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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	2011-05-27T00:00:00	73	10	67	52	63	79	55	66	31	31	56	6	30	85	39	11	25	93	20	70	4	14	23	55	87	-0.021685
A	2011-06-03T00:00:00	73	10	68	53	86	78	58	79	35	35	36	7	39	85	62	11	25	93	20	71	4	14	33	55	88	-0.043739
A	2011-06-10T00:00:00	72	12	60	85	67	89	87	27	33	33	76	6	25	76	58	17	15	91	19	91	4	28	36	55	91	0.016017
A	2011-06-17T00:00:00	73	12	60	85	47	90	92	51	32	32	85	6	25	75	56	17	15	91	18	93	3	20	41	67	87	-0.015765
A	2011-06-24T00:00:00	72	11	60	85	49	88	86	33	29	29	84	6	25	75	60	64	15	91	18	90	3	21	40	69	86	0.022333
A	2011-07-01T00:00:00	72	11	60	85	88	92	89	22	31	31	57	6	25	78	67	64	15	91	18	94	3	24	37	79	81	0.072382
A	2011-07-08T00:00:00	73	13	60	85	83	94	95	71	33	33	65	6	25	77	75	64	15	91	18	96	5	23	39	87	88	-0.03403
A	2011-07-15T00:00:00	74	14	60	85	88	92	83	87	39	39	59	7	25	77	84	63	15	92	17	91	4	22	21	86	88	-0.062711
A	2011-07-22T00:00:00	74	14	60	85	82	88	60	87	34	34	67	7	25	76	83	63	15	91	17	77	4	21	23	85	89	-0.004034
A	2011-07-29T00:00:00	75	17	61	85	85	83	42	94	43	43	64	7	25	77	88	63	15	92	16	64	3	15	10	76	86	-0.100866
A	2011-08-05T00:00:00	75	19	62	85	74	89	74	88	46	46	70	7	25	76	91	63	15	92	15	86	3	9	7	83	73	-0.132142
A	2011-08-12T00:00:00	73	19	61	84	88	88	57	73	42	42	85	7	26	79	92	64	15	92	15	76	21	10	10	84	72	-0.010381
A	2011-08-19T00:00:00	75	24	62	85	84	88	65	93	49	49	86	8	26	79	90	64	15	92	14	80	36	19	40	93	78	-0.141663
A	2011-08-26T00:00:00	74	20	62	85	86	91	84	37	60	60	85	7	26	83	87	64	15	92	15	91	38	42	39	85	85	0.121969
A	2011-09-02T00:00:00	74	21	62	85	84	82	49	60	59	59	85	8	26	83	90	41	15	92	17	68	38	41	40	85	84	-0.013506
A	2011-09-09T00:00:00	91	26	60	70	86	69	27	58	56	56	92	8	35	80	92	33	13	92	17	47	38	43	38	86	84	-0.030209
A	2011-09-16T00:00:00	91	23	59	70	82	64	23	23	59	59	93	7	35	80	90	33	13	92	17	42	37	44	35	85	80	0.089933
A	2011-09-23T00:00:00	91	27	60	69	86	45	10	74	60	60	92	8	35	80	89	31	13	92	17	24	35	52	41	87	78	-0.128716
A	2011-09-30T00:00:00	91	26	60	69	51	36	11	60	59	59	97	8	35	79	88	31	13	92	17	20	34	52	41	87	78	-0.013598
A	2011-10-07T00:00:00	91	28	60	69	87	40	19	65	56	56	86	8	35	79	89	31	13	92	17	27	33	49	45	83	78	0.003854
A	2011-10-14T00:00:00	92	27	60	69	69	26	9	54	52	52	92	8	35	79	92	31	13	92	17	15	34	57	47	82	78	0.062808
A	2011-10-21T00:00:00	91	25	59	69	85	36	27	15	53	53	84	8	35	79	90	31	13	92	18	29	34	44	46	85	71	0.057892
A	2011-10-28T00:00:00	89	20	59	68	83	35	28	5	58	58	86	7	35	78	85	31	13	91	19	30	30	22	42	90	57	0.159312
A	2011-11-04T00:00:00	91	23	60	67	62	33	27	60	61	61	94	8	35	77	85	32	13	92	18	28	27	35	43	91	59	-0.097315
A	2011-11-11T00:00:00	91	23	60	66	57	42	60	38	59	59	96	7	36	68	84	33	13	91	19	51	26	29	33	88	57	0.014893
A	2011-11-18T00:00:00	90	22	60	66	73	34	27	46	57	57	94	7	36	67	76	31	13	91	19	28	25	28	35	86	60	-0.017354
A	2011-11-25T00:00:00	91	24	60	66	57	34	36	56	57	57	96	7	36	67	79	31	13	91	20	33	28	33	36	87	60	-0.08096
A	2011-12-02T00:00:00	90	23	60	66	49	34	32	41	53	53	98	7	36	66	71	31	13	91	19	31	26	32	35	85	60	0.086631
A	2011-12-09T00:00:00	91	26	60	66	86	33	33	84	53	53	90	8	36	66	73	31	13	92	19	29	30	37	37	86	53	-0.038938
A	2011-12-16T00:00:00	89	28	61	91	86	42	69	77	53	53	57	8	25	79	66	38	40	91	20	55	30	40	37	86	55	-0.052928
A	2011-12-23T00:00:00	88	25	61	91	67	68	91	47	54	54	71	7	25	76	64	15	40	90	16	86	32	38	41	88	45	0.056809
A	2011-12-30T00:00:00	88	27	61	91	61	44	53	60	53	53	73	8	25	75	61	15	40	90	15	47	33	41	39	88	48	-0.012183
A	2012-01-06T00:00:00	87	23	61	91	64	47	65	14	52	52	72	7	25	74	43	15	40	90	16	56	31	29	42	91	44	0.070731
A	2012-01-13T00:00:00	87	21	61	91	68	51	69	18	48	48	72	7	25	73	40	15	40	90	16	61	30	25	39	91	37	0.044383
A	2012-01-20T00:00:00	86	21	60	91	75	45	50	15	47	47	71	7	25	74	31	15	40	90	16	47	31	19	43	94	33	0.049652
A	2012-01-27T00:00:00	85	20	60	91	78	49	65	16	46	46	71	7	25	74	35	15	40	90	17	57	30	17	45	94	31	0.040976
A	2012-02-03T00:00:00	84	17	60	91	45	41	28	15	44	44	74	7	26	69	18	16	41	90	16	32	29	18	42	94	35	0.060926
A	2012-02-10T00:00:00	85	19	60	91	78	38	28	36	45	45	45	7	26	81	20	16	40	90	17	31	29	20	40	94	33	-0.025167
A	2012-02-17T00:00:00	86	20	60	90	81	43	46	75	45	45	42	7	27	82	31	16	40	90	16	43	32	15	36	94	35	-0.022668
A	2012-02-24T00:00:00	86	20	59	90	78	41	36	68	42	42	44	7	27	81	35	16	40	90	16	37	33	15	35	94	36	-0.002756
A	2012-03-02T00:00:00	86	19	60	89	64	55	81	31	39	39	50	7	28	80	20	17	40	90	16	72	32	13	33	93	33	0.016259
A	2012-03-09T00:00:00	76	20	61	45	47	62	84	25	36	36	70	7	23	83	18	22	38	92	17	79	32	11	32	94	34	0.019001
A	2012-03-16T00:00:00	77	20	61	44	80	69	89	29	34	34	55	7	23	82	22	22	38	91	18	87	30	12	31	92	31	0.023984
A	2012-03-23T00:00:00	77	21	61	44	75	75	91	70	36	36	58	7	23	82	25	22	38	91	17	89	32	13	35	93	31	-0.028906
A	2012-03-30T00:00:00	77	21	61	43	40	81	90	52	34	34	72	7	24	82	31	23	38	91	18	91	31	15	35	93	30	0.006971
A	2012-04-06T00:00:00	76	20	61	43	81	78	77	31	32	32	57	7	24	81	22	48	38	91	18	83	33	22	46	95	34	0.00585
A	2012-04-13T00:00:00	77	22	61	42	80	64	50	76	37	37	60	7	24	80	23	48	38	92	17	59	38	26	58	93	44	-0.056506
A	2012-04-20T00:00:00	78	23	61	43	79	62	47	73	35	35	62	7	24	80	28	48	38	91	17	55	21	23	56	93	47	-0.003319
A	2012-04-27T00:00:00	78	22	61	44	39	71	68	72	31	31	82	7	25	81	35	48	38	91	17	72	6	26	24	89	40	0.010942
A	2012-05-04T00:00:00	79	23	61	48	54	71	73	64	31	31	73	7	28	81	32	48	38	92	18	75	5	6	23	93	26	-0.036416
A	2012-05-11T00:00:00	80	24	60	54	54	73	72	78	32	32	67	7	30	81	32	48	38	92	18	75	4	5	18	94	28	-0.038056
A	2012-05-18T00:00:00	80	23	60	55	79	64	49	46	26	26	56	7	30	82	27	48	38	92	18	57	5	11	22	94	31	-0.018238
A	2012-05-25T00:00:00	79	20	60	55	62	65	57	15	34	34	63	7	30	82	25	48	38	92	18	63	7	12	27	95	46	0.058873
A	2012-06-01T00:00:00	80	22	60	55	87	73	71	62	39	39	49	7	31	83	37	48	38	92	18	75	10	9	22	94	42	-0.068034
A	2012-06-08T00:00:00	85	25	58	81	88	61	38	50	37	37	15	7	27	83	32	49	38	91	13	49	9	9	23	94	41	0.036077
A	2012-06-15T00:00:00	85	24	58	81	53	54	34	48	36	36	38	7	27	81	28	50	38	91	13	43	10	10	21	98	42	0.010388
A	2012-06-22T00:00:00	85	26	59	81	80	56	32	68	35	35	25	7	27	82	30	50	38	91	13	43	7	9	16	98	36	-0.024528
A	2012-06-29T00:00:00	85	27	59	81	87	52	35	70	32	32	18	7	27	84	35	49	38	91	13	42	7	14	20	98	43	0.007974
A	2012-07-06T00:00:00	86	29	59	81	84	43	26	93	33	33	21	8	27	85	60	50	38	91	13	32	19	19	38	97	65	-0.032387
A	2012-07-13T00:00:00	87	30	59	81	68	52	43	83	32	32	33	8	27	85	67	50	38	91	13	46	65	8	33	98	57	-0.024486
A	2012-07-20T00:00:00	86	29	59	81	83	63	71	54	31	31	23	8	27	86	64	50	38	91	13	69	62	7	35	99	59	0.014023
A	2012-07-27T00:00:00	86	29	59	81	83	52	44	49	31	31	24	7	28	86	76	49	38	91	13	47	62	7	31	100	57	0.010147
A	2012-08-03T00:00:00	85	27	58	80	89	54	49	20	29	29	18	7	28	86	81	50	39	91	13	51	71	10	23	100	49	0.030823
A	2012-08-10T00:00:00	83	24	58	79	73	56	52	20	28	28	51	7	28	84	75	48	38	91	14	54	68	7	21	100	47	0.036306
A	2012-08-17T00:00:00	85	31	59	79	78	48	36	89	42	42	48	8	28	84	89	49	38	91	13	40	82	12	18	99	54	-0.081671
A	2012-08-24T00:00:00	85	29	58	79	76	43	31	60	40	40	49	8	28	84	83	49	38	91	13	34	83	9	18	99	47	0.016928
A	2012-08-31T00:00:00	85	30	59	79	52	33	15	83	40	40	51	8	25	84	86	48	38	91	13	20	86	11	18	99	44	-0.01823
A	2012-09-07T00:00:00	81	28	59	65	53	33	17	43	40	40	32	8	17	81	84	48	61	91	24	22	82	11	18	99	45	0.033911
A	2012-09-14T00:00:00	81	28	59	64	48	36	30	44	39	39	34	8	17	81	83	49	61	91	23	31	83	20	8	95	42	0.034119
A	2012-09-21T00:00:00	81	29	59	64	89	37	36	63	37	37	12	8	17	81	86	48	62	92	23	34	85	28	12	97	42	-0.018411
A	2012-09-28T00:00:00	81	28	59	65	60	46	63	51	35	35	28	8	17	81	84	49	61	91	23	54	85	36	12	97	48	-0.011506
A	2012-10-05T00:00:00	81	28	59	65	56	52	75	52	35	35	28	8	17	81	82	48	61	91	23	66	82	49	11	96	54	0.010643
A	2012-10-12T00:00:00	82	30	59	65	86	30	18	74	36	36	17	8	17	81	78	48	61	91	23	20	78	60	20	96	40	-0.042204
A	2012-10-19T00:00:00	83	31	59	65	49	35	33	87	35	35	21	8	17	81	76	49	61	91	22	30	81	58	25	96	44	-0.039493
A	2012-10-26T00:00:00	83	32	59	64	85	31	21	64	29	29	19	8	17	81	68	48	61	92	22	22	79	51	29	96	46	0.005316
A	2012-11-02T00:00:00	82	30	59	63	77	34	35	33	30	30	21	8	18	81	70	48	62	92	23	31	73	42	28	96	44	0.029512
A	2012-11-09T00:00:00	82	28	59	62	64	35	47	25	26	26	9	8	18	76	63	48	61	91	24	38	75	54	47	96	41	-0.002444
A	2012-11-16T00:00:00	83	29	59	62	86	31	33	47	25	25	3	8	18	77	60	47	61	91	24	28	73	54	55	96	45	-0.029816
A	2012-11-23T00:00:00	83	28	59	62	41	32	42	47	24	24	11	8	18	75	65	47	61	91	24	34	75	53	58	96	41	0.029876
A	2012-11-30T00:00:00	82	27	60	62	72	33	44	22	27	27	6	8	18	76	58	46	61	91	24	36	76	48	62	94	49	0.038236
A	2012-12-07T00:00:00	82	27	59	62	46	27	28	45	27	27	11	8	18	75	68	46	61	91	24	24	75	50	63	94	49	-0.01253
A	2012-12-14T00:00:00	80	25	59	62	88	22	17	10	33	33	2	8	18	78	52	46	61	91	24	16	79	53	69	92	38	0.053957
A	2012-12-21T00:00:00	94	28	60	87	66	25	28	19	27	27	88	8	16	78	45	55	48	91	22	23	85	72	58	95	34	0.030117
A	2012-12-28T00:00:00	94	30	60	87	86	31	51	39	28	28	77	8	16	78	45	55	47	91	22	39	82	69	56	95	31	-0.027332
A	2013-01-04T00:00:00	94	27	60	87	74	36	63	20	32	32	85	8	16	77	32	55	47	91	22	49	80	73	79	93	26	0.076084
A	2013-01-11T00:00:00	93	28	60	87	83	34	51	26	31	31	84	8	16	76	28	55	47	91	22	41	80	65	69	93	28	0.013271
A	2013-01-18T00:00:00	93	27	60	87	77	34	51	25	30	30	86	8	16	75	18	55	47	91	22	41	92	82	77	91	19	0.016582
A	2013-01-25T00:00:00	93	27	59	87	78	42	78	23	27	27	86	7	16	75	18	55	47	91	23	62	92	68	78	90	18	0.025835
A	2013-02-01T00:00:00	93	27	60	87	76	37	62	46	27	27	86	7	16	74	20	55	47	91	22	48	90	45	82	90	8	0
A	2013-02-08T00:00:00	93	27	59	87	76	55	88	51	26	26	96	8	16	83	24	55	47	91	22	76	90	51	84	88	11	-0.004625
A	2013-02-15T00:00:00	94	31	60	87	59	60	86	92	38	38	99	8	16	82	27	55	47	91	22	77	86	60	82	89	14	-0.06278
A	2013-02-22T00:00:00	94	32	60	86	83	56	76	82	35	35	94	8	16	83	28	54	47	91	22	69	86	58	82	89	15	-0.010676
A	2013-03-01T00:00:00	94	31	60	85	85	67	86	70	33	33	95	8	17	84	26	53	47	91	22	82	87	63	87	88	19	0.003109
A	2013-03-08T00:00:00	64	30	61	59	52	71	82	50	31	31	85	8	15	90	26	21	46	91	22	81	86	66	83	87	24	0.026255
A	2013-03-15T00:00:00	65	30	61	59	39	72	81	61	26	26	89	8	15	90	29	20	46	92	22	81	84	73	83	86	17	-0.000462
A	2013-03-22T00:00:00	66	33	61	58	63	76	82	88	29	29	83	8	15	90	34	20	46	92	22	82	63	66	85	87	14	-0.040917
A	2013-03-29T00:00:00	66	33	61	57	54	68	71	56	29	29	85	8	15	90	33	21	46	92	21	73	66	68	83	85	10	0.020349
A	2013-04-05T00:00:00	65	32	61	56	65	67	64	47	24	24	82	8	15	90	33	21	46	92	22	68	66	69	83	83	13	-0.010244
A	2013-04-12T00:00:00	64	29	60	57	79	40	20	8	38	38	80	8	15	91	32	21	46	91	21	27	69	89	78	72	13	0.077259
A	2013-04-19T00:00:00	65	31	61	56	75	37	21	57	42	42	81	8	15	91	39	21	45	91	21	26	52	82	77	78	18	-0.061429

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