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
2015-04-24T00:00:00
46
4
14
78
25
72
89
4
65
65
24
68
41
96
20
100
38
94
42
85
90
77
1
58
50
0.131841
ZIXI
2015-05-01T00:00:00
46
4
8
80
42
81
94
16
64
64
36
68
37
96
17
100
38
94
42
91
92
78
1
59
48
-0.017582
ZIXI
2015-05-08T00:00:00
52
4
12
75
27
68
68
25
62
62
37
68
42
95
17
67
35
94
22
70
92
75
2
61
49
-0.008949
ZIXI
2015-05-15T00:00:00
53
4
6
76
45
72
78
11
61
61
37
67
42
95
23
67
35
94
22
78
91
80
2
58
49
0.045147
ZIXI
2015-05-22T00:00:00
53
4
14
76
25
67
50
27
59
59
37
67
42
95
24
66
35
94
23
60
92
77
1
58
48
-0.00432
ZIXI
2015-05-29T00:00:00
54
4
8
77
41
66
55
26
59
59
37
68
42
95
29
67
35
94
22
63
91
81
2
45
73
-0.004338
ZIXI
2015-06-05T00:00:00
53
4
15
77
25
67
49
17
57
57
38
67
42
95
26
67
35
94
22
61
92
85
2
48
70
0.03268
ZIXI
2015-06-12T00:00:00
53
4
15
78
23
70
63
6
58
58
38
67
42
95
19
67
35
94
22
72
91
87
1
47
68
0.059072
ZIXI
2015-06-19T00:00:00
53
3
8
78
39
88
96
3
59
59
37
66
42
95
16
67
35
94
23
95
95
88
2
53
84
0.083665
ZIXI
2015-06-26T00:00:00
53
3
6
78
40
87
92
39
63
63
37
66
42
95
25
66
35
94
22
94
89
82
2
50
70
-0.049632
ZIXI
2015-07-03T00:00:00
53
3
25
78
8
86
89
34
59
59
37
66
42
96
28
66
35
94
22
92
72
53
1
45
46
-0.009671
ZIXI
2015-07-10T00:00:00
53
3
5
77
44
89
94
16
58
58
36
66
42
81
20
66
35
94
23
94
69
47
1
44
43
0.033203
ZIXI
2015-07-17T00:00:00
53
3
12
77
28
86
90
22
57
57
36
66
42
81
29
66
35
94
24
91
70
45
1
45
38
0.007561
ZIXI
2015-07-24T00:00:00
53
4
8
77
35
86
87
66
60
60
35
66
42
81
30
66
35
94
23
89
75
47
1
53
28
-0.06379
ZIXI
2015-07-31T00:00:00
52
4
15
76
22
89
89
83
58
58
35
66
42
81
32
66
35
94
23
92
72
51
4
52
21
-0.022044
ZIXI
2015-08-07T00:00:00
50
4
16
81
16
92
95
61
54
54
37
66
43
78
25
92
34
93
16
96
74
43
5
45
20
-0.004098
ZIXI
2015-08-14T00:00:00
49
4
7
81
38
95
98
45
53
53
36
66
43
78
25
92
33
93
17
98
73
43
5
47
19
0.014403
ZIXI
2015-08-21T00:00:00
49
4
25
81
6
92
90
82
58
58
37
67
43
78
45
92
33
93
16
94
16
29
12
77
2
-0.096349
ZIXI
2015-08-28T00:00:00
49
4
4
81
47
93
90
85
52
52
36
67
43
78
47
92
33
93
16
94
15
25
12
72
3
-0.005612
ZIXI
2015-09-04T00:00:00
49
4
6
81
37
95
95
38
52
52
36
67
43
78
46
93
33
93
16
97
13
32
11
65
3
0.024831
ZIXI
2015-09-11T00:00:00
49
4
12
81
23
93
90
20
51
51
37
67
43
78
46
92
33
93
17
94
9
31
20
72
2
0.028634
ZIXI
2015-09-18T00:00:00
49
5
10
81
30
90
54
90
52
52
36
68
43
78
68
93
33
93
16
74
20
26
31
76
3
-0.072805
ZIXI
2015-09-25T00:00:00
49
4
10
81
30
84
38
68
50
50
36
68
43
78
74
93
33
93
16
61
19
45
29
76
3
-0.011547
ZIXI
2015-10-02T00:00:00
49
4
12
81
26
86
46
66
47
47
36
68
43
78
73
93
33
93
16
67
17
39
28
76
3
-0.007009
ZIXI
2015-10-09T00:00:00
49
4
21
81
9
87
50
45
46
46
34
68
43
78
77
93
33
93
16
71
19
34
34
79
1
0.042353
ZIXI
2015-10-16T00:00:00
49
4
10
81
29
69
29
16
48
48
34
67
43
78
73
93
33
93
17
48
15
31
33
77
1
0.045147
ZIXI
2015-10-23T00:00:00
49
3
4
81
44
69
22
5
53
53
34
65
43
78
88
93
33
92
18
44
15
20
20
81
2
0.084233
ZIXI
2015-10-30T00:00:00
48
3
14
80
20
78
52
5
48
48
34
65
43
77
85
92
33
92
19
67
17
16
21
83
2
0.031873
ZIXI
2015-11-06T00:00:00
65
3
18
98
16
84
71
28
45
45
81
66
68
92
88
91
39
91
17
81
23
19
22
75
3
0
ZIXI
2015-11-13T00:00:00
65
3
11
98
27
59
18
19
42
42
77
66
68
73
89
91
38
90
17
36
20
14
26
73
4
-0.009653
ZIXI
2015-11-20T00:00:00
64
3
21
98
9
62
31
5
45
45
85
64
68
73
88
91
38
90
17
45
23
20
43
64
4
0.070175
ZIXI
2015-11-27T00:00:00
64
3
14
98
19
64
32
5
41
41
80
64
68
73
86
91
38
89
17
47
23
18
42
64
4
0.043716
ZIXI
2015-12-04T00:00:00
64
3
23
98
7
69
37
28
42
42
86
64
68
73
86
91
38
90
19
52
23
15
51
64
2
-0.022688
ZIXI
2015-12-11T00:00:00
64
3
20
98
11
83
71
45
42
42
84
64
68
73
86
91
38
90
18
83
22
14
51
67
2
-0.042857
ZIXI
2015-12-18T00:00:00
64
3
13
98
20
95
90
62
42
42
80
65
68
73
75
91
38
90
18
95
23
11
50
67
4
-0.020522
ZIXI
2015-12-25T00:00:00
64
3
18
98
14
97
94
81
40
40
82
65
68
73
75
91
38
90
18
97
30
9
57
61
2
-0.001905
ZIXI
2016-01-01T00:00:00
65
3
10
98
28
94
87
87
38
38
77
66
68
72
85
91
38
90
18
93
25
8
74
64
18
-0.030534
ZIXI
2016-01-08T00:00:00
65
3
14
98
21
95
91
82
44
44
77
66
68
78
89
91
38
90
17
95
22
6
75
66
16
-0.096457
ZIXI
2016-01-15T00:00:00
65
3
7
98
37
97
96
53
42
42
69
66
68
78
81
91
38
90
17
98
24
9
74
59
16
-0.010893
ZIXI
2016-01-22T00:00:00
65
4
11
98
29
98
97
79
40
40
73
66
68
78
84
91
38
90
17
99
20
4
68
62
28
-0.024229
ZIXI
2016-01-29T00:00:00
66
4
14
98
20
97
92
66
35
35
77
66
69
78
87
91
38
90
17
97
19
4
68
63
27
0.013544
ZIXI
2016-02-05T00:00:00
66
4
5
98
43
96
80
80
33
33
67
67
68
78
90
91
38
90
17
91
17
4
64
67
19
-0.064588
ZIXI
2016-02-12T00:00:00
65
3
9
98
33
94
61
43
33
33
72
66
68
78
90
91
38
90
18
81
17
3
71
60
16
0.016667
ZIXI
2016-02-19T00:00:00
70
6
12
98
24
91
40
98
54
54
76
69
68
78
95
91
38
92
16
68
30
46
67
43
54
-0.173302
ZIXI
2016-02-26T00:00:00
68
4
17
98
14
80
31
54
64
64
82
68
67
77
90
90
38
91
17
55
30
30
71
69
40
0.135977
ZIXI
2016-03-04T00:00:00
69
4
5
98
42
65
28
70
62
62
75
68
67
77
90
89
38
91
17
46
30
32
74
70
49
0.01995
ZIXI
2016-03-11T00:00:00
48
5
8
80
35
70
46
44
60
60
44
68
77
89
93
98
36
92
25
59
28
30
73
70
47
0.012225
ZIXI
2016-03-18T00:00:00
48
6
5
80
42
62
33
97
62
62
40
69
77
89
95
98
36
92
24
47
37
35
52
59
45
-0.101449
ZIXI
2016-03-25T00:00:00
48
6
9
79
31
61
33
88
62
62
45
69
77
89
97
98
36
92
24
45
37
33
49
58
45
-0.005376
ZIXI
2016-04-01T00:00:00
48
6
12
78
26
54
26
43
63
63
49
69
77
90
96
98
36
92
25
38
34
29
48
58
47
0.054054
ZIXI
2016-04-08T00:00:00
48
6
11
78
28
61
43
57
62
62
22
69
76
94
97
98
36
92
25
52
34
30
45
57
50
-0.020513
ZIXI
2016-04-15T00:00:00
48
6
18
78
13
28
6
51
61
61
34
69
76
94
97
98
36
92
25
14
35
32
43
59
49
0.02356
ZIXI
2016-04-22T00:00:00
48
5
16
78
18
38
16
32
62
62
30
69
76
94
96
98
36
92
27
23
31
28
44
62
42
0.048593
ZIXI
2016-04-29T00:00:00
49
7
7
80
39
34
15
89
62
62
17
70
77
94
97
98
36
92
26
18
38
32
54
51
44
-0.090244
ZIXI
2016-05-06T00:00:00
64
7
5
88
44
34
20
62
57
57
79
69
76
93
96
81
37
93
31
20
40
35
55
50
43
0.005362
ZIXI
2016-05-13T00:00:00
65
7
14
89
24
24
6
54
56
56
87
69
75
92
97
81
37
93
31
11
43
32
58
55
39
0.005333
ZIXI
2016-05-20T00:00:00
65
7
14
90
24
23
7
35
55
55
85
69
76
92
88
81
37
93
31
12
46
29
56
53
38
0.007958
ZIXI
2016-05-27T00:00:00
65
6
12
90
32
29
27
15
53
53
83
69
75
92
91
80
37
93
32
23
36
32
52
50
41
0.060526
ZIXI
2016-06-03T00:00:00
65
6
5
90
46
28
18
19
53
53
76
69
75
92
85
80
37
93
32
19
33
28
52
50
41
0.024814
ZIXI
2016-06-10T00:00:00
66
6
14
91
25
26
28
43
52
52
86
69
75
92
79
80
37
93
31
21
32
28
50
50
43
-0.01937
ZIXI
2016-06-17T00:00:00
65
6
6
91
44
28
53
46
50
50
77
68
75
92
55
81
37
93
31
36
33
27
51
49
42
-0.007407
ZIXI
2016-06-24T00:00:00
66
7
25
91
9
22
11
90
55
55
94
70
75
93
69
80
37
94
31
13
35
27
26
51
27
-0.074627
ZIXI
2016-07-01T00:00:00
66
7
28
91
7
28
25
77
53
53
96
70
75
93
68
80
37
94
31
24
38
36
42
50
21
0.018817
ZIXI
2016-07-08T00:00:00
66
7
17
91
23
31
33
51
50
50
88
69
75
88
58
80
37
94
32
29
31
44
33
48
23
0.029024
ZIXI
2016-07-15T00:00:00
66
8
5
91
48
29
40
57
49
49
78
69
75
89
56
81
37
94
33
31
31
45
33
48
23
0.007692
ZIXI
2016-07-22T00:00:00
65
6
10
91
37
35
70
13
53
53
83
69
75
89
39
81
37
94
31
52
26
52
30
51
48
0.058524
ZIXI
2016-07-29T00:00:00
65
7
13
91
34
38
79
58
52
52
84
69
76
88
49
80
37
93
31
60
34
48
20
46
51
-0.024038
ZIXI
2016-08-05T00:00:00
46
7
13
90
37
35
64
87
52
52
34
70
67
96
53
83
42
95
21
49
35
54
21
46
52
-0.051724
ZIXI
2016-08-12T00:00:00
44
8
22
90
17
37
63
93
51
51
52
71
66
96
63
83
42
95
21
49
38
58
23
48
53
-0.044156
ZIXI
2016-08-19T00:00:00
44
8
18
89
26
25
17
76
50
50
47
71
66
96
47
84
42
95
21
18
33
53
22
52
51
0.013587
ZIXI
2016-08-26T00:00:00
44
7
8
90
50
25
25
26
52
52
39
70
66
96
44
84
42
95
21
22
31
61
22
50
54
0.034853
ZIXI
2016-09-02T00:00:00
43
7
17
90
29
28
39
44
48
48
46
70
66
96
45
84
42
95
21
31
28
64
21
52
57
0.002591
ZIXI
2016-09-09T00:00:00
43
6
11
90
41
26
30
11
49
49
41
70
66
96
36
84
42
94
21
24
34
64
16
56
52
0.046512
ZIXI
2016-09-16T00:00:00
43
5
13
90
38
39
77
6
50
50
42
69
67
96
28
84
42
94
22
59
40
78
15
54
52
0.049383
ZIXI
2016-09-23T00:00:00
43
6
19
90
25
31
50
54
52
52
48
70
67
96
34
84
42
94
22
38
37
75
16
58
55
-0.037647
ZIXI
2016-09-30T00:00:00
43
6
12
89
42
20
17
47
49
49
41
70
67
96
31
84
42
94
22
15
43
77
17
57
52
0.002445
ZIXI
2016-10-07T00:00:00
43
6
16
89
31
16
12
63
48
48
24
70
67
96
33
85
42
94
22
12
43
78
17
58
52
-0.012195
ZIXI
2016-10-14T00:00:00
43
6
14
89
39
17
15
33
44
44
22
70
67
96
25
84
42
94
21
13
49
83
16
55
59
0
ZIXI
2016-10-21T00:00:00
43
6
14
89
38
22
48
33
41
41
22
70
67
96
20
84
43
94
23
31
44
81
14
63
63
0.012346
ZIXI
2016-10-28T00:00:00
43
5
10
89
51
23
42
41
38
38
19
70
66
97
14
85
43
94
23
29
46
46
13
72
41
-0.007317
ZIXI
2016-11-04T00:00:00
63
5
23
97
20
40
78
9
36
36
52
69
65
96
12
59
41
94
29
62
71
63
11
20
51
0.027027
ZIXI
2016-11-11T00:00:00
61
4
8
96
58
57
89
6
58
58
40
68
64
96
7
58
41
93
30
77
45
24
37
68
48
0.172249
ZIXI
2016-11-18T00:00:00
62
4
11
96
51
37
65
46
59
59
42
69
64
96
9
57
41
94
30
51
46
43
38
66
54
-0.046939
ZIXI
2016-11-25T00:00:00
63
5
17
96
36
37
64
66
59
59
49
69
64
96
10
57
41
94
30
51
41
53
51
82
56
-0.012848
ZIXI
2016-12-02T00:00:00
63
5
27
96
13
34
57
83
59
59
62
70
64
96
10
57
41
94
29
44
42
58
56
81
57
-0.056399
ZIXI
2016-12-09T00:00:00
62
5
27
96
16
40
69
42
59
59
61
69
64
96
9
57
41
94
28
55
40
53
55
81
57
0.071264
ZIXI
2016-12-16T00:00:00
63
5
6
96
65
42
70
81
60
60
38
70
64
96
14
57
41
94
27
57
42
56
50
83
61
-0.051502
ZIXI
2016-12-23T00:00:00
62
4
19
96
32
51
63
9
66
66
51
68
64
97
7
57
41
94
29
58
28
48
30
89
67
0.126697
ZIXI
2016-12-30T00:00:00
62
4
11
96
52
63
88
16
66
66
44
68
64
97
7
57
41
94
29
79
29
49
29
88
76
-0.008032
ZIXI
2017-01-06T00:00:00
62
4
20
96
28
83
96
43
65
65
74
69
64
96
8
57
41
94
29
92
34
61
21
94
83
-0.008097
ZIXI
2017-01-13T00:00:00
62
4
14
96
41
68
77
41
64
64
68
68
64
96
8
57
41
94
29
75
33
60
21
95
83
0.010204
ZIXI
2017-01-20T00:00:00
62
4
13
96
47
62
62
49
61
61
65
68
64
96
8
57
41
94
29
63
33
60
21
96
85
-0.008081
ZIXI
2017-01-27T00:00:00
63
5
12
96
47
52
41
73
61
61
65
68
64
96
10
57
41
94
29
46
34
55
23
95
85
-0.022403
ZIXI
2017-02-03T00:00:00
62
5
11
96
53
59
60
64
59
59
62
68
64
96
11
57
41
94
29
60
33
56
23
95
84
0.010417
ZIXI
2017-02-10T00:00:00
62
4
26
96
17
48
36
55
57
57
79
68
63
96
20
57
41
94
28
41
32
56
24
96
84
0.010309
ZIXI
2017-02-17T00:00:00
62
4
5
96
68
74
85
16
57
57
57
68
63
96
28
57
41
94
28
82
35
59
24
95
83
0.042857
ZIXI
2017-02-24T00:00:00
62
4
13
96
42
73
87
11
55
55
70
67
63
95
12
55
41
94
28
84
32
60
23
97
80
0.02544
ZIXI
2017-03-03T00:00:00
63
4
12
96
46
72
76
41
44
44
71
68
63
95
14
55
41
94
27
79
38
63
38
97
94
-0.017176
ZIXI
2017-03-10T00:00:00
68
4
22
59
52
73
80
57
44
44
68
67
71
93
32
43
38
94
18
81
46
59
42
97
95
-0.025243
ZIXI
2017-03-17T00:00:00
68
4
25
59
30
72
72
60
42
42
75
68
71
94
45
44
39
94
18
78
48
58
49
97
94
0.00996