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
2020-12-25T00:00:00
70
7
54
84
94
88
69
67
12
12
85
7
54
92
70
69
42
80
35
85
35
7
95
44
14
-0.016679
A
2021-01-01T00:00:00
70
7
54
84
87
90
87
50
12
12
88
7
54
93
69
69
42
79
36
91
15
32
96
64
25
0.01006
A
2021-01-08T00:00:00
70
7
54
84
95
83
54
29
15
15
81
6
54
95
65
69
42
79
36
73
5
31
92
54
28
0.074073
A
2021-01-15T00:00:00
70
7
55
84
89
79
48
46
13
13
86
6
54
96
67
69
42
79
36
67
6
33
95
49
29
-0.006684
A
2021-01-22T00:00:00
70
7
55
84
97
73
48
55
12
12
75
6
55
96
73
70
42
80
36
63
11
42
96
56
46
0.00095
A
2021-01-29T00:00:00
70
8
55
84
92
71
44
65
14
14
83
6
55
96
81
70
42
80
35
60
8
32
92
53
46
-0.048764
A
2021-02-05T00:00:00
70
8
55
84
98
74
59
79
13
13
75
7
55
94
84
70
42
80
35
70
10
43
93
53
44
0.025048
A
2021-02-12T00:00:00
70
8
56
84
72
73
55
49
13
13
93
6
55
90
82
71
42
80
35
67
10
30
91
57
34
0.038966
A
2021-02-19T00:00:00
70
8
57
83
91
67
41
59
13
13
86
7
55
91
83
69
42
80
35
56
12
18
88
53
25
-0.00867
A
2021-02-26T00:00:00
70
8
57
83
82
70
51
58
14
14
92
7
55
90
86
70
42
80
35
64
6
16
86
49
41
-0.037833
A
2021-03-05T00:00:00
77
9
58
68
71
75
66
69
15
15
65
7
49
97
87
96
60
81
32
74
9
9
77
43
25
-0.048577
A
2021-03-12T00:00:00
77
9
58
68
75
70
57
61
16
16
65
7
49
97
84
96
61
81
30
67
10
8
79
39
26
0.045633
A
2021-03-19T00:00:00
77
9
58
68
85
65
49
39
14
14
62
6
49
97
72
96
60
81
31
58
10
7
77
40
32
0.010292
A
2021-03-26T00:00:00
76
9
59
68
95
65
38
14
15
15
56
6
49
96
72
96
61
80
31
54
9
6
80
35
40
0.024041
A
2021-04-02T00:00:00
76
8
60
68
77
55
28
17
15
15
65
6
49
96
68
96
61
79
32
41
9
6
79
36
40
0.016317
A
2021-04-09T00:00:00
76
8
60
68
95
59
44
11
16
16
51
6
50
97
75
96
61
79
32
51
8
3
83
30
45
0.034597
A
2021-04-16T00:00:00
76
8
60
68
85
57
37
12
16
16
60
6
49
97
70
96
62
79
33
46
9
3
82
31
43
0.020241
A
2021-04-23T00:00:00
76
8
60
68
97
56
36
11
16
16
45
6
49
97
72
96
62
79
33
45
10
2
81
31
49
0.015598
A
2021-04-30T00:00:00
76
8
60
70
87
49
28
53
17
17
57
6
49
96
77
96
62
79
31
37
11
4
80
28
54
-0.022237
A
2021-05-07T00:00:00
75
7
59
73
95
49
33
49
16
16
54
6
50
96
73
96
62
79
27
41
10
4
81
25
55
0.001944
A
2021-05-14T00:00:00
75
8
60
75
87
54
49
61
16
16
61
6
50
96
66
97
63
79
26
52
11
4
83
19
62
-0.020536
A
2021-05-21T00:00:00
75
8
60
75
92
63
71
47
17
17
60
6
50
96
66
97
63
80
27
72
10
4
79
23
62
0.008767
A
2021-05-28T00:00:00
73
8
61
75
98
65
76
20
19
19
87
6
47
96
62
67
65
80
25
76
8
3
81
21
67
0.044066
A
2021-06-04T00:00:00
66
8
65
92
86
71
85
41
20
20
74
6
46
97
63
89
62
79
27
83
9
3
82
18
70
-0.001666
A
2021-06-11T00:00:00
65
8
65
92
70
77
90
26
21
21
80
6
46
97
62
89
62
79
27
88
10
3
83
13
73
0.040823
A
2021-06-18T00:00:00
65
8
65
92
95
79
89
16
19
19
66
6
46
97
52
88
62
79
27
88
10
3
81
6
71
0.010313
A
2021-06-25T00:00:00
65
8
65
92
97
73
73
27
18
18
62
6
46
97
51
87
63
79
27
77
10
3
82
7
70
0.015654
A
2021-07-02T00:00:00
65
8
65
92
96
71
65
18
18
18
63
6
46
97
41
87
63
79
27
71
10
3
80
7
63
0.011773
A
2021-07-09T00:00:00
65
8
66
92
67
70
53
17
18
18
80
6
46
97
40
87
63
79
28
65
14
4
81
4
68
0.008135
A
2021-07-16T00:00:00
64
8
66
92
70
69
56
20
18
18
78
6
46
98
37
87
63
78
29
66
17
1
60
10
63
-0.007334
A
2021-07-23T00:00:00
64
8
66
92
70
76
78
13
18
18
77
6
46
97
35
87
63
78
29
81
26
2
47
15
51
0.022693
A
2021-07-30T00:00:00
64
8
66
91
84
72
67
20
18
18
73
6
46
97
29
88
62
78
29
73
26
2
44
13
52
0.006044
A
2021-08-06T00:00:00
63
8
66
91
86
77
77
20
17
17
47
5
46
96
26
88
62
77
28
81
25
2
39
12
53
0.016115
A
2021-08-13T00:00:00
63
8
66
90
83
83
87
14
17
17
47
5
47
96
26
88
63
77
28
89
25
5
41
11
50
0.022677
A
2021-08-20T00:00:00
64
7
66
90
76
80
82
2
19
19
50
5
47
96
17
89
63
76
29
85
36
35
33
4
58
0.055891
A
2021-08-27T00:00:00
63
7
66
90
82
82
86
13
19
19
41
5
41
96
15
89
63
76
32
87
33
36
34
7
57
0.033786
A
2021-09-03T00:00:00
68
8
64
81
74
84
87
12
19
19
76
5
31
96
12
81
58
77
25
89
9
32
36
6
63
0.031471
A
2021-09-10T00:00:00
68
8
65
81
85
88
90
18
20
20
72
5
31
96
14
80
58
77
25
92
6
31
30
6
63
-0.011437
A
2021-09-17T00:00:00
68
8
64
81
97
88
90
54
22
22
60
5
31
96
23
67
58
77
25
92
11
27
50
4
84
-0.018562
A
2021-09-24T00:00:00
68
8
64
81
84
89
87
62
22
22
72
5
31
96
27
67
58
78
24
91
5
25
43
5
82
-0.008851
A
2021-10-01T00:00:00
68
8
65
81
93
90
88
94
34
34
67
5
31
96
35
67
58
78
23
91
5
5
35
4
67
-0.09519
A
2021-10-08T00:00:00
69
9
65
81
79
92
90
86
33
33
72
5
32
97
39
67
58
78
23
93
9
6
39
3
66
-0.021319
A
2021-10-15T00:00:00
69
9
66
81
95
96
98
83
33
33
68
5
31
97
43
67
58
78
23
98
7
6
33
4
67
0.005247
A
2021-10-22T00:00:00
69
9
65
81
87
93
95
37
33
33
70
5
31
97
42
68
58
78
24
96
9
7
37
5
63
0.030663
A
2021-10-29T00:00:00
69
9
65
81
94
94
94
51
30
30
68
5
31
97
40
68
58
78
23
96
8
7
39
7
66
-0.003036
A
2021-11-05T00:00:00
69
9
65
81
83
93
92
80
26
26
85
5
32
94
42
69
58
79
22
94
8
8
29
7
45
-0.006861
A
2021-11-12T00:00:00
69
8
65
81
96
92
82
30
26
26
79
5
33
94
50
67
58
78
23
90
2
10
59
18
57
0.02858
A
2021-11-19T00:00:00
69
6
65
81
77
91
70
14
27
27
86
5
33
94
55
66
59
78
23
85
2
20
45
14
58
0.021259
A
2021-11-26T00:00:00
69
6
65
82
73
76
21
68
32
32
87
5
33
94
65
67
59
78
23
46
1
11
72
30
58
-0.074437
A
2021-12-03T00:00:00
70
6
65
82
95
72
24
55
31
31
80
5
33
94
65
66
59
78
23
46
1
15
65
30
60
-0.018016
A
2021-12-10T00:00:00
70
6
65
82
95
71
23
27
30
30
81
5
33
94
66
66
59
78
23
44
1
20
73
30
56
0.046402
A
2021-12-17T00:00:00
83
7
63
88
67
73
34
53
30
30
97
5
31
95
76
28
30
78
54
54
2
24
68
37
47
-0.030971
A
2021-12-24T00:00:00
83
7
63
88
82
72
36
20
31
31
96
5
31
95
76
28
30
78
54
55
2
25
72
40
52
0.042136
A
2021-12-31T00:00:00
83
7
63
89
90
65
23
28
30
30
94
5
31
95
73
28
30
78
54
44
2
25
73
42
45
0.011723
A
2022-01-07T00:00:00
84
7
63
89
88
75
60
78
36
36
94
6
31
95
78
29
30
78
53
71
3
22
61
57
38
-0.089604
A
2022-01-14T00:00:00
84
7
63
89
80
83
81
68
36
36
95
6
32
95
83
28
30
78
53
85
3
23
61
58
38
-0.003236
A
2022-01-21T00:00:00
84
7
63
89
80
62
36
62
34
34
94
5
32
96
87
28
30
77
53
47
3
22
53
61
40
-0.049562
A
2022-01-28T00:00:00
84
7
63
88
78
60
41
50
33
33
95
6
32
95
86
29
30
77
53
49
5
21
55
61
40
-0.003268
A
2022-02-04T00:00:00
84
7
63
88
95
76
64
31
33
33
86
5
32
93
87
28
30
77
53
74
6
26
51
62
33
0.029619
A
2022-02-11T00:00:00
84
7
63
88
89
64
46
73
33
33
91
6
32
91
90
27
30
77
52
52
4
26
55
59
36
-0.027778
A
2022-02-18T00:00:00
84
7
63
88
93
79
73
78
32
32
89
6
32
92
94
26
30
77
51
80
4
28
39
65
40
-0.037536
A
2022-02-25T00:00:00
84
7
64
88
95
80
70
62
32
32
87
6
33
92
93
26
30
77
51
78
4
38
39
74
42
0.012725
A
2022-03-04T00:00:00
73
6
65
76
89
49
29
48
29
29
58
6
40
93
92
53
30
78
62
37
7
41
46
77
42
0.001196
A
2022-03-11T00:00:00
73
6
65
76
88
50
33
62
28
28
59
6
40
93
93
53
31
78
61
39
7
41
50
69
44
-0.026744
A
2022-03-18T00:00:00
72
6
65
75
89
50
38
28
30
30
59
6
40
93
91
53
31
78
60
43
6
48
58
64
36
0.067609
A
2022-03-25T00:00:00
73
6
65
75
83
53
45
64
31
31
62
6
40
93
89
53
31
78
60
48
8
51
64
60
36
-0.024508
A
2022-04-01T00:00:00
73
5
66
75
65
55
51
67
30
30
69
6
41
93
88
84
31
78
59
52
7
47
64
63
29
-0.012825
A
2022-04-08T00:00:00
73
5
66
75
88
49
33
36
29
29
60
6
41
93
80
84
31
78
60
39
8
50
56
65
31
0.008291
A
2022-04-15T00:00:00
74
5
66
75
91
43
30
83
32
32
59
6
41
93
83
84
31
78
58
35
11
51
46
65
25
-0.062506
A
2022-04-22T00:00:00
74
5
66
75
87
44
34
73
32
32
61
6
41
93
87
85
31
78
58
37
13
52
48
63
23
-0.040498
A
2022-04-29T00:00:00
74
5
66
77
75
47
45
63
29
29
63
6
40
92
87
85
31
78
59
45
13
33
65
78
16
-0.016898
A
2022-05-06T00:00:00
74
4
66
79
80
45
40
39
29
29
64
6
39
90
82
85
31
78
59
41
12
35
62
74
22
0.015175
A
2022-05-13T00:00:00
75
4
66
81
90
48
67
42
28
28
57
6
38
90
81
84
30
78
59
59
12
38
64
74
21
-0.014041
A
2022-05-20T00:00:00
74
4
66
81
85
44
43
10
31
31
30
6
38
90
75
84
30
78
60
40
13
45
56
58
22
0.048169
A
2022-05-27T00:00:00
74
4
66
81
82
41
32
18
28
28
55
6
39
90
73
84
30
78
60
32
11
45
56
58
21
0.043312
A
2022-06-03T00:00:00
74
4
67
83
72
48
56
35
28
28
60
6
39
92
79
53
63
78
50
51
12
45
57
57
21
-0.015773
A
2022-06-10T00:00:00
75
4
67
84
85
39
25
67
30
30
52
6
39
92
71
54
62
78
49
30
10
58
66
62
29
-0.061642
A
2022-06-17T00:00:00
75
4
67
84
71
39
28
63
30
30
62
6
39
92
68
55
62
78
49
32
7
45
69
72
21
-0.065185
A
2022-06-24T00:00:00
75
4
67
84
88
40
36
25
32
32
46
6
39
92
63
55
62
78
49
36
6
59
69
68
18
0.076122
A
2022-07-01T00:00:00
75
4
67
84
90
45
49
51
32
32
44
6
39
93
63
55
62
77
49
46
7
68
69
66
24
-0.015417
A
2022-07-08T00:00:00
74
4
66
84
92
47
55
25
32
32
39
6
39
93
52
55
62
78
50
50
7
67
66
66
22
0.02768
A
2022-07-15T00:00:00
75
4
67
84
81
55
77
66
33
33
55
6
39
94
52
55
62
78
49
66
8
67
71
67
25
-0.030035
A
2022-07-22T00:00:00
74
4
67
83
89
55
85
22
34
34
45
6
38
94
27
55
62
78
49
74
10
61
61
57
28
0.052255
A
2022-07-29T00:00:00
74
4
66
83
84
51
78
14
35
35
52
6
39
93
22
54
62
78
50
67
11
47
63
74
37
0.072459
A
2022-08-05T00:00:00
73
4
66
82
92
49
46
37
34
34
36
6
38
92
29
52
62
77
51
46
15
58
48
70
30
-0.003658
A
2022-08-12T00:00:00
73
4
66
82
63
47
44
53
33
33
65
6
38
92
25
52
61
77
52
44
15
62
46
71
30
-0.000448
A
2022-08-19T00:00:00
73
3
65
81
82
54
65
16
32
32
51
6
38
90
18
51
60
77
52
60
17
51
28
76
41
0.03048
A
2022-08-26T00:00:00
73
4
65
81
64
53
49
64
34
34
63
6
39
90
20
50
60
77
52
50
17
56
26
73
43
-0.056315
A
2022-09-02T00:00:00
78
4
64
85
84
56
71
42
32
32
77
6
34
92
19
70
62
77
59
65
16
67
24
69
41
-0.014319
A
2022-09-09T00:00:00
78
3
64
85
70
52
45
14
35
35
84
6
34
91
18
71
61
77
60
47
17
66
22
62
40
0.075149
A
2022-09-16T00:00:00
78
4
64
84
88
59
77
51
37
37
73
6
34
91
19
66
62
77
59
72
10
62
27
55
41
-0.056237
A
2022-09-23T00:00:00
78
4
64
85
91
79
91
44
36
36
70
6
35
91
19
66
61
77
59
89
10
60
25
56
37
-0.049353
A
2022-09-30T00:00:00
78
4
64
85
71
78
78
55
34
34
83
6
34
91
23
65
61
77
59
84
10
62
26
56
35
-0.015627
A
2022-10-07T00:00:00
78
3
64
84
76
72
62
17
35
35
80
5
34
91
23
65
61
77
60
72
11
55
28
62
23
0.0502
A
2022-10-14T00:00:00
78
3
64
84
86
81
84
38
34
34
78
5
35
92
19
66
61
77
59
86
13
57
30
60
23
-0.013653
A
2022-10-21T00:00:00
78
3
64
84
86
66
57
26
33
33
78
5
34
92
22
65
61
76
60
62
14
47
30
63
19
0.033249
A
2022-10-28T00:00:00
77
3
64
84
73
61
58
20
32
32
79
5
34
92
24
64
61
76
60
60
15
41
31
61
18
0.068449
A
2022-11-04T00:00:00
77
3
63
83
73
84
89
33
31
31
93
5
35
89
25
64
61
76
58
90
16
43
32
61
19
-0.019384
A
2022-11-11T00:00:00
76
3
62
83
92
68
58
16
34
34
85
5
35
89
16
65
61
76
60
63
16
37
41
52
26
0.089873
A
2022-11-18T00:00:00
77
3
63
83
75
64
64
27
33
33
93
5
34
88
19
65
60
76
60
65
19
48
35
63
24
-0.014295