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
2019-01-25T00:00:00
64
5
48
87
62
89
96
19
31
31
71
8
45
94
12
55
18
81
70
95
6
1
94
82
82
0.023917
A
2019-02-01T00:00:00
64
5
48
87
92
89
94
20
29
29
32
8
45
93
14
55
18
81
72
94
6
1
93
82
89
0.032451
A
2019-02-08T00:00:00
64
5
48
87
53
89
90
35
28
28
66
8
45
93
14
55
18
81
70
92
7
2
93
85
88
-0.00315
A
2019-02-15T00:00:00
65
5
48
87
63
77
68
33
28
28
59
8
45
92
11
54
18
81
70
74
7
2
95
83
83
0.032972
A
2019-02-22T00:00:00
66
5
48
86
56
82
77
51
27
27
62
8
45
92
18
53
18
81
70
82
8
2
94
79
85
0.001543
A
2019-03-01T00:00:00
67
5
49
85
86
74
42
17
23
23
43
8
46
90
20
52
18
81
71
59
11
3
92
88
88
0.035961
A
2019-03-08T00:00:00
91
9
47
63
76
89
77
51
26
26
88
8
44
91
23
18
18
82
74
89
11
5
94
90
89
-0.040135
A
2019-03-15T00:00:00
91
9
47
62
72
89
72
21
27
27
90
8
44
91
21
19
18
81
74
87
11
4
93
92
86
0.04001
A
2019-03-22T00:00:00
91
9
48
62
92
93
82
55
25
25
79
8
44
90
25
19
17
82
74
92
10
7
93
93
84
-0.026015
A
2019-03-29T00:00:00
91
9
48
61
64
93
86
36
24
24
92
8
44
90
34
19
18
82
74
94
9
7
93
93
84
0.0176
A
2019-04-05T00:00:00
91
9
48
61
92
92
78
47
23
23
81
8
44
91
35
19
18
81
74
90
10
8
92
92
80
0.015599
A
2019-04-12T00:00:00
91
9
48
61
66
91
78
58
23
23
90
8
44
91
37
20
18
81
74
89
11
9
93
89
81
-0.006021
A
2019-04-19T00:00:00
92
11
49
61
65
89
66
87
30
30
89
8
44
91
44
19
17
81
73
82
17
14
93
85
82
-0.059396
A
2019-04-26T00:00:00
92
10
48
63
57
93
85
70
29
29
90
8
44
91
55
19
17
81
73
93
19
18
91
85
84
0.016414
A
2019-05-03T00:00:00
92
10
48
69
92
91
67
43
28
28
84
8
46
88
54
19
16
82
74
83
19
17
92
83
85
0.02415
A
2019-05-10T00:00:00
93
10
46
75
89
93
80
60
27
27
85
8
49
87
63
19
13
83
77
90
17
17
89
85
82
-0.027618
A
2019-05-17T00:00:00
94
12
46
76
89
90
62
90
41
41
83
9
49
87
84
19
12
83
76
80
19
11
74
91
93
-0.103633
A
2019-05-24T00:00:00
94
12
46
77
83
90
67
78
39
39
98
9
49
87
91
19
12
83
76
82
21
11
77
91
92
-0.010858
A
2019-05-31T00:00:00
68
13
46
81
80
89
65
68
38
38
77
9
49
89
94
65
12
82
78
82
21
10
75
89
90
-0.019156
A
2019-06-07T00:00:00
69
12
45
81
85
87
53
38
37
37
80
9
44
89
89
48
12
83
74
74
21
11
78
89
86
0.036844
A
2019-06-14T00:00:00
69
12
45
81
57
70
25
43
37
37
92
9
44
89
92
47
12
82
74
45
21
11
77
86
86
0.006458
A
2019-06-21T00:00:00
68
11
45
81
55
73
28
23
39
39
92
9
45
89
92
50
12
82
74
49
23
13
70
91
83
0.04817
A
2019-06-28T00:00:00
68
11
45
81
92
79
50
21
37
37
72
8
44
90
94
50
12
82
74
67
22
10
73
91
84
0.018139
A
2019-07-05T00:00:00
68
11
45
81
69
72
37
17
36
36
88
8
44
90
93
50
12
82
74
54
22
10
72
91
83
0.01666
A
2019-07-12T00:00:00
69
12
45
81
68
42
14
81
40
40
88
9
45
90
95
49
12
82
73
26
23
17
70
76
81
-0.054132
A
2019-07-19T00:00:00
69
13
46
81
75
43
20
86
41
41
85
9
45
90
95
49
12
83
73
30
26
17
67
72
72
-0.041164
A
2019-07-26T00:00:00
69
13
46
81
74
45
27
72
34
34
85
9
45
90
93
50
12
83
74
35
26
23
61
72
72
0.011638
A
2019-08-02T00:00:00
67
13
46
79
84
49
36
63
31
31
80
9
44
90
94
50
12
82
73
42
17
8
69
80
50
-0.020428
A
2019-08-09T00:00:00
66
13
45
77
84
47
39
42
30
30
53
9
45
90
93
50
12
82
73
41
24
26
38
81
47
0.008226
A
2019-08-16T00:00:00
65
12
46
77
69
58
64
16
30
30
59
8
45
89
87
52
12
81
73
63
29
40
37
66
46
0.03555
A
2019-08-23T00:00:00
65
12
46
77
67
63
73
39
30
30
61
8
45
87
88
53
12
81
73
72
33
35
34
66
46
-0.021535
A
2019-08-30T00:00:00
69
12
46
76
80
67
77
26
27
27
82
9
44
94
87
52
54
82
65
75
33
45
37
65
47
0.022426
A
2019-09-06T00:00:00
69
11
46
76
73
47
28
12
31
31
80
8
46
94
84
57
54
82
57
34
30
40
17
66
45
0.044583
A
2019-09-13T00:00:00
68
11
46
76
78
39
20
25
28
28
77
8
46
94
69
59
54
81
57
27
23
31
18
74
33
0.048739
A
2019-09-20T00:00:00
68
11
46
76
79
40
25
20
25
25
77
8
46
94
64
64
54
81
57
30
20
35
15
69
37
0.000892
A
2019-09-27T00:00:00
68
11
46
77
89
40
31
44
25
25
69
8
46
94
69
65
54
81
58
34
19
35
15
69
39
-0.020257
A
2019-10-04T00:00:00
68
11
46
76
68
46
44
39
25
25
79
8
46
94
71
65
54
81
57
44
22
35
18
71
44
-0.004548
A
2019-10-11T00:00:00
68
11
46
76
88
56
69
58
24
24
73
8
46
95
70
65
54
81
57
63
24
38
19
65
47
-0.007651
A
2019-10-18T00:00:00
69
11
46
76
92
54
60
72
24
24
73
8
46
95
63
65
54
81
57
58
25
41
22
63
62
-0.009689
A
2019-10-25T00:00:00
69
11
46
76
64
57
76
60
23
23
75
8
46
96
63
65
54
81
57
69
25
41
25
62
63
0.010991
A
2019-11-01T00:00:00
69
11
46
74
64
68
91
42
22
22
93
8
47
96
58
65
54
81
57
84
24
34
28
62
61
0.02096
A
2019-11-08T00:00:00
68
10
46
72
50
81
86
50
21
21
96
8
46
95
54
65
54
81
57
90
25
40
23
56
59
-0.004289
A
2019-11-15T00:00:00
68
10
46
71
90
79
88
26
19
19
88
8
47
95
38
65
54
81
57
90
26
37
17
50
63
0.021145
A
2019-11-22T00:00:00
68
10
46
71
61
73
78
21
18
18
95
8
47
95
30
65
54
81
58
81
20
38
18
48
64
0.010988
A
2019-11-29T00:00:00
68
10
46
71
92
73
77
21
18
18
86
8
47
95
26
64
54
82
58
79
21
36
18
47
67
0.020848
A
2019-12-06T00:00:00
67
9
46
71
79
67
59
17
17
17
92
8
47
95
27
64
54
81
59
65
22
34
19
50
65
0.017834
A
2019-12-13T00:00:00
67
9
46
71
90
59
39
23
17
17
87
8
47
95
26
65
54
81
59
47
20
32
25
50
64
0.018239
A
2019-12-20T00:00:00
67
9
51
77
67
62
46
27
16
16
94
8
52
97
29
84
65
80
26
54
18
32
23
53
63
0.017678
A
2019-12-27T00:00:00
67
9
51
77
58
68
61
32
15
15
95
8
52
97
28
84
65
80
27
68
14
29
18
55
63
0.002697
A
2020-01-03T00:00:00
67
10
51
77
91
66
57
57
16
16
86
8
52
98
38
84
65
80
26
65
15
30
16
53
63
-0.00785
A
2020-01-10T00:00:00
67
9
51
77
72
72
71
18
18
18
91
8
52
98
26
84
65
80
27
74
15
26
28
54
65
0.035716
A
2020-01-17T00:00:00
67
9
51
77
71
75
78
23
18
18
91
8
52
98
25
84
65
80
27
81
17
27
25
53
66
0.028884
A
2020-01-24T00:00:00
67
9
51
77
64
77
79
39
21
21
94
8
52
98
22
84
65
80
26
82
25
48
47
43
46
-0.020637
A
2020-01-31T00:00:00
68
10
51
77
92
81
84
74
33
33
81
8
52
97
27
83
65
80
26
87
8
34
42
45
56
-0.064584
A
2020-02-07T00:00:00
67
10
51
77
82
83
83
73
30
30
89
8
52
97
29
83
65
80
26
88
7
33
37
45
58
0.007392
A
2020-02-14T00:00:00
67
10
51
77
75
83
80
39
29
29
92
8
53
97
29
82
65
80
26
87
7
32
30
45
57
0.03186
A
2020-02-21T00:00:00
68
10
51
77
86
85
76
49
28
28
88
8
52
97
31
80
65
80
27
85
7
27
31
46
58
-0.008736
A
2020-02-28T00:00:00
68
10
51
76
82
82
63
46
23
23
91
8
52
96
30
78
66
80
27
79
12
19
26
55
44
-0.094051
A
2020-03-06T00:00:00
68
8
52
30
83
87
83
36
21
21
85
8
44
96
29
52
66
54
31
89
20
32
29
51
57
0.019335
A
2020-03-13T00:00:00
68
8
52
30
89
88
81
32
19
19
83
8
44
95
30
53
67
54
32
89
24
30
28
61
36
-0.119144
A
2020-03-20T00:00:00
67
6
51
30
92
87
73
17
8
8
83
7
44
95
26
54
67
54
33
84
26
34
57
69
47
-0.03959
A
2020-03-27T00:00:00
67
7
52
30
83
74
40
29
8
8
86
7
44
95
26
54
66
53
33
57
15
23
53
72
44
0.066953
A
2020-04-03T00:00:00
67
7
51
30
78
71
37
21
7
7
87
7
44
96
26
36
67
53
34
54
9
26
49
82
35
-0.004442
A
2020-04-10T00:00:00
67
7
51
30
76
77
58
43
8
8
87
7
44
96
27
36
67
53
34
70
8
26
56
83
36
0.112327
A
2020-04-17T00:00:00
67
7
51
30
91
75
51
30
8
8
79
7
44
97
33
36
66
53
34
65
7
27
56
79
36
0.01557
A
2020-04-24T00:00:00
67
7
52
30
63
67
54
70
8
8
90
7
44
96
38
36
67
54
34
61
11
21
58
73
37
-0.047769
A
2020-05-01T00:00:00
69
7
52
31
82
71
63
86
8
8
87
8
44
86
37
35
66
54
33
68
14
26
62
77
36
-0.02033
A
2020-05-08T00:00:00
74
7
53
35
83
73
70
45
9
9
89
7
43
85
41
34
67
54
33
73
13
22
56
78
37
0.07411
A
2020-05-15T00:00:00
76
6
53
36
73
86
83
19
8
8
92
7
43
85
49
34
68
53
34
86
9
14
58
79
32
0.023585
A
2020-05-22T00:00:00
76
7
53
36
77
85
78
33
7
7
92
7
42
85
50
35
68
53
34
83
8
16
59
77
31
0.04155
A
2020-05-29T00:00:00
77
6
53
36
95
85
80
35
8
8
89
7
42
85
43
37
68
53
34
84
8
15
57
77
31
0.037189
A
2020-06-05T00:00:00
64
6
58
85
95
91
86
62
8
8
52
7
51
90
46
76
68
91
29
92
7
16
59
75
28
0.025408
A
2020-06-12T00:00:00
64
6
58
86
86
89
81
54
9
9
66
7
51
90
52
76
68
91
29
88
7
19
66
76
31
-0.047242
A
2020-06-19T00:00:00
64
7
58
86
93
78
53
39
8
8
57
7
51
90
53
79
68
91
30
67
7
16
67
78
29
0.030433
A
2020-06-26T00:00:00
65
6
58
86
92
72
27
50
9
9
60
7
51
90
47
79
68
91
30
48
7
17
66
78
28
-0.031902
A
2020-07-03T00:00:00
65
6
59
86
93
82
58
36
9
9
59
7
51
91
44
79
68
91
30
76
7
16
66
79
28
0.034501
A
2020-07-10T00:00:00
65
6
58
86
91
86
79
33
8
8
62
7
51
92
58
79
68
92
30
86
7
16
65
80
28
0.008346
A
2020-07-17T00:00:00
65
6
59
86
76
84
74
18
8
8
74
7
51
92
74
79
68
91
30
84
7
13
61
81
27
0.055353
A
2020-07-24T00:00:00
65
6
59
86
68
86
73
26
8
8
78
7
50
92
67
79
68
91
30
85
7
14
62
82
26
0.004662
A
2020-07-31T00:00:00
65
6
60
83
96
83
50
26
8
8
56
7
47
92
52
80
69
91
29
75
7
14
62
83
26
0.016025
A
2020-08-07T00:00:00
63
6
60
80
95
83
56
47
8
8
25
7
45
91
58
81
70
91
28
77
6
14
63
83
26
0.015057
A
2020-08-14T00:00:00
63
6
60
78
85
81
65
56
8
8
38
7
45
91
67
82
71
92
28
78
6
16
64
82
26
-0.004195
A
2020-08-21T00:00:00
63
6
60
78
95
80
58
30
7
7
26
7
45
82
70
83
71
91
28
73
6
15
62
82
26
0.009554
A
2020-08-28T00:00:00
63
6
61
78
95
80
62
36
7
7
26
7
45
82
59
94
71
91
34
76
6
15
62
82
25
0.016272
A
2020-09-04T00:00:00
74
6
55
75
92
79
68
55
8
8
69
7
52
81
66
86
34
79
33
77
6
16
63
83
26
-0.030623
A
2020-09-11T00:00:00
74
6
54
74
91
83
78
24
8
8
71
7
52
81
64
85
34
79
33
84
6
14
69
83
25
0.018173
A
2020-09-18T00:00:00
74
6
54
74
96
84
77
42
7
7
60
7
52
82
74
85
34
79
33
85
6
16
63
84
24
0.007903
A
2020-09-25T00:00:00
74
6
54
74
85
83
76
33
7
7
77
7
51
81
68
85
34
79
33
83
6
16
68
85
24
-0.017005
A
2020-10-02T00:00:00
74
6
54
74
78
81
65
39
7
7
80
7
52
80
66
85
34
79
33
78
5
15
65
85
23
0.02375
A
2020-10-09T00:00:00
74
7
55
74
94
80
58
28
9
9
68
7
52
82
67
85
34
79
33
74
6
13
68
87
20
0.059339
A
2020-10-16T00:00:00
74
6
55
74
94
82
71
26
9
9
70
7
52
82
74
85
35
79
34
81
6
14
69
87
20
0.008888
A
2020-10-23T00:00:00
73
6
55
74
86
82
65
41
10
10
72
7
52
81
69
85
35
78
34
79
6
13
72
88
21
-0.004963
A
2020-10-30T00:00:00
71
7
54
74
91
82
52
40
10
10
69
7
52
82
68
84
35
78
34
72
5
15
69
87
22
-0.03843
A
2020-11-06T00:00:00
68
6
54
74
94
85
75
14
16
16
82
7
50
90
61
85
35
78
34
85
11
31
87
73
24
0.102357
A
2020-11-13T00:00:00
67
6
54
75
95
81
68
60
15
15
80
7
50
90
70
86
36
78
34
79
10
26
89
73
25
-0.021054
A
2020-11-20T00:00:00
67
6
54
75
96
84
72
62
14
14
80
7
50
90
70
87
37
79
33
82
37
60
93
56
47
0.006539
A
2020-11-27T00:00:00
67
6
54
75
81
83
71
60
14
14
88
7
50
90
70
88
37
79
32
82
11
50
91
61
32
0.028854
A
2020-12-04T00:00:00
67
6
54
75
96
84
77
56
13
13
80
7
50
91
66
88
37
79
32
84
10
47
97
60
29
0.009291
A
2020-12-11T00:00:00
67
6
54
76
84
85
78
32
13
13
88
6
50
90
62
75
37
79
32
85
12
36
97
52
33
0.028918
A
2020-12-18T00:00:00
70
7
54
84
93
85
68
44
12
12
86
7
54
92
65
69
42
79
36
82
18
16
96
43
33
0.00692