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
⌀
ZLSSF
2022-01-28T00:00:00
63
97
12
26
36
62
76
31
5
5
94
72
49
23
61
85
35
37
50
70
70
72
40
50
51
-0.006205
ZLSSF
2022-02-04T00:00:00
63
97
16
26
36
52
58
38
5
5
98
72
49
12
61
85
35
50
50
53
70
72
40
50
51
0.004162
ZLSSF
2022-02-11T00:00:00
63
97
7
26
36
62
71
61
6
6
86
72
49
47
61
85
35
18
50
68
70
72
40
50
51
-0.005181
ZLSSF
2022-02-18T00:00:00
63
97
7
26
36
54
53
47
6
6
88
72
49
45
61
85
34
20
50
52
70
72
40
50
51
0
ZLSSF
2022-02-25T00:00:00
63
97
11
26
36
54
53
31
7
7
94
72
49
29
61
85
34
34
50
53
70
72
40
50
51
0.005208
ZLSSF
2022-03-04T00:00:00
63
97
13
26
36
57
56
29
7
7
96
72
49
25
61
85
34
38
50
55
70
72
40
50
51
0.001036
ZLSSF
2022-03-11T00:00:00
62
97
7
26
36
64
65
19
9
9
91
72
49
47
61
85
34
20
50
67
70
72
40
50
51
0.006211
ZLSSF
2022-03-18T00:00:00
63
97
14
26
36
75
79
70
10
10
97
72
49
24
61
85
34
39
50
80
70
72
40
50
51
-0.005144
ZLSSF
2022-03-25T00:00:00
63
97
4
26
36
71
73
55
10
10
89
72
49
64
61
85
34
6
50
73
70
72
40
50
51
0.001034
ZLSSF
2022-04-01T00:00:00
56
60
12
30
36
72
71
63
9
9
78
72
49
24
61
85
35
38
50
74
70
72
40
50
51
0
ZLSSF
2022-04-08T00:00:00
56
60
10
30
97
61
56
37
9
9
76
72
49
5
61
85
35
31
50
59
66
55
45
84
54
0.000517
ZLSSF
2022-04-15T00:00:00
56
60
8
30
60
62
60
35
8
8
16
72
49
6
61
85
36
22
50
61
72
56
58
89
45
0.001549
ZLSSF
2022-04-22T00:00:00
56
60
3
30
78
70
73
29
7
7
1
71
49
10
61
85
36
3
50
75
77
48
51
91
52
0
ZLSSF
2022-04-29T00:00:00
56
59
8
30
62
73
73
10
8
8
18
71
49
6
61
85
36
22
50
76
81
72
34
77
50
0.005155
ZLSSF
2022-05-06T00:00:00
58
58
11
32
55
84
82
14
8
8
27
71
49
4
61
85
35
32
50
88
81
73
32
75
55
0.001026
ZLSSF
2022-05-13T00:00:00
53
58
12
35
51
66
47
15
7
7
26
70
49
4
61
85
39
35
50
58
83
78
37
84
54
-0.003074
ZLSSF
2022-05-20T00:00:00
52
56
22
36
28
68
54
16
7
7
47
70
49
12
61
85
38
65
50
65
86
73
44
86
51
0.004111
ZLSSF
2022-05-27T00:00:00
52
56
6
36
68
64
47
59
6
6
10
70
49
27
61
85
38
16
50
57
86
68
39
78
40
-0.001535
ZLSSF
2022-06-03T00:00:00
52
56
19
37
34
70
62
44
6
6
37
71
49
14
61
85
38
52
50
68
85
67
35
80
43
0.002563
ZLSSF
2022-06-10T00:00:00
52
56
9
37
62
68
66
39
7
7
16
70
49
24
61
85
38
25
50
69
87
89
40
93
48
-0.003067
ZLSSF
2022-06-17T00:00:00
52
55
8
37
65
69
69
27
8
8
14
70
49
25
61
85
38
22
50
70
83
89
39
89
48
-0.003077
ZLSSF
2022-06-24T00:00:00
52
55
11
37
60
84
91
59
8
8
19
70
49
22
61
85
38
30
50
92
80
69
34
93
51
-0.001029
ZLSSF
2022-07-01T00:00:00
52
55
21
37
32
85
90
29
9
9
45
70
49
12
61
85
38
62
50
91
81
92
39
76
80
0.005149
ZLSSF
2022-07-08T00:00:00
52
56
21
37
33
86
92
57
9
9
45
70
49
13
61
85
38
61
50
92
80
79
38
61
43
-0.002049
ZLSSF
2022-07-15T00:00:00
52
55
24
37
31
89
92
31
8
8
51
70
49
15
61
85
38
69
50
94
80
74
42
62
49
0.002053
ZLSSF
2022-07-22T00:00:00
52
56
5
36
73
84
69
60
8
8
8
70
49
31
61
85
38
13
50
82
85
79
28
47
54
0.001025
ZLSSF
2022-07-29T00:00:00
51
56
13
36
54
85
70
61
7
7
25
70
49
23
34
85
38
35
50
84
84
84
21
42
51
0.001024
ZLSSF
2022-08-05T00:00:00
51
56
6
35
71
88
74
54
8
8
10
70
49
31
44
85
38
15
50
86
75
70
37
47
57
0.00409
ZLSSF
2022-08-12T00:00:00
51
52
18
33
41
88
79
73
8
8
34
71
49
18
51
85
37
49
50
87
80
82
34
45
63
-0.001018
ZLSSF
2022-08-19T00:00:00
51
51
16
32
47
85
57
45
8
8
28
70
49
21
48
85
36
42
50
75
67
83
40
46
56
0
ZLSSF
2022-08-26T00:00:00
55
55
18
42
42
91
76
46
8
8
55
70
49
19
46
85
55
47
50
89
70
83
39
48
51
-0.003058
ZLSSF
2022-09-02T00:00:00
55
54
4
42
76
88
61
31
8
8
57
70
49
35
44
85
55
8
50
81
69
77
42
52
54
-0.001022
ZLSSF
2022-09-09T00:00:00
55
55
13
42
53
91
72
42
8
8
76
70
49
24
55
85
55
36
50
88
69
78
40
50
54
0.003071
ZLSSF
2022-09-16T00:00:00
55
54
8
42
66
86
55
37
8
8
65
70
49
30
56
85
55
20
50
77
68
81
42
51
58
-0.003061
ZLSSF
2022-09-23T00:00:00
55
53
8
42
65
76
46
20
8
8
66
69
49
30
47
85
54
22
50
64
67
80
50
52
69
0
ZLSSF
2022-09-30T00:00:00
55
53
19
42
38
78
51
23
7
7
83
69
49
19
60
85
54
52
50
70
69
82
57
45
68
0.001024
ZLSSF
2022-10-07T00:00:00
55
53
20
42
37
67
36
30
7
7
80
69
49
18
63
85
54
54
50
53
81
78
72
60
62
0.002045
ZLSSF
2022-10-14T00:00:00
55
53
5
42
74
74
50
34
6
6
82
68
49
34
71
85
54
11
50
66
86
82
74
61
63
0
ZLSSF
2022-10-21T00:00:00
55
53
17
42
41
71
49
47
6
6
98
68
49
20
68
85
54
48
50
60
89
66
58
66
51
0.002041
ZLSSF
2022-10-28T00:00:00
55
54
20
41
35
76
62
50
7
7
99
69
49
18
75
85
54
56
50
70
87
56
49
64
56
0.005092
ZLSSF
2022-11-04T00:00:00
55
54
12
41
54
76
62
39
6
6
94
68
49
25
75
85
54
34
50
72
85
38
28
53
54
0.00304
ZLSSF
2022-11-11T00:00:00
38
41
6
40
68
75
64
59
6
6
64
68
49
33
78
85
56
16
50
70
84
40
20
55
51
0
ZLSSF
2022-11-18T00:00:00
38
41
13
40
51
83
79
48
5
5
74
68
49
25
79
85
56
37
50
82
61
14
27
24
56
0.00101
ZLSSF
2022-11-25T00:00:00
38
41
18
39
38
84
79
53
4
4
81
68
49
20
69
85
55
50
50
83
39
22
41
18
32
0.002018
ZLSSF
2022-12-02T00:00:00
38
42
9
39
60
82
76
51
3
3
66
68
49
29
75
85
55
24
50
81
39
21
39
19
30
0.002014
ZLSSF
2022-12-09T00:00:00
38
42
11
39
56
82
73
26
3
3
69
68
49
27
69
85
55
29
50
79
41
17
43
15
37
0.001005
ZLSSF
2022-12-16T00:00:00
38
42
10
39
59
80
64
22
3
3
68
68
49
27
70
85
55
27
50
74
38
13
36
12
40
0.003012
ZLSSF
2022-12-23T00:00:00
38
42
21
38
23
79
60
27
2
2
87
67
49
14
69
85
55
65
50
74
38
13
32
12
39
0.001001
ZLSSF
2022-12-30T00:00:00
38
43
9
38
54
81
65
41
2
2
67
67
49
28
72
85
55
26
50
78
40
15
30
11
36
0
ZLSSF
2023-01-06T00:00:00
38
43
20
38
24
72
49
66
1
1
82
68
49
14
73
85
55
64
50
64
20
3
30
15
45
0.002
ZLSSF
2023-01-13T00:00:00
38
43
17
38
31
72
53
77
1
1
75
69
49
52
75
85
55
50
50
66
21
2
31
15
43
0.002994
ZLSSF
2023-01-20T00:00:00
38
43
5
38
69
73
51
70
1
1
69
68
49
74
76
85
55
10
50
66
24
4
34
9
40
0
ZLSSF
2023-01-27T00:00:00
38
43
20
38
24
71
49
61
3
3
66
68
49
44
74
85
55
64
50
63
18
1
34
22
42
0.00597
ZLSSF
2023-02-03T00:00:00
39
44
7
37
59
79
71
73
3
3
16
69
49
69
80
85
55
21
50
80
10
4
38
33
53
-0.000989
ZLSSF
2023-02-10T00:00:00
38
44
18
37
26
83
77
44
3
3
57
68
49
47
79
85
55
56
50
86
12
3
43
30
48
0.000594
ZLSSF
2023-02-17T00:00:00
38
44
13
37
43
81
77
46
2
2
35
68
49
57
79
85
55
38
50
83
12
6
33
33
38
0.002375
ZLSSF
2023-02-24T00:00:00
38
44
11
37
46
77
68
32
3
3
29
68
49
61
77
85
55
33
50
76
18
7
30
23
48
-0.000987
ZLSSF
2023-03-03T00:00:00
39
44
6
37
55
69
45
39
3
3
13
68
49
70
77
85
55
17
50
58
4
30
28
29
30
0.003953
ZLSSF
2023-03-10T00:00:00
39
44
13
36
29
64
28
22
3
3
37
67
49
56
70
85
55
44
50
45
4
11
21
63
31
-0.001969
ZLSSF
2023-03-17T00:00:00
39
44
10
36
42
60
28
18
3
3
24
66
49
62
73
85
55
34
50
40
27
45
28
56
42
0.002959
ZLSSF
2023-03-24T00:00:00
39
44
13
36
29
62
35
30
2
2
36
66
49
55
76
85
55
45
50
49
34
40
30
51
41
0
ZLSSF
2023-03-31T00:00:00
54
45
3
31
66
56
27
54
2
2
54
66
49
75
77
85
56
5
50
39
30
38
29
53
38
0.00295
ZLSSF
2023-04-07T00:00:00
54
45
12
31
33
60
42
45
2
2
77
65
49
55
77
85
56
42
50
50
34
42
21
60
41
-0.00098
ZLSSF
2023-04-14T00:00:00
54
46
5
31
57
61
46
49
2
2
88
65
49
69
74
85
56
19
50
55
32
48
18
65
41
0.001963
ZLSSF
2023-04-21T00:00:00
53
46
15
31
22
64
60
40
2
2
99
65
49
50
71
85
56
54
50
64
23
33
22
66
37
0.001959
ZLSSF
2023-04-28T00:00:00
53
46
10
32
39
65
61
38
1
1
94
65
49
59
62
85
56
34
50
66
22
37
21
65
37
0.001955
ZLSSF
2023-05-05T00:00:00
53
46
4
32
61
74
76
38
1
1
87
65
49
72
54
85
56
12
50
76
19
38
23
70
33
0
ZLSSF
2023-05-12T00:00:00
59
50
4
38
62
81
83
30
1
1
92
64
49
72
46
85
57
11
50
86
18
50
14
66
41
0.002927
ZLSSF
2023-05-19T00:00:00
60
51
10
38
38
79
76
42
1
1
98
64
49
59
48
85
57
36
50
80
18
49
14
67
41
0.001946
ZLSSF
2023-05-26T00:00:00
60
51
2
38
64
73
60
40
1
1
93
64
49
73
54
85
56
6
50
69
22
45
7
67
30
0
ZLSSF
2023-06-02T00:00:00
60
51
6
38
49
74
63
65
1
1
97
65
49
65
52
85
56
23
50
71
27
43
17
70
35
0
ZLSSF
2023-06-09T00:00:00
60
52
4
38
60
73
59
64
1
1
96
65
49
70
57
85
56
14
50
69
29
57
19
70
34
0
ZLSSF
2023-06-16T00:00:00
60
52
13
38
25
75
62
64
1
1
100
65
49
52
55
85
56
50
50
72
30
60
19
68
36
0.000971
ZLSSF
2023-06-23T00:00:00
60
52
14
38
23
76
65
39
1
1
100
65
49
50
56
85
56
53
50
74
28
64
17
73
39
0.00097
ZLSSF
2023-06-30T00:00:00
60
52
12
38
29
77
66
54
1
1
99
65
49
54
52
85
56
45
50
75
30
56
22
73
39
0.003876
ZLSSF
2023-07-07T00:00:00
60
52
16
37
18
78
71
42
1
1
100
65
49
48
53
85
56
64
50
79
33
65
37
75
28
0.000965
ZLSSF
2023-07-14T00:00:00
60
52
2
37
64
77
66
63
1
1
93
65
49
76
57
85
56
4
50
76
40
74
44
77
29
0.000964
ZLSSF
2023-07-21T00:00:00
60
52
5
37
51
77
67
63
1
1
95
65
49
69
63
85
56
21
50
77
53
80
49
62
35
0
ZLSSF
2023-07-28T00:00:00
59
53
8
37
39
68
48
48
1
1
97
65
49
63
64
85
56
32
50
61
46
87
35
61
33
0.007225
ZLSSF
2023-08-04T00:00:00
59
53
5
35
51
64
41
40
1
1
94
65
49
70
62
100
56
18
50
52
45
83
34
61
32
0.000478
ZLSSF
2023-08-11T00:00:00
57
52
7
34
38
61
39
42
1
1
98
65
49
62
71
100
56
31
50
49
53
82
49
61
44
-0.001912
ZLSSF
2023-08-18T00:00:00
56
53
3
34
57
66
55
16
2
2
94
64
49
70
64
100
56
13
50
62
68
94
73
50
63
0.008621
ZLSSF
2023-08-25T00:00:00
56
52
5
34
53
62
46
38
3
3
95
63
49
68
68
100
56
19
50
55
81
88
84
55
70
-0.006173
ZLSSF
2023-09-01T00:00:00
56
53
2
34
66
65
51
52
3
3
91
64
49
73
64
100
56
5
50
60
81
88
84
54
71
0.002389
ZLSSF
2023-09-08T00:00:00
65
69
3
59
52
59
40
33
2
2
95
74
49
75
65
100
1
22
50
50
80
87
84
61
74
0.000953
ZLSSF
2023-09-15T00:00:00
65
69
2
59
54
56
36
32
2
2
93
74
49
78
60
100
1
12
50
44
82
88
90
59
78
0.005714
ZLSSF
2023-09-22T00:00:00
64
69
14
59
14
61
49
13
2
2
100
74
49
63
47
100
1
54
50
57
88
93
93
59
76
0.005682
ZLSSF
2023-09-29T00:00:00
64
69
15
59
13
63
55
38
3
3
100
73
49
62
44
100
1
59
50
61
79
81
94
62
65
-0.00565
ZLSSF
2023-10-06T00:00:00
64
68
4
59
26
63
57
16
3
3
92
73
49
75
38
100
1
22
50
60
90
85
94
46
68
0.007102
ZLSSF
2023-10-13T00:00:00
64
68
12
59
12
73
78
36
3
3
99
73
49
65
38
100
1
48
50
80
85
88
57
31
75
-0.005172
ZLSSF
2023-10-20T00:00:00
64
68
14
59
13
69
67
27
3
3
100
73
49
62
38
100
1
59
50
70
85
89
53
27
79
-0.000945
ZLSSF
2023-10-27T00:00:00
64
67
2
59
14
63
55
20
3
3
82
72
49
78
36
100
1
14
50
60
84
89
50
25
80
0.001892
ZLSSF
2023-11-03T00:00:00
64
68
11
58
13
69
69
70
3
3
98
73
49
66
42
100
1
47
50
71
89
93
65
28
77
-0.000944
ZLSSF
2023-11-10T00:00:00
64
68
13
58
14
72
72
33
3
3
99
72
49
64
38
34
1
52
50
76
91
78
70
15
76
0.006616
ZLSSF
2023-11-17T00:00:00
65
69
2
57
16
81
86
76
3
3
90
73
49
78
47
22
1
14
50
88
94
83
72
18
75
-0.006761
ZLSSF
2023-11-24T00:00:00
50
74
9
25
15
76
74
54
3
3
78
73
49
84
48
23
64
45
50
78
85
71
64
22
66
0.006807
ZLSSF
2023-12-01T00:00:00
50
74
2
25
16
82
86
75
3
3
49
73
49
95
48
23
64
9
50
88
86
77
66
32
55
-0.001878
ZLSSF
2023-12-08T00:00:00
50
74
2
25
15
80
77
57
3
3
48
73
49
95
42
23
64
7
50
82
87
75
65
34
53
0.002822
ZLSSF
2023-12-15T00:00:00
50
74
6
25
14
82
79
66
3
3
70
73
49
88
47
23
64
34
50
83
87
78
66
29
62
0
ZLSSF
2023-12-22T00:00:00
50
74
13
24
13
85
86
71
2
2
87
73
49
82
51
23
64
63
50
89
88
81
63
30
63
0.000938