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
2019-02-22T00:00:00
63
36
19
97
23
80
39
5
70
70
90
61
39
76
53
64
43
91
17
60
83
75
35
6
24
0.06747
ZIXI
2019-03-01T00:00:00
67
39
15
97
30
92
61
87
76
76
90
63
39
76
65
63
44
92
16
81
86
83
26
3
18
-0.148984
ZIXI
2019-03-08T00:00:00
93
6
12
89
32
91
56
84
76
76
97
63
21
69
73
10
43
91
20
80
84
85
29
4
19
-0.051724
ZIXI
2019-03-15T00:00:00
93
7
25
88
11
91
51
94
75
75
100
63
22
70
76
11
44
92
19
78
81
86
36
4
24
-0.026573
ZIXI
2019-03-22T00:00:00
93
7
10
88
38
96
94
89
75
75
97
64
22
70
63
11
44
92
20
97
79
87
36
5
23
-0.043103
ZIXI
2019-03-29T00:00:00
93
7
15
88
25
97
96
65
75
75
98
64
22
70
88
11
43
91
20
98
79
87
36
5
23
0.033033
ZIXI
2019-04-05T00:00:00
93
8
12
87
32
99
98
84
73
73
97
64
22
69
85
11
43
91
19
99
79
87
37
5
24
-0.00436
ZIXI
2019-04-12T00:00:00
93
6
28
87
6
99
98
8
76
76
100
63
22
69
72
11
43
90
19
99
76
86
30
7
19
0.106569
ZIXI
2019-04-19T00:00:00
93
7
6
87
43
99
98
25
73
73
92
63
22
69
58
10
43
90
19
100
76
85
31
7
18
-0.014512
ZIXI
2019-04-26T00:00:00
93
6
22
88
10
94
42
14
72
72
99
63
22
69
86
10
43
90
19
73
76
86
31
7
18
0.02008
ZIXI
2019-05-03T00:00:00
90
4
26
90
5
90
31
1
90
90
100
57
20
70
16
10
41
87
25
62
74
83
32
2
35
0.454068
ZIXI
2019-05-10T00:00:00
24
3
41
39
33
81
17
11
90
90
21
56
1
53
30
78
75
58
13
47
70
82
31
2
33
-0.053249
ZIXI
2019-05-17T00:00:00
24
3
42
40
23
73
14
63
91
91
25
58
1
50
48
78
74
58
13
42
67
77
27
4
45
-0.1449
ZIXI
2019-05-24T00:00:00
24
3
42
41
8
78
23
38
90
90
37
57
1
43
41
78
74
58
13
50
67
78
25
4
54
0.052397
ZIXI
2019-05-31T00:00:00
24
3
42
41
26
73
18
63
90
90
22
57
1
52
54
78
74
58
13
43
65
79
29
5
59
-0.050847
ZIXI
2019-06-07T00:00:00
24
3
42
41
14
94
81
73
90
90
29
58
1
47
68
79
73
58
13
92
69
77
23
5
68
-0.039063
ZIXI
2019-06-14T00:00:00
24
3
41
41
6
93
78
26
90
90
41
57
1
41
45
78
73
58
13
90
66
76
25
4
71
0.089431
ZIXI
2019-06-21T00:00:00
24
3
41
41
22
93
86
30
89
89
23
57
1
51
36
78
72
58
14
93
74
78
23
5
74
0.023454
ZIXI
2019-06-28T00:00:00
24
3
41
41
6
100
100
73
88
88
40
58
1
42
53
78
72
58
13
100
77
78
25
5
67
-0.053125
ZIXI
2019-07-05T00:00:00
24
3
41
41
9
100
99
19
87
87
34
57
1
44
36
78
72
57
14
100
29
46
27
9
59
0.067107
ZIXI
2019-07-12T00:00:00
24
3
41
41
14
98
70
9
82
82
28
56
1
46
49
78
72
57
14
86
24
36
27
11
64
0.039175
ZIXI
2019-07-19T00:00:00
24
3
41
41
6
99
89
71
83
83
36
57
1
40
61
78
72
58
14
96
25
37
27
10
55
-0.08631
ZIXI
2019-07-26T00:00:00
24
4
42
41
13
98
66
88
80
80
27
58
1
45
83
78
72
58
14
85
27
37
27
10
53
-0.031488
ZIXI
2019-08-02T00:00:00
24
3
41
38
24
94
42
48
78
78
21
57
6
51
75
78
72
57
13
69
29
36
29
9
56
0.025785
ZIXI
2019-08-09T00:00:00
29
44
69
43
8
98
81
87
80
80
32
58
4
38
95
90
77
94
3
92
24
20
27
9
53
-0.113661
ZIXI
2019-08-16T00:00:00
30
44
69
43
11
98
79
86
79
79
28
58
4
41
93
90
78
94
3
92
20
19
27
10
54
-0.045623
ZIXI
2019-08-23T00:00:00
30
45
69
42
10
95
39
87
75
75
28
58
4
42
94
66
77
94
3
71
21
11
29
11
52
-0.029716
ZIXI
2019-08-30T00:00:00
30
45
70
42
7
97
81
91
73
73
31
59
4
40
96
66
78
94
3
93
24
9
28
10
51
-0.021305
ZIXI
2019-09-06T00:00:00
30
46
69
42
25
98
94
78
72
72
18
59
4
49
93
66
78
94
3
98
25
9
36
10
51
0.010884
ZIXI
2019-09-13T00:00:00
30
46
69
42
24
92
43
49
69
69
18
59
4
48
93
66
77
94
4
71
23
11
37
14
46
0.057873
ZIXI
2019-09-20T00:00:00
30
45
69
42
11
84
27
34
67
67
26
59
4
42
94
67
77
94
4
55
25
10
40
16
43
0.005089
ZIXI
2019-09-27T00:00:00
30
47
70
42
7
91
51
87
68
68
31
59
4
40
96
67
77
94
3
74
21
11
44
20
45
-0.092405
ZIXI
2019-10-04T00:00:00
30
47
70
42
25
67
26
73
67
67
18
59
4
49
96
67
77
94
4
46
24
11
49
21
52
-0.002092
ZIXI
2019-10-11T00:00:00
30
47
70
42
8
60
15
81
66
66
43
59
4
41
99
67
77
94
4
36
26
12
49
20
54
-0.014675
ZIXI
2019-10-18T00:00:00
30
49
71
42
2
57
14
95
67
67
55
61
4
34
99
67
77
95
4
34
35
30
52
21
87
-0.09078
ZIXI
2019-10-25T00:00:00
30
50
71
42
27
51
12
83
67
67
27
61
4
49
94
67
77
95
4
29
36
31
45
23
86
0.018721
ZIXI
2019-11-01T00:00:00
30
50
71
41
22
52
13
60
67
67
36
61
2
46
98
66
78
95
4
29
36
33
43
21
87
0.027565
ZIXI
2019-11-08T00:00:00
35
50
95
56
3
56
28
29
66
66
56
60
2
34
96
86
78
94
4
38
33
24
52
32
89
0.035768
ZIXI
2019-11-15T00:00:00
36
50
95
55
18
58
40
16
65
65
45
60
2
45
95
86
78
93
4
47
31
23
51
30
90
0.035971
ZIXI
2019-11-22T00:00:00
36
49
95
55
3
44
13
14
64
64
56
59
2
34
94
78
78
93
4
25
34
20
42
32
89
0.019444
ZIXI
2019-11-29T00:00:00
36
49
95
55
3
43
19
13
64
64
55
59
2
34
92
78
78
93
4
28
34
21
42
31
89
0.027248
ZIXI
2019-12-06T00:00:00
36
51
95
55
3
40
19
84
66
66
57
60
2
33
94
79
78
94
4
27
32
24
40
27
90
-0.075597
ZIXI
2019-12-13T00:00:00
36
52
95
55
4
28
8
92
66
66
55
61
2
34
95
79
78
94
4
16
39
30
31
27
91
-0.04878
ZIXI
2019-12-20T00:00:00
36
52
95
55
24
28
10
80
64
64
44
61
2
47
94
79
78
94
4
16
44
31
38
24
93
0.019608
ZIXI
2019-12-27T00:00:00
36
52
95
55
4
29
17
70
61
61
54
61
2
35
92
79
78
94
4
20
45
31
38
24
93
0.005917
ZIXI
2020-01-03T00:00:00
36
52
95
55
5
33
44
51
61
61
55
61
2
35
93
79
78
94
4
35
45
31
38
24
93
0.005147
ZIXI
2020-01-10T00:00:00
36
49
95
55
15
40
63
10
70
70
40
59
2
33
89
79
78
93
4
51
22
5
56
43
99
0.129481
ZIXI
2020-01-17T00:00:00
36
49
95
55
4
47
74
18
69
69
55
59
2
24
80
79
78
93
4
62
24
5
59
42
99
0.01101
ZIXI
2020-01-24T00:00:00
36
51
95
55
7
54
81
72
72
72
47
60
2
27
72
78
78
94
4
71
33
11
79
39
98
-0.095452
ZIXI
2020-01-31T00:00:00
36
51
95
55
4
35
26
77
71
71
56
61
2
23
66
78
78
94
4
26
35
7
85
44
97
-0.043909
ZIXI
2020-02-07T00:00:00
36
50
95
55
22
29
13
21
72
72
37
59
2
33
40
77
78
93
4
17
39
16
90
44
97
0.084444
ZIXI
2020-02-14T00:00:00
36
51
95
55
32
28
15
48
70
70
33
60
2
36
41
76
78
93
4
18
37
19
94
44
97
-0.016393
ZIXI
2020-02-21T00:00:00
35
46
95
55
10
28
16
3
80
80
48
57
2
29
17
74
78
92
4
18
56
89
87
38
88
0.238889
ZIXI
2020-02-28T00:00:00
36
46
95
55
10
29
21
19
80
80
51
57
2
31
24
73
78
92
4
19
62
83
87
35
85
-0.116592
ZIXI
2020-03-06T00:00:00
37
46
95
55
5
54
85
39
79
79
56
58
2
29
27
75
78
92
4
74
55
74
85
38
77
-0.049492
ZIXI
2020-03-13T00:00:00
33
51
73
51
7
54
85
89
85
85
37
61
1
33
75
73
85
93
4
74
30
47
82
66
27
-0.368491
ZIXI
2020-03-20T00:00:00
34
54
73
51
7
30
31
87
84
84
38
63
1
34
75
74
85
94
4
27
26
44
63
69
29
-0.249471
ZIXI
2020-03-27T00:00:00
34
50
73
51
11
30
33
53
85
85
33
61
1
36
63
74
85
93
4
29
26
51
74
80
24
0.295775
ZIXI
2020-04-03T00:00:00
34
56
74
51
28
44
76
93
87
87
23
64
1
42
77
74
85
94
4
61
42
39
80
59
41
-0.280435
ZIXI
2020-04-10T00:00:00
33
51
72
51
30
38
57
10
91
91
4
61
1
50
53
74
85
93
4
47
45
63
88
62
50
0.528701
ZIXI
2020-04-17T00:00:00
33
46
71
50
18
84
96
6
91
91
9
57
1
45
26
74
85
91
4
93
34
76
85
44
57
0.254941
ZIXI
2020-04-24T00:00:00
34
48
71
51
4
82
94
50
91
91
24
60
1
36
32
74
85
93
4
91
43
71
84
39
57
-0.151181
ZIXI
2020-05-01T00:00:00
35
50
72
55
23
72
76
73
90
90
6
61
1
48
15
75
85
93
4
75
46
73
85
41
57
-0.029685
ZIXI
2020-05-08T00:00:00
45
49
95
56
22
29
18
18
90
90
29
59
1
31
15
97
82
92
4
22
43
68
82
42
56
0.214149
ZIXI
2020-05-15T00:00:00
48
51
95
59
9
26
16
69
90
90
40
60
1
28
26
97
82
93
4
20
46
73
83
42
57
-0.16063
ZIXI
2020-05-22T00:00:00
48
49
95
60
17
38
33
14
90
90
32
59
1
31
23
97
82
93
4
34
45
69
83
43
57
0.168856
ZIXI
2020-05-29T00:00:00
48
48
95
60
4
19
12
22
89
89
50
58
1
23
21
97
82
93
4
14
45
68
82
43
56
0.078652
ZIXI
2020-06-05T00:00:00
49
48
95
60
4
37
62
29
87
87
50
58
1
24
18
97
82
93
4
48
43
67
83
42
55
0.095238
ZIXI
2020-06-12T00:00:00
50
50
95
61
29
70
91
73
86
86
26
59
1
37
15
97
82
93
4
84
42
70
85
43
55
-0.119565
ZIXI
2020-06-19T00:00:00
50
48
95
61
29
47
58
19
84
84
26
58
1
38
17
97
82
93
4
52
43
67
86
45
54
0.111111
ZIXI
2020-06-26T00:00:00
51
49
95
62
4
38
36
84
82
82
52
60
1
24
23
96
82
93
4
32
43
68
85
45
52
-0.138889
ZIXI
2020-07-03T00:00:00
51
48
95
62
5
64
90
13
82
82
49
59
1
25
13
96
82
93
4
83
42
67
84
46
51
0.120968
ZIXI
2020-07-10T00:00:00
51
48
95
62
9
44
47
38
82
82
42
59
1
28
14
96
82
93
4
45
42
68
84
46
51
-0.002878
ZIXI
2020-07-17T00:00:00
52
49
96
62
5
59
81
73
80
80
49
59
2
23
20
96
82
94
4
76
43
70
85
45
53
-0.031746
ZIXI
2020-07-24T00:00:00
52
51
96
61
5
71
83
93
79
79
46
60
1
23
30
96
82
94
4
83
44
72
84
44
52
-0.071535
ZIXI
2020-07-31T00:00:00
51
48
96
58
26
80
73
20
80
80
31
59
1
35
15
97
83
93
4
86
44
70
81
45
52
0.142055
ZIXI
2020-08-07T00:00:00
48
54
96
53
12
61
45
96
81
81
22
62
2
23
54
91
84
95
4
56
45
76
87
42
55
-0.152495
ZIXI
2020-08-14T00:00:00
49
54
96
52
8
77
77
74
81
81
39
62
2
23
42
91
84
95
4
82
45
75
87
44
54
0.034826
ZIXI
2020-08-21T00:00:00
49
53
96
52
26
51
34
63
80
80
26
61
2
31
51
89
84
95
4
42
43
73
89
44
53
0.00641
ZIXI
2020-08-28T00:00:00
49
54
96
52
22
73
82
76
79
79
28
62
2
30
63
90
84
95
4
82
42
73
89
43
54
-0.024682
ZIXI
2020-09-04T00:00:00
48
55
96
51
29
71
75
87
78
78
23
63
2
33
73
89
84
95
4
77
42
74
89
43
54
-0.082449
ZIXI
2020-09-11T00:00:00
48
56
96
51
27
54
39
89
75
75
23
63
2
33
53
90
84
95
4
45
42
74
89
44
54
-0.039146
ZIXI
2020-09-18T00:00:00
48
53
96
51
21
36
18
10
80
80
27
61
2
31
60
89
84
95
4
24
40
73
86
44
53
0.168519
ZIXI
2020-09-25T00:00:00
48
53
96
51
14
66
72
58
80
80
32
62
2
27
63
90
84
95
4
73
40
73
85
44
53
-0.098257
ZIXI
2020-10-02T00:00:00
48
54
96
51
7
25
9
50
79
79
41
62
2
23
57
90
84
95
4
13
39
72
84
44
52
0.024605
ZIXI
2020-10-09T00:00:00
48
53
96
51
13
31
16
16
79
79
12
61
2
26
68
90
85
95
4
19
39
71
84
44
52
0.121784
ZIXI
2020-10-16T00:00:00
48
52
96
51
11
39
25
8
77
77
12
60
2
26
75
90
85
94
4
30
39
70
82
44
52
0.042049
ZIXI
2020-10-23T00:00:00
48
54
96
51
28
32
20
47
77
77
4
61
2
32
64
90
85
95
4
21
38
70
84
44
53
-0.046222
ZIXI
2020-10-30T00:00:00
46
53
96
51
5
23
13
58
76
76
19
60
2
20
74
90
85
95
4
15
36
59
85
48
52
-0.056923
ZIXI
2020-11-06T00:00:00
43
52
95
51
17
23
9
24
75
75
9
60
2
29
66
82
85
95
4
13
29
54
85
50
51
0.094617
ZIXI
2020-11-13T00:00:00
46
55
94
85
24
43
75
49
70
70
26
60
2
31
52
92
80
93
4
62
30
57
86
49
51
0.007452
ZIXI
2020-11-20T00:00:00
46
53
93
85
20
32
38
28
69
69
28
60
2
30
51
92
81
93
4
34
44
73
86
41
62
0.063609
ZIXI
2020-11-27T00:00:00
46
54
94
85
19
32
34
55
64
64
28
61
2
29
55
92
81
93
4
30
29
71
84
39
74
0.009736
ZIXI
2020-12-04T00:00:00
46
54
94
85
6
49
81
33
60
60
40
60
2
23
55
92
81
93
4
69
27
67
86
25
95
0.039945
ZIXI
2020-12-11T00:00:00
46
54
94
85
6
59
85
41
59
59
41
60
2
22
53
93
81
93
4
76
10
90
84
39
87
0
ZIXI
2020-12-18T00:00:00
45
52
93
85
14
45
64
10
61
61
33
59
2
28
51
92
81
93
4
57
12
70
69
19
89
0.113907
ZIXI
2020-12-25T00:00:00
46
51
93
85
5
34
47
13
60
60
42
58
2
22
32
92
81
93
5
38
27
8
69
61
39
0.047562
ZIXI
2021-01-01T00:00:00
46
52
93
85
7
55
80
28
59
59
38
58
2
23
41
92
80
93
4
72
13
30
69
79
56
-0.020431
ZIXI
2021-01-08T00:00:00
46
54
93
86
14
42
53
64
57
57
49
59
2
34
33
92
80
93
4
48
9
26
75
71
65
-0.003476
ZIXI
2021-01-15T00:00:00
46
54
93
86
9
62
71
49
54
54
52
59
2
30
40
93
80
93
4
71
10
31
80
67
73
0.021512