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
2007-07-06T00:00:00
45
35
5
74
11
33
4
10
66
66
71
51
49
22
98
37
17
94
64
16
55
50
34
3
67
0.045271
ZOLL
2007-07-13T00:00:00
45
35
3
74
13
33
5
9
62
62
91
50
49
21
97
36
17
94
64
16
58
52
36
3
69
0.026587
ZOLL
2007-07-20T00:00:00
44
31
7
74
7
33
9
9
58
58
92
49
49
20
97
36
17
94
64
17
63
55
33
2
74
0.021721
ZOLL
2007-07-27T00:00:00
43
22
12
73
4
26
3
1
55
55
93
47
49
19
92
36
17
94
65
11
87
93
3
4
91
0.08381
ZOLL
2007-08-03T00:00:00
43
24
22
72
1
25
4
30
61
61
95
47
48
20
81
36
17
94
64
11
83
93
2
6
94
-0.064504
ZOLL
2007-08-10T00:00:00
48
29
3
25
17
28
13
31
50
50
93
48
33
20
78
13
20
69
34
17
83
93
3
6
94
0.003629
ZOLL
2007-08-17T00:00:00
48
30
11
25
6
27
20
60
48
48
89
49
40
23
78
12
21
69
34
19
82
90
3
5
94
-0.03857
ZOLL
2007-08-24T00:00:00
48
32
17
25
3
41
72
79
45
45
91
49
40
24
79
12
21
70
33
58
85
92
2
6
95
-0.017969
ZOLL
2007-08-31T00:00:00
49
32
24
25
1
49
78
81
44
44
93
49
40
24
70
12
21
70
33
65
86
91
5
7
94
-0.016596
ZOLL
2007-09-07T00:00:00
49
33
15
25
3
55
81
82
40
40
89
49
40
24
68
12
21
70
33
70
87
91
6
7
95
-0.022934
ZOLL
2007-09-14T00:00:00
48
29
18
25
3
62
85
19
48
48
91
48
40
24
63
12
21
70
33
76
82
92
6
21
88
0.070859
ZOLL
2007-09-21T00:00:00
47
30
4
25
15
84
96
22
46
46
84
48
40
24
64
12
21
69
34
93
69
88
11
23
84
0.043011
ZOLL
2007-09-28T00:00:00
47
26
21
24
2
73
86
17
43
43
92
48
40
24
57
12
21
69
35
83
57
93
11
18
84
0.027756
ZOLL
2007-10-05T00:00:00
47
27
16
24
3
74
82
28
39
39
89
48
40
24
47
12
21
69
35
81
57
92
11
19
80
0.030478
ZOLL
2007-10-12T00:00:00
46
27
6
24
12
65
70
23
35
35
77
48
40
29
45
12
21
69
36
70
56
88
10
21
73
0.013104
ZOLL
2007-10-19T00:00:00
48
30
12
24
5
53
45
80
53
53
84
49
40
28
60
11
21
70
35
48
58
87
12
27
76
-0.102365
ZOLL
2007-10-26T00:00:00
48
32
20
24
2
49
36
81
50
50
90
49
40
28
67
12
21
70
34
40
57
85
14
24
78
-0.006999
ZOLL
2007-11-02T00:00:00
48
33
14
25
4
47
27
74
46
46
86
49
40
28
52
12
21
70
35
35
55
83
9
30
72
-0.026534
ZOLL
2007-11-09T00:00:00
48
30
22
24
2
67
76
48
41
41
92
49
39
30
34
12
20
70
36
75
82
83
25
29
66
-0.006388
ZOLL
2007-11-16T00:00:00
48
31
3
24
21
69
79
41
38
38
81
48
39
30
16
12
20
70
35
77
83
81
25
29
70
0.001715
ZOLL
2007-11-23T00:00:00
48
29
11
24
7
72
85
45
34
34
87
48
39
30
22
13
20
69
35
81
86
87
21
37
74
-0.014549
ZOLL
2007-11-30T00:00:00
48
29
20
24
2
73
84
47
31
31
92
48
39
29
16
13
20
69
35
82
85
87
22
40
74
0.010855
ZOLL
2007-12-07T00:00:00
48
31
18
24
3
74
84
77
30
30
91
49
39
29
17
13
20
70
34
82
86
88
18
52
72
-0.031357
ZOLL
2007-12-14T00:00:00
63
31
2
47
24
56
40
6
40
40
88
47
29
28
10
64
27
95
50
47
82
87
9
86
59
0.076275
ZOLL
2007-12-21T00:00:00
62
28
14
47
5
52
31
10
39
39
96
47
17
28
7
64
27
95
51
40
82
91
11
86
55
0.053564
ZOLL
2007-12-28T00:00:00
60
26
9
48
10
51
31
5
34
34
94
46
17
28
10
64
27
95
51
39
85
95
8
90
43
0.035197
ZOLL
2008-01-04T00:00:00
60
26
16
48
4
58
41
29
35
35
97
46
17
27
9
64
27
95
51
50
82
88
6
97
47
-0.049112
ZOLL
2008-01-11T00:00:00
60
24
15
48
5
59
50
17
28
28
94
45
17
61
6
64
27
95
51
54
73
89
7
90
49
0.018276
ZOLL
2008-01-18T00:00:00
59
22
16
48
5
61
51
18
24
24
95
44
17
60
4
64
27
94
51
56
67
85
6
87
53
-0.003902
ZOLL
2008-01-25T00:00:00
58
20
25
48
2
60
53
16
22
22
98
44
17
61
4
64
27
94
51
57
67
82
8
87
52
0.030161
ZOLL
2008-02-01T00:00:00
58
22
3
48
22
50
32
33
18
18
85
44
17
61
5
65
27
94
51
40
67
82
8
86
51
0.039544
ZOLL
2008-02-08T00:00:00
39
23
17
57
4
74
91
55
21
21
26
44
31
31
6
54
26
94
34
86
65
76
10
92
58
-0.046086
ZOLL
2008-02-15T00:00:00
39
28
11
57
8
80
93
85
24
24
24
45
32
31
8
53
26
94
34
90
77
77
8
93
73
-0.055982
ZOLL
2008-02-22T00:00:00
39
27
4
56
21
83
95
65
21
21
22
45
32
31
10
52
26
94
34
92
77
78
8
91
75
0.007717
ZOLL
2008-02-29T00:00:00
40
25
11
55
8
82
88
54
19
19
27
45
33
32
14
51
26
94
36
88
76
75
7
90
77
0.002821
ZOLL
2008-03-07T00:00:00
40
26
3
55
27
87
90
32
16
16
20
45
32
33
11
51
26
93
36
92
78
67
8
97
78
-0.006431
ZOLL
2008-03-14T00:00:00
41
21
7
54
14
92
92
9
20
20
24
43
30
34
15
53
26
93
35
95
84
63
5
84
82
0.066343
ZOLL
2008-03-21T00:00:00
40
17
13
53
7
94
93
5
24
24
30
42
30
35
11
53
26
93
36
97
87
52
8
63
82
0.080046
ZOLL
2008-03-28T00:00:00
41
19
13
53
8
94
85
37
26
26
29
43
30
35
17
45
26
93
36
95
86
62
14
61
86
-0.035125
ZOLL
2008-04-04T00:00:00
41
20
21
52
3
92
68
63
23
23
36
44
30
34
20
45
26
93
36
86
62
21
23
75
48
-0.00364
ZOLL
2008-04-11T00:00:00
42
19
12
52
9
80
37
33
22
22
28
43
30
30
24
45
26
93
36
60
70
19
28
68
45
0.008038
ZOLL
2008-04-18T00:00:00
42
24
3
51
28
82
42
75
20
20
26
44
29
28
31
44
26
93
35
64
73
18
22
65
58
-0.030808
ZOLL
2008-04-25T00:00:00
41
15
3
52
26
83
49
3
54
54
26
41
29
28
24
45
26
92
36
69
75
6
19
53
21
0.204188
ZOLL
2008-05-02T00:00:00
41
14
16
55
4
86
65
8
51
51
30
40
30
29
25
44
26
92
37
79
75
6
23
56
24
0.050621
ZOLL
2008-05-09T00:00:00
52
16
14
33
6
93
89
26
50
50
94
40
25
28
30
53
26
66
40
94
74
7
20
52
26
-0.03222
ZOLL
2008-05-16T00:00:00
54
15
15
35
6
98
98
13
50
50
91
40
25
30
25
52
25
66
39
100
70
5
27
56
28
0.073916
ZOLL
2008-05-23T00:00:00
53
15
2
36
28
95
86
12
48
48
77
39
25
30
29
53
25
66
39
94
76
5
25
47
32
0.013652
ZOLL
2008-05-30T00:00:00
53
13
25
36
2
88
63
22
47
47
97
39
25
30
41
53
25
66
40
79
77
5
25
46
31
0.017116
ZOLL
2008-06-06T00:00:00
54
14
14
36
6
92
79
29
44
44
91
39
25
31
37
53
25
66
39
89
79
5
25
46
32
-0.008
ZOLL
2008-06-13T00:00:00
53
13
10
36
11
81
44
17
42
42
87
39
25
31
36
53
25
66
40
65
80
5
23
48
28
0.023637
ZOLL
2008-06-20T00:00:00
53
13
2
36
27
96
97
26
41
41
76
39
25
30
46
53
25
66
39
98
80
5
22
49
28
-0.011138
ZOLL
2008-06-27T00:00:00
54
14
22
36
3
97
96
61
45
45
96
39
25
31
47
53
25
66
39
98
83
2
22
35
28
-0.075549
ZOLL
2008-07-04T00:00:00
53
13
23
36
2
96
89
50
32
32
96
39
25
31
38
52
25
66
39
95
82
2
21
37
28
-0.020802
ZOLL
2008-07-11T00:00:00
52
11
3
36
23
96
94
7
39
39
98
38
25
26
26
52
25
65
39
97
82
3
28
24
33
0.095599
ZOLL
2008-07-18T00:00:00
54
14
3
36
26
97
94
76
44
44
97
40
25
25
36
52
25
66
38
97
83
14
19
31
15
-0.094183
ZOLL
2008-07-25T00:00:00
55
20
2
36
27
96
91
96
47
47
96
42
25
25
60
52
25
67
37
96
88
31
40
63
4
-0.11682
ZOLL
2008-08-01T00:00:00
53
15
7
35
14
95
87
51
53
53
97
41
24
25
49
52
25
66
37
94
89
32
35
64
8
0.104571
ZOLL
2008-08-08T00:00:00
52
16
22
80
3
96
90
50
49
49
100
40
18
25
52
57
23
92
48
95
89
33
35
64
8
0.01442
ZOLL
2008-08-15T00:00:00
51
13
20
80
3
95
87
15
50
50
100
39
18
26
45
57
22
92
49
94
87
23
44
54
12
0.076947
ZOLL
2008-08-22T00:00:00
51
16
15
80
5
90
59
77
51
51
100
40
18
26
78
43
22
92
48
77
86
24
48
42
14
-0.069154
ZOLL
2008-08-29T00:00:00
51
13
17
79
4
92
61
14
52
52
100
39
18
26
72
44
22
92
49
80
86
18
52
39
16
0.071825
ZOLL
2008-09-05T00:00:00
51
14
2
79
25
96
94
40
50
50
96
39
18
26
71
43
22
92
49
97
87
20
61
48
17
-0.032787
ZOLL
2008-09-12T00:00:00
51
13
12
79
8
89
45
28
49
49
99
39
18
26
73
44
22
92
50
70
87
20
68
48
20
0.007731
ZOLL
2008-09-19T00:00:00
51
13
7
79
14
65
16
27
42
42
97
39
18
27
70
44
22
92
50
38
80
15
68
50
26
0.037474
ZOLL
2008-09-26T00:00:00
51
12
4
79
20
84
44
34
37
37
96
39
18
27
77
44
22
92
50
66
80
14
69
51
23
-0.038965
ZOLL
2008-10-03T00:00:00
52
15
7
79
14
85
46
68
45
45
97
40
18
26
83
44
22
92
50
68
76
8
57
76
27
-0.171352
ZOLL
2008-10-10T00:00:00
52
17
10
79
9
93
73
65
44
44
100
41
18
34
88
44
22
92
49
88
58
9
55
72
36
-0.202857
ZOLL
2008-10-17T00:00:00
52
17
11
79
9
83
39
62
40
40
100
41
19
34
89
44
22
92
49
61
56
7
52
69
40
0.030466
ZOLL
2008-10-24T00:00:00
53
18
6
79
14
94
79
55
35
35
100
41
18
34
94
44
22
92
48
91
49
7
56
70
40
-0.088696
ZOLL
2008-10-31T00:00:00
52
16
6
78
16
92
71
36
37
37
100
40
18
33
96
44
22
92
49
86
48
10
57
74
39
0.148855
ZOLL
2008-11-07T00:00:00
53
17
10
78
9
92
69
56
33
33
100
40
17
35
95
44
22
92
48
84
51
8
56
71
38
-0.061877
ZOLL
2008-11-14T00:00:00
58
23
18
77
3
92
77
84
43
43
100
43
17
35
97
44
22
93
44
88
54
8
66
72
53
-0.225321
ZOLL
2008-11-21T00:00:00
58
20
24
77
2
92
71
62
37
37
100
43
17
35
95
53
22
93
43
85
50
10
70
59
43
-0.094286
ZOLL
2008-11-28T00:00:00
57
21
21
77
2
75
41
68
35
35
100
43
17
34
97
54
22
93
43
59
43
11
64
51
44
0.123659
ZOLL
2008-12-05T00:00:00
58
24
5
78
17
68
40
47
33
33
100
43
17
34
97
54
22
93
43
54
40
7
58
52
45
-0.014599
ZOLL
2008-12-12T00:00:00
73
20
23
81
2
70
40
31
32
32
99
42
33
31
97
63
21
92
59
55
35
6
48
49
46
0.082621
ZOLL
2008-12-19T00:00:00
74
25
4
81
22
70
42
61
30
30
94
43
33
30
94
63
21
92
58
57
39
6
53
51
45
-0.037368
ZOLL
2008-12-26T00:00:00
74
24
8
81
12
75
56
50
30
30
96
43
33
31
91
63
21
92
58
66
38
6
57
51
46
-0.013669
ZOLL
2009-01-02T00:00:00
74
25
9
81
12
72
51
66
29
29
96
43
33
30
94
63
21
92
58
63
42
17
60
56
47
0.042129
ZOLL
2009-01-09T00:00:00
76
28
20
82
4
55
26
87
28
28
99
45
33
32
95
63
21
92
56
40
40
32
61
45
46
-0.086702
ZOLL
2009-01-16T00:00:00
73
21
15
81
6
57
37
20
30
30
96
43
33
28
92
63
21
92
57
46
39
33
49
42
47
0.078043
ZOLL
2009-01-23T00:00:00
75
25
11
81
9
55
32
72
28
28
95
44
33
28
89
63
21
92
57
42
44
38
49
40
46
-0.106429
ZOLL
2009-01-30T00:00:00
76
29
3
81
26
56
40
70
27
27
88
45
33
28
94
63
21
92
57
47
46
44
52
40
45
-0.032044
ZOLL
2009-02-06T00:00:00
45
25
9
71
12
62
57
51
28
28
80
44
34
29
93
89
19
93
38
59
44
42
54
40
46
0.080575
ZOLL
2009-02-13T00:00:00
46
26
16
71
5
56
39
71
29
29
82
44
33
29
93
89
19
94
38
45
46
45
52
40
45
-0.077457
ZOLL
2009-02-20T00:00:00
46
27
8
71
14
57
46
40
25
25
80
44
33
29
92
89
19
94
39
51
44
44
55
41
45
-0.042607
ZOLL
2009-02-27T00:00:00
50
31
5
70
20
50
34
74
27
27
79
45
32
30
94
89
19
94
39
36
47
45
52
42
45
-0.100131
ZOLL
2009-03-06T00:00:00
52
30
9
69
13
40
13
66
26
26
82
45
31
31
91
89
19
94
39
18
47
48
53
43
45
-0.107636
ZOLL
2009-03-13T00:00:00
55
36
4
69
26
56
66
79
22
22
77
46
29
33
87
89
19
94
39
64
46
51
53
43
45
0.041565
ZOLL
2009-03-20T00:00:00
56
29
22
68
3
47
32
27
30
30
91
45
29
34
78
89
19
93
40
36
45
35
39
45
45
0.137715
ZOLL
2009-03-27T00:00:00
56
30
15
68
7
44
28
57
27
27
87
46
28
34
83
90
19
93
40
32
43
32
43
45
47
0.015818
ZOLL
2009-04-03T00:00:00
58
36
14
67
8
47
43
84
24
24
86
47
28
35
88
90
19
93
39
42
38
26
34
45
48
-0.035884
ZOLL
2009-04-10T00:00:00
58
36
6
66
18
43
29
52
25
25
84
46
27
61
82
90
19
93
39
33
35
21
33
46
48
0.063904
ZOLL
2009-04-17T00:00:00
58
36
10
66
12
48
49
62
23
23
87
47
28
59
80
90
19
93
39
48
36
24
32
47
48
0.00396
ZOLL
2009-04-24T00:00:00
58
38
2
66
32
41
32
54
21
21
84
47
28
59
69
90
19
93
39
34
35
26
30
49
48
-0.006575
ZOLL
2009-05-01T00:00:00
58
32
19
68
5
42
33
31
24
24
88
46
27
60
62
90
19
93
41
36
34
21
27
47
49
0.088683
ZOLL
2009-05-08T00:00:00
53
31
21
72
4
37
24
42
21
21
57
46
11
62
61
88
23
96
23
27
32
21
22
49
49
0.051064
ZOLL
2009-05-15T00:00:00
51
28
23
74
4
43
53
23
18
18
45
45
11
63
56
88
23
96
23
46
31
19
22
48
49
-0.013881
ZOLL
2009-05-22T00:00:00
51
31
6
74
23
39
38
69
20
20
30
46
11
63
59
80
23
96
23
33
31
20
23
49
49
-0.037537
ZOLL
2009-05-29T00:00:00
51
32
9
74
16
33
15
62
16
16
34
46
11
63
56
80
23
96
23
17
15
16
13
49
48
0.024375