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
⌀
ZOLL
2001-10-05T00:00:00
49
9
2
42
15
45
71
40
72
72
24
40
16
68
2
29
4
93
30
58
18
13
50
47
46
-0.052247
ZOLL
2001-10-12T00:00:00
49
9
18
42
2
55
89
46
69
69
41
41
16
67
2
29
4
93
30
75
18
12
50
47
46
-0.003557
ZOLL
2001-10-19T00:00:00
49
9
1
42
17
68
98
57
67
67
34
41
16
67
5
29
4
93
28
87
17
13
50
47
46
-0.000595
ZOLL
2001-10-26T00:00:00
49
9
5
41
9
63
87
49
64
64
43
41
16
67
6
29
4
93
27
78
20
11
51
47
46
0.008929
ZOLL
2001-11-02T00:00:00
49
9
1
41
17
59
66
24
62
62
35
41
16
67
3
29
4
93
27
63
22
12
51
47
46
0.026549
ZOLL
2001-11-09T00:00:00
49
7
2
41
15
63
69
12
63
63
39
39
15
67
3
31
4
92
27
67
17
10
51
47
46
0.119253
ZOLL
2001-11-16T00:00:00
51
7
2
39
14
53
54
21
61
61
47
39
15
68
6
32
4
93
27
53
19
12
52
47
46
0.027985
ZOLL
2001-11-23T00:00:00
51
6
1
39
16
78
98
11
59
59
46
39
15
68
7
31
4
92
29
91
20
12
52
47
46
0.048951
ZOLL
2001-11-30T00:00:00
51
7
15
39
3
71
84
74
62
62
57
40
15
67
7
53
4
93
27
81
26
14
55
47
46
-0.069524
ZOLL
2001-12-07T00:00:00
52
8
17
39
3
69
74
82
53
53
59
42
15
66
9
53
4
93
27
76
32
9
57
47
46
-0.032753
ZOLL
2001-12-14T00:00:00
52
9
13
39
4
68
73
84
53
53
57
42
15
66
13
53
4
93
27
75
35
51
48
47
46
-0.042063
ZOLL
2001-12-21T00:00:00
52
8
14
39
4
66
64
59
52
52
98
42
18
66
16
53
4
93
28
69
35
50
49
47
46
0.034245
ZOLL
2001-12-28T00:00:00
52
8
16
39
3
69
77
47
52
52
98
42
18
66
30
57
4
93
26
78
47
53
52
47
46
0.026702
ZOLL
2002-01-04T00:00:00
61
10
22
67
2
81
90
98
55
55
100
43
18
51
39
58
4
92
25
92
60
72
48
47
46
-0.088427
ZOLL
2002-01-11T00:00:00
62
12
6
68
10
82
89
93
53
53
96
43
18
49
38
58
4
93
24
92
61
75
49
47
46
-0.029957
ZOLL
2002-01-18T00:00:00
61
11
12
68
5
88
92
68
49
49
97
42
17
51
42
58
4
92
24
95
61
75
49
47
46
0.005882
ZOLL
2002-01-25T00:00:00
61
11
5
67
11
78
59
33
49
49
94
42
17
50
44
58
4
92
25
74
62
73
50
47
46
0.034503
ZOLL
2002-02-01T00:00:00
61
10
21
67
2
68
36
28
47
47
100
42
17
51
37
58
4
92
26
51
62
72
50
47
46
0.020916
ZOLL
2002-02-08T00:00:00
61
10
3
67
15
68
27
50
45
45
91
42
14
51
36
58
4
92
25
46
62
73
50
47
46
-0.026855
ZOLL
2002-02-15T00:00:00
52
9
20
95
3
72
36
18
46
46
83
41
15
49
33
69
6
89
31
53
61
64
52
47
46
0.044666
ZOLL
2002-02-22T00:00:00
52
9
6
95
13
77
45
17
45
45
80
41
15
49
36
67
6
89
30
64
62
68
51
47
46
0.013072
ZOLL
2002-03-01T00:00:00
53
11
20
95
3
46
9
85
50
50
84
42
15
49
56
65
6
89
29
20
65
78
50
47
46
-0.092473
ZOLL
2002-03-08T00:00:00
53
11
12
95
6
41
5
70
49
49
82
42
15
49
57
66
6
89
29
18
65
78
50
47
46
0.041173
ZOLL
2002-03-15T00:00:00
53
12
6
94
12
47
17
79
46
46
79
43
15
50
62
67
6
89
30
28
67
78
50
47
46
-0.006543
ZOLL
2002-03-22T00:00:00
53
10
16
94
4
52
40
45
45
45
84
42
14
51
61
67
6
89
30
44
68
79
50
47
46
0.018041
ZOLL
2002-03-29T00:00:00
54
10
5
93
15
59
56
16
49
49
77
42
13
54
73
70
6
88
28
58
42
70
31
47
46
0.080169
ZOLL
2002-04-05T00:00:00
55
9
16
93
5
57
47
17
48
48
86
41
13
55
96
71
6
87
28
51
41
70
32
47
46
0.015104
ZOLL
2002-04-12T00:00:00
55
9
1
93
25
64
74
11
48
48
73
41
13
53
93
69
6
87
28
71
45
66
32
47
46
0.050795
ZOLL
2002-04-19T00:00:00
55
8
6
93
14
71
76
26
46
46
82
41
13
52
95
68
6
87
28
76
45
68
31
47
46
0.009521
ZOLL
2002-04-26T00:00:00
55
9
20
92
3
43
22
63
49
49
84
41
13
52
94
68
6
87
30
30
40
60
33
47
46
-0.060459
ZOLL
2002-05-03T00:00:00
54
9
20
92
3
42
23
68
48
48
85
41
13
52
95
69
6
87
29
29
39
51
32
47
46
-0.0139
ZOLL
2002-05-10T00:00:00
53
10
5
93
16
41
21
73
44
44
80
41
14
54
95
70
6
87
28
27
39
51
31
47
46
-0.033412
ZOLL
2002-05-17T00:00:00
51
13
2
36
22
44
35
68
43
43
68
42
6
54
95
67
5
61
18
37
41
54
31
47
46
0.012692
ZOLL
2002-05-24T00:00:00
51
13
11
36
8
57
73
70
42
42
79
42
6
54
96
67
5
61
17
68
39
51
30
47
46
-0.024267
ZOLL
2002-05-31T00:00:00
52
14
1
36
24
61
76
79
39
39
65
42
6
54
94
71
5
61
18
71
43
56
22
47
46
-0.031156
ZOLL
2002-06-07T00:00:00
51
13
16
36
5
70
85
51
33
33
57
42
6
54
88
71
5
61
18
80
47
39
19
47
46
-0.00677
ZOLL
2002-06-14T00:00:00
51
14
11
37
8
70
83
65
33
33
53
42
6
54
89
71
5
61
18
79
43
49
15
47
46
-0.040613
ZOLL
2002-06-21T00:00:00
51
14
1
37
28
56
55
54
29
29
42
42
6
54
90
71
5
61
18
55
46
51
16
47
46
0.001184
ZOLL
2002-06-28T00:00:00
52
16
2
37
26
48
45
73
28
28
42
43
6
54
91
71
5
61
18
45
41
39
11
47
46
-0.038143
ZOLL
2002-07-05T00:00:00
52
15
1
37
28
46
35
57
26
26
42
42
6
54
91
71
5
61
18
38
42
40
10
47
46
-0.008915
ZOLL
2002-07-12T00:00:00
52
16
4
37
17
45
32
69
27
27
46
43
6
53
85
71
5
61
18
36
31
29
11
47
46
-0.066687
ZOLL
2002-07-19T00:00:00
51
15
6
37
15
43
30
46
26
26
91
42
6
49
69
71
5
61
18
34
49
30
12
47
46
-0.018611
ZOLL
2002-07-26T00:00:00
50
12
5
37
17
39
23
11
32
32
91
41
6
49
65
71
5
60
18
28
91
44
12
47
46
0.066712
ZOLL
2002-08-02T00:00:00
50
12
2
37
24
40
38
12
31
31
91
40
6
49
62
71
5
60
18
36
96
48
14
47
46
0.035556
ZOLL
2002-08-09T00:00:00
49
10
3
36
22
40
37
4
35
35
92
39
6
50
58
72
5
60
18
36
89
52
23
47
46
0.085837
ZOLL
2002-08-16T00:00:00
47
10
1
51
29
42
41
35
35
35
77
39
7
52
52
25
5
91
25
39
89
47
12
47
46
-0.017787
ZOLL
2002-08-23T00:00:00
46
11
15
51
6
37
32
61
34
34
77
40
7
52
45
26
6
91
25
32
88
47
14
47
46
-0.022995
ZOLL
2002-08-30T00:00:00
46
13
4
51
18
39
39
80
36
36
77
41
7
52
48
25
6
91
26
37
90
54
19
47
46
-0.055899
ZOLL
2002-09-06T00:00:00
46
12
17
50
4
36
33
44
36
36
77
40
7
66
49
25
6
91
25
32
93
64
27
47
46
0.027423
ZOLL
2002-09-13T00:00:00
47
11
12
50
8
39
46
35
32
32
77
40
7
67
47
25
6
91
26
41
86
51
53
47
46
0.009706
ZOLL
2002-09-20T00:00:00
47
9
12
50
7
53
79
21
29
29
78
39
7
67
40
25
6
90
26
67
86
52
39
47
46
0.0003
ZOLL
2002-09-27T00:00:00
47
12
14
50
6
58
84
62
32
32
78
40
7
67
25
25
5
91
25
73
84
52
31
47
46
-0.057357
ZOLL
2002-10-04T00:00:00
46
10
10
50
10
70
95
33
30
30
78
39
7
67
29
25
5
91
25
87
85
59
25
47
46
0.014654
ZOLL
2002-10-11T00:00:00
46
9
9
50
10
64
85
7
33
33
77
38
7
67
22
25
5
90
26
78
87
75
29
47
46
0.070644
ZOLL
2002-10-18T00:00:00
46
10
8
50
11
58
64
40
27
27
77
39
7
68
25
25
5
90
25
63
87
74
26
47
46
-0.002933
ZOLL
2002-10-25T00:00:00
47
13
2
50
24
49
37
88
33
33
77
41
7
68
35
25
5
91
25
41
96
84
32
47
46
-0.088235
ZOLL
2002-11-01T00:00:00
46
12
6
50
14
56
54
55
35
35
77
40
7
68
26
25
5
91
25
55
94
80
30
47
46
0.065484
ZOLL
2002-11-08T00:00:00
46
9
2
50
23
68
65
19
36
36
77
39
7
68
17
25
6
91
25
69
91
48
54
47
46
0.075992
ZOLL
2002-11-15T00:00:00
46
10
3
50
20
73
74
27
35
35
77
40
6
68
15
25
5
91
24
76
92
56
58
47
46
0.003658
ZOLL
2002-11-22T00:00:00
46
10
13
50
6
64
49
53
30
30
77
40
6
67
19
26
5
91
23
57
92
58
63
47
46
-0.002523
ZOLL
2002-11-29T00:00:00
46
9
12
50
6
69
66
38
30
30
77
40
6
66
20
83
5
91
24
69
93
60
64
47
46
0.036818
ZOLL
2002-12-06T00:00:00
46
8
9
50
10
83
95
11
28
28
78
39
6
65
24
83
5
91
24
92
95
60
76
47
46
0.040933
ZOLL
2002-12-13T00:00:00
46
9
1
51
25
76
78
45
32
32
78
39
6
65
25
83
5
91
25
81
95
58
77
47
46
-0.041667
ZOLL
2002-12-20T00:00:00
46
8
20
51
3
54
28
42
30
30
78
39
6
64
23
83
5
91
25
37
95
58
81
47
46
0.00625
ZOLL
2002-12-27T00:00:00
46
9
2
51
24
63
50
30
31
31
50
39
42
64
23
23
5
91
33
57
95
56
82
47
46
0.013773
ZOLL
2003-01-03T00:00:00
67
10
9
35
10
84
80
43
24
24
92
39
41
55
36
20
6
58
21
89
96
65
72
47
46
0.009323
ZOLL
2003-01-10T00:00:00
68
11
14
35
5
81
74
72
24
24
94
40
41
53
49
20
6
59
20
85
96
68
75
47
46
-0.018211
ZOLL
2003-01-17T00:00:00
67
10
19
35
3
79
55
33
21
21
95
39
41
53
42
20
6
58
20
73
96
66
72
47
46
0.02957
ZOLL
2003-01-24T00:00:00
66
9
13
35
6
85
64
18
19
19
92
39
41
53
31
20
6
58
19
82
97
67
68
47
46
0.013055
ZOLL
2003-01-31T00:00:00
65
9
3
35
20
90
88
11
19
19
82
38
41
53
29
20
6
58
19
94
97
70
77
47
46
0.029381
ZOLL
2003-02-07T00:00:00
66
10
2
35
23
83
73
68
30
30
79
39
41
53
51
20
6
58
19
83
97
65
82
47
46
-0.079119
ZOLL
2003-02-14T00:00:00
47
11
16
81
4
82
70
76
29
29
69
39
16
41
47
74
7
88
30
80
96
67
74
47
46
-0.035617
ZOLL
2003-02-21T00:00:00
47
11
7
81
11
81
79
39
30
30
67
39
16
41
35
74
7
88
31
84
96
72
70
47
46
0.050465
ZOLL
2003-02-28T00:00:00
47
10
13
81
5
81
67
19
30
30
69
39
16
41
41
71
7
88
31
79
97
69
69
47
46
0.02657
ZOLL
2003-03-07T00:00:00
47
10
7
81
9
73
43
14
28
28
67
38
16
41
50
71
7
88
31
59
98
87
74
47
46
0.016471
ZOLL
2003-03-14T00:00:00
47
11
6
81
11
83
66
72
32
32
66
39
16
42
62
72
7
88
32
79
97
81
72
47
46
-0.052212
ZOLL
2003-03-21T00:00:00
47
10
6
81
12
86
78
38
31
31
66
39
16
42
51
72
7
87
32
86
97
87
75
47
46
0.065129
ZOLL
2003-03-28T00:00:00
47
8
21
80
2
89
88
13
30
30
78
38
15
44
32
74
7
87
32
92
97
89
66
47
46
0.044586
ZOLL
2003-04-04T00:00:00
48
10
6
78
10
75
52
59
32
32
66
39
15
45
43
74
7
87
38
65
87
83
78
47
46
-0.036585
ZOLL
2003-04-11T00:00:00
48
10
4
78
15
66
38
68
31
31
63
39
15
44
46
50
7
87
36
52
88
89
79
47
46
-0.012911
ZOLL
2003-04-18T00:00:00
49
18
7
78
8
77
61
100
55
55
70
43
15
41
86
50
7
88
35
72
82
100
90
47
46
-0.203898
ZOLL
2003-04-25T00:00:00
50
18
13
78
3
83
76
96
53
53
72
43
15
41
86
50
7
89
34
83
78
100
91
47
46
-0.012242
ZOLL
2003-05-02T00:00:00
50
18
5
78
10
84
84
87
51
51
69
44
15
42
91
51
7
88
34
87
73
100
90
47
46
0.041422
ZOLL
2003-05-09T00:00:00
49
17
1
79
19
73
45
39
51
51
64
43
15
42
92
51
7
88
34
60
72
99
82
47
46
0.06295
ZOLL
2003-05-16T00:00:00
53
20
4
26
12
83
65
84
50
50
83
43
22
35
95
17
7
64
22
79
73
99
83
47
46
-0.04891
ZOLL
2003-05-23T00:00:00
53
21
10
27
5
90
89
85
48
48
84
44
22
35
96
17
7
64
22
93
78
99
82
47
46
-0.015799
ZOLL
2003-05-30T00:00:00
53
22
3
26
12
79
56
61
47
47
84
44
22
35
97
21
7
64
22
71
69
98
82
47
46
0.043752
ZOLL
2003-06-06T00:00:00
54
26
3
27
15
74
45
92
46
46
59
45
22
35
98
21
7
65
21
62
76
97
89
47
46
-0.043426
ZOLL
2003-06-13T00:00:00
55
29
8
26
7
21
4
96
45
45
71
46
22
35
98
21
7
65
20
10
83
97
89
47
46
-0.049811
ZOLL
2003-06-20T00:00:00
54
26
7
27
8
19
5
59
46
46
70
45
22
35
98
21
7
65
20
9
75
91
81
47
46
0.045123
ZOLL
2003-06-27T00:00:00
54
22
5
27
10
19
5
17
40
40
66
45
22
35
98
22
7
64
21
9
66
89
81
47
46
0.060952
ZOLL
2003-07-04T00:00:00
54
23
8
27
6
24
17
46
40
40
72
45
22
35
98
22
7
65
21
16
34
88
81
47
46
-0.014363
ZOLL
2003-07-11T00:00:00
53
22
10
27
5
17
8
25
41
41
74
45
22
34
97
21
7
65
21
9
33
84
77
47
46
0.063145
ZOLL
2003-07-18T00:00:00
54
27
15
27
3
16
7
90
45
45
92
46
22
30
94
20
7
65
19
8
29
87
70
47
46
-0.089092
ZOLL
2003-07-25T00:00:00
54
26
8
27
7
15
22
59
44
44
89
45
21
29
90
20
7
65
19
14
28
87
70
47
46
0.016928
ZOLL
2003-08-01T00:00:00
54
28
16
26
2
11
7
89
44
44
92
46
21
30
91
20
7
65
18
6
18
89
64
47
46
-0.050247
ZOLL
2003-08-08T00:00:00
54
30
8
26
6
9
3
78
42
42
89
46
21
31
91
20
7
65
18
4
15
86
64
47
46
-0.020448
ZOLL
2003-08-15T00:00:00
53
29
16
60
2
10
14
59
42
42
91
46
38
38
80
43
7
93
39
9
10
84
61
47
46
0.033466
ZOLL
2003-08-22T00:00:00
53
31
9
59
5
16
59
49
41
41
89
46
38
38
82
43
7
93
38
35
10
83
60
47
46
0.020519
ZOLL
2003-08-29T00:00:00
53
31
21
59
2
16
42
40
40
40
93
46
38
38
84
89
7
93
38
26
10
82
60
47
46
0.022934