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
⌀
ZNOG
2019-12-27T00:00:00
7
64
20
8
15
6
16
54
91
91
70
93
20
9
62
66
39
26
51
9
83
51
32
66
16
-0.029412
ZNOG
2020-01-03T00:00:00
8
57
19
8
16
5
8
4
94
94
68
92
20
9
42
66
39
24
51
5
78
48
64
70
16
0.321212
ZNOG
2020-01-10T00:00:00
8
54
19
8
21
3
3
2
93
93
34
92
20
10
36
66
39
10
52
2
77
44
76
65
18
0.16055
ZNOG
2020-01-17T00:00:00
9
47
18
8
7
6
34
1
94
94
35
90
20
6
13
66
39
35
52
18
73
40
52
61
16
0.316206
ZNOG
2020-01-24T00:00:00
9
49
18
8
2
4
6
29
94
94
35
91
20
2
14
66
39
63
51
4
76
45
59
61
15
-0.129129
ZNOG
2020-01-31T00:00:00
8
55
19
8
19
3
3
82
94
94
35
92
20
11
18
66
38
11
52
2
60
43
51
60
21
-0.196552
ZNOG
2020-02-07T00:00:00
9
51
18
8
15
3
5
32
94
94
36
91
20
9
19
66
39
17
52
3
37
38
67
65
12
0.145923
ZNOG
2020-02-14T00:00:00
8
55
19
8
9
4
16
91
94
94
36
92
20
7
21
66
39
29
51
8
40
40
78
65
11
-0.146067
ZNOG
2020-02-21T00:00:00
8
54
19
8
3
4
20
85
93
93
38
92
21
4
24
62
39
52
50
10
37
42
80
62
12
-0.004386
ZNOG
2020-02-28T00:00:00
8
56
20
8
4
14
85
94
93
93
39
93
20
4
12
62
39
50
50
49
67
63
85
47
34
-0.162996
ZNOG
2020-03-06T00:00:00
8
58
20
8
20
21
92
79
93
93
38
93
20
11
8
62
39
10
52
59
63
60
84
47
41
-0.036842
ZNOG
2020-03-13T00:00:00
8
56
19
7
7
51
100
55
89
89
40
93
26
7
5
34
39
36
60
80
82
78
88
21
81
-0.136612
ZNOG
2020-03-20T00:00:00
9
49
19
7
13
36
97
12
85
85
40
92
26
10
4
35
38
22
60
70
89
88
95
11
92
0.094937
ZNOG
2020-03-27T00:00:00
12
64
25
34
25
16
44
31
70
70
61
89
13
14
3
15
28
2
69
28
89
85
93
13
91
0.017341
ZNOG
2020-04-03T00:00:00
13
60
24
34
21
31
84
2
74
74
63
87
13
12
2
15
27
9
70
58
84
90
90
19
87
0.170455
ZNOG
2020-04-10T00:00:00
13
61
24
34
14
12
25
41
61
61
64
88
13
10
3
15
28
21
70
16
85
90
87
16
87
0.043689
ZNOG
2020-04-17T00:00:00
13
61
25
34
14
13
21
52
58
58
61
89
13
9
4
15
28
20
70
14
86
87
89
20
85
-0.046512
ZNOG
2020-04-24T00:00:00
13
59
24
34
8
10
18
7
65
65
66
87
13
7
3
15
28
31
71
12
84
89
89
23
86
0.219512
ZNOG
2020-05-01T00:00:00
14
59
24
35
14
12
18
13
63
63
62
87
13
9
3
15
28
19
71
13
83
88
89
23
86
0.04
ZNOG
2020-05-08T00:00:00
15
57
24
37
3
20
42
4
62
62
75
86
45
4
3
6
28
60
74
30
80
84
88
26
85
0.169231
ZNOG
2020-05-15T00:00:00
18
68
19
40
15
43
82
68
68
68
69
87
13
6
8
4
24
18
48
63
82
88
91
26
86
-0.157895
ZNOG
2020-05-22T00:00:00
18
67
19
40
5
35
77
23
67
67
74
86
13
2
5
4
24
46
49
56
82
86
90
27
85
0.117188
ZNOG
2020-05-29T00:00:00
18
69
19
40
11
57
98
84
71
71
72
87
12
5
3
4
24
27
49
79
83
88
91
27
86
-0.055944
ZNOG
2020-06-05T00:00:00
19
68
18
40
11
50
97
41
71
71
73
86
12
5
4
4
23
27
49
76
82
86
90
28
85
0.133333
ZNOG
2020-06-12T00:00:00
20
67
19
40
25
42
71
12
68
68
70
86
12
10
3
4
23
3
49
56
82
85
84
27
85
0.042484
ZNOG
2020-06-19T00:00:00
19
67
19
40
13
62
96
46
71
71
73
86
12
5
8
4
23
23
48
84
82
87
83
26
85
-0.028213
ZNOG
2020-06-26T00:00:00
20
66
19
40
3
67
93
22
69
69
77
86
12
1
7
5
23
69
48
87
81
86
80
26
84
0
ZNOG
2020-07-03T00:00:00
18
69
20
40
14
84
97
98
72
72
73
87
12
6
13
5
23
21
48
94
83
87
78
24
85
-0.135484
ZNOG
2020-07-10T00:00:00
18
71
20
40
10
68
71
99
75
75
73
89
12
5
16
4
23
27
48
74
84
91
81
24
86
-0.141791
ZNOG
2020-07-17T00:00:00
18
72
21
40
24
74
85
96
72
72
69
90
12
10
31
4
23
4
48
85
84
90
80
26
86
0
ZNOG
2020-07-24T00:00:00
18
72
21
41
21
65
49
95
70
70
69
90
12
9
34
4
24
10
48
61
83
89
76
24
86
-0.03913
ZNOG
2020-07-31T00:00:00
21
62
18
40
9
80
66
1
96
96
73
84
12
5
6
4
24
31
50
83
89
85
59
18
89
1.036199
ZNOG
2020-08-07T00:00:00
19
63
19
39
20
87
93
16
95
95
68
85
23
9
9
79
24
9
70
94
89
86
64
17
90
-0.057778
ZNOG
2020-08-14T00:00:00
17
63
4
15
6
80
72
44
96
96
73
84
52
3
7
65
55
43
89
81
89
86
66
18
89
-0.084906
ZNOG
2020-08-21T00:00:00
17
63
4
14
17
81
84
55
96
96
69
84
52
8
12
52
55
16
90
86
89
86
69
18
89
-0.005155
ZNOG
2020-08-28T00:00:00
16
66
4
14
19
56
11
89
96
96
32
86
52
10
35
22
55
10
88
30
89
89
78
15
90
-0.222798
ZNOG
2020-09-04T00:00:00
12
74
6
15
4
32
8
100
97
97
32
92
52
2
90
22
55
48
83
17
89
90
80
16
90
-0.5
ZNT
1998-01-09T00:00:00
36
68
63
32
28
61
57.5
83
17
17
46
32
62
42
53
52
50
68
87
80
37
47
47
41.5
56
-0.064226
ZNT
1998-01-16T00:00:00
37
68
63
34
28
61
57.5
76
17
17
32
32
62
42
53
52
50
41
87
80
37
47
47
41.5
56
-0.01961
ZNT
1998-01-23T00:00:00
38
68
63
34
28
61
57.5
37
35
35
3
32
62
42
53
52
50
3
87
80
37
47
47
41.5
56
0.015054
ZNT
1998-01-30T00:00:00
38
68
63
33
28
61
57.5
61
14
14
58
32
62
42
53
52
50
84
87
80
37
47
47
41.5
56
-0.002593
ZNT
1998-02-06T00:00:00
38
68
63
34
28
61
57.5
52
8
8
57
32
62
42
53
52
50
81
87
80
37
47
47
41.5
56
0.014973
ZNT
1998-02-13T00:00:00
39
68
64
35
28
61
57.5
37
8
8
54
32
62
42
53
52
50
75
87
80
37
47
47
41.5
56
0.029505
ZNT
1998-02-20T00:00:00
40
68
65
37
28
61
57.5
59
8
8
45
32
62
42
53
52
50
56
87
80
37
47
47
41.5
56
-0.01433
ZNT
1998-02-27T00:00:00
40
68
65
37
28
61
57.5
22
19
19
59
32
62
42
53
52
50
81
87
80
37
47
47
41.5
56
0.058152
ZNT
1998-03-06T00:00:00
40
68
65
37
28
1
1
41
16
16
1
32
62
42
53
52
50
1
87
1
37
47
47
41.5
56
-0.00458
ZNT
1998-03-13T00:00:00
40
68
64
37
28
25
25
30
12
12
35
32
62
42
53
52
50
39
87
25
37
47
47
41.5
56
0.022908
ZNT
1998-03-20T00:00:00
33
68
43
33
28
54
57
38
9
9
26
32
62
42
53
52
50
27
87
56
37
47
47
41.5
56
0.013493
ZNT
1998-03-27T00:00:00
33
68
43
32
28
44
45
31
6
6
43
32
62
42
53
52
50
49
87
45
37
47
47
41.5
56
0.017751
ZNT
1998-04-03T00:00:00
37
68
44
33
28
45
46
38
5
5
40
32
62
42
53
52
50
43
87
45
37
47
47
41.5
56
0.010901
ZNT
1998-04-10T00:00:00
37
68
44
33
28
58
61
29
4
4
46
32
62
42
53
52
50
47
87
60
37
47
47
41.5
56
0.008627
ZNT
1998-04-17T00:00:00
38
68
44
33
28
47
45
30
4
4
7
32
62
42
53
52
50
8
87
46
37
47
47
41.5
56
0.021383
ZNT
1998-04-24T00:00:00
38
68
44
33
28
69
74
34
3
3
43
32
62
42
53
52
50
42
87
72
37
47
47
41.5
56
0
ZNT
1998-05-01T00:00:00
38
68
44
33
28
63
64
64
5
5
70
32
62
42
53
52
50
81
87
64
37
47
47
41.5
56
-0.022941
ZNT
1998-05-08T00:00:00
39
68
44
34
28
66
68
47
3
3
36
32
62
42
53
52
50
34
87
68
37
47
47
41.5
56
0.004375
ZNT
1998-05-15T00:00:00
45
68
67
38
28
64
66
47
2
2
85
32
62
42
53
52
50
22
87
66
37
47
47
41.5
56
-0.006489
ZNT
1998-05-22T00:00:00
45
68
67
38
28
68
69
40
2
2
85
32
62
42
53
52
50
29
87
69
37
47
47
41.5
56
-0.004295
ZNT
1998-05-29T00:00:00
45
68
67
38
28
64
66
34
2
2
82
32
62
42
53
52
50
15
87
66
37
47
47
41.5
56
-0.002157
ZNT
1998-06-05T00:00:00
45
68
67
38
28
69
70
24
2
2
91
32
62
42
53
52
50
78
87
71
37
47
47
41.5
56
0.013057
ZNT
1998-06-12T00:00:00
45
68
67
39
28
70
72
39
2
2
85
32
62
42
53
52
50
37
87
72
37
47
47
41.5
56
-0.025778
ZNT
1998-06-19T00:00:00
45
68
67
39
28
69
69
43
2
2
81
32
62
42
53
52
50
26
87
70
37
47
47
41.5
56
-0.006661
ZNT
1998-06-26T00:00:00
45
68
67
39
28
58
51
46
2
2
75
32
62
42
53
52
50
3
87
55
37
47
47
41.5
56
0.006705
ZNT
1998-07-03T00:00:00
46
68
67
39
28
61
57
50
1
1
86
32
62
42
53
52
50
49
87
60
37
47
47
41.5
56
0.00219
ZNT
1998-07-10T00:00:00
46
68
67
39
28
62
59
45
1
1
74
32
62
42
53
52
50
12
87
62
37
47
47
41.5
56
0.00437
ZNT
1998-07-17T00:00:00
46
68
66
39
28
65
62
63
1
1
74
32
62
42
53
52
50
18
87
64
37
47
47
41.5
56
-0.013144
ZNT
1998-07-24T00:00:00
45
68
67
39
28
69
68
31
1
1
83
32
62
42
53
52
50
62
87
70
37
47
47
41.5
56
0.002204
ZNT
1998-07-31T00:00:00
46
68
66
39
28
76
77
52
2
2
74
32
62
42
53
52
50
24
87
78
37
47
47
41.5
56
-0.040143
ZNT
1998-08-07T00:00:00
45
68
66
39
28
71
68
41
2
2
76
32
62
42
53
52
50
35
87
70
37
47
47
41.5
56
-0.013941
ZNT
1998-08-14T00:00:00
43
68
64
25
28
69
65
41
1
1
86
32
62
42
53
52
50
52
87
68
37
47
47
41.5
56
-0.016559
ZNT
1998-08-21T00:00:00
43
68
65
25
28
66
62
43
1
1
96
32
62
42
53
52
50
48
87
65
37
47
47
41.5
56
-0.014474
ZNT
1998-08-28T00:00:00
43
68
65
25
28
62
55
36
3
3
91
32
62
42
53
52
50
30
87
59
37
47
47
41.5
56
-0.058547
ZNT
1998-09-04T00:00:00
43
68
65
25
28
63
58
36
2
2
84
32
62
42
53
52
50
25
87
61
37
47
47
41.5
56
-0.023241
ZNT
1998-09-11T00:00:00
43
68
65
25
88
55
45
18
6
6
99
32
62
96
53
52
50
81
87
50
5
57
14
41.5
56
0.050413
ZNT
1998-09-18T00:00:00
43
68
65
24
77
66
64
16
8
8
77
32
62
96
53
52
50
5
87
65
8
43
9
41.5
56
0.04789
ZNT
1998-09-25T00:00:00
43
68
65
24
70
61
54
29
6
6
82
32
62
96
53
52
50
20
87
58
10
44
6
41.5
56
0.012141
ZNT
1998-10-02T00:00:00
43
68
65
24
36
65
59
66
13
13
96
32
62
96
53
52
50
68
87
63
43
43
14
41.5
56
-0.085723
ZNT
1998-10-09T00:00:00
43
68
65
24
78
67
63
29
9
9
74
32
62
96
53
52
50
4
87
66
42
52
18
41.5
56
-0.007893
ZNT
1998-10-16T00:00:00
43
68
65
24
34
65
62
32
11
11
95
32
62
97
53
52
50
71
87
64
37
60
15
41.5
56
0.057843
ZNT
1998-10-23T00:00:00
43
68
65
24
54
68
67
62
9
9
82
32
62
97
53
52
50
40
87
68
49
72
16
41.5
56
-0.00996
ZNT
1998-10-30T00:00:00
43
68
65
24
75
71
69
56
8
8
64
32
62
97
53
52
50
10
87
71
43
71
14
41.5
56
0.035417
ZNT
1998-11-06T00:00:00
43
68
65
24
44
78
82
92
9
9
88
32
62
97
53
52
50
52
87
81
43
86
5
41.5
56
-0.051358
ZNT
1998-11-13T00:00:00
34
68
80
36
69
84
86
88
10
10
48
32
62
97
53
52
50
20
87
87
50
93
7
41.5
56
-0.046405
ZNT
1998-11-20T00:00:00
35
68
79
35
76
84
81
64
10
10
42
32
62
56
53
52
50
10
87
85
46
90
20
41.5
56
0.032442
ZNT
1998-11-27T00:00:00
36
68
79
35
49
70
52
51
9
9
59
32
62
55
53
52
50
46
87
62
48
88
19
41.5
56
0.013057
ZNT
1998-12-04T00:00:00
36
65
71
35
74
80
75
52
8
8
44
32
62
57
53
52
50
16
87
79
45
87
19
41.5
56
-0.012889
ZNT
1998-12-11T00:00:00
36
62
71
35
36
82
76
50
6
6
67
31
62
58
53
52
50
63
87
81
45
89
19
41.5
56
-0.005308
ZNT
1998-12-18T00:00:00
36
64
71
36
44
70
50
53
6
6
62
32
62
58
53
52
50
50
87
61
46
90
21
41.5
56
-0.013127
ZNT
1998-12-25T00:00:00
36
64
71
35
51
72
51
66
5
5
59
32
62
58
53
52
50
44
87
64
50
91
20
41.5
56
-0.021304
ZNT
1999-01-01T00:00:00
36
65
71
35
32
47
19
69
5
5
73
33
62
57
73
52
50
76
87
29
50
90
21
41.5
56
0.008177
ZNT
1999-01-08T00:00:00
36
67
71
36
36
39
16
77
4
4
68
33
62
56
83
52
50
63
87
24
50
89
21
41.5
56
-0.00537
ZNT
1999-01-15T00:00:00
37
71
72
35
40
45
26
96
10
10
40
34
62
72
91
52
50
55
87
33
21
92
42
41.5
56
-0.089697
ZNT
1999-01-22T00:00:00
37
71
72
35
42
47
34
72
10
10
39
34
62
72
90
52
50
54
87
38
17
91
39
41.5
56
0.014889
ZNT
1999-01-29T00:00:00
36
66
71
35
34
47
39
21
24
24
45
33
62
72
82
52
50
65
87
42
13
86
39
41.5
56
0.109494
ZNT
1999-02-05T00:00:00
36
69
71
35
78
49
44
27
22
22
5
32
62
72
82
52
50
6
87
45
12
87
39
41.5
56
-0.018813
ZNT
1999-02-12T00:00:00
36
68
71
35
77
48
45
38
21
21
7
32
62
72
81
52
50
10
87
46
14
85
38
41.5
56
-0.021913
ZNT
1999-02-19T00:00:00
35
67
70
36
77
43
36
32
20
20
7
32
62
71
81
52
50
9
87
38
13
85
38
41.5
56
0.008401
ZNT
1999-02-26T00:00:00
35
65
70
36
60
40
29
22
19
19
21
32
62
71
77
52
50
30
87
32
12
85
39
41.5
56
0.016663
ZNT
1999-03-05T00:00:00
34
57
70
36
31
33
20
4
24
24
43
30
62
71
52
52
50
63
87
23
10
82
34
41.5
56
0.108938
ZNT
1999-03-12T00:00:00
35
59
70
36
62
21
6
18
23
23
17
30
62
71
56
52
50
26
87
10
10
82
34
41.5
56
0
ZNT
1999-03-19T00:00:00
35
58
70
36
65
23
13
34
23
23
14
31
62
71
63
52
50
20
87
14
11
83
34
41.5
56
-0.019608