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
2010-08-06T00:00:00
4
69
8
29
85
14
79
67
54
54
9
68
61
100
4
27
10
74
2
45
68
76
7
15
32
0.00655
AACG
2010-08-13T00:00:00
62
66
19
29
86
8
23
36
50
50
73
67
61
99
5
81
9
72
2
13
73
72
7
15
32
-0.016269
AACG
2010-08-20T00:00:00
62
70
1
29
87
11
26
48
46
46
29
67
61
99
5
79
9
72
2
15
74
72
6
15
30
-0.009923
AACG
2010-08-27T00:00:00
62
69
6
29
87
8
12
56
44
44
44
67
61
99
5
79
9
72
5
8
73
66
5
16
25
-0.006682
AACG
2010-09-03T00:00:00
62
67
21
29
85
9
15
66
43
43
79
68
61
99
5
79
9
72
5
10
73
56
4
18
16
0.016816
AACG
2010-09-10T00:00:00
62
69
12
29
86
11
42
84
37
37
60
68
61
99
13
79
9
72
5
22
74
58
5
17
13
-0.034179
AACG
2010-09-17T00:00:00
62
69
18
29
86
11
26
80
35
35
76
68
61
99
9
79
9
72
5
15
74
58
4
16
14
0
AACG
2010-09-24T00:00:00
62
71
7
29
88
9
24
69
35
35
48
68
61
99
12
79
9
72
5
13
74
56
3
16
15
0.018265
AACG
2010-10-01T00:00:00
62
69
5
29
90
9
31
30
38
38
39
68
61
99
10
79
9
72
5
16
75
59
3
15
22
0.044843
AACG
2010-10-08T00:00:00
62
71
2
29
92
11
54
75
38
38
37
69
61
99
13
79
9
73
5
29
74
72
14
16
40
-0.023605
AACG
2010-10-15T00:00:00
62
71
6
29
89
12
49
24
44
44
45
68
61
99
10
79
9
73
5
28
75
54
42
22
56
0.057143
AACG
2010-10-22T00:00:00
62
69
1
29
92
13
42
13
46
46
43
68
61
99
8
79
9
72
5
25
75
59
44
21
50
0.038462
AACG
2010-10-29T00:00:00
62
68
5
29
88
13
35
20
43
43
44
68
61
99
6
79
9
72
5
21
74
60
43
22
55
0.009009
AACG
2010-11-05T00:00:00
61
67
2
29
91
11
23
13
47
47
35
68
61
99
8
81
9
72
5
14
76
56
47
27
37
0.076389
AACG
2010-11-12T00:00:00
8
61
3
28
89
10
20
2
61
61
34
66
61
99
7
21
10
74
5
12
77
29
24
26
24
0.133641
AACG
2010-11-19T00:00:00
8
66
7
28
88
12
22
66
72
72
45
67
61
99
7
20
10
74
5
14
79
40
47
22
16
-0.120325
AACG
2010-11-26T00:00:00
8
63
6
28
87
16
52
20
72
72
41
67
61
99
6
19
10
74
5
31
79
27
39
20
16
0.045287
AACG
2010-12-03T00:00:00
8
61
11
28
87
15
25
16
73
73
53
66
61
99
5
19
10
74
5
17
79
31
44
20
16
0.087533
AACG
2010-12-10T00:00:00
8
62
5
28
88
19
62
27
72
72
39
66
61
99
6
19
10
74
5
38
77
16
42
21
19
0
AACG
2010-12-17T00:00:00
8
66
4
28
88
28
82
85
74
74
36
67
61
99
8
19
10
74
5
56
79
22
42
18
17
-0.082927
AACG
2010-12-24T00:00:00
8
66
8
28
87
31
77
72
73
73
49
67
61
99
8
19
10
74
5
54
78
12
35
18
27
0.032801
AACG
2010-12-31T00:00:00
8
66
12
28
87
38
86
92
73
73
59
68
61
99
9
19
10
74
5
64
78
9
40
19
22
-0.03691
AACG
2011-01-07T00:00:00
8
64
6
28
88
68
98
28
73
73
48
68
61
99
7
20
10
74
5
86
75
10
45
19
19
0.055258
AACG
2011-01-14T00:00:00
8
65
6
28
88
37
63
37
70
70
11
68
61
99
10
19
10
74
5
50
74
10
41
19
16
0.033784
AACG
2011-01-21T00:00:00
8
63
16
28
87
49
83
20
66
66
37
67
61
99
11
19
10
74
5
68
76
6
23
18
16
0.004902
AACG
2011-01-28T00:00:00
8
63
5
28
88
58
92
21
60
60
7
67
61
99
18
19
10
74
5
78
79
6
20
12
15
0.009756
AACG
2011-02-04T00:00:00
8
63
10
28
87
57
82
46
58
58
12
67
2
99
13
20
10
74
5
72
77
11
23
15
16
0.004831
AACG
2011-02-11T00:00:00
8
63
5
28
88
36
34
29
53
53
7
67
2
86
23
20
10
74
5
32
79
8
23
15
18
0.032051
AACG
2011-02-18T00:00:00
8
59
12
28
87
44
38
8
59
59
13
67
2
83
11
16
10
74
5
38
81
4
26
17
9
0.083851
AACG
2011-02-25T00:00:00
86
47
4
28
88
34
23
1
93
93
75
61
2
87
2
70
10
70
5
24
98
72
48
23
2
0.57235
AACG
2011-03-04T00:00:00
86
45
7
28
87
48
61
2
93
93
78
60
2
86
2
70
10
69
5
56
98
74
53
25
3
0.066059
AACG
2011-03-11T00:00:00
86
44
5
28
87
51
62
2
93
93
55
59
6
87
1
70
10
69
5
59
100
84
56
17
2
0.044444
AACG
2011-03-18T00:00:00
86
43
16
27
86
59
79
5
93
93
67
59
5
82
1
71
10
69
5
74
99
90
53
18
3
0.00491
AACG
2011-03-25T00:00:00
86
44
10
27
87
60
82
36
92
92
63
60
5
85
1
70
10
69
5
75
99
91
45
20
3
-0.007329
AACG
2011-04-01T00:00:00
86
45
2
27
88
56
66
51
92
92
49
60
5
89
2
70
10
69
5
62
99
92
48
21
3
0.007383
AACG
2011-04-08T00:00:00
86
44
20
27
86
59
76
66
91
91
69
60
5
80
2
70
10
69
5
70
99
91
52
20
3
-0.017508
AACG
2011-04-15T00:00:00
85
45
7
27
86
71
91
43
91
91
77
60
5
87
2
70
10
69
5
84
99
91
52
20
3
0.002901
AACG
2011-04-22T00:00:00
85
48
7
27
87
93
100
98
91
91
76
61
5
86
3
71
10
70
5
98
100
90
45
30
7
-0.102893
AACG
2011-04-29T00:00:00
85
45
2
28
87
95
100
16
92
92
69
60
5
89
2
70
10
69
5
98
99
90
39
22
4
0.158452
AACG
2011-05-06T00:00:00
85
44
2
30
87
96
100
13
86
86
74
59
6
89
2
71
10
70
5
99
99
91
42
21
7
0.004771
AACG
2011-05-13T00:00:00
86
40
14
33
85
96
100
2
86
86
86
58
6
85
1
72
10
69
5
99
99
93
39
16
10
0.121884
AACG
2011-05-20T00:00:00
86
37
7
33
87
96
96
1
87
87
83
56
6
87
1
73
10
69
5
97
99
95
40
14
11
0.12134
AACG
2011-05-27T00:00:00
87
36
11
33
85
97
89
2
86
86
85
56
6
86
16
73
10
69
5
95
99
95
37
12
14
0.071406
AACG
2011-06-03T00:00:00
34
2
8
83
86
96
77
1
87
87
33
54
18
16
15
91
8
91
5
90
99
96
26
11
13
0.103053
AACG
2011-06-10T00:00:00
34
3
13
83
85
96
78
54
89
89
41
55
18
16
18
91
8
91
5
90
98
91
22
13
12
-0.130157
AACG
2011-06-17T00:00:00
34
3
12
83
85
93
21
64
89
89
40
56
18
16
19
91
8
91
5
58
97
87
24
20
10
-0.027234
AACG
2011-06-24T00:00:00
34
4
12
83
85
96
83
87
89
89
40
57
18
16
48
91
8
91
5
92
97
85
24
16
5
-0.072664
AACG
2011-07-01T00:00:00
34
4
6
83
85
97
91
23
88
88
31
57
18
16
49
92
8
91
5
96
97
86
24
20
6
0.132293
AACG
2011-07-08T00:00:00
34
3
7
83
85
99
98
10
87
87
31
56
19
15
49
92
8
91
5
99
97
86
24
21
5
0.061714
AACG
2011-07-15T00:00:00
34
3
19
84
84
99
100
38
87
87
47
56
19
12
49
92
8
91
5
100
96
84
27
21
3
-0.031885
AACG
2011-07-22T00:00:00
34
4
11
83
85
100
100
87
86
86
38
57
19
11
47
92
8
91
5
100
96
89
41
23
4
-0.047799
AACG
2011-07-29T00:00:00
33
4
14
83
84
100
100
94
86
86
16
58
18
12
78
92
8
91
5
100
96
87
42
27
5
-0.098255
AACG
2011-08-05T00:00:00
96
3
11
78
86
100
92
19
82
82
46
56
19
13
76
89
16
91
5
98
97
92
64
17
13
0.038018
AACG
2011-08-12T00:00:00
96
3
19
77
85
100
74
6
79
79
52
54
20
15
77
90
17
90
5
91
95
94
69
17
12
0.051668
AACG
2011-08-19T00:00:00
96
3
24
77
85
98
44
48
79
79
56
55
20
16
76
89
17
91
5
75
95
93
69
23
11
-0.100124
AACG
2011-08-26T00:00:00
96
3
19
77
86
100
79
77
74
74
72
55
44
16
98
89
17
91
5
92
95
87
71
30
7
-0.001037
AACG
2011-09-02T00:00:00
96
3
8
77
91
100
93
26
74
74
59
54
43
16
98
89
17
90
5
98
95
86
69
31
7
0.053269
AACG
2011-09-09T00:00:00
96
3
6
77
93
100
75
35
70
70
54
55
44
17
99
89
17
90
5
90
94
83
61
31
6
-0.023317
AACG
2011-09-16T00:00:00
96
3
4
77
95
98
35
53
63
63
50
55
44
17
100
90
17
90
4
70
94
83
66
32
8
0.017485
AACG
2011-09-23T00:00:00
96
3
9
77
92
93
21
44
58
58
59
54
44
17
98
90
17
90
5
58
94
81
59
28
8
-0.045605
AACG
2011-09-30T00:00:00
96
3
8
77
92
99
81
37
56
56
59
54
43
17
99
90
17
90
5
93
94
79
59
28
7
0.002078
AACG
2011-10-07T00:00:00
96
3
8
77
93
100
95
45
51
51
59
54
43
16
100
90
17
90
5
98
94
80
66
28
7
-0.001037
AACG
2011-10-14T00:00:00
96
3
19
77
86
97
68
80
47
47
64
56
44
16
100
90
17
90
5
85
95
84
68
28
7
0.002075
AACG
2011-10-21T00:00:00
96
3
7
77
93
96
50
76
46
46
59
55
44
16
98
90
17
90
5
75
95
85
68
27
9
-0.006559
AACG
2011-10-28T00:00:00
96
3
3
75
95
98
78
67
42
42
58
56
44
15
100
90
17
90
5
91
95
89
71
24
11
0.039263
AACG
2011-11-04T00:00:00
96
3
6
75
94
97
69
13
45
45
75
55
44
15
100
90
16
90
5
86
92
90
53
18
12
0.068539
AACG
2011-11-11T00:00:00
46
4
3
78
95
95
47
38
44
44
28
57
52
15
100
99
11
92
5
74
93
90
49
17
11
-0.019086
AACG
2011-11-18T00:00:00
45
4
3
78
95
96
61
22
43
43
27
56
53
14
100
99
11
92
5
81
93
89
50
18
14
-0.005104
AACG
2011-11-25T00:00:00
45
3
3
78
95
96
67
14
41
41
26
55
53
14
100
99
11
92
6
84
94
89
48
17
11
-0.002886
AACG
2011-12-02T00:00:00
45
4
4
78
94
95
65
76
39
39
29
57
53
13
100
99
11
92
6
83
93
90
48
15
11
-0.019936
AACG
2011-12-09T00:00:00
45
5
4
78
94
88
29
87
41
41
28
58
53
13
100
99
11
92
5
59
94
91
50
16
7
-0.050525
AACG
2011-12-16T00:00:00
45
5
9
78
91
86
28
63
40
40
35
57
53
12
100
99
11
92
5
57
93
90
49
17
6
0
AACG
2011-12-23T00:00:00
45
6
2
78
95
85
30
90
41
41
25
58
53
13
100
99
11
92
6
58
94
92
51
13
5
-0.045612
AACG
2011-12-30T00:00:00
46
7
2
78
95
95
80
98
56
56
26
60
53
13
100
99
11
93
5
92
94
97
60
17
2
-0.12672
AACG
2012-01-06T00:00:00
46
8
18
78
88
92
70
98
54
54
24
60
53
11
100
99
11
93
5
86
98
99
63
15
9
-0.020315
AACG
2012-01-13T00:00:00
46
7
12
78
89
94
76
81
53
53
21
60
53
8
100
99
11
93
5
89
98
99
60
16
6
0.033009
AACG
2012-01-20T00:00:00
47
12
16
78
87
96
88
100
71
71
26
63
53
7
100
99
11
94
5
95
99
100
76
17
24
-0.181893
AACG
2012-01-27T00:00:00
47
12
3
78
92
85
41
94
71
71
10
63
53
7
100
99
11
94
5
65
99
98
73
22
21
0.014522
AACG
2012-02-03T00:00:00
47
10
9
78
88
73
25
53
78
78
19
62
53
78
100
99
11
94
5
48
99
94
69
25
30
0.111056
AACG
2012-02-10T00:00:00
47
10
4
78
91
78
35
33
77
77
13
62
54
81
100
89
11
94
6
57
99
90
75
28
37
0
AACG
2012-02-17T00:00:00
46
10
3
77
93
65
17
55
76
76
10
62
53
82
100
89
11
94
6
40
99
96
81
27
35
0
AACG
2012-02-24T00:00:00
100
12
17
65
88
49
6
29
76
76
84
61
48
74
99
43
12
90
6
25
99
96
80
28
31
0.037317
AACG
2012-03-02T00:00:00
100
19
9
63
89
41
4
97
82
82
82
63
48
78
100
43
12
90
5
18
99
99
87
30
44
-0.170878
AACG
2012-03-09T00:00:00
100
19
3
63
93
41
5
88
81
81
75
63
48
81
99
44
12
90
5
17
99
98
89
20
57
0.006715
AACG
2012-03-16T00:00:00
100
16
21
62
88
23
1
46
81
81
90
62
49
72
99
45
12
90
5
9
99
98
87
28
72
0.073884
AACG
2012-03-23T00:00:00
100
14
4
62
91
20
2
13
82
82
76
62
49
80
99
46
12
89
5
8
99
98
89
26
77
0.058767
AACG
2012-03-30T00:00:00
100
13
19
61
88
23
11
21
78
78
90
62
50
73
98
46
12
89
6
12
99
99
89
27
76
0.008574
AACG
2012-04-06T00:00:00
100
13
13
61
89
23
21
43
78
78
85
62
50
75
98
46
12
89
6
16
99
100
95
29
77
-0.01745
AACG
2012-04-13T00:00:00
100
12
5
60
91
22
21
14
76
76
91
61
50
78
98
46
12
89
6
17
98
98
84
39
50
0.01184
AACG
2012-04-20T00:00:00
100
16
2
60
93
25
44
80
71
71
86
62
50
80
93
46
12
89
6
30
97
95
69
41
67
-0.073807
AACG
2012-04-27T00:00:00
100
13
8
62
89
18
4
18
73
73
93
62
51
77
84
46
12
89
6
8
94
97
69
35
52
0.087464
AACG
2012-05-04T00:00:00
100
12
22
65
88
19
6
37
70
70
99
61
52
70
81
46
12
89
6
10
94
99
67
34
62
-0.018767
AACG
2012-05-11T00:00:00
100
14
3
70
91
21
24
65
64
64
94
62
54
80
77
46
11
90
6
20
93
95
69
37
77
-0.04827
AACG
2012-05-18T00:00:00
100
11
4
71
90
25
64
9
62
62
95
60
55
80
53
46
11
90
6
43
95
99
79
36
83
0.046411
AACG
2012-05-25T00:00:00
68
17
2
79
90
27
64
87
64
64
32
61
51
39
54
73
11
90
9
44
96
95
78
34
69
-0.082305
AACG
2012-06-01T00:00:00
70
25
2
79
90
28
53
95
70
70
34
63
51
40
45
73
11
90
8
38
96
93
78
41
53
-0.135027
AACG
2012-06-08T00:00:00
71
29
11
80
88
32
78
99
69
69
69
64
52
39
58
98
11
90
85
55
95
88
65
37
67
-0.073733
AACG
2012-06-15T00:00:00
74
59
2
79
89
23
26
100
87
87
68
67
52
40
91
99
11
91
83
22
98
71
71
29
90
-0.363806
AACG
2012-06-22T00:00:00
72
41
22
79
87
31
68
67
91
91
69
66
52
40
77
99
11
91
84
49
96
79
90
22
97
0.307918
AACG
2012-06-29T00:00:00
72
43
4
79
88
35
73
65
91
91
69
66
52
39
59
99
11
91
84
54
96
81
90
22
98
0.021674