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
⌀
ZOLT
2012-05-11T00:00:00
49
40
26
34
16
69
19
78
87
87
84
57
69
72
48
91
39
20
51
43
57
47
51
64
66
0.014223
ZOLT
2012-05-18T00:00:00
51
48
27
35
5
45
13
95
88
88
92
59
70
72
46
92
39
47
49
26
56
44
54
64
65
-0.160734
ZOLT
2012-05-25T00:00:00
51
51
27
35
15
75
56
90
87
87
82
59
70
72
48
90
39
21
50
68
55
42
51
62
60
0.002571
ZOLT
2012-06-01T00:00:00
50
46
27
35
6
62
27
54
87
87
90
59
70
72
76
90
39
40
50
43
52
45
54
65
65
0.019231
ZOLT
2012-06-08T00:00:00
50
43
27
36
2
73
51
35
85
85
97
58
70
72
72
90
39
71
51
64
55
46
50
64
66
0.044025
ZOLT
2012-06-15T00:00:00
50
45
26
36
11
71
47
36
84
84
85
58
70
72
73
90
39
27
50
60
53
47
41
76
68
0.007229
ZOLT
2012-06-22T00:00:00
50
45
26
36
11
75
64
42
83
83
86
59
70
72
65
90
39
29
50
72
58
49
45
75
68
0.008373
ZOLT
2012-06-29T00:00:00
49
41
27
36
22
30
16
10
83
83
78
57
71
72
60
90
39
10
52
21
58
46
44
75
66
0.071174
ZOLT
2012-07-06T00:00:00
49
41
27
36
16
39
21
16
82
82
57
58
71
73
79
90
39
19
52
28
54
42
38
82
65
0.014396
ZOLT
2012-07-13T00:00:00
50
47
26
36
26
24
7
75
80
80
51
58
71
74
81
90
39
3
52
14
71
40
34
81
64
-0.06441
ZOLT
2012-07-20T00:00:00
50
46
27
36
20
22
7
73
78
78
56
58
71
74
74
90
39
13
50
12
71
40
34
81
64
-0.014002
ZOLT
2012-07-27T00:00:00
50
47
26
35
16
28
19
76
67
67
58
59
71
74
86
90
39
19
49
21
70
40
38
83
66
-0.010651
ZOLT
2012-08-03T00:00:00
68
55
34
57
12
32
27
22
67
67
86
57
67
74
90
89
45
27
42
26
69
39
37
84
65
0.041866
ZOLT
2012-08-10T00:00:00
67
57
34
55
28
34
37
41
65
65
15
57
61
74
92
38
44
1
46
32
71
26
26
78
68
0.008037
ZOLT
2012-08-17T00:00:00
67
56
34
55
15
32
41
50
64
64
21
57
62
74
79
37
44
21
46
34
68
26
25
77
74
0.006834
ZOLT
2012-08-24T00:00:00
68
54
34
55
3
43
77
86
66
66
35
58
62
74
79
37
44
60
46
61
72
25
25
73
73
-0.045249
ZOLT
2012-08-31T00:00:00
68
56
34
55
10
46
80
61
66
66
25
58
62
74
84
37
44
32
46
65
72
25
25
76
73
0.010664
ZOLT
2012-09-07T00:00:00
68
55
34
55
23
34
31
34
64
64
16
58
62
74
86
37
44
11
46
31
70
21
25
71
73
0.042204
ZOLT
2012-09-14T00:00:00
68
56
33
55
26
32
31
61
62
62
15
58
62
74
80
37
44
7
45
29
72
23
22
53
76
0.001125
ZOLT
2012-09-21T00:00:00
70
59
34
55
7
32
25
94
63
63
27
59
62
74
87
36
44
39
44
25
75
28
25
62
74
-0.061798
ZOLT
2012-09-28T00:00:00
73
62
34
54
2
41
56
97
68
68
36
60
62
74
96
37
44
67
44
46
72
21
25
63
69
-0.079042
ZOLT
2012-10-05T00:00:00
71
60
34
55
7
31
49
60
72
72
46
59
62
71
93
37
44
37
44
36
68
18
30
65
68
0.053316
ZOLT
2012-10-12T00:00:00
72
65
34
54
32
31
46
82
71
71
26
60
62
71
89
37
44
1
44
35
32
55
80
70
10
-0.04321
ZOLT
2012-10-19T00:00:00
73
63
34
54
5
27
22
90
71
71
50
60
62
72
89
37
44
52
44
21
35
53
82
69
11
-0.049032
ZOLT
2012-10-26T00:00:00
76
69
34
54
26
28
38
95
71
71
32
61
62
72
90
37
44
15
44
29
33
56
79
70
10
-0.058345
ZOLT
2012-11-02T00:00:00
77
71
34
53
34
35
63
94
69
69
31
62
62
72
94
36
44
6
43
47
37
59
79
70
9
-0.033141
ZOLT
2012-11-09T00:00:00
77
68
34
53
4
28
39
83
65
65
53
62
62
72
95
36
44
60
43
29
40
57
80
69
10
-0.029806
ZOLT
2012-11-16T00:00:00
78
72
34
52
31
19
12
82
61
61
40
62
62
72
95
27
44
9
44
12
48
58
73
72
6
-0.041475
ZOLT
2012-11-23T00:00:00
77
69
34
52
25
15
6
27
74
74
42
62
62
72
90
25
44
17
44
8
46
50
70
76
8
0.081731
ZOLT
2012-11-30T00:00:00
60
69
32
70
30
20
18
19
74
74
19
61
53
70
73
30
38
9
42
16
46
48
72
74
11
0.044444
ZOLT
2012-12-07T00:00:00
58
61
32
70
5
16
13
4
75
75
39
60
53
71
75
30
38
59
43
12
38
42
63
86
10
0.069504
ZOLT
2012-12-14T00:00:00
58
62
31
71
4
14
8
19
73
73
38
60
53
71
78
29
38
57
42
9
43
44
62
84
13
-0.003979
ZOLT
2012-12-21T00:00:00
59
64
31
71
17
12
7
38
70
70
28
61
53
71
72
29
38
33
41
7
38
34
67
82
14
0.003995
ZOLT
2012-12-28T00:00:00
58
64
31
71
24
11
6
31
69
69
25
60
53
70
69
30
38
24
41
6
42
37
68
81
13
-0.002653
ZOLT
2013-01-04T00:00:00
57
63
31
71
13
11
10
10
71
71
10
60
54
72
64
29
38
38
41
8
42
39
79
80
13
0.095745
ZOLT
2013-01-11T00:00:00
56
60
31
71
23
12
12
11
68
68
9
59
54
72
46
30
38
25
41
10
37
16
55
80
24
0.029126
ZOLT
2013-01-18T00:00:00
58
65
31
71
29
16
35
82
73
73
7
60
54
73
55
29
38
18
41
22
30
10
52
83
31
-0.057783
ZOLT
2013-01-25T00:00:00
60
65
31
71
4
19
57
91
70
70
25
61
54
68
40
30
38
69
41
35
61
43
55
85
35
-0.028786
ZOLT
2013-02-01T00:00:00
51
62
33
21
16
27
85
95
70
70
13
62
54
71
25
17
41
35
46
56
60
64
65
83
49
-0.037371
ZOLT
2013-02-08T00:00:00
50
60
33
21
31
26
80
43
70
70
4
61
48
71
22
17
41
14
45
53
67
61
60
87
50
0.048193
ZOLT
2013-02-15T00:00:00
50
59
33
21
33
23
68
30
67
67
3
61
48
70
18
17
41
10
46
43
65
55
57
86
54
0.028097
ZOLT
2013-02-22T00:00:00
48
48
33
21
3
26
75
7
73
73
18
59
49
71
10
17
40
68
47
50
78
51
62
81
54
0.100621
ZOLT
2013-03-01T00:00:00
49
50
33
21
13
37
87
16
72
72
8
59
48
71
10
18
40
35
47
65
76
50
61
82
51
-0.004515
ZOLT
2013-03-08T00:00:00
46
34
32
21
23
47
91
1
88
88
4
56
48
72
5
19
40
18
50
72
53
41
22
69
80
0.303855
ZOLT
2013-03-15T00:00:00
46
29
32
21
3
26
33
2
88
88
14
55
48
72
4
19
41
66
50
25
48
39
20
69
72
0.054783
ZOLT
2013-03-22T00:00:00
47
32
33
21
7
20
17
15
88
88
9
55
48
72
4
19
41
45
50
15
30
41
24
70
68
-0.023083
ZOLT
2013-03-29T00:00:00
46
33
32
21
12
15
10
24
84
84
6
55
48
72
3
20
41
32
51
10
30
41
25
70
70
0.008439
ZOLT
2013-04-05T00:00:00
46
27
32
21
3
22
38
5
83
83
13
54
48
74
3
20
41
59
52
27
43
66
18
66
79
0.048536
ZOLT
2013-04-12T00:00:00
46
25
32
21
6
29
59
5
82
82
13
54
48
75
3
20
41
48
53
43
45
68
19
63
79
0.047087
ZOLT
2013-04-19T00:00:00
46
25
32
21
3
58
91
24
82
82
19
54
48
74
2
20
41
61
53
78
45
67
19
61
80
-0.03125
ZOLT
2013-04-26T00:00:00
45
25
32
21
20
58
93
17
81
81
5
54
49
77
2
20
41
17
53
79
41
66
19
60
81
0.039339
ZOLT
2013-05-03T00:00:00
46
29
32
22
12
92
100
74
80
80
7
54
49
76
3
63
41
31
51
98
44
69
21
68
77
-0.032551
ZOLT
2013-05-10T00:00:00
48
26
33
71
25
95
100
45
79
79
7
55
54
66
3
78
38
11
65
99
44
69
21
68
76
0.027387
ZOLT
2013-05-17T00:00:00
49
26
33
72
14
93
98
83
65
65
9
55
54
67
4
79
38
27
64
98
47
71
20
73
77
-0.022848
ZOLT
2013-05-24T00:00:00
50
26
33
72
6
94
97
78
62
62
12
55
53
68
5
80
38
44
64
98
44
73
19
92
70
-0.015588
ZOLT
2013-05-31T00:00:00
49
24
33
72
2
96
98
53
60
60
17
55
53
67
5
80
38
71
64
99
42
71
19
88
77
0.011876
ZOLT
2013-06-07T00:00:00
49
25
33
72
14
97
98
31
59
59
9
55
53
67
15
80
38
29
65
99
43
72
17
85
77
0.019562
ZOLT
2013-06-14T00:00:00
50
25
33
73
22
96
94
26
57
57
7
55
53
68
18
80
38
17
65
97
47
74
15
81
79
0.00307
ZOLT
2013-06-21T00:00:00
50
23
34
73
9
97
93
23
52
52
11
54
53
67
15
80
38
38
66
96
48
77
14
72
82
0.006886
ZOLT
2013-06-28T00:00:00
50
25
33
73
5
95
63
65
50
50
13
55
53
68
15
80
38
49
64
82
31
70
17
69
83
-0.018997
ZOLT
2013-07-05T00:00:00
50
26
33
73
10
93
70
73
46
46
9
56
53
68
36
80
38
36
64
85
38
74
17
60
91
-0.002324
ZOLT
2013-07-12T00:00:00
50
25
33
73
15
89
40
21
54
54
9
55
53
67
42
80
38
26
64
67
31
70
17
62
91
0.072205
ZOLT
2013-07-19T00:00:00
49
23
33
72
21
89
34
17
53
53
9
54
53
66
37
80
38
18
64
64
32
72
18
60
91
0.031861
ZOLT
2013-07-26T00:00:00
49
22
33
71
14
90
52
22
49
49
9
54
54
66
37
79
38
26
65
74
30
71
16
59
91
0.008421
ZOLT
2013-08-02T00:00:00
48
25
33
70
15
92
66
72
50
50
9
55
53
77
41
79
38
23
65
83
33
71
15
52
93
-0.027836
ZOLT
2013-08-09T00:00:00
28
17
17
54
9
92
75
69
50
50
55
55
40
67
62
73
37
36
71
87
33
72
13
51
92
-0.015032
ZOLT
2013-08-16T00:00:00
28
17
17
54
24
92
77
41
46
46
48
55
40
68
64
73
37
13
71
88
33
76
14
41
92
0.00218
ZOLT
2013-08-23T00:00:00
28
16
17
54
13
89
50
12
51
51
54
55
40
68
63
73
38
29
71
73
36
80
15
38
89
0.051487
ZOLT
2013-08-30T00:00:00
28
16
17
53
13
84
41
53
56
56
52
55
40
68
63
73
38
25
72
64
35
85
12
41
89
-0.045517
ZOLT
2013-09-06T00:00:00
28
17
16
54
25
84
77
45
54
54
46
55
40
68
83
73
38
7
72
84
36
85
12
41
88
0.015896
ZOLT
2013-09-13T00:00:00
28
17
17
54
15
87
81
70
52
52
51
55
40
68
90
73
38
22
72
88
39
85
7
38
91
0
ZOLT
2013-09-20T00:00:00
28
14
16
54
12
86
78
5
67
67
53
54
40
68
87
73
38
27
73
86
39
91
8
57
91
0.121622
ZOLT
2013-09-27T00:00:00
28
12
16
54
3
79
44
4
68
68
63
53
40
68
87
73
38
52
73
63
32
94
13
57
92
0.058973
ZOLT
2013-10-04T00:00:00
28
12
16
54
14
77
38
14
67
67
51
53
40
65
87
73
38
17
74
59
30
89
18
58
92
0.002994
ZOLT
2013-10-11T00:00:00
28
12
16
54
3
81
58
31
66
66
70
53
40
65
93
73
38
53
73
73
29
78
7
65
87
-0.001791
ZOLT
2013-10-18T00:00:00
28
13
16
54
8
89
81
64
64
64
62
53
40
65
95
73
37
31
73
89
30
79
5
66
86
-0.001196
ZOLT
2013-10-25T00:00:00
28
13
16
53
7
85
61
53
62
62
63
53
39
64
96
74
37
33
73
78
30
80
11
65
85
0.001796
ZOLT
2013-11-01T00:00:00
28
13
16
52
13
82
62
43
59
59
54
53
38
64
96
75
38
20
73
76
28
83
8
65
87
-0.001195
ZOLT
2013-11-08T00:00:00
28
12
16
50
2
77
46
52
55
55
70
53
38
64
96
75
38
69
72
63
29
82
8
65
88
-0.000598
ZOLT
2013-11-15T00:00:00
28
13
16
49
3
91
94
61
53
53
64
54
38
65
96
76
38
57
73
95
29
96
30
75
74
0.001198
ZOLT
2013-11-22T00:00:00
28
13
16
49
20
94
96
62
51
51
49
54
38
65
95
86
38
11
73
97
35
98
37
74
86
-0.001794
ZOLT
2013-11-29T00:00:00
28
13
16
48
23
92
91
63
39
39
47
54
49
65
94
83
38
8
78
94
38
99
37
74
88
0.002397
ZOLT
2013-12-06T00:00:00
28
13
17
49
26
94
90
47
35
35
46
54
49
64
92
82
38
4
78
95
38
99
38
74
88
0
ZOLT
2013-12-13T00:00:00
28
13
16
49
17
91
70
35
33
33
51
54
49
64
92
82
38
17
79
84
31
96
48
82
75
-0.001793
ZOLT
2013-12-20T00:00:00
30
12
42
80
18
92
65
63
31
31
46
54
47
63
95
98
35
18
84
83
31
94
50
84
80
0.002395
ZOLT
2013-12-27T00:00:00
30
12
42
80
5
92
68
78
31
31
63
55
47
63
94
98
35
47
84
84
37
98
56
79
78
-0.001195
ZOLT
2014-01-03T00:00:00
30
12
42
80
11
91
59
67
30
30
53
55
47
61
92
98
35
29
84
78
46
98
52
76
80
0
ZOLT
2014-01-10T00:00:00
30
12
42
80
9
86
52
59
29
29
75
55
47
62
93
98
35
33
83
72
29
98
48
66
82
0.001196
ZOLT
2014-01-17T00:00:00
30
12
42
80
3
84
50
58
29
29
84
55
47
61
97
98
35
58
84
70
30
98
51
66
82
0
ZOLT
2014-01-24T00:00:00
30
12
42
80
3
81
45
45
28
28
85
55
47
61
97
98
35
61
83
65
21
98
54
53
79
-0.002987
ZOLT
2014-01-31T00:00:00
30
11
42
80
3
81
52
39
28
28
69
54
40
61
97
97
35
57
72
69
22
96
55
54
83
0.000599
ZOLT
2014-02-07T00:00:00
29
11
42
80
4
82
65
32
28
28
67
54
41
61
97
97
35
51
73
77
19
95
55
57
83
0.002994
ZOLT
2014-02-14T00:00:00
25
68
25
83
17
75
46
65
27
27
68
54
48
68
96
91
35
19
49
62
19
95
55
62
80
0
ZOLT
2014-02-21T00:00:00
26
68
25
83
11
70
36
66
27
27
69
54
48
66
96
90
35
30
50
53
20
96
55
64
82
-0.001194
ZOLT
2014-02-28T00:00:00
26
69
25
83
22
70
34
72
27
27
65
55
48
70
95
90
35
13
50
53
17
95
51
71
80
0
ZOM
2017-12-01T00:00:00
11
46
12
2
21
29
30
61
82
82
33
74
19
32
48
38
19
69
19
25
45
61
68
27
54
-0.063025
ZOM
2017-12-08T00:00:00
11
47
13
2
21
29
30
30
82
82
33
73
19
26
48
38
18
69
19
26
45
61
68
27
54
0.008969
ZOM
2017-12-15T00:00:00
11
47
11
2
21
29
30
50
2
2
33
74
19
30
48
38
19
69
19
26
45
61
68
27
54
0
ZOM
2017-12-22T00:00:00
10
46
13
2
21
29
30
97
64
64
33
75
19
24
48
38
18
69
19
26
45
61
68
27
54
-0.089333
ZOM
2017-12-29T00:00:00
10
45
15
2
21
29
30
98
54
54
36
75
19
16
48
38
18
69
19
27
45
61
68
27
54
-0.035139