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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 ⌀
AA	2017-12-22T00:00:00	62	55	52	61	44	94	77	3	72	72	74	15	80	48	53	56	57	69	69	89	60	44	3	100	55	0.173201
AA	2017-12-29T00:00:00	61	50	51	61	30	92	62	3	72	72	81	15	80	47	51	56	56	68	69	80	59	48	3	100	46	0.077629
AA	2018-01-05T00:00:00	60	54	51	61	82	69	25	15	69	69	79	15	80	42	44	56	57	69	69	46	60	51	3	99	40	0.004085
AA	2018-01-12T00:00:00	60	48	51	61	39	70	27	10	68	68	99	14	80	38	39	56	56	69	69	47	59	59	2	98	44	0.049357
AA	2018-01-19T00:00:00	61	53	51	61	49	57	17	78	70	70	95	15	80	37	42	56	57	69	69	34	59	58	2	95	55	-0.064474
AA	2018-01-26T00:00:00	61	56	51	61	83	52	17	45	69	69	70	15	80	37	47	56	56	69	69	31	58	57	1	95	55	0.016947
AA	2018-02-02T00:00:00	63	60	52	61	81	50	18	87	71	71	73	16	80	37	65	56	57	69	69	30	47	40	2	92	46	-0.090939
AA	2018-02-09T00:00:00	63	59	51	61	60	61	33	86	70	70	90	16	80	38	56	56	56	69	69	46	26	41	2	91	43	-0.064572
AA	2018-02-16T00:00:00	64	60	52	61	83	95	95	79	68	68	74	16	80	39	72	56	57	68	69	97	30	44	2	90	54	0.031365
AA	2018-02-23T00:00:00	66	59	52	60	78	98	97	83	67	67	81	16	80	41	82	56	57	68	69	98	27	51	1	61	60	-0.01394
AA	2018-03-02T00:00:00	37	47	61	65	31	96	96	79	61	61	79	16	80	27	82	56	57	68	69	98	26	48	1	60	59	-0.024845
AA	2018-03-09T00:00:00	37	48	61	65	72	97	95	44	59	59	56	16	80	29	76	56	57	68	69	98	26	48	2	57	61	0.050956
AA	2018-03-16T00:00:00	37	47	61	64	29	92	63	61	58	58	84	16	80	31	86	56	57	68	69	81	25	46	1	62	66	-0.013168
AA	2018-03-23T00:00:00	37	49	62	64	36	92	68	70	55	55	81	16	80	32	91	56	57	68	69	84	26	40	2	59	59	-0.053355
AA	2018-03-30T00:00:00	37	50	62	63	70	80	30	70	54	54	10	16	80	32	91	56	58	68	69	56	25	37	3	60	55	0.005592
AA	2018-04-06T00:00:00	38	45	61	63	64	72	18	7	59	59	17	15	80	30	89	56	58	68	69	43	28	37	5	72	43	0.068733
AA	2018-04-13T00:00:00	37	41	61	63	77	71	22	2	68	68	7	14	80	26	80	56	58	68	69	46	33	36	35	89	62	0.143806
AA	2018-04-20T00:00:00	36	36	60	63	59	66	23	2	69	69	26	13	80	26	79	56	58	68	69	42	31	33	30	91	54	0.091888
AA	2018-04-27T00:00:00	37	46	61	65	83	61	24	71	77	77	1	15	80	26	86	56	57	68	69	41	36	19	60	92	51	-0.140144
AA	2018-05-04T00:00:00	35	40	60	69	58	69	46	32	76	76	21	14	80	29	82	56	57	69	69	60	38	22	68	93	44	0.054062
AA	2018-05-11T00:00:00	72	45	51	40	82	64	40	68	75	75	40	14	80	31	78	56	57	70	69	52	40	35	66	93	50	-0.007902
AA	2018-05-18T00:00:00	74	44	52	40	30	53	36	85	75	75	91	15	80	32	84	56	58	71	69	43	43	34	79	94	54	-0.058016
AA	2018-05-25T00:00:00	75	48	53	41	38	52	35	96	75	75	85	16	80	32	89	56	58	71	69	41	45	33	80	96	50	-0.057036
AA	2018-06-01T00:00:00	76	51	53	41	77	84	86	92	73	73	42	16	80	33	89	56	58	71	69	89	46	31	80	96	51	-0.006057
AA	2018-06-08T00:00:00	76	51	53	41	82	96	95	73	72	72	34	15	80	32	90	56	58	71	69	98	45	31	79	96	50	0.018478
AA	2018-06-15T00:00:00	77	51	53	41	46	98	99	95	72	72	81	16	80	33	95	56	58	71	69	99	48	37	75	96	53	-0.065542
AA	2018-06-22T00:00:00	77	54	53	41	82	87	47	79	68	68	35	16	80	33	95	56	58	71	69	70	48	39	74	96	52	0.004854
AA	2018-06-29T00:00:00	76	52	53	41	81	91	82	35	65	65	37	16	80	40	93	56	58	71	69	90	50	47	74	96	53	0.028959
AA	2018-07-06T00:00:00	76	52	53	41	71	86	61	45	60	60	51	16	80	37	93	56	58	70	69	76	51	48	72	96	54	0.005554
AA	2018-07-13T00:00:00	76	52	53	42	77	70	28	38	57	57	44	16	80	33	92	56	58	70	69	50	50	45	72	95	54	0.002542
AA	2018-07-20T00:00:00	79	57	55	41	49	52	13	98	71	71	76	17	80	31	95	56	58	70	69	29	67	47	82	95	33	-0.146845
AA	2018-07-27T00:00:00	77	55	54	41	82	49	12	53	73	73	41	16	80	32	92	56	58	70	69	27	65	45	83	96	39	0.071928
AA	2018-08-03T00:00:00	56	53	60	24	56	52	19	73	70	70	67	16	80	35	92	56	57	51	69	33	64	38	84	95	41	-0.01157
AA	2018-08-10T00:00:00	54	50	59	24	71	32	9	18	69	69	53	16	80	39	90	56	57	51	69	17	63	34	85	92	41	0.052893
AA	2018-08-17T00:00:00	55	54	59	24	74	32	13	83	69	69	49	17	80	40	90	56	57	51	69	19	62	29	88	93	40	-0.065579
AA	2018-08-24T00:00:00	54	55	59	24	79	41	40	46	68	68	44	16	80	40	80	56	57	51	69	38	62	32	87	93	43	0.033555
AA	2018-08-31T00:00:00	54	50	59	24	70	38	40	25	67	67	52	16	80	41	71	56	56	51	69	36	55	31	96	80	38	0.028303
AA	2018-09-07T00:00:00	55	55	59	24	64	40	49	89	69	69	58	17	80	41	85	56	57	51	69	43	54	32	98	74	40	-0.082156
AA	2018-09-14T00:00:00	54	53	59	24	68	16	4	38	70	70	53	16	80	41	78	56	56	51	69	8	51	32	99	77	36	0.043671
AA	2018-09-21T00:00:00	54	55	59	24	83	28	21	36	68	68	38	16	80	42	74	56	56	51	69	21	50	33	100	79	35	0.023373
AA	2018-09-28T00:00:00	54	53	59	24	30	29	20	85	67	67	82	17	80	42	80	56	56	51	69	22	49	33	99	88	33	-0.077435
AA	2018-10-05T00:00:00	54	50	59	24	30	40	57	26	65	65	76	16	80	42	78	56	57	51	69	48	50	36	100	90	28	0.041098
AA	2018-10-12T00:00:00	55	57	60	24	28	30	21	96	74	74	49	17	80	41	84	56	57	51	69	23	42	29	100	95	28	-0.151932
AA	2018-10-19T00:00:00	54	56	60	24	82	32	30	29	75	75	2	17	80	40	64	56	57	51	69	28	40	26	100	97	29	0.082146
AA	2018-10-26T00:00:00	55	57	60	24	67	33	65	89	76	76	13	17	80	39	75	56	57	51	69	48	33	20	100	98	23	-0.112687
AA	2018-11-02T00:00:00	40	94	59	52	28	24	16	34	76	76	46	17	80	66	72	56	55	68	69	17	28	19	100	99	25	0.07825
AA	2018-11-09T00:00:00	40	96	60	52	41	30	44	87	74	74	25	18	80	67	86	100	55	68	80	34	33	17	99	99	26	-0.069606
AA	2018-11-16T00:00:00	39	95	60	52	70	33	58	28	73	73	8	17	80	67	63	100	55	68	79	43	34	32	96	98	24	0.046277
AA	2018-11-23T00:00:00	40	97	61	52	76	25	17	89	75	75	6	18	80	66	80	100	55	68	78	17	33	27	97	99	12	-0.10125
AA	2018-11-30T00:00:00	40	98	61	52	50	34	60	86	73	73	18	18	80	65	84	11	55	68	74	45	33	29	91	99	12	-0.015477
AA	2018-12-07T00:00:00	40	98	61	52	33	19	8	93	73	73	28	19	80	64	84	11	55	68	73	11	31	29	91	98	9	-0.093998
AA	2018-12-14T00:00:00	40	97	61	52	28	31	44	69	70	70	32	18	80	65	75	11	55	68	73	35	26	40	87	93	22	-0.007278
AA	2018-12-21T00:00:00	40	98	61	52	56	22	15	63	65	65	15	19	80	64	53	11	55	68	73	16	22	46	76	82	5	-0.077606
AA	2018-12-28T00:00:00	40	97	61	52	69	26	35	73	61	61	9	19	80	63	53	12	55	68	74	28	21	52	81	78	10	0.007987
AA	2019-01-04T00:00:00	40	99	61	53	83	21	18	42	61	61	1	18	80	59	50	12	55	68	73	16	19	56	63	85	9	0.065408
AA	2019-01-11T00:00:00	40	99	61	53	64	30	42	68	57	57	16	19	80	71	52	12	55	68	72	34	18	55	58	77	11	0.007401
AA	2019-01-18T00:00:00	40	99	61	53	53	22	18	47	57	57	27	19	80	70	48	12	55	68	71	18	17	53	61	77	7	0.025223
AA	2019-01-25T00:00:00	40	99	61	53	84	20	14	65	55	55	1	19	80	69	49	12	55	68	70	15	15	47	59	78	5	-0.008542
AA	2019-02-01T00:00:00	40	99	61	52	57	16	11	80	51	51	24	19	80	70	67	12	55	68	70	12	15	50	62	65	8	-0.01449
AA	2019-02-08T00:00:00	40	98	61	52	29	18	19	87	51	51	55	20	80	69	58	12	55	68	69	16	16	54	61	69	9	-0.0332
AA	2019-02-15T00:00:00	40	99	61	52	55	19	28	77	47	47	24	20	80	70	70	12	55	68	70	22	16	54	63	68	9	0.02242
AA	2019-02-22T00:00:00	41	99	61	51	56	18	22	21	52	52	23	19	80	70	56	25	55	68	71	18	14	41	72	76	4	0.06721
AA	2019-03-01T00:00:00	51	71	60	73	46	18	33	47	50	50	73	20	80	86	57	29	53	68	68	21	13	40	73	75	4	-0.016917
AA	2019-03-08T00:00:00	52	72	61	73	30	14	19	89	57	57	83	20	80	85	55	29	53	68	68	12	7	34	79	79	6	-0.095726
AA	2019-03-15T00:00:00	52	74	61	72	79	15	32	68	57	57	48	20	80	85	56	94	54	68	68	17	8	32	78	81	5	0.038021
AA	2019-03-22T00:00:00	53	73	61	72	79	15	30	38	55	55	47	20	80	85	52	94	53	68	69	18	12	27	77	78	7	0.010057
AA	2019-03-29T00:00:00	53	73	61	71	75	13	18	44	53	53	53	20	80	85	37	95	54	68	68	12	2	20	70	85	25	0.001433
AA	2019-04-05T00:00:00	53	74	61	70	82	13	14	24	54	54	87	20	80	85	34	95	54	67	69	10	2	23	68	84	12	0.049347
AA	2019-04-12T00:00:00	53	74	61	70	70	12	14	82	56	56	89	20	80	86	19	95	54	67	69	10	3	25	71	80	18	-0.042656
AA	2019-04-19T00:00:00	54	76	62	70	80	16	58	87	59	59	82	21	80	86	29	95	54	67	69	33	3	30	71	82	20	-0.057595
AA	2019-04-26T00:00:00	54	74	62	72	49	14	43	77	57	57	97	21	80	86	27	94	53	68	68	24	4	36	65	83	23	0.009378
AA	2019-05-03T00:00:00	53	76	60	76	82	11	12	80	53	53	86	21	80	85	27	94	51	68	69	9	5	39	66	84	25	-0.008562
AA	2019-05-10T00:00:00	34	99	45	53	76	12	22	87	54	54	55	22	80	84	24	77	46	70	70	14	5	39	60	85	22	-0.061457
AA	2019-05-17T00:00:00	34	99	45	54	51	15	46	76	50	50	81	22	80	84	34	77	45	70	70	28	6	39	48	87	24	-0.021579
AA	2019-05-24T00:00:00	34	99	46	55	42	16	41	87	50	50	87	23	80	84	40	76	45	70	70	26	10	36	59	89	21	-0.060811
AA	2019-05-31T00:00:00	34	99	46	55	82	18	66	91	53	53	44	23	80	84	42	76	44	71	69	39	10	33	58	86	15	-0.079116
AA	2019-06-07T00:00:00	34	99	45	55	65	15	24	82	51	51	68	24	80	84	38	76	44	71	69	16	9	26	57	88	12	0.0118
AA	2019-06-14T00:00:00	34	99	45	56	80	12	15	69	48	48	48	24	80	84	40	76	43	70	71	11	8	21	57	77	17	0.013542
AA	2019-06-21T00:00:00	34	98	44	56	30	14	18	32	50	50	95	23	80	84	42	76	43	70	71	14	13	32	44	85	14	0.040034
AA	2019-06-28T00:00:00	34	99	45	56	76	14	18	24	51	51	56	23	80	84	31	75	43	70	70	13	10	35	37	85	20	0.035842
AA	2019-07-05T00:00:00	34	99	45	56	78	12	13	52	51	51	54	23	80	85	31	75	43	70	69	10	13	41	37	84	19	-0.01196
AA	2019-07-12T00:00:00	34	99	45	56	49	14	19	72	50	50	83	24	80	85	32	75	43	70	68	15	15	49	37	83	12	-0.022915
AA	2019-07-19T00:00:00	34	99	45	56	63	12	15	26	50	50	72	23	80	85	36	75	43	70	69	12	11	55	52	86	19	0.022584
AA	2019-07-26T00:00:00	34	99	45	55	78	11	11	44	48	48	56	24	80	85	33	75	43	70	69	10	8	19	68	89	19	0.000849
AA	2019-08-02T00:00:00	19	93	27	46	49	12	13	88	55	55	27	24	80	85	42	28	44	69	66	11	8	34	46	94	32	-0.104614
AA	2019-08-09T00:00:00	18	95	28	43	74	13	18	90	53	53	9	25	80	84	34	27	43	69	65	14	5	15	59	92	32	-0.072437
AA	2019-08-16T00:00:00	18	94	28	43	65	15	36	94	55	55	13	26	80	84	48	29	43	69	64	22	4	8	60	96	39	-0.08799
AA	2019-08-23T00:00:00	18	93	28	43	40	16	53	80	55	55	27	25	80	84	46	31	43	69	64	30	2	3	77	97	33	-0.002241
AA	2019-08-30T00:00:00	18	93	28	42	43	16	43	70	54	54	25	25	80	84	42	32	43	69	64	26	2	3	76	97	36	0.025711
AA	2019-09-06T00:00:00	18	94	27	42	47	15	29	18	58	58	22	25	80	84	34	32	43	69	64	19	2	3	62	96	34	0.065806
AA	2019-09-13T00:00:00	19	94	27	43	68	18	63	4	71	71	12	23	80	84	16	31	43	68	65	38	6	3	53	100	51	0.197827
AA	2019-09-20T00:00:00	18	93	27	43	35	18	52	24	71	71	31	24	80	84	18	32	43	69	64	33	7	3	48	100	52	-0.051997
AA	2019-09-27T00:00:00	18	95	27	43	76	14	17	54	70	70	7	24	80	84	23	32	43	68	64	13	6	3	49	100	55	-0.050231
AA	2019-10-04T00:00:00	18	96	27	43	73	13	13	80	69	69	10	24	80	84	23	32	43	68	64	11	5	3	53	100	42	-0.056296
AA	2019-10-11T00:00:00	18	95	27	43	72	12	10	74	68	68	11	25	80	85	26	32	43	68	64	9	5	2	52	100	43	-0.008712
AA	2019-10-18T00:00:00	18	93	26	43	54	12	13	5	71	71	28	24	80	86	12	32	43	68	64	10	4	1	38	100	5	0.117196
AA	2019-10-25T00:00:00	18	95	27	42	82	13	15	49	69	69	4	24	80	87	17	35	43	68	66	12	5	2	42	100	4	-0.024127
AA	2019-11-01T00:00:00	30	90	52	47	47	15	46	20	68	68	65	24	80	72	11	43	43	68	61	27	6	2	40	99	5	0.040452
AA	2019-11-08T00:00:00	30	90	52	45	38	30	94	22	66	66	51	23	88	71	10	43	43	67	62	66	5	2	39	99	4	0.03014
AA	2019-11-15T00:00:00	31	93	52	45	84	24	86	76	67	67	35	24	88	70	12	39	42	68	62	56	8	2	28	99	3	-0.072778

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