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
2005-04-01T00:00:00
50
19
50
50
79
81
55
97
59
59
7
29
50
50
88
50
50
50
50
70
33
18
60
88
28
-0.138696
AACB
2005-04-08T00:00:00
50
18
50
50
65
86
76
85
58
58
16
29
50
50
91
50
50
50
50
84
34
20
59
89
30
0.007649
AACB
2005-04-15T00:00:00
50
16
50
50
62
91
89
63
54
54
25
29
50
50
90
50
50
50
50
92
27
28
45
91
33
-0.011187
AACB
2005-04-22T00:00:00
50
19
50
50
86
90
84
68
51
51
5
29
50
50
94
50
50
50
50
89
27
22
29
92
30
-0.013737
AACB
2005-04-29T00:00:00
50
20
50
50
75
92
89
76
47
47
9
29
50
50
93
50
50
50
50
93
33
18
38
93
23
-0.034002
AACB
2005-05-06T00:00:00
50
20
50
50
65
92
84
81
44
44
19
30
50
50
93
50
50
50
50
91
20
11
36
90
19
-0.000424
AACB
2005-05-13T00:00:00
50
23
50
50
88
93
89
89
42
42
1
31
50
50
95
50
50
50
50
94
17
18
38
93
18
-0.071701
AACB
2005-05-20T00:00:00
50
20
50
50
84
90
63
34
52
52
2
30
50
50
95
50
50
50
50
80
17
14
28
91
20
0.089122
AACB
2005-05-27T00:00:00
50
19
50
50
59
55
12
62
50
50
21
30
50
50
94
50
50
50
50
31
19
13
34
95
17
-0.007973
AACB
2005-06-03T00:00:00
50
18
50
50
59
57
15
25
50
50
19
30
50
50
91
50
50
50
50
33
27
13
29
96
29
0.032572
AACB
2005-06-10T00:00:00
50
20
50
50
61
63
26
82
44
44
13
31
50
50
92
50
50
50
50
43
37
11
27
97
36
-0.03728
AACB
2005-06-17T00:00:00
50
19
50
50
57
57
23
50
44
44
26
31
50
50
94
50
50
50
50
39
22
12
24
97
30
0.030213
AACB
2005-06-24T00:00:00
50
20
50
50
61
50
22
47
43
43
13
31
50
50
94
50
50
50
50
33
20
11
25
96
26
-0.009913
AACB
2005-07-01T00:00:00
50
22
50
50
69
50
18
87
43
43
4
31
50
50
94
50
50
50
50
31
24
12
18
94
33
-0.035044
AACB
2005-07-08T00:00:00
50
17
50
50
56
39
13
8
58
58
27
30
50
50
90
50
50
50
50
22
31
10
27
90
28
0.124081
AACB
2005-07-15T00:00:00
50
22
50
50
62
53
41
90
62
62
8
31
50
50
93
50
50
50
50
46
38
30
8
89
19
-0.076923
AACB
2005-07-22T00:00:00
50
23
50
50
62
48
30
68
60
60
8
31
50
50
93
50
50
50
50
36
39
30
8
86
19
0.00625
AACB
2005-07-29T00:00:00
50
24
50
50
69
54
53
72
55
55
3
31
50
50
90
50
50
50
50
54
39
30
9
86
19
0.004141
AACB
2005-08-05T00:00:00
50
22
50
50
61
42
24
54
53
53
11
31
50
50
88
50
50
50
50
30
39
29
9
87
18
-0.006186
AACB
2005-08-12T00:00:00
50
19
50
50
65
44
36
16
52
52
4
31
50
50
86
50
50
50
50
38
52
30
6
81
12
0.043154
AACB
2005-08-19T00:00:00
50
21
50
50
65
46
46
51
51
51
1
31
50
50
89
50
50
50
50
45
44
29
8
79
14
-0.025457
AACB
2005-08-26T00:00:00
50
21
50
50
61
33
14
45
50
50
6
31
50
50
90
50
50
50
50
20
46
33
9
76
16
-0.006531
AACB
2005-09-02T00:00:00
50
19
50
50
58
65
78
22
50
50
14
30
50
50
86
50
50
50
50
74
54
41
10
78
13
0.043961
AACB
2005-09-09T00:00:00
50
20
50
50
60
35
20
48
48
48
7
31
50
50
80
50
50
50
50
23
65
39
8
81
12
-0.003542
AACB
2005-09-16T00:00:00
50
22
50
50
56
33
24
74
42
42
6
31
50
50
85
50
50
50
50
25
67
40
10
78
12
-0.032385
AACB
2005-09-23T00:00:00
50
16
50
50
55
35
27
5
55
55
5
29
50
50
59
50
50
50
50
28
95
65
22
69
11
0.120408
AACB
2005-09-30T00:00:00
50
16
50
50
52
36
33
29
55
55
28
30
50
50
41
50
50
50
50
31
94
63
32
68
11
-0.016393
AACB
2005-10-07T00:00:00
50
16
50
50
56
53
73
12
53
53
3
29
50
50
35
50
50
50
50
66
94
59
34
65
10
0
AACB
2005-10-14T00:00:00
50
16
50
50
52
48
52
40
52
52
16
29
50
50
31
50
50
50
50
49
93
54
35
61
7
-0.017407
AACB
2005-10-21T00:00:00
50
16
50
50
50
44
59
53
50
50
38
29
50
50
33
50
50
50
50
52
91
58
36
54
8
-0.019977
AACB
2005-10-28T00:00:00
50
16
50
50
51
55
76
50
46
46
27
29
50
50
26
50
50
50
50
68
93
52
38
46
9
0.000769
AACB
2005-11-04T00:00:00
50
19
50
50
48
48
60
86
43
43
3
30
50
50
34
50
50
50
50
54
94
61
34
43
8
-0.023828
AACB
2005-11-11T00:00:00
50
19
50
50
47
40
35
86
41
41
11
30
50
50
27
50
50
50
50
35
96
68
33
47
7
-0.025591
AACB
2005-11-18T00:00:00
50
16
50
50
47
78
93
12
58
58
2
29
50
50
16
50
50
50
50
89
73
59
24
33
12
0.121212
AACB
2005-11-25T00:00:00
50
13
50
50
46
70
83
3
66
66
7
28
50
50
8
50
50
50
50
79
52
38
23
28
7
0.135135
AACB
2005-12-02T00:00:00
50
14
50
50
46
76
89
37
66
66
8
29
50
50
15
50
50
50
50
86
60
48
20
28
6
-0.052381
AACB
2005-12-09T00:00:00
50
15
50
50
45
77
85
70
66
66
1
29
50
50
26
50
50
50
50
86
51
78
16
27
2
-0.036851
AACB
2005-12-16T00:00:00
50
14
50
50
46
70
63
22
66
66
19
28
50
50
12
50
50
50
50
69
47
72
11
26
2
0.053913
AACB
2005-12-23T00:00:00
50
15
50
50
46
66
66
77
67
67
15
29
50
50
25
50
50
50
50
68
51
66
11
30
2
-0.057426
AACB
2005-12-30T00:00:00
50
15
50
50
45
51
30
45
66
66
4
29
50
50
19
50
50
50
50
39
55
67
13
32
1
0.006653
AACB
2006-01-06T00:00:00
50
15
50
50
46
38
24
79
64
64
9
29
50
50
28
50
50
50
50
28
48
77
10
29
2
0.009391
AACB
2006-01-13T00:00:00
50
17
50
50
46
72
84
84
62
62
31
29
50
50
25
50
50
50
50
81
41
82
17
26
2
-0.017919
AACB
2006-01-20T00:00:00
50
18
50
50
45
88
97
81
61
61
1
30
50
50
30
50
50
50
50
95
38
82
14
13
3
-0.017544
AACB
2006-01-27T00:00:00
50
16
50
50
45
80
87
55
57
57
12
30
50
50
29
50
50
50
50
87
39
84
20
14
3
0.035714
AACB
2006-02-03T00:00:00
50
16
50
50
46
76
60
44
47
47
17
30
50
50
28
50
50
50
50
71
37
84
22
12
3
0
AACB
2006-02-10T00:00:00
50
17
50
50
45
85
89
56
43
43
7
30
50
50
23
50
50
50
50
90
36
85
23
14
2
-0.009655
AACB
2006-02-17T00:00:00
50
18
50
50
45
70
48
82
40
40
8
30
50
50
27
50
50
50
50
61
33
80
23
11
2
-0.016713
AACB
2006-02-24T00:00:00
50
18
50
50
99
74
59
73
36
36
39
30
50
50
43
50
50
50
50
70
34
79
24
9
3
0
AACB
2006-03-03T00:00:00
50
16
50
50
99
70
33
20
37
37
23
30
50
50
26
50
50
50
50
52
33
81
28
10
3
0.049929
AACB
2006-03-10T00:00:00
50
16
50
50
99
61
21
35
36
36
7
30
50
50
24
50
50
50
50
40
30
80
38
13
4
-0.013491
AACB
2006-03-17T00:00:00
50
16
50
50
100
59
21
25
36
36
8
30
50
50
30
50
50
50
50
38
30
90
30
18
5
0.034188
AACB
2006-03-24T00:00:00
50
35
50
50
99
61
36
50
35
35
20
30
50
50
49
50
50
50
50
49
24
82
43
10
9
-0.008264
AACB
2006-03-31T00:00:00
50
35
50
50
100
64
48
39
34
34
6
30
50
50
64
50
50
50
50
58
24
82
42
11
10
0.016667
AACB
2006-04-07T00:00:00
50
32
50
50
100
61
43
17
33
33
30
29
50
50
47
50
50
50
50
53
22
78
41
12
12
0.031475
AACB
2006-04-14T00:00:00
50
33
50
50
100
53
27
27
33
33
7
29
50
50
45
50
50
50
50
39
23
78
42
12
12
-0.006675
AACB
2006-04-21T00:00:00
50
31
50
50
100
51
32
26
31
31
11
29
50
50
47
50
50
50
50
40
21
78
44
17
16
0.032
AACB
2006-04-28T00:00:00
50
32
50
50
100
65
70
43
29
29
6
29
50
50
66
50
50
50
50
70
22
80
38
17
17
-0.007752
AACB
2006-05-05T00:00:00
50
33
50
50
100
64
58
50
28
28
11
30
50
50
64
50
50
50
50
64
23
81
35
18
19
0.003125
AACB
2006-05-12T00:00:00
50
32
50
50
100
65
67
56
28
28
3
30
50
50
60
50
50
50
50
69
21
75
35
14
22
-0.034268
AACB
2006-05-19T00:00:00
50
35
50
50
100
64
60
80
36
36
6
30
50
50
71
50
50
50
50
64
12
61
40
28
18
-0.064516
AACB
2006-05-26T00:00:00
50
33
50
50
100
64
59
52
35
35
9
29
50
50
72
50
50
50
50
64
12
69
37
30
18
0.025862
AACB
2006-06-02T00:00:00
50
32
50
50
100
74
79
36
35
35
4
29
50
50
71
50
50
50
50
80
3
33
24
39
20
0.026891
AACB
2006-06-09T00:00:00
50
32
50
50
100
72
75
49
35
35
1
29
50
50
72
50
50
50
50
77
3
37
14
46
18
-0.037643
AACB
2006-06-16T00:00:00
50
31
50
50
100
72
76
58
34
34
13
29
50
50
70
50
50
50
50
77
3
41
16
51
17
-0.020068
AACB
2006-06-23T00:00:00
50
31
50
50
100
71
70
27
34
34
1
29
50
50
63
50
50
50
50
74
2
37
13
51
17
0.02395
AACB
2006-06-30T00:00:00
50
32
50
50
100
67
60
68
30
30
13
29
50
50
74
50
50
50
50
65
3
39
9
49
16
-0.010169
AACB
2006-07-07T00:00:00
50
31
50
50
100
67
53
28
30
30
6
29
50
50
64
50
50
50
50
63
4
50
9
48
15
0.016096
AACB
2006-07-14T00:00:00
50
24
50
50
100
52
27
4
35
35
9
27
50
50
61
50
50
50
50
36
3
42
9
47
24
0.059993
AACB
2006-07-21T00:00:00
50
26
50
50
100
61
43
53
43
43
30
28
50
50
66
50
50
50
50
51
1
22
4
34
34
-0.064229
AACB
2006-07-28T00:00:00
50
29
50
50
100
63
61
64
34
34
18
29
50
50
69
50
50
50
50
64
3
26
12
64
17
0.002379
AACB
2006-08-04T00:00:00
50
34
50
50
100
58
52
90
37
37
6
30
50
50
77
50
50
50
50
56
10
48
10
84
54
-0.052542
AACB
2006-08-11T00:00:00
50
27
50
50
100
54
46
30
37
37
15
29
50
50
67
50
50
50
50
49
4
27
38
83
55
0.037567
AACB
2006-08-18T00:00:00
50
27
50
50
100
66
68
42
34
34
26
29
50
50
66
50
50
50
50
70
3
18
44
82
67
0.024138
AACB
2006-08-25T00:00:00
50
28
50
50
100
51
39
29
32
32
4
29
50
50
63
50
50
50
50
44
4
28
61
86
66
0.006734
AACB
2006-09-01T00:00:00
50
25
50
50
100
62
63
29
31
31
16
28
50
50
64
50
50
50
50
65
1
23
58
75
67
0.036789
AACB
2006-09-08T00:00:00
50
28
50
50
100
87
95
73
35
35
11
29
50
50
72
50
50
50
50
94
2
33
54
80
60
-0.043226
AACB
2006-09-15T00:00:00
50
25
50
50
100
70
60
28
36
36
26
29
50
50
64
50
50
50
50
67
2
32
55
77
56
0.045179
AACB
2006-09-22T00:00:00
50
25
50
50
100
56
45
39
33
33
20
28
50
50
53
50
50
50
50
50
3
19
44
82
57
-0.004839
AACB
2006-09-29T00:00:00
50
25
50
50
100
36
21
17
31
31
8
28
50
50
50
50
50
50
50
26
5
17
42
86
50
0.03047
AACB
2006-10-06T00:00:00
50
26
50
50
100
53
53
68
33
33
10
29
50
50
57
50
50
50
50
53
5
17
44
86
42
-0.022334
AACB
2006-10-13T00:00:00
50
28
50
50
100
55
54
76
29
29
8
29
50
50
65
50
50
50
50
55
6
26
46
86
44
0
AACB
2006-10-20T00:00:00
50
27
50
50
100
57
60
35
29
29
4
29
50
50
59
50
50
50
50
60
6
17
44
83
42
0.029601
AACB
2006-10-27T00:00:00
50
22
50
50
100
66
73
11
34
34
24
28
50
50
45
50
50
50
50
73
6
15
43
85
35
0.064062
AACB
2006-11-03T00:00:00
50
23
50
50
100
55
38
39
37
37
12
28
50
50
56
50
50
50
50
45
6
18
44
85
35
-0.029369
AACB
2006-11-10T00:00:00
50
22
50
50
100
68
70
29
35
35
20
28
50
50
65
50
50
50
50
73
6
16
36
80
38
0.026626
AACB
2006-11-17T00:00:00
50
20
50
50
100
68
67
20
31
31
26
28
50
50
25
50
50
50
50
71
7
16
40
73
44
0.041851
AACB
2006-11-24T00:00:00
50
21
50
50
100
76
81
34
31
31
8
28
50
50
21
50
50
50
50
83
7
17
42
73
51
-0.002829
AACB
2006-12-01T00:00:00
50
21
50
50
100
63
48
40
30
30
2
28
50
50
25
50
50
50
50
56
5
14
42
69
55
-0.007092
AACB
2006-12-08T00:00:00
50
20
50
50
100
56
35
37
29
29
23
28
50
50
27
50
50
50
50
44
5
14
41
69
55
0.018571
AACB
2006-12-15T00:00:00
50
22
50
50
100
68
61
56
28
28
1
28
50
50
34
50
50
50
50
67
6
20
38
67
51
-0.010098
AACB
2006-12-22T00:00:00
50
12
50
50
100
84
83
2
70
70
16
25
50
50
11
50
50
50
50
87
25
73
14
43
52
0.227543
AACB
2006-12-29T00:00:00
50
12
50
50
99
78
71
9
70
70
1
25
50
50
11
50
50
50
50
79
26
72
15
41
55
0.001847
AACB
2007-01-05T00:00:00
50
12
50
50
99
79
73
8
69
69
13
25
50
50
8
50
50
50
50
80
26
70
18
43
63
0.001152
AACB
2007-01-12T00:00:00
50
12
50
50
99
85
84
27
67
67
30
25
50
50
15
50
50
50
50
88
24
68
21
43
58
0.019563
AACB
2007-01-19T00:00:00
50
12
50
50
99
81
75
35
65
65
10
25
50
50
14
50
50
50
50
81
24
71
21
43
57
-0.006095
AACB
2007-01-26T00:00:00
50
12
50
50
99
80
71
40
64
64
27
25
50
50
19
50
50
50
50
80
37
86
19
26
65
-0.000681
AACB
2007-02-02T00:00:00
50
13
50
50
99
81
70
76
62
62
23
25
50
50
17
50
50
50
50
79
34
89
19
24
73
-0.004545
AACB
2007-02-09T00:00:00
50
13
50
50
99
75
58
60
60
60
14
25
50
50
19
50
50
50
50
69
35
88
18
25
74
0.001142
AACB
2007-02-16T00:00:00
50
13
50
50
99
97
99
55
58
58
4
25
50
50
26
50
50
50
50
99
38
88
18
20
72
0.009122
AACB
2007-02-23T00:00:00
50
13
50
50
99
97
98
57
56
56
19
25
50
50
31
50
50
50
50
99
42
89
19
20
76
0.00113