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
⌀
A
2011-05-27T00:00:00
73
10
67
52
63
79
55
66
31
31
56
6
30
85
39
11
25
93
20
70
4
14
23
55
87
-0.021685
A
2011-06-03T00:00:00
73
10
68
53
86
78
58
79
35
35
36
7
39
85
62
11
25
93
20
71
4
14
33
55
88
-0.043739
A
2011-06-10T00:00:00
72
12
60
85
67
89
87
27
33
33
76
6
25
76
58
17
15
91
19
91
4
28
36
55
91
0.016017
A
2011-06-17T00:00:00
73
12
60
85
47
90
92
51
32
32
85
6
25
75
56
17
15
91
18
93
3
20
41
67
87
-0.015765
A
2011-06-24T00:00:00
72
11
60
85
49
88
86
33
29
29
84
6
25
75
60
64
15
91
18
90
3
21
40
69
86
0.022333
A
2011-07-01T00:00:00
72
11
60
85
88
92
89
22
31
31
57
6
25
78
67
64
15
91
18
94
3
24
37
79
81
0.072382
A
2011-07-08T00:00:00
73
13
60
85
83
94
95
71
33
33
65
6
25
77
75
64
15
91
18
96
5
23
39
87
88
-0.03403
A
2011-07-15T00:00:00
74
14
60
85
88
92
83
87
39
39
59
7
25
77
84
63
15
92
17
91
4
22
21
86
88
-0.062711
A
2011-07-22T00:00:00
74
14
60
85
82
88
60
87
34
34
67
7
25
76
83
63
15
91
17
77
4
21
23
85
89
-0.004034
A
2011-07-29T00:00:00
75
17
61
85
85
83
42
94
43
43
64
7
25
77
88
63
15
92
16
64
3
15
10
76
86
-0.100866
A
2011-08-05T00:00:00
75
19
62
85
74
89
74
88
46
46
70
7
25
76
91
63
15
92
15
86
3
9
7
83
73
-0.132142
A
2011-08-12T00:00:00
73
19
61
84
88
88
57
73
42
42
85
7
26
79
92
64
15
92
15
76
21
10
10
84
72
-0.010381
A
2011-08-19T00:00:00
75
24
62
85
84
88
65
93
49
49
86
8
26
79
90
64
15
92
14
80
36
19
40
93
78
-0.141663
A
2011-08-26T00:00:00
74
20
62
85
86
91
84
37
60
60
85
7
26
83
87
64
15
92
15
91
38
42
39
85
85
0.121969
A
2011-09-02T00:00:00
74
21
62
85
84
82
49
60
59
59
85
8
26
83
90
41
15
92
17
68
38
41
40
85
84
-0.013506
A
2011-09-09T00:00:00
91
26
60
70
86
69
27
58
56
56
92
8
35
80
92
33
13
92
17
47
38
43
38
86
84
-0.030209
A
2011-09-16T00:00:00
91
23
59
70
82
64
23
23
59
59
93
7
35
80
90
33
13
92
17
42
37
44
35
85
80
0.089933
A
2011-09-23T00:00:00
91
27
60
69
86
45
10
74
60
60
92
8
35
80
89
31
13
92
17
24
35
52
41
87
78
-0.128716
A
2011-09-30T00:00:00
91
26
60
69
51
36
11
60
59
59
97
8
35
79
88
31
13
92
17
20
34
52
41
87
78
-0.013598
A
2011-10-07T00:00:00
91
28
60
69
87
40
19
65
56
56
86
8
35
79
89
31
13
92
17
27
33
49
45
83
78
0.003854
A
2011-10-14T00:00:00
92
27
60
69
69
26
9
54
52
52
92
8
35
79
92
31
13
92
17
15
34
57
47
82
78
0.062808
A
2011-10-21T00:00:00
91
25
59
69
85
36
27
15
53
53
84
8
35
79
90
31
13
92
18
29
34
44
46
85
71
0.057892
A
2011-10-28T00:00:00
89
20
59
68
83
35
28
5
58
58
86
7
35
78
85
31
13
91
19
30
30
22
42
90
57
0.159312
A
2011-11-04T00:00:00
91
23
60
67
62
33
27
60
61
61
94
8
35
77
85
32
13
92
18
28
27
35
43
91
59
-0.097315
A
2011-11-11T00:00:00
91
23
60
66
57
42
60
38
59
59
96
7
36
68
84
33
13
91
19
51
26
29
33
88
57
0.014893
A
2011-11-18T00:00:00
90
22
60
66
73
34
27
46
57
57
94
7
36
67
76
31
13
91
19
28
25
28
35
86
60
-0.017354
A
2011-11-25T00:00:00
91
24
60
66
57
34
36
56
57
57
96
7
36
67
79
31
13
91
20
33
28
33
36
87
60
-0.08096
A
2011-12-02T00:00:00
90
23
60
66
49
34
32
41
53
53
98
7
36
66
71
31
13
91
19
31
26
32
35
85
60
0.086631
A
2011-12-09T00:00:00
91
26
60
66
86
33
33
84
53
53
90
8
36
66
73
31
13
92
19
29
30
37
37
86
53
-0.038938
A
2011-12-16T00:00:00
89
28
61
91
86
42
69
77
53
53
57
8
25
79
66
38
40
91
20
55
30
40
37
86
55
-0.052928
A
2011-12-23T00:00:00
88
25
61
91
67
68
91
47
54
54
71
7
25
76
64
15
40
90
16
86
32
38
41
88
45
0.056809
A
2011-12-30T00:00:00
88
27
61
91
61
44
53
60
53
53
73
8
25
75
61
15
40
90
15
47
33
41
39
88
48
-0.012183
A
2012-01-06T00:00:00
87
23
61
91
64
47
65
14
52
52
72
7
25
74
43
15
40
90
16
56
31
29
42
91
44
0.070731
A
2012-01-13T00:00:00
87
21
61
91
68
51
69
18
48
48
72
7
25
73
40
15
40
90
16
61
30
25
39
91
37
0.044383
A
2012-01-20T00:00:00
86
21
60
91
75
45
50
15
47
47
71
7
25
74
31
15
40
90
16
47
31
19
43
94
33
0.049652
A
2012-01-27T00:00:00
85
20
60
91
78
49
65
16
46
46
71
7
25
74
35
15
40
90
17
57
30
17
45
94
31
0.040976
A
2012-02-03T00:00:00
84
17
60
91
45
41
28
15
44
44
74
7
26
69
18
16
41
90
16
32
29
18
42
94
35
0.060926
A
2012-02-10T00:00:00
85
19
60
91
78
38
28
36
45
45
45
7
26
81
20
16
40
90
17
31
29
20
40
94
33
-0.025167
A
2012-02-17T00:00:00
86
20
60
90
81
43
46
75
45
45
42
7
27
82
31
16
40
90
16
43
32
15
36
94
35
-0.022668
A
2012-02-24T00:00:00
86
20
59
90
78
41
36
68
42
42
44
7
27
81
35
16
40
90
16
37
33
15
35
94
36
-0.002756
A
2012-03-02T00:00:00
86
19
60
89
64
55
81
31
39
39
50
7
28
80
20
17
40
90
16
72
32
13
33
93
33
0.016259
A
2012-03-09T00:00:00
76
20
61
45
47
62
84
25
36
36
70
7
23
83
18
22
38
92
17
79
32
11
32
94
34
0.019001
A
2012-03-16T00:00:00
77
20
61
44
80
69
89
29
34
34
55
7
23
82
22
22
38
91
18
87
30
12
31
92
31
0.023984
A
2012-03-23T00:00:00
77
21
61
44
75
75
91
70
36
36
58
7
23
82
25
22
38
91
17
89
32
13
35
93
31
-0.028906
A
2012-03-30T00:00:00
77
21
61
43
40
81
90
52
34
34
72
7
24
82
31
23
38
91
18
91
31
15
35
93
30
0.006971
A
2012-04-06T00:00:00
76
20
61
43
81
78
77
31
32
32
57
7
24
81
22
48
38
91
18
83
33
22
46
95
34
0.00585
A
2012-04-13T00:00:00
77
22
61
42
80
64
50
76
37
37
60
7
24
80
23
48
38
92
17
59
38
26
58
93
44
-0.056506
A
2012-04-20T00:00:00
78
23
61
43
79
62
47
73
35
35
62
7
24
80
28
48
38
91
17
55
21
23
56
93
47
-0.003319
A
2012-04-27T00:00:00
78
22
61
44
39
71
68
72
31
31
82
7
25
81
35
48
38
91
17
72
6
26
24
89
40
0.010942
A
2012-05-04T00:00:00
79
23
61
48
54
71
73
64
31
31
73
7
28
81
32
48
38
92
18
75
5
6
23
93
26
-0.036416
A
2012-05-11T00:00:00
80
24
60
54
54
73
72
78
32
32
67
7
30
81
32
48
38
92
18
75
4
5
18
94
28
-0.038056
A
2012-05-18T00:00:00
80
23
60
55
79
64
49
46
26
26
56
7
30
82
27
48
38
92
18
57
5
11
22
94
31
-0.018238
A
2012-05-25T00:00:00
79
20
60
55
62
65
57
15
34
34
63
7
30
82
25
48
38
92
18
63
7
12
27
95
46
0.058873
A
2012-06-01T00:00:00
80
22
60
55
87
73
71
62
39
39
49
7
31
83
37
48
38
92
18
75
10
9
22
94
42
-0.068034
A
2012-06-08T00:00:00
85
25
58
81
88
61
38
50
37
37
15
7
27
83
32
49
38
91
13
49
9
9
23
94
41
0.036077
A
2012-06-15T00:00:00
85
24
58
81
53
54
34
48
36
36
38
7
27
81
28
50
38
91
13
43
10
10
21
98
42
0.010388
A
2012-06-22T00:00:00
85
26
59
81
80
56
32
68
35
35
25
7
27
82
30
50
38
91
13
43
7
9
16
98
36
-0.024528
A
2012-06-29T00:00:00
85
27
59
81
87
52
35
70
32
32
18
7
27
84
35
49
38
91
13
42
7
14
20
98
43
0.007974
A
2012-07-06T00:00:00
86
29
59
81
84
43
26
93
33
33
21
8
27
85
60
50
38
91
13
32
19
19
38
97
65
-0.032387
A
2012-07-13T00:00:00
87
30
59
81
68
52
43
83
32
32
33
8
27
85
67
50
38
91
13
46
65
8
33
98
57
-0.024486
A
2012-07-20T00:00:00
86
29
59
81
83
63
71
54
31
31
23
8
27
86
64
50
38
91
13
69
62
7
35
99
59
0.014023
A
2012-07-27T00:00:00
86
29
59
81
83
52
44
49
31
31
24
7
28
86
76
49
38
91
13
47
62
7
31
100
57
0.010147
A
2012-08-03T00:00:00
85
27
58
80
89
54
49
20
29
29
18
7
28
86
81
50
39
91
13
51
71
10
23
100
49
0.030823
A
2012-08-10T00:00:00
83
24
58
79
73
56
52
20
28
28
51
7
28
84
75
48
38
91
14
54
68
7
21
100
47
0.036306
A
2012-08-17T00:00:00
85
31
59
79
78
48
36
89
42
42
48
8
28
84
89
49
38
91
13
40
82
12
18
99
54
-0.081671
A
2012-08-24T00:00:00
85
29
58
79
76
43
31
60
40
40
49
8
28
84
83
49
38
91
13
34
83
9
18
99
47
0.016928
A
2012-08-31T00:00:00
85
30
59
79
52
33
15
83
40
40
51
8
25
84
86
48
38
91
13
20
86
11
18
99
44
-0.01823
A
2012-09-07T00:00:00
81
28
59
65
53
33
17
43
40
40
32
8
17
81
84
48
61
91
24
22
82
11
18
99
45
0.033911
A
2012-09-14T00:00:00
81
28
59
64
48
36
30
44
39
39
34
8
17
81
83
49
61
91
23
31
83
20
8
95
42
0.034119
A
2012-09-21T00:00:00
81
29
59
64
89
37
36
63
37
37
12
8
17
81
86
48
62
92
23
34
85
28
12
97
42
-0.018411
A
2012-09-28T00:00:00
81
28
59
65
60
46
63
51
35
35
28
8
17
81
84
49
61
91
23
54
85
36
12
97
48
-0.011506
A
2012-10-05T00:00:00
81
28
59
65
56
52
75
52
35
35
28
8
17
81
82
48
61
91
23
66
82
49
11
96
54
0.010643
A
2012-10-12T00:00:00
82
30
59
65
86
30
18
74
36
36
17
8
17
81
78
48
61
91
23
20
78
60
20
96
40
-0.042204
A
2012-10-19T00:00:00
83
31
59
65
49
35
33
87
35
35
21
8
17
81
76
49
61
91
22
30
81
58
25
96
44
-0.039493
A
2012-10-26T00:00:00
83
32
59
64
85
31
21
64
29
29
19
8
17
81
68
48
61
92
22
22
79
51
29
96
46
0.005316
A
2012-11-02T00:00:00
82
30
59
63
77
34
35
33
30
30
21
8
18
81
70
48
62
92
23
31
73
42
28
96
44
0.029512
A
2012-11-09T00:00:00
82
28
59
62
64
35
47
25
26
26
9
8
18
76
63
48
61
91
24
38
75
54
47
96
41
-0.002444
A
2012-11-16T00:00:00
83
29
59
62
86
31
33
47
25
25
3
8
18
77
60
47
61
91
24
28
73
54
55
96
45
-0.029816
A
2012-11-23T00:00:00
83
28
59
62
41
32
42
47
24
24
11
8
18
75
65
47
61
91
24
34
75
53
58
96
41
0.029876
A
2012-11-30T00:00:00
82
27
60
62
72
33
44
22
27
27
6
8
18
76
58
46
61
91
24
36
76
48
62
94
49
0.038236
A
2012-12-07T00:00:00
82
27
59
62
46
27
28
45
27
27
11
8
18
75
68
46
61
91
24
24
75
50
63
94
49
-0.01253
A
2012-12-14T00:00:00
80
25
59
62
88
22
17
10
33
33
2
8
18
78
52
46
61
91
24
16
79
53
69
92
38
0.053957
A
2012-12-21T00:00:00
94
28
60
87
66
25
28
19
27
27
88
8
16
78
45
55
48
91
22
23
85
72
58
95
34
0.030117
A
2012-12-28T00:00:00
94
30
60
87
86
31
51
39
28
28
77
8
16
78
45
55
47
91
22
39
82
69
56
95
31
-0.027332
A
2013-01-04T00:00:00
94
27
60
87
74
36
63
20
32
32
85
8
16
77
32
55
47
91
22
49
80
73
79
93
26
0.076084
A
2013-01-11T00:00:00
93
28
60
87
83
34
51
26
31
31
84
8
16
76
28
55
47
91
22
41
80
65
69
93
28
0.013271
A
2013-01-18T00:00:00
93
27
60
87
77
34
51
25
30
30
86
8
16
75
18
55
47
91
22
41
92
82
77
91
19
0.016582
A
2013-01-25T00:00:00
93
27
59
87
78
42
78
23
27
27
86
7
16
75
18
55
47
91
23
62
92
68
78
90
18
0.025835
A
2013-02-01T00:00:00
93
27
60
87
76
37
62
46
27
27
86
7
16
74
20
55
47
91
22
48
90
45
82
90
8
0
A
2013-02-08T00:00:00
93
27
59
87
76
55
88
51
26
26
96
8
16
83
24
55
47
91
22
76
90
51
84
88
11
-0.004625
A
2013-02-15T00:00:00
94
31
60
87
59
60
86
92
38
38
99
8
16
82
27
55
47
91
22
77
86
60
82
89
14
-0.06278
A
2013-02-22T00:00:00
94
32
60
86
83
56
76
82
35
35
94
8
16
83
28
54
47
91
22
69
86
58
82
89
15
-0.010676
A
2013-03-01T00:00:00
94
31
60
85
85
67
86
70
33
33
95
8
17
84
26
53
47
91
22
82
87
63
87
88
19
0.003109
A
2013-03-08T00:00:00
64
30
61
59
52
71
82
50
31
31
85
8
15
90
26
21
46
91
22
81
86
66
83
87
24
0.026255
A
2013-03-15T00:00:00
65
30
61
59
39
72
81
61
26
26
89
8
15
90
29
20
46
92
22
81
84
73
83
86
17
-0.000462
A
2013-03-22T00:00:00
66
33
61
58
63
76
82
88
29
29
83
8
15
90
34
20
46
92
22
82
63
66
85
87
14
-0.040917
A
2013-03-29T00:00:00
66
33
61
57
54
68
71
56
29
29
85
8
15
90
33
21
46
92
21
73
66
68
83
85
10
0.020349
A
2013-04-05T00:00:00
65
32
61
56
65
67
64
47
24
24
82
8
15
90
33
21
46
92
22
68
66
69
83
83
13
-0.010244
A
2013-04-12T00:00:00
64
29
60
57
79
40
20
8
38
38
80
8
15
91
32
21
46
91
21
27
69
89
78
72
13
0.077259
A
2013-04-19T00:00:00
65
31
61
56
75
37
21
57
42
42
81
8
15
91
39
21
45
91
21
26
52
82
77
78
18
-0.061429