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
⌀
AAC1
1999-11-05T00:00:00
99
84
97
18
88
52
14
80
50
50
75
39
50
55
97
11
50
28
32
31
99
21
6
50
50
-0.0155
AAC1
1999-11-12T00:00:00
91
86
98
40
93
27
3
89
46
46
42
39
50
49
97
11
50
4
32
12
99
22
6
50
50
-0.04774
AAC1
1999-11-19T00:00:00
91
81
97
40
65
21
3
17
65
65
65
39
50
51
97
11
50
65
32
9
95
9
15
50
50
0.183467
AAC1
1999-11-26T00:00:00
91
83
97
40
88
20
5
24
60
60
47
38
50
52
98
11
50
24
32
11
95
9
15
50
50
0
AAC1
1999-12-03T00:00:00
91
82
97
41
69
15
4
19
56
56
64
38
50
50
98
11
50
58
32
8
95
5
14
50
50
0.027941
AAC1
1999-12-10T00:00:00
91
81
97
41
68
20
12
61
54
54
64
39
50
51
97
11
50
58
32
14
98
9
6
50
50
-0.054801
AAC1
1999-12-17T00:00:00
91
82
97
41
87
17
9
31
51
51
49
39
50
51
94
11
50
27
32
11
98
17
8
50
50
0.029221
AAC1
1999-12-24T00:00:00
91
80
97
41
59
17
13
33
49
49
70
39
50
51
94
11
50
77
32
13
97
16
13
50
50
0.01397
AAC1
1999-12-31T00:00:00
91
82
97
41
77
18
13
62
46
46
24
40
50
51
95
11
50
50
32
13
90
9
28
50
50
-0.013778
AAC1
2000-01-07T00:00:00
91
83
97
41
73
15
8
37
43
43
27
39
50
50
91
11
50
55
32
9
80
14
20
50
50
0.027941
AAC1
2000-01-14T00:00:00
91
82
97
41
86
22
63
33
41
41
21
39
50
48
88
11
50
34
32
42
78
9
15
50
50
0.04121
AAC1
2000-01-21T00:00:00
91
85
97
41
92
24
63
47
39
39
10
39
50
45
80
11
50
13
32
44
75
5
12
50
50
-0.013053
AAC1
2000-01-28T00:00:00
91
85
97
41
92
26
69
45
30
30
8
39
50
45
76
11
50
11
32
48
76
5
12
50
50
-0.013439
AAC1
2000-02-04T00:00:00
91
83
97
41
69
21
49
47
29
29
43
39
50
45
74
11
50
65
32
34
77
6
12
50
50
0.013622
AAC1
2000-02-11T00:00:00
91
85
97
41
93
27
59
53
28
28
3
40
50
45
73
11
50
3
32
43
75
5
13
50
50
-0.013439
AAC1
2000-02-18T00:00:00
91
82
97
42
66
28
63
50
25
25
46
40
50
46
73
11
50
78
32
46
72
6
14
50
50
0
AAC1
2000-02-25T00:00:00
91
84
97
42
91
24
43
37
24
24
17
40
50
46
75
11
50
24
32
32
74
6
14
50
50
0.013622
AAC1
2000-03-03T00:00:00
91
82
97
42
79
27
62
47
23
23
37
41
50
46
74
11
50
54
32
44
75
5
13
50
50
0.013225
AAC1
2000-03-10T00:00:00
91
82
97
42
76
33
66
45
22
22
40
41
50
47
51
20
50
60
12
51
75
5
14
50
50
0
AAC1
2000-03-17T00:00:00
21
76
56
36
86
31
59
58
21
21
29
42
50
47
58
8
50
43
32
45
76
9
12
50
50
-0.013053
AAC1
2000-03-24T00:00:00
21
76
57
36
90
31
60
34
20
20
20
42
50
48
40
9
50
31
30
45
74
8
14
50
50
0.026451
AAC1
2000-03-31T00:00:00
21
74
57
36
70
36
59
22
20
20
37
41
50
61
27
11
50
76
32
48
70
25
30
50
50
0.039069
AAC1
2000-04-07T00:00:00
21
74
57
36
84
35
54
31
19
19
26
41
50
61
25
11
50
47
32
45
57
36
49
50
50
-0.0124
AACB
1998-01-09T00:00:00
50
18
50
50
74.5
63
56
92
40
40
51
29
50
50
55
50
50
50
50
81
43
39
48
43
21
-0.073569
AACB
1998-01-16T00:00:00
50
18
50
50
74.5
63
56
68
40
40
18
29
50
50
55
50
50
50
50
82
43
39
48
43
21
-0.005249
AACB
1998-01-23T00:00:00
50
18
50
50
74.5
63
56
38
18
18
12
29
50
50
55
50
50
50
50
82
43
39
48
43
21
0.010638
AACB
1998-01-30T00:00:00
50
18
50
50
74.5
63
56
50
5
5
25
29
50
50
55
50
50
50
50
82
43
39
48
43
21
0.005305
AACB
1998-02-06T00:00:00
50
18
50
50
74.5
63
56
42
6
6
25
29
50
50
55
50
50
50
50
81
43
39
48
43
21
0.026135
AACB
1998-02-13T00:00:00
50
18
50
50
74.5
63
56
45
3
3
35
29
50
50
55
50
50
50
50
82
43
39
48
43
21
0.010204
AACB
1998-02-20T00:00:00
50
18
50
50
74.5
63
56
9
32
32
14
29
50
50
55
50
50
50
50
81
43
39
48
43
21
0.090909
AACB
1998-02-27T00:00:00
50
18
50
50
74.5
63
56
8
30
30
12
29
50
50
55
50
50
50
50
82
43
39
48
43
21
0.064815
AACB
1998-03-06T00:00:00
50
18
50
50
74.5
78
78
3
42
42
48
29
50
50
55
50
50
50
50
78
43
39
48
43
21
0.113043
AACB
1998-03-13T00:00:00
50
18
50
50
74.5
33
33
5
36
36
10
29
50
50
55
50
50
50
50
32
43
39
48
43
21
0.0625
AACB
1998-03-20T00:00:00
50
18
50
50
74.5
56
58
3
40
40
25
29
50
50
55
50
50
50
50
58
43
39
48
43
21
0.117647
AACB
1998-03-27T00:00:00
50
18
50
50
74.5
52
52
21
46
46
20
29
50
50
55
50
50
50
50
52
43
39
48
43
21
-0.019737
AACB
1998-04-03T00:00:00
50
18
50
50
74.5
55
55
14
42
42
11
29
50
50
55
50
50
50
50
56
43
39
48
43
21
0.040268
AACB
1998-04-10T00:00:00
50
18
50
50
74.5
54
56
65
51
51
32
29
50
50
55
50
50
50
50
55
43
39
48
43
21
-0.045161
AACB
1998-04-17T00:00:00
50
18
50
50
74.5
87
88
8
54
54
62
29
50
50
55
50
50
50
50
88
43
39
48
43
21
0.108108
AACB
1998-04-24T00:00:00
50
18
50
50
74.5
91
92
84
70
70
2
29
50
50
55
50
50
50
50
92
43
39
48
43
21
-0.109756
AACB
1998-05-01T00:00:00
50
18
50
50
74.5
97
98
61
67
67
36
29
50
50
55
50
50
50
50
98
43
39
48
43
21
0.017096
AACB
1998-05-08T00:00:00
50
18
50
50
74.5
97
97
64
65
65
38
29
50
50
55
50
50
50
50
97
43
39
48
43
21
-0.00334
AACB
1998-05-15T00:00:00
50
18
50
50
74.5
98
98
45
61
61
8
29
50
50
55
50
50
50
50
98
43
39
48
43
21
-0.003351
AACB
1998-05-22T00:00:00
50
18
50
50
74.5
96
94
40
59
59
36
29
50
50
55
50
50
50
50
95
43
39
48
43
21
-0.003417
AACB
1998-05-29T00:00:00
50
18
50
50
74.5
96
92
20
53
53
8
29
50
50
55
50
50
50
50
94
43
39
48
43
21
0.020408
AACB
1998-06-05T00:00:00
50
18
50
50
74.5
90
73
39
51
51
32
29
50
50
55
50
50
50
50
83
43
39
48
43
21
-0.01664
AACB
1998-06-12T00:00:00
50
18
50
50
74.5
95
92
30
47
47
37
29
50
50
55
50
50
50
50
94
43
39
48
43
21
-0.006834
AACB
1998-06-19T00:00:00
50
18
50
50
74.5
76
47
65
46
46
6
29
50
50
55
50
50
50
50
62
43
39
48
43
21
-0.040957
AACB
1998-06-26T00:00:00
50
18
50
50
74.5
78
50
80
36
36
49
29
50
50
55
50
50
50
50
65
43
39
48
43
21
-0.035531
AACB
1998-07-03T00:00:00
50
18
50
50
74.5
76
54
73
26
26
1
29
50
50
55
50
50
50
50
66
43
39
48
43
21
0.00366
AACB
1998-07-10T00:00:00
50
18
50
50
74.5
76
55
58
23
23
33
29
50
50
55
50
50
50
50
67
43
39
48
43
21
0.007353
AACB
1998-07-17T00:00:00
50
18
50
50
74.5
78
66
42
21
21
2
29
50
50
55
50
50
50
50
73
43
39
48
43
21
0.014599
AACB
1998-07-24T00:00:00
50
18
50
50
74.5
87
80
3
58
58
18
29
50
50
55
50
50
50
50
85
43
39
48
43
21
0.169036
AACB
1998-07-31T00:00:00
50
18
50
50
74.5
82
74
23
60
60
37
29
50
50
55
50
50
50
50
79
43
39
48
43
21
-0.067645
AACB
1998-08-07T00:00:00
50
18
50
50
74.5
83
78
14
55
55
2
29
50
50
55
50
50
50
50
82
43
39
48
43
21
-0.003327
AACB
1998-08-14T00:00:00
50
18
50
50
74.5
68
53
77
61
61
15
29
50
50
55
50
50
50
50
61
43
39
48
43
21
-0.10596
AACB
1998-08-21T00:00:00
50
18
50
50
74.5
49
32
88
65
65
18
29
50
50
55
50
50
50
50
40
43
39
48
43
21
-0.111111
AACB
1998-08-28T00:00:00
50
18
50
50
74.5
47
29
51
57
57
24
29
50
50
55
50
50
50
50
37
43
39
48
43
21
-0.025
AACB
1998-09-04T00:00:00
50
18
50
50
74.5
50
36
27
53
53
30
29
50
50
55
50
50
50
50
42
43
39
48
43
21
0.034188
AACB
1998-09-11T00:00:00
50
18
50
50
74.5
55
46
21
49
49
16
29
50
50
55
50
50
50
50
50
52
24
60
43
21
0.026843
AACB
1998-09-18T00:00:00
50
18
50
50
75
95
96
9
53
53
25
29
50
50
55
50
50
50
50
96
58
19
53
43
21
0.102633
AACB
1998-09-25T00:00:00
50
18
50
50
75
90
89
21
49
49
25
29
50
50
55
50
50
50
50
91
60
19
50
43
21
0.018277
AACB
1998-10-02T00:00:00
50
18
50
50
77
91
93
23
39
39
23
29
50
50
55
50
50
50
50
93
60
18
49
43
21
-0.025118
AACB
1998-10-09T00:00:00
50
18
50
50
73
70
50
49
39
39
26
29
50
50
55
50
50
50
50
61
56
15
51
43
21
-0.099294
AACB
1998-10-16T00:00:00
50
18
50
50
75
42
25
28
39
39
26
29
50
50
55
50
50
50
50
33
53
14
47
43
21
0.093913
AACB
1998-10-23T00:00:00
50
18
50
50
76
56
48
26
34
34
19
29
50
50
55
50
50
50
50
52
52
10
45
43
21
0.074627
AACB
1998-10-30T00:00:00
50
18
50
50
80
73
66
35
28
28
11
29
50
50
55
50
50
50
50
70
53
10
47
43
21
0.034722
AACB
1998-11-06T00:00:00
50
18
50
50
68
75
72
78
27
27
33
29
50
50
55
50
50
50
50
75
53
17
42
43
21
-0.036886
AACB
1998-11-13T00:00:00
50
18
50
50
72
92
90
77
27
27
20
29
50
50
55
50
50
50
50
93
49
23
46
43
21
-0.024417
AACB
1998-11-20T00:00:00
50
18
50
50
70
92
88
83
27
27
20
29
50
50
55
50
50
50
50
93
54
24
45
43
21
-0.028571
AACB
1998-11-27T00:00:00
50
18
50
50
76
91
87
92
26
26
10
29
50
50
55
50
50
50
50
91
57
32
62
43
21
-0.051471
AACB
1998-12-04T00:00:00
50
18
50
50
79
83
70
91
28
28
7
29
50
50
55
50
50
50
50
79
58
33
71
43
21
-0.073612
AACB
1998-12-11T00:00:00
50
18
50
50
65
89
82
31
35
35
34
29
50
50
55
50
50
50
50
88
58
28
67
43
21
0.096198
AACB
1998-12-18T00:00:00
50
18
50
50
81
94
86
54
33
33
5
29
50
50
55
50
50
50
50
93
59
25
55
43
21
-0.030534
AACB
1998-12-25T00:00:00
50
18
50
50
87
93
78
39
31
31
1
29
50
50
55
50
50
50
50
89
61
29
46
43
21
0.01178
AACB
1999-01-01T00:00:00
50
18
50
50
65
77
37
52
28
28
32
29
50
50
89
50
50
50
50
59
59
30
32
43
21
0.023409
AACB
1999-01-08T00:00:00
50
18
50
50
82
72
32
27
29
29
8
29
50
50
94
50
50
50
50
52
58
25
29
43
21
0.064606
AACB
1999-01-15T00:00:00
50
18
50
50
87
60
24
33
29
29
4
29
50
50
96
50
50
50
50
39
56
25
29
43
21
-0.010743
AACB
1999-01-22T00:00:00
50
18
50
50
80
42
15
31
27
27
12
29
50
50
95
50
50
50
50
26
54
25
29
43
21
0.007278
AACB
1999-01-29T00:00:00
50
18
50
50
66
33
14
40
25
25
46
29
50
50
96
50
50
50
50
21
55
25
28
43
21
0.003555
AACB
1999-02-05T00:00:00
50
18
50
50
72
54
51
13
24
24
31
29
50
50
96
50
50
50
50
52
52
18
30
43
21
0.057143
AACB
1999-02-12T00:00:00
50
18
50
50
74
50
41
23
21
21
25
29
50
50
95
50
50
50
50
44
50
18
31
43
21
-0.016865
AACB
1999-02-19T00:00:00
50
18
50
50
68
49
47
58
21
21
36
29
50
50
89
50
50
50
50
48
52
18
32
43
21
-0.048164
AACB
1999-02-26T00:00:00
50
18
50
50
75
52
45
94
36
36
18
29
50
50
93
50
50
50
50
48
65
34
33
43
21
-0.126329
AACB
1999-03-05T00:00:00
50
18
50
50
69
63
65
79
34
34
35
29
50
50
85
50
50
50
50
67
59
36
28
43
21
0.004165
AACB
1999-03-12T00:00:00
50
18
50
50
77
64
65
89
34
34
7
29
50
50
89
50
50
50
50
68
59
36
31
43
21
-0.053529
AACB
1999-03-19T00:00:00
50
18
50
50
64
66
66
92
33
33
44
29
50
50
89
50
50
50
50
69
62
41
32
43
21
-0.069565
AACB
1999-03-26T00:00:00
50
18
50
50
66
64
61
30
44
44
38
29
50
50
80
50
50
50
50
65
66
51
32
43
21
0.107439
AACB
1999-04-02T00:00:00
50
18
50
50
73
76
80
8
53
53
3
29
50
50
59
50
50
50
50
81
37
36
46
43
21
0.147718
AACB
1999-04-09T00:00:00
50
18
50
50
73
76
79
46
53
53
1
29
50
50
74
50
50
50
50
81
33
35
49
43
21
-0.084588
AACB
1999-04-16T00:00:00
50
18
50
50
67
67
55
76
49
49
21
29
50
50
78
50
50
50
50
63
24
35
44
43
21
-0.040098
AACB
1999-04-23T00:00:00
50
18
50
50
65
37
13
90
47
47
32
29
50
50
89
50
50
50
50
22
37
36
45
43
21
-0.046057
AACB
1999-04-30T00:00:00
50
18
50
50
68
40
18
85
45
45
19
29
50
50
88
50
50
50
50
26
28
64
65
43
21
-0.026316
AACB
1999-05-07T00:00:00
50
18
50
50
62
31
14
86
41
41
51
29
50
50
88
50
50
50
50
20
16
59
60
43
21
-0.018018
AACB
1999-05-14T00:00:00
50
18
50
50
62
23
10
76
38
38
39
29
50
50
91
50
50
50
50
14
8
46
37
43
21
0.004624
AACB
1999-05-21T00:00:00
50
18
50
50
66
41
47
84
37
37
17
29
50
50
89
50
50
50
50
42
8
40
39
43
21
-0.022867
AACB
1999-05-28T00:00:00
50
18
50
50
69
71
85
85
36
36
3
29
50
50
84
50
50
50
50
81
7
49
52
43
21
-0.046729
AACB
1999-06-04T00:00:00
50
18
50
50
61
51
62
97
37
37
28
29
50
50
88
50
50
50
50
58
8
42
55
43
21
-0.098039
AACB
1999-06-11T00:00:00
50
18
50
50
62
34
32
94
26
26
23
29
50
50
91
50
50
50
50
31
8
41
56
43
21
-0.043478
AACB
1999-06-18T00:00:00
50
18
50
50
66
25
16
85
24
24
9
29
50
50
90
50
50
50
50
17
9
49
61
43
21
0
AACB
1999-06-25T00:00:00
50
18
50
50
62
23
16
10
53
53
22
29
50
50
86
50
50
50
50
16
18
25
69
43
21
0.193182