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.WS
2021-11-05T00:00:00
50
50
50
50
79
13
9
33
79
79
22
50
50
50
68
50
50
50
50
9
29
61
72
65
57
-0.049587
AAC.WS
2021-11-12T00:00:00
50
50
50
50
79
10
8
2
83
83
8
50
50
50
68
50
50
50
50
7
29
61
72
65
57
0.191304
AAC.WS
2021-11-19T00:00:00
50
50
50
50
79
12
12
19
82
82
27
50
50
50
68
50
50
50
50
9
29
61
72
65
57
-0.051095
AAC.WS
2021-11-26T00:00:00
50
50
50
50
79
11
9
66
85
85
4
50
50
50
68
50
50
50
50
8
29
61
72
65
57
-0.115385
AAC.WS
2021-12-03T00:00:00
50
50
50
50
79
24
58
84
84
84
32
50
50
50
68
50
50
50
50
39
4
1
100
67
1
-0.121739
AAC.WS
2021-12-10T00:00:00
50
50
50
50
100
17
26
74
82
82
3
50
50
50
68
50
50
50
50
19
4
1
99
69
1
0.049505
AAC.WS
2021-12-17T00:00:00
50
50
50
50
97
79
89
92
84
84
11
50
50
50
68
50
50
50
50
87
7
1
98
78
1
-0.132075
AAC.WS
2021-12-24T00:00:00
50
50
50
50
85
95
93
97
82
82
25
50
50
50
68
50
50
50
50
96
7
2
98
73
1
-0.043478
AAC.WS
2021-12-31T00:00:00
50
50
50
50
89
84
81
79
79
79
23
50
50
50
68
50
50
50
50
86
8
1
97
72
1
0.0125
AAC.WS
2022-01-07T00:00:00
50
50
50
50
92
97
98
54
75
75
22
50
50
50
68
50
50
50
50
98
7
1
97
72
1
0.010101
AAC.WS
2022-01-14T00:00:00
50
50
50
50
99
96
93
94
81
81
9
50
50
50
68
50
50
50
50
96
8
1
98
77
1
-0.165556
AAC.WS
2022-01-21T00:00:00
50
50
50
50
94
85
49
89
72
72
20
50
50
50
68
50
50
50
50
69
8
1
98
77
1
-0.110519
AAC.WS
2022-01-28T00:00:00
50
50
50
50
100
36
32
98
80
80
5
50
50
50
68
50
50
50
50
33
3
1
92
63
2
-0.22006
AAC.WS
2022-02-04T00:00:00
50
50
50
50
94
51
34
89
79
79
21
50
50
50
68
50
50
50
50
40
3
1
92
63
1
0.044146
AAC.WS
2022-02-11T00:00:00
50
50
50
50
99
28
18
96
77
77
7
50
50
50
68
50
50
50
50
21
3
1
92
61
1
-0.0625
AAC.WS
2022-02-18T00:00:00
50
50
50
50
87
22
10
94
74
74
33
50
50
50
68
50
50
50
50
14
3
1
84
66
1
-0.078431
AAC.WS
2022-02-25T00:00:00
50
50
50
50
85
26
20
41
79
79
34
50
50
50
68
50
50
50
50
22
3
2
87
84
2
0.089362
AAC.WS
2022-03-04T00:00:00
50
50
50
50
71
29
32
58
76
76
50
50
50
50
68
50
50
50
50
29
5
2
83
89
2
-0.023438
AAC.WS
2022-03-11T00:00:00
50
50
50
50
95
19
11
85
73
73
18
50
50
50
68
50
50
50
50
13
4
3
86
79
2
-0.108
AAC.WS
2022-03-18T00:00:00
50
50
50
50
93
19
12
97
67
67
20
50
50
50
68
50
50
50
50
14
7
1
90
89
3
-0.103139
AAC.WS
2022-03-25T00:00:00
50
50
50
50
98
11
5
32
77
77
10
50
50
50
98
50
50
50
50
7
5
2
73
90
4
0.175
AAC.WS
2022-04-01T00:00:00
50
50
50
50
94
10
5
93
77
77
18
50
50
50
95
50
50
50
50
6
5
3
73
92
2
-0.106383
AAC.WS
2022-04-08T00:00:00
50
50
50
50
91
10
4
29
73
73
24
50
50
50
93
50
50
50
50
5
4
3
59
94
4
0.035714
AAC.WS
2022-04-15T00:00:00
50
50
50
50
90
8
5
83
72
72
28
50
50
50
90
50
50
50
50
5
5
3
62
95
3
-0.03908
AAC.WS
2022-04-22T00:00:00
50
50
50
50
98
12
19
70
70
70
12
50
50
50
91
50
50
50
50
14
5
2
59
96
3
-0.043062
AAC.WS
2022-04-29T00:00:00
50
50
50
50
69
15
23
51
68
68
68
50
50
50
83
50
50
50
50
17
4
5
47
92
3
-0.01
AAC.WS
2022-05-06T00:00:00
50
50
50
50
98
12
14
35
65
65
10
50
50
50
81
50
50
50
50
11
3
5
48
94
4
0.020202
AAC.WS
2022-05-13T00:00:00
50
50
50
50
100
7
6
97
85
85
5
50
50
50
89
50
50
50
50
5
5
7
54
98
7
-0.381188
AAC.WS
2022-05-20T00:00:00
50
50
50
50
67
11
34
97
83
83
48
50
50
50
85
50
50
50
50
18
5
6
54
98
7
-0.08
AAC.WS
2022-05-27T00:00:00
50
50
50
50
91
8
9
86
82
82
19
50
50
50
83
50
50
50
50
7
4
6
53
98
6
0.073913
AAC.WS
2022-06-03T00:00:00
50
50
50
50
68
11
30
88
80
80
45
50
50
50
86
50
50
50
50
17
4
6
54
98
5
-0.024291
AAC.WS
2022-06-10T00:00:00
50
50
50
50
93
10
19
79
79
79
16
50
50
50
74
50
50
50
50
12
4
7
52
98
5
-0.053942
AAC.WS
2022-06-17T00:00:00
50
50
50
50
78
11
20
89
77
77
33
50
50
50
59
50
50
50
50
14
10
12
50
96
7
-0.122807
AAC.WS
2022-06-24T00:00:00
50
50
50
50
88
15
38
19
80
80
21
50
50
50
63
50
50
50
50
25
8
15
50
95
6
0.18
AAC.WS
2022-07-01T00:00:00
50
50
50
50
68
19
46
2
81
81
47
50
50
50
33
50
50
50
50
31
7
33
55
83
12
0.110169
AAC.WS
2022-07-08T00:00:00
50
50
50
50
72
7
6
32
79
79
37
50
50
50
35
50
50
50
50
6
6
45
62
90
23
-0.045802
AAC.WS
2022-07-15T00:00:00
50
50
50
50
69
7
5
100
90
90
41
50
50
50
68
50
50
50
50
5
19
71
61
83
26
-0.504
AAC.WS
2022-07-22T00:00:00
50
50
50
50
99
8
7
85
91
91
1
50
50
50
64
50
50
50
50
6
28
61
39
64
35
0.290323
AAC.WS
2022-07-29T00:00:00
50
50
50
50
87
8
8
71
91
91
20
50
50
50
61
50
50
50
50
7
28
58
40
66
36
0.0625
AAC.WS
2022-08-05T00:00:00
50
50
50
50
71
9
11
49
90
90
36
50
50
50
65
50
50
50
50
9
28
60
37
65
35
0
AAC.WS
2022-08-12T00:00:00
50
50
50
50
99
8
9
68
89
89
1
50
50
50
52
50
50
50
50
7
28
64
36
65
36
0
AAC.WS
2022-08-19T00:00:00
50
50
50
50
94
11
43
22
88
88
9
50
50
50
39
50
50
50
50
23
27
57
25
69
43
0.058824
AAC.WS
2022-08-26T00:00:00
50
50
50
50
77
16
82
51
87
87
29
50
50
50
60
50
50
50
50
47
25
58
25
68
46
-0.055556
AAC.WS
2022-09-02T00:00:00
50
50
50
50
82
13
64
28
86
86
25
50
50
50
56
50
50
50
50
34
25
56
24
66
56
0
AAC.WS
2022-09-09T00:00:00
50
50
50
50
74
3
2
90
86
86
31
50
50
50
45
50
50
50
50
2
26
61
24
67
59
-0.058824
AAC.WS
2022-09-16T00:00:00
50
50
50
50
80
5
5
82
85
85
18
50
50
50
38
50
50
50
50
4
28
62
23
68
59
-0.0625
AAC.WS
2022-09-23T00:00:00
50
50
50
50
70
7
8
34
77
77
28
50
50
50
37
50
50
50
50
6
25
72
26
66
66
0.02
AAC.WS
2022-09-30T00:00:00
50
50
50
50
92
6
8
96
78
78
5
50
50
50
58
50
50
50
50
5
22
70
14
80
66
-0.248366
AAC.WS
2022-10-07T00:00:00
50
50
50
50
89
6
14
100
89
89
9
50
50
50
87
50
50
50
50
8
27
85
13
57
93
-0.521739
AAC.WS
2022-10-14T00:00:00
50
50
50
50
69
8
39
98
89
89
39
50
50
50
69
50
50
50
50
20
28
86
14
55
92
-0.090909
AAC.WS
2022-10-21T00:00:00
50
50
50
50
94
8
35
94
88
88
2
50
50
50
71
50
50
50
50
19
29
85
15
55
89
0
AAC.WS
2022-10-28T00:00:00
50
50
50
50
69
9
47
90
88
88
40
50
50
50
75
50
50
50
50
25
30
85
17
56
89
0
AAC.WS
2022-11-04T00:00:00
50
50
50
50
69
8
16
42
87
87
40
50
50
50
67
50
50
50
50
10
27
79
10
49
89
0.06
AAC.WS
2022-11-11T00:00:00
50
50
50
50
68
8
18
97
87
87
31
50
50
50
57
50
50
50
50
11
23
83
5
55
86
-0.226415
AAC.WS
2022-11-18T00:00:00
50
50
50
50
66
12
53
26
88
88
32
50
50
50
49
50
50
50
50
31
25
73
7
45
88
0.219512
AAC.WS
2022-11-25T00:00:00
50
50
50
50
64
7
8
1
96
96
39
50
50
50
21
50
50
50
50
6
25
66
7
58
82
1
AAC.WS
2022-12-02T00:00:00
50
50
50
50
81
2
1
57
96
96
6
50
50
50
46
50
50
50
50
1
30
77
17
42
89
-0.35
AAC.WS
2022-12-09T00:00:00
50
50
50
50
64
2
1
1
100
100
32
50
50
50
1
50
50
50
50
1
92
69
77
3
90
6.969231
AAC.WS
2022-12-16T00:00:00
50
50
50
50
68
3
2
7
100
100
17
50
50
50
1
50
50
50
50
2
92
68
79
3
91
-0.034749
AAC.WS
2022-12-23T00:00:00
50
50
50
50
62
3
4
4
100
100
47
50
50
50
1
50
50
50
50
3
92
68
81
3
90
0.01
AAC.WS
2022-12-30T00:00:00
50
50
50
50
69
3
13
62
100
100
15
50
50
50
1
50
50
50
50
7
93
71
82
3
89
-0.077228
AAC.WS
2023-01-06T00:00:00
50
50
50
50
71
2
3
5
100
100
12
50
50
50
1
50
50
50
50
2
92
74
73
3
87
0.208154
AAC.WS
2023-01-13T00:00:00
50
50
50
50
79
4
21
9
100
100
6
50
50
50
1
50
50
50
50
11
94
79
70
3
89
0.10302
AAC.WS
2023-01-20T00:00:00
50
50
50
50
67
15
92
5
100
100
23
50
50
50
1
50
50
50
50
52
94
79
70
3
89
0.111111
AAC.WS
2023-01-27T00:00:00
50
50
50
50
62
6
41
5
100
100
64
50
50
50
1
50
50
50
50
21
94
80
71
3
89
0.130435
AAC.WS
2023-02-03T00:00:00
50
50
50
50
67
92
100
8
100
100
27
50
50
50
1
50
50
50
50
98
93
83
72
3
90
0.064103
AAC.WS
2023-02-10T00:00:00
50
50
50
50
66
92
100
6
100
100
29
50
50
50
1
50
50
50
50
98
93
83
72
4
90
0.028916
AAC.WS
2023-02-17T00:00:00
50
50
50
50
62
92
100
8
92
92
62
50
50
50
1
50
50
50
50
98
93
81
75
4
90
0.030445
AAC.WS
2023-02-24T00:00:00
50
50
50
50
62
91
100
5
92
92
59
50
50
50
1
50
50
50
50
98
97
79
76
4
90
0.021591
AAC.WS
2023-03-03T00:00:00
50
50
50
50
79
94
99
29
92
92
9
50
50
50
1
50
50
50
50
99
98
87
78
4
91
-0.010011
AAC.WS
2023-03-10T00:00:00
50
50
50
50
76
94
99
41
91
91
11
50
50
50
4
50
50
50
50
99
98
87
76
3
91
-0.05618
AAC.WS
2023-03-17T00:00:00
50
50
50
50
76
95
99
49
88
88
11
50
50
50
5
50
50
50
50
99
96
88
75
4
91
-0.02381
AAC.WS
2023-03-24T00:00:00
50
50
50
50
77
97
99
8
88
88
12
50
50
50
3
50
50
50
50
100
96
88
76
4
92
0.073171
AAC.WS
2023-03-31T00:00:00
50
50
50
50
63
98
98
43
86
86
45
50
50
50
2
50
50
50
50
100
96
88
76
4
93
0
AAC.WS
2023-04-07T00:00:00
50
50
50
50
64
98
98
32
83
83
47
50
50
50
10
50
50
50
50
100
96
88
74
3
93
-0.003409
AAC.WS
2023-04-14T00:00:00
50
50
50
50
75
98
98
90
85
85
17
50
50
50
23
50
50
50
50
100
96
87
75
3
92
-0.095781
AAC.WS
2023-04-21T00:00:00
50
50
50
50
69
99
98
73
85
85
27
50
50
50
27
50
50
50
50
100
97
86
77
3
92
0.008827
AAC.WS
2023-04-28T00:00:00
50
50
50
50
65
98
93
98
93
93
40
50
50
50
31
50
50
50
50
98
97
84
78
3
92
-0.25
AAC.WS
2023-05-05T00:00:00
50
50
50
50
69
98
84
88
92
92
23
50
50
50
49
50
50
50
50
94
97
83
78
3
92
0
AAC.WS
2023-05-12T00:00:00
50
50
50
50
70
98
72
58
93
93
17
50
50
50
79
50
50
50
50
89
96
82
78
3
92
0.066667
AAC.WS
2023-05-19T00:00:00
50
50
50
50
86
99
94
22
93
93
3
50
50
50
80
50
50
50
50
98
96
81
77
3
92
0.0625
AAC.WS
2023-05-26T00:00:00
50
50
50
50
72
97
82
90
94
94
17
50
50
50
81
50
50
50
50
93
96
80
73
3
91
-0.135294
AAC.WS
2023-06-02T00:00:00
50
50
50
50
69
96
81
93
93
93
22
50
50
50
81
50
50
50
50
92
96
76
74
3
90
-0.013605
AAC.WS
2023-06-09T00:00:00
50
50
50
50
66
93
31
65
93
93
29
50
50
50
100
50
50
50
50
63
98
79
77
2
91
0.034483
AAC.WS
2023-06-16T00:00:00
50
50
50
50
67
92
34
4
94
94
29
50
50
50
100
50
50
50
50
65
99
79
79
3
88
0.2
AAC.WS
2023-06-23T00:00:00
50
50
50
50
83
63
10
6
94
94
11
50
50
50
100
50
50
50
50
35
99
79
80
3
89
0.013889
AAC.WS
2023-06-30T00:00:00
50
50
50
50
79
64
9
5
94
94
13
50
50
50
96
50
50
50
50
34
99
80
82
2
89
0.09589
AAC.WS
2023-07-07T00:00:00
50
50
50
50
87
77
19
4
91
91
5
50
50
50
100
50
50
50
50
47
99
78
77
2
90
0.0625
AAC.WS
2023-07-14T00:00:00
50
50
50
50
68
82
41
34
91
91
22
50
50
50
100
50
50
50
50
62
99
80
78
2
90
-0.023529
AAC.WS
2023-07-21T00:00:00
50
50
50
50
89
57
10
69
91
91
5
50
50
50
100
50
50
50
50
30
99
82
83
2
91
-0.03253
AAC.WS
2023-07-28T00:00:00
50
50
50
50
66
52
8
13
91
91
41
50
50
50
100
50
50
50
50
25
99
83
82
2
91
0.09589
AAC.WS
2023-08-04T00:00:00
50
50
50
50
94
54
17
11
88
88
5
50
50
50
100
50
50
50
50
31
99
82
83
2
91
0.022727
AAC.WS
2023-08-11T00:00:00
50
50
50
50
94
88
85
58
88
88
5
50
50
50
100
50
50
50
50
90
99
80
80
2
88
-0.066667
AAC.WS
2023-08-18T00:00:00
50
50
50
50
86
92
86
73
88
88
16
50
50
50
100
50
50
50
50
92
63
11
11
67
43
-0.047619
AAC.WS
2023-08-25T00:00:00
50
50
50
50
89
96
89
90
86
86
6
50
50
50
100
50
50
50
50
95
68
9
12
63
48
-0.1
AAC.WS
2023-09-01T00:00:00
50
50
50
50
91
99
91
89
86
86
3
50
50
50
100
50
50
50
50
98
68
10
12
65
48
-0.001389
AAC.WS
2023-09-08T00:00:00
50
50
50
50
83
97
83
84
84
84
9
50
50
50
100
50
50
50
50
94
65
7
14
73
57
-0.040334
AAC.WS
2023-09-15T00:00:00
50
50
50
50
91
95
58
19
84
84
1
50
50
50
100
50
50
50
50
82
56
13
4
85
43
0.086957
AAC.WS
2023-09-22T00:00:00
50
50
50
50
66
98
90
85
87
87
31
50
50
50
100
50
50
50
50
97
51
11
3
84
47
-0.132
AAC.WS
2023-09-29T00:00:00
50
50
50
50
80
98
90
66
86
86
12
50
50
50
100
50
50
50
50
97
57
19
4
82
44
0.015361