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
2001-04-20T00:00:00
91
56
41
81
19
13
20
11
79
79
50
46
28
76
5
69
39
5
25
15
30
33
48
50
30
0.185859
ZOMX
2001-04-27T00:00:00
91
56
41
81
15
15
26
13
78
78
55
46
28
76
5
69
39
12
25
19
30
32
48
50
30
0.02385
ZOMX
2001-05-04T00:00:00
91
56
42
81
3
21
66
48
76
76
76
47
27
76
6
69
39
55
25
42
31
33
49
50
30
-0.02995
ZOMX
2001-05-11T00:00:00
92
55
42
82
3
16
31
56
75
75
76
47
28
77
9
30
39
59
39
22
30
31
43
50
30
0
ZOMX
2001-05-18T00:00:00
87
51
40
78
3
15
28
13
75
75
67
46
24
73
6
32
36
56
35
19
29
28
46
50
30
0.114923
ZOMX
2001-05-25T00:00:00
83
47
39
78
19
20
54
5
74
74
49
45
24
73
4
31
36
4
38
35
25
27
44
50
30
0.152308
ZOMX
2001-06-01T00:00:00
87
52
40
78
6
14
17
58
76
76
63
46
24
72
5
31
36
43
35
14
18
21
45
50
30
-0.110814
ZOMX
2001-06-08T00:00:00
85
49
40
78
5
21
70
20
76
76
65
46
24
72
5
32
36
48
36
43
13
19
40
50
30
0.064565
ZOMX
2001-06-15T00:00:00
85
48
40
79
2
34
88
39
72
72
70
45
25
73
6
32
36
72
37
64
13
23
43
50
30
-0.011283
ZOMX
2001-06-22T00:00:00
85
46
40
79
17
34
84
10
68
68
53
45
24
73
4
32
36
19
33
61
12
24
42
50
30
0.035663
ZOMX
2001-06-29T00:00:00
80
37
40
79
26
28
68
3
72
72
47
43
24
73
3
31
35
1
34
46
13
27
45
50
30
0.227273
ZOMX
2001-07-06T00:00:00
82
39
40
79
10
27
60
25
74
74
59
43
24
73
3
30
35
34
33
40
10
30
51
50
30
-0.074074
ZOMX
2001-07-13T00:00:00
79
36
39
79
17
36
86
5
73
73
55
42
24
73
3
29
35
22
33
64
12
29
52
50
30
0.084848
ZOMX
2001-07-20T00:00:00
79
34
39
79
3
49
96
21
72
72
72
42
24
93
3
28
35
67
34
78
12
29
46
50
30
0.006704
ZOMX
2001-07-27T00:00:00
89
56
40
78
20
41
70
97
85
85
53
47
24
93
7
28
36
13
30
55
16
33
66
50
30
-0.317425
ZOMX
2001-08-03T00:00:00
89
57
40
78
19
49
86
93
83
83
53
47
24
93
5
52
36
14
35
71
16
35
64
50
30
-0.00813
ZOMX
2001-08-10T00:00:00
81
52
39
88
3
53
85
86
82
82
67
47
9
87
6
53
34
60
33
72
14
30
54
50
30
-0.008197
ZOMX
2001-08-17T00:00:00
80
55
38
88
19
60
90
70
81
81
50
47
8
87
7
54
33
15
33
78
11
33
56
50
30
-0.008099
ZOMX
2001-08-24T00:00:00
80
52
38
88
5
76
98
57
80
80
60
47
8
87
8
59
33
48
34
91
15
32
56
50
30
0.014831
ZOMX
2001-08-31T00:00:00
77
47
38
88
11
71
95
19
80
80
56
46
8
87
5
60
33
32
34
87
17
33
55
50
30
0.059278
ZOMX
2001-09-07T00:00:00
80
53
38
88
17
76
98
67
78
78
53
47
8
87
5
59
33
22
33
91
17
34
55
50
30
-0.100915
ZOMX
2001-09-14T00:00:00
80
52
38
88
13
75
95
59
78
78
56
47
8
87
12
59
33
31
33
88
20
16
40
50
30
-0.003448
ZOMX
2001-09-21T00:00:00
85
58
38
88
13
27
16
86
80
80
56
48
8
87
56
59
33
30
33
19
23
21
34
50
30
-0.264706
ZOMX
2001-09-28T00:00:00
80
50
38
88
15
26
11
18
86
86
55
46
8
88
57
59
33
28
34
16
18
21
34
50
30
0.277647
ZOMX
2001-10-05T00:00:00
80
49
37
88
4
31
13
31
81
81
65
46
8
88
57
59
33
59
33
19
16
13
33
50
30
0.014733
ZOMX
2001-10-12T00:00:00
83
57
38
88
27
32
19
75
79
79
48
47
8
88
72
59
33
8
32
23
16
12
33
50
30
-0.07078
ZOMX
2001-10-19T00:00:00
81
53
38
88
16
35
29
44
78
78
59
47
8
88
80
60
33
27
32
29
14
9
30
50
30
0.044922
ZOMX
2001-10-26T00:00:00
82
55
38
88
11
44
55
74
75
75
64
47
8
88
74
59
33
37
33
48
19
7
32
50
30
-0.016822
ZOMX
2001-11-02T00:00:00
83
55
38
88
9
35
32
51
74
74
66
47
8
88
58
59
33
43
32
31
19
8
32
50
30
-0.009506
ZOMX
2001-11-09T00:00:00
80
51
38
88
7
34
37
20
74
74
70
47
21
88
54
66
33
48
30
33
17
6
32
50
30
0.092131
ZOMX
2001-11-16T00:00:00
54
39
37
27
22
23
18
7
74
74
49
45
24
75
55
67
29
18
38
18
12
3
28
50
30
0.175747
ZOMX
2001-11-23T00:00:00
56
46
38
27
12
39
62
61
75
75
56
47
24
74
69
67
29
36
38
50
29
7
32
50
30
-0.103139
ZOMX
2001-11-30T00:00:00
55
41
38
27
9
39
62
14
73
73
58
46
24
43
77
65
29
44
38
50
25
6
30
50
30
0.081667
ZOMX
2001-12-07T00:00:00
54
38
37
27
9
30
21
16
68
68
58
46
24
41
74
65
28
42
38
22
24
6
31
50
30
0.083205
ZOMX
2001-12-14T00:00:00
54
35
37
27
24
37
46
5
67
67
48
45
24
41
77
65
28
15
39
38
22
13
27
50
30
0.066856
ZOMX
2001-12-21T00:00:00
53
26
37
27
8
31
26
3
67
67
58
43
24
41
58
65
28
45
39
24
15
8
27
50
30
0.133333
ZOMX
2001-12-28T00:00:00
54
32
37
27
31
33
35
38
69
69
44
45
24
42
55
65
28
3
38
30
16
13
25
50
30
-0.044706
ZOMX
2002-01-04T00:00:00
54
33
38
27
11
44
73
57
68
68
56
44
24
41
38
65
28
36
39
60
16
13
24
50
30
-0.009852
ZOMX
2002-01-11T00:00:00
54
32
38
27
5
71
94
64
67
67
65
44
24
40
30
65
28
56
38
90
16
14
24
50
30
-0.011194
ZOMX
2002-01-18T00:00:00
54
36
37
27
24
48
64
69
66
66
51
45
24
40
31
65
28
14
38
57
17
15
25
50
30
-0.044025
ZOMX
2002-01-25T00:00:00
54
34
37
26
29
67
88
40
63
63
46
44
24
40
21
65
28
7
38
84
16
16
23
50
30
0.032895
ZOMX
2002-02-01T00:00:00
55
39
38
26
18
77
90
89
63
63
57
45
24
40
31
65
28
26
38
89
15
28
24
50
30
-0.076433
ZOMX
2002-02-08T00:00:00
54
35
37
26
7
85
95
47
61
61
68
44
24
40
28
65
28
48
38
94
17
34
21
50
30
0.023448
ZOMX
2002-02-15T00:00:00
55
42
37
26
8
89
98
91
64
64
66
46
24
40
49
66
29
47
38
96
22
49
24
50
30
-0.106469
ZOMX
2002-02-22T00:00:00
55
43
37
26
4
84
90
80
63
63
71
46
24
40
43
64
29
61
38
91
21
46
24
50
30
-0.027149
ZOMX
2002-03-01T00:00:00
55
42
37
26
5
82
76
52
59
59
71
45
24
40
56
62
29
58
38
85
21
43
25
50
30
0.063566
ZOMX
2002-03-08T00:00:00
55
46
38
26
24
80
65
74
56
56
51
46
24
41
56
62
29
16
38
78
13
37
22
50
30
-0.008601
ZOMX
2002-03-15T00:00:00
54
36
38
27
15
74
49
6
67
67
58
44
23
41
59
63
29
31
38
64
14
29
26
50
30
0.166005
ZOMX
2002-03-22T00:00:00
55
41
38
27
4
76
65
73
69
69
66
46
16
42
53
64
29
68
38
75
12
29
28
50
30
-0.081967
ZOMX
2002-03-29T00:00:00
38
33
21
55
10
53
24
52
68
68
20
46
27
35
68
88
29
43
47
35
12
29
28
50
30
0.002747
ZOMX
2002-04-05T00:00:00
39
40
21
54
5
66
48
94
72
72
25
48
26
36
90
88
29
66
48
57
11
38
19
50
30
-0.136986
ZOMX
2002-04-12T00:00:00
39
45
21
54
14
37
21
89
70
70
16
48
26
37
81
89
29
36
48
27
11
35
19
50
30
-0.015873
ZOMX
2002-04-19T00:00:00
39
46
22
54
12
35
23
86
68
68
20
48
26
31
84
88
29
38
48
27
10
34
19
50
30
0
ZOMX
2002-04-26T00:00:00
39
53
22
54
36
45
32
92
68
68
7
49
26
32
82
89
29
3
48
36
9
29
22
50
30
-0.109516
ZOMX
2002-05-03T00:00:00
38
47
22
54
13
35
23
53
70
70
20
49
26
32
83
89
29
38
48
25
10
32
22
50
30
0.070458
ZOMX
2002-05-10T00:00:00
36
41
8
19
5
76
89
94
72
72
29
50
61
19
92
81
28
63
63
87
6
35
21
50
30
-0.137056
ZOMX
2002-05-17T00:00:00
35
47
8
21
21
48
39
91
70
70
13
51
61
29
92
92
28
26
53
41
7
41
21
50
30
-0.019608
ZOMX
2002-05-24T00:00:00
35
47
8
21
31
45
41
85
64
64
11
51
61
32
88
92
28
15
53
40
5
36
19
50
30
-0.02
ZOMX
2002-05-31T00:00:00
35
46
8
21
17
29
9
84
63
63
15
52
61
27
93
92
28
35
53
16
5
46
19
50
30
-0.030612
ZOMX
2002-06-07T00:00:00
34
46
8
21
24
28
10
65
60
60
13
51
61
29
91
91
28
24
54
17
4
38
18
50
30
-0.025263
ZOMX
2002-06-14T00:00:00
34
46
8
21
12
26
12
71
56
56
18
51
61
25
91
92
28
48
53
16
5
38
19
50
30
-0.036717
ZOMX
2002-06-21T00:00:00
34
49
8
21
12
22
9
88
58
58
16
53
61
25
89
92
28
44
53
14
4
37
23
50
30
-0.100897
ZOMX
2002-06-28T00:00:00
34
53
8
21
10
27
23
84
55
55
18
53
61
25
86
92
28
48
53
23
4
33
28
50
30
-0.027431
ZOMX
2002-07-05T00:00:00
34
55
8
21
13
20
9
92
56
56
17
54
61
26
81
92
28
44
53
13
3
33
28
50
30
-0.107692
ZOMX
2002-07-12T00:00:00
34
54
8
21
23
19
8
60
52
52
13
54
61
29
78
87
28
27
53
11
4
37
28
50
30
0.005747
ZOMX
2002-07-19T00:00:00
34
51
8
21
17
20
11
38
45
45
16
53
61
41
72
87
28
36
52
13
6
45
44
50
30
0.002857
ZOMX
2002-07-26T00:00:00
33
56
8
21
28
21
11
73
46
46
12
54
61
46
89
87
28
19
52
14
11
52
64
50
30
-0.102564
ZOMX
2002-08-02T00:00:00
33
52
8
21
39
19
21
29
54
54
10
52
56
50
88
87
28
4
53
18
3
38
58
50
30
0.079365
ZOMX
2002-08-09T00:00:00
33
48
7
21
14
19
21
23
54
54
18
52
56
42
80
79
28
40
56
18
4
43
67
50
30
0.052941
ZOMX
2002-08-16T00:00:00
44
45
36
88
9
16
13
63
53
53
44
52
51
45
79
84
27
54
47
13
7
42
73
50
30
-0.050279
ZOMX
2002-08-23T00:00:00
43
40
36
88
6
16
13
10
59
59
46
51
51
45
67
83
27
64
48
13
6
42
65
50
30
0.117647
ZOMX
2002-08-30T00:00:00
43
42
35
88
22
15
9
18
56
56
63
51
52
45
66
82
27
30
48
10
13
46
63
50
30
0.002632
ZOMX
2002-09-06T00:00:00
42
37
36
88
6
17
18
2
62
62
73
49
52
45
46
82
27
68
48
15
16
60
80
50
30
0.125984
ZOMX
2002-09-13T00:00:00
42
40
35
88
29
19
38
18
59
59
61
50
51
45
53
82
27
24
48
25
15
58
84
50
30
-0.020979
ZOMX
2002-09-20T00:00:00
43
41
35
88
35
17
22
52
60
60
57
50
51
46
53
82
27
15
51
17
14
55
86
50
30
-0.083333
ZOMX
2002-09-27T00:00:00
42
39
35
87
22
22
48
27
59
59
64
49
51
46
31
82
27
35
52
33
17
55
89
50
30
0.033766
ZOMX
2002-10-04T00:00:00
42
41
35
87
34
25
63
55
57
57
58
50
52
46
33
82
27
17
53
43
17
59
90
50
30
-0.055276
ZOMX
2002-10-11T00:00:00
42
40
35
87
13
21
36
57
54
54
68
50
51
46
31
82
27
48
53
26
16
49
91
50
30
-0.029255
ZOMX
2002-10-18T00:00:00
43
44
35
87
37
26
83
83
50
50
50
51
52
45
26
82
27
15
53
54
12
47
94
50
30
-0.016438
ZOMX
2002-10-25T00:00:00
43
42
35
87
13
28
81
63
48
48
66
51
51
44
22
82
27
50
52
54
7
24
91
50
30
0.027855
ZOMX
2002-11-01T00:00:00
42
38
35
87
17
45
96
16
52
52
62
50
51
44
19
83
27
42
52
73
7
22
87
50
30
0.121951
ZOMX
2002-11-08T00:00:00
42
40
35
87
45
46
93
23
50
50
45
50
68
45
11
82
27
4
52
73
7
27
86
50
30
0.014493
ZOMX
2002-11-15T00:00:00
32
83
27
28
9
37
64
65
47
47
44
51
67
37
9
80
28
58
67
50
9
19
85
50
30
-0.047619
ZOMX
2002-11-22T00:00:00
32
84
29
28
6
43
83
68
44
44
47
51
67
34
13
80
28
72
67
64
10
44
79
50
30
0.005
ZOMX
2002-11-29T00:00:00
32
83
29
28
6
40
61
28
44
44
48
51
67
44
11
79
27
72
69
50
9
34
73
50
30
0.069652
ZOMX
2002-12-06T00:00:00
32
82
22
28
20
40
55
11
43
43
38
50
67
49
11
79
27
41
69
46
10
32
75
50
30
0.029535
ZOMX
2002-12-13T00:00:00
32
82
24
28
16
33
34
51
44
44
41
50
66
47
9
79
27
48
70
30
8
42
79
50
30
-0.046759
ZOMX
2002-12-20T00:00:00
32
83
20
28
27
33
37
58
43
43
37
50
67
50
8
79
27
34
70
30
8
42
78
50
30
-0.004739
ZOMX
2002-12-27T00:00:00
31
83
15
28
41
48
84
57
44
44
31
51
67
54
9
79
27
17
69
70
8
42
78
50
30
-0.007143
ZOMX
2003-01-03T00:00:00
31
84
13
28
46
50
81
12
46
46
28
51
67
56
11
79
27
10
68
70
8
45
81
50
30
0.067146
ZOMX
2003-01-10T00:00:00
31
82
28
28
9
39
55
35
40
40
48
51
67
31
13
79
27
66
66
44
7
42
83
50
30
0.006742
ZOMX
2003-01-17T00:00:00
31
83
26
28
14
33
49
78
44
44
27
51
67
27
12
79
27
54
66
36
10
27
97
50
30
-0.055804
ZOMX
2003-01-24T00:00:00
31
89
12
28
52
45
74
97
55
55
9
53
67
37
20
79
27
3
66
62
7
18
97
50
30
-0.148936
ZOMX
2003-01-31T00:00:00
31
89
12
28
50
53
88
93
54
54
8
54
67
37
25
79
27
5
66
76
7
18
93
50
30
-0.038889
ZOMX
2003-02-07T00:00:00
31
86
25
28
14
48
66
82
52
52
27
54
66
27
28
79
27
53
66
58
6
17
94
50
30
-0.023121
ZOMX
2003-02-14T00:00:00
31
88
29
28
8
46
51
94
52
52
30
55
66
25
33
79
28
70
65
47
6
21
86
50
30
-0.094675
ZOMX
2003-02-21T00:00:00
31
88
23
28
21
46
53
71
54
54
21
55
66
29
30
79
28
43
66
48
7
23
84
50
30
0.042484
ZOMX
2003-02-28T00:00:00
31
88
12
28
46
61
86
31
56
56
10
54
66
37
31
79
28
10
66
78
12
20
82
50
30
0.056426
ZOMX
2003-03-07T00:00:00
31
89
11
28
52
57
71
48
55
55
8
54
66
39
40
79
28
1
66
67
13
25
82
50
30
-0.035608
ZOMX
2003-03-14T00:00:00
31
90
21
28
24
46
33
75
52
52
19
55
66
31
34
79
27
38
66
37
12
21
77
50
30
-0.04