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
2007-06-22T00:00:00
92
64
34
92
87
65
95
89
62
62
13
50
43
91
12
45
50
41
28
83
28
55
58
71
81
-0.018049
AACC
2007-06-29T00:00:00
91
60
33
92
70
68
95
40
63
63
18
49
43
91
11
44
50
66
28
85
31
65
57
55
82
0.048559
AACC
2007-07-06T00:00:00
91
63
34
93
88
73
94
70
53
53
12
50
43
89
14
43
50
35
28
87
30
61
52
53
84
-0.014697
AACC
2007-07-13T00:00:00
92
63
34
93
91
68
86
59
51
51
10
50
43
90
13
42
50
27
28
80
25
53
48
56
83
0.001165
AACC
2007-07-20T00:00:00
92
63
33
93
71
67
79
5
73
73
19
49
42
90
5
42
50
63
28
76
68
73
38
37
97
0.156204
AACC
2007-07-27T00:00:00
91
64
33
93
93
66
79
20
73
73
23
49
42
90
8
42
50
16
28
75
60
64
45
29
90
-0.071141
AACC
2007-08-03T00:00:00
94
79
34
93
78
65
74
96
86
86
36
55
42
90
32
46
50
51
26
73
42
58
13
62
93
-0.265896
AACC
2007-08-10T00:00:00
95
71
85
70
95
34
17
99
86
86
18
55
40
91
69
90
50
5
29
22
30
55
8
75
88
-0.133858
AACC
2007-08-17T00:00:00
94
64
85
70
61
32
16
71
86
86
34
53
40
91
60
90
50
71
30
20
48
72
6
72
91
0.082955
AACC
2007-08-24T00:00:00
93
60
84
70
79
48
48
11
87
87
30
52
40
91
63
90
50
45
30
48
48
77
12
70
90
0.142707
AACC
2007-08-31T00:00:00
93
58
84
70
84
40
29
14
87
87
27
51
40
91
63
90
50
38
30
32
45
78
11
68
91
0.038567
AACC
2007-09-07T00:00:00
94
61
84
70
84
46
37
74
87
87
27
51
40
91
73
90
50
38
30
40
50
82
7
67
93
-0.073386
AACC
2007-09-14T00:00:00
94
64
85
69
68
78
94
94
87
87
33
53
40
91
73
90
50
59
30
89
57
80
8
47
95
-0.076336
AACC
2007-09-21T00:00:00
94
59
84
69
59
79
93
19
88
88
35
51
40
91
60
90
50
70
30
90
54
77
12
60
94
0.135331
AACC
2007-09-28T00:00:00
93
58
84
69
94
16
9
8
87
87
17
50
40
91
55
90
50
2
30
10
52
67
9
61
94
0.055505
AACC
2007-10-05T00:00:00
93
57
84
70
86
8
3
18
85
85
25
51
40
91
48
90
50
30
30
4
52
68
9
63
93
0.034483
AACC
2007-10-12T00:00:00
94
61
84
70
81
14
9
88
83
83
30
52
40
91
51
90
50
40
30
10
56
63
10
57
95
-0.0825
AACC
2007-10-19T00:00:00
94
60
84
70
87
27
46
74
82
82
26
52
40
91
62
90
50
28
30
34
56
63
10
56
95
-0.035422
AACC
2007-10-26T00:00:00
94
61
84
69
91
36
59
58
80
80
19
52
36
91
76
90
50
13
30
46
56
62
11
52
95
0.016949
AACC
2007-11-02T00:00:00
94
63
84
69
93
23
26
69
77
77
17
52
36
91
63
91
50
7
30
21
55
60
9
56
95
-0.041667
AACC
2007-11-09T00:00:00
24
53
95
68
87
16
9
42
71
71
12
53
19
87
54
99
50
27
27
10
44
64
10
59
93
0.000966
AACC
2007-11-16T00:00:00
24
49
95
68
90
30
65
14
69
69
9
52
20
88
54
99
50
18
27
47
45
67
9
51
94
0.054054
AACC
2007-11-23T00:00:00
25
46
95
68
90
46
84
7
65
65
10
51
20
88
51
74
50
19
28
68
50
73
7
56
95
0.011905
AACC
2007-11-30T00:00:00
25
46
95
68
92
48
81
16
56
56
8
51
20
90
42
73
50
9
28
66
48
73
7
58
96
0.022624
AACC
2007-12-07T00:00:00
24
42
95
68
70
29
25
14
53
53
16
51
20
85
32
73
50
47
28
24
47
72
8
55
96
0.040708
AACC
2007-12-14T00:00:00
25
49
95
68
91
30
30
76
63
63
9
52
20
89
31
73
50
13
27
28
48
72
11
46
97
-0.106293
AACC
2007-12-21T00:00:00
24
45
95
68
88
32
40
27
62
62
10
51
20
88
43
73
50
21
27
34
46
73
11
44
96
0.070409
AACC
2007-12-28T00:00:00
25
48
95
68
88
30
26
75
63
63
11
52
20
88
56
73
50
22
27
26
51
78
16
47
97
-0.046222
AACC
2008-01-04T00:00:00
25
49
95
68
77
37
43
74
63
63
15
52
20
86
38
73
50
42
27
38
55
87
15
31
95
-0.068034
AACC
2008-01-11T00:00:00
25
52
95
68
93
50
80
85
62
62
7
52
20
91
27
73
50
7
27
67
54
83
15
36
93
-0.065
AACC
2008-01-18T00:00:00
25
58
95
68
91
56
93
91
64
64
9
53
20
89
58
73
50
14
27
78
52
84
17
39
84
-0.100535
AACC
2008-01-25T00:00:00
25
52
95
68
86
58
90
36
69
69
14
52
20
88
62
73
50
28
27
77
65
81
27
45
85
0.096314
AACC
2008-02-01T00:00:00
25
51
95
68
93
65
90
38
66
66
7
52
20
91
48
73
50
5
29
81
64
81
26
44
85
0.062907
AACC
2008-02-08T00:00:00
25
51
95
68
88
47
45
40
63
63
12
52
20
88
30
74
50
23
29
45
63
81
26
43
85
-0.031633
AACC
2008-02-15T00:00:00
25
47
95
68
92
60
76
11
65
65
8
51
20
91
25
73
50
6
30
70
57
81
28
42
78
0.069547
AACC
2008-02-22T00:00:00
25
48
95
68
91
49
47
33
61
61
9
51
20
90
48
70
50
11
29
47
56
80
26
42
72
-0.014778
AACC
2008-02-29T00:00:00
25
47
95
66
60
40
32
47
58
58
26
51
21
84
54
65
50
63
30
34
56
79
26
40
74
-0.025
AACC
2008-03-07T00:00:00
26
53
96
66
79
33
21
88
65
65
18
52
20
86
63
65
50
39
29
24
52
79
26
31
69
-0.123077
AACC
2008-03-14T00:00:00
64
48
93
56
68
26
13
74
63
63
52
52
40
95
51
87
50
52
34
16
52
80
27
32
67
-0.004678
AACC
2008-03-21T00:00:00
62
44
93
56
84
36
46
30
64
64
46
51
64
95
56
87
50
31
35
38
57
75
29
26
68
0.072855
AACC
2008-03-28T00:00:00
60
39
93
55
61
41
52
13
62
62
57
50
63
95
53
87
50
62
35
44
40
69
31
31
50
0.064622
AACC
2008-04-04T00:00:00
58
33
93
54
60
42
53
4
66
66
58
49
63
95
39
87
50
64
35
46
36
67
29
30
51
0.12963
AACC
2008-04-11T00:00:00
57
31
93
54
68
59
86
7
65
65
73
49
63
87
20
87
50
53
35
77
57
65
47
10
43
0.003643
AACC
2008-04-18T00:00:00
57
31
93
54
85
57
75
8
63
63
66
48
63
88
15
87
50
34
36
69
71
65
60
7
49
0.064428
AACC
2008-04-25T00:00:00
58
33
93
55
91
52
61
41
63
63
60
49
63
88
14
87
50
18
35
58
55
54
63
8
50
-0.030691
AACC
2008-05-02T00:00:00
84
26
89
82
93
31
20
10
62
62
63
48
55
86
9
66
50
9
38
22
50
42
56
10
56
0.085312
AACC
2008-05-09T00:00:00
86
25
88
84
91
33
25
31
61
61
68
48
28
84
10
61
50
19
46
26
53
39
65
11
51
-0.018639
AACC
2008-05-16T00:00:00
88
25
88
86
91
44
55
24
52
52
71
48
28
85
9
61
50
18
45
49
49
27
80
10
52
0.037985
AACC
2008-05-23T00:00:00
85
18
87
86
71
54
78
4
54
54
76
47
28
83
7
61
50
54
47
69
41
12
77
25
44
0.101034
AACC
2008-05-30T00:00:00
85
18
88
86
63
74
93
14
53
53
77
47
28
83
6
61
50
65
48
88
47
16
73
16
42
0.018064
AACC
2008-06-06T00:00:00
87
21
88
87
73
85
96
57
62
62
76
48
28
84
8
61
50
53
46
93
51
18
73
19
50
-0.068133
AACC
2008-06-13T00:00:00
86
20
87
87
89
89
96
46
56
56
72
47
28
84
8
61
50
27
46
95
52
19
71
18
46
0.007616
AACC
2008-06-20T00:00:00
87
23
88
87
92
84
85
65
58
58
70
48
28
85
11
61
50
13
45
88
45
16
66
25
42
-0.045351
AACC
2008-06-27T00:00:00
86
22
88
87
91
90
96
41
54
54
71
47
28
85
10
25
50
16
46
96
46
19
66
26
41
-0.019002
AACC
2008-07-04T00:00:00
87
21
88
87
78
87
87
65
54
54
76
47
28
84
13
24
50
52
46
90
45
19
66
25
43
-0.054883
AACC
2008-07-11T00:00:00
90
29
88
87
86
89
85
93
64
64
74
50
29
71
23
24
50
38
45
90
47
17
58
50
32
-0.138343
AACC
2008-07-18T00:00:00
89
26
88
88
85
95
98
60
65
65
74
49
29
71
15
24
50
40
45
98
44
13
57
47
46
0.08226
AACC
2008-07-25T00:00:00
88
25
88
88
93
95
95
39
64
64
68
48
29
73
17
24
50
5
45
97
41
8
57
47
55
0.053114
AACC
2008-08-01T00:00:00
87
23
88
87
91
89
72
25
57
57
68
48
21
72
51
24
50
20
45
84
37
5
60
45
53
0.026957
AACC
2008-08-08T00:00:00
44
20
93
43
78
90
75
81
57
57
57
49
17
68
66
77
50
49
81
86
39
9
48
63
50
-0.0779
AACC
2008-08-15T00:00:00
44
19
93
42
75
87
59
54
56
56
48
49
17
68
60
98
50
54
81
76
39
8
47
64
52
0.045914
AACC
2008-08-22T00:00:00
44
21
93
42
90
88
68
76
55
55
39
49
17
68
56
98
50
25
81
81
34
6
39
73
47
-0.041264
AACC
2008-08-29T00:00:00
44
20
93
42
73
84
50
68
53
53
50
49
17
68
64
98
50
56
82
69
35
4
34
74
49
-0.007326
AACC
2008-09-05T00:00:00
44
19
93
42
86
57
19
40
50
50
42
49
17
69
68
98
50
37
82
36
31
3
21
64
52
0.009225
AACC
2008-09-12T00:00:00
44
19
93
41
86
69
33
49
48
48
42
49
17
69
74
98
50
36
82
51
29
3
31
65
51
-0.009141
AACC
2008-09-19T00:00:00
43
13
92
41
65
78
54
4
66
66
54
47
17
69
56
98
50
70
83
69
88
32
78
57
83
0.20941
AACC
2008-09-26T00:00:00
43
16
92
41
91
82
65
50
68
68
36
48
17
69
62
98
50
21
81
77
91
29
62
76
78
-0.134249
AACC
2008-10-03T00:00:00
43
13
92
41
65
59
29
28
61
61
28
47
17
69
68
98
50
70
81
42
90
43
58
58
77
-0.055507
AACC
2008-10-10T00:00:00
44
16
92
41
80
66
40
52
58
58
25
47
17
69
75
98
50
51
81
53
76
41
56
60
43
-0.196828
AACC
2008-10-17T00:00:00
44
15
92
41
85
60
33
42
52
52
24
47
17
69
80
98
50
40
81
45
77
38
54
60
46
0.038328
AACC
2008-10-24T00:00:00
43
15
92
41
91
55
27
41
47
47
16
46
17
69
83
98
50
20
81
38
80
36
50
58
46
-0.07047
AACC
2008-10-31T00:00:00
45
19
93
41
94
66
47
82
35
35
11
48
26
70
91
95
50
2
83
57
80
15
44
47
48
-0.024067
AACC
2008-11-07T00:00:00
53
34
92
49
94
66
46
91
39
39
36
49
63
65
86
94
50
4
78
56
86
14
41
37
45
-0.161529
AACC
2008-11-14T00:00:00
56
32
92
48
73
95
93
79
36
36
56
49
63
73
85
94
50
66
78
96
89
11
45
42
47
-0.107353
AACC
2008-11-21T00:00:00
57
37
92
48
82
81
66
76
36
36
51
50
63
73
86
65
50
51
77
76
86
9
41
63
75
-0.176277
AACC
2008-11-28T00:00:00
55
32
92
48
93
82
73
28
51
51
35
49
63
73
82
65
50
11
78
80
81
12
55
87
72
0.296
AACC
2008-12-05T00:00:00
57
36
92
48
90
72
59
78
50
50
43
50
63
73
83
65
50
28
78
66
84
13
69
86
71
-0.138889
AACC
2008-12-12T00:00:00
57
39
92
49
93
73
60
68
48
48
35
51
62
73
85
65
50
11
78
68
86
17
74
88
72
0.003584
AACC
2008-12-19T00:00:00
56
34
92
49
92
73
66
40
48
48
41
50
63
73
85
65
50
23
78
70
85
16
74
88
72
0.082143
AACC
2008-12-26T00:00:00
57
36
92
49
81
59
33
61
48
48
55
51
63
73
88
65
50
55
78
45
86
17
74
89
72
-0.052805
AACC
2009-01-02T00:00:00
59
43
93
49
93
45
18
89
46
46
39
52
63
64
95
65
50
17
77
30
88
18
60
88
72
-0.043554
AACC
2009-01-09T00:00:00
60
47
93
49
88
47
23
97
46
46
69
53
63
65
95
65
50
39
77
34
88
32
61
82
72
-0.094718
AACC
2009-01-16T00:00:00
60
45
93
49
86
45
26
77
43
43
68
52
62
64
97
65
50
44
77
34
88
32
59
82
72
-0.020121
AACC
2009-01-23T00:00:00
64
56
93
49
93
53
46
97
51
51
54
54
62
63
98
65
50
10
76
49
90
42
58
75
68
-0.217659
AACC
2009-01-30T00:00:00
62
52
93
49
87
43
27
61
54
54
68
53
62
63
96
65
50
42
77
33
89
50
55
79
68
0.099738
AACC
2009-02-06T00:00:00
60
46
93
49
91
40
24
25
56
56
62
52
62
63
93
65
50
26
77
29
86
49
58
76
67
0.171838
AACC
2009-02-13T00:00:00
62
49
93
49
85
44
48
62
57
57
71
53
61
64
93
57
50
46
77
43
88
54
57
76
67
-0.11609
AACC
2009-02-20T00:00:00
64
51
93
49
93
41
36
72
57
57
57
53
61
64
95
56
50
9
77
35
87
51
59
77
67
-0.124424
AACC
2009-02-27T00:00:00
69
53
94
49
79
32
15
87
55
55
80
54
64
64
96
54
50
58
75
18
88
51
57
77
66
-0.118421
AACC
2009-03-06T00:00:00
77
51
93
74
92
25
4
34
52
52
75
53
56
55
93
45
50
19
79
8
89
49
51
76
67
0.014925
AACC
2009-03-13T00:00:00
74
38
92
74
90
30
12
2
74
74
80
50
54
55
81
48
50
30
80
15
86
32
53
68
62
0.426471
AACC
2009-03-20T00:00:00
75
35
92
73
80
20
4
9
72
72
85
50
54
55
80
48
50
57
81
8
85
30
57
67
64
0.053608
AACC
2009-03-27T00:00:00
75
34
92
73
86
23
13
12
70
70
85
50
53
56
76
49
50
47
81
14
85
32
55
69
65
0.099804
AACC
2009-04-03T00:00:00
74
35
93
72
94
29
50
15
67
67
78
49
52
56
53
50
50
1
81
36
85
32
57
69
65
0.097865
AACC
2009-04-10T00:00:00
72
28
92
72
92
25
26
4
68
68
79
48
52
63
25
50
50
19
82
22
82
26
46
66
65
0.178282
AACC
2009-04-17T00:00:00
74
30
92
72
84
25
26
43
68
68
84
49
51
61
36
50
50
51
81
22
83
33
53
66
65
-0.05227
AACC
2009-04-24T00:00:00
75
36
93
72
92
22
16
78
67
67
78
50
51
62
38
50
50
21
79
16
84
38
48
66
64
-0.078374
AACC
2009-05-01T00:00:00
78
21
88
63
92
29
47
10
71
71
81
48
56
49
19
24
50
22
83
36
80
28
38
61
64
0.277165
AACC
2009-05-08T00:00:00
75
16
87
66
93
50
92
8
70
70
75
46
72
53
9
24
50
12
86
74
78
22
36
60
64
0.202219
AACC
2009-05-15T00:00:00
78
22
86
68
93
54
91
58
73
73
77
48
71
56
13
24
50
12
85
77
80
27
39
60
62
-0.179487