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
2005-02-18T00:00:00
13
95
6
27
15
37
66
27
45
45
18
65
53
80
15
30
13
62
40
52
99
36
83
15
94
0.040964
ZOMX
2005-02-25T00:00:00
13
96
4
27
29
57
89
49
44
44
13
65
53
82
14
20
13
43
39
78
99
37
85
14
94
-0.00463
ZOMX
2005-03-04T00:00:00
13
99
2
28
59
68
95
94
58
58
4
67
54
85
22
19
13
9
39
86
98
45
83
12
94
-0.102326
ZOMX
2005-03-11T00:00:00
13
100
3
27
45
74
97
95
55
55
7
67
55
84
38
20
13
24
39
90
97
44
84
11
92
-0.056995
ZOMX
2005-03-18T00:00:00
13
99
5
26
24
65
83
76
55
55
12
67
56
82
22
23
13
49
41
78
98
54
75
7
87
0.008242
ZOMX
2005-03-25T00:00:00
12
99
6
26
15
70
87
95
56
56
73
68
44
80
26
16
13
63
20
82
91
49
87
7
86
-0.076294
ZOMX
2005-04-01T00:00:00
16
96
4
17
34
65
73
99
66
66
83
72
31
83
59
15
17
37
15
71
93
26
86
10
85
-0.147493
ZOMX
2005-04-08T00:00:00
16
97
4
17
34
55
44
98
64
64
96
72
31
75
83
15
17
35
15
49
95
27
85
11
83
-0.048443
ZOMX
2005-04-15T00:00:00
16
97
7
17
18
66
74
99
67
67
98
74
32
71
77
15
17
55
15
73
78
15
69
30
70
-0.138182
ZOMX
2005-04-22T00:00:00
16
98
2
17
63
64
64
96
64
64
86
74
32
80
78
15
17
4
15
66
63
17
71
27
78
-0.029536
ZOMX
2005-04-29T00:00:00
16
97
6
17
25
28
18
78
62
62
96
74
32
73
77
15
17
45
15
20
65
21
83
26
73
0.004348
ZOMX
2005-05-06T00:00:00
16
96
8
18
12
21
14
82
59
59
99
74
30
68
85
15
17
72
15
15
55
14
81
18
70
-0.004329
ZOMX
2005-05-13T00:00:00
13
97
4
33
60
27
19
80
56
56
78
75
49
78
85
12
14
10
28
20
55
13
80
21
71
-0.034783
ZOMX
2005-05-20T00:00:00
13
95
20
33
18
19
8
57
58
58
91
74
49
70
84
20
14
56
54
11
61
13
64
26
61
0.040541
ZOMX
2005-05-27T00:00:00
14
95
21
33
17
10
4
5
71
71
92
73
49
69
80
20
14
59
55
5
60
12
70
15
65
0.134199
ZOMX
2005-06-03T00:00:00
14
95
12
33
37
9
3
8
70
70
84
73
49
74
81
20
14
33
54
5
61
11
69
14
66
0.019084
ZOMX
2005-06-10T00:00:00
14
96
5
34
52
6
2
45
67
67
79
73
49
77
88
20
14
18
54
3
56
29
73
30
57
-0.029963
ZOMX
2005-06-17T00:00:00
14
94
21
34
17
5
3
7
70
70
92
72
49
69
85
20
14
60
55
3
28
30
57
43
47
0.108108
ZOMX
2005-06-24T00:00:00
14
95
14
34
34
6
6
11
65
65
87
72
49
74
79
20
14
39
54
4
22
29
61
39
41
0.003484
ZOMX
2005-07-01T00:00:00
14
95
3
34
64
6
7
36
64
64
74
72
49
80
74
20
14
5
55
5
26
27
57
38
55
-0.010417
ZOMX
2005-07-08T00:00:00
14
96
4
34
57
6
10
7
67
67
77
71
49
55
73
19
14
14
55
6
22
21
60
31
50
0.084211
ZOMX
2005-07-15T00:00:00
14
94
21
34
17
6
18
72
68
68
92
72
49
43
76
33
14
59
54
9
26
29
52
33
42
-0.048544
ZOMX
2005-07-22T00:00:00
14
95
9
34
43
10
76
65
67
67
83
72
49
48
74
33
14
29
54
41
19
25
46
31
39
-0.003401
ZOMX
2005-07-29T00:00:00
14
95
5
34
54
11
80
65
64
64
79
72
49
52
59
33
14
17
55
44
19
25
45
31
39
0.006826
ZOMX
2005-08-05T00:00:00
14
95
13
32
34
11
60
64
59
59
86
73
49
47
47
39
14
37
41
33
19
25
45
32
38
-0.016949
ZOMX
2005-08-12T00:00:00
12
92
17
21
24
18
84
6
66
66
16
70
52
45
31
46
14
48
47
51
31
26
41
23
26
0.106897
ZOMX
2005-08-19T00:00:00
11
93
15
21
30
22
84
39
66
66
15
71
53
47
33
45
14
42
47
54
36
26
46
24
16
-0.040498
ZOMX
2005-08-26T00:00:00
11
95
3
21
62
18
71
70
65
65
13
72
53
54
38
44
14
9
47
43
32
23
42
24
15
-0.042208
ZOMX
2005-09-02T00:00:00
11
94
5
21
54
31
85
35
64
64
4
71
53
53
20
43
14
17
46
59
37
29
42
27
13
0.047458
ZOMX
2005-09-09T00:00:00
11
94
12
21
36
19
56
89
66
66
7
72
53
49
18
44
14
36
46
34
53
23
31
26
15
-0.05178
ZOMX
2005-09-16T00:00:00
11
94
9
21
46
17
47
51
62
62
6
72
53
51
20
44
14
27
46
29
44
19
24
35
16
0.013652
ZOMX
2005-09-23T00:00:00
11
94
6
21
53
19
48
46
59
59
4
71
53
52
21
44
14
18
46
31
61
22
32
31
13
0.003367
ZOMX
2005-09-30T00:00:00
11
94
2
21
69
18
45
10
64
64
2
71
53
57
12
44
14
2
46
28
64
25
20
35
13
0.077181
ZOMX
2005-10-07T00:00:00
11
94
5
21
56
46
92
68
68
68
4
72
53
53
12
44
14
18
46
72
55
29
18
41
13
-0.080997
ZOMX
2005-10-14T00:00:00
11
95
6
21
53
35
78
98
77
77
5
74
53
52
21
44
14
19
45
58
34
17
20
31
10
-0.149153
ZOMX
2005-10-21T00:00:00
11
93
21
21
18
25
49
49
78
78
15
72
53
43
12
44
14
59
46
34
65
13
15
33
13
0.087649
ZOMX
2005-10-28T00:00:00
11
95
11
21
41
36
77
86
77
77
8
73
54
48
15
44
14
32
46
58
73
11
14
25
12
-0.047619
ZOMX
2005-11-04T00:00:00
11
93
19
21
22
20
26
44
75
75
13
73
54
44
19
44
14
53
46
20
72
11
15
26
13
0.038462
ZOMX
2005-11-11T00:00:00
6
92
14
12
34
25
43
38
74
74
65
73
67
38
22
45
13
40
56
31
61
8
15
27
15
0.037037
ZOMX
2005-11-18T00:00:00
6
92
15
12
29
31
56
91
75
75
67
74
68
34
35
44
13
46
55
43
77
11
20
36
14
-0.082143
ZOMX
2005-11-25T00:00:00
5
94
11
12
41
49
84
97
75
75
64
75
68
36
52
38
14
33
55
69
84
12
18
38
26
-0.066148
ZOMX
2005-12-02T00:00:00
5
93
22
12
18
31
44
98
74
74
70
76
68
33
59
39
13
60
55
35
89
19
14
37
25
-0.070833
ZOMX
2005-12-09T00:00:00
5
93
22
12
17
11
6
87
72
72
71
76
68
32
54
39
14
62
55
6
87
33
16
38
22
0.008969
ZOMX
2005-12-16T00:00:00
5
93
20
12
19
22
30
75
70
70
70
76
68
33
58
39
14
58
56
22
85
34
17
36
23
0
ZOMX
2005-12-23T00:00:00
5
94
14
12
33
16
16
98
71
71
66
77
68
36
71
39
14
42
55
13
91
53
10
34
33
-0.106667
ZOMX
2005-12-30T00:00:00
5
94
7
12
49
20
29
70
70
70
61
77
68
39
59
39
14
23
56
22
93
52
13
38
22
0.034826
ZOMX
2006-01-06T00:00:00
5
93
25
12
13
26
50
96
67
67
76
77
68
29
55
39
14
72
55
36
91
49
9
38
26
-0.024038
ZOMX
2006-01-13T00:00:00
5
95
2
11
68
15
13
54
66
66
54
77
68
45
47
39
14
2
56
12
91
46
9
40
29
0.024631
ZOMX
2006-01-20T00:00:00
5
94
9
11
46
9
7
74
64
64
66
78
68
38
54
39
14
28
56
6
88
46
9
37
30
-0.014423
ZOMX
2006-01-27T00:00:00
5
94
23
11
16
7
3
76
60
60
80
78
68
31
54
39
14
65
56
4
87
42
8
34
29
0
ZOMX
2006-02-03T00:00:00
5
94
12
12
35
8
5
74
57
57
70
78
69
36
58
39
14
38
56
5
91
42
4
47
29
-0.014634
ZOMX
2006-02-10T00:00:00
5
94
24
12
14
9
8
52
53
53
81
78
69
31
53
38
14
69
56
6
91
44
4
47
24
0.009901
ZOMX
2006-02-17T00:00:00
5
94
21
12
18
7
3
69
50
50
78
78
69
33
52
38
13
59
56
4
91
41
4
44
23
-0.004902
ZOMX
2006-02-24T00:00:00
5
95
3
12
63
9
7
35
51
51
57
78
69
43
46
34
13
9
56
6
92
43
7
36
19
0.024631
ZOMX
2006-03-03T00:00:00
5
94
24
12
14
7
4
39
40
40
79
78
69
32
60
34
13
70
56
4
93
46
7
44
18
0.004808
ZOMX
2006-03-10T00:00:00
5
96
4
11
59
7
10
96
60
60
58
80
70
44
69
38
14
11
59
6
92
40
8
62
11
-0.119617
ZOMX
2006-03-17T00:00:00
7
95
4
59
43
7
13
98
59
59
84
80
83
79
66
56
14
29
41
7
95
46
7
71
13
-0.048913
ZOMX
2006-03-24T00:00:00
8
94
4
58
43
6
11
81
60
60
83
80
92
79
68
56
14
28
41
6
92
36
8
61
20
0.028571
ZOMX
2006-03-31T00:00:00
8
95
3
57
56
5
17
58
60
60
79
81
92
81
71
56
14
13
42
8
91
36
8
65
21
0.022222
ZOMX
2006-04-07T00:00:00
8
95
3
57
50
6
26
85
60
60
81
81
92
81
77
56
14
19
43
12
92
40
9
63
18
-0.048913
ZOMX
2006-04-14T00:00:00
8
94
6
56
22
6
23
28
63
63
99
80
92
77
78
56
14
50
43
11
91
44
7
65
12
0.045714
ZOMX
2006-04-21T00:00:00
8
94
5
56
30
6
44
10
69
69
97
80
92
79
65
56
14
39
43
21
87
48
8
89
21
0.092896
ZOMX
2006-04-28T00:00:00
8
94
5
57
28
7
48
73
72
72
97
81
92
79
72
56
14
42
43
24
89
52
6
84
10
-0.09
ZOMX
2006-05-05T00:00:00
8
94
5
58
26
4
5
62
70
70
98
81
92
78
65
39
14
44
48
3
89
54
7
84
10
0.016484
ZOMX
2006-05-12T00:00:00
8
94
22
21
11
3
3
77
68
68
100
81
96
74
69
34
12
66
65
2
87
40
7
83
11
-0.048649
ZOMX
2006-05-19T00:00:00
8
94
23
21
11
4
6
63
63
63
99
81
96
74
62
34
12
68
65
3
84
56
9
83
9
-0.028409
ZOMX
2006-05-26T00:00:00
8
95
3
21
59
4
12
81
60
60
94
81
96
82
42
34
12
6
65
6
84
50
11
82
9
-0.023392
ZOMX
2006-06-02T00:00:00
8
95
9
21
37
4
8
96
61
61
97
82
96
79
52
34
12
29
65
4
84
42
7
82
10
-0.05988
ZOMX
2006-06-09T00:00:00
8
94
23
22
11
5
38
70
56
56
99
82
96
73
38
34
12
68
65
18
87
33
19
70
9
-0.012739
ZOMX
2006-06-16T00:00:00
8
95
10
22
33
11
77
55
54
54
97
81
96
79
28
34
12
33
65
44
92
30
16
67
11
0
ZOMX
2006-06-23T00:00:00
8
95
11
22
31
5
23
51
52
52
97
81
96
78
21
33
12
35
65
11
96
50
11
81
10
-0.006452
ZOMX
2006-06-30T00:00:00
8
95
8
22
38
7
32
79
41
41
97
82
96
80
26
34
12
28
65
16
89
56
19
83
5
-0.006494
ZOMX
2006-07-07T00:00:00
8
95
5
22
48
6
25
27
41
41
96
81
96
81
12
34
12
17
66
12
89
74
18
85
4
0.03268
ZOMX
2006-07-14T00:00:00
8
95
18
21
18
7
29
44
38
38
98
81
96
79
15
34
12
50
67
14
90
81
14
84
4
-0.031646
ZOMX
2006-07-21T00:00:00
8
94
18
21
18
6
19
58
36
36
98
82
96
79
20
34
12
50
66
10
94
84
17
94
1
-0.026144
ZOMX
2006-07-28T00:00:00
8
95
12
21
26
5
6
76
33
33
97
82
96
81
18
34
12
40
66
4
88
81
15
88
2
0
ZOMX
2006-08-04T00:00:00
8
95
13
21
28
6
18
83
32
32
97
82
96
81
19
25
12
39
73
8
82
71
15
84
1
-0.026846
ZOMX
2006-08-11T00:00:00
13
94
3
25
45
7
27
1
88
88
91
78
96
71
2
25
11
12
75
14
60
31
98
74
3
0.358621
ZOMX
2006-08-18T00:00:00
13
93
13
25
19
8
31
7
87
87
94
78
96
65
3
26
11
42
74
16
61
30
99
77
2
0.015228
ZOMX
2006-08-25T00:00:00
13
93
12
25
21
7
21
5
87
87
94
78
96
66
3
26
11
40
75
11
61
30
99
76
3
0.01
ZOMX
2006-09-01T00:00:00
13
93
15
25
16
9
51
47
86
86
94
79
96
64
2
26
11
46
75
27
55
27
99
74
2
0
ZOMX
2006-09-08T00:00:00
13
94
8
25
28
11
51
27
85
85
92
79
96
67
2
26
11
30
74
28
56
28
99
71
2
0
ZOMX
2006-09-15T00:00:00
13
94
7
25
30
11
42
46
84
84
91
79
96
68
2
26
11
28
74
24
61
24
100
71
2
0.00495
ZOMX
2006-09-22T00:00:00
13
94
3
25
43
10
29
42
83
83
88
78
96
72
2
26
11
8
75
17
60
23
100
68
2
0
ZOMX
2006-09-29T00:00:00
13
93
24
25
5
9
20
50
83
83
97
79
96
60
1
26
11
71
75
12
62
23
100
67
1
0.004926
ZOMX
2006-10-06T00:00:00
13
93
6
25
30
60
99
38
81
81
89
79
96
69
1
26
11
20
74
83
65
26
100
71
2
0.019608
ZOMX
2006-10-13T00:00:00
13
92
19
25
7
59
99
68
80
80
95
79
96
61
2
26
11
56
75
83
66
36
100
72
2
-0.004808
ZOMX
2006-10-20T00:00:00
13
93
7
25
24
61
99
55
53
53
86
79
96
68
2
26
11
27
74
84
66
36
100
72
2
0.004831
ZONE2
1998-01-09T00:00:00
12
28.5
18
9
13.5
31
35
16
89
89
58
63
50
58
51.5
60
32
57
9
17
38.5
75.5
63
50
50
0.125
ZONE2
1998-01-16T00:00:00
12
28.5
25
10
13.5
31
35
72
89
89
79
63
50
38
51.5
60
31
56
9
18
38.5
75.5
63
50
50
-0.0112
ZONE2
1998-01-23T00:00:00
12
28.5
22
9
13.5
31
35
39
24
24
86
63
50
46
51.5
60
31
57
9
17
38.5
75.5
63
50
50
0.011327
ZONE2
1998-01-30T00:00:00
12
28.5
20
9
13.5
31
35
86
30
30
87
63
50
49
51.5
60
31
57
9
17
38.5
75.5
63
50
50
-0.044444
ZONE2
1998-02-06T00:00:00
12
28.5
22
9
13.5
31
35
61
27
27
88
63
50
44
51.5
60
31
56
9
18
38.5
75.5
63
50
50
0.023256
ZONE2
1998-02-13T00:00:00
12
28.5
19
10
13.5
31
35
76
18
18
10
63
50
50
51.5
60
33
56
9
18
38.5
75.5
63
50
50
-0.011273
ZONE2
1998-02-20T00:00:00
13
28.5
27
11
13.5
31
35
76
12
12
33
63
50
34
51.5
60
33
55
9
18
38.5
75.5
63
50
50
-0.011585
ZONE2
1998-02-27T00:00:00
13
28.5
17
11
13.5
31
35
94
20
20
2
63
50
54
51.5
60
33
56
9
18
38.5
75.5
63
50
50
-0.058233
ZONE2
1998-03-06T00:00:00
13
28.5
25
11
13.5
39
39
83
17
17
25
63
50
40
51.5
60
33
56
9
39
38.5
75.5
63
50
50
0
ZONE2
1998-03-13T00:00:00
13
28.5
29
10
13.5
29
29
92
15
15
40
63
50
30
51.5
60
33
55
9
29
38.5
75.5
63
50
50
-0.036942
ZONE2
1998-03-20T00:00:00
13
28.5
34
10
13.5
54
57
86
11
11
60
63
50
18
51.5
60
33
55
9
56
38.5
75.5
63
50
50
-0.012923
ZONE2
1998-03-27T00:00:00
13
28.5
32
10
13.5
19
18
91
9
9
55
63
50
20
51.5
60
34
56
9
18
38.5
75.5
63
50
50
-0.025769