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
⌀
AACG
2012-07-06T00:00:00
72
44
11
79
87
30
42
63
90
90
68
66
52
38
63
99
11
91
84
34
98
80
89
21
98
-0.026335
AACG
2012-07-13T00:00:00
72
41
22
79
87
47
86
52
90
90
67
66
52
35
70
99
11
91
84
68
93
86
90
23
99
0.019534
AACG
2012-07-20T00:00:00
73
52
10
79
87
32
28
98
90
90
66
66
52
33
77
99
11
91
84
28
94
86
89
21
98
-0.134856
AACG
2012-07-27T00:00:00
72
49
16
79
87
23
11
51
89
89
57
66
52
33
76
99
11
91
84
14
95
85
78
24
98
0.049404
AACG
2012-08-03T00:00:00
71
41
14
78
87
19
4
15
89
89
52
65
53
36
40
99
11
91
85
10
90
75
72
30
98
0.101461
AACG
2012-08-10T00:00:00
79
36
11
73
87
8
1
6
89
89
64
65
56
41
29
93
9
94
85
3
87
72
73
36
96
0.075903
AACG
2012-08-17T00:00:00
79
35
12
73
87
13
4
4
89
89
65
65
56
43
33
92
9
94
85
7
82
70
72
34
98
0.054795
AACG
2012-08-24T00:00:00
79
39
8
73
87
14
6
52
87
87
64
65
56
43
44
93
9
94
85
8
81
73
71
39
98
-0.051948
AACG
2012-08-31T00:00:00
79
39
12
73
87
12
7
56
82
82
63
65
56
43
26
93
9
94
85
7
79
71
70
50
98
-0.00411
AACG
2012-09-07T00:00:00
79
42
2
73
88
14
23
65
81
81
63
66
56
43
23
93
9
94
85
16
79
62
70
37
99
0.008941
AACG
2012-09-14T00:00:00
79
42
14
73
86
11
3
76
80
80
47
66
78
44
34
93
9
94
85
5
79
58
73
36
98
-0.004772
AACG
2012-09-21T00:00:00
79
37
11
73
87
11
24
13
80
80
47
65
78
44
18
93
9
94
85
14
75
56
77
29
99
0.078082
AACG
2012-09-28T00:00:00
78
26
15
73
87
11
63
2
80
80
46
64
78
44
9
93
9
94
86
35
80
34
70
23
98
0.154384
AACG
2012-10-05T00:00:00
78
30
7
73
87
13
81
25
81
81
43
65
78
43
11
93
9
94
86
45
83
35
63
20
98
-0.044029
AACG
2012-10-12T00:00:00
79
30
4
73
88
16
86
28
81
81
35
65
78
43
12
93
9
94
86
50
82
40
65
18
97
-0.018998
AACG
2012-10-19T00:00:00
79
34
2
73
88
12
67
80
82
82
32
65
78
42
17
93
9
94
85
36
83
42
65
17
97
-0.055164
AACG
2012-10-26T00:00:00
79
30
12
73
86
13
58
32
81
81
55
65
78
42
14
93
9
94
85
31
84
38
68
17
98
0.027329
AACG
2012-11-02T00:00:00
79
33
6
72
87
12
45
80
80
80
47
65
78
42
11
93
9
94
85
24
85
44
68
17
99
-0.042322
AACG
2012-11-09T00:00:00
31
22
18
79
86
11
29
46
78
78
63
65
79
44
8
99
12
93
83
16
88
32
68
13
100
0.003788
AACG
2012-11-16T00:00:00
31
27
13
79
86
19
76
85
78
78
58
65
79
43
11
99
12
92
84
47
90
33
68
14
100
-0.075472
AACG
2012-11-23T00:00:00
31
27
8
79
87
50
99
73
77
77
51
65
79
43
6
99
12
92
84
79
91
36
71
11
99
0.034014
AACG
2012-11-30T00:00:00
31
33
2
79
87
38
95
97
78
78
38
66
79
41
8
99
12
93
83
69
91
43
67
13
99
-0.082895
AACG
2012-12-07T00:00:00
31
38
7
79
87
36
92
96
70
70
47
67
79
41
8
99
12
93
83
66
91
47
69
11
99
-0.060258
AACG
2012-12-14T00:00:00
31
37
3
79
87
24
53
76
71
71
40
67
79
42
4
99
12
93
83
35
90
47
70
11
99
0.028244
AACG
2012-12-21T00:00:00
31
16
9
79
86
32
76
2
92
92
52
64
79
41
2
99
12
92
85
54
96
62
48
13
99
0.386043
AACG
2012-12-28T00:00:00
31
11
5
79
86
22
45
1
92
92
46
63
79
40
2
99
12
92
86
30
98
69
52
11
99
0.159079
AACG
2013-01-04T00:00:00
31
14
18
79
85
30
54
34
92
92
64
64
79
36
3
99
12
92
85
40
98
62
17
10
100
-0.063309
AACG
2013-01-11T00:00:00
31
15
14
80
86
22
29
63
91
91
39
64
79
30
4
99
12
92
85
23
98
70
28
9
100
-0.024667
AACG
2013-01-18T00:00:00
31
18
10
80
86
22
26
85
91
91
34
65
79
29
7
99
12
92
85
21
100
76
29
8
100
-0.040465
AACG
2013-01-25T00:00:00
31
20
9
80
86
13
9
82
91
91
33
65
79
80
13
99
11
92
85
9
99
50
23
8
99
-0.026357
AACG
2013-02-01T00:00:00
31
19
8
79
86
11
7
63
91
91
29
65
79
81
9
99
12
92
85
7
99
72
23
9
100
0.030861
AACG
2013-02-08T00:00:00
100
28
9
62
87
12
11
99
91
91
84
65
87
80
18
99
10
92
86
9
98
71
26
8
100
-0.124475
AACG
2013-02-15T00:00:00
100
39
21
61
86
62
99
100
92
92
87
66
87
72
29
99
10
92
84
86
99
89
33
11
100
-0.14817
AACG
2013-02-22T00:00:00
100
45
1
60
88
82
100
98
91
91
80
67
88
85
40
91
10
92
77
94
99
99
30
8
97
-0.053521
AACG
2013-03-01T00:00:00
100
41
21
60
86
68
98
87
88
88
91
66
87
73
53
90
10
92
78
88
98
99
15
11
83
0.004464
AACG
2013-03-08T00:00:00
100
45
9
59
87
63
84
93
83
83
85
67
87
80
51
90
10
92
76
78
98
99
18
11
82
-0.011852
AACG
2013-03-15T00:00:00
100
46
9
59
87
52
48
90
83
83
85
67
87
81
44
90
10
93
77
50
98
100
19
10
81
-0.017991
AACG
2013-03-22T00:00:00
100
47
4
58
87
40
38
62
83
83
79
67
87
83
57
90
10
92
77
36
99
100
17
10
82
0.018321
AACG
2013-03-29T00:00:00
100
45
21
57
86
46
41
63
83
83
94
67
87
74
70
90
10
92
77
41
99
100
19
12
88
0
AACG
2013-04-05T00:00:00
100
45
3
56
88
16
5
37
81
81
80
67
86
83
55
90
10
92
77
8
98
99
20
11
89
-0.005247
AACG
2013-04-12T00:00:00
100
41
21
56
87
8
3
28
81
81
100
67
86
74
53
90
10
92
77
4
99
99
23
8
90
0.032404
AACG
2013-04-19T00:00:00
100
44
4
56
87
15
2
34
77
77
92
67
86
84
68
90
10
92
78
6
98
99
24
8
92
-0.018978
AACG
2013-04-26T00:00:00
100
42
19
58
86
10
4
41
63
63
100
67
87
75
68
91
10
92
77
5
99
99
23
9
91
0.011905
AACG
2013-05-03T00:00:00
100
45
20
62
86
9
4
79
57
57
100
67
87
75
59
91
10
92
77
5
99
99
24
10
90
-0.019118
AACG
2013-05-10T00:00:00
100
46
20
67
86
9
6
77
55
55
100
67
87
77
50
91
10
93
77
6
99
100
25
10
90
0
AACG
2013-05-17T00:00:00
100
48
16
68
86
9
16
84
54
54
99
68
87
80
35
91
11
94
76
10
99
100
24
11
90
-0.010495
AACG
2013-05-24T00:00:00
100
39
8
68
87
12
19
5
78
78
98
67
87
83
45
91
11
94
77
13
99
97
26
12
94
0.149242
AACG
2013-05-31T00:00:00
33
35
2
86
87
13
33
42
79
79
20
67
89
73
58
48
9
95
80
20
99
98
25
18
92
-0.048121
AACG
2013-06-07T00:00:00
33
31
15
86
86
13
49
19
79
79
50
67
85
73
60
48
9
95
81
27
99
98
26
25
88
0.018006
AACG
2013-06-14T00:00:00
34
33
1
86
87
13
54
27
78
78
27
67
85
73
73
48
9
95
81
31
98
97
31
30
87
0.009524
AACG
2013-06-21T00:00:00
33
33
17
86
86
12
52
60
78
78
55
67
85
73
65
47
9
95
82
29
98
97
32
36
85
-0.045148
AACG
2013-06-28T00:00:00
33
36
3
86
88
11
24
64
76
76
61
67
85
73
67
47
9
95
82
14
96
96
32
37
84
0
AACG
2013-07-05T00:00:00
34
31
17
86
86
10
21
23
78
78
61
67
85
73
63
48
9
95
81
13
93
92
32
43
80
0.068454
AACG
2013-07-12T00:00:00
34
34
4
86
87
10
15
55
76
76
33
67
85
72
63
47
9
95
81
10
93
93
31
44
77
0
AACG
2013-07-19T00:00:00
34
30
21
86
86
30
84
20
76
76
57
67
85
71
60
47
9
95
82
59
92
90
21
50
77
0.041612
AACG
2013-07-26T00:00:00
33
30
11
86
87
19
70
17
74
74
44
67
85
71
41
47
9
95
82
44
91
90
20
47
78
0.031706
AACG
2013-08-02T00:00:00
33
31
3
86
87
21
80
29
65
65
33
67
86
72
33
69
9
95
81
51
91
90
20
48
77
0.004302
AACG
2013-08-09T00:00:00
93
29
12
78
87
25
83
6
63
63
75
67
78
73
18
85
11
94
80
54
92
86
32
52
84
0.069155
AACG
2013-08-16T00:00:00
93
31
12
77
87
20
56
41
66
66
74
68
78
74
9
85
11
94
81
36
92
85
30
59
82
-0.044076
AACG
2013-08-23T00:00:00
93
32
2
77
88
20
52
23
65
65
71
68
78
74
12
85
11
94
81
33
91
84
29
60
82
0.017964
AACG
2013-08-30T00:00:00
93
36
12
77
87
31
75
95
76
76
74
68
78
75
17
84
11
94
80
53
79
62
44
66
69
-0.111765
AACG
2013-09-06T00:00:00
93
36
11
77
87
26
59
87
75
75
74
69
78
74
18
84
11
94
80
40
68
39
31
75
60
0.011258
AACG
2013-09-13T00:00:00
93
37
6
77
88
34
78
57
73
73
73
68
78
74
18
84
11
94
80
57
59
51
76
81
45
0.037328
AACG
2013-09-20T00:00:00
93
40
4
77
88
45
84
92
74
74
72
69
78
74
20
84
11
94
80
67
59
37
68
68
43
-0.046717
AACG
2013-09-27T00:00:00
93
35
4
77
88
44
78
16
77
77
71
68
78
74
9
84
11
94
80
63
54
51
84
59
55
0.092715
AACG
2013-10-04T00:00:00
93
34
16
77
87
67
94
40
76
76
70
69
78
75
12
84
11
94
80
85
53
46
88
60
55
-0.006061
AACG
2013-10-11T00:00:00
93
35
20
77
87
62
82
52
75
75
63
69
78
75
13
85
10
94
80
76
54
47
90
58
59
-0.014024
AACG
2013-10-18T00:00:00
93
41
3
77
88
63
85
93
74
74
57
69
78
74
18
85
10
94
80
78
57
50
76
58
83
-0.045145
AACG
2013-10-25T00:00:00
93
44
20
77
87
25
24
97
75
75
61
70
78
74
30
85
11
94
80
20
52
39
89
57
82
-0.07772
AACG
2013-11-01T00:00:00
93
48
4
76
89
25
16
87
72
72
65
70
78
72
31
85
11
94
79
16
51
36
90
59
80
-0.016854
AACG
2013-11-08T00:00:00
34
49
16
83
87
32
36
72
68
68
50
69
84
72
34
24
7
95
81
31
50
37
91
60
79
0.007143
AACG
2013-11-15T00:00:00
34
52
2
83
89
17
11
70
66
66
53
70
85
73
42
23
8
95
81
11
46
35
88
63
82
0.002837
AACG
2013-11-22T00:00:00
34
52
13
83
87
44
70
87
64
64
54
70
85
73
63
21
8
95
80
59
41
41
87
61
75
-0.033239
AACG
2013-11-29T00:00:00
34
55
2
83
90
42
62
86
63
63
30
70
85
72
69
21
8
95
80
52
39
42
85
63
72
-0.002195
AACG
2013-12-06T00:00:00
34
57
14
83
87
34
50
94
58
58
46
71
85
72
85
20
8
95
81
39
31
47
90
65
72
-0.065982
AACG
2013-12-13T00:00:00
34
53
18
83
87
19
14
33
63
63
50
70
85
72
69
21
8
95
81
13
28
25
86
74
72
0.047096
AACG
2013-12-20T00:00:00
34
55
17
83
87
12
6
74
61
61
50
71
85
72
25
21
8
95
81
7
27
23
86
75
74
-0.005247
AACG
2013-12-27T00:00:00
34
55
20
83
88
14
9
51
60
60
53
71
85
71
19
21
8
95
82
9
22
19
84
78
75
0.015072
AACG
2014-01-03T00:00:00
34
60
4
83
92
16
13
93
57
57
35
71
85
69
32
21
8
95
82
12
19
19
80
78
74
-0.027468
AACG
2014-01-10T00:00:00
33
57
14
83
88
17
16
53
57
57
27
71
85
67
39
21
8
95
82
14
14
18
76
74
72
0.018321
AACG
2014-01-17T00:00:00
33
61
1
83
95
20
11
79
57
57
10
72
85
66
41
20
8
95
83
13
14
15
75
77
72
-0.025487
AACG
2014-01-24T00:00:00
33
55
14
83
88
15
11
26
56
56
29
71
85
65
44
21
8
95
83
10
10
23
78
60
61
0.026154
AACG
2014-01-31T00:00:00
33
57
1
83
96
12
7
32
53
53
11
71
84
87
38
21
8
95
83
8
7
54
78
62
26
0
AACG
2014-02-07T00:00:00
33
57
9
83
90
16
33
54
52
52
23
71
85
81
64
20
8
95
82
22
11
54
79
58
27
-0.02024
AACG
2014-02-14T00:00:00
33
57
3
83
95
14
20
57
42
42
13
71
85
85
76
21
8
95
83
14
10
49
81
62
33
0.017598
AACG
2014-02-21T00:00:00
33
59
5
83
93
16
25
81
37
37
11
72
85
83
70
73
8
95
81
17
10
54
81
68
41
-0.015038
AACG
2014-02-28T00:00:00
99
60
2
61
95
12
10
9
56
56
53
70
79
85
62
77
11
94
84
7
13
49
86
70
43
0.094656
AACG
2014-03-07T00:00:00
99
56
2
61
95
12
26
8
59
59
52
69
79
85
56
77
11
94
84
14
36
51
88
78
41
0.073919
AACG
2014-03-14T00:00:00
99
62
4
61
94
9
18
79
68
68
53
70
79
84
72
78
11
94
84
9
53
60
92
79
38
-0.11039
AACG
2014-03-21T00:00:00
99
62
3
61
95
14
49
66
67
67
50
70
79
85
59
78
11
94
83
27
48
57
92
77
37
0.017518
AACG
2014-03-28T00:00:00
99
64
9
60
91
14
56
75
66
66
63
70
79
82
56
80
11
94
83
32
53
64
96
68
29
-0.035868
AACG
2014-04-04T00:00:00
99
62
9
60
90
13
44
48
65
65
64
70
79
82
46
79
11
94
83
25
54
62
95
75
27
0.011905
AACG
2014-04-11T00:00:00
99
59
21
59
87
13
43
30
62
62
89
70
79
77
46
79
11
94
83
24
61
65
95
75
36
0.002941
AACG
2014-04-18T00:00:00
99
60
15
59
88
11
25
37
60
60
85
70
79
79
37
79
11
94
84
14
51
70
88
69
31
0.014663
AACG
2014-04-25T00:00:00
99
60
20
61
87
29
82
57
60
60
88
70
79
78
35
79
11
94
83
57
50
72
87
67
32
-0.021676
AACG
2014-05-02T00:00:00
99
55
14
64
88
47
90
6
64
64
84
69
78
81
25
80
11
94
83
71
47
57
90
65
36
0.078287
AACG
2014-05-09T00:00:00
99
56
2
69
97
16
30
11
60
60
80
69
78
85
22
80
12
94
84
19
74
45
97
59
39
0.00274
AACG
2014-05-16T00:00:00
100
53
3
71
97
19
44
5
58
58
83
69
79
85
19
79
12
95
84
27
72
47
97
58
37
0.029372
AACG
2014-05-23T00:00:00
100
53
8
71
95
16
31
22
49
49
85
69
79
83
8
44
12
95
71
19
76
48
98
56
37
0.008626
AACG
2014-05-30T00:00:00
31
35
2
65
97
18
41
1
69
69
69
69
59
67
5
31
9
97
67
25
40
53
93
77
60
0.1625