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
2001-02-23T00:00:00
24
70
36
41
40
91
85
44
7
7
53
32
72
56
49
40
50
46
93
90
15
75
14
41.5
56
-0.024001
ZNT
2001-03-02T00:00:00
24
71
36
40
38
91
65
58
7
7
54
32
72
56
51
36
50
48
93
83
19
84
13
41.5
56
-0.020709
ZNT
2001-03-09T00:00:00
24
72
36
40
57
85
39
65
7
7
46
32
72
56
61
36
50
27
92
67
14
75
21
41.5
56
-0.020155
ZNT
2001-03-16T00:00:00
24
72
36
40
68
88
44
68
10
10
41
32
89
57
67
36
50
15
92
73
5
73
14
41.5
56
-0.07503
ZNT
2001-03-23T00:00:00
25
71
36
40
43
89
53
66
10
10
52
32
88
58
66
38
50
44
91
79
8
82
23
41.5
56
-0.021783
ZNT
2001-03-30T00:00:00
26
73
37
41
31
89
57
78
8
8
57
33
84
27
68
23
50
57
90
80
8
90
28
41.5
56
-0.044536
ZNT
2001-04-06T00:00:00
29
72
36
41
53
85
48
42
9
9
52
32
83
29
63
19
50
32
92
70
10
91
30
41.5
56
0.025353
ZNT
2001-04-13T00:00:00
29
71
36
41
42
86
60
29
13
13
55
32
83
28
56
18
50
44
92
76
9
90
26
41.5
56
0.062007
ZNT
2001-04-20T00:00:00
29
73
36
41
69
85
62
47
12
12
42
33
83
22
62
18
50
12
93
76
8
90
23
41.5
56
0.000806
ZNT
2001-04-27T00:00:00
29
73
36
40
63
79
49
36
12
12
44
33
83
21
61
18
50
20
92
65
5
86
25
41.5
56
0.038207
ZNT
2001-05-04T00:00:00
29
74
36
40
63
74
44
36
12
12
45
33
83
22
67
19
50
19
93
59
5
85
23
41.5
56
0.032147
ZNT
2001-05-11T00:00:00
28
74
37
42
70
66
37
73
14
14
45
33
85
23
76
19
50
8
94
50
8
87
32
41.5
56
-0.051269
ZNT
2001-05-18T00:00:00
35
75
85
49
73
63
35
62
13
13
59
34
61
28
80
38
50
3
100
48
8
87
32
41.5
56
0.021211
ZNT
2001-05-25T00:00:00
35
75
85
49
56
53
25
47
11
11
63
34
61
28
80
38
50
26
99
37
8
87
30
41.5
56
0.030251
ZNT
2001-06-01T00:00:00
35
75
86
49
52
59
40
42
11
11
63
34
61
28
86
38
50
32
99
48
8
87
31
41.5
56
-0.005521
ZNT
2001-06-08T00:00:00
36
75
86
49
51
67
58
60
10
10
64
34
61
28
89
38
50
32
99
64
8
86
34
41.5
56
-0.007318
ZNT
2001-06-15T00:00:00
36
75
85
49
64
64
46
58
10
10
61
34
61
28
87
38
50
16
99
55
8
87
34
41.5
56
-0.016778
ZNT
2001-06-22T00:00:00
36
73
85
50
26
69
61
35
8
8
69
34
61
28
90
38
50
62
99
69
10
88
33
41.5
56
0.013272
ZNT
2001-06-29T00:00:00
36
74
85
49
44
74
63
48
7
7
66
34
60
28
89
37
50
37
99
74
11
87
34
41.5
56
0.007485
ZNT
2001-07-06T00:00:00
36
74
85
49
66
59
34
19
6
6
62
33
60
28
88
37
50
14
100
45
7
86
43
41.5
56
0.018827
ZNT
2001-07-13T00:00:00
36
71
85
49
69
59
37
9
12
12
61
33
60
27
77
43
50
7
100
47
13
81
47
41.5
56
0.075986
ZNT
2001-07-20T00:00:00
36
71
85
49
33
63
48
28
10
10
67
33
60
20
77
48
50
49
99
57
12
84
32
41.5
56
-0.015171
ZNT
2001-07-27T00:00:00
36
72
85
49
37
62
51
27
9
9
67
33
60
20
71
48
50
47
99
57
11
81
22
41.5
56
0.005083
ZNT
2001-08-03T00:00:00
36
72
85
49
43
58
39
39
8
8
66
33
60
20
74
49
50
39
99
47
10
82
22
41.5
56
0.008636
ZNT
2001-08-10T00:00:00
41
73
76
79
27
57
40
41
8
8
77
32
66
21
72
52
50
59
98
47
10
87
38
41.5
56
-0.010259
ZNT
2001-08-17T00:00:00
41
73
76
78
37
62
58
38
7
7
74
33
66
27
70
53
50
47
98
60
19
64
13
41.5
56
0.003507
ZNT
2001-08-24T00:00:00
41
73
76
78
67
60
51
31
7
7
69
32
66
28
70
52
50
13
99
55
21
64
14
41.5
56
0.020581
ZNT
2001-08-31T00:00:00
41
72
76
78
38
68
72
18
6
6
73
32
66
27
65
87
50
47
98
72
8
47
17
41.5
56
0.010121
ZNT
2001-09-07T00:00:00
41
71
76
78
65
82
90
26
6
6
66
31
66
27
60
87
50
15
99
90
8
44
17
41.5
56
-0.014992
ZNT
2001-09-14T00:00:00
41
72
76
78
65
77
80
43
7
7
65
31
66
28
62
87
50
14
99
81
5
64
18
41.5
56
-0.015602
ZNT
2001-09-21T00:00:00
41
70
76
78
69
77
79
47
13
13
63
31
65
28
70
87
50
5
99
81
2
44
7
41.5
56
-0.116541
ZNT
2001-09-28T00:00:00
42
72
77
77
25
77
75
77
11
11
77
32
65
28
77
87
50
66
98
80
9
47
8
41.5
56
-0.04274
ZNT
2001-10-05T00:00:00
42
72
77
77
53
73
70
47
14
14
67
32
65
28
75
87
50
25
99
74
7
61
8
41.5
56
0.064952
ZNT
2001-10-12T00:00:00
42
72
77
77
38
70
68
45
13
13
72
32
65
27
76
87
50
45
98
71
7
62
8
41.5
56
0.025276
ZNT
2001-10-19T00:00:00
42
73
77
77
67
74
73
70
14
14
55
33
65
26
78
87
50
9
99
77
11
63
11
41.5
56
-0.041733
ZNT
2001-10-26T00:00:00
42
72
77
77
32
78
84
62
13
13
71
33
65
26
74
87
50
50
98
85
11
58
11
41.5
56
0.015893
ZNT
2001-11-02T00:00:00
42
74
77
77
61
79
81
45
13
13
59
33
65
25
69
87
50
18
99
84
13
61
11
41.5
56
0.013656
ZNT
2001-11-09T00:00:00
42
74
77
76
58
76
72
57
12
12
69
33
87
26
65
87
50
20
99
77
16
62
10
41.5
56
-0.00955
ZNT
2001-11-16T00:00:00
23
75
38
46
71
70
62
59
11
11
19
33
84
28
61
68
50
3
99
68
17
64
10
41.5
56
0.007662
ZNT
2001-11-23T00:00:00
23
73
38
46
24
55
38
64
11
11
39
34
84
28
62
77
50
69
98
46
29
70
10
41.5
56
0.003076
ZNT
2001-11-30T00:00:00
23
73
38
46
24
62
49
42
8
8
39
33
84
63
48
85
50
67
98
56
25
69
9
41.5
56
0.016012
ZNT
2001-12-07T00:00:00
23
74
37
46
24
65
55
48
8
8
39
34
84
61
39
85
50
67
98
62
29
47
7
41.5
56
0.015005
ZNT
2001-12-14T00:00:00
23
74
37
46
37
57
34
21
7
7
33
33
85
61
38
85
50
46
98
43
17
23
6
41.5
56
0.035018
ZNT
2001-12-21T00:00:00
24
73
37
46
44
56
36
24
7
7
31
33
85
61
32
85
50
38
98
43
13
18
6
41.5
56
0.028487
ZNT
2001-12-28T00:00:00
23
75
37
46
55
59
49
65
6
6
26
34
84
61
39
85
50
26
99
54
26
31
7
41.5
56
-0.024207
ZNT
2002-01-04T00:00:00
23
75
38
46
70
55
41
40
7
7
18
33
84
61
48
85
50
6
99
45
26
33
8
41.5
56
0.040789
ZNT
2002-01-11T00:00:00
23
77
38
46
71
54
38
50
7
7
3
33
84
60
59
85
50
6
99
42
27
35
9
41.5
56
-0.010237
ZNT
2002-01-18T00:00:00
23
74
37
46
24
53
34
41
7
7
24
33
84
56
52
85
50
71
98
39
24
33
7
41.5
56
-0.008567
ZNT
2002-01-25T00:00:00
23
73
38
46
26
57
49
39
7
7
22
33
84
56
47
85
50
63
98
53
24
32
7
41.5
56
0.015259
ZNT
2002-02-01T00:00:00
23
75
37
46
66
58
47
27
6
6
5
33
84
55
49
85
50
14
99
52
25
29
7
41.5
56
0.022851
ZNT
2002-02-08T00:00:00
23
72
37
46
46
69
68
8
6
6
12
32
85
55
44
85
50
38
98
72
35
31
6
41.5
56
0.040558
ZNT
2002-02-15T00:00:00
23
74
37
46
65
71
73
45
8
8
5
32
85
57
43
85
50
14
99
76
37
49
7
41.5
56
-0.025
ZNT
2002-02-22T00:00:00
23
72
37
46
31
58
45
50
8
8
17
32
84
57
44
84
50
52
98
51
38
50
8
41.5
56
-0.01271
ZNT
2002-03-01T00:00:00
23
73
37
45
48
66
59
63
8
8
11
32
84
56
48
93
50
35
98
67
38
53
7
41.5
56
0.001721
ZNT
2002-03-08T00:00:00
23
75
38
46
50
62
59
67
7
7
10
33
84
57
56
93
50
32
98
63
39
61
7
41.5
56
0.006724
ZNT
2002-03-15T00:00:00
23
75
38
46
47
64
59
56
5
5
10
33
84
57
63
93
50
34
98
63
36
61
8
41.5
56
0.011726
ZNT
2002-03-22T00:00:00
23
76
38
46
64
67
61
55
5
5
5
33
84
59
62
93
50
16
99
67
19
48
5
41.5
56
0.004915
ZNT
2002-03-29T00:00:00
33
75
34
46
27
71
71
84
8
8
39
33
85
8
66
87
50
56
11
74
21
49
8
41.5
56
-0.039419
ZNT
2002-04-05T00:00:00
34
76
34
46
43
83
90
54
8
8
31
32
94
8
62
87
50
39
10
90
23
53
8
41.5
56
0.013679
ZNT
2002-04-12T00:00:00
34
75
34
46
44
75
70
44
7
7
30
32
94
8
59
88
50
37
10
75
25
56
8
41.5
56
0.025339
ZNT
2002-04-19T00:00:00
34
76
34
45
26
73
62
52
5
5
52
33
94
5
61
88
50
58
10
69
25
57
8
41.5
56
0
ZNT
2002-04-26T00:00:00
34
77
34
45
55
67
53
44
4
4
41
32
94
5
53
88
50
25
11
60
25
57
8
41.5
56
-0.005264
ZNT
2002-05-03T00:00:00
34
75
34
45
28
62
41
23
6
6
52
32
94
5
54
88
50
53
11
51
29
61
8
41.5
56
0.047042
ZNT
2002-05-10T00:00:00
44
75
80
57
35
62
46
38
6
6
95
32
94
6
63
89
50
45
92
54
24
62
8
41.5
56
-0.025132
ZNT
2002-05-17T00:00:00
42
76
80
62
66
60
45
32
6
6
58
32
41
8
61
83
50
8
96
51
23
59
8
41.5
56
0.029092
ZNT
2002-05-24T00:00:00
42
74
79
62
25
45
22
23
6
6
69
31
42
9
57
83
50
58
96
30
31
69
10
41.5
56
0.008257
ZNT
2002-05-31T00:00:00
42
74
79
62
33
50
35
26
5
5
67
31
42
9
56
82
50
48
96
40
73
93
84
41.5
56
0.000347
ZNT
2002-06-07T00:00:00
42
72
79
63
29
54
51
13
3
3
68
31
42
8
56
82
50
51
96
52
72
96
84
41.5
56
0.011308
ZNT
2002-06-14T00:00:00
42
73
79
63
62
51
44
29
3
3
59
31
42
9
57
83
50
13
96
47
73
84
88
41.5
56
-0.012142
ZNT
2002-06-21T00:00:00
42
72
79
64
43
53
53
29
3
3
64
30
42
9
55
83
50
35
96
52
70
81
87
41.5
56
0.005694
ZNT
2002-06-28T00:00:00
42
71
79
64
37
62
70
42
3
3
66
31
41
9
46
82
50
43
96
68
64
79
62
41.5
56
-0.000621
ZNT
2002-07-05T00:00:00
42
74
79
64
41
57
66
78
14
14
65
31
41
9
54
82
50
37
96
63
52
72
66
41.5
56
-0.08388
ZNT
2002-07-12T00:00:00
42
74
79
64
59
57
69
76
13
13
59
31
42
8
56
91
50
15
95
65
37
56
66
41.5
56
-0.066144
ZNT
2002-07-19T00:00:00
42
74
79
64
67
63
75
62
10
10
55
31
42
6
53
91
50
3
96
72
28
51
56
41.5
56
-0.033032
ZNT
2002-07-26T00:00:00
41
72
79
64
50
64
74
50
8
8
60
31
42
6
46
91
50
23
95
72
31
50
55
41.5
56
-0.009438
ZNT
2002-08-02T00:00:00
41
71
80
63
29
75
85
47
6
6
67
31
42
6
51
91
50
48
95
84
28
48
55
41.5
56
0.008263
ZNT
2002-08-09T00:00:00
40
71
79
63
23
74
80
61
6
6
69
31
41
6
56
86
50
57
52
80
31
47
52
41.5
56
-0.003094
ZNT
2002-08-16T00:00:00
49
74
62
67
64
73
77
51
6
6
46
32
82
9
51
75
50
5
15
78
30
49
56
41.5
56
0.015016
ZNT
2002-08-23T00:00:00
49
76
63
66
63
72
70
72
5
5
46
33
82
9
55
78
50
10
15
74
50
53
69
41.5
56
-0.014793
ZNT
2002-08-30T00:00:00
48
73
63
66
17
54
37
53
5
5
58
32
82
9
45
86
50
72
15
44
59
56
68
41.5
56
0
ZNT
2002-09-06T00:00:00
49
75
62
66
51
50
34
51
5
5
46
33
82
9
46
86
50
25
15
41
46
46
68
41.5
56
-0.003859
ZNT
2002-09-13T00:00:00
48
74
62
66
61
54
41
29
4
4
43
32
82
9
47
86
50
13
15
47
48
49
57
41.5
56
0.016253
ZNT
2002-09-20T00:00:00
48
73
62
67
18
56
47
37
3
3
58
32
82
9
52
86
50
68
15
51
44
44
54
41.5
56
-0.023533
ZNT
2002-09-27T00:00:00
48
70
62
66
46
57
50
10
4
4
47
31
82
9
51
86
50
31
15
54
51
48
70
41.5
56
0.038527
ZNT
2002-10-04T00:00:00
47
69
62
66
38
53
43
10
4
4
49
30
82
9
42
86
50
38
16
47
51
54
63
41.5
56
0.013483
ZNT
2002-10-11T00:00:00
47
68
62
66
52
54
45
9
4
4
44
30
82
9
36
86
50
20
16
48
54
69
64
41.5
56
0.027655
ZNT
2002-10-18T00:00:00
47
66
62
66
21
48
34
20
6
6
55
30
82
8
39
86
50
60
16
37
52
72
72
41.5
56
0.050369
ZNT
2002-10-25T00:00:00
47
68
62
66
22
51
42
47
5
5
56
31
82
8
45
86
50
61
16
45
52
57
68
41.5
56
-0.010233
ZNT
2002-11-01T00:00:00
48
71
62
66
57
54
46
68
5
5
36
31
82
8
46
86
50
17
15
50
55
62
70
41.5
56
-0.017433
ZNT
2002-11-08T00:00:00
58
33
58
70
40
56
61
96
20
20
46
33
78
8
64
58
50
37
22
59
56
78
45
41.5
56
-0.122197
ZNT
2002-11-15T00:00:00
58
34
59
69
43
58
61
94
18
18
55
34
73
10
71
47
50
31
48
60
59
81
46
41.5
56
-0.029574
ZNT
2002-11-22T00:00:00
59
35
59
69
47
68
83
91
17
17
54
34
73
9
73
49
50
28
48
78
62
85
47
41.5
56
-0.002525
ZNT
2002-11-29T00:00:00
60
37
59
69
53
73
88
91
16
16
51
35
73
43
76
61
50
20
47
83
62
86
49
41.5
56
-0.015457
ZNT
2002-12-06T00:00:00
59
34
59
69
23
79
92
65
16
16
63
34
73
40
71
61
50
57
46
88
59
83
44
41.5
56
0.005968
ZNT
2002-12-13T00:00:00
57
35
59
69
62
82
91
19
20
20
49
33
73
40
58
61
50
8
46
92
58
79
37
41.5
56
0.063704
ZNT
2002-12-20T00:00:00
58
35
58
70
49
78
77
51
21
21
54
34
73
39
62
61
50
26
45
84
60
78
43
41.5
56
-0.034148
ZNT
2002-12-27T00:00:00
59
37
59
70
66
70
55
75
21
21
48
34
73
39
74
61
50
3
45
65
60
83
36
41.5
56
-0.042729
ZNT
2003-01-03T00:00:00
59
34
59
70
16
43
12
73
21
21
66
35
73
38
70
61
50
70
46
21
58
81
45
41.5
56
0.018931
ZNT
2003-01-10T00:00:00
59
37
59
70
36
38
10
57
21
21
58
35
73
38
71
61
50
38
46
18
59
78
47
41.5
56
0.010929
ZNT
2003-01-17T00:00:00
62
43
59
70
66
33
9
94
26
26
39
36
73
30
84
61
50
1
45
15
66
74
80
41.5
56
-0.104595