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
2005-02-18T00:00:00
50
79
50
50
92
44
84
50
31
31
13
16
50
50
47
50
50
50
50
67
20
15
67
83
60
-0.00916
AAAGY
2005-02-25T00:00:00
50
78
50
50
97
49
85
15
33
33
2
16
50
50
30
50
50
50
50
71
24
15
66
83
62
0.046085
AAAGY
2005-03-04T00:00:00
50
77
50
50
95
34
60
22
26
26
6
16
50
50
27
50
50
50
50
45
17
7
82
76
77
0.017542
AAAGY
2005-03-11T00:00:00
50
76
50
50
69
33
48
28
24
24
37
16
50
50
28
50
50
50
50
38
17
7
81
75
73
-0.013116
AAAGY
2005-03-18T00:00:00
50
73
50
50
84
30
40
6
23
23
20
16
50
50
22
50
50
50
50
32
20
23
81
70
58
0.04996
AAAGY
2005-03-25T00:00:00
50
75
50
50
97
41
63
40
27
27
4
16
50
50
29
50
50
50
50
53
13
21
86
71
54
-0.036153
AAAGY
2005-04-01T00:00:00
50
74
50
50
82
36
44
37
25
25
19
16
50
50
24
50
50
50
50
39
14
23
87
72
55
-0.003162
AAAGY
2005-04-08T00:00:00
50
81
50
50
68
42
62
26
24
24
35
15
50
50
21
50
50
50
50
52
11
28
87
72
59
0.020312
AAAGY
2005-04-15T00:00:00
50
76
50
50
77
39
58
2
29
29
30
14
50
50
11
50
50
50
50
49
31
66
78
52
78
0.068748
AAAGY
2005-04-22T00:00:00
50
82
50
50
99
55
79
39
32
32
1
15
50
50
13
50
50
50
50
70
6
71
68
43
89
-0.042628
AAAGY
2005-04-29T00:00:00
50
81
50
50
85
57
81
68
34
34
24
15
50
50
13
50
50
50
50
72
7
59
56
48
90
-0.047438
AAAGY
2005-05-06T00:00:00
50
81
50
50
85
57
78
83
30
30
21
16
50
50
13
50
50
50
50
70
4
57
46
46
87
-0.016792
AAAGY
2005-05-13T00:00:00
50
83
50
50
96
71
94
84
31
31
3
16
50
50
14
50
50
50
50
86
4
64
47
57
85
-0.04592
AAAGY
2005-05-20T00:00:00
50
84
50
50
90
66
82
86
27
27
12
16
50
50
13
50
50
50
50
78
4
67
53
58
85
-0.002031
AAAGY
2005-05-27T00:00:00
50
82
50
50
85
66
78
41
31
31
15
16
50
50
16
50
50
50
50
75
4
61
66
54
85
0.051966
AAAGY
2005-06-03T00:00:00
50
85
50
50
91
71
83
91
34
34
10
16
50
50
22
50
50
50
50
81
3
70
67
61
78
-0.052324
AAAGY
2005-06-10T00:00:00
50
84
50
50
85
88
98
85
32
32
15
16
50
50
26
50
50
50
50
95
3
73
68
68
78
-0.012486
AAAGY
2005-06-17T00:00:00
50
84
50
50
68
80
86
78
31
31
24
16
50
50
33
50
50
50
50
87
3
73
68
67
78
0.013509
AAAGY
2005-06-24T00:00:00
50
84
50
50
80
68
52
74
26
26
16
17
50
50
49
50
50
50
50
61
3
73
67
68
79
-0.023432
AAAGY
2005-07-01T00:00:00
50
88
50
50
80
58
37
100
52
52
17
19
50
50
78
50
50
50
50
46
8
84
24
44
45
-0.159219
AAAGY
2005-07-08T00:00:00
50
87
50
50
79
47
28
85
56
56
18
19
50
50
74
50
50
50
50
35
15
82
29
60
41
0.051011
AAAGY
2005-07-15T00:00:00
50
87
50
50
66
40
23
86
55
55
28
19
50
50
82
50
50
50
50
28
15
88
20
54
44
0.000989
AAAGY
2005-07-22T00:00:00
50
86
50
50
68
54
44
47
54
54
28
19
50
50
79
50
50
50
50
49
15
89
20
58
46
0.025918
AAAGY
2005-07-29T00:00:00
50
87
50
50
87
35
16
46
53
53
17
19
50
50
83
50
50
50
50
21
15
88
17
59
46
0.015415
AAAGY
2005-08-05T00:00:00
50
86
50
50
86
31
15
14
55
55
17
17
50
50
70
50
50
50
50
19
21
88
24
68
26
0.079911
AAAGY
2005-08-12T00:00:00
50
86
50
50
97
32
17
19
53
53
5
18
50
50
71
50
50
50
50
20
22
88
23
67
26
-0.004735
AAAGY
2005-08-19T00:00:00
50
86
50
50
96
29
19
23
52
52
4
17
50
50
75
50
50
50
50
20
23
88
24
67
24
-0.009907
AAAGY
2005-08-26T00:00:00
50
85
50
50
94
12
3
21
51
51
8
17
50
50
78
50
50
50
50
5
27
88
23
70
23
0.013028
AAAGY
2005-09-02T00:00:00
50
85
50
50
82
16
4
18
49
49
19
17
50
50
70
50
50
50
50
7
41
93
22
66
12
0.031539
AAAGY
2005-09-09T00:00:00
50
86
50
50
96
14
6
51
36
36
5
17
50
50
69
50
50
50
50
8
47
92
18
65
13
-0.009575
AAAGY
2005-09-16T00:00:00
50
85
50
50
77
15
13
76
36
36
22
18
50
50
75
50
50
50
50
10
51
94
23
59
12
-0.026036
AAAGY
2005-09-23T00:00:00
50
86
50
50
96
17
27
73
35
35
5
18
50
50
75
50
50
50
50
18
45
93
20
60
13
-0.026339
AAAGY
2005-09-30T00:00:00
50
85
50
50
78
35
66
49
35
35
22
18
50
50
58
50
50
50
50
51
46
93
18
60
12
0.024175
AAAGY
2005-10-07T00:00:00
50
84
50
50
82
35
74
19
32
32
22
17
50
50
51
50
50
50
50
56
61
90
15
47
16
0.012073
AAAGY
2005-10-14T00:00:00
50
84
50
50
73
34
72
60
30
30
34
17
50
50
56
50
50
50
50
53
51
86
16
41
11
-0.0409
AAAGY
2005-10-21T00:00:00
50
85
50
50
85
40
78
55
28
28
26
17
50
50
62
50
50
50
50
62
55
86
16
37
12
-0.00599
AAAGY
2005-10-28T00:00:00
50
86
50
50
99
45
79
50
26
26
1
17
50
50
57
50
50
50
50
65
53
86
17
39
12
0.008274
AAAGY
2005-11-04T00:00:00
50
85
50
50
94
37
59
43
24
24
12
17
50
50
58
50
50
50
50
48
56
85
15
36
11
0.021325
AAAGY
2005-11-11T00:00:00
50
85
50
50
95
32
35
45
21
21
7
17
50
50
53
50
50
50
50
31
53
85
15
35
13
0.009274
AAAGY
2005-11-18T00:00:00
50
86
50
50
89
29
32
90
30
30
13
18
50
50
63
50
50
50
50
28
74
88
21
43
11
-0.062113
AAAGY
2005-11-25T00:00:00
50
87
50
50
98
34
44
85
29
29
2
19
50
50
69
50
50
50
50
37
75
78
14
43
18
0.002253
AAAGY
2005-12-02T00:00:00
50
87
50
50
91
44
70
78
28
28
12
18
50
50
62
50
50
50
50
58
78
79
13
41
18
0.002091
AAAGY
2005-12-09T00:00:00
50
87
50
50
87
36
53
33
29
29
15
18
50
50
57
50
50
50
50
42
78
74
17
42
26
0.029683
AAAGY
2005-12-16T00:00:00
50
85
50
50
82
35
52
31
28
28
18
18
50
50
48
50
50
50
50
42
80
69
15
42
25
0.008562
AAAGY
2005-12-23T00:00:00
50
86
50
50
88
37
57
56
25
25
14
18
50
50
39
50
50
50
50
46
75
28
24
56
13
-0.011905
AAAGY
2005-12-30T00:00:00
50
87
50
50
97
38
60
45
24
24
3
18
50
50
29
50
50
50
50
48
84
30
35
63
6
-0.002389
AAAGY
2006-01-06T00:00:00
50
85
50
50
76
38
60
38
25
25
25
18
50
50
41
50
50
50
50
48
84
41
37
60
6
0.033022
AAAGY
2006-01-13T00:00:00
50
87
50
50
95
24
19
68
26
26
10
19
50
50
42
50
50
50
50
19
78
50
53
55
7
-0.017957
AAAGY
2006-01-20T00:00:00
50
87
50
50
73
22
18
75
25
25
38
19
50
50
43
50
50
50
50
17
72
49
50
45
9
-0.018235
AAAGY
2006-01-27T00:00:00
50
87
50
50
84
22
20
70
19
19
29
19
50
50
46
50
50
50
50
18
71
46
43
44
9
0.013815
AAAGY
2006-02-03T00:00:00
50
88
50
50
79
30
45
64
18
18
32
19
50
50
63
50
50
50
50
35
73
47
35
52
9
-0.008025
AAAGY
2006-02-10T00:00:00
50
88
50
50
95
34
55
71
18
18
8
19
50
50
58
50
50
50
50
43
75
42
32
46
14
-0.01394
AAAGY
2006-02-17T00:00:00
50
88
50
50
88
29
41
51
16
16
25
19
50
50
47
50
50
50
50
32
72
43
32
44
12
0.019555
AAAGY
2006-02-24T00:00:00
50
88
50
50
86
31
53
85
18
18
26
19
50
50
47
50
50
50
50
40
75
40
32
40
17
-0.028998
AAAGY
2006-03-03T00:00:00
50
88
50
50
70
36
61
55
17
17
36
19
50
50
46
50
50
50
50
49
74
41
35
38
17
0.011466
AAAGY
2006-03-10T00:00:00
50
87
50
50
75
28
37
15
23
23
31
18
50
50
38
50
50
50
50
29
58
36
93
47
52
0.043232
AAAGY
2006-03-17T00:00:00
50
86
50
50
92
24
27
9
28
28
13
18
50
50
22
50
50
50
50
21
53
47
86
50
55
0.060506
AAAGY
2006-03-24T00:00:00
50
86
50
50
86
25
29
11
26
26
18
18
50
50
21
50
50
50
50
23
48
42
88
44
60
0.022961
AAAGY
2006-03-31T00:00:00
50
87
50
50
67
24
30
21
25
25
31
18
50
50
21
50
50
50
50
23
47
41
89
38
59
0.018075
AAAGY
2006-04-07T00:00:00
50
90
50
50
97
22
25
50
27
27
3
18
50
50
22
50
50
50
50
19
50
48
89
35
52
-0.02482
AAAGY
2006-04-14T00:00:00
50
88
50
50
68
26
36
62
28
28
40
18
50
50
16
50
50
50
50
27
51
41
86
20
87
-0.016876
AAAGY
2006-04-21T00:00:00
50
88
50
50
95
18
17
42
26
26
10
18
50
50
15
50
50
50
50
14
50
44
86
21
85
0.028921
AAAGY
2006-04-28T00:00:00
50
88
50
50
99
21
33
20
25
25
1
18
50
50
14
50
50
50
50
23
47
43
89
28
93
0.031054
AAAGY
2006-05-05T00:00:00
50
88
50
50
97
45
75
46
22
22
5
18
50
50
16
50
50
50
50
63
47
42
84
27
93
-0.002858
AAAGY
2006-05-12T00:00:00
50
88
50
50
97
57
86
39
21
21
4
18
50
50
17
50
50
50
50
75
41
25
84
22
96
-0.018432
AAAGY
2006-05-19T00:00:00
50
88
50
50
92
62
87
60
23
23
10
18
50
50
16
50
50
50
50
78
26
20
89
39
93
-0.035939
AAAGY
2006-05-26T00:00:00
50
87
50
50
67
63
82
62
20
20
26
18
50
50
13
50
50
50
50
76
24
21
84
42
93
-0.00671
AAAGY
2006-06-02T00:00:00
50
88
50
50
91
61
70
53
19
19
11
18
50
50
15
50
50
50
50
68
26
26
88
40
93
0.013511
AAAGY
2006-06-09T00:00:00
50
89
50
50
98
53
59
72
24
24
2
18
50
50
24
50
50
50
50
58
19
25
88
54
96
-0.055869
AAAGY
2006-06-16T00:00:00
50
88
50
50
96
56
63
71
23
23
4
18
50
50
30
50
50
50
50
62
12
32
90
63
95
-0.024366
AAAGY
2006-06-23T00:00:00
50
88
50
50
88
65
79
79
22
22
14
19
50
50
39
50
50
50
50
75
17
45
92
70
96
-0.019548
AAAGY
2006-06-30T00:00:00
50
89
50
50
99
60
64
57
21
21
1
19
50
50
63
50
50
50
50
64
15
43
93
70
96
0.031777
AAAGY
2006-07-07T00:00:00
50
88
50
50
96
63
67
34
20
20
4
18
50
50
59
50
50
50
50
68
17
54
91
67
96
0.008196
AAAGY
2006-07-14T00:00:00
50
88
50
50
97
58
54
42
19
19
3
18
50
50
58
50
50
50
50
57
17
56
91
67
95
-0.022714
AAAGY
2006-07-21T00:00:00
50
88
50
50
96
55
49
52
18
18
4
18
50
50
59
50
50
50
50
51
17
53
83
72
95
-0.014671
AAAGY
2006-07-28T00:00:00
50
88
50
50
98
56
52
40
18
18
2
18
50
50
51
50
50
50
50
54
2
43
58
52
99
0.03464
AAAGY
2006-08-04T00:00:00
50
86
50
50
86
42
39
20
20
20
17
18
50
50
34
50
50
50
50
38
1
41
56
52
98
0.0317
AAAGY
2006-08-11T00:00:00
50
88
50
50
96
37
38
41
19
19
4
18
50
50
38
50
50
50
50
34
1
44
42
50
98
-0.026076
AAAGY
2006-08-18T00:00:00
50
88
50
50
97
35
27
50
17
17
4
18
50
50
43
50
50
50
50
27
1
54
36
52
97
0.016143
AAAGY
2006-08-25T00:00:00
50
86
50
50
86
38
31
41
12
12
15
18
50
50
40
50
50
50
50
32
1
57
37
52
97
0.002083
AAAGY
2006-09-01T00:00:00
50
86
50
50
69
44
49
35
12
12
24
18
50
50
37
50
50
50
50
45
1
55
34
42
97
0.030644
AAAGY
2006-09-08T00:00:00
50
87
50
50
94
46
51
61
14
14
8
18
50
50
44
50
50
50
50
48
1
61
33
49
95
-0.028186
AAAGY
2006-09-15T00:00:00
50
87
50
50
68
45
50
76
13
13
27
18
50
50
52
50
50
50
50
46
1
65
27
51
98
-0.008204
AAAGY
2006-09-22T00:00:00
50
87
50
50
77
50
58
37
13
13
21
18
50
50
49
50
50
50
50
55
1
44
12
48
98
0.019122
AAAGY
2006-09-29T00:00:00
50
89
50
50
99
60
75
90
17
17
1
19
50
50
59
50
50
50
50
70
3
43
19
39
98
-0.047314
AAAGY
2006-10-06T00:00:00
50
89
50
50
96
55
63
87
16
16
5
19
50
50
56
50
50
50
50
60
4
47
20
44
97
-0.016438
AAAGY
2006-10-13T00:00:00
50
89
50
50
94
51
54
92
14
14
12
19
50
50
63
50
50
50
50
53
5
59
22
44
97
-0.009172
AAAGY
2006-10-20T00:00:00
50
89
50
50
94
53
60
68
14
14
11
19
50
50
60
50
50
50
50
58
5
53
21
39
97
0.012599
AAAGY
2006-10-27T00:00:00
50
89
50
50
93
58
65
48
14
14
14
19
50
50
59
50
50
50
50
64
5
48
21
39
97
0.015388
AAAGY
2006-11-03T00:00:00
50
89
50
50
96
49
47
31
13
13
8
19
50
50
59
50
50
50
50
47
4
47
18
50
94
0.014404
AAAGY
2006-11-10T00:00:00
50
89
50
50
90
41
29
38
12
12
16
19
50
50
60
50
50
50
50
32
4
46
17
48
94
0.012425
AAAGY
2006-11-17T00:00:00
50
89
50
50
99
50
57
39
11
11
1
19
50
50
66
50
50
50
50
54
2
39
15
64
89
0.015974
AAAGY
2006-11-24T00:00:00
50
89
50
50
100
32
19
41
10
10
1
19
50
50
68
50
50
50
50
22
2
33
16
66
93
0.005033
AAAGY
2006-12-01T00:00:00
50
89
50
50
97
28
17
23
10
10
5
19
50
50
68
50
50
50
50
19
4
44
17
77
85
0.01717
AAAGY
2006-12-08T00:00:00
50
90
50
50
96
22
11
30
7
7
6
19
50
50
59
50
50
50
50
13
4
44
16
76
85
0.011816
AAAGY
2006-12-15T00:00:00
50
89
50
50
91
25
17
25
6
6
13
19
50
50
51
50
50
50
50
17
2
33
19
77
86
0.014505
AAAGY
2006-12-22T00:00:00
50
88
50
50
93
29
33
14
5
5
11
18
50
50
48
50
50
50
50
27
2
43
12
76
85
0.019276
AAAGY
2006-12-29T00:00:00
50
89
50
50
96
38
52
33
6
6
7
18
50
50
46
50
50
50
50
44
3
39
12
71
88
0.000941
AAAGY
2007-01-05T00:00:00
50
87
50
50
69
39
55
27
5
5
31
18
50
50
45
50
50
50
50
46
3
39
11
59
65
-0.000448
AAAGY
2007-01-12T00:00:00
50
89
50
50
99
40
54
58
5
5
3
19
50
50
48
50
50
50
50
46
2
36
14
59
60
-0.000493