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
2015-03-27T00:00:00
46
16
57
27
75
37
26
61
22
22
52
10
80
55
66
33
13
58
87
28
1
69
46
90
10
-0.023692
A
2015-04-03T00:00:00
47
16
57
28
72
38
38
30
22
22
53
10
80
54
59
34
13
58
87
33
1
70
50
92
11
0.022847
A
2015-04-10T00:00:00
46
14
57
27
61
41
53
18
22
22
54
10
80
50
52
23
13
58
87
46
1
62
50
91
12
0.035678
A
2015-04-17T00:00:00
47
15
57
27
57
60
75
36
23
23
52
10
80
48
45
23
13
58
87
72
1
71
59
88
16
-0.01308
A
2015-04-24T00:00:00
47
15
57
28
71
60
77
68
22
22
51
10
80
48
53
23
13
58
87
72
1
68
73
91
22
-0.011392
A
2015-05-01T00:00:00
47
16
57
29
90
57
67
63
19
19
46
10
80
50
50
23
13
58
87
65
1
68
73
90
21
-0.015542
A
2015-05-08T00:00:00
49
15
56
32
83
48
49
33
19
19
51
10
79
65
45
23
13
58
89
47
1
71
82
88
22
0.01602
A
2015-05-15T00:00:00
51
16
55
35
91
58
64
66
19
19
42
10
79
68
44
23
14
58
89
63
1
63
82
89
22
-0.010834
A
2015-05-22T00:00:00
50
15
56
35
71
50
51
40
18
18
54
10
79
65
49
23
14
58
89
50
1
62
74
90
22
0.010953
A
2015-05-29T00:00:00
51
16
55
35
70
58
64
80
22
22
72
10
79
65
52
24
14
58
89
63
1
55
79
91
19
-0.030823
A
2015-06-05T00:00:00
54
15
57
71
93
70
81
84
21
21
67
10
88
86
51
23
14
87
86
81
1
52
74
88
15
-0.02136
A
2015-06-12T00:00:00
55
15
58
71
79
68
73
84
19
19
71
10
88
86
51
23
14
87
86
77
1
45
82
89
16
-0.011664
A
2015-06-19T00:00:00
55
16
58
71
92
55
47
82
14
14
68
10
88
87
60
22
14
87
86
51
1
47
88
92
22
-0.00879
A
2015-06-26T00:00:00
55
15
58
71
90
54
46
44
16
16
69
10
88
86
58
59
14
87
86
49
2
56
88
91
35
0.015957
A
2015-07-03T00:00:00
55
14
58
71
70
64
66
47
15
15
72
10
88
86
56
59
14
87
86
68
3
64
88
92
39
-0.010992
A
2015-07-10T00:00:00
55
14
58
71
57
54
45
52
14
14
74
10
88
86
61
59
14
87
86
49
3
66
87
92
40
-0.004549
A
2015-07-17T00:00:00
54
14
58
71
70
57
58
41
14
14
72
10
88
86
57
59
14
87
86
59
3
74
91
91
49
0.013956
A
2015-07-24T00:00:00
54
14
58
71
92
42
32
42
13
13
65
10
88
88
54
59
14
87
87
34
3
76
92
92
39
-0.016031
A
2015-07-31T00:00:00
53
13
58
69
67
34
21
12
18
18
72
10
88
86
47
61
14
86
87
25
4
74
80
90
47
0.041717
A
2015-08-07T00:00:00
52
13
58
68
77
30
18
45
18
18
71
10
87
86
54
61
14
86
87
21
4
80
74
93
46
-0.023433
A
2015-08-14T00:00:00
51
15
58
67
82
29
17
75
20
20
70
10
87
86
55
61
14
86
86
20
2
70
64
94
47
-0.033512
A
2015-08-21T00:00:00
51
15
58
67
79
37
38
75
24
24
70
10
87
86
66
60
14
86
85
35
4
55
50
94
55
-0.062598
A
2015-08-28T00:00:00
51
15
58
66
59
39
42
69
23
23
74
10
87
83
64
61
14
86
86
38
9
52
50
92
62
0.007707
A
2015-09-04T00:00:00
59
13
55
46
89
39
42
78
23
23
68
10
93
90
64
41
14
87
85
38
11
47
52
94
61
-0.039719
A
2015-09-11T00:00:00
59
12
55
46
75
41
51
51
24
24
72
10
93
90
56
41
14
87
85
44
8
50
65
97
59
0.025678
A
2015-09-18T00:00:00
59
13
55
46
51
45
53
67
22
22
76
10
92
89
58
41
14
87
84
48
7
48
66
99
57
-0.006116
A
2015-09-25T00:00:00
59
13
55
46
89
56
80
64
22
22
67
11
92
90
59
41
14
87
84
70
5
13
72
99
52
-0.033304
A
2015-10-02T00:00:00
59
13
55
46
63
50
62
50
21
21
73
11
92
90
56
41
13
87
84
55
5
19
71
99
51
0.006397
A
2015-10-09T00:00:00
58
13
55
46
89
41
37
43
23
23
59
10
92
90
62
41
13
87
84
37
5
10
72
100
39
0.044992
A
2015-10-16T00:00:00
58
12
55
46
53
38
32
56
22
22
76
11
92
90
65
41
14
87
84
33
7
10
72
100
44
-0.012403
A
2015-10-23T00:00:00
58
12
55
46
87
38
30
23
23
23
58
10
92
90
63
41
14
87
85
31
7
5
60
100
48
0.037166
A
2015-10-30T00:00:00
57
12
54
45
88
34
23
16
20
20
58
10
92
90
59
42
14
87
85
25
10
1
62
100
46
0.017497
A
2015-11-06T00:00:00
57
12
54
43
65
39
33
34
17
17
73
10
92
89
52
43
14
87
85
33
11
1
61
100
48
0.010079
A
2015-11-13T00:00:00
58
12
55
42
57
37
31
51
18
18
75
10
91
90
44
42
14
86
84
31
11
2
60
100
47
-0.035938
A
2015-11-20T00:00:00
57
11
55
42
83
38
35
10
25
25
68
10
91
90
25
41
14
86
85
35
11
4
93
100
34
0.068269
A
2015-11-27T00:00:00
57
10
55
43
87
40
44
4
30
30
67
10
91
90
16
41
13
85
85
40
12
2
90
99
42
0.068477
A
2015-12-04T00:00:00
57
10
54
43
76
39
50
21
30
30
70
10
91
90
17
41
14
85
85
40
12
2
93
99
36
-0.020722
A
2015-12-11T00:00:00
57
9
54
43
53
37
43
23
27
27
76
10
91
90
15
41
14
85
85
36
15
2
93
97
33
-0.022129
A
2015-12-18T00:00:00
57
10
54
43
92
47
69
40
26
26
60
10
93
90
12
52
14
85
85
59
16
3
93
98
31
-0.002247
A
2015-12-25T00:00:00
67
9
53
75
65
52
78
12
27
27
71
9
91
92
13
47
14
83
89
66
13
4
88
98
38
0.050883
A
2016-01-01T00:00:00
67
9
53
75
91
51
68
21
27
27
61
9
91
92
15
47
14
83
89
61
13
3
84
99
29
-0.005102
A
2016-01-08T00:00:00
68
9
53
75
58
47
55
55
32
32
73
9
91
93
21
47
14
83
89
50
12
2
84
99
24
-0.077028
A
2016-01-15T00:00:00
67
10
53
75
88
64
84
52
32
32
56
9
91
93
25
47
14
83
89
77
11
2
84
99
23
-0.038339
A
2016-01-22T00:00:00
67
9
53
75
75
79
95
44
31
31
66
9
91
93
20
48
14
83
89
90
13
2
86
99
20
0.023429
A
2016-01-29T00:00:00
68
10
53
75
56
75
91
67
27
27
72
9
91
93
32
48
14
83
89
86
15
2
89
98
18
-0.008694
A
2016-02-05T00:00:00
68
10
53
75
87
76
91
68
23
23
58
10
92
90
31
48
14
83
88
87
13
2
85
98
15
-0.042742
A
2016-02-12T00:00:00
68
10
53
75
85
73
82
45
21
21
62
9
92
90
21
48
14
83
89
81
13
3
86
99
11
0.004968
A
2016-02-19T00:00:00
68
10
53
74
56
82
92
40
21
21
74
9
92
89
19
47
14
82
89
92
12
4
86
99
9
0.033685
A
2016-02-26T00:00:00
69
11
53
74
91
81
91
54
20
20
59
10
91
88
27
48
14
83
89
90
12
6
86
96
10
0.004009
A
2016-03-04T00:00:00
69
10
53
73
86
66
61
46
21
21
75
9
91
88
25
65
14
83
91
65
11
5
83
96
9
0.046575
A
2016-03-11T00:00:00
66
11
55
46
59
65
61
58
20
20
66
10
88
91
29
66
35
84
84
64
11
6
85
95
9
-0.002807
A
2016-03-18T00:00:00
65
10
55
46
75
69
63
37
18
18
60
10
88
91
29
67
35
84
84
68
11
6
87
96
10
0.024486
A
2016-03-25T00:00:00
65
10
55
46
59
63
47
57
18
18
67
10
88
91
42
67
35
84
84
55
11
7
89
96
8
-0.018913
A
2016-04-01T00:00:00
65
10
55
46
88
60
41
42
18
18
54
10
88
91
38
66
35
84
84
50
12
6
88
96
8
0.025232
A
2016-04-08T00:00:00
66
10
55
46
57
64
54
61
18
18
65
10
88
92
34
66
35
84
85
59
10
6
94
97
5
-0.019121
A
2016-04-15T00:00:00
65
10
55
45
53
65
57
38
17
17
62
10
88
92
35
66
35
84
84
61
10
4
94
96
5
0.034662
A
2016-04-22T00:00:00
65
10
55
46
53
61
51
35
17
17
61
10
88
92
44
66
35
84
84
55
13
6
96
96
5
0.021741
A
2016-04-29T00:00:00
67
10
54
49
82
70
57
60
19
19
60
10
88
91
50
65
35
84
84
68
16
10
97
94
6
-0.021049
A
2016-05-06T00:00:00
67
9
53
54
90
64
46
28
17
17
52
10
89
87
40
66
35
85
85
56
10
10
99
91
6
0.012462
A
2016-05-13T00:00:00
68
9
53
57
70
70
58
12
17
17
66
9
88
87
40
65
35
84
86
68
7
11
99
87
4
0.028745
A
2016-05-20T00:00:00
67
8
53
57
57
65
49
5
20
20
72
9
88
87
36
65
35
84
87
57
8
9
99
81
5
0.053251
A
2016-05-27T00:00:00
67
8
53
58
91
68
54
18
19
19
21
9
88
87
43
65
35
84
87
63
6
10
99
80
5
0.020719
A
2016-06-03T00:00:00
67
8
53
58
90
61
45
37
18
18
24
9
87
87
46
40
35
84
85
52
10
17
99
79
5
-0.002193
A
2016-06-10T00:00:00
59
9
55
84
92
68
56
52
19
19
18
9
90
90
49
69
43
83
90
66
10
17
98
78
6
-0.007857
A
2016-06-17T00:00:00
59
8
55
84
60
76
64
38
17
17
36
9
90
90
50
69
43
83
90
76
11
18
99
77
7
0
A
2016-06-24T00:00:00
59
9
55
84
93
65
50
60
20
20
17
9
90
91
54
64
43
83
90
59
8
16
91
74
4
-0.027339
A
2016-07-01T00:00:00
59
9
55
84
58
73
69
65
17
17
36
9
89
92
54
63
43
83
90
74
8
22
75
73
4
0.013496
A
2016-07-08T00:00:00
59
9
55
84
77
83
85
47
17
17
29
9
89
93
46
63
43
83
90
88
7
26
69
71
4
0.019724
A
2016-07-15T00:00:00
59
9
55
84
73
93
93
36
17
17
31
9
89
93
47
63
43
83
90
96
7
25
66
73
5
0.026165
A
2016-07-22T00:00:00
58
9
55
83
94
92
90
48
16
16
16
9
89
94
48
64
43
83
90
95
8
22
66
71
3
-0.001919
A
2016-07-29T00:00:00
57
8
55
82
76
90
81
22
15
15
31
9
89
93
36
65
43
83
90
90
6
13
45
63
7
0.032849
A
2016-08-05T00:00:00
55
8
55
81
68
87
73
52
15
15
35
9
89
92
42
64
43
82
89
84
5
21
48
67
5
-0.012899
A
2016-08-12T00:00:00
53
9
55
81
93
88
76
29
15
15
20
9
89
92
51
64
43
82
89
85
4
17
43
66
5
0.013696
A
2016-08-19T00:00:00
53
9
55
81
90
84
57
64
15
15
21
9
89
92
65
65
43
82
89
73
4
23
44
63
6
-0.010809
A
2016-08-26T00:00:00
53
9
55
81
76
79
45
63
15
15
31
9
89
90
63
65
43
82
89
64
4
23
45
63
5
-0.006292
A
2016-09-02T00:00:00
52
9
55
81
89
81
57
77
14
14
22
9
89
90
74
92
43
82
92
72
6
10
49
59
2
-0.00676
A
2016-09-09T00:00:00
60
10
53
70
74
84
65
88
20
20
60
9
88
92
78
82
43
84
94
79
5
13
59
54
3
-0.045124
A
2016-09-16T00:00:00
60
11
52
69
91
80
58
73
19
19
46
9
88
92
85
82
43
84
93
72
7
21
58
49
3
-0.001996
A
2016-09-23T00:00:00
60
10
53
70
94
85
77
37
23
23
39
9
88
92
84
81
43
84
94
85
8
26
57
45
3
0.040637
A
2016-09-30T00:00:00
60
10
53
70
91
78
62
27
21
21
46
9
88
92
79
81
43
84
94
74
5
19
53
47
3
0.012765
A
2016-10-07T00:00:00
59
9
52
70
87
81
72
24
18
18
52
9
88
92
75
81
43
83
94
81
4
23
48
53
3
0.006167
A
2016-10-14T00:00:00
60
10
52
70
71
76
56
77
25
25
53
9
89
93
87
81
43
84
94
70
5
18
60
33
7
-0.048559
A
2016-10-21T00:00:00
60
10
52
70
68
73
47
56
24
24
53
10
89
93
86
81
43
83
94
63
5
19
57
38
8
0.010878
A
2016-10-28T00:00:00
60
11
53
69
93
65
32
78
29
29
49
10
89
94
86
81
43
83
94
48
5
16
56
29
9
-0.051562
A
2016-11-04T00:00:00
59
9
52
68
74
50
15
30
29
29
55
9
89
93
83
82
42
83
95
27
12
11
61
26
14
0.025447
A
2016-11-11T00:00:00
58
10
53
67
88
51
23
43
23
23
71
9
89
91
84
81
42
84
94
33
13
18
66
35
15
0.046248
A
2016-11-18T00:00:00
59
11
53
67
83
62
48
74
22
22
74
9
89
91
85
81
42
84
94
56
13
38
66
35
18
-0.028674
A
2016-11-25T00:00:00
60
11
53
67
81
68
62
82
21
21
76
9
89
91
82
81
42
84
94
68
16
45
65
33
18
-0.00333
A
2016-12-02T00:00:00
60
11
53
67
58
75
71
74
19
19
82
10
89
91
80
82
42
84
94
76
15
46
65
31
19
-0.019169
A
2016-12-09T00:00:00
59
11
53
67
78
56
32
43
21
21
77
9
89
91
74
81
42
84
94
42
15
39
63
31
19
0.051553
A
2016-12-16T00:00:00
59
11
53
67
82
58
44
43
20
20
72
9
86
91
73
56
42
84
94
51
16
38
61
31
20
-0.008408
A
2016-12-23T00:00:00
61
11
53
74
87
42
26
45
18
18
70
10
75
92
68
17
13
83
93
31
16
35
62
34
21
0.006302
A
2016-12-30T00:00:00
61
11
53
74
75
61
55
58
18
18
75
10
75
93
73
17
13
83
94
58
17
36
58
32
25
-0.011005
A
2017-01-06T00:00:00
60
10
53
75
84
64
56
14
21
21
70
9
75
94
70
17
13
83
94
61
14
31
64
35
32
0.053334
A
2017-01-13T00:00:00
59
10
53
75
93
51
32
18
19
19
56
9
75
94
65
17
13
83
94
41
11
29
64
40
34
0.014587
A
2017-01-20T00:00:00
60
10
53
75
79
46
27
47
21
21
71
9
75
95
69
17
13
83
93
36
11
25
63
42
49
-0.021957
A
2017-01-27T00:00:00
60
9
53
75
57
44
27
32
20
20
80
9
75
95
70
17
13
83
94
34
10
24
61
49
53
0.021626
A
2017-02-03T00:00:00
59
9
53
75
89
51
48
27
19
19
65
9
75
94
73
17
13
83
93
50
11
28
62
47
53
0.014999
A
2017-02-10T00:00:00
59
9
53
74
93
52
49
21
18
18
57
9
74
83
63
16
13
83
94
50
10
28
62
43
54
0.019846
A
2017-02-17T00:00:00
59
8
52
74
91
52
51
18
17
17
63
9
75
83
56
16
14
83
93
52
11
32
61
42
53
0.02521