delta_o
Name: delta_o
Domain: factors, sec_std, regions
Description: input weights, KLEM tier
Calibration Values:
| USA | JPN | EUW | AUS | KOR | CAN | NZL | TWN | CHN | IND | IDN | PHL | VNM | THA | MYS | ROA | LAM | AFR | MEN | ROW | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| K-a01 | 0.33567441618974564 | 0.09308934820303943 | 0.2687491079789261 | 0.4618727939873825 | 0.09285658369100083 | 0.3902232383324802 | 0.5126997265033887 | 0.11796862644310614 | 0.16041550379243627 | 0.06557896785811848 | 0.421140715680305 | 0.37772047802446906 | 0.40511234321037004 | 0.21334218847463818 | 0.47769791304098297 | 0.30620313121333015 | 0.35469096805268446 | 0.37028153400820174 | 0.5513795603133023 | 0.33542432663139 |
| K-a02 | 0.36891334051200636 | 0.23711698203674098 | 0.3441139011395802 | 0.44045399201420465 | 0.30160539429579614 | 0.41204356772122647 | 0.3033190364736716 | 0.34480485489217455 | 0.2866086897471469 | 0.42365896708005335 | 0.61684467902 | 0.48612406451365797 | 0.17534452311847537 | 0.45494686456833283 | 0.2785723695883789 | 0.28944487172355354 | 0.4695089443838105 | 0.305689946453051 | 0.5722521051836634 | 0.3170177534969745 |
| K-a03 | 0.25852145273319455 | 0.2348769890656552 | 0.2606462500951487 | 0.21121157906569343 | 0.336603405591617 | 0.1058183064015019 | 0.18449891078119288 | 0.36884961013260864 | 0.35848737676335973 | 0.3338658741520203 | 0.4988134114081088 | 0.30613084471718643 | 0.21020855807509317 | 0.3399618971286597 | 0.41998363242769066 | 0.30376390922114765 | 0.2788378157676244 | 0.45970817509577466 | 0.2948218305519267 | 0.2971635189623242 |
| K-a04 | 0.16831117889754432 | 0.13236037737567324 | 0.12929667740943954 | 0.10700137074282963 | 0.13468550807280466 | 0.08930322597336875 | 0.1506770384363252 | 0.13634137095358287 | 0.09957991952049473 | 0.13373498642311804 | 0.2404923056449607 | 0.21117679849107823 | 0.09068110734630985 | 0.14781494989910238 | 0.08553493817740164 | 0.15850400489246946 | 0.21693498703174988 | 0.21360157881259195 | 0.2236287535639929 | 0.18760953649079573 |
| K-a05 | 0.16676797401384194 | 0.1509391910446397 | 0.15539385760889063 | 0.1245230544642984 | 0.12787307841345982 | 0.13082485329311305 | 0.12791788434163143 | 0.0789579153912149 | 0.10632747000110378 | 0.14097115239537486 | 0.25215586434469156 | 0.22042365220855892 | 0.0664302457104606 | 0.1615586022365812 | 0.1263923799887431 | 0.20498205618133725 | 0.18429752146957795 | 0.23161848117262204 | 0.22931716146222647 | 0.1844437432526489 |
| K-a06 | 0.21970328905485048 | 0.297985071018462 | 0.23285936479037153 | 0.15273556274592143 | 0.23169105080879412 | 0.1807469521859738 | 0.24199140169424324 | 0.2559913378690901 | 0.2168633287697145 | 0.2875331845902366 | 0.3727378140173532 | 0.283002332535083 | 0.15089664242468764 | 0.33321741545466277 | 0.28347112372677896 | 0.2629203835036877 | 0.3086320052797561 | 0.30482630407327077 | 0.30598643620779786 | 0.30809386320488036 |
| L-a01 | 0.10508458665560029 | 0.0626913317097424 | 0.07797462475643427 | 0.07228702595805282 | 0.024842217083033347 | 0.09960064412323416 | 0.10118033155893864 | 0.03599517414085018 | 0.0870231006652006 | 0.19791077859309342 | 0.1080438797248933 | 0.08635215278951569 | 0.1280099403824868 | 0.10550553272263148 | 0.051271753962536616 | 0.06892789010926752 | 0.07076446298609519 | 0.1048651817517469 | 0.05137428855273362 | 0.11147727631798299 |
| L-a02 | 0.20493812484920507 | 0.1521292029268206 | 0.14534501435654554 | 0.10740283307222137 | 0.13396286046572423 | 0.18991929131517896 | 0.13672810901319235 | 0.18870083638184942 | 0.18371325783942338 | 0.15717724956446383 | 0.12541271661109243 | 0.1029433776257229 | 0.14174549847626047 | 0.1661893760308777 | 0.1127611780753408 | 0.060776317915278905 | 0.11083976287803857 | 0.12634528091595146 | 0.10149465201491417 | 0.1637334034700292 |
| L-a03 | 0.16660283713084736 | 0.20773816443848805 | 0.2654402710291761 | 0.204526869618542 | 0.08612032078843215 | 0.2617137139097477 | 0.2840048026866071 | 0.10376444690305857 | 0.24915624489882704 | 0.42393432196092834 | 0.3431838572097649 | 0.2892454233371696 | 0.14721529156092333 | 0.24762869727067155 | 0.2881742737778597 | 0.30326567759595974 | 0.277309089034851 | 0.21741460371253762 | 0.2523346872621395 | 0.22816874230969464 |
| L-a04 | 0.2837488308196708 | 0.17752530584546625 | 0.18468406250880703 | 0.2023706534052561 | 0.1560924018815024 | 0.2586288018503471 | 0.19663861049761072 | 0.12820612840494575 | 0.12201677037285005 | 0.2104999691793991 | 0.13854817943320147 | 0.11797986916898116 | 0.1047557645256331 | 0.07284229466696021 | 0.11634814731194644 | 0.13217815642627034 | 0.16635589867380635 | 0.11369054419351132 | 0.17798840191062126 | 0.1259304324183526 |
| L-a05 | 0.13545768487925916 | 0.11818335165393631 | 0.13994983057320312 | 0.2129021871559396 | 0.08933087001471356 | 0.15734858569205906 | 0.17071548334132905 | 0.1061153490293057 | 0.09873163269544614 | 0.12246117497070821 | 0.11530500177000023 | 0.10020806186225717 | 0.11226473599855293 | 0.08165586881287155 | 0.07350988139894415 | 0.1290076816611359 | 0.12346319431041841 | 0.10929049471081989 | 0.12706495655427957 | 0.10421399983915076 |
| L-a06 | 0.3697885856103574 | 0.29772403942508413 | 0.2997311501676841 | 0.3550410291892451 | 0.31347357501975043 | 0.39784024578004973 | 0.31693739679298416 | 0.39162738308825124 | 0.3168089264580885 | 0.3367998066251186 | 0.2679282978083259 | 0.2275392368298869 | 0.2961513324103949 | 0.2583771334807162 | 0.246945081522579 | 0.23549777683400602 | 0.34156578104311486 | 0.24194769760953747 | 0.2966553763529863 | 0.2591738755292759 |
| E-a01 | 0.30457980086757264 | 0.5491038648092907 | 0.42500572244814516 | 0.1684984340989394 | 0.7320102235892061 | 0.276711085609692 | 0.13212413896767294 | 0.7246595929448635 | 0.4193539003208523 | 0.43898206765473213 | 0.21862249989067314 | 0.2720003834393193 | 0.18182714371469128 | 0.5299625224063117 | 0.274969785723323 | 0.4162934895275046 | 0.3117286750027379 | 0.1389431773034061 | 0.2561193464850423 | 0.2599839062303482 |
| E-a02 | 0.04247526853348073 | 0.043096458632453406 | 0.047280554747946325 | 0.05310962834780296 | 0.061983764552638446 | 0.06798740155778746 | 0.054112686890598505 | 0.008979616897777007 | 0.055066488155356294 | 0.11927921798340099 | 0.015605895697497148 | 0.0552899606932232 | 0.18574051406882064 | 0.022722648268089837 | 0.21011988510433216 | 0.025560721750812646 | 0.09718708496453257 | 0.10279254964387897 | 0.09514093288465535 | 0.10047067635925859 |
| E-a03 | 0.04229158906911989 | 0.0586440111279061 | 0.05703748276792716 | 0.030247057382145642 | 0.051822603140067196 | 0.053076851224766644 | 0.03082684190957894 | 0.05878379269456961 | 0.01674932597001175 | 0.06971297869216878 | 0.0035513401212548556 | 0.015201043999953905 | 0.05239756542906378 | 0.03515408690718299 | 0.026004314554834894 | 0.012189664923731823 | 0.03585273848071231 | 0.00879658663263303 | 0.051746933622044515 | 0.060704834816654736 |
| E-a04 | 0.022253073245201295 | 0.02163733487082862 | 0.018609605274851244 | 0.016253757933814807 | 0.02216601722762839 | 0.027244866689113117 | 0.018387254983058404 | 0.016341187018545273 | 0.02844282995656992 | 0.05304044378265918 | 0.03991375427343222 | 0.024922803586691075 | 0.025981861532970777 | 0.03801389976800995 | 0.041921854105913474 | 0.02287819403539853 | 0.030138621314173948 | 0.032361105812342035 | 0.03746392132518777 | 0.04623639278990807 |
| E-a05 | 0.0576126855020779 | 0.08002669595683035 | 0.04698632505593885 | 0.024816025917551165 | 0.13285052624083188 | 0.07751344460383469 | 0.022638522820486978 | 0.10927915291543357 | 0.05079038147347535 | 0.05774744139554257 | 0.04399405538012796 | 0.02322663674444411 | 0.0467107144008663 | 0.12403944005792265 | 0.0750127721726688 | 0.0330221045884556 | 0.039748625281887114 | 0.019768641827025694 | 0.11085367570744926 | 0.08068986852197113 |
| E-a06 | 0.023576369495449567 | 0.030461634074940833 | 0.02516006812441552 | 0.019459478328213316 | 0.03182494541320789 | 0.02646709131337548 | 0.020874174323432564 | 0.03181642512993188 | 0.025828433441981928 | 0.049111172752646516 | 0.03633979768291666 | 0.033420361173519465 | 0.057212216520123114 | 0.07488816469095504 | 0.07056555477312322 | 0.027664800543359767 | 0.0363450386374598 | 0.04094659059749431 | 0.05759046468159213 | 0.052023223778962624 |
| M-a01 | 0.25466119628708156 | 0.2951154552779274 | 0.22827054481649445 | 0.29734174595562524 | 0.15029097563675956 | 0.23346503193459373 | 0.2539958029699997 | 0.12137660647118007 | 0.33320749522151083 | 0.297528185894056 | 0.2521929047041287 | 0.2639269857466959 | 0.2850505726924519 | 0.15118975639641882 | 0.19606054727315755 | 0.20857548914989774 | 0.2628158939584824 | 0.3859101069366454 | 0.14112680464892174 | 0.29311449082027885 |
| M-a02 | 0.38367326610530766 | 0.5676573564039851 | 0.463260529755928 | 0.39903354656577095 | 0.5024479806858412 | 0.3300497394058071 | 0.5058401676225376 | 0.4575146918281989 | 0.4746115642580734 | 0.29988456537208186 | 0.24213670867141063 | 0.3556425971673959 | 0.4971694643364435 | 0.35614111113269964 | 0.39854656723194826 | 0.6242180886103549 | 0.3224642077736182 | 0.46517222298711847 | 0.231112309916767 | 0.4187781666737376 |
| M-a03 | 0.5325841210668384 | 0.4987408353679507 | 0.41687599610774806 | 0.5540144939336191 | 0.5254536704798837 | 0.5793911284639839 | 0.5006694446226211 | 0.46860215026976315 | 0.37560705236780145 | 0.17248682519488273 | 0.15445139126087154 | 0.38942268794569 | 0.5901785849349197 | 0.3772553186934857 | 0.26583777923961477 | 0.3807807482591607 | 0.40800035671681234 | 0.3140806345590547 | 0.4010965485638893 | 0.41396290391132645 |
| M-a04 | 0.5256869170375836 | 0.668476981908032 | 0.6674096548069022 | 0.6743742179180994 | 0.6870560728180645 | 0.6248231054871711 | 0.6342970960830057 | 0.7191113136229262 | 0.7499604801500851 | 0.6027246006148236 | 0.5810457606484056 | 0.6459205287532497 | 0.7785812665950861 | 0.7413288556659277 | 0.7561950604047384 | 0.6864396446458617 | 0.5865704929802699 | 0.6403467711815547 | 0.560918923200198 | 0.6402236383009438 |
| M-a05 | 0.6401616556048212 | 0.6508507613445935 | 0.6576699867619675 | 0.6377587324622107 | 0.6499455253309947 | 0.6343131164109931 | 0.6787281094965524 | 0.7056475826640458 | 0.7441505158299745 | 0.6788202312383743 | 0.5885450785051802 | 0.6561416491847396 | 0.7745943038901201 | 0.6327460888926246 | 0.725084966439644 | 0.6329881575690712 | 0.6524906589381165 | 0.6393223822895323 | 0.5327642062760448 | 0.6306523883862292 |
| M-a06 | 0.3869317558393426 | 0.3738292554815132 | 0.4422494169175289 | 0.47276392973662024 | 0.42301042875824757 | 0.394945710720601 | 0.4201970271893401 | 0.3205648539127269 | 0.4404993113302151 | 0.3265558360319984 | 0.32299409049140443 | 0.45603806946151065 | 0.49573980864479433 | 0.3335172863736659 | 0.39901823997751873 | 0.4739170391189465 | 0.31345717503966924 | 0.4122794077196975 | 0.3397677227576237 | 0.38070903748688106 |
G-Cubed