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
2003-05-02T00:00:00
50
18
50
50
96
29
20
22
42
42
3
29
50
50
59
50
50
50
50
22
54
5
63
43
21
0.082673
AACB
2003-05-09T00:00:00
50
18
50
50
81
38
47
8
48
48
29
29
50
50
37
50
50
50
50
40
48
4
46
43
21
0.123431
AACB
2003-05-16T00:00:00
50
18
50
50
88
35
43
10
45
45
11
29
50
50
27
50
50
50
50
35
45
3
42
43
21
0.074488
AACB
2003-05-23T00:00:00
50
18
50
50
75
31
23
22
44
44
26
29
50
50
29
50
50
50
50
23
47
3
41
43
21
-0.009532
AACB
2003-05-30T00:00:00
50
18
50
50
94
23
10
10
47
47
4
29
50
50
21
50
50
50
50
13
52
2
27
43
21
0.120735
AACB
2003-06-06T00:00:00
50
18
50
50
90
24
14
9
46
46
9
29
50
50
17
50
50
50
50
16
52
3
25
43
21
0.098361
AACB
2003-06-13T00:00:00
50
18
50
50
97
22
13
6
42
42
1
29
50
50
15
50
50
50
50
14
41
4
24
43
21
0.067448
AACB
2003-06-20T00:00:00
50
18
50
50
79
31
56
47
48
48
17
29
50
50
17
50
50
50
50
41
49
6
37
43
21
-0.052533
AACB
2003-06-27T00:00:00
50
18
50
50
95
40
71
40
47
47
1
29
50
50
17
50
50
50
50
57
49
6
37
43
21
0.000703
AACB
2003-07-04T00:00:00
50
18
50
50
93
66
87
40
47
47
4
29
50
50
14
50
50
50
50
82
51
7
37
43
21
0.02177
AACB
2003-07-11T00:00:00
50
18
50
50
92
76
91
91
51
51
5
29
50
50
20
50
50
50
50
88
68
14
55
43
21
-0.071478
AACB
2003-07-18T00:00:00
50
18
50
50
79
71
87
80
48
48
18
29
50
50
21
50
50
50
50
83
68
14
54
43
21
-0.002961
AACB
2003-07-25T00:00:00
50
18
50
50
88
84
91
33
49
49
7
29
50
50
18
50
50
50
50
91
58
12
56
43
21
0.072754
AACB
2003-08-01T00:00:00
50
18
50
50
80
89
92
38
48
48
12
29
50
50
15
50
50
50
50
93
46
8
50
43
21
-0.009689
AACB
2003-08-08T00:00:00
50
18
50
50
89
92
94
22
44
44
5
29
50
50
15
50
50
50
50
95
49
11
48
43
21
0.011181
AACB
2003-08-15T00:00:00
50
18
50
50
91
89
84
12
44
44
3
29
50
50
15
50
50
50
50
90
44
10
51
43
21
0.074637
AACB
2003-08-22T00:00:00
50
18
50
50
83
90
81
19
41
41
7
29
50
50
12
50
50
50
50
89
45
9
53
43
21
0.023794
AACB
2003-08-29T00:00:00
50
18
50
50
88
89
79
15
40
40
5
29
50
50
13
50
50
50
50
87
40
10
52
43
21
0.045226
AACB
2003-09-05T00:00:00
50
18
50
50
68
72
29
72
43
43
26
29
50
50
21
50
50
50
50
51
43
12
53
43
21
-0.035998
AACB
2003-09-12T00:00:00
50
18
50
50
84
74
29
84
42
42
7
29
50
50
31
50
50
50
50
52
52
12
41
7
21
-0.028739
AACB
2003-09-19T00:00:00
50
18
50
50
89
82
68
34
42
42
3
29
50
50
23
50
50
50
50
78
47
10
36
12
19
0.065469
AACB
2003-09-26T00:00:00
50
18
50
50
69
82
65
30
39
39
19
29
50
50
27
50
50
50
50
77
48
11
32
12
19
-0.018675
AACB
2003-10-03T00:00:00
50
18
50
50
74
85
76
62
35
35
12
29
50
50
37
50
50
50
50
85
39
6
34
13
19
0
AACB
2003-10-10T00:00:00
50
18
50
50
77
89
88
80
35
35
11
29
50
50
40
50
50
50
50
92
46
11
55
11
16
-0.006139
AACB
2003-10-17T00:00:00
50
18
50
50
73
87
86
87
35
35
22
29
50
50
43
50
50
50
50
89
50
13
55
9
16
-0.021618
AACB
2003-10-24T00:00:00
50
18
50
50
71
89
87
76
32
32
27
29
50
50
48
50
50
50
50
91
53
14
60
9
15
-0.024621
AACB
2003-10-31T00:00:00
50
18
50
50
70
82
58
35
37
37
26
29
50
50
50
50
50
50
50
73
52
13
61
11
13
0.067961
AACB
2003-11-07T00:00:00
50
18
50
50
90
74
36
39
34
34
2
29
50
50
54
50
50
50
50
57
43
13
59
12
15
0.022424
AACB
2003-11-14T00:00:00
50
18
50
50
68
81
67
15
33
33
23
29
50
50
63
50
50
50
50
77
48
10
71
7
12
0.043272
AACB
2003-11-21T00:00:00
50
18
50
50
92
85
68
14
31
31
1
29
50
50
66
50
50
50
50
81
42
6
68
9
8
0.011364
AACB
2003-11-28T00:00:00
50
18
50
50
91
79
45
95
46
46
1
29
50
50
87
50
50
50
50
65
64
31
79
5
9
-0.119101
AACB
2003-12-05T00:00:00
50
18
50
50
90
73
30
86
46
46
2
29
50
50
88
50
50
50
50
52
65
35
73
5
9
-0.007015
AACB
2003-12-12T00:00:00
50
18
50
50
92
64
20
90
45
45
1
29
50
50
85
50
50
50
50
41
78
39
65
3
12
-0.023121
AACB
2003-12-19T00:00:00
50
18
50
50
92
60
27
91
45
45
1
29
50
50
86
50
50
50
50
43
73
41
63
8
14
-0.04931
AACB
2003-12-26T00:00:00
50
18
50
50
88
70
57
70
46
46
3
29
50
50
88
50
50
50
50
66
77
36
60
7
14
0.03112
AACB
2004-01-02T00:00:00
50
18
50
50
66
68
57
49
47
47
21
29
50
50
86
50
50
50
50
65
69
53
73
9
8
0.02951
AACB
2004-01-09T00:00:00
50
18
50
50
83
78
79
30
46
46
7
29
50
50
86
50
50
50
50
82
67
49
66
8
3
0.049511
AACB
2004-01-16T00:00:00
50
18
50
50
91
81
84
30
45
45
3
29
50
50
87
50
50
50
50
86
65
55
82
11
6
0.036002
AACB
2004-01-23T00:00:00
50
18
50
50
71
44
10
42
43
43
22
29
50
50
88
50
50
50
50
24
68
63
87
15
4
0.001738
AACB
2004-01-30T00:00:00
50
18
50
50
70
42
12
68
43
43
21
29
50
50
88
50
50
50
50
23
64
64
87
14
6
-0.041211
AACB
2004-02-06T00:00:00
50
18
50
50
69
36
10
74
36
36
26
29
50
50
87
50
50
50
50
18
64
72
96
17
3
-0.013724
AACB
2004-02-13T00:00:00
50
18
50
50
68
28
7
17
41
41
27
29
50
50
86
50
50
50
50
14
50
73
98
15
4
0.070841
AACB
2004-02-20T00:00:00
50
18
50
50
67
35
13
40
41
41
32
29
50
50
87
50
50
50
50
19
57
68
97
15
6
-0.018901
AACB
2004-02-27T00:00:00
50
18
50
50
64
38
22
55
38
38
44
29
50
50
85
50
50
50
50
25
56
64
93
14
6
-0.007827
AACB
2004-03-05T00:00:00
50
18
50
50
88
45
47
49
36
36
5
29
50
50
85
50
50
50
50
46
58
64
92
14
7
0.021845
AACB
2004-03-12T00:00:00
50
18
50
50
93
51
57
55
35
35
1
29
50
50
82
50
50
50
50
56
55
59
92
16
8
-0.028504
AACB
2004-03-19T00:00:00
50
18
50
50
84
47
54
3
50
50
7
29
50
50
76
50
50
50
50
52
83
54
97
66
40
0.122249
AACB
2004-03-26T00:00:00
50
18
50
50
66
35
38
4
50
50
21
29
50
50
75
50
50
50
50
34
80
57
94
67
38
0.046296
AACB
2004-04-02T00:00:00
50
18
50
50
94
28
29
29
46
46
2
29
50
50
81
50
50
50
50
25
85
66
94
50
38
0.002603
AACB
2004-04-09T00:00:00
50
18
50
50
95
48
70
44
45
45
1
29
50
50
80
50
50
50
50
61
87
65
96
49
37
-0.007788
AACB
2004-04-16T00:00:00
50
18
50
50
79
41
59
65
46
46
17
29
50
50
78
50
50
50
50
50
86
65
96
47
39
-0.0382
AACB
2004-04-23T00:00:00
50
18
50
50
94
39
43
53
44
44
2
29
50
50
77
50
50
50
50
40
90
71
94
26
41
0.001632
AACB
2004-04-30T00:00:00
50
18
50
50
89
41
48
67
42
42
9
29
50
50
68
50
50
50
50
43
81
70
96
25
43
-0.050516
AACB
2004-05-07T00:00:00
50
18
50
50
66
39
47
38
41
41
27
29
50
50
55
50
50
50
50
42
85
73
95
36
43
0.013158
AACB
2004-05-14T00:00:00
50
18
50
50
66
80
94
69
42
42
22
29
50
50
58
50
50
50
50
90
68
63
94
33
48
-0.043478
AACB
2004-05-21T00:00:00
50
18
50
50
92
85
96
76
40
40
3
29
50
50
53
50
50
50
50
93
67
63
93
24
47
-0.021251
AACB
2004-05-28T00:00:00
50
18
50
50
92
78
90
41
38
38
4
29
50
50
25
50
50
50
50
87
65
69
90
29
46
0.060314
AACB
2004-06-04T00:00:00
50
18
50
50
73
77
83
3
48
48
13
29
50
50
9
50
50
50
50
83
59
55
88
28
37
0.108077
AACB
2004-06-11T00:00:00
50
18
50
50
86
70
62
27
49
49
7
29
50
50
10
50
50
50
50
69
58
65
87
30
39
-0.026181
AACB
2004-06-18T00:00:00
50
18
50
50
74
67
59
41
47
47
11
29
50
50
20
50
50
50
50
65
57
63
87
35
41
-0.008962
AACB
2004-06-25T00:00:00
50
18
50
50
67
62
44
75
46
46
19
29
50
50
24
50
50
50
50
53
57
63
81
46
37
-0.015957
AACB
2004-07-02T00:00:00
50
18
50
50
75
70
61
56
44
44
11
29
50
50
23
50
50
50
50
68
57
63
80
48
41
0.001081
AACB
2004-07-09T00:00:00
50
18
50
50
88
61
44
21
42
42
8
29
50
50
28
50
50
50
50
53
59
72
74
39
36
0.015659
AACB
2004-07-16T00:00:00
50
18
50
50
89
53
35
20
41
41
8
29
50
50
38
50
50
50
50
42
58
73
77
37
38
0.018075
AACB
2004-07-23T00:00:00
50
18
50
50
92
63
57
22
38
38
6
29
50
50
31
50
50
50
50
62
58
81
79
39
37
-0.009399
AACB
2004-07-30T00:00:00
50
18
50
50
93
85
96
51
35
35
4
29
50
50
24
50
50
50
50
93
56
80
78
44
36
-0.004744
AACB
2004-08-06T00:00:00
50
18
50
50
67
81
90
15
31
31
21
29
50
50
18
50
50
50
50
90
33
45
78
69
27
0.009004
AACB
2004-08-13T00:00:00
50
18
50
50
93
79
76
66
28
28
4
29
50
50
16
50
50
50
50
81
29
48
84
65
33
-0.054068
AACB
2004-08-20T00:00:00
50
18
50
50
66
71
52
28
32
32
25
29
50
50
14
50
50
50
50
64
27
54
75
68
35
0.062708
AACB
2004-08-27T00:00:00
50
18
50
50
92
71
50
86
34
34
4
29
50
50
25
50
50
50
50
62
34
54
71
58
34
-0.041253
AACB
2004-09-03T00:00:00
50
18
50
50
93
78
72
45
35
35
4
29
50
50
38
50
50
50
50
79
35
54
72
59
33
0.029412
AACB
2004-09-10T00:00:00
50
18
50
50
93
82
76
71
34
34
4
29
50
50
36
50
50
50
50
82
37
51
63
59
30
-0.002646
AACB
2004-09-17T00:00:00
50
18
50
50
82
83
81
23
36
36
12
29
50
50
27
50
50
50
50
85
35
65
60
60
24
0.047215
AACB
2004-09-24T00:00:00
50
18
50
50
85
78
65
8
38
38
11
29
50
50
19
50
50
50
50
75
35
66
65
55
19
0.06079
AACB
2004-10-01T00:00:00
50
18
50
50
90
89
86
7
40
40
7
29
50
50
22
50
50
50
50
91
35
71
67
67
18
0.063992
AACB
2004-10-08T00:00:00
50
18
50
50
95
77
52
5
39
39
1
29
50
50
18
50
50
50
50
66
43
66
65
70
12
0.051616
AACB
2004-10-15T00:00:00
50
18
50
50
72
85
72
44
46
46
22
29
50
50
27
50
50
50
50
83
45
66
64
70
15
-0.048656
AACB
2004-10-22T00:00:00
50
18
50
50
90
72
34
18
42
42
8
29
50
50
19
50
50
50
50
53
51
62
61
73
13
0.028712
AACB
2004-10-29T00:00:00
50
18
50
50
78
77
51
57
40
40
19
29
50
50
17
50
50
50
50
67
44
66
58
69
9
-0.002617
AACB
2004-11-05T00:00:00
50
18
50
50
73
73
40
9
44
44
19
29
50
50
18
50
50
50
50
58
44
57
71
80
5
0.099694
AACB
2004-11-12T00:00:00
50
18
50
50
93
83
66
19
41
41
3
29
50
50
11
50
50
50
50
79
44
57
71
80
3
0.032207
AACB
2004-11-19T00:00:00
50
18
50
50
91
91
91
24
40
40
6
29
50
50
15
50
50
50
50
94
46
62
72
77
3
0.000385
AACB
2004-11-26T00:00:00
50
18
50
50
93
94
94
30
39
39
4
29
50
50
18
50
50
50
50
96
14
65
26
49
6
0.023104
AACB
2004-12-03T00:00:00
50
18
50
50
89
95
97
80
42
42
8
29
50
50
42
50
50
50
50
97
14
64
37
53
7
-0.033873
AACB
2004-12-10T00:00:00
50
18
50
50
95
93
88
86
43
43
1
29
50
50
53
50
50
50
50
93
13
54
35
66
5
-0.046358
AACB
2004-12-17T00:00:00
50
18
50
50
83
93
90
53
43
43
9
29
50
50
66
50
50
50
50
94
12
47
32
67
5
0.041667
AACB
2004-12-24T00:00:00
50
18
50
50
65
91
73
45
40
40
28
29
50
50
57
50
50
50
50
86
11
37
35
74
4
0.01451
AACB
2004-12-31T00:00:00
50
17
50
50
67
95
92
15
43
43
19
28
50
50
46
50
50
50
50
96
8
37
36
65
5
0.062234
AACB
2005-01-07T00:00:00
50
19
50
50
83
94
90
59
47
47
10
28
50
50
56
50
50
50
50
95
8
33
31
75
6
-0.06623
AACB
2005-01-14T00:00:00
50
19
50
50
92
93
84
28
43
43
4
28
50
50
50
50
50
50
50
92
8
33
31
70
6
0.023772
AACB
2005-01-21T00:00:00
50
15
50
50
64
92
82
16
41
41
44
28
50
50
60
50
50
50
50
90
20
44
35
77
8
0.024743
AACB
2005-01-28T00:00:00
50
18
50
50
91
87
46
53
41
41
6
28
50
50
66
50
50
50
50
70
19
38
38
80
12
-0.026746
AACB
2005-02-04T00:00:00
50
18
50
50
64
79
31
57
38
38
40
29
50
50
78
50
50
50
50
57
23
46
41
86
17
0.015267
AACB
2005-02-11T00:00:00
50
17
50
50
93
85
48
24
38
38
1
28
50
50
60
50
50
50
50
70
33
66
43
92
23
0.041353
AACB
2005-02-18T00:00:00
50
14
50
50
90
86
54
8
38
38
4
27
50
50
62
50
50
50
50
73
26
60
40
94
26
0.057401
AACB
2005-02-25T00:00:00
50
15
50
50
92
91
82
22
37
37
1
27
50
50
66
50
50
50
50
90
29
61
33
92
21
-0.001707
AACB
2005-03-04T00:00:00
50
13
50
50
69
87
53
11
37
37
18
27
50
50
71
50
50
50
50
75
25
49
47
90
29
0.04788
AACB
2005-03-11T00:00:00
50
13
50
50
63
88
71
33
37
37
28
27
50
50
73
50
50
50
50
84
23
48
48
87
26
-0.025457
AACB
2005-03-18T00:00:00
50
12
50
50
60
91
85
16
32
32
35
27
50
50
52
50
50
50
50
91
23
49
56
89
28
0.011386
AACB
2005-03-25T00:00:00
50
13
50
50
67
86
62
67
37
37
15
27
50
50
61
50
50
50
50
77
16
44
60
91
22
-0.045033