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
2019-06-21T00:00:00
19
50
21
42
7
95
73
82
38
38
67
22
18
14
40
34
78
100
17
88
59
64
52
37
17
-0.024194
ZNGA
2019-06-28T00:00:00
19
50
27
42
3
98
95
70
35
35
75
22
18
9
50
34
78
100
17
98
58
56
60
39
15
0.013223
ZNGA
2019-07-05T00:00:00
19
50
16
42
17
97
93
38
35
35
58
22
19
20
39
33
78
100
17
97
67
61
58
37
15
0.021207
ZNGA
2019-07-12T00:00:00
19
49
23
42
5
98
97
40
31
31
72
22
18
10
54
33
78
100
17
98
59
52
57
35
21
0.001597
ZNGA
2019-07-19T00:00:00
19
49
19
42
9
97
92
37
29
29
66
22
18
12
56
33
78
100
17
96
50
56
81
33
15
0.001595
ZNGA
2019-07-26T00:00:00
19
49
11
41
27
99
97
23
26
26
50
22
18
19
61
32
78
100
18
99
49
61
79
32
15
0.028662
ZNGA
2019-08-02T00:00:00
26
49
19
84
27
98
96
53
28
28
80
21
7
18
78
49
31
98
11
98
49
71
66
43
21
-0.0387
ZNGA
2019-08-09T00:00:00
26
48
19
83
3
97
66
59
27
27
93
21
7
9
89
49
31
98
11
85
48
56
62
41
19
-0.019324
ZNGA
2019-08-16T00:00:00
26
50
20
82
3
94
42
85
37
37
94
21
7
9
94
50
31
99
11
71
35
36
61
69
29
-0.085386
ZNGA
2019-08-23T00:00:00
26
50
20
82
16
95
42
67
35
35
82
21
7
19
92
50
31
98
11
72
36
17
73
75
24
0
ZNGA
2019-08-30T00:00:00
26
50
20
82
4
95
60
63
36
36
92
21
7
11
94
50
31
98
11
81
36
10
69
76
25
0.025135
ZNGA
2019-09-06T00:00:00
26
49
20
82
16
95
59
32
36
36
82
21
7
18
93
50
30
98
11
81
34
9
49
81
25
0.02627
ZNGA
2019-09-13T00:00:00
26
50
20
82
3
95
65
56
30
30
94
21
7
10
95
50
31
99
11
84
33
12
50
69
20
0.010239
ZNGA
2019-09-20T00:00:00
26
49
20
82
18
95
78
18
31
31
80
21
7
19
95
50
31
98
11
90
33
12
54
59
20
0.040541
ZNGA
2019-09-27T00:00:00
26
49
20
82
5
93
58
66
35
35
91
21
7
12
95
50
31
98
12
79
23
15
63
66
23
-0.051948
ZNGA
2019-10-04T00:00:00
26
49
19
82
15
90
52
18
34
34
82
21
7
19
94
50
31
98
12
74
29
18
61
66
40
0.02226
ZNGA
2019-10-11T00:00:00
26
47
19
82
14
72
26
14
35
35
93
21
7
19
92
50
31
98
12
49
28
18
62
67
37
0.028476
ZNGA
2019-10-18T00:00:00
26
47
19
82
3
74
31
19
34
34
99
20
7
11
93
50
31
98
12
53
34
34
54
79
49
0.014658
ZNGA
2019-10-25T00:00:00
26
48
19
81
2
75
32
53
27
27
100
20
8
9
95
51
31
98
12
53
36
42
64
75
47
-0.011236
ZNGA
2019-11-01T00:00:00
99
7
33
43
16
79
46
32
27
27
37
20
39
35
97
5
33
99
10
65
34
33
69
75
44
0.030844
ZNGA
2019-11-08T00:00:00
99
7
33
41
17
78
34
51
26
26
43
20
40
36
97
30
33
99
11
58
35
43
61
63
39
-0.011024
ZNGA
2019-11-15T00:00:00
99
7
33
41
10
88
66
46
24
24
47
21
40
36
97
42
32
99
11
84
42
42
51
62
38
0
ZNGA
2019-11-22T00:00:00
99
7
33
41
3
75
38
78
29
29
54
21
40
36
97
42
32
99
11
57
43
49
67
59
45
-0.030255
ZNGA
2019-11-29T00:00:00
99
8
33
41
9
84
74
49
29
29
48
21
40
36
97
41
32
99
11
84
43
47
67
59
47
0.022989
ZNGA
2019-12-06T00:00:00
99
8
33
41
21
90
87
57
25
25
43
21
40
36
97
41
32
99
11
93
45
48
67
57
48
-0.002408
ZNGA
2019-12-13T00:00:00
99
8
33
41
6
90
81
57
24
24
50
21
40
36
94
41
31
99
11
90
47
50
62
58
50
0.000805
ZNGA
2019-12-20T00:00:00
99
8
33
41
14
84
62
62
21
21
46
21
40
36
92
41
31
99
11
78
52
52
69
54
53
0.006431
ZNGA
2019-12-27T00:00:00
99
8
33
41
2
88
70
66
21
21
55
21
40
36
92
41
32
99
11
83
54
52
69
55
53
-0.001597
ZNGA
2020-01-03T00:00:00
99
8
33
41
3
83
57
65
21
21
55
21
40
35
93
41
31
99
12
74
55
53
64
54
53
-0.0032
ZNGA
2020-01-10T00:00:00
99
7
33
41
3
82
57
13
32
32
53
20
40
39
92
41
31
99
12
72
52
44
82
64
55
0.0626
ZNGA
2020-01-17T00:00:00
99
8
33
41
12
70
31
31
31
31
38
21
40
38
92
41
31
99
12
50
57
46
83
64
57
0.007553
ZNGA
2020-01-24T00:00:00
99
9
33
41
24
75
50
86
43
43
30
22
40
38
94
41
32
99
12
65
43
39
89
77
68
-0.085457
ZNGA
2020-01-31T00:00:00
99
9
33
41
12
74
49
65
40
40
38
22
40
38
93
41
31
99
12
64
46
43
88
77
71
-0.013115
ZNGA
2020-02-07T00:00:00
99
7
33
41
3
72
42
12
48
48
53
20
40
38
85
41
31
99
13
59
41
64
97
76
65
0.104651
ZNGA
2020-02-14T00:00:00
99
7
33
41
3
68
41
9
48
48
55
20
39
39
69
11
31
99
13
56
37
66
97
75
61
0.042105
ZNGA
2020-02-21T00:00:00
99
7
33
40
21
68
38
10
47
47
34
20
39
39
58
6
31
99
11
54
29
75
98
65
68
0.02886
ZNGA
2020-02-28T00:00:00
37
7
66
69
21
66
34
17
36
36
41
19
14
38
44
34
35
97
12
50
50
71
97
67
64
-0.058906
ZNGA
2020-03-06T00:00:00
38
6
66
69
12
84
84
6
35
35
46
18
14
40
34
35
35
97
12
88
63
85
98
56
84
0.052161
ZNGA
2020-03-13T00:00:00
38
6
66
68
6
80
74
13
23
23
51
18
14
41
28
35
34
97
12
82
68
81
98
40
73
-0.072238
ZNGA
2020-03-20T00:00:00
38
5
66
68
6
47
18
19
14
14
52
17
14
42
31
35
34
97
12
29
61
72
82
46
63
-0.09313
ZNGA
2020-03-27T00:00:00
38
5
65
68
3
51
32
10
18
18
60
17
14
42
21
36
34
96
12
40
62
81
90
58
55
0.127946
ZNGA
2020-04-03T00:00:00
38
5
65
67
20
79
85
16
15
15
16
16
14
46
23
36
34
96
13
85
58
81
90
66
51
-0.008955
ZNGA
2020-04-10T00:00:00
38
6
66
67
21
83
88
64
10
10
15
17
14
43
26
36
34
96
13
88
59
77
91
61
44
0.040663
ZNGA
2020-04-17T00:00:00
38
5
65
67
13
88
89
10
12
12
21
16
14
41
17
36
34
96
13
91
50
88
88
37
56
0.118669
ZNGA
2020-04-24T00:00:00
38
5
65
68
5
93
92
35
12
12
35
16
14
41
14
36
34
96
14
95
49
86
87
33
51
-0.01423
ZNGA
2020-05-01T00:00:00
39
5
65
70
9
95
95
76
12
12
42
17
10
42
14
37
34
96
19
97
60
89
87
35
52
-0.048556
ZNGA
2020-05-08T00:00:00
29
6
17
32
11
97
94
44
13
13
68
17
7
26
15
35
35
73
19
97
58
87
84
36
52
0.071724
ZNGA
2020-05-15T00:00:00
32
5
16
33
5
94
89
17
12
12
76
16
7
23
13
34
35
73
19
93
53
85
83
36
49
0.034749
ZNGA
2020-05-22T00:00:00
32
5
16
33
28
97
96
28
11
11
52
16
8
35
12
34
35
74
19
98
52
83
82
37
49
0.042289
ZNGA
2020-05-29T00:00:00
32
5
16
33
9
97
93
12
12
12
66
16
7
27
9
35
35
73
19
97
49
77
75
38
50
0.091885
ZNGA
2020-06-05T00:00:00
33
5
16
34
11
96
76
70
12
12
65
17
8
28
14
17
35
74
18
90
50
80
81
33
49
-0.019672
ZNGA
2020-06-12T00:00:00
33
5
16
35
28
97
95
18
11
11
52
16
8
36
17
43
35
73
19
97
49
79
79
33
45
0.015608
ZNGA
2020-06-19T00:00:00
34
5
16
35
10
96
86
33
12
12
67
16
8
28
20
43
35
74
19
93
49
80
79
32
45
0.019759
ZNGA
2020-06-26T00:00:00
34
5
16
35
4
95
48
12
10
10
78
15
8
22
19
43
35
73
20
78
47
78
77
33
43
0.031216
ZNGA
2020-07-03T00:00:00
35
5
16
35
14
94
70
42
10
10
63
16
7
51
23
43
35
73
20
87
49
77
73
33
43
-0.005219
ZNGA
2020-07-10T00:00:00
35
5
16
35
6
95
85
10
11
11
74
15
7
43
19
42
35
73
21
92
49
73
66
32
43
0.089192
ZNGA
2020-07-17T00:00:00
35
5
16
35
19
94
82
83
18
18
60
16
8
52
35
43
35
74
20
92
57
80
69
29
51
-0.089595
ZNGA
2020-07-24T00:00:00
35
5
16
35
29
97
92
59
18
18
51
16
7
58
36
43
36
73
20
97
57
80
68
29
52
0.010582
ZNGA
2020-07-31T00:00:00
35
5
16
35
6
95
51
41
17
17
16
16
7
42
33
19
36
73
27
83
55
77
61
29
50
0.029319
ZNGA
2020-08-07T00:00:00
29
44
21
86
26
96
84
70
16
16
3
15
12
47
48
39
31
99
26
94
55
80
68
28
51
-0.010173
ZNGA
2020-08-14T00:00:00
29
45
22
84
24
93
78
85
17
17
4
15
12
48
77
40
32
99
25
89
57
82
71
28
52
-0.035971
ZNGA
2020-08-21T00:00:00
29
45
21
84
16
94
87
72
18
18
6
15
12
44
81
39
32
99
25
93
56
81
74
28
51
-0.007463
ZNGA
2020-08-28T00:00:00
29
45
22
84
4
92
78
85
19
19
16
16
12
34
85
39
32
99
24
88
57
83
77
26
53
-0.026853
ZNGA
2020-09-04T00:00:00
29
45
22
84
4
94
89
76
19
19
16
16
12
34
90
39
32
99
25
93
56
83
77
26
53
-0.034216
ZNGA
2020-09-11T00:00:00
28
47
22
83
28
89
40
85
20
20
2
16
12
51
93
39
32
100
24
69
56
84
76
27
54
-0.045714
ZNGA
2020-09-18T00:00:00
28
47
22
83
24
90
50
73
16
16
3
16
12
48
94
39
32
100
24
74
56
86
69
28
53
0.013174
ZNGA
2020-09-25T00:00:00
28
45
21
83
25
90
67
10
17
17
3
15
12
49
94
39
32
99
25
82
59
84
56
25
55
0.059102
ZNGA
2020-10-02T00:00:00
28
45
21
83
24
86
38
17
17
17
4
15
12
48
91
39
32
99
25
67
54
80
40
25
51
0.040179
ZNGA
2020-10-09T00:00:00
28
46
22
83
12
81
25
49
16
16
10
15
12
41
91
39
33
100
24
55
55
82
37
24
51
-0.001073
ZNGA
2020-10-16T00:00:00
28
46
22
83
13
81
30
65
16
16
9
15
12
42
94
39
33
100
24
57
51
80
22
25
49
-0.016112
ZNGA
2020-10-23T00:00:00
28
46
21
83
20
75
19
32
16
16
5
15
12
46
93
39
33
99
25
47
52
80
19
26
48
0.030568
ZNGA
2020-10-30T00:00:00
27
46
21
84
9
71
22
39
16
16
13
15
12
41
92
51
33
99
36
44
51
78
18
26
49
-0.047669
ZNGA
2020-11-06T00:00:00
30
48
17
66
4
62
16
88
14
14
36
16
8
11
94
52
55
98
11
37
58
81
13
26
50
-0.029477
ZNGA
2020-11-13T00:00:00
28
52
18
66
31
60
21
97
16
16
18
17
8
25
94
59
56
99
10
39
52
75
22
27
48
-0.068195
ZNGA
2020-11-20T00:00:00
28
50
19
66
6
81
73
86
16
16
37
17
8
13
94
49
57
99
10
82
43
73
21
28
41
0.02706
ZNGA
2020-11-27T00:00:00
28
52
19
66
22
84
77
95
15
15
23
17
8
21
95
49
56
99
10
85
38
75
20
19
38
-0.014371
ZNGA
2020-12-04T00:00:00
28
50
19
66
4
76
54
43
19
19
39
17
8
11
95
49
57
99
10
69
37
62
3
4
76
0.066829
ZNGA
2020-12-11T00:00:00
28
51
19
67
3
73
47
59
17
17
41
17
8
10
95
49
57
99
10
64
48
52
3
4
93
-0.010251
ZNGA
2020-12-18T00:00:00
28
48
18
67
4
78
62
11
33
33
39
16
8
12
93
49
57
99
10
75
20
69
3
6
90
0.143844
ZNGA
2020-12-25T00:00:00
28
49
19
67
23
77
60
24
32
32
21
16
8
23
94
49
57
99
10
73
50
10
2
23
41
-0.003018
ZNGA
2021-01-01T00:00:00
28
49
18
67
24
58
19
26
32
32
22
16
8
22
94
49
57
99
10
36
50
7
3
26
44
-0.004036
ZNGA
2021-01-08T00:00:00
28
51
19
67
28
35
5
61
30
30
33
16
8
21
93
49
57
99
9
15
30
4
4
17
59
0.005066
ZNGA
2021-01-15T00:00:00
28
52
19
67
29
34
8
81
30
30
29
16
8
20
94
49
56
99
9
16
39
4
6
15
58
-0.025202
ZNGA
2021-01-22T00:00:00
28
49
18
67
3
27
6
19
36
36
58
15
8
7
95
49
57
99
10
12
62
18
8
14
52
0.107549
ZNGA
2021-01-29T00:00:00
28
51
19
68
17
36
28
60
37
37
35
15
8
17
95
49
56
99
9
31
53
10
7
13
50
-0.074697
ZNGA
2021-02-05T00:00:00
28
51
19
68
13
31
26
36
36
36
40
15
8
14
92
49
56
99
9
26
56
22
8
13
54
0.077699
ZNGA
2021-02-12T00:00:00
28
50
18
68
6
66
75
24
37
37
50
15
8
10
76
49
56
99
9
74
48
6
4
17
30
0.086142
ZNGA
2021-02-19T00:00:00
28
49
18
68
13
60
76
13
36
36
41
14
9
15
70
42
56
99
10
72
37
17
9
14
47
0.05
ZNGA
2021-02-26T00:00:00
41
52
22
82
15
59
75
49
38
38
46
14
14
17
74
25
41
96
8
71
27
11
8
15
61
-0.084565
ZNGA
2021-03-05T00:00:00
41
55
22
82
9
53
53
73
39
39
51
15
14
15
78
27
40
96
8
54
33
12
6
13
57
-0.075336
ZNGA
2021-03-12T00:00:00
42
57
23
82
6
44
30
94
38
38
55
15
14
14
63
28
40
96
7
36
33
17
4
14
58
-0.014549
ZNGA
2021-03-19T00:00:00
42
57
23
82
5
63
73
84
36
36
56
15
14
13
60
28
40
96
7
72
32
33
6
17
68
-0.017717
ZNGA
2021-03-26T00:00:00
42
57
23
82
15
55
48
50
36
36
51
15
14
21
62
27
41
96
8
53
26
17
6
23
47
0.008016
ZNGA
2021-04-02T00:00:00
43
56
24
82
28
56
57
18
34
34
43
15
14
26
59
28
42
96
8
57
26
16
3
21
46
0.04175
ZNGA
2021-04-09T00:00:00
43
55
23
81
14
68
70
26
34
34
45
15
14
26
56
28
42
96
8
73
25
15
4
20
48
0.012405
ZNGA
2021-04-16T00:00:00
42
55
23
81
30
73
80
37
33
33
36
15
14
30
39
28
42
96
8
81
29
13
3
22
43
-0.004713
ZNGA
2021-04-23T00:00:00
43
55
23
82
26
65
70
26
31
31
37
15
14
28
53
28
43
95
8
72
30
12
3
23
49
0.010417
ZNGA
2021-04-30T00:00:00
42
55
23
83
32
50
36
22
28
28
37
14
8
31
50
27
43
95
8
42
30
10
3
23
47
0.014058
ZNGA
2021-05-07T00:00:00
45
57
50
25
4
39
22
25
26
26
61
15
10
18
36
80
49
69
16
29
34
8
2
31
42
0.015712
ZNGA
2021-05-14T00:00:00
45
59
51
25
4
37
20
76
31
31
61
15
10
20
27
81
51
70
15
26
31
6
4
29
45
-0.069154