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
2001-12-28T00:00:00
48
4
45
50
80
96
69
46
36
36
33
56
2
11
78
25
50
28
38
88
30
53
57
50
50
-0.037778
AAAB
2002-01-04T00:00:00
48
4
39
50
88
99
91
62
33
33
23
56
2
10
79
25
50
3
38
98
35
60
55
50
50
-0.006928
AAAB
2002-01-11T00:00:00
48
5
40
50
87
98
72
79
33
33
48
57
2
10
86
25
50
9
38
92
38
67
58
50
50
-0.032558
AAAB
2002-01-18T00:00:00
48
4
51
50
75
97
70
27
30
30
57
56
2
10
90
25
50
49
38
90
38
66
57
50
50
0.033654
AAAB
2002-01-25T00:00:00
48
4
46
50
79
95
56
40
29
29
50
56
2
10
93
25
50
32
38
82
41
63
60
50
50
0
AAAB
2002-02-01T00:00:00
48
4
53
50
75
95
57
32
28
28
60
56
2
10
84
25
50
58
38
82
41
65
61
50
50
0.018558
AAAB
2002-02-08T00:00:00
47
4
43
50
84
95
71
15
27
27
45
55
2
10
68
25
50
22
38
88
45
73
57
50
50
0.022421
AAAB
2002-02-15T00:00:00
47
3
49
50
79
98
91
10
27
27
55
55
2
10
63
25
50
44
38
97
42
57
58
50
50
0.044931
AAAB
2002-02-22T00:00:00
47
3
39
50
88
96
74
33
28
28
40
55
2
10
81
8
50
8
38
90
43
60
60
50
50
-0.0212
AAAB
2002-03-01T00:00:00
47
4
50
50
79
94
52
92
38
38
55
57
2
10
93
40
50
45
38
79
56
85
60
50
50
-0.131004
AAAB
2002-03-08T00:00:00
48
5
53
50
76
91
39
97
37
37
59
58
2
10
96
41
50
57
38
69
56
95
66
50
50
-0.055377
AAAB
2002-03-15T00:00:00
48
5
39
51
89
94
70
93
36
36
40
58
2
10
93
42
50
3
38
87
53
96
66
50
50
-0.013193
AAAB
2002-03-22T00:00:00
49
6
44
37
81
93
67
89
35
35
50
60
5
11
97
6
50
31
29
84
53
96
67
50
50
-0.016173
AAAB
2002-03-29T00:00:00
49
5
40
37
87
93
67
31
38
38
48
58
29
11
94
43
50
14
23
84
48
96
64
50
50
0.073425
AAAB
2002-04-05T00:00:00
51
5
54
36
77
96
83
53
36
36
62
59
29
12
94
43
50
71
23
93
47
95
64
50
50
-0.019908
AAAB
2002-04-12T00:00:00
51
5
40
36
87
97
90
63
35
35
48
59
28
30
94
44
50
13
23
96
47
94
65
50
50
-0.010417
AAAB
2002-04-19T00:00:00
51
6
37
36
90
96
80
69
33
33
38
60
28
28
95
44
50
3
24
91
45
94
65
50
50
0
AAAB
2002-04-26T00:00:00
51
5
46
36
81
70
19
68
30
30
50
60
28
28
95
44
50
33
24
43
40
90
66
50
50
-0.032632
AAAB
2002-05-03T00:00:00
50
5
53
35
79
53
8
58
29
29
60
60
28
28
96
32
50
62
22
26
38
86
64
50
50
0.006529
AAAB
2002-05-10T00:00:00
49
5
46
36
82
50
8
65
22
22
53
60
30
29
97
33
50
39
21
25
37
86
64
50
50
-0.027027
AAAB
2002-05-17T00:00:00
72
8
44
57
82
47
8
83
20
20
98
59
30
29
98
35
50
32
26
24
34
86
64
50
50
-0.025
AAAB
2002-05-24T00:00:00
70
7
53
57
81
56
34
29
23
23
100
58
30
29
98
35
50
70
27
42
38
89
65
50
50
0.040513
AAAB
2002-05-31T00:00:00
67
5
53
58
81
54
28
4
36
36
100
57
30
29
96
34
50
73
27
39
23
90
28
50
50
0.116587
AAAB
2002-06-07T00:00:00
68
5
51
58
81
52
27
27
36
36
100
57
30
30
94
35
50
61
27
37
19
89
26
50
50
-0.05591
AAAB
2002-06-14T00:00:00
65
4
40
58
84
49
27
3
39
39
98
56
30
30
91
35
50
20
27
36
27
92
33
50
50
0.078961
AAAB
2002-06-21T00:00:00
65
4
40
58
85
46
30
14
37
37
98
56
30
30
91
35
50
21
27
36
34
95
40
50
50
0.006259
AAAB
2002-06-28T00:00:00
66
5
43
58
83
45
36
45
36
36
98
56
30
30
93
35
50
31
26
39
30
86
46
50
50
-0.035885
AAAB
2002-07-05T00:00:00
66
4
47
58
82
43
32
40
34
34
99
56
30
30
86
24
50
46
26
35
36
86
54
50
50
-0.007444
AAAB
2002-07-12T00:00:00
64
3
43
58
84
36
19
9
32
32
98
55
30
30
75
25
50
31
27
25
54
94
52
50
50
0.04
AAAB
2002-07-19T00:00:00
62
3
36
58
90
44
49
6
27
27
96
54
30
72
64
24
50
5
27
45
71
97
61
50
50
0.009615
AAAB
2002-07-26T00:00:00
63
5
41
46
85
69
85
36
27
27
98
53
20
74
71
28
50
25
99
81
43
94
55
50
50
-0.047619
AAAB
2002-08-02T00:00:00
62
4
41
45
84
62
76
22
25
25
98
52
20
74
60
29
50
27
99
71
39
94
54
50
50
0.03625
AAAB
2002-08-09T00:00:00
60
4
46
45
83
81
94
14
21
21
99
51
2
74
40
30
50
47
99
91
33
94
60
50
50
0.056695
AAAB
2002-08-16T00:00:00
57
4
36
42
88
82
94
28
18
18
98
52
2
74
29
42
50
11
99
91
36
94
60
50
50
0.004566
AAAB
2002-08-23T00:00:00
56
4
48
42
81
71
75
15
18
18
100
51
2
74
18
42
50
64
98
76
32
94
55
50
50
0.054545
AAAB
2002-08-30T00:00:00
55
3
42
41
79
72
80
4
25
25
98
50
2
74
8
37
50
35
99
79
58
95
43
50
50
0.103879
AAAB
2002-09-06T00:00:00
55
3
42
41
75
86
94
8
24
24
98
50
2
74
4
37
50
36
99
93
45
92
41
50
50
0.00043
AAAB
2002-09-13T00:00:00
55
3
34
41
85
89
97
16
23
23
94
50
2
74
5
37
50
4
99
96
42
91
49
50
50
0.000351
AAAB
2002-09-20T00:00:00
55
2
43
41
73
84
83
14
22
22
99
49
2
75
4
37
50
41
99
87
42
89
33
50
50
0.001171
AAAB
2002-09-27T00:00:00
55
2
37
41
80
88
90
19
22
22
95
49
2
75
6
38
50
15
99
92
44
90
38
50
50
0
AAAB
2002-10-04T00:00:00
54
2
34
41
85
94
96
19
19
19
93
49
2
74
5
38
50
4
99
98
42
89
35
50
50
-0.00039
AAAB
2002-10-11T00:00:00
54
2
42
41
71
92
89
26
18
18
98
48
2
74
9
38
50
39
98
95
41
91
34
50
50
0.00039
AAAB
2002-10-18T00:00:00
55
3
46
41
67
95
94
56
16
16
99
49
2
74
10
38
50
54
98
97
37
91
37
50
50
0.001364
AAAB
2002-10-25T00:00:00
55
3
42
41
71
97
99
60
15
15
97
49
2
74
8
38
50
38
98
99
43
96
40
50
50
0.000584
AAAB
2002-11-01T00:00:00
55
3
34
41
85
97
98
65
14
14
88
50
2
74
12
38
50
7
99
99
44
97
38
50
50
0.001945
AAAB
2002-11-08T00:00:00
55
3
35
40
85
97
96
57
10
10
89
50
5
74
15
31
50
8
99
98
25
81
54
50
50
0.001165
AAAB
2002-11-15T00:00:00
57
4
36
52
84
98
96
59
10
10
95
50
48
65
20
18
50
13
100
98
23
49
37
50
50
0.000427
AAAB
2002-11-22T00:00:00
57
4
39
52
77
98
94
67
10
10
97
51
48
83
26
17
50
27
100
98
24
50
46
50
50
-0.000039
AAAB
2002-11-29T00:00:00
57
4
46
52
68
98
93
74
10
10
100
51
48
83
36
18
50
56
100
98
20
41
41
50
50
-0.001163
AAAB
2002-12-06T00:00:00
57
4
43
52
71
98
89
50
9
9
99
51
48
83
37
18
50
42
100
96
21
44
48
50
50
0.001552
AAAB
2002-12-13T00:00:00
57
4
47
52
68
97
69
38
9
9
100
51
48
82
37
18
50
56
100
88
20
49
49
50
50
0.001162
AAAB
2002-12-20T00:00:00
57
4
49
52
67
96
59
41
8
8
100
50
48
82
38
18
50
70
100
83
20
48
46
50
50
0.001935
AAAB
2002-12-27T00:00:00
57
4
34
52
87
94
49
42
8
8
94
50
48
82
48
18
50
6
100
77
21
49
45
50
50
-0.001159
AAAB
2003-01-03T00:00:00
57
4
37
52
84
96
51
62
7
7
96
51
48
82
56
18
50
18
100
81
23
60
26
50
50
0.003094
AAAB
2003-01-10T00:00:00
57
4
47
52
67
95
48
63
8
8
100
51
48
82
64
17
50
61
100
78
22
63
29
50
50
-0.000386
AAAB
2003-01-17T00:00:00
57
4
44
52
69
94
40
47
7
7
98
51
49
73
64
17
50
47
100
73
25
57
40
50
50
0.001157
AAAB
2003-01-24T00:00:00
57
3
39
52
80
92
36
31
7
7
94
51
48
74
63
17
50
25
100
69
19
38
34
50
50
0.001541
AAAB
2003-01-31T00:00:00
57
3
37
52
85
92
46
36
7
7
93
51
49
74
72
18
50
20
100
74
19
34
33
50
50
-0.001154
AAAGY
2002-05-31T00:00:00
50
78
50
50
85
49
50
39
22
22
68
17
50
50
52
50
50
50
50
49
27
70
61
51.5
49
0.004436
AAAGY
2002-06-07T00:00:00
50
78
50
50
85
49
50
73
22
22
30
17
50
50
52
50
50
50
50
49
27
70
61
51.5
49
-0.075446
AAAGY
2002-06-14T00:00:00
50
78
50
50
85
49
50
83
1
1
29
17
50
50
52
50
50
50
50
49
27
70
61
51.5
49
-0.07888
AAAGY
2002-06-21T00:00:00
50
78
50
50
85
49
50
43
55
55
29
17
50
50
52
50
50
50
50
49
27
70
61
51.5
49
0.04716
AAAGY
2002-06-28T00:00:00
50
78
50
50
85
49
50
11
60
60
29
17
50
50
52
50
50
50
50
48
27
70
61
51.5
49
0.080108
AAAGY
2002-07-05T00:00:00
50
78
50
50
85
49
50
7
50
50
29
17
50
50
52
50
50
50
50
48
27
70
61
51.5
49
0
AAAGY
2002-07-12T00:00:00
50
78
50
50
85
49
50
40
46
46
29
17
50
50
52
50
50
50
50
48
27
70
61
51.5
49
-0.053639
AAAGY
2002-07-19T00:00:00
50
78
50
50
85
49
50
45
37
37
32
17
50
50
52
50
50
50
50
48
27
70
61
51.5
49
-0.041974
AAAGY
2002-07-26T00:00:00
50
78
50
50
85
45
61
30
29
29
32
17
50
50
52
50
50
50
50
53
27
70
61
51.5
49
0.006351
AAAGY
2002-08-02T00:00:00
50
78
50
50
85
41
40
20
26
26
32
17
50
50
52
50
50
50
50
38
27
70
61
51.5
49
0.030739
AAAGY
2002-08-09T00:00:00
50
78
50
50
85
36
27
6
37
37
25
17
50
50
52
50
50
50
50
29
27
70
61
51.5
49
0.091904
AAAGY
2002-08-16T00:00:00
50
78
50
50
85
53
61
36
31
31
3
17
50
50
52
50
50
50
50
57
27
70
61
51.5
49
-0.014227
AAAGY
2002-08-23T00:00:00
50
78
50
50
85
76
90
62
27
27
5
17
50
50
52
50
50
50
50
86
27
70
61
51.5
49
-0.023124
AAAGY
2002-08-30T00:00:00
50
78
50
50
85
80
95
78
28
28
27
17
50
50
52
50
50
50
50
91
27
70
61
51.5
49
-0.043352
AAAGY
2002-09-06T00:00:00
50
78
50
50
85
72
71
95
41
41
26
17
50
50
52
50
50
50
50
74
27
70
61
51.5
49
-0.124676
AAAGY
2002-09-13T00:00:00
50
78
50
50
85
72
66
94
39
39
9
17
50
50
52
50
50
50
50
71
27
70
61
51.5
49
-0.052415
AAAGY
2002-09-20T00:00:00
50
78
50
50
85
78
78
69
36
36
4
17
50
50
52
50
50
50
50
81
27
70
61
51.5
49
-0.004893
AAAGY
2002-09-27T00:00:00
50
78
50
50
85
83
84
77
36
36
7
17
50
50
52
50
50
50
50
87
27
70
61
51.5
49
-0.057566
AAAGY
2002-10-04T00:00:00
50
78
50
50
85
97
97
65
33
33
15
17
50
50
52
50
50
50
50
99
27
70
61
51.5
49
-0.031809
AAAGY
2002-10-11T00:00:00
50
78
50
50
85
91
84
50
32
32
7
17
50
50
52
50
50
50
50
92
27
70
61
51.5
49
0.017213
AAAGY
2002-10-18T00:00:00
50
78
50
50
85
79
57
3
64
64
3
17
50
50
52
50
50
50
50
71
27
70
61
51.5
49
0.236463
AAAGY
2002-10-25T00:00:00
50
78
50
50
85
63
34
13
61
61
2
17
50
50
52
50
50
50
50
47
27
70
61
51.5
49
0.01797
AAAGY
2002-11-01T00:00:00
50
78
50
50
85
34
9
39
59
59
40
17
50
50
52
50
50
50
50
18
27
70
61
51.5
49
-0.0166
AAAGY
2002-11-08T00:00:00
50
78
50
50
85
28
11
19
58
58
6
17
50
50
52
50
50
50
50
16
27
70
61
51.5
49
0.059914
AAAGY
2002-11-15T00:00:00
50
78
50
50
85
37
22
52
54
54
10
17
50
50
52
50
50
50
50
27
27
70
61
51.5
49
-0.025236
AAAGY
2002-11-22T00:00:00
50
78
50
50
85
34
24
78
52
52
17
17
50
50
52
50
50
50
50
26
27
70
61
51.5
49
-0.046657
AAAGY
2002-11-29T00:00:00
50
78
50
50
85
36
29
92
51
51
3
17
50
50
52
50
50
50
50
30
27
70
61
51.5
49
-0.018888
AAAGY
2002-12-06T00:00:00
50
78
50
50
85
42
38
70
48
48
23
17
50
50
52
50
50
50
50
38
27
70
61
51.5
49
0.003321
AAAGY
2002-12-13T00:00:00
50
78
50
50
85
89
92
31
47
47
2
17
50
50
52
50
50
50
50
94
27
70
61
51.5
49
0.018146
AAAGY
2002-12-20T00:00:00
50
78
50
50
85
90
91
63
47
47
22
17
50
50
52
50
50
50
50
95
27
70
61
51.5
49
-0.023904
AAAGY
2002-12-27T00:00:00
50
78
50
50
85
77
75
30
32
32
4
17
50
50
52
50
50
50
50
83
27
70
61
51.5
49
0.022022
AAAGY
2003-01-03T00:00:00
50
52
50
50
85
92
85
61
30
30
8
14
50
50
52
50
50
50
50
94
27
70
61
51.5
49
0.001268
AAAGY
2003-01-10T00:00:00
50
54
50
50
85
81
66
69
29
29
2
14
50
50
52
50
50
50
50
81
27
70
61
51.5
49
-0.01278
AAAGY
2003-01-17T00:00:00
50
53
50
50
85
51
31
51
24
24
6
14
50
50
52
50
50
50
50
36
27
70
61
51.5
49
0.003969
AAAGY
2003-01-24T00:00:00
50
52
50
50
85
36
15
68
24
24
14
14
50
50
52
50
50
50
50
19
27
70
61
51.5
49
-0.041418
AAAGY
2003-01-31T00:00:00
50
53
50
50
85
44
22
82
25
25
30
14
50
50
52
50
50
50
50
28
87
85
44
51.5
49
-0.049616
AAAGY
2003-02-07T00:00:00
50
54
50
50
100
60
50
66
23
23
17
14
50
50
52
50
50
50
50
55
87
85
43
51.5
49
-0.013953
AAAGY
2003-02-14T00:00:00
50
54
50
50
99
47
38
73
21
21
19
14
50
50
52
50
50
50
50
40
88
86
39
51.5
49
-0.023426
AAAGY
2003-02-21T00:00:00
50
55
50
50
99
58
63
50
22
22
15
14
50
50
52
50
50
50
50
61
87
90
37
51.5
49
0.023988
AAAGY
2003-02-28T00:00:00
50
53
50
50
100
49
48
37
22
22
10
14
50
50
52
50
50
50
50
46
86
88
40
51.5
49
0.012932
AAAGY
2003-03-07T00:00:00
50
50
50
50
100
37
38
13
24
24
15
13
50
50
52
50
50
50
50
33
83
70
38
51.5
49
0.035425
AAAGY
2003-03-14T00:00:00
50
49
50
50
70
44
52
14
23
23
37
13
50
50
52
50
50
50
50
47
84
72
40
51.5
49
0.016268