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
⌀
ZONE2
1998-04-03T00:00:00
16
28.5
33
11
13.5
31
33
5
84
84
49
63
50
23
51.5
60
36
55
9
32
38.5
75.5
63
50
50
0.279863
ZONE2
1998-04-10T00:00:00
16
28.5
37
11
13.5
24
26
2
85
85
68
63
50
18
51.5
60
36
55
9
24
38.5
75.5
63
50
50
0.125
ZONE2
1998-04-17T00:00:00
10
28.5
19
10
13.5
23
21
3
84
84
69
63
50
97
51.5
60
80
51
9
22
38.5
75.5
63
50
50
0.092593
ZONE2
1998-04-24T00:00:00
10
28.5
19
10
13.5
10
9
1
87
87
51
63
50
96
51.5
60
80
51
9
9
38.5
75.5
63
50
50
0.220339
ZONE2
1998-05-01T00:00:00
10
28.5
19
10
13.5
13
13
79
94
94
50
63
50
97
51.5
60
80
51
9
13
38.5
75.5
63
50
50
-0.243111
ZONE2
1998-05-08T00:00:00
10
28.5
19
10
13.5
10
9
6
94
94
43
63
50
97
51.5
60
80
51
9
9
38.5
75.5
63
50
50
0.174398
ZONE2
1998-05-15T00:00:00
9
28.5
19
10
13.5
10
11
88
94
94
1
63
50
98
51.5
60
79
51
9
10
38.5
75.5
63
50
50
-0.140625
ZONE2
1998-05-22T00:00:00
35
28.5
47
88
13.5
8
9
27
94
94
91
63
50
58
51.5
60
73
88
9
8
38.5
75.5
63
50
50
0.036364
ZONE2
1998-05-29T00:00:00
35
28.5
37
88
13.5
85
91
85
94
94
85
63
50
57
51.5
60
73
88
9
89
38.5
75.5
63
50
50
-0.061333
ZONE2
1998-06-05T00:00:00
35
28.5
35
88
13.5
96
98
17
94
94
81
63
50
58
51.5
60
73
88
9
97
38.5
75.5
63
50
50
0.084031
ZONE2
1998-06-12T00:00:00
35
28.5
37
88
13.5
97
99
58
93
93
84
63
50
58
51.5
60
73
88
9
98
38.5
75.5
63
50
50
-0.068966
ZONE2
1998-06-19T00:00:00
35
28.5
29
89
13.5
100
100
72
92
92
75
63
50
58
51.5
60
73
88
9
100
38.5
75.5
63
50
50
-0.037037
ZONE2
1998-06-26T00:00:00
35
28.5
48
89
13.5
80
49
6
93
93
91
63
50
58
51.5
60
73
88
9
65
38.5
75.5
63
50
50
0.163385
ZONE2
1998-07-03T00:00:00
36
28.5
48
89
13.5
97
96
60
91
91
91
63
50
58
51.5
60
73
88
9
97
38.5
75.5
63
50
50
-0.06612
ZONE2
1998-07-10T00:00:00
36
28.5
34
89
13.5
77
47
35
88
88
76
63
50
58
51.5
60
73
88
9
63
38.5
75.5
63
50
50
0.008921
ZONE2
1998-07-17T00:00:00
36
28.5
39
89
13.5
87
66
94
85
85
79
63
50
58
51.5
60
73
88
9
78
38.5
75.5
63
50
50
-0.096421
ZONE2
1998-07-24T00:00:00
36
28.5
34
89
13.5
72
38
94
83
83
74
63
50
58
51.5
60
73
88
9
54
38.5
75.5
63
50
50
-0.106865
ZONE2
1998-07-31T00:00:00
36
28.5
36
88
13.5
92
77
97
83
83
75
63
50
58
51.5
60
73
88
9
86
38.5
75.5
63
50
50
-0.119652
ZONE2
1998-08-07T00:00:00
35
28.5
46
88
13.5
78
60
82
80
80
82
63
50
58
51.5
60
72
88
9
70
38.5
75.5
63
50
50
-0.012248
ZONE2
1998-08-14T00:00:00
35
28.5
37
89
13.5
64
38
89
76
76
70
63
50
58
51.5
60
73
88
9
51
38.5
75.5
63
50
50
-0.075
ZONE2
1998-08-21T00:00:00
10
28.5
27
29
13.5
94
96
85
74
74
48
63
50
41
51.5
60
61
46
9
95
38.5
75.5
63
50
50
-0.054054
ZONE2
1998-08-28T00:00:00
10
28.5
31
29
13.5
79
65
100
91
91
43
63
50
33
51.5
60
61
46
9
73
38.5
75.5
63
50
50
-0.371429
ZONE2
1998-09-04T00:00:00
10
28.5
40
29
13.5
79
73
68
91
91
40
63
50
17
51.5
60
61
46
9
77
38.5
75.5
63
50
50
0.136364
ZONE2
1998-09-11T00:00:00
10
28.5
44
29
16
40
24
5
97
97
39
63
50
2
51.5
60
61
46
9
31
26
73
12
50
50
0.4
ZONE2
1998-09-18T00:00:00
10
28.5
26
28
21
24
12
29
96
96
42
63
50
8
51.5
60
61
46
9
17
16
77
14
50
50
-0.057143
ZONE2
1998-09-25T00:00:00
10
28.5
30
28
14
18
7
9
95
95
49
63
50
6
51.5
60
61
46
9
11
19
77
11
50
50
0.090909
ZONE2
1998-10-02T00:00:00
10
28.5
40
28
4
22
8
6
94
94
67
63
50
3
51.5
60
61
46
9
14
13
79
10
50
50
0.055556
ZONE2
1998-10-09T00:00:00
10
28.5
32
28
10
18
11
73
95
95
52
63
50
6
51.5
60
61
46
9
13
10
66
12
50
50
-0.263158
ZONE2
1998-10-16T00:00:00
10
28.5
31
28
10
17
10
39
93
93
52
63
50
5
51.5
60
61
46
9
13
10
65
11
50
50
0.142857
ZONE2
1998-10-23T00:00:00
10
28.5
28
28
16
4
2
12
92
92
9
63
50
6
51.5
60
61
47
9
2
8
59
10
50
50
0.2345
ZONE2
1998-10-30T00:00:00
10
28.5
41
28
3
11
10
3
91
91
42
63
50
2
51.5
60
61
47
9
10
6
58
9
50
50
0.202511
ZONE2
1998-11-06T00:00:00
10
28.5
35
28
6
46
79
69
89
89
28
63
50
4
51.5
60
61
47
9
63
6
71
14
50
50
-0.136915
ZONE2
1998-11-13T00:00:00
10
28.5
41
27
3
34
62
93
88
88
35
63
50
2
51.5
60
61
47
9
48
7
75
14
50
50
-0.085268
ZONE2
1998-11-20T00:00:00
98
28.5
41
75
3
46
81
10
88
88
70
63
50
10
51.5
60
63
86
9
65
5
70
28
50
50
0.279863
ZONE2
1998-11-27T00:00:00
98
28.5
35
76
4
64
91
4
87
87
62
63
50
9
51.5
60
63
86
9
79
4
65
24
50
50
0.125
ZONE2
1998-12-04T00:00:00
73
2
34
76
2
31
35
75
90
90
68
50
50
7
51.5
60
63
79
9
32
5
66
38
50
50
-0.203704
ZONE2
1998-12-11T00:00:00
73
2
30
76
4
40
56
89
89
89
61
51
50
7
51.5
60
63
79
9
48
5
79
39
50
50
-0.046512
ZONE2
1998-12-18T00:00:00
72
2
22
76
16
72
86
24
88
88
41
49
50
15
51.5
60
63
79
9
83
4
81
57
50
50
0.121951
ZONE2
1998-12-25T00:00:00
73
2
30
76
4
93
98
69
88
88
61
51
50
15
51.5
60
63
78
9
98
5
80
58
50
50
-0.086957
ZONE2
1999-01-01T00:00:00
75
3
27
75
12
61
54
95
87
87
54
53
50
15
10
60
63
79
9
59
4
81
63
50
50
-0.095238
ZONE2
1999-01-08T00:00:00
75
3
31
75
8
43
22
99
83
83
63
55
50
15
55
60
63
79
9
29
4
79
65
50
50
-0.052632
ZONE2
1999-01-15T00:00:00
74
2
30
75
11
92
96
17
86
86
58
51
50
13
27
60
63
79
9
96
15
74
60
50
50
0.222222
ZONE2
1999-01-22T00:00:00
74
2
33
75
6
96
97
15
85
85
96
51
50
7
28
60
63
79
9
98
11
79
64
50
50
0.022727
ZONE2
1999-01-29T00:00:00
73
2
29
75
14
70
43
14
82
82
84
49
50
7
31
60
63
79
9
57
10
80
62
50
50
0.066667
ZONE2
1999-02-05T00:00:00
73
2
32
75
7
55
32
11
79
79
93
48
50
7
14
60
63
79
9
43
10
78
60
50
50
0.031333
ZONE2
1999-02-12T00:00:00
72
2
23
75
27
77
84
9
75
75
72
48
50
7
15
60
63
79
9
83
12
77
58
50
50
0.010019
ZONE2
1999-02-19T00:00:00
73
2
24
75
26
54
42
63
76
76
74
50
50
8
40
60
63
79
9
47
13
76
60
50
50
-0.08
ZONE2
1999-02-26T00:00:00
75
3
21
75
32
27
14
98
83
83
69
55
50
8
71
60
63
79
9
18
16
83
60
50
50
-0.217391
ZONE2
1999-03-05T00:00:00
75
3
22
75
31
20
5
83
84
84
70
54
50
8
70
60
63
79
9
9
21
81
64
50
50
0.027778
ZONE2
1999-03-12T00:00:00
74
3
34
75
6
61
72
84
82
82
97
54
50
8
70
60
63
79
9
70
20
79
63
50
50
-0.013622
ZONE2
1999-03-19T00:00:00
76
4
26
75
21
70
80
95
84
84
80
56
50
8
89
60
63
79
9
79
23
81
64
50
50
-0.123192
ZONE2
1999-03-26T00:00:00
75
4
21
75
35
75
82
83
79
79
72
56
50
8
96
60
63
79
9
81
21
76
67
50
50
0
ZONE2
1999-04-02T00:00:00
77
4
24
73
27
83
89
96
78
78
84
58
50
8
89
60
63
79
9
89
25
79
64
50
50
-0.09375
ZONE2
1999-04-09T00:00:00
78
5
34
73
5
83
90
95
75
75
99
60
50
8
71
60
63
79
9
90
22
78
65
50
50
-0.086345
ZONE2
1999-04-16T00:00:00
77
4
31
74
9
74
67
42
81
81
92
58
50
8
65
60
62
79
9
74
26
77
65
50
50
0.150966
ZONE2
1999-04-23T00:00:00
5
3
22
50
15
24
9
31
79
79
30
57
50
56
71
60
71
1
9
14
27
77
64
50
50
0.049318
ZONE2
1999-04-30T00:00:00
5
3
22
50
38
27
9
71
78
78
4
59
50
57
89
60
72
1
9
15
25
83
64
50
50
-0.0625
ZONE2
1999-05-07T00:00:00
5
4
22
49
22
27
9
98
77
77
22
62
50
57
84
60
72
1
9
15
55
99
84
50
50
-0.149867
ZONE2
1999-05-14T00:00:00
4
4
23
52
23
15
4
96
75
75
15
63
50
59
92
60
72
1
9
8
40
96
64
50
50
-0.019762
ZONE2
1999-05-21T00:00:00
3
4
23
55
41
16
8
93
73
73
3
64
50
61
95
60
71
1
9
9
36
79
79
50
50
-0.02016
ZONE2
1999-05-28T00:00:00
33
7
52
27
24
13
4
100
81
81
55
67
50
27
95
60
100
30
9
7
38
78
74
50
50
-0.224363
ZONE2
1999-06-04T00:00:00
33
7
57
27
13
11
4
97
79
79
67
67
50
23
93
60
100
48
9
6
33
75
76
50
50
-0.026526
ZONE2
1999-06-11T00:00:00
23
7
51
26
28
16
29
81
79
79
35
67
50
27
91
60
100
25
9
20
45
72
75
50
50
0.027249
ZONE2
1999-06-18T00:00:00
23
9
60
26
10
20
45
100
84
84
36
71
50
23
95
60
100
55
9
30
56
88
81
50
50
-0.210526
ZONE2
1999-06-25T00:00:00
23
8
47
26
42
15
19
80
83
83
35
70
50
31
92
60
100
6
9
13
60
86
85
50
50
0.066667
ZONE2
1999-07-02T00:00:00
23
9
48
26
39
14
3
88
81
81
35
71
50
31
92
60
100
11
9
6
75
84
86
50
50
0
ZONE2
1999-07-09T00:00:00
24
10
62
26
9
10
3
98
81
81
36
73
50
22
93
60
100
57
9
4
90
84
86
50
50
-0.125
ZONE2
1999-07-16T00:00:00
23
8
49
26
38
5
4
16
90
90
36
69
50
28
94
60
100
13
9
3
76
66
88
50
50
0.285714
ZONE2
1999-07-23T00:00:00
23
12
63
26
8
3
1
100
93
93
38
75
50
20
97
60
100
59
9
1
70
71
94
50
50
-0.333333
ZONE2
1999-07-30T00:00:00
23
10
54
26
24
2
1
42
94
94
38
73
50
25
95
60
100
28
9
1
76
84
85
50
50
0.166667
ZONE2
1999-08-06T00:00:00
23
7
48
26
43
2
3
6
94
94
37
68
50
29
85
60
100
9
9
2
59
93
89
50
50
0.250286
ZONE2
1999-08-13T00:00:00
8
40
45
19
29
2
1
34
94
94
32
70
50
23
89
60
96
28
9
1
65
94
78
50
50
-0.085923
ZONE2
1999-08-20T00:00:00
8
41
46
19
25
3
3
65
94
94
29
71
50
25
90
60
96
34
9
2
65
94
80
50
50
-0.0625
ZONE2
1999-08-27T00:00:00
9
39
45
19
25
2
3
21
94
94
30
69
50
25
85
60
96
33
9
2
61
94
59
50
50
0.133333
ZONE2
1999-09-03T00:00:00
9
39
45
19
9
2
1
18
93
93
33
69
50
20
69
60
96
65
9
1
59
96
57
50
50
0
ZONE2
1999-09-10T00:00:00
9
37
44
19
8
3
55
4
93
93
33
67
50
20
48
60
96
69
9
26
54
97
67
50
50
0.147294
ZONE2
1999-09-17T00:00:00
9
38
44
18
34
1
1
22
92
92
33
67
50
27
47
60
96
20
9
1
56
96
63
50
50
-0.025841
ZONE2
1999-09-24T00:00:00
9
37
44
18
25
2
14
7
91
91
34
66
50
26
36
60
96
33
9
6
12
96
80
50
50
0.026526
ZONE2
1999-10-01T00:00:00
9
40
45
18
38
7
84
87
90
90
33
70
50
29
34
60
96
16
9
44
17
98
84
50
50
-0.179655
ZONE2
1999-10-08T00:00:00
9
40
45
18
41
5
66
70
89
89
34
69
50
30
31
60
96
11
9
33
18
97
86
50
50
0.031
ZONE2
1999-10-15T00:00:00
9
42
46
18
29
4
42
96
87
87
40
72
50
26
32
60
96
31
9
19
15
99
86
50
50
-0.151309
ZONE2
1999-10-22T00:00:00
9
42
45
19
46
9
74
71
86
86
46
71
50
29
22
60
96
13
9
40
13
99
88
50
50
0.035429
ZONE2
1999-10-29T00:00:00
10
39
44
19
22
9
77
11
89
89
28
68
50
24
9
60
96
43
9
42
10
98
82
50
50
0.241722
ZONE2
1999-11-05T00:00:00
9
41
45
19
30
19
93
60
87
87
20
69
50
26
10
60
96
32
9
57
10
99
84
50
50
-0.083556
ZONE2
1999-11-12T00:00:00
9
40
44
19
16
18
86
21
85
85
29
69
50
24
10
60
96
52
9
53
10
99
84
50
50
0.061106
ZONE2
1999-11-19T00:00:00
22
42
72
19
25
24
92
91
83
83
54
71
50
44
7
60
98
40
9
60
12
99
82
50
50
-0.085923
ZONE2
1999-11-26T00:00:00
22
44
72
19
13
7
34
96
83
83
66
74
50
39
8
60
98
66
9
17
10
99
79
50
50
-0.125
ZONE2
1999-12-03T00:00:00
22
43
72
19
14
11
35
73
81
81
67
73
50
39
9
60
98
68
9
20
9
99
74
50
50
0.035429
ZONE2
1999-12-10T00:00:00
22
44
72
20
13
6
12
80
77
77
67
74
50
39
11
60
98
67
9
7
6
99
79
50
50
-0.034216
ZONE2
1999-12-17T00:00:00
22
46
72
20
41
8
24
89
75
75
46
75
50
49
10
60
98
22
9
14
12
97
77
50
50
-0.071429
ZONE2
1999-12-24T00:00:00
22
48
73
20
36
27
84
98
74
74
49
77
50
52
17
60
98
29
9
56
3
96
51
50
50
-0.115077
ZONE2
1999-12-31T00:00:00
23
52
75
20
13
16
54
100
78
78
70
80
50
44
28
60
98
73
9
33
1
98
78
50
50
-0.217663
ZONE2
2000-01-07T00:00:00
23
46
73
20
12
23
77
21
89
89
68
76
50
44
19
92
98
69
5
50
70
92
63
50
50
0.444444
ZONE2
2000-01-14T00:00:00
23
44
72
20
30
13
23
14
88
88
82
75
50
50
15
92
98
31
5
15
69
86
49
50
50
0.115077
ZONE2
2000-01-21T00:00:00
23
46
72
20
18
7
10
36
87
87
89
76
50
44
17
92
98
48
5
6
66
88
49
50
50
-0.034216
ZONE2
2000-01-28T00:00:00
23
39
70
20
23
9
22
2
91
91
83
70
50
47
11
92
98
40
5
12
84
55
52
50
50
0.428571
ZONE2
2000-02-04T00:00:00
23
37
70
20
16
9
14
4
90
90
90
68
50
45
10
92
98
51
5
9
85
61
54
50
50
0.1248
ZONE2
2000-02-11T00:00:00
23
33
68
20
36
7
9
2
91
91
73
63
50
52
8
92
98
20
5
6
92
75
61
50
50
0.289118
ZONE2
2000-02-18T00:00:00
23
34
69
20
14
4
3
29
91
91
90
66
50
45
9
91
98
51
5
2
90
63
67
50
50
-0.094897
ZONE2
2000-02-25T00:00:00
23
32
68
20
50
2
1
4
91
91
63
62
50
57
8
91
98
1
4
1
90
60
68
50
50
0.238037