---
language:
- en
license: other
extra_gated_prompt: "To get access to this dataset, you must subscribe to Papers With Backtest. To subscribe, go to https://paperswithbacktest.com/ > Login > Choose Your Plan > Subscribe."
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.