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
2005-06-10T00:00:00
97
72
57
98
87
15
12
69
60
60
90
50
45
22
71
22
66
14
33
11
80
37
80
79
80
-0.009074
AACE
2005-06-17T00:00:00
97
70
57
98
64
19
32
56
58
58
93
49
46
22
67
22
66
45
33
22
75
39
77
80
78
0.027015
AACE
2005-06-24T00:00:00
97
70
57
98
88
28
61
29
56
56
90
49
46
22
62
22
66
14
33
43
73
37
78
75
77
0.008917
AACE
2005-07-01T00:00:00
96
59
57
98
68
55
88
3
66
66
93
47
46
22
42
21
66
41
34
75
69
37
93
79
84
0.134335
AACE
2005-07-08T00:00:00
97
64
57
98
80
25
32
24
64
64
91
48
46
38
42
20
66
27
33
25
68
41
91
79
86
-0.008181
AACE
2005-07-15T00:00:00
97
66
57
98
86
20
26
67
63
63
90
49
45
34
44
20
66
18
33
19
71
55
83
78
83
-0.041634
AACE
2005-07-22T00:00:00
97
67
57
98
90
21
35
51
57
57
87
49
45
32
47
20
66
3
33
24
71
56
82
79
84
0.028279
AACE
2005-07-29T00:00:00
97
70
57
98
65
21
31
89
60
60
93
50
45
33
54
20
66
44
32
22
72
64
88
75
81
-0.062176
AACE
2005-08-05T00:00:00
96
69
57
98
71
21
27
58
57
57
92
49
45
35
51
21
66
37
33
20
73
61
90
82
74
0.0085
AACE
2005-08-12T00:00:00
97
68
58
98
65
21
34
81
55
55
93
50
45
40
26
20
66
44
34
23
70
62
91
84
76
-0.021913
AACE
2005-08-19T00:00:00
97
62
57
98
43
25
57
17
55
55
95
49
45
41
18
20
66
71
34
39
82
66
84
88
67
0.045239
AACE
2005-08-26T00:00:00
97
70
57
98
85
58
95
89
59
59
89
50
45
42
24
25
66
19
33
80
76
70
86
83
68
-0.070486
AACE
2005-09-02T00:00:00
97
74
58
98
89
50
87
92
57
57
86
51
45
42
30
25
66
6
34
71
69
62
86
80
72
-0.033259
AACE
2005-09-09T00:00:00
97
70
58
98
43
33
54
78
50
50
95
51
46
42
18
25
66
70
34
42
65
63
87
79
72
0.019266
AACE
2005-09-16T00:00:00
89
78
48
32
68
39
67
95
52
52
66
52
39
85
22
13
64
42
86
53
68
64
92
73
71
-0.065257
AACE
2005-09-23T00:00:00
90
78
48
32
58
20
26
90
51
51
70
52
39
85
36
69
64
50
80
19
70
61
94
72
70
-0.036591
AACE
2005-09-30T00:00:00
90
78
48
32
43
25
38
95
48
48
88
53
40
85
60
69
64
70
80
29
67
59
97
74
67
-0.024988
AACE
2005-10-07T00:00:00
89
79
47
32
82
23
23
43
46
46
75
52
40
85
50
69
64
25
80
19
77
52
99
69
63
0.020297
AACE
2005-10-14T00:00:00
89
76
47
32
49
39
60
37
44
44
68
52
40
90
37
68
64
60
80
49
81
55
99
71
64
-0.003316
AACE
2005-10-21T00:00:00
89
78
47
32
84
20
19
35
43
43
53
51
40
90
41
68
64
21
80
16
81
52
98
73
64
0.00252
AACE
2005-10-28T00:00:00
89
77
47
32
78
15
12
26
39
39
57
51
40
90
42
68
64
30
79
11
76
54
98
79
66
0.021116
AACE
2005-11-04T00:00:00
88
74
47
32
52
17
18
28
36
36
66
51
41
89
43
67
65
58
80
14
73
49
99
81
67
0.033481
AACE
2005-11-11T00:00:00
44
75
58
68
91
12
8
11
39
39
21
51
34
76
24
94
67
5
61
8
56
42
99
71
75
0.050977
AACE
2005-11-18T00:00:00
44
73
58
67
63
11
9
24
37
37
34
51
35
74
29
94
68
51
61
7
55
42
98
71
77
0.003626
AACE
2005-11-25T00:00:00
44
70
58
67
56
10
7
15
34
34
36
50
35
74
24
94
68
59
62
6
50
44
99
71
69
0.03523
AACE
2005-12-02T00:00:00
43
70
58
67
89
12
24
7
36
36
22
49
35
73
22
94
68
11
62
15
44
36
99
70
71
0.064136
AACE
2005-12-09T00:00:00
43
67
57
67
74
16
38
9
33
33
31
49
35
73
15
94
67
38
62
23
43
36
99
70
75
0.02665
AACE
2005-12-16T00:00:00
43
66
57
67
62
18
43
21
33
33
35
49
35
73
12
94
67
53
61
27
30
41
99
69
78
-0.00599
AACE
2005-12-23T00:00:00
44
71
58
67
83
24
61
74
40
40
29
50
35
73
15
94
67
30
61
41
35
45
99
70
82
-0.039775
AACE
2005-12-30T00:00:00
44
71
58
67
79
28
65
77
42
42
30
50
35
73
19
95
67
35
61
46
25
44
98
64
92
-0.023013
AACE
2006-01-06T00:00:00
44
71
58
67
67
37
82
86
39
39
36
51
36
72
25
90
67
49
60
61
23
31
97
67
92
-0.002141
AACE
2006-01-13T00:00:00
43
70
58
67
76
38
76
32
43
43
35
50
35
79
14
90
67
40
60
58
32
14
78
77
86
0.053219
AACE
2006-01-20T00:00:00
42
66
57
67
86
46
81
12
46
46
29
49
35
79
12
90
67
26
60
66
66
9
77
56
80
0.061125
AACE
2006-01-27T00:00:00
62
68
73
86
82
60
89
42
43
43
66
48
16
60
12
88
75
32
58
78
63
6
73
50
74
-0.005376
AACE
2006-02-03T00:00:00
62
68
73
86
88
67
92
34
41
41
66
48
16
60
13
88
75
20
58
84
64
6
72
51
74
0.001931
AACE
2006-02-10T00:00:00
64
70
73
85
88
68
90
79
41
41
65
48
16
60
17
90
75
20
57
83
59
5
70
55
82
-0.042004
AACE
2006-02-17T00:00:00
63
68
73
85
83
57
57
33
41
41
68
48
16
61
18
91
75
32
58
59
56
7
70
52
80
0.039019
AACE
2006-02-24T00:00:00
63
70
73
85
67
50
46
77
42
42
70
48
16
61
20
86
75
51
55
47
59
6
74
47
84
-0.02439
AACE
2006-03-03T00:00:00
64
70
73
85
70
40
31
79
40
40
70
49
17
61
22
86
75
46
56
33
61
6
71
53
83
-0.014683
AACE
2006-03-10T00:00:00
64
74
74
84
91
51
66
85
40
40
64
49
17
62
32
86
75
12
56
61
69
3
37
48
65
-0.035038
AACE
2006-03-17T00:00:00
63
73
74
83
71
69
86
66
39
39
72
49
17
64
31
84
75
47
55
81
67
3
39
45
63
0.02212
AACE
2006-03-24T00:00:00
63
71
74
83
61
62
69
53
36
36
76
49
17
64
28
84
75
58
55
68
61
1
49
35
77
0.006533
AACE
2006-03-31T00:00:00
63
74
74
82
89
63
72
54
31
31
65
49
17
65
36
84
75
20
55
70
62
1
50
27
75
0.009736
AACE
2006-04-07T00:00:00
62
74
74
82
92
52
42
51
30
30
62
49
17
64
44
84
76
10
55
47
57
1
37
31
84
-0.004419
AACE
2006-04-14T00:00:00
62
73
74
81
89
59
66
46
29
29
82
49
17
62
53
84
75
20
55
65
57
1
34
29
88
-0.002018
AACE
2006-04-21T00:00:00
60
69
74
81
86
51
40
8
48
48
82
48
17
60
35
84
75
26
57
45
53
1
34
35
78
0.103114
AACE
2006-04-28T00:00:00
60
67
74
82
63
46
27
24
46
46
90
48
17
61
27
84
75
57
56
34
49
1
46
29
70
-0.010264
AACE
2006-05-05T00:00:00
92
69
71
80
92
33
21
35
42
42
87
49
18
51
25
62
71
12
46
23
55
1
50
35
74
0.005185
AACE
2006-05-12T00:00:00
93
69
70
83
62
37
25
55
41
41
97
49
16
54
47
36
71
60
40
28
60
1
52
39
69
-0.038688
AACE
2006-05-19T00:00:00
93
67
69
84
87
41
33
9
38
38
94
48
16
27
49
35
72
27
42
35
80
7
51
25
75
0.035646
AACE
2006-05-26T00:00:00
93
64
70
84
82
40
34
17
37
37
95
48
16
27
38
43
72
37
42
34
79
11
37
30
75
0.006292
AACE
2006-06-02T00:00:00
93
66
70
84
75
44
44
53
37
37
97
48
16
27
46
43
72
48
41
43
86
17
38
27
74
-0.010666
AACE
2006-06-09T00:00:00
93
58
69
85
87
44
50
2
47
47
94
46
16
27
20
43
72
26
43
47
96
23
37
10
42
0.098885
AACE
2006-06-16T00:00:00
92
55
69
85
61
67
88
10
46
46
98
46
16
27
23
43
72
61
44
80
95
28
40
12
39
-0.010149
AACE
2006-06-23T00:00:00
93
56
69
85
72
63
82
13
45
45
96
46
16
27
18
42
72
47
43
76
95
27
42
12
39
-0.000342
AACE
2006-06-30T00:00:00
93
58
69
85
78
63
69
56
36
36
96
47
16
27
10
42
72
40
43
68
97
29
37
11
37
0.000684
AACE
2006-07-07T00:00:00
93
59
69
85
93
61
59
38
33
33
91
46
16
27
10
41
72
4
44
63
97
31
35
10
35
0
AACE
2006-07-14T00:00:00
93
56
69
85
91
76
88
16
31
31
92
45
16
41
9
41
72
11
44
87
97
33
32
9
37
0.005125
AACE
2006-07-21T00:00:00
92
52
68
85
64
77
88
23
28
28
97
45
16
38
18
41
72
53
45
87
99
41
36
14
24
0.003059
AACE
2006-07-28T00:00:00
92
55
69
85
74
71
64
57
25
25
96
46
16
39
24
41
72
43
45
71
99
41
51
10
18
-0.002033
AACE
2006-08-04T00:00:00
92
56
68
85
82
91
98
57
24
24
95
46
16
40
21
42
72
34
45
97
100
45
51
11
21
0
AACE
2006-08-11T00:00:00
91
54
68
85
89
92
98
52
23
23
94
46
16
44
15
44
72
20
44
97
100
57
49
14
17
-0.012224
AACE
2006-08-18T00:00:00
91
55
68
85
83
90
96
64
16
16
95
46
17
46
29
60
72
31
44
95
100
62
46
18
12
0.007219
AACE
2006-08-25T00:00:00
91
55
68
85
88
86
80
50
13
13
93
46
17
46
36
45
72
24
44
87
100
59
42
17
12
0.000341
AACE
2006-09-01T00:00:00
78
59
60
44
67
88
80
66
13
13
81
47
17
44
39
39
71
53
43
87
100
56
45
16
9
0.007847
AACE
2006-09-08T00:00:00
77
60
60
44
91
91
92
37
12
12
66
46
17
45
44
44
71
11
68
95
100
50
48
17
8
0.002708
AACE
2006-09-15T00:00:00
78
58
60
44
91
93
85
54
12
12
66
47
17
45
59
44
71
11
67
92
100
46
58
17
6
0.006752
AACE
2006-09-22T00:00:00
77
55
59
43
76
87
64
43
11
11
61
46
19
45
69
44
71
43
68
78
100
68
76
11
6
-0.000335
AACE
2006-09-29T00:00:00
78
56
60
43
79
86
58
53
11
11
59
47
19
52
70
44
71
39
69
75
98
77
75
6
12
0.002684
AACE
2006-10-06T00:00:00
78
57
60
43
77
85
60
56
11
11
36
47
19
52
72
44
71
43
68
76
99
83
73
8
13
0.003346
AACG
2008-02-08T00:00:00
85
25
29
16
87
35
39
36
75
75
40
62
61
78
50
48
28
68
34.5
35
74
59
50
28
55
-0.052668
AACG
2008-02-15T00:00:00
85
25
13
16
87
35
39
50
75
75
10
62
61
78
50
48
28
69
34.5
35
74
59
50
28
55
-0.001083
AACG
2008-02-22T00:00:00
85
25
27
16
87
35
39
6
30
30
35
61
61
78
50
48
28
68
34.5
35
74
59
50
28
55
0.069028
AACG
2008-02-29T00:00:00
85
25
28
16
87
35
39
5
16
16
33
59
61
78
50
48
27
67
34.5
35
74
59
50
28
55
0.070656
AACG
2008-03-07T00:00:00
84
24
10
16
87
35
39
2
7
7
4
58
61
78
50
48
27
67
34.5
35
74
59
50
28
55
0.052416
AACG
2008-03-14T00:00:00
89
25
18
19
87
35
39
1
8
8
40
56
61
78
50
48
30
68
34.5
34
74
59
50
28
55
0.088509
AACG
2008-03-21T00:00:00
89
25
18
19
87
35
39
80
89
89
39
60
61
78
50
48
30
69
34.5
33
74
59
50
28
55
-0.191566
AACG
2008-03-28T00:00:00
89
26
31
19
87
35
39
93
86
86
38
62
61
78
50
48
30
70
34.5
32
74
59
50
28
55
-0.086942
AACG
2008-04-04T00:00:00
89
25
11
18
87
82
63
16
94
94
40
58
61
78
50
48
30
68
34.5
78
74
59
50
28
55
0.265123
AACG
2008-04-11T00:00:00
89
26
30
19
87
79
57
70
94
94
56
60
61
78
50
48
30
69
34.5
71
74
59
50
28
55
-0.112456
AACG
2008-04-18T00:00:00
89
26
11
19
87
90
90
23
93
93
61
59
61
78
50
48
30
69
34.5
94
74
59
50
28
55
0.083804
AACG
2008-04-25T00:00:00
89
26
22
19
87
95
96
61
91
91
61
59
61
78
50
48
30
69
34.5
98
74
59
50
28
55
-0.009512
AACG
2008-05-02T00:00:00
89
26
9
19
87
98
99
38
90
90
57
59
61
78
50
48
30
69
34.5
100
74
59
50
28
55
0.009603
AACG
2008-05-09T00:00:00
89
26
23
21
87
99
100
21
88
88
44
58
61
78
50
48
29
69
34.5
100
74
59
50
28
55
0.02823
AACG
2008-05-16T00:00:00
90
25
18
23
87
56
30
5
89
89
34
56
61
78
50
48
29
68
34.5
41
74
59
50
28
55
0.152193
AACG
2008-05-23T00:00:00
90
25
8
23
87
31
14
1
95
95
33
51
61
78
50
48
29
66
34.5
19
74
59
50
28
55
0.36001
AACG
2008-05-30T00:00:00
90
25
27
23
87
93
91
32
95
95
83
53
61
78
50
48
29
67
34.5
95
74
59
50
28
55
-0.115978
AACG
2008-06-06T00:00:00
90
25
30
23
87
61
30
15
95
95
88
53
61
78
50
48
29
67
34.5
44
74
59
50
28
55
0.006678
AACG
2008-06-13T00:00:00
90
26
21
23
87
81
66
68
93
93
72
54
61
78
50
48
29
67
34.5
77
74
59
50
28
55
-0.048577
AACG
2008-06-20T00:00:00
90
26
32
23
87
75
53
17
92
92
91
53
61
78
50
48
29
67
34.5
67
74
59
50
28
55
0.030364
AACG
2008-06-27T00:00:00
91
26
14
23
87
72
58
43
92
92
55
53
61
78
50
48
29
67
34.5
68
74
59
50
28
55
-0.050426
AACG
2008-07-04T00:00:00
90
26
7
23
87
83
80
94
93
93
37
55
61
78
50
48
29
68
34.5
85
74
59
50
28
55
-0.158851
AACG
2008-07-11T00:00:00
91
26
16
23
87
96
95
53
92
92
97
55
61
78
50
48
29
67
34.5
97
74
59
50
28
55
0.061219
AACG
2008-07-18T00:00:00
91
26
31
23
87
100
100
87
90
90
100
56
61
78
50
48
29
68
34.5
100
74
59
50
28
55
-0.052279
AACG
2008-07-25T00:00:00
91
26
32
23
87
99
98
5
93
93
100
53
61
78
50
48
29
67
34.5
99
74
59
50
28
55
0.219837
AACG
2008-08-01T00:00:00
91
26
29
22
87
98
97
14
88
88
100
53
61
78
50
48
29
66
34.5
99
74
59
50
28
55
0.026732
AACG
2008-08-08T00:00:00
90
26
9
21
87
96
79
60
86
86
92
54
61
78
50
48
29
67
34.5
90
74
59
50
28
55
-0.066175
AACG
2008-08-15T00:00:00
90
26
32
20
87
97
87
81
85
85
57
55
61
78
50
48
29
67
34.5
94
74
59
50
28
55
-0.046468
AACG
2008-08-22T00:00:00
90
26
18
20
87
94
79
91
84
84
57
56
61
78
50
48
29
67
34.5
89
74
59
50
28
55
-0.059211
AACG
2008-08-29T00:00:00
96
2
6
30
87
60
25
93
83
83
8
50
61
78
50
48
5
90
34.5
41
74
59
50
28
55
-0.05957