-08 2025-09-09 specret NaN NaN -0.0035 unexplained
2025-09-08 2025-09-09 pdiscrepancy NaN NaN -0.0000 unexplained
2025-09-08 2025-09-09 ind_containers_packaging 0.0053 -0.0010 -0.0000 tilt_INDUSTRY
2025-09-08 2025-09-09 ind_specialty_reatil -0.0029 -0.0040 0.0000 tilt_INDUSTRY
2025-09-08 2025-09-09 ind_software_it_services 0.0226 0.0007 0.0000 tilt_INDUSTRY
2025-09-08 2025-09-09 ind_chemicals 0.0412 -0.0009 -0.0000 tilt_INDUSTRY
2025-09-08 2025-09-09 ind_computers_phones_household_electronics 0.0693 0.0010 0.0001 tilt_INDUSTRY
2025-09-08 2025-09-09 fcost NaN NaN -0.0000 cost
2025-09-08 2025-09-09 impactCost NaN NaN -0.0001 cost
2025-09-08 2025-09-09 ind_passenger_transportation -0.0188 -0.0011 0.0000 tilt_INDUSTRY
2025-09-08 2025-09-09 ind_textiles_apparel 0.0022 0.0011 0.0000 tilt_INDUSTRY
2025-09-08 2025-09-09 neglect 1.1150 0.0002 0.0002 alpha_VALUE
2025-09-08 2025-09-09 ind_healthcare_equipment_supplies -0.0989 -0.0095 0.0009 tilt_INDUSTRY
2025-09-08 2025-09-09 ind_construction_engineering 0.0527 0.0005 0.0000 tilt_INDUSTRY
2025-09-08 2025-09-09 ind_machinery 0.1504 -0.0009 -0.0001 tilt_INDUSTRY
2025-09-08 2025-09-09 ind_office_equipment -0.0174 -0.0107 0.0002 tilt_INDUSTRY
2025-09-08 2025-09-09 country_PH 0.0030 -0.0031 -0.0000 tilt_COUNTRY
2025-09-08 2025-09-09 ind_biotechnology -0.0238 -0.0111 0.0003 tilt_INDUSTRY
2025-09-08 2025-09-09 ind_transportation_infrastructure 0.0096 0.0021 0.0000 tilt_INDUSTRY
2025-09-08 2025-09-09 size_SMALL -0.0044 -0.0007 0.0000 tilt_SIZE
2025-09-08 2025-09-09 momentum -0.0876 -0.0005 0.0000 alpha_MOMENTUM
2025-09-08 2025-09-09 size_MID -0.0951 -0.0001 0.0000 tilt_SIZE
2025-09-08 2025-09-09 ind_renewable_energy 0.0065 -0.0062 -0.0000 tilt_INDUSTRY
2025-09-08 2025-09-09 ind_household_goods -0.0273 0.0040 -0.0001 tilt_INDUSTRY
2025-09-08 2025-09-09 country_XH 0.0577 0.0136 0.0008 tilt_COUNTRY
2025-09-08 2025-09-09 ind_media_publishing 0.0171 0.0048 0.0001 tilt_INDUSTRY
2025-09-08 2025-09-09 ind_telecommunications_serices 0.1191 -0.0083 -0.0010 tilt_INDUSTRY
2025-09-08 2025-09-09 ind_food_tobacco 0.0577 -0.0011 -0.0001 tilt_INDUSTRY
2025-09-08 2025-09-09 fmom 0.2715 0.0005 0.0001 alpha_QUALITY
2025-09-08 2025-09-09 ind_semiconductors 0.0215 -0.0036 -0.0001 tilt_INDUSTRY
2025-09-08 2025-09-09 ind_holding_companies 0.0070 0.0141 0.0001 tilt_INDUSTRY
2025-09-08 2025-09-09 ind_household_products_services -0.0270 -0.0017 0.0000 tilt_INDUSTRY
2025-09-08 2025-09-09 country_CN -0.0452 -0.0019 0.0001 tilt_COUNTRY
2025-09-08 2025-09-09 ind_diversified_retail -0.0039 0.0070 -0.0000 tilt_INDUSTRY
2025-09-08 2025-09-09 ind_coal -0.0473 0.0005 -0.0000 tilt_INDUSTRY
2025-09-08 2025-09-09 ind_construction_materials -0.0005 0.0048 -0.0000 tilt_INDUSTRY
2025-09-08 2025-09-09 ind_leisure_products 0.0090 -0.0063 -0.0001 tilt_INDUSTRY
2025-09-08 2025-09-09 ind_aerospace_defense -0.0038 -0.0087 0.0000 tilt_INDUSTRY
2025-09-08 2025-09-09 ind_oil_gas 0.0385 -0.0048 -0.0002 tilt_INDUSTRY
2025-09-08 2025-09-09 ind_paper_forestry -0.0001 0.0091 -0.0000 tilt_INDUSTRY
2025-09-08 2025-09-09 country_TW 0.0380 0.0068 0.0003 tilt_COUNTRY
2025-09-09 2025-09-10 value_liq 0.7778 -0.0014 -0.0011 alpha_VALUE
2025-09-09 2025-09-10 quality 3.7727 0.0000 0.0001 alpha_QUALITY
2025-09-09 2025-09-10 ind_telecommunications_serices 0.1197 0.0089 0.0011 tilt_INDUSTRY
2025-09-09 2025-09-10 impactCost NaN NaN -0.0001 cost
2025-09-09 2025-09-10 sdiscrepancy NaN NaN -0.0006 unexplained
2025-09-09 2025-09-10 ind_electric_utilities_ipps -0.1003 0.0027 -0.0003 tilt_INDUSTRY
2025-09-09 2025-09-10 ind_multiline_utilities -0.0130 0.0058 -0.0001 tilt_INDUSTRY
2025-09-09 2025-09-10 ind_household_goods -0.0289 -0.0077 0.0002 tilt_INDUSTRY
2025-09-09 2025-09-10 ind_food_tobacco 0.0601 -0.0018 -0.0001 tilt_INDUSTRY
2025-09-09 2025-09-10 reversal 0.9094 0.0018 0.0017 alpha_REVERSAL
2025-09-09 2025-09-10 ind_containers_packaging 0.0052 -0.0048 -0.0000 tilt_INDUSTRY
2025-09-09 2025-09-10 ind_uranium -0.0024 -0.0413 0.0001 tilt_INDUSTRY
2025-09-09 2025-09-10 ind_diversified_retail -0.0039 -0.0022 0.0000 tilt_INDUSTRY
2025-09-09 2025-09-10 ind_specialty_reatil -0.0014 0.0002 -0.0000 tilt_INDUSTRY
2025-09-09 2025-09-10 country_IN 0.0000 0.0080 0.0000 tilt_COUNTRY
2025-09-09 2025-09-10 country_AU -0.1001 0.0021 -0.0002 tilt_COUNTRY
2025-09-09 2025-09-10 ind_real_estate_operations -0.0416 0.0026 -0.0001 tilt_INDUSTRY
2025-09-09 2025-09-10 ind_household_products_services -0.0278 -0.0052 0.0001 tilt_INDUSTRY
2025-09-09 2025-09-10 fmom 0.2582 0.0002 0.0000 alpha_QUALITY
2025-09-09 2025-09-10 ind_commercial_services_supplies -0.0254 -0.0002 0.0000 tilt_INDUSTRY
2025-09-09 2025-09-10 ind_homebuilding_building_products -0.0328 -0.0114 0.0004 tilt_INDUSTRY
2025-09-09 2025-09-10 ind_industrial_distribution 0.0330 -0.0028 -0.0001 tilt_INDUSTRY
2025-09-09 2025-09-10 ind_media_publishing 0.0175 0.0095 0.0002 tilt_INDUSTRY
2025-09-09 2025-09-10 ind_textiles_apparel 0.0011 -0.0007 -0.0000 tilt_INDUSTRY
2025-09-09 2025-09-10 ind_freight_logistics -0.0350 0.0052 -0.0002 tilt_INDUSTRY
2025-09-09 2025-09-10 ind_metals_mining -0.0265 -0.0100 0.0003 tilt_INDUSTRY
2025-09-09 2025-09-10 neglect 1.1145 0.0005 0.0006 alpha_VALUE
2025-09-09 2025-09-10 ind_construction_materials -0.0006 -0.0026 0.0000 tilt_INDUSTRY
2025-09-09 2025-09-10 ind_semiconductors 0.0217 0.0052 0.0001 tilt_INDUSTRY
2025-09-09 2025-09-10 ind_aerospace_defense -0.0044 0.0125 -0.0001 tilt_INDUSTRY
2025-09-09 2025-09-10 ind_leisure_products 0.0091 0.0011 0.0000 tilt_INDUSTRY
2025-09-09 2025-09-10 country_CN -0.0535 -0.0043 0.0002 tilt_COUNTRY
2025-09-09 2025-09-10 ind_food_drug_retail 0.0276 0.0018 0.0000 tilt_INDUSTRY
2025-09-09 2025-09-10 ind_transportation_infrastructure 0.0105 0.0000 0.0000 tilt_INDUSTRY
2025-09-09 2025-09-10 ind_machinery 0.1438 -0.0040 -0.0006 tilt_INDUSTRY
2025-09-09 2025-09-10 ind_automobile -0.0501 -0.0103 0.0005 tilt_INDUSTRY
2025-09-09 2025-09-10 country_PH 0.0031 -0.0021 -0.0000 tilt_COUNTRY
2025-09-09 2025-09-10 size_SMALL -0.0035 -0.0001 0.0000 tilt_SIZE
2025-09-09 2025-09-10 momentum -0.0955 0.0003 -0.0000 alpha_MOMENTUM
2025-09-09 2025-09-10 ind_renewable_energy 0.0066 -0.0165 -0.0001 tilt_INDUSTRY
2025-09-09 2025-09-10 ind_computers_phones_household_electronics 0.0690 0.0049 0.0003 tilt_INDUSTRY
2025-09-09 2025-09-10 country_XH 0.0638 0.0028 0.0002 tilt_COUNTRY
2025-09-09 2025-09-10 ind_construction_engineering 0.0522 -0.0001 -0.0000 tilt_INDUSTRY
2025-09-09 2025-09-10 size_LARGE 0.0659 0.0022 0.0001 tilt_SIZE
2025-09-09 2025-09-10 ind_investment_services 0.0770 0.0012 0.0001 tilt_INDUSTRY
2025-09-09 2025-09-10 country_NZ -0.0058 0.0102 -0.0001 tilt_COUNTRY
2025-09-09 2025-09-10 country_KR -0.0997 0.0104 -0.0010 tilt_COUNTRY
2025-09-09 2025-09-10 ind_insurance 0.0366 0.0038 0.0001 tilt_INDUSTRY
2025-09-09 2025-09-10 country_ID 0.0000 0.0099 0.0000 tilt_COUNTRY
2025-09-09 2025-09-10 specret NaN NaN 0.0034 unexplained
2025-09-09 2025-09-10 stability 4.4327 0.0005 0.0020 alpha_QUALITY
2025-09-09 2025-09-10 pdiscrepancy NaN NaN -0.0001 unexplained
2025-09-09 2025-09-10 market -0.0385 -0.0033 0.0001 risk_exposure
2025-09-09 2025-09-10 revision 1.3938 0.0010 0.0014 alpha_REVISION
2025-09-09 2025-09-10 ind_software_it_services 0.0185 0.0058 0.0001 tilt_INDUSTRY
2025-09-09 2025-09-10 ind_consumer_goods_conglomerates 0.0145 -0.0004 -0.0000 tilt_INDUSTRY
2025-09-09 2025-09-10 fcost NaN NaN -0.0000 cost
2025-09-09 2025-09-10 ind_healthcare_providers_services 0.0136 0.0049 0.0001 tilt_INDUSTRY
2025-09-09 2025-09-10 ind_integrated_hardware_software 0.0093 0.0001 0.0000 tilt_INDUSTRY
2025-09-09 2025-09-10 ind_fintech -0.0015 0.0037 -0.0000 tilt_INDUSTRY
2025-09-09 2025-09-10 ind_hotels_entertainment -0.0233 -0.0011 0.0000 tilt_INDUSTRY
2025-09-09 2025-09-10 bcost NaN NaN -0.0003 cost
2025-09-09 2025-09-10 value_gc 1.9759 0.0010 0.0020 alpha_VALUE
2025-09-09 2025-09-10 ind_communications_equipment 0.0205 0.0074 0.0002 tilt_INDUSTRY
2025-09-09 2025-09-10 ind_electronic_equipment -0.0530 0.0003 -0.0000 tilt_INDUSTRY
2025-09-09 2025-09-10 country_MY 0.0165 0.0006 0.0000 tilt_COUNTRY
2025-09-09 2025-09-10 country_SG -0.0142 -0.0015 0.0000 tilt_COUNTRY
2025-09-09 2025-09-10 linkage 0.6246 0.0004 0.0002 alpha_MOMENTUM
2025-09-09 2025-09-10 ind_oil_gas 0.0456 -0.0010 -0.0000 tilt_INDUSTRY
2025-09-09 2025-09-10 size_MICRO -0.0102 0.0002 -0.0000 tilt_SIZE
2025-09-09 2025-09-10 size_MID -0.0907 -0.0013 0.0001 tilt_SIZE
2025-09-09 2025-09-10 country_JP -0.0960 0.0021 -0.0002 tilt_COUNTRY
2025-09-09 2025-09-10 ind_office_equipment -0.0172 -0.0027 0.0000 tilt_INDUSTRY
2025-09-09 2025-09-10 country_TW 0.0368 0.0008 0.0000 tilt_COUNTRY
2025-09-09 2025-09-10 ind_beverages -0.0568 0.0008 -0.0000 tilt_INDUSTRY
2025-09-09 2025-09-10 country_HK 0.1064 0.0039 0.0004 tilt_COUNTRY
2025-09-09 2025-09-10 linearCost NaN NaN -0.0001 cost
2025-09-09 2025-09-10 ind_natural_gas_utilities 0.0051 0.0048 0.0000 tilt_INDUSTRY
2025-09-09 2025-09-10 ind_chemicals 0.0341 -0.0096 -0.0003 tilt_INDUSTRY
2025-09-09 2025-09-10 ind_pharmaceuticals -0.0612 -0.0049 0.0003 tilt_INDUSTRY
2025-09-09 2025-09-10 ind_banking_services -0.0836 0.0092 -0.0008 tilt_INDUSTRY
2025-09-09 2025-09-10 ind_water_utilities -0.0080 -0.0036 0.0000 tilt_INDUSTRY
2025-09-09 2025-09-10 ind_healthcare_equipment_supplies -0.0943 -0.0052 0.0005 tilt_INDUSTRY
2025-09-09 2025-09-10 ind_holding_companies 0.0070 0.0035 0.0000 tilt_INDUSTRY
2025-09-09 2025-09-10 ind_biotechnology -0.0239 -0.0046 0.0001 tilt_INDUSTRY
2025-09-09 2025-09-10 sbeta_market 0.0268 0.0052 0.0001 risk_exposure
2025-09-09 2025-09-10 ind_passenger_transportation -0.0191 -0.0004 0.0000 tilt_INDUSTRY
2025-09-09 2025-09-10 country_TH 0.1043 -0.0036 -0.0004 tilt_COUNTRY
2025-09-09 2025-09-10 ind_oil_gas_equipment_services -0.0143 0.0024 -0.0000 tilt_INDUSTRY
2025-09-09 2025-09-10 ind_coal -0.0468 -0.0050 0.0002 tilt_INDUSTRY
2025-09-09 2025-09-10 ind_paper_forestry 0.0000 -0.0002 0.0000 tilt_INDUSTRY
2025-09-10 2025-09-11 size_SMALL -0.0046 -0.0022 0.0000 tilt_SIZE
2025-09-10 2025-09-11 market -0.0476 -0.0047 0.0002 risk_exposure
2025-09-10 2025-09-11 neglect 1.1470 -0.0003 -0.0003 alpha_VALUE
2025-09-10 2025-09-11 ind_electronic_equipment -0.0531 0.0107 -0.0006 tilt_INDUSTRY
2025-09-10 2025-09-11 country_NZ -0.0018 -0.0055 0.0000 tilt_COUNTRY
2025-09-10 2025-09-11 size_MICRO -0.0088 -0.0066 0.0001 tilt_SIZE
2025-09-10 2025-09-11 ind_passenger_transportation -0.0200 -0.0068 0.0001 tilt_INDUSTRY
2025-09-10 2025-09-11 country_IN 0.0000 0.0015 0.0000 tilt_COUNTRY
2025-09-10 2025-09-11 ind_insurance 0.0393 -0.0049 -0.0002 tilt_INDUSTRY
2025-09-10 2025-09-11 ind_homebuilding_building_products -0.0326 -0.0063 0.0002 tilt_INDUSTRY
2025-09-10 2025-09-11 ind_construction_materials -0.0005 -0.0045 0.0000 tilt_INDUSTRY
2025-09-10 2025-09-11 linearCost NaN NaN -0.0002 cost
2025-09-10 2025-09-11 value_gc 1.9731 -0.0000 -0.0000 alpha_VALUE
2025-09-10 2025-09-11 ind_industrial_distribution 0.0355 -0.0053 -0.0002 tilt_INDUSTRY
2025-09-10 2025-09-11 ind_oil_gas 0.0517 0.0043 0.0002 tilt_INDUSTRY
2025-09-10 2025-09-11 reversal 0.7993 0.0022 0.0017 alpha_REVERSAL
2025-09-10 2025-09-11 value_liq 0.7697 -0.0006 -0.0005 alpha_VALUE
2025-09-10 2025-09-11 country_AU -0.1003 -0.0036 0.0004 tilt_COUNTRY
2025-09-10 2025-09-11 quality 3.7909 -0.0000 -0.0001 alpha_QUALITY
2025-09-10 2025-09-11 ind_pharmaceuticals -0.0510 -0.0079 0.0004 tilt_INDUSTRY
2025-09-10 2025-09-11 ind_electric_utilities_ipps -0.1028 0.0010 -0.0001 tilt_INDUSTRY
2025-09-10 2025-09-11 ind_oil_gas_equipment_services -0.0146 -0.0028 0.0000 tilt_INDUSTRY
2025-09-10 2025-09-11 ind_computers_phones_household_electronics 0.0691 0.0049 0.0003 tilt_INDUSTRY
2025-09-10 2025-09-11 country_JP -0.0959 -0.0032 0.0003 tilt_COUNTRY
2025-09-10 2025-09-11 ind_water_utilities -0.0081 0.0004 -0.0000 tilt_INDUSTRY
2025-09-10 2025-09-11 impactCost NaN NaN -0.0002 cost
2025-09-10 2025-09-11 ind_investment_services 0.0806 0.0035 0.0003 tilt_INDUSTRY
2025-09-10 2025-09-11 ind_containers_packaging 0.0052 -0.0044 -0.0000 tilt_INDUSTRY
2025-09-10 2025-09-11 country_ID 0.0000 0.0105 0.0000 tilt_COUNTRY
2025-09-10 2025-09-11 ind_media_publishing 0.0208 -0.0114 -0.0002 tilt_INDUSTRY
2025-09-10 2025-09-11 sbeta_market 0.0136 0.0123 0.0002 risk_exposure
2025-09-10 2025-09-11 ind_beverages -0.0542 -0.0049 0.0003 tilt_INDUSTRY
2025-09-10 2025-09-11 ind_food_drug_retail 0.0276 -0.0008 -0.0000 tilt_INDUSTRY
2025-09-10 2025-09-11 country_MY 0.0168 -0.0007 -0.0000 tilt_COUNTRY
2025-09-10 2025-09-11 ind_specialty_reatil -0.0019 -0.0036 0.0000 tilt_INDUSTRY
2025-09-10 2025-09-11 ind_multiline_utilities -0.0131 0.0066 -0.0001 tilt_INDUSTRY
2025-09-10 2025-09-11 country_XH 0.0632 -0.0105 -0.0007 tilt_COUNTRY
2025-09-10 2025-09-11 ind_textiles_apparel 0.0002 -0.0056 -0.0000 tilt_INDUSTRY
2025-09-10 2025-09-11 ind_freight_logistics -0.0349 -0.0052 0.0002 tilt_INDUSTRY
2025-09-10 2025-09-11 ind_natural_gas_utilities 0.0047 0.0072 0.0000 tilt_INDUSTRY
2025-09-10 2025-09-11 ind_metals_mining -0.0212 -0.0005 0.0000 tilt_INDUSTRY
2025-09-10 2025-09-11 ind_transportation_infrastructure 0.0112 -0.0011 -0.0000 tilt_INDUSTRY
2025-09-10 2025-09-11 ind_banking_services -0.0899 -0.0013 0.0001 tilt_INDUSTRY
2025-09-10 2025-09-11 country_TH 0.1044 0.0039 0.0004 tilt_COUNTRY
2025-09-10 2025-09-11 country_KR -0.1004 0.0037 -0.0004 tilt_COUNTRY
2025-09-10 2025-09-11 specret NaN NaN -0.0035 unexplained
2025-09-10 2025-09-11 ind_fintech -0.0015 0.0046 -0.0000 tilt_INDUSTRY
2025-09-10 2025-09-11 ind_construction_engineering 0.0521 0.0012 0.0001 tilt_INDUSTRY
2025-09-10 2025-09-11 ind_office_equipment -0.0172 -0.0003 0.0000 tilt_INDUSTRY
2025-09-10 2025-09-11 fmom 0.2783 0.0003 0.0001 alpha_QUALITY
2025-09-10 2025-09-11 ind_healthcare_equipment_supplies -0.0954 -0.0024 0.0002 tilt_INDUSTRY
2025-09-10 2025-09-11 ind_semiconductors 0.0216 0.0149 0.0003 tilt_INDUSTRY
2025-09-10 2025-09-11 pdiscrepancy NaN NaN -0.0000 unexplained
2025-09-10 2025-09-11 ind_automobile -0.0511 -0.0066 0.0003 tilt_INDUSTRY
2025-09-10 2025-09-11 country_HK 0.1078 -0.0031 -0.0003 tilt_COUNTRY
2025-09-10 2025-09-11 ind_uranium -0.0024 -0.0152 0.0000 tilt_INDUSTRY
2025-09-10 2025-09-11 ind_software_it_services 0.0094 0.0014 0.0000 tilt_INDUSTRY
2025-09-10 2025-09-11 ind_diversified_retail -0.0039 -0.0048 0.0000 tilt_INDUSTRY
2025-09-10 2025-09-11 ind_chemicals 0.0174 -0.0027 -0.0000 tilt_INDUSTRY
2025-09-10 2025-09-11 size_MID -0.0996 0.0025 -0.0002 tilt_SIZE
2025-09-10 2025-09-11 ind_food_tobacco 0.0618 0.0019 0.0001 tilt_INDUSTRY
2025-09-10 2025-09-11 ind_communications_equipment 0.0175 0.0124 0.0002 tilt_INDUSTRY
2025-09-10 2025-09-11 ind_integrated_hardware_software 0.0094 0.0105 0.0001 tilt_INDUSTRY
2025-09-10 2025-09-11 ind_telecommunications_serices 0.1195 0.0073 0.0009 tilt_INDUSTRY
2025-09-10 2025-09-11 linkage 0.6229 -0.0002 -0.0001 alpha_MOMENTUM
2025-09-10 2025-09-11 ind_machinery 0.1455 0.0029 0.0004 tilt_INDUSTRY
2025-09-10 2025-09-11 ind_coal -0.0465 -0.0066 0.0003 tilt_INDUSTRY
2025-09-10 2025-09-11 ind_household_goods -0.0306 -0.0070 0.0002 tilt_INDUSTRY
2025-09-10 2025-09-11 ind_consumer_goods_conglomerates 0.0147 0.0048 0.0001 tilt_INDUSTRY
2025-09-10 2025-09-11 country_SG -0.0165 0.0001 -0.0000 tilt_COUNTRY
2025-09-10 2025-09-11 fcost NaN NaN -0.0000 cost
2025-09-10 2025-09-11 country_CN -0.0635 0.0057 -0.0004 tilt_COUNTRY
2025-09-10 2025-09-11 ind_healthcare_providers_services 0.0125 -0.0044 -0.0001 tilt_INDUSTRY
2025-09-10 2025-09-11 ind_leisure_products 0.0094 -0.0023 -0.0000 tilt_INDUSTRY
2025-09-10 2025-09-11 ind_real_estate_operations -0.0452 -0.0041 0.0002 tilt_INDUSTRY
2025-09-10 2025-09-11 size_LARGE 0.0654 -0.0003 -0.0000 tilt_SIZE
2025-09-10 2025-09-11 ind_household_products_services -0.0296 -0.0035 0.0001 tilt_INDUSTRY
2025-09-10 2025-09-11 ind_renewable_energy 0.0078 -0.0085 -0.0001 tilt_INDUSTRY
2025-09-10 2025-09-11 ind_paper_forestry -0.0001 -0.0063 0.0000 tilt_INDUSTRY
2025-09-10 2025-09-11 ind_holding_companies 0.0069 -0.0165 -0.0001 tilt_INDUSTRY
2025-09-10 2025-09-11 country_TW 0.0356 -0.0211 -0.0007 tilt_COUNTRY
2025-09-10 2025-09-11 revision 1.4409 0.0020 0.0028 alpha_REVISION
2025-09-10 2025-09-11 ind_biotechnology -0.0221 -0.0234 0.0005 tilt_INDUSTRY
2025-09-10 2025-09-11 bcost NaN NaN -0.0003 cost
2025-09-10 2025-09-11 ind_commercial_services_supplies -0.0271 -0.0026 0.0001 tilt_INDUSTRY
2025-09-10 2025-09-11 momentum -0.1179 0.0013 -0.0002 alpha_MOMENTUM
2025-09-10 2025-09-11 stability 4.4271 0.0004 0.0019 alpha_QUALITY
2025-09-10 2025-09-11 ind_hotels_entertainment -0.0228 -0.0057 0.0001 tilt_INDUSTRY
2025-09-10 2025-09-11 sdiscrepancy NaN NaN 0.0003 unexplained
2025-09-10 2025-09-11 country_PH 0.0033 0.0001 0.0000 tilt_COUNTRY
2025-09-10 2025-09-11 ind_aerospace_defense -0.0051 0.0027 -0.0000 tilt_INDUSTRY
2025-09-11 2025-09-12 ind_water_utilities -0.0080 0.0017 -0.0000 tilt_INDUSTRY
2025-09-11 2025-09-12 ind_fintech -0.0016 -0.0114 0.0000 tilt_INDUSTRY
2025-09-11 2025-09-12 ind_machinery 0.1478 -0.0032 -0.0005 tilt_INDUSTRY
2025-09-11 2025-09-12 country_PH 0.0034 -0.0030 -0.0000 tilt_COUNTRY
2025-09-11 2025-09-12 bcost NaN NaN -0.0003 cost
2025-09-11 2025-09-12 linearCost NaN NaN -0.0001 cost
2025-09-11 2025-09-12 size_LARGE 0.0698 0.0025 0.0002 tilt_SIZE
2025-09-11 2025-09-12 country_XH 0.0574 0.0025 0.0001 tilt_COUNTRY
2025-09-11 2025-09-12 fcost NaN NaN -0.0000 cost
2025-09-11 2025-09-12 value_gc 1.9833 0.0000 0.0001 alpha_VALUE
2025-09-11 2025-09-12 country_HK 0.1087 0.0009 0.0001 tilt_COUNTRY
2025-09-11 2025-09-12 ind_consumer_goods_conglomerates 0.0152 -0.0037 -0.0001 tilt_INDUSTRY
2025-09-11 2025-09-12 country_NZ 0.0000 0.0041 0.0000 tilt_COUNTRY
2025-09-11 2025-09-12 ind_communications_equipment 0.0063 -0.0031 -0.0000 tilt_INDUSTRY
2025-09-11 2025-09-12 ind_textiles_apparel -0.0001 -0.0056 0.0000 tilt_INDUSTRY
2025-09-11 2025-09-12 market -0.0384 -0.0043 0.0002 risk_exposure
2025-09-11 2025-09-12 ind_office_equipment -0.0173 0.0005 -0.0000 tilt_INDUSTRY
2025-09-11 2025-09-12 country_KR -0.1011 0.0082 -0.0008 tilt_COUNTRY
2025-09-11 2025-09-12 country_TH 0.1035 0.0056 0.0006 tilt_COUNTRY
2025-09-11 2025-09-12 ind_hotels_entertainment -0.0226 -0.0002 0.0000 tilt_INDUSTRY
2025-09-11 2025-09-12 pdiscrepancy NaN NaN -0.0000 unexplained
2025-09-11 2025-09-12 stability 4.4067 -0.0004 -0.0019 alpha_QUALITY
2025-09-11 2025-09-12 ind_electronic_equipment -0.0465 -0.0009 0.0000 tilt_INDUSTRY
2025-09-11 2025-09-12 value_liq 0.7895 -0.0008 -0.0006 alpha_VALUE
2025-09-11 2025-09-12 ind_software_it_services 0.0029 -0.0001 -0.0000 tilt_INDUSTRY
2025-09-11 2025-09-12 ind_insurance 0.0414 -0.0026 -0.0001 tilt_INDUSTRY
2025-09-11 2025-09-12 ind_beverages -0.0520 -0.0083 0.0004 tilt_INDUSTRY
2025-09-11 2025-09-12 country_MY 0.0176 0.0088 0.0002 tilt_COUNTRY
2025-09-11 2025-09-12 ind_chemicals 0.0148 0.0002 0.0000 tilt_INDUSTRY
2025-09-11 2025-09-12 ind_integrated_hardware_software 0.0094 0.0057 0.0001 tilt_INDUSTRY
2025-09-11 2025-09-12 revision 1.4186 -0.0006 -0.0009 alpha_REVISION
2025-09-11 2025-09-12 country_ID 0.0000 0.0131 0.0000 tilt_COUNTRY
2025-09-11 2025-09-12 ind_natural_gas_utilities 0.0045 0.0005 0.0000 tilt_INDUSTRY
2025-09-11 2025-09-12 specret NaN NaN 0.0004 unexplained
2025-09-11 2025-09-12 ind_industrial_distribution 0.0383 -0.0018 -0.0001 tilt_INDUSTRY
2025-09-11 2025-09-12 ind_construction_materials -0.0004 0.0034 -0.0000 tilt_INDUSTRY
2025-09-11 2025-09-12 ind_transportation_infrastructure 0.0119 0.0036 0.0000 tilt_INDUSTRY
2025-09-11 2025-09-12 ind_oil_gas 0.0482 -0.0071 -0.0003 tilt_INDUSTRY
2025-09-11 2025-09-12 ind_pharmaceuticals -0.0373 0.0037 -0.0001 tilt_INDUSTRY
2025-09-11 2025-09-12 ind_semiconductors 0.0171 0.0039 0.0001 tilt_INDUSTRY
2025-09-11 2025-09-12 sdiscrepancy NaN NaN -0.0005 unexplained
2025-09-11 2025-09-12 ind_biotechnology -0.0203 0.0092 -0.0002 tilt_INDUSTRY
2025-09-11 2025-09-12 ind_holding_companies 0.0068 -0.0064 -0.0000 tilt_INDUSTRY
2025-09-11 2025-09-12 momentum -0.1353 -0.0003 0.0000 alpha_MOMENTUM
2025-09-11 2025-09-12 country_TW 0.0377 0.0054 0.0002 tilt_COUNTRY
2025-09-11 2025-09-12 ind_commercial_services_supplies -0.0314 0.0016 -0.0001 tilt_INDUSTRY
2025-09-11 2025-09-12 ind_construction_engineering 0.0517 0.0033 0.0002 tilt_INDUSTRY
2025-09-11 2025-09-12 ind_household_products_services -0.0316 -0.0044 0.0001 tilt_INDUSTRY
2025-09-11 2025-09-12 ind_real_estate_operations -0.0471 0.0098 -0.0005 tilt_INDUSTRY
2025-09-11 2025-09-12 fmom 0.3126 0.0002 0.0001 alpha_QUALITY
2025-09-11 2025-09-12 ind_healthcare_equipment_supplies -0.0949 -0.0030 0.0003 tilt_INDUSTRY
2025-09-11 2025-09-12 ind_automobile -0.0519 -0.0048 0.0002 tilt_INDUSTRY
2025-09-11 2025-09-12 country_CN -0.0524 -0.0054 0.0003 tilt_COUNTRY
2025-09-11 2025-09-12 country_SG -0.0187 0.0026 -0.0000 tilt_COUNTRY
2025-09-11 2025-09-12 ind_household_goods -0.0292 -0.0081 0.0002 tilt_INDUSTRY
2025-09-11 2025-09-12 ind_coal -0.0467 0.0016 -0.0001 tilt_INDUSTRY
2025-09-11 2025-09-12 ind_banking_services -0.0798 -0.0015 0.0001 tilt_INDUSTRY
2025-09-11 2025-09-12 ind_telecommunications_serices 0.1198 -0.0009 -0.0001 tilt_INDUSTRY
2025-09-11 2025-09-12 ind_homebuilding_building_products -0.0327 -0.0031 0.0001 tilt_INDUSTRY
2025-09-11 2025-09-12 size_MID -0.0968 -0.0016 0.0002 tilt_SIZE
2025-09-11 2025-09-12 ind_food_tobacco 0.0616 -0.0035 -0.0002 tilt_INDUSTRY
2025-09-11 2025-09-12 ind_aerospace_defense -0.0054 0.0040 -0.0000 tilt_INDUSTRY
2025-09-11 2025-09-12 ind_diversified_retail -0.0051 -0.0003 0.0000 tilt_INDUSTRY
2025-09-11 2025-09-12 ind_uranium -0.0024 -0.0131 0.0000 tilt_INDUSTRY
2025-09-11 2025-09-12 ind_leisure_products 0.0103 -0.0006 -0.0000 tilt_INDUSTRY
2025-09-11 2025-09-12 ind_paper_forestry -0.0005 0.0015 -0.0000 tilt_INDUSTRY
2025-09-11 2025-09-12 linkage 0.5852 -0.0004 -0.0003 alpha_MOMENTUM
2025-09-11 2025-09-12 country_IN 0.0000 0.0050 0.0000 tilt_COUNTRY
2025-09-11 2025-09-12 ind_specialty_reatil -0.0041 0.0010 -0.0000 tilt_INDUSTRY
2025-09-11 2025-09-12 size_MICRO -0.0085 0.0016 -0.0000 tilt_SIZE
2025-09-11 2025-09-12 ind_healthcare_providers_services 0.0114 -0.0010 -0.0000 tilt_INDUSTRY
2025-09-11 2025-09-12 ind_multiline_utilities -0.0132 0.0059 -0.0001 tilt_INDUSTRY
2025-09-11 2025-09-12 ind_media_publishing 0.0256 0.0036 0.0001 tilt_INDUSTRY
2025-09-11 2025-09-12 ind_containers_packaging 0.0052 0.0006 0.0000 tilt_INDUSTRY
2025-09-11 2025-09-12 ind_metals_mining -0.0186 0.0134 -0.0002 tilt_INDUSTRY
2025-09-11 2025-09-12 country_AU -0.1012 0.0050 -0.0005 tilt_COUNTRY
2025-09-11 2025-09-12 size_SMALL -0.0029 -0.0002 0.0000 tilt_SIZE
2025-09-11 2025-09-12 ind_freight_logistics -0.0342 0.0020 -0.0001 tilt_INDUSTRY
2025-09-11 2025-09-12 ind_food_drug_retail 0.0278 -0.0004 -0.0000 tilt_INDUSTRY
2025-09-11 2025-09-12 ind_computers_phones_household_electronics 0.0692 0.0049 0.0003 tilt_INDUSTRY
2025-09-11 2025-09-12 quality 3.7993 -0.0010 -0.0039 alpha_QUALITY
2025-09-11 2025-09-12 sbeta_market 0.0188 0.0056 0.0001 risk_exposure
2025-09-11 2025-09-12 ind_oil_gas_equipment_services -0.0147 0.0025 -0.0000 tilt_INDUSTRY
2025-09-11 2025-09-12 impactCost NaN NaN -0.0001 cost
2025-09-11 2025-09-12 ind_passenger_transportation -0.0206 -0.0012 0.0000 tilt_INDUSTRY
2025-09-11 2025-09-12 country_JP -0.0933 0.0030 -0.0003 tilt_COUNTRY
2025-09-11 2025-09-12 ind_renewable_energy 0.0088 -0.0101 -0.0001 tilt_INDUSTRY
2025-09-11 2025-09-12 neglect 1.1967 0.0009 0.0011 alpha_VALUE
2025-09-11 2025-09-12 reversal 0.8076 -0.0006 -0.0005 alpha_REVERSAL
2025-09-11 2025-09-12 ind_investment_services 0.0811 -0.0062 -0.0005 tilt_INDUSTRY
2025-09-11 2025-09-12 ind_electric_utilities_ipps -0.1048 -0.0000 0.0000 tilt_INDUSTRY
2025-09-12 2025-09-15 country_HK 0.1079 -0.0021 -0.0002 tilt_COUNTRY
2025-09-12 2025-09-15 ind_leisure_products 0.0110 0.0019 0.0000 tilt_INDUSTRY
2025-09-12 2025-09-15 ind_construction_engineering 0.0504 0.0016 0.0001 tilt_INDUSTRY
2025-09-12 2025-09-15 size_LARGE 0.0745 0.0017 0.0001 tilt_SIZE
2025-09-12 2025-09-15 ind_investment_services 0.0797 -0.0007 -0.0001 tilt_INDUSTRY
2025-09-12 2025-09-15 ind_aerospace_defense -0.0054 -0.0052 0.0000 tilt_INDUSTRY
2025-09-12 2025-09-15 ind_communications_equipment -0.0001 -0.0095 0.0000 tilt_INDUSTRY
2025-09-12 2025-09-15 linkage 0.6256 -0.0005 -0.0003 alpha_MOMENTUM
2025-09-12 2025-09-15 ind_banking_services -0.0603 -0.0023 0.0001 tilt_INDUSTRY
2025-09-12 2025-09-15 ind_coal -0.0478 0.0145 -0.0007 tilt_INDUSTRY
2025-09-12 2025-09-15 ind_pharmaceuticals -0.0316 0.0000 -0.0000 tilt_INDUSTRY
2025-09-12 2025-09-15 country_NZ 0.0000 -0.0008 0.0000 tilt_COUNTRY
2025-09-12 2025-09-15 ind_automobile -0.0517 0.0057 -0.0003 tilt_INDUSTRY
2025-09-12 2025-09-15 ind_fintech -0.0016 0.0037 -0.0000 tilt_INDUSTRY
2025-09-12 2025-09-15 ind_transportation_infrastructure 0.0119 0.0019 0.0000 tilt_INDUSTRY
2025-09-12 2025-09-15 ind_construction_materials -0.0003 0.0018 -0.0000 tilt_INDUSTRY
2025-09-12 2025-09-15 country_TH 0.1019 0.0075 0.0008 tilt_COUNTRY
2025-09-12 2025-09-15 ind_oil_gas 0.0435 0.0040 0.0002 tilt_INDUSTRY
2025-09-12 2025-09-15 neglect 1.2202 -0.0003 -0.0004 alpha_VALUE
2025-09-12 2025-09-15 ind_freight_logistics -0.0381 0.0010 -0.0000 tilt_INDUSTRY
2025-09-12 2025-09-15 ind_semiconductors 0.0038 0.0006 0.0000 tilt_INDUSTRY
2025-09-12 2025-09-15 value_gc 2.0204 -0.0008 -0.0015 alpha_VALUE
2025-09-12 2025-09-15 ind_integrated_hardware_software 0.0097 -0.0067 -0.0001 tilt_INDUSTRY
2025-09-12 2025-09-15 ind_office_equipment -0.0175 0.0019 -0.0000 tilt_INDUSTRY
2025-09-12 2025-09-15 ind_metals_mining -0.0213 -0.0043 0.0001 tilt_INDUSTRY
2025-09-12 2025-09-15 country_TW 0.0396 -0.0046 -0.0002 tilt_COUNTRY
2025-09-12 2025-09-15 value_liq 0.8377 0.0011 0.0009 alpha_VALUE
2025-09-12 2025-09-15 ind_beverages -0.0509 -0.0013 0.0001 tilt_INDUSTRY
2025-09-12 2025-09-15 ind_media_publishing 0.0287 -0.0020 -0.0001 tilt_INDUSTRY
2025-09-12 2025-09-15 ind_hotels_entertainment -0.0215 0.0032 -0.0001 tilt_INDUSTRY
2025-09-12 2025-09-15 ind_electronic_equipment -0.0411 -0.0028 0.0001 tilt_INDUSTRY
2025-09-12 2025-09-15 ind_food_drug_retail 0.0280 0.0014 0.0000 tilt_INDUSTRY
2025-09-12 2025-09-15 bcost NaN NaN -0.0008 cost
2025-09-12 2025-09-15 country_JP -0.0913 0.0013 -0.0001 tilt_COUNTRY
2025-09-12 2025-09-15 size_SMALL -0.0078 -0.0009 0.0000 tilt_SIZE
2025-09-12 2025-09-15 ind_consumer_goods_conglomerates 0.0155 0.0005 0.0000 tilt_INDUSTRY
2025-09-12 2025-09-15 size_MICRO -0.0090 0.0015 -0.0000 tilt_SIZE
2025-09-12 2025-09-15 country_AU -0.1061 0.0028 -0.0003 tilt_COUNTRY
2025-09-12 2025-09-15 ind_multiline_utilities -0.0132 0.0078 -0.0001 tilt_INDUSTRY
2025-09-12 2025-09-15 ind_specialty_reatil -0.0059 0.0013 -0.0000 tilt_INDUSTRY
2025-09-12 2025-09-15 ind_healthcare_providers_services 0.0097 -0.0032 -0.0000 tilt_INDUSTRY
2025-09-12 2025-09-15 ind_passenger_transportation -0.0209 0.0003 -0.0000 tilt_INDUSTRY
2025-09-12 2025-09-15 ind_computers_phones_household_electronics 0.0691 0.0018 0.0001 tilt_INDUSTRY
2025-09-12 2025-09-15 ind_containers_packaging 0.0052 0.0001 0.0000 tilt_INDUSTRY
2025-09-12 2025-09-15 ind_oil_gas_equipment_services -0.0148 0.0148 -0.0002 tilt_INDUSTRY
2025-09-12 2025-09-15 impactCost NaN NaN -0.0001 cost
2025-09-12 2025-09-15 ind_electric_utilities_ipps -0.1075 0.0007 -0.0001 tilt_INDUSTRY
2025-09-12 2025-09-15 country_XH 0.0544 -0.0038 -0.0002 tilt_COUNTRY
2025-09-12 2025-09-15 ind_water_utilities -0.0079 0.0001 -0.0000 tilt_INDUSTRY
2025-09-12 2025-09-15 country_ID 0.0000 0.0072 0.0000 tilt_COUNTRY
2025-09-12 2025-09-15 country_MY 0.0181 0.0021 0.0000 tilt_COUNTRY
2025-09-12 2025-09-15 ind_renewable_energy 0.0086 0.0018 0.0000 tilt_INDUSTRY
2025-09-12 2025-09-15 country_KR -0.1001 0.0052 -0.0005 tilt_COUNTRY
2025-09-12 2025-09-15 quality 3.8114 0.0003 0.0012 alpha_QUALITY
2025-09-12 2025-09-15 reversal 0.7640 -0.0004 -0.0003 alpha_REVERSAL
2025-09-12 2025-09-15 ind_homebuilding_building_products -0.0328 0.0023 -0.0001 tilt_INDUSTRY
2025-09-12 2025-09-15 country_IN 0.0000 0.0059 0.0000 tilt_COUNTRY
2025-09-12 2025-09-15 country_SG -0.0188 0.0012 -0.0000 tilt_COUNTRY
2025-09-12 2025-09-15 ind_household_goods -0.0277 -0.0001 0.0000 tilt_INDUSTRY
2025-09-12 2025-09-15 size_MID -0.1046 -0.0004 0.0000 tilt_SIZE
2025-09-12 2025-09-15 ind_telecommunications_serices 0.1203 -0.0024 -0.0003 tilt_INDUSTRY
2025-09-12 2025-09-15 ind_food_tobacco 0.0591 0.0032 0.0002 tilt_INDUSTRY
2025-09-12 2025-09-15 ind_diversified_retail -0.0063 0.0004 -0.0000 tilt_INDUSTRY
2025-09-12 2025-09-15 ind_uranium -0.0025 0.0234 -0.0001 tilt_INDUSTRY
2025-09-12 2025-09-15 ind_paper_forestry -0.0008 0.0078 -0.0000 tilt_INDUSTRY
2025-09-12 2025-09-15 ind_natural_gas_utilities 0.0045 0.0005 0.0000 tilt_INDUSTRY
2025-09-12 2025-09-15 ind_healthcare_equipment_supplies -0.0949 -0.0018 0.0002 tilt_INDUSTRY
2025-09-12 2025-09-15 ind_real_estate_operations -0.0485 0.0026 -0.0001 tilt_INDUSTRY
2025-09-12 2025-09-15 ind_household_products_services -0.0324 0.0001 -0.0000 tilt_INDUSTRY
2025-09-12 2025-09-15 ind_commercial_services_supplies -0.0329 0.0032 -0.0001 tilt_INDUSTRY
2025-09-12 2025-09-15 ind_holding_companies 0.0019 -0.0140 -0.0000 tilt_INDUSTRY
2025-09-12 2025-09-15 sdiscrepancy NaN NaN -0.0002 unexplained
2025-09-12 2025-09-15 momentum -0.1041 -0.0006 0.0001 alpha_MOMENTUM
2025-09-12 2025-09-15 ind_biotechnology -0.0214 0.0025 -0.0001 tilt_INDUSTRY
2025-09-12 2025-09-15 ind_industrial_distribution 0.0394 -0.0004 -0.0000 tilt_INDUSTRY
2025-09-12 2025-09-15 fmom 0.3203 -0.0003 -0.0001 alpha_QUALITY
2025-09-12 2025-09-15 market -0.0468 -0.0028 0.0001 risk_exposure
2025-09-12 2025-09-15 sbeta_market 0.0102 0.0010 0.0000 risk_exposure
2025-09-12 2025-09-15 ind_chemicals 0.0222 -0.0015 -0.0000 tilt_INDUSTRY
2025-09-12 2025-09-15 pdiscrepancy NaN NaN -0.0004 unexplained
2025-09-12 2025-09-15 specret NaN NaN -0.0084 unexplained
2025-09-12 2025-09-15 ind_insurance 0.0407 -0.0031 -0.0001 tilt_INDUSTRY
2025-09-12 2025-09-15 fcost NaN NaN -0.0001 cost
2025-09-12 2025-09-15 revision 1.3969 -0.0007 -0.0010 alpha_REVISION
2025-09-12 2025-09-15 ind_machinery 0.1510 0.0004 0.0001 tilt_INDUSTRY
2025-09-12 2025-09-15 stability 4.3902 -0.0002 -0.0009 alpha_QUALITY
2025-09-12 2025-09-15 ind_software_it_services 0.0018 -0.0002 -0.0000 tilt_INDUSTRY
2025-09-12 2025-09-15 linearCost NaN NaN -0.0001 cost
2025-09-12 2025-09-15 country_CN -0.0558 -0.0012 0.0001 tilt_COUNTRY
2025-09-12 2025-09-15 ind_textiles_apparel -0.0019 -0.0000 0.0000 tilt_INDUSTRY
2025-09-12 2025-09-15 country_PH 0.0033 -0.0099 -0.0000 tilt_COUNTRY
2025-09-15 2025-09-16 ind_pharmaceuticals -0.0320 -0.0040 0.0001 tilt_INDUSTRY
2025-09-15 2025-09-16 ind_holding_companies 0.0018 -0.0001 -0.0000 tilt_INDUSTRY
2025-09-15 2025-09-16 ind_household_products_services -0.0336 0.0004 -0.0000 tilt_INDUSTRY
2025-09-15 2025-09-16 ind_software_it_services 0.0008 0.0004 0.0000 tilt_INDUSTRY
2025-09-15 2025-09-16 country_TW 0.0372 0.0023 0.0001 tilt_COUNTRY
2025-09-15 2025-09-16 ind_commercial_services_supplies -0.0319 -0.0008 0.0000 tilt_INDUSTRY
2025-09-15 2025-09-16 market -0.0506 -0.0076 0.0004 risk_exposure
2025-09-15 2025-09-16 ind_integrated_hardware_software 0.0105 0.0089 0.0001 tilt_INDUSTRY
2025-09-15 2025-09-16 ind_real_estate_operations -0.0493 0.0002 -0.0000 tilt_INDUSTRY
2025-09-15 2025-09-16 ind_biotechnology -0.0211 -0.0115 0.0002 tilt_INDUSTRY
2025-09-15 2025-09-16 value_liq 0.8776 -0.0004 -0.0004 alpha_VALUE
2025-09-15 2025-09-16 momentum -0.1121 0.0008 -0.0001 alpha_MOMENTUM
2025-09-15 2025-09-16 pdiscrepancy NaN NaN -0.0000 unexplained
2025-09-15 2025-09-16 ind_industrial_distribution 0.0395 0.0069 0.0003 tilt_INDUSTRY
2025-09-15 2025-09-16 ind_oil_gas 0.0507 0.0014 0.0001 tilt_INDUSTRY
2025-09-15 2025-09-16 country_IN 0.0000 0.0098 0.0000 tilt_COUNTRY
2025-09-15 2025-09-16 ind_hotels_entertainment -0.0196 -0.0028 0.0001 tilt_INDUSTRY
2025-09-15 2025-09-16 sdiscrepancy NaN NaN -0.0001 unexplained
2025-09-15 2025-09-16 ind_semiconductors -0.0030 0.0046 -0.0000 tilt_INDUSTRY
2025-09-15 2025-09-16 fmom 0.3395 -0.0001 -0.0000 alpha_QUALITY
2025-09-15 2025-09-16 ind_automobile -0.0526 0.0080 -0.0004 tilt_INDUSTRY
2025-09-15 2025-09-16 country_SG -0.0190 0.0043 -0.0001 tilt_COUNTRY
2025-09-15 2025-09-16 ind_healthcare_providers_services 0.0082 -0.0034 -0.0000 tilt_INDUSTRY
2025-09-15 2025-09-16 ind_coal -0.0479 0.0065 -0.0003 tilt_INDUSTRY
2025-09-15 2025-09-16 ind_banking_services -0.0552 -0.0019 0.0001 tilt_INDUSTRY
2025-09-15 2025-09-16 country_XH 0.0554 -0.0081 -0.0004 tilt_COUNTRY
2025-09-15 2025-09-16 ind_consumer_goods_conglomerates 0.0152 -0.0073 -0.0001 tilt_INDUSTRY
2025-09-15 2025-09-16 ind_household_goods -0.0278 0.0033 -0.0001 tilt_INDUSTRY
2025-09-15 2025-09-16 ind_telecommunications_serices 0.1198 0.0037 0.0004 tilt_INDUSTRY
2025-09-15 2025-09-16 country_HK 0.1070 -0.0061 -0.0007 tilt_COUNTRY
2025-09-15 2025-09-16 ind_food_tobacco 0.0562 -0.0031 -0.0002 tilt_INDUSTRY
2025-09-15 2025-09-16 ind_construction_engineering 0.0503 0.0003 0.0000 tilt_INDUSTRY
2025-09-15 2025-09-16 linkage 0.6463 -0.0002 -0.0001 alpha_MOMENTUM
2025-09-15 2025-09-16 ind_aerospace_defense -0.0060 -0.0013 0.0000 tilt_INDUSTRY
2025-09-15 2025-09-16 ind_diversified_retail -0.0068 0.0043 -0.0000 tilt_INDUSTRY
2025-09-15 2025-09-16 fcost NaN NaN -0.0000 cost
2025-09-15 2025-09-16 ind_uranium -0.0024 0.0487 -0.0001 tilt_INDUSTRY
2025-09-15 2025-09-16 ind_leisure_products 0.0110 -0.0025 -0.0000 tilt_INDUSTRY
2025-09-15 2025-09-16 ind_machinery 0.1500 0.0018 0.0003 tilt_INDUSTRY
2025-09-15 2025-09-16 ind_paper_forestry -0.0014 -0.0013 0.0000 tilt_INDUSTRY
2025-09-15 2025-09-16 size_MID -0.1032 -0.0007 0.0001 tilt_SIZE
2025-09-15 2025-09-16 ind_chemicals 0.0288 -0.0055 -0.0002 tilt_INDUSTRY
2025-09-15 2025-09-16 ind_communications_equipment 0.0008 0.0051 0.0000 tilt_INDUSTRY
2025-09-15 2025-09-16 ind_renewable_energy 0.0086 -0.0014 -0.0000 tilt_INDUSTRY
2025-09-15 2025-09-16 ind_homebuilding_building_products -0.0328 -0.0018 0.0001 tilt_INDUSTRY
2025-09-15 2025-09-16 stability 4.3980 0.0007 0.0030 alpha_QUALITY
2025-09-15 2025-09-16 ind_construction_materials -0.0003 -0.0023 0.0000 tilt_INDUSTRY
2025-09-15 2025-09-16 ind_office_equipment -0.0174 -0.0030 0.0001 tilt_INDUSTRY
2025-09-15 2025-09-16 impactCost NaN NaN -0.0001 cost
2025-09-15 2025-09-16 country_TH 0.0991 0.0113 0.0011 tilt_COUNTRY
2025-09-15 2025-09-16 country_JP -0.0928 0.0028 -0.0003 tilt_COUNTRY
2025-09-15 2025-09-16 ind_electric_utilities_ipps -0.1092 -0.0009 0.0001 tilt_INDUSTRY
2025-09-15 2025-09-16 ind_water_utilities -0.0079 -0.0012 0.0000 tilt_INDUSTRY
2025-09-15 2025-09-16 size_LARGE 0.0710 -0.0019 -0.0001 tilt_SIZE
2025-09-15 2025-09-16 ind_insurance 0.0343 -0.0080 -0.0003 tilt_INDUSTRY
2025-09-15 2025-09-16 specret NaN NaN -0.0057 unexplained
2025-09-15 2025-09-16 ind_passenger_transportation -0.0198 0.0068 -0.0001 tilt_INDUSTRY
2025-09-15 2025-09-16 ind_fintech -0.0016 0.0059 -0.0000 tilt_INDUSTRY
2025-09-15 2025-09-16 country_PH 0.0034 0.0122 0.0000 tilt_COUNTRY
2025-09-15 2025-09-16 country_MY 0.0181 0.0033 0.0001 tilt_COUNTRY
2025-09-15 2025-09-16 country_NZ 0.0000 0.0068 0.0000 tilt_COUNTRY
2025-09-15 2025-09-16 ind_beverages -0.0511 0.0006 -0.0000 tilt_INDUSTRY
2025-09-15 2025-09-16 country_KR -0.0997 0.0001 -0.0000 tilt_COUNTRY
2025-09-15 2025-09-16 ind_electronic_equipment -0.0377 0.0034 -0.0001 tilt_INDUSTRY
2025-09-15 2025-09-16 ind_natural_gas_utilities 0.0045 0.0046 0.0000 tilt_INDUSTRY
2025-09-15 2025-09-16 ind_textiles_apparel -0.0020 0.0074 -0.0000 tilt_INDUSTRY
2025-09-15 2025-09-16 country_ID 0.0000 0.0037 0.0000 tilt_COUNTRY
2025-09-15 2025-09-16 ind_investment_services 0.0788 -0.0034 -0.0003 tilt_INDUSTRY
2025-09-15 2025-09-16 ind_oil_gas_equipment_services -0.0146 -0.0069 0.0001 tilt_INDUSTRY
2025-09-15 2025-09-16 ind_healthcare_equipment_supplies -0.0955 0.0022 -0.0002 tilt_INDUSTRY
2025-09-15 2025-09-16 reversal 0.8947 0.0003 0.0002 alpha_REVERSAL
2025-09-15 2025-09-16 quality 3.8502 -0.0002 -0.0008 alpha_QUALITY
2025-09-15 2025-09-16 neglect 1.2237 0.0006 0.0008 alpha_VALUE
2025-09-15 2025-09-16 ind_transportation_infrastructure 0.0119 0.0081 0.0001 tilt_INDUSTRY
2025-09-15 2025-09-16 ind_media_publishing 0.0328 -0.0005 -0.0000 tilt_INDUSTRY
2025-09-15 2025-09-16 ind_freight_logistics -0.0391 0.0037 -0.0001 tilt_INDUSTRY
2025-09-15 2025-09-16 size_MICRO -0.0094 0.0038 -0.0000 tilt_SIZE
2025-09-15 2025-09-16 revision 1.3882 -0.0012 -0.0017 alpha_REVISION
2025-09-15 2025-09-16 ind_containers_packaging 0.0051 -0.0063 -0.0000 tilt_INDUSTRY
2025-09-15 2025-09-16 size_SMALL -0.0090 0.0020 -0.0000 tilt_SIZE
2025-09-15 2025-09-16 ind_computers_phones_household_electronics 0.0691 0.0002 0.0000 tilt_INDUSTRY
2025-09-15 2025-09-16 country_AU -0.1037 0.0092 -0.0010 tilt_COUNTRY
2025-09-15 2025-09-16 ind_metals_mining -0.0264 -0.0060 0.0002 tilt_INDUSTRY
2025-09-15 2025-09-16 ind_multiline_utilities -0.0131 0.0038 -0.0000 tilt_INDUSTRY
2025-09-15 2025-09-16 linearCost NaN NaN -0.0001 cost
2025-09-15 2025-09-16 ind_food_drug_retail 0.0274 -0.0013 -0.0000 tilt_INDUSTRY
2025-09-15 2025-09-16 bcost NaN NaN -0.0003 cost
2025-09-15 2025-09-16 sbeta_market 0.0080 0.0107 0.0001 risk_exposure
2025-09-15 2025-09-16 value_gc 2.0490 -0.0006 -0.0011 alpha_VALUE
2025-09-15 2025-09-16 ind_specialty_reatil -0.0060 -0.0018 0.0000 tilt_INDUSTRY
2025-09-15 2025-09-16 country_CN -0.0556 -0.0030 0.0002 tilt_COUNTRY
2025-09-16 2025-09-17 size_SMALL -0.0035 -0.0013 0.0000 tilt_SIZE
2025-09-16 2025-09-17 ind_renewable_energy 0.0087 0.0107 0.0001 tilt_INDUSTRY
2025-09-16 2025-09-17 ind_machinery 0.1481 0.0052 0.0008 tilt_INDUSTRY
2025-09-16 2025-09-17 ind_office_equipment -0.0173 0.0029 -0.0001 tilt_INDUSTRY
2025-09-16 2025-09-17 ind_transportation_infrastructure 0.0120 -0.0004 -0.0000 tilt_INDUSTRY
2025-09-16 2025-09-17 ind_construction_engineering 0.0504 -0.0048 -0.0002 tilt_INDUSTRY
2025-09-16 2025-09-17 momentum -0.1173 0.0001 -0.0000 alpha_MOMENTUM
2025-09-16 2025-09-17 country_IN 0.0000 0.0045 0.0000 tilt_COUNTRY
2025-09-16 2025-09-17 ind_coal -0.0476 0.0155 -0.0007 tilt_INDUSTRY
2025-09-16 2025-09-17 ind_textiles_apparel 0.0013 -0.0022 -0.0000 tilt_INDUSTRY
2025-09-16 2025-09-17 country_KR -0.1008 -0.0058 0.0006 tilt_COUNTRY
2025-09-16 2025-09-17 country_MY 0.0177 0.0133 0.0002 tilt_COUNTRY
2025-09-16 2025-09-17 ind_passenger_transportation -0.0171 0.0083 -0.0001 tilt_INDUSTRY
2025-09-16 2025-09-17 ind_water_utilities -0.0079 -0.0005 0.0000 tilt_INDUSTRY
2025-09-16 2025-09-17 ind_electric_utilities_ipps -0.1095 -0.0034 0.0004 tilt_INDUSTRY
2025-09-16 2025-09-17 impactCost NaN NaN -0.0001 cost
2025-09-16 2025-09-17 ind_oil_gas_equipment_services -0.0144 0.0048 -0.0001 tilt_INDUSTRY
2025-09-16 2025-09-17 ind_containers_packaging 0.0051 0.0018 0.0000 tilt_INDUSTRY
2025-09-16 2025-09-17 ind_specialty_reatil -0.0061 0.0042 -0.0000 tilt_INDUSTRY
2025-09-16 2025-09-17 country_AU -0.0999 -0.0035 0.0004 tilt_COUNTRY
2025-09-16 2025-09-17 size_MICRO -0.0102 -0.0024 0.0000 tilt_SIZE
2025-09-16 2025-09-17 quality 3.8835 -0.0005 -0.0019 alpha_QUALITY
2025-09-16 2025-09-17 reversal 1.2201 0.0010 0.0013 alpha_REVERSAL
2025-09-16 2025-09-17 ind_industrial_distribution 0.0395 -0.0035 -0.0001 tilt_INDUSTRY
2025-09-16 2025-09-17 ind_biotechnology -0.0198 -0.0145 0.0003 tilt_INDUSTRY
2025-09-16 2025-09-17 sdiscrepancy NaN NaN -0.0002 unexplained
2025-09-16 2025-09-17 ind_holding_companies 0.0019 0.0000 0.0000 tilt_INDUSTRY
2025-09-16 2025-09-17 ind_household_products_services -0.0358 0.0043 -0.0002 tilt_INDUSTRY
2025-09-16 2025-09-17 fmom 0.3626 -0.0004 -0.0002 alpha_QUALITY
2025-09-16 2025-09-17 ind_paper_forestry -0.0038 0.0037 -0.0000 tilt_INDUSTRY
2025-09-16 2025-09-17 ind_diversified_retail -0.0074 -0.0032 0.0000 tilt_INDUSTRY
2025-09-16 2025-09-17 ind_food_tobacco 0.0547 -0.0035 -0.0002 tilt_INDUSTRY
2025-09-16 2025-09-17 ind_household_goods -0.0295 0.0117 -0.0003 tilt_INDUSTRY
2025-09-16 2025-09-17 ind_telecommunications_serices 0.1194 0.0013 0.0002 tilt_INDUSTRY
2025-09-16 2025-09-17 ind_insurance 0.0290 -0.0071 -0.0002 tilt_INDUSTRY
2025-09-16 2025-09-17 country_CN -0.0456 0.0017 -0.0001 tilt_COUNTRY
2025-09-16 2025-09-17 specret NaN NaN -0.0052 unexplained
2025-09-16 2025-09-17 stability 4.3931 0.0009 0.0039 alpha_QUALITY
2025-09-16 2025-09-17 ind_aerospace_defense -0.0067 0.0021 -0.0000 tilt_INDUSTRY
2025-09-16 2025-09-17 ind_leisure_products 0.0107 0.0001 0.0000 tilt_INDUSTRY
2025-09-16 2025-09-17 country_TW 0.0340 -0.0064 -0.0002 tilt_COUNTRY
2025-09-16 2025-09-17 ind_pharmaceuticals -0.0342 -0.0066 0.0002 tilt_INDUSTRY
2025-09-16 2025-09-17 ind_semiconductors 0.0010 -0.0002 -0.0000 tilt_INDUSTRY
2025-09-16 2025-09-17 ind_oil_gas 0.0582 0.0028 0.0002 tilt_INDUSTRY
2025-09-16 2025-09-17 ind_construction_materials -0.0003 -0.0003 0.0000 tilt_INDUSTRY
2025-09-16 2025-09-17 neglect 1.2233 -0.0009 -0.0011 alpha_VALUE
2025-09-16 2025-09-17 ind_freight_logistics -0.0376 -0.0015 0.0001 tilt_INDUSTRY
2025-09-16 2025-09-17 ind_food_drug_retail 0.0249 0.0047 0.0001 tilt_INDUSTRY
2025-09-16 2025-09-17 ind_healthcare_equipment_supplies -0.0951 -0.0055 0.0005 tilt_INDUSTRY
2025-09-16 2025-09-17 ind_investment_services 0.0770 -0.0001 -0.0000 tilt_INDUSTRY
2025-09-16 2025-09-17 ind_beverages -0.0512 -0.0069 0.0004 tilt_INDUSTRY
2025-09-16 2025-09-17 country_NZ 0.0000 0.0033 0.0000 tilt_COUNTRY
2025-09-16 2025-09-17 country_TH 0.1013 -0.0024 -0.0002 tilt_COUNTRY
2025-09-16 2025-09-17 value_gc 2.0615 -0.0000 -0.0000 alpha_VALUE
2025-09-16 2025-09-17 ind_hotels_entertainment -0.0181 0.0033 -0.0001 tilt_INDUSTRY
2025-09-16 2025-09-17 ind_integrated_hardware_software 0.0111 -0.0047 -0.0001 tilt_INDUSTRY
2025-09-16 2025-09-17 country_HK 0.1060 0.0049 0.0005 tilt_COUNTRY
2025-09-16 2025-09-17 ind_healthcare_providers_services 0.0074 -0.0025 -0.0000 tilt_INDUSTRY
2025-09-16 2025-09-17 ind_consumer_goods_conglomerates 0.0144 -0.0098 -0.0001 tilt_INDUSTRY
2025-09-16 2025-09-17 fcost NaN NaN -0.0000 cost
2025-09-16 2025-09-17 ind_chemicals 0.0303 0.0001 0.0000 tilt_INDUSTRY
2025-09-16 2025-09-17 ind_software_it_services 0.0001 0.0033 0.0000 tilt_INDUSTRY
2025-09-16 2025-09-17 pdiscrepancy NaN NaN -0.0000 unexplained
2025-09-16 2025-09-17 linearCost NaN NaN -0.0001 cost
2025-09-16 2025-09-17 size_MID -0.0984 0.0008 -0.0001 tilt_SIZE
2025-09-16 2025-09-17 country_SG -0.0200 -0.0016 0.0000 tilt_COUNTRY
2025-09-16 2025-09-17 ind_real_estate_operations -0.0489 0.0004 -0.0000 tilt_INDUSTRY
2025-09-16 2025-09-17 ind_natural_gas_utilities 0.0045 -0.0073 -0.0000 tilt_INDUSTRY
2025-09-16 2025-09-17 ind_communications_equipment 0.0014 -0.0009 -0.0000 tilt_INDUSTRY
2025-09-16 2025-09-17 ind_uranium -0.0024 -0.0264 0.0001 tilt_INDUSTRY
2025-09-16 2025-09-17 ind_media_publishing 0.0353 -0.0046 -0.0002 tilt_INDUSTRY
2025-09-16 2025-09-17 ind_banking_services -0.0469 -0.0026 0.0001 tilt_INDUSTRY
2025-09-16 2025-09-17 ind_automobile -0.0522 0.0063 -0.0003 tilt_INDUSTRY
2025-09-16 2025-09-17 country_ID 0.0000 0.0083 0.0000 tilt_COUNTRY
2025-09-16 2025-09-17 country_PH 0.0034 0.0091 0.0000 tilt_COUNTRY
2025-09-16 2025-09-17 market -0.0445 -0.0026 0.0001 risk_exposure
2025-09-16 2025-09-17 bcost NaN NaN -0.0003 cost
2025-09-16 2025-09-17 country_JP -0.0969 -0.0081 0.0008 tilt_COUNTRY
2025-09-16 2025-09-17 size_LARGE 0.0676 0.0007 0.0000 tilt_SIZE
2025-09-16 2025-09-17 sbeta_market 0.0163 0.0037 0.0001 risk_exposure
2025-09-16 2025-09-17 ind_fintech -0.0017 0.0081 -0.0000 tilt_INDUSTRY
2025-09-16 2025-09-17 ind_computers_phones_household_electronics 0.0687 0.0000 0.0000 tilt_INDUSTRY
2025-09-16 2025-09-17 ind_multiline_utilities -0.0130 -0.0021 0.0000 tilt_INDUSTRY
2025-09-16 2025-09-17 ind_homebuilding_building_products -0.0329 0.0017 -0.0001 tilt_INDUSTRY
2025-09-16 2025-09-17 ind_electronic_equipment -0.0368 0.0061 -0.0002 tilt_INDUSTRY
2025-09-16 2025-09-17 ind_commercial_services_supplies -0.0338 -0.0006 0.0000 tilt_INDUSTRY
2025-09-16 2025-09-17 country_XH 0.0561 0.0099 0.0006 tilt_COUNTRY
2025-09-16 2025-09-17 value_liq 0.8924 0.0006 0.0005 alpha_VALUE
2025-09-16 2025-09-17 ind_metals_mining -0.0305 -0.0049 0.0001 tilt_INDUSTRY
2025-09-16 2025-09-17 revision 1.4205 -0.0010 -0.0014 alpha_REVISION
2025-09-16 2025-09-17 linkage 0.7149 -0.0007 -0.0005 alpha_MOMENTUM
2025-09-17 2025-09-18 ind_textiles_apparel 0.0025 -0.0031 -0.0000 tilt_INDUSTRY
2025-09-17 2025-09-18 ind_oil_gas_equipment_services -0.0147 -0.0038 0.0001 tilt_INDUSTRY
2025-09-17 2025-09-18 ind_pharmaceuticals -0.0342 0.0070 -0.0002 tilt_INDUSTRY
2025-09-17 2025-09-18 ind_machinery 0.1526 0.0036 0.0006 tilt_INDUSTRY
2025-09-17 2025-09-18 ind_real_estate_operations -0.0508 -0.0069 0.0004 tilt_INDUSTRY
2025-09-17 2025-09-18 ind_containers_packaging 0.0050 -0.0065 -0.0000 tilt_INDUSTRY
2025-09-17 2025-09-18 ind_hotels_entertainment -0.0122 -0.0018 0.0000 tilt_INDUSTRY
2025-09-17 2025-09-18 ind_software_it_services -0.0003 0.0019 -0.0000 tilt_INDUSTRY
2025-09-17 2025-09-18 value_liq 0.9064 -0.0007 -0.0006 alpha_VALUE
2025-09-17 2025-09-18 stability 4.4501 0.0006 0.0025 alpha_QUALITY
2025-09-17 2025-09-18 pdiscrepancy NaN NaN 0.0000 unexplained
2025-09-17 2025-09-18 sbeta_market 0.0249 -0.0029 -0.0001 risk_exposure
2025-09-17 2025-09-18 country_IN 0.0000 0.0087 0.0000 tilt_COUNTRY
2025-09-17 2025-09-18 ind_multiline_utilities -0.0133 -0.0029 0.0000 tilt_INDUSTRY
2025-09-17 2025-09-18 ind_specialty_reatil -0.0099 -0.0040 0.0000 tilt_INDUSTRY
2025-09-17 2025-09-18 value_gc 2.1050 0.0003 0.0006 alpha_VALUE
2025-09-17 2025-09-18 ind_renewable_energy 0.0086 -0.0096 -0.0001 tilt_INDUSTRY
2025-09-17 2025-09-18 country_AU -0.1012 0.0069 -0.0007 tilt_COUNTRY
2025-09-17 2025-09-18 country_TH 0.1071 0.0001 0.0000 tilt_COUNTRY
2025-09-17 2025-09-18 ind_semiconductors 0.0084 0.0199 0.0002 tilt_INDUSTRY
2025-09-17 2025-09-18 size_MICRO -0.0097 0.0024 -0.0000 tilt_SIZE
2025-09-17 2025-09-18 ind_electronic_equipment -0.0380 0.0095 -0.0004 tilt_INDUSTRY
2025-09-17 2025-09-18 quality 3.9356 -0.0006 -0.0024 alpha_QUALITY
2025-09-17 2025-09-18 ind_chemicals 0.0290 0.0007 0.0000 tilt_INDUSTRY
2025-09-17 2025-09-18 country_NZ 0.0000 -0.0032 0.0000 tilt_COUNTRY
2025-09-17 2025-09-18 ind_coal -0.0477 -0.0123 0.0006 tilt_INDUSTRY
2025-09-17 2025-09-18 ind_aerospace_defense -0.0071 0.0011 -0.0000 tilt_INDUSTRY
2025-09-17 2025-09-18 ind_office_equipment -0.0176 0.0084 -0.0001 tilt_INDUSTRY
2025-09-17 2025-09-18 market -0.0402 -0.0035 0.0001 risk_exposure
2025-09-17 2025-09-18 ind_healthcare_providers_services 0.0061 -0.0021 -0.0000 tilt_INDUSTRY
2025-09-17 2025-09-18 ind_natural_gas_utilities 0.0045 -0.0044 -0.0000 tilt_INDUSTRY
2025-09-17 2025-09-18 ind_construction_engineering 0.0513 -0.0025 -0.0001 tilt_INDUSTRY
2025-09-17 2025-09-18 ind_insurance 0.0276 -0.0084 -0.0002 tilt_INDUSTRY
2025-09-17 2025-09-18 ind_leisure_products 0.0109 -0.0078 -0.0001 tilt_INDUSTRY
2025-09-17 2025-09-18 country_MY 0.0178 0.0057 0.0001 tilt_COUNTRY
2025-09-17 2025-09-18 country_HK 0.1066 -0.0019 -0.0002 tilt_COUNTRY
2025-09-17 2025-09-18 country_TW 0.0331 0.0093 0.0003 tilt_COUNTRY
2025-09-17 2025-09-18 ind_communications_equipment 0.0019 0.0082 0.0000 tilt_INDUSTRY
2025-09-17 2025-09-18 ind_media_publishing 0.0354 -0.0052 -0.0002 tilt_INDUSTRY
2025-09-17 2025-09-18 ind_consumer_goods_conglomerates 0.0134 -0.0066 -0.0001 tilt_INDUSTRY
2025-09-17 2025-09-18 specret NaN NaN -0.0017 unexplained
2025-09-17 2025-09-18 ind_banking_services -0.0396 -0.0044 0.0002 tilt_INDUSTRY
2025-09-17 2025-09-18 linkage 0.7108 -0.0007 -0.0005 alpha_MOMENTUM
2025-09-17 2025-09-18 country_ID 0.0000 -0.0021 0.0000 tilt_COUNTRY
2025-09-17 2025-09-18 revision 1.4641 -0.0001 -0.0001 alpha_REVISION
2025-09-17 2025-09-18 reversal 1.2580 0.0003 0.0003 alpha_REVERSAL
2025-09-17 2025-09-18 ind_water_utilities -0.0080 -0.0007 0.0000 tilt_INDUSTRY
2025-09-17 2025-09-18 ind_automobile -0.0524 -0.0001 0.0000 tilt_INDUSTRY
2025-09-17 2025-09-18 country_PH 0.0034 0.0127 0.0000 tilt_COUNTRY
2025-09-17 2025-09-18 ind_electric_utilities_ipps -0.1115 -0.0040 0.0004 tilt_INDUSTRY
2025-09-17 2025-09-18 bcost NaN NaN -0.0003 cost
2025-09-17 2025-09-18 linearCost NaN NaN -0.0001 cost
2025-09-17 2025-09-18 ind_integrated_hardware_software 0.0113 0.0040 0.0000 tilt_INDUSTRY
2025-09-17 2025-09-18 country_CN -0.0411 -0.0082 0.0003 tilt_COUNTRY
2025-09-17 2025-09-18 impactCost NaN NaN -0.0002 cost
2025-09-17 2025-09-18 ind_transportation_infrastructure 0.0123 -0.0004 -0.0000 tilt_INDUSTRY
2025-09-17 2025-09-18 ind_passenger_transportation -0.0143 -0.0092 0.0001 tilt_INDUSTRY
2025-09-17 2025-09-18 country_KR -0.1028 0.0132 -0.0014 tilt_COUNTRY
2025-09-17 2025-09-18 ind_biotechnology -0.0200 0.0047 -0.0001 tilt_INDUSTRY
2025-09-17 2025-09-18 ind_construction_materials -0.0003 -0.0044 0.0000 tilt_INDUSTRY
2025-09-17 2025-09-18 size_SMALL 0.0001 0.0006 0.0000 tilt_SIZE
2025-09-17 2025-09-18 country_JP -0.0979 0.0097 -0.0009 tilt_COUNTRY
2025-09-17 2025-09-18 ind_computers_phones_household_electronics 0.0695 0.0145 0.0010 tilt_INDUSTRY
2025-09-17 2025-09-18 ind_food_tobacco 0.0565 -0.0036 -0.0002 tilt_INDUSTRY
2025-09-17 2025-09-18 ind_fintech -0.0018 -0.0192 0.0000 tilt_INDUSTRY
2025-09-17 2025-09-18 size_LARGE 0.0699 -0.0006 -0.0000 tilt_SIZE
2025-09-17 2025-09-18 size_MID -0.1004 -0.0002 0.0000 tilt_SIZE
2025-09-17 2025-09-18 sdiscrepancy NaN NaN -0.0004 unexplained
2025-09-17 2025-09-18 country_XH 0.0560 -0.0037 -0.0002 tilt_COUNTRY
2025-09-17 2025-09-18 ind_investment_services 0.0764 -0.0097 -0.0007 tilt_INDUSTRY
2025-09-17 2025-09-18 ind_paper_forestry -0.0066 -0.0058 0.0000 tilt_INDUSTRY
2025-09-17 2025-09-18 ind_commercial_services_supplies -0.0372 -0.0037 0.0001 tilt_INDUSTRY
2025-09-17 2025-09-18 ind_holding_companies 0.0031 0.0000 0.0000 tilt_INDUSTRY
2025-09-17 2025-09-18 ind_diversified_retail -0.0081 -0.0005 0.0000 tilt_INDUSTRY
2025-09-17 2025-09-18 country_SG -0.0213 0.0091 -0.0002 tilt_COUNTRY
2025-09-17 2025-09-18 ind_household_products_services -0.0379 0.0021 -0.0001 tilt_INDUSTRY
2025-09-17 2025-09-18 ind_healthcare_equipment_supplies -0.0959 -0.0003 0.0000 tilt_INDUSTRY
2025-09-17 2025-09-18 ind_uranium -0.0025 0.0268 -0.0001 tilt_INDUSTRY
2025-09-17 2025-09-18 momentum -0.1182 -0.0004 0.0000 alpha_MOMENTUM
2025-09-17 2025-09-18 fmom 0.3902 0.0004 0.0002 alpha_QUALITY
2025-09-17 2025-09-18 ind_metals_mining -0.0338 -0.0096 0.0003 tilt_INDUSTRY
2025-09-17 2025-09-18 ind_food_drug_retail 0.0230 -0.0023 -0.0001 tilt_INDUSTRY
2025-09-17 2025-09-18 ind_oil_gas 0.0611 -0.0063 -0.0004 tilt_INDUSTRY
2025-09-17 2025-09-18 ind_household_goods -0.0303 -0.0014 0.0000 tilt_INDUSTRY
2025-09-17 2025-09-18 neglect 1.2271 -0.0008 -0.0010 alpha_VALUE
2025-09-17 2025-09-18 ind_telecommunications_serices 0.1214 -0.0036 -0.0004 tilt_INDUSTRY
2025-09-17 2025-09-18 fcost NaN NaN -0.0000 cost
2025-09-17 2025-09-18 ind_freight_logistics -0.0390 -0.0016 0.0001 tilt_INDUSTRY
2025-09-17 2025-09-18 ind_beverages -0.0524 -0.0013 0.0001 tilt_INDUSTRY
2025-09-17 2025-09-18 ind_homebuilding_building_products -0.0336 -0.0052 0.0002 tilt_INDUSTRY
2025-09-17 2025-09-18 ind_industrial_distribution 0.0404 0.0027 0.0001 tilt_INDUSTRY
2025-09-18 2025-09-19 ind_construction_engineering 0.0543 0.0031 0.0002 tilt_INDUSTRY
2025-09-18 2025-09-19 country_IN 0.0000 0.0004 0.0000 tilt_COUNTRY
2025-09-18 2025-09-19 ind_leisure_products 0.0117 -0.0115 -0.0001 tilt_INDUSTRY
2025-09-18 2025-09-19 ind_construction_materials -0.0004 0.0130 -0.0000 tilt_INDUSTRY
2025-09-18 2025-09-19 country_XH 0.0581 0.0062 0.0004 tilt_COUNTRY
2025-09-18 2025-09-19 ind_freight_logistics -0.0389 0.0063 -0.0002 tilt_INDUSTRY
2025-09-18 2025-09-19 country_KR -0.1048 -0.0031 0.0003 tilt_COUNTRY
2025-09-18 2025-09-19 country_HK 0.1088 0.0044 0.0005 tilt_COUNTRY
2025-09-18 2025-09-19 ind_food_drug_retail 0.0237 -0.0064 -0.0002 tilt_INDUSTRY
2025-09-18 2025-09-19 country_MY 0.0188 0.0007 0.0000 tilt_COUNTRY
2025-09-18 2025-09-19 ind_diversified_retail -0.0087 0.0039 -0.0000 tilt_INDUSTRY
2025-09-18 2025-09-19 country_SG -0.0230 -0.0021 0.0000 tilt_COUNTRY
2025-09-18 2025-09-19 pdiscrepancy NaN NaN 0.0000 unexplained
2025-09-18 2025-09-19 ind_uranium -0.0026 -0.0041 0.0000 tilt_INDUSTRY
2025-09-18 2025-09-19 ind_telecommunications_serices 0.1245 -0.0028 -0.0003 tilt_INDUSTRY
2025-09-18 2025-09-19 ind_media_publishing 0.0364 0.0088 0.0003 tilt_INDUSTRY
2025-09-18 2025-09-19 ind_software_it_services 0.0009 -0.0024 -0.0000 tilt_INDUSTRY
2025-09-18 2025-09-19 fmom 0.4306 0.0004 0.0002 alpha_QUALITY
2025-09-18 2025-09-19 ind_passenger_transportation -0.0151 -0.0022 0.0000 tilt_INDUSTRY
2025-09-18 2025-09-19 ind_natural_gas_utilities 0.0047 0.0003 0.0000 tilt_INDUSTRY
2025-09-18 2025-09-19 ind_paper_forestry -0.0084 -0.0087 0.0001 tilt_INDUSTRY
2025-09-18 2025-09-19 revision 1.5062 0.0008 0.0012 alpha_REVISION
2025-09-18 2025-09-19 ind_food_tobacco 0.0607 -0.0013 -0.0001 tilt_INDUSTRY
2025-09-18 2025-09-19 ind_household_goods -0.0301 0.0072 -0.0002 tilt_INDUSTRY
2025-09-18 2025-09-19 specret NaN NaN -0.0004 unexplained
2025-09-18 2025-09-19 ind_fintech -0.0020 -0.0059 0.0000 tilt_INDUSTRY
2025-09-18 2025-09-19 linkage 0.7267 -0.0001 -0.0000 alpha_MOMENTUM
2025-09-18 2025-09-19 country_CN -0.0407 -0.0001 0.0000 tilt_COUNTRY
2025-09-18 2025-09-19 ind_consumer_goods_conglomerates 0.0119 0.0056 0.0001 tilt_INDUSTRY
2025-09-18 2025-09-19 linearCost NaN NaN -0.0001 cost
2025-09-18 2025-09-19 ind_metals_mining -0.0404 0.0053 -0.0002 tilt_INDUSTRY
2025-09-18 2025-09-19 country_TW 0.0363 0.0025 0.0001 tilt_COUNTRY
2025-09-18 2025-09-19 ind_oil_gas 0.0642 -0.0001 -0.0000 tilt_INDUSTRY
2025-09-18 2025-09-19 ind_insurance 0.0276 -0.0022 -0.0001 tilt_INDUSTRY
2025-09-18 2025-09-19 size_LARGE 0.0714 -0.0010 -0.0001 tilt_SIZE
2025-09-18 2025-09-19 ind_chemicals 0.0395 0.0050 0.0002 tilt_INDUSTRY
2025-09-18 2025-09-19 size_MID -0.0997 0.0009 -0.0001 tilt_SIZE
2025-09-18 2025-09-19 ind_healthcare_providers_services 0.0046 -0.0008 -0.0000 tilt_INDUSTRY
2025-09-18 2025-09-19 ind_textiles_apparel 0.0026 0.0030 0.0000 tilt_INDUSTRY
2025-09-18 2025-09-19 ind_aerospace_defense -0.0073 0.0134 -0.0001 tilt_INDUSTRY
2025-09-18 2025-09-19 market -0.0375 0.0034 -0.0001 risk_exposure
2025-09-18 2025-09-19 ind_coal -0.0497 0.0221 -0.0011 tilt_INDUSTRY
2025-09-18 2025-09-19 neglect 1.2667 -0.0018 -0.0023 alpha_VALUE
2025-09-18 2025-09-19 value_liq 0.9626 0.0011 0.0011 alpha_VALUE
2025-09-18 2025-09-19 ind_homebuilding_building_products -0.0343 0.0012 -0.0000 tilt_INDUSTRY
2025-09-18 2025-09-19 country_ID 0.0000 -0.0010 0.0000 tilt_COUNTRY
2025-09-18 2025-09-19 ind_automobile -0.0515 -0.0068 0.0004 tilt_INDUSTRY
2025-09-18 2025-09-19 ind_real_estate_operations -0.0525 0.0012 -0.0001 tilt_INDUSTRY
2025-09-18 2025-09-19 ind_machinery 0.1525 -0.0014 -0.0002 tilt_INDUSTRY
2025-09-18 2025-09-19 ind_transportation_infrastructure 0.0134 -0.0007 -0.0000 tilt_INDUSTRY
2025-09-18 2025-09-19 ind_containers_packaging 0.0048 0.0021 0.0000 tilt_INDUSTRY
2025-09-18 2025-09-19 ind_biotechnology -0.0209 0.0032 -0.0001 tilt_INDUSTRY
2025-09-18 2025-09-19 ind_computers_phones_household_electronics 0.0731 -0.0020 -0.0001 tilt_INDUSTRY
2025-09-18 2025-09-19 sbeta_market 0.0314 -0.0056 -0.0002 risk_exposure
2025-09-18 2025-09-19 size_SMALL 0.0001 -0.0005 -0.0000 tilt_SIZE
2025-09-18 2025-09-19 value_gc 2.1613 0.0009 0.0020 alpha_VALUE
2025-09-18 2025-09-19 country_JP -0.0996 -0.0037 0.0004 tilt_COUNTRY
2025-09-18 2025-09-19 country_AU -0.1047 0.0007 -0.0001 tilt_COUNTRY
2025-09-18 2025-09-19 sdiscrepancy NaN NaN -0.0003 unexplained
2025-09-18 2025-09-19 ind_renewable_energy 0.0088 -0.0011 -0.0000 tilt_INDUSTRY
2025-09-18 2025-09-19 ind_multiline_utilities -0.0136 -0.0085 0.0001 tilt_INDUSTRY
2025-09-18 2025-09-19 country_TH 0.1097 -0.0055 -0.0006 tilt_COUNTRY
2025-09-18 2025-09-19 ind_specialty_reatil -0.0140 -0.0051 0.0001 tilt_INDUSTRY
2025-09-18 2025-09-19 ind_semiconductors 0.0095 0.0012 0.0000 tilt_INDUSTRY
2025-09-18 2025-09-19 ind_electronic_equipment -0.0400 0.0010 -0.0000 tilt_INDUSTRY
2025-09-18 2025-09-19 size_MICRO -0.0092 0.0033 -0.0000 tilt_SIZE
2025-09-18 2025-09-19 ind_beverages -0.0551 0.0040 -0.0002 tilt_INDUSTRY
2025-09-18 2025-09-19 quality 4.0435 0.0005 0.0019 alpha_QUALITY
2025-09-18 2025-09-19 fcost NaN NaN -0.0000 cost
2025-09-18 2025-09-19 country_NZ 0.0000 0.0072 0.0000 tilt_COUNTRY
2025-09-18 2025-09-19 reversal 1.1831 0.0011 0.0013 alpha_REVERSAL
2025-09-18 2025-09-19 ind_industrial_distribution 0.0417 0.0135 0.0006 tilt_INDUSTRY
2025-09-18 2025-09-19 ind_pharmaceuticals -0.0388 -0.0069 0.0003 tilt_INDUSTRY
2025-09-18 2025-09-19 ind_hotels_entertainment -0.0074 0.0033 -0.0000 tilt_INDUSTRY
2025-09-18 2025-09-19 ind_communications_equipment 0.0025 0.0033 0.0000 tilt_INDUSTRY
2025-09-18 2025-09-19 ind_healthcare_equipment_supplies -0.0984 -0.0071 0.0007 tilt_INDUSTRY
2025-09-18 2025-09-19 momentum -0.1280 -0.0010 0.0001 alpha_MOMENTUM
2025-09-18 2025-09-19 ind_water_utilities -0.0084 -0.0040 0.0000 tilt_INDUSTRY
2025-09-18 2025-09-19 ind_household_products_services -0.0388 -0.0037 0.0001 tilt_INDUSTRY
2025-09-18 2025-09-19 country_PH 0.0037 0.0055 0.0000 tilt_COUNTRY
2025-09-18 2025-09-19 ind_electric_utilities_ipps -0.1158 -0.0035 0.0004 tilt_INDUSTRY
2025-09-18 2025-09-19 ind_oil_gas_equipment_services -0.0152 0.0112 -0.0002 tilt_INDUSTRY
2025-09-18 2025-09-19 bcost NaN NaN -0.0003 cost
2025-09-18 2025-09-19 ind_investment_services 0.0767 -0.0041 -0.0003 tilt_INDUSTRY
2025-09-18 2025-09-19 ind_holding_companies 0.0052 0.0000 0.0000 tilt_INDUSTRY
2025-09-18 2025-09-19 impactCost NaN NaN -0.0001 cost
2025-09-18 2025-09-19 stability 4.5784 -0.0007 -0.0032 alpha_QUALITY
2025-09-18 2025-09-19 ind_integrated_hardware_software 0.0118 -0.0095 -0.0001 tilt_INDUSTRY
2025-09-18 2025-09-19 ind_commercial_services_supplies -0.0414 -0.0027 0.0001 tilt_INDUSTRY
2025-09-18 2025-09-19 ind_office_equipment -0.0180 0.0054 -0.0001 tilt_INDUSTRY
2025-09-18 2025-09-19 ind_banking_services -0.0357 0.0005 -0.0000 tilt_INDUSTRY
2025-09-19 2025-09-22 ind_consumer_goods_conglomerates 0.0109 -0.0085 -0.0001 tilt_INDUSTRY
2025-09-19 2025-09-22 ind_oil_gas 0.0681 -0.0023 -0.0002 tilt_INDUSTRY
2025-09-19 2025-09-22 neglect 1.2784 0.0004 0.0005 alpha_VALUE
2025-09-19 2025-09-22 ind_chemicals 0.0522 -0.0034 -0.0002 tilt_INDUSTRY
2025-09-19 2025-09-22 ind_beverages -0.0581 -0.0092 0.0005 tilt_INDUSTRY
2025-09-19 2025-09-22 ind_automobile -0.0470 0.0020 -0.0001 tilt_INDUSTRY
2025-09-19 2025-09-22 ind_semiconductors 0.0110 0.0154 0.0002 tilt_INDUSTRY
2025-09-19 2025-09-22 ind_hotels_entertainment -0.0087 -0.0065 0.0001 tilt_INDUSTRY
2025-09-19 2025-09-22 ind_integrated_hardware_software 0.0125 0.0068 0.0001 tilt_INDUSTRY
2025-09-19 2025-09-22 country_NZ 0.0000 0.0049 0.0000 tilt_COUNTRY
2025-09-19 2025-09-22 ind_food_drug_retail 0.0280 -0.0057 -0.0002 tilt_INDUSTRY
2025-09-19 2025-09-22 country_IN 0.0000 0.0017 0.0000 tilt_COUNTRY
2025-09-19 2025-09-22 size_LARGE 0.0705 0.0012 0.0001 tilt_SIZE
2025-09-19 2025-09-22 ind_aerospace_defense -0.0077 -0.0007 0.0000 tilt_INDUSTRY
2025-09-19 2025-09-22 country_PH 0.0034 0.0010 0.0000 tilt_COUNTRY
2025-09-19 2025-09-22 ind_metals_mining -0.0474 0.0049 -0.0002 tilt_INDUSTRY
2025-09-19 2025-09-22 ind_electronic_equipment -0.0404 0.0095 -0.0004 tilt_INDUSTRY
2025-09-19 2025-09-22 country_JP -0.0971 0.0071 -0.0007 tilt_COUNTRY
2025-09-19 2025-09-22 linkage 0.7510 0.0000 0.0000 alpha_MOMENTUM
2025-09-19 2025-09-22 ind_investment_services 0.0776 0.0023 0.0002 tilt_INDUSTRY
2025-09-19 2025-09-22 ind_healthcare_providers_services 0.0036 -0.0041 -0.0000 tilt_INDUSTRY
2025-09-19 2025-09-22 ind_healthcare_equipment_supplies -0.1003 -0.0021 0.0002 tilt_INDUSTRY
2025-09-19 2025-09-22 ind_communications_equipment 0.0012 0.0063 0.0000 tilt_INDUSTRY
2025-09-19 2025-09-22 country_TH 0.1096 -0.0011 -0.0001 tilt_COUNTRY
2025-09-19 2025-09-22 ind_leisure_products 0.0126 -0.0055 -0.0001 tilt_INDUSTRY
2025-09-19 2025-09-22 country_HK 0.1060 -0.0069 -0.0007 tilt_COUNTRY
2025-09-19 2025-09-22 ind_construction_materials -0.0005 -0.0013 0.0000 tilt_INDUSTRY
2025-09-19 2025-09-22 value_gc 2.2206 0.0007 0.0016 alpha_VALUE
2025-09-19 2025-09-22 ind_pharmaceuticals -0.0428 -0.0001 0.0000 tilt_INDUSTRY
2025-09-19 2025-09-22 country_XH 0.0610 -0.0110 -0.0007 tilt_COUNTRY
2025-09-19 2025-09-22 country_AU -0.1069 0.0094 -0.0010 tilt_COUNTRY
2025-09-19 2025-09-22 reversal 1.0249 0.0003 0.0003 alpha_REVERSAL
2025-09-19 2025-09-22 quality 4.1476 -0.0014 -0.0058 alpha_QUALITY
2025-09-19 2025-09-22 sbeta_market 0.0140 0.0109 0.0002 risk_exposure
2025-09-19 2025-09-22 size_MICRO -0.0104 -0.0008 0.0000 tilt_SIZE
2025-09-19 2025-09-22 ind_specialty_reatil -0.0147 -0.0033 0.0000 tilt_INDUSTRY
2025-09-19 2025-09-22 country_TW 0.0374 0.0016 0.0001 tilt_COUNTRY
2025-09-19 2025-09-22 ind_multiline_utilities -0.0137 0.0037 -0.0001 tilt_INDUSTRY
2025-09-19 2025-09-22 ind_homebuilding_building_products -0.0346 -0.0112 0.0004 tilt_INDUSTRY
2025-09-19 2025-09-22 ind_renewable_energy 0.0092 -0.0168 -0.0002 tilt_INDUSTRY
2025-09-19 2025-09-22 ind_containers_packaging 0.0042 0.0003 0.0000 tilt_INDUSTRY
2025-09-19 2025-09-22 ind_machinery 0.1353 0.0025 0.0003 tilt_INDUSTRY
2025-09-19 2025-09-22 ind_real_estate_operations -0.0523 -0.0055 0.0003 tilt_INDUSTRY
2025-09-19 2025-09-22 ind_oil_gas_equipment_services -0.0153 -0.0172 0.0003 tilt_INDUSTRY
2025-09-19 2025-09-22 ind_banking_services -0.0365 -0.0012 0.0000 tilt_INDUSTRY
2025-09-19 2025-09-22 ind_office_equipment -0.0183 0.0033 -0.0001 tilt_INDUSTRY
2025-09-19 2025-09-22 impactCost NaN NaN -0.0002 cost
2025-09-19 2025-09-22 stability 4.6866 0.0006 0.0027 alpha_QUALITY
2025-09-19 2025-09-22 fcost NaN NaN -0.0001 cost
2025-09-19 2025-09-22 ind_industrial_distribution 0.0421 0.0032 0.0001 tilt_INDUSTRY
2025-09-19 2025-09-22 size_SMALL -0.0062 -0.0011 0.0000 tilt_SIZE
2025-09-19 2025-09-22 ind_telecommunications_serices 0.1257 0.0013 0.0002 tilt_INDUSTRY
2025-09-19 2025-09-22 country_SG -0.0239 0.0039 -0.0001 tilt_COUNTRY
2025-09-19 2025-09-22 value_liq 1.0099 -0.0018 -0.0019 alpha_VALUE
2025-09-19 2025-09-22 ind_household_goods -0.0327 -0.0138 0.0005 tilt_INDUSTRY
2025-09-19 2025-09-22 ind_food_tobacco 0.0624 -0.0030 -0.0002 tilt_INDUSTRY
2025-09-19 2025-09-22 ind_paper_forestry -0.0092 -0.0090 0.0001 tilt_INDUSTRY
2025-09-19 2025-09-22 ind_diversified_retail -0.0090 -0.0100 0.0001 tilt_INDUSTRY
2025-09-19 2025-09-22 ind_uranium -0.0026 0.0353 -0.0001 tilt_INDUSTRY
2025-09-19 2025-09-22 fmom 0.4513 0.0004 0.0002 alpha_QUALITY
2025-09-19 2025-09-22 ind_holding_companies 0.0063 0.0000 0.0000 tilt_INDUSTRY
2025-09-19 2025-09-22 momentum -0.1574 0.0011 -0.0002 alpha_MOMENTUM
2025-09-19 2025-09-22 ind_household_products_services -0.0388 -0.0001 0.0000 tilt_INDUSTRY
2025-09-19 2025-09-22 ind_commercial_services_supplies -0.0444 -0.0049 0.0002 tilt_INDUSTRY
2025-09-19 2025-09-22 ind_computers_phones_household_electronics 0.0763 0.0107 0.0008 tilt_INDUSTRY
2025-09-19 2025-09-22 sdiscrepancy NaN NaN -0.0006 unexplained
2025-09-19 2025-09-22 ind_biotechnology -0.0221 0.0047 -0.0001 tilt_INDUSTRY
2025-09-19 2025-09-22 size_MID -0.1059 0.0003 -0.0000 tilt_SIZE
2025-09-19 2025-09-22 bcost NaN NaN -0.0008 cost
2025-09-19 2025-09-22 ind_electric_utilities_ipps -0.1202 0.0024 -0.0003 tilt_INDUSTRY
2025-09-19 2025-09-22 ind_freight_logistics -0.0370 -0.0125 0.0005 tilt_INDUSTRY
2025-09-19 2025-09-22 ind_passenger_transportation -0.0177 -0.0012 0.0000 tilt_INDUSTRY
2025-09-19 2025-09-22 ind_insurance 0.0287 -0.0017 -0.0000 tilt_INDUSTRY
2025-09-19 2025-09-22 specret NaN NaN -0.0099 unexplained
2025-09-19 2025-09-22 market -0.0520 -0.0111 0.0006 risk_exposure
2025-09-19 2025-09-22 revision 1.5250 0.0006 0.0009 alpha_REVISION
2025-09-19 2025-09-22 ind_coal -0.0504 -0.0043 0.0002 tilt_INDUSTRY
2025-09-19 2025-09-22 linearCost NaN NaN -0.0002 cost
2025-09-19 2025-09-22 ind_textiles_apparel 0.0005 -0.0020 -0.0000 tilt_INDUSTRY
2025-09-19 2025-09-22 ind_natural_gas_utilities 0.0050 0.0008 0.0000 tilt_INDUSTRY
2025-09-19 2025-09-22 ind_construction_engineering 0.0569 -0.0041 -0.0002 tilt_INDUSTRY
2025-09-19 2025-09-22 country_KR -0.1054 0.0044 -0.0005 tilt_COUNTRY
2025-09-19 2025-09-22 country_MY 0.0198 0.0092 0.0002 tilt_COUNTRY
2025-09-19 2025-09-22 country_CN -0.0559 -0.0027 0.0002 tilt_COUNTRY
2025-09-19 2025-09-22 pdiscrepancy NaN NaN -0.0001 unexplained
2025-09-19 2025-09-22 ind_transportation_infrastructure 0.0158 -0.0004 -0.0000 tilt_INDUSTRY
2025-09-19 2025-09-22 ind_water_utilities -0.0087 0.0053 -0.0000 tilt_INDUSTRY
2025-09-19 2025-09-22 ind_media_publishing 0.0350 -0.0071 -0.0002 tilt_INDUSTRY
2025-09-19 2025-09-22 ind_fintech -0.0024 0.0070 -0.0000 tilt_INDUSTRY
2025-09-19 2025-09-22 country_ID 0.0000 0.0043 0.0000 tilt_COUNTRY
2025-09-19 2025-09-22 ind_software_it_services 0.0020 -0.0036 -0.0000 tilt_INDUSTRY
2025-09-22 2025-09-23 sdiscrepancy NaN NaN -0.0003 unexplained
2025-09-22 2025-09-23 ind_commercial_services_supplies -0.0444 -0.0012 0.0001 tilt_INDUSTRY
2025-09-22 2025-09-23 specret NaN NaN -0.0061 unexplained
2025-09-22 2025-09-23 ind_insurance 0.0285 0.0004 0.0000 tilt_INDUSTRY
2025-09-22 2025-09-23 revision 1.4915 0.0008 0.0012 alpha_REVISION
2025-09-22 2025-09-23 ind_software_it_services 0.0098 -0.0049 -0.0000 tilt_INDUSTRY
2025-09-22 2025-09-23 ind_household_products_services -0.0391 -0.0088 0.0003 tilt_INDUSTRY
2025-09-22 2025-09-23 ind_telecommunications_serices 0.1231 -0.0078 -0.0010 tilt_INDUSTRY
2025-09-22 2025-09-23 ind_investment_services 0.0772 -0.0039 -0.0003 tilt_INDUSTRY
2025-09-22 2025-09-23 ind_household_goods -0.0345 0.0008 -0.0000 tilt_INDUSTRY
2025-09-22 2025-09-23 linearCost NaN NaN -0.0002 cost
2025-09-22 2025-09-23 ind_metals_mining -0.0489 0.0032 -0.0002 tilt_INDUSTRY
2025-09-22 2025-09-23 ind_holding_companies 0.0064 0.0000 0.0000 tilt_INDUSTRY
2025-09-22 2025-09-23 fmom 0.4533 0.0002 0.0001 alpha_QUALITY
2025-09-22 2025-09-23 country_SG -0.0243 -0.0006 0.0000 tilt_COUNTRY
2025-09-22 2025-09-23 ind_consumer_goods_conglomerates 0.0108 0.0063 0.0001 tilt_INDUSTRY
2025-09-22 2025-09-23 ind_biotechnology -0.0233 0.0028 -0.0001 tilt_INDUSTRY
2025-09-22 2025-09-23 ind_uranium -0.0025 0.0203 -0.0001 tilt_INDUSTRY
2025-09-22 2025-09-23 ind_natural_gas_utilities 0.0051 -0.0011 -0.0000 tilt_INDUSTRY
2025-09-22 2025-09-23 ind_diversified_retail -0.0090 -0.0139 0.0001 tilt_INDUSTRY
2025-09-22 2025-09-23 size_LARGE 0.0778 0.0023 0.0002 tilt_SIZE
2025-09-22 2025-09-23 ind_paper_forestry -0.0096 -0.0031 0.0000 tilt_INDUSTRY
2025-09-22 2025-09-23 pdiscrepancy NaN NaN -0.0000 unexplained
2025-09-22 2025-09-23 ind_food_tobacco 0.0590 -0.0062 -0.0004 tilt_INDUSTRY
2025-09-22 2025-09-23 ind_electric_utilities_ipps -0.1206 0.0009 -0.0001 tilt_INDUSTRY
2025-09-22 2025-09-23 ind_beverages -0.0596 -0.0047 0.0003 tilt_INDUSTRY
2025-09-22 2025-09-23 ind_industrial_distribution 0.0422 0.0011 0.0000 tilt_INDUSTRY
2025-09-22 2025-09-23 ind_water_utilities -0.0086 0.0119 -0.0001 tilt_INDUSTRY
2025-09-22 2025-09-23 bcost NaN NaN -0.0003 cost
2025-09-22 2025-09-23 ind_communications_equipment -0.0000 -0.0005 0.0000 tilt_INDUSTRY
2025-09-22 2025-09-23 country_ID 0.0000 0.0015 0.0000 tilt_COUNTRY
2025-09-22 2025-09-23 ind_oil_gas_equipment_services -0.0146 0.0031 -0.0000 tilt_INDUSTRY
2025-09-22 2025-09-23 ind_real_estate_operations -0.0509 -0.0087 0.0004 tilt_INDUSTRY
2025-09-22 2025-09-23 ind_integrated_hardware_software 0.0128 -0.0054 -0.0001 tilt_INDUSTRY
2025-09-22 2025-09-23 ind_hotels_entertainment -0.0107 -0.0044 0.0000 tilt_INDUSTRY
2025-09-22 2025-09-23 country_MY 0.0203 0.0006 0.0000 tilt_COUNTRY
2025-09-22 2025-09-23 country_KR -0.1028 -0.0009 0.0001 tilt_COUNTRY
2025-09-22 2025-09-23 value_gc 2.1869 0.0006 0.0013 alpha_VALUE
2025-09-22 2025-09-23 ind_containers_packaging 0.0036 -0.0036 -0.0000 tilt_INDUSTRY
2025-09-22 2025-09-23 country_AU -0.1050 0.0018 -0.0002 tilt_COUNTRY
2025-09-22 2025-09-23 country_TH 0.1054 -0.0132 -0.0014 tilt_COUNTRY
2025-09-22 2025-09-23 ind_healthcare_providers_services 0.0033 -0.0062 -0.0000 tilt_INDUSTRY
2025-09-22 2025-09-23 ind_electronic_equipment -0.0376 0.0030 -0.0001 tilt_INDUSTRY
2025-09-22 2025-09-23 ind_multiline_utilities -0.0134 0.0011 -0.0000 tilt_INDUSTRY
2025-09-22 2025-09-23 sbeta_market 0.0291 -0.0158 -0.0005 risk_exposure
2025-09-22 2025-09-23 fcost NaN NaN -0.0000 cost
2025-09-22 2025-09-23 impactCost NaN NaN -0.0001 cost
2025-09-22 2025-09-23 country_NZ 0.0000 -0.0061 0.0000 tilt_COUNTRY
2025-09-22 2025-09-23 market -0.0445 0.0097 -0.0004 risk_exposure
2025-09-22 2025-09-23 ind_homebuilding_building_products -0.0348 -0.0047 0.0002 tilt_INDUSTRY
2025-09-22 2025-09-23 country_JP -0.0913 0.0025 -0.0002 tilt_COUNTRY
2025-09-22 2025-09-23 ind_chemicals 0.0610 -0.0001 -0.0000 tilt_INDUSTRY
2025-09-22 2025-09-23 quality 4.1174 -0.0003 -0.0014 alpha_QUALITY
2025-09-22 2025-09-23 country_HK 0.0970 0.0030 0.0003 tilt_COUNTRY
2025-09-22 2025-09-23 ind_textiles_apparel -0.0024 -0.0033 0.0000 tilt_INDUSTRY
2025-09-22 2025-09-23 size_MICRO -0.0105 -0.0009 0.0000 tilt_SIZE
2025-09-22 2025-09-23 ind_specialty_reatil -0.0152 -0.0053 0.0001 tilt_INDUSTRY
2025-09-22 2025-09-23 ind_passenger_transportation -0.0189 -0.0080 0.0002 tilt_INDUSTRY
2025-09-22 2025-09-23 reversal 1.0699 -0.0005 -0.0005 alpha_REVERSAL
2025-09-22 2025-09-23 stability 4.6544 0.0004 0.0019 alpha_QUALITY
2025-09-22 2025-09-23 country_IN 0.0000 -0.0057 0.0000 tilt_COUNTRY
2025-09-22 2025-09-23 ind_construction_materials -0.0005 -0.0032 0.0000 tilt_INDUSTRY
2025-09-22 2025-09-23 country_TW 0.0389 0.0003 0.0000 tilt_COUNTRY
2025-09-22 2025-09-23 ind_coal -0.0482 0.0065 -0.0003 tilt_INDUSTRY
2025-09-22 2025-09-23 ind_oil_gas 0.0689 -0.0010 -0.0001 tilt_INDUSTRY
2025-09-22 2025-09-23 ind_renewable_energy 0.0088 -0.0018 -0.0000 tilt_INDUSTRY
2025-09-22 2025-09-23 ind_freight_logistics -0.0360 -0.0041 0.0001 tilt_INDUSTRY
2025-09-22 2025-09-23 ind_construction_engineering 0.0562 0.0011 0.0001 tilt_INDUSTRY
2025-09-22 2025-09-23 ind_leisure_products 0.0135 0.0019 0.0000 tilt_INDUSTRY
2025-09-22 2025-09-23 ind_computers_phones_household_electronics 0.0757 0.0019 0.0001 tilt_INDUSTRY
2025-09-22 2025-09-23 linkage 0.7310 -0.0002 -0.0001 alpha_MOMENTUM
2025-09-22 2025-09-23 ind_fintech -0.0025 -0.0079 0.0000 tilt_INDUSTRY
2025-09-22 2025-09-23 country_PH 0.0029 -0.0156 -0.0000 tilt_COUNTRY
2025-09-22 2025-09-23 ind_machinery 0.1278 0.0074 0.0009 tilt_INDUSTRY
2025-09-22 2025-09-23 ind_automobile -0.0431 0.0055 -0.0002 tilt_INDUSTRY
2025-09-22 2025-09-23 ind_pharmaceuticals -0.0442 -0.0059 0.0003 tilt_INDUSTRY
2025-09-22 2025-09-23 ind_transportation_infrastructure 0.0178 0.0011 0.0000 tilt_INDUSTRY
2025-09-22 2025-09-23 size_SMALL -0.0092 -0.0015 0.0000 tilt_SIZE
2025-09-22 2025-09-23 ind_food_drug_retail 0.0315 -0.0075 -0.0002 tilt_INDUSTRY
2025-09-22 2025-09-23 value_liq 0.9760 0.0006 0.0006 alpha_VALUE
2025-09-22 2025-09-23 momentum -0.1950 -0.0004 0.0001 alpha_MOMENTUM
2025-09-22 2025-09-23 ind_healthcare_equipment_supplies -0.0978 -0.0030 0.0003 tilt_INDUSTRY
2025-09-22 2025-09-23 size_MID -0.1027 -0.0001 0.0000 tilt_SIZE
2025-09-22 2025-09-23 country_CN -0.0500 -0.0001 0.0000 tilt_COUNTRY
2025-09-22 2025-09-23 ind_media_publishing 0.0316 -0.0072 -0.0002 tilt_INDUSTRY
2025-09-22 2025-09-23 ind_banking_services -0.0421 0.0029 -0.0001 tilt_INDUSTRY
2025-09-22 2025-09-23 ind_semiconductors 0.0215 0.0113 0.0002 tilt_INDUSTRY
2025-09-22 2025-09-23 country_XH 0.0646 0.0015 0.0001 tilt_COUNTRY
2025-09-22 2025-09-23 ind_aerospace_defense -0.0077 -0.0010 0.0000 tilt_INDUSTRY
2025-09-22 2025-09-23 neglect 1.2458 -0.0024 -0.0030 alpha_VALUE
2025-09-22 2025-09-23 ind_office_equipment -0.0188 -0.0010 0.0000 tilt_INDUSTRY
2025-09-23 2025-09-24 ind_computers_phones_household_electronics 0.0975 0.0020 0.0002 tilt_INDUSTRY
2025-09-23 2025-09-24 bcost NaN NaN -0.0003 cost
2025-09-23 2025-09-24 ind_machinery 0.1689 0.0013 0.0002 tilt_INDUSTRY
2025-09-23 2025-09-24 ind_commercial_services_supplies -0.0656 -0.0045 0.0003 tilt_INDUSTRY
2025-09-23 2025-09-24 ind_electric_utilities_ipps -0.1512 -0.0039 0.0006 tilt_INDUSTRY
2025-09-23 2025-09-24 ind_hotels_entertainment -0.0167 -0.0010 0.0000 tilt_INDUSTRY
2025-09-23 2025-09-24 ind_coal -0.0590 -0.0060 0.0004 tilt_INDUSTRY
2025-09-23 2025-09-24 ind_semiconductors 0.0308 0.0071 0.0002 tilt_INDUSTRY
2025-09-23 2025-09-24 ind_electronic_equipment -0.0395 -0.0010 0.0000 tilt_INDUSTRY
2025-09-23 2025-09-24 specret NaN NaN -0.0108 unexplained
2025-09-23 2025-09-24 fmom 0.6000 -0.0006 -0.0004 alpha_QUALITY
2025-09-23 2025-09-24 ind_banking_services -0.0568 -0.0030 0.0002 tilt_INDUSTRY
2025-09-23 2025-09-24 ind_real_estate_operations -0.0543 0.0007 -0.0000 tilt_INDUSTRY
2025-09-23 2025-09-24 ind_office_equipment -0.0225 -0.0047 0.0001 tilt_INDUSTRY
2025-09-23 2025-09-24 ind_household_products_services -0.0479 0.0039 -0.0002 tilt_INDUSTRY
2025-09-23 2025-09-24 momentum -0.2722 0.0014 -0.0004 alpha_MOMENTUM
2025-09-23 2025-09-24 ind_healthcare_equipment_supplies -0.1199 0.0006 -0.0001 tilt_INDUSTRY
2025-09-23 2025-09-24 country_TH 0.1408 0.0065 0.0009 tilt_COUNTRY
2025-09-23 2025-09-24 ind_holding_companies 0.0082 0.0000 0.0000 tilt_INDUSTRY
2025-09-23 2025-09-24 ind_oil_gas_equipment_services -0.0183 0.0076 -0.0001 tilt_INDUSTRY
2025-09-23 2025-09-24 value_gc 2.7475 -0.0015 -0.0041 alpha_VALUE
2025-09-23 2025-09-24 ind_beverages -0.0784 -0.0045 0.0004 tilt_INDUSTRY
2025-09-23 2025-09-24 ind_containers_packaging 0.0020 -0.0014 -0.0000 tilt_INDUSTRY
2025-09-23 2025-09-24 ind_communications_equipment 0.0007 -0.0004 -0.0000 tilt_INDUSTRY
2025-09-23 2025-09-24 sdiscrepancy NaN NaN 0.0007 unexplained
2025-09-23 2025-09-24 fcost NaN NaN -0.0000 cost
2025-09-23 2025-09-24 ind_biotechnology -0.0286 -0.0118 0.0003 tilt_INDUSTRY
2025-09-23 2025-09-24 ind_specialty_reatil -0.0159 -0.0018 0.0000 tilt_INDUSTRY
2025-09-23 2025-09-24 stability 5.7914 -0.0002 -0.0012 alpha_QUALITY
2025-09-23 2025-09-24 ind_homebuilding_building_products -0.0422 0.0015 -0.0001 tilt_INDUSTRY
2025-09-23 2025-09-24 ind_chemicals 0.0719 0.0027 0.0002 tilt_INDUSTRY
2025-09-23 2025-09-24 country_TW 0.0359 -0.0082 -0.0003 tilt_COUNTRY
2025-09-23 2025-09-24 size_MICRO -0.0103 -0.0038 0.0000 tilt_SIZE
2025-09-23 2025-09-24 size_MID -0.1218 0.0002 -0.0000 tilt_SIZE
2025-09-23 2025-09-24 ind_consumer_goods_conglomerates 0.0146 0.0053 0.0001 tilt_INDUSTRY
2025-09-23 2025-09-24 ind_freight_logistics -0.0389 -0.0014 0.0001 tilt_INDUSTRY
2025-09-23 2025-09-24 country_IN 0.0000 -0.0069 0.0000 tilt_COUNTRY
2025-09-23 2025-09-24 quality 5.1009 0.0000 0.0002 alpha_QUALITY
2025-09-23 2025-09-24 ind_aerospace_defense -0.0097 0.0004 -0.0000 tilt_INDUSTRY
2025-09-23 2025-09-24 reversal 1.3866 -0.0007 -0.0010 alpha_REVERSAL
2025-09-23 2025-09-24 linearCost NaN NaN -0.0006 cost
2025-09-23 2025-09-24 country_HK 0.1117 -0.0031 -0.0003 tilt_COUNTRY
2025-09-23 2025-09-24 ind_multiline_utilities -0.0162 -0.0053 0.0001 tilt_INDUSTRY
2025-09-23 2025-09-24 ind_natural_gas_utilities 0.0071 0.0002 0.0000 tilt_INDUSTRY
2025-09-23 2025-09-24 ind_fintech -0.0034 -0.0063 0.0000 tilt_INDUSTRY
2025-09-23 2025-09-24 ind_integrated_hardware_software 0.0175 0.0088 0.0002 tilt_INDUSTRY
2025-09-23 2025-09-24 ind_pharmaceuticals -0.0592 -0.0006 0.0000 tilt_INDUSTRY
2025-09-23 2025-09-24 pdiscrepancy NaN NaN -0.0000 unexplained
2025-09-23 2025-09-24 country_PH 0.0039 -0.0036 -0.0000 tilt_COUNTRY
2025-09-23 2025-09-24 sbeta_market 0.0436 0.0070 0.0003 risk_exposure
2025-09-23 2025-09-24 size_SMALL -0.0066 -0.0006 0.0000 tilt_SIZE
2025-09-23 2025-09-24 country_AU -0.1249 -0.0070 0.0009 tilt_COUNTRY
2025-09-23 2025-09-24 ind_industrial_distribution 0.0508 -0.0081 -0.0004 tilt_INDUSTRY
2025-09-23 2025-09-24 ind_leisure_products 0.0191 0.0143 0.0003 tilt_INDUSTRY
2025-09-23 2025-09-24 ind_renewable_energy 0.0101 0.0165 0.0002 tilt_INDUSTRY
2025-09-23 2025-09-24 ind_healthcare_providers_services 0.0044 -0.0043 -0.0000 tilt_INDUSTRY
2025-09-23 2025-09-24 ind_software_it_services 0.0094 0.0040 0.0000 tilt_INDUSTRY
2025-09-23 2025-09-24 linkage 0.8827 -0.0003 -0.0002 alpha_MOMENTUM
2025-09-23 2025-09-24 country_NZ 0.0000 0.0053 0.0000 tilt_COUNTRY
2025-09-23 2025-09-24 size_LARGE 0.0949 0.0009 0.0001 tilt_SIZE
2025-09-23 2025-09-24 country_KR -0.1230 -0.0106 0.0013 tilt_COUNTRY
2025-09-23 2025-09-24 ind_construction_materials -0.0007 -0.0038 0.0000 tilt_INDUSTRY
2025-09-23 2025-09-24 ind_diversified_retail -0.0107 0.0023 -0.0000 tilt_INDUSTRY
2025-09-23 2025-09-24 country_MY 0.0280 -0.0012 -0.0000 tilt_COUNTRY
2025-09-23 2025-09-24 market -0.0438 -0.0022 0.0001 risk_exposure
2025-09-23 2025-09-24 country_CN -0.0543 0.0067 -0.0004 tilt_COUNTRY
2025-09-23 2025-09-24 ind_paper_forestry -0.0112 -0.0019 0.0000 tilt_INDUSTRY
2025-09-23 2025-09-24 ind_uranium -0.0031 0.0078 -0.0000 tilt_INDUSTRY
2025-09-23 2025-09-24 ind_household_goods -0.0461 -0.0030 0.0001 tilt_INDUSTRY
2025-09-23 2025-09-24 ind_water_utilities -0.0104 0.0045 -0.0000 tilt_INDUSTRY
2025-09-23 2025-09-24 ind_construction_engineering 0.0745 -0.0009 -0.0001 tilt_INDUSTRY
2025-09-23 2025-09-24 ind_food_tobacco 0.0652 -0.0020 -0.0001 tilt_INDUSTRY
2025-09-23 2025-09-24 ind_metals_mining -0.0639 -0.0000 0.0000 tilt_INDUSTRY
2025-09-23 2025-09-24 ind_food_drug_retail 0.0454 0.0073 0.0003 tilt_INDUSTRY
2025-09-23 2025-09-24 neglect 1.5316 -0.0002 -0.0003 alpha_VALUE
2025-09-23 2025-09-24 ind_telecommunications_serices 0.1504 0.0047 0.0007 tilt_INDUSTRY
2025-09-23 2025-09-24 ind_investment_services 0.0876 -0.0057 -0.0005 tilt_INDUSTRY
2025-09-23 2025-09-24 ind_textiles_apparel -0.0043 -0.0014 0.0000 tilt_INDUSTRY
2025-09-23 2025-09-24 ind_transportation_infrastructure 0.0277 -0.0030 -0.0001 tilt_INDUSTRY
2025-09-23 2025-09-24 ind_passenger_transportation -0.0264 0.0039 -0.0001 tilt_INDUSTRY
2025-09-23 2025-09-24 ind_oil_gas 0.0860 0.0030 0.0003 tilt_INDUSTRY
2025-09-23 2025-09-24 value_liq 1.2525 0.0012 0.0016 alpha_VALUE
2025-09-23 2025-09-24 country_XH 0.0898 -0.0028 -0.0003 tilt_COUNTRY
2025-09-23 2025-09-24 country_ID 0.0000 -0.0060 0.0000 tilt_COUNTRY
2025-09-23 2025-09-24 revision 1.8512 0.0001 0.0002 alpha_REVISION
2025-09-23 2025-09-24 ind_insurance 0.0369 -0.0046 -0.0002 tilt_INDUSTRY
2025-09-23 2025-09-24 country_JP -0.1227 -0.0044 0.0005 tilt_COUNTRY
2025-09-23 2025-09-24 ind_automobile -0.0488 -0.0046 0.0002 tilt_INDUSTRY
2025-09-23 2025-09-24 ind_media_publishing 0.0396 0.0005 0.0000 tilt_INDUSTRY
2025-09-23 2025-09-24 impactCost NaN NaN -0.0005 cost
2025-09-23 2025-09-24 country_SG -0.0291 -0.0048 0.0001 tilt_COUNTRY
2025-09-24 2025-09-25 country_XH 0.0956 -0.0051 -0.0005 tilt_COUNTRY
2025-09-24 2025-09-25 sbeta_market 0.0206 0.0075 0.0002 risk_exposure
2025-09-24 2025-09-25 ind_homebuilding_building_products -0.0377 -0.0003 0.0000 tilt_INDUSTRY
2025-09-24 2025-09-25 country_TW 0.0190 0.0001 0.0000 tilt_COUNTRY
2025-09-24 2025-09-25 ind_specialty_reatil -0.0100 -0.0009 0.0000 tilt_INDUSTRY
2025-09-24 2025-09-25 ind_food_drug_retail 0.0487 -0.0037 -0.0002 tilt_INDUSTRY
2025-09-24 2025-09-25 country_SG -0.0242 0.0019 -0.0000 tilt_COUNTRY
2025-09-24 2025-09-25 ind_metals_mining -0.0701 0.0043 -0.0003 tilt_INDUSTRY
2025-09-24 2025-09-25 country_PH 0.0044 -0.0024 -0.0000 tilt_COUNTRY
2025-09-24 2025-09-25 ind_passenger_transportation -0.0223 0.0023 -0.0001 tilt_INDUSTRY
2025-09-24 2025-09-25 ind_office_equipment -0.0199 -0.0065 0.0001 tilt_INDUSTRY
2025-09-24 2025-09-25 ind_integrated_hardware_software 0.0176 -0.0039 -0.0001 tilt_INDUSTRY
2025-09-24 2025-09-25 pdiscrepancy NaN NaN -0.0001 unexplained
2025-09-24 2025-09-25 size_MID -0.1133 0.0026 -0.0003 tilt_SIZE
2025-09-24 2025-09-25 fcost NaN NaN -0.0000 cost
2025-09-24 2025-09-25 ind_beverages -0.0790 -0.0033 0.0003 tilt_INDUSTRY
2025-09-24 2025-09-25 country_NZ 0.0000 0.0089 0.0000 tilt_COUNTRY
2025-09-24 2025-09-25 stability 5.4243 -0.0002 -0.0009 alpha_QUALITY
2025-09-24 2025-09-25 ind_construction_engineering 0.0704 -0.0005 -0.0000 tilt_INDUSTRY
2025-09-24 2025-09-25 ind_aerospace_defense -0.0091 -0.0032 0.0000 tilt_INDUSTRY
2025-09-24 2025-09-25 ind_oil_gas 0.0827 0.0086 0.0007 tilt_INDUSTRY
2025-09-24 2025-09-25 country_ID 0.0000 -0.0037 0.0000 tilt_COUNTRY
2025-09-24 2025-09-25 ind_chemicals 0.0622 0.0008 0.0000 tilt_INDUSTRY
2025-09-24 2025-09-25 ind_leisure_products 0.0210 0.0026 0.0001 tilt_INDUSTRY
2025-09-24 2025-09-25 ind_construction_materials 0.0012 0.0019 0.0000 tilt_INDUSTRY
2025-09-24 2025-09-25 ind_healthcare_providers_services 0.0050 -0.0002 -0.0000 tilt_INDUSTRY
2025-09-24 2025-09-25 linearCost NaN NaN -0.0009 cost
2025-09-24 2025-09-25 ind_media_publishing 0.0366 0.0061 0.0002 tilt_INDUSTRY
2025-09-24 2025-09-25 country_HK 0.1025 -0.0087 -0.0009 tilt_COUNTRY
2025-09-24 2025-09-25 ind_natural_gas_utilities 0.0080 0.0038 0.0000 tilt_INDUSTRY
2025-09-24 2025-09-25 value_liq 1.3024 0.0018 0.0023 alpha_VALUE
2025-09-24 2025-09-25 ind_multiline_utilities -0.0148 -0.0018 0.0000 tilt_INDUSTRY
2025-09-24 2025-09-25 country_KR -0.1124 -0.0002 0.0000 tilt_COUNTRY
2025-09-24 2025-09-25 ind_industrial_distribution 0.0448 -0.0043 -0.0002 tilt_INDUSTRY
2025-09-24 2025-09-25 ind_household_goods -0.0470 -0.0099 0.0005 tilt_INDUSTRY
2025-09-24 2025-09-25 ind_renewable_energy 0.0080 0.0102 0.0001 tilt_INDUSTRY
2025-09-24 2025-09-25 size_MICRO -0.0079 -0.0041 0.0000 tilt_SIZE
2025-09-24 2025-09-25 country_AU -0.1129 0.0031 -0.0004 tilt_COUNTRY
2025-09-24 2025-09-25 linkage 0.8280 -0.0002 -0.0002 alpha_MOMENTUM
2025-09-24 2025-09-25 size_SMALL -0.0067 -0.0040 0.0000 tilt_SIZE
2025-09-24 2025-09-25 momentum -0.3129 -0.0001 0.0000 alpha_MOMENTUM
2025-09-24 2025-09-25 sdiscrepancy NaN NaN -0.0009 unexplained
2025-09-24 2025-09-25 ind_oil_gas_equipment_services -0.0168 -0.0035 0.0001 tilt_INDUSTRY
2025-09-24 2025-09-25 ind_paper_forestry -0.0093 -0.0012 0.0000 tilt_INDUSTRY
2025-09-24 2025-09-25 market -0.0486 -0.0100 0.0005 risk_exposure
2025-09-24 2025-09-25 ind_fintech -0.0037 0.0035 -0.0000 tilt_INDUSTRY
2025-09-24 2025-09-25 value_gc 2.6603 -0.0012 -0.0033 alpha_VALUE
2025-09-24 2025-09-25 size_LARGE 0.0793 0.0018 0.0001 tilt_SIZE
2025-09-24 2025-09-25 ind_diversified_retail -0.0095 -0.0032 0.0000 tilt_INDUSTRY
2025-09-24 2025-09-25 ind_banking_services -0.0615 -0.0004 0.0000 tilt_INDUSTRY
2025-09-24 2025-09-25 ind_healthcare_equipment_supplies -0.1109 0.0004 -0.0000 tilt_INDUSTRY
2025-09-24 2025-09-25 ind_holding_companies 0.0079 0.0000 0.0000 tilt_INDUSTRY
2025-09-24 2025-09-25 ind_real_estate_operations -0.0385 -0.0034 0.0001 tilt_INDUSTRY
2025-09-24 2025-09-25 quality 4.7667 -0.0005 -0.0025 alpha_QUALITY
2025-09-24 2025-09-25 country_TH 0.1393 0.0147 0.0020 tilt_COUNTRY
2025-09-24 2025-09-25 ind_automobile -0.0404 0.0008 -0.0000 tilt_INDUSTRY
2025-09-24 2025-09-25 ind_computers_phones_household_electronics 0.0938 0.0068 0.0006 tilt_INDUSTRY
2025-09-24 2025-09-25 country_JP -0.1175 0.0075 -0.0009 tilt_COUNTRY
2025-09-24 2025-09-25 ind_electronic_equipment -0.0309 -0.0030 0.0001 tilt_INDUSTRY
2025-09-24 2025-09-25 ind_insurance 0.0361 -0.0061 -0.0002 tilt_INDUSTRY
2025-09-24 2025-09-25 ind_water_utilities -0.0095 -0.0048 0.0000 tilt_INDUSTRY
2025-09-24 2025-09-25 revision 1.7653 -0.0007 -0.0012 alpha_REVISION
2025-09-24 2025-09-25 ind_semiconductors 0.0345 -0.0041 -0.0001 tilt_INDUSTRY
2025-09-24 2025-09-25 ind_electric_utilities_ipps -0.1407 0.0021 -0.0003 tilt_INDUSTRY
2025-09-24 2025-09-25 impactCost NaN NaN -0.0008 cost
2025-09-24 2025-09-25 reversal 1.4649 0.0010 0.0015 alpha_REVERSAL
2025-09-24 2025-09-25 country_IN 0.0000 -0.0020 0.0000 tilt_COUNTRY
2025-09-24 2025-09-25 ind_household_products_services -0.0412 -0.0003 0.0000 tilt_INDUSTRY
2025-09-24 2025-09-25 ind_telecommunications_serices 0.1366 0.0021 0.0003 tilt_INDUSTRY
2025-09-24 2025-09-25 ind_pharmaceuticals -0.0572 -0.0031 0.0002 tilt_INDUSTRY
2025-09-24 2025-09-25 ind_investment_services 0.0709 -0.0040 -0.0003 tilt_INDUSTRY
2025-09-24 2025-09-25 ind_biotechnology -0.0245 0.0035 -0.0001 tilt_INDUSTRY
2025-09-24 2025-09-25 ind_textiles_apparel -0.0072 -0.0028 0.0000 tilt_INDUSTRY
2025-09-24 2025-09-25 ind_hotels_entertainment -0.0172 0.0031 -0.0001 tilt_INDUSTRY
2025-09-24 2025-09-25 ind_transportation_infrastructure 0.0297 -0.0006 -0.0000 tilt_INDUSTRY
2025-09-24 2025-09-25 ind_coal -0.0536 0.0014 -0.0001 tilt_INDUSTRY
2025-09-24 2025-09-25 ind_uranium -0.0027 -0.0114 0.0000 tilt_INDUSTRY
2025-09-24 2025-09-25 ind_freight_logistics -0.0302 0.0003 -0.0000 tilt_INDUSTRY
2025-09-24 2025-09-25 ind_communications_equipment 0.0024 -0.0002 -0.0000 tilt_INDUSTRY
2025-09-24 2025-09-25 ind_commercial_services_supplies -0.0764 0.0008 -0.0001 tilt_INDUSTRY
2025-09-24 2025-09-25 ind_machinery 0.1596 -0.0013 -0.0002 tilt_INDUSTRY
2025-09-24 2025-09-25 ind_software_it_services -0.0026 0.0073 -0.0000 tilt_INDUSTRY
2025-09-24 2025-09-25 country_MY 0.0313 0.0042 0.0001 tilt_COUNTRY
2025-09-24 2025-09-25 specret NaN NaN -0.0050 unexplained
2025-09-24 2025-09-25 country_CN -0.0736 -0.0019 0.0001 tilt_COUNTRY
2025-09-24 2025-09-25 fmom 0.5930 0.0006 0.0003 alpha_QUALITY
2025-09-24 2025-09-25 bcost NaN NaN -0.0003 cost
2025-09-24 2025-09-25 ind_consumer_goods_conglomerates 0.0158 -0.0060 -0.0001 tilt_INDUSTRY
2025-09-24 2025-09-25 neglect 1.4165 -0.0007 -0.0010 alpha_VALUE
2025-09-24 2025-09-25 ind_food_tobacco 0.0524 -0.0003 -0.0000 tilt_INDUSTRY
2025-09-24 2025-09-25 ind_containers_packaging 0.0000 -0.0030 0.0000 tilt_INDUSTRY
2025-09-25 2025-09-26 country_KR -0.1581 -0.0171 0.0027 tilt_COUNTRY
2025-09-25 2025-09-26 country_MY 0.0558 0.0020 0.0001 tilt_COUNTRY
2025-09-25 2025-09-26 stability 7.7080 -0.0000 -0.0000 alpha_QUALITY
2025-09-25 2025-09-26 ind_freight_logistics -0.0425 -0.0026 0.0001 tilt_INDUSTRY
2025-09-25 2025-09-26 ind_multiline_utilities -0.0210 0.0040 -0.0001 tilt_INDUSTRY
2025-09-25 2025-09-26 reversal 1.9653 0.0020 0.0040 alpha_REVERSAL
2025-09-25 2025-09-26 size_LARGE 0.1261 -0.0006 -0.0001 tilt_SIZE
2025-09-25 2025-09-26 ind_specialty_reatil -0.0086 -0.0017 0.0000 tilt_INDUSTRY
2025-09-25 2025-09-26 ind_electric_utilities_ipps -0.1981 0.0024 -0.0005 tilt_INDUSTRY
2025-09-25 2025-09-26 size_MICRO -0.0129 0.0025 -0.0000 tilt_SIZE
2025-09-25 2025-09-26 impactCost NaN NaN -0.0013 cost
2025-09-25 2025-09-26 ind_insurance 0.0472 0.0148 0.0007 tilt_INDUSTRY
2025-09-25 2025-09-26 ind_water_utilities -0.0133 0.0016 -0.0000 tilt_INDUSTRY
2025-09-25 2025-09-26 ind_real_estate_operations -0.0476 0.0098 -0.0005 tilt_INDUSTRY
2025-09-25 2025-09-26 market -0.0322 0.0113 -0.0004 risk_exposure
2025-09-25 2025-09-26 ind_oil_gas_equipment_services -0.0231 0.0062 -0.0001 tilt_INDUSTRY
2025-09-25 2025-09-26 ind_software_it_services -0.0098 -0.0111 0.0001 tilt_INDUSTRY
2025-09-25 2025-09-26 specret NaN NaN -0.0031 unexplained
2025-09-25 2025-09-26 ind_fintech -0.0069 0.0015 -0.0000 tilt_INDUSTRY
2025-09-25 2025-09-26 bcost NaN NaN -0.0004 cost
2025-09-25 2025-09-26 ind_machinery 0.2545 -0.0036 -0.0009 tilt_INDUSTRY
2025-09-25 2025-09-26 ind_coal -0.0761 -0.0012 0.0001 tilt_INDUSTRY
2025-09-25 2025-09-26 ind_transportation_infrastructure 0.0418 -0.0042 -0.0002 tilt_INDUSTRY
2025-09-25 2025-09-26 ind_textiles_apparel -0.0087 0.0015 -0.0000 tilt_INDUSTRY
2025-09-25 2025-09-26 ind_containers_packaging 0.0000 0.0027 0.0000 tilt_INDUSTRY
2025-09-25 2025-09-26 country_CN -0.1125 0.0037 -0.0004 tilt_COUNTRY
2025-09-25 2025-09-26 ind_natural_gas_utilities 0.0145 -0.0041 -0.0001 tilt_INDUSTRY
2025-09-25 2025-09-26 ind_renewable_energy 0.0072 0.0079 0.0001 tilt_INDUSTRY
2025-09-25 2025-09-26 ind_office_equipment -0.0277 -0.0041 0.0001 tilt_INDUSTRY
2025-09-25 2025-09-26 pdiscrepancy NaN NaN 0.0000 unexplained
2025-09-25 2025-09-26 ind_passenger_transportation -0.0220 0.0010 -0.0000 tilt_INDUSTRY
2025-09-25 2025-09-26 country_AU -0.1253 -0.0037 0.0005 tilt_COUNTRY
2025-09-25 2025-09-26 country_ID 0.0000 -0.0010 0.0000 tilt_COUNTRY
2025-09-25 2025-09-26 linearCost NaN NaN -0.0014 cost
2025-09-25 2025-09-26 ind_banking_services -0.1000 0.0039 -0.0004 tilt_INDUSTRY
2025-09-25 2025-09-26 ind_aerospace_defense -0.0091 0.0104 -0.0001 tilt_INDUSTRY
2025-09-25 2025-09-26 ind_media_publishing 0.0423 -0.0009 -0.0000 tilt_INDUSTRY
2025-09-25 2025-09-26 country_TW 0.0207 -0.0099 -0.0002 tilt_COUNTRY
2025-09-25 2025-09-26 ind_construction_engineering 0.0904 0.0013 0.0001 tilt_INDUSTRY
2025-09-25 2025-09-26 ind_biotechnology -0.0308 -0.0091 0.0003 tilt_INDUSTRY
2025-09-25 2025-09-26 ind_household_goods -0.0773 0.0066 -0.0005 tilt_INDUSTRY
2025-09-25 2025-09-26 revision 2.5368 -0.0000 -0.0001 alpha_REVISION
2025-09-25 2025-09-26 ind_pharmaceuticals -0.0861 -0.0063 0.0005 tilt_INDUSTRY
2025-09-25 2025-09-26 country_HK 0.1505 0.0054 0.0008 tilt_COUNTRY
2025-09-25 2025-09-26 country_XH 0.1595 0.0075 0.0012 tilt_COUNTRY
2025-09-25 2025-09-26 sdiscrepancy NaN NaN -0.0018 unexplained
2025-09-25 2025-09-26 size_MID -0.1459 -0.0010 0.0001 tilt_SIZE
2025-09-25 2025-09-26 value_gc 3.9918 -0.0004 -0.0015 alpha_VALUE
2025-09-25 2025-09-26 country_NZ 0.0000 -0.0086 0.0000 tilt_COUNTRY
2025-09-25 2025-09-26 ind_semiconductors 0.0768 -0.0072 -0.0006 tilt_INDUSTRY
2025-09-25 2025-09-26 ind_construction_materials 0.0072 0.0032 0.0000 tilt_INDUSTRY
2025-09-25 2025-09-26 ind_industrial_distribution 0.0630 0.0065 0.0004 tilt_INDUSTRY
2025-09-25 2025-09-26 ind_oil_gas 0.1168 0.0067 0.0008 tilt_INDUSTRY
2025-09-25 2025-09-26 fmom 1.0222 -0.0001 -0.0001 alpha_QUALITY
2025-09-25 2025-09-26 ind_leisure_products 0.0357 0.0005 0.0000 tilt_INDUSTRY
2025-09-25 2025-09-26 ind_healthcare_providers_services 0.0084 0.0013 0.0000 tilt_INDUSTRY
2025-09-25 2025-09-26 ind_electronic_equipment -0.0408 -0.0121 0.0005 tilt_INDUSTRY
2025-09-25 2025-09-26 ind_healthcare_equipment_supplies -0.1519 -0.0054 0.0008 tilt_INDUSTRY
2025-09-25 2025-09-26 size_SMALL 0.0004 0.0014 0.0000 tilt_SIZE
2025-09-25 2025-09-26 country_SG -0.0298 -0.0063 0.0002 tilt_COUNTRY
2025-09-25 2025-09-26 ind_metals_mining -0.0872 0.0107 -0.0009 tilt_INDUSTRY
2025-09-25 2025-09-26 sbeta_market 0.0724 -0.0208 -0.0015 risk_exposure
2025-09-25 2025-09-26 linkage 1.2358 -0.0003 -0.0003 alpha_MOMENTUM
2025-09-25 2025-09-26 ind_computers_phones_household_electronics 0.1369 -0.0096 -0.0013 tilt_INDUSTRY
2025-09-25 2025-09-26 ind_beverages -0.1227 0.0050 -0.0006 tilt_INDUSTRY
2025-09-25 2025-09-26 country_PH 0.0089 -0.0081 -0.0001 tilt_COUNTRY
2025-09-25 2025-09-26 ind_holding_companies 0.0109 0.0000 0.0000 tilt_INDUSTRY
2025-09-25 2025-09-26 momentum -0.4860 -0.0005 0.0002 alpha_MOMENTUM
2025-09-25 2025-09-26 ind_integrated_hardware_software 0.0255 -0.0118 -0.0003 tilt_INDUSTRY
2025-09-25 2025-09-26 neglect 1.8595 -0.0001 -0.0003 alpha_VALUE
2025-09-25 2025-09-26 ind_food_drug_retail 0.0784 -0.0022 -0.0002 tilt_INDUSTRY
2025-09-25 2025-09-26 ind_consumer_goods_conglomerates 0.0211 0.0026 0.0001 tilt_INDUSTRY
2025-09-25 2025-09-26 value_liq 2.0561 0.0019 0.0038 alpha_VALUE
2025-09-25 2025-09-26 country_TH 0.1866 -0.0079 -0.0015 tilt_COUNTRY
2025-09-25 2025-09-26 ind_food_tobacco 0.0666 0.0059 0.0004 tilt_INDUSTRY
2025-09-25 2025-09-26 ind_paper_forestry -0.0136 0.0039 -0.0001 tilt_INDUSTRY
2025-09-25 2025-09-26 ind_communications_equipment 0.0046 -0.0098 -0.0000 tilt_INDUSTRY
2025-09-25 2025-09-26 ind_uranium -0.0038 0.0294 -0.0001 tilt_INDUSTRY
2025-09-25 2025-09-26 ind_household_products_services -0.0537 0.0023 -0.0001 tilt_INDUSTRY
2025-09-25 2025-09-26 ind_diversified_retail -0.0139 -0.0023 0.0000 tilt_INDUSTRY
2025-09-25 2025-09-26 quality 6.7316 0.0007 0.0047 alpha_QUALITY
2025-09-25 2025-09-26 ind_homebuilding_building_products -0.0533 0.0021 -0.0001 tilt_INDUSTRY
2025-09-25 2025-09-26 country_JP -0.1887 0.0075 -0.0014 tilt_COUNTRY
2025-09-25 2025-09-26 fcost NaN NaN -0.0000 cost
2025-09-25 2025-09-26 ind_automobile -0.0592 0.0039 -0.0002 tilt_INDUSTRY
2025-09-25 2025-09-26 ind_investment_services 0.0938 0.0088 0.0008 tilt_INDUSTRY
2025-09-25 2025-09-26 country_IN 0.0000 -0.0219 0.0000 tilt_COUNTRY
2025-09-25 2025-09-26 ind_telecommunications_serices 0.1905 -0.0068 -0.0013 tilt_INDUSTRY
2025-09-25 2025-09-26 ind_chemicals 0.1051 0.0039 0.0004 tilt_INDUSTRY
2025-09-25 2025-09-26 ind_commercial_services_supplies -0.1407 0.0012 -0.0002 tilt_INDUSTRY
2025-09-25 2025-09-26 ind_hotels_entertainment -0.0220 0.0007 -0.0000 tilt_INDUSTRY
2025-09-26 2025-09-29 ind_software_it_services -0.0068 -0.0042 0.0000 tilt_INDUSTRY
2025-09-26 2025-09-29 ind_household_products_services -0.0506 -0.0015 0.0001 tilt_INDUSTRY
2025-09-26 2025-09-29 ind_household_goods -0.0779 -0.0076 0.0006 tilt_INDUSTRY
2025-09-26 2025-09-29 country_TH 0.1704 0.0071 0.0012 tilt_COUNTRY
2025-09-26 2025-09-29 specret NaN NaN -0.0063 unexplained
2025-09-26 2025-09-29 ind_healthcare_equipment_supplies -0.1479 -0.0028 0.0004 tilt_INDUSTRY
2025-09-26 2025-09-29 ind_oil_gas_equipment_services -0.0230 0.0024 -0.0001 tilt_INDUSTRY
2025-09-26 2025-09-29 value_gc 4.0067 -0.0000 -0.0000 alpha_VALUE
2025-09-26 2025-09-29 quality 6.9111 0.0004 0.0029 alpha_QUALITY
2025-09-26 2025-09-29 ind_electronic_equipment -0.0435 -0.0015 0.0001 tilt_INDUSTRY
2025-09-26 2025-09-29 ind_food_drug_retail 0.0866 0.0003 0.0000 tilt_INDUSTRY
2025-09-26 2025-09-29 ind_textiles_apparel -0.0033 -0.0008 0.0000 tilt_INDUSTRY
2025-09-26 2025-09-29 ind_food_tobacco 0.0642 -0.0037 -0.0002 tilt_INDUSTRY
2025-09-26 2025-09-29 bcost NaN NaN -0.0018 cost
2025-09-26 2025-09-29 ind_uranium -0.0037 -0.0374 0.0001 tilt_INDUSTRY
2025-09-26 2025-09-29 ind_transportation_infrastructure 0.0357 -0.0000 -0.0000 tilt_INDUSTRY
2025-09-26 2025-09-29 ind_paper_forestry -0.0141 -0.0020 0.0000 tilt_INDUSTRY
2025-09-26 2025-09-29 ind_diversified_retail -0.0152 -0.0011 0.0000 tilt_INDUSTRY
2025-09-26 2025-09-29 ind_automobile -0.0599 -0.0041 0.0002 tilt_INDUSTRY
2025-09-26 2025-09-29 ind_office_equipment -0.0267 -0.0055 0.0001 tilt_INDUSTRY
2025-09-26 2025-09-29 ind_construction_engineering 0.0726 -0.0016 -0.0001 tilt_INDUSTRY
2025-09-26 2025-09-29 ind_holding_companies 0.0091 0.0000 0.0000 tilt_INDUSTRY
2025-09-26 2025-09-29 country_SG -0.0251 -0.0004 0.0000 tilt_COUNTRY
2025-09-26 2025-09-29 impactCost NaN NaN -0.0030 cost
2025-09-26 2025-09-29 revision 2.7087 0.0013 0.0036 alpha_REVISION
2025-09-26 2025-09-29 country_NZ -0.0008 0.0005 -0.0000 tilt_COUNTRY
2025-09-26 2025-09-29 ind_electric_utilities_ipps -0.1926 0.0022 -0.0004 tilt_INDUSTRY
2025-09-26 2025-09-29 ind_semiconductors 0.1244 -0.0017 -0.0002 tilt_INDUSTRY
2025-09-26 2025-09-29 country_IN 0.0000 0.0019 0.0000 tilt_COUNTRY
2025-09-26 2025-09-29 ind_passenger_transportation -0.0038 -0.0029 0.0000 tilt_INDUSTRY
2025-09-26 2025-09-29 market -0.0046 -0.0068 0.0000 risk_exposure
2025-09-26 2025-09-29 ind_water_utilities -0.0117 0.0052 -0.0001 tilt_INDUSTRY
2025-09-26 2025-09-29 ind_computers_phones_household_electronics 0.1652 -0.0058 -0.0010 tilt_INDUSTRY
2025-09-26 2025-09-29 ind_real_estate_operations -0.0438 0.0023 -0.0001 tilt_INDUSTRY
2025-09-26 2025-09-29 ind_insurance 0.0239 0.0060 0.0001 tilt_INDUSTRY
2025-09-26 2025-09-29 ind_metals_mining -0.0860 0.0105 -0.0009 tilt_INDUSTRY
2025-09-26 2025-09-29 ind_hotels_entertainment -0.0141 0.0006 -0.0000 tilt_INDUSTRY
2025-09-26 2025-09-29 ind_fintech -0.0092 0.0121 -0.0001 tilt_INDUSTRY
2025-09-26 2025-09-29 ind_aerospace_defense -0.0085 -0.0009 0.0000 tilt_INDUSTRY
2025-09-26 2025-09-29 country_XH 0.1637 0.0102 0.0017 tilt_COUNTRY
2025-09-26 2025-09-29 size_MID -0.1135 0.0011 -0.0001 tilt_SIZE
2025-09-26 2025-09-29 country_KR -0.1533 0.0097 -0.0015 tilt_COUNTRY
2025-09-26 2025-09-29 size_MICRO -0.0195 -0.0037 0.0001 tilt_SIZE
2025-09-26 2025-09-29 country_HK 0.1520 0.0057 0.0009 tilt_COUNTRY
2025-09-26 2025-09-29 ind_oil_gas 0.1014 -0.0002 -0.0000 tilt_INDUSTRY
2025-09-26 2025-09-29 ind_beverages -0.1239 0.0020 -0.0002 tilt_INDUSTRY
2025-09-26 2025-09-29 fcost NaN NaN -0.0002 cost
2025-09-26 2025-09-29 reversal 1.7639 -0.0001 -0.0001 alpha_REVERSAL
2025-09-26 2025-09-29 ind_biotechnology -0.0303 0.0003 -0.0000 tilt_INDUSTRY
2025-09-26 2025-09-29 ind_chemicals 0.1012 0.0031 0.0003 tilt_INDUSTRY
2025-09-26 2025-09-29 stability 7.8701 -0.0003 -0.0020 alpha_QUALITY
2025-09-26 2025-09-29 ind_specialty_reatil -0.0087 0.0030 -0.0000 tilt_INDUSTRY
2025-09-26 2025-09-29 country_MY 0.0641 0.0019 0.0001 tilt_COUNTRY
2025-09-26 2025-09-29 ind_homebuilding_building_products -0.0513 0.0008 -0.0000 tilt_INDUSTRY
2025-09-26 2025-09-29 country_TW 0.0207 -0.0029 -0.0001 tilt_COUNTRY
2025-09-26 2025-09-29 neglect 1.7612 -0.0006 -0.0011 alpha_VALUE
2025-09-26 2025-09-29 ind_multiline_utilities -0.0205 -0.0003 0.0000 tilt_INDUSTRY
2025-09-26 2025-09-29 size_LARGE 0.1244 0.0027 0.0003 tilt_SIZE
2025-09-26 2025-09-29 country_CN -0.1117 0.0004 -0.0000 tilt_COUNTRY
2025-09-26 2025-09-29 ind_telecommunications_serices 0.2033 0.0005 0.0001 tilt_INDUSTRY
2025-09-26 2025-09-29 ind_freight_logistics -0.0410 -0.0021 0.0001 tilt_INDUSTRY
2025-09-26 2025-09-29 value_liq 2.0491 0.0002 0.0005 alpha_VALUE
2025-09-26 2025-09-29 ind_consumer_goods_conglomerates 0.0139 0.0017 0.0000 tilt_INDUSTRY
2025-09-26 2025-09-29 momentum -0.5037 0.0001 -0.0001 alpha_MOMENTUM
2025-09-26 2025-09-29 ind_banking_services -0.1220 -0.0005 0.0001 tilt_INDUSTRY
2025-09-26 2025-09-29 ind_industrial_distribution 0.0609 -0.0043 -0.0003 tilt_INDUSTRY
2025-09-26 2025-09-29 ind_integrated_hardware_software 0.0249 -0.0037 -0.0001 tilt_INDUSTRY
2025-09-26 2025-09-29 ind_construction_materials 0.0084 0.0028 0.0000 tilt_INDUSTRY
2025-09-26 2025-09-29 fmom 1.1951 0.0005 0.0006 alpha_QUALITY
2025-09-26 2025-09-29 ind_media_publishing 0.0345 -0.0046 -0.0002 tilt_INDUSTRY
2025-09-26 2025-09-29 ind_communications_equipment -0.0058 -0.0060 0.0000 tilt_INDUSTRY
2025-09-26 2025-09-29 ind_coal -0.0739 -0.0092 0.0007 tilt_INDUSTRY
2025-09-26 2025-09-29 ind_pharmaceuticals -0.1089 -0.0024 0.0003 tilt_INDUSTRY
2025-09-26 2025-09-29 ind_machinery 0.2546 0.0006 0.0002 tilt_INDUSTRY
2025-09-26 2025-09-29 ind_commercial_services_supplies -0.1397 -0.0013 0.0002 tilt_INDUSTRY
2025-09-26 2025-09-29 country_ID 0.0000 0.0032 0.0000 tilt_COUNTRY
2025-09-26 2025-09-29 ind_containers_packaging 0.0000 0.0058 0.0000 tilt_INDUSTRY
2025-09-26 2025-09-29 sdiscrepancy NaN NaN 0.0019 unexplained
2025-09-26 2025-09-29 linkage 1.5662 0.0000 0.0000 alpha_MOMENTUM
2025-09-26 2025-09-29 ind_investment_services 0.1003 0.0201 0.0020 tilt_INDUSTRY
2025-09-26 2025-09-29 ind_natural_gas_utilities 0.0171 -0.0011 -0.0000 tilt_INDUSTRY
2025-09-26 2025-09-29 pdiscrepancy NaN NaN 0.0001 unexplained
2025-09-26 2025-09-29 ind_leisure_products 0.0503 -0.0043 -0.0002 tilt_INDUSTRY
2025-09-26 2025-09-29 country_PH 0.0126 -0.0029 -0.0000 tilt_COUNTRY
2025-09-26 2025-09-29 sbeta_market 0.0893 0.0118 0.0011 risk_exposure
2025-09-26 2025-09-29 linearCost NaN NaN -0.0026 cost
2025-09-26 2025-09-29 ind_healthcare_providers_services 0.0076 -0.0024 -0.0000 tilt_INDUSTRY
2025-09-26 2025-09-29 country_AU -0.1165 0.0034 -0.0004 tilt_COUNTRY
2025-09-26 2025-09-29 ind_renewable_energy 0.0039 0.0006 0.0000 tilt_INDUSTRY
2025-09-26 2025-09-29 country_JP -0.1806 -0.0118 0.0021 tilt_COUNTRY
2025-09-26 2025-09-29 size_SMALL 0.0040 -0.0029 -0.0000 tilt_SIZE
2025-09-29 2025-09-30 ind_telecommunications_serices 0.1441 -0.0030 -0.0004 tilt_INDUSTRY
2025-09-29 2025-09-30 ind_paper_forestry -0.0092 -0.0052 0.0000 tilt_INDUSTRY
2025-09-29 2025-09-30 country_MY 0.0504 0.0002 0.0000 tilt_COUNTRY
2025-09-29 2025-09-30 country_XH 0.1059 0.0059 0.0006 tilt_COUNTRY
2025-09-29 2025-09-30 ind_household_goods -0.0510 -0.0101 0.0005 tilt_INDUSTRY
2025-09-29 2025-09-30 ind_office_equipment -0.0182 0.0004 -0.0000 tilt_INDUSTRY
2025-09-29 2025-09-30 ind_food_tobacco 0.0384 -0.0022 -0.0001 tilt_INDUSTRY
2025-09-29 2025-09-30 ind_holding_companies 0.0044 0.0000 0.0000 tilt_INDUSTRY
2025-09-29 2025-09-30 ind_oil_gas_equipment_services -0.0158 -0.0107 0.0002 tilt_INDUSTRY
2025-09-29 2025-09-30 ind_uranium -0.0025 0.0076 -0.0000 tilt_INDUSTRY
2025-09-29 2025-09-30 ind_renewable_energy 0.0008 0.0052 0.0000 tilt_INDUSTRY
2025-09-29 2025-09-30 country_AU -0.1063 -0.0021 0.0002 tilt_COUNTRY
2025-09-29 2025-09-30 ind_banking_services -0.1001 -0.0007 0.0001 tilt_INDUSTRY
2025-09-29 2025-09-30 ind_industrial_distribution 0.0413 -0.0004 -0.0000 tilt_INDUSTRY
2025-09-29 2025-09-30 sdiscrepancy NaN NaN -0.0022 unexplained
2025-09-29 2025-09-30 size_MICRO -0.0184 -0.0033 0.0001 tilt_SIZE
2025-09-29 2025-09-30 ind_machinery 0.1716 0.0018 0.0003 tilt_INDUSTRY
2025-09-29 2025-09-30 size_SMALL -0.0115 -0.0013 0.0000 tilt_SIZE
2025-09-29 2025-09-30 ind_biotechnology -0.0202 0.0109 -0.0002 tilt_INDUSTRY
2025-09-29 2025-09-30 ind_specialty_reatil -0.0092 -0.0002 0.0000 tilt_INDUSTRY
2025-09-29 2025-09-30 ind_homebuilding_building_products -0.0347 -0.0058 0.0002 tilt_INDUSTRY
2025-09-29 2025-09-30 country_CN -0.0908 -0.0013 0.0001 tilt_COUNTRY
2025-09-29 2025-09-30 ind_multiline_utilities -0.0137 0.0004 -0.0000 tilt_INDUSTRY
2025-09-29 2025-09-30 quality 4.9168 -0.0000 -0.0001 alpha_QUALITY
2025-09-29 2025-09-30 fcost NaN NaN -0.0000 cost
2025-09-29 2025-09-30 ind_containers_packaging -0.0003 -0.0021 0.0000 tilt_INDUSTRY
2025-09-29 2025-09-30 sbeta_market 0.0417 0.0067 0.0003 risk_exposure
2025-09-29 2025-09-30 country_TW 0.0138 0.0095 0.0001 tilt_COUNTRY
2025-09-29 2025-09-30 ind_diversified_retail -0.0129 -0.0044 0.0001 tilt_INDUSTRY
2025-09-29 2025-09-30 ind_transportation_infrastructure 0.0168 -0.0005 -0.0000 tilt_INDUSTRY
2025-09-29 2025-09-30 ind_computers_phones_household_electronics 0.1238 -0.0014 -0.0002 tilt_INDUSTRY
2025-09-29 2025-09-30 impactCost NaN NaN -0.0007 cost
2025-09-29 2025-09-30 country_SG -0.0159 0.0057 -0.0001 tilt_COUNTRY
2025-09-29 2025-09-30 country_IN 0.0000 0.0015 0.0000 tilt_COUNTRY
2025-09-29 2025-09-30 revision 2.0229 0.0006 0.0012 alpha_REVISION
2025-09-29 2025-09-30 ind_pharmaceuticals -0.0855 0.0031 -0.0003 tilt_INDUSTRY
2025-09-29 2025-09-30 ind_water_utilities -0.0068 -0.0071 0.0000 tilt_INDUSTRY
2025-09-29 2025-09-30 ind_real_estate_operations -0.0245 0.0005 -0.0000 tilt_INDUSTRY
2025-09-29 2025-09-30 ind_household_products_services -0.0311 -0.0006 0.0000 tilt_INDUSTRY
2025-09-29 2025-09-30 momentum -0.3315 0.0002 -0.0001 alpha_MOMENTUM
2025-09-29 2025-09-30 ind_fintech -0.0086 -0.0027 0.0000 tilt_INDUSTRY
2025-09-29 2025-09-30 fmom 0.8606 0.0002 0.0001 alpha_QUALITY
2025-09-29 2025-09-30 ind_commercial_services_supplies -0.0805 -0.0030 0.0002 tilt_INDUSTRY
2025-09-29 2025-09-30 bcost NaN NaN -0.0004 cost
2025-09-29 2025-09-30 reversal 1.0956 -0.0013 -0.0014 alpha_REVERSAL
2025-09-29 2025-09-30 neglect 1.3021 -0.0006 -0.0008 alpha_VALUE
2025-09-29 2025-09-30 ind_construction_materials 0.0050 0.0010 0.0000 tilt_INDUSTRY
2025-09-29 2025-09-30 ind_communications_equipment -0.0128 -0.0036 0.0000 tilt_INDUSTRY
2025-09-29 2025-09-30 ind_chemicals 0.0683 0.0027 0.0002 tilt_INDUSTRY
2025-09-29 2025-09-30 ind_hotels_entertainment 0.0001 -0.0036 -0.0000 tilt_INDUSTRY
2025-09-29 2025-09-30 ind_food_drug_retail 0.0649 -0.0018 -0.0001 tilt_INDUSTRY
2025-09-29 2025-09-30 value_liq 1.3577 0.0009 0.0012 alpha_VALUE
2025-09-29 2025-09-30 stability 5.5433 -0.0016 -0.0091 alpha_QUALITY
2025-09-29 2025-09-30 ind_textiles_apparel -0.0042 -0.0017 0.0000 tilt_INDUSTRY
2025-09-29 2025-09-30 ind_metals_mining -0.0809 0.0106 -0.0009 tilt_INDUSTRY
2025-09-29 2025-09-30 ind_integrated_hardware_software 0.0170 0.0014 0.0000 tilt_INDUSTRY
2025-09-29 2025-09-30 linearCost NaN NaN -0.0013 cost
2025-09-29 2025-09-30 ind_consumer_goods_conglomerates 0.0033 0.0008 0.0000 tilt_INDUSTRY
2025-09-29 2025-09-30 country_JP -0.0819 -0.0008 0.0001 tilt_COUNTRY
2025-09-29 2025-09-30 ind_leisure_products 0.0400 -0.0009 -0.0000 tilt_INDUSTRY
2025-09-29 2025-09-30 ind_oil_gas 0.0563 -0.0107 -0.0006 tilt_INDUSTRY
2025-09-29 2025-09-30 ind_insurance 0.0085 -0.0041 -0.0000 tilt_INDUSTRY
2025-09-29 2025-09-30 size_MID -0.0634 0.0019 -0.0001 tilt_SIZE
2025-09-29 2025-09-30 specret NaN NaN -0.0004 unexplained
2025-09-29 2025-09-30 size_LARGE 0.0750 -0.0010 -0.0001 tilt_SIZE
2025-09-29 2025-09-30 ind_freight_logistics -0.0303 -0.0070 0.0002 tilt_INDUSTRY
2025-09-29 2025-09-30 country_HK 0.1027 0.0043 0.0004 tilt_COUNTRY
2025-09-29 2025-09-30 ind_healthcare_providers_services 0.0040 0.0018 0.0000 tilt_INDUSTRY
2025-09-29 2025-09-30 ind_electric_utilities_ipps -0.1303 -0.0046 0.0006 tilt_INDUSTRY
2025-09-29 2025-09-30 ind_software_it_services 0.0072 0.0022 0.0000 tilt_INDUSTRY
2025-09-29 2025-09-30 country_ID 0.0000 -0.0091 0.0000 tilt_COUNTRY
2025-09-29 2025-09-30 ind_investment_services 0.0777 -0.0104 -0.0008 tilt_INDUSTRY
2025-09-29 2025-09-30 country_NZ -0.0045 0.0127 -0.0001 tilt_COUNTRY
2025-09-29 2025-09-30 pdiscrepancy NaN NaN -0.0001 unexplained
2025-09-29 2025-09-30 market -0.0183 -0.0032 0.0001 risk_exposure
2025-09-29 2025-09-30 country_PH 0.0120 -0.0075 -0.0001 tilt_COUNTRY
2025-09-29 2025-09-30 ind_electronic_equipment -0.0299 -0.0040 0.0001 tilt_INDUSTRY
2025-09-29 2025-09-30 ind_media_publishing 0.0230 -0.0006 -0.0000 tilt_INDUSTRY
2025-09-29 2025-09-30 ind_healthcare_equipment_supplies -0.1041 0.0085 -0.0009 tilt_INDUSTRY
2025-09-29 2025-09-30 value_gc 2.6960 -0.0005 -0.0014 alpha_VALUE
2025-09-29 2025-09-30 ind_aerospace_defense -0.0076 0.0189 -0.0001 tilt_INDUSTRY
2025-09-29 2025-09-30 ind_beverages -0.0835 -0.0084 0.0007 tilt_INDUSTRY
2025-09-29 2025-09-30 ind_automobile -0.0381 -0.0030 0.0001 tilt_INDUSTRY
2025-09-29 2025-09-30 ind_natural_gas_utilities 0.0145 0.0007 0.0000 tilt_INDUSTRY
2025-09-29 2025-09-30 ind_passenger_transportation 0.0053 -0.0020 -0.0000 tilt_INDUSTRY
2025-09-29 2025-09-30 ind_construction_engineering 0.0370 -0.0013 -0.0000 tilt_INDUSTRY
2025-09-29 2025-09-30 ind_semiconductors 0.1042 0.0056 0.0006 tilt_INDUSTRY
2025-09-29 2025-09-30 linkage 1.1244 -0.0003 -0.0003 alpha_MOMENTUM
2025-09-29 2025-09-30 ind_coal -0.0493 -0.0024 0.0001 tilt_INDUSTRY
2025-09-29 2025-09-30 country_TH 0.1011 -0.0088 -0.0009 tilt_COUNTRY
2025-09-29 2025-09-30 country_KR -0.1049 -0.0065 0.0007 tilt_COUNTRY
2025-09-30 2025-10-01 ind_investment_services 0.0727 -0.0007 -0.0001 tilt_INDUSTRY
2025-09-30 2025-10-01 ind_consumer_goods_conglomerates 0.0012 -0.0099 -0.0000 tilt_INDUSTRY
2025-09-30 2025-10-01 quality 4.3502 0.0001 0.0006 alpha_QUALITY
2025-09-30 2025-10-01 value_liq 1.2680 -0.0002 -0.0002 alpha_VALUE
2025-09-30 2025-10-01 ind_machinery 0.1736 0.0009 0.0002 tilt_INDUSTRY
2025-09-30 2025-10-01 stability 4.9619 -0.0002 -0.0012 alpha_QUALITY
2025-09-30 2025-10-01 size_LARGE 0.0678 0.0014 0.0001 tilt_SIZE
2025-09-30 2025-10-01 ind_banking_services -0.0843 -0.0024 0.0002 tilt_INDUSTRY
2025-09-30 2025-10-01 ind_uranium -0.0024 -0.0141 0.0000 tilt_INDUSTRY
2025-09-30 2025-10-01 ind_specialty_reatil -0.0098 -0.0034 0.0000 tilt_INDUSTRY
2025-09-30 2025-10-01 ind_natural_gas_utilities 0.0147 -0.0026 -0.0000 tilt_INDUSTRY
2025-09-30 2025-10-01 ind_freight_logistics -0.0314 -0.0009 0.0000 tilt_INDUSTRY
2025-09-30 2025-10-01 size_MICRO -0.0130 -0.0015 0.0000 tilt_SIZE
2025-09-30 2025-10-01 ind_household_goods -0.0498 -0.0005 0.0000 tilt_INDUSTRY
2025-09-30 2025-10-01 linearCost NaN NaN -0.0001 cost
2025-09-30 2025-10-01 country_ID 0.0000 -0.0063 0.0000 tilt_COUNTRY
2025-09-30 2025-10-01 ind_aerospace_defense -0.0065 0.0010 -0.0000 tilt_INDUSTRY
2025-09-30 2025-10-01 country_AU -0.1019 0.0032 -0.0003 tilt_COUNTRY
2025-09-30 2025-10-01 pdiscrepancy NaN NaN 0.0001 unexplained
2025-09-30 2025-10-01 ind_renewable_energy 0.0009 -0.0004 -0.0000 tilt_INDUSTRY
2025-09-30 2025-10-01 ind_paper_forestry -0.0084 0.0004 -0.0000 tilt_INDUSTRY
2025-09-30 2025-10-01 country_CN -0.0878 0.0016 -0.0001 tilt_COUNTRY
2025-09-30 2025-10-01 ind_multiline_utilities -0.0133 0.0008 -0.0000 tilt_INDUSTRY
2025-09-30 2025-10-01 size_MID -0.0683 -0.0002 0.0000 tilt_SIZE
2025-09-30 2025-10-01 fmom 0.7573 0.0001 0.0001 alpha_QUALITY
2025-09-30 2025-10-01 ind_communications_equipment -0.0093 -0.0004 0.0000 tilt_INDUSTRY
2025-09-30 2025-10-01 ind_diversified_retail -0.0130 -0.0005 0.0000 tilt_INDUSTRY
2025-09-30 2025-10-01 momentum -0.3525 0.0001 -0.0000 alpha_MOMENTUM
2025-09-30 2025-10-01 country_TH 0.0830 -0.0057 -0.0005 tilt_COUNTRY
2025-09-30 2025-10-01 ind_semiconductors 0.0738 0.0009 0.0001 tilt_INDUSTRY
2025-09-30 2025-10-01 ind_household_products_services -0.0269 0.0014 -0.0000 tilt_INDUSTRY
2025-09-30 2025-10-01 ind_automobile -0.0355 0.0001 -0.0000 tilt_INDUSTRY
2025-09-30 2025-10-01 value_gc 2.3861 -0.0001 -0.0003 alpha_VALUE
2025-09-30 2025-10-01 ind_computers_phones_household_electronics 0.0936 -0.0004 -0.0000 tilt_INDUSTRY
2025-09-30 2025-10-01 ind_electronic_equipment -0.0246 0.0011 -0.0000 tilt_INDUSTRY
2025-09-30 2025-10-01 country_PH 0.0119 0.0152 0.0002 tilt_COUNTRY
2025-09-30 2025-10-01 revision 1.8412 0.0004 0.0007 alpha_REVISION
2025-09-30 2025-10-01 country_NZ -0.0073 0.0077 -0.0001 tilt_COUNTRY
2025-09-30 2025-10-01 country_SG -0.0156 0.0065 -0.0001 tilt_COUNTRY
2025-09-30 2025-10-01 ind_healthcare_equipment_supplies -0.0992 0.0014 -0.0001 tilt_INDUSTRY
2025-09-30 2025-10-01 ind_hotels_entertainment 0.0030 0.0010 0.0000 tilt_INDUSTRY
2025-09-30 2025-10-01 ind_commercial_services_supplies -0.0781 0.0008 -0.0001 tilt_INDUSTRY
2025-09-30 2025-10-01 country_TW 0.0111 -0.0012 -0.0000 tilt_COUNTRY
2025-09-30 2025-10-01 ind_food_tobacco 0.0304 0.0010 0.0000 tilt_INDUSTRY
2025-09-30 2025-10-01 ind_biotechnology -0.0163 0.0024 -0.0000 tilt_INDUSTRY
2025-09-30 2025-10-01 ind_chemicals 0.0757 0.0013 0.0001 tilt_INDUSTRY
2025-09-30 2025-10-01 ind_food_drug_retail 0.0611 -0.0017 -0.0001 tilt_INDUSTRY
2025-09-30 2025-10-01 ind_metals_mining -0.0735 0.0001 -0.0000 tilt_INDUSTRY
2025-09-30 2025-10-01 ind_construction_materials -0.0212 -0.0030 0.0001 tilt_INDUSTRY
2025-09-30 2025-10-01 fcost NaN NaN -0.0000 cost
2025-09-30 2025-10-01 ind_homebuilding_building_products -0.0329 -0.0012 0.0000 tilt_INDUSTRY
2025-09-30 2025-10-01 size_SMALL -0.0237 -0.0007 0.0000 tilt_SIZE
2025-09-30 2025-10-01 ind_fintech -0.0086 -0.0009 0.0000 tilt_INDUSTRY
2025-09-30 2025-10-01 sdiscrepancy NaN NaN -0.0004 unexplained
2025-09-30 2025-10-01 ind_industrial_distribution 0.0397 0.0037 0.0001 tilt_INDUSTRY
2025-09-30 2025-10-01 country_JP -0.0670 -0.0139 0.0009 tilt_COUNTRY
2025-09-30 2025-10-01 ind_healthcare_providers_services 0.0038 -0.0002 -0.0000 tilt_INDUSTRY
2025-09-30 2025-10-01 sbeta_market 0.0454 -0.0005 -0.0000 risk_exposure
2025-09-30 2025-10-01 ind_integrated_hardware_software 0.0162 0.0013 0.0000 tilt_INDUSTRY
2025-09-30 2025-10-01 ind_leisure_products 0.0272 0.0107 0.0003 tilt_INDUSTRY
2025-09-30 2025-10-01 country_HK 0.0903 0.0023 0.0002 tilt_COUNTRY
2025-09-30 2025-10-01 ind_pharmaceuticals -0.0629 0.0011 -0.0001 tilt_INDUSTRY
2025-09-30 2025-10-01 ind_coal -0.0468 -0.0015 0.0001 tilt_INDUSTRY
2025-09-30 2025-10-01 ind_construction_engineering 0.0388 0.0002 0.0000 tilt_INDUSTRY
2025-09-30 2025-10-01 ind_oil_gas 0.0482 -0.0016 -0.0001 tilt_INDUSTRY
2025-09-30 2025-10-01 neglect 1.2180 0.0001 0.0001 alpha_VALUE
2025-09-30 2025-10-01 ind_passenger_transportation -0.0065 0.0026 -0.0000 tilt_INDUSTRY
2025-09-30 2025-10-01 ind_electric_utilities_ipps -0.1238 0.0008 -0.0001 tilt_INDUSTRY
2025-09-30 2025-10-01 ind_oil_gas_equipment_services -0.0144 -0.0015 0.0000 tilt_INDUSTRY
2025-09-30 2025-10-01 bcost NaN NaN -0.0003 cost
2025-09-30 2025-10-01 ind_insurance 0.0235 -0.0021 -0.0000 tilt_INDUSTRY
2025-09-30 2025-10-01 ind_software_it_services 0.0109 0.0002 0.0000 tilt_INDUSTRY
2025-09-30 2025-10-01 specret NaN NaN -0.0032 unexplained
2025-09-30 2025-10-01 ind_textiles_apparel 0.0198 0.0012 0.0000 tilt_INDUSTRY
2025-09-30 2025-10-01 ind_holding_companies 0.0041 0.0000 0.0000 tilt_INDUSTRY
2025-09-30 2025-10-01 impactCost NaN NaN -0.0001 cost
2025-09-30 2025-10-01 linkage 0.9538 -0.0002 -0.0002 alpha_MOMENTUM
2025-09-30 2025-10-01 ind_transportation_infrastructure 0.0137 -0.0003 -0.0000 tilt_INDUSTRY
2025-09-30 2025-10-01 ind_media_publishing 0.0215 0.0014 0.0000 tilt_INDUSTRY
2025-09-30 2025-10-01 country_IN 0.0000 0.0094 0.0000 tilt_COUNTRY
2025-09-30 2025-10-01 country_XH 0.0951 0.0018 0.0002 tilt_COUNTRY
2025-09-30 2025-10-01 country_MY 0.0480 0.0076 0.0004 tilt_COUNTRY
2025-09-30 2025-10-01 ind_office_equipment -0.0173 -0.0015 0.0000 tilt_INDUSTRY
2025-09-30 2025-10-01 ind_telecommunications_serices 0.1193 0.0005 0.0001 tilt_INDUSTRY
2025-09-30 2025-10-01 market -0.0372 -0.0010 0.0000 risk_exposure
2025-09-30 2025-10-01 ind_beverages -0.0774 0.0003 -0.0000 tilt_INDUSTRY
2025-09-30 2025-10-01 ind_real_estate_operations -0.0226 -0.0030 0.0001 tilt_INDUSTRY
2025-09-30 2025-10-01 ind_water_utilities -0.0068 -0.0002 0.0000 tilt_INDUSTRY
2025-09-30 2025-10-01 country_KR -0.0969 0.0015 -0.0001 tilt_COUNTRY
2025-09-30 2025-10-01 reversal 1.0369 0.0010 0.0010 alpha_REVERSAL
2025-09-30 2025-10-01 ind_containers_packaging -0.0007 0.0017 -0.0000 tilt_INDUSTRY
2025-10-01 2025-10-02 linkage 0.9683 -0.0002 -0.0002 alpha_MOMENTUM
2025-10-01 2025-10-02 ind_food_tobacco 0.0303 -0.0022 -0.0001 tilt_INDUSTRY
2025-10-01 2025-10-02 ind_leisure_products 0.0275 0.0001 0.0000 tilt_INDUSTRY
2025-10-01 2025-10-02 ind_industrial_distribution 0.0397 0.0041 0.0002 tilt_INDUSTRY
2025-10-01 2025-10-02 ind_metals_mining -0.0740 0.0035 -0.0003 tilt_INDUSTRY
2025-10-01 2025-10-02 ind_holding_companies 0.0041 0.0000 0.0000 tilt_INDUSTRY
2025-10-01 2025-10-02 impactCost NaN NaN -0.0001 cost
2025-10-01 2025-10-02 country_JP -0.0671 -0.0060 0.0004 tilt_COUNTRY
2025-10-01 2025-10-02 country_IN 0.0000 0.0003 0.0000 tilt_COUNTRY
2025-10-01 2025-10-02 ind_insurance 0.0233 -0.0028 -0.0001 tilt_INDUSTRY
2025-10-01 2025-10-02 sdiscrepancy NaN NaN -0.0001 unexplained
2025-10-01 2025-10-02 ind_biotechnology -0.0168 0.0039 -0.0001 tilt_INDUSTRY
2025-10-01 2025-10-02 ind_fintech -0.0087 -0.0011 0.0000 tilt_INDUSTRY
2025-10-01 2025-10-02 fcost NaN NaN -0.0000 cost
2025-10-01 2025-10-02 ind_containers_packaging -0.0007 -0.0038 0.0000 tilt_INDUSTRY
2025-10-01 2025-10-02 ind_healthcare_providers_services 0.0037 0.0025 0.0000 tilt_INDUSTRY
2025-10-01 2025-10-02 country_HK 0.0894 0.0051 0.0005 tilt_COUNTRY
2025-10-01 2025-10-02 size_SMALL -0.0193 -0.0007 0.0000 tilt_SIZE
2025-10-01 2025-10-02 ind_chemicals 0.0769 0.0010 0.0001 tilt_INDUSTRY
2025-10-01 2025-10-02 country_CN -0.0878 -0.0020 0.0002 tilt_COUNTRY
2025-10-01 2025-10-02 ind_electric_utilities_ipps -0.1241 -0.0005 0.0001 tilt_INDUSTRY
2025-10-01 2025-10-02 ind_semiconductors 0.0802 0.0034 0.0003 tilt_INDUSTRY
2025-10-01 2025-10-02 ind_transportation_infrastructure 0.0136 -0.0000 -0.0000 tilt_INDUSTRY
2025-10-01 2025-10-02 country_SG -0.0159 0.0153 -0.0002 tilt_COUNTRY
2025-10-01 2025-10-02 country_NZ -0.0073 0.0029 -0.0000 tilt_COUNTRY
2025-10-01 2025-10-02 revision 1.8312 0.0001 0.0002 alpha_REVISION
2025-10-01 2025-10-02 country_PH 0.0121 0.0066 0.0001 tilt_COUNTRY
2025-10-01 2025-10-02 ind_telecommunications_serices 0.1195 -0.0022 -0.0003 tilt_INDUSTRY
2025-10-01 2025-10-02 country_MY 0.0481 0.0108 0.0005 tilt_COUNTRY
2025-10-01 2025-10-02 ind_electronic_equipment -0.0222 0.0020 -0.0000 tilt_INDUSTRY
2025-10-01 2025-10-02 country_KR -0.0968 0.0078 -0.0008 tilt_COUNTRY
2025-10-01 2025-10-02 ind_computers_phones_household_electronics 0.0948 0.0064 0.0006 tilt_INDUSTRY
2025-10-01 2025-10-02 value_gc 2.3875 0.0004 0.0009 alpha_VALUE
2025-10-01 2025-10-02 ind_office_equipment -0.0173 0.0009 -0.0000 tilt_INDUSTRY
2025-10-01 2025-10-02 ind_automobile -0.0356 0.0013 -0.0000 tilt_INDUSTRY
2025-10-01 2025-10-02 ind_communications_equipment -0.0093 0.0009 -0.0000 tilt_INDUSTRY
2025-10-01 2025-10-02 ind_construction_engineering 0.0394 -0.0013 -0.0001 tilt_INDUSTRY
2025-10-01 2025-10-02 ind_food_drug_retail 0.0609 -0.0050 -0.0003 tilt_INDUSTRY
2025-10-01 2025-10-02 ind_household_products_services -0.0270 -0.0000 0.0000 tilt_INDUSTRY
2025-10-01 2025-10-02 momentum -0.3646 -0.0009 0.0003 alpha_MOMENTUM
2025-10-01 2025-10-02 neglect 1.2148 -0.0001 -0.0001 alpha_VALUE
2025-10-01 2025-10-02 country_TH 0.0821 0.0125 0.0010 tilt_COUNTRY
2025-10-01 2025-10-02 ind_diversified_retail -0.0133 0.0000 -0.0000 tilt_INDUSTRY
2025-10-01 2025-10-02 bcost NaN NaN -0.0003 cost
2025-10-01 2025-10-02 fmom 0.7465 -0.0000 -0.0000 alpha_QUALITY
2025-10-01 2025-10-02 ind_healthcare_equipment_supplies -0.0994 0.0001 -0.0000 tilt_INDUSTRY
2025-10-01 2025-10-02 ind_commercial_services_supplies -0.0779 -0.0016 0.0001 tilt_INDUSTRY
2025-10-01 2025-10-02 size_MID -0.0688 -0.0013 0.0001 tilt_SIZE
2025-10-01 2025-10-02 ind_hotels_entertainment 0.0027 -0.0062 -0.0000 tilt_INDUSTRY
2025-10-01 2025-10-02 sbeta_market 0.0538 0.0022 0.0001 risk_exposure
2025-10-01 2025-10-02 country_TW 0.0206 -0.0013 -0.0000 tilt_COUNTRY
2025-10-01 2025-10-02 ind_beverages -0.0773 -0.0027 0.0002 tilt_INDUSTRY
2025-10-01 2025-10-02 ind_integrated_hardware_software 0.0162 -0.0001 -0.0000 tilt_INDUSTRY
2025-10-01 2025-10-02 ind_passenger_transportation -0.0066 -0.0052 0.0000 tilt_INDUSTRY
2025-10-01 2025-10-02 market -0.0310 -0.0011 0.0000 risk_exposure
2025-10-01 2025-10-02 reversal 0.8802 -0.0007 -0.0007 alpha_REVERSAL
2025-10-01 2025-10-02 ind_natural_gas_utilities 0.0147 -0.0036 -0.0001 tilt_INDUSTRY
2025-10-01 2025-10-02 ind_coal -0.0468 0.0023 -0.0001 tilt_INDUSTRY
2025-10-01 2025-10-02 stability 4.9509 -0.0003 -0.0017 alpha_QUALITY
2025-10-01 2025-10-02 pdiscrepancy NaN NaN -0.0001 unexplained
2025-10-01 2025-10-02 ind_specialty_reatil -0.0097 -0.0026 0.0000 tilt_INDUSTRY
2025-10-01 2025-10-02 ind_homebuilding_building_products -0.0325 -0.0021 0.0001 tilt_INDUSTRY
2025-10-01 2025-10-02 ind_media_publishing 0.0215 -0.0036 -0.0001 tilt_INDUSTRY
2025-10-01 2025-10-02 value_liq 1.2677 -0.0002 -0.0002 alpha_VALUE
2025-10-01 2025-10-02 ind_uranium -0.0025 0.0445 -0.0001 tilt_INDUSTRY
2025-10-01 2025-10-02 ind_investment_services 0.0723 -0.0012 -0.0001 tilt_INDUSTRY
2025-10-01 2025-10-02 country_AU -0.1030 0.0109 -0.0011 tilt_COUNTRY
2025-10-01 2025-10-02 linearCost NaN NaN -0.0002 cost
2025-10-01 2025-10-02 ind_multiline_utilities -0.0135 -0.0002 0.0000 tilt_INDUSTRY
2025-10-01 2025-10-02 ind_pharmaceuticals -0.0635 0.0039 -0.0002 tilt_INDUSTRY
2025-10-01 2025-10-02 specret NaN NaN -0.0026 unexplained
2025-10-01 2025-10-02 ind_paper_forestry -0.0084 -0.0006 0.0000 tilt_INDUSTRY
2025-10-01 2025-10-02 ind_oil_gas_equipment_services -0.0144 -0.0011 0.0000 tilt_INDUSTRY
2025-10-01 2025-10-02 ind_banking_services -0.0850 -0.0015 0.0001 tilt_INDUSTRY
2025-10-01 2025-10-02 country_ID 0.0000 -0.0000 0.0000 tilt_COUNTRY
2025-10-01 2025-10-02 ind_aerospace_defense -0.0066 -0.0012 0.0000 tilt_INDUSTRY
2025-10-01 2025-10-02 ind_software_it_services 0.0095 -0.0023 -0.0000 tilt_INDUSTRY
2025-10-01 2025-10-02 ind_machinery 0.1736 0.0014 0.0002 tilt_INDUSTRY
2025-10-01 2025-10-02 ind_textiles_apparel 0.0195 -0.0005 -0.0000 tilt_INDUSTRY
2025-10-01 2025-10-02 quality 4.3330 0.0001 0.0004 alpha_QUALITY
2025-10-01 2025-10-02 ind_renewable_energy 0.0009 0.0009 0.0000 tilt_INDUSTRY
2025-10-01 2025-10-02 ind_construction_materials -0.0212 -0.0011 0.0000 tilt_INDUSTRY
2025-10-01 2025-10-02 ind_oil_gas 0.0477 -0.0016 -0.0001 tilt_INDUSTRY
2025-10-01 2025-10-02 ind_water_utilities -0.0068 0.0034 -0.0000 tilt_INDUSTRY
2025-10-01 2025-10-02 size_MICRO -0.0108 0.0010 -0.0000 tilt_SIZE
2025-10-01 2025-10-02 ind_real_estate_operations -0.0221 -0.0057 0.0001 tilt_INDUSTRY
2025-10-01 2025-10-02 ind_consumer_goods_conglomerates 0.0012 -0.0008 -0.0000 tilt_INDUSTRY
2025-10-01 2025-10-02 size_LARGE 0.0679 0.0033 0.0002 tilt_SIZE
2025-10-01 2025-10-02 country_XH 0.0946 0.0045 0.0004 tilt_COUNTRY
2025-10-01 2025-10-02 ind_household_goods -0.0498 0.0005 -0.0000 tilt_INDUSTRY
2025-10-01 2025-10-02 ind_freight_logistics -0.0317 -0.0021 0.0001 tilt_INDUSTRY
2025-10-02 2025-10-03 neglect 1.2169 -0.0000 -0.0000 alpha_VALUE
2025-10-02 2025-10-03 ind_beverages -0.0771 -0.0017 0.0001 tilt_INDUSTRY
2025-10-02 2025-10-03 ind_oil_gas_equipment_services -0.0143 0.0036 -0.0001 tilt_INDUSTRY
2025-10-02 2025-10-03 ind_healthcare_equipment_supplies -0.0999 0.0013 -0.0001 tilt_INDUSTRY
2025-10-02 2025-10-03 bcost NaN NaN -0.0003 cost
2025-10-02 2025-10-03 momentum -0.3657 -0.0003 0.0001 alpha_MOMENTUM
2025-10-02 2025-10-03 ind_passenger_transportation -0.0066 -0.0000 0.0000 tilt_INDUSTRY
2025-10-02 2025-10-03 linearCost NaN NaN -0.0002 cost
2025-10-02 2025-10-03 country_TH 0.0825 -0.0019 -0.0002 tilt_COUNTRY
2025-10-02 2025-10-03 fmom 0.7453 -0.0001 -0.0001 alpha_QUALITY
2025-10-02 2025-10-03 size_MICRO -0.0109 0.0010 -0.0000 tilt_SIZE
2025-10-02 2025-10-03 country_ID 0.0000 0.0005 0.0000 tilt_COUNTRY
2025-10-02 2025-10-03 ind_household_goods -0.0498 0.0005 -0.0000 tilt_INDUSTRY
2025-10-02 2025-10-03 ind_diversified_retail -0.0134 -0.0043 0.0001 tilt_INDUSTRY
2025-10-02 2025-10-03 ind_communications_equipment -0.0093 0.0007 -0.0000 tilt_INDUSTRY
2025-10-02 2025-10-03 ind_household_products_services -0.0271 -0.0036 0.0001 tilt_INDUSTRY
2025-10-02 2025-10-03 country_SG -0.0159 0.0031 -0.0000 tilt_COUNTRY
2025-10-02 2025-10-03 ind_pharmaceuticals -0.0633 -0.0003 0.0000 tilt_INDUSTRY
2025-10-02 2025-10-03 country_NZ -0.0074 0.0004 -0.0000 tilt_COUNTRY
2025-10-02 2025-10-03 ind_water_utilities -0.0068 0.0004 -0.0000 tilt_INDUSTRY
2025-10-02 2025-10-03 ind_telecommunications_serices 0.1203 0.0018 0.0002 tilt_INDUSTRY
2025-10-02 2025-10-03 ind_office_equipment -0.0175 0.0054 -0.0001 tilt_INDUSTRY
2025-10-02 2025-10-03 country_PH 0.0121 0.0076 0.0001 tilt_COUNTRY
2025-10-02 2025-10-03 pdiscrepancy NaN NaN -0.0002 unexplained
2025-10-02 2025-10-03 ind_construction_materials -0.0212 -0.0007 0.0000 tilt_INDUSTRY
2025-10-02 2025-10-03 country_MY 0.0481 -0.0021 -0.0001 tilt_COUNTRY
2025-10-02 2025-10-03 revision 1.8454 -0.0001 -0.0001 alpha_REVISION
2025-10-02 2025-10-03 ind_renewable_energy 0.0009 0.0016 0.0000 tilt_INDUSTRY
2025-10-02 2025-10-03 ind_electronic_equipment -0.0201 0.0012 -0.0000 tilt_INDUSTRY
2025-10-02 2025-10-03 ind_automobile -0.0356 -0.0001 0.0000 tilt_INDUSTRY
2025-10-02 2025-10-03 country_KR -0.0969 -0.0015 0.0001 tilt_COUNTRY
2025-10-02 2025-10-03 ind_banking_services -0.0861 -0.0009 0.0001 tilt_INDUSTRY
2025-10-02 2025-10-03 ind_media_publishing 0.0215 -0.0020 -0.0000 tilt_INDUSTRY
2025-10-02 2025-10-03 value_gc 2.4086 0.0002 0.0005 alpha_VALUE
2025-10-02 2025-10-03 value_liq 1.2902 -0.0002 -0.0002 alpha_VALUE
2025-10-02 2025-10-03 country_AU -0.1038 0.0034 -0.0003 tilt_COUNTRY
2025-10-02 2025-10-03 ind_commercial_services_supplies -0.0504 -0.0007 0.0000 tilt_INDUSTRY
2025-10-02 2025-10-03 ind_aerospace_defense -0.0065 0.0015 -0.0000 tilt_INDUSTRY
2025-10-02 2025-10-03 market -0.0277 0.0013 -0.0000 risk_exposure
2025-10-02 2025-10-03 ind_construction_engineering 0.0395 0.0004 0.0000 tilt_INDUSTRY
2025-10-02 2025-10-03 ind_computers_phones_household_electronics 0.0965 0.0038 0.0004 tilt_INDUSTRY
2025-10-02 2025-10-03 ind_containers_packaging -0.0007 -0.0023 0.0000 tilt_INDUSTRY
2025-10-02 2025-10-03 ind_transportation_infrastructure 0.0138 -0.0012 -0.0000 tilt_INDUSTRY
2025-10-02 2025-10-03 ind_coal -0.0470 0.0009 -0.0000 tilt_INDUSTRY
2025-10-02 2025-10-03 ind_industrial_distribution 0.0398 -0.0014 -0.0001 tilt_INDUSTRY
2025-10-02 2025-10-03 sdiscrepancy NaN NaN -0.0002 unexplained
2025-10-02 2025-10-03 ind_multiline_utilities -0.0134 0.0026 -0.0000 tilt_INDUSTRY
2025-10-02 2025-10-03 ind_insurance 0.0230 -0.0050 -0.0001 tilt_INDUSTRY
2025-10-02 2025-10-03 size_MID -0.0682 -0.0006 0.0000 tilt_SIZE
2025-10-02 2025-10-03 country_CN -0.0878 -0.0017 0.0001 tilt_COUNTRY
2025-10-02 2025-10-03 specret NaN NaN 0.0006 unexplained
2025-10-02 2025-10-03 fcost NaN NaN -0.0000 cost
2025-10-02 2025-10-03 ind_investment_services 0.0716 0.0020 0.0001 tilt_INDUSTRY
2025-10-02 2025-10-03 ind_chemicals 0.0510 0.0004 0.0000 tilt_INDUSTRY
2025-10-02 2025-10-03 ind_electric_utilities_ipps -0.1238 0.0026 -0.0003 tilt_INDUSTRY
2025-10-02 2025-10-03 ind_paper_forestry -0.0084 0.0009 -0.0000 tilt_INDUSTRY
2025-10-02 2025-10-03 country_HK 0.0884 -0.0044 -0.0004 tilt_COUNTRY
2025-10-02 2025-10-03 ind_biotechnology -0.0167 0.0013 -0.0000 tilt_INDUSTRY
2025-10-02 2025-10-03 country_XH 0.0934 -0.0059 -0.0005 tilt_COUNTRY
2025-10-02 2025-10-03 size_SMALL -0.0172 0.0000 -0.0000 tilt_SIZE
2025-10-02 2025-10-03 reversal 0.6840 0.0002 0.0002 alpha_REVERSAL
2025-10-02 2025-10-03 ind_machinery 0.1739 0.0008 0.0001 tilt_INDUSTRY
2025-10-02 2025-10-03 ind_consumer_goods_conglomerates 0.0012 0.0043 0.0000 tilt_INDUSTRY
2025-10-02 2025-10-03 ind_real_estate_operations -0.0226 -0.0035 0.0001 tilt_INDUSTRY
2025-10-02 2025-10-03 country_IN 0.0000 0.0057 0.0000 tilt_COUNTRY
2025-10-02 2025-10-03 ind_oil_gas 0.0478 -0.0034 -0.0002 tilt_INDUSTRY
2025-10-02 2025-10-03 quality 4.3309 0.0004 0.0018 alpha_QUALITY
2025-10-02 2025-10-03 ind_metals_mining -0.0747 0.0002 -0.0000 tilt_INDUSTRY
2025-10-02 2025-10-03 ind_textiles_apparel 0.0192 0.0007 0.0000 tilt_INDUSTRY
2025-10-02 2025-10-03 ind_uranium -0.0025 -0.0163 0.0000 tilt_INDUSTRY
2025-10-02 2025-10-03 ind_food_tobacco 0.0304 -0.0015 -0.0000 tilt_INDUSTRY
2025-10-02 2025-10-03 ind_hotels_entertainment 0.0028 -0.0025 -0.0000 tilt_INDUSTRY
2025-10-02 2025-10-03 ind_leisure_products 0.0274 0.0002 0.0000 tilt_INDUSTRY
2025-10-02 2025-10-03 ind_natural_gas_utilities 0.0146 -0.0010 -0.0000 tilt_INDUSTRY
2025-10-02 2025-10-03 country_TW 0.0265 -0.0014 -0.0000 tilt_COUNTRY
2025-10-02 2025-10-03 ind_fintech -0.0088 0.0015 -0.0000 tilt_INDUSTRY
2025-10-02 2025-10-03 size_LARGE 0.0685 0.0008 0.0001 tilt_SIZE
2025-10-02 2025-10-03 ind_semiconductors 0.0824 0.0016 0.0001 tilt_INDUSTRY
2025-10-02 2025-10-03 country_JP -0.0669 0.0071 -0.0005 tilt_COUNTRY
2025-10-02 2025-10-03 ind_food_drug_retail 0.0606 -0.0014 -0.0001 tilt_INDUSTRY
2025-10-02 2025-10-03 ind_integrated_hardware_software 0.0162 0.0007 0.0000 tilt_INDUSTRY
2025-10-02 2025-10-03 ind_freight_logistics -0.0321 -0.0008 0.0000 tilt_INDUSTRY
2025-10-02 2025-10-03 ind_software_it_services 0.0082 0.0003 0.0000 tilt_INDUSTRY
2025-10-02 2025-10-03 ind_homebuilding_building_products -0.0325 -0.0004 0.0000 tilt_INDUSTRY
2025-10-02 2025-10-03 ind_healthcare_providers_services 0.0037 -0.0027 -0.0000 tilt_INDUSTRY
2025-10-02 2025-10-03 ind_specialty_reatil -0.0097 -0.0003 0.0000 tilt_INDUSTRY
2025-10-02 2025-10-03 linkage 0.9548 0.0002 0.0002 alpha_MOMENTUM
2025-10-02 2025-10-03 impactCost NaN NaN -0.0002 cost
2025-10-02 2025-10-03 stability 4.9502 -0.0003 -0.0015 alpha_QUALITY
2025-10-02 2025-10-03 sbeta_market 0.0560 0.0001 0.0000 risk_exposure
2025-10-02 2025-10-03 ind_holding_companies 0.0041 0.0000 0.0000 tilt_INDUSTRY
2025-10-03 2025-10-06 ind_pharmaceuticals -0.0628 0.0004 -0.0000 tilt_INDUSTRY
2025-10-03 2025-10-06 ind_paper_forestry -0.0084 -0.0032 0.0000 tilt_INDUSTRY
2025-10-03 2025-10-06 ind_telecommunications_serices 0.1212 -0.0004 -0.0000 tilt_INDUSTRY
2025-10-03 2025-10-06 ind_food_tobacco 0.0305 -0.0014 -0.0000 tilt_INDUSTRY
2025-10-03 2025-10-06 ind_investment_services 0.0715 0.0009 0.0001 tilt_INDUSTRY
2025-10-03 2025-10-06 ind_construction_materials -0.0212 0.0000 -0.0000 tilt_INDUSTRY
2025-10-03 2025-10-06 ind_banking_services -0.0857 -0.0010 0.0001 tilt_INDUSTRY
2025-10-03 2025-10-06 ind_semiconductors 0.0828 0.0006 0.0000 tilt_INDUSTRY
2025-10-03 2025-10-06 country_XH 0.0919 -0.0073 -0.0007 tilt_COUNTRY
2025-10-03 2025-10-06 linkage 0.9163 -0.0001 -0.0001 alpha_MOMENTUM
2025-10-03 2025-10-06 ind_automobile -0.0356 0.0003 -0.0000 tilt_INDUSTRY
2025-10-03 2025-10-06 ind_metals_mining -0.0751 0.0008 -0.0001 tilt_INDUSTRY
2025-10-03 2025-10-06 ind_oil_gas 0.0476 0.0024 0.0001 tilt_INDUSTRY
2025-10-03 2025-10-06 ind_diversified_retail -0.0134 -0.0035 0.0000 tilt_INDUSTRY
2025-10-03 2025-10-06 neglect 1.2109 -0.0002 -0.0002 alpha_VALUE
2025-10-03 2025-10-06 ind_household_goods -0.0496 -0.0027 0.0001 tilt_INDUSTRY
2025-10-03 2025-10-06 ind_computers_phones_household_electronics 0.0971 -0.0007 -0.0001 tilt_INDUSTRY
2025-10-03 2025-10-06 ind_holding_companies 0.0040 0.0000 0.0000 tilt_INDUSTRY
2025-10-03 2025-10-06 ind_fintech -0.0093 0.0016 -0.0000 tilt_INDUSTRY
2025-10-03 2025-10-06 size_SMALL -0.0201 -0.0010 0.0000 tilt_SIZE
2025-10-03 2025-10-06 country_SG -0.0161 -0.0017 0.0000 tilt_COUNTRY
2025-10-03 2025-10-06 market -0.0299 0.0016 -0.0000 risk_exposure
2025-10-03 2025-10-06 ind_media_publishing 0.0216 0.0006 0.0000 tilt_INDUSTRY
2025-10-03 2025-10-06 pdiscrepancy NaN NaN -0.0005 unexplained
2025-10-03 2025-10-06 ind_containers_packaging -0.0007 -0.0028 0.0000 tilt_INDUSTRY
2025-10-03 2025-10-06 ind_oil_gas_equipment_services -0.0143 0.0014 -0.0000 tilt_INDUSTRY
2025-10-03 2025-10-06 ind_water_utilities -0.0068 0.0023 -0.0000 tilt_INDUSTRY
2025-10-03 2025-10-06 size_MICRO -0.0114 0.0010 -0.0000 tilt_SIZE
2025-10-03 2025-10-06 ind_aerospace_defense -0.0069 0.0005 -0.0000 tilt_INDUSTRY
2025-10-03 2025-10-06 country_AU -0.1043 -0.0032 0.0003 tilt_COUNTRY
2025-10-03 2025-10-06 country_ID 0.0000 -0.0055 0.0000 tilt_COUNTRY
2025-10-03 2025-10-06 size_LARGE 0.0688 0.0018 0.0001 tilt_SIZE
2025-10-03 2025-10-06 linearCost NaN NaN -0.0002 cost
2025-10-03 2025-10-06 ind_specialty_reatil -0.0098 -0.0030 0.0000 tilt_INDUSTRY
2025-10-03 2025-10-06 stability 4.9518 -0.0000 -0.0001 alpha_QUALITY
2025-10-03 2025-10-06 country_NZ -0.0075 -0.0042 0.0000 tilt_COUNTRY
2025-10-03 2025-10-06 ind_multiline_utilities -0.0133 -0.0047 0.0001 tilt_INDUSTRY
2025-10-03 2025-10-06 ind_freight_logistics -0.0323 -0.0030 0.0001 tilt_INDUSTRY
2025-10-03 2025-10-06 ind_software_it_services 0.0084 0.0016 0.0000 tilt_INDUSTRY
2025-10-03 2025-10-06 ind_textiles_apparel 0.0191 -0.0023 -0.0000 tilt_INDUSTRY
2025-10-03 2025-10-06 specret NaN NaN -0.0016 unexplained
2025-10-03 2025-10-06 reversal 0.5608 -0.0005 -0.0003 alpha_REVERSAL
2025-10-03 2025-10-06 country_MY 0.0480 -0.0033 -0.0002 tilt_COUNTRY
2025-10-03 2025-10-06 ind_construction_engineering 0.0390 0.0013 0.0001 tilt_INDUSTRY
2025-10-03 2025-10-06 bcost NaN NaN -0.0009 cost
2025-10-03 2025-10-06 ind_passenger_transportation -0.0066 -0.0050 0.0000 tilt_INDUSTRY
2025-10-03 2025-10-06 ind_beverages -0.0768 -0.0028 0.0002 tilt_INDUSTRY
2025-10-03 2025-10-06 ind_office_equipment -0.0178 0.0056 -0.0001 tilt_INDUSTRY
2025-10-03 2025-10-06 ind_coal -0.0472 0.0004 -0.0000 tilt_INDUSTRY
2025-10-03 2025-10-06 impactCost NaN NaN -0.0002 cost
2025-10-03 2025-10-06 ind_insurance 0.0229 0.0016 0.0000 tilt_INDUSTRY
2025-10-03 2025-10-06 ind_transportation_infrastructure 0.0138 0.0001 0.0000 tilt_INDUSTRY
2025-10-03 2025-10-06 ind_electric_utilities_ipps -0.1249 0.0001 -0.0000 tilt_INDUSTRY
2025-10-03 2025-10-06 country_IN 0.0000 0.0000 0.0000 tilt_COUNTRY
2025-10-03 2025-10-06 ind_food_drug_retail 0.0604 -0.0035 -0.0002 tilt_INDUSTRY
2025-10-03 2025-10-06 ind_homebuilding_building_products -0.0331 0.0015 -0.0000 tilt_INDUSTRY
2025-10-03 2025-10-06 ind_renewable_energy 0.0009 -0.0012 -0.0000 tilt_INDUSTRY
2025-10-03 2025-10-06 ind_real_estate_operations -0.0233 0.0017 -0.0000 tilt_INDUSTRY
2025-10-03 2025-10-06 ind_consumer_goods_conglomerates 0.0012 0.0142 0.0000 tilt_INDUSTRY
2025-10-03 2025-10-06 quality 4.3144 -0.0000 -0.0001 alpha_QUALITY
2025-10-03 2025-10-06 country_KR -0.0968 -0.0019 0.0002 tilt_COUNTRY
2025-10-03 2025-10-06 ind_natural_gas_utilities 0.0146 0.0008 0.0000 tilt_INDUSTRY
2025-10-03 2025-10-06 value_liq 1.2823 -0.0006 -0.0008 alpha_VALUE
2025-10-03 2025-10-06 ind_machinery 0.1745 0.0009 0.0002 tilt_INDUSTRY
2025-10-03 2025-10-06 country_TW 0.0281 -0.0017 -0.0000 tilt_COUNTRY
2025-10-03 2025-10-06 size_MID -0.0672 -0.0002 0.0000 tilt_SIZE
2025-10-03 2025-10-06 ind_commercial_services_supplies -0.0509 -0.0007 0.0000 tilt_INDUSTRY
2025-10-03 2025-10-06 ind_healthcare_equipment_supplies -0.1008 0.0021 -0.0002 tilt_INDUSTRY
2025-10-03 2025-10-06 fmom 0.7188 -0.0000 -0.0000 alpha_QUALITY
2025-10-03 2025-10-06 country_TH 0.0831 -0.0080 -0.0007 tilt_COUNTRY
2025-10-03 2025-10-06 momentum -0.2290 -0.0000 0.0000 alpha_MOMENTUM
2025-10-03 2025-10-06 ind_household_products_services -0.0271 -0.0070 0.0002 tilt_INDUSTRY
2025-10-03 2025-10-06 ind_communications_equipment -0.0093 0.0001 -0.0000 tilt_INDUSTRY
2025-10-03 2025-10-06 ind_electronic_equipment -0.0203 -0.0000 0.0000 tilt_INDUSTRY
2025-10-03 2025-10-06 value_gc 2.3974 0.0002 0.0005 alpha_VALUE
2025-10-03 2025-10-06 sbeta_market 0.0525 0.0002 0.0000 risk_exposure
2025-10-03 2025-10-06 ind_uranium -0.0025 -0.0029 0.0000 tilt_INDUSTRY
2025-10-03 2025-10-06 revision 1.8205 0.0001 0.0001 alpha_REVISION
2025-10-03 2025-10-06 country_PH 0.0120 -0.0181 -0.0002 tilt_COUNTRY
2025-10-03 2025-10-06 ind_integrated_hardware_software 0.0162 0.0005 0.0000 tilt_INDUSTRY
2025-10-03 2025-10-06 ind_healthcare_providers_services 0.0036 0.0061 0.0000 tilt_INDUSTRY
2025-10-03 2025-10-06 ind_hotels_entertainment 0.0027 -0.0043 -0.0000 tilt_INDUSTRY
2025-10-03 2025-10-06 ind_industrial_distribution 0.0399 -0.0043 -0.0002 tilt_INDUSTRY
2025-10-03 2025-10-06 sdiscrepancy NaN NaN 0.0001 unexplained
2025-10-03 2025-10-06 ind_leisure_products 0.0274 -0.0006 -0.0000 tilt_INDUSTRY
2025-10-03 2025-10-06 fcost NaN NaN -0.0001 cost
2025-10-03 2025-10-06 country_HK 0.0876 -0.0097 -0.0008 tilt_COUNTRY
2025-10-03 2025-10-06 country_CN -0.0878 -0.0017 0.0001 tilt_COUNTRY
2025-10-03 2025-10-06 ind_biotechnology -0.0169 0.0012 -0.0000 tilt_INDUSTRY
2025-10-03 2025-10-06 country_JP -0.0681 0.0190 -0.0013 tilt_COUNTRY
2025-10-03 2025-10-06 ind_chemicals 0.0520 -0.0005 -0.0000 tilt_INDUSTRY
2025-10-06 2025-10-07 size_MID -0.0663 0.0000 -0.0000 tilt_SIZE
2025-10-06 2025-10-07 bcost NaN NaN -0.0003 cost
2025-10-06 2025-10-07 reversal 0.6074 -0.0000 -0.0000 alpha_REVERSAL
2025-10-06 2025-10-07 country_KR -0.0968 -0.0009 0.0001 tilt_COUNTRY
2025-10-06 2025-10-07 revision 1.7495 0.0001 0.0001 alpha_REVISION
2025-10-06 2025-10-07 sbeta_market 0.0509 -0.0005 -0.0000 risk_exposure
2025-10-06 2025-10-07 value_gc 2.4030 -0.0001 -0.0002 alpha_VALUE
2025-10-06 2025-10-07 size_LARGE 0.0686 -0.0001 -0.0000 tilt_SIZE
2025-10-06 2025-10-07 size_SMALL -0.0209 0.0001 -0.0000 tilt_SIZE
2025-10-06 2025-10-07 country_ID 0.0000 0.0025 0.0000 tilt_COUNTRY
2025-10-06 2025-10-07 country_HK 0.0869 -0.0003 -0.0000 tilt_COUNTRY
2025-10-06 2025-10-07 country_IN 0.0000 -0.0001 0.0000 tilt_COUNTRY
2025-10-06 2025-10-07 specret NaN NaN 0.0032 unexplained
2025-10-06 2025-10-07 country_AU -0.1042 -0.0027 0.0003 tilt_COUNTRY
2025-10-06 2025-10-07 sdiscrepancy NaN NaN -0.0001 unexplained
2025-10-06 2025-10-07 size_MICRO -0.0118 -0.0006 0.0000 tilt_SIZE
2025-10-06 2025-10-07 country_JP -0.0690 0.0003 -0.0000 tilt_COUNTRY
2025-10-06 2025-10-07 country_CN -0.0878 -0.0008 0.0001 tilt_COUNTRY
2025-10-06 2025-10-07 stability 4.9548 -0.0001 -0.0004 alpha_QUALITY
2025-10-06 2025-10-07 ind_food_tobacco 0.0306 -0.0007 -0.0000 tilt_INDUSTRY
2025-10-06 2025-10-07 ind_renewable_energy 0.0009 -0.0001 -0.0000 tilt_INDUSTRY
2025-10-06 2025-10-07 ind_office_equipment -0.0180 0.0066 -0.0001 tilt_INDUSTRY
2025-10-06 2025-10-07 fcost NaN NaN -0.0000 cost
2025-10-06 2025-10-07 ind_consumer_goods_conglomerates 0.0012 -0.0041 -0.0000 tilt_INDUSTRY
2025-10-06 2025-10-07 country_TH 0.0842 0.0098 0.0008 tilt_COUNTRY
2025-10-06 2025-10-07 value_liq 1.2765 0.0004 0.0005 alpha_VALUE
2025-10-06 2025-10-07 fmom 0.7174 0.0001 0.0001 alpha_QUALITY
2025-10-06 2025-10-07 ind_integrated_hardware_software 0.0162 0.0004 0.0000 tilt_INDUSTRY
2025-10-06 2025-10-07 ind_natural_gas_utilities 0.0146 0.0002 0.0000 tilt_INDUSTRY
2025-10-06 2025-10-07 ind_commercial_services_supplies -0.0511 -0.0006 0.0000 tilt_INDUSTRY
2025-10-06 2025-10-07 linkage 0.9312 -0.0002 -0.0002 alpha_MOMENTUM
2025-10-06 2025-10-07 country_PH 0.0120 0.0127 0.0002 tilt_COUNTRY
2025-10-06 2025-10-07 ind_uranium -0.0026 0.0152 -0.0000 tilt_INDUSTRY
2025-10-06 2025-10-07 ind_telecommunications_serices 0.1211 -0.0001 -0.0000 tilt_INDUSTRY
2025-10-06 2025-10-07 ind_oil_gas 0.0475 -0.0003 -0.0000 tilt_INDUSTRY
2025-10-06 2025-10-07 country_TW 0.0292 0.0076 0.0002 tilt_COUNTRY
2025-10-06 2025-10-07 ind_household_products_services -0.0268 -0.0030 0.0001 tilt_INDUSTRY
2025-10-06 2025-10-07 ind_diversified_retail -0.0134 -0.0033 0.0000 tilt_INDUSTRY
2025-10-06 2025-10-07 ind_automobile -0.0357 0.0025 -0.0001 tilt_INDUSTRY
2025-10-06 2025-10-07 quality 4.3193 -0.0002 -0.0010 alpha_QUALITY
2025-10-06 2025-10-07 ind_machinery 0.1746 0.0005 0.0001 tilt_INDUSTRY
2025-10-06 2025-10-07 ind_containers_packaging -0.0007 -0.0003 0.0000 tilt_INDUSTRY
2025-10-06 2025-10-07 ind_construction_engineering 0.0382 0.0004 0.0000 tilt_INDUSTRY
2025-10-06 2025-10-07 ind_insurance 0.0229 -0.0009 -0.0000 tilt_INDUSTRY
2025-10-06 2025-10-07 ind_software_it_services 0.0079 -0.0001 -0.0000 tilt_INDUSTRY
2025-10-06 2025-10-07 ind_investment_services 0.0715 0.0000 0.0000 tilt_INDUSTRY
2025-10-06 2025-10-07 ind_water_utilities -0.0068 -0.0001 0.0000 tilt_INDUSTRY
2025-10-06 2025-10-07 country_XH 0.0910 -0.0002 -0.0000 tilt_COUNTRY
2025-10-06 2025-10-07 ind_metals_mining -0.0758 0.0003 -0.0000 tilt_INDUSTRY
2025-10-06 2025-10-07 ind_homebuilding_building_products -0.0332 -0.0017 0.0001 tilt_INDUSTRY
2025-10-06 2025-10-07 ind_communications_equipment -0.0095 0.0004 -0.0000 tilt_INDUSTRY
2025-10-06 2025-10-07 pdiscrepancy NaN NaN -0.0001 unexplained
2025-10-06 2025-10-07 country_NZ -0.0074 -0.0010 0.0000 tilt_COUNTRY
2025-10-06 2025-10-07 ind_industrial_distribution 0.0397 -0.0003 -0.0000 tilt_INDUSTRY
2025-10-06 2025-10-07 ind_textiles_apparel 0.0191 -0.0009 -0.0000 tilt_INDUSTRY
2025-10-06 2025-10-07 country_MY 0.0479 -0.0055 -0.0003 tilt_COUNTRY
2025-10-06 2025-10-07 ind_multiline_utilities -0.0132 0.0030 -0.0000 tilt_INDUSTRY
2025-10-06 2025-10-07 ind_construction_materials -0.0212 -0.0005 0.0000 tilt_INDUSTRY
2025-10-06 2025-10-07 ind_paper_forestry -0.0084 0.0001 -0.0000 tilt_INDUSTRY
2025-10-06 2025-10-07 momentum -0.2322 -0.0002 0.0000 alpha_MOMENTUM
2025-10-06 2025-10-07 ind_leisure_products 0.0274 0.0029 0.0001 tilt_INDUSTRY
2025-10-06 2025-10-07 ind_passenger_transportation -0.0066 0.0012 -0.0000 tilt_INDUSTRY
2025-10-06 2025-10-07 ind_computers_phones_household_electronics 0.0979 0.0016 0.0002 tilt_INDUSTRY
2025-10-06 2025-10-07 ind_pharmaceuticals -0.0628 -0.0004 0.0000 tilt_INDUSTRY
2025-10-06 2025-10-07 ind_fintech -0.0097 0.0013 -0.0000 tilt_INDUSTRY
2025-10-06 2025-10-07 linearCost NaN NaN -0.0002 cost
2025-10-06 2025-10-07 ind_holding_companies 0.0040 0.0000 0.0000 tilt_INDUSTRY
2025-10-06 2025-10-07 market -0.0304 0.0011 -0.0000 risk_exposure
2025-10-06 2025-10-07 ind_beverages -0.0764 0.0009 -0.0001 tilt_INDUSTRY
2025-10-06 2025-10-07 ind_media_publishing 0.0216 -0.0017 -0.0000 tilt_INDUSTRY
2025-10-06 2025-10-07 ind_freight_logistics -0.0323 -0.0008 0.0000 tilt_INDUSTRY
2025-10-06 2025-10-07 ind_semiconductors 0.0838 0.0008 0.0001 tilt_INDUSTRY
2025-10-06 2025-10-07 ind_aerospace_defense -0.0071 -0.0009 0.0000 tilt_INDUSTRY
2025-10-06 2025-10-07 ind_biotechnology -0.0169 -0.0003 0.0000 tilt_INDUSTRY
2025-10-06 2025-10-07 country_SG -0.0163 0.0048 -0.0001 tilt_COUNTRY
2025-10-06 2025-10-07 ind_electronic_equipment -0.0202 0.0009 -0.0000 tilt_INDUSTRY
2025-10-06 2025-10-07 ind_hotels_entertainment 0.0027 -0.0042 -0.0000 tilt_INDUSTRY
2025-10-06 2025-10-07 neglect 1.2145 0.0003 0.0003 alpha_VALUE
2025-10-06 2025-10-07 ind_electric_utilities_ipps -0.1252 0.0003 -0.0000 tilt_INDUSTRY
2025-10-06 2025-10-07 ind_real_estate_operations -0.0229 -0.0010 0.0000 tilt_INDUSTRY
2025-10-06 2025-10-07 impactCost NaN NaN -0.0002 cost
2025-10-06 2025-10-07 ind_specialty_reatil -0.0101 -0.0027 0.0000 tilt_INDUSTRY
2025-10-06 2025-10-07 ind_banking_services -0.0854 -0.0010 0.0001 tilt_INDUSTRY
2025-10-06 2025-10-07 ind_healthcare_providers_services 0.0037 -0.0011 -0.0000 tilt_INDUSTRY
2025-10-06 2025-10-07 ind_healthcare_equipment_supplies -0.1014 0.0000 -0.0000 tilt_INDUSTRY
2025-10-06 2025-10-07 ind_oil_gas_equipment_services -0.0143 -0.0013 0.0000 tilt_INDUSTRY
2025-10-06 2025-10-07 ind_chemicals 0.0523 0.0013 0.0001 tilt_INDUSTRY
2025-10-06 2025-10-07 ind_household_goods -0.0491 0.0004 -0.0000 tilt_INDUSTRY
2025-10-06 2025-10-07 ind_food_drug_retail 0.0602 -0.0027 -0.0002 tilt_INDUSTRY
2025-10-06 2025-10-07 ind_transportation_infrastructure 0.0139 -0.0002 -0.0000 tilt_INDUSTRY
2025-10-06 2025-10-07 ind_coal -0.0472 -0.0009 0.0000 tilt_INDUSTRY
2025-10-07 2025-10-08 country_HK 0.0875 -0.0024 -0.0002 tilt_COUNTRY
2025-10-07 2025-10-08 ind_automobile -0.0357 -0.0012 0.0000 tilt_INDUSTRY
2025-10-07 2025-10-08 ind_healthcare_providers_services 0.0036 -0.0010 -0.0000 tilt_INDUSTRY
2025-10-07 2025-10-08 ind_beverages -0.0761 0.0016 -0.0001 tilt_INDUSTRY
2025-10-07 2025-10-08 ind_pharmaceuticals -0.0626 0.0004 -0.0000 tilt_INDUSTRY
2025-10-07 2025-10-08 ind_construction_engineering 0.0380 0.0009 0.0000 tilt_INDUSTRY
2025-10-07 2025-10-08 bcost NaN NaN -0.0003 cost
2025-10-07 2025-10-08 ind_integrated_hardware_software 0.0162 -0.0002 -0.0000 tilt_INDUSTRY
2025-10-07 2025-10-08 ind_transportation_infrastructure 0.0139 0.0007 0.0000 tilt_INDUSTRY
2025-10-07 2025-10-08 ind_communications_equipment -0.0095 0.0001 -0.0000 tilt_INDUSTRY
2025-10-07 2025-10-08 ind_consumer_goods_conglomerates 0.0011 0.0047 0.0000 tilt_INDUSTRY
2025-10-07 2025-10-08 ind_food_drug_retail 0.0600 0.0005 0.0000 tilt_INDUSTRY
2025-10-07 2025-10-08 ind_machinery 0.1740 0.0003 0.0000 tilt_INDUSTRY
2025-10-07 2025-10-08 size_SMALL -0.0195 -0.0003 0.0000 tilt_SIZE
2025-10-07 2025-10-08 ind_containers_packaging -0.0007 -0.0002 0.0000 tilt_INDUSTRY
2025-10-07 2025-10-08 ind_telecommunications_serices 0.1204 -0.0010 -0.0001 tilt_INDUSTRY
2025-10-07 2025-10-08 momentum -0.2321 0.0003 -0.0001 alpha_MOMENTUM
2025-10-07 2025-10-08 size_LARGE 0.0684 -0.0007 -0.0000 tilt_SIZE
2025-10-07 2025-10-08 ind_chemicals 0.0517 -0.0008 -0.0000 tilt_INDUSTRY
2025-10-07 2025-10-08 ind_oil_gas_equipment_services -0.0142 0.0001 -0.0000 tilt_INDUSTRY
2025-10-07 2025-10-08 ind_computers_phones_household_electronics 0.0988 -0.0023 -0.0002 tilt_INDUSTRY
2025-10-07 2025-10-08 sbeta_market 0.0531 0.0008 0.0000 risk_exposure
2025-10-07 2025-10-08 ind_hotels_entertainment 0.0028 -0.0009 -0.0000 tilt_INDUSTRY
2025-10-07 2025-10-08 neglect 1.2110 0.0002 0.0002 alpha_VALUE
2025-10-07 2025-10-08 ind_electronic_equipment -0.0201 -0.0008 0.0000 tilt_INDUSTRY
2025-10-07 2025-10-08 ind_fintech -0.0096 0.0007 -0.0000 tilt_INDUSTRY
2025-10-07 2025-10-08 ind_holding_companies 0.0040 0.0000 0.0000 tilt_INDUSTRY
2025-10-07 2025-10-08 ind_media_publishing 0.0215 -0.0002 -0.0000 tilt_INDUSTRY
2025-10-07 2025-10-08 ind_biotechnology -0.0166 0.0025 -0.0000 tilt_INDUSTRY
2025-10-07 2025-10-08 specret NaN NaN 0.0019 unexplained
2025-10-07 2025-10-08 ind_paper_forestry -0.0083 -0.0028 0.0000 tilt_INDUSTRY
2025-10-07 2025-10-08 country_PH 0.0121 0.0024 0.0000 tilt_COUNTRY
2025-10-07 2025-10-08 size_MID -0.0637 0.0006 -0.0000 tilt_SIZE
2025-10-07 2025-10-08 sdiscrepancy NaN NaN -0.0006 unexplained
2025-10-07 2025-10-08 ind_metals_mining -0.0765 0.0016 -0.0001 tilt_INDUSTRY
2025-10-07 2025-10-08 country_CN -0.0878 0.0007 -0.0001 tilt_COUNTRY
2025-10-07 2025-10-08 country_JP -0.0678 0.0009 -0.0001 tilt_COUNTRY
2025-10-07 2025-10-08 ind_insurance 0.0228 0.0017 0.0000 tilt_INDUSTRY
2025-10-07 2025-10-08 pdiscrepancy NaN NaN -0.0001 unexplained
2025-10-07 2025-10-08 country_NZ -0.0074 0.0044 -0.0000 tilt_COUNTRY
2025-10-07 2025-10-08 ind_uranium -0.0026 0.0042 -0.0000 tilt_INDUSTRY
2025-10-07 2025-10-08 ind_textiles_apparel 0.0190 0.0013 0.0000 tilt_INDUSTRY
2025-10-07 2025-10-08 ind_household_products_services -0.0264 -0.0006 0.0000 tilt_INDUSTRY
2025-10-07 2025-10-08 fcost NaN NaN -0.0000 cost
2025-10-07 2025-10-08 value_gc 2.3800 0.0000 0.0000 alpha_VALUE
2025-10-07 2025-10-08 fmom 0.7131 0.0001 0.0001 alpha_QUALITY
2025-10-07 2025-10-08 ind_natural_gas_utilities 0.0145 0.0015 0.0000 tilt_INDUSTRY
2025-10-07 2025-10-08 ind_commercial_services_supplies -0.0507 -0.0002 0.0000 tilt_INDUSTRY
2025-10-07 2025-10-08 ind_multiline_utilities -0.0132 0.0013 -0.0000 tilt_INDUSTRY
2025-10-07 2025-10-08 ind_diversified_retail -0.0131 -0.0001 0.0000 tilt_INDUSTRY
2025-10-07 2025-10-08 country_XH 0.0913 -0.0031 -0.0003 tilt_COUNTRY
2025-10-07 2025-10-08 ind_industrial_distribution 0.0394 0.0075 0.0003 tilt_INDUSTRY
2025-10-07 2025-10-08 linkage 0.9375 0.0005 0.0004 alpha_MOMENTUM
2025-10-07 2025-10-08 value_liq 1.2546 -0.0001 -0.0002 alpha_VALUE
2025-10-07 2025-10-08 country_TH 0.0848 -0.0003 -0.0000 tilt_COUNTRY
2025-10-07 2025-10-08 ind_office_equipment -0.0178 -0.0059 0.0001 tilt_INDUSTRY
2025-10-07 2025-10-08 stability 4.9418 -0.0001 -0.0005 alpha_QUALITY
2025-10-07 2025-10-08 ind_leisure_products 0.0272 -0.0035 -0.0001 tilt_INDUSTRY
2025-10-07 2025-10-08 ind_food_tobacco 0.0308 0.0018 0.0001 tilt_INDUSTRY
2025-10-07 2025-10-08 ind_construction_materials -0.0212 -0.0001 0.0000 tilt_INDUSTRY
2025-10-07 2025-10-08 reversal 0.4846 0.0010 0.0005 alpha_REVERSAL
2025-10-07 2025-10-08 revision 1.6263 0.0005 0.0008 alpha_REVISION
2025-10-07 2025-10-08 ind_oil_gas 0.0472 -0.0001 -0.0000 tilt_INDUSTRY
2025-10-07 2025-10-08 ind_homebuilding_building_products -0.0326 -0.0039 0.0001 tilt_INDUSTRY
2025-10-07 2025-10-08 ind_real_estate_operations -0.0218 -0.0026 0.0001 tilt_INDUSTRY
2025-10-07 2025-10-08 ind_freight_logistics -0.0317 -0.0006 0.0000 tilt_INDUSTRY
2025-10-07 2025-10-08 country_TW 0.0301 0.0028 0.0001 tilt_COUNTRY
2025-10-07 2025-10-08 linearCost NaN NaN -0.0003 cost
2025-10-07 2025-10-08 ind_passenger_transportation -0.0065 -0.0056 0.0000 tilt_INDUSTRY
2025-10-07 2025-10-08 ind_water_utilities -0.0068 0.0004 -0.0000 tilt_INDUSTRY
2025-10-07 2025-10-08 ind_investment_services 0.0715 -0.0003 -0.0000 tilt_INDUSTRY
2025-10-07 2025-10-08 country_AU -0.1040 -0.0005 0.0000 tilt_COUNTRY
2025-10-07 2025-10-08 ind_renewable_energy 0.0009 -0.0006 -0.0000 tilt_INDUSTRY
2025-10-07 2025-10-08 ind_aerospace_defense -0.0071 -0.0008 0.0000 tilt_INDUSTRY
2025-10-07 2025-10-08 ind_software_it_services 0.0073 -0.0001 -0.0000 tilt_INDUSTRY
2025-10-07 2025-10-08 country_ID 0.0000 0.0007 0.0000 tilt_COUNTRY
2025-10-07 2025-10-08 size_MICRO -0.0117 -0.0005 0.0000 tilt_SIZE
2025-10-07 2025-10-08 country_IN 0.0000 -0.0063 0.0000 tilt_COUNTRY
2025-10-07 2025-10-08 ind_household_goods -0.0483 0.0013 -0.0001 tilt_INDUSTRY
2025-10-07 2025-10-08 market -0.0266 -0.0018 0.0000 risk_exposure
2025-10-07 2025-10-08 ind_banking_services -0.0851 0.0018 -0.0002 tilt_INDUSTRY
2025-10-07 2025-10-08 ind_coal -0.0471 0.0020 -0.0001 tilt_INDUSTRY
2025-10-07 2025-10-08 country_SG -0.0163 0.0004 -0.0000 tilt_COUNTRY
2025-10-07 2025-10-08 country_MY 0.0478 0.0010 0.0000 tilt_COUNTRY
2025-10-07 2025-10-08 quality 4.3158 -0.0001 -0.0002 alpha_QUALITY
2025-10-07 2025-10-08 ind_healthcare_equipment_supplies -0.1014 0.0001 -0.0000 tilt_INDUSTRY
2025-10-07 2025-10-08 country_KR -0.0968 0.0011 -0.0001 tilt_COUNTRY
2025-10-07 2025-10-08 ind_specialty_reatil -0.0102 -0.0042 0.0000 tilt_INDUSTRY
2025-10-07 2025-10-08 impactCost NaN NaN -0.0002 cost
2025-10-07 2025-10-08 ind_semiconductors 0.0842 -0.0011 -0.0001 tilt_INDUSTRY
2025-10-07 2025-10-08 ind_electric_utilities_ipps -0.1242 -0.0003 0.0000 tilt_INDUSTRY
2025-10-08 2025-10-09 country_AU -0.1046 -0.0060 0.0006 tilt_COUNTRY
2025-10-08 2025-10-09 ind_paper_forestry -0.0085 -0.0064 0.0001 tilt_INDUSTRY
2025-10-08 2025-10-09 fcost NaN NaN -0.0000 cost
2025-10-08 2025-10-09 ind_natural_gas_utilities 0.0147 0.0038 0.0001 tilt_INDUSTRY
2025-10-08 2025-10-09 ind_semiconductors 0.0828 0.0079 0.0007 tilt_INDUSTRY
2025-10-08 2025-10-09 ind_uranium -0.0026 -0.0045 0.0000 tilt_INDUSTRY
2025-10-08 2025-10-09 stability 4.9273 0.0003 0.0015 alpha_QUALITY
2025-10-08 2025-10-09 value_gc 2.3711 0.0010 0.0025 alpha_VALUE
2025-10-08 2025-10-09 fmom 0.7072 0.0002 0.0001 alpha_QUALITY
2025-10-08 2025-10-09 ind_fintech -0.0095 0.0020 -0.0000 tilt_INDUSTRY
2025-10-08 2025-10-09 ind_passenger_transportation -0.0064 -0.0053 0.0000 tilt_INDUSTRY
2025-10-08 2025-10-09 market -0.0106 0.0092 -0.0001 risk_exposure
2025-10-08 2025-10-09 ind_renewable_energy 0.0009 0.0221 0.0000 tilt_INDUSTRY
2025-10-08 2025-10-09 ind_commercial_services_supplies -0.0502 0.0005 -0.0000 tilt_INDUSTRY
2025-10-08 2025-10-09 ind_electric_utilities_ipps -0.1245 0.0114 -0.0014 tilt_INDUSTRY
2025-10-08 2025-10-09 specret NaN NaN -0.0048 unexplained
2025-10-08 2025-10-09 ind_hotels_entertainment 0.0028 -0.0093 -0.0000 tilt_INDUSTRY
2025-10-08 2025-10-09 size_SMALL -0.0125 -0.0014 0.0000 tilt_SIZE
2025-10-08 2025-10-09 ind_coal -0.0475 0.0116 -0.0006 tilt_INDUSTRY
2025-10-08 2025-10-09 size_LARGE 0.0691 -0.0007 -0.0000 tilt_SIZE
2025-10-08 2025-10-09 ind_computers_phones_household_electronics 0.0991 -0.0007 -0.0001 tilt_INDUSTRY
2025-10-08 2025-10-09 ind_oil_gas_equipment_services -0.0142 -0.0007 0.0000 tilt_INDUSTRY
2025-10-08 2025-10-09 ind_food_tobacco 0.0310 -0.0060 -0.0002 tilt_INDUSTRY
2025-10-08 2025-10-09 ind_healthcare_equipment_supplies -0.1017 -0.0084 0.0009 tilt_INDUSTRY
2025-10-08 2025-10-09 ind_electronic_equipment -0.0199 0.0014 -0.0000 tilt_INDUSTRY
2025-10-08 2025-10-09 ind_chemicals 0.0513 0.0046 0.0002 tilt_INDUSTRY
2025-10-08 2025-10-09 momentum -0.2298 -0.0019 0.0004 alpha_MOMENTUM
2025-10-08 2025-10-09 ind_household_goods -0.0472 -0.0087 0.0004 tilt_INDUSTRY
2025-10-08 2025-10-09 ind_telecommunications_serices 0.1206 0.0011 0.0001 tilt_INDUSTRY
2025-10-08 2025-10-09 ind_leisure_products 0.0269 -0.0124 -0.0003 tilt_INDUSTRY
2025-10-08 2025-10-09 sbeta_market 0.0703 -0.0023 -0.0002 risk_exposure
2025-10-08 2025-10-09 ind_construction_materials -0.0209 0.0048 -0.0001 tilt_INDUSTRY
2025-10-08 2025-10-09 ind_oil_gas 0.0469 0.0019 0.0001 tilt_INDUSTRY
2025-10-08 2025-10-09 size_MID -0.0559 0.0021 -0.0001 tilt_SIZE
2025-10-08 2025-10-09 ind_real_estate_operations -0.0212 -0.0055 0.0001 tilt_INDUSTRY
2025-10-08 2025-10-09 country_PH 0.0120 -0.0128 -0.0002 tilt_COUNTRY
2025-10-08 2025-10-09 linearCost NaN NaN -0.0001 cost
2025-10-08 2025-10-09 ind_household_products_services -0.0261 -0.0086 0.0002 tilt_INDUSTRY
2025-10-08 2025-10-09 ind_freight_logistics -0.0295 -0.0040 0.0001 tilt_INDUSTRY
2025-10-08 2025-10-09 quality 4.3200 0.0003 0.0014 alpha_QUALITY
2025-10-08 2025-10-09 country_HK 0.0873 0.0025 0.0002 tilt_COUNTRY
2025-10-08 2025-10-09 ind_office_equipment -0.0177 -0.0005 0.0000 tilt_INDUSTRY
2025-10-08 2025-10-09 bcost NaN NaN -0.0003 cost
2025-10-08 2025-10-09 ind_consumer_goods_conglomerates 0.0011 -0.0027 -0.0000 tilt_INDUSTRY
2025-10-08 2025-10-09 ind_integrated_hardware_software 0.0162 0.0017 0.0000 tilt_INDUSTRY
2025-10-08 2025-10-09 linkage 0.9441 0.0004 0.0004 alpha_MOMENTUM
2025-10-08 2025-10-09 impactCost NaN NaN -0.0000 cost
2025-10-08 2025-10-09 ind_healthcare_providers_services 0.0036 -0.0005 -0.0000 tilt_INDUSTRY
2025-10-08 2025-10-09 ind_specialty_reatil -0.0101 0.0015 -0.0000 tilt_INDUSTRY
2025-10-08 2025-10-09 size_MICRO -0.0113 -0.0073 0.0001 tilt_SIZE
2025-10-08 2025-10-09 ind_containers_packaging -0.0007 -0.0031 0.0000 tilt_INDUSTRY
2025-10-08 2025-10-09 ind_food_drug_retail 0.0600 -0.0065 -0.0004 tilt_INDUSTRY
2025-10-08 2025-10-09 ind_aerospace_defense -0.0072 -0.0031 0.0000 tilt_INDUSTRY
2025-10-08 2025-10-09 country_XH 0.0950 0.0015 0.0001 tilt_COUNTRY
2025-10-08 2025-10-09 country_IN 0.0000 -0.0027 0.0000 tilt_COUNTRY
2025-10-08 2025-10-09 ind_pharmaceuticals -0.0614 -0.0063 0.0004 tilt_INDUSTRY
2025-10-08 2025-10-09 ind_beverages -0.0758 -0.0146 0.0011 tilt_INDUSTRY
2025-10-08 2025-10-09 country_KR -0.0968 -0.0072 0.0007 tilt_COUNTRY
2025-10-08 2025-10-09 ind_transportation_infrastructure 0.0138 -0.0024 -0.0000 tilt_INDUSTRY
2025-10-08 2025-10-09 value_liq 1.2310 0.0009 0.0011 alpha_VALUE
2025-10-08 2025-10-09 ind_automobile -0.0351 -0.0096 0.0003 tilt_INDUSTRY
2025-10-08 2025-10-09 ind_biotechnology -0.0161 -0.0202 0.0003 tilt_INDUSTRY
2025-10-08 2025-10-09 ind_media_publishing 0.0214 -0.0074 -0.0002 tilt_INDUSTRY
2025-10-08 2025-10-09 revision 1.5741 0.0006 0.0010 alpha_REVISION
2025-10-08 2025-10-09 ind_communications_equipment -0.0103 0.0055 -0.0001 tilt_INDUSTRY
2025-10-08 2025-10-09 ind_construction_engineering 0.0384 0.0056 0.0002 tilt_INDUSTRY
2025-10-08 2025-10-09 ind_diversified_retail -0.0130 -0.0083 0.0001 tilt_INDUSTRY
2025-10-08 2025-10-09 country_MY 0.0481 -0.0027 -0.0001 tilt_COUNTRY
2025-10-08 2025-10-09 ind_textiles_apparel 0.0193 -0.0060 -0.0001 tilt_INDUSTRY
2025-10-08 2025-10-09 country_CN -0.0775 0.0039 -0.0003 tilt_COUNTRY
2025-10-08 2025-10-09 ind_banking_services -0.0848 -0.0053 0.0005 tilt_INDUSTRY
2025-10-08 2025-10-09 country_SG -0.0161 -0.0051 0.0001 tilt_COUNTRY
2025-10-08 2025-10-09 country_NZ -0.0073 -0.0090 0.0001 tilt_COUNTRY
2025-10-08 2025-10-09 country_ID 0.0000 0.0034 0.0000 tilt_COUNTRY
2025-10-08 2025-10-09 ind_water_utilities -0.0069 0.0041 -0.0000 tilt_INDUSTRY
2025-10-08 2025-10-09 ind_holding_companies 0.0040 0.0000 0.0000 tilt_INDUSTRY
2025-10-08 2025-10-09 ind_investment_services 0.0720 -0.0016 -0.0001 tilt_INDUSTRY
2025-10-08 2025-10-09 pdiscrepancy NaN NaN 0.0000 unexplained
2025-10-08 2025-10-09 country_JP -0.0660 -0.0021 0.0001 tilt_COUNTRY
2025-10-08 2025-10-09 reversal 0.2103 -0.0009 -0.0002 alpha_REVERSAL
2025-10-08 2025-10-09 ind_metals_mining -0.0669 0.0243 -0.0016 tilt_INDUSTRY
2025-10-08 2025-10-09 ind_machinery 0.1744 0.0038 0.0007 tilt_INDUSTRY
2025-10-08 2025-10-09 ind_software_it_services 0.0071 -0.0009 -0.0000 tilt_INDUSTRY
2025-10-08 2025-10-09 sdiscrepancy NaN NaN -0.0007 unexplained
2025-10-08 2025-10-09 ind_industrial_distribution 0.0396 0.0006 0.0000 tilt_INDUSTRY
2025-10-08 2025-10-09 ind_multiline_utilities -0.0131 -0.0018 0.0000 tilt_INDUSTRY
2025-10-08 2025-10-09 country_TW 0.0302 -0.0082 -0.0002 tilt_COUNTRY
2025-10-08 2025-10-09 ind_insurance 0.0229 -0.0012 -0.0000 tilt_INDUSTRY
2025-10-08 2025-10-09 ind_homebuilding_building_products -0.0323 -0.0041 0.0001 tilt_INDUSTRY
2025-10-08 2025-10-09 country_TH 0.0853 -0.0001 -0.0000 tilt_COUNTRY
2025-10-08 2025-10-09 neglect 1.2226 0.0000 0.0000 alpha_VALUE
2025-10-09 2025-10-10 market 0.0237 0.0135 0.0003 risk_exposure
2025-10-09 2025-10-10 ind_insurance 0.0184 0.0100 0.0002 tilt_INDUSTRY
2025-10-09 2025-10-10 revision 1.7152 0.0010 0.0016 alpha_REVISION
2025-10-09 2025-10-10 ind_computers_phones_household_electronics 0.0941 -0.0019 -0.0002 tilt_INDUSTRY
2025-10-09 2025-10-10 ind_transportation_infrastructure 0.0140 0.0002 0.0000 tilt_INDUSTRY
2025-10-09 2025-10-10 country_XH 0.1011 0.0034 0.0003 tilt_COUNTRY
2025-10-09 2025-10-10 country_IN 0.0000 0.0001 0.0000 tilt_COUNTRY
2025-10-09 2025-10-10 size_MICRO -0.0089 0.0120 -0.0001 tilt_SIZE
2025-10-09 2025-10-10 ind_containers_packaging -0.0009 0.0040 -0.0000 tilt_INDUSTRY
2025-10-09 2025-10-10 ind_homebuilding_building_products -0.0322 0.0030 -0.0001 tilt_INDUSTRY
2025-10-09 2025-10-10 ind_industrial_distribution 0.0395 0.0103 0.0004 tilt_INDUSTRY
2025-10-09 2025-10-10 country_ID 0.0000 -0.0099 0.0000 tilt_COUNTRY
2025-10-09 2025-10-10 bcost NaN NaN -0.0003 cost
2025-10-09 2025-10-10 ind_textiles_apparel 0.0206 0.0043 0.0001 tilt_INDUSTRY
2025-10-09 2025-10-10 country_AU -0.1012 -0.0026 0.0003 tilt_COUNTRY
2025-10-09 2025-10-10 fcost NaN NaN -0.0000 cost
2025-10-09 2025-10-10 ind_uranium -0.0013 -0.0008 0.0000 tilt_INDUSTRY
2025-10-09 2025-10-10 country_PH 0.0096 -0.0061 -0.0001 tilt_COUNTRY
2025-10-09 2025-10-10 ind_banking_services -0.0959 0.0008 -0.0001 tilt_INDUSTRY
2025-10-09 2025-10-10 ind_real_estate_operations -0.0235 0.0094 -0.0002 tilt_INDUSTRY
2025-10-09 2025-10-10 momentum -0.1570 -0.0020 0.0003 alpha_MOMENTUM
2025-10-09 2025-10-10 size_SMALL -0.0063 0.0045 -0.0000 tilt_SIZE
2025-10-09 2025-10-10 ind_media_publishing 0.0234 -0.0048 -0.0001 tilt_INDUSTRY
2025-10-09 2025-10-10 country_NZ -0.0036 -0.0182 0.0001 tilt_COUNTRY
2025-10-09 2025-10-10 ind_pharmaceuticals -0.0616 0.0012 -0.0001 tilt_INDUSTRY
2025-10-09 2025-10-10 ind_construction_engineering 0.0360 0.0039 0.0001 tilt_INDUSTRY
2025-10-09 2025-10-10 country_TH 0.0781 -0.0153 -0.0012 tilt_COUNTRY
2025-10-09 2025-10-10 ind_office_equipment -0.0166 -0.0012 0.0000 tilt_INDUSTRY
2025-10-09 2025-10-10 impactCost NaN NaN -0.0004 cost
2025-10-09 2025-10-10 ind_specialty_reatil -0.0087 0.0028 -0.0000 tilt_INDUSTRY
2025-10-09 2025-10-10 linkage 0.9337 -0.0009 -0.0009 alpha_MOMENTUM
2025-10-09 2025-10-10 ind_beverages -0.0774 0.0081 -0.0006 tilt_INDUSTRY
2025-10-09 2025-10-10 country_TW 0.0304 0.0104 0.0003 tilt_COUNTRY
2025-10-09 2025-10-10 country_KR -0.0971 -0.0021 0.0002 tilt_COUNTRY
2025-10-09 2025-10-10 ind_automobile -0.0341 0.0012 -0.0000 tilt_INDUSTRY
2025-10-09 2025-10-10 ind_integrated_hardware_software 0.0161 -0.0096 -0.0002 tilt_INDUSTRY
2025-10-09 2025-10-10 ind_food_drug_retail 0.0585 0.0013 0.0001 tilt_INDUSTRY
2025-10-09 2025-10-10 ind_healthcare_providers_services 0.0045 0.0023 0.0000 tilt_INDUSTRY
2025-10-09 2025-10-10 ind_metals_mining -0.0432 -0.0118 0.0005 tilt_INDUSTRY
2025-10-09 2025-10-10 ind_consumer_goods_conglomerates 0.0065 -0.0022 -0.0000 tilt_INDUSTRY
2025-10-09 2025-10-10 ind_communications_equipment -0.0071 -0.0021 0.0000 tilt_INDUSTRY
2025-10-09 2025-10-10 ind_renewable_energy 0.0070 -0.0087 -0.0001 tilt_INDUSTRY
2025-10-09 2025-10-10 country_HK 0.0895 0.0001 0.0000 tilt_COUNTRY
2025-10-09 2025-10-10 ind_software_it_services 0.0087 -0.0078 -0.0001 tilt_INDUSTRY
2025-10-09 2025-10-10 ind_investment_services 0.0736 0.0128 0.0009 tilt_INDUSTRY
2025-10-09 2025-10-10 ind_aerospace_defense -0.0036 -0.0018 0.0000 tilt_INDUSTRY
2025-10-09 2025-10-10 ind_freight_logistics -0.0283 0.0040 -0.0001 tilt_INDUSTRY
2025-10-09 2025-10-10 ind_electric_utilities_ipps -0.1237 0.0013 -0.0002 tilt_INDUSTRY
2025-10-09 2025-10-10 ind_semiconductors 0.0747 -0.0141 -0.0011 tilt_INDUSTRY
2025-10-09 2025-10-10 linearCost NaN NaN -0.0007 cost
2025-10-09 2025-10-10 ind_coal -0.0475 0.0102 -0.0005 tilt_INDUSTRY
2025-10-09 2025-10-10 ind_healthcare_equipment_supplies -0.0905 -0.0006 0.0001 tilt_INDUSTRY
2025-10-09 2025-10-10 reversal 0.3488 0.0006 0.0002 alpha_REVERSAL
2025-10-09 2025-10-10 ind_leisure_products 0.0268 -0.0009 -0.0000 tilt_INDUSTRY
2025-10-09 2025-10-10 ind_household_goods -0.0474 0.0059 -0.0003 tilt_INDUSTRY
2025-10-09 2025-10-10 ind_construction_materials -0.0080 0.0147 -0.0001 tilt_INDUSTRY
2025-10-09 2025-10-10 ind_passenger_transportation -0.0078 0.0025 -0.0000 tilt_INDUSTRY
2025-10-09 2025-10-10 stability 4.6575 0.0003 0.0016 alpha_QUALITY
2025-10-09 2025-10-10 quality 4.1437 0.0020 0.0082 alpha_QUALITY
2025-10-09 2025-10-10 country_MY 0.0479 -0.0093 -0.0004 tilt_COUNTRY
2025-10-09 2025-10-10 ind_water_utilities -0.0069 0.0214 -0.0001 tilt_INDUSTRY
2025-10-09 2025-10-10 ind_oil_gas 0.0467 -0.0012 -0.0001 tilt_INDUSTRY
2025-10-09 2025-10-10 ind_multiline_utilities -0.0129 0.0037 -0.0000 tilt_INDUSTRY
2025-10-09 2025-10-10 country_SG -0.0198 -0.0072 0.0001 tilt_COUNTRY
2025-10-09 2025-10-10 ind_machinery 0.1544 -0.0003 -0.0000 tilt_INDUSTRY
2025-10-09 2025-10-10 value_gc 1.9919 0.0007 0.0014 alpha_VALUE
2025-10-09 2025-10-10 ind_commercial_services_supplies -0.0424 0.0062 -0.0003 tilt_INDUSTRY
2025-10-09 2025-10-10 ind_food_tobacco 0.0263 0.0062 0.0002 tilt_INDUSTRY
2025-10-09 2025-10-10 size_MID -0.0378 -0.0035 0.0001 tilt_SIZE
2025-10-09 2025-10-10 sdiscrepancy NaN NaN 0.0018 unexplained
2025-10-09 2025-10-10 ind_telecommunications_serices 0.1196 -0.0008 -0.0001 tilt_INDUSTRY
2025-10-09 2025-10-10 sbeta_market 0.1181 -0.0225 -0.0027 risk_exposure
2025-10-09 2025-10-10 ind_paper_forestry -0.0088 0.0166 -0.0001 tilt_INDUSTRY
2025-10-09 2025-10-10 ind_oil_gas_equipment_services -0.0145 0.0124 -0.0002 tilt_INDUSTRY
2025-10-09 2025-10-10 ind_hotels_entertainment 0.0009 0.0045 0.0000 tilt_INDUSTRY
2025-10-09 2025-10-10 neglect 1.1160 0.0007 0.0008 alpha_VALUE
2025-10-09 2025-10-10 ind_fintech -0.0083 -0.0027 0.0000 tilt_INDUSTRY
2025-10-09 2025-10-10 ind_holding_companies 0.0040 0.0000 0.0000 tilt_INDUSTRY
2025-10-09 2025-10-10 ind_electronic_equipment -0.0235 -0.0041 0.0001 tilt_INDUSTRY
2025-10-09 2025-10-10 specret NaN NaN 0.0005 unexplained
2025-10-09 2025-10-10 ind_biotechnology -0.0153 -0.0168 0.0003 tilt_INDUSTRY
2025-10-09 2025-10-10 size_LARGE 0.0767 -0.0019 -0.0001 tilt_SIZE
2025-10-09 2025-10-10 fmom 0.6200 -0.0002 -0.0001 alpha_QUALITY
2025-10-09 2025-10-10 ind_chemicals 0.0617 0.0033 0.0002 tilt_INDUSTRY
2025-10-09 2025-10-10 ind_natural_gas_utilities 0.0155 0.0065 0.0001 tilt_INDUSTRY
2025-10-09 2025-10-10 pdiscrepancy NaN NaN 0.0002 unexplained
2025-10-09 2025-10-10 country_JP -0.0691 -0.0155 0.0011 tilt_COUNTRY
2025-10-09 2025-10-10 value_liq 1.0637 0.0011 0.0012 alpha_VALUE
2025-10-09 2025-10-10 ind_household_products_services -0.0221 0.0066 -0.0001 tilt_INDUSTRY
2025-10-09 2025-10-10 country_CN -0.0420 0.0047 -0.0002 tilt_COUNTRY
2025-10-09 2025-10-10 ind_diversified_retail -0.0140 0.0036 -0.0001 tilt_INDUSTRY
2025-10-10 2025-10-13 size_MICRO -0.0083 0.0028 -0.0000 tilt_SIZE
2025-10-10 2025-10-13 ind_metals_mining -0.0219 0.0167 -0.0004 tilt_INDUSTRY
2025-10-10 2025-10-13 ind_media_publishing 0.0245 -0.0054 -0.0001 tilt_INDUSTRY
2025-10-10 2025-10-13 ind_pharmaceuticals -0.0647 -0.0058 0.0004 tilt_INDUSTRY
2025-10-10 2025-10-13 country_JP -0.0728 0.0049 -0.0004 tilt_COUNTRY
2025-10-10 2025-10-13 country_SG -0.0251 -0.0045 0.0001 tilt_COUNTRY
2025-10-10 2025-10-13 ind_multiline_utilities -0.0128 0.0017 -0.0000 tilt_INDUSTRY
2025-10-10 2025-10-13 bcost NaN NaN -0.0008 cost
2025-10-10 2025-10-13 ind_communications_equipment -0.0097 0.0017 -0.0000 tilt_INDUSTRY
2025-10-10 2025-10-13 ind_electronic_equipment -0.0247 -0.0053 0.0001 tilt_INDUSTRY
2025-10-10 2025-10-13 ind_electric_utilities_ipps -0.1265 0.0003 -0.0000 tilt_INDUSTRY
2025-10-10 2025-10-13 linearCost NaN NaN -0.0005 cost
2025-10-10 2025-10-13 ind_banking_services -0.1131 0.0018 -0.0002 tilt_INDUSTRY
2025-10-10 2025-10-13 ind_hotels_entertainment 0.0067 -0.0048 -0.0000 tilt_INDUSTRY
2025-10-10 2025-10-13 ind_paper_forestry -0.0088 -0.0008 0.0000 tilt_INDUSTRY
2025-10-10 2025-10-13 linkage 0.9912 0.0004 0.0004 alpha_MOMENTUM
2025-10-10 2025-10-13 country_TH 0.0703 0.0005 0.0000 tilt_COUNTRY
2025-10-10 2025-10-13 ind_beverages -0.0796 -0.0007 0.0001 tilt_INDUSTRY
2025-10-10 2025-10-13 country_TW 0.0247 -0.0104 -0.0003 tilt_COUNTRY
2025-10-10 2025-10-13 country_XH 0.1039 0.0012 0.0001 tilt_COUNTRY
2025-10-10 2025-10-13 ind_household_products_services -0.0180 -0.0047 0.0001 tilt_INDUSTRY
2025-10-10 2025-10-13 ind_passenger_transportation -0.0113 -0.0039 0.0000 tilt_INDUSTRY
2025-10-10 2025-10-13 ind_industrial_distribution 0.0393 0.0012 0.0000 tilt_INDUSTRY
2025-10-10 2025-10-13 sbeta_market 0.0983 -0.0102 -0.0010 risk_exposure
2025-10-10 2025-10-13 revision 1.9881 -0.0002 -0.0005 alpha_REVISION
2025-10-10 2025-10-13 ind_uranium 0.0000 0.0154 0.0000 tilt_INDUSTRY
2025-10-10 2025-10-13 ind_water_utilities -0.0069 0.0004 -0.0000 tilt_INDUSTRY
2025-10-10 2025-10-13 stability 4.2865 -0.0005 -0.0023 alpha_QUALITY
2025-10-10 2025-10-13 ind_computers_phones_household_electronics 0.0842 -0.0032 -0.0003 tilt_INDUSTRY
2025-10-10 2025-10-13 ind_diversified_retail -0.0160 0.0019 -0.0000 tilt_INDUSTRY
2025-10-10 2025-10-13 ind_biotechnology -0.0151 -0.0142 0.0002 tilt_INDUSTRY
2025-10-10 2025-10-13 ind_household_goods -0.0407 -0.0100 0.0004 tilt_INDUSTRY
2025-10-10 2025-10-13 size_SMALL -0.0144 0.0018 -0.0000 tilt_SIZE
2025-10-10 2025-10-13 ind_holding_companies 0.0039 0.0000 0.0000 tilt_INDUSTRY
2025-10-10 2025-10-13 country_KR -0.0995 -0.0005 0.0000 tilt_COUNTRY
2025-10-10 2025-10-13 specret NaN NaN -0.0031 unexplained
2025-10-10 2025-10-13 ind_specialty_reatil -0.0082 -0.0023 0.0000 tilt_INDUSTRY
2025-10-10 2025-10-13 impactCost NaN NaN -0.0002 cost
2025-10-10 2025-10-13 ind_renewable_energy 0.0128 -0.0054 -0.0001 tilt_INDUSTRY
2025-10-10 2025-10-13 ind_oil_gas_equipment_services -0.0148 0.0009 -0.0000 tilt_INDUSTRY
2025-10-10 2025-10-13 ind_office_equipment -0.0154 0.0039 -0.0001 tilt_INDUSTRY
2025-10-10 2025-10-13 ind_insurance 0.0117 -0.0019 -0.0000 tilt_INDUSTRY
2025-10-10 2025-10-13 pdiscrepancy NaN NaN -0.0001 unexplained
2025-10-10 2025-10-13 ind_construction_engineering 0.0234 -0.0012 -0.0000 tilt_INDUSTRY
2025-10-10 2025-10-13 ind_software_it_services 0.0091 0.0008 0.0000 tilt_INDUSTRY
2025-10-10 2025-10-13 fcost NaN NaN -0.0001 cost
2025-10-10 2025-10-13 reversal 0.5192 -0.0012 -0.0006 alpha_REVERSAL
2025-10-10 2025-10-13 country_MY 0.0475 -0.0037 -0.0002 tilt_COUNTRY
2025-10-10 2025-10-13 ind_fintech -0.0070 0.0008 -0.0000 tilt_INDUSTRY
2025-10-10 2025-10-13 ind_automobile -0.0332 -0.0078 0.0003 tilt_INDUSTRY
2025-10-10 2025-10-13 neglect 0.9735 0.0006 0.0005 alpha_VALUE
2025-10-10 2025-10-13 ind_integrated_hardware_software 0.0158 0.0046 0.0001 tilt_INDUSTRY
2025-10-10 2025-10-13 value_liq 0.8728 -0.0015 -0.0013 alpha_VALUE
2025-10-10 2025-10-13 market 0.0050 0.0039 0.0000 risk_exposure
2025-10-10 2025-10-13 country_CN -0.0409 0.0018 -0.0001 tilt_COUNTRY
2025-10-10 2025-10-13 ind_machinery 0.1389 -0.0000 -0.0000 tilt_INDUSTRY
2025-10-10 2025-10-13 sdiscrepancy NaN NaN -0.0015 unexplained
2025-10-10 2025-10-13 ind_natural_gas_utilities 0.0161 0.0030 0.0000 tilt_INDUSTRY
2025-10-10 2025-10-13 fmom 0.5541 -0.0003 -0.0002 alpha_QUALITY
2025-10-10 2025-10-13 quality 3.9681 -0.0016 -0.0065 alpha_QUALITY
2025-10-10 2025-10-13 value_gc 1.6644 0.0002 0.0003 alpha_VALUE
2025-10-10 2025-10-13 country_HK 0.0874 -0.0009 -0.0001 tilt_COUNTRY
2025-10-10 2025-10-13 ind_consumer_goods_conglomerates 0.0119 0.0013 0.0000 tilt_INDUSTRY
2025-10-10 2025-10-13 ind_chemicals 0.0709 0.0026 0.0002 tilt_INDUSTRY
2025-10-10 2025-10-13 ind_telecommunications_serices 0.1180 -0.0009 -0.0001 tilt_INDUSTRY
2025-10-10 2025-10-13 ind_healthcare_providers_services 0.0059 0.0006 0.0000 tilt_INDUSTRY
2025-10-10 2025-10-13 ind_food_drug_retail 0.0592 0.0006 0.0000 tilt_INDUSTRY
2025-10-10 2025-10-13 size_LARGE 0.0841 -0.0026 -0.0002 tilt_SIZE
2025-10-10 2025-10-13 size_MID -0.0564 -0.0000 0.0000 tilt_SIZE
2025-10-10 2025-10-13 momentum 0.0715 -0.0002 -0.0000 alpha_MOMENTUM
2025-10-10 2025-10-13 country_NZ 0.0000 -0.0054 0.0000 tilt_COUNTRY
2025-10-10 2025-10-13 ind_oil_gas 0.0434 0.0003 0.0000 tilt_INDUSTRY
2025-10-10 2025-10-13 ind_homebuilding_building_products -0.0322 -0.0037 0.0001 tilt_INDUSTRY
2025-10-10 2025-10-13 country_PH 0.0074 -0.0014 -0.0000 tilt_COUNTRY
2025-10-10 2025-10-13 ind_coal -0.0466 0.0002 -0.0000 tilt_INDUSTRY
2025-10-10 2025-10-13 country_ID 0.0000 -0.0105 0.0000 tilt_COUNTRY
2025-10-10 2025-10-13 ind_leisure_products 0.0265 -0.0035 -0.0001 tilt_INDUSTRY
2025-10-10 2025-10-13 country_IN 0.0000 -0.0021 0.0000 tilt_COUNTRY
2025-10-10 2025-10-13 ind_transportation_infrastructure 0.0144 0.0043 0.0001 tilt_INDUSTRY
2025-10-10 2025-10-13 ind_food_tobacco 0.0209 -0.0016 -0.0000 tilt_INDUSTRY
2025-10-10 2025-10-13 ind_construction_materials 0.0048 -0.0036 -0.0000 tilt_INDUSTRY
2025-10-10 2025-10-13 ind_commercial_services_supplies -0.0375 -0.0024 0.0001 tilt_INDUSTRY
2025-10-10 2025-10-13 country_AU -0.0978 -0.0109 0.0011 tilt_COUNTRY
2025-10-10 2025-10-13 ind_semiconductors 0.0588 0.0065 0.0004 tilt_INDUSTRY
2025-10-10 2025-10-13 ind_investment_services 0.0709 -0.0002 -0.0000 tilt_INDUSTRY
2025-10-10 2025-10-13 ind_textiles_apparel 0.0226 -0.0028 -0.0001 tilt_INDUSTRY
2025-10-10 2025-10-13 ind_real_estate_operations -0.0315 0.0002 -0.0000 tilt_INDUSTRY
2025-10-10 2025-10-13 ind_aerospace_defense 0.0027 0.0097 0.0000 tilt_INDUSTRY
2025-10-10 2025-10-13 ind_containers_packaging -0.0019 -0.0040 0.0000 tilt_INDUSTRY
2025-10-10 2025-10-13 ind_healthcare_equipment_supplies -0.0853 -0.0057 0.0005 tilt_INDUSTRY
2025-10-10 2025-10-13 ind_freight_logistics -0.0288 0.0006 -0.0000 tilt_INDUSTRY
2025-10-13 2025-10-14 ind_food_drug_retail 0.0660 0.0107 0.0007 tilt_INDUSTRY
2025-10-13 2025-10-14 ind_consumer_goods_conglomerates 0.0119 0.0023 0.0000 tilt_INDUSTRY
2025-10-13 2025-10-14 ind_pharmaceuticals -0.0786 -0.0046 0.0004 tilt_INDUSTRY
2025-10-13 2025-10-14 ind_electric_utilities_ipps -0.1355 0.0052 -0.0007 tilt_INDUSTRY
2025-10-13 2025-10-14 ind_freight_logistics -0.0290 0.0146 -0.0004 tilt_INDUSTRY
2025-10-13 2025-10-14 ind_communications_equipment -0.0179 -0.0129 0.0002 tilt_INDUSTRY
2025-10-13 2025-10-14 ind_healthcare_providers_services 0.0071 0.0042 0.0000 tilt_INDUSTRY
2025-10-13 2025-10-14 pdiscrepancy NaN NaN 0.0000 unexplained
2025-10-13 2025-10-14 ind_coal -0.0500 0.0214 -0.0011 tilt_INDUSTRY
2025-10-13 2025-10-14 ind_food_tobacco 0.0244 0.0043 0.0001 tilt_INDUSTRY
2025-10-13 2025-10-14 ind_leisure_products 0.0284 -0.0000 -0.0000 tilt_INDUSTRY
2025-10-13 2025-10-14 linearCost NaN NaN -0.0005 cost
2025-10-13 2025-10-14 ind_semiconductors 0.0576 -0.0165 -0.0010 tilt_INDUSTRY
2025-10-13 2025-10-14 country_HK 0.0840 -0.0082 -0.0007 tilt_COUNTRY
2025-10-13 2025-10-14 ind_machinery 0.1538 -0.0068 -0.0011 tilt_INDUSTRY
2025-10-13 2025-10-14 sdiscrepancy NaN NaN -0.0007 unexplained
2025-10-13 2025-10-14 ind_water_utilities -0.0056 -0.0008 0.0000 tilt_INDUSTRY
2025-10-13 2025-10-14 ind_integrated_hardware_software 0.0168 -0.0068 -0.0001 tilt_INDUSTRY
2025-10-13 2025-10-14 stability 4.4072 -0.0003 -0.0012 alpha_QUALITY
2025-10-13 2025-10-14 country_MY 0.0515 -0.0040 -0.0002 tilt_COUNTRY
2025-10-13 2025-10-14 quality 4.2559 0.0016 0.0066 alpha_QUALITY
2025-10-13 2025-10-14 reversal 0.9498 -0.0018 -0.0017 alpha_REVERSAL
2025-10-13 2025-10-14 ind_software_it_services 0.0052 -0.0052 -0.0000 tilt_INDUSTRY
2025-10-13 2025-10-14 ind_construction_engineering 0.0064 0.0032 0.0000 tilt_INDUSTRY
2025-10-13 2025-10-14 ind_investment_services 0.0742 0.0119 0.0009 tilt_INDUSTRY
2025-10-13 2025-10-14 ind_construction_materials 0.0050 0.0009 0.0000 tilt_INDUSTRY
2025-10-13 2025-10-14 country_TW 0.0255 0.0008 0.0000 tilt_COUNTRY
2025-10-13 2025-10-14 country_TH 0.0804 -0.0248 -0.0020 tilt_COUNTRY
2025-10-13 2025-10-14 ind_office_equipment -0.0164 -0.0146 0.0002 tilt_INDUSTRY
2025-10-13 2025-10-14 ind_renewable_energy 0.0142 0.0274 0.0004 tilt_INDUSTRY
2025-10-13 2025-10-14 impactCost NaN NaN -0.0003 cost
2025-10-13 2025-10-14 ind_passenger_transportation -0.0151 0.0066 -0.0001 tilt_INDUSTRY
2025-10-13 2025-10-14 ind_beverages -0.0835 0.0191 -0.0016 tilt_INDUSTRY
2025-10-13 2025-10-14 ind_specialty_reatil -0.0096 0.0044 -0.0000 tilt_INDUSTRY
2025-10-13 2025-10-14 linkage 1.1024 0.0002 0.0002 alpha_MOMENTUM
2025-10-13 2025-10-14 country_KR -0.1081 -0.0037 0.0004 tilt_COUNTRY
2025-10-13 2025-10-14 ind_oil_gas 0.0400 0.0045 0.0002 tilt_INDUSTRY
2025-10-13 2025-10-14 ind_metals_mining -0.0218 0.0044 -0.0001 tilt_INDUSTRY
2025-10-13 2025-10-14 ind_household_goods -0.0373 0.0089 -0.0003 tilt_INDUSTRY
2025-10-13 2025-10-14 ind_aerospace_defense 0.0056 -0.0055 -0.0000 tilt_INDUSTRY
2025-10-13 2025-10-14 ind_automobile -0.0338 0.0000 -0.0000 tilt_INDUSTRY
2025-10-13 2025-10-14 ind_healthcare_equipment_supplies -0.0969 -0.0004 0.0000 tilt_INDUSTRY
2025-10-13 2025-10-14 country_SG -0.0278 -0.0122 0.0003 tilt_COUNTRY
2025-10-13 2025-10-14 value_liq 0.9634 0.0020 0.0019 alpha_VALUE
2025-10-13 2025-10-14 country_JP -0.0673 -0.0102 0.0007 tilt_COUNTRY
2025-10-13 2025-10-14 specret NaN NaN 0.0086 unexplained
2025-10-13 2025-10-14 ind_biotechnology -0.0175 -0.0095 0.0002 tilt_INDUSTRY
2025-10-13 2025-10-14 ind_oil_gas_equipment_services -0.0155 0.0024 -0.0000 tilt_INDUSTRY
2025-10-13 2025-10-14 ind_insurance 0.0129 0.0128 0.0002 tilt_INDUSTRY
2025-10-13 2025-10-14 ind_household_products_services -0.0169 -0.0013 0.0000 tilt_INDUSTRY
2025-10-13 2025-10-14 country_NZ 0.0000 -0.0081 0.0000 tilt_COUNTRY
2025-10-13 2025-10-14 fcost NaN NaN -0.0000 cost
2025-10-13 2025-10-14 ind_multiline_utilities -0.0138 0.0066 -0.0001 tilt_INDUSTRY
2025-10-13 2025-10-14 momentum 0.0917 -0.0017 -0.0002 alpha_MOMENTUM
2025-10-13 2025-10-14 ind_computers_phones_household_electronics 0.0879 -0.0134 -0.0012 tilt_INDUSTRY
2025-10-13 2025-10-14 ind_uranium -0.0001 0.0825 -0.0000 tilt_INDUSTRY
2025-10-13 2025-10-14 country_PH 0.0086 0.0016 0.0000 tilt_COUNTRY
2025-10-13 2025-10-14 bcost NaN NaN -0.0003 cost
2025-10-13 2025-10-14 ind_media_publishing 0.0267 0.0002 0.0000 tilt_INDUSTRY
2025-10-13 2025-10-14 ind_textiles_apparel 0.0238 0.0007 0.0000 tilt_INDUSTRY
2025-10-13 2025-10-14 ind_commercial_services_supplies -0.0470 0.0009 -0.0000 tilt_INDUSTRY
2025-10-13 2025-10-14 ind_transportation_infrastructure 0.0193 0.0043 0.0001 tilt_INDUSTRY
2025-10-13 2025-10-14 country_IN 0.0000 -0.0081 0.0000 tilt_COUNTRY
2025-10-13 2025-10-14 size_MICRO -0.0106 0.0042 -0.0000 tilt_SIZE
2025-10-13 2025-10-14 country_XH 0.1146 0.0003 0.0000 tilt_COUNTRY
2025-10-13 2025-10-14 country_ID 0.0000 -0.0263 0.0000 tilt_COUNTRY
2025-10-13 2025-10-14 ind_homebuilding_building_products -0.0344 0.0057 -0.0002 tilt_INDUSTRY
2025-10-13 2025-10-14 ind_industrial_distribution 0.0395 -0.0013 -0.0001 tilt_INDUSTRY
2025-10-13 2025-10-14 revision 2.2255 -0.0010 -0.0021 alpha_REVISION
2025-10-13 2025-10-14 country_AU -0.1067 0.0004 -0.0000 tilt_COUNTRY
2025-10-13 2025-10-14 ind_banking_services -0.1347 0.0069 -0.0009 tilt_INDUSTRY
2025-10-13 2025-10-14 ind_real_estate_operations -0.0321 0.0098 -0.0003 tilt_INDUSTRY
2025-10-13 2025-10-14 market -0.0243 0.0085 -0.0002 risk_exposure
2025-10-13 2025-10-14 ind_containers_packaging -0.0030 -0.0002 0.0000 tilt_INDUSTRY
2025-10-13 2025-10-14 ind_electronic_equipment -0.0228 -0.0134 0.0003 tilt_INDUSTRY
2025-10-13 2025-10-14 size_SMALL -0.0120 0.0017 -0.0000 tilt_SIZE
2025-10-13 2025-10-14 fmom 0.6305 -0.0013 -0.0008 alpha_QUALITY
2025-10-13 2025-10-14 ind_chemicals 0.0862 -0.0059 -0.0005 tilt_INDUSTRY
2025-10-13 2025-10-14 ind_holding_companies 0.0044 0.0000 0.0000 tilt_INDUSTRY
2025-10-13 2025-10-14 size_MID -0.0855 -0.0032 0.0003 tilt_SIZE
2025-10-13 2025-10-14 ind_telecommunications_serices 0.1263 0.0013 0.0002 tilt_INDUSTRY
2025-10-13 2025-10-14 sbeta_market 0.0546 -0.0219 -0.0012 risk_exposure
2025-10-13 2025-10-14 ind_natural_gas_utilities 0.0190 0.0070 0.0001 tilt_INDUSTRY
2025-10-13 2025-10-14 ind_hotels_entertainment 0.0176 -0.0001 -0.0000 tilt_INDUSTRY
2025-10-13 2025-10-14 ind_paper_forestry -0.0094 0.0121 -0.0001 tilt_INDUSTRY
2025-10-13 2025-10-14 country_CN -0.0789 0.0073 -0.0006 tilt_COUNTRY
2025-10-13 2025-10-14 size_LARGE 0.0837 0.0024 0.0002 tilt_SIZE
2025-10-13 2025-10-14 value_gc 1.7844 0.0010 0.0018 alpha_VALUE
2025-10-13 2025-10-14 ind_diversified_retail -0.0184 0.0064 -0.0001 tilt_INDUSTRY
2025-10-13 2025-10-14 ind_fintech -0.0077 0.0066 -0.0001 tilt_INDUSTRY
2025-10-13 2025-10-14 neglect 1.0462 0.0012 0.0012 alpha_VALUE
2025-10-14 2025-10-15 ind_semiconductors 0.0618 0.0003 0.0000 tilt_INDUSTRY
2025-10-14 2025-10-15 ind_transportation_infrastructure 0.0221 0.0019 0.0000 tilt_INDUSTRY
2025-10-14 2025-10-15 value_liq 0.8855 0.0006 0.0005 alpha_VALUE
2025-10-14 2025-10-15 ind_beverages -0.0758 -0.0029 0.0002 tilt_INDUSTRY
2025-10-14 2025-10-15 ind_diversified_retail -0.0192 -0.0036 0.0001 tilt_INDUSTRY
2025-10-14 2025-10-15 ind_consumer_goods_conglomerates 0.0092 0.0128 0.0001 tilt_INDUSTRY
2025-10-14 2025-10-15 country_IN 0.0000 0.0045 0.0000 tilt_COUNTRY
2025-10-14 2025-10-15 ind_leisure_products 0.0269 -0.0024 -0.0001 tilt_INDUSTRY
2025-10-14 2025-10-15 ind_household_goods -0.0381 0.0001 -0.0000 tilt_INDUSTRY
2025-10-14 2025-10-15 sdiscrepancy NaN NaN 0.0004 unexplained
2025-10-14 2025-10-15 country_XH 0.1086 0.0037 0.0004 tilt_COUNTRY
2025-10-14 2025-10-15 ind_machinery 0.1479 0.0056 0.0008 tilt_INDUSTRY
2025-10-14 2025-10-15 country_ID 0.0000 -0.0088 0.0000 tilt_COUNTRY
2025-10-14 2025-10-15 country_AU -0.1015 0.0044 -0.0005 tilt_COUNTRY
2025-10-14 2025-10-15 fmom 0.6580 0.0005 0.0003 alpha_QUALITY
2025-10-14 2025-10-15 country_CN -0.0833 -0.0046 0.0004 tilt_COUNTRY
2025-10-14 2025-10-15 ind_industrial_distribution 0.0342 -0.0006 -0.0000 tilt_INDUSTRY
2025-10-14 2025-10-15 ind_banking_services -0.1306 0.0018 -0.0002 tilt_INDUSTRY
2025-10-14 2025-10-15 ind_real_estate_operations -0.0243 -0.0064 0.0002 tilt_INDUSTRY
2025-10-14 2025-10-15 ind_specialty_reatil -0.0118 0.0009 -0.0000 tilt_INDUSTRY
2025-10-14 2025-10-15 ind_textiles_apparel 0.0194 -0.0019 -0.0000 tilt_INDUSTRY
2025-10-14 2025-10-15 ind_construction_materials 0.0045 0.0095 0.0000 tilt_INDUSTRY
2025-10-14 2025-10-15 country_TW 0.0274 -0.0022 -0.0001 tilt_COUNTRY
2025-10-14 2025-10-15 specret NaN NaN -0.0048 unexplained
2025-10-14 2025-10-15 size_SMALL -0.0012 -0.0002 0.0000 tilt_SIZE
2025-10-14 2025-10-15 ind_insurance 0.0151 0.0043 0.0001 tilt_INDUSTRY
2025-10-14 2025-10-15 impactCost NaN NaN -0.0001 cost
2025-10-14 2025-10-15 ind_automobile -0.0274 0.0034 -0.0001 tilt_INDUSTRY
2025-10-14 2025-10-15 ind_integrated_hardware_software 0.0158 -0.0057 -0.0001 tilt_INDUSTRY
2025-10-14 2025-10-15 size_LARGE 0.0732 -0.0003 -0.0000 tilt_SIZE
2025-10-14 2025-10-15 ind_renewable_energy 0.0126 0.0102 0.0001 tilt_INDUSTRY
2025-10-14 2025-10-15 ind_household_products_services -0.0125 0.0008 -0.0000 tilt_INDUSTRY
2025-10-14 2025-10-15 ind_telecommunications_serices 0.1186 -0.0018 -0.0002 tilt_INDUSTRY
2025-10-14 2025-10-15 ind_electric_utilities_ipps -0.1224 0.0019 -0.0002 tilt_INDUSTRY
2025-10-14 2025-10-15 fcost NaN NaN -0.0000 cost
2025-10-14 2025-10-15 ind_construction_engineering -0.0047 0.0017 -0.0000 tilt_INDUSTRY
2025-10-14 2025-10-15 ind_software_it_services -0.0026 -0.0038 0.0000 tilt_INDUSTRY
2025-10-14 2025-10-15 ind_media_publishing 0.0272 -0.0056 -0.0002 tilt_INDUSTRY
2025-10-14 2025-10-15 ind_pharmaceuticals -0.0861 0.0047 -0.0004 tilt_INDUSTRY
2025-10-14 2025-10-15 ind_food_tobacco 0.0263 -0.0019 -0.0001 tilt_INDUSTRY
2025-10-14 2025-10-15 ind_computers_phones_household_electronics 0.0859 0.0009 0.0001 tilt_INDUSTRY
2025-10-14 2025-10-15 ind_uranium -0.0002 -0.0039 0.0000 tilt_INDUSTRY
2025-10-14 2025-10-15 sbeta_market 0.0622 0.0135 0.0008 risk_exposure
2025-10-14 2025-10-15 ind_water_utilities -0.0034 -0.0013 0.0000 tilt_INDUSTRY
2025-10-14 2025-10-15 ind_investment_services 0.0724 -0.0012 -0.0001 tilt_INDUSTRY
2025-10-14 2025-10-15 ind_containers_packaging -0.0029 0.0003 -0.0000 tilt_INDUSTRY
2025-10-14 2025-10-15 ind_metals_mining -0.0295 -0.0015 0.0000 tilt_INDUSTRY
2025-10-14 2025-10-15 ind_aerospace_defense 0.0045 -0.0048 -0.0000 tilt_INDUSTRY
2025-10-14 2025-10-15 size_MICRO -0.0112 0.0024 -0.0000 tilt_SIZE
2025-10-14 2025-10-15 ind_hotels_entertainment 0.0203 -0.0001 -0.0000 tilt_INDUSTRY
2025-10-14 2025-10-15 ind_electronic_equipment -0.0180 0.0015 -0.0000 tilt_INDUSTRY
2025-10-14 2025-10-15 country_KR -0.1009 0.0102 -0.0010 tilt_COUNTRY
2025-10-14 2025-10-15 linkage 1.0549 0.0003 0.0003 alpha_MOMENTUM
2025-10-14 2025-10-15 ind_homebuilding_building_products -0.0324 -0.0016 0.0001 tilt_INDUSTRY
2025-10-14 2025-10-15 country_HK 0.0771 0.0028 0.0002 tilt_COUNTRY
2025-10-14 2025-10-15 ind_chemicals 0.0986 -0.0062 -0.0006 tilt_INDUSTRY
2025-10-14 2025-10-15 ind_multiline_utilities -0.0130 0.0006 -0.0000 tilt_INDUSTRY
2025-10-14 2025-10-15 value_gc 1.6263 0.0003 0.0004 alpha_VALUE
2025-10-14 2025-10-15 ind_natural_gas_utilities 0.0198 -0.0036 -0.0001 tilt_INDUSTRY
2025-10-14 2025-10-15 ind_healthcare_equipment_supplies -0.0914 -0.0027 0.0002 tilt_INDUSTRY
2025-10-14 2025-10-15 ind_passenger_transportation -0.0149 -0.0008 0.0000 tilt_INDUSTRY
2025-10-14 2025-10-15 bcost NaN NaN -0.0003 cost
2025-10-14 2025-10-15 stability 4.0443 -0.0004 -0.0014 alpha_QUALITY
2025-10-14 2025-10-15 market -0.0097 -0.0016 0.0000 risk_exposure
2025-10-14 2025-10-15 country_SG -0.0258 -0.0017 0.0000 tilt_COUNTRY
2025-10-14 2025-10-15 ind_oil_gas_equipment_services -0.0140 -0.0046 0.0001 tilt_INDUSTRY
2025-10-14 2025-10-15 revision 2.1898 0.0016 0.0035 alpha_REVISION
2025-10-14 2025-10-15 ind_office_equipment -0.0157 -0.0015 0.0000 tilt_INDUSTRY
2025-10-14 2025-10-15 pdiscrepancy NaN NaN 0.0000 unexplained
2025-10-14 2025-10-15 country_NZ 0.0000 -0.0024 0.0000 tilt_COUNTRY
2025-10-14 2025-10-15 country_TH 0.0838 0.0138 0.0012 tilt_COUNTRY
2025-10-14 2025-10-15 ind_oil_gas 0.0353 -0.0054 -0.0002 tilt_INDUSTRY
2025-10-14 2025-10-15 quality 4.0013 0.0008 0.0033 alpha_QUALITY
2025-10-14 2025-10-15 ind_biotechnology -0.0173 0.0035 -0.0001 tilt_INDUSTRY
2025-10-14 2025-10-15 ind_communications_equipment -0.0159 -0.0009 0.0000 tilt_INDUSTRY
2025-10-14 2025-10-15 ind_paper_forestry -0.0090 -0.0043 0.0000 tilt_INDUSTRY
2025-10-14 2025-10-15 country_JP -0.0528 0.0050 -0.0003 tilt_COUNTRY
2025-10-14 2025-10-15 size_MID -0.0705 0.0002 -0.0000 tilt_SIZE
2025-10-14 2025-10-15 ind_healthcare_providers_services 0.0080 0.0002 0.0000 tilt_INDUSTRY
2025-10-14 2025-10-15 ind_holding_companies 0.0045 0.0000 0.0000 tilt_INDUSTRY
2025-10-14 2025-10-15 neglect 0.9898 -0.0006 -0.0006 alpha_VALUE
2025-10-14 2025-10-15 country_PH 0.0087 -0.0013 -0.0000 tilt_COUNTRY
2025-10-14 2025-10-15 country_MY 0.0490 -0.0022 -0.0001 tilt_COUNTRY
2025-10-14 2025-10-15 ind_coal -0.0472 0.0008 -0.0000 tilt_INDUSTRY
2025-10-14 2025-10-15 momentum 0.1123 0.0009 0.0001 alpha_MOMENTUM
2025-10-14 2025-10-15 ind_freight_logistics -0.0250 -0.0081 0.0002 tilt_INDUSTRY
2025-10-14 2025-10-15 ind_food_drug_retail 0.0623 -0.0001 -0.0000 tilt_INDUSTRY
2025-10-14 2025-10-15 ind_fintech -0.0078 -0.0107 0.0001 tilt_INDUSTRY
2025-10-14 2025-10-15 ind_commercial_services_supplies -0.0496 -0.0024 0.0001 tilt_INDUSTRY
2025-10-14 2025-10-15 reversal 0.8092 0.0019 0.0015 alpha_REVERSAL
2025-10-14 2025-10-15 linearCost NaN NaN -0.0003 cost
2025-10-15 2025-10-16 ind_chemicals 0.0999 -0.0028 -0.0003 tilt_INDUSTRY
2025-10-15 2025-10-16 ind_media_publishing 0.0275 -0.0039 -0.0001 tilt_INDUSTRY
2025-10-15 2025-10-16 ind_consumer_goods_conglomerates 0.0082 0.0066 0.0001 tilt_INDUSTRY
2025-10-15 2025-10-16 ind_computers_phones_household_electronics 0.0844 -0.0022 -0.0002 tilt_INDUSTRY
2025-10-15 2025-10-16 ind_leisure_products 0.0271 -0.0015 -0.0000 tilt_INDUSTRY
2025-10-15 2025-10-16 pdiscrepancy NaN NaN -0.0000 unexplained
2025-10-15 2025-10-16 sbeta_market 0.0561 -0.0060 -0.0003 risk_exposure
2025-10-15 2025-10-16 ind_biotechnology -0.0174 0.0087 -0.0002 tilt_INDUSTRY
2025-10-15 2025-10-16 ind_software_it_services -0.0077 -0.0068 0.0001 tilt_INDUSTRY
2025-10-15 2025-10-16 country_XH 0.1008 0.0062 0.0006 tilt_COUNTRY
2025-10-15 2025-10-16 ind_healthcare_equipment_supplies -0.0924 0.0077 -0.0007 tilt_INDUSTRY
2025-10-15 2025-10-16 size_SMALL -0.0033 -0.0030 0.0000 tilt_SIZE
2025-10-15 2025-10-16 ind_office_equipment -0.0161 -0.0002 0.0000 tilt_INDUSTRY
2025-10-15 2025-10-16 bcost NaN NaN -0.0003 cost
2025-10-15 2025-10-16 sdiscrepancy NaN NaN 0.0004 unexplained
2025-10-15 2025-10-16 ind_hotels_entertainment 0.0211 -0.0009 -0.0000 tilt_INDUSTRY
2025-10-15 2025-10-16 country_HK 0.0811 0.0015 0.0001 tilt_COUNTRY
2025-10-15 2025-10-16 ind_household_products_services -0.0101 0.0009 -0.0000 tilt_INDUSTRY
2025-10-15 2025-10-16 ind_multiline_utilities -0.0130 -0.0010 0.0000 tilt_INDUSTRY
2025-10-15 2025-10-16 size_MICRO -0.0093 0.0015 -0.0000 tilt_SIZE
2025-10-15 2025-10-16 country_NZ 0.0000 -0.0045 0.0000 tilt_COUNTRY
2025-10-15 2025-10-16 market -0.0178 0.0045 -0.0001 risk_exposure
2025-10-15 2025-10-16 revision 2.1982 0.0011 0.0025 alpha_REVISION
2025-10-15 2025-10-16 ind_fintech -0.0080 -0.0041 0.0000 tilt_INDUSTRY
2025-10-15 2025-10-16 ind_telecommunications_serices 0.1190 -0.0030 -0.0004 tilt_INDUSTRY
2025-10-15 2025-10-16 quality 4.0046 0.0003 0.0012 alpha_QUALITY
2025-10-15 2025-10-16 country_MY 0.0487 -0.0009 -0.0000 tilt_COUNTRY
2025-10-15 2025-10-16 ind_commercial_services_supplies -0.0456 -0.0008 0.0000 tilt_INDUSTRY
2025-10-15 2025-10-16 momentum 0.1407 -0.0019 -0.0003 alpha_MOMENTUM
2025-10-15 2025-10-16 reversal 0.9032 -0.0019 -0.0017 alpha_REVERSAL
2025-10-15 2025-10-16 country_IN 0.0000 0.0036 0.0000 tilt_COUNTRY
2025-10-15 2025-10-16 ind_containers_packaging -0.0029 -0.0002 0.0000 tilt_INDUSTRY
2025-10-15 2025-10-16 size_MID -0.0775 -0.0009 0.0001 tilt_SIZE
2025-10-15 2025-10-16 ind_construction_engineering -0.0091 -0.0025 0.0000 tilt_INDUSTRY
2025-10-15 2025-10-16 neglect 0.9952 -0.0006 -0.0006 alpha_VALUE
2025-10-15 2025-10-16 ind_holding_companies 0.0045 0.0000 0.0000 tilt_INDUSTRY
2025-10-15 2025-10-16 ind_textiles_apparel 0.0171 0.0049 0.0001 tilt_INDUSTRY
2025-10-15 2025-10-16 specret NaN NaN -0.0051 unexplained
2025-10-15 2025-10-16 ind_oil_gas 0.0354 0.0011 0.0000 tilt_INDUSTRY
2025-10-15 2025-10-16 size_LARGE 0.0724 0.0057 0.0004 tilt_SIZE
2025-10-15 2025-10-16 ind_food_tobacco 0.0268 -0.0012 -0.0000 tilt_INDUSTRY
2025-10-15 2025-10-16 ind_investment_services 0.0732 0.0050 0.0004 tilt_INDUSTRY
2025-10-15 2025-10-16 ind_electronic_equipment -0.0172 0.0029 -0.0000 tilt_INDUSTRY
2025-10-15 2025-10-16 ind_industrial_distribution 0.0342 -0.0110 -0.0004 tilt_INDUSTRY
2025-10-15 2025-10-16 ind_construction_materials 0.0041 -0.0116 -0.0000 tilt_INDUSTRY
2025-10-15 2025-10-16 ind_banking_services -0.1306 0.0027 -0.0004 tilt_INDUSTRY
2025-10-15 2025-10-16 country_SG -0.0249 -0.0071 0.0002 tilt_COUNTRY
2025-10-15 2025-10-16 ind_paper_forestry -0.0090 -0.0036 0.0000 tilt_INDUSTRY
2025-10-15 2025-10-16 value_liq 0.8900 0.0007 0.0006 alpha_VALUE
2025-10-15 2025-10-16 country_CN -0.0852 -0.0046 0.0004 tilt_COUNTRY
2025-10-15 2025-10-16 country_ID 0.0021 0.0060 0.0000 tilt_COUNTRY
2025-10-15 2025-10-16 ind_real_estate_operations -0.0254 0.0004 -0.0000 tilt_INDUSTRY
2025-10-15 2025-10-16 fmom 0.7023 0.0004 0.0003 alpha_QUALITY
2025-10-15 2025-10-16 ind_natural_gas_utilities 0.0202 0.0012 0.0000 tilt_INDUSTRY
2025-10-15 2025-10-16 ind_transportation_infrastructure 0.0222 0.0029 0.0001 tilt_INDUSTRY
2025-10-15 2025-10-16 value_gc 1.6283 0.0007 0.0011 alpha_VALUE
2025-10-15 2025-10-16 country_AU -0.1009 0.0035 -0.0004 tilt_COUNTRY
2025-10-15 2025-10-16 fcost NaN NaN -0.0000 cost
2025-10-15 2025-10-16 ind_homebuilding_building_products -0.0328 0.0020 -0.0001 tilt_INDUSTRY
2025-10-15 2025-10-16 ind_machinery 0.1489 -0.0023 -0.0003 tilt_INDUSTRY
2025-10-15 2025-10-16 ind_healthcare_providers_services 0.0091 0.0033 0.0000 tilt_INDUSTRY
2025-10-15 2025-10-16 ind_uranium -0.0002 0.0037 -0.0000 tilt_INDUSTRY
2025-10-15 2025-10-16 country_PH 0.0088 -0.0037 -0.0000 tilt_COUNTRY
2025-10-15 2025-10-16 ind_communications_equipment -0.0140 0.0010 -0.0000 tilt_INDUSTRY
2025-10-15 2025-10-16 ind_household_goods -0.0391 -0.0018 0.0001 tilt_INDUSTRY
2025-10-15 2025-10-16 ind_automobile -0.0211 0.0005 -0.0000 tilt_INDUSTRY
2025-10-15 2025-10-16 ind_water_utilities -0.0021 0.0037 -0.0000 tilt_INDUSTRY
2025-10-15 2025-10-16 ind_freight_logistics -0.0253 0.0017 -0.0000 tilt_INDUSTRY
2025-10-15 2025-10-16 ind_aerospace_defense 0.0030 -0.0088 -0.0000 tilt_INDUSTRY
2025-10-15 2025-10-16 ind_insurance 0.0129 -0.0029 -0.0000 tilt_INDUSTRY
2025-10-15 2025-10-16 stability 3.9821 -0.0002 -0.0008 alpha_QUALITY
2025-10-15 2025-10-16 linearCost NaN NaN -0.0002 cost
2025-10-15 2025-10-16 ind_coal -0.0471 0.0223 -0.0011 tilt_INDUSTRY
2025-10-15 2025-10-16 ind_integrated_hardware_software 0.0156 0.0027 0.0000 tilt_INDUSTRY
2025-10-15 2025-10-16 ind_pharmaceuticals -0.0895 0.0060 -0.0005 tilt_INDUSTRY
2025-10-15 2025-10-16 ind_specialty_reatil -0.0147 -0.0073 0.0001 tilt_INDUSTRY
2025-10-15 2025-10-16 linkage 1.0706 -0.0005 -0.0005 alpha_MOMENTUM
2025-10-15 2025-10-16 country_KR -0.1040 0.0104 -0.0011 tilt_COUNTRY
2025-10-15 2025-10-16 ind_food_drug_retail 0.0620 -0.0012 -0.0001 tilt_INDUSTRY
2025-10-15 2025-10-16 ind_beverages -0.0742 0.0098 -0.0007 tilt_INDUSTRY
2025-10-15 2025-10-16 country_TW 0.0242 0.0088 0.0002 tilt_COUNTRY
2025-10-15 2025-10-16 country_TH 0.0859 -0.0041 -0.0003 tilt_COUNTRY
2025-10-15 2025-10-16 country_JP -0.0543 0.0020 -0.0001 tilt_COUNTRY
2025-10-15 2025-10-16 ind_electric_utilities_ipps -0.1184 0.0028 -0.0003 tilt_INDUSTRY
2025-10-15 2025-10-16 ind_metals_mining -0.0321 -0.0080 0.0003 tilt_INDUSTRY
2025-10-15 2025-10-16 ind_diversified_retail -0.0209 -0.0043 0.0001 tilt_INDUSTRY
2025-10-15 2025-10-16 impactCost NaN NaN -0.0001 cost
2025-10-15 2025-10-16 ind_passenger_transportation -0.0144 0.0025 -0.0000 tilt_INDUSTRY
2025-10-15 2025-10-16 ind_oil_gas_equipment_services -0.0141 0.0071 -0.0001 tilt_INDUSTRY
2025-10-15 2025-10-16 ind_semiconductors 0.0625 0.0037 0.0002 tilt_INDUSTRY
2025-10-15 2025-10-16 ind_renewable_energy 0.0081 0.0029 0.0000 tilt_INDUSTRY
2025-10-16 2025-10-17 size_SMALL 0.0003 0.0001 0.0000 tilt_SIZE
2025-10-16 2025-10-17 fmom 0.6836 0.0004 0.0002 alpha_QUALITY
2025-10-16 2025-10-17 fcost NaN NaN -0.0000 cost
2025-10-16 2025-10-17 ind_coal -0.0478 0.0047 -0.0002 tilt_INDUSTRY
2025-10-16 2025-10-17 value_gc 1.6440 0.0006 0.0009 alpha_VALUE
2025-10-16 2025-10-17 ind_machinery 0.1471 -0.0078 -0.0011 tilt_INDUSTRY
2025-10-16 2025-10-17 ind_transportation_infrastructure 0.0246 0.0096 0.0002 tilt_INDUSTRY
2025-10-16 2025-10-17 market -0.0213 -0.0004 0.0000 risk_exposure
2025-10-16 2025-10-17 ind_water_utilities -0.0009 0.0096 -0.0000 tilt_INDUSTRY
2025-10-16 2025-10-17 country_CN -0.0811 -0.0020 0.0002 tilt_COUNTRY
2025-10-16 2025-10-17 ind_natural_gas_utilities 0.0232 0.0013 0.0000 tilt_INDUSTRY
2025-10-16 2025-10-17 value_liq 0.8729 0.0004 0.0003 alpha_VALUE
2025-10-16 2025-10-17 ind_semiconductors 0.0584 -0.0104 -0.0006 tilt_INDUSTRY
2025-10-16 2025-10-17 country_SG -0.0198 -0.0023 0.0000 tilt_COUNTRY
2025-10-16 2025-10-17 country_TH 0.0864 -0.0088 -0.0008 tilt_COUNTRY
2025-10-16 2025-10-17 ind_construction_materials 0.0035 -0.0016 -0.0000 tilt_INDUSTRY
2025-10-16 2025-10-17 ind_industrial_distribution 0.0357 0.0082 0.0003 tilt_INDUSTRY
2025-10-16 2025-10-17 revision 2.2227 -0.0003 -0.0007 alpha_REVISION
2025-10-16 2025-10-17 ind_food_tobacco 0.0272 0.0084 0.0002 tilt_INDUSTRY
2025-10-16 2025-10-17 ind_real_estate_operations -0.0220 0.0061 -0.0001 tilt_INDUSTRY
2025-10-16 2025-10-17 ind_beverages -0.0743 0.0078 -0.0006 tilt_INDUSTRY
2025-10-16 2025-10-17 ind_passenger_transportation -0.0160 0.0070 -0.0001 tilt_INDUSTRY
2025-10-16 2025-10-17 ind_investment_services 0.0761 0.0040 0.0003 tilt_INDUSTRY
2025-10-16 2025-10-17 specret NaN NaN 0.0041 unexplained
2025-10-16 2025-10-17 impactCost NaN NaN -0.0001 cost
2025-10-16 2025-10-17 ind_holding_companies 0.0047 0.0000 0.0000 tilt_INDUSTRY
2025-10-16 2025-10-17 ind_metals_mining -0.0335 0.0069 -0.0002 tilt_INDUSTRY
2025-10-16 2025-10-17 ind_textiles_apparel 0.0168 0.0055 0.0001 tilt_INDUSTRY
2025-10-16 2025-10-17 reversal 0.8193 -0.0023 -0.0019 alpha_REVERSAL
2025-10-16 2025-10-17 ind_electric_utilities_ipps -0.1175 0.0022 -0.0003 tilt_INDUSTRY
2025-10-16 2025-10-17 ind_construction_engineering -0.0207 0.0024 -0.0000 tilt_INDUSTRY
2025-10-16 2025-10-17 size_MID -0.0832 -0.0022 0.0002 tilt_SIZE
2025-10-16 2025-10-17 size_LARGE 0.0695 0.0035 0.0002 tilt_SIZE
2025-10-16 2025-10-17 country_MY 0.0500 -0.0003 -0.0000 tilt_COUNTRY
2025-10-16 2025-10-17 neglect 1.0144 0.0014 0.0014 alpha_VALUE
2025-10-16 2025-10-17 ind_office_equipment -0.0163 -0.0000 0.0000 tilt_INDUSTRY
2025-10-16 2025-10-17 ind_containers_packaging -0.0031 0.0024 -0.0000 tilt_INDUSTRY
2025-10-16 2025-10-17 linearCost NaN NaN -0.0003 cost
2025-10-16 2025-10-17 ind_insurance 0.0101 -0.0115 -0.0001 tilt_INDUSTRY
2025-10-16 2025-10-17 ind_commercial_services_supplies -0.0443 0.0008 -0.0000 tilt_INDUSTRY
2025-10-16 2025-10-17 ind_computers_phones_household_electronics 0.0853 -0.0018 -0.0002 tilt_INDUSTRY
2025-10-16 2025-10-17 ind_homebuilding_building_products -0.0336 0.0031 -0.0001 tilt_INDUSTRY
2025-10-16 2025-10-17 ind_specialty_reatil -0.0155 -0.0011 0.0000 tilt_INDUSTRY
2025-10-16 2025-10-17 ind_leisure_products 0.0273 -0.0051 -0.0001 tilt_INDUSTRY
2025-10-16 2025-10-17 ind_electronic_equipment -0.0188 -0.0049 0.0001 tilt_INDUSTRY
2025-10-16 2025-10-17 country_ID 0.0045 -0.0127 -0.0001 tilt_COUNTRY
2025-10-16 2025-10-17 country_AU -0.1019 -0.0017 0.0002 tilt_COUNTRY
2025-10-16 2025-10-17 momentum 0.1681 -0.0004 -0.0001 alpha_MOMENTUM
2025-10-16 2025-10-17 ind_fintech -0.0078 0.0012 -0.0000 tilt_INDUSTRY
2025-10-16 2025-10-17 country_IN 0.0000 0.0047 0.0000 tilt_COUNTRY
2025-10-16 2025-10-17 ind_household_goods -0.0394 0.0065 -0.0003 tilt_INDUSTRY
2025-10-16 2025-10-17 country_KR -0.1078 0.0036 -0.0004 tilt_COUNTRY
2025-10-16 2025-10-17 ind_freight_logistics -0.0256 0.0066 -0.0002 tilt_INDUSTRY
2025-10-16 2025-10-17 ind_telecommunications_serices 0.1219 0.0049 0.0006 tilt_INDUSTRY
2025-10-16 2025-10-17 quality 4.0746 0.0001 0.0006 alpha_QUALITY
2025-10-16 2025-10-17 size_MICRO -0.0079 -0.0006 0.0000 tilt_SIZE
2025-10-16 2025-10-17 ind_healthcare_providers_services 0.0095 0.0057 0.0001 tilt_INDUSTRY
2025-10-16 2025-10-17 stability 3.9435 -0.0005 -0.0020 alpha_QUALITY
2025-10-16 2025-10-17 ind_oil_gas 0.0346 0.0010 0.0000 tilt_INDUSTRY
2025-10-16 2025-10-17 ind_media_publishing 0.0287 0.0012 0.0000 tilt_INDUSTRY
2025-10-16 2025-10-17 ind_food_drug_retail 0.0626 0.0056 0.0004 tilt_INDUSTRY
2025-10-16 2025-10-17 ind_multiline_utilities -0.0132 0.0016 -0.0000 tilt_INDUSTRY
2025-10-16 2025-10-17 ind_hotels_entertainment 0.0212 0.0074 0.0002 tilt_INDUSTRY
2025-10-16 2025-10-17 bcost NaN NaN -0.0003 cost
2025-10-16 2025-10-17 country_HK 0.0826 -0.0040 -0.0003 tilt_COUNTRY
2025-10-16 2025-10-17 country_PH 0.0092 0.0029 0.0000 tilt_COUNTRY
2025-10-16 2025-10-17 ind_uranium -0.0002 -0.0548 0.0000 tilt_INDUSTRY
2025-10-16 2025-10-17 ind_chemicals 0.1110 0.0028 0.0003 tilt_INDUSTRY
2025-10-16 2025-10-17 sbeta_market 0.0501 -0.0172 -0.0009 risk_exposure
2025-10-16 2025-10-17 ind_consumer_goods_conglomerates 0.0085 0.0071 0.0001 tilt_INDUSTRY
2025-10-16 2025-10-17 ind_renewable_energy -0.0015 -0.0204 0.0000 tilt_INDUSTRY
2025-10-16 2025-10-17 ind_aerospace_defense 0.0032 -0.0082 -0.0000 tilt_INDUSTRY
2025-10-16 2025-10-17 ind_integrated_hardware_software 0.0157 -0.0019 -0.0000 tilt_INDUSTRY
2025-10-16 2025-10-17 ind_communications_equipment -0.0140 -0.0059 0.0001 tilt_INDUSTRY
2025-10-16 2025-10-17 ind_pharmaceuticals -0.0859 0.0052 -0.0004 tilt_INDUSTRY
2025-10-16 2025-10-17 ind_biotechnology -0.0169 -0.0004 0.0000 tilt_INDUSTRY
2025-10-16 2025-10-17 ind_healthcare_equipment_supplies -0.0929 0.0027 -0.0003 tilt_INDUSTRY
2025-10-16 2025-10-17 ind_software_it_services -0.0094 -0.0036 0.0000 tilt_INDUSTRY
2025-10-16 2025-10-17 sdiscrepancy NaN NaN -0.0005 unexplained
2025-10-16 2025-10-17 ind_oil_gas_equipment_services -0.0144 0.0026 -0.0000 tilt_INDUSTRY
2025-10-16 2025-10-17 ind_automobile -0.0168 -0.0038 0.0001 tilt_INDUSTRY
2025-10-16 2025-10-17 linkage 1.0842 0.0000 0.0000 alpha_MOMENTUM
2025-10-16 2025-10-17 country_TW 0.0236 0.0119 0.0003 tilt_COUNTRY
2025-10-16 2025-10-17 country_NZ 0.0000 -0.0033 0.0000 tilt_COUNTRY
2025-10-16 2025-10-17 ind_banking_services -0.1384 0.0019 -0.0003 tilt_INDUSTRY
2025-10-16 2025-10-17 pdiscrepancy NaN NaN 0.0000 unexplained
2025-10-16 2025-10-17 country_JP -0.0629 0.0044 -0.0003 tilt_COUNTRY
2025-10-16 2025-10-17 ind_diversified_retail -0.0194 -0.0002 0.0000 tilt_INDUSTRY
2025-10-16 2025-10-17 ind_paper_forestry -0.0092 0.0117 -0.0001 tilt_INDUSTRY
2025-10-16 2025-10-17 ind_household_products_services -0.0087 0.0075 -0.0001 tilt_INDUSTRY
2025-10-16 2025-10-17 country_XH 0.0958 -0.0072 -0.0007 tilt_COUNTRY
2025-10-17 2025-10-20 ind_metals_mining -0.0343 -0.0131 0.0005 tilt_INDUSTRY
2025-10-17 2025-10-20 ind_paper_forestry -0.0091 0.0061 -0.0001 tilt_INDUSTRY
2025-10-17 2025-10-20 ind_healthcare_providers_services 0.0092 -0.0039 -0.0000 tilt_INDUSTRY
2025-10-17 2025-10-20 ind_integrated_hardware_software 0.0154 -0.0051 -0.0001 tilt_INDUSTRY
2025-10-17 2025-10-20 ind_coal -0.0465 0.0206 -0.0010 tilt_INDUSTRY
2025-10-17 2025-10-20 ind_commercial_services_supplies -0.0501 -0.0021 0.0001 tilt_INDUSTRY
2025-10-17 2025-10-20 ind_telecommunications_serices 0.1190 0.0011 0.0001 tilt_INDUSTRY
2025-10-17 2025-10-20 ind_pharmaceuticals -0.0719 -0.0018 0.0001 tilt_INDUSTRY
2025-10-17 2025-10-20 specret NaN NaN -0.0061 unexplained
2025-10-17 2025-10-20 country_KR -0.1040 0.0117 -0.0012 tilt_COUNTRY
2025-10-17 2025-10-20 country_PH 0.0092 -0.0031 -0.0000 tilt_COUNTRY
2025-10-17 2025-10-20 ind_media_publishing 0.0287 0.0024 0.0001 tilt_INDUSTRY
2025-10-17 2025-10-20 ind_biotechnology -0.0153 -0.0030 0.0000 tilt_INDUSTRY
2025-10-17 2025-10-20 ind_electric_utilities_ipps -0.1163 -0.0011 0.0001 tilt_INDUSTRY
2025-10-17 2025-10-20 ind_consumer_goods_conglomerates 0.0081 0.0018 0.0000 tilt_INDUSTRY
2025-10-17 2025-10-20 ind_household_goods -0.0377 -0.0025 0.0001 tilt_INDUSTRY
2025-10-17 2025-10-20 country_MY 0.0491 -0.0032 -0.0002 tilt_COUNTRY
2025-10-17 2025-10-20 ind_computers_phones_household_electronics 0.0847 0.0001 0.0000 tilt_INDUSTRY
2025-10-17 2025-10-20 size_MID -0.0778 -0.0022 0.0002 tilt_SIZE
2025-10-17 2025-10-20 ind_holding_companies 0.0048 0.0000 0.0000 tilt_INDUSTRY
2025-10-17 2025-10-20 ind_construction_engineering -0.0346 -0.0018 0.0001 tilt_INDUSTRY
2025-10-17 2025-10-20 ind_hotels_entertainment 0.0210 -0.0029 -0.0001 tilt_INDUSTRY
2025-10-17 2025-10-20 ind_insurance -0.0011 0.0005 -0.0000 tilt_INDUSTRY
2025-10-17 2025-10-20 ind_electronic_equipment -0.0180 0.0064 -0.0001 tilt_INDUSTRY
2025-10-17 2025-10-20 ind_chemicals 0.1237 -0.0028 -0.0003 tilt_INDUSTRY
2025-10-17 2025-10-20 ind_textiles_apparel 0.0166 -0.0036 -0.0001 tilt_INDUSTRY
2025-10-17 2025-10-20 ind_food_drug_retail 0.0609 0.0023 0.0001 tilt_INDUSTRY
2025-10-17 2025-10-20 neglect 0.9791 0.0006 0.0005 alpha_VALUE
2025-10-17 2025-10-20 ind_office_equipment -0.0159 -0.0013 0.0000 tilt_INDUSTRY
2025-10-17 2025-10-20 ind_diversified_retail -0.0165 0.0006 -0.0000 tilt_INDUSTRY
2025-10-17 2025-10-20 size_LARGE 0.0682 0.0049 0.0003 tilt_SIZE
2025-10-17 2025-10-20 ind_food_tobacco 0.0291 -0.0034 -0.0001 tilt_INDUSTRY
2025-10-17 2025-10-20 sbeta_market 0.0565 0.0128 0.0007 risk_exposure
2025-10-17 2025-10-20 ind_containers_packaging -0.0037 0.0027 -0.0000 tilt_INDUSTRY
2025-10-17 2025-10-20 reversal 0.9554 0.0020 0.0019 alpha_REVERSAL
2025-10-17 2025-10-20 ind_aerospace_defense 0.0035 0.0002 0.0000 tilt_INDUSTRY
2025-10-17 2025-10-20 ind_oil_gas 0.0353 0.0105 0.0004 tilt_INDUSTRY
2025-10-17 2025-10-20 ind_renewable_energy -0.0087 -0.0186 0.0002 tilt_INDUSTRY
2025-10-17 2025-10-20 linearCost NaN NaN -0.0003 cost
2025-10-17 2025-10-20 country_NZ 0.0000 0.0095 0.0000 tilt_COUNTRY
2025-10-17 2025-10-20 country_IN 0.0000 0.0032 0.0000 tilt_COUNTRY
2025-10-17 2025-10-20 ind_real_estate_operations -0.0184 0.0002 -0.0000 tilt_INDUSTRY
2025-10-17 2025-10-20 ind_multiline_utilities -0.0128 0.0043 -0.0001 tilt_INDUSTRY
2025-10-17 2025-10-20 ind_software_it_services -0.0130 -0.0004 0.0000 tilt_INDUSTRY
2025-10-17 2025-10-20 country_CN -0.0726 -0.0060 0.0004 tilt_COUNTRY
2025-10-17 2025-10-20 size_MICRO -0.0089 0.0025 -0.0000 tilt_SIZE
2025-10-17 2025-10-20 ind_construction_materials 0.0029 -0.0048 -0.0000 tilt_INDUSTRY
2025-10-17 2025-10-20 market -0.0134 -0.0037 0.0000 risk_exposure
2025-10-17 2025-10-20 linkage 1.1472 -0.0009 -0.0010 alpha_MOMENTUM
2025-10-17 2025-10-20 country_JP -0.0644 0.0122 -0.0008 tilt_COUNTRY
2025-10-17 2025-10-20 stability 3.7391 0.0006 0.0021 alpha_QUALITY
2025-10-17 2025-10-20 fcost NaN NaN -0.0001 cost
2025-10-17 2025-10-20 country_XH 0.0949 0.0006 0.0001 tilt_COUNTRY
2025-10-17 2025-10-20 country_SG -0.0147 -0.0073 0.0001 tilt_COUNTRY
2025-10-17 2025-10-20 ind_natural_gas_utilities 0.0259 0.0033 0.0001 tilt_INDUSTRY
2025-10-17 2025-10-20 country_TH 0.0825 0.0041 0.0003 tilt_COUNTRY
2025-10-17 2025-10-20 ind_leisure_products 0.0259 0.0025 0.0001 tilt_INDUSTRY
2025-10-17 2025-10-20 ind_semiconductors 0.0488 0.0034 0.0002 tilt_INDUSTRY
2025-10-17 2025-10-20 ind_industrial_distribution 0.0325 -0.0056 -0.0002 tilt_INDUSTRY
2025-10-17 2025-10-20 quality 3.9872 -0.0001 -0.0004 alpha_QUALITY
2025-10-17 2025-10-20 country_TW 0.0209 -0.0042 -0.0001 tilt_COUNTRY
2025-10-17 2025-10-20 ind_banking_services -0.1236 0.0056 -0.0007 tilt_INDUSTRY
2025-10-17 2025-10-20 revision 2.1159 0.0010 0.0020 alpha_REVISION
2025-10-17 2025-10-20 pdiscrepancy NaN NaN 0.0000 unexplained
2025-10-17 2025-10-20 ind_household_products_services -0.0086 -0.0034 0.0000 tilt_INDUSTRY
2025-10-17 2025-10-20 ind_water_utilities -0.0009 0.0058 -0.0000 tilt_INDUSTRY
2025-10-17 2025-10-20 bcost NaN NaN -0.0007 cost
2025-10-17 2025-10-20 ind_fintech -0.0076 -0.0066 0.0000 tilt_INDUSTRY
2025-10-17 2025-10-20 ind_freight_logistics -0.0244 -0.0012 0.0000 tilt_INDUSTRY
2025-10-17 2025-10-20 impactCost NaN NaN -0.0001 cost
2025-10-17 2025-10-20 country_ID 0.0046 0.0267 0.0001 tilt_COUNTRY
2025-10-17 2025-10-20 value_liq 0.8681 -0.0006 -0.0005 alpha_VALUE
2025-10-17 2025-10-20 ind_passenger_transportation -0.0199 0.0013 -0.0000 tilt_INDUSTRY
2025-10-17 2025-10-20 value_gc 1.5714 0.0007 0.0011 alpha_VALUE
2025-10-17 2025-10-20 ind_healthcare_equipment_supplies -0.0913 -0.0024 0.0002 tilt_INDUSTRY
2025-10-17 2025-10-20 ind_communications_equipment -0.0109 0.0050 -0.0001 tilt_INDUSTRY
2025-10-17 2025-10-20 size_SMALL 0.0050 -0.0011 -0.0000 tilt_SIZE
2025-10-17 2025-10-20 fmom 0.6404 -0.0003 -0.0002 alpha_QUALITY
2025-10-17 2025-10-20 ind_homebuilding_building_products -0.0328 -0.0004 0.0000 tilt_INDUSTRY
2025-10-17 2025-10-20 ind_specialty_reatil -0.0140 -0.0039 0.0001 tilt_INDUSTRY
2025-10-17 2025-10-20 sdiscrepancy NaN NaN 0.0005 unexplained
2025-10-17 2025-10-20 country_AU -0.0989 0.0000 -0.0000 tilt_COUNTRY
2025-10-17 2025-10-20 ind_oil_gas_equipment_services -0.0144 0.0146 -0.0002 tilt_INDUSTRY
2025-10-17 2025-10-20 ind_beverages -0.0717 -0.0067 0.0005 tilt_INDUSTRY
2025-10-17 2025-10-20 ind_investment_services 0.0753 -0.0061 -0.0005 tilt_INDUSTRY
2025-10-17 2025-10-20 ind_automobile -0.0132 0.0015 -0.0000 tilt_INDUSTRY
2025-10-17 2025-10-20 ind_uranium -0.0002 -0.0587 0.0000 tilt_INDUSTRY
2025-10-17 2025-10-20 country_HK 0.0800 0.0069 0.0006 tilt_COUNTRY
2025-10-17 2025-10-20 ind_transportation_infrastructure 0.0261 0.0022 0.0001 tilt_INDUSTRY
2025-10-17 2025-10-20 ind_machinery 0.1466 0.0031 0.0004 tilt_INDUSTRY
2025-10-17 2025-10-20 momentum 0.2161 -0.0001 -0.0000 alpha_MOMENTUM
2025-10-20 2025-10-21 ind_software_it_services -0.0173 0.0001 -0.0000 tilt_INDUSTRY
2025-10-20 2025-10-21 size_SMALL -0.0013 0.0002 -0.0000 tilt_SIZE
2025-10-20 2025-10-21 specret NaN NaN -0.0049 unexplained
2025-10-20 2025-10-21 country_ID 0.0047 0.0100 0.0000 tilt_COUNTRY
2025-10-20 2025-10-21 neglect 1.0160 -0.0001 -0.0002 alpha_VALUE
2025-10-20 2025-10-21 ind_coal -0.0466 -0.0162 0.0008 tilt_INDUSTRY
2025-10-20 2025-10-21 country_KR -0.1038 -0.0057 0.0006 tilt_COUNTRY
2025-10-20 2025-10-21 ind_specialty_reatil -0.0142 0.0045 -0.0001 tilt_INDUSTRY
2025-10-20 2025-10-21 country_MY 0.0454 0.0039 0.0002 tilt_COUNTRY
2025-10-20 2025-10-21 ind_natural_gas_utilities 0.0273 -0.0044 -0.0001 tilt_INDUSTRY
2025-10-20 2025-10-21 ind_chemicals 0.1267 -0.0011 -0.0001 tilt_INDUSTRY
2025-10-20 2025-10-21 ind_food_drug_retail 0.0615 -0.0036 -0.0002 tilt_INDUSTRY
2025-10-20 2025-10-21 ind_automobile -0.0111 0.0010 -0.0000 tilt_INDUSTRY
2025-10-20 2025-10-21 ind_integrated_hardware_software 0.0155 0.0006 0.0000 tilt_INDUSTRY
2025-10-20 2025-10-21 ind_healthcare_providers_services 0.0097 -0.0064 -0.0001 tilt_INDUSTRY
2025-10-20 2025-10-21 ind_consumer_goods_conglomerates 0.0080 -0.0090 -0.0001 tilt_INDUSTRY
2025-10-20 2025-10-21 ind_renewable_energy -0.0091 -0.0020 0.0000 tilt_INDUSTRY
2025-10-20 2025-10-21 value_gc 1.5764 -0.0002 -0.0004 alpha_VALUE
2025-10-20 2025-10-21 sdiscrepancy NaN NaN -0.0000 unexplained
2025-10-20 2025-10-21 country_HK 0.0798 0.0003 0.0000 tilt_COUNTRY
2025-10-20 2025-10-21 ind_construction_materials 0.0030 0.0009 0.0000 tilt_INDUSTRY
2025-10-20 2025-10-21 pdiscrepancy NaN NaN 0.0000 unexplained
2025-10-20 2025-10-21 country_NZ 0.0000 0.0041 0.0000 tilt_COUNTRY
2025-10-20 2025-10-21 country_CN -0.0814 0.0019 -0.0002 tilt_COUNTRY
2025-10-20 2025-10-21 fmom 0.6274 0.0003 0.0002 alpha_QUALITY
2025-10-20 2025-10-21 ind_oil_gas 0.0356 0.0007 0.0000 tilt_INDUSTRY
2025-10-20 2025-10-21 ind_fintech -0.0080 0.0005 -0.0000 tilt_INDUSTRY
2025-10-20 2025-10-21 ind_telecommunications_serices 0.1192 -0.0002 -0.0000 tilt_INDUSTRY
2025-10-20 2025-10-21 size_LARGE 0.0709 0.0002 0.0000 tilt_SIZE
2025-10-20 2025-10-21 ind_holding_companies 0.0049 0.0000 0.0000 tilt_INDUSTRY
2025-10-20 2025-10-21 impactCost NaN NaN -0.0001 cost
2025-10-20 2025-10-21 ind_insurance -0.0142 0.0007 -0.0000 tilt_INDUSTRY
2025-10-20 2025-10-21 stability 3.6834 -0.0000 -0.0001 alpha_QUALITY
2025-10-20 2025-10-21 ind_hotels_entertainment 0.0211 -0.0064 -0.0001 tilt_INDUSTRY
2025-10-20 2025-10-21 ind_electronic_equipment -0.0167 0.0092 -0.0002 tilt_INDUSTRY
2025-10-20 2025-10-21 country_IN 0.0000 -0.0007 0.0000 tilt_COUNTRY
2025-10-20 2025-10-21 ind_media_publishing 0.0280 -0.0001 -0.0000 tilt_INDUSTRY
2025-10-20 2025-10-21 country_TH 0.0832 0.0008 0.0001 tilt_COUNTRY
2025-10-20 2025-10-21 country_TW 0.0185 -0.0053 -0.0001 tilt_COUNTRY
2025-10-20 2025-10-21 country_AU -0.1005 0.0023 -0.0002 tilt_COUNTRY
2025-10-20 2025-10-21 country_XH 0.0960 0.0001 0.0000 tilt_COUNTRY
2025-10-20 2025-10-21 ind_homebuilding_building_products -0.0326 -0.0016 0.0001 tilt_INDUSTRY
2025-10-20 2025-10-21 ind_investment_services 0.0761 -0.0017 -0.0001 tilt_INDUSTRY
2025-10-20 2025-10-21 ind_healthcare_equipment_supplies -0.0938 0.0001 -0.0000 tilt_INDUSTRY
2025-10-20 2025-10-21 linkage 1.2219 -0.0001 -0.0001 alpha_MOMENTUM
2025-10-20 2025-10-21 ind_transportation_infrastructure 0.0267 -0.0041 -0.0001 tilt_INDUSTRY
2025-10-20 2025-10-21 ind_semiconductors 0.0409 0.0044 0.0002 tilt_INDUSTRY
2025-10-20 2025-10-21 ind_food_tobacco 0.0329 -0.0040 -0.0001 tilt_INDUSTRY
2025-10-20 2025-10-21 quality 4.0544 -0.0001 -0.0005 alpha_QUALITY
2025-10-20 2025-10-21 country_JP -0.0631 -0.0044 0.0003 tilt_COUNTRY
2025-10-20 2025-10-21 ind_banking_services -0.0998 -0.0023 0.0002 tilt_INDUSTRY
2025-10-20 2025-10-21 ind_communications_equipment -0.0051 0.0061 -0.0000 tilt_INDUSTRY
2025-10-20 2025-10-21 ind_pharmaceuticals -0.0681 -0.0010 0.0001 tilt_INDUSTRY
2025-10-20 2025-10-21 ind_paper_forestry -0.0090 -0.0084 0.0001 tilt_INDUSTRY
2025-10-20 2025-10-21 ind_aerospace_defense 0.0019 -0.0023 -0.0000 tilt_INDUSTRY
2025-10-20 2025-10-21 ind_real_estate_operations -0.0156 -0.0027 0.0000 tilt_INDUSTRY
2025-10-20 2025-10-21 size_MICRO -0.0097 0.0041 -0.0000 tilt_SIZE
2025-10-20 2025-10-21 ind_leisure_products 0.0260 0.0002 0.0000 tilt_INDUSTRY
2025-10-20 2025-10-21 value_liq 0.9185 0.0002 0.0002 alpha_VALUE
2025-10-20 2025-10-21 market -0.0216 0.0027 -0.0001 risk_exposure
2025-10-20 2025-10-21 ind_diversified_retail -0.0149 -0.0004 0.0000 tilt_INDUSTRY
2025-10-20 2025-10-21 ind_industrial_distribution 0.0257 -0.0009 -0.0000 tilt_INDUSTRY
2025-10-20 2025-10-21 ind_computers_phones_household_electronics 0.0851 0.0050 0.0004 tilt_INDUSTRY
2025-10-20 2025-10-21 ind_commercial_services_supplies -0.0573 0.0031 -0.0002 tilt_INDUSTRY
2025-10-20 2025-10-21 ind_water_utilities -0.0009 -0.0079 0.0000 tilt_INDUSTRY
2025-10-20 2025-10-21 ind_metals_mining -0.0384 0.0019 -0.0001 tilt_INDUSTRY
2025-10-20 2025-10-21 ind_oil_gas_equipment_services -0.0147 0.0041 -0.0001 tilt_INDUSTRY
2025-10-20 2025-10-21 momentum 0.1670 0.0003 0.0000 alpha_MOMENTUM
2025-10-20 2025-10-21 ind_machinery 0.1539 0.0031 0.0005 tilt_INDUSTRY
2025-10-20 2025-10-21 ind_electric_utilities_ipps -0.1173 -0.0025 0.0003 tilt_INDUSTRY
2025-10-20 2025-10-21 ind_office_equipment -0.0159 0.0051 -0.0001 tilt_INDUSTRY
2025-10-20 2025-10-21 fcost NaN NaN -0.0000 cost
2025-10-20 2025-10-21 country_PH 0.0091 0.0005 0.0000 tilt_COUNTRY
2025-10-20 2025-10-21 linearCost NaN NaN -0.0002 cost
2025-10-20 2025-10-21 ind_household_products_services -0.0086 -0.0029 0.0000 tilt_INDUSTRY
2025-10-20 2025-10-21 ind_biotechnology -0.0155 -0.0006 0.0000 tilt_INDUSTRY
2025-10-20 2025-10-21 ind_uranium -0.0002 0.0035 -0.0000 tilt_INDUSTRY
2025-10-20 2025-10-21 ind_textiles_apparel 0.0171 0.0016 0.0000 tilt_INDUSTRY
2025-10-20 2025-10-21 ind_passenger_transportation -0.0280 -0.0041 0.0001 tilt_INDUSTRY
2025-10-20 2025-10-21 revision 2.0898 0.0014 0.0029 alpha_REVISION
2025-10-20 2025-10-21 ind_household_goods -0.0377 -0.0034 0.0001 tilt_INDUSTRY
2025-10-20 2025-10-21 ind_containers_packaging -0.0044 0.0052 -0.0000 tilt_INDUSTRY
2025-10-20 2025-10-21 sbeta_market 0.0482 0.0047 0.0002 risk_exposure
2025-10-20 2025-10-21 ind_beverages -0.0715 -0.0078 0.0006 tilt_INDUSTRY
2025-10-20 2025-10-21 reversal 0.9497 0.0016 0.0015 alpha_REVERSAL
2025-10-20 2025-10-21 ind_construction_engineering -0.0445 0.0029 -0.0001 tilt_INDUSTRY
2025-10-20 2025-10-21 ind_multiline_utilities -0.0129 -0.0035 0.0000 tilt_INDUSTRY
2025-10-20 2025-10-21 size_MID -0.0815 -0.0005 0.0000 tilt_SIZE
2025-10-20 2025-10-21 ind_freight_logistics -0.0244 -0.0045 0.0001 tilt_INDUSTRY
2025-10-20 2025-10-21 country_SG -0.0097 0.0081 -0.0001 tilt_COUNTRY
2025-10-20 2025-10-21 bcost NaN NaN -0.0002 cost
2025-10-21 2025-10-22 ind_hotels_entertainment 0.0209 -0.0002 -0.0000 tilt_INDUSTRY
2025-10-21 2025-10-22 ind_consumer_goods_conglomerates 0.0075 0.0085 0.0001 tilt_INDUSTRY
2025-10-21 2025-10-22 ind_automobile -0.0092 0.0023 -0.0000 tilt_INDUSTRY
2025-10-21 2025-10-22 sbeta_market 0.0309 -0.0049 -0.0002 risk_exposure
2025-10-21 2025-10-22 ind_household_products_services -0.0086 -0.0028 0.0000 tilt_INDUSTRY
2025-10-21 2025-10-22 ind_renewable_energy -0.0085 -0.0044 0.0000 tilt_INDUSTRY
2025-10-21 2025-10-22 ind_media_publishing 0.0269 0.0016 0.0000 tilt_INDUSTRY
2025-10-21 2025-10-22 value_gc 1.5671 0.0002 0.0004 alpha_VALUE
2025-10-21 2025-10-22 country_JP -0.0671 0.0068 -0.0005 tilt_COUNTRY
2025-10-21 2025-10-22 ind_food_drug_retail 0.0614 0.0011 0.0001 tilt_INDUSTRY
2025-10-21 2025-10-22 ind_aerospace_defense 0.0009 -0.0025 -0.0000 tilt_INDUSTRY
2025-10-21 2025-10-22 ind_coal -0.0453 -0.0051 0.0002 tilt_INDUSTRY
2025-10-21 2025-10-22 impactCost NaN NaN -0.0001 cost
2025-10-21 2025-10-22 ind_office_equipment -0.0160 0.0060 -0.0001 tilt_INDUSTRY
2025-10-21 2025-10-22 ind_electric_utilities_ipps -0.1164 -0.0009 0.0001 tilt_INDUSTRY
2025-10-21 2025-10-22 country_KR -0.1016 0.0111 -0.0011 tilt_COUNTRY
2025-10-21 2025-10-22 linearCost NaN NaN -0.0002 cost
2025-10-21 2025-10-22 ind_passenger_transportation -0.0339 -0.0006 0.0000 tilt_INDUSTRY
2025-10-21 2025-10-22 ind_household_goods -0.0401 0.0077 -0.0003 tilt_INDUSTRY
2025-10-21 2025-10-22 ind_freight_logistics -0.0239 0.0011 -0.0000 tilt_INDUSTRY
2025-10-21 2025-10-22 ind_beverages -0.0714 0.0000 -0.0000 tilt_INDUSTRY
2025-10-21 2025-10-22 ind_specialty_reatil -0.0171 0.0012 -0.0000 tilt_INDUSTRY
2025-10-21 2025-10-22 ind_diversified_retail -0.0126 0.0003 -0.0000 tilt_INDUSTRY
2025-10-21 2025-10-22 ind_water_utilities -0.0009 0.0021 -0.0000 tilt_INDUSTRY
2025-10-21 2025-10-22 ind_natural_gas_utilities 0.0275 -0.0009 -0.0000 tilt_INDUSTRY
2025-10-21 2025-10-22 stability 3.6034 0.0004 0.0016 alpha_QUALITY
2025-10-21 2025-10-22 country_TH 0.0772 0.0055 0.0004 tilt_COUNTRY
2025-10-21 2025-10-22 ind_chemicals 0.1274 -0.0005 -0.0001 tilt_INDUSTRY
2025-10-21 2025-10-22 country_TW 0.0203 0.0032 0.0001 tilt_COUNTRY
2025-10-21 2025-10-22 linkage 1.1547 -0.0009 -0.0010 alpha_MOMENTUM
2025-10-21 2025-10-22 ind_semiconductors 0.0376 -0.0036 -0.0001 tilt_INDUSTRY
2025-10-21 2025-10-22 ind_communications_equipment -0.0032 -0.0038 0.0000 tilt_INDUSTRY
2025-10-21 2025-10-22 ind_integrated_hardware_software 0.0155 -0.0005 -0.0000 tilt_INDUSTRY
2025-10-21 2025-10-22 ind_pharmaceuticals -0.0743 -0.0003 0.0000 tilt_INDUSTRY
2025-10-21 2025-10-22 ind_paper_forestry -0.0090 0.0034 -0.0000 tilt_INDUSTRY
2025-10-21 2025-10-22 country_MY 0.0416 -0.0090 -0.0004 tilt_COUNTRY
2025-10-21 2025-10-22 bcost NaN NaN -0.0002 cost
2025-10-21 2025-10-22 ind_multiline_utilities -0.0130 0.0004 -0.0000 tilt_INDUSTRY
2025-10-21 2025-10-22 ind_healthcare_equipment_supplies -0.0927 -0.0017 0.0002 tilt_INDUSTRY
2025-10-21 2025-10-22 ind_healthcare_providers_services 0.0108 -0.0005 -0.0000 tilt_INDUSTRY
2025-10-21 2025-10-22 ind_oil_gas 0.0312 0.0089 0.0003 tilt_INDUSTRY
2025-10-21 2025-10-22 country_AU -0.1003 -0.0045 0.0004 tilt_COUNTRY
2025-10-21 2025-10-22 ind_fintech -0.0080 -0.0016 0.0000 tilt_INDUSTRY
2025-10-21 2025-10-22 country_ID 0.0045 -0.0171 -0.0001 tilt_COUNTRY
2025-10-21 2025-10-22 country_IN 0.0000 -0.0019 0.0000 tilt_COUNTRY
2025-10-21 2025-10-22 ind_electronic_equipment -0.0166 0.0000 -0.0000 tilt_INDUSTRY
2025-10-21 2025-10-22 ind_commercial_services_supplies -0.0621 -0.0018 0.0001 tilt_INDUSTRY
2025-10-21 2025-10-22 ind_telecommunications_serices 0.1188 -0.0019 -0.0002 tilt_INDUSTRY
2025-10-21 2025-10-22 ind_containers_packaging -0.0051 -0.0050 0.0000 tilt_INDUSTRY
2025-10-21 2025-10-22 neglect 1.0449 0.0010 0.0011 alpha_VALUE
2025-10-21 2025-10-22 ind_construction_engineering -0.0463 0.0063 -0.0003 tilt_INDUSTRY
2025-10-21 2025-10-22 size_MID -0.0856 -0.0001 0.0000 tilt_SIZE
2025-10-21 2025-10-22 ind_computers_phones_household_electronics 0.0851 0.0014 0.0001 tilt_INDUSTRY
2025-10-21 2025-10-22 ind_food_tobacco 0.0352 -0.0046 -0.0002 tilt_INDUSTRY
2025-10-21 2025-10-22 ind_machinery 0.1531 0.0014 0.0002 tilt_INDUSTRY
2025-10-21 2025-10-22 ind_textiles_apparel 0.0169 0.0073 0.0001 tilt_INDUSTRY
2025-10-21 2025-10-22 reversal 0.9405 -0.0009 -0.0008 alpha_REVERSAL
2025-10-21 2025-10-22 ind_oil_gas_equipment_services -0.0145 0.0039 -0.0001 tilt_INDUSTRY
2025-10-21 2025-10-22 country_PH 0.0090 -0.0142 -0.0001 tilt_COUNTRY
2025-10-21 2025-10-22 specret NaN NaN -0.0013 unexplained
2025-10-21 2025-10-22 ind_software_it_services -0.0203 -0.0016 0.0000 tilt_INDUSTRY
2025-10-21 2025-10-22 size_LARGE 0.0689 -0.0010 -0.0001 tilt_SIZE
2025-10-21 2025-10-22 fcost NaN NaN -0.0000 cost
2025-10-21 2025-10-22 size_SMALL -0.0077 0.0007 -0.0000 tilt_SIZE
2025-10-21 2025-10-22 momentum 0.1369 0.0004 0.0001 alpha_MOMENTUM
2025-10-21 2025-10-22 ind_holding_companies 0.0049 0.0000 0.0000 tilt_INDUSTRY
2025-10-21 2025-10-22 ind_biotechnology -0.0159 -0.0061 0.0001 tilt_INDUSTRY
2025-10-21 2025-10-22 size_MICRO -0.0107 0.0008 -0.0000 tilt_SIZE
2025-10-21 2025-10-22 ind_investment_services 0.0747 -0.0030 -0.0002 tilt_INDUSTRY
2025-10-21 2025-10-22 ind_metals_mining -0.0391 -0.0067 0.0003 tilt_INDUSTRY
2025-10-21 2025-10-22 country_HK 0.0770 -0.0064 -0.0005 tilt_COUNTRY
2025-10-21 2025-10-22 pdiscrepancy NaN NaN 0.0000 unexplained
2025-10-21 2025-10-22 ind_homebuilding_building_products -0.0324 0.0038 -0.0001 tilt_INDUSTRY
2025-10-21 2025-10-22 country_XH 0.0933 -0.0034 -0.0003 tilt_COUNTRY
2025-10-21 2025-10-22 ind_uranium -0.0002 -0.0349 0.0000 tilt_INDUSTRY
2025-10-21 2025-10-22 ind_transportation_infrastructure 0.0270 0.0030 0.0001 tilt_INDUSTRY
2025-10-21 2025-10-22 quality 4.0595 -0.0003 -0.0010 alpha_QUALITY
2025-10-21 2025-10-22 ind_banking_services -0.0901 0.0033 -0.0003 tilt_INDUSTRY
2025-10-21 2025-10-22 value_liq 0.9672 0.0008 0.0008 alpha_VALUE
2025-10-21 2025-10-22 ind_construction_materials 0.0030 0.0020 0.0000 tilt_INDUSTRY
2025-10-21 2025-10-22 revision 2.0639 -0.0001 -0.0003 alpha_REVISION
2025-10-21 2025-10-22 ind_industrial_distribution 0.0193 0.0054 0.0001 tilt_INDUSTRY
2025-10-21 2025-10-22 market -0.0351 0.0034 -0.0001 risk_exposure
2025-10-21 2025-10-22 country_CN -0.0898 -0.0016 0.0001 tilt_COUNTRY
2025-10-21 2025-10-22 ind_real_estate_operations -0.0121 0.0052 -0.0001 tilt_INDUSTRY
2025-10-21 2025-10-22 ind_leisure_products 0.0261 0.0005 0.0000 tilt_INDUSTRY
2025-10-21 2025-10-22 country_SG 0.0007 0.0045 0.0000 tilt_COUNTRY
2025-10-21 2025-10-22 sdiscrepancy NaN NaN 0.0000 unexplained
2025-10-21 2025-10-22 fmom 0.6065 0.0001 0.0000 alpha_QUALITY
2025-10-21 2025-10-22 country_NZ 0.0000 -0.0052 0.0000 tilt_COUNTRY
2025-10-21 2025-10-22 ind_insurance -0.0080 -0.0001 0.0000 tilt_INDUSTRY
2025-10-22 2025-10-23 impactCost NaN NaN -0.0001 cost
2025-10-22 2025-10-23 ind_healthcare_equipment_supplies -0.0905 -0.0010 0.0001 tilt_INDUSTRY
2025-10-22 2025-10-23 ind_office_equipment -0.0161 -0.0051 0.0001 tilt_INDUSTRY
2025-10-22 2025-10-23 ind_construction_materials 0.0030 -0.0062 -0.0000 tilt_INDUSTRY
2025-10-22 2025-10-23 ind_leisure_products 0.0259 0.0012 0.0000 tilt_INDUSTRY
2025-10-22 2025-10-23 reversal 1.0049 0.0009 0.0009 alpha_REVERSAL
2025-10-22 2025-10-23 ind_freight_logistics -0.0232 0.0018 -0.0000 tilt_INDUSTRY
2025-10-22 2025-10-23 ind_construction_engineering -0.0442 -0.0015 0.0001 tilt_INDUSTRY
2025-10-22 2025-10-23 ind_software_it_services -0.0244 0.0040 -0.0001 tilt_INDUSTRY
2025-10-22 2025-10-23 ind_renewable_energy -0.0076 0.0063 -0.0000 tilt_INDUSTRY
2025-10-22 2025-10-23 ind_oil_gas 0.0286 0.0110 0.0003 tilt_INDUSTRY
2025-10-22 2025-10-23 ind_semiconductors 0.0350 -0.0085 -0.0003 tilt_INDUSTRY
2025-10-22 2025-10-23 ind_investment_services 0.0734 0.0038 0.0003 tilt_INDUSTRY
2025-10-22 2025-10-23 quality 4.0353 0.0013 0.0051 alpha_QUALITY
2025-10-22 2025-10-23 ind_aerospace_defense 0.0009 -0.0025 -0.0000 tilt_INDUSTRY
2025-10-22 2025-10-23 ind_insurance 0.0016 0.0052 0.0000 tilt_INDUSTRY
2025-10-22 2025-10-23 country_AU -0.0997 -0.0010 0.0001 tilt_COUNTRY
2025-10-22 2025-10-23 ind_transportation_infrastructure 0.0271 0.0025 0.0001 tilt_INDUSTRY
2025-10-22 2025-10-23 size_MICRO -0.0104 -0.0003 0.0000 tilt_SIZE
2025-10-22 2025-10-23 ind_multiline_utilities -0.0131 -0.0010 0.0000 tilt_INDUSTRY
2025-10-22 2025-10-23 linkage 1.1462 -0.0004 -0.0004 alpha_MOMENTUM
2025-10-22 2025-10-23 ind_coal -0.0458 0.0063 -0.0003 tilt_INDUSTRY
2025-10-22 2025-10-23 country_ID 0.0044 0.0119 0.0001 tilt_COUNTRY
2025-10-22 2025-10-23 country_IN 0.0000 -0.0057 0.0000 tilt_COUNTRY
2025-10-22 2025-10-23 ind_communications_equipment -0.0046 -0.0038 0.0000 tilt_INDUSTRY
2025-10-22 2025-10-23 ind_electronic_equipment -0.0175 -0.0055 0.0001 tilt_INDUSTRY
2025-10-22 2025-10-23 stability 3.5121 -0.0002 -0.0007 alpha_QUALITY
2025-10-22 2025-10-23 ind_commercial_services_supplies -0.0642 -0.0003 0.0000 tilt_INDUSTRY
2025-10-22 2025-10-23 ind_water_utilities -0.0009 0.0071 -0.0000 tilt_INDUSTRY
2025-10-22 2025-10-23 ind_containers_packaging -0.0058 0.0003 -0.0000 tilt_INDUSTRY
2025-10-22 2025-10-23 ind_beverages -0.0710 0.0020 -0.0001 tilt_INDUSTRY
2025-10-22 2025-10-23 country_KR -0.0992 -0.0129 0.0013 tilt_COUNTRY
2025-10-22 2025-10-23 ind_food_tobacco 0.0363 -0.0005 -0.0000 tilt_INDUSTRY
2025-10-22 2025-10-23 country_TW 0.0219 -0.0029 -0.0001 tilt_COUNTRY
2025-10-22 2025-10-23 ind_holding_companies 0.0048 0.0000 0.0000 tilt_INDUSTRY
2025-10-22 2025-10-23 ind_pharmaceuticals -0.0720 -0.0087 0.0006 tilt_INDUSTRY
2025-10-22 2025-10-23 market -0.0320 0.0057 -0.0002 risk_exposure
2025-10-22 2025-10-23 ind_diversified_retail -0.0115 0.0021 -0.0000 tilt_INDUSTRY
2025-10-22 2025-10-23 ind_paper_forestry -0.0091 0.0055 -0.0000 tilt_INDUSTRY
2025-10-22 2025-10-23 ind_media_publishing 0.0266 0.0051 0.0001 tilt_INDUSTRY
2025-10-22 2025-10-23 ind_hotels_entertainment 0.0211 0.0015 0.0000 tilt_INDUSTRY
2025-10-22 2025-10-23 sbeta_market 0.0331 -0.0056 -0.0002 risk_exposure
2025-10-22 2025-10-23 bcost NaN NaN -0.0002 cost
2025-10-22 2025-10-23 ind_household_products_services -0.0086 0.0021 -0.0000 tilt_INDUSTRY
2025-10-22 2025-10-23 ind_real_estate_operations -0.0089 -0.0002 0.0000 tilt_INDUSTRY
2025-10-22 2025-10-23 ind_biotechnology -0.0155 -0.0138 0.0002 tilt_INDUSTRY
2025-10-22 2025-10-23 value_liq 0.9681 0.0026 0.0025 alpha_VALUE
2025-10-22 2025-10-23 ind_uranium -0.0002 -0.0010 0.0000 tilt_INDUSTRY
2025-10-22 2025-10-23 ind_homebuilding_building_products -0.0326 0.0038 -0.0001 tilt_INDUSTRY
2025-10-22 2025-10-23 country_XH 0.0977 0.0029 0.0003 tilt_COUNTRY
2025-10-22 2025-10-23 ind_banking_services -0.0893 0.0005 -0.0000 tilt_INDUSTRY
2025-10-22 2025-10-23 revision 2.0840 0.0008 0.0017 alpha_REVISION
2025-10-22 2025-10-23 ind_industrial_distribution 0.0163 0.0046 0.0001 tilt_INDUSTRY
2025-10-22 2025-10-23 country_SG 0.0061 0.0027 0.0000 tilt_COUNTRY
2025-10-22 2025-10-23 ind_computers_phones_household_electronics 0.0841 0.0009 0.0001 tilt_INDUSTRY
2025-10-22 2025-10-23 size_MID -0.0894 0.0002 -0.0000 tilt_SIZE
2025-10-22 2025-10-23 ind_passenger_transportation -0.0355 -0.0015 0.0001 tilt_INDUSTRY
2025-10-22 2025-10-23 country_CN -0.0867 0.0032 -0.0003 tilt_COUNTRY
2025-10-22 2025-10-23 country_NZ 0.0000 -0.0025 0.0000 tilt_COUNTRY
2025-10-22 2025-10-23 ind_consumer_goods_conglomerates 0.0063 0.0060 0.0000 tilt_INDUSTRY
2025-10-22 2025-10-23 pdiscrepancy NaN NaN 0.0000 unexplained
2025-10-22 2025-10-23 country_HK 0.0771 0.0010 0.0001 tilt_COUNTRY
2025-10-22 2025-10-23 sdiscrepancy NaN NaN 0.0003 unexplained
2025-10-22 2025-10-23 ind_electric_utilities_ipps -0.1159 0.0020 -0.0002 tilt_INDUSTRY
2025-10-22 2025-10-23 ind_automobile -0.0069 -0.0019 0.0000 tilt_INDUSTRY
2025-10-22 2025-10-23 value_gc 1.5488 -0.0006 -0.0009 alpha_VALUE
2025-10-22 2025-10-23 ind_integrated_hardware_software 0.0154 0.0031 0.0000 tilt_INDUSTRY
2025-10-22 2025-10-23 ind_chemicals 0.1251 0.0040 0.0005 tilt_INDUSTRY
2025-10-22 2025-10-23 country_MY 0.0422 -0.0018 -0.0001 tilt_COUNTRY
2025-10-22 2025-10-23 ind_specialty_reatil -0.0156 0.0038 -0.0001 tilt_INDUSTRY
2025-10-22 2025-10-23 ind_food_drug_retail 0.0609 0.0003 0.0000 tilt_INDUSTRY
2025-10-22 2025-10-23 ind_natural_gas_utilities 0.0277 0.0090 0.0003 tilt_INDUSTRY
2025-10-22 2025-10-23 ind_household_goods -0.0433 -0.0000 0.0000 tilt_INDUSTRY
2025-10-22 2025-10-23 country_TH 0.0693 -0.0051 -0.0004 tilt_COUNTRY
2025-10-22 2025-10-23 country_JP -0.0738 -0.0034 0.0003 tilt_COUNTRY
2025-10-22 2025-10-23 ind_healthcare_providers_services 0.0114 -0.0008 -0.0000 tilt_INDUSTRY
2025-10-22 2025-10-23 ind_machinery 0.1555 -0.0024 -0.0004 tilt_INDUSTRY
2025-10-22 2025-10-23 ind_textiles_apparel 0.0144 0.0046 0.0001 tilt_INDUSTRY
2025-10-22 2025-10-23 ind_metals_mining -0.0363 0.0059 -0.0002 tilt_INDUSTRY
2025-10-22 2025-10-23 ind_oil_gas_equipment_services -0.0143 -0.0068 0.0001 tilt_INDUSTRY
2025-10-22 2025-10-23 country_PH 0.0090 -0.0006 -0.0000 tilt_COUNTRY
2025-10-22 2025-10-23 fcost NaN NaN -0.0000 cost
2025-10-22 2025-10-23 fmom 0.5788 -0.0003 -0.0002 alpha_QUALITY
2025-10-22 2025-10-23 size_SMALL 0.0008 -0.0003 -0.0000 tilt_SIZE
2025-10-22 2025-10-23 momentum 0.1079 -0.0013 -0.0001 alpha_MOMENTUM
2025-10-22 2025-10-23 size_LARGE 0.0671 0.0002 0.0000 tilt_SIZE
2025-10-22 2025-10-23 specret NaN NaN -0.0078 unexplained
2025-10-22 2025-10-23 neglect 1.0644 -0.0001 -0.0001 alpha_VALUE
2025-10-22 2025-10-23 ind_telecommunications_serices 0.1188 0.0004 0.0000 tilt_INDUSTRY
2025-10-22 2025-10-23 ind_fintech -0.0078 0.0113 -0.0001 tilt_INDUSTRY
2025-10-22 2025-10-23 linearCost NaN NaN -0.0002 cost
2025-10-23 2025-10-24 ind_pharmaceuticals -0.0706 -0.0060 0.0004 tilt_INDUSTRY
2025-10-23 2025-10-24 ind_paper_forestry -0.0090 -0.0097 0.0001 tilt_INDUSTRY
2025-10-23 2025-10-24 ind_metals_mining -0.0310 0.0011 -0.0000 tilt_INDUSTRY
2025-10-23 2025-10-24 ind_communications_equipment -0.0053 0.0103 -0.0001 tilt_INDUSTRY
2025-10-23 2025-10-24 ind_beverages -0.0705 -0.0132 0.0009 tilt_INDUSTRY
2025-10-23 2025-10-24 ind_passenger_transportation -0.0365 -0.0080 0.0003 tilt_INDUSTRY
2025-10-23 2025-10-24 ind_office_equipment -0.0160 0.0096 -0.0002 tilt_INDUSTRY
2025-10-23 2025-10-24 country_CN -0.0717 -0.0017 0.0001 tilt_COUNTRY
2025-10-23 2025-10-24 ind_coal -0.0466 -0.0057 0.0003 tilt_INDUSTRY
2025-10-23 2025-10-24 ind_media_publishing 0.0269 -0.0083 -0.0002 tilt_INDUSTRY
2025-10-23 2025-10-24 ind_natural_gas_utilities 0.0281 -0.0063 -0.0002 tilt_INDUSTRY
2025-10-23 2025-10-24 ind_chemicals 0.1204 0.0028 0.0003 tilt_INDUSTRY
2025-10-23 2025-10-24 ind_automobile -0.0050 0.0002 -0.0000 tilt_INDUSTRY
2025-10-23 2025-10-24 country_HK 0.0878 0.0042 0.0004 tilt_COUNTRY
2025-10-23 2025-10-24 size_SMALL 0.0138 -0.0024 -0.0000 tilt_SIZE
2025-10-23 2025-10-24 ind_renewable_energy -0.0071 -0.0049 0.0000 tilt_INDUSTRY
2025-10-23 2025-10-24 ind_oil_gas 0.0272 0.0000 0.0000 tilt_INDUSTRY
2025-10-23 2025-10-24 size_LARGE 0.0693 0.0019 0.0001 tilt_SIZE
2025-10-23 2025-10-24 ind_machinery 0.1554 0.0074 0.0011 tilt_INDUSTRY
2025-10-23 2025-10-24 ind_computers_phones_household_electronics 0.0832 0.0030 0.0002 tilt_INDUSTRY
2025-10-23 2025-10-24 size_MID -0.0875 0.0013 -0.0001 tilt_SIZE
2025-10-23 2025-10-24 ind_construction_engineering -0.0477 -0.0026 0.0001 tilt_INDUSTRY
2025-10-23 2025-10-24 country_ID 0.0044 0.0039 0.0000 tilt_COUNTRY
2025-10-23 2025-10-24 ind_commercial_services_supplies -0.0643 -0.0037 0.0002 tilt_INDUSTRY
2025-10-23 2025-10-24 ind_food_tobacco 0.0361 -0.0043 -0.0002 tilt_INDUSTRY
2025-10-23 2025-10-24 ind_multiline_utilities -0.0131 0.0048 -0.0001 tilt_INDUSTRY
2025-10-23 2025-10-24 size_MICRO -0.0102 -0.0076 0.0001 tilt_SIZE
2025-10-23 2025-10-24 ind_leisure_products 0.0257 -0.0059 -0.0002 tilt_INDUSTRY
2025-10-23 2025-10-24 ind_real_estate_operations -0.0076 -0.0095 0.0001 tilt_INDUSTRY
2025-10-23 2025-10-24 ind_banking_services -0.0729 -0.0033 0.0002 tilt_INDUSTRY
2025-10-23 2025-10-24 ind_biotechnology -0.0160 -0.0026 0.0000 tilt_INDUSTRY
2025-10-23 2025-10-24 ind_aerospace_defense 0.0002 0.0117 0.0000 tilt_INDUSTRY
2025-10-23 2025-10-24 ind_oil_gas_equipment_services -0.0143 -0.0107 0.0002 tilt_INDUSTRY
2025-10-23 2025-10-24 country_KR -0.1029 0.0114 -0.0012 tilt_COUNTRY
2025-10-23 2025-10-24 ind_healthcare_equipment_supplies -0.0814 -0.0029 0.0002 tilt_INDUSTRY
2025-10-23 2025-10-24 ind_transportation_infrastructure 0.0271 -0.0034 -0.0001 tilt_INDUSTRY
2025-10-23 2025-10-24 ind_holding_companies 0.0047 0.0000 0.0000 tilt_INDUSTRY
2025-10-23 2025-10-24 ind_industrial_distribution 0.0157 -0.0006 -0.0000 tilt_INDUSTRY
2025-10-23 2025-10-24 country_XH 0.1024 0.0002 0.0000 tilt_COUNTRY
2025-10-23 2025-10-24 ind_specialty_reatil -0.0137 -0.0070 0.0001 tilt_INDUSTRY
2025-10-23 2025-10-24 ind_household_products_services -0.0085 -0.0071 0.0001 tilt_INDUSTRY
2025-10-23 2025-10-24 fmom 0.5473 0.0001 0.0001 alpha_QUALITY
2025-10-23 2025-10-24 sbeta_market 0.0571 0.0130 0.0007 risk_exposure
2025-10-23 2025-10-24 ind_uranium -0.0002 -0.0088 0.0000 tilt_INDUSTRY
2025-10-23 2025-10-24 ind_construction_materials 0.0030 -0.0058 -0.0000 tilt_INDUSTRY
2025-10-23 2025-10-24 ind_electronic_equipment -0.0176 0.0137 -0.0002 tilt_INDUSTRY
2025-10-23 2025-10-24 ind_diversified_retail -0.0115 -0.0078 0.0001 tilt_INDUSTRY
2025-10-23 2025-10-24 market -0.0146 -0.0082 0.0001 risk_exposure
2025-10-23 2025-10-24 revision 2.1181 0.0009 0.0019 alpha_REVISION
2025-10-23 2025-10-24 value_liq 0.9673 -0.0002 -0.0002 alpha_VALUE
2025-10-23 2025-10-24 ind_integrated_hardware_software 0.0152 0.0027 0.0000 tilt_INDUSTRY
2025-10-23 2025-10-24 country_PH 0.0089 -0.0041 -0.0000 tilt_COUNTRY
2025-10-23 2025-10-24 country_AU -0.1003 0.0037 -0.0004 tilt_COUNTRY
2025-10-23 2025-10-24 momentum 0.1014 0.0004 0.0000 alpha_MOMENTUM
2025-10-23 2025-10-24 value_gc 1.5445 -0.0005 -0.0007 alpha_VALUE
2025-10-23 2025-10-24 specret NaN NaN -0.0085 unexplained
2025-10-23 2025-10-24 pdiscrepancy NaN NaN 0.0000 unexplained
2025-10-23 2025-10-24 country_NZ 0.0000 0.0033 0.0000 tilt_COUNTRY
2025-10-23 2025-10-24 ind_insurance -0.0015 -0.0074 0.0000 tilt_INDUSTRY
2025-10-23 2025-10-24 fcost NaN NaN -0.0000 cost
2025-10-23 2025-10-24 ind_textiles_apparel 0.0147 -0.0054 -0.0001 tilt_INDUSTRY
2025-10-23 2025-10-24 ind_software_it_services -0.0270 -0.0014 0.0000 tilt_INDUSTRY
2025-10-23 2025-10-24 ind_healthcare_providers_services 0.0107 -0.0070 -0.0001 tilt_INDUSTRY
2025-10-23 2025-10-24 ind_food_drug_retail 0.0609 -0.0065 -0.0004 tilt_INDUSTRY
2025-10-23 2025-10-24 ind_fintech -0.0078 -0.0003 0.0000 tilt_INDUSTRY
2025-10-23 2025-10-24 ind_containers_packaging -0.0055 -0.0025 0.0000 tilt_INDUSTRY
2025-10-23 2025-10-24 ind_consumer_goods_conglomerates 0.0048 0.0069 0.0000 tilt_INDUSTRY
2025-10-23 2025-10-24 sdiscrepancy NaN NaN -0.0006 unexplained
2025-10-23 2025-10-24 neglect 1.0764 -0.0011 -0.0012 alpha_VALUE
2025-10-23 2025-10-24 country_IN 0.0000 0.0012 0.0000 tilt_COUNTRY
2025-10-23 2025-10-24 country_MY 0.0420 0.0066 0.0003 tilt_COUNTRY
2025-10-23 2025-10-24 impactCost NaN NaN -0.0001 cost
2025-10-23 2025-10-24 ind_telecommunications_serices 0.1187 0.0008 0.0001 tilt_INDUSTRY
2025-10-23 2025-10-24 country_JP -0.0806 0.0008 -0.0001 tilt_COUNTRY
2025-10-23 2025-10-24 country_TH 0.0714 0.0112 0.0008 tilt_COUNTRY
2025-10-23 2025-10-24 ind_electric_utilities_ipps -0.1158 -0.0050 0.0006 tilt_INDUSTRY
2025-10-23 2025-10-24 ind_investment_services 0.0746 -0.0033 -0.0002 tilt_INDUSTRY
2025-10-23 2025-10-24 country_SG 0.0023 0.0043 0.0000 tilt_COUNTRY
2025-10-23 2025-10-24 quality 4.0147 -0.0002 -0.0009 alpha_QUALITY
2025-10-23 2025-10-24 ind_household_goods -0.0441 -0.0022 0.0001 tilt_INDUSTRY
2025-10-23 2025-10-24 linkage 1.1747 -0.0002 -0.0002 alpha_MOMENTUM
2025-10-23 2025-10-24 ind_hotels_entertainment 0.0214 -0.0049 -0.0001 tilt_INDUSTRY
2025-10-23 2025-10-24 ind_water_utilities -0.0009 -0.0108 0.0000 tilt_INDUSTRY
2025-10-23 2025-10-24 stability 3.4646 0.0007 0.0024 alpha_QUALITY
2025-10-23 2025-10-24 ind_semiconductors 0.0355 0.0187 0.0007 tilt_INDUSTRY
2025-10-23 2025-10-24 country_TW 0.0216 -0.0087 -0.0002 tilt_COUNTRY
2025-10-23 2025-10-24 reversal 1.0203 0.0003 0.0003 alpha_REVERSAL
2025-10-23 2025-10-24 bcost NaN NaN -0.0002 cost
2025-10-23 2025-10-24 ind_homebuilding_building_products -0.0326 0.0010 -0.0000 tilt_INDUSTRY
2025-10-23 2025-10-24 ind_freight_logistics -0.0234 -0.0047 0.0001 tilt_INDUSTRY
2025-10-23 2025-10-24 linearCost NaN NaN -0.0002 cost
2025-10-24 2025-10-27 neglect 1.0764 -0.0009 -0.0009 alpha_VALUE
2025-10-24 2025-10-27 country_ID 0.0036 -0.0054 -0.0000 tilt_COUNTRY
2025-10-24 2025-10-27 ind_hotels_entertainment 0.0198 -0.0054 -0.0001 tilt_INDUSTRY
2025-10-24 2025-10-27 country_JP -0.0802 0.0060 -0.0005 tilt_COUNTRY
2025-10-24 2025-10-27 ind_fintech -0.0081 0.0039 -0.0000 tilt_INDUSTRY
2025-10-24 2025-10-27 ind_computers_phones_household_electronics 0.0831 0.0007 0.0001 tilt_INDUSTRY
2025-10-24 2025-10-27 bcost NaN NaN -0.0006 cost
2025-10-24 2025-10-27 ind_healthcare_providers_services 0.0080 -0.0046 -0.0000 tilt_INDUSTRY
2025-10-24 2025-10-27 ind_passenger_transportation -0.0387 -0.0076 0.0003 tilt_INDUSTRY
2025-10-24 2025-10-27 value_liq 0.9908 0.0010 0.0010 alpha_VALUE
2025-10-24 2025-10-27 ind_textiles_apparel 0.0179 -0.0052 -0.0001 tilt_INDUSTRY
2025-10-24 2025-10-27 linearCost NaN NaN -0.0003 cost
2025-10-24 2025-10-27 country_CN -0.0759 -0.0016 0.0001 tilt_COUNTRY
2025-10-24 2025-10-27 fcost NaN NaN -0.0001 cost
2025-10-24 2025-10-27 country_NZ 0.0000 -0.0044 0.0000 tilt_COUNTRY
2025-10-24 2025-10-27 ind_paper_forestry -0.0089 -0.0020 0.0000 tilt_INDUSTRY
2025-10-24 2025-10-27 country_HK 0.1032 0.0035 0.0004 tilt_COUNTRY
2025-10-24 2025-10-27 pdiscrepancy NaN NaN 0.0000 unexplained
2025-10-24 2025-10-27 size_LARGE 0.0713 0.0019 0.0001 tilt_SIZE
2025-10-24 2025-10-27 specret NaN NaN -0.0011 unexplained
2025-10-24 2025-10-27 ind_communications_equipment -0.0068 0.0079 -0.0001 tilt_INDUSTRY
2025-10-24 2025-10-27 ind_insurance -0.0021 -0.0032 0.0000 tilt_INDUSTRY
2025-10-24 2025-10-27 linkage 1.2267 0.0003 0.0003 alpha_MOMENTUM
2025-10-24 2025-10-27 ind_telecommunications_serices 0.1184 -0.0040 -0.0005 tilt_INDUSTRY
2025-10-24 2025-10-27 ind_machinery 0.1520 0.0018 0.0003 tilt_INDUSTRY
2025-10-24 2025-10-27 country_IN 0.0005 0.0005 0.0000 tilt_COUNTRY
2025-10-24 2025-10-27 country_PH 0.0087 -0.0109 -0.0001 tilt_COUNTRY
2025-10-24 2025-10-27 country_TH 0.0672 -0.0149 -0.0010 tilt_COUNTRY
2025-10-24 2025-10-27 ind_homebuilding_building_products -0.0326 -0.0030 0.0001 tilt_INDUSTRY
2025-10-24 2025-10-27 country_TW 0.0229 -0.0041 -0.0001 tilt_COUNTRY
2025-10-24 2025-10-27 market -0.0186 0.0043 -0.0001 risk_exposure
2025-10-24 2025-10-27 ind_pharmaceuticals -0.0754 -0.0015 0.0001 tilt_INDUSTRY
2025-10-24 2025-10-27 size_MICRO -0.0102 -0.0008 0.0000 tilt_SIZE
2025-10-24 2025-10-27 ind_diversified_retail -0.0117 -0.0060 0.0001 tilt_INDUSTRY
2025-10-24 2025-10-27 ind_multiline_utilities -0.0129 -0.0069 0.0001 tilt_INDUSTRY
2025-10-24 2025-10-27 ind_media_publishing 0.0266 -0.0036 -0.0001 tilt_INDUSTRY
2025-10-24 2025-10-27 ind_uranium -0.0003 -0.0117 0.0000 tilt_INDUSTRY
2025-10-24 2025-10-27 ind_water_utilities -0.0009 -0.0055 0.0000 tilt_INDUSTRY
2025-10-24 2025-10-27 ind_beverages -0.0712 -0.0074 0.0005 tilt_INDUSTRY
2025-10-24 2025-10-27 sbeta_market 0.0555 0.0044 0.0002 risk_exposure
2025-10-24 2025-10-27 country_SG -0.0033 0.0013 -0.0000 tilt_COUNTRY
2025-10-24 2025-10-27 ind_household_products_services -0.0084 -0.0042 0.0000 tilt_INDUSTRY
2025-10-24 2025-10-27 ind_commercial_services_supplies -0.0658 -0.0035 0.0002 tilt_INDUSTRY
2025-10-24 2025-10-27 ind_household_goods -0.0434 0.0014 -0.0001 tilt_INDUSTRY
2025-10-24 2025-10-27 ind_electronic_equipment -0.0215 0.0058 -0.0001 tilt_INDUSTRY
2025-10-24 2025-10-27 country_AU -0.1005 -0.0022 0.0002 tilt_COUNTRY
2025-10-24 2025-10-27 ind_biotechnology -0.0166 0.0090 -0.0001 tilt_INDUSTRY
2025-10-24 2025-10-27 revision 2.1125 0.0025 0.0052 alpha_REVISION
2025-10-24 2025-10-27 ind_real_estate_operations -0.0083 -0.0068 0.0001 tilt_INDUSTRY
2025-10-24 2025-10-27 ind_metals_mining -0.0245 0.0054 -0.0001 tilt_INDUSTRY
2025-10-24 2025-10-27 ind_transportation_infrastructure 0.0274 -0.0055 -0.0002 tilt_INDUSTRY
2025-10-24 2025-10-27 momentum 0.0662 0.0002 0.0000 alpha_MOMENTUM
2025-10-24 2025-10-27 ind_oil_gas_equipment_services -0.0143 -0.0061 0.0001 tilt_INDUSTRY
2025-10-24 2025-10-27 ind_electric_utilities_ipps -0.1164 -0.0003 0.0000 tilt_INDUSTRY
2025-10-24 2025-10-27 ind_holding_companies 0.0049 -0.0146 -0.0001 tilt_INDUSTRY
2025-10-24 2025-10-27 size_MID -0.0898 0.0004 -0.0000 tilt_SIZE
2025-10-24 2025-10-27 ind_industrial_distribution 0.0160 0.0063 0.0001 tilt_INDUSTRY
2025-10-24 2025-10-27 country_XH 0.0992 -0.0013 -0.0001 tilt_COUNTRY
2025-10-24 2025-10-27 ind_banking_services -0.0605 -0.0020 0.0001 tilt_INDUSTRY
2025-10-24 2025-10-27 ind_containers_packaging -0.0060 -0.0005 0.0000 tilt_INDUSTRY
2025-10-24 2025-10-27 ind_semiconductors 0.0342 0.0099 0.0003 tilt_INDUSTRY
2025-10-24 2025-10-27 stability 3.4742 0.0002 0.0006 alpha_QUALITY
2025-10-24 2025-10-27 ind_food_tobacco 0.0360 -0.0011 -0.0000 tilt_INDUSTRY
2025-10-24 2025-10-27 ind_coal -0.0460 0.0010 -0.0000 tilt_INDUSTRY
2025-10-24 2025-10-27 size_SMALL 0.0101 -0.0018 -0.0000 tilt_SIZE
2025-10-24 2025-10-27 sdiscrepancy NaN NaN 0.0002 unexplained
2025-10-24 2025-10-27 ind_healthcare_equipment_supplies -0.0752 -0.0024 0.0002 tilt_INDUSTRY
2025-10-24 2025-10-27 ind_chemicals 0.1157 0.0018 0.0002 tilt_INDUSTRY
2025-10-24 2025-10-27 ind_freight_logistics -0.0237 0.0019 -0.0000 tilt_INDUSTRY
2025-10-24 2025-10-27 reversal 1.0841 -0.0005 -0.0005 alpha_REVERSAL
2025-10-24 2025-10-27 ind_natural_gas_utilities 0.0284 -0.0072 -0.0002 tilt_INDUSTRY
2025-10-24 2025-10-27 ind_office_equipment -0.0161 0.0070 -0.0001 tilt_INDUSTRY
2025-10-24 2025-10-27 ind_specialty_reatil -0.0144 -0.0042 0.0001 tilt_INDUSTRY
2025-10-24 2025-10-27 country_KR -0.1052 0.0095 -0.0010 tilt_COUNTRY
2025-10-24 2025-10-27 ind_automobile -0.0034 -0.0019 0.0000 tilt_INDUSTRY
2025-10-24 2025-10-27 country_MY 0.0413 -0.0015 -0.0001 tilt_COUNTRY
2025-10-24 2025-10-27 ind_food_drug_retail 0.0613 -0.0073 -0.0004 tilt_INDUSTRY
2025-10-24 2025-10-27 ind_consumer_goods_conglomerates 0.0025 0.0080 0.0000 tilt_INDUSTRY
2025-10-24 2025-10-27 quality 4.0171 -0.0006 -0.0025 alpha_QUALITY
2025-10-24 2025-10-27 ind_construction_engineering -0.0528 0.0012 -0.0001 tilt_INDUSTRY
2025-10-24 2025-10-27 ind_construction_materials 0.0031 0.0082 0.0000 tilt_INDUSTRY
2025-10-24 2025-10-27 ind_aerospace_defense -0.0013 -0.0030 0.0000 tilt_INDUSTRY
2025-10-24 2025-10-27 value_gc 1.5464 -0.0004 -0.0006 alpha_VALUE
2025-10-24 2025-10-27 ind_oil_gas 0.0265 0.0002 0.0000 tilt_INDUSTRY
2025-10-24 2025-10-27 fmom 0.5296 0.0009 0.0005 alpha_QUALITY
2025-10-24 2025-10-27 ind_renewable_energy -0.0064 -0.0023 0.0000 tilt_INDUSTRY
2025-10-24 2025-10-27 ind_integrated_hardware_software 0.0151 -0.0045 -0.0001 tilt_INDUSTRY
2025-10-24 2025-10-27 ind_software_it_services -0.0230 -0.0019 0.0000 tilt_INDUSTRY
2025-10-24 2025-10-27 ind_investment_services 0.0765 0.0018 0.0001 tilt_INDUSTRY
2025-10-24 2025-10-27 ind_leisure_products 0.0255 -0.0113 -0.0003 tilt_INDUSTRY
2025-10-24 2025-10-27 impactCost NaN NaN -0.0001 cost
2025-10-27 2025-10-28 size_MID -0.0903 -0.0020 0.0002 tilt_SIZE
2025-10-27 2025-10-28 ind_industrial_distribution 0.0162 -0.0066 -0.0001 tilt_INDUSTRY
2025-10-27 2025-10-28 country_SG -0.0087 0.0031 -0.0000 tilt_COUNTRY
2025-10-27 2025-10-28 market -0.0252 -0.0065 0.0002 risk_exposure
2025-10-27 2025-10-28 ind_metals_mining -0.0197 -0.0155 0.0003 tilt_INDUSTRY
2025-10-27 2025-10-28 ind_real_estate_operations -0.0067 0.0015 -0.0000 tilt_INDUSTRY
2025-10-27 2025-10-28 ind_electric_utilities_ipps -0.1164 0.0005 -0.0001 tilt_INDUSTRY
2025-10-27 2025-10-28 ind_containers_packaging -0.0070 0.0004 -0.0000 tilt_INDUSTRY
2025-10-27 2025-10-28 ind_food_tobacco 0.0363 0.0008 0.0000 tilt_INDUSTRY
2025-10-27 2025-10-28 ind_integrated_hardware_software 0.0153 0.0042 0.0001 tilt_INDUSTRY
2025-10-27 2025-10-28 ind_holding_companies 0.0050 -0.0130 -0.0001 tilt_INDUSTRY
2025-10-27 2025-10-28 ind_transportation_infrastructure 0.0278 0.0088 0.0002 tilt_INDUSTRY
2025-10-27 2025-10-28 ind_oil_gas_equipment_services -0.0141 -0.0028 0.0000 tilt_INDUSTRY
2025-10-27 2025-10-28 ind_biotechnology -0.0160 -0.0039 0.0001 tilt_INDUSTRY
2025-10-27 2025-10-28 ind_coal -0.0456 -0.0074 0.0003 tilt_INDUSTRY
2025-10-27 2025-10-28 ind_freight_logistics -0.0237 0.0027 -0.0001 tilt_INDUSTRY
2025-10-27 2025-10-28 ind_food_drug_retail 0.0616 0.0018 0.0001 tilt_INDUSTRY
2025-10-27 2025-10-28 ind_beverages -0.0688 0.0023 -0.0002 tilt_INDUSTRY
2025-10-27 2025-10-28 ind_telecommunications_serices 0.1185 0.0032 0.0004 tilt_INDUSTRY
2025-10-27 2025-10-28 ind_household_goods -0.0432 -0.0019 0.0001 tilt_INDUSTRY
2025-10-27 2025-10-28 ind_software_it_services -0.0177 0.0010 -0.0000 tilt_INDUSTRY
2025-10-27 2025-10-28 ind_diversified_retail -0.0108 -0.0026 0.0000 tilt_INDUSTRY
2025-10-27 2025-10-28 ind_oil_gas 0.0301 -0.0037 -0.0001 tilt_INDUSTRY
2025-10-27 2025-10-28 size_MICRO -0.0100 0.0010 -0.0000 tilt_SIZE
2025-10-27 2025-10-28 value_liq 1.0000 0.0000 0.0000 alpha_VALUE
2025-10-27 2025-10-28 ind_renewable_energy -0.0058 -0.0036 0.0000 tilt_INDUSTRY
2025-10-27 2025-10-28 ind_multiline_utilities -0.0130 0.0033 -0.0000 tilt_INDUSTRY
2025-10-27 2025-10-28 ind_media_publishing 0.0259 0.0045 0.0001 tilt_INDUSTRY
2025-10-27 2025-10-28 impactCost NaN NaN -0.0001 cost
2025-10-27 2025-10-28 revision 2.0672 0.0000 0.0000 alpha_REVISION
2025-10-27 2025-10-28 ind_uranium -0.0010 -0.0383 0.0000 tilt_INDUSTRY
2025-10-27 2025-10-28 quality 3.9869 -0.0004 -0.0015 alpha_QUALITY
2025-10-27 2025-10-28 reversal 0.9834 0.0001 0.0001 alpha_REVERSAL
2025-10-27 2025-10-28 ind_homebuilding_building_products -0.0322 -0.0022 0.0001 tilt_INDUSTRY
2025-10-27 2025-10-28 sbeta_market 0.0521 0.0010 0.0001 risk_exposure
2025-10-27 2025-10-28 country_TW 0.0241 0.0017 0.0000 tilt_COUNTRY
2025-10-27 2025-10-28 ind_commercial_services_supplies -0.0674 -0.0011 0.0001 tilt_INDUSTRY
2025-10-27 2025-10-28 ind_healthcare_equipment_supplies -0.0794 0.0027 -0.0002 tilt_INDUSTRY
2025-10-27 2025-10-28 ind_household_products_services -0.0085 0.0009 -0.0000 tilt_INDUSTRY
2025-10-27 2025-10-28 ind_electronic_equipment -0.0269 0.0019 -0.0001 tilt_INDUSTRY
2025-10-27 2025-10-28 ind_specialty_reatil -0.0144 0.0022 -0.0000 tilt_INDUSTRY
2025-10-27 2025-10-28 ind_water_utilities -0.0009 0.0049 -0.0000 tilt_INDUSTRY
2025-10-27 2025-10-28 ind_banking_services -0.0579 0.0049 -0.0003 tilt_INDUSTRY
2025-10-27 2025-10-28 country_XH 0.0969 -0.0069 -0.0007 tilt_COUNTRY
2025-10-27 2025-10-28 ind_construction_materials 0.0029 -0.0078 -0.0000 tilt_INDUSTRY
2025-10-27 2025-10-28 ind_construction_engineering -0.0563 -0.0051 0.0003 tilt_INDUSTRY
2025-10-27 2025-10-28 country_PH 0.0086 0.0064 0.0001 tilt_COUNTRY
2025-10-27 2025-10-28 ind_automobile -0.0061 -0.0005 0.0000 tilt_INDUSTRY
2025-10-27 2025-10-28 country_JP -0.0885 -0.0108 0.0010 tilt_COUNTRY
2025-10-27 2025-10-28 country_KR -0.1042 0.0059 -0.0006 tilt_COUNTRY
2025-10-27 2025-10-28 ind_passenger_transportation -0.0415 0.0085 -0.0004 tilt_INDUSTRY
2025-10-27 2025-10-28 ind_machinery 0.1515 0.0009 0.0001 tilt_INDUSTRY
2025-10-27 2025-10-28 country_MY 0.0415 0.0012 0.0001 tilt_COUNTRY
2025-10-27 2025-10-28 ind_textiles_apparel 0.0165 -0.0099 -0.0002 tilt_INDUSTRY
2025-10-27 2025-10-28 ind_chemicals 0.1058 0.0000 0.0000 tilt_INDUSTRY
2025-10-27 2025-10-28 fcost NaN NaN -0.0000 cost
2025-10-27 2025-10-28 ind_aerospace_defense -0.0024 0.0076 -0.0000 tilt_INDUSTRY
2025-10-27 2025-10-28 linearCost NaN NaN -0.0003 cost
2025-10-27 2025-10-28 country_NZ 0.0000 0.0059 0.0000 tilt_COUNTRY
2025-10-27 2025-10-28 ind_hotels_entertainment 0.0133 0.0046 0.0001 tilt_INDUSTRY
2025-10-27 2025-10-28 ind_office_equipment -0.0157 -0.0198 0.0003 tilt_INDUSTRY
2025-10-27 2025-10-28 ind_paper_forestry -0.0089 -0.0048 0.0000 tilt_INDUSTRY
2025-10-27 2025-10-28 fmom 0.5213 -0.0006 -0.0003 alpha_QUALITY
2025-10-27 2025-10-28 pdiscrepancy NaN NaN -0.0000 unexplained
2025-10-27 2025-10-28 size_LARGE 0.0683 0.0032 0.0002 tilt_SIZE
2025-10-27 2025-10-28 ind_communications_equipment -0.0040 0.0021 -0.0000 tilt_INDUSTRY
2025-10-27 2025-10-28 specret NaN NaN -0.0028 unexplained
2025-10-27 2025-10-28 value_gc 1.5294 -0.0007 -0.0011 alpha_VALUE
2025-10-27 2025-10-28 ind_insurance 0.0114 0.0020 0.0000 tilt_INDUSTRY
2025-10-27 2025-10-28 ind_semiconductors 0.0280 -0.0016 -0.0000 tilt_INDUSTRY
2025-10-27 2025-10-28 linkage 1.1640 -0.0006 -0.0007 alpha_MOMENTUM
2025-10-27 2025-10-28 size_SMALL 0.0068 -0.0000 -0.0000 tilt_SIZE
2025-10-27 2025-10-28 country_HK 0.1056 0.0013 0.0001 tilt_COUNTRY
2025-10-27 2025-10-28 ind_computers_phones_household_electronics 0.0828 -0.0011 -0.0001 tilt_INDUSTRY
2025-10-27 2025-10-28 ind_healthcare_providers_services 0.0084 0.0008 0.0000 tilt_INDUSTRY
2025-10-27 2025-10-28 ind_pharmaceuticals -0.0731 0.0011 -0.0001 tilt_INDUSTRY
2025-10-27 2025-10-28 ind_natural_gas_utilities 0.0283 0.0045 0.0001 tilt_INDUSTRY
2025-10-27 2025-10-28 ind_fintech -0.0081 0.0041 -0.0000 tilt_INDUSTRY
2025-10-27 2025-10-28 country_IN 0.0010 0.0043 0.0000 tilt_COUNTRY
2025-10-27 2025-10-28 country_CN -0.0780 0.0025 -0.0002 tilt_COUNTRY
2025-10-27 2025-10-28 sdiscrepancy NaN NaN 0.0003 unexplained
2025-10-27 2025-10-28 country_ID 0.0013 0.0018 0.0000 tilt_COUNTRY
2025-10-27 2025-10-28 neglect 1.1045 0.0004 0.0004 alpha_VALUE
2025-10-27 2025-10-28 bcost NaN NaN -0.0002 cost
2025-10-27 2025-10-28 ind_consumer_goods_conglomerates 0.0005 -0.0011 -0.0000 tilt_INDUSTRY
2025-10-27 2025-10-28 ind_investment_services 0.0768 -0.0023 -0.0002 tilt_INDUSTRY
2025-10-27 2025-10-28 country_TH 0.0753 -0.0015 -0.0001 tilt_COUNTRY
2025-10-27 2025-10-28 momentum 0.0497 0.0003 0.0000 alpha_MOMENTUM
2025-10-27 2025-10-28 ind_leisure_products 0.0249 0.0040 0.0001 tilt_INDUSTRY
2025-10-27 2025-10-28 stability 3.4449 -0.0000 -0.0000 alpha_QUALITY
2025-10-27 2025-10-28 country_AU -0.1002 0.0053 -0.0005 tilt_COUNTRY
2025-10-28 2025-10-29 ind_semiconductors 0.0267 0.0014 0.0000 tilt_INDUSTRY
2025-10-28 2025-10-29 reversal 1.0423 -0.0008 -0.0008 alpha_REVERSAL
2025-10-28 2025-10-29 ind_software_it_services -0.0096 -0.0047 0.0000 tilt_INDUSTRY
2025-10-28 2025-10-29 ind_office_equipment -0.0156 0.0063 -0.0001 tilt_INDUSTRY
2025-10-28 2025-10-29 stability 3.4030 -0.0005 -0.0016 alpha_QUALITY
2025-10-28 2025-10-29 linkage 1.1612 -0.0001 -0.0001 alpha_MOMENTUM
2025-10-28 2025-10-29 country_TH 0.0956 -0.0018 -0.0002 tilt_COUNTRY
2025-10-28 2025-10-29 value_liq 1.0138 0.0016 0.0016 alpha_VALUE
2025-10-28 2025-10-29 ind_leisure_products 0.0243 -0.0043 -0.0001 tilt_INDUSTRY
2025-10-28 2025-10-29 revision 2.0799 0.0017 0.0036 alpha_REVISION
2025-10-28 2025-10-29 ind_communications_equipment -0.0001 -0.0036 0.0000 tilt_INDUSTRY
2025-10-28 2025-10-29 ind_paper_forestry -0.0088 -0.0036 0.0000 tilt_INDUSTRY
2025-10-28 2025-10-29 country_KR -0.1016 0.0006 -0.0001 tilt_COUNTRY
2025-10-28 2025-10-29 ind_investment_services 0.0765 0.0034 0.0003 tilt_INDUSTRY
2025-10-28 2025-10-29 ind_beverages -0.0654 -0.0113 0.0007 tilt_INDUSTRY
2025-10-28 2025-10-29 country_JP -0.0858 -0.0119 0.0010 tilt_COUNTRY
2025-10-28 2025-10-29 ind_household_goods -0.0440 -0.0038 0.0002 tilt_INDUSTRY
2025-10-28 2025-10-29 quality 3.9532 0.0017 0.0066 alpha_QUALITY
2025-10-28 2025-10-29 bcost NaN NaN -0.0002 cost
2025-10-28 2025-10-29 ind_homebuilding_building_products -0.0316 -0.0020 0.0001 tilt_INDUSTRY
2025-10-28 2025-10-29 ind_water_utilities -0.0009 0.0049 -0.0000 tilt_INDUSTRY
2025-10-28 2025-10-29 ind_passenger_transportation -0.0421 -0.0050 0.0002 tilt_INDUSTRY
2025-10-28 2025-10-29 impactCost NaN NaN -0.0001 cost
2025-10-28 2025-10-29 ind_construction_engineering -0.0604 0.0018 -0.0001 tilt_INDUSTRY
2025-10-28 2025-10-29 country_SG -0.0179 -0.0010 0.0000 tilt_COUNTRY
2025-10-28 2025-10-29 ind_aerospace_defense -0.0036 -0.0101 0.0000 tilt_INDUSTRY
2025-10-28 2025-10-29 country_CN -0.0622 0.0038 -0.0002 tilt_COUNTRY
2025-10-28 2025-10-29 ind_freight_logistics -0.0246 0.0007 -0.0000 tilt_INDUSTRY
2025-10-28 2025-10-29 linearCost NaN NaN -0.0001 cost
2025-10-28 2025-10-29 country_TW 0.0235 0.0020 0.0000 tilt_COUNTRY
2025-10-28 2025-10-29 ind_hotels_entertainment 0.0097 -0.0043 -0.0000 tilt_INDUSTRY
2025-10-28 2025-10-29 ind_biotechnology -0.0154 -0.0070 0.0001 tilt_INDUSTRY
2025-10-28 2025-10-29 ind_metals_mining -0.0082 0.0177 -0.0001 tilt_INDUSTRY
2025-10-28 2025-10-29 ind_electric_utilities_ipps -0.1156 0.0043 -0.0005 tilt_INDUSTRY
2025-10-28 2025-10-29 ind_commercial_services_supplies -0.0644 -0.0026 0.0002 tilt_INDUSTRY
2025-10-28 2025-10-29 ind_pharmaceuticals -0.0678 -0.0033 0.0002 tilt_INDUSTRY
2025-10-28 2025-10-29 ind_coal -0.0462 0.0009 -0.0000 tilt_INDUSTRY
2025-10-28 2025-10-29 ind_oil_gas_equipment_services -0.0140 0.0002 -0.0000 tilt_INDUSTRY
2025-10-28 2025-10-29 ind_integrated_hardware_software 0.0156 -0.0105 -0.0002 tilt_INDUSTRY
2025-10-28 2025-10-29 ind_transportation_infrastructure 0.0275 -0.0030 -0.0001 tilt_INDUSTRY
2025-10-28 2025-10-29 ind_real_estate_operations -0.0070 -0.0047 0.0000 tilt_INDUSTRY
2025-10-28 2025-10-29 ind_automobile -0.0084 -0.0015 0.0000 tilt_INDUSTRY
2025-10-28 2025-10-29 momentum 0.0468 -0.0008 -0.0000 alpha_MOMENTUM
2025-10-28 2025-10-29 country_IN 0.0005 0.0075 0.0000 tilt_COUNTRY
2025-10-28 2025-10-29 ind_natural_gas_utilities 0.0282 0.0082 0.0002 tilt_INDUSTRY
2025-10-28 2025-10-29 sdiscrepancy NaN NaN 0.0003 unexplained
2025-10-28 2025-10-29 country_ID 0.0000 0.0125 0.0000 tilt_COUNTRY
2025-10-28 2025-10-29 neglect 1.1071 -0.0016 -0.0018 alpha_VALUE
2025-10-28 2025-10-29 ind_consumer_goods_conglomerates -0.0010 0.0138 -0.0000 tilt_INDUSTRY
2025-10-28 2025-10-29 ind_computers_phones_household_electronics 0.0833 0.0010 0.0001 tilt_INDUSTRY
2025-10-28 2025-10-29 ind_fintech -0.0078 0.0033 -0.0000 tilt_INDUSTRY
2025-10-28 2025-10-29 ind_healthcare_providers_services 0.0139 -0.0020 -0.0000 tilt_INDUSTRY
2025-10-28 2025-10-29 ind_textiles_apparel 0.0143 -0.0038 -0.0001 tilt_INDUSTRY
2025-10-28 2025-10-29 ind_telecommunications_serices 0.1184 0.0007 0.0001 tilt_INDUSTRY
2025-10-28 2025-10-29 pdiscrepancy NaN NaN -0.0001 unexplained
2025-10-28 2025-10-29 ind_insurance 0.0162 -0.0051 -0.0001 tilt_INDUSTRY
2025-10-28 2025-10-29 size_SMALL 0.0121 -0.0025 -0.0000 tilt_SIZE
2025-10-28 2025-10-29 value_gc 1.5257 -0.0007 -0.0011 alpha_VALUE
2025-10-28 2025-10-29 size_LARGE 0.0762 0.0022 0.0002 tilt_SIZE
2025-10-28 2025-10-29 ind_containers_packaging -0.0075 -0.0024 0.0000 tilt_INDUSTRY
2025-10-28 2025-10-29 specret NaN NaN 0.0053 unexplained
2025-10-28 2025-10-29 country_HK 0.1019 -0.0022 -0.0002 tilt_COUNTRY
2025-10-28 2025-10-29 country_MY 0.0415 -0.0009 -0.0000 tilt_COUNTRY
2025-10-28 2025-10-29 country_NZ 0.0000 0.0020 0.0000 tilt_COUNTRY
2025-10-28 2025-10-29 fcost NaN NaN -0.0000 cost
2025-10-28 2025-10-29 ind_chemicals 0.1000 0.0072 0.0007 tilt_INDUSTRY
2025-10-28 2025-10-29 ind_machinery 0.1534 0.0056 0.0009 tilt_INDUSTRY
2025-10-28 2025-10-29 fmom 0.5013 0.0001 0.0000 alpha_QUALITY
2025-10-28 2025-10-29 country_PH 0.0088 0.0065 0.0001 tilt_COUNTRY
2025-10-28 2025-10-29 country_AU -0.1000 -0.0083 0.0008 tilt_COUNTRY
2025-10-28 2025-10-29 ind_renewable_energy -0.0062 0.0318 -0.0002 tilt_INDUSTRY
2025-10-28 2025-10-29 ind_multiline_utilities -0.0130 -0.0001 0.0000 tilt_INDUSTRY
2025-10-28 2025-10-29 ind_media_publishing 0.0258 -0.0084 -0.0002 tilt_INDUSTRY
2025-10-28 2025-10-29 ind_food_tobacco 0.0397 -0.0020 -0.0001 tilt_INDUSTRY
2025-10-28 2025-10-29 ind_household_products_services -0.0085 -0.0070 0.0001 tilt_INDUSTRY
2025-10-28 2025-10-29 ind_banking_services -0.0553 -0.0062 0.0003 tilt_INDUSTRY
2025-10-28 2025-10-29 ind_construction_materials 0.0021 -0.0012 -0.0000 tilt_INDUSTRY
2025-10-28 2025-10-29 ind_specialty_reatil -0.0149 -0.0018 0.0000 tilt_INDUSTRY
2025-10-28 2025-10-29 size_MICRO -0.0087 -0.0065 0.0001 tilt_SIZE
2025-10-28 2025-10-29 ind_electronic_equipment -0.0303 0.0018 -0.0001 tilt_INDUSTRY
2025-10-28 2025-10-29 ind_diversified_retail -0.0144 -0.0045 0.0001 tilt_INDUSTRY
2025-10-28 2025-10-29 ind_healthcare_equipment_supplies -0.0820 -0.0083 0.0007 tilt_INDUSTRY
2025-10-28 2025-10-29 ind_uranium -0.0020 0.1038 -0.0002 tilt_INDUSTRY
2025-10-28 2025-10-29 size_MID -0.0779 0.0012 -0.0001 tilt_SIZE
2025-10-28 2025-10-29 ind_food_drug_retail 0.0615 -0.0061 -0.0004 tilt_INDUSTRY
2025-10-28 2025-10-29 sbeta_market 0.0804 0.0060 0.0005 risk_exposure
2025-10-28 2025-10-29 ind_industrial_distribution 0.0180 -0.0017 -0.0000 tilt_INDUSTRY
2025-10-28 2025-10-29 ind_oil_gas 0.0381 0.0027 0.0001 tilt_INDUSTRY
2025-10-28 2025-10-29 ind_holding_companies 0.0050 -0.0075 -0.0000 tilt_INDUSTRY
2025-10-28 2025-10-29 market 0.0017 -0.0034 -0.0000 risk_exposure
2025-10-28 2025-10-29 country_XH 0.0974 -0.0026 -0.0002 tilt_COUNTRY
2025-10-29 2025-10-30 country_HK 0.0943 0.0017 0.0002 tilt_COUNTRY
2025-10-29 2025-10-30 country_MY 0.0410 -0.0001 -0.0000 tilt_COUNTRY
2025-10-29 2025-10-30 revision 2.0891 0.0017 0.0036 alpha_REVISION
2025-10-29 2025-10-30 ind_freight_logistics -0.0251 0.0067 -0.0002 tilt_INDUSTRY
2025-10-29 2025-10-30 value_gc 1.5259 0.0014 0.0021 alpha_VALUE
2025-10-29 2025-10-30 ind_multiline_utilities -0.0129 -0.0006 0.0000 tilt_INDUSTRY
2025-10-29 2025-10-30 ind_paper_forestry -0.0056 0.0028 -0.0000 tilt_INDUSTRY
2025-10-29 2025-10-30 ind_office_equipment -0.0158 -0.0003 0.0000 tilt_INDUSTRY
2025-10-29 2025-10-30 size_MICRO -0.0078 -0.0014 0.0000 tilt_SIZE
2025-10-29 2025-10-30 value_liq 1.0030 0.0009 0.0010 alpha_VALUE
2025-10-29 2025-10-30 market 0.0101 0.0014 0.0000 risk_exposure
2025-10-29 2025-10-30 pdiscrepancy NaN NaN -0.0000 unexplained
2025-10-29 2025-10-30 stability 3.3870 -0.0010 -0.0034 alpha_QUALITY
2025-10-29 2025-10-30 ind_hotels_entertainment 0.0058 -0.0027 -0.0000 tilt_INDUSTRY
2025-10-29 2025-10-30 ind_oil_gas 0.0435 0.0054 0.0002 tilt_INDUSTRY
2025-10-29 2025-10-30 ind_fintech -0.0078 -0.0165 0.0001 tilt_INDUSTRY
2025-10-29 2025-10-30 country_NZ 0.0000 0.0010 0.0000 tilt_COUNTRY
2025-10-29 2025-10-30 country_PH 0.0087 0.0003 0.0000 tilt_COUNTRY
2025-10-29 2025-10-30 ind_oil_gas_equipment_services -0.0146 0.0283 -0.0004 tilt_INDUSTRY
2025-10-29 2025-10-30 ind_biotechnology -0.0152 0.0014 -0.0000 tilt_INDUSTRY
2025-10-29 2025-10-30 ind_food_drug_retail 0.0559 -0.0024 -0.0001 tilt_INDUSTRY
2025-10-29 2025-10-30 size_MID -0.0779 0.0001 -0.0000 tilt_SIZE
2025-10-29 2025-10-30 ind_coal -0.0466 0.0149 -0.0007 tilt_INDUSTRY
2025-10-29 2025-10-30 reversal 0.9267 0.0004 0.0003 alpha_REVERSAL
2025-10-29 2025-10-30 ind_healthcare_equipment_supplies -0.0813 -0.0036 0.0003 tilt_INDUSTRY
2025-10-29 2025-10-30 country_SG -0.0257 0.0015 -0.0000 tilt_COUNTRY
2025-10-29 2025-10-30 ind_chemicals 0.0870 -0.0010 -0.0001 tilt_INDUSTRY
2025-10-29 2025-10-30 ind_natural_gas_utilities 0.0282 0.0018 0.0001 tilt_INDUSTRY
2025-10-29 2025-10-30 ind_holding_companies 0.0050 -0.0073 -0.0000 tilt_INDUSTRY
2025-10-29 2025-10-30 ind_electronic_equipment -0.0366 -0.0055 0.0002 tilt_INDUSTRY
2025-10-29 2025-10-30 neglect 1.0952 -0.0002 -0.0002 alpha_VALUE
2025-10-29 2025-10-30 bcost NaN NaN -0.0002 cost
2025-10-29 2025-10-30 country_KR -0.0983 -0.0056 0.0005 tilt_COUNTRY
2025-10-29 2025-10-30 country_JP -0.0653 0.0122 -0.0008 tilt_COUNTRY
2025-10-29 2025-10-30 quality 3.9559 -0.0001 -0.0004 alpha_QUALITY
2025-10-29 2025-10-30 ind_healthcare_providers_services 0.0164 0.0008 0.0000 tilt_INDUSTRY
2025-10-29 2025-10-30 ind_commercial_services_supplies -0.0593 0.0014 -0.0001 tilt_INDUSTRY
2025-10-29 2025-10-30 ind_homebuilding_building_products -0.0318 -0.0006 0.0000 tilt_INDUSTRY
2025-10-29 2025-10-30 momentum 0.0487 -0.0005 -0.0000 alpha_MOMENTUM
2025-10-29 2025-10-30 ind_metals_mining -0.0002 0.0090 -0.0000 tilt_INDUSTRY
2025-10-29 2025-10-30 country_TH 0.0909 0.0057 0.0005 tilt_COUNTRY
2025-10-29 2025-10-30 country_CN -0.0585 -0.0039 0.0002 tilt_COUNTRY
2025-10-29 2025-10-30 ind_construction_engineering -0.0665 0.0025 -0.0002 tilt_INDUSTRY
2025-10-29 2025-10-30 country_IN 0.0000 -0.0032 0.0000 tilt_COUNTRY
2025-10-29 2025-10-30 sbeta_market 0.0846 -0.0066 -0.0006 risk_exposure
2025-10-29 2025-10-30 country_AU -0.0999 -0.0032 0.0003 tilt_COUNTRY
2025-10-29 2025-10-30 impactCost NaN NaN -0.0002 cost
2025-10-29 2025-10-30 ind_software_it_services 0.0056 -0.0012 -0.0000 tilt_INDUSTRY
2025-10-29 2025-10-30 ind_real_estate_operations -0.0069 -0.0081 0.0001 tilt_INDUSTRY
2025-10-29 2025-10-30 ind_beverages -0.0664 0.0015 -0.0001 tilt_INDUSTRY
2025-10-29 2025-10-30 ind_transportation_infrastructure 0.0232 0.0029 0.0001 tilt_INDUSTRY
2025-10-29 2025-10-30 ind_water_utilities -0.0009 0.0009 -0.0000 tilt_INDUSTRY
2025-10-29 2025-10-30 country_TW 0.0253 0.0052 0.0001 tilt_COUNTRY
2025-10-29 2025-10-30 ind_containers_packaging -0.0076 0.0015 -0.0000 tilt_INDUSTRY
2025-10-29 2025-10-30 ind_household_goods -0.0451 0.0019 -0.0001 tilt_INDUSTRY
2025-10-29 2025-10-30 ind_consumer_goods_conglomerates -0.0027 0.0099 -0.0000 tilt_INDUSTRY
2025-10-29 2025-10-30 ind_renewable_energy -0.0042 0.0134 -0.0001 tilt_INDUSTRY
2025-10-29 2025-10-30 ind_automobile -0.0041 0.0018 -0.0000 tilt_INDUSTRY
2025-10-29 2025-10-30 ind_diversified_retail -0.0180 -0.0022 0.0000 tilt_INDUSTRY
2025-10-29 2025-10-30 ind_pharmaceuticals -0.0648 -0.0015 0.0001 tilt_INDUSTRY
2025-10-29 2025-10-30 ind_industrial_distribution 0.0190 0.0004 0.0000 tilt_INDUSTRY
2025-10-29 2025-10-30 ind_construction_materials 0.0010 -0.0015 -0.0000 tilt_INDUSTRY
2025-10-29 2025-10-30 country_XH 0.0977 0.0016 0.0002 tilt_COUNTRY
2025-10-29 2025-10-30 sdiscrepancy NaN NaN 0.0003 unexplained
2025-10-29 2025-10-30 ind_banking_services -0.0546 0.0027 -0.0001 tilt_INDUSTRY
2025-10-29 2025-10-30 ind_specialty_reatil -0.0137 -0.0094 0.0001 tilt_INDUSTRY
2025-10-29 2025-10-30 ind_media_publishing 0.0245 -0.0011 -0.0000 tilt_INDUSTRY
2025-10-29 2025-10-30 ind_uranium -0.0026 0.0657 -0.0002 tilt_INDUSTRY
2025-10-29 2025-10-30 ind_integrated_hardware_software 0.0156 0.0065 0.0001 tilt_INDUSTRY
2025-10-29 2025-10-30 specret NaN NaN -0.0075 unexplained
2025-10-29 2025-10-30 country_ID 0.0000 -0.0018 0.0000 tilt_COUNTRY
2025-10-29 2025-10-30 ind_insurance 0.0092 0.0001 0.0000 tilt_INDUSTRY
2025-10-29 2025-10-30 ind_household_products_services -0.0076 0.0002 -0.0000 tilt_INDUSTRY
2025-10-29 2025-10-30 ind_electric_utilities_ipps -0.1163 0.0067 -0.0008 tilt_INDUSTRY
2025-10-29 2025-10-30 ind_telecommunications_serices 0.1183 -0.0052 -0.0006 tilt_INDUSTRY
2025-10-29 2025-10-30 fcost NaN NaN -0.0000 cost
2025-10-29 2025-10-30 ind_aerospace_defense -0.0055 -0.0038 0.0000 tilt_INDUSTRY
2025-10-29 2025-10-30 size_SMALL 0.0144 -0.0002 -0.0000 tilt_SIZE
2025-10-29 2025-10-30 linearCost NaN NaN -0.0004 cost
2025-10-29 2025-10-30 ind_passenger_transportation -0.0384 -0.0020 0.0001 tilt_INDUSTRY
2025-10-29 2025-10-30 ind_food_tobacco 0.0401 -0.0010 -0.0000 tilt_INDUSTRY
2025-10-29 2025-10-30 ind_machinery 0.1566 0.0001 0.0000 tilt_INDUSTRY
2025-10-29 2025-10-30 ind_semiconductors 0.0278 -0.0041 -0.0001 tilt_INDUSTRY
2025-10-29 2025-10-30 fmom 0.4807 -0.0002 -0.0001 alpha_QUALITY
2025-10-29 2025-10-30 ind_investment_services 0.0766 -0.0037 -0.0003 tilt_INDUSTRY
2025-10-29 2025-10-30 ind_communications_equipment 0.0025 -0.0043 -0.0000 tilt_INDUSTRY
2025-10-29 2025-10-30 ind_textiles_apparel 0.0184 -0.0002 -0.0000 tilt_INDUSTRY
2025-10-29 2025-10-30 ind_leisure_products 0.0240 -0.0054 -0.0001 tilt_INDUSTRY
2025-10-29 2025-10-30 linkage 1.2406 0.0004 0.0005 alpha_MOMENTUM
2025-10-29 2025-10-30 size_LARGE 0.0814 0.0002 0.0000 tilt_SIZE
2025-10-29 2025-10-30 ind_computers_phones_household_electronics 0.0849 -0.0037 -0.0003 tilt_INDUSTRY
2025-10-30 2025-10-31 ind_banking_services -0.0566 0.0036 -0.0002 tilt_INDUSTRY
2025-10-30 2025-10-31 ind_household_products_services -0.0054 -0.0020 0.0000 tilt_INDUSTRY
2025-10-30 2025-10-31 ind_industrial_distribution 0.0191 0.0027 0.0001 tilt_INDUSTRY
2025-10-30 2025-10-31 fcost NaN NaN -0.0000 cost
2025-10-30 2025-10-31 country_XH 0.0977 -0.0151 -0.0015 tilt_COUNTRY
2025-10-30 2025-10-31 ind_integrated_hardware_software 0.0148 -0.0016 -0.0000 tilt_INDUSTRY
2025-10-30 2025-10-31 pdiscrepancy NaN NaN 0.0000 unexplained
2025-10-30 2025-10-31 size_MID -0.0705 -0.0022 0.0002 tilt_SIZE
2025-10-30 2025-10-31 ind_telecommunications_serices 0.1179 0.0051 0.0006 tilt_INDUSTRY
2025-10-30 2025-10-31 ind_electronic_equipment -0.0560 -0.0080 0.0004 tilt_INDUSTRY
2025-10-30 2025-10-31 specret NaN NaN 0.0001 unexplained
2025-10-30 2025-10-31 ind_holding_companies 0.0050 0.0019 0.0000 tilt_INDUSTRY
2025-10-30 2025-10-31 sdiscrepancy NaN NaN -0.0009 unexplained
2025-10-30 2025-10-31 ind_coal -0.0402 -0.0050 0.0002 tilt_INDUSTRY
2025-10-30 2025-10-31 country_HK 0.0892 -0.0070 -0.0006 tilt_COUNTRY
2025-10-30 2025-10-31 ind_natural_gas_utilities 0.0282 0.0075 0.0002 tilt_INDUSTRY
2025-10-30 2025-10-31 fmom 0.3807 0.0001 0.0000 alpha_QUALITY
2025-10-30 2025-10-31 ind_automobile -0.0026 0.0018 -0.0000 tilt_INDUSTRY
2025-10-30 2025-10-31 neglect 1.0726 0.0014 0.0015 alpha_VALUE
2025-10-30 2025-10-31 country_ID 0.0000 -0.0045 0.0000 tilt_COUNTRY
2025-10-30 2025-10-31 ind_insurance 0.0104 -0.0057 -0.0001 tilt_INDUSTRY
2025-10-30 2025-10-31 ind_computers_phones_household_electronics 0.0839 -0.0047 -0.0004 tilt_INDUSTRY
2025-10-30 2025-10-31 ind_chemicals 0.0770 -0.0020 -0.0002 tilt_INDUSTRY
2025-10-30 2025-10-31 momentum 0.0395 0.0010 0.0000 alpha_MOMENTUM
2025-10-30 2025-10-31 ind_fintech -0.0079 -0.0040 0.0000 tilt_INDUSTRY
2025-10-30 2025-10-31 country_IN 0.0000 -0.0018 0.0000 tilt_COUNTRY
2025-10-30 2025-10-31 country_AU -0.0990 0.0038 -0.0004 tilt_COUNTRY
2025-10-30 2025-10-31 ind_real_estate_operations -0.0033 0.0009 -0.0000 tilt_INDUSTRY
2025-10-30 2025-10-31 country_MY 0.0405 -0.0002 -0.0000 tilt_COUNTRY
2025-10-30 2025-10-31 ind_healthcare_providers_services 0.0160 0.0055 0.0001 tilt_INDUSTRY
2025-10-30 2025-10-31 ind_transportation_infrastructure 0.0207 0.0006 0.0000 tilt_INDUSTRY
2025-10-30 2025-10-31 value_gc 1.4745 0.0002 0.0003 alpha_VALUE
2025-10-30 2025-10-31 size_SMALL 0.0132 0.0042 0.0001 tilt_SIZE
2025-10-30 2025-10-31 ind_oil_gas_equipment_services -0.0147 -0.0069 0.0001 tilt_INDUSTRY
2025-10-30 2025-10-31 ind_consumer_goods_conglomerates -0.0059 0.0095 -0.0001 tilt_INDUSTRY
2025-10-30 2025-10-31 ind_containers_packaging -0.0076 -0.0020 0.0000 tilt_INDUSTRY
2025-10-30 2025-10-31 ind_machinery 0.1522 -0.0058 -0.0009 tilt_INDUSTRY
2025-10-30 2025-10-31 ind_textiles_apparel 0.0231 0.0041 0.0001 tilt_INDUSTRY
2025-10-30 2025-10-31 country_PH 0.0087 0.0030 0.0000 tilt_COUNTRY
2025-10-30 2025-10-31 country_NZ 0.0000 0.0142 0.0000 tilt_COUNTRY
2025-10-30 2025-10-31 linkage 1.2173 0.0004 0.0005 alpha_MOMENTUM
2025-10-30 2025-10-31 ind_food_tobacco 0.0373 0.0063 0.0002 tilt_INDUSTRY
2025-10-30 2025-10-31 sbeta_market 0.0839 0.0053 0.0004 risk_exposure
2025-10-30 2025-10-31 ind_beverages -0.0551 0.0095 -0.0005 tilt_INDUSTRY
2025-10-30 2025-10-31 ind_biotechnology -0.0151 0.0217 -0.0003 tilt_INDUSTRY
2025-10-30 2025-10-31 impactCost NaN NaN -0.0003 cost
2025-10-30 2025-10-31 country_TH 0.0827 0.0005 0.0000 tilt_COUNTRY
2025-10-30 2025-10-31 ind_specialty_reatil -0.0124 -0.0042 0.0001 tilt_INDUSTRY
2025-10-30 2025-10-31 country_SG -0.0291 0.0021 -0.0001 tilt_COUNTRY
2025-10-30 2025-10-31 ind_construction_engineering -0.0770 -0.0049 0.0004 tilt_INDUSTRY
2025-10-30 2025-10-31 country_CN -0.0533 -0.0001 0.0000 tilt_COUNTRY
2025-10-30 2025-10-31 quality 3.8089 0.0010 0.0040 alpha_QUALITY
2025-10-30 2025-10-31 bcost NaN NaN -0.0002 cost
2025-10-30 2025-10-31 ind_homebuilding_building_products -0.0319 -0.0074 0.0002 tilt_INDUSTRY
2025-10-30 2025-10-31 ind_freight_logistics -0.0248 -0.0001 0.0000 tilt_INDUSTRY
2025-10-30 2025-10-31 ind_leisure_products 0.0236 0.0043 0.0001 tilt_INDUSTRY
2025-10-30 2025-10-31 ind_communications_equipment 0.0030 -0.0121 -0.0000 tilt_INDUSTRY
2025-10-30 2025-10-31 country_JP -0.0586 0.0065 -0.0004 tilt_COUNTRY
2025-10-30 2025-10-31 ind_investment_services 0.0622 -0.0091 -0.0006 tilt_INDUSTRY
2025-10-30 2025-10-31 ind_passenger_transportation -0.0294 -0.0007 0.0000 tilt_INDUSTRY
2025-10-30 2025-10-31 linearCost NaN NaN -0.0008 cost
2025-10-30 2025-10-31 ind_hotels_entertainment 0.0003 0.0057 0.0000 tilt_INDUSTRY
2025-10-30 2025-10-31 country_KR -0.0994 0.0006 -0.0001 tilt_COUNTRY
2025-10-30 2025-10-31 ind_electric_utilities_ipps -0.1121 -0.0073 0.0008 tilt_INDUSTRY
2025-10-30 2025-10-31 ind_paper_forestry -0.0012 -0.0005 0.0000 tilt_INDUSTRY
2025-10-30 2025-10-31 ind_aerospace_defense -0.0069 -0.0056 0.0000 tilt_INDUSTRY
2025-10-30 2025-10-31 ind_semiconductors 0.0432 -0.0129 -0.0006 tilt_INDUSTRY
2025-10-30 2025-10-31 value_liq 1.0353 -0.0022 -0.0022 alpha_VALUE
2025-10-30 2025-10-31 ind_office_equipment -0.0158 -0.0041 0.0001 tilt_INDUSTRY
2025-10-30 2025-10-31 stability 3.1885 -0.0005 -0.0016 alpha_QUALITY
2025-10-30 2025-10-31 ind_water_utilities -0.0005 -0.0058 0.0000 tilt_INDUSTRY
2025-10-30 2025-10-31 country_TW 0.0281 0.0047 0.0001 tilt_COUNTRY
2025-10-30 2025-10-31 ind_metals_mining -0.0005 -0.0074 0.0000 tilt_INDUSTRY
2025-10-30 2025-10-31 size_MICRO -0.0096 0.0055 -0.0001 tilt_SIZE
2025-10-30 2025-10-31 ind_commercial_services_supplies -0.0595 0.0048 -0.0003 tilt_INDUSTRY
2025-10-30 2025-10-31 ind_food_drug_retail 0.0483 0.0018 0.0001 tilt_INDUSTRY
2025-10-30 2025-10-31 ind_healthcare_equipment_supplies -0.0820 0.0099 -0.0008 tilt_INDUSTRY
2025-10-30 2025-10-31 ind_multiline_utilities -0.0129 0.0068 -0.0001 tilt_INDUSTRY
2025-10-30 2025-10-31 ind_uranium -0.0025 0.0081 -0.0000 tilt_INDUSTRY
2025-10-30 2025-10-31 ind_media_publishing 0.0154 0.0176 0.0003 tilt_INDUSTRY
2025-10-30 2025-10-31 market 0.0076 -0.0064 -0.0000 risk_exposure
2025-10-30 2025-10-31 reversal 1.0523 0.0007 0.0008 alpha_REVERSAL
2025-10-30 2025-10-31 ind_construction_materials 0.0001 0.0010 0.0000 tilt_INDUSTRY
2025-10-30 2025-10-31 ind_oil_gas 0.0441 0.0049 0.0002 tilt_INDUSTRY
2025-10-30 2025-10-31 ind_pharmaceuticals -0.0557 0.0167 -0.0009 tilt_INDUSTRY
2025-10-30 2025-10-31 size_LARGE 0.0745 -0.0029 -0.0002 tilt_SIZE
2025-10-30 2025-10-31 ind_software_it_services 0.0286 0.0104 0.0003 tilt_INDUSTRY
2025-10-30 2025-10-31 ind_household_goods -0.0469 0.0083 -0.0004 tilt_INDUSTRY
2025-10-30 2025-10-31 revision 1.9235 -0.0005 -0.0010 alpha_REVISION
2025-10-30 2025-10-31 ind_renewable_energy -0.0109 -0.0100 0.0001 tilt_INDUSTRY
2025-10-30 2025-10-31 ind_diversified_retail -0.0137 0.0027 -0.0000 tilt_INDUSTRY
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