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
2007-01-19T00:00:00
50
88
50
50
85
39
56
38
4
4
32
18
50
50
51
50
50
50
50
47
3
33
13
62
60
0.006767
AAAGY
2007-01-26T00:00:00
50
89
50
50
92
46
70
77
7
7
22
19
50
50
55
50
50
50
50
59
2
43
10
29
73
-0.025328
AAAGY
2007-02-02T00:00:00
50
89
50
50
94
52
68
79
5
5
15
19
50
50
62
50
50
50
50
62
2
53
10
28
76
0.002786
AAAGY
2007-02-09T00:00:00
50
90
50
50
92
57
71
78
5
5
21
20
50
50
61
50
50
50
50
67
3
52
9
30
77
-0.009519
AAAGY
2007-02-16T00:00:00
50
89
50
50
75
67
83
64
5
5
41
20
50
50
60
50
50
50
50
78
8
52
10
7
63
0.007633
AAAGY
2007-02-23T00:00:00
50
90
50
50
98
63
76
56
5
5
5
20
50
50
69
50
50
50
50
73
13
55
8
12
69
0.006389
AAAGY
2007-03-02T00:00:00
50
90
50
50
96
65
77
40
5
5
10
19
50
50
62
50
50
50
50
75
11
49
5
13
69
-0.026118
AAAGY
2007-03-09T00:00:00
50
89
50
50
88
57
59
36
5
5
23
19
50
50
47
50
50
50
50
60
12
60
3
9
61
0.011407
AAAGY
2007-03-16T00:00:00
50
88
50
50
77
59
67
12
6
6
29
19
50
50
33
50
50
50
50
65
19
72
3
19
73
0.026378
AAAGY
2007-03-23T00:00:00
50
88
50
50
86
49
41
22
7
7
23
19
50
50
35
50
50
50
50
45
15
76
4
26
74
0.037944
AAAGY
2007-03-30T00:00:00
50
88
50
50
90
42
29
12
7
7
18
19
50
50
29
50
50
50
50
33
18
86
7
27
73
0.016204
AAAGY
2007-04-06T00:00:00
50
89
50
50
99
39
28
13
7
7
2
18
50
50
29
50
50
50
50
31
19
86
8
32
65
0.031722
AAAGY
2007-04-13T00:00:00
50
87
50
50
74
40
32
25
7
7
42
18
50
50
27
50
50
50
50
34
21
84
8
26
76
0.011417
AAAGY
2007-04-20T00:00:00
50
86
50
50
87
42
38
12
7
7
33
18
50
50
25
50
50
50
50
38
13
70
18
23
79
0.040505
AAAGY
2007-04-27T00:00:00
50
86
50
50
99
49
53
7
11
11
4
18
50
50
17
50
50
50
50
51
13
62
28
44
89
0.056748
AAAGY
2007-05-04T00:00:00
50
87
50
50
97
51
59
50
20
20
7
18
50
50
23
50
50
50
50
56
23
52
19
59
87
-0.038876
AAAGY
2007-05-11T00:00:00
50
87
50
50
94
62
80
75
25
25
12
18
50
50
24
50
50
50
50
74
37
59
25
73
82
-0.035398
AAAGY
2007-05-18T00:00:00
50
86
50
50
93
64
81
27
26
26
14
18
50
50
21
50
50
50
50
75
30
52
33
60
87
0.042933
AAAGY
2007-05-25T00:00:00
50
88
50
50
95
70
86
86
34
34
10
19
50
50
28
50
50
50
50
81
40
48
32
49
72
-0.05711
AAAGY
2007-06-01T00:00:00
50
89
50
50
89
74
87
91
32
32
16
19
50
50
34
50
50
50
50
84
44
47
43
60
52
-0.014228
AAAGY
2007-06-08T00:00:00
50
89
50
50
93
72
81
76
29
29
13
19
50
50
37
50
50
50
50
80
39
52
30
76
46
-0.006186
AAAGY
2007-06-15T00:00:00
50
89
50
50
94
78
89
77
26
26
11
19
50
50
45
50
50
50
50
87
36
48
30
70
63
-0.004149
AAAGY
2007-06-22T00:00:00
50
89
50
50
98
87
94
47
24
24
4
19
50
50
50
50
50
50
50
93
32
34
27
72
63
0.002083
AAAGY
2007-06-29T00:00:00
50
89
50
50
99
79
74
70
21
21
2
20
50
50
50
50
50
50
50
80
32
31
29
79
60
-0.012474
AAAGY
2007-07-06T00:00:00
50
88
50
50
94
71
48
27
22
22
10
19
50
50
44
50
50
50
50
61
35
40
37
80
51
0.04
AAAGY
2007-07-13T00:00:00
50
87
50
50
86
79
78
27
20
20
19
19
50
50
43
50
50
50
50
81
41
44
40
79
56
0.016194
AAAGY
2007-07-20T00:00:00
50
88
50
50
68
64
34
57
20
20
32
19
50
50
52
50
50
50
50
49
32
37
46
81
44
-0.033865
AAAGY
2007-07-27T00:00:00
50
87
50
50
73
53
21
39
12
12
27
19
50
50
49
50
50
50
50
35
34
38
45
83
42
-0.03299
AAAGY
2007-08-03T00:00:00
50
86
50
50
68
58
27
46
8
8
33
19
50
50
45
50
50
50
50
40
32
37
41
84
42
-0.01919
AAAGY
2007-08-10T00:00:00
50
89
50
50
95
54
26
88
21
21
7
20
50
50
59
50
50
50
50
38
19
28
19
84
39
-0.1
AAAGY
2007-08-17T00:00:00
50
89
50
50
96
60
43
82
18
18
4
20
50
50
69
50
50
50
50
52
13
22
20
85
36
-0.033816
AAAGY
2007-08-24T00:00:00
50
88
50
50
98
56
32
27
38
38
1
19
50
50
58
50
50
50
50
43
21
41
42
83
41
0.11
AAAGY
2007-08-31T00:00:00
50
86
50
50
77
64
61
11
38
38
17
19
50
50
51
50
50
50
50
64
19
44
34
82
47
0.031532
AAAGY
2007-09-07T00:00:00
50
85
50
50
86
65
69
6
39
39
12
18
50
50
45
50
50
50
50
69
15
35
63
81
44
0.048035
AAAGY
2007-09-14T00:00:00
50
84
50
50
64
59
47
38
38
38
25
19
50
50
58
50
50
50
50
53
19
37
60
70
52
-0.01875
AAAGY
2007-09-21T00:00:00
50
85
50
50
71
64
60
33
34
34
17
19
50
50
56
50
50
50
50
64
22
38
58
71
53
0.025478
AAAGY
2007-09-28T00:00:00
50
85
50
50
69
64
56
49
33
33
18
19
50
50
66
50
50
50
50
61
23
42
61
70
52
-0.006211
AAAGY
2007-10-05T00:00:00
50
85
50
50
68
34
16
56
30
30
20
19
50
50
74
50
50
50
50
22
27
45
67
85
51
0.010417
AAAGY
2007-10-12T00:00:00
50
85
50
50
70
30
17
55
29
29
22
19
50
50
75
50
50
50
50
21
27
38
67
84
46
-0.001237
AAAGY
2007-10-19T00:00:00
50
84
50
50
66
49
53
43
20
20
30
19
50
50
75
50
50
50
50
50
26
37
67
83
44
-0.015277
AAAGY
2007-10-26T00:00:00
50
85
50
50
67
59
71
72
19
19
25
19
50
50
76
50
50
50
50
67
26
31
73
76
49
-0.020964
AAAGY
2007-11-02T00:00:00
50
83
50
50
62
75
89
40
11
11
41
19
50
50
68
50
50
50
50
85
25
30
75
80
40
0.01242
AAAGY
2007-11-09T00:00:00
50
79
50
50
62
69
78
4
23
23
27
17
50
50
36
50
50
50
50
77
30
53
94
85
19
0.095601
AAAGY
2007-11-16T00:00:00
50
80
50
50
67
68
76
16
21
21
15
17
50
50
38
50
50
50
50
75
28
50
95
87
18
-0.019305
AAAGY
2007-11-23T00:00:00
50
79
50
50
67
65
68
25
20
20
14
17
50
50
40
50
50
50
50
69
25
40
96
82
15
-0.016535
AAAGY
2007-11-30T00:00:00
50
79
50
50
67
60
53
49
17
17
15
18
50
50
36
50
50
50
50
57
25
39
95
83
15
0.002802
AAAGY
2007-12-07T00:00:00
50
80
50
50
81
60
53
53
16
16
9
18
50
50
38
50
50
50
50
58
27
40
94
84
14
0
AAAGY
2007-12-14T00:00:00
50
80
50
50
61
65
58
57
17
17
25
18
50
50
34
50
50
50
50
64
29
41
96
73
16
-0.041916
AAAGY
2007-12-21T00:00:00
50
81
50
50
64
55
36
81
16
16
17
18
50
50
43
50
50
50
50
45
30
34
94
73
21
-0.033333
AAAGY
2007-12-28T00:00:00
50
81
50
50
64
63
57
33
19
19
19
18
50
50
37
50
50
50
50
61
31
38
83
76
12
0.043103
AAAGY
2008-01-04T00:00:00
50
81
50
50
79
84
93
36
17
17
7
17
50
50
42
50
50
50
50
91
33
49
83
67
9
-0.022727
AAAGY
2008-01-11T00:00:00
50
80
50
50
75
83
91
54
17
17
7
18
50
50
38
50
50
50
50
90
27
41
86
66
8
-0.042283
AAAGY
2008-01-18T00:00:00
50
80
50
50
61
83
90
57
11
11
46
17
50
50
41
50
50
50
50
90
18
30
86
62
9
-0.04415
AAAGY
2008-01-25T00:00:00
50
81
50
50
68
80
79
56
10
10
14
18
50
50
49
50
50
50
50
83
24
38
84
65
9
0.006928
AAAGY
2008-02-01T00:00:00
50
80
50
50
68
75
67
43
11
11
14
18
50
50
53
50
50
50
50
73
15
30
86
73
9
0.052752
AAAGY
2008-02-08T00:00:00
50
79
50
50
62
71
58
51
11
11
42
18
50
50
59
50
50
50
50
66
15
27
86
76
11
-0.030501
AAAGY
2008-02-15T00:00:00
50
78
50
50
64
59
30
34
11
11
29
17
50
50
54
50
50
50
50
43
13
26
87
76
10
0.022472
AAAGY
2008-02-22T00:00:00
50
79
50
50
64
70
59
31
10
10
23
17
50
50
56
50
50
50
50
66
13
26
86
77
8
0.008791
AAAGY
2008-02-29T00:00:00
50
77
50
50
61
71
64
27
9
9
41
17
50
50
56
50
50
50
50
70
13
26
86
78
7
0.006536
AAAGY
2008-03-07T00:00:00
50
78
50
50
71
65
50
20
8
8
4
17
50
50
63
50
50
50
50
58
14
26
86
79
8
-0.004329
AAAGY
2008-03-14T00:00:00
50
76
50
50
64
65
50
41
8
8
19
17
50
50
54
50
50
50
50
59
13
25
86
81
9
-0.013043
AAAGY
2008-03-21T00:00:00
50
78
50
50
61
63
49
70
9
9
30
17
50
50
59
50
50
50
50
57
10
36
82
89
8
-0.048458
AAAGY
2008-03-28T00:00:00
50
79
50
50
62
68
58
83
8
8
16
18
50
50
59
50
50
50
50
66
13
43
84
87
13
-0.020833
AAAGY
2008-04-04T00:00:00
50
80
50
50
62
67
54
80
7
7
20
18
50
50
60
50
50
50
50
63
13
41
85
88
10
0.009456
AAAGY
2008-04-11T00:00:00
50
82
50
50
66
71
65
76
7
7
4
18
50
50
66
50
50
50
50
72
15
43
88
88
11
-0.037471
AAAGY
2008-04-18T00:00:00
50
79
50
50
60
74
65
49
9
9
55
18
50
50
56
50
50
50
50
73
26
43
97
87
12
0.048662
AAAGY
2008-04-25T00:00:00
50
79
50
50
63
76
70
55
8
8
29
18
50
50
53
50
50
50
50
77
34
57
97
87
15
-0.006961
AAAGY
2008-05-02T00:00:00
50
81
50
50
63
81
79
93
15
15
20
20
50
50
72
50
50
50
50
84
35
60
94
78
5
-0.086449
AAAGY
2008-05-09T00:00:00
50
81
50
50
64
77
68
67
14
14
12
20
50
50
77
50
50
50
50
75
37
54
97
82
3
0.017903
AAAGY
2008-05-16T00:00:00
50
81
50
50
65
63
40
84
13
13
7
20
50
50
78
50
50
50
50
51
41
72
88
82
2
-0.015075
AAAGY
2008-05-23T00:00:00
50
80
50
50
62
57
27
70
12
12
21
20
50
50
82
50
50
50
50
40
38
73
89
84
2
-0.025
AAAGY
2008-05-30T00:00:00
50
83
50
50
62
51
24
87
11
11
22
20
50
50
87
50
50
50
50
34
41
75
89
83
2
-0.013605
AAAGY
2008-06-06T00:00:00
50
83
50
50
62
48
22
71
11
11
20
20
50
50
88
50
50
50
50
32
39
75
89
83
2
-0.016976
AAAGY
2008-06-13T00:00:00
50
84
50
50
68
57
38
77
11
11
2
21
50
50
89
50
50
50
50
47
37
69
91
81
4
-0.039935
AAAGY
2008-06-20T00:00:00
50
83
50
50
66
56
39
58
10
10
3
21
50
50
87
50
50
50
50
46
37
68
92
80
3
-0.008432
AAAGY
2008-06-27T00:00:00
50
83
50
50
67
34
12
60
7
7
2
21
50
50
88
50
50
50
50
20
37
61
92
77
4
-0.042517
AAAGY
2008-07-04T00:00:00
50
81
50
50
64
38
23
40
7
7
16
21
50
50
86
50
50
50
50
27
36
67
90
80
3
-0.011249
AAAGY
2008-07-11T00:00:00
50
79
50
50
65
32
18
13
10
10
8
20
50
50
79
50
50
50
50
22
38
72
91
61
8
0.053892
AAAGY
2008-07-18T00:00:00
50
80
50
50
66
32
20
41
7
7
8
20
50
50
83
50
50
50
50
23
21
49
68
54
14
-0.005682
AAAGY
2008-07-25T00:00:00
50
82
50
50
66
27
14
80
10
10
3
21
50
50
87
50
50
50
50
17
27
66
82
74
5
-0.064571
AAAGY
2008-08-01T00:00:00
50
83
50
50
62
29
20
87
9
9
11
22
50
50
86
50
50
50
50
21
26
66
85
74
4
-0.040929
AAAGY
2008-08-08T00:00:00
50
85
50
50
63
28
20
85
8
8
3
22
50
50
93
50
50
50
50
21
27
69
77
81
3
-0.03758
AAAGY
2008-08-15T00:00:00
50
82
50
50
60
31
26
66
9
9
20
22
50
50
91
50
50
50
50
26
28
64
78
80
5
0.026473
AAAGY
2008-08-22T00:00:00
50
84
50
50
61
32
32
73
8
8
7
22
50
50
88
50
50
50
50
30
26
63
77
83
5
-0.019342
AAAGY
2008-08-29T00:00:00
50
83
50
50
61
37
46
23
12
12
4
22
50
50
75
50
50
50
50
40
26
62
87
79
6
0.053254
AAAGY
2008-09-05T00:00:00
50
81
50
50
61
47
74
16
11
11
9
21
50
50
69
50
50
50
50
61
29
69
94
59
19
0.017478
AAAGY
2008-09-12T00:00:00
50
80
50
50
60
41
60
31
10
10
20
21
50
50
66
50
50
50
50
50
30
70
92
59
22
-0.009816
AAAGY
2008-09-19T00:00:00
50
83
50
50
61
30
27
75
13
13
5
22
50
50
74
50
50
50
50
24
7
58
51
59
11
-0.083024
AAAGY
2008-09-26T00:00:00
50
80
50
50
59
26
18
49
11
11
25
21
50
50
67
50
50
50
50
19
7
65
59
45
16
-0.006757
AAAGY
2008-10-03T00:00:00
50
80
50
50
60
22
16
22
7
7
9
20
50
50
55
50
50
50
50
15
5
81
67
24
12
-0.017007
AAAGY
2008-10-10T00:00:00
50
79
50
50
61
23
23
35
10
10
6
19
50
50
56
50
50
50
50
19
4
57
55
70
12
-0.16955
AAAGY
2008-10-17T00:00:00
50
81
50
50
61
23
20
77
9
9
3
21
50
50
64
50
50
50
50
18
2
46
64
39
3
-0.095833
AAAGY
2008-10-24T00:00:00
50
80
50
50
60
29
51
64
9
9
34
20
50
50
61
50
50
50
50
37
3
40
65
47
4
-0.089401
AAAGY
2008-10-31T00:00:00
50
81
50
50
62
34
70
66
9
9
3
21
50
50
49
50
50
50
50
52
3
46
69
53
4
0.077935
AAAGY
2008-11-07T00:00:00
50
63
50
50
58
36
66
1
78
78
24
16
50
50
8
50
50
50
50
50
12
90
76
49
29
0.568075
AAAGY
2008-11-14T00:00:00
50
57
50
50
57
26
32
3
75
75
25
15
50
50
6
50
50
50
50
26
10
91
71
45
25
-0.023952
AAAGY
2008-11-21T00:00:00
50
53
50
50
58
31
48
2
71
71
9
13
50
50
3
50
50
50
50
38
12
93
77
23
15
0.006135
AAAGY
2008-11-28T00:00:00
50
61
50
50
59
46
74
47
61
61
2
15
50
50
4
50
50
50
50
61
15
92
64
16
15
-0.003049
AAAGY
2008-12-05T00:00:00
50
53
50
50
58
49
65
15
59
59
21
14
50
50
3
50
50
50
50
57
12
92
52
16
15
0.045872
AAAGY
2008-12-12T00:00:00
50
57
50
50
59
36
36
38
56
56
4
15
50
50
4
50
50
50
50
35
12
91
56
16
15
0.005848