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
2001-02-23T00:00:00
40
94
68
79
21
9
3
53
95
95
8
79
62
52
58
90
66
13
20
5
43
69
85
52
59
0.039069
ZONS
2001-03-02T00:00:00
40
92
68
79
4
18
56
66
94
94
46
80
62
52
50
90
66
61
20
33
44
70
86
52
59
-0.0248
ZONS
2001-03-09T00:00:00
40
95
68
78
25
20
64
56
94
94
4
79
62
52
41
90
66
7
20
37
43
69
86
52
59
0
ZONS
2001-03-16T00:00:00
38
98
72
34
3
40
94
76
91
91
44
79
62
33
35
60
66
60
21
74
46
68
86
52
59
-0.102543
ZONS
2001-03-23T00:00:00
39
99
72
33
23
68
98
86
91
91
4
80
62
46
20
61
66
8
21
91
45
65
86
52
59
-0.085923
ZONS
2001-03-30T00:00:00
41
99
73
33
3
37
74
91
89
89
27
82
63
35
40
88
66
65
34
57
51
78
89
52
59
-0.125
ZONS
2001-04-06T00:00:00
42
100
73
33
4
17
24
73
80
80
23
82
63
38
38
88
65
52
36
17
49
83
90
52
59
0
ZONS
2001-04-13T00:00:00
42
100
73
34
5
17
17
94
76
76
21
82
63
38
59
88
65
46
35
14
52
84
91
52
59
-0.051429
ZONS
2001-04-20T00:00:00
42
99
73
33
4
23
33
16
84
84
31
80
63
45
51
88
65
56
36
26
57
81
92
52
59
0.26506
ZONS
2001-04-27T00:00:00
41
95
72
33
4
23
25
5
85
85
24
78
64
48
41
88
65
43
37
23
49
77
92
52
59
0.180952
ZONS
2001-05-04T00:00:00
42
99
73
33
8
24
29
82
87
87
28
82
64
47
51
88
65
51
36
25
57
83
97
52
59
-0.181452
ZONS
2001-05-11T00:00:00
42
99
73
34
8
24
25
86
86
86
41
82
62
44
44
88
65
74
36
23
57
84
98
52
59
-0.039409
ZONS
2001-05-18T00:00:00
45
67
65
86
9
21
21
97
85
85
51
83
63
36
64
93
62
56
18
19
59
87
97
52
59
-0.102564
ZONS
2001-05-25T00:00:00
45
65
65
86
11
15
14
22
86
86
43
81
62
41
56
93
62
38
18
13
56
85
96
52
59
0.171429
ZONS
2001-06-01T00:00:00
45
66
65
86
8
19
28
85
86
86
55
82
62
34
45
93
62
70
18
22
56
84
96
52
59
-0.082927
ZONS
2001-06-08T00:00:00
44
65
65
86
10
16
19
19
86
86
48
81
62
38
30
93
62
49
18
15
53
85
95
52
59
0.12766
ZONS
2001-06-15T00:00:00
45
66
65
87
12
23
66
70
86
86
43
82
62
41
31
93
62
37
18
41
53
85
95
52
59
-0.080189
ZONS
2001-06-22T00:00:00
45
65
64
87
9
36
91
78
86
86
56
83
62
34
42
93
62
73
18
67
48
84
95
52
59
-0.076923
ZONS
2001-06-29T00:00:00
45
63
64
87
9
16
16
27
85
85
56
81
62
35
37
93
62
70
18
11
46
86
95
52
59
0.116667
ZONS
2001-07-06T00:00:00
46
66
65
87
7
16
16
93
85
85
56
83
62
34
52
93
62
68
18
12
43
87
97
52
59
-0.154229
ZONS
2001-07-13T00:00:00
46
67
65
87
9
12
6
78
83
83
48
83
62
38
41
93
62
46
18
6
41
90
96
52
59
0
ZONS
2001-07-20T00:00:00
46
68
65
87
11
17
50
74
82
82
42
83
62
47
37
93
62
32
18
29
41
90
97
52
59
0
ZONS
2001-07-27T00:00:00
45
65
65
87
11
15
16
22
81
81
48
83
62
42
53
93
62
48
18
12
39
88
96
52
59
0.058824
ZONS
2001-08-03T00:00:00
46
67
66
87
10
21
59
93
82
82
49
84
62
42
56
93
62
51
19
37
41
92
94
52
59
-0.138889
ZONS
2001-08-10T00:00:00
47
68
65
87
10
18
33
94
81
81
48
85
37
44
51
93
62
47
19
23
42
92
95
52
59
-0.090323
ZONS
2001-08-17T00:00:00
47
67
60
67
11
17
19
78
78
78
66
84
59
37
43
96
57
44
13
16
31
95
97
52
59
0.007092
ZONS
2001-08-24T00:00:00
47
65
60
66
9
21
62
19
80
80
68
83
59
34
36
96
57
62
13
39
30
95
97
52
59
0.098592
ZONS
2001-08-31T00:00:00
48
68
61
66
10
15
13
99
90
90
67
87
59
34
51
96
57
55
13
12
47
99
95
52
59
-0.294872
ZONS
2001-09-07T00:00:00
48
69
61
66
12
16
19
97
89
89
62
87
59
39
59
96
57
35
13
15
45
99
95
52
59
-0.127273
ZONS
2001-09-14T00:00:00
48
68
62
66
11
17
22
99
88
88
66
88
59
35
55
97
57
55
13
17
19
79
32
52
59
-0.083333
ZONS
2001-09-21T00:00:00
48
68
61
66
16
21
54
41
82
82
58
87
59
44
49
96
57
20
13
35
59
88
88
52
59
0.022727
ZONS
2001-09-28T00:00:00
48
66
62
65
12
14
10
66
78
78
69
87
59
34
52
96
57
65
13
10
64
85
91
52
59
-0.011111
ZONS
2001-10-05T00:00:00
48
70
62
65
22
12
7
87
74
74
54
88
59
48
54
97
57
6
13
8
72
93
93
52
59
-0.078652
ZONS
2001-10-12T00:00:00
48
66
62
65
15
16
15
16
83
83
69
87
59
33
34
96
57
69
13
14
69
90
92
52
59
0.219512
ZONS
2001-10-19T00:00:00
49
68
62
65
16
20
46
94
84
84
22
88
59
33
45
96
57
61
13
30
76
88
94
52
59
-0.19
ZONS
2001-10-26T00:00:00
48
69
62
65
22
11
5
60
83
83
22
88
59
44
56
96
57
14
14
7
72
89
94
52
59
0.049383
ZONS
2001-11-02T00:00:00
49
70
63
65
22
11
4
90
81
81
22
88
58
42
47
97
57
19
14
6
70
86
94
52
59
-0.047059
ZONS
2001-11-09T00:00:00
42
100
23
13
25
8
3
93
76
76
6
90
82
41
51
89
58
10
26
4
74
88
94
52
59
-0.061728
ZONS
2001-11-16T00:00:00
44
100
23
12
18
13
25
36
77
77
18
89
81
33
38
96
58
61
26
17
66
80
92
52
59
0.105263
ZONS
2001-11-23T00:00:00
44
100
22
12
19
12
21
44
75
75
15
89
81
35
52
96
58
48
25
15
64
79
92
52
59
0.011905
ZONS
2001-11-30T00:00:00
44
100
22
12
21
9
10
11
78
78
10
89
81
38
40
95
58
28
26
7
57
77
91
52
59
0.082353
ZONS
2001-12-07T00:00:00
44
100
22
12
20
14
58
12
78
78
12
88
81
35
44
95
57
37
26
33
58
63
89
52
59
0.086957
ZONS
2001-12-14T00:00:00
44
100
22
12
22
9
9
81
81
81
8
89
81
40
62
95
57
18
26
6
64
59
90
52
59
-0.14
ZONS
2001-12-21T00:00:00
44
100
23
12
21
9
17
87
77
77
9
90
81
38
85
96
57
26
26
10
68
62
90
52
59
-0.05814
ZONS
2001-12-28T00:00:00
44
100
23
12
18
9
10
93
74
74
17
90
81
31
73
95
57
57
26
7
57
62
89
52
59
-0.012346
ZONS
2002-01-04T00:00:00
44
100
23
12
20
7
6
29
76
76
12
89
81
34
39
95
57
37
26
4
61
69
90
52
59
0.1125
ZONS
2002-01-11T00:00:00
44
100
22
12
18
8
37
31
74
74
19
90
81
28
34
95
57
59
26
17
60
67
88
52
59
0.011236
ZONS
2002-01-18T00:00:00
44
100
22
12
20
8
31
33
71
71
16
90
81
35
25
96
57
40
26
15
59
67
88
52
59
0
ZONS
2002-01-25T00:00:00
44
100
23
12
18
11
72
81
71
71
26
90
81
29
27
96
58
66
26
37
62
67
89
52
59
-0.055556
ZONS
2002-02-01T00:00:00
44
100
23
12
19
14
76
79
70
70
22
90
81
31
22
95
58
53
26
42
60
76
90
52
59
-0.035294
ZONS
2002-02-08T00:00:00
44
100
23
12
24
9
21
19
70
70
9
90
82
39
20
95
58
19
26
12
67
80
89
52
59
0.060976
ZONS
2002-02-15T00:00:00
43
100
23
12
21
8
17
81
70
70
14
90
81
36
21
95
58
37
26
10
69
80
91
52
59
-0.08046
ZONS
2002-02-22T00:00:00
43
100
23
12
24
6
10
61
66
66
9
90
81
39
25
95
58
22
26
6
70
84
90
52
59
0
ZONS
2002-03-01T00:00:00
43
100
20
92
22
7
47
24
65
65
41
88
94
30
13
97
54
32
80
20
69
78
91
52
59
0.1
ZONS
2002-03-08T00:00:00
43
100
20
92
20
8
55
37
63
63
44
88
94
28
11
97
54
44
80
25
67
74
91
52
59
0.011364
ZONS
2002-03-15T00:00:00
43
100
20
92
19
11
60
2
74
74
49
87
94
25
6
97
54
66
79
32
68
61
91
52
59
0.224719
ZONS
2002-03-22T00:00:00
44
100
20
92
39
9
22
46
76
76
38
88
94
38
9
97
54
10
77
12
70
64
92
52
59
-0.082569
ZONS
2002-03-29T00:00:00
45
100
20
91
44
8
23
65
75
75
34
88
97
43
12
96
55
2
72
13
69
63
92
52
59
-0.04
ZONS
2002-04-05T00:00:00
46
100
20
91
18
15
68
81
74
74
58
89
97
30
11
96
55
71
72
40
66
55
92
52
59
-0.052083
ZONS
2002-04-12T00:00:00
46
100
20
91
39
11
23
68
72
72
58
89
97
41
12
96
55
10
73
15
68
46
93
52
59
0.010989
ZONS
2002-04-19T00:00:00
47
100
21
91
32
13
34
82
71
71
55
89
97
40
8
96
55
18
73
21
68
48
93
52
59
-0.021739
ZONS
2002-04-26T00:00:00
46
100
20
91
20
19
71
19
70
70
71
88
97
30
5
96
56
61
73
43
73
58
92
52
59
0.088889
ZONS
2002-05-03T00:00:00
46
100
19
91
24
17
60
5
72
72
61
87
97
37
5
97
56
33
73
35
75
59
92
52
59
0.122449
ZONS
2002-05-10T00:00:00
44
100
19
91
21
42
96
9
70
70
69
87
97
33
5
94
56
55
82
73
83
52
92
52
59
0
ZONS
2002-05-17T00:00:00
49
100
51
24
22
31
75
57
70
70
74
88
87
47
6
93
54
49
61
52
87
63
92
52
59
-0.045455
ZONS
2002-05-24T00:00:00
48
100
51
24
25
24
51
18
63
63
72
88
87
47
4
93
54
43
61
34
95
81
95
52
59
0.038095
ZONS
2002-05-31T00:00:00
48
100
51
24
26
19
36
17
61
61
70
87
87
47
4
93
54
35
61
25
91
66
97
52
59
0.018349
ZONS
2002-06-07T00:00:00
47
100
50
24
23
22
37
1
71
71
72
85
87
47
3
93
54
45
62
27
96
79
97
52
59
0.189189
ZONS
2002-06-14T00:00:00
46
100
49
25
20
18
24
1
82
82
76
82
87
47
1
93
54
69
63
18
98
97
97
52
59
0.318182
ZONS
2002-06-21T00:00:00
46
100
50
25
37
32
69
23
83
83
65
83
87
47
1
93
54
11
62
50
89
93
95
52
59
-0.109195
ZONS
2002-06-28T00:00:00
47
100
50
25
39
48
92
62
83
83
65
84
87
47
1
93
54
11
62
72
83
84
77
52
59
-0.096774
ZONS
2002-07-05T00:00:00
47
100
50
25
23
54
94
68
82
82
73
84
87
47
1
93
54
47
62
77
83
84
77
52
59
-0.028571
ZONS
2002-07-12T00:00:00
47
100
50
25
22
46
73
76
81
81
72
85
87
52
2
93
54
40
62
61
84
85
76
52
59
-0.102941
ZONS
2002-07-19T00:00:00
47
100
50
25
44
58
89
44
80
80
62
85
87
49
2
93
54
5
61
77
81
87
83
52
59
0
ZONS
2002-07-26T00:00:00
47
100
50
25
24
59
92
81
79
79
70
85
87
49
1
93
54
34
61
79
63
87
87
52
59
-0.098361
ZONS
2002-08-02T00:00:00
46
100
49
24
26
86
100
28
78
78
67
84
87
49
2
93
54
24
62
96
58
85
87
52
59
0.090909
ZONS
2002-08-09T00:00:00
45
100
49
24
34
92
100
57
76
76
64
84
87
50
2
93
54
13
62
98
64
85
85
52
59
-0.008333
ZONS
2002-08-16T00:00:00
60
68
46
10
18
88
99
91
75
75
63
87
82
50
3
45
64
62
77
96
76
84
82
52
59
-0.117647
ZONS
2002-08-23T00:00:00
60
68
46
10
20
84
75
71
65
65
59
87
82
51
3
44
64
45
76
82
62
81
76
52
59
0.047619
ZONS
2002-08-30T00:00:00
59
69
46
10
32
83
68
48
64
64
46
87
82
50
11
42
65
2
77
79
54
79
75
52
59
0.018182
ZONS
2002-09-06T00:00:00
59
69
46
10
29
74
51
46
63
63
47
87
82
50
32
42
65
10
77
64
46
74
72
52
59
-0.017857
ZONS
2002-09-13T00:00:00
60
66
46
10
20
81
63
71
62
62
65
87
82
51
45
42
65
70
77
75
52
77
65
52
59
-0.027273
ZONS
2002-09-20T00:00:00
61
68
46
10
23
67
35
85
62
62
52
88
82
51
41
42
65
30
76
50
47
71
68
52
59
-0.102804
ZONS
2002-09-27T00:00:00
61
68
46
10
25
79
62
66
61
61
47
88
82
51
48
42
65
15
76
72
47
71
69
52
59
-0.010417
ZONS
2002-10-04T00:00:00
60
68
46
10
29
74
54
43
58
58
44
87
82
51
62
43
65
4
77
65
43
66
64
52
59
0.010526
ZONS
2002-10-11T00:00:00
60
68
46
10
29
48
21
25
53
53
44
87
82
51
53
43
65
7
76
32
42
62
66
52
59
0.020833
ZONS
2002-10-18T00:00:00
59
66
45
9
28
57
29
12
58
58
35
86
82
50
59
43
65
3
77
40
41
63
69
52
59
0.112245
ZONS
2002-10-25T00:00:00
60
67
46
9
25
64
44
56
53
53
45
87
82
50
65
42
65
24
76
54
42
46
65
52
59
-0.036697
ZONS
2002-11-01T00:00:00
60
68
46
9
26
63
46
78
51
51
43
88
82
58
83
42
65
21
77
55
44
48
69
52
59
-0.038095
ZONS
2002-11-08T00:00:00
60
68
46
9
23
57
36
50
50
50
53
87
82
58
90
42
65
40
77
44
46
55
66
52
59
0.029703
ZONS
2002-11-15T00:00:00
45
74
45
92
24
47
19
93
53
53
34
86
84
55
87
40
49
26
77
30
51
54
65
52
59
-0.086538
ZONS
2002-11-22T00:00:00
44
73
45
92
25
47
27
20
62
62
33
85
84
54
82
40
49
22
78
35
51
60
45
52
59
0.157895
ZONS
2002-11-29T00:00:00
45
74
45
92
22
53
42
94
63
63
38
87
84
52
86
38
49
42
78
47
44
50
39
52
59
-0.090909
ZONS
2002-12-06T00:00:00
44
74
45
92
27
60
57
17
62
62
25
86
84
51
87
38
49
1
80
59
43
45
39
52
59
0.07
ZONS
2002-12-13T00:00:00
44
71
45
92
22
72
81
25
61
61
36
86
84
51
91
38
49
34
81
81
43
48
40
52
59
0.009346
ZONS
2002-12-20T00:00:00
44
73
45
92
23
63
55
66
61
61
31
86
84
51
93
38
49
17
83
60
44
47
41
52
59
-0.055556
ZONS
2002-12-27T00:00:00
45
73
44
92
20
52
30
87
61
61
38
86
84
50
94
39
49
41
83
37
44
52
37
52
59
-0.068627
ZONS
2003-01-03T00:00:00
45
75
45
92
25
56
50
90
61
61
25
87
84
49
94
38
49
3
80
53
43
46
37
52
59
0
ZONS
2003-01-10T00:00:00
45
74
45
92
21
39
12
74
60
60
38
87
84
48
94
38
49
37
79
20
44
43
41
52
59
0.010526
ZONS
2003-01-17T00:00:00
44
73
44
92
21
61
67
22
60
60
24
86
84
47
91
38
49
47
77
68
42
45
30
52
59
0.0625