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
⌀
ZKIN
2023-01-06T00:00:00
33
97
27
41
8
16
11
23
83
83
64
93
42
43
84
70
83
12
16
12
51
44
61
12
93
0.454545
ZKIN
2023-01-13T00:00:00
35
97
25
41
7
17
16
1
90
90
66
90
42
37
21
70
83
12
17
15
47
21
72
13
69
0.739865
ZKIN
2023-01-20T00:00:00
34
96
25
41
7
19
23
18
90
90
64
91
42
34
32
70
83
13
17
19
52
30
77
10
68
-0.117476
ZKIN
2023-01-27T00:00:00
34
97
26
41
14
18
22
28
90
90
54
91
48
35
38
70
83
12
17
18
53
22
81
13
71
-0.0044
ZKIN
2023-02-03T00:00:00
31
96
25
43
14
19
34
31
90
90
38
90
45
16
29
51
85
50
15
24
56
21
80
11
70
0.070718
ZKIN
2023-02-10T00:00:00
30
96
26
43
8
20
31
74
90
90
40
91
45
17
20
23
85
50
15
23
57
20
84
9
70
-0.091847
ZKIN
2023-02-17T00:00:00
30
96
25
43
9
17
13
80
89
89
41
91
45
16
20
21
85
50
15
13
57
17
85
9
71
-0.046591
ZKIN
2023-02-24T00:00:00
30
97
26
43
30
12
5
94
89
89
38
91
45
16
31
21
85
51
15
7
62
9
85
7
72
-0.106079
ZKIN
2023-03-03T00:00:00
30
96
26
42
14
19
63
97
89
89
22
92
44
16
44
22
85
51
15
36
58
15
88
6
75
-0.084
ZKIN
2023-03-10T00:00:00
31
96
25
42
13
73
98
39
88
88
22
91
44
17
30
23
85
51
16
92
63
22
87
2
81
0.062591
ZKIN
2023-03-17T00:00:00
31
96
24
42
13
61
97
52
88
88
22
91
44
17
24
23
85
51
15
87
64
28
87
2
81
-0.027397
ZKIN
2023-03-24T00:00:00
31
97
24
42
25
52
95
61
77
77
16
91
44
17
17
23
85
51
15
81
66
25
86
2
81
-0.028169
ZKIN
2023-03-31T00:00:00
31
98
24
41
11
59
95
82
74
74
23
91
44
18
17
24
84
51
15
84
69
26
87
2
82
-0.004348
ZKIN
2023-04-07T00:00:00
30
97
24
41
11
40
69
80
74
74
25
91
44
18
23
24
84
52
15
56
69
26
86
2
82
-0.040757
ZKIN
2023-04-14T00:00:00
30
98
24
41
21
31
51
86
71
71
18
92
44
16
40
24
84
52
15
36
71
27
86
2
81
-0.044006
ZKIN
2023-04-21T00:00:00
30
98
25
41
53
21
21
96
72
72
15
92
44
16
38
24
84
52
15
19
71
19
89
2
80
-0.125397
ZKIN
2023-04-28T00:00:00
31
97
23
42
20
17
13
10
84
84
35
91
44
16
20
25
84
51
15
13
72
37
94
1
80
0.279492
ZKIN
2023-05-05T00:00:00
30
98
23
43
34
29
45
6
82
82
22
90
45
17
19
28
84
51
15
36
73
39
93
1
81
0.076596
ZKIN
2023-05-12T00:00:00
30
98
23
45
44
31
47
59
83
83
17
91
46
18
42
28
83
51
15
38
75
34
94
2
79
-0.115942
ZKIN
2023-05-19T00:00:00
30
98
23
45
57
27
41
19
82
82
11
90
47
19
16
29
83
51
15
32
75
35
95
2
78
0.073025
ZKIN
2023-05-26T00:00:00
30
98
23
45
67
25
31
34
81
81
8
90
47
20
11
30
83
51
15
26
75
35
93
2
78
0
ZKIN
2023-06-02T00:00:00
30
98
23
45
30
23
32
63
81
81
20
90
47
45
11
30
83
51
15
25
76
30
93
2
79
-0.027778
ZKIN
2023-06-09T00:00:00
30
98
22
46
54
21
29
31
80
80
12
90
47
46
11
29
82
51
15
23
73
27
93
2
79
0.05
ZKIN
2023-06-16T00:00:00
30
98
22
46
23
15
9
22
79
79
22
90
47
44
23
28
82
51
15
10
79
25
94
2
73
0.05034
ZKIN
2023-06-23T00:00:00
30
98
22
45
28
38
75
9
78
78
21
90
48
45
15
28
82
51
15
55
78
26
94
2
75
0.010363
ZKIN
2023-06-30T00:00:00
30
98
22
45
61
53
87
81
77
77
10
90
48
47
19
28
83
51
15
73
79
31
97
2
67
-0.062821
ZKIN
2023-07-07T00:00:00
30
98
22
45
24
33
46
85
71
71
15
90
48
43
24
27
82
51
15
37
79
32
96
2
68
-0.023256
ZKIN
2023-07-14T00:00:00
30
98
23
45
64
45
78
88
69
69
14
90
48
45
30
27
83
51
15
63
82
38
97
3
68
-0.019608
ZKIN
2023-07-21T00:00:00
29
98
23
45
43
46
77
95
68
68
14
91
48
42
26
27
83
51
15
63
86
46
98
2
72
-0.072857
ZKIN
2023-07-28T00:00:00
29
98
23
44
30
34
44
93
66
66
14
91
48
42
30
28
83
51
15
35
87
45
98
2
72
-0.041602
ZKIN
2023-08-04T00:00:00
29
98
23
42
22
43
71
93
65
65
15
91
49
41
37
29
82
51
16
59
85
42
98
2
72
-0.061093
ZKIN
2023-08-11T00:00:00
29
98
24
42
50
56
82
67
64
64
16
91
48
46
42
27
82
51
15
74
85
41
98
1
68
0.013699
ZKIN
2023-08-18T00:00:00
28
98
24
41
58
65
90
88
65
65
16
91
48
47
50
26
81
52
15
81
84
41
97
1
66
-0.10473
ZKIN
2023-08-25T00:00:00
28
97
24
41
22
43
32
82
61
61
16
91
48
44
60
37
81
52
10
34
84
41
97
1
67
-0.018868
ZKIN
2023-09-01T00:00:00
28
97
24
41
22
37
25
87
60
60
13
91
49
44
55
37
81
52
11
27
85
43
96
1
58
0
ZKIN
2023-09-08T00:00:00
28
98
24
41
25
27
19
58
59
59
12
91
49
44
59
36
81
52
10
19
84
38
97
2
65
-0.005769
ZKIN
2023-09-15T00:00:00
28
98
24
41
23
23
10
91
61
61
13
91
49
44
75
36
81
52
10
13
75
50
91
3
46
-0.092843
ZKIN
2023-09-22T00:00:00
30
98
22
41
55
19
10
1
90
90
13
89
49
47
21
36
81
50
11
12
98
98
93
5
71
0.545842
ZKIN
2023-09-29T00:00:00
30
98
21
41
54
17
13
9
89
89
13
89
52
31
21
42
84
51
11
12
97
95
91
6
73
-0.027586
ZKIN
2023-10-06T00:00:00
29
98
21
41
50
21
16
59
89
89
12
90
52
45
63
42
84
51
11
16
96
95
91
7
72
-0.158865
ZKIN
2023-10-13T00:00:00
30
98
21
40
38
18
11
31
89
89
12
90
52
45
53
42
84
51
11
13
97
93
94
8
67
0.074199
ZKIN
2023-10-20T00:00:00
30
98
21
40
37
19
14
64
88
88
12
90
52
45
59
42
84
51
11
15
98
92
93
9
65
-0.058085
ZKIN
2023-10-27T00:00:00
29
98
22
40
25
20
13
82
89
89
12
91
52
44
76
42
84
52
11
15
98
88
94
12
61
-0.191667
ZKIN
2023-11-03T00:00:00
29
98
22
40
24
27
22
84
88
88
12
91
51
43
69
42
84
51
11
22
98
91
94
12
62
0.072165
ZKIN
2023-11-10T00:00:00
29
98
22
39
37
16
11
65
87
87
12
90
50
45
77
43
84
51
11
11
98
88
93
15
48
0.005769
ZKIN
2023-11-17T00:00:00
31
97
18
39
27
67
96
1
95
95
12
87
49
45
11
42
84
50
11
86
87
76
89
22
42
0.873805
ZKIN
2023-11-24T00:00:00
30
97
18
39
39
65
94
14
95
95
13
88
49
45
19
42
84
50
11
84
92
80
89
21
39
-0.081633
ZKIN
2023-12-01T00:00:00
30
98
19
39
38
35
57
29
94
94
13
88
49
45
13
42
84
50
12
45
92
82
89
26
35
-0.018889
ZKIN
2023-12-08T00:00:00
31
97
18
39
41
52
88
8
93
93
12
87
49
45
6
43
84
50
12
72
90
79
89
34
22
0.155153
ZKIN
2023-12-15T00:00:00
31
97
18
38
25
44
59
19
93
93
13
86
49
45
7
43
84
50
12
51
90
79
90
31
26
0.019608
ZKIN
2023-12-22T00:00:00
31
97
18
38
45
24
26
9
92
92
13
86
49
46
25
43
84
50
12
23
89
80
89
36
31
0.057692
ZKIN
2023-12-29T00:00:00
31
98
18
38
64
25
16
93
92
92
13
88
49
46
49
43
84
50
12
18
92
82
91
37
29
-0.109091
ZKIN
2024-01-05T00:00:00
30
97
19
38
21
30
28
89
92
92
12
88
49
43
10
43
84
50
11
27
89
72
87
58
30
-0.057143
ZKIN
2024-01-12T00:00:00
30
98
19
38
26
92
100
94
91
91
12
88
49
42
4
41
84
51
11
98
88
71
85
51
24
-0.090909
ZKIN
2024-01-19T00:00:00
30
98
20
38
49
90
99
98
92
92
12
89
50
43
18
41
84
51
11
97
82
75
85
40
30
-0.202381
ZKIN
2024-01-26T00:00:00
30
98
19
38
67
90
97
49
88
88
12
88
50
43
7
86
84
51
25
96
83
71
84
36
31
0.19403
ZKIN
2024-02-02T00:00:00
30
97
20
38
33
96
99
92
87
87
12
89
50
43
6
86
84
51
24
99
83
73
85
41
30
-0.0975
ZKIN
2024-02-09T00:00:00
30
97
19
38
23
94
96
30
87
87
98
89
59
42
8
86
84
51
24
97
82
74
82
37
25
0.066482
ZKIN
2024-02-16T00:00:00
30
98
19
38
51
93
97
76
85
85
98
89
59
44
29
86
84
51
24
97
81
72
81
34
25
-0.012987
ZKIN
2024-02-23T00:00:00
30
98
20
38
21
90
44
86
85
85
98
89
58
43
42
86
84
51
24
71
83
72
82
36
24
-0.065789
ZKIN
2024-03-01T00:00:00
29
97
20
38
19
86
32
93
83
83
98
89
58
43
51
86
84
52
23
61
83
77
83
36
28
-0.070423
ZKIN
2024-03-08T00:00:00
30
98
20
38
46
64
18
88
82
82
98
90
58
45
37
87
84
52
23
37
83
75
85
38
27
-0.015152
ZKIN
2024-03-15T00:00:00
30
98
20
37
22
29
11
38
81
81
98
89
58
45
66
87
84
52
23
18
82
74
86
40
27
0.046154
ZKIN
2024-03-22T00:00:00
29
98
20
37
59
56
23
95
81
81
98
90
57
46
91
86
84
52
23
36
83
69
87
34
28
-0.132353
ZKIN
2024-03-29T00:00:00
29
97
20
37
20
35
15
92
79
79
98
90
56
45
86
87
84
52
22
22
79
66
90
45
30
-0.008475
ZKIN
2024-04-05T00:00:00
29
97
20
37
22
51
39
74
74
74
98
90
56
45
77
87
84
52
23
43
78
68
89
49
29
0.003419
ZKIN
2024-04-12T00:00:00
30
98
20
37
22
43
34
10
76
76
98
90
56
43
79
87
84
52
23
35
84
74
92
51
31
0.098807
ZKIN
2024-04-19T00:00:00
30
98
20
37
55
31
21
33
74
74
98
90
57
44
94
87
84
52
23
23
84
73
92
52
33
-0.03876
ZLAB
2017-09-29T00:00:00
30
100
16
8
57
41
50
71
68
68
28
45
26
7
53.5
24
2
71
15
43
35
49
44
31
57
-0.026325
ZLAB
2017-10-06T00:00:00
30
100
16
8
57
41
50
19
68
68
35
44
26
6
53.5
24
2
71
15
43
35
49
44
31
57
0.053704
ZLAB
2017-10-13T00:00:00
30
100
7
8
57
41
50
2
66
66
17
42
26
26
53.5
24
2
70
15
44
35
49
44
31
57
0.131459
ZLAB
2017-10-20T00:00:00
30
100
8
8
57
41
50
82
94
94
21
44
26
23
53.5
24
2
71
15
43
35
49
44
31
57
-0.122709
ZLAB
2017-10-27T00:00:00
30
100
14
8
57
41
50
89
91
91
38
45
26
8
53.5
24
2
71
15
44
35
49
44
31
57
-0.048513
ZLAB
2017-11-03T00:00:00
30
100
14
8
57
41
50
52
86
86
31
44
26
10
53.5
24
2
71
15
44
35
49
44
31
57
0.042054
ZLAB
2017-11-10T00:00:00
30
100
2
8
57
41
50
46
81
81
4
44
26
40
53.5
24
2
70
15
45
35
49
44
31
57
-0.007857
ZLAB
2017-11-17T00:00:00
29
100
10
8
57
41
50
94
82
82
17
46
26
18
53.5
24
2
71
15
45
35
49
44
31
57
-0.100072
ZLAB
2017-11-24T00:00:00
30
100
5
8
57
29
28
53
82
82
10
45
26
30
53.5
24
2
71
15
23
35
49
44
31
57
0.072
ZLAB
2017-12-01T00:00:00
29
100
12
8
57
47
58
87
79
79
19
46
26
13
53.5
24
2
71
15
54
35
49
44
31
57
-0.032836
ZLAB
2017-12-08T00:00:00
29
100
10
8
57
84
98
69
77
77
16
46
26
20
53.5
24
2
71
15
94
35
49
44
31
57
-0.01659
ZLAB
2017-12-15T00:00:00
29
100
5
8
57
21
11
87
74
74
10
46
26
31
53.5
24
2
71
15
13
35
49
44
31
57
-0.021185
ZLAB
2017-12-22T00:00:00
29
100
8
8
57
19
11
99
78
78
14
49
26
23
53.5
24
2
72
15
13
35
49
44
31
57
-0.140681
ZLAB
2017-12-29T00:00:00
29
100
15
8
57
31
36
96
75
75
27
49
26
8
53.5
24
2
72
15
31
35
49
44
31
57
-0.009795
ZLAB
2018-01-05T00:00:00
29
100
13
8
57
32
47
54
77
77
28
49
26
11
53.5
24
2
72
15
36
35
49
44
31
57
0.074423
ZLAB
2018-01-12T00:00:00
29
100
7
8
57
14
9
36
76
76
19
48
26
23
53.5
24
2
72
15
9
35
49
44
31
57
0.024551
ZLAB
2018-01-19T00:00:00
29
100
3
8
57
24
25
74
75
75
7
49
26
38
53.5
24
2
72
15
21
35
49
44
31
57
-0.031237
ZLAB
2018-01-26T00:00:00
29
100
17
8
57
18
15
19
76
76
47
48
26
6
53.5
24
2
72
15
13
35
49
44
31
57
0.085689
ZLAB
2018-02-02T00:00:00
30
100
15
8
57
19
19
3
73
73
42
46
26
8
53.5
24
2
71
15
16
35
49
44
31
57
0.056957
ZLAB
2018-02-09T00:00:00
29
100
3
8
57
16
13
90
87
87
7
49
26
38
53.5
24
2
72
15
12
35
49
44
31
57
-0.220554
ZLAB
2018-02-16T00:00:00
30
100
1
8
57
6
3
21
90
90
3
48
26
46
53.5
24
2
72
15
4
35
49
44
31
57
0.16
ZLAB
2018-02-23T00:00:00
30
100
12
8
57
6
3
70
89
89
29
48
26
15
53.5
24
2
72
15
3
35
49
44
31
57
-0.02086
ZLAB
2018-03-02T00:00:00
29
100
1
8
57
8
9
69
88
88
72
49
26
50
53.5
24
2
72
15
5
35
49
44
31
57
-0.050435
ZLAB
2018-03-09T00:00:00
29
100
4
8
57
11
27
83
86
86
72
49
26
35
53.5
24
2
72
15
15
35
49
44
31
57
0.011905
ZLAB
2018-03-16T00:00:00
29
100
20
8
57
9
15
94
85
85
72
50
26
5
53.5
24
2
72
15
9
35
49
44
31
57
-0.048869
ZLAB
2018-03-23T00:00:00
29
100
13
8
57
32
59
55
84
84
72
50
26
15
53.5
24
2
72
15
46
35
49
44
31
57
-0.012369
ZLAB
2018-03-30T00:00:00
30
100
4
8
57
77
89
39
83
83
72
50
26
36
53.5
24
2
72
15
87
35
49
44
31
57
0.02842
ZLAB
2018-04-06T00:00:00
30
100
16
8
57
9
10
28
81
81
72
49
26
11
53.5
24
2
71
15
7
35
49
44
31
57
0.004215
ZLAB
2018-04-13T00:00:00
30
100
11
8
57
34
67
38
79
79
72
50
26
19
53.5
24
2
72
15
50
35
49
44
31
57
0.011194
ZLAB
2018-04-20T00:00:00
30
100
9
8
57
26
41
85
71
71
72
50
26
22
53.5
24
2
72
15
30
35
49
44
31
57
-0.034133
ZLAB
2018-04-27T00:00:00
29
100
16
8
57
17
24
91
56
56
72
51
26
11
53.5
24
2
72
15
17
35
49
44
31
57
-0.055874
ZLAB
2018-05-04T00:00:00
14
65
6
15
57
16
17
98
62
62
93
51
26
27
53.5
24
2
72
15
13
35
49
44
31
57
-0.087506