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
⌀
ZNGA
2013-09-20T00:00:00
24
73
10
27
6
18
12
3
79
79
57
28
47
14
41
49
18
80
84
11
56
26
85
87
92
0.12987
ZNGA
2013-09-27T00:00:00
24
71
6
27
10
17
15
3
80
80
44
26
47
16
51
49
18
80
84
13
50
32
90
85
94
0.086207
ZNGA
2013-10-04T00:00:00
24
71
5
27
10
17
21
14
77
77
6
27
47
17
69
49
18
80
84
15
50
30
90
85
93
-0.005291
ZNGA
2013-10-11T00:00:00
24
72
4
27
13
14
13
60
78
78
5
27
47
17
71
49
18
80
84
10
52
28
91
83
96
-0.039894
ZNGA
2013-10-18T00:00:00
24
73
2
27
20
14
13
61
76
76
1
27
47
19
68
49
18
80
84
10
39
16
97
96
78
0.01662
ZNGA
2013-10-25T00:00:00
24
72
13
27
4
17
16
42
74
74
23
27
47
13
62
49
18
80
84
12
36
11
94
97
78
0.016349
ZNGA
2013-11-01T00:00:00
30
71
18
26
2
27
62
71
73
73
61
27
47
11
81
49
13
76
84
43
36
12
94
97
77
-0.040214
ZNGA
2013-11-08T00:00:00
30
73
9
25
6
27
63
85
72
72
52
27
47
15
78
49
13
76
84
44
29
13
90
96
80
-0.03352
ZNGA
2013-11-15T00:00:00
31
68
13
24
4
62
95
7
80
80
64
26
47
15
43
49
13
75
84
83
33
16
92
95
72
0.16185
ZNGA
2013-11-22T00:00:00
30
66
4
24
13
76
97
3
80
80
38
25
47
19
19
49
13
75
84
90
34
10
93
95
79
0.089552
ZNGA
2013-11-29T00:00:00
31
66
21
24
2
74
95
18
78
78
80
25
47
11
17
49
13
75
84
88
37
13
93
95
80
-0.006849
ZNGA
2013-12-06T00:00:00
31
70
12
24
4
66
82
80
80
80
64
26
47
15
24
49
13
75
84
78
30
16
95
95
79
-0.082759
ZNGA
2013-12-13T00:00:00
30
67
20
25
2
56
63
35
79
79
79
25
47
12
20
49
13
75
84
61
23
4
96
98
70
0.030075
ZNGA
2013-12-20T00:00:00
31
69
14
24
4
62
68
78
77
77
66
26
47
14
43
100
13
75
24
68
20
9
93
98
63
-0.026764
ZNGA
2013-12-27T00:00:00
31
71
5
24
13
52
44
89
77
77
40
26
47
18
35
100
13
76
23
47
23
13
95
97
61
-0.0125
ZNGA
2014-01-03T00:00:00
31
71
4
24
13
39
29
80
76
76
85
26
47
40
49
100
13
76
24
31
24
14
94
97
63
0.005063
ZNGA
2014-01-10T00:00:00
31
70
3
24
17
71
92
37
74
74
75
26
47
40
46
100
13
76
24
85
17
12
92
95
62
0.035264
ZNGA
2014-01-17T00:00:00
31
76
2
24
19
79
98
99
80
80
71
28
47
40
79
100
13
77
24
91
19
8
92
96
62
-0.136253
ZNGA
2014-01-24T00:00:00
31
75
10
24
7
78
95
90
77
77
89
28
47
33
70
100
13
77
24
89
19
10
92
94
60
-0.014085
ZNGA
2014-01-31T00:00:00
30
66
4
24
15
66
53
4
86
86
76
24
47
38
21
100
13
76
24
60
57
56
93
88
35
0.257143
ZNGA
2014-02-07T00:00:00
30
64
5
24
12
72
83
4
86
86
80
24
47
37
9
100
13
75
24
81
52
59
93
91
33
0.029545
ZNGA
2014-02-14T00:00:00
30
63
12
25
4
62
48
5
85
85
94
23
47
32
13
100
14
75
24
55
60
74
89
84
11
0.075055
ZNGA
2014-02-21T00:00:00
23
58
11
29
5
54
28
9
85
85
60
22
47
25
18
13
11
99
18
39
60
73
89
84
13
0.026694
ZNGA
2014-02-28T00:00:00
23
58
5
30
11
61
24
18
84
84
51
22
47
29
14
97
11
99
41
41
62
74
90
84
13
0.012
ZNGA
2014-03-07T00:00:00
23
56
3
30
17
74
52
6
83
83
43
21
47
32
6
97
11
98
42
67
78
76
91
87
12
0.102767
ZNGA
2014-03-14T00:00:00
24
56
3
30
18
26
4
18
83
83
39
21
47
34
10
97
11
98
41
10
94
95
88
75
22
-0.021505
ZNGA
2014-03-21T00:00:00
24
60
3
30
17
24
6
86
84
84
40
22
47
34
25
97
12
99
41
10
96
95
84
78
43
-0.093407
ZNGA
2014-03-28T00:00:00
24
63
13
30
5
85
95
96
85
85
68
24
47
28
41
97
12
99
40
93
96
94
78
92
43
-0.107071
ZNGA
2014-04-04T00:00:00
24
65
19
30
3
90
96
96
83
83
27
24
47
12
35
82
12
99
41
96
95
95
84
87
47
-0.049774
ZNGA
2014-04-11T00:00:00
24
66
9
30
8
94
97
86
79
79
13
24
47
13
44
82
12
99
41
97
95
95
84
91
48
-0.030952
ZNGA
2014-04-18T00:00:00
25
66
2
30
19
93
96
43
79
79
2
24
47
15
38
82
12
99
42
96
95
94
84
90
41
0.054054
ZNGA
2014-04-25T00:00:00
24
67
3
30
17
92
93
83
79
79
4
25
47
15
47
83
12
99
42
95
95
95
84
91
42
-0.048951
ZNGA
2014-05-02T00:00:00
16
65
14
22
4
95
95
92
78
78
26
26
47
9
73
56
19
78
79
97
96
98
82
91
39
-0.053922
ZNGA
2014-05-09T00:00:00
17
68
18
23
3
95
93
94
78
78
27
27
47
8
77
9
19
79
75
96
97
97
77
91
37
-0.098446
ZNGA
2014-05-16T00:00:00
17
70
3
25
16
89
42
95
72
72
3
28
47
16
79
8
20
80
75
69
98
97
77
92
34
-0.037356
ZNGA
2014-05-23T00:00:00
17
70
10
25
7
69
12
95
71
71
11
28
47
13
81
8
20
80
75
37
98
95
79
91
34
-0.020896
ZNGA
2014-05-30T00:00:00
17
69
14
25
4
54
10
48
74
74
16
28
47
11
89
8
20
79
76
27
98
91
79
79
34
0.051829
ZNGA
2014-06-06T00:00:00
16
74
14
25
4
54
13
99
79
79
15
30
47
11
96
9
20
81
75
30
98
95
63
89
31
-0.136232
ZNGA
2014-06-13T00:00:00
17
72
23
25
2
67
28
80
79
79
27
30
47
8
96
9
20
80
76
46
98
95
62
89
31
0.040268
ZNGA
2014-06-20T00:00:00
16
73
11
25
6
54
18
95
78
78
12
31
47
13
94
9
20
81
75
34
98
96
66
82
32
-0.019355
ZNGA
2014-06-27T00:00:00
17
74
5
25
14
41
17
20
78
78
5
29
47
16
91
9
20
80
76
25
98
95
69
80
31
0.0625
ZNGA
2014-07-04T00:00:00
17
73
20
25
2
29
13
68
78
78
24
30
47
10
90
9
20
80
76
18
99
94
76
79
30
-0.012384
ZNGA
2014-07-11T00:00:00
17
72
20
25
2
22
6
18
76
76
24
29
47
9
91
9
20
80
77
11
99
95
73
78
35
0.015674
ZNGA
2014-07-18T00:00:00
17
73
11
25
6
18
6
80
76
76
13
30
47
11
90
9
20
80
77
10
99
94
63
82
33
-0.058642
ZNGA
2014-07-25T00:00:00
17
75
7
25
10
22
12
77
75
75
8
30
47
13
93
9
20
80
82
14
99
93
60
84
38
-0.016393
ZNGA
2014-08-01T00:00:00
16
73
19
24
2
11
2
81
73
73
27
31
47
8
95
9
19
80
94
5
99
96
58
84
29
-0.043333
ZNGA
2014-08-08T00:00:00
16
71
9
45
7
11
4
74
70
70
10
31
47
11
95
10
23
100
92
5
99
96
60
84
30
0.003484
ZNGA
2014-08-15T00:00:00
16
71
15
44
3
10
4
63
63
63
15
30
47
10
95
10
24
100
92
5
100
95
48
79
31
0.010417
ZNGA
2014-08-22T00:00:00
16
69
17
44
2
14
30
19
66
66
18
30
47
9
93
13
24
100
92
18
100
97
57
70
28
0.058419
ZNGA
2014-08-29T00:00:00
16
74
2
44
18
12
19
91
68
68
2
31
47
17
95
14
24
100
92
11
100
97
54
71
30
-0.058442
ZNGA
2014-09-05T00:00:00
16
69
19
44
2
15
52
13
70
70
22
30
47
9
80
13
24
100
92
30
100
97
45
79
33
0.062069
ZNGA
2014-09-12T00:00:00
16
73
3
44
19
10
23
80
71
71
2
31
47
16
80
13
24
100
92
13
100
97
38
79
32
-0.051948
ZNGA
2014-09-19T00:00:00
16
69
14
44
4
9
18
9
71
71
15
30
47
10
62
13
24
100
92
10
99
98
53
63
49
0.047945
ZNGA
2014-09-26T00:00:00
16
71
11
43
6
8
18
82
73
73
12
31
47
12
67
13
24
100
92
10
99
97
51
62
55
-0.075163
ZNGA
2014-10-03T00:00:00
16
73
11
43
6
9
17
92
74
74
51
31
47
12
57
13
24
100
93
10
99
95
58
72
57
-0.074205
ZNGA
2014-10-10T00:00:00
16
76
3
43
19
9
24
89
73
73
51
32
47
17
69
13
24
100
92
13
77
69
42
76
71
-0.09542
ZNGA
2014-10-17T00:00:00
16
78
8
43
8
12
60
95
73
73
51
33
47
13
66
13
24
100
92
31
74
58
47
74
68
-0.033755
ZNGA
2014-10-24T00:00:00
16
77
8
43
10
9
13
78
74
74
51
33
47
18
67
37
24
100
94
8
71
58
42
77
57
0.034934
ZNGA
2014-10-31T00:00:00
16
74
18
42
3
14
69
34
74
74
51
32
47
13
64
37
24
100
95
37
68
52
48
82
57
0.075949
ZNGA
2014-11-07T00:00:00
16
74
12
29
5
10
26
76
73
73
95
33
47
14
56
27
24
80
97
14
69
56
51
80
60
-0.047059
ZNGA
2014-11-14T00:00:00
17
70
11
28
7
18
82
6
79
79
96
31
47
16
20
68
24
79
97
48
37
57
31
37
85
0.139918
ZNGA
2014-11-21T00:00:00
17
69
20
28
2
15
30
31
78
78
100
32
47
12
16
69
24
79
97
19
37
55
31
40
85
-0.028881
ZNGA
2014-11-28T00:00:00
17
72
4
28
16
11
12
57
77
77
87
32
47
19
25
69
24
79
97
10
30
50
36
39
78
-0.033457
ZNGA
2014-12-05T00:00:00
17
72
9
28
8
9
13
79
75
75
94
32
47
16
25
69
24
79
97
9
25
47
37
42
83
-0.034615
ZNGA
2014-12-12T00:00:00
17
71
8
29
11
8
8
55
72
72
93
32
47
16
22
69
23
79
97
7
43
44
27
31
86
-0.003984
ZNGA
2014-12-19T00:00:00
17
70
2
29
21
9
11
9
71
71
39
31
38
20
22
69
24
79
97
9
47
50
35
39
82
0.08
ZNGA
2014-12-26T00:00:00
17
70
21
29
2
12
37
47
70
70
53
31
38
11
23
69
24
79
97
22
50
59
35
29
96
-0.011111
ZNGA
2015-01-02T00:00:00
17
69
15
29
4
11
20
14
70
70
48
31
38
15
16
69
24
79
97
14
45
55
44
35
95
0.022472
ZNGA
2015-01-09T00:00:00
17
71
17
29
3
24
82
64
68
68
49
31
38
12
21
69
24
79
97
53
43
48
48
41
94
-0.032967
ZNGA
2015-01-16T00:00:00
17
71
9
29
9
19
73
53
66
66
39
31
38
13
31
69
24
80
97
45
40
46
55
42
95
-0.011364
ZNGA
2015-01-23T00:00:00
17
68
14
29
5
19
45
17
61
61
43
31
38
11
20
69
24
79
97
29
38
43
52
45
93
0.045977
ZNGA
2015-01-30T00:00:00
17
71
5
29
14
18
29
79
63
63
34
32
38
15
8
69
24
79
97
21
33
52
43
42
95
-0.062271
ZNGA
2015-02-06T00:00:00
17
68
19
29
3
20
39
23
65
65
49
31
38
10
6
27
24
79
97
28
36
56
45
50
92
0.070313
ZNGA
2015-02-13T00:00:00
16
76
16
29
4
26
80
100
78
78
46
34
38
11
15
27
24
80
96
53
57
20
18
55
85
-0.182482
ZNGA
2015-02-20T00:00:00
17
74
20
29
3
24
56
87
78
78
52
34
38
10
16
27
24
80
96
38
55
28
19
61
86
0.035714
ZNGA
2015-02-27T00:00:00
19
76
2
31
24
29
76
90
77
77
51
34
64
18
13
19
22
100
88
52
55
30
21
66
85
-0.008621
ZNGA
2015-03-06T00:00:00
20
71
20
31
3
25
46
14
79
79
70
32
64
11
7
20
22
100
89
33
61
44
15
67
74
0.104348
ZNGA
2015-03-13T00:00:00
20
72
10
31
8
27
49
14
78
78
63
32
64
15
7
21
23
100
89
36
62
49
13
62
75
0.019685
ZNGA
2015-03-20T00:00:00
21
70
6
31
14
36
82
16
77
77
60
32
64
18
9
21
23
100
90
61
56
47
15
62
70
0.042471
ZNGA
2015-03-27T00:00:00
21
69
16
31
4
27
38
5
74
74
68
31
64
13
8
21
23
100
90
29
56
45
24
62
66
0.025926
ZNGA
2015-04-03T00:00:00
22
70
11
30
8
34
78
19
73
73
65
31
64
16
7
22
23
100
89
58
55
45
24
61
66
0.00361
ZNGA
2015-04-10T00:00:00
22
74
5
30
14
12
4
90
77
77
58
33
64
21
11
22
23
100
89
6
64
60
25
60
64
-0.104317
ZNGA
2015-04-17T00:00:00
22
73
19
30
3
13
6
92
76
76
69
33
64
12
14
22
23
100
89
7
64
62
25
59
64
-0.016064
ZNGA
2015-04-24T00:00:00
22
75
3
31
22
13
6
71
71
71
50
33
64
21
14
22
23
100
89
7
65
62
24
60
63
0.028571
ZNGA
2015-05-01T00:00:00
21
74
5
32
16
24
62
63
69
69
56
33
64
20
18
16
23
100
88
41
69
63
24
64
63
-0.019841
ZNGA
2015-05-08T00:00:00
21
69
4
20
16
30
75
5
77
77
68
30
80
19
11
36
17
81
95
52
75
78
54
48
68
0.157895
ZNGA
2015-05-15T00:00:00
21
65
14
21
4
37
79
4
76
76
74
30
80
16
9
36
18
81
96
60
75
81
59
41
66
0.066434
ZNGA
2015-05-22T00:00:00
21
67
12
21
6
47
94
29
76
76
73
30
80
18
13
37
18
81
96
74
77
80
69
37
66
-0.039344
ZNGA
2015-05-29T00:00:00
21
67
15
21
5
47
88
20
76
76
74
30
80
17
12
37
18
81
96
71
78
79
59
43
54
0.006826
ZNGA
2015-06-05T00:00:00
21
65
13
21
5
18
19
15
75
75
74
30
80
17
17
37
18
81
96
14
80
86
50
43
45
0.037288
ZNGA
2015-06-12T00:00:00
21
65
22
22
2
15
9
29
74
74
76
30
80
13
13
35
18
82
96
8
80
89
37
41
45
-0.006536
ZNGA
2015-06-19T00:00:00
22
66
13
22
6
17
16
62
71
71
74
30
80
17
19
35
18
82
96
12
88
90
40
42
49
-0.016447
ZNGA
2015-06-26T00:00:00
22
69
2
22
26
17
22
76
71
71
69
30
80
25
19
34
18
81
96
15
93
93
37
37
58
-0.016722
ZNGA
2015-07-03T00:00:00
22
68
6
22
13
63
89
76
70
70
71
30
80
21
21
34
18
82
96
81
91
93
35
37
56
-0.034014
ZNGA
2015-07-10T00:00:00
21
70
12
22
6
72
95
90
72
72
73
31
80
20
22
34
18
82
96
88
94
96
33
39
59
-0.066901
ZNGA
2015-07-17T00:00:00
21
70
14
22
5
65
90
69
66
66
73
31
80
17
17
34
18
82
96
81
93
94
26
41
53
0.022642
ZNGA
2015-07-24T00:00:00
21
69
14
22
5
66
93
69
60
60
73
31
80
17
24
34
18
82
96
83
96
97
30
51
15
-0.03321
ZNGA
2015-07-31T00:00:00
21
73
2
21
25
74
94
88
59
59
88
32
88
25
27
5
18
82
96
87
95
97
44
52
11
-0.053435
ZNGA
2015-08-07T00:00:00
25
70
17
34
3
73
88
26
62
62
86
30
90
14
27
11
12
100
98
84
95
91
62
36
15
0.064516
ZNGA
2015-08-14T00:00:00
25
72
2
32
22
70
66
22
60
60
78
30
91
24
22
11
12
100
98
70
94
91
58
33
15
0.022727