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
⌀
ZLC
1999-09-24T00:00:00
34
40
75
54
21
82
65
31
41
41
14
16
66
59
80
54
72
30
58
77
32
89
81
29
68
-0.045802
ZLC
1999-10-01T00:00:00
37
40
72
65
30
60
22
34
37
37
42
16
66
54
86
54
82
16
58
39
43
89
85
29
68
0.006623
ZLC
1999-10-08T00:00:00
37
39
72
65
13
58
20
31
35
35
58
16
66
54
87
54
82
46
58
37
35
88
83
29
68
0.019737
ZLC
1999-10-15T00:00:00
36
35
72
65
17
56
25
9
29
29
52
16
66
53
75
54
82
37
58
38
47
82
81
29
68
0.033858
ZLC
1999-10-22T00:00:00
37
37
72
65
15
63
40
59
30
30
51
16
66
53
82
54
82
38
58
52
45
70
82
29
68
-0.053018
ZLC
1999-10-29T00:00:00
36
33
72
65
11
58
32
15
35
35
52
15
66
53
87
54
82
47
58
45
37
74
75
29
68
0.10048
ZLC
1999-11-05T00:00:00
36
33
72
65
5
74
71
25
32
32
55
15
66
51
74
54
82
65
58
75
37
73
73
29
68
0.02994
ZLC
1999-11-12T00:00:00
36
33
71
63
17
81
85
28
30
30
82
15
66
53
76
54
82
36
58
86
42
71
79
29
68
0.008744
ZLC
1999-11-19T00:00:00
37
28
71
64
11
78
77
17
32
32
91
15
66
55
46
54
81
47
58
81
35
59
84
29
68
0.095076
ZLC
1999-11-26T00:00:00
37
29
71
64
32
77
77
19
30
30
75
15
66
54
50
54
81
12
58
80
33
59
85
29
68
0.013137
ZLC
1999-12-03T00:00:00
34
27
76
43
5
79
76
17
27
27
69
15
66
90
32
54
85
75
58
81
30
54
81
29
68
0.035076
ZLC
1999-12-10T00:00:00
34
31
76
43
16
87
89
44
27
27
54
15
66
90
36
54
85
38
58
91
24
54
83
29
68
-0.032603
ZLC
1999-12-17T00:00:00
35
31
76
43
24
76
60
45
26
26
47
15
66
90
43
54
85
24
58
71
12
48
79
29
68
-0.003901
ZLC
1999-12-24T00:00:00
35
32
77
43
7
87
84
76
28
28
65
16
66
89
50
54
85
59
58
88
30
52
51
29
68
-0.0495
ZLC
1999-12-31T00:00:00
35
33
76
43
33
86
83
41
26
26
40
16
66
89
37
54
85
11
58
87
24
46
43
29
68
0.060319
ZLC
2000-01-07T00:00:00
35
38
77
43
16
83
77
95
33
33
54
17
66
89
50
54
85
35
58
83
4
53
56
29
68
-0.111129
ZLC
2000-01-14T00:00:00
35
34
77
43
5
86
86
57
33
33
64
16
66
90
61
54
85
70
58
88
4
40
45
29
68
0.052326
ZLC
2000-01-21T00:00:00
36
40
77
43
6
86
84
96
35
35
59
18
66
91
57
54
85
68
58
87
3
38
38
29
68
-0.089768
ZLC
2000-01-28T00:00:00
36
44
78
43
18
86
86
94
34
34
54
18
66
91
78
54
85
34
58
88
2
54
38
29
68
-0.078906
ZLC
2000-02-04T00:00:00
36
46
78
43
10
82
74
92
32
32
57
18
66
91
74
54
85
50
58
80
2
48
37
29
68
-0.011545
ZLC
2000-02-11T00:00:00
36
50
78
44
13
81
71
97
32
32
56
19
66
93
84
54
85
42
58
79
1
35
31
29
68
-0.093333
ZLC
2000-02-18T00:00:00
36
50
78
44
6
77
48
85
31
31
59
20
66
93
86
54
85
66
58
65
1
33
34
29
68
-0.016529
ZLC
2000-02-25T00:00:00
36
48
78
44
7
79
61
44
33
33
58
19
66
93
81
54
85
58
58
73
1
30
35
29
68
0.059812
ZLC
2000-03-03T00:00:00
99
48
59
65
11
64
17
23
40
40
57
18
66
96
69
54
80
46
58
39
1
35
34
29
68
0.139342
ZLC
2000-03-10T00:00:00
99
53
59
65
35
69
35
42
38
38
49
19
66
96
76
56
80
6
22
54
1
40
28
29
68
-0.041807
ZLC
2000-03-17T00:00:00
99
43
59
65
7
54
12
4
44
44
61
17
66
96
77
55
80
56
21
31
2
69
27
29
68
0.17287
ZLC
2000-03-24T00:00:00
98
43
59
64
9
42
7
14
43
43
60
17
66
95
68
56
80
50
21
21
2
74
24
29
68
0.011019
ZLC
2000-03-31T00:00:00
98
43
60
62
21
40
9
11
39
39
53
17
66
94
73
56
81
27
22
21
2
75
14
29
68
0.028599
ZLC
2000-04-07T00:00:00
98
42
60
62
8
27
4
32
37
37
67
17
66
94
61
56
81
55
22
13
2
76
12
29
68
-0.022548
ZLC
2000-04-14T00:00:00
98
44
60
62
10
27
7
52
40
40
63
17
66
95
78
56
81
49
22
15
1
79
10
29
68
-0.111092
ZLC
2000-04-21T00:00:00
98
47
60
62
36
40
29
59
37
37
54
17
66
95
72
57
81
1
22
33
1
80
10
29
68
0
ZLC
2000-04-28T00:00:00
98
47
60
61
21
56
61
62
36
36
58
17
66
95
77
58
81
27
22
61
1
79
9
29
68
0.006098
ZLC
2000-05-05T00:00:00
98
45
61
62
5
50
53
55
34
34
100
17
66
95
75
58
81
72
22
53
1
79
8
29
68
0.004558
ZLC
2000-05-12T00:00:00
98
38
59
66
10
69
85
6
39
39
93
16
66
94
56
60
81
49
22
81
1
85
24
29
68
0.137217
ZLC
2000-05-19T00:00:00
98
40
58
71
13
69
86
42
40
40
92
17
66
93
57
59
81
41
21
83
1
85
19
29
68
-0.058314
ZLC
2000-05-26T00:00:00
98
45
59
71
4
76
88
75
42
42
100
18
66
93
64
58
81
77
21
88
2
78
15
29
68
-0.133811
ZLC
2000-06-02T00:00:00
98
49
59
71
18
76
84
91
40
40
89
19
66
94
73
11
81
33
22
87
3
78
17
29
68
-0.008169
ZLC
2000-06-09T00:00:00
44
56
69
63
31
75
55
91
39
39
41
19
66
94
68
16
82
10
17
69
3
81
24
29
68
-0.032735
ZLC
2000-06-16T00:00:00
43
51
69
63
10
69
54
59
38
38
66
19
66
94
70
15
82
49
17
64
2
83
26
29
68
0.023701
ZLC
2000-06-23T00:00:00
43
51
69
63
17
66
43
59
36
36
56
19
66
94
65
28
82
32
17
55
2
85
29
29
68
-0.008265
ZLC
2000-06-30T00:00:00
44
54
69
63
32
66
48
70
34
34
38
19
66
94
69
27
82
7
18
58
2
87
25
29
68
-0.025055
ZLC
2000-07-07T00:00:00
43
49
69
63
24
89
92
14
41
41
49
18
66
94
57
26
82
21
18
94
2
83
16
29
68
0.116438
ZLC
2000-07-14T00:00:00
44
50
69
63
31
80
76
38
40
40
40
19
66
94
56
25
82
7
17
82
2
84
18
29
68
-0.009178
ZLC
2000-07-21T00:00:00
44
51
69
63
23
56
40
56
36
36
50
19
66
95
57
24
82
21
17
47
2
84
18
29
68
-0.041807
ZLC
2000-07-28T00:00:00
44
52
69
63
5
47
26
72
36
36
74
19
66
95
61
24
82
65
17
34
3
85
16
29
68
-0.072684
ZLC
2000-08-04T00:00:00
43
46
69
63
6
38
17
11
43
43
30
18
66
88
62
25
82
59
17
24
3
87
27
29
68
0.142825
ZLC
2000-08-11T00:00:00
42
48
69
62
23
44
27
31
42
42
10
18
66
88
63
25
82
20
16
33
3
88
33
29
68
-0.010683
ZLC
2000-08-18T00:00:00
43
51
70
61
27
44
32
65
41
41
6
18
66
87
66
24
81
14
16
36
4
89
31
29
68
-0.038509
ZLC
2000-08-25T00:00:00
43
54
70
61
15
40
25
90
42
42
14
19
66
87
70
23
81
33
16
30
4
89
37
29
68
-0.065692
ZLC
2000-09-01T00:00:00
43
54
70
61
8
60
72
78
41
41
25
19
66
87
72
23
81
51
16
70
4
88
49
29
68
0.01202
ZLC
2000-09-08T00:00:00
44
56
70
60
22
55
59
61
39
39
11
19
66
87
68
23
81
21
16
59
3
90
56
29
68
0.005044
ZLC
2000-09-15T00:00:00
44
59
70
60
32
47
44
80
37
37
1
19
66
86
73
23
81
2
16
45
9
78
44
29
68
-0.050564
ZLC
2000-09-22T00:00:00
44
57
70
60
31
39
31
61
35
35
2
19
66
87
70
27
81
4
16
32
10
81
51
29
68
-0.012447
ZLC
2000-09-29T00:00:00
46
62
54
84
20
63
83
80
34
34
48
21
66
83
68
17
23
24
46
77
15
79
58
29
68
-0.066532
ZLC
2000-10-06T00:00:00
46
60
54
85
17
57
74
51
31
31
52
20
66
83
66
17
23
30
46
68
17
76
61
29
68
0
ZLC
2000-10-13T00:00:00
46
60
54
85
12
47
42
64
23
23
55
20
66
83
69
17
23
40
46
43
16
75
62
29
68
-0.052038
ZLC
2000-10-20T00:00:00
46
59
54
85
5
35
17
56
22
22
56
20
66
83
67
17
23
63
46
23
24
76
67
29
68
0.002016
ZLC
2000-10-27T00:00:00
46
59
54
85
6
35
19
67
21
21
56
21
66
83
57
17
23
59
45
23
23
77
69
29
68
-0.028366
ZLC
2000-11-03T00:00:00
47
64
54
85
17
37
30
83
18
18
52
21
66
74
67
17
23
26
45
31
28
79
72
29
68
-0.02719
ZLC
2000-11-10T00:00:00
47
69
54
84
26
31
20
78
19
19
64
21
66
74
68
17
23
7
44
23
33
84
62
29
68
-0.064346
ZLC
2000-11-17T00:00:00
47
62
55
84
5
35
32
51
21
21
96
21
66
75
60
17
23
55
43
32
34
87
73
29
68
0.034422
ZLC
2000-11-24T00:00:00
48
65
55
84
8
30
22
70
22
22
91
22
66
75
53
16
23
44
43
24
26
73
84
29
68
-0.066553
ZLC
2000-12-01T00:00:00
49
66
55
84
8
36
37
71
24
24
92
22
66
75
56
10
23
46
42
35
32
78
88
29
68
-0.087869
ZLC
2000-12-08T00:00:00
39
64
49
24
8
36
37
54
29
29
59
23
66
87
56
11
43
42
22
35
25
80
90
29
68
0.059917
ZLC
2000-12-15T00:00:00
39
66
49
24
13
38
36
53
27
27
53
23
66
87
53
10
43
31
22
36
27
80
90
29
68
-0.019656
ZLC
2000-12-22T00:00:00
38
63
48
24
23
35
34
21
27
27
39
23
66
87
47
11
43
7
23
32
49
86
87
29
68
0.042586
ZLC
2000-12-29T00:00:00
38
61
48
23
15
29
21
10
34
34
49
22
66
87
33
10
42
25
23
22
48
77
83
29
68
0.117769
ZLC
2001-01-05T00:00:00
38
58
48
23
3
27
24
21
31
31
74
21
66
87
52
10
42
68
23
23
47
75
80
29
68
0.012938
ZLC
2001-01-12T00:00:00
38
58
49
23
2
32
34
25
31
31
72
21
66
89
45
56
42
73
23
31
44
72
78
29
68
0.061553
ZLC
2001-01-19T00:00:00
38
59
48
23
13
30
29
33
28
28
58
21
66
90
52
56
42
27
23
28
38
68
64
29
68
0.030016
ZLC
2001-01-26T00:00:00
38
55
48
23
14
29
29
11
32
32
58
20
66
90
33
56
42
25
24
28
30
52
66
29
68
0.116503
ZLC
2001-02-02T00:00:00
38
54
48
23
12
31
36
20
30
30
58
20
66
90
44
56
42
30
24
32
35
51
71
29
68
0.012299
ZLC
2001-02-09T00:00:00
38
54
48
23
3
33
41
41
28
28
63
20
66
88
52
56
42
63
23
36
28
50
69
29
68
-0.029687
ZLC
2001-02-16T00:00:00
38
59
48
23
4
39
62
78
33
33
62
21
66
88
57
56
42
55
23
50
41
35
67
29
68
-0.070822
ZLC
2001-02-23T00:00:00
38
60
48
23
8
47
81
70
34
34
59
21
66
88
45
54
42
39
23
65
40
33
64
29
68
-0.047866
ZLC
2001-03-02T00:00:00
38
58
48
23
9
46
82
51
33
33
23
21
66
88
27
79
42
34
25
66
37
31
61
29
68
0.024656
ZLC
2001-03-09T00:00:00
38
60
48
23
15
50
83
56
30
30
18
21
55
88
31
79
43
20
24
72
36
29
65
29
68
-0.006875
ZLC
2001-03-16T00:00:00
98
63
44
87
12
50
76
72
34
34
62
22
60
93
24
84
41
28
18
70
23
42
72
29
68
-0.10321
ZLC
2001-03-23T00:00:00
97
61
44
87
7
68
92
50
33
33
65
22
60
93
23
82
41
38
18
88
20
39
65
29
68
0.022807
ZLC
2001-03-30T00:00:00
97
63
45
85
13
69
87
62
31
31
65
22
58
92
20
83
41
23
18
85
17
41
65
29
68
-0.005146
ZLC
2001-04-06T00:00:00
97
61
45
84
12
64
78
48
25
25
66
21
58
92
18
83
41
25
19
75
16
45
65
29
68
-0.018621
ZLC
2001-04-13T00:00:00
97
59
45
84
2
48
44
37
27
27
77
22
58
93
16
83
41
73
19
44
14
44
51
29
68
0.04884
ZLC
2001-04-20T00:00:00
97
59
45
84
20
45
41
23
29
29
69
22
58
94
18
83
41
10
19
41
18
41
55
29
68
0.069347
ZLC
2001-04-27T00:00:00
97
55
45
84
7
49
49
16
29
29
71
21
59
94
20
84
41
40
19
48
10
30
56
29
68
0.065163
ZLC
2001-05-04T00:00:00
97
59
45
84
22
48
47
43
27
27
69
21
59
94
18
84
41
5
19
46
9
26
51
29
68
-0.008824
ZLC
2001-05-11T00:00:00
97
58
45
85
8
40
37
28
26
26
84
21
58
93
13
84
41
35
20
36
8
26
49
29
68
0.022255
ZLC
2001-05-18T00:00:00
97
59
46
87
8
44
48
58
24
24
88
22
56
92
15
83
41
37
17
44
8
27
48
29
68
-0.001451
ZLC
2001-05-25T00:00:00
98
61
46
87
16
43
45
77
22
22
86
22
56
92
29
83
41
18
16
43
9
41
54
29
68
-0.028779
ZLC
2001-06-01T00:00:00
97
59
46
87
4
44
49
66
21
21
100
22
60
93
35
83
41
52
17
45
9
42
53
29
68
-0.002993
ZLC
2001-06-08T00:00:00
98
60
46
87
6
46
59
47
21
21
100
22
60
93
34
50
41
44
18
51
6
40
48
29
68
0.025218
ZLC
2001-06-15T00:00:00
40
58
54
44
8
54
76
59
22
22
84
22
59
93
29
82
37
38
23
69
6
35
46
29
68
-0.033675
ZLC
2001-06-22T00:00:00
40
57
53
44
15
62
86
28
21
21
77
21
59
93
29
82
37
20
23
79
8
36
45
29
68
0.028182
ZLC
2001-06-29T00:00:00
41
57
53
44
2
58
69
61
19
19
92
22
59
93
42
90
37
70
23
68
8
35
44
29
68
-0.006779
ZLC
2001-07-06T00:00:00
41
59
54
44
18
60
71
65
17
17
74
22
59
93
38
89
37
12
23
70
10
37
38
29
68
-0.036795
ZLC
2001-07-13T00:00:00
41
58
53
44
15
54
54
52
17
17
78
22
59
93
36
89
37
24
23
55
9
42
36
29
68
0.016636
ZLC
2001-07-20T00:00:00
41
58
53
44
21
45
32
25
16
16
73
21
59
95
33
90
37
6
23
34
9
34
56
29
68
0.036364
ZLC
2001-07-27T00:00:00
41
57
53
44
12
46
39
53
17
17
81
21
59
95
44
90
37
28
23
40
8
26
43
29
68
-0.026316
ZLC
2001-08-03T00:00:00
41
56
53
44
2
50
50
63
16
16
91
21
59
95
37
90
37
74
24
49
9
31
32
29
68
-0.008108
ZLC
2001-08-10T00:00:00
40
61
53
43
3
47
40
75
18
18
89
22
58
92
43
89
38
60
23
41
8
24
17
29
68
-0.043294
ZLC
2001-08-17T00:00:00
40
58
52
40
9
56
63
40
18
18
55
22
57
92
38
89
37
35
24
60
10
17
13
29
68
0.028797