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
2020-03-20T00:00:00
30
89
100
33
64
2
9
24
96
96
50
80
69
38
12
84
100
46
91
4
98
93
82
14
95
-0.083333
AACH
2020-03-27T00:00:00
30
89
100
33
59
3
4
6
94
94
52
80
69
36
12
84
100
52
90
2
98
93
77
17
94
0.145455
AACH
2020-04-03T00:00:00
30
90
100
33
91
2
1
3
93
93
39
80
69
47
11
84
100
8
91
1
98
93
74
19
93
0.075397
AACH
2020-04-10T00:00:00
30
87
100
33
60
2
2
2
90
90
52
80
69
33
16
84
100
57
91
2
97
93
66
17
93
0.228782
AACH
2020-04-17T00:00:00
30
88
100
33
93
2
1
2
88
88
1
80
70
46
8
84
100
3
90
1
97
93
66
17
93
0.225225
AACH
2020-04-24T00:00:00
30
85
100
33
93
3
44
2
88
88
1
80
70
46
4
84
100
2
91
20
97
94
64
16
93
0.176471
AACH
2020-05-01T00:00:00
30
86
100
35
74
2
6
67
89
89
100
80
73
35
6
86
100
40
91
3
98
95
64
18
93
-0.177083
AACH
2020-05-08T00:00:00
31
91
100
39
87
6
48
93
89
89
100
81
73
41
29
10
100
23
82
26
98
96
69
16
93
-0.202532
AACH
2020-05-15T00:00:00
32
89
100
41
69
9
65
94
86
86
100
82
73
41
18
10
100
47
82
36
98
96
67
16
93
-0.095238
AACH
2020-05-22T00:00:00
32
92
100
41
89
10
75
100
88
88
100
82
73
49
23
11
100
19
82
42
98
97
69
15
94
-0.105263
AACH
2020-05-29T00:00:00
33
90
100
42
87
17
85
19
93
93
100
82
73
51
18
11
100
17
83
51
98
96
66
15
93
0.333333
AACH
2020-06-05T00:00:00
33
91
100
42
74
21
94
93
92
92
100
82
73
44
30
11
100
35
82
57
98
96
74
14
94
-0.117647
AACH
2020-06-12T00:00:00
33
89
100
43
72
36
95
19
92
92
100
82
73
43
33
10
100
42
83
67
98
96
67
14
94
0.1
AACH
2020-06-19T00:00:00
33
90
100
43
73
53
95
99
93
93
100
83
73
42
44
10
100
45
82
78
98
96
61
14
94
-0.181818
AACH
2020-06-26T00:00:00
33
94
100
43
74
33
69
100
97
97
100
84
73
43
91
10
100
41
82
50
98
98
72
12
96
-0.851852
AACH
2020-07-03T00:00:00
34
96
100
43
87
11
20
100
97
97
100
84
73
54
90
10
100
7
82
11
99
98
77
11
96
-0.25
AACH
2020-07-10T00:00:00
34
95
100
43
80
11
12
90
97
97
100
84
73
49
88
10
100
18
82
8
98
98
77
10
96
0.166667
AACH
2020-07-17T00:00:00
34
93
100
43
78
5
9
100
97
97
100
84
73
54
94
10
100
48
82
4
99
100
92
6
97
-0.114286
AACH
2020-07-24T00:00:00
34
94
100
43
79
14
59
34
97
97
100
84
73
64
87
10
100
31
82
31
99
100
94
6
98
0.225806
AACH
2020-07-31T00:00:00
34
94
100
42
80
4
12
37
97
97
99
84
73
69
95
15
100
23
91
5
99
100
92
6
97
0.052632
AACH
2020-08-07T00:00:00
33
95
100
40
83
9
57
87
97
97
99
85
72
71
90
15
100
18
91
26
99
100
94
5
98
-0.125
AACH
2020-08-14T00:00:00
34
93
100
39
77
7
10
89
97
97
99
85
72
60
96
16
100
42
90
5
99
100
94
5
98
-0.057143
AACH
2020-08-21T00:00:00
34
93
100
39
77
1
1
97
97
97
99
85
72
55
95
43
100
48
90
1
99
100
96
5
98
-0.121212
AACH
2020-08-28T00:00:00
34
92
100
39
77
1
1
13
97
97
99
85
72
53
97
44
100
53
90
1
99
100
94
6
97
0.206897
AACH
2020-09-04T00:00:00
34
94
100
39
80
1
1
2
97
97
99
84
71
69
94
44
100
24
90
1
99
100
92
5
98
0.342857
AACH
2020-09-11T00:00:00
34
95
100
39
86
1
1
83
97
97
99
84
71
74
97
44
100
12
91
1
99
100
89
5
98
-0.276596
AACH
2020-09-18T00:00:00
34
93
100
39
77
1
9
90
97
97
99
85
71
56
96
44
100
49
91
3
99
100
89
5
98
-0.029412
AACH
2020-09-25T00:00:00
34
96
100
38
89
1
11
97
97
97
99
84
71
77
81
44
100
6
91
4
99
100
86
5
97
-0.151515
AACH
2020-10-02T00:00:00
34
94
100
39
78
1
3
97
96
96
99
84
71
62
82
44
100
37
91
1
99
100
83
5
97
-0.071429
AACH
2020-10-09T00:00:00
34
95
100
39
85
1
8
99
96
96
100
85
71
74
84
44
100
13
90
3
99
100
81
5
97
-0.038462
AACH
2020-10-16T00:00:00
34
94
100
39
81
1
2
99
96
96
99
85
71
68
80
44
100
26
90
1
99
100
89
5
97
-0.12
AACH
2020-10-23T00:00:00
34
95
100
39
90
1
34
99
95
95
99
85
71
77
64
44
100
7
90
14
99
100
90
5
97
-0.090909
AACH
2020-10-30T00:00:00
34
93
100
39
79
1
86
72
95
95
99
84
71
58
58
44
100
46
90
40
99
100
91
4
97
0
AACH
2020-11-06T00:00:00
33
93
100
38
79
1
12
98
94
94
2
84
72
57
54
86
100
49
83
5
96
99
76
7
97
-0.1
AACH
2020-11-13T00:00:00
33
93
100
38
78
1
9
56
90
90
2
85
72
51
54
84
100
63
83
4
97
100
76
7
97
0.111111
AACH
2020-11-20T00:00:00
33
95
100
38
85
1
5
49
86
86
2
85
73
74
55
86
100
16
83
2
85
97
67
18
86
0.05
AACH
2020-11-27T00:00:00
33
94
100
39
78
1
4
3
96
96
2
85
73
61
34
86
100
42
82
2
72
91
38
22
79
0.428571
AACH
2020-12-04T00:00:00
33
94
100
39
78
1
2
61
96
96
2
85
73
63
38
87
100
40
82
1
74
96
47
17
79
-0.166667
AACH
2020-12-11T00:00:00
33
95
100
39
79
1
2
91
95
95
2
85
72
72
42
87
100
22
82
1
85
89
53
12
99
-0.12
AACH
2020-12-18T00:00:00
33
94
100
39
72
1
2
6
97
97
2
85
72
62
27
87
100
41
82
1
71
94
60
13
98
0.454545
AACI
2021-08-20T00:00:00
29
1
63
22
83
68
61
23
8
8
31
79
46
13
57.5
35
58
48
50
69
50
50
50
50
50
null
AACI
2021-08-27T00:00:00
29
1
56
22
83
68
61
53
8
8
16
80
46
34
57.5
35
58
28
50
68
50
50
50
50
50
null
AACI
2021-09-03T00:00:00
29
1
54
22
83
68
61
77
16
16
12
81
46
41
57.5
35
58
21
50
69
50
50
50
50
50
null
AACI
2021-09-10T00:00:00
29
1
58
22
83
68
61
31
13
13
19
80
46
31
57.5
35
58
31
50
67
50
50
50
50
50
null
AACI
2021-09-17T00:00:00
29
1
58
22
83
68
61
34
10
10
20
80
46
30
57.5
35
58
33
50
68
50
50
50
50
50
null
AACI
2021-09-24T00:00:00
28
1
61
22
83
68
61
45
8
8
29
80
46
17
57.5
35
58
44
50
68
50
50
50
50
50
null
AACI
2021-10-01T00:00:00
31
1
52
16
83
68
61
42
6
6
3
79
46
58
57.5
35
70
7
50
68
50
50
50
50
50
null
AACI
2021-10-08T00:00:00
31
1
65
16
83
68
61
40
4
4
39
79
46
12
57.5
35
70
49
50
67
50
50
50
50
50
null
AACI
2021-10-15T00:00:00
31
1
67
16
83
71
77
44
3
3
49
79
46
6
57.5
35
70
57
50
78
50
50
50
50
50
null
AACI
2021-10-22T00:00:00
31
1
50
16
83
64
57
68
4
4
1
79
46
65
57.5
35
70
2
50
63
50
50
50
50
50
null
AACI
2021-10-29T00:00:00
31
1
58
17
83
52
31
66
5
5
21
79
46
36
57.5
35
70
28
50
38
50
50
50
50
50
null
AACI
2021-11-05T00:00:00
30
2
51
17
83
67
70
63
5
5
3
79
46
60
57.5
35
70
6
50
74
50
50
50
50
50
null
AACI
2021-11-12T00:00:00
30
2
68
17
83
69
71
79
13
13
44
80
46
5
57.5
35
70
63
50
76
50
50
50
50
50
null
AACI
2021-11-19T00:00:00
28
1
67
17
83
63
57
48
13
13
38
79
46
6
57.5
35
70
57
50
62
50
50
50
50
50
null
AACI
2021-11-26T00:00:00
27
1
63
17
83
63
61
68
21
21
25
79
46
21
57.5
35
70
41
50
65
50
50
50
50
50
null
AACI
2021-12-03T00:00:00
27
1
58
17
83
68
63
8
25
25
15
78
46
37
57.5
35
70
26
50
69
50
50
50
50
50
null
AACI
2021-12-10T00:00:00
27
2
51
17
83
64
61
38
24
24
1
79
46
64
57.5
35
70
3
50
65
50
50
50
50
50
null
AACI
2021-12-17T00:00:00
27
2
56
17
83
48
37
18
23
23
11
78
46
45
57.5
35
70
20
50
39
50
50
50
50
50
null
AACI
2021-12-24T00:00:00
27
2
60
17
83
43
35
45
23
23
19
78
46
32
57.5
35
70
30
50
36
50
50
50
50
50
null
AACI
2021-12-31T00:00:00
23
50
47
39
83
45
36
51
23
23
38
79
46
7
57.5
35
14
55
50
40
50
50
50
50
50
null
AACI
2022-01-07T00:00:00
23
50
24
39
83
27
21
25
22
22
1
78
46
64
57.5
35
14
3
50
21
50
50
50
50
50
null
AACI
2022-01-14T00:00:00
23
50
51
39
83
38
42
34
22
22
62
78
46
2
57.5
35
14
68
50
38
50
50
50
50
50
null
AACI
2022-01-21T00:00:00
23
51
42
39
83
32
32
18
21
21
37
77
46
19
57.5
35
14
41
50
30
50
50
50
50
50
null
AACI
2022-01-28T00:00:00
23
51
47
39
83
62
79
21
20
20
53
77
46
8
57.5
35
14
54
50
73
50
50
50
50
50
null
AACI
2022-02-04T00:00:00
23
50
36
39
83
53
68
35
19
19
24
77
46
33
57.5
35
14
30
50
60
50
50
50
50
50
null
AACI
2022-02-11T00:00:00
38
99
2
29
83
66
78
33
14
14
9
77
46
54
57.5
35
51
13
50
76
50
50
50
50
50
null
AACI
2022-02-18T00:00:00
38
99
4
29
83
66
70
46
14
14
16
77
46
42
57.5
35
51
23
50
72
50
50
50
50
50
null
AACI
2022-02-25T00:00:00
39
99
1
29
83
58
57
51
14
14
2
77
46
66
57.5
35
51
5
50
58
50
50
50
50
50
null
AACI
2022-03-04T00:00:00
39
99
21
29
83
76
76
44
14
14
55
77
46
5
57.5
35
51
63
50
80
50
50
50
50
50
null
AACI
2022-03-11T00:00:00
39
99
5
29
83
75
69
35
14
14
17
76
46
43
57.5
35
51
24
50
76
50
50
50
50
50
null
AACI
2022-03-18T00:00:00
39
99
1
29
83
84
81
54
13
13
5
77
46
60
57.5
35
51
9
50
86
50
50
50
50
50
null
AACI
2022-03-25T00:00:00
39
99
3
29
83
86
83
47
13
13
12
77
46
50
57.5
35
51
18
50
88
50
50
50
50
50
null
AACI
2022-04-01T00:00:00
40
100
8
29
83
84
77
71
13
13
22
77
46
33
57.5
35
52
31
50
84
50
50
50
50
50
null
AACI
2022-04-08T00:00:00
40
100
10
29
83
85
79
18
16
16
28
77
46
26
57.5
35
52
37
50
86
50
50
50
50
50
null
AACI
2022-04-15T00:00:00
40
100
4
29
83
81
68
52
17
17
12
76
46
47
57.5
35
53
18
50
78
50
50
50
50
50
null
AACI
2022-04-22T00:00:00
40
100
6
29
90
75
64
34
17
17
22
76
46
23
57.5
35
53
26
50
72
50
50
50
50
50
null
AACI
2022-04-29T00:00:00
40
100
5
29
87
75
64
29
16
16
18
76
46
24
57.5
35
53
22
50
72
50
50
50
50
50
null
AACI
2022-05-06T00:00:00
41
100
2
31
92
77
71
25
16
16
6
75
46
28
57.5
35
53
10
50
77
50
50
50
50
50
null
AACI
2022-05-13T00:00:00
45
98
9
40
81
74
56
11
15
15
59
75
46
21
57.5
35
54
34
50
71
50
50
50
50
50
null
AACI
2022-05-20T00:00:00
44
98
3
42
91
77
61
34
15
15
53
75
46
28
57.5
35
53
15
50
75
50
50
50
50
50
null
AACI
2022-05-27T00:00:00
44
98
11
42
81
63
39
58
15
15
52
75
46
20
57.5
35
53
36
50
51
50
50
50
50
50
null
AACI
2022-06-03T00:00:00
44
98
4
43
90
85
81
45
15
15
68
75
46
34
57.5
35
53
21
50
86
50
50
50
50
50
null
AACI
2022-06-10T00:00:00
44
98
9
43
84
69
58
25
14
14
77
75
46
30
57.5
35
53
34
50
65
50
50
50
50
50
null
AACI
2022-06-17T00:00:00
44
98
8
43
86
71
64
23
13
13
76
74
46
31
57.5
35
53
31
50
68
50
50
50
50
50
null
AACI
2022-06-24T00:00:00
44
98
3
43
93
77
73
38
11
11
63
74
46
36
57.5
35
53
15
50
76
50
50
50
50
50
null
AACI
2022-07-01T00:00:00
44
98
8
43
84
78
73
42
10
10
77
74
46
31
57.5
35
53
32
50
77
50
50
50
50
50
null
AACI
2022-07-08T00:00:00
43
98
5
43
89
87
89
49
10
10
69
75
46
35
57.5
35
53
22
50
91
50
50
50
50
50
null
AACI
2022-07-15T00:00:00
43
98
4
43
90
84
79
38
10
10
97
75
46
35
57.5
35
53
21
50
85
50
50
50
50
50
null
AACI
2022-07-22T00:00:00
43
98
23
43
82
78
59
63
10
10
100
75
46
21
57.5
35
53
65
50
72
50
50
50
50
50
null
AACI
2022-07-29T00:00:00
43
98
9
42
86
83
67
56
10
10
97
75
46
29
57.5
35
54
34
50
81
50
50
50
50
50
null
AACI
2022-08-05T00:00:00
43
98
4
41
91
87
81
74
10
10
96
75
46
33
57.5
35
53
20
50
89
50
50
50
50
50
null
AACI
2022-08-12T00:00:00
43
98
4
39
92
87
82
66
10
10
97
75
46
33
52
35
53
19
50
88
50
50
50
50
50
null
AACI
2022-08-19T00:00:00
41
98
9
26
86
88
75
47
9
9
76
74
46
29
55
35
96
34
50
89
50
50
50
50
50
null
AACI
2022-08-26T00:00:00
41
98
9
26
85
86
70
44
10
10
75
74
46
29
51
35
96
33
50
83
50
50
50
50
50
null
AACI
2022-09-02T00:00:00
41
98
15
26
84
87
65
32
9
9
83
74
46
15
52
35
96
49
50
83
50
50
50
50
50
null
AACI
2022-09-09T00:00:00
41
98
7
26
88
87
71
57
9
9
72
74
46
23
67
35
96
29
50
85
50
50
50
50
50
null
AACI
2022-09-16T00:00:00
41
98
10
26
85
83
46
17
9
9
76
74
46
19
55
35
96
37
50
66
50
50
50
50
50
null
AACI
2022-09-23T00:00:00
41
98
4
26
91
78
51
17
9
9
64
73
46
27
49
35
96
19
50
69
50
50
50
50
50
null
AACI
2022-09-30T00:00:00
41
98
19
26
83
72
35
19
9
9
88
73
46
11
46
35
96
68
50
54
50
50
50
50
50
null
AACI
2022-10-07T00:00:00
41
98
4
26
92
64
37
38
8
8
66
73
46
27
58
35
96
17
50
51
50
50
50
50
50
null