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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	2010-12-10T00:00:00	42	100	91	43	17	18	54	76	64	64	13	47	73	35	32	49	58	50	79	33	54	13	67	72	49	-0.032258
ZZ	2010-12-17T00:00:00	42	100	91	43	38	17	39	89	64	64	9	47	73	41	38	50	58	25	79	25	56	15	64	66	56	-0.04
ZZ	2010-12-24T00:00:00	43	100	91	43	41	18	31	69	62	62	9	47	73	41	36	50	58	25	79	21	56	15	63	66	55	0.017361
ZZ	2010-12-31T00:00:00	43	100	91	43	17	36	73	77	61	61	14	47	73	34	27	49	58	54	79	55	56	22	57	69	70	-0.003413
ZZ	2011-01-07T00:00:00	43	100	91	43	55	26	58	44	59	59	6	47	73	42	21	49	58	11	80	40	62	18	59	74	69	0.023973
ZZ	2011-01-14T00:00:00	43	100	91	44	51	53	87	83	53	53	7	48	74	39	34	92	58	15	76	73	57	16	63	82	66	-0.016722
ZZ	2011-01-21T00:00:00	45	100	88	79	57	54	88	86	54	54	30	48	75	35	35	95	46	9	79	73	55	16	85	82	65	-0.057823
ZZ	2011-01-28T00:00:00	45	100	88	79	39	52	79	92	47	47	31	48	73	35	34	95	46	30	80	67	58	16	76	82	62	-0.039711
ZZ	2011-02-04T00:00:00	45	100	88	78	55	42	49	86	44	44	30	48	73	35	48	95	46	14	81	45	57	15	77	80	60	0.003759
ZZ	2011-02-11T00:00:00	45	100	88	78	55	32	23	44	49	49	30	48	73	36	43	94	47	14	82	24	53	17	74	74	62	0.048689
ZZ	2011-02-18T00:00:00	45	100	88	78	18	33	31	54	47	47	35	48	74	36	38	93	47	55	81	29	53	16	73	73	62	0.003571
ZZ	2011-02-25T00:00:00	45	100	88	77	35	27	20	27	44	44	33	48	72	38	29	92	47	35	81	19	44	23	75	78	56	0.010676
ZZ	2011-03-04T00:00:00	45	100	89	76	30	32	42	42	41	41	55	48	73	41	28	92	47	41	81	33	42	20	80	85	53	0
ZZ	2011-03-11T00:00:00	45	100	89	75	12	24	25	60	42	42	64	48	73	43	27	92	47	69	80	20	59	39	92	71	47	-0.038732
ZZ	2011-03-18T00:00:00	45	100	89	74	14	18	15	79	43	43	64	48	73	44	37	92	47	64	79	12	42	36	91	77	60	-0.043956
ZZ	2011-03-25T00:00:00	45	100	89	74	33	14	10	78	42	42	57	49	73	44	38	92	47	38	77	9	47	46	87	86	55	0.015326
ZZ	2011-04-01T00:00:00	42	100	91	26	55	14	11	93	41	41	54	50	70	51	41	83	47	14	78	10	52	45	89	83	52	-0.041509
ZZ	2011-04-08T00:00:00	42	100	91	26	12	19	35	93	40	40	68	50	71	47	47	83	47	69	79	24	55	46	88	80	55	-0.031496
ZZ	2011-04-15T00:00:00	42	100	91	26	37	17	31	84	38	38	56	50	71	44	41	82	47	34	78	21	56	48	88	80	55	-0.01626
ZZ	2011-04-22T00:00:00	42	100	91	26	47	22	53	17	54	54	49	49	71	43	29	82	47	23	78	36	65	52	91	69	42	0.086777
ZZ	2011-04-29T00:00:00	42	100	91	27	35	23	49	38	52	52	57	49	72	44	34	83	47	36	79	34	66	53	91	66	46	0.003802
ZZ	2011-05-06T00:00:00	42	100	90	30	40	21	36	10	48	48	56	49	72	48	28	85	47	30	79	24	78	66	96	56	61	0.026515
ZZ	2011-05-13T00:00:00	42	100	90	32	12	18	23	24	47	47	66	49	72	51	25	86	47	65	83	17	78	75	94	57	54	0.00369
ZZ	2011-05-20T00:00:00	42	100	90	32	35	17	19	10	46	46	60	49	72	52	26	85	47	31	86	15	77	79	94	59	57	0.018382
ZZ	2011-05-27T00:00:00	42	100	90	32	29	12	9	82	53	53	61	50	72	53	36	86	47	38	86	9	78	66	95	66	46	-0.072202
ZZ	2011-06-03T00:00:00	42	100	90	32	29	11	8	84	53	53	61	50	72	50	40	85	47	38	86	7	78	63	95	68	47	-0.042802
ZZ	2011-06-10T00:00:00	43	100	90	33	23	11	10	87	55	55	63	50	72	50	46	86	47	47	86	8	69	27	97	65	35	-0.065041
ZZ	2011-06-17T00:00:00	42	100	90	33	34	19	56	43	55	55	60	49	72	50	37	86	47	31	86	35	78	42	95	39	48	0.03913
ZZ	2011-06-24T00:00:00	42	100	90	33	30	19	49	53	52	52	61	50	72	50	33	86	47	38	86	31	77	39	93	25	47	0.004184
ZZ	2011-07-01T00:00:00	41	100	90	31	51	31	77	37	49	49	57	50	68	48	38	85	47	14	83	55	75	41	92	38	44	0.058333
ZZ	2011-07-08T00:00:00	41	100	90	31	27	31	79	78	49	49	63	50	57	45	42	85	47	41	83	57	78	40	92	44	50	-0.023622
ZZ	2011-07-15T00:00:00	41	100	90	31	18	38	87	89	52	52	66	50	57	42	40	83	48	51	82	65	72	41	77	55	73	-0.060484
ZZ	2011-07-22T00:00:00	41	100	90	31	21	19	34	82	49	49	64	50	57	42	43	83	48	45	81	24	75	31	71	52	71	0
ZZ	2011-07-29T00:00:00	41	100	90	30	59	18	23	83	48	48	52	51	57	42	37	83	47	5	81	17	58	23	53	41	61	-0.060086
ZZ	2011-08-05T00:00:00	40	100	89	29	41	16	17	72	43	43	58	50	57	44	39	84	47	26	83	14	43	27	45	50	52	-0.100457
ZZ	2011-08-12T00:00:00	38	100	90	27	34	21	35	93	48	48	59	51	57	47	52	85	47	31	81	25	8	18	25	47	58	-0.116751
ZZ	2011-08-19T00:00:00	38	100	90	27	61	22	35	65	44	44	51	50	57	48	55	84	48	2	81	25	5	9	12	38	52	-0.017241
ZZ	2011-08-26T00:00:00	38	100	90	27	51	26	48	71	40	40	54	51	57	48	54	84	48	14	81	34	4	6	12	44	52	0.02924
ZZ	2011-09-02T00:00:00	38	100	89	27	61	22	28	11	50	50	50	50	57	48	39	83	48	3	81	22	4	6	8	38	33	0.079545
ZZ	2011-09-09T00:00:00	38	100	90	27	56	16	18	73	51	51	53	50	57	48	42	83	48	11	80	14	4	9	3	41	31	-0.073684
ZZ	2011-09-16T00:00:00	38	100	90	27	55	16	20	58	49	49	52	50	58	48	43	83	48	11	80	15	4	10	3	39	32	0.034091
ZZ	2011-09-23T00:00:00	38	100	90	27	15	14	17	81	52	52	66	51	58	82	52	83	48	58	80	12	4	17	3	51	29	-0.126374
ZZ	2011-09-30T00:00:00	55	73	88	43	9	15	23	87	51	51	81	51	67	35	62	65	45	70	82	16	3	14	3	47	27	-0.069182
ZZ	2011-10-07T00:00:00	55	73	88	43	14	11	10	93	49	49	80	52	74	35	61	64	45	58	81	8	3	15	6	36	24	-0.060811
ZZ	2011-10-14T00:00:00	55	73	88	44	10	14	22	87	47	47	82	52	74	34	62	78	45	68	81	16	3	14	6	37	24	0.043165
ZZ	2011-10-21T00:00:00	55	74	88	44	34	14	21	58	46	46	67	52	74	34	67	78	45	34	81	15	3	14	5	43	18	0.027586
ZZ	2011-10-28T00:00:00	55	75	88	43	45	22	61	48	47	47	61	52	75	33	62	78	45	19	81	40	3	11	5	47	16	0.067114
ZZ	2011-11-04T00:00:00	54	75	89	42	56	17	32	64	46	46	59	52	75	34	59	77	45	9	81	22	2	13	4	46	19	-0.037736
ZZ	2011-11-11T00:00:00	54	72	88	41	26	17	30	4	60	60	76	51	76	34	30	78	44	41	83	20	4	17	8	36	30	0.156863
ZZ	2011-11-18T00:00:00	53	75	88	42	60	15	23	8	57	57	64	51	76	34	26	77	44	2	84	17	4	15	9	35	40	-0.011299
ZZ	2011-11-25T00:00:00	53	72	88	41	38	13	13	2	53	53	72	49	76	34	12	77	44	27	85	11	5	25	7	33	31	0.028571
ZZ	2011-12-02T00:00:00	53	72	88	41	44	12	9	10	46	46	71	50	76	29	15	77	44	20	84	9	4	24	7	36	31	0.072222
ZZ	2011-12-09T00:00:00	53	71	88	41	16	11	7	35	44	44	80	50	77	29	14	77	44	53	83	7	4	22	6	38	28	-0.015544
ZZ	2011-12-16T00:00:00	53	74	88	41	40	13	17	79	53	53	73	51	77	29	26	77	44	24	83	13	5	35	6	44	35	-0.110526
ZZ	2011-12-23T00:00:00	53	74	88	41	44	13	27	86	52	52	72	51	77	29	27	77	43	22	83	17	5	38	6	42	32	-0.005917
ZZ	2011-12-30T00:00:00	53	73	88	41	14	12	24	58	51	51	80	51	77	29	26	77	43	56	83	15	4	34	3	41	41	0.02381
ZZ	2012-01-06T00:00:00	53	72	88	41	48	27	85	25	52	52	67	51	77	27	16	77	43	18	82	57	4	23	5	44	36	0.05814
ZZ	2012-01-13T00:00:00	53	73	88	41	60	31	88	32	49	49	39	51	50	25	13	77	43	3	83	60	3	20	4	46	23	0.027473
ZZ	2012-01-20T00:00:00	41	100	91	63	46	46	97	100	65	65	45	53	57	38	41	40	42	20	79	73	9	59	11	39	56	-0.192513
ZZ	2012-01-27T00:00:00	41	100	91	63	52	47	95	99	64	64	45	53	57	40	46	19	42	13	85	74	9	60	9	40	60	-0.033113
ZZ	2012-02-03T00:00:00	41	100	91	63	54	45	87	95	64	64	45	54	57	40	51	19	42	11	85	68	8	68	8	39	59	0.006849
ZZ	2012-02-10T00:00:00	41	100	91	63	21	29	39	48	64	64	50	54	57	32	40	19	42	47	86	32	8	64	9	40	60	0.034014
ZZ	2012-02-17T00:00:00	41	100	91	62	23	26	24	32	63	63	51	53	58	32	44	20	42	46	85	23	7	65	10	40	59	0.046053
ZZ	2012-02-24T00:00:00	41	100	91	62	14	29	34	74	62	62	55	53	60	30	48	20	42	59	85	29	7	62	12	40	55	-0.037736
ZZ	2012-03-02T00:00:00	41	100	91	60	31	36	67	5	67	67	29	52	61	38	33	21	41	36	85	51	7	52	8	35	68	0.124183
ZZ	2012-03-09T00:00:00	41	100	91	59	28	37	67	8	66	66	29	52	62	38	32	21	41	40	86	52	8	52	7	33	69	0.023256
ZZ	2012-03-16T00:00:00	41	100	91	59	11	10	6	7	65	65	38	52	63	33	26	21	42	65	85	6	7	53	6	34	71	0.051136
ZZ	2012-03-23T00:00:00	42	100	91	58	10	8	5	27	65	65	38	52	63	33	33	22	42	69	85	4	7	55	7	34	71	-0.010811
ZZ	2012-03-30T00:00:00	42	100	90	27	17	8	4	4	62	62	65	52	80	36	24	88	43	53	81	4	8	58	9	32	69	0.103825
ZZ	2012-04-06T00:00:00	42	100	90	27	54	9	8	5	60	60	48	51	80	34	20	88	43	10	81	5	9	62	9	31	73	0.014851
ZZ	2012-04-13T00:00:00	42	100	90	27	53	11	37	2	60	60	54	50	81	31	12	88	43	7	82	19	9	79	7	30	72	0.073171
ZZ	2012-04-20T00:00:00	42	100	90	27	40	9	14	25	62	62	57	51	81	30	8	88	43	22	81	9	34	92	12	32	74	-0.022727
ZZ	2012-04-27T00:00:00	42	100	90	28	50	26	81	67	62	62	54	51	81	30	15	88	43	11	82	55	43	89	14	33	81	-0.032558
ZZ	2012-05-04T00:00:00	42	100	90	30	24	30	83	89	69	69	57	52	83	31	20	89	42	39	83	57	47	94	21	34	72	-0.120192
ZZ	2012-05-11T00:00:00	42	100	89	33	51	39	84	80	65	65	41	52	83	34	22	89	43	10	84	63	50	90	29	35	82	-0.005464
ZZ	2012-05-18T00:00:00	43	100	89	34	16	37	81	86	66	66	59	52	84	35	16	89	43	49	84	60	52	84	51	34	82	-0.098901
ZZ	2012-05-25T00:00:00	42	100	89	34	42	59	93	73	65	65	43	52	84	35	20	89	43	19	84	80	51	85	49	34	81	0.02439
ZZ	2012-06-01T00:00:00	42	100	89	34	11	65	95	77	64	64	63	52	84	81	26	89	43	57	84	84	56	84	47	27	82	-0.041667
ZZ	2012-06-08T00:00:00	42	100	89	34	17	78	97	50	60	60	59	52	84	81	28	89	43	49	84	91	69	91	48	28	79	0.043478
ZZ	2012-06-15T00:00:00	42	100	89	34	18	77	93	12	62	62	57	52	84	81	17	89	43	47	85	88	64	93	34	34	76	0.065476
ZZ	2012-06-22T00:00:00	42	100	89	34	24	66	62	20	58	58	77	52	84	81	9	89	43	40	84	66	58	92	31	34	77	0.011173
ZZ	2012-06-29T00:00:00	42	100	89	34	19	37	32	26	57	57	64	52	52	81	14	53	43	47	73	32	59	94	33	34	78	0.022099
ZZ	2012-07-06T00:00:00	42	100	89	34	22	36	31	27	56	56	61	52	52	82	17	53	43	42	74	32	60	95	32	32	78	0.016216
ZZ	2012-07-13T00:00:00	42	100	89	34	51	29	27	25	50	50	54	52	52	82	27	53	43	10	74	26	67	95	35	32	77	0.010638
ZZ	2012-07-20T00:00:00	42	100	89	34	39	30	28	95	66	66	57	53	52	82	29	53	43	24	73	27	82	93	33	32	67	-0.142105
ZZ	2012-07-27T00:00:00	42	100	89	34	55	30	28	75	64	64	52	52	52	82	29	53	44	5	74	26	83	92	24	34	61	0.030675
ZZ	2012-08-03T00:00:00	41	100	89	32	57	34	37	63	62	62	49	52	53	82	31	53	44	2	74	33	71	85	27	39	67	0.011905
ZZ	2012-08-10T00:00:00	40	100	89	29	28	52	76	37	59	59	60	53	54	82	43	52	44	37	74	66	69	84	28	38	66	0.023529
ZZ	2012-08-17T00:00:00	40	100	89	29	49	56	77	66	58	58	53	53	54	83	42	52	43	12	74	69	70	84	27	38	69	-0.005747
ZZ	2012-08-24T00:00:00	40	100	89	29	27	56	77	95	58	58	59	53	54	83	43	52	43	35	74	70	78	81	29	25	69	-0.063584
ZZ	2012-08-31T00:00:00	41	100	89	29	22	59	80	87	58	58	14	54	54	83	45	52	43	41	74	73	78	81	29	30	72	-0.012346
ZZ	2012-09-07T00:00:00	41	100	89	29	10	62	76	50	59	59	14	53	54	83	54	52	43	58	74	72	76	85	30	38	72	0.05
ZZ	2012-09-14T00:00:00	40	100	89	29	40	26	11	5	72	72	14	53	54	83	44	52	43	20	74	16	71	87	25	75	56	0.166667
ZZ	2012-09-21T00:00:00	40	100	89	29	51	29	16	3	74	74	14	52	54	48	34	52	43	6	75	20	63	85	27	51	67	0.122449
ZZ	2012-09-28T00:00:00	40	100	89	29	22	31	26	8	71	71	29	52	87	48	49	93	43	29	75	26	58	57	18	56	40	-0.009091
ZZ	2012-10-05T00:00:00	40	100	89	29	17	33	37	6	70	70	28	51	87	48	51	93	43	33	75	31	57	40	26	61	32	0.036697
ZZ	2012-10-12T00:00:00	40	100	89	29	6	29	30	27	71	71	26	51	87	47	65	89	43	57	74	26	59	33	22	65	38	-0.022124
ZZ	2012-10-19T00:00:00	40	100	89	29	4	22	11	27	70	70	27	51	87	47	40	89	43	69	75	13	58	36	20	64	37	0.004525
ZZ	2012-10-26T00:00:00	40	100	89	29	29	22	15	24	69	69	26	51	87	47	37	89	43	17	75	15	59	37	21	63	39	0.004505
ZZ	2012-11-02T00:00:00	40	100	89	29	22	25	32	26	65	65	26	51	87	47	22	89	43	25	74	25	61	33	23	65	32	0.013453

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