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
2008-12-19T00:00:00
50
58
50
50
59
37
39
30
54
54
1
15
50
50
3
50
50
50
50
37
11
91
54
16
15
0.034302
AAAGY
2008-12-26T00:00:00
50
56
50
50
59
37
36
42
53
53
5
15
50
50
2
50
50
50
50
35
11
91
55
16
15
-0.019112
AAAGY
2009-01-02T00:00:00
50
57
50
50
57
87
100
72
50
50
27
15
50
50
3
50
50
50
50
96
12
91
46
16
15
0.017192
AAAGY
2009-01-09T00:00:00
50
61
50
50
59
88
100
63
48
48
2
15
50
50
4
50
50
50
50
96
9
90
47
13
15
-0.019718
AAAGY
2009-01-16T00:00:00
50
60
50
50
58
92
100
64
30
30
11
15
50
50
3
50
50
50
50
97
9
90
49
14
15
-0.041379
AAAGY
2009-01-23T00:00:00
50
58
50
50
55
88
95
50
28
28
16
15
50
50
2
50
50
50
50
95
8
89
49
14
15
-0.028777
AAAGY
2009-01-30T00:00:00
50
56
50
50
54
92
97
32
28
28
38
14
50
50
2
50
50
50
50
97
7
88
47
14
16
0.038272
AAAGY
2009-02-06T00:00:00
50
57
50
50
54
92
92
74
25
25
37
16
50
50
12
50
50
50
50
96
8
89
43
14
15
-0.027943
AAAGY
2009-02-13T00:00:00
50
57
50
50
54
93
86
37
23
23
20
15
50
50
11
50
50
50
50
94
7
88
45
13
16
0.009174
AAAGY
2009-02-20T00:00:00
50
55
50
50
54
91
82
30
22
22
23
14
50
50
12
50
50
50
50
91
7
89
42
13
16
-0.033333
AAAGY
2009-02-27T00:00:00
50
51
50
50
54
90
53
21
20
20
15
14
50
50
10
50
50
50
50
78
7
89
44
13
16
0.009404
AAAGY
2009-03-06T00:00:00
50
49
50
50
54
92
53
15
18
18
19
13
50
50
16
50
50
50
50
82
6
90
40
13
17
-0.008075
AAAGY
2009-03-13T00:00:00
50
51
50
50
55
90
48
47
15
15
6
14
50
50
21
50
50
50
50
74
6
91
38
13
16
0.024421
AAAGY
2009-03-20T00:00:00
50
50
50
50
55
90
56
54
15
15
38
14
50
50
29
50
50
50
50
78
6
92
40
13
15
0.008557
AAAGY
2009-03-27T00:00:00
50
51
50
50
54
91
69
59
14
14
37
15
50
50
26
50
50
50
50
85
6
91
41
13
16
0.045455
AAAGY
2009-04-03T00:00:00
50
54
50
50
54
83
43
71
14
14
22
15
50
50
33
50
50
50
50
64
5
90
35
13
16
0.004058
AAAGY
2009-04-10T00:00:00
50
56
50
50
53
87
63
64
13
13
13
15
50
50
48
50
50
50
50
79
5
90
34
12
16
0.016166
AAAGY
2009-04-17T00:00:00
50
59
50
50
54
89
71
77
13
13
10
16
50
50
52
50
50
50
50
83
6
91
39
12
16
-0.011364
AAAGY
2009-04-24T00:00:00
50
58
50
50
53
92
77
82
13
13
62
16
50
50
61
50
50
50
50
88
6
92
36
12
16
-0.031609
AAAGY
2009-05-01T00:00:00
50
62
50
50
54
94
84
79
12
12
12
16
50
50
63
50
50
50
50
92
7
93
40
13
16
-0.002967
AAAGY
2009-05-08T00:00:00
50
60
50
50
53
92
70
67
12
12
30
16
50
50
78
50
50
50
50
85
7
93
38
13
15
0.041667
AAAGY
2009-05-15T00:00:00
50
57
50
50
53
91
59
32
12
12
27
16
50
50
79
50
50
50
50
81
7
93
41
13
15
0.008
AAAGY
2009-05-22T00:00:00
50
58
50
50
53
91
54
30
12
12
18
16
50
50
82
50
50
50
50
80
7
92
40
13
15
0.040249
AAAGY
2009-05-29T00:00:00
50
59
50
50
53
88
36
45
12
12
22
16
50
50
83
50
50
50
50
66
18
95
63
12
16
0.016349
AAAGY
2009-06-05T00:00:00
50
61
50
50
53
87
36
70
11
11
21
16
50
50
87
50
50
50
50
66
20
95
64
13
16
-0.005362
AAAGY
2009-06-12T00:00:00
50
65
50
50
53
80
27
68
11
11
1
16
50
50
90
50
50
50
50
54
19
95
55
13
15
-0.008086
AAAGY
2009-06-19T00:00:00
50
61
50
50
52
72
21
68
11
11
15
17
50
50
91
50
50
50
50
44
17
97
56
12
15
-0.042935
AAAGY
2009-06-26T00:00:00
50
61
50
50
53
67
21
39
11
11
12
16
50
50
91
50
50
50
50
41
42
98
54
12
17
0.030664
AAAGY
2009-07-03T00:00:00
50
63
50
50
52
66
26
23
11
11
2
16
50
50
91
50
50
50
50
44
39
99
53
11
17
0.014325
AAAGY
2009-07-10T00:00:00
50
61
50
50
52
78
51
30
11
11
4
16
50
50
86
50
50
50
50
69
44
100
54
11
17
-0.016839
AAAGY
2009-07-17T00:00:00
50
64
50
50
53
81
61
64
10
10
2
16
50
50
88
50
50
50
50
75
44
69
24
9
11
0.013812
AAAGY
2009-07-24T00:00:00
50
65
50
50
55
77
53
72
10
10
2
17
50
50
93
50
50
50
50
68
47
73
23
9
11
0.008174
AAAGY
2009-07-31T00:00:00
50
66
50
50
55
67
35
78
10
10
1
17
50
50
96
50
50
50
50
51
8
58
15
11
79
-0.010811
AAAGY
2009-08-07T00:00:00
50
66
50
50
55
63
33
67
9
9
7
17
50
50
97
50
50
50
50
47
9
63
26
38
78
0.010383
AAAGY
2009-08-14T00:00:00
50
63
50
50
100
59
26
56
9
9
21
18
50
50
97
50
50
50
50
40
7
38
46
32
81
0
AAAGY
2009-08-21T00:00:00
50
66
50
50
100
67
47
61
9
9
7
18
50
50
97
50
50
50
50
58
8
41
42
31
80
0.011357
AAAGY
2009-08-28T00:00:00
50
64
50
50
100
74
64
61
9
9
22
18
50
50
96
50
50
50
50
72
11
33
48
37
80
-0.008021
AAAGY
2009-09-04T00:00:00
50
64
50
50
100
76
64
42
9
9
18
17
50
50
96
50
50
50
50
73
9
34
45
34
81
0.003774
AAAGY
2009-09-11T00:00:00
50
67
50
50
100
58
41
63
9
9
9
18
50
50
97
50
50
50
50
49
13
35
44
34
80
0.005371
AAAGY
2009-09-18T00:00:00
50
70
50
50
100
48
31
69
8
8
2
18
50
50
98
50
50
50
50
38
23
33
44
76
82
0.006944
AAAGY
2009-09-25T00:00:00
50
67
50
50
100
39
24
41
8
8
4
18
50
50
97
50
50
50
50
29
33
43
31
65
81
0.005305
AAAGY
2009-10-02T00:00:00
50
62
50
50
100
40
28
19
8
8
14
17
50
50
94
50
50
50
50
31
20
47
36
86
13
0.015831
AAAGY
2009-10-09T00:00:00
50
68
50
50
100
40
36
72
8
8
3
18
50
50
96
50
50
50
50
35
25
27
64
45
47
-0.012468
AAAGY
2009-10-16T00:00:00
50
66
50
50
100
37
33
50
8
8
8
18
50
50
97
50
50
50
50
32
25
45
75
52
7
0.020516
AAAGY
2009-10-23T00:00:00
50
61
50
50
100
37
32
6
20
20
27
17
50
50
95
50
50
50
50
32
9
77
72
36
35
0.118557
AAAGY
2009-10-30T00:00:00
50
59
50
50
100
41
43
6
18
18
23
16
50
50
86
50
50
50
50
40
10
85
73
34
36
-0.018433
AAAGY
2009-11-06T00:00:00
50
62
50
50
100
36
33
29
17
17
8
17
50
50
46
50
50
50
50
32
10
77
61
36
41
-0.002347
AAAGY
2009-11-13T00:00:00
50
60
50
50
100
32
27
35
16
16
20
17
50
50
35
50
50
50
50
27
7
72
58
38
25
0.017882
AAAGY
2009-11-20T00:00:00
50
57
50
50
100
38
47
21
16
16
19
17
50
50
25
50
50
50
50
41
7
77
62
40
25
0.019417
AAAGY
2009-11-27T00:00:00
50
59
50
50
100
50
71
19
16
16
4
17
50
50
29
50
50
50
50
63
8
76
60
43
25
0.002268
AAAGY
2009-12-04T00:00:00
50
56
50
50
100
37
33
38
15
15
14
17
50
50
23
50
50
50
50
33
10
83
58
36
31
0.020362
AAAGY
2009-12-11T00:00:00
50
58
50
50
100
41
42
49
15
15
16
17
50
50
21
50
50
50
50
40
13
85
51
35
36
-0.006652
AAAGY
2009-12-18T00:00:00
50
60
50
50
100
74
88
50
15
15
5
17
50
50
16
50
50
50
50
84
14
86
54
35
37
0
AAAGY
2009-12-25T00:00:00
50
62
50
50
100
81
94
86
17
17
18
17
50
50
23
50
50
50
50
92
10
86
62
30
48
-0.026786
AAAGY
2010-01-01T00:00:00
50
62
50
50
100
72
85
90
5
5
15
18
50
50
33
50
50
50
50
81
13
91
57
41
68
-0.022936
AAAGY
2010-01-08T00:00:00
50
59
50
50
100
72
80
53
8
8
27
17
50
50
25
50
50
50
50
79
16
94
62
36
65
0.056338
AAAGY
2010-01-15T00:00:00
50
61
50
50
100
77
87
44
8
8
15
17
50
50
23
50
50
50
50
85
15
97
64
35
75
0
AAAGY
2010-01-22T00:00:00
50
61
50
50
100
78
86
25
6
6
1
17
50
50
26
50
50
50
50
85
17
97
65
36
74
0
AAAGY
2010-01-29T00:00:00
50
61
50
50
100
76
76
31
5
5
13
17
50
50
26
50
50
50
50
79
17
96
61
25
75
-0.006667
AAAGY
2010-02-05T00:00:00
50
60
50
50
100
74
67
8
6
6
4
16
50
50
21
50
50
50
50
73
19
99
40
22
73
0.042058
AAAGY
2010-02-12T00:00:00
50
58
50
50
100
72
62
41
6
6
34
17
50
50
19
50
50
50
50
70
17
98
30
26
69
-0.007299
AAAGY
2010-02-19T00:00:00
50
61
50
50
100
58
32
74
5
5
14
17
50
50
25
50
50
50
50
44
17
97
33
24
67
-0.014273
AAAGY
2010-02-26T00:00:00
50
61
50
50
100
53
22
69
5
5
18
17
50
50
22
50
50
50
50
34
15
97
33
25
78
-0.008337
AAAGY
2010-03-05T00:00:00
50
63
50
50
100
63
45
78
4
4
29
17
50
50
21
50
50
50
50
55
18
97
38
31
67
0.011062
AAAGY
2010-03-12T00:00:00
50
65
50
50
100
66
50
73
3
3
16
18
50
50
24
50
50
50
50
60
22
97
31
31
71
0.002188
AAAGY
2010-03-19T00:00:00
50
67
50
50
100
74
72
74
3
3
6
18
50
50
27
50
50
50
50
78
22
97
31
30
77
-0.008297
AAAGY
2010-03-26T00:00:00
50
66
50
50
100
76
74
82
3
3
27
18
50
50
36
50
50
50
50
80
27
97
29
31
73
-0.020696
AAAGY
2010-04-02T00:00:00
50
67
50
50
100
86
89
53
3
3
10
18
50
50
41
50
50
50
50
91
27
92
28
31
74
0.022932
AAAGY
2010-04-09T00:00:00
50
69
50
50
100
79
74
81
3
3
8
18
50
50
43
50
50
50
50
80
30
89
27
26
77
-0.008791
AAAGY
2010-04-16T00:00:00
50
67
50
50
100
67
43
62
3
3
39
18
50
50
50
50
50
50
50
55
32
89
29
26
77
0.006652
AAAGY
2010-04-23T00:00:00
50
70
50
50
100
67
42
80
2
2
19
19
50
50
66
50
50
50
50
55
32
91
25
22
83
-0.001322
AAAGY
2010-04-30T00:00:00
50
71
50
50
100
56
27
70
3
3
20
19
50
50
72
50
50
50
50
39
26
91
25
20
84
-0.023379
AAAGY
2010-05-07T00:00:00
50
72
50
50
100
51
25
68
7
7
20
19
50
50
75
50
50
50
50
36
9
77
26
38
77
-0.087624
AAAGY
2010-05-14T00:00:00
50
74
50
50
100
48
23
90
5
5
23
19
50
50
72
50
50
50
50
33
9
61
12
36
81
-0.011881
AAAGY
2010-05-21T00:00:00
50
74
50
50
100
45
17
40
4
4
6
19
50
50
68
50
50
50
50
28
10
62
9
30
79
-0.008016
AAAGY
2010-05-28T00:00:00
50
73
50
50
100
49
31
79
4
4
14
19
50
50
73
50
50
50
50
38
8
43
9
25
75
-0.021212
AAAGY
2010-06-04T00:00:00
50
75
50
50
100
44
21
56
4
4
17
19
50
50
75
50
50
50
50
30
12
45
9
27
74
-0.029928
AAAGY
2010-06-11T00:00:00
50
72
50
50
100
38
28
62
3
3
11
19
50
50
76
50
50
50
50
31
20
53
9
29
74
0.01383
AAAGY
2010-06-18T00:00:00
50
74
50
50
100
31
22
72
3
3
5
19
50
50
76
50
50
50
50
24
15
58
7
35
72
0
AAAGY
2010-06-25T00:00:00
50
72
50
50
100
29
23
24
3
3
14
19
50
50
67
50
50
50
50
22
19
63
6
27
74
0.01574
AAAGY
2010-07-02T00:00:00
50
70
50
50
100
27
24
5
4
4
11
18
50
50
53
50
50
50
50
21
50
81
7
16
37
0.03564
AAAGY
2010-07-09T00:00:00
50
70
50
50
100
18
12
22
3
3
16
18
50
50
57
50
50
50
50
12
49
81
7
17
40
0.013466
AAAGY
2010-07-16T00:00:00
50
70
50
50
100
28
37
10
2
2
13
18
50
50
59
50
50
50
50
29
48
77
8
16
49
0.011319
AAAGY
2010-07-23T00:00:00
50
73
50
50
100
23
21
67
2
2
5
19
50
50
66
50
50
50
50
19
51
77
10
16
51
-0.007299
AAAGY
2010-07-30T00:00:00
50
69
50
50
100
24
30
42
2
2
25
18
50
50
69
50
50
50
50
24
54
68
12
16
56
0.014706
AAAGY
2010-08-06T00:00:00
50
70
50
50
100
24
33
30
2
2
20
18
50
50
66
50
50
50
50
26
54
60
10
17
53
0.030435
AAAGY
2010-08-13T00:00:00
50
69
50
50
100
24
24
55
4
4
22
18
50
50
61
50
50
50
50
21
41
69
12
22
53
-0.058134
AAAP
2015-11-20T00:00:00
21
28
34
25
94
76
75
58
65
65
17
46
50
17
38
13
59
37
47
78
87.5
47.5
92
60
71.5
-0.002375
AAAP
2015-11-27T00:00:00
21
28
30
25
94
76
75
15
65
65
7
45
50
17
38
13
59
19
47
79
87.5
47.5
92
60
71.5
0.051587
AAAP
2015-12-04T00:00:00
21
27
36
25
94
76
75
28
34
34
21
45
50
17
38
13
59
43
47
82
87.5
47.5
92
60
71.5
0
AAAP
2015-12-11T00:00:00
30
28
33
31
94
76
75
2
53
53
34
43
50
17
38
13
56
42
47
81
87.5
47.5
92
60
71.5
0.102264
AAAP
2015-12-18T00:00:00
30
27
29
31
94
76
75
2
46
46
34
41
50
17
38
13
56
27
47
80
87.5
47.5
92
60
71.5
0.094146
AAAP
2015-12-25T00:00:00
30
28
36
31
94
76
75
63
72
72
36
43
50
17
38
13
56
57
47
79
87.5
47.5
92
60
71.5
-0.066646
AAAP
2016-01-01T00:00:00
30
27
25
31
94
76
75
6
67
67
40
42
50
17
38
13
56
8
47
80
87.5
47.5
92
60
71.5
0.048274
AAAP
2016-01-08T00:00:00
30
27
28
31
94
76
75
64
76
76
51
43
50
17
38
13
56
21
47
78
87.5
47.5
92
60
71.5
-0.104573
AAAP
2016-01-15T00:00:00
30
28
33
31
94
54
47
75
78
78
60
44
50
17
38
13
56
45
47
49
87.5
47.5
92
60
71.5
-0.117857
AAAP
2016-01-22T00:00:00
30
28
23
31
94
65
73
19
82
82
60
42
50
17
38
13
56
2
47
72
87.5
47.5
92
60
71.5
0.12915
AAAP
2016-01-29T00:00:00
30
28
26
31
94
63
73
92
82
82
61
44
50
17
38
13
56
11
47
70
87.5
47.5
92
60
71.5
-0.107924
AAAP
2016-02-05T00:00:00
30
28
34
31
94
96
99
37
80
80
59
43
50
17
38
13
56
50
47
99
87.5
47.5
92
60
71.5
0.03537
AAAP
2016-02-12T00:00:00
30
28
36
31
94
99
100
64
77
77
58
43
50
17
38
13
56
56
47
100
87.5
47.5
92
60
71.5
-0.029115