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
2018-04-06T00:00:00
99
78
22
52
87
96
98
19
81
81
81
72
45
96
83
81
18
98
22
99
100
76
97
1
55
0.019175
AACG
2018-04-13T00:00:00
99
79
16
52
94
77
73
71
79
79
83
73
46
97
89
81
18
98
22
78
100
76
94
1
51
-0.009407
AACG
2018-04-20T00:00:00
99
79
16
52
95
77
72
18
64
64
83
72
46
97
87
81
18
98
22
78
100
74
94
2
49
0.038462
AACG
2018-04-27T00:00:00
99
80
16
54
95
75
50
84
63
63
84
73
47
96
91
81
18
98
22
66
100
67
96
1
48
-0.062643
AACG
2018-05-04T00:00:00
99
80
18
59
91
65
28
63
62
62
91
73
47
95
89
83
19
98
22
46
100
67
96
1
51
0.011707
AACG
2018-05-11T00:00:00
26
79
26
86
88
69
46
47
60
60
47
75
32
95
93
23
25
97
21
60
100
65
95
1
50
0.025072
AACG
2018-05-18T00:00:00
26
79
26
87
87
83
67
80
60
60
48
75
32
95
94
23
25
98
21
80
100
65
96
1
50
-0.030103
AACG
2018-05-25T00:00:00
26
79
27
87
86
76
48
39
60
60
95
75
42
95
95
23
25
98
21
64
100
65
96
2
50
0.023278
AACG
2018-06-01T00:00:00
26
80
21
87
91
84
75
83
61
61
95
75
42
94
77
43
26
98
35
85
100
64
96
2
52
-0.020853
AACG
2018-06-08T00:00:00
26
80
26
87
87
76
53
55
59
59
95
75
42
94
71
43
26
97
35
68
100
63
96
2
53
0.012585
AACG
2018-06-15T00:00:00
26
80
28
88
86
80
79
80
58
58
95
75
42
94
76
44
26
98
34
83
100
62
95
2
46
-0.020076
AACG
2018-06-22T00:00:00
26
80
22
88
88
62
26
46
57
57
95
75
42
95
75
44
26
98
34
42
100
63
94
2
45
0.01561
AACG
2018-06-29T00:00:00
26
85
23
88
87
67
31
99
79
79
95
76
42
95
82
44
26
98
34
48
100
42
92
3
45
-0.192603
AACG
2018-07-06T00:00:00
26
84
25
88
87
71
57
98
78
78
95
77
42
96
85
28
26
98
34
67
100
44
91
3
46
-0.026175
AACG
2018-07-13T00:00:00
26
83
24
88
87
58
29
44
82
82
95
76
42
97
89
28
26
98
35
44
100
31
91
2
47
0.102627
AACG
2018-07-20T00:00:00
26
84
23
88
87
67
42
87
82
82
94
76
42
97
90
28
26
98
35
56
100
31
92
2
41
-0.064266
AACG
2018-07-27T00:00:00
26
82
27
87
85
55
23
16
82
82
93
76
42
96
81
28
26
98
36
37
100
30
93
2
46
0.073416
AACG
2018-08-03T00:00:00
26
82
27
86
86
57
33
35
78
78
91
76
41
95
76
31
26
98
36
44
100
42
92
3
39
0.006619
AACG
2018-08-10T00:00:00
26
75
23
84
86
50
22
1
89
89
41
74
42
95
44
2
26
97
41
33
100
36
89
2
40
0.316712
AACG
2018-08-17T00:00:00
23
52
48
69
85
58
38
1
88
88
30
71
22
95
25
2
62
96
48
47
100
42
88
2
39
0.081981
AACG
2018-08-24T00:00:00
23
52
48
69
85
22
4
4
88
88
16
71
22
95
22
3
62
96
47
10
100
45
87
2
42
0.036923
AACG
2018-08-31T00:00:00
23
84
54
69
70
19
3
88
90
90
15
78
22
95
66
2
62
98
40
9
100
52
75
3
44
-0.195104
AACG
2018-09-07T00:00:00
23
87
55
69
72
28
17
98
91
91
14
79
22
95
85
2
62
98
39
19
100
49
87
3
36
-0.207373
AACG
2018-09-14T00:00:00
23
90
58
69
67
22
6
100
92
92
9
80
22
94
92
3
62
98
38
11
100
55
85
2
52
-0.226744
AACG
2018-09-21T00:00:00
23
92
59
69
77
32
49
100
92
92
2
81
22
94
95
3
62
98
39
37
100
52
79
1
47
-0.150376
AACG
2018-09-28T00:00:00
23
93
60
69
69
29
49
99
92
92
5
81
22
95
94
3
62
98
39
36
100
55
78
1
50
-0.070796
AACG
2018-10-05T00:00:00
23
92
60
69
67
93
98
77
91
91
5
81
22
95
93
3
62
98
39
97
100
55
77
1
67
0.033333
AACG
2018-10-12T00:00:00
23
93
59
69
77
95
99
63
91
91
3
81
22
95
93
3
62
98
40
98
100
60
74
1
69
-0.032258
AACG
2018-10-19T00:00:00
23
90
59
69
61
95
99
14
90
90
20
80
22
95
89
3
62
98
40
98
91
33
69
5
56
0.114286
AACG
2018-10-26T00:00:00
23
90
59
69
62
65
40
35
89
89
11
80
23
95
87
3
62
98
41
53
85
24
69
8
25
-0.042735
AACG
2018-11-02T00:00:00
24
90
58
68
62
23
7
15
88
88
12
80
22
95
88
3
62
98
40
12
85
24
70
8
25
0.044643
AACG
2018-11-09T00:00:00
100
87
33
94
62
9
2
74
87
87
32
82
93
94
94
2
33
99
28
4
86
23
60
9
26
-0.065812
AACG
2018-11-16T00:00:00
100
88
34
94
60
6
1
87
85
85
33
83
93
94
91
2
33
99
28
2
87
28
67
9
34
-0.085087
AACG
2018-11-23T00:00:00
100
88
33
94
60
5
1
51
82
82
31
82
93
79
91
3
33
99
28
2
88
35
64
7
49
0.03
AACG
2018-11-30T00:00:00
100
88
33
94
71
7
2
25
80
80
19
82
93
83
82
3
33
99
29
3
77
23
73
8
44
0.058252
AACG
2018-12-07T00:00:00
100
86
33
94
60
7
7
29
78
78
32
82
93
79
75
3
33
99
29
5
79
23
72
8
50
-0.027523
AACG
2018-12-14T00:00:00
100
86
33
94
66
9
39
14
76
76
21
81
93
82
62
3
33
99
29
21
78
37
65
6
64
0.018868
AACG
2018-12-21T00:00:00
100
86
33
94
62
10
39
34
73
73
25
81
93
81
58
3
33
99
30
21
79
44
76
4
69
-0.064815
AACG
2018-12-28T00:00:00
100
86
33
94
63
11
56
59
65
65
24
81
93
81
60
3
33
99
30
31
79
44
70
3
76
-0.009901
AACG
2019-01-04T00:00:00
100
89
33
94
85
9
30
97
64
64
17
82
93
84
51
3
33
99
30
17
85
53
64
2
88
-0.07
AACG
2019-01-11T00:00:00
100
89
33
94
85
7
16
72
66
66
20
82
93
84
48
3
33
99
30
10
86
52
64
4
87
0.064516
AACG
2019-01-18T00:00:00
100
89
34
94
76
8
32
88
64
64
32
82
93
82
44
3
33
99
30
17
87
54
63
4
91
-0.010101
AACG
2019-01-25T00:00:00
100
86
33
94
59
11
52
14
67
67
54
82
93
73
50
3
33
99
31
29
84
51
55
3
89
0.091837
AACG
2019-02-01T00:00:00
100
86
33
94
69
12
52
7
70
70
37
82
93
80
46
3
33
99
30
30
83
47
52
9
89
0.102804
AACG
2019-02-08T00:00:00
100
87
33
94
60
16
67
80
76
76
45
82
93
77
34
3
33
99
30
40
86
58
49
14
92
-0.115254
AACG
2019-02-15T00:00:00
100
88
33
94
59
19
64
80
74
74
100
82
94
75
28
3
33
99
30
41
86
58
54
13
92
0.005747
AACG
2019-02-22T00:00:00
100
87
34
94
70
17
53
52
74
74
98
82
94
78
26
4
33
99
27
33
85
56
55
15
91
0.038095
AACG
2019-03-01T00:00:00
100
86
34
92
60
10
14
29
73
73
100
82
94
74
24
4
33
99
27
9
85
53
58
16
91
0.009174
AACG
2019-03-08T00:00:00
100
88
34
92
92
10
21
42
71
71
95
82
93
81
18
3
33
99
27
11
90
63
54
16
90
-0.020909
AACG
2019-03-15T00:00:00
44
51
36
34
60
9
15
89
70
70
45
84
92
84
11
4
4
55
17
9
88
65
63
15
91
-0.034355
AACG
2019-03-22T00:00:00
44
52
28
34
91
14
74
65
69
69
29
84
92
84
9
4
4
55
17
39
88
71
61
15
91
-0.009615
AACG
2019-03-29T00:00:00
44
51
37
33
61
24
88
89
68
68
47
84
92
84
10
3
4
55
17
57
85
69
58
16
95
-0.036893
AACG
2019-04-05T00:00:00
44
52
36
33
70
13
22
84
64
64
44
84
92
84
10
3
4
55
17
14
87
71
56
15
92
0.008065
AACG
2019-04-12T00:00:00
44
34
34
33
53
12
23
1
99
99
20
79
92
85
1
3
4
54
18
13
69
83
15
40
61
1.5
AACG
2019-04-19T00:00:00
45
32
34
33
54
13
45
1
99
99
20
79
92
85
1
3
4
54
19
24
70
85
14
43
63
0.068
AACG
2019-04-26T00:00:00
45
39
32
33
65
14
64
62
99
99
15
80
92
84
1
3
4
55
18
35
71
84
14
40
56
-0.235955
AACG
2019-05-03T00:00:00
45
45
29
35
76
17
56
86
99
99
10
81
92
84
2
3
4
55
18
33
71
85
14
45
54
-0.112745
AACG
2019-05-10T00:00:00
44
33
32
37
46
13
18
12
99
99
18
80
92
83
1
3
3
55
21
12
77
85
19
40
64
0.298343
AACG
2019-05-17T00:00:00
31
33
23
4
52
15
32
4
99
99
44
80
93
83
1
2
4
77
21
21
80
85
15
41
65
0.012766
AACG
2019-05-24T00:00:00
31
40
20
5
82
13
14
78
99
99
26
81
93
83
1
2
4
77
21
11
75
85
13
46
50
-0.159664
AACG
2019-05-31T00:00:00
30
40
22
4
60
12
11
96
99
99
63
82
77
82
1
2
4
77
30
9
73
85
16
51
55
-0.0875
AACG
2019-06-07T00:00:00
31
39
19
4
84
99
100
49
99
99
46
81
77
83
1
2
4
77
30
100
72
85
16
51
55
0.090411
AACG
2019-06-14T00:00:00
31
35
21
4
65
98
100
5
99
99
61
80
77
83
1
2
4
77
30
100
72
84
16
48
56
0.060302
AACG
2019-06-21T00:00:00
31
29
23
4
48
88
94
2
98
98
69
79
77
83
1
2
4
76
31
94
68
83
16
56
50
0.227488
AACG
2019-06-28T00:00:00
31
29
22
4
52
76
55
4
98
98
67
79
77
83
1
2
4
76
31
68
68
83
15
56
48
0.042471
AACG
2019-07-05T00:00:00
31
31
22
4
52
96
99
46
97
97
68
80
77
83
1
2
4
76
31
99
68
83
17
56
53
-0.062963
AACG
2019-07-12T00:00:00
31
29
23
4
43
97
99
22
97
97
71
79
77
84
17
2
4
76
31
99
66
82
17
56
56
0.031621
AACG
2019-07-19T00:00:00
31
29
20
4
77
93
45
23
96
96
55
79
77
84
18
2
4
76
31
70
64
82
18
56
56
0.007663
AACG
2019-07-26T00:00:00
31
29
24
4
38
90
28
44
96
96
72
79
77
84
5
2
4
76
31
60
65
87
17
56
55
-0.010646
AACG
2019-08-02T00:00:00
31
30
21
4
70
95
52
65
95
95
58
79
77
84
2
2
4
75
30
76
63
86
18
57
50
-0.033051
AACG
2019-08-09T00:00:00
31
34
21
4
72
94
87
93
95
95
26
80
77
83
28
3
4
75
31
93
60
76
17
56
49
-0.133545
AACG
2019-08-16T00:00:00
30
32
21
4
45
98
99
88
94
94
53
81
78
83
31
3
3
76
31
99
55
75
17
59
47
-0.045872
AACG
2019-08-23T00:00:00
30
33
21
4
36
98
99
96
94
94
55
81
78
83
14
3
3
77
31
99
59
72
18
62
46
-0.096154
AACG
2019-08-30T00:00:00
30
37
18
4
76
98
95
94
88
88
47
81
78
83
17
4
3
77
31
98
58
59
16
65
44
-0.010638
AACG
2019-09-06T00:00:00
30
33
22
4
34
99
96
82
87
87
55
81
78
83
44
4
3
77
32
99
59
61
24
62
44
0.016129
AACG
2019-09-13T00:00:00
30
38
19
4
68
96
94
90
84
84
49
82
78
83
83
3
3
77
31
97
49
60
27
54
29
-0.021164
AACG
2019-09-20T00:00:00
30
36
22
4
33
97
73
91
82
82
56
82
78
83
84
3
3
78
31
89
50
59
29
57
26
-0.027027
AACG
2019-09-27T00:00:00
30
41
17
4
84
97
48
92
80
80
43
82
78
83
83
3
3
77
32
75
47
60
32
57
25
-0.075556
AACG
2019-10-04T00:00:00
30
39
20
4
58
83
22
68
80
80
49
82
78
83
82
3
3
77
32
52
50
60
32
57
32
0.010817
AACG
2019-10-11T00:00:00
30
40
21
4
38
78
26
92
80
80
54
82
78
83
100
3
3
77
32
52
51
61
32
56
36
-0.072533
AACG
2019-10-18T00:00:00
30
36
20
4
42
60
9
13
88
88
4
82
78
84
100
3
3
77
32
32
48
54
32
55
30
0.134615
AACG
2019-10-25T00:00:00
30
35
19
4
60
54
7
10
87
87
4
81
78
85
99
4
3
77
32
27
48
54
26
56
27
0.056497
AACG
2019-11-01T00:00:00
30
38
17
4
82
56
12
63
86
86
4
82
78
87
98
4
3
77
32
30
47
59
24
60
27
-0.053476
AACG
2019-11-08T00:00:00
31
37
18
4
58
46
10
73
84
84
34
82
78
86
100
4
3
77
33
21
47
59
25
57
27
-0.022599
AACG
2019-11-15T00:00:00
32
65
49
12
82
43
9
78
82
82
18
82
14
82
100
6
78
69
38
21
44
60
28
59
27
-0.017341
AACG
2019-11-22T00:00:00
32
62
48
12
51
37
8
6
86
86
30
82
15
77
99
6
78
68
38
19
46
57
20
60
24
0.105882
AACG
2019-11-29T00:00:00
32
63
49
12
75
41
14
57
86
86
20
82
15
81
99
6
78
69
38
25
45
58
21
61
21
-0.039894
AACG
2019-12-06T00:00:00
32
64
49
12
54
33
8
93
86
86
27
83
15
78
99
6
78
69
38
18
47
60
20
57
22
-0.086427
AACG
2019-12-13T00:00:00
32
67
50
12
49
47
56
98
88
88
28
83
15
77
99
6
77
69
38
51
54
66
14
57
26
-0.140085
AACG
2019-12-20T00:00:00
32
66
50
12
79
56
77
80
88
88
29
83
15
77
99
6
78
69
38
70
85
50
27
53
19
0.06347
AACG
2019-12-27T00:00:00
32
68
51
12
90
44
31
98
86
86
24
83
15
79
99
6
78
70
38
34
89
52
33
54
20
-0.071618
AACG
2020-01-03T00:00:00
32
67
50
12
80
41
29
38
86
86
32
83
15
75
100
6
78
69
38
31
88
52
40
61
23
0.052857
AACG
2020-01-10T00:00:00
32
66
51
12
75
39
24
61
85
85
43
83
15
72
99
6
78
69
38
28
88
52
41
57
23
0.000678
AACG
2020-01-17T00:00:00
32
67
51
12
84
63
82
93
85
85
37
84
15
75
100
6
78
70
38
76
46
33
36
70
9
-0.050847
AACG
2020-01-24T00:00:00
32
69
51
12
95
48
50
83
84
84
21
84
15
81
99
6
78
70
38
49
41
25
31
72
11
-0.028571
AACG
2020-01-31T00:00:00
32
71
52
12
88
37
11
98
85
85
33
84
15
77
99
6
78
70
38
20
23
25
20
70
19
-0.149265
AACG
2020-02-07T00:00:00
32
71
52
12
81
28
5
99
84
84
47
85
15
71
100
6
77
70
38
13
23
15
10
68
19
-0.105445
AACG
2020-02-14T00:00:00
32
71
52
12
92
17
8
62
88
88
26
84
15
79
100
6
77
70
38
10
20
17
6
68
17
0.111111
AACG
2020-02-21T00:00:00
32
70
52
12
81
14
5
84
87
87
25
85
20
73
100
7
77
70
38
7
23
19
4
75
12
-0.034783
AACG
2020-02-28T00:00:00
32
70
52
12
91
15
9
40
81
81
14
84
20
78
100
6
78
70
38
8
69
49
5
42
45
-0.072072