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
2003-10-24T00:00:00
4
14
33
2
3
6
26
48
94
94
81
58
95
2
5
84
16
75
91
12
13
58
70
9
72
0.005076
ZIXI
2003-10-31T00:00:00
7
17
10
4
21
27
81
10
94
94
57
51
92
5
5
79
18
74
93
56
10
48
72
10
75
0.186869
ZIXI
2003-11-07T00:00:00
6
17
10
4
6
54
92
62
94
94
74
54
92
2
6
29
18
74
91
77
8
48
71
11
76
-0.081915
ZIXI
2003-11-14T00:00:00
6
17
11
4
9
97
100
16
93
93
70
52
87
3
5
29
18
74
90
100
9
44
73
10
76
0.053302
ZIXI
2003-11-21T00:00:00
6
17
11
4
4
92
99
83
93
93
74
53
87
3
5
29
18
74
90
97
8
42
71
12
75
-0.060506
ZIXI
2003-11-28T00:00:00
6
17
11
4
8
96
100
52
89
89
70
54
87
4
3
27
18
74
90
99
6
50
87
11
69
0.025761
ZIXI
2003-12-05T00:00:00
6
17
11
4
4
96
98
93
88
88
73
55
87
3
3
27
18
75
90
98
5
48
84
12
70
-0.085616
ZIXI
2003-12-12T00:00:00
5
16
11
4
3
93
74
98
88
88
76
57
87
2
3
27
18
75
90
86
5
41
85
11
72
-0.106117
ZIXI
2003-12-19T00:00:00
5
16
11
4
18
94
83
91
87
87
62
57
87
6
19
27
18
75
90
91
6
41
86
12
71
-0.006983
ZIXI
2003-12-26T00:00:00
6
16
11
4
7
96
92
23
89
89
70
55
86
4
14
28
18
75
90
96
8
38
86
12
72
0.133615
ZIXI
2004-01-02T00:00:00
6
16
11
4
8
92
68
25
88
88
70
55
87
4
17
27
18
75
90
83
7
38
85
12
71
0.019851
ZIXI
2004-01-09T00:00:00
6
16
11
4
23
94
86
3
92
92
57
51
87
8
14
27
18
73
90
92
15
25
72
8
77
0.329684
ZIXI
2004-01-16T00:00:00
7
16
11
4
21
91
48
3
91
91
51
49
87
7
23
27
18
73
90
73
15
21
64
5
67
0.150046
ZIXI
2004-01-23T00:00:00
7
16
11
4
14
90
57
2
91
91
58
47
87
5
10
27
18
72
90
77
15
15
63
5
70
0.167064
ZIXI
2004-01-30T00:00:00
7
16
11
4
15
79
25
4
91
91
55
46
87
6
21
27
18
72
90
53
18
17
63
5
68
0.029312
ZIXI
2004-02-06T00:00:00
7
16
11
4
5
58
14
76
92
92
67
49
87
4
32
27
18
73
90
33
15
7
49
4
73
-0.153642
ZIXI
2004-02-13T00:00:00
7
16
11
4
2
59
17
70
92
92
76
49
86
2
23
27
18
73
90
35
18
9
46
4
68
0.010172
ZIXI
2004-02-20T00:00:00
6
16
11
4
9
83
63
88
92
92
62
50
86
5
46
44
18
73
90
78
20
9
47
5
69
-0.06584
ZIXI
2004-02-27T00:00:00
6
16
11
4
18
81
49
81
91
91
53
50
86
7
43
27
18
73
92
69
21
9
43
4
70
-0.004975
ZIXI
2004-03-05T00:00:00
7
16
11
4
4
96
97
27
91
91
70
49
86
4
37
27
18
72
91
98
14
8
43
5
67
0.095833
ZIXI
2004-03-12T00:00:00
7
16
11
4
7
98
98
52
91
91
68
49
90
5
35
29
18
73
91
99
19
12
44
4
66
-0.041825
ZIXI
2004-03-19T00:00:00
6
16
7
3
2
99
99
82
89
89
77
49
90
4
56
27
23
74
89
100
15
10
31
3
86
-0.069048
ZIXI
2004-03-26T00:00:00
6
16
4
3
13
99
99
5
90
90
66
46
90
9
30
26
23
74
87
99
14
12
26
4
85
0.155158
ZIXI
2004-04-02T00:00:00
7
16
5
3
7
97
65
3
90
90
73
45
90
8
26
27
24
74
87
85
15
13
27
4
85
0.132841
ZIXI
2004-04-09T00:00:00
7
16
7
3
3
97
65
3
89
89
78
44
90
6
37
27
24
73
87
84
16
12
29
3
85
0.050814
ZIXI
2004-04-16T00:00:00
7
16
4
3
12
94
43
38
88
88
63
44
90
8
45
27
24
73
87
72
16
12
27
3
84
-0.060756
ZIXI
2004-04-23T00:00:00
7
16
5
3
8
93
32
13
87
87
66
44
90
7
32
26
24
73
87
66
14
10
30
4
84
0.052145
ZIXI
2004-04-30T00:00:00
7
16
4
3
12
96
72
51
85
85
63
44
90
7
43
26
24
73
87
87
21
8
21
4
78
-0.060226
ZIXI
2004-05-07T00:00:00
5
16
6
3
4
95
54
100
95
95
73
54
90
6
85
27
24
76
87
79
18
7
30
2
73
-0.419893
ZIXI
2004-05-14T00:00:00
4
17
25
4
1
89
31
100
95
95
63
56
70
1
88
14
14
79
91
63
8
5
25
1
66
-0.182969
ZIXI
2004-05-21T00:00:00
4
17
9
4
7
97
94
98
95
95
44
57
70
4
90
14
14
79
92
97
9
5
22
1
64
-0.03662
ZIXI
2004-05-28T00:00:00
4
16
21
4
2
98
98
21
96
96
58
52
70
2
94
14
14
78
92
99
5
3
7
3
73
0.307018
ZIXI
2004-06-04T00:00:00
4
17
25
4
1
99
98
74
96
96
64
55
70
1
95
15
14
78
92
99
8
4
6
4
71
-0.099553
ZIXI
2004-06-11T00:00:00
4
17
6
4
10
98
92
60
95
95
41
55
70
5
94
39
14
78
92
96
8
5
7
4
71
0.004969
ZIXI
2004-06-18T00:00:00
4
17
3
4
15
98
94
36
95
95
37
54
70
7
94
39
14
78
92
98
9
5
6
3
69
0.05068
ZIXI
2004-06-25T00:00:00
4
17
21
4
2
98
79
22
95
95
61
53
70
2
98
39
14
78
92
92
8
4
5
5
69
0.018824
ZIXI
2004-07-02T00:00:00
4
17
9
4
8
39
2
87
95
95
45
56
70
8
99
26
14
79
92
17
9
4
5
5
59
-0.123557
ZIXI
2004-07-09T00:00:00
3
18
16
4
3
24
1
100
96
96
55
60
70
5
99
25
14
80
92
10
10
4
10
4
63
-0.205534
ZIXI
2004-07-16T00:00:00
3
18
3
4
16
18
1
95
95
95
36
60
70
8
99
24
14
80
92
7
8
4
9
4
63
-0.036484
ZIXI
2004-07-23T00:00:00
3
19
4
4
14
26
10
94
94
94
39
60
70
8
99
24
14
80
91
15
8
5
10
4
62
-0.063683
ZIXI
2004-07-30T00:00:00
3
18
19
4
2
19
8
45
94
94
60
59
59
4
100
24
14
79
92
10
8
6
10
3
63
0.077206
ZIXI
2004-08-06T00:00:00
3
20
22
4
2
19
13
99
94
94
57
63
60
3
99
25
14
81
92
13
6
4
8
6
61
-0.238908
ZIXI
2004-08-13T00:00:00
3
22
14
5
3
25
36
99
94
94
63
65
51
4
99
30
17
79
92
27
6
5
12
5
63
-0.130045
ZIXI
2004-08-20T00:00:00
3
21
14
5
8
27
46
79
94
94
44
64
51
7
99
29
17
78
92
34
5
6
10
6
59
0.108247
ZIXI
2004-08-27T00:00:00
4
21
14
5
1
17
14
45
93
93
59
64
51
3
99
16
17
78
92
12
5
5
11
5
59
0.039535
ZIXI
2004-09-03T00:00:00
3
22
14
5
7
8
2
78
93
93
46
65
51
6
98
16
17
79
92
3
5
6
8
4
60
-0.042506
ZIXI
2004-09-10T00:00:00
4
21
14
5
8
8
3
28
93
93
44
64
51
7
91
16
17
78
92
3
5
6
10
3
62
0.07243
ZIXI
2004-09-17T00:00:00
4
21
14
5
13
8
4
17
92
92
38
63
51
8
87
16
17
78
92
4
2
15
17
6
42
0.045752
ZIXI
2004-09-24T00:00:00
4
21
14
5
2
8
11
71
92
92
54
64
51
4
94
16
17
78
92
8
2
19
19
7
58
-0.075
ZIXI
2004-10-01T00:00:00
4
21
14
5
4
4
2
31
91
91
49
63
52
5
89
16
17
78
92
2
2
33
18
6
53
0.060811
ZIXI
2004-10-08T00:00:00
4
20
14
5
3
3
2
6
92
92
52
62
51
4
74
16
17
77
92
2
4
32
20
5
67
0.104034
ZIXI
2004-10-15T00:00:00
4
20
14
5
7
4
4
2
90
90
65
60
52
6
67
16
17
76
92
3
3
40
21
6
66
0.098077
ZIXI
2004-10-22T00:00:00
4
20
14
5
2
5
9
26
87
87
74
61
52
4
63
16
17
77
92
5
3
40
21
6
68
-0.04028
ZIXI
2004-10-29T00:00:00
4
21
14
5
8
4
9
58
86
86
62
61
52
6
69
16
17
77
92
5
3
41
19
5
64
-0.014599
ZIXI
2004-11-05T00:00:00
4
24
14
5
10
5
30
99
93
93
61
66
52
7
64
16
17
79
91
14
3
64
10
3
74
-0.22963
ZIXI
2004-11-12T00:00:00
3
18
18
4
3
5
57
27
94
94
51
62
66
4
40
28
25
78
91
27
3
61
9
3
65
0.264423
ZIXI
2004-11-19T00:00:00
3
18
17
4
3
4
21
99
94
94
54
65
66
6
53
28
25
79
91
10
3
53
12
2
64
-0.148289
ZIXI
2004-11-26T00:00:00
2
19
18
4
1
5
49
90
94
94
60
66
66
4
69
27
25
79
91
23
3
53
11
2
63
-0.017857
ZIXI
2004-12-03T00:00:00
3
18
18
4
9
8
81
32
94
94
43
64
66
7
49
26
24
78
91
43
4
54
13
2
62
0.156818
ZIXI
2004-12-10T00:00:00
3
19
18
4
5
18
89
69
93
93
49
65
66
6
46
27
24
79
90
54
4
60
13
1
59
-0.066798
ZIXI
2004-12-17T00:00:00
2
19
18
4
4
14
85
72
93
93
50
66
66
6
51
27
25
79
91
49
5
65
14
1
61
-0.029474
ZIXI
2004-12-24T00:00:00
2
19
18
4
4
12
64
80
92
92
50
66
66
6
41
26
25
79
91
35
5
67
14
1
61
0.015184
ZIXI
2004-12-31T00:00:00
3
18
18
4
3
5
4
9
92
92
54
65
66
5
36
27
25
79
91
3
5
65
17
1
61
0.100427
ZIXI
2005-01-07T00:00:00
2
19
18
4
18
12
53
77
93
93
41
66
66
9
16
27
25
79
91
29
3
63
19
1
59
-0.12233
ZIXI
2005-01-14T00:00:00
2
19
18
4
4
6
5
94
92
92
33
67
66
13
17
27
24
79
90
4
3
70
12
5
66
-0.048673
ZIXI
2005-01-21T00:00:00
2
19
18
4
8
5
7
96
90
90
27
68
67
13
15
27
24
80
91
4
5
81
15
8
73
-0.055814
ZIXI
2005-01-28T00:00:00
2
20
18
4
3
12
61
98
89
89
37
70
67
11
20
26
24
81
90
33
5
78
13
6
76
-0.098522
ZIXI
2005-02-04T00:00:00
2
20
18
4
2
8
19
80
89
89
44
69
66
10
16
26
24
80
90
10
22
70
21
9
87
0.054645
ZIXI
2005-02-11T00:00:00
2
22
18
4
9
7
24
99
88
88
26
72
67
14
29
27
25
81
90
12
23
66
20
7
87
-0.126943
ZIXI
2005-02-18T00:00:00
2
24
18
4
16
8
15
98
88
88
20
73
67
16
31
27
25
81
89
8
24
67
20
7
87
-0.059347
ZIXI
2005-02-25T00:00:00
2
25
18
4
18
14
79
99
88
88
17
74
44
16
33
38
25
82
88
46
19
68
25
8
90
-0.091483
ZIXI
2005-03-04T00:00:00
2
22
18
4
16
7
24
21
93
93
18
71
44
15
16
38
25
81
89
11
31
65
25
12
89
0.197917
ZIXI
2005-03-11T00:00:00
2
21
18
4
3
7
6
17
92
92
33
71
45
12
19
39
25
80
89
4
35
68
29
14
94
0.005797
ZIXI
2005-03-18T00:00:00
2
21
18
4
21
7
5
12
91
91
16
70
45
20
17
15
25
80
77
4
34
81
17
9
88
0.037464
ZIXI
2005-03-25T00:00:00
2
20
18
4
3
6
2
2
91
91
32
69
46
15
9
15
25
79
76
3
50
84
12
8
91
0.075
ZIXI
2005-04-01T00:00:00
2
19
41
5
6
6
5
80
92
92
50
70
14
15
12
12
70
77
42
4
54
75
13
9
91
-0.139535
ZIXI
2005-04-08T00:00:00
3
18
41
5
23
4
2
5
92
92
39
68
14
18
7
12
70
76
44
2
41
75
15
6
92
0.123123
ZIXI
2005-04-15T00:00:00
3
19
41
5
3
3
2
88
93
93
75
70
14
18
11
11
70
77
43
2
50
69
25
4
91
-0.144385
ZIXI
2005-04-22T00:00:00
3
21
42
5
24
2
2
95
93
93
55
71
14
24
11
12
70
78
42
2
42
66
13
4
92
-0.0875
ZIXI
2005-04-29T00:00:00
3
22
42
5
19
4
40
94
92
92
58
72
14
23
14
11
70
78
40
19
45
63
16
4
88
-0.058219
ZIXI
2005-05-06T00:00:00
3
22
41
5
10
5
53
80
91
91
65
71
14
22
19
12
70
78
29
26
48
64
17
4
89
0.029091
ZIXI
2005-05-13T00:00:00
3
17
46
4
22
7
66
5
92
92
68
69
23
27
18
21
75
79
38
34
60
54
16
2
91
0.173145
ZIXI
2005-05-20T00:00:00
2
16
46
4
4
15
88
17
91
91
76
69
23
22
9
21
75
80
39
51
62
55
11
3
90
0.039157
ZIXI
2005-05-27T00:00:00
2
17
46
4
25
6
27
42
91
91
68
69
23
29
6
21
75
80
40
14
63
55
11
3
89
-0.026087
ZIXI
2005-06-03T00:00:00
2
17
46
4
20
13
85
90
90
90
70
70
23
28
15
21
75
80
39
48
56
57
13
3
82
-0.071429
ZIXI
2005-06-10T00:00:00
2
17
47
4
3
7
23
78
89
89
78
70
24
21
10
21
75
80
39
12
57
56
12
2
84
-0.003205
ZIXI
2005-06-17T00:00:00
2
18
47
4
25
6
7
70
87
87
70
70
24
29
7
21
75
80
39
5
45
59
13
2
80
0.009646
ZIXI
2005-06-24T00:00:00
2
17
47
4
4
5
7
72
84
84
78
71
23
22
8
21
75
80
41
4
46
54
11
2
84
-0.019108
ZIXI
2005-07-01T00:00:00
2
17
47
4
2
6
9
56
82
82
80
70
23
20
11
85
75
80
41
6
45
55
12
2
84
0.019481
ZIXI
2005-07-08T00:00:00
2
18
47
4
5
16
81
75
80
80
78
71
23
21
18
85
75
81
41
48
48
57
13
2
84
-0.003185
ZIXI
2005-07-15T00:00:00
2
17
47
4
27
18
75
19
80
80
69
70
23
42
11
80
74
80
42
45
43
26
35
5
77
0.054313
ZIXI
2005-07-22T00:00:00
2
18
47
4
14
14
71
91
73
73
72
71
23
36
13
10
74
81
25
40
55
23
52
3
77
-0.057576
ZIXI
2005-07-29T00:00:00
2
18
48
4
3
8
26
95
72
72
79
72
23
30
10
10
74
81
25
13
61
31
43
3
72
-0.054662
ZIXI
2005-08-05T00:00:00
2
19
48
4
8
9
35
97
72
72
75
73
23
35
35
10
74
81
25
17
60
29
42
3
73
-0.061224
ZIXI
2005-08-12T00:00:00
22
75
27
5
24
8
29
91
68
68
71
74
31
38
41
3
86
78
28
14
49
25
50
4
80
-0.021739
ZIXI
2005-08-19T00:00:00
22
75
27
5
32
8
20
82
66
66
66
74
31
41
28
5
86
79
29
11
49
26
47
4
84
-0.011111
ZIXI
2005-08-26T00:00:00
22
75
27
5
3
9
29
96
68
68
77
75
31
30
31
8
85
79
28
15
43
20
40
4
82
-0.06367
ZIXI
2005-09-02T00:00:00
22
75
27
5
8
8
20
83
67
67
74
75
31
34
31
7
85
79
26
11
43
21
40
4
80
0.008
ZIXI
2005-09-09T00:00:00
22
75
27
5
2
14
64
95
65
65
80
75
31
30
52
7
85
79
25
36
57
18
34
4
81
-0.029762
ZIXI
2005-09-16T00:00:00
22
76
27
5
17
7
12
97
66
66
69
76
32
37
56
7
85
79
24
7
59
19
40
2
81
-0.071575