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
⌀
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2021-02-05T00:00:00
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2021-02-12T00:00:00
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2021-02-19T00:00:00
42
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2021-02-26T00:00:00
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2021-03-05T00:00:00
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2021-03-12T00:00:00
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2021-03-19T00:00:00
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2021-03-26T00:00:00
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2021-04-02T00:00:00
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96
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69
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2021-04-09T00:00:00
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2021-04-16T00:00:00
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49
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2021-04-23T00:00:00
43
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43
9
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96
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68
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2021-04-30T00:00:00
43
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20
44
7
99
65
82
96
96
21
87
14
72
15
99
85
77
67
86
64
37
50
13
76
0.050761
ZKIN
2021-05-07T00:00:00
43
94
21
46
6
100
91
96
96
96
20
88
14
67
49
99
86
78
65
97
62
37
46
14
72
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ZKIN
2021-05-14T00:00:00
43
97
24
47
19
100
100
99
97
97
9
90
14
77
60
99
86
79
64
100
59
31
51
13
73
-0.179817
ZKIN
2021-05-21T00:00:00
42
97
26
48
2
100
100
100
97
97
28
91
14
59
65
99
87
79
63
100
53
32
41
19
74
-0.06264
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2021-05-28T00:00:00
40
97
27
48
4
100
99
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92
92
22
91
14
66
81
99
88
79
63
100
54
32
41
20
73
0.050119
ZKIN
2021-06-04T00:00:00
40
95
27
48
3
100
50
27
94
94
23
90
14
64
76
99
88
79
64
80
50
31
43
20
71
0.084091
ZKIN
2021-06-11T00:00:00
40
94
27
49
2
93
31
27
93
93
28
90
14
59
77
99
88
79
64
65
51
33
46
25
71
0.054507
ZKIN
2021-06-18T00:00:00
40
96
28
49
16
90
19
66
92
92
12
90
15
77
81
99
88
79
64
55
51
32
49
28
72
-0.065606
ZKIN
2021-06-25T00:00:00
40
97
29
49
5
92
16
98
91
91
20
91
15
67
81
99
89
80
63
56
50
29
50
23
69
-0.082979
ZKIN
2021-07-02T00:00:00
39
97
29
49
10
83
16
98
91
91
15
92
15
72
94
99
89
80
63
50
48
27
54
23
80
-0.083527
ZKIN
2021-07-09T00:00:00
39
98
29
49
4
64
15
98
90
90
23
92
15
63
98
99
89
80
63
38
34
21
50
26
77
-0.058734
ZKIN
2021-07-16T00:00:00
39
98
30
49
1
57
7
93
89
89
17
92
15
56
98
99
89
81
63
29
35
23
52
26
77
-0.088219
ZKIN
2021-07-23T00:00:00
39
98
30
49
5
58
5
97
86
86
17
93
15
65
98
99
89
81
62
28
35
19
40
31
70
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ZKIN
2021-07-30T00:00:00
39
98
30
48
12
63
18
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85
85
16
93
15
73
98
99
89
81
62
41
35
21
36
27
69
-0.025157
ZKIN
2021-08-06T00:00:00
39
98
31
47
19
66
40
64
85
85
17
92
15
78
99
99
89
80
61
56
32
16
25
23
69
0.032258
ZKIN
2021-08-13T00:00:00
39
98
31
46
4
60
24
36
81
81
17
92
16
66
99
99
89
80
60
40
35
21
19
33
65
0.0125
ZKIN
2021-08-20T00:00:00
40
98
31
46
5
50
4
37
76
76
17
92
16
68
99
99
89
80
60
22
37
28
19
31
66
-0.009259
ZKIN
2021-08-27T00:00:00
40
96
22
38
2
41
3
6
85
85
25
88
11
32
99
97
72
58
42
17
34
26
18
37
64
0.146417
ZKIN
2021-09-03T00:00:00
40
97
22
38
10
34
2
6
85
85
14
88
11
31
99
97
73
58
42
14
23
24
19
38
66
0.05163
ZKIN
2021-09-10T00:00:00
40
97
23
38
3
28
3
67
86
86
24
88
11
32
99
97
72
59
41
13
32
23
5
36
67
-0.098191
ZKIN
2021-09-17T00:00:00
39
98
23
38
3
27
3
95
88
88
23
90
16
32
99
97
72
59
42
13
38
22
6
35
76
-0.120344
ZKIN
2021-09-24T00:00:00
39
98
24
38
7
29
4
94
87
87
18
90
16
32
98
97
72
59
42
14
32
22
4
37
76
-0.035831
ZKIN
2021-10-01T00:00:00
39
98
24
38
6
29
11
73
86
86
17
90
16
33
98
97
72
59
43
18
34
27
4
37
72
0.016892
ZKIN
2021-10-08T00:00:00
39
98
24
38
8
33
25
92
86
86
17
90
16
33
98
97
72
60
42
27
33
27
4
35
72
-0.079734
ZKIN
2021-10-15T00:00:00
39
98
24
38
2
35
38
72
86
86
30
90
16
33
98
97
72
59
42
35
39
32
5
30
71
0.032491
ZKIN
2021-10-22T00:00:00
39
98
25
38
5
44
83
99
88
88
22
91
16
33
96
97
72
60
42
66
52
42
6
27
89
-0.132867
ZKIN
2021-10-29T00:00:00
39
98
24
38
2
54
88
37
91
91
30
90
15
34
94
97
72
60
42
75
49
23
2
47
90
0.108871
ZKIN
2021-11-05T00:00:00
38
98
24
39
4
35
48
40
89
89
23
90
15
33
94
97
72
60
41
38
61
26
3
47
81
0.043636
ZKIN
2021-11-12T00:00:00
38
97
24
39
12
21
9
24
87
87
12
90
15
34
96
97
72
60
41
12
53
27
4
54
85
0.020906
ZKIN
2021-11-19T00:00:00
35
95
26
40
18
21
7
93
90
90
9
91
16
36
95
97
73
60
41
11
57
25
5
56
86
-0.174061
ZKIN
2021-11-26T00:00:00
34
95
26
41
9
23
12
96
89
89
15
92
15
36
94
97
73
61
40
15
28
81
53
40
46
-0.090909
ZKIN
2021-12-03T00:00:00
34
95
28
41
17
22
8
98
91
91
11
92
15
35
96
97
72
61
39
13
10
57
50
52
32
-0.222727
ZKIN
2021-12-10T00:00:00
33
95
29
41
4
21
13
100
90
90
21
94
16
35
96
97
72
62
38
15
28
51
46
51
36
-0.116959
ZKIN
2021-12-17T00:00:00
33
95
28
41
10
14
3
94
89
89
15
93
16
35
96
97
72
62
38
6
14
23
62
44
44
-0.039735
ZKIN
2021-12-24T00:00:00
33
95
29
41
4
16
19
96
88
88
22
94
16
35
96
97
72
63
37
15
10
12
58
50
42
-0.02069
ZKIN
2021-12-31T00:00:00
33
95
29
41
8
18
43
86
87
87
18
94
16
35
94
96
72
62
35
26
10
11
59
51
43
-0.021127
ZKIN
2022-01-07T00:00:00
33
95
29
41
7
21
57
77
83
83
20
93
16
34
90
96
72
62
34
37
10
14
61
44
52
-0.021583
ZKIN
2022-01-14T00:00:00
34
95
28
41
22
13
11
14
90
90
9
93
16
30
90
96
72
62
35
10
19
28
48
43
38
0.125
ZKIN
2022-01-21T00:00:00
34
95
28
41
7
13
6
41
88
88
23
92
16
28
86
96
72
61
35
8
28
30
36
43
35
-0.071895
ZKIN
2022-01-28T00:00:00
30
94
30
42
6
8
3
72
86
86
24
92
46
21
90
42
83
54
15
4
25
24
36
36
32
-0.091549
ZKIN
2022-02-04T00:00:00
30
94
29
42
5
6
1
10
89
89
28
92
46
21
71
42
83
54
16
3
19
28
32
34
26
0.131783
ZKIN
2022-02-11T00:00:00
30
94
30
42
13
6
2
17
84
84
16
92
47
20
49
42
83
54
15
3
20
33
43
36
23
0.013699
ZKIN
2022-02-18T00:00:00
30
94
30
42
18
5
2
45
82
82
12
92
47
21
16
40
83
54
16
3
21
37
43
38
21
-0.040541
ZKIN
2022-02-25T00:00:00
30
94
30
42
14
6
5
89
82
82
16
92
48
20
41
40
82
54
16
4
21
35
37
34
21
-0.070423
ZKIN
2022-03-04T00:00:00
31
94
30
42
21
7
11
58
80
80
12
92
48
20
42
40
82
54
16
7
31
38
49
48
23
0.015152
ZKIN
2022-03-11T00:00:00
29
94
31
42
6
12
48
96
88
88
25
93
48
20
34
42
82
55
15
29
13
16
63
19
21
-0.223881
ZKIN
2022-03-18T00:00:00
30
94
30
42
9
13
43
64
88
88
21
93
48
21
10
42
82
55
15
27
11
20
64
15
17
0.153846
ZKIN
2022-03-25T00:00:00
30
94
30
42
3
14
27
41
86
86
31
93
48
21
8
42
82
55
15
20
10
19
59
17
17
0.041667
ZKIN
2022-04-01T00:00:00
30
95
31
42
3
19
81
7
87
87
32
92
48
21
6
42
83
54
15
49
11
18
60
12
47
0.136
ZKIN
2022-04-08T00:00:00
30
95
32
43
6
20
78
92
89
89
25
93
48
21
10
42
83
55
14
48
12
16
71
11
41
-0.197183
ZKIN
2022-04-15T00:00:00
30
95
32
43
7
18
52
90
88
88
25
93
49
18
20
42
83
54
14
33
12
16
73
11
38
-0.026316
ZKIN
2022-04-22T00:00:00
30
95
33
43
4
14
19
75
86
86
35
93
48
17
12
42
83
54
14
15
13
14
71
12
41
-0.045045
ZKIN
2022-04-29T00:00:00
30
95
33
43
3
18
34
63
85
85
39
93
48
28
11
42
83
54
14
24
17
13
74
12
37
-0.018868
ZKIN
2022-05-06T00:00:00
31
95
32
45
8
11
9
21
84
84
27
92
47
29
11
42
82
54
14
9
15
14
70
6
46
0.048077
ZKIN
2022-05-13T00:00:00
31
96
32
47
22
14
14
82
80
80
13
92
47
31
15
86
82
54
14
12
14
14
73
11
45
-0.155963
ZKIN
2022-05-20T00:00:00
32
96
31
48
9
15
37
5
82
82
22
92
47
33
11
86
82
53
14
22
18
21
66
6
45
0.195652
ZKIN
2022-05-27T00:00:00
33
96
31
49
8
21
83
2
84
84
23
91
47
33
5
86
82
53
15
52
13
22
64
5
43
0.181818
ZKIN
2022-06-03T00:00:00
33
96
30
49
23
12
15
2
83
83
12
90
47
33
3
86
82
52
16
11
12
21
55
7
50
0.076923
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2022-06-10T00:00:00
33
96
31
49
22
12
13
19
81
81
13
91
46
33
2
86
82
52
14
10
11
20
54
7
49
-0.064286
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2022-06-17T00:00:00
33
96
31
49
14
14
27
70
81
81
17
91
46
33
3
86
82
53
15
19
12
15
57
11
45
-0.137405
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2022-06-24T00:00:00
32
96
31
49
11
15
26
81
78
78
20
91
47
33
4
86
82
53
14
19
16
10
57
11
49
-0.035398
ZKIN
2022-07-01T00:00:00
32
96
32
49
5
19
53
92
78
78
15
92
47
33
8
86
82
53
15
35
14
3
55
22
33
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ZKIN
2022-07-08T00:00:00
32
96
32
49
6
17
23
79
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77
15
92
47
32
6
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82
53
15
19
14
5
57
28
51
0.05042
ZKIN
2022-07-15T00:00:00
33
96
31
49
35
26
76
11
78
78
14
91
47
29
5
86
82
53
15
50
15
3
58
27
56
0.145
ZKIN
2022-07-22T00:00:00
33
96
31
49
6
38
94
17
77
77
14
91
47
27
5
86
82
53
15
68
15
4
55
23
57
0.039301
ZKIN
2022-07-29T00:00:00
33
96
31
49
41
44
96
27
73
73
14
91
47
28
5
85
82
52
16
75
13
6
43
20
55
0.016807
ZKIN
2022-08-05T00:00:00
32
96
31
47
46
42
95
26
69
69
14
91
47
28
7
84
82
53
16
70
13
6
38
19
53
0.033058
ZKIN
2022-08-12T00:00:00
32
96
31
46
9
32
52
88
69
69
15
92
47
30
7
83
81
53
16
40
25
31
36
11
72
-0.104
ZKIN
2022-08-19T00:00:00
31
96
31
45
12
26
43
88
69
69
14
92
48
31
9
82
80
53
16
30
12
38
49
10
64
-0.080357
ZKIN
2022-08-26T00:00:00
31
96
32
45
6
23
17
88
67
67
14
92
47
31
10
82
80
53
17
18
11
38
50
9
64
-0.029126
ZKIN
2022-09-02T00:00:00
31
96
32
45
6
22
18
84
67
67
14
92
47
32
14
66
80
53
17
16
11
31
51
11
64
-0.052
ZKIN
2022-09-09T00:00:00
32
96
32
45
23
35
75
75
65
65
15
92
47
32
11
66
80
53
16
54
10
28
53
11
62
0.020042
ZKIN
2022-09-16T00:00:00
31
96
31
45
5
38
85
76
63
63
14
92
50
32
14
66
80
53
16
63
10
28
53
12
63
-0.05274
ZKIN
2022-09-23T00:00:00
32
96
32
45
20
36
82
75
59
59
14
91
50
32
14
66
80
53
16
61
8
17
61
13
72
-0.093886
ZKIN
2022-09-30T00:00:00
33
96
28
44
17
38
85
50
58
58
60
92
42
42
15
70
84
13
16
67
9
16
64
13
73
0.018072
ZKIN
2022-10-07T00:00:00
33
96
29
44
41
22
29
91
60
60
48
93
42
44
20
69
84
13
16
19
9
24
63
10
85
-0.12426
ZKIN
2022-10-14T00:00:00
32
96
29
44
25
22
18
89
59
59
49
93
42
43
25
70
84
12
16
17
14
28
68
9
83
-0.081081
ZKIN
2022-10-21T00:00:00
32
96
29
44
21
22
19
94
57
57
51
93
42
42
39
69
84
13
15
18
15
36
55
7
89
-0.092647
ZKIN
2022-10-28T00:00:00
32
96
29
43
19
22
14
74
62
62
53
93
42
42
34
70
84
13
16
15
15
35
54
7
89
0.076175
ZKIN
2022-11-04T00:00:00
33
96
29
43
9
22
14
23
65
65
65
92
42
41
34
71
83
13
16
15
13
29
52
8
88
0.084337
ZKIN
2022-11-11T00:00:00
32
97
29
43
32
22
17
87
65
65
55
93
41
43
45
72
83
13
16
17
10
34
31
10
84
-0.133333
ZKIN
2022-11-18T00:00:00
32
97
29
42
30
21
20
79
63
63
57
93
41
44
55
70
83
13
16
18
19
53
23
25
83
-0.003205
ZKIN
2022-11-25T00:00:00
32
96
28
42
6
24
34
56
64
64
66
93
41
41
67
69
83
13
16
27
22
43
16
29
89
0.03537
ZKIN
2022-12-02T00:00:00
32
97
28
42
41
19
13
69
63
63
54
93
41
47
81
69
83
13
16
15
24
46
20
25
90
-0.021739
ZKIN
2022-12-09T00:00:00
33
97
28
42
11
17
13
48
61
61
62
92
41
43
87
69
82
13
16
14
27
51
19
29
82
-0.006349
ZKIN
2022-12-16T00:00:00
33
97
28
42
13
15
10
64
58
58
61
92
41
44
87
70
83
13
16
11
25
60
9
37
85
-0.025559
ZKIN
2022-12-23T00:00:00
32
97
28
42
12
17
12
91
65
65
62
93
41
44
92
69
83
13
16
13
28
63
15
29
92
-0.172131
ZKIN
2022-12-30T00:00:00
32
97
29
41
8
21
43
98
69
69
64
94
41
43
96
69
83
13
16
30
37
77
12
18
86
-0.194059