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
⌀
AAAGY
2003-03-21T00:00:00
50
47
50
50
72
39
38
10
33
33
28
13
50
50
52
50
50
50
50
36
80
77
55
51.5
49
0.098139
AAAGY
2003-03-28T00:00:00
50
49
50
50
72
28
19
32
34
34
22
13
50
50
52
50
50
50
50
20
81
77
59
51.5
49
-0.031236
AAAGY
2003-04-04T00:00:00
50
49
50
50
80
36
27
19
32
32
6
13
50
50
52
50
50
50
50
29
83
77
57
51.5
49
0.037855
AAAGY
2003-04-11T00:00:00
50
47
50
50
78
34
25
15
29
29
9
12
50
50
52
50
50
50
50
27
85
74
57
51.5
49
0.031067
AAAGY
2003-04-18T00:00:00
50
49
50
50
77
39
32
65
30
30
17
13
50
50
52
50
50
50
50
33
88
80
57
51.5
49
-0.028512
AAAGY
2003-04-25T00:00:00
50
51
50
50
88
43
47
63
27
27
4
13
50
50
52
50
50
50
50
44
86
81
60
51.5
49
0.001436
AAAGY
2003-05-02T00:00:00
50
51
50
50
80
55
75
62
25
25
23
13
50
50
52
50
50
50
50
67
82
79
55
51.5
49
0.028906
AAAGY
2003-05-09T00:00:00
50
51
50
50
91
61
84
22
29
29
8
13
50
50
52
50
50
50
50
75
81
69
43
51.5
49
0.074303
AAAGY
2003-05-16T00:00:00
50
49
50
50
82
80
92
13
37
37
13
12
50
50
52
50
50
50
50
91
86
76
50
51.5
49
0.101541
AAAGY
2003-05-23T00:00:00
50
46
50
50
92
72
82
7
38
38
4
11
50
50
15
50
50
50
50
81
75
78
54
51.5
49
0.089402
AAAGY
2003-05-30T00:00:00
50
50
50
50
92
77
85
50
41
41
4
12
50
50
22
50
50
50
50
86
77
86
66
51.5
49
-0.035671
AAAGY
2003-06-06T00:00:00
50
49
50
50
91
80
88
35
38
38
6
12
50
50
26
50
50
50
50
88
84
88
73
51.5
49
0.040219
AAAGY
2003-06-13T00:00:00
50
48
50
50
89
63
56
28
36
36
8
12
50
50
27
50
50
50
50
61
82
90
73
51.5
49
0.02875
AAAGY
2003-06-20T00:00:00
50
49
50
50
77
58
50
62
40
40
16
12
50
50
30
50
50
50
50
55
83
90
79
51.5
49
-0.03398
AAAGY
2003-06-27T00:00:00
50
51
50
50
78
57
46
88
43
43
16
12
50
50
31
50
50
50
50
52
69
84
83
51.5
49
-0.056731
AAAGY
2003-07-04T00:00:00
50
51
50
50
87
76
74
57
43
43
10
12
50
50
28
50
50
50
50
80
72
89
83
51.5
49
0.04474
AAAGY
2003-07-11T00:00:00
50
55
50
50
94
90
87
94
46
46
1
13
50
50
37
50
50
50
50
92
80
93
89
51.5
49
-0.048677
AAAGY
2003-07-18T00:00:00
50
55
50
50
86
95
92
87
44
44
11
13
50
50
37
50
50
50
50
96
78
94
85
51.5
49
-0.025677
AAAGY
2003-07-25T00:00:00
50
51
50
50
69
89
77
30
45
45
28
12
50
50
27
50
50
50
50
87
65
90
86
51.5
49
0.08452
AAAGY
2003-08-01T00:00:00
50
55
50
50
91
89
76
72
43
43
2
13
50
50
28
50
50
50
50
86
34
87
75
51.5
49
-0.049694
AAAGY
2003-08-08T00:00:00
50
57
50
50
78
90
81
92
47
47
10
13
50
50
41
50
50
50
50
89
45
75
82
51.5
49
-0.090809
AAAGY
2003-08-15T00:00:00
50
58
50
50
87
84
59
74
47
47
4
13
50
50
45
50
50
50
50
76
39
71
82
51.5
49
0.046012
AAAGY
2003-08-22T00:00:00
50
62
50
50
66
66
27
98
51
51
23
14
50
50
67
50
50
50
50
46
47
83
88
51.5
49
-0.102606
AAAGY
2003-08-29T00:00:00
50
63
50
50
75
73
43
93
50
50
10
15
50
50
73
50
50
50
50
59
46
85
87
51.5
49
0.005452
AAAGY
2003-09-05T00:00:00
50
63
50
50
88
49
15
57
51
51
4
14
50
50
86
50
50
50
50
30
44
85
86
51.5
49
0.059168
AAAGY
2003-09-12T00:00:00
50
57
50
50
71
44
13
14
56
56
15
13
50
50
86
50
50
50
50
25
31
85
91
6
25
0.115628
AAAGY
2003-09-19T00:00:00
50
59
50
50
67
71
59
48
56
56
23
14
50
50
89
50
50
50
50
68
50
87
90
11
25
-0.033897
AAAGY
2003-09-26T00:00:00
50
58
50
50
90
57
31
9
54
54
2
13
50
50
83
50
50
50
50
43
63
89
91
13
22
0.041859
AAAGY
2003-10-03T00:00:00
50
56
50
50
69
30
12
22
51
51
19
13
50
50
85
50
50
50
50
17
69
90
91
12
21
0.030246
AAAGY
2003-10-10T00:00:00
50
60
50
50
91
37
20
52
50
50
3
13
50
50
86
50
50
50
50
25
76
95
98
10
19
-0.019411
AAAGY
2003-10-17T00:00:00
50
60
50
50
82
12
4
58
48
48
12
13
50
50
70
50
50
50
50
6
76
95
98
9
19
0.001117
AAAGY
2003-10-24T00:00:00
50
58
50
50
68
11
3
58
47
47
36
13
50
50
75
50
50
50
50
5
79
96
99
10
20
-0.00915
AAAGY
2003-10-31T00:00:00
50
60
50
50
89
16
14
47
40
40
7
13
50
50
73
50
50
50
50
11
78
96
99
9
20
0.022388
AAAGY
2003-11-07T00:00:00
50
65
50
50
94
53
67
93
43
43
1
14
50
50
72
50
50
50
50
62
81
95
99
12
21
-0.060319
AAAGY
2003-11-14T00:00:00
50
63
50
50
87
34
48
71
41
41
7
14
50
50
80
50
50
50
50
40
80
93
98
14
23
0.012332
AAAGY
2003-11-21T00:00:00
50
62
50
50
87
62
77
63
33
33
7
14
50
50
79
50
50
50
50
74
77
92
98
15
20
-0.005836
AAAGY
2003-11-28T00:00:00
50
64
50
50
90
61
79
59
32
32
4
14
50
50
78
50
50
50
50
73
86
89
97
15
30
0.015421
AAAGY
2003-12-05T00:00:00
50
65
50
50
87
50
57
81
31
31
8
14
50
50
77
50
50
50
50
54
84
90
95
16
30
-0.029089
AAAGY
2003-12-12T00:00:00
50
64
50
50
72
48
52
75
26
26
15
15
50
50
82
50
50
50
50
50
81
88
97
17
27
-0.003592
AAAGY
2003-12-19T00:00:00
50
64
50
50
85
50
48
43
26
26
8
14
50
50
68
50
50
50
50
49
78
89
96
16
28
0.018307
AAAGY
2003-12-26T00:00:00
50
66
50
50
79
49
53
78
26
26
11
15
50
50
73
50
50
50
50
52
83
85
94
15
31
-0.016767
AAAGY
2004-01-02T00:00:00
50
66
50
50
92
27
10
41
29
29
3
14
50
50
76
50
50
50
50
15
85
87
94
16
32
0.031879
AAAGY
2004-01-09T00:00:00
50
66
50
50
68
31
19
55
27
27
20
15
50
50
79
50
50
50
50
21
84
86
94
17
29
0.011568
AAAGY
2004-01-16T00:00:00
50
69
50
50
86
33
31
88
26
26
12
15
50
50
80
50
50
50
50
28
85
91
98
23
52
-0.036259
AAAGY
2004-01-23T00:00:00
50
69
50
50
71
30
28
87
25
25
25
15
50
50
79
50
50
50
50
26
88
95
100
34
42
-0.004238
AAAGY
2004-01-30T00:00:00
50
70
50
50
82
22
23
85
25
25
14
15
50
50
79
50
50
50
50
18
85
91
100
37
43
-0.034095
AAAGY
2004-02-06T00:00:00
50
68
50
50
92
19
26
24
32
32
5
15
50
50
72
50
50
50
50
17
87
93
99
32
53
0.059973
AAAGY
2004-02-13T00:00:00
50
67
50
50
69
23
46
47
30
30
25
15
50
50
78
50
50
50
50
31
86
91
99
32
57
-0.003325
AAAGY
2004-02-20T00:00:00
50
68
50
50
89
19
22
44
29
29
9
15
50
50
70
50
50
50
50
16
88
90
99
33
58
-0.005005
AAAGY
2004-02-27T00:00:00
50
67
50
50
67
24
42
21
30
30
32
15
50
50
65
50
50
50
50
29
85
94
99
35
52
0.036887
AAAGY
2004-03-05T00:00:00
50
66
50
50
86
23
37
13
32
32
10
14
50
50
52
50
50
50
50
27
78
93
98
37
56
0.053272
AAAGY
2004-03-12T00:00:00
50
66
50
50
84
11
10
31
33
33
13
14
50
50
54
50
50
50
50
7
73
88
98
46
61
-0.03288
AAAGY
2004-03-19T00:00:00
50
66
50
50
87
9
10
38
32
32
10
14
50
50
47
50
50
50
50
6
64
86
94
75
97
-0.007011
AAAGY
2004-03-26T00:00:00
50
65
50
50
64
8
9
70
32
32
31
15
50
50
53
50
50
50
50
5
66
84
94
81
97
-0.029753
AAAGY
2004-04-02T00:00:00
50
69
50
50
91
17
50
63
30
30
7
15
50
50
48
50
50
50
50
31
70
87
93
65
98
0.024074
AAAGY
2004-04-09T00:00:00
50
69
50
50
93
19
42
73
28
28
7
15
50
50
40
50
50
50
50
28
76
84
97
62
97
-0.012246
AAAGY
2004-04-16T00:00:00
50
65
50
50
81
21
45
21
28
28
28
14
50
50
37
50
50
50
50
30
76
90
95
63
97
0.039138
AAAGY
2004-04-23T00:00:00
50
72
50
50
70
31
70
41
26
26
43
15
50
50
37
50
50
50
50
51
79
92
93
53
98
-0.006923
AAAGY
2004-04-30T00:00:00
50
73
50
50
98
46
79
17
23
23
1
14
50
50
31
50
50
50
50
66
83
86
82
66
87
0.002368
AAAGY
2004-05-07T00:00:00
50
70
50
50
82
41
74
50
25
25
23
14
50
50
20
50
50
50
50
60
80
84
84
56
86
-0.036219
AAAGY
2004-05-14T00:00:00
50
71
50
50
95
43
69
32
21
21
6
14
50
50
10
50
50
50
50
58
82
86
84
56
83
0.002133
AAAGY
2004-05-21T00:00:00
50
68
50
50
71
29
47
16
22
22
21
14
50
50
7
50
50
50
50
36
88
85
88
92
86
0.029665
AAAGY
2004-05-28T00:00:00
50
70
50
50
97
26
41
29
20
20
2
14
50
50
8
50
50
50
50
31
73
82
84
82
83
0.029954
AAAGY
2004-06-04T00:00:00
50
70
50
50
96
25
34
37
19
19
4
14
50
50
8
50
50
50
50
27
65
80
89
77
93
-0.002434
AAAGY
2004-06-11T00:00:00
50
74
50
50
98
46
72
83
23
23
1
14
50
50
8
50
50
50
50
62
68
87
90
81
91
-0.034548
AAAGY
2004-06-18T00:00:00
50
71
50
50
75
42
61
75
22
22
19
15
50
50
10
50
50
50
50
53
65
85
90
89
93
-0.01552
AAAGY
2004-06-25T00:00:00
50
73
50
50
77
61
80
90
22
22
19
15
50
50
13
50
50
50
50
74
69
89
80
94
88
-0.034051
AAAGY
2004-07-02T00:00:00
50
76
50
50
97
55
65
65
22
22
1
15
50
50
14
50
50
50
50
62
70
90
81
93
92
0.016273
AAAGY
2004-07-09T00:00:00
50
72
50
50
68
58
73
78
24
24
24
15
50
50
22
50
50
50
50
69
71
89
86
94
94
-0.037532
AAAGY
2004-07-16T00:00:00
50
74
50
50
83
62
87
70
23
23
16
15
50
50
23
50
50
50
50
79
63
87
83
94
95
-0.023502
AAAGY
2004-07-23T00:00:00
50
76
50
50
95
65
82
72
22
22
5
15
50
50
16
50
50
50
50
77
61
87
83
94
93
-0.035003
AAAGY
2004-07-30T00:00:00
50
75
50
50
72
60
77
77
19
19
23
16
50
50
28
50
50
50
50
72
61
86
83
95
93
-0.006222
AAAGY
2004-08-06T00:00:00
50
77
50
50
97
46
36
59
16
16
2
16
50
50
41
50
50
50
50
39
60
87
80
95
93
-0.031358
AAAGY
2004-08-13T00:00:00
50
73
50
50
80
42
33
23
22
22
16
15
50
50
42
50
50
50
50
35
69
83
76
96
88
0.034686
AAAGY
2004-08-20T00:00:00
50
74
50
50
70
29
17
69
19
19
22
16
50
50
63
50
50
50
50
20
71
84
81
96
82
-0.005689
AAAGY
2004-08-27T00:00:00
50
78
50
50
94
35
26
72
18
18
5
16
50
50
67
50
50
50
50
28
71
86
81
99
83
-0.007356
AAAGY
2004-09-03T00:00:00
50
76
50
50
88
32
24
52
19
19
12
16
50
50
59
50
50
50
50
25
70
84
85
100
82
0.022437
AAAGY
2004-09-10T00:00:00
50
74
50
50
73
32
27
40
19
19
21
16
50
50
44
50
50
50
50
27
70
79
80
99
82
0.01812
AAAGY
2004-09-17T00:00:00
50
76
50
50
94
31
29
28
18
18
6
15
50
50
52
50
50
50
50
27
69
84
75
98
85
0.021554
AAAGY
2004-09-24T00:00:00
50
72
50
50
75
27
24
29
16
16
20
15
50
50
32
50
50
50
50
23
65
74
68
98
61
0.008517
AAAGY
2004-10-01T00:00:00
50
73
50
50
74
30
35
45
12
12
21
15
50
50
39
50
50
50
50
30
64
68
68
98
63
0.010893
AAAGY
2004-10-08T00:00:00
50
72
50
50
69
39
56
41
12
12
32
15
50
50
37
50
50
50
50
46
65
66
65
99
50
-0.002184
AAAGY
2004-10-15T00:00:00
50
72
50
50
70
30
34
26
9
9
39
15
50
50
38
50
50
50
50
29
63
57
65
99
44
0.011132
AAAGY
2004-10-22T00:00:00
50
76
50
50
77
26
28
80
17
17
32
16
50
50
41
50
50
50
50
23
65
52
68
99
75
-0.052552
AAAGY
2004-10-29T00:00:00
50
79
50
50
72
30
40
97
34
34
37
17
50
50
65
50
50
50
50
32
60
51
67
88
67
-0.096087
AAAGY
2004-11-05T00:00:00
50
79
50
50
74
31
47
73
36
36
31
17
50
50
67
50
50
50
50
36
66
23
73
89
76
0.059221
AAAGY
2004-11-12T00:00:00
50
79
50
50
72
35
60
63
35
35
25
17
50
50
67
50
50
50
50
46
66
21
79
89
43
0.028214
AAAGY
2004-11-19T00:00:00
50
80
50
50
94
43
65
62
33
33
7
17
50
50
64
50
50
50
50
55
68
22
81
87
45
-0.01599
AAAGY
2004-11-26T00:00:00
50
79
50
50
73
41
56
59
32
32
23
17
50
50
61
50
50
50
50
48
68
22
82
87
46
0.020658
AAAGY
2004-12-03T00:00:00
50
81
50
50
94
43
60
64
30
30
7
17
50
50
69
50
50
50
50
52
64
22
79
88
45
0.002361
AAAGY
2004-12-10T00:00:00
50
80
50
50
85
46
70
44
28
28
16
17
50
50
70
50
50
50
50
60
66
22
79
87
47
-0.002706
AAAGY
2004-12-17T00:00:00
50
82
50
50
98
31
30
54
27
27
2
17
50
50
66
50
50
50
50
27
66
22
80
86
47
0.00633
AAAGY
2004-12-24T00:00:00
50
78
50
50
95
14
7
7
41
41
6
16
50
50
49
50
50
50
50
8
63
34
73
81
70
0.0998
AAAGY
2004-12-31T00:00:00
50
76
50
50
83
18
14
11
39
39
18
16
50
50
44
50
50
50
50
13
59
33
74
76
72
0.030278
AAAGY
2005-01-07T00:00:00
50
77
50
50
70
19
22
49
39
39
31
16
50
50
54
50
50
50
50
17
43
23
71
76
67
-0.070982
AAAGY
2005-01-14T00:00:00
50
79
50
50
95
17
20
63
38
38
7
16
50
50
68
50
50
50
50
15
46
23
71
84
68
-0.009201
AAAGY
2005-01-21T00:00:00
50
81
50
50
98
18
27
66
37
37
1
16
50
50
66
50
50
50
50
19
27
18
68
81
64
-0.016371
AAAGY
2005-01-28T00:00:00
50
78
50
50
84
18
27
25
36
36
26
16
50
50
48
50
50
50
50
18
28
23
65
77
54
0.028225
AAAGY
2005-02-04T00:00:00
50
79
50
50
87
20
42
60
32
32
24
16
50
50
49
50
50
50
50
27
28
30
67
81
59
0.005443
AAAGY
2005-02-11T00:00:00
50
80
50
50
98
21
37
36
32
32
1
16
50
50
54
50
50
50
50
25
25
29
67
86
56
0.017464