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
⌀
ZQKSQ
1998-07-03T00:00:00
88
62
52
22
11
71
61
46
45
45
83
34
33
90
56
56
80
38
38
67
29
37.5
58
55
62
0
ZQKSQ
1998-07-10T00:00:00
88
62
53
22
11
94
94
75
46
46
80
34
33
90
56
56
80
32
38
94
29
37.5
58
55
62
-0.040884
ZQKSQ
1998-07-17T00:00:00
88
62
53
22
11
94
96
23
49
49
75
34
33
90
56
56
79
24
38
96
29
37.5
58
55
62
0.068835
ZQKSQ
1998-07-24T00:00:00
88
62
52
22
11
84
70
63
46
46
72
34
33
90
56
56
79
14
38
79
29
37.5
58
55
62
-0.070606
ZQKSQ
1998-07-31T00:00:00
88
62
53
22
11
91
89
69
45
45
79
34
33
90
56
56
79
46
38
91
29
37.5
58
55
62
-0.053083
ZQKSQ
1998-08-07T00:00:00
87
62
52
22
11
80
66
79
41
41
69
34
33
90
56
56
79
7
38
74
29
37.5
58
55
62
-0.056059
ZQKSQ
1998-08-14T00:00:00
87
62
53
21
11
90
92
37
38
38
96
34
33
90
56
56
79
43
38
92
29
37.5
58
55
62
0.022404
ZQKSQ
1998-08-21T00:00:00
87
62
52
21
11
86
78
60
35
35
96
34
33
90
56
56
79
48
38
83
29
37.5
58
55
62
-0.043478
ZQKSQ
1998-08-28T00:00:00
87
62
53
20
11
82
66
61
34
34
89
34
33
90
56
56
79
25
38
75
29
37.5
58
55
62
-0.098545
ZQKSQ
1998-09-04T00:00:00
87
62
53
21
11
66
44
35
30
30
93
34
33
90
56
56
79
49
38
56
29
37.5
58
55
62
0.012505
ZQKSQ
1998-09-11T00:00:00
87
62
52
20
23
82
76
2
63
63
99
34
33
76
56
56
79
83
38
80
26
95
54
55
62
0.203586
ZQKSQ
1998-09-18T00:00:00
73
62
52
96
35
68
52
3
60
60
39
34
33
56
56
56
75
1
38
60
28
93
49
55
62
0.072493
ZQKSQ
1998-09-25T00:00:00
73
62
52
96
29
62
39
14
56
56
44
34
33
56
56
56
75
13
38
50
27
93
49
55
62
0.016049
ZQKSQ
1998-10-02T00:00:00
73
62
52
96
22
53
31
33
52
52
50
34
33
49
56
56
75
25
38
41
30
93
50
55
62
-0.041312
ZQKSQ
1998-10-09T00:00:00
73
62
52
96
28
66
55
47
50
50
44
34
33
49
56
56
75
14
38
62
36
90
18
55
62
-0.092205
ZQKSQ
1998-10-16T00:00:00
73
62
52
96
26
57
47
12
52
52
51
34
33
49
56
56
75
18
38
52
31
92
12
55
62
0.145201
ZQKSQ
1998-10-23T00:00:00
73
62
52
96
25
52
39
47
45
45
51
34
33
49
56
56
75
21
38
45
39
90
11
55
62
0
ZQKSQ
1998-10-30T00:00:00
73
62
52
96
11
64
59
37
41
41
55
34
33
49
56
56
75
51
38
62
39
91
10
55
62
0.050899
ZQKSQ
1998-11-06T00:00:00
73
62
51
96
17
94
98
45
37
37
53
34
33
49
56
56
75
35
38
97
36
90
16
55
62
0.045244
ZQKSQ
1998-11-13T00:00:00
73
62
50
96
8
97
99
11
37
37
33
34
33
49
56
56
75
66
38
99
32
83
13
55
62
0.081021
ZQKSQ
1998-11-20T00:00:00
74
62
50
96
22
97
96
30
31
31
15
34
33
50
56
56
74
30
38
98
36
82
18
55
62
-0.00539
ZQKSQ
1998-11-27T00:00:00
74
62
50
96
11
95
90
30
30
30
26
34
33
50
56
56
74
56
38
94
37
82
22
55
62
0.013419
ZQKSQ
1998-12-04T00:00:00
61
21
46
96
9
89
74
24
29
29
29
35
33
51
56
56
74
58
38
83
38
83
20
55
62
0.018589
ZQKSQ
1998-12-11T00:00:00
60
21
46
96
34
97
94
21
26
26
6
35
33
51
56
56
74
11
38
97
37
81
20
55
62
0.00525
ZQKSQ
1998-12-18T00:00:00
54
13
45
96
12
95
75
2
52
52
23
32
33
52
56
56
74
44
38
89
30
77
69
55
62
0.243472
ZQKSQ
1998-12-25T00:00:00
55
14
45
96
5
95
74
14
52
52
31
32
33
51
56
56
74
68
38
88
31
76
71
55
62
-0.0084
ZQKSQ
1999-01-01T00:00:00
56
14
45
96
7
95
69
26
50
50
28
32
33
51
12
56
73
59
38
86
30
78
68
55
62
0.008471
ZQKSQ
1999-01-08T00:00:00
57
16
45
96
21
97
91
68
48
48
14
33
33
50
26
56
73
26
38
96
29
82
72
55
62
-0.025
ZQKSQ
1999-01-15T00:00:00
56
16
45
96
14
95
85
46
47
47
29
33
33
42
44
56
73
40
38
93
30
82
72
55
62
0.004308
ZQKSQ
1999-01-22T00:00:00
55
14
45
96
8
93
80
23
45
45
38
32
33
42
27
56
73
53
38
89
34
73
63
55
62
0.036152
ZQKSQ
1999-01-29T00:00:00
73
16
47
20
19
94
85
11
47
47
56
30
33
43
16
56
72
29
38
92
28
69
61
55
62
0.104672
ZQKSQ
1999-02-05T00:00:00
77
19
48
20
21
94
85
73
55
55
55
32
33
43
27
56
72
24
38
91
34
80
56
55
62
-0.115275
ZQKSQ
1999-02-12T00:00:00
75
18
47
20
29
99
99
25
54
54
52
31
33
51
42
56
73
11
38
99
36
80
54
55
62
0.0357
ZQKSQ
1999-02-19T00:00:00
72
15
47
20
26
98
96
9
54
54
72
30
33
51
33
56
73
16
38
98
36
80
54
55
62
0.071081
ZQKSQ
1999-02-26T00:00:00
71
14
47
20
27
97
90
8
43
43
72
29
33
51
37
56
72
14
38
95
27
74
54
55
62
0.028364
ZQKSQ
1999-03-05T00:00:00
66
12
47
20
4
94
71
1
52
52
100
27
33
52
17
56
73
76
38
86
19
72
46
55
62
0.178748
ZQKSQ
1999-03-12T00:00:00
43
13
49
29
15
93
71
20
52
52
57
27
33
34
20
56
80
34
38
85
19
71
47
55
62
-0.028199
ZQKSQ
1999-03-19T00:00:00
42
12
49
29
3
94
81
9
51
51
65
26
33
34
30
56
80
76
38
90
15
66
46
55
62
0.041827
ZQKSQ
1999-03-26T00:00:00
42
11
49
29
14
95
88
14
49
49
56
26
33
35
26
56
80
34
38
94
16
70
44
55
62
0.02163
ZQKSQ
1999-04-02T00:00:00
44
10
49
28
4
90
53
17
47
47
74
26
33
37
27
56
80
71
38
74
18
70
41
55
62
0.013631
ZQKSQ
1999-04-09T00:00:00
44
9
49
28
17
93
79
11
45
45
55
25
33
36
21
56
80
29
38
89
18
62
45
55
62
0.065522
ZQKSQ
1999-04-16T00:00:00
45
10
50
28
12
96
94
63
41
41
61
27
33
31
50
56
80
41
38
97
14
68
45
55
62
-0.051826
ZQKSQ
1999-04-23T00:00:00
45
11
50
28
5
97
95
84
42
42
64
28
33
31
56
56
80
61
38
98
5
64
57
55
62
-0.050127
ZQKSQ
1999-04-30T00:00:00
44
12
50
27
20
99
99
83
40
40
58
28
33
31
59
56
80
23
38
100
4
79
65
55
62
-0.009988
ZQKSQ
1999-05-07T00:00:00
44
12
50
27
11
98
96
79
38
38
61
28
33
31
57
56
80
42
38
98
5
91
75
55
62
-0.007077
ZQKSQ
1999-05-14T00:00:00
45
11
49
28
6
98
96
64
29
29
69
28
33
33
55
56
80
58
38
98
4
89
71
55
62
0.009402
ZQKSQ
1999-05-21T00:00:00
45
11
48
30
15
98
95
40
28
28
55
28
33
41
74
56
80
30
38
98
2
65
83
55
62
0.03756
ZQKSQ
1999-05-28T00:00:00
45
11
48
30
29
98
90
19
27
27
40
27
33
41
77
56
80
6
38
96
2
68
87
55
62
0.031712
ZQKSQ
1999-06-04T00:00:00
45
12
48
30
18
98
93
71
30
30
53
28
33
41
79
56
80
26
38
96
3
64
87
55
62
-0.056982
ZQKSQ
1999-06-11T00:00:00
46
14
48
30
28
96
67
96
41
41
38
30
33
41
88
56
80
3
38
84
2
63
88
55
62
-0.121
ZQKSQ
1999-06-18T00:00:00
91
17
45
36
13
92
41
81
39
39
81
30
33
36
96
56
78
34
38
69
2
76
93
55
62
0.021165
ZQKSQ
1999-06-25T00:00:00
90
16
45
36
8
90
34
39
41
41
81
29
33
36
96
56
78
45
38
65
3
62
96
55
62
0.049246
ZQKSQ
1999-07-02T00:00:00
90
16
45
35
9
88
30
40
38
38
63
29
33
36
97
56
78
42
38
61
2
66
95
55
62
0.027181
ZQKSQ
1999-07-09T00:00:00
90
17
45
36
9
87
33
58
37
37
65
30
33
36
96
56
78
45
38
62
1
72
94
55
62
-0.012
ZQKSQ
1999-07-16T00:00:00
91
19
46
35
19
89
53
91
38
38
51
31
33
33
97
56
78
21
38
75
3
75
93
55
62
-0.051074
ZQKSQ
1999-07-23T00:00:00
92
20
46
35
11
93
76
85
38
38
62
31
33
30
98
56
78
41
38
89
3
87
95
55
62
-0.048736
ZQKSQ
1999-07-30T00:00:00
90
16
45
35
4
85
41
22
41
41
73
30
33
30
99
56
78
64
38
65
2
90
99
55
62
0.072796
ZQKSQ
1999-08-06T00:00:00
90
18
46
35
10
62
11
59
41
41
60
30
33
31
98
56
78
40
38
34
2
88
99
55
62
-0.057887
ZQKSQ
1999-08-13T00:00:00
91
22
46
34
18
72
12
84
41
41
88
31
33
33
98
56
78
23
38
40
3
83
99
55
62
-0.064004
ZQKSQ
1999-08-20T00:00:00
92
25
46
33
8
80
38
96
40
40
95
33
33
35
99
56
78
46
38
61
4
82
100
55
62
-0.076951
ZQKSQ
1999-08-27T00:00:00
92
28
47
33
18
79
43
93
39
39
87
34
33
35
99
56
79
23
38
63
8
74
68
55
62
-0.043066
ZQKSQ
1999-09-03T00:00:00
93
32
47
33
26
75
33
93
36
36
77
34
33
35
98
56
78
9
38
55
9
82
70
55
62
-0.045211
ZQKSQ
1999-09-10T00:00:00
95
44
47
33
25
63
11
100
48
48
75
38
33
36
98
56
78
6
38
35
21
70
62
55
62
-0.168865
ZQKSQ
1999-09-17T00:00:00
71
48
48
90
26
57
12
96
46
46
37
38
33
33
97
56
73
4
38
31
24
65
57
55
62
-0.040583
ZQKSQ
1999-09-24T00:00:00
69
42
47
90
5
74
57
61
48
48
63
37
33
33
97
56
73
56
38
69
15
60
62
55
62
0.037961
ZQKSQ
1999-10-01T00:00:00
63
32
47
90
13
67
35
11
64
64
50
34
33
32
96
56
73
31
38
50
12
41
55
55
62
0.191745
ZQKSQ
1999-10-08T00:00:00
64
35
47
90
6
55
17
38
62
62
61
35
33
33
95
56
73
52
38
34
18
43
56
55
62
-0.044498
ZQKSQ
1999-10-15T00:00:00
67
42
48
90
21
43
8
82
62
62
45
37
33
33
95
56
73
16
38
22
16
42
64
55
62
-0.114705
ZQKSQ
1999-10-22T00:00:00
67
39
48
90
4
33
7
61
60
60
54
37
33
32
95
56
73
64
38
17
14
36
65
55
62
0.016325
ZQKSQ
1999-10-29T00:00:00
72
45
48
90
5
29
6
89
60
60
54
38
33
32
96
56
73
57
38
15
20
29
74
55
62
-0.099694
ZQKSQ
1999-11-05T00:00:00
66
37
48
90
6
18
2
17
66
66
54
36
33
32
96
56
73
53
38
8
20
19
75
55
62
0.168224
ZQKSQ
1999-11-12T00:00:00
68
42
48
89
14
18
2
73
63
63
51
38
33
41
95
56
73
33
38
8
28
14
91
55
62
-0.053091
ZQKSQ
1999-11-19T00:00:00
69
45
48
89
26
21
9
66
58
58
4
39
33
43
94
56
73
9
38
12
30
15
90
55
62
-0.012033
ZQKSQ
1999-11-26T00:00:00
70
45
48
89
9
38
64
83
57
57
20
39
33
43
95
56
73
43
38
51
31
15
89
55
62
-0.032392
ZQKSQ
1999-12-03T00:00:00
71
47
49
89
14
31
50
88
55
55
16
39
33
41
95
56
73
33
38
39
28
10
90
55
62
-0.046063
ZQKSQ
1999-12-10T00:00:00
65
36
48
89
5
25
18
13
62
62
28
37
33
41
77
56
73
60
38
19
33
6
93
55
62
0.197642
ZQKSQ
1999-12-17T00:00:00
67
40
48
89
16
26
34
49
61
61
13
38
33
41
66
56
73
28
38
28
33
5
90
55
62
-0.066104
ZQKSQ
1999-12-24T00:00:00
69
45
49
89
24
19
14
79
60
60
7
40
33
42
73
56
73
14
38
14
51
6
69
55
62
-0.078313
ZQKSQ
1999-12-31T00:00:00
68
44
49
89
15
29
64
57
58
58
15
40
33
42
83
56
73
31
38
46
70
7
53
55
62
0.055283
ZQKSQ
2000-01-07T00:00:00
71
51
49
89
22
22
29
94
57
57
9
41
33
41
79
52
73
19
27
23
40
8
59
55
62
-0.100903
ZQKSQ
2000-01-14T00:00:00
73
51
49
89
3
21
23
91
53
53
41
42
33
38
73
52
73
75
27
19
44
7
65
55
62
-0.035878
ZQKSQ
2000-01-21T00:00:00
74
54
50
89
21
18
18
94
50
50
16
43
33
35
73
52
73
22
27
15
40
5
63
55
62
-0.037213
ZQKSQ
2000-01-28T00:00:00
91
60
49
30
5
16
11
95
50
50
58
44
33
40
77
36
75
65
26
10
36
8
63
55
62
-0.081942
ZQKSQ
2000-02-04T00:00:00
88
54
48
30
7
39
76
26
57
57
58
42
33
40
75
36
75
55
26
59
42
24
65
55
62
0.157966
ZQKSQ
2000-02-11T00:00:00
91
64
49
30
23
30
57
93
58
58
52
45
33
41
63
38
75
21
25
43
28
18
58
55
62
-0.14107
ZQKSQ
2000-02-18T00:00:00
93
71
50
30
4
22
28
99
58
58
100
49
33
81
69
38
75
75
25
23
25
7
73
55
62
-0.185235
ZQKSQ
2000-02-25T00:00:00
92
67
49
31
13
26
49
62
62
62
84
47
33
81
50
38
75
40
25
37
29
5
71
55
62
0.123441
ZQKSQ
2000-03-03T00:00:00
87
54
49
31
26
15
11
13
72
72
74
43
33
81
34
38
75
21
25
9
25
9
68
55
62
0.294858
ZQKSQ
2000-03-10T00:00:00
87
56
49
31
36
14
7
23
70
70
65
44
33
82
33
33
75
4
35
7
24
9
68
55
62
-0.017714
ZQKSQ
2000-03-17T00:00:00
51
47
53
50
15
12
5
4
70
70
56
41
33
69
20
55
77
37
35
6
30
29
65
55
62
0.168121
ZQKSQ
2000-03-24T00:00:00
50
46
53
50
12
10
4
8
69
69
58
40
33
70
17
56
77
45
33
5
25
26
68
55
62
0.034861
ZQKSQ
2000-03-31T00:00:00
51
42
53
49
19
19
47
5
67
67
56
39
33
72
14
56
78
34
35
31
25
39
69
55
62
0.056545
ZQKSQ
2000-04-07T00:00:00
50
36
53
49
5
11
8
2
65
65
72
37
33
72
11
57
78
72
35
7
41
25
67
55
62
0.110225
ZQKSQ
2000-04-14T00:00:00
50
38
53
49
25
5
1
27
62
62
53
36
33
71
6
57
78
21
35
2
43
25
66
55
62
-0.092923
ZQKSQ
2000-04-21T00:00:00
50
36
53
49
19
8
14
5
60
60
59
35
33
69
4
67
78
32
35
9
48
27
71
55
62
0.088195
ZQKSQ
2000-04-28T00:00:00
50
36
53
48
12
30
72
43
56
56
60
36
33
69
4
67
78
46
35
53
45
27
67
55
62
-0.019327
ZQKSQ
2000-05-05T00:00:00
52
46
54
49
18
30
70
93
61
61
58
39
33
69
7
67
78
34
36
51
40
23
63
55
62
-0.168892
ZQKSQ
2000-05-12T00:00:00
52
45
53
52
17
49
91
71
58
58
59
39
33
70
8
70
78
37
36
74
38
23
63
55
62
0.007904
ZQKSQ
2000-05-19T00:00:00
53
50
52
57
39
53
91
86
58
58
37
40
33
84
6
68
78
1
35
77
26
27
61
55
62
-0.075133
ZQKSQ
2000-05-26T00:00:00
54
49
52
57
16
62
95
73
55
55
60
40
33
84
5
68
78
39
35
85
25
28
60
55
62
-0.055525