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sovai
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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	2019-01-25T00:00:00	64	5	48	87	62	89	96	19	31	31	71	8	45	94	12	55	18	81	70	95	6	1	94	82	82	0.023917
A	2019-02-01T00:00:00	64	5	48	87	92	89	94	20	29	29	32	8	45	93	14	55	18	81	72	94	6	1	93	82	89	0.032451
A	2019-02-08T00:00:00	64	5	48	87	53	89	90	35	28	28	66	8	45	93	14	55	18	81	70	92	7	2	93	85	88	-0.00315
A	2019-02-15T00:00:00	65	5	48	87	63	77	68	33	28	28	59	8	45	92	11	54	18	81	70	74	7	2	95	83	83	0.032972
A	2019-02-22T00:00:00	66	5	48	86	56	82	77	51	27	27	62	8	45	92	18	53	18	81	70	82	8	2	94	79	85	0.001543
A	2019-03-01T00:00:00	67	5	49	85	86	74	42	17	23	23	43	8	46	90	20	52	18	81	71	59	11	3	92	88	88	0.035961
A	2019-03-08T00:00:00	91	9	47	63	76	89	77	51	26	26	88	8	44	91	23	18	18	82	74	89	11	5	94	90	89	-0.040135
A	2019-03-15T00:00:00	91	9	47	62	72	89	72	21	27	27	90	8	44	91	21	19	18	81	74	87	11	4	93	92	86	0.04001
A	2019-03-22T00:00:00	91	9	48	62	92	93	82	55	25	25	79	8	44	90	25	19	17	82	74	92	10	7	93	93	84	-0.026015
A	2019-03-29T00:00:00	91	9	48	61	64	93	86	36	24	24	92	8	44	90	34	19	18	82	74	94	9	7	93	93	84	0.0176
A	2019-04-05T00:00:00	91	9	48	61	92	92	78	47	23	23	81	8	44	91	35	19	18	81	74	90	10	8	92	92	80	0.015599
A	2019-04-12T00:00:00	91	9	48	61	66	91	78	58	23	23	90	8	44	91	37	20	18	81	74	89	11	9	93	89	81	-0.006021
A	2019-04-19T00:00:00	92	11	49	61	65	89	66	87	30	30	89	8	44	91	44	19	17	81	73	82	17	14	93	85	82	-0.059396
A	2019-04-26T00:00:00	92	10	48	63	57	93	85	70	29	29	90	8	44	91	55	19	17	81	73	93	19	18	91	85	84	0.016414
A	2019-05-03T00:00:00	92	10	48	69	92	91	67	43	28	28	84	8	46	88	54	19	16	82	74	83	19	17	92	83	85	0.02415
A	2019-05-10T00:00:00	93	10	46	75	89	93	80	60	27	27	85	8	49	87	63	19	13	83	77	90	17	17	89	85	82	-0.027618
A	2019-05-17T00:00:00	94	12	46	76	89	90	62	90	41	41	83	9	49	87	84	19	12	83	76	80	19	11	74	91	93	-0.103633
A	2019-05-24T00:00:00	94	12	46	77	83	90	67	78	39	39	98	9	49	87	91	19	12	83	76	82	21	11	77	91	92	-0.010858
A	2019-05-31T00:00:00	68	13	46	81	80	89	65	68	38	38	77	9	49	89	94	65	12	82	78	82	21	10	75	89	90	-0.019156
A	2019-06-07T00:00:00	69	12	45	81	85	87	53	38	37	37	80	9	44	89	89	48	12	83	74	74	21	11	78	89	86	0.036844
A	2019-06-14T00:00:00	69	12	45	81	57	70	25	43	37	37	92	9	44	89	92	47	12	82	74	45	21	11	77	86	86	0.006458
A	2019-06-21T00:00:00	68	11	45	81	55	73	28	23	39	39	92	9	45	89	92	50	12	82	74	49	23	13	70	91	83	0.04817
A	2019-06-28T00:00:00	68	11	45	81	92	79	50	21	37	37	72	8	44	90	94	50	12	82	74	67	22	10	73	91	84	0.018139
A	2019-07-05T00:00:00	68	11	45	81	69	72	37	17	36	36	88	8	44	90	93	50	12	82	74	54	22	10	72	91	83	0.01666
A	2019-07-12T00:00:00	69	12	45	81	68	42	14	81	40	40	88	9	45	90	95	49	12	82	73	26	23	17	70	76	81	-0.054132
A	2019-07-19T00:00:00	69	13	46	81	75	43	20	86	41	41	85	9	45	90	95	49	12	83	73	30	26	17	67	72	72	-0.041164
A	2019-07-26T00:00:00	69	13	46	81	74	45	27	72	34	34	85	9	45	90	93	50	12	83	74	35	26	23	61	72	72	0.011638
A	2019-08-02T00:00:00	67	13	46	79	84	49	36	63	31	31	80	9	44	90	94	50	12	82	73	42	17	8	69	80	50	-0.020428
A	2019-08-09T00:00:00	66	13	45	77	84	47	39	42	30	30	53	9	45	90	93	50	12	82	73	41	24	26	38	81	47	0.008226
A	2019-08-16T00:00:00	65	12	46	77	69	58	64	16	30	30	59	8	45	89	87	52	12	81	73	63	29	40	37	66	46	0.03555
A	2019-08-23T00:00:00	65	12	46	77	67	63	73	39	30	30	61	8	45	87	88	53	12	81	73	72	33	35	34	66	46	-0.021535
A	2019-08-30T00:00:00	69	12	46	76	80	67	77	26	27	27	82	9	44	94	87	52	54	82	65	75	33	45	37	65	47	0.022426
A	2019-09-06T00:00:00	69	11	46	76	73	47	28	12	31	31	80	8	46	94	84	57	54	82	57	34	30	40	17	66	45	0.044583
A	2019-09-13T00:00:00	68	11	46	76	78	39	20	25	28	28	77	8	46	94	69	59	54	81	57	27	23	31	18	74	33	0.048739
A	2019-09-20T00:00:00	68	11	46	76	79	40	25	20	25	25	77	8	46	94	64	64	54	81	57	30	20	35	15	69	37	0.000892
A	2019-09-27T00:00:00	68	11	46	77	89	40	31	44	25	25	69	8	46	94	69	65	54	81	58	34	19	35	15	69	39	-0.020257
A	2019-10-04T00:00:00	68	11	46	76	68	46	44	39	25	25	79	8	46	94	71	65	54	81	57	44	22	35	18	71	44	-0.004548
A	2019-10-11T00:00:00	68	11	46	76	88	56	69	58	24	24	73	8	46	95	70	65	54	81	57	63	24	38	19	65	47	-0.007651
A	2019-10-18T00:00:00	69	11	46	76	92	54	60	72	24	24	73	8	46	95	63	65	54	81	57	58	25	41	22	63	62	-0.009689
A	2019-10-25T00:00:00	69	11	46	76	64	57	76	60	23	23	75	8	46	96	63	65	54	81	57	69	25	41	25	62	63	0.010991
A	2019-11-01T00:00:00	69	11	46	74	64	68	91	42	22	22	93	8	47	96	58	65	54	81	57	84	24	34	28	62	61	0.02096
A	2019-11-08T00:00:00	68	10	46	72	50	81	86	50	21	21	96	8	46	95	54	65	54	81	57	90	25	40	23	56	59	-0.004289
A	2019-11-15T00:00:00	68	10	46	71	90	79	88	26	19	19	88	8	47	95	38	65	54	81	57	90	26	37	17	50	63	0.021145
A	2019-11-22T00:00:00	68	10	46	71	61	73	78	21	18	18	95	8	47	95	30	65	54	81	58	81	20	38	18	48	64	0.010988
A	2019-11-29T00:00:00	68	10	46	71	92	73	77	21	18	18	86	8	47	95	26	64	54	82	58	79	21	36	18	47	67	0.020848
A	2019-12-06T00:00:00	67	9	46	71	79	67	59	17	17	17	92	8	47	95	27	64	54	81	59	65	22	34	19	50	65	0.017834
A	2019-12-13T00:00:00	67	9	46	71	90	59	39	23	17	17	87	8	47	95	26	65	54	81	59	47	20	32	25	50	64	0.018239
A	2019-12-20T00:00:00	67	9	51	77	67	62	46	27	16	16	94	8	52	97	29	84	65	80	26	54	18	32	23	53	63	0.017678
A	2019-12-27T00:00:00	67	9	51	77	58	68	61	32	15	15	95	8	52	97	28	84	65	80	27	68	14	29	18	55	63	0.002697
A	2020-01-03T00:00:00	67	10	51	77	91	66	57	57	16	16	86	8	52	98	38	84	65	80	26	65	15	30	16	53	63	-0.00785
A	2020-01-10T00:00:00	67	9	51	77	72	72	71	18	18	18	91	8	52	98	26	84	65	80	27	74	15	26	28	54	65	0.035716
A	2020-01-17T00:00:00	67	9	51	77	71	75	78	23	18	18	91	8	52	98	25	84	65	80	27	81	17	27	25	53	66	0.028884
A	2020-01-24T00:00:00	67	9	51	77	64	77	79	39	21	21	94	8	52	98	22	84	65	80	26	82	25	48	47	43	46	-0.020637
A	2020-01-31T00:00:00	68	10	51	77	92	81	84	74	33	33	81	8	52	97	27	83	65	80	26	87	8	34	42	45	56	-0.064584
A	2020-02-07T00:00:00	67	10	51	77	82	83	83	73	30	30	89	8	52	97	29	83	65	80	26	88	7	33	37	45	58	0.007392
A	2020-02-14T00:00:00	67	10	51	77	75	83	80	39	29	29	92	8	53	97	29	82	65	80	26	87	7	32	30	45	57	0.03186
A	2020-02-21T00:00:00	68	10	51	77	86	85	76	49	28	28	88	8	52	97	31	80	65	80	27	85	7	27	31	46	58	-0.008736
A	2020-02-28T00:00:00	68	10	51	76	82	82	63	46	23	23	91	8	52	96	30	78	66	80	27	79	12	19	26	55	44	-0.094051
A	2020-03-06T00:00:00	68	8	52	30	83	87	83	36	21	21	85	8	44	96	29	52	66	54	31	89	20	32	29	51	57	0.019335
A	2020-03-13T00:00:00	68	8	52	30	89	88	81	32	19	19	83	8	44	95	30	53	67	54	32	89	24	30	28	61	36	-0.119144
A	2020-03-20T00:00:00	67	6	51	30	92	87	73	17	8	8	83	7	44	95	26	54	67	54	33	84	26	34	57	69	47	-0.03959
A	2020-03-27T00:00:00	67	7	52	30	83	74	40	29	8	8	86	7	44	95	26	54	66	53	33	57	15	23	53	72	44	0.066953
A	2020-04-03T00:00:00	67	7	51	30	78	71	37	21	7	7	87	7	44	96	26	36	67	53	34	54	9	26	49	82	35	-0.004442
A	2020-04-10T00:00:00	67	7	51	30	76	77	58	43	8	8	87	7	44	96	27	36	67	53	34	70	8	26	56	83	36	0.112327
A	2020-04-17T00:00:00	67	7	51	30	91	75	51	30	8	8	79	7	44	97	33	36	66	53	34	65	7	27	56	79	36	0.01557
A	2020-04-24T00:00:00	67	7	52	30	63	67	54	70	8	8	90	7	44	96	38	36	67	54	34	61	11	21	58	73	37	-0.047769
A	2020-05-01T00:00:00	69	7	52	31	82	71	63	86	8	8	87	8	44	86	37	35	66	54	33	68	14	26	62	77	36	-0.02033
A	2020-05-08T00:00:00	74	7	53	35	83	73	70	45	9	9	89	7	43	85	41	34	67	54	33	73	13	22	56	78	37	0.07411
A	2020-05-15T00:00:00	76	6	53	36	73	86	83	19	8	8	92	7	43	85	49	34	68	53	34	86	9	14	58	79	32	0.023585
A	2020-05-22T00:00:00	76	7	53	36	77	85	78	33	7	7	92	7	42	85	50	35	68	53	34	83	8	16	59	77	31	0.04155
A	2020-05-29T00:00:00	77	6	53	36	95	85	80	35	8	8	89	7	42	85	43	37	68	53	34	84	8	15	57	77	31	0.037189
A	2020-06-05T00:00:00	64	6	58	85	95	91	86	62	8	8	52	7	51	90	46	76	68	91	29	92	7	16	59	75	28	0.025408
A	2020-06-12T00:00:00	64	6	58	86	86	89	81	54	9	9	66	7	51	90	52	76	68	91	29	88	7	19	66	76	31	-0.047242
A	2020-06-19T00:00:00	64	7	58	86	93	78	53	39	8	8	57	7	51	90	53	79	68	91	30	67	7	16	67	78	29	0.030433
A	2020-06-26T00:00:00	65	6	58	86	92	72	27	50	9	9	60	7	51	90	47	79	68	91	30	48	7	17	66	78	28	-0.031902
A	2020-07-03T00:00:00	65	6	59	86	93	82	58	36	9	9	59	7	51	91	44	79	68	91	30	76	7	16	66	79	28	0.034501
A	2020-07-10T00:00:00	65	6	58	86	91	86	79	33	8	8	62	7	51	92	58	79	68	92	30	86	7	16	65	80	28	0.008346
A	2020-07-17T00:00:00	65	6	59	86	76	84	74	18	8	8	74	7	51	92	74	79	68	91	30	84	7	13	61	81	27	0.055353
A	2020-07-24T00:00:00	65	6	59	86	68	86	73	26	8	8	78	7	50	92	67	79	68	91	30	85	7	14	62	82	26	0.004662
A	2020-07-31T00:00:00	65	6	60	83	96	83	50	26	8	8	56	7	47	92	52	80	69	91	29	75	7	14	62	83	26	0.016025
A	2020-08-07T00:00:00	63	6	60	80	95	83	56	47	8	8	25	7	45	91	58	81	70	91	28	77	6	14	63	83	26	0.015057
A	2020-08-14T00:00:00	63	6	60	78	85	81	65	56	8	8	38	7	45	91	67	82	71	92	28	78	6	16	64	82	26	-0.004195
A	2020-08-21T00:00:00	63	6	60	78	95	80	58	30	7	7	26	7	45	82	70	83	71	91	28	73	6	15	62	82	26	0.009554
A	2020-08-28T00:00:00	63	6	61	78	95	80	62	36	7	7	26	7	45	82	59	94	71	91	34	76	6	15	62	82	25	0.016272
A	2020-09-04T00:00:00	74	6	55	75	92	79	68	55	8	8	69	7	52	81	66	86	34	79	33	77	6	16	63	83	26	-0.030623
A	2020-09-11T00:00:00	74	6	54	74	91	83	78	24	8	8	71	7	52	81	64	85	34	79	33	84	6	14	69	83	25	0.018173
A	2020-09-18T00:00:00	74	6	54	74	96	84	77	42	7	7	60	7	52	82	74	85	34	79	33	85	6	16	63	84	24	0.007903
A	2020-09-25T00:00:00	74	6	54	74	85	83	76	33	7	7	77	7	51	81	68	85	34	79	33	83	6	16	68	85	24	-0.017005
A	2020-10-02T00:00:00	74	6	54	74	78	81	65	39	7	7	80	7	52	80	66	85	34	79	33	78	5	15	65	85	23	0.02375
A	2020-10-09T00:00:00	74	7	55	74	94	80	58	28	9	9	68	7	52	82	67	85	34	79	33	74	6	13	68	87	20	0.059339
A	2020-10-16T00:00:00	74	6	55	74	94	82	71	26	9	9	70	7	52	82	74	85	35	79	34	81	6	14	69	87	20	0.008888
A	2020-10-23T00:00:00	73	6	55	74	86	82	65	41	10	10	72	7	52	81	69	85	35	78	34	79	6	13	72	88	21	-0.004963
A	2020-10-30T00:00:00	71	7	54	74	91	82	52	40	10	10	69	7	52	82	68	84	35	78	34	72	5	15	69	87	22	-0.03843
A	2020-11-06T00:00:00	68	6	54	74	94	85	75	14	16	16	82	7	50	90	61	85	35	78	34	85	11	31	87	73	24	0.102357
A	2020-11-13T00:00:00	67	6	54	75	95	81	68	60	15	15	80	7	50	90	70	86	36	78	34	79	10	26	89	73	25	-0.021054
A	2020-11-20T00:00:00	67	6	54	75	96	84	72	62	14	14	80	7	50	90	70	87	37	79	33	82	37	60	93	56	47	0.006539
A	2020-11-27T00:00:00	67	6	54	75	81	83	71	60	14	14	88	7	50	90	70	88	37	79	32	82	11	50	91	61	32	0.028854
A	2020-12-04T00:00:00	67	6	54	75	96	84	77	56	13	13	80	7	50	91	66	88	37	79	32	84	10	47	97	60	29	0.009291
A	2020-12-11T00:00:00	67	6	54	76	84	85	78	32	13	13	88	6	50	90	62	75	37	79	32	85	12	36	97	52	33	0.028918
A	2020-12-18T00:00:00	70	7	54	84	93	85	68	44	12	12	86	7	54	92	65	69	42	79	36	82	18	16	96	43	33	0.00692

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