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
⌀
AACH
2016-05-20T00:00:00
42
12
79
62
87
19
8
73
74
74
46
55
45
22
19
38
52
9
31
10
90
92
98
8
84
-0.029814
AACH
2016-05-27T00:00:00
42
11
79
62
88
27
58
20
74
74
43
54
45
22
14
38
52
6
31
40
92
88
99
9
86
0.077582
AACH
2016-06-03T00:00:00
42
11
79
62
87
18
15
31
72
72
45
55
45
22
10
38
52
8
31
13
86
80
100
14
83
0.004675
AACH
2016-06-10T00:00:00
42
13
79
63
83
26
28
85
72
72
55
55
45
22
17
38
52
19
31
21
85
87
99
14
86
-0.061889
AACH
2016-06-17T00:00:00
42
14
79
63
90
27
77
92
70
70
39
56
45
22
18
38
52
3
31
52
85
89
99
15
88
-0.045635
AACH
2016-06-24T00:00:00
42
11
79
63
47
28
73
18
73
73
91
55
45
22
10
38
52
61
31
49
89
91
100
15
95
0.078482
AACH
2016-07-01T00:00:00
42
10
79
63
85
42
92
5
75
75
53
54
45
22
7
38
52
16
31
69
94
85
99
16
91
0.095904
AACH
2016-07-08T00:00:00
42
10
79
63
63
33
63
22
74
74
80
54
45
20
7
38
52
44
31
46
96
77
99
18
92
-0.003958
AACH
2016-07-15T00:00:00
42
10
79
63
72
27
37
30
74
74
74
54
45
27
10
38
52
37
31
29
97
78
99
17
92
0.015011
AACH
2016-07-22T00:00:00
42
11
79
63
60
39
76
82
74
74
81
55
45
27
12
38
52
48
31
59
98
75
99
14
85
-0.038712
AACH
2016-07-29T00:00:00
42
11
79
60
88
37
66
37
73
73
52
55
45
27
27
38
52
10
31
52
97
74
99
13
86
0.025792
AACH
2016-08-05T00:00:00
42
15
81
50
52
22
17
98
82
82
89
57
45
19
86
38
61
56
31
16
96
80
99
11
87
-0.171151
AACH
2016-08-12T00:00:00
41
19
82
48
82
19
15
99
82
82
96
58
45
21
68
38
61
22
31
14
97
82
99
13
89
-0.076637
AACH
2016-08-19T00:00:00
40
19
82
48
86
37
79
94
81
81
93
59
45
21
72
38
61
15
31
59
93
74
99
21
87
-0.003458
AACH
2016-08-26T00:00:00
40
17
81
48
77
57
93
33
81
81
97
57
45
21
65
38
61
32
31
78
91
83
99
20
87
0.069404
AACH
2016-09-02T00:00:00
40
14
80
47
63
57
88
13
82
82
99
56
45
21
45
38
61
46
31
76
79
94
98
29
94
0.08437
AACH
2016-09-09T00:00:00
40
16
81
47
91
54
83
63
82
82
89
57
45
22
41
38
61
4
31
72
76
94
98
28
95
-0.066334
AACH
2016-09-16T00:00:00
40
18
81
47
77
40
46
92
81
81
96
58
45
22
44
38
61
31
31
41
74
92
98
28
96
-0.065171
AACH
2016-09-23T00:00:00
40
19
82
47
80
47
68
94
80
80
95
59
45
22
52
38
61
27
31
59
78
96
98
21
96
-0.026286
AACH
2016-09-30T00:00:00
40
20
82
47
91
12
5
64
77
77
83
59
45
22
64
38
61
1
31
6
82
96
98
22
96
0.02054
AACH
2016-10-07T00:00:00
40
18
82
47
73
10
3
71
74
74
93
59
45
22
52
96
61
36
14
5
85
95
98
18
96
-0.013226
AACH
2016-10-14T00:00:00
40
18
82
47
84
9
4
49
70
70
80
59
45
22
44
96
61
21
14
5
75
90
98
32
91
-0.002914
AACH
2016-10-21T00:00:00
40
19
82
47
80
13
14
76
69
69
83
59
45
21
61
96
61
26
13
11
70
84
97
43
93
-0.013442
AACH
2016-10-28T00:00:00
40
18
82
46
55
25
59
59
66
66
98
59
45
21
82
96
61
52
13
39
70
88
97
45
94
-0.011848
AACH
2016-11-04T00:00:00
45
57
87
46
88
17
27
100
93
93
75
68
45
21
96
96
60
7
12
18
20
90
77
64
70
-0.54976
AACH
2016-11-11T00:00:00
30
91
61
30
72
12
8
89
93
93
55
67
45
14
93
10
60
32
11
8
14
63
78
83
43
0.181092
AACH
2016-11-18T00:00:00
30
88
60
30
53
11
9
72
93
93
71
66
45
12
91
9
59
50
12
8
14
52
76
83
37
0.140924
AACH
2016-11-25T00:00:00
30
91
61
30
86
13
16
73
93
93
41
67
45
18
95
10
59
12
11
12
18
58
74
81
38
-0.054348
AACH
2016-12-02T00:00:00
31
93
63
30
85
11
17
97
93
93
43
67
45
17
95
10
59
16
12
10
17
60
76
81
38
-0.120167
AACH
2016-12-09T00:00:00
31
94
63
30
63
12
25
96
92
92
66
68
45
12
93
10
59
43
12
15
18
65
77
79
44
-0.002375
AACH
2016-12-16T00:00:00
31
95
63
30
54
11
19
94
92
92
73
68
45
11
94
10
59
52
12
12
19
65
75
78
46
-0.083333
AACH
2016-12-23T00:00:00
32
97
63
30
83
13
30
97
91
91
45
69
45
17
96
10
59
18
11
19
21
66
77
76
45
-0.051948
AACH
2016-12-30T00:00:00
32
98
63
30
65
2
1
90
91
91
65
69
45
13
96
10
59
40
11
1
22
66
78
73
53
-0.008219
AACH
2017-01-06T00:00:00
32
95
63
30
54
3
1
58
90
90
30
69
45
27
95
10
59
50
11
2
20
64
80
71
51
0.041436
AACH
2017-01-13T00:00:00
31
96
63
30
88
4
3
17
87
87
4
68
45
35
93
10
59
7
12
3
15
64
78
79
55
0.072944
AACH
2017-01-20T00:00:00
31
96
63
30
89
3
2
25
86
86
2
68
45
35
92
40
59
4
12
2
15
64
78
80
54
-0.004944
AACH
2017-01-27T00:00:00
31
96
63
30
87
3
3
29
82
82
5
68
45
34
92
40
59
10
12
2
14
64
77
80
53
0.007453
AACH
2017-02-03T00:00:00
31
96
62
30
82
3
2
33
81
81
11
68
45
31
68
40
59
21
12
2
14
66
78
80
52
0.007398
AACH
2017-02-10T00:00:00
31
96
63
30
57
3
6
78
78
78
35
68
45
25
67
40
60
48
12
3
14
65
78
81
52
-0.033048
AACH
2017-02-17T00:00:00
30
94
63
30
63
3
3
41
78
78
28
68
45
26
67
39
60
45
12
2
14
66
77
81
51
0.026582
AACH
2017-02-24T00:00:00
31
95
63
30
48
3
4
91
77
77
41
69
45
25
71
12
60
59
12
3
12
65
78
83
55
-0.065351
AACH
2017-03-03T00:00:00
32
94
62
29
90
3
7
4
86
86
1
67
45
38
45
12
60
2
12
3
15
66
62
84
38
0.187335
AACH
2017-03-10T00:00:00
44
93
92
31
56
4
46
18
85
85
74
68
45
27
47
32
70
50
9
19
4
69
44
84
45
-0.028889
AACH
2017-03-17T00:00:00
45
96
92
31
84
4
48
47
85
85
51
68
45
36
47
32
70
17
9
21
3
69
43
84
45
-0.018307
AACH
2017-03-24T00:00:00
46
95
92
31
45
4
55
86
85
85
83
68
45
27
46
32
70
62
9
25
3
69
43
84
47
-0.06993
AACH
2017-03-31T00:00:00
45
95
92
30
68
4
62
29
85
85
69
68
45
31
42
33
70
38
9
28
3
71
40
84
48
0.068922
AACH
2017-04-07T00:00:00
45
94
92
30
47
4
25
59
84
84
78
68
45
34
17
32
70
59
9
11
2
71
41
84
46
-0.026964
AACH
2017-04-14T00:00:00
45
94
92
30
54
4
55
71
83
83
98
68
45
34
19
33
70
51
9
25
3
72
39
84
39
-0.026506
AACH
2017-04-21T00:00:00
46
99
92
30
81
4
12
96
84
84
87
69
45
41
21
33
70
24
9
6
2
65
35
87
59
-0.085396
AACH
2017-04-28T00:00:00
46
99
92
31
91
9
86
95
83
83
76
70
45
48
21
33
70
1
9
47
2
66
36
85
54
-0.031123
AACH
2017-05-05T00:00:00
41
98
92
54
61
8
82
86
82
82
76
69
45
19
5
78
69
47
8
43
2
63
38
86
49
-0.009777
AACH
2017-05-12T00:00:00
41
97
92
58
49
7
67
61
73
73
88
70
45
19
5
79
69
61
8
33
3
58
36
86
42
0.011283
AACH
2017-05-19T00:00:00
41
99
92
59
91
6
30
90
73
73
40
70
45
31
7
79
69
4
8
15
2
57
34
85
43
-0.062762
AACH
2017-05-26T00:00:00
41
99
92
59
82
7
72
80
73
73
61
70
45
27
6
79
69
25
8
36
2
60
33
85
43
0.004464
AACH
2017-06-02T00:00:00
41
100
92
59
83
8
56
92
71
71
57
71
45
28
7
79
69
22
8
29
10
57
34
87
41
-0.037037
AACH
2017-06-09T00:00:00
41
99
92
60
78
7
35
82
65
65
67
71
45
26
6
78
69
31
8
16
8
60
36
87
42
-0.004615
AACH
2017-06-16T00:00:00
41
100
92
60
77
5
10
87
63
63
68
71
45
26
5
78
69
32
8
6
8
61
35
85
44
-0.029366
AACH
2017-06-23T00:00:00
41
99
92
60
88
5
7
14
79
79
48
70
45
30
4
73
69
13
8
5
11
63
37
85
43
0.119427
AACH
2017-06-30T00:00:00
41
99
92
60
92
5
11
27
76
76
37
70
45
32
4
73
69
1
8
6
11
64
37
85
43
-0.014225
AACH
2017-07-07T00:00:00
41
99
92
60
69
7
18
92
80
80
78
71
45
22
5
73
69
42
8
10
10
60
37
83
42
-0.093795
AACH
2017-07-14T00:00:00
41
99
92
60
88
6
10
32
82
82
56
71
45
29
4
73
69
19
8
6
74
44
62
91
80
0.076433
AACH
2017-07-21T00:00:00
41
98
92
60
77
7
14
48
81
81
77
70
45
23
4
73
69
42
8
9
92
65
34
92
80
-0.001479
AACH
2017-07-28T00:00:00
42
99
92
59
88
6
10
66
80
80
66
71
45
27
4
72
69
26
8
6
89
90
31
89
87
-0.034074
AACH
2017-08-04T00:00:00
38
94
92
51
95
7
13
2
90
90
39
68
45
32
3
70
52
3
5
8
90
95
28
69
83
0.248466
AACH
2017-08-11T00:00:00
37
92
92
50
77
7
11
2
89
89
21
67
45
26
2
69
52
46
4
7
97
93
13
72
83
0.065111
AACH
2017-08-18T00:00:00
36
92
92
49
92
11
67
2
88
88
6
66
45
32
2
92
52
15
4
36
96
86
16
75
82
0.043829
AACH
2017-08-25T00:00:00
36
92
92
49
93
9
65
16
88
88
4
67
45
33
2
92
53
11
4
33
97
82
21
67
79
-0.00442
AACH
2017-09-01T00:00:00
36
91
92
49
94
6
8
4
87
87
4
66
45
34
2
92
52
10
4
5
96
64
9
86
76
0.08768
AACH
2017-09-08T00:00:00
36
90
92
49
94
10
56
4
86
86
4
66
45
34
2
92
52
10
4
29
97
59
18
87
78
0.056122
AACH
2017-09-15T00:00:00
35
89
91
50
96
10
47
3
84
84
1
65
45
36
1
92
52
2
4
24
96
48
13
89
70
0.101449
AACH
2017-09-22T00:00:00
36
91
92
50
91
8
25
84
89
89
9
67
45
32
2
92
52
23
4
13
98
60
20
87
68
-0.142982
AACH
2017-09-29T00:00:00
36
91
92
50
90
41
97
76
88
88
11
67
45
32
2
92
52
25
4
73
98
61
20
87
67
0.016377
AACH
2017-10-06T00:00:00
37
93
92
50
95
58
99
96
88
88
3
68
7
35
3
92
52
6
4
82
98
70
24
84
78
-0.076536
AACH
2017-10-13T00:00:00
37
93
92
50
82
65
99
98
86
86
14
69
8
28
3
92
52
41
4
86
99
74
28
85
71
-0.089422
AACH
2017-10-20T00:00:00
37
94
92
50
95
66
98
78
85
85
4
68
8
34
3
92
52
6
4
85
99
69
33
83
68
0.033533
AACH
2017-10-27T00:00:00
37
94
92
50
92
73
98
75
84
84
7
68
8
30
3
92
52
20
4
89
98
69
33
84
69
-0.008111
AACH
2017-11-03T00:00:00
36
90
92
49
80
76
99
6
88
88
13
67
7
26
6
92
52
41
4
91
98
48
38
77
62
0.17757
AACH
2017-11-10T00:00:00
45
89
94
52
88
83
99
2
88
88
40
65
4
38
4
80
47
27
10
94
98
47
51
71
51
0.119048
AACH
2017-11-17T00:00:00
46
92
94
52
75
68
52
66
89
89
47
67
4
38
7
73
47
47
10
63
96
26
50
74
49
-0.129433
AACH
2017-11-24T00:00:00
46
93
94
52
65
67
50
89
89
89
52
68
4
38
12
72
47
58
10
61
96
39
44
77
45
-0.082485
AACH
2017-12-01T00:00:00
46
93
94
52
62
46
20
83
88
88
53
68
4
38
28
72
47
62
10
30
96
39
46
75
56
-0.00444
AACH
2017-12-08T00:00:00
46
93
94
52
81
22
13
74
87
87
44
68
4
38
41
72
46
39
10
14
97
38
48
75
59
-0.013378
AACH
2017-12-15T00:00:00
46
96
94
52
89
32
19
93
86
86
38
68
4
38
50
72
47
21
10
22
97
50
41
75
67
-0.048588
AACH
2017-12-22T00:00:00
46
93
94
52
63
31
25
31
86
86
52
68
4
38
49
72
47
59
10
25
97
52
35
79
67
0.077197
AACH
2017-12-29T00:00:00
46
95
94
52
89
75
91
49
83
83
39
68
4
38
50
72
46
21
10
86
98
71
38
65
32
-0.007718
AACH
2018-01-05T00:00:00
46
95
94
52
87
83
98
41
80
80
60
68
4
59
56
72
46
27
10
93
98
70
33
73
43
0.013333
AACH
2018-01-12T00:00:00
46
95
94
52
81
67
64
45
77
77
63
68
4
57
49
72
46
38
10
69
98
70
35
72
42
0.016447
AACH
2018-01-19T00:00:00
46
95
94
52
81
36
24
56
74
74
63
68
4
57
54
72
46
37
10
27
98
70
34
71
44
-0.007551
AACH
2018-01-26T00:00:00
46
95
94
52
86
36
20
55
70
70
59
68
4
57
54
72
46
30
10
24
98
71
44
68
37
-0.003261
AACH
2018-02-02T00:00:00
47
98
94
52
91
33
22
94
73
73
54
69
4
57
85
72
46
19
10
24
96
59
43
63
34
-0.115594
AACH
2018-02-09T00:00:00
47
97
94
52
63
22
8
67
70
70
72
68
4
58
86
72
46
60
10
12
87
69
47
47
33
-0.01233
AACH
2018-02-16T00:00:00
48
95
94
52
73
44
38
61
69
69
70
68
4
58
91
71
46
48
10
38
86
73
48
45
46
0.038702
AACH
2018-02-23T00:00:00
14
87
46
47
64
44
32
4
77
77
32
67
5
41
69
44
61
57
9
35
80
76
44
40
45
0.140625
AACH
2018-03-02T00:00:00
13
86
46
45
58
47
40
5
75
75
38
67
5
41
60
47
61
65
9
43
80
70
46
35
46
0.032666
AACH
2018-03-09T00:00:00
14
83
45
45
64
49
45
1
84
84
36
65
6
44
40
13
62
53
13
47
82
90
58
33
66
0.221429
AACH
2018-03-16T00:00:00
14
83
45
45
92
46
45
2
84
84
21
65
6
58
26
12
61
8
13
45
82
91
64
27
51
0.075188
AACH
2018-03-23T00:00:00
14
83
45
45
85
46
52
19
85
85
28
65
6
51
15
12
61
27
12
49
78
87
68
26
48
-0.066045
AACH
2018-03-30T00:00:00
14
84
45
44
92
23
10
71
85
85
21
65
6
56
16
12
61
8
12
13
77
79
73
29
37
-0.044925
AACH
2018-04-06T00:00:00
14
84
45
44
88
29
23
59
84
84
28
65
6
56
20
12
61
22
13
23
77
79
79
34
38
-0.001742
AACH
2018-04-13T00:00:00
14
86
46
44
93
30
25
87
83
83
4
66
6
58
34
12
61
7
13
24
79
59
69
46
25
-0.059337