cnhkmcp 2.2.0__py3-none-any.whl → 2.3.0__py3-none-any.whl
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- cnhkmcp/__init__.py +1 -1
- cnhkmcp/untracked/AI/321/206/320/261/320/234/321/211/320/255/320/262/321/206/320/237/320/242/321/204/342/225/227/342/225/242/README.md +1 -1
- cnhkmcp/untracked/AI/321/206/320/261/320/234/321/211/320/255/320/262/321/206/320/237/320/242/321/204/342/225/227/342/225/242/config.json +2 -2
- cnhkmcp/untracked/AI/321/206/320/261/320/234/321/211/320/255/320/262/321/206/320/237/320/242/321/204/342/225/227/342/225/242/main.py +1 -1
- cnhkmcp/untracked/AI/321/206/320/261/320/234/321/211/320/255/320/262/321/206/320/237/320/242/321/204/342/225/227/342/225/242/vector_db/chroma.sqlite3 +0 -0
- cnhkmcp/untracked/APP/Tranformer/Transformer.py +2 -2
- cnhkmcp/untracked/APP/Tranformer/transformer_config.json +1 -1
- cnhkmcp/untracked/APP/blueprints/feature_engineering.py +2 -2
- cnhkmcp/untracked/APP/blueprints/inspiration_house.py +4 -4
- cnhkmcp/untracked/APP/blueprints/paper_analysis.py +3 -3
- cnhkmcp/untracked/APP/give_me_idea/BRAIN_Alpha_Template_Expert_SystemPrompt.md +34 -73
- cnhkmcp/untracked/APP/give_me_idea/alpha_data_specific_template_master.py +2 -2
- cnhkmcp/untracked/APP/give_me_idea/what_is_Alpha_template.md +366 -1
- cnhkmcp/untracked/APP/static/inspiration.js +345 -13
- cnhkmcp/untracked/APP/templates/index.html +11 -3
- cnhkmcp/untracked/APP/templates/transformer_web.html +1 -1
- cnhkmcp/untracked/APP/trailSomeAlphas/README.md +38 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/ace.log +66 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/enhance_template.py +588 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/requirements.txt +3 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/run_pipeline.py +1001 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/run_pipeline_step_by_step.ipynb +5258 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-data-feature-engineering/OUTPUT_TEMPLATE.md +325 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-data-feature-engineering/SKILL.md +503 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-data-feature-engineering/examples.md +244 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-data-feature-engineering/output_report/ASI_delay1_analyst11_ideas.md +285 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-data-feature-engineering/reference.md +399 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/SKILL.md +40 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/config.json +6 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769709385783386000.json +388 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769709386274840400.json +131 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769709386838244700.json +1926 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769709387369198500.json +31 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769709387908905800.json +1926 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769709388486243600.json +240 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769709389024058600.json +1926 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769709389549608700.json +41 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769709390068714000.json +110 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769709390591996900.json +36 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769709391129137100.json +31 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769709391691643500.json +41 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769709392192099200.json +31 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769709392703423500.json +46 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769709393213729400.json +246 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769710186683932500.json +388 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769710187165414300.json +131 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769710187665211700.json +1926 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769710188149193400.json +31 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769710188667627400.json +1926 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769710189220822000.json +240 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769710189726189500.json +1926 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769710190248066100.json +41 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769710190768298700.json +110 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769710191282588100.json +36 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769710191838960900.json +31 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769710192396688000.json +41 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769710192941922400.json +31 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769710193473524600.json +46 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769710194001961200.json +246 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769710420975888800.json +46 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769710421647590100.json +196 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769710422131378500.json +5 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769710422644184400.json +196 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769710423702350600.json +196 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769710424244661800.json +5 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_delay1.csv +211 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/final_expressions.json +7062 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/scripts/ace.log +3 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/scripts/ace_lib.py +1514 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/scripts/fetch_dataset.py +113 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/scripts/helpful_functions.py +180 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/scripts/implement_idea.py +236 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/scripts/merge_expression_list.py +90 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/scripts/parsetab.py +60 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/template_final_enhance/op/321/206/320/220/342/225/227/321/207/342/225/227/320/243.md +434 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/template_final_enhance/sample_prompt.md +62 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/template_final_enhance//321/205/320/235/320/245/321/205/320/253/320/260/321/205/320/275/320/240/321/206/320/220/320/255/321/210/320/220/320/223/321/211/320/220/342/225/227/321/210/342/225/233/320/241/321/211/320/243/342/225/233.md +354 -0
- cnhkmcp/untracked/APP/usage.md +2 -2
- cnhkmcp/untracked/APP//321/210/342/224/220/320/240/321/210/320/261/320/234/321/206/320/231/320/243/321/205/342/225/235/320/220/321/206/320/230/320/241.py +388 -8
- cnhkmcp/untracked/skills/alpha-expression-verifier/scripts/validator.py +889 -0
- cnhkmcp/untracked/skills/brain-feature-implementation/scripts/implement_idea.py +4 -3
- cnhkmcp/untracked/skills/brain-improve-alpha-performance/arXiv_API_Tool_Manual.md +490 -0
- cnhkmcp/untracked/skills/brain-improve-alpha-performance/reference.md +1 -1
- cnhkmcp/untracked/skills/brain-improve-alpha-performance/scripts/arxiv_api.py +229 -0
- cnhkmcp/untracked//321/211/320/225/320/235/321/207/342/225/234/320/276/321/205/320/231/320/235/321/210/342/224/220/320/240/321/210/320/261/320/234/321/206/320/230/320/241_/321/205/320/276/320/231/321/210/320/263/320/225/321/205/342/224/220/320/225/321/210/320/266/320/221/321/204/342/225/233/320/255/321/210/342/225/241/320/246/321/205/320/234/320/225.py +35 -11
- cnhkmcp/vector_db/_manifest.json +1 -0
- cnhkmcp/vector_db/_meta.json +1 -0
- {cnhkmcp-2.2.0.dist-info → cnhkmcp-2.3.0.dist-info}/METADATA +1 -1
- {cnhkmcp-2.2.0.dist-info → cnhkmcp-2.3.0.dist-info}/RECORD +96 -30
- /cnhkmcp/untracked/{skills/expression_verifier → APP/trailSomeAlphas/skills/brain-feature-implementation}/scripts/validator.py +0 -0
- /cnhkmcp/untracked/skills/{expression_verifier → alpha-expression-verifier}/SKILL.md +0 -0
- /cnhkmcp/untracked/skills/{expression_verifier → alpha-expression-verifier}/scripts/verify_expr.py +0 -0
- {cnhkmcp-2.2.0.dist-info → cnhkmcp-2.3.0.dist-info}/WHEEL +0 -0
- {cnhkmcp-2.2.0.dist-info → cnhkmcp-2.3.0.dist-info}/entry_points.txt +0 -0
- {cnhkmcp-2.2.0.dist-info → cnhkmcp-2.3.0.dist-info}/licenses/LICENSE +0 -0
- {cnhkmcp-2.2.0.dist-info → cnhkmcp-2.3.0.dist-info}/top_level.txt +0 -0
|
@@ -0,0 +1,196 @@
|
|
|
1
|
+
{
|
|
2
|
+
"template": "multiply(quantile({sector_percentile} - {corr_weighted_sector_percentile}, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev({corr_weighted_sector_percentile}, 20), 63))))",
|
|
3
|
+
"idea": "波动率调整的分布拉伸。主信号使用柯西分布分位数（quantile, 'cauchy'）处理原始差距，强烈拉伸尾部，使极端错配公司更为突出。从属信号B是财务重要性百分位（corr_weighted_sector_percentile）近期波动率（ts_std_dev(20)）在过去63天的标准化值（ts_zscore）。将B限制在0.3的系数内并加1，生成一个0.7到1.3的乘数因子。最终信号是主信号与该因子的乘积，使得在财务重要性波动大的时期，对错配信号的置信度进行微调。",
|
|
4
|
+
"expression_list": [
|
|
5
|
+
"multiply(quantile(environmental_corr_weighted_sector_percentile - environmental_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(environmental_corr_weighted_sector_percentile, 20), 63))))",
|
|
6
|
+
"multiply(quantile(environmental_corr_weighted_subsector_percentile - environmental_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(environmental_corr_weighted_sector_percentile, 20), 63))))",
|
|
7
|
+
"multiply(quantile(environmental_positive_corr_sector_percentile - environmental_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(environmental_corr_weighted_sector_percentile, 20), 63))))",
|
|
8
|
+
"multiply(quantile(environmental_positive_corr_subsector_percentile - environmental_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(environmental_corr_weighted_sector_percentile, 20), 63))))",
|
|
9
|
+
"multiply(quantile(environmental_sector_percentile - environmental_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(environmental_corr_weighted_sector_percentile, 20), 63))))",
|
|
10
|
+
"multiply(quantile(environmental_subsector_percentile - environmental_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(environmental_corr_weighted_sector_percentile, 20), 63))))",
|
|
11
|
+
"multiply(quantile(employee_compensation_sector_percentile - environmental_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(environmental_corr_weighted_sector_percentile, 20), 63))))",
|
|
12
|
+
"multiply(quantile(employee_compensation_subsector_percentile - environmental_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(environmental_corr_weighted_sector_percentile, 20), 63))))",
|
|
13
|
+
"multiply(quantile(environmental_corr_weighted_sector_percentile - governance_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(governance_corr_weighted_sector_percentile, 20), 63))))",
|
|
14
|
+
"multiply(quantile(environmental_corr_weighted_subsector_percentile - governance_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(governance_corr_weighted_sector_percentile, 20), 63))))",
|
|
15
|
+
"multiply(quantile(environmental_positive_corr_sector_percentile - governance_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(governance_corr_weighted_sector_percentile, 20), 63))))",
|
|
16
|
+
"multiply(quantile(environmental_positive_corr_subsector_percentile - governance_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(governance_corr_weighted_sector_percentile, 20), 63))))",
|
|
17
|
+
"multiply(quantile(environmental_sector_percentile - governance_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(governance_corr_weighted_sector_percentile, 20), 63))))",
|
|
18
|
+
"multiply(quantile(environmental_subsector_percentile - governance_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(governance_corr_weighted_sector_percentile, 20), 63))))",
|
|
19
|
+
"multiply(quantile(employee_compensation_sector_percentile - governance_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(governance_corr_weighted_sector_percentile, 20), 63))))",
|
|
20
|
+
"multiply(quantile(employee_compensation_subsector_percentile - governance_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(governance_corr_weighted_sector_percentile, 20), 63))))",
|
|
21
|
+
"multiply(quantile(environmental_corr_weighted_sector_percentile - social_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(social_corr_weighted_sector_percentile, 20), 63))))",
|
|
22
|
+
"multiply(quantile(environmental_corr_weighted_subsector_percentile - social_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(social_corr_weighted_sector_percentile, 20), 63))))",
|
|
23
|
+
"multiply(quantile(environmental_positive_corr_sector_percentile - social_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(social_corr_weighted_sector_percentile, 20), 63))))",
|
|
24
|
+
"multiply(quantile(environmental_positive_corr_subsector_percentile - social_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(social_corr_weighted_sector_percentile, 20), 63))))",
|
|
25
|
+
"multiply(quantile(environmental_sector_percentile - social_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(social_corr_weighted_sector_percentile, 20), 63))))",
|
|
26
|
+
"multiply(quantile(environmental_subsector_percentile - social_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(social_corr_weighted_sector_percentile, 20), 63))))",
|
|
27
|
+
"multiply(quantile(employee_compensation_sector_percentile - social_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(social_corr_weighted_sector_percentile, 20), 63))))",
|
|
28
|
+
"multiply(quantile(employee_compensation_subsector_percentile - social_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(social_corr_weighted_sector_percentile, 20), 63))))",
|
|
29
|
+
"multiply(quantile(environmental_corr_weighted_sector_percentile - sustainability_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(sustainability_corr_weighted_sector_percentile, 20), 63))))",
|
|
30
|
+
"multiply(quantile(environmental_corr_weighted_subsector_percentile - sustainability_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(sustainability_corr_weighted_sector_percentile, 20), 63))))",
|
|
31
|
+
"multiply(quantile(environmental_positive_corr_sector_percentile - sustainability_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(sustainability_corr_weighted_sector_percentile, 20), 63))))",
|
|
32
|
+
"multiply(quantile(environmental_positive_corr_subsector_percentile - sustainability_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(sustainability_corr_weighted_sector_percentile, 20), 63))))",
|
|
33
|
+
"multiply(quantile(environmental_sector_percentile - sustainability_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(sustainability_corr_weighted_sector_percentile, 20), 63))))",
|
|
34
|
+
"multiply(quantile(environmental_subsector_percentile - sustainability_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(sustainability_corr_weighted_sector_percentile, 20), 63))))",
|
|
35
|
+
"multiply(quantile(employee_compensation_sector_percentile - sustainability_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(sustainability_corr_weighted_sector_percentile, 20), 63))))",
|
|
36
|
+
"multiply(quantile(employee_compensation_subsector_percentile - sustainability_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(sustainability_corr_weighted_sector_percentile, 20), 63))))",
|
|
37
|
+
"multiply(quantile(environmental_corr_weighted_sector_percentile - workforce_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(workforce_corr_weighted_sector_percentile, 20), 63))))",
|
|
38
|
+
"multiply(quantile(environmental_corr_weighted_subsector_percentile - workforce_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(workforce_corr_weighted_sector_percentile, 20), 63))))",
|
|
39
|
+
"multiply(quantile(environmental_positive_corr_sector_percentile - workforce_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(workforce_corr_weighted_sector_percentile, 20), 63))))",
|
|
40
|
+
"multiply(quantile(environmental_positive_corr_subsector_percentile - workforce_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(workforce_corr_weighted_sector_percentile, 20), 63))))",
|
|
41
|
+
"multiply(quantile(environmental_sector_percentile - workforce_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(workforce_corr_weighted_sector_percentile, 20), 63))))",
|
|
42
|
+
"multiply(quantile(environmental_subsector_percentile - workforce_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(workforce_corr_weighted_sector_percentile, 20), 63))))",
|
|
43
|
+
"multiply(quantile(employee_compensation_sector_percentile - workforce_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(workforce_corr_weighted_sector_percentile, 20), 63))))",
|
|
44
|
+
"multiply(quantile(employee_compensation_subsector_percentile - workforce_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(workforce_corr_weighted_sector_percentile, 20), 63))))",
|
|
45
|
+
"multiply(quantile(governance_corr_weighted_sector_percentile - governance_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(governance_corr_weighted_sector_percentile, 20), 63))))",
|
|
46
|
+
"multiply(quantile(governance_corr_weighted_subsector_percentile - governance_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(governance_corr_weighted_sector_percentile, 20), 63))))",
|
|
47
|
+
"multiply(quantile(governance_positive_corr_sector_percentile - governance_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(governance_corr_weighted_sector_percentile, 20), 63))))",
|
|
48
|
+
"multiply(quantile(governance_positive_corr_subsector_percentile - governance_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(governance_corr_weighted_sector_percentile, 20), 63))))",
|
|
49
|
+
"multiply(quantile(governance_sector_percentile - governance_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(governance_corr_weighted_sector_percentile, 20), 63))))",
|
|
50
|
+
"multiply(quantile(governance_subsector_percentile - governance_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(governance_corr_weighted_sector_percentile, 20), 63))))",
|
|
51
|
+
"multiply(quantile(anti_pollution_policy_sector_percentile - governance_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(governance_corr_weighted_sector_percentile, 20), 63))))",
|
|
52
|
+
"multiply(quantile(anti_pollution_policy_subsector_percentile - governance_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(governance_corr_weighted_sector_percentile, 20), 63))))",
|
|
53
|
+
"multiply(quantile(governance_corr_weighted_sector_percentile - environmental_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(environmental_corr_weighted_sector_percentile, 20), 63))))",
|
|
54
|
+
"multiply(quantile(governance_corr_weighted_subsector_percentile - environmental_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(environmental_corr_weighted_sector_percentile, 20), 63))))",
|
|
55
|
+
"multiply(quantile(governance_positive_corr_sector_percentile - environmental_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(environmental_corr_weighted_sector_percentile, 20), 63))))",
|
|
56
|
+
"multiply(quantile(governance_positive_corr_subsector_percentile - environmental_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(environmental_corr_weighted_sector_percentile, 20), 63))))",
|
|
57
|
+
"multiply(quantile(governance_sector_percentile - environmental_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(environmental_corr_weighted_sector_percentile, 20), 63))))",
|
|
58
|
+
"multiply(quantile(governance_subsector_percentile - environmental_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(environmental_corr_weighted_sector_percentile, 20), 63))))",
|
|
59
|
+
"multiply(quantile(anti_pollution_policy_sector_percentile - environmental_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(environmental_corr_weighted_sector_percentile, 20), 63))))",
|
|
60
|
+
"multiply(quantile(anti_pollution_policy_subsector_percentile - environmental_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(environmental_corr_weighted_sector_percentile, 20), 63))))",
|
|
61
|
+
"multiply(quantile(governance_corr_weighted_sector_percentile - social_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(social_corr_weighted_sector_percentile, 20), 63))))",
|
|
62
|
+
"multiply(quantile(governance_corr_weighted_subsector_percentile - social_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(social_corr_weighted_sector_percentile, 20), 63))))",
|
|
63
|
+
"multiply(quantile(governance_positive_corr_sector_percentile - social_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(social_corr_weighted_sector_percentile, 20), 63))))",
|
|
64
|
+
"multiply(quantile(governance_positive_corr_subsector_percentile - social_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(social_corr_weighted_sector_percentile, 20), 63))))",
|
|
65
|
+
"multiply(quantile(governance_sector_percentile - social_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(social_corr_weighted_sector_percentile, 20), 63))))",
|
|
66
|
+
"multiply(quantile(governance_subsector_percentile - social_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(social_corr_weighted_sector_percentile, 20), 63))))",
|
|
67
|
+
"multiply(quantile(anti_pollution_policy_sector_percentile - social_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(social_corr_weighted_sector_percentile, 20), 63))))",
|
|
68
|
+
"multiply(quantile(anti_pollution_policy_subsector_percentile - social_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(social_corr_weighted_sector_percentile, 20), 63))))",
|
|
69
|
+
"multiply(quantile(governance_corr_weighted_sector_percentile - sustainability_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(sustainability_corr_weighted_sector_percentile, 20), 63))))",
|
|
70
|
+
"multiply(quantile(governance_corr_weighted_subsector_percentile - sustainability_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(sustainability_corr_weighted_sector_percentile, 20), 63))))",
|
|
71
|
+
"multiply(quantile(governance_positive_corr_sector_percentile - sustainability_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(sustainability_corr_weighted_sector_percentile, 20), 63))))",
|
|
72
|
+
"multiply(quantile(governance_positive_corr_subsector_percentile - sustainability_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(sustainability_corr_weighted_sector_percentile, 20), 63))))",
|
|
73
|
+
"multiply(quantile(governance_sector_percentile - sustainability_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(sustainability_corr_weighted_sector_percentile, 20), 63))))",
|
|
74
|
+
"multiply(quantile(governance_subsector_percentile - sustainability_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(sustainability_corr_weighted_sector_percentile, 20), 63))))",
|
|
75
|
+
"multiply(quantile(anti_pollution_policy_sector_percentile - sustainability_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(sustainability_corr_weighted_sector_percentile, 20), 63))))",
|
|
76
|
+
"multiply(quantile(anti_pollution_policy_subsector_percentile - sustainability_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(sustainability_corr_weighted_sector_percentile, 20), 63))))",
|
|
77
|
+
"multiply(quantile(governance_corr_weighted_sector_percentile - workforce_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(workforce_corr_weighted_sector_percentile, 20), 63))))",
|
|
78
|
+
"multiply(quantile(governance_corr_weighted_subsector_percentile - workforce_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(workforce_corr_weighted_sector_percentile, 20), 63))))",
|
|
79
|
+
"multiply(quantile(governance_positive_corr_sector_percentile - workforce_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(workforce_corr_weighted_sector_percentile, 20), 63))))",
|
|
80
|
+
"multiply(quantile(governance_positive_corr_subsector_percentile - workforce_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(workforce_corr_weighted_sector_percentile, 20), 63))))",
|
|
81
|
+
"multiply(quantile(governance_sector_percentile - workforce_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(workforce_corr_weighted_sector_percentile, 20), 63))))",
|
|
82
|
+
"multiply(quantile(governance_subsector_percentile - workforce_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(workforce_corr_weighted_sector_percentile, 20), 63))))",
|
|
83
|
+
"multiply(quantile(anti_pollution_policy_sector_percentile - workforce_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(workforce_corr_weighted_sector_percentile, 20), 63))))",
|
|
84
|
+
"multiply(quantile(anti_pollution_policy_subsector_percentile - workforce_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(workforce_corr_weighted_sector_percentile, 20), 63))))",
|
|
85
|
+
"multiply(quantile(social_corr_weighted_sector_percentile - social_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(social_corr_weighted_sector_percentile, 20), 63))))",
|
|
86
|
+
"multiply(quantile(social_corr_weighted_subsector_percentile - social_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(social_corr_weighted_sector_percentile, 20), 63))))",
|
|
87
|
+
"multiply(quantile(social_positive_corr_sector_percentile - social_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(social_corr_weighted_sector_percentile, 20), 63))))",
|
|
88
|
+
"multiply(quantile(social_positive_corr_subsector_percentile - social_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(social_corr_weighted_sector_percentile, 20), 63))))",
|
|
89
|
+
"multiply(quantile(social_sector_percentile - social_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(social_corr_weighted_sector_percentile, 20), 63))))",
|
|
90
|
+
"multiply(quantile(social_subsector_percentile - social_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(social_corr_weighted_sector_percentile, 20), 63))))",
|
|
91
|
+
"multiply(quantile(sustainability_corr_weighted_sector_percentile - social_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(social_corr_weighted_sector_percentile, 20), 63))))",
|
|
92
|
+
"multiply(quantile(sustainability_corr_weighted_subsector_percentile - social_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(social_corr_weighted_sector_percentile, 20), 63))))",
|
|
93
|
+
"multiply(quantile(social_corr_weighted_sector_percentile - sustainability_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(sustainability_corr_weighted_sector_percentile, 20), 63))))",
|
|
94
|
+
"multiply(quantile(social_corr_weighted_subsector_percentile - sustainability_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(sustainability_corr_weighted_sector_percentile, 20), 63))))",
|
|
95
|
+
"multiply(quantile(social_positive_corr_sector_percentile - sustainability_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(sustainability_corr_weighted_sector_percentile, 20), 63))))",
|
|
96
|
+
"multiply(quantile(social_positive_corr_subsector_percentile - sustainability_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(sustainability_corr_weighted_sector_percentile, 20), 63))))",
|
|
97
|
+
"multiply(quantile(social_sector_percentile - sustainability_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(sustainability_corr_weighted_sector_percentile, 20), 63))))",
|
|
98
|
+
"multiply(quantile(social_subsector_percentile - sustainability_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(sustainability_corr_weighted_sector_percentile, 20), 63))))",
|
|
99
|
+
"multiply(quantile(sustainability_corr_weighted_sector_percentile - sustainability_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(sustainability_corr_weighted_sector_percentile, 20), 63))))",
|
|
100
|
+
"multiply(quantile(sustainability_corr_weighted_subsector_percentile - sustainability_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(sustainability_corr_weighted_sector_percentile, 20), 63))))",
|
|
101
|
+
"multiply(quantile(social_corr_weighted_sector_percentile - environmental_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(environmental_corr_weighted_sector_percentile, 20), 63))))",
|
|
102
|
+
"multiply(quantile(social_corr_weighted_subsector_percentile - environmental_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(environmental_corr_weighted_sector_percentile, 20), 63))))",
|
|
103
|
+
"multiply(quantile(social_positive_corr_sector_percentile - environmental_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(environmental_corr_weighted_sector_percentile, 20), 63))))",
|
|
104
|
+
"multiply(quantile(social_positive_corr_subsector_percentile - environmental_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(environmental_corr_weighted_sector_percentile, 20), 63))))",
|
|
105
|
+
"multiply(quantile(social_sector_percentile - environmental_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(environmental_corr_weighted_sector_percentile, 20), 63))))",
|
|
106
|
+
"multiply(quantile(social_subsector_percentile - environmental_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(environmental_corr_weighted_sector_percentile, 20), 63))))",
|
|
107
|
+
"multiply(quantile(sustainability_corr_weighted_sector_percentile - environmental_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(environmental_corr_weighted_sector_percentile, 20), 63))))",
|
|
108
|
+
"multiply(quantile(sustainability_corr_weighted_subsector_percentile - environmental_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(environmental_corr_weighted_sector_percentile, 20), 63))))",
|
|
109
|
+
"multiply(quantile(social_corr_weighted_sector_percentile - governance_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(governance_corr_weighted_sector_percentile, 20), 63))))",
|
|
110
|
+
"multiply(quantile(social_corr_weighted_subsector_percentile - governance_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(governance_corr_weighted_sector_percentile, 20), 63))))",
|
|
111
|
+
"multiply(quantile(social_positive_corr_sector_percentile - governance_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(governance_corr_weighted_sector_percentile, 20), 63))))",
|
|
112
|
+
"multiply(quantile(social_positive_corr_subsector_percentile - governance_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(governance_corr_weighted_sector_percentile, 20), 63))))",
|
|
113
|
+
"multiply(quantile(social_sector_percentile - governance_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(governance_corr_weighted_sector_percentile, 20), 63))))",
|
|
114
|
+
"multiply(quantile(social_subsector_percentile - governance_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(governance_corr_weighted_sector_percentile, 20), 63))))",
|
|
115
|
+
"multiply(quantile(sustainability_corr_weighted_sector_percentile - governance_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(governance_corr_weighted_sector_percentile, 20), 63))))",
|
|
116
|
+
"multiply(quantile(sustainability_corr_weighted_subsector_percentile - governance_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(governance_corr_weighted_sector_percentile, 20), 63))))",
|
|
117
|
+
"multiply(quantile(social_corr_weighted_sector_percentile - workforce_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(workforce_corr_weighted_sector_percentile, 20), 63))))",
|
|
118
|
+
"multiply(quantile(social_corr_weighted_subsector_percentile - workforce_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(workforce_corr_weighted_sector_percentile, 20), 63))))",
|
|
119
|
+
"multiply(quantile(social_positive_corr_sector_percentile - workforce_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(workforce_corr_weighted_sector_percentile, 20), 63))))",
|
|
120
|
+
"multiply(quantile(social_positive_corr_subsector_percentile - workforce_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(workforce_corr_weighted_sector_percentile, 20), 63))))",
|
|
121
|
+
"multiply(quantile(social_sector_percentile - workforce_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(workforce_corr_weighted_sector_percentile, 20), 63))))",
|
|
122
|
+
"multiply(quantile(social_subsector_percentile - workforce_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(workforce_corr_weighted_sector_percentile, 20), 63))))",
|
|
123
|
+
"multiply(quantile(sustainability_corr_weighted_sector_percentile - workforce_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(workforce_corr_weighted_sector_percentile, 20), 63))))",
|
|
124
|
+
"multiply(quantile(sustainability_corr_weighted_subsector_percentile - workforce_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(workforce_corr_weighted_sector_percentile, 20), 63))))",
|
|
125
|
+
"multiply(quantile(sustainability_positive_corr_sector_percentile - sustainability_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(sustainability_corr_weighted_sector_percentile, 20), 63))))",
|
|
126
|
+
"multiply(quantile(sustainability_positive_corr_subsector_percentile - sustainability_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(sustainability_corr_weighted_sector_percentile, 20), 63))))",
|
|
127
|
+
"multiply(quantile(sustainability_sector_percentile - sustainability_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(sustainability_corr_weighted_sector_percentile, 20), 63))))",
|
|
128
|
+
"multiply(quantile(sustainability_subsector_percentile - sustainability_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(sustainability_corr_weighted_sector_percentile, 20), 63))))",
|
|
129
|
+
"multiply(quantile(sustainable_product_sector_percentile - sustainability_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(sustainability_corr_weighted_sector_percentile, 20), 63))))",
|
|
130
|
+
"multiply(quantile(sustainable_product_subsector_percentile - sustainability_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(sustainability_corr_weighted_sector_percentile, 20), 63))))",
|
|
131
|
+
"multiply(quantile(sustainability_positive_corr_sector_percentile - social_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(social_corr_weighted_sector_percentile, 20), 63))))",
|
|
132
|
+
"multiply(quantile(sustainability_positive_corr_subsector_percentile - social_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(social_corr_weighted_sector_percentile, 20), 63))))",
|
|
133
|
+
"multiply(quantile(sustainability_sector_percentile - social_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(social_corr_weighted_sector_percentile, 20), 63))))",
|
|
134
|
+
"multiply(quantile(sustainability_subsector_percentile - social_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(social_corr_weighted_sector_percentile, 20), 63))))",
|
|
135
|
+
"multiply(quantile(sustainable_product_sector_percentile - social_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(social_corr_weighted_sector_percentile, 20), 63))))",
|
|
136
|
+
"multiply(quantile(sustainable_product_subsector_percentile - social_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(social_corr_weighted_sector_percentile, 20), 63))))",
|
|
137
|
+
"multiply(quantile(sustainability_positive_corr_sector_percentile - environmental_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(environmental_corr_weighted_sector_percentile, 20), 63))))",
|
|
138
|
+
"multiply(quantile(sustainability_positive_corr_subsector_percentile - environmental_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(environmental_corr_weighted_sector_percentile, 20), 63))))",
|
|
139
|
+
"multiply(quantile(sustainability_sector_percentile - environmental_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(environmental_corr_weighted_sector_percentile, 20), 63))))",
|
|
140
|
+
"multiply(quantile(sustainability_subsector_percentile - environmental_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(environmental_corr_weighted_sector_percentile, 20), 63))))",
|
|
141
|
+
"multiply(quantile(sustainable_product_sector_percentile - environmental_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(environmental_corr_weighted_sector_percentile, 20), 63))))",
|
|
142
|
+
"multiply(quantile(sustainable_product_subsector_percentile - environmental_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(environmental_corr_weighted_sector_percentile, 20), 63))))",
|
|
143
|
+
"multiply(quantile(sustainability_positive_corr_sector_percentile - governance_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(governance_corr_weighted_sector_percentile, 20), 63))))",
|
|
144
|
+
"multiply(quantile(sustainability_positive_corr_subsector_percentile - governance_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(governance_corr_weighted_sector_percentile, 20), 63))))",
|
|
145
|
+
"multiply(quantile(sustainability_sector_percentile - governance_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(governance_corr_weighted_sector_percentile, 20), 63))))",
|
|
146
|
+
"multiply(quantile(sustainability_subsector_percentile - governance_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(governance_corr_weighted_sector_percentile, 20), 63))))",
|
|
147
|
+
"multiply(quantile(sustainable_product_sector_percentile - governance_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(governance_corr_weighted_sector_percentile, 20), 63))))",
|
|
148
|
+
"multiply(quantile(sustainable_product_subsector_percentile - governance_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(governance_corr_weighted_sector_percentile, 20), 63))))",
|
|
149
|
+
"multiply(quantile(sustainability_positive_corr_sector_percentile - workforce_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(workforce_corr_weighted_sector_percentile, 20), 63))))",
|
|
150
|
+
"multiply(quantile(sustainability_positive_corr_subsector_percentile - workforce_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(workforce_corr_weighted_sector_percentile, 20), 63))))",
|
|
151
|
+
"multiply(quantile(sustainability_sector_percentile - workforce_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(workforce_corr_weighted_sector_percentile, 20), 63))))",
|
|
152
|
+
"multiply(quantile(sustainability_subsector_percentile - workforce_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(workforce_corr_weighted_sector_percentile, 20), 63))))",
|
|
153
|
+
"multiply(quantile(sustainable_product_sector_percentile - workforce_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(workforce_corr_weighted_sector_percentile, 20), 63))))",
|
|
154
|
+
"multiply(quantile(sustainable_product_subsector_percentile - workforce_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(workforce_corr_weighted_sector_percentile, 20), 63))))",
|
|
155
|
+
"multiply(quantile(workforce_corr_weighted_sector_percentile - workforce_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(workforce_corr_weighted_sector_percentile, 20), 63))))",
|
|
156
|
+
"multiply(quantile(workforce_corr_weighted_subsector_percentile - workforce_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(workforce_corr_weighted_sector_percentile, 20), 63))))",
|
|
157
|
+
"multiply(quantile(workforce_positive_corr_sector_percentile - workforce_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(workforce_corr_weighted_sector_percentile, 20), 63))))",
|
|
158
|
+
"multiply(quantile(workforce_positive_corr_subsector_percentile - workforce_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(workforce_corr_weighted_sector_percentile, 20), 63))))",
|
|
159
|
+
"multiply(quantile(workforce_sector_percentile - workforce_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(workforce_corr_weighted_sector_percentile, 20), 63))))",
|
|
160
|
+
"multiply(quantile(workforce_subsector_percentile - workforce_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(workforce_corr_weighted_sector_percentile, 20), 63))))",
|
|
161
|
+
"multiply(quantile(workplace_diversity_sector_percentile - workforce_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(workforce_corr_weighted_sector_percentile, 20), 63))))",
|
|
162
|
+
"multiply(quantile(workplace_diversity_subsector_percentile - workforce_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(workforce_corr_weighted_sector_percentile, 20), 63))))",
|
|
163
|
+
"multiply(quantile(workforce_corr_weighted_sector_percentile - environmental_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(environmental_corr_weighted_sector_percentile, 20), 63))))",
|
|
164
|
+
"multiply(quantile(workforce_corr_weighted_subsector_percentile - environmental_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(environmental_corr_weighted_sector_percentile, 20), 63))))",
|
|
165
|
+
"multiply(quantile(workforce_positive_corr_sector_percentile - environmental_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(environmental_corr_weighted_sector_percentile, 20), 63))))",
|
|
166
|
+
"multiply(quantile(workforce_positive_corr_subsector_percentile - environmental_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(environmental_corr_weighted_sector_percentile, 20), 63))))",
|
|
167
|
+
"multiply(quantile(workforce_sector_percentile - environmental_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(environmental_corr_weighted_sector_percentile, 20), 63))))",
|
|
168
|
+
"multiply(quantile(workforce_subsector_percentile - environmental_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(environmental_corr_weighted_sector_percentile, 20), 63))))",
|
|
169
|
+
"multiply(quantile(workplace_diversity_sector_percentile - environmental_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(environmental_corr_weighted_sector_percentile, 20), 63))))",
|
|
170
|
+
"multiply(quantile(workplace_diversity_subsector_percentile - environmental_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(environmental_corr_weighted_sector_percentile, 20), 63))))",
|
|
171
|
+
"multiply(quantile(workforce_corr_weighted_sector_percentile - governance_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(governance_corr_weighted_sector_percentile, 20), 63))))",
|
|
172
|
+
"multiply(quantile(workforce_corr_weighted_subsector_percentile - governance_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(governance_corr_weighted_sector_percentile, 20), 63))))",
|
|
173
|
+
"multiply(quantile(workforce_positive_corr_sector_percentile - governance_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(governance_corr_weighted_sector_percentile, 20), 63))))",
|
|
174
|
+
"multiply(quantile(workforce_positive_corr_subsector_percentile - governance_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(governance_corr_weighted_sector_percentile, 20), 63))))",
|
|
175
|
+
"multiply(quantile(workforce_sector_percentile - governance_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(governance_corr_weighted_sector_percentile, 20), 63))))",
|
|
176
|
+
"multiply(quantile(workforce_subsector_percentile - governance_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(governance_corr_weighted_sector_percentile, 20), 63))))",
|
|
177
|
+
"multiply(quantile(workplace_diversity_sector_percentile - governance_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(governance_corr_weighted_sector_percentile, 20), 63))))",
|
|
178
|
+
"multiply(quantile(workplace_diversity_subsector_percentile - governance_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(governance_corr_weighted_sector_percentile, 20), 63))))",
|
|
179
|
+
"multiply(quantile(workforce_corr_weighted_sector_percentile - social_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(social_corr_weighted_sector_percentile, 20), 63))))",
|
|
180
|
+
"multiply(quantile(workforce_corr_weighted_subsector_percentile - social_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(social_corr_weighted_sector_percentile, 20), 63))))",
|
|
181
|
+
"multiply(quantile(workforce_positive_corr_sector_percentile - social_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(social_corr_weighted_sector_percentile, 20), 63))))",
|
|
182
|
+
"multiply(quantile(workforce_positive_corr_subsector_percentile - social_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(social_corr_weighted_sector_percentile, 20), 63))))",
|
|
183
|
+
"multiply(quantile(workforce_sector_percentile - social_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(social_corr_weighted_sector_percentile, 20), 63))))",
|
|
184
|
+
"multiply(quantile(workforce_subsector_percentile - social_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(social_corr_weighted_sector_percentile, 20), 63))))",
|
|
185
|
+
"multiply(quantile(workplace_diversity_sector_percentile - social_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(social_corr_weighted_sector_percentile, 20), 63))))",
|
|
186
|
+
"multiply(quantile(workplace_diversity_subsector_percentile - social_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(social_corr_weighted_sector_percentile, 20), 63))))",
|
|
187
|
+
"multiply(quantile(workforce_corr_weighted_sector_percentile - sustainability_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(sustainability_corr_weighted_sector_percentile, 20), 63))))",
|
|
188
|
+
"multiply(quantile(workforce_corr_weighted_subsector_percentile - sustainability_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(sustainability_corr_weighted_sector_percentile, 20), 63))))",
|
|
189
|
+
"multiply(quantile(workforce_positive_corr_sector_percentile - sustainability_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(sustainability_corr_weighted_sector_percentile, 20), 63))))",
|
|
190
|
+
"multiply(quantile(workforce_positive_corr_subsector_percentile - sustainability_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(sustainability_corr_weighted_sector_percentile, 20), 63))))",
|
|
191
|
+
"multiply(quantile(workforce_sector_percentile - sustainability_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(sustainability_corr_weighted_sector_percentile, 20), 63))))",
|
|
192
|
+
"multiply(quantile(workforce_subsector_percentile - sustainability_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(sustainability_corr_weighted_sector_percentile, 20), 63))))",
|
|
193
|
+
"multiply(quantile(workplace_diversity_sector_percentile - sustainability_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(sustainability_corr_weighted_sector_percentile, 20), 63))))",
|
|
194
|
+
"multiply(quantile(workplace_diversity_subsector_percentile - sustainability_corr_weighted_sector_percentile, driver='cauchy'), add(1, multiply(0.3, ts_zscore(ts_std_dev(sustainability_corr_weighted_sector_percentile, 20), 63))))"
|
|
195
|
+
]
|
|
196
|
+
}
|
|
@@ -0,0 +1,196 @@
|
|
|
1
|
+
{
|
|
2
|
+
"template": "group_scale(ts_mean(if_else(greater(ts_rank({sector_percentile}, 126), 0.9), {sector_percentile} - {corr_weighted_sector_percentile}, if_else(less(ts_rank({corr_weighted_sector_percentile}, 126), 0.1), {sector_percentile} - {corr_weighted_sector_percentile}, 0)), 21), industry)",
|
|
3
|
+
"idea": "基于双维度排名的条件信号聚合。只关注两种极端情况：1) ESG百分位自身处于历史高位（ts_rank > 0.9）的股票；或 2) 财务重要性百分位处于历史低位（ts_rank < 0.1）的股票。仅对这些股票计算原始差距信号，其他股票信号设为0。然后对产生的稀疏信号进行21日移动平均（ts_mean）以平滑，最后在行业内部线性缩放到0-1（group_scale），确保信号在行业内的相对强度可比。",
|
|
4
|
+
"expression_list": [
|
|
5
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(environmental_corr_weighted_sector_percentile, 126), 0.9), environmental_corr_weighted_sector_percentile - environmental_corr_weighted_sector_percentile, if_else(less(ts_rank(environmental_corr_weighted_sector_percentile, 126), 0.1), environmental_corr_weighted_sector_percentile - environmental_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
6
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(environmental_corr_weighted_subsector_percentile, 126), 0.9), environmental_corr_weighted_subsector_percentile - environmental_corr_weighted_sector_percentile, if_else(less(ts_rank(environmental_corr_weighted_sector_percentile, 126), 0.1), environmental_corr_weighted_subsector_percentile - environmental_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
7
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(environmental_positive_corr_sector_percentile, 126), 0.9), environmental_positive_corr_sector_percentile - environmental_corr_weighted_sector_percentile, if_else(less(ts_rank(environmental_corr_weighted_sector_percentile, 126), 0.1), environmental_positive_corr_sector_percentile - environmental_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
8
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(environmental_positive_corr_subsector_percentile, 126), 0.9), environmental_positive_corr_subsector_percentile - environmental_corr_weighted_sector_percentile, if_else(less(ts_rank(environmental_corr_weighted_sector_percentile, 126), 0.1), environmental_positive_corr_subsector_percentile - environmental_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
9
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(environmental_sector_percentile, 126), 0.9), environmental_sector_percentile - environmental_corr_weighted_sector_percentile, if_else(less(ts_rank(environmental_corr_weighted_sector_percentile, 126), 0.1), environmental_sector_percentile - environmental_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
10
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(environmental_subsector_percentile, 126), 0.9), environmental_subsector_percentile - environmental_corr_weighted_sector_percentile, if_else(less(ts_rank(environmental_corr_weighted_sector_percentile, 126), 0.1), environmental_subsector_percentile - environmental_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
11
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(employee_compensation_sector_percentile, 126), 0.9), employee_compensation_sector_percentile - environmental_corr_weighted_sector_percentile, if_else(less(ts_rank(environmental_corr_weighted_sector_percentile, 126), 0.1), employee_compensation_sector_percentile - environmental_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
12
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(employee_compensation_subsector_percentile, 126), 0.9), employee_compensation_subsector_percentile - environmental_corr_weighted_sector_percentile, if_else(less(ts_rank(environmental_corr_weighted_sector_percentile, 126), 0.1), employee_compensation_subsector_percentile - environmental_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
13
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(environmental_corr_weighted_sector_percentile, 126), 0.9), environmental_corr_weighted_sector_percentile - governance_corr_weighted_sector_percentile, if_else(less(ts_rank(governance_corr_weighted_sector_percentile, 126), 0.1), environmental_corr_weighted_sector_percentile - governance_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
14
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(environmental_corr_weighted_subsector_percentile, 126), 0.9), environmental_corr_weighted_subsector_percentile - governance_corr_weighted_sector_percentile, if_else(less(ts_rank(governance_corr_weighted_sector_percentile, 126), 0.1), environmental_corr_weighted_subsector_percentile - governance_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
15
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(environmental_positive_corr_sector_percentile, 126), 0.9), environmental_positive_corr_sector_percentile - governance_corr_weighted_sector_percentile, if_else(less(ts_rank(governance_corr_weighted_sector_percentile, 126), 0.1), environmental_positive_corr_sector_percentile - governance_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
16
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(environmental_positive_corr_subsector_percentile, 126), 0.9), environmental_positive_corr_subsector_percentile - governance_corr_weighted_sector_percentile, if_else(less(ts_rank(governance_corr_weighted_sector_percentile, 126), 0.1), environmental_positive_corr_subsector_percentile - governance_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
17
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(environmental_sector_percentile, 126), 0.9), environmental_sector_percentile - governance_corr_weighted_sector_percentile, if_else(less(ts_rank(governance_corr_weighted_sector_percentile, 126), 0.1), environmental_sector_percentile - governance_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
18
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(environmental_subsector_percentile, 126), 0.9), environmental_subsector_percentile - governance_corr_weighted_sector_percentile, if_else(less(ts_rank(governance_corr_weighted_sector_percentile, 126), 0.1), environmental_subsector_percentile - governance_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
19
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(employee_compensation_sector_percentile, 126), 0.9), employee_compensation_sector_percentile - governance_corr_weighted_sector_percentile, if_else(less(ts_rank(governance_corr_weighted_sector_percentile, 126), 0.1), employee_compensation_sector_percentile - governance_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
20
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(employee_compensation_subsector_percentile, 126), 0.9), employee_compensation_subsector_percentile - governance_corr_weighted_sector_percentile, if_else(less(ts_rank(governance_corr_weighted_sector_percentile, 126), 0.1), employee_compensation_subsector_percentile - governance_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
21
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(environmental_corr_weighted_sector_percentile, 126), 0.9), environmental_corr_weighted_sector_percentile - social_corr_weighted_sector_percentile, if_else(less(ts_rank(social_corr_weighted_sector_percentile, 126), 0.1), environmental_corr_weighted_sector_percentile - social_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
22
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(environmental_corr_weighted_subsector_percentile, 126), 0.9), environmental_corr_weighted_subsector_percentile - social_corr_weighted_sector_percentile, if_else(less(ts_rank(social_corr_weighted_sector_percentile, 126), 0.1), environmental_corr_weighted_subsector_percentile - social_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
23
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(environmental_positive_corr_sector_percentile, 126), 0.9), environmental_positive_corr_sector_percentile - social_corr_weighted_sector_percentile, if_else(less(ts_rank(social_corr_weighted_sector_percentile, 126), 0.1), environmental_positive_corr_sector_percentile - social_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
24
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(environmental_positive_corr_subsector_percentile, 126), 0.9), environmental_positive_corr_subsector_percentile - social_corr_weighted_sector_percentile, if_else(less(ts_rank(social_corr_weighted_sector_percentile, 126), 0.1), environmental_positive_corr_subsector_percentile - social_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
25
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(environmental_sector_percentile, 126), 0.9), environmental_sector_percentile - social_corr_weighted_sector_percentile, if_else(less(ts_rank(social_corr_weighted_sector_percentile, 126), 0.1), environmental_sector_percentile - social_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
26
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(environmental_subsector_percentile, 126), 0.9), environmental_subsector_percentile - social_corr_weighted_sector_percentile, if_else(less(ts_rank(social_corr_weighted_sector_percentile, 126), 0.1), environmental_subsector_percentile - social_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
27
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(employee_compensation_sector_percentile, 126), 0.9), employee_compensation_sector_percentile - social_corr_weighted_sector_percentile, if_else(less(ts_rank(social_corr_weighted_sector_percentile, 126), 0.1), employee_compensation_sector_percentile - social_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
28
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(employee_compensation_subsector_percentile, 126), 0.9), employee_compensation_subsector_percentile - social_corr_weighted_sector_percentile, if_else(less(ts_rank(social_corr_weighted_sector_percentile, 126), 0.1), employee_compensation_subsector_percentile - social_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
29
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(environmental_corr_weighted_sector_percentile, 126), 0.9), environmental_corr_weighted_sector_percentile - sustainability_corr_weighted_sector_percentile, if_else(less(ts_rank(sustainability_corr_weighted_sector_percentile, 126), 0.1), environmental_corr_weighted_sector_percentile - sustainability_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
30
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(environmental_corr_weighted_subsector_percentile, 126), 0.9), environmental_corr_weighted_subsector_percentile - sustainability_corr_weighted_sector_percentile, if_else(less(ts_rank(sustainability_corr_weighted_sector_percentile, 126), 0.1), environmental_corr_weighted_subsector_percentile - sustainability_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
31
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(environmental_positive_corr_sector_percentile, 126), 0.9), environmental_positive_corr_sector_percentile - sustainability_corr_weighted_sector_percentile, if_else(less(ts_rank(sustainability_corr_weighted_sector_percentile, 126), 0.1), environmental_positive_corr_sector_percentile - sustainability_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
32
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(environmental_positive_corr_subsector_percentile, 126), 0.9), environmental_positive_corr_subsector_percentile - sustainability_corr_weighted_sector_percentile, if_else(less(ts_rank(sustainability_corr_weighted_sector_percentile, 126), 0.1), environmental_positive_corr_subsector_percentile - sustainability_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
33
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(environmental_sector_percentile, 126), 0.9), environmental_sector_percentile - sustainability_corr_weighted_sector_percentile, if_else(less(ts_rank(sustainability_corr_weighted_sector_percentile, 126), 0.1), environmental_sector_percentile - sustainability_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
34
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(environmental_subsector_percentile, 126), 0.9), environmental_subsector_percentile - sustainability_corr_weighted_sector_percentile, if_else(less(ts_rank(sustainability_corr_weighted_sector_percentile, 126), 0.1), environmental_subsector_percentile - sustainability_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
35
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(employee_compensation_sector_percentile, 126), 0.9), employee_compensation_sector_percentile - sustainability_corr_weighted_sector_percentile, if_else(less(ts_rank(sustainability_corr_weighted_sector_percentile, 126), 0.1), employee_compensation_sector_percentile - sustainability_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
36
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(employee_compensation_subsector_percentile, 126), 0.9), employee_compensation_subsector_percentile - sustainability_corr_weighted_sector_percentile, if_else(less(ts_rank(sustainability_corr_weighted_sector_percentile, 126), 0.1), employee_compensation_subsector_percentile - sustainability_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
37
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(environmental_corr_weighted_sector_percentile, 126), 0.9), environmental_corr_weighted_sector_percentile - workforce_corr_weighted_sector_percentile, if_else(less(ts_rank(workforce_corr_weighted_sector_percentile, 126), 0.1), environmental_corr_weighted_sector_percentile - workforce_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
38
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(environmental_corr_weighted_subsector_percentile, 126), 0.9), environmental_corr_weighted_subsector_percentile - workforce_corr_weighted_sector_percentile, if_else(less(ts_rank(workforce_corr_weighted_sector_percentile, 126), 0.1), environmental_corr_weighted_subsector_percentile - workforce_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
39
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(environmental_positive_corr_sector_percentile, 126), 0.9), environmental_positive_corr_sector_percentile - workforce_corr_weighted_sector_percentile, if_else(less(ts_rank(workforce_corr_weighted_sector_percentile, 126), 0.1), environmental_positive_corr_sector_percentile - workforce_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
40
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(environmental_positive_corr_subsector_percentile, 126), 0.9), environmental_positive_corr_subsector_percentile - workforce_corr_weighted_sector_percentile, if_else(less(ts_rank(workforce_corr_weighted_sector_percentile, 126), 0.1), environmental_positive_corr_subsector_percentile - workforce_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
41
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(environmental_sector_percentile, 126), 0.9), environmental_sector_percentile - workforce_corr_weighted_sector_percentile, if_else(less(ts_rank(workforce_corr_weighted_sector_percentile, 126), 0.1), environmental_sector_percentile - workforce_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
42
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(environmental_subsector_percentile, 126), 0.9), environmental_subsector_percentile - workforce_corr_weighted_sector_percentile, if_else(less(ts_rank(workforce_corr_weighted_sector_percentile, 126), 0.1), environmental_subsector_percentile - workforce_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
43
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(employee_compensation_sector_percentile, 126), 0.9), employee_compensation_sector_percentile - workforce_corr_weighted_sector_percentile, if_else(less(ts_rank(workforce_corr_weighted_sector_percentile, 126), 0.1), employee_compensation_sector_percentile - workforce_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
44
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(employee_compensation_subsector_percentile, 126), 0.9), employee_compensation_subsector_percentile - workforce_corr_weighted_sector_percentile, if_else(less(ts_rank(workforce_corr_weighted_sector_percentile, 126), 0.1), employee_compensation_subsector_percentile - workforce_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
45
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(governance_corr_weighted_sector_percentile, 126), 0.9), governance_corr_weighted_sector_percentile - governance_corr_weighted_sector_percentile, if_else(less(ts_rank(governance_corr_weighted_sector_percentile, 126), 0.1), governance_corr_weighted_sector_percentile - governance_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
46
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(governance_corr_weighted_subsector_percentile, 126), 0.9), governance_corr_weighted_subsector_percentile - governance_corr_weighted_sector_percentile, if_else(less(ts_rank(governance_corr_weighted_sector_percentile, 126), 0.1), governance_corr_weighted_subsector_percentile - governance_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
47
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(governance_positive_corr_sector_percentile, 126), 0.9), governance_positive_corr_sector_percentile - governance_corr_weighted_sector_percentile, if_else(less(ts_rank(governance_corr_weighted_sector_percentile, 126), 0.1), governance_positive_corr_sector_percentile - governance_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
48
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(governance_positive_corr_subsector_percentile, 126), 0.9), governance_positive_corr_subsector_percentile - governance_corr_weighted_sector_percentile, if_else(less(ts_rank(governance_corr_weighted_sector_percentile, 126), 0.1), governance_positive_corr_subsector_percentile - governance_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
49
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(governance_sector_percentile, 126), 0.9), governance_sector_percentile - governance_corr_weighted_sector_percentile, if_else(less(ts_rank(governance_corr_weighted_sector_percentile, 126), 0.1), governance_sector_percentile - governance_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
50
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(governance_subsector_percentile, 126), 0.9), governance_subsector_percentile - governance_corr_weighted_sector_percentile, if_else(less(ts_rank(governance_corr_weighted_sector_percentile, 126), 0.1), governance_subsector_percentile - governance_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
51
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(anti_pollution_policy_sector_percentile, 126), 0.9), anti_pollution_policy_sector_percentile - governance_corr_weighted_sector_percentile, if_else(less(ts_rank(governance_corr_weighted_sector_percentile, 126), 0.1), anti_pollution_policy_sector_percentile - governance_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
52
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(anti_pollution_policy_subsector_percentile, 126), 0.9), anti_pollution_policy_subsector_percentile - governance_corr_weighted_sector_percentile, if_else(less(ts_rank(governance_corr_weighted_sector_percentile, 126), 0.1), anti_pollution_policy_subsector_percentile - governance_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
53
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(governance_corr_weighted_sector_percentile, 126), 0.9), governance_corr_weighted_sector_percentile - environmental_corr_weighted_sector_percentile, if_else(less(ts_rank(environmental_corr_weighted_sector_percentile, 126), 0.1), governance_corr_weighted_sector_percentile - environmental_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
54
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(governance_corr_weighted_subsector_percentile, 126), 0.9), governance_corr_weighted_subsector_percentile - environmental_corr_weighted_sector_percentile, if_else(less(ts_rank(environmental_corr_weighted_sector_percentile, 126), 0.1), governance_corr_weighted_subsector_percentile - environmental_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
55
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(governance_positive_corr_sector_percentile, 126), 0.9), governance_positive_corr_sector_percentile - environmental_corr_weighted_sector_percentile, if_else(less(ts_rank(environmental_corr_weighted_sector_percentile, 126), 0.1), governance_positive_corr_sector_percentile - environmental_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
56
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(governance_positive_corr_subsector_percentile, 126), 0.9), governance_positive_corr_subsector_percentile - environmental_corr_weighted_sector_percentile, if_else(less(ts_rank(environmental_corr_weighted_sector_percentile, 126), 0.1), governance_positive_corr_subsector_percentile - environmental_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
57
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(governance_sector_percentile, 126), 0.9), governance_sector_percentile - environmental_corr_weighted_sector_percentile, if_else(less(ts_rank(environmental_corr_weighted_sector_percentile, 126), 0.1), governance_sector_percentile - environmental_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
58
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(governance_subsector_percentile, 126), 0.9), governance_subsector_percentile - environmental_corr_weighted_sector_percentile, if_else(less(ts_rank(environmental_corr_weighted_sector_percentile, 126), 0.1), governance_subsector_percentile - environmental_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
59
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(anti_pollution_policy_sector_percentile, 126), 0.9), anti_pollution_policy_sector_percentile - environmental_corr_weighted_sector_percentile, if_else(less(ts_rank(environmental_corr_weighted_sector_percentile, 126), 0.1), anti_pollution_policy_sector_percentile - environmental_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
60
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(anti_pollution_policy_subsector_percentile, 126), 0.9), anti_pollution_policy_subsector_percentile - environmental_corr_weighted_sector_percentile, if_else(less(ts_rank(environmental_corr_weighted_sector_percentile, 126), 0.1), anti_pollution_policy_subsector_percentile - environmental_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
61
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(governance_corr_weighted_sector_percentile, 126), 0.9), governance_corr_weighted_sector_percentile - social_corr_weighted_sector_percentile, if_else(less(ts_rank(social_corr_weighted_sector_percentile, 126), 0.1), governance_corr_weighted_sector_percentile - social_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
62
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(governance_corr_weighted_subsector_percentile, 126), 0.9), governance_corr_weighted_subsector_percentile - social_corr_weighted_sector_percentile, if_else(less(ts_rank(social_corr_weighted_sector_percentile, 126), 0.1), governance_corr_weighted_subsector_percentile - social_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
63
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(governance_positive_corr_sector_percentile, 126), 0.9), governance_positive_corr_sector_percentile - social_corr_weighted_sector_percentile, if_else(less(ts_rank(social_corr_weighted_sector_percentile, 126), 0.1), governance_positive_corr_sector_percentile - social_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
64
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(governance_positive_corr_subsector_percentile, 126), 0.9), governance_positive_corr_subsector_percentile - social_corr_weighted_sector_percentile, if_else(less(ts_rank(social_corr_weighted_sector_percentile, 126), 0.1), governance_positive_corr_subsector_percentile - social_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
65
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(governance_sector_percentile, 126), 0.9), governance_sector_percentile - social_corr_weighted_sector_percentile, if_else(less(ts_rank(social_corr_weighted_sector_percentile, 126), 0.1), governance_sector_percentile - social_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
66
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(governance_subsector_percentile, 126), 0.9), governance_subsector_percentile - social_corr_weighted_sector_percentile, if_else(less(ts_rank(social_corr_weighted_sector_percentile, 126), 0.1), governance_subsector_percentile - social_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
67
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(anti_pollution_policy_sector_percentile, 126), 0.9), anti_pollution_policy_sector_percentile - social_corr_weighted_sector_percentile, if_else(less(ts_rank(social_corr_weighted_sector_percentile, 126), 0.1), anti_pollution_policy_sector_percentile - social_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
68
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(anti_pollution_policy_subsector_percentile, 126), 0.9), anti_pollution_policy_subsector_percentile - social_corr_weighted_sector_percentile, if_else(less(ts_rank(social_corr_weighted_sector_percentile, 126), 0.1), anti_pollution_policy_subsector_percentile - social_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
69
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(governance_corr_weighted_sector_percentile, 126), 0.9), governance_corr_weighted_sector_percentile - sustainability_corr_weighted_sector_percentile, if_else(less(ts_rank(sustainability_corr_weighted_sector_percentile, 126), 0.1), governance_corr_weighted_sector_percentile - sustainability_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
70
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(governance_corr_weighted_subsector_percentile, 126), 0.9), governance_corr_weighted_subsector_percentile - sustainability_corr_weighted_sector_percentile, if_else(less(ts_rank(sustainability_corr_weighted_sector_percentile, 126), 0.1), governance_corr_weighted_subsector_percentile - sustainability_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
71
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(governance_positive_corr_sector_percentile, 126), 0.9), governance_positive_corr_sector_percentile - sustainability_corr_weighted_sector_percentile, if_else(less(ts_rank(sustainability_corr_weighted_sector_percentile, 126), 0.1), governance_positive_corr_sector_percentile - sustainability_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
72
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(governance_positive_corr_subsector_percentile, 126), 0.9), governance_positive_corr_subsector_percentile - sustainability_corr_weighted_sector_percentile, if_else(less(ts_rank(sustainability_corr_weighted_sector_percentile, 126), 0.1), governance_positive_corr_subsector_percentile - sustainability_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
73
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(governance_sector_percentile, 126), 0.9), governance_sector_percentile - sustainability_corr_weighted_sector_percentile, if_else(less(ts_rank(sustainability_corr_weighted_sector_percentile, 126), 0.1), governance_sector_percentile - sustainability_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
74
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(governance_subsector_percentile, 126), 0.9), governance_subsector_percentile - sustainability_corr_weighted_sector_percentile, if_else(less(ts_rank(sustainability_corr_weighted_sector_percentile, 126), 0.1), governance_subsector_percentile - sustainability_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
75
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(anti_pollution_policy_sector_percentile, 126), 0.9), anti_pollution_policy_sector_percentile - sustainability_corr_weighted_sector_percentile, if_else(less(ts_rank(sustainability_corr_weighted_sector_percentile, 126), 0.1), anti_pollution_policy_sector_percentile - sustainability_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
76
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(anti_pollution_policy_subsector_percentile, 126), 0.9), anti_pollution_policy_subsector_percentile - sustainability_corr_weighted_sector_percentile, if_else(less(ts_rank(sustainability_corr_weighted_sector_percentile, 126), 0.1), anti_pollution_policy_subsector_percentile - sustainability_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
77
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(governance_corr_weighted_sector_percentile, 126), 0.9), governance_corr_weighted_sector_percentile - workforce_corr_weighted_sector_percentile, if_else(less(ts_rank(workforce_corr_weighted_sector_percentile, 126), 0.1), governance_corr_weighted_sector_percentile - workforce_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
78
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(governance_corr_weighted_subsector_percentile, 126), 0.9), governance_corr_weighted_subsector_percentile - workforce_corr_weighted_sector_percentile, if_else(less(ts_rank(workforce_corr_weighted_sector_percentile, 126), 0.1), governance_corr_weighted_subsector_percentile - workforce_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
79
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(governance_positive_corr_sector_percentile, 126), 0.9), governance_positive_corr_sector_percentile - workforce_corr_weighted_sector_percentile, if_else(less(ts_rank(workforce_corr_weighted_sector_percentile, 126), 0.1), governance_positive_corr_sector_percentile - workforce_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
80
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(governance_positive_corr_subsector_percentile, 126), 0.9), governance_positive_corr_subsector_percentile - workforce_corr_weighted_sector_percentile, if_else(less(ts_rank(workforce_corr_weighted_sector_percentile, 126), 0.1), governance_positive_corr_subsector_percentile - workforce_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
81
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(governance_sector_percentile, 126), 0.9), governance_sector_percentile - workforce_corr_weighted_sector_percentile, if_else(less(ts_rank(workforce_corr_weighted_sector_percentile, 126), 0.1), governance_sector_percentile - workforce_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
82
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(governance_subsector_percentile, 126), 0.9), governance_subsector_percentile - workforce_corr_weighted_sector_percentile, if_else(less(ts_rank(workforce_corr_weighted_sector_percentile, 126), 0.1), governance_subsector_percentile - workforce_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
83
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(anti_pollution_policy_sector_percentile, 126), 0.9), anti_pollution_policy_sector_percentile - workforce_corr_weighted_sector_percentile, if_else(less(ts_rank(workforce_corr_weighted_sector_percentile, 126), 0.1), anti_pollution_policy_sector_percentile - workforce_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
84
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(anti_pollution_policy_subsector_percentile, 126), 0.9), anti_pollution_policy_subsector_percentile - workforce_corr_weighted_sector_percentile, if_else(less(ts_rank(workforce_corr_weighted_sector_percentile, 126), 0.1), anti_pollution_policy_subsector_percentile - workforce_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
85
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(social_corr_weighted_sector_percentile, 126), 0.9), social_corr_weighted_sector_percentile - social_corr_weighted_sector_percentile, if_else(less(ts_rank(social_corr_weighted_sector_percentile, 126), 0.1), social_corr_weighted_sector_percentile - social_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
86
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(social_corr_weighted_subsector_percentile, 126), 0.9), social_corr_weighted_subsector_percentile - social_corr_weighted_sector_percentile, if_else(less(ts_rank(social_corr_weighted_sector_percentile, 126), 0.1), social_corr_weighted_subsector_percentile - social_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
87
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(social_positive_corr_sector_percentile, 126), 0.9), social_positive_corr_sector_percentile - social_corr_weighted_sector_percentile, if_else(less(ts_rank(social_corr_weighted_sector_percentile, 126), 0.1), social_positive_corr_sector_percentile - social_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
88
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(social_positive_corr_subsector_percentile, 126), 0.9), social_positive_corr_subsector_percentile - social_corr_weighted_sector_percentile, if_else(less(ts_rank(social_corr_weighted_sector_percentile, 126), 0.1), social_positive_corr_subsector_percentile - social_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
89
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(social_sector_percentile, 126), 0.9), social_sector_percentile - social_corr_weighted_sector_percentile, if_else(less(ts_rank(social_corr_weighted_sector_percentile, 126), 0.1), social_sector_percentile - social_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
90
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(social_subsector_percentile, 126), 0.9), social_subsector_percentile - social_corr_weighted_sector_percentile, if_else(less(ts_rank(social_corr_weighted_sector_percentile, 126), 0.1), social_subsector_percentile - social_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
91
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(sustainability_corr_weighted_sector_percentile, 126), 0.9), sustainability_corr_weighted_sector_percentile - social_corr_weighted_sector_percentile, if_else(less(ts_rank(social_corr_weighted_sector_percentile, 126), 0.1), sustainability_corr_weighted_sector_percentile - social_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
92
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(sustainability_corr_weighted_subsector_percentile, 126), 0.9), sustainability_corr_weighted_subsector_percentile - social_corr_weighted_sector_percentile, if_else(less(ts_rank(social_corr_weighted_sector_percentile, 126), 0.1), sustainability_corr_weighted_subsector_percentile - social_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
93
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(social_corr_weighted_sector_percentile, 126), 0.9), social_corr_weighted_sector_percentile - sustainability_corr_weighted_sector_percentile, if_else(less(ts_rank(sustainability_corr_weighted_sector_percentile, 126), 0.1), social_corr_weighted_sector_percentile - sustainability_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
94
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(social_corr_weighted_subsector_percentile, 126), 0.9), social_corr_weighted_subsector_percentile - sustainability_corr_weighted_sector_percentile, if_else(less(ts_rank(sustainability_corr_weighted_sector_percentile, 126), 0.1), social_corr_weighted_subsector_percentile - sustainability_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
95
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(social_positive_corr_sector_percentile, 126), 0.9), social_positive_corr_sector_percentile - sustainability_corr_weighted_sector_percentile, if_else(less(ts_rank(sustainability_corr_weighted_sector_percentile, 126), 0.1), social_positive_corr_sector_percentile - sustainability_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
96
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(social_positive_corr_subsector_percentile, 126), 0.9), social_positive_corr_subsector_percentile - sustainability_corr_weighted_sector_percentile, if_else(less(ts_rank(sustainability_corr_weighted_sector_percentile, 126), 0.1), social_positive_corr_subsector_percentile - sustainability_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
97
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(social_sector_percentile, 126), 0.9), social_sector_percentile - sustainability_corr_weighted_sector_percentile, if_else(less(ts_rank(sustainability_corr_weighted_sector_percentile, 126), 0.1), social_sector_percentile - sustainability_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
98
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(social_subsector_percentile, 126), 0.9), social_subsector_percentile - sustainability_corr_weighted_sector_percentile, if_else(less(ts_rank(sustainability_corr_weighted_sector_percentile, 126), 0.1), social_subsector_percentile - sustainability_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
99
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(sustainability_corr_weighted_sector_percentile, 126), 0.9), sustainability_corr_weighted_sector_percentile - sustainability_corr_weighted_sector_percentile, if_else(less(ts_rank(sustainability_corr_weighted_sector_percentile, 126), 0.1), sustainability_corr_weighted_sector_percentile - sustainability_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
100
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(sustainability_corr_weighted_subsector_percentile, 126), 0.9), sustainability_corr_weighted_subsector_percentile - sustainability_corr_weighted_sector_percentile, if_else(less(ts_rank(sustainability_corr_weighted_sector_percentile, 126), 0.1), sustainability_corr_weighted_subsector_percentile - sustainability_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
101
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(social_corr_weighted_sector_percentile, 126), 0.9), social_corr_weighted_sector_percentile - environmental_corr_weighted_sector_percentile, if_else(less(ts_rank(environmental_corr_weighted_sector_percentile, 126), 0.1), social_corr_weighted_sector_percentile - environmental_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
102
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(social_corr_weighted_subsector_percentile, 126), 0.9), social_corr_weighted_subsector_percentile - environmental_corr_weighted_sector_percentile, if_else(less(ts_rank(environmental_corr_weighted_sector_percentile, 126), 0.1), social_corr_weighted_subsector_percentile - environmental_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
103
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(social_positive_corr_sector_percentile, 126), 0.9), social_positive_corr_sector_percentile - environmental_corr_weighted_sector_percentile, if_else(less(ts_rank(environmental_corr_weighted_sector_percentile, 126), 0.1), social_positive_corr_sector_percentile - environmental_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
104
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(social_positive_corr_subsector_percentile, 126), 0.9), social_positive_corr_subsector_percentile - environmental_corr_weighted_sector_percentile, if_else(less(ts_rank(environmental_corr_weighted_sector_percentile, 126), 0.1), social_positive_corr_subsector_percentile - environmental_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
105
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(social_sector_percentile, 126), 0.9), social_sector_percentile - environmental_corr_weighted_sector_percentile, if_else(less(ts_rank(environmental_corr_weighted_sector_percentile, 126), 0.1), social_sector_percentile - environmental_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
106
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(social_subsector_percentile, 126), 0.9), social_subsector_percentile - environmental_corr_weighted_sector_percentile, if_else(less(ts_rank(environmental_corr_weighted_sector_percentile, 126), 0.1), social_subsector_percentile - environmental_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
107
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(sustainability_corr_weighted_sector_percentile, 126), 0.9), sustainability_corr_weighted_sector_percentile - environmental_corr_weighted_sector_percentile, if_else(less(ts_rank(environmental_corr_weighted_sector_percentile, 126), 0.1), sustainability_corr_weighted_sector_percentile - environmental_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
108
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(sustainability_corr_weighted_subsector_percentile, 126), 0.9), sustainability_corr_weighted_subsector_percentile - environmental_corr_weighted_sector_percentile, if_else(less(ts_rank(environmental_corr_weighted_sector_percentile, 126), 0.1), sustainability_corr_weighted_subsector_percentile - environmental_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
109
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(social_corr_weighted_sector_percentile, 126), 0.9), social_corr_weighted_sector_percentile - governance_corr_weighted_sector_percentile, if_else(less(ts_rank(governance_corr_weighted_sector_percentile, 126), 0.1), social_corr_weighted_sector_percentile - governance_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
110
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(social_corr_weighted_subsector_percentile, 126), 0.9), social_corr_weighted_subsector_percentile - governance_corr_weighted_sector_percentile, if_else(less(ts_rank(governance_corr_weighted_sector_percentile, 126), 0.1), social_corr_weighted_subsector_percentile - governance_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
111
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(social_positive_corr_sector_percentile, 126), 0.9), social_positive_corr_sector_percentile - governance_corr_weighted_sector_percentile, if_else(less(ts_rank(governance_corr_weighted_sector_percentile, 126), 0.1), social_positive_corr_sector_percentile - governance_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
112
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(social_positive_corr_subsector_percentile, 126), 0.9), social_positive_corr_subsector_percentile - governance_corr_weighted_sector_percentile, if_else(less(ts_rank(governance_corr_weighted_sector_percentile, 126), 0.1), social_positive_corr_subsector_percentile - governance_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
113
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(social_sector_percentile, 126), 0.9), social_sector_percentile - governance_corr_weighted_sector_percentile, if_else(less(ts_rank(governance_corr_weighted_sector_percentile, 126), 0.1), social_sector_percentile - governance_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
114
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(social_subsector_percentile, 126), 0.9), social_subsector_percentile - governance_corr_weighted_sector_percentile, if_else(less(ts_rank(governance_corr_weighted_sector_percentile, 126), 0.1), social_subsector_percentile - governance_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
115
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(sustainability_corr_weighted_sector_percentile, 126), 0.9), sustainability_corr_weighted_sector_percentile - governance_corr_weighted_sector_percentile, if_else(less(ts_rank(governance_corr_weighted_sector_percentile, 126), 0.1), sustainability_corr_weighted_sector_percentile - governance_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
116
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(sustainability_corr_weighted_subsector_percentile, 126), 0.9), sustainability_corr_weighted_subsector_percentile - governance_corr_weighted_sector_percentile, if_else(less(ts_rank(governance_corr_weighted_sector_percentile, 126), 0.1), sustainability_corr_weighted_subsector_percentile - governance_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
117
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(social_corr_weighted_sector_percentile, 126), 0.9), social_corr_weighted_sector_percentile - workforce_corr_weighted_sector_percentile, if_else(less(ts_rank(workforce_corr_weighted_sector_percentile, 126), 0.1), social_corr_weighted_sector_percentile - workforce_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
118
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(social_corr_weighted_subsector_percentile, 126), 0.9), social_corr_weighted_subsector_percentile - workforce_corr_weighted_sector_percentile, if_else(less(ts_rank(workforce_corr_weighted_sector_percentile, 126), 0.1), social_corr_weighted_subsector_percentile - workforce_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
119
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(social_positive_corr_sector_percentile, 126), 0.9), social_positive_corr_sector_percentile - workforce_corr_weighted_sector_percentile, if_else(less(ts_rank(workforce_corr_weighted_sector_percentile, 126), 0.1), social_positive_corr_sector_percentile - workforce_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
120
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(social_positive_corr_subsector_percentile, 126), 0.9), social_positive_corr_subsector_percentile - workforce_corr_weighted_sector_percentile, if_else(less(ts_rank(workforce_corr_weighted_sector_percentile, 126), 0.1), social_positive_corr_subsector_percentile - workforce_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
121
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(social_sector_percentile, 126), 0.9), social_sector_percentile - workforce_corr_weighted_sector_percentile, if_else(less(ts_rank(workforce_corr_weighted_sector_percentile, 126), 0.1), social_sector_percentile - workforce_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
122
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(social_subsector_percentile, 126), 0.9), social_subsector_percentile - workforce_corr_weighted_sector_percentile, if_else(less(ts_rank(workforce_corr_weighted_sector_percentile, 126), 0.1), social_subsector_percentile - workforce_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
123
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(sustainability_corr_weighted_sector_percentile, 126), 0.9), sustainability_corr_weighted_sector_percentile - workforce_corr_weighted_sector_percentile, if_else(less(ts_rank(workforce_corr_weighted_sector_percentile, 126), 0.1), sustainability_corr_weighted_sector_percentile - workforce_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
124
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(sustainability_corr_weighted_subsector_percentile, 126), 0.9), sustainability_corr_weighted_subsector_percentile - workforce_corr_weighted_sector_percentile, if_else(less(ts_rank(workforce_corr_weighted_sector_percentile, 126), 0.1), sustainability_corr_weighted_subsector_percentile - workforce_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
125
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(sustainability_positive_corr_sector_percentile, 126), 0.9), sustainability_positive_corr_sector_percentile - sustainability_corr_weighted_sector_percentile, if_else(less(ts_rank(sustainability_corr_weighted_sector_percentile, 126), 0.1), sustainability_positive_corr_sector_percentile - sustainability_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
126
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(sustainability_positive_corr_subsector_percentile, 126), 0.9), sustainability_positive_corr_subsector_percentile - sustainability_corr_weighted_sector_percentile, if_else(less(ts_rank(sustainability_corr_weighted_sector_percentile, 126), 0.1), sustainability_positive_corr_subsector_percentile - sustainability_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
127
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(sustainability_sector_percentile, 126), 0.9), sustainability_sector_percentile - sustainability_corr_weighted_sector_percentile, if_else(less(ts_rank(sustainability_corr_weighted_sector_percentile, 126), 0.1), sustainability_sector_percentile - sustainability_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
128
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(sustainability_subsector_percentile, 126), 0.9), sustainability_subsector_percentile - sustainability_corr_weighted_sector_percentile, if_else(less(ts_rank(sustainability_corr_weighted_sector_percentile, 126), 0.1), sustainability_subsector_percentile - sustainability_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
129
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(sustainable_product_sector_percentile, 126), 0.9), sustainable_product_sector_percentile - sustainability_corr_weighted_sector_percentile, if_else(less(ts_rank(sustainability_corr_weighted_sector_percentile, 126), 0.1), sustainable_product_sector_percentile - sustainability_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
130
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(sustainable_product_subsector_percentile, 126), 0.9), sustainable_product_subsector_percentile - sustainability_corr_weighted_sector_percentile, if_else(less(ts_rank(sustainability_corr_weighted_sector_percentile, 126), 0.1), sustainable_product_subsector_percentile - sustainability_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
131
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(sustainability_positive_corr_sector_percentile, 126), 0.9), sustainability_positive_corr_sector_percentile - social_corr_weighted_sector_percentile, if_else(less(ts_rank(social_corr_weighted_sector_percentile, 126), 0.1), sustainability_positive_corr_sector_percentile - social_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
132
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(sustainability_positive_corr_subsector_percentile, 126), 0.9), sustainability_positive_corr_subsector_percentile - social_corr_weighted_sector_percentile, if_else(less(ts_rank(social_corr_weighted_sector_percentile, 126), 0.1), sustainability_positive_corr_subsector_percentile - social_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
133
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(sustainability_sector_percentile, 126), 0.9), sustainability_sector_percentile - social_corr_weighted_sector_percentile, if_else(less(ts_rank(social_corr_weighted_sector_percentile, 126), 0.1), sustainability_sector_percentile - social_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
134
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(sustainability_subsector_percentile, 126), 0.9), sustainability_subsector_percentile - social_corr_weighted_sector_percentile, if_else(less(ts_rank(social_corr_weighted_sector_percentile, 126), 0.1), sustainability_subsector_percentile - social_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
135
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(sustainable_product_sector_percentile, 126), 0.9), sustainable_product_sector_percentile - social_corr_weighted_sector_percentile, if_else(less(ts_rank(social_corr_weighted_sector_percentile, 126), 0.1), sustainable_product_sector_percentile - social_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
136
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(sustainable_product_subsector_percentile, 126), 0.9), sustainable_product_subsector_percentile - social_corr_weighted_sector_percentile, if_else(less(ts_rank(social_corr_weighted_sector_percentile, 126), 0.1), sustainable_product_subsector_percentile - social_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
137
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(sustainability_positive_corr_sector_percentile, 126), 0.9), sustainability_positive_corr_sector_percentile - environmental_corr_weighted_sector_percentile, if_else(less(ts_rank(environmental_corr_weighted_sector_percentile, 126), 0.1), sustainability_positive_corr_sector_percentile - environmental_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
138
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(sustainability_positive_corr_subsector_percentile, 126), 0.9), sustainability_positive_corr_subsector_percentile - environmental_corr_weighted_sector_percentile, if_else(less(ts_rank(environmental_corr_weighted_sector_percentile, 126), 0.1), sustainability_positive_corr_subsector_percentile - environmental_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
139
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(sustainability_sector_percentile, 126), 0.9), sustainability_sector_percentile - environmental_corr_weighted_sector_percentile, if_else(less(ts_rank(environmental_corr_weighted_sector_percentile, 126), 0.1), sustainability_sector_percentile - environmental_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
140
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(sustainability_subsector_percentile, 126), 0.9), sustainability_subsector_percentile - environmental_corr_weighted_sector_percentile, if_else(less(ts_rank(environmental_corr_weighted_sector_percentile, 126), 0.1), sustainability_subsector_percentile - environmental_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
141
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(sustainable_product_sector_percentile, 126), 0.9), sustainable_product_sector_percentile - environmental_corr_weighted_sector_percentile, if_else(less(ts_rank(environmental_corr_weighted_sector_percentile, 126), 0.1), sustainable_product_sector_percentile - environmental_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
142
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(sustainable_product_subsector_percentile, 126), 0.9), sustainable_product_subsector_percentile - environmental_corr_weighted_sector_percentile, if_else(less(ts_rank(environmental_corr_weighted_sector_percentile, 126), 0.1), sustainable_product_subsector_percentile - environmental_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
143
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(sustainability_positive_corr_sector_percentile, 126), 0.9), sustainability_positive_corr_sector_percentile - governance_corr_weighted_sector_percentile, if_else(less(ts_rank(governance_corr_weighted_sector_percentile, 126), 0.1), sustainability_positive_corr_sector_percentile - governance_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
144
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(sustainability_positive_corr_subsector_percentile, 126), 0.9), sustainability_positive_corr_subsector_percentile - governance_corr_weighted_sector_percentile, if_else(less(ts_rank(governance_corr_weighted_sector_percentile, 126), 0.1), sustainability_positive_corr_subsector_percentile - governance_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
145
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(sustainability_sector_percentile, 126), 0.9), sustainability_sector_percentile - governance_corr_weighted_sector_percentile, if_else(less(ts_rank(governance_corr_weighted_sector_percentile, 126), 0.1), sustainability_sector_percentile - governance_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
146
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(sustainability_subsector_percentile, 126), 0.9), sustainability_subsector_percentile - governance_corr_weighted_sector_percentile, if_else(less(ts_rank(governance_corr_weighted_sector_percentile, 126), 0.1), sustainability_subsector_percentile - governance_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
147
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(sustainable_product_sector_percentile, 126), 0.9), sustainable_product_sector_percentile - governance_corr_weighted_sector_percentile, if_else(less(ts_rank(governance_corr_weighted_sector_percentile, 126), 0.1), sustainable_product_sector_percentile - governance_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
148
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(sustainable_product_subsector_percentile, 126), 0.9), sustainable_product_subsector_percentile - governance_corr_weighted_sector_percentile, if_else(less(ts_rank(governance_corr_weighted_sector_percentile, 126), 0.1), sustainable_product_subsector_percentile - governance_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
149
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(sustainability_positive_corr_sector_percentile, 126), 0.9), sustainability_positive_corr_sector_percentile - workforce_corr_weighted_sector_percentile, if_else(less(ts_rank(workforce_corr_weighted_sector_percentile, 126), 0.1), sustainability_positive_corr_sector_percentile - workforce_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
150
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(sustainability_positive_corr_subsector_percentile, 126), 0.9), sustainability_positive_corr_subsector_percentile - workforce_corr_weighted_sector_percentile, if_else(less(ts_rank(workforce_corr_weighted_sector_percentile, 126), 0.1), sustainability_positive_corr_subsector_percentile - workforce_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
151
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(sustainability_sector_percentile, 126), 0.9), sustainability_sector_percentile - workforce_corr_weighted_sector_percentile, if_else(less(ts_rank(workforce_corr_weighted_sector_percentile, 126), 0.1), sustainability_sector_percentile - workforce_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
152
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(sustainability_subsector_percentile, 126), 0.9), sustainability_subsector_percentile - workforce_corr_weighted_sector_percentile, if_else(less(ts_rank(workforce_corr_weighted_sector_percentile, 126), 0.1), sustainability_subsector_percentile - workforce_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
153
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(sustainable_product_sector_percentile, 126), 0.9), sustainable_product_sector_percentile - workforce_corr_weighted_sector_percentile, if_else(less(ts_rank(workforce_corr_weighted_sector_percentile, 126), 0.1), sustainable_product_sector_percentile - workforce_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
154
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(sustainable_product_subsector_percentile, 126), 0.9), sustainable_product_subsector_percentile - workforce_corr_weighted_sector_percentile, if_else(less(ts_rank(workforce_corr_weighted_sector_percentile, 126), 0.1), sustainable_product_subsector_percentile - workforce_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
155
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(workforce_corr_weighted_sector_percentile, 126), 0.9), workforce_corr_weighted_sector_percentile - workforce_corr_weighted_sector_percentile, if_else(less(ts_rank(workforce_corr_weighted_sector_percentile, 126), 0.1), workforce_corr_weighted_sector_percentile - workforce_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
156
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(workforce_corr_weighted_subsector_percentile, 126), 0.9), workforce_corr_weighted_subsector_percentile - workforce_corr_weighted_sector_percentile, if_else(less(ts_rank(workforce_corr_weighted_sector_percentile, 126), 0.1), workforce_corr_weighted_subsector_percentile - workforce_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
157
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(workforce_positive_corr_sector_percentile, 126), 0.9), workforce_positive_corr_sector_percentile - workforce_corr_weighted_sector_percentile, if_else(less(ts_rank(workforce_corr_weighted_sector_percentile, 126), 0.1), workforce_positive_corr_sector_percentile - workforce_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
158
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(workforce_positive_corr_subsector_percentile, 126), 0.9), workforce_positive_corr_subsector_percentile - workforce_corr_weighted_sector_percentile, if_else(less(ts_rank(workforce_corr_weighted_sector_percentile, 126), 0.1), workforce_positive_corr_subsector_percentile - workforce_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
159
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(workforce_sector_percentile, 126), 0.9), workforce_sector_percentile - workforce_corr_weighted_sector_percentile, if_else(less(ts_rank(workforce_corr_weighted_sector_percentile, 126), 0.1), workforce_sector_percentile - workforce_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
160
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(workforce_subsector_percentile, 126), 0.9), workforce_subsector_percentile - workforce_corr_weighted_sector_percentile, if_else(less(ts_rank(workforce_corr_weighted_sector_percentile, 126), 0.1), workforce_subsector_percentile - workforce_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
161
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(workplace_diversity_sector_percentile, 126), 0.9), workplace_diversity_sector_percentile - workforce_corr_weighted_sector_percentile, if_else(less(ts_rank(workforce_corr_weighted_sector_percentile, 126), 0.1), workplace_diversity_sector_percentile - workforce_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
162
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(workplace_diversity_subsector_percentile, 126), 0.9), workplace_diversity_subsector_percentile - workforce_corr_weighted_sector_percentile, if_else(less(ts_rank(workforce_corr_weighted_sector_percentile, 126), 0.1), workplace_diversity_subsector_percentile - workforce_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
163
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(workforce_corr_weighted_sector_percentile, 126), 0.9), workforce_corr_weighted_sector_percentile - environmental_corr_weighted_sector_percentile, if_else(less(ts_rank(environmental_corr_weighted_sector_percentile, 126), 0.1), workforce_corr_weighted_sector_percentile - environmental_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
164
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(workforce_corr_weighted_subsector_percentile, 126), 0.9), workforce_corr_weighted_subsector_percentile - environmental_corr_weighted_sector_percentile, if_else(less(ts_rank(environmental_corr_weighted_sector_percentile, 126), 0.1), workforce_corr_weighted_subsector_percentile - environmental_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
165
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(workforce_positive_corr_sector_percentile, 126), 0.9), workforce_positive_corr_sector_percentile - environmental_corr_weighted_sector_percentile, if_else(less(ts_rank(environmental_corr_weighted_sector_percentile, 126), 0.1), workforce_positive_corr_sector_percentile - environmental_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
166
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(workforce_positive_corr_subsector_percentile, 126), 0.9), workforce_positive_corr_subsector_percentile - environmental_corr_weighted_sector_percentile, if_else(less(ts_rank(environmental_corr_weighted_sector_percentile, 126), 0.1), workforce_positive_corr_subsector_percentile - environmental_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
167
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(workforce_sector_percentile, 126), 0.9), workforce_sector_percentile - environmental_corr_weighted_sector_percentile, if_else(less(ts_rank(environmental_corr_weighted_sector_percentile, 126), 0.1), workforce_sector_percentile - environmental_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
168
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(workforce_subsector_percentile, 126), 0.9), workforce_subsector_percentile - environmental_corr_weighted_sector_percentile, if_else(less(ts_rank(environmental_corr_weighted_sector_percentile, 126), 0.1), workforce_subsector_percentile - environmental_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
169
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(workplace_diversity_sector_percentile, 126), 0.9), workplace_diversity_sector_percentile - environmental_corr_weighted_sector_percentile, if_else(less(ts_rank(environmental_corr_weighted_sector_percentile, 126), 0.1), workplace_diversity_sector_percentile - environmental_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
170
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(workplace_diversity_subsector_percentile, 126), 0.9), workplace_diversity_subsector_percentile - environmental_corr_weighted_sector_percentile, if_else(less(ts_rank(environmental_corr_weighted_sector_percentile, 126), 0.1), workplace_diversity_subsector_percentile - environmental_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
171
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(workforce_corr_weighted_sector_percentile, 126), 0.9), workforce_corr_weighted_sector_percentile - governance_corr_weighted_sector_percentile, if_else(less(ts_rank(governance_corr_weighted_sector_percentile, 126), 0.1), workforce_corr_weighted_sector_percentile - governance_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
172
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(workforce_corr_weighted_subsector_percentile, 126), 0.9), workforce_corr_weighted_subsector_percentile - governance_corr_weighted_sector_percentile, if_else(less(ts_rank(governance_corr_weighted_sector_percentile, 126), 0.1), workforce_corr_weighted_subsector_percentile - governance_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
173
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(workforce_positive_corr_sector_percentile, 126), 0.9), workforce_positive_corr_sector_percentile - governance_corr_weighted_sector_percentile, if_else(less(ts_rank(governance_corr_weighted_sector_percentile, 126), 0.1), workforce_positive_corr_sector_percentile - governance_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
174
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(workforce_positive_corr_subsector_percentile, 126), 0.9), workforce_positive_corr_subsector_percentile - governance_corr_weighted_sector_percentile, if_else(less(ts_rank(governance_corr_weighted_sector_percentile, 126), 0.1), workforce_positive_corr_subsector_percentile - governance_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
175
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(workforce_sector_percentile, 126), 0.9), workforce_sector_percentile - governance_corr_weighted_sector_percentile, if_else(less(ts_rank(governance_corr_weighted_sector_percentile, 126), 0.1), workforce_sector_percentile - governance_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
176
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(workforce_subsector_percentile, 126), 0.9), workforce_subsector_percentile - governance_corr_weighted_sector_percentile, if_else(less(ts_rank(governance_corr_weighted_sector_percentile, 126), 0.1), workforce_subsector_percentile - governance_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
177
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(workplace_diversity_sector_percentile, 126), 0.9), workplace_diversity_sector_percentile - governance_corr_weighted_sector_percentile, if_else(less(ts_rank(governance_corr_weighted_sector_percentile, 126), 0.1), workplace_diversity_sector_percentile - governance_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
178
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(workplace_diversity_subsector_percentile, 126), 0.9), workplace_diversity_subsector_percentile - governance_corr_weighted_sector_percentile, if_else(less(ts_rank(governance_corr_weighted_sector_percentile, 126), 0.1), workplace_diversity_subsector_percentile - governance_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
179
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(workforce_corr_weighted_sector_percentile, 126), 0.9), workforce_corr_weighted_sector_percentile - social_corr_weighted_sector_percentile, if_else(less(ts_rank(social_corr_weighted_sector_percentile, 126), 0.1), workforce_corr_weighted_sector_percentile - social_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
180
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(workforce_corr_weighted_subsector_percentile, 126), 0.9), workforce_corr_weighted_subsector_percentile - social_corr_weighted_sector_percentile, if_else(less(ts_rank(social_corr_weighted_sector_percentile, 126), 0.1), workforce_corr_weighted_subsector_percentile - social_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
181
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(workforce_positive_corr_sector_percentile, 126), 0.9), workforce_positive_corr_sector_percentile - social_corr_weighted_sector_percentile, if_else(less(ts_rank(social_corr_weighted_sector_percentile, 126), 0.1), workforce_positive_corr_sector_percentile - social_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
182
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(workforce_positive_corr_subsector_percentile, 126), 0.9), workforce_positive_corr_subsector_percentile - social_corr_weighted_sector_percentile, if_else(less(ts_rank(social_corr_weighted_sector_percentile, 126), 0.1), workforce_positive_corr_subsector_percentile - social_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
183
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(workforce_sector_percentile, 126), 0.9), workforce_sector_percentile - social_corr_weighted_sector_percentile, if_else(less(ts_rank(social_corr_weighted_sector_percentile, 126), 0.1), workforce_sector_percentile - social_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
184
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(workforce_subsector_percentile, 126), 0.9), workforce_subsector_percentile - social_corr_weighted_sector_percentile, if_else(less(ts_rank(social_corr_weighted_sector_percentile, 126), 0.1), workforce_subsector_percentile - social_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
185
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(workplace_diversity_sector_percentile, 126), 0.9), workplace_diversity_sector_percentile - social_corr_weighted_sector_percentile, if_else(less(ts_rank(social_corr_weighted_sector_percentile, 126), 0.1), workplace_diversity_sector_percentile - social_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
186
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(workplace_diversity_subsector_percentile, 126), 0.9), workplace_diversity_subsector_percentile - social_corr_weighted_sector_percentile, if_else(less(ts_rank(social_corr_weighted_sector_percentile, 126), 0.1), workplace_diversity_subsector_percentile - social_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
187
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(workforce_corr_weighted_sector_percentile, 126), 0.9), workforce_corr_weighted_sector_percentile - sustainability_corr_weighted_sector_percentile, if_else(less(ts_rank(sustainability_corr_weighted_sector_percentile, 126), 0.1), workforce_corr_weighted_sector_percentile - sustainability_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
188
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(workforce_corr_weighted_subsector_percentile, 126), 0.9), workforce_corr_weighted_subsector_percentile - sustainability_corr_weighted_sector_percentile, if_else(less(ts_rank(sustainability_corr_weighted_sector_percentile, 126), 0.1), workforce_corr_weighted_subsector_percentile - sustainability_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
189
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(workforce_positive_corr_sector_percentile, 126), 0.9), workforce_positive_corr_sector_percentile - sustainability_corr_weighted_sector_percentile, if_else(less(ts_rank(sustainability_corr_weighted_sector_percentile, 126), 0.1), workforce_positive_corr_sector_percentile - sustainability_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
190
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(workforce_positive_corr_subsector_percentile, 126), 0.9), workforce_positive_corr_subsector_percentile - sustainability_corr_weighted_sector_percentile, if_else(less(ts_rank(sustainability_corr_weighted_sector_percentile, 126), 0.1), workforce_positive_corr_subsector_percentile - sustainability_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
191
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(workforce_sector_percentile, 126), 0.9), workforce_sector_percentile - sustainability_corr_weighted_sector_percentile, if_else(less(ts_rank(sustainability_corr_weighted_sector_percentile, 126), 0.1), workforce_sector_percentile - sustainability_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
192
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(workforce_subsector_percentile, 126), 0.9), workforce_subsector_percentile - sustainability_corr_weighted_sector_percentile, if_else(less(ts_rank(sustainability_corr_weighted_sector_percentile, 126), 0.1), workforce_subsector_percentile - sustainability_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
193
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(workplace_diversity_sector_percentile, 126), 0.9), workplace_diversity_sector_percentile - sustainability_corr_weighted_sector_percentile, if_else(less(ts_rank(sustainability_corr_weighted_sector_percentile, 126), 0.1), workplace_diversity_sector_percentile - sustainability_corr_weighted_sector_percentile, 0)), 21), industry)",
|
|
194
|
+
"group_scale(ts_mean(if_else(greater(ts_rank(workplace_diversity_subsector_percentile, 126), 0.9), workplace_diversity_subsector_percentile - sustainability_corr_weighted_sector_percentile, if_else(less(ts_rank(sustainability_corr_weighted_sector_percentile, 126), 0.1), workplace_diversity_subsector_percentile - sustainability_corr_weighted_sector_percentile, 0)), 21), industry)"
|
|
195
|
+
]
|
|
196
|
+
}
|
|
@@ -0,0 +1,5 @@
|
|
|
1
|
+
{
|
|
2
|
+
"template": "subtract(group_zscore(trade_when(greater(days_from_last_change({sector_percentile} - {corr_weighted_sector_percentile}), 5), 0, {sector_percentile} - {corr_weighted_sector_percentile}), industry), group_mean({sector_percentile} - {corr_weighted_sector_percentile}, log(ts_mean({market_cap}, 21)), sector))",
|
|
3
|
+
"idea": "事件新鲜度过滤与市值加权市场中性化。首先，使用days_from_last_change识别差距指标近期是否发生变动，若超过5天无变化，则视信号为陈旧并置零（trade_when），仅交易近期有更新的股票。然后将此过滤后的信号在行业内标准化（group_zscore）。最后，减去以平滑市值对数加权的行业均值（group_mean），实现行业内的市值中性化，避免信号被行业中的大盘股主导。",
|
|
4
|
+
"expression_list": []
|
|
5
|
+
}
|