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
2009-06-05T00:00:00
51
30
14
74
10
35
36
48
16
16
38
46
10
63
55
80
23
96
23
29
14
14
11
49
48
0.049375
ZOLL
2009-06-12T00:00:00
51
31
8
74
19
30
32
37
15
15
32
46
11
63
48
80
23
96
23
23
14
21
18
48
51
0.019274
ZOLL
2009-06-19T00:00:00
50
28
2
74
35
28
37
9
14
14
24
45
10
64
47
80
23
96
24
26
25
27
23
45
55
0.059511
ZOLL
2009-06-26T00:00:00
50
25
22
74
4
37
56
17
13
13
43
45
10
63
40
80
23
96
24
44
18
27
23
44
55
0.020472
ZOLL
2009-07-03T00:00:00
50
27
25
74
3
33
53
51
17
17
45
45
10
63
37
80
23
96
23
40
23
33
16
43
54
-0.057613
ZOLL
2009-07-10T00:00:00
51
30
21
74
4
42
71
85
25
25
43
47
10
62
39
80
23
96
21
58
19
18
16
45
51
-0.110262
ZOLL
2009-07-17T00:00:00
51
32
22
74
3
31
42
85
22
22
44
47
10
59
52
80
23
96
21
33
16
20
18
45
52
0.030061
ZOLL
2009-07-24T00:00:00
51
33
12
74
11
29
42
69
23
23
35
47
10
60
53
80
24
96
20
32
19
30
10
45
61
0.042287
ZOLL
2009-07-31T00:00:00
49
34
2
73
34
30
49
40
22
22
24
47
10
61
42
80
23
96
20
36
23
26
12
41
93
0.053143
ZOLL
2009-08-07T00:00:00
46
27
21
58
4
35
57
41
21
21
37
46
10
61
41
96
23
97
47
44
24
25
6
4
93
0.036354
ZOLL
2009-08-14T00:00:00
46
32
2
57
33
55
86
53
21
21
23
46
9
74
40
97
23
97
48
74
24
24
8
4
93
-0.02356
ZOLL
2009-08-21T00:00:00
46
32
10
57
14
57
84
74
21
21
30
47
10
74
45
97
23
97
48
74
25
24
14
6
92
-0.009115
ZOLL
2009-08-28T00:00:00
46
32
11
57
13
47
65
64
19
19
30
47
10
74
41
97
23
97
48
57
22
29
12
5
93
-0.003247
ZOLL
2009-09-04T00:00:00
46
30
19
56
4
29
26
65
19
19
35
47
10
74
36
97
23
97
48
24
21
30
12
5
93
-0.018458
ZOLL
2009-09-11T00:00:00
46
28
23
56
3
25
22
19
26
26
38
46
10
74
32
98
23
97
48
20
8
28
11
5
92
0.097898
ZOLL
2009-09-18T00:00:00
46
26
7
56
20
29
27
12
26
26
28
45
10
74
28
98
23
96
49
25
7
16
11
16
91
0.10529
ZOLL
2009-09-25T00:00:00
46
27
4
56
28
36
46
25
28
28
25
45
9
75
27
98
23
96
48
39
3
5
18
26
92
-0.035552
ZOLL
2009-10-02T00:00:00
45
23
16
56
7
39
54
8
27
27
34
45
9
75
21
98
23
96
49
45
2
6
20
51
29
0.039698
ZOLL
2009-10-09T00:00:00
46
26
13
56
11
35
45
47
24
24
34
45
9
76
21
98
23
96
48
38
3
5
19
67
13
0.009091
ZOLL
2009-10-16T00:00:00
46
27
17
56
6
26
33
78
29
29
42
46
9
76
29
98
23
97
48
26
3
3
15
61
19
-0.053604
ZOLL
2009-10-23T00:00:00
46
28
19
56
5
26
35
69
27
27
45
46
9
76
25
98
23
96
49
27
4
3
19
61
19
-0.013327
ZOLL
2009-10-30T00:00:00
45
27
18
55
5
26
34
65
27
27
42
46
9
77
23
98
23
96
49
26
3
1
19
61
20
-0.063193
ZOLL
2009-11-06T00:00:00
44
30
4
55
28
42
72
57
25
25
25
46
9
78
21
98
23
97
47
58
3
4
29
53
10
0.024202
ZOLL
2009-11-13T00:00:00
42
25
10
54
13
62
86
8
38
38
30
45
9
79
18
98
23
96
48
78
6
7
6
37
14
0.136752
ZOLL
2009-11-20T00:00:00
41
22
2
54
36
56
81
4
38
38
21
43
9
79
13
95
23
96
49
72
6
19
7
41
14
0.082264
ZOLL
2009-11-27T00:00:00
41
20
15
54
7
68
88
8
36
36
32
43
9
79
13
95
23
96
49
81
2
19
12
23
15
-0.001226
ZOLL
2009-12-04T00:00:00
41
19
9
54
14
58
70
9
34
34
28
43
9
79
8
95
23
96
50
66
5
15
19
27
8
0.059329
ZOLL
2009-12-11T00:00:00
47
16
6
34
22
40
37
6
33
33
46
42
50
70
5
82
21
95
34
37
8
24
16
25
16
0.042101
ZOLL
2009-12-18T00:00:00
47
16
20
34
4
42
42
34
34
34
61
43
50
71
8
82
21
95
33
40
10
29
27
25
18
-0.016308
ZOLL
2009-12-25T00:00:00
47
16
18
34
6
37
38
19
31
31
59
43
50
71
8
82
21
95
33
34
10
21
27
23
20
0.05162
ZOLL
2010-01-01T00:00:00
47
17
15
34
8
41
42
78
36
36
55
43
50
71
12
82
21
95
33
40
10
33
15
25
25
-0.042637
ZOLL
2010-01-08T00:00:00
47
18
5
34
23
70
87
45
31
31
66
43
50
55
11
82
21
95
32
81
8
40
21
29
33
0.041542
ZOLL
2010-01-15T00:00:00
47
17
14
34
9
82
96
47
30
30
74
43
50
52
9
82
21
95
31
92
9
38
24
30
29
-0.002156
ZOLL
2010-01-22T00:00:00
47
16
6
34
23
81
96
20
23
23
63
42
50
52
9
82
21
95
32
92
13
45
25
29
33
0.010803
ZOLL
2010-01-29T00:00:00
46
15
9
34
15
85
96
26
20
20
68
41
50
53
11
83
21
95
32
93
13
45
29
39
31
-0.008194
ZOLL
2010-02-05T00:00:00
46
16
2
34
34
88
97
51
21
21
73
42
52
53
11
65
21
95
34
95
13
36
36
40
29
-0.030532
ZOLL
2010-02-12T00:00:00
42
19
4
47
31
85
89
84
20
20
56
43
23
33
20
72
21
95
50
90
11
28
34
40
35
-0.028159
ZOLL
2010-02-19T00:00:00
42
18
18
47
4
88
91
78
17
17
62
43
23
34
30
69
21
95
50
92
12
27
35
40
36
0.014868
ZOLL
2010-02-26T00:00:00
42
21
4
48
31
86
62
83
17
17
53
43
22
36
35
69
21
96
48
78
13
23
36
44
21
-0.026296
ZOLL
2010-03-05T00:00:00
42
18
12
48
10
82
67
25
29
29
61
43
22
38
37
69
21
95
49
79
13
23
36
45
17
0.104938
ZOLL
2010-03-12T00:00:00
42
19
11
49
13
83
66
76
29
29
61
44
22
39
52
71
21
95
47
79
10
26
52
43
11
-0.032821
ZOLL
2010-03-19T00:00:00
43
20
11
50
11
87
81
86
29
29
62
44
22
40
53
71
21
96
44
88
7
31
42
37
27
-0.04296
ZOLL
2010-03-26T00:00:00
43
22
11
50
13
90
84
87
29
29
62
45
22
41
60
72
21
96
44
91
10
32
40
41
20
-0.017352
ZOLL
2010-04-02T00:00:00
43
22
16
50
6
86
67
74
28
28
69
45
22
41
69
73
21
96
44
82
10
34
41
41
21
0.009597
ZOLL
2010-04-09T00:00:00
43
20
23
50
3
75
38
40
30
30
71
44
22
40
64
73
21
96
44
59
8
39
41
44
19
0.039924
ZOLL
2010-04-16T00:00:00
43
19
12
50
11
70
36
28
30
30
66
44
22
38
67
73
21
96
46
53
10
38
40
41
23
0.038757
ZOLL
2010-04-23T00:00:00
43
19
14
50
10
61
28
38
27
27
66
44
22
37
74
73
21
96
43
43
10
37
34
31
28
0.026047
ZOLL
2010-04-30T00:00:00
42
17
8
51
19
75
65
10
26
26
64
43
21
38
64
73
21
95
42
73
29
42
27
38
16
0.0494
ZOLL
2010-05-07T00:00:00
43
17
13
55
11
64
32
43
34
34
60
43
20
42
68
89
22
96
51
47
20
32
27
47
16
-0.101994
ZOLL
2010-05-14T00:00:00
47
16
19
37
5
52
16
8
39
39
80
42
16
35
68
80
22
96
18
31
23
51
56
47
13
0.113942
ZOLL
2010-05-21T00:00:00
47
17
2
37
35
48
14
16
36
36
54
42
16
36
78
78
22
96
17
28
30
58
53
48
21
-0.035948
ZOLL
2010-05-28T00:00:00
47
16
20
37
5
48
17
46
35
35
80
42
16
36
82
78
22
96
17
30
40
65
56
41
24
-0.015254
ZOLL
2010-06-04T00:00:00
47
18
9
37
16
54
40
59
35
35
68
43
16
36
84
78
22
96
17
46
41
56
58
40
27
-0.044406
ZOLL
2010-06-11T00:00:00
47
19
4
37
29
62
58
73
33
33
58
43
16
36
81
78
22
96
17
61
53
60
55
42
25
-0.003602
ZOLL
2010-06-18T00:00:00
48
17
19
37
5
64
56
62
31
31
80
43
16
37
70
78
22
96
17
61
50
63
48
48
23
0.017354
ZOLL
2010-06-25T00:00:00
47
16
22
37
4
80
83
24
29
29
83
43
16
37
66
78
22
96
17
86
44
60
46
58
24
0.018124
ZOLL
2010-07-02T00:00:00
47
19
8
37
21
75
64
69
37
37
64
43
16
36
76
78
22
96
17
74
38
46
40
66
30
-0.097033
ZOLL
2010-07-09T00:00:00
47
18
20
37
5
85
86
76
32
32
81
44
16
32
82
78
22
96
16
89
44
39
41
63
19
0.016235
ZOLL
2010-07-16T00:00:00
48
21
13
37
10
87
89
87
32
32
89
44
16
29
84
78
22
96
17
92
46
52
39
67
17
-0.050209
ZOLL
2010-07-23T00:00:00
48
23
15
37
9
81
73
90
22
22
91
45
16
29
86
78
22
97
17
81
48
61
73
78
34
-0.009211
ZOLL
2010-07-30T00:00:00
46
21
5
36
24
76
61
34
30
30
86
44
16
30
84
78
22
96
17
72
52
41
81
78
40
0.069523
ZOLL
2010-08-06T00:00:00
44
22
5
34
25
68
43
68
28
28
79
44
26
32
88
64
21
96
9
56
52
46
81
78
43
-0.020786
ZOLL
2010-08-13T00:00:00
49
24
13
74
11
68
42
46
25
25
92
44
30
34
88
68
19
95
14
56
50
48
80
74
43
-0.033578
ZOLL
2010-08-20T00:00:00
49
20
23
75
3
79
71
27
26
26
95
44
30
35
88
66
19
95
14
79
51
50
73
68
41
0.028754
ZOLL
2010-08-27T00:00:00
48
19
19
75
5
67
41
10
27
27
95
43
30
35
87
65
19
95
14
54
53
49
72
74
37
0.033773
ZOLL
2010-09-03T00:00:00
48
19
6
75
25
62
34
12
27
27
88
43
30
35
86
65
19
95
14
47
53
52
75
72
47
0.051446
ZOLL
2010-09-10T00:00:00
48
18
17
75
7
52
24
19
23
23
94
43
30
35
81
65
19
95
14
36
51
35
86
78
42
0.004286
ZOLL
2010-09-17T00:00:00
47
15
21
75
4
37
15
6
31
31
95
42
31
35
65
65
19
95
14
22
52
30
81
70
63
0.084637
ZOLL
2010-09-24T00:00:00
47
15
8
75
18
51
48
12
27
27
90
41
30
35
63
65
19
95
14
49
52
29
80
70
61
0.034754
ZOLL
2010-10-01T00:00:00
47
15
4
75
31
44
31
23
27
27
85
42
30
35
55
65
19
95
15
35
50
25
80
71
49
0.010773
ZOLL
2010-10-08T00:00:00
47
16
9
75
17
47
41
22
25
25
87
41
30
35
53
65
19
95
16
43
50
23
79
73
45
0.034483
ZOLL
2010-10-15T00:00:00
47
14
16
75
6
56
63
37
24
24
91
41
30
43
69
65
19
95
16
61
50
26
74
71
42
0.006364
ZOLL
2010-10-22T00:00:00
47
14
16
75
6
66
79
36
22
22
91
41
31
43
68
65
19
95
16
75
50
31
77
69
22
0.001807
ZOLL
2010-10-29T00:00:00
47
16
12
74
10
72
85
70
25
25
89
42
31
42
79
66
19
95
15
82
48
30
76
67
16
-0.022242
ZOLL
2010-11-05T00:00:00
46
15
14
72
10
75
82
53
22
22
90
42
30
43
64
68
19
95
15
83
46
31
76
65
19
0.039041
ZOLL
2010-11-12T00:00:00
46
17
21
71
4
86
94
89
33
33
94
43
30
44
56
69
19
95
16
93
46
47
87
64
25
-0.068639
ZOLL
2010-11-19T00:00:00
46
18
7
71
19
88
93
81
32
32
87
43
31
43
46
66
19
95
15
93
41
38
83
67
24
-0.007306
ZOLL
2010-11-26T00:00:00
46
16
3
71
31
86
88
16
38
38
83
42
31
43
39
61
19
95
16
91
48
23
74
62
25
0.08288
ZOLL
2010-12-03T00:00:00
46
17
2
71
35
86
86
45
35
35
81
42
31
43
31
61
19
95
16
90
47
22
71
62
25
-0.001773
ZOLL
2010-12-10T00:00:00
45
13
21
71
3
85
77
7
43
43
86
41
43
43
17
83
19
95
15
85
44
15
58
57
19
0.097691
ZOLL
2010-12-17T00:00:00
51
13
6
30
22
86
76
3
46
46
79
40
38
38
14
63
24
68
19
85
43
12
57
64
18
0.091963
ZOLL
2010-12-24T00:00:00
51
14
8
30
17
80
53
43
50
50
82
41
38
38
22
63
24
68
18
69
46
22
65
59
23
-0.046431
ZOLL
2010-12-31T00:00:00
52
16
5
30
26
80
57
77
51
51
77
42
38
36
31
63
24
69
18
71
48
22
67
59
24
-0.035742
ZOLL
2011-01-07T00:00:00
50
11
10
30
11
64
26
5
64
64
81
39
38
32
15
63
24
68
21
43
43
23
76
55
16
0.183723
ZOLL
2011-01-14T00:00:00
50
12
14
30
8
62
27
20
63
63
83
39
38
43
17
63
24
68
19
44
50
24
82
51
21
0.000908
ZOLL
2011-01-21T00:00:00
51
11
18
30
4
81
78
32
61
61
87
39
38
42
17
63
24
68
20
83
50
10
67
53
32
-0.037633
ZOLL
2011-01-28T00:00:00
51
13
4
30
28
75
61
74
61
61
67
40
38
41
20
63
24
68
20
70
46
10
69
60
32
-0.024499
ZOLL
2011-02-04T00:00:00
50
12
23
30
2
88
90
44
59
59
99
39
39
42
24
33
25
68
17
92
45
12
68
66
34
0.032359
ZOLL
2011-02-11T00:00:00
38
12
19
60
4
95
97
10
60
60
70
39
31
32
16
57
24
93
15
98
41
13
64
58
37
0.082339
ZOLL
2011-02-18T00:00:00
38
11
23
60
2
90
84
18
58
58
72
38
31
33
19
54
24
93
15
91
39
15
68
58
38
0.02788
ZOLL
2011-02-25T00:00:00
39
11
13
59
7
85
53
30
57
57
71
38
30
35
25
52
24
93
15
73
32
14
67
57
41
-0.018503
ZOLL
2011-03-04T00:00:00
39
12
3
58
28
96
97
51
55
55
60
39
31
36
22
52
24
93
15
98
32
11
66
60
39
-0.008141
ZOLL
2011-03-11T00:00:00
40
13
8
58
15
95
91
83
58
58
66
40
30
38
41
52
24
93
15
95
38
10
72
54
33
-0.07257
ZOLL
2011-03-18T00:00:00
40
13
4
56
24
94
85
64
48
48
61
39
31
40
56
53
24
93
15
93
34
15
70
58
41
-0.005123
ZOLL
2011-03-25T00:00:00
40
13
10
56
9
91
59
70
46
46
70
40
31
40
67
42
24
93
15
79
37
8
73
51
45
0.019429
ZOLL
2011-04-01T00:00:00
40
13
6
55
19
90
66
52
44
44
65
40
31
40
57
42
24
93
16
82
30
11
74
57
52
0.023421
ZOLL
2011-04-08T00:00:00
40
12
3
55
28
94
91
27
42
42
64
39
31
37
68
42
24
93
16
94
31
14
67
59
55
0.023783
ZOLL
2011-04-15T00:00:00
40
11
5
55
23
95
86
15
41
41
70
39
30
39
62
42
24
93
16
93
28
12
63
57
60
0.025641
ZOLL
2011-04-22T00:00:00
40
11
20
55
3
94
84
26
36
36
75
39
30
39
53
42
24
93
16
92
21
12
62
62
62
0.002564
ZOLL
2011-04-29T00:00:00
40
8
20
57
3
91
74
2
69
69
76
36
30
40
18
43
24
92
17
85
7
19
43
51
18
0.208014