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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	2009-06-26T00:00:00	31	12	29	63	57	45	70	15	21	21	20	8	91	83	37	56	16	96	79	59	51	4	43	81	88	0.078879
A	2009-07-03T00:00:00	31	13	30	63	72	38	53	30	21	21	15	8	91	86	34	56	16	95	78	43	52	6	33	80	89	-0.030911
A	2009-07-10T00:00:00	31	13	30	63	68	32	36	43	20	20	16	8	91	86	38	55	16	95	78	28	49	1	32	80	89	-0.040028
A	2009-07-17T00:00:00	31	12	29	63	56	30	34	22	24	24	20	8	91	85	36	55	16	95	79	27	55	1	32	79	88	0.105465
A	2009-07-24T00:00:00	31	12	29	62	77	30	36	25	22	22	13	8	91	90	33	55	16	95	79	29	52	1	33	78	87	0.062546
A	2009-07-31T00:00:00	30	12	29	62	89	39	65	20	20	20	6	8	91	94	29	55	16	95	78	52	82	1	44	75	6	0.04264
A	2009-08-07T00:00:00	29	12	30	59	80	33	48	36	19	19	11	8	91	90	29	56	17	95	79	37	82	2	46	95	6	0.021944
A	2009-08-14T00:00:00	28	11	30	57	84	34	51	25	17	17	10	8	91	90	27	56	17	95	79	41	83	2	35	95	6	0.013079
A	2009-08-21T00:00:00	28	10	30	57	82	53	82	15	17	17	10	8	91	89	20	55	17	95	80	71	85	3	27	95	6	0.062817
A	2009-08-28T00:00:00	28	10	31	57	82	51	76	21	16	16	11	8	91	89	22	55	17	95	79	67	83	5	22	95	6	0.010939
A	2009-09-04T00:00:00	37	6	56	36	81	49	63	22	15	15	38	7	90	87	20	87	14	95	82	57	80	5	19	94	6	0.001136
A	2009-09-11T00:00:00	36	6	55	36	89	58	82	13	17	17	28	7	90	91	16	87	14	94	82	73	66	6	20	94	7	0.084732
A	2009-09-18T00:00:00	36	7	55	36	82	60	80	36	14	14	36	7	90	88	17	87	14	95	82	72	34	9	20	46	53	0.011395
A	2009-09-25T00:00:00	36	6	55	36	85	65	83	43	15	15	34	8	90	89	18	88	14	95	82	77	23	3	26	59	56	-0.027867
A	2009-10-02T00:00:00	37	7	55	36	60	64	73	71	19	19	46	8	90	84	20	88	14	95	81	72	39	4	25	67	27	-0.046022
A	2009-10-09T00:00:00	36	7	56	36	88	70	76	58	18	18	32	8	90	90	19	89	14	95	81	77	40	5	20	84	12	0.044075
A	2009-10-16T00:00:00	36	7	56	36	85	77	86	67	18	18	36	8	90	90	21	89	14	95	81	86	41	3	18	82	12	-0.009444
A	2009-10-23T00:00:00	36	8	56	36	89	80	83	76	20	20	35	8	90	91	26	89	14	95	81	85	46	3	19	81	13	-0.037113
A	2009-10-30T00:00:00	36	8	56	35	75	82	85	62	18	18	38	8	90	88	27	89	14	95	81	87	63	12	19	81	12	-0.055752
A	2009-11-06T00:00:00	34	7	56	35	86	86	89	35	20	20	34	8	90	91	20	90	14	95	81	91	66	33	34	77	5	0.057796
A	2009-11-13T00:00:00	33	6	55	33	81	82	78	7	27	27	58	7	89	85	14	90	14	94	81	84	77	44	14	67	6	0.093226
A	2009-11-20T00:00:00	33	6	55	33	79	78	74	12	23	23	60	7	89	85	20	88	15	94	80	80	75	46	12	65	7	0.010525
A	2009-11-27T00:00:00	33	6	55	33	91	73	52	18	24	24	48	7	89	90	27	88	14	94	80	66	74	46	10	66	7	-0.002083
A	2009-12-04T00:00:00	33	6	55	33	80	70	50	26	21	21	59	7	89	86	31	88	14	94	80	61	72	60	4	58	12	0.035003
A	2009-12-11T00:00:00	33	6	55	33	58	65	43	38	21	21	67	7	89	81	37	88	14	94	80	55	78	63	3	56	15	-0.007395
A	2009-12-18T00:00:00	33	6	55	33	77	58	32	51	20	20	60	8	56	86	51	76	14	94	75	44	79	66	4	55	16	-0.008075
A	2009-12-25T00:00:00	42	47	83	66	78	59	38	46	19	19	66	7	51	69	60	91	11	92	82	46	77	61	5	52	19	0.031618
A	2010-01-01T00:00:00	42	47	83	66	81	68	58	21	18	18	64	7	51	70	55	91	11	92	82	65	81	58	9	55	22	0.024437
A	2010-01-08T00:00:00	41	48	83	66	91	81	88	65	16	16	49	7	51	78	44	91	11	92	81	87	79	58	12	67	34	-0.008697
A	2010-01-15T00:00:00	41	47	83	66	71	83	90	64	15	15	66	7	51	67	38	91	11	92	81	90	77	54	16	67	23	-0.012032
A	2010-01-22T00:00:00	41	47	83	66	65	83	89	70	13	13	68	7	51	65	45	91	11	92	82	89	73	47	14	67	21	-0.041407
A	2010-01-29T00:00:00	41	48	83	66	83	82	86	73	14	14	56	7	51	72	50	91	11	92	82	87	69	41	8	73	20	-0.039066
A	2010-02-05T00:00:00	41	46	83	66	84	82	78	23	16	16	54	7	51	73	44	91	11	91	82	83	69	51	5	70	16	0.040654
A	2010-02-12T00:00:00	41	47	83	67	80	78	65	29	15	15	59	7	51	62	56	90	11	91	82	75	70	54	7	65	27	0.027791
A	2010-02-19T00:00:00	40	47	84	67	90	78	61	21	16	16	46	7	51	71	66	89	11	91	82	73	62	55	7	62	26	0.040688
A	2010-02-26T00:00:00	41	47	84	66	88	83	79	25	14	14	52	7	50	69	69	89	11	91	82	85	61	56	7	62	28	0.008314
A	2010-03-05T00:00:00	41	46	85	67	79	72	46	28	15	15	63	7	60	63	69	95	11	91	87	61	64	44	9	77	5	0.054039
A	2010-03-12T00:00:00	53	47	84	35	80	70	42	39	14	14	76	7	62	41	73	83	60	92	88	58	60	44	13	77	2	0.007823
A	2010-03-19T00:00:00	53	47	84	35	79	70	38	44	14	14	78	7	61	42	71	83	60	92	87	56	59	48	9	74	3	0
A	2010-03-26T00:00:00	53	46	84	36	60	63	33	26	13	13	83	7	61	43	66	83	61	93	87	48	50	46	9	55	5	0.02666
A	2010-04-02T00:00:00	53	46	84	36	50	78	70	36	12	12	86	7	61	44	68	91	61	93	87	79	51	54	9	55	4	0.006976
A	2010-04-09T00:00:00	53	47	85	36	71	78	72	68	11	11	80	7	61	41	71	83	61	93	86	78	45	60	7	57	4	-0.009251
A	2010-04-16T00:00:00	53	47	84	36	86	80	79	40	9	9	70	7	61	39	75	83	61	93	87	83	48	58	6	56	6	0.030404
A	2010-04-23T00:00:00	53	47	84	36	88	81	77	37	9	9	68	7	61	39	72	83	61	92	87	83	48	57	9	64	2	0.038832
A	2010-04-30T00:00:00	53	46	84	36	75	81	76	30	9	9	78	7	61	40	64	83	61	93	86	82	38	48	11	50	4	-0.010367
A	2010-05-07T00:00:00	53	48	84	38	87	78	69	75	25	25	72	7	62	49	77	83	61	93	86	77	13	33	13	75	3	-0.121066
A	2010-05-14T00:00:00	53	47	83	38	88	79	63	52	27	27	76	7	62	52	83	84	61	93	88	75	14	48	27	74	3	0.062403
A	2010-05-21T00:00:00	53	47	83	38	62	82	74	66	28	28	83	7	62	53	86	84	61	93	87	81	15	54	45	87	12	-0.074425
A	2010-05-28T00:00:00	53	47	83	38	79	81	71	37	29	29	80	7	62	53	84	84	61	93	87	80	12	55	44	89	11	0.032568
A	2010-06-04T00:00:00	54	49	83	38	85	71	45	74	31	31	81	7	63	53	88	64	61	93	82	60	16	41	46	89	14	-0.062557
A	2010-06-11T00:00:00	62	6	79	73	62	76	60	65	29	29	91	7	59	54	87	71	62	92	89	71	8	34	48	88	13	0.01298
A	2010-06-18T00:00:00	62	5	79	73	55	75	65	28	32	32	92	7	59	53	84	65	62	92	89	73	5	38	47	89	13	0.061203
A	2010-06-25T00:00:00	63	6	79	73	83	77	70	67	33	33	87	7	60	54	82	63	62	92	89	77	4	33	49	95	13	-0.058904
A	2010-07-02T00:00:00	63	6	79	73	59	64	35	78	36	36	91	7	59	53	84	63	62	92	88	49	2	23	42	97	20	-0.094491
A	2010-07-09T00:00:00	63	7	79	73	59	69	49	78	34	34	91	7	60	49	83	63	62	92	88	61	2	23	42	97	17	0.03095
A	2010-07-16T00:00:00	64	8	80	73	87	61	39	88	33	33	84	8	60	46	83	63	62	92	88	49	3	24	32	96	10	-0.056538
A	2010-07-23T00:00:00	63	7	79	73	73	68	52	43	38	38	88	8	60	46	83	62	62	92	88	62	2	39	55	100	28	0.083976
A	2010-07-30T00:00:00	63	7	79	73	80	58	33	88	37	37	86	8	59	47	85	63	62	92	88	44	3	43	51	99	38	-0.046746
A	2010-08-06T00:00:00	59	7	79	73	64	58	33	48	36	36	90	8	59	50	85	64	62	92	87	44	3	40	49	99	36	0.028638
A	2010-08-13T00:00:00	58	7	80	72	80	67	62	61	33	33	86	8	59	53	84	64	62	92	87	66	3	41	49	98	37	-0.048049
A	2010-08-20T00:00:00	57	6	79	73	52	55	36	17	35	35	91	8	60	53	80	62	62	92	87	45	3	45	44	94	40	0.044264
A	2010-08-27T00:00:00	57	7	79	73	81	45	26	50	33	33	85	8	59	68	83	60	62	92	87	33	2	40	40	94	37	-0.021032
A	2010-09-03T00:00:00	57	6	79	73	87	44	23	18	35	35	72	7	58	68	75	69	62	92	92	31	3	35	42	93	45	0.067598
A	2010-09-10T00:00:00	85	10	83	41	49	34	15	63	34	34	95	8	32	72	73	65	65	92	47	20	5	51	36	84	45	-0.031452
A	2010-09-17T00:00:00	84	9	83	41	84	42	38	17	35	35	88	7	32	72	75	69	65	92	48	37	4	51	38	82	55	0.056722
A	2010-09-24T00:00:00	84	9	83	41	89	31	15	15	34	34	85	7	32	72	73	69	65	92	48	19	5	47	32	83	52	0.050392
A	2010-10-01T00:00:00	83	8	83	41	45	37	33	10	34	34	95	7	32	72	65	69	65	92	48	32	5	42	33	81	50	0.051102
A	2010-10-08T00:00:00	83	9	83	41	89	36	35	33	30	30	77	7	32	72	60	69	65	92	49	33	5	46	42	77	57	0.002106
A	2010-10-15T00:00:00	83	8	82	41	46	50	65	29	29	29	95	7	32	71	65	69	65	92	49	59	6	38	54	81	63	0.020101
A	2010-10-22T00:00:00	82	8	83	41	76	44	53	32	27	27	86	7	32	71	66	69	65	92	50	48	6	37	54	81	67	0.007837
A	2010-10-29T00:00:00	82	8	83	40	81	54	74	37	26	26	83	7	32	70	57	70	64	92	50	66	6	37	55	81	65	0.001422
A	2010-11-05T00:00:00	81	8	83	39	56	46	51	35	22	22	92	7	31	70	42	71	64	92	49	48	6	36	56	83	57	0.045392
A	2010-11-12T00:00:00	79	8	83	39	90	59	77	27	19	19	80	7	32	94	28	72	64	92	48	71	7	34	53	82	54	-0.000509
A	2010-11-19T00:00:00	80	8	83	39	69	68	85	33	17	17	90	7	32	94	33	72	64	92	49	81	7	33	52	82	54	0.002718
A	2010-11-26T00:00:00	80	8	84	39	61	78	87	44	16	16	91	7	32	94	27	71	64	92	49	86	7	34	52	81	54	-0.003007
A	2010-12-03T00:00:00	80	8	83	39	64	74	80	39	15	15	91	7	32	94	22	72	63	92	50	82	7	35	53	81	53	0.031095
A	2010-12-10T00:00:00	79	7	83	39	79	73	77	32	13	13	87	7	32	94	19	72	63	92	50	79	6	32	50	81	51	0.028262
A	2010-12-17T00:00:00	78	7	83	39	90	76	79	11	15	15	81	7	42	94	20	79	63	92	21	82	5	27	53	87	43	0.051925
A	2010-12-24T00:00:00	88	12	80	80	85	74	73	21	14	14	91	7	33	89	19	61	62	90	19	77	5	30	55	87	41	0.013064
A	2010-12-31T00:00:00	88	11	80	80	85	75	72	22	14	14	90	7	33	89	19	61	62	90	19	77	5	31	54	86	42	0.00876
A	2011-01-07T00:00:00	87	11	80	80	55	78	78	41	13	13	97	6	33	88	20	62	62	90	18	82	4	31	53	85	43	0.004584
A	2011-01-14T00:00:00	87	11	80	80	81	77	75	27	13	13	88	6	33	87	21	62	62	90	17	79	8	39	54	81	52	0.0394
A	2011-01-21T00:00:00	87	11	80	80	62	74	68	40	16	16	94	6	33	87	27	61	62	90	17	73	7	29	42	81	59	-0.026592
A	2011-01-28T00:00:00	87	11	80	80	46	74	68	69	19	19	97	6	33	87	30	62	62	91	17	73	9	29	15	74	53	-0.026805
A	2011-02-04T00:00:00	87	11	79	80	54	76	73	35	21	21	96	6	33	87	25	61	62	90	17	78	11	21	13	75	54	0.04902
A	2011-02-11T00:00:00	87	10	80	80	59	85	89	19	22	22	95	6	33	87	22	61	62	90	18	91	6	27	11	69	54	0.047232
A	2011-02-18T00:00:00	87	12	80	80	83	84	85	60	24	24	87	6	33	87	29	59	62	90	18	89	6	31	9	64	69	-0.02442
A	2011-02-25T00:00:00	88	12	80	79	58	86	84	78	25	25	95	7	33	87	31	56	62	90	18	90	8	23	8	61	75	-0.035544
A	2011-03-04T00:00:00	86	10	79	78	73	84	76	9	40	40	95	6	22	87	22	56	62	90	19	85	8	57	16	62	78	0.103634
A	2011-03-11T00:00:00	71	12	68	44	80	85	77	23	40	40	75	7	30	89	24	11	25	92	20	86	12	69	22	47	75	-0.030156
A	2011-03-18T00:00:00	72	13	69	43	59	86	74	63	43	43	82	7	30	89	35	11	25	92	20	86	3	43	22	50	80	-0.052924
A	2011-03-25T00:00:00	73	13	69	42	50	78	48	67	40	40	85	7	30	88	35	11	25	92	19	65	3	26	27	37	86	0.025603
A	2011-04-01T00:00:00	73	13	69	42	43	81	68	50	39	39	87	7	30	89	38	12	25	92	20	77	4	20	26	32	83	0.024999
A	2011-04-08T00:00:00	72	13	69	42	89	85	81	42	37	37	71	7	30	88	43	12	25	92	20	86	2	14	35	31	81	-0.005541
A	2011-04-15T00:00:00	71	11	69	41	61	77	54	10	39	39	81	7	30	88	37	12	25	92	21	68	2	23	29	26	91	0.058132
A	2011-04-22T00:00:00	70	10	68	41	55	70	35	8	39	39	81	6	30	88	30	12	25	92	21	53	2	21	30	13	90	0.038749
A	2011-04-29T00:00:00	71	11	69	43	82	87	89	23	37	37	79	6	30	88	31	11	25	92	20	90	4	18	36	23	90	0.011548
A	2011-05-06T00:00:00	72	10	68	48	85	88	87	18	32	32	76	6	30	88	37	11	25	92	20	91	6	23	41	25	89	-0.00362
A	2011-05-13T00:00:00	71	8	67	52	46	80	50	7	30	30	89	6	30	84	33	11	25	92	21	68	5	45	28	18	88	0.057319
A	2011-05-20T00:00:00	72	9	67	52	82	78	49	41	33	33	75	6	30	85	41	11	25	93	20	66	3	19	19	45	92	-0.035769

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