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
2001-08-10T00:00:00
26
33
81
93
89
43
80
54
35
35
8
47
10
62
76
94
76
16
43
63
29
23
60
46
69
0.005263
AACE
2001-08-17T00:00:00
27
33
81
94
89
40
71
46
26
26
8
48
11
64
82
94
76
14
43
55
29
23
59
46
69
0.005236
AACE
2001-08-24T00:00:00
27
29
81
94
72
31
34
40
25
25
17
47
11
64
80
79
75
58
43
30
23
24
60
46
69
0.010417
AACE
2001-08-31T00:00:00
27
31
81
94
89
35
47
27
24
24
8
47
11
64
71
77
75
16
43
39
22
23
59
46
69
0.005155
AACE
2001-09-07T00:00:00
27
32
81
94
91
33
37
57
26
26
6
47
11
64
55
77
75
2
43
32
21
18
57
46
69
-0.05641
AACE
2001-09-14T00:00:00
27
30
81
94
85
33
40
46
26
26
10
47
11
65
61
77
75
24
42
34
29
6
51
46
69
0
AACE
2001-09-21T00:00:00
27
34
82
94
85
30
29
62
34
34
8
47
16
65
68
77
75
19
42
26
29
6
36
46
69
-0.158696
AACE
2001-09-28T00:00:00
65
32
97
17
68
29
26
55
33
33
68
48
19
66
58
53
76
69
51
24
29
5
37
46
69
0.05814
AACE
2001-10-05T00:00:00
66
37
97
17
88
32
38
68
31
31
48
48
19
66
42
53
76
14
51
32
30
4
37
46
69
-0.004884
AACE
2001-10-12T00:00:00
66
40
97
17
88
34
45
83
29
29
50
49
19
63
42
53
76
15
51
37
30
4
37
46
69
-0.03681
AACE
2001-10-19T00:00:00
66
38
97
17
89
35
53
52
30
30
61
49
19
62
37
54
76
9
51
42
28
4
35
46
69
0.028025
AACE
2001-10-26T00:00:00
63
29
97
17
79
38
64
8
48
48
73
47
19
62
17
54
76
37
52
50
18
3
34
46
69
0.208178
AACE
2001-11-02T00:00:00
64
30
97
17
76
35
47
32
47
47
93
48
16
62
20
54
76
49
52
39
15
2
34
46
69
-0.05641
AACE
2001-11-09T00:00:00
64
30
97
17
76
37
54
33
46
46
93
48
16
62
26
55
76
48
51
44
16
2
34
46
69
0.01087
AACE
2001-11-16T00:00:00
81
38
97
84
82
37
40
80
45
45
95
49
23
61
32
26
76
34
65
37
25
4
36
46
69
-0.043011
AACE
2001-11-23T00:00:00
82
37
97
84
76
38
42
81
44
44
97
50
23
61
34
25
75
47
65
39
22
4
36
46
69
-0.016854
AACE
2001-11-30T00:00:00
81
40
97
84
88
36
35
40
44
44
92
49
23
60
27
24
76
12
65
33
19
4
36
46
69
0.038857
AACE
2001-12-07T00:00:00
82
39
97
84
80
30
21
65
43
43
95
50
23
59
37
24
76
37
65
22
22
2
37
46
69
-0.0033
AACE
2001-12-14T00:00:00
82
40
97
84
88
33
35
65
43
43
93
50
23
59
35
24
75
15
64
30
15
20
17
46
69
-0.022075
AACE
2001-12-21T00:00:00
83
41
97
84
83
59
89
86
42
42
96
51
23
59
39
24
75
37
63
80
23
26
19
46
69
-0.039503
AACE
2001-12-28T00:00:00
82
38
97
84
80
49
77
29
45
45
96
50
22
59
32
24
75
41
63
65
16
18
20
46
69
0.081081
AACE
2002-01-04T00:00:00
82
39
97
84
89
47
73
32
37
37
92
50
22
59
27
24
75
10
64
62
17
19
21
46
69
0.032609
AACE
2002-01-11T00:00:00
81
35
97
84
80
35
38
22
34
34
96
50
22
58
24
30
76
42
63
31
16
16
18
46
69
0.026421
AACE
2002-01-18T00:00:00
82
36
97
84
83
30
29
55
35
35
93
50
22
70
27
30
75
36
64
23
16
18
19
46
69
-0.041124
AACE
2002-01-25T00:00:00
79
35
97
84
91
36
54
5
44
44
84
49
22
70
24
30
76
2
64
42
16
9
18
46
69
0.13369
AACE
2002-02-01T00:00:00
81
37
97
84
92
32
34
63
48
48
84
50
22
70
27
30
76
3
63
28
15
22
20
46
69
-0.080189
AACE
2002-02-08T00:00:00
83
41
97
84
85
37
30
83
51
51
90
50
26
70
31
43
76
33
54
30
14
27
23
46
69
-0.102564
AACE
2002-02-15T00:00:00
82
42
97
27
81
29
17
85
50
50
93
51
17
54
31
24
80
45
32
20
12
21
24
46
69
-0.022857
AACE
2002-02-22T00:00:00
81
44
97
27
90
39
51
46
50
50
84
50
17
54
26
24
80
12
32
42
14
25
23
46
69
0.040936
AACE
2002-03-01T00:00:00
82
42
97
27
79
40
62
74
48
48
94
50
17
54
31
22
80
50
32
51
15
31
22
46
69
-0.022697
AACE
2002-03-08T00:00:00
82
45
97
27
88
52
73
71
45
45
87
51
17
54
29
23
80
24
32
66
16
42
23
46
69
0.011727
AACE
2002-03-15T00:00:00
83
46
97
27
88
46
58
86
44
44
88
51
16
54
25
24
81
23
32
52
15
46
23
46
69
-0.021591
AACE
2002-03-22T00:00:00
83
44
97
27
78
76
93
43
44
44
95
51
16
56
22
25
81
55
32
89
16
46
23
46
69
0.033682
AACE
2002-03-29T00:00:00
83
42
97
27
85
52
61
12
47
47
93
50
15
58
38
28
81
36
30
57
19
49
23
46
69
0.077528
AACE
2002-04-05T00:00:00
84
46
98
27
91
34
20
57
44
44
88
51
15
59
69
28
82
8
31
24
20
48
23
46
69
-0.051095
AACE
2002-04-12T00:00:00
85
46
98
27
90
29
18
66
41
41
89
51
15
58
66
28
82
16
31
21
19
45
24
46
69
-0.013187
AACE
2002-04-19T00:00:00
85
45
98
26
78
37
35
63
37
37
90
51
15
54
57
28
82
57
31
34
19
44
25
46
69
0.013363
AACE
2002-04-26T00:00:00
85
45
98
26
84
30
26
45
35
35
90
51
15
54
73
28
82
37
31
25
19
45
24
46
69
-0.005495
AACE
2002-05-03T00:00:00
83
38
98
26
78
27
21
6
44
44
90
50
15
55
59
28
82
58
32
20
25
55
26
46
69
0.116022
AACE
2002-05-10T00:00:00
82
36
98
27
77
24
16
13
42
42
45
50
18
55
49
40
82
69
39
17
26
54
26
46
69
0
AACE
2002-05-17T00:00:00
96
63
96
77
91
27
37
4
49
49
77
50
33
51
21
35
81
11
10
28
26
48
27
46
69
0.123762
AACE
2002-05-24T00:00:00
96
60
96
78
80
41
76
20
49
49
87
50
33
52
30
37
81
71
10
60
24
44
26
46
69
-0.032599
AACE
2002-05-31T00:00:00
96
61
96
78
83
32
46
20
45
45
84
50
33
43
24
68
81
47
10
36
28
52
29
46
69
0.001821
AACE
2002-06-07T00:00:00
96
62
96
78
89
31
36
53
45
45
80
50
33
43
15
68
81
26
10
32
27
51
28
46
69
-0.045455
AACE
2002-06-14T00:00:00
96
65
96
78
91
30
38
74
46
46
78
50
33
43
18
68
81
15
10
31
25
49
26
46
69
-0.071429
AACE
2002-06-21T00:00:00
96
61
96
79
82
34
48
48
45
45
84
50
33
43
16
68
81
46
10
39
36
54
30
46
69
0.025641
AACE
2002-06-28T00:00:00
96
63
96
79
82
55
86
56
43
43
85
50
33
43
30
68
81
48
10
72
35
53
34
46
69
-0.001
AACE
2002-07-05T00:00:00
96
66
96
79
92
59
82
68
43
43
77
50
33
43
23
68
81
8
11
73
39
45
47
46
69
-0.049049
AACE
2002-07-12T00:00:00
96
61
95
79
80
78
95
42
36
36
87
49
33
42
17
67
81
65
11
90
51
56
45
46
69
-0.006316
AACE
2002-07-19T00:00:00
96
62
95
79
93
75
94
19
33
33
75
49
33
36
12
67
81
6
11
88
57
65
65
46
69
0.016949
AACE
2002-07-26T00:00:00
96
59
95
79
87
77
92
28
23
23
81
48
33
37
27
67
81
33
11
88
43
57
55
46
69
-0.020833
AACE
2002-08-02T00:00:00
96
60
95
79
92
71
75
28
21
21
76
48
33
37
21
67
81
9
11
76
34
52
52
46
69
0.015957
AACE
2002-08-09T00:00:00
96
60
96
78
91
54
45
49
19
19
79
48
32
38
15
69
81
18
11
49
38
52
51
46
69
0
AACE
2002-08-16T00:00:00
96
60
96
75
84
62
58
75
19
19
85
49
32
43
22
69
82
51
10
60
44
48
40
46
69
-0.036649
AACE
2002-08-23T00:00:00
96
65
96
75
94
59
53
82
18
18
76
49
32
44
27
59
81
3
10
57
49
49
44
46
69
-0.021739
AACE
2002-08-30T00:00:00
96
62
96
75
85
49
42
72
17
17
83
49
32
43
34
73
81
45
10
44
39
45
44
46
69
-0.005556
AACE
2002-09-06T00:00:00
96
66
96
75
90
58
58
91
22
22
76
50
32
43
43
73
82
20
10
59
44
43
32
46
69
-0.079553
AACE
2002-09-13T00:00:00
96
65
96
75
90
70
80
82
21
21
77
50
32
44
42
73
82
22
10
78
47
45
27
46
69
-0.016752
AACE
2002-09-20T00:00:00
96
59
96
75
84
69
80
24
25
25
83
49
32
44
45
74
82
48
10
77
65
64
26
46
69
0.055556
AACE
2002-09-27T00:00:00
96
60
96
75
85
70
79
49
25
25
94
49
34
44
51
55
82
46
16
77
61
62
21
46
69
-0.040936
AACE
2002-10-04T00:00:00
74
61
95
33
93
65
69
12
27
27
42
49
28
42
49
48
82
6
35
68
66
81
14
46
69
0.039024
AACE
2002-10-11T00:00:00
75
59
95
33
89
55
42
56
27
27
52
49
28
42
55
48
82
31
34
46
63
64
14
46
69
-0.045775
AACE
2002-10-18T00:00:00
76
61
96
33
89
49
29
47
25
25
35
50
28
54
57
49
82
33
34
35
66
60
7
46
69
0.02706
AACE
2002-10-25T00:00:00
76
62
96
33
89
52
29
64
24
24
33
50
28
54
44
49
82
31
34
37
65
50
6
46
69
-0.003593
AACE
2002-11-01T00:00:00
76
64
96
33
86
40
16
86
23
23
38
51
28
53
60
48
82
42
33
24
68
47
9
46
69
-0.033654
AACE
2002-11-08T00:00:00
76
64
96
33
85
42
16
75
22
22
43
51
27
54
65
49
82
54
33
25
65
37
11
46
69
-0.004975
AACE
2002-11-15T00:00:00
85
69
95
51
85
56
58
87
20
20
90
52
30
52
77
26
81
61
28
57
67
35
11
46
69
-0.025
AACE
2002-11-22T00:00:00
85
70
95
52
84
53
48
81
19
19
91
53
30
51
79
26
81
67
27
50
67
35
15
46
69
-0.003846
AACE
2002-11-29T00:00:00
85
72
95
51
92
61
75
56
19
19
76
53
30
49
76
24
81
14
28
70
71
40
17
46
69
0.030888
AACE
2002-12-06T00:00:00
85
68
95
51
89
56
55
40
19
19
82
53
30
48
70
24
81
33
28
56
74
41
23
46
69
0.003745
AACE
2002-12-13T00:00:00
85
66
95
52
87
55
53
30
18
18
85
52
30
48
68
24
81
44
28
53
73
47
23
46
69
0.002488
AACE
2002-12-20T00:00:00
84
64
95
52
84
52
44
18
16
16
92
52
30
47
74
24
81
70
28
46
72
49
18
46
69
0.033499
AACE
2002-12-27T00:00:00
82
60
95
52
83
43
21
3
30
30
92
51
30
47
52
24
81
66
28
27
74
38
36
46
69
0.110444
AACE
2003-01-03T00:00:00
82
63
94
52
88
43
22
4
31
31
83
51
30
46
44
24
81
35
28
26
72
34
52
46
69
0.052973
AACE
2003-01-10T00:00:00
82
66
94
52
94
37
14
26
29
29
74
51
30
44
44
26
81
3
28
20
73
24
62
46
69
-0.00308
AACE
2003-01-17T00:00:00
82
62
94
52
90
32
14
21
28
28
83
51
30
51
46
33
81
25
28
17
72
26
53
46
69
0.014418
AACE
2003-01-24T00:00:00
82
64
94
52
93
32
26
23
26
26
82
51
30
51
34
33
81
10
28
22
85
54
64
46
69
-0.003046
AACE
2003-01-31T00:00:00
81
58
94
52
85
36
38
19
25
25
86
50
30
51
41
33
81
56
28
33
85
57
67
46
69
0.008147
AACE
2003-02-07T00:00:00
81
59
94
52
91
42
55
23
24
24
74
50
41
51
40
27
81
23
33
47
85
58
66
46
69
-0.00202
AACE
2003-02-14T00:00:00
81
63
94
46
92
51
76
62
27
27
74
50
40
45
39
28
81
19
25
65
85
62
53
46
69
-0.038462
AACE
2003-02-21T00:00:00
81
62
94
46
88
79
96
65
26
26
77
51
40
40
37
28
81
43
25
91
85
70
53
46
69
0.001053
AACE
2003-02-28T00:00:00
81
60
94
46
86
86
96
49
25
25
77
50
40
39
35
29
81
48
25
94
83
67
55
46
69
0.007361
AACE
2003-03-07T00:00:00
81
63
94
46
93
81
89
45
18
18
83
50
40
48
35
30
81
10
25
90
83
72
56
46
69
-0.007307
AACE
2003-03-14T00:00:00
82
61
94
46
86
82
87
64
16
16
94
50
39
39
36
30
81
48
24
89
83
67
50
46
69
-0.02103
AACE
2003-03-21T00:00:00
83
63
94
45
85
81
87
86
13
13
94
51
39
39
45
32
82
51
24
88
86
62
35
46
69
-0.017186
AACE
2003-03-28T00:00:00
82
65
95
44
94
82
87
74
11
11
86
51
36
50
45
36
82
9
24
89
83
47
24
46
69
-0.006557
AACE
2003-04-04T00:00:00
80
64
94
44
94
82
86
10
32
32
87
50
37
53
40
37
82
2
26
88
97
61
11
46
69
0.127613
AACE
2003-04-11T00:00:00
81
60
94
44
83
76
62
43
34
34
96
51
37
37
45
36
82
65
25
71
96
74
11
46
69
-0.037073
AACE
2003-04-18T00:00:00
81
65
95
44
93
75
53
53
32
32
89
51
37
43
48
37
82
8
25
66
96
78
12
46
69
0.004053
AACE
2003-04-25T00:00:00
81
65
95
44
93
77
60
66
30
30
90
51
37
42
52
37
82
8
25
71
92
81
15
46
69
0.003027
AACE
2003-05-02T00:00:00
81
66
95
44
87
76
62
73
27
27
90
52
36
35
49
37
82
43
25
71
88
81
11
46
69
0
AACE
2003-05-09T00:00:00
79
61
95
45
91
72
50
16
37
37
45
51
42
39
33
38
82
26
25
63
84
64
5
46
69
0.113682
AACE
2003-05-16T00:00:00
83
59
93
98
84
58
28
47
36
36
80
51
47
49
32
63
77
55
58
39
92
83
10
46
69
-0.011743
AACE
2003-05-23T00:00:00
83
62
94
98
84
57
33
71
36
36
81
52
47
49
38
84
77
58
58
43
91
78
10
46
69
-0.037477
AACE
2003-05-30T00:00:00
84
65
94
98
94
81
88
76
34
34
71
52
47
49
48
83
77
7
58
88
75
58
15
46
69
0.016144
AACE
2003-06-06T00:00:00
84
65
94
98
85
73
68
56
33
33
80
52
47
58
54
83
77
50
57
75
81
61
17
46
69
0.029907
AACE
2003-06-13T00:00:00
84
63
94
98
83
69
52
43
28
28
83
52
47
57
53
83
77
72
57
63
85
53
22
46
69
0.00726
AACE
2003-06-20T00:00:00
85
64
94
98
83
68
47
59
26
26
83
53
47
57
51
83
77
68
57
59
89
67
26
46
69
-0.004505
AACE
2003-06-27T00:00:00
85
64
94
98
84
59
32
30
24
24
82
52
46
58
58
83
77
58
57
44
85
65
27
46
69
0.022624
AACE
2003-07-04T00:00:00
84
59
93
98
83
82
78
9
30
30
81
52
46
57
60
83
77
60
57
85
82
86
29
46
69
0.084071