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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	2013-04-26T00:00:00	66	33	61	58	72	43	29	81	38	38	81	8	15	91	46	21	46	92	21	34	35	79	78	76	26	-0.016662
A	2013-05-03T00:00:00	66	33	61	62	58	46	37	75	35	35	83	8	15	91	56	21	46	92	20	40	38	80	80	76	29	0.006054
A	2013-05-10T00:00:00	67	32	60	67	64	45	36	31	38	38	83	8	14	90	53	21	47	92	20	39	35	69	75	77	29	0.05005
A	2013-05-17T00:00:00	66	29	59	68	71	35	19	18	39	39	81	8	14	90	38	22	47	92	20	24	34	66	77	69	28	0.044239
A	2013-05-24T00:00:00	66	29	60	69	88	37	31	24	38	38	43	8	14	90	36	21	47	92	21	32	35	65	77	65	34	0.000636
A	2013-05-31T00:00:00	66	29	59	69	76	38	43	37	35	35	50	8	14	90	40	21	47	92	21	38	34	64	78	60	37	-0.003043
A	2013-06-07T00:00:00	63	27	60	76	65	61	83	52	34	34	45	8	18	93	43	17	47	92	19	75	33	60	79	61	41	-0.006608
A	2013-06-14T00:00:00	64	30	60	76	88	45	50	70	35	35	35	8	18	93	45	17	47	92	19	46	30	63	78	68	42	-0.025461
A	2013-06-21T00:00:00	64	30	60	76	56	37	26	66	29	29	48	8	18	93	50	59	47	92	19	28	28	67	75	65	43	-0.023216
A	2013-06-28T00:00:00	65	32	60	76	83	35	27	76	23	23	39	8	18	93	57	59	47	92	19	28	16	63	75	68	44	-0.002306
A	2013-07-05T00:00:00	65	30	60	76	55	48	55	44	24	24	49	8	18	93	64	59	47	92	19	52	15	57	76	73	37	0.034382
A	2013-07-12T00:00:00	64	28	60	76	37	59	72	40	25	25	56	8	18	94	69	58	47	92	19	68	16	59	77	72	41	0.034374
A	2013-07-19T00:00:00	64	30	60	76	81	61	70	44	20	20	41	8	18	94	53	58	47	92	19	68	15	56	73	69	38	0.009837
A	2013-07-26T00:00:00	65	30	60	75	74	61	71	64	17	17	45	8	19	94	51	58	47	92	20	69	14	55	70	70	36	-0.012999
A	2013-08-02T00:00:00	63	29	60	75	53	58	63	46	16	16	54	8	18	94	43	59	47	92	20	63	14	56	70	72	35	0.017104
A	2013-08-09T00:00:00	60	29	60	74	71	49	44	42	15	15	44	8	18	93	54	60	47	92	19	46	14	59	67	73	30	-0.003442
A	2013-08-16T00:00:00	59	28	60	73	71	45	39	20	13	13	44	8	18	93	53	59	48	91	20	40	12	59	64	72	35	0.012335
A	2013-08-23T00:00:00	59	26	60	73	40	40	30	21	12	12	52	8	18	93	40	58	48	91	20	32	10	55	59	77	40	0.019008
A	2013-08-30T00:00:00	59	27	60	73	52	48	50	34	12	12	50	8	18	93	44	58	48	91	19	48	10	54	60	77	39	-0.021811
A	2013-09-06T00:00:00	63	25	65	59	60	49	57	35	12	12	59	8	32	98	45	89	17	92	19	53	10	56	63	77	41	0.016951
A	2013-09-13T00:00:00	62	26	65	59	61	48	53	36	12	12	60	8	32	98	48	90	17	92	18	51	10	47	29	78	47	0.021701
A	2013-09-20T00:00:00	61	22	64	59	74	45	40	7	27	27	51	8	32	98	32	90	17	91	19	41	12	68	40	92	51	0.076144
A	2013-09-27T00:00:00	61	22	64	59	86	48	53	24	27	27	43	8	32	98	31	90	17	91	19	50	13	66	37	92	49	-0.007667
A	2013-10-04T00:00:00	61	23	65	59	88	49	59	29	26	26	42	8	32	98	32	90	17	91	19	55	14	69	31	92	50	0.002909
A	2013-10-11T00:00:00	62	23	65	59	84	59	75	59	24	24	48	8	32	98	47	90	17	91	19	70	14	62	23	93	47	-0.006181
A	2013-10-18T00:00:00	61	21	65	59	85	60	77	39	23	23	48	8	32	98	47	90	17	91	19	72	14	62	27	92	49	0.029741
A	2013-10-25T00:00:00	62	23	65	59	75	61	70	69	26	26	50	8	31	98	43	90	17	92	18	70	9	52	43	93	45	-0.021154
A	2013-11-01T00:00:00	62	23	65	57	44	62	70	66	24	24	54	8	31	98	42	90	17	92	18	70	9	53	45	94	42	-0.014826
A	2013-11-08T00:00:00	62	24	65	55	85	60	69	67	22	22	70	8	30	97	46	89	17	92	17	67	8	53	44	93	46	-0.006263
A	2013-11-15T00:00:00	60	19	65	55	87	76	91	12	36	36	69	8	31	97	37	90	17	92	18	88	13	55	53	90	36	0.081725
A	2013-11-22T00:00:00	60	21	65	54	89	73	85	43	37	37	68	8	31	97	40	90	17	92	18	83	10	63	49	89	25	-0.019661
A	2013-11-29T00:00:00	61	21	65	54	48	71	80	59	33	33	81	8	31	97	39	89	17	92	18	79	12	72	50	90	26	-0.005211
A	2013-12-06T00:00:00	60	19	65	54	81	69	67	26	30	30	73	8	30	97	34	89	17	92	19	71	19	69	43	89	28	0.02353
A	2013-12-13T00:00:00	59	18	65	55	78	71	69	16	27	27	74	7	30	97	25	74	17	92	18	73	18	66	41	91	28	0.006003
A	2013-12-20T00:00:00	69	13	63	75	60	64	46	20	26	26	77	7	47	98	29	63	16	91	17	56	17	36	53	96	39	0.032641
A	2013-12-27T00:00:00	70	15	63	75	89	60	41	44	25	25	67	7	47	99	28	63	16	91	17	50	30	61	60	90	27	0.005992
A	2014-01-03T00:00:00	69	15	63	75	91	58	41	50	24	24	63	7	47	99	27	63	16	91	16	49	15	59	59	94	22	-0.004368
A	2014-01-10T00:00:00	68	13	62	75	91	78	84	23	25	25	58	7	47	99	23	62	16	91	16	84	14	56	50	93	18	0.035308
A	2014-01-17T00:00:00	68	12	62	75	79	70	68	19	24	24	68	7	47	99	25	62	16	91	16	72	16	65	54	90	16	0.030226
A	2014-01-24T00:00:00	68	13	63	75	69	66	52	58	28	28	73	7	47	99	26	62	16	91	16	61	25	50	49	98	32	-0.046788
A	2014-01-31T00:00:00	68	13	62	75	46	74	77	42	24	24	81	7	47	99	26	63	16	91	16	79	27	53	49	98	30	0.004838
A	2014-02-07T00:00:00	68	12	62	75	76	79	85	23	22	22	71	7	47	99	25	62	16	91	17	86	25	60	48	98	28	0.021835
A	2014-02-14T00:00:00	72	16	63	75	88	78	84	93	35	35	64	8	47	98	61	61	16	91	16	84	43	74	35	97	3	-0.070166
A	2014-02-21T00:00:00	71	15	63	75	75	76	72	74	35	35	73	8	47	98	61	58	16	91	16	78	44	70	35	95	3	0.019721
A	2014-02-28T00:00:00	72	14	62	74	68	75	63	74	32	32	77	8	47	98	58	59	17	91	16	73	48	72	37	94	3	0.010476
A	2014-03-07T00:00:00	64	15	64	50	68	80	79	40	31	31	66	8	31	98	57	64	16	92	16	83	69	77	34	97	2	0.026157
A	2014-03-14T00:00:00	66	16	64	50	47	82	81	83	36	36	74	8	31	98	73	64	16	92	15	85	77	80	43	97	2	-0.051006
A	2014-03-21T00:00:00	66	17	64	50	90	79	59	69	33	33	52	8	31	98	82	64	16	92	16	74	79	82	43	97	2	0.011738
A	2014-03-28T00:00:00	66	17	64	50	49	80	65	66	30	30	76	8	31	98	76	66	16	92	15	77	81	82	42	99	2	-0.024957
A	2014-04-04T00:00:00	65	17	65	49	62	84	80	44	30	30	71	8	30	98	71	67	16	92	16	86	77	82	42	99	2	0.016077
A	2014-04-11T00:00:00	66	18	64	49	57	56	20	70	31	31	70	8	30	98	70	67	16	92	16	36	70	79	43	98	1	-0.048121
A	2014-04-18T00:00:00	66	18	64	49	88	62	27	36	33	33	64	8	30	98	78	67	16	92	16	43	70	74	44	98	1	0.035619
A	2014-04-25T00:00:00	66	18	64	50	88	61	25	45	28	28	64	8	31	98	78	67	16	92	16	42	72	72	47	100	1	-0.004752
A	2014-05-02T00:00:00	67	17	64	55	90	64	44	43	26	26	60	8	30	98	76	68	16	92	16	56	70	70	47	100	1	0.002748
A	2014-05-09T00:00:00	68	15	63	60	70	51	22	22	25	25	70	8	29	86	72	68	16	92	15	34	75	70	52	100	1	0.015585
A	2014-05-16T00:00:00	70	16	62	62	92	52	25	41	24	24	48	8	30	85	71	68	16	93	15	36	76	69	52	100	1	-0.006487
A	2014-05-23T00:00:00	70	15	62	62	88	51	30	26	21	21	30	8	30	85	69	68	17	92	15	37	75	72	51	100	1	0.020878
A	2014-05-30T00:00:00	70	14	62	62	54	56	39	31	21	21	44	8	30	85	68	68	16	93	15	46	76	54	50	96	1	0.013544
A	2014-06-06T00:00:00	57	14	63	77	71	45	30	20	21	21	29	7	38	85	72	77	17	92	13	34	75	48	55	95	1	0.036352
A	2014-06-13T00:00:00	58	14	63	77	70	55	49	36	19	19	29	8	37	85	70	76	17	92	13	52	74	49	56	95	1	-0.008648
A	2014-06-20T00:00:00	58	15	63	77	91	55	50	55	15	15	19	8	38	85	75	76	17	92	13	53	73	53	59	92	1	0.00462
A	2014-06-27T00:00:00	58	16	63	77	92	54	48	79	16	16	19	8	38	85	76	76	17	92	13	51	72	54	55	93	1	-0.01937
A	2014-07-04T00:00:00	58	16	63	77	83	65	70	59	15	15	26	8	37	86	76	76	17	92	14	70	69	55	30	93	1	0.016687
A	2014-07-11T00:00:00	58	16	63	77	86	64	60	65	18	18	23	8	38	86	74	76	17	92	14	64	63	53	29	92	1	-0.031796
A	2014-07-18T00:00:00	58	16	63	77	56	66	69	65	17	17	36	8	37	86	74	76	17	92	13	71	63	52	27	94	1	-0.007957
A	2014-07-25T00:00:00	58	16	63	76	74	65	74	46	17	17	30	8	37	86	74	76	17	92	14	73	60	42	20	97	1	0.00676
A	2014-08-01T00:00:00	56	14	62	75	83	72	81	35	13	13	26	8	37	85	72	76	17	92	14	81	62	37	20	98	1	-0.008127
A	2014-08-08T00:00:00	54	15	62	74	83	69	73	65	13	13	27	8	36	85	75	76	17	92	13	75	61	25	18	98	1	-0.014802
A	2014-08-15T00:00:00	52	14	62	74	74	63	55	20	18	18	28	8	36	85	58	75	17	91	15	61	40	32	22	94	1	0.042347
A	2014-08-22T00:00:00	52	14	62	74	82	53	35	48	17	17	27	8	36	72	62	75	17	91	14	42	45	38	26	94	1	0.001046
A	2014-08-29T00:00:00	52	15	62	74	81	56	42	65	17	17	27	8	36	72	65	76	17	91	15	48	42	44	18	94	1	-0.008336
A	2014-09-05T00:00:00	54	14	57	34	80	53	38	39	17	17	45	8	31	65	68	43	34	93	38	44	40	46	15	96	1	0.013308
A	2014-09-12T00:00:00	54	14	57	34	89	51	35	23	14	14	39	8	31	65	51	43	34	93	38	42	40	49	22	96	1	0.011729
A	2014-09-19T00:00:00	54	14	57	34	85	56	50	31	12	12	41	8	31	65	43	43	34	93	38	53	33	52	33	94	1	-0.005964
A	2014-09-26T00:00:00	54	14	57	34	89	62	61	51	14	14	38	8	31	65	43	43	34	93	38	63	29	47	46	96	1	-0.027773
A	2014-10-03T00:00:00	53	13	57	33	68	52	42	38	14	14	53	8	31	65	44	43	33	93	38	43	27	61	42	90	1	0.007261
A	2014-10-10T00:00:00	54	13	57	33	76	67	74	60	24	24	49	8	31	64	51	43	33	93	38	76	13	55	34	83	1	-0.05746
A	2014-10-17T00:00:00	55	16	57	33	90	61	61	82	27	27	43	8	31	63	58	43	34	93	38	65	8	38	41	82	1	-0.025551
A	2014-10-24T00:00:00	54	16	57	34	94	53	43	64	26	26	41	8	31	63	61	43	34	93	38	46	2	15	61	78	1	0.034069
A	2014-10-31T00:00:00	53	16	57	33	93	61	60	56	23	23	41	8	30	62	65	43	34	93	38	65	3	17	62	82	1	0.022743
A	2014-11-07T00:00:00	58	35	58	33	93	70	73	30	24	24	59	10	30	79	58	44	34	94	33	77	2	14	52	86	1	0.024412
A	2014-11-14T00:00:00	57	33	57	33	77	66	69	26	22	22	72	10	31	77	48	44	34	94	34	72	1	14	45	76	3	0.015657
A	2014-11-21T00:00:00	57	32	57	33	69	60	55	21	21	21	74	10	31	77	50	44	34	94	34	60	1	14	28	59	2	0.016356
A	2014-11-28T00:00:00	57	32	57	33	93	67	62	22	21	21	61	10	31	79	47	44	34	94	34	65	1	13	30	54	2	0.011594
A	2014-12-05T00:00:00	57	32	57	33	81	53	47	46	20	20	71	10	31	77	46	44	34	94	34	50	1	11	33	58	2	-0.010292
A	2014-12-12T00:00:00	58	34	57	33	79	40	28	72	27	27	73	10	41	77	53	44	34	94	33	32	1	14	52	84	2	-0.061009
A	2014-12-19T00:00:00	58	35	57	33	91	45	33	49	27	27	67	10	41	78	46	73	34	94	47	37	1	18	58	89	2	0.041811
A	2014-12-26T00:00:00	34	26	68	46	91	43	42	66	25	25	36	10	44	78	45	97	17	94	61	41	1	30	59	84	3	0
A	2015-01-02T00:00:00	34	26	68	46	73	55	59	77	26	26	45	10	44	74	54	97	17	94	60	58	1	29	50	79	3	-0.017402
A	2015-01-09T00:00:00	34	26	68	46	89	62	66	57	23	23	38	10	44	76	42	97	17	94	60	66	1	29	50	74	4	0.000748
A	2015-01-16T00:00:00	34	28	68	46	68	69	76	84	29	29	42	10	44	72	49	97	17	94	60	76	1	55	41	72	7	-0.057657
A	2015-01-23T00:00:00	34	26	68	46	62	71	78	66	28	28	42	10	44	71	52	97	17	94	60	77	1	53	40	73	6	0.014645
A	2015-01-30T00:00:00	34	30	68	46	94	67	64	75	26	26	38	10	44	78	51	97	17	94	60	67	1	53	40	64	9	-0.026801
A	2015-02-06T00:00:00	34	28	68	47	83	48	37	43	27	27	21	10	44	68	46	97	17	94	60	41	1	58	42	71	7	0.041566
A	2015-02-13T00:00:00	34	28	68	46	80	59	51	39	27	27	24	10	44	68	65	97	17	94	61	55	1	71	47	71	8	0.020573
A	2015-02-20T00:00:00	34	24	67	46	83	55	41	15	28	28	20	10	44	69	54	97	17	94	61	48	1	76	45	82	10	0.044851
A	2015-02-27T00:00:00	35	25	67	46	91	48	25	20	27	27	15	10	43	71	51	97	17	94	60	33	1	77	45	85	9	0.006199
A	2015-03-06T00:00:00	36	24	67	45	64	50	39	38	26	26	29	10	42	70	56	97	17	94	61	42	1	73	44	86	10	-0.01612
A	2015-03-13T00:00:00	46	16	57	28	92	38	20	61	25	25	41	10	80	54	64	33	13	58	87	27	1	67	49	88	9	-0.015888
A	2015-03-20T00:00:00	46	16	57	28	71	39	27	37	25	25	53	10	80	55	60	34	13	58	88	30	1	64	47	91	8	0.032793

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