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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	2017-02-24T00:00:00	60	8	53	73	84	49	47	26	16	16	72	9	74	83	53	15	14	83	93	47	8	31	61	43	55	0.002136
A	2017-03-03T00:00:00	61	8	52	73	87	61	81	27	15	15	73	9	79	83	53	16	14	82	93	76	10	34	71	42	73	0.004633
A	2017-03-10T00:00:00	73	8	52	46	88	64	82	20	14	14	76	9	85	92	53	79	39	83	89	78	7	38	85	41	73	0.003285
A	2017-03-17T00:00:00	73	8	53	45	84	58	64	22	11	11	79	9	85	92	33	79	39	83	88	65	8	37	93	41	69	0.022229
A	2017-03-24T00:00:00	73	8	52	45	87	61	70	23	11	11	79	9	85	92	36	79	39	83	89	69	9	38	96	38	67	-0.004297
A	2017-03-31T00:00:00	73	8	53	44	81	63	74	57	10	10	80	9	85	93	34	79	39	83	88	72	8	38	96	39	80	-0.001479
A	2017-04-07T00:00:00	73	8	52	45	92	69	79	46	10	10	74	9	85	94	52	10	39	83	88	78	20	38	97	43	73	-0.00056
A	2017-04-14T00:00:00	73	8	52	45	62	73	80	52	11	11	84	9	86	94	45	10	39	83	88	81	22	38	97	44	74	-0.009651
A	2017-04-21T00:00:00	73	8	52	45	83	74	79	38	11	11	77	9	86	94	34	10	39	83	89	81	24	42	98	44	64	0.017953
A	2017-04-28T00:00:00	72	8	52	47	95	75	80	22	12	12	67	9	86	94	25	10	39	83	89	82	25	37	97	50	72	0.033425
A	2017-05-05T00:00:00	71	7	51	52	59	79	84	14	13	13	85	9	87	94	24	10	40	83	89	86	23	41	96	43	74	0.028866
A	2017-05-12T00:00:00	72	7	51	56	76	80	84	28	13	13	83	9	86	93	26	9	40	84	90	86	19	45	97	44	80	-0.008462
A	2017-05-19T00:00:00	72	7	51	57	93	83	84	30	13	13	78	9	86	93	18	9	40	84	90	88	28	44	92	49	77	-0.000546
A	2017-05-26T00:00:00	71	7	51	57	85	79	67	7	20	20	81	9	86	93	14	9	40	84	90	77	14	42	75	44	80	0.060222
A	2017-06-02T00:00:00	71	6	51	58	60	79	68	11	19	19	92	9	87	93	14	8	40	84	82	79	13	45	74	40	84	0.021849
A	2017-06-09T00:00:00	70	8	51	83	72	79	62	50	22	22	79	9	84	94	20	9	42	82	86	75	13	37	67	40	78	-0.026306
A	2017-06-16T00:00:00	70	8	51	83	90	79	67	44	21	21	65	9	84	94	24	8	42	82	86	77	12	38	67	39	79	0.005057
A	2017-06-23T00:00:00	70	8	51	83	92	83	80	44	19	19	62	9	85	94	27	48	42	82	86	85	17	46	56	46	82	0.004373
A	2017-06-30T00:00:00	70	8	51	83	75	87	87	54	18	18	77	9	84	94	28	47	42	82	86	90	16	44	59	45	82	-0.00547
A	2017-07-07T00:00:00	70	8	51	83	83	86	82	45	18	18	73	9	84	95	29	48	42	82	86	87	17	51	59	56	88	0.005393
A	2017-07-14T00:00:00	69	7	51	83	90	86	80	23	19	19	66	9	84	96	23	47	42	82	86	86	4	53	48	63	86	0.031705
A	2017-07-21T00:00:00	69	7	51	83	87	92	93	38	18	18	70	9	84	96	26	47	42	82	86	95	5	68	38	54	85	-0.002437
A	2017-07-28T00:00:00	69	8	51	83	91	92	92	68	20	20	67	9	84	95	30	47	42	82	85	95	4	38	24	47	80	-0.021036
A	2017-08-04T00:00:00	68	7	51	82	84	87	75	55	14	14	72	9	83	95	35	48	41	82	85	85	3	23	24	47	79	0.000843
A	2017-08-11T00:00:00	67	7	51	82	61	89	76	46	13	13	52	9	84	94	35	48	41	82	85	86	3	16	18	50	78	-0.013307
A	2017-08-18T00:00:00	67	6	51	81	62	88	72	11	15	15	51	9	84	94	35	47	42	82	86	84	2	30	21	36	84	0.032364
A	2017-08-25T00:00:00	66	6	50	81	94	86	61	13	16	16	33	8	84	94	41	47	42	81	86	79	2	24	23	28	86	0.026937
A	2017-09-01T00:00:00	66	6	50	81	89	87	62	19	16	16	39	8	83	93	47	57	42	82	86	79	2	19	17	35	84	0.023529
A	2017-09-08T00:00:00	67	7	49	76	81	90	80	18	15	15	72	8	82	91	47	54	42	82	89	89	2	11	32	34	83	0.009936
A	2017-09-15T00:00:00	67	7	49	76	90	88	73	29	14	14	65	8	82	91	47	54	42	82	89	85	3	28	8	29	81	0.014465
A	2017-09-22T00:00:00	68	7	49	76	71	84	47	48	13	13	77	8	82	91	52	51	42	82	89	69	4	32	9	28	81	-0.002737
A	2017-09-29T00:00:00	68	7	50	76	73	85	55	84	16	16	76	9	82	91	58	51	42	83	88	74	2	33	7	36	68	-0.024023
A	2017-10-06T00:00:00	68	7	50	76	61	85	60	42	17	17	76	8	83	91	56	51	42	82	89	76	3	26	6	41	53	0.035762
A	2017-10-13T00:00:00	68	7	49	76	93	91	85	34	16	16	67	8	83	91	62	51	42	82	89	91	3	24	6	41	53	0.009493
A	2017-10-20T00:00:00	68	7	49	76	64	92	88	33	15	15	71	8	83	91	63	51	42	82	88	93	3	27	5	43	54	0.003868
A	2017-10-27T00:00:00	67	7	50	75	67	91	86	27	14	14	71	8	83	91	71	51	42	82	88	91	3	20	4	43	52	0.010715
A	2017-11-03T00:00:00	66	7	50	73	72	92	86	28	12	12	72	8	83	90	68	52	42	82	89	92	3	22	4	43	50	0.00589
A	2017-11-10T00:00:00	66	7	50	72	75	92	82	55	13	13	89	8	82	88	70	51	42	82	89	91	2	20	3	38	56	-0.022819
A	2017-11-17T00:00:00	66	6	50	72	69	89	69	23	15	15	91	8	82	88	77	51	42	82	89	83	3	27	4	36	58	0.029628
A	2017-11-24T00:00:00	66	6	50	71	76	80	36	36	15	15	90	8	82	88	84	51	42	82	89	61	3	31	4	36	57	0.008285
A	2017-12-01T00:00:00	66	7	50	71	93	85	56	57	15	15	83	8	82	90	85	51	42	82	89	74	2	34	5	33	61	-0.00966
A	2017-12-08T00:00:00	66	7	50	71	95	85	65	71	14	14	81	8	82	90	85	51	42	82	89	78	2	30	6	28	46	-0.019063
A	2017-12-15T00:00:00	66	7	50	71	91	85	66	65	12	12	85	8	82	89	87	51	42	82	88	79	2	35	7	27	51	0.003408
A	2017-12-22T00:00:00	67	8	48	80	77	85	72	69	11	11	99	8	74	75	87	53	39	82	84	81	1	35	7	22	43	-0.003849
A	2017-12-29T00:00:00	67	8	48	80	62	85	75	68	11	11	100	8	74	74	87	53	39	81	84	83	2	30	7	22	52	-0.003426
A	2018-01-05T00:00:00	66	8	48	80	94	82	61	32	16	16	92	8	74	74	83	53	39	82	84	75	2	31	23	20	24	0.043759
A	2018-01-12T00:00:00	66	8	48	80	93	86	78	28	16	16	92	8	74	73	82	53	39	81	84	86	2	30	22	27	27	0.02618
A	2018-01-19T00:00:00	66	7	48	80	90	84	73	19	15	15	94	8	74	72	84	53	39	81	84	81	2	29	23	29	21	0.018669
A	2018-01-26T00:00:00	66	7	48	80	94	79	55	21	13	13	90	8	75	73	78	53	39	82	84	70	2	33	21	30	35	0.023951
A	2018-02-02T00:00:00	66	7	48	80	91	76	38	45	20	20	93	8	75	72	83	54	39	81	84	58	3	22	52	28	20	-0.047709
A	2018-02-09T00:00:00	66	7	48	81	64	75	37	63	24	24	100	8	75	57	85	54	39	81	84	58	2	11	43	60	20	-0.059925
A	2018-02-16T00:00:00	66	7	48	80	75	70	34	21	32	32	100	8	74	57	82	54	39	81	84	53	1	13	55	63	6	0.074494
A	2018-02-23T00:00:00	66	7	48	80	69	70	31	60	31	31	100	8	74	58	86	54	39	81	84	52	2	12	58	65	7	-0.017643
A	2018-03-02T00:00:00	66	7	48	79	87	75	62	79	33	33	99	8	74	61	87	55	39	81	84	72	2	15	55	67	7	-0.045122
A	2018-03-09T00:00:00	24	5	51	65	66	77	70	47	34	34	16	8	42	47	84	65	42	82	89	77	3	34	62	65	14	0.053622
A	2018-03-16T00:00:00	24	5	50	65	78	79	77	69	33	33	12	8	41	52	87	66	42	82	89	81	3	37	58	70	26	-0.01729
A	2018-03-23T00:00:00	25	5	51	64	81	82	79	71	33	33	11	8	42	53	87	66	42	81	89	85	2	23	71	70	19	-0.054947
A	2018-03-30T00:00:00	25	5	50	64	94	78	69	66	32	32	3	8	41	63	86	66	42	81	89	78	2	23	67	69	20	0.012729
A	2018-04-06T00:00:00	25	6	51	63	90	71	47	87	34	34	6	9	41	56	89	67	42	81	89	60	3	22	70	75	35	-0.046381
A	2018-04-13T00:00:00	25	5	51	63	87	82	78	28	39	39	9	8	42	53	88	68	42	81	89	84	3	23	86	84	48	0.055919
A	2018-04-20T00:00:00	25	5	51	64	92	77	55	45	37	37	5	8	42	56	87	68	42	81	89	70	3	24	86	83	49	0.005071
A	2018-04-27T00:00:00	25	5	50	65	88	65	28	61	33	33	9	8	42	53	86	68	42	81	89	44	3	20	87	91	47	-0.018816
A	2018-05-04T00:00:00	25	5	50	69	74	73	54	44	31	31	15	8	44	49	84	68	42	82	89	66	3	21	88	92	43	0.01087
A	2018-05-11T00:00:00	25	5	50	73	88	67	37	29	30	30	7	8	44	60	80	66	43	83	89	52	3	18	92	89	40	0.036563
A	2018-05-18T00:00:00	24	6	51	74	93	57	31	89	39	39	3	9	44	67	88	65	43	83	89	42	8	26	91	88	42	-0.073854
A	2018-05-25T00:00:00	24	6	51	74	92	59	33	90	39	39	4	9	44	66	84	65	43	84	89	44	8	24	91	90	39	-0.018195
A	2018-06-01T00:00:00	74	6	51	84	52	45	19	87	38	38	94	9	33	82	82	58	42	82	90	28	7	23	91	90	39	-0.005862
A	2018-06-08T00:00:00	73	6	51	85	90	62	57	32	40	40	75	9	33	85	82	34	42	82	88	62	7	22	87	89	49	0.046989
A	2018-06-15T00:00:00	73	6	51	85	77	62	48	38	37	37	86	9	33	83	81	34	42	82	88	57	7	23	89	88	58	0.006079
A	2018-06-22T00:00:00	74	7	51	85	79	54	35	85	38	38	85	9	33	84	83	33	42	82	88	43	7	15	93	90	53	-0.050492
A	2018-06-29T00:00:00	74	7	51	85	89	59	51	72	36	36	76	9	33	85	83	32	42	82	88	57	7	16	93	90	54	-0.015132
A	2018-07-06T00:00:00	74	7	52	85	91	68	64	76	35	35	72	9	33	85	83	32	42	82	88	69	7	18	93	89	54	0.009717
A	2018-07-13T00:00:00	74	7	52	85	55	37	17	31	36	36	93	9	33	83	81	32	43	82	88	23	8	17	93	89	54	0.0175
A	2018-07-20T00:00:00	74	7	52	85	86	32	13	37	33	33	78	9	33	84	82	32	43	82	88	19	8	17	93	89	54	0.007411
A	2018-07-27T00:00:00	73	6	52	85	91	30	13	15	29	29	75	9	33	85	79	32	43	82	88	19	6	12	93	92	57	0.029754
A	2018-08-03T00:00:00	72	6	52	84	83	43	39	28	26	26	81	9	33	84	75	35	43	82	88	39	6	11	93	93	57	-0.000302
A	2018-08-10T00:00:00	71	6	51	82	58	43	47	24	25	25	98	9	33	83	75	33	43	81	88	44	7	10	94	91	58	0.008069
A	2018-08-17T00:00:00	71	6	51	82	91	29	16	66	24	24	94	9	33	85	67	32	43	81	88	19	6	8	95	92	58	-0.024156
A	2018-08-24T00:00:00	70	6	51	81	76	30	23	40	25	25	96	9	33	90	59	31	43	81	88	23	6	7	95	92	58	0.020418
A	2018-08-31T00:00:00	77	7	48	67	63	28	22	24	22	22	97	9	38	93	53	17	16	83	83	21	6	6	95	94	58	0.023641
A	2018-09-07T00:00:00	76	7	48	66	92	33	43	23	21	21	91	9	38	93	51	22	16	84	81	35	6	6	93	95	58	-0.002076
A	2018-09-14T00:00:00	76	6	48	66	56	34	52	18	20	20	98	9	38	93	42	22	16	84	81	40	6	7	88	94	63	0.021513
A	2018-09-21T00:00:00	75	6	48	66	89	49	74	15	20	20	92	8	38	93	30	24	16	83	81	64	5	8	92	95	64	0.027168
A	2018-09-28T00:00:00	75	6	48	66	71	48	72	23	19	19	96	8	38	93	31	24	16	83	81	62	5	9	91	93	66	-0.002544
A	2018-10-05T00:00:00	74	5	48	67	57	52	72	17	17	17	98	8	38	94	24	24	16	83	81	65	5	9	94	93	57	-0.00132
A	2018-10-12T00:00:00	75	6	48	67	84	41	46	53	25	25	90	8	38	94	37	24	16	83	81	41	5	9	94	97	58	-0.057753
A	2018-10-19T00:00:00	76	6	49	67	83	46	57	68	24	24	90	8	38	94	27	24	16	83	81	52	3	11	95	96	61	-0.02673
A	2018-10-26T00:00:00	75	6	48	67	92	57	75	57	22	22	83	8	38	94	24	24	16	82	81	70	5	17	97	92	92	-0.026978
A	2018-11-02T00:00:00	74	6	48	65	90	62	77	34	25	25	88	8	38	94	18	26	16	82	82	73	2	13	96	94	92	0.051009
A	2018-11-09T00:00:00	74	6	49	65	90	67	82	26	23	23	91	8	39	86	24	27	16	82	82	78	3	10	98	94	93	0.020316
A	2018-11-16T00:00:00	74	6	49	65	66	73	87	59	24	24	97	8	39	86	17	25	16	83	82	85	2	3	98	95	89	-0.033879
A	2018-11-23T00:00:00	73	5	49	64	89	73	84	6	28	28	92	8	39	86	12	24	16	82	82	82	5	7	96	75	95	0.04954
A	2018-11-30T00:00:00	72	5	48	64	71	77	89	6	31	31	96	8	39	86	10	24	16	82	82	88	5	8	99	76	97	0.060685
A	2018-12-07T00:00:00	72	5	48	65	88	66	65	15	29	29	92	8	40	86	11	24	16	82	82	67	7	6	99	75	97	-0.029018
A	2018-12-14T00:00:00	72	5	48	65	64	55	49	27	28	28	97	8	40	86	12	36	16	82	82	52	7	6	100	80	91	-0.012676
A	2018-12-21T00:00:00	65	5	48	87	51	55	52	49	32	32	78	8	45	93	18	55	18	81	70	54	8	5	96	75	79	-0.08751
A	2018-12-28T00:00:00	65	5	48	87	90	64	67	28	33	33	59	8	45	93	17	55	18	81	72	68	8	4	98	72	78	0.044784
A	2019-01-04T00:00:00	65	5	48	87	90	72	74	83	29	29	62	8	45	94	19	55	18	82	71	76	12	6	97	63	87	-0.007578
A	2019-01-11T00:00:00	64	5	48	87	55	61	51	31	34	34	72	8	45	94	14	55	18	81	70	56	15	6	96	76	82	0.075152
A	2019-01-18T00:00:00	64	5	48	87	60	83	91	40	32	32	71	8	45	94	12	55	18	81	70	90	15	7	96	77	89	0.022017

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