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
⌀
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2021-06-04T00:00:00
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2021-06-18T00:00:00
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2021-06-25T00:00:00
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2021-07-02T00:00:00
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2021-07-09T00:00:00
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2021-07-16T00:00:00
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2021-07-23T00:00:00
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50
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ZNTEU
2021-07-30T00:00:00
50
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50
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18
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39
14
56
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ZNTEU
2021-08-06T00:00:00
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50
50
50
2
16
48
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26
26
28
50
50
50
18
50
50
50
50
30
64
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39
14
56
0.001914
ZNTEU
2021-08-13T00:00:00
50
50
50
50
2
29
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25
25
31
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50
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18
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50
50
50
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64
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39
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56
0.008596
ZNTEU
2021-08-20T00:00:00
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50
2
14
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24
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50
18
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50
50
16
64
48
39
14
56
0.001894
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2021-08-27T00:00:00
50
50
50
50
2
17
36
71
24
24
38
50
50
50
18
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50
50
50
21
64
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39
14
56
-0.007561
ZNTEU
2021-09-03T00:00:00
50
50
50
50
2
21
46
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22
22
40
50
50
50
18
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50
50
29
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14
56
0.001905
ZNTEU
2021-09-10T00:00:00
50
50
50
50
2
31
55
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22
21
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18
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50
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50
40
64
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39
14
56
-0.001901
ZNTEU
2021-09-17T00:00:00
50
50
50
50
2
27
45
49
21
21
3
50
50
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18
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50
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50
33
36
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13
25
37
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2021-09-24T00:00:00
50
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50
2
28
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22
22
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50
50
18
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50
50
50
31
45
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17
23
34
0.010486
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2021-10-01T00:00:00
50
50
50
50
3
29
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55
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21
16
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50
18
50
50
50
50
34
25
39
14
28
93
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ZNTEU
2021-10-08T00:00:00
50
50
50
50
6
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20
11
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18
50
50
50
50
46
33
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21
37
94
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ZNTEU
2021-10-15T00:00:00
50
50
50
50
3
46
75
55
20
20
19
50
50
50
18
50
50
50
50
60
60
62
43
12
97
0.002854
ZNTEU
2021-10-22T00:00:00
50
50
50
50
7
34
41
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19
19
11
50
50
50
18
50
50
50
50
35
23
40
29
11
84
0.000949
ZNTEU
2021-10-29T00:00:00
50
50
50
50
4
35
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13
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50
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50
50
33
24
41
29
11
81
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ZNTEU
2021-11-05T00:00:00
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50
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50
9
42
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19
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50
18
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50
50
50
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63
24
1
8
0.008571
ZNTEU
2021-11-12T00:00:00
50
50
50
50
11
43
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49
18
18
1
50
50
50
18
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50
50
50
44
62
75
73
3
13
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ZNTEU
2021-11-19T00:00:00
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50
50
50
2
43
70
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18
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50
18
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50
50
50
57
63
80
65
2
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ZNTEU
2021-11-26T00:00:00
50
50
50
50
3
37
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28
17
17
10
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50
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18
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50
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50
39
76
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30
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ZNTEU
2021-12-03T00:00:00
50
50
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50
2
39
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31
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16
26
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50
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38
35
2
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ZNTEU
2021-12-10T00:00:00
50
50
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50
2
36
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15
27
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50
50
18
50
50
50
50
39
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38
36
2
24
0.002849
ZNTEU
2021-12-17T00:00:00
50
50
50
50
3
37
48
48
17
17
8
50
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18
50
50
50
50
40
75
48
28
3
19
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ZNTEU
2021-12-24T00:00:00
50
50
50
50
2
33
35
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18
18
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50
50
18
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50
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30
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8
23
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ZNTEU
2021-12-31T00:00:00
50
50
50
50
4
33
41
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18
18
6
50
50
50
18
50
50
50
50
35
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7
38
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ZNTEU
2022-01-07T00:00:00
50
50
50
50
2
37
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18
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11
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13
50
50
50
50
43
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3
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0.012299
ZNTEU
2022-01-14T00:00:00
50
50
50
50
2
45
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18
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12
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50
53
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34
5
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ZNTEU
2022-01-21T00:00:00
50
50
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66
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18
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56
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ZNTEU
2022-01-28T00:00:00
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2022-02-04T00:00:00
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2
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ZNTEU
2022-02-11T00:00:00
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50
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2022-02-18T00:00:00
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2022-02-25T00:00:00
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0.034272
ZNTEU
2022-03-04T00:00:00
50
50
50
50
2
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35
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ZNTEU
2022-03-11T00:00:00
50
50
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50
2
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48
28
28
44
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22
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74
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38
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0
ZNTEU
2022-03-18T00:00:00
50
50
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50
2
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82
55
24
24
52
50
50
50
28
50
50
50
50
83
54
48
48
37
76
0.012241
ZNTEU
2022-03-25T00:00:00
50
50
50
50
2
85
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44
23
23
37
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33
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50
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50
91
55
48
51
37
76
0
ZNTEU
2022-04-01T00:00:00
50
50
50
50
2
77
73
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20
20
39
50
50
50
37
50
50
50
50
78
63
69
52
54
41
-0.017674
ZNTEU
2022-04-08T00:00:00
50
50
50
50
2
68
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20
20
37
50
50
50
34
50
50
50
50
66
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44
57
46
0.000947
ZNTEU
2022-04-15T00:00:00
50
50
50
50
2
80
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39
20
20
15
50
50
50
35
50
50
50
50
84
59
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47
57
47
0.00473
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2022-04-22T00:00:00
50
50
50
50
1
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10
19
19
53
50
50
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34
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63
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0.012241
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2022-04-29T00:00:00
50
50
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50
1
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31
18
18
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35
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39
69
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ZNTEU
2022-05-06T00:00:00
50
50
50
50
1
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2022-05-13T00:00:00
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50
50
50
1
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0.1525
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2020-04-10T00:00:00
31
100
5
5
16
32
41
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71
71
13
48
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44.5
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66.5
0.047845
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2020-04-17T00:00:00
31
100
16
5
16
32
41
60
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71
56
48
22
3
44.5
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6
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35
59
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48
40
66.5
0.010284
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2020-04-24T00:00:00
31
100
5
5
16
32
41
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6
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48
40
66.5
0.241857
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2020-05-01T00:00:00
32
100
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5
16
32
41
15
63
63
46
45
22
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44.5
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7
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9
35
59
85
48
40
66.5
0.025902
ZNTL
2020-05-08T00:00:00
34
100
4
5
16
32
41
16
47
47
8
45
22
2
44.5
30
7
76
9
36
59
85
48
40
66.5
0.063279
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2020-05-15T00:00:00
35
100
15
4
16
32
41
7
36
36
31
42
22
13
44.5
30
8
77
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35
59
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48
40
66.5
0.078148
ZNTL
2020-05-22T00:00:00
36
100
9
4
16
32
41
11
27
27
17
42
22
27
44.5
30
8
76
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36
59
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48
40
66.5
0.089211
ZNTL
2020-05-29T00:00:00
37
100
11
4
16
32
41
1
68
68
21
37
22
24
44.5
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8
74
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35
59
85
48
40
66.5
0.336575
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2020-06-05T00:00:00
36
100
5
4
16
84
27
63
80
80
7
41
22
47
44.5
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8
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55
59
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48
40
66.5
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2020-06-12T00:00:00
36
100
5
4
16
81
40
70
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80
8
41
22
46
44.5
30
8
76
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61
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48
40
66.5
-0.080044
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2020-06-19T00:00:00
37
100
14
4
16
96
96
11
83
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28
38
22
16
44.5
30
8
75
9
98
59
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48
40
66.5
0.266269
ZNTL
2020-06-26T00:00:00
37
100
9
4
16
95
92
35
84
84
16
39
22
31
44.5
30
8
76
9
97
59
85
48
40
66.5
-0.099209
ZNTL
2020-07-03T00:00:00
37
100
11
4
16
92
89
45
83
83
22
39
22
23
44.5
30
8
76
9
94
59
85
48
40
66.5
0.002508
ZNTL
2020-07-10T00:00:00
37
100
9
4
16
94
96
99
86
86
17
42
22
31
44.5
30
8
77
9
96
59
85
48
40
66.5
-0.166146
ZNTL
2020-07-17T00:00:00
37
100
2
4
16
94
94
86
85
85
2
42
22
67
44.5
30
8
77
9
96
59
85
48
40
66.5
0.02825
ZNTL
2020-07-24T00:00:00
37
100
4
4
16
100
100
91
84
84
5
42
22
57
44.5
30
8
77
9
100
59
85
48
40
66.5
-0.036956
ZNTL
2020-07-31T00:00:00
36
100
10
4
16
93
60
98
85
85
23
44
22
27
44.5
30
9
79
9
86
59
85
48
40
66.5
-0.129008
ZNTL
2020-08-07T00:00:00
35
100
8
3
16
86
48
95
79
79
15
45
22
34
44.5
30
9
79
9
75
59
85
48
40
66.5
0
ZNTL
2020-08-14T00:00:00
15
59
12
8
16
96
96
96
79
79
41
44
22
14
44.5
30
3
79
9
97
59
85
48
40
66.5
-0.046377
ZNTL
2020-08-21T00:00:00
15
59
9
8
16
89
83
63
78
78
42
43
22
23
44.5
30
3
79
9
89
59
85
48
40
66.5
0.017629
ZNTL
2020-08-28T00:00:00
15
58
2
8
16
86
76
48
68
68
42
43
22
59
44.5
30
3
78
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59
85
48
40
66.5
0.027479
ZNTL
2020-09-04T00:00:00
14
61
2
8
16
33
3
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78
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43
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22
63
44.5
30
3
80
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15
59
85
48
40
66.5
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ZNTL
2020-09-11T00:00:00
14
59
4
8
16
35
7
65
79
79
62
45
22
41
44.5
30
3
79
9
18
59
85
48
40
66.5
0.076582
ZNTL
2020-09-18T00:00:00
14
60
1
8
16
26
19
73
75
75
44
45
22
70
44.5
30
3
80
9
19
59
85
48
40
66.5
0.010309
ZNTL
2020-09-25T00:00:00
14
59
13
8
16
11
11
34
73
73
88
45
22
10
44.5
30
3
80
9
8
59
85
48
40
66.5
-0.012925
ZNTL
2020-10-02T00:00:00
14
59
5
8
16
8
6
14
75
75
67
44
22
36
44.5
30
3
79
9
4
59
85
48
40
66.5
0.100276
ZNTL
2020-10-09T00:00:00
15
57
9
8
16
6
5
3
85
85
72
41
22
20
44.5
30
3
77
9
3
59
85
48
40
66.5
0.264015
ZNTL
2020-10-16T00:00:00
15
57
10
8
16
11
12
3
83
83
96
40
22
20
44.5
30
3
77
9
9
59
85
48
40
66.5
0.040634
ZNTL
2020-10-23T00:00:00
15
57
1
8
16
13
21
17
83
83
73
40
22
69
44.5
30
3
77
9
13
59
85
48
40
66.5
-0.007619
ZNTL
2020-10-30T00:00:00
14
57
14
8
16
5
4
33
82
82
100
40
22
8
44.5
30
3
77
9
3
59
85
48
40
66.5
-0.050144
ZNTL
2020-11-06T00:00:00
14
57
3
8
16
8
10
33
79
79
88
41
22
44
44.5
30
3
77
9
7
59
85
48
40
66.5
0.045213
ZNTL
2020-11-13T00:00:00
13
65
8
12
16
8
12
72
70
70
61
41
22
25
44.5
30
4
77
9
7
59
85
48
40
66.5
-0.021266
ZNTL
2020-11-20T00:00:00
14
63
12
12
16
12
32
18
72
72
71
40
22
15
44.5
30
4
77
9
19
59
85
48
40
66.5
0.135802
ZNTL
2020-11-27T00:00:00
14
63
3
12
16
23
66
14
71
71
46
39
22
46
44.5
30
4
77
9
43
59
85
48
40
66.5
0.106522
ZNTL
2020-12-04T00:00:00
14
63
15
12
16
89
88
30
70
70
77
39
22
8
44.5
30
4
77
9
91
59
85
48
40
66.5
0.001572
ZNTL
2020-12-11T00:00:00
13
63
14
12
76
92
90
23
68
68
76
39
22
2
44.5
30
4
77
9
94
45
39
87
40
75
0.020008
ZNTL
2020-12-18T00:00:00
13
63
5
12
31
91
91
62
57
57
55
39
22
6
44.5
30
4
77
9
95
30
74
98
53
73
-0.016923
ZNTL
2020-12-25T00:00:00
13
63
3
12
39
85
87
11
61
61
49
38
22
8
44.5
30
4
77
9
91
17
81
98
50
86
0.118936
ZNTL
2021-01-01T00:00:00
13
63
14
12
11
81
81
80
67
67
73
39
22
2
44.5
30
4
77
9
85
47
15
85
33
71
-0.091958
ZNTL
2021-01-08T00:00:00
12
65
5
12
34
59
55
97
66
66
55
40
22
7
44.5
30
4
78
9
60
48
14
88
31
77
-0.04563
ZNTL
2021-01-15T00:00:00
12
66
7
12
25
86
85
93
65
65
19
40
22
6
44.5
30
4
78
9
90
51
14
88
30
75
-0.008876
ZNTL
2021-01-22T00:00:00
12
68
6
12
28
91
90
100
70
70
17
42
22
8
44.5
30
4
79
9
94
63
20
89
39
89
-0.120293
ZNTL
2021-01-29T00:00:00
11
69
4
12
36
86
81
100
69
69
11
43
22
8
44.5
30
4
80
9
88
59
14
88
38
89
-0.112217
ZNTL
2021-02-05T00:00:00
11
69
11
12
16
87
82
94
65
65
30
43
22
4
44.5
30
4
80
9
88
72
64
94
40
89
0.063852
ZNTL
2021-02-12T00:00:00
10
72
16
12
9
82
69
100
66
66
43
45
22
3
44.5
30
4
81
9
79
77
42
91
68
86
-0.107055
ZNTL
2021-02-19T00:00:00
10
71
1
12
52
90
90
71
66
66
2
44
22
13
44.5
30
4
81
9
92
79
51
92
66
87
0.051303
ZNTL
2021-02-26T00:00:00
11
69
5
12
35
77
53
20
66
66
12
42
22
10
44.5
30
4
80
9
69
70
90
87
41
88
0.097077