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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2016-12-09T00:00:00
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2016-12-23T00:00:00
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2017-02-03T00:00:00
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2017-02-10T00:00:00
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2017-02-17T00:00:00
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2017-02-24T00:00:00
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2017-03-03T00:00:00
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2017-03-10T00:00:00
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2017-03-17T00:00:00
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2017-03-24T00:00:00
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2017-03-31T00:00:00
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2017-04-07T00:00:00
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2017-04-14T00:00:00
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2017-04-21T00:00:00
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2017-04-28T00:00:00
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2017-05-05T00:00:00
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2017-05-12T00:00:00
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2017-05-19T00:00:00
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2017-05-26T00:00:00
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2017-06-02T00:00:00
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2017-06-09T00:00:00
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2017-06-16T00:00:00
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2017-06-23T00:00:00
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2017-06-30T00:00:00
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2017-07-07T00:00:00
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2017-07-14T00:00:00
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2017-07-21T00:00:00
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2017-07-28T00:00:00
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2017-08-04T00:00:00
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2017-08-11T00:00:00
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2017-08-18T00:00:00
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2017-08-25T00:00:00
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2017-09-01T00:00:00
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2017-09-08T00:00:00
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2017-09-15T00:00:00
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2017-09-22T00:00:00
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2017-09-29T00:00:00
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2017-10-06T00:00:00
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2017-10-13T00:00:00
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2017-10-20T00:00:00
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2017-10-27T00:00:00
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2017-11-03T00:00:00
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2017-11-10T00:00:00
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2017-11-17T00:00:00
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2017-11-24T00:00:00
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2017-12-01T00:00:00
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2017-12-08T00:00:00
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2017-12-15T00:00:00
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2017-12-22T00:00:00
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2017-12-29T00:00:00
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2018-01-05T00:00:00
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2018-01-12T00:00:00
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34
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2018-01-19T00:00:00
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35
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37
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2018-01-26T00:00:00
39
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2018-02-02T00:00:00
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36
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2018-02-09T00:00:00
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2018-02-16T00:00:00
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2018-02-23T00:00:00
30
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2018-03-02T00:00:00
32
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25
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2018-03-09T00:00:00
32
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62
62
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32
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2018-03-16T00:00:00
32
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47
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2018-03-23T00:00:00
32
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34
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33
50
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2018-03-30T00:00:00
32
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23
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61
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56
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51
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38
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39
36
36
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2018-04-06T00:00:00
33
85
40
63
20
23
24
51
57
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41
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50
21
75
56
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12
20
70
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46
43
34
0.01385
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2018-04-13T00:00:00
33
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41
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6
26
32
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60
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47
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30
23
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2018-04-20T00:00:00
33
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19
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73
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23
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2018-04-27T00:00:00
32
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2018-05-04T00:00:00
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2018-05-11T00:00:00
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2018-05-18T00:00:00
29
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56
27
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73
19
54
16
0.048531
ZOES
2018-05-25T00:00:00
34
94
43
79
10
44
31
100
91
91
51
75
23
56
91
86
54
27
7
34
82
56
19
93
13
-0.473203
ZOES
2018-06-01T00:00:00
34
94
43
79
12
52
40
90
91
91
6
75
36
58
92
45
54
21
13
44
81
55
18
91
13
0.043931
ZOES
2018-06-08T00:00:00
34
92
43
80
2
29
9
89
91
91
15
75
36
46
94
45
54
65
13
16
80
55
18
91
14
0.035437
ZOES
2018-06-15T00:00:00
35
94
43
81
7
32
16
86
91
91
9
75
36
54
95
45
54
34
13
21
81
58
17
91
15
-0.048128
ZOES
2018-06-22T00:00:00
34
93
43
81
12
44
50
33
90
90
6
75
36
59
96
45
54
20
13
46
79
62
12
88
19
0.066292
ZOES
2018-06-29T00:00:00
34
91
42
81
6
65
80
22
90
90
10
74
36
53
95
45
54
40
13
76
81
70
11
86
21
0.028451
ZOES
2018-07-06T00:00:00
34
92
42
81
11
65
84
13
89
89
6
74
36
57
96
45
54
22
13
77
81
71
11
86
21
0.021516
ZOES
2018-07-13T00:00:00
34
90
42
81
3
71
89
7
89
89
14
74
36
47
95
44
54
57
13
83
81
67
12
84
21
0.034102
ZOES
2018-07-20T00:00:00
34
91
42
81
3
4
1
18
88
88
13
74
36
48
96
45
54
50
13
2
80
68
11
83
23
0.00485
ZOES
2018-07-27T00:00:00
34
90
42
80
2
4
1
35
87
87
16
74
36
45
95
45
54
61
13
2
80
65
11
86
23
-0.015444
ZOES
2018-08-03T00:00:00
34
92
43
79
3
5
2
93
80
80
14
75
35
48
96
46
54
54
12
3
82
63
9
87
24
-0.123529
ZOES
2018-08-10T00:00:00
34
94
43
77
6
4
2
91
78
78
9
75
36
54
95
44
54
38
12
2
80
72
11
85
20
-0.022371
ZOES
2018-08-17T00:00:00
12
81
26
45
12
6
16
1
94
94
5
71
53
56
81
20
55
21
31
9
87
89
5
60
31
0.457666
ZOES
2018-08-24T00:00:00
12
80
26
45
2
7
31
3
93
93
14
71
56
43
61
28
55
64
14
16
86
88
5
60
31
0.049451
ZOES
2018-08-31T00:00:00
13
81
26
44
6
7
50
5
93
93
7
70
56
52
64
28
55
32
14
25
86
88
5
61
32
0.024682
ZOES
2018-09-07T00:00:00
12
81
26
44
19
9
66
26
93
93
1
71
56
61
67
26
55
2
14
34
86
88
6
62
31
-0.026277
ZOES
2018-09-14T00:00:00
12
81
26
44
10
9
70
60
93
93
5
71
56
56
64
25
55
21
14
36
85
87
8
69
28
-0.02099
ZOES
2018-09-21T00:00:00
12
82
27
44
7
10
68
72
92
92
6
71
56
53
41
25
55
29
14
36
86
87
7
64
29
-0.025268
ZOES
2018-09-28T00:00:00
12
81
26
44
4
7
10
62
92
92
9
71
56
50
41
25
55
40
15
7
85
86
7
67
27
-0.000786
ZOES
2018-10-05T00:00:00
13
81
26
44
12
7
9
39
91
91
4
71
56
57
43
25
55
15
15
7
85
86
6
74
38
0
ZOES
2018-10-12T00:00:00
13
81
26
44
5
47
90
21
90
90
9
71
56
50
44
25
55
36
15
71
85
86
5
64
36
-0.001572
ZOES
2018-10-19T00:00:00
13
81
26
44
8
57
89
34
89
89
7
70
56
53
44
25
55
25
15
76
89
86
5
77
34
-0.000787