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
2003-07-11T00:00:00
82
55
93
98
92
78
59
6
40
40
74
51
46
60
36
83
77
21
58
72
52
72
13
46
69
0.133878
AACE
2003-07-18T00:00:00
82
54
93
98
89
66
36
13
38
38
77
51
46
65
29
83
77
36
58
52
54
73
15
46
69
-0.00288
AACE
2003-07-25T00:00:00
81
53
93
98
86
60
32
16
36
36
79
51
46
63
27
83
77
46
59
46
45
71
14
46
69
0.019495
AACE
2003-08-01T00:00:00
80
53
93
98
87
61
40
32
33
33
79
51
46
64
30
83
77
45
58
51
30
67
11
46
69
-0.002125
AACE
2003-08-08T00:00:00
80
51
93
98
81
60
49
36
33
33
83
50
45
61
37
83
77
70
58
56
30
63
12
46
69
-0.010646
AACE
2003-08-15T00:00:00
79
54
93
98
84
57
38
76
34
34
81
51
45
66
43
82
78
54
57
47
40
71
11
46
69
-0.020732
AACE
2003-08-22T00:00:00
79
57
93
98
92
66
61
52
33
33
75
51
45
70
37
82
78
21
57
66
40
70
11
46
69
0.028496
AACE
2003-08-29T00:00:00
78
54
93
98
91
79
86
27
33
33
75
51
45
70
31
82
78
25
57
86
38
67
11
46
69
0.05057
AACE
2003-09-05T00:00:00
79
59
93
98
93
89
92
79
36
36
70
52
45
72
65
82
78
15
57
93
30
72
5
46
69
-0.035254
AACE
2003-09-12T00:00:00
79
58
93
98
90
90
91
63
34
34
74
53
45
70
56
82
78
28
56
93
35
73
2
60
77
0.004216
AACE
2003-09-19T00:00:00
79
57
93
98
89
91
89
66
24
24
76
53
45
69
37
82
78
36
56
92
41
74
2
68
76
0.011197
AACE
2003-09-26T00:00:00
97
63
88
31
88
89
84
22
21
21
98
52
53
47
32
48
76
42
55
89
48
74
2
69
74
0.00346
AACE
2003-10-03T00:00:00
96
60
88
31
86
90
82
16
24
24
99
52
53
47
33
48
76
50
56
89
42
76
2
68
75
0.06
AACE
2003-10-10T00:00:00
97
61
88
31
88
84
54
27
23
23
97
52
53
48
49
48
76
38
56
72
42
75
1
67
75
0.01568
AACE
2003-10-17T00:00:00
97
64
88
31
94
85
56
41
23
23
86
52
53
49
47
48
76
8
55
74
43
76
1
63
75
-0.000705
AACE
2003-10-24T00:00:00
96
61
88
31
95
87
73
21
20
20
83
52
53
49
47
48
76
1
55
83
49
79
2
66
79
0.016026
AACE
2003-10-31T00:00:00
96
53
87
31
94
76
37
4
49
49
85
50
53
49
34
48
76
4
57
59
44
54
5
78
71
0.194953
AACE
2003-11-07T00:00:00
96
47
87
31
82
75
43
7
48
48
99
50
53
47
47
48
76
57
57
61
41
55
5
77
71
0.061246
AACE
2003-11-14T00:00:00
73
47
86
42
82
73
43
9
46
46
83
50
63
32
44
25
76
57
31
61
42
54
5
76
70
0.017413
AACE
2003-11-21T00:00:00
74
50
86
42
93
81
72
48
48
48
72
51
63
32
50
25
77
17
31
81
37
59
5
79
75
-0.044988
AACE
2003-11-28T00:00:00
76
54
86
42
92
84
83
78
48
48
73
52
63
31
56
24
77
21
31
87
34
78
9
72
62
-0.015873
AACE
2003-12-05T00:00:00
76
54
86
42
89
81
77
61
47
47
77
52
63
30
58
24
77
35
31
82
33
80
8
72
62
0.001041
AACE
2003-12-12T00:00:00
73
50
86
42
94
78
71
10
49
49
67
51
63
30
51
23
76
6
31
78
15
79
13
80
48
0.091476
AACE
2003-12-19T00:00:00
71
45
85
42
93
81
78
9
49
49
69
50
63
30
33
24
76
12
32
83
23
76
15
71
45
0.045238
AACE
2003-12-26T00:00:00
72
45
85
42
90
92
95
30
49
49
77
51
63
30
30
24
77
33
32
95
29
71
11
69
47
-0.007289
AACE
2004-01-02T00:00:00
72
48
85
42
91
93
94
62
49
49
75
51
64
30
29
24
76
26
31
95
32
55
5
64
51
-0.008261
AACE
2004-01-09T00:00:00
66
36
85
42
91
93
94
5
61
61
74
49
64
29
12
30
77
22
33
95
65
23
3
40
79
0.210088
AACE
2004-01-16T00:00:00
66
34
85
42
88
92
87
10
59
59
77
49
63
26
8
30
77
35
33
92
64
26
5
48
90
0.048948
AACE
2004-01-23T00:00:00
63
30
84
42
91
88
59
5
58
58
76
48
63
26
7
31
77
21
33
77
62
16
4
43
92
0.08786
AACE
2004-01-30T00:00:00
65
32
85
42
93
88
62
37
60
60
76
48
64
26
19
31
77
11
33
79
56
20
6
40
94
-0.052949
AACE
2004-02-06T00:00:00
64
30
84
42
77
93
91
25
59
59
73
47
80
26
19
30
77
50
34
95
54
16
3
38
95
0.016631
AACE
2004-02-13T00:00:00
74
34
86
26
80
94
93
56
58
58
78
47
73
20
21
8
77
44
66
96
61
14
3
40
94
-0.009746
AACE
2004-02-20T00:00:00
73
33
86
26
72
93
86
27
57
57
79
47
73
20
20
8
77
56
66
93
60
16
3
40
94
0.013005
AACE
2004-02-27T00:00:00
67
24
85
26
63
91
71
3
64
64
79
45
73
21
17
83
77
68
66
85
51
52
4
46
86
0.170715
AACE
2004-03-05T00:00:00
70
29
86
25
86
96
97
43
65
65
75
46
73
21
28
83
77
28
66
98
52
50
7
47
75
-0.053053
AACE
2004-03-12T00:00:00
73
34
86
25
87
95
95
81
68
68
73
47
73
22
44
84
77
24
66
96
34
23
6
66
75
-0.100156
AACE
2004-03-19T00:00:00
73
34
87
25
82
97
97
80
65
65
76
47
74
25
47
84
77
33
66
98
39
26
11
41
36
-0.018087
AACE
2004-03-26T00:00:00
72
33
87
25
87
96
92
53
65
65
72
47
74
25
41
85
78
21
64
96
39
26
11
42
33
0.014524
AACE
2004-04-02T00:00:00
71
31
87
25
89
96
90
23
63
63
70
47
74
26
46
86
78
15
64
95
39
27
11
41
34
0.064944
AACE
2004-04-09T00:00:00
70
31
87
25
92
95
77
28
62
62
66
47
74
26
62
86
78
2
64
89
41
26
12
40
33
0.016066
AACE
2004-04-16T00:00:00
71
32
87
25
56
96
80
59
61
61
97
47
74
22
67
86
79
65
64
91
42
29
10
36
33
-0.038399
AACE
2004-04-23T00:00:00
71
30
88
25
52
98
98
48
60
60
97
47
74
22
68
85
79
66
64
99
38
23
15
58
31
0.006711
AACE
2004-04-30T00:00:00
69
26
87
25
51
97
85
15
56
56
97
46
74
23
72
86
79
66
64
94
50
27
11
62
28
0.016667
AACE
2004-05-07T00:00:00
71
29
87
27
64
93
39
60
50
50
95
46
74
24
76
85
79
50
65
69
47
24
12
54
27
-0.059344
AACE
2004-05-14T00:00:00
97
40
79
97
85
91
39
96
63
63
44
46
76
19
88
87
76
18
92
68
7
11
8
43
27
-0.16138
AACE
2004-05-21T00:00:00
97
39
80
98
66
92
49
93
61
61
51
46
76
20
91
88
76
42
92
74
7
11
7
39
25
-0.024106
AACE
2004-05-28T00:00:00
97
41
80
98
72
93
75
91
59
59
49
47
76
20
92
60
77
34
92
87
11
9
9
38
27
0.013629
AACE
2004-06-04T00:00:00
97
38
80
98
73
93
72
35
60
60
48
46
76
20
91
60
77
31
92
86
8
8
11
35
30
0.045798
AACE
2004-06-11T00:00:00
97
36
80
98
75
91
56
27
59
59
49
46
76
21
94
61
77
29
92
78
8
8
12
35
30
0.024508
AACE
2004-06-18T00:00:00
97
38
79
98
87
91
59
61
58
58
44
46
76
21
95
61
77
8
92
78
7
7
15
39
33
-0.024314
AACE
2004-06-25T00:00:00
97
33
79
98
73
95
84
14
60
60
49
46
76
21
95
61
77
29
92
92
6
5
21
39
38
0.070338
AACE
2004-07-02T00:00:00
97
35
80
98
51
90
52
56
59
59
54
46
76
21
92
61
77
52
92
74
7
5
20
37
26
-0.031168
AACE
2004-07-09T00:00:00
97
39
80
98
43
62
10
79
61
61
57
46
76
21
93
60
77
63
92
33
6
8
23
25
28
-0.065891
AACE
2004-07-16T00:00:00
97
39
80
98
79
58
9
60
59
59
47
46
76
20
92
60
77
22
92
30
6
8
25
25
28
0.005394
AACE
2004-07-23T00:00:00
97
40
80
98
73
55
8
72
52
52
48
46
77
20
93
60
77
29
92
28
6
9
26
26
27
-0.042922
AACE
2004-07-30T00:00:00
97
41
80
98
86
62
21
72
50
50
43
46
77
20
95
59
77
10
92
40
6
7
28
19
26
-0.003019
AACE
2004-08-06T00:00:00
97
40
80
98
71
66
37
62
48
48
49
46
77
21
94
59
77
33
92
52
4
3
29
24
24
-0.033304
AACE
2004-08-13T00:00:00
96
32
80
98
69
62
28
6
56
56
49
45
78
23
92
60
77
34
92
43
9
3
20
28
19
0.096197
AACE
2004-08-20T00:00:00
96
33
80
98
54
75
71
20
52
52
53
45
78
24
92
60
77
50
92
77
10
1
31
24
20
0.021633
AACE
2004-08-27T00:00:00
96
33
80
98
72
66
48
18
51
51
47
45
78
24
93
56
77
31
92
58
9
2
32
30
20
0.017978
AACE
2004-09-03T00:00:00
96
27
79
98
42
53
25
5
54
54
56
44
78
24
94
56
77
63
92
36
10
2
40
35
19
0.081633
AACE
2004-09-10T00:00:00
38
35
62
32
41
56
35
12
52
52
41
44
60
14
92
57
68
64
92
45
9
2
49
40
20
0.021771
AACE
2004-09-17T00:00:00
38
36
61
31
69
51
28
25
49
49
32
44
60
14
92
57
68
34
92
37
3
6
74
72
4
0.001776
AACE
2004-09-24T00:00:00
38
37
62
31
39
50
26
79
52
52
69
45
55
14
92
57
68
70
92
35
4
7
75
75
6
-0.046792
AACE
2004-10-01T00:00:00
39
46
62
31
86
52
33
92
52
52
44
46
55
14
93
57
68
6
70
40
4
7
74
52
6
-0.040536
AACE
2004-10-08T00:00:00
38
45
62
31
86
75
78
52
52
52
47
45
55
14
92
57
68
7
70
79
6
6
73
54
3
0.028682
AACE
2004-10-15T00:00:00
39
47
62
31
83
71
77
87
53
53
27
46
55
14
92
57
68
15
70
78
6
5
72
54
4
-0.044838
AACE
2004-10-22T00:00:00
39
46
62
31
82
74
84
76
49
49
28
46
55
14
90
57
68
16
70
84
5
5
73
53
6
-0.013018
AACE
2004-10-29T00:00:00
39
45
62
31
85
89
97
53
49
49
25
45
55
14
78
57
68
9
70
95
6
4
74
54
6
0.039568
AACE
2004-11-05T00:00:00
68
43
48
49
42
89
96
20
53
53
82
45
59
13
66
20
66
66
86
95
7
1
71
41
18
0.073049
AACE
2004-11-12T00:00:00
69
45
49
49
55
84
89
33
48
48
78
46
49
14
71
41
65
49
82
90
6
1
61
42
40
0.012182
AACE
2004-11-19T00:00:00
68
45
49
48
76
71
51
26
46
46
73
46
49
14
68
40
65
30
82
64
7
1
62
22
48
0.011327
AACE
2004-11-26T00:00:00
72
51
49
48
78
51
22
90
50
50
71
47
49
14
83
38
65
25
82
34
7
1
64
18
47
-0.050753
AACE
2004-12-03T00:00:00
72
51
49
48
84
62
41
68
47
47
67
47
49
13
82
38
65
15
82
52
7
1
66
18
47
0.015487
AACE
2004-12-10T00:00:00
69
46
49
49
57
49
20
28
45
45
78
46
50
13
75
38
65
49
82
32
7
1
67
12
58
0.035585
AACE
2004-12-17T00:00:00
68
46
49
49
88
47
24
18
45
45
62
46
50
13
66
38
65
3
82
33
7
1
59
15
55
0.042076
AACE
2004-12-24T00:00:00
68
44
48
48
68
53
40
22
41
41
75
46
50
13
70
59
65
38
82
46
7
1
62
17
55
0.014132
AACE
2004-12-31T00:00:00
69
47
49
48
81
65
72
69
42
42
71
47
50
14
66
60
65
23
82
72
8
1
61
19
54
-0.015926
AACE
2005-01-07T00:00:00
71
51
49
48
61
64
69
87
52
52
78
47
50
13
52
60
65
47
82
69
3
1
60
22
50
-0.088672
AACE
2005-01-14T00:00:00
69
47
49
48
59
70
73
52
50
50
76
46
50
20
46
39
65
48
82
76
3
1
54
29
53
0.029967
AACE
2005-01-21T00:00:00
68
46
48
48
79
48
23
19
51
51
74
46
51
18
30
39
65
29
82
33
65
1
69
56
82
0.036997
AACE
2005-01-28T00:00:00
72
50
49
48
46
49
33
89
58
58
77
47
51
18
42
39
65
68
82
39
65
1
66
51
89
-0.084517
AACE
2005-02-04T00:00:00
72
53
49
48
69
63
66
80
55
55
75
47
51
18
55
39
65
44
82
68
61
1
63
49
87
0.022701
AACE
2005-02-11T00:00:00
79
58
56
66
88
70
72
85
53
53
85
46
56
15
64
57
69
16
87
74
70
1
63
43
91
-0.018498
AACE
2005-02-18T00:00:00
80
61
57
66
68
71
73
88
53
53
93
46
56
15
62
65
69
45
87
76
74
1
65
39
90
-0.038447
AACE
2005-02-25T00:00:00
81
63
57
66
84
62
45
89
50
50
87
47
57
15
44
49
69
23
86
55
77
1
59
35
88
-0.02352
AACE
2005-03-04T00:00:00
81
63
57
65
73
38
17
80
46
46
92
47
57
15
61
49
69
37
86
23
84
1
39
46
80
0.003613
AACE
2005-03-11T00:00:00
81
63
57
64
64
50
42
76
44
44
94
47
58
15
78
50
69
48
86
45
83
1
42
46
82
-0.026
AACE
2005-03-18T00:00:00
81
66
57
64
83
71
73
83
41
41
90
48
59
17
81
52
69
25
86
75
81
1
24
40
78
-0.03614
AACE
2005-03-25T00:00:00
81
66
57
63
89
41
16
62
39
39
86
48
59
17
68
53
69
9
85
26
84
1
20
41
79
-0.002556
AACE
2005-04-01T00:00:00
81
66
57
62
61
41
19
74
35
35
94
48
59
18
61
53
69
50
84
27
87
1
20
41
79
-0.020077
AACE
2005-04-08T00:00:00
83
72
57
62
84
37
16
93
37
37
88
49
59
17
75
53
69
22
84
24
93
1
20
48
73
-0.069311
AACE
2005-04-15T00:00:00
83
73
58
61
87
30
11
84
34
34
83
49
60
15
77
53
70
11
84
18
92
1
19
51
68
-0.056206
AACE
2005-04-22T00:00:00
82
69
57
61
82
28
10
43
43
43
86
49
60
14
72
53
70
24
84
16
92
2
57
51
74
0.055583
AACE
2005-04-29T00:00:00
81
65
57
61
90
27
13
17
44
44
81
48
60
14
47
53
70
4
85
18
89
5
51
45
80
0.034321
AACE
2005-05-06T00:00:00
78
57
56
64
88
27
18
3
59
59
85
46
60
14
44
53
70
10
85
20
92
8
76
41
91
0.132727
AACE
2005-05-13T00:00:00
96
68
57
97
74
25
14
77
67
67
91
49
45
21
80
29
66
34
34
17
84
23
70
63
89
-0.129615
AACE
2005-05-20T00:00:00
96
70
57
97
85
25
21
79
64
64
90
49
46
22
85
29
66
19
34
19
86
26
72
65
88
-0.002305
AACE
2005-05-27T00:00:00
96
70
57
97
77
25
20
63
63
63
91
49
46
22
78
21
66
31
34
19
86
25
76
63
88
0.020333
AACE
2005-06-03T00:00:00
96
71
57
97
84
17
9
60
61
61
90
49
46
22
72
21
66
21
33
10
83
23
78
62
84
-0.001812