Datasets:

sovai
/

factor_signals

Dataset card Data Studio Files Files and versions Community

Split (1)

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	2020-12-25T00:00:00	70	7	54	84	94	88	69	67	12	12	85	7	54	92	70	69	42	80	35	85	35	7	95	44	14	-0.016679
A	2021-01-01T00:00:00	70	7	54	84	87	90	87	50	12	12	88	7	54	93	69	69	42	79	36	91	15	32	96	64	25	0.01006
A	2021-01-08T00:00:00	70	7	54	84	95	83	54	29	15	15	81	6	54	95	65	69	42	79	36	73	5	31	92	54	28	0.074073
A	2021-01-15T00:00:00	70	7	55	84	89	79	48	46	13	13	86	6	54	96	67	69	42	79	36	67	6	33	95	49	29	-0.006684
A	2021-01-22T00:00:00	70	7	55	84	97	73	48	55	12	12	75	6	55	96	73	70	42	80	36	63	11	42	96	56	46	0.00095
A	2021-01-29T00:00:00	70	8	55	84	92	71	44	65	14	14	83	6	55	96	81	70	42	80	35	60	8	32	92	53	46	-0.048764
A	2021-02-05T00:00:00	70	8	55	84	98	74	59	79	13	13	75	7	55	94	84	70	42	80	35	70	10	43	93	53	44	0.025048
A	2021-02-12T00:00:00	70	8	56	84	72	73	55	49	13	13	93	6	55	90	82	71	42	80	35	67	10	30	91	57	34	0.038966
A	2021-02-19T00:00:00	70	8	57	83	91	67	41	59	13	13	86	7	55	91	83	69	42	80	35	56	12	18	88	53	25	-0.00867
A	2021-02-26T00:00:00	70	8	57	83	82	70	51	58	14	14	92	7	55	90	86	70	42	80	35	64	6	16	86	49	41	-0.037833
A	2021-03-05T00:00:00	77	9	58	68	71	75	66	69	15	15	65	7	49	97	87	96	60	81	32	74	9	9	77	43	25	-0.048577
A	2021-03-12T00:00:00	77	9	58	68	75	70	57	61	16	16	65	7	49	97	84	96	61	81	30	67	10	8	79	39	26	0.045633
A	2021-03-19T00:00:00	77	9	58	68	85	65	49	39	14	14	62	6	49	97	72	96	60	81	31	58	10	7	77	40	32	0.010292
A	2021-03-26T00:00:00	76	9	59	68	95	65	38	14	15	15	56	6	49	96	72	96	61	80	31	54	9	6	80	35	40	0.024041
A	2021-04-02T00:00:00	76	8	60	68	77	55	28	17	15	15	65	6	49	96	68	96	61	79	32	41	9	6	79	36	40	0.016317
A	2021-04-09T00:00:00	76	8	60	68	95	59	44	11	16	16	51	6	50	97	75	96	61	79	32	51	8	3	83	30	45	0.034597
A	2021-04-16T00:00:00	76	8	60	68	85	57	37	12	16	16	60	6	49	97	70	96	62	79	33	46	9	3	82	31	43	0.020241
A	2021-04-23T00:00:00	76	8	60	68	97	56	36	11	16	16	45	6	49	97	72	96	62	79	33	45	10	2	81	31	49	0.015598
A	2021-04-30T00:00:00	76	8	60	70	87	49	28	53	17	17	57	6	49	96	77	96	62	79	31	37	11	4	80	28	54	-0.022237
A	2021-05-07T00:00:00	75	7	59	73	95	49	33	49	16	16	54	6	50	96	73	96	62	79	27	41	10	4	81	25	55	0.001944
A	2021-05-14T00:00:00	75	8	60	75	87	54	49	61	16	16	61	6	50	96	66	97	63	79	26	52	11	4	83	19	62	-0.020536
A	2021-05-21T00:00:00	75	8	60	75	92	63	71	47	17	17	60	6	50	96	66	97	63	80	27	72	10	4	79	23	62	0.008767
A	2021-05-28T00:00:00	73	8	61	75	98	65	76	20	19	19	87	6	47	96	62	67	65	80	25	76	8	3	81	21	67	0.044066
A	2021-06-04T00:00:00	66	8	65	92	86	71	85	41	20	20	74	6	46	97	63	89	62	79	27	83	9	3	82	18	70	-0.001666
A	2021-06-11T00:00:00	65	8	65	92	70	77	90	26	21	21	80	6	46	97	62	89	62	79	27	88	10	3	83	13	73	0.040823
A	2021-06-18T00:00:00	65	8	65	92	95	79	89	16	19	19	66	6	46	97	52	88	62	79	27	88	10	3	81	6	71	0.010313
A	2021-06-25T00:00:00	65	8	65	92	97	73	73	27	18	18	62	6	46	97	51	87	63	79	27	77	10	3	82	7	70	0.015654
A	2021-07-02T00:00:00	65	8	65	92	96	71	65	18	18	18	63	6	46	97	41	87	63	79	27	71	10	3	80	7	63	0.011773
A	2021-07-09T00:00:00	65	8	66	92	67	70	53	17	18	18	80	6	46	97	40	87	63	79	28	65	14	4	81	4	68	0.008135
A	2021-07-16T00:00:00	64	8	66	92	70	69	56	20	18	18	78	6	46	98	37	87	63	78	29	66	17	1	60	10	63	-0.007334
A	2021-07-23T00:00:00	64	8	66	92	70	76	78	13	18	18	77	6	46	97	35	87	63	78	29	81	26	2	47	15	51	0.022693
A	2021-07-30T00:00:00	64	8	66	91	84	72	67	20	18	18	73	6	46	97	29	88	62	78	29	73	26	2	44	13	52	0.006044
A	2021-08-06T00:00:00	63	8	66	91	86	77	77	20	17	17	47	5	46	96	26	88	62	77	28	81	25	2	39	12	53	0.016115
A	2021-08-13T00:00:00	63	8	66	90	83	83	87	14	17	17	47	5	47	96	26	88	63	77	28	89	25	5	41	11	50	0.022677
A	2021-08-20T00:00:00	64	7	66	90	76	80	82	2	19	19	50	5	47	96	17	89	63	76	29	85	36	35	33	4	58	0.055891
A	2021-08-27T00:00:00	63	7	66	90	82	82	86	13	19	19	41	5	41	96	15	89	63	76	32	87	33	36	34	7	57	0.033786
A	2021-09-03T00:00:00	68	8	64	81	74	84	87	12	19	19	76	5	31	96	12	81	58	77	25	89	9	32	36	6	63	0.031471
A	2021-09-10T00:00:00	68	8	65	81	85	88	90	18	20	20	72	5	31	96	14	80	58	77	25	92	6	31	30	6	63	-0.011437
A	2021-09-17T00:00:00	68	8	64	81	97	88	90	54	22	22	60	5	31	96	23	67	58	77	25	92	11	27	50	4	84	-0.018562
A	2021-09-24T00:00:00	68	8	64	81	84	89	87	62	22	22	72	5	31	96	27	67	58	78	24	91	5	25	43	5	82	-0.008851
A	2021-10-01T00:00:00	68	8	65	81	93	90	88	94	34	34	67	5	31	96	35	67	58	78	23	91	5	5	35	4	67	-0.09519
A	2021-10-08T00:00:00	69	9	65	81	79	92	90	86	33	33	72	5	32	97	39	67	58	78	23	93	9	6	39	3	66	-0.021319
A	2021-10-15T00:00:00	69	9	66	81	95	96	98	83	33	33	68	5	31	97	43	67	58	78	23	98	7	6	33	4	67	0.005247
A	2021-10-22T00:00:00	69	9	65	81	87	93	95	37	33	33	70	5	31	97	42	68	58	78	24	96	9	7	37	5	63	0.030663
A	2021-10-29T00:00:00	69	9	65	81	94	94	94	51	30	30	68	5	31	97	40	68	58	78	23	96	8	7	39	7	66	-0.003036
A	2021-11-05T00:00:00	69	9	65	81	83	93	92	80	26	26	85	5	32	94	42	69	58	79	22	94	8	8	29	7	45	-0.006861
A	2021-11-12T00:00:00	69	8	65	81	96	92	82	30	26	26	79	5	33	94	50	67	58	78	23	90	2	10	59	18	57	0.02858
A	2021-11-19T00:00:00	69	6	65	81	77	91	70	14	27	27	86	5	33	94	55	66	59	78	23	85	2	20	45	14	58	0.021259
A	2021-11-26T00:00:00	69	6	65	82	73	76	21	68	32	32	87	5	33	94	65	67	59	78	23	46	1	11	72	30	58	-0.074437
A	2021-12-03T00:00:00	70	6	65	82	95	72	24	55	31	31	80	5	33	94	65	66	59	78	23	46	1	15	65	30	60	-0.018016
A	2021-12-10T00:00:00	70	6	65	82	95	71	23	27	30	30	81	5	33	94	66	66	59	78	23	44	1	20	73	30	56	0.046402
A	2021-12-17T00:00:00	83	7	63	88	67	73	34	53	30	30	97	5	31	95	76	28	30	78	54	54	2	24	68	37	47	-0.030971
A	2021-12-24T00:00:00	83	7	63	88	82	72	36	20	31	31	96	5	31	95	76	28	30	78	54	55	2	25	72	40	52	0.042136
A	2021-12-31T00:00:00	83	7	63	89	90	65	23	28	30	30	94	5	31	95	73	28	30	78	54	44	2	25	73	42	45	0.011723
A	2022-01-07T00:00:00	84	7	63	89	88	75	60	78	36	36	94	6	31	95	78	29	30	78	53	71	3	22	61	57	38	-0.089604
A	2022-01-14T00:00:00	84	7	63	89	80	83	81	68	36	36	95	6	32	95	83	28	30	78	53	85	3	23	61	58	38	-0.003236
A	2022-01-21T00:00:00	84	7	63	89	80	62	36	62	34	34	94	5	32	96	87	28	30	77	53	47	3	22	53	61	40	-0.049562
A	2022-01-28T00:00:00	84	7	63	88	78	60	41	50	33	33	95	6	32	95	86	29	30	77	53	49	5	21	55	61	40	-0.003268
A	2022-02-04T00:00:00	84	7	63	88	95	76	64	31	33	33	86	5	32	93	87	28	30	77	53	74	6	26	51	62	33	0.029619
A	2022-02-11T00:00:00	84	7	63	88	89	64	46	73	33	33	91	6	32	91	90	27	30	77	52	52	4	26	55	59	36	-0.027778
A	2022-02-18T00:00:00	84	7	63	88	93	79	73	78	32	32	89	6	32	92	94	26	30	77	51	80	4	28	39	65	40	-0.037536
A	2022-02-25T00:00:00	84	7	64	88	95	80	70	62	32	32	87	6	33	92	93	26	30	77	51	78	4	38	39	74	42	0.012725
A	2022-03-04T00:00:00	73	6	65	76	89	49	29	48	29	29	58	6	40	93	92	53	30	78	62	37	7	41	46	77	42	0.001196
A	2022-03-11T00:00:00	73	6	65	76	88	50	33	62	28	28	59	6	40	93	93	53	31	78	61	39	7	41	50	69	44	-0.026744
A	2022-03-18T00:00:00	72	6	65	75	89	50	38	28	30	30	59	6	40	93	91	53	31	78	60	43	6	48	58	64	36	0.067609
A	2022-03-25T00:00:00	73	6	65	75	83	53	45	64	31	31	62	6	40	93	89	53	31	78	60	48	8	51	64	60	36	-0.024508
A	2022-04-01T00:00:00	73	5	66	75	65	55	51	67	30	30	69	6	41	93	88	84	31	78	59	52	7	47	64	63	29	-0.012825
A	2022-04-08T00:00:00	73	5	66	75	88	49	33	36	29	29	60	6	41	93	80	84	31	78	60	39	8	50	56	65	31	0.008291
A	2022-04-15T00:00:00	74	5	66	75	91	43	30	83	32	32	59	6	41	93	83	84	31	78	58	35	11	51	46	65	25	-0.062506
A	2022-04-22T00:00:00	74	5	66	75	87	44	34	73	32	32	61	6	41	93	87	85	31	78	58	37	13	52	48	63	23	-0.040498
A	2022-04-29T00:00:00	74	5	66	77	75	47	45	63	29	29	63	6	40	92	87	85	31	78	59	45	13	33	65	78	16	-0.016898
A	2022-05-06T00:00:00	74	4	66	79	80	45	40	39	29	29	64	6	39	90	82	85	31	78	59	41	12	35	62	74	22	0.015175
A	2022-05-13T00:00:00	75	4	66	81	90	48	67	42	28	28	57	6	38	90	81	84	30	78	59	59	12	38	64	74	21	-0.014041
A	2022-05-20T00:00:00	74	4	66	81	85	44	43	10	31	31	30	6	38	90	75	84	30	78	60	40	13	45	56	58	22	0.048169
A	2022-05-27T00:00:00	74	4	66	81	82	41	32	18	28	28	55	6	39	90	73	84	30	78	60	32	11	45	56	58	21	0.043312
A	2022-06-03T00:00:00	74	4	67	83	72	48	56	35	28	28	60	6	39	92	79	53	63	78	50	51	12	45	57	57	21	-0.015773
A	2022-06-10T00:00:00	75	4	67	84	85	39	25	67	30	30	52	6	39	92	71	54	62	78	49	30	10	58	66	62	29	-0.061642
A	2022-06-17T00:00:00	75	4	67	84	71	39	28	63	30	30	62	6	39	92	68	55	62	78	49	32	7	45	69	72	21	-0.065185
A	2022-06-24T00:00:00	75	4	67	84	88	40	36	25	32	32	46	6	39	92	63	55	62	78	49	36	6	59	69	68	18	0.076122
A	2022-07-01T00:00:00	75	4	67	84	90	45	49	51	32	32	44	6	39	93	63	55	62	77	49	46	7	68	69	66	24	-0.015417
A	2022-07-08T00:00:00	74	4	66	84	92	47	55	25	32	32	39	6	39	93	52	55	62	78	50	50	7	67	66	66	22	0.02768
A	2022-07-15T00:00:00	75	4	67	84	81	55	77	66	33	33	55	6	39	94	52	55	62	78	49	66	8	67	71	67	25	-0.030035
A	2022-07-22T00:00:00	74	4	67	83	89	55	85	22	34	34	45	6	38	94	27	55	62	78	49	74	10	61	61	57	28	0.052255
A	2022-07-29T00:00:00	74	4	66	83	84	51	78	14	35	35	52	6	39	93	22	54	62	78	50	67	11	47	63	74	37	0.072459
A	2022-08-05T00:00:00	73	4	66	82	92	49	46	37	34	34	36	6	38	92	29	52	62	77	51	46	15	58	48	70	30	-0.003658
A	2022-08-12T00:00:00	73	4	66	82	63	47	44	53	33	33	65	6	38	92	25	52	61	77	52	44	15	62	46	71	30	-0.000448
A	2022-08-19T00:00:00	73	3	65	81	82	54	65	16	32	32	51	6	38	90	18	51	60	77	52	60	17	51	28	76	41	0.03048
A	2022-08-26T00:00:00	73	4	65	81	64	53	49	64	34	34	63	6	39	90	20	50	60	77	52	50	17	56	26	73	43	-0.056315
A	2022-09-02T00:00:00	78	4	64	85	84	56	71	42	32	32	77	6	34	92	19	70	62	77	59	65	16	67	24	69	41	-0.014319
A	2022-09-09T00:00:00	78	3	64	85	70	52	45	14	35	35	84	6	34	91	18	71	61	77	60	47	17	66	22	62	40	0.075149
A	2022-09-16T00:00:00	78	4	64	84	88	59	77	51	37	37	73	6	34	91	19	66	62	77	59	72	10	62	27	55	41	-0.056237
A	2022-09-23T00:00:00	78	4	64	85	91	79	91	44	36	36	70	6	35	91	19	66	61	77	59	89	10	60	25	56	37	-0.049353
A	2022-09-30T00:00:00	78	4	64	85	71	78	78	55	34	34	83	6	34	91	23	65	61	77	59	84	10	62	26	56	35	-0.015627
A	2022-10-07T00:00:00	78	3	64	84	76	72	62	17	35	35	80	5	34	91	23	65	61	77	60	72	11	55	28	62	23	0.0502
A	2022-10-14T00:00:00	78	3	64	84	86	81	84	38	34	34	78	5	35	92	19	66	61	77	59	86	13	57	30	60	23	-0.013653
A	2022-10-21T00:00:00	78	3	64	84	86	66	57	26	33	33	78	5	34	92	22	65	61	76	60	62	14	47	30	63	19	0.033249
A	2022-10-28T00:00:00	77	3	64	84	73	61	58	20	32	32	79	5	34	92	24	64	61	76	60	60	15	41	31	61	18	0.068449
A	2022-11-04T00:00:00	77	3	63	83	73	84	89	33	31	31	93	5	35	89	25	64	61	76	58	90	16	43	32	61	19	-0.019384
A	2022-11-11T00:00:00	76	3	62	83	92	68	58	16	34	34	85	5	35	89	16	65	61	76	60	63	16	37	41	52	26	0.089873
A	2022-11-18T00:00:00	77	3	63	83	75	64	64	27	33	33	93	5	34	88	19	65	60	76	60	65	19	48	35	63	24	-0.014295

Subsets and Splits

No community queries yet

The top public SQL queries from the community will appear here once available.