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
⌀
AAAB
2000-01-28T00:00:00
34
73
39
46
61
32
17
57
35
35
100
88
5
45
44
34.5
50
77
61
22
32
59
93
50
50
-0.030291
AAAB
2000-02-04T00:00:00
34
77
25
46
66
37
30
93
35
35
77
89
5
65
64
34.5
50
28
61
32
29
45
92
50
50
-0.062475
AAAB
2000-02-11T00:00:00
34
77
39
46
63
26
17
93
34
34
100
90
5
45
68
34.5
50
76
61
19
23
13
94
50
50
-0.066639
AAAB
2000-02-18T00:00:00
34
76
33
47
65
60
76
62
35
35
90
90
5
54
59
34.5
50
50
61
70
28
27
90
50
50
0.035698
AAAB
2000-02-25T00:00:00
34
79
37
47
65
45
55
94
37
37
96
91
5
49
67
34.5
50
62
61
51
25
35
90
50
50
-0.103548
AAAB
2000-03-03T00:00:00
34
79
17
47
78
36
37
51
33
33
65
91
5
73
66
34.5
50
6
61
34
25
37
89
50
50
0.07706
AAAB
2000-03-10T00:00:00
35
81
16
47
79
44
52
88
33
33
66
92
5
73
84
34.5
50
5
61
49
24
39
88
50
50
-0.071546
AAAB
2000-03-17T00:00:00
35
80
38
47
63
39
37
52
29
29
98
92
5
47
81
34.5
50
69
61
37
24
52
88
50
50
0.028918
AAAB
2000-03-24T00:00:00
35
81
31
47
66
39
37
49
28
28
88
91
5
57
79
34.5
50
42
61
36
19
48
90
50
50
0.009421
AAAB
2000-03-31T00:00:00
41
30
49
59
80
24
10
27
27
27
78
89
5
15
74
34.5
50
8
61
14
19
62
92
50
50
0.03702
AAAB
2000-04-07T00:00:00
41
32
56
59
68
14
7
57
27
27
88
90
5
12
80
34.5
50
35
61
8
15
68
90
50
50
-0.053547
AAAB
2000-04-14T00:00:00
42
30
55
59
69
22
22
49
26
26
83
89
5
12
68
34.5
50
29
61
20
24
66
92
50
50
-0.056735
AAAB
2000-04-21T00:00:00
42
30
52
59
74
12
6
48
25
25
73
89
5
11
65
34.5
50
18
61
7
25
65
92
50
50
0.019993
AAAB
2000-04-28T00:00:00
42
35
54
59
70
20
26
76
25
25
78
89
5
10
74
34.5
50
26
61
21
25
60
93
50
50
-0.058804
AAAB
2000-05-05T00:00:00
45
34
58
46
74
14
13
17
31
31
69
85
5
11
61
34.5
50
7
61
11
24
69
95
50
50
0.114631
AAAB
2000-05-12T00:00:00
44
29
64
48
65
14
22
12
30
30
88
85
5
8
55
34.5
50
37
61
14
25
76
97
50
50
0.046789
AAAB
2000-05-19T00:00:00
45
36
71
51
62
17
35
75
39
39
98
86
5
7
71
34.5
50
63
61
21
24
79
94
50
50
-0.142943
AAAB
2000-05-26T00:00:00
45
37
57
51
67
25
59
63
38
38
84
86
5
14
64
34.5
50
14
61
38
26
79
94
50
50
-0.020826
AAAB
2000-06-02T00:00:00
45
38
64
51
63
19
41
77
37
37
92
86
5
10
54
34.5
50
40
61
24
29
79
94
50
50
0.021269
AAAB
2000-06-09T00:00:00
46
37
70
51
61
22
46
63
34
34
98
86
5
7
51
34.5
50
63
61
30
28
78
93
50
50
0
AAAB
2000-06-16T00:00:00
46
37
72
52
60
23
50
59
33
33
100
86
5
6
53
34.5
50
74
61
33
37
84
92
50
50
0
AAAB
2000-06-23T00:00:00
45
31
69
52
62
17
29
16
37
37
98
85
5
7
46
34.5
50
60
61
19
39
95
86
50
50
0.104305
AAAB
2000-06-30T00:00:00
45
28
64
52
63
31
70
12
37
37
92
84
5
10
46
34.5
50
40
61
50
32
96
90
50
50
0.056577
AAAB
2000-07-07T00:00:00
44
22
70
52
61
41
81
4
40
40
99
83
5
6
20
34.5
50
68
61
63
33
92
78
50
50
0.124944
AAAB
2000-07-14T00:00:00
44
24
66
52
61
21
31
33
39
39
96
84
5
7
25
34.5
50
51
61
23
37
94
81
50
50
-0.031733
AAAB
2000-07-21T00:00:00
44
28
57
52
68
25
39
37
38
38
83
84
5
11
27
34.5
50
17
61
29
37
94
81
50
50
-0.016387
AAAB
2000-07-28T00:00:00
44
21
66
52
62
22
27
11
31
31
95
83
5
6
15
34.5
50
53
61
21
26
94
82
50
50
0.049979
AAAB
2000-08-04T00:00:00
44
23
52
52
71
22
30
19
29
29
79
82
5
13
12
34.5
50
2
61
22
26
94
85
50
50
0.015867
AAAB
2000-08-11T00:00:00
43
18
69
52
60
23
35
7
29
29
99
82
5
5
6
34.5
50
65
61
26
26
91
79
50
50
0.07035
AAAB
2000-08-18T00:00:00
43
19
53
39
67
40
77
5
31
31
85
81
5
15
4
34.5
50
10
61
61
23
91
84
50
50
0.094911
AAAB
2000-08-25T00:00:00
43
23
56
38
65
51
88
45
35
35
87
82
5
13
4
34.5
50
19
61
73
16
94
89
50
50
-0.053421
AAAB
2000-09-01T00:00:00
43
21
59
38
65
68
97
29
33
33
86
82
5
12
5
34.5
50
28
61
86
18
97
47
50
50
0.035258
AAAB
2000-09-08T00:00:00
43
24
58
38
66
59
86
76
35
35
84
83
5
12
7
34.5
50
26
61
77
18
96
40
50
50
-0.047657
AAAB
2000-09-15T00:00:00
43
23
62
38
64
58
82
53
31
31
89
82
5
10
4
34.5
50
39
61
74
25
93
37
50
50
0
AAAB
2000-09-22T00:00:00
43
21
70
38
61
73
94
42
29
29
99
82
5
7
5
34.5
50
68
61
88
26
94
39
50
50
0
AAAB
2000-09-29T00:00:00
43
21
66
38
63
74
90
48
26
26
94
81
5
9
7
34.5
50
51
61
86
28
94
40
50
50
0
AAAB
2000-10-06T00:00:00
44
26
54
38
68
81
96
68
31
31
77
82
5
15
9
34.5
50
10
61
92
29
88
34
50
50
-0.085683
AAAB
2000-10-13T00:00:00
44
25
58
38
66
88
98
54
29
29
78
81
5
13
7
34.5
50
25
61
95
37
90
35
50
50
-0.007744
AAAB
2000-10-20T00:00:00
44
25
56
38
67
83
83
55
26
26
69
81
5
14
7
34.5
50
18
61
86
46
91
38
50
50
0
AAAB
2000-10-27T00:00:00
44
24
58
38
68
80
83
41
21
21
73
81
5
13
8
34.5
50
25
61
85
46
90
42
50
50
0.007804
AAAB
2000-11-03T00:00:00
44
22
54
38
72
75
56
37
21
21
66
81
5
15
11
34.5
50
12
61
69
40
86
39
50
50
0.046857
AAAB
2000-11-10T00:00:00
43
17
55
37
70
76
60
7
24
24
70
80
5
14
9
34.5
50
16
61
71
45
84
70
50
50
0.074599
AAAB
2000-11-17T00:00:00
38
16
65
47
63
75
69
9
22
22
66
79
5
19
14
3
50
60
95
75
39
82
75
50
50
0.027885
AAAB
2000-11-24T00:00:00
38
16
66
47
62
73
62
25
23
23
67
79
5
19
18
3
50
62
95
70
39
81
78
50
50
-0.027128
AAAB
2000-12-01T00:00:00
38
15
63
47
64
62
44
28
21
21
63
78
5
30
19
3
50
52
96
52
38
80
76
50
50
0
AAAB
2000-12-08T00:00:00
38
16
59
47
66
66
50
44
20
20
57
78
5
30
27
3
50
38
96
58
45
74
74
50
50
0
AAAB
2000-12-15T00:00:00
38
18
53
48
70
66
48
48
17
17
46
78
5
30
29
3
50
20
96
57
48
63
76
50
50
-0.027768
AAAB
2000-12-22T00:00:00
38
18
52
48
72
69
55
49
16
16
42
77
5
30
22
3
50
12
96
62
48
60
76
50
50
-0.014281
AAAB
2000-12-29T00:00:00
38
17
50
47
75
75
66
41
16
16
38
77
5
30
30
3
50
4
96
74
51
57
76
50
50
0.043462
AAAB
2001-01-05T00:00:00
38
15
50
48
75
85
91
17
18
18
39
77
5
52
19
3
50
5
96
91
46
66
79
50
50
0.083421
AAAB
2001-01-12T00:00:00
38
15
63
48
66
88
94
48
17
17
66
78
5
49
24
3
50
52
96
94
46
71
82
50
50
0
AAAB
2001-01-19T00:00:00
38
15
54
48
73
87
87
33
16
16
14
78
5
48
30
3
50
21
96
90
44
70
76
50
50
0.05126
AAAB
2001-01-26T00:00:00
38
16
51
48
86
87
81
66
17
17
6
79
5
49
39
3
50
9
96
87
44
62
87
50
50
-0.02438
AAAB
2001-02-02T00:00:00
38
12
60
48
69
84
72
12
25
25
32
77
5
47
31
3
50
45
96
80
41
56
89
50
50
0.131247
AAAB
2001-02-09T00:00:00
38
10
52
47
80
82
63
3
32
32
11
75
5
49
22
3
50
18
96
74
41
46
85
50
50
0.154632
AAAB
2001-02-16T00:00:00
38
9
61
48
66
78
59
5
30
30
36
74
5
48
25
3
50
49
96
69
43
41
81
50
50
0.033521
AAAB
2001-02-23T00:00:00
37
8
52
48
79
79
63
2
28
28
10
73
5
49
22
4
50
16
96
72
45
43
85
50
50
0.037023
AAAB
2001-03-02T00:00:00
38
10
62
48
65
93
87
69
39
39
40
75
5
47
45
7
50
53
96
94
60
39
94
50
50
-0.124953
AAAB
2001-03-09T00:00:00
38
10
58
48
69
90
69
53
39
39
26
75
5
48
47
7
50
39
96
87
62
42
92
50
50
0.0102
AAAB
2001-03-16T00:00:00
38
8
56
48
72
93
77
13
37
37
22
73
5
48
34
7
50
33
96
93
82
59
99
50
50
0.050484
AAAB
2001-03-23T00:00:00
38
9
57
47
73
88
57
49
39
39
22
74
5
49
40
7
50
35
96
80
82
50
99
50
50
-0.057669
AAAB
2001-03-30T00:00:00
38
6
54
47
69
97
90
20
38
38
26
66
5
24
33
63
50
46
33
97
82
42
99
50
50
0.061198
AAAB
2001-04-06T00:00:00
39
7
45
47
87
99
99
66
40
40
2
66
5
25
47
62
50
6
34
100
81
30
98
50
50
-0.067281
AAAB
2001-04-13T00:00:00
39
8
55
47
72
99
99
43
37
37
27
66
5
23
52
62
50
46
33
100
81
30
98
50
50
0.030914
AAAB
2001-04-20T00:00:00
40
7
57
47
71
100
99
22
35
35
45
66
5
20
50
62
50
53
33
100
84
35
99
50
50
0.083998
AAAB
2001-04-27T00:00:00
40
7
56
46
73
97
66
24
33
33
42
66
5
20
48
62
50
50
34
85
84
40
99
50
50
0.040604
AAAB
2001-05-04T00:00:00
39
7
52
46
77
97
68
55
32
32
24
67
5
20
56
62
50
33
35
85
84
37
99
50
50
-0.021297
AAAB
2001-05-11T00:00:00
39
7
55
47
76
98
94
43
28
28
30
67
5
21
63
61
50
43
35
98
85
38
99
50
50
0.014456
AAAB
2001-05-18T00:00:00
44
9
48
54
84
97
68
88
30
30
55
66
5
13
86
72
50
21
32
86
86
39
96
50
50
-0.057151
AAAB
2001-05-25T00:00:00
44
9
49
54
80
97
84
45
31
31
60
66
5
13
81
71
50
28
33
93
85
38
96
50
50
0.04924
AAAB
2001-06-01T00:00:00
44
8
55
54
74
94
54
79
30
30
77
66
5
13
89
72
50
47
31
76
85
37
97
50
50
-0.039651
AAAB
2001-06-08T00:00:00
44
8
52
54
75
94
63
20
34
34
68
66
5
13
89
72
50
37
32
83
80
38
94
50
50
0.086445
AAAB
2001-06-15T00:00:00
44
8
43
55
89
97
85
44
32
32
37
66
5
13
89
72
50
2
32
95
81
46
96
50
50
-0.031173
AAAB
2001-06-22T00:00:00
44
7
47
55
82
97
83
35
31
31
53
65
5
13
85
72
50
22
33
94
86
47
96
50
50
0
AAAB
2001-06-29T00:00:00
45
8
50
55
78
95
65
54
28
28
64
66
5
13
78
72
50
31
33
86
87
44
97
50
50
0.0036
AAAB
2001-07-06T00:00:00
45
7
48
55
83
94
68
12
27
27
54
65
5
13
79
71
50
21
33
86
89
41
97
50
50
0.03916
AAAB
2001-07-13T00:00:00
45
7
57
54
71
84
30
17
25
25
84
64
5
13
86
72
50
57
34
58
90
40
97
50
50
0.0274
AAAB
2001-07-20T00:00:00
44
6
53
55
74
89
47
7
27
27
74
63
5
11
84
72
50
42
34
73
89
45
94
50
50
0.073289
AAAB
2001-07-27T00:00:00
44
6
53
54
73
81
26
14
24
24
73
63
5
11
82
72
50
43
34
53
89
42
94
50
50
0.009326
AAAB
2001-08-03T00:00:00
44
6
43
54
88
92
67
35
24
24
43
63
5
11
82
73
50
5
34
85
90
48
92
50
50
-0.00924
AAAB
2001-08-10T00:00:00
40
6
49
49
74
91
65
27
22
22
40
60
5
1
85
51
50
43
61
82
90
48
93
50
50
0.005609
AAAB
2001-08-17T00:00:00
40
5
54
47
70
90
64
11
20
20
49
60
5
1
82
51
50
71
62
80
90
55
93
50
50
0.046955
AAAB
2001-08-24T00:00:00
40
4
43
47
81
86
53
3
27
27
36
59
5
1
78
50
50
24
62
73
88
56
93
50
50
0.106176
AAAB
2001-08-31T00:00:00
40
4
50
46
71
93
82
12
27
27
73
59
5
1
64
42
50
52
62
91
93
62
93
50
50
-0.015456
AAAB
2001-09-07T00:00:00
40
4
40
46
86
94
84
6
25
25
45
58
5
1
68
43
50
12
62
92
93
63
94
50
50
0.015699
AAAB
2001-09-14T00:00:00
40
4
44
46
76
96
92
25
27
27
56
58
5
1
71
43
50
28
61
96
84
42
74
50
50
-0.011704
AAAB
2001-09-21T00:00:00
40
3
41
46
81
97
92
16
19
19
48
57
5
1
67
43
50
20
62
97
80
38
70
50
50
-0.033998
AAAB
2001-09-28T00:00:00
40
4
41
46
82
96
81
57
16
16
48
58
5
1
81
43
50
17
61
92
86
41
73
50
50
-0.036309
AAAB
2001-10-05T00:00:00
40
3
45
46
75
96
83
28
17
17
57
57
5
1
83
43
50
30
61
92
81
34
72
50
50
0.057946
AAAB
2001-10-12T00:00:00
41
4
54
46
68
97
92
81
19
19
77
58
5
1
88
43
50
67
61
96
84
41
72
50
50
-0.054772
AAAB
2001-10-19T00:00:00
41
4
40
46
84
99
98
30
19
19
7
58
5
1
86
43
50
14
61
100
80
49
68
50
50
0.046321
AAAB
2001-10-26T00:00:00
41
4
41
46
82
99
96
14
24
24
9
56
5
1
80
43
50
17
61
99
71
39
66
50
50
0.108086
AAAB
2001-11-02T00:00:00
40
4
37
45
87
100
98
49
24
24
1
57
5
1
78
44
50
2
61
100
65
30
67
50
50
-0.050031
AAAB
2001-11-09T00:00:00
41
3
42
44
81
100
97
12
27
27
10
56
5
1
64
34
50
20
43
100
38
11
58
50
50
0.094225
AAAB
2001-11-16T00:00:00
48
4
51
50
73
100
94
54
27
27
39
56
3
10
63
34
50
48
37
98
50
22
62
50
50
-0.022727
AAAB
2001-11-23T00:00:00
47
4
46
50
77
97
70
42
26
26
34
57
2
10
71
26
50
33
38
86
37
21
60
50
50
0.005168
AAAB
2001-11-30T00:00:00
48
5
49
50
76
98
83
68
28
28
37
57
2
11
67
25
50
41
38
93
40
24
56
50
50
-0.015424
AAAB
2001-12-07T00:00:00
48
5
48
50
77
94
46
47
28
28
35
57
2
10
79
25
50
36
38
74
37
32
57
50
50
0.031332
AAAB
2001-12-14T00:00:00
47
5
45
50
80
96
69
30
27
27
31
57
2
11
79
25
50
27
38
88
39
50
55
50
50
0.010127
AAAB
2001-12-21T00:00:00
47
4
40
50
86
98
91
8
33
33
26
55
2
10
77
25
50
11
38
97
23
36
57
50
50
0.12782