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
⌀
AACE
1999-09-10T00:00:00
97
28
81
97
97
61
67
73
32
32
74
48
35
58
46
57
75
4
56
66
12
59
13
46
69
-0.046381
AACE
1999-09-17T00:00:00
97
27
81
97
96
60
63
61
30
30
77
48
35
58
47
57
74
13
56
64
14
43
9
46
69
0
AACE
1999-09-24T00:00:00
96
23
80
97
97
68
73
16
28
28
73
48
35
58
53
57
75
4
56
74
48
38
4
46
69
0.030938
AACE
1999-10-01T00:00:00
75
26
81
46
92
75
81
25
24
24
57
48
35
46
48
57
75
44
56
82
60
38
5
46
69
0.004326
AACE
1999-10-08T00:00:00
75
25
81
47
86
41
20
42
22
22
68
48
35
46
42
57
75
70
56
28
65
39
5
46
69
-0.004308
AACE
1999-10-15T00:00:00
75
25
81
47
86
54
45
52
21
21
36
48
35
50
37
57
75
67
56
50
59
43
6
46
69
-0.03001
AACE
1999-10-22T00:00:00
74
24
81
47
93
72
79
22
16
16
26
47
35
50
28
57
75
40
56
79
62
59
5
46
69
0.044248
AACE
1999-10-29T00:00:00
75
27
82
47
94
69
75
58
14
14
23
48
35
50
23
57
75
35
56
75
66
62
5
46
69
-0.025424
AACE
1999-11-05T00:00:00
76
29
81
46
98
53
39
58
11
11
1
48
35
50
28
57
75
2
56
46
67
64
5
46
69
0
AACE
1999-11-12T00:00:00
75
29
81
45
98
56
44
58
10
10
1
48
35
51
30
57
75
1
56
51
65
66
4
46
69
0.004383
AACE
1999-11-19T00:00:00
35
26
89
38
97
70
81
25
14
14
2
47
35
37
28
57
75
5
56
80
56
52
7
46
69
0.073556
AACE
1999-11-26T00:00:00
35
23
89
39
93
70
76
21
13
13
16
48
35
31
35
57
75
35
56
76
60
52
9
46
69
0.024194
AACE
1999-12-03T00:00:00
35
22
88
39
96
68
66
20
13
13
8
47
35
32
30
57
75
17
56
70
60
54
7
46
69
0.035465
AACE
1999-12-10T00:00:00
35
21
88
39
87
65
62
33
12
12
27
47
35
25
18
57
75
58
56
66
62
58
6
46
69
-0.011437
AACE
1999-12-17T00:00:00
35
18
88
39
97
75
80
12
16
16
2
46
35
35
15
57
76
4
56
81
37
83
12
46
69
0.084615
AACE
1999-12-24T00:00:00
35
17
88
39
93
64
55
19
14
14
19
46
35
28
18
57
75
40
56
61
52
83
24
46
69
0.021277
AACE
1999-12-31T00:00:00
35
17
88
39
92
62
48
26
12
12
21
47
35
28
19
57
76
44
56
56
4
68
47
46
69
0.027778
AACE
2000-01-07T00:00:00
35
22
89
39
91
61
49
84
22
22
23
48
35
26
32
57
76
47
56
57
1
74
63
46
69
-0.094595
AACE
2000-01-14T00:00:00
35
18
88
39
93
70
70
23
29
29
21
47
35
28
24
57
76
34
56
73
1
62
32
46
69
0.126866
AACE
2000-01-21T00:00:00
36
22
89
40
93
73
78
79
33
33
20
48
35
27
36
57
76
30
56
78
1
66
28
46
69
-0.07947
AACE
2000-01-28T00:00:00
36
21
89
40
96
75
79
53
30
30
8
48
35
30
36
57
75
11
56
79
1
65
27
46
69
-0.007194
AACE
2000-02-04T00:00:00
35
20
89
39
88
73
73
51
28
28
34
48
35
23
36
86
76
49
53
75
1
66
28
46
69
0.028986
AACE
2000-02-11T00:00:00
46
21
90
43
96
78
85
29
26
26
48
46
35
42
29
43
77
1
65
84
2
75
31
46
69
0.042254
AACE
2000-02-18T00:00:00
46
24
91
44
95
79
84
69
29
29
48
47
35
42
44
43
77
13
64
83
1
50
49
46
69
-0.067568
AACE
2000-02-25T00:00:00
46
22
90
44
95
79
81
43
26
26
48
47
35
43
46
43
77
19
65
83
1
48
49
46
69
0.025391
AACE
2000-03-03T00:00:00
47
25
91
44
83
70
41
81
25
25
60
49
35
43
57
43
77
60
65
58
2
45
49
46
69
-0.038896
AACE
2000-03-10T00:00:00
47
27
91
44
96
78
77
57
23
23
48
48
35
43
51
44
77
4
64
81
1
44
52
46
69
0.003647
AACE
2000-03-17T00:00:00
48
26
91
44
83
68
42
64
17
17
62
48
35
44
60
43
77
63
64
57
1
40
53
46
69
-0.003634
AACE
2000-03-24T00:00:00
48
27
91
44
83
69
46
73
13
13
65
49
35
45
73
44
77
70
62
60
1
47
46
46
69
-0.033059
AACE
2000-03-31T00:00:00
50
27
91
43
96
69
56
33
12
12
41
48
35
48
66
46
77
5
62
66
2
60
42
46
69
0.041793
AACE
2000-04-07T00:00:00
50
25
91
43
88
71
67
51
11
11
63
48
35
47
64
46
77
48
62
71
2
63
38
46
69
-0.021898
AACE
2000-04-14T00:00:00
51
28
92
43
96
65
45
58
19
19
50
47
35
45
75
46
77
11
62
57
1
58
45
46
69
-0.123104
AACE
2000-04-21T00:00:00
50
24
92
43
87
67
56
30
24
24
89
46
35
43
66
46
77
48
62
64
2
69
67
46
69
0.089325
AACE
2000-04-28T00:00:00
51
29
92
43
85
60
34
79
24
24
93
47
35
44
76
46
77
54
63
48
3
59
79
46
69
-0.078125
AACE
2000-05-05T00:00:00
50
27
92
43
95
60
41
32
25
25
73
47
35
44
70
81
77
15
64
52
5
61
80
46
69
0.061424
AACE
2000-05-12T00:00:00
96
28
84
95
92
59
35
26
25
25
84
46
35
43
71
54
77
28
60
46
4
65
85
46
69
0.029957
AACE
2000-05-19T00:00:00
96
30
83
96
93
53
26
63
27
27
86
47
35
47
77
80
77
21
60
36
3
70
79
46
69
-0.069767
AACE
2000-05-26T00:00:00
97
36
84
96
94
62
56
81
33
33
84
48
35
47
81
68
77
14
59
61
3
62
69
46
69
-0.1292
AACE
2000-06-02T00:00:00
96
30
83
96
85
58
47
35
43
43
94
47
35
51
78
68
77
47
60
52
3
64
57
46
69
0.177079
AACE
2000-06-09T00:00:00
97
39
84
96
94
49
38
96
47
47
82
49
35
52
81
69
77
9
60
41
3
80
82
46
69
-0.154472
AACE
2000-06-16T00:00:00
97
36
84
97
79
65
60
68
46
46
98
49
35
52
82
69
77
62
60
65
2
82
83
46
69
0.024
AACE
2000-06-23T00:00:00
98
41
84
97
84
45
28
91
46
46
92
50
35
52
81
69
77
39
59
34
2
74
86
46
69
-0.060998
AACE
2000-06-30T00:00:00
98
42
84
97
82
56
53
87
44
44
93
50
35
52
83
69
77
44
60
55
3
75
77
46
69
-0.05
AACE
2000-07-07T00:00:00
98
44
85
97
89
66
68
87
43
43
88
51
35
52
82
69
77
25
60
70
3
75
78
46
69
-0.015747
AACE
2000-07-14T00:00:00
98
47
85
97
92
52
40
86
41
41
85
51
35
50
84
71
78
15
60
45
3
76
79
46
69
-0.01078
AACE
2000-07-21T00:00:00
98
45
85
97
77
36
24
66
40
40
98
51
35
63
79
71
77
63
60
28
2
76
79
46
69
-0.005362
AACE
2000-07-28T00:00:00
97
43
85
97
88
54
58
37
38
38
88
50
35
64
75
71
78
30
59
57
2
83
78
46
69
0.01087
AACE
2000-08-04T00:00:00
98
52
85
97
94
25
9
85
40
40
79
52
35
64
76
71
78
2
60
13
4
81
67
46
69
-0.107527
AACE
2000-08-11T00:00:00
98
56
86
97
90
32
18
89
33
33
87
53
35
65
81
71
77
22
57
22
4
85
78
46
69
-0.060241
AACE
2000-08-18T00:00:00
98
58
86
97
90
27
13
95
28
28
88
54
35
66
80
49
77
20
58
17
6
87
72
46
69
-0.070564
AACE
2000-08-25T00:00:00
98
55
86
98
90
21
11
46
37
37
87
53
35
66
77
58
77
19
58
13
10
81
57
46
69
0.089715
AACE
2000-09-01T00:00:00
98
52
85
97
79
20
12
32
38
38
91
53
35
66
78
59
76
43
58
13
11
84
54
46
69
0.057013
AACE
2000-09-08T00:00:00
98
51
85
97
90
18
11
17
39
39
81
52
35
66
75
59
77
19
58
11
11
83
48
46
69
0.065817
AACE
2000-09-15T00:00:00
98
46
85
97
79
20
20
15
38
38
90
52
35
66
76
59
76
43
57
17
17
83
46
46
69
0.022472
AACE
2000-09-22T00:00:00
98
50
85
97
93
26
40
45
38
38
75
52
35
66
70
58
76
4
65
30
30
88
66
46
69
-0.054945
AACE
2000-09-29T00:00:00
52
46
93
18
89
18
16
31
36
36
47
50
35
83
67
80
78
22
61
15
30
87
68
46
69
0.023256
AACE
2000-10-06T00:00:00
52
43
93
18
75
15
13
25
33
33
68
49
35
83
59
80
78
62
61
12
28
91
72
46
69
0
AACE
2000-10-13T00:00:00
51
41
93
18
74
12
8
8
29
29
36
48
35
80
55
80
78
66
61
8
57
93
71
46
69
0.028364
AACE
2000-10-20T00:00:00
51
39
92
18
78
15
20
13
27
27
36
48
35
80
48
80
78
51
61
15
54
91
74
46
69
0.02767
AACE
2000-10-27T00:00:00
49
36
92
18
93
16
42
4
29
29
1
47
35
80
31
80
78
1
61
26
67
93
40
46
69
0.107527
AACE
2000-11-03T00:00:00
50
36
92
18
81
23
64
25
25
25
29
47
35
80
37
50
78
42
63
42
68
94
41
46
69
0.009709
AACE
2000-11-10T00:00:00
51
38
92
18
76
28
73
57
31
31
35
48
35
80
31
52
78
53
62
50
65
94
28
46
69
-0.081692
AACE
2000-11-17T00:00:00
53
40
94
64
75
26
60
51
29
29
66
47
35
62
26
73
77
58
55
42
66
95
34
46
69
0.005193
AACE
2000-11-24T00:00:00
53
40
94
64
74
30
68
51
29
29
66
47
35
63
18
72
77
58
55
49
66
95
34
46
69
-0.0195
AACE
2000-12-01T00:00:00
54
44
94
64
82
35
75
61
29
29
56
47
35
68
20
73
77
37
56
54
66
95
40
46
69
-0.065103
AACE
2000-12-08T00:00:00
54
45
94
64
91
45
87
58
28
28
40
47
35
75
12
73
77
8
55
67
64
95
41
46
69
0.022727
AACE
2000-12-15T00:00:00
54
41
94
64
86
48
88
39
27
27
52
47
35
70
8
73
77
30
55
70
68
95
41
46
69
0.011111
AACE
2000-12-22T00:00:00
54
40
94
64
75
64
97
45
25
25
66
46
35
64
7
73
77
56
55
84
78
93
39
46
69
-0.021978
AACE
2000-12-29T00:00:00
55
45
95
64
84
62
91
69
23
23
57
47
35
68
10
73
77
38
55
80
70
96
39
46
69
-0.028135
AACE
2001-01-05T00:00:00
54
41
94
64
93
51
62
30
24
24
38
46
35
76
7
72
77
3
56
56
67
98
48
46
69
0.086755
AACE
2001-01-12T00:00:00
54
39
94
64
78
53
68
36
24
24
65
47
35
69
6
54
77
50
56
61
64
97
47
46
69
0.042553
AACE
2001-01-19T00:00:00
54
40
94
64
81
53
63
38
21
21
60
48
35
72
7
54
77
43
56
57
63
97
43
46
69
0.020408
AACE
2001-01-26T00:00:00
54
40
94
64
88
47
52
44
20
20
58
48
35
76
12
54
77
25
56
48
63
97
45
46
69
0.01504
AACE
2001-02-02T00:00:00
54
41
94
64
73
47
49
55
19
19
71
48
25
69
11
54
77
63
56
47
69
97
49
46
69
-0.004965
AACE
2001-02-09T00:00:00
66
42
97
81
79
53
60
52
17
17
77
45
13
92
11
85
76
51
56
56
85
99
55
46
69
-0.009901
AACE
2001-02-16T00:00:00
65
42
96
81
86
51
57
42
17
17
78
45
13
92
12
86
76
42
56
54
91
95
28
46
69
0.01
AACE
2001-02-23T00:00:00
63
38
96
81
88
46
42
8
18
18
78
44
13
91
12
85
76
30
57
43
93
95
36
46
69
0.049505
AACE
2001-03-02T00:00:00
64
38
96
81
90
55
71
27
17
17
86
44
13
92
13
84
76
26
57
65
93
98
31
46
69
-0.004679
AACE
2001-03-09T00:00:00
64
36
96
81
76
57
72
24
15
15
96
43
13
92
12
84
76
66
57
70
92
97
41
46
69
0.01418
AACE
2001-03-16T00:00:00
64
34
96
81
84
59
68
32
14
14
93
42
13
91
15
83
76
46
57
70
89
96
36
46
69
-0.028037
AACE
2001-03-23T00:00:00
65
36
96
80
85
58
62
52
15
15
92
43
13
91
17
83
76
44
55
65
90
95
40
46
69
-0.038462
AACE
2001-03-30T00:00:00
67
37
96
79
82
55
53
59
13
13
95
43
13
91
19
84
76
48
53
55
89
95
41
46
69
-0.00496
AACE
2001-04-06T00:00:00
79
60
97
78
86
52
51
98
59
59
94
47
13
90
61
85
76
37
53
50
82
55
40
46
69
-0.364367
AACE
2001-04-13T00:00:00
78
58
97
78
76
57
56
89
58
58
97
47
13
91
60
85
76
57
53
56
75
52
42
46
69
0.081457
AACE
2001-04-20T00:00:00
78
61
97
78
89
71
87
85
57
57
91
47
13
92
59
85
76
29
53
82
75
43
35
46
69
0.033918
AACE
2001-04-27T00:00:00
77
56
97
77
74
68
79
47
56
56
98
47
13
92
66
85
76
72
53
75
68
35
39
46
69
0.040724
AACE
2001-05-04T00:00:00
78
60
97
77
92
70
79
73
55
55
66
48
13
92
63
85
76
11
53
77
71
39
47
46
69
-0.01087
AACE
2001-05-11T00:00:00
79
59
97
79
84
72
80
74
54
54
75
48
12
92
60
96
77
45
52
78
72
39
46
46
69
-0.010989
AACE
2001-05-18T00:00:00
26
32
80
93
91
66
63
22
55
55
28
47
12
88
64
95
76
15
44
65
70
40
57
46
69
0.094444
AACE
2001-05-25T00:00:00
26
29
81
93
92
60
52
20
54
54
24
48
12
88
70
94
76
5
44
56
70
33
55
46
69
0.040609
AACE
2001-06-01T00:00:00
26
30
81
93
72
25
8
52
54
54
47
48
12
75
65
94
76
65
44
15
71
32
57
46
69
-0.043902
AACE
2001-06-08T00:00:00
26
28
80
93
90
27
7
9
57
57
27
47
11
75
68
94
76
14
45
14
65
36
48
46
69
0.132653
AACE
2001-06-15T00:00:00
26
28
80
93
92
26
6
16
45
45
22
47
12
75
72
94
76
3
45
12
65
33
46
46
69
-0.013514
AACE
2001-06-22T00:00:00
26
27
80
94
91
28
11
31
44
44
24
47
12
75
81
94
76
7
45
15
48
30
46
46
69
-0.021918
AACE
2001-06-29T00:00:00
26
28
81
94
82
24
13
76
44
44
39
47
12
75
85
94
76
40
45
13
46
30
41
46
69
-0.042951
AACE
2001-07-06T00:00:00
26
27
80
93
83
23
13
47
43
43
39
47
12
76
72
94
76
40
45
13
33
29
56
46
69
0.012683
AACE
2001-07-13T00:00:00
27
30
80
93
90
27
54
66
42
42
8
47
12
75
78
94
76
15
45
38
31
31
55
46
69
-0.020231
AACE
2001-07-20T00:00:00
26
27
80
94
70
28
63
66
41
41
22
47
11
60
78
94
76
71
45
43
31
27
66
46
69
-0.016716
AACE
2001-07-27T00:00:00
26
32
81
94
81
26
46
80
38
38
14
48
11
60
82
94
76
41
44
33
30
24
64
46
69
-0.04
AACE
2001-08-03T00:00:00
26
34
81
93
89
41
81
78
36
36
9
48
12
60
71
94
76
17
44
63
30
25
64
46
69
-0.010417