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
2001-10-26T00:00:00
27
34
24
85
88
17
24
23
48
48
4
5
50.5
51
44
54
66
98
74.5
18
41
74
50
69
37
0.041912
A
2001-11-02T00:00:00
27
35
35
85
75
15
15
64
47
47
34
5
50.5
40
43
54
66
98
74.5
13
39
78
50
69
37
-0.042715
A
2001-11-09T00:00:00
27
32
38
85
67
15
15
21
47
47
42
5
50.5
37
45
54
66
98
74.5
13
34
75
50
69
37
0.064367
A
2001-11-16T00:00:00
27
35
32
85
81
19
30
64
44
44
16
5
50.5
45
24
54
66
98
74.5
23
39
80
52
69
37
-0.027002
A
2001-11-23T00:00:00
27
36
23
85
88
16
22
29
44
44
3
5
50.5
58
20
31
66
98
32
17
32
76
52
69
37
0.040168
A
2001-11-30T00:00:00
27
31
22
85
88
19
34
12
45
45
2
4
50.5
57
11
31
66
98
32
24
26
70
55
69
37
0.086497
A
2001-12-07T00:00:00
27
25
29
85
83
23
65
8
47
47
12
4
50.5
49
8
31
66
98
32
42
25
30
46
69
37
0.105608
A
2001-12-14T00:00:00
27
27
29
85
84
23
70
31
49
49
11
4
50.5
50
8
31
66
98
32
44
31
41
46
69
37
-0.043823
A
2001-12-21T00:00:00
27
30
29
85
84
26
73
65
48
48
11
4
50.5
50
8
31
65
98
31
48
34
42
47
69
37
-0.030498
A
2001-12-28T00:00:00
27
27
40
85
61
24
53
46
48
48
33
4
50.5
40
8
31
66
98
29
35
13
32
39
69
37
0.035792
A
2002-01-04T00:00:00
28
23
23
85
88
28
74
9
52
52
3
4
50.5
55
7
31
65
98
30
49
9
19
46
69
37
0.132281
A
2002-01-11T00:00:00
27
25
33
85
78
22
47
44
53
53
19
4
50.5
45
10
31
66
98
30
29
10
23
49
69
37
-0.053094
A
2002-01-18T00:00:00
27
28
38
85
64
25
61
83
55
55
49
4
50.5
37
11
31
65
98
30
38
11
26
53
69
37
-0.082445
A
2002-01-25T00:00:00
61
13
24
18
71
36
87
67
55
55
66
4
50.5
31
12
4
32
77
18
65
12
18
55
69
37
0.020351
A
2002-02-01T00:00:00
61
13
24
18
73
53
91
42
53
53
66
4
50.5
31
12
4
32
76
18
77
12
18
56
69
37
0.018931
A
2002-02-08T00:00:00
62
16
16
18
85
49
84
86
58
58
61
4
50.5
31
14
4
32
77
18
70
11
27
57
69
37
-0.122588
A
2002-02-15T00:00:00
61
14
24
18
71
37
61
54
57
57
98
4
50.5
32
11
4
32
77
18
47
10
18
56
69
37
0.058482
A
2002-02-22T00:00:00
61
14
11
18
88
41
70
33
56
56
76
4
50.5
32
14
5
32
76
18
56
12
33
53
69
37
0.027626
A
2002-03-01T00:00:00
59
10
28
18
62
61
92
3
64
64
100
4
50.5
32
8
7
32
75
18
83
14
21
59
69
37
0.167381
A
2002-03-08T00:00:00
24
56
34
24
80
52
76
5
63
63
63
4
50.5
23
8
23
15
71
23
68
13
10
57
69
37
0.094
A
2002-03-15T00:00:00
23
56
28
24
86
35
32
7
60
60
56
3
50.5
28
6
20
15
71
19
30
14
8
56
69
37
0.033798
A
2002-03-22T00:00:00
23
58
34
24
80
39
41
69
62
62
62
4
50.5
25
9
21
15
72
19
37
17
12
59
69
37
-0.078813
A
2002-03-29T00:00:00
24
58
34
24
80
44
57
53
60
60
64
4
50.5
29
14
25
15
71
18
50
20
13
60
69
37
0.017149
A
2002-04-05T00:00:00
24
58
26
24
88
26
20
68
60
60
43
4
50.5
36
23
25
15
71
18
21
17
8
61
69
37
-0.030583
A
2002-04-12T00:00:00
24
60
27
24
88
34
38
83
59
59
47
4
50.5
34
16
25
14
72
18
34
14
8
61
69
37
-0.045461
A
2002-04-19T00:00:00
24
58
38
23
71
44
58
34
57
57
68
4
50.5
21
8
25
14
71
19
50
17
10
60
69
37
0.081941
A
2002-04-26T00:00:00
24
62
33
23
82
73
96
92
63
63
64
4
50.5
25
17
25
14
72
18
88
17
8
65
69
37
-0.143987
A
2002-05-03T00:00:00
24
63
30
23
85
79
97
88
63
63
61
4
50.5
27
28
25
14
72
18
91
16
5
65
69
37
-0.048418
A
2002-05-10T00:00:00
23
63
30
24
85
83
96
82
58
58
58
4
50.5
28
28
29
14
72
18
93
18
5
65
69
37
-0.01964
A
2002-05-17T00:00:00
22
62
25
26
88
70
65
38
58
58
36
4
50.5
42
24
28
14
72
16
71
20
5
63
69
37
0.073692
A
2002-05-24T00:00:00
21
63
40
26
67
72
67
86
58
58
78
4
50.5
30
34
28
14
73
16
73
21
4
66
69
37
-0.090294
A
2002-05-31T00:00:00
21
65
26
26
89
64
54
86
57
57
36
4
50.5
41
59
27
14
73
16
60
13
4
96
69
37
-0.034065
A
2002-06-07T00:00:00
23
63
32
28
85
46
27
91
56
56
85
5
50.5
34
75
34
14
73
20
35
9
5
94
69
37
-0.101267
A
2002-06-14T00:00:00
23
61
36
28
78
67
57
72
55
55
86
4
50.5
31
80
56
14
72
18
64
11
3
95
69
37
-0.008428
A
2002-06-21T00:00:00
23
60
25
28
90
35
16
53
54
54
86
4
50.5
40
74
29
14
72
18
23
12
3
94
69
37
0.019578
A
2002-06-28T00:00:00
23
61
37
28
74
29
16
59
50
50
69
4
50.5
31
78
49
14
72
18
20
12
3
95
69
37
-0.012915
A
2002-07-05T00:00:00
23
58
38
28
73
29
18
27
46
46
72
4
50.5
30
83
49
14
72
18
21
13
4
95
69
37
0.012669
A
2002-07-12T00:00:00
23
58
34
28
79
36
33
24
43
43
62
4
50.5
32
72
48
14
71
18
32
19
5
95
69
37
-0.00335
A
2002-07-19T00:00:00
23
60
35
28
79
28
19
74
49
49
64
4
50.5
26
81
48
14
72
19
20
17
4
75
69
37
-0.130736
A
2002-07-26T00:00:00
22
64
38
28
72
26
15
91
53
53
70
5
50.5
24
83
48
14
72
19
18
4
2
73
69
37
-0.165786
A
2002-08-02T00:00:00
22
67
31
28
86
23
13
89
50
50
49
5
50.5
30
84
48
14
73
19
16
5
2
75
69
37
-0.027147
A
2002-08-09T00:00:00
21
66
39
27
72
24
18
85
48
48
98
5
50.5
25
86
48
14
73
18
19
6
2
76
69
37
-0.007098
A
2002-08-16T00:00:00
21
69
36
25
77
27
29
89
44
44
98
6
50.5
32
91
47
14
72
17
26
9
1
82
69
37
-0.045437
A
2002-08-23T00:00:00
20
68
33
25
83
26
29
83
44
44
96
6
50.5
34
88
47
14
73
17
25
10
1
81
69
37
0.003796
A
2002-08-30T00:00:00
20
74
35
25
80
30
49
98
51
51
96
6
50.5
33
92
33
14
73
38
38
7
3
86
69
37
-0.161676
A
2002-09-06T00:00:00
20
71
38
25
71
36
63
70
54
54
99
6
50.5
30
91
32
14
73
38
49
10
6
91
69
37
0.053517
A
2002-09-13T00:00:00
20
67
41
21
61
26
30
32
56
56
100
6
50.5
23
90
26
19
73
33
25
10
6
87
69
37
0.058667
A
2002-09-20T00:00:00
21
69
36
21
78
20
13
53
55
55
95
6
50.5
27
87
21
19
73
33
14
10
6
85
69
37
-0.067439
A
2002-09-27T00:00:00
21
69
43
21
57
20
12
74
53
53
100
6
50.5
22
87
19
19
73
33
14
8
5
79
69
37
-0.06294
A
2002-10-04T00:00:00
20
72
33
21
85
19
13
85
50
50
90
6
50.5
30
85
19
19
73
32
14
9
5
83
69
37
-0.098562
A
2002-10-11T00:00:00
20
72
38
21
74
17
11
85
48
48
96
7
50.5
27
85
19
19
73
33
11
8
4
82
69
37
-0.076315
A
2002-10-18T00:00:00
20
72
35
21
81
16
10
49
55
55
86
7
50.5
28
85
19
19
73
33
10
11
4
78
69
37
0.11011
A
2002-10-25T00:00:00
21
71
34
21
82
11
3
29
55
55
87
6
50.5
27
74
19
19
73
33
5
11
7
81
69
37
0.069418
A
2002-11-01T00:00:00
21
68
34
21
82
14
10
11
58
58
85
6
50.5
28
68
19
18
73
33
9
10
4
79
69
37
0.126787
A
2002-11-08T00:00:00
20
68
43
21
57
17
33
38
55
55
100
6
50.5
33
68
19
18
73
33
21
10
11
68
69
37
-0.036384
A
2002-11-15T00:00:00
20
70
37
21
76
17
28
54
54
54
96
6
50.5
39
69
19
18
74
31
20
10
19
75
69
37
-0.017714
A
2002-11-22T00:00:00
21
64
28
21
87
17
24
4
71
71
44
5
39
44
37
19
18
73
31
18
10
5
45
69
37
0.322458
A
2002-11-29T00:00:00
21
62
37
21
71
16
17
7
70
70
54
5
39
34
24
18
18
73
31
15
8
3
39
69
37
0.063515
A
2002-12-06T00:00:00
20
65
36
21
76
15
16
63
72
72
52
6
39
34
27
18
18
73
31
13
9
4
35
69
37
-0.134964
A
2002-12-13T00:00:00
21
63
41
22
60
17
26
43
70
70
59
5
39
31
29
18
18
73
31
19
8
4
34
69
37
0.024378
A
2002-12-20T00:00:00
21
61
26
25
89
18
44
20
69
69
18
5
32
46
24
24
21
73
29
26
8
5
29
69
37
0.046549
A
2002-12-27T00:00:00
21
58
39
25
70
23
75
10
69
69
35
5
32
35
16
24
21
73
29
47
8
5
30
69
37
0.011097
A
2003-01-03T00:00:00
21
57
39
25
71
18
65
13
68
68
35
5
32
34
14
24
21
72
28
37
8
6
26
69
37
0.046689
A
2003-01-10T00:00:00
21
57
34
25
79
16
53
20
67
67
31
5
32
35
16
24
21
72
29
28
8
6
23
69
37
0.044607
A
2003-01-17T00:00:00
21
60
32
24
84
45
94
79
68
68
28
6
32
31
18
25
21
73
30
76
9
7
33
69
37
-0.092974
A
2003-01-24T00:00:00
21
62
29
24
87
54
94
88
69
69
26
6
37
33
15
25
21
73
30
82
9
8
37
69
37
-0.074746
A
2003-01-31T00:00:00
21
62
29
24
88
31
69
81
63
63
27
6
37
34
13
25
21
73
31
49
8
9
36
69
37
-0.013235
A
2003-02-07T00:00:00
19
73
26
24
89
40
85
100
77
77
25
7
36
42
30
25
21
74
30
65
14
9
48
69
37
-0.305216
A
2003-02-14T00:00:00
19
68
36
24
78
49
91
81
78
78
13
7
36
34
21
25
22
74
29
73
16
8
59
69
37
0.090948
A
2003-02-21T00:00:00
20
68
29
24
87
52
93
55
78
78
6
7
36
40
22
25
22
74
30
76
17
8
55
69
37
0.076812
A
2003-02-28T00:00:00
20
68
40
24
67
57
92
49
77
77
18
7
36
31
19
22
21
74
30
79
15
8
56
69
37
-0.018624
A
2003-03-07T00:00:00
20
67
29
24
87
61
88
30
77
77
6
7
36
40
13
22
22
74
30
79
15
6
58
69
37
0.014388
A
2003-03-14T00:00:00
15
62
42
25
64
44
48
49
76
76
17
7
48
12
14
20
22
73
84
44
15
7
61
69
37
0
A
2003-03-21T00:00:00
15
61
43
25
56
33
28
10
76
76
18
7
48
12
20
21
21
73
75
27
14
6
67
69
37
0.105282
A
2003-03-28T00:00:00
16
64
43
24
58
34
29
59
76
76
17
7
47
14
24
23
22
73
75
29
14
6
74
69
37
-0.059409
A
2003-04-04T00:00:00
16
65
29
24
87
10
4
33
74
74
5
7
47
23
21
24
22
74
74
5
27
7
70
69
37
0.03164
A
2003-04-11T00:00:00
16
66
31
24
85
15
7
71
72
72
7
7
47
21
25
24
21
74
73
9
26
8
69
69
37
-0.025767
A
2003-04-18T00:00:00
16
64
36
24
77
18
17
22
62
62
14
7
47
12
22
24
21
74
71
15
25
8
69
69
37
0.067876
A
2003-04-25T00:00:00
16
63
33
24
82
17
22
20
60
60
10
6
47
14
29
24
21
73
72
16
17
10
70
69
37
0.045479
A
2003-05-02T00:00:00
16
63
28
24
88
22
38
30
56
56
4
6
47
17
37
24
22
74
73
28
10
10
69
69
37
0.040356
A
2003-05-09T00:00:00
16
64
31
25
87
22
36
42
54
54
6
6
46
16
24
25
22
74
73
26
10
7
64
69
37
0.004937
A
2003-05-16T00:00:00
13
64
36
27
79
29
78
45
53
53
9
6
45
20
24
23
22
75
77
53
8
5
61
69
37
0.011029
A
2003-05-23T00:00:00
13
64
32
27
86
22
48
60
52
52
6
7
45
23
39
23
22
75
76
32
11
5
59
69
37
-0.015173
A
2003-05-30T00:00:00
13
62
40
27
72
26
58
17
56
56
11
6
45
18
37
23
22
75
78
39
9
4
54
69
37
0.114993
A
2003-06-06T00:00:00
19
61
39
21
75
24
40
18
53
53
34
6
48
19
27
25
23
76
70
28
9
5
56
69
37
0.065113
A
2003-06-13T00:00:00
19
63
29
21
89
31
65
37
53
53
20
6
64
25
33
22
23
76
83
46
10
5
51
69
37
-0.02018
A
2003-06-20T00:00:00
19
63
36
21
81
40
72
38
50
50
32
6
64
20
30
22
23
77
83
57
11
7
53
69
37
0.007355
A
2003-06-27T00:00:00
19
62
34
21
84
41
65
21
48
48
29
6
64
22
26
23
23
76
82
53
8
6
53
69
37
0.025771
A
2003-07-04T00:00:00
19
61
44
21
58
42
60
23
48
48
46
6
64
15
25
30
23
76
83
51
7
6
53
69
37
0.022444
A
2003-07-11T00:00:00
19
61
32
21
87
38
55
14
50
50
26
5
64
22
18
29
23
76
83
45
8
6
51
69
37
0.085593
A
2003-07-18T00:00:00
20
59
40
21
73
32
56
32
51
51
37
6
64
13
20
28
23
76
84
43
9
6
54
69
37
-0.021201
A
2003-07-25T00:00:00
20
60
34
21
84
54
80
24
50
50
30
5
64
16
22
28
23
76
83
71
7
6
53
69
37
0.023048
A
2003-08-01T00:00:00
19
60
32
21
86
63
82
44
49
49
27
6
64
18
22
28
23
76
83
77
28
13
69
69
37
-0.008288
A
2003-08-08T00:00:00
19
60
40
20
73
58
75
67
48
48
36
6
63
15
16
29
23
76
83
69
25
11
70
69
37
-0.039888
A
2003-08-15T00:00:00
18
60
33
19
86
61
73
30
48
48
53
6
62
24
18
28
23
76
83
70
30
9
77
69
37
0.052702
A
2003-08-22T00:00:00
19
58
27
19
90
68
82
8
55
55
49
5
62
27
18
27
23
76
83
79
29
6
72
69
37
0.116139
A
2003-08-29T00:00:00
18
58
28
19
90
67
80
25
55
55
46
5
74
26
28
26
23
76
83
77
35
5
72
69
37
0.000404
A
2003-09-05T00:00:00
18
57
26
19
90
74
86
17
54
54
42
5
75
27
25
26
23
76
84
83
33
5
71
69
37
0.048539
A
2003-09-12T00:00:00
5
46
38
25
84
73
81
51
54
54
22
5
82
16
21
50
24
74
90
81
36
5
68
56
71
-0.020803
A
2003-09-19T00:00:00
5
47
39
25
83
75
82
54
52
52
23
5
82
15
27
50
24
75
90
82
40
5
69
55
72
0.002819