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
2012-03-09T00:00:00
10
85
9
13
20
7
19
79
78
78
57
89
92
38
47
35
10
81
69
9
54
13
80
44
5
-0.05303
ZIPR
2012-03-16T00:00:00
11
85
5
13
28
6
12
16
77
77
52
88
92
42
32
36
10
81
69
6
53
13
79
47
8
0.064
ZIPR
2012-03-23T00:00:00
11
86
2
13
40
5
7
24
75
75
47
88
92
45
34
36
10
81
69
4
42
5
60
51
5
0.015038
ZIPR
2012-03-30T00:00:00
12
84
20
13
12
5
9
22
74
74
72
88
92
33
29
37
10
81
69
5
39
9
61
52
4
0.014815
ZIPR
2012-04-06T00:00:00
12
86
10
13
15
9
77
72
75
75
62
89
92
35
27
37
10
81
69
40
38
6
55
50
4
-0.051095
ZIPR
2012-04-13T00:00:00
12
80
18
13
12
13
75
2
84
84
49
87
92
36
11
37
10
81
69
42
41
23
48
50
3
0.192308
ZIPR
2012-04-20T00:00:00
12
81
22
13
11
9
61
36
83
83
59
88
92
33
8
37
10
81
69
31
31
19
45
51
5
-0.064516
ZIPR
2012-04-27T00:00:00
12
83
23
13
10
14
80
70
83
83
57
88
92
34
24
37
10
81
69
46
43
16
57
57
8
-0.048276
ZIPR
2012-05-04T00:00:00
12
80
16
13
12
10
36
7
84
84
34
87
89
39
10
25
10
81
62
20
41
26
45
49
31
0.137681
ZIPR
2012-05-11T00:00:00
8
81
12
9
13
14
78
38
84
84
27
87
88
40
12
19
10
80
71
45
41
23
47
52
41
-0.050955
ZIPR
2012-05-18T00:00:00
8
82
2
10
41
17
83
42
83
83
15
87
88
51
5
18
10
80
72
50
39
29
23
54
41
-0.067114
ZIPR
2012-05-25T00:00:00
7
80
18
10
12
19
80
72
82
82
30
87
88
38
6
18
10
81
72
49
36
31
20
52
37
0.007194
ZIPR
2012-06-01T00:00:00
8
80
7
10
28
15
48
9
81
81
21
87
88
45
3
18
10
81
72
29
32
35
21
49
47
0.042857
ZIPR
2012-06-08T00:00:00
7
83
4
10
44
49
98
86
81
81
17
88
88
49
5
18
10
81
71
77
56
44
11
47
53
-0.082192
ZIPR
2012-06-15T00:00:00
8
79
14
10
14
37
89
6
84
84
26
87
88
41
3
18
10
80
72
64
50
55
5
54
43
0.156716
ZIPR
2012-06-22T00:00:00
8
79
19
10
12
24
45
46
82
82
30
87
88
37
4
75
10
80
72
32
31
46
3
56
41
-0.032258
ZIPR
2012-06-29T00:00:00
7
80
11
10
18
54
98
70
80
80
24
87
88
42
4
75
10
81
72
79
31
41
4
55
37
-0.033333
ZIPR
2012-07-06T00:00:00
8
79
15
9
15
46
86
27
80
80
27
87
88
40
3
75
10
80
72
68
54
59
8
36
47
0.062069
ZIPR
2012-07-13T00:00:00
8
79
20
10
13
41
73
58
78
78
32
87
88
33
4
75
10
80
73
57
58
59
8
36
47
-0.019481
ZIPR
2012-07-20T00:00:00
8
79
22
10
13
40
53
37
76
76
33
87
88
31
3
75
10
80
73
45
56
59
8
36
49
-0.006623
ZIPR
2012-07-27T00:00:00
7
84
3
9
45
54
90
96
80
80
15
88
88
45
4
74
10
81
72
75
43
60
42
20
84
-0.12
ZIPR
2012-08-03T00:00:00
8
81
2
9
51
33
33
31
83
83
29
87
88
48
4
13
10
80
76
30
28
48
35
25
84
0.106061
ZIPR
2012-08-10T00:00:00
42
80
8
72
26
66
92
8
82
82
34
86
88
42
4
40
9
99
72
82
23
46
39
44
78
0.09589
ZIPR
2012-08-17T00:00:00
41
75
22
73
13
61
81
1
88
88
48
85
88
43
2
43
9
99
74
75
4
40
39
35
92
0.24375
ZIPR
2012-08-24T00:00:00
40
76
8
73
25
47
39
2
87
87
33
84
88
43
2
37
9
99
73
41
3
42
37
38
91
0.035176
ZIPR
2012-08-31T00:00:00
40
73
16
72
14
54
82
2
87
87
42
83
88
43
2
37
9
98
76
71
3
36
37
39
90
0.087379
ZIPR
2012-09-07T00:00:00
40
72
17
73
13
49
55
2
86
86
43
82
88
43
1
36
9
98
76
51
2
35
38
40
90
0.09375
ZIPR
2012-09-14T00:00:00
40
71
17
73
14
49
68
13
84
84
43
82
88
44
1
36
9
98
75
59
3
46
30
26
91
0.02449
ZIPR
2012-09-21T00:00:00
39
67
13
73
15
26
10
2
85
85
38
80
88
44
1
36
9
98
78
15
2
23
17
11
93
0.159363
ZIPR
2012-09-28T00:00:00
39
68
21
73
12
46
53
13
86
86
47
81
88
44
1
37
9
98
76
48
2
13
16
12
90
-0.030928
ZIPR
2012-10-05T00:00:00
39
70
9
73
22
73
95
29
84
84
35
81
88
43
2
37
9
98
76
89
3
7
15
12
89
-0.007092
ZIPR
2012-10-12T00:00:00
39
68
22
73
12
91
99
45
84
84
70
81
88
43
3
37
9
98
77
97
3
4
12
14
90
-0.014286
ZIPR
2012-10-19T00:00:00
39
69
18
73
13
91
100
62
84
84
64
81
89
43
2
37
9
98
76
98
2
9
8
13
89
-0.021739
ZIPR
2012-10-26T00:00:00
39
71
2
72
48
93
100
70
81
81
39
82
88
43
1
37
9
98
76
98
2
9
8
14
87
-0.033333
ZIPR
2012-11-02T00:00:00
40
69
14
72
15
94
100
70
80
80
55
82
86
43
2
98
9
98
83
99
2
8
9
15
84
0.003831
ZIPR
2012-11-09T00:00:00
40
69
16
71
14
95
99
46
77
77
60
82
86
50
2
98
9
98
84
99
3
9
13
15
84
-0.003817
ZIPR
2012-11-16T00:00:00
6
64
5
42
49
97
100
66
75
75
73
81
90
47
16
81
18
98
82
100
6
10
10
18
79
-0.042146
ZIPR
2012-11-23T00:00:00
6
60
22
42
13
97
99
3
83
83
90
80
90
36
10
79
18
98
83
99
7
8
11
18
76
0.18
ZIPR
2012-11-30T00:00:00
6
59
7
42
38
97
96
5
80
80
77
79
90
45
20
79
17
98
84
98
7
8
11
17
76
0.044068
ZIPR
2012-12-07T00:00:00
6
61
9
42
36
97
92
51
81
81
78
80
90
43
25
79
17
98
83
97
7
12
14
14
77
-0.058442
ZIPR
2012-12-14T00:00:00
6
62
6
42
46
96
72
36
79
79
74
80
90
46
47
79
17
98
83
88
9
13
13
12
83
0.02069
ZIPR
2012-12-21T00:00:00
6
61
23
42
16
95
57
88
79
79
91
81
90
35
54
79
17
98
83
79
2
2
33
8
84
-0.067568
ZIPR
2012-12-28T00:00:00
6
61
22
42
16
96
46
48
78
78
90
80
90
34
50
79
17
98
83
74
2
1
31
6
79
0.018116
ZIPR
2013-01-04T00:00:00
6
63
11
42
32
95
60
95
76
76
81
81
90
38
53
79
17
98
83
81
2
1
14
7
77
-0.003559
ZIPR
2013-01-11T00:00:00
7
58
7
42
44
94
48
4
84
84
55
78
90
43
51
79
17
98
84
74
2
1
4
12
58
0.235714
ZIPR
2013-01-18T00:00:00
7
60
13
43
27
98
97
28
84
84
67
79
90
37
74
79
17
98
84
99
3
1
4
9
54
-0.040462
ZIPR
2013-01-25T00:00:00
7
60
14
43
25
99
98
16
84
84
68
79
90
36
77
79
17
98
84
99
2
1
4
8
54
0.024096
ZIPR
2013-02-01T00:00:00
7
58
18
43
19
98
81
25
82
82
73
78
90
34
79
78
17
98
85
93
2
1
5
8
62
0.029412
ZIPR
2013-02-08T00:00:00
7
59
9
42
38
98
86
35
82
82
61
79
90
40
79
79
17
98
85
96
2
1
5
10
49
-0.005714
ZIPR
2013-02-15T00:00:00
7
58
17
42
21
88
31
5
82
82
70
78
90
35
81
82
17
97
85
61
7
2
8
14
30
0.083333
ZIPR
2013-02-22T00:00:00
7
56
20
42
18
93
52
11
81
81
73
78
90
35
88
82
17
97
85
77
8
1
8
16
45
0.007958
ZIPR
2013-03-01T00:00:00
7
56
12
41
33
85
12
12
80
80
62
78
90
41
93
74
18
97
85
47
9
1
10
14
57
0.013158
ZIPR
2013-03-08T00:00:00
7
58
21
41
17
99
96
89
81
81
63
79
90
37
99
60
18
97
82
99
19
1
15
13
53
-0.075325
ZIPR
2013-03-15T00:00:00
13
60
8
7
34
97
90
95
81
81
55
80
85
33
99
58
13
76
71
96
28
1
20
15
73
-0.058989
ZIPR
2013-03-22T00:00:00
13
58
12
6
27
97
88
46
75
75
58
79
85
32
99
58
13
76
72
95
30
2
23
14
74
0.059701
ZIPR
2013-03-29T00:00:00
13
59
4
7
52
98
91
27
74
74
48
79
85
38
99
59
13
75
73
97
30
2
24
14
75
0.028169
ZIPR
2013-04-05T00:00:00
13
57
19
6
15
97
80
67
75
75
69
79
85
28
99
59
13
76
72
92
28
2
15
18
71
-0.057534
ZIPR
2013-04-12T00:00:00
13
59
3
7
61
98
95
89
73
73
57
80
85
46
99
58
13
76
72
99
30
1
21
15
76
-0.014535
ZIPR
2013-04-19T00:00:00
14
59
10
7
36
98
93
75
72
72
76
80
85
39
99
58
13
76
72
97
35
1
21
18
79
-0.032448
ZIPR
2013-04-26T00:00:00
13
61
3
7
65
98
94
86
66
66
66
80
85
47
100
58
13
76
72
98
62
1
17
19
69
-0.015244
ZIPR
2013-05-03T00:00:00
13
58
15
7
26
92
33
45
67
67
71
80
90
38
99
85
13
76
61
64
63
1
17
17
72
0.04644
ZIPR
2013-05-10T00:00:00
12
60
7
14
48
80
13
91
67
67
66
80
89
38
100
93
14
77
61
45
69
3
20
17
75
-0.044379
ZIPR
2013-05-17T00:00:00
11
60
12
15
37
91
43
88
64
64
70
81
89
36
100
93
14
77
61
70
76
2
18
15
75
-0.012384
ZIPR
2013-05-24T00:00:00
11
62
15
15
25
93
58
98
69
69
72
82
89
33
100
93
14
78
60
79
73
6
18
9
65
-0.087774
ZIPR
2013-05-31T00:00:00
11
62
12
15
34
85
35
94
65
65
70
83
89
36
100
93
14
78
60
61
78
6
15
29
43
-0.020619
ZIPR
2013-06-07T00:00:00
11
60
20
15
20
77
23
43
68
68
74
82
89
31
100
93
14
78
61
50
81
10
13
23
33
0.052632
ZIPR
2013-06-14T00:00:00
11
59
16
15
25
75
31
19
68
68
73
81
89
34
100
94
14
78
62
53
82
8
14
21
31
0.033333
ZIPR
2013-06-21T00:00:00
11
58
24
15
17
67
16
18
66
66
76
81
89
29
100
90
14
78
63
40
83
8
16
19
35
0.009677
ZIPR
2013-06-28T00:00:00
11
60
7
15
53
74
38
39
64
64
68
81
89
41
100
85
14
78
62
57
78
8
17
19
37
0
ZIPR
2013-07-05T00:00:00
11
60
11
15
38
60
12
66
62
62
71
82
89
36
100
85
14
78
61
32
81
13
16
16
43
-0.009585
ZIPR
2013-07-12T00:00:00
11
61
3
15
66
53
11
64
59
59
65
82
89
40
100
84
14
78
58
29
81
13
16
16
41
0.016129
ZIPR
2013-07-19T00:00:00
11
60
18
15
20
39
4
70
57
57
73
81
89
26
100
84
14
78
59
17
81
14
13
15
36
0
ZIPR
2013-07-26T00:00:00
11
59
24
15
17
31
4
29
57
57
76
81
89
24
100
84
14
78
60
13
81
14
13
14
39
0.031746
ZIPR
2013-08-02T00:00:00
11
59
3
15
68
40
21
10
57
57
95
81
83
38
100
85
14
77
62
27
83
16
10
13
38
0.08
ZIPR
2013-08-09T00:00:00
44
55
7
90
52
49
50
2
76
76
46
79
87
36
98
83
16
97
74
49
89
14
31
21
51
0.182336
ZIPR
2013-08-16T00:00:00
44
57
7
89
54
57
64
11
76
76
45
79
88
37
92
94
16
97
73
62
88
11
28
27
49
-0.021687
ZIPR
2013-08-23T00:00:00
44
57
4
89
66
54
59
31
76
76
42
79
87
38
81
94
16
97
74
57
86
8
28
29
55
-0.019704
ZIPR
2013-08-30T00:00:00
43
52
23
89
16
49
40
1
82
82
56
77
87
38
55
94
16
97
75
44
97
6
41
25
67
0.193467
ZIPR
2013-09-06T00:00:00
43
48
12
90
31
47
37
1
87
87
49
74
87
38
8
94
16
96
75
39
92
7
46
20
80
0.256842
ZIPR
2013-09-13T00:00:00
43
53
6
90
49
43
30
53
89
89
44
76
87
38
15
94
16
96
75
34
93
17
84
15
79
-0.150754
ZIPR
2013-09-20T00:00:00
43
51
14
90
27
53
57
23
88
88
50
76
87
38
7
94
16
96
75
56
96
44
100
13
84
0.053254
ZIPR
2013-09-27T00:00:00
43
50
16
90
24
69
82
23
87
87
51
76
87
38
7
94
16
96
76
80
95
48
100
13
84
0.044944
ZIPR
2013-10-04T00:00:00
43
50
25
90
11
94
98
9
87
87
59
75
87
38
6
94
16
96
76
98
95
49
100
13
84
0.028674
ZIPR
2013-10-11T00:00:00
43
49
22
90
12
94
96
8
86
86
55
75
87
37
4
94
16
96
76
97
94
50
100
13
85
0.029617
ZIPR
2013-10-18T00:00:00
43
52
3
90
61
91
93
68
85
85
26
75
87
37
5
94
16
96
76
95
95
52
100
13
88
-0.013536
ZIPR
2013-10-25T00:00:00
43
52
4
90
59
99
100
79
84
84
27
76
87
36
5
94
16
96
76
100
96
60
100
13
87
-0.039451
ZIPR
2013-11-01T00:00:00
42
51
12
89
30
100
100
47
83
83
51
76
86
35
6
94
15
96
75
100
96
58
100
13
88
0.014286
ZIPR
2013-11-08T00:00:00
33
57
10
43
34
99
93
85
82
82
33
76
83
28
16
89
12
97
68
98
96
58
100
12
90
-0.047535
ZIPR
2013-11-15T00:00:00
33
55
23
43
11
98
95
55
77
77
45
76
83
29
15
90
13
97
69
98
94
53
100
14
93
0.027726
ZIPR
2013-11-22T00:00:00
33
56
5
43
50
98
95
32
67
67
27
75
83
29
5
97
13
97
69
98
92
45
100
15
89
0.034173
ZIPR
2013-11-29T00:00:00
34
55
9
43
36
98
94
13
67
67
32
75
83
29
16
97
13
97
69
97
90
40
100
15
88
0.048696
ZIPR
2013-12-06T00:00:00
33
56
12
43
26
98
96
65
68
68
36
76
83
29
29
97
13
97
69
98
87
42
100
16
89
-0.048093
ZIPR
2013-12-13T00:00:00
34
56
4
43
53
97
67
43
66
66
25
75
83
29
29
97
13
98
69
86
88
43
100
15
93
-0.001742
ZIPR
2013-12-20T00:00:00
33
57
15
44
23
95
48
92
67
67
39
77
83
29
33
97
13
98
69
75
88
63
99
14
90
-0.055846
ZIPR
2013-12-27T00:00:00
34
58
17
43
18
96
63
81
67
67
41
76
83
29
49
97
13
98
68
84
90
65
99
13
90
0.016636
ZIPR
2014-01-03T00:00:00
33
58
6
43
47
92
33
89
66
66
28
77
83
28
55
97
13
98
68
64
88
64
98
14
89
-0.009091
ZIPR
2014-01-10T00:00:00
33
55
23
44
12
93
45
21
70
70
28
77
83
26
49
97
13
98
69
72
90
63
97
15
85
0.080734
ZIPR
2014-01-17T00:00:00
33
54
8
44
38
95
68
7
73
73
14
76
83
25
44
97
13
97
69
84
87
62
95
16
85
0.113752
ZIPR
2014-01-24T00:00:00
34
63
14
44
20
96
85
100
89
89
20
80
83
25
69
97
13
98
68
93
88
26
88
46
96
-0.338415
ZIPR
2014-01-31T00:00:00
34
64
3
44
56
93
57
98
89
89
7
80
83
25
82
97
13
98
68
78
85
19
88
47
99
-0.036866