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
2020-03-06T00:00:00
32
71
52
12
93
15
18
61
79
79
14
85
20
79
100
6
78
70
38
12
71
49
5
45
44
-0.029126
AACG
2020-03-13T00:00:00
32
70
52
11
90
10
5
46
69
69
15
84
20
77
99
6
78
69
39
5
73
61
3
32
66
-0.145
AACG
2020-03-20T00:00:00
33
66
51
11
95
10
11
9
62
62
11
83
20
79
98
7
78
69
36
8
87
82
70
17
88
0.052632
AACG
2020-03-27T00:00:00
32
68
51
12
96
8
4
16
59
59
9
84
20
80
98
7
78
69
37
4
87
83
70
23
83
0.071111
AACG
2020-04-03T00:00:00
5
65
47
24
88
7
2
18
57
57
17
80
49
1
83
20
72
65
23
3
85
84
67
26
81
-0.01556
AACG
2020-04-10T00:00:00
5
72
49
24
87
10
9
95
51
51
22
81
49
1
29
20
72
66
23
8
90
74
42
17
81
-0.10432
AACG
2020-04-17T00:00:00
5
73
49
24
92
11
8
85
50
50
13
82
49
1
36
20
72
66
23
8
90
77
34
20
80
-0.012941
AACG
2020-04-24T00:00:00
5
75
50
24
93
14
28
97
49
49
10
83
49
1
65
20
72
66
23
18
92
72
34
16
80
-0.106079
AACG
2020-05-01T00:00:00
5
77
50
24
96
17
29
96
48
48
6
83
49
1
62
17
72
67
22
21
91
70
41
16
79
-0.013333
AACG
2020-05-08T00:00:00
5
74
52
25
89
23
42
88
48
48
17
83
49
1
41
41
72
68
23
31
90
70
40
17
78
0.013514
AACG
2020-05-15T00:00:00
13
74
55
24
87
45
79
73
47
47
57
84
50
2
34
31
74
69
22
63
91
71
42
17
78
-0.048
AACG
2020-05-22T00:00:00
13
75
55
24
96
39
80
21
57
57
34
83
50
2
44
31
74
69
23
60
90
55
42
18
78
0.168067
AACG
2020-05-29T00:00:00
13
73
55
24
87
46
78
14
60
60
67
83
42
2
36
31
75
69
23
63
89
48
37
18
78
0.079137
AACG
2020-06-05T00:00:00
13
76
56
24
87
22
19
72
49
49
68
84
42
2
34
31
75
69
23
18
89
54
46
16
78
-0.044444
AACG
2020-06-12T00:00:00
13
69
54
24
87
23
19
3
72
72
69
82
41
2
13
31
75
69
23
19
93
38
15
11
76
0.323256
AACG
2020-06-19T00:00:00
13
72
55
25
88
18
9
71
76
76
63
84
41
2
20
31
75
69
23
10
91
52
11
9
79
-0.165202
AACG
2020-06-26T00:00:00
13
68
54
25
87
15
4
3
78
78
68
82
41
2
12
30
75
69
24
6
91
47
11
9
81
0.210526
AACG
2020-07-03T00:00:00
14
66
54
25
91
14
6
4
76
76
57
82
41
2
10
39
75
69
24
7
90
47
13
10
80
0.13913
AACG
2020-07-10T00:00:00
14
63
53
25
91
15
13
4
76
76
56
81
41
2
7
39
75
68
24
10
90
36
11
9
79
0.099237
AACG
2020-07-17T00:00:00
14
57
52
25
95
19
58
2
77
77
51
80
41
1
5
13
75
68
25
34
89
30
10
10
78
0.1875
AACG
2020-07-24T00:00:00
14
71
55
25
95
22
71
94
84
84
51
83
41
2
10
13
75
69
24
45
92
52
6
8
79
-0.319298
AACG
2020-07-31T00:00:00
13
71
56
25
88
10
27
89
84
84
63
83
40
2
14
13
75
69
23
11
92
57
10
8
79
-0.089347
AACG
2020-08-07T00:00:00
13
68
56
25
96
59
97
47
84
84
63
83
35
2
6
14
76
68
23
86
92
51
7
9
79
0.189623
AACG
2020-08-14T00:00:00
8
72
54
23
96
25
58
95
84
84
65
85
40
3
9
8
77
69
20
40
93
54
8
9
79
-0.127676
AACG
2020-08-21T00:00:00
8
70
54
24
89
61
95
55
83
83
67
85
40
3
11
8
77
69
20
82
92
45
13
9
77
0.022727
AACG
2020-08-28T00:00:00
8
68
53
23
86
72
94
39
83
83
67
85
40
3
10
8
77
68
23
86
92
45
13
9
77
0.066667
AACG
2020-09-04T00:00:00
8
71
54
23
95
79
95
73
82
82
76
85
40
3
12
8
77
68
24
90
92
44
12
9
76
-0.083333
AACG
2020-09-11T00:00:00
8
73
54
23
96
89
97
74
82
82
71
85
40
3
15
8
78
68
25
95
92
45
9
9
77
-0.036364
AACG
2020-09-18T00:00:00
8
74
54
23
97
46
26
84
80
80
68
85
40
3
20
8
77
69
25
33
92
45
9
9
77
0
AACG
2020-09-25T00:00:00
8
69
53
23
92
29
23
13
79
79
80
85
39
3
21
8
77
68
26
23
92
41
5
9
77
0.037736
AACG
2020-10-02T00:00:00
8
69
54
23
86
58
53
47
73
73
87
85
39
3
27
8
77
68
26
59
92
42
5
9
77
0
AACG
2020-10-09T00:00:00
7
71
54
23
88
28
13
86
71
71
82
85
40
4
36
8
78
69
25
15
93
45
4
8
76
-0.018182
AACG
2020-10-16T00:00:00
8
69
54
23
93
41
28
15
69
69
58
85
40
3
25
8
78
69
26
32
92
45
5
8
76
0.097222
AACG
2020-10-23T00:00:00
8
68
54
23
88
53
55
13
64
64
66
85
39
3
14
8
78
69
26
56
93
44
5
8
76
0.037975
AACG
2020-10-30T00:00:00
8
70
53
24
97
37
29
57
68
68
42
85
39
3
20
8
78
68
25
29
92
47
5
8
76
-0.113821
AACG
2020-11-06T00:00:00
7
70
52
23
88
34
33
47
66
66
59
85
38
4
27
16
79
68
29
32
93
41
4
8
75
0.059633
AACG
2020-11-13T00:00:00
80
76
41
24
87
22
25
85
59
59
41
86
37
4
38
60
80
67
29
20
93
43
6
7
76
-0.019048
AACG
2020-11-20T00:00:00
80
78
41
24
97
38
67
61
57
57
28
86
37
4
20
60
81
68
29
53
96
30
7
5
72
0.015004
AACG
2020-11-27T00:00:00
80
75
41
24
87
34
58
38
59
59
43
86
37
5
28
59
81
68
29
46
95
4
1
7
23
0.078261
AACG
2020-12-04T00:00:00
80
78
42
24
97
27
15
87
60
60
29
87
37
83
44
60
81
68
29
17
94
3
1
5
5
-0.048387
AACG
2020-12-11T00:00:00
80
79
42
24
97
54
74
82
59
59
27
87
37
83
60
60
81
68
28
68
95
1
1
4
1
-0.016949
AACG
2020-12-18T00:00:00
80
76
41
24
86
60
77
53
58
58
46
87
37
75
52
60
81
68
28
74
87
13
1
9
1
0.034483
AACG
2020-12-25T00:00:00
79
78
41
24
98
38
39
18
57
57
26
87
37
84
55
60
81
68
29
36
82
7
1
3
1
0.066667
AACG
2021-01-01T00:00:00
79
78
42
24
98
49
57
80
60
60
28
87
37
85
57
60
81
68
29
56
81
9
1
5
1
-0.070313
AACG
2021-01-08T00:00:00
80
77
42
24
87
29
29
58
56
56
35
87
37
80
62
60
81
68
29
25
78
9
1
4
1
0.042857
AACG
2021-01-15T00:00:00
79
79
42
24
97
28
30
54
54
54
42
88
37
89
63
60
81
69
29
26
77
8
1
4
1
0.01531
AACG
2021-01-22T00:00:00
79
76
42
24
88
34
56
20
57
57
58
88
37
83
60
60
81
69
29
45
78
10
1
3
1
0.071429
AACG
2021-01-29T00:00:00
79
76
42
24
98
20
21
23
54
54
40
88
37
91
63
60
81
69
29
16
79
15
1
3
1
-0.026667
AACG
2021-02-05T00:00:00
79
39
34
24
48
14
15
1
100
100
55
75
37
85
2
61
81
63
35
10
61
14
18
15
83
3.817352
AACG
2021-02-12T00:00:00
78
41
35
24
29
27
38
16
100
100
66
78
38
81
2
61
80
64
34
32
65
10
12
20
80
-0.096367
AACG
2021-02-19T00:00:00
78
41
36
24
42
44
71
12
100
100
59
78
38
84
2
60
81
64
34
60
53
19
23
27
88
-0.01049
AACG
2021-02-26T00:00:00
78
43
36
25
31
24
25
67
100
100
63
78
38
82
2
53
81
64
34
21
61
16
26
32
81
-0.107774
AACG
2021-03-05T00:00:00
78
48
37
25
78
33
35
79
100
100
50
80
38
89
2
54
80
65
33
33
63
18
25
32
83
-0.192079
AACG
2021-03-12T00:00:00
78
47
37
25
64
35
46
62
100
100
57
81
37
87
2
25
80
65
41
40
64
23
22
33
84
0.095588
AACG
2021-03-19T00:00:00
77
43
37
25
29
49
72
17
100
100
81
79
52
81
2
25
80
64
42
63
66
19
19
34
85
0.183445
AACG
2021-03-26T00:00:00
77
44
37
25
60
52
73
39
100
100
74
79
52
87
1
25
81
64
42
68
65
18
21
34
85
-0.069943
AACG
2021-04-02T00:00:00
5
44
62
31
70
100
100
95
100
100
35
80
35
92
2
6
83
65
17
100
65
19
29
37
90
-0.148374
AACG
2021-04-09T00:00:00
5
46
63
31
71
99
100
94
100
100
36
81
35
93
1
6
83
65
14
100
66
22
29
38
89
-0.031026
AACG
2021-04-16T00:00:00
5
59
65
31
60
99
99
100
97
97
17
83
35
93
3
6
83
66
13
99
67
23
28
38
89
-0.307882
AACG
2021-04-23T00:00:00
5
58
65
31
31
99
96
93
98
98
31
83
35
93
4
6
83
66
13
99
67
23
27
39
88
0.010676
AACG
2021-04-30T00:00:00
5
56
64
31
70
99
62
70
98
98
14
83
36
93
3
6
82
66
14
85
67
23
27
40
88
0.088028
AACG
2021-05-07T00:00:00
5
59
65
32
64
98
63
75
98
98
41
83
55
92
23
5
83
67
10
84
66
23
25
39
87
-0.058252
AACG
2021-05-14T00:00:00
12
59
67
32
54
99
87
83
98
98
60
84
57
92
22
6
85
69
10
96
65
24
25
42
87
-0.054983
AACG
2021-05-21T00:00:00
11
56
67
33
66
99
83
42
99
99
56
84
57
92
20
6
86
69
10
95
65
25
23
43
87
0.065455
AACG
2021-05-28T00:00:00
11
56
67
35
50
97
20
25
98
98
61
84
57
92
20
6
87
69
10
60
66
26
23
44
85
0.017065
AACG
2021-06-04T00:00:00
11
53
67
35
62
95
19
9
98
98
56
84
57
92
56
6
87
68
10
59
59
25
28
52
80
0.087248
AACG
2021-06-11T00:00:00
11
53
67
36
67
62
12
43
97
97
54
84
57
92
53
6
87
69
10
34
59
27
29
57
80
-0.015432
AACG
2021-06-18T00:00:00
11
54
67
36
44
63
14
68
98
98
62
84
57
92
54
6
88
69
9
35
61
24
34
60
80
-0.062696
AACG
2021-06-25T00:00:00
11
54
67
36
46
74
17
67
91
91
62
85
57
92
53
6
88
69
9
45
60
22
35
58
79
0.020067
AACG
2021-07-02T00:00:00
11
57
68
36
83
65
21
91
91
91
45
85
57
92
50
6
88
69
9
42
61
22
35
59
81
-0.055738
AACG
2021-07-09T00:00:00
11
58
68
36
70
62
25
93
90
90
53
85
57
93
78
6
88
69
9
42
46
18
28
63
77
-0.052083
AACG
2021-07-16T00:00:00
11
51
68
36
33
69
20
10
93
93
65
83
58
93
68
9
88
68
10
43
46
27
40
59
76
0.135531
AACG
2021-07-23T00:00:00
11
43
66
36
75
69
37
1
98
98
50
81
58
93
74
9
88
67
11
55
56
38
34
66
73
0.332258
AACG
2021-07-30T00:00:00
11
53
68
36
84
80
73
71
99
99
45
84
57
92
78
9
88
68
10
80
58
38
32
62
70
-0.246973
AACG
2021-08-06T00:00:00
11
57
67
36
81
72
56
92
99
99
46
84
58
91
97
10
88
68
9
68
60
40
39
66
69
-0.080386
AACG
2021-08-13T00:00:00
73
70
53
35
28
65
31
90
99
99
57
85
83
91
97
24
87
68
10
49
63
41
35
76
66
-0.052448
AACG
2021-08-20T00:00:00
73
72
54
35
82
64
32
78
99
99
54
85
83
91
97
23
87
68
10
50
64
47
32
72
67
-0.04797
AACG
2021-08-27T00:00:00
73
71
54
35
75
54
10
80
98
98
55
85
83
91
97
22
87
68
10
28
62
42
28
68
65
0.031008
AACG
2021-09-03T00:00:00
73
70
53
35
63
50
6
35
99
99
61
85
82
91
97
22
87
68
10
24
61
41
29
69
66
0.041353
AACG
2021-09-10T00:00:00
73
68
53
35
85
81
76
16
98
98
56
85
82
91
96
22
87
68
11
84
61
43
32
71
66
0.028881
AACG
2021-09-17T00:00:00
73
70
54
35
66
99
96
75
98
98
60
85
83
91
96
22
87
68
10
98
56
42
24
75
60
-0.059649
AACG
2021-09-24T00:00:00
73
74
54
35
47
73
42
96
98
98
64
86
83
91
95
22
87
69
10
58
52
42
21
76
58
-0.104478
AACG
2021-10-01T00:00:00
73
73
54
35
35
57
20
84
94
94
66
86
83
91
96
22
87
69
10
36
53
44
20
75
53
0
AACG
2021-10-08T00:00:00
73
76
54
34
76
50
15
88
87
87
52
86
83
91
96
22
87
68
10
30
46
41
17
72
54
-0.041667
AACG
2021-10-15T00:00:00
73
72
54
35
46
46
21
24
88
88
67
86
83
91
95
22
87
68
10
32
100
80
78
45
49
0.071304
AACG
2021-10-22T00:00:00
73
75
54
35
86
46
15
87
88
88
49
86
83
91
96
22
87
68
10
27
100
76
72
41
40
-0.050325
AACG
2021-10-29T00:00:00
73
75
55
35
66
53
29
87
86
86
61
86
83
91
95
23
87
68
10
38
100
76
72
46
42
-0.029915
AACG
2021-11-05T00:00:00
73
75
55
36
89
60
61
59
85
85
56
86
15
90
95
22
87
69
9
62
100
77
70
47
42
0.039648
AACG
2021-11-12T00:00:00
9
71
70
38
87
49
23
91
84
84
38
87
16
89
97
4
89
70
9
33
100
79
78
49
53
-0.063559
AACG
2021-11-19T00:00:00
9
74
71
39
85
37
7
98
91
91
38
88
16
89
98
5
90
70
8
20
100
65
85
56
52
-0.198643
AACG
2021-11-26T00:00:00
9
73
72
39
92
39
11
92
90
90
32
88
16
90
98
4
90
70
9
22
99
87
96
47
31
-0.028797
AACG
2021-12-03T00:00:00
9
77
72
39
70
38
13
99
93
93
47
89
17
84
98
4
90
70
9
24
90
70
94
56
24
-0.232558
AACG
2021-12-10T00:00:00
9
74
72
39
70
28
35
53
97
97
49
88
17
84
98
4
90
70
9
29
63
72
89
57
22
0.189394
AACG
2021-12-17T00:00:00
9
78
73
40
70
25
16
98
97
97
48
89
17
84
99
4
89
70
9
19
67
62
90
61
20
-0.191083
AACG
2021-12-24T00:00:00
9
79
73
40
79
22
10
95
97
97
43
89
17
85
98
4
89
71
9
13
62
44
89
67
16
-0.023622
AACG
2021-12-31T00:00:00
9
82
74
40
69
22
19
99
97
97
47
90
17
84
99
4
89
71
9
17
66
52
86
62
16
-0.13629
AACG
2022-01-07T00:00:00
9
59
70
40
83
21
9
1
100
100
37
84
17
86
97
4
89
69
11
12
69
77
74
16
38
1.464986
AACG
2022-01-14T00:00:00
9
68
71
40
51
13
3
39
100
100
29
86
17
82
99
4
89
69
10
6
67
67
78
17
46
-0.276515
AACG
2022-01-21T00:00:00
9
69
72
40
75
15
5
46
100
100
18
86
17
85
99
4
89
69
10
8
72
70
85
16
44
-0.08377
AACG
2022-01-28T00:00:00
9
71
72
40
52
8
2
79
100
100
30
87
17
82
80
4
89
69
10
4
70
70
84
16
44
-0.114286