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
2002-06-07T00:00:00
66
57
76
47
62
72
65
34
19
19
57
85
22
3
48
47
50
51
87
70
83
64
91
60.5
43.5
-0.031698
AABC
2002-06-14T00:00:00
65
58
60
48
65
75
72
20
17
17
36
85
21
3
56
48
50
5
87
77
81
93
90
60.5
43.5
0.005345
AABC
2002-06-21T00:00:00
66
56
74
48
63
65
61
38
16
16
55
84
21
3
65
84
50
45
87
64
75
91
88
60.5
43.5
0.000111
AABC
2002-06-28T00:00:00
65
56
77
48
63
50
34
29
14
14
58
84
22
4
62
84
50
54
86
41
76
91
89
60.5
43.5
0.016168
AABC
2002-07-05T00:00:00
66
58
63
48
65
69
78
53
16
16
40
84
22
4
63
84
50
14
86
76
76
90
92
60.5
43.5
-0.037271
AABC
2002-07-12T00:00:00
64
53
78
48
61
61
56
22
12
12
59
83
21
4
59
84
50
57
87
60
78
90
92
60.5
43.5
0.008943
AABC
2002-07-19T00:00:00
63
54
68
48
63
66
71
23
9
9
47
83
22
2
60
85
50
29
87
71
79
91
90
60.5
43.5
-0.008976
AABC
2002-07-26T00:00:00
51
53
75
49
63
75
84
49
11
11
36
82
24
2
64
96
50
39
34
84
20
76
78
60.5
43.5
-0.055474
AABC
2002-08-02T00:00:00
50
53
70
49
66
73
71
19
14
14
36
81
24
3
43
66
50
26
42
75
25
78
81
60.5
43.5
0.058732
AABC
2002-08-09T00:00:00
49
53
73
48
65
80
83
43
11
11
27
81
23
2
30
39
50
36
41
85
24
77
78
60.5
43.5
0
AABC
2002-08-16T00:00:00
47
55
79
46
63
78
73
77
14
14
29
82
23
4
19
3
50
55
40
78
39
72
62
60.5
43.5
-0.055361
AABC
2002-08-23T00:00:00
47
55
78
46
65
79
77
71
13
13
29
82
23
4
26
3
50
51
40
81
56
74
72
60.5
43.5
0.013902
AABC
2002-08-30T00:00:00
47
55
71
46
67
74
61
62
13
13
25
82
23
4
18
4
50
31
40
69
51
73
71
60.5
43.5
-0.002246
AABC
2002-09-06T00:00:00
47
56
64
46
69
83
80
46
12
12
19
82
23
4
25
4
50
10
40
84
42
66
69
60.5
43.5
-0.00462
AABC
2002-09-13T00:00:00
47
53
77
46
63
86
84
21
13
13
30
82
23
4
20
4
50
51
41
88
35
64
76
60.5
43.5
0.039633
AABC
2002-09-20T00:00:00
46
51
80
46
62
80
64
12
13
13
32
81
23
4
21
4
50
62
41
74
40
67
67
60.5
43.5
0.011219
AABC
2002-09-27T00:00:00
47
53
64
46
64
87
84
63
21
21
19
81
23
4
40
4
50
9
40
89
35
66
46
60.5
43.5
-0.083324
AABC
2002-10-04T00:00:00
47
54
65
46
64
84
73
53
19
19
20
81
23
4
50
4
50
11
40
82
33
61
45
60.5
43.5
-0.018155
AABC
2002-10-11T00:00:00
46
50
75
46
63
68
40
43
14
14
29
81
23
4
53
4
50
43
40
53
32
55
48
60.5
43.5
0.012327
AABC
2002-10-18T00:00:00
46
52
63
46
66
67
37
19
20
20
18
81
23
4
48
4
50
8
40
51
39
58
49
60.5
43.5
0.081759
AABC
2002-10-25T00:00:00
46
51
77
46
66
68
42
43
17
17
35
81
38
3
45
17
50
51
45
55
46
71
54
60.5
43.5
0
AABC
2002-11-01T00:00:00
53
54
67
13
66
69
49
80
18
18
50
81
38
4
51
17
50
16
97
60
49
66
71
60.5
43.5
-0.037216
AABC
2002-11-08T00:00:00
52
54
75
13
67
78
73
58
16
16
51
81
37
50
60
14
50
38
97
79
43
46
79
60.5
43.5
0.011692
AABC
2002-11-15T00:00:00
52
55
74
13
66
86
86
42
16
16
51
81
36
52
65
13
50
34
97
90
41
32
74
60.5
43.5
0.024292
AABC
2002-11-22T00:00:00
51
56
70
13
66
68
49
32
16
16
48
81
36
50
55
13
50
24
97
59
41
34
66
60.5
43.5
0.039604
AABC
2002-11-29T00:00:00
52
55
83
13
66
69
53
55
15
15
64
82
36
45
67
12
50
66
96
62
44
43
74
60.5
43.5
-0.00443
AABC
2002-12-06T00:00:00
52
56
74
13
66
74
62
63
13
13
52
82
36
43
65
12
50
35
96
70
40
42
68
60.5
43.5
-0.02069
AABC
2002-12-13T00:00:00
51
55
72
13
67
84
83
22
13
13
50
81
35
43
53
12
50
28
96
88
40
34
63
60.5
43.5
0.026806
AABC
2002-12-20T00:00:00
50
52
66
13
66
80
67
9
15
15
44
80
36
42
55
12
50
14
96
79
39
38
56
60.5
43.5
0.050996
AABC
2002-12-27T00:00:00
51
55
72
13
67
66
31
51
17
17
75
81
36
40
58
12
50
31
96
47
39
47
47
60.5
43.5
-0.042417
AABC
2003-01-03T00:00:00
51
54
65
13
68
70
45
55
16
16
69
81
36
38
62
12
50
8
96
59
40
52
42
60.5
43.5
0.014069
AABC
2003-01-10T00:00:00
50
52
77
13
66
76
54
47
14
14
78
81
36
36
68
12
50
46
96
70
38
54
37
60.5
43.5
0.021244
AABC
2003-01-17T00:00:00
51
54
67
13
69
83
63
55
14
14
66
81
36
28
75
12
50
18
96
80
30
63
24
60.5
43.5
-0.020802
AABC
2003-01-24T00:00:00
50
53
64
13
69
78
54
22
13
13
61
81
36
27
63
12
50
5
97
72
30
57
20
60.5
43.5
0.018101
AABC
2003-01-31T00:00:00
50
52
63
13
71
74
45
42
12
12
61
81
36
27
69
12
50
5
96
61
30
55
19
60.5
43.5
-0.007346
AABC
2003-02-07T00:00:00
50
53
74
13
69
82
76
51
13
13
72
81
35
28
71
4
50
34
96
84
31
54
20
60.5
43.5
-0.031532
AABC
2003-02-14T00:00:00
49
51
78
13
69
91
90
34
12
12
78
81
35
28
64
4
50
49
96
94
33
53
25
60.5
43.5
0.015172
AABC
2003-02-21T00:00:00
50
52
82
13
68
82
65
53
11
11
83
81
35
28
65
4
50
67
96
77
33
51
26
60.5
43.5
0.001091
AABC
2003-02-28T00:00:00
76
60
70
68
64
82
55
22
10
10
80
84
39
100
57
34
50
29
82
73
36
46
25
60.5
43.5
0.023428
AABC
2003-03-07T00:00:00
76
60
70
68
63
84
65
43
8
8
81
84
39
100
60
34
50
27
81
79
36
39
24
60.5
43.5
-0.015545
AABC
2003-03-14T00:00:00
76
60
66
68
64
76
53
58
8
8
78
84
39
100
67
34
50
15
81
67
35
36
20
60.5
43.5
-0.018062
AABC
2003-03-21T00:00:00
77
61
76
67
64
81
75
69
6
6
86
84
38
100
79
35
50
41
80
82
34
29
21
60.5
43.5
0.009693
AABC
2003-03-28T00:00:00
76
60
77
67
64
79
65
64
6
6
89
84
36
100
71
38
50
46
79
74
34
24
19
60.5
43.5
-0.006436
AABC
2003-04-04T00:00:00
78
62
75
66
64
73
55
80
5
5
88
84
36
100
67
39
50
39
78
66
65
27
20
60.5
43.5
-0.017238
AABC
2003-04-11T00:00:00
78
66
68
66
65
77
69
74
5
5
83
84
37
100
76
39
50
14
78
75
73
43
22
60.5
43.5
-0.007709
AABC
2003-04-18T00:00:00
78
63
80
66
64
73
58
76
4
4
89
84
37
100
83
39
50
53
78
67
73
48
23
60.5
43.5
0.005629
AABC
2003-04-25T00:00:00
78
62
83
66
63
78
77
42
6
6
93
85
37
100
83
11
50
67
75
81
46
35
23
60.5
43.5
0.036162
AABC
2003-05-02T00:00:00
62
54
85
13
64
76
65
59
5
5
79
82
65
100
83
44
50
59
55
73
49
38
23
60.5
43.5
0.01275
AABC
2003-05-09T00:00:00
63
57
76
13
65
74
53
75
5
5
75
83
64
100
80
45
50
28
55
65
52
45
29
60.5
43.5
-0.010456
AABC
2003-05-16T00:00:00
63
60
65
15
65
66
41
78
4
4
62
83
65
100
87
46
50
1
55
53
55
49
31
60.5
43.5
-0.005283
AABC
2003-05-23T00:00:00
63
58
81
15
65
66
41
66
3
3
83
83
65
100
90
46
50
52
55
53
72
51
27
60.5
43.5
0
AABC
2003-05-30T00:00:00
64
61
72
15
70
57
26
81
3
3
71
84
65
100
88
46
50
21
54
39
60
43
34
60.5
43.5
0
AABC
2003-06-06T00:00:00
64
61
82
15
68
53
26
69
3
3
84
84
65
100
87
46
50
55
54
37
81
48
53
60.5
43.5
0.014849
AABC
2003-06-13T00:00:00
64
58
84
14
64
49
23
33
4
4
86
84
65
100
84
45
50
63
54
32
71
49
59
60.5
43.5
0.043042
AABC
2003-06-20T00:00:00
64
60
74
15
65
61
45
43
4
4
74
84
65
100
85
44
50
29
54
53
70
43
60
60.5
43.5
-0.001126
AABC
2003-06-27T00:00:00
65
61
81
15
64
54
39
59
5
5
84
84
64
100
86
45
50
52
54
45
58
30
60
60.5
43.5
-0.021015
AABC
2003-07-04T00:00:00
65
59
80
15
64
46
24
47
4
4
81
84
64
100
84
45
50
45
54
31
54
44
60
60.5
43.5
0.022618
AABC
2003-07-11T00:00:00
66
65
72
15
65
42
23
87
6
6
72
85
64
100
84
43
50
24
54
28
59
56
72
60.5
43.5
-0.035224
AABC
2003-07-18T00:00:00
65
62
67
15
65
39
28
20
13
13
66
84
65
100
71
43
50
8
54
30
58
50
68
60.5
43.5
0.062513
AABC
2003-07-25T00:00:00
56
40
66
15
58
29
18
1
68
68
65
82
65
100
30
16
50
8
49
19
41
44
72
60.5
43.5
0.386275
AABC
2003-08-01T00:00:00
77
50
72
37
56
31
21
7
67
67
83
81
39
100
26
9
50
27
87
22
40
45
72
60.5
43.5
0.003531
AABC
2003-08-08T00:00:00
77
49
72
36
53
43
48
8
67
67
82
81
38
100
24
8
50
27
86
45
43
49
71
60.5
43.5
-0.001364
AABC
2003-08-15T00:00:00
75
51
70
35
53
41
45
37
66
66
80
81
39
100
29
9
50
21
85
41
49
53
70
60.5
43.5
0.005608
AABC
2003-08-22T00:00:00
79
62
75
35
47
35
37
89
70
70
83
83
39
100
52
9
50
36
85
33
54
70
79
60.5
43.5
-0.145217
AABC
2003-08-29T00:00:00
79
63
77
35
47
40
47
83
69
69
85
83
39
100
51
9
50
40
85
42
59
67
79
60.5
43.5
0.001589
AABC
2003-09-05T00:00:00
80
64
75
35
47
27
16
94
68
68
83
83
39
100
46
9
50
34
85
18
61
66
81
60.5
43.5
0
AABC
2003-09-12T00:00:00
79
65
69
34
47
47
66
58
68
68
77
83
39
100
38
9
50
16
85
58
59
66
85
87
37
0.016369
AABC
2003-09-19T00:00:00
79
63
65
34
47
94
97
46
67
67
72
83
39
100
31
9
50
4
84
97
58
66
86
88
36
0.02991
AABC
2003-09-26T00:00:00
79
63
74
34
46
93
96
46
65
65
83
83
39
100
32
9
50
33
84
96
59
68
85
89
35
-0.021142
AABC
2003-10-03T00:00:00
79
63
67
34
48
94
97
45
53
53
94
83
39
100
28
9
50
12
84
97
52
63
86
89
35
0.023963
AABC
2003-10-10T00:00:00
79
61
83
34
47
93
93
54
52
52
99
83
39
100
22
9
50
61
84
95
53
63
89
89
35
0.002388
AABC
2003-10-17T00:00:00
78
62
67
34
49
68
36
19
52
52
88
83
38
100
17
9
50
12
85
53
50
58
89
90
35
0.052172
AABC
2003-10-24T00:00:00
78
59
66
34
49
61
32
14
51
51
87
83
16
100
35
8
50
8
91
47
48
58
88
91
40
0.017057
AABC
2003-10-31T00:00:00
79
63
69
34
49
57
14
67
40
40
91
84
17
1
42
8
50
18
91
33
53
67
87
89
38
-0.028421
AABC
2003-11-07T00:00:00
59
65
85
96
51
61
22
64
38
38
85
83
43
1
37
1
50
70
81
41
47
67
86
90
40
0.011151
AABC
2003-11-14T00:00:00
57
65
80
96
52
65
42
27
37
37
85
83
43
2
36
1
50
47
81
55
49
61
86
89
40
0.037163
AABC
2003-11-21T00:00:00
57
65
84
96
51
68
45
55
38
38
90
83
43
2
50
1
50
65
81
59
48
62
85
89
42
-0.034302
AABC
2003-11-28T00:00:00
58
68
67
96
53
65
53
82
37
37
74
83
43
2
52
1
50
9
81
61
47
72
96
87
35
-0.007391
AABC
2003-12-05T00:00:00
58
68
73
96
53
62
49
65
35
35
79
83
43
1
50
1
50
26
81
57
48
72
96
87
35
0.007446
AABC
2003-12-12T00:00:00
58
67
83
96
53
72
78
53
34
34
89
83
43
2
44
1
50
60
81
78
53
75
96
86
38
0.006637
AABC
2003-12-19T00:00:00
57
67
74
96
54
77
87
23
34
34
81
83
43
1
32
1
50
31
81
85
56
74
96
82
38
0.029443
AABC
2003-12-26T00:00:00
58
69
71
96
53
63
52
73
33
33
78
83
43
1
60
1
50
21
81
59
59
72
95
81
39
-0.020013
AABC
2004-01-02T00:00:00
58
70
81
96
53
58
37
94
36
36
65
84
43
94
63
1
50
48
81
48
57
65
88
78
35
-0.034234
AABC
2004-01-09T00:00:00
58
70
84
96
53
70
62
76
34
34
70
84
43
95
63
1
50
63
81
68
59
65
89
78
40
0.01584
AABC
2004-01-16T00:00:00
59
73
69
96
53
63
42
87
33
33
57
85
43
96
70
1
50
14
81
53
60
66
88
77
36
-0.011127
AABC
2004-01-23T00:00:00
59
72
77
96
55
53
21
66
30
30
67
85
43
96
79
1
50
34
81
35
59
65
86
76
38
0.014238
AABC
2004-01-30T00:00:00
58
70
81
96
54
56
35
26
30
30
73
84
43
96
71
1
50
51
81
45
64
68
86
77
34
0.037057
AABC
2004-02-06T00:00:00
59
72
67
96
54
56
43
75
34
34
54
85
43
96
73
1
50
8
80
50
61
56
82
74
36
-0.04432
AABC
2004-02-13T00:00:00
58
71
80
95
53
65
69
27
36
36
71
85
43
96
73
1
50
47
81
71
59
62
82
73
33
0.041882
AABC
2004-02-20T00:00:00
58
70
85
96
54
54
38
36
35
35
78
85
43
96
67
2
50
71
81
46
61
62
79
73
35
0.00212
AABC
2004-02-27T00:00:00
41
69
66
58
56
37
12
52
34
34
53
87
72
98
60
72
50
9
84
19
62
57
79
72
37
-0.012107
AABC
2004-03-05T00:00:00
41
70
68
58
57
37
18
51
33
33
53
87
73
98
58
22
50
13
81
24
60
56
80
73
34
0.013732
AABC
2004-03-12T00:00:00
40
68
77
59
56
30
12
47
30
30
64
87
73
98
61
22
50
39
81
17
64
61
80
69
34
-0.011434
AABC
2004-03-19T00:00:00
41
70
67
59
58
33
20
68
32
32
50
87
74
98
69
22
50
8
80
23
51
57
63
86
65
-0.037572
AABC
2004-03-26T00:00:00
41
69
71
59
56
51
56
36
33
33
55
87
73
98
67
22
50
21
79
55
49
60
62
75
78
0.021739
AABC
2004-04-02T00:00:00
41
65
83
59
61
35
21
17
42
42
68
86
73
97
59
22
50
56
79
24
31
51
28
19
97
0.080911
AABC
2004-04-09T00:00:00
41
71
75
59
63
47
57
84
49
49
59
87
73
97
66
22
50
30
79
53
32
55
20
27
96
-0.078251
AABC
2004-04-16T00:00:00
41
68
85
59
65
49
62
34
47
47
79
87
73
98
67
21
50
67
78
57
32
44
28
34
96
0.025867
AABC
2004-04-23T00:00:00
41
69
76
59
67
43
46
47
45
45
43
87
74
98
65
96
50
35
61
44
30
43
28
35
96
0.007183
AABC
2004-04-30T00:00:00
43
64
75
20
75
45
49
11
41
41
45
87
17
98
59
70
50
37
55
47
34
13
1
50
72
0.00997