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
2017-03-24T00:00:00
69
5
26
59
27
62
45
92
55
55
75
69
71
94
61
43
39
94
17
55
41
59
43
98
61
-0.086785
ZIXI
2017-03-31T00:00:00
69
5
20
58
57
63
42
71
56
56
69
68
71
94
46
44
39
94
17
54
46
55
46
98
29
0.038877
ZIXI
2017-04-07T00:00:00
68
4
25
58
30
63
49
32
56
56
74
68
71
79
50
44
39
94
18
58
33
57
45
96
41
0.027027
ZIXI
2017-04-14T00:00:00
67
4
24
58
34
73
78
9
55
55
72
67
71
79
50
44
38
94
18
80
41
60
39
96
27
0.032389
ZIXI
2017-04-21T00:00:00
66
4
19
58
61
82
82
5
54
54
59
67
72
80
48
44
38
93
18
86
37
63
35
92
16
0.052941
ZIXI
2017-04-28T00:00:00
67
4
27
61
19
77
70
19
52
52
76
67
73
79
55
45
38
94
18
77
36
63
36
92
16
0.011173
ZIXI
2017-05-05T00:00:00
66
3
27
65
17
74
59
16
50
50
97
67
73
80
44
53
38
94
30
70
37
61
37
92
14
0.014733
ZIXI
2017-05-12T00:00:00
62
4
13
89
35
71
57
32
47
47
78
67
57
78
60
70
42
94
45
67
34
63
37
92
15
-0.00726
ZIXI
2017-05-19T00:00:00
62
3
19
89
26
41
18
5
50
50
81
66
57
78
39
70
42
93
47
26
26
65
60
87
15
0.063985
ZIXI
2017-05-26T00:00:00
62
3
9
90
50
48
26
11
49
49
70
66
57
78
38
70
42
93
47
33
23
60
62
88
16
0.015464
ZIXI
2017-06-02T00:00:00
62
3
4
90
61
62
53
9
39
39
63
66
57
78
29
69
42
93
47
59
18
59
66
92
11
0.028765
ZIXI
2017-06-09T00:00:00
62
3
6
91
54
79
81
10
37
37
67
66
57
79
24
69
42
93
46
85
18
61
67
92
12
0.029605
ZIXI
2017-06-16T00:00:00
62
4
14
91
30
85
94
81
55
55
77
66
57
79
46
69
43
93
44
93
19
55
69
97
10
-0.079872
ZIXI
2017-06-23T00:00:00
62
4
12
91
35
82
88
70
52
52
75
67
57
79
58
69
43
94
45
88
18
53
70
97
10
0.001736
ZIXI
2017-06-30T00:00:00
62
4
23
91
14
83
89
88
50
50
85
67
57
79
59
69
42
94
44
89
17
52
73
96
11
-0.013865
ZIXI
2017-07-07T00:00:00
62
4
11
91
37
81
84
74
49
49
74
67
58
46
59
69
42
94
44
86
17
52
73
96
11
-0.003515
ZIXI
2017-07-14T00:00:00
62
4
23
91
14
88
95
58
49
49
85
67
58
44
62
69
42
94
44
94
5
53
68
98
8
0.012346
ZIXI
2017-07-21T00:00:00
62
4
21
91
17
88
94
53
48
48
83
66
57
43
54
69
42
94
44
93
9
86
23
95
6
0.005226
ZIXI
2017-07-28T00:00:00
62
4
13
91
32
90
93
90
51
51
77
67
57
44
69
68
42
94
44
94
7
72
13
90
4
-0.055459
ZIXI
2017-08-04T00:00:00
62
4
14
91
29
92
96
84
48
48
77
67
64
46
82
60
42
93
54
96
5
54
14
90
3
-0.025688
ZIXI
2017-08-11T00:00:00
50
6
11
82
34
83
44
90
50
50
35
68
52
37
89
79
37
94
25
66
3
46
11
92
3
-0.06968
ZIXI
2017-08-18T00:00:00
50
5
14
82
25
81
45
30
55
55
38
67
52
38
88
78
37
94
26
67
4
57
15
86
4
0.060729
ZIXI
2017-08-25T00:00:00
50
5
18
82
18
77
27
75
52
52
40
67
52
38
86
79
37
94
26
52
6
48
22
80
3
-0.017176
ZIXI
2017-09-01T00:00:00
50
6
11
82
34
74
31
50
51
51
34
67
52
38
87
79
37
94
26
53
12
82
66
32
1
0.013592
ZIXI
2017-09-08T00:00:00
50
6
7
82
46
75
40
89
52
52
30
68
51
38
86
79
36
94
25
60
10
84
52
29
1
-0.04023
ZIXI
2017-09-15T00:00:00
50
8
10
82
35
72
43
99
57
57
33
70
51
39
92
79
37
95
25
60
16
97
81
16
7
-0.091816
ZIXI
2017-09-22T00:00:00
50
7
10
82
35
57
18
81
58
58
32
69
52
39
92
79
37
95
25
34
16
96
81
15
7
0.032967
ZIXI
2017-09-29T00:00:00
50
7
25
82
8
48
18
51
59
59
48
69
51
39
92
79
37
95
25
29
18
95
82
15
8
0.040426
ZIXI
2017-10-06T00:00:00
50
6
25
82
8
37
14
15
61
61
51
68
51
39
92
79
37
95
26
23
18
94
73
24
5
0.063395
ZIXI
2017-10-13T00:00:00
50
6
18
82
17
54
42
16
60
60
44
68
51
38
93
79
37
95
25
46
16
93
71
24
6
0.017308
ZIXI
2017-10-20T00:00:00
50
6
23
82
10
50
27
54
59
59
52
68
52
38
94
79
37
95
24
36
18
95
71
22
8
-0.024575
ZIXI
2017-10-27T00:00:00
50
8
12
81
27
46
27
89
64
64
37
70
52
37
94
79
37
95
23
34
13
94
72
19
7
-0.098837
ZIXI
2017-11-03T00:00:00
50
7
15
80
23
36
15
69
62
62
39
69
62
37
91
63
37
95
25
22
14
90
76
19
9
0.017204
ZIXI
2017-11-10T00:00:00
62
8
22
97
13
19
3
73
59
59
84
69
66
38
85
63
36
95
27
8
16
90
74
19
9
-0.016913
ZIXI
2017-11-17T00:00:00
63
9
8
97
44
22
6
81
58
58
72
70
66
38
93
62
36
95
26
11
15
87
74
20
8
-0.019355
ZIXI
2017-11-24T00:00:00
63
9
25
97
9
25
21
89
55
55
88
70
66
38
93
62
36
95
26
18
15
89
72
21
8
-0.008772
ZIXI
2017-12-01T00:00:00
63
9
20
97
16
45
59
82
52
52
85
70
66
38
93
62
36
95
26
53
15
89
76
15
21
-0.006637
ZIXI
2017-12-08T00:00:00
64
10
25
97
11
50
68
91
52
52
87
70
66
38
92
62
36
95
26
61
13
86
84
14
19
-0.055679
ZIXI
2017-12-15T00:00:00
63
9
18
97
21
39
50
24
57
57
82
70
66
38
84
62
36
95
26
43
14
57
92
16
7
0.075472
ZIXI
2017-12-22T00:00:00
63
10
12
97
31
22
15
72
56
56
78
70
66
39
80
62
36
95
26
17
11
51
96
17
11
-0.024123
ZIXI
2017-12-29T00:00:00
63
10
6
97
49
24
22
74
56
56
72
70
66
38
83
62
36
95
26
20
10
37
95
24
23
-0.01573
ZIXI
2018-01-05T00:00:00
63
9
17
97
25
22
22
35
54
54
81
70
66
35
85
62
36
95
27
19
10
36
97
27
16
0.050228
ZIXI
2018-01-12T00:00:00
63
10
6
97
53
21
16
53
53
53
86
70
66
34
74
62
36
95
26
16
10
33
97
31
15
-0.002174
ZIXI
2018-01-19T00:00:00
63
10
4
97
56
19
13
29
52
52
83
70
66
33
78
62
36
95
27
14
11
33
97
34
14
0.013072
ZIXI
2018-01-26T00:00:00
65
12
25
97
12
21
13
96
58
58
97
71
66
33
83
62
36
95
26
14
7
21
94
37
5
-0.07957
ZIXI
2018-02-02T00:00:00
66
13
10
97
42
17
10
86
56
56
88
71
67
34
87
62
36
96
26
11
9
27
97
38
5
-0.053738
ZIXI
2018-02-09T00:00:00
64
10
6
97
54
23
47
36
53
53
84
70
67
34
77
62
36
95
26
31
80
41
98
21
7
0.024691
ZIXI
2018-02-16T00:00:00
65
11
25
96
12
19
24
64
48
48
97
71
67
34
67
61
36
95
28
18
82
37
97
22
12
0.00241
ZIXI
2018-02-23T00:00:00
66
13
15
96
34
16
20
92
47
47
92
72
66
35
65
61
36
96
26
14
85
41
97
4
15
-0.0625
ZIXI
2018-03-02T00:00:00
65
10
20
96
24
19
55
28
54
54
94
71
66
37
58
62
36
95
27
35
89
41
97
3
19
0.069231
ZIXI
2018-03-09T00:00:00
14
51
16
90
38
20
43
38
52
52
26
71
77
63
59
48
36
96
22
29
89
41
97
3
19
0.019185
ZIXI
2018-03-16T00:00:00
14
50
28
90
13
25
56
23
49
49
40
72
77
63
55
49
36
96
23
40
90
38
97
4
16
0.004706
ZIXI
2018-03-23T00:00:00
14
49
24
89
17
13
6
8
46
46
36
71
77
63
48
50
36
95
24
7
94
66
95
3
21
0.030445
ZIXI
2018-03-30T00:00:00
14
50
15
89
41
13
9
54
47
47
26
71
77
62
41
50
37
95
23
8
94
58
97
3
16
-0.029545
ZIXI
2018-04-06T00:00:00
14
48
20
89
28
20
46
5
47
47
30
71
77
61
33
51
37
95
23
30
95
57
99
6
10
0.04918
ZIXI
2018-04-13T00:00:00
14
48
11
89
51
16
26
14
44
44
5
70
77
79
28
51
37
95
24
18
94
60
99
7
13
0.03125
ZIXI
2018-04-20T00:00:00
14
46
13
89
45
11
10
3
52
52
7
69
77
79
14
51
37
95
24
8
95
55
97
8
9
0.082251
ZIXI
2018-04-27T00:00:00
14
46
11
89
51
20
54
17
52
52
5
69
78
79
9
50
37
95
25
35
95
52
96
12
8
-0.008
ZIXI
2018-05-04T00:00:00
14
46
6
90
62
20
54
19
45
45
2
69
63
78
9
55
37
95
24
34
95
53
95
11
9
0.010081
ZIXI
2018-05-11T00:00:00
63
45
25
53
14
22
64
13
43
43
90
69
76
92
7
36
37
96
19
41
94
43
97
9
7
0.055888
ZIXI
2018-05-18T00:00:00
64
46
15
54
35
38
89
22
42
42
79
70
76
92
7
35
38
97
19
66
94
40
99
9
8
0.011342
ZIXI
2018-05-25T00:00:00
64
45
14
54
37
27
60
16
41
41
79
70
76
92
4
34
38
97
18
41
91
16
97
16
3
0.013084
ZIXI
2018-06-01T00:00:00
64
45
23
54
21
44
92
45
43
43
87
70
76
92
4
34
38
97
18
72
92
16
98
17
3
-0.00369
ZIXI
2018-06-08T00:00:00
65
46
27
55
13
52
91
77
43
43
92
70
76
92
5
34
38
97
18
76
93
17
98
17
2
-0.02037
ZIXI
2018-06-15T00:00:00
64
46
13
55
42
68
97
37
40
40
77
70
76
92
5
34
38
97
18
86
95
17
99
13
3
0.024575
ZIXI
2018-06-22T00:00:00
65
46
16
56
34
66
95
35
38
38
81
70
76
92
6
34
38
97
19
85
95
22
99
14
2
0.009225
ZIXI
2018-06-29T00:00:00
64
46
14
55
41
69
90
44
33
33
78
70
76
93
5
33
38
97
19
83
94
19
99
15
2
-0.014625
ZIXI
2018-07-06T00:00:00
65
46
6
56
60
77
94
41
33
33
66
70
76
93
5
33
38
97
19
89
94
10
100
14
1
0.020408
ZIXI
2018-07-13T00:00:00
64
45
28
56
13
77
89
37
31
31
91
69
76
95
6
33
38
97
19
86
94
12
100
15
1
0.003636
ZIXI
2018-07-20T00:00:00
64
45
15
55
39
83
90
26
28
28
79
69
76
95
8
33
38
97
19
89
94
12
100
16
1
0.01087
ZIXI
2018-07-27T00:00:00
64
46
25
54
17
77
78
79
37
37
87
70
76
94
8
33
39
97
18
81
95
18
99
13
1
-0.055556
ZIXI
2018-08-03T00:00:00
63
45
14
51
40
69
52
16
44
44
78
69
81
94
8
24
38
97
25
62
94
17
100
11
2
0.064516
ZIXI
2018-08-10T00:00:00
60
46
13
84
45
73
72
51
42
42
94
70
63
95
13
37
45
96
14
77
94
17
100
14
2
-0.016043
ZIXI
2018-08-17T00:00:00
60
46
13
83
45
73
73
33
40
40
93
70
64
95
13
36
45
96
14
77
94
16
99
16
2
0.007246
ZIXI
2018-08-24T00:00:00
60
47
5
83
65
74
66
81
40
40
90
70
64
94
17
35
45
96
13
74
97
40
99
16
4
-0.014388
ZIXI
2018-08-31T00:00:00
60
47
10
83
50
78
67
49
39
39
91
70
64
94
17
34
45
96
13
76
97
38
98
20
5
0.012774
ZIXI
2018-09-07T00:00:00
60
46
26
83
16
78
71
21
38
38
97
70
63
95
25
34
45
96
13
79
97
37
96
23
4
0.009009
ZIXI
2018-09-14T00:00:00
59
45
22
82
24
80
79
9
41
41
96
69
63
95
29
34
45
95
13
83
96
42
91
15
5
0.05
ZIXI
2018-09-21T00:00:00
60
47
12
82
47
65
34
81
47
47
92
70
63
95
48
34
45
96
13
48
96
38
79
9
4
-0.066327
ZIXI
2018-09-28T00:00:00
60
46
29
82
14
82
80
52
46
46
97
70
63
95
34
34
45
96
13
86
96
37
79
7
4
0.010929
ZIXI
2018-10-05T00:00:00
59
46
19
82
30
77
65
53
42
42
94
70
63
95
27
34
45
96
13
74
96
32
71
11
15
-0.016216
ZIXI
2018-10-12T00:00:00
60
47
29
82
14
79
67
79
48
48
92
70
63
95
48
34
45
96
13
76
89
26
77
24
16
-0.087912
ZIXI
2018-10-19T00:00:00
60
48
9
83
52
70
37
84
47
47
91
70
64
95
66
34
45
96
13
55
77
22
67
47
14
-0.03012
ZIXI
2018-10-26T00:00:00
57
38
21
82
25
75
48
1
86
86
92
65
64
95
9
34
45
95
16
65
97
77
40
3
21
0.42029
ZIXI
2018-11-02T00:00:00
58
40
9
81
55
80
73
16
86
86
73
66
45
95
17
45
45
95
14
80
97
80
37
5
16
-0.046647
ZIXI
2018-11-09T00:00:00
64
40
19
97
28
86
87
8
85
85
91
65
38
77
18
67
43
93
14
89
96
82
37
5
15
0.019878
ZIXI
2018-11-16T00:00:00
64
40
25
97
17
68
33
45
84
84
94
65
39
78
28
66
43
93
15
50
96
83
42
5
17
-0.016492
ZIXI
2018-11-23T00:00:00
64
41
29
97
11
72
50
53
84
84
95
66
39
78
33
66
43
93
15
65
95
81
43
6
11
-0.035061
ZIXI
2018-11-30T00:00:00
64
41
7
97
57
73
54
17
83
83
85
65
39
78
34
66
43
93
16
66
92
75
52
7
9
0.052133
ZIXI
2018-12-07T00:00:00
64
40
25
97
17
51
25
65
83
83
93
66
39
78
48
66
43
93
15
35
90
79
46
12
12
-0.063063
ZIXI
2018-12-14T00:00:00
64
40
25
97
16
42
21
36
82
82
94
65
39
78
43
66
43
93
16
29
89
81
41
11
18
0.001603
ZIXI
2018-12-21T00:00:00
65
42
5
97
60
98
100
69
80
80
84
66
39
78
53
66
43
93
14
100
89
79
42
11
17
-0.1168
ZIXI
2018-12-28T00:00:00
65
41
26
97
16
95
99
73
78
78
94
66
39
78
53
66
43
93
14
99
89
82
40
8
24
0.014493
ZIXI
2019-01-04T00:00:00
64
41
15
97
38
95
98
44
64
64
88
66
39
78
51
67
43
93
14
98
89
83
37
9
30
0.064286
ZIXI
2019-01-11T00:00:00
65
41
27
97
14
95
95
50
63
63
94
65
39
77
48
67
43
93
14
97
89
84
37
9
32
0.028523
ZIXI
2019-01-18T00:00:00
65
41
19
97
28
95
79
56
62
62
89
65
39
77
43
67
43
93
14
91
90
87
33
9
37
0.009788
ZIXI
2019-01-25T00:00:00
64
39
20
97
27
96
93
7
66
66
89
64
39
76
57
67
43
93
15
97
89
87
26
8
33
0.096931
ZIXI
2019-02-01T00:00:00
64
38
20
97
26
94
60
8
65
65
89
63
39
76
59
66
43
93
16
80
89
86
26
9
33
0.045655
ZIXI
2019-02-08T00:00:00
62
35
20
97
23
94
73
2
72
72
90
61
39
76
24
66
43
91
18
86
86
77
30
5
16
0.167606
ZIXI
2019-02-15T00:00:00
63
36
6
97
55
83
48
17
70
70
79
61
39
76
31
65
43
92
17
67
85
77
34
5
26
0.001206