Datasets:
sovai
/
factor_signals

Dataset card Data Studio Files
xet
 Community
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
⌀
ZIPR
2008-05-09T00:00:00
14
81
2
14
65
51
52
91
33
33
2
72
66
16
43
26
12
71
29
51
65
98
91
7
69
-0.072144
ZIPR
2008-05-16T00:00:00
10
80
11
10
34
57
66
42
37
37
7
74
88
35
39
41
8
74
29
62
60
97
94
11
71
0.077754
ZIPR
2008-05-23T00:00:00
10
79
18
10
20
47
40
36
34
34
11
74
88
31
34
40
8
74
29
42
54
95
95
17
66
-0.004008
ZIPR
2008-05-30T00:00:00
10
81
2
10
65
37
24
77
33
33
2
74
88
43
42
40
8
74
29
27
52
93
97
22
65
-0.032193
ZIPR
2008-06-06T00:00:00
10
82
5
10
52
32
20
67
31
31
4
74
88
40
39
40
8
74
29
23
50
92
97
22
65
-0.014553
ZIPR
2008-06-13T00:00:00
10
83
3
10
60
41
44
91
39
39
3
75
88
42
60
40
8
74
29
40
44
87
98
19
76
-0.090717
ZIPR
2008-06-20T00:00:00
10
83
15
10
24
33
26
93
41
41
9
76
88
32
75
40
8
75
30
26
39
86
96
30
74
-0.085847
ZIPR
2008-06-27T00:00:00
10
83
6
10
48
30
24
57
37
37
5
76
88
38
59
39
8
75
29
23
41
91
96
35
73
0.015228
ZIPR
2008-07-04T00:00:00
10
82
10
10
37
24
14
42
34
34
7
76
88
35
54
36
8
74
29
16
41
91
96
37
72
-0.01
ZIPR
2008-07-11T00:00:00
10
81
14
10
29
31
37
35
32
32
8
75
88
33
60
36
8
74
29
31
40
91
97
36
71
0.002525
ZIPR
2008-07-18T00:00:00
10
83
4
10
56
35
48
52
27
27
4
75
88
38
69
36
8
75
30
40
37
87
95
35
72
0.007557
ZIPR
2008-07-25T00:00:00
10
82
12
10
30
27
20
71
20
20
9
75
88
32
65
36
8
75
30
20
40
92
95
37
58
-0.025
ZIPR
2008-08-01T00:00:00
10
81
6
10
50
29
28
23
26
26
5
75
88
36
58
37
8
74
30
26
54
98
90
42
78
0.064103
ZIPR
2008-08-08T00:00:00
10
82
2
9
67
21
12
46
23
23
51
75
91
42
56
22
8
74
43
14
58
98
83
51
79
0
ZIPR
2008-08-15T00:00:00
21
77
7
48
49
18
9
41
22
22
57
75
90
88
56
44
10
96
34
11
53
96
89
40
82
0.016867
ZIPR
2008-08-22T00:00:00
21
75
11
48
39
26
24
23
18
18
74
74
90
87
46
48
10
96
34
23
58
96
94
29
86
0.016588
ZIPR
2008-08-29T00:00:00
21
73
18
47
22
30
36
9
18
18
81
73
90
84
33
44
10
96
35
31
57
90
94
24
91
0.055944
ZIPR
2008-09-05T00:00:00
21
73
11
47
38
33
46
26
18
18
73
74
90
87
28
44
10
96
35
38
51
87
90
31
83
-0.02649
ZIPR
2008-09-12T00:00:00
21
73
11
47
38
30
42
26
17
17
74
73
90
87
32
44
10
96
35
33
54
88
83
31
84
0.00907
ZIPR
2008-09-19T00:00:00
21
74
6
47
52
27
31
55
15
15
67
73
90
89
45
44
10
96
34
25
37
68
66
38
71
-0.026966
ZIPR
2008-09-26T00:00:00
21
75
10
47
42
37
64
67
20
20
71
74
90
87
45
45
10
96
34
49
31
58
60
54
54
-0.078522
ZIPR
2008-10-03T00:00:00
22
71
3
46
64
33
53
11
16
16
62
72
90
91
28
44
10
95
35
41
44
90
83
11
47
0.050125
ZIPR
2008-10-10T00:00:00
21
75
22
47
21
36
53
79
59
59
76
75
90
83
56
44
10
96
34
42
14
54
63
82
3
-0.353222
ZIPR
2008-10-17T00:00:00
21
75
2
47
67
40
72
46
59
59
73
74
90
92
50
44
10
96
34
55
20
60
66
87
64
0.129151
ZIPR
2008-10-24T00:00:00
21
73
3
46
62
49
85
38
55
55
76
73
91
91
43
44
10
96
34
70
16
64
54
75
57
-0.019608
ZIPR
2008-10-31T00:00:00
21
73
14
46
26
50
79
73
43
43
90
74
91
86
55
44
10
96
33
67
15
42
50
63
61
-0.036667
ZIPR
2008-11-07T00:00:00
22
77
7
17
43
54
77
79
40
40
50
76
88
89
53
71
10
72
49
67
18
40
48
61
59
-0.086505
ZIPR
2008-11-14T00:00:00
22
73
13
17
25
45
58
75
38
38
59
76
87
86
60
70
10
72
49
51
20
35
52
66
60
-0.113636
ZIPR
2008-11-21T00:00:00
22
73
16
17
24
39
45
47
33
33
60
76
87
86
59
67
10
72
49
40
17
40
58
52
39
-0.081197
ZIPR
2008-11-28T00:00:00
22
75
13
17
27
66
90
76
27
27
59
76
87
87
65
52
10
72
49
80
14
45
48
37
39
0.046512
ZIPR
2008-12-05T00:00:00
23
73
9
18
33
36
32
23
29
29
56
74
87
89
63
52
10
72
50
33
11
44
28
37
40
0.088889
ZIPR
2008-12-12T00:00:00
23
73
2
18
61
44
48
36
27
27
50
74
87
93
52
52
10
72
50
45
9
42
27
37
41
0.020408
ZIPR
2008-12-19T00:00:00
23
70
13
18
26
53
63
13
23
23
59
73
87
87
34
53
10
71
50
58
7
38
21
35
42
0.1
ZIPR
2008-12-26T00:00:00
23
68
9
18
36
40
34
9
21
21
57
73
87
89
36
52
10
71
51
36
5
34
17
36
42
0.029091
ZIPR
2009-01-02T00:00:00
23
70
8
18
36
37
30
55
20
20
56
73
87
89
49
52
10
72
50
32
5
31
13
35
43
0
ZIPR
2009-01-09T00:00:00
24
69
19
18
24
39
30
27
19
19
64
73
87
86
24
52
10
72
50
34
6
24
12
41
43
0.042403
ZIPR
2009-01-16T00:00:00
24
67
17
18
26
44
47
30
17
17
13
73
87
77
22
52
10
71
51
45
4
21
10
41
45
-0.016949
ZIPR
2009-01-23T00:00:00
24
70
14
18
22
36
29
54
17
17
13
74
87
77
26
53
10
72
51
31
6
24
9
40
44
-0.07931
ZIPR
2009-01-30T00:00:00
24
66
16
18
22
46
58
26
17
17
13
73
87
77
24
53
10
72
52
52
5
22
8
42
44
0.059925
ZIPR
2009-02-06T00:00:00
24
68
19
18
21
45
60
74
16
16
13
73
87
76
16
53
10
72
51
51
5
24
7
42
44
-0.028269
ZIPR
2009-02-13T00:00:00
25
72
2
18
30
55
81
47
14
14
13
74
86
84
17
53
10
72
51
70
5
23
7
42
44
-0.014545
ZIPR
2009-02-20T00:00:00
26
68
5
18
25
60
89
54
15
15
14
74
86
82
22
46
10
72
51
78
5
25
5
43
46
-0.077491
ZIPR
2009-02-27T00:00:00
28
68
3
18
25
51
61
19
14
14
16
73
86
83
15
47
10
71
50
56
4
20
7
41
49
0.052
ZIPR
2009-03-06T00:00:00
31
68
7
17
24
61
82
55
20
20
18
74
85
82
30
49
10
72
50
81
4
16
10
42
47
-0.140684
ZIPR
2009-03-13T00:00:00
27
68
22
17
21
65
77
77
16
16
35
74
92
66
22
92
7
72
56
76
4
22
10
43
47
0.022124
ZIPR
2009-03-20T00:00:00
29
71
18
17
22
56
60
73
15
15
30
74
92
69
29
92
7
72
56
60
4
22
10
43
47
0.021645
ZIPR
2009-03-27T00:00:00
30
70
4
17
25
62
74
20
28
28
15
72
92
77
24
92
7
71
57
71
4
11
14
41
47
0.186441
ZIPR
2009-04-03T00:00:00
31
70
8
17
24
52
39
41
25
25
20
72
91
76
33
92
7
72
56
43
3
10
11
40
47
0.025
ZIPR
2009-04-10T00:00:00
31
72
6
17
24
56
54
79
26
26
20
73
91
76
32
92
7
72
55
55
5
16
17
42
45
-0.055749
ZIPR
2009-04-17T00:00:00
32
72
16
17
22
57
54
65
25
25
38
73
91
22
41
92
7
72
55
56
5
16
17
42
45
0.02952
ZIPR
2009-04-24T00:00:00
31
72
17
16
22
69
77
68
24
24
38
74
91
21
50
92
7
72
55
76
5
18
16
43
45
-0.014337
ZIPR
2009-05-01T00:00:00
31
74
8
17
25
59
56
55
21
21
24
74
91
26
44
93
7
72
55
58
5
19
16
43
45
0.014545
ZIPR
2009-05-08T00:00:00
14
75
4
12
27
51
36
60
20
20
55
73
96
34
49
75
8
75
68
41
4
20
13
45
45
0.043011
ZIPR
2009-05-15T00:00:00
12
69
2
13
27
49
33
22
16
16
51
73
95
39
42
73
8
75
68
37
4
16
13
45
46
0.027491
ZIPR
2009-05-22T00:00:00
11
68
10
12
25
69
78
34
16
16
63
73
95
30
46
73
8
75
68
81
4
16
13
45
46
0.013378
ZIPR
2009-05-29T00:00:00
11
68
20
12
23
64
64
63
16
16
71
74
95
24
56
73
8
75
68
69
3
20
15
44
46
-0.009901
ZIPR
2009-06-05T00:00:00
11
71
18
12
24
49
29
87
10
10
69
74
95
25
60
73
8
75
67
33
4
24
22
44
46
-0.026667
ZIPR
2009-06-12T00:00:00
10
71
9
13
25
50
38
48
11
11
60
74
95
32
61
73
8
75
68
40
2
6
12
47
44
0.041096
ZIPR
2009-06-19T00:00:00
10
68
22
13
23
47
35
42
9
9
71
74
95
24
65
74
8
75
68
37
56
17
25
47
61
-0.013158
ZIPR
2009-06-26T00:00:00
9
74
10
13
24
46
37
95
27
27
62
76
95
31
83
66
8
76
66
38
41
11
33
49
53
-0.166667
ZIPR
2009-07-03T00:00:00
10
73
12
12
24
40
36
57
29
29
63
75
95
29
76
66
9
76
67
34
28
7
49
48
52
0.068
ZIPR
2009-07-10T00:00:00
10
71
11
12
24
62
65
36
28
28
64
75
95
21
66
65
9
75
67
67
37
18
52
46
53
0.014981
ZIPR
2009-07-17T00:00:00
10
71
6
12
25
60
64
14
30
30
58
74
95
22
64
66
9
75
67
65
32
24
57
46
55
0.092251
ZIPR
2009-07-24T00:00:00
10
71
4
12
26
46
44
19
32
32
55
74
95
23
63
65
9
75
68
43
32
26
53
43
58
0.081081
ZIPR
2009-07-31T00:00:00
10
71
4
12
26
34
21
57
32
32
56
74
95
24
69
65
9
76
67
23
28
32
53
42
22
-0.021875
ZIPR
2009-08-07T00:00:00
20
71
6
34
26
39
41
43
30
30
74
74
88
24
61
63
9
97
65
37
30
38
64
78
23
0.022364
ZIPR
2009-08-14T00:00:00
19
69
21
33
23
48
53
43
28
28
91
74
88
18
62
62
9
97
64
50
28
19
80
75
23
0
ZIPR
2009-08-21T00:00:00
19
72
4
33
26
17
6
80
29
29
80
75
88
28
64
55
9
97
63
9
22
18
83
75
23
-0.028125
ZIPR
2009-08-28T00:00:00
20
66
7
32
24
24
22
4
56
56
83
72
88
26
37
55
9
97
65
19
23
7
85
64
28
0.286174
ZIPR
2009-09-04T00:00:00
20
64
19
33
22
37
47
13
53
53
91
72
88
20
30
55
9
97
66
40
25
7
87
66
27
-0.02
ZIPR
2009-09-11T00:00:00
19
64
8
32
23
45
68
7
53
53
83
71
88
25
26
55
9
97
67
56
16
9
97
67
28
0.079082
ZIPR
2009-09-18T00:00:00
19
67
15
32
21
54
77
76
54
54
89
73
88
21
36
55
9
97
67
67
30
18
97
36
71
-0.056738
ZIPR
2009-09-25T00:00:00
19
64
24
32
18
43
52
28
53
53
93
72
88
17
27
55
9
97
67
47
25
13
98
36
72
0.017544
ZIPR
2009-10-02T00:00:00
20
67
3
32
35
45
59
32
52
52
74
72
88
29
22
55
9
97
68
52
27
14
98
48
28
-0.004926
ZIPR
2009-10-09T00:00:00
19
65
13
32
22
46
60
58
50
50
98
73
88
23
31
55
9
97
68
53
28
10
99
31
43
0.014851
ZIPR
2009-10-16T00:00:00
19
68
13
32
22
33
31
77
49
49
97
73
88
22
34
55
9
97
69
29
34
15
99
32
22
-0.021951
ZIPR
2009-10-23T00:00:00
19
70
3
32
39
82
93
81
48
48
88
73
88
29
28
56
9
97
68
91
36
14
99
32
22
-0.034913
ZIPR
2009-10-30T00:00:00
19
66
15
32
22
80
92
48
45
45
98
73
88
21
32
56
9
97
68
90
43
13
99
30
22
-0.031008
ZIPR
2009-11-06T00:00:00
29
66
21
29
20
86
94
14
33
33
58
72
88
17
26
100
8
96
78
93
41
12
100
38
33
0.088
ZIPR
2009-11-13T00:00:00
28
67
5
28
49
72
66
28
31
31
44
72
88
42
41
99
8
96
78
72
53
17
99
30
44
0.009804
ZIPR
2009-11-20T00:00:00
28
65
19
28
22
77
79
33
28
28
57
72
87
32
43
99
8
96
79
82
60
16
99
38
42
-0.004854
ZIPR
2009-11-27T00:00:00
28
66
16
28
22
81
83
69
28
28
55
72
87
34
45
99
8
96
78
86
57
17
99
42
42
-0.036585
ZIPR
2009-12-04T00:00:00
28
67
10
28
35
71
57
76
24
24
50
72
87
38
38
99
8
96
78
66
44
27
97
28
61
-0.010127
ZIPR
2009-12-11T00:00:00
28
67
20
28
22
66
42
72
23
23
58
72
87
32
43
99
8
96
77
54
49
29
96
27
65
-0.012788
ZIPR
2009-12-18T00:00:00
28
72
6
28
49
60
31
93
29
29
46
73
88
42
42
99
8
97
75
45
53
37
96
23
63
-0.080311
ZIPR
2009-12-25T00:00:00
28
73
9
28
38
67
51
95
28
28
50
74
88
39
53
99
8
97
75
61
51
41
97
22
65
-0.019718
ZIPR
2010-01-01T00:00:00
28
69
16
28
24
78
80
37
37
37
54
73
88
35
52
99
8
96
76
82
58
30
99
23
70
0.08046
ZIPR
2010-01-08T00:00:00
27
70
5
28
49
77
76
19
43
43
41
73
88
38
42
99
8
96
76
79
58
39
99
22
70
0.103723
ZIPR
2010-01-15T00:00:00
27
67
11
28
36
79
76
15
40
40
43
72
88
33
34
99
8
96
76
81
60
34
99
22
70
0.016867
ZIPR
2010-01-22T00:00:00
27
64
19
28
20
74
55
9
39
39
56
72
88
27
32
99
8
96
76
67
64
42
99
22
72
0.023697
ZIPR
2010-01-29T00:00:00
27
67
11
28
32
60
41
33
39
39
45
72
88
32
46
99
8
96
76
50
63
41
97
21
71
-0.037037
ZIPR
2010-02-05T00:00:00
27
65
5
27
49
57
31
8
38
38
36
71
88
37
47
99
8
96
75
42
62
43
94
22
66
0.040865
ZIPR
2010-02-12T00:00:00
27
66
3
28
60
37
12
9
38
38
31
71
88
41
44
99
8
96
75
22
64
44
92
25
50
0.055427
ZIPR
2010-02-19T00:00:00
27
64
16
29
21
30
8
13
36
36
53
71
88
30
33
98
8
96
75
16
67
44
92
25
50
0.037199
ZIPR
2010-02-26T00:00:00
27
63
2
29
62
47
37
6
31
31
35
70
88
45
35
98
8
96
75
39
67
47
92
22
51
0.054852
ZIPR
2010-03-05T00:00:00
27
65
2
30
64
68
69
57
29
29
36
71
88
47
51
98
8
96
76
72
62
65
89
9
88
-0.012
ZIPR
2010-03-12T00:00:00
18
66
13
32
25
75
78
77
30
30
43
72
91
27
60
52
9
97
75
81
70
70
87
9
92
-0.026316
ZIPR
2010-03-19T00:00:00
18
62
21
33
18
84
90
24
29
29
51
71
91
25
40
65
9
97
75
91
72
67
87
9
92
0.064449
ZIPR
2010-03-26T00:00:00
18
68
2
34
64
79
84
83
36
36
31
72
91
39
32
65
9
97
74
87
70
66
85
3
93
-0.058594
ZIPR
2010-04-02T00:00:00
18
70
14
34
22
87
93
96
45
45
48
73
91
30
52
65
9
97
74
93
71
84
86
3
91
-0.076763