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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 ⌀
ZZ	2009-01-09T00:00:00	59	90	86	33	19	14	11	92	59	59	29	41	73	68	66	77	80	50	17	11	32	19	62	85	25	-0.122677
ZZ	2009-01-16T00:00:00	32	100	33	24	54	21	27	74	58	58	3	40	73	51	57	30	77	7	28	22	31	19	60	85	25	-0.029661
ZZ	2009-01-23T00:00:00	32	100	33	24	49	28	65	76	56	56	7	40	73	49	47	31	77	15	28	46	30	18	60	85	25	-0.056769
ZZ	2009-01-30T00:00:00	32	100	33	24	22	28	64	94	59	59	34	41	73	40	48	31	77	47	28	45	34	24	68	83	24	-0.143519
ZZ	2009-02-06T00:00:00	31	100	34	24	12	25	43	98	48	48	50	43	73	37	68	32	77	62	27	31	40	27	65	83	24	-0.113514
ZZ	2009-02-13T00:00:00	31	100	34	25	28	20	20	100	60	60	26	45	73	43	78	32	77	39	27	17	51	44	58	81	22	-0.280488
ZZ	2009-02-20T00:00:00	32	100	34	24	23	20	24	77	60	60	32	44	73	41	73	23	77	45	91	19	50	47	60	81	22	0.008475
ZZ	2009-02-27T00:00:00	32	100	34	24	43	21	36	99	69	69	10	47	73	49	86	24	77	21	90	23	61	54	50	80	20	-0.327731
ZZ	2009-03-06T00:00:00	33	100	35	24	56	13	6	98	72	72	1	49	73	55	89	26	77	3	90	5	61	47	58	80	18	-0.3125
ZZ	2009-03-13T00:00:00	35	100	34	24	12	16	15	37	90	90	40	46	73	41	89	29	77	62	89	10	60	28	62	68	20	0.654545
ZZ	2009-03-20T00:00:00	37	100	34	24	42	17	19	18	89	89	8	45	73	54	85	30	77	20	90	14	59	24	59	68	21	0.120879
ZZ	2009-03-27T00:00:00	39	100	32	24	12	12	8	1	94	94	36	41	73	43	66	31	77	59	90	7	54	9	67	57	22	0.705882
ZZ	2009-04-03T00:00:00	59	100	89	47	13	9	5	1	97	97	85	36	73	58	17	80	80	57	57	5	65	20	45	41	24	1.068966
ZZ	2009-04-10T00:00:00	61	100	90	46	17	5	2	31	98	98	63	39	84	55	22	80	80	49	55	2	71	30	54	41	23	-0.208333
ZZ	2009-04-17T00:00:00	61	100	90	46	36	8	7	8	97	97	59	38	84	53	13	80	80	26	56	6	70	29	55	42	23	0.129825
ZZ	2009-04-24T00:00:00	60	100	90	46	24	4	2	18	97	97	60	37	84	53	11	81	80	41	56	2	70	28	56	42	24	0.096273
ZZ	2009-05-01T00:00:00	60	100	89	48	16	4	2	12	97	97	62	37	84	53	13	81	81	51	56	2	70	30	58	42	24	0.062323
ZZ	2009-05-08T00:00:00	56	100	88	50	43	6	17	2	96	96	52	34	83	56	4	82	81	17	58	9	67	23	55	41	25	0.466667
ZZ	2009-05-15T00:00:00	59	100	89	52	10	7	36	99	97	97	65	39	85	58	15	83	80	62	54	17	71	30	61	42	23	-0.430909
ZZ	2009-05-22T00:00:00	62	100	90	53	29	20	91	100	97	97	50	42	85	58	38	83	80	31	53	56	75	37	60	42	22	-0.300319
ZZ	2009-05-29T00:00:00	63	100	90	53	34	72	100	100	97	97	47	44	85	58	48	83	80	24	52	93	84	45	68	42	21	-0.13242
ZZ	2009-06-05T00:00:00	62	100	90	52	39	50	97	76	97	97	43	43	85	58	36	84	80	18	53	82	83	44	65	42	21	0.205263
ZZ	2009-06-12T00:00:00	63	100	90	53	25	61	97	98	96	96	52	45	85	58	37	85	80	35	53	88	87	46	64	42	21	-0.126638
ZZ	2009-06-19T00:00:00	62	100	90	53	24	68	98	25	96	96	73	43	85	58	28	85	80	34	53	90	84	36	59	43	21	0.1
ZZ	2009-06-26T00:00:00	63	100	90	53	17	72	95	89	96	96	75	44	84	58	36	85	80	42	53	90	93	43	58	43	21	-0.081818
ZZ	2009-07-03T00:00:00	51	100	91	29	5	93	100	96	95	95	60	44	77	37	50	91	60	69	48	99	94	43	56	43	21	-0.108911
ZZ	2009-07-10T00:00:00	51	100	92	29	29	39	21	88	95	95	80	44	78	49	42	88	60	24	60	25	94	53	58	42	21	-0.061111
ZZ	2009-07-17T00:00:00	51	100	91	29	41	8	9	48	95	95	73	44	78	52	39	91	60	10	60	5	94	55	58	41	21	0.130178
ZZ	2009-07-24T00:00:00	50	100	91	29	44	5	10	5	94	94	70	43	78	55	41	91	60	3	60	5	94	52	59	41	21	0.198953
ZZ	2009-07-31T00:00:00	49	100	91	28	8	8	11	7	92	92	87	42	78	38	50	91	60	53	60	7	92	34	52	46	66	0.10917
ZZ	2009-08-07T00:00:00	48	100	91	27	26	5	11	61	91	91	78	43	76	50	47	91	60	25	57	6	92	40	50	46	64	-0.086614
ZZ	2009-08-14T00:00:00	48	100	91	26	7	9	33	30	90	90	86	43	76	43	39	91	61	57	57	17	92	38	50	45	64	0.030172
ZZ	2009-08-21T00:00:00	48	100	91	26	21	8	19	9	89	89	79	42	75	51	27	91	61	32	58	11	92	39	41	39	64	0.117155
ZZ	2009-08-28T00:00:00	47	100	91	25	24	7	11	15	89	89	77	42	75	52	25	91	61	26	58	7	91	44	38	37	65	0.007491
ZZ	2009-09-04T00:00:00	48	100	90	26	20	6	8	17	88	88	52	42	75	50	45	91	61	33	58	5	91	42	38	37	65	0.003717
ZZ	2009-09-11T00:00:00	47	100	90	25	14	9	16	5	88	88	54	41	75	48	19	91	61	39	58	10	87	43	45	37	65	0.192593
ZZ	2009-09-18T00:00:00	47	100	90	25	25	17	80	10	86	86	50	41	75	32	14	91	61	25	59	47	92	45	45	50	54	0.055901
ZZ	2009-09-25T00:00:00	47	100	90	25	39	27	81	39	87	87	44	41	75	37	19	91	61	5	58	54	93	42	48	53	55	-0.064706
ZZ	2009-10-02T00:00:00	65	100	88	53	29	12	47	84	87	87	18	42	57	40	41	85	58	15	53	26	92	41	47	46	80	-0.08805
ZZ	2009-10-09T00:00:00	65	100	88	53	22	15	63	75	85	85	46	43	49	39	39	85	58	25	52	37	94	41	46	59	72	0.034483
ZZ	2009-10-16T00:00:00	65	100	88	53	5	30	80	35	84	84	50	42	49	39	39	70	58	53	52	55	95	50	52	62	61	0.046667
ZZ	2009-10-23T00:00:00	65	100	88	53	3	33	76	37	83	83	52	42	49	39	29	69	58	70	52	55	95	53	57	61	62	-0.006369
ZZ	2009-10-30T00:00:00	65	100	88	52	33	35	86	57	81	81	46	42	49	38	27	69	58	9	52	62	93	37	56	65	58	-0.070513
ZZ	2009-11-06T00:00:00	65	100	88	51	17	60	96	79	80	80	46	43	48	41	31	72	59	30	51	82	94	40	56	58	51	-0.02069
ZZ	2009-11-13T00:00:00	64	100	88	50	17	65	95	44	79	79	44	42	48	42	25	72	60	30	50	84	96	41	55	58	53	0.038732
ZZ	2009-11-20T00:00:00	64	100	88	50	4	57	88	95	79	79	57	44	47	41	26	70	60	63	50	76	95	37	51	46	57	-0.142373
ZZ	2009-11-27T00:00:00	64	100	88	50	31	40	46	81	78	78	37	43	47	41	12	70	60	10	50	41	95	37	51	46	57	0.003953
ZZ	2009-12-04T00:00:00	64	100	88	50	3	41	45	28	84	84	80	43	47	56	7	70	60	65	50	42	95	56	35	31	80	0.129921
ZZ	2009-12-11T00:00:00	63	100	88	50	11	52	68	6	84	84	72	42	48	56	9	71	60	40	50	62	80	13	58	47	37	0.076655
ZZ	2009-12-18T00:00:00	64	100	88	50	21	57	66	25	83	83	66	42	47	56	22	71	60	23	50	64	80	11	38	43	31	-0.009709
ZZ	2009-12-25T00:00:00	64	100	88	50	11	53	51	22	82	82	72	42	48	57	17	71	60	41	50	51	81	12	38	44	29	0.042484
ZZ	2010-01-01T00:00:00	63	100	88	50	35	45	33	37	81	81	59	42	48	56	17	71	60	4	50	37	79	13	33	37	19	-0.009404
ZZ	2010-01-08T00:00:00	63	100	88	50	12	55	52	8	84	84	67	41	48	54	19	71	60	35	51	54	78	17	38	36	21	0.139241
ZZ	2010-01-15T00:00:00	63	100	88	50	7	28	16	63	86	86	70	42	48	52	30	69	60	46	51	19	76	31	53	32	47	-0.077778
ZZ	2010-01-22T00:00:00	63	100	88	50	7	31	18	66	86	86	71	42	48	52	44	69	60	48	51	22	83	33	49	27	46	-0.048193
ZZ	2010-01-29T00:00:00	47	81	91	69	30	48	63	84	84	84	35	42	52	32	66	89	57	11	24	56	83	30	49	60	36	-0.056962
ZZ	2010-02-05T00:00:00	47	80	91	69	25	55	88	63	82	82	36	42	52	32	73	89	57	18	24	74	80	17	37	66	17	-0.003356
ZZ	2010-02-12T00:00:00	47	80	91	70	10	54	81	86	78	78	38	43	52	33	90	88	57	40	24	70	78	15	46	61	35	-0.016835
ZZ	2010-02-19T00:00:00	46	80	90	69	29	55	76	11	85	85	36	42	70	33	86	87	58	13	25	68	64	17	43	57	35	0.143836
ZZ	2010-02-26T00:00:00	46	78	90	69	14	52	75	9	85	85	39	41	68	35	95	86	58	32	24	67	66	16	42	57	21	0.035928
ZZ	2010-03-05T00:00:00	47	79	90	69	30	66	93	18	83	83	15	42	68	35	96	86	59	11	25	84	62	20	37	47	36	0.046243
ZZ	2010-03-12T00:00:00	46	79	90	69	39	51	66	27	81	81	13	42	68	36	92	87	59	2	24	61	54	18	50	46	26	0.016575
ZZ	2010-03-19T00:00:00	47	80	90	68	40	51	49	55	78	78	13	42	68	37	78	87	59	2	24	50	53	20	48	44	27	-0.019022
ZZ	2010-03-26T00:00:00	47	80	90	68	40	47	27	41	75	75	13	42	68	37	54	87	59	2	23	33	51	19	48	33	29	0.00831
ZZ	2010-04-02T00:00:00	54	82	89	24	36	53	33	86	75	75	36	43	75	29	8	72	56	7	58	41	53	38	50	32	23	-0.038462
ZZ	2010-04-09T00:00:00	54	80	89	24	13	38	19	39	74	74	48	42	76	28	18	78	56	38	72	24	46	49	48	37	20	0.054286
ZZ	2010-04-16T00:00:00	54	80	89	24	4	71	81	54	73	73	51	43	75	27	13	78	56	61	73	79	49	42	58	57	17	0.00271
ZZ	2010-04-23T00:00:00	53	80	89	24	10	75	90	11	79	79	48	42	75	27	7	78	56	42	73	87	50	38	67	67	6	0.118919
ZZ	2010-04-30T00:00:00	54	81	89	24	6	75	89	76	81	81	51	43	76	27	7	78	56	54	73	86	29	30	74	53	12	-0.096618
ZZ	2010-05-07T00:00:00	54	80	88	26	21	77	85	50	76	76	44	42	76	28	10	79	56	27	74	85	43	33	75	47	14	-0.061497
ZZ	2010-05-14T00:00:00	54	81	88	26	10	74	69	81	73	73	50	43	76	30	29	79	56	45	74	75	43	23	58	46	18	0
ZZ	2010-05-21T00:00:00	54	83	88	26	33	74	69	80	73	73	34	43	76	30	66	79	56	13	74	74	53	31	64	57	52	-0.088319
ZZ	2010-05-28T00:00:00	54	82	88	26	6	60	32	73	70	70	56	43	76	31	77	79	56	57	74	45	55	35	64	56	54	0.015625
ZZ	2010-06-04T00:00:00	55	83	88	26	9	67	57	87	70	70	52	43	76	45	80	79	56	48	74	64	55	25	66	54	59	-0.070769
ZZ	2010-06-11T00:00:00	55	82	88	26	11	69	52	73	69	69	52	44	75	45	88	78	56	48	74	63	43	18	68	53	59	0.009934
ZZ	2010-06-18T00:00:00	55	83	88	26	7	84	83	93	66	66	58	44	76	45	88	78	56	59	73	87	50	17	65	54	58	-0.036066
ZZ	2010-06-25T00:00:00	55	83	88	26	22	64	41	35	67	67	43	44	76	45	90	78	56	32	73	53	55	21	62	44	60	0.034014
ZZ	2010-07-02T00:00:00	44	88	89	38	42	66	52	93	71	71	29	45	74	67	93	88	61	9	74	61	49	13	53	53	65	-0.157895
ZZ	2010-07-09T00:00:00	44	88	89	38	6	52	35	92	66	66	54	45	61	66	93	85	61	64	72	43	52	9	55	49	54	-0.003906
ZZ	2010-07-16T00:00:00	44	88	89	38	26	35	24	62	66	66	38	44	61	65	90	86	61	28	72	26	51	9	64	52	63	0.019608
ZZ	2010-07-23T00:00:00	44	88	89	38	7	39	30	63	64	64	52	45	61	65	89	87	61	61	71	31	52	10	70	52	68	0.030769
ZZ	2010-07-30T00:00:00	43	88	89	37	6	30	14	36	62	62	49	45	60	65	87	88	61	62	71	19	39	13	68	62	48	0.022388
ZZ	2010-08-06T00:00:00	42	89	89	35	46	32	20	45	61	61	29	45	60	66	92	87	62	4	71	23	38	13	67	63	48	0.014599
ZZ	2010-08-13T00:00:00	41	89	89	34	45	25	9	66	60	60	28	45	60	67	88	87	61	5	70	14	27	16	63	61	49	-0.071942
ZZ	2010-08-20T00:00:00	41	89	89	34	31	36	36	74	59	59	32	45	60	67	89	86	61	22	71	34	29	16	58	64	43	-0.023256
ZZ	2010-08-27T00:00:00	41	88	89	34	5	19	10	88	58	58	47	45	60	67	89	86	61	67	70	11	26	13	54	62	42	-0.039683
ZZ	2010-09-03T00:00:00	41	88	89	34	13	18	7	27	67	67	18	45	60	67	84	86	61	45	69	10	29	11	57	61	51	0.090909
ZZ	2010-09-10T00:00:00	40	90	89	34	48	25	18	61	58	58	10	45	61	67	75	86	61	1	68	18	30	12	58	58	49	-0.022727
ZZ	2010-09-17T00:00:00	40	88	89	34	13	27	19	28	59	59	19	45	61	67	66	85	61	48	68	19	28	7	51	56	61	0.042636
ZZ	2010-09-24T00:00:00	40	89	89	34	28	33	36	53	56	56	15	45	60	67	80	85	61	33	68	31	26	5	39	55	64	0.007435
ZZ	2010-10-01T00:00:00	43	100	90	45	51	37	40	97	67	67	5	47	72	44	82	35	59	5	71	36	34	13	34	53	82	-0.103321
ZZ	2010-10-08T00:00:00	43	100	90	45	20	32	30	55	71	71	12	46	72	36	77	47	59	42	78	28	35	11	42	62	81	0.069959
ZZ	2010-10-15T00:00:00	43	100	90	45	20	26	26	33	71	71	14	46	72	35	67	53	59	42	79	23	37	13	49	67	81	0.05
ZZ	2010-10-22T00:00:00	43	100	90	45	28	23	15	53	70	70	12	46	73	37	73	48	59	33	80	16	39	14	50	65	73	-0.025641
ZZ	2010-10-29T00:00:00	43	100	90	45	36	26	51	69	68	68	10	46	73	39	67	48	59	25	79	37	41	10	60	70	68	-0.011278
ZZ	2010-11-05T00:00:00	43	100	91	44	42	17	35	19	70	70	8	46	73	40	59	50	59	19	80	23	45	10	63	70	34	0.110266
ZZ	2010-11-12T00:00:00	42	100	91	43	18	21	56	46	69	69	12	46	73	34	65	51	59	47	80	36	44	14	65	70	37	-0.047945
ZZ	2010-11-19T00:00:00	42	100	91	43	41	21	46	5	70	70	7	46	73	40	59	51	58	20	79	31	52	21	68	71	43	0.086331
ZZ	2010-11-26T00:00:00	42	100	91	43	38	10	6	12	70	70	8	46	73	39	54	50	58	24	79	6	52	19	66	71	43	0.016556
ZZ	2010-12-03T00:00:00	42	100	91	43	37	14	25	30	68	68	8	46	73	41	36	50	58	23	79	16	53	18	64	70	42	0.009772

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