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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	2019-11-22T00:00:00	31	94	52	44	83	20	60	74	61	61	36	25	88	70	13	39	42	67	62	37	7	2	32	99	3	-0.015777
AA	2019-11-29T00:00:00	31	92	53	44	55	18	32	89	60	60	89	25	84	69	14	38	42	68	62	23	3	3	33	99	3	-0.010251
AA	2019-12-06T00:00:00	31	92	52	45	32	18	30	57	58	58	95	24	84	69	13	38	42	67	62	22	4	4	34	100	2	0.012287
AA	2019-12-13T00:00:00	31	92	53	45	35	32	89	58	56	56	94	25	84	69	14	38	42	67	62	63	5	4	35	100	2	0.004364
AA	2019-12-20T00:00:00	31	93	53	45	85	26	58	40	55	55	77	25	84	69	14	38	42	67	61	39	3	3	30	100	2	0.026117
AA	2019-12-27T00:00:00	31	90	53	45	38	32	73	24	50	50	93	24	84	68	15	38	42	67	61	53	2	3	27	100	2	0.016498
AA	2020-01-03T00:00:00	31	92	53	45	78	36	78	41	50	50	96	24	84	67	13	38	42	67	61	59	2	3	28	100	2	-0.003734
AA	2020-01-10T00:00:00	31	93	53	45	70	25	35	97	57	57	96	25	84	68	22	38	42	67	61	27	3	5	15	99	2	-0.095343
AA	2020-01-17T00:00:00	31	93	54	45	44	24	37	99	60	60	99	27	84	67	36	38	42	68	61	27	7	9	41	99	3	-0.090465
AA	2020-01-24T00:00:00	32	96	55	45	84	21	25	99	63	63	90	28	84	67	47	38	42	68	60	20	6	10	53	100	4	-0.123233
AA	2020-01-31T00:00:00	33	94	55	45	48	23	35	98	62	62	99	29	84	67	54	38	42	68	60	25	5	9	49	100	6	-0.100586
AA	2020-02-07T00:00:00	32	94	55	45	62	22	39	54	69	69	97	28	84	67	45	38	42	68	61	26	7	22	65	99	7	0.114724
AA	2020-02-14T00:00:00	32	93	55	45	62	26	50	48	68	68	97	28	84	68	53	36	41	67	61	34	7	23	67	99	6	0.007707
AA	2020-02-21T00:00:00	20	90	58	56	45	30	61	24	68	68	90	27	73	50	37	33	43	67	62	43	8	37	66	99	5	0.027428
AA	2020-02-28T00:00:00	20	91	59	56	37	27	56	69	66	66	92	28	73	54	41	38	43	67	58	38	39	47	67	96	12	-0.138484
AA	2020-03-06T00:00:00	20	92	60	56	65	14	7	96	71	71	88	30	72	56	77	39	43	68	58	7	25	23	59	97	3	-0.206257
AA	2020-03-13T00:00:00	20	92	61	56	40	9	3	90	69	69	88	31	81	57	74	41	43	68	57	4	33	26	56	88	28	-0.273367
AA	2020-03-20T00:00:00	19	94	62	55	56	8	2	93	70	70	84	32	80	58	70	41	43	68	57	4	27	22	43	93	26	-0.314994
AA	2020-03-27T00:00:00	20	94	61	55	58	7	2	80	73	73	83	32	80	59	71	42	43	68	57	3	21	21	43	92	23	0.195324
AA	2020-04-03T00:00:00	20	93	61	55	68	10	10	77	69	69	55	32	80	57	67	42	43	68	57	8	17	22	41	94	16	-0.088644
AA	2020-04-10T00:00:00	20	96	61	55	77	10	16	32	71	71	51	32	80	52	74	42	43	68	56	11	14	15	45	94	15	0.24126
AA	2020-04-17T00:00:00	20	95	60	55	67	11	35	33	68	68	61	32	80	51	70	42	43	68	56	20	11	19	42	90	16	0.024261
AA	2020-04-24T00:00:00	20	94	61	55	59	11	23	70	66	66	67	32	80	51	69	41	43	68	56	14	12	17	40	87	15	-0.057991
AA	2020-05-01T00:00:00	78	96	75	30	60	7	6	28	65	65	36	32	94	52	68	69	41	52	71	5	11	17	38	87	15	0.075578
AA	2020-05-08T00:00:00	81	93	75	33	35	7	9	33	64	64	63	33	95	56	70	71	42	52	73	7	10	16	37	87	14	0.049442
AA	2020-05-15T00:00:00	83	95	76	34	56	6	7	89	66	66	59	34	94	59	68	71	42	52	74	5	14	22	46	87	17	-0.174754
AA	2020-05-22T00:00:00	83	91	76	34	35	6	9	17	72	72	69	33	94	59	64	71	43	52	74	6	13	17	49	82	16	0.232702
AA	2020-05-29T00:00:00	84	93	76	34	57	8	14	8	71	71	60	32	94	60	60	71	43	52	74	10	13	14	45	81	16	0.121822
AA	2020-06-05T00:00:00	83	97	75	35	84	8	20	5	76	76	44	30	94	60	48	71	43	51	74	12	18	12	34	82	19	0.310523
AA	2020-06-12T00:00:00	84	93	75	36	47	9	34	11	76	76	65	29	94	61	38	71	43	51	75	19	18	9	28	82	18	-0.044684
AA	2020-06-19T00:00:00	84	92	76	36	35	8	21	25	75	75	71	30	94	61	29	71	43	51	75	11	17	9	27	82	18	-0.004391
AA	2020-06-26T00:00:00	84	95	76	36	80	8	47	49	75	75	48	30	94	61	27	71	43	51	75	22	16	9	31	83	20	-0.04788
AA	2020-07-03T00:00:00	85	94	76	36	67	9	57	65	74	74	57	30	94	61	24	70	43	51	75	28	16	9	29	82	20	0.003687
AA	2020-07-10T00:00:00	85	95	76	36	83	6	14	21	73	73	48	30	94	60	21	70	43	51	75	7	16	8	27	83	19	0.040121
AA	2020-07-17T00:00:00	84	92	75	36	51	9	68	6	74	74	64	28	94	58	11	70	43	51	76	34	17	7	26	81	19	0.144603
AA	2020-07-24T00:00:00	84	91	75	36	38	12	82	25	73	73	80	29	94	59	10	71	43	51	75	46	16	7	25	80	19	-0.023811
AA	2020-07-31T00:00:00	39	89	60	69	37	26	93	19	71	71	46	28	84	59	9	38	43	69	82	65	15	6	24	80	18	0.019611
AA	2020-08-07T00:00:00	37	90	60	64	45	29	91	9	71	71	45	28	82	62	8	39	43	68	81	67	16	5	20	81	18	0.128517
AA	2020-08-14T00:00:00	38	90	61	62	33	28	88	23	64	64	49	28	82	65	7	39	44	68	81	62	16	6	20	80	18	-0.002042
AA	2020-08-21T00:00:00	38	91	61	62	57	27	83	18	63	63	40	28	82	65	6	42	44	68	81	56	16	5	20	81	18	-0.002752
AA	2020-08-28T00:00:00	38	91	61	62	73	25	71	21	63	63	33	28	82	65	6	43	44	68	81	48	16	5	20	81	18	0.035595
AA	2020-09-04T00:00:00	38	90	61	61	34	32	84	56	63	63	50	28	82	65	5	43	44	68	81	60	16	5	20	82	18	-0.04756
AA	2020-09-11T00:00:00	37	93	61	61	85	48	94	60	63	63	24	28	82	66	4	43	44	68	81	75	15	5	20	82	17	-0.029201
AA	2020-09-18T00:00:00	37	91	61	61	57	46	89	92	63	63	41	28	82	66	5	42	44	68	80	72	15	5	27	82	17	-0.047225
AA	2020-09-25T00:00:00	38	93	62	61	56	49	88	97	64	64	41	29	82	66	7	42	44	68	81	73	13	4	21	83	16	-0.132873
AA	2020-10-02T00:00:00	38	95	62	61	76	60	94	88	63	63	9	30	82	66	8	43	44	68	80	82	12	3	16	83	14	0.023347
AA	2020-10-09T00:00:00	38	96	62	61	85	60	91	65	63	63	4	30	82	65	9	42	44	68	81	82	12	3	15	83	13	0.059266
AA	2020-10-16T00:00:00	38	93	62	61	40	60	91	43	59	59	24	29	82	64	9	43	44	68	80	80	11	3	11	84	12	0.008005
AA	2020-10-23T00:00:00	37	92	62	61	67	62	90	20	61	61	14	29	83	74	8	43	44	68	81	81	12	3	9	84	11	0.067294
AA	2020-10-30T00:00:00	51	92	90	48	48	58	73	28	59	59	40	27	83	74	7	52	36	68	64	71	12	2	10	84	11	-0.040807
AA	2020-11-06T00:00:00	48	90	90	48	34	54	62	7	62	62	46	26	82	75	7	51	36	68	65	59	11	2	13	83	12	0.117633
AA	2020-11-13T00:00:00	47	92	89	47	70	42	25	6	64	64	35	25	83	75	7	55	37	67	65	31	15	5	13	81	14	0.147539
AA	2020-11-20T00:00:00	47	91	89	48	55	28	11	5	66	66	41	24	83	74	6	56	37	68	67	17	23	9	11	71	21	0.135802
AA	2020-11-27T00:00:00	47	91	89	48	67	28	13	9	64	64	37	24	83	75	6	56	37	68	68	17	51	29	36	65	32	0.088164
AA	2020-12-04T00:00:00	47	89	88	48	47	32	19	4	61	61	43	22	83	74	4	56	37	68	70	22	57	18	20	70	31	0.158713
AA	2020-12-11T00:00:00	46	89	88	48	43	32	37	26	65	65	44	23	83	74	5	56	37	68	70	31	54	27	19	72	7	-0.03753
AA	2020-12-18T00:00:00	47	90	89	48	35	49	68	59	67	67	47	24	83	74	6	56	37	68	69	62	64	25	13	72	10	-0.036325
AA	2020-12-25T00:00:00	47	90	89	48	32	48	67	69	66	66	48	24	83	74	7	56	37	68	70	59	73	17	13	80	3	-0.002253
AA	2021-01-01T00:00:00	47	90	89	49	77	68	91	19	65	65	52	23	83	76	6	56	37	68	70	83	61	28	22	88	5	0.049635
AA	2021-01-08T00:00:00	47	90	88	49	87	84	96	17	62	62	39	22	83	78	7	56	37	68	70	95	62	29	22	86	4	0.084133
AA	2021-01-15T00:00:00	47	90	89	49	50	89	96	83	66	66	58	23	83	78	14	56	37	68	69	95	68	25	29	85	3	-0.068425
AA	2021-01-22T00:00:00	48	94	90	49	85	90	95	100	73	73	37	25	83	79	34	57	37	69	67	96	54	9	30	84	5	-0.166652
AA	2021-01-29T00:00:00	48	94	90	49	82	93	97	98	71	71	40	26	84	79	43	56	37	69	67	97	53	19	24	87	7	-0.072163
AA	2021-02-05T00:00:00	48	93	90	50	70	91	92	51	72	72	49	24	84	79	35	57	36	69	68	94	52	24	25	86	9	0.163873
AA	2021-02-12T00:00:00	48	93	90	50	78	87	76	40	69	69	46	24	84	80	38	44	36	69	68	85	49	52	34	80	14	0.033881
AA	2021-02-19T00:00:00	48	91	90	50	40	84	67	22	69	69	66	24	84	80	37	42	36	69	68	79	47	62	38	80	17	0.067878
AA	2021-02-26T00:00:00	51	96	86	47	36	88	84	8	66	66	74	23	64	64	37	85	39	70	62	89	64	67	42	82	10	0.06142
AA	2021-03-05T00:00:00	51	95	85	47	68	90	87	1	69	69	64	21	64	67	41	85	38	70	65	92	62	76	57	82	21	0.180835
AA	2021-03-12T00:00:00	52	95	85	47	76	83	43	4	67	67	65	20	64	68	59	85	38	70	65	67	56	74	57	88	19	0.086924
AA	2021-03-19T00:00:00	52	94	86	47	59	53	9	11	68	68	69	20	64	70	72	85	38	70	64	30	57	80	60	88	22	-0.011738
AA	2021-03-26T00:00:00	52	93	86	47	31	46	8	2	66	66	76	19	64	70	59	85	39	70	65	22	54	81	63	87	29	0.052654
AA	2021-04-02T00:00:00	53	95	86	47	70	65	29	27	63	63	68	20	64	70	64	85	40	69	64	47	55	83	73	89	32	-0.016768
AA	2021-04-09T00:00:00	53	95	86	47	78	63	43	58	63	63	64	20	64	67	67	85	40	69	64	53	58	87	70	89	31	-0.026992
AA	2021-04-16T00:00:00	52	93	86	47	50	70	65	3	65	65	71	19	64	66	65	85	40	69	67	72	58	86	73	88	37	0.136164
AA	2021-04-23T00:00:00	52	93	86	47	68	85	89	23	66	66	64	19	64	67	73	85	40	69	67	92	54	87	74	89	30	-0.025837
AA	2021-04-30T00:00:00	52	93	86	48	72	96	98	5	65	65	62	19	64	70	67	86	40	69	67	99	55	85	74	91	28	0.055604
AA	2021-05-07T00:00:00	85	93	63	37	42	95	97	3	66	66	88	17	94	59	73	79	72	71	55	98	63	83	75	94	30	0.124468
AA	2021-05-14T00:00:00	86	93	63	38	79	94	95	17	64	64	84	17	95	61	85	79	72	71	54	97	65	81	77	92	33	-0.036412
AA	2021-05-21T00:00:00	87	94	64	39	61	96	99	81	68	68	86	18	95	62	81	79	73	71	53	99	61	85	74	96	37	-0.089681
AA	2021-05-28T00:00:00	85	93	64	41	49	96	96	24	68	68	88	17	95	63	67	79	75	71	55	98	55	78	73	95	36	0.097687
AA	2021-06-04T00:00:00	85	95	64	41	78	94	80	61	68	68	84	18	95	63	73	79	75	71	54	91	63	83	73	93	51	-0.020914
AA	2021-06-11T00:00:00	86	96	65	42	86	98	99	83	67	67	83	18	95	64	79	80	75	71	53	99	64	86	73	96	48	-0.037613
AA	2021-06-18T00:00:00	87	97	65	42	57	97	95	100	72	72	86	19	95	64	87	80	75	72	52	98	59	88	70	99	52	-0.141767
AA	2021-06-25T00:00:00	86	95	65	42	44	98	98	50	73	73	88	18	95	64	72	80	76	71	53	99	62	89	70	99	55	0.115942
AA	2021-07-02T00:00:00	85	95	65	42	81	98	99	12	73	73	83	18	95	63	74	80	76	71	53	99	59	86	75	98	62	0.059221
AA	2021-07-09T00:00:00	85	94	65	42	60	99	98	26	72	72	85	18	95	60	77	80	76	71	53	99	53	83	75	99	61	-0.012642
AA	2021-07-16T00:00:00	86	96	66	42	76	97	54	85	73	73	83	18	95	59	74	80	76	71	53	79	50	75	69	99	63	-0.119929
AA	2021-07-23T00:00:00	85	94	65	42	65	97	92	15	76	76	84	17	95	58	59	80	76	71	53	96	64	90	76	99	71	0.124733
AA	2021-07-30T00:00:00	94	65	80	41	30	96	71	2	75	75	99	18	94	57	59	68	46	49	82	87	64	89	80	100	73	0.083357
AA	2021-08-06T00:00:00	93	68	80	40	86	93	36	8	73	73	95	17	94	61	67	69	46	48	81	69	64	88	78	100	72	0.013948
AA	2021-08-13T00:00:00	93	62	79	39	71	77	9	2	74	74	97	17	94	64	68	67	46	48	81	42	55	93	88	98	75	0.111543
AA	2021-08-20T00:00:00	94	67	80	40	32	90	28	76	80	80	100	18	94	65	72	56	46	48	80	63	52	75	90	99	68	-0.166632
AA	2021-08-27T00:00:00	94	61	79	39	28	94	82	6	79	79	100	17	94	65	73	56	46	48	81	91	44	77	91	100	64	0.170251
AA	2021-09-03T00:00:00	93	62	79	39	85	94	70	8	79	79	95	17	94	66	83	56	47	48	81	86	35	78	91	100	67	0.069791
AA	2021-09-10T00:00:00	93	57	79	39	79	83	23	3	78	78	96	16	94	66	81	56	46	48	81	52	47	81	95	100	67	0.048497
AA	2021-09-17T00:00:00	93	55	79	39	35	95	86	17	76	76	99	16	95	67	87	56	46	48	81	93	48	79	97	100	69	-0.013525
AA	2021-09-24T00:00:00	93	57	79	39	67	98	97	36	75	75	97	16	94	67	93	55	46	48	81	99	36	78	95	100	71	-0.006961
AA	2021-10-01T00:00:00	93	56	79	39	69	98	96	17	73	73	96	16	95	66	93	56	46	48	81	98	33	79	94	100	34	0.026378
AA	2021-10-08T00:00:00	93	60	80	39	81	99	99	75	75	75	93	16	95	65	93	56	46	48	81	100	42	81	94	99	34	-0.075128
AA	2021-10-15T00:00:00	92	50	79	39	83	94	43	2	81	81	90	15	94	65	89	56	46	48	81	72	38	75	94	99	32	0.216578

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