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
2016-05-06T00:00:00
100
22
15
59
88
66
15
52
60
60
92
68
44
71
74
65
14
97
91
35
52
78
91
55
77
-0.023188
AACG
2016-05-13T00:00:00
100
22
19
62
86
89
56
64
59
59
95
68
43
71
74
65
14
97
91
79
47
80
89
50
81
-0.019782
AACG
2016-05-20T00:00:00
100
30
2
62
97
82
33
94
67
67
90
69
44
77
88
64
14
97
90
58
51
85
87
52
81
-0.10444
AACG
2016-05-27T00:00:00
100
30
6
63
94
88
61
88
64
64
48
69
41
75
93
71
14
97
92
79
48
88
85
50
80
0.022535
AACG
2016-06-03T00:00:00
34
24
22
87
86
85
47
46
65
65
94
70
76
78
90
50
12
98
88
70
36
81
88
56
78
0.050138
AACG
2016-06-10T00:00:00
34
25
13
87
89
93
71
61
64
64
87
70
76
78
83
50
12
98
88
89
30
69
89
55
84
-0.018888
AACG
2016-06-17T00:00:00
34
27
7
87
94
97
82
61
63
63
81
70
76
78
77
49
12
98
89
94
30
72
91
54
86
-0.013904
AACG
2016-06-24T00:00:00
34
26
17
87
87
95
69
67
61
61
92
70
76
78
75
50
12
98
89
88
36
73
88
61
82
-0.013557
AACG
2016-07-01T00:00:00
34
32
9
87
90
90
58
95
62
62
86
71
76
79
94
49
12
98
88
78
15
90
18
57
87
-0.078065
AACG
2016-07-08T00:00:00
34
40
4
87
94
85
44
99
65
65
78
72
76
80
99
49
12
99
88
66
30
93
52
54
78
-0.084675
AACG
2016-07-15T00:00:00
34
39
9
87
90
56
10
91
66
66
85
72
76
80
99
49
12
99
87
30
31
92
53
52
77
0.018893
AACG
2016-07-22T00:00:00
34
41
21
87
86
55
10
97
66
66
73
72
76
80
100
49
12
99
85
28
35
91
60
57
64
-0.055627
AACG
2016-07-29T00:00:00
34
48
3
86
95
66
32
97
64
64
50
73
76
80
100
50
12
99
85
48
59
87
24
48
72
-0.066351
AACG
2016-08-05T00:00:00
33
48
22
85
86
55
25
93
61
61
17
73
85
80
100
30
11
99
84
37
60
90
25
49
71
-0.013778
AACG
2016-08-12T00:00:00
78
41
8
76
88
58
33
26
69
69
46
75
82
80
100
32
16
98
83
44
54
87
22
37
68
0.096324
AACG
2016-08-19T00:00:00
78
46
3
76
93
55
32
69
69
69
39
75
82
79
100
31
16
98
83
42
29
82
21
53
63
-0.041583
AACG
2016-08-26T00:00:00
77
36
13
76
86
33
8
6
76
76
51
74
82
80
100
30
16
98
84
18
29
85
19
46
78
0.135059
AACG
2016-09-02T00:00:00
77
37
15
76
86
22
4
14
75
75
54
74
82
80
100
30
15
98
84
10
38
77
23
40
71
0.004932
AACG
2016-09-09T00:00:00
77
30
8
76
87
22
4
2
76
76
44
73
82
80
100
30
15
98
85
11
49
78
16
46
64
0.091411
AACG
2016-09-16T00:00:00
77
32
2
76
91
17
3
20
74
74
36
74
82
80
100
29
15
98
85
8
51
81
16
44
66
-0.022485
AACG
2016-09-23T00:00:00
77
36
9
76
87
12
3
76
74
74
45
74
82
80
100
30
15
98
83
6
56
86
15
36
70
-0.056929
AACG
2016-09-30T00:00:00
77
40
22
76
86
12
4
92
76
76
59
75
82
80
100
29
15
98
83
6
58
91
20
33
69
-0.095122
AACG
2016-10-07T00:00:00
77
40
20
76
86
17
35
85
75
75
52
75
83
80
99
29
15
98
82
22
57
92
19
35
68
0
AACG
2016-10-14T00:00:00
77
47
10
76
86
14
16
96
75
75
44
76
83
81
98
29
15
98
82
12
43
83
21
42
56
-0.07345
AACG
2016-10-21T00:00:00
77
47
7
76
87
27
76
91
73
73
44
76
83
81
94
29
15
98
83
51
46
85
23
32
51
-0.010909
AACG
2016-10-28T00:00:00
78
50
1
75
90
26
80
89
72
72
41
76
83
82
88
29
15
98
83
53
48
77
24
30
44
-0.050735
AACG
2016-11-04T00:00:00
77
45
3
74
88
59
91
25
69
69
42
75
69
83
75
31
15
98
84
80
70
74
30
17
55
0.056545
AACG
2016-11-11T00:00:00
29
27
11
78
88
45
85
25
67
67
76
75
61
83
67
15
38
99
85
69
57
53
36
44
36
0.093109
AACG
2016-11-18T00:00:00
29
28
11
77
87
23
36
26
63
63
76
75
61
83
47
15
38
99
85
25
58
53
36
43
37
0.024816
AACG
2016-11-25T00:00:00
29
28
10
77
86
13
13
49
63
63
89
75
61
83
49
43
38
99
84
10
62
53
31
38
36
0
AACG
2016-12-02T00:00:00
29
32
11
77
87
14
8
92
68
68
88
76
62
83
51
43
38
99
85
8
62
61
36
35
39
-0.11911
AACG
2016-12-09T00:00:00
29
33
11
78
87
11
5
54
68
68
80
76
61
84
43
44
39
99
84
6
61
55
36
35
38
0.078009
AACG
2016-12-16T00:00:00
29
34
11
78
88
11
7
81
67
67
73
76
62
84
37
44
39
99
84
7
61
56
36
36
38
-0.035148
AACG
2016-12-23T00:00:00
29
34
10
78
86
11
9
71
64
64
94
76
61
84
31
44
39
99
84
8
62
54
37
38
39
-0.005
AACG
2016-12-30T00:00:00
29
34
11
78
87
17
42
88
64
64
88
76
61
85
23
44
39
99
82
28
64
54
35
34
55
-0.028715
AACG
2017-01-06T00:00:00
29
34
10
78
87
22
69
67
63
63
89
76
61
85
23
44
39
99
82
45
64
54
35
34
57
0.021434
AACG
2017-01-13T00:00:00
29
37
11
78
87
25
70
98
67
67
76
77
61
86
33
44
39
99
81
48
72
48
41
32
51
-0.10275
AACG
2017-01-20T00:00:00
29
46
11
78
88
21
62
100
72
72
52
78
61
87
37
44
39
99
80
41
73
46
41
28
60
-0.129032
AACG
2017-01-27T00:00:00
29
43
11
78
86
12
17
88
72
72
81
78
61
87
32
44
39
99
79
12
72
49
40
26
56
0.026852
AACG
2017-02-03T00:00:00
29
39
11
78
87
16
36
22
77
77
63
77
61
81
22
44
39
99
81
24
75
62
44
22
64
0.125338
AACG
2017-02-10T00:00:00
29
37
11
78
86
16
22
17
76
76
81
77
61
73
33
75
39
99
82
17
74
63
47
23
64
0.032051
AACG
2017-02-17T00:00:00
28
37
11
77
87
17
18
14
74
74
61
76
61
82
32
75
39
99
81
15
75
67
46
23
67
0.04736
AACG
2017-02-24T00:00:00
100
59
26
56
86
16
13
6
74
74
83
73
63
75
30
73
33
98
86
12
72
68
43
22
61
0.032617
AACG
2017-03-03T00:00:00
100
64
26
55
87
17
14
42
73
73
73
73
63
83
31
73
32
98
86
12
71
66
40
22
56
-0.031587
AACG
2017-03-10T00:00:00
100
61
26
55
86
11
4
32
72
72
86
73
63
76
34
73
32
98
86
5
94
64
94
21
25
-0.002224
AACG
2017-03-17T00:00:00
100
65
26
55
88
8
2
72
70
70
72
73
63
83
28
73
32
98
86
3
90
66
76
20
40
-0.011144
AACG
2017-03-24T00:00:00
100
58
25
54
88
11
4
4
71
71
74
73
63
82
15
73
32
98
87
6
93
66
77
16
82
0.079639
AACG
2017-03-31T00:00:00
100
59
25
54
86
18
47
64
67
67
87
74
63
77
10
74
32
98
86
27
91
70
77
18
97
-0.038274
AACG
2017-04-07T00:00:00
100
57
25
54
86
20
60
16
66
66
87
73
63
76
11
74
32
98
85
37
84
71
76
15
99
0.023878
AACG
2017-04-14T00:00:00
100
62
25
54
87
27
70
86
66
66
94
74
63
81
11
74
32
98
85
49
84
69
78
16
99
-0.056537
AACG
2017-04-21T00:00:00
100
64
25
54
88
35
84
71
64
64
88
74
63
84
9
74
32
98
85
61
87
71
83
22
99
0.00824
AACG
2017-04-28T00:00:00
100
62
26
56
86
27
70
81
62
62
98
74
63
77
9
75
32
98
85
48
87
69
83
22
98
-0.013373
AACG
2017-05-05T00:00:00
100
62
26
61
86
29
71
65
59
59
98
74
63
77
8
76
33
98
84
50
91
60
90
25
97
0.002259
AACG
2017-05-12T00:00:00
100
63
26
65
86
23
48
78
57
57
96
74
63
81
12
76
33
99
85
32
91
60
90
26
98
-0.027047
AACG
2017-05-19T00:00:00
100
62
26
65
86
47
90
59
55
55
98
74
63
79
16
76
33
99
84
73
81
58
99
22
98
0.003089
AACG
2017-05-26T00:00:00
100
63
26
66
86
27
59
72
54
54
53
74
55
81
17
85
33
99
46
40
81
61
98
22
98
-0.006159
AACG
2017-06-02T00:00:00
26
86
11
85
93
39
78
30
51
51
80
74
71
14
9
66
31
99
25
60
64
61
99
26
98
0.034082
AACG
2017-06-09T00:00:00
26
78
10
85
86
25
33
1
91
91
96
72
71
14
2
64
31
99
26
25
76
89
96
24
99
0.469663
AACG
2017-06-16T00:00:00
26
79
10
85
87
22
29
11
91
91
89
72
71
14
2
64
31
99
25
22
75
88
96
28
98
-0.053007
AACG
2017-06-23T00:00:00
26
79
10
85
91
19
28
5
91
91
84
72
71
14
2
60
31
99
25
20
80
90
95
30
98
0.043057
AACG
2017-06-30T00:00:00
26
81
11
85
87
21
37
79
91
91
89
73
71
14
3
60
31
99
25
26
78
92
97
29
99
-0.060372
AACG
2017-07-07T00:00:00
26
80
10
85
86
18
33
35
91
91
95
73
71
12
4
61
31
99
26
22
79
93
97
30
99
0.017024
AACG
2017-07-14T00:00:00
26
82
10
85
92
20
37
65
90
90
82
73
71
10
3
60
31
99
26
25
64
93
95
32
97
-0.00594
AACG
2017-07-21T00:00:00
26
80
10
85
95
19
33
17
90
90
79
72
71
9
4
60
31
99
27
23
68
97
97
18
97
0.050516
AACG
2017-07-28T00:00:00
26
79
10
85
86
24
55
57
89
89
77
72
70
10
4
60
31
99
28
38
66
98
96
18
97
-0.024819
AACG
2017-08-04T00:00:00
26
80
10
84
92
88
100
53
89
89
5
72
69
11
4
60
31
99
27
96
64
97
96
18
97
-0.004242
AACG
2017-08-11T00:00:00
35
74
34
76
89
85
100
12
88
88
31
74
65
14
3
79
16
98
26
95
74
95
94
19
97
0.025559
AACG
2017-08-18T00:00:00
35
75
30
76
96
88
99
50
75
75
20
74
66
14
3
78
16
99
26
96
74
95
93
20
97
-0.024922
AACG
2017-08-25T00:00:00
35
75
36
76
87
85
92
76
73
73
37
75
66
15
4
79
16
99
27
93
77
96
94
17
96
-0.019702
AACG
2017-09-01T00:00:00
35
75
37
76
87
86
86
73
70
70
39
75
66
15
3
79
16
98
27
90
76
95
95
18
96
0.01358
AACG
2017-09-08T00:00:00
35
75
33
76
94
83
79
64
67
67
26
75
66
15
13
77
16
98
28
85
75
94
96
17
96
-0.006431
AACG
2017-09-15T00:00:00
35
75
38
76
86
87
86
46
65
65
40
75
65
15
11
72
16
99
28
90
74
96
98
16
96
0.01726
AACG
2017-09-22T00:00:00
35
75
30
76
97
85
75
32
64
64
18
75
66
15
16
71
16
99
27
85
66
97
97
20
97
0.031813
AACG
2017-09-29T00:00:00
35
75
38
76
87
85
64
51
60
60
40
75
66
15
16
71
16
99
26
79
63
98
98
28
96
0
AACG
2017-10-06T00:00:00
35
77
32
76
95
91
91
86
60
60
24
75
66
15
45
73
16
99
26
94
65
98
98
25
97
-0.030832
AACG
2017-10-13T00:00:00
35
77
32
76
95
87
70
67
59
59
24
75
66
15
43
73
16
99
25
82
61
97
98
28
96
0.008484
AACG
2017-10-20T00:00:00
35
77
30
76
97
83
47
74
58
58
23
75
66
14
51
73
16
99
24
68
62
97
98
28
96
-0.009464
AACG
2017-10-27T00:00:00
35
76
34
75
92
81
45
52
56
56
25
75
66
13
45
73
16
99
24
67
62
97
98
28
96
0.001062
AACG
2017-11-03T00:00:00
35
76
37
73
86
80
49
87
59
59
53
75
66
13
46
72
16
99
23
67
62
98
97
30
97
-0.055673
AACG
2017-11-10T00:00:00
35
77
36
72
87
81
59
79
56
56
52
75
79
14
70
97
15
99
22
75
63
98
97
31
97
-0.020213
AACG
2017-11-17T00:00:00
32
79
27
77
87
83
59
72
55
55
35
75
79
14
70
85
18
100
22
75
63
97
97
33
97
0.009169
AACG
2017-11-24T00:00:00
32
77
26
76
87
80
54
5
76
76
34
74
79
14
61
81
18
100
22
70
65
91
98
30
98
0.16184
AACG
2017-12-01T00:00:00
32
78
23
76
95
70
19
22
75
75
24
74
79
13
66
81
18
100
23
44
58
93
97
33
95
-0.01564
AACG
2017-12-08T00:00:00
32
76
26
76
89
71
34
7
74
74
32
74
79
13
86
81
18
100
22
53
57
93
96
33
94
0.033764
AACG
2017-12-15T00:00:00
32
76
24
76
94
66
28
8
72
72
25
74
79
13
81
81
18
100
22
47
57
89
96
34
92
0.038425
AACG
2017-12-22T00:00:00
32
77
29
76
87
68
39
44
72
72
39
74
79
13
88
81
18
100
22
55
54
90
95
29
89
-0.025902
AACG
2017-12-29T00:00:00
32
81
23
76
94
51
17
92
78
78
24
75
79
13
92
81
18
100
21
31
56
91
94
21
92
-0.119658
AACG
2018-01-05T00:00:00
32
76
30
76
86
46
18
19
83
83
36
74
79
12
87
81
18
100
22
28
56
88
97
35
89
0.168285
AACG
2018-01-12T00:00:00
32
77
26
76
87
48
23
24
81
81
13
74
79
9
95
81
18
100
22
31
55
88
97
33
88
0.017082
AACG
2018-01-19T00:00:00
32
75
29
76
86
85
88
9
81
81
22
74
79
8
97
81
18
100
22
89
55
88
98
34
86
0.034498
AACG
2018-01-26T00:00:00
32
79
27
76
87
80
85
97
83
83
18
75
79
8
97
80
18
100
22
86
54
83
99
30
59
-0.111014
AACG
2018-02-02T00:00:00
32
80
27
76
87
87
91
95
82
82
18
75
79
80
95
81
18
100
21
92
49
77
99
28
59
-0.088845
AACG
2018-02-09T00:00:00
33
73
22
76
92
92
94
2
88
88
8
73
67
85
76
80
18
99
23
96
99
94
99
7
69
0.260563
AACG
2018-02-16T00:00:00
32
76
22
76
92
86
78
51
88
88
9
74
67
85
84
51
18
99
22
86
100
79
98
5
72
-0.077783
AACG
2018-02-23T00:00:00
33
75
29
76
87
51
16
44
88
88
25
74
67
79
90
50
18
99
22
29
100
81
98
1
74
0
AACG
2018-03-02T00:00:00
33
76
26
75
87
89
84
80
88
88
16
74
67
82
89
50
18
100
22
91
100
80
98
1
74
-0.024231
AACG
2018-03-09T00:00:00
34
77
28
75
86
88
80
82
86
86
20
75
67
80
90
51
18
100
21
88
100
69
96
1
63
-0.015282
AACG
2018-03-16T00:00:00
34
77
25
75
87
91
89
50
85
85
17
75
67
83
88
52
18
99
21
93
100
68
96
1
59
0.011639
AACG
2018-03-23T00:00:00
99
77
24
53
87
64
14
23
84
84
85
73
46
95
88
81
18
98
23
38
100
78
94
1
66
0.01534
AACG
2018-03-30T00:00:00
99
79
15
53
95
46
10
54
83
83
70
73
45
96
88
80
18
98
22
24
100
76
96
1
59
-0.015109