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
2013-04-26T00:00:00
66
33
61
58
72
43
29
81
38
38
81
8
15
91
46
21
46
92
21
34
35
79
78
76
26
-0.016662
A
2013-05-03T00:00:00
66
33
61
62
58
46
37
75
35
35
83
8
15
91
56
21
46
92
20
40
38
80
80
76
29
0.006054
A
2013-05-10T00:00:00
67
32
60
67
64
45
36
31
38
38
83
8
14
90
53
21
47
92
20
39
35
69
75
77
29
0.05005
A
2013-05-17T00:00:00
66
29
59
68
71
35
19
18
39
39
81
8
14
90
38
22
47
92
20
24
34
66
77
69
28
0.044239
A
2013-05-24T00:00:00
66
29
60
69
88
37
31
24
38
38
43
8
14
90
36
21
47
92
21
32
35
65
77
65
34
0.000636
A
2013-05-31T00:00:00
66
29
59
69
76
38
43
37
35
35
50
8
14
90
40
21
47
92
21
38
34
64
78
60
37
-0.003043
A
2013-06-07T00:00:00
63
27
60
76
65
61
83
52
34
34
45
8
18
93
43
17
47
92
19
75
33
60
79
61
41
-0.006608
A
2013-06-14T00:00:00
64
30
60
76
88
45
50
70
35
35
35
8
18
93
45
17
47
92
19
46
30
63
78
68
42
-0.025461
A
2013-06-21T00:00:00
64
30
60
76
56
37
26
66
29
29
48
8
18
93
50
59
47
92
19
28
28
67
75
65
43
-0.023216
A
2013-06-28T00:00:00
65
32
60
76
83
35
27
76
23
23
39
8
18
93
57
59
47
92
19
28
16
63
75
68
44
-0.002306
A
2013-07-05T00:00:00
65
30
60
76
55
48
55
44
24
24
49
8
18
93
64
59
47
92
19
52
15
57
76
73
37
0.034382
A
2013-07-12T00:00:00
64
28
60
76
37
59
72
40
25
25
56
8
18
94
69
58
47
92
19
68
16
59
77
72
41
0.034374
A
2013-07-19T00:00:00
64
30
60
76
81
61
70
44
20
20
41
8
18
94
53
58
47
92
19
68
15
56
73
69
38
0.009837
A
2013-07-26T00:00:00
65
30
60
75
74
61
71
64
17
17
45
8
19
94
51
58
47
92
20
69
14
55
70
70
36
-0.012999
A
2013-08-02T00:00:00
63
29
60
75
53
58
63
46
16
16
54
8
18
94
43
59
47
92
20
63
14
56
70
72
35
0.017104
A
2013-08-09T00:00:00
60
29
60
74
71
49
44
42
15
15
44
8
18
93
54
60
47
92
19
46
14
59
67
73
30
-0.003442
A
2013-08-16T00:00:00
59
28
60
73
71
45
39
20
13
13
44
8
18
93
53
59
48
91
20
40
12
59
64
72
35
0.012335
A
2013-08-23T00:00:00
59
26
60
73
40
40
30
21
12
12
52
8
18
93
40
58
48
91
20
32
10
55
59
77
40
0.019008
A
2013-08-30T00:00:00
59
27
60
73
52
48
50
34
12
12
50
8
18
93
44
58
48
91
19
48
10
54
60
77
39
-0.021811
A
2013-09-06T00:00:00
63
25
65
59
60
49
57
35
12
12
59
8
32
98
45
89
17
92
19
53
10
56
63
77
41
0.016951
A
2013-09-13T00:00:00
62
26
65
59
61
48
53
36
12
12
60
8
32
98
48
90
17
92
18
51
10
47
29
78
47
0.021701
A
2013-09-20T00:00:00
61
22
64
59
74
45
40
7
27
27
51
8
32
98
32
90
17
91
19
41
12
68
40
92
51
0.076144
A
2013-09-27T00:00:00
61
22
64
59
86
48
53
24
27
27
43
8
32
98
31
90
17
91
19
50
13
66
37
92
49
-0.007667
A
2013-10-04T00:00:00
61
23
65
59
88
49
59
29
26
26
42
8
32
98
32
90
17
91
19
55
14
69
31
92
50
0.002909
A
2013-10-11T00:00:00
62
23
65
59
84
59
75
59
24
24
48
8
32
98
47
90
17
91
19
70
14
62
23
93
47
-0.006181
A
2013-10-18T00:00:00
61
21
65
59
85
60
77
39
23
23
48
8
32
98
47
90
17
91
19
72
14
62
27
92
49
0.029741
A
2013-10-25T00:00:00
62
23
65
59
75
61
70
69
26
26
50
8
31
98
43
90
17
92
18
70
9
52
43
93
45
-0.021154
A
2013-11-01T00:00:00
62
23
65
57
44
62
70
66
24
24
54
8
31
98
42
90
17
92
18
70
9
53
45
94
42
-0.014826
A
2013-11-08T00:00:00
62
24
65
55
85
60
69
67
22
22
70
8
30
97
46
89
17
92
17
67
8
53
44
93
46
-0.006263
A
2013-11-15T00:00:00
60
19
65
55
87
76
91
12
36
36
69
8
31
97
37
90
17
92
18
88
13
55
53
90
36
0.081725
A
2013-11-22T00:00:00
60
21
65
54
89
73
85
43
37
37
68
8
31
97
40
90
17
92
18
83
10
63
49
89
25
-0.019661
A
2013-11-29T00:00:00
61
21
65
54
48
71
80
59
33
33
81
8
31
97
39
89
17
92
18
79
12
72
50
90
26
-0.005211
A
2013-12-06T00:00:00
60
19
65
54
81
69
67
26
30
30
73
8
30
97
34
89
17
92
19
71
19
69
43
89
28
0.02353
A
2013-12-13T00:00:00
59
18
65
55
78
71
69
16
27
27
74
7
30
97
25
74
17
92
18
73
18
66
41
91
28
0.006003
A
2013-12-20T00:00:00
69
13
63
75
60
64
46
20
26
26
77
7
47
98
29
63
16
91
17
56
17
36
53
96
39
0.032641
A
2013-12-27T00:00:00
70
15
63
75
89
60
41
44
25
25
67
7
47
99
28
63
16
91
17
50
30
61
60
90
27
0.005992
A
2014-01-03T00:00:00
69
15
63
75
91
58
41
50
24
24
63
7
47
99
27
63
16
91
16
49
15
59
59
94
22
-0.004368
A
2014-01-10T00:00:00
68
13
62
75
91
78
84
23
25
25
58
7
47
99
23
62
16
91
16
84
14
56
50
93
18
0.035308
A
2014-01-17T00:00:00
68
12
62
75
79
70
68
19
24
24
68
7
47
99
25
62
16
91
16
72
16
65
54
90
16
0.030226
A
2014-01-24T00:00:00
68
13
63
75
69
66
52
58
28
28
73
7
47
99
26
62
16
91
16
61
25
50
49
98
32
-0.046788
A
2014-01-31T00:00:00
68
13
62
75
46
74
77
42
24
24
81
7
47
99
26
63
16
91
16
79
27
53
49
98
30
0.004838
A
2014-02-07T00:00:00
68
12
62
75
76
79
85
23
22
22
71
7
47
99
25
62
16
91
17
86
25
60
48
98
28
0.021835
A
2014-02-14T00:00:00
72
16
63
75
88
78
84
93
35
35
64
8
47
98
61
61
16
91
16
84
43
74
35
97
3
-0.070166
A
2014-02-21T00:00:00
71
15
63
75
75
76
72
74
35
35
73
8
47
98
61
58
16
91
16
78
44
70
35
95
3
0.019721
A
2014-02-28T00:00:00
72
14
62
74
68
75
63
74
32
32
77
8
47
98
58
59
17
91
16
73
48
72
37
94
3
0.010476
A
2014-03-07T00:00:00
64
15
64
50
68
80
79
40
31
31
66
8
31
98
57
64
16
92
16
83
69
77
34
97
2
0.026157
A
2014-03-14T00:00:00
66
16
64
50
47
82
81
83
36
36
74
8
31
98
73
64
16
92
15
85
77
80
43
97
2
-0.051006
A
2014-03-21T00:00:00
66
17
64
50
90
79
59
69
33
33
52
8
31
98
82
64
16
92
16
74
79
82
43
97
2
0.011738
A
2014-03-28T00:00:00
66
17
64
50
49
80
65
66
30
30
76
8
31
98
76
66
16
92
15
77
81
82
42
99
2
-0.024957
A
2014-04-04T00:00:00
65
17
65
49
62
84
80
44
30
30
71
8
30
98
71
67
16
92
16
86
77
82
42
99
2
0.016077
A
2014-04-11T00:00:00
66
18
64
49
57
56
20
70
31
31
70
8
30
98
70
67
16
92
16
36
70
79
43
98
1
-0.048121
A
2014-04-18T00:00:00
66
18
64
49
88
62
27
36
33
33
64
8
30
98
78
67
16
92
16
43
70
74
44
98
1
0.035619
A
2014-04-25T00:00:00
66
18
64
50
88
61
25
45
28
28
64
8
31
98
78
67
16
92
16
42
72
72
47
100
1
-0.004752
A
2014-05-02T00:00:00
67
17
64
55
90
64
44
43
26
26
60
8
30
98
76
68
16
92
16
56
70
70
47
100
1
0.002748
A
2014-05-09T00:00:00
68
15
63
60
70
51
22
22
25
25
70
8
29
86
72
68
16
92
15
34
75
70
52
100
1
0.015585
A
2014-05-16T00:00:00
70
16
62
62
92
52
25
41
24
24
48
8
30
85
71
68
16
93
15
36
76
69
52
100
1
-0.006487
A
2014-05-23T00:00:00
70
15
62
62
88
51
30
26
21
21
30
8
30
85
69
68
17
92
15
37
75
72
51
100
1
0.020878
A
2014-05-30T00:00:00
70
14
62
62
54
56
39
31
21
21
44
8
30
85
68
68
16
93
15
46
76
54
50
96
1
0.013544
A
2014-06-06T00:00:00
57
14
63
77
71
45
30
20
21
21
29
7
38
85
72
77
17
92
13
34
75
48
55
95
1
0.036352
A
2014-06-13T00:00:00
58
14
63
77
70
55
49
36
19
19
29
8
37
85
70
76
17
92
13
52
74
49
56
95
1
-0.008648
A
2014-06-20T00:00:00
58
15
63
77
91
55
50
55
15
15
19
8
38
85
75
76
17
92
13
53
73
53
59
92
1
0.00462
A
2014-06-27T00:00:00
58
16
63
77
92
54
48
79
16
16
19
8
38
85
76
76
17
92
13
51
72
54
55
93
1
-0.01937
A
2014-07-04T00:00:00
58
16
63
77
83
65
70
59
15
15
26
8
37
86
76
76
17
92
14
70
69
55
30
93
1
0.016687
A
2014-07-11T00:00:00
58
16
63
77
86
64
60
65
18
18
23
8
38
86
74
76
17
92
14
64
63
53
29
92
1
-0.031796
A
2014-07-18T00:00:00
58
16
63
77
56
66
69
65
17
17
36
8
37
86
74
76
17
92
13
71
63
52
27
94
1
-0.007957
A
2014-07-25T00:00:00
58
16
63
76
74
65
74
46
17
17
30
8
37
86
74
76
17
92
14
73
60
42
20
97
1
0.00676
A
2014-08-01T00:00:00
56
14
62
75
83
72
81
35
13
13
26
8
37
85
72
76
17
92
14
81
62
37
20
98
1
-0.008127
A
2014-08-08T00:00:00
54
15
62
74
83
69
73
65
13
13
27
8
36
85
75
76
17
92
13
75
61
25
18
98
1
-0.014802
A
2014-08-15T00:00:00
52
14
62
74
74
63
55
20
18
18
28
8
36
85
58
75
17
91
15
61
40
32
22
94
1
0.042347
A
2014-08-22T00:00:00
52
14
62
74
82
53
35
48
17
17
27
8
36
72
62
75
17
91
14
42
45
38
26
94
1
0.001046
A
2014-08-29T00:00:00
52
15
62
74
81
56
42
65
17
17
27
8
36
72
65
76
17
91
15
48
42
44
18
94
1
-0.008336
A
2014-09-05T00:00:00
54
14
57
34
80
53
38
39
17
17
45
8
31
65
68
43
34
93
38
44
40
46
15
96
1
0.013308
A
2014-09-12T00:00:00
54
14
57
34
89
51
35
23
14
14
39
8
31
65
51
43
34
93
38
42
40
49
22
96
1
0.011729
A
2014-09-19T00:00:00
54
14
57
34
85
56
50
31
12
12
41
8
31
65
43
43
34
93
38
53
33
52
33
94
1
-0.005964
A
2014-09-26T00:00:00
54
14
57
34
89
62
61
51
14
14
38
8
31
65
43
43
34
93
38
63
29
47
46
96
1
-0.027773
A
2014-10-03T00:00:00
53
13
57
33
68
52
42
38
14
14
53
8
31
65
44
43
33
93
38
43
27
61
42
90
1
0.007261
A
2014-10-10T00:00:00
54
13
57
33
76
67
74
60
24
24
49
8
31
64
51
43
33
93
38
76
13
55
34
83
1
-0.05746
A
2014-10-17T00:00:00
55
16
57
33
90
61
61
82
27
27
43
8
31
63
58
43
34
93
38
65
8
38
41
82
1
-0.025551
A
2014-10-24T00:00:00
54
16
57
34
94
53
43
64
26
26
41
8
31
63
61
43
34
93
38
46
2
15
61
78
1
0.034069
A
2014-10-31T00:00:00
53
16
57
33
93
61
60
56
23
23
41
8
30
62
65
43
34
93
38
65
3
17
62
82
1
0.022743
A
2014-11-07T00:00:00
58
35
58
33
93
70
73
30
24
24
59
10
30
79
58
44
34
94
33
77
2
14
52
86
1
0.024412
A
2014-11-14T00:00:00
57
33
57
33
77
66
69
26
22
22
72
10
31
77
48
44
34
94
34
72
1
14
45
76
3
0.015657
A
2014-11-21T00:00:00
57
32
57
33
69
60
55
21
21
21
74
10
31
77
50
44
34
94
34
60
1
14
28
59
2
0.016356
A
2014-11-28T00:00:00
57
32
57
33
93
67
62
22
21
21
61
10
31
79
47
44
34
94
34
65
1
13
30
54
2
0.011594
A
2014-12-05T00:00:00
57
32
57
33
81
53
47
46
20
20
71
10
31
77
46
44
34
94
34
50
1
11
33
58
2
-0.010292
A
2014-12-12T00:00:00
58
34
57
33
79
40
28
72
27
27
73
10
41
77
53
44
34
94
33
32
1
14
52
84
2
-0.061009
A
2014-12-19T00:00:00
58
35
57
33
91
45
33
49
27
27
67
10
41
78
46
73
34
94
47
37
1
18
58
89
2
0.041811
A
2014-12-26T00:00:00
34
26
68
46
91
43
42
66
25
25
36
10
44
78
45
97
17
94
61
41
1
30
59
84
3
0
A
2015-01-02T00:00:00
34
26
68
46
73
55
59
77
26
26
45
10
44
74
54
97
17
94
60
58
1
29
50
79
3
-0.017402
A
2015-01-09T00:00:00
34
26
68
46
89
62
66
57
23
23
38
10
44
76
42
97
17
94
60
66
1
29
50
74
4
0.000748
A
2015-01-16T00:00:00
34
28
68
46
68
69
76
84
29
29
42
10
44
72
49
97
17
94
60
76
1
55
41
72
7
-0.057657
A
2015-01-23T00:00:00
34
26
68
46
62
71
78
66
28
28
42
10
44
71
52
97
17
94
60
77
1
53
40
73
6
0.014645
A
2015-01-30T00:00:00
34
30
68
46
94
67
64
75
26
26
38
10
44
78
51
97
17
94
60
67
1
53
40
64
9
-0.026801
A
2015-02-06T00:00:00
34
28
68
47
83
48
37
43
27
27
21
10
44
68
46
97
17
94
60
41
1
58
42
71
7
0.041566
A
2015-02-13T00:00:00
34
28
68
46
80
59
51
39
27
27
24
10
44
68
65
97
17
94
61
55
1
71
47
71
8
0.020573
A
2015-02-20T00:00:00
34
24
67
46
83
55
41
15
28
28
20
10
44
69
54
97
17
94
61
48
1
76
45
82
10
0.044851
A
2015-02-27T00:00:00
35
25
67
46
91
48
25
20
27
27
15
10
43
71
51
97
17
94
60
33
1
77
45
85
9
0.006199
A
2015-03-06T00:00:00
36
24
67
45
64
50
39
38
26
26
29
10
42
70
56
97
17
94
61
42
1
73
44
86
10
-0.01612
A
2015-03-13T00:00:00
46
16
57
28
92
38
20
61
25
25
41
10
80
54
64
33
13
58
87
27
1
67
49
88
9
-0.015888
A
2015-03-20T00:00:00
46
16
57
28
71
39
27
37
25
25
53
10
80
55
60
34
13
58
88
30
1
64
47
91
8
0.032793