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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 ⌀
A	2015-03-27T00:00:00	46	16	57	27	75	37	26	61	22	22	52	10	80	55	66	33	13	58	87	28	1	69	46	90	10	-0.023692
A	2015-04-03T00:00:00	47	16	57	28	72	38	38	30	22	22	53	10	80	54	59	34	13	58	87	33	1	70	50	92	11	0.022847
A	2015-04-10T00:00:00	46	14	57	27	61	41	53	18	22	22	54	10	80	50	52	23	13	58	87	46	1	62	50	91	12	0.035678
A	2015-04-17T00:00:00	47	15	57	27	57	60	75	36	23	23	52	10	80	48	45	23	13	58	87	72	1	71	59	88	16	-0.01308
A	2015-04-24T00:00:00	47	15	57	28	71	60	77	68	22	22	51	10	80	48	53	23	13	58	87	72	1	68	73	91	22	-0.011392
A	2015-05-01T00:00:00	47	16	57	29	90	57	67	63	19	19	46	10	80	50	50	23	13	58	87	65	1	68	73	90	21	-0.015542
A	2015-05-08T00:00:00	49	15	56	32	83	48	49	33	19	19	51	10	79	65	45	23	13	58	89	47	1	71	82	88	22	0.01602
A	2015-05-15T00:00:00	51	16	55	35	91	58	64	66	19	19	42	10	79	68	44	23	14	58	89	63	1	63	82	89	22	-0.010834
A	2015-05-22T00:00:00	50	15	56	35	71	50	51	40	18	18	54	10	79	65	49	23	14	58	89	50	1	62	74	90	22	0.010953
A	2015-05-29T00:00:00	51	16	55	35	70	58	64	80	22	22	72	10	79	65	52	24	14	58	89	63	1	55	79	91	19	-0.030823
A	2015-06-05T00:00:00	54	15	57	71	93	70	81	84	21	21	67	10	88	86	51	23	14	87	86	81	1	52	74	88	15	-0.02136
A	2015-06-12T00:00:00	55	15	58	71	79	68	73	84	19	19	71	10	88	86	51	23	14	87	86	77	1	45	82	89	16	-0.011664
A	2015-06-19T00:00:00	55	16	58	71	92	55	47	82	14	14	68	10	88	87	60	22	14	87	86	51	1	47	88	92	22	-0.00879
A	2015-06-26T00:00:00	55	15	58	71	90	54	46	44	16	16	69	10	88	86	58	59	14	87	86	49	2	56	88	91	35	0.015957
A	2015-07-03T00:00:00	55	14	58	71	70	64	66	47	15	15	72	10	88	86	56	59	14	87	86	68	3	64	88	92	39	-0.010992
A	2015-07-10T00:00:00	55	14	58	71	57	54	45	52	14	14	74	10	88	86	61	59	14	87	86	49	3	66	87	92	40	-0.004549
A	2015-07-17T00:00:00	54	14	58	71	70	57	58	41	14	14	72	10	88	86	57	59	14	87	86	59	3	74	91	91	49	0.013956
A	2015-07-24T00:00:00	54	14	58	71	92	42	32	42	13	13	65	10	88	88	54	59	14	87	87	34	3	76	92	92	39	-0.016031
A	2015-07-31T00:00:00	53	13	58	69	67	34	21	12	18	18	72	10	88	86	47	61	14	86	87	25	4	74	80	90	47	0.041717
A	2015-08-07T00:00:00	52	13	58	68	77	30	18	45	18	18	71	10	87	86	54	61	14	86	87	21	4	80	74	93	46	-0.023433
A	2015-08-14T00:00:00	51	15	58	67	82	29	17	75	20	20	70	10	87	86	55	61	14	86	86	20	2	70	64	94	47	-0.033512
A	2015-08-21T00:00:00	51	15	58	67	79	37	38	75	24	24	70	10	87	86	66	60	14	86	85	35	4	55	50	94	55	-0.062598
A	2015-08-28T00:00:00	51	15	58	66	59	39	42	69	23	23	74	10	87	83	64	61	14	86	86	38	9	52	50	92	62	0.007707
A	2015-09-04T00:00:00	59	13	55	46	89	39	42	78	23	23	68	10	93	90	64	41	14	87	85	38	11	47	52	94	61	-0.039719
A	2015-09-11T00:00:00	59	12	55	46	75	41	51	51	24	24	72	10	93	90	56	41	14	87	85	44	8	50	65	97	59	0.025678
A	2015-09-18T00:00:00	59	13	55	46	51	45	53	67	22	22	76	10	92	89	58	41	14	87	84	48	7	48	66	99	57	-0.006116
A	2015-09-25T00:00:00	59	13	55	46	89	56	80	64	22	22	67	11	92	90	59	41	14	87	84	70	5	13	72	99	52	-0.033304
A	2015-10-02T00:00:00	59	13	55	46	63	50	62	50	21	21	73	11	92	90	56	41	13	87	84	55	5	19	71	99	51	0.006397
A	2015-10-09T00:00:00	58	13	55	46	89	41	37	43	23	23	59	10	92	90	62	41	13	87	84	37	5	10	72	100	39	0.044992
A	2015-10-16T00:00:00	58	12	55	46	53	38	32	56	22	22	76	11	92	90	65	41	14	87	84	33	7	10	72	100	44	-0.012403
A	2015-10-23T00:00:00	58	12	55	46	87	38	30	23	23	23	58	10	92	90	63	41	14	87	85	31	7	5	60	100	48	0.037166
A	2015-10-30T00:00:00	57	12	54	45	88	34	23	16	20	20	58	10	92	90	59	42	14	87	85	25	10	1	62	100	46	0.017497
A	2015-11-06T00:00:00	57	12	54	43	65	39	33	34	17	17	73	10	92	89	52	43	14	87	85	33	11	1	61	100	48	0.010079
A	2015-11-13T00:00:00	58	12	55	42	57	37	31	51	18	18	75	10	91	90	44	42	14	86	84	31	11	2	60	100	47	-0.035938
A	2015-11-20T00:00:00	57	11	55	42	83	38	35	10	25	25	68	10	91	90	25	41	14	86	85	35	11	4	93	100	34	0.068269
A	2015-11-27T00:00:00	57	10	55	43	87	40	44	4	30	30	67	10	91	90	16	41	13	85	85	40	12	2	90	99	42	0.068477
A	2015-12-04T00:00:00	57	10	54	43	76	39	50	21	30	30	70	10	91	90	17	41	14	85	85	40	12	2	93	99	36	-0.020722
A	2015-12-11T00:00:00	57	9	54	43	53	37	43	23	27	27	76	10	91	90	15	41	14	85	85	36	15	2	93	97	33	-0.022129
A	2015-12-18T00:00:00	57	10	54	43	92	47	69	40	26	26	60	10	93	90	12	52	14	85	85	59	16	3	93	98	31	-0.002247
A	2015-12-25T00:00:00	67	9	53	75	65	52	78	12	27	27	71	9	91	92	13	47	14	83	89	66	13	4	88	98	38	0.050883
A	2016-01-01T00:00:00	67	9	53	75	91	51	68	21	27	27	61	9	91	92	15	47	14	83	89	61	13	3	84	99	29	-0.005102
A	2016-01-08T00:00:00	68	9	53	75	58	47	55	55	32	32	73	9	91	93	21	47	14	83	89	50	12	2	84	99	24	-0.077028
A	2016-01-15T00:00:00	67	10	53	75	88	64	84	52	32	32	56	9	91	93	25	47	14	83	89	77	11	2	84	99	23	-0.038339
A	2016-01-22T00:00:00	67	9	53	75	75	79	95	44	31	31	66	9	91	93	20	48	14	83	89	90	13	2	86	99	20	0.023429
A	2016-01-29T00:00:00	68	10	53	75	56	75	91	67	27	27	72	9	91	93	32	48	14	83	89	86	15	2	89	98	18	-0.008694
A	2016-02-05T00:00:00	68	10	53	75	87	76	91	68	23	23	58	10	92	90	31	48	14	83	88	87	13	2	85	98	15	-0.042742
A	2016-02-12T00:00:00	68	10	53	75	85	73	82	45	21	21	62	9	92	90	21	48	14	83	89	81	13	3	86	99	11	0.004968
A	2016-02-19T00:00:00	68	10	53	74	56	82	92	40	21	21	74	9	92	89	19	47	14	82	89	92	12	4	86	99	9	0.033685
A	2016-02-26T00:00:00	69	11	53	74	91	81	91	54	20	20	59	10	91	88	27	48	14	83	89	90	12	6	86	96	10	0.004009
A	2016-03-04T00:00:00	69	10	53	73	86	66	61	46	21	21	75	9	91	88	25	65	14	83	91	65	11	5	83	96	9	0.046575
A	2016-03-11T00:00:00	66	11	55	46	59	65	61	58	20	20	66	10	88	91	29	66	35	84	84	64	11	6	85	95	9	-0.002807
A	2016-03-18T00:00:00	65	10	55	46	75	69	63	37	18	18	60	10	88	91	29	67	35	84	84	68	11	6	87	96	10	0.024486
A	2016-03-25T00:00:00	65	10	55	46	59	63	47	57	18	18	67	10	88	91	42	67	35	84	84	55	11	7	89	96	8	-0.018913
A	2016-04-01T00:00:00	65	10	55	46	88	60	41	42	18	18	54	10	88	91	38	66	35	84	84	50	12	6	88	96	8	0.025232
A	2016-04-08T00:00:00	66	10	55	46	57	64	54	61	18	18	65	10	88	92	34	66	35	84	85	59	10	6	94	97	5	-0.019121
A	2016-04-15T00:00:00	65	10	55	45	53	65	57	38	17	17	62	10	88	92	35	66	35	84	84	61	10	4	94	96	5	0.034662
A	2016-04-22T00:00:00	65	10	55	46	53	61	51	35	17	17	61	10	88	92	44	66	35	84	84	55	13	6	96	96	5	0.021741
A	2016-04-29T00:00:00	67	10	54	49	82	70	57	60	19	19	60	10	88	91	50	65	35	84	84	68	16	10	97	94	6	-0.021049
A	2016-05-06T00:00:00	67	9	53	54	90	64	46	28	17	17	52	10	89	87	40	66	35	85	85	56	10	10	99	91	6	0.012462
A	2016-05-13T00:00:00	68	9	53	57	70	70	58	12	17	17	66	9	88	87	40	65	35	84	86	68	7	11	99	87	4	0.028745
A	2016-05-20T00:00:00	67	8	53	57	57	65	49	5	20	20	72	9	88	87	36	65	35	84	87	57	8	9	99	81	5	0.053251
A	2016-05-27T00:00:00	67	8	53	58	91	68	54	18	19	19	21	9	88	87	43	65	35	84	87	63	6	10	99	80	5	0.020719
A	2016-06-03T00:00:00	67	8	53	58	90	61	45	37	18	18	24	9	87	87	46	40	35	84	85	52	10	17	99	79	5	-0.002193
A	2016-06-10T00:00:00	59	9	55	84	92	68	56	52	19	19	18	9	90	90	49	69	43	83	90	66	10	17	98	78	6	-0.007857
A	2016-06-17T00:00:00	59	8	55	84	60	76	64	38	17	17	36	9	90	90	50	69	43	83	90	76	11	18	99	77	7	0
A	2016-06-24T00:00:00	59	9	55	84	93	65	50	60	20	20	17	9	90	91	54	64	43	83	90	59	8	16	91	74	4	-0.027339
A	2016-07-01T00:00:00	59	9	55	84	58	73	69	65	17	17	36	9	89	92	54	63	43	83	90	74	8	22	75	73	4	0.013496
A	2016-07-08T00:00:00	59	9	55	84	77	83	85	47	17	17	29	9	89	93	46	63	43	83	90	88	7	26	69	71	4	0.019724
A	2016-07-15T00:00:00	59	9	55	84	73	93	93	36	17	17	31	9	89	93	47	63	43	83	90	96	7	25	66	73	5	0.026165
A	2016-07-22T00:00:00	58	9	55	83	94	92	90	48	16	16	16	9	89	94	48	64	43	83	90	95	8	22	66	71	3	-0.001919
A	2016-07-29T00:00:00	57	8	55	82	76	90	81	22	15	15	31	9	89	93	36	65	43	83	90	90	6	13	45	63	7	0.032849
A	2016-08-05T00:00:00	55	8	55	81	68	87	73	52	15	15	35	9	89	92	42	64	43	82	89	84	5	21	48	67	5	-0.012899
A	2016-08-12T00:00:00	53	9	55	81	93	88	76	29	15	15	20	9	89	92	51	64	43	82	89	85	4	17	43	66	5	0.013696
A	2016-08-19T00:00:00	53	9	55	81	90	84	57	64	15	15	21	9	89	92	65	65	43	82	89	73	4	23	44	63	6	-0.010809
A	2016-08-26T00:00:00	53	9	55	81	76	79	45	63	15	15	31	9	89	90	63	65	43	82	89	64	4	23	45	63	5	-0.006292
A	2016-09-02T00:00:00	52	9	55	81	89	81	57	77	14	14	22	9	89	90	74	92	43	82	92	72	6	10	49	59	2	-0.00676
A	2016-09-09T00:00:00	60	10	53	70	74	84	65	88	20	20	60	9	88	92	78	82	43	84	94	79	5	13	59	54	3	-0.045124
A	2016-09-16T00:00:00	60	11	52	69	91	80	58	73	19	19	46	9	88	92	85	82	43	84	93	72	7	21	58	49	3	-0.001996
A	2016-09-23T00:00:00	60	10	53	70	94	85	77	37	23	23	39	9	88	92	84	81	43	84	94	85	8	26	57	45	3	0.040637
A	2016-09-30T00:00:00	60	10	53	70	91	78	62	27	21	21	46	9	88	92	79	81	43	84	94	74	5	19	53	47	3	0.012765
A	2016-10-07T00:00:00	59	9	52	70	87	81	72	24	18	18	52	9	88	92	75	81	43	83	94	81	4	23	48	53	3	0.006167
A	2016-10-14T00:00:00	60	10	52	70	71	76	56	77	25	25	53	9	89	93	87	81	43	84	94	70	5	18	60	33	7	-0.048559
A	2016-10-21T00:00:00	60	10	52	70	68	73	47	56	24	24	53	10	89	93	86	81	43	83	94	63	5	19	57	38	8	0.010878
A	2016-10-28T00:00:00	60	11	53	69	93	65	32	78	29	29	49	10	89	94	86	81	43	83	94	48	5	16	56	29	9	-0.051562
A	2016-11-04T00:00:00	59	9	52	68	74	50	15	30	29	29	55	9	89	93	83	82	42	83	95	27	12	11	61	26	14	0.025447
A	2016-11-11T00:00:00	58	10	53	67	88	51	23	43	23	23	71	9	89	91	84	81	42	84	94	33	13	18	66	35	15	0.046248
A	2016-11-18T00:00:00	59	11	53	67	83	62	48	74	22	22	74	9	89	91	85	81	42	84	94	56	13	38	66	35	18	-0.028674
A	2016-11-25T00:00:00	60	11	53	67	81	68	62	82	21	21	76	9	89	91	82	81	42	84	94	68	16	45	65	33	18	-0.00333
A	2016-12-02T00:00:00	60	11	53	67	58	75	71	74	19	19	82	10	89	91	80	82	42	84	94	76	15	46	65	31	19	-0.019169
A	2016-12-09T00:00:00	59	11	53	67	78	56	32	43	21	21	77	9	89	91	74	81	42	84	94	42	15	39	63	31	19	0.051553
A	2016-12-16T00:00:00	59	11	53	67	82	58	44	43	20	20	72	9	86	91	73	56	42	84	94	51	16	38	61	31	20	-0.008408
A	2016-12-23T00:00:00	61	11	53	74	87	42	26	45	18	18	70	10	75	92	68	17	13	83	93	31	16	35	62	34	21	0.006302
A	2016-12-30T00:00:00	61	11	53	74	75	61	55	58	18	18	75	10	75	93	73	17	13	83	94	58	17	36	58	32	25	-0.011005
A	2017-01-06T00:00:00	60	10	53	75	84	64	56	14	21	21	70	9	75	94	70	17	13	83	94	61	14	31	64	35	32	0.053334
A	2017-01-13T00:00:00	59	10	53	75	93	51	32	18	19	19	56	9	75	94	65	17	13	83	94	41	11	29	64	40	34	0.014587
A	2017-01-20T00:00:00	60	10	53	75	79	46	27	47	21	21	71	9	75	95	69	17	13	83	93	36	11	25	63	42	49	-0.021957
A	2017-01-27T00:00:00	60	9	53	75	57	44	27	32	20	20	80	9	75	95	70	17	13	83	94	34	10	24	61	49	53	0.021626
A	2017-02-03T00:00:00	59	9	53	75	89	51	48	27	19	19	65	9	75	94	73	17	13	83	93	50	11	28	62	47	53	0.014999
A	2017-02-10T00:00:00	59	9	53	74	93	52	49	21	18	18	57	9	74	83	63	16	13	83	94	50	10	28	62	43	54	0.019846
A	2017-02-17T00:00:00	59	8	52	74	91	52	51	18	17	17	63	9	75	83	56	16	14	83	93	52	11	32	61	42	53	0.02521

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