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
⌀
AACIU
2024-03-08T00:00:00
50
50
50
50
100
53
43
54
4
4
44
50
50
50
79
50
50
50
50
46
40
63
91
42
84
0
AACIU
2024-03-15T00:00:00
50
50
50
50
100
49
40
45
4
4
35
50
50
50
72
50
50
50
50
42
40
62
89
43
84
0
AACIU
2024-03-22T00:00:00
50
50
50
50
100
46
35
15
9
9
16
50
50
50
62
50
50
50
50
37
44
84
70
68
81
0.055963
AACIU
2024-03-29T00:00:00
50
50
50
50
100
59
62
72
12
12
27
50
50
50
78
50
50
50
50
63
59
95
80
62
64
-0.039096
AACIU
2024-04-05T00:00:00
50
50
50
50
100
58
57
50
11
11
16
50
50
50
76
50
50
50
50
60
56
93
80
61
64
-0.004521
AACIU
2024-04-12T00:00:00
50
50
50
50
100
56
52
35
9
9
57
50
50
50
73
50
50
50
50
56
59
94
81
62
64
0
AACIU
2024-04-19T00:00:00
50
50
50
50
100
56
53
25
9
9
2
50
50
50
65
50
50
50
50
56
59
94
81
62
66
0
AACPF
2010-12-31T00:00:00
50
1
50
50
100
50
48
64
1
1
22
75
50
50
59
50
50
50
50
49
98
98
49
33
66
-0.005155
AACPF
2011-01-07T00:00:00
50
1
50
50
100
50
48
54
1
1
1
75
50
50
59
50
50
50
50
49
98
98
49
33
66
0.005181
AACPF
2011-01-14T00:00:00
50
1
50
50
100
50
48
66
1
1
20
75
50
50
59
50
50
50
50
49
98
98
49
33
66
0.005155
AACPF
2011-01-21T00:00:00
50
1
50
50
100
50
48
42
1
1
10
75
50
50
59
50
50
50
50
49
98
98
49
33
66
-0.008205
AACPF
2011-01-28T00:00:00
50
1
50
50
100
50
48
54
1
1
26
75
50
50
59
50
50
50
50
48
98
98
49
33
66
-0.006205
AACPF
2011-02-04T00:00:00
50
1
50
50
100
50
48
60
1
1
30
75
50
50
59
50
50
50
50
49
98
98
49
33
66
0.007284
AACPF
2011-02-11T00:00:00
50
1
50
50
100
50
48
67
1
1
5
75
50
50
59
50
50
50
50
48
98
98
49
33
66
0.001033
AACPF
2011-02-18T00:00:00
50
1
50
50
100
50
48
73
1
1
8
75
50
50
59
50
50
50
50
48
98
98
49
33
66
-0.002064
AACPF
2011-02-25T00:00:00
50
1
50
50
100
22
29
56
1
1
14
75
50
50
59
50
50
50
50
21
98
98
49
33
66
-0.005171
AACPF
2011-03-04T00:00:00
50
1
50
50
100
21
36
51
1
1
22
75
50
50
59
50
50
50
50
24
98
98
49
33
66
0.003119
AACPF
2011-03-11T00:00:00
50
1
50
50
100
18
29
30
1
1
3
75
50
50
59
50
50
50
50
20
98
98
49
33
66
0
AACPF
2011-03-18T00:00:00
50
1
50
50
100
25
52
30
1
1
26
75
50
50
59
50
50
50
50
35
98
98
49
33
66
-0.001036
AACPF
2011-03-25T00:00:00
50
1
50
50
100
26
48
63
1
1
15
75
50
50
59
50
50
50
50
34
98
98
49
33
66
0
AACPF
2011-04-01T00:00:00
50
1
50
50
100
26
39
72
1
1
28
75
50
50
59
50
50
50
50
30
98
98
49
33
66
0
AACPF
2011-04-08T00:00:00
50
1
50
50
100
23
34
63
1
1
2
75
50
50
59
50
50
50
50
26
98
98
49
33
66
-0.002075
AACPF
2011-04-15T00:00:00
50
1
50
50
100
21
27
42
1
1
42
75
50
50
59
50
50
50
50
21
98
98
49
33
66
0.003119
AACPF
2011-04-22T00:00:00
50
1
50
50
100
25
39
46
1
1
9
75
50
50
59
50
50
50
50
29
98
98
49
33
66
0.005181
AACPF
2011-04-29T00:00:00
50
1
50
50
100
28
43
69
1
1
45
75
50
50
59
50
50
50
50
33
98
98
49
33
66
-0.004124
AACPF
2011-05-06T00:00:00
50
1
50
50
100
36
61
37
1
1
26
75
50
50
59
50
50
50
50
47
98
98
49
33
66
0
AACPF
2011-05-13T00:00:00
50
1
50
50
100
42
69
47
1
1
4
75
50
50
59
50
50
50
50
56
98
98
49
33
66
-0.001035
AACPF
2011-05-20T00:00:00
50
1
50
50
100
32
45
33
1
1
14
75
50
50
59
50
50
50
50
36
98
98
49
33
66
0.001036
AACPF
2011-05-27T00:00:00
50
1
50
50
100
27
34
44
1
1
15
75
50
50
59
50
50
50
50
28
98
98
49
33
66
0.001035
AACPF
2011-06-03T00:00:00
50
1
50
50
100
28
36
29
1
1
4
75
50
50
59
50
50
50
50
28
98
98
49
33
66
-0.003102
AACPF
2011-06-10T00:00:00
50
1
50
50
100
35
50
20
1
1
5
74
50
50
59
50
50
50
50
41
98
98
49
33
66
-0.002075
AACPF
2011-06-17T00:00:00
50
1
50
50
100
37
49
25
1
1
22
74
50
50
59
50
50
50
50
41
98
98
49
33
66
0.003119
AACPF
2011-06-24T00:00:00
50
1
50
50
100
28
34
39
1
1
14
74
50
50
59
50
50
50
50
28
98
98
49
33
66
0.001036
AACPF
2011-07-01T00:00:00
50
1
50
50
100
43
57
74
1
1
9
74
50
50
59
50
50
50
50
50
98
98
49
33
66
0.004141
AACPF
2011-07-08T00:00:00
50
1
50
50
100
43
54
78
1
1
1
75
50
50
59
50
50
50
50
48
98
98
49
33
66
-0.005155
AACPF
2011-07-15T00:00:00
50
1
50
50
100
48
61
45
1
1
27
75
50
50
59
50
50
50
50
55
98
98
49
33
66
0.001036
AACPF
2011-07-22T00:00:00
50
1
50
50
100
46
59
62
1
1
1
75
50
50
59
50
50
50
50
53
98
98
49
33
66
-0.001035
AACPF
2011-07-29T00:00:00
50
1
50
50
100
58
71
20
1
1
25
74
50
50
59
50
50
50
50
67
98
98
49
33
66
0.002073
AACPF
2011-08-05T00:00:00
50
1
50
50
100
70
81
12
1
1
14
74
50
50
59
50
50
50
50
79
98
98
49
33
66
-0.002068
AACPF
2011-08-12T00:00:00
50
1
50
50
100
72
79
9
1
1
12
73
50
50
59
50
50
50
50
79
98
98
49
33
66
0.010363
AACPF
2011-08-19T00:00:00
50
1
50
50
100
66
71
9
1
1
18
72
50
50
59
50
50
50
50
72
98
98
49
33
66
-0.001436
AACPF
2011-08-26T00:00:00
50
1
50
50
100
45
38
39
1
1
4
73
50
50
59
50
50
50
50
40
98
98
49
33
66
0
AACPF
2011-09-02T00:00:00
50
1
50
50
100
40
30
34
1
1
13
73
50
50
59
50
50
50
50
32
100
92
94
62
97
0.001438
AACPF
2011-09-09T00:00:00
50
1
50
50
100
51
51
42
1
1
19
73
50
50
59
50
50
50
50
52
99
92
57
64
94
-0.009231
AACPF
2011-09-16T00:00:00
50
1
50
50
100
47
41
62
1
1
27
73
50
50
59
50
50
50
50
43
99
95
47
57
92
0.009317
AACPF
2011-09-23T00:00:00
50
1
50
50
100
67
73
18
1
1
19
72
50
50
59
50
50
50
50
73
98
97
54
59
92
-0.006154
AACPF
2011-09-30T00:00:00
50
53
50
50
100
89
89
20
1
1
10
71
50
50
59
50
50
50
50
92
99
98
43
54
84
0.009288
AACPF
2011-10-07T00:00:00
50
53
50
50
100
92
94
39
1
1
17
70
50
50
59
50
50
50
50
96
100
98
68
37
82
-0.005828
AACPF
2011-10-14T00:00:00
50
53
50
50
100
95
95
75
1
1
29
71
50
50
59
50
50
50
50
97
99
99
73
32
79
0.004834
AACPF
2011-10-21T00:00:00
50
53
50
50
100
90
86
67
1
1
16
71
50
50
59
50
50
50
50
91
99
99
73
32
80
0
AACPF
2011-10-28T00:00:00
50
53
50
50
100
89
83
78
1
1
5
71
50
50
59
50
50
50
50
89
99
98
75
34
75
0.003071
AACPF
2011-11-04T00:00:00
50
53
50
50
100
85
79
60
1
1
18
71
50
50
59
50
50
50
50
85
99
98
75
38
68
-0.002041
AACPF
2011-11-11T00:00:00
50
54
50
50
100
79
57
53
1
1
22
71
50
50
59
50
50
50
50
70
99
98
73
36
69
0.00409
AACPF
2011-11-18T00:00:00
50
53
50
50
100
89
85
28
1
1
13
71
50
50
59
50
50
50
50
90
99
98
74
35
71
0
AACPF
2011-11-25T00:00:00
50
53
50
50
100
90
86
11
1
1
14
70
50
50
59
50
50
50
50
91
99
99
73
35
68
0
AACPF
2011-12-02T00:00:00
50
53
50
50
100
88
75
65
1
1
4
71
50
50
59
50
50
50
50
85
99
99
74
31
69
0.000916
AACPF
2011-12-09T00:00:00
50
53
50
50
100
76
44
59
1
1
1
71
50
50
59
50
50
50
50
61
99
99
73
32
66
0.000102
AACPF
2011-12-16T00:00:00
50
53
50
50
100
75
45
38
1
1
23
70
50
50
59
50
50
50
50
61
99
98
72
35
64
0
AACPF
2011-12-23T00:00:00
50
54
50
50
100
60
32
59
1
1
10
71
50
50
72
50
50
50
50
43
99
98
73
34
57
0.001017
AACPF
2011-12-30T00:00:00
50
53
50
50
100
65
39
46
1
1
4
71
50
50
51
50
50
50
50
52
99
98
70
33
63
0.002033
AACPF
2012-01-06T00:00:00
50
53
50
50
100
66
45
65
1
1
3
71
50
50
59
50
50
50
50
55
99
95
66
36
34
0.004057
AACPF
2012-01-13T00:00:00
50
53
50
50
100
74
61
73
1
1
19
71
50
50
63
50
50
50
50
69
99
98
78
38
41
-0.005051
AACPF
2012-01-20T00:00:00
50
54
50
50
100
87
85
82
1
1
38
72
50
50
70
50
50
50
50
89
99
99
77
37
47
0
AACPF
2012-01-27T00:00:00
50
53
50
50
100
68
43
80
1
1
23
72
50
50
73
50
50
50
50
55
99
99
75
36
50
0
AACPF
2012-02-03T00:00:00
50
54
50
50
100
67
46
84
1
1
10
72
50
50
83
50
50
50
50
57
99
99
77
35
45
0
AACPF
2012-02-10T00:00:00
50
54
50
50
100
73
63
61
1
1
11
72
50
50
84
50
50
50
50
70
99
100
75
35
42
0
AACPF
2012-02-17T00:00:00
50
54
50
50
100
65
47
75
1
1
5
72
50
50
88
50
50
50
50
56
99
100
76
34
43
0
AACPF
2012-02-24T00:00:00
50
54
50
50
100
66
52
72
1
1
37
72
50
50
90
50
50
50
50
60
99
100
78
30
59
-0.010152
AACPF
2012-03-02T00:00:00
50
53
50
50
100
63
37
47
1
1
24
72
50
50
88
50
50
50
50
49
99
100
74
29
65
0.003077
AACPF
2012-03-09T00:00:00
50
54
50
50
100
54
27
35
1
1
9
72
50
50
86
50
50
50
50
36
99
100
60
28
42
0.017382
AACPF
2012-03-16T00:00:00
50
54
50
50
100
44
20
55
1
1
18
72
50
50
86
50
50
50
50
26
99
100
59
22
28
-0.001005
AACPF
2012-03-23T00:00:00
50
54
50
50
100
39
18
45
1
1
4
73
50
50
90
50
50
50
50
22
99
100
57
22
32
0.00503
AACPF
2012-03-30T00:00:00
50
54
50
50
100
33
16
63
1
1
11
73
50
50
89
50
50
50
50
19
99
100
57
23
37
-0.008008
AACPF
2012-04-06T00:00:00
50
54
50
50
100
33
25
37
1
1
26
73
50
50
88
50
50
50
50
24
99
100
44
22
40
0.001009
AACPF
2012-04-13T00:00:00
50
54
50
50
100
32
20
27
1
1
8
73
50
50
85
50
50
50
50
21
98
100
29
24
28
0
AACPF
2012-04-20T00:00:00
50
54
50
50
100
30
20
46
1
1
23
73
50
50
86
50
50
50
50
20
84
99
4
25
33
0
AACPF
2012-04-27T00:00:00
50
54
50
50
100
37
38
56
1
1
6
73
50
50
87
50
50
50
50
35
84
99
7
26
30
0.006048
AACPF
2012-05-04T00:00:00
50
54
50
50
100
42
49
29
1
1
23
72
50
50
78
50
50
50
50
44
84
100
6
25
44
0.001002
AACPF
2012-05-11T00:00:00
50
54
50
50
100
39
42
36
1
1
5
72
50
50
77
50
50
50
50
38
81
99
6
26
51
-0.002002
AACPF
2012-05-18T00:00:00
50
54
50
50
100
41
48
14
1
1
10
72
50
50
69
50
50
50
50
43
89
99
50
22
59
0
AACPF
2012-05-25T00:00:00
50
54
50
50
100
38
37
42
1
1
22
72
50
50
69
50
50
50
50
35
93
97
58
23
55
-0.002006
AACPF
2012-06-01T00:00:00
50
54
50
50
100
42
53
12
1
1
27
72
50
50
56
50
50
50
50
46
95
98
59
15
69
0.005025
AACPF
2012-06-08T00:00:00
50
54
50
50
100
47
66
59
1
1
1
72
50
50
59
50
50
50
50
58
82
92
49
15
76
0
AACPF
2012-06-15T00:00:00
50
54
50
50
100
42
53
58
1
1
18
72
50
50
57
50
50
50
50
46
82
91
29
23
85
-0.003
AACPF
2012-06-22T00:00:00
50
54
50
50
100
39
46
54
1
1
22
72
50
50
54
50
50
50
50
41
84
92
35
22
87
0.003009
AACPF
2012-06-29T00:00:00
50
54
50
50
100
52
67
70
1
1
7
72
50
50
64
50
50
50
50
61
84
92
38
22
85
0
AACPF
2012-07-06T00:00:00
50
54
50
50
100
54
66
66
1
1
15
72
50
50
66
50
50
50
50
60
87
91
35
21
86
0
AACPF
2012-07-13T00:00:00
50
54
50
50
100
67
85
57
1
1
5
72
50
50
62
50
50
50
50
79
91
91
38
20
85
0.001
AACPF
2012-07-20T00:00:00
50
54
50
50
100
62
73
40
1
1
16
72
50
50
56
50
50
50
50
69
90
90
40
23
86
0.002298
AACPF
2012-07-27T00:00:00
50
54
50
50
100
70
87
54
1
1
2
72
50
50
41
50
50
50
50
82
90
90
42
23
85
-0.001296
AACPF
2012-08-03T00:00:00
50
54
50
50
100
60
65
42
1
1
32
72
50
50
29
50
50
50
50
64
85
84
37
28
85
0.00499
AACPF
2012-08-10T00:00:00
50
54
50
50
100
57
54
42
1
1
6
72
50
50
27
50
50
50
50
56
72
73
38
29
76
0.01291
AACPF
2012-08-17T00:00:00
50
54
50
50
100
59
57
70
1
1
12
72
50
50
29
50
50
50
50
59
89
77
36
29
72
-0.009804
AACPF
2012-08-24T00:00:00
50
54
50
50
100
53
39
46
1
1
13
72
50
50
29
50
50
50
50
44
88
78
34
33
72
0.00198
AACPF
2012-08-31T00:00:00
50
52
50
50
100
52
38
58
1
1
15
72
50
50
33
50
50
50
50
43
89
79
35
38
74
-0.000988
AACPF
2012-09-07T00:00:00
50
52
50
50
100
52
43
78
1
1
2
72
50
50
38
50
50
50
50
45
93
80
33
33
73
-0.003759
AACPF
2012-09-14T00:00:00
50
51
50
50
100
56
54
76
1
1
23
73
50
50
46
50
50
50
50
55
92
84
29
40
69
0.004766
AACPF
2012-09-21T00:00:00
50
51
50
50
100
53
47
63
1
1
6
73
50
50
34
50
50
50
50
49
92
73
13
33
66
0
AACPF
2012-09-28T00:00:00
50
52
50
50
100
53
55
40
1
1
2
73
50
50
31
50
50
50
50
53
92
68
13
33
62
0
AACPF
2012-10-05T00:00:00
50
51
50
50
100
56
61
59
1
1
32
73
50
50
36
50
50
50
50
59
92
64
12
33
60
0