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
⌀
A
2007-07-27T00:00:00
57
13
62
85
83
71
72
43
19
19
45
7
77
99
49
36
18
93
86
74
1
77
39
16
42
-0.044191
A
2007-08-03T00:00:00
56
12
62
84
58
72
69
27
17
17
58
7
77
98
44
37
18
93
86
74
1
77
47
13
35
0.009066
A
2007-08-10T00:00:00
55
15
62
84
94
74
76
74
20
20
33
7
77
98
54
38
18
93
86
78
1
78
34
28
11
-0.058747
A
2007-08-17T00:00:00
55
15
62
84
91
76
78
80
20
20
38
7
77
98
49
37
19
93
84
80
1
62
43
28
7
-0.053689
A
2007-08-24T00:00:00
55
15
62
84
89
73
68
65
22
22
39
7
77
96
51
36
19
93
83
74
1
70
46
31
7
0.040486
A
2007-08-31T00:00:00
54
14
62
84
91
76
77
25
24
24
39
7
93
96
48
35
19
93
84
79
1
76
27
25
12
0.034085
A
2007-09-07T00:00:00
75
12
62
64
94
74
72
29
22
22
67
7
94
99
50
26
22
94
84
75
1
76
31
22
15
-0.003266
A
2007-09-14T00:00:00
76
12
62
64
79
71
66
50
19
19
81
7
94
99
55
26
21
94
83
71
1
70
37
19
17
-0.00332
A
2007-09-21T00:00:00
76
14
62
64
92
75
65
49
18
18
71
7
94
99
52
25
22
94
83
73
1
72
32
21
19
0.020753
A
2007-09-28T00:00:00
76
14
62
64
87
79
75
47
17
17
76
7
94
99
49
25
22
94
83
80
1
65
29
24
19
-0.000837
A
2007-10-05T00:00:00
76
14
62
64
92
63
40
47
17
17
70
7
94
99
57
25
21
94
84
51
1
65
31
31
16
0.024703
A
2007-10-12T00:00:00
76
14
62
64
90
50
28
53
14
14
72
7
94
99
53
25
22
94
84
36
1
46
31
33
8
-0.004781
A
2007-10-19T00:00:00
75
13
62
64
85
54
34
33
10
10
74
7
94
99
55
25
21
94
84
42
1
46
28
39
6
-0.008252
A
2007-10-26T00:00:00
76
16
62
64
93
66
58
77
9
9
71
7
94
99
62
26
21
94
84
64
1
36
37
28
10
-0.034029
A
2007-11-02T00:00:00
76
15
62
63
88
67
63
51
8
8
73
7
94
99
64
26
21
94
84
67
1
36
40
28
10
-0.0003
A
2007-11-09T00:00:00
77
16
62
61
95
65
53
76
13
13
85
8
94
98
61
26
21
94
83
61
2
24
39
20
19
-0.073006
A
2007-11-16T00:00:00
74
12
61
61
92
65
54
8
29
29
90
7
93
98
51
26
21
93
84
61
6
39
27
7
29
0.09975
A
2007-11-23T00:00:00
74
12
62
61
92
63
55
10
28
28
90
7
93
98
55
25
21
93
84
61
8
44
24
8
34
0.005172
A
2007-11-30T00:00:00
74
12
61
61
86
62
53
16
25
25
93
7
93
98
62
25
21
93
85
59
8
44
23
6
35
0.024933
A
2007-12-07T00:00:00
74
12
61
61
91
61
49
37
23
23
92
7
93
98
53
25
21
93
85
56
9
44
21
7
34
0.004735
A
2007-12-14T00:00:00
74
12
61
61
93
68
64
53
24
24
90
7
93
97
50
25
21
93
84
68
11
45
28
4
38
-0.044727
A
2007-12-21T00:00:00
73
16
67
89
94
55
33
38
21
21
92
7
81
100
48
57
20
92
87
43
10
43
26
3
37
0.02424
A
2007-12-28T00:00:00
73
15
66
89
95
59
46
31
21
21
90
7
81
100
46
57
20
92
88
53
11
48
25
3
33
0.008055
A
2008-01-04T00:00:00
73
16
67
89
82
49
30
67
26
26
97
7
81
100
62
57
20
92
87
38
13
36
11
5
30
-0.072532
A
2008-01-11T00:00:00
72
14
66
89
95
73
80
27
25
25
86
7
81
100
52
57
20
92
88
80
18
51
7
6
41
0.035349
A
2008-01-18T00:00:00
72
15
66
89
89
77
88
57
25
25
92
7
81
100
59
35
20
92
1
86
10
42
11
6
25
-0.064982
A
2008-01-25T00:00:00
73
16
67
89
95
79
87
63
17
17
84
7
81
100
65
35
20
92
1
87
11
56
8
6
25
-0.013946
A
2008-02-01T00:00:00
73
15
67
88
89
76
81
62
15
15
93
7
81
100
74
35
20
92
1
82
11
56
9
7
24
0.038241
A
2008-02-08T00:00:00
74
17
67
88
80
71
63
84
18
18
97
7
81
100
70
35
21
92
2
69
16
53
17
11
22
-0.071381
A
2008-02-15T00:00:00
75
19
67
88
78
75
69
90
17
17
97
7
81
100
79
35
21
93
1
75
25
53
14
12
34
-0.042173
A
2008-02-22T00:00:00
75
18
66
88
94
76
73
59
18
18
97
7
81
100
77
32
21
92
1
77
22
56
13
18
34
0.024786
A
2008-02-29T00:00:00
76
19
66
87
78
68
45
71
17
17
96
8
81
99
82
32
20
92
1
57
23
57
14
14
38
-0.025465
A
2008-03-07T00:00:00
57
17
73
29
77
77
73
47
15
15
55
8
86
100
77
4
65
94
49
78
24
56
14
18
40
-0.017655
A
2008-03-14T00:00:00
57
19
73
28
94
73
55
58
13
13
35
8
85
100
79
4
65
94
48
66
22
55
12
19
42
-0.014327
A
2008-03-21T00:00:00
58
18
73
29
71
65
44
52
11
11
55
8
85
100
80
4
65
94
49
55
23
55
12
21
42
0.000677
A
2008-03-28T00:00:00
59
19
74
28
78
63
41
63
10
10
52
8
85
100
76
4
65
94
48
51
24
56
14
21
43
-0.002655
A
2008-04-04T00:00:00
58
18
73
28
92
52
26
29
16
16
40
8
85
100
71
5
65
94
49
36
22
56
11
19
49
0.071984
A
2008-04-11T00:00:00
58
20
74
28
94
43
18
59
18
18
34
8
85
100
73
5
65
94
49
27
21
59
12
24
52
-0.049815
A
2008-04-18T00:00:00
58
19
73
28
76
48
31
48
15
15
64
8
85
100
79
5
65
94
48
36
29
59
17
20
55
0.027879
A
2008-04-25T00:00:00
58
18
74
28
75
43
25
37
13
13
65
8
85
100
75
5
65
94
49
31
40
69
16
16
54
0.018049
A
2008-05-02T00:00:00
58
18
73
29
92
48
39
35
11
11
43
8
85
100
69
4
65
94
49
42
38
65
13
17
56
0.017141
A
2008-05-09T00:00:00
61
18
73
32
82
47
38
38
10
10
53
8
84
99
65
4
65
95
49
41
41
59
20
20
49
-0.005296
A
2008-05-16T00:00:00
61
15
71
35
93
45
41
11
20
20
38
7
84
99
48
4
65
95
49
41
36
58
22
34
56
0.100005
A
2008-05-23T00:00:00
61
13
71
35
91
43
37
8
17
17
41
7
84
98
45
4
65
95
50
37
35
50
21
41
55
0.023938
A
2008-05-30T00:00:00
60
13
71
35
88
51
61
11
17
17
44
7
84
98
43
4
65
95
51
57
35
54
19
40
56
0.040655
A
2008-06-06T00:00:00
76
15
70
85
89
45
43
31
18
18
80
7
56
99
40
48
68
93
61
42
32
49
17
40
60
-0.023539
A
2008-06-13T00:00:00
76
13
70
85
61
46
49
16
16
16
93
7
56
99
33
48
67
93
62
47
36
55
15
42
52
0.021907
A
2008-06-20T00:00:00
76
13
70
85
85
53
58
16
13
13
84
7
56
99
29
48
67
93
63
56
35
52
16
39
50
0.006953
A
2008-06-27T00:00:00
76
14
70
85
92
54
59
42
17
17
72
7
56
99
28
48
68
93
63
56
35
43
18
36
52
-0.05269
A
2008-07-04T00:00:00
76
13
70
85
72
55
61
40
16
16
90
7
56
100
24
48
68
93
63
60
33
50
15
41
50
-0.024166
A
2008-07-11T00:00:00
75
12
69
85
76
74
84
26
15
15
88
7
56
100
21
47
68
93
64
82
33
52
17
34
54
0.027654
A
2008-07-18T00:00:00
75
12
70
85
87
81
92
47
12
12
82
7
56
100
18
47
68
93
64
89
36
64
24
36
41
-0.003375
A
2008-07-25T00:00:00
75
12
69
85
81
83
93
41
8
8
85
7
56
100
18
47
68
93
65
91
27
41
34
51
43
0.017972
A
2008-08-01T00:00:00
74
12
70
85
61
80
86
59
7
7
90
7
57
100
18
48
67
93
64
86
23
36
37
49
37
-0.009638
A
2008-08-08T00:00:00
74
11
70
85
75
84
90
41
6
6
97
7
55
100
19
50
67
93
64
90
23
34
40
45
38
0.031777
A
2008-08-15T00:00:00
74
13
70
84
89
86
90
64
6
6
95
7
55
100
28
49
66
93
63
90
23
39
39
47
34
-0.017027
A
2008-08-22T00:00:00
74
13
70
84
64
82
76
72
6
6
98
7
55
97
32
50
66
93
63
82
20
37
33
53
32
-0.027214
A
2008-08-29T00:00:00
75
14
70
84
80
83
73
80
6
6
96
7
55
97
32
50
66
93
62
81
20
36
28
54
31
-0.017545
A
2008-09-05T00:00:00
76
14
69
62
73
87
83
80
7
7
85
7
82
97
39
43
66
93
42
88
22
39
40
73
22
-0.056683
A
2008-09-12T00:00:00
77
15
70
62
89
85
69
71
6
6
75
7
82
97
49
43
66
93
42
81
17
43
70
74
21
-0.022557
A
2008-09-19T00:00:00
77
15
69
62
66
84
70
51
6
6
87
7
82
97
50
42
66
93
41
81
41
26
74
77
28
0.026836
A
2008-09-26T00:00:00
77
16
69
62
87
80
58
60
8
8
77
7
82
97
54
41
66
93
41
73
50
25
62
85
25
-0.060151
A
2008-10-03T00:00:00
77
15
69
62
86
83
66
49
8
8
78
7
83
97
58
41
66
93
42
78
53
18
60
87
28
-0.085667
A
2008-10-10T00:00:00
79
17
70
62
76
76
51
58
16
16
79
7
83
97
64
41
66
93
42
65
25
10
50
93
10
-0.205078
A
2008-10-17T00:00:00
79
18
70
62
80
72
41
61
13
13
76
7
83
97
69
41
66
93
41
56
16
7
41
88
23
0.00577
A
2008-10-24T00:00:00
80
21
70
62
90
65
31
67
14
14
75
7
83
98
77
41
66
93
41
46
18
6
57
95
31
-0.126477
A
2008-10-31T00:00:00
79
20
70
61
92
57
25
53
18
18
73
7
82
98
76
42
66
93
41
38
20
12
62
96
30
0.123524
A
2008-11-07T00:00:00
79
18
69
60
72
55
30
44
17
17
64
7
82
95
78
43
66
93
41
42
18
12
62
97
30
-0.015796
A
2008-11-14T00:00:00
79
18
69
60
92
58
42
34
15
15
45
7
81
95
69
44
66
93
42
50
17
12
60
97
29
-0.049915
A
2008-11-21T00:00:00
80
21
69
60
86
55
38
56
18
18
52
7
81
95
72
41
66
93
42
46
15
9
50
98
88
-0.166766
A
2008-11-28T00:00:00
81
22
70
60
86
60
47
68
17
17
53
7
81
95
72
41
66
94
42
54
13
7
49
63
90
0.089131
A
2008-12-05T00:00:00
82
25
69
60
88
54
44
76
17
17
51
7
81
96
76
41
66
94
41
49
15
6
58
62
90
-0.083395
A
2008-12-12T00:00:00
82
24
70
61
68
52
39
69
16
16
60
7
81
96
78
42
65
94
40
44
17
7
61
65
91
0.007515
A
2008-12-19T00:00:00
92
29
74
76
85
49
37
82
14
14
81
8
81
97
81
65
17
94
39
42
19
7
63
67
91
-0.063843
A
2008-12-26T00:00:00
92
32
74
75
91
51
40
85
14
14
74
8
81
97
81
64
17
94
38
45
22
8
64
67
91
-0.050934
A
2009-01-02T00:00:00
92
31
74
75
87
55
49
80
14
14
80
8
81
98
83
65
17
94
38
52
22
10
67
68
91
0.051069
A
2009-01-09T00:00:00
91
24
72
76
82
59
58
21
20
20
84
8
81
99
74
64
17
94
39
59
34
4
61
86
89
0.140439
A
2009-01-16T00:00:00
90
20
72
76
92
55
48
7
20
20
84
7
90
99
67
65
17
93
41
52
34
4
52
84
89
0.053443
A
2009-01-23T00:00:00
90
20
72
75
78
50
37
22
20
20
87
7
90
99
67
65
17
93
41
43
39
4
51
86
90
-0.044559
A
2009-01-30T00:00:00
90
21
72
75
71
46
31
47
17
17
88
7
90
99
72
65
17
93
41
37
41
7
56
87
90
-0.03007
A
2009-02-06T00:00:00
90
21
72
75
91
43
27
37
18
18
91
7
89
96
73
65
17
93
40
32
39
6
60
87
90
0.067469
A
2009-02-13T00:00:00
91
21
72
75
74
38
22
46
16
16
99
7
89
96
75
65
17
94
40
27
40
7
59
87
90
-0.042963
A
2009-02-20T00:00:00
92
27
73
75
91
36
18
79
29
29
92
8
89
96
78
64
17
94
40
24
41
6
62
85
86
-0.178147
A
2009-02-27T00:00:00
93
28
74
74
63
33
15
83
29
29
100
8
89
96
80
64
17
94
39
19
45
6
58
86
85
-0.086258
A
2009-03-06T00:00:00
94
29
74
73
84
43
64
70
26
26
66
8
76
95
77
61
17
94
76
54
44
6
58
87
86
-0.088055
A
2009-03-13T00:00:00
59
28
85
34
91
58
86
59
25
25
41
8
80
97
75
74
33
95
74
77
43
5
60
87
85
0.105957
A
2009-03-20T00:00:00
60
29
86
34
89
57
81
55
22
22
45
8
79
97
69
75
33
95
74
73
42
4
57
88
86
0.031457
A
2009-03-27T00:00:00
60
25
86
34
83
51
66
33
26
26
52
8
78
97
59
74
33
95
74
60
39
2
61
86
85
0.123381
A
2009-04-03T00:00:00
61
26
86
34
60
53
72
53
24
24
64
8
77
98
58
84
33
95
74
64
40
3
65
87
85
0.015432
A
2009-04-10T00:00:00
61
25
86
33
79
52
63
41
23
23
56
8
77
98
63
84
33
95
74
59
37
3
62
86
85
0.032833
A
2009-04-17T00:00:00
62
27
86
33
88
41
29
60
22
22
54
8
77
98
66
85
33
95
73
33
39
4
58
87
86
0.000545
A
2009-04-24T00:00:00
61
26
86
33
65
35
21
57
20
20
57
8
77
98
60
85
33
95
73
25
39
4
59
87
86
-0.006445
A
2009-05-01T00:00:00
61
23
86
33
70
38
28
21
20
20
58
8
77
98
50
85
33
95
74
31
35
2
50
84
85
0.11302
A
2009-05-08T00:00:00
61
26
85
36
90
38
29
45
17
17
43
8
75
98
57
85
34
95
75
30
35
3
52
85
86
0.028156
A
2009-05-15T00:00:00
59
27
84
38
91
36
32
65
20
20
34
8
73
98
62
85
33
96
74
29
37
3
50
85
86
-0.087345
A
2009-05-22T00:00:00
59
26
85
38
70
42
56
69
19
19
26
8
73
98
54
85
33
96
74
47
37
3
49
85
86
0.002187
A
2009-05-29T00:00:00
60
28
85
38
74
38
49
61
18
18
24
8
73
98
49
85
33
96
74
39
23
2
40
85
86
0.030552
A
2009-06-05T00:00:00
60
26
85
38
88
39
57
26
19
19
27
8
88
98
44
64
33
96
76
45
22
2
38
84
86
0.091648
A
2009-06-12T00:00:00
31
16
30
63
90
33
48
57
20
20
7
8
91
93
49
66
16
96
78
34
24
2
39
84
85
-0.027157
A
2009-06-19T00:00:00
31
15
30
63
89
31
42
51
19
19
8
8
91
92
45
66
16
96
78
31
54
3
46
84
88
-0.024246