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	2022-11-25T00:00:00	76	3	62	83	82	62	58	5	34	34	91	5	34	88	16	64	60	76	61	61	20	36	26	72	28	0.073671
A	2022-12-02T00:00:00	76	3	62	83	89	69	77	31	34	34	88	5	34	88	16	64	60	76	60	74	15	41	24	72	32	-0.008217
A	2022-12-09T00:00:00	76	3	62	83	91	67	67	30	33	33	87	5	34	88	14	64	60	75	60	67	14	38	24	70	38	-0.017475
A	2022-12-16T00:00:00	76	3	62	83	64	78	81	52	32	32	95	5	41	88	16	47	60	75	57	83	15	37	30	70	36	-0.023858
A	2022-12-23T00:00:00	79	3	61	89	89	88	85	49	31	31	89	5	41	90	15	48	45	75	72	89	11	39	46	74	38	-0.000469
A	2022-12-30T00:00:00	78	3	60	89	89	85	78	44	31	31	90	5	41	90	18	47	45	74	72	85	12	36	40	77	40	0.004321
A	2023-01-06T00:00:00	79	3	60	89	88	93	88	83	29	29	88	5	41	91	32	48	45	74	72	94	11	48	28	81	32	-0.013233
A	2023-01-13T00:00:00	78	3	60	89	88	90	84	45	31	31	86	5	41	92	25	48	45	74	72	90	11	41	30	79	28	0.062642
A	2023-01-20T00:00:00	79	3	60	89	80	95	96	51	29	29	91	5	41	91	31	48	45	74	72	98	12	45	33	79	28	-0.006374
A	2023-01-27T00:00:00	79	3	60	89	68	94	88	58	28	28	95	5	41	92	35	48	45	74	73	95	13	38	36	83	30	-0.001474
A	2023-02-03T00:00:00	79	3	60	89	92	95	89	81	23	23	81	5	41	89	41	47	45	75	73	96	11	38	35	86	34	-0.007322
A	2023-02-10T00:00:00	79	3	59	89	93	92	75	66	22	22	82	5	41	88	50	46	45	74	73	89	10	40	32	87	36	-0.012944
A	2023-02-17T00:00:00	80	3	60	88	85	91	66	83	23	23	89	6	42	88	61	43	45	74	73	83	10	47	32	87	29	-0.028119
A	2023-02-24T00:00:00	80	3	60	88	76	91	71	77	26	26	93	6	42	87	68	43	45	74	73	87	9	60	28	83	34	-0.047622
A	2023-03-03T00:00:00	79	4	60	76	92	86	33	67	26	26	75	6	40	88	64	51	59	75	82	62	13	31	25	85	37	0.019337
A	2023-03-10T00:00:00	79	4	59	76	84	90	61	57	24	24	79	6	40	87	85	52	58	75	83	83	12	32	27	85	32	-0.057046
A	2023-03-17T00:00:00	79	4	59	75	77	88	55	51	22	22	83	6	40	87	75	53	58	75	83	79	15	29	30	84	30	-0.018716
A	2023-03-24T00:00:00	79	4	59	75	77	83	46	61	19	19	83	6	40	87	82	53	58	74	82	70	19	26	32	82	31	-0.00916
A	2023-03-31T00:00:00	79	4	59	74	76	75	35	38	22	22	83	6	39	87	84	55	57	74	82	57	16	27	32	85	26	0.048349
A	2023-04-07T00:00:00	78	4	59	74	81	77	33	30	21	21	82	6	39	89	83	59	56	74	81	57	15	23	40	78	21	-0.000607
A	2023-04-14T00:00:00	78	4	59	74	88	66	22	35	21	21	80	6	39	90	88	59	56	74	81	40	16	21	41	78	21	0.008472
A	2023-04-21T00:00:00	78	4	59	74	73	51	21	46	21	21	82	6	39	90	91	58	56	74	81	33	15	16	44	78	21	-0.005025
A	2023-04-28T00:00:00	78	4	58	76	91	54	26	63	20	20	78	6	39	90	92	59	56	74	81	38	16	15	51	77	18	-0.022171
A	2023-05-05T00:00:00	79	4	58	78	87	54	36	60	18	18	78	6	40	85	89	60	56	75	83	44	15	16	54	79	17	-0.015725
A	2023-05-12T00:00:00	80	4	58	80	86	56	44	76	19	19	78	6	41	84	91	61	56	75	84	50	18	11	65	80	13	-0.043584
A	2023-05-19T00:00:00	80	4	58	80	79	54	39	68	18	18	84	6	41	84	88	61	55	75	84	45	17	7	68	85	12	0.010822
A	2023-05-26T00:00:00	77	5	57	87	75	55	47	88	22	22	59	6	47	83	92	66	21	75	78	49	19	7	37	84	9	-0.065569
A	2023-06-02T00:00:00	78	5	57	87	70	56	58	91	20	20	71	7	45	83	93	42	21	75	77	56	22	6	53	85	11	-0.018273
A	2023-06-09T00:00:00	78	6	57	88	69	57	57	90	19	19	71	7	45	83	95	41	21	75	76	56	25	12	59	85	11	-0.020554
A	2023-06-16T00:00:00	78	5	57	87	92	57	57	47	23	23	47	7	46	84	94	39	21	75	76	57	14	9	54	81	15	0.046116
A	2023-06-23T00:00:00	78	5	56	87	71	51	41	48	21	21	70	7	46	83	92	39	21	75	76	44	13	9	54	82	15	-0.01411
A	2023-06-30T00:00:00	78	6	56	87	87	53	42	49	20	20	57	7	46	84	92	39	21	75	76	46	12	9	45	79	20	0.008828
A	2023-07-07T00:00:00	78	6	56	87	89	45	30	78	20	20	54	7	46	86	93	38	21	75	75	36	15	15	67	79	13	-0.027023
A	2023-07-14T00:00:00	78	6	56	87	85	43	30	52	21	21	59	7	46	87	92	38	21	75	75	34	13	13	66	78	14	0.023506
A	2023-07-21T00:00:00	77	5	56	87	90	35	16	14	28	28	51	7	46	87	88	38	21	75	76	22	4	4	62	93	9	0.065721
A	2023-07-28T00:00:00	77	5	56	87	87	29	13	39	26	26	57	7	47	87	88	38	21	75	76	18	5	4	64	94	10	-0.012308
A	2023-08-04T00:00:00	76	5	55	85	91	26	12	30	22	22	51	7	48	86	88	39	21	74	76	16	5	4	74	93	6	0.001985
A	2023-08-11T00:00:00	76	5	55	85	87	30	24	30	21	21	56	6	48	86	86	38	21	74	76	23	5	4	68	93	4	0.004433
A	2023-08-18T00:00:00	76	5	55	85	84	32	33	62	25	25	60	7	48	85	85	36	21	74	74	30	4	3	57	95	4	-0.059986
A	2023-08-25T00:00:00	76	5	55	85	65	32	31	53	24	24	73	7	48	77	81	35	21	74	74	28	3	3	53	94	4	0.003604
A	2023-09-01T00:00:00	54	5	61	94	90	27	23	57	24	24	25	7	42	87	77	82	38	73	84	21	4	3	55	94	4	0.018638
A	2023-09-08T00:00:00	54	5	61	94	92	28	33	77	28	28	21	7	42	88	75	86	38	73	83	26	4	4	60	88	5	-0.064971
A	2023-09-15T00:00:00	54	5	61	94	85	37	72	58	27	27	31	7	42	87	75	92	38	73	83	56	5	3	73	85	8	0.016842
A	2023-09-22T00:00:00	54	5	61	94	82	33	60	64	27	27	35	7	43	87	72	92	38	73	84	44	5	5	64	89	11	-0.038819
A	2023-09-29T00:00:00	54	5	61	94	88	36	65	51	24	24	26	7	43	87	64	92	38	73	85	49	6	6	63	88	13	0.003677
A	2023-10-06T00:00:00	54	5	61	94	62	40	70	48	23	23	50	7	43	87	55	92	38	73	85	54	6	6	63	88	14	-0.008544
A	2023-10-13T00:00:00	54	5	61	94	90	35	42	44	22	22	23	7	43	88	54	92	38	73	85	36	8	6	69	87	12	-0.001174
A	2023-10-20T00:00:00	54	5	61	94	85	37	45	40	20	20	31	7	43	88	55	92	38	73	85	39	8	6	71	87	10	-0.01158
A	2023-10-27T00:00:00	54	5	61	94	70	36	41	67	22	22	46	7	43	88	49	92	38	73	84	36	9	5	74	89	9	-0.059139
A	2023-11-03T00:00:00	54	5	61	93	87	32	28	51	22	22	27	7	42	88	39	91	38	73	85	27	9	6	65	89	15	0.060809
A	2023-11-10T00:00:00	55	5	61	93	76	34	38	44	21	21	39	7	41	87	27	91	37	72	85	34	9	5	68	85	16	-0.005042
A	2023-11-17T00:00:00	54	5	60	93	75	35	38	34	20	20	37	7	40	87	27	92	37	73	84	35	9	5	66	79	20	0.043143
A	2023-11-24T00:00:00	54	4	61	93	82	37	42	5	34	34	31	7	40	87	12	91	37	73	86	38	2	2	62	70	21	0.119048
A	2023-12-01T00:00:00	54	4	60	93	78	39	49	20	32	32	35	7	40	87	11	91	37	72	86	42	1	3	61	75	22	0.017136
A	2023-12-08T00:00:00	54	4	60	93	74	42	54	35	32	32	37	7	40	87	10	91	37	72	86	47	1	3	62	68	30	-0.012344
A	2023-12-15T00:00:00	54	4	60	93	76	44	61	22	32	32	34	6	41	87	9	94	37	72	85	52	2	2	64	73	19	0.075314
A	2023-12-22T00:00:00	87	4	53	91	68	39	41	27	31	31	87	6	41	91	11	65	17	72	91	38	2	2	66	72	17	0.020397
A	2023-12-29T00:00:00	87	4	53	91	78	39	42	32	31	31	84	6	41	92	11	64	17	72	91	37	3	2	66	73	17	-0.002179
A	2024-01-05T00:00:00	88	5	53	91	85	43	51	81	33	33	81	7	41	92	14	64	17	72	91	46	2	2	64	56	19	-0.060923
A	2024-01-12T00:00:00	88	5	53	91	88	43	61	66	33	33	82	7	42	93	14	65	17	72	91	50	2	2	64	57	20	-0.000154
A	2024-01-19T00:00:00	88	5	53	91	88	74	92	49	32	32	82	7	42	93	14	65	17	72	91	87	2	3	55	55	26	0.005213
A	2024-01-26T00:00:00	88	5	53	91	82	70	88	66	31	31	83	7	42	93	16	65	17	72	91	84	2	4	56	58	26	-0.001754
A	2024-02-02T00:00:00	87	5	53	91	66	66	79	33	25	25	96	7	42	93	15	66	17	72	91	77	2	4	78	47	38	0.015116
A	2024-02-09T00:00:00	87	5	53	91	81	74	85	45	23	23	93	7	42	92	17	66	17	72	91	83	2	5	68	38	31	0.002782
A	2024-02-16T00:00:00	87	5	53	91	80	74	81	36	22	22	94	7	41	92	19	64	17	72	91	81	1	2	64	41	34	0.011254
A	2024-02-23T00:00:00	88	5	53	91	67	73	79	63	20	20	97	7	40	91	26	64	17	72	91	80	2	3	66	41	36	-0.020842
A	2024-03-01T00:00:00	87	5	53	90	90	58	40	24	24	24	89	7	47	91	20	50	17	72	91	47	2	1	63	44	29	0.053244
A	2024-03-08T00:00:00	78	4	51	89	91	57	43	10	27	27	69	6	45	88	15	54	16	73	91	48	4	1	55	37	35	0.063353
A	2024-03-15T00:00:00	78	4	51	89	89	62	56	18	24	24	71	6	45	87	17	56	16	73	91	59	3	1	41	42	37	-0.002637
A	2024-03-22T00:00:00	78	4	51	88	75	55	38	35	23	23	80	6	45	88	21	56	16	73	91	44	3	1	43	40	35	-0.000204
A	2024-03-29T00:00:00	79	5	51	88	80	67	63	69	23	23	79	7	44	87	22	50	16	73	91	68	6	1	40	22	26	-0.013156
A	2024-04-05T00:00:00	78	4	51	88	80	67	60	51	22	22	79	7	44	88	19	51	16	73	91	66	5	2	37	24	25	-0.007944
A	2024-04-12T00:00:00	78	4	51	88	68	68	65	48	22	22	82	7	44	89	23	51	16	73	91	70	3	1	35	24	24	-0.023521
A	2024-04-19T00:00:00	79	5	51	88	65	62	49	73	27	27	81	7	44	89	29	52	16	73	91	57	2	1	33	24	17	-0.056852
A1	1998-01-09T00:00:00	50	50	50	50	94	66	61.5	82	25	25	45	50	50	50	34	50	50	50	50	92	62	26	52	50	50	0.014545
A1	1998-01-16T00:00:00	50	50	50	50	94	66	61.5	54	25	25	51	50	50	50	34	50	50	50	50	92	62	26	52	50	50	0.007111
A1	1998-01-23T00:00:00	50	50	50	50	94	66	61.5	24	26	26	11	50	50	50	34	50	50	50	50	92	62	26	52	50	50	0.032058
A1	1998-01-30T00:00:00	50	50	50	50	94	66	61.5	45	14	14	51	50	50	50	34	50	50	50	50	92	62	26	52	50	50	0
A1	1998-02-06T00:00:00	50	50	50	50	94	66	61.5	16	38	38	33	50	50	50	34	50	50	50	50	92	62	26	52	50	50	0.082759
A1	1998-02-13T00:00:00	50	50	50	50	94	66	61.5	32	30	30	54	50	50	50	34	50	50	50	50	92	62	26	52	50	50	0.009529
A1	1998-02-20T00:00:00	50	50	50	50	94	66	61.5	61	36	36	49	50	50	50	34	50	50	50	50	92	62	26	52	50	50	-0.031496
A1	1998-02-27T00:00:00	50	50	50	50	94	66	61.5	28	33	33	30	50	50	50	34	50	50	50	50	92	62	26	52	50	50	0.052116
A1	1998-03-06T00:00:00	50	50	50	50	94	88	88	20	28	28	55	50	50	50	34	50	50	50	50	88	62	26	52	50	50	0.03403
A1	1998-03-13T00:00:00	50	50	50	50	94	47	47	36	25	25	53	50	50	50	34	50	50	50	50	47	62	26	52	50	50	-0.003018
A1	1998-03-20T00:00:00	50	50	50	50	94	74	75	19	23	23	51	50	50	50	34	50	50	50	50	75	62	26	52	50	50	0.054103
A1	1998-03-27T00:00:00	50	50	50	50	94	60	58	58	27	27	26	50	50	50	34	50	50	50	50	59	62	26	52	50	50	-0.025663
A1	1998-04-03T00:00:00	50	50	50	50	94	81	82	72	27	27	36	50	50	50	34	50	50	50	50	82	62	26	52	50	50	-0.020444
A1	1998-04-10T00:00:00	50	50	50	50	94	75	74	67	25	25	15	50	50	50	34	50	50	50	50	75	62	26	52	50	50	-0.006018
A1	1998-04-17T00:00:00	50	50	50	50	94	54	49	38	20	20	20	50	50	50	34	50	50	50	50	51	62	26	52	50	50	0.033058
A1	1998-04-24T00:00:00	50	50	50	50	94	71	73	73	25	25	47	50	50	50	34	50	50	50	50	73	62	26	52	50	50	-0.043628
A1	1998-05-01T00:00:00	50	50	50	50	94	79	80	64	21	21	21	50	50	50	34	50	50	50	50	80	62	26	52	50	50	0.003064
A1	1998-05-08T00:00:00	50	50	50	50	94	69	69	41	18	18	66	50	50	50	34	50	50	50	50	70	62	26	52	50	50	0.015176
A1	1998-05-15T00:00:00	50	50	50	50	94	80	80	62	18	18	29	50	50	50	34	50	50	50	50	81	62	26	52	50	50	-0.029898
A1	1998-05-22T00:00:00	50	50	50	50	94	66	59	25	17	17	23	50	50	50	34	50	50	50	50	63	62	26	52	50	50	0.018511
A1	1998-05-29T00:00:00	50	50	50	50	94	49	38	50	14	14	10	50	50	50	34	50	50	50	50	43	62	26	52	50	50	-0.021172
A1	1998-06-05T00:00:00	50	50	50	50	94	50	37	6	25	25	27	50	50	50	34	50	50	50	50	43	62	26	52	50	50	0.06479
A1	1998-06-12T00:00:00	50	50	50	50	94	60	57	50	32	32	22	50	50	50	34	50	50	50	50	59	62	26	52	50	50	-0.060848
A1	1998-06-19T00:00:00	50	50	50	50	94	42	34	14	32	32	43	50	50	50	34	50	50	50	50	37	62	26	52	50	50	0.040099
A1	1998-06-26T00:00:00	50	50	50	50	94	43	36	57	29	29	34	50	50	50	34	50	50	50	50	39	62	26	52	50	50	-0.020748
A1	1998-07-03T00:00:00	50	50	50	50	94	53	54	64	25	25	19	50	50	50	34	50	50	50	50	54	62	26	52	50	50	-0.012121

Subsets and Splits

No community queries yet

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