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
⌀
ZNT
1999-03-26T00:00:00
35
57
70
36
52
48
61
56
20
20
23
31
62
71
61
52
50
37
87
56
10
80
36
41.5
56
-0.025025
ZNT
1999-04-02T00:00:00
36
57
71
36
61
46
62
52
19
19
14
32
62
71
56
52
50
27
87
55
9
80
37
41.5
56
-0.002577
ZNT
1999-04-09T00:00:00
32
55
82
18
64
44
58
63
15
15
14
32
62
47
53
52
50
23
87
51
8
78
38
41.5
56
-0.028421
ZNT
1999-04-16T00:00:00
33
57
82
18
60
49
69
74
11
11
19
33
62
40
50
52
50
28
87
60
6
79
36
41.5
56
-0.007978
ZNT
1999-04-23T00:00:00
33
60
83
18
49
55
78
89
11
11
30
34
62
40
58
52
50
40
87
69
3
77
45
41.5
56
-0.037422
ZNT
1999-04-30T00:00:00
33
59
83
18
60
78
94
42
15
15
20
33
62
40
58
52
50
27
87
90
4
66
53
41.5
56
0.066615
ZNT
1999-05-07T00:00:00
33
61
83
18
38
77
88
71
14
14
37
34
62
41
54
52
50
50
87
86
4
80
62
41.5
56
-0.026319
ZNT
1999-05-14T00:00:00
31
61
81
18
34
74
80
62
9
9
33
34
62
45
47
52
50
56
87
81
3
81
62
41.5
56
0
ZNT
1999-05-21T00:00:00
100
85
71
21
74
70
68
80
9
9
43
33
62
47
54
52
50
10
87
72
3
68
68
41.5
56
-0.018985
ZNT
1999-05-28T00:00:00
100
84
72
21
63
69
62
51
8
8
52
33
62
48
56
52
50
25
87
68
3
74
77
41.5
56
0.002843
ZNT
1999-06-04T00:00:00
100
84
71
21
47
61
50
53
7
7
63
33
62
47
59
52
50
43
87
57
2
73
77
41.5
56
0
ZNT
1999-06-11T00:00:00
100
83
71
22
42
51
34
14
12
12
66
32
62
47
48
52
50
48
87
42
1
80
76
41.5
56
0.068687
ZNT
1999-06-18T00:00:00
100
83
71
22
65
38
20
19
11
11
50
32
62
47
42
52
50
23
87
26
1
66
71
41.5
56
0.017956
ZNT
1999-06-25T00:00:00
100
82
71
22
54
53
50
25
10
10
58
32
62
48
42
52
50
36
87
52
1
56
76
41.5
56
0.002506
ZNT
1999-07-02T00:00:00
100
82
71
22
73
42
36
32
10
10
42
32
62
48
53
52
50
11
87
37
1
57
76
41.5
56
0.035289
ZNT
1999-07-09T00:00:00
100
82
71
22
67
41
32
32
8
8
49
32
62
48
48
52
50
20
87
34
1
51
77
41.5
56
0.009753
ZNT
1999-07-16T00:00:00
100
81
71
22
43
31
24
63
9
9
66
32
62
41
45
52
50
47
87
24
1
45
74
41.5
56
-0.024099
ZNT
1999-07-23T00:00:00
100
80
71
22
26
36
38
57
9
9
78
32
62
37
39
52
50
77
87
34
1
33
73
41.5
56
-0.014797
ZNT
1999-07-30T00:00:00
100
83
71
22
27
36
43
77
10
10
76
33
62
38
57
52
50
73
87
37
1
28
53
41.5
56
-0.042769
ZNT
1999-08-06T00:00:00
100
82
71
22
26
59
78
62
10
10
76
33
62
38
59
52
50
73
87
73
1
28
57
41.5
56
-0.026496
ZNT
1999-08-13T00:00:00
100
84
71
21
62
61
77
80
11
11
50
33
62
42
59
52
50
23
87
73
1
24
50
41.5
56
-0.032661
ZNT
1999-08-20T00:00:00
23
83
56
24
43
62
74
64
8
8
39
33
62
33
52
52
50
45
87
71
1
24
49
41.5
56
0.005627
ZNT
1999-08-27T00:00:00
24
81
55
24
24
64
72
70
7
7
42
33
62
33
57
52
50
77
87
71
1
24
54
41.5
56
-0.016678
ZNT
1999-09-03T00:00:00
24
84
56
24
74
64
69
69
7
7
33
34
62
33
59
52
50
7
87
70
1
32
53
41.5
56
-0.011381
ZNT
1999-09-10T00:00:00
24
82
56
24
31
58
50
56
6
6
64
34
62
33
56
52
50
56
87
55
1
34
55
41.5
56
0.005756
ZNT
1999-09-17T00:00:00
23
81
55
24
26
60
48
57
5
5
67
34
62
33
48
52
50
67
87
55
2
29
51
41.5
56
-0.011447
ZNT
1999-09-24T00:00:00
23
83
56
24
64
49
31
45
4
4
45
34
62
33
45
52
50
19
87
37
11
27
31
41.5
56
-0.017369
ZNT
1999-10-01T00:00:00
24
83
55
24
72
47
37
26
6
6
38
33
62
34
48
52
50
9
87
40
10
23
30
41.5
56
0.032348
ZNT
1999-10-08T00:00:00
24
82
55
24
59
39
24
42
5
5
48
34
62
34
42
52
50
27
87
29
23
19
36
41.5
56
-0.005707
ZNT
1999-10-15T00:00:00
24
82
55
24
76
40
31
31
4
4
42
33
62
34
36
52
50
4
87
33
25
16
35
41.5
56
-0.008554
ZNT
1999-10-22T00:00:00
24
79
55
25
55
37
30
19
6
6
21
33
62
33
30
52
50
31
87
31
26
25
36
41.5
56
0.046203
ZNT
1999-10-29T00:00:00
24
79
55
24
27
35
30
38
5
5
41
33
62
33
36
52
50
67
87
30
28
23
38
41.5
56
-0.002604
ZNT
1999-11-05T00:00:00
24
81
55
24
68
39
38
43
5
5
12
34
62
33
45
52
50
19
87
37
27
24
36
41.5
56
0.005548
ZNT
1999-11-12T00:00:00
24
81
56
24
60
39
40
82
7
7
15
35
62
35
57
52
50
27
87
38
44
15
69
41.5
56
-0.050092
ZNT
1999-11-19T00:00:00
9
75
37
26
27
44
47
75
7
7
31
35
62
38
55
52
50
72
87
45
44
15
69
41.5
56
-0.002961
ZNT
1999-11-26T00:00:00
9
76
38
26
31
52
64
73
6
6
28
35
62
37
53
52
50
59
87
60
41
15
67
41.5
56
-0.014736
ZNT
1999-12-03T00:00:00
9
80
38
26
43
48
57
84
7
7
22
36
62
34
58
52
50
46
87
53
47
20
79
41.5
56
-0.041739
ZNT
1999-12-10T00:00:00
9
81
38
26
68
53
66
71
6
6
8
37
62
44
61
52
50
17
87
61
47
23
78
41.5
56
-0.018754
ZNT
1999-12-17T00:00:00
10
79
37
26
35
64
78
38
7
7
26
36
62
45
56
52
50
54
87
74
35
54
87
41.5
56
0.041307
ZNT
1999-12-24T00:00:00
10
77
38
26
58
59
68
32
7
7
14
36
62
45
58
52
50
29
87
66
47
55
91
41.5
56
0.018236
ZNT
1999-12-31T00:00:00
10
82
38
26
72
57
62
60
6
6
6
37
62
45
66
52
50
11
87
62
78
73
87
41.5
56
-0.011978
ZNT
2000-01-07T00:00:00
9
78
38
26
44
40
32
36
6
6
22
36
62
44
68
15
50
44
41
34
82
84
80
41.5
56
0.030367
ZNT
2000-01-14T00:00:00
10
78
38
26
55
38
30
44
5
5
21
37
62
39
73
16
50
33
41
32
84
75
73
41.5
56
0.005826
ZNT
2000-01-21T00:00:00
9
79
38
26
61
37
30
60
4
4
19
37
62
36
73
16
50
27
41
32
79
77
71
41.5
56
-0.020443
ZNT
2000-01-28T00:00:00
9
82
38
26
54
30
18
63
4
4
24
37
62
36
62
16
50
34
41
21
73
82
70
41.5
56
-0.026899
ZNT
2000-02-04T00:00:00
9
82
39
26
58
31
26
74
4
4
21
38
62
37
64
16
50
30
41
26
71
75
68
41.5
56
-0.012391
ZNT
2000-02-11T00:00:00
9
84
38
26
77
41
49
77
4
4
3
39
62
37
65
17
50
3
41
45
55
62
62
41.5
56
-0.040898
ZNT
2000-02-18T00:00:00
9
81
39
27
32
46
59
54
4
4
39
39
62
38
62
17
50
58
42
54
47
67
60
41.5
56
0.019623
ZNT
2000-02-25T00:00:00
9
82
39
27
51
41
42
63
4
4
25
39
62
39
56
17
50
37
41
41
48
68
59
41.5
56
-0.022453
ZNT
2000-03-03T00:00:00
9
82
38
27
77
47
61
30
12
12
3
39
62
39
40
18
50
4
41
56
42
70
56
41.5
56
0.095406
ZNT
2000-03-10T00:00:00
9
84
39
27
77
47
55
43
10
10
3
39
62
40
38
18
50
4
41
52
43
74
50
41.5
56
-0.017972
ZNT
2000-03-17T00:00:00
9
82
39
27
68
42
43
34
8
8
13
39
62
41
40
14
50
18
31
42
46
81
47
41.5
56
0.015251
ZNT
2000-03-24T00:00:00
10
83
39
27
69
40
38
52
7
7
13
39
62
41
47
15
50
19
30
37
40
81
49
41.5
56
-0.015022
ZNT
2000-03-31T00:00:00
21
74
37
32
33
35
27
13
10
10
70
37
62
58
35
29
50
61
61
29
46
96
50
41.5
56
0.085523
ZNT
2000-04-07T00:00:00
22
73
36
32
76
30
23
3
13
13
44
36
62
58
27
29
50
9
61
25
70
85
70
41.5
56
0.093051
ZNT
2000-04-14T00:00:00
23
72
36
32
72
34
35
8
13
13
51
33
62
56
24
29
50
14
61
34
68
86
68
41.5
56
-0.023235
ZNT
2000-04-21T00:00:00
23
70
36
32
71
32
34
15
11
11
71
34
62
85
28
39
50
14
61
32
67
89
75
41.5
56
0.018423
ZNT
2000-04-28T00:00:00
23
69
36
32
72
46
62
23
10
10
72
34
62
85
19
38
50
15
61
56
67
89
74
41.5
56
0.025942
ZNT
2000-05-05T00:00:00
23
67
36
32
32
44
57
30
9
9
95
34
62
84
19
39
50
59
62
52
64
90
76
41.5
56
0.010269
ZNT
2000-05-12T00:00:00
22
67
36
34
27
43
63
33
8
8
100
34
62
83
16
42
50
74
44
54
61
87
71
41.5
56
-0.007576
ZNT
2000-05-19T00:00:00
26
81
34
19
60
41
57
52
8
8
88
34
62
81
20
53
50
27
26
48
62
88
66
41.5
56
-0.02551
ZNT
2000-05-26T00:00:00
26
80
34
19
76
58
84
35
8
8
81
34
62
81
16
52
50
6
25
77
61
89
68
41.5
56
0
ZNT
2000-06-02T00:00:00
26
81
34
19
77
73
96
64
7
7
81
35
62
81
16
52
50
5
26
91
64
89
71
41.5
56
0.002677
ZNT
2000-06-09T00:00:00
26
80
34
19
56
87
97
71
6
6
90
35
62
81
14
52
50
33
25
96
67
91
77
41.5
56
-0.010483
ZNT
2000-06-16T00:00:00
26
80
34
20
42
84
94
58
4
4
94
35
62
81
14
52
50
48
25
94
67
91
78
41.5
56
0.002698
ZNT
2000-06-23T00:00:00
26
82
34
20
69
83
90
73
4
4
86
36
62
81
15
52
50
18
25
90
65
81
83
41.5
56
-0.042061
ZNT
2000-06-30T00:00:00
26
82
35
20
63
84
87
88
6
6
88
37
62
81
27
50
50
24
26
90
76
82
59
41.5
56
-0.068463
ZNT
2000-07-07T00:00:00
26
82
35
20
49
85
83
76
6
6
92
37
62
80
33
49
50
39
26
88
74
81
53
41.5
56
0.014744
ZNT
2000-07-14T00:00:00
26
82
35
20
48
81
68
37
10
10
92
37
62
81
31
43
50
38
26
78
68
75
43
41.5
56
0.063731
ZNT
2000-07-21T00:00:00
27
81
35
20
29
85
74
33
9
9
98
36
62
81
29
43
50
65
26
83
62
74
37
41.5
56
0
ZNT
2000-07-28T00:00:00
27
79
34
20
43
78
55
15
9
9
93
35
62
82
32
43
50
44
26
70
58
78
38
41.5
56
0.027421
ZNT
2000-08-04T00:00:00
27
80
35
20
67
72
42
30
7
7
84
35
62
81
43
43
50
19
26
59
59
78
40
41.5
56
0.005338
ZNT
2000-08-11T00:00:00
17
77
39
29
37
74
48
34
7
7
78
35
62
68
47
7
50
53
97
64
54
77
30
41.5
56
0.00541
ZNT
2000-08-18T00:00:00
18
77
38
28
44
66
36
59
7
7
76
36
62
69
48
7
50
44
97
51
56
77
28
41.5
56
-0.015943
ZNT
2000-08-25T00:00:00
18
77
38
27
28
49
22
48
7
7
81
36
62
69
50
9
50
75
96
34
68
70
24
41.5
56
0.010733
ZNT
2000-09-01T00:00:00
18
79
38
27
75
49
25
70
6
6
39
37
62
69
61
10
50
6
97
35
70
68
13
41.5
56
-0.013324
ZNT
2000-09-08T00:00:00
18
78
38
27
62
60
51
64
4
4
49
37
62
68
64
10
50
25
97
58
70
64
8
41.5
56
-0.00264
ZNT
2000-09-15T00:00:00
18
78
38
27
62
64
56
54
4
4
49
36
62
68
65
10
50
24
96
62
59
65
10
41.5
56
0
ZNT
2000-09-22T00:00:00
18
78
38
27
31
75
76
60
4
4
67
36
62
68
64
10
50
59
96
80
58
62
8
41.5
56
-0.037972
ZNT
2000-09-29T00:00:00
18
80
38
27
74
73
71
63
3
3
38
36
62
68
61
9
50
6
96
75
63
60
10
41.5
56
-0.014074
ZNT
2000-10-06T00:00:00
18
79
38
27
67
70
68
49
2
2
45
36
62
68
62
9
50
19
96
72
67
53
10
41.5
56
-0.014275
ZNT
2000-10-13T00:00:00
18
78
38
27
28
65
54
50
2
2
65
36
62
69
64
9
50
74
96
61
50
52
10
41.5
56
-0.028963
ZNT
2000-10-20T00:00:00
18
79
38
27
49
65
54
54
2
2
27
36
62
69
61
9
50
38
96
62
59
55
12
41.5
56
-0.006055
ZNT
2000-10-27T00:00:00
19
77
38
28
35
59
38
24
5
5
38
35
62
69
58
9
50
53
96
48
66
53
7
41.5
56
0.045126
ZNT
2000-11-03T00:00:00
19
76
38
27
48
59
36
16
10
10
27
35
62
69
53
9
50
38
96
47
56
61
7
41.5
56
0.087111
ZNT
2000-11-10T00:00:00
19
75
38
27
48
59
43
9
9
9
26
34
62
69
57
7
50
39
96
51
66
63
15
41.5
56
0.018767
ZNT
2000-11-17T00:00:00
23
74
37
40
37
56
38
13
9
9
62
34
62
70
55
8
50
49
92
46
65
64
26
41.5
56
0.020955
ZNT
2000-11-24T00:00:00
23
75
37
40
32
54
37
20
9
9
66
33
62
69
59
56
50
59
92
45
65
64
28
41.5
56
-0.007637
ZNT
2000-12-01T00:00:00
24
73
37
40
65
56
48
5
10
10
45
32
62
55
45
56
50
17
93
51
54
53
15
41.5
56
0.064743
ZNT
2000-12-08T00:00:00
24
70
36
40
55
57
51
3
19
19
51
31
62
55
25
56
50
28
93
54
27
62
32
41.5
56
0.138688
ZNT
2000-12-15T00:00:00
24
69
36
41
65
56
48
14
19
19
45
31
62
54
24
56
50
17
93
51
11
86
27
41.5
56
-0.027771
ZNT
2000-12-22T00:00:00
25
67
36
40
45
64
69
12
16
16
57
30
62
54
17
57
50
39
93
68
13
89
25
41.5
56
0.030768
ZNT
2000-12-29T00:00:00
25
68
35
40
55
76
85
40
15
15
52
31
62
54
18
57
50
30
93
84
14
91
26
41.5
56
0.002138
ZNT
2001-01-05T00:00:00
24
70
36
40
58
81
89
66
15
15
28
31
75
54
21
57
50
26
93
89
17
77
16
41.5
56
-0.042585
ZNT
2001-01-12T00:00:00
24
71
37
40
28
83
90
84
14
14
56
32
75
51
31
56
50
66
93
90
24
82
20
41.5
56
-0.024426
ZNT
2001-01-19T00:00:00
24
72
36
40
67
83
89
64
13
13
39
32
75
55
29
56
50
15
93
89
23
83
19
41.5
56
0.034174
ZNT
2001-01-26T00:00:00
24
73
37
40
59
91
97
50
12
12
42
32
75
55
35
56
50
25
93
96
20
79
20
41.5
56
0.028628
ZNT
2001-02-02T00:00:00
24
72
36
40
44
95
99
42
11
11
49
32
75
55
41
56
50
42
93
98
18
79
20
41.5
56
0.017494
ZNT
2001-02-09T00:00:00
24
72
36
40
43
94
98
61
12
12
50
32
73
55
51
56
50
42
93
98
14
79
19
41.5
56
-0.025086
ZNT
2001-02-16T00:00:00
24
72
36
41
40
94
96
40
7
7
53
32
72
56
46
56
50
45
93
97
15
76
15
41.5
56
0.015311