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factor_signals

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train · 8.97M rows

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 ⌀
A	1999-11-26T00:00:00	57	8	18	77	82	61	57	47	29	29	64	3	50.5	1	52	54	45	97	74.5	61	13	26	50	69	37	0.020071
A	1999-12-03T00:00:00	56	8	18	77	82	61	57	16	29	29	64	3	50.5	1	52	54	45	96	74.5	61	13	26	50	69	37	0.080332
A	1999-12-10T00:00:00	56	8	21	77	82	61	57	30	28	28	64	3	50.5	1	52	54	45	96	74.5	60	13	26	50	69	37	0.005629
A	1999-12-17T00:00:00	56	7	24	77	82	61	57	20	11	11	64	3	50.5	1	52	54	45	96	74.5	60	13	26	50	69	37	0.026599
A	1999-12-24T00:00:00	55	7	14	77	82	61	57	12	13	13	64	3	50.5	1	52	54	45	96	74.5	61	13	26	50	69	37	0.082932
A	1999-12-31T00:00:00	53	4	10	77	82	61	57	1	97	97	64	2	50.5	1	52	54	45	95	74.5	61	13	26	50	69	37	0.553972
A	2000-01-07T00:00:00	54	5	24	77	82	61	57	34	97	97	64	2	50.5	1	52	54	45	96	74.5	61	13	26	50	69	37	-0.159237
A	2000-01-14T00:00:00	54	5	9	77	82	61	57	19	96	96	64	2	50.5	1	52	54	45	96	74.5	61	13	26	50	69	37	0.05199
A	2000-01-21T00:00:00	54	5	17	77	82	55	50	48	93	93	64	2	50.5	1	52	54	45	96	74.5	54	13	26	50	69	37	0.005411
A	2000-01-28T00:00:00	54	6	25	43	82	67	74	29	91	91	64	2	50.5	4	52	54	45	97	74.5	73	13	26	50	69	37	-0.010026
A	2000-02-04T00:00:00	53	5	5	43	82	65	71	11	89	89	64	2	50.5	39	52	54	45	97	74.5	70	13	26	50	69	37	0.12033
A	2000-02-11T00:00:00	53	5	4	43	82	68	76	35	87	87	64	2	50.5	45	52	54	46	97	74.5	75	13	26	50	69	37	-0.011402
A	2000-02-18T00:00:00	52	4	21	43	82	76	87	7	88	88	64	2	50.5	9	52	54	45	97	74.5	84	13	26	50	69	37	0.243701
A	2000-02-25T00:00:00	52	4	14	43	82	95	100	5	86	86	64	2	50.5	18	52	54	45	96	74.5	98	13	26	50	69	37	0.153056
A	2000-03-03T00:00:00	52	4	4	43	82	85	91	24	83	83	64	2	50.5	44	52	54	45	97	74.5	91	13	26	50	69	37	-0.000924
A	2000-03-10T00:00:00	51	3	8	43	82	82	87	4	81	81	64	1	50.5	29	52	54	45	96	74.5	87	13	26	50	69	37	0.314813
A	2000-03-17T00:00:00	46	4	16	85	82	76	76	50	82	82	64	2	50.5	89	52	54	40	95	74.5	79	13	26	50	69	37	-0.147183
A	2000-03-24T00:00:00	46	4	34	84	82	77	76	42	82	82	64	2	50.5	89	52	54	40	95	74.5	80	13	26	50	69	37	-0.009086
A	2000-03-31T00:00:00	48	4	29	83	82	82	89	79	83	83	64	2	50.5	89	52	54	40	95	74.5	88	13	26	50	69	37	-0.13333
A	2000-04-07T00:00:00	47	4	34	83	82	76	71	10	83	83	64	2	50.5	89	52	54	40	94	74.5	76	13	26	50	69	37	0.173079
A	2000-04-14T00:00:00	48	4	27	82	82	88	92	78	87	87	64	2	50.5	89	52	54	40	95	74.5	92	13	26	50	69	37	-0.322221
A	2000-04-21T00:00:00	48	4	25	82	82	91	95	69	84	84	53	2	50.5	90	52	54	40	95	74.5	94	13	26	50	69	37	0.087696
A	2000-04-28T00:00:00	48	5	20	82	82	84	86	80	82	82	54	2	50.5	90	52	54	40	95	74.5	86	13	26	50	69	37	-0.014581
A	2000-05-05T00:00:00	48	4	25	82	82	93	97	42	79	79	57	2	50.5	90	52	54	41	94	74.5	96	13	26	50	69	37	0.031719
A	2000-05-12T00:00:00	47	4	33	84	82	90	90	48	79	79	67	2	50.5	89	52	54	41	95	74.5	93	13	26	50	69	37	-0.009633
A	2000-05-19T00:00:00	49	6	30	86	82	89	84	98	82	82	63	2	50.5	89	52	54	42	97	74.5	91	13	26	50	69	37	-0.264233
A	2000-05-26T00:00:00	49	5	36	86	82	78	49	82	80	80	78	2	50.5	88	52	54	42	96	74.5	67	13	26	50	69	37	-0.024474
A	2000-06-02T00:00:00	48	5	20	86	82	96	91	30	83	83	38	2	50.5	89	52	54	42	96	74.5	97	13	26	50	69	37	0.257683
A	2000-06-09T00:00:00	49	6	21	87	82	41	31	85	82	82	40	2	50.5	89	52	54	42	97	74.5	32	13	26	50	69	37	-0.132966
A	2000-06-16T00:00:00	55	7	26	40	82	55	35	96	81	81	80	2	50.5	98	52	54	44	73	74.5	43	13	26	50	69	37	-0.116398
A	2000-06-23T00:00:00	54	5	29	40	82	47	33	31	84	84	80	2	50.5	98	52	54	44	72	74.5	38	13	26	50	69	37	0.199597
A	2000-06-30T00:00:00	54	6	29	40	82	57	40	33	83	83	73	2	50.5	98	52	54	44	72	74.5	47	13	26	50	69	37	-0.018371
A	2000-07-07T00:00:00	55	7	15	40	82	58	53	75	83	83	39	2	50.5	98	52	54	45	73	74.5	56	13	26	50	69	37	-0.084739
A	2000-07-14T00:00:00	54	6	20	40	82	14	10	27	83	83	50	2	50.5	98	52	54	45	72	74.5	9	13	26	50	69	37	0.14163
A	2000-07-21T00:00:00	57	10	16	40	82	19	18	100	93	93	40	3	50.5	98	52	54	45	76	74.5	16	13	26	50	69	37	-0.376323
A	2000-07-28T00:00:00	58	11	16	40	16	42	54	97	91	91	41	3	50.5	38	52	54	45	76	74.5	47	27	34	18	69	37	-0.141718
A	2000-08-04T00:00:00	58	11	32	40	17	17	8	95	90	90	75	3	50.5	39	52	54	45	76	74.5	10	28	33	17	69	37	-0.028856
A	2000-08-11T00:00:00	58	11	19	39	89	13	6	80	89	89	47	3	50.5	40	52	54	45	76	74.5	7	29	34	19	69	37	0.014264
A	2000-08-18T00:00:00	55	7	22	38	84	37	50	9	96	96	91	3	50.5	43	52	54	45	73	74.5	42	25	31	33	69	37	0.387613
A	2000-08-25T00:00:00	55	7	24	38	80	32	52	17	95	95	92	3	50.5	43	52	54	45	73	74.5	41	25	30	32	69	37	0.037607
A	2000-09-01T00:00:00	51	8	22	56	85	19	19	9	93	93	50	3	50.5	43	52	54	49	98	74.5	16	25	31	24	69	37	0.057767
A	2000-09-08T00:00:00	52	8	23	56	83	38	61	42	92	92	52	3	50.5	43	52	54	50	98	74.5	50	21	45	60	69	37	-0.042494
A	2000-09-15T00:00:00	52	9	24	55	82	5	1	60	91	91	54	3	50.5	43	52	54	50	98	74.5	2	35	38	53	69	37	-0.037968
A	2000-09-22T00:00:00	53	10	23	55	84	5	2	80	91	91	51	3	50.5	43	52	54	50	98	74.5	2	34	36	53	69	37	-0.122824
A	2000-09-29T00:00:00	53	10	30	55	67	14	2	79	86	86	66	3	50.5	41	52	54	50	98	74.5	6	36	36	55	69	37	-0.021187
A	2000-10-06T00:00:00	52	9	26	55	76	13	5	28	82	82	59	3	50.5	42	52	54	50	98	74.5	7	36	47	61	69	37	0.066408
A	2000-10-13T00:00:00	53	11	33	55	54	33	62	80	83	83	65	3	50.5	41	52	54	50	98	74.5	47	26	42	61	69	37	-0.149642
A	2000-10-20T00:00:00	53	10	22	55	84	36	62	51	81	81	52	3	50.5	41	52	54	50	98	74.5	48	28	41	65	69	37	0.049104
A	2000-10-27T00:00:00	53	10	25	55	79	40	84	67	65	65	53	3	50.5	41	52	54	50	98	74.5	65	24	30	79	69	37	-0.017372
A	2000-11-03T00:00:00	53	10	27	54	74	24	74	49	61	61	54	3	50.5	41	52	54	50	98	74.5	49	26	34	80	69	37	0.023154
A	2000-11-10T00:00:00	54	12	21	54	84	25	50	89	64	64	51	4	50.5	41	52	54	50	98	74.5	35	24	36	67	69	37	-0.157433
A	2000-11-17T00:00:00	53	9	20	52	85	18	30	15	76	76	10	3	50.5	57	63	54	50	98	74.5	21	33	65	85	69	37	0.201295
A	2000-11-24T00:00:00	52	8	33	52	52	19	22	3	75	75	33	3	50.5	57	74	54	50	98	74.5	19	36	74	78	69	37	0.075161
A	2000-12-01T00:00:00	52	7	25	52	76	31	52	4	70	70	19	3	50.5	55	70	54	50	97	74.5	40	32	72	72	69	37	0.040433
A	2000-12-08T00:00:00	51	6	23	52	80	21	22	3	69	69	16	3	50.5	55	62	54	50	97	74.5	20	26	82	74	69	37	0.121498
A	2000-12-15T00:00:00	51	7	14	53	88	26	33	21	67	67	1	3	50.5	55	71	54	50	97	74.5	28	19	92	73	69	37	-0.043053
A	2000-12-22T00:00:00	51	7	25	53	74	24	32	39	62	62	20	3	50.5	55	38	54	50	97	74.5	26	31	89	70	69	37	-0.038514
A	2000-12-29T00:00:00	51	7	32	52	52	22	40	56	59	59	32	3	50.5	55	25	54	50	97	74.5	28	29	90	71	69	37	0.001108
A	2001-01-05T00:00:00	51	7	22	52	81	17	21	55	55	55	13	3	50.5	54	26	54	50	97	74.5	17	28	88	66	69	37	0.005652
A	2001-01-12T00:00:00	52	7	18	52	86	32	77	59	52	52	6	3	50.5	51	25	54	50	97	74.5	54	31	88	68	69	37	0.019418
A	2001-01-19T00:00:00	71	7	25	88	73	46	97	18	59	59	60	3	50.5	42	5	54	49	96	74.5	73	27	89	62	69	37	0.168018
A	2001-01-26T00:00:00	74	9	25	88	75	57	93	96	63	63	59	3	50.5	41	14	54	49	97	74.5	77	33	89	68	69	37	-0.166725
A	2001-02-02T00:00:00	76	10	16	88	87	73	97	94	63	63	71	3	50.5	42	18	54	49	97	74.5	88	34	90	67	69	37	-0.044476
A	2001-02-09T00:00:00	75	9	28	87	68	66	92	77	62	62	93	3	50.5	41	10	54	49	97	74.5	81	42	92	71	69	37	0.00574
A	2001-02-16T00:00:00	77	10	29	88	64	61	77	83	60	60	95	3	50.5	63	14	54	49	97	74.5	69	50	86	64	69	37	-0.047622
A	2001-02-23T00:00:00	83	14	32	87	54	56	63	97	67	67	100	4	50.5	62	24	54	48	97	74.5	60	47	85	58	69	37	-0.234004
A	2001-03-02T00:00:00	83	15	15	87	89	57	63	87	66	66	66	3	50.5	65	28	54	49	97	74.5	61	42	76	66	69	37	-0.007011
A	2001-03-09T00:00:00	84	15	17	87	88	52	56	84	66	66	72	4	50.5	65	23	54	49	97	74.5	55	42	74	67	69	37	-0.025788
A	2001-03-16T00:00:00	85	15	29	87	67	77	87	70	64	64	95	4	50.5	63	28	54	49	97	74.5	91	45	70	62	69	37	-0.062088
A	2001-03-23T00:00:00	53	14	30	25	78	40	18	22	68	68	62	3	50.5	54	25	54	68	73	74.5	21	44	76	59	69	37	0.088626
A	2001-03-30T00:00:00	57	21	36	25	59	31	12	91	68	68	75	4	50.5	57	43	54	68	74	74.5	15	24	83	62	69	37	-0.187665
A	2001-04-06T00:00:00	59	24	31	25	78	35	22	87	66	66	68	4	50.5	58	48	54	67	74	74.5	24	21	83	61	69	37	-0.09537
A	2001-04-13T00:00:00	56	17	25	25	88	32	20	30	74	74	52	4	50.5	55	38	54	67	73	74.5	23	17	80	55	69	37	0.221627
A	2001-04-20T00:00:00	56	14	33	25	72	20	10	6	76	76	71	3	50.5	50	38	54	67	73	74.5	13	22	78	59	69	37	0.189615
A	2001-04-27T00:00:00	56	15	30	25	82	20	11	33	75	75	68	4	50.5	50	37	54	67	73	74.5	14	33	93	47	69	37	-0.039838
A	2001-05-04T00:00:00	56	16	32	24	76	20	13	61	71	71	71	4	50.5	57	39	54	67	74	74.5	15	35	94	51	69	37	-0.010848
A	2001-05-11T00:00:00	56	15	35	25	68	22	18	35	70	70	76	4	50.5	58	44	54	67	73	74.5	18	34	93	48	69	37	0.034393
A	2001-05-18T00:00:00	60	20	23	30	89	27	43	86	70	70	45	4	50.5	62	75	54	67	74	74.5	33	37	94	39	69	37	-0.092942
A	2001-05-25T00:00:00	59	18	27	30	87	21	11	55	69	69	55	4	50.5	62	56	54	67	74	74.5	14	34	95	38	69	37	0.046935
A	2001-06-01T00:00:00	61	21	25	30	88	21	13	94	70	70	48	4	50.5	62	59	54	67	75	74.5	15	36	95	42	69	37	-0.098697
A	2001-06-08T00:00:00	61	20	35	30	71	27	44	69	67	67	80	4	50.5	62	71	54	67	75	74.5	32	35	95	41	69	37	0.030605
A	2001-06-15T00:00:00	52	25	28	56	86	38	82	92	69	69	35	4	50.5	69	74	54	68	98	74.5	62	34	90	34	69	37	-0.129963
A	2001-06-22T00:00:00	53	26	23	57	90	28	69	84	65	65	2	4	50.5	70	66	54	67	98	74.5	47	55	92	33	69	37	-0.034777
A	2001-06-29T00:00:00	52	24	23	56	90	27	45	41	64	64	1	4	50.5	70	51	54	67	98	74.5	31	52	94	30	69	37	0.105419
A	2001-07-06T00:00:00	53	24	41	56	60	30	66	74	63	63	33	4	50.5	65	55	54	68	98	74.5	47	52	95	29	69	37	-0.072292
A	2001-07-13T00:00:00	53	25	34	56	77	22	21	59	62	62	19	4	50.5	67	60	54	67	98	74.5	17	52	95	29	69	37	0.004942
A	2001-07-20T00:00:00	53	27	31	56	83	22	30	81	61	61	15	4	50.5	64	92	54	67	99	74.5	21	53	94	44	69	37	-0.046201
A	2001-07-27T00:00:00	53	26	31	56	83	19	9	35	60	60	15	4	50.5	63	79	54	67	99	74.5	11	41	86	7	69	37	0.041527
A	2001-08-03T00:00:00	52	24	28	56	87	18	16	22	59	59	9	4	50.5	65	74	54	68	99	74.5	14	34	82	12	69	37	0.039872
A	2001-08-10T00:00:00	53	28	29	54	86	15	9	77	59	59	10	4	50.5	66	80	54	68	98	74.5	10	36	84	18	69	37	-0.086572
A	2001-08-17T00:00:00	54	30	34	51	75	16	12	87	59	59	19	5	50.5	68	66	54	68	98	74.5	12	45	78	13	69	37	-0.074848
A	2001-08-24T00:00:00	53	30	30	51	84	19	35	57	58	58	11	4	50.5	69	52	54	68	98	74.5	24	39	78	14	69	37	0.050634
A	2001-08-31T00:00:00	53	29	36	51	72	18	19	74	58	58	24	5	50.5	67	40	54	68	98	74.5	17	37	78	14	69	37	-0.046427
A	2001-09-07T00:00:00	55	37	36	51	71	19	29	86	59	59	26	5	50.5	67	48	54	68	98	74.5	21	35	78	14	69	37	-0.118876
A	2001-09-14T00:00:00	27	37	32	86	79	19	23	86	58	58	16	5	50.5	40	49	54	66	98	74.5	19	45	85	20	69	37	-0.012832
A	2001-09-21T00:00:00	27	39	29	86	83	19	40	64	50	50	10	5	50.5	47	65	54	66	98	74.5	26	53	84	53	69	37	-0.125799
A	2001-09-28T00:00:00	26	41	36	86	71	21	62	79	45	45	24	5	50.5	41	56	54	66	98	74.5	39	60	82	57	69	37	-0.029739
A	2001-10-05T00:00:00	27	40	27	85	85	18	23	46	48	48	9	5	50.5	49	43	54	66	98	74.5	18	47	73	52	69	37	0.079223
A	2001-10-12T00:00:00	27	34	38	86	65	16	17	20	51	51	34	5	50.5	38	46	54	66	98	74.5	15	46	72	53	69	37	0.107162
A	2001-10-19T00:00:00	27	34	35	85	73	18	28	22	49	49	35	5	50.5	40	42	54	66	98	74.5	20	45	73	52	69	37	0

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