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
⌀
ZONS
1999-03-26T00:00:00
29
76
60
38
5
96
38
67
98
98
78
51
62
53
50
43
60
20
85
69
70
58
45
52
59
-0.040044
ZONS
1999-04-02T00:00:00
34
69
44
76
1
99
80
1
99
99
97
44
62
31
29
43
59
64
85
92
66
53
49
52
59
0.428571
ZONS
1999-04-09T00:00:00
35
74
44
76
4
87
14
47
99
99
84
47
62
36
49
43
59
25
85
50
65
55
48
52
59
-0.158333
ZONS
1999-04-16T00:00:00
36
75
44
76
7
70
13
63
99
99
78
49
62
34
52
43
59
18
85
39
55
55
43
52
59
-0.039604
ZONS
1999-04-23T00:00:00
36
76
45
75
8
73
13
91
98
98
73
50
62
34
61
43
59
14
85
41
47
53
49
52
59
-0.077278
ZONS
1999-04-30T00:00:00
35
74
44
75
2
74
16
31
98
98
92
49
62
27
83
43
59
54
85
43
46
54
48
52
59
0.111727
ZONS
1999-05-07T00:00:00
35
77
45
75
12
75
10
88
97
97
68
51
62
37
82
43
59
2
85
41
35
53
45
52
59
-0.105564
ZONS
1999-05-14T00:00:00
34
77
44
77
6
79
41
96
97
97
84
52
62
35
84
43
59
23
85
62
35
52
45
52
59
-0.05618
ZONS
1999-05-21T00:00:00
31
79
50
20
2
74
34
98
97
97
75
54
62
37
97
43
59
66
85
55
37
54
44
52
59
-0.071429
ZONS
1999-05-28T00:00:00
32
80
50
20
2
98
98
98
97
97
70
56
62
37
100
43
59
54
85
99
37
53
41
52
59
-0.096205
ZONS
1999-06-04T00:00:00
32
83
51
20
4
90
66
100
97
97
59
59
62
37
100
43
59
36
85
80
40
53
41
52
59
-0.184294
ZONS
1999-06-11T00:00:00
32
82
51
20
2
82
41
96
89
89
77
60
62
37
100
43
59
68
85
63
47
50
42
52
59
-0.026155
ZONS
1999-06-18T00:00:00
33
84
51
20
4
67
16
93
88
88
58
60
62
37
100
43
58
36
85
41
40
27
30
52
59
-0.008857
ZONS
1999-06-25T00:00:00
33
83
51
20
2
81
49
87
89
89
67
61
62
38
100
43
58
49
85
68
36
36
24
52
59
-0.027097
ZONS
1999-07-02T00:00:00
33
83
50
20
14
61
15
17
95
95
38
58
62
38
100
43
58
5
85
36
23
40
23
52
59
0.222222
ZONS
1999-07-09T00:00:00
33
83
50
20
10
51
4
35
94
94
48
58
62
38
100
43
58
20
85
24
22
43
23
52
59
-0.015152
ZONS
1999-07-16T00:00:00
33
84
51
20
14
43
2
68
93
93
41
59
62
36
100
43
59
6
85
19
27
41
22
52
59
-0.061538
ZONS
1999-07-23T00:00:00
33
86
51
20
12
37
3
98
94
94
47
62
62
33
100
43
59
15
85
16
28
47
25
52
59
-0.147541
ZONS
1999-07-30T00:00:00
33
85
51
20
8
26
2
68
94
94
53
61
62
33
100
43
58
25
85
11
29
48
19
52
59
0.038462
ZONS
1999-08-06T00:00:00
34
89
52
20
14
23
2
97
95
95
44
64
62
33
100
43
59
10
85
10
19
77
66
52
59
-0.185185
ZONS
1999-08-13T00:00:00
32
84
51
19
5
31
2
27
95
95
56
62
62
36
99
43
59
39
85
13
21
83
55
52
59
0.159091
ZONS
1999-08-20T00:00:00
22
89
18
76
6
30
3
32
95
95
37
62
62
26
99
43
53
35
85
13
21
85
57
52
59
0.029333
ZONS
1999-08-27T00:00:00
22
92
18
76
4
42
49
90
95
95
38
64
62
25
99
43
53
42
85
45
26
84
47
52
59
-0.152393
ZONS
1999-09-03T00:00:00
22
92
18
76
2
40
45
95
95
95
30
65
62
21
99
43
53
69
85
42
27
6
94
52
59
-0.056095
ZONS
1999-09-10T00:00:00
22
91
18
76
2
36
24
39
94
94
26
64
62
23
99
43
53
55
85
27
28
7
100
52
59
0.119048
ZONS
1999-09-17T00:00:00
22
89
18
75
3
27
4
12
94
94
22
63
62
24
99
43
53
45
85
12
26
8
100
52
59
0.03183
ZONS
1999-09-24T00:00:00
22
91
18
75
2
27
14
68
93
93
27
64
62
23
98
43
53
58
85
17
20
9
100
52
59
-0.092709
ZONS
1999-10-01T00:00:00
22
91
18
75
5
13
4
53
92
92
16
64
62
27
97
43
54
36
85
6
13
7
100
52
59
0.022727
ZONS
1999-10-08T00:00:00
22
92
18
75
3
23
28
73
90
90
22
64
62
25
96
43
54
46
85
23
10
8
100
52
59
-0.033244
ZONS
1999-10-15T00:00:00
22
88
18
75
5
22
45
4
90
90
21
62
62
26
96
43
54
38
85
31
13
8
99
52
59
0.126333
ZONS
1999-10-22T00:00:00
22
86
17
75
3
16
5
4
88
88
33
60
62
24
95
43
53
51
85
8
14
17
99
52
59
0.112163
ZONS
1999-10-29T00:00:00
22
91
18
75
16
14
5
77
91
91
6
63
62
31
96
43
53
10
85
8
17
23
99
52
59
-0.155901
ZONS
1999-11-05T00:00:00
22
91
19
75
5
17
33
86
87
87
24
64
62
26
96
43
54
39
85
22
17
26
100
52
59
-0.043478
ZONS
1999-11-12T00:00:00
22
89
18
75
19
19
68
22
90
90
2
62
62
34
90
43
53
2
85
43
17
25
99
52
59
0.181818
ZONS
1999-11-19T00:00:00
17
81
20
18
5
17
27
3
93
93
19
58
62
25
40
43
55
40
85
19
13
15
99
52
59
0.288462
ZONS
1999-11-26T00:00:00
18
76
19
18
2
20
40
2
94
94
31
55
62
20
5
43
55
68
85
28
20
15
100
52
59
0.238806
ZONS
1999-12-03T00:00:00
17
82
20
18
6
19
31
71
96
96
16
59
62
26
19
43
55
34
85
22
23
16
100
52
59
-0.228916
ZONS
1999-12-10T00:00:00
17
81
20
18
8
32
84
35
95
95
16
59
62
26
12
43
55
33
85
59
42
23
100
52
59
0.05475
ZONS
1999-12-17T00:00:00
17
82
20
19
5
46
90
85
95
95
20
60
62
25
10
43
55
42
85
71
61
18
100
52
59
-0.111164
ZONS
1999-12-24T00:00:00
16
86
20
19
21
26
32
98
95
95
1
65
62
33
7
43
55
2
85
27
76
21
75
52
59
-0.216667
ZONS
1999-12-31T00:00:00
17
82
20
19
2
23
25
51
95
95
32
62
62
21
8
43
55
75
85
21
95
20
45
52
59
0.223489
ZONS
2000-01-07T00:00:00
17
83
20
19
6
41
79
55
94
94
19
62
62
26
8
43
55
37
85
63
83
23
43
52
59
0
ZONS
2000-01-14T00:00:00
16
83
21
19
2
71
96
81
93
93
40
64
62
18
12
43
55
71
85
86
86
14
46
52
59
-0.078325
ZONS
2000-01-21T00:00:00
16
85
21
19
9
85
98
88
92
92
19
65
62
46
16
43
55
28
85
93
85
17
47
52
59
-0.018868
ZONS
2000-01-28T00:00:00
16
84
21
19
5
65
66
66
89
89
33
65
62
41
13
43
55
47
85
68
86
17
47
52
59
0
ZONS
2000-02-04T00:00:00
16
84
21
19
2
66
80
76
85
85
44
66
62
39
12
43
55
66
85
76
86
15
46
52
59
-0.038462
ZONS
2000-02-11T00:00:00
16
84
21
19
4
55
46
22
85
85
38
65
62
40
16
43
55
54
85
51
89
32
48
52
59
0.12992
ZONS
2000-02-18T00:00:00
15
85
21
19
6
23
12
93
82
82
29
68
62
44
34
43
55
43
85
15
85
18
61
52
59
-0.150382
ZONS
2000-02-25T00:00:00
15
86
21
19
21
47
37
48
80
80
3
68
62
52
33
43
55
5
85
42
86
18
61
52
59
0.041667
ZONS
2000-03-03T00:00:00
15
85
21
19
4
46
38
77
75
75
38
69
62
41
27
43
55
55
85
40
87
16
62
52
59
-0.00992
ZONS
2000-03-10T00:00:00
15
86
22
19
8
31
16
59
68
68
25
69
62
45
31
43
55
37
85
20
90
18
56
52
59
-0.010181
ZONS
2000-03-17T00:00:00
15
85
21
19
4
28
18
27
67
67
34
67
62
43
32
43
55
51
85
20
90
23
56
52
59
0.061224
ZONS
2000-03-24T00:00:00
17
80
20
19
6
32
25
1
95
95
22
57
62
47
10
43
55
35
85
26
71
14
76
52
59
0.730769
ZONS
2000-03-31T00:00:00
18
81
25
92
5
27
21
58
96
96
61
63
62
48
12
20
53
42
49
21
71
6
69
52
59
-0.311111
ZONS
2000-04-07T00:00:00
18
83
25
92
8
55
68
76
95
95
53
64
62
51
18
21
53
28
49
64
64
8
65
52
59
-0.137032
ZONS
2000-04-14T00:00:00
18
87
26
92
8
31
19
93
96
96
56
71
62
49
42
21
53
28
49
23
38
9
65
52
59
-0.401914
ZONS
2000-04-21T00:00:00
18
86
26
92
3
40
39
80
95
95
95
69
62
30
42
19
53
59
49
39
44
7
61
52
59
0.1405
ZONS
2000-04-28T00:00:00
18
85
26
92
2
37
25
56
95
95
98
68
62
29
43
19
53
68
49
30
44
8
60
52
59
0.096011
ZONS
2000-05-05T00:00:00
18
85
26
92
2
33
25
68
95
95
99
68
62
29
42
19
53
70
49
28
37
7
62
52
59
-0.05
ZONS
2000-05-12T00:00:00
30
85
19
12
2
40
57
89
95
95
99
72
62
29
66
85
54
70
40
48
35
6
53
52
59
-0.118316
ZONS
2000-05-19T00:00:00
29
87
19
13
10
88
98
79
95
95
87
72
62
41
70
86
54
24
38
96
38
5
52
52
59
-0.015043
ZONS
2000-05-26T00:00:00
29
87
20
13
2
70
66
85
94
94
98
74
62
33
75
87
54
60
38
73
39
5
50
52
59
-0.136485
ZONS
2000-06-02T00:00:00
29
86
20
13
4
44
34
21
90
90
93
71
62
36
78
87
54
45
38
34
35
5
47
52
59
0.228243
ZONS
2000-06-09T00:00:00
30
85
20
13
2
15
9
75
87
87
100
73
62
32
81
87
54
75
38
9
34
8
53
52
59
-0.057143
ZONS
2000-06-16T00:00:00
30
87
20
13
5
16
11
60
86
86
93
73
62
38
77
87
55
41
38
10
32
8
54
52
59
-0.015273
ZONS
2000-06-23T00:00:00
30
86
20
13
3
18
20
67
82
82
97
73
62
33
76
87
55
57
38
15
29
11
58
52
59
-0.015263
ZONS
2000-06-30T00:00:00
30
87
20
13
6
13
14
59
80
80
91
73
62
39
73
88
54
35
38
10
31
10
58
52
59
0
ZONS
2000-07-07T00:00:00
30
88
20
13
18
12
11
53
79
79
82
73
62
46
71
89
55
5
38
9
25
9
55
52
59
0
ZONS
2000-07-14T00:00:00
30
87
20
13
4
11
15
91
78
78
94
74
62
35
65
83
55
45
38
10
26
10
59
52
59
-0.0625
ZONS
2000-07-21T00:00:00
30
83
20
13
14
9
15
1
93
93
82
68
62
64
56
83
55
12
38
9
22
13
63
52
59
0.450133
ZONS
2000-07-28T00:00:00
30
86
20
13
5
13
48
75
95
95
92
72
62
57
70
83
55
41
38
28
30
13
60
52
59
-0.264435
ZONS
2000-08-04T00:00:00
30
88
20
13
15
10
21
75
94
94
82
73
62
65
70
83
55
12
38
12
29
14
53
52
59
-0.047
ZONS
2000-08-11T00:00:00
30
87
20
13
4
11
26
87
94
94
93
74
62
57
51
94
55
43
38
15
25
12
46
52
59
-0.032529
ZONS
2000-08-18T00:00:00
40
87
57
11
3
10
31
58
94
94
98
75
62
61
56
95
77
56
29
17
25
13
46
52
59
0.033623
ZONS
2000-08-25T00:00:00
38
86
57
11
13
10
31
1
96
96
86
69
62
61
54
95
77
17
29
17
17
17
38
52
59
0.344439
ZONS
2000-09-01T00:00:00
39
87
57
11
5
11
34
73
95
95
90
73
62
61
62
96
77
39
29
19
15
12
55
52
59
-0.146341
ZONS
2000-09-08T00:00:00
39
88
57
11
13
9
11
49
95
95
81
73
62
61
45
96
77
19
29
7
15
15
66
52
59
0
ZONS
2000-09-15T00:00:00
40
87
57
11
11
47
92
72
94
94
82
73
62
61
29
96
77
22
29
73
11
16
65
52
59
-0.028571
ZONS
2000-09-22T00:00:00
40
88
58
11
16
14
36
63
94
94
78
73
62
61
43
96
77
11
28
22
6
14
59
52
59
-0.051529
ZONS
2000-09-29T00:00:00
40
86
57
11
4
12
24
62
91
91
91
73
62
61
52
96
77
44
28
15
7
13
60
52
59
-0.015381
ZONS
2000-10-06T00:00:00
40
89
58
11
16
12
19
78
87
87
77
74
62
61
47
96
77
10
28
13
6
15
60
52
59
-0.086672
ZONS
2000-10-13T00:00:00
41
87
58
11
8
13
25
66
85
85
80
74
62
61
16
96
77
29
29
16
13
17
60
52
59
-0.034483
ZONS
2000-10-20T00:00:00
40
86
57
11
4
45
97
46
83
83
88
73
62
61
29
96
77
47
29
74
10
16
60
52
59
0.035714
ZONS
2000-10-27T00:00:00
40
86
58
11
9
23
46
25
81
81
76
72
62
61
24
96
78
29
28
32
12
20
47
52
59
0.034483
ZONS
2000-11-03T00:00:00
41
86
58
11
3
22
61
86
67
67
95
75
62
61
36
96
77
60
28
39
16
17
50
52
59
-0.0832
ZONS
2000-11-10T00:00:00
41
89
58
11
15
21
43
78
62
62
68
75
62
61
16
52
77
14
24
29
14
16
51
52
59
-0.054683
ZONS
2000-11-17T00:00:00
38
90
68
79
12
21
38
32
65
65
47
74
62
57
12
92
66
20
26
27
15
20
59
52
59
0.076923
ZONS
2000-11-24T00:00:00
39
88
68
79
2
23
41
81
69
69
71
76
62
57
14
92
66
73
26
30
15
17
63
52
59
-0.142857
ZONS
2000-12-01T00:00:00
39
89
68
79
4
20
26
71
67
67
65
77
62
55
20
92
66
56
20
21
22
29
53
52
59
-0.062667
ZONS
2000-12-08T00:00:00
40
93
69
79
19
22
33
95
71
71
47
80
62
55
29
92
66
20
19
26
33
30
45
52
59
-0.188834
ZONS
2000-12-15T00:00:00
41
95
69
79
16
26
42
92
70
70
49
81
62
55
42
92
66
25
19
32
35
21
46
52
59
-0.109601
ZONS
2000-12-22T00:00:00
42
97
70
79
5
31
61
97
78
78
66
85
62
55
76
92
66
55
18
44
37
8
51
52
59
-0.322994
ZONS
2000-12-29T00:00:00
43
98
71
78
6
22
20
98
75
75
63
87
62
55
70
92
66
49
19
19
32
13
54
52
59
-0.136
ZONS
2001-01-05T00:00:00
41
95
69
79
11
23
24
15
96
96
58
80
62
55
46
92
66
36
19
22
38
70
89
52
59
0.788721
ZONS
2001-01-12T00:00:00
40
95
69
79
28
31
54
16
94
94
46
79
62
53
39
92
66
5
19
41
37
68
88
52
59
0.147294
ZONS
2001-01-19T00:00:00
39
90
68
79
5
23
25
3
94
94
38
76
62
51
37
92
66
50
19
22
32
71
85
52
59
0.307629
ZONS
2001-01-26T00:00:00
38
88
68
79
7
23
29
1
94
94
32
72
62
51
21
92
66
43
19
25
27
66
85
52
59
0.254705
ZONS
2001-02-02T00:00:00
40
89
68
79
3
15
9
58
95
95
52
76
62
51
26
92
66
70
19
11
33
69
84
52
59
-0.19525
ZONS
2001-02-09T00:00:00
40
94
69
79
22
14
10
88
95
95
7
80
62
51
40
92
66
11
19
11
37
73
85
52
59
-0.213731
ZONS
2001-02-16T00:00:00
41
93
68
79
6
11
5
89
95
95
35
80
62
52
58
91
66
49
20
7
40
68
83
52
59
-0.049388