signalDate tradeDate factor fexp facret contrib category
2025-11-28 2025-12-01 size_LARGE 0.0698 -0.0016 -0.0001 tilt_SIZE
2025-11-28 2025-12-01 ind_office_equipment -0.0082 -0.0003 0.0000 tilt_INDUSTRY
2025-11-28 2025-12-01 fmom 0.1621 0.0002 0.0000 alpha_QUALITY
2025-11-28 2025-12-01 ind_oil_gas 0.0469 0.0070 0.0003 tilt_INDUSTRY
2025-11-28 2025-12-01 ind_containers_packaging -0.0019 0.0027 -0.0000 tilt_INDUSTRY
2025-11-28 2025-12-01 ind_oil_gas_equipment_services -0.0101 0.0137 -0.0001 tilt_INDUSTRY
2025-11-28 2025-12-01 market -0.0364 -0.0007 0.0000 risk_exposure
2025-11-28 2025-12-01 ind_holding_companies 0.0049 0.0006 0.0000 tilt_INDUSTRY
2025-11-28 2025-12-01 country_IN 0.0000 -0.0013 0.0000 tilt_COUNTRY
2025-11-28 2025-12-01 ind_construction_materials -0.0170 0.0012 -0.0000 tilt_INDUSTRY
2025-11-28 2025-12-01 ind_aerospace_defense -0.0068 -0.0023 0.0000 tilt_INDUSTRY
2025-11-28 2025-12-01 sdiscrepancy NaN NaN -0.0001 unexplained
2025-11-28 2025-12-01 country_MY 0.0355 0.0054 0.0002 tilt_COUNTRY
2025-11-28 2025-12-01 ind_chemicals -0.0590 -0.0012 0.0001 tilt_INDUSTRY
2025-11-28 2025-12-01 ind_water_utilities -0.0036 0.0019 -0.0000 tilt_INDUSTRY
2025-11-28 2025-12-01 country_HK 0.0759 0.0057 0.0004 tilt_COUNTRY
2025-11-28 2025-12-01 country_SG -0.0319 -0.0013 0.0000 tilt_COUNTRY
2025-11-28 2025-12-01 country_PH 0.0197 -0.0057 -0.0001 tilt_COUNTRY
2025-11-28 2025-12-01 value_liq 1.1792 0.0006 0.0007 alpha_VALUE
2025-11-28 2025-12-01 linkage 0.6880 0.0010 0.0007 alpha_MOMENTUM
2025-11-28 2025-12-01 ind_communications_equipment -0.0182 0.0109 -0.0002 tilt_INDUSTRY
2025-11-28 2025-12-01 ind_commercial_services_supplies -0.0654 -0.0025 0.0002 tilt_INDUSTRY
2025-11-28 2025-12-01 ind_healthcare_equipment_supplies -0.0871 -0.0050 0.0004 tilt_INDUSTRY
2025-11-28 2025-12-01 ind_insurance 0.1230 0.0003 0.0000 tilt_INDUSTRY
2025-11-28 2025-12-01 ind_beverages -0.0696 -0.0036 0.0002 tilt_INDUSTRY
2025-11-28 2025-12-01 fcost NaN NaN -0.0001 cost
2025-11-28 2025-12-01 quality 2.5247 0.0009 0.0022 alpha_QUALITY
2025-11-28 2025-12-01 stability 1.3193 0.0005 0.0006 alpha_QUALITY
2025-11-28 2025-12-01 country_XH 0.1070 0.0037 0.0004 tilt_COUNTRY
2025-11-28 2025-12-01 ind_machinery 0.1234 -0.0027 -0.0003 tilt_INDUSTRY
2025-11-28 2025-12-01 ind_renewable_energy 0.0054 -0.0096 -0.0001 tilt_INDUSTRY
2025-11-28 2025-12-01 ind_fintech -0.0023 -0.0075 0.0000 tilt_INDUSTRY
2025-11-28 2025-12-01 ind_multiline_utilities -0.0080 -0.0119 0.0001 tilt_INDUSTRY
2025-11-28 2025-12-01 ind_household_goods -0.0513 -0.0032 0.0002 tilt_INDUSTRY
2025-11-28 2025-12-01 size_SMALL -0.0060 -0.0008 0.0000 tilt_SIZE
2025-11-28 2025-12-01 ind_passenger_transportation -0.0405 0.0068 -0.0003 tilt_INDUSTRY
2025-11-28 2025-12-01 ind_food_tobacco 0.0619 -0.0013 -0.0001 tilt_INDUSTRY
2025-11-28 2025-12-01 ind_healthcare_providers_services 0.0203 -0.0038 -0.0001 tilt_INDUSTRY
2025-11-28 2025-12-01 ind_computers_phones_household_electronics 0.0470 -0.0001 -0.0000 tilt_INDUSTRY
2025-11-28 2025-12-01 ind_real_estate_operations -0.0369 -0.0078 0.0003 tilt_INDUSTRY
2025-11-28 2025-12-01 ind_electric_utilities_ipps -0.1021 -0.0022 0.0002 tilt_INDUSTRY
2025-11-28 2025-12-01 country_CN -0.0949 0.0055 -0.0005 tilt_COUNTRY
2025-11-28 2025-12-01 ind_investment_services 0.0400 -0.0043 -0.0002 tilt_INDUSTRY
2025-11-28 2025-12-01 ind_banking_services -0.1132 0.0036 -0.0004 tilt_INDUSTRY
2025-11-28 2025-12-01 reversal 1.5814 0.0012 0.0019 alpha_REVERSAL
2025-11-28 2025-12-01 ind_textiles_apparel 0.0196 -0.0013 -0.0000 tilt_INDUSTRY
2025-11-28 2025-12-01 bcost NaN NaN -0.0002 cost
2025-11-28 2025-12-01 ind_coal -0.0241 0.0041 -0.0001 tilt_INDUSTRY
2025-11-28 2025-12-01 country_TW -0.0609 -0.0107 0.0007 tilt_COUNTRY
2025-11-28 2025-12-01 ind_software_it_services -0.0006 -0.0005 0.0000 tilt_INDUSTRY
2025-11-28 2025-12-01 linearCost NaN NaN -0.0003 cost
2025-11-28 2025-12-01 sbeta_market 0.0414 0.0023 0.0001 risk_exposure
2025-11-28 2025-12-01 ind_food_drug_retail 0.0600 0.0019 0.0001 tilt_INDUSTRY
2025-11-28 2025-12-01 ind_diversified_retail -0.0169 0.0023 -0.0000 tilt_INDUSTRY
2025-11-28 2025-12-01 ind_specialty_reatil -0.0170 -0.0026 0.0000 tilt_INDUSTRY
2025-11-28 2025-12-01 impactCost NaN NaN -0.0002 cost
2025-11-28 2025-12-01 ind_biotechnology -0.0009 -0.0087 0.0000 tilt_INDUSTRY
2025-11-28 2025-12-01 country_AU -0.1002 -0.0089 0.0009 tilt_COUNTRY
2025-11-28 2025-12-01 specret NaN NaN -0.0072 unexplained
2025-11-28 2025-12-01 ind_telecommunications_serices 0.1127 0.0018 0.0002 tilt_INDUSTRY
2025-11-28 2025-12-01 country_ID 0.0000 0.0008 0.0000 tilt_COUNTRY
2025-11-28 2025-12-01 ind_semiconductors 0.0038 0.0031 0.0000 tilt_INDUSTRY
2025-11-28 2025-12-01 ind_paper_forestry -0.0092 0.0023 -0.0000 tilt_INDUSTRY
2025-11-28 2025-12-01 ind_household_products_services 0.0335 -0.0017 -0.0001 tilt_INDUSTRY
2025-11-28 2025-12-01 size_MID -0.0944 0.0017 -0.0002 tilt_SIZE
2025-11-28 2025-12-01 momentum 0.0557 -0.0004 -0.0000 alpha_MOMENTUM
2025-11-28 2025-12-01 country_KR 0.0013 -0.0026 -0.0000 tilt_COUNTRY
2025-11-28 2025-12-01 ind_consumer_goods_conglomerates -0.0109 -0.0031 0.0000 tilt_INDUSTRY
2025-11-28 2025-12-01 ind_metals_mining 0.0075 0.0084 0.0001 tilt_INDUSTRY
2025-11-28 2025-12-01 country_NZ -0.0170 -0.0025 0.0000 tilt_COUNTRY
2025-11-28 2025-12-01 ind_uranium -0.0024 -0.0052 0.0000 tilt_INDUSTRY
2025-11-28 2025-12-01 size_MICRO -0.0058 -0.0010 0.0000 tilt_SIZE
2025-11-28 2025-12-01 neglect 0.1801 0.0005 0.0001 alpha_VALUE
2025-11-28 2025-12-01 ind_natural_gas_utilities 0.0283 -0.0042 -0.0001 tilt_INDUSTRY
2025-11-28 2025-12-01 ind_homebuilding_building_products -0.0287 -0.0030 0.0001 tilt_INDUSTRY
2025-11-28 2025-12-01 ind_construction_engineering 0.0060 -0.0039 -0.0000 tilt_INDUSTRY
2025-11-28 2025-12-01 country_TH 0.1344 0.0142 0.0019 tilt_COUNTRY
2025-11-28 2025-12-01 ind_hotels_entertainment 0.0102 0.0021 0.0000 tilt_INDUSTRY
2025-11-28 2025-12-01 pdiscrepancy NaN NaN -0.0000 unexplained
2025-11-28 2025-12-01 value_gc 1.3862 0.0004 0.0005 alpha_VALUE
2025-11-28 2025-12-01 ind_transportation_infrastructure 0.0440 0.0027 0.0001 tilt_INDUSTRY
2025-11-28 2025-12-01 ind_pharmaceuticals -0.0777 -0.0024 0.0002 tilt_INDUSTRY
2025-11-28 2025-12-01 revision 3.0596 0.0006 0.0019 alpha_REVISION
2025-11-28 2025-12-01 ind_integrated_hardware_software 0.0000 0.0012 0.0000 tilt_INDUSTRY
2025-11-28 2025-12-01 ind_freight_logistics 0.0158 0.0071 0.0001 tilt_INDUSTRY
2025-11-28 2025-12-01 ind_media_publishing 0.0052 -0.0032 -0.0000 tilt_INDUSTRY
2025-11-28 2025-12-01 ind_electronic_equipment -0.0344 0.0019 -0.0001 tilt_INDUSTRY
2025-11-28 2025-12-01 ind_automobile 0.0545 -0.0002 -0.0000 tilt_INDUSTRY
2025-11-28 2025-12-01 country_JP -0.1054 -0.0118 0.0012 tilt_COUNTRY
2025-11-28 2025-12-01 ind_leisure_products 0.0109 -0.0009 -0.0000 tilt_INDUSTRY
2025-11-28 2025-12-01 ind_industrial_distribution 0.0026 -0.0025 -0.0000 tilt_INDUSTRY
2025-12-01 2025-12-02 linearCost NaN NaN -0.0004 cost
2025-12-01 2025-12-02 ind_leisure_products 0.0109 -0.0062 -0.0001 tilt_INDUSTRY
2025-12-01 2025-12-02 ind_food_tobacco 0.0632 -0.0019 -0.0001 tilt_INDUSTRY
2025-12-01 2025-12-02 ind_banking_services -0.1287 -0.0003 0.0000 tilt_INDUSTRY
2025-12-01 2025-12-02 ind_natural_gas_utilities 0.0277 0.0006 0.0000 tilt_INDUSTRY
2025-12-01 2025-12-02 ind_water_utilities -0.0037 0.0007 -0.0000 tilt_INDUSTRY
2025-12-01 2025-12-02 country_CN -0.0973 -0.0020 0.0002 tilt_COUNTRY
2025-12-01 2025-12-02 ind_communications_equipment -0.0188 0.0059 -0.0001 tilt_INDUSTRY
2025-12-01 2025-12-02 size_SMALL -0.0045 -0.0000 0.0000 tilt_SIZE
2025-12-01 2025-12-02 ind_construction_engineering 0.0086 -0.0001 -0.0000 tilt_INDUSTRY
2025-12-01 2025-12-02 specret NaN NaN -0.0019 unexplained
2025-12-01 2025-12-02 ind_freight_logistics 0.0144 -0.0011 -0.0000 tilt_INDUSTRY
2025-12-01 2025-12-02 country_IN 0.0000 -0.0057 0.0000 tilt_COUNTRY
2025-12-01 2025-12-02 ind_specialty_reatil -0.0123 0.0034 -0.0000 tilt_INDUSTRY
2025-12-01 2025-12-02 country_NZ -0.0167 0.0019 -0.0000 tilt_COUNTRY
2025-12-01 2025-12-02 country_ID 0.0000 0.0014 0.0000 tilt_COUNTRY
2025-12-01 2025-12-02 ind_household_products_services 0.0319 -0.0027 -0.0001 tilt_INDUSTRY
2025-12-01 2025-12-02 sdiscrepancy NaN NaN -0.0004 unexplained
2025-12-01 2025-12-02 country_XH 0.0931 0.0066 0.0006 tilt_COUNTRY
2025-12-01 2025-12-02 ind_homebuilding_building_products -0.0283 0.0056 -0.0002 tilt_INDUSTRY
2025-12-01 2025-12-02 country_HK 0.0942 0.0073 0.0007 tilt_COUNTRY
2025-12-01 2025-12-02 country_PH 0.0195 -0.0048 -0.0001 tilt_COUNTRY
2025-12-01 2025-12-02 ind_metals_mining 0.0076 0.0003 0.0000 tilt_INDUSTRY
2025-12-01 2025-12-02 ind_media_publishing 0.0047 -0.0082 -0.0000 tilt_INDUSTRY
2025-12-01 2025-12-02 linkage 0.6453 0.0000 0.0000 alpha_MOMENTUM
2025-12-01 2025-12-02 ind_beverages -0.0685 -0.0030 0.0002 tilt_INDUSTRY
2025-12-01 2025-12-02 country_TH 0.1145 -0.0005 -0.0001 tilt_COUNTRY
2025-12-01 2025-12-02 size_MID -0.0936 -0.0018 0.0002 tilt_SIZE
2025-12-01 2025-12-02 ind_hotels_entertainment 0.0193 -0.0033 -0.0001 tilt_INDUSTRY
2025-12-01 2025-12-02 pdiscrepancy NaN NaN -0.0000 unexplained
2025-12-01 2025-12-02 ind_electronic_equipment -0.0366 0.0042 -0.0002 tilt_INDUSTRY
2025-12-01 2025-12-02 value_liq 1.1737 0.0012 0.0014 alpha_VALUE
2025-12-01 2025-12-02 ind_oil_gas 0.0409 0.0043 0.0002 tilt_INDUSTRY
2025-12-01 2025-12-02 ind_automobile 0.0515 0.0028 0.0001 tilt_INDUSTRY
2025-12-01 2025-12-02 ind_uranium -0.0024 0.0086 -0.0000 tilt_INDUSTRY
2025-12-01 2025-12-02 ind_biotechnology -0.0006 -0.0154 0.0000 tilt_INDUSTRY
2025-12-01 2025-12-02 ind_diversified_retail -0.0178 -0.0025 0.0000 tilt_INDUSTRY
2025-12-01 2025-12-02 ind_containers_packaging -0.0005 -0.0016 0.0000 tilt_INDUSTRY
2025-12-01 2025-12-02 ind_multiline_utilities -0.0118 0.0009 -0.0000 tilt_INDUSTRY
2025-12-01 2025-12-02 ind_software_it_services -0.0067 -0.0029 0.0000 tilt_INDUSTRY
2025-12-01 2025-12-02 country_TW -0.0445 0.0045 -0.0002 tilt_COUNTRY
2025-12-01 2025-12-02 stability 1.3675 0.0003 0.0004 alpha_QUALITY
2025-12-01 2025-12-02 ind_real_estate_operations -0.0375 0.0019 -0.0001 tilt_INDUSTRY
2025-12-01 2025-12-02 ind_healthcare_equipment_supplies -0.0806 -0.0006 0.0000 tilt_INDUSTRY
2025-12-01 2025-12-02 ind_investment_services 0.0382 0.0012 0.0000 tilt_INDUSTRY
2025-12-01 2025-12-02 ind_healthcare_providers_services 0.0199 0.0003 0.0000 tilt_INDUSTRY
2025-12-01 2025-12-02 ind_passenger_transportation -0.0409 0.0017 -0.0001 tilt_INDUSTRY
2025-12-01 2025-12-02 quality 2.4480 0.0002 0.0005 alpha_QUALITY
2025-12-01 2025-12-02 ind_computers_phones_household_electronics 0.0448 0.0030 0.0001 tilt_INDUSTRY
2025-12-01 2025-12-02 ind_insurance 0.1338 0.0049 0.0007 tilt_INDUSTRY
2025-12-01 2025-12-02 sbeta_market 0.0234 -0.0094 -0.0002 risk_exposure
2025-12-01 2025-12-02 ind_aerospace_defense -0.0068 -0.0010 0.0000 tilt_INDUSTRY
2025-12-01 2025-12-02 market -0.0361 0.0062 -0.0002 risk_exposure
2025-12-01 2025-12-02 ind_holding_companies 0.0050 -0.0082 -0.0000 tilt_INDUSTRY
2025-12-01 2025-12-02 ind_textiles_apparel 0.0095 0.0020 0.0000 tilt_INDUSTRY
2025-12-01 2025-12-02 country_KR 0.0013 0.0118 0.0000 tilt_COUNTRY
2025-12-01 2025-12-02 neglect 0.1954 0.0005 0.0001 alpha_VALUE
2025-12-01 2025-12-02 ind_pharmaceuticals -0.0698 -0.0047 0.0003 tilt_INDUSTRY
2025-12-01 2025-12-02 ind_chemicals -0.0483 0.0010 -0.0000 tilt_INDUSTRY
2025-12-01 2025-12-02 ind_renewable_energy 0.0054 -0.0022 -0.0000 tilt_INDUSTRY
2025-12-01 2025-12-02 bcost NaN NaN -0.0001 cost
2025-12-01 2025-12-02 fcost NaN NaN -0.0000 cost
2025-12-01 2025-12-02 ind_integrated_hardware_software 0.0000 0.0010 0.0000 tilt_INDUSTRY
2025-12-01 2025-12-02 ind_office_equipment -0.0090 0.0044 -0.0000 tilt_INDUSTRY
2025-12-01 2025-12-02 momentum 0.0442 -0.0009 -0.0000 alpha_MOMENTUM
2025-12-01 2025-12-02 country_JP -0.0920 -0.0015 0.0001 tilt_COUNTRY
2025-12-01 2025-12-02 ind_commercial_services_supplies -0.0652 0.0012 -0.0001 tilt_INDUSTRY
2025-12-01 2025-12-02 ind_industrial_distribution 0.0023 0.0024 0.0000 tilt_INDUSTRY
2025-12-01 2025-12-02 value_gc 1.3886 0.0004 0.0005 alpha_VALUE
2025-12-01 2025-12-02 ind_fintech -0.0038 -0.0037 0.0000 tilt_INDUSTRY
2025-12-01 2025-12-02 ind_telecommunications_serices 0.1124 -0.0031 -0.0003 tilt_INDUSTRY
2025-12-01 2025-12-02 impactCost NaN NaN -0.0003 cost
2025-12-01 2025-12-02 size_MICRO -0.0085 0.0002 -0.0000 tilt_SIZE
2025-12-01 2025-12-02 ind_food_drug_retail 0.0600 -0.0003 -0.0000 tilt_INDUSTRY
2025-12-01 2025-12-02 ind_machinery 0.1269 -0.0013 -0.0002 tilt_INDUSTRY
2025-12-01 2025-12-02 ind_coal -0.0270 0.0088 -0.0002 tilt_INDUSTRY
2025-12-01 2025-12-02 ind_transportation_infrastructure 0.0458 0.0045 0.0002 tilt_INDUSTRY
2025-12-01 2025-12-02 revision 3.0908 0.0014 0.0044 alpha_REVISION
2025-12-01 2025-12-02 ind_electric_utilities_ipps -0.0989 -0.0011 0.0001 tilt_INDUSTRY
2025-12-01 2025-12-02 ind_semiconductors 0.0055 0.0002 0.0000 tilt_INDUSTRY
2025-12-01 2025-12-02 ind_household_goods -0.0508 0.0097 -0.0005 tilt_INDUSTRY
2025-12-01 2025-12-02 ind_consumer_goods_conglomerates -0.0115 0.0056 -0.0001 tilt_INDUSTRY
2025-12-01 2025-12-02 size_LARGE 0.0706 0.0030 0.0002 tilt_SIZE
2025-12-01 2025-12-02 reversal 1.4986 0.0006 0.0009 alpha_REVERSAL
2025-12-01 2025-12-02 country_AU -0.0977 -0.0012 0.0001 tilt_COUNTRY
2025-12-01 2025-12-02 ind_oil_gas_equipment_services -0.0102 -0.0103 0.0001 tilt_INDUSTRY
2025-12-01 2025-12-02 ind_paper_forestry -0.0091 -0.0010 0.0000 tilt_INDUSTRY
2025-12-01 2025-12-02 ind_construction_materials -0.0196 0.0041 -0.0001 tilt_INDUSTRY
2025-12-01 2025-12-02 fmom 0.1895 0.0003 0.0001 alpha_QUALITY
2025-12-01 2025-12-02 country_MY 0.0357 0.0001 0.0000 tilt_COUNTRY
2025-12-01 2025-12-02 country_SG -0.0461 0.0002 -0.0000 tilt_COUNTRY
2025-12-02 2025-12-03 ind_banking_services -0.1462 -0.0052 0.0008 tilt_INDUSTRY
2025-12-02 2025-12-03 ind_metals_mining 0.0060 0.0074 0.0000 tilt_INDUSTRY
2025-12-02 2025-12-03 ind_consumer_goods_conglomerates -0.0116 0.0115 -0.0001 tilt_INDUSTRY
2025-12-02 2025-12-03 ind_construction_engineering 0.0191 0.0021 0.0000 tilt_INDUSTRY
2025-12-02 2025-12-03 impactCost NaN NaN -0.0002 cost
2025-12-02 2025-12-03 country_PH 0.0194 -0.0132 -0.0003 tilt_COUNTRY
2025-12-02 2025-12-03 sbeta_market 0.0219 -0.0089 -0.0002 risk_exposure
2025-12-02 2025-12-03 size_MICRO -0.0079 0.0014 -0.0000 tilt_SIZE
2025-12-02 2025-12-03 fmom 0.2303 0.0005 0.0001 alpha_QUALITY
2025-12-02 2025-12-03 ind_diversified_retail -0.0204 -0.0021 0.0000 tilt_INDUSTRY
2025-12-02 2025-12-03 ind_industrial_distribution 0.0021 0.0036 0.0000 tilt_INDUSTRY
2025-12-02 2025-12-03 size_SMALL -0.0055 0.0002 -0.0000 tilt_SIZE
2025-12-02 2025-12-03 sdiscrepancy NaN NaN -0.0007 unexplained
2025-12-02 2025-12-03 ind_specialty_reatil -0.0090 -0.0044 0.0000 tilt_INDUSTRY
2025-12-02 2025-12-03 ind_food_drug_retail 0.0608 -0.0058 -0.0004 tilt_INDUSTRY
2025-12-02 2025-12-03 specret NaN NaN -0.0070 unexplained
2025-12-02 2025-12-03 ind_multiline_utilities -0.0127 0.0011 -0.0000 tilt_INDUSTRY
2025-12-02 2025-12-03 revision 3.0941 0.0004 0.0014 alpha_REVISION
2025-12-02 2025-12-03 country_AU -0.0988 0.0027 -0.0003 tilt_COUNTRY
2025-12-02 2025-12-03 country_TW -0.0212 0.0083 -0.0002 tilt_COUNTRY
2025-12-02 2025-12-03 ind_machinery 0.1298 0.0047 0.0006 tilt_INDUSTRY
2025-12-02 2025-12-03 bcost NaN NaN -0.0001 cost
2025-12-02 2025-12-03 fcost NaN NaN -0.0000 cost
2025-12-02 2025-12-03 ind_software_it_services -0.0160 -0.0072 0.0001 tilt_INDUSTRY
2025-12-02 2025-12-03 ind_integrated_hardware_software 0.0000 -0.0070 0.0000 tilt_INDUSTRY
2025-12-02 2025-12-03 ind_water_utilities -0.0038 0.0041 -0.0000 tilt_INDUSTRY
2025-12-02 2025-12-03 ind_hotels_entertainment 0.0276 -0.0004 -0.0000 tilt_INDUSTRY
2025-12-02 2025-12-03 size_MID -0.0962 -0.0000 0.0000 tilt_SIZE
2025-12-02 2025-12-03 ind_fintech -0.0055 -0.0025 0.0000 tilt_INDUSTRY
2025-12-02 2025-12-03 ind_natural_gas_utilities 0.0259 -0.0043 -0.0001 tilt_INDUSTRY
2025-12-02 2025-12-03 value_gc 1.3990 0.0009 0.0013 alpha_VALUE
2025-12-02 2025-12-03 ind_freight_logistics 0.0147 0.0029 0.0000 tilt_INDUSTRY
2025-12-02 2025-12-03 pdiscrepancy NaN NaN 0.0000 unexplained
2025-12-02 2025-12-03 country_MY 0.0345 0.0000 0.0000 tilt_COUNTRY
2025-12-02 2025-12-03 ind_food_tobacco 0.0629 -0.0037 -0.0002 tilt_INDUSTRY
2025-12-02 2025-12-03 neglect 0.1852 -0.0007 -0.0001 alpha_VALUE
2025-12-02 2025-12-03 ind_leisure_products 0.0117 -0.0081 -0.0001 tilt_INDUSTRY
2025-12-02 2025-12-03 linearCost NaN NaN -0.0002 cost
2025-12-02 2025-12-03 value_liq 1.1798 0.0014 0.0017 alpha_VALUE
2025-12-02 2025-12-03 country_JP -0.0795 -0.0012 0.0001 tilt_COUNTRY
2025-12-02 2025-12-03 ind_communications_equipment -0.0195 -0.0017 0.0000 tilt_INDUSTRY
2025-12-02 2025-12-03 momentum 0.0488 0.0005 0.0000 alpha_MOMENTUM
2025-12-02 2025-12-03 country_NZ -0.0167 0.0055 -0.0001 tilt_COUNTRY
2025-12-02 2025-12-03 country_CN -0.0949 -0.0009 0.0001 tilt_COUNTRY
2025-12-02 2025-12-03 market -0.0385 0.0031 -0.0001 risk_exposure
2025-12-02 2025-12-03 reversal 1.4135 -0.0002 -0.0002 alpha_REVERSAL
2025-12-02 2025-12-03 country_SG -0.0536 0.0054 -0.0003 tilt_COUNTRY
2025-12-02 2025-12-03 ind_office_equipment -0.0097 0.0017 -0.0000 tilt_INDUSTRY
2025-12-02 2025-12-03 linkage 0.5686 0.0003 0.0001 alpha_MOMENTUM
2025-12-02 2025-12-03 ind_telecommunications_serices 0.1108 -0.0061 -0.0007 tilt_INDUSTRY
2025-12-02 2025-12-03 country_TH 0.0843 0.0006 0.0001 tilt_COUNTRY
2025-12-02 2025-12-03 ind_real_estate_operations -0.0359 -0.0001 0.0000 tilt_INDUSTRY
2025-12-02 2025-12-03 stability 1.4216 0.0007 0.0010 alpha_QUALITY
2025-12-02 2025-12-03 quality 2.3994 0.0009 0.0022 alpha_QUALITY
2025-12-02 2025-12-03 ind_household_products_services 0.0304 -0.0058 -0.0002 tilt_INDUSTRY
2025-12-02 2025-12-03 ind_computers_phones_household_electronics 0.0418 0.0037 0.0002 tilt_INDUSTRY
2025-12-02 2025-12-03 ind_electronic_equipment -0.0381 0.0039 -0.0001 tilt_INDUSTRY
2025-12-02 2025-12-03 ind_electric_utilities_ipps -0.0940 0.0033 -0.0003 tilt_INDUSTRY
2025-12-02 2025-12-03 ind_holding_companies 0.0049 0.0069 0.0000 tilt_INDUSTRY
2025-12-02 2025-12-03 ind_textiles_apparel 0.0033 -0.0010 -0.0000 tilt_INDUSTRY
2025-12-02 2025-12-03 ind_healthcare_providers_services 0.0200 -0.0050 -0.0001 tilt_INDUSTRY
2025-12-02 2025-12-03 ind_oil_gas_equipment_services -0.0101 0.0048 -0.0000 tilt_INDUSTRY
2025-12-02 2025-12-03 ind_healthcare_equipment_supplies -0.0778 0.0029 -0.0002 tilt_INDUSTRY
2025-12-02 2025-12-03 country_XH 0.0753 -0.0021 -0.0002 tilt_COUNTRY
2025-12-02 2025-12-03 ind_transportation_infrastructure 0.0463 0.0016 0.0001 tilt_INDUSTRY
2025-12-02 2025-12-03 ind_paper_forestry -0.0091 0.0093 -0.0001 tilt_INDUSTRY
2025-12-02 2025-12-03 ind_commercial_services_supplies -0.0679 -0.0011 0.0001 tilt_INDUSTRY
2025-12-02 2025-12-03 ind_uranium -0.0025 0.0551 -0.0001 tilt_INDUSTRY
2025-12-02 2025-12-03 ind_beverages -0.0706 -0.0051 0.0004 tilt_INDUSTRY
2025-12-02 2025-12-03 size_LARGE 0.0710 -0.0004 -0.0000 tilt_SIZE
2025-12-02 2025-12-03 ind_passenger_transportation -0.0388 -0.0046 0.0002 tilt_INDUSTRY
2025-12-02 2025-12-03 ind_household_goods -0.0511 0.0109 -0.0006 tilt_INDUSTRY
2025-12-02 2025-12-03 ind_oil_gas 0.0390 0.0006 0.0000 tilt_INDUSTRY
2025-12-02 2025-12-03 ind_insurance 0.1374 -0.0044 -0.0006 tilt_INDUSTRY
2025-12-02 2025-12-03 ind_coal -0.0351 0.0038 -0.0001 tilt_INDUSTRY
2025-12-02 2025-12-03 ind_aerospace_defense -0.0068 -0.0058 0.0000 tilt_INDUSTRY
2025-12-02 2025-12-03 ind_biotechnology -0.0006 -0.0049 0.0000 tilt_INDUSTRY
2025-12-02 2025-12-03 ind_homebuilding_building_products -0.0279 -0.0009 0.0000 tilt_INDUSTRY
2025-12-02 2025-12-03 ind_chemicals -0.0357 0.0040 -0.0001 tilt_INDUSTRY
2025-12-02 2025-12-03 country_IN 0.0000 -0.0062 0.0000 tilt_COUNTRY
2025-12-02 2025-12-03 ind_investment_services 0.0361 0.0024 0.0001 tilt_INDUSTRY
2025-12-02 2025-12-03 ind_renewable_energy 0.0057 0.0010 0.0000 tilt_INDUSTRY
2025-12-02 2025-12-03 ind_containers_packaging -0.0005 0.0010 -0.0000 tilt_INDUSTRY
2025-12-02 2025-12-03 ind_semiconductors 0.0130 0.0024 0.0000 tilt_INDUSTRY
2025-12-02 2025-12-03 ind_automobile 0.0488 0.0000 0.0000 tilt_INDUSTRY
2025-12-02 2025-12-03 ind_pharmaceuticals -0.0652 0.0017 -0.0001 tilt_INDUSTRY
2025-12-02 2025-12-03 ind_media_publishing 0.0044 -0.0134 -0.0001 tilt_INDUSTRY
2025-12-02 2025-12-03 country_ID 0.0000 -0.0017 0.0000 tilt_COUNTRY
2025-12-02 2025-12-03 ind_construction_materials -0.0191 -0.0003 0.0000 tilt_INDUSTRY
2025-12-02 2025-12-03 country_HK 0.1113 -0.0024 -0.0003 tilt_COUNTRY
2025-12-02 2025-12-03 country_KR 0.0014 0.0104 0.0000 tilt_COUNTRY
2025-12-03 2025-12-04 ind_freight_logistics 0.0144 0.0036 0.0001 tilt_INDUSTRY
2025-12-03 2025-12-04 ind_coal -0.0403 0.0027 -0.0001 tilt_INDUSTRY
2025-12-03 2025-12-04 ind_uranium -0.0025 -0.0079 0.0000 tilt_INDUSTRY
2025-12-03 2025-12-04 ind_healthcare_providers_services 0.0226 -0.0061 -0.0001 tilt_INDUSTRY
2025-12-03 2025-12-04 ind_household_goods -0.0511 -0.0003 0.0000 tilt_INDUSTRY
2025-12-03 2025-12-04 ind_food_tobacco 0.0614 -0.0045 -0.0003 tilt_INDUSTRY
2025-12-03 2025-12-04 ind_computers_phones_household_electronics 0.0451 -0.0004 -0.0000 tilt_INDUSTRY
2025-12-03 2025-12-04 ind_fintech -0.0105 -0.0001 0.0000 tilt_INDUSTRY
2025-12-03 2025-12-04 size_MID -0.0960 0.0006 -0.0001 tilt_SIZE
2025-12-03 2025-12-04 country_MY 0.0338 0.0042 0.0001 tilt_COUNTRY
2025-12-03 2025-12-04 reversal 1.4004 -0.0001 -0.0001 alpha_REVERSAL
2025-12-03 2025-12-04 neglect 0.1871 0.0000 0.0000 alpha_VALUE
2025-12-03 2025-12-04 ind_hotels_entertainment 0.0292 -0.0067 -0.0002 tilt_INDUSTRY
2025-12-03 2025-12-04 sbeta_market 0.0236 0.0055 0.0001 risk_exposure
2025-12-03 2025-12-04 country_CN -0.0804 -0.0045 0.0004 tilt_COUNTRY
2025-12-03 2025-12-04 ind_machinery 0.1216 0.0057 0.0007 tilt_INDUSTRY
2025-12-03 2025-12-04 ind_homebuilding_building_products -0.0272 -0.0064 0.0002 tilt_INDUSTRY
2025-12-03 2025-12-04 ind_food_drug_retail 0.0610 -0.0035 -0.0002 tilt_INDUSTRY
2025-12-03 2025-12-04 ind_biotechnology -0.0006 0.0199 -0.0000 tilt_INDUSTRY
2025-12-03 2025-12-04 ind_paper_forestry -0.0092 -0.0016 0.0000 tilt_INDUSTRY
2025-12-03 2025-12-04 country_ID 0.0000 0.0041 0.0000 tilt_COUNTRY
2025-12-03 2025-12-04 ind_software_it_services -0.0260 -0.0021 0.0001 tilt_INDUSTRY
2025-12-03 2025-12-04 ind_transportation_infrastructure 0.0443 0.0016 0.0001 tilt_INDUSTRY
2025-12-03 2025-12-04 ind_diversified_retail -0.0222 -0.0012 0.0000 tilt_INDUSTRY
2025-12-03 2025-12-04 ind_metals_mining 0.0079 -0.0043 -0.0000 tilt_INDUSTRY
2025-12-03 2025-12-04 ind_household_products_services 0.0291 -0.0016 -0.0000 tilt_INDUSTRY
2025-12-03 2025-12-04 ind_passenger_transportation -0.0403 -0.0053 0.0002 tilt_INDUSTRY
2025-12-03 2025-12-04 ind_construction_engineering 0.0321 -0.0017 -0.0001 tilt_INDUSTRY
2025-12-03 2025-12-04 impactCost NaN NaN -0.0003 cost
2025-12-03 2025-12-04 country_XH 0.0670 0.0024 0.0002 tilt_COUNTRY
2025-12-03 2025-12-04 size_MICRO -0.0063 -0.0054 0.0000 tilt_SIZE
2025-12-03 2025-12-04 linearCost NaN NaN -0.0004 cost
2025-12-03 2025-12-04 value_liq 1.2344 -0.0005 -0.0006 alpha_VALUE
2025-12-03 2025-12-04 ind_electric_utilities_ipps -0.0925 -0.0022 0.0002 tilt_INDUSTRY
2025-12-03 2025-12-04 ind_telecommunications_serices 0.1097 -0.0018 -0.0002 tilt_INDUSTRY
2025-12-03 2025-12-04 ind_semiconductors 0.0229 0.0027 0.0001 tilt_INDUSTRY
2025-12-03 2025-12-04 ind_automobile 0.0433 0.0035 0.0001 tilt_INDUSTRY
2025-12-03 2025-12-04 ind_investment_services 0.0348 0.0014 0.0000 tilt_INDUSTRY
2025-12-03 2025-12-04 country_TH 0.0748 -0.0009 -0.0001 tilt_COUNTRY
2025-12-03 2025-12-04 ind_real_estate_operations -0.0344 -0.0035 0.0001 tilt_INDUSTRY
2025-12-03 2025-12-04 country_AU -0.1001 -0.0009 0.0001 tilt_COUNTRY
2025-12-03 2025-12-04 stability 1.4534 0.0010 0.0015 alpha_QUALITY
2025-12-03 2025-12-04 ind_office_equipment -0.0107 -0.0038 0.0000 tilt_INDUSTRY
2025-12-03 2025-12-04 fmom 0.2405 0.0002 0.0000 alpha_QUALITY
2025-12-03 2025-12-04 country_KR 0.0013 -0.0061 -0.0000 tilt_COUNTRY
2025-12-03 2025-12-04 country_PH 0.0194 0.0004 0.0000 tilt_COUNTRY
2025-12-03 2025-12-04 country_HK 0.1114 0.0025 0.0003 tilt_COUNTRY
2025-12-03 2025-12-04 ind_media_publishing 0.0046 -0.0021 -0.0000 tilt_INDUSTRY
2025-12-03 2025-12-04 ind_multiline_utilities -0.0127 -0.0009 0.0000 tilt_INDUSTRY
2025-12-03 2025-12-04 ind_specialty_reatil -0.0083 -0.0018 0.0000 tilt_INDUSTRY
2025-12-03 2025-12-04 ind_consumer_goods_conglomerates -0.0113 0.0053 -0.0001 tilt_INDUSTRY
2025-12-03 2025-12-04 ind_banking_services -0.1491 0.0007 -0.0001 tilt_INDUSTRY
2025-12-03 2025-12-04 fcost NaN NaN -0.0000 cost
2025-12-03 2025-12-04 ind_integrated_hardware_software 0.0000 0.0044 0.0000 tilt_INDUSTRY
2025-12-03 2025-12-04 ind_beverages -0.0747 -0.0091 0.0007 tilt_INDUSTRY
2025-12-03 2025-12-04 specret NaN NaN -0.0053 unexplained
2025-12-03 2025-12-04 ind_healthcare_equipment_supplies -0.0767 -0.0000 0.0000 tilt_INDUSTRY
2025-12-03 2025-12-04 ind_textiles_apparel 0.0026 -0.0061 -0.0000 tilt_INDUSTRY
2025-12-03 2025-12-04 bcost NaN NaN -0.0001 cost
2025-12-03 2025-12-04 ind_renewable_energy 0.0059 -0.0085 -0.0000 tilt_INDUSTRY
2025-12-03 2025-12-04 ind_aerospace_defense -0.0067 0.0032 -0.0000 tilt_INDUSTRY
2025-12-03 2025-12-04 country_IN 0.0000 0.0020 0.0000 tilt_COUNTRY
2025-12-03 2025-12-04 ind_chemicals -0.0223 -0.0056 0.0001 tilt_INDUSTRY
2025-12-03 2025-12-04 ind_electronic_equipment -0.0395 0.0020 -0.0001 tilt_INDUSTRY
2025-12-03 2025-12-04 ind_pharmaceuticals -0.0670 0.0039 -0.0003 tilt_INDUSTRY
2025-12-03 2025-12-04 sdiscrepancy NaN NaN 0.0010 unexplained
2025-12-03 2025-12-04 ind_water_utilities -0.0012 0.0067 -0.0000 tilt_INDUSTRY
2025-12-03 2025-12-04 country_SG -0.0537 -0.0055 0.0003 tilt_COUNTRY
2025-12-03 2025-12-04 size_SMALL -0.0080 -0.0038 0.0000 tilt_SIZE
2025-12-03 2025-12-04 country_NZ -0.0167 -0.0019 0.0000 tilt_COUNTRY
2025-12-03 2025-12-04 revision 3.1441 -0.0002 -0.0006 alpha_REVISION
2025-12-03 2025-12-04 ind_oil_gas 0.0390 0.0011 0.0000 tilt_INDUSTRY
2025-12-03 2025-12-04 ind_leisure_products 0.0128 -0.0016 -0.0000 tilt_INDUSTRY
2025-12-03 2025-12-04 ind_containers_packaging 0.0002 -0.0043 -0.0000 tilt_INDUSTRY
2025-12-03 2025-12-04 ind_natural_gas_utilities 0.0241 -0.0009 -0.0000 tilt_INDUSTRY
2025-12-03 2025-12-04 value_gc 1.4550 0.0009 0.0012 alpha_VALUE
2025-12-03 2025-12-04 ind_oil_gas_equipment_services -0.0096 0.0021 -0.0000 tilt_INDUSTRY
2025-12-03 2025-12-04 pdiscrepancy NaN NaN 0.0000 unexplained
2025-12-03 2025-12-04 size_LARGE 0.0714 0.0049 0.0004 tilt_SIZE
2025-12-03 2025-12-04 quality 2.4032 -0.0007 -0.0017 alpha_QUALITY
2025-12-03 2025-12-04 ind_communications_equipment -0.0182 -0.0029 0.0001 tilt_INDUSTRY
2025-12-03 2025-12-04 ind_commercial_services_supplies -0.0684 -0.0015 0.0001 tilt_INDUSTRY
2025-12-03 2025-12-04 ind_holding_companies 0.0050 -0.0061 -0.0000 tilt_INDUSTRY
2025-12-03 2025-12-04 ind_industrial_distribution 0.0022 0.0131 0.0000 tilt_INDUSTRY
2025-12-03 2025-12-04 momentum 0.0768 0.0006 0.0000 alpha_MOMENTUM
2025-12-03 2025-12-04 linkage 0.4997 0.0003 0.0001 alpha_MOMENTUM
2025-12-03 2025-12-04 market -0.0388 -0.0044 0.0002 risk_exposure
2025-12-03 2025-12-04 country_TW -0.0135 -0.0002 0.0000 tilt_COUNTRY
2025-12-03 2025-12-04 country_JP -0.0822 0.0137 -0.0011 tilt_COUNTRY
2025-12-03 2025-12-04 ind_construction_materials -0.0182 -0.0024 0.0000 tilt_INDUSTRY
2025-12-03 2025-12-04 ind_insurance 0.1369 0.0025 0.0003 tilt_INDUSTRY
2025-12-04 2025-12-05 ind_household_goods -0.0510 -0.0057 0.0003 tilt_INDUSTRY
2025-12-04 2025-12-05 ind_media_publishing 0.0053 -0.0048 -0.0000 tilt_INDUSTRY
2025-12-04 2025-12-05 country_KR 0.0013 0.0081 0.0000 tilt_COUNTRY
2025-12-04 2025-12-05 ind_investment_services 0.0343 0.0045 0.0002 tilt_INDUSTRY
2025-12-04 2025-12-05 reversal 1.5077 0.0007 0.0011 alpha_REVERSAL
2025-12-04 2025-12-05 quality 2.3657 0.0001 0.0003 alpha_QUALITY
2025-12-04 2025-12-05 ind_commercial_services_supplies -0.0666 -0.0001 0.0000 tilt_INDUSTRY
2025-12-04 2025-12-05 ind_healthcare_providers_services 0.0252 0.0002 0.0000 tilt_INDUSTRY
2025-12-04 2025-12-05 fmom 0.2365 -0.0003 -0.0001 alpha_QUALITY
2025-12-04 2025-12-05 ind_household_products_services 0.0282 0.0010 0.0000 tilt_INDUSTRY
2025-12-04 2025-12-05 ind_passenger_transportation -0.0381 -0.0045 0.0002 tilt_INDUSTRY
2025-12-04 2025-12-05 ind_beverages -0.0771 -0.0029 0.0002 tilt_INDUSTRY
2025-12-04 2025-12-05 value_liq 1.2987 -0.0001 -0.0001 alpha_VALUE
2025-12-04 2025-12-05 country_HK 0.1112 -0.0063 -0.0007 tilt_COUNTRY
2025-12-04 2025-12-05 ind_electronic_equipment -0.0407 -0.0014 0.0001 tilt_INDUSTRY
2025-12-04 2025-12-05 size_LARGE 0.0698 0.0003 0.0000 tilt_SIZE
2025-12-04 2025-12-05 ind_electric_utilities_ipps -0.0918 -0.0000 0.0000 tilt_INDUSTRY
2025-12-04 2025-12-05 ind_real_estate_operations -0.0344 -0.0020 0.0001 tilt_INDUSTRY
2025-12-04 2025-12-05 ind_textiles_apparel 0.0001 -0.0067 -0.0000 tilt_INDUSTRY
2025-12-04 2025-12-05 country_NZ -0.0167 0.0005 -0.0000 tilt_COUNTRY
2025-12-04 2025-12-05 ind_telecommunications_serices 0.1096 0.0011 0.0001 tilt_INDUSTRY
2025-12-04 2025-12-05 momentum 0.1326 0.0001 0.0000 alpha_MOMENTUM
2025-12-04 2025-12-05 country_CN -0.0614 0.0029 -0.0002 tilt_COUNTRY
2025-12-04 2025-12-05 ind_freight_logistics 0.0117 -0.0005 -0.0000 tilt_INDUSTRY
2025-12-04 2025-12-05 country_TW -0.0095 0.0004 -0.0000 tilt_COUNTRY
2025-12-04 2025-12-05 neglect 0.1941 0.0004 0.0001 alpha_VALUE
2025-12-04 2025-12-05 ind_industrial_distribution 0.0022 -0.0030 -0.0000 tilt_INDUSTRY
2025-12-04 2025-12-05 sbeta_market 0.0329 0.0087 0.0003 risk_exposure
2025-12-04 2025-12-05 ind_water_utilities 0.0015 -0.0127 -0.0000 tilt_INDUSTRY
2025-12-04 2025-12-05 value_gc 1.4763 -0.0006 -0.0009 alpha_VALUE
2025-12-04 2025-12-05 ind_food_tobacco 0.0610 0.0001 0.0000 tilt_INDUSTRY
2025-12-04 2025-12-05 ind_natural_gas_utilities 0.0232 -0.0027 -0.0001 tilt_INDUSTRY
2025-12-04 2025-12-05 ind_leisure_products 0.0139 -0.0092 -0.0001 tilt_INDUSTRY
2025-12-04 2025-12-05 ind_fintech -0.0142 0.0169 -0.0002 tilt_INDUSTRY
2025-12-04 2025-12-05 linearCost NaN NaN -0.0002 cost
2025-12-04 2025-12-05 country_ID 0.0000 0.0012 0.0000 tilt_COUNTRY
2025-12-04 2025-12-05 ind_integrated_hardware_software 0.0000 -0.0002 0.0000 tilt_INDUSTRY
2025-12-04 2025-12-05 ind_multiline_utilities -0.0127 -0.0028 0.0000 tilt_INDUSTRY
2025-12-04 2025-12-05 ind_biotechnology 0.0000 -0.0049 -0.0000 tilt_INDUSTRY
2025-12-04 2025-12-05 ind_pharmaceuticals -0.0687 -0.0060 0.0004 tilt_INDUSTRY
2025-12-04 2025-12-05 ind_coal -0.0421 -0.0048 0.0002 tilt_INDUSTRY
2025-12-04 2025-12-05 ind_renewable_energy 0.0061 0.0044 0.0000 tilt_INDUSTRY
2025-12-04 2025-12-05 ind_paper_forestry -0.0092 0.0011 -0.0000 tilt_INDUSTRY
2025-12-04 2025-12-05 ind_software_it_services -0.0326 -0.0014 0.0000 tilt_INDUSTRY
2025-12-04 2025-12-05 ind_food_drug_retail 0.0609 -0.0003 -0.0000 tilt_INDUSTRY
2025-12-04 2025-12-05 bcost NaN NaN -0.0001 cost
2025-12-04 2025-12-05 specret NaN NaN -0.0028 unexplained
2025-12-04 2025-12-05 ind_banking_services -0.1517 0.0023 -0.0003 tilt_INDUSTRY
2025-12-04 2025-12-05 country_SG -0.0538 -0.0025 0.0001 tilt_COUNTRY
2025-12-04 2025-12-05 ind_consumer_goods_conglomerates -0.0116 0.0028 -0.0000 tilt_INDUSTRY
2025-12-04 2025-12-05 ind_specialty_reatil -0.0106 -0.0053 0.0001 tilt_INDUSTRY
2025-12-04 2025-12-05 ind_diversified_retail -0.0217 -0.0039 0.0001 tilt_INDUSTRY
2025-12-04 2025-12-05 impactCost NaN NaN -0.0002 cost
2025-12-04 2025-12-05 size_SMALL -0.0035 0.0011 -0.0000 tilt_SIZE
2025-12-04 2025-12-05 ind_oil_gas 0.0361 -0.0015 -0.0001 tilt_INDUSTRY
2025-12-04 2025-12-05 ind_computers_phones_household_electronics 0.0487 -0.0041 -0.0002 tilt_INDUSTRY
2025-12-04 2025-12-05 fcost NaN NaN -0.0000 cost
2025-12-04 2025-12-05 ind_communications_equipment -0.0154 0.0002 -0.0000 tilt_INDUSTRY
2025-12-04 2025-12-05 market -0.0346 -0.0048 0.0002 risk_exposure
2025-12-04 2025-12-05 linkage 0.5582 0.0007 0.0004 alpha_MOMENTUM
2025-12-04 2025-12-05 size_MICRO -0.0044 -0.0012 0.0000 tilt_SIZE
2025-12-04 2025-12-05 ind_transportation_infrastructure 0.0420 -0.0021 -0.0001 tilt_INDUSTRY
2025-12-04 2025-12-05 ind_automobile 0.0373 -0.0008 -0.0000 tilt_INDUSTRY
2025-12-04 2025-12-05 ind_semiconductors 0.0300 -0.0055 -0.0002 tilt_INDUSTRY
2025-12-04 2025-12-05 ind_office_equipment -0.0121 -0.0040 0.0000 tilt_INDUSTRY
2025-12-04 2025-12-05 country_IN 0.0000 0.0007 0.0000 tilt_COUNTRY
2025-12-04 2025-12-05 ind_construction_materials -0.0187 0.0012 -0.0000 tilt_INDUSTRY
2025-12-04 2025-12-05 ind_oil_gas_equipment_services -0.0094 -0.0084 0.0001 tilt_INDUSTRY
2025-12-04 2025-12-05 ind_hotels_entertainment 0.0319 -0.0045 -0.0001 tilt_INDUSTRY
2025-12-04 2025-12-05 country_XH 0.0638 0.0020 0.0001 tilt_COUNTRY
2025-12-04 2025-12-05 stability 1.4288 0.0001 0.0002 alpha_QUALITY
2025-12-04 2025-12-05 ind_chemicals -0.0184 -0.0008 0.0000 tilt_INDUSTRY
2025-12-04 2025-12-05 size_MID -0.0966 -0.0010 0.0001 tilt_SIZE
2025-12-04 2025-12-05 country_PH 0.0196 0.0050 0.0001 tilt_COUNTRY
2025-12-04 2025-12-05 ind_construction_engineering 0.0466 0.0027 0.0001 tilt_INDUSTRY
2025-12-04 2025-12-05 ind_healthcare_equipment_supplies -0.0745 -0.0031 0.0002 tilt_INDUSTRY
2025-12-04 2025-12-05 revision 3.2133 0.0007 0.0022 alpha_REVISION
2025-12-04 2025-12-05 country_AU -0.1012 -0.0006 0.0001 tilt_COUNTRY
2025-12-04 2025-12-05 ind_holding_companies 0.0050 0.0033 0.0000 tilt_INDUSTRY
2025-12-04 2025-12-05 sdiscrepancy NaN NaN -0.0002 unexplained
2025-12-04 2025-12-05 pdiscrepancy NaN NaN 0.0000 unexplained
2025-12-04 2025-12-05 ind_metals_mining 0.0107 0.0116 0.0001 tilt_INDUSTRY
2025-12-04 2025-12-05 ind_insurance 0.1413 0.0068 0.0010 tilt_INDUSTRY
2025-12-04 2025-12-05 ind_machinery 0.1103 0.0048 0.0005 tilt_INDUSTRY
2025-12-04 2025-12-05 ind_homebuilding_building_products -0.0265 -0.0024 0.0001 tilt_INDUSTRY
2025-12-04 2025-12-05 country_JP -0.0935 -0.0114 0.0011 tilt_COUNTRY
2025-12-04 2025-12-05 country_TH 0.0723 0.0011 0.0001 tilt_COUNTRY
2025-12-04 2025-12-05 country_MY 0.0334 -0.0011 -0.0000 tilt_COUNTRY
2025-12-04 2025-12-05 ind_uranium -0.0025 0.0304 -0.0001 tilt_INDUSTRY
2025-12-04 2025-12-05 ind_aerospace_defense -0.0069 0.0057 -0.0000 tilt_INDUSTRY
2025-12-04 2025-12-05 ind_containers_packaging 0.0010 -0.0051 -0.0000 tilt_INDUSTRY
2025-12-05 2025-12-08 specret NaN NaN -0.0006 unexplained
2025-12-05 2025-12-08 size_MICRO -0.0029 -0.0009 0.0000 tilt_SIZE
2025-12-05 2025-12-08 linearCost NaN NaN -0.0003 cost
2025-12-05 2025-12-08 bcost NaN NaN -0.0002 cost
2025-12-05 2025-12-08 neglect 0.1942 -0.0004 -0.0001 alpha_VALUE
2025-12-05 2025-12-08 linkage 0.5440 -0.0007 -0.0004 alpha_MOMENTUM
2025-12-05 2025-12-08 stability 1.4101 0.0007 0.0010 alpha_QUALITY
2025-12-05 2025-12-08 ind_construction_engineering 0.0583 0.0006 0.0000 tilt_INDUSTRY
2025-12-05 2025-12-08 ind_renewable_energy 0.0080 -0.0016 -0.0000 tilt_INDUSTRY
2025-12-05 2025-12-08 ind_diversified_retail -0.0225 -0.0005 0.0000 tilt_INDUSTRY
2025-12-05 2025-12-08 ind_metals_mining 0.0061 -0.0047 -0.0000 tilt_INDUSTRY
2025-12-05 2025-12-08 ind_aerospace_defense -0.0069 0.0033 -0.0000 tilt_INDUSTRY
2025-12-05 2025-12-08 ind_computers_phones_household_electronics 0.0496 0.0002 0.0000 tilt_INDUSTRY
2025-12-05 2025-12-08 ind_pharmaceuticals -0.0625 -0.0030 0.0002 tilt_INDUSTRY
2025-12-05 2025-12-08 ind_natural_gas_utilities 0.0196 0.0019 0.0000 tilt_INDUSTRY
2025-12-05 2025-12-08 ind_chemicals -0.0163 -0.0015 0.0000 tilt_INDUSTRY
2025-12-05 2025-12-08 impactCost NaN NaN -0.0002 cost
2025-12-05 2025-12-08 country_PH 0.0197 0.0064 0.0001 tilt_COUNTRY
2025-12-05 2025-12-08 ind_telecommunications_serices 0.1092 0.0019 0.0002 tilt_INDUSTRY
2025-12-05 2025-12-08 revision 3.2833 0.0010 0.0034 alpha_REVISION
2025-12-05 2025-12-08 ind_leisure_products 0.0140 -0.0051 -0.0001 tilt_INDUSTRY
2025-12-05 2025-12-08 pdiscrepancy NaN NaN 0.0000 unexplained
2025-12-05 2025-12-08 ind_software_it_services -0.0330 0.0005 -0.0000 tilt_INDUSTRY
2025-12-05 2025-12-08 value_gc 1.4502 -0.0008 -0.0012 alpha_VALUE
2025-12-05 2025-12-08 ind_real_estate_operations -0.0314 -0.0028 0.0001 tilt_INDUSTRY
2025-12-05 2025-12-08 ind_industrial_distribution 0.0030 0.0111 0.0000 tilt_INDUSTRY
2025-12-05 2025-12-08 country_TW -0.0020 -0.0015 0.0000 tilt_COUNTRY
2025-12-05 2025-12-08 country_JP -0.0968 0.0096 -0.0009 tilt_COUNTRY
2025-12-05 2025-12-08 market -0.0226 -0.0083 0.0002 risk_exposure
2025-12-05 2025-12-08 momentum 0.2132 0.0004 0.0001 alpha_MOMENTUM
2025-12-05 2025-12-08 ind_fintech -0.0141 0.0003 -0.0000 tilt_INDUSTRY
2025-12-05 2025-12-08 ind_transportation_infrastructure 0.0412 0.0009 0.0000 tilt_INDUSTRY
2025-12-05 2025-12-08 size_MID -0.0979 -0.0003 0.0000 tilt_SIZE
2025-12-05 2025-12-08 country_NZ -0.0167 0.0078 -0.0001 tilt_COUNTRY
2025-12-05 2025-12-08 ind_food_tobacco 0.0602 -0.0019 -0.0001 tilt_INDUSTRY
2025-12-05 2025-12-08 ind_hotels_entertainment 0.0337 -0.0007 -0.0000 tilt_INDUSTRY
2025-12-05 2025-12-08 ind_integrated_hardware_software 0.0000 0.0025 0.0000 tilt_INDUSTRY
2025-12-05 2025-12-08 ind_office_equipment -0.0139 0.0065 -0.0001 tilt_INDUSTRY
2025-12-05 2025-12-08 size_SMALL 0.0099 -0.0002 -0.0000 tilt_SIZE
2025-12-05 2025-12-08 ind_multiline_utilities -0.0127 -0.0043 0.0001 tilt_INDUSTRY
2025-12-05 2025-12-08 ind_coal -0.0419 -0.0142 0.0006 tilt_INDUSTRY
2025-12-05 2025-12-08 ind_specialty_reatil -0.0151 -0.0026 0.0000 tilt_INDUSTRY
2025-12-05 2025-12-08 country_CN -0.0531 0.0010 -0.0001 tilt_COUNTRY
2025-12-05 2025-12-08 country_TH 0.0720 -0.0020 -0.0001 tilt_COUNTRY
2025-12-05 2025-12-08 ind_consumer_goods_conglomerates -0.0117 0.0031 -0.0000 tilt_INDUSTRY
2025-12-05 2025-12-08 fcost NaN NaN -0.0001 cost
2025-12-05 2025-12-08 ind_banking_services -0.1504 -0.0008 0.0001 tilt_INDUSTRY
2025-12-05 2025-12-08 ind_textiles_apparel -0.0057 -0.0049 0.0000 tilt_INDUSTRY
2025-12-05 2025-12-08 sdiscrepancy NaN NaN -0.0002 unexplained
2025-12-05 2025-12-08 ind_household_goods -0.0508 -0.0047 0.0002 tilt_INDUSTRY
2025-12-05 2025-12-08 ind_electric_utilities_ipps -0.0891 -0.0037 0.0003 tilt_INDUSTRY
2025-12-05 2025-12-08 ind_semiconductors 0.0334 0.0090 0.0003 tilt_INDUSTRY
2025-12-05 2025-12-08 country_MY 0.0324 0.0015 0.0000 tilt_COUNTRY
2025-12-05 2025-12-08 fmom 0.2447 0.0002 0.0000 alpha_QUALITY
2025-12-05 2025-12-08 sbeta_market 0.0478 0.0099 0.0005 risk_exposure
2025-12-05 2025-12-08 country_ID 0.0000 0.0095 0.0000 tilt_COUNTRY
2025-12-05 2025-12-08 quality 2.2840 -0.0009 -0.0020 alpha_QUALITY
2025-12-05 2025-12-08 ind_healthcare_providers_services 0.0308 0.0022 0.0001 tilt_INDUSTRY
2025-12-05 2025-12-08 ind_insurance 0.1411 0.0040 0.0006 tilt_INDUSTRY
2025-12-05 2025-12-08 ind_commercial_services_supplies -0.0659 0.0013 -0.0001 tilt_INDUSTRY
2025-12-05 2025-12-08 ind_construction_materials -0.0200 -0.0005 0.0000 tilt_INDUSTRY
2025-12-05 2025-12-08 country_IN 0.0000 -0.0137 0.0000 tilt_COUNTRY
2025-12-05 2025-12-08 country_KR 0.0013 0.0015 0.0000 tilt_COUNTRY
2025-12-05 2025-12-08 country_SG -0.0537 -0.0024 0.0001 tilt_COUNTRY
2025-12-05 2025-12-08 size_LARGE 0.0683 0.0008 0.0001 tilt_SIZE
2025-12-05 2025-12-08 ind_investment_services 0.0366 0.0028 0.0001 tilt_INDUSTRY
2025-12-05 2025-12-08 ind_containers_packaging 0.0012 -0.0058 -0.0000 tilt_INDUSTRY
2025-12-05 2025-12-08 ind_automobile 0.0326 0.0007 0.0000 tilt_INDUSTRY
2025-12-05 2025-12-08 ind_oil_gas_equipment_services -0.0095 -0.0100 0.0001 tilt_INDUSTRY
2025-12-05 2025-12-08 ind_passenger_transportation -0.0350 0.0038 -0.0001 tilt_INDUSTRY
2025-12-05 2025-12-08 country_XH 0.0587 -0.0116 -0.0007 tilt_COUNTRY
2025-12-05 2025-12-08 ind_communications_equipment -0.0146 0.0055 -0.0001 tilt_INDUSTRY
2025-12-05 2025-12-08 country_HK 0.1167 -0.0100 -0.0012 tilt_COUNTRY
2025-12-05 2025-12-08 ind_water_utilities 0.0014 -0.0053 -0.0000 tilt_INDUSTRY
2025-12-05 2025-12-08 ind_paper_forestry -0.0093 -0.0011 0.0000 tilt_INDUSTRY
2025-12-05 2025-12-08 ind_machinery 0.0996 0.0015 0.0001 tilt_INDUSTRY
2025-12-05 2025-12-08 ind_biotechnology 0.0007 -0.0058 -0.0000 tilt_INDUSTRY
2025-12-05 2025-12-08 ind_healthcare_equipment_supplies -0.0700 -0.0055 0.0004 tilt_INDUSTRY
2025-12-05 2025-12-08 ind_uranium -0.0025 -0.0335 0.0001 tilt_INDUSTRY
2025-12-05 2025-12-08 ind_oil_gas 0.0359 -0.0009 -0.0000 tilt_INDUSTRY
2025-12-05 2025-12-08 ind_beverages -0.0776 -0.0079 0.0006 tilt_INDUSTRY
2025-12-05 2025-12-08 ind_holding_companies 0.0050 -0.0012 -0.0000 tilt_INDUSTRY
2025-12-05 2025-12-08 ind_homebuilding_building_products -0.0228 0.0048 -0.0001 tilt_INDUSTRY
2025-12-05 2025-12-08 ind_electronic_equipment -0.0448 0.0023 -0.0001 tilt_INDUSTRY
2025-12-05 2025-12-08 country_AU -0.1011 0.0036 -0.0004 tilt_COUNTRY
2025-12-05 2025-12-08 reversal 1.4799 0.0008 0.0012 alpha_REVERSAL
2025-12-05 2025-12-08 ind_freight_logistics 0.0135 -0.0033 -0.0000 tilt_INDUSTRY
2025-12-05 2025-12-08 ind_household_products_services 0.0278 -0.0011 -0.0000 tilt_INDUSTRY
2025-12-05 2025-12-08 ind_food_drug_retail 0.0588 -0.0027 -0.0002 tilt_INDUSTRY
2025-12-05 2025-12-08 ind_media_publishing 0.0057 0.0007 0.0000 tilt_INDUSTRY
2025-12-05 2025-12-08 value_liq 1.3335 -0.0002 -0.0003 alpha_VALUE
2025-12-08 2025-12-09 country_NZ -0.0167 0.0023 -0.0000 tilt_COUNTRY
2025-12-08 2025-12-09 linkage 0.5832 -0.0004 -0.0002 alpha_MOMENTUM
2025-12-08 2025-12-09 country_SG -0.0529 0.0036 -0.0002 tilt_COUNTRY
2025-12-08 2025-12-09 pdiscrepancy NaN NaN 0.0000 unexplained
2025-12-08 2025-12-09 ind_computers_phones_household_electronics 0.0504 -0.0012 -0.0001 tilt_INDUSTRY
2025-12-08 2025-12-09 ind_industrial_distribution 0.0039 0.0058 0.0000 tilt_INDUSTRY
2025-12-08 2025-12-09 country_IN 0.0000 0.0103 0.0000 tilt_COUNTRY
2025-12-08 2025-12-09 ind_oil_gas 0.0375 -0.0061 -0.0002 tilt_INDUSTRY
2025-12-08 2025-12-09 sbeta_market 0.0242 -0.0019 -0.0000 risk_exposure
2025-12-08 2025-12-09 momentum 0.2403 0.0003 0.0001 alpha_MOMENTUM
2025-12-08 2025-12-09 revision 3.3018 0.0002 0.0008 alpha_REVISION
2025-12-08 2025-12-09 value_gc 1.4442 -0.0006 -0.0009 alpha_VALUE
2025-12-08 2025-12-09 market -0.0358 -0.0037 0.0001 risk_exposure
2025-12-08 2025-12-09 country_MY 0.0317 0.0064 0.0002 tilt_COUNTRY
2025-12-08 2025-12-09 ind_paper_forestry -0.0092 -0.0151 0.0001 tilt_INDUSTRY
2025-12-08 2025-12-09 country_JP -0.0971 0.0049 -0.0005 tilt_COUNTRY
2025-12-08 2025-12-09 country_TW 0.0041 0.0024 0.0000 tilt_COUNTRY
2025-12-08 2025-12-09 country_AU -0.0986 0.0031 -0.0003 tilt_COUNTRY
2025-12-08 2025-12-09 ind_holding_companies 0.0049 -0.0010 -0.0000 tilt_INDUSTRY
2025-12-08 2025-12-09 size_LARGE 0.0676 0.0001 0.0000 tilt_SIZE
2025-12-08 2025-12-09 size_SMALL 0.0012 0.0005 0.0000 tilt_SIZE
2025-12-08 2025-12-09 country_KR 0.0014 0.0039 0.0000 tilt_COUNTRY
2025-12-08 2025-12-09 ind_textiles_apparel -0.0104 -0.0027 0.0000 tilt_INDUSTRY
2025-12-08 2025-12-09 sdiscrepancy NaN NaN -0.0005 unexplained
2025-12-08 2025-12-09 ind_construction_materials -0.0217 -0.0058 0.0001 tilt_INDUSTRY
2025-12-08 2025-12-09 ind_electronic_equipment -0.0532 0.0089 -0.0005 tilt_INDUSTRY
2025-12-08 2025-12-09 ind_aerospace_defense -0.0062 0.0025 -0.0000 tilt_INDUSTRY
2025-12-08 2025-12-09 ind_healthcare_equipment_supplies -0.0646 -0.0023 0.0002 tilt_INDUSTRY
2025-12-08 2025-12-09 ind_beverages -0.0773 -0.0029 0.0002 tilt_INDUSTRY
2025-12-08 2025-12-09 ind_renewable_energy 0.0105 0.0070 0.0001 tilt_INDUSTRY
2025-12-08 2025-12-09 ind_pharmaceuticals -0.0571 0.0022 -0.0001 tilt_INDUSTRY
2025-12-08 2025-12-09 stability 1.4072 -0.0001 -0.0001 alpha_QUALITY
2025-12-08 2025-12-09 ind_media_publishing 0.0058 -0.0008 -0.0000 tilt_INDUSTRY
2025-12-08 2025-12-09 quality 2.2312 0.0005 0.0012 alpha_QUALITY
2025-12-08 2025-12-09 country_HK 0.1205 -0.0027 -0.0003 tilt_COUNTRY
2025-12-08 2025-12-09 ind_communications_equipment -0.0170 0.0049 -0.0001 tilt_INDUSTRY
2025-12-08 2025-12-09 bcost NaN NaN -0.0001 cost
2025-12-08 2025-12-09 ind_chemicals -0.0081 -0.0007 0.0000 tilt_INDUSTRY
2025-12-08 2025-12-09 ind_multiline_utilities -0.0126 0.0028 -0.0000 tilt_INDUSTRY
2025-12-08 2025-12-09 ind_oil_gas_equipment_services -0.0102 0.0017 -0.0000 tilt_INDUSTRY
2025-12-08 2025-12-09 ind_containers_packaging 0.0016 -0.0001 -0.0000 tilt_INDUSTRY
2025-12-08 2025-12-09 ind_specialty_reatil -0.0218 -0.0050 0.0001 tilt_INDUSTRY
2025-12-08 2025-12-09 country_PH 0.0195 0.0065 0.0001 tilt_COUNTRY
2025-12-08 2025-12-09 fcost NaN NaN -0.0000 cost
2025-12-08 2025-12-09 ind_water_utilities 0.0014 -0.0067 -0.0000 tilt_INDUSTRY
2025-12-08 2025-12-09 ind_consumer_goods_conglomerates -0.0112 0.0032 -0.0000 tilt_INDUSTRY
2025-12-08 2025-12-09 ind_commercial_services_supplies -0.0691 -0.0002 0.0000 tilt_INDUSTRY
2025-12-08 2025-12-09 ind_office_equipment -0.0153 0.0103 -0.0002 tilt_INDUSTRY
2025-12-08 2025-12-09 ind_banking_services -0.1464 0.0022 -0.0003 tilt_INDUSTRY
2025-12-08 2025-12-09 ind_integrated_hardware_software 0.0000 0.0011 0.0000 tilt_INDUSTRY
2025-12-08 2025-12-09 specret NaN NaN -0.0007 unexplained
2025-12-08 2025-12-09 fmom 0.2476 -0.0002 -0.0001 alpha_QUALITY
2025-12-08 2025-12-09 ind_insurance 0.1361 -0.0013 -0.0002 tilt_INDUSTRY
2025-12-08 2025-12-09 ind_natural_gas_utilities 0.0162 -0.0037 -0.0001 tilt_INDUSTRY
2025-12-08 2025-12-09 ind_household_products_services 0.0287 -0.0025 -0.0001 tilt_INDUSTRY
2025-12-08 2025-12-09 ind_healthcare_providers_services 0.0373 0.0017 0.0001 tilt_INDUSTRY
2025-12-08 2025-12-09 value_liq 1.3487 -0.0006 -0.0008 alpha_VALUE
2025-12-08 2025-12-09 ind_electric_utilities_ipps -0.0882 0.0013 -0.0001 tilt_INDUSTRY
2025-12-08 2025-12-09 size_MICRO -0.0059 0.0027 -0.0000 tilt_SIZE
2025-12-08 2025-12-09 ind_transportation_infrastructure 0.0400 -0.0000 -0.0000 tilt_INDUSTRY
2025-12-08 2025-12-09 ind_metals_mining -0.0009 -0.0125 0.0000 tilt_INDUSTRY
2025-12-08 2025-12-09 ind_leisure_products 0.0136 -0.0051 -0.0001 tilt_INDUSTRY
2025-12-08 2025-12-09 ind_passenger_transportation -0.0346 -0.0035 0.0001 tilt_INDUSTRY
2025-12-08 2025-12-09 ind_food_tobacco 0.0570 0.0007 0.0000 tilt_INDUSTRY
2025-12-08 2025-12-09 country_CN -0.0773 -0.0029 0.0002 tilt_COUNTRY
2025-12-08 2025-12-09 country_XH 0.0561 -0.0103 -0.0006 tilt_COUNTRY
2025-12-08 2025-12-09 ind_telecommunications_serices 0.1096 0.0036 0.0004 tilt_INDUSTRY
2025-12-08 2025-12-09 ind_fintech -0.0106 -0.0024 0.0000 tilt_INDUSTRY
2025-12-08 2025-12-09 size_MID -0.0988 -0.0007 0.0001 tilt_SIZE
2025-12-08 2025-12-09 ind_coal -0.0415 -0.0026 0.0001 tilt_INDUSTRY
2025-12-08 2025-12-09 country_ID 0.0000 -0.0055 0.0000 tilt_COUNTRY
2025-12-08 2025-12-09 ind_food_drug_retail 0.0581 0.0025 0.0001 tilt_INDUSTRY
2025-12-08 2025-12-09 country_TH 0.0736 0.0089 0.0007 tilt_COUNTRY
2025-12-08 2025-12-09 ind_automobile 0.0277 0.0003 0.0000 tilt_INDUSTRY
2025-12-08 2025-12-09 ind_semiconductors 0.0330 0.0058 0.0002 tilt_INDUSTRY
2025-12-08 2025-12-09 ind_hotels_entertainment 0.0349 -0.0041 -0.0001 tilt_INDUSTRY
2025-12-08 2025-12-09 linearCost NaN NaN -0.0003 cost
2025-12-08 2025-12-09 reversal 1.4374 0.0004 0.0005 alpha_REVERSAL
2025-12-08 2025-12-09 ind_biotechnology 0.0010 0.0053 0.0000 tilt_INDUSTRY
2025-12-08 2025-12-09 ind_construction_engineering 0.0611 -0.0017 -0.0001 tilt_INDUSTRY
2025-12-08 2025-12-09 ind_software_it_services -0.0383 -0.0028 0.0001 tilt_INDUSTRY
2025-12-08 2025-12-09 ind_homebuilding_building_products -0.0174 -0.0054 0.0001 tilt_INDUSTRY
2025-12-08 2025-12-09 ind_investment_services 0.0391 -0.0027 -0.0001 tilt_INDUSTRY
2025-12-08 2025-12-09 ind_uranium -0.0024 0.0131 -0.0000 tilt_INDUSTRY
2025-12-08 2025-12-09 ind_machinery 0.0916 0.0024 0.0002 tilt_INDUSTRY
2025-12-08 2025-12-09 neglect 0.2325 -0.0007 -0.0002 alpha_VALUE
2025-12-08 2025-12-09 ind_diversified_retail -0.0243 0.0011 -0.0000 tilt_INDUSTRY
2025-12-08 2025-12-09 impactCost NaN NaN -0.0002 cost
2025-12-08 2025-12-09 ind_real_estate_operations -0.0265 -0.0075 0.0002 tilt_INDUSTRY
2025-12-08 2025-12-09 ind_household_goods -0.0505 -0.0022 0.0001 tilt_INDUSTRY
2025-12-08 2025-12-09 ind_freight_logistics 0.0090 0.0024 0.0000 tilt_INDUSTRY
2025-12-09 2025-12-10 country_KR 0.0014 -0.0084 -0.0000 tilt_COUNTRY
2025-12-09 2025-12-10 ind_electronic_equipment -0.0551 -0.0024 0.0001 tilt_INDUSTRY
2025-12-09 2025-12-10 ind_construction_materials -0.0233 0.0022 -0.0001 tilt_INDUSTRY
2025-12-09 2025-12-10 ind_household_products_services 0.0325 0.0005 0.0000 tilt_INDUSTRY
2025-12-09 2025-12-10 ind_machinery 0.1053 -0.0002 -0.0000 tilt_INDUSTRY
2025-12-09 2025-12-10 ind_textiles_apparel -0.0109 0.0027 -0.0000 tilt_INDUSTRY
2025-12-09 2025-12-10 sdiscrepancy NaN NaN -0.0003 unexplained
2025-12-09 2025-12-10 ind_natural_gas_utilities 0.0163 0.0059 0.0001 tilt_INDUSTRY
2025-12-09 2025-12-10 ind_metals_mining -0.0075 0.0088 -0.0001 tilt_INDUSTRY
2025-12-09 2025-12-10 ind_biotechnology 0.0010 0.0018 0.0000 tilt_INDUSTRY
2025-12-09 2025-12-10 ind_coal -0.0408 -0.0011 0.0000 tilt_INDUSTRY
2025-12-09 2025-12-10 ind_holding_companies 0.0050 0.0000 0.0000 tilt_INDUSTRY
2025-12-09 2025-12-10 impactCost NaN NaN -0.0002 cost
2025-12-09 2025-12-10 ind_diversified_retail -0.0255 0.0037 -0.0001 tilt_INDUSTRY
2025-12-09 2025-12-10 ind_renewable_energy 0.0119 -0.0152 -0.0002 tilt_INDUSTRY
2025-12-09 2025-12-10 ind_pharmaceuticals -0.0613 0.0002 -0.0000 tilt_INDUSTRY
2025-12-09 2025-12-10 ind_aerospace_defense -0.0068 0.0019 -0.0000 tilt_INDUSTRY
2025-12-09 2025-12-10 ind_construction_engineering 0.0624 0.0021 0.0001 tilt_INDUSTRY
2025-12-09 2025-12-10 linearCost NaN NaN -0.0003 cost
2025-12-09 2025-12-10 stability 1.3847 0.0002 0.0003 alpha_QUALITY
2025-12-09 2025-12-10 ind_healthcare_equipment_supplies -0.0629 -0.0030 0.0002 tilt_INDUSTRY
2025-12-09 2025-12-10 ind_commercial_services_supplies -0.0739 -0.0045 0.0003 tilt_INDUSTRY
2025-12-09 2025-12-10 ind_beverages -0.0768 0.0010 -0.0001 tilt_INDUSTRY
2025-12-09 2025-12-10 ind_semiconductors 0.0341 -0.0002 -0.0000 tilt_INDUSTRY
2025-12-09 2025-12-10 value_liq 1.3688 0.0001 0.0002 alpha_VALUE
2025-12-09 2025-12-10 ind_investment_services 0.0392 -0.0003 -0.0000 tilt_INDUSTRY
2025-12-09 2025-12-10 country_IN 0.0000 -0.0058 0.0000 tilt_COUNTRY
2025-12-09 2025-12-10 sbeta_market 0.0314 -0.0008 -0.0000 risk_exposure
2025-12-09 2025-12-10 ind_automobile 0.0239 0.0036 0.0001 tilt_INDUSTRY
2025-12-09 2025-12-10 ind_water_utilities 0.0014 -0.0042 -0.0000 tilt_INDUSTRY
2025-12-09 2025-12-10 ind_household_goods -0.0480 0.0034 -0.0002 tilt_INDUSTRY
2025-12-09 2025-12-10 ind_paper_forestry -0.0091 0.0026 -0.0000 tilt_INDUSTRY
2025-12-09 2025-12-10 ind_uranium -0.0025 0.0258 -0.0001 tilt_INDUSTRY
2025-12-09 2025-12-10 ind_oil_gas 0.0391 -0.0013 -0.0000 tilt_INDUSTRY
2025-12-09 2025-12-10 country_AU -0.0982 -0.0048 0.0005 tilt_COUNTRY
2025-12-09 2025-12-10 reversal 1.5029 -0.0002 -0.0003 alpha_REVERSAL
2025-12-09 2025-12-10 ind_computers_phones_household_electronics 0.0516 -0.0052 -0.0003 tilt_INDUSTRY
2025-12-09 2025-12-10 country_MY 0.0317 -0.0015 -0.0000 tilt_COUNTRY
2025-12-09 2025-12-10 ind_office_equipment -0.0151 -0.0001 0.0000 tilt_INDUSTRY
2025-12-09 2025-12-10 ind_healthcare_providers_services 0.0416 -0.0048 -0.0002 tilt_INDUSTRY
2025-12-09 2025-12-10 country_XH 0.0660 -0.0004 -0.0000 tilt_COUNTRY
2025-12-09 2025-12-10 ind_media_publishing 0.0054 0.0015 0.0000 tilt_INDUSTRY
2025-12-09 2025-12-10 ind_passenger_transportation -0.0340 0.0015 -0.0001 tilt_INDUSTRY
2025-12-09 2025-12-10 quality 2.1425 0.0007 0.0015 alpha_QUALITY
2025-12-09 2025-12-10 country_HK 0.1195 -0.0029 -0.0003 tilt_COUNTRY
2025-12-09 2025-12-10 ind_communications_equipment -0.0211 0.0009 -0.0000 tilt_INDUSTRY
2025-12-09 2025-12-10 ind_electric_utilities_ipps -0.0902 0.0022 -0.0002 tilt_INDUSTRY
2025-12-09 2025-12-10 ind_containers_packaging 0.0023 -0.0038 -0.0000 tilt_INDUSTRY
2025-12-09 2025-12-10 fmom 0.2476 0.0002 0.0000 alpha_QUALITY
2025-12-09 2025-12-10 ind_insurance 0.1353 0.0012 0.0002 tilt_INDUSTRY
2025-12-09 2025-12-10 country_ID 0.0000 0.0025 0.0000 tilt_COUNTRY
2025-12-09 2025-12-10 ind_freight_logistics -0.0044 -0.0042 0.0000 tilt_INDUSTRY
2025-12-09 2025-12-10 ind_oil_gas_equipment_services -0.0109 -0.0006 0.0000 tilt_INDUSTRY
2025-12-09 2025-12-10 country_SG -0.0523 -0.0005 0.0000 tilt_COUNTRY
2025-12-09 2025-12-10 size_LARGE 0.0668 -0.0007 -0.0000 tilt_SIZE
2025-12-09 2025-12-10 ind_homebuilding_building_products -0.0133 -0.0021 0.0000 tilt_INDUSTRY
2025-12-09 2025-12-10 bcost NaN NaN -0.0001 cost
2025-12-09 2025-12-10 ind_food_drug_retail 0.0587 -0.0009 -0.0000 tilt_INDUSTRY
2025-12-09 2025-12-10 ind_fintech -0.0077 0.0003 -0.0000 tilt_INDUSTRY
2025-12-09 2025-12-10 ind_telecommunications_serices 0.1097 -0.0010 -0.0001 tilt_INDUSTRY
2025-12-09 2025-12-10 ind_consumer_goods_conglomerates -0.0107 -0.0011 0.0000 tilt_INDUSTRY
2025-12-09 2025-12-10 ind_industrial_distribution 0.0039 0.0002 0.0000 tilt_INDUSTRY
2025-12-09 2025-12-10 country_NZ -0.0166 -0.0121 0.0002 tilt_COUNTRY
2025-12-09 2025-12-10 country_TH 0.0752 -0.0005 -0.0000 tilt_COUNTRY
2025-12-09 2025-12-10 ind_real_estate_operations -0.0231 0.0067 -0.0002 tilt_INDUSTRY
2025-12-09 2025-12-10 country_TW 0.0062 -0.0002 -0.0000 tilt_COUNTRY
2025-12-09 2025-12-10 ind_banking_services -0.1357 -0.0040 0.0005 tilt_INDUSTRY
2025-12-09 2025-12-10 country_JP -0.0998 0.0028 -0.0003 tilt_COUNTRY
2025-12-09 2025-12-10 country_CN -0.0793 0.0019 -0.0001 tilt_COUNTRY
2025-12-09 2025-12-10 ind_multiline_utilities -0.0127 -0.0018 0.0000 tilt_INDUSTRY
2025-12-09 2025-12-10 size_MID -0.0962 0.0010 -0.0001 tilt_SIZE
2025-12-09 2025-12-10 ind_integrated_hardware_software 0.0000 -0.0035 0.0000 tilt_INDUSTRY
2025-12-09 2025-12-10 ind_food_tobacco 0.0565 0.0007 0.0000 tilt_INDUSTRY
2025-12-09 2025-12-10 linkage 0.6077 0.0004 0.0002 alpha_MOMENTUM
2025-12-09 2025-12-10 revision 3.2560 -0.0000 -0.0001 alpha_REVISION
2025-12-09 2025-12-10 ind_transportation_infrastructure 0.0389 0.0034 0.0001 tilt_INDUSTRY
2025-12-09 2025-12-10 fcost NaN NaN -0.0000 cost
2025-12-09 2025-12-10 momentum 0.2232 -0.0006 -0.0001 alpha_MOMENTUM
2025-12-09 2025-12-10 ind_chemicals -0.0027 0.0008 -0.0000 tilt_INDUSTRY
2025-12-09 2025-12-10 pdiscrepancy NaN NaN 0.0000 unexplained
2025-12-09 2025-12-10 ind_specialty_reatil -0.0269 -0.0003 0.0000 tilt_INDUSTRY
2025-12-09 2025-12-10 ind_hotels_entertainment 0.0359 0.0015 0.0001 tilt_INDUSTRY
2025-12-09 2025-12-10 size_SMALL 0.0106 -0.0007 -0.0000 tilt_SIZE
2025-12-09 2025-12-10 neglect 0.2502 -0.0003 -0.0001 alpha_VALUE
2025-12-09 2025-12-10 specret NaN NaN 0.0030 unexplained
2025-12-09 2025-12-10 country_PH 0.0193 -0.0026 -0.0000 tilt_COUNTRY
2025-12-09 2025-12-10 market -0.0269 0.0012 -0.0000 risk_exposure
2025-12-09 2025-12-10 ind_software_it_services -0.0401 -0.0023 0.0001 tilt_INDUSTRY
2025-12-09 2025-12-10 ind_leisure_products 0.0138 -0.0041 -0.0001 tilt_INDUSTRY
2025-12-09 2025-12-10 value_gc 1.4179 -0.0002 -0.0003 alpha_VALUE
2025-12-09 2025-12-10 size_MICRO -0.0082 0.0005 -0.0000 tilt_SIZE
2025-12-10 2025-12-11 ind_homebuilding_building_products -0.0106 -0.0009 0.0000 tilt_INDUSTRY
2025-12-10 2025-12-11 country_XH 0.0745 0.0049 0.0004 tilt_COUNTRY
2025-12-10 2025-12-11 ind_food_tobacco 0.0555 -0.0044 -0.0002 tilt_INDUSTRY
2025-12-10 2025-12-11 size_LARGE 0.0718 0.0020 0.0001 tilt_SIZE
2025-12-10 2025-12-11 quality 2.0655 0.0007 0.0014 alpha_QUALITY
2025-12-10 2025-12-11 ind_freight_logistics -0.0118 0.0030 -0.0000 tilt_INDUSTRY
2025-12-10 2025-12-11 country_ID 0.0000 -0.0121 0.0000 tilt_COUNTRY
2025-12-10 2025-12-11 momentum 0.2178 0.0002 0.0000 alpha_MOMENTUM
2025-12-10 2025-12-11 ind_insurance 0.1367 0.0036 0.0005 tilt_INDUSTRY
2025-12-10 2025-12-11 ind_machinery 0.1208 0.0025 0.0003 tilt_INDUSTRY
2025-12-10 2025-12-11 fmom 0.2445 0.0002 0.0001 alpha_QUALITY
2025-12-10 2025-12-11 linkage 0.5963 0.0001 0.0001 alpha_MOMENTUM
2025-12-10 2025-12-11 ind_commercial_services_supplies -0.0788 0.0004 -0.0000 tilt_INDUSTRY
2025-12-10 2025-12-11 size_MID -0.0907 -0.0007 0.0001 tilt_SIZE
2025-12-10 2025-12-11 fcost NaN NaN -0.0000 cost
2025-12-10 2025-12-11 ind_electric_utilities_ipps -0.0931 -0.0028 0.0003 tilt_INDUSTRY
2025-12-10 2025-12-11 ind_oil_gas_equipment_services -0.0108 -0.0022 0.0000 tilt_INDUSTRY
2025-12-10 2025-12-11 country_NZ -0.0167 0.0042 -0.0001 tilt_COUNTRY
2025-12-10 2025-12-11 ind_semiconductors 0.0347 -0.0005 -0.0000 tilt_INDUSTRY
2025-12-10 2025-12-11 ind_leisure_products 0.0141 -0.0029 -0.0000 tilt_INDUSTRY
2025-12-10 2025-12-11 ind_computers_phones_household_electronics 0.0524 -0.0009 -0.0000 tilt_INDUSTRY
2025-12-10 2025-12-11 pdiscrepancy NaN NaN 0.0002 unexplained
2025-12-10 2025-12-11 reversal 1.3564 -0.0002 -0.0003 alpha_REVERSAL
2025-12-10 2025-12-11 country_MY 0.0355 0.0105 0.0004 tilt_COUNTRY
2025-12-10 2025-12-11 ind_software_it_services -0.0333 -0.0030 0.0001 tilt_INDUSTRY
2025-12-10 2025-12-11 country_AU -0.0970 0.0017 -0.0002 tilt_COUNTRY
2025-12-10 2025-12-11 ind_oil_gas 0.0380 -0.0043 -0.0002 tilt_INDUSTRY
2025-12-10 2025-12-11 ind_uranium -0.0025 0.0146 -0.0000 tilt_INDUSTRY
2025-12-10 2025-12-11 ind_transportation_infrastructure 0.0388 -0.0046 -0.0002 tilt_INDUSTRY
2025-12-10 2025-12-11 ind_paper_forestry -0.0093 0.0081 -0.0001 tilt_INDUSTRY
2025-12-10 2025-12-11 revision 3.2141 0.0000 0.0001 alpha_REVISION
2025-12-10 2025-12-11 ind_household_goods -0.0480 -0.0013 0.0001 tilt_INDUSTRY
2025-12-10 2025-12-11 ind_containers_packaging 0.0029 0.0009 0.0000 tilt_INDUSTRY
2025-12-10 2025-12-11 ind_automobile 0.0199 0.0020 0.0000 tilt_INDUSTRY
2025-12-10 2025-12-11 sbeta_market 0.0582 -0.0119 -0.0007 risk_exposure
2025-12-10 2025-12-11 country_IN 0.0000 0.0068 0.0000 tilt_COUNTRY
2025-12-10 2025-12-11 ind_investment_services 0.0379 0.0030 0.0001 tilt_INDUSTRY
2025-12-10 2025-12-11 ind_real_estate_operations -0.0158 -0.0025 0.0000 tilt_INDUSTRY
2025-12-10 2025-12-11 ind_industrial_distribution 0.0040 0.0090 0.0000 tilt_INDUSTRY
2025-12-10 2025-12-11 value_gc 1.3750 0.0005 0.0006 alpha_VALUE
2025-12-10 2025-12-11 country_TW 0.0071 0.0038 0.0000 tilt_COUNTRY
2025-12-10 2025-12-11 country_HK 0.1141 0.0037 0.0004 tilt_COUNTRY
2025-12-10 2025-12-11 ind_fintech -0.0085 -0.0028 0.0000 tilt_INDUSTRY
2025-12-10 2025-12-11 ind_water_utilities 0.0014 0.0041 0.0000 tilt_INDUSTRY
2025-12-10 2025-12-11 market -0.0051 0.0041 -0.0000 risk_exposure
2025-12-10 2025-12-11 ind_healthcare_providers_services 0.0413 -0.0046 -0.0002 tilt_INDUSTRY
2025-12-10 2025-12-11 country_JP -0.1015 -0.0049 0.0005 tilt_COUNTRY
2025-12-10 2025-12-11 ind_hotels_entertainment 0.0374 -0.0045 -0.0002 tilt_INDUSTRY
2025-12-10 2025-12-11 ind_natural_gas_utilities 0.0163 -0.0013 -0.0000 tilt_INDUSTRY
2025-12-10 2025-12-11 size_MICRO -0.0079 -0.0027 0.0000 tilt_SIZE
2025-12-10 2025-12-11 country_CN -0.0598 -0.0014 0.0001 tilt_COUNTRY
2025-12-10 2025-12-11 ind_electronic_equipment -0.0532 -0.0022 0.0001 tilt_INDUSTRY
2025-12-10 2025-12-11 ind_diversified_retail -0.0272 0.0038 -0.0001 tilt_INDUSTRY
2025-12-10 2025-12-11 ind_food_drug_retail 0.0575 -0.0084 -0.0005 tilt_INDUSTRY
2025-12-10 2025-12-11 ind_construction_materials -0.0248 0.0009 -0.0000 tilt_INDUSTRY
2025-12-10 2025-12-11 ind_renewable_energy 0.0127 0.0082 0.0001 tilt_INDUSTRY
2025-12-10 2025-12-11 country_KR 0.0016 -0.0002 -0.0000 tilt_COUNTRY
2025-12-10 2025-12-11 country_PH 0.0193 0.0079 0.0002 tilt_COUNTRY
2025-12-10 2025-12-11 ind_integrated_hardware_software 0.0000 -0.0052 0.0000 tilt_INDUSTRY
2025-12-10 2025-12-11 ind_banking_services -0.1297 0.0021 -0.0003 tilt_INDUSTRY
2025-12-10 2025-12-11 ind_household_products_services 0.0342 0.0010 0.0000 tilt_INDUSTRY
2025-12-10 2025-12-11 ind_consumer_goods_conglomerates -0.0104 -0.0074 0.0001 tilt_INDUSTRY
2025-12-10 2025-12-11 stability 1.3977 0.0004 0.0006 alpha_QUALITY
2025-12-10 2025-12-11 sdiscrepancy NaN NaN 0.0008 unexplained
2025-12-10 2025-12-11 ind_telecommunications_serices 0.1104 -0.0034 -0.0004 tilt_INDUSTRY
2025-12-10 2025-12-11 ind_metals_mining -0.0126 0.0026 -0.0000 tilt_INDUSTRY
2025-12-10 2025-12-11 ind_textiles_apparel -0.0104 -0.0019 0.0000 tilt_INDUSTRY
2025-12-10 2025-12-11 country_TH 0.0705 -0.0001 -0.0000 tilt_COUNTRY
2025-12-10 2025-12-11 ind_holding_companies 0.0050 -0.0044 -0.0000 tilt_INDUSTRY
2025-12-10 2025-12-11 ind_coal -0.0342 0.0009 -0.0000 tilt_INDUSTRY
2025-12-10 2025-12-11 value_liq 1.4008 0.0008 0.0011 alpha_VALUE
2025-12-10 2025-12-11 ind_biotechnology 0.0012 0.0092 0.0000 tilt_INDUSTRY
2025-12-10 2025-12-11 impactCost NaN NaN -0.0002 cost
2025-12-10 2025-12-11 ind_specialty_reatil -0.0286 -0.0066 0.0002 tilt_INDUSTRY
2025-12-10 2025-12-11 ind_passenger_transportation -0.0304 -0.0037 0.0001 tilt_INDUSTRY
2025-12-10 2025-12-11 size_SMALL 0.0218 -0.0003 -0.0000 tilt_SIZE
2025-12-10 2025-12-11 ind_media_publishing 0.0058 -0.0087 -0.0001 tilt_INDUSTRY
2025-12-10 2025-12-11 ind_chemicals -0.0031 0.0005 -0.0000 tilt_INDUSTRY
2025-12-10 2025-12-11 ind_pharmaceuticals -0.0678 0.0030 -0.0002 tilt_INDUSTRY
2025-12-10 2025-12-11 neglect 0.2703 -0.0010 -0.0003 alpha_VALUE
2025-12-10 2025-12-11 ind_beverages -0.0743 0.0007 -0.0000 tilt_INDUSTRY
2025-12-10 2025-12-11 ind_multiline_utilities -0.0127 -0.0051 0.0001 tilt_INDUSTRY
2025-12-10 2025-12-11 ind_communications_equipment -0.0203 -0.0014 0.0000 tilt_INDUSTRY
2025-12-10 2025-12-11 country_SG -0.0526 0.0030 -0.0002 tilt_COUNTRY
2025-12-10 2025-12-11 ind_construction_engineering 0.0631 -0.0003 -0.0000 tilt_INDUSTRY
2025-12-10 2025-12-11 ind_office_equipment -0.0147 -0.0011 0.0000 tilt_INDUSTRY
2025-12-10 2025-12-11 ind_aerospace_defense -0.0075 0.0018 -0.0000 tilt_INDUSTRY
2025-12-10 2025-12-11 bcost NaN NaN -0.0001 cost
2025-12-10 2025-12-11 specret NaN NaN -0.0007 unexplained
2025-12-10 2025-12-11 ind_healthcare_equipment_supplies -0.0635 -0.0015 0.0001 tilt_INDUSTRY
2025-12-10 2025-12-11 linearCost NaN NaN -0.0003 cost
2025-12-11 2025-12-12 ind_natural_gas_utilities 0.0164 -0.0010 -0.0000 tilt_INDUSTRY
2025-12-11 2025-12-12 ind_uranium -0.0026 0.0418 -0.0001 tilt_INDUSTRY
2025-12-11 2025-12-12 reversal 1.0919 -0.0006 -0.0006 alpha_REVERSAL
2025-12-11 2025-12-12 ind_pharmaceuticals -0.0714 -0.0078 0.0006 tilt_INDUSTRY
2025-12-11 2025-12-12 country_AU -0.0950 0.0003 -0.0000 tilt_COUNTRY
2025-12-11 2025-12-12 country_TH 0.0637 0.0043 0.0003 tilt_COUNTRY
2025-12-11 2025-12-12 ind_oil_gas 0.0344 -0.0074 -0.0003 tilt_INDUSTRY
2025-12-11 2025-12-12 specret NaN NaN 0.0021 unexplained
2025-12-11 2025-12-12 ind_transportation_infrastructure 0.0393 -0.0067 -0.0003 tilt_INDUSTRY
2025-12-11 2025-12-12 ind_chemicals -0.0068 -0.0034 0.0000 tilt_INDUSTRY
2025-12-11 2025-12-12 ind_integrated_hardware_software 0.0000 -0.0008 0.0000 tilt_INDUSTRY
2025-12-11 2025-12-12 ind_metals_mining -0.0146 0.0112 -0.0002 tilt_INDUSTRY
2025-12-11 2025-12-12 ind_coal -0.0282 -0.0096 0.0003 tilt_INDUSTRY
2025-12-11 2025-12-12 quality 2.0792 -0.0012 -0.0024 alpha_QUALITY
2025-12-11 2025-12-12 ind_commercial_services_supplies -0.0832 -0.0023 0.0002 tilt_INDUSTRY
2025-12-11 2025-12-12 ind_electric_utilities_ipps -0.0950 0.0033 -0.0003 tilt_INDUSTRY
2025-12-11 2025-12-12 ind_communications_equipment -0.0170 0.0032 -0.0001 tilt_INDUSTRY
2025-12-11 2025-12-12 ind_media_publishing 0.0068 0.0038 0.0000 tilt_INDUSTRY
2025-12-11 2025-12-12 ind_specialty_reatil -0.0291 -0.0018 0.0001 tilt_INDUSTRY
2025-12-11 2025-12-12 value_gc 1.3935 0.0003 0.0004 alpha_VALUE
2025-12-11 2025-12-12 ind_biotechnology 0.0078 -0.0066 -0.0001 tilt_INDUSTRY
2025-12-11 2025-12-12 ind_office_equipment -0.0146 0.0004 -0.0000 tilt_INDUSTRY
2025-12-11 2025-12-12 country_SG -0.0535 0.0054 -0.0003 tilt_COUNTRY
2025-12-11 2025-12-12 ind_healthcare_equipment_supplies -0.0627 -0.0030 0.0002 tilt_INDUSTRY
2025-12-11 2025-12-12 ind_freight_logistics -0.0133 -0.0016 0.0000 tilt_INDUSTRY
2025-12-11 2025-12-12 ind_telecommunications_serices 0.1106 -0.0050 -0.0006 tilt_INDUSTRY
2025-12-11 2025-12-12 ind_hotels_entertainment 0.0384 0.0018 0.0001 tilt_INDUSTRY
2025-12-11 2025-12-12 country_CN -0.0560 -0.0046 0.0003 tilt_COUNTRY
2025-12-11 2025-12-12 ind_leisure_products 0.0142 0.0000 0.0000 tilt_INDUSTRY
2025-12-11 2025-12-12 ind_healthcare_providers_services 0.0379 0.0012 0.0000 tilt_INDUSTRY
2025-12-11 2025-12-12 country_PH 0.0194 0.0038 0.0001 tilt_COUNTRY
2025-12-11 2025-12-12 ind_household_products_services 0.0331 -0.0079 -0.0003 tilt_INDUSTRY
2025-12-11 2025-12-12 ind_holding_companies 0.0050 -0.0004 -0.0000 tilt_INDUSTRY
2025-12-11 2025-12-12 stability 1.4433 0.0009 0.0014 alpha_QUALITY
2025-12-11 2025-12-12 ind_textiles_apparel -0.0094 0.0003 -0.0000 tilt_INDUSTRY
2025-12-11 2025-12-12 ind_multiline_utilities -0.0128 0.0104 -0.0001 tilt_INDUSTRY
2025-12-11 2025-12-12 revision 3.2232 0.0006 0.0019 alpha_REVISION
2025-12-11 2025-12-12 bcost NaN NaN -0.0001 cost
2025-12-11 2025-12-12 value_liq 1.4484 -0.0001 -0.0002 alpha_VALUE
2025-12-11 2025-12-12 country_ID 0.0000 -0.0016 0.0000 tilt_COUNTRY
2025-12-11 2025-12-12 impactCost NaN NaN -0.0002 cost
2025-12-11 2025-12-12 ind_food_drug_retail 0.0576 -0.0042 -0.0002 tilt_INDUSTRY
2025-12-11 2025-12-12 ind_passenger_transportation -0.0269 -0.0011 0.0000 tilt_INDUSTRY
2025-12-11 2025-12-12 sdiscrepancy NaN NaN -0.0002 unexplained
2025-12-11 2025-12-12 ind_household_goods -0.0503 0.0009 -0.0000 tilt_INDUSTRY
2025-12-11 2025-12-12 country_HK 0.1105 0.0051 0.0006 tilt_COUNTRY
2025-12-11 2025-12-12 ind_machinery 0.1209 0.0048 0.0006 tilt_INDUSTRY
2025-12-11 2025-12-12 size_MICRO -0.0090 -0.0068 0.0001 tilt_SIZE
2025-12-11 2025-12-12 ind_investment_services 0.0379 0.0013 0.0000 tilt_INDUSTRY
2025-12-11 2025-12-12 country_JP -0.1039 0.0084 -0.0009 tilt_COUNTRY
2025-12-11 2025-12-12 market -0.0053 0.0043 -0.0000 risk_exposure
2025-12-11 2025-12-12 ind_automobile 0.0174 -0.0011 -0.0000 tilt_INDUSTRY
2025-12-11 2025-12-12 fcost NaN NaN -0.0000 cost
2025-12-11 2025-12-12 sbeta_market 0.0638 0.0053 0.0003 risk_exposure
2025-12-11 2025-12-12 ind_semiconductors 0.0341 0.0007 0.0000 tilt_INDUSTRY
2025-12-11 2025-12-12 ind_construction_materials -0.0253 -0.0019 0.0000 tilt_INDUSTRY
2025-12-11 2025-12-12 ind_oil_gas_equipment_services -0.0108 0.0031 -0.0000 tilt_INDUSTRY
2025-12-11 2025-12-12 ind_construction_engineering 0.0626 0.0037 0.0002 tilt_INDUSTRY
2025-12-11 2025-12-12 country_MY 0.0389 0.0023 0.0001 tilt_COUNTRY
2025-12-11 2025-12-12 country_IN 0.0000 0.0017 0.0000 tilt_COUNTRY
2025-12-11 2025-12-12 ind_containers_packaging 0.0030 0.0000 0.0000 tilt_INDUSTRY
2025-12-11 2025-12-12 size_MID -0.0827 0.0014 -0.0001 tilt_SIZE
2025-12-11 2025-12-12 ind_insurance 0.1376 0.0063 0.0009 tilt_INDUSTRY
2025-12-11 2025-12-12 pdiscrepancy NaN NaN -0.0008 unexplained
2025-12-11 2025-12-12 linkage 0.5398 0.0006 0.0003 alpha_MOMENTUM
2025-12-11 2025-12-12 ind_computers_phones_household_electronics 0.0525 -0.0046 -0.0002 tilt_INDUSTRY
2025-12-11 2025-12-12 ind_beverages -0.0717 -0.0026 0.0002 tilt_INDUSTRY
2025-12-11 2025-12-12 ind_electronic_equipment -0.0552 0.0002 -0.0000 tilt_INDUSTRY
2025-12-11 2025-12-12 country_XH 0.0780 0.0053 0.0004 tilt_COUNTRY
2025-12-11 2025-12-12 neglect 0.2850 -0.0006 -0.0002 alpha_VALUE
2025-12-11 2025-12-12 ind_aerospace_defense -0.0071 0.0035 -0.0000 tilt_INDUSTRY
2025-12-11 2025-12-12 linearCost NaN NaN -0.0003 cost
2025-12-11 2025-12-12 ind_paper_forestry -0.0093 -0.0042 0.0000 tilt_INDUSTRY
2025-12-11 2025-12-12 ind_banking_services -0.1311 -0.0010 0.0001 tilt_INDUSTRY
2025-12-11 2025-12-12 size_LARGE 0.0758 0.0009 0.0001 tilt_SIZE
2025-12-11 2025-12-12 fmom 0.2402 0.0009 0.0002 alpha_QUALITY
2025-12-11 2025-12-12 size_SMALL 0.0107 -0.0018 -0.0000 tilt_SIZE
2025-12-11 2025-12-12 country_NZ -0.0168 -0.0053 0.0001 tilt_COUNTRY
2025-12-11 2025-12-12 country_TW 0.0077 -0.0044 -0.0000 tilt_COUNTRY
2025-12-11 2025-12-12 country_KR 0.0016 0.0051 0.0000 tilt_COUNTRY
2025-12-11 2025-12-12 ind_software_it_services -0.0298 -0.0001 0.0000 tilt_INDUSTRY
2025-12-11 2025-12-12 ind_real_estate_operations -0.0098 -0.0002 0.0000 tilt_INDUSTRY
2025-12-11 2025-12-12 ind_consumer_goods_conglomerates -0.0102 0.0121 -0.0001 tilt_INDUSTRY
2025-12-11 2025-12-12 ind_water_utilities 0.0015 0.0041 0.0000 tilt_INDUSTRY
2025-12-11 2025-12-12 ind_food_tobacco 0.0529 -0.0034 -0.0002 tilt_INDUSTRY
2025-12-11 2025-12-12 ind_renewable_energy 0.0130 0.0038 0.0000 tilt_INDUSTRY
2025-12-11 2025-12-12 momentum 0.2357 0.0007 0.0002 alpha_MOMENTUM
2025-12-11 2025-12-12 ind_industrial_distribution 0.0040 -0.0013 -0.0000 tilt_INDUSTRY
2025-12-11 2025-12-12 ind_diversified_retail -0.0282 -0.0056 0.0002 tilt_INDUSTRY
2025-12-11 2025-12-12 ind_homebuilding_building_products -0.0097 -0.0004 0.0000 tilt_INDUSTRY
2025-12-11 2025-12-12 ind_fintech -0.0089 -0.0065 0.0001 tilt_INDUSTRY
2025-12-12 2025-12-15 country_TW 0.0072 0.0010 0.0000 tilt_COUNTRY
2025-12-12 2025-12-15 ind_uranium -0.0024 -0.0470 0.0001 tilt_INDUSTRY
2025-12-12 2025-12-15 pdiscrepancy NaN NaN 0.0011 unexplained
2025-12-12 2025-12-15 ind_specialty_reatil -0.0307 0.0031 -0.0001 tilt_INDUSTRY
2025-12-12 2025-12-15 ind_healthcare_providers_services 0.0325 -0.0003 -0.0000 tilt_INDUSTRY
2025-12-12 2025-12-15 size_SMALL 0.0128 0.0038 0.0000 tilt_SIZE
2025-12-12 2025-12-15 ind_passenger_transportation -0.0272 0.0047 -0.0001 tilt_INDUSTRY
2025-12-12 2025-12-15 linkage 0.5710 0.0000 0.0000 alpha_MOMENTUM
2025-12-12 2025-12-15 country_PH 0.0155 0.0113 0.0002 tilt_COUNTRY
2025-12-12 2025-12-15 ind_biotechnology 0.0113 -0.0081 -0.0001 tilt_INDUSTRY
2025-12-12 2025-12-15 ind_aerospace_defense 0.0029 0.0072 0.0000 tilt_INDUSTRY
2025-12-12 2025-12-15 size_MID -0.0613 -0.0009 0.0001 tilt_SIZE
2025-12-12 2025-12-15 ind_hotels_entertainment 0.0373 0.0011 0.0000 tilt_INDUSTRY
2025-12-12 2025-12-15 ind_natural_gas_utilities 0.0166 0.0004 0.0000 tilt_INDUSTRY
2025-12-12 2025-12-15 ind_construction_engineering 0.0601 -0.0011 -0.0001 tilt_INDUSTRY
2025-12-12 2025-12-15 ind_software_it_services -0.0221 -0.0010 0.0000 tilt_INDUSTRY
2025-12-12 2025-12-15 ind_metals_mining -0.0186 0.0012 -0.0000 tilt_INDUSTRY
2025-12-12 2025-12-15 country_ID 0.0000 -0.0068 0.0000 tilt_COUNTRY
2025-12-12 2025-12-15 country_TH 0.0646 0.0066 0.0004 tilt_COUNTRY
2025-12-12 2025-12-15 country_XH 0.0778 -0.0012 -0.0001 tilt_COUNTRY
2025-12-12 2025-12-15 linearCost NaN NaN -0.0005 cost
2025-12-12 2025-12-15 ind_real_estate_operations -0.0114 -0.0008 0.0000 tilt_INDUSTRY
2025-12-12 2025-12-15 ind_leisure_products 0.0141 -0.0077 -0.0001 tilt_INDUSTRY
2025-12-12 2025-12-15 ind_food_tobacco 0.0522 0.0061 0.0003 tilt_INDUSTRY
2025-12-12 2025-12-15 ind_diversified_retail -0.0301 0.0096 -0.0003 tilt_INDUSTRY
2025-12-12 2025-12-15 ind_automobile 0.0116 -0.0013 -0.0000 tilt_INDUSTRY
2025-12-12 2025-12-15 ind_investment_services 0.0392 0.0078 0.0003 tilt_INDUSTRY
2025-12-12 2025-12-15 ind_freight_logistics -0.0119 0.0030 -0.0000 tilt_INDUSTRY
2025-12-12 2025-12-15 country_CN -0.0213 0.0012 -0.0000 tilt_COUNTRY
2025-12-12 2025-12-15 ind_computers_phones_household_electronics 0.0511 -0.0059 -0.0003 tilt_INDUSTRY
2025-12-12 2025-12-15 country_MY 0.0366 -0.0039 -0.0001 tilt_COUNTRY
2025-12-12 2025-12-15 stability 1.4647 -0.0006 -0.0008 alpha_QUALITY
2025-12-12 2025-12-15 impactCost NaN NaN -0.0003 cost
2025-12-12 2025-12-15 country_JP -0.1068 0.0057 -0.0006 tilt_COUNTRY
2025-12-12 2025-12-15 ind_telecommunications_serices 0.1106 -0.0042 -0.0005 tilt_INDUSTRY
2025-12-12 2025-12-15 ind_holding_companies 0.0050 0.0040 0.0000 tilt_INDUSTRY
2025-12-12 2025-12-15 ind_fintech -0.0086 0.0058 -0.0000 tilt_INDUSTRY
2025-12-12 2025-12-15 value_gc 1.3542 -0.0005 -0.0007 alpha_VALUE
2025-12-12 2025-12-15 ind_pharmaceuticals -0.0646 -0.0055 0.0004 tilt_INDUSTRY
2025-12-12 2025-12-15 momentum 0.3111 -0.0017 -0.0005 alpha_MOMENTUM
2025-12-12 2025-12-15 ind_consumer_goods_conglomerates -0.0105 -0.0054 0.0001 tilt_INDUSTRY
2025-12-12 2025-12-15 ind_integrated_hardware_software 0.0000 -0.0088 0.0000 tilt_INDUSTRY
2025-12-12 2025-12-15 bcost NaN NaN -0.0003 cost
2025-12-12 2025-12-15 ind_renewable_energy 0.0162 0.0088 0.0001 tilt_INDUSTRY
2025-12-12 2025-12-15 ind_industrial_distribution 0.0080 -0.0003 -0.0000 tilt_INDUSTRY
2025-12-12 2025-12-15 ind_textiles_apparel -0.0107 0.0035 -0.0000 tilt_INDUSTRY
2025-12-12 2025-12-15 country_KR 0.0021 -0.0115 -0.0000 tilt_COUNTRY
2025-12-12 2025-12-15 country_SG -0.0533 -0.0003 0.0000 tilt_COUNTRY
2025-12-12 2025-12-15 ind_commercial_services_supplies -0.0832 -0.0003 0.0000 tilt_INDUSTRY
2025-12-12 2025-12-15 ind_healthcare_equipment_supplies -0.0584 0.0017 -0.0001 tilt_INDUSTRY
2025-12-12 2025-12-15 fmom 0.2302 0.0005 0.0001 alpha_QUALITY
2025-12-12 2025-12-15 size_LARGE 0.0785 -0.0049 -0.0004 tilt_SIZE
2025-12-12 2025-12-15 ind_paper_forestry -0.0093 0.0040 -0.0000 tilt_INDUSTRY
2025-12-12 2025-12-15 ind_coal -0.0240 0.0015 -0.0000 tilt_INDUSTRY
2025-12-12 2025-12-15 sdiscrepancy NaN NaN -0.0005 unexplained
2025-12-12 2025-12-15 neglect 0.2567 0.0002 0.0000 alpha_VALUE
2025-12-12 2025-12-15 ind_electric_utilities_ipps -0.0945 0.0017 -0.0002 tilt_INDUSTRY
2025-12-12 2025-12-15 ind_household_products_services 0.0313 0.0027 0.0001 tilt_INDUSTRY
2025-12-12 2025-12-15 ind_office_equipment -0.0144 -0.0006 0.0000 tilt_INDUSTRY
2025-12-12 2025-12-15 ind_communications_equipment -0.0120 -0.0033 0.0000 tilt_INDUSTRY
2025-12-12 2025-12-15 ind_insurance 0.1388 0.0172 0.0024 tilt_INDUSTRY
2025-12-12 2025-12-15 ind_containers_packaging 0.0020 0.0019 0.0000 tilt_INDUSTRY
2025-12-12 2025-12-15 country_AU -0.0986 -0.0086 0.0008 tilt_COUNTRY
2025-12-12 2025-12-15 ind_banking_services -0.1299 0.0045 -0.0006 tilt_INDUSTRY
2025-12-12 2025-12-15 value_liq 1.4236 0.0016 0.0023 alpha_VALUE
2025-12-12 2025-12-15 ind_multiline_utilities -0.0123 0.0075 -0.0001 tilt_INDUSTRY
2025-12-12 2025-12-15 ind_oil_gas_equipment_services -0.0107 0.0050 -0.0001 tilt_INDUSTRY
2025-12-12 2025-12-15 ind_construction_materials -0.0245 0.0093 -0.0002 tilt_INDUSTRY
2025-12-12 2025-12-15 ind_semiconductors 0.0448 -0.0129 -0.0006 tilt_INDUSTRY
2025-12-12 2025-12-15 ind_chemicals -0.0239 0.0079 -0.0002 tilt_INDUSTRY
2025-12-12 2025-12-15 fcost NaN NaN -0.0001 cost
2025-12-12 2025-12-15 revision 3.2837 -0.0002 -0.0005 alpha_REVISION
2025-12-12 2025-12-15 market 0.0211 0.0089 0.0002 risk_exposure
2025-12-12 2025-12-15 ind_transportation_infrastructure 0.0371 -0.0008 -0.0000 tilt_INDUSTRY
2025-12-12 2025-12-15 size_MICRO -0.0089 0.0090 -0.0001 tilt_SIZE
2025-12-12 2025-12-15 ind_machinery 0.1189 -0.0052 -0.0006 tilt_INDUSTRY
2025-12-12 2025-12-15 reversal 0.9200 0.0003 0.0003 alpha_REVERSAL
2025-12-12 2025-12-15 ind_household_goods -0.0470 0.0047 -0.0002 tilt_INDUSTRY
2025-12-12 2025-12-15 ind_food_drug_retail 0.0599 0.0027 0.0002 tilt_INDUSTRY
2025-12-12 2025-12-15 specret NaN NaN -0.0020 unexplained
2025-12-12 2025-12-15 country_IN 0.0000 -0.0032 0.0000 tilt_COUNTRY
2025-12-12 2025-12-15 sbeta_market 0.1231 -0.0137 -0.0017 risk_exposure
2025-12-12 2025-12-15 ind_oil_gas 0.0337 0.0049 0.0002 tilt_INDUSTRY
2025-12-12 2025-12-15 ind_electronic_equipment -0.0510 -0.0057 0.0003 tilt_INDUSTRY
2025-12-12 2025-12-15 ind_beverages -0.0715 0.0088 -0.0006 tilt_INDUSTRY
2025-12-12 2025-12-15 quality 2.0374 0.0007 0.0014 alpha_QUALITY
2025-12-12 2025-12-15 ind_water_utilities 0.0015 -0.0010 -0.0000 tilt_INDUSTRY
2025-12-12 2025-12-15 country_NZ -0.0168 -0.0058 0.0001 tilt_COUNTRY
2025-12-12 2025-12-15 country_HK 0.1141 -0.0036 -0.0004 tilt_COUNTRY
2025-12-12 2025-12-15 ind_homebuilding_building_products -0.0092 0.0062 -0.0001 tilt_INDUSTRY
2025-12-12 2025-12-15 ind_media_publishing 0.0079 -0.0058 -0.0000 tilt_INDUSTRY
2025-12-15 2025-12-16 ind_freight_logistics -0.0091 0.0029 -0.0000 tilt_INDUSTRY
2025-12-15 2025-12-16 country_CN -0.0607 0.0016 -0.0001 tilt_COUNTRY
2025-12-15 2025-12-16 quality 1.9225 0.0013 0.0024 alpha_QUALITY
2025-12-15 2025-12-16 country_JP -0.1102 -0.0050 0.0005 tilt_COUNTRY
2025-12-15 2025-12-16 ind_transportation_infrastructure 0.0327 0.0035 0.0001 tilt_INDUSTRY
2025-12-15 2025-12-16 ind_integrated_hardware_software 0.0000 0.0018 0.0000 tilt_INDUSTRY
2025-12-15 2025-12-16 country_XH 0.0808 -0.0029 -0.0002 tilt_COUNTRY
2025-12-15 2025-12-16 market 0.0220 -0.0057 -0.0001 risk_exposure
2025-12-15 2025-12-16 ind_real_estate_operations -0.0193 0.0043 -0.0001 tilt_INDUSTRY
2025-12-15 2025-12-16 revision 3.3663 -0.0004 -0.0013 alpha_REVISION
2025-12-15 2025-12-16 bcost NaN NaN -0.0001 cost
2025-12-15 2025-12-16 ind_automobile 0.0020 0.0033 0.0000 tilt_INDUSTRY
2025-12-15 2025-12-16 ind_food_tobacco 0.0488 0.0085 0.0004 tilt_INDUSTRY
2025-12-15 2025-12-16 ind_electronic_equipment -0.0546 -0.0039 0.0002 tilt_INDUSTRY
2025-12-15 2025-12-16 ind_metals_mining -0.0164 -0.0103 0.0002 tilt_INDUSTRY
2025-12-15 2025-12-16 impactCost NaN NaN -0.0002 cost
2025-12-15 2025-12-16 sbeta_market 0.1084 -0.0073 -0.0008 risk_exposure
2025-12-15 2025-12-16 ind_renewable_energy 0.0202 -0.0164 -0.0003 tilt_INDUSTRY
2025-12-15 2025-12-16 ind_specialty_reatil -0.0311 0.0034 -0.0001 tilt_INDUSTRY
2025-12-15 2025-12-16 ind_oil_gas 0.0328 -0.0045 -0.0001 tilt_INDUSTRY
2025-12-15 2025-12-16 ind_industrial_distribution 0.0127 -0.0077 -0.0001 tilt_INDUSTRY
2025-12-15 2025-12-16 fcost NaN NaN -0.0000 cost
2025-12-15 2025-12-16 ind_leisure_products 0.0139 0.0015 0.0000 tilt_INDUSTRY
2025-12-15 2025-12-16 country_TH 0.0650 0.0018 0.0001 tilt_COUNTRY
2025-12-15 2025-12-16 neglect 0.1778 0.0003 0.0001 alpha_VALUE
2025-12-15 2025-12-16 ind_consumer_goods_conglomerates -0.0110 -0.0003 0.0000 tilt_INDUSTRY
2025-12-15 2025-12-16 ind_passenger_transportation -0.0249 0.0091 -0.0002 tilt_INDUSTRY
2025-12-15 2025-12-16 ind_holding_companies 0.0049 0.0125 0.0001 tilt_INDUSTRY
2025-12-15 2025-12-16 ind_food_drug_retail 0.0577 0.0036 0.0002 tilt_INDUSTRY
2025-12-15 2025-12-16 ind_fintech -0.0087 0.0135 -0.0001 tilt_INDUSTRY
2025-12-15 2025-12-16 ind_electric_utilities_ipps -0.0937 -0.0005 0.0000 tilt_INDUSTRY
2025-12-15 2025-12-16 ind_household_goods -0.0443 0.0067 -0.0003 tilt_INDUSTRY
2025-12-15 2025-12-16 ind_healthcare_providers_services 0.0270 0.0007 0.0000 tilt_INDUSTRY
2025-12-15 2025-12-16 reversal 1.2563 0.0002 0.0002 alpha_REVERSAL
2025-12-15 2025-12-16 linearCost NaN NaN -0.0005 cost
2025-12-15 2025-12-16 value_gc 1.3044 -0.0002 -0.0003 alpha_VALUE
2025-12-15 2025-12-16 ind_homebuilding_building_products -0.0123 0.0062 -0.0001 tilt_INDUSTRY
2025-12-15 2025-12-16 size_MICRO -0.0113 -0.0012 0.0000 tilt_SIZE
2025-12-15 2025-12-16 ind_biotechnology 0.0062 0.0046 0.0000 tilt_INDUSTRY
2025-12-15 2025-12-16 ind_machinery 0.1125 -0.0070 -0.0008 tilt_INDUSTRY
2025-12-15 2025-12-16 ind_diversified_retail -0.0337 0.0041 -0.0001 tilt_INDUSTRY
2025-12-15 2025-12-16 ind_coal -0.0165 0.0006 -0.0000 tilt_INDUSTRY
2025-12-15 2025-12-16 ind_uranium -0.0023 -0.0357 0.0001 tilt_INDUSTRY
2025-12-15 2025-12-16 country_HK 0.1131 -0.0034 -0.0004 tilt_COUNTRY
2025-12-15 2025-12-16 ind_pharmaceuticals -0.0671 0.0001 -0.0000 tilt_INDUSTRY
2025-12-15 2025-12-16 ind_water_utilities 0.0015 -0.0005 -0.0000 tilt_INDUSTRY
2025-12-15 2025-12-16 ind_construction_engineering 0.0550 -0.0017 -0.0001 tilt_INDUSTRY
2025-12-15 2025-12-16 ind_telecommunications_serices 0.1211 0.0062 0.0007 tilt_INDUSTRY
2025-12-15 2025-12-16 momentum 0.3793 -0.0002 -0.0001 alpha_MOMENTUM
2025-12-15 2025-12-16 ind_investment_services 0.0382 0.0069 0.0003 tilt_INDUSTRY
2025-12-15 2025-12-16 ind_chemicals -0.0416 -0.0026 0.0001 tilt_INDUSTRY
2025-12-15 2025-12-16 country_ID 0.0000 0.0137 0.0000 tilt_COUNTRY
2025-12-15 2025-12-16 country_NZ -0.0168 0.0110 -0.0002 tilt_COUNTRY
2025-12-15 2025-12-16 country_PH 0.0115 0.0020 0.0000 tilt_COUNTRY
2025-12-15 2025-12-16 country_MY 0.0339 0.0084 0.0003 tilt_COUNTRY
2025-12-15 2025-12-16 country_SG -0.0526 0.0056 -0.0003 tilt_COUNTRY
2025-12-15 2025-12-16 country_AU -0.0938 0.0042 -0.0004 tilt_COUNTRY
2025-12-15 2025-12-16 ind_commercial_services_supplies -0.0825 0.0034 -0.0003 tilt_INDUSTRY
2025-12-15 2025-12-16 linkage 0.5978 -0.0008 -0.0005 alpha_MOMENTUM
2025-12-15 2025-12-16 ind_healthcare_equipment_supplies -0.0534 0.0075 -0.0004 tilt_INDUSTRY
2025-12-15 2025-12-16 ind_banking_services -0.1170 0.0010 -0.0001 tilt_INDUSTRY
2025-12-15 2025-12-16 ind_beverages -0.0697 0.0093 -0.0007 tilt_INDUSTRY
2025-12-15 2025-12-16 country_IN 0.0000 0.0015 0.0000 tilt_COUNTRY
2025-12-15 2025-12-16 ind_media_publishing 0.0083 -0.0010 -0.0000 tilt_INDUSTRY
2025-12-15 2025-12-16 ind_semiconductors 0.0280 -0.0019 -0.0001 tilt_INDUSTRY
2025-12-15 2025-12-16 ind_office_equipment -0.0135 0.0087 -0.0001 tilt_INDUSTRY
2025-12-15 2025-12-16 ind_insurance 0.1345 0.0035 0.0005 tilt_INDUSTRY
2025-12-15 2025-12-16 size_SMALL -0.0076 -0.0008 0.0000 tilt_SIZE
2025-12-15 2025-12-16 size_LARGE 0.1055 -0.0009 -0.0001 tilt_SIZE
2025-12-15 2025-12-16 ind_containers_packaging 0.0014 0.0033 0.0000 tilt_INDUSTRY
2025-12-15 2025-12-16 fmom 0.2053 -0.0000 -0.0000 alpha_QUALITY
2025-12-15 2025-12-16 country_TW 0.0496 0.0008 0.0000 tilt_COUNTRY
2025-12-15 2025-12-16 pdiscrepancy NaN NaN 0.0015 unexplained
2025-12-15 2025-12-16 ind_aerospace_defense 0.0072 -0.0077 -0.0001 tilt_INDUSTRY
2025-12-15 2025-12-16 ind_communications_equipment -0.0051 -0.0065 0.0000 tilt_INDUSTRY
2025-12-15 2025-12-16 ind_oil_gas_equipment_services -0.0098 -0.0166 0.0002 tilt_INDUSTRY
2025-12-15 2025-12-16 country_KR 0.0023 -0.0064 -0.0000 tilt_COUNTRY
2025-12-15 2025-12-16 ind_computers_phones_household_electronics 0.0876 0.0005 0.0000 tilt_INDUSTRY
2025-12-15 2025-12-16 ind_household_products_services 0.0295 0.0145 0.0004 tilt_INDUSTRY
2025-12-15 2025-12-16 ind_hotels_entertainment 0.0324 0.0063 0.0002 tilt_INDUSTRY
2025-12-15 2025-12-16 ind_construction_materials -0.0236 -0.0065 0.0002 tilt_INDUSTRY
2025-12-15 2025-12-16 ind_textiles_apparel -0.0108 0.0080 -0.0001 tilt_INDUSTRY
2025-12-15 2025-12-16 sdiscrepancy NaN NaN 0.0001 unexplained
2025-12-15 2025-12-16 size_MID -0.0647 0.0014 -0.0001 tilt_SIZE
2025-12-15 2025-12-16 stability 1.4849 -0.0003 -0.0005 alpha_QUALITY
2025-12-15 2025-12-16 ind_natural_gas_utilities 0.0166 -0.0000 -0.0000 tilt_INDUSTRY
2025-12-15 2025-12-16 ind_multiline_utilities -0.0122 -0.0063 0.0001 tilt_INDUSTRY
2025-12-15 2025-12-16 specret NaN NaN -0.0001 unexplained
2025-12-15 2025-12-16 value_liq 1.3537 0.0015 0.0020 alpha_VALUE
2025-12-15 2025-12-16 ind_paper_forestry -0.0093 0.0083 -0.0001 tilt_INDUSTRY
2025-12-15 2025-12-16 ind_software_it_services -0.0173 -0.0006 0.0000 tilt_INDUSTRY
2025-12-16 2025-12-17 ind_household_goods -0.0448 -0.0011 0.0001 tilt_INDUSTRY
2025-12-16 2025-12-17 ind_communications_equipment -0.0032 -0.0015 0.0000 tilt_INDUSTRY
2025-12-16 2025-12-17 ind_electric_utilities_ipps -0.0944 -0.0009 0.0001 tilt_INDUSTRY
2025-12-16 2025-12-17 ind_healthcare_providers_services 0.0268 -0.0012 -0.0000 tilt_INDUSTRY
2025-12-16 2025-12-17 stability 1.5126 0.0002 0.0004 alpha_QUALITY
2025-12-16 2025-12-17 impactCost NaN NaN -0.0003 cost
2025-12-16 2025-12-17 sbeta_market 0.0606 0.0100 0.0006 risk_exposure
2025-12-16 2025-12-17 ind_office_equipment -0.0130 -0.0061 0.0001 tilt_INDUSTRY
2025-12-16 2025-12-17 ind_uranium -0.0024 0.0260 -0.0001 tilt_INDUSTRY
2025-12-16 2025-12-17 neglect 0.0727 -0.0019 -0.0001 alpha_VALUE
2025-12-16 2025-12-17 ind_freight_logistics -0.0074 0.0009 -0.0000 tilt_INDUSTRY
2025-12-16 2025-12-17 ind_aerospace_defense 0.0012 -0.0151 -0.0000 tilt_INDUSTRY
2025-12-16 2025-12-17 ind_household_products_services 0.0303 -0.0010 -0.0000 tilt_INDUSTRY
2025-12-16 2025-12-17 country_ID 0.0000 -0.0028 0.0000 tilt_COUNTRY
2025-12-16 2025-12-17 sdiscrepancy NaN NaN 0.0003 unexplained
2025-12-16 2025-12-17 ind_food_drug_retail 0.0535 0.0018 0.0001 tilt_INDUSTRY
2025-12-16 2025-12-17 ind_coal -0.0132 -0.0041 0.0001 tilt_INDUSTRY
2025-12-16 2025-12-17 ind_semiconductors 0.0093 0.0055 0.0001 tilt_INDUSTRY
2025-12-16 2025-12-17 country_PH 0.0114 0.0026 0.0000 tilt_COUNTRY
2025-12-16 2025-12-17 ind_chemicals -0.0427 0.0021 -0.0001 tilt_INDUSTRY
2025-12-16 2025-12-17 ind_construction_engineering 0.0532 0.0007 0.0000 tilt_INDUSTRY
2025-12-16 2025-12-17 ind_construction_materials -0.0235 -0.0013 0.0000 tilt_INDUSTRY
2025-12-16 2025-12-17 ind_metals_mining -0.0101 0.0109 -0.0001 tilt_INDUSTRY
2025-12-16 2025-12-17 ind_oil_gas_equipment_services -0.0091 0.0024 -0.0000 tilt_INDUSTRY
2025-12-16 2025-12-17 fcost NaN NaN -0.0000 cost
2025-12-16 2025-12-17 ind_hotels_entertainment 0.0287 -0.0002 -0.0000 tilt_INDUSTRY
2025-12-16 2025-12-17 ind_multiline_utilities -0.0126 0.0015 -0.0000 tilt_INDUSTRY
2025-12-16 2025-12-17 size_MID -0.0791 0.0015 -0.0001 tilt_SIZE
2025-12-16 2025-12-17 country_TH 0.0630 -0.0005 -0.0000 tilt_COUNTRY
2025-12-16 2025-12-17 pdiscrepancy NaN NaN 0.0000 unexplained
2025-12-16 2025-12-17 quality 1.8797 0.0014 0.0026 alpha_QUALITY
2025-12-16 2025-12-17 ind_transportation_infrastructure 0.0307 -0.0005 -0.0000 tilt_INDUSTRY
2025-12-16 2025-12-17 country_XH 0.0868 -0.0013 -0.0001 tilt_COUNTRY
2025-12-16 2025-12-17 ind_electronic_equipment -0.0628 0.0001 -0.0000 tilt_INDUSTRY
2025-12-16 2025-12-17 country_AU -0.0837 -0.0043 0.0004 tilt_COUNTRY
2025-12-16 2025-12-17 ind_automobile -0.0019 -0.0024 0.0000 tilt_INDUSTRY
2025-12-16 2025-12-17 size_MICRO -0.0148 -0.0054 0.0001 tilt_SIZE
2025-12-16 2025-12-17 linkage 0.5768 -0.0002 -0.0001 alpha_MOMENTUM
2025-12-16 2025-12-17 country_IN 0.0000 -0.0052 0.0000 tilt_COUNTRY
2025-12-16 2025-12-17 country_HK 0.1103 -0.0040 -0.0004 tilt_COUNTRY
2025-12-16 2025-12-17 ind_media_publishing 0.0075 0.0003 0.0000 tilt_INDUSTRY
2025-12-16 2025-12-17 ind_machinery 0.1148 -0.0028 -0.0003 tilt_INDUSTRY
2025-12-16 2025-12-17 market 0.0051 -0.0046 -0.0000 risk_exposure
2025-12-16 2025-12-17 ind_investment_services 0.0376 -0.0022 -0.0001 tilt_INDUSTRY
2025-12-16 2025-12-17 ind_containers_packaging 0.0020 0.0000 0.0000 tilt_INDUSTRY
2025-12-16 2025-12-17 ind_insurance 0.1297 0.0114 0.0015 tilt_INDUSTRY
2025-12-16 2025-12-17 reversal 1.2133 0.0014 0.0017 alpha_REVERSAL
2025-12-16 2025-12-17 revision 3.3590 0.0014 0.0047 alpha_REVISION
2025-12-16 2025-12-17 country_MY 0.0336 -0.0022 -0.0001 tilt_COUNTRY
2025-12-16 2025-12-17 size_SMALL -0.0286 -0.0031 0.0001 tilt_SIZE
2025-12-16 2025-12-17 ind_textiles_apparel -0.0094 0.0041 -0.0000 tilt_INDUSTRY
2025-12-16 2025-12-17 ind_integrated_hardware_software 0.0000 -0.0078 0.0000 tilt_INDUSTRY
2025-12-16 2025-12-17 ind_fintech -0.0088 -0.0016 0.0000 tilt_INDUSTRY
2025-12-16 2025-12-17 country_NZ -0.0166 -0.0136 0.0002 tilt_COUNTRY
2025-12-16 2025-12-17 country_TW 0.0898 -0.0047 -0.0004 tilt_COUNTRY
2025-12-16 2025-12-17 ind_oil_gas 0.0310 -0.0040 -0.0001 tilt_INDUSTRY
2025-12-16 2025-12-17 country_CN -0.1279 0.0038 -0.0005 tilt_COUNTRY
2025-12-16 2025-12-17 ind_healthcare_equipment_supplies -0.0530 -0.0009 0.0000 tilt_INDUSTRY
2025-12-16 2025-12-17 ind_consumer_goods_conglomerates -0.0114 -0.0040 0.0000 tilt_INDUSTRY
2025-12-16 2025-12-17 ind_water_utilities 0.0015 -0.0056 -0.0000 tilt_INDUSTRY
2025-12-16 2025-12-17 ind_commercial_services_supplies -0.0838 -0.0030 0.0002 tilt_INDUSTRY
2025-12-16 2025-12-17 ind_beverages -0.0669 -0.0058 0.0004 tilt_INDUSTRY
2025-12-16 2025-12-17 linearCost NaN NaN -0.0005 cost
2025-12-16 2025-12-17 country_SG -0.0526 -0.0005 0.0000 tilt_COUNTRY
2025-12-16 2025-12-17 country_KR 0.0017 0.0020 0.0000 tilt_COUNTRY
2025-12-16 2025-12-17 value_liq 1.3107 0.0012 0.0016 alpha_VALUE
2025-12-16 2025-12-17 ind_software_it_services -0.0201 -0.0004 0.0000 tilt_INDUSTRY
2025-12-16 2025-12-17 momentum 0.4249 0.0004 0.0002 alpha_MOMENTUM
2025-12-16 2025-12-17 ind_natural_gas_utilities 0.0165 -0.0003 -0.0000 tilt_INDUSTRY
2025-12-16 2025-12-17 ind_pharmaceuticals -0.0845 -0.0020 0.0002 tilt_INDUSTRY
2025-12-16 2025-12-17 value_gc 1.2857 -0.0004 -0.0005 alpha_VALUE
2025-12-16 2025-12-17 fmom 0.1835 0.0004 0.0001 alpha_QUALITY
2025-12-16 2025-12-17 ind_holding_companies 0.0050 -0.0031 -0.0000 tilt_INDUSTRY
2025-12-16 2025-12-17 ind_diversified_retail -0.0355 -0.0022 0.0001 tilt_INDUSTRY
2025-12-16 2025-12-17 ind_computers_phones_household_electronics 0.1243 -0.0025 -0.0003 tilt_INDUSTRY
2025-12-16 2025-12-17 bcost NaN NaN -0.0001 cost
2025-12-16 2025-12-17 ind_leisure_products 0.0137 -0.0061 -0.0001 tilt_INDUSTRY
2025-12-16 2025-12-17 ind_telecommunications_serices 0.1312 -0.0003 -0.0000 tilt_INDUSTRY
2025-12-16 2025-12-17 ind_real_estate_operations -0.0263 -0.0029 0.0001 tilt_INDUSTRY
2025-12-16 2025-12-17 ind_industrial_distribution 0.0135 -0.0067 -0.0001 tilt_INDUSTRY
2025-12-16 2025-12-17 ind_banking_services -0.1054 -0.0005 0.0001 tilt_INDUSTRY
2025-12-16 2025-12-17 ind_paper_forestry -0.0093 0.0026 -0.0000 tilt_INDUSTRY
2025-12-16 2025-12-17 ind_food_tobacco 0.0428 0.0016 0.0001 tilt_INDUSTRY
2025-12-16 2025-12-17 ind_biotechnology 0.0043 -0.0076 -0.0000 tilt_INDUSTRY
2025-12-16 2025-12-17 specret NaN NaN -0.0135 unexplained
2025-12-16 2025-12-17 ind_passenger_transportation -0.0228 -0.0000 0.0000 tilt_INDUSTRY
2025-12-16 2025-12-17 country_JP -0.1108 -0.0042 0.0005 tilt_COUNTRY
2025-12-16 2025-12-17 ind_homebuilding_building_products -0.0158 -0.0034 0.0001 tilt_INDUSTRY
2025-12-16 2025-12-17 size_LARGE 0.1275 0.0024 0.0003 tilt_SIZE
2025-12-16 2025-12-17 ind_specialty_reatil -0.0299 0.0041 -0.0001 tilt_INDUSTRY
2025-12-16 2025-12-17 ind_renewable_energy 0.0212 0.0015 0.0000 tilt_INDUSTRY
2025-12-17 2025-12-18 country_KR 0.0015 -0.0198 -0.0000 tilt_COUNTRY
2025-12-17 2025-12-18 ind_leisure_products 0.0137 -0.0056 -0.0001 tilt_INDUSTRY
2025-12-17 2025-12-18 pdiscrepancy NaN NaN 0.0000 unexplained
2025-12-17 2025-12-18 ind_oil_gas 0.0365 0.0042 0.0002 tilt_INDUSTRY
2025-12-17 2025-12-18 ind_chemicals -0.0445 -0.0023 0.0001 tilt_INDUSTRY
2025-12-17 2025-12-18 ind_textiles_apparel -0.0040 0.0008 -0.0000 tilt_INDUSTRY
2025-12-17 2025-12-18 ind_oil_gas_equipment_services -0.0091 -0.0006 0.0000 tilt_INDUSTRY
2025-12-17 2025-12-18 ind_construction_materials -0.0235 -0.0037 0.0001 tilt_INDUSTRY
2025-12-17 2025-12-18 ind_industrial_distribution 0.0137 -0.0045 -0.0001 tilt_INDUSTRY
2025-12-17 2025-12-18 ind_construction_engineering 0.0499 -0.0017 -0.0001 tilt_INDUSTRY
2025-12-17 2025-12-18 ind_semiconductors 0.0220 -0.0041 -0.0001 tilt_INDUSTRY
2025-12-17 2025-12-18 ind_metals_mining -0.0107 0.0003 -0.0000 tilt_INDUSTRY
2025-12-17 2025-12-18 country_HK 0.1119 0.0024 0.0003 tilt_COUNTRY
2025-12-17 2025-12-18 ind_hotels_entertainment 0.0277 -0.0000 -0.0000 tilt_INDUSTRY
2025-12-17 2025-12-18 ind_specialty_reatil -0.0279 -0.0020 0.0001 tilt_INDUSTRY
2025-12-17 2025-12-18 ind_commercial_services_supplies -0.0788 0.0017 -0.0001 tilt_INDUSTRY
2025-12-17 2025-12-18 size_MID -0.0826 -0.0014 0.0001 tilt_SIZE
2025-12-17 2025-12-18 specret NaN NaN -0.0031 unexplained
2025-12-17 2025-12-18 ind_beverages -0.0594 -0.0028 0.0002 tilt_INDUSTRY
2025-12-17 2025-12-18 ind_paper_forestry -0.0093 0.0117 -0.0001 tilt_INDUSTRY
2025-12-17 2025-12-18 sdiscrepancy NaN NaN 0.0002 unexplained
2025-12-17 2025-12-18 ind_banking_services -0.1085 0.0061 -0.0007 tilt_INDUSTRY
2025-12-17 2025-12-18 ind_aerospace_defense 0.0011 0.0098 0.0000 tilt_INDUSTRY
2025-12-17 2025-12-18 ind_household_products_services 0.0325 -0.0019 -0.0001 tilt_INDUSTRY
2025-12-17 2025-12-18 ind_office_equipment -0.0126 -0.0022 0.0000 tilt_INDUSTRY
2025-12-17 2025-12-18 ind_computers_phones_household_electronics 0.0992 -0.0029 -0.0003 tilt_INDUSTRY
2025-12-17 2025-12-18 ind_communications_equipment -0.0094 0.0031 -0.0000 tilt_INDUSTRY
2025-12-17 2025-12-18 ind_insurance 0.1355 0.0052 0.0007 tilt_INDUSTRY
2025-12-17 2025-12-18 country_PH 0.0110 -0.0184 -0.0002 tilt_COUNTRY
2025-12-17 2025-12-18 size_LARGE 0.0989 -0.0008 -0.0001 tilt_SIZE
2025-12-17 2025-12-18 size_SMALL -0.0152 0.0019 -0.0000 tilt_SIZE
2025-12-17 2025-12-18 fmom 0.1556 0.0002 0.0000 alpha_QUALITY
2025-12-17 2025-12-18 ind_media_publishing 0.0076 0.0033 0.0000 tilt_INDUSTRY
2025-12-17 2025-12-18 country_TW 0.0571 -0.0014 -0.0001 tilt_COUNTRY
2025-12-17 2025-12-18 ind_healthcare_equipment_supplies -0.0489 0.0048 -0.0002 tilt_INDUSTRY
2025-12-17 2025-12-18 linkage 0.5643 0.0004 0.0002 alpha_MOMENTUM
2025-12-17 2025-12-18 country_IN 0.0000 -0.0062 0.0000 tilt_COUNTRY
2025-12-17 2025-12-18 ind_containers_packaging -0.0026 -0.0023 0.0000 tilt_INDUSTRY
2025-12-17 2025-12-18 country_AU -0.0753 -0.0043 0.0003 tilt_COUNTRY
2025-12-17 2025-12-18 country_MY 0.0295 -0.0009 -0.0000 tilt_COUNTRY
2025-12-17 2025-12-18 country_SG -0.0527 -0.0052 0.0003 tilt_COUNTRY
2025-12-17 2025-12-18 ind_software_it_services -0.0221 0.0041 -0.0001 tilt_INDUSTRY
2025-12-17 2025-12-18 country_NZ -0.0165 -0.0080 0.0001 tilt_COUNTRY
2025-12-17 2025-12-18 ind_natural_gas_utilities 0.0162 -0.0010 -0.0000 tilt_INDUSTRY
2025-12-17 2025-12-18 ind_multiline_utilities -0.0126 0.0041 -0.0001 tilt_INDUSTRY
2025-12-17 2025-12-18 revision 3.3968 0.0001 0.0002 alpha_REVISION
2025-12-17 2025-12-18 fcost NaN NaN -0.0000 cost
2025-12-17 2025-12-18 stability 1.5132 0.0007 0.0010 alpha_QUALITY
2025-12-17 2025-12-18 ind_biotechnology 0.0011 0.0032 0.0000 tilt_INDUSTRY
2025-12-17 2025-12-18 sbeta_market 0.0511 -0.0121 -0.0006 risk_exposure
2025-12-17 2025-12-18 ind_real_estate_operations -0.0206 0.0004 -0.0000 tilt_INDUSTRY
2025-12-17 2025-12-18 ind_automobile 0.0006 -0.0024 -0.0000 tilt_INDUSTRY
2025-12-17 2025-12-18 reversal 1.3126 0.0010 0.0014 alpha_REVERSAL
2025-12-17 2025-12-18 ind_household_goods -0.0479 -0.0042 0.0002 tilt_INDUSTRY
2025-12-17 2025-12-18 size_MICRO -0.0113 0.0036 -0.0000 tilt_SIZE
2025-12-17 2025-12-18 linearCost NaN NaN -0.0007 cost
2025-12-17 2025-12-18 momentum 0.3811 -0.0003 -0.0001 alpha_MOMENTUM
2025-12-17 2025-12-18 ind_diversified_retail -0.0363 -0.0006 0.0000 tilt_INDUSTRY
2025-12-17 2025-12-18 ind_pharmaceuticals -0.0784 0.0007 -0.0001 tilt_INDUSTRY
2025-12-17 2025-12-18 ind_passenger_transportation -0.0272 0.0050 -0.0001 tilt_INDUSTRY
2025-12-17 2025-12-18 value_gc 1.2892 -0.0000 -0.0000 alpha_VALUE
2025-12-17 2025-12-18 market -0.0102 0.0094 -0.0001 risk_exposure
2025-12-17 2025-12-18 ind_holding_companies 0.0050 0.0020 0.0000 tilt_INDUSTRY
2025-12-17 2025-12-18 ind_investment_services 0.0345 0.0006 0.0000 tilt_INDUSTRY
2025-12-17 2025-12-18 value_liq 1.3721 0.0011 0.0015 alpha_VALUE
2025-12-17 2025-12-18 ind_machinery 0.1158 -0.0063 -0.0007 tilt_INDUSTRY
2025-12-17 2025-12-18 ind_freight_logistics -0.0033 0.0011 -0.0000 tilt_INDUSTRY
2025-12-17 2025-12-18 country_CN -0.1081 0.0034 -0.0004 tilt_COUNTRY
2025-12-17 2025-12-18 ind_electronic_equipment -0.0752 -0.0032 0.0002 tilt_INDUSTRY
2025-12-17 2025-12-18 ind_telecommunications_serices 0.1206 -0.0041 -0.0005 tilt_INDUSTRY
2025-12-17 2025-12-18 ind_water_utilities 0.0015 -0.0043 -0.0000 tilt_INDUSTRY
2025-12-17 2025-12-18 impactCost NaN NaN -0.0004 cost
2025-12-17 2025-12-18 ind_fintech -0.0076 -0.0043 0.0000 tilt_INDUSTRY
2025-12-17 2025-12-18 country_ID 0.0000 -0.0096 0.0000 tilt_COUNTRY
2025-12-17 2025-12-18 ind_consumer_goods_conglomerates -0.0118 -0.0149 0.0002 tilt_INDUSTRY
2025-12-17 2025-12-18 ind_food_tobacco 0.0413 0.0007 0.0000 tilt_INDUSTRY
2025-12-17 2025-12-18 country_TH 0.0595 -0.0133 -0.0008 tilt_COUNTRY
2025-12-17 2025-12-18 quality 1.8313 0.0005 0.0009 alpha_QUALITY
2025-12-17 2025-12-18 ind_renewable_energy 0.0207 -0.0039 -0.0001 tilt_INDUSTRY
2025-12-17 2025-12-18 ind_coal -0.0097 0.0125 -0.0001 tilt_INDUSTRY
2025-12-17 2025-12-18 bcost NaN NaN -0.0001 cost
2025-12-17 2025-12-18 ind_electric_utilities_ipps -0.1013 -0.0031 0.0003 tilt_INDUSTRY
2025-12-17 2025-12-18 ind_uranium -0.0024 -0.0554 0.0001 tilt_INDUSTRY
2025-12-17 2025-12-18 ind_transportation_infrastructure 0.0294 0.0012 0.0000 tilt_INDUSTRY
2025-12-17 2025-12-18 ind_healthcare_providers_services 0.0313 -0.0001 -0.0000 tilt_INDUSTRY
2025-12-17 2025-12-18 ind_homebuilding_building_products -0.0147 0.0036 -0.0001 tilt_INDUSTRY
2025-12-17 2025-12-18 country_XH 0.0844 0.0044 0.0004 tilt_COUNTRY
2025-12-17 2025-12-18 ind_food_drug_retail 0.0543 0.0062 0.0003 tilt_INDUSTRY
2025-12-17 2025-12-18 ind_integrated_hardware_software 0.0000 0.0016 0.0000 tilt_INDUSTRY
2025-12-17 2025-12-18 country_JP -0.1126 0.0006 -0.0001 tilt_COUNTRY
2025-12-17 2025-12-18 neglect 0.0958 0.0009 0.0001 alpha_VALUE
2025-12-18 2025-12-19 ind_media_publishing 0.0076 -0.0018 -0.0000 tilt_INDUSTRY
2025-12-18 2025-12-19 ind_healthcare_equipment_supplies -0.0449 -0.0023 0.0001 tilt_INDUSTRY
2025-12-18 2025-12-19 ind_communications_equipment -0.0143 -0.0027 0.0000 tilt_INDUSTRY
2025-12-18 2025-12-19 size_LARGE 0.0711 -0.0032 -0.0002 tilt_SIZE
2025-12-18 2025-12-19 sbeta_market 0.0410 0.0050 0.0002 risk_exposure
2025-12-18 2025-12-19 ind_computers_phones_household_electronics 0.0735 -0.0028 -0.0002 tilt_INDUSTRY
2025-12-18 2025-12-19 ind_telecommunications_serices 0.1097 -0.0005 -0.0001 tilt_INDUSTRY
2025-12-18 2025-12-19 ind_insurance 0.1428 0.0006 0.0001 tilt_INDUSTRY
2025-12-18 2025-12-19 ind_office_equipment -0.0120 -0.0063 0.0001 tilt_INDUSTRY
2025-12-18 2025-12-19 ind_household_products_services 0.0346 -0.0005 -0.0000 tilt_INDUSTRY
2025-12-18 2025-12-19 country_JP -0.1116 -0.0006 0.0001 tilt_COUNTRY
2025-12-18 2025-12-19 ind_paper_forestry -0.0092 0.0015 -0.0000 tilt_INDUSTRY
2025-12-18 2025-12-19 ind_coal -0.0038 -0.0042 0.0000 tilt_INDUSTRY
2025-12-18 2025-12-19 ind_electric_utilities_ipps -0.1068 -0.0003 0.0000 tilt_INDUSTRY
2025-12-18 2025-12-19 impactCost NaN NaN -0.0002 cost
2025-12-18 2025-12-19 ind_holding_companies 0.0049 0.0047 0.0000 tilt_INDUSTRY
2025-12-18 2025-12-19 ind_pharmaceuticals -0.0652 0.0026 -0.0002 tilt_INDUSTRY
2025-12-18 2025-12-19 ind_food_drug_retail 0.0555 0.0015 0.0001 tilt_INDUSTRY
2025-12-18 2025-12-19 ind_renewable_energy 0.0215 0.0004 0.0000 tilt_INDUSTRY
2025-12-18 2025-12-19 ind_fintech -0.0058 -0.0025 0.0000 tilt_INDUSTRY
2025-12-18 2025-12-19 ind_construction_materials -0.0234 -0.0037 0.0001 tilt_INDUSTRY
2025-12-18 2025-12-19 ind_semiconductors 0.0286 -0.0115 -0.0003 tilt_INDUSTRY
2025-12-18 2025-12-19 ind_integrated_hardware_software 0.0000 -0.0028 0.0000 tilt_INDUSTRY
2025-12-18 2025-12-19 bcost NaN NaN -0.0001 cost
2025-12-18 2025-12-19 country_HK 0.1169 -0.0002 -0.0000 tilt_COUNTRY
2025-12-18 2025-12-19 ind_textiles_apparel 0.0058 -0.0040 -0.0000 tilt_INDUSTRY
2025-12-18 2025-12-19 value_liq 1.4307 0.0002 0.0002 alpha_VALUE
2025-12-18 2025-12-19 ind_industrial_distribution 0.0145 0.0097 0.0001 tilt_INDUSTRY
2025-12-18 2025-12-19 size_MICRO -0.0075 0.0049 -0.0000 tilt_SIZE
2025-12-18 2025-12-19 ind_chemicals -0.0438 0.0019 -0.0001 tilt_INDUSTRY
2025-12-18 2025-12-19 ind_consumer_goods_conglomerates -0.0119 0.0005 -0.0000 tilt_INDUSTRY
2025-12-18 2025-12-19 fcost NaN NaN -0.0000 cost
2025-12-18 2025-12-19 quality 1.8209 0.0001 0.0002 alpha_QUALITY
2025-12-18 2025-12-19 revision 3.4537 0.0005 0.0018 alpha_REVISION
2025-12-18 2025-12-19 ind_transportation_infrastructure 0.0299 -0.0009 -0.0000 tilt_INDUSTRY
2025-12-18 2025-12-19 ind_household_goods -0.0506 -0.0006 0.0000 tilt_INDUSTRY
2025-12-18 2025-12-19 ind_oil_gas_equipment_services -0.0092 -0.0084 0.0001 tilt_INDUSTRY
2025-12-18 2025-12-19 ind_multiline_utilities -0.0127 -0.0070 0.0001 tilt_INDUSTRY
2025-12-18 2025-12-19 ind_water_utilities 0.0015 0.0021 0.0000 tilt_INDUSTRY
2025-12-18 2025-12-19 fmom 0.1138 0.0001 0.0000 alpha_QUALITY
2025-12-18 2025-12-19 reversal 1.4154 0.0026 0.0037 alpha_REVERSAL
2025-12-18 2025-12-19 country_IN 0.0000 0.0043 0.0000 tilt_COUNTRY
2025-12-18 2025-12-19 country_AU -0.0619 -0.0004 0.0000 tilt_COUNTRY
2025-12-18 2025-12-19 ind_commercial_services_supplies -0.0708 0.0028 -0.0002 tilt_INDUSTRY
2025-12-18 2025-12-19 ind_oil_gas 0.0388 -0.0021 -0.0001 tilt_INDUSTRY
2025-12-18 2025-12-19 ind_banking_services -0.1124 -0.0005 0.0001 tilt_INDUSTRY
2025-12-18 2025-12-19 ind_machinery 0.1229 0.0017 0.0002 tilt_INDUSTRY
2025-12-18 2025-12-19 country_SG -0.0527 -0.0025 0.0001 tilt_COUNTRY
2025-12-18 2025-12-19 market -0.0212 0.0028 -0.0001 risk_exposure
2025-12-18 2025-12-19 country_KR 0.0014 0.0040 0.0000 tilt_COUNTRY
2025-12-18 2025-12-19 value_gc 1.3219 -0.0005 -0.0007 alpha_VALUE
2025-12-18 2025-12-19 momentum 0.3304 0.0011 0.0004 alpha_MOMENTUM
2025-12-18 2025-12-19 neglect 0.1511 0.0004 0.0001 alpha_VALUE
2025-12-18 2025-12-19 country_MY 0.0245 0.0020 0.0000 tilt_COUNTRY
2025-12-18 2025-12-19 sdiscrepancy NaN NaN -0.0005 unexplained
2025-12-18 2025-12-19 ind_containers_packaging -0.0083 0.0013 -0.0000 tilt_INDUSTRY
2025-12-18 2025-12-19 country_NZ -0.0167 0.0031 -0.0001 tilt_COUNTRY
2025-12-18 2025-12-19 country_XH 0.0727 -0.0008 -0.0001 tilt_COUNTRY
2025-12-18 2025-12-19 size_MID -0.0859 0.0005 -0.0000 tilt_SIZE
2025-12-18 2025-12-19 ind_metals_mining -0.0123 0.0024 -0.0000 tilt_INDUSTRY
2025-12-18 2025-12-19 ind_electronic_equipment -0.0911 -0.0031 0.0003 tilt_INDUSTRY
2025-12-18 2025-12-19 ind_leisure_products 0.0137 0.0005 0.0000 tilt_INDUSTRY
2025-12-18 2025-12-19 stability 1.5575 -0.0003 -0.0005 alpha_QUALITY
2025-12-18 2025-12-19 country_PH 0.0107 -0.0221 -0.0002 tilt_COUNTRY
2025-12-18 2025-12-19 ind_automobile 0.0051 0.0067 0.0000 tilt_INDUSTRY
2025-12-18 2025-12-19 country_ID 0.0000 -0.0033 0.0000 tilt_COUNTRY
2025-12-18 2025-12-19 ind_food_tobacco 0.0385 0.0042 0.0002 tilt_INDUSTRY
2025-12-18 2025-12-19 ind_investment_services 0.0286 -0.0018 -0.0001 tilt_INDUSTRY
2025-12-18 2025-12-19 country_CN -0.0840 -0.0018 0.0002 tilt_COUNTRY
2025-12-18 2025-12-19 ind_real_estate_operations -0.0154 0.0021 -0.0000 tilt_INDUSTRY
2025-12-18 2025-12-19 ind_healthcare_providers_services 0.0361 0.0030 0.0001 tilt_INDUSTRY
2025-12-18 2025-12-19 linearCost NaN NaN -0.0003 cost
2025-12-18 2025-12-19 ind_uranium -0.0025 0.0756 -0.0002 tilt_INDUSTRY
2025-12-18 2025-12-19 ind_natural_gas_utilities 0.0159 -0.0013 -0.0000 tilt_INDUSTRY
2025-12-18 2025-12-19 ind_hotels_entertainment 0.0268 0.0043 0.0001 tilt_INDUSTRY
2025-12-18 2025-12-19 ind_aerospace_defense 0.0007 0.0091 0.0000 tilt_INDUSTRY
2025-12-18 2025-12-19 specret NaN NaN -0.0007 unexplained
2025-12-18 2025-12-19 pdiscrepancy NaN NaN 0.0000 unexplained
2025-12-18 2025-12-19 ind_homebuilding_building_products -0.0136 -0.0021 0.0000 tilt_INDUSTRY
2025-12-18 2025-12-19 ind_construction_engineering 0.0402 0.0046 0.0002 tilt_INDUSTRY
2025-12-18 2025-12-19 linkage 0.6071 0.0002 0.0001 alpha_MOMENTUM
2025-12-18 2025-12-19 size_SMALL 0.0011 0.0013 0.0000 tilt_SIZE
2025-12-18 2025-12-19 ind_specialty_reatil -0.0265 -0.0018 0.0000 tilt_INDUSTRY
2025-12-18 2025-12-19 ind_beverages -0.0543 0.0022 -0.0001 tilt_INDUSTRY
2025-12-18 2025-12-19 ind_freight_logistics 0.0002 -0.0030 -0.0000 tilt_INDUSTRY
2025-12-18 2025-12-19 country_TH 0.0571 -0.0031 -0.0002 tilt_COUNTRY
2025-12-18 2025-12-19 ind_biotechnology -0.0022 0.0083 -0.0000 tilt_INDUSTRY
2025-12-18 2025-12-19 ind_software_it_services -0.0233 -0.0009 0.0000 tilt_INDUSTRY
2025-12-18 2025-12-19 ind_passenger_transportation -0.0334 0.0021 -0.0001 tilt_INDUSTRY
2025-12-18 2025-12-19 country_TW 0.0222 0.0092 0.0002 tilt_COUNTRY
2025-12-18 2025-12-19 ind_diversified_retail -0.0370 0.0035 -0.0001 tilt_INDUSTRY
2025-12-19 2025-12-22 ind_freight_logistics -0.0034 0.0001 -0.0000 tilt_INDUSTRY
2025-12-19 2025-12-22 impactCost NaN NaN -0.0003 cost
2025-12-19 2025-12-22 ind_homebuilding_building_products -0.0128 -0.0025 0.0000 tilt_INDUSTRY
2025-12-19 2025-12-22 country_ID 0.0000 0.0063 0.0000 tilt_COUNTRY
2025-12-19 2025-12-22 ind_food_drug_retail 0.0568 -0.0078 -0.0004 tilt_INDUSTRY
2025-12-19 2025-12-22 sbeta_market 0.0454 0.0113 0.0005 risk_exposure
2025-12-19 2025-12-22 ind_household_goods -0.0508 -0.0084 0.0004 tilt_INDUSTRY
2025-12-19 2025-12-22 stability 1.6547 0.0005 0.0008 alpha_QUALITY
2025-12-19 2025-12-22 reversal 1.3889 0.0027 0.0037 alpha_REVERSAL
2025-12-19 2025-12-22 ind_construction_engineering 0.0314 -0.0008 -0.0000 tilt_INDUSTRY
2025-12-19 2025-12-22 pdiscrepancy NaN NaN 0.0000 unexplained
2025-12-19 2025-12-22 ind_chemicals -0.0291 0.0056 -0.0002 tilt_INDUSTRY
2025-12-19 2025-12-22 quality 1.8718 0.0002 0.0004 alpha_QUALITY
2025-12-19 2025-12-22 fcost NaN NaN -0.0001 cost
2025-12-19 2025-12-22 revision 3.4516 0.0009 0.0031 alpha_REVISION
2025-12-19 2025-12-22 country_TH 0.0615 0.0084 0.0005 tilt_COUNTRY
2025-12-19 2025-12-22 size_MICRO -0.0084 0.0025 -0.0000 tilt_SIZE
2025-12-19 2025-12-22 ind_transportation_infrastructure 0.0326 0.0008 0.0000 tilt_INDUSTRY
2025-12-19 2025-12-22 country_XH 0.0681 -0.0039 -0.0003 tilt_COUNTRY
2025-12-19 2025-12-22 ind_electronic_equipment -0.0939 0.0044 -0.0004 tilt_INDUSTRY
2025-12-19 2025-12-22 ind_investment_services 0.0273 -0.0063 -0.0002 tilt_INDUSTRY
2025-12-19 2025-12-22 market -0.0134 -0.0054 0.0001 risk_exposure
2025-12-19 2025-12-22 ind_machinery 0.1287 0.0051 0.0007 tilt_INDUSTRY
2025-12-19 2025-12-22 neglect 0.1227 -0.0010 -0.0001 alpha_VALUE
2025-12-19 2025-12-22 ind_healthcare_providers_services 0.0361 -0.0061 -0.0002 tilt_INDUSTRY
2025-12-19 2025-12-22 ind_automobile 0.0122 0.0000 0.0000 tilt_INDUSTRY
2025-12-19 2025-12-22 ind_telecommunications_serices 0.1090 -0.0045 -0.0005 tilt_INDUSTRY
2025-12-19 2025-12-22 ind_coal 0.0030 -0.0015 -0.0000 tilt_INDUSTRY
2025-12-19 2025-12-22 ind_computers_phones_household_electronics 0.0691 0.0006 0.0000 tilt_INDUSTRY
2025-12-19 2025-12-22 ind_textiles_apparel 0.0115 -0.0055 -0.0001 tilt_INDUSTRY
2025-12-19 2025-12-22 country_NZ -0.0169 0.0194 -0.0003 tilt_COUNTRY
2025-12-19 2025-12-22 ind_industrial_distribution 0.0156 -0.0054 -0.0001 tilt_INDUSTRY
2025-12-19 2025-12-22 ind_natural_gas_utilities 0.0159 -0.0025 -0.0000 tilt_INDUSTRY
2025-12-19 2025-12-22 country_KR 0.0015 0.0080 0.0000 tilt_COUNTRY
2025-12-19 2025-12-22 country_SG -0.0508 0.0097 -0.0005 tilt_COUNTRY
2025-12-19 2025-12-22 ind_software_it_services -0.0226 -0.0057 0.0001 tilt_INDUSTRY
2025-12-19 2025-12-22 ind_leisure_products 0.0144 -0.0054 -0.0001 tilt_INDUSTRY
2025-12-19 2025-12-22 ind_oil_gas 0.0355 0.0017 0.0001 tilt_INDUSTRY
2025-12-19 2025-12-22 fmom 0.0540 -0.0003 -0.0000 alpha_QUALITY
2025-12-19 2025-12-22 country_TW 0.0132 0.0010 0.0000 tilt_COUNTRY
2025-12-19 2025-12-22 ind_healthcare_equipment_supplies -0.0449 -0.0079 0.0004 tilt_INDUSTRY
2025-12-19 2025-12-22 size_SMALL 0.0052 -0.0011 -0.0000 tilt_SIZE
2025-12-19 2025-12-22 value_liq 1.4103 -0.0011 -0.0016 alpha_VALUE
2025-12-19 2025-12-22 size_LARGE 0.0722 0.0023 0.0002 tilt_SIZE
2025-12-19 2025-12-22 ind_paper_forestry -0.0091 -0.0049 0.0000 tilt_INDUSTRY
2025-12-19 2025-12-22 specret NaN NaN -0.0022 unexplained
2025-12-19 2025-12-22 ind_commercial_services_supplies -0.0659 -0.0014 0.0001 tilt_INDUSTRY
2025-12-19 2025-12-22 ind_uranium -0.0026 0.0410 -0.0001 tilt_INDUSTRY
2025-12-19 2025-12-22 ind_renewable_energy 0.0239 -0.0005 -0.0000 tilt_INDUSTRY
2025-12-19 2025-12-22 ind_food_tobacco 0.0320 -0.0029 -0.0001 tilt_INDUSTRY
2025-12-19 2025-12-22 ind_electric_utilities_ipps -0.1040 -0.0002 0.0000 tilt_INDUSTRY
2025-12-19 2025-12-22 ind_holding_companies 0.0049 -0.0070 -0.0000 tilt_INDUSTRY
2025-12-19 2025-12-22 ind_specialty_reatil -0.0287 -0.0013 0.0000 tilt_INDUSTRY
2025-12-19 2025-12-22 country_JP -0.1043 0.0002 -0.0000 tilt_COUNTRY
2025-12-19 2025-12-22 ind_biotechnology -0.0025 -0.0209 0.0001 tilt_INDUSTRY
2025-12-19 2025-12-22 ind_semiconductors 0.0246 0.0151 0.0004 tilt_INDUSTRY
2025-12-19 2025-12-22 ind_passenger_transportation -0.0375 -0.0076 0.0003 tilt_INDUSTRY
2025-12-19 2025-12-22 ind_pharmaceuticals -0.0626 -0.0054 0.0003 tilt_INDUSTRY
2025-12-19 2025-12-22 ind_consumer_goods_conglomerates -0.0107 0.0052 -0.0001 tilt_INDUSTRY
2025-12-19 2025-12-22 ind_water_utilities 0.0015 -0.0051 -0.0000 tilt_INDUSTRY
2025-12-19 2025-12-22 linearCost NaN NaN -0.0004 cost
2025-12-19 2025-12-22 value_gc 1.3145 0.0004 0.0005 alpha_VALUE
2025-12-19 2025-12-22 ind_diversified_retail -0.0386 -0.0045 0.0002 tilt_INDUSTRY
2025-12-19 2025-12-22 ind_real_estate_operations -0.0173 -0.0073 0.0001 tilt_INDUSTRY
2025-12-19 2025-12-22 momentum 0.3434 -0.0001 -0.0000 alpha_MOMENTUM
2025-12-19 2025-12-22 country_CN -0.0864 -0.0040 0.0003 tilt_COUNTRY
2025-12-19 2025-12-22 ind_integrated_hardware_software 0.0000 -0.0009 0.0000 tilt_INDUSTRY
2025-12-19 2025-12-22 bcost NaN NaN -0.0002 cost
2025-12-19 2025-12-22 ind_fintech -0.0033 -0.0028 0.0000 tilt_INDUSTRY
2025-12-19 2025-12-22 ind_construction_materials -0.0235 0.0007 -0.0000 tilt_INDUSTRY
2025-12-19 2025-12-22 ind_banking_services -0.1199 -0.0011 0.0001 tilt_INDUSTRY
2025-12-19 2025-12-22 ind_metals_mining -0.0119 0.0117 -0.0001 tilt_INDUSTRY
2025-12-19 2025-12-22 sdiscrepancy NaN NaN -0.0015 unexplained
2025-12-19 2025-12-22 linkage 0.5973 0.0008 0.0005 alpha_MOMENTUM
2025-12-19 2025-12-22 ind_insurance 0.1431 -0.0037 -0.0005 tilt_INDUSTRY
2025-12-19 2025-12-22 country_IN 0.0000 0.0104 0.0000 tilt_COUNTRY
2025-12-19 2025-12-22 ind_beverages -0.0566 -0.0037 0.0002 tilt_INDUSTRY
2025-12-19 2025-12-22 ind_household_products_services 0.0350 -0.0049 -0.0002 tilt_INDUSTRY
2025-12-19 2025-12-22 country_HK 0.1228 -0.0014 -0.0002 tilt_COUNTRY
2025-12-19 2025-12-22 ind_hotels_entertainment 0.0286 -0.0030 -0.0001 tilt_INDUSTRY
2025-12-19 2025-12-22 size_MID -0.0824 -0.0006 0.0001 tilt_SIZE
2025-12-19 2025-12-22 ind_communications_equipment -0.0131 0.0062 -0.0001 tilt_INDUSTRY
2025-12-19 2025-12-22 ind_aerospace_defense -0.0004 -0.0014 0.0000 tilt_INDUSTRY
2025-12-19 2025-12-22 ind_oil_gas_equipment_services -0.0092 0.0071 -0.0001 tilt_INDUSTRY
2025-12-19 2025-12-22 ind_office_equipment -0.0139 0.0103 -0.0001 tilt_INDUSTRY
2025-12-19 2025-12-22 ind_multiline_utilities -0.0128 0.0008 -0.0000 tilt_INDUSTRY
2025-12-19 2025-12-22 country_AU -0.0535 0.0091 -0.0005 tilt_COUNTRY
2025-12-19 2025-12-22 ind_containers_packaging -0.0092 -0.0034 0.0000 tilt_INDUSTRY
2025-12-19 2025-12-22 country_PH 0.0108 0.0264 0.0003 tilt_COUNTRY
2025-12-19 2025-12-22 country_MY 0.0205 0.0025 0.0001 tilt_COUNTRY
2025-12-19 2025-12-22 ind_media_publishing 0.0079 -0.0096 -0.0001 tilt_INDUSTRY
2025-12-22 2025-12-23 ind_electronic_equipment -0.0918 0.0018 -0.0002 tilt_INDUSTRY
2025-12-22 2025-12-23 country_JP -0.1006 0.0057 -0.0006 tilt_COUNTRY
2025-12-22 2025-12-23 market -0.0277 0.0030 -0.0001 risk_exposure
2025-12-22 2025-12-23 ind_containers_packaging -0.0088 0.0025 -0.0000 tilt_INDUSTRY
2025-12-22 2025-12-23 ind_household_products_services 0.0337 -0.0075 -0.0003 tilt_INDUSTRY
2025-12-22 2025-12-23 ind_consumer_goods_conglomerates -0.0100 -0.0040 0.0000 tilt_INDUSTRY
2025-12-22 2025-12-23 ind_commercial_services_supplies -0.0640 -0.0017 0.0001 tilt_INDUSTRY
2025-12-22 2025-12-23 ind_investment_services 0.0282 0.0023 0.0001 tilt_INDUSTRY
2025-12-22 2025-12-23 ind_biotechnology -0.0027 0.0002 -0.0000 tilt_INDUSTRY
2025-12-22 2025-12-23 ind_food_drug_retail 0.0595 -0.0024 -0.0001 tilt_INDUSTRY
2025-12-22 2025-12-23 ind_insurance 0.1420 0.0057 0.0008 tilt_INDUSTRY
2025-12-22 2025-12-23 ind_oil_gas 0.0376 -0.0013 -0.0000 tilt_INDUSTRY
2025-12-22 2025-12-23 ind_aerospace_defense -0.0009 -0.0061 0.0000 tilt_INDUSTRY
2025-12-22 2025-12-23 ind_freight_logistics -0.0069 0.0028 -0.0000 tilt_INDUSTRY
2025-12-22 2025-12-23 ind_automobile 0.0196 -0.0079 -0.0002 tilt_INDUSTRY
2025-12-22 2025-12-23 fmom 0.0410 0.0002 0.0000 alpha_QUALITY
2025-12-22 2025-12-23 ind_textiles_apparel 0.0087 -0.0037 -0.0000 tilt_INDUSTRY
2025-12-22 2025-12-23 sdiscrepancy NaN NaN -0.0006 unexplained
2025-12-22 2025-12-23 ind_homebuilding_building_products -0.0125 0.0025 -0.0000 tilt_INDUSTRY
2025-12-22 2025-12-23 ind_telecommunications_serices 0.1078 -0.0030 -0.0003 tilt_INDUSTRY
2025-12-22 2025-12-23 ind_machinery 0.1240 0.0023 0.0003 tilt_INDUSTRY
2025-12-22 2025-12-23 country_IN 0.0000 0.0010 0.0000 tilt_COUNTRY
2025-12-22 2025-12-23 ind_renewable_energy 0.0252 0.0010 0.0000 tilt_INDUSTRY
2025-12-22 2025-12-23 ind_specialty_reatil -0.0278 -0.0026 0.0001 tilt_INDUSTRY
2025-12-22 2025-12-23 ind_office_equipment -0.0158 0.0002 -0.0000 tilt_INDUSTRY
2025-12-22 2025-12-23 ind_coal 0.0099 -0.0002 -0.0000 tilt_INDUSTRY
2025-12-22 2025-12-23 ind_industrial_distribution 0.0161 -0.0040 -0.0001 tilt_INDUSTRY
2025-12-22 2025-12-23 ind_food_tobacco 0.0300 -0.0035 -0.0001 tilt_INDUSTRY
2025-12-22 2025-12-23 country_AU -0.0343 0.0055 -0.0002 tilt_COUNTRY
2025-12-22 2025-12-23 ind_household_goods -0.0512 -0.0010 0.0000 tilt_INDUSTRY
2025-12-22 2025-12-23 ind_electric_utilities_ipps -0.0998 0.0025 -0.0002 tilt_INDUSTRY
2025-12-22 2025-12-23 ind_real_estate_operations -0.0161 -0.0007 0.0000 tilt_INDUSTRY
2025-12-22 2025-12-23 ind_healthcare_providers_services 0.0363 -0.0049 -0.0002 tilt_INDUSTRY
2025-12-22 2025-12-23 ind_natural_gas_utilities 0.0151 -0.0064 -0.0001 tilt_INDUSTRY
2025-12-22 2025-12-23 ind_software_it_services -0.0166 -0.0022 0.0000 tilt_INDUSTRY
2025-12-22 2025-12-23 country_NZ -0.0169 -0.0014 0.0000 tilt_COUNTRY
2025-12-22 2025-12-23 sbeta_market 0.0216 -0.0038 -0.0001 risk_exposure
2025-12-22 2025-12-23 country_KR 0.0015 -0.0028 -0.0000 tilt_COUNTRY
2025-12-22 2025-12-23 ind_holding_companies 0.0049 -0.0032 -0.0000 tilt_INDUSTRY
2025-12-22 2025-12-23 country_ID 0.0000 -0.0097 0.0000 tilt_COUNTRY
2025-12-22 2025-12-23 country_MY 0.0175 0.0027 0.0000 tilt_COUNTRY
2025-12-22 2025-12-23 ind_media_publishing 0.0078 -0.0008 -0.0000 tilt_INDUSTRY
2025-12-22 2025-12-23 country_SG -0.0489 0.0052 -0.0003 tilt_COUNTRY
2025-12-22 2025-12-23 ind_uranium -0.0024 0.0157 -0.0000 tilt_INDUSTRY
2025-12-22 2025-12-23 ind_metals_mining -0.0066 0.0040 -0.0000 tilt_INDUSTRY
2025-12-22 2025-12-23 neglect 0.1156 -0.0022 -0.0003 alpha_VALUE
2025-12-22 2025-12-23 reversal 1.3199 0.0008 0.0010 alpha_REVERSAL
2025-12-22 2025-12-23 ind_leisure_products 0.0150 0.0047 0.0001 tilt_INDUSTRY
2025-12-22 2025-12-23 impactCost NaN NaN -0.0002 cost
2025-12-22 2025-12-23 ind_multiline_utilities -0.0126 -0.0027 0.0000 tilt_INDUSTRY
2025-12-22 2025-12-23 ind_banking_services -0.1286 0.0017 -0.0002 tilt_INDUSTRY
2025-12-22 2025-12-23 ind_water_utilities 0.0012 -0.0016 -0.0000 tilt_INDUSTRY
2025-12-22 2025-12-23 ind_paper_forestry -0.0092 0.0033 -0.0000 tilt_INDUSTRY
2025-12-22 2025-12-23 size_LARGE 0.0719 0.0020 0.0001 tilt_SIZE
2025-12-22 2025-12-23 ind_communications_equipment -0.0148 -0.0032 0.0000 tilt_INDUSTRY
2025-12-22 2025-12-23 fcost NaN NaN -0.0000 cost
2025-12-22 2025-12-23 size_SMALL -0.0022 -0.0011 0.0000 tilt_SIZE
2025-12-22 2025-12-23 value_gc 1.2243 -0.0002 -0.0002 alpha_VALUE
2025-12-22 2025-12-23 momentum 0.3100 0.0006 0.0002 alpha_MOMENTUM
2025-12-22 2025-12-23 ind_semiconductors 0.0144 0.0026 0.0000 tilt_INDUSTRY
2025-12-22 2025-12-23 country_CN -0.0998 -0.0024 0.0002 tilt_COUNTRY
2025-12-22 2025-12-23 pdiscrepancy NaN NaN -0.0000 unexplained
2025-12-22 2025-12-23 quality 1.9275 0.0011 0.0021 alpha_QUALITY
2025-12-22 2025-12-23 ind_fintech -0.0017 -0.0041 0.0000 tilt_INDUSTRY
2025-12-22 2025-12-23 value_liq 1.3519 0.0007 0.0010 alpha_VALUE
2025-12-22 2025-12-23 ind_chemicals -0.0161 0.0055 -0.0001 tilt_INDUSTRY
2025-12-22 2025-12-23 ind_hotels_entertainment 0.0347 -0.0045 -0.0002 tilt_INDUSTRY
2025-12-22 2025-12-23 ind_oil_gas_equipment_services -0.0093 0.0038 -0.0000 tilt_INDUSTRY
2025-12-22 2025-12-23 linearCost NaN NaN -0.0004 cost
2025-12-22 2025-12-23 ind_integrated_hardware_software 0.0000 -0.0083 0.0000 tilt_INDUSTRY
2025-12-22 2025-12-23 ind_construction_materials -0.0271 0.0075 -0.0002 tilt_INDUSTRY
2025-12-22 2025-12-23 country_PH 0.0112 -0.0023 -0.0000 tilt_COUNTRY
2025-12-22 2025-12-23 specret NaN NaN -0.0075 unexplained
2025-12-22 2025-12-23 ind_transportation_infrastructure 0.0334 -0.0007 -0.0000 tilt_INDUSTRY
2025-12-22 2025-12-23 ind_computers_phones_household_electronics 0.0600 -0.0007 -0.0000 tilt_INDUSTRY
2025-12-22 2025-12-23 country_TW -0.0059 -0.0031 0.0000 tilt_COUNTRY
2025-12-22 2025-12-23 bcost NaN NaN -0.0001 cost
2025-12-22 2025-12-23 size_MICRO -0.0097 -0.0032 0.0000 tilt_SIZE
2025-12-22 2025-12-23 ind_passenger_transportation -0.0477 -0.0011 0.0001 tilt_INDUSTRY
2025-12-22 2025-12-23 country_TH 0.0581 0.0064 0.0004 tilt_COUNTRY
2025-12-22 2025-12-23 ind_healthcare_equipment_supplies -0.0463 -0.0049 0.0002 tilt_INDUSTRY
2025-12-22 2025-12-23 ind_beverages -0.0594 -0.0034 0.0002 tilt_INDUSTRY
2025-12-22 2025-12-23 ind_construction_engineering 0.0256 0.0015 0.0000 tilt_INDUSTRY
2025-12-22 2025-12-23 ind_pharmaceuticals -0.0659 -0.0013 0.0001 tilt_INDUSTRY
2025-12-22 2025-12-23 country_XH 0.0810 -0.0001 -0.0000 tilt_COUNTRY
2025-12-22 2025-12-23 size_MID -0.0876 -0.0001 0.0000 tilt_SIZE
2025-12-22 2025-12-23 revision 3.5314 -0.0000 -0.0000 alpha_REVISION
2025-12-22 2025-12-23 linkage 0.6757 0.0000 0.0000 alpha_MOMENTUM
2025-12-22 2025-12-23 country_HK 0.1095 0.0040 0.0004 tilt_COUNTRY
2025-12-22 2025-12-23 stability 1.7158 -0.0002 -0.0004 alpha_QUALITY
2025-12-22 2025-12-23 ind_diversified_retail -0.0425 -0.0038 0.0002 tilt_INDUSTRY
2025-12-23 2025-12-24 ind_uranium -0.0024 0.0113 -0.0000 tilt_INDUSTRY
2025-12-23 2025-12-24 country_IN 0.0000 -0.0002 0.0000 tilt_COUNTRY
2025-12-23 2025-12-24 ind_coal 0.0166 -0.0070 -0.0001 tilt_INDUSTRY
2025-12-23 2025-12-24 ind_containers_packaging -0.0081 0.0022 -0.0000 tilt_INDUSTRY
2025-12-23 2025-12-24 momentum 0.3040 -0.0002 -0.0001 alpha_MOMENTUM
2025-12-23 2025-12-24 ind_electronic_equipment -0.0941 0.0064 -0.0006 tilt_INDUSTRY
2025-12-23 2025-12-24 ind_beverages -0.0617 -0.0033 0.0002 tilt_INDUSTRY
2025-12-23 2025-12-24 ind_food_tobacco 0.0287 -0.0027 -0.0001 tilt_INDUSTRY
2025-12-23 2025-12-24 country_PH 0.0111 0.0025 0.0000 tilt_COUNTRY
2025-12-23 2025-12-24 value_gc 1.2959 0.0002 0.0002 alpha_VALUE
2025-12-23 2025-12-24 country_AU -0.0150 -0.0018 0.0000 tilt_COUNTRY
2025-12-23 2025-12-24 ind_computers_phones_household_electronics 0.0539 0.0005 0.0000 tilt_INDUSTRY
2025-12-23 2025-12-24 ind_communications_equipment -0.0117 0.0098 -0.0001 tilt_INDUSTRY
2025-12-23 2025-12-24 ind_water_utilities 0.0009 -0.0017 -0.0000 tilt_INDUSTRY
2025-12-23 2025-12-24 bcost NaN NaN -0.0001 cost
2025-12-23 2025-12-24 ind_pharmaceuticals -0.0701 -0.0053 0.0004 tilt_INDUSTRY
2025-12-23 2025-12-24 country_JP -0.0999 -0.0037 0.0004 tilt_COUNTRY
2025-12-23 2025-12-24 ind_passenger_transportation -0.0623 0.0026 -0.0002 tilt_INDUSTRY
2025-12-23 2025-12-24 ind_integrated_hardware_software 0.0000 0.0008 0.0000 tilt_INDUSTRY
2025-12-23 2025-12-24 ind_biotechnology 0.0002 -0.0046 -0.0000 tilt_INDUSTRY
2025-12-23 2025-12-24 ind_consumer_goods_conglomerates -0.0110 -0.0012 0.0000 tilt_INDUSTRY
2025-12-23 2025-12-24 ind_diversified_retail -0.0436 -0.0010 0.0000 tilt_INDUSTRY
2025-12-23 2025-12-24 ind_renewable_energy 0.0272 0.0056 0.0002 tilt_INDUSTRY
2025-12-23 2025-12-24 linkage 0.6663 0.0001 0.0000 alpha_MOMENTUM
2025-12-23 2025-12-24 ind_specialty_reatil -0.0250 0.0003 -0.0000 tilt_INDUSTRY
2025-12-23 2025-12-24 country_CN -0.0955 0.0031 -0.0003 tilt_COUNTRY
2025-12-23 2025-12-24 ind_leisure_products 0.0166 -0.0060 -0.0001 tilt_INDUSTRY
2025-12-23 2025-12-24 ind_telecommunications_serices 0.1119 0.0034 0.0004 tilt_INDUSTRY
2025-12-23 2025-12-24 linearCost NaN NaN -0.0002 cost
2025-12-23 2025-12-24 ind_holding_companies 0.0049 -0.0011 -0.0000 tilt_INDUSTRY
2025-12-23 2025-12-24 ind_aerospace_defense -0.0023 0.0121 -0.0000 tilt_INDUSTRY
2025-12-23 2025-12-24 fmom 0.0427 -0.0009 -0.0000 alpha_QUALITY
2025-12-23 2025-12-24 ind_fintech -0.0019 0.0009 -0.0000 tilt_INDUSTRY
2025-12-23 2025-12-24 ind_electric_utilities_ipps -0.1162 0.0008 -0.0001 tilt_INDUSTRY
2025-12-23 2025-12-24 ind_freight_logistics -0.0039 -0.0007 0.0000 tilt_INDUSTRY
2025-12-23 2025-12-24 ind_healthcare_providers_services 0.0346 -0.0006 -0.0000 tilt_INDUSTRY
2025-12-23 2025-12-24 country_TW -0.0108 -0.0044 0.0000 tilt_COUNTRY
2025-12-23 2025-12-24 country_XH 0.1049 -0.0051 -0.0005 tilt_COUNTRY
2025-12-23 2025-12-24 ind_healthcare_equipment_supplies -0.0571 -0.0050 0.0003 tilt_INDUSTRY
2025-12-23 2025-12-24 country_TH 0.0494 0.0052 0.0003 tilt_COUNTRY
2025-12-23 2025-12-24 ind_media_publishing 0.0074 0.0001 0.0000 tilt_INDUSTRY
2025-12-23 2025-12-24 size_MICRO -0.0102 0.0009 -0.0000 tilt_SIZE
2025-12-23 2025-12-24 ind_multiline_utilities -0.0123 0.0042 -0.0001 tilt_INDUSTRY
2025-12-23 2025-12-24 revision 3.5696 -0.0001 -0.0002 alpha_REVISION
2025-12-23 2025-12-24 ind_oil_gas 0.0406 -0.0005 -0.0000 tilt_INDUSTRY
2025-12-23 2025-12-24 ind_homebuilding_building_products -0.0126 -0.0002 0.0000 tilt_INDUSTRY
2025-12-23 2025-12-24 country_HK 0.0646 -0.0013 -0.0001 tilt_COUNTRY
2025-12-23 2025-12-24 ind_automobile 0.0280 -0.0014 -0.0000 tilt_INDUSTRY
2025-12-23 2025-12-24 sdiscrepancy NaN NaN 0.0061 unexplained
2025-12-23 2025-12-24 ind_investment_services 0.0252 -0.0013 -0.0000 tilt_INDUSTRY
2025-12-23 2025-12-24 ind_household_products_services 0.0348 -0.0016 -0.0001 tilt_INDUSTRY
2025-12-23 2025-12-24 ind_transportation_infrastructure 0.0267 -0.0011 -0.0000 tilt_INDUSTRY
2025-12-23 2025-12-24 market -0.0369 -0.0041 0.0002 risk_exposure
2025-12-23 2025-12-24 size_LARGE 0.0697 -0.0021 -0.0001 tilt_SIZE
2025-12-23 2025-12-24 size_SMALL -0.0071 0.0014 -0.0000 tilt_SIZE
2025-12-23 2025-12-24 stability 1.7413 0.0003 0.0004 alpha_QUALITY
2025-12-23 2025-12-24 size_MID -0.0894 0.0001 -0.0000 tilt_SIZE
2025-12-23 2025-12-24 specret NaN NaN -0.0034 unexplained
2025-12-23 2025-12-24 ind_construction_materials -0.0300 0.0053 -0.0002 tilt_INDUSTRY
2025-12-23 2025-12-24 ind_paper_forestry -0.0093 0.0130 -0.0001 tilt_INDUSTRY
2025-12-23 2025-12-24 ind_semiconductors 0.0213 0.0059 0.0001 tilt_INDUSTRY
2025-12-23 2025-12-24 fcost NaN NaN -0.0000 cost
2025-12-23 2025-12-24 ind_oil_gas_equipment_services -0.0093 -0.0050 0.0000 tilt_INDUSTRY
2025-12-23 2025-12-24 ind_construction_engineering 0.0365 0.0009 0.0000 tilt_INDUSTRY
2025-12-23 2025-12-24 ind_banking_services -0.1259 -0.0002 0.0000 tilt_INDUSTRY
2025-12-23 2025-12-24 ind_hotels_entertainment 0.0334 -0.0018 -0.0001 tilt_INDUSTRY
2025-12-23 2025-12-24 ind_chemicals -0.0098 -0.0001 0.0000 tilt_INDUSTRY
2025-12-23 2025-12-24 quality 2.0132 -0.0004 -0.0008 alpha_QUALITY
2025-12-23 2025-12-24 pdiscrepancy NaN NaN -0.0054 unexplained
2025-12-23 2025-12-24 value_liq 1.4350 -0.0006 -0.0009 alpha_VALUE
2025-12-23 2025-12-24 ind_commercial_services_supplies -0.0667 -0.0008 0.0001 tilt_INDUSTRY
2025-12-23 2025-12-24 ind_real_estate_operations -0.0121 -0.0015 0.0000 tilt_INDUSTRY
2025-12-23 2025-12-24 country_KR 0.0014 -0.0016 -0.0000 tilt_COUNTRY
2025-12-23 2025-12-24 ind_household_goods -0.0506 -0.0075 0.0004 tilt_INDUSTRY
2025-12-23 2025-12-24 ind_office_equipment -0.0126 0.0002 -0.0000 tilt_INDUSTRY
2025-12-23 2025-12-24 reversal 1.5922 0.0006 0.0010 alpha_REVERSAL
2025-12-23 2025-12-24 ind_industrial_distribution 0.0118 -0.0029 -0.0000 tilt_INDUSTRY
2025-12-23 2025-12-24 ind_metals_mining 0.0016 0.0015 0.0000 tilt_INDUSTRY
2025-12-23 2025-12-24 sbeta_market 0.0129 0.0066 0.0001 risk_exposure
2025-12-23 2025-12-24 country_ID 0.0000 -0.0006 0.0000 tilt_COUNTRY
2025-12-23 2025-12-24 impactCost NaN NaN -0.0002 cost
2025-12-23 2025-12-24 ind_food_drug_retail 0.0604 -0.0004 -0.0000 tilt_INDUSTRY
2025-12-23 2025-12-24 country_SG -0.0483 -0.0001 0.0000 tilt_COUNTRY
2025-12-23 2025-12-24 ind_natural_gas_utilities 0.0138 0.0021 0.0000 tilt_INDUSTRY
2025-12-23 2025-12-24 neglect 0.1682 0.0003 0.0000 alpha_VALUE
2025-12-23 2025-12-24 ind_software_it_services -0.0044 -0.0017 0.0000 tilt_INDUSTRY
2025-12-23 2025-12-24 ind_textiles_apparel 0.0035 -0.0040 -0.0000 tilt_INDUSTRY
2025-12-23 2025-12-24 country_NZ -0.0168 0.0036 -0.0001 tilt_COUNTRY
2025-12-23 2025-12-24 ind_machinery 0.1093 -0.0000 -0.0000 tilt_INDUSTRY
2025-12-23 2025-12-24 ind_insurance 0.1405 -0.0044 -0.0006 tilt_INDUSTRY
2025-12-23 2025-12-24 country_MY 0.0179 0.0020 0.0000 tilt_COUNTRY
2025-12-24 2025-12-25 ind_food_tobacco 0.0264 0.0002 0.0000 tilt_INDUSTRY
2025-12-24 2025-12-25 ind_paper_forestry -0.0093 0.0150 -0.0001 tilt_INDUSTRY
2025-12-24 2025-12-25 momentum 0.2771 0.0003 0.0001 alpha_MOMENTUM
2025-12-24 2025-12-25 ind_computers_phones_household_electronics 0.0540 -0.0008 -0.0000 tilt_INDUSTRY
2025-12-24 2025-12-25 stability 1.7314 0.0004 0.0006 alpha_QUALITY
2025-12-24 2025-12-25 ind_industrial_distribution 0.0152 0.0013 0.0000 tilt_INDUSTRY
2025-12-24 2025-12-25 ind_electronic_equipment -0.0907 -0.0043 0.0004 tilt_INDUSTRY
2025-12-24 2025-12-25 country_NZ -0.0169 -0.0002 0.0000 tilt_COUNTRY
2025-12-24 2025-12-25 specret NaN NaN -0.0019 unexplained
2025-12-24 2025-12-25 country_PH 0.0114 -0.0003 -0.0000 tilt_COUNTRY
2025-12-24 2025-12-25 ind_natural_gas_utilities 0.0141 0.0012 0.0000 tilt_INDUSTRY
2025-12-24 2025-12-25 sdiscrepancy NaN NaN -0.0004 unexplained
2025-12-24 2025-12-25 ind_office_equipment -0.0144 -0.0031 0.0000 tilt_INDUSTRY
2025-12-24 2025-12-25 fmom 0.0667 -0.0004 -0.0000 alpha_QUALITY
2025-12-24 2025-12-25 ind_consumer_goods_conglomerates -0.0103 -0.0062 0.0001 tilt_INDUSTRY
2025-12-24 2025-12-25 ind_software_it_services -0.0023 0.0003 -0.0000 tilt_INDUSTRY
2025-12-24 2025-12-25 country_TW -0.0195 -0.0015 0.0000 tilt_COUNTRY
2025-12-24 2025-12-25 ind_renewable_energy 0.0274 0.0038 0.0001 tilt_INDUSTRY
2025-12-24 2025-12-25 ind_insurance 0.1402 0.0008 0.0001 tilt_INDUSTRY
2025-12-24 2025-12-25 country_CN -0.0899 0.0011 -0.0001 tilt_COUNTRY
2025-12-24 2025-12-25 country_SG -0.0486 -0.0011 0.0001 tilt_COUNTRY
2025-12-24 2025-12-25 country_KR 0.0014 -0.0019 -0.0000 tilt_COUNTRY
2025-12-24 2025-12-25 size_SMALL -0.0033 0.0011 -0.0000 tilt_SIZE
2025-12-24 2025-12-25 bcost NaN NaN -0.0001 cost
2025-12-24 2025-12-25 ind_healthcare_equipment_supplies -0.0588 0.0015 -0.0001 tilt_INDUSTRY
2025-12-24 2025-12-25 ind_banking_services -0.1357 -0.0005 0.0001 tilt_INDUSTRY
2025-12-24 2025-12-25 ind_aerospace_defense -0.0025 0.0122 -0.0000 tilt_INDUSTRY
2025-12-24 2025-12-25 ind_oil_gas 0.0391 -0.0012 -0.0000 tilt_INDUSTRY
2025-12-24 2025-12-25 ind_media_publishing 0.0077 0.0023 0.0000 tilt_INDUSTRY
2025-12-24 2025-12-25 size_LARGE 0.0660 -0.0005 -0.0000 tilt_SIZE
2025-12-24 2025-12-25 ind_commercial_services_supplies -0.0612 -0.0001 0.0000 tilt_INDUSTRY
2025-12-24 2025-12-25 value_liq 1.4665 -0.0003 -0.0005 alpha_VALUE
2025-12-24 2025-12-25 ind_integrated_hardware_software 0.0000 0.0078 0.0000 tilt_INDUSTRY
2025-12-24 2025-12-25 ind_textiles_apparel 0.0038 -0.0000 -0.0000 tilt_INDUSTRY
2025-12-24 2025-12-25 ind_metals_mining 0.0013 -0.0052 -0.0000 tilt_INDUSTRY
2025-12-24 2025-12-25 ind_telecommunications_serices 0.1089 -0.0004 -0.0000 tilt_INDUSTRY
2025-12-24 2025-12-25 country_MY 0.0179 -0.0001 -0.0000 tilt_COUNTRY
2025-12-24 2025-12-25 country_TH 0.0523 -0.0066 -0.0003 tilt_COUNTRY
2025-12-24 2025-12-25 country_IN 0.0000 -0.0009 0.0000 tilt_COUNTRY
2025-12-24 2025-12-25 ind_containers_packaging -0.0081 -0.0013 0.0000 tilt_INDUSTRY
2025-12-24 2025-12-25 ind_coal 0.0167 -0.0034 -0.0001 tilt_INDUSTRY
2025-12-24 2025-12-25 size_MICRO -0.0103 0.0008 -0.0000 tilt_SIZE
2025-12-24 2025-12-25 ind_freight_logistics -0.0053 -0.0003 0.0000 tilt_INDUSTRY
2025-12-24 2025-12-25 ind_electric_utilities_ipps -0.1153 -0.0001 0.0000 tilt_INDUSTRY
2025-12-24 2025-12-25 ind_uranium -0.0024 -0.0033 0.0000 tilt_INDUSTRY
2025-12-24 2025-12-25 ind_chemicals -0.0148 -0.0012 0.0000 tilt_INDUSTRY
2025-12-24 2025-12-25 ind_holding_companies 0.0049 0.0012 0.0000 tilt_INDUSTRY
2025-12-24 2025-12-25 country_XH 0.1050 -0.0035 -0.0004 tilt_COUNTRY
2025-12-24 2025-12-25 ind_specialty_reatil -0.0265 -0.0024 0.0001 tilt_INDUSTRY
2025-12-24 2025-12-25 country_AU -0.0150 0.0002 -0.0000 tilt_COUNTRY
2025-12-24 2025-12-25 ind_multiline_utilities -0.0123 0.0015 -0.0000 tilt_INDUSTRY
2025-12-24 2025-12-25 revision 3.5797 -0.0001 -0.0003 alpha_REVISION
2025-12-24 2025-12-25 ind_transportation_infrastructure 0.0303 0.0015 0.0000 tilt_INDUSTRY
2025-12-24 2025-12-25 ind_food_drug_retail 0.0613 -0.0012 -0.0001 tilt_INDUSTRY
2025-12-24 2025-12-25 neglect 0.1633 0.0006 0.0001 alpha_VALUE
2025-12-24 2025-12-25 country_ID 0.0000 0.0005 0.0000 tilt_COUNTRY
2025-12-24 2025-12-25 market -0.0431 -0.0006 0.0000 risk_exposure
2025-12-24 2025-12-25 sbeta_market 0.0122 0.0033 0.0000 risk_exposure
2025-12-24 2025-12-25 ind_homebuilding_building_products -0.0130 0.0024 -0.0000 tilt_INDUSTRY
2025-12-24 2025-12-25 ind_construction_engineering 0.0336 -0.0004 -0.0000 tilt_INDUSTRY
2025-12-24 2025-12-25 country_HK 0.0647 -0.0034 -0.0002 tilt_COUNTRY
2025-12-24 2025-12-25 reversal 1.4759 0.0010 0.0014 alpha_REVERSAL
2025-12-24 2025-12-25 ind_investment_services 0.0260 -0.0007 -0.0000 tilt_INDUSTRY
2025-12-24 2025-12-25 ind_healthcare_providers_services 0.0359 -0.0018 -0.0001 tilt_INDUSTRY
2025-12-24 2025-12-25 ind_real_estate_operations -0.0116 0.0006 -0.0000 tilt_INDUSTRY
2025-12-24 2025-12-25 ind_household_goods -0.0507 0.0009 -0.0000 tilt_INDUSTRY
2025-12-24 2025-12-25 ind_automobile 0.0264 0.0018 0.0000 tilt_INDUSTRY
2025-12-24 2025-12-25 impactCost NaN NaN -0.0001 cost
2025-12-24 2025-12-25 ind_household_products_services 0.0322 0.0010 0.0000 tilt_INDUSTRY
2025-12-24 2025-12-25 ind_biotechnology 0.0007 0.0007 0.0000 tilt_INDUSTRY
2025-12-24 2025-12-25 ind_machinery 0.1078 0.0033 0.0004 tilt_INDUSTRY
2025-12-24 2025-12-25 ind_construction_materials -0.0303 -0.0002 0.0000 tilt_INDUSTRY
2025-12-24 2025-12-25 ind_semiconductors 0.0192 -0.0016 -0.0000 tilt_INDUSTRY
2025-12-24 2025-12-25 ind_fintech -0.0018 0.0065 -0.0000 tilt_INDUSTRY
2025-12-24 2025-12-25 ind_water_utilities 0.0009 0.0023 0.0000 tilt_INDUSTRY
2025-12-24 2025-12-25 ind_passenger_transportation -0.0608 0.0013 -0.0001 tilt_INDUSTRY
2025-12-24 2025-12-25 ind_pharmaceuticals -0.0691 -0.0005 0.0000 tilt_INDUSTRY
2025-12-24 2025-12-25 ind_hotels_entertainment 0.0437 0.0012 0.0001 tilt_INDUSTRY
2025-12-24 2025-12-25 country_JP -0.1058 0.0019 -0.0002 tilt_COUNTRY
2025-12-24 2025-12-25 ind_beverages -0.0630 0.0029 -0.0002 tilt_INDUSTRY
2025-12-24 2025-12-25 linearCost NaN NaN -0.0001 cost
2025-12-24 2025-12-25 ind_oil_gas_equipment_services -0.0093 -0.0054 0.0001 tilt_INDUSTRY
2025-12-24 2025-12-25 quality 2.0303 0.0001 0.0001 alpha_QUALITY
2025-12-24 2025-12-25 pdiscrepancy NaN NaN -0.0000 unexplained
2025-12-24 2025-12-25 linkage 0.6276 0.0002 0.0001 alpha_MOMENTUM
2025-12-24 2025-12-25 ind_leisure_products 0.0161 0.0025 0.0000 tilt_INDUSTRY
2025-12-24 2025-12-25 ind_communications_equipment -0.0129 0.0022 -0.0000 tilt_INDUSTRY
2025-12-24 2025-12-25 fcost NaN NaN -0.0000 cost
2025-12-24 2025-12-25 ind_diversified_retail -0.0443 -0.0019 0.0001 tilt_INDUSTRY
2025-12-24 2025-12-25 size_MID -0.0956 -0.0007 0.0001 tilt_SIZE
2025-12-24 2025-12-25 value_gc 1.3311 0.0000 0.0000 alpha_VALUE
2025-12-25 2025-12-26 ind_hotels_entertainment 0.0334 -0.0008 -0.0000 tilt_INDUSTRY
2025-12-25 2025-12-26 ind_automobile 0.0280 -0.0015 -0.0000 tilt_INDUSTRY
2025-12-25 2025-12-26 country_TW -0.0108 0.0039 -0.0000 tilt_COUNTRY
2025-12-25 2025-12-26 ind_machinery 0.1093 -0.0016 -0.0002 tilt_INDUSTRY
2025-12-25 2025-12-26 ind_homebuilding_building_products -0.0126 -0.0024 0.0000 tilt_INDUSTRY
2025-12-25 2025-12-26 ind_software_it_services -0.0044 0.0003 -0.0000 tilt_INDUSTRY
2025-12-25 2025-12-26 ind_construction_materials -0.0300 0.0021 -0.0001 tilt_INDUSTRY
2025-12-25 2025-12-26 market -0.0369 0.0002 -0.0000 risk_exposure
2025-12-25 2025-12-26 specret NaN NaN 0.0011 unexplained
2025-12-25 2025-12-26 ind_investment_services 0.0252 0.0025 0.0001 tilt_INDUSTRY
2025-12-25 2025-12-26 ind_metals_mining 0.0016 0.0093 0.0000 tilt_INDUSTRY
2025-12-25 2025-12-26 ind_commercial_services_supplies -0.0667 0.0006 -0.0000 tilt_INDUSTRY
2025-12-25 2025-12-26 size_LARGE 0.0697 0.0011 0.0001 tilt_SIZE
2025-12-25 2025-12-26 size_MID -0.0894 0.0002 -0.0000 tilt_SIZE
2025-12-25 2025-12-26 ind_semiconductors 0.0213 0.0001 0.0000 tilt_INDUSTRY
2025-12-25 2025-12-26 revision 3.5829 0.0002 0.0009 alpha_REVISION
2025-12-25 2025-12-26 ind_oil_gas 0.0406 -0.0005 -0.0000 tilt_INDUSTRY
2025-12-25 2025-12-26 ind_media_publishing 0.0074 -0.0008 -0.0000 tilt_INDUSTRY
2025-12-25 2025-12-26 country_XH 0.1049 0.0008 0.0001 tilt_COUNTRY
2025-12-25 2025-12-26 fcost NaN NaN -0.0000 cost
2025-12-25 2025-12-26 country_HK 0.0646 0.0005 0.0000 tilt_COUNTRY
2025-12-25 2025-12-26 ind_healthcare_equipment_supplies -0.0571 -0.0025 0.0001 tilt_INDUSTRY
2025-12-25 2025-12-26 stability 1.7413 -0.0010 -0.0017 alpha_QUALITY
2025-12-25 2025-12-26 pdiscrepancy NaN NaN 0.0000 unexplained
2025-12-25 2025-12-26 ind_chemicals -0.0098 0.0026 -0.0000 tilt_INDUSTRY
2025-12-25 2025-12-26 size_MICRO -0.0102 0.0013 -0.0000 tilt_SIZE
2025-12-25 2025-12-26 size_SMALL -0.0071 -0.0012 0.0000 tilt_SIZE
2025-12-25 2025-12-26 ind_banking_services -0.1259 -0.0021 0.0003 tilt_INDUSTRY
2025-12-25 2025-12-26 quality 2.0132 0.0007 0.0015 alpha_QUALITY
2025-12-25 2025-12-26 ind_paper_forestry -0.0093 -0.0104 0.0001 tilt_INDUSTRY
2025-12-25 2025-12-26 ind_transportation_infrastructure 0.0267 0.0006 0.0000 tilt_INDUSTRY
2025-12-25 2025-12-26 country_TH 0.0494 -0.0039 -0.0002 tilt_COUNTRY
2025-12-25 2025-12-26 ind_household_products_services 0.0348 -0.0005 -0.0000 tilt_INDUSTRY
2025-12-25 2025-12-26 ind_multiline_utilities -0.0123 0.0008 -0.0000 tilt_INDUSTRY
2025-12-25 2025-12-26 ind_real_estate_operations -0.0121 -0.0008 0.0000 tilt_INDUSTRY
2025-12-25 2025-12-26 neglect 0.1682 0.0003 0.0000 alpha_VALUE
2025-12-25 2025-12-26 ind_renewable_energy 0.0272 0.0130 0.0004 tilt_INDUSTRY
2025-12-25 2025-12-26 ind_consumer_goods_conglomerates -0.0110 -0.0041 0.0000 tilt_INDUSTRY
2025-12-25 2025-12-26 ind_biotechnology 0.0002 0.0028 0.0000 tilt_INDUSTRY
2025-12-25 2025-12-26 ind_beverages -0.0617 -0.0033 0.0002 tilt_INDUSTRY
2025-12-25 2025-12-26 country_PH 0.0111 0.0035 0.0000 tilt_COUNTRY
2025-12-25 2025-12-26 ind_oil_gas_equipment_services -0.0093 -0.0005 0.0000 tilt_INDUSTRY
2025-12-25 2025-12-26 country_NZ -0.0168 -0.0006 0.0000 tilt_COUNTRY
2025-12-25 2025-12-26 ind_electronic_equipment -0.0941 -0.0043 0.0004 tilt_INDUSTRY
2025-12-25 2025-12-26 country_CN -0.0955 0.0008 -0.0001 tilt_COUNTRY
2025-12-25 2025-12-26 ind_telecommunications_serices 0.1119 0.0025 0.0003 tilt_INDUSTRY
2025-12-25 2025-12-26 ind_textiles_apparel 0.0035 -0.0003 -0.0000 tilt_INDUSTRY
2025-12-25 2025-12-26 ind_pharmaceuticals -0.0701 -0.0001 0.0000 tilt_INDUSTRY
2025-12-25 2025-12-26 bcost NaN NaN -0.0001 cost
2025-12-25 2025-12-26 ind_integrated_hardware_software 0.0000 0.0029 0.0000 tilt_INDUSTRY
2025-12-25 2025-12-26 country_JP -0.0999 0.0013 -0.0001 tilt_COUNTRY
2025-12-25 2025-12-26 ind_passenger_transportation -0.0623 0.0009 -0.0001 tilt_INDUSTRY
2025-12-25 2025-12-26 linearCost NaN NaN -0.0002 cost
2025-12-25 2025-12-26 ind_fintech -0.0019 0.0010 -0.0000 tilt_INDUSTRY
2025-12-25 2025-12-26 linkage 0.6498 0.0000 0.0000 alpha_MOMENTUM
2025-12-25 2025-12-26 ind_communications_equipment -0.0117 0.0014 -0.0000 tilt_INDUSTRY
2025-12-25 2025-12-26 ind_diversified_retail -0.0436 -0.0001 0.0000 tilt_INDUSTRY
2025-12-25 2025-12-26 ind_computers_phones_household_electronics 0.0539 -0.0024 -0.0001 tilt_INDUSTRY
2025-12-25 2025-12-26 momentum 0.3040 -0.0001 -0.0000 alpha_MOMENTUM
2025-12-25 2025-12-26 ind_leisure_products 0.0166 0.0038 0.0001 tilt_INDUSTRY
2025-12-25 2025-12-26 value_gc 1.2995 -0.0005 -0.0006 alpha_VALUE
2025-12-25 2025-12-26 ind_water_utilities 0.0009 -0.0019 -0.0000 tilt_INDUSTRY
2025-12-25 2025-12-26 sdiscrepancy NaN NaN -0.0003 unexplained
2025-12-25 2025-12-26 country_AU -0.0150 -0.0012 0.0000 tilt_COUNTRY
2025-12-25 2025-12-26 ind_uranium -0.0024 0.0024 -0.0000 tilt_INDUSTRY
2025-12-25 2025-12-26 country_ID 0.0000 -0.0007 0.0000 tilt_COUNTRY
2025-12-25 2025-12-26 sbeta_market 0.0129 -0.0009 -0.0000 risk_exposure
2025-12-25 2025-12-26 country_SG -0.0483 0.0008 -0.0000 tilt_COUNTRY
2025-12-25 2025-12-26 country_KR 0.0014 -0.0124 -0.0000 tilt_COUNTRY
2025-12-25 2025-12-26 ind_office_equipment -0.0126 -0.0025 0.0000 tilt_INDUSTRY
2025-12-25 2025-12-26 reversal 1.4558 0.0003 0.0005 alpha_REVERSAL
2025-12-25 2025-12-26 ind_construction_engineering 0.0365 -0.0008 -0.0000 tilt_INDUSTRY
2025-12-25 2025-12-26 ind_natural_gas_utilities 0.0138 0.0025 0.0000 tilt_INDUSTRY
2025-12-25 2025-12-26 ind_industrial_distribution 0.0118 -0.0001 -0.0000 tilt_INDUSTRY
2025-12-25 2025-12-26 ind_household_goods -0.0506 -0.0041 0.0002 tilt_INDUSTRY
2025-12-25 2025-12-26 impactCost NaN NaN -0.0002 cost
2025-12-25 2025-12-26 ind_specialty_reatil -0.0250 0.0022 -0.0001 tilt_INDUSTRY
2025-12-25 2025-12-26 ind_food_drug_retail 0.0604 -0.0014 -0.0001 tilt_INDUSTRY
2025-12-25 2025-12-26 ind_freight_logistics -0.0039 0.0019 -0.0000 tilt_INDUSTRY
2025-12-25 2025-12-26 ind_food_tobacco 0.0287 -0.0001 -0.0000 tilt_INDUSTRY
2025-12-25 2025-12-26 country_MY 0.0179 -0.0021 -0.0000 tilt_COUNTRY
2025-12-25 2025-12-26 country_IN 0.0000 -0.0029 0.0000 tilt_COUNTRY
2025-12-25 2025-12-26 ind_coal 0.0166 0.0006 0.0000 tilt_INDUSTRY
2025-12-25 2025-12-26 ind_insurance 0.1405 -0.0034 -0.0005 tilt_INDUSTRY
2025-12-25 2025-12-26 ind_electric_utilities_ipps -0.1162 0.0012 -0.0001 tilt_INDUSTRY
2025-12-25 2025-12-26 fmom 0.0428 -0.0001 -0.0000 alpha_QUALITY
2025-12-25 2025-12-26 value_liq 1.4461 0.0001 0.0001 alpha_VALUE
2025-12-25 2025-12-26 ind_holding_companies 0.0049 0.0014 0.0000 tilt_INDUSTRY
2025-12-25 2025-12-26 ind_aerospace_defense -0.0023 -0.0011 0.0000 tilt_INDUSTRY
2025-12-25 2025-12-26 ind_healthcare_providers_services 0.0346 -0.0009 -0.0000 tilt_INDUSTRY
2025-12-25 2025-12-26 ind_containers_packaging -0.0081 -0.0014 0.0000 tilt_INDUSTRY
2025-12-29 2025-12-30 value_liq 1.4464 0.0002 0.0003 alpha_VALUE
2025-12-29 2025-12-30 ind_integrated_hardware_software 0.0000 -0.0003 0.0000 tilt_INDUSTRY
2025-12-29 2025-12-30 fmom 0.1528 -0.0000 -0.0000 alpha_QUALITY
2025-12-29 2025-12-30 ind_biotechnology 0.0015 -0.0090 -0.0000 tilt_INDUSTRY
2025-12-29 2025-12-30 ind_food_tobacco 0.0246 0.0001 0.0000 tilt_INDUSTRY
2025-12-29 2025-12-30 ind_beverages -0.0637 -0.0038 0.0002 tilt_INDUSTRY
2025-12-29 2025-12-30 ind_water_utilities 0.0008 -0.0023 -0.0000 tilt_INDUSTRY
2025-12-29 2025-12-30 ind_banking_services -0.1417 0.0019 -0.0003 tilt_INDUSTRY
2025-12-29 2025-12-30 linearCost NaN NaN -0.0004 cost
2025-12-29 2025-12-30 ind_oil_gas 0.0429 0.0090 0.0004 tilt_INDUSTRY
2025-12-29 2025-12-30 ind_freight_logistics 0.0042 -0.0005 -0.0000 tilt_INDUSTRY
2025-12-29 2025-12-30 ind_automobile 0.0343 0.0070 0.0002 tilt_INDUSTRY
2025-12-29 2025-12-30 linkage 0.7639 -0.0002 -0.0001 alpha_MOMENTUM
2025-12-29 2025-12-30 ind_oil_gas_equipment_services -0.0126 0.0018 -0.0000 tilt_INDUSTRY
2025-12-29 2025-12-30 ind_aerospace_defense -0.0001 -0.0073 0.0000 tilt_INDUSTRY
2025-12-29 2025-12-30 ind_office_equipment -0.0142 -0.0007 0.0000 tilt_INDUSTRY
2025-12-29 2025-12-30 ind_healthcare_equipment_supplies -0.0600 -0.0025 0.0002 tilt_INDUSTRY
2025-12-29 2025-12-30 impactCost NaN NaN -0.0002 cost
2025-12-29 2025-12-30 momentum 0.3229 0.0001 0.0000 alpha_MOMENTUM
2025-12-29 2025-12-30 ind_healthcare_providers_services 0.0351 -0.0054 -0.0002 tilt_INDUSTRY
2025-12-29 2025-12-30 ind_diversified_retail -0.0438 -0.0016 0.0001 tilt_INDUSTRY
2025-12-29 2025-12-30 neglect 0.1798 -0.0002 -0.0000 alpha_VALUE
2025-12-29 2025-12-30 fcost NaN NaN -0.0000 cost
2025-12-29 2025-12-30 pdiscrepancy NaN NaN -0.0000 unexplained
2025-12-29 2025-12-30 ind_natural_gas_utilities 0.0133 -0.0016 -0.0000 tilt_INDUSTRY
2025-12-29 2025-12-30 market -0.0219 -0.0045 0.0001 risk_exposure
2025-12-29 2025-12-30 ind_holding_companies 0.0049 0.0061 0.0000 tilt_INDUSTRY
2025-12-29 2025-12-30 ind_uranium -0.0024 -0.0048 0.0000 tilt_INDUSTRY
2025-12-29 2025-12-30 ind_food_drug_retail 0.0456 -0.0014 -0.0001 tilt_INDUSTRY
2025-12-29 2025-12-30 ind_containers_packaging -0.0003 0.0006 -0.0000 tilt_INDUSTRY
2025-12-29 2025-12-30 ind_renewable_energy 0.0289 -0.0152 -0.0004 tilt_INDUSTRY
2025-12-29 2025-12-30 ind_electric_utilities_ipps -0.0791 -0.0034 0.0003 tilt_INDUSTRY
2025-12-29 2025-12-30 ind_consumer_goods_conglomerates -0.0102 -0.0060 0.0001 tilt_INDUSTRY
2025-12-29 2025-12-30 ind_semiconductors 0.0129 0.0031 0.0000 tilt_INDUSTRY
2025-12-29 2025-12-30 ind_construction_materials -0.0298 -0.0009 0.0000 tilt_INDUSTRY
2025-12-29 2025-12-30 ind_pharmaceuticals -0.0402 -0.0022 0.0001 tilt_INDUSTRY
2025-12-29 2025-12-30 ind_construction_engineering 0.0457 -0.0022 -0.0001 tilt_INDUSTRY
2025-12-29 2025-12-30 ind_software_it_services 0.0042 0.0001 0.0000 tilt_INDUSTRY
2025-12-29 2025-12-30 ind_electronic_equipment -0.0946 0.0025 -0.0002 tilt_INDUSTRY
2025-12-29 2025-12-30 ind_chemicals -0.0160 0.0011 -0.0000 tilt_INDUSTRY
2025-12-29 2025-12-30 ind_computers_phones_household_electronics 0.0543 0.0044 0.0002 tilt_INDUSTRY
2025-12-29 2025-12-30 ind_passenger_transportation -0.0659 -0.0047 0.0003 tilt_INDUSTRY
2025-12-29 2025-12-30 ind_communications_equipment -0.0165 -0.0039 0.0001 tilt_INDUSTRY
2025-12-29 2025-12-30 ind_telecommunications_serices 0.1147 -0.0003 -0.0000 tilt_INDUSTRY
2025-12-29 2025-12-30 ind_fintech -0.0012 -0.0030 0.0000 tilt_INDUSTRY
2025-12-29 2025-12-30 ind_commercial_services_supplies -0.0634 -0.0027 0.0002 tilt_INDUSTRY
2025-12-29 2025-12-30 ind_textiles_apparel 0.0032 -0.0009 -0.0000 tilt_INDUSTRY
2025-12-29 2025-12-30 ind_paper_forestry -0.0092 0.0037 -0.0000 tilt_INDUSTRY
2025-12-29 2025-12-30 ind_coal 0.0265 -0.0037 -0.0001 tilt_INDUSTRY
2025-12-29 2025-12-30 bcost NaN NaN -0.0001 cost
2025-12-29 2025-12-30 ind_transportation_infrastructure 0.0288 -0.0069 -0.0002 tilt_INDUSTRY
2025-12-29 2025-12-30 ind_specialty_reatil -0.0284 0.0019 -0.0001 tilt_INDUSTRY
2025-12-29 2025-12-30 country_XH 0.1213 0.0026 0.0003 tilt_COUNTRY
2025-12-29 2025-12-30 ind_real_estate_operations -0.0116 -0.0039 0.0000 tilt_INDUSTRY
2025-12-29 2025-12-30 country_TW -0.0264 -0.0006 0.0000 tilt_COUNTRY
2025-12-29 2025-12-30 size_SMALL 0.0055 -0.0020 -0.0000 tilt_SIZE
2025-12-29 2025-12-30 country_CN -0.0906 0.0001 -0.0000 tilt_COUNTRY
2025-12-29 2025-12-30 ind_media_publishing 0.0048 0.0078 0.0000 tilt_INDUSTRY
2025-12-29 2025-12-30 country_MY 0.0179 0.0060 0.0001 tilt_COUNTRY
2025-12-29 2025-12-30 size_LARGE 0.0670 0.0020 0.0001 tilt_SIZE
2025-12-29 2025-12-30 ind_household_goods -0.0508 0.0029 -0.0001 tilt_INDUSTRY
2025-12-29 2025-12-30 specret NaN NaN -0.0012 unexplained
2025-12-29 2025-12-30 country_KR 0.0014 -0.0032 -0.0000 tilt_COUNTRY
2025-12-29 2025-12-30 country_HK 0.0614 0.0015 0.0001 tilt_COUNTRY
2025-12-29 2025-12-30 ind_industrial_distribution 0.0091 -0.0064 -0.0001 tilt_INDUSTRY
2025-12-29 2025-12-30 country_JP -0.0967 -0.0038 0.0004 tilt_COUNTRY
2025-12-29 2025-12-30 size_MICRO -0.0084 -0.0063 0.0001 tilt_SIZE
2025-12-29 2025-12-30 ind_machinery 0.0806 0.0027 0.0002 tilt_INDUSTRY
2025-12-29 2025-12-30 ind_household_products_services 0.0292 0.0012 0.0000 tilt_INDUSTRY
2025-12-29 2025-12-30 country_IN 0.0000 0.0009 0.0000 tilt_COUNTRY
2025-12-29 2025-12-30 size_MID -0.0861 0.0009 -0.0001 tilt_SIZE
2025-12-29 2025-12-30 ind_leisure_products 0.0165 -0.0029 -0.0000 tilt_INDUSTRY
2025-12-29 2025-12-30 country_NZ -0.0167 0.0083 -0.0001 tilt_COUNTRY
2025-12-29 2025-12-30 stability 1.8826 0.0005 0.0010 alpha_QUALITY
2025-12-29 2025-12-30 sdiscrepancy NaN NaN 0.0005 unexplained
2025-12-29 2025-12-30 sbeta_market 0.0348 0.0032 0.0001 risk_exposure
2025-12-29 2025-12-30 quality 2.0183 0.0007 0.0013 alpha_QUALITY
2025-12-29 2025-12-30 ind_multiline_utilities -0.0123 -0.0075 0.0001 tilt_INDUSTRY
2025-12-29 2025-12-30 value_gc 1.2988 0.0005 0.0007 alpha_VALUE
2025-12-29 2025-12-30 country_TH 0.0540 0.0068 0.0004 tilt_COUNTRY
2025-12-29 2025-12-30 reversal 1.5816 -0.0000 -0.0001 alpha_REVERSAL
2025-12-29 2025-12-30 ind_homebuilding_building_products -0.0129 -0.0020 0.0000 tilt_INDUSTRY
2025-12-29 2025-12-30 country_AU -0.0086 0.0028 -0.0000 tilt_COUNTRY
2025-12-29 2025-12-30 ind_hotels_entertainment 0.0331 0.0001 0.0000 tilt_INDUSTRY
2025-12-29 2025-12-30 ind_insurance 0.1411 -0.0034 -0.0005 tilt_INDUSTRY
2025-12-29 2025-12-30 revision 3.6213 -0.0001 -0.0002 alpha_REVISION
2025-12-29 2025-12-30 ind_investment_services 0.0252 -0.0050 -0.0001 tilt_INDUSTRY
2025-12-29 2025-12-30 ind_metals_mining -0.0073 0.0004 -0.0000 tilt_INDUSTRY
2025-12-29 2025-12-30 country_PH 0.0100 0.0046 0.0000 tilt_COUNTRY
2025-12-29 2025-12-30 country_SG -0.0487 0.0062 -0.0003 tilt_COUNTRY
2025-12-29 2025-12-30 country_ID 0.0000 0.0013 0.0000 tilt_COUNTRY
2025-12-30 2025-12-31 ind_electronic_equipment -0.0989 0.0010 -0.0001 tilt_INDUSTRY
2025-12-30 2025-12-31 ind_industrial_distribution 0.0073 -0.0006 -0.0000 tilt_INDUSTRY
2025-12-30 2025-12-31 ind_diversified_retail -0.0443 -0.0026 0.0001 tilt_INDUSTRY
2025-12-30 2025-12-31 ind_investment_services 0.0217 -0.0005 -0.0000 tilt_INDUSTRY
2025-12-30 2025-12-31 ind_electric_utilities_ipps -0.0883 -0.0009 0.0001 tilt_INDUSTRY
2025-12-30 2025-12-31 ind_passenger_transportation -0.0827 0.0039 -0.0003 tilt_INDUSTRY
2025-12-30 2025-12-31 ind_insurance 0.1404 -0.0026 -0.0004 tilt_INDUSTRY
2025-12-30 2025-12-31 ind_pharmaceuticals -0.0514 -0.0015 0.0001 tilt_INDUSTRY
2025-12-30 2025-12-31 ind_machinery 0.0738 -0.0021 -0.0002 tilt_INDUSTRY
2025-12-30 2025-12-31 ind_fintech -0.0008 0.0007 -0.0000 tilt_INDUSTRY
2025-12-30 2025-12-31 ind_multiline_utilities -0.0123 -0.0033 0.0000 tilt_INDUSTRY
2025-12-30 2025-12-31 ind_natural_gas_utilities 0.0133 0.0005 0.0000 tilt_INDUSTRY
2025-12-30 2025-12-31 ind_healthcare_providers_services 0.0348 0.0036 0.0001 tilt_INDUSTRY
2025-12-30 2025-12-31 ind_healthcare_equipment_supplies -0.0630 -0.0005 0.0000 tilt_INDUSTRY
2025-12-30 2025-12-31 ind_homebuilding_building_products -0.0193 -0.0002 0.0000 tilt_INDUSTRY
2025-12-30 2025-12-31 ind_metals_mining 0.0110 0.0023 0.0000 tilt_INDUSTRY
2025-12-30 2025-12-31 ind_office_equipment -0.0141 0.0039 -0.0001 tilt_INDUSTRY
2025-12-30 2025-12-31 ind_freight_logistics -0.0068 -0.0030 0.0000 tilt_INDUSTRY
2025-12-30 2025-12-31 ind_leisure_products 0.0165 -0.0002 -0.0000 tilt_INDUSTRY
2025-12-30 2025-12-31 ind_hotels_entertainment 0.0332 0.0016 0.0001 tilt_INDUSTRY
2025-12-30 2025-12-31 ind_oil_gas 0.0409 0.0043 0.0002 tilt_INDUSTRY
2025-12-30 2025-12-31 ind_food_tobacco 0.0246 -0.0023 -0.0001 tilt_INDUSTRY
2025-12-30 2025-12-31 ind_household_goods -0.0659 -0.0049 0.0003 tilt_INDUSTRY
2025-12-30 2025-12-31 ind_oil_gas_equipment_services -0.0146 -0.0044 0.0001 tilt_INDUSTRY
2025-12-30 2025-12-31 ind_holding_companies 0.0049 0.0049 0.0000 tilt_INDUSTRY
2025-12-30 2025-12-31 ind_food_drug_retail 0.0442 -0.0026 -0.0001 tilt_INDUSTRY
2025-12-30 2025-12-31 ind_paper_forestry -0.0092 0.0002 -0.0000 tilt_INDUSTRY
2025-12-30 2025-12-31 ind_household_products_services 0.0202 0.0011 0.0000 tilt_INDUSTRY
2025-12-30 2025-12-31 ind_media_publishing 0.0047 0.0099 0.0000 tilt_INDUSTRY
2025-12-30 2025-12-31 bcost NaN NaN -0.0001 cost
2025-12-30 2025-12-31 ind_integrated_hardware_software 0.0000 0.0054 0.0000 tilt_INDUSTRY
2025-12-30 2025-12-31 ind_containers_packaging -0.0002 -0.0030 0.0000 tilt_INDUSTRY
2025-12-30 2025-12-31 country_XH 0.1425 -0.0029 -0.0004 tilt_COUNTRY
2025-12-30 2025-12-31 country_TW -0.0385 -0.0002 0.0000 tilt_COUNTRY
2025-12-30 2025-12-31 quality 1.9298 -0.0005 -0.0009 alpha_QUALITY
2025-12-30 2025-12-31 country_TH 0.0529 -0.0016 -0.0001 tilt_COUNTRY
2025-12-30 2025-12-31 reversal 1.2794 0.0005 0.0006 alpha_REVERSAL
2025-12-30 2025-12-31 country_SG -0.0489 -0.0018 0.0001 tilt_COUNTRY
2025-12-30 2025-12-31 revision 3.8621 0.0002 0.0009 alpha_REVISION
2025-12-30 2025-12-31 country_PH 0.0100 -0.0012 -0.0000 tilt_COUNTRY
2025-12-30 2025-12-31 sbeta_market 0.1342 -0.0030 -0.0004 risk_exposure
2025-12-30 2025-12-31 country_NZ -0.0166 -0.0005 0.0000 tilt_COUNTRY
2025-12-30 2025-12-31 sdiscrepancy NaN NaN 0.0006 unexplained
2025-12-30 2025-12-31 country_MY 0.0178 -0.0041 -0.0001 tilt_COUNTRY
2025-12-30 2025-12-31 pdiscrepancy NaN NaN -0.0003 unexplained
2025-12-30 2025-12-31 size_LARGE 0.0532 -0.0014 -0.0001 tilt_SIZE
2025-12-30 2025-12-31 country_JP -0.0667 0.0003 -0.0000 tilt_COUNTRY
2025-12-30 2025-12-31 size_MICRO -0.0032 0.0022 -0.0000 tilt_SIZE
2025-12-30 2025-12-31 country_IN 0.0000 0.0098 0.0000 tilt_COUNTRY
2025-12-30 2025-12-31 size_MID -0.0696 -0.0004 0.0000 tilt_SIZE
2025-12-30 2025-12-31 country_ID 0.0000 -0.0008 0.0000 tilt_COUNTRY
2025-12-30 2025-12-31 size_SMALL 0.0021 0.0013 0.0000 tilt_SIZE
2025-12-30 2025-12-31 country_HK 0.0566 -0.0058 -0.0003 tilt_COUNTRY
2025-12-30 2025-12-31 specret NaN NaN -0.0015 unexplained
2025-12-30 2025-12-31 country_CN -0.1375 -0.0002 0.0000 tilt_COUNTRY
2025-12-30 2025-12-31 stability 1.8714 -0.0005 -0.0010 alpha_QUALITY
2025-12-30 2025-12-31 country_AU 0.0004 -0.0012 -0.0000 tilt_COUNTRY
2025-12-30 2025-12-31 value_gc 1.0937 0.0001 0.0001 alpha_VALUE
2025-12-30 2025-12-31 country_KR 0.0105 -0.0004 -0.0000 tilt_COUNTRY
2025-12-30 2025-12-31 fcost NaN NaN -0.0000 cost
2025-12-30 2025-12-31 neglect -0.2159 0.0008 -0.0002 alpha_VALUE
2025-12-30 2025-12-31 fmom 0.2997 0.0003 0.0001 alpha_QUALITY
2025-12-30 2025-12-31 ind_renewable_energy 0.0191 -0.0054 -0.0001 tilt_INDUSTRY
2025-12-30 2025-12-31 ind_consumer_goods_conglomerates -0.0102 0.0025 -0.0000 tilt_INDUSTRY
2025-12-30 2025-12-31 ind_semiconductors 0.1237 -0.0027 -0.0003 tilt_INDUSTRY
2025-12-30 2025-12-31 ind_construction_materials -0.0298 -0.0012 0.0000 tilt_INDUSTRY
2025-12-30 2025-12-31 ind_construction_engineering 0.0700 0.0002 0.0000 tilt_INDUSTRY
2025-12-30 2025-12-31 ind_software_it_services 0.0170 0.0056 0.0001 tilt_INDUSTRY
2025-12-30 2025-12-31 ind_computers_phones_household_electronics 0.0573 0.0035 0.0002 tilt_INDUSTRY
2025-12-30 2025-12-31 ind_specialty_reatil -0.0091 -0.0015 0.0000 tilt_INDUSTRY
2025-12-30 2025-12-31 ind_communications_equipment -0.0049 0.0065 -0.0000 tilt_INDUSTRY
2025-12-30 2025-12-31 ind_telecommunications_serices 0.1153 -0.0011 -0.0001 tilt_INDUSTRY
2025-12-30 2025-12-31 ind_commercial_services_supplies -0.0699 0.0022 -0.0002 tilt_INDUSTRY
2025-12-30 2025-12-31 ind_textiles_apparel -0.0076 -0.0010 0.0000 tilt_INDUSTRY
2025-12-30 2025-12-31 ind_coal 0.0149 -0.0037 -0.0001 tilt_INDUSTRY
2025-12-30 2025-12-31 ind_transportation_infrastructure -0.0002 0.0025 -0.0000 tilt_INDUSTRY
2025-12-30 2025-12-31 ind_chemicals -0.0435 -0.0027 0.0001 tilt_INDUSTRY
2025-12-30 2025-12-31 ind_uranium -0.0029 0.0101 -0.0000 tilt_INDUSTRY
2025-12-30 2025-12-31 ind_biotechnology -0.0008 -0.0013 0.0000 tilt_INDUSTRY
2025-12-30 2025-12-31 ind_beverages -0.0681 -0.0041 0.0003 tilt_INDUSTRY
2025-12-30 2025-12-31 ind_water_utilities 0.0009 0.0055 0.0000 tilt_INDUSTRY
2025-12-30 2025-12-31 ind_banking_services -0.1421 0.0001 -0.0000 tilt_INDUSTRY
2025-12-30 2025-12-31 linearCost NaN NaN -0.0003 cost
2025-12-30 2025-12-31 ind_automobile 0.0360 -0.0020 -0.0001 tilt_INDUSTRY
2025-12-30 2025-12-31 linkage 0.7580 0.0001 0.0001 alpha_MOMENTUM
2025-12-30 2025-12-31 ind_aerospace_defense 0.0014 0.0077 0.0000 tilt_INDUSTRY
2025-12-30 2025-12-31 market -0.0175 0.0023 -0.0000 risk_exposure
2025-12-30 2025-12-31 impactCost NaN NaN -0.0001 cost
2025-12-30 2025-12-31 momentum 0.6093 0.0002 0.0001 alpha_MOMENTUM
2025-12-30 2025-12-31 ind_real_estate_operations -0.0037 0.0016 -0.0000 tilt_INDUSTRY
2025-12-30 2025-12-31 value_liq 1.0531 0.0004 0.0005 alpha_VALUE