Datasets:
sovai
/
factor_signals

Dataset card Data Studio Files
xet
Community
ticker
stringlengths
1
10
date
timestamp[ns]
profitability
float32
1
100
value
float32
1
100
solvency
float32
1
100
cash_flow
float32
1
100
illiquidity
float32
1
100
momentum_long_term
float32
1
100
momentum_medium_term
float32
1
100
short_term_reversal
float32
1
100
price_volatility
float32
1
100
dividend_yield
float32
1
100
earnings_consistency
float32
1
100
small_size
float32
1
100
low_growth
float32
1
100
low_equity_issuance
float32
1
100
bounce_dip
float32
1
100
accrual_growth
float32
1
100
low_depreciation_growth
float32
1
100
current_liquidity
float32
1
100
low_rnd
float32
1
100
momentum
float32
1
100
market_risk
float32
1
100
business_risk
float32
1
100
political_risk
float32
1
100
inflation_fluctuation
float32
1
100
inflation_persistence
float32
1
100
returns
float32
-1
1.44k
⌀
A
1999-11-26T00:00:00
57
8
18
77
82
61
57
47
29
29
64
3
50.5
1
52
54
45
97
74.5
61
13
26
50
69
37
0.020071
A
1999-12-03T00:00:00
56
8
18
77
82
61
57
16
29
29
64
3
50.5
1
52
54
45
96
74.5
61
13
26
50
69
37
0.080332
A
1999-12-10T00:00:00
56
8
21
77
82
61
57
30
28
28
64
3
50.5
1
52
54
45
96
74.5
60
13
26
50
69
37
0.005629
A
1999-12-17T00:00:00
56
7
24
77
82
61
57
20
11
11
64
3
50.5
1
52
54
45
96
74.5
60
13
26
50
69
37
0.026599
A
1999-12-24T00:00:00
55
7
14
77
82
61
57
12
13
13
64
3
50.5
1
52
54
45
96
74.5
61
13
26
50
69
37
0.082932
A
1999-12-31T00:00:00
53
4
10
77
82
61
57
1
97
97
64
2
50.5
1
52
54
45
95
74.5
61
13
26
50
69
37
0.553972
A
2000-01-07T00:00:00
54
5
24
77
82
61
57
34
97
97
64
2
50.5
1
52
54
45
96
74.5
61
13
26
50
69
37
-0.159237
A
2000-01-14T00:00:00
54
5
9
77
82
61
57
19
96
96
64
2
50.5
1
52
54
45
96
74.5
61
13
26
50
69
37
0.05199
A
2000-01-21T00:00:00
54
5
17
77
82
55
50
48
93
93
64
2
50.5
1
52
54
45
96
74.5
54
13
26
50
69
37
0.005411
A
2000-01-28T00:00:00
54
6
25
43
82
67
74
29
91
91
64
2
50.5
4
52
54
45
97
74.5
73
13
26
50
69
37
-0.010026
A
2000-02-04T00:00:00
53
5
5
43
82
65
71
11
89
89
64
2
50.5
39
52
54
45
97
74.5
70
13
26
50
69
37
0.12033
A
2000-02-11T00:00:00
53
5
4
43
82
68
76
35
87
87
64
2
50.5
45
52
54
46
97
74.5
75
13
26
50
69
37
-0.011402
A
2000-02-18T00:00:00
52
4
21
43
82
76
87
7
88
88
64
2
50.5
9
52
54
45
97
74.5
84
13
26
50
69
37
0.243701
A
2000-02-25T00:00:00
52
4
14
43
82
95
100
5
86
86
64
2
50.5
18
52
54
45
96
74.5
98
13
26
50
69
37
0.153056
A
2000-03-03T00:00:00
52
4
4
43
82
85
91
24
83
83
64
2
50.5
44
52
54
45
97
74.5
91
13
26
50
69
37
-0.000924
A
2000-03-10T00:00:00
51
3
8
43
82
82
87
4
81
81
64
1
50.5
29
52
54
45
96
74.5
87
13
26
50
69
37
0.314813
A
2000-03-17T00:00:00
46
4
16
85
82
76
76
50
82
82
64
2
50.5
89
52
54
40
95
74.5
79
13
26
50
69
37
-0.147183
A
2000-03-24T00:00:00
46
4
34
84
82
77
76
42
82
82
64
2
50.5
89
52
54
40
95
74.5
80
13
26
50
69
37
-0.009086
A
2000-03-31T00:00:00
48
4
29
83
82
82
89
79
83
83
64
2
50.5
89
52
54
40
95
74.5
88
13
26
50
69
37
-0.13333
A
2000-04-07T00:00:00
47
4
34
83
82
76
71
10
83
83
64
2
50.5
89
52
54
40
94
74.5
76
13
26
50
69
37
0.173079
A
2000-04-14T00:00:00
48
4
27
82
82
88
92
78
87
87
64
2
50.5
89
52
54
40
95
74.5
92
13
26
50
69
37
-0.322221
A
2000-04-21T00:00:00
48
4
25
82
82
91
95
69
84
84
53
2
50.5
90
52
54
40
95
74.5
94
13
26
50
69
37
0.087696
A
2000-04-28T00:00:00
48
5
20
82
82
84
86
80
82
82
54
2
50.5
90
52
54
40
95
74.5
86
13
26
50
69
37
-0.014581
A
2000-05-05T00:00:00
48
4
25
82
82
93
97
42
79
79
57
2
50.5
90
52
54
41
94
74.5
96
13
26
50
69
37
0.031719
A
2000-05-12T00:00:00
47
4
33
84
82
90
90
48
79
79
67
2
50.5
89
52
54
41
95
74.5
93
13
26
50
69
37
-0.009633
A
2000-05-19T00:00:00
49
6
30
86
82
89
84
98
82
82
63
2
50.5
89
52
54
42
97
74.5
91
13
26
50
69
37
-0.264233
A
2000-05-26T00:00:00
49
5
36
86
82
78
49
82
80
80
78
2
50.5
88
52
54
42
96
74.5
67
13
26
50
69
37
-0.024474
A
2000-06-02T00:00:00
48
5
20
86
82
96
91
30
83
83
38
2
50.5
89
52
54
42
96
74.5
97
13
26
50
69
37
0.257683
A
2000-06-09T00:00:00
49
6
21
87
82
41
31
85
82
82
40
2
50.5
89
52
54
42
97
74.5
32
13
26
50
69
37
-0.132966
A
2000-06-16T00:00:00
55
7
26
40
82
55
35
96
81
81
80
2
50.5
98
52
54
44
73
74.5
43
13
26
50
69
37
-0.116398
A
2000-06-23T00:00:00
54
5
29
40
82
47
33
31
84
84
80
2
50.5
98
52
54
44
72
74.5
38
13
26
50
69
37
0.199597
A
2000-06-30T00:00:00
54
6
29
40
82
57
40
33
83
83
73
2
50.5
98
52
54
44
72
74.5
47
13
26
50
69
37
-0.018371
A
2000-07-07T00:00:00
55
7
15
40
82
58
53
75
83
83
39
2
50.5
98
52
54
45
73
74.5
56
13
26
50
69
37
-0.084739
A
2000-07-14T00:00:00
54
6
20
40
82
14
10
27
83
83
50
2
50.5
98
52
54
45
72
74.5
9
13
26
50
69
37
0.14163
A
2000-07-21T00:00:00
57
10
16
40
82
19
18
100
93
93
40
3
50.5
98
52
54
45
76
74.5
16
13
26
50
69
37
-0.376323
A
2000-07-28T00:00:00
58
11
16
40
16
42
54
97
91
91
41
3
50.5
38
52
54
45
76
74.5
47
27
34
18
69
37
-0.141718
A
2000-08-04T00:00:00
58
11
32
40
17
17
8
95
90
90
75
3
50.5
39
52
54
45
76
74.5
10
28
33
17
69
37
-0.028856
A
2000-08-11T00:00:00
58
11
19
39
89
13
6
80
89
89
47
3
50.5
40
52
54
45
76
74.5
7
29
34
19
69
37
0.014264
A
2000-08-18T00:00:00
55
7
22
38
84
37
50
9
96
96
91
3
50.5
43
52
54
45
73
74.5
42
25
31
33
69
37
0.387613
A
2000-08-25T00:00:00
55
7
24
38
80
32
52
17
95
95
92
3
50.5
43
52
54
45
73
74.5
41
25
30
32
69
37
0.037607
A
2000-09-01T00:00:00
51
8
22
56
85
19
19
9
93
93
50
3
50.5
43
52
54
49
98
74.5
16
25
31
24
69
37
0.057767
A
2000-09-08T00:00:00
52
8
23
56
83
38
61
42
92
92
52
3
50.5
43
52
54
50
98
74.5
50
21
45
60
69
37
-0.042494
A
2000-09-15T00:00:00
52
9
24
55
82
5
1
60
91
91
54
3
50.5
43
52
54
50
98
74.5
2
35
38
53
69
37
-0.037968
A
2000-09-22T00:00:00
53
10
23
55
84
5
2
80
91
91
51
3
50.5
43
52
54
50
98
74.5
2
34
36
53
69
37
-0.122824
A
2000-09-29T00:00:00
53
10
30
55
67
14
2
79
86
86
66
3
50.5
41
52
54
50
98
74.5
6
36
36
55
69
37
-0.021187
A
2000-10-06T00:00:00
52
9
26
55
76
13
5
28
82
82
59
3
50.5
42
52
54
50
98
74.5
7
36
47
61
69
37
0.066408
A
2000-10-13T00:00:00
53
11
33
55
54
33
62
80
83
83
65
3
50.5
41
52
54
50
98
74.5
47
26
42
61
69
37
-0.149642
A
2000-10-20T00:00:00
53
10
22
55
84
36
62
51
81
81
52
3
50.5
41
52
54
50
98
74.5
48
28
41
65
69
37
0.049104
A
2000-10-27T00:00:00
53
10
25
55
79
40
84
67
65
65
53
3
50.5
41
52
54
50
98
74.5
65
24
30
79
69
37
-0.017372
A
2000-11-03T00:00:00
53
10
27
54
74
24
74
49
61
61
54
3
50.5
41
52
54
50
98
74.5
49
26
34
80
69
37
0.023154
A
2000-11-10T00:00:00
54
12
21
54
84
25
50
89
64
64
51
4
50.5
41
52
54
50
98
74.5
35
24
36
67
69
37
-0.157433
A
2000-11-17T00:00:00
53
9
20
52
85
18
30
15
76
76
10
3
50.5
57
63
54
50
98
74.5
21
33
65
85
69
37
0.201295
A
2000-11-24T00:00:00
52
8
33
52
52
19
22
3
75
75
33
3
50.5
57
74
54
50
98
74.5
19
36
74
78
69
37
0.075161
A
2000-12-01T00:00:00
52
7
25
52
76
31
52
4
70
70
19
3
50.5
55
70
54
50
97
74.5
40
32
72
72
69
37
0.040433
A
2000-12-08T00:00:00
51
6
23
52
80
21
22
3
69
69
16
3
50.5
55
62
54
50
97
74.5
20
26
82
74
69
37
0.121498
A
2000-12-15T00:00:00
51
7
14
53
88
26
33
21
67
67
1
3
50.5
55
71
54
50
97
74.5
28
19
92
73
69
37
-0.043053
A
2000-12-22T00:00:00
51
7
25
53
74
24
32
39
62
62
20
3
50.5
55
38
54
50
97
74.5
26
31
89
70
69
37
-0.038514
A
2000-12-29T00:00:00
51
7
32
52
52
22
40
56
59
59
32
3
50.5
55
25
54
50
97
74.5
28
29
90
71
69
37
0.001108
A
2001-01-05T00:00:00
51
7
22
52
81
17
21
55
55
55
13
3
50.5
54
26
54
50
97
74.5
17
28
88
66
69
37
0.005652
A
2001-01-12T00:00:00
52
7
18
52
86
32
77
59
52
52
6
3
50.5
51
25
54
50
97
74.5
54
31
88
68
69
37
0.019418
A
2001-01-19T00:00:00
71
7
25
88
73
46
97
18
59
59
60
3
50.5
42
5
54
49
96
74.5
73
27
89
62
69
37
0.168018
A
2001-01-26T00:00:00
74
9
25
88
75
57
93
96
63
63
59
3
50.5
41
14
54
49
97
74.5
77
33
89
68
69
37
-0.166725
A
2001-02-02T00:00:00
76
10
16
88
87
73
97
94
63
63
71
3
50.5
42
18
54
49
97
74.5
88
34
90
67
69
37
-0.044476
A
2001-02-09T00:00:00
75
9
28
87
68
66
92
77
62
62
93
3
50.5
41
10
54
49
97
74.5
81
42
92
71
69
37
0.00574
A
2001-02-16T00:00:00
77
10
29
88
64
61
77
83
60
60
95
3
50.5
63
14
54
49
97
74.5
69
50
86
64
69
37
-0.047622
A
2001-02-23T00:00:00
83
14
32
87
54
56
63
97
67
67
100
4
50.5
62
24
54
48
97
74.5
60
47
85
58
69
37
-0.234004
A
2001-03-02T00:00:00
83
15
15
87
89
57
63
87
66
66
66
3
50.5
65
28
54
49
97
74.5
61
42
76
66
69
37
-0.007011
A
2001-03-09T00:00:00
84
15
17
87
88
52
56
84
66
66
72
4
50.5
65
23
54
49
97
74.5
55
42
74
67
69
37
-0.025788
A
2001-03-16T00:00:00
85
15
29
87
67
77
87
70
64
64
95
4
50.5
63
28
54
49
97
74.5
91
45
70
62
69
37
-0.062088
A
2001-03-23T00:00:00
53
14
30
25
78
40
18
22
68
68
62
3
50.5
54
25
54
68
73
74.5
21
44
76
59
69
37
0.088626
A
2001-03-30T00:00:00
57
21
36
25
59
31
12
91
68
68
75
4
50.5
57
43
54
68
74
74.5
15
24
83
62
69
37
-0.187665
A
2001-04-06T00:00:00
59
24
31
25
78
35
22
87
66
66
68
4
50.5
58
48
54
67
74
74.5
24
21
83
61
69
37
-0.09537
A
2001-04-13T00:00:00
56
17
25
25
88
32
20
30
74
74
52
4
50.5
55
38
54
67
73
74.5
23
17
80
55
69
37
0.221627
A
2001-04-20T00:00:00
56
14
33
25
72
20
10
6
76
76
71
3
50.5
50
38
54
67
73
74.5
13
22
78
59
69
37
0.189615
A
2001-04-27T00:00:00
56
15
30
25
82
20
11
33
75
75
68
4
50.5
50
37
54
67
73
74.5
14
33
93
47
69
37
-0.039838
A
2001-05-04T00:00:00
56
16
32
24
76
20
13
61
71
71
71
4
50.5
57
39
54
67
74
74.5
15
35
94
51
69
37
-0.010848
A
2001-05-11T00:00:00
56
15
35
25
68
22
18
35
70
70
76
4
50.5
58
44
54
67
73
74.5
18
34
93
48
69
37
0.034393
A
2001-05-18T00:00:00
60
20
23
30
89
27
43
86
70
70
45
4
50.5
62
75
54
67
74
74.5
33
37
94
39
69
37
-0.092942
A
2001-05-25T00:00:00
59
18
27
30
87
21
11
55
69
69
55
4
50.5
62
56
54
67
74
74.5
14
34
95
38
69
37
0.046935
A
2001-06-01T00:00:00
61
21
25
30
88
21
13
94
70
70
48
4
50.5
62
59
54
67
75
74.5
15
36
95
42
69
37
-0.098697
A
2001-06-08T00:00:00
61
20
35
30
71
27
44
69
67
67
80
4
50.5
62
71
54
67
75
74.5
32
35
95
41
69
37
0.030605
A
2001-06-15T00:00:00
52
25
28
56
86
38
82
92
69
69
35
4
50.5
69
74
54
68
98
74.5
62
34
90
34
69
37
-0.129963
A
2001-06-22T00:00:00
53
26
23
57
90
28
69
84
65
65
2
4
50.5
70
66
54
67
98
74.5
47
55
92
33
69
37
-0.034777
A
2001-06-29T00:00:00
52
24
23
56
90
27
45
41
64
64
1
4
50.5
70
51
54
67
98
74.5
31
52
94
30
69
37
0.105419
A
2001-07-06T00:00:00
53
24
41
56
60
30
66
74
63
63
33
4
50.5
65
55
54
68
98
74.5
47
52
95
29
69
37
-0.072292
A
2001-07-13T00:00:00
53
25
34
56
77
22
21
59
62
62
19
4
50.5
67
60
54
67
98
74.5
17
52
95
29
69
37
0.004942
A
2001-07-20T00:00:00
53
27
31
56
83
22
30
81
61
61
15
4
50.5
64
92
54
67
99
74.5
21
53
94
44
69
37
-0.046201
A
2001-07-27T00:00:00
53
26
31
56
83
19
9
35
60
60
15
4
50.5
63
79
54
67
99
74.5
11
41
86
7
69
37
0.041527
A
2001-08-03T00:00:00
52
24
28
56
87
18
16
22
59
59
9
4
50.5
65
74
54
68
99
74.5
14
34
82
12
69
37
0.039872
A
2001-08-10T00:00:00
53
28
29
54
86
15
9
77
59
59
10
4
50.5
66
80
54
68
98
74.5
10
36
84
18
69
37
-0.086572
A
2001-08-17T00:00:00
54
30
34
51
75
16
12
87
59
59
19
5
50.5
68
66
54
68
98
74.5
12
45
78
13
69
37
-0.074848
A
2001-08-24T00:00:00
53
30
30
51
84
19
35
57
58
58
11
4
50.5
69
52
54
68
98
74.5
24
39
78
14
69
37
0.050634
A
2001-08-31T00:00:00
53
29
36
51
72
18
19
74
58
58
24
5
50.5
67
40
54
68
98
74.5
17
37
78
14
69
37
-0.046427
A
2001-09-07T00:00:00
55
37
36
51
71
19
29
86
59
59
26
5
50.5
67
48
54
68
98
74.5
21
35
78
14
69
37
-0.118876
A
2001-09-14T00:00:00
27
37
32
86
79
19
23
86
58
58
16
5
50.5
40
49
54
66
98
74.5
19
45
85
20
69
37
-0.012832
A
2001-09-21T00:00:00
27
39
29
86
83
19
40
64
50
50
10
5
50.5
47
65
54
66
98
74.5
26
53
84
53
69
37
-0.125799
A
2001-09-28T00:00:00
26
41
36
86
71
21
62
79
45
45
24
5
50.5
41
56
54
66
98
74.5
39
60
82
57
69
37
-0.029739
A
2001-10-05T00:00:00
27
40
27
85
85
18
23
46
48
48
9
5
50.5
49
43
54
66
98
74.5
18
47
73
52
69
37
0.079223
A
2001-10-12T00:00:00
27
34
38
86
65
16
17
20
51
51
34
5
50.5
38
46
54
66
98
74.5
15
46
72
53
69
37
0.107162
A
2001-10-19T00:00:00
27
34
35
85
73
18
28
22
49
49
35
5
50.5
40
42
54
66
98
74.5
20
45
73
52
69
37
0