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
2015-08-21T00:00:00
25
73
13
32
5
67
47
69
64
64
83
31
91
17
24
11
12
100
98
59
90
85
62
45
6
-0.096296
ZNGA
2015-08-28T00:00:00
25
72
17
32
3
62
38
46
63
63
85
31
91
16
30
11
12
100
98
49
89
86
65
46
7
0.032787
ZNGA
2015-09-04T00:00:00
25
73
4
33
16
34
16
47
62
62
79
30
91
22
40
12
12
100
98
23
88
82
61
44
7
-0.007937
ZNGA
2015-09-11T00:00:00
25
73
6
32
12
42
24
61
60
60
80
31
91
21
44
12
12
100
98
31
89
80
53
39
8
-0.012
ZNGA
2015-09-18T00:00:00
25
72
13
32
5
36
35
40
58
58
84
30
91
18
34
12
12
100
97
34
90
82
53
34
8
0.020243
ZNGA
2015-09-25T00:00:00
25
75
4
32
18
26
22
79
60
60
78
31
91
23
57
12
12
100
97
22
86
79
58
40
8
-0.071429
ZNGA
2015-10-02T00:00:00
25
73
15
32
5
43
59
58
58
58
84
31
91
17
63
12
12
100
97
50
88
86
58
41
9
0.008547
ZNGA
2015-10-09T00:00:00
26
75
3
32
19
49
72
51
56
56
69
31
90
23
69
12
12
100
97
61
90
81
66
45
5
0.04661
ZNGA
2015-10-16T00:00:00
26
73
8
32
11
34
32
52
53
53
73
31
90
21
76
12
12
100
97
31
91
81
65
42
6
-0.004049
ZNGA
2015-10-23T00:00:00
25
74
2
32
23
39
46
67
52
52
53
31
89
23
75
12
12
100
97
41
77
86
95
36
5
-0.012195
ZNGA
2015-10-30T00:00:00
25
73
18
32
3
44
52
75
47
47
73
32
88
18
68
38
12
100
98
49
77
87
95
32
4
-0.024691
ZNGA
2015-11-06T00:00:00
36
75
4
27
21
38
39
18
53
53
52
30
91
38
75
43
10
76
98
37
71
82
93
41
3
0.084388
ZNGA
2015-11-13T00:00:00
37
74
4
27
18
42
49
42
52
52
55
30
90
38
71
36
10
75
97
44
65
78
97
43
11
-0.042802
ZNGA
2015-11-20T00:00:00
37
74
3
27
22
33
25
22
52
52
55
30
91
38
62
27
10
75
97
27
61
77
97
48
8
0.03252
ZNGA
2015-11-27T00:00:00
37
71
18
27
4
35
36
18
52
52
67
29
90
38
60
27
10
75
97
33
61
76
97
46
9
0.031496
ZNGA
2015-12-04T00:00:00
37
72
2
27
27
36
38
16
47
47
54
29
90
38
71
27
10
74
98
31
60
79
95
46
13
0.003817
ZNGA
2015-12-11T00:00:00
37
72
18
27
4
36
38
55
51
51
67
29
90
38
63
27
10
75
97
33
56
78
94
51
13
-0.064639
ZNGA
2015-12-18T00:00:00
37
69
15
27
7
41
35
9
55
55
65
29
91
38
33
27
10
74
97
35
39
66
95
53
6
0.073171
ZNGA
2015-12-25T00:00:00
37
71
5
27
20
37
28
16
53
53
57
29
90
38
31
27
10
74
97
31
38
63
95
54
5
0.026515
ZNGA
2016-01-01T00:00:00
37
69
21
27
3
54
74
24
53
53
69
29
90
37
25
27
10
74
97
67
39
64
95
54
6
-0.01107
ZNGA
2016-01-08T00:00:00
37
71
10
27
13
46
62
70
57
57
58
29
90
37
40
27
10
74
97
53
35
57
95
56
5
-0.100746
ZNGA
2016-01-15T00:00:00
37
70
1
27
35
50
70
48
53
53
42
29
91
34
41
27
10
74
97
61
23
37
86
71
2
-0.016598
ZNGA
2016-01-22T00:00:00
37
71
2
27
32
56
79
49
51
51
44
29
91
34
22
27
10
74
97
70
23
24
86
77
2
0.012658
ZNGA
2016-01-29T00:00:00
37
70
12
27
11
57
85
38
49
49
60
28
91
34
23
27
10
73
97
74
19
25
78
82
2
0.025
ZNGA
2016-02-05T00:00:00
37
71
19
27
5
48
56
76
51
51
67
29
91
34
54
27
10
74
97
51
16
22
75
87
1
-0.073171
ZNGA
2016-02-12T00:00:00
37
78
3
27
31
72
90
96
67
67
45
31
91
35
90
40
10
74
97
85
23
27
48
88
20
-0.197368
ZNGA
2016-02-19T00:00:00
22
76
11
29
11
77
91
81
68
68
57
32
93
39
86
58
11
100
94
89
23
20
49
87
17
0.087432
ZNGA
2016-02-26T00:00:00
23
77
1
29
35
73
87
39
69
69
52
31
91
49
76
58
11
100
94
84
20
14
50
94
16
0.085427
ZNGA
2016-03-04T00:00:00
23
74
18
30
5
55
47
32
67
67
67
31
91
36
70
59
11
100
94
51
19
13
51
94
18
0.055556
ZNGA
2016-03-11T00:00:00
24
76
11
30
11
57
57
65
66
66
60
32
91
41
68
60
11
100
94
57
21
16
53
93
19
-0.02193
ZNGA
2016-03-18T00:00:00
24
77
1
30
33
57
58
53
64
64
48
32
91
52
69
60
11
100
94
58
19
16
53
93
20
0.017937
ZNGA
2016-03-25T00:00:00
24
76
9
30
12
59
56
69
64
64
59
32
91
43
62
60
11
100
95
58
20
17
56
94
18
-0.030837
ZNGA
2016-04-01T00:00:00
24
77
4
30
26
49
36
72
63
63
53
32
91
48
68
61
11
100
94
41
21
19
56
93
19
0
ZNGA
2016-04-08T00:00:00
25
74
6
30
19
25
10
9
65
65
29
30
91
49
72
61
11
100
95
15
27
14
30
86
35
0.090909
ZNGA
2016-04-15T00:00:00
25
75
4
30
25
28
13
24
64
64
25
31
91
49
76
60
11
100
95
17
29
20
22
93
28
0.016667
ZNGA
2016-04-22T00:00:00
25
76
3
30
28
34
33
27
55
55
24
31
91
50
72
60
11
100
95
29
26
17
22
94
28
0.016393
ZNGA
2016-04-29T00:00:00
24
77
5
32
21
34
46
75
55
55
7
31
90
48
74
94
11
100
96
34
31
22
26
91
33
-0.040323
ZNGA
2016-05-06T00:00:00
29
72
9
31
13
30
29
8
55
55
31
30
89
84
38
98
10
76
93
23
21
25
16
79
37
0.071429
ZNGA
2016-05-13T00:00:00
29
71
22
32
3
33
37
15
53
53
45
30
89
79
26
98
11
75
94
28
22
24
17
80
36
0
ZNGA
2016-05-20T00:00:00
29
73
2
33
30
32
31
21
52
52
20
30
89
89
36
98
10
76
94
27
17
27
19
83
36
0.003922
ZNGA
2016-05-27T00:00:00
29
71
10
33
13
29
24
43
50
50
31
30
89
84
39
99
10
76
94
21
18
27
19
84
34
0.015625
ZNGA
2016-06-03T00:00:00
29
72
5
33
20
55
82
48
49
49
26
30
89
86
36
98
10
76
94
73
23
35
15
81
36
0.003846
ZNGA
2016-06-10T00:00:00
29
72
5
33
22
52
75
27
48
48
25
30
89
86
24
98
10
75
94
68
24
30
17
81
36
0.015326
ZNGA
2016-06-17T00:00:00
29
73
13
33
8
49
74
89
53
53
37
31
89
82
39
98
10
76
94
65
18
28
13
85
44
-0.071698
ZNGA
2016-06-24T00:00:00
29
73
4
33
23
37
41
76
52
52
24
31
89
87
43
98
10
76
94
35
18
28
15
85
45
-0.012195
ZNGA
2016-07-01T00:00:00
29
73
11
33
10
67
86
45
52
52
35
30
89
83
42
98
10
76
94
80
23
23
39
85
43
0.049383
ZNGA
2016-07-08T00:00:00
29
69
4
33
23
70
85
4
62
62
24
29
89
90
30
98
10
75
95
81
15
24
12
82
62
0.117647
ZNGA
2016-07-15T00:00:00
29
70
5
33
18
70
82
25
61
61
27
29
89
89
26
98
10
75
94
80
20
29
16
77
59
-0.007018
ZNGA
2016-07-22T00:00:00
29
71
1
33
30
65
79
22
59
59
45
29
89
93
27
98
10
75
95
76
21
29
16
77
59
0.010601
ZNGA
2016-07-29T00:00:00
29
70
5
32
19
67
71
39
58
58
90
30
73
89
30
98
10
75
95
72
23
29
13
77
59
0.003497
ZNGA
2016-08-05T00:00:00
34
70
17
41
5
71
79
76
58
58
76
30
92
83
36
99
9
99
95
78
22
31
14
77
60
-0.034843
ZNGA
2016-08-12T00:00:00
34
73
9
40
10
42
25
87
58
58
73
31
92
85
33
100
9
99
95
30
26
37
17
79
61
-0.043321
ZNGA
2016-08-19T00:00:00
33
74
2
40
26
42
30
78
57
57
66
31
92
90
38
99
9
99
95
34
26
39
17
79
62
0.007547
ZNGA
2016-08-26T00:00:00
33
74
2
39
29
56
54
60
54
54
66
30
92
90
33
99
9
99
95
55
29
23
17
80
70
0.007491
ZNGA
2016-09-02T00:00:00
33
74
2
39
26
87
95
46
53
53
66
30
92
90
38
99
9
99
95
94
27
25
16
80
71
0.011152
ZNGA
2016-09-09T00:00:00
33
72
16
39
4
79
91
28
50
50
76
30
92
82
43
99
9
99
95
90
30
24
15
82
69
0.003676
ZNGA
2016-09-16T00:00:00
33
70
14
39
5
85
85
8
48
48
75
29
92
83
28
99
9
99
95
89
37
43
14
81
72
0.065934
ZNGA
2016-09-23T00:00:00
33
71
11
39
8
83
80
47
48
48
72
30
92
84
35
99
9
99
95
85
35
38
15
83
74
-0.024055
ZNGA
2016-09-30T00:00:00
33
70
18
39
4
69
47
17
47
47
76
29
92
82
29
99
9
99
95
60
35
34
14
83
75
0.024648
ZNGA
2016-10-07T00:00:00
33
68
17
39
5
45
26
22
46
46
74
29
92
82
49
99
9
99
95
32
36
34
14
83
73
0.010309
ZNGA
2016-10-14T00:00:00
33
69
17
39
4
49
21
50
46
46
73
29
92
82
46
99
9
99
95
31
41
38
16
79
83
-0.030612
ZNGA
2016-10-21T00:00:00
33
70
12
39
7
49
30
40
43
43
68
29
93
66
48
99
9
99
95
36
53
50
23
59
70
0.010526
ZNGA
2016-10-28T00:00:00
33
69
11
38
9
49
39
61
42
42
42
29
90
66
49
100
9
99
95
42
50
58
22
58
73
-0.020833
ZNGA
2016-11-04T00:00:00
21
67
5
44
17
59
58
62
42
42
21
29
79
68
57
97
10
99
96
61
51
71
19
33
74
-0.031915
ZNGA
2016-11-11T00:00:00
21
66
15
43
5
85
90
45
38
38
29
29
78
61
51
97
10
99
96
91
49
61
25
40
83
0.058608
ZNGA
2016-11-18T00:00:00
21
70
14
43
6
71
70
81
38
38
29
30
78
63
51
96
10
99
95
74
47
73
24
41
84
-0.031142
ZNGA
2016-11-25T00:00:00
21
68
14
43
6
78
85
53
36
36
29
30
78
63
47
96
10
99
95
85
47
70
24
40
83
0.028571
ZNGA
2016-12-02T00:00:00
21
71
4
43
20
82
86
52
34
34
18
30
78
69
44
96
10
99
95
88
46
68
21
37
85
-0.006944
ZNGA
2016-12-09T00:00:00
21
71
2
44
30
73
68
51
32
32
14
30
78
72
52
96
10
99
95
74
45
68
22
39
84
0.024476
ZNGA
2016-12-16T00:00:00
21
72
5
44
17
76
67
86
36
36
20
31
78
68
51
96
10
99
95
75
33
76
25
59
77
-0.05802
ZNGA
2016-12-23T00:00:00
21
75
3
44
27
73
48
95
40
40
16
32
78
72
59
96
10
99
95
62
48
81
38
47
73
-0.061594
ZNGA
2016-12-30T00:00:00
21
74
14
44
7
64
42
87
39
39
28
32
78
63
66
96
10
99
95
52
48
82
38
46
76
-0.007722
ZNGA
2017-01-06T00:00:00
21
72
10
44
9
66
56
39
45
45
8
31
78
19
73
96
10
99
95
62
45
82
42
50
82
0.058366
ZNGA
2017-01-13T00:00:00
21
75
3
44
24
53
32
76
46
46
3
32
78
21
72
96
10
99
95
42
40
70
47
68
81
-0.029412
ZNGA
2017-01-20T00:00:00
21
74
14
44
6
56
46
55
45
45
14
32
78
14
70
96
10
99
95
52
39
70
47
69
83
0
ZNGA
2017-01-27T00:00:00
21
74
8
44
11
59
52
88
45
45
9
32
77
17
77
96
10
100
95
56
40
65
50
67
83
-0.026515
ZNGA
2017-02-03T00:00:00
21
76
2
43
28
57
49
80
42
42
2
32
77
22
83
96
10
99
95
54
40
64
50
68
83
-0.007782
ZNGA
2017-02-10T00:00:00
20
75
10
43
10
43
24
62
42
42
9
32
77
17
90
96
10
100
95
32
40
64
51
67
83
0.011765
ZNGA
2017-02-17T00:00:00
22
73
14
50
5
27
11
26
46
46
64
32
93
16
88
95
12
100
96
16
38
69
48
66
88
0.03876
ZNGA
2017-02-24T00:00:00
22
73
21
49
3
26
11
23
43
43
70
32
93
15
84
92
12
100
95
16
54
73
52
52
75
0.007463
ZNGA
2017-03-03T00:00:00
23
73
15
49
6
38
28
13
40
40
68
32
93
20
85
92
12
100
95
28
60
76
51
53
80
0.02963
ZNGA
2017-03-10T00:00:00
23
71
14
48
6
25
13
9
38
38
69
31
92
21
85
91
12
100
95
15
39
82
19
51
90
0.014388
ZNGA
2017-03-17T00:00:00
24
72
11
47
9
26
25
40
34
34
66
32
93
24
85
91
11
100
95
20
64
78
92
61
64
-0.007092
ZNGA
2017-03-24T00:00:00
24
71
12
47
8
22
13
27
30
30
67
31
93
24
80
91
11
100
95
14
64
77
89
63
72
0
ZNGA
2017-03-31T00:00:00
24
73
8
47
12
20
15
35
29
29
64
31
93
26
81
91
11
100
95
14
65
77
90
62
64
0.017857
ZNGA
2017-04-07T00:00:00
24
73
2
47
32
20
22
54
26
26
73
31
93
46
77
92
11
100
95
16
67
75
90
63
60
-0.017544
ZNGA
2017-04-14T00:00:00
24
74
1
47
33
28
52
58
26
26
69
31
93
46
69
92
11
100
95
38
70
76
88
63
58
-0.010714
ZNGA
2017-04-21T00:00:00
24
73
20
47
3
33
62
65
24
24
89
31
93
30
63
92
11
100
95
47
63
73
86
54
51
0.00722
ZNGA
2017-04-28T00:00:00
24
72
15
49
6
50
76
25
25
25
76
31
95
33
55
92
11
100
95
65
65
72
84
58
63
0.035842
ZNGA
2017-05-05T00:00:00
31
68
20
29
3
60
83
4
46
46
73
30
95
53
26
81
13
72
91
75
65
78
74
38
65
0.107266
ZNGA
2017-05-12T00:00:00
31
68
10
32
10
47
69
5
44
44
66
29
95
63
23
81
13
72
92
59
66
76
76
36
62
0.0375
ZNGA
2017-05-19T00:00:00
31
66
8
32
15
52
75
4
43
43
65
29
95
66
12
81
13
72
92
67
68
78
88
33
60
0.039157
ZNGA
2017-05-26T00:00:00
31
66
17
32
5
54
75
11
42
42
70
29
95
58
11
81
13
72
92
68
57
69
91
33
64
0.011594
ZNGA
2017-06-02T00:00:00
31
64
20
33
3
46
62
6
41
41
71
28
95
56
10
80
13
72
92
54
31
70
93
37
56
0.040115
ZNGA
2017-06-09T00:00:00
31
64
18
33
4
43
54
10
38
38
70
28
95
57
9
79
13
72
92
47
28
75
95
35
59
0.022039
ZNGA
2017-06-16T00:00:00
31
65
4
33
21
45
42
23
37
37
65
28
95
69
9
79
13
72
93
41
26
74
95
36
60
-0.005391
ZNGA
2017-06-23T00:00:00
31
62
12
33
7
59
75
16
34
34
68
28
95
61
8
79
13
72
93
70
35
79
93
40
61
0.0271
ZNGA
2017-06-30T00:00:00
31
65
6
33
17
85
96
78
42
42
65
28
95
67
8
78
13
72
93
93
31
78
96
37
65
-0.039578
ZNGA
2017-07-07T00:00:00
31
65
4
33
20
89
97
75
43
43
65
28
95
86
6
78
13
72
93
95
32
79
95
38
66
-0.010989
ZNGA
2017-07-14T00:00:00
31
65
5
33
19
92
98
60
35
35
64
28
95
86
6
78
13
72
92
97
39
78
96
36
70
0.013889