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
⌀
AAAP
2016-02-19T00:00:00
31
27
29
31
94
85
75
2
88
88
57
40
50
17
38
13
56
28
47
85
87.5
47.5
92
60
71.5
0.243503
AAAP
2016-02-26T00:00:00
31
27
26
31
94
95
97
4
86
86
50
40
50
17
38
13
55
16
47
98
87.5
47.5
92
60
71.5
0.06045
AAAP
2016-03-04T00:00:00
31
27
38
31
94
65
55
25
82
82
47
41
50
17
38
13
55
67
47
61
87.5
47.5
92
60
71.5
0.015464
AAAP
2016-03-11T00:00:00
32
27
29
31
94
43
29
65
81
81
44
41
50
17
38
13
56
27
47
34
87.5
47.5
92
60
71.5
-0.027769
AAAP
2016-03-18T00:00:00
32
26
32
31
94
79
77
4
83
83
42
39
50
17
38
13
55
38
47
80
87.5
47.5
92
60
71.5
0.167383
AAAP
2016-03-25T00:00:00
32
26
30
31
94
38
14
49
84
84
42
40
50
17
38
13
56
34
47
24
87.5
47.5
92
60
71.5
-0.07919
AAAP
2016-04-01T00:00:00
32
26
34
31
94
58
43
48
82
82
45
40
50
17
38
13
55
49
47
50
87.5
47.5
92
60
71.5
0.010286
AAAP
2016-04-08T00:00:00
32
26
30
31
94
55
39
44
80
80
57
40
50
17
38
13
55
27
47
46
87.5
47.5
92
60
71.5
0.009615
AAAP
2016-04-15T00:00:00
33
26
38
31
94
99
98
85
79
79
75
40
50
17
38
13
55
64
47
100
87.5
47.5
92
60
71.5
-0.02381
AAAP
2016-04-22T00:00:00
32
27
35
31
94
99
99
81
78
78
98
41
50
17
38
13
55
50
47
100
87.5
47.5
92
60
71.5
-0.013773
AAAP
2016-04-29T00:00:00
27
29
19
37
94
99
94
66
71
71
63
40
50
17
38
13
40
9
47
99
87.5
47.5
92
60
71.5
0.010183
AAAP
2016-05-06T00:00:00
26
30
19
41
94
95
80
93
75
75
54
42
50
17
38
13
40
9
47
94
87.5
47.5
92
60
71.5
-0.112903
AAAP
2016-05-13T00:00:00
26
31
27
43
94
100
98
95
76
76
23
43
50
17
38
13
39
42
47
100
87.5
47.5
92
60
71.5
-0.083766
AAAP
2016-05-20T00:00:00
26
31
21
43
94
98
87
92
75
75
8
43
50
17
38
13
39
17
47
97
87.5
47.5
92
60
71.5
-0.012403
AAAP
2016-05-27T00:00:00
26
31
28
44
94
96
69
69
67
67
22
43
50
17
38
13
39
45
47
88
87.5
47.5
92
60
71.5
0.040187
AAAP
2016-06-03T00:00:00
31
30
21
31
94
96
80
23
68
68
51
43
50
17
38
13
45
14
47
93
87.5
47.5
92
60
71.5
0.051742
AAAP
2016-06-10T00:00:00
31
30
24
31
94
86
36
22
68
68
64
42
50
17
38
13
45
26
47
64
87.5
47.5
92
60
71.5
0.025254
AAAP
2016-06-17T00:00:00
31
30
26
31
94
71
33
88
71
71
75
44
50
17
38
13
45
37
47
52
87.5
47.5
92
60
71.5
-0.088292
AAAP
2016-06-24T00:00:00
31
30
21
32
94
78
38
67
70
70
53
43
50
17
38
13
45
17
47
60
87.5
47.5
92
60
71.5
-0.002456
AAAP
2016-07-01T00:00:00
31
30
28
31
94
24
14
21
73
73
82
43
50
17
38
13
45
43
47
17
87.5
47.5
92
60
71.5
0.078087
AAAP
2016-07-08T00:00:00
31
30
32
31
94
16
14
29
72
72
91
43
50
17
38
13
45
62
47
13
87.5
47.5
92
60
71.5
0.002284
AAAP
2016-07-15T00:00:00
31
30
29
32
94
15
12
57
68
68
82
43
50
17
38
13
45
47
47
11
87.5
47.5
92
60
71.5
-0.000326
AAAP
2016-07-22T00:00:00
31
31
25
31
98
16
15
79
65
65
68
43
50
11
38
13
45
30
47
13
94
38
95
35
40
-0.006513
AAAP
2016-07-29T00:00:00
31
30
17
31
99
23
39
30
63
63
45
43
50
12
38
13
45
1
47
27
92
39
96
37
38
0.025565
AAAP
2016-08-05T00:00:00
31
31
20
29
97
37
52
48
60
60
48
43
50
14
38
13
45
12
47
43
93
41
96
37
38
-0.004794
AAAP
2016-08-12T00:00:00
30
30
23
28
95
18
12
21
57
57
57
43
50
17
38
13
45
26
47
12
92
40
96
36
37
0.029544
AAAP
2016-08-19T00:00:00
29
30
26
28
91
21
25
22
55
55
70
43
50
18
38
13
45
41
47
20
80
21
96
58
29
0.020586
AAAP
2016-08-26T00:00:00
29
30
25
28
93
36
66
13
44
44
66
42
50
18
38
13
45
36
47
51
81
10
96
59
37
0.016504
AAAP
2016-09-02T00:00:00
31
31
19
27
97
33
60
8
46
46
87
42
50
18
38
13
44
14
47
45
72
20
95
66
48
0.041191
AAAP
2016-09-09T00:00:00
31
30
25
27
92
27
40
10
36
36
87
41
50
18
38
13
44
40
47
29
75
17
93
67
55
0.004332
AAAP
2016-09-16T00:00:00
31
30
17
26
98
23
28
5
42
42
87
41
50
18
38
13
44
6
47
21
82
26
92
66
55
0.061817
AAAP
2016-09-23T00:00:00
31
30
23
26
95
49
57
7
41
41
87
40
50
18
38
13
44
28
47
53
87
34
92
61
57
0.043867
AAAP
2016-09-30T00:00:00
31
30
21
27
96
43
50
25
42
42
91
40
50
18
38
13
44
22
47
45
77
20
92
64
66
-0.012192
AAAP
2016-10-07T00:00:00
31
29
28
26
88
57
65
14
40
40
99
40
50
18
38
13
44
51
47
63
67
27
88
77
70
0.018645
AAAP
2016-10-14T00:00:00
31
29
26
26
91
57
74
37
43
43
94
40
50
18
38
13
44
43
47
69
58
20
87
85
61
-0.016499
AAAP
2016-10-21T00:00:00
31
29
28
26
86
59
85
32
41
41
99
40
50
17
38
13
44
55
47
77
58
20
87
86
61
0.006291
AAAP
2016-10-28T00:00:00
31
30
22
26
95
76
91
75
51
51
82
40
50
16
38
13
44
23
47
87
49
34
91
94
71
-0.054181
AAAP
2016-11-04T00:00:00
31
30
24
26
93
79
92
69
50
50
93
40
50
17
38
13
44
37
47
90
53
38
91
92
72
-0.025337
AAAP
2016-11-11T00:00:00
30
30
29
26
84
92
96
63
36
36
100
41
50
20
54
13
43
61
47
97
54
47
88
82
68
0.028539
AAAP
2016-11-18T00:00:00
30
31
17
26
98
95
96
78
34
34
84
42
50
19
51
13
43
7
47
98
52
53
88
84
66
-0.011538
AAAP
2016-11-25T00:00:00
30
32
28
26
85
91
93
96
37
37
100
43
50
19
65
13
43
59
47
95
64
63
86
79
67
-0.057532
AAAP
2016-12-02T00:00:00
23
32
29
41
84
95
93
98
54
54
79
45
50
18
82
13
45
63
47
96
64
70
87
71
71
-0.125922
AAAP
2016-12-09T00:00:00
23
32
23
41
94
95
89
93
52
52
55
45
50
18
72
13
45
30
47
95
64
71
87
71
71
0.016869
AAAP
2016-12-16T00:00:00
23
34
16
41
99
94
84
97
53
53
33
47
50
18
72
13
45
1
47
92
63
76
84
79
72
-0.084605
AAAP
2016-12-23T00:00:00
23
36
28
41
87
79
46
99
61
61
75
49
50
18
89
13
45
54
47
65
80
86
91
59
64
-0.127582
AAAP
2016-12-30T00:00:00
23
34
22
41
95
71
43
53
74
74
53
47
50
80
84
13
45
26
47
57
78
79
95
54
52
0.111757
AAAP
2017-01-06T00:00:00
23
34
23
41
94
63
44
43
73
73
59
47
50
79
86
13
45
32
47
54
76
78
96
51
49
0.028027
AAAP
2017-01-13T00:00:00
23
33
26
41
91
55
34
15
74
74
63
46
50
76
88
13
45
46
47
45
78
87
94
39
51
0.058888
AAAP
2017-01-20T00:00:00
23
32
27
41
88
25
14
38
74
74
63
46
50
75
84
13
45
51
47
16
78
90
95
35
38
-0.017851
AAAP
2017-01-27T00:00:00
23
32
27
41
89
12
6
4
77
77
63
45
50
76
88
13
45
48
47
7
77
94
92
36
37
0.101014
AAAP
2017-02-03T00:00:00
23
31
20
41
96
12
6
3
77
77
9
43
50
82
81
13
45
18
47
7
78
96
92
32
43
0.087302
AAAP
2017-02-10T00:00:00
23
30
23
40
95
10
4
3
76
76
17
42
50
80
75
13
45
28
47
5
77
97
93
31
43
0.084964
AAAP
2017-02-17T00:00:00
23
31
27
40
88
6
3
26
76
76
37
43
50
75
62
13
45
52
47
3
75
95
93
32
46
-0.027449
AAAP
2017-02-24T00:00:00
23
31
17
40
97
10
9
10
74
74
5
42
50
83
46
13
45
10
47
8
87
98
95
19
26
0.02269
AAAP
2017-03-03T00:00:00
24
30
15
40
99
10
16
9
69
69
1
42
50
84
38
13
45
1
47
10
88
98
95
19
24
0.039773
AAAP
2017-03-10T00:00:00
24
30
17
39
98
14
51
18
67
67
3
42
50
83
35
13
45
8
47
27
81
98
94
20
34
-0.01249
AAAP
2017-03-17T00:00:00
25
31
15
39
99
15
46
67
67
67
1
42
50
84
31
13
45
3
47
25
79
98
94
21
35
-0.022134
AAAP
2017-03-24T00:00:00
21
33
16
27
96
36
84
9
66
66
9
38
50
6
26
13
29
21
47
63
81
98
92
19
71
0.050391
AAAP
2017-03-31T00:00:00
22
33
24
27
86
63
89
16
63
63
30
38
50
7
20
13
29
55
47
81
80
98
92
19
81
0.022576
AAAP
2017-04-07T00:00:00
22
33
16
27
96
81
92
30
62
62
11
38
50
6
20
13
29
23
47
90
86
98
92
21
78
-0.013297
AAAP
2017-04-14T00:00:00
21
34
23
27
88
71
87
84
62
62
42
39
50
5
28
13
29
51
47
83
85
97
94
23
85
-0.048563
AAAP
2017-04-21T00:00:00
22
35
15
27
97
79
88
86
56
56
9
40
50
4
28
13
29
15
47
88
86
96
94
26
89
-0.01256
AAAP
2017-04-28T00:00:00
21
33
23
28
88
85
92
49
55
55
44
39
50
5
18
13
29
52
47
92
86
96
94
27
90
0.028417
AAAP
2017-05-05T00:00:00
21
33
15
30
96
84
91
57
52
52
9
39
50
5
27
13
29
20
47
91
86
96
95
29
89
-0.005789
AAAP
2017-05-12T00:00:00
20
35
24
33
88
73
68
84
52
52
26
40
50
7
48
13
29
50
47
74
87
96
93
31
89
-0.046321
AAAP
2017-05-19T00:00:00
20
34
27
33
82
89
93
57
51
51
35
40
50
8
39
13
29
68
47
94
86
96
97
30
89
0.01471
AAAP
2017-05-26T00:00:00
20
34
19
33
94
89
93
11
56
56
13
39
50
8
29
13
29
30
47
94
74
91
93
29
91
0.064004
AAAP
2017-06-02T00:00:00
22
34
24
26
88
88
88
89
63
63
85
41
50
8
37
13
29
51
47
92
95
87
91
30
92
-0.086375
AAAP
2017-06-09T00:00:00
22
34
23
26
90
80
44
55
63
63
83
40
50
8
41
13
29
47
47
64
95
89
92
29
93
0.031232
AAAP
2017-06-16T00:00:00
22
34
21
26
94
66
31
50
61
61
72
40
50
8
38
13
29
36
47
47
95
90
91
27
94
0.00955
AAAP
2017-06-23T00:00:00
22
33
12
26
99
75
53
7
64
64
38
39
50
8
33
13
29
2
47
67
97
92
90
29
94
0.078108
AAAP
2017-06-30T00:00:00
22
33
27
26
83
73
47
32
62
62
92
39
50
8
40
13
29
65
47
63
96
93
91
29
94
-0.021309
AAAP
2017-07-07T00:00:00
22
34
13
26
98
54
29
63
62
62
43
39
50
7
49
13
29
7
47
39
97
94
91
31
95
-0.015625
AAAP
2017-07-14T00:00:00
23
34
16
26
96
59
40
23
62
62
57
39
50
6
51
13
29
19
47
49
99
94
88
31
96
0.037731
AAAP
2017-07-21T00:00:00
23
33
20
26
93
73
80
8
61
61
73
38
50
5
46
13
29
36
47
79
99
96
96
28
95
0.037864
AAAP
2017-07-28T00:00:00
23
31
13
26
98
37
20
2
70
70
51
36
50
5
27
13
29
8
47
26
100
92
99
54
94
0.140372
AAAP
2017-08-04T00:00:00
22
31
14
25
97
48
31
3
68
68
53
35
50
6
22
13
29
14
47
37
100
83
98
50
94
0.040678
AAAP
2017-08-11T00:00:00
22
30
14
24
97
55
43
7
63
63
49
35
50
8
13
13
29
14
47
48
100
71
97
57
94
-0.004275
AAAP
2017-08-18T00:00:00
22
30
15
24
96
80
89
23
63
63
51
35
50
9
10
13
29
18
47
88
100
59
96
64
94
-0.010018
AAAP
2017-08-25T00:00:00
22
30
16
24
96
71
81
37
62
62
95
35
50
8
15
13
29
20
47
82
100
44
99
47
92
0.004957
AAAP
2017-09-01T00:00:00
23
31
24
25
88
68
48
84
63
63
100
37
50
9
18
13
30
54
47
60
99
29
95
86
97
-0.039868
AAAP
2017-09-08T00:00:00
23
30
21
25
91
76
81
15
64
64
98
35
50
9
11
13
30
45
47
83
100
44
90
91
99
0.063356
AAAP
2017-09-15T00:00:00
23
29
14
25
97
84
89
4
69
69
92
34
50
9
5
13
30
14
47
90
99
16
84
94
93
0.136675
AAAP
2017-09-22T00:00:00
23
29
21
26
91
94
99
28
69
69
99
34
50
9
7
13
30
44
47
98
100
20
88
93
92
-0.025146
AAAP
2017-09-29T00:00:00
23
28
23
26
87
96
99
2
79
79
99
31
50
9
3
13
30
50
47
99
99
20
90
92
95
0.228338
AAAP
2017-10-06T00:00:00
23
27
24
26
85
96
99
4
78
78
99
30
50
9
2
13
30
55
47
99
99
15
93
90
93
0.045697
AAAP
2017-10-13T00:00:00
23
28
18
26
94
96
96
21
78
78
88
31
50
9
3
13
30
30
47
98
100
13
92
92
89
-0.028567
AAAP
2017-10-20T00:00:00
23
27
20
26
93
94
91
3
78
78
91
30
50
8
2
13
30
35
47
95
99
11
91
96
86
0.070898
AAAP
2017-10-27T00:00:00
23
27
13
26
97
91
54
21
77
77
72
30
50
8
4
13
30
7
47
76
99
14
91
96
87
-0.008836
AAAP
2017-11-03T00:00:00
23
26
15
26
95
95
88
3
77
77
83
28
50
8
3
13
30
17
47
94
100
8
92
94
88
0.110822
AAAP
2017-11-10T00:00:00
23
26
23
26
83
97
98
12
74
74
98
28
50
10
4
13
30
47
47
99
99
8
92
93
88
-0.000123
AAAP
2017-11-17T00:00:00
18
25
16
33
94
97
92
18
73
73
44
28
50
9
5
82
31
15
92
97
98
7
92
94
88
0.002717
AAAP
2017-11-24T00:00:00
18
25
16
33
94
99
99
46
73
73
48
28
50
50
11
82
31
19
92
100
98
10
90
94
87
0.000246
AAAP
2017-12-01T00:00:00
18
25
15
33
95
99
99
48
71
71
40
28
50
49
15
81
31
10
92
100
97
11
90
95
80
0.001477
AAAP
2017-12-08T00:00:00
18
25
20
33
90
99
98
33
64
64
56
28
50
50
28
13
31
30
47
100
97
11
89
95
77
0.003196
AAAP
2017-12-15T00:00:00
18
25
26
33
72
100
99
50
62
62
81
28
50
49
47
13
31
60
46
100
97
17
87
94
82
-0.000858
AAAP
2017-12-22T00:00:00
18
25
17
33
93
100
97
53
60
60
50
28
50
49
51
13
31
23
47
100
97
18
83
91
75
0.000859
AAAP
2017-12-29T00:00:00
18
25
14
33
95
100
99
53
58
58
44
28
50
47
50
13
31
12
46
100
97
25
84
86
58
0.000245
AAAP
2018-01-05T00:00:00
18
25
14
33
95
100
97
63
57
57
49
29
50
42
64
13
31
10
47
99
97
25
74
84
66
0.002818
AAAP
2018-01-12T00:00:00
18
25
22
33
85
100
94
67
44
44
65
29
50
37
69
12
31
39
47
98
97
24
77
84
62
-0.000122