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
2018-04-20T00:00:00
14
86
46
44
90
69
82
74
82
82
7
66
6
54
47
12
61
18
13
79
76
58
74
51
25
0.021336
AACH
2018-04-27T00:00:00
14
86
45
45
90
75
90
67
81
81
7
66
6
55
38
12
61
18
12
86
77
58
70
55
25
0.000908
AACH
2018-05-04T00:00:00
14
84
45
50
78
86
99
22
80
80
12
66
21
49
38
11
61
38
17
95
75
59
71
52
26
0.044465
AACH
2018-05-11T00:00:00
42
84
98
21
88
89
99
18
78
78
37
64
17
25
42
65
57
24
28
96
76
63
74
48
27
0.041703
AACH
2018-05-18T00:00:00
42
84
98
21
61
87
98
44
70
70
51
64
17
19
39
65
57
59
28
95
76
66
66
47
24
-0.011676
AACH
2018-05-25T00:00:00
42
85
98
21
89
86
82
80
67
67
34
65
17
27
65
65
57
20
28
88
79
71
72
48
27
-0.037975
AACH
2018-06-01T00:00:00
43
88
98
21
93
86
78
97
71
71
27
66
18
29
76
65
57
8
28
87
72
56
68
44
29
-0.085088
AACH
2018-06-08T00:00:00
43
88
98
21
88
86
42
93
68
68
34
66
18
27
83
65
57
21
28
68
72
56
71
42
29
-0.009588
AACH
2018-06-15T00:00:00
43
88
98
22
92
84
35
94
67
67
30
66
17
29
80
66
58
12
27
61
70
52
63
48
17
-0.033882
AACH
2018-06-22T00:00:00
43
88
98
22
92
81
39
73
65
65
28
66
18
29
85
72
58
10
27
62
64
47
58
42
24
0.011022
AACH
2018-06-29T00:00:00
43
87
98
22
55
88
72
93
67
67
55
67
18
19
90
73
58
67
27
84
64
44
58
43
26
-0.071358
AACH
2018-07-06T00:00:00
43
89
98
22
89
90
83
86
67
67
34
67
18
25
91
73
58
22
27
90
65
44
56
43
26
0.01174
AACH
2018-07-13T00:00:00
43
88
98
22
94
86
70
25
69
69
24
66
18
29
85
73
58
2
27
81
67
57
55
55
23
0.059072
AACH
2018-07-20T00:00:00
43
87
98
22
61
77
43
80
69
69
50
67
18
16
89
73
58
60
27
62
65
56
52
51
24
-0.048805
AACH
2018-07-27T00:00:00
43
86
98
22
81
57
19
7
73
73
61
65
18
21
91
73
58
37
27
35
61
63
56
42
31
0.077487
AACH
2018-08-03T00:00:00
38
87
99
44
63
51
15
88
75
75
44
66
25
14
78
70
58
56
21
30
61
46
56
36
35
-0.089407
AACH
2018-08-10T00:00:00
38
88
99
41
78
44
10
83
71
71
38
67
25
20
78
69
58
39
22
23
62
46
54
39
36
-0.027748
AACH
2018-08-17T00:00:00
37
88
99
41
92
48
11
20
75
75
27
66
26
27
72
68
58
12
22
26
65
56
44
36
39
0.084523
AACH
2018-08-24T00:00:00
37
89
99
41
91
33
7
77
74
74
28
67
25
26
84
19
58
13
21
17
66
51
55
35
34
-0.038462
AACH
2018-08-31T00:00:00
37
88
99
41
64
33
8
94
74
74
43
68
26
18
84
18
58
53
21
17
68
55
54
27
33
-0.067368
AACH
2018-09-07T00:00:00
38
91
99
40
69
40
46
99
77
77
41
69
26
19
88
18
58
48
21
41
65
55
71
25
30
-0.121896
AACH
2018-09-14T00:00:00
38
92
99
40
82
27
14
97
76
76
35
69
26
23
87
18
58
32
21
17
68
54
78
24
32
-0.05527
AACH
2018-09-21T00:00:00
38
93
99
40
93
57
79
87
74
74
23
70
26
28
93
18
58
5
22
72
68
54
79
26
32
0.006803
AACH
2018-09-28T00:00:00
38
91
99
40
78
33
18
45
73
73
37
69
26
21
90
18
58
37
22
22
67
51
79
24
30
0.031081
AACH
2018-10-05T00:00:00
38
92
99
41
61
25
16
87
72
72
40
70
26
19
94
18
58
54
22
18
67
50
76
23
31
-0.082569
AACH
2018-10-12T00:00:00
38
92
99
41
80
45
68
55
69
69
14
69
26
23
94
18
58
33
22
58
73
64
70
25
38
-0.011429
AACH
2018-10-19T00:00:00
38
91
99
41
75
35
22
57
69
69
17
69
26
21
93
18
59
39
22
26
64
61
67
31
35
0
AACH
2018-10-26T00:00:00
38
90
99
41
62
22
9
51
62
62
22
69
26
17
90
19
59
51
22
13
65
62
67
31
31
-0.037572
AACH
2018-11-02T00:00:00
38
94
99
40
89
14
3
98
67
67
9
70
26
24
86
20
59
15
25
7
90
77
75
18
27
-0.136637
AACH
2018-11-09T00:00:00
17
95
83
30
58
12
4
100
92
92
14
75
30
18
95
30
69
52
32
6
96
69
8
39
42
-0.48
AACH
2018-11-16T00:00:00
17
97
84
30
65
12
5
100
93
93
11
77
30
20
97
32
69
43
31
6
94
17
13
48
19
-0.334448
AACH
2018-11-23T00:00:00
17
97
84
30
58
16
15
91
93
93
13
77
30
19
98
31
69
47
31
12
93
27
10
46
54
0.005025
AACH
2018-11-30T00:00:00
17
98
84
30
84
13
8
96
93
93
6
77
30
24
97
31
69
20
32
8
93
23
13
47
51
-0.015
AACH
2018-12-07T00:00:00
17
95
84
30
63
16
21
29
93
93
11
76
30
19
95
31
69
42
32
15
97
24
12
20
66
0.091371
AACH
2018-12-14T00:00:00
17
94
84
30
51
17
30
31
93
93
13
76
30
17
95
31
68
53
33
20
97
39
10
15
78
0.004651
AACH
2018-12-21T00:00:00
17
97
84
30
85
19
36
93
93
93
5
76
30
25
94
31
68
13
33
25
96
34
10
22
83
-0.277778
AACH
2018-12-28T00:00:00
17
96
84
30
59
9
5
97
93
93
11
77
30
19
95
31
68
45
33
5
96
35
8
23
90
-0.096154
AACH
2019-01-04T00:00:00
17
98
84
30
88
3
1
23
94
94
3
76
30
25
95
32
68
6
33
1
91
31
10
37
69
0.319149
AACH
2019-01-11T00:00:00
17
95
84
30
49
2
1
2
95
95
18
75
30
33
94
32
68
53
33
1
92
28
10
62
60
0.311828
AACH
2019-01-18T00:00:00
18
96
84
30
87
2
1
2
94
94
3
74
30
43
94
32
68
7
33
1
91
29
10
62
60
0.135246
AACH
2019-01-25T00:00:00
17
96
84
30
64
2
1
65
94
94
13
75
30
35
96
32
68
37
33
1
92
31
13
66
65
-0.140794
AACH
2019-02-01T00:00:00
17
95
84
30
46
2
8
55
94
94
20
75
30
30
93
32
68
55
33
4
92
30
13
65
66
0.02521
AACH
2019-02-08T00:00:00
18
96
83
30
74
3
19
8
94
94
9
74
31
37
74
31
68
26
34
10
91
22
14
54
49
0.147541
AACH
2019-02-15T00:00:00
18
97
83
30
86
3
4
5
93
93
3
74
30
43
73
30
69
7
34
3
92
22
14
55
51
0.060714
AACH
2019-02-22T00:00:00
18
96
83
30
69
2
4
18
93
93
11
74
30
37
71
81
68
31
34
2
92
22
15
54
52
0.003367
AACH
2019-03-01T00:00:00
19
96
84
30
70
3
29
74
92
92
10
75
30
39
61
81
68
29
33
12
91
20
15
53
51
-0.036913
AACH
2019-03-08T00:00:00
19
96
84
30
85
3
91
97
93
93
3
76
33
44
39
36
68
10
45
45
88
22
21
58
53
-0.195122
AACH
2019-03-15T00:00:00
19
97
84
30
88
4
91
72
92
92
2
76
33
46
33
37
68
4
45
45
89
21
19
60
51
0.077922
AACH
2019-03-22T00:00:00
19
96
84
29
83
3
61
99
91
91
4
76
34
44
35
37
68
14
46
26
86
27
19
62
48
-0.140562
AACH
2019-03-29T00:00:00
19
98
84
29
81
3
63
99
91
91
4
77
33
43
41
37
68
17
45
28
84
24
19
64
51
-0.140187
AACH
2019-04-05T00:00:00
20
96
84
29
84
5
87
74
91
91
3
77
34
58
37
38
68
11
45
44
84
27
18
63
44
0.11413
AACH
2019-04-12T00:00:00
20
96
84
29
78
6
87
51
91
91
1
77
34
52
24
37
68
23
45
44
82
27
18
66
41
0.019512
AACH
2019-04-19T00:00:00
4
94
64
24
86
6
88
99
93
93
3
78
42
44
29
38
100
8
60
46
84
32
19
63
43
-0.253589
AACH
2019-04-26T00:00:00
4
94
64
24
83
5
71
87
92
92
4
78
42
42
25
39
100
14
60
34
82
27
22
65
44
0.051282
AACH
2019-05-03T00:00:00
5
92
64
25
84
3
17
27
94
94
3
77
41
44
19
15
100
13
75
8
80
24
23
54
44
0.20122
AACH
2019-05-10T00:00:00
4
93
64
27
67
4
28
68
94
94
8
78
44
43
11
16
100
33
77
13
76
22
23
55
42
-0.121827
AACH
2019-05-17T00:00:00
8
91
64
27
80
3
6
96
94
94
24
77
46
30
14
38
99
20
86
3
77
19
18
60
50
-0.16185
AACH
2019-05-24T00:00:00
7
93
64
27
75
2
3
100
94
94
25
78
46
29
20
38
99
24
86
2
79
17
23
65
31
-0.241379
AACH
2019-05-31T00:00:00
7
92
64
27
37
3
13
100
94
94
46
78
47
20
24
38
99
67
86
6
77
17
24
64
28
-0.181818
AACH
2019-06-07T00:00:00
7
92
64
28
49
3
22
91
94
94
39
78
47
23
37
38
99
48
86
10
76
18
25
64
34
0.022222
AACH
2019-06-14T00:00:00
7
92
64
28
44
2
2
100
94
94
42
79
47
23
67
38
99
55
86
1
82
27
20
76
24
-0.240217
AACH
2019-06-21T00:00:00
7
93
64
28
54
2
3
96
94
94
37
80
47
25
66
38
99
43
85
2
74
17
23
76
20
-0.004292
AACH
2019-06-28T00:00:00
7
93
64
28
60
4
52
31
95
95
33
79
47
26
37
38
99
36
86
25
68
19
22
68
39
0.235632
AACH
2019-07-05T00:00:00
7
91
64
28
41
3
14
7
96
96
42
78
47
21
23
38
99
55
86
6
60
18
18
69
32
0.255814
AACH
2019-07-12T00:00:00
7
92
64
28
76
3
4
1
96
96
23
77
47
26
25
37
99
19
86
3
57
12
18
77
39
0.111111
AACH
2019-07-19T00:00:00
7
91
64
28
47
2
2
74
96
96
38
78
47
18
35
37
99
50
86
1
40
12
48
76
18
-0.200833
AACH
2019-07-26T00:00:00
7
92
64
28
85
2
1
62
96
96
20
78
47
28
23
37
99
7
86
1
41
33
34
78
15
0.03024
AACH
2019-08-02T00:00:00
7
93
64
27
86
2
2
82
95
95
20
78
62
29
30
26
99
7
82
2
37
27
34
79
8
-0.110324
AACH
2019-08-09T00:00:00
7
91
63
26
42
1
1
61
95
95
38
78
62
21
27
26
99
57
82
1
36
36
37
80
9
0.001138
AACH
2019-08-16T00:00:00
7
92
63
25
53
1
1
100
96
96
35
80
62
24
36
33
99
46
81
1
14
25
38
95
9
-0.318182
AACH
2019-08-23T00:00:00
7
94
63
25
87
2
22
94
95
95
18
80
62
34
31
35
99
3
81
10
11
14
52
96
7
-0.016667
AACH
2019-08-30T00:00:00
7
92
63
25
39
3
60
91
95
95
40
80
62
21
33
9
99
62
81
28
12
11
52
96
8
0.016949
AACH
2019-09-06T00:00:00
7
93
63
25
50
5
89
89
94
94
37
80
62
24
34
9
99
48
81
44
14
13
70
95
8
-0.015
AACH
2019-09-13T00:00:00
15
91
92
22
78
3
26
12
95
95
42
79
64
27
26
9
100
21
87
12
17
12
65
97
13
0.294416
AACH
2019-09-20T00:00:00
15
90
92
22
63
5
40
21
95
95
49
79
64
24
14
9
100
37
87
20
14
13
62
96
15
-0.005229
AACH
2019-09-27T00:00:00
15
90
92
22
41
4
25
58
95
95
54
79
64
19
11
9
100
61
87
12
15
12
59
96
16
-0.093298
AACH
2019-10-04T00:00:00
15
92
92
22
83
5
28
75
94
94
42
79
64
28
16
9
100
16
88
14
15
13
51
95
21
-0.034783
AACH
2019-10-11T00:00:00
16
95
92
22
83
2
2
100
97
97
34
81
64
29
36
9
100
16
87
1
29
21
52
75
46
-0.489489
AACH
2019-10-18T00:00:00
16
93
92
22
56
2
2
87
97
97
45
81
64
22
19
9
100
43
87
1
30
23
40
83
22
0.164706
AACH
2019-10-25T00:00:00
16
93
92
22
54
3
3
41
97
97
46
80
64
21
12
9
100
45
87
2
29
18
26
85
27
0.212121
AACH
2019-11-01T00:00:00
16
93
92
22
70
3
4
80
97
97
42
81
64
23
33
9
100
29
87
2
28
29
22
89
28
-0.145833
AACH
2019-11-08T00:00:00
15
87
92
22
51
4
58
1
100
100
99
78
67
21
10
9
100
44
88
24
45
18
22
96
30
1.658537
AACH
2019-11-15T00:00:00
29
85
100
34
85
4
59
55
100
100
95
79
67
28
20
15
100
8
90
26
49
20
22
97
25
-0.33945
AACH
2019-11-22T00:00:00
29
86
100
34
52
4
44
70
99
99
99
80
67
20
17
14
100
44
90
21
52
21
23
97
26
-0.166667
AACH
2019-11-29T00:00:00
29
86
100
34
81
4
34
65
99
99
96
80
67
26
10
14
100
12
90
16
53
22
23
97
26
0.083333
AACH
2019-12-06T00:00:00
29
82
100
34
62
1
1
2
99
99
98
79
67
21
6
14
100
34
90
1
59
23
24
98
24
0.230769
AACH
2019-12-13T00:00:00
29
86
100
34
66
2
2
73
99
99
98
80
67
22
10
14
100
31
90
1
66
29
16
97
27
-0.2
AACH
2019-12-20T00:00:00
29
85
100
34
56
3
8
84
99
99
98
80
67
22
8
14
100
39
90
4
67
33
18
97
27
0.015625
AACH
2019-12-27T00:00:00
29
87
100
34
64
2
3
100
99
99
98
80
67
22
21
14
100
33
90
2
70
34
18
97
27
-0.153846
AACH
2020-01-03T00:00:00
29
87
100
34
65
36
99
61
99
99
97
80
67
22
15
14
100
30
90
71
70
34
21
97
27
0.090909
AACH
2020-01-10T00:00:00
29
86
100
34
50
13
74
40
99
99
98
80
67
15
12
14
100
46
90
41
70
33
23
98
26
0.033333
AACH
2020-01-17T00:00:00
29
88
100
34
78
6
24
92
97
97
92
81
67
42
8
14
100
17
90
13
77
35
34
98
28
-0.08871
AACH
2020-01-24T00:00:00
29
91
100
34
77
8
50
100
97
97
93
81
68
42
18
14
100
18
90
25
78
36
38
98
28
-0.274336
AACH
2020-01-31T00:00:00
29
91
100
34
73
26
97
98
97
97
94
81
68
40
16
15
100
25
90
64
78
42
35
98
30
-0.073171
AACH
2020-02-07T00:00:00
29
91
100
34
42
8
39
100
97
97
100
82
68
31
38
15
100
59
90
20
78
31
23
98
30
-0.289474
AACH
2020-02-14T00:00:00
29
92
100
34
72
9
20
91
97
97
95
82
68
39
24
14
100
27
90
12
77
33
26
97
28
0.037037
AACH
2020-02-21T00:00:00
29
94
100
34
83
5
4
100
97
97
93
83
68
44
34
89
100
14
91
3
73
24
31
96
34
-0.214286
AACH
2020-02-28T00:00:00
29
93
100
34
88
6
8
16
98
98
93
81
68
47
14
84
100
6
91
5
98
84
60
67
81
0.363636
AACH
2020-03-06T00:00:00
30
92
100
34
60
7
28
91
98
98
50
82
70
37
40
83
100
44
91
13
97
75
58
71
65
-0.25
AACH
2020-03-13T00:00:00
29
90
100
33
64
5
4
17
97
97
49
80
70
38
12
83
100
43
91
3
98
93
71
18
96
0.066667