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SOV-Quarterly-FactorSignals
Quarterly factor signals for ~6,400+ global/US-listed equities, provided by SOV.AI and aggregated to end-of-quarter snapshots (last available observation within each quarter per ticker).
- Source:
sov.data("factors/comprehensive") - Coverage: 1998-01-09 to most recent
- Cadence: Underlying data updates weekly after US market close; this dataset publishes quarter-end snapshots
- Models: OLS-based factor estimation
- Outputs:
- Accounting & alternative factors (e.g., profitability, value, solvency, illiquidity, momentum variants, risk metrics)
- Returns series (as provided)
- Model diagnostics (R-squared, AIC/BIC, etc.)
- Any additional columns returns (e.g., coefficients, standard errors, t-stats) are preserved beyond the documented schema
Data Source
Data provided by SOV.AI.
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