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
2011-04-22T00:00:00
14
88
45
38
96
37
29
34
47
47
5
63
51
57
34
8
50
10
20
30
49
58
52
20
44
0.014815
AACC
2011-04-29T00:00:00
43
88
96
28
96
30
20
23
46
46
41
63
83
63
33
61
50
12
19
22
49
57
54
25
41
0.036496
AACC
2011-05-06T00:00:00
44
89
96
31
92
35
31
91
65
65
45
64
83
66
51
64
50
36
19
29
42
49
51
36
31
-0.119718
AACC
2011-05-13T00:00:00
46
92
96
34
98
28
18
98
71
71
29
66
84
69
53
65
50
1
19
19
46
25
67
49
33
-0.114
AACC
2011-05-20T00:00:00
46
91
96
34
91
24
10
88
71
71
46
66
83
70
62
65
50
41
19
14
40
21
63
63
38
-0.002257
AACC
2011-05-27T00:00:00
48
93
96
34
92
20
14
98
72
72
42
66
83
70
80
65
50
34
18
14
39
12
65
63
39
-0.08371
AACC
2011-06-03T00:00:00
48
93
96
34
92
17
11
98
73
73
45
67
83
70
89
65
50
39
18
11
34
15
91
56
41
-0.098765
AACC
2011-06-10T00:00:00
49
95
96
34
91
26
41
97
73
73
47
68
83
70
94
65
50
42
18
30
33
27
84
81
51
-0.09863
AACC
2011-06-17T00:00:00
49
97
96
34
98
31
48
76
74
74
28
67
83
70
92
15
50
3
18
37
38
26
81
93
58
0.024316
AACC
2011-06-24T00:00:00
48
93
96
34
89
36
61
19
78
78
47
67
84
70
90
15
50
43
19
48
34
33
74
91
83
0.097923
AACC
2011-07-01T00:00:00
47
92
96
34
83
18
12
15
79
79
57
66
83
70
90
15
50
64
19
12
35
37
71
94
76
0.089189
AACC
2011-07-08T00:00:00
47
92
96
34
89
11
4
18
78
78
49
66
83
70
92
15
50
45
19
6
33
38
70
91
72
0.014888
AACC
2011-07-15T00:00:00
46
90
96
34
84
14
7
3
77
77
52
65
84
70
89
15
50
54
19
8
51
49
89
88
81
0.075795
AACC
2011-07-22T00:00:00
46
90
96
34
87
10
4
9
75
75
50
65
84
69
81
15
50
49
19
5
57
24
77
86
76
0.022727
AACC
2011-07-29T00:00:00
78
43
94
57
91
6
3
1
75
75
66
64
79
64
74
14
50
38
27
3
77
51
95
92
79
0.097778
AACC
2011-08-05T00:00:00
78
45
94
55
96
6
3
20
73
73
90
63
84
65
66
8
50
4
39
3
69
57
92
87
77
-0.089069
AACC
2011-08-12T00:00:00
75
42
94
54
82
7
7
27
67
67
97
63
84
67
63
5
50
67
40
5
67
60
88
87
74
-0.022222
AACC
2011-08-19T00:00:00
75
45
94
55
93
9
38
56
65
65
93
63
83
67
59
5
50
27
39
20
69
61
91
86
75
-0.079545
AACC
2011-08-26T00:00:00
76
49
94
55
92
11
55
83
61
61
94
64
83
68
62
6
50
31
39
30
69
45
92
92
69
-0.019753
AACC
2011-09-02T00:00:00
76
46
94
54
91
12
66
36
60
60
94
63
83
68
57
6
50
34
40
37
67
40
90
92
59
0.042821
AACC
2011-09-09T00:00:00
76
46
94
54
82
22
89
70
59
59
98
63
83
68
53
6
50
64
40
57
67
44
84
93
60
-0.036232
AACC
2011-09-16T00:00:00
77
51
94
54
94
26
89
88
53
53
91
64
84
68
52
6
50
18
39
59
71
45
86
93
65
-0.022556
AACC
2011-09-23T00:00:00
76
48
94
54
95
55
94
57
45
45
90
64
84
68
32
6
50
10
40
78
72
37
90
83
69
-0.04359
AACC
2011-09-30T00:00:00
77
54
94
54
96
50
89
89
50
50
88
64
84
68
22
6
50
3
40
72
66
29
89
77
67
-0.096515
AACC
2011-10-07T00:00:00
79
56
95
54
93
51
81
95
45
45
89
65
84
68
25
6
50
22
40
67
70
42
92
54
62
-0.091988
AACC
2011-10-14T00:00:00
80
55
95
54
83
43
66
94
41
41
97
66
84
67
25
6
50
62
40
55
72
49
93
54
62
0.013072
AACC
2011-10-21T00:00:00
80
56
95
54
85
33
42
90
41
41
95
66
84
66
29
6
50
52
39
36
72
51
93
53
62
-0.016129
AACC
2011-10-28T00:00:00
80
56
95
53
83
43
65
93
37
37
96
67
84
65
40
6
50
60
38
54
74
52
94
49
57
-0.016393
AACC
2011-11-04T00:00:00
71
53
95
41
92
38
48
17
57
57
58
66
30
53
23
12
50
29
71
42
83
28
94
40
57
0.136667
AACC
2011-11-11T00:00:00
72
54
95
40
84
27
26
71
58
58
68
66
30
52
35
13
50
51
72
23
84
31
95
43
57
-0.067449
AACC
2011-11-18T00:00:00
72
58
95
41
94
34
48
77
55
55
50
66
30
51
38
54
50
13
71
40
85
31
93
46
49
-0.072327
AACC
2011-11-25T00:00:00
71
56
95
40
92
23
25
28
51
51
56
65
30
51
27
54
50
25
71
21
88
43
93
44
41
0.023729
AACC
2011-12-02T00:00:00
68
51
94
40
94
16
13
2
73
73
48
64
30
50
15
54
50
11
72
13
84
42
93
52
45
0.238411
AACC
2011-12-09T00:00:00
70
52
95
40
91
13
8
47
74
74
57
65
30
50
23
54
50
28
71
8
87
48
93
54
33
-0.088235
AACC
2011-12-16T00:00:00
68
50
94
40
85
12
9
4
73
73
67
64
30
50
16
54
50
46
72
8
86
34
93
48
27
0.067449
AACC
2011-12-23T00:00:00
67
48
94
40
90
10
6
6
73
73
60
64
31
50
12
54
50
33
72
6
86
31
94
52
22
0.071429
AACC
2011-12-30T00:00:00
68
45
94
40
81
18
52
7
72
72
47
64
31
60
17
54
50
65
71
31
86
30
93
51
22
0.002564
AACC
2012-01-06T00:00:00
67
49
94
40
93
15
23
11
70
70
30
64
31
57
12
54
50
16
72
16
87
27
94
53
22
0.043478
AACC
2012-01-13T00:00:00
66
45
94
41
85
14
15
17
68
68
51
64
31
54
10
54
50
48
73
12
88
25
94
51
31
0.041667
AACC
2012-01-20T00:00:00
67
45
94
41
82
22
56
39
66
66
58
64
31
53
13
54
50
62
72
37
86
36
92
48
35
0.007059
AACC
2012-01-27T00:00:00
65
43
94
40
92
47
91
11
64
64
35
63
31
53
9
54
50
21
73
72
86
25
93
50
30
0.084112
AACC
2012-02-03T00:00:00
65
46
94
41
94
29
68
38
63
63
30
64
31
53
13
54
50
13
73
47
85
39
92
50
29
0.012931
AACC
2012-02-10T00:00:00
66
45
94
40
84
49
88
65
59
59
54
64
32
53
15
55
50
52
74
70
84
47
90
49
22
-0.042553
AACC
2012-02-17T00:00:00
67
46
94
40
90
58
91
73
52
52
43
64
32
53
14
54
50
37
73
76
84
58
92
49
21
0.004444
AACC
2012-02-24T00:00:00
67
48
95
40
95
56
93
68
51
51
28
64
33
54
13
53
50
9
73
77
84
57
93
49
21
-0.004425
AACC
2012-03-02T00:00:00
66
44
94
39
92
62
93
8
52
52
35
63
37
55
11
52
50
29
74
83
85
44
91
45
8
0.075556
AACC
2012-03-09T00:00:00
81
71
94
54
92
68
92
51
53
53
70
64
32
55
8
60
50
32
55
86
85
40
93
40
13
-0.030992
AACC
2012-03-16T00:00:00
81
69
94
53
85
69
84
33
50
50
79
64
33
56
9
60
50
54
54
83
84
39
93
40
13
0.023454
AACC
2012-03-23T00:00:00
82
73
94
53
91
81
95
73
51
51
72
64
33
56
14
60
50
36
54
94
83
30
89
42
10
-0.025
AACC
2012-03-30T00:00:00
81
72
94
52
94
79
82
42
51
51
63
64
33
67
14
60
50
14
54
86
83
28
89
41
10
0.012821
AACC
2012-04-06T00:00:00
80
69
94
52
88
74
62
11
47
47
90
64
34
64
10
60
50
46
54
73
81
10
74
36
12
0.031646
AACC
2012-04-13T00:00:00
80
69
94
51
94
73
50
9
46
46
84
63
34
62
9
60
50
23
54
65
83
12
75
36
10
0.022495
AACC
2012-04-20T00:00:00
80
69
94
51
94
72
48
32
44
44
82
63
34
61
9
60
50
20
54
63
95
11
79
36
12
-0.008
AACC
2012-04-27T00:00:00
87
74
94
29
95
85
92
8
48
48
79
63
83
48
10
12
50
7
38
92
92
15
76
31
8
0.070565
AACC
2012-05-04T00:00:00
87
71
94
31
95
73
69
5
44
44
81
62
84
52
12
12
50
10
40
74
92
24
72
30
20
0.035782
AACC
2012-05-11T00:00:00
88
65
93
34
86
74
70
3
42
42
91
61
85
57
9
11
50
53
39
75
94
41
81
27
21
0.056364
AACC
2012-05-18T00:00:00
88
67
93
35
94
64
53
20
46
46
86
61
85
58
11
11
50
13
41
60
94
42
93
26
22
-0.049914
AACC
2012-05-25T00:00:00
89
67
93
35
92
67
60
54
45
45
88
61
86
58
28
11
50
31
42
66
94
41
91
25
10
-0.016304
AACC
2012-06-01T00:00:00
88
63
93
35
95
72
85
7
44
44
85
60
85
58
43
11
50
9
44
82
94
47
91
22
16
0.044199
AACC
2012-06-08T00:00:00
89
60
93
36
84
79
90
19
39
39
91
61
85
58
39
11
50
62
46
88
100
61
91
23
14
0.029982
AACC
2012-06-15T00:00:00
89
63
93
36
87
77
83
33
38
38
90
61
85
58
36
10
50
51
46
83
99
59
82
37
22
-0.003425
AACC
2012-06-22T00:00:00
89
62
93
36
95
84
93
29
37
37
86
61
85
58
21
12
50
12
46
91
99
53
75
39
26
0.0189
AACC
2012-06-29T00:00:00
87
54
93
36
85
89
97
3
57
57
90
59
85
58
12
12
50
49
48
95
99
55
62
38
30
0.146712
AACC
2012-07-06T00:00:00
86
51
92
36
94
91
98
2
57
57
86
59
86
61
7
12
50
15
50
96
98
44
45
49
15
0.077941
AACC
2012-07-13T00:00:00
87
55
93
36
95
91
96
36
62
62
83
59
85
61
8
12
50
5
49
96
95
56
29
53
22
-0.050477
AACC
2012-07-20T00:00:00
87
56
93
36
85
90
81
69
63
63
90
59
86
60
7
12
50
49
48
88
96
59
26
48
18
-0.045977
AACC
2012-07-27T00:00:00
88
60
93
35
86
94
97
88
65
65
89
61
85
60
11
11
50
48
38
98
95
62
60
37
30
-0.082831
AACC
2012-08-03T00:00:00
70
62
95
26
85
94
95
88
64
64
93
60
83
50
22
23
50
50
68
96
93
52
68
37
41
-0.034483
AACC
2012-08-10T00:00:00
69
63
95
24
82
93
85
86
61
61
90
61
83
53
31
31
50
57
69
93
96
48
67
16
41
0
AACC
2012-08-17T00:00:00
69
64
95
24
93
93
87
65
60
60
79
61
83
54
33
32
50
21
69
93
89
44
61
13
67
0.02381
AACC
2012-08-24T00:00:00
67
60
94
24
94
97
98
14
62
62
78
60
83
54
27
32
50
19
69
99
82
50
56
23
66
0.076412
AACC
2012-08-31T00:00:00
66
58
94
23
94
97
99
22
61
61
76
60
83
54
39
32
50
15
70
99
83
54
56
13
64
0.00463
AACC
2012-09-07T00:00:00
67
58
94
23
92
97
94
20
56
56
82
60
83
55
49
32
50
30
70
97
83
53
56
12
64
0.029186
AACC
2012-09-14T00:00:00
65
54
94
23
84
95
68
6
61
61
90
59
83
55
43
32
50
53
71
86
79
55
51
38
51
0.110448
AACC
2012-09-21T00:00:00
64
56
94
24
96
87
32
17
59
59
69
59
83
55
45
32
50
2
70
60
81
58
53
44
49
-0.00672
AACC
2012-09-28T00:00:00
64
52
94
23
93
79
27
10
57
57
55
59
83
55
67
32
50
27
68
52
81
52
51
44
45
0.009472
AACC
2012-10-05T00:00:00
62
50
94
24
93
77
22
5
54
54
55
58
83
54
79
32
50
23
69
47
72
64
57
48
49
0.067024
AACC
2012-10-12T00:00:00
62
51
94
23
92
80
25
26
55
55
59
58
83
54
89
32
50
26
68
52
73
57
53
53
53
-0.032663
AACC
2012-10-19T00:00:00
65
56
94
23
91
93
75
81
63
63
63
59
83
54
93
32
50
33
68
88
79
51
63
50
58
-0.080519
AACC
2012-10-26T00:00:00
67
56
94
23
80
93
75
94
65
65
76
60
83
54
97
32
50
61
67
88
69
52
55
53
48
-0.060734
AACC
2012-11-02T00:00:00
42
62
94
69
87
93
82
96
64
64
15
61
71
47
97
32
50
44
68
92
76
62
58
53
50
-0.049624
AACC
2012-11-09T00:00:00
45
69
95
68
87
98
95
99
76
76
12
63
72
50
99
66
50
44
68
99
45
63
14
60
40
-0.191456
AACC
2012-11-16T00:00:00
47
75
95
67
82
97
92
99
79
79
14
65
71
50
100
2
50
53
65
97
63
71
30
65
39
-0.172211
AACC
2012-11-23T00:00:00
47
78
95
67
89
97
94
95
77
77
10
65
71
49
99
2
50
36
65
98
64
73
30
65
40
0.023641
AACC
2012-11-30T00:00:00
44
66
94
67
78
98
97
13
87
87
15
62
71
49
97
2
50
63
67
99
72
49
47
52
63
0.30485
AACC
2012-12-07T00:00:00
46
76
95
67
90
98
90
82
89
89
9
64
72
49
98
2
50
29
65
96
72
64
56
40
67
-0.157522
AACC
2012-12-14T00:00:00
47
79
95
67
94
92
34
91
88
88
5
65
72
49
98
2
50
9
65
65
63
61
56
46
65
-0.063025
AACC
2012-12-21T00:00:00
47
78
95
67
86
80
13
90
88
88
11
65
72
49
98
2
50
43
65
44
57
50
62
44
66
0.006726
AACC
2012-12-28T00:00:00
47
77
95
67
79
66
9
48
87
87
15
65
72
52
98
2
50
61
65
34
61
52
63
43
65
0.011136
AACC
2013-01-04T00:00:00
47
79
95
67
95
35
4
52
86
86
4
65
72
49
98
2
50
3
65
17
62
48
46
42
72
0.039648
AACC
2013-01-11T00:00:00
47
78
95
68
83
25
2
89
85
85
17
66
72
44
98
2
50
49
64
11
62
62
61
44
64
-0.029661
AACC
2013-01-18T00:00:00
47
79
95
68
95
24
3
29
84
84
4
65
72
43
98
2
50
2
65
12
46
47
54
50
69
0.061135
AACC
2013-01-25T00:00:00
47
79
95
68
95
51
57
26
83
83
5
65
72
42
98
2
50
6
65
54
34
34
52
51
68
0.018519
AACC
2013-02-01T00:00:00
46
73
95
68
79
28
7
6
83
83
20
64
72
43
97
2
50
53
66
15
37
32
43
53
67
0.088889
AACC
2013-02-08T00:00:00
46
72
95
68
78
21
4
14
79
79
25
64
72
44
95
2
50
69
67
10
38
27
43
61
56
0.009276
AACC
2013-02-15T00:00:00
45
73
95
67
91
18
6
11
72
72
11
64
72
44
86
1
50
28
68
10
42
27
45
63
54
0.03125
AACC
2013-02-22T00:00:00
46
76
95
66
94
20
17
73
72
72
5
65
72
45
88
1
50
9
66
15
38
28
43
62
55
-0.062389
AACC
2013-03-01T00:00:00
47
73
95
66
82
15
22
69
72
72
17
64
71
48
97
28
50
54
70
14
40
26
42
63
50
-0.009506
AACC
2013-03-08T00:00:00
36
55
96
46
80
13
7
2
85
85
25
62
67
49
70
28
50
57
76
7
27
17
28
62
60
0.25144
AACC
2013-03-15T00:00:00
37
57
96
45
86
15
45
12
85
85
19
62
67
51
58
29
50
41
76
26
31
15
29
65
68
-0.004601