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
⌀
ZOMX
1999-05-21T00:00:00
56
9
50
96
2
87
65
6
75
75
97
46
53
27
18
51
54
57
46
79
75
1
41
50
30
0.112345
ZOMX
1999-05-28T00:00:00
57
10
50
96
5
97
98
43
79
79
92
47
53
27
8
51
54
41
46
98
75
1
44
50
30
-0.074694
ZOMX
1999-06-04T00:00:00
56
9
50
96
2
97
98
7
77
77
97
46
53
27
7
51
54
59
46
98
76
1
44
50
30
0.075859
ZOMX
1999-06-11T00:00:00
57
10
50
96
2
97
94
63
72
72
100
46
53
27
17
51
54
75
46
97
73
1
45
50
30
-0.050586
ZOMX
1999-06-18T00:00:00
57
10
50
97
3
95
77
29
71
71
95
46
53
28
29
51
54
48
46
89
90
12
75
50
30
0.023218
ZOMX
1999-06-25T00:00:00
52
6
49
97
10
95
70
1
91
91
87
41
53
28
10
51
54
20
46
86
88
15
67
50
30
0.398982
ZOMX
1999-07-02T00:00:00
51
6
49
97
12
96
82
4
90
90
86
40
53
28
5
51
54
15
46
92
87
16
65
50
30
0.089208
ZOMX
1999-07-09T00:00:00
51
6
49
97
13
98
93
3
89
89
85
39
53
27
9
51
54
12
46
97
91
13
66
50
30
0.083333
ZOMX
1999-07-16T00:00:00
50
5
49
97
14
99
97
7
88
88
83
38
53
40
12
51
54
7
46
99
91
16
67
50
30
0.07005
ZOMX
1999-07-23T00:00:00
51
5
49
97
9
98
87
55
90
90
87
39
53
38
12
51
54
23
46
95
90
18
73
50
30
-0.096262
ZOMX
1999-07-30T00:00:00
50
4
48
97
9
98
96
2
91
91
86
36
53
38
2
51
54
22
46
98
86
29
81
50
30
0.224419
ZOMX
1999-08-06T00:00:00
84
7
42
93
2
97
78
37
91
91
96
37
53
34
8
51
47
55
46
90
88
22
76
50
30
-0.095178
ZOMX
1999-08-13T00:00:00
79
6
41
93
5
98
81
2
91
91
91
35
53
36
7
51
48
37
46
92
87
24
84
50
30
0.148779
ZOMX
1999-08-20T00:00:00
79
6
42
93
8
100
100
32
90
90
90
35
53
38
18
51
48
27
46
100
89
32
92
50
30
-0.035725
ZOMX
1999-08-27T00:00:00
80
6
42
93
3
100
100
29
90
90
96
36
53
38
27
51
48
54
46
100
90
30
92
50
30
-0.004677
ZOMX
1999-09-03T00:00:00
79
6
42
93
5
100
99
31
85
85
88
35
53
39
42
51
48
38
46
100
90
41
91
50
30
0.016336
ZOMX
1999-09-10T00:00:00
77
6
41
93
4
100
99
13
84
84
89
35
53
39
36
51
48
42
46
100
89
39
88
50
30
0.068624
ZOMX
1999-09-17T00:00:00
78
6
42
93
5
100
88
44
84
84
88
35
53
38
43
51
48
39
46
96
89
41
89
50
30
-0.044986
ZOMX
1999-09-24T00:00:00
80
6
42
93
3
100
100
91
85
85
92
37
53
39
51
51
48
49
46
100
33
42
99
50
30
-0.118806
ZOMX
1999-10-01T00:00:00
80
7
42
93
16
100
95
67
83
83
74
37
53
39
67
51
48
4
46
99
21
42
99
50
30
0.017792
ZOMX
1999-10-08T00:00:00
73
4
41
93
11
100
99
2
92
92
78
31
53
39
98
51
48
18
46
100
7
33
99
50
30
0.382487
ZOMX
1999-10-15T00:00:00
72
4
41
93
2
100
95
3
91
91
92
31
53
39
99
51
48
55
46
99
9
27
99
50
30
0.010846
ZOMX
1999-10-22T00:00:00
74
4
41
93
2
100
89
37
91
91
98
32
53
39
99
51
48
70
46
96
10
22
99
50
30
-0.069773
ZOMX
1999-10-29T00:00:00
78
6
42
93
14
100
89
89
91
91
61
35
53
39
99
51
48
9
46
96
12
29
99
50
30
-0.142302
ZOMX
1999-11-05T00:00:00
74
5
42
93
1
99
91
19
91
91
100
32
53
39
91
51
48
77
46
96
12
23
100
50
30
0.217476
ZOMX
1999-11-12T00:00:00
86
7
40
97
3
99
81
34
90
90
91
32
53
32
96
51
45
53
46
92
15
21
100
50
30
-0.014708
ZOMX
1999-11-19T00:00:00
84
6
40
97
15
96
31
12
88
88
72
31
53
34
93
51
45
5
46
66
13
17
100
50
30
0.136451
ZOMX
1999-11-26T00:00:00
85
7
40
97
12
96
43
49
87
87
76
31
53
35
95
51
45
13
46
73
11
18
100
50
30
-0.052648
ZOMX
1999-12-03T00:00:00
83
6
40
97
7
100
99
14
84
84
84
30
53
33
95
51
45
32
46
100
12
21
100
50
30
0.079909
ZOMX
1999-12-10T00:00:00
81
5
40
97
5
100
99
9
83
83
87
28
53
33
81
51
45
40
46
100
18
24
100
50
30
0.147888
ZOMX
1999-12-17T00:00:00
82
6
40
97
10
99
92
45
80
80
80
30
53
33
81
51
45
20
46
97
29
15
98
50
30
-0.086833
ZOMX
1999-12-24T00:00:00
81
5
40
97
9
94
35
9
80
80
82
28
53
34
97
51
45
25
46
67
38
16
97
50
30
0.134199
ZOMX
1999-12-31T00:00:00
81
6
41
97
6
98
89
46
77
77
87
29
53
34
96
51
45
37
46
95
56
28
96
50
30
-0.020949
ZOMX
2000-01-07T00:00:00
83
6
41
97
10
96
80
79
76
76
79
31
53
34
98
51
45
20
46
90
29
31
97
50
30
-0.096708
ZOMX
2000-01-14T00:00:00
81
6
41
97
3
97
87
33
72
72
91
29
53
34
89
51
45
51
46
94
29
28
97
50
30
0.102452
ZOMX
2000-01-21T00:00:00
79
5
41
97
11
95
75
15
73
73
71
27
53
32
80
51
45
19
46
87
33
24
97
50
30
0.153966
ZOMX
2000-01-28T00:00:00
80
5
41
97
3
96
85
45
74
74
91
28
53
31
99
51
45
54
46
92
28
35
97
50
30
-0.093755
ZOMX
2000-02-04T00:00:00
81
6
41
97
13
97
92
48
71
71
69
29
53
32
99
51
45
15
46
96
26
32
97
50
30
0.010592
ZOMX
2000-02-11T00:00:00
80
6
41
97
16
95
80
38
69
69
64
28
53
32
100
51
45
5
46
89
28
29
97
50
30
0.034137
ZOMX
2000-02-18T00:00:00
79
5
41
97
2
96
91
24
65
65
95
28
53
33
100
51
45
59
46
95
30
32
96
50
30
0.034272
ZOMX
2000-02-25T00:00:00
80
6
41
97
4
94
81
40
63
63
88
28
53
33
100
51
45
46
46
89
29
35
97
50
30
-0.023337
ZOMX
2000-03-03T00:00:00
81
7
42
97
18
91
44
79
59
59
64
30
53
33
100
51
45
3
46
71
20
37
98
50
30
-0.033888
ZOMX
2000-03-10T00:00:00
78
5
41
97
13
92
75
11
69
69
71
26
53
34
100
51
45
14
46
87
21
29
98
50
30
0.258759
ZOMX
2000-03-17T00:00:00
79
6
42
96
2
94
84
45
69
69
97
28
53
34
100
51
45
65
46
91
17
19
98
50
30
-0.090921
ZOMX
2000-03-24T00:00:00
77
5
42
96
10
92
71
4
69
69
80
26
53
35
99
35
45
27
17
85
15
17
99
50
30
0.153412
ZOMX
2000-03-31T00:00:00
87
7
39
99
12
89
65
40
68
68
83
26
53
33
93
32
41
21
17
80
16
14
98
50
30
-0.050245
ZOMX
2000-04-07T00:00:00
87
7
39
99
5
88
72
52
67
67
93
26
53
37
99
32
41
48
17
82
18
12
97
50
30
-0.052903
ZOMX
2000-04-14T00:00:00
89
7
39
99
9
88
75
73
70
70
85
28
53
35
99
32
41
33
17
83
9
12
97
50
30
-0.245354
ZOMX
2000-04-21T00:00:00
90
8
39
99
14
86
70
86
67
67
74
29
53
33
100
26
41
18
24
80
7
9
95
50
30
-0.002886
ZOMX
2000-04-28T00:00:00
89
8
39
99
7
79
41
45
68
68
84
27
53
33
99
27
42
39
24
62
6
11
94
50
30
0.10444
ZOMX
2000-05-05T00:00:00
91
10
40
99
10
88
85
96
70
70
79
31
53
34
99
26
42
27
24
88
5
9
92
50
30
-0.175685
ZOMX
2000-05-12T00:00:00
92
9
40
99
4
87
75
78
70
70
96
30
53
36
99
27
43
56
24
86
5
9
91
50
30
-0.009641
ZOMX
2000-05-19T00:00:00
77
11
39
21
17
94
94
87
66
66
44
31
53
35
98
25
39
12
24
96
6
9
90
50
30
-0.064727
ZOMX
2000-05-26T00:00:00
78
12
39
21
7
95
86
80
65
65
59
32
53
35
98
24
39
36
24
95
5
9
89
50
30
-0.08648
ZOMX
2000-06-02T00:00:00
77
11
39
21
9
94
66
34
66
66
57
31
53
35
97
24
39
34
24
87
4
8
87
50
30
0.159091
ZOMX
2000-06-09T00:00:00
79
12
39
22
8
82
33
92
65
65
58
33
53
36
97
24
39
37
24
59
4
15
92
50
30
-0.098039
ZOMX
2000-06-16T00:00:00
80
13
39
22
3
75
27
92
65
65
77
34
53
36
97
24
40
69
24
50
5
14
89
50
30
-0.076058
ZOMX
2000-06-23T00:00:00
83
16
40
22
6
85
42
97
64
64
62
35
53
35
95
24
40
42
24
67
4
10
91
50
30
-0.10591
ZOMX
2000-06-30T00:00:00
84
19
40
22
6
59
10
96
63
63
63
37
53
36
94
24
40
42
25
31
4
12
84
50
30
-0.078947
ZOMX
2000-07-07T00:00:00
80
14
40
22
11
61
17
19
73
73
53
34
53
36
93
26
40
28
25
37
2
7
64
50
30
0.219048
ZOMX
2000-07-14T00:00:00
79
12
40
22
4
55
16
17
71
71
70
33
53
38
94
26
40
52
25
33
2
8
58
50
30
0.09375
ZOMX
2000-07-21T00:00:00
78
11
40
22
15
52
18
6
70
70
48
32
53
36
92
25
40
17
25
33
1
8
57
50
30
0.071429
ZOMX
2000-07-28T00:00:00
78
12
40
22
21
62
40
37
70
70
40
32
53
36
89
25
40
5
25
51
2
10
55
50
30
-0.073333
ZOMX
2000-08-04T00:00:00
78
11
40
22
3
47
9
18
68
68
69
32
53
37
85
31
40
56
25
24
2
10
58
50
30
0.046791
ZOMX
2000-08-11T00:00:00
84
13
38
98
20
36
10
62
67
67
71
32
53
37
86
78
37
9
20
20
2
12
68
50
30
-0.0447
ZOMX
2000-08-18T00:00:00
84
14
38
99
22
27
5
66
64
64
65
32
53
40
85
78
36
4
21
13
2
16
62
50
30
-0.014388
ZOMX
2000-08-25T00:00:00
85
14
37
99
3
23
4
84
62
62
80
33
53
40
88
78
36
69
21
10
1
20
68
50
30
-0.036496
ZOMX
2000-09-01T00:00:00
82
11
38
99
4
42
49
13
68
68
64
31
53
40
83
79
36
52
21
45
1
29
55
50
30
0.19697
ZOMX
2000-09-08T00:00:00
82
12
38
99
22
48
63
32
66
66
37
31
53
40
81
79
36
2
21
58
1
27
51
50
30
-0.034835
ZOMX
2000-09-15T00:00:00
84
13
38
99
17
63
82
72
64
64
44
32
53
40
83
79
37
16
21
76
2
17
43
50
30
-0.075386
ZOMX
2000-09-22T00:00:00
96
48
39
99
18
52
74
100
88
88
41
43
53
40
91
79
37
10
21
66
7
17
47
50
30
-0.528397
ZOMX
2000-09-29T00:00:00
97
54
39
99
4
60
80
99
88
88
63
46
53
40
89
79
37
49
21
73
7
18
47
50
30
-0.157844
ZOMX
2000-10-06T00:00:00
98
60
40
99
21
49
53
98
87
87
36
47
53
40
84
79
37
2
22
51
7
14
44
50
30
-0.134
ZOMX
2000-10-13T00:00:00
98
60
40
99
5
44
43
90
85
85
58
47
53
40
85
79
37
47
22
42
14
15
44
50
30
-0.061696
ZOMX
2000-10-20T00:00:00
98
58
40
99
5
40
25
77
84
84
86
47
53
39
86
79
37
45
22
30
13
14
47
50
30
0.0218
ZOMX
2000-10-27T00:00:00
97
58
40
98
21
65
83
35
83
83
58
46
53
40
87
78
37
2
21
78
16
13
41
50
30
0.075361
ZOMX
2000-11-03T00:00:00
97
55
39
98
18
59
76
22
82
82
63
45
53
40
86
79
37
8
21
71
15
14
40
50
30
0.1
ZOMX
2000-11-10T00:00:00
97
53
39
98
6
47
31
13
80
80
86
45
53
40
85
59
37
43
23
37
13
13
52
50
30
0.009164
ZOMX
2000-11-17T00:00:00
91
57
40
92
20
14
1
67
79
79
40
46
53
40
85
61
40
5
18
6
15
16
40
50
30
-0.099164
ZOMX
2000-11-24T00:00:00
91
56
40
92
3
13
1
64
78
78
68
46
53
39
84
52
40
64
18
6
16
18
36
50
30
-0.04
ZOMX
2000-12-01T00:00:00
93
61
40
92
6
12
2
84
68
68
58
48
53
44
82
52
40
41
23
6
24
27
41
50
30
-0.177
ZOMX
2000-12-08T00:00:00
93
60
40
92
3
12
3
81
64
64
68
48
53
44
81
52
40
61
20
6
26
26
41
50
30
0
ZOMX
2000-12-15T00:00:00
94
64
40
92
3
11
5
91
64
64
67
50
53
44
81
52
40
58
18
7
24
24
42
50
30
-0.13305
ZOMX
2000-12-22T00:00:00
95
67
40
92
14
12
18
74
61
61
45
49
53
44
65
52
40
18
19
13
31
27
39
50
30
-0.051156
ZOMX
2000-12-29T00:00:00
94
63
40
92
6
14
31
42
64
64
58
48
53
44
64
53
40
41
18
20
31
23
38
50
30
0.123092
ZOMX
2001-01-05T00:00:00
93
61
40
92
17
16
49
12
66
66
41
47
53
44
67
53
40
7
18
31
29
37
54
50
30
0.171416
ZOMX
2001-01-12T00:00:00
89
50
40
92
5
14
29
4
72
72
26
44
53
41
60
52
40
42
18
20
23
29
46
50
30
0.30988
ZOMX
2001-01-19T00:00:00
90
53
40
91
20
15
34
18
70
70
1
45
53
55
39
52
40
1
18
23
24
28
46
50
30
0
ZOMX
2001-01-26T00:00:00
91
56
40
91
2
10
19
66
70
70
51
46
53
55
43
52
40
69
19
13
28
31
46
50
30
-0.089286
ZOMX
2001-02-02T00:00:00
92
57
40
91
5
11
17
75
69
69
32
46
53
55
47
52
40
45
20
13
28
32
46
50
30
-0.019608
ZOMX
2001-02-09T00:00:00
93
62
40
91
10
9
11
86
69
69
19
48
53
55
50
52
40
28
18
8
32
35
48
50
30
-0.11008
ZOMX
2001-02-16T00:00:00
92
59
40
91
13
11
19
36
69
69
11
46
53
55
43
52
40
18
20
14
30
31
40
50
30
0.078749
ZOMX
2001-02-23T00:00:00
93
63
40
91
18
13
32
84
69
69
4
47
53
56
27
49
40
6
20
21
30
32
40
50
30
-0.114667
ZOMX
2001-03-02T00:00:00
93
61
40
91
9
14
67
67
69
69
22
47
53
55
27
47
40
31
19
37
31
35
37
50
30
0
ZOMX
2001-03-09T00:00:00
92
56
40
91
11
22
97
20
69
69
18
45
53
55
21
47
40
27
19
63
27
36
46
50
30
0.111822
ZOMX
2001-03-16T00:00:00
94
59
40
91
3
18
96
76
71
71
37
47
53
56
22
48
40
52
18
60
24
47
55
50
30
-0.163901
ZOMX
2001-03-23T00:00:00
94
61
40
90
2
12
68
78
65
65
72
48
2
56
8
65
40
67
28
35
27
53
59
50
30
-0.050628
ZOMX
2001-03-30T00:00:00
92
58
41
82
5
11
51
41
66
66
66
47
3
70
5
69
40
48
23
24
30
47
57
50
30
0.093217
ZOMX
2001-04-06T00:00:00
93
69
42
82
10
10
22
91
73
73
57
50
3
70
11
69
39
28
23
12
30
38
55
50
30
-0.243902
ZOMX
2001-04-13T00:00:00
92
61
41
81
15
14
48
15
79
79
52
47
3
77
7
69
39
16
24
28
24
37
45
50
30
0.277419