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
⌀
A1
1998-07-10T00:00:00
50
50
50
50
94
43
40
76
25
25
6
50
50
50
34
50
50
50
50
40
62
26
52
50
50
-0.027632
A1
1998-07-17T00:00:00
50
50
50
50
94
59
64
62
22
22
26
50
50
50
34
50
50
50
50
62
62
26
52
50
50
0.009489
A1
1998-07-24T00:00:00
50
50
50
50
94
54
54
53
18
18
7
50
50
50
34
50
50
50
50
53
62
26
52
50
50
-0.025
A1
1998-07-31T00:00:00
50
50
50
50
94
82
91
46
16
16
2
50
50
50
34
50
50
50
50
88
62
26
52
50
50
-0.019231
A1
1998-08-07T00:00:00
50
50
50
50
94
64
63
72
19
19
40
50
50
50
34
50
50
50
50
64
62
26
52
50
50
-0.065359
A1
1998-08-14T00:00:00
50
50
50
50
94
79
84
72
14
14
31
50
50
50
34
50
50
50
50
83
62
26
52
50
50
-0.045483
A1
1998-08-21T00:00:00
50
50
50
50
94
66
63
62
11
11
13
50
50
50
34
50
50
50
50
65
62
26
52
50
50
-0.014652
A1
1998-08-28T00:00:00
50
50
50
50
94
55
43
9
11
11
23
50
50
50
34
50
50
50
50
49
62
26
52
50
50
0.040923
A1
1998-09-04T00:00:00
50
50
50
50
94
45
35
27
10
10
29
50
50
50
34
50
50
50
50
39
62
26
52
50
50
-0.042857
A1
1998-09-11T00:00:00
50
50
50
50
94
48
38
39
8
8
7
50
50
50
34
50
50
50
50
43
70
85
76
50
50
-0.003701
A1
1998-09-18T00:00:00
50
50
50
50
87
50
46
26
11
11
29
50
50
50
34
50
50
50
50
48
64
79
66
50
50
0.048658
A1
1998-09-25T00:00:00
50
50
50
50
100
55
49
45
9
9
1
50
50
50
34
50
50
50
50
52
63
78
67
50
50
-0.007143
A1
1998-10-02T00:00:00
50
50
50
50
91
43
35
26
8
8
25
50
50
50
34
50
50
50
50
38
62
74
70
50
50
-0.003626
A1
1998-10-09T00:00:00
50
50
50
50
91
39
32
42
9
9
26
50
50
50
34
50
50
50
50
34
59
62
70
50
50
-0.068565
A1
1998-10-16T00:00:00
50
50
50
50
98
42
38
75
7
7
17
50
50
50
34
50
50
50
50
39
66
61
81
50
50
-0.023256
A1
1998-10-23T00:00:00
50
50
50
50
100
71
83
77
6
6
2
50
50
50
34
50
50
50
50
78
67
64
81
50
50
0.011937
A1
1998-10-30T00:00:00
50
50
50
50
81
69
77
66
6
6
47
50
50
50
34
50
50
50
50
74
62
61
79
50
50
0.031372
A1
1998-11-06T00:00:00
50
50
50
50
99
66
68
32
14
14
14
50
50
50
34
50
50
50
50
68
65
43
68
50
50
0.106461
A1
1998-11-13T00:00:00
50
50
50
50
86
73
78
65
16
16
36
50
50
50
34
50
50
50
50
77
68
61
74
50
50
-0.054981
A1
1998-11-20T00:00:00
50
50
50
50
93
69
67
46
15
15
23
50
50
50
34
50
50
50
50
70
66
60
76
50
50
0.018152
A1
1998-11-27T00:00:00
50
50
50
50
94
73
75
19
18
18
22
50
50
50
34
50
50
50
50
76
71
43
60
50
50
0.074971
A1
1998-12-04T00:00:00
50
50
50
50
86
73
66
47
19
19
34
50
50
50
34
50
50
50
50
71
72
44
69
50
50
-0.043164
A1
1998-12-11T00:00:00
50
50
50
50
94
56
39
5
29
29
24
50
50
50
34
50
50
50
50
47
69
22
61
50
50
0.128444
A1
1998-12-18T00:00:00
50
50
50
50
98
48
29
16
28
28
13
50
50
50
34
50
50
50
50
36
69
21
59
50
50
0
A1
1998-12-25T00:00:00
50
50
50
50
90
49
31
20
27
27
29
50
50
50
34
50
50
50
50
37
70
23
57
50
50
0.009256
A1
1999-01-01T00:00:00
50
50
50
50
91
62
60
45
26
26
28
50
50
50
47
50
50
50
50
63
69
24
49
50
50
0.009171
A1
1999-01-08T00:00:00
50
50
50
50
94
49
39
30
25
25
25
50
50
50
31
50
50
50
50
42
69
19
45
50
50
0.054331
A1
1999-01-15T00:00:00
50
50
50
50
97
52
50
56
26
26
26
50
50
50
34
50
50
50
50
52
57
21
51
50
50
-0.04007
A1
1999-01-22T00:00:00
50
50
50
50
97
68
79
15
28
28
24
50
50
50
21
50
50
50
50
77
38
21
51
50
50
0.089502
A1
1999-01-29T00:00:00
50
50
50
50
98
59
63
53
31
31
21
50
50
50
31
50
50
50
50
63
46
26
52
50
50
-0.041075
A1
1999-02-05T00:00:00
50
50
50
50
97
86
92
71
31
31
24
50
50
50
34
50
50
50
50
91
48
35
51
50
50
-0.057143
A1
1999-02-12T00:00:00
50
50
50
50
98
84
89
77
31
31
17
50
50
50
30
50
50
50
50
89
57
27
48
50
50
-0.039418
A1
1999-02-19T00:00:00
50
50
50
50
94
82
85
35
26
26
32
50
50
50
29
50
50
50
50
86
58
26
49
50
50
0.034726
A1
1999-02-26T00:00:00
50
50
50
50
96
79
74
62
25
25
26
50
50
50
38
50
50
50
50
79
45
16
48
50
50
-0.033561
A1
1999-03-05T00:00:00
50
50
50
50
95
84
77
65
21
21
30
50
50
50
40
50
50
50
50
84
40
17
45
50
50
-0.012619
A1
1999-03-12T00:00:00
50
50
50
50
100
78
63
58
20
20
1
50
50
50
46
50
50
50
50
74
40
15
43
50
50
0.003221
A1
1999-03-19T00:00:00
50
50
50
50
91
87
82
10
29
29
39
50
50
50
30
50
50
50
50
87
33
12
45
50
50
0.105121
A1
1999-03-26T00:00:00
50
50
50
50
91
80
66
9
28
28
38
50
50
50
29
50
50
50
50
76
34
13
46
50
50
0.036011
A1
1999-04-02T00:00:00
50
50
50
50
93
73
43
9
25
25
28
50
50
50
25
50
50
50
50
60
32
10
49
50
50
0.043126
A1
1999-04-09T00:00:00
50
50
50
50
97
65
36
36
24
24
20
50
50
50
40
50
50
50
50
50
30
10
49
50
50
-0.026709
A1
1999-04-16T00:00:00
50
50
50
50
95
76
60
85
27
27
29
50
50
50
50
50
50
50
50
71
21
16
50
50
50
-0.093109
A1
1999-04-23T00:00:00
50
50
50
50
89
69
47
62
25
25
48
50
50
50
54
50
50
50
50
59
34
17
43
50
50
0.03925
AA
2016-11-11T00:00:00
12
96
7
34
60
46
45
65
65
65
6
20
80
65
56
56
66
72
69
44
33
30
57
91
24
0.162683
AA
2016-11-18T00:00:00
12
95
7
34
60
46
45
43
65
65
16
20
80
65
56
56
66
72
69
44
33
30
57
91
24
0.038224
AA
2016-11-25T00:00:00
12
96
7
34
60
46
45
25
1
1
13
19
80
65
56
56
66
72
69
44
33
30
57
91
24
0.042081
AA
2016-12-02T00:00:00
43
94
67
27
60
46
45
87
72
72
32
18
80
65
56
56
49
52
69
44
33
30
57
91
24
-0.083925
AA
2016-12-09T00:00:00
42
94
66
27
60
46
45
23
76
76
31
17
80
65
56
56
49
52
69
44
33
30
57
91
24
0.103675
AA
2016-12-16T00:00:00
43
93
67
27
60
46
45
91
79
79
31
18
80
65
56
56
49
52
69
44
33
30
57
91
24
-0.082686
AA
2016-12-23T00:00:00
43
93
67
27
60
46
45
63
74
74
31
18
80
65
56
56
49
52
69
43
33
30
57
91
24
0.010543
AA
2016-12-30T00:00:00
43
95
67
27
60
46
45
94
72
72
35
19
80
65
56
56
49
52
69
44
33
30
57
91
24
-0.054876
AA
2017-01-06T00:00:00
43
94
67
27
60
46
42
20
76
76
44
18
80
65
56
56
49
52
69
43
33
30
57
91
24
0.092612
AA
2017-01-13T00:00:00
42
94
66
27
60
50
48
6
75
75
52
17
80
65
56
56
49
52
69
50
33
30
57
91
24
0.075939
AA
2017-01-20T00:00:00
42
92
66
27
60
53
58
3
75
75
54
16
80
65
56
56
49
52
69
56
33
30
57
91
24
0.080282
AA
2017-01-27T00:00:00
42
92
66
27
60
27
15
7
74
74
54
16
80
65
56
56
49
52
69
18
33
30
57
91
24
0.028307
AA
2017-02-03T00:00:00
42
92
65
27
60
53
69
15
72
72
54
16
80
65
56
56
49
52
69
62
33
30
57
91
24
0.005184
AA
2017-02-10T00:00:00
41
93
65
27
60
25
14
10
68
68
53
16
80
65
56
56
49
52
69
17
33
30
57
91
24
0.039074
AA
2017-02-17T00:00:00
42
92
66
27
60
30
25
76
71
71
51
17
80
65
56
56
49
52
69
24
33
30
57
91
24
-0.054572
AA
2017-02-24T00:00:00
42
92
66
27
60
18
11
84
70
70
47
17
80
65
56
56
49
52
69
12
33
30
57
91
24
-0.047764
AA
2017-03-03T00:00:00
43
92
66
26
60
46
68
35
70
70
43
17
80
65
56
56
49
52
69
59
33
30
57
91
24
0.055104
AA
2017-03-10T00:00:00
43
93
66
26
60
78
96
76
69
69
41
17
80
65
56
56
50
52
69
92
33
30
57
91
24
-0.050863
AA
2017-03-17T00:00:00
31
92
46
46
60
95
98
62
65
65
38
18
80
65
56
56
63
68
69
98
33
30
57
91
24
0.012746
AA
2017-03-24T00:00:00
31
92
46
45
60
93
98
93
68
68
37
18
80
65
56
56
63
68
69
97
33
30
57
91
24
-0.068928
AA
2017-03-31T00:00:00
31
93
46
45
60
91
96
42
66
66
39
17
80
65
56
56
63
68
69
96
33
30
57
91
24
0.056515
AA
2017-04-07T00:00:00
31
93
46
45
60
94
96
65
64
64
49
18
80
65
56
56
63
68
69
97
33
30
57
91
24
-0.019462
AA
2017-04-14T00:00:00
31
94
46
45
60
73
54
95
69
69
71
18
80
65
56
56
63
68
69
66
33
30
57
91
24
-0.081233
AA
2017-04-21T00:00:00
31
94
46
45
60
43
36
79
68
68
71
18
80
65
56
56
63
68
69
36
33
30
57
91
24
0.022904
AA
2017-04-28T00:00:00
31
92
46
47
60
75
69
29
69
69
70
18
80
65
56
56
63
69
69
75
33
30
57
91
24
0.064044
AA
2017-05-05T00:00:00
30
94
46
53
60
53
35
74
69
69
36
19
80
65
56
56
63
69
69
41
33
30
57
91
24
-0.056636
AA
2017-05-12T00:00:00
92
94
52
40
60
52
38
64
65
65
82
19
80
65
56
56
60
71
69
44
33
30
57
91
24
-0.000942
AA
2017-05-19T00:00:00
92
94
52
40
60
23
17
44
63
63
66
18
80
65
56
56
60
71
69
17
33
30
57
91
24
0.01573
AA
2017-05-26T00:00:00
92
93
52
40
60
41
43
14
62
62
92
18
80
65
56
56
60
71
69
39
33
30
57
91
24
0.030333
AA
2017-06-02T00:00:00
92
94
52
40
60
33
40
53
59
59
83
18
80
65
56
56
60
71
69
33
33
30
57
91
24
-0.012298
AA
2017-06-09T00:00:00
92
93
52
41
60
15
16
48
55
55
68
18
80
65
56
56
60
71
69
12
33
30
57
91
24
0.004559
AA
2017-06-16T00:00:00
93
94
53
41
60
18
20
93
64
64
92
19
80
65
56
56
60
71
69
16
33
30
57
91
24
-0.091205
AA
2017-06-23T00:00:00
92
93
52
41
60
39
58
63
62
62
79
19
80
65
56
56
60
71
69
48
33
30
57
91
24
0.036334
AA
2017-06-30T00:00:00
93
93
52
40
60
22
22
24
63
63
92
18
80
65
56
56
60
71
69
19
33
30
57
91
24
0.050181
AA
2017-07-07T00:00:00
92
92
52
40
60
24
27
7
62
62
81
18
80
65
56
56
60
71
69
22
33
30
57
91
24
0.047182
AA
2017-07-14T00:00:00
92
92
52
40
1
33
44
4
62
62
91
18
80
33
56
56
60
71
69
36
34
14
75
100
50
0.062281
AA
2017-07-21T00:00:00
92
92
52
40
43
48
69
12
61
61
81
17
80
32
56
56
60
70
69
61
47
23
55
100
50
0.008278
AA
2017-07-28T00:00:00
92
92
52
40
33
36
50
48
62
62
84
18
80
33
56
56
60
71
69
42
43
25
50
100
50
-0.026775
AA
2017-08-04T00:00:00
58
58
54
60
41
37
47
9
60
60
42
17
80
35
56
56
57
70
69
40
48
37
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100
51
0.049949
AA
2017-08-11T00:00:00
56
58
54
59
63
18
12
8
56
56
38
17
80
39
56
56
58
69
69
13
60
26
33
100
50
0.009636
AA
2017-08-18T00:00:00
56
58
53
58
65
22
23
15
55
55
58
17
80
40
56
56
58
69
69
19
62
38
32
100
54
-0.000547
AA
2017-08-25T00:00:00
55
55
53
58
51
38
63
4
55
55
71
16
80
41
56
56
58
69
69
50
56
24
41
99
58
0.091362
AA
2017-09-01T00:00:00
54
53
53
58
69
69
87
3
59
59
55
16
80
41
56
56
58
69
69
83
56
12
32
100
52
0.09294
AA
2017-09-08T00:00:00
54
55
53
59
77
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94
38
66
66
45
16
80
41
56
56
58
69
69
94
51
9
34
100
45
-0.053954
AA
2017-09-15T00:00:00
54
52
53
59
43
86
93
15
64
64
76
16
80
41
56
56
58
69
69
93
56
12
15
100
41
0.047889
AA
2017-09-22T00:00:00
54
54
53
59
75
76
83
31
61
61
46
16
80
41
56
56
58
69
69
84
63
10
18
100
37
0.016337
AA
2017-09-29T00:00:00
54
54
53
59
60
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95
24
59
59
61
15
80
42
56
56
58
69
69
94
65
11
16
100
43
0.027344
AA
2017-10-06T00:00:00
54
52
53
59
44
93
95
26
56
56
69
15
80
41
56
56
58
69
69
96
65
10
16
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43
0.01866
AA
2017-10-13T00:00:00
54
51
52
59
42
91
93
30
56
56
35
15
80
40
56
56
58
69
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65
11
16
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43
0.004634
AA
2017-10-20T00:00:00
54
50
52
59
49
97
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30
55
55
31
15
80
40
56
56
58
69
69
98
66
12
13
100
43
0.004613
AA
2017-10-27T00:00:00
65
58
51
64
53
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37
53
53
60
15
80
30
56
56
57
69
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99
67
16
12
100
47
-0.000431
AA
2017-11-03T00:00:00
64
57
51
63
40
97
91
60
48
48
67
15
80
30
14
56
57
68
69
97
63
21
8
100
36
-0.016476
AA
2017-11-10T00:00:00
65
62
52
61
75
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91
56
56
46
16
80
32
32
56
57
69
69
97
36
16
7
99
41
-0.087223
AA
2017-11-17T00:00:00
65
62
52
61
51
96
90
81
52
52
66
16
80
50
28
56
57
69
69
96
32
24
7
98
39
0.009056
AA
2017-11-24T00:00:00
66
67
52
61
83
95
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94
50
50
35
16
80
50
39
56
57
69
69
94
32
34
6
99
36
-0.027425
AA
2017-12-01T00:00:00
67
65
53
61
31
94
87
86
47
47
82
16
80
49
53
56
57
69
69
93
32
32
7
98
64
-0.013487
AA
2017-12-08T00:00:00
66
65
52
61
40
94
81
76
43
43
76
16
80
49
56
56
56
69
69
90
32
32
8
99
70
-0.005781
AA
2017-12-15T00:00:00
66
66
52
61
59
94
83
36
44
44
60
16
80
49
62
56
57
69
69
92
32
27
12
98
67
0.029224