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
⌀
AACB
1999-07-02T00:00:00
50
18
50
50
68
19
11
52
52
52
2
29
50
50
92
50
50
50
50
12
24
27
66
43
21
-0.042895
AACB
1999-07-09T00:00:00
50
18
50
50
62
17
12
19
53
53
19
29
50
50
89
50
50
50
50
11
22
16
67
43
21
0.054768
AACB
1999-07-16T00:00:00
50
18
50
50
61
14
9
90
54
54
14
29
50
50
86
50
50
50
50
8
37
18
61
43
21
-0.09434
AACB
1999-07-23T00:00:00
50
18
50
50
62
12
8
57
53
53
13
29
50
50
80
50
50
50
50
7
37
16
57
43
21
0
AACB
1999-07-30T00:00:00
50
18
50
50
64
8
4
86
53
53
6
29
50
50
83
50
50
50
50
4
38
13
58
43
21
-0.072917
AACB
1999-08-06T00:00:00
50
18
50
50
65
7
4
81
51
51
7
29
50
50
81
50
50
50
50
4
42
9
46
43
21
-0.050607
AACB
1999-08-13T00:00:00
50
18
50
50
65
12
6
7
62
62
2
29
50
50
71
50
50
50
50
7
38
24
58
43
21
0.189358
AACB
1999-08-20T00:00:00
50
18
50
50
62
26
71
42
61
61
6
29
50
50
72
50
50
50
50
49
40
30
70
43
21
-0.044738
AACB
1999-08-27T00:00:00
50
18
50
50
64
18
45
15
60
60
2
29
50
50
60
50
50
50
50
29
35
32
80
43
21
0.026
AACB
1999-09-03T00:00:00
50
18
50
50
59
25
65
85
57
57
19
29
50
50
58
50
50
50
50
45
38
39
82
43
21
-0.065952
AACB
1999-09-10T00:00:00
50
18
50
50
54
15
17
91
57
57
24
29
50
50
54
50
50
50
50
13
44
35
80
43
21
-0.076087
AACB
1999-09-17T00:00:00
50
18
50
50
55
17
30
68
54
54
6
29
50
50
38
50
50
50
50
19
41
41
84
43
21
0.005929
AACB
1999-09-24T00:00:00
50
18
50
50
54
13
17
85
53
53
13
29
50
50
48
50
50
50
50
12
35
42
84
43
21
-0.064371
AACB
1999-10-01T00:00:00
50
18
50
50
54
13
13
59
50
50
17
29
50
50
41
50
50
50
50
10
36
40
85
43
21
0.0125
AACB
1999-10-08T00:00:00
50
18
50
50
55
33
82
81
47
47
4
29
50
50
40
50
50
50
50
59
38
42
83
43
21
-0.037037
AACB
1999-10-15T00:00:00
50
18
50
50
52
23
59
66
44
44
36
29
50
50
30
50
50
50
50
39
36
47
82
43
21
-0.025641
AACB
1999-10-22T00:00:00
50
18
50
50
53
27
76
65
31
31
35
29
50
50
31
50
50
50
50
52
36
45
82
43
21
-0.006526
AACB
1999-10-29T00:00:00
50
18
50
50
54
18
31
56
30
30
10
29
50
50
24
50
50
50
50
22
35
46
81
43
21
0.013138
AACB
1999-11-05T00:00:00
50
18
50
50
54
12
15
97
40
40
14
29
50
50
41
50
50
50
50
11
36
60
80
43
21
-0.150282
AACB
1999-11-12T00:00:00
50
18
50
50
53
14
28
89
38
38
24
29
50
50
44
50
50
50
50
18
37
60
82
43
21
0
AACB
1999-11-19T00:00:00
50
18
50
50
54
12
16
41
45
45
7
29
50
50
36
50
50
50
50
11
34
51
82
43
21
0.107692
AACB
1999-11-26T00:00:00
50
18
50
50
54
16
29
92
48
48
5
29
50
50
61
50
50
50
50
20
27
53
76
43
21
-0.111111
AACB
1999-12-03T00:00:00
50
18
50
50
52
13
17
28
51
51
28
29
50
50
40
50
50
50
50
13
18
33
62
43
21
0.09375
AACB
1999-12-10T00:00:00
50
18
50
50
55
15
24
40
49
49
6
29
50
50
35
50
50
50
50
17
28
41
46
43
21
0.007086
AACB
1999-12-17T00:00:00
50
18
50
50
54
16
28
73
49
49
23
29
50
50
36
50
50
50
50
20
47
31
42
43
21
-0.085111
AACB
1999-12-24T00:00:00
50
18
50
50
52
17
34
36
49
49
26
29
50
50
41
50
50
50
50
23
65
33
69
43
21
0.054329
AACB
1999-12-31T00:00:00
50
18
50
50
53
9
7
81
47
47
16
29
50
50
38
50
50
50
50
6
78
43
69
43
21
-0.029412
AACB
2000-01-07T00:00:00
50
18
50
50
55
8
8
28
45
45
5
29
50
50
29
50
50
50
50
6
86
36
67
43
21
0.045455
AACB
2000-01-14T00:00:00
50
18
50
50
55
13
39
20
44
44
1
29
50
50
28
50
50
50
50
24
81
28
52
43
21
0.094261
AACB
2000-01-21T00:00:00
50
18
50
50
53
8
6
8
55
55
38
29
50
50
20
50
50
50
50
5
88
30
61
43
21
0.218478
AACB
2000-01-28T00:00:00
50
18
50
50
53
13
44
16
54
54
14
29
50
50
20
50
50
50
50
26
87
34
60
43
21
-0.032609
AACB
2000-02-04T00:00:00
50
18
50
50
53
16
49
25
50
50
30
29
50
50
17
50
50
50
50
31
87
34
61
43
21
0.011236
AACB
2000-02-11T00:00:00
50
18
50
50
53
10
23
55
48
48
40
29
50
50
20
50
50
50
50
14
82
40
57
43
21
-0.027733
AACB
2000-02-18T00:00:00
50
18
50
50
53
15
52
76
49
49
34
29
50
50
23
50
50
50
50
32
80
31
64
43
21
-0.0629
AACB
2000-02-25T00:00:00
50
18
50
50
55
11
22
12
55
55
1
29
50
50
18
50
50
50
50
13
82
24
62
43
21
0.189073
AACB
2000-03-03T00:00:00
50
18
50
50
54
13
56
7
64
64
32
29
50
50
13
50
50
50
50
32
72
32
60
43
21
0.292255
AACB
2000-03-10T00:00:00
50
18
50
50
54
26
71
21
63
63
22
29
50
50
13
50
50
50
50
50
71
31
63
43
21
-0.02381
AACB
2000-03-17T00:00:00
50
18
50
50
55
54
87
40
63
63
8
29
50
50
12
50
50
50
50
73
69
27
64
43
21
-0.04878
AACB
2000-03-24T00:00:00
50
18
50
50
56
55
87
52
62
62
3
29
50
50
9
50
50
50
50
75
62
23
67
43
21
-0.004308
AACB
2000-03-31T00:00:00
50
18
50
50
54
55
81
69
61
61
25
29
50
50
9
50
50
50
50
71
60
16
68
43
21
-0.107265
AACB
2000-04-07T00:00:00
50
18
50
50
53
51
70
16
61
61
35
29
50
50
5
50
50
50
50
63
68
12
76
43
21
0.105769
AACB
2000-04-14T00:00:00
50
18
50
50
53
42
48
53
58
58
31
29
50
50
3
50
50
50
50
45
60
11
76
43
21
-0.095652
AACB
2000-04-21T00:00:00
50
18
50
50
54
62
84
84
58
58
43
29
50
50
8
50
50
50
50
75
45
7
60
43
21
-0.105769
AACB
2000-04-28T00:00:00
50
18
50
50
54
72
91
46
58
58
23
29
50
50
5
50
50
50
50
83
44
9
52
43
21
0.096774
AACB
2000-05-05T00:00:00
50
18
50
50
53
70
86
79
57
57
44
29
50
50
6
50
50
50
50
79
45
8
50
43
21
-0.044078
AACB
2000-05-12T00:00:00
50
18
50
50
52
70
85
82
51
51
29
29
50
50
9
50
50
50
50
82
42
4
34
43
21
-0.10256
AACB
2000-05-19T00:00:00
50
18
50
50
53
70
79
83
51
51
32
29
50
50
17
50
50
50
50
79
35
5
33
43
21
-0.045712
AACB
2000-05-26T00:00:00
50
18
50
50
54
63
52
62
50
50
5
29
50
50
27
50
50
50
50
59
37
6
34
43
21
-0.006036
AACB
2000-06-02T00:00:00
50
18
50
50
54
76
86
41
50
50
5
29
50
50
34
50
50
50
50
88
36
5
34
43
21
0.066217
AACB
2000-06-09T00:00:00
50
18
50
50
53
82
61
16
52
52
4
29
50
50
26
50
50
50
50
76
41
3
23
43
21
0.129995
AACB
2000-06-16T00:00:00
50
18
50
50
51
53
37
47
51
51
22
29
50
50
22
50
50
50
50
43
38
3
22
43
21
-0.05
AACB
2000-06-23T00:00:00
50
18
50
50
51
70
54
12
51
51
28
29
50
50
30
50
50
50
50
64
39
5
19
43
21
0.057853
AACB
2000-06-30T00:00:00
50
18
50
50
51
60
36
37
48
48
30
29
50
50
37
50
50
50
50
47
39
5
19
43
21
-0.004936
AACB
2000-07-07T00:00:00
50
18
50
50
51
43
26
13
47
47
8
29
50
50
37
50
50
50
50
32
37
5
17
43
21
0.06
AACB
2000-07-14T00:00:00
50
18
50
50
51
38
24
82
50
50
3
29
50
50
50
50
50
50
50
28
36
3
24
43
21
-0.08966
AACB
2000-07-21T00:00:00
50
18
50
50
51
42
34
14
50
50
24
29
50
50
36
50
50
50
50
36
31
4
23
43
21
0.108854
AACB
2000-07-28T00:00:00
50
18
50
50
50
47
46
9
48
48
25
29
50
50
50
50
50
50
50
45
33
7
22
43
21
0.028037
AACB
2000-08-04T00:00:00
50
18
50
50
50
71
78
7
46
46
28
29
50
50
52
50
50
50
50
79
33
6
27
43
21
0.068218
AACB
2000-08-11T00:00:00
50
18
50
50
50
60
56
58
48
48
14
29
50
50
39
50
50
50
50
60
36
9
41
43
21
-0.063862
AACB
2000-08-18T00:00:00
50
18
50
50
50
72
81
65
45
45
14
29
50
50
27
50
50
50
50
80
38
9
40
43
21
-0.009091
AACB
2000-08-25T00:00:00
50
18
50
50
50
69
72
69
44
44
18
29
50
50
45
50
50
50
50
74
26
12
47
43
21
-0.013725
AACB
2000-09-01T00:00:00
50
18
50
50
49
76
83
30
43
43
21
29
50
50
50
50
50
50
50
83
27
13
41
43
21
0.060426
AACB
2000-09-08T00:00:00
50
18
50
50
50
56
36
29
42
42
26
29
50
50
59
50
50
50
50
46
27
10
29
43
21
0.013193
AACB
2000-09-15T00:00:00
50
18
50
50
49
76
79
3
59
59
10
29
50
50
25
50
50
50
50
81
15
52
49
43
21
0.24671
AACB
2000-09-22T00:00:00
50
18
50
50
49
84
90
10
57
57
18
29
50
50
26
50
50
50
50
91
17
53
55
43
21
-0.030389
AACB
2000-09-29T00:00:00
50
18
50
50
50
89
94
28
56
56
15
29
50
50
30
50
50
50
50
94
13
58
50
43
21
-0.022403
AACB
2000-10-06T00:00:00
50
18
50
50
50
79
68
70
58
58
33
29
50
50
62
50
50
50
50
77
14
45
42
43
21
-0.120853
AACB
2000-10-13T00:00:00
50
18
50
50
50
76
55
54
56
56
5
29
50
50
44
50
50
50
50
68
22
47
43
43
21
-0.011467
AACB
2000-10-20T00:00:00
50
18
50
50
50
73
52
28
54
54
1
29
50
50
40
50
50
50
50
65
26
46
49
43
21
0.04532
AACB
2000-10-27T00:00:00
50
18
50
50
49
78
71
58
52
52
43
29
50
50
55
50
50
50
50
78
25
52
46
43
21
-0.032258
AACB
2000-11-03T00:00:00
50
18
50
50
50
78
74
92
53
53
43
29
50
50
78
50
50
50
50
80
34
53
52
43
21
-0.091667
AACB
2000-11-10T00:00:00
50
18
50
50
50
93
98
52
52
52
9
29
50
50
70
50
50
50
50
97
43
55
71
43
21
0.041321
AACB
2000-11-17T00:00:00
50
18
50
50
50
93
97
63
50
50
15
29
50
50
66
50
50
50
50
97
42
50
65
43
21
-0.022061
AACB
2000-11-24T00:00:00
50
18
50
50
49
90
90
44
41
41
32
29
50
50
77
50
50
50
50
92
43
57
62
43
21
-0.009009
AACB
2000-12-01T00:00:00
50
18
50
50
50
83
55
43
39
39
24
29
50
50
73
50
50
50
50
71
41
55
59
43
21
0
AACB
2000-12-08T00:00:00
50
18
50
50
50
84
59
41
38
38
5
29
50
50
80
50
50
50
50
73
38
66
58
43
21
0.018182
AACB
2000-12-15T00:00:00
50
18
50
50
51
88
76
4
38
38
8
29
50
50
75
50
50
50
50
85
39
81
54
43
21
0.084857
AACB
2000-12-22T00:00:00
50
18
50
50
50
85
53
22
36
36
7
29
50
50
79
50
50
50
50
71
44
77
53
43
21
-0.008296
AACB
2000-12-29T00:00:00
50
18
50
50
49
61
22
54
33
33
15
29
50
50
86
50
50
50
50
39
70
76
57
43
21
-0.024831
AACB
2001-01-05T00:00:00
50
18
50
50
50
71
42
79
32
32
31
29
50
50
89
50
50
50
50
56
73
63
47
43
21
-0.051062
AACB
2001-01-12T00:00:00
50
18
50
50
50
67
39
87
29
29
14
29
50
50
86
50
50
50
50
52
77
66
52
43
21
-0.013488
AACB
2001-01-19T00:00:00
50
18
50
50
51
69
49
49
30
30
10
29
50
50
79
50
50
50
50
58
74
70
58
43
21
0.059055
AACB
2001-01-26T00:00:00
50
18
50
50
50
70
58
96
33
33
8
29
50
50
87
50
50
50
50
64
82
76
60
43
21
-0.08584
AACB
2001-02-02T00:00:00
50
18
50
50
50
72
58
91
32
32
45
29
50
50
88
50
50
50
50
65
83
78
59
43
21
-0.023438
AACB
2001-02-09T00:00:00
50
18
50
50
51
85
93
83
31
31
21
29
50
50
91
50
50
50
50
92
86
79
59
43
21
-0.024
AACB
2001-02-16T00:00:00
50
18
50
50
51
83
84
94
37
37
16
29
50
50
95
50
50
50
50
86
88
87
74
43
21
-0.108449
AACB
2001-02-23T00:00:00
50
18
50
50
52
76
58
66
34
34
51
29
50
50
88
50
50
50
50
68
88
88
78
43
21
0
AACB
2001-03-02T00:00:00
50
18
50
50
51
66
35
83
34
34
37
29
50
50
81
50
50
50
50
48
90
86
84
43
21
-0.066301
AACB
2001-03-09T00:00:00
50
18
50
50
51
61
19
57
35
35
22
29
50
50
82
50
50
50
50
35
89
86
87
43
21
0.02225
AACB
2001-03-16T00:00:00
50
18
50
50
51
70
42
11
37
37
44
29
50
50
86
50
50
50
50
59
97
91
95
43
21
0.070853
AACB
2001-03-23T00:00:00
50
18
50
50
50
50
8
25
36
36
32
29
50
50
90
50
50
50
50
21
96
85
92
43
21
-0.016174
AACB
2001-03-30T00:00:00
50
18
50
50
51
44
7
55
33
33
18
29
50
50
91
50
50
50
50
18
97
91
94
43
21
-0.032967
AACB
2001-04-06T00:00:00
50
18
50
50
51
44
12
3
43
43
14
29
50
50
70
50
50
50
50
24
98
96
95
43
21
0.130727
AACB
2001-04-13T00:00:00
50
18
50
50
52
33
9
14
41
41
13
29
50
50
79
50
50
50
50
18
98
97
94
43
21
0.025084
AACB
2001-04-20T00:00:00
50
18
50
50
51
38
20
29
39
39
48
29
50
50
89
50
50
50
50
27
98
95
91
43
21
0.007843
AACB
2001-04-27T00:00:00
50
18
50
50
52
33
18
52
33
33
34
29
50
50
80
50
50
50
50
24
98
94
92
43
21
0.003891
AACB
2001-05-04T00:00:00
50
18
50
50
53
36
27
65
33
33
4
29
50
50
81
50
50
50
50
30
98
94
92
43
21
-0.003876
AACB
2001-05-11T00:00:00
50
18
50
50
53
48
67
82
33
33
43
29
50
50
89
50
50
50
50
57
99
95
92
43
21
-0.050584
AACB
2001-05-18T00:00:00
50
18
50
50
53
49
63
71
32
32
1
29
50
50
87
50
50
50
50
55
99
95
93
43
21
0.02541
AACB
2001-05-25T00:00:00
50
18
50
50
53
44
45
76
30
30
6
29
50
50
86
50
50
50
50
43
100
62
92
43
21
-0.004796