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
⌀
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2014-12-26T00:00:00
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2015-01-02T00:00:00
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2015-01-09T00:00:00
32
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26
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16
7
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30
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2015-01-16T00:00:00
32
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28
15
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16
22
16
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13
5
75
0.001547
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2015-01-23T00:00:00
32
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4
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2015-01-30T00:00:00
32
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20
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5
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2015-02-06T00:00:00
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2015-02-13T00:00:00
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17
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2015-02-20T00:00:00
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2015-02-27T00:00:00
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28
80
0.004685
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2015-03-06T00:00:00
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59
1
53
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1
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2015-03-13T00:00:00
29
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16
57
57
13
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26
17
38
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22
27
16
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67
24
25
84
0.025875
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2015-03-20T00:00:00
29
47
28
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56
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35
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38
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75
22
15
92
-0.05417
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2015-03-27T00:00:00
29
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55
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55
55
1
54
26
22
38
91
22
3
16
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78
29
14
92
-0.017576
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2015-04-03T00:00:00
30
48
28
58
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51
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80
50
50
11
54
26
19
38
91
22
23
16
49
79
82
34
8
88
0.004318
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2015-04-10T00:00:00
30
47
27
58
7
48
43
22
54
54
18
53
26
17
59
91
22
29
16
44
80
91
29
7
91
0.04699
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2015-04-17T00:00:00
30
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28
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33
53
53
10
54
26
16
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17
16
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24
8
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-0.003813
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2015-04-24T00:00:00
30
46
28
59
8
81
80
30
51
51
18
53
26
15
68
91
22
26
16
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29
10
91
0.020907
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2015-05-01T00:00:00
30
49
27
62
15
75
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64
64
5
55
26
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91
22
10
16
82
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90
35
6
85
-0.111047
ZOES
2015-05-08T00:00:00
30
47
27
66
17
83
87
38
66
66
3
54
26
79
85
91
22
6
16
88
72
93
56
4
87
0.059701
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2015-05-15T00:00:00
30
49
27
68
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66
66
11
55
26
75
77
91
23
27
16
46
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89
48
7
89
-0.048377
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2015-05-22T00:00:00
30
47
27
68
12
54
35
21
67
67
6
54
26
77
62
91
23
15
16
42
68
90
33
10
89
0.048584
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2015-05-29T00:00:00
30
47
27
68
2
46
31
75
66
66
32
55
26
69
67
91
23
58
16
36
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28
14
83
-0.027923
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2015-06-05T00:00:00
40
4
49
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72
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77
77
82
53
26
65
39
91
26
46
16
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72
93
33
32
82
0.146149
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2015-06-12T00:00:00
40
3
49
87
4
73
71
2
77
77
75
51
26
65
19
91
26
37
16
78
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42
32
79
0.131093
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2015-06-19T00:00:00
40
3
49
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51
26
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44
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37
27
67
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2015-06-26T00:00:00
40
3
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24
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14
76
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51
51
26
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19
91
26
13
16
13
58
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40
30
61
0.007275
ZOES
2015-07-03T00:00:00
40
3
49
87
5
53
48
20
75
75
75
51
26
65
22
91
26
36
16
50
65
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45
31
66
0.000747
ZOES
2015-07-10T00:00:00
40
3
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32
16
15
73
73
68
51
26
63
36
91
26
28
16
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46
31
65
0.009457
ZOES
2015-07-17T00:00:00
40
3
49
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3
54
55
10
71
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82
51
26
61
25
91
26
45
16
55
59
93
36
32
60
0.030325
ZOES
2015-07-24T00:00:00
39
3
49
87
13
39
35
6
68
68
55
49
26
64
13
91
26
13
16
34
51
92
30
23
83
0.025365
ZOES
2015-07-31T00:00:00
39
3
49
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92
5
66
66
67
49
26
64
11
91
26
27
16
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50
94
30
21
83
0.046674
ZOES
2015-08-07T00:00:00
38
3
49
85
15
96
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51
66
66
49
49
26
66
13
91
26
9
16
98
54
94
27
23
80
-0.055741
ZOES
2015-08-14T00:00:00
38
3
48
85
7
93
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61
61
61
97
49
26
67
12
91
26
26
16
96
50
92
25
24
80
-0.004723
ZOES
2015-08-21T00:00:00
38
3
49
85
1
93
96
90
66
66
100
51
26
67
38
91
26
66
16
97
42
79
21
32
72
-0.132622
ZOES
2015-08-28T00:00:00
34
47
48
79
7
93
96
84
64
64
62
51
26
56
33
91
31
27
16
96
51
86
34
40
56
0.006018
ZOES
2015-09-04T00:00:00
35
50
49
79
9
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94
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66
66
53
52
26
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91
31
20
16
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40
53
56
-0.089995
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2015-09-11T00:00:00
35
48
49
79
2
94
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71
65
65
83
51
26
57
68
91
31
56
16
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55
88
44
56
54
0.038841
ZOES
2015-09-18T00:00:00
35
50
49
79
2
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83
63
63
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52
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91
31
52
16
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86
44
76
37
-0.014955
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2015-09-25T00:00:00
34
46
48
79
12
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9
66
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31
16
16
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96
30
57
45
0.087883
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2015-10-02T00:00:00
34
44
48
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2
67
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25
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31
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23
61
30
0.077563
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2015-10-09T00:00:00
34
46
49
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2015-10-16T00:00:00
34
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49
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91
31
18
16
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100
35
54
43
-0.036843
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2015-10-23T00:00:00
34
50
49
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27
89
64
64
61
52
26
56
50
91
31
35
16
52
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100
46
48
41
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ZOES
2015-10-30T00:00:00
35
50
49
78
3
52
16
75
60
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63
52
26
55
48
91
31
43
16
31
77
100
46
41
38
-0.005775
ZOES
2015-11-06T00:00:00
35
48
49
77
3
58
24
32
61
61
27
51
26
55
60
91
31
48
16
39
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100
43
47
37
0.075806
ZOES
2015-11-13T00:00:00
36
53
50
77
13
50
18
92
68
68
4
53
26
41
78
91
31
11
16
31
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100
49
54
48
-0.149838
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2015-11-20T00:00:00
31
52
50
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68
68
7
53
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32
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91
33
19
16
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62
60
42
0.050175
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2015-11-27T00:00:00
31
51
50
79
2
97
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57
67
67
26
53
26
25
79
91
33
51
16
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62
99
60
69
28
0.026005
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2015-12-04T00:00:00
31
51
50
79
14
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60
33
66
66
4
52
26
33
84
91
33
9
16
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61
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58
69
27
-0.002947
ZOES
2015-12-11T00:00:00
31
52
50
79
8
72
34
56
63
63
10
52
26
30
92
91
33
24
16
53
62
99
61
68
29
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2015-12-18T00:00:00
31
56
50
79
5
52
19
95
71
71
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55
26
28
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91
33
35
16
32
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58
63
58
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2015-12-25T00:00:00
31
56
51
79
2
49
23
91
70
70
30
55
26
24
97
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33
59
16
34
73
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60
61
57
0.025275
ZOES
2016-01-01T00:00:00
31
56
51
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4
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52
81
70
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26
96
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33
40
16
61
72
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62
61
54
-0.000357
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2016-01-08T00:00:00
31
57
51
79
11
38
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69
67
67
8
55
26
27
94
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33
17
16
22
74
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56
68
62
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2016-01-15T00:00:00
31
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39
21
6
74
74
21
52
26
22
88
91
33
31
16
28
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26
40
69
0.149612
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2016-01-22T00:00:00
31
55
50
79
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45
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73
73
18
54
26
22
94
91
33
27
16
32
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38
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2016-01-29T00:00:00
31
54
51
78
3
45
38
26
72
72
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53
26
19
93
91
33
43
16
39
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23
38
82
0.052273
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2016-02-05T00:00:00
31
53
50
78
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46
39
44
70
70
10
53
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92
91
33
17
16
41
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23
36
82
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2016-02-12T00:00:00
31
55
50
78
17
26
10
76
71
71
1
54
26
56
90
91
33
2
16
16
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19
33
89
-0.098117
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2016-02-19T00:00:00
31
52
50
78
3
25
9
17
72
72
38
53
26
43
81
91
33
49
16
14
75
85
22
36
90
0.108792
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2016-02-26T00:00:00
49
4
55
77
8
25
11
2
81
81
65
50
26
44
58
91
33
29
16
15
64
62
29
72
85
0.263939
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2016-03-04T00:00:00
49
3
55
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29
16
6
79
79
66
49
26
46
51
91
33
31
16
20
63
60
28
72
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0.076196
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2016-03-11T00:00:00
50
3
55
76
12
55
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78
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47
33
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33
20
16
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60
26
72
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2016-03-18T00:00:00
50
3
55
75
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35
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11
76
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66
49
26
48
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33
30
16
29
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29
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79
0.040167
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2016-03-25T00:00:00
50
3
55
75
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40
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42
77
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49
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48
36
91
33
51
16
45
62
61
32
73
78
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2016-04-01T00:00:00
50
3
55
74
2
46
61
26
75
75
86
49
26
47
38
91
33
65
16
53
65
62
34
75
73
0.032744
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2016-04-08T00:00:00
50
3
55
74
3
35
29
70
75
75
77
49
26
43
41
91
33
55
16
30
64
63
39
76
71
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2016-04-15T00:00:00
50
4
56
73
22
40
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82
74
74
65
50
26
40
31
91
33
3
34
55
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60
42
76
73
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2016-04-22T00:00:00
50
4
55
74
21
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86
73
73
77
50
26
41
23
90
33
6
33
96
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63
42
73
75
-0.009901
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2016-04-29T00:00:00
50
4
55
76
18
92
98
79
72
72
82
50
26
51
38
91
33
9
33
99
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44
71
83
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2016-05-06T00:00:00
51
4
54
79
21
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44
58
58
88
50
26
54
33
92
33
6
33
98
77
72
43
69
83
0.012803
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2016-05-13T00:00:00
52
4
54
80
22
93
97
63
54
54
93
50
26
56
32
91
33
4
32
98
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74
41
66
85
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2016-05-20T00:00:00
52
4
54
81
13
89
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81
54
54
96
51
26
57
24
91
33
20
31
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73
37
65
85
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2016-05-27T00:00:00
52
4
54
81
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87
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50
50
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57
44
92
33
25
31
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77
35
64
84
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2016-06-03T00:00:00
46
5
50
86
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51
51
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26
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100
37
13
24
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64
43
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81
0.026922
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2016-06-10T00:00:00
46
4
49
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81
46
41
49
49
74
51
26
58
25
100
37
36
22
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47
46
74
83
0.004865
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2016-06-17T00:00:00
46
4
49
87
5
78
34
13
49
49
80
50
26
59
29
100
37
42
24
57
57
35
42
75
78
0.030393
ZOES
2016-06-24T00:00:00
46
4
49
87
5
77
27
64
51
51
80
50
26
58
32
100
37
43
23
51
52
33
32
73
72
-0.042287
ZOES
2016-07-01T00:00:00
46
5
49
87
9
83
53
77
49
49
68
51
26
58
40
100
37
28
23
70
39
30
18
76
78
-0.006814
ZOES
2016-07-08T00:00:00
46
5
49
87
6
80
45
56
49
49
75
51
26
55
37
100
37
38
24
64
40
29
19
74
78
0.018935
ZOES
2016-07-15T00:00:00
46
5
50
87
4
63
31
93
50
50
84
52
26
54
46
100
37
49
24
44
49
38
26
68
77
-0.036897
ZOES
2016-07-22T00:00:00
46
5
49
87
21
58
27
25
57
57
46
51
26
51
27
100
37
5
23
39
45
36
21
66
82
0.058166
ZOES
2016-07-29T00:00:00
46
6
50
86
8
64
42
92
60
60
16
52
26
51
46
100
36
35
23
53
61
38
19
65
79
-0.060782
ZOES
2016-08-05T00:00:00
44
6
49
86
22
64
47
77
57
57
2
52
26
54
55
100
36
4
23
56
60
37
19
65
79
0
ZOES
2016-08-12T00:00:00
43
5
49
86
5
79
74
55
55
55
19
52
26
56
54
100
36
43
23
80
60
37
19
64
79
0.016882
ZOES
2016-08-19T00:00:00
42
5
49
86
8
65
41
32
55
55
14
52
26
56
60
100
36
34
24
53
59
34
19
67
79
0.019646
ZOES
2016-08-26T00:00:00
42
9
47
74
20
58
27
100
79
79
3
56
26
48
95
17
40
8
19
41
66
45
25
64
57
-0.230122
ZOES
2016-09-02T00:00:00
42
10
47
74
20
62
38
99
78
78
3
57
26
49
98
17
40
7
19
50
67
41
24
64
55
-0.041946
ZOES
2016-09-09T00:00:00
42
10
47
74
3
39
10
99
78
78
24
57
26
48
98
17
40
50
18
20
66
41
26
63
57
-0.059971
ZOES
2016-09-16T00:00:00
42
11
47
74
17
64
53
97
77
77
4
58
26
49
98
81
40
10
18
60
66
34
27
63
58
-0.044618
ZOES
2016-09-23T00:00:00
42
11
47
74
17
36
12
81
77
77
5
58
26
48
95
81
41
12
18
20
37
2
37
93
50
0.032364
ZOES
2016-09-30T00:00:00
42
13
48
74
2
34
15
99
77
77
32
60
26
49
96
81
41
63
17
21
52
12
48
89
38
-0.119444
ZOES
2016-10-07T00:00:00
42
14
47
74
3
39
30
97
77
77
31
61
26
48
98
81
41
51
17
30
55
11
50
87
39
-0.057233
ZOES
2016-10-14T00:00:00
42
13
47
74
15
45
47
54
78
78
7
60
26
47
97
81
41
15
17
45
54
17
42
93
32
0.057361
ZOES
2016-10-21T00:00:00
42
13
47
74
20
15
2
59
78
78
3
60
26
47
98
81
41
6
17
6
58
21
45
92
29
-0.005425
ZOES
2016-10-28T00:00:00
42
12
47
73
3
13
2
29
76
76
30
60
26
71
96
81
41
45
16
6
57
28
44
94
33
0.005
ZOES
2016-11-04T00:00:00
41
12
47
73
15
11
2
41
69
69
4
60
26
71
95
82
41
10
17
5
79
51
43
49
36
-0.006784
ZOES
2016-11-11T00:00:00
41
11
47
73
12
10
2
27
66
66
6
60
26
71
96
82
41
14
16
4
71
45
51
53
45
0.081967
ZOES
2016-11-18T00:00:00
34
11
49
79
2
9
4
19
65
65
27
60
26
49
96
91
46
56
19
5
71
40
51
53
44
0.042929