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
⌀
ZIXI
1999-12-24T00:00:00
8
82
5
20
7
93
93
74
93
93
50
28
51
25
99
57
9
79
44
95
99
15
21
45
57
-0.162034
ZIXI
1999-12-31T00:00:00
7
83
2
19
13
95
91
97
94
94
39
32
51
28
99
57
9
80
44
94
100
26
39
45
57
-0.198422
ZIXI
2000-01-07T00:00:00
7
83
10
19
3
87
74
98
91
91
58
32
51
22
99
7
9
81
87
83
92
28
40
45
57
-0.04113
ZIXI
2000-01-14T00:00:00
6
84
12
20
3
88
81
99
91
91
59
33
51
27
100
8
9
81
86
87
93
27
47
45
57
-0.070789
ZIXI
2000-01-21T00:00:00
6
84
4
20
8
95
94
64
89
89
74
33
51
30
100
8
9
81
86
96
93
19
45
45
57
0.065704
ZIXI
2000-01-28T00:00:00
6
84
14
20
2
89
75
95
89
89
93
34
51
23
100
8
9
82
86
84
92
19
47
45
57
-0.112942
ZIXI
2000-02-04T00:00:00
6
84
15
20
2
97
96
27
89
89
95
32
51
23
100
8
9
81
86
97
93
26
48
45
57
0.15728
ZIXI
2000-02-11T00:00:00
6
84
18
20
2
95
91
38
87
87
98
33
51
22
100
8
9
82
85
94
91
37
45
45
57
-0.004918
ZIXI
2000-02-18T00:00:00
5
85
6
20
7
86
48
46
79
79
78
33
51
30
100
8
9
82
84
70
90
35
48
45
57
-0.021072
ZIXI
2000-02-25T00:00:00
7
83
17
20
2
61
17
3
91
91
97
28
51
23
100
8
9
81
85
39
90
27
49
45
57
0.443263
ZIXI
2000-03-03T00:00:00
6
84
16
20
2
54
9
32
90
90
97
29
51
24
100
8
9
82
84
28
90
27
49
45
57
-0.066654
ZIXI
2000-03-10T00:00:00
7
84
3
20
10
43
9
12
87
87
73
28
51
32
95
8
9
81
84
22
90
25
51
45
57
0.093707
ZIXI
2000-03-17T00:00:00
7
83
1
20
13
49
17
7
86
86
68
27
51
36
98
8
9
80
84
31
90
19
54
45
57
0.096861
ZIXI
2000-03-24T00:00:00
11
17
12
8
3
32
7
1
86
86
92
24
51
25
77
8
3
79
33
16
89
17
60
45
57
0.212794
ZIXI
2000-03-31T00:00:00
12
17
5
8
8
52
46
10
85
85
85
24
51
33
66
9
3
78
32
50
88
22
66
45
57
-0.012746
ZIXI
2000-04-07T00:00:00
12
17
1
8
16
57
47
82
88
88
75
27
51
38
69
9
3
79
32
54
75
39
67
45
57
-0.218789
ZIXI
2000-04-14T00:00:00
12
18
18
8
2
54
41
88
89
89
100
31
51
25
65
9
3
80
33
48
48
39
68
45
57
-0.350563
ZIXI
2000-04-21T00:00:00
12
18
3
8
11
85
92
90
87
87
73
32
51
39
69
17
3
80
33
90
45
40
68
45
57
0.028695
ZIXI
2000-04-28T00:00:00
11
18
11
8
4
75
80
90
87
87
89
32
51
33
69
17
3
80
33
79
46
36
74
45
57
-0.027895
ZIXI
2000-05-05T00:00:00
11
18
12
8
3
78
83
80
82
82
91
33
51
33
73
17
3
80
33
82
44
37
74
45
57
-0.003519
ZIXI
2000-05-12T00:00:00
10
19
2
8
15
87
95
97
84
84
77
36
51
42
67
17
4
82
40
94
43
29
60
45
57
-0.188264
ZIXI
2000-05-19T00:00:00
7
16
16
9
2
94
97
78
84
84
73
34
51
20
49
35
3
76
34
98
37
30
62
45
57
0.012383
ZIXI
2000-05-26T00:00:00
7
17
2
9
13
95
97
97
85
85
44
38
51
29
76
34
3
77
34
98
31
28
56
45
57
-0.249917
ZIXI
2000-06-02T00:00:00
7
17
1
9
16
87
44
29
89
89
39
34
51
30
72
34
3
76
34
70
27
30
50
45
57
0.322168
ZIXI
2000-06-09T00:00:00
8
16
11
9
4
48
19
12
89
89
65
32
51
23
72
34
3
75
34
29
27
22
38
45
57
0.189667
ZIXI
2000-06-16T00:00:00
8
16
15
9
3
46
17
21
88
88
72
33
51
21
70
34
3
75
34
27
22
20
40
45
57
-0.01401
ZIXI
2000-06-23T00:00:00
9
16
18
9
2
39
17
1
90
90
77
29
51
20
57
33
3
74
34
24
16
48
39
45
57
0.261154
ZIXI
2000-06-30T00:00:00
9
16
8
9
7
39
15
8
89
89
58
28
51
26
40
33
3
74
34
23
16
49
41
45
57
0.037855
ZIXI
2000-07-07T00:00:00
9
16
1
9
16
25
9
10
89
89
39
28
51
31
50
15
3
74
34
14
19
50
45
45
57
0.01498
ZIXI
2000-07-14T00:00:00
9
16
2
9
15
30
13
8
87
87
43
27
51
28
20
15
3
74
34
18
19
50
43
45
57
0.106952
ZIXI
2000-07-21T00:00:00
9
16
14
9
3
21
6
5
85
85
69
26
51
19
19
15
3
73
34
11
15
49
41
45
57
0.062802
ZIXI
2000-07-28T00:00:00
9
16
5
9
9
30
28
83
90
90
54
30
51
25
56
15
3
74
34
26
18
39
41
45
57
-0.270364
ZIXI
2000-08-04T00:00:00
9
16
9
9
6
46
69
80
88
88
60
30
51
22
63
15
3
74
34
59
17
42
36
45
57
0.013955
ZIXI
2000-08-11T00:00:00
12
18
2
7
14
49
70
83
86
86
72
30
51
19
44
9
2
73
18
62
15
41
33
45
57
-0.013763
ZIXI
2000-08-18T00:00:00
12
18
1
7
16
83
96
16
85
85
67
28
51
22
33
9
2
72
18
92
13
52
28
45
57
0.122851
ZIXI
2000-08-25T00:00:00
13
18
10
6
5
85
92
17
84
84
57
28
51
17
45
10
2
72
18
91
9
57
28
45
57
0.063915
ZIXI
2000-09-01T00:00:00
12
18
8
7
7
85
89
36
78
78
56
28
51
18
50
8
2
72
18
90
7
54
48
45
57
0.01043
ZIXI
2000-09-08T00:00:00
12
18
9
7
6
89
90
92
81
81
57
30
51
18
61
7
2
73
18
92
7
45
34
45
57
-0.140586
ZIXI
2000-09-15T00:00:00
12
19
14
6
3
94
94
89
80
80
65
31
51
15
64
8
2
73
18
96
5
39
31
45
57
-0.046601
ZIXI
2000-09-22T00:00:00
12
19
9
6
6
57
37
94
80
80
57
33
51
18
69
8
2
74
18
47
3
34
22
45
57
-0.135551
ZIXI
2000-09-29T00:00:00
11
20
1
6
18
54
29
94
78
78
38
34
51
24
83
7
2
75
18
40
4
34
24
45
57
-0.111046
ZIXI
2000-10-06T00:00:00
11
21
9
6
6
54
28
96
76
76
57
37
51
18
86
7
2
75
18
39
4
22
20
45
57
-0.192459
ZIXI
2000-10-13T00:00:00
11
22
2
6
15
68
69
94
75
75
45
38
51
23
78
7
2
76
18
71
5
19
19
45
57
-0.121803
ZIXI
2000-10-20T00:00:00
11
21
2
6
15
77
82
40
82
82
67
36
51
22
76
8
2
75
18
83
7
16
34
45
57
0.184928
ZIXI
2000-10-27T00:00:00
11
21
13
6
4
77
72
87
80
80
90
38
51
16
62
8
2
76
18
78
6
18
43
45
57
-0.136559
ZIXI
2000-11-03T00:00:00
11
21
6
6
8
52
28
18
84
84
78
36
51
19
61
8
2
75
18
38
3
33
43
45
57
0.203344
ZIXI
2000-11-10T00:00:00
10
23
5
6
10
46
24
95
87
87
77
40
51
19
76
7
2
76
17
33
3
37
23
45
57
-0.246714
ZIXI
2000-11-17T00:00:00
6
22
12
6
4
31
12
88
86
86
60
41
51
16
78
44
2
76
9
19
3
38
20
45
57
-0.066301
ZIXI
2000-11-24T00:00:00
6
23
13
6
4
23
10
82
84
84
62
42
51
16
67
40
2
76
9
15
3
33
22
45
57
-0.045382
ZIXI
2000-12-01T00:00:00
6
28
2
6
17
16
5
97
88
88
41
46
51
22
79
40
2
78
8
9
9
49
35
45
57
-0.328859
ZIXI
2000-12-08T00:00:00
6
27
9
6
6
14
5
80
86
86
57
46
51
16
71
40
2
78
8
8
9
50
37
45
57
0.083333
ZIXI
2000-12-15T00:00:00
5
30
15
6
3
20
20
98
86
86
66
49
51
13
79
40
2
79
8
18
9
37
39
45
57
-0.230769
ZIXI
2000-12-22T00:00:00
5
37
13
6
4
14
10
98
88
88
63
55
51
14
88
41
2
81
8
10
6
19
46
45
57
-0.3469
ZIXI
2000-12-29T00:00:00
5
34
13
6
4
18
42
63
92
92
63
51
51
14
91
41
2
79
8
27
6
14
42
45
57
0.339764
ZIXI
2001-01-05T00:00:00
5
34
2
6
16
13
8
82
88
88
73
52
73
21
91
41
2
80
8
9
6
13
39
45
57
-0.032114
ZIXI
2001-01-12T00:00:00
6
29
10
6
4
12
10
14
89
89
66
48
72
13
91
41
2
78
8
10
5
11
33
45
57
0.328374
ZIXI
2001-01-19T00:00:00
5
29
8
6
6
14
15
44
87
87
66
49
72
21
94
40
2
79
8
13
5
11
39
45
57
-0.016889
ZIXI
2001-01-26T00:00:00
6
26
3
6
12
8
4
4
88
88
59
46
72
24
89
40
2
78
9
5
4
8
39
45
57
0.265823
ZIXI
2001-02-02T00:00:00
5
27
7
6
7
9
8
34
87
87
64
47
72
22
89
40
2
78
8
8
4
8
40
45
57
-0.071429
ZIXI
2001-02-09T00:00:00
6
27
16
6
2
7
3
41
86
86
74
47
72
18
82
40
2
78
9
4
5
8
43
45
57
-0.028462
ZIXI
2001-02-16T00:00:00
6
27
19
6
2
5
2
61
86
86
75
47
71
17
81
40
2
78
9
3
4
13
51
45
57
-0.019794
ZIXI
2001-02-23T00:00:00
6
29
4
6
11
8
10
81
85
85
59
48
71
25
72
39
2
78
8
8
4
12
49
45
57
-0.116317
ZIXI
2001-03-02T00:00:00
5
32
14
6
3
6
6
94
85
85
70
52
71
20
75
8
2
79
8
4
4
6
63
45
57
-0.177331
ZIXI
2001-03-09T00:00:00
5
37
1
6
19
8
50
96
84
84
53
54
71
29
68
8
2
80
8
22
4
6
58
45
57
-0.118
ZIXI
2001-03-16T00:00:00
6
33
17
8
2
6
37
86
83
83
84
54
66
10
56
7
3
77
8
14
9
6
62
45
57
-0.07483
ZIXI
2001-03-23T00:00:00
6
34
2
8
15
10
86
71
79
79
78
54
66
18
48
7
3
77
7
45
9
7
61
45
57
0.008442
ZIXI
2001-03-30T00:00:00
7
34
17
7
2
9
76
81
78
78
83
55
66
11
43
18
3
77
97
39
10
11
63
45
57
-0.050635
ZIXI
2001-04-06T00:00:00
9
34
18
7
2
10
64
47
67
67
85
54
66
12
45
18
3
76
97
33
9
18
64
45
57
0.02233
ZIXI
2001-04-13T00:00:00
9
30
2
7
13
10
54
2
85
85
73
50
66
23
32
18
3
75
97
29
7
18
54
45
57
0.33695
ZIXI
2001-04-20T00:00:00
11
25
16
7
2
10
25
1
87
87
95
46
66
13
22
18
3
74
97
16
13
17
60
45
57
0.324662
ZIXI
2001-04-27T00:00:00
10
26
14
7
3
7
10
10
86
86
94
46
66
13
22
18
3
74
97
7
17
21
58
45
57
0.003928
ZIXI
2001-05-04T00:00:00
10
27
7
7
7
6
5
42
85
85
89
48
66
16
20
18
3
75
97
4
18
22
62
45
57
-0.042254
ZIXI
2001-05-11T00:00:00
9
28
2
8
13
7
10
85
85
85
38
49
68
21
27
13
3
75
7
7
20
23
65
45
57
-0.097222
ZIXI
2001-05-18T00:00:00
7
24
5
6
9
7
13
44
83
83
25
48
88
20
18
6
2
78
6
8
19
19
62
45
57
0.076923
ZIXI
2001-05-25T00:00:00
7
24
2
6
12
7
14
47
82
82
20
49
88
22
22
6
2
78
6
9
20
19
62
45
57
0.008403
ZIXI
2001-06-01T00:00:00
6
26
13
6
3
10
35
98
85
85
34
51
88
15
15
6
2
79
6
21
21
18
66
45
57
-0.18
ZIXI
2001-06-08T00:00:00
6
26
10
6
4
17
94
77
84
84
31
50
88
16
12
6
2
79
6
55
18
18
63
45
57
0.064024
ZIXI
2001-06-15T00:00:00
6
27
1
6
16
32
100
91
84
84
16
52
88
23
12
6
2
79
6
70
18
20
66
45
57
-0.099331
ZIXI
2001-06-22T00:00:00
6
28
20
6
2
31
98
92
83
83
41
53
88
13
9
6
2
80
6
68
21
22
66
45
57
-0.113468
ZIXI
2001-06-29T00:00:00
6
28
10
6
5
25
90
63
77
77
32
52
88
17
11
5
2
79
6
60
15
27
57
45
57
0.094498
ZIXI
2001-07-06T00:00:00
6
29
9
6
5
17
41
83
77
77
30
53
88
17
9
5
2
79
6
24
18
27
51
45
57
-0.061202
ZIXI
2001-07-13T00:00:00
6
28
16
6
3
23
62
45
77
77
38
53
88
14
12
5
2
79
6
40
20
22
53
45
57
0.024447
ZIXI
2001-07-20T00:00:00
6
29
15
6
3
22
57
77
75
75
35
53
88
13
13
5
2
79
6
36
20
17
69
45
57
-0.039773
ZIXI
2001-07-27T00:00:00
6
29
2
6
14
12
7
27
74
74
19
52
88
19
14
5
2
79
6
8
22
19
75
45
57
0.053254
ZIXI
2001-08-03T00:00:00
7
25
2
4
16
15
13
70
72
72
41
53
93
21
12
4
3
82
6
11
21
21
74
45
57
-0.040449
ZIXI
2001-08-10T00:00:00
7
23
2
4
15
14
14
8
71
71
39
52
86
21
9
5
3
81
6
12
18
14
58
45
57
0.088993
ZIXI
2001-08-17T00:00:00
8
22
6
4
9
12
14
8
70
70
27
51
86
22
9
13
3
80
3
11
19
13
56
45
57
0.041935
ZIXI
2001-08-24T00:00:00
7
23
16
4
3
14
27
75
72
72
32
53
86
17
11
11
3
81
3
18
33
11
55
45
57
-0.107327
ZIXI
2001-08-31T00:00:00
7
26
15
4
3
14
21
94
75
75
33
55
86
17
12
32
3
82
3
15
64
29
43
45
57
-0.150289
ZIXI
2001-09-07T00:00:00
6
30
9
4
6
14
37
97
78
78
28
57
86
20
15
32
3
82
3
23
59
36
46
45
57
-0.172789
ZIXI
2001-09-14T00:00:00
6
31
2
4
17
15
28
94
78
78
19
57
86
25
17
32
3
82
3
19
61
44
55
45
57
-0.013158
ZIXI
2001-09-21T00:00:00
6
35
6
4
10
18
47
90
77
77
24
60
86
22
26
32
3
83
3
30
60
53
48
45
57
-0.236667
ZIXI
2001-09-28T00:00:00
6
35
5
4
11
15
30
78
76
76
22
59
86
22
25
32
3
83
3
20
57
54
47
45
57
0.052402
ZIXI
2001-10-05T00:00:00
7
32
1
4
21
24
73
21
82
82
16
57
86
27
21
32
3
82
3
47
54
77
43
45
57
0.20332
ZIXI
2001-10-12T00:00:00
6
32
10
4
6
30
83
65
79
79
27
58
86
20
26
32
3
82
3
57
53
76
43
45
57
-0.062069
ZIXI
2001-10-19T00:00:00
6
34
2
4
18
21
30
84
77
77
30
59
86
24
31
32
3
83
3
23
56
77
46
45
57
-0.077206
ZIXI
2001-10-26T00:00:00
8
23
21
4
2
19
11
1
95
95
53
51
86
14
13
32
3
79
3
13
36
65
49
45
57
0.73506
ZIXI
2001-11-02T00:00:00
6
30
3
4
14
12
6
74
96
96
32
57
86
22
18
33
3
82
3
7
32
57
55
45
57
-0.311137
ZIXI
2001-11-09T00:00:00
5
23
14
2
4
12
7
13
96
96
26
57
84
16
19
73
5
82
3
8
23
50
52
45
57
0.143333
ZIXI
2001-11-16T00:00:00
5
22
16
3
3
10
8
68
95
95
33
57
87
31
23
87
5
83
11
7
26
58
54
45
57
-0.008746