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
2011-06-24T00:00:00
76
14
25
91
2
32
6
4
72
72
42
61
2
29
90
63
46
90
65
16
61
61
25
60
100
0.099707
ZIXI
2011-07-01T00:00:00
76
14
23
91
3
35
12
16
70
70
38
61
2
29
92
63
46
90
65
19
64
60
23
53
100
0.037333
ZIXI
2011-07-08T00:00:00
75
14
24
91
3
36
21
8
66
66
39
61
2
29
92
62
46
90
66
25
52
64
20
42
97
0.048843
ZIXI
2011-07-15T00:00:00
75
14
27
92
2
39
33
29
67
67
44
61
2
27
85
62
46
90
66
34
51
60
28
38
95
-0.02451
ZIXI
2011-07-22T00:00:00
75
14
12
92
22
73
86
48
66
66
19
61
2
26
89
62
46
90
66
83
46
72
41
44
97
-0.005025
ZIXI
2011-07-29T00:00:00
75
14
11
91
26
57
67
43
63
63
18
61
2
26
82
62
46
90
67
64
51
73
50
48
97
-0.030303
ZIXI
2011-08-05T00:00:00
79
13
12
86
26
47
46
45
53
53
17
62
7
68
78
36
55
90
65
45
59
73
56
43
96
-0.070313
ZIXI
2011-08-12T00:00:00
78
14
26
86
2
55
65
64
50
50
12
62
7
70
79
36
55
90
65
61
42
69
54
45
97
-0.058824
ZIXI
2011-08-19T00:00:00
79
15
24
86
3
80
95
84
56
56
11
63
8
70
77
47
55
91
65
91
50
83
75
63
99
-0.116071
ZIXI
2011-08-26T00:00:00
78
15
16
87
14
75
94
63
58
58
6
63
8
70
64
46
55
90
65
88
48
84
74
67
99
0.06734
ZIXI
2011-09-02T00:00:00
78
15
24
86
3
78
94
65
52
52
11
62
8
70
59
46
55
90
65
89
48
84
74
69
99
-0.009464
ZIXI
2011-09-09T00:00:00
78
15
11
87
26
79
86
56
51
51
3
62
8
70
57
46
55
90
64
86
48
84
73
69
99
-0.019108
ZIXI
2011-09-16T00:00:00
79
15
16
87
13
71
73
52
48
48
6
62
8
71
50
46
55
90
63
76
50
90
68
65
99
0.045455
ZIXI
2011-09-23T00:00:00
79
15
16
86
14
74
74
58
46
46
6
63
8
70
70
46
55
90
64
77
51
90
67
61
99
-0.080745
ZIXI
2011-09-30T00:00:00
80
16
21
87
6
73
63
87
50
50
9
64
7
70
73
46
55
90
64
70
44
87
69
58
99
-0.097973
ZIXI
2011-10-07T00:00:00
81
16
17
87
13
63
52
77
49
49
4
64
8
70
72
46
55
91
63
58
43
84
71
59
99
0.003745
ZIXI
2011-10-14T00:00:00
81
17
15
86
16
45
30
71
49
49
4
64
8
69
66
46
55
90
63
36
43
88
73
57
99
0.059701
ZIXI
2011-10-21T00:00:00
81
17
21
86
7
51
37
64
47
47
4
64
8
69
60
46
55
90
63
43
36
74
68
50
100
-0.007042
ZIXI
2011-10-28T00:00:00
83
19
11
86
29
52
39
97
46
46
4
66
8
69
60
46
55
91
63
45
47
83
79
36
99
-0.088652
ZIXI
2011-11-04T00:00:00
81
19
11
97
11
50
36
71
44
44
5
65
13
80
62
41
35
90
67
42
55
77
79
37
99
0.031128
ZIXI
2011-11-11T00:00:00
79
17
19
97
5
50
44
28
47
47
5
64
3
95
45
41
35
89
68
46
53
76
79
36
99
0.056604
ZIXI
2011-11-18T00:00:00
79
18
3
97
32
50
44
24
45
45
5
64
3
95
41
45
34
89
69
46
52
75
79
36
99
-0.017857
ZIXI
2011-11-25T00:00:00
79
18
10
97
17
34
21
66
47
47
5
65
3
95
67
45
34
90
69
25
57
81
81
37
99
-0.094545
ZIXI
2011-12-02T00:00:00
79
18
8
97
18
35
20
46
51
51
5
64
3
95
64
45
34
89
69
25
61
80
80
40
99
0.096386
ZIXI
2011-12-09T00:00:00
80
18
13
97
9
33
21
50
47
47
5
64
3
95
47
45
34
90
69
24
63
83
82
37
98
-0.003663
ZIXI
2011-12-16T00:00:00
79
17
14
97
9
34
23
7
45
45
5
63
3
95
39
45
34
89
70
24
61
75
82
36
98
0.033088
ZIXI
2011-12-23T00:00:00
78
16
12
97
13
21
5
11
44
44
5
63
3
95
45
45
34
89
70
10
58
72
80
39
99
0.049822
ZIXI
2011-12-30T00:00:00
79
17
5
97
30
25
12
61
47
47
5
64
3
95
43
45
34
89
70
15
61
80
79
41
99
-0.044068
ZIXI
2012-01-06T00:00:00
78
16
14
97
10
32
46
24
46
46
4
63
3
96
35
45
34
89
68
36
41
63
72
46
96
0.049645
ZIXI
2012-01-13T00:00:00
79
17
13
97
11
35
51
50
44
44
4
64
3
96
35
45
34
89
68
41
41
66
74
47
96
0.003378
ZIXI
2012-01-20T00:00:00
78
16
6
97
30
32
31
29
43
43
4
63
3
96
30
45
34
90
69
29
41
62
75
48
95
0.040404
ZIXI
2012-01-27T00:00:00
78
16
24
98
3
34
48
35
42
42
4
63
3
96
25
45
34
89
69
38
41
58
75
49
94
0.02589
ZIXI
2012-02-03T00:00:00
78
16
17
98
9
32
49
29
36
36
4
63
3
95
26
45
34
90
69
38
38
32
75
56
94
0.050473
ZIXI
2012-02-10T00:00:00
79
17
21
97
6
45
81
77
42
42
5
64
3
95
42
45
34
89
68
64
38
41
71
54
93
-0.057057
ZIXI
2012-02-17T00:00:00
79
17
7
97
29
51
83
58
40
40
4
64
3
95
45
45
34
89
69
68
36
48
73
54
93
0.022293
ZIXI
2012-02-24T00:00:00
80
18
13
97
16
41
52
96
49
49
5
65
3
95
52
43
34
90
68
45
38
50
75
52
94
-0.074766
ZIXI
2012-03-02T00:00:00
82
18
12
97
18
53
77
87
46
46
5
65
15
94
52
44
34
90
67
68
39
41
77
52
81
-0.037037
ZIXI
2012-03-09T00:00:00
96
21
15
74
39
47
62
63
45
45
37
65
14
94
53
8
33
90
65
56
41
43
75
52
80
0.031469
ZIXI
2012-03-16T00:00:00
96
21
17
74
29
50
69
82
43
43
43
66
14
94
67
9
33
90
64
62
43
39
77
54
81
-0.016949
ZIXI
2012-03-23T00:00:00
96
21
25
74
5
53
69
52
43
43
55
66
14
94
58
9
33
90
64
65
42
40
78
54
83
0.010345
ZIXI
2012-03-30T00:00:00
96
22
15
73
42
54
71
70
41
41
40
66
14
94
39
9
34
90
63
65
42
42
78
54
83
-0.006826
ZIXI
2012-04-06T00:00:00
96
21
22
73
9
38
46
35
39
39
51
66
14
83
43
9
34
89
62
39
42
41
78
52
85
0.003436
ZIXI
2012-04-13T00:00:00
96
22
23
72
9
42
49
71
39
39
50
66
14
83
56
9
34
89
61
44
41
32
80
51
88
-0.044521
ZIXI
2012-04-20T00:00:00
96
20
15
72
39
22
12
10
49
49
31
66
14
83
49
9
34
89
63
13
63
46
90
47
76
0.075269
ZIXI
2012-04-27T00:00:00
96
21
20
73
16
20
13
69
47
47
44
66
14
83
56
9
33
89
63
13
50
46
68
36
78
-0.03
ZIXI
2012-05-04T00:00:00
78
22
11
75
21
25
25
60
41
41
28
67
7
95
63
21
36
91
72
22
50
30
69
38
71
-0.037801
ZIXI
2012-05-11T00:00:00
78
22
10
79
23
21
17
54
39
39
28
67
7
94
58
22
36
91
72
16
53
38
71
37
68
0.003571
ZIXI
2012-05-18T00:00:00
78
20
4
80
44
24
30
34
33
33
18
66
7
95
54
21
36
91
73
24
55
47
79
37
71
-0.021352
ZIXI
2012-05-25T00:00:00
79
21
19
80
10
22
25
64
30
30
39
67
7
94
42
21
36
91
72
21
56
37
81
37
67
-0.014545
ZIXI
2012-06-01T00:00:00
81
24
2
80
50
25
42
91
41
41
15
68
7
94
55
21
36
91
70
31
64
35
79
36
57
-0.092251
ZIXI
2012-06-08T00:00:00
81
23
22
81
7
22
30
74
41
41
43
68
7
94
58
21
36
91
71
23
86
57
83
38
48
0.04065
ZIXI
2012-06-15T00:00:00
80
23
3
80
50
37
76
43
41
41
16
67
7
94
47
20
36
91
72
57
85
60
85
35
43
0.027344
ZIXI
2012-06-22T00:00:00
80
24
3
80
49
27
39
56
38
38
16
68
7
94
37
17
36
91
71
31
90
61
84
35
41
-0.011407
ZIXI
2012-06-29T00:00:00
81
24
3
80
49
27
37
72
31
31
17
68
7
95
36
17
36
91
71
30
90
57
85
35
38
0
ZIXI
2012-07-06T00:00:00
81
24
21
80
11
31
45
88
31
31
40
69
7
94
42
17
36
92
71
36
76
32
66
62
20
-0.019231
ZIXI
2012-07-13T00:00:00
80
23
19
80
14
37
57
35
33
33
38
68
7
95
30
17
36
91
71
46
41
40
73
64
23
0.031373
ZIXI
2012-07-20T00:00:00
81
25
18
80
14
31
43
81
34
34
37
68
7
95
44
17
36
92
70
35
52
36
73
65
17
-0.053232
ZIXI
2012-07-27T00:00:00
82
26
8
80
39
22
17
76
33
33
24
69
7
95
33
17
36
92
71
17
53
36
72
68
12
-0.008032
ZIXI
2012-08-03T00:00:00
81
25
21
79
11
24
24
71
31
31
39
69
16
94
32
18
36
91
70
20
64
44
69
68
8
-0.004049
ZIXI
2012-08-10T00:00:00
84
26
3
96
58
28
41
72
25
25
4
69
12
96
39
48
37
91
75
31
66
43
68
64
7
-0.004065
ZIXI
2012-08-17T00:00:00
82
24
14
96
23
27
35
10
40
40
10
68
12
96
41
47
37
91
75
28
41
41
68
56
15
0.089796
ZIXI
2012-08-24T00:00:00
84
26
11
97
31
24
27
82
44
44
8
69
12
96
36
46
37
91
73
22
43
51
66
68
26
-0.067416
ZIXI
2012-08-31T00:00:00
83
25
10
96
34
24
18
24
45
45
8
68
12
96
25
46
37
91
73
17
39
47
66
55
21
0.032129
ZIXI
2012-09-07T00:00:00
82
24
9
97
37
30
49
23
46
46
8
68
12
96
26
46
37
91
73
37
29
40
66
52
22
0.050584
ZIXI
2012-09-14T00:00:00
81
22
22
97
11
24
22
15
46
46
14
68
12
96
21
46
37
91
74
20
28
50
58
61
17
0.055556
ZIXI
2012-09-21T00:00:00
80
21
21
97
13
22
22
8
45
45
13
67
12
96
21
46
37
90
73
19
24
42
58
45
25
0.042105
ZIXI
2012-09-28T00:00:00
81
22
11
97
32
25
26
40
45
45
9
68
12
96
24
46
36
90
74
23
23
47
60
49
27
-0.037037
ZIXI
2012-10-05T00:00:00
81
21
14
97
23
22
23
26
44
44
7
67
12
96
23
46
36
90
75
19
20
51
63
50
27
0.020979
ZIXI
2012-10-12T00:00:00
80
21
9
97
37
34
75
16
42
42
6
67
12
96
23
46
36
90
74
55
19
59
63
43
27
0.010274
ZIXI
2012-10-19T00:00:00
80
20
20
97
13
23
24
45
42
42
6
67
12
96
35
46
36
90
72
20
22
49
70
44
28
-0.016949
ZIXI
2012-10-26T00:00:00
80
21
11
96
31
27
57
38
37
37
7
67
12
97
39
46
36
90
70
39
25
49
71
43
30
0
ZIXI
2012-11-02T00:00:00
80
21
9
96
36
34
73
50
31
31
2
67
11
97
24
53
36
90
76
53
27
36
75
48
15
0.003448
ZIXI
2012-11-09T00:00:00
64
21
12
95
29
42
81
43
29
29
8
67
11
95
21
63
34
93
75
64
28
28
71
46
16
-0.017182
ZIXI
2012-11-16T00:00:00
65
24
15
95
20
57
92
91
51
51
10
68
11
95
40
62
34
93
74
79
33
38
89
49
27
-0.122378
ZIXI
2012-11-23T00:00:00
65
24
6
95
48
49
78
80
50
50
4
68
11
95
34
62
34
93
74
66
30
34
86
55
31
0.043825
ZIXI
2012-11-30T00:00:00
65
22
23
95
10
54
81
46
50
50
13
68
11
95
22
61
34
93
75
70
32
28
88
54
33
0.045802
ZIXI
2012-12-07T00:00:00
64
23
11
95
32
62
89
47
49
49
7
67
11
95
22
61
34
93
74
80
33
29
88
53
33
-0.007299
ZIXI
2012-12-14T00:00:00
65
24
3
95
59
57
72
65
47
47
3
68
11
95
26
61
34
93
74
67
28
27
88
57
30
-0.011029
ZIXI
2012-12-21T00:00:00
64
22
19
95
16
59
74
44
47
47
10
68
11
95
20
61
34
93
74
69
34
37
84
59
29
0.037175
ZIXI
2012-12-28T00:00:00
64
22
9
95
37
59
66
12
46
46
6
67
11
95
18
61
34
93
75
65
43
40
88
64
44
0.010753
ZIXI
2013-01-04T00:00:00
64
23
9
95
39
60
66
49
42
42
6
68
11
83
20
61
34
93
74
65
41
42
85
66
35
0.028369
ZIXI
2013-01-11T00:00:00
63
20
17
95
19
30
20
9
49
49
14
67
11
83
18
61
34
93
75
22
43
16
46
66
35
0.07931
ZIXI
2013-01-18T00:00:00
64
21
23
95
11
32
23
58
50
50
20
67
11
83
24
61
34
93
74
24
42
13
46
68
39
-0.031949
ZIXI
2013-01-25T00:00:00
64
20
3
95
57
39
41
12
43
43
3
66
11
83
18
61
34
93
75
37
33
5
50
67
36
0.052805
ZIXI
2013-02-01T00:00:00
63
19
11
95
33
38
43
11
43
43
9
66
11
83
16
61
34
93
75
38
38
5
41
69
39
0.053292
ZIXI
2013-02-08T00:00:00
63
19
17
94
19
34
36
36
44
44
15
66
11
83
22
61
34
93
77
31
36
5
42
65
47
-0.017857
ZIXI
2013-02-15T00:00:00
63
19
18
94
19
42
51
21
42
42
15
66
11
83
19
60
33
93
78
44
34
4
42
64
48
0.024242
ZIXI
2013-02-22T00:00:00
63
18
5
94
51
49
78
11
39
39
4
65
11
83
21
59
34
92
79
66
41
3
43
64
53
0.029586
ZIXI
2013-03-01T00:00:00
63
15
12
94
29
44
53
4
41
41
9
64
11
83
16
59
33
92
81
48
65
3
65
60
60
0.060345
ZIXI
2013-03-08T00:00:00
63
16
20
93
12
70
89
34
40
40
15
65
11
84
20
4
34
92
77
84
70
4
68
59
59
-0.00542
ZIXI
2013-03-15T00:00:00
86
7
13
32
58
54
62
12
41
41
78
64
8
34
15
9
31
95
64
60
62
4
63
55
40
0.043597
ZIXI
2013-03-22T00:00:00
86
8
20
32
20
66
82
75
47
47
90
65
8
35
22
9
31
95
60
77
56
2
55
58
35
-0.049608
ZIXI
2013-03-29T00:00:00
87
9
15
32
51
76
90
77
46
46
81
65
8
35
27
10
31
95
61
87
50
2
60
64
46
-0.016484
ZIXI
2013-04-05T00:00:00
86
8
23
31
9
72
77
51
41
41
94
65
8
34
23
9
31
95
59
78
53
3
54
64
51
-0.002793
ZIXI
2013-04-12T00:00:00
86
8
18
31
27
75
82
27
40
40
98
65
8
25
27
9
31
95
61
82
53
7
51
64
49
0.039216
ZIXI
2013-04-19T00:00:00
86
8
15
31
45
81
89
25
37
37
94
65
8
25
13
9
31
95
61
89
53
6
50
61
45
-0.010782
ZIXI
2013-04-26T00:00:00
86
8
16
33
32
87
96
64
35
35
96
65
8
25
23
9
31
95
63
94
71
7
48
62
36
-0.00545
ZIXI
2013-05-03T00:00:00
86
7
18
35
23
85
87
46
33
33
97
65
11
26
27
10
31
95
50
89
64
5
47
70
24
0.021918
ZIXI
2013-05-10T00:00:00
39
7
7
50
36
89
92
80
30
30
55
65
17
66
33
81
30
96
50
93
68
10
52
68
25
-0.021448
ZIXI
2013-05-17T00:00:00
40
6
21
51
8
81
59
14
43
43
77
65
17
66
16
82
30
96
52
73
68
8
55
52
24
0.084932