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
⌀
A
2005-08-26T00:00:00
41
11
41
65
71
38
28
5
56
56
16
5
90
59
8
94
18
97
92
30
94
8
11
52
21
0.01469
A
2005-09-02T00:00:00
41
11
42
65
65
45
46
7
53
53
19
5
90
59
10
94
18
96
92
45
95
10
11
56
21
0.03343
A
2005-09-09T00:00:00
43
11
28
54
94
60
81
21
51
51
21
5
83
50
8
78
17
96
89
74
95
9
11
53
22
0.014926
A
2005-09-16T00:00:00
43
11
31
54
92
58
63
8
49
49
26
5
83
50
7
78
17
96
90
63
98
11
11
50
22
0.039552
A
2005-09-23T00:00:00
43
10
42
54
63
62
74
16
48
48
43
5
83
50
7
78
17
96
90
71
93
12
7
52
23
-0.00647
A
2005-09-30T00:00:00
43
11
32
54
90
62
67
64
50
50
28
5
83
50
8
78
17
97
90
67
93
11
16
43
31
-0.027895
A
2005-10-07T00:00:00
43
11
29
54
94
67
80
64
49
49
22
5
83
50
10
78
17
97
90
77
86
16
18
51
27
-0.028696
A
2005-10-14T00:00:00
43
11
39
55
76
88
99
70
49
49
31
5
83
49
10
78
17
97
90
96
82
13
19
48
25
-0.027691
A
2005-10-21T00:00:00
43
11
40
54
70
89
98
49
47
47
31
5
83
48
8
78
17
97
90
96
86
14
18
37
33
0.005188
A
2005-10-28T00:00:00
43
12
29
54
93
89
97
60
30
30
26
5
83
48
7
78
17
97
90
95
86
15
16
38
30
-0.002896
A
2005-11-04T00:00:00
43
10
38
53
77
88
94
27
32
32
32
5
83
49
7
78
17
97
90
93
83
12
20
40
32
0.058044
A
2005-11-11T00:00:00
43
10
37
52
83
91
96
39
30
30
55
5
84
73
16
79
17
96
90
96
84
14
19
44
30
0.003993
A
2005-11-18T00:00:00
43
9
42
52
64
91
93
10
34
34
63
5
85
72
22
79
17
96
90
94
68
13
16
41
38
0.06011
A
2005-11-25T00:00:00
43
9
37
52
79
88
67
16
32
32
58
5
84
72
24
78
17
96
90
80
66
20
20
43
29
0.022324
A
2005-12-02T00:00:00
43
9
43
52
60
89
61
37
32
32
64
5
85
70
22
78
17
96
90
79
68
22
20
44
26
-0.005597
A
2005-12-09T00:00:00
43
10
39
52
74
88
51
49
31
31
59
5
85
71
26
78
17
96
90
74
66
32
18
44
21
-0.006182
A
2005-12-16T00:00:00
43
10
40
52
70
88
58
45
28
28
60
5
88
70
47
79
17
96
90
77
58
38
22
42
22
0.000836
A
2005-12-23T00:00:00
43
10
39
52
72
87
50
61
27
27
59
5
88
71
48
17
17
96
85
71
63
49
17
40
26
-0.011317
A
2005-12-30T00:00:00
43
11
40
52
69
89
74
91
34
34
60
5
88
70
53
17
17
96
85
85
59
53
10
32
38
-0.046163
A
2006-01-06T00:00:00
43
11
30
52
91
88
71
60
34
34
46
5
88
68
55
17
17
96
84
83
57
63
11
30
40
0.040872
A
2006-01-13T00:00:00
43
12
28
52
93
92
90
86
32
32
37
5
88
63
67
17
17
96
84
93
45
74
17
24
36
-0.019893
A
2006-01-20T00:00:00
38
12
4
97
93
93
90
48
31
31
31
6
95
70
80
5
22
78
99
94
47
74
19
29
33
0.008533
A
2006-01-27T00:00:00
38
13
10
97
90
89
78
78
24
24
32
6
95
70
84
5
22
78
99
87
45
67
27
24
33
-0.003203
A
2006-02-03T00:00:00
38
12
16
97
81
87
70
50
21
21
34
6
95
70
81
5
22
78
99
82
45
67
26
25
34
0.005563
A
2006-02-10T00:00:00
37
11
12
97
87
88
67
16
26
26
13
6
95
70
76
5
22
78
99
81
50
71
26
21
27
0.04483
A
2006-02-17T00:00:00
37
11
27
97
60
86
54
63
26
26
26
6
95
70
93
5
22
78
99
73
55
64
27
21
32
-0.024512
A
2006-02-24T00:00:00
37
11
18
97
77
78
20
27
27
27
18
6
95
70
92
6
22
78
99
49
52
65
23
24
30
0.026578
A
2006-03-03T00:00:00
37
11
21
96
72
80
35
37
25
25
20
6
95
71
92
5
21
78
99
59
51
64
23
16
31
0.008341
A
2006-03-10T00:00:00
100
39
41
21
72
73
20
22
21
21
27
6
82
99
92
5
16
69
93
47
46
63
35
20
39
0.00443
A
2006-03-17T00:00:00
100
39
36
21
87
76
39
18
22
22
22
5
82
99
94
5
16
69
92
60
45
66
32
22
40
0.042304
A
2006-03-24T00:00:00
100
39
38
21
80
67
28
49
22
22
25
6
82
99
94
4
17
69
92
48
55
79
24
32
25
-0.014508
A
2006-03-31T00:00:00
100
39
41
20
67
70
39
51
21
21
31
5
82
99
93
4
16
69
92
55
55
80
22
37
27
0.004819
A
2006-04-07T00:00:00
100
38
43
21
56
82
76
38
19
19
32
5
82
99
94
4
16
69
92
83
56
81
24
37
26
0.008285
A
2006-04-14T00:00:00
100
39
42
20
65
71
44
73
24
24
26
6
82
99
95
4
16
69
92
59
57
79
29
36
31
-0.031439
A
2006-04-21T00:00:00
100
38
33
20
90
76
66
24
28
28
21
6
82
99
94
4
16
69
92
74
54
81
30
44
31
0.058624
A
2006-04-28T00:00:00
100
37
41
20
69
77
65
46
26
26
25
5
82
99
92
4
16
69
92
74
31
67
80
28
25
-0.010291
A
2006-05-05T00:00:00
100
38
44
20
56
80
71
35
24
24
29
5
83
99
92
4
17
69
93
80
29
65
80
27
23
0.019006
A
2006-05-12T00:00:00
100
37
40
22
77
83
79
63
28
28
29
6
84
99
91
4
17
69
94
85
24
46
81
18
34
-0.048553
A
2006-05-19T00:00:00
100
41
31
23
93
79
62
80
32
32
14
6
84
99
91
4
17
69
95
74
10
19
79
37
29
-0.06092
A
2006-05-26T00:00:00
100
40
38
23
84
74
56
79
30
30
25
6
84
99
91
4
17
69
95
68
9
11
84
33
29
-0.010016
A
2006-06-02T00:00:00
100
39
43
23
62
77
65
56
31
31
35
6
81
99
89
4
17
69
95
75
7
10
86
34
29
0.02572
A
2006-06-09T00:00:00
48
39
39
79
84
71
41
64
31
31
17
6
93
100
90
38
19
94
91
58
6
14
65
51
30
-0.044526
A
2006-06-16T00:00:00
49
39
36
79
88
79
72
62
30
30
17
6
93
100
89
38
19
94
92
78
6
11
67
43
29
-0.017367
A
2006-06-23T00:00:00
49
42
39
79
81
75
63
93
34
34
34
6
93
100
92
40
19
94
91
72
15
21
79
46
31
-0.064755
A
2006-06-30T00:00:00
50
43
37
79
86
75
65
83
28
28
30
7
93
100
92
39
19
94
91
73
13
22
80
46
30
0.011864
A
2006-07-07T00:00:00
49
43
38
79
86
69
49
82
27
27
31
7
93
100
91
39
19
94
91
61
13
22
82
47
31
-0.01712
A
2006-07-14T00:00:00
50
45
40
79
78
55
28
88
31
31
35
7
93
100
91
39
19
95
91
38
15
30
78
46
23
-0.075108
A
2006-07-21T00:00:00
50
45
43
79
68
49
25
83
29
29
39
7
93
100
91
39
19
95
91
33
13
27
64
47
22
-0.028933
A
2006-07-28T00:00:00
50
47
38
78
86
55
36
84
27
27
30
7
93
100
91
38
19
95
91
43
25
31
80
70
13
0.002174
A
2006-08-04T00:00:00
49
48
34
78
92
51
34
69
26
26
24
7
93
100
91
40
19
95
91
40
27
35
80
74
15
0.004633
A
2006-08-11T00:00:00
47
47
41
77
76
50
35
72
23
23
12
7
93
100
89
41
19
94
91
40
27
36
71
72
16
-0.030294
A
2006-08-18T00:00:00
46
40
40
77
78
35
12
5
58
58
11
7
93
100
76
40
19
94
91
20
25
57
63
29
40
0.169084
A
2006-08-25T00:00:00
46
42
39
77
81
34
14
32
58
58
11
7
93
100
76
39
19
94
91
21
29
59
71
33
37
-0.041808
A
2006-09-01T00:00:00
46
43
32
77
93
34
16
21
56
56
5
7
93
100
75
40
19
94
91
22
27
58
69
29
39
0.034444
A
2006-09-08T00:00:00
84
41
42
35
73
26
11
62
56
56
40
7
87
100
75
56
18
95
91
16
26
55
71
33
33
-0.026648
A
2006-09-15T00:00:00
84
42
39
35
84
25
14
52
54
54
34
7
87
100
70
56
18
95
91
17
24
57
67
34
36
0.007845
A
2006-09-22T00:00:00
83
38
43
35
67
22
13
9
53
53
42
7
86
100
58
56
18
95
91
15
22
38
49
24
43
0.050463
A
2006-09-29T00:00:00
83
38
46
35
56
23
19
28
51
51
46
7
87
100
61
56
18
95
91
18
16
39
48
22
47
0.006452
A
2006-10-06T00:00:00
83
38
39
35
83
23
22
24
51
51
35
7
87
100
61
56
18
94
91
20
18
43
47
25
50
0.018331
A
2006-10-13T00:00:00
83
38
38
35
84
48
82
26
47
47
32
7
87
100
54
56
18
94
91
67
18
37
46
25
49
0.036396
A
2006-10-20T00:00:00
82
37
45
35
62
39
71
23
45
45
34
7
87
100
43
56
18
94
91
56
13
30
44
29
60
0.012149
A
2006-10-27T00:00:00
82
38
36
35
88
41
74
40
33
33
31
7
87
100
40
56
18
94
90
59
12
35
44
30
55
-0.001125
A
2006-11-03T00:00:00
83
40
44
34
66
39
61
35
28
28
36
7
87
100
36
55
18
95
90
50
13
33
44
26
61
0.001033
A
2006-11-10T00:00:00
82
38
45
34
61
38
49
20
29
29
65
7
87
100
27
55
17
95
91
41
14
33
44
27
60
0.042812
A
2006-11-17T00:00:00
83
40
38
34
86
58
84
59
27
27
56
7
87
100
26
54
17
95
91
75
14
33
41
35
54
-0.017177
A
2006-11-24T00:00:00
84
40
40
34
81
56
72
67
27
27
58
7
87
100
19
55
17
95
91
67
14
33
43
35
59
-0.005627
A
2006-12-01T00:00:00
85
43
32
34
92
60
77
91
32
32
48
7
87
100
27
55
17
95
91
72
11
26
41
27
70
-0.047391
A
2006-12-08T00:00:00
84
40
43
34
67
65
79
38
35
35
63
7
87
100
21
54
17
95
91
75
10
27
37
29
70
0.045692
A
2006-12-15T00:00:00
83
39
41
34
77
65
81
29
34
34
61
7
87
100
20
55
17
95
91
77
9
25
39
26
67
0.019446
A
2006-12-22T00:00:00
66
41
37
94
87
63
74
39
33
33
80
7
87
100
19
14
16
86
93
72
9
26
37
28
63
-0.010557
A
2006-12-29T00:00:00
66
40
43
94
67
65
74
17
34
34
89
7
87
100
18
14
16
86
93
73
8
23
36
22
63
0.03352
A
2007-01-05T00:00:00
66
40
46
94
57
72
84
51
35
35
91
7
87
100
20
14
16
86
93
81
9
27
35
25
69
-0.021843
A
2007-01-12T00:00:00
67
42
40
94
82
61
60
73
34
34
84
7
87
100
23
14
16
86
93
62
6
24
36
23
68
-0.014359
A
2007-01-19T00:00:00
67
42
43
94
68
57
51
83
32
32
86
7
87
100
37
14
16
86
93
54
5
30
38
23
66
-0.023805
A
2007-01-26T00:00:00
68
44
45
94
59
42
19
84
31
31
86
7
87
100
38
14
16
86
92
27
5
40
36
11
73
-0.013134
A
2007-02-02T00:00:00
68
45
39
94
83
57
52
94
30
30
85
7
87
100
45
14
16
87
92
55
5
57
37
10
83
-0.02347
A
2007-02-09T00:00:00
68
44
39
94
84
62
67
48
30
30
67
7
87
99
39
14
16
86
92
67
5
60
38
8
82
0.033218
A
2007-02-16T00:00:00
68
44
43
94
70
62
61
58
26
26
75
7
87
99
48
14
16
86
92
64
4
60
38
4
81
0.003404
A
2007-02-23T00:00:00
67
45
36
94
90
69
81
39
25
25
61
7
87
99
44
13
16
86
92
79
4
60
36
5
78
0.015219
A
2007-03-02T00:00:00
68
46
44
93
65
65
64
78
34
34
68
7
86
99
46
13
16
86
92
68
2
51
23
6
79
-0.076627
A
2007-03-09T00:00:00
63
22
65
43
81
54
39
38
34
34
58
7
78
100
44
21
15
94
85
46
1
63
22
5
72
0.033828
A
2007-03-16T00:00:00
62
22
65
43
83
45
24
36
33
33
55
7
77
100
40
24
15
94
85
31
2
68
21
6
72
-0.000292
A
2007-03-23T00:00:00
62
20
65
42
57
38
19
24
35
35
66
7
77
100
44
25
15
94
85
25
1
72
19
6
79
0.046299
A
2007-03-30T00:00:00
61
19
64
43
80
25
9
17
33
33
57
7
77
100
38
25
15
94
84
13
2
80
26
6
79
0.01413
A
2007-04-06T00:00:00
61
18
65
42
87
36
30
15
33
33
52
7
77
100
38
26
15
93
84
30
1
80
15
8
89
0.030296
A
2007-04-13T00:00:00
61
19
65
42
90
35
31
41
32
32
52
7
77
100
45
25
15
93
84
31
1
81
18
10
89
-0.00694
A
2007-04-20T00:00:00
61
17
65
41
63
37
41
24
31
31
73
7
77
100
35
26
15
93
84
37
1
78
20
10
89
0.029342
A
2007-04-27T00:00:00
61
20
65
41
92
26
22
61
32
32
46
7
77
100
38
26
15
93
84
20
1
66
8
19
68
-0.021716
A
2007-05-04T00:00:00
60
15
65
43
71
37
46
10
39
39
67
7
78
100
25
27
15
93
85
39
1
76
9
9
75
0.065973
A
2007-05-11T00:00:00
64
15
64
48
59
41
59
42
35
35
67
7
77
94
33
27
16
94
86
49
1
79
10
13
72
-0.021367
A
2007-05-18T00:00:00
64
14
64
49
93
52
68
9
36
36
45
7
77
94
27
26
16
94
87
62
1
73
15
8
75
0.049467
A
2007-05-25T00:00:00
64
14
64
50
93
59
77
18
34
34
44
7
77
94
25
25
17
94
87
71
1
74
15
8
76
0.009711
A
2007-06-01T00:00:00
64
15
64
50
71
65
80
48
33
33
53
7
79
94
22
25
17
94
87
75
1
76
26
19
55
-0.002334
A
2007-06-08T00:00:00
58
14
62
84
70
59
66
55
33
33
47
7
78
97
26
39
18
93
86
65
1
73
27
17
53
-0.019604
A
2007-06-15T00:00:00
58
14
62
85
92
65
75
30
32
32
34
7
78
97
25
39
19
93
86
73
1
76
26
18
43
0.031722
A
2007-06-22T00:00:00
58
14
62
85
92
52
54
28
29
29
35
7
78
97
31
39
19
93
86
53
1
82
27
17
46
-0.001795
A
2007-06-29T00:00:00
58
14
63
85
72
70
86
44
28
28
48
7
78
97
34
37
19
93
86
82
1
84
27
21
44
-0.005433
A
2007-07-06T00:00:00
57
13
62
85
61
65
73
24
29
29
51
7
78
98
33
37
19
93
86
72
1
85
33
24
40
0.035871
A
2007-07-13T00:00:00
57
13
62
85
70
77
90
36
23
23
49
7
78
99
40
36
19
93
86
87
1
86
33
25
40
0.003529
A
2007-07-20T00:00:00
57
13
62
85
67
78
88
41
21
21
52
7
78
99
47
36
18
93
86
87
1
85
33
22
39
-0.014529