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
⌀
ZPLSQ
2000-07-21T00:00:00
3
23
25
3
2
24
27
51
79
79
99
82
85
2
95
14
18
88
95
23
6
30
85
50
50
0.030381
ZPLSQ
2000-07-28T00:00:00
3
24
9
3
19
20
15
75
75
75
79
83
85
11
94
14
18
88
95
15
7
33
84
50
50
-0.078419
ZPLSQ
2000-08-04T00:00:00
3
28
18
3
7
23
32
99
82
82
90
87
85
6
94
14
18
89
95
24
9
30
78
50
50
-0.255276
ZPLSQ
2000-08-11T00:00:00
3
29
17
3
7
13
9
94
82
82
90
88
85
7
95
34
17
89
73
8
9
31
80
50
50
-0.028793
ZPLSQ
2000-08-18T00:00:00
2
23
23
1
4
14
7
90
80
80
59
88
85
6
94
35
20
87
76
8
4
48
74
50
50
0
ZPLSQ
2000-08-25T00:00:00
2
25
27
1
3
7
1
93
78
78
64
89
85
4
94
33
20
87
76
3
8
37
71
50
50
-0.058824
ZPLSQ
2000-09-01T00:00:00
2
23
19
1
8
7
2
38
82
82
54
88
85
8
94
33
20
87
76
3
9
43
39
50
50
0.1095
ZPLSQ
2000-09-08T00:00:00
3
19
27
1
2
7
3
5
94
94
71
83
85
4
92
33
20
85
76
3
11
37
19
50
50
0.408292
ZPLSQ
2000-09-15T00:00:00
2
22
28
1
2
9
9
54
95
95
71
86
85
4
83
33
20
86
76
6
27
18
12
50
50
-0.19008
ZPLSQ
2000-09-22T00:00:00
2
24
10
1
22
9
14
72
95
95
37
87
85
13
84
33
20
86
76
9
35
21
17
50
50
-0.111023
ZPLSQ
2000-09-29T00:00:00
2
29
17
1
10
5
2
98
96
96
50
90
85
10
83
34
20
88
76
2
43
22
20
50
50
-0.277778
ZPLSQ
2000-10-06T00:00:00
3
23
28
1
2
6
3
8
98
98
72
86
85
4
71
34
20
85
76
3
51
52
45
50
50
0.422769
ZPLSQ
2000-10-13T00:00:00
3
27
22
1
5
5
4
88
98
98
56
89
85
7
74
26
20
86
76
3
30
49
47
50
50
-0.256488
ZPLSQ
2000-10-20T00:00:00
3
27
22
1
5
4
3
69
97
97
54
89
85
20
75
26
20
86
76
3
26
48
46
50
50
0
ZPLSQ
2000-10-27T00:00:00
2
30
10
1
23
4
19
96
97
97
49
90
85
27
76
26
20
87
76
9
24
47
57
50
50
-0.145433
ZPLSQ
2000-11-03T00:00:00
2
32
19
1
9
11
81
95
96
96
52
91
85
23
74
27
20
88
76
45
26
42
59
50
50
-0.042886
ZPLSQ
2000-11-10T00:00:00
2
30
20
1
8
6
48
54
95
95
53
90
85
22
70
27
20
88
67
24
26
40
72
50
50
0.044808
ZPLSQ
2000-11-17T00:00:00
2
20
18
1
13
6
23
14
94
94
71
89
85
31
62
18
27
88
69
12
33
67
84
50
50
0.149081
ZPLSQ
2000-11-24T00:00:00
2
22
28
1
3
3
4
74
94
94
72
90
85
26
65
16
27
88
69
3
33
69
84
50
50
-0.167062
ZPLSQ
2000-12-01T00:00:00
2
28
14
1
22
12
74
92
95
95
39
92
85
36
55
30
27
89
62
42
36
71
88
50
50
-0.244666
ZPLSQ
2000-12-08T00:00:00
2
37
18
1
15
7
16
99
94
94
47
95
85
33
51
30
27
91
60
10
54
65
83
50
50
-0.293785
ZPLSQ
2000-12-15T00:00:00
2
33
18
1
14
8
15
79
90
90
48
94
85
32
34
30
27
90
61
10
65
57
83
50
50
0.082667
ZPLSQ
2000-12-22T00:00:00
2
40
31
1
3
7
9
96
90
90
72
96
85
24
37
31
27
91
59
7
74
38
85
50
50
-0.307882
ZPLSQ
2000-12-29T00:00:00
1
53
27
1
6
6
5
100
92
92
62
98
85
27
48
31
27
92
58
5
74
57
88
50
50
-0.3879
ZPLSQ
2001-01-05T00:00:00
2
29
23
1
8
10
22
9
100
100
69
93
61
29
31
31
27
89
60
14
69
97
99
50
50
1.81686
ZPLSQ
2001-01-12T00:00:00
2
30
15
1
21
12
60
25
100
100
64
93
61
33
22
30
27
90
60
34
71
97
99
50
50
0
ZPLSQ
2001-01-19T00:00:00
2
29
16
1
19
9
25
10
100
100
76
93
61
30
22
30
27
90
61
15
70
97
98
50
50
0.063983
ZPLSQ
2001-01-26T00:00:00
2
25
22
1
8
7
12
4
100
100
82
92
61
25
11
30
27
89
61
8
68
96
99
50
50
0.242483
ZPLSQ
2001-02-02T00:00:00
2
28
30
1
3
4
4
69
100
100
90
93
61
21
20
30
27
90
60
3
69
96
98
50
50
-0.17096
ZPLSQ
2001-02-09T00:00:00
2
28
22
1
8
6
8
48
100
100
73
93
41
25
21
31
27
89
60
6
67
96
98
50
50
0
ZPLSQ
2001-02-16T00:00:00
1
16
32
1
8
5
4
32
100
100
66
93
87
10
17
9
48
88
82
4
66
97
98
50
50
0.059322
ZPLSQ
2001-02-23T00:00:00
1
17
23
1
25
2
1
83
100
100
64
93
87
16
17
10
48
89
82
1
66
97
98
50
50
-0.166222
ZPLSQ
2001-03-02T00:00:00
1
18
33
1
7
10
62
94
100
100
67
95
87
56
17
13
48
89
81
32
68
97
98
50
50
-0.167377
ZPLSQ
2001-03-09T00:00:00
1
18
36
1
4
8
60
92
100
100
69
95
87
53
24
13
48
90
80
27
67
96
99
50
50
-0.039693
ZPLSQ
2001-03-16T00:00:00
1
26
38
1
4
7
76
100
97
97
71
98
88
52
40
13
48
91
77
36
56
96
98
50
50
-0.416
ZPLSQ
2001-03-23T00:00:00
1
19
35
1
4
14
91
32
100
100
72
96
87
54
20
14
48
90
78
53
48
95
94
50
50
0.497717
ZPLSQ
2001-03-30T00:00:00
1
23
31
1
7
7
50
93
100
100
72
97
86
60
19
15
48
90
75
22
48
97
95
50
50
-0.190549
ZPLSQ
2001-04-06T00:00:00
2
22
35
1
4
9
59
54
100
100
77
97
86
57
25
15
48
89
75
30
50
97
95
50
50
0
ZPLSQ
2001-04-13T00:00:00
2
22
28
1
13
13
73
57
99
99
70
96
85
64
31
15
48
89
76
41
48
97
96
50
50
0.073446
ZPLSQ
2001-04-20T00:00:00
2
22
30
1
10
9
25
57
98
98
48
97
85
63
31
14
47
89
77
15
45
97
96
50
50
0
ZPLSQ
2001-04-27T00:00:00
2
29
35
1
4
6
9
96
98
98
60
98
85
58
38
14
48
91
76
6
59
98
96
50
50
-0.22807
ZPLSQ
2001-05-04T00:00:00
2
25
40
1
3
7
8
59
98
98
70
97
85
53
31
15
48
90
77
6
57
98
96
50
50
0.181818
ZPLSQ
2001-05-11T00:00:00
2
21
25
1
17
3
2
8
98
98
36
97
85
68
17
14
48
90
80
2
55
97
95
50
50
0.211538
ZPLSQ
2001-05-18T00:00:00
1
23
31
1
8
8
27
58
98
98
45
97
84
62
31
14
48
91
81
16
56
99
96
50
50
-0.095238
ZPLSQ
2001-05-25T00:00:00
1
29
25
1
18
6
9
99
97
97
38
98
84
68
37
14
48
92
80
6
58
100
97
50
50
-0.192982
ZPLSQ
2001-06-01T00:00:00
1
31
37
1
4
8
20
99
95
95
53
98
84
56
29
43
48
93
81
13
58
100
97
50
50
-0.130435
ZPLSQ
2001-06-08T00:00:00
1
32
41
1
3
8
40
98
94
94
58
98
84
52
38
43
48
93
79
21
57
100
97
50
50
-0.05
ZPTA
2022-01-21T00:00:00
32
1
57
35
20
65
55
7
6.5
6.5
8
74
50
1
68
8
100
12
2
59
69
54
50.5
25
64.5
-0.002991
ZPTA
2022-01-28T00:00:00
33
1
62
35
20
65
55
21
6.5
6.5
24
73
50
1
68
8
100
29
2
57
69
54
50.5
25
64.5
-0.001
ZPTA
2022-02-04T00:00:00
33
1
68
35
20
65
55
61
1
1
48
73
50
1
68
8
100
50
2
59
69
54
50.5
25
64.5
-0.001001
ZPTA
2022-02-11T00:00:00
33
1
67
34
20
65
55
41
2
2
43
73
50
1
68
8
100
46
2
58
69
54
50.5
25
64.5
0.004008
ZPTA
2022-02-18T00:00:00
33
1
68
34
20
65
55
49
2
2
45
73
50
1
68
8
100
49
2
61
69
54
50.5
25
64.5
-0.001996
ZPTA
2022-02-25T00:00:00
33
1
66
34
20
65
55
51
1
1
32
73
50
1
68
8
100
39
2
61
69
54
50.5
25
64.5
-0.001
ZPTA
2022-03-04T00:00:00
33
1
65
35
20
65
55
40
1
1
29
73
50
1
68
8
100
37
2
60
69
54
50.5
25
64.5
0.000601
ZPTA
2022-03-11T00:00:00
33
1
67
34
20
65
55
49
3
3
36
73
50
1
68
8
100
44
2
60
69
54
50.5
25
64.5
-0.006603
ZPTA
2022-03-18T00:00:00
29
51
64
21
20
85
91
77
2
2
24
70
50
31
68
8
100
34
2
92
69
54
50.5
25
64.5
-0.001007
ZPTA
2022-03-25T00:00:00
29
51
64
21
20
87
89
56
4
4
22
70
50
33
68
8
100
32
2
91
69
54
50.5
25
64.5
0.004032
ZPTA
2022-04-01T00:00:00
29
50
56
21
20
79
67
56
5
5
4
70
50
61
68
8
100
7
2
75
69
54
50.5
25
64.5
0.001004
ZPTA
2022-04-08T00:00:00
29
51
57
21
20
83
72
45
5
5
7
70
50
55
68
8
100
12
2
82
69
54
50.5
25
64.5
-0.003009
ZPTA
2022-04-15T00:00:00
29
51
69
21
20
79
60
37
5
5
45
70
50
15
68
8
100
47
2
71
69
54
50.5
25
64.5
0.003018
ZPTA
2022-04-22T00:00:00
29
51
58
21
20
76
53
15
6
6
9
69
50
54
68
8
100
12
2
65
69
54
50.5
25
64.5
0.004012
ZPTA
2022-04-29T00:00:00
30
51
57
21
20
76
62
34
9
9
5
69
50
61
68
8
100
8
2
71
69
54
50.5
25
64.5
-0.006993
ZPTA
2022-05-06T00:00:00
30
51
64
22
20
66
54
29
8
8
24
69
50
35
68
8
100
29
2
60
69
54
50.5
25
64.5
0.001509
ZPTA
2022-05-13T00:00:00
42
100
23
26
20
55
29
29
8
8
53
68
50
3
68
8
4
66
2
37
69
54
50.5
25
64.5
-0.00452
ZPTA
2022-05-20T00:00:00
41
100
11
26
20
62
40
17
9
9
24
68
50
27
68
8
3
35
2
50
69
54
50.5
25
64.5
0.005045
ZPTA
2022-05-27T00:00:00
41
100
22
26
20
61
39
56
8
8
44
68
50
4
68
8
3
61
2
49
69
54
50.5
25
64.5
0
ZPTA
2022-06-03T00:00:00
41
100
1
26
20
61
51
54
8
8
5
68
50
62
68
8
3
9
2
56
69
54
50.5
25
64.5
0
ZPTA
2022-06-10T00:00:00
41
100
3
26
20
65
59
36
7
7
10
68
50
52
68
8
3
15
2
63
69
54
50.5
25
64.5
-0.001004
ZPTA
2022-06-17T00:00:00
41
100
17
26
20
78
83
18
7
7
36
68
50
11
68
8
3
48
2
84
69
54
50.5
25
64.5
0
ZPTA
2022-06-24T00:00:00
41
100
25
26
20
69
69
34
7
7
49
68
50
1
68
8
3
69
2
69
69
54
50.5
25
64.5
0.003015
ZPTA
2022-07-01T00:00:00
41
100
1
26
20
73
71
23
8
8
3
67
50
66
68
8
3
5
2
72
69
54
50.5
25
64.5
0.00501
ZPTA
2022-07-08T00:00:00
41
100
9
26
20
77
76
64
9
9
23
68
50
29
68
8
3
33
2
77
69
54
50.5
25
64.5
-0.005982
ZPTA
2022-07-15T00:00:00
41
100
17
26
20
87
88
43
9
9
36
68
50
12
68
8
3
48
2
91
69
54
50.5
25
64.5
0.001003
ZPTA
2022-07-22T00:00:00
41
100
2
26
20
76
62
57
8
8
5
68
50
61
68
8
3
9
2
72
69
54
50.5
25
64.5
0.003006
ZPTA
2022-07-29T00:00:00
40
100
9
26
20
76
57
78
9
9
23
68
50
30
68
8
3
32
2
70
69
54
50.5
25
64.5
-0.004995
ZPTA
2022-08-05T00:00:00
36
100
3
36
20
79
71
69
10
10
65
69
50
51
68
8
3
15
2
78
69
54
50.5
25
64.5
0.003012
ZPTA
2022-08-12T00:00:00
36
100
15
33
20
87
83
71
9
9
80
69
50
15
68
8
3
44
2
88
69
54
50.5
25
64.5
0.002002
ZPTA
2022-08-19T00:00:00
36
100
21
32
20
89
78
36
9
9
85
68
50
4
68
8
3
58
2
91
69
54
50.5
25
64.5
0.001998
ZPTA
2022-08-26T00:00:00
36
100
4
32
20
93
83
19
9
9
68
68
50
46
68
8
3
19
2
93
69
54
50.5
25
64.5
0.003988
ZPTA
2022-09-02T00:00:00
36
100
9
32
20
80
58
22
9
9
75
67
50
26
68
8
3
34
2
73
69
54
50.5
25
64.5
-0.001986
ZPTA
2022-09-09T00:00:00
36
100
2
32
20
81
64
36
9
9
61
68
50
55
68
8
3
13
2
75
69
54
50.5
25
64.5
0.00199
ZPTA
2022-09-16T00:00:00
36
100
8
32
20
79
59
19
8
8
73
67
50
28
68
8
3
32
2
74
69
54
50.5
25
64.5
0.000993
ZPTA
2022-09-23T00:00:00
36
100
12
32
90
52
30
18
8
8
77
66
50
6
68
8
3
39
2
35
33
3
56
4
79
-0.001984
ZPTA
2022-09-30T00:00:00
36
100
5
32
25
52
30
25
7
7
66
67
50
10
68
8
3
22
2
35
34
3
59
4
79
0
ZPTA
2022-10-07T00:00:00
36
100
15
32
22
48
31
27
7
7
78
66
50
4
68
8
3
46
2
34
38
3
63
7
65
0.003976
ZPTA
2022-10-14T00:00:00
36
100
4
32
25
62
55
27
6
6
87
66
50
11
68
8
3
20
2
60
28
2
59
9
64
0.00099
ZPTA
2022-10-21T00:00:00
36
100
10
32
21
79
74
55
6
6
93
66
50
6
68
8
3
36
2
82
25
4
58
7
74
-0.000989
ZPTA
2022-10-28T00:00:00
36
100
24
32
20
82
79
58
6
6
100
66
50
2
68
8
3
68
2
84
26
4
61
7
72
0.00396
ZPTA
2022-11-04T00:00:00
36
100
2
31
36
79
73
40
6
6
84
66
50
14
68
8
3
10
2
81
22
3
57
7
68
0.003945
ZPTA
2022-11-11T00:00:00
49
48
13
34
21
86
85
64
5
5
97
66
50
6
68
8
4
41
2
90
20
4
46
8
65
-0.000982
ZPTA
2022-11-18T00:00:00
48
48
1
33
43
89
87
44
5
5
88
66
50
32
68
8
3
2
2
91
37
6
39
20
63
0.00295
ZPTA
2022-11-25T00:00:00
48
48
6
33
24
86
83
44
8
8
95
66
50
22
68
8
3
25
2
87
27
8
38
25
55
0.007843
ZPTA
2022-12-02T00:00:00
49
48
19
33
20
87
84
69
12
12
100
66
50
10
68
8
3
55
2
89
36
28
70
10
78
-0.007782
ZPTA
2022-12-09T00:00:00
49
49
2
33
21
89
82
18
12
12
91
65
50
28
68
8
3
9
2
89
47
23
81
4
83
0.007843
ZPTA
2022-12-16T00:00:00
49
49
13
33
19
79
62
41
11
11
98
66
50
13
68
8
3
42
2
72
51
32
83
8
83
-0.003891
ZPTA
2022-12-23T00:00:00
49
48
2
33
22
76
55
29
10
10
92
65
50
25
68
8
3
15
2
69
52
29
77
9
79
0.001953
ZPTA
2022-12-30T00:00:00
49
49
5
33
21
81
65
28
9
9
94
65
50
21
68
8
3
24
2
78
46
28
86
10
81
0.006335
ZPTA
2023-01-06T00:00:00
49
49
5
33
22
68
47
61
9
9
91
65
50
23
68
8
3
21
2
59
58
48
81
8
72
0.001453
ZPTA
2023-01-13T00:00:00
49
49
3
33
23
75
56
86
8
8
85
66
50
33
73
8
3
17
2
70
69
66
73
9
80
-0.002901
ZPTA
2023-01-20T00:00:00
49
49
4
33
22
77
59
71
8
8
86
66
50
28
68
8
3
21
2
72
71
69
69
6
80
0.002425