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
2018-01-19T00:00:00
18
25
23
33
81
99
88
57
43
43
65
29
50
36
67
12
31
44
46
95
97
21
79
79
60
0.001833
AAAP
2018-01-26T00:00:00
18
26
18
33
91
99
77
56
41
41
61
29
50
36
72
12
31
24
47
92
97
20
82
77
49
0.000122
AAAP
2018-02-02T00:00:00
18
26
18
33
92
99
81
35
38
38
14
29
50
36
62
13
31
23
47
93
98
32
87
81
52
-0.012805
AAAP
2018-02-09T00:00:00
19
26
24
34
80
99
70
12
36
36
35
28
50
37
60
13
31
46
47
89
77
48
92
62
46
0.0084
AAB
1998-01-09T00:00:00
50
50
50
50
93.5
64
60.5
21
17
17
12
50
50
50
30
50
50
50
50
89
20
28
49
50
50
0.038168
AAB
1998-01-16T00:00:00
50
50
50
50
93.5
64
60.5
64
17
17
40
50
50
50
30
50
50
50
50
89
20
28
49
50
50
0
AAB
1998-01-23T00:00:00
50
50
50
50
93.5
64
60.5
27
27
27
39
50
50
50
30
50
50
50
50
89
20
28
49
50
50
0.025765
AAB
1998-01-30T00:00:00
50
50
50
50
93.5
64
60.5
45
10
10
39
50
50
50
30
50
50
50
50
89
20
28
49
50
50
0.003555
AAB
1998-02-06T00:00:00
50
50
50
50
93.5
64
60.5
19
31
31
31
50
50
50
30
50
50
50
50
89
20
28
49
50
50
0.071429
AAB
1998-02-13T00:00:00
50
50
50
50
93.5
64
60.5
25
22
22
8
50
50
50
30
50
50
50
50
89
20
28
49
50
50
0.02336
AAB
1998-02-20T00:00:00
50
50
50
50
93.5
64
60.5
47
24
24
40
50
50
50
30
50
50
50
50
89
20
28
49
50
50
-0.016312
AAB
1998-02-27T00:00:00
50
50
50
50
93.5
64
60.5
26
21
21
61
50
50
50
30
50
50
50
50
89
20
28
49
50
50
0.043073
AAB
1998-03-06T00:00:00
50
50
50
50
93.5
83
83
22
16
16
51
50
50
50
30
50
50
50
50
83
20
28
49
50
50
0.025396
AAB
1998-03-13T00:00:00
50
50
50
50
93.5
42
42
32
13
13
53
50
50
50
30
50
50
50
50
42
20
28
49
50
50
0.006142
AAB
1998-03-20T00:00:00
50
50
50
50
93.5
69
70
24
11
11
15
50
50
50
30
50
50
50
50
70
20
28
49
50
50
0.036924
AAB
1998-03-27T00:00:00
50
50
50
50
93.5
58
58
42
11
11
38
50
50
50
30
50
50
50
50
59
20
28
49
50
50
-0.002944
AAB
1998-04-03T00:00:00
50
50
50
50
93.5
77
78
67
13
13
4
50
50
50
30
50
50
50
50
78
20
28
49
50
50
-0.017857
AAB
1998-04-10T00:00:00
50
50
50
50
93.5
76
77
51
12
12
67
50
50
50
30
50
50
50
50
77
20
28
49
50
50
0.003055
AAB
1998-04-17T00:00:00
50
50
50
50
93.5
64
61
53
7
7
63
50
50
50
30
50
50
50
50
63
20
28
49
50
50
0.005994
AAB
1998-04-24T00:00:00
50
50
50
50
93.5
74
75
68
9
9
40
50
50
50
30
50
50
50
50
75
20
28
49
50
50
-0.027004
AAB
1998-05-01T00:00:00
50
50
50
50
93.5
78
79
69
7
7
73
50
50
50
30
50
50
50
50
79
20
28
49
50
50
-0.003062
AAB
1998-05-08T00:00:00
50
50
50
50
93.5
72
72
46
5
5
17
50
50
50
30
50
50
50
50
73
20
28
49
50
50
0.009263
AAB
1998-05-15T00:00:00
50
50
50
50
93.5
77
77
56
5
5
37
50
50
50
30
50
50
50
50
78
20
28
49
50
50
-0.018405
AAB
1998-05-22T00:00:00
50
50
50
50
93.5
71
67
48
4
4
17
50
50
50
30
50
50
50
50
70
20
28
49
50
50
-0.00625
AAB
1998-05-29T00:00:00
50
50
50
50
93.5
55
45
49
3
3
31
50
50
50
30
50
50
50
50
50
20
28
49
50
50
-0.012579
AAB
1998-06-05T00:00:00
50
50
50
50
93.5
61
52
5
18
18
8
50
50
50
30
50
50
50
50
57
20
28
49
50
50
0.073223
AAB
1998-06-12T00:00:00
50
50
50
50
93.5
57
49
38
22
22
47
50
50
50
30
50
50
50
50
53
20
28
49
50
50
-0.047479
AAB
1998-06-19T00:00:00
50
50
50
50
93.5
47
38
24
20
20
35
50
50
50
30
50
50
50
50
42
20
28
49
50
50
0.009371
AAB
1998-06-26T00:00:00
50
50
50
50
93.5
44
36
30
18
18
11
50
50
50
30
50
50
50
50
39
20
28
49
50
50
0.02163
AAB
1998-07-03T00:00:00
50
50
50
50
93.5
52
49
58
17
17
48
50
50
50
30
50
50
50
50
51
20
28
49
50
50
-0.018175
AAB
1998-07-10T00:00:00
50
50
50
50
93.5
47
46
75
18
18
35
50
50
50
30
50
50
50
50
46
20
28
49
50
50
-0.036924
AAB
1998-07-17T00:00:00
50
50
50
50
93.5
50
49
62
17
17
27
50
50
50
30
50
50
50
50
49
20
28
49
50
50
0.01278
AAB
1998-07-24T00:00:00
50
50
50
50
93.5
51
51
62
16
16
34
50
50
50
30
50
50
50
50
51
20
28
49
50
50
-0.037856
AAB
1998-07-31T00:00:00
50
50
50
50
93.5
83
91
56
14
14
7
50
50
50
30
50
50
50
50
89
20
28
49
50
50
-0.029483
AAB
1998-08-07T00:00:00
50
50
50
50
93.5
70
73
75
17
17
13
50
50
50
30
50
50
50
50
72
20
28
49
50
50
-0.060811
AAB
1998-08-14T00:00:00
50
50
50
50
93.5
75
77
78
12
12
9
50
50
50
30
50
50
50
50
77
20
28
49
50
50
-0.057554
AAB
1998-08-21T00:00:00
50
50
50
50
93.5
77
79
48
13
13
6
50
50
50
30
50
50
50
50
79
20
28
49
50
50
0.015267
AAB
1998-08-28T00:00:00
50
50
50
50
93.5
64
55
10
11
11
27
50
50
50
30
50
50
50
50
61
20
28
49
50
50
0.026286
AAB
1998-09-04T00:00:00
50
50
50
50
93.5
48
37
45
14
14
27
50
50
50
30
50
50
50
50
42
20
28
49
50
50
-0.084222
AAB
1998-09-11T00:00:00
50
50
50
50
93.5
52
41
39
15
15
35
50
50
50
30
50
50
50
50
46
31
86
54
50
50
0.016
AAB
1998-09-18T00:00:00
50
50
50
50
96
49
40
21
21
21
12
50
50
50
30
50
50
50
50
44
19
76
38
50
50
0.070866
AAB
1998-09-25T00:00:00
50
50
50
50
91
51
42
48
18
18
19
50
50
50
30
50
50
50
50
47
17
75
40
50
50
-0.025765
AAB
1998-10-02T00:00:00
50
50
50
50
97
42
31
26
15
15
9
50
50
50
30
50
50
50
50
35
16
72
42
50
50
0
AAB
1998-10-09T00:00:00
50
50
50
50
92
35
26
42
14
14
20
50
50
50
30
50
50
50
50
29
14
62
39
50
50
-0.064123
AAB
1998-10-16T00:00:00
50
50
50
50
100
44
44
67
11
11
6
50
50
50
30
50
50
50
50
43
15
62
49
50
50
-0.008065
AAB
1998-10-23T00:00:00
50
50
50
50
88
71
82
74
9
9
35
50
50
50
30
50
50
50
50
78
18
70
50
50
50
0.00813
AAB
1998-10-30T00:00:00
50
50
50
50
80
59
62
67
8
8
44
50
50
50
30
50
50
50
50
61
16
69
47
50
50
0.028258
AAB
1998-11-06T00:00:00
50
50
50
50
89
61
63
35
14
14
34
50
50
50
30
50
50
50
50
63
20
53
36
50
50
0.094115
AAB
1998-11-13T00:00:00
50
50
50
50
99
72
81
70
15
15
6
50
50
50
30
50
50
50
50
78
24
70
44
50
50
-0.057346
AAB
1998-11-20T00:00:00
50
50
50
50
100
64
62
36
15
15
2
50
50
50
30
50
50
50
50
64
20
65
59
50
50
0.041793
AAB
1998-11-27T00:00:00
50
50
50
50
87
71
73
19
17
17
26
50
50
50
30
50
50
50
50
74
26
51
42
50
50
0.065693
AAB
1998-12-04T00:00:00
50
50
50
50
81
71
65
56
20
20
33
50
50
50
30
50
50
50
50
70
26
52
56
50
50
-0.058192
AAB
1998-12-11T00:00:00
50
50
50
50
99
58
45
4
36
36
5
50
50
50
30
50
50
50
50
51
31
28
49
50
50
0.163603
AAB
1998-12-18T00:00:00
50
50
50
50
99
48
32
13
34
34
7
50
50
50
30
50
50
50
50
38
31
28
50
50
50
0.0031
AAB
1998-12-25T00:00:00
50
50
50
50
97
48
31
17
34
34
10
50
50
50
30
50
50
50
50
37
30
28
51
50
50
0.012461
AAB
1999-01-01T00:00:00
50
50
50
50
86
59
58
38
33
33
28
50
50
50
34
50
50
50
50
60
29
28
46
50
50
0.018511
AAB
1999-01-08T00:00:00
50
50
50
50
80
45
35
32
30
30
35
50
50
50
28
50
50
50
50
37
29
24
43
50
50
0.042247
AAB
1999-01-15T00:00:00
50
50
50
50
98
55
57
62
33
33
13
50
50
50
34
50
50
50
50
58
20
28
50
50
50
-0.049253
AAB
1999-01-22T00:00:00
50
50
50
50
97
69
80
13
37
37
13
50
50
50
20
50
50
50
50
77
10
26
48
50
50
0.109756
AAB
1999-01-29T00:00:00
50
50
50
50
80
54
55
61
39
39
48
50
50
50
30
50
50
50
50
55
16
30
52
50
50
-0.05767
AAB
1999-02-05T00:00:00
50
50
50
50
95
87
93
66
39
39
19
50
50
50
29
50
50
50
50
92
16
35
51
50
50
-0.043754
AAB
1999-02-12T00:00:00
50
50
50
50
82
86
92
70
37
37
45
50
50
50
25
50
50
50
50
91
21
28
47
50
50
-0.027415
AAB
1999-02-19T00:00:00
50
50
50
50
100
85
88
26
30
30
3
50
50
50
25
50
50
50
50
88
21
28
48
50
50
0.037617
AAB
1999-02-26T00:00:00
50
50
50
50
87
82
79
69
32
32
38
50
50
50
34
50
50
50
50
83
20
27
47
50
50
-0.054428
AAB
1999-03-05T00:00:00
50
50
50
50
92
85
78
72
27
27
29
50
50
50
33
50
50
50
50
85
21
27
50
50
50
-0.015949
AAB
1999-03-12T00:00:00
50
50
50
50
83
78
60
65
26
26
42
50
50
50
43
50
50
50
50
73
21
24
48
50
50
0
AAB
1999-03-19T00:00:00
50
50
50
50
99
88
84
10
34
34
7
50
50
50
31
50
50
50
50
89
17
18
49
50
50
0.107117
AAB
1999-03-26T00:00:00
50
50
50
50
99
80
62
8
33
33
4
50
50
50
26
50
50
50
50
74
18
21
50
50
50
0.049878
AAB
1999-04-02T00:00:00
50
50
50
50
94
76
47
12
28
28
21
50
50
50
24
50
50
50
50
64
17
19
50
50
50
0.025162
AAB
1999-04-09T00:00:00
50
50
50
50
93
71
43
22
25
25
23
50
50
50
35
50
50
50
50
58
17
16
51
50
50
0.008152
AABC
1998-01-09T00:00:00
54.5
60
68
47
73
55
53
77
22
22
42
87
36
37
50
32
50
33
40.5
60
56
55
58
60.5
43.5
-0.011332
AABC
1998-01-16T00:00:00
54.5
60
68
47
73
55
53
72
22
22
12
87
36
37
50
32
50
33
40.5
61
56
55
58
60.5
43.5
-0.011462
AABC
1998-01-23T00:00:00
54.5
60
68
47
73
55
53
64
4
4
4
87
36
37
50
32
50
33
40.5
60
56
55
58
60.5
43.5
-0.011694
AABC
1998-01-30T00:00:00
54.5
60
68
47
73
55
53
75
2
2
20
87
36
37
50
32
50
33
40.5
60
56
55
58
60.5
43.5
-0.011732
AABC
1998-02-06T00:00:00
54.5
60
68
47
73
55
53
54
11
11
49
87
36
37
50
32
50
33
40.5
61
56
55
58
60.5
43.5
0.023843
AABC
1998-02-13T00:00:00
54.5
60
68
47
73
55
53
71
7
7
28
87
36
37
50
32
50
33
40.5
60
56
55
58
60.5
43.5
-0.011694
AABC
1998-02-20T00:00:00
54.5
60
68
47
73
55
53
60
4
4
52
87
36
37
50
32
50
33
40.5
61
56
55
58
60.5
43.5
0.003008
AABC
1998-02-27T00:00:00
54.5
60
68
47
73
55
53
48
5
5
53
87
36
37
50
32
50
33
40.5
60
56
55
58
60.5
43.5
0.020494
AABC
1998-03-06T00:00:00
54.5
60
68
47
73
37
37
61
4
4
24
87
36
37
50
32
50
33
40.5
37
56
55
58
60.5
43.5
-0.011462
AABC
1998-03-13T00:00:00
54.5
60
68
47
73
29
29
50
3
3
62
87
36
37
50
32
50
33
40.5
29
56
55
58
60.5
43.5
0.011594
AABC
1998-03-20T00:00:00
54.5
60
68
47
73
33
34
65
2
2
44
87
36
37
50
32
50
33
40.5
33
56
55
58
60.5
43.5
-0.00578
AABC
1998-03-27T00:00:00
54.5
60
68
47
73
27
28
9
33
33
6
87
36
37
50
32
50
33
40.5
27
56
55
58
60.5
43.5
0.109863
AABC
1998-04-03T00:00:00
32
60
35
59
73
40
42
7
38
38
1
87
36
37
50
32
50
1
40.5
41
56
55
58
60.5
43.5
0.083363
AABC
1998-04-10T00:00:00
32
60
45
59
73
29
31
57
51
51
37
87
36
37
50
32
50
38
40.5
30
56
55
58
60.5
43.5
-0.076948
AABC
1998-04-17T00:00:00
33
60
38
59
73
34
34
73
49
49
14
87
36
37
50
32
50
13
40.5
33
56
55
58
60.5
43.5
-0.0182
AABC
1998-04-24T00:00:00
33
60
37
59
73
43
48
77
46
46
7
87
36
37
50
32
50
7
40.5
45
56
55
58
60.5
43.5
-0.023872
AABC
1998-05-01T00:00:00
40
60
71
20
73
37
39
43
44
44
74
87
36
37
50
32
50
83
40.5
38
56
55
58
60.5
43.5
0.021677
AABC
1998-05-08T00:00:00
40
60
52
20
73
41
45
26
42
42
74
87
36
37
50
32
50
11
40.5
43
56
55
58
60.5
43.5
0.021307
AABC
1998-05-15T00:00:00
39
60
65
23
73
36
37
34
39
39
54
87
36
37
50
32
50
65
40.5
36
56
55
58
60.5
43.5
0
AABC
1998-05-22T00:00:00
39
60
56
23
73
78
86
27
37
37
53
87
36
37
50
32
50
32
40.5
83
56
55
58
60.5
43.5
0
AABC
1998-05-29T00:00:00
39
60
57
23
73
89
93
23
35
35
54
87
36
37
50
32
50
35
40.5
91
56
55
58
60.5
43.5
0
AABC
1998-06-05T00:00:00
39
60
55
23
73
67
65
62
32
32
57
87
36
37
50
32
50
27
40.5
67
56
55
58
60.5
43.5
-0.041637
AABC
1998-06-12T00:00:00
39
60
64
23
73
54
44
6
34
34
60
87
36
37
50
32
50
55
40.5
49
56
55
58
60.5
43.5
0.065215
AABC
1998-06-19T00:00:00
40
60
50
23
73
44
33
18
25
25
54
87
36
37
50
32
50
12
40.5
38
56
55
58
60.5
43.5
0
AABC
1998-06-26T00:00:00
40
60
68
23
73
53
52
48
23
23
60
87
36
37
50
32
50
78
40.5
53
56
55
58
60.5
43.5
-0.020437
AABC
1998-07-03T00:00:00
40
60
62
24
73
64
66
79
23
23
58
87
36
37
50
32
50
47
40.5
66
56
55
58
60.5
43.5
-0.03125
AABC
1998-07-10T00:00:00
40
60
64
24
73
67
65
42
23
23
58
87
36
37
50
32
50
55
40.5
67
56
55
58
60.5
43.5
0.032258
AABC
1998-07-17T00:00:00
40
60
49
23
73
71
73
92
41
41
52
87
36
37
50
32
50
7
40.5
73
56
55
58
60.5
43.5
-0.104137
AABC
1998-07-24T00:00:00
40
60
55
23
73
76
80
83
37
37
55
87
36
37
50
32
50
28
40.5
79
56
55
58
60.5
43.5
-0.046576
AABC
1998-07-31T00:00:00
39
60
48
61
73
57
51
36
39
39
52
87
36
37
50
32
50
3
40.5
54
56
55
58
60.5
43.5
0.048851