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
⌀
AACG
2008-09-05T00:00:00
96
2
17
30
87
79
50
62
82
82
22
50
61
78
50
48
5
89
34.5
66
74
59
50
28
55
0.014321
AACG
2008-09-12T00:00:00
96
2
2
30
87
56
26
96
86
86
2
52
61
78
50
48
5
90
34.5
38
74
59
50
28
55
-0.182731
AACG
2008-09-19T00:00:00
96
2
8
30
87
98
93
64
84
84
11
52
61
78
50
48
5
90
34.5
98
74
59
50
28
55
0.070432
AACG
2008-09-26T00:00:00
96
3
18
30
87
98
92
90
82
82
24
53
61
78
50
48
5
90
34.5
98
74
59
50
28
55
-0.122284
AACG
2008-10-03T00:00:00
95
3
8
29
87
85
58
78
69
69
10
53
61
78
50
48
5
90
34.5
75
74
59
50
28
55
-0.141089
AACG
2008-10-10T00:00:00
95
2
15
30
97
63
43
21
52
52
26
50
61
39
50
48
5
89
34.5
52
82
71
43
18
94
0.012762
AACG
2008-10-17T00:00:00
95
2
3
30
93
45
27
26
49
49
5
50
61
38
50
48
5
89
34.5
32
81
69
41
22
72
0.036179
AACG
2008-10-24T00:00:00
95
2
7
30
90
36
16
10
45
45
14
48
61
38
50
48
5
89
34.5
22
78
72
33
17
66
0
AACG
2008-10-31T00:00:00
95
2
9
30
89
48
20
58
34
34
15
50
61
36
50
48
5
89
34.5
30
80
56
31
14
68
0.001177
AACG
2008-11-07T00:00:00
95
2
19
30
88
17
6
40
31
31
33
49
61
38
50
48
5
89
34.5
9
80
54
31
14
69
-0.012147
AACG
2008-11-14T00:00:00
90
5
11
30
89
26
18
94
71
71
12
52
61
38
50
48
7
93
34.5
20
79
51
45
17
80
-0.391511
AACG
2008-11-21T00:00:00
88
2
13
30
89
20
12
25
80
80
16
48
61
37
50
48
7
92
34.5
13
88
83
68
2
2
0.262712
AACG
2008-11-28T00:00:00
90
5
7
30
91
19
15
93
69
69
8
51
61
36
50
48
7
93
34.5
14
94
82
49
4
2
-0.127001
AACG
2008-12-05T00:00:00
89
4
9
30
91
52
62
57
65
65
11
51
61
35
50
48
7
93
34.5
57
93
77
38
3
2
0
AACG
2008-12-12T00:00:00
90
4
11
30
90
61
65
78
61
61
13
51
61
36
50
48
7
93
34.5
64
96
80
48
3
2
0
AACG
2008-12-19T00:00:00
90
6
7
30
92
73
80
82
60
60
9
52
61
35
50
48
6
93
34.5
78
96
78
47
3
2
-0.06919
AACG
2008-12-26T00:00:00
90
7
15
30
89
59
58
85
59
59
18
52
61
36
50
48
6
94
34.5
59
96
79
47
3
2
-0.070521
AACG
2009-01-02T00:00:00
90
6
3
30
95
61
61
66
60
60
3
52
61
34
50
48
6
94
34.5
62
96
79
47
3
2
0.103213
AACG
2009-01-09T00:00:00
90
7
21
30
88
24
12
95
61
61
43
53
61
29
50
48
6
94
34.5
16
96
85
49
2
2
-0.123916
AACG
2009-01-16T00:00:00
91
13
6
30
93
54
60
99
67
67
12
55
61
25
50
48
6
94
34.5
57
96
85
61
2
2
-0.226308
AACG
2009-01-23T00:00:00
91
12
6
30
93
34
17
79
60
60
13
54
61
25
50
48
6
94
34.5
23
97
85
60
2
1
0.017367
AACG
2009-01-30T00:00:00
91
15
7
30
92
40
25
94
52
52
16
55
61
24
93
48
7
94
34.5
30
98
97
78
2
1
-0.09434
AACG
2009-02-06T00:00:00
90
9
11
30
90
34
24
10
81
81
22
53
61
25
99
48
7
94
34.5
26
95
96
75
2
1
0.369048
AACG
2009-02-13T00:00:00
91
10
10
31
90
30
16
55
81
81
21
53
61
25
93
48
7
94
34.5
20
95
96
73
2
1
-0.115217
AACG
2009-02-20T00:00:00
96
5
12
31
89
27
20
3
82
82
67
51
61
25
94
48
5
92
34.5
21
96
98
71
2
1
0.178542
AACG
2009-02-27T00:00:00
96
4
22
31
88
27
17
2
82
82
77
49
61
27
61
48
5
91
34.5
17
94
98
74
2
2
0.147325
AACG
2009-03-06T00:00:00
96
4
5
31
92
17
5
4
80
80
59
48
61
28
48
48
5
91
34.5
6
95
98
70
2
2
-0.022411
AACG
2009-03-13T00:00:00
97
5
7
31
91
11
3
66
75
75
62
50
61
30
40
48
5
91
34.5
4
96
99
65
2
2
-0.093556
AACG
2009-03-20T00:00:00
97
9
8
31
90
13
6
94
76
76
65
52
61
31
87
48
5
92
34.5
6
96
100
75
2
1
-0.17635
AACG
2009-03-27T00:00:00
97
7
11
31
90
9
5
62
74
74
70
52
61
32
75
48
5
91
34.5
5
96
99
78
2
1
0.142739
AACG
2009-04-03T00:00:00
97
9
17
31
89
21
63
94
72
72
83
53
61
33
71
48
5
92
34.5
39
97
99
93
2
1
-0.050835
AACG
2009-04-10T00:00:00
97
9
16
30
89
17
38
77
71
71
81
54
61
28
77
48
5
92
34.5
24
97
99
93
2
1
0.009181
AACG
2009-04-17T00:00:00
97
9
13
30
90
41
86
83
63
63
96
54
61
24
56
48
5
92
34.5
65
97
99
95
2
1
0.002274
AACG
2009-04-24T00:00:00
97
12
2
30
95
61
98
94
62
62
83
55
61
24
72
48
5
92
34.5
83
97
99
94
2
1
-0.069592
AACG
2009-05-01T00:00:00
98
7
12
31
90
69
93
13
70
70
96
53
61
76
50
48
5
92
34.5
84
95
97
87
2
1
0.252033
AACG
2009-05-08T00:00:00
98
6
22
33
88
47
67
38
67
67
100
54
61
70
54
48
5
92
34.5
57
95
97
90
2
1
0.027922
AACG
2009-05-15T00:00:00
98
6
16
35
89
22
16
18
65
65
100
54
61
74
29
48
5
92
34.5
15
96
97
92
2
1
-0.011371
AACG
2009-05-22T00:00:00
98
6
11
35
90
27
31
35
64
64
99
54
61
77
39
48
5
93
34.5
22
96
97
88
1
1
0.019808
AACG
2009-05-29T00:00:00
98
5
12
35
90
18
9
7
64
64
99
53
61
76
31
48
6
92
34.5
8
94
95
82
1
1
0.156015
AACG
2009-06-05T00:00:00
98
4
15
35
88
16
10
13
62
62
99
53
61
74
36
48
6
92
34.5
8
94
96
88
1
1
0.066667
AACG
2009-06-12T00:00:00
98
4
1
35
95
13
11
7
61
61
94
52
61
83
21
48
6
92
34.5
7
93
97
90
1
2
0.093496
AACG
2009-06-19T00:00:00
98
3
18
35
88
10
7
2
60
60
100
50
61
73
11
48
6
92
34.5
5
63
92
82
1
2
0.122677
AACG
2009-06-26T00:00:00
98
2
7
35
91
26
79
1
64
64
97
48
61
79
9
48
6
91
34.5
53
57
92
76
1
2
0.209023
AACG
2009-07-03T00:00:00
98
2
22
35
88
21
64
14
66
66
100
48
61
73
10
48
5
91
34.5
39
63
91
78
1
2
-0.06128
AACG
2009-07-10T00:00:00
98
2
8
35
90
29
81
57
69
69
98
49
61
81
8
48
6
91
34.5
56
70
95
82
1
2
-0.104303
AACG
2009-07-17T00:00:00
98
3
10
35
89
32
73
77
67
67
98
50
61
81
5
48
6
92
34.5
53
71
96
82
2
2
0.013844
AACG
2009-07-24T00:00:00
98
2
14
34
88
54
91
23
67
67
57
49
61
79
6
48
6
91
34.5
76
77
99
78
1
2
0.129719
AACG
2009-07-31T00:00:00
98
3
15
34
88
61
87
77
68
68
57
50
61
78
10
48
6
92
34.5
78
4
92
50
2
86
-0.065411
AACG
2009-08-07T00:00:00
98
3
1
31
94
76
87
96
68
68
57
52
61
88
17
48
6
92
34.5
86
4
94
78
9
84
-0.076075
AACG
2009-08-14T00:00:00
98
3
22
30
87
86
94
93
68
68
57
52
61
76
14
48
6
92
34.5
93
4
95
81
9
84
-0.032935
AACG
2009-08-21T00:00:00
98
5
1
30
94
95
99
99
70
70
57
54
61
88
19
48
5
92
34.5
99
2
93
81
7
82
-0.109834
AACG
2009-08-28T00:00:00
98
4
3
30
92
91
98
62
69
69
57
53
61
86
26
48
5
92
34.5
97
2
94
79
5
83
0.074605
AACG
2009-09-04T00:00:00
98
5
12
30
88
87
83
96
65
65
57
54
61
81
31
48
5
92
34.5
89
1
96
78
5
83
-0.083222
AACG
2009-09-11T00:00:00
98
5
9
29
88
82
63
93
63
63
57
55
61
83
41
48
5
92
34.5
76
4
96
79
6
82
-0.012136
AACG
2009-09-18T00:00:00
35
4
14
67
88
94
87
85
61
61
15
55
61
7
39
48
8
92
34.5
93
12
95
79
5
27
0.018182
AACG
2009-09-25T00:00:00
35
5
21
67
87
79
48
98
64
64
22
56
61
7
57
48
8
93
34.5
65
26
99
63
2
22
-0.11583
AACG
2009-10-02T00:00:00
35
6
5
67
92
60
19
96
59
59
6
57
61
7
59
48
8
93
34.5
37
33
99
60
1
45
-0.070415
AACG
2009-10-09T00:00:00
35
5
19
67
87
52
17
65
64
64
28
57
61
7
48
48
8
93
34.5
31
34
100
50
2
23
0.09219
AACG
2009-10-16T00:00:00
35
6
7
67
90
23
11
75
63
63
13
57
61
7
52
48
8
93
34.5
14
25
98
32
1
65
-0.01828
AACG
2009-10-23T00:00:00
35
8
15
67
87
42
20
97
67
67
30
58
61
6
60
48
8
93
34.5
28
38
98
36
1
65
-0.138007
AACG
2009-10-30T00:00:00
35
7
5
67
92
30
12
57
63
63
9
57
61
6
67
48
8
93
34.5
18
25
89
31
1
52
0.013977
AACG
2009-11-06T00:00:00
34
8
5
66
92
21
7
86
58
58
8
58
61
8
66
48
8
93
34.5
11
21
67
13
2
65
-0.036967
AACG
2009-11-13T00:00:00
32
11
5
66
93
23
10
93
58
58
5
59
61
10
87
48
8
93
34.5
13
14
52
28
3
52
-0.093689
AACG
2009-11-20T00:00:00
33
8
13
66
87
17
3
37
66
66
15
58
61
10
66
48
8
93
34.5
7
19
62
40
5
45
0.103374
AACG
2009-11-27T00:00:00
33
8
3
66
94
14
3
33
66
66
3
58
61
10
85
48
8
92
34.5
6
32
57
22
12
38
0.001952
AACG
2009-12-04T00:00:00
33
10
3
66
94
19
9
58
63
63
3
58
61
9
82
48
8
92
34.5
11
27
64
14
7
44
-0.013636
AACG
2009-12-11T00:00:00
33
8
15
66
87
14
10
34
63
63
18
58
61
9
83
48
8
92
34.5
10
37
74
13
7
56
0.034233
AACG
2009-12-18T00:00:00
33
10
11
66
87
10
3
81
61
61
12
59
61
9
85
48
8
92
34.5
5
40
76
15
6
57
-0.052833
AACG
2009-12-25T00:00:00
32
12
16
66
86
8
17
92
61
61
17
60
61
9
87
48
8
93
34.5
9
36
80
18
6
61
-0.05578
AACG
2010-01-01T00:00:00
32
13
17
66
86
7
10
95
57
57
20
60
61
9
87
48
8
93
34.5
7
40
80
23
7
72
-0.022064
AACG
2010-01-08T00:00:00
32
13
2
66
89
5
5
59
58
58
1
60
61
8
91
48
8
93
34.5
4
32
91
44
12
89
0.062591
AACG
2010-01-15T00:00:00
32
14
15
67
86
9
32
91
59
59
26
60
61
7
92
48
8
93
34.5
17
31
91
51
13
90
-0.063014
AACG
2010-01-22T00:00:00
32
18
4
67
87
12
39
99
64
64
6
61
61
7
88
48
8
93
34.5
22
23
81
51
15
85
-0.13231
AACG
2010-01-29T00:00:00
32
29
14
67
86
10
28
100
74
74
25
63
61
7
90
48
8
93
34.5
16
18
69
15
13
80
-0.223252
AACG
2010-02-05T00:00:00
32
21
6
67
87
15
47
56
80
80
10
61
61
7
82
89
8
93
17
29
23
91
6
9
86
0.163774
AACG
2010-02-12T00:00:00
86
21
17
53
85
12
21
77
79
79
52
63
61
8
76
99
10
94
16
14
22
91
6
8
92
-0.005592
AACG
2010-02-19T00:00:00
87
24
6
53
86
9
11
69
79
79
81
64
61
8
61
98
10
94
16
8
31
90
6
9
92
-0.005623
AACG
2010-02-26T00:00:00
87
20
11
54
86
9
6
19
80
80
92
63
61
9
46
98
10
94
15
6
35
91
6
8
87
0.100848
AACG
2010-03-05T00:00:00
87
25
22
54
86
8
18
92
80
80
100
64
61
10
45
98
10
94
15
9
46
85
9
16
50
-0.07363
AACG
2010-03-12T00:00:00
86
15
4
55
87
6
6
2
86
86
83
63
61
11
46
97
10
93
12
4
43
69
5
18
57
0.287431
AACG
2010-03-19T00:00:00
86
21
3
55
88
4
2
64
86
86
83
64
61
12
64
97
10
93
12
2
41
71
5
17
61
-0.108399
AACG
2010-03-26T00:00:00
86
17
18
55
85
3
1
14
85
85
99
64
61
12
53
97
10
93
12
1
46
72
6
16
60
0.046699
AACG
2010-04-02T00:00:00
86
22
3
55
88
4
7
85
84
84
84
64
61
13
65
97
10
94
11
3
47
82
6
15
58
-0.056154
AACG
2010-04-09T00:00:00
86
23
2
54
88
4
7
90
83
83
78
65
61
11
70
97
10
94
12
4
51
78
7
13
61
-0.01793
AACG
2010-04-16T00:00:00
86
30
3
54
88
4
8
97
82
82
77
66
61
10
71
97
10
94
11
4
51
77
11
17
55
-0.094606
AACG
2010-04-23T00:00:00
86
31
19
54
86
5
54
98
81
81
99
66
61
9
68
97
10
94
11
26
51
80
9
13
56
-0.027498
AACG
2010-04-30T00:00:00
86
30
11
55
87
4
8
67
80
80
92
66
61
10
53
97
10
94
12
4
69
86
6
20
35
0.02262
AACG
2010-05-07T00:00:00
86
27
8
60
87
16
87
43
77
77
92
65
61
12
50
98
11
94
12
52
81
94
5
22
31
-0.045161
AACG
2010-05-14T00:00:00
87
24
23
62
85
7
53
24
76
76
100
65
61
14
38
99
11
94
11
27
82
93
11
23
29
0.071429
AACG
2010-05-21T00:00:00
87
25
18
62
86
10
72
46
63
63
100
65
61
87
35
87
11
94
10
39
81
93
10
21
13
-0.063964
AACG
2010-05-28T00:00:00
87
30
9
62
86
6
33
82
59
59
97
66
61
90
27
87
11
94
11
16
82
91
10
19
11
-0.038499
AACG
2010-06-04T00:00:00
88
27
11
62
86
5
13
30
57
57
98
65
61
90
20
87
11
94
11
7
78
91
10
15
11
0.016016
AACG
2010-06-11T00:00:00
4
63
4
31
87
4
6
11
59
59
41
66
61
100
19
25
10
74
2
3
75
92
11
15
12
0.060099
AACG
2010-06-18T00:00:00
4
65
22
31
85
3
2
84
61
61
88
67
61
100
12
25
10
74
2
2
83
90
12
11
13
-0.071561
AACG
2010-06-25T00:00:00
4
65
6
31
86
3
8
70
56
56
50
67
61
100
7
26
10
74
2
3
83
91
11
11
14
-0.018018
AACG
2010-07-02T00:00:00
4
68
15
31
86
4
29
91
63
63
74
68
61
100
6
26
10
74
2
13
75
88
10
15
17
-0.122324
AACG
2010-07-09T00:00:00
4
67
13
31
86
7
59
77
62
62
70
68
61
100
8
25
10
74
2
30
68
87
11
17
28
0.039489
AACG
2010-07-16T00:00:00
4
66
19
31
85
7
46
35
64
64
23
67
61
100
5
25
10
74
2
23
67
87
14
17
38
0.030168
AACG
2010-07-23T00:00:00
4
67
14
31
85
6
23
61
58
58
18
68
61
100
4
25
10
74
2
12
66
82
7
16
21
0.0141
AACG
2010-07-30T00:00:00
4
69
4
31
87
9
61
75
56
56
5
68
61
100
3
25
10
74
2
32
69
76
8
15
31
-0.020321