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
2014-06-06T00:00:00
31
42
2
65
98
27
64
56
72
72
68
70
59
68
7
30
9
97
68
44
47
60
80
91
51
-0.073571
AACG
2014-06-13T00:00:00
32
45
6
66
95
27
62
85
73
73
78
70
59
68
8
30
9
98
71
42
45
67
81
92
51
-0.06292
AACG
2014-06-20T00:00:00
31
45
17
66
87
24
50
86
72
72
90
71
59
67
8
31
9
97
69
35
43
68
83
88
52
0
AACG
2014-06-27T00:00:00
31
45
19
66
87
49
92
9
74
74
91
70
59
67
6
31
9
97
69
74
46
66
92
81
49
0.100391
AACG
2014-07-04T00:00:00
31
47
8
65
95
55
91
23
73
73
80
71
59
67
7
31
9
98
69
76
42
60
72
83
53
0.001777
AACG
2014-07-11T00:00:00
31
50
12
66
91
66
95
88
75
75
85
71
59
64
7
30
9
98
68
84
31
55
74
81
47
-0.094619
AACG
2014-07-18T00:00:00
31
51
3
65
96
64
92
64
74
74
73
71
59
62
5
30
9
97
70
82
31
58
77
78
48
0.018942
AACG
2014-07-25T00:00:00
31
41
4
65
96
83
100
3
78
78
76
70
59
62
3
31
9
97
71
94
29
61
70
84
62
0.128205
AACG
2014-08-01T00:00:00
31
43
5
63
95
67
85
38
79
79
7
70
59
63
5
31
9
97
69
80
28
42
73
85
64
-0.073864
AACG
2014-08-08T00:00:00
77
35
19
56
87
49
34
36
76
76
49
69
60
66
4
49
16
97
69
39
27
37
75
84
66
0.011043
AACG
2014-08-15T00:00:00
77
36
5
55
96
43
24
26
74
74
34
69
60
68
4
48
16
98
69
30
41
34
60
76
67
0.037621
AACG
2014-08-22T00:00:00
76
37
12
55
92
74
92
64
73
73
42
70
60
67
5
48
16
98
69
87
52
46
73
74
62
-0.021637
AACG
2014-08-29T00:00:00
76
37
14
55
91
75
86
50
72
72
44
70
60
67
19
48
16
98
69
85
54
41
77
74
63
0.008966
AACG
2014-09-05T00:00:00
76
35
24
55
87
46
22
53
70
70
55
70
60
68
13
48
16
98
69
31
52
38
75
76
64
0.006517
AACG
2014-09-12T00:00:00
77
37
20
55
87
57
40
75
69
69
50
70
60
68
11
48
16
98
69
47
53
37
81
80
65
-0.036492
AACG
2014-09-19T00:00:00
77
38
20
55
87
89
98
74
67
67
50
70
60
68
12
49
16
98
68
96
53
36
80
82
61
-0.020159
AACG
2014-09-26T00:00:00
77
35
14
55
91
83
81
28
65
65
43
70
60
68
20
49
16
98
67
86
59
45
65
75
53
0.020574
AACG
2014-10-03T00:00:00
77
37
9
55
94
84
78
41
57
57
42
70
60
68
15
49
16
98
68
86
59
38
61
88
58
-0.009163
AACG
2014-10-10T00:00:00
77
35
12
55
92
89
87
46
50
50
43
69
60
67
11
48
16
97
68
92
59
38
62
89
59
-0.035758
AACG
2014-10-17T00:00:00
77
35
22
55
87
81
59
61
50
50
43
70
60
67
22
49
16
97
68
76
50
36
62
92
55
0.002558
AACG
2014-10-24T00:00:00
77
40
13
55
92
80
61
86
44
44
41
70
60
66
60
49
16
98
68
75
60
49
67
93
66
-0.028061
AACG
2014-10-31T00:00:00
77
45
6
53
96
81
58
93
42
42
55
70
60
64
79
50
16
98
67
74
68
62
58
88
70
-0.045276
AACG
2014-11-07T00:00:00
77
41
18
50
88
72
28
65
45
45
99
70
61
63
68
89
16
98
67
49
67
62
48
83
68
0.032302
AACG
2014-11-14T00:00:00
91
63
5
49
95
64
28
86
44
44
97
72
45
63
75
90
15
97
66
42
54
64
42
79
60
-0.033955
AACG
2014-11-21T00:00:00
91
63
12
49
92
79
66
89
43
43
99
72
45
62
83
90
15
97
66
77
52
62
19
70
67
-0.029635
AACG
2014-11-28T00:00:00
91
63
8
50
95
79
61
77
43
43
98
72
45
61
89
90
15
97
67
73
53
62
18
69
68
0.002131
AACG
2014-12-05T00:00:00
91
75
11
50
93
69
53
98
71
71
98
74
46
61
94
90
15
98
65
62
59
65
46
82
69
-0.198441
AACG
2014-12-12T00:00:00
91
69
9
50
93
68
46
47
76
76
98
73
46
61
84
90
15
98
66
58
94
68
27
33
85
0.119363
AACG
2014-12-19T00:00:00
91
70
13
50
91
50
27
70
73
73
99
73
46
61
86
90
15
98
64
36
93
64
26
29
84
0.005529
AACG
2014-12-26T00:00:00
91
66
5
50
95
32
14
10
75
75
96
72
46
60
90
90
15
98
64
21
88
48
20
29
87
0.085625
AACG
2015-01-02T00:00:00
91
48
14
50
89
36
21
1
83
83
99
71
46
57
82
90
15
97
66
26
79
53
63
58
81
0.237337
AACG
2015-01-09T00:00:00
91
56
7
50
94
28
16
30
84
84
96
72
46
52
84
90
15
97
65
19
73
56
57
68
78
-0.087719
AACG
2015-01-16T00:00:00
91
48
14
50
89
27
11
3
83
83
98
71
46
50
78
90
15
97
67
17
75
42
57
66
75
0.083974
AACG
2015-01-23T00:00:00
91
45
12
50
90
30
19
6
83
83
97
70
46
50
73
90
15
97
67
23
75
41
58
66
75
0.04317
AACG
2015-01-30T00:00:00
91
42
16
50
88
14
5
6
82
82
99
70
46
76
60
89
15
97
68
8
76
40
59
73
72
0.018707
AACG
2015-02-06T00:00:00
91
49
11
50
92
24
23
65
81
81
97
71
46
79
75
68
15
97
67
22
86
39
65
58
68
-0.036728
AACG
2015-02-13T00:00:00
99
46
8
50
91
22
19
99
82
82
96
71
64
79
87
27
12
98
67
18
91
20
44
62
62
-0.12825
AACG
2015-02-20T00:00:00
99
42
10
49
90
30
63
70
82
82
71
71
74
78
75
25
12
98
67
46
90
19
41
68
60
0.053015
AACG
2015-02-27T00:00:00
99
46
13
48
88
85
97
98
82
82
74
72
74
77
70
27
12
98
65
94
92
22
43
59
68
-0.073002
AACG
2015-03-06T00:00:00
99
49
11
48
90
62
87
91
81
81
74
72
74
79
69
29
12
98
65
78
92
25
49
59
72
-0.03666
AACG
2015-03-13T00:00:00
99
48
2
48
96
80
95
57
77
77
68
71
74
82
72
30
12
98
65
90
92
31
45
53
73
0.035236
AACG
2015-03-20T00:00:00
99
52
6
48
93
83
96
89
76
76
72
72
74
80
72
31
12
98
64
92
96
35
44
45
80
-0.034037
AACG
2015-03-27T00:00:00
99
49
6
47
93
87
96
39
73
73
73
72
74
80
77
31
12
98
65
94
96
30
42
47
78
0.017618
AACG
2015-04-03T00:00:00
98
51
13
47
88
77
79
88
72
72
77
72
74
78
74
31
12
98
64
83
97
32
45
34
69
-0.020083
AACG
2015-04-10T00:00:00
98
40
3
46
95
30
10
3
82
82
67
71
74
82
53
32
12
98
66
15
94
23
42
34
74
0.182332
AACG
2015-04-17T00:00:00
98
43
5
46
94
50
25
28
82
82
67
72
74
82
61
31
12
98
65
34
95
24
44
31
75
-0.045427
AACG
2015-04-24T00:00:00
98
37
9
47
90
27
9
4
82
82
71
71
74
80
46
32
12
98
66
14
95
25
35
33
69
0.102066
AACG
2015-05-01T00:00:00
99
42
12
51
88
22
10
71
82
82
73
71
74
79
62
31
12
98
66
12
93
26
36
28
67
-0.086364
AACG
2015-05-08T00:00:00
99
39
3
56
95
30
26
7
81
81
70
71
73
82
34
32
12
98
68
26
94
33
45
24
68
0.067786
AACG
2015-05-15T00:00:00
100
38
21
58
88
24
21
26
80
80
79
71
72
77
28
31
12
98
69
20
94
32
45
25
68
0.006407
AACG
2015-05-22T00:00:00
100
31
20
58
88
29
36
3
81
81
100
71
78
77
17
31
12
98
68
29
92
40
38
29
70
0.094329
AACG
2015-05-29T00:00:00
32
34
2
78
95
24
22
48
82
82
20
72
59
87
22
24
12
98
89
19
92
36
43
32
70
-0.055526
AACG
2015-06-05T00:00:00
32
35
2
78
96
75
96
61
81
81
19
72
59
86
33
24
12
98
89
90
91
31
50
34
76
-0.010078
AACG
2015-06-12T00:00:00
32
27
21
79
87
62
80
7
82
82
45
71
59
86
15
24
12
98
89
78
90
38
49
32
74
0.096719
AACG
2015-06-19T00:00:00
32
25
3
79
94
83
95
3
80
80
21
71
59
87
14
23
12
98
90
93
89
37
47
33
76
0.086127
AACG
2015-06-26T00:00:00
32
21
6
79
91
65
59
2
79
79
28
70
59
87
10
25
12
98
90
66
92
40
49
35
82
0.045109
AACG
2015-07-03T00:00:00
32
27
2
79
95
83
85
69
82
82
20
71
59
88
24
24
12
98
90
89
82
26
39
34
72
-0.105861
AACG
2015-07-10T00:00:00
32
36
7
78
90
82
81
94
85
85
28
72
59
88
50
24
12
98
89
86
79
14
45
42
61
-0.140752
AACG
2015-07-17T00:00:00
32
39
19
78
86
92
95
96
85
85
16
73
59
89
45
24
12
98
88
96
84
14
50
45
54
-0.068598
AACG
2015-07-24T00:00:00
32
43
11
78
87
86
87
95
84
84
11
73
59
89
55
24
12
98
88
90
84
14
50
45
60
-0.085714
AACG
2015-07-31T00:00:00
32
53
14
77
87
82
65
99
84
84
12
74
60
88
66
25
12
98
87
76
82
14
68
47
51
-0.126389
AACG
2015-08-07T00:00:00
31
51
16
76
86
93
96
86
82
82
15
74
55
87
76
20
12
98
87
96
82
14
70
44
52
-0.011129
AACG
2015-08-14T00:00:00
86
59
14
65
86
96
99
97
81
81
73
76
51
87
76
60
11
97
86
99
71
8
47
41
55
-0.081994
AACG
2015-08-21T00:00:00
86
67
13
65
87
97
99
96
78
78
73
76
51
87
86
59
11
97
85
99
20
7
64
68
21
-0.124343
AACG
2015-08-28T00:00:00
87
73
15
65
86
94
67
99
74
74
74
77
51
87
88
60
11
97
85
84
9
5
44
59
24
-0.094
AACG
2015-09-04T00:00:00
87
74
16
65
86
59
23
99
67
67
77
77
51
87
88
60
11
97
85
39
12
8
51
63
23
-0.068433
AACG
2015-09-11T00:00:00
87
73
17
65
86
38
17
88
71
71
77
77
51
87
94
67
11
97
85
25
19
7
16
54
23
0.016588
AACG
2015-09-18T00:00:00
87
76
6
65
93
31
9
82
70
70
64
77
51
86
92
67
11
97
85
18
22
7
16
47
26
-0.003497
AACG
2015-09-25T00:00:00
87
72
8
65
91
19
5
15
74
74
66
77
51
86
91
67
11
97
85
11
31
26
10
37
32
0.063158
AACG
2015-10-02T00:00:00
87
63
13
65
87
20
7
3
79
79
70
76
51
87
84
67
11
97
86
12
36
49
8
41
25
0.116612
AACG
2015-10-09T00:00:00
87
59
22
64
86
20
5
3
78
78
72
75
51
87
88
65
11
97
86
11
32
48
5
42
29
0.11133
AACG
2015-10-16T00:00:00
86
51
19
65
86
14
4
2
79
79
68
75
51
87
81
65
11
97
87
7
24
42
5
40
24
0.093085
AACG
2015-10-23T00:00:00
86
43
5
64
94
10
2
1
81
81
65
73
51
87
80
65
11
97
89
4
10
29
9
42
35
0.147607
AACG
2015-10-30T00:00:00
86
41
15
63
87
8
2
3
78
78
85
73
51
87
70
65
11
97
89
3
12
24
9
40
35
0.031095
AACG
2015-11-06T00:00:00
86
39
15
61
87
8
3
9
74
74
57
73
51
85
68
63
11
97
89
4
8
21
8
48
23
0.03427
AACG
2015-11-13T00:00:00
34
21
3
67
96
8
5
3
68
68
64
73
45
85
60
19
15
98
89
5
9
17
6
42
14
0.043738
AACG
2015-11-20T00:00:00
34
15
5
67
95
11
41
1
76
76
67
71
45
85
47
20
15
98
90
24
7
17
52
56
7
0.210159
AACG
2015-11-27T00:00:00
34
13
22
67
86
17
81
2
74
74
82
71
45
85
36
26
15
98
90
48
5
12
51
62
3
0.049843
AACG
2015-12-04T00:00:00
34
13
22
68
86
20
89
6
75
75
83
70
45
85
45
26
15
98
90
55
5
13
48
62
3
0.001499
AACG
2015-12-11T00:00:00
34
11
15
68
87
36
91
3
73
73
77
70
45
85
25
26
15
98
90
67
13
16
58
53
5
0.041916
AACG
2015-12-18T00:00:00
34
11
3
67
96
64
93
4
73
73
62
69
45
85
19
26
15
98
90
83
15
30
59
55
3
0.046935
AACG
2015-12-25T00:00:00
34
9
7
67
95
68
95
2
72
72
68
69
45
85
15
26
15
98
91
85
12
28
52
62
3
0.118024
AACG
2016-01-01T00:00:00
34
9
9
67
94
75
96
25
76
76
72
69
45
85
4
26
15
98
91
89
13
30
53
61
7
-0.044599
AACG
2016-01-08T00:00:00
34
10
5
68
96
87
99
48
77
77
71
69
45
85
2
26
15
98
91
95
15
25
48
65
10
-0.080942
AACG
2016-01-15T00:00:00
34
10
5
68
96
97
100
60
77
77
43
69
45
85
1
26
15
98
91
99
14
22
43
66
10
-0.05918
AACG
2016-01-22T00:00:00
34
11
13
68
92
98
100
74
76
76
56
69
45
86
1
26
15
98
91
100
12
22
40
66
16
-0.014364
AACG
2016-01-29T00:00:00
34
11
20
67
87
97
100
77
69
69
67
69
45
70
1
26
15
98
91
100
14
19
57
60
13
-0.007538
AACG
2016-02-05T00:00:00
34
10
14
67
90
99
100
37
66
66
21
69
48
72
1
26
15
98
91
100
16
21
56
55
24
0.022278
AACG
2016-02-12T00:00:00
34
13
16
67
88
99
100
82
69
69
23
69
48
72
5
27
15
98
91
100
16
23
48
61
30
-0.097573
AACG
2016-02-19T00:00:00
100
29
5
51
96
100
100
95
66
66
73
69
43
77
17
46
14
96
91
100
16
36
48
60
41
-0.045554
AACG
2016-02-26T00:00:00
100
25
20
51
86
99
98
86
64
64
80
69
44
69
22
63
14
97
90
99
17
39
49
56
37
0.023002
AACG
2016-03-04T00:00:00
100
31
7
50
94
99
81
96
54
54
74
69
44
75
25
64
14
97
89
93
19
49
52
46
52
-0.024733
AACG
2016-03-11T00:00:00
100
29
9
50
94
98
68
60
55
55
75
69
44
75
33
65
14
97
90
85
24
50
59
48
56
0.033429
AACG
2016-03-18T00:00:00
100
24
21
51
87
97
52
25
60
60
84
69
44
69
44
66
14
96
90
77
18
49
65
51
58
0.079197
AACG
2016-03-25T00:00:00
100
29
3
50
96
95
40
56
61
61
68
69
44
77
52
66
14
96
90
70
13
51
65
50
65
-0.043411
AACG
2016-04-01T00:00:00
100
26
9
50
93
98
61
21
61
61
76
69
44
75
49
66
14
96
90
83
11
49
63
49
69
0.045381
AACG
2016-04-08T00:00:00
100
24
22
50
86
88
36
58
60
60
82
69
44
69
50
66
14
96
90
63
9
52
49
50
76
-0.020672
AACG
2016-04-15T00:00:00
100
24
4
49
96
71
22
18
61
61
83
69
44
77
55
66
14
96
90
44
9
51
50
49
76
0.053826
AACG
2016-04-22T00:00:00
100
22
2
50
97
72
21
12
60
60
80
69
44
77
63
66
14
96
90
43
12
59
57
48
73
0.067101
AACG
2016-04-29T00:00:00
100
21
19
54
87
56
9
39
60
60
93
69
44
69
75
66
14
96
90
25
16
69
63
40
83
-0.028625