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
⌀
AABC
1998-08-07T00:00:00
39
60
57
61
73
87
93
38
34
34
55
87
36
37
50
32
50
31
40.5
91
56
55
58
60.5
43.5
-0.023288
AABC
1998-08-14T00:00:00
39
60
70
60
73
85
90
39
30
30
51
87
36
37
50
32
50
85
40.5
89
56
55
58
60.5
43.5
-0.023843
AABC
1998-08-21T00:00:00
39
60
53
60
73
73
69
70
26
26
50
87
36
37
50
32
50
22
40.5
72
56
55
58
60.5
43.5
-0.048748
AABC
1998-08-28T00:00:00
39
60
57
60
73
55
43
79
41
41
62
87
36
37
50
32
50
34
40.5
49
56
55
58
60.5
43.5
-0.153846
AABC
1998-09-04T00:00:00
39
60
66
60
73
68
60
90
47
47
96
87
36
37
50
32
50
64
40.5
65
56
55
58
60.5
43.5
-0.151472
AABC
1998-09-11T00:00:00
39
60
70
60
73
30
16
84
45
45
100
87
36
37
50
32
50
83
40.5
22
40
13
27
60.5
43.5
0
AABC
1998-09-18T00:00:00
39
60
50
60
100
29
17
36
55
55
80
87
36
37
50
32
50
14
40.5
22
37
10
18
60.5
43.5
0.107137
AABC
1998-09-25T00:00:00
39
60
68
60
100
52
52
27
53
53
97
87
36
37
50
32
50
73
40.5
52
42
11
14
60.5
43.5
0.048385
AABC
1998-10-02T00:00:00
39
60
67
60
100
54
54
22
49
49
63.5
87
36
37
50
32
50
74
40.5
54
35
11
12
60.5
43.5
0
AABC
1998-10-09T00:00:00
39
60
53
60
100
54
56
69
51
51
63.5
87
36
37
50
32
50
21
40.5
55
32
7
11
60.5
43.5
-0.153927
AABC
1998-10-16T00:00:00
39
60
47
60
100
46
40
40
50
50
63.5
87
36
37
50
32
50
4
40.5
42
29
8
10
60.5
43.5
0.090965
AABC
1998-10-23T00:00:00
39
60
51
60
100
34
28
88
44
44
63.5
87
36
37
50
32
50
15
40.5
30
46
6
11
60.5
43.5
-0.066619
AABC
1998-10-30T00:00:00
43
60
63
23
100
22
15
29
52
52
87
87
36
37
50
32
50
50
40.5
17
33
8
11
60.5
43.5
0.142748
AABC
1998-11-06T00:00:00
43
60
52
23
100
22
14
89
49
49
70
87
36
37
50
32
50
18
40.5
17
33
17
10
60.5
43.5
-0.062458
AABC
1998-11-13T00:00:00
43
60
47
23
100
32
37
61
44
44
70
87
36
37
50
32
50
6
40.5
33
32
15
9
60.5
43.5
0
AABC
1998-11-20T00:00:00
45
60
62
22
100
38
51
85
43
43
92
87
36
37
50
32
50
50
40.5
43
35
17
7
60.5
43.5
-0.033381
AABC
1998-11-27T00:00:00
45
60
61
23
100
46
63
73
40
40
90
87
36
37
50
32
50
44
40.5
55
34
18
8
60.5
43.5
0
AABC
1998-12-04T00:00:00
44
64
61
23
97
36
36
54
38
38
85
91
36
42
50
32
50
33
40.5
35
27
14
5
60.5
43.5
0
AABC
1998-12-11T00:00:00
43
63
70
23
98
40
52
58
36
36
98
91
36
42
50
32
50
66
40.5
45
27
20
4
60.5
43.5
-0.017193
AABC
1998-12-18T00:00:00
45
67
56
23
98
24
18
90
39
39
77
91
36
43
50
32
50
10
40.5
18
35
19
1
60.5
43.5
-0.105263
AABC
1998-12-25T00:00:00
43
64
58
23
98
36
57
13
57
57
82
91
36
43
50
32
50
21
40.5
45
34
30
1
60.5
43.5
0.180983
AABC
1999-01-01T00:00:00
44
63
69
23
97
22
18
34
55
55
96
91
36
42
31
32
50
62
40.5
17
33
30
1
60.5
43.5
0.006934
AABC
1999-01-08T00:00:00
44
63
59
23
98
24
21
27
48
48
83
91
36
41
57
32
50
25
40.5
19
31
30
1
60.5
43.5
0.034429
AABC
1999-01-15T00:00:00
45
66
65
23
98
21
16
81
49
49
84
92
36
28
67
32
50
39
40.5
16
25
33
1
60.5
43.5
-0.066703
AABC
1999-01-22T00:00:00
45
67
64
23
98
22
16
81
48
48
82
92
36
27
65
32
50
38
40.5
16
29
31
1
60.5
43.5
-0.035662
AABC
1999-01-29T00:00:00
44
67
59
23
97
23
32
42
47
47
73
92
36
28
70
32
50
21
40.5
25
26
31
1
60.5
43.5
0.036981
AABC
1999-02-05T00:00:00
44
66
59
23
97
24
31
37
44
44
75
92
36
28
50
32
50
23
40.5
25
24
28
1
60.5
43.5
0
AABC
1999-02-12T00:00:00
43
65
59
23
97
17
15
14
43
43
77
92
36
28
48
32
50
25
40.5
14
21
31
1
60.5
43.5
0.035808
AABC
1999-02-19T00:00:00
42
64
62
23
98
38
76
22
41
41
83
92
36
28
42
32
50
35
40.5
58
17
32
1
60.5
43.5
0
AABC
1999-02-26T00:00:00
42
62
69
23
98
35
64
28
37
37
96
92
36
28
43
32
50
64
40.5
49
13
27
1
60.5
43.5
0
AABC
1999-03-05T00:00:00
43
66
53
23
98
35
65
77
32
32
65
92
36
28
42
32
50
3
40.5
50
13
30
1
60.5
43.5
-0.068999
AABC
1999-03-12T00:00:00
95
57
70
61
98
23
32
54
31
31
100
92
36
21
37
32
50
75
40.5
23
13
28
1
60.5
43.5
0.018566
AABC
1999-03-19T00:00:00
95
59
52
61
98
19
22
49
29
29
67
92
36
22
36
32
50
3
40.5
17
14
29
1
60.5
43.5
0
AABC
1999-03-26T00:00:00
95
60
56
61
98
27
49
55
26
26
78
92
36
23
33
32
50
20
40.5
36
11
16
1
60.5
43.5
-0.018228
AABC
1999-04-02T00:00:00
95
57
67
61
98
30
55
54
24
24
95
92
36
27
36
32
50
54
40.5
41
10
15
1
60.5
43.5
0
AABC
1999-04-09T00:00:00
95
57
70
61
98
45
75
52
22
22
98
92
36
27
31
32
50
68
40.5
61
11
22
1
60.5
43.5
0
AABC
1999-04-16T00:00:00
94
42
57
61
98
45
78
2
70
70
79
90
36
19
11
32
50
21
40.5
64
54
29
5
60.5
43.5
0.370415
AABC
1999-04-23T00:00:00
94
59
62
10
98
44
76
49
72
72
72
91
36
19
17
32
50
12
40.5
62
40
27
12
60.5
43.5
-0.121599
AABC
1999-04-30T00:00:00
94
63
63
9
98
29
37
67
70
70
75
91
36
19
25
32
50
18
40.5
31
37
36
12
60.5
43.5
-0.046144
AABC
1999-05-07T00:00:00
95
65
60
10
98
35
49
89
70
70
70
92
36
19
26
32
50
6
40.5
40
50
55
18
60.5
43.5
-0.056527
AABC
1999-05-14T00:00:00
95
67
67
10
98
36
53
92
68
68
90
92
36
23
31
32
50
40
40.5
43
61
64
29
60.5
43.5
-0.042776
AABC
1999-05-21T00:00:00
95
67
62
11
98
37
46
71
66
66
87
92
36
26
26
32
50
22
40.5
40
61
67
28
60.5
43.5
0.017904
AABC
1999-05-28T00:00:00
95
63
69
11
97
39
52
35
65
65
94
92
36
26
26
32
50
49
40.5
45
60
72
36
60.5
43.5
0.035035
AABC
1999-06-04T00:00:00
95
64
64
11
97
39
47
41
64
64
89
92
36
25
24
32
50
29
40.5
42
56
70
38
60.5
43.5
0
AABC
1999-06-11T00:00:00
95
63
64
11
97
84
97
29
63
63
90
92
36
25
21
32
50
32
40.5
93
62
68
38
60.5
43.5
0.016994
AABC
1999-06-18T00:00:00
95
64
61
11
97
65
78
43
62
62
87
91
36
26
19
32
50
21
40.5
75
68
84
44
60.5
43.5
0
AABC
1999-06-25T00:00:00
95
63
62
11
97
53
52
13
48
48
89
91
36
26
19
32
50
26
40.5
53
70
83
47
60.5
43.5
0.049993
AABC
1999-07-02T00:00:00
96
64
69
11
97
39
30
49
41
41
95
91
36
42
21
32
50
48
40.5
32
56
87
43
60.5
43.5
-0.007892
AABC
1999-07-09T00:00:00
96
61
62
11
97
30
17
23
40
40
89
91
36
41
20
32
50
26
40.5
19
71
76
46
60.5
43.5
0.043949
AABC
1999-07-16T00:00:00
96
64
59
11
97
32
23
57
38
38
84
91
36
38
40
32
50
14
40.5
24
75
70
43
60.5
43.5
-0.019113
AABC
1999-07-23T00:00:00
96
64
59
11
97
43
44
48
35
35
84
91
36
35
30
32
50
14
40.5
41
75
73
44
60.5
43.5
-0.015665
AABC
1999-07-30T00:00:00
70
64
65
89
97
42
46
44
34
34
79
91
36
39
23
32
50
46
40.5
43
72
73
55
60.5
43.5
0
AABC
1999-08-06T00:00:00
68
60
64
89
97
48
59
9
33
33
79
91
36
40
13
32
50
47
40.5
55
67
74
48
60.5
43.5
0.047613
AABC
1999-08-13T00:00:00
64
58
67
89
97
45
59
9
33
33
64
91
36
44
22
32
50
60
40.5
53
66
76
53
60.5
43.5
0.037915
AABC
1999-08-20T00:00:00
64
60
57
89
97
57
83
26
32
32
51
91
36
47
19
32
50
27
40.5
73
67
75
54
60.5
43.5
-0.007258
AABC
1999-08-27T00:00:00
64
60
57
89
96
51
64
45
32
32
51
91
36
47
25
32
50
26
40.5
60
62
79
87
60.5
43.5
-0.014743
AABC
1999-09-03T00:00:00
64
60
63
88
96
58
76
39
30
30
58
91
36
47
26
32
50
44
40.5
70
68
60
93
60.5
43.5
0.007421
AABC
1999-09-10T00:00:00
64
61
51
88
97
53
60
42
29
29
37
91
36
47
25
32
50
2
40.5
58
69
60
94
60.5
43.5
0
AABC
1999-09-17T00:00:00
63
59
68
88
97
54
58
45
27
27
67
91
36
48
33
32
50
68
40.5
58
69
60
94
60.5
43.5
-0.007366
AABC
1999-09-24T00:00:00
62
58
59
88
96
58
54
31
25
25
16
91
36
48
23
32
50
35
40.5
58
89
59
93
60.5
43.5
0
AABC
1999-10-01T00:00:00
62
58
62
88
96
74
85
41
23
23
20
91
36
48
19
32
50
43
40.5
83
87
60
92
60.5
43.5
0
AABC
1999-10-08T00:00:00
62
56
69
88
97
78
90
51
23
23
32
91
36
48
25
32
50
72
40.5
88
90
61
91
60.5
43.5
-0.007421
AABC
1999-10-15T00:00:00
62
59
62
88
97
76
84
54
22
22
24
91
36
48
37
32
50
43
40.5
83
89
62
91
60.5
43.5
-0.030151
AABC
1999-10-22T00:00:00
64
60
62
88
97
75
78
79
22
22
26
91
36
48
47
32
50
41
40.5
80
88
50
92
60.5
43.5
-0.054215
AABC
1999-10-29T00:00:00
66
60
73
44
73
72
76
45
24
24
53
90
36
34
31
32
50
50
40.5
78
87
49
91
60.5
43.5
0.049172
AABC
1999-11-05T00:00:00
66
62
60
44
74
68
70
68
23
23
46
90
36
34
49
32
50
6
40.5
72
87
53
91
60.5
43.5
-0.015665
AABC
1999-11-12T00:00:00
66
61
76
43
72
69
65
45
22
22
59
90
36
52
46
32
50
61
40.5
70
85
55
88
60.5
43.5
0.015914
AABC
1999-11-19T00:00:00
66
62
65
42
72
76
74
40
23
23
47
90
36
54
48
32
50
25
40.5
79
84
53
89
60.5
43.5
0.031202
AABC
1999-11-26T00:00:00
67
62
69
43
72
75
69
61
23
23
55
91
36
53
59
32
50
39
40.5
75
83
54
87
60.5
43.5
-0.030258
AABC
1999-12-03T00:00:00
67
61
70
43
73
72
59
52
22
22
56
91
36
50
61
32
50
42
40.5
69
84
57
87
60.5
43.5
0
AABC
1999-12-10T00:00:00
66
61
68
43
72
69
57
48
21
21
51
91
36
51
68
32
50
34
40.5
66
85
57
87
60.5
43.5
0
AABC
1999-12-17T00:00:00
66
60
75
43
73
53
32
54
20
20
63
91
36
51
73
32
50
56
40.5
42
85
53
86
60.5
43.5
-0.015665
AABC
1999-12-24T00:00:00
66
60
72
43
75
61
52
54
19
19
59
91
36
48
63
32
50
48
40.5
58
1
31
81
60.5
43.5
0
AABC
1999-12-31T00:00:00
67
61
79
43
75
54
40
61
17
17
100
91
36
48
64
32
50
75
40.5
47
14
64
40
60.5
43.5
0.008022
AABC
2000-01-07T00:00:00
67
62
76
43
76
59
50
67
16
16
96
92
36
47
76
32
50
59
40.5
57
18
53
53
60.5
43.5
-0.023617
AABC
2000-01-14T00:00:00
68
64
63
43
77
61
57
76
15
15
75
92
36
42
83
32
50
19
40.5
61
25
23
47
60.5
43.5
-0.016169
AABC
2000-01-21T00:00:00
68
65
60
43
77
56
41
61
15
15
64
92
36
40
83
32
50
7
40.5
49
30
45
57
60.5
43.5
0.008151
AABC
2000-01-28T00:00:00
67
63
70
43
77
56
47
46
14
14
82
92
36
40
80
32
50
38
40.5
53
33
42
57
60.5
43.5
0
AABC
2000-02-04T00:00:00
67
64
65
43
78
58
52
54
14
14
74
93
36
40
81
32
50
24
40.5
56
30
36
55
60.5
43.5
0
AABC
2000-02-11T00:00:00
67
63
71
43
77
55
48
50
13
13
86
93
36
40
78
32
50
44
40.5
52
32
36
55
60.5
43.5
0
AABC
2000-02-18T00:00:00
71
70
77
44
74
50
48
97
27
27
96
94
36
42
85
32
50
61
40.5
50
19
2
90
60.5
43.5
-0.146322
AABC
2000-02-25T00:00:00
68
68
62
44
73
51
41
48
33
33
71
94
36
42
83
32
50
16
40.5
47
25
1
88
60.5
43.5
0.080888
AABC
2000-03-03T00:00:00
70
68
74
44
72
46
31
91
31
31
91
94
36
42
90
32
50
51
40.5
37
25
1
89
60.5
43.5
-0.057167
AABC
2000-03-10T00:00:00
67
74
55
67
72
43
25
84
30
30
50
95
36
46
91
32
50
12
40.5
32
25
2
88
60.5
43.5
-0.04677
AABC
2000-03-17T00:00:00
69
75
57
67
72
45
32
84
25
25
51
95
36
47
92
32
50
18
40.5
37
23
3
88
60.5
43.5
-0.019658
AABC
2000-03-24T00:00:00
69
75
55
67
70
49
44
69
24
24
47
95
36
48
92
32
50
8
40.5
46
19
3
89
60.5
43.5
0
AABC
2000-03-31T00:00:00
70
74
61
66
70
48
41
67
22
22
13
95
36
48
93
25
50
24
10
44
18
2
89
60.5
43.5
-0.049886
AABC
2000-04-07T00:00:00
72
77
59
66
68
51
46
76
22
22
9
95
36
47
90
25
50
17
10
49
14
4
86
60.5
43.5
-0.047358
AABC
2000-04-14T00:00:00
71
73
71
66
69
25
8
42
21
21
40
94
36
45
72
25
50
64
10
14
39
3
90
60.5
43.5
-0.005584
AABC
2000-04-21T00:00:00
72
75
62
66
70
39
35
52
20
20
22
94
36
42
82
23
50
28
10
36
41
2
86
60.5
43.5
0
AABC
2000-04-28T00:00:00
72
74
71
66
69
25
13
55
16
16
46
94
36
42
87
8
50
63
20
16
41
2
87
60.5
43.5
0
AABC
2000-05-05T00:00:00
51
64
72
50
68
22
11
24
18
18
40
93
36
3
86
9
50
53
19
14
47
4
89
60.5
43.5
0.066655
AABC
2000-05-12T00:00:00
51
63
72
51
68
17
9
26
17
17
36
92
36
4
85
9
50
58
19
10
49
6
91
60.5
43.5
0
AABC
2000-05-19T00:00:00
50
62
65
55
67
18
14
6
19
19
18
92
36
5
74
8
50
37
17
12
51
5
95
60.5
43.5
0.062489
AABC
2000-05-26T00:00:00
50
60
68
55
66
17
21
18
19
19
22
92
36
5
72
8
50
45
17
14
53
5
95
60.5
43.5
-0.009749
AABC
2000-06-02T00:00:00
50
59
73
55
67
13
16
31
18
18
30
92
36
5
69
7
50
66
17
10
51
6
94
60.5
43.5
0.029697
AABC
2000-06-09T00:00:00
51
65
59
55
67
22
43
79
15
15
9
92
36
5
69
8
50
17
17
28
48
15
97
60.5
43.5
-0.05768
AABC
2000-06-16T00:00:00
50
60
70
56
67
20
42
27
15
15
26
92
36
5
53
7
50
55
17
27
48
29
98
60.5
43.5
0.061211
AABC
2000-06-23T00:00:00
51
63
56
55
68
20
39
53
15
15
2
92
36
5
56
7
50
4
17
26
49
24
98
60.5
43.5
-0.02884
AABC
2000-06-30T00:00:00
51
61
64
55
68
28
65
42
13
13
15
92
36
6
50
7
50
33
17
45
43
25
98
60.5
43.5
0.009845