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
2007-08-24T00:00:00
27
81
25
35
5
73
54
76
78
78
49
75
98
23
98
49
62
98
97
66
38
52
3
52
36
0.029412
ZIXI
2007-08-31T00:00:00
27
81
25
34
13
61
23
71
76
76
41
75
98
27
96
64
62
98
97
41
38
53
4
51
35
-0.005714
ZIXI
2007-09-07T00:00:00
27
81
25
34
7
85
91
73
75
75
49
75
98
24
98
64
62
98
97
91
43
55
5
46
45
-0.022989
ZIXI
2007-09-14T00:00:00
27
82
25
34
7
88
90
95
75
75
48
77
97
25
99
64
62
99
97
91
50
51
5
29
54
-0.064706
ZIXI
2007-09-21T00:00:00
27
81
25
34
33
91
93
7
88
88
34
74
97
31
100
64
62
98
97
95
32
38
14
43
45
0.194969
ZIXI
2007-09-28T00:00:00
27
81
25
34
42
88
72
15
87
87
30
74
97
32
100
64
62
98
97
83
32
38
14
44
44
0.010526
ZIXI
2007-10-05T00:00:00
28
80
25
34
13
70
28
2
92
92
42
72
97
27
98
64
62
97
97
48
32
33
13
43
32
0.21875
ZIXI
2007-10-12T00:00:00
28
80
24
34
20
61
26
1
92
92
36
70
97
28
95
64
62
97
97
41
22
64
10
48
43
0.132479
ZIXI
2007-10-19T00:00:00
28
79
25
34
21
64
22
1
91
91
19
68
98
28
88
64
62
97
97
41
23
66
9
43
37
0.075472
ZIXI
2007-10-26T00:00:00
28
79
24
34
21
65
23
1
92
92
19
64
97
28
48
64
62
96
97
42
27
78
7
58
34
0.238596
ZIXI
2007-11-02T00:00:00
28
79
24
34
16
61
25
25
93
93
20
66
97
26
42
64
62
96
97
42
26
75
4
61
34
-0.087819
ZIXI
2007-11-09T00:00:00
28
79
25
33
14
50
11
68
94
94
19
68
96
27
61
66
62
97
97
28
49
67
6
56
41
-0.130435
ZIXI
2007-11-16T00:00:00
30
79
24
24
11
84
87
2
95
95
41
63
97
24
5
67
66
69
92
89
61
74
4
29
52
0.285714
ZIXI
2007-11-23T00:00:00
30
79
24
24
11
84
85
1
94
94
40
62
97
31
4
1
66
68
92
88
66
81
3
34
62
0.069444
ZIXI
2007-11-30T00:00:00
30
79
24
24
23
96
99
7
94
94
34
62
97
34
3
1
66
68
92
98
68
80
3
38
63
0.012987
ZIXI
2007-12-07T00:00:00
30
79
24
24
3
98
99
1
96
96
48
55
97
27
1
1
66
66
92
99
63
70
14
8
76
0.448718
ZIXI
2007-12-14T00:00:00
30
79
24
24
17
99
100
14
96
96
35
57
97
33
1
1
66
67
92
100
65
71
18
5
78
-0.099115
ZIXI
2007-12-21T00:00:00
30
79
24
24
27
100
100
25
96
96
30
57
97
37
1
1
66
67
92
100
64
64
15
5
80
-0.005894
ZIXI
2007-12-28T00:00:00
30
79
24
24
3
100
99
69
95
95
49
58
97
26
1
1
66
67
92
100
70
73
21
5
82
-0.037549
ZIXI
2008-01-04T00:00:00
30
79
24
24
33
99
70
87
96
96
28
59
97
36
11
1
66
67
92
87
70
65
14
7
80
-0.143737
ZIXI
2008-01-11T00:00:00
30
79
24
24
16
100
100
95
96
96
35
63
97
27
19
1
66
68
92
100
65
51
16
11
70
-0.172662
ZIXI
2008-01-18T00:00:00
30
79
24
24
11
100
100
98
96
96
57
64
97
27
30
1
66
69
92
100
53
41
17
9
58
-0.124638
ZIXI
2008-01-25T00:00:00
30
79
24
24
18
100
100
51
95
95
51
62
97
30
24
1
66
68
92
100
58
33
24
11
57
0.145695
ZIXI
2008-02-01T00:00:00
30
79
24
24
9
100
100
38
95
95
60
61
97
26
19
1
66
68
92
100
59
28
22
11
60
0.069364
ZIXI
2008-02-08T00:00:00
30
79
25
24
9
100
100
16
94
94
60
60
97
27
18
1
66
68
92
100
57
27
19
11
65
0.02973
ZIXI
2008-02-15T00:00:00
30
79
24
24
4
100
98
11
90
90
65
59
97
24
36
1
66
67
92
100
56
27
18
13
63
0.057743
ZIXI
2008-02-22T00:00:00
31
79
24
24
31
100
87
2
90
90
44
58
97
33
50
1
66
67
92
95
53
28
17
17
63
0.08933
ZIXI
2008-02-29T00:00:00
31
79
24
24
12
99
47
64
91
91
57
60
97
30
50
1
65
68
92
75
55
23
18
11
72
-0.107062
ZIXI
2008-03-07T00:00:00
31
79
24
23
4
91
23
28
90
90
65
59
97
27
46
1
66
67
92
58
57
24
18
14
74
0.010204
ZIXI
2008-03-14T00:00:00
33
79
22
14
7
84
15
27
88
88
64
57
92
14
62
65
40
68
93
49
57
24
19
16
70
0.022727
ZIXI
2008-03-21T00:00:00
33
79
24
14
5
96
29
41
83
83
65
58
92
14
70
65
41
68
93
65
47
30
18
25
67
-0.014815
ZIXI
2008-03-28T00:00:00
33
79
16
14
29
97
45
79
78
78
55
59
93
20
78
66
40
68
93
76
50
36
23
24
72
-0.036341
ZIXI
2008-04-04T00:00:00
34
79
27
14
2
99
66
60
73
73
71
58
93
13
74
66
41
68
93
88
44
27
26
28
64
0.048114
ZIXI
2008-04-11T00:00:00
34
79
22
14
7
99
86
94
79
79
63
60
93
14
72
66
40
69
93
96
51
29
34
28
65
-0.116625
ZIXI
2008-04-18T00:00:00
34
79
16
14
29
100
99
54
80
80
46
59
93
18
78
66
40
68
93
100
58
28
38
24
70
0.070225
ZIXI
2008-04-25T00:00:00
35
79
25
14
3
98
66
51
77
77
68
59
93
12
96
66
40
69
93
86
65
34
38
23
73
0.010499
ZIXI
2008-05-02T00:00:00
35
79
25
14
3
99
81
97
81
81
67
62
93
12
97
66
41
69
93
93
69
43
39
17
63
-0.142857
ZIXI
2008-05-09T00:00:00
33
80
44
45
2
99
86
100
87
87
53
65
98
8
98
5
39
96
98
95
72
45
46
15
59
-0.209091
ZIXI
2008-05-16T00:00:00
34
80
33
49
10
99
59
71
89
89
41
64
98
13
100
5
39
97
98
83
69
43
50
18
61
0.149425
ZIXI
2008-05-23T00:00:00
34
80
39
49
5
95
32
92
89
89
48
65
98
11
100
5
39
97
99
66
65
45
53
21
56
-0.073333
ZIXI
2008-05-30T00:00:00
34
80
26
49
20
96
38
95
89
89
34
66
98
15
100
5
39
97
99
70
71
47
53
18
53
-0.071942
ZIXI
2008-06-06T00:00:00
34
79
38
49
6
82
12
12
94
94
46
62
98
11
100
5
39
96
99
46
74
59
62
16
36
0.302326
ZIXI
2008-06-13T00:00:00
34
79
27
49
19
88
31
7
93
93
34
61
98
15
100
5
39
96
99
61
76
68
63
17
39
0.020833
ZIXI
2008-06-20T00:00:00
34
79
41
50
5
88
48
23
93
93
50
62
98
10
100
5
39
96
99
71
79
72
63
16
42
-0.046647
ZIXI
2008-06-27T00:00:00
34
79
23
50
25
63
12
80
93
93
30
63
98
16
100
1
39
96
99
35
77
66
64
17
43
-0.122324
ZIXI
2008-07-04T00:00:00
34
79
35
50
8
44
3
60
92
92
43
63
98
11
100
1
39
96
99
20
78
58
70
14
43
-0.02439
ZIXI
2008-07-11T00:00:00
34
79
26
50
23
53
8
49
91
91
33
63
98
13
100
1
39
96
99
27
78
56
72
16
41
0
ZIXI
2008-07-18T00:00:00
34
79
21
50
31
48
6
1
93
93
29
59
98
13
99
1
39
96
99
24
78
46
82
16
57
0.282143
ZIXI
2008-07-25T00:00:00
34
79
39
49
6
41
3
56
93
93
48
62
98
7
100
1
39
96
99
19
78
36
94
39
36
-0.103064
ZIXI
2008-08-01T00:00:00
34
79
39
48
7
75
67
93
93
93
46
64
98
7
100
1
39
96
99
74
74
29
97
37
23
-0.15528
ZIXI
2008-08-08T00:00:00
34
79
41
84
5
80
83
75
92
92
55
64
86
8
99
3
40
95
98
85
74
30
97
38
23
0.033088
ZIXI
2008-08-15T00:00:00
34
79
24
84
31
73
79
77
90
90
33
64
86
14
100
3
39
95
98
79
82
46
95
62
13
-0.003559
ZIXI
2008-08-22T00:00:00
34
79
44
83
4
56
32
34
89
89
49
64
86
8
100
3
39
95
98
43
83
46
96
65
12
0.014286
ZIXI
2008-08-29T00:00:00
34
80
23
83
37
53
41
76
88
88
31
64
86
14
99
3
39
95
98
46
83
49
95
66
12
-0.021127
ZIXI
2008-09-05T00:00:00
34
80
44
83
5
56
49
65
87
87
50
64
86
8
99
3
39
95
98
52
83
48
95
61
15
-0.028777
ZIXI
2008-09-12T00:00:00
34
80
43
83
7
95
95
94
90
90
49
67
86
8
100
3
39
95
98
97
77
45
100
60
11
-0.177778
ZIXI
2008-09-19T00:00:00
34
79
28
83
31
72
66
30
91
91
34
64
86
13
99
3
39
95
98
73
90
78
99
54
29
0.184685
ZIXI
2008-09-26T00:00:00
34
79
20
83
46
40
11
70
87
87
27
65
86
16
95
3
39
95
98
22
91
79
100
56
29
-0.098859
ZIXI
2008-10-03T00:00:00
34
79
22
83
45
44
22
64
85
85
30
66
86
15
97
3
39
95
98
30
89
79
99
48
27
-0.139241
ZIXI
2008-10-10T00:00:00
34
79
39
83
13
38
23
75
82
82
64
68
86
9
92
4
39
96
98
27
83
76
99
45
55
-0.245098
ZIXI
2008-10-17T00:00:00
34
79
32
83
25
42
43
25
85
85
54
65
86
11
89
4
39
95
98
40
88
80
99
60
85
0.207792
ZIXI
2008-10-24T00:00:00
34
78
30
83
29
38
26
35
84
84
52
66
86
12
74
4
39
95
98
28
90
80
98
54
83
-0.086022
ZIXI
2008-10-31T00:00:00
34
78
43
83
8
38
34
50
76
76
67
66
86
7
68
3
39
95
98
33
92
73
98
48
85
0.052941
ZIXI
2008-11-07T00:00:00
35
78
30
82
31
24
13
27
74
74
56
65
84
12
69
3
39
95
98
15
88
75
99
56
85
0.027933
ZIXI
2008-11-14T00:00:00
35
77
34
43
23
43
48
60
73
73
64
65
94
18
64
4
39
97
98
44
88
75
99
55
86
-0.141304
ZIXI
2008-11-21T00:00:00
35
77
29
43
36
37
31
66
72
72
60
67
94
20
54
3
39
97
98
32
86
71
98
58
57
-0.196203
ZIXI
2008-11-28T00:00:00
35
78
35
43
24
35
29
63
66
66
64
66
94
17
33
3
39
97
97
31
86
69
98
49
59
0.165354
ZIXI
2008-12-05T00:00:00
35
78
45
43
8
33
28
87
66
66
71
68
94
13
30
3
39
97
97
30
87
65
99
48
58
-0.155405
ZIXI
2008-12-12T00:00:00
35
78
44
44
9
48
58
88
62
62
70
69
94
13
32
3
39
98
97
53
88
68
99
52
59
-0.04
ZIXI
2008-12-19T00:00:00
35
79
39
44
17
50
61
90
59
59
68
70
94
15
53
3
39
98
97
56
88
67
99
53
60
-0.075
ZIXI
2008-12-26T00:00:00
35
79
42
44
12
46
44
87
55
55
70
70
94
14
49
3
39
98
97
44
89
67
99
54
59
-0.036036
ZIXI
2009-01-02T00:00:00
35
79
44
44
11
54
65
24
64
64
70
69
94
13
46
3
39
97
97
61
87
65
100
53
59
0.214953
ZIXI
2009-01-09T00:00:00
36
78
37
44
23
50
49
9
69
69
24
66
94
23
34
3
39
97
97
49
87
38
99
70
60
0.207692
ZIXI
2009-01-16T00:00:00
36
77
40
44
17
44
39
20
68
68
23
66
94
18
61
3
39
97
98
41
85
32
99
72
64
-0.070064
ZIXI
2009-01-23T00:00:00
36
77
38
44
21
45
38
66
69
69
24
68
94
18
55
3
39
97
98
40
87
36
99
71
62
-0.130137
ZIXI
2009-01-30T00:00:00
36
77
34
44
29
37
20
51
66
66
24
68
94
20
38
3
39
97
97
26
87
31
99
72
63
0.023622
ZIXI
2009-02-06T00:00:00
36
78
32
44
35
33
15
62
65
65
24
68
94
21
37
3
39
97
97
21
86
31
98
72
65
0.007692
ZIXI
2009-02-13T00:00:00
37
78
32
45
37
28
12
51
62
62
26
68
93
22
28
3
39
97
98
17
85
17
98
80
67
-0.030534
ZIXI
2009-02-20T00:00:00
37
78
46
45
11
27
14
72
63
63
26
69
93
16
33
3
39
97
97
18
85
15
99
80
67
-0.11811
ZIXI
2009-02-27T00:00:00
38
79
34
45
34
31
45
85
63
63
28
70
93
22
40
3
39
98
97
32
86
15
99
81
66
-0.125
ZIXI
2009-03-06T00:00:00
42
78
39
72
26
51
86
65
60
60
31
70
80
18
32
3
40
97
97
76
86
18
98
82
68
-0.071429
ZIXI
2009-03-13T00:00:00
44
78
39
72
29
52
85
53
55
55
35
70
82
19
22
3
40
97
97
73
86
18
99
83
69
0.120879
ZIXI
2009-03-20T00:00:00
46
79
22
71
58
41
49
44
47
47
36
70
82
28
30
97
40
97
96
43
86
18
98
83
69
0.039216
ZIXI
2009-03-27T00:00:00
46
80
47
71
13
44
54
86
44
44
37
71
82
17
39
97
40
97
95
48
89
34
98
90
71
-0.028302
ZIXI
2009-04-03T00:00:00
47
80
33
69
40
41
43
39
47
47
37
69
81
24
32
97
40
97
96
39
87
27
94
89
72
0.126214
ZIXI
2009-04-10T00:00:00
48
80
40
69
29
40
45
46
46
46
37
69
81
24
43
97
40
97
95
39
86
24
92
89
75
0.017241
ZIXI
2009-04-17T00:00:00
48
80
30
69
46
39
30
42
45
45
37
70
81
25
46
97
40
97
95
32
86
25
91
90
75
0.025424
ZIXI
2009-04-24T00:00:00
48
80
30
69
47
32
18
43
43
43
37
70
81
24
42
97
40
97
96
22
85
24
92
90
76
0.014876
ZIXI
2009-05-01T00:00:00
47
80
33
70
41
36
30
69
41
41
37
71
81
23
56
97
40
97
96
31
86
27
92
90
76
-0.022801
ZIXI
2009-05-08T00:00:00
43
81
46
15
18
35
33
73
36
36
37
71
90
19
71
88
41
74
94
31
86
30
93
91
76
0.008333
ZIXI
2009-05-15T00:00:00
40
81
42
16
24
33
40
67
34
34
36
72
89
22
63
44
41
75
94
32
86
28
94
91
77
-0.041322
ZIXI
2009-05-22T00:00:00
40
79
38
16
32
22
18
8
54
54
36
69
89
24
41
44
41
74
95
14
84
27
90
89
79
0.224138
ZIXI
2009-05-29T00:00:00
40
79
27
16
49
27
52
4
57
57
36
67
89
30
30
44
41
73
95
34
44
10
65
90
79
0.169014
ZIXI
2009-06-05T00:00:00
40
79
33
16
39
27
55
29
57
57
36
68
89
26
28
44
42
73
95
36
46
12
75
90
79
-0.018072
ZIXI
2009-06-12T00:00:00
40
79
22
16
60
25
50
18
55
55
35
68
89
34
29
44
42
73
95
30
45
13
79
90
80
0.03681
ZIXI
2009-06-19T00:00:00
40
79
37
16
33
25
50
58
56
56
35
68
89
25
28
44
42
74
95
32
75
18
85
90
81
-0.059172
ZIXI
2009-06-26T00:00:00
40
79
23
16
55
19
33
5
59
59
34
67
89
33
15
43
42
73
95
20
32
9
85
89
81
0.138365
ZIXI
2009-07-03T00:00:00
40
79
22
16
58
13
27
75
64
64
35
68
89
34
25
50
42
74
95
13
47
13
75
88
79
-0.121547
ZIXI
2009-07-10T00:00:00
40
79
39
16
25
14
26
61
63
63
35
68
89
21
26
50
42
74
95
15
53
16
75
87
78
-0.031447
ZIXI
2009-07-17T00:00:00
40
79
23
16
54
43
83
52
63
63
35
68
89
34
21
50
42
73
95
66
59
13
73
87
77
0.077922