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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2
0.031665
AA
2023-04-21T00:00:00
30
91
27
53
51
36
23
88
68
68
87
17
65
88
41
35
38
64
83
27
12
23
51
99
2
-0.055445
AA
2023-04-28T00:00:00
30
91
27
54
63
85
92
78
67
67
44
17
82
87
42
35
38
65
83
92
12
21
50
99
2
-0.02674
AA
2023-05-05T00:00:00
34
86
28
40
72
44
29
77
65
65
45
17
84
87
64
48
39
47
84
35
11
16
48
99
2
-0.026649
AA
2023-05-12T00:00:00
34
86
28
42
52
32
14
74
60
60
55
17
85
86
67
48
39
47
85
21
11
20
45
99
2
-0.021587
AA
2023-05-19T00:00:00
34
86
28
42
70
33
22
54
56
56
51
17
85
85
49
48
38
47
87
27
11
19
46
99
2
0.02342
AA
2023-05-26T00:00:00
34
87
28
42
78
38
32
87
54
54
49
18
85
84
64
49
38
47
86
33
13
16
32
99
2
-0.066763
AA
2023-06-02T00:00:00
34
86
28
42
38
31
18
63
54
54
57
18
85
84
79
49
38
47
86
22
12
20
38
100
2
0.0371
AA
2023-06-09T00:00:00
34
88
28
42
76
34
26
59
52
52
51
18
85
84
79
45
38
47
87
28
14
25
43
99
2
0.00828
AA
2023-06-16T00:00:00
34
86
28
42
46
28
15
47
49
49
56
18
85
85
72
44
38
47
88
19
6
24
35
99
2
0.011074
AA
2023-06-23T00:00:00
34
87
28
42
44
28
18
88
51
51
57
19
85
84
82
44
37
47
87
20
7
24
33
99
2
-0.078045
AA
2023-06-30T00:00:00
34
88
28
42
73
27
20
67
50
50
52
19
85
38
92
44
37
47
86
21
6
24
25
99
2
0.033191
AA
2023-07-07T00:00:00
34
87
28
42
46
28
21
49
50
50
57
18
85
36
86
44
37
47
86
21
5
19
18
98
3
0.004714
AA
2023-07-14T00:00:00
34
87
28
42
46
27
29
49
49
49
57
19
86
33
85
44
37
47
87
25
6
23
22
99
3
0.01261
AA
2023-07-21T00:00:00
34
88
28
42
73
23
14
85
49
49
50
19
86
31
80
44
37
47
86
15
7
27
12
99
1
-0.033022
AA
2023-07-28T00:00:00
42
85
54
49
72
24
21
38
50
50
76
19
56
32
78
92
38
44
69
19
6
30
10
99
1
0.041351
AA
2023-08-04T00:00:00
42
83
54
47
36
26
25
60
46
46
82
19
57
34
79
92
38
44
69
21
6
30
10
99
1
-0.023298
AA
2023-08-11T00:00:00
41
87
54
45
79
22
29
77
47
47
74
19
58
39
77
91
38
44
67
21
6
32
16
99
2
-0.055869
AA
2023-08-18T00:00:00
42
86
54
45
52
20
14
88
52
52
80
20
58
39
71
94
37
45
67
14
7
28
15
99
2
-0.09353
AA
2023-08-25T00:00:00
42
88
54
45
79
21
22
84
50
50
75
20
58
40
62
94
37
44
66
19
7
27
14
99
2
-0.025558
AA
2023-09-01T00:00:00
41
87
54
44
72
21
32
25
58
58
76
20
58
40
68
94
37
45
66
22
7
25
16
97
3
0.101677
AA
2023-09-08T00:00:00
41
88
54
44
81
19
32
83
60
60
73
20
58
40
70
94
37
45
65
21
7
27
18
96
3
-0.096473
AA
2023-09-15T00:00:00
41
86
54
44
77
16
15
49
59
59
75
20
58
40
80
94
37
45
65
13
8
27
18
96
4
0.026711