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
⌀
AACC
2005-07-22T00:00:00
97
28
29
98
78
91
88
95
31
31
100
39
51
76
52
43.5
50
54
42
93
99
61
87
22
12
-0.028022
AACC
2005-07-29T00:00:00
95
20
28
98
94
93
93
11
56
56
91
37
51
79
17
43.5
50
11
42
95
98
45
65
31
23
0.142962
AACC
2005-08-05T00:00:00
96
24
29
97
70
95
95
23
54
54
100
36
51
74
22
43.5
50
64
42
97
99
46
62
20
26
-0.012092
AACC
2005-08-12T00:00:00
95
22
28
97
91
93
88
10
53
53
96
36
51
78
16
43.5
50
25
42
93
99
45
62
17
23
0.043692
AACC
2005-08-19T00:00:00
95
22
28
97
94
93
85
20
51
51
91
36
51
79
15
43.5
50
11
42
92
97
40
63
11
35
-0.008123
AACC
2005-08-26T00:00:00
95
19
28
97
91
94
89
8
50
50
93
35
51
78
15
43.5
50
22
42
94
99
55
82
6
44
0.026797
AACC
2005-09-02T00:00:00
95
22
28
97
87
90
63
56
49
49
96
36
51
77
27
43.5
50
36
42
80
97
42
81
4
51
-0.01949
AACC
2005-09-09T00:00:00
94
18
28
97
82
81
32
11
51
51
98
35
51
76
31
43.5
50
44
42
57
96
52
87
7
45
0.068537
AACC
2005-09-16T00:00:00
94
18
28
97
79
68
20
26
49
49
98
35
51
76
35
43.5
50
49
42
42
92
40
82
11
45
-0.002658
AACC
2005-09-23T00:00:00
95
19
28
97
79
92
88
51
50
50
98
35
51
76
47
43.5
50
46
42
93
78
37
71
13
49
-0.035634
AACC
2005-09-30T00:00:00
94
17
28
97
77
90
83
30
48
48
98
35
51
75
46
43.5
50
48
42
90
79
38
63
13
51
0.03592
AACC
2005-10-07T00:00:00
94
16
28
97
64
93
90
26
37
37
100
34
51
74
43
43.5
50
65
42
94
77
39
70
17
45
-0.005651
AACC
2005-10-14T00:00:00
95
21
28
97
80
94
90
79
48
48
94
35
51
76
54
43.5
50
44
42
95
55
22
69
11
36
-0.077199
AACC
2005-10-21T00:00:00
95
27
28
97
94
95
93
95
52
52
62
37
51
79
59
43.5
50
5
42
96
18
34
79
12
24
-0.077105
AACC
2005-10-28T00:00:00
95
24
28
97
86
90
75
64
53
53
85
36
51
77
72
43.5
50
30
42
85
13
34
80
19
27
0.040999
AACC
2005-11-04T00:00:00
95
51
28
94
82
93
90
100
82
82
53
43
51
76
96
43.5
50
36
42
94
49
92
44
12
30
-0.299795
AACC
2005-11-11T00:00:00
95
46
28
94
66
92
86
87
82
82
64
42
51
74
97
43.5
50
54
42
92
37
89
45
10
38
0.05947
AACC
2005-11-18T00:00:00
95
44
29
94
72
89
66
74
81
81
63
41
51
74
95
43.5
50
47
42
81
31
88
42
10
43
0.044933
AACC
2005-11-25T00:00:00
95
45
28
94
88
91
77
52
80
80
43
41
51
78
96
43.5
50
20
42
87
34
82
35
9
55
0.007343
AACC
2005-12-02T00:00:00
96
48
29
94
67
93
81
93
80
80
66
42
51
75
97
43.5
50
50
42
91
38
85
35
10
50
-0.059631
AACC
2005-12-09T00:00:00
94
42
28
94
55
83
36
22
82
82
75
41
51
75
97
43.5
50
63
42
61
39
81
48
11
66
0.113346
AACC
2005-12-16T00:00:00
94
42
28
94
75
62
14
13
81
81
58
40
51
76
95
43.5
50
39
42
35
36
80
46
11
67
0.009284
AACC
2005-12-23T00:00:00
94
39
28
94
61
72
32
8
80
80
72
40
51
75
93
43.5
50
56
42
52
32
72
53
12
60
0.029335
AACC
2005-12-30T00:00:00
94
40
28
94
86
14
2
17
79
79
47
40
51
77
95
43.5
50
24
42
6
24
69
43
9
71
0.000906
AACC
2006-01-06T00:00:00
94
42
28
94
87
19
3
57
78
78
8
40
51
77
94
43.5
50
21
42
9
19
71
36
9
76
-0.002654
AACC
2006-01-13T00:00:00
94
42
29
94
87
23
6
38
67
67
9
40
51
75
94
43.5
50
22
42
12
21
69
30
10
73
0.01875
AACC
2006-01-20T00:00:00
94
40
28
94
91
21
7
18
66
66
4
39
51
75
92
43.5
50
10
42
11
36
69
35
16
62
0.03592
AACC
2006-01-27T00:00:00
93
36
28
94
76
18
6
19
64
64
25
39
51
72
96
43.5
50
43
42
10
36
69
26
17
59
0.046939
AACC
2006-02-03T00:00:00
97
55
28
94
87
30
43
100
84
84
10
44
51
75
91
43.5
50
21
42
34
41
64
17
12
66
-0.263809
AACC
2006-02-10T00:00:00
96
54
28
94
92
32
65
90
84
84
1
44
51
76
93
43.5
50
1
42
48
43
68
18
13
58
0.024167
AACC
2006-02-17T00:00:00
97
57
29
94
51
38
75
99
83
83
45
45
51
70
96
43.5
50
68
42
58
49
63
19
15
63
-0.06491
AACC
2006-02-24T00:00:00
96
54
28
94
86
37
75
28
84
84
9
44
51
75
94
43.5
50
21
42
57
44
67
16
19
51
0.094573
AACC
2006-03-03T00:00:00
53
49
29
88
53
31
52
26
84
84
38
43
51
75
80
43.5
50
63
42
40
44
69
18
21
50
0.039796
AACC
2006-03-10T00:00:00
53
49
29
87
75
33
59
30
83
83
19
43
51
75
88
43.5
50
39
42
46
44
70
16
20
52
-0.001978
AACC
2006-03-17T00:00:00
53
51
29
86
71
43
71
54
82
82
18
44
51
75
90
43.5
50
43
42
60
45
66
18
19
51
-0.008613
AACC
2006-03-24T00:00:00
53
53
29
86
46
52
71
84
81
81
32
44
51
74
92
93
50
69
40
63
46
63
20
18
56
-0.027994
AACC
2006-03-31T00:00:00
54
52
29
85
78
8
1
54
80
80
12
44
51
76
89
93
50
34
40
3
45
65
18
22
58
0.019366
AACC
2006-04-07T00:00:00
53
52
29
85
82
9
2
33
79
79
11
44
51
76
80
93
50
29
39
4
47
77
26
20
54
0.015936
AACC
2006-04-14T00:00:00
52
48
29
84
66
7
3
15
69
69
25
43
51
75
76
93
50
47
40
3
47
78
23
21
50
0.025276
AACC
2006-04-21T00:00:00
53
50
29
84
54
11
13
38
66
66
43
43
51
75
80
93
50
61
41
9
45
76
24
25
58
0.009353
AACC
2006-04-28T00:00:00
52
48
29
84
64
13
44
23
60
60
31
43
51
75
78
93
50
50
40
25
43
74
27
26
65
0.020519
AACC
2006-05-05T00:00:00
53
51
29
85
78
15
46
75
53
53
17
44
51
76
29
100
50
34
50
26
44
74
23
26
68
-0.032494
AACC
2006-05-12T00:00:00
93
54
29
95
67
13
47
79
55
55
71
44
51
82
42
100
50
48
42
26
46
82
23
27
66
-0.060401
AACC
2006-05-19T00:00:00
93
53
29
96
72
11
19
72
52
52
68
44
51
82
50
100
50
41
43
12
53
79
17
22
70
-0.025828
AACC
2006-05-26T00:00:00
93
57
29
96
89
11
35
85
52
52
38
44
51
81
57
100
50
11
42
20
52
74
17
22
70
-0.029735
AACC
2006-06-02T00:00:00
94
58
29
96
69
14
54
90
50
50
70
45
51
81
33
100
50
44
42
32
53
74
16
22
71
-0.020003
AACC
2006-06-09T00:00:00
94
53
29
96
60
21
69
36
49
49
78
44
51
82
31
100
50
53
43
44
63
72
22
13
65
0.021567
AACC
2006-06-16T00:00:00
93
51
29
96
90
21
58
6
56
56
36
43
51
82
23
100
50
8
44
38
69
78
17
24
69
0.062882
AACC
2006-06-23T00:00:00
93
46
29
96
54
27
68
6
55
55
83
42
51
82
25
100
50
59
47
48
67
81
15
25
70
0.02043
AACC
2006-06-30T00:00:00
93
48
29
96
65
17
34
27
51
51
75
42
51
82
28
100
50
48
46
22
77
81
10
24
73
0.015919
AACC
2006-07-07T00:00:00
94
50
29
96
71
14
21
71
54
54
71
43
51
82
17
35
50
43
45
14
78
76
9
21
70
-0.045436
AACC
2006-07-14T00:00:00
94
52
29
96
85
15
32
76
57
57
54
43
51
82
27
35
50
25
46
19
72
24
18
33
82
-0.066165
AACC
2006-07-21T00:00:00
94
50
29
96
65
12
19
53
55
55
76
43
51
82
25
35
50
50
46
12
81
35
27
43
75
0.01021
AACC
2006-07-28T00:00:00
93
52
29
96
84
10
17
50
52
52
58
43
51
82
20
23
50
29
42
10
87
36
33
52
72
0.031383
AACC
2006-08-04T00:00:00
93
48
29
96
52
16
45
31
50
50
100
43
51
82
6
23
50
70
44
27
86
35
33
52
70
0.022324
AACC
2006-08-11T00:00:00
94
60
28
55
52
29
83
97
77
77
75
46
51
81
16
12
50
70
22
56
88
44
7
38
78
-0.18723
AACC
2006-08-18T00:00:00
93
57
28
55
65
37
90
82
77
77
71
46
51
81
9
20
50
53
22
65
87
62
4
37
64
0.058876
AACC
2006-08-25T00:00:00
94
64
28
55
66
36
84
98
77
77
71
47
51
81
16
19
50
51
22
62
90
65
7
44
59
-0.087757
AACC
2006-09-01T00:00:00
94
65
28
55
59
26
54
92
75
75
77
47
51
81
18
19
50
60
22
38
92
66
7
50
59
0.002754
AACC
2006-09-08T00:00:00
94
67
28
55
91
25
36
91
74
74
37
47
51
81
17
19
50
10
22
28
92
67
7
49
60
-0.02435
AACC
2006-09-15T00:00:00
94
66
28
55
88
30
46
55
74
74
43
47
51
81
19
20
50
19
22
36
92
66
8
49
56
0.033871
AACC
2006-09-22T00:00:00
94
65
28
54
90
31
45
33
72
72
39
47
51
81
17
20
50
12
22
36
91
67
7
41
58
0.009438
AACC
2006-09-29T00:00:00
93
58
28
54
62
37
59
10
75
75
73
46
51
81
11
20
50
54
23
47
85
70
5
43
63
0.078306
AACC
2006-10-06T00:00:00
93
55
28
54
60
14
7
6
75
75
71
46
51
81
8
20
50
56
23
8
83
65
6
37
65
0.046106
AACC
2006-10-13T00:00:00
92
58
28
54
91
16
11
13
73
73
3
46
51
81
11
20
50
9
23
11
85
51
3
65
58
0.0318
AACC
2006-10-20T00:00:00
92
57
28
55
72
9
6
30
65
65
28
46
51
81
16
20
50
49
22
6
84
53
3
68
63
-0.004017
AACC
2006-10-27T00:00:00
92
58
28
54
87
9
5
41
63
63
13
46
51
81
27
23
50
27
17
5
82
61
3
71
54
0.001706
AACC
2006-11-03T00:00:00
90
60
27
93
76
8
6
84
63
63
25
48
51
87
65
43
50
47
15
4
85
61
3
57
80
-0.070223
AACC
2006-11-10T00:00:00
90
57
27
93
86
10
16
36
65
65
12
47
51
86
35
47
50
31
15
9
87
61
3
55
80
0.058373
AACC
2006-11-17T00:00:00
90
61
27
93
93
11
33
85
63
63
2
48
51
86
47
47
50
5
16
18
87
62
2
63
76
-0.029032
AACC
2006-11-24T00:00:00
90
59
27
93
90
17
68
27
64
64
7
47
51
86
41
57
50
21
15
40
87
59
2
64
64
0.041245
AACC
2006-12-01T00:00:00
91
60
27
93
62
24
82
87
66
66
24
48
51
86
46
56
50
64
15
53
82
50
2
54
73
-0.047704
AACC
2006-12-08T00:00:00
91
66
27
93
94
32
82
92
63
63
1
49
51
86
32
57
50
3
15
59
84
51
2
50
72
-0.026477
AACC
2006-12-15T00:00:00
92
63
27
93
62
28
76
81
61
61
24
49
51
86
35
57
50
65
15
52
84
54
2
47
69
-0.004953
AACC
2006-12-22T00:00:00
91
64
27
93
82
31
67
66
57
57
14
49
51
86
33
57
50
41
15
48
84
54
2
42
77
-0.002531
AACC
2006-12-29T00:00:00
91
62
27
93
91
16
26
15
60
60
6
48
51
86
29
57
50
18
15
18
82
56
3
47
69
0.049899
AACC
2007-01-05T00:00:00
91
62
27
94
69
24
53
68
60
60
25
49
51
86
36
57
50
56
15
37
82
63
2
43
60
-0.037458
AACC
2007-01-12T00:00:00
91
64
27
94
94
17
20
63
56
56
1
49
51
86
23
57
50
2
15
15
79
60
3
42
52
0.006193
AACC
2007-01-19T00:00:00
92
67
27
94
94
24
56
89
54
54
2
49
51
86
27
57
50
5
15
38
75
67
3
42
49
-0.040506
AACC
2007-01-26T00:00:00
92
66
27
94
93
17
21
68
53
53
4
49
51
86
33
57
50
11
15
16
79
68
4
46
47
0.005808
AACC
2007-02-02T00:00:00
92
66
27
94
80
13
15
83
46
46
30
50
51
86
58
57
50
46
15
12
81
79
4
45
52
-0.002586
AACC
2007-02-09T00:00:00
92
67
27
94
85
13
20
62
43
43
23
50
51
86
50
37
50
38
15
14
79
79
5
45
52
0.003197
AACC
2007-02-16T00:00:00
92
67
27
93
88
15
26
81
41
41
18
50
51
86
58
47
50
34
16
17
65
77
3
64
62
-0.010853
AACC
2007-02-23T00:00:00
92
69
27
93
95
22
70
83
39
39
1
50
51
86
48
42
50
3
15
45
39
74
5
43
52
-0.009579
AACC
2007-03-02T00:00:00
92
66
26
93
79
16
34
47
35
35
29
50
51
85
34
42
50
51
17
21
66
79
10
42
53
-0.022068
AACC
2007-03-09T00:00:00
90
68
34
72
91
16
31
24
34
34
11
50
51
91
33
64
50
24
16
20
64
86
10
40
46
0.029219
AACC
2007-03-16T00:00:00
90
65
34
72
70
12
14
52
33
33
33
50
51
91
37
65
50
66
16
10
64
89
10
38
43
-0.023235
AACC
2007-03-23T00:00:00
90
68
34
71
83
13
21
40
35
35
30
50
58
91
44
70
50
45
19
13
61
90
9
39
46
0.03765
AACC
2007-03-30T00:00:00
90
68
34
71
87
11
15
60
30
30
28
51
58
91
47
71
50
38
19
10
55
87
4
39
46
-0.015944
AACC
2007-04-06T00:00:00
89
69
35
70
87
13
22
51
29
29
28
51
58
92
38
72
50
38
19
14
57
87
4
39
41
0.007094
AACC
2007-04-13T00:00:00
90
68
35
70
70
11
18
69
28
28
43
51
57
92
40
71
50
65
19
12
59
86
4
37
45
-0.007044
AACC
2007-04-20T00:00:00
89
68
35
70
94
9
13
21
34
34
22
50
57
92
31
72
50
17
19
8
33
76
57
50
31
0.052373
AACC
2007-04-27T00:00:00
87
57
35
70
86
12
38
2
62
62
33
48
58
92
20
72
50
40
19
21
34
60
67
80
46
0.138815
AACC
2007-05-04T00:00:00
86
58
33
89
79
18
56
10
59
59
23
48
43
91
16
79
50
54
22
34
25
64
47
76
56
0.006504
AACC
2007-05-11T00:00:00
88
57
33
91
87
16
45
9
59
59
14
48
42
91
16
75
50
37
28
27
22
63
42
69
63
0.014957
AACC
2007-05-18T00:00:00
89
58
33
92
92
20
56
41
58
58
9
48
42
91
13
75
50
24
28
36
23
63
42
67
68
-0.017956
AACC
2007-05-25T00:00:00
89
58
33
92
93
18
46
42
56
56
8
48
42
91
17
75
50
20
28
29
24
62
43
67
67
0
AACC
2007-06-01T00:00:00
89
59
33
92
91
18
46
36
55
55
10
48
42
91
16
76
50
27
28
29
25
63
46
73
65
0.024184
AACC
2007-06-08T00:00:00
89
58
33
92
94
18
34
42
54
54
8
48
42
91
11
76
50
16
28
23
25
58
51
64
70
-0.013656
AACC
2007-06-15T00:00:00
91
65
33
92
92
33
68
96
64
64
9
50
43
91
13
76
50
25
28
50
28
50
57
71
82
-0.085088