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
⌀
ZOM
2021-11-05T00:00:00
28
46
4
28
15
33
64
35
88
88
61
59
25
20
100
16
7
58
95
46
79
78
71
49
51
0.035294
ZOM
2021-11-12T00:00:00
25
45
13
22
11
25
8
30
86
86
54
58
30
20
100
33
7
58
97
13
76
80
76
55
50
0.020833
ZOM
2021-11-19T00:00:00
24
44
24
23
3
17
19
85
87
87
63
59
30
12
100
31
8
58
97
15
86
85
71
53
60
-0.111317
ZOM
2021-11-26T00:00:00
23
45
18
23
7
23
75
94
87
87
57
60
30
16
100
29
8
59
97
47
81
85
73
54
61
-0.110647
ZOM
2021-12-03T00:00:00
22
48
14
23
11
20
14
98
92
92
53
63
30
17
100
29
8
59
97
15
51
65
75
63
47
-0.225352
ZOM
2021-12-10T00:00:00
23
47
13
23
11
15
11
82
93
93
53
62
30
18
99
29
8
59
97
11
36
64
62
64
47
0.090909
ZOM
2021-12-17T00:00:00
23
47
9
23
18
15
12
67
91
91
48
61
30
22
99
29
8
59
97
11
24
49
73
59
54
0
ZOM
2021-12-24T00:00:00
23
47
8
23
21
16
23
78
90
90
47
62
30
23
99
29
7
59
97
17
16
31
70
66
51
-0.027778
ZOM
2021-12-31T00:00:00
22
50
19
23
6
18
47
96
91
91
59
64
30
13
98
29
7
59
97
29
16
42
69
63
37
-0.125714
ZOM
2022-01-07T00:00:00
23
49
14
23
11
21
55
66
91
91
53
63
30
16
85
29
7
59
97
35
15
55
73
54
50
0.045752
ZOM
2022-01-14T00:00:00
23
49
7
23
24
19
18
12
93
93
17
61
31
37
18
29
7
59
97
17
24
54
67
60
42
0.09375
ZOM
2022-01-21T00:00:00
23
50
16
23
10
17
12
70
93
93
30
63
31
28
28
29
7
59
97
13
26
54
59
62
43
-0.142857
ZOM
2022-01-28T00:00:00
23
51
23
23
4
10
4
72
92
92
43
63
31
20
34
29
7
59
97
6
27
61
55
69
47
-0.033333
ZOM
2022-02-04T00:00:00
23
50
11
23
17
16
7
43
91
91
23
62
31
30
5
29
7
59
97
10
24
62
53
68
45
0.065517
ZOM
2022-02-11T00:00:00
23
49
19
23
7
18
15
77
86
86
35
63
31
23
5
28
7
59
97
15
22
69
71
69
43
-0.05178
ZOM
2022-02-18T00:00:00
24
46
21
23
5
18
10
2
94
94
39
60
31
22
3
27
8
58
97
12
48
82
93
62
23
0.238908
ZOM
2022-02-25T00:00:00
24
46
11
23
16
15
6
21
94
94
20
60
9
30
4
55
7
59
97
9
47
82
92
60
22
-0.038567
ZOM
2022-03-04T00:00:00
30
52
16
28
9
18
18
22
92
92
47
61
3
27
4
69
8
55
96
16
49
80
89
70
24
-0.017192
ZOM
2022-03-11T00:00:00
29
54
9
28
22
24
64
83
91
91
41
63
2
35
5
69
8
55
96
41
37
68
91
54
21
-0.131195
ZOM
2022-03-18T00:00:00
29
54
10
28
18
24
26
27
90
90
43
62
3
34
3
69
8
55
96
24
35
70
91
50
19
0.130872
ZOM
2022-03-25T00:00:00
30
53
21
28
6
26
28
43
88
88
54
62
2
26
4
69
8
55
96
27
34
66
94
53
16
-0.008902
ZOM
2022-04-01T00:00:00
30
51
27
28
3
27
40
47
84
84
60
62
2
22
5
70
8
55
96
32
32
64
94
53
17
-0.002994
ZOM
2022-04-08T00:00:00
29
54
14
28
14
25
24
76
82
82
46
63
2
30
6
70
8
55
96
22
30
63
92
54
17
-0.057057
ZOM
2022-04-15T00:00:00
29
53
19
28
8
38
92
82
82
82
64
63
2
46
15
70
8
55
95
66
29
63
92
53
18
-0.025478
ZOM
2022-04-22T00:00:00
29
56
28
28
3
36
84
93
84
84
71
66
2
38
12
70
8
55
95
59
18
73
96
48
11
-0.150327
ZOM
2022-04-29T00:00:00
29
58
11
28
18
37
82
86
78
78
57
66
3
50
9
70
8
55
95
59
20
71
97
50
10
-0.05
ZOM
2022-05-06T00:00:00
30
56
27
28
4
32
31
78
75
75
71
66
13
40
13
69
8
55
96
30
18
76
98
28
7
-0.02834
ZOM
2022-05-13T00:00:00
30
60
13
37
14
34
74
78
74
74
47
67
3
52
16
45
7
52
93
54
17
73
98
28
7
-0.083333
ZOM
2022-05-20T00:00:00
30
61
7
37
25
35
68
71
72
72
38
67
3
59
17
45
7
52
93
51
16
74
97
26
7
0
ZOM
2022-05-27T00:00:00
30
58
23
38
6
34
50
44
70
70
57
66
3
45
11
45
7
52
93
38
12
71
97
22
5
0.068182
ZOM
2022-06-03T00:00:00
31
60
8
38
22
34
32
12
72
72
40
65
3
58
6
45
7
52
93
31
10
71
94
25
6
0.06383
ZOM
2022-06-10T00:00:00
31
57
27
38
3
34
29
14
69
69
61
65
3
42
5
45
7
52
93
29
8
63
92
24
5
-0.012
ZOM
2022-06-17T00:00:00
31
57
10
38
18
30
12
29
66
66
42
65
3
55
8
45
7
52
93
19
20
65
94
25
10
-0.02834
ZOM
2022-06-24T00:00:00
31
57
17
38
9
29
13
14
65
65
52
64
3
49
8
45
7
52
93
20
18
61
93
25
10
0.058333
ZOM
2022-07-01T00:00:00
31
60
14
38
13
31
20
89
71
71
47
67
3
52
12
44
7
52
93
25
24
63
89
46
12
-0.181102
ZOM
2022-07-08T00:00:00
31
58
19
38
8
30
22
7
81
81
52
64
3
47
8
44
7
52
93
25
31
66
78
49
18
0.25
ZOM
2022-07-15T00:00:00
31
59
7
38
24
31
23
27
80
80
38
64
3
68
10
44
7
51
93
25
32
67
80
50
18
-0.030769
ZOM
2022-07-22T00:00:00
31
57
24
38
5
30
33
27
78
78
56
64
3
49
12
44
7
52
94
29
34
70
78
47
18
0.007937
ZOM
2022-07-29T00:00:00
31
58
14
38
13
32
64
49
77
77
46
64
3
57
12
44
7
51
94
43
32
74
75
42
16
0.015748
ZOM
2022-08-05T00:00:00
32
51
22
37
5
34
71
3
84
84
32
60
1
49
8
44
7
51
94
52
39
53
73
28
21
0.306202
ZOM
2022-08-12T00:00:00
32
47
21
37
6
32
68
4
82
82
29
59
1
51
5
30
6
51
66
50
51
70
78
19
31
0.103858
ZOM
2022-08-19T00:00:00
29
56
26
31
4
31
86
86
87
87
35
65
1
47
23
38
7
51
70
58
66
82
92
14
25
-0.287634
ZOM
2022-08-26T00:00:00
29
56
16
31
11
22
19
77
87
87
24
64
1
56
11
34
7
51
70
18
67
81
92
14
23
0.003774
ZOM
2022-09-02T00:00:00
29
60
22
31
6
36
89
96
87
87
30
66
1
51
18
34
7
51
70
63
67
75
94
20
20
-0.142857
ZOM
2022-09-09T00:00:00
29
58
25
31
5
33
85
51
86
86
33
65
1
49
13
34
7
51
71
58
60
63
95
23
12
0.096491
ZOM
2022-09-16T00:00:00
29
59
9
31
21
30
74
39
85
85
18
64
1
63
15
34
7
51
71
48
62
64
95
24
11
0.008
ZOM
2022-09-23T00:00:00
29
59
7
31
25
30
62
84
85
85
15
66
1
66
19
34
7
51
71
42
63
54
94
26
12
-0.170635
ZOM
2022-09-30T00:00:00
29
58
16
31
11
65
99
63
84
84
25
66
1
57
12
34
7
51
70
88
65
55
95
23
10
0.009569
ZOM
2022-10-07T00:00:00
29
59
7
31
25
80
99
81
82
82
15
67
1
65
19
34
7
51
71
94
63
58
95
21
18
-0.023697
ZOM
2022-10-14T00:00:00
29
57
17
31
9
27
23
55
80
80
30
66
1
54
18
34
7
51
71
22
64
59
94
23
20
0
ZOM
2022-10-21T00:00:00
29
57
17
31
9
30
31
22
78
78
29
66
1
55
14
33
7
50
71
28
65
52
94
25
20
0.067961
ZOM
2022-10-28T00:00:00
29
59
6
31
28
23
16
42
73
73
13
66
1
66
12
34
7
51
71
17
54
47
82
27
29
0.018182
ZOM
2022-11-04T00:00:00
29
57
23
31
6
29
28
26
71
71
37
66
1
61
24
34
7
50
71
25
53
46
84
29
27
0.004464
ZOM
2022-11-11T00:00:00
29
57
14
31
12
34
47
25
66
66
23
65
2
68
29
34
6
50
71
39
52
46
84
28
28
0.066667
ZOM
2022-11-18T00:00:00
29
62
11
37
20
26
17
78
67
67
17
71
1
72
22
80
11
56
40
20
65
66
77
46
22
-0.1
ZOM
2022-11-25T00:00:00
29
60
24
37
6
29
27
87
66
66
31
71
1
60
37
80
11
56
40
26
71
64
77
46
25
-0.041667
ZOM
2022-12-02T00:00:00
29
64
7
37
28
27
22
88
61
61
13
71
1
74
49
80
11
56
39
23
69
67
79
44
28
-0.014493
ZOM
2022-12-09T00:00:00
29
62
22
36
8
29
37
83
61
61
28
72
1
61
74
80
11
57
39
31
68
67
78
45
27
-0.068627
ZOM
2022-12-16T00:00:00
29
61
28
36
4
34
56
84
60
60
37
72
1
55
71
79
11
57
36
44
69
69
79
48
27
-0.052632
ZOM
2022-12-23T00:00:00
29
64
15
37
14
31
47
89
62
62
21
73
1
66
83
79
11
57
34
36
70
70
84
44
37
-0.1
ZOM
2022-12-30T00:00:00
29
64
14
37
14
34
68
82
61
61
21
73
1
66
73
79
11
57
34
48
71
64
81
49
41
0.006173
ZOM
2023-01-06T00:00:00
30
59
9
37
22
36
72
3
83
83
16
69
1
70
48
79
11
55
31
53
78
40
96
33
64
0.435583
ZOM
2023-01-13T00:00:00
30
61
6
37
29
30
27
9
80
80
11
69
1
66
48
80
11
55
29
26
79
43
96
33
66
0.068376
ZOM
2023-01-20T00:00:00
30
58
15
37
11
27
19
4
81
81
25
67
1
54
21
79
11
55
30
21
77
37
93
35
67
0.116
ZOM
2023-01-27T00:00:00
30
62
6
37
30
26
17
53
80
80
25
68
1
64
33
80
11
55
30
19
81
42
94
29
68
-0.075269
ZOM
2023-02-03T00:00:00
30
58
24
37
5
25
18
15
79
79
25
67
1
44
36
79
11
55
28
19
83
43
94
29
67
0.085271
ZOM
2023-02-10T00:00:00
30
58
14
37
14
24
17
43
79
79
25
68
1
55
41
79
11
55
28
18
83
42
95
26
66
-0.032143
ZOM
2023-02-17T00:00:00
30
61
10
36
23
22
14
71
78
78
25
68
1
59
21
78
11
55
29
17
83
35
96
25
68
-0.04059
ZOM
2023-02-24T00:00:00
30
60
9
36
23
23
14
86
78
78
27
69
26
61
22
85
11
55
27
16
83
16
96
27
62
-0.088462
ZOM
2023-03-03T00:00:00
30
58
23
36
6
51
96
33
78
78
28
68
26
46
16
33
10
55
27
80
83
17
95
30
56
0.092827
ZOM
2023-03-10T00:00:00
30
60
12
36
17
69
95
67
78
78
29
69
26
57
20
34
10
55
28
89
79
24
97
21
53
-0.100386
ZOM
2023-03-17T00:00:00
34
62
5
37
9
87
98
93
76
76
34
72
26
51
36
90
13
53
19
97
52
5
95
27
42
-0.184549
ZOM
2023-03-24T00:00:00
34
61
5
37
28
72
86
54
77
77
18
70
25
62
20
90
13
53
19
86
44
7
93
33
42
0.105263
ZOM
2023-03-31T00:00:00
34
62
5
36
18
81
90
73
75
75
24
69
25
57
22
90
12
53
19
92
48
7
93
31
47
0.009524
ZOM
2023-04-07T00:00:00
34
64
5
36
31
78
88
68
74
74
17
70
25
62
34
90
12
53
19
88
49
8
92
32
48
-0.04717
ZOM
2023-04-14T00:00:00
35
62
5
36
39
66
55
26
74
74
13
69
25
65
32
90
12
53
20
64
43
11
91
42
47
0.074257
ZOM
2023-04-21T00:00:00
35
62
5
36
34
34
24
67
73
73
17
69
25
64
49
90
12
53
20
27
46
12
91
41
48
-0.032258
ZOM
2023-04-28T00:00:00
35
62
5
37
12
64
67
70
72
72
36
69
25
51
49
90
12
53
19
69
35
4
78
54
51
-0.047619
ZOM
2023-05-05T00:00:00
34
60
5
38
25
50
43
33
71
71
25
69
25
60
70
91
11
53
20
45
37
4
75
55
53
0.045
ZOM
2023-05-12T00:00:00
29
61
3
32
9
23
14
68
68
68
40
69
22
49
74
90
19
56
11
16
41
6
75
52
57
-0.043062
ZOM
2023-05-19T00:00:00
29
61
3
33
26
34
36
32
67
67
27
69
23
59
70
90
19
55
11
33
41
5
76
53
57
0.025
ZOM
2023-05-26T00:00:00
29
63
3
33
15
31
32
82
63
63
35
69
23
52
57
90
19
56
11
30
36
5
70
55
57
-0.04878
ZOM
2023-06-02T00:00:00
29
66
3
33
38
29
31
80
59
59
23
70
23
63
58
90
19
56
11
28
37
6
77
56
65
0.005128
ZOM
2023-06-09T00:00:00
29
64
3
33
12
34
68
77
58
58
39
70
23
49
71
90
19
56
11
49
33
6
76
61
65
0
ZOM
2023-06-16T00:00:00
29
64
3
34
44
31
32
23
60
60
21
69
23
66
41
90
19
56
11
29
35
5
77
64
60
0.071429
ZOM
2023-06-23T00:00:00
29
66
3
34
38
30
30
68
60
60
24
70
23
63
60
90
19
56
11
27
36
5
77
62
59
-0.061905
ZOM
2023-06-30T00:00:00
29
65
3
33
18
38
51
59
58
58
34
69
22
54
68
87
19
56
11
43
35
6
72
60
66
0.015228
ZOM
2023-07-07T00:00:00
29
62
3
33
21
36
35
28
57
57
32
69
22
56
64
87
19
55
11
33
33
5
62
60
68
0.025
ZOM
2023-07-14T00:00:00
29
65
3
33
51
36
48
28
57
57
18
69
22
70
52
87
18
56
12
40
35
5
64
61
69
0.029268
ZOM
2023-07-21T00:00:00
29
63
3
33
12
29
23
62
56
56
39
70
22
51
69
87
18
55
12
22
40
8
63
56
68
-0.023697
ZOM
2023-07-28T00:00:00
29
64
3
33
21
29
20
51
54
54
34
69
22
57
47
87
18
55
12
21
41
5
68
50
71
0.009709
ZOM
2023-08-04T00:00:00
29
63
3
33
14
28
22
30
51
51
38
69
22
52
30
85
19
55
12
21
42
7
67
53
72
0.014423
ZOM
2023-08-11T00:00:00
29
64
2
35
22
37
60
71
53
53
42
69
26
57
35
17
10
54
11
47
45
6
67
56
72
-0.052133
ZOM
2023-08-18T00:00:00
29
66
2
34
20
31
29
81
57
57
57
69
26
56
50
18
10
54
11
27
45
7
66
55
72
-0.075
ZOM
2023-08-25T00:00:00
29
67
2
34
48
30
37
75
53
53
47
68
26
70
50
16
10
54
11
30
45
7
64
53
72
-0.005405
ZOM
2023-09-01T00:00:00
29
66
2
34
31
34
65
63
52
52
54
68
26
61
69
16
10
54
11
48
46
7
59
59
64
0.027174
ZOM
2023-09-08T00:00:00
29
66
2
34
36
37
67
71
52
52
52
69
26
64
50
16
10
54
11
53
46
7
59
59
65
-0.047619
ZOM
2023-09-15T00:00:00
29
68
2
34
16
29
47
94
57
57
63
70
26
51
69
16
10
55
11
33
9
7
3
95
17
-0.105556
ZOM
2023-09-22T00:00:00
29
68
2
34
40
29
46
51
58
58
52
69
26
62
72
16
10
54
11
33
14
11
4
96
18
0.037267
ZOM
2023-09-29T00:00:00
29
68
2
34
56
38
67
56
57
57
47
69
26
68
64
16
10
54
11
52
17
22
6
95
13
0