README.md

metadata

language:
  - en
license: other
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dataset_info:
  features:
    - name: symbol
      dtype: string
    - name: datetime
      dtype: string
    - name: profitability
      dtype: float64
    - name: value
      dtype: float64
    - name: solvency
      dtype: float64
    - name: cash_flow
      dtype: float64
    - name: illiquidity
      dtype: float64
    - name: momentum_long_term
      dtype: float64
    - name: momentum_medium_term
      dtype: float64
    - name: short_term_reversal
      dtype: float64
    - name: price_volatility
      dtype: float64
    - name: dividend_yield
      dtype: float64
    - name: earnings_consistency
      dtype: float64
    - name: small_size
      dtype: float64
    - name: low_growth
      dtype: float64
    - name: low_equity_issuance
      dtype: float64
    - name: bounce_dip
      dtype: float64
    - name: accrual_growth
      dtype: float64
    - name: low_depreciation_growth
      dtype: float64
    - name: current_liquidity
      dtype: float64
    - name: low_rnd
      dtype: float64
    - name: momentum
      dtype: float64
    - name: market_risk
      dtype: float64
    - name: business_risk
      dtype: float64
    - name: political_risk
      dtype: float64
    - name: inflation_fluctuation
      dtype: float64
    - name: inflation_persistence
      dtype: float64
    - name: returns
      dtype: float64
    - name: rsquared
      dtype: float64
    - name: rsquared_adj
      dtype: float64
    - name: fvalue
      dtype: float64
    - name: aic
      dtype: float64
    - name: bic
      dtype: float64
    - name: mse_resid
      dtype: float64
    - name: mse_total
      dtype: float64

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.