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
⌀
AA
2023-09-22T00:00:00
41
86
54
44
56
19
46
53
58
58
79
20
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40
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66
28
10
41
11
99
5
-0.017356
AA
2023-09-29T00:00:00
41
84
54
44
62
18
38
15
58
58
78
20
58
41
75
94
37
44
66
24
9
38
7
99
7
0.025043
AA
2023-10-06T00:00:00
41
85
54
44
31
17
23
68
57
57
84
20
58
40
67
94
37
45
66
18
9
39
7
99
7
-0.065709
AA
2023-10-13T00:00:00
41
86
54
44
63
16
15
69
56
56
75
21
58
40
65
94
37
45
65
14
10
39
12
99
7
-0.020987
AA
2023-10-20T00:00:00
41
87
55
44
77
16
16
86
58
58
66
21
58
39
63
94
37
45
65
15
12
34
9
99
8
-0.096714
AA
2023-10-27T00:00:00
34
87
29
49
47
19
47
72
56
56
86
21
57
69
65
88
38
64
50
31
12
39
7
98
8
-0.020813
AA
2023-11-03T00:00:00
34
86
29
48
37
16
18
29
61
61
88
21
57
68
43
87
39
64
51
15
9
34
5
97
10
0.13289
AA
2023-11-10T00:00:00
34
86
29
47
47
19
30
66
58
58
87
22
55
68
37
78
38
64
51
22
6
33
5
93
30
-0.071235
AA
2023-11-17T00:00:00
33
87
29
46
46
21
41
35
56
56
89
21
54
68
29
78
38
64
51
29
6
32
3
74
52
0.064135
AA
2023-11-24T00:00:00
34
87
29
46
37
24
61
53
55
55
91
21
54
68
22
78
38
64
51
41
13
51
3
47
74
0.000772
AA
2023-12-01T00:00:00
34
87
29
46
74
22
36
20
55
55
80
21
54
68
21
78
38
64
52
27
15
44
4
33
79
0.057177
AA
2023-12-08T00:00:00
33
88
30
46
56
23
32
86
58
58
86
22
54
68
34
78
38
64
50
25
22
54
5
25
90
-0.098067
AA
2023-12-15T00:00:00
34
85
28
46
37
20
19
7
67
67
91
21
55
68
16
77
38
64
51
17
35
21
18
29
51
0.243015
AA
2023-12-22T00:00:00
34
84
28
46
65
21
24
6
67
67
83
20
55
68
9
77
38
63
50
21
36
15
25
23
41
0.085846
AA
2023-12-29T00:00:00
34
85
28
46
79
25
54
10
65
65
52
20
55
67
11
77
38
63
50
37
34
14
23
22
40
0.0068
AA
2024-01-05T00:00:00
34
86
27
46
72
24
30
53
65
65
58
20
55
67
11
77
38
64
50
25
32
15
23
16
41
-0.054989
AA
2024-01-12T00:00:00
34
85
28
46
49
25
48
82
65
65
75
21
55
66
10
78
38
63
49
33
33
17
20
13
38
-0.065367
AA
2024-01-19T00:00:00
34
85
28
46
54
25
46
82
66
66
73
22
55
66
12
78
38
64
49
31
26
18
24
9
41
-0.088906
AA
2024-01-26T00:00:00
34
87
28
46
81
29
70
31
68
68
47
21
55
66
10
78
38
63
49
49
33
13
23
6
42
0.118769
AA
2024-02-02T00:00:00
34
85
28
46
67
21
22
65
67
67
63
21
55
66
13
78
38
63
48
18
36
15
31
9
51
-0.036588
AA
2024-02-09T00:00:00
33
85
29
46
30
45
86
91
68
68
83
22
55
66
18
70
38
64
47
68
39
17
28
6
64
-0.088168
AA
2024-02-16T00:00:00
34
86
29
46
47
58
95
80
66
66
76
22
55
67
17
68
38
64
47
80
40
17
28
8
65
0.018962
AA
2024-02-23T00:00:00
43
87
81
56
45
59
93
84
63
63
91
22
77
38
16
74
57
64
57
80
41
17
29
9
64
-0.032087
AA
2024-03-01T00:00:00
43
86
81
56
47
48
83
33
61
61
92
22
77
40
15
74
57
64
55
69
41
14
28
8
61
0.043717
AA
2024-03-08T00:00:00
43
85
80
56
49
33
35
15
61
61
91
21
77
42
11
75
57
64
56
30
43
12
22
7
65
0.082346
AA
2024-03-15T00:00:00
43
86
80
56
72
26
25
14
59
59
86
21
77
43
15
76
57
64
56
23
41
12
28
7
64
0.019755
AA
2024-03-22T00:00:00
43
86
80
55
71
39
60
12
58
58
86
21
76
43
14
76
58
64
56
49
40
12
27
7
67
0.031525
AA
2024-03-29T00:00:00
43
84
80
55
46
33
40
6
57
57
99
21
75
45
13
77
58
64
56
33
34
8
27
7
71
0.076116
AA
2024-04-05T00:00:00
43
85
79
55
81
23
15
5
56
56
95
20
75
43
10
78
57
64
56
16
42
18
27
12
69
0.07992
AA
2024-04-12T00:00:00
43
84
79
55
76
22
16
16
56
56
95
20
76
39
11
78
57
64
56
15
44
18
28
12
70
-0.035359
AA
2024-04-19T00:00:00
43
85
79
54
79
23
18
8
53
53
93
20
76
38
10
78
57
64
58
18
43
22
26
11
68
0.009364
AAAB
1998-10-02T00:00:00
41
15.5
43
46
74
73
60
28
28
28
40
78
5
15
54.5
34.5
50
31
61
68
43
73.5
64
50
50
-0.01176
AAAB
1998-10-09T00:00:00
41
15.5
43
46
74
73
60
12
28
28
37
78
5
15
54.5
34.5
50
31
61
68
43
73.5
64
50
50
0
AAAB
1998-10-16T00:00:00
41
15.5
43
46
74
73
60
68
1
1
48
78
5
15
54.5
34.5
50
31
61
67
43
73.5
64
50
50
-0.0119
AAAB
1998-10-23T00:00:00
41
15.5
43
46
74
73
60
66
1
1
48
78
5
15
54.5
34.5
50
31
61
67
43
73.5
64
50
50
0.012043
AAAB
1998-10-30T00:00:00
41
15.5
43
46
74
73
60
65
1
1
48
78
5
15
54.5
34.5
50
31
61
67
43
73.5
64
50
50
0.0238
AAAB
1998-11-06T00:00:00
41
15.5
43
46
74
73
60
69
1
1
47
78
5
15
54.5
34.5
50
31
61
67
43
73.5
64
50
50
0.011623
AAAB
1998-11-13T00:00:00
41
15.5
43
46
74
73
60
73
1
1
40
78
5
15
54.5
34.5
50
31
61
68
43
73.5
64
50
50
-0.028676
AAAB
1998-11-20T00:00:00
26
15.5
24
14
74
73
60
80
1
1
35
78
5
36
54.5
34.5
50
14
61
68
43
73.5
64
50
50
-0.017793
AAAB
1998-11-27T00:00:00
26
15.5
30
14
74
89
74
60
1
1
35
78
5
23
54.5
34.5
50
30
61
83
43
73.5
64
50
50
0.012043
AAAB
1998-12-04T00:00:00
25
56
23
14
74
94
91
49
1
1
35
82
5
20
54.5
34.5
50
33
61
94
43
73.5
64
50
50
0
AAAB
1998-12-11T00:00:00
25
59
13
14
74
86
56
65
1
1
35
83
5
42
54.5
34.5
50
2
61
73
43
73.5
64
50
50
-0.0357
AAAB
1998-12-18T00:00:00
25
57
30
15
74
78
38
67
1
1
34
83
5
7
54.5
34.5
50
53
61
58
43
73.5
64
50
50
-0.024681
AAAB
1998-12-25T00:00:00
25
57
25
15
74
74
36
55
2
2
19
82
5
15
54.5
34.5
50
38
61
56
43
73.5
64
50
50
0.012653
AAAB
1999-01-01T00:00:00
26
59
13
15
74
62
27
85
2
2
3
83
5
40
54.5
34.5
50
5
61
43
43
73.5
64
50
50
-0.037484
AAAB
1999-01-08T00:00:00
26
60
23
15
74
55
25
90
2
2
16
84
5
20
54.5
34.5
50
32
61
37
43
73.5
64
50
50
-0.025963
AAAB
1999-01-15T00:00:00
26
60
25
15
74
47
18
74
2
2
27
84
5
16
54.5
34.5
50
37
61
30
43
73.5
64
50
50
0
AAAB
1999-01-22T00:00:00
26
60
29
14
74
50
30
59
1
1
36
85
5
10
54.5
34.5
50
50
61
38
43
73.5
64
50
50
0
AAAB
1999-01-29T00:00:00
26
61
15
15
74
54
41
53
2
2
8
85
5
36
54.5
34.5
50
10
61
47
43
73.5
64
50
50
0
AAAB
1999-02-05T00:00:00
26
60
22
15
74
48
32
34
2
2
20
84
5
22
54.5
34.5
50
29
61
38
43
73.5
64
50
50
0.013327
AAAB
1999-02-12T00:00:00
25
58
19
15
74
44
32
20
2
2
15
84
5
27
54.5
34.5
50
21
61
37
43
73.5
64
50
50
0.013152
AAAB
1999-02-19T00:00:00
25
60
17
15
74
48
40
53
2
2
11
85
5
33
54.5
34.5
50
16
61
43
43
73.5
64
50
50
-0.038944
AAAB
1999-02-26T00:00:00
25
59
26
14
74
33
18
62
2
2
28
85
5
15
54.5
34.5
50
41
61
23
43
73.5
64
50
50
-0.020318
AAAB
1999-03-05T00:00:00
25
60
12
14
74
22
8
67
2
2
2
85
5
43
54.5
34.5
50
3
61
11
43
73.5
64
50
50
-0.013788
AAAB
1999-03-12T00:00:00
25
62
16
15
74
25
15
90
9
9
10
86
5
32
54.5
34.5
50
15
61
16
43
73.5
64
50
50
-0.09093
AAAB
1999-03-19T00:00:00
25
61
18
14
74
28
23
80
9
9
13
86
5
31
54.5
34.5
50
19
61
22
43
73.5
64
50
50
-0.015379
AAAB
1999-03-26T00:00:00
25
59
31
14
74
31
30
50
11
11
38
85
5
6
54.5
34.5
50
62
61
28
43
73.5
64
50
50
0.031238
AAAB
1999-04-02T00:00:00
19
68
19
22
74
41
48
39
10
10
11
84
5
1
54.5
34.5
50
21
61
43
43
73.5
64
50
50
0.007637
AAAB
1999-04-09T00:00:00
19
68
19
22
74
53
66
38
10
10
11
84
5
1
54.5
34.5
50
19
61
61
43
73.5
64
50
50
0.007452
AAAB
1999-04-16T00:00:00
20
62
33
22
74
42
49
11
38
38
42
82
5
1
54.5
34.5
50
65
61
44
43
73.5
64
50
50
0.164243
AAAB
1999-04-23T00:00:00
20
61
29
22
74
38
40
9
36
36
73
82
5
1
54.5
34.5
50
47
61
37
43
73.5
64
50
50
0.064075
AAAB
1999-04-30T00:00:00
19
63
35
22
74
35
35
51
38
38
73
83
5
1
54.5
34.5
50
73
61
33
43
73.5
64
50
50
-0.060217
AAAB
1999-05-07T00:00:00
19
64
30
22
74
18
13
72
36
36
73
83
5
1
54.5
34.5
50
53
61
13
43
73.5
64
50
50
-0.02563
AAAB
1999-05-14T00:00:00
18
66
18
22
74
19
15
51
34
34
73
83
5
1
54.5
34.5
50
17
61
14
43
73.5
64
50
50
0.026304
AAAB
1999-05-21T00:00:00
29
68
21
36
74
27
31
95
42
42
87
85
5
27
54.5
34.5
50
22
61
26
43
73.5
64
50
50
-0.115443
AAAB
1999-05-28T00:00:00
29
67
31
36
74
33
41
85
40
40
96
85
5
9
54.5
34.5
50
53
61
35
43
73.5
64
50
50
-0.014487
AAAB
1999-06-04T00:00:00
29
65
17
36
74
39
48
14
57
57
84
83
5
35
54.5
34.5
50
12
61
43
92
97
59
50
50
0.176529
AAAB
1999-06-11T00:00:00
29
66
14
36
97
76
83
42
57
57
83
83
5
40
54.5
34.5
50
5
61
83
91
97
60
50
50
-0.049979
AAAB
1999-06-18T00:00:00
29
68
22
37
88
79
92
62
57
57
88
83
5
27
54.5
34.5
50
24
61
89
89
90
48
50
50
-0.026304
AAAB
1999-06-25T00:00:00
30
68
18
37
91
60
69
83
52
52
86
84
5
34
54.5
34.5
50
15
61
67
87
97
40
50
50
-0.027128
AAAB
1999-07-02T00:00:00
30
68
30
37
74
49
50
85
49
49
95
85
5
11
54.5
34.5
50
49
61
50
87
98
36
50
50
-0.027768
AAAB
1999-07-09T00:00:00
30
69
16
37
90
56
57
51
48
48
85
84
5
39
54.5
34.5
50
9
61
58
88
96
38
50
50
0.028561
AAAB
1999-07-16T00:00:00
30
70
15
37
92
17
11
90
47
47
82
85
5
40
54.5
34.5
50
6
61
10
91
96
35
50
50
-0.041652
AAAB
1999-07-23T00:00:00
30
69
27
37
65
18
10
58
44
44
91
85
5
4
54.5
34.5
50
38
61
10
91
96
31
50
50
0
AAAB
1999-07-30T00:00:00
30
68
28
36
65
72
79
58
39
39
92
85
5
4
54.5
34.5
50
41
61
79
90
95
36
50
50
-0.007183
AAAB
1999-08-06T00:00:00
30
67
23
36
70
47
60
18
37
37
88
84
5
5
54.5
34.5
50
27
61
55
86
97
35
50
50
0.021827
AAAB
1999-08-13T00:00:00
29
70
18
39
79
33
40
21
21
21
84
85
5
7
54.5
34.5
50
11
61
34
86
97
41
50
50
0.014281
AAAB
1999-08-20T00:00:00
29
70
28
38
66
27
29
33
18
18
93
85
5
4
54.5
34.5
50
39
61
25
85
97
39
50
50
0
AAAB
1999-08-27T00:00:00
29
72
35
37
61
18
23
83
24
24
98
85
5
3
54.5
34.5
50
60
61
17
88
96
41
50
50
-0.070398
AAAB
1999-09-03T00:00:00
29
73
17
37
80
25
39
60
23
23
76
85
5
8
54.5
34.5
50
9
61
29
88
95
40
50
50
0.015146
AAAB
1999-09-10T00:00:00
30
73
18
37
77
17
14
80
23
23
77
86
5
8
54.5
34.5
50
11
61
12
90
94
45
50
50
-0.02984
AAAB
1999-09-17T00:00:00
29
72
34
37
62
21
28
57
20
20
94
86
5
3
54.5
34.5
50
56
61
21
90
93
40
50
50
0
AAAB
1999-09-24T00:00:00
29
71
27
37
65
24
32
50
17
17
86
85
5
5
16
34.5
50
35
61
25
93
92
42
50
50
-0.015379
AAAB
1999-10-01T00:00:00
30
71
28
37
66
38
59
60
15
15
89
85
5
4
35
34.5
50
40
61
47
95
93
43
50
50
-0.015619
AAAB
1999-10-08T00:00:00
30
68
32
37
63
43
70
6
44
44
92
84
5
4
14
34.5
50
50
61
58
88
85
55
50
50
0.158667
AAAB
1999-10-15T00:00:00
30
67
33
38
62
44
65
9
41
41
92
83
5
4
19
34.5
50
55
61
55
89
85
53
50
50
0
AAAB
1999-10-22T00:00:00
30
71
16
37
74
25
27
57
43
43
73
84
5
8
23
34.5
50
8
61
23
88
76
53
50
50
-0.075259
AAAB
1999-10-29T00:00:00
30
68
20
37
70
29
40
23
45
45
73
83
5
7
13
34.5
50
17
61
32
85
78
47
50
50
0.081384
AAAB
1999-11-05T00:00:00
30
67
21
37
70
25
28
35
39
39
73
84
5
7
22
34.5
50
16
61
24
85
78
48
50
50
0.013809
AAAB
1999-11-12T00:00:00
32
71
18
46
71
30
31
35
36
36
67
84
5
8
21
34.5
50
8
61
28
85
78
47
50
50
0
AAAB
1999-11-19T00:00:00
33
72
20
45
68
35
41
89
38
38
76
85
5
8
23
34.5
50
15
61
36
91
89
33
50
50
-0.06765
AAAB
1999-11-26T00:00:00
33
73
31
45
60
33
36
97
36
36
90
86
5
5
25
34.5
50
47
61
33
88
89
28
50
50
-0.072437
AAAB
1999-12-03T00:00:00
34
73
27
45
66
73
89
80
34
34
85
86
5
36
35
34.5
50
34
61
84
86
87
29
50
50
0
AAAB
1999-12-10T00:00:00
34
74
18
45
73
76
92
61
33
33
75
87
5
42
34
34.5
50
10
61
87
88
87
28
50
50
0
AAAB
1999-12-17T00:00:00
34
76
20
46
70
52
60
83
28
28
77
87
5
42
37
34.5
50
13
61
57
91
72
23
50
50
-0.062475
AAAB
1999-12-24T00:00:00
34
70
32
46
60
71
84
15
46
46
92
85
5
34
20
34.5
50
50
61
81
67
67
84
50
50
0.183256
AAAB
1999-12-31T00:00:00
34
72
24
46
65
70
77
54
44
44
82
87
5
39
28
34.5
50
25
61
77
43
68
93
50
50
-0.042239
AAAB
2000-01-07T00:00:00
34
74
29
46
63
68
72
63
41
41
88
87
5
36
48
34.5
50
41
61
74
38
64
95
50
50
-0.044101
AAAB
2000-01-14T00:00:00
34
75
22
46
69
47
27
53
39
39
74
87
5
40
45
34.5
50
18
61
35
38
56
93
50
50
0.030757
AAAB
2000-01-21T00:00:00
34
74
35
46
62
31
10
63
37
37
93
88
5
49
44
34.5
50
57
61
17
35
52
93
50
50
-0.01492