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
2003-03-21T00:00:00
32
88
28
27
9
23
7
71
50
50
28
55
66
27
35
80
28
64
66
12
11
16
75
50
30
0.028846
ZOMX
2003-03-28T00:00:00
33
90
25
71
32
21
8
83
49
49
17
56
61
57
47
89
29
28
76
11
11
10
68
50
30
-0.046729
ZOMX
2003-04-04T00:00:00
33
89
24
70
25
23
12
40
46
46
19
56
61
55
62
89
28
38
77
14
22
13
61
50
30
0.045752
ZOMX
2003-04-11T00:00:00
34
93
25
70
43
17
6
89
47
47
13
57
61
59
72
90
28
16
75
9
26
29
63
50
30
-0.05625
ZOMX
2003-04-18T00:00:00
34
89
25
70
16
19
11
20
54
54
22
56
61
69
56
90
28
50
74
12
33
13
49
50
30
0.10596
ZOMX
2003-04-25T00:00:00
34
87
25
69
8
28
41
26
50
50
23
56
61
65
50
90
28
69
74
32
20
15
52
50
30
0.026946
ZOMX
2003-05-02T00:00:00
34
91
25
69
28
27
36
77
49
49
23
57
61
73
71
90
29
34
74
29
47
24
64
50
30
-0.040816
ZOMX
2003-05-09T00:00:00
33
90
25
71
44
25
24
11
58
58
22
55
60
76
70
90
29
15
76
21
43
15
44
50
30
0.161094
ZOMX
2003-05-16T00:00:00
32
89
26
78
32
22
21
42
57
57
20
56
42
72
64
90
29
29
79
18
28
5
31
50
30
-0.020942
ZOMX
2003-05-23T00:00:00
25
92
28
57
8
19
18
96
65
65
20
59
43
75
77
73
29
67
61
15
34
5
33
50
30
-0.163102
ZOMX
2003-05-30T00:00:00
25
92
19
57
25
24
37
83
64
64
14
58
43
80
79
72
29
35
63
27
38
5
27
50
30
0.063898
ZOMX
2003-06-06T00:00:00
25
91
26
57
13
18
12
45
64
64
17
58
43
77
76
72
29
55
62
12
30
6
20
50
30
0.081081
ZOMX
2003-06-13T00:00:00
25
93
10
57
50
24
59
39
62
62
8
58
43
84
71
72
29
5
62
38
30
6
17
50
30
-0.008333
ZOMX
2003-06-20T00:00:00
25
93
11
58
49
28
63
37
60
60
8
58
43
83
75
73
29
6
62
43
31
6
16
50
30
0.022409
ZOMX
2003-06-27T00:00:00
25
89
23
58
15
16
20
25
58
58
16
58
43
78
71
73
29
48
60
14
32
6
17
50
30
0.027397
ZOMX
2003-07-04T00:00:00
25
92
19
58
22
40
82
91
61
61
13
59
43
80
86
73
29
36
60
64
35
2
17
50
30
-0.093333
ZOMX
2003-07-11T00:00:00
24
94
11
58
42
28
67
76
60
60
7
59
43
84
75
72
29
7
59
47
44
2
19
50
30
0.023529
ZOMX
2003-07-18T00:00:00
25
90
19
58
17
7
6
8
64
64
14
57
43
81
54
72
29
36
60
4
43
2
19
50
30
0.158046
ZOMX
2003-07-25T00:00:00
24
91
10
58
42
8
12
47
64
64
7
58
43
85
62
72
29
3
63
7
41
2
18
50
30
-0.057072
ZOMX
2003-08-01T00:00:00
24
90
21
56
15
13
42
45
60
60
15
58
43
80
54
72
29
40
63
23
37
2
17
50
30
-0.005263
ZOMX
2003-08-08T00:00:00
24
89
19
70
7
12
42
61
59
59
18
58
50
82
56
72
10
55
70
23
32
2
17
50
30
-0.007937
ZOMX
2003-08-15T00:00:00
23
90
2
67
41
15
48
8
60
60
8
57
50
87
43
72
10
4
70
29
21
1
18
50
30
0.093333
ZOMX
2003-08-22T00:00:00
23
90
8
67
21
25
66
74
61
61
12
59
50
84
38
71
10
31
69
45
23
3
22
50
30
-0.060976
ZOMX
2003-08-29T00:00:00
23
89
12
67
14
8
14
17
63
63
14
58
50
84
25
69
10
42
69
8
17
3
24
50
30
0.103896
ZOMX
2003-09-05T00:00:00
23
85
21
67
5
8
20
3
73
73
20
54
50
81
13
69
10
66
72
11
19
4
28
50
30
0.244706
ZOMX
2003-09-12T00:00:00
23
86
4
67
31
40
86
15
72
72
9
55
50
87
12
69
10
14
71
66
22
4
20
84
23
-0.017013
ZOMX
2003-09-19T00:00:00
23
86
2
66
38
25
65
14
71
71
8
55
50
87
10
69
10
5
72
44
23
4
20
86
23
0.032692
ZOMX
2003-09-26T00:00:00
23
85
11
66
14
25
57
21
68
68
14
54
49
84
7
69
10
40
71
40
27
5
15
88
22
-0.013035
ZOMX
2003-10-03T00:00:00
23
83
20
66
5
27
52
11
67
67
19
54
49
81
6
69
10
65
71
38
42
7
12
89
21
0.062264
ZOMX
2003-10-10T00:00:00
23
82
10
66
15
46
87
4
67
67
13
53
49
84
5
69
10
37
73
70
40
7
12
92
22
0.120782
ZOMX
2003-10-17T00:00:00
24
83
5
66
26
23
37
11
66
66
11
53
49
86
6
69
10
20
73
27
40
7
12
91
21
0.020602
ZOMX
2003-10-24T00:00:00
23
82
11
66
15
45
75
30
66
66
13
53
49
84
5
69
10
39
73
63
47
8
21
92
20
-0.029503
ZOMX
2003-10-31T00:00:00
23
83
7
66
22
75
98
69
64
64
14
54
49
85
4
69
10
28
73
90
49
10
20
91
21
-0.0096
ZOMX
2003-11-07T00:00:00
23
84
14
65
11
72
95
90
65
65
13
55
50
84
7
70
10
46
71
87
44
10
18
93
24
-0.066236
ZOMX
2003-11-14T00:00:00
19
86
13
35
13
72
92
98
64
64
12
57
70
83
15
46
12
41
67
84
39
21
20
93
24
-0.119377
ZOMX
2003-11-21T00:00:00
20
85
17
35
9
77
93
69
64
64
15
56
70
83
7
51
12
51
69
89
55
24
25
89
26
0.051081
ZOMX
2003-11-28T00:00:00
20
85
23
35
5
83
94
82
63
63
18
57
70
68
8
49
12
67
68
91
55
33
28
87
21
0.007477
ZOMX
2003-12-05T00:00:00
20
86
23
35
4
88
97
87
63
63
18
58
70
68
16
49
12
69
67
94
51
35
22
87
21
-0.053803
ZOMX
2003-12-12T00:00:00
19
87
20
35
7
89
94
58
63
63
16
57
70
69
15
49
12
57
66
94
49
35
23
87
20
0.035294
ZOMX
2003-12-19T00:00:00
19
89
9
35
20
90
91
94
61
61
10
58
70
76
23
49
12
30
65
93
50
34
25
91
20
-0.083333
ZOMX
2003-12-26T00:00:00
19
90
4
35
32
85
68
92
60
60
7
59
70
78
27
49
13
13
65
80
43
41
28
91
18
-0.014463
ZOMX
2004-01-02T00:00:00
19
87
18
35
8
72
31
46
64
64
15
58
70
72
34
49
13
52
65
52
44
52
43
92
18
0.067086
ZOMX
2004-01-09T00:00:00
19
88
10
35
16
43
14
45
61
61
11
59
70
75
39
49
13
34
65
25
50
50
50
93
28
0.021611
ZOMX
2004-01-16T00:00:00
19
88
19
35
7
61
23
45
59
59
20
59
70
72
53
49
12
55
66
40
48
58
67
97
50
0.013462
ZOMX
2004-01-23T00:00:00
19
89
9
35
21
58
19
94
56
56
11
60
70
77
58
49
12
28
65
36
46
62
63
96
51
-0.043643
ZOMX
2004-01-30T00:00:00
19
90
11
35
16
45
16
80
53
53
14
60
70
76
67
49
13
35
66
27
46
78
66
96
54
-0.025794
ZOMX
2004-02-06T00:00:00
18
91
15
35
11
55
32
99
63
63
17
63
70
74
82
49
13
46
65
42
42
63
66
95
49
-0.132383
ZOMX
2004-02-13T00:00:00
18
91
9
35
20
32
7
77
64
64
11
62
70
77
85
49
12
28
66
15
37
64
69
95
54
0.051643
ZOMX
2004-02-20T00:00:00
18
91
10
34
16
24
8
83
63
63
13
62
70
77
81
48
12
33
66
12
37
62
72
95
54
-0.017857
ZOMX
2004-02-27T00:00:00
17
91
17
34
9
38
27
69
60
60
18
62
70
73
82
48
13
49
65
29
39
59
76
95
54
-0.009091
ZOMX
2004-03-05T00:00:00
17
93
3
34
35
40
33
90
58
58
6
63
70
81
85
48
13
9
65
35
44
59
79
94
51
-0.022936
ZOMX
2004-03-12T00:00:00
94
96
25
28
13
37
39
82
55
55
63
63
58
70
85
40
14
44
55
37
47
76
81
89
42
-0.037559
ZOMX
2004-03-19T00:00:00
94
95
27
28
7
24
7
48
54
54
69
63
58
67
85
41
14
62
56
12
53
76
84
94
40
0.012439
ZOMX
2004-03-26T00:00:00
93
98
20
28
35
24
12
14
57
57
54
63
31
77
84
18
14
16
51
13
46
81
84
74
72
0.04794
ZOMX
2004-04-02T00:00:00
94
99
19
28
46
10
2
84
54
54
50
64
30
80
85
19
15
3
51
4
55
86
88
77
71
-0.041379
ZOMX
2004-04-09T00:00:00
94
98
22
28
30
10
5
84
54
54
60
64
31
51
86
19
15
25
51
5
55
86
89
78
71
-0.016787
ZOMX
2004-04-16T00:00:00
93
98
23
28
27
10
8
57
45
45
78
64
31
46
80
19
14
29
51
6
55
85
90
81
72
0
ZOMX
2004-04-23T00:00:00
93
97
25
28
14
9
11
30
42
42
84
64
30
42
80
19
15
45
52
6
56
89
87
64
74
0.02439
ZOMX
2004-04-30T00:00:00
93
96
25
29
16
7
7
26
39
39
83
63
31
43
80
19
15
43
52
4
64
87
81
69
60
-0.011905
ZOMX
2004-05-07T00:00:00
24
59
21
12
6
8
10
72
42
42
42
64
46
34
67
52
9
69
38
5
66
86
81
72
58
-0.060241
ZOMX
2004-05-14T00:00:00
24
62
1
14
48
11
29
70
41
41
23
64
67
50
73
51
10
4
45
15
58
89
80
74
31
-0.028205
ZOMX
2004-05-21T00:00:00
24
61
9
14
26
14
61
63
40
40
33
64
67
45
79
51
10
33
45
35
58
89
82
75
32
0.002639
ZOMX
2004-05-28T00:00:00
24
62
5
14
36
8
14
77
37
37
28
64
67
48
78
51
10
20
45
8
65
90
83
82
34
0.002632
ZOMX
2004-06-04T00:00:00
24
61
8
14
29
7
14
78
34
34
32
65
67
46
69
51
10
30
45
7
62
89
84
79
41
-0.010499
ZOMX
2004-06-11T00:00:00
24
60
21
14
9
8
32
88
34
34
46
65
67
39
72
51
10
64
46
16
65
89
85
82
37
-0.023873
ZOMX
2004-06-18T00:00:00
24
62
3
14
44
11
49
67
33
33
25
65
67
51
69
51
10
13
47
27
68
93
90
62
26
0
ZOMX
2004-06-25T00:00:00
24
62
1
14
51
19
60
50
35
35
21
64
67
53
70
51
10
4
47
38
68
94
92
50
30
0.024457
ZOMX
2004-07-02T00:00:00
24
60
21
14
9
13
32
72
33
33
47
65
67
40
73
51
10
66
47
19
69
93
92
50
26
-0.02122
ZOMX
2004-07-09T00:00:00
23
63
5
14
38
10
31
92
45
45
29
66
67
47
66
56
10
21
46
18
69
89
95
59
34
-0.086721
ZOMX
2004-07-16T00:00:00
24
65
7
14
32
12
38
94
49
49
32
67
67
47
66
55
10
27
45
22
68
87
92
60
31
-0.091988
ZOMX
2004-07-23T00:00:00
24
65
3
14
46
10
23
83
48
48
25
67
67
50
71
55
10
12
46
14
68
73
91
54
34
-0.022876
ZOMX
2004-07-30T00:00:00
23
65
3
14
47
9
22
85
46
46
26
68
68
51
71
55
10
13
45
12
58
75
87
77
36
-0.006689
ZOMX
2004-08-06T00:00:00
47
69
3
77
49
8
15
11
55
55
58
65
67
68
45
65
9
11
53
9
76
80
95
55
40
0.090909
ZOMX
2004-08-13T00:00:00
44
66
20
77
10
9
25
9
55
55
53
65
68
70
38
48
8
63
44
14
82
76
94
58
33
0.033951
ZOMX
2004-08-20T00:00:00
44
63
22
77
8
11
37
4
57
57
56
64
69
70
40
46
8
68
44
20
79
75
86
54
49
0.089552
ZOMX
2004-08-27T00:00:00
45
69
8
77
33
11
25
68
60
60
44
65
69
69
35
44
8
30
43
15
84
76
83
39
47
-0.068493
ZOMX
2004-09-03T00:00:00
45
66
14
77
19
8
11
58
59
59
50
65
69
70
9
44
8
46
42
7
83
75
85
41
47
0.008824
ZOMX
2004-09-10T00:00:00
44
65
13
77
19
7
9
18
59
59
50
64
69
70
6
45
8
45
42
6
82
65
82
22
53
0.067055
ZOMX
2004-09-17T00:00:00
45
66
17
77
14
9
13
65
57
57
53
65
69
70
9
45
8
56
42
9
82
66
88
28
49
-0.035519
ZOMX
2004-09-24T00:00:00
45
67
15
76
18
8
13
78
55
55
51
66
69
70
11
45
8
49
42
8
83
67
88
28
52
-0.028329
ZOMX
2004-10-01T00:00:00
47
69
21
76
9
17
65
98
59
59
56
67
69
70
14
45
8
65
41
39
84
27
86
15
65
-0.087464
ZOMX
2004-10-08T00:00:00
45
65
19
77
12
24
74
19
67
67
75
66
69
69
4
45
8
59
42
48
92
23
85
16
74
0.13099
ZOMX
2004-10-15T00:00:00
46
69
16
76
16
34
91
95
70
70
71
67
69
69
7
46
8
52
42
64
92
28
84
18
84
-0.110169
ZOMX
2004-10-22T00:00:00
46
68
22
76
11
20
56
41
70
70
77
67
69
69
7
46
8
70
42
35
94
27
83
19
71
0.038095
ZOMX
2004-10-29T00:00:00
45
69
2
76
56
22
52
33
67
67
51
66
69
68
8
46
8
6
42
34
95
29
83
23
70
0.061162
ZOMX
2004-11-05T00:00:00
13
98
6
27
14
32
84
26
65
65
28
66
58
78
10
20
12
58
44
60
94
30
84
25
69
0.034582
ZOMX
2004-11-12T00:00:00
13
99
4
27
29
24
45
80
65
65
26
67
50
81
17
37
12
39
36
31
95
33
85
27
85
-0.052925
ZOMX
2004-11-19T00:00:00
13
99
6
27
12
19
29
87
63
63
35
68
50
77
17
34
12
66
36
20
96
32
86
24
86
-0.014706
ZOMX
2004-11-26T00:00:00
13
100
4
27
30
10
6
73
61
61
28
68
50
80
16
32
12
41
36
6
95
33
83
19
89
0.014925
ZOMX
2004-12-03T00:00:00
13
99
3
27
44
28
65
30
60
60
22
67
50
83
18
32
12
25
36
46
96
33
85
16
88
0.044118
ZOMX
2004-12-10T00:00:00
13
99
2
28
57
14
10
9
59
59
17
66
51
85
12
32
12
9
37
9
94
15
81
19
94
0.070423
ZOMX
2004-12-17T00:00:00
13
99
2
28
60
18
31
31
56
56
16
67
51
85
16
32
12
6
37
21
94
18
83
17
95
-0.002632
ZOMX
2004-12-24T00:00:00
13
98
6
28
14
27
68
39
49
49
36
67
51
77
15
32
12
65
37
46
94
20
82
14
94
0
ZOMX
2004-12-31T00:00:00
13
99
2
27
56
30
70
9
54
54
18
66
51
84
9
32
12
12
37
49
93
19
85
13
94
0.084433
ZOMX
2005-01-07T00:00:00
13
96
5
27
26
18
33
5
48
48
11
65
51
81
11
32
12
46
37
22
94
25
88
9
94
0.019465
ZOMX
2005-01-14T00:00:00
13
95
6
27
19
16
16
6
48
48
16
65
51
80
8
32
12
55
38
12
94
29
84
13
95
0.040573
ZOMX
2005-01-21T00:00:00
13
97
2
27
63
16
24
48
51
51
3
65
51
86
11
32
12
5
38
16
98
29
86
16
94
-0.045872
ZOMX
2005-01-28T00:00:00
13
97
2
27
60
21
48
27
48
48
3
65
51
86
8
32
12
8
39
31
98
31
87
16
93
0.019231
ZOMX
2005-02-04T00:00:00
13
98
2
27
56
44
83
51
44
44
4
65
51
85
18
32
12
14
39
67
99
41
85
15
92
0.014151
ZOMX
2005-02-11T00:00:00
13
96
3
27
40
41
73
76
47
47
9
66
52
84
18
32
13
29
40
59
99
40
84
13
93
-0.034884