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
2000-07-07T00:00:00
50
62
57
55
72
30
67
42
12
12
3
91
36
6
41
7
50
6
17
48
48
23
97
60.5
43.5
0.019658
AABC
2000-07-14T00:00:00
51
62
67
55
70
44
86
79
12
12
22
92
36
4
45
29
50
44
17
68
52
25
98
60.5
43.5
-0.038558
AABC
2000-07-21T00:00:00
52
61
70
56
70
48
83
54
12
12
29
92
36
3
36
28
50
53
17
67
52
26
99
60.5
43.5
0
AABC
2000-07-28T00:00:00
51
61
70
56
69
44
79
62
11
11
28
92
36
3
38
24
50
52
16
64
58
27
98
60.5
43.5
-0.039941
AABC
2000-08-04T00:00:00
47
70
69
23
71
31
39
59
10
10
14
92
36
82
31
17
50
27
23
33
59
26
99
60.5
43.5
0
AABC
2000-08-11T00:00:00
46
65
82
23
69
45
72
29
12
12
32
91
36
82
25
23
50
76
21
61
59
20
96
60.5
43.5
0.052131
AABC
2000-08-18T00:00:00
47
69
62
22
71
42
59
70
12
12
1
92
36
81
25
5
50
3
22
51
63
23
94
60.5
43.5
-0.039703
AABC
2000-08-25T00:00:00
47
68
70
22
69
45
58
60
10
10
12
92
36
81
28
6
50
28
22
53
62
23
94
60.5
43.5
0
AABC
2000-09-01T00:00:00
47
67
80
22
68
46
63
71
9
9
29
92
36
81
26
5
50
62
22
56
62
23
96
60.5
43.5
0
AABC
2000-09-08T00:00:00
47
69
63
22
70
36
33
32
10
10
4
92
36
81
17
5
50
8
22
33
62
21
94
60.5
43.5
0.030924
AABC
2000-09-15T00:00:00
47
69
64
22
71
37
48
45
9
9
6
92
36
81
24
5
50
11
22
42
72
21
93
60.5
43.5
-0.009945
AABC
2000-09-22T00:00:00
47
68
65
22
71
36
42
33
7
7
8
92
36
81
19
5
50
15
22
37
69
21
93
60.5
43.5
0
AABC
2000-09-29T00:00:00
47
67
66
22
71
36
43
49
7
7
7
92
36
81
19
5
50
15
22
38
69
21
93
60.5
43.5
-0.010044
AABC
2000-10-06T00:00:00
47
65
73
22
68
45
67
17
6
6
20
91
36
81
14
5
50
41
22
57
68
34
95
60.5
43.5
0.020293
AABC
2000-10-13T00:00:00
46
63
69
22
68
37
38
19
6
6
17
91
36
81
15
5
50
29
22
36
75
38
95
60.5
43.5
0
AABC
2000-10-20T00:00:00
46
65
61
22
70
36
39
28
5
5
1
90
36
82
18
5
50
1
22
36
75
39
94
60.5
43.5
0
AABC
2000-10-27T00:00:00
44
57
61
73
94
34
31
38
4
4
35
92
36
57
16
57
50
50
18
30
79
60
74
60.5
43.5
0
AABC
2000-11-03T00:00:00
44
56
64
73
95
42
54
35
5
5
41
92
36
57
17
58
50
61
18
47
78
77
76
60.5
43.5
0.040104
AABC
2000-11-10T00:00:00
44
57
59
73
95
42
52
50
6
6
30
92
36
54
15
66
50
45
18
46
68
76
55
60.5
43.5
-0.038558
AABC
2000-11-17T00:00:00
45
59
49
73
95
43
62
56
5
5
3
92
36
57
19
67
50
5
18
52
62
65
48
60.5
43.5
-0.014998
AABC
2000-11-24T00:00:00
45
56
62
73
95
44
54
39
5
5
25
91
36
56
17
66
50
49
18
49
63
72
43
60.5
43.5
0.005131
AABC
2000-12-01T00:00:00
45
56
52
73
95
53
76
40
5
5
8
91
36
53
16
67
50
16
16
65
63
72
42
60.5
43.5
-0.010044
AABC
2000-12-08T00:00:00
45
55
59
73
95
58
80
51
5
5
22
91
36
53
17
67
50
41
16
71
61
82
40
60.5
43.5
0
AABC
2000-12-15T00:00:00
44
54
57
73
96
58
74
18
6
6
18
90
36
53
12
67
50
35
16
67
79
66
41
60.5
43.5
0.040752
AABC
2000-12-22T00:00:00
45
57
48
73
96
60
73
52
8
8
1
90
36
53
16
67
50
1
16
68
55
47
52
60.5
43.5
-0.05386
AABC
2000-12-29T00:00:00
45
57
55
73
95
61
73
63
7
7
15
89
36
53
19
67
50
27
16
70
63
50
55
60.5
43.5
-0.005236
AABC
2001-01-05T00:00:00
45
57
49
73
96
58
62
45
7
7
1
90
36
100
19
67
50
1
16
60
61
60
63
60.5
43.5
0.041603
AABC
2001-01-12T00:00:00
45
58
60
73
95
56
54
75
7
7
25
91
36
100
27
67
50
42
16
54
65
68
69
60.5
43.5
-0.019889
AABC
2001-01-19T00:00:00
46
59
58
73
95
60
61
69
6
6
26
91
36
100
28
67
50
36
16
60
66
67
70
60.5
43.5
0
AABC
2001-01-26T00:00:00
46
59
64
73
96
61
63
75
5
5
43
92
36
100
28
67
50
56
16
62
65
78
63
60.5
43.5
0.00499
AABC
2001-02-02T00:00:00
46
61
55
73
96
58
56
65
5
5
17
92
36
100
33
67
50
26
16
56
65
79
63
60.5
43.5
0
AABC
2001-02-09T00:00:00
46
59
61
73
96
69
80
52
5
5
35
91
36
100
41
2
50
46
15
77
70
80
64
60.5
43.5
0
AABC
2001-02-16T00:00:00
46
62
57
73
96
60
57
64
5
5
20
92
36
100
50
2
50
32
16
58
80
53
47
60.5
43.5
-0.015227
AABC
2001-02-23T00:00:00
45
57
66
73
96
56
48
29
4
4
48
91
36
100
43
2
50
66
15
52
81
45
45
60.5
43.5
0.01042
AABC
2001-03-02T00:00:00
41
53
52
51
96
61
60
55
3
3
13
92
36
100
56
71
50
20
17
62
85
57
45
60.5
43.5
-0.020459
AABC
2001-03-09T00:00:00
41
47
63
51
96
50
33
15
6
6
43
91
36
100
56
75
50
58
19
36
80
68
54
60.5
43.5
0.062489
AABC
2001-03-16T00:00:00
41
47
48
51
96
46
30
5
6
6
2
91
36
100
53
75
50
2
19
31
94
75
72
60.5
43.5
0.029407
AABC
2001-03-23T00:00:00
42
44
60
51
96
43
25
12
5
5
32
91
36
100
53
76
50
47
19
26
91
62
62
60.5
43.5
0
AABC
2001-03-30T00:00:00
43
46
52
50
96
41
28
26
5
5
58
90
72
100
57
78
50
15
19
28
91
60
62
60.5
43.5
0.009471
AABC
2001-04-06T00:00:00
44
42
66
51
96
44
39
48
6
6
77
90
72
52
67
78
50
69
20
39
89
55
58
60.5
43.5
-0.037681
AABC
2001-04-13T00:00:00
44
47
55
51
95
43
33
69
5
5
63
91
72
49
65
78
50
25
19
36
90
57
64
60.5
43.5
-0.010229
AABC
2001-04-20T00:00:00
45
45
67
50
95
50
59
59
5
5
85
91
71
44
64
35
50
71
23
54
91
73
78
60.5
43.5
0.017439
AABC
2001-04-27T00:00:00
60
47
60
17
96
46
47
48
5
5
81
91
71
31
61
64
50
38
19
45
79
55
82
60.5
43.5
0.0319
AABC
2001-05-04T00:00:00
61
49
61
17
96
57
76
88
7
7
82
91
71
32
66
64
50
42
19
68
85
60
87
60.5
43.5
-0.047524
AABC
2001-05-11T00:00:00
61
48
66
18
96
70
92
49
7
7
85
91
70
32
53
66
50
66
20
84
82
57
84
60.5
43.5
0.033263
AABC
2001-05-18T00:00:00
63
50
49
21
96
73
91
50
6
6
69
91
71
37
45
64
50
2
16
85
81
61
90
60.5
43.5
0.027661
AABC
2001-05-25T00:00:00
62
49
57
21
96
70
82
40
5
5
80
91
71
38
45
64
50
33
16
79
79
65
90
60.5
43.5
0.014903
AABC
2001-06-01T00:00:00
62
48
62
21
96
66
69
28
5
5
86
91
71
38
43
64
50
49
16
69
79
66
89
60.5
43.5
0.014684
AABC
2001-06-08T00:00:00
61
47
61
21
95
60
52
27
6
6
84
91
71
38
49
64
50
44
16
56
74
66
85
60.5
43.5
0.02909
AABC
2001-06-15T00:00:00
62
47
58
21
95
59
48
32
5
5
81
91
71
38
48
54
50
34
16
53
73
55
81
60.5
43.5
-0.014206
AABC
2001-06-22T00:00:00
61
46
53
21
95
63
55
19
5
5
75
90
71
38
45
61
50
19
16
61
68
53
81
60.5
43.5
0.021543
AABC
2001-06-29T00:00:00
64
48
60
21
95
47
21
77
9
9
84
91
71
55
50
61
50
40
16
28
71
48
77
60.5
43.5
-0.055999
AABC
2001-07-06T00:00:00
64
49
58
21
95
55
43
66
8
8
80
91
71
54
55
60
50
31
16
48
71
50
79
60.5
43.5
-0.017811
AABC
2001-07-13T00:00:00
64
50
57
21
95
55
49
70
6
6
80
91
71
54
61
60
50
33
16
52
72
45
81
60.5
43.5
-0.004457
AABC
2001-07-20T00:00:00
63
47
67
21
95
56
54
43
6
6
90
91
72
48
57
60
50
68
16
56
75
38
93
60.5
43.5
0.015128
AABC
2001-07-27T00:00:00
68
51
61
81
95
60
69
34
5
5
92
91
55
27
60
15
50
22
21
67
79
45
98
60.5
43.5
0.014903
AABC
2001-08-03T00:00:00
68
52
59
81
95
65
72
42
4
4
94
91
55
28
51
17
50
16
21
73
77
43
98
60.5
43.5
0.007342
AABC
2001-08-10T00:00:00
65
47
72
80
95
64
75
7
9
9
98
90
53
30
43
17
50
64
21
72
75
45
97
60.5
43.5
0.065744
AABC
2001-08-17T00:00:00
59
36
69
78
93
69
80
1
41
41
99
89
53
37
24
17
50
59
22
78
85
63
89
60.5
43.5
0.232798
AABC
2001-08-24T00:00:00
60
38
61
78
93
49
34
8
40
40
97
88
52
37
28
18
50
33
22
39
78
64
89
60.5
43.5
-0.003283
AABC
2001-08-31T00:00:00
59
36
65
78
93
49
36
7
39
39
97
88
53
37
25
18
50
44
22
41
92
76
87
60.5
43.5
0.003294
AABC
2001-09-07T00:00:00
59
37
58
78
93
48
33
38
39
39
94
88
53
37
27
18
50
23
23
38
89
72
86
60.5
43.5
-0.038832
AABC
2001-09-14T00:00:00
60
38
57
78
91
52
44
45
40
40
93
88
52
37
31
18
50
17
23
47
79
62
64
60.5
43.5
-0.015077
AABC
2001-09-21T00:00:00
59
34
68
78
92
58
58
29
30
30
98
88
52
37
30
18
50
53
23
58
66
52
51
60.5
43.5
-0.063382
AABC
2001-09-28T00:00:00
60
37
58
78
92
57
55
59
26
26
94
88
52
38
31
18
50
19
23
56
68
57
51
60.5
43.5
-0.003703
AABC
2001-10-05T00:00:00
63
42
69
78
92
74
88
89
31
31
98
89
52
38
38
18
50
54
22
85
82
42
61
60.5
43.5
-0.112008
AABC
2001-10-12T00:00:00
62
43
71
77
92
95
99
75
30
30
98
89
52
37
32
18
50
62
23
99
82
40
61
60.5
43.5
0.039688
AABC
2001-10-19T00:00:00
62
43
63
77
66
94
99
73
28
28
92
89
52
35
36
17
50
34
23
98
83
40
63
60.5
43.5
-0.005414
AABC
2001-10-26T00:00:00
57
47
64
24
66
96
98
39
19
19
70
87
16
23
29
30
50
5
33
99
78
42
61
60.5
43.5
0.041033
AABC
2001-11-02T00:00:00
57
45
67
24
66
96
95
32
19
19
71
87
15
22
24
30
50
15
33
98
78
42
60
60.5
43.5
0.019842
AABC
2001-11-09T00:00:00
57
44
80
24
66
95
86
44
18
18
75
87
14
22
31
39
50
56
33
94
78
41
58
60.5
43.5
0.006441
AABC
2001-11-16T00:00:00
60
51
77
24
66
95
85
85
20
20
75
88
14
27
54
40
50
40
32
92
89
56
65
60.5
43.5
-0.070533
AABC
2001-11-23T00:00:00
60
48
75
23
66
90
62
51
22
22
73
88
14
26
50
40
50
33
32
78
76
45
61
60.5
43.5
0.048201
AABC
2001-11-30T00:00:00
60
49
74
23
66
68
27
56
23
23
72
87
14
22
46
39
50
31
32
47
77
46
62
60.5
43.5
0
AABC
2001-12-07T00:00:00
60
51
65
23
65
73
31
59
23
23
63
88
14
20
54
39
50
5
32
52
78
46
63
60.5
43.5
0
AABC
2001-12-14T00:00:00
58
46
78
23
62
72
33
16
22
22
76
87
14
20
52
39
50
44
32
53
69
44
61
60.5
43.5
0.072396
AABC
2001-12-21T00:00:00
59
48
64
23
63
77
50
41
21
21
61
87
14
21
62
39
50
3
33
66
71
48
60
60.5
43.5
-0.006126
AABC
2001-12-28T00:00:00
59
51
63
23
64
80
63
59
21
21
38
87
14
25
62
39
50
1
32
76
77
56
62
60.5
43.5
-0.012327
AABC
2002-01-04T00:00:00
60
49
80
23
63
80
60
65
20
20
55
88
14
24
53
39
50
51
32
75
79
59
61
60.5
43.5
0.012481
AABC
2002-01-11T00:00:00
60
50
84
23
63
58
27
64
19
19
61
88
14
23
66
39
50
63
32
38
80
63
60
60.5
43.5
-0.012327
AABC
2002-01-18T00:00:00
60
51
72
23
63
65
43
48
18
18
51
88
14
16
80
39
50
26
33
54
80
62
61
60.5
43.5
-0.00624
AABC
2002-01-25T00:00:00
60
53
65
23
62
63
36
69
15
15
39
88
14
16
83
39
50
6
32
48
81
67
61
60.5
43.5
-0.012559
AABC
2002-02-01T00:00:00
61
51
82
23
60
58
31
75
14
14
66
88
14
16
83
39
50
53
32
41
80
72
62
60.5
43.5
-0.025568
AABC
2002-02-08T00:00:00
60
52
65
23
61
79
71
53
13
13
39
88
14
16
88
99
50
6
32
80
80
70
62
60.5
43.5
-0.001199
AABC
2002-02-15T00:00:00
59
50
75
23
62
75
59
22
16
16
55
88
14
17
89
99
50
35
33
70
79
59
61
60.5
43.5
0.045739
AABC
2002-02-22T00:00:00
58
46
66
23
62
67
43
5
19
19
42
87
14
17
89
99
50
12
33
55
81
69
59
60.5
43.5
0.063887
AABC
2002-03-01T00:00:00
59
48
82
23
62
67
37
56
20
20
65
87
14
17
90
99
50
57
33
53
83
76
59
60.5
43.5
-0.037636
AABC
2002-03-08T00:00:00
97
62
76
70
62
65
36
69
19
19
75
87
71
2
82
18
50
45
56
50
84
87
60
60.5
43.5
0
AABC
2002-03-15T00:00:00
96
61
75
70
63
65
52
38
20
20
74
86
71
2
73
19
50
44
57
59
84
86
61
60.5
43.5
0.039108
AABC
2002-03-22T00:00:00
96
59
78
70
62
58
34
15
21
21
76
86
70
2
69
20
50
51
57
44
85
85
59
60.5
43.5
0.052859
AABC
2002-03-29T00:00:00
97
62
74
69
62
51
27
53
23
23
91
86
69
2
72
22
50
39
55
36
84
84
61
60.5
43.5
-0.027778
AABC
2002-04-05T00:00:00
97
61
67
69
62
55
41
22
22
22
87
86
68
3
60
22
50
12
57
46
85
86
61
60.5
43.5
0.034309
AABC
2002-04-12T00:00:00
97
61
66
68
62
64
64
46
20
20
86
86
69
3
73
23
50
11
56
65
84
85
62
60.5
43.5
0
AABC
2002-04-19T00:00:00
97
61
75
68
61
82
88
28
19
19
88
86
28
2
62
23
50
39
56
88
83
82
62
60.5
43.5
0.026718
AABC
2002-04-26T00:00:00
69
63
64
45
65
64
61
51
19
19
53
86
22
2
67
35
50
4
82
64
58
52
52
60.5
43.5
-0.026023
AABC
2002-05-03T00:00:00
69
63
69
45
67
58
42
76
19
19
54
86
21
2
78
47
50
21
88
49
57
48
53
60.5
43.5
-0.041096
AABC
2002-05-10T00:00:00
67
59
80
45
64
68
66
17
22
22
58
86
22
2
64
48
50
62
88
70
67
46
60
60.5
43.5
0.060331
AABC
2002-05-17T00:00:00
67
61
68
47
65
81
84
57
21
21
45
86
21
3
69
48
50
26
86
87
71
52
60
60.5
43.5
-0.011023
AABC
2002-05-24T00:00:00
67
60
71
47
64
69
56
24
19
19
48
85
22
4
70
48
50
34
86
65
77
60
63
60.5
43.5
0.008894
AABC
2002-05-31T00:00:00
66
59
65
47
65
79
75
16
18
18
43
85
22
3
51
47
50
21
87
81
88
64
93
60.5
43.5
0.035041