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
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71
14
13
32
44
85
14
0.040034
AA
2019-06-28T00:00:00
34
99
45
56
76
14
18
24
51
51
56
23
80
84
31
75
43
70
70
13
10
35
37
85
20
0.035842
AA
2019-07-05T00:00:00
34
99
45
56
78
12
13
52
51
51
54
23
80
85
31
75
43
70
69
10
13
41
37
84
19
-0.01196
AA
2019-07-12T00:00:00
34
99
45
56
49
14
19
72
50
50
83
24
80
85
32
75
43
70
68
15
15
49
37
83
12
-0.022915
AA
2019-07-19T00:00:00
34
99
45
56
63
12
15
26
50
50
72
23
80
85
36
75
43
70
69
12
11
55
52
86
19
0.022584
AA
2019-07-26T00:00:00
34
99
45
55
78
11
11
44
48
48
56
24
80
85
33
75
43
70
69
10
8
19
68
89
19
0.000849
AA
2019-08-02T00:00:00
19
93
27
46
49
12
13
88
55
55
27
24
80
85
42
28
44
69
66
11
8
34
46
94
32
-0.104614
AA
2019-08-09T00:00:00
18
95
28
43
74
13
18
90
53
53
9
25
80
84
34
27
43
69
65
14
5
15
59
92
32
-0.072437
AA
2019-08-16T00:00:00
18
94
28
43
65
15
36
94
55
55
13
26
80
84
48
29
43
69
64
22
4
8
60
96
39
-0.08799
AA
2019-08-23T00:00:00
18
93
28
43
40
16
53
80
55
55
27
25
80
84
46
31
43
69
64
30
2
3
77
97
33
-0.002241
AA
2019-08-30T00:00:00
18
93
28
42
43
16
43
70
54
54
25
25
80
84
42
32
43
69
64
26
2
3
76
97
36
0.025711
AA
2019-09-06T00:00:00
18
94
27
42
47
15
29
18
58
58
22
25
80
84
34
32
43
69
64
19
2
3
62
96
34
0.065806
AA
2019-09-13T00:00:00
19
94
27
43
68
18
63
4
71
71
12
23
80
84
16
31
43
68
65
38
6
3
53
100
51
0.197827
AA
2019-09-20T00:00:00
18
93
27
43
35
18
52
24
71
71
31
24
80
84
18
32
43
69
64
33
7
3
48
100
52
-0.051997
AA
2019-09-27T00:00:00
18
95
27
43
76
14
17
54
70
70
7
24
80
84
23
32
43
68
64
13
6
3
49
100
55
-0.050231
AA
2019-10-04T00:00:00
18
96
27
43
73
13
13
80
69
69
10
24
80
84
23
32
43
68
64
11
5
3
53
100
42
-0.056296
AA
2019-10-11T00:00:00
18
95
27
43
72
12
10
74
68
68
11
25
80
85
26
32
43
68
64
9
5
2
52
100
43
-0.008712
AA
2019-10-18T00:00:00
18
93
26
43
54
12
13
5
71
71
28
24
80
86
12
32
43
68
64
10
4
1
38
100
5
0.117196
AA
2019-10-25T00:00:00
18
95
27
42
82
13
15
49
69
69
4
24
80
87
17
35
43
68
66
12
5
2
42
100
4
-0.024127
AA
2019-11-01T00:00:00
30
90
52
47
47
15
46
20
68
68
65
24
80
72
11
43
43
68
61
27
6
2
40
99
5
0.040452
AA
2019-11-08T00:00:00
30
90
52
45
38
30
94
22
66
66
51
23
88
71
10
43
43
67
62
66
5
2
39
99
4
0.03014
AA
2019-11-15T00:00:00
31
93
52
45
84
24
86
76
67
67
35
24
88
70
12
39
42
68
62
56
8
2
28
99
3
-0.072778