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
⌀
ZIVO
2009-03-13T00:00:00
33
66
27
5
10
17
42
80
93
93
70
97
1
3
5
19
86
74
4
24
97
92
100
89
76
-0.2
ZIVO
2009-03-20T00:00:00
34
66
28
5
10
31
88
54
92
92
62
97
1
9
3
20
86
73
4
61
97
92
100
89
77
0.125
ZIVO
2009-03-27T00:00:00
33
65
28
5
10
21
47
98
90
90
70
97
1
4
12
21
86
74
3
30
98
94
100
90
78
-0.111111
ZIVO
2009-04-03T00:00:00
35
67
28
5
10
29
73
3
95
95
68
96
1
7
4
22
86
72
4
49
97
91
100
89
80
0.5
ZIVO
2009-04-10T00:00:00
35
67
28
5
10
49
92
54
95
95
75
96
1
3
6
22
86
73
4
74
98
92
100
89
80
-0.083333
ZIVO
2009-04-17T00:00:00
35
67
28
5
9
38
47
54
94
94
31
96
29
14
5
23
86
73
6
41
98
93
100
90
80
0
ZIVO
2009-04-24T00:00:00
35
67
28
5
9
61
98
26
93
93
33
96
29
8
5
23
86
73
6
84
98
92
100
90
80
0.090909
ZIVO
2009-05-01T00:00:00
35
67
28
5
10
69
99
17
92
92
32
96
29
12
5
23
87
72
6
88
98
92
100
90
81
0.083333
ZIVO
2009-05-08T00:00:00
33
66
28
5
10
43
38
72
91
91
30
96
28
12
11
22
87
73
6
37
98
94
100
91
82
-0.076923
ZIVO
2009-05-15T00:00:00
31
66
28
5
10
51
59
88
90
90
30
96
3
7
11
23
86
74
32
55
98
94
100
91
83
-0.083333
ZIVO
2009-05-22T00:00:00
30
66
28
6
11
29
15
97
90
90
28
96
7
6
12
6
87
72
24
16
99
96
100
91
84
-0.090909
ZIVO
2009-05-29T00:00:00
30
67
28
6
11
73
98
56
91
91
29
96
7
2
17
6
87
71
25
93
61
86
98
98
89
0.1
ZIVO
2009-06-05T00:00:00
30
67
28
6
11
61
72
33
90
90
27
95
7
9
26
6
87
71
26
73
62
85
97
98
88
0.090909
ZIVO
2009-06-12T00:00:00
30
68
28
6
11
55
47
17
80
80
27
95
7
10
16
6
87
71
25
51
63
88
98
98
89
0.083333
ZIVO
2009-06-19T00:00:00
29
69
29
3
10
65
82
1
90
90
22
93
40
5
5
6
91
74
47
80
7
76
96
98
86
0.384615
ZIVO
2009-06-26T00:00:00
32
71
28
3
10
71
86
1
99
99
28
86
40
3
1
7
91
71
59
85
5
83
85
91
81
1.222222
ZIVO
2009-07-03T00:00:00
33
72
28
3
9
54
46
1
99
99
25
83
40
4
1
7
91
70
61
49
3
78
94
90
80
0.4
ZIVO
2009-07-10T00:00:00
34
73
28
3
9
51
26
1
99
99
28
81
40
3
1
7
91
70
61
35
6
94
97
90
83
0.089286
ZIVO
2009-07-17T00:00:00
33
72
28
3
8
38
12
66
99
99
27
84
40
3
1
6
91
71
61
20
9
90
95
92
82
-0.196721
ZIVO
2009-07-24T00:00:00
32
72
28
3
7
39
26
81
99
99
17
85
41
6
1
6
91
71
61
29
11
92
95
92
80
-0.020408
ZIVO
2009-07-31T00:00:00
32
72
27
3
7
42
55
86
99
99
34
86
40
2
1
6
91
71
60
48
15
99
97
92
65
-0.083333
ZIVO
2009-08-07T00:00:00
31
71
27
3
8
65
70
84
99
99
30
86
64
2
2
5
91
70
58
71
8
99
89
28
66
0
ZIVO
2009-08-14T00:00:00
33
71
26
3
7
95
97
100
99
99
16
87
63
8
2
13
82
69
62
98
7
99
94
29
65
-0.136364
ZIVO
2009-08-21T00:00:00
32
71
26
3
8
100
100
97
99
99
16
88
63
7
2
12
82
69
60
100
5
99
90
19
64
-0.026316
ZIVO
2009-08-28T00:00:00
32
71
26
3
8
100
100
98
98
98
29
89
62
2
4
12
82
69
60
100
4
99
88
17
65
-0.054054
ZIVO
2009-09-04T00:00:00
31
71
26
3
7
100
100
100
97
97
23
91
63
4
29
13
82
69
64
100
4
100
88
18
63
-0.228571
ZIVO
2009-09-11T00:00:00
33
72
26
3
7
100
95
9
98
98
29
86
62
2
3
13
82
69
64
99
1
98
62
12
65
0.62963
ZIVO
2009-09-18T00:00:00
33
72
26
3
7
100
69
5
98
98
17
85
63
7
2
13
82
69
64
88
1
98
62
3
49
0.159091
ZIVO
2009-09-25T00:00:00
33
72
26
3
7
100
54
17
98
98
30
86
62
1
20
13
82
69
64
81
2
99
56
2
47
-0.058824
ZIVO
2009-10-02T00:00:00
33
72
26
3
8
98
42
4
98
98
32
85
62
1
20
17
82
68
64
73
1
99
57
1
98
0.083333
ZIVO
2009-10-09T00:00:00
33
72
26
3
7
96
15
88
98
98
15
87
63
8
21
17
82
69
64
57
3
99
62
1
97
-0.153846
ZIVO
2009-10-16T00:00:00
32
71
26
3
7
92
14
88
98
98
34
89
62
2
30
17
82
69
63
53
5
99
63
1
98
-0.136364
ZIVO
2009-10-23T00:00:00
32
72
26
3
8
87
14
56
98
98
19
87
63
6
51
17
82
69
64
50
4
99
58
1
98
0.105263
ZIVO
2009-10-30T00:00:00
32
71
26
3
8
59
12
53
98
98
26
88
62
3
63
18
82
69
63
32
6
100
59
1
98
-0.047619
ZIVO
2009-11-06T00:00:00
32
72
26
3
8
99
82
69
97
97
28
88
62
3
52
19
82
69
62
93
6
99
41
1
99
-0.025
ZIVO
2009-11-13T00:00:00
31
72
25
3
8
99
96
73
97
97
21
88
63
6
52
22
83
69
58
99
3
99
51
1
99
0
ZIVO
2009-11-20T00:00:00
27
69
27
1
8
98
96
92
93
93
47
88
34
5
86
47
92
71
54
99
6
97
65
1
99
-0.076923
ZIVO
2009-11-27T00:00:00
27
69
27
1
8
99
98
85
91
91
47
88
34
5
81
65
92
71
54
99
6
97
65
1
99
-0.027778
ZIVO
2009-12-04T00:00:00
26
68
27
1
7
90
32
97
91
91
47
89
34
4
80
65
92
71
54
63
5
95
70
2
98
-0.114286
ZIVO
2009-12-11T00:00:00
25
67
27
1
8
67
14
98
89
89
47
90
34
4
85
65
92
72
54
39
2
92
72
2
97
-0.096774
ZIVO
2009-12-18T00:00:00
25
67
27
1
8
82
22
98
88
88
47
91
34
5
100
65
92
72
54
52
3
93
70
2
97
-0.107143
ZIVO
2009-12-25T00:00:00
25
67
27
1
8
85
28
96
86
86
47
91
34
4
100
65
92
72
54
57
2
93
71
1
97
0
ZIVO
2010-01-01T00:00:00
25
68
27
1
8
75
19
16
92
92
46
89
34
7
99
65
92
72
54
46
2
89
81
1
98
0.2
ZIVO
2010-01-08T00:00:00
24
67
27
1
8
71
21
98
93
93
47
91
34
2
100
65
92
72
54
46
3
82
77
1
98
-0.166667
ZIVO
2010-01-15T00:00:00
24
66
27
1
8
59
10
100
93
93
46
92
34
5
100
65
93
73
54
32
3
75
77
1
97
-0.12
ZIVO
2010-01-22T00:00:00
23
65
27
1
8
56
16
100
92
92
46
93
34
7
99
65
93
73
54
34
3
74
76
1
97
-0.136364
ZIVO
2010-01-29T00:00:00
23
66
27
1
7
42
6
96
92
92
47
94
34
4
100
66
93
73
51
21
4
74
75
2
96
-0.052632
ZIVO
2010-02-05T00:00:00
25
68
27
1
8
30
4
3
97
97
47
91
34
2
99
66
93
72
53
15
5
86
54
1
96
0.444444
ZIVO
2010-02-12T00:00:00
26
70
26
1
7
25
6
1
98
98
47
87
35
4
98
65
93
71
54
13
8
91
55
1
94
0.461538
ZIVO
2010-02-19T00:00:00
27
71
26
1
7
26
3
1
98
98
46
85
34
6
98
63
92
71
54
12
7
91
53
2
94
0.289474
ZIVO
2010-02-26T00:00:00
29
73
26
1
6
45
45
1
98
98
46
81
34
9
91
51
92
70
53
44
9
92
52
1
91
0.469388
ZIVO
2010-03-05T00:00:00
30
74
26
1
6
31
2
1
98
98
48
74
35
5
46
56
92
70
54
12
7
79
71
6
27
0.722222
ZIVO
2010-03-12T00:00:00
28
72
26
1
5
25
1
70
99
99
48
82
34
8
93
58
92
70
52
9
17
87
66
6
44
-0.443548
ZIVO
2010-03-19T00:00:00
29
73
26
1
5
22
1
32
99
99
48
80
34
12
76
59
92
70
53
7
19
85
68
6
30
0.173913
ZIVO
2010-03-26T00:00:00
28
73
26
1
6
23
2
87
99
99
48
81
34
12
83
59
92
70
52
8
28
85
66
11
14
-0.098765
ZIVO
2010-04-02T00:00:00
29
74
27
1
6
44
83
1
99
99
50
78
34
5
53
56
93
70
59
67
27
68
63
12
18
0.30137
ZIVO
2010-04-09T00:00:00
29
73
27
1
6
96
92
35
99
99
49
79
34
8
49
56
93
70
59
96
30
61
63
10
22
-0.052632
ZIVO
2010-04-16T00:00:00
56
76
36
1
5
100
99
16
98
98
52
76
72
8
42
98
98
70
38
100
34
58
65
11
24
0.122222
ZIVO
2010-04-23T00:00:00
57
75
36
1
5
100
100
80
98
98
44
78
73
10
41
98
98
70
37
100
35
62
55
4
33
-0.079208
ZIVO
2010-04-30T00:00:00
58
76
36
1
6
100
100
68
98
98
55
78
73
8
38
98
98
71
37
100
41
66
51
4
22
-0.032258
ZIVO
2010-05-07T00:00:00
57
75
36
1
6
96
54
23
98
98
59
77
72
7
24
98
98
71
36
79
66
72
54
2
32
0
ZIVO
2010-05-14T00:00:00
56
75
36
1
6
97
92
62
97
97
50
78
97
13
49
67
98
72
35
97
66
49
33
2
33
0
ZIVO
2010-05-21T00:00:00
22
70
26
1
6
98
57
21
96
96
87
77
86
6
49
30
96
71
90
81
82
63
21
3
64
-0.022222
ZIVO
2010-05-28T00:00:00
23
71
26
1
6
100
99
2
96
96
79
75
86
10
39
30
96
71
90
100
83
68
21
3
66
0.181818
ZIVO
2010-06-04T00:00:00
23
71
26
1
6
100
93
7
95
95
89
75
86
6
23
29
96
71
90
98
82
71
22
3
67
-0.019231
ZIVO
2010-06-11T00:00:00
22
69
26
1
6
100
86
98
97
97
85
80
86
7
45
30
96
71
90
95
87
65
19
3
61
-0.313726
ZIVO
2010-06-18T00:00:00
21
69
26
1
6
99
66
98
96
96
70
80
86
12
27
30
96
72
90
86
85
70
13
4
57
-0.028571
ZIVO
2010-06-25T00:00:00
22
69
26
1
6
99
50
94
96
96
78
81
86
10
36
30
96
72
90
78
83
67
12
6
57
-0.044118
ZIVO
2010-07-02T00:00:00
21
68
26
1
5
100
88
97
96
96
87
82
86
7
45
30
96
72
90
96
83
68
12
7
53
-0.153846
ZIVO
2010-07-09T00:00:00
21
68
26
1
6
99
60
96
96
96
77
83
86
9
36
30
96
72
90
83
83
54
14
7
45
-0.018182
ZIVO
2010-07-16T00:00:00
21
68
26
1
6
99
83
73
96
96
89
82
86
4
47
27
96
72
90
94
83
60
16
7
52
0.018519
ZIVO
2010-07-23T00:00:00
21
67
26
1
6
100
98
98
95
95
88
84
86
8
58
27
96
72
90
100
84
50
14
6
41
-0.109091
ZIVO
2010-07-30T00:00:00
21
67
26
1
6
100
99
97
95
95
79
85
86
11
77
28
96
72
90
100
84
54
13
6
39
-0.040816
ZIVO
2010-08-06T00:00:00
20
67
26
1
7
76
8
83
93
93
84
84
86
10
80
28
96
72
90
40
84
55
13
6
39
0.021277
ZIVO
2010-08-13T00:00:00
90
32
35
1
7
71
2
27
92
92
36
84
85
5
82
92
95
72
90
34
86
45
13
7
39
0.020833
ZIVO
2010-08-20T00:00:00
90
32
35
1
6
69
9
32
82
82
35
84
85
8
95
92
96
71
90
37
86
45
15
7
40
0
ZIVO
2010-08-27T00:00:00
90
33
34
1
6
52
4
89
83
83
36
84
85
7
99
94
96
71
90
25
84
33
11
8
33
-0.081633
ZIVO
2010-09-03T00:00:00
90
34
34
1
6
44
4
96
81
81
35
85
85
7
100
94
96
72
90
20
84
35
9
8
22
-0.044444
ZIVO
2010-09-10T00:00:00
90
35
35
1
7
50
5
98
77
77
34
86
85
12
98
94
95
72
90
23
85
52
6
6
24
-0.069767
ZIVO
2010-09-17T00:00:00
90
35
34
1
6
34
2
72
81
81
30
85
85
6
98
94
96
71
90
15
83
60
8
7
20
0.05
ZIVO
2010-09-24T00:00:00
91
34
34
1
6
32
2
42
82
82
12
85
85
12
98
94
96
71
90
13
83
60
5
7
22
0.047619
ZIVO
2010-10-01T00:00:00
91
36
35
1
6
33
4
98
85
85
30
86
85
5
98
94
96
72
90
15
85
70
5
6
32
-0.113636
ZIVO
2010-10-08T00:00:00
91
37
35
1
7
38
27
93
84
84
23
87
85
6
99
94
96
72
90
30
85
73
5
6
34
0
ZIVO
2010-10-15T00:00:00
91
39
35
1
6
41
36
99
86
86
22
88
85
5
99
94
96
72
90
37
86
49
9
6
47
-0.102564
ZIVO
2010-10-22T00:00:00
91
36
34
1
6
37
10
23
92
92
26
87
85
10
98
94
96
72
90
21
85
37
7
7
86
0.142857
ZIVO
2010-10-29T00:00:00
91
39
35
1
6
35
6
97
92
92
48
88
85
5
97
94
96
72
90
18
87
34
8
6
71
-0.125
ZIVO
2010-11-05T00:00:00
91
37
34
1
8
31
4
23
93
93
44
87
85
6
97
95
96
72
90
14
88
27
9
10
59
0.142857
ZIVO
2010-11-12T00:00:00
90
37
34
1
9
34
9
52
92
92
48
87
92
6
98
99
96
72
91
18
95
23
9
5
55
-0.025
ZIVO
2010-11-19T00:00:00
27
43
25
1
10
36
23
63
91
91
36
87
65
10
98
93
97
71
25
26
90
5
3
7
51
-0.025641
ZIVO
2010-11-26T00:00:00
26
44
25
1
10
32
3
88
91
91
43
87
66
7
98
94
97
72
24
14
90
7
3
8
48
-0.052632
ZIVO
2010-12-03T00:00:00
26
46
25
1
11
32
4
96
91
91
46
88
65
6
99
93
97
72
23
15
90
6
4
8
50
-0.055556
ZIVO
2010-12-10T00:00:00
26
48
25
1
11
27
2
96
90
90
49
88
66
5
99
94
97
72
24
11
93
37
5
7
43
-0.058824
ZIVO
2010-12-17T00:00:00
26
45
25
1
11
24
34
23
93
93
61
87
66
4
99
93
97
72
24
26
91
28
6
11
35
0.15625
ZIVO
2010-12-24T00:00:00
26
45
25
1
12
16
4
36
92
92
52
87
66
6
99
94
97
72
24
8
91
35
7
11
23
0
ZIVO
2010-12-31T00:00:00
26
46
25
1
12
17
39
65
91
91
50
88
66
7
98
94
97
72
23
25
90
27
9
12
16
-0.027027
ZIVO
2011-01-07T00:00:00
26
47
25
1
11
17
41
96
89
89
53
89
66
4
99
93
97
72
23
26
91
29
8
11
18
-0.055556
ZIVO
2011-01-14T00:00:00
26
50
25
1
12
18
23
99
88
88
20
90
66
8
100
93
97
72
23
18
84
17
15
16
14
-0.117647
ZIVO
2011-01-21T00:00:00
25
52
25
1
12
15
16
100
89
89
16
91
66
11
100
93
97
73
22
12
82
16
16
18
18
-0.133333
ZIVO
2011-01-28T00:00:00
26
48
25
1
12
6
5
28
95
95
40
89
66
5
99
93
97
72
23
4
78
20
79
27
28
0.230769
ZIVO
2011-02-04T00:00:00
25
51
25
1
12
4
5
96
94
94
18
90
66
10
97
93
97
73
22
4
78
10
86
15
19
-0.125