| 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 |