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
⌀
A
2003-09-26T00:00:00
5
49
34
25
89
67
73
90
59
59
16
6
82
19
54
46
24
75
89
73
30
6
63
56
74
-0.106251
A
2003-10-03T00:00:00
5
49
32
25
90
59
52
86
58
58
14
6
82
20
69
46
24
75
89
56
37
7
62
56
73
0.027727
A
2003-10-10T00:00:00
5
49
37
25
86
68
73
58
57
57
21
5
82
17
70
46
24
75
89
74
37
7
64
57
73
0.030396
A
2003-10-17T00:00:00
5
47
47
25
64
77
92
45
56
56
22
5
82
11
62
47
24
75
89
88
24
12
62
89
71
0.011813
A
2003-10-24T00:00:00
5
48
45
25
73
73
84
73
55
55
21
6
82
12
60
47
24
75
89
81
14
9
37
86
62
-0.037963
A
2003-10-31T00:00:00
5
48
35
25
89
75
86
27
54
54
19
5
82
18
51
46
24
75
89
84
8
4
41
86
69
0.080199
A
2003-11-07T00:00:00
5
47
34
25
91
71
75
13
56
56
3
5
82
19
55
46
24
75
89
77
8
4
43
84
66
0.076281
A
2003-11-14T00:00:00
4
46
34
23
91
66
62
23
54
54
3
5
81
38
44
47
24
75
89
67
8
5
40
85
66
-0.007814
A
2003-11-21T00:00:00
5
45
45
23
71
50
23
12
52
52
10
5
81
29
25
47
25
75
89
34
12
5
44
81
68
0.021781
A
2003-11-28T00:00:00
5
46
38
23
87
52
18
17
52
52
5
5
81
33
26
46
25
75
89
32
15
2
17
83
80
0.040104
A
2003-12-05T00:00:00
5
46
44
23
74
57
34
67
50
50
10
5
81
27
43
47
25
75
89
45
13
4
7
84
80
-0.04811
A
2003-12-12T00:00:00
5
47
31
23
92
63
42
52
49
49
1
5
81
39
41
46
24
75
89
54
11
3
7
84
80
0.012225
A
2003-12-19T00:00:00
4
46
33
24
91
54
27
31
48
48
3
5
81
37
39
47
24
75
89
39
16
2
8
79
79
0.027159
A
2003-12-26T00:00:00
32
47
36
75
89
66
64
47
48
48
36
5
81
31
32
96
24
96
86
68
12
3
10
81
78
-0.001404
A
2004-01-02T00:00:00
32
46
39
74
86
75
83
30
46
46
40
5
81
29
27
96
24
96
86
82
10
5
16
82
74
0.030402
A
2004-01-09T00:00:00
32
44
44
74
72
75
80
13
54
54
48
5
81
24
20
96
24
96
86
81
22
3
10
69
84
0.112848
A
2004-01-16T00:00:00
32
43
37
75
88
79
88
12
50
50
38
5
84
25
21
96
24
96
87
87
22
2
6
65
76
0.068659
A
2004-01-23T00:00:00
32
45
42
75
81
79
87
39
51
51
40
5
84
22
31
2
24
96
92
87
22
3
6
60
76
-0.023663
A
2004-01-30T00:00:00
32
41
41
74
79
70
52
5
53
53
40
4
85
23
34
2
24
95
92
64
38
6
6
61
64
0.102282
A
2004-02-06T00:00:00
32
41
42
74
78
71
56
17
53
53
40
4
85
22
76
2
24
95
92
67
38
8
9
66
58
-0.000267
A
2004-02-13T00:00:00
31
41
45
74
64
75
69
22
50
50
71
4
84
21
68
2
25
95
92
76
40
5
9
67
62
0.00622
A
2004-02-20T00:00:00
31
42
45
74
62
73
59
78
55
55
71
4
84
21
74
2
24
96
91
70
42
3
14
68
66
-0.054753
A
2004-02-27T00:00:00
31
43
39
74
84
78
69
82
56
56
60
5
84
26
74
2
24
96
91
78
47
2
8
65
70
-0.024525
A
2004-03-05T00:00:00
42
46
44
35
62
85
89
65
54
54
75
5
85
38
72
81
22
97
90
90
51
2
9
65
70
0.01815
A
2004-03-12T00:00:00
42
48
32
34
91
87
91
92
59
59
58
5
85
40
76
82
22
97
90
91
34
1
9
75
66
-0.090777
A
2004-03-19T00:00:00
42
49
32
35
90
84
81
89
56
56
66
5
85
43
76
82
22
97
90
86
33
1
10
56
31
-0.034763
A
2004-03-26T00:00:00
43
48
37
35
85
93
96
73
55
55
74
5
85
43
73
83
23
97
88
96
33
1
9
62
25
0.007878
A
2004-04-02T00:00:00
43
48
35
35
88
93
94
47
50
50
73
5
85
45
72
84
23
97
88
96
34
1
9
61
25
0.049665
A
2004-04-09T00:00:00
43
49
37
35
86
91
89
63
45
45
74
5
85
44
78
84
23
97
88
93
35
1
9
61
25
-0.015147
A
2004-04-16T00:00:00
43
50
30
34
92
88
58
84
45
45
59
5
85
40
79
84
23
97
88
77
36
2
5
54
24
-0.053444
A
2004-04-23T00:00:00
43
51
32
34
91
84
38
84
43
43
62
5
85
40
78
84
23
97
88
64
41
2
6
52
23
-0.020867
A
2004-04-30T00:00:00
43
52
30
35
93
82
45
84
45
45
58
5
85
41
82
84
23
97
88
67
28
2
13
43
48
-0.084416
A
2004-05-07T00:00:00
42
52
36
37
87
68
16
79
43
43
71
5
85
43
84
79
23
97
89
40
26
2
13
40
48
-0.025944
A
2004-05-14T00:00:00
43
51
33
40
91
61
18
78
41
41
68
6
86
59
86
79
24
97
93
38
24
2
12
38
42
-0.02732
A
2004-05-21T00:00:00
43
52
37
41
85
64
23
89
38
38
73
6
86
60
88
80
24
97
94
42
23
2
8
29
40
-0.047281
A
2004-05-28T00:00:00
43
53
34
41
89
68
36
60
44
44
69
6
87
61
87
79
24
97
94
53
19
2
7
23
37
0.054127
A
2004-06-04T00:00:00
52
55
38
66
82
63
34
80
43
43
77
6
86
57
86
74
24
97
93
49
22
3
4
27
26
-0.018666
A
2004-06-11T00:00:00
52
54
33
67
90
53
21
21
45
45
81
6
92
57
87
74
24
97
93
35
22
2
4
24
28
0.042781
A
2004-06-18T00:00:00
52
54
41
67
74
47
16
55
43
43
86
6
92
57
87
94
24
97
93
29
21
2
6
23
29
-0.015564
A
2004-06-25T00:00:00
51
51
32
67
90
29
15
4
58
58
81
5
93
57
82
94
24
96
93
19
21
1
31
13
49
0.139822
A
2004-07-02T00:00:00
51
52
44
67
60
28
16
37
58
58
88
5
93
57
84
94
24
96
93
19
21
1
29
14
55
-0.042055
A
2004-07-09T00:00:00
51
53
40
67
76
28
17
61
59
59
85
5
93
56
83
94
24
96
93
19
23
1
35
12
58
-0.050562
A
2004-07-16T00:00:00
51
54
31
67
92
21
12
80
59
59
78
6
93
51
84
94
24
96
93
14
28
1
32
14
56
-0.056976
A
2004-07-23T00:00:00
52
55
34
67
89
23
18
87
59
59
80
6
93
51
82
94
24
97
93
17
26
1
32
14
55
-0.069151
A
2004-07-30T00:00:00
51
55
38
66
83
23
16
76
56
56
82
6
93
51
83
94
24
97
93
16
21
1
28
19
56
0.010563
A
2004-08-06T00:00:00
51
55
36
65
86
31
47
85
57
57
81
6
93
54
83
93
24
97
93
36
20
1
24
21
55
-0.082313
A
2004-08-13T00:00:00
50
56
40
63
74
28
38
88
56
56
85
7
93
57
81
94
24
97
93
30
19
1
34
19
59
-0.060847
A
2004-08-20T00:00:00
49
56
35
64
87
64
88
54
59
59
79
6
93
57
72
94
24
97
93
79
19
1
27
19
66
0.081864
A
2004-08-27T00:00:00
50
56
35
64
87
51
75
83
58
58
79
7
93
60
74
94
24
97
93
65
20
2
27
28
67
-0.025223
A
2004-09-03T00:00:00
49
20
34
37
87
40
44
94
52
52
50
7
85
51
76
94
22
98
94
40
20
3
21
25
69
-0.058712
A
2004-09-10T00:00:00
47
16
36
37
84
35
27
24
62
62
30
6
90
51
73
96
22
98
94
29
20
3
37
16
78
0.114943
A
2004-09-17T00:00:00
47
16
39
36
72
28
18
30
60
60
35
6
90
51
71
98
22
98
94
21
15
7
51
25
64
0.008363
A
2004-09-24T00:00:00
47
17
36
36
82
27
21
65
60
60
30
7
90
51
83
98
22
98
94
21
16
10
55
27
83
-0.047187
A
2004-10-01T00:00:00
47
15
44
36
53
24
17
38
60
60
41
6
90
51
79
97
22
98
95
18
16
11
57
40
81
0.05365
A
2004-10-08T00:00:00
47
18
35
36
87
21
14
74
60
60
26
7
90
51
80
98
22
98
95
16
9
13
63
31
98
-0.033115
A
2004-10-15T00:00:00
47
16
38
36
79
24
23
18
58
58
29
6
90
50
73
97
22
98
94
20
10
15
64
30
97
0.02519
A
2004-10-22T00:00:00
46
15
34
36
88
19
16
13
57
57
27
6
90
49
68
97
22
97
94
14
10
18
63
30
87
0.04871
A
2004-10-29T00:00:00
46
14
35
36
86
16
9
12
56
56
28
6
90
49
54
98
22
97
94
10
9
22
60
33
82
0.048572
A
2004-11-05T00:00:00
46
14
35
36
87
24
53
36
53
53
10
6
91
73
43
97
22
97
94
35
7
29
59
34
81
0.005945
A
2004-11-12T00:00:00
49
18
40
35
77
25
57
95
60
60
13
7
92
73
58
97
22
98
94
38
13
36
71
37
80
-0.104306
A
2004-11-19T00:00:00
49
16
44
35
57
19
28
73
56
56
18
7
92
71
42
97
22
98
94
19
16
51
68
25
84
0.024364
A
2004-11-26T00:00:00
49
18
42
35
69
24
53
85
55
55
15
7
92
71
54
97
22
98
94
36
17
51
73
26
84
0.001274
A
2004-12-03T00:00:00
48
17
30
35
91
20
30
32
53
53
6
7
91
69
44
97
22
98
94
22
20
52
72
23
83
0.045387
A
2004-12-10T00:00:00
48
17
41
36
72
26
64
61
52
52
15
7
92
69
47
97
22
98
94
44
20
56
73
21
81
-0.021505
A
2004-12-17T00:00:00
49
18
31
35
91
38
77
59
50
50
7
7
92
69
44
93
22
98
94
59
20
57
73
20
81
0.005529
A
2004-12-24T00:00:00
40
22
38
91
80
46
82
56
48
48
14
7
88
68
44
97
21
96
94
66
19
51
74
23
80
0.006255
A
2004-12-31T00:00:00
40
24
32
91
91
41
73
60
47
47
9
7
89
67
41
97
21
96
94
58
17
51
73
18
81
0.005464
A
2005-01-07T00:00:00
40
23
41
91
72
16
11
72
46
46
17
7
89
64
34
97
21
96
94
11
20
53
71
24
83
-0.057677
A
2005-01-14T00:00:00
41
25
37
91
83
19
21
87
46
46
15
7
89
60
33
97
21
96
94
16
22
52
74
22
81
-0.029126
A
2005-01-21T00:00:00
41
26
32
91
91
18
19
76
38
38
20
7
87
59
33
97
21
96
94
15
17
53
74
22
83
-0.011287
A
2005-01-28T00:00:00
41
26
42
91
70
24
43
75
36
36
38
7
87
59
26
97
21
96
94
30
17
51
80
27
86
-0.008712
A
2005-02-04T00:00:00
40
25
42
91
68
21
37
49
38
38
40
7
87
65
22
97
21
96
95
25
17
46
83
27
85
0.038867
A
2005-02-11T00:00:00
40
21
43
90
64
20
37
15
41
41
42
7
88
66
17
97
21
96
95
24
11
43
84
40
79
0.05652
A
2005-02-18T00:00:00
39
21
43
90
64
21
40
28
40
40
41
7
87
66
21
97
21
96
95
27
12
55
84
43
77
-0.006281
A
2005-02-25T00:00:00
39
22
37
90
83
18
33
35
39
39
29
7
87
67
20
96
21
96
95
21
13
56
85
42
76
-0.000834
A
2005-03-04T00:00:00
39
21
43
90
63
16
26
29
37
37
26
7
82
67
20
96
21
96
95
16
23
78
58
68
49
0.023776
A
2005-03-11T00:00:00
47
24
43
52
61
14
14
57
38
38
40
7
83
50
19
90
19
97
82
11
22
78
61
68
53
-0.031984
A
2005-03-18T00:00:00
47
28
31
51
92
15
18
77
39
39
29
7
83
53
24
91
19
97
81
14
21
74
51
66
51
-0.042371
A
2005-03-25T00:00:00
47
27
29
51
93
15
20
46
37
37
25
7
83
54
21
91
19
97
80
14
26
76
53
59
59
0.011574
A
2005-04-01T00:00:00
47
25
40
50
71
17
32
71
37
37
42
7
84
54
25
92
19
97
79
22
31
78
53
61
61
-0.023825
A
2005-04-08T00:00:00
48
27
42
50
67
31
67
81
37
37
43
7
84
52
27
92
19
97
79
48
39
76
53
63
57
-0.031751
A
2005-04-15T00:00:00
48
28
36
49
84
31
65
73
35
35
33
7
84
47
24
92
19
97
79
49
47
74
65
57
57
-0.045357
A
2005-04-22T00:00:00
48
27
38
49
81
31
68
42
34
34
34
7
84
47
27
92
19
97
79
50
71
70
63
64
42
0.03427
A
2005-04-29T00:00:00
48
27
39
49
79
36
71
52
32
32
35
7
84
47
31
92
19
97
80
54
78
67
83
66
28
-0.016606
A
2005-05-06T00:00:00
48
25
40
52
74
31
56
31
34
34
38
7
84
52
29
92
19
97
80
42
74
60
87
59
32
0.036219
A
2005-05-13T00:00:00
49
23
31
57
92
23
31
18
32
32
27
7
86
57
19
93
19
97
84
23
78
48
94
57
29
0.022769
A
2005-05-20T00:00:00
49
21
30
58
94
29
47
9
37
37
22
7
86
58
18
93
19
97
85
35
89
41
50
76
8
0.064552
A
2005-05-27T00:00:00
49
21
31
58
92
27
34
14
35
35
53
7
86
58
15
93
19
97
84
27
90
39
53
75
8
0.021332
A
2005-06-03T00:00:00
49
21
36
58
87
21
21
26
34
34
57
7
86
58
17
93
19
97
91
18
87
35
57
72
4
0.0063
A
2005-06-10T00:00:00
47
20
34
70
89
22
26
23
32
32
32
6
90
58
13
95
18
97
92
21
88
22
55
59
4
0.018306
A
2005-06-17T00:00:00
47
19
42
70
69
29
45
42
29
29
45
6
90
58
11
95
18
97
92
34
93
20
58
57
5
0.011026
A
2005-06-24T00:00:00
47
21
29
70
95
27
45
57
28
28
20
7
91
58
9
95
18
97
92
33
94
19
56
61
5
-0.025844
A
2005-07-01T00:00:00
48
23
33
70
92
32
59
88
31
31
28
7
90
58
12
95
18
97
91
44
96
16
43
57
13
-0.030262
A
2005-07-08T00:00:00
48
22
30
70
94
45
79
51
32
32
22
7
90
57
10
94
18
97
91
64
94
12
45
49
11
0.040162
A
2005-07-15T00:00:00
47
19
32
70
93
55
91
17
35
35
27
6
91
52
9
95
18
97
92
77
91
5
60
44
22
0.054218
A
2005-07-22T00:00:00
47
21
32
70
92
59
89
44
34
34
29
7
90
50
13
95
18
97
92
78
80
1
40
39
14
-0.00268
A
2005-07-29T00:00:00
46
20
35
69
90
61
83
27
31
31
33
6
90
52
12
95
19
97
92
75
78
1
42
37
17
0.0254
A
2005-08-05T00:00:00
45
19
34
68
91
63
84
45
29
29
32
6
90
54
15
94
18
97
91
77
78
1
41
38
19
-0.014101
A
2005-08-12T00:00:00
43
18
31
66
94
60
72
21
29
29
8
6
90
58
19
95
18
97
92
69
77
1
44
37
19
0.020821
A
2005-08-19T00:00:00
41
12
34
65
89
55
58
2
57
57
11
6
90
59
7
95
18
97
92
58
94
10
13
49
23
0.16057