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
⌀
ZZ
2012-11-09T00:00:00
40
100
89
29
33
62
92
45
64
64
25
51
87
49
15
89
43
10
74
82
56
52
36
74
20
-0.026549
ZZ
2012-11-16T00:00:00
40
100
89
29
7
85
98
34
62
62
27
51
87
49
9
89
43
50
74
95
55
51
33
73
19
-0.004545
ZZ
2012-11-23T00:00:00
40
100
89
29
38
87
97
72
53
53
26
51
87
49
8
89
43
3
73
95
57
58
35
70
20
0
ZZ
2012-11-30T00:00:00
40
100
89
29
8
89
97
79
40
40
27
51
87
83
8
89
43
48
73
95
55
63
33
70
18
-0.009132
ZZ
2012-12-07T00:00:00
40
100
89
29
5
88
95
73
39
39
27
51
87
82
11
89
42
61
74
95
48
69
32
76
19
-0.004608
ZZ
2012-12-14T00:00:00
40
100
89
29
4
88
89
70
37
37
27
51
87
81
23
89
43
66
74
92
42
67
33
80
14
-0.00463
ZZ
2012-12-21T00:00:00
40
100
89
29
34
88
90
57
35
35
26
52
87
87
27
89
43
10
74
92
32
45
43
77
17
0.018605
ZZ
2012-12-28T00:00:00
40
100
89
29
5
90
86
66
35
35
26
52
87
81
26
89
42
59
74
92
31
44
42
75
12
-0.018265
ZZ
2013-01-04T00:00:00
40
100
89
29
25
87
76
82
31
31
25
52
87
85
30
88
42
23
74
85
30
44
32
77
8
0.018605
ZZ
2013-01-11T00:00:00
40
100
89
29
9
89
78
74
30
30
24
52
87
82
49
88
42
48
74
87
27
36
28
75
14
0
ZZ
2013-01-18T00:00:00
40
100
89
29
26
83
53
84
30
30
24
52
87
86
68
81
42
22
71
70
28
35
27
75
14
-0.009132
ZZ
2013-01-25T00:00:00
40
100
90
29
4
78
39
77
30
30
45
52
86
80
70
81
42
66
72
60
38
56
27
75
15
0
ZZ
2013-02-01T00:00:00
41
100
89
29
23
74
40
72
29
29
44
53
86
85
74
81
42
25
72
57
37
59
30
75
17
0.004608
ZZ
2013-02-08T00:00:00
40
100
89
28
12
71
40
61
28
28
44
53
86
83
73
81
42
41
72
56
37
60
30
75
17
0
ZZ
2013-02-15T00:00:00
40
100
89
28
28
67
46
57
27
27
44
53
86
86
82
80
42
18
72
57
36
61
30
75
17
0.004587
ZZ
2013-02-22T00:00:00
41
100
89
28
9
66
40
56
27
27
46
53
86
82
83
80
42
47
71
53
39
48
30
79
25
-0.004566
ZZ
2013-03-01T00:00:00
42
100
90
28
11
58
20
42
26
26
46
52
86
83
76
80
42
42
72
36
42
47
31
79
20
0.004587
ZZ
2013-03-08T00:00:00
42
100
90
28
11
61
24
63
26
26
46
53
85
83
78
81
42
41
71
41
45
48
34
78
19
0.004566
ZZ
2013-03-15T00:00:00
42
100
90
28
39
56
17
69
24
24
46
53
85
88
86
82
42
1
72
33
48
50
36
80
25
-0.004545