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
2009-05-22T00:00:00
80
26
87
68
78
58
92
96
73
73
83
49
71
56
18
24
50
68
84
83
83
32
38
60
61
-0.1125
AACC
2009-05-29T00:00:00
78
20
86
68
90
63
91
27
74
74
80
48
71
56
14
24
50
33
85
85
48
16
12
60
60
0.211268
AACC
2009-06-05T00:00:00
78
22
87
68
94
84
97
29
73
73
76
48
71
56
13
24
50
5
85
97
48
18
17
60
61
0.030233
AACC
2009-06-12T00:00:00
77
21
86
69
91
75
84
25
73
73
79
48
70
56
13
24
50
26
86
88
45
11
15
61
60
0.018059
AACC
2009-06-19T00:00:00
79
24
87
69
92
56
50
84
72
72
79
49
70
56
17
23
50
21
86
54
40
11
13
61
59
-0.086475
AACC
2009-06-26T00:00:00
79
24
87
69
94
89
93
44
72
72
76
49
70
56
13
23
50
4
85
96
39
11
13
60
58
0.031553
AACC
2009-07-03T00:00:00
81
27
87
69
83
97
96
91
73
73
82
50
70
56
18
23
50
54
85
99
50
12
10
61
55
-0.121176
AACC
2009-07-10T00:00:00
81
28
87
69
94
85
73
72
71
71
75
49
70
55
28
23
50
5
85
85
58
23
12
58
55
-0.02008
AACC
2009-07-17T00:00:00
80
25
87
69
88
61
25
66
69
69
81
50
70
53
23
23
50
42
85
41
51
28
13
59
57
0.06694
AACC
2009-07-24T00:00:00
79
27
87
68
93
82
79
31
67
67
75
49
70
53
16
23
50
14
85
85
50
27
13
58
56
0.088348
AACC
2009-07-31T00:00:00
81
32
88
68
94
83
77
91
67
67
70
51
70
54
33
22
50
4
86
84
46
35
13
59
80
-0.089412
AACC
2009-08-07T00:00:00
46
30
91
74
90
83
76
92
59
59
44
52
39
54
54
35
50
34
79
84
45
36
5
22
79
-0.024548
AACC
2009-08-14T00:00:00
46
34
91
73
92
74
40
91
58
58
40
53
38
57
53
39
50
23
78
58
45
43
4
24
79
-0.038411
AACC
2009-08-21T00:00:00
46
29
90
73
93
78
60
21
63
63
37
51
38
57
34
38
50
15
78
72
49
46
2
20
79
0.118457
AACC
2009-08-28T00:00:00
46
32
90
73
93
51
23
80
64
64
37
52
38
57
59
37
50
17
77
35
55
48
2
22
77
-0.065271
AACC
2009-09-04T00:00:00
46
33
90
73
81
56
25
88
63
63
56
53
38
57
68
37
50
69
77
38
53
52
2
22
78
-0.051383
AACC
2009-09-11T00:00:00
46
36
91
73
94
61
31
76
60
60
31
53
38
58
72
37
50
6
78
45
52
57
3
25
77
0.031944
AACC
2009-09-18T00:00:00
46
32
91
73
86
70
52
47
60
60
48
53
38
57
53
37
50
50
77
62
66
55
3
44
88
0.047106
AACC
2009-09-25T00:00:00
46
36
91
73
92
45
16
63
59
59
39
53
38
58
63
37
50
26
76
28
64
54
3
46
88
-0.039846
AACC
2009-10-02T00:00:00
46
35
91
73
86
33
12
79
57
57
25
53
38
58
68
37
50
52
76
19
75
62
2
78
12
-0.045515
AACC
2009-10-09T00:00:00
47
39
91
73
92
32
8
86
52
52
18
54
37
58
80
37
50
24
76
16
77
57
4
61
19
0.012623
AACC
2009-10-16T00:00:00
47
40
91
73
91
54
48
81
51
51
24
55
37
58
72
37
50
33
76
51
76
51
3
59
28
-0.012465
AACC
2009-10-23T00:00:00
47
38
91
73
83
34
18
70
49
49
36
54
37
58
64
37
50
64
76
22
78
52
3
58
28
-0.018233
AACC
2009-10-30T00:00:00
46
34
91
72
82
26
11
13
41
41
35
53
51
59
75
38
50
64
77
15
91
60
3
57
26
0.038571
AACC
2009-11-06T00:00:00
32
45
65
47
90
27
16
99
72
72
17
58
48
47
91
16
50
36
55
18
91
32
1
43
23
-0.269601
AACC
2009-11-13T00:00:00
31
44
66
46
83
32
32
95
71
71
22
58
47
42
89
15
50
60
53
30
82
10
2
53
4
-0.024482
AACC
2009-11-20T00:00:00
31
44
66
46
93
26
24
67
72
72
12
57
47
53
85
34
50
22
53
21
74
15
1
25
3
0.065637
AACC
2009-11-27T00:00:00
31
43
65
46
93
27
16
20
73
73
13
57
47
53
83
34
50
22
54
18
78
16
1
21
3
0.039855
AACC
2009-12-04T00:00:00
31
40
65
46
94
23
13
24
72
72
12
57
47
55
81
34
50
17
53
15
77
17
1
20
3
0.050523
AACC
2009-12-11T00:00:00
31
41
65
46
94
19
16
41
71
71
12
57
47
55
81
35
50
15
54
14
77
15
1
20
2
-0.003317
AACC
2009-12-18T00:00:00
31
39
65
46
85
22
20
41
70
70
19
57
47
45
81
35
50
54
53
18
78
15
1
24
2
-0.001664
AACC
2009-12-25T00:00:00
31
43
65
46
96
38
70
28
70
70
10
56
47
60
82
35
50
5
54
54
76
8
1
21
3
0.043333
AACC
2010-01-01T00:00:00
31
34
65
46
88
11
3
4
71
71
18
56
47
51
81
34
50
46
55
5
82
5
5
26
4
0.083067
AACC
2010-01-08T00:00:00
30
39
65
46
93
9
4
54
69
69
13
57
47
58
87
35
50
23
55
5
80
6
8
37
8
-0.028024
AACC
2010-01-15T00:00:00
30
43
65
46
92
9
9
93
61
61
17
58
47
54
87
35
50
31
55
7
77
9
17
35
14
-0.080425
AACC
2010-01-22T00:00:00
30
41
65
46
92
11
28
50
59
59
17
57
47
52
89
35
50
34
54
16
85
15
16
31
18
0.016502
AACC
2010-01-29T00:00:00
30
41
66
46
86
14
46
76
59
59
24
57
47
47
86
35
50
53
54
27
84
14
16
44
16
-0.055195
AACC
2010-02-05T00:00:00
30
43
66
46
89
15
43
85
59
59
22
58
47
49
70
35
50
46
53
26
89
21
25
43
26
-0.053265
AACC
2010-02-12T00:00:00
30
45
66
46
89
15
51
93
56
56
20
58
47
50
73
34
50
45
52
30
88
20
24
43
25
-0.010889
AACC
2010-02-19T00:00:00
30
46
66
46
90
17
61
57
58
58
19
58
47
51
79
27
50
43
52
37
88
22
24
43
26
0.051376
AACC
2010-02-26T00:00:00
30
46
66
47
90
30
88
58
57
57
19
58
47
53
82
28
50
41
52
61
88
23
23
43
30
-0.010471
AACC
2010-03-05T00:00:00
30
48
67
48
85
17
56
75
52
52
22
59
22
50
63
29
50
58
53
34
89
19
26
46
16
0.010582
AACC
2010-03-12T00:00:00
6
75
46
56
96
10
13
37
51
51
4
59
22
56
44
12
50
8
37
8
83
15
33
45
8
0.048866
AACC
2010-03-19T00:00:00
6
71
47
56
83
15
43
17
51
51
16
58
22
57
40
14
50
68
36
24
84
13
33
45
4
0.039933
AACC
2010-03-26T00:00:00
6
73
46
56
95
12
24
17
47
47
7
58
22
58
38
13
50
21
35
13
83
14
34
40
4
0.0192
AACC
2010-04-02T00:00:00
6
73
47
57
91
10
13
34
47
47
11
58
22
59
42
14
50
44
34
8
85
17
34
39
3
0.00157
AACC
2010-04-09T00:00:00
6
72
47
56
91
9
7
38
43
43
13
58
22
59
16
14
50
44
34
6
91
8
38
33
3
0.021944
AACC
2010-04-16T00:00:00
6
72
47
56
94
11
28
17
40
40
10
58
22
59
16
14
50
27
34
17
92
6
40
37
6
0.04908
AACC
2010-04-23T00:00:00
7
70
47
56
88
11
36
14
41
41
17
57
22
58
18
14
50
50
34
20
93
5
39
29
4
0.067251
AACC
2010-04-30T00:00:00
39
68
95
33
90
10
22
14
39
39
44
57
56
68
14
77
50
46
32
13
91
2
45
15
12
0.008219
AACC
2010-05-07T00:00:00
39
71
95
34
96
13
47
54
51
51
33
57
57
71
7
78
50
7
30
27
76
1
44
14
17
-0.111413
AACC
2010-05-14T00:00:00
37
66
94
33
95
19
71
4
68
68
34
56
56
72
6
79
50
20
30
43
78
9
83
16
13
0.183486
AACC
2010-05-21T00:00:00
38
73
95
32
96
22
76
87
78
78
28
58
56
73
12
79
50
7
28
49
67
9
94
39
19
-0.204134
AACC
2010-05-28T00:00:00
38
71
95
32
90
21
70
94
78
78
44
59
56
73
11
79
50
43
28
44
69
7
94
34
16
-0.040584
AACC
2010-06-04T00:00:00
38
78
95
32
97
24
65
98
79
79
25
60
56
74
17
79
50
2
28
44
72
4
94
35
18
-0.128596
AACC
2010-06-11T00:00:00
39
79
95
33
94
36
76
98
79
79
33
61
56
74
20
78
50
20
27
57
73
3
92
34
14
-0.08932
AACC
2010-06-18T00:00:00
40
78
95
33
87
46
83
95
79
79
48
62
56
73
23
78
50
50
27
66
73
3
91
36
13
-0.006397
AACC
2010-06-25T00:00:00
40
82
95
33
95
52
87
86
76
76
29
62
56
73
26
84
50
11
27
73
73
3
91
36
14
-0.032189
AACC
2010-07-02T00:00:00
40
81
95
33
85
39
63
92
74
74
51
62
56
73
37
84
50
55
27
51
70
2
90
40
14
-0.117517
AACC
2010-07-09T00:00:00
40
82
96
33
86
69
95
91
72
72
49
63
56
71
34
84
50
52
27
86
62
2
90
38
20
0.005025
AACC
2010-07-16T00:00:00
40
85
96
32
94
27
30
92
71
71
33
63
56
69
34
83
50
16
26
25
46
11
100
90
42
-0.045
AACC
2010-07-23T00:00:00
39
81
95
32
93
17
17
13
78
78
35
62
56
69
30
83
50
23
27
14
45
17
99
88
48
0.180628
AACC
2010-07-30T00:00:00
44
82
95
39
95
10
6
29
75
75
54
62
25
68
40
19
50
10
29
6
48
13
100
87
57
-0.004435
AACC
2010-08-06T00:00:00
42
82
95
37
95
7
4
50
74
74
51
62
38
69
44
94
50
6
19
4
45
15
99
91
61
-0.01559
AACC
2010-08-13T00:00:00
41
82
95
36
83
8
4
85
72
72
69
62
38
70
55
69
50
58
18
4
42
18
99
90
61
-0.097285
AACC
2010-08-20T00:00:00
41
82
95
37
82
8
6
42
72
72
70
62
38
71
42
67
50
60
19
5
42
19
99
85
62
0.035088
AACC
2010-08-27T00:00:00
41
81
95
37
81
8
5
48
70
70
71
62
38
70
50
65
50
63
18
5
42
20
99
85
63
-0.004843
AACC
2010-09-03T00:00:00
41
85
95
37
96
7
5
89
69
69
53
63
38
71
52
65
50
3
18
5
42
27
99
84
59
-0.029197
AACC
2010-09-10T00:00:00
42
84
96
37
86
7
5
97
69
69
67
64
38
70
58
65
50
50
18
4
45
53
97
71
64
-0.070175
AACC
2010-09-17T00:00:00
42
86
96
36
95
13
54
92
67
67
55
64
38
70
59
65
50
9
17
30
44
58
98
73
59
-0.005391
AACC
2010-09-24T00:00:00
40
83
95
37
95
12
51
4
83
83
54
62
38
70
40
65
50
8
18
28
52
38
82
72
44
0.243902
AACC
2010-10-01T00:00:00
38
75
95
36
88
12
39
1
86
86
64
59
38
70
18
65
50
43
18
22
53
17
82
61
16
0.24183
AACC
2010-10-08T00:00:00
38
79
95
37
95
8
19
18
86
86
47
60
38
70
22
65
50
8
18
10
54
21
87
53
19
-0.036842
AACC
2010-10-15T00:00:00
38
76
95
37
85
9
41
9
85
85
64
60
38
69
29
65
50
50
18
22
53
24
87
54
17
0.043716
AACC
2010-10-22T00:00:00
38
75
95
37
81
10
43
36
84
84
70
60
39
69
24
65
50
67
18
24
54
26
88
53
10
-0.00349
AACC
2010-10-29T00:00:00
38
77
96
36
93
8
13
23
84
84
49
60
39
67
16
65
50
20
18
8
54
26
88
54
13
0.012259
AACC
2010-11-05T00:00:00
60
77
97
31
80
6
6
27
82
82
56
60
67
64
27
16
50
70
22
4
54
26
87
54
18
0.046713
AACC
2010-11-12T00:00:00
60
84
97
31
96
6
7
96
84
84
34
61
66
63
30
11
50
1
21
5
50
37
90
56
26
-0.132231
AACC
2010-11-19T00:00:00
60
82
97
31
89
22
88
85
83
83
48
61
66
62
26
15
50
41
21
55
51
38
92
56
26
0
AACC
2010-11-26T00:00:00
60
81
97
31
94
58
98
58
83
83
40
61
67
62
19
15
50
14
21
82
52
37
92
57
25
0.028571
AACC
2010-12-03T00:00:00
60
77
97
31
82
47
96
12
82
82
52
60
67
62
8
15
50
56
22
76
52
38
93
57
26
0.094444
AACC
2010-12-10T00:00:00
59
79
97
31
93
54
97
28
76
76
41
61
67
62
5
15
50
17
22
80
53
36
93
57
27
0.013536
AACC
2010-12-17T00:00:00
60
81
97
31
94
55
94
73
75
75
41
61
67
62
5
15
50
17
22
79
54
38
93
55
26
-0.040067
AACC
2010-12-24T00:00:00
60
80
97
31
89
57
89
69
74
74
48
61
67
62
8
15
50
42
22
76
54
42
94
55
25
0.003478
AACC
2010-12-31T00:00:00
60
78
97
31
81
58
86
33
72
72
55
61
67
68
10
15
50
66
23
75
54
44
94
54
24
0.02773
AACC
2011-01-07T00:00:00
60
81
97
31
95
26
21
24
71
71
33
61
67
66
8
15
50
2
24
20
51
45
95
53
24
0.026981
AACC
2011-01-14T00:00:00
59
78
97
31
90
27
25
16
70
70
44
61
67
65
9
15
50
37
24
23
45
44
89
56
22
0.062397
AACC
2011-01-21T00:00:00
60
80
97
31
94
36
39
67
67
67
32
61
67
64
12
15
50
12
25
35
45
25
76
58
32
-0.068006
AACC
2011-01-28T00:00:00
60
81
97
31
95
53
79
48
66
66
29
61
67
64
23
15
50
6
24
68
54
26
54
43
24
0.006633
AACC
2011-02-04T00:00:00
60
80
97
31
83
53
75
67
64
64
54
61
67
64
23
15
50
60
23
66
51
36
58
47
25
0.003295
AACC
2011-02-11T00:00:00
60
81
97
31
92
42
45
64
58
58
40
61
67
65
18
15
50
29
24
42
46
45
58
47
23
0.001642
AACC
2011-02-18T00:00:00
61
83
97
31
93
39
50
95
61
61
39
62
67
65
24
7
50
22
24
42
40
60
59
45
39
-0.055738
AACC
2011-02-25T00:00:00
61
80
97
31
89
45
71
60
59
59
48
62
67
66
29
8
50
43
24
60
37
68
60
47
35
0.019097
AACC
2011-03-04T00:00:00
13
87
44
41
93
50
78
85
58
58
82
63
70
57
50
8
50
28
22
68
38
61
57
45
34
-0.030664
AACC
2011-03-11T00:00:00
14
86
44
40
86
59
78
51
54
54
34
62
50
58
30
8
50
53
21
73
40
71
61
38
33
-0.005272
AACC
2011-03-18T00:00:00
14
88
44
39
92
45
48
83
55
55
28
63
50
59
28
7
50
35
21
45
28
73
58
42
43
-0.045936
AACC
2011-03-25T00:00:00
14
88
45
39
89
48
54
91
48
48
32
63
50
59
37
7
50
45
20
51
39
69
54
40
45
-0.011111
AACC
2011-04-01T00:00:00
14
89
45
39
91
44
42
84
44
44
30
64
50
61
64
8
50
41
20
42
45
59
56
32
35
0
AACC
2011-04-08T00:00:00
14
89
45
39
95
43
35
86
42
42
6
64
50
58
63
8
50
20
20
38
47
59
58
31
35
-0.020599
AACC
2011-04-15T00:00:00
14
88
45
38
90
28
10
31
46
46
14
63
50
57
44
8
50
44
20
16
44
60
54
29
44
0.032505