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
2017-07-21T00:00:00
31
63
15
33
5
90
96
19
36
36
68
28
95
82
5
77
13
72
92
95
44
87
95
12
69
0.035616
ZNGA
2017-07-28T00:00:00
31
65
6
32
16
92
97
74
39
39
63
28
95
86
7
77
13
72
92
96
38
74
89
9
63
-0.037037
ZNGA
2017-08-04T00:00:00
38
66
4
65
22
93
97
75
38
38
56
28
88
89
14
67
13
99
95
97
37
75
89
10
64
-0.019231
ZNGA
2017-08-11T00:00:00
38
64
18
64
3
93
94
30
33
33
65
28
88
89
18
66
13
98
95
96
53
77
87
10
64
0.016807
ZNGA
2017-08-18T00:00:00
38
64
13
64
7
94
93
36
32
32
61
28
88
90
20
71
13
98
95
96
53
73
87
11
63
-0.002755
ZNGA
2017-08-25T00:00:00
38
64
20
64
3
90
60
48
30
30
66
28
88
90
23
71
13
98
95
81
58
57
95
3
55
0
ZNGA
2017-09-01T00:00:00
38
64
6
63
16
88
48
31
31
31
56
28
88
89
31
71
13
98
95
72
32
24
81
15
58
0.033149
ZNGA
2017-09-08T00:00:00
38
64
16
64
4
89
54
53
29
29
63
28
88
89
35
71
13
98
95
76
29
23
77
13
53
-0.016043
ZNGA
2017-09-15T00:00:00
38
64
14
64
6
94
81
22
29
29
62
28
88
89
33
71
13
98
95
92
35
29
57
14
47
0.038043
ZNGA
2017-09-22T00:00:00
38
65
9
64
10
90
42
39
28
28
58
28
88
89
37
71
13
98
95
70
25
34
49
18
50
0.007853
ZNGA
2017-09-29T00:00:00
38
66
5
64
19
85
38
72
27
27
53
28
88
89
39
71
13
99
95
64
21
37
45
18
43
-0.018182
ZNGA
2017-10-06T00:00:00
38
65
21
64
3
91
72
71
24
24
67
28
88
90
46
71
13
99
95
85
21
50
35
23
47
0.002646
ZNGA
2017-10-13T00:00:00
38
66
12
64
9
90
67
49
23
23
55
28
88
90
53
71
13
99
95
82
23
54
39
21
50
0.010554
ZNGA
2017-10-20T00:00:00
38
65
2
64
27
89
58
16
24
24
38
28
88
96
60
71
13
98
95
77
22
48
42
22
47
0.028721
ZNGA
2017-10-27T00:00:00
38
66
7
63
15
90
72
73
31
31
48
28
88
97
60
71
13
99
95
84
16
46
45
19
43
-0.043147
ZNGA
2017-11-03T00:00:00
38
63
8
62
14
88
62
21
32
32
51
27
86
96
61
36
13
99
93
78
17
34
50
18
43
0.039788
ZNGA
2017-11-10T00:00:00
47
68
13
56
8
90
78
40
29
29
57
28
77
88
71
11
13
98
93
88
14
31
49
13
42
-0.007653
ZNGA
2017-11-17T00:00:00
47
68
5
56
20
89
67
25
27
27
50
28
77
88
82
11
13
98
92
82
16
23
48
15
43
0.012853
ZNGA
2017-11-24T00:00:00
47
68
2
56
30
82
40
16
28
28
47
28
77
88
75
11
13
98
93
64
17
19
52
15
47
0.035533
ZNGA
2017-12-01T00:00:00
47
69
4
56
23
79
36
69
29
29
49
28
77
88
79
11
13
98
92
60
11
24
58
12
41
-0.029412
ZNGA
2017-12-08T00:00:00
47
70
4
56
21
80
48
83
34
34
50
29
77
88
87
11
13
98
92
66
9
20
69
10
31
-0.045455
ZNGA
2017-12-15T00:00:00
47
67
10
56
9
86
75
21
41
41
55
28
77
88
88
11
13
98
92
84
10
9
84
10
21
0.068783
ZNGA
2017-12-22T00:00:00
47
68
19
56
4
72
33
46
40
40
62
28
78
88
92
11
13
98
92
54
9
8
84
8
17
-0.009901
ZNGA
2017-12-29T00:00:00
47
68
21
56
3
83
71
39
39
39
63
28
78
88
90
11
13
98
92
80
9
9
85
6
8
0
ZNGA
2018-01-05T00:00:00
47
71
4
56
22
83
71
93
39
39
46
29
78
70
91
11
13
98
92
81
10
11
66
2
10
-0.0275
ZNGA
2018-01-12T00:00:00
47
70
20
56
3
83
75
60
37
37
63
29
78
68
94
10
13
98
92
83
8
3
72
7
7
0.020566
ZNGA
2018-01-19T00:00:00
47
72
6
56
17
87
82
95
45
45
42
30
78
68
96
10
13
98
92
88
9
5
67
5
18
-0.062972
ZNGA
2018-01-26T00:00:00
47
71
21
56
3
78
47
84
43
43
64
30
78
67
96
10
13
98
92
65
6
4
47
6
23
0.002688
ZNGA
2018-02-02T00:00:00
47
72
10
56
10
64
27
70
39
39
51
30
78
67
96
11
13
98
92
43
7
6
49
6
22
-0.032172
ZNGA
2018-02-09T00:00:00
48
72
15
56
5
81
76
86
43
43
59
30
78
68
97
11
13
98
93
83
7
2
40
24
23
-0.083102
ZNGA
2018-02-16T00:00:00
49
72
6
56
16
76
60
30
51
51
48
30
78
68
96
30
13
98
93
72
6
1
37
33
6
0.084592
ZNGA
2018-02-23T00:00:00
46
16
15
47
6
77
59
43
47
47
41
30
70
66
96
48
17
98
94
71
6
1
36
31
5
0.002786
ZNGA
2018-03-02T00:00:00
47
15
10
46
11
62
16
49
45
45
42
30
70
67
95
50
17
99
95
38
5
1
36
29
5
-0.019444
ZNGA
2018-03-09T00:00:00
47
15
12
46
10
63
37
26
46
46
44
30
70
67
94
51
17
98
94
50
5
3
35
31
8
0.053824
ZNGA
2018-03-16T00:00:00
48
14
15
45
6
43
11
13
45
45
48
29
70
69
95
52
17
98
94
24
6
3
39
26
6
0.026882
ZNGA
2018-03-23T00:00:00
48
14
5
45
20
42
11
10
41
41
38
29
70
69
94
52
17
98
94
23
9
7
36
24
6
-0.005236
ZNGA
2018-03-30T00:00:00
49
16
9
45
13
41
20
68
40
40
43
30
70
68
93
53
17
98
94
27
9
4
54
30
3
-0.036842
ZNGA
2018-04-06T00:00:00
49
17
14
45
7
28
12
88
46
46
46
30
70
53
93
53
17
98
94
17
10
3
59
37
8
-0.060109
ZNGA
2018-04-13T00:00:00
49
16
22
44
3
40
42
79
46
46
38
30
70
50
95
54
17
98
94
38
9
3
62
37
9
0.017442
ZNGA
2018-04-20T00:00:00
49
17
2
44
31
39
42
67
42
42
9
30
70
49
93
54
17
98
94
38
7
3
66
41
9
0.008571
ZNGA
2018-04-27T00:00:00
47
17
15
46
6
37
40
67
35
35
27
31
71
50
91
54
17
98
94
36
7
3
67
42
9
-0.014164
ZNGA
2018-05-04T00:00:00
41
15
19
30
4
51
63
15
47
47
29
30
82
75
77
55
16
71
90
59
8
9
76
33
10
0.08046
ZNGA
2018-05-11T00:00:00
40
14
12
33
8
62
79
11
46
46
17
29
82
77
55
54
16
71
90
75
8
8
84
27
9
0.053191
ZNGA
2018-05-18T00:00:00
39
13
9
34
11
71
88
7
47
47
14
29
82
77
40
54
17
71
90
84
7
8
86
26
9
0.055556
ZNGA
2018-05-25T00:00:00
39
12
16
34
5
47
45
18
46
46
19
29
82
77
41
53
17
71
91
44
7
9
89
26
11
-0.002392
ZNGA
2018-06-01T00:00:00
39
11
4
35
19
31
18
5
50
50
11
28
82
77
21
65
17
70
91
21
9
15
88
25
10
0.071942
ZNGA
2018-06-08T00:00:00
39
12
4
34
22
33
20
40
49
49
10
28
82
77
17
76
17
71
91
23
11
14
91
23
11
-0.020134
ZNGA
2018-06-15T00:00:00
39
12
3
35
22
33
25
50
46
46
9
29
82
77
27
77
17
71
91
25
10
14
89
23
9
-0.011416
ZNGA
2018-06-22T00:00:00
39
13
22
35
3
32
25
78
47
47
21
29
82
77
28
77
17
71
91
25
10
11
91
25
8
-0.030023
ZNGA
2018-06-29T00:00:00
39
14
22
35
4
65
78
78
46
46
21
29
82
78
31
77
17
71
91
75
11
12
90
25
9
-0.030952
ZNGA
2018-07-06T00:00:00
39
14
4
35
22
74
89
46
46
46
10
29
82
77
24
77
17
71
90
85
10
11
91
25
9
0.036855
ZNGA
2018-07-13T00:00:00
40
12
11
35
10
82
93
22
44
44
15
28
82
85
20
77
17
70
90
90
10
12
91
27
9
0.028436
ZNGA
2018-07-20T00:00:00
39
13
16
35
6
82
92
60
44
44
19
29
83
85
20
77
17
71
90
90
13
13
91
28
8
-0.020737
ZNGA
2018-07-27T00:00:00
39
14
18
34
5
89
96
80
44
44
13
29
83
85
23
77
18
70
90
94
15
14
90
28
7
-0.047059
ZNGA
2018-08-03T00:00:00
35
15
5
67
21
86
88
80
42
42
11
30
77
85
27
86
26
99
84
90
15
16
89
31
7
-0.014815
ZNGA
2018-08-10T00:00:00
34
15
16
65
7
83
74
88
37
37
18
31
76
81
33
86
26
99
84
83
17
15
87
39
7
-0.042607
ZNGA
2018-08-17T00:00:00
34
16
11
65
10
76
48
85
36
36
15
31
77
82
49
95
26
99
84
65
15
13
86
42
8
-0.026178
ZNGA
2018-08-24T00:00:00
34
15
4
65
23
70
33
37
44
44
10
31
77
85
44
95
26
99
84
51
14
21
75
45
12
0.05914
ZNGA
2018-08-31T00:00:00
34
14
2
64
29
77
49
15
47
47
8
30
77
86
37
95
26
99
84
66
14
20
77
45
13
0.055838
ZNGA
2018-09-07T00:00:00
34
15
4
64
25
83
73
60
49
49
9
30
76
85
46
95
26
99
84
82
14
20
83
42
12
-0.052885
ZNGA
2018-09-14T00:00:00
34
14
6
64
18
76
51
32
48
48
12
30
76
84
48
95
26
99
84
67
12
15
92
51
9
0.020305
ZNGA
2018-09-21T00:00:00
34
14
22
64
4
61
31
75
46
46
23
30
76
78
56
95
26
99
84
43
12
14
91
45
8
-0.024876
ZNGA
2018-09-28T00:00:00
34
13
8
64
15
52
30
22
45
45
14
30
76
83
51
95
26
99
84
37
9
8
93
59
5
0.022959
ZNGA
2018-10-05T00:00:00
34
13
2
64
31
38
22
19
42
42
8
30
77
87
49
95
26
99
84
27
9
8
93
61
4
0.002494
ZNGA
2018-10-12T00:00:00
34
10
20
64
4
35
18
4
42
42
27
28
77
79
40
95
26
98
85
24
19
22
86
48
5
0.044776
ZNGA
2018-10-19T00:00:00
34
11
20
64
4
45
39
47
45
45
29
29
77
79
48
94
26
99
85
40
43
30
87
26
6
-0.047619
ZNGA
2018-10-26T00:00:00
34
12
19
64
5
69
71
52
43
43
27
29
77
81
46
94
26
98
85
74
54
36
88
21
12
-0.0425
ZNGA
2018-11-02T00:00:00
41
14
2
62
31
49
38
82
36
36
83
30
45
96
56
88
28
99
39
42
59
43
89
21
10
-0.018277
ZNGA
2018-11-09T00:00:00
40
14
11
61
10
61
57
83
33
33
88
30
46
95
61
88
27
99
39
61
66
40
76
25
12
-0.039894
ZNGA
2018-11-16T00:00:00
40
14
20
61
4
46
32
67
30
30
93
30
46
95
56
87
27
99
39
36
64
37
70
23
6
-0.00277
ZNGA
2018-11-23T00:00:00
40
15
2
61
32
65
66
75
29
29
76
30
46
95
57
87
27
99
39
69
60
39
69
35
8
-0.033333
ZNGA
2018-11-30T00:00:00
40
14
5
61
21
73
78
37
32
32
81
30
46
95
65
86
27
99
38
81
46
29
80
38
7
0.04023
ZNGA
2018-12-07T00:00:00
40
13
5
61
19
90
95
27
28
28
82
29
46
95
54
86
27
99
39
96
54
35
74
29
14
-0.005525
ZNGA
2018-12-14T00:00:00
40
12
2
61
31
77
71
7
29
29
77
29
46
95
41
87
27
99
41
78
58
51
70
24
3
0.030556
ZNGA
2018-12-21T00:00:00
40
11
11
61
11
66
55
11
23
23
87
28
46
95
35
87
27
99
43
61
58
57
76
19
3
-0.021563
ZNGA
2018-12-28T00:00:00
40
10
7
61
17
51
32
3
28
28
84
27
46
96
30
87
28
99
44
40
58
57
84
12
2
0.071625
ZNGA
2019-01-04T00:00:00
40
10
19
62
5
40
23
16
26
26
100
27
47
85
32
86
28
99
43
29
60
60
82
13
2
0.033419
ZNGA
2019-01-11T00:00:00
40
9
3
62
29
42
32
12
30
30
91
27
47
84
34
87
28
99
44
35
62
52
76
28
2
0.072139
ZNGA
2019-01-18T00:00:00
40
10
8
62
15
38
29
50
28
28
96
27
47
84
35
87
28
99
44
31
67
63
67
27
4
-0.011601
ZNGA
2019-01-25T00:00:00
40
10
7
62
16
42
48
19
28
28
95
27
47
84
29
87
28
99
45
43
70
67
66
24
4
0.028169
ZNGA
2019-02-01T00:00:00
39
9
7
62
17
55
63
25
25
25
95
27
47
84
31
87
27
99
45
60
69
66
66
28
3
0.027397
ZNGA
2019-02-08T00:00:00
39
8
9
61
14
70
84
5
31
31
96
26
47
84
20
86
28
99
47
79
56
43
69
15
2
0.084444
ZNGA
2019-02-15T00:00:00
40
8
23
61
3
78
90
15
29
29
66
26
38
84
14
90
28
99
36
86
52
40
62
18
2
0.030738
ZNGA
2019-02-22T00:00:00
41
8
3
60
27
89
97
33
31
31
44
26
38
84
13
89
27
99
35
96
52
40
63
18
3
0
ZNGA
2019-03-01T00:00:00
37
6
24
86
7
93
97
10
33
33
47
24
39
78
10
100
61
98
38
97
60
41
61
27
6
0.06163
ZNGA
2019-03-08T00:00:00
37
6
23
86
7
94
97
37
38
38
47
24
39
78
10
100
61
97
38
98
58
49
68
32
7
-0.041199
ZNGA
2019-03-15T00:00:00
38
6
23
86
8
91
83
12
37
37
46
24
39
78
13
100
61
97
38
92
61
46
61
35
6
0.048828
ZNGA
2019-03-22T00:00:00
38
6
16
85
22
92
87
37
35
35
36
24
40
78
10
100
60
97
39
94
60
52
60
37
6
-0.014898
ZNGA
2019-03-29T00:00:00
38
6
24
85
6
93
86
36
33
33
50
24
40
78
15
100
60
97
38
94
53
50
56
38
9
0.007561
ZNGA
2019-04-05T00:00:00
38
6
27
85
4
95
96
61
31
31
30
24
40
49
20
100
61
97
39
97
51
45
60
40
12
0.003752
ZNGA
2019-04-12T00:00:00
38
6
14
85
27
95
95
24
31
31
10
24
40
45
29
100
61
97
39
97
46
45
60
44
11
0.031776
ZNGA
2019-04-19T00:00:00
38
6
21
85
12
95
86
45
29
29
22
23
40
44
27
100
61
97
39
94
44
38
64
41
8
-0.014493
ZNGA
2019-04-26T00:00:00
38
6
16
86
19
96
95
32
28
28
15
23
40
44
30
100
60
97
39
97
48
45
58
40
9
0.012868
ZNGA
2019-05-03T00:00:00
38
6
18
88
13
96
89
6
39
39
18
22
41
46
14
100
59
97
36
96
53
53
61
25
17
0.094374
ZNGA
2019-05-10T00:00:00
19
50
23
40
7
96
93
16
38
38
69
23
17
11
21
47
79
100
16
97
51
54
53
27
14
-0.014925
ZNGA
2019-05-17T00:00:00
19
50
12
41
28
96
87
5
36
36
51
21
18
21
14
47
79
100
17
95
62
61
40
25
11
0.042088
ZNGA
2019-05-24T00:00:00
19
49
18
41
12
96
80
30
37
37
62
22
18
16
15
47
79
100
17
92
66
59
46
29
8
-0.021002
ZNGA
2019-05-31T00:00:00
19
48
13
41
24
95
66
4
36
36
53
21
18
20
15
47
79
100
17
86
68
64
48
34
18
0.037954
ZNGA
2019-06-07T00:00:00
20
47
27
42
3
96
80
13
32
32
75
21
18
9
17
47
79
100
17
92
68
66
47
34
23
0.027027
ZNGA
2019-06-14T00:00:00
19
49
23
42
5
96
72
65
38
38
69
22
18
11
33
34
78
100
17
89
77
74
38
51
14
-0.040248