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
⌀
AAC
2021-05-07T00:00:00
47
50
78
40
91
19
24
56
9
9
15
52
50
98
54
6
91
16
50
19
76
50
79
35
41
-0.000509
AAC
2021-05-14T00:00:00
47
50
77
40
91
23
31
37
9
9
4
52
50
98
54
6
91
1
50
24
76
50
79
35
41
-0.000509
AAC
2021-05-21T00:00:00
94
56
8
29
91
38
57
58
9
9
18
48
50
33
54
6
5
31
50
46
76
50
79
35
41
-0.004073
AAC
2021-05-28T00:00:00
93
54
14
32
91
22
26
67
9
9
30
49
50
17
54
6
6
46
50
20
76
50
79
35
41
-0.001022
AAC
2021-06-04T00:00:00
93
53
15
32
91
25
35
71
9
9
29
49
50
17
54
6
6
45
50
27
76
50
79
35
41
0
AAC
2021-06-11T00:00:00
93
53
19
33
91
28
36
69
4
4
37
49
50
8
54
6
7
57
50
29
76
50
79
35
41
0.003071
AAC
2021-06-18T00:00:00
93
52
20
33
91
29
41
52
4
4
38
48
50
8
54
6
7
57
50
32
76
50
79
35
41
-0.005102
AAC
2021-06-25T00:00:00
93
52
1
33
91
31
44
45
7
7
1
49
50
65
54
6
7
2
50
35
76
50
79
35
41
0.012308
AAC
2021-07-02T00:00:00
93
52
8
33
91
35
42
64
9
9
18
49
50
34
54
6
7
29
50
37
76
50
79
35
41
-0.012158
AAC
2021-07-09T00:00:00
93
51
2
33
91
42
59
37
9
9
5
48
50
55
54
6
7
9
50
51
76
50
79
35
41
0.005128
AAC
2021-07-16T00:00:00
93
52
1
33
91
37
46
38
9
9
67
48
50
66
54
6
7
3
50
40
76
50
79
35
41
-0.004082
AAC
2021-07-23T00:00:00
93
52
9
33
91
32
36
41
9
9
67
48
50
30
54
6
7
34
50
32
76
50
79
35
41
0
AAC
2021-07-30T00:00:00
93
52
2
33
91
29
33
39
9
9
67
48
50
58
54
6
7
9
50
27
76
50
79
35
41
0.002049
AAC
2021-08-06T00:00:00
92
52
3
31
91
24
28
52
9
9
67
48
50
48
54
6
7
16
50
21
76
50
79
35
41
-0.001022
AAC
2021-08-13T00:00:00
92
52
5
30
91
30
40
56
9
9
67
48
50
42
54
6
6
20
50
30
76
50
79
35
41
-0.006141
AAC
2021-08-20T00:00:00
17
52
20
36
91
37
51
43
8
8
67
47
50
10
54
6
11
53
50
45
76
50
79
35
41
-0.004119
AAC
2021-08-27T00:00:00
16
51
10
36
91
27
36
63
9
9
67
48
50
29
54
6
11
33
50
28
76
50
79
35
41
0.003102
AAC
2021-09-03T00:00:00
16
51
4
36
91
36
52
57
7
7
67
48
50
49
54
6
11
14
50
42
76
50
79
35
41
0.002062
AAC
2021-09-10T00:00:00
16
52
1
36
91
45
60
27
6
6
67
48
50
62
54
6
11
4
50
51
76
50
79
35
41
0.004115
AAC
2021-09-17T00:00:00
16
51
2
36
91
42
57
46
5
5
67
48
50
60
54
6
11
6
50
48
76
50
79
35
41
-0.002049
AAC
2021-09-24T00:00:00
16
52
10
36
91
47
62
42
4
4
67
48
50
31
54
6
11
31
50
54
76
50
79
35
41
0.001027
AAC
2021-10-01T00:00:00
16
52
4
35
91
48
54
43
4
4
67
48
50
47
54
6
11
17
50
50
76
50
79
35
41
0.001026
AAC
2021-10-08T00:00:00
16
52
2
36
91
43
48
38
3
3
67
48
50
54
54
6
11
10
50
43
76
50
79
35
41
0.001025
AAC
2021-10-15T00:00:00
16
52
2
36
90
50
56
64
4
4
67
48
50
13
54
6
11
7
50
51
89
78
96
47
79
-0.003071
AAC
2021-10-22T00:00:00
16
52
14
36
90
44
41
40
7
7
67
48
50
5
54
6
11
41
50
41
85
69
95
53
49
0.00924
AAC
2021-10-29T00:00:00
16
52
2
36
99
45
43
46
6
6
67
48
50
14
54
6
11
6
50
42
86
69
95
52
42
0.001017
AAC
2021-11-05T00:00:00
16
52
4
36
98
59
68
69
6
6
67
48
50
11
54
6
11
15
50
68
94
76
92
52
22
-0.002033
AAC
2021-11-12T00:00:00
57
100
3
37
99
54
58
48
6
6
90
48
50
13
54
6
32
12
50
56
88
82
98
66
26
0.003055
AAC
2021-11-19T00:00:00
57
99
14
38
92
53
60
45
6
6
98
48
50
5
54
6
32
40
50
57
77
72
99
69
18
-0.003046
AAC
2021-11-26T00:00:00
57
99
3
38
99
55
61
29
6
6
92
47
50
11
54
6
32
13
50
59
80
73
99
68
19
-0.002037
AAC
2021-12-03T00:00:00
57
99
4
39
99
58
62
28
5
5
93
46
50
9
54
6
32
15
50
61
91
88
98
61
29
-0.00102
AAC
2021-12-10T00:00:00
57
99
11
39
94
47
46
47
5
5
97
47
50
5
54
6
32
35
50
44
68
53
47
82
39
0
AAC
2021-12-17T00:00:00
57
99
10
39
95
57
62
34
5
5
97
46
50
6
54
6
32
32
50
62
79
83
30
90
34
-0.001021
AAC
2021-12-24T00:00:00
58
99
7
39
97
56
59
67
5
5
95
46
50
7
54
6
32
24
50
60
77
83
24
88
30
-0.003067
AAC
2021-12-31T00:00:00
58
99
19
39
88
43
37
62
2
2
99
46
50
3
54
6
32
52
50
39
79
83
22
86
38
-0.001026
AAC
2022-01-07T00:00:00
58
99
6
39
98
50
51
39
3
3
91
46
50
8
54
6
32
21
50
52
79
86
25
83
43
0.00308
AAC
2022-01-14T00:00:00
58
99
2
39
100
54
54
48
3
3
84
46
50
10
54
6
32
11
50
53
78
81
28
86
47
-0.003071
AAC
2022-01-21T00:00:00
57
99
25
39
83
55
65
16
3
3
100
44
50
58
54
6
32
68
50
59
83
85
41
80
44
0
AAC
2022-01-28T00:00:00
57
99
18
39
89
59
72
22
2
2
98
44
50
65
54
6
32
49
50
65
82
80
46
74
40
-0.002053
AAC
2022-02-04T00:00:00
57
99
13
39
93
60
61
31
3
3
95
44
50
69
27
6
32
39
50
60
76
76
46
73
43
0.003086
AAC
2022-02-11T00:00:00
57
99
14
39
93
64
71
41
3
3
95
45
50
68
25
6
32
40
50
70
76
73
40
72
44
0.000513
AAC
2022-02-18T00:00:00
57
99
22
39
86
55
48
42
3
3
100
44
50
60
28
6
31
60
50
49
75
76
39
75
44
-0.001025
AAC
2022-02-25T00:00:00
58
99
1
39
100
51
45
34
3
3
82
44
50
84
25
6
31
3
50
46
76
72
44
74
41
0.001539
AAC
2022-03-04T00:00:00
38
52
17
38
90
58
59
33
3
3
78
44
50
65
25
6
51
47
50
57
78
79
63
69
27
0.001025
AAC
2022-03-11T00:00:00
38
51
5
38
98
56
53
40
3
3
69
44
50
79
32
6
51
18
50
52
53
22
70
63
10
-0.002047
AAC
2022-03-18T00:00:00
38
51
20
38
87
70
78
60
3
3
83
44
50
62
33
6
52
55
50
76
54
19
86
73
8
0.002051
AAC
2022-03-25T00:00:00
39
51
20
38
87
74
80
54
3
3
83
45
50
62
31
6
52
53
50
79
52
15
88
77
7
0.001024
AAC
2022-04-01T00:00:00
39
50
6
39
98
74
76
50
3
3
69
44
50
77
41
6
53
19
50
78
51
14
88
71
14
0.002045
AAC
2022-04-08T00:00:00
39
50
24
39
86
74
72
24
2
2
83
44
50
58
33
6
53
58
50
77
56
19
80
73
16
0.003061
AAC
2022-04-15T00:00:00
39
50
11
39
95
72
69
38
2
2
25
44
50
70
34
6
53
31
50
72
55
18
75
72
17
-0.001017
AAC
2022-04-22T00:00:00
40
50
18
40
90
74
73
23
2
2
48
43
50
61
36
6
53
45
50
78
41
18
78
74
15
0.001018
AAC
2022-04-29T00:00:00
40
50
6
40
97
75
73
27
3
3
15
43
50
75
32
6
53
19
50
78
36
25
71
67
17
-0.001017
AAC
2022-05-06T00:00:00
40
50
27
42
82
74
67
31
3
3
64
43
50
53
31
6
53
66
50
73
38
25
70
65
16
-0.001018
AAC
2022-05-13T00:00:00
62
49
9
34
95
69
51
21
2
2
75
42
50
70
24
6
97
28
50
63
38
24
72
69
16
-0.002039
AAC
2022-05-20T00:00:00
60
47
21
35
84
70
54
30
2
2
92
42
50
54
31
6
97
62
50
66
32
27
65
65
15
0
AAC
2022-05-27T00:00:00
61
47
11
36
94
69
56
54
2
2
77
42
50
68
38
6
97
33
50
67
28
23
63
60
12
0.002043
AAC
2022-06-03T00:00:00
61
46
18
36
88
78
76
56
1
1
89
42
50
58
43
6
97
51
50
82
28
23
64
59
10
0
AAC
2022-06-10T00:00:00
61
47
4
36
99
74
68
21
1
1
57
41
50
80
37
6
97
7
50
74
30
27
55
59
7
0.002039
AAC
2022-06-17T00:00:00
60
47
4
36
99
78
79
20
2
2
59
41
50
79
29
6
97
11
50
82
34
30
55
58
8
-0.002035
AAC
2022-06-24T00:00:00
61
47
21
36
84
80
81
41
2
2
93
42
50
54
34
6
97
63
50
83
26
8
51
65
7
0.001019
AAC
2022-07-01T00:00:00
60
47
9
36
95
80
76
33
2
2
73
41
50
71
36
6
97
28
50
80
15
38
60
46
36
0.001018
AAC
2022-07-08T00:00:00
60
47
7
36
96
84
84
51
2
2
69
41
50
73
39
6
97
22
50
87
15
41
63
48
41
0
AAC
2022-07-15T00:00:00
60
47
3
36
100
85
82
28
2
2
55
41
50
81
36
6
97
3
50
87
15
19
77
51
58
0.002035
AAC
2022-07-22T00:00:00
60
47
12
36
92
82
64
53
2
2
79
42
50
65
43
6
97
36
50
78
20
20
60
32
64
0.00203
AAC
2022-07-29T00:00:00
60
47
9
36
94
81
60
64
2
2
74
42
50
70
49
6
97
27
50
76
16
30
48
23
60
0
AAC
2022-08-05T00:00:00
60
47
6
34
96
88
83
60
2
2
95
42
50
74
56
6
97
19
50
91
19
27
38
18
57
0.002026
AAC
2022-08-12T00:00:00
52
56
8
37
95
90
86
79
2
2
71
43
50
70
65
6
98
25
50
92
24
47
35
16
64
-0.001011
AAC
2022-08-19T00:00:00
52
53
20
36
83
90
73
52
2
2
85
42
50
52
63
6
98
59
50
89
17
47
36
16
63
0
AAC
2022-08-26T00:00:00
52
53
6
35
96
89
77
23
2
2
66
42
50
74
57
6
98
16
50
89
16
48
39
16
67
0.003036
AAC
2022-09-02T00:00:00
52
52
5
35
97
89
67
22
2
2
64
42
50
74
54
6
98
16
50
86
11
16
48
27
70
-0.001009
AAC
2022-09-09T00:00:00
52
53
13
35
89
91
78
41
2
2
78
42
50
63
62
6
98
39
50
91
8
8
53
31
63
0.00101
AAC
2022-09-16T00:00:00
52
52
16
35
85
84
61
17
2
2
82
41
50
57
60
6
98
46
50
80
11
7
46
35
59
0.002018
AAC
2022-09-23T00:00:00
52
52
7
35
95
75
46
15
2
2
66
41
50
72
52
6
98
21
50
63
7
13
32
31
32
-0.001007
AAC
2022-09-30T00:00:00
52
52
19
35
81
75
46
17
2
2
86
40
50
52
51
6
98
59
50
65
7
12
36
29
36
0.001008
AAC
2022-10-07T00:00:00
52
51
5
35
95
65
29
30
2
2
65
41
50
74
59
6
98
17
50
46
13
8
48
43
27
0.002014
AAC
2022-10-14T00:00:00
52
51
11
35
90
72
44
39
2
2
29
40
50
64
67
6
98
34
50
60
23
10
56
38
24
-0.001005
AAC
2022-10-21T00:00:00
52
52
6
35
94
80
71
48
2
2
15
41
50
73
61
6
98
20
50
81
23
8
62
42
19
0.002012
AAC
2022-10-28T00:00:00
52
52
3
35
98
82
76
62
1
1
4
41
50
77
65
6
98
6
50
82
25
10
71
41
13
0.002008
AAC
2022-11-04T00:00:00
52
52
20
35
79
82
68
56
1
1
60
41
50
50
68
6
98
64
50
80
26
10
69
37
14
0
AAC
2022-11-11T00:00:00
53
53
3
33
98
87
84
64
1
1
3
42
50
77
74
6
98
5
50
90
20
9
62
34
14
0.001503
AAC
2022-11-18T00:00:00
56
52
14
40
87
90
89
54
1
1
78
41
50
58
76
6
99
43
50
92
34
18
54
60
11
0.0005
AAC
2022-11-25T00:00:00
56
52
16
40
84
90
88
59
1
1
81
41
50
55
72
6
99
48
50
92
36
15
52
61
11
0.001
AAC
2022-12-02T00:00:00
56
52
2
40
99
89
83
52
1
1
52
42
50
77
73
6
99
2
50
89
39
11
40
69
8
0.002997
AAC
2022-12-09T00:00:00
56
52
5
39
95
87
74
21
1
1
60
41
50
71
67
6
99
16
50
83
50
10
51
56
7
0.002988
AAC
2022-12-16T00:00:00
56
52
19
39
76
84
66
29
1
1
87
41
50
50
72
6
99
64
50
78
49
4
73
51
4
0
AAC
2022-12-23T00:00:00
56
51
6
39
92
79
51
33
1
1
62
41
50
70
76
6
99
19
50
68
45
5
86
51
7
0
AAC
2022-12-30T00:00:00
56
52
11
38
85
77
51
46
1
1
74
41
50
60
77
6
99
39
50
65
46
8
88
44
5
0
AAC
2023-01-06T00:00:00
56
52
6
38
91
72
41
62
1
1
67
41
50
69
77
6
99
20
50
57
58
6
95
34
8
0.003972
AAC
2023-01-13T00:00:00
56
53
2
38
95
73
45
76
1
1
78
42
50
76
81
6
99
4
50
60
50
5
96
33
9
0.002967
AAC
2023-01-20T00:00:00
56
53
8
38
89
70
44
73
1
1
89
42
50
65
81
6
99
28
50
58
62
15
99
21
6
-0.000986
AAC
2023-01-27T00:00:00
56
53
10
38
86
71
47
68
1
1
93
43
50
60
80
6
99
34
50
62
56
16
98
23
6
0.002962
AAC
2023-02-03T00:00:00
56
54
5
38
91
81
73
66
1
1
83
43
50
71
81
6
99
17
50
83
61
17
98
18
5
0.002953
AAC
2023-02-10T00:00:00
55
53
18
38
74
79
72
36
1
1
100
42
50
45
75
6
99
61
50
80
62
14
97
26
4
0.001963
AAC
2023-02-17T00:00:00
55
54
5
38
92
77
70
49
1
1
84
42
50
71
79
6
100
16
50
76
60
6
99
24
5
0
AAC
2023-02-24T00:00:00
55
53
8
37
86
73
63
26
1
1
93
42
50
63
79
6
99
31
50
69
100
14
99
14
9
0.000979
AAC
2023-03-03T00:00:00
39
55
5
37
93
71
45
41
1
1
64
50
50
79
80
6
100
11
50
60
99
26
98
20
6
0.002935
AAC
2023-03-10T00:00:00
39
54
10
37
87
64
28
25
3
3
71
49
50
74
78
6
100
31
50
45
94
24
97
59
3
-0.004878
AAC
2023-03-17T00:00:00
39
53
11
37
86
60
25
13
4
4
73
49
50
72
74
6
100
34
50
38
100
94
100
21
42
0.009804
AAC
2023-03-24T00:00:00
39
54
14
36
80
58
27
20
4
4
79
49
50
67
75
6
100
46
50
40
100
95
99
23
42
0.001942
AAC
2023-03-31T00:00:00
39
55
8
36
89
57
28
55
4
4
68
50
50
75
75
6
100
25
50
40
100
95
99
19
53
0