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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2019-11-22T00:00:00
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2019-12-06T00:00:00
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2020-01-17T00:00:00
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2020-01-24T00:00:00
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2020-01-31T00:00:00
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2020-02-14T00:00:00
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2020-02-21T00:00:00
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2020-02-28T00:00:00
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2020-03-13T00:00:00
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2020-03-20T00:00:00
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2020-03-27T00:00:00
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2020-04-03T00:00:00
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2020-04-10T00:00:00
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2020-04-17T00:00:00
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2020-04-24T00:00:00
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2020-05-01T00:00:00
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2020-05-08T00:00:00
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2020-05-15T00:00:00
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2020-05-29T00:00:00
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2020-06-05T00:00:00
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2020-06-12T00:00:00
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2020-06-19T00:00:00
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2020-06-26T00:00:00
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2020-07-03T00:00:00
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2020-07-10T00:00:00
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2020-07-17T00:00:00
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2020-07-24T00:00:00
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2020-07-31T00:00:00
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2020-08-07T00:00:00
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2020-08-14T00:00:00
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2020-08-21T00:00:00
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2020-08-28T00:00:00
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2020-09-04T00:00:00
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2020-09-18T00:00:00
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2020-09-25T00:00:00
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2020-10-02T00:00:00
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2020-10-09T00:00:00
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2020-10-16T00:00:00
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2020-10-23T00:00:00
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2020-10-30T00:00:00
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2020-11-06T00:00:00
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2020-11-13T00:00:00
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2020-11-20T00:00:00
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2020-11-27T00:00:00
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2020-12-04T00:00:00
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2020-12-18T00:00:00
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18
95
62
81
79
73
71
53
99
61
85
74
96
37
-0.089681
AA
2021-05-28T00:00:00
85
93
64
41
49
96
96
24
68
68
88
17
95
63
67
79
75
71
55
98
55
78
73
95
36
0.097687
AA
2021-06-04T00:00:00
85
95
64
41
78
94
80
61
68
68
84
18
95
63
73
79
75
71
54
91
63
83
73
93
51
-0.020914
AA
2021-06-11T00:00:00
86
96
65
42
86
98
99
83
67
67
83
18
95
64
79
80
75
71
53
99
64
86
73
96
48
-0.037613
AA
2021-06-18T00:00:00
87
97
65
42
57
97
95
100
72
72
86
19
95
64
87
80
75
72
52
98
59
88
70
99
52
-0.141767
AA
2021-06-25T00:00:00
86
95
65
42
44
98
98
50
73
73
88
18
95
64
72
80
76
71
53
99
62
89
70
99
55
0.115942
AA
2021-07-02T00:00:00
85
95
65
42
81
98
99
12
73
73
83
18
95
63
74
80
76
71
53
99
59
86
75
98
62
0.059221
AA
2021-07-09T00:00:00
85
94
65
42
60
99
98
26
72
72
85
18
95
60
77
80
76
71
53
99
53
83
75
99
61
-0.012642
AA
2021-07-16T00:00:00
86
96
66
42
76
97
54
85
73
73
83
18
95
59
74
80
76
71
53
79
50
75
69
99
63
-0.119929
AA
2021-07-23T00:00:00
85
94
65
42
65
97
92
15
76
76
84
17
95
58
59
80
76
71
53
96
64
90
76
99
71
0.124733
AA
2021-07-30T00:00:00
94
65
80
41
30
96
71
2
75
75
99
18
94
57
59
68
46
49
82
87
64
89
80
100
73
0.083357
AA
2021-08-06T00:00:00
93
68
80
40
86
93
36
8
73
73
95
17
94
61
67
69
46
48
81
69
64
88
78
100
72
0.013948
AA
2021-08-13T00:00:00
93
62
79
39
71
77
9
2
74
74
97
17
94
64
68
67
46
48
81
42
55
93
88
98
75
0.111543
AA
2021-08-20T00:00:00
94
67
80
40
32
90
28
76
80
80
100
18
94
65
72
56
46
48
80
63
52
75
90
99
68
-0.166632
AA
2021-08-27T00:00:00
94
61
79
39
28
94
82
6
79
79
100
17
94
65
73
56
46
48
81
91
44
77
91
100
64
0.170251
AA
2021-09-03T00:00:00
93
62
79
39
85
94
70
8
79
79
95
17
94
66
83
56
47
48
81
86
35
78
91
100
67
0.069791
AA
2021-09-10T00:00:00
93
57
79
39
79
83
23
3
78
78
96
16
94
66
81
56
46
48
81
52
47
81
95
100
67
0.048497
AA
2021-09-17T00:00:00
93
55
79
39
35
95
86
17
76
76
99
16
95
67
87
56
46
48
81
93
48
79
97
100
69
-0.013525
AA
2021-09-24T00:00:00
93
57
79
39
67
98
97
36
75
75
97
16
94
67
93
55
46
48
81
99
36
78
95
100
71
-0.006961
AA
2021-10-01T00:00:00
93
56
79
39
69
98
96
17
73
73
96
16
95
66
93
56
46
48
81
98
33
79
94
100
34
0.026378
AA
2021-10-08T00:00:00
93
60
80
39
81
99
99
75
75
75
93
16
95
65
93
56
46
48
81
100
42
81
94
99
34
-0.075128
AA
2021-10-15T00:00:00
92
50
79
39
83
94
43
2
81
81
90
15
94
65
89
56
46
48
81
72
38
75
94
99
32
0.216578