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
2000-06-02T00:00:00
55
51
53
57
15
73
99
85
53
53
62
41
33
84
8
68
78
43
35
92
30
29
62
55
62
0.013611
ZQKSQ
2000-06-09T00:00:00
55
51
52
58
26
77
95
73
51
51
51
41
33
84
12
70
78
26
47
91
38
38
67
55
62
0.008857
ZQKSQ
2000-06-16T00:00:00
96
60
50
29
39
82
99
91
50
50
79
42
33
83
16
57
80
1
37
95
36
32
65
55
62
-0.079581
ZQKSQ
2000-06-23T00:00:00
97
63
51
29
7
79
89
97
52
52
80
44
33
83
18
57
80
63
37
88
38
19
68
55
62
-0.115385
ZQKSQ
2000-06-30T00:00:00
95
47
50
28
14
45
33
8
73
73
65
40
33
84
8
56
80
45
37
36
32
18
91
55
62
0.353391
ZQKSQ
2000-07-07T00:00:00
95
47
50
28
5
50
40
14
72
72
81
40
33
84
12
56
80
77
37
43
26
17
89
55
62
0.003855
ZQKSQ
2000-07-14T00:00:00
95
45
50
28
17
41
28
8
70
70
61
39
33
84
10
56
80
39
37
32
27
19
87
55
62
0.083973
ZQKSQ
2000-07-21T00:00:00
95
47
50
29
24
36
33
56
70
70
53
40
33
84
16
56
80
26
37
32
26
18
86
55
62
-0.066367
ZQKSQ
2000-07-28T00:00:00
96
52
50
29
8
31
25
76
70
70
72
41
33
84
22
56
80
60
37
25
27
13
86
55
62
-0.130281
ZQKSQ
2000-08-04T00:00:00
95
50
50
29
10
28
24
47
69
69
67
40
33
84
22
56
80
52
37
22
26
14
87
55
62
0.054392
ZQKSQ
2000-08-11T00:00:00
95
48
50
28
21
21
15
21
69
69
54
39
33
84
20
57
80
31
34
15
25
11
83
55
62
0.081931
ZQKSQ
2000-08-18T00:00:00
96
51
50
27
12
14
8
71
69
69
95
41
33
83
31
56
80
47
35
8
29
16
77
55
62
-0.067823
ZQKSQ
2000-08-25T00:00:00
96
49
50
27
12
57
85
39
68
68
95
41
33
83
30
54
80
47
35
75
22
19
77
55
62
0.04267
ZQKSQ
2000-09-01T00:00:00
96
51
50
27
6
56
84
77
65
65
99
41
33
83
40
55
80
67
35
73
20
16
88
55
62
-0.020462
ZQKSQ
2000-09-08T00:00:00
92
33
49
26
9
67
89
1
80
80
95
36
33
83
22
55
80
53
35
82
23
15
68
55
62
0.405999
ZQKSQ
2000-09-15T00:00:00
63
30
59
82
36
57
69
2
79
79
38
33
33
82
13
64
74
5
30
66
32
23
69
55
62
0.095238
ZQKSQ
2000-09-22T00:00:00
66
36
60
82
8
34
30
49
81
81
66
35
33
82
23
73
74
55
30
29
25
18
61
55
62
-0.152174
ZQKSQ
2000-09-29T00:00:00
67
37
60
82
19
42
47
58
80
80
52
35
33
76
22
71
74
29
29
43
28
16
64
55
62
-0.012923
ZQKSQ
2000-10-06T00:00:00
68
39
60
82
14
58
68
64
78
78
57
36
33
76
24
71
74
39
29
65
30
12
62
55
62
-0.068163
ZQKSQ
2000-10-13T00:00:00
68
40
60
82
29
38
35
51
76
76
45
35
33
76
34
71
74
13
29
34
35
11
61
55
62
-0.027877
ZQKSQ
2000-10-20T00:00:00
68
39
60
82
30
45
53
50
73
73
50
35
33
76
25
71
74
13
30
48
45
12
65
55
62
0.018123
ZQKSQ
2000-10-27T00:00:00
66
35
60
82
22
40
33
19
72
72
51
34
33
76
24
71
74
24
29
34
49
19
40
55
62
0.070302
ZQKSQ
2000-11-03T00:00:00
66
36
60
82
25
85
99
30
69
69
50
35
33
76
10
71
74
18
29
95
52
20
41
55
62
0.029684
ZQKSQ
2000-11-10T00:00:00
65
32
60
81
9
88
100
12
67
67
56
33
33
76
15
72
74
52
28
96
61
20
52
55
62
0.022286
ZQKSQ
2000-11-17T00:00:00
64
29
59
81
25
82
88
6
56
56
10
32
33
74
5
71
73
18
28
88
61
23
62
55
62
0.0688
ZQKSQ
2000-11-24T00:00:00
63
27
59
81
19
79
77
5
53
53
14
32
33
74
3
70
73
27
28
81
61
15
62
55
62
0.020397
ZQKSQ
2000-12-01T00:00:00
64
26
59
81
16
75
62
34
48
48
17
32
33
75
6
71
73
33
31
70
63
16
63
55
62
-0.042912
ZQKSQ
2000-12-08T00:00:00
63
25
59
81
7
72
60
19
47
47
28
32
33
74
13
71
73
53
31
67
61
13
64
55
62
0.062847
ZQKSQ
2000-12-15T00:00:00
63
26
59
81
24
76
56
52
46
46
8
32
33
75
22
71
73
17
27
68
52
20
63
55
62
-0.056427
ZQKSQ
2000-12-22T00:00:00
67
32
60
80
4
85
79
70
50
50
33
34
33
75
26
71
73
69
27
86
39
16
67
55
62
-0.119412
ZQKSQ
2000-12-29T00:00:00
66
31
60
80
20
84
80
62
49
49
12
34
33
75
24
47
73
22
27
86
35
17
67
55
62
0.050987
ZQKSQ
2001-01-05T00:00:00
67
32
60
80
16
86
89
78
46
46
51
34
19
75
54
47
73
28
28
91
35
14
59
55
62
-0.022709
ZQKSQ
2001-01-12T00:00:00
64
26
60
80
8
92
97
27
51
51
60
33
19
74
59
47
73
47
29
97
33
11
57
55
62
0.138783
ZQKSQ
2001-01-19T00:00:00
64
27
60
80
7
92
98
47
49
49
64
33
19
73
53
47
73
49
28
97
35
11
59
55
62
0.002782
ZQKSQ
2001-01-26T00:00:00
81
27
62
21
5
89
88
24
48
48
78
32
25
59
47
52
81
62
16
91
33
8
61
55
62
0.066593
ZQKSQ
2001-02-02T00:00:00
79
25
62
21
22
90
92
16
48
48
75
31
25
59
38
52
81
20
17
93
33
8
63
55
62
0.060007
ZQKSQ
2001-02-09T00:00:00
82
28
63
21
8
85
75
59
49
49
77
32
24
59
84
52
81
49
16
83
27
8
61
55
62
-0.069372
ZQKSQ
2001-02-16T00:00:00
80
25
62
20
18
67
42
14
49
49
87
31
24
62
84
52
81
27
17
54
26
7
58
55
62
0.063643
ZQKSQ
2001-02-23T00:00:00
76
19
61
21
3
68
41
4
48
48
97
30
24
63
71
49
81
72
17
54
29
8
65
55
62
0.070248
ZQKSQ
2001-03-02T00:00:00
78
21
62
21
7
64
30
25
46
46
94
30
24
62
58
45
81
51
16
44
33
13
62
55
62
-0.024402
ZQKSQ
2001-03-09T00:00:00
76
18
61
20
6
88
72
10
46
46
96
29
19
62
68
34
81
53
36
88
34
21
37
55
62
0.054615
ZQKSQ
2001-03-16T00:00:00
45
18
67
39
21
87
60
5
43
43
66
28
13
51
56
61
84
18
22
82
47
19
39
55
62
0.020715
ZQKSQ
2001-03-23T00:00:00
45
16
67
39
7
93
76
6
39
39
72
28
12
52
28
62
84
47
22
92
48
21
40
55
62
0.022059
ZQKSQ
2001-03-30T00:00:00
47
18
68
38
3
95
88
52
40
40
81
28
12
54
30
65
84
70
21
96
43
29
42
55
62
-0.044892
ZQKSQ
2001-04-06T00:00:00
48
18
68
38
3
89
60
58
40
40
83
28
12
55
25
66
84
71
22
79
38
32
40
55
62
-0.035854
ZQKSQ
2001-04-13T00:00:00
48
21
69
38
12
95
87
82
39
39
75
29
12
52
37
65
84
33
22
94
44
34
45
55
62
-0.028438
ZQKSQ
2001-04-20T00:00:00
49
24
69
38
14
99
97
87
37
37
76
30
12
47
37
65
84
28
22
100
40
40
45
55
62
-0.02734
ZQKSQ
2001-04-27T00:00:00
49
21
69
38
16
98
88
37
40
40
75
30
12
47
46
65
84
26
23
95
28
30
48
55
62
0.097057
ZQKSQ
2001-05-04T00:00:00
49
22
69
38
13
97
92
59
38
38
76
30
12
48
66
65
84
30
23
97
31
31
51
55
62
-0.005275
ZQKSQ
2001-05-11T00:00:00
49
22
69
39
12
99
97
55
37
37
75
30
12
49
78
73
84
30
24
99
32
33
56
55
62
-0.007576
ZQKSQ
2001-05-18T00:00:00
49
21
68
43
3
99
97
59
35
35
87
31
12
54
88
71
83
72
20
99
11
51
85
55
62
0.019084
ZQKSQ
2001-05-25T00:00:00
49
22
69
44
12
96
76
51
34
34
76
31
12
54
88
71
83
34
19
89
12
32
83
55
62
0.009288
ZQKSQ
2001-06-01T00:00:00
50
25
69
43
4
96
64
86
39
39
86
32
12
54
94
71
83
64
19
83
11
28
88
55
62
-0.079709
ZQKSQ
2001-06-08T00:00:00
50
27
69
43
13
91
42
86
39
39
53
32
24
54
94
71
83
29
20
69
12
27
89
55
62
-0.01
ZQKSQ
2001-06-15T00:00:00
94
30
61
41
5
83
26
82
39
39
92
32
26
39
99
54
78
52
14
55
13
30
91
55
62
-0.055067
ZQKSQ
2001-06-22T00:00:00
94
31
60
42
17
93
60
62
38
38
92
32
26
39
98
54
77
22
14
82
13
31
91
55
62
0.002069
ZQKSQ
2001-06-29T00:00:00
94
29
60
41
7
90
46
31
41
41
85
32
26
39
91
52
77
43
14
74
13
34
91
55
62
0.075361
ZQKSQ
2001-07-06T00:00:00
94
29
60
41
4
88
45
64
40
40
89
32
26
39
92
51
78
56
14
71
7
40
96
55
62
-0.0568
ZQKSQ
2001-07-13T00:00:00
95
34
61
41
3
81
45
84
40
40
91
33
26
39
95
50
78
70
14
66
6
41
96
55
62
-0.060221
ZQKSQ
2001-07-20T00:00:00
95
34
61
41
4
79
49
74
39
39
89
33
26
33
97
50
78
59
15
68
5
45
93
55
62
-0.00722
ZQKSQ
2001-07-27T00:00:00
95
37
61
41
19
65
22
81
38
38
76
34
26
33
99
50
78
16
14
41
3
29
83
55
62
-0.039091
ZQKSQ
2001-08-03T00:00:00
95
40
61
41
15
61
14
81
37
37
78
34
26
33
99
50
78
22
14
34
2
31
85
55
62
-0.020814
ZQKSQ
2001-08-10T00:00:00
95
38
61
40
18
55
17
59
36
36
78
33
24
34
98
51
78
19
15
32
2
29
84
55
62
0.007343
ZQKSQ
2001-08-17T00:00:00
95
35
61
37
13
59
26
26
37
37
96
33
24
39
99
52
78
27
16
40
3
23
79
55
62
0.040284
ZQKSQ
2001-08-24T00:00:00
95
34
60
37
9
69
49
25
34
34
97
33
24
39
99
50
77
36
16
60
4
22
80
55
62
0.014199
ZQKSQ
2001-08-31T00:00:00
95
31
60
37
10
59
31
8
36
36
96
32
24
39
98
50
77
33
17
43
18
40
72
55
62
0.046364
ZQKSQ
2001-09-07T00:00:00
96
48
62
36
3
48
17
97
68
68
98
37
24
38
97
50
77
61
17
30
13
44
65
55
62
-0.309296
ZQKSQ
2001-09-14T00:00:00
85
48
66
27
4
49
22
88
68
68
82
36
23
37
95
46
82
52
36
33
22
56
80
55
62
0.001258
ZQKSQ
2001-09-21T00:00:00
88
54
67
27
3
45
19
91
67
67
84
38
23
37
98
46
82
58
34
29
15
56
23
55
62
-0.242965
ZQKSQ
2001-09-28T00:00:00
88
57
68
26
4
41
18
83
64
64
83
38
23
40
98
48
82
52
33
26
17
57
23
55
62
0.02456
ZQKSQ
2001-10-05T00:00:00
87
56
67
26
4
41
27
66
63
63
82
38
23
39
98
48
83
51
33
31
16
66
22
55
62
0.060901
ZQKSQ
2001-10-12T00:00:00
88
57
67
26
6
46
50
70
60
60
79
39
23
39
97
48
83
45
34
47
16
69
21
55
62
-0.007634
ZQKSQ
2001-10-19T00:00:00
88
59
68
26
5
47
58
84
59
59
76
39
23
38
96
49
82
49
33
52
18
68
22
55
62
-0.052308
ZQKSQ
2001-10-26T00:00:00
87
59
68
26
15
60
82
43
59
59
74
39
23
38
95
49
82
19
35
74
17
55
22
55
62
0.071429
ZQKSQ
2001-11-02T00:00:00
87
58
67
26
7
25
8
29
54
54
75
39
23
37
92
49
82
38
34
14
15
51
18
55
62
0.013636
ZQKSQ
2001-11-09T00:00:00
88
60
67
26
12
25
9
65
52
52
74
39
22
38
90
51
83
26
34
15
20
53
18
55
62
-0.03438
ZQKSQ
2001-11-16T00:00:00
87
55
67
25
7
21
9
18
50
50
54
38
21
46
84
51
82
40
34
13
11
32
15
55
62
0.122291
ZQKSQ
2001-11-23T00:00:00
88
57
68
25
8
21
10
37
50
50
52
39
21
45
83
50
82
35
34
14
5
29
14
55
62
-0.008276
ZQKSQ
2001-11-30T00:00:00
88
56
68
25
7
23
16
31
43
43
54
39
21
43
82
49
82
42
35
17
5
27
15
55
62
0.004729
ZQKSQ
2001-12-07T00:00:00
88
56
68
25
6
22
13
34
43
43
55
39
21
42
67
48
82
43
34
14
5
15
14
55
62
0.037652
ZQKSQ
2001-12-14T00:00:00
88
56
68
25
9
19
11
35
42
42
52
39
21
42
69
48
81
35
34
11
4
11
14
55
62
-0.004803
ZQKSQ
2001-12-21T00:00:00
85
51
67
25
23
21
27
5
48
48
42
37
21
42
65
48
81
5
36
20
2
7
15
55
62
0.135925
ZQKSQ
2001-12-28T00:00:00
85
51
67
25
8
22
44
26
47
47
53
38
21
42
68
42
82
37
35
29
3
9
16
55
62
-0.002832
ZQKSQ
2002-01-04T00:00:00
82
47
67
25
17
19
26
7
50
50
46
36
21
42
43
42
82
18
37
18
3
9
20
55
62
0.125444
ZQKSQ
2002-01-11T00:00:00
84
52
67
25
23
24
69
45
51
51
42
37
21
40
40
42
82
2
37
42
4
12
23
55
62
-0.053628
ZQKSQ
2002-01-18T00:00:00
85
50
67
25
7
22
62
45
50
50
60
36
21
35
39
42
81
38
37
37
4
12
22
55
62
-0.021778
ZQKSQ
2002-01-25T00:00:00
84
48
66
25
4
24
61
30
48
48
58
36
27
34
33
55
82
54
35
38
4
10
23
55
62
0.034303
ZQKSQ
2002-02-01T00:00:00
49
44
71
75
4
22
61
20
47
47
39
35
18
38
31
89
81
52
31
38
4
9
23
55
62
0.025697
ZQKSQ
2002-02-08T00:00:00
49
46
72
75
11
24
59
43
47
47
27
35
18
38
20
89
81
28
32
39
5
11
22
55
62
-0.032548
ZQKSQ
2002-02-15T00:00:00
48
46
71
75
21
40
91
36
46
46
17
35
18
86
19
89
81
8
34
69
5
12
21
55
62
0.02147
ZQKSQ
2002-02-22T00:00:00
47
44
72
75
11
37
83
25
45
45
27
35
18
87
12
88
81
31
33
62
5
15
20
55
62
0.015168
ZQKSQ
2002-03-01T00:00:00
47
42
71
74
5
59
94
27
40
40
36
35
18
86
16
86
81
51
31
83
5
16
20
55
62
0.026681
ZQKSQ
2002-03-08T00:00:00
48
40
71
75
8
46
82
15
42
42
36
34
18
87
5
87
81
35
32
68
5
10
19
55
62
0.089397
ZQKSQ
2002-03-15T00:00:00
47
34
71
74
12
45
74
4
43
43
31
33
18
87
3
86
82
25
33
61
6
6
22
55
62
0.10916
ZQKSQ
2002-03-22T00:00:00
50
37
71
72
4
53
83
35
44
44
64
34
25
73
4
73
79
54
46
71
8
9
22
55
62
-0.039917
ZQKSQ
2002-03-29T00:00:00
52
40
71
70
5
58
84
58
44
44
66
34
24
75
4
75
79
48
44
74
8
9
24
55
62
-0.019713
ZQKSQ
2002-04-05T00:00:00
52
36
72
69
5
55
74
21
43
43
68
33
24
76
4
76
80
50
44
66
10
14
24
55
62
0.048446
ZQKSQ
2002-04-12T00:00:00
52
32
72
69
7
54
73
6
45
45
64
32
24
75
3
76
80
39
45
65
14
15
24
55
62
0.096251
ZQKSQ
2002-04-19T00:00:00
52
34
72
68
14
58
83
24
44
44
63
32
24
72
4
76
80
20
45
73
13
14
24
55
62
-0.005885
ZQKSQ
2002-04-26T00:00:00
52
36
72
68
21
59
81
50
45
45
61
32
24
73
4
77
80
8
45
73
12
12
24
55
62
-0.0344