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
2002-05-03T00:00:00
52
32
72
68
3
70
90
33
44
44
66
32
24
73
4
77
80
57
47
85
12
13
24
55
62
0.034797
ZQKSQ
2002-05-10T00:00:00
51
34
72
70
4
82
97
67
47
47
64
32
25
73
4
81
80
49
45
93
9
14
24
55
62
-0.060849
ZQKSQ
2002-05-17T00:00:00
49
36
71
76
8
78
89
67
45
45
60
33
25
84
6
82
80
39
40
87
8
17
10
55
62
0.005968
ZQKSQ
2002-05-24T00:00:00
49
35
71
76
18
71
72
47
40
40
50
32
25
84
7
82
80
18
40
75
7
17
9
55
62
0.009661
ZQKSQ
2002-05-31T00:00:00
49
38
71
76
18
79
88
70
40
40
50
33
25
84
8
82
80
18
40
88
21
30
80
55
62
-0.032567
ZQKSQ
2002-06-07T00:00:00
47
26
70
76
13
87
95
2
55
55
54
30
25
84
5
82
80
27
42
93
53
54
83
55
62
0.16658
ZQKSQ
2002-06-14T00:00:00
94
29
56
79
4
84
88
24
56
56
82
31
31
59
8
65
76
59
40
89
51
42
81
55
62
-0.051763
ZQKSQ
2002-06-21T00:00:00
95
31
56
80
17
78
72
31
53
53
81
31
31
59
7
65
76
18
41
78
48
43
84
55
62
-0.009882
ZQKSQ
2002-06-28T00:00:00
95
31
57
80
6
79
80
57
51
51
82
31
30
60
6
66
75
47
38
82
42
36
68
55
62
-0.017744
ZQKSQ
2002-07-05T00:00:00
94
28
56
80
6
69
53
29
49
49
89
31
30
60
9
67
75
45
38
62
45
37
70
55
62
0.006452
ZQKSQ
2002-07-12T00:00:00
94
26
56
80
7
74
45
8
46
46
89
30
30
58
15
66
75
41
38
61
51
41
71
55
62
0.021635
ZQKSQ
2002-07-19T00:00:00
95
35
57
80
5
79
59
91
62
62
89
32
30
53
28
66
76
46
37
72
29
25
23
55
62
-0.206275
ZQKSQ
2002-07-26T00:00:00
95
31
56
80
14
75
41
47
61
61
85
31
30
53
22
66
76
21
39
59
66
34
30
55
62
0.062253
ZQKSQ
2002-08-02T00:00:00
96
43
58
79
18
94
98
95
64
64
84
33
30
54
52
66
76
15
36
98
70
42
30
55
62
-0.162791
ZQKSQ
2002-08-09T00:00:00
95
39
57
79
14
92
92
69
63
63
86
33
29
55
50
68
75
21
35
95
69
43
32
55
62
0.05
ZQKSQ
2002-08-16T00:00:00
94
35
56
76
11
89
84
32
62
62
88
32
30
62
41
66
76
29
37
89
61
47
39
55
62
0.100529
ZQKSQ
2002-08-23T00:00:00
94
36
56
76
11
85
66
34
60
60
87
32
30
62
33
66
75
26
37
78
62
48
41
55
62
0.010192
ZQKSQ
2002-08-30T00:00:00
94
30
56
75
5
88
78
7
60
60
89
31
30
62
29
64
76
44
37
86
77
50
36
55
62
0.066629
ZQKSQ
2002-09-06T00:00:00
93
29
56
75
4
92
95
13
59
59
90
31
30
62
77
64
76
50
34
96
73
47
37
55
62
0.01285
ZQKSQ
2002-09-13T00:00:00
93
25
55
76
7
63
22
4
59
59
96
30
27
63
84
34
76
39
34
41
75
50
26
55
62
0.068194
ZQKSQ
2002-09-20T00:00:00
70
28
57
89
11
75
49
15
58
58
67
29
23
47
87
45
72
25
17
63
71
44
14
55
62
-0.025899
ZQKSQ
2002-09-27T00:00:00
70
28
57
88
14
48
16
27
52
52
64
29
23
47
85
52
72
19
17
30
70
43
13
55
62
-0.013548
ZQKSQ
2002-10-04T00:00:00
74
33
57
88
7
51
22
73
57
57
71
31
23
42
92
52
72
37
17
34
73
42
23
55
62
-0.11794
ZQKSQ
2002-10-11T00:00:00
71
27
57
89
2
62
52
39
51
51
79
30
23
42
94
52
72
72
17
57
74
48
24
55
62
0.050019
ZQKSQ
2002-10-18T00:00:00
70
28
57
89
7
62
49
24
50
50
70
30
23
41
91
52
72
37
17
56
75
48
22
55
62
0.081557
ZQKSQ
2002-10-25T00:00:00
68
26
57
88
20
76
89
18
48
48
68
29
23
41
90
52
72
5
17
88
73
47
22
55
62
0.054327
ZQKSQ
2002-11-01T00:00:00
69
26
57
88
16
80
88
44
44
44
68
30
23
41
83
52
72
15
17
89
75
47
24
55
62
-0.005202
ZQKSQ
2002-11-08T00:00:00
69
30
57
88
21
88
98
61
42
42
66
30
22
42
90
52
72
1
16
96
74
47
22
55
62
-0.017484
ZQKSQ
2002-11-15T00:00:00
67
26
57
88
20
88
92
28
41
41
38
29
21
44
82
53
72
5
15
93
73
57
25
55
62
0.045568
ZQKSQ
2002-11-22T00:00:00
65
21
56
88
5
87
86
17
42
42
51
29
21
46
83
52
71
46
15
89
74
60
16
55
62
0.087959
ZQKSQ
2002-11-29T00:00:00
66
22
57
88
7
66
44
32
41
41
47
29
21
43
73
50
71
37
15
55
70
52
12
55
62
0.001462
ZQKSQ
2002-12-06T00:00:00
65
22
57
88
22
76
63
27
40
40
37
29
21
42
81
50
71
1
15
71
68
50
11
55
62
-0.00073
ZQKSQ
2002-12-13T00:00:00
66
24
57
88
14
86
80
67
39
39
42
29
21
42
87
50
71
18
15
88
69
47
12
55
62
-0.05084
ZQKSQ
2002-12-20T00:00:00
65
21
56
88
15
91
81
19
39
39
42
29
21
42
65
50
71
18
16
92
67
47
13
55
62
0.050485
ZQKSQ
2002-12-27T00:00:00
67
22
57
88
2
88
73
76
43
43
57
29
21
41
81
68
71
71
15
88
67
52
10
55
62
-0.060806
ZQKSQ
2003-01-03T00:00:00
66
23
57
88
6
86
57
40
43
43
48
29
21
41
53
67
71
40
15
79
67
54
12
55
62
0.046022
ZQKSQ
2003-01-10T00:00:00
65
21
57
88
14
90
78
39
42
42
43
29
21
39
70
66
71
18
15
91
67
53
13
55
62
0.028635
ZQKSQ
2003-01-17T00:00:00
65
21
56
88
22
95
86
26
40
40
36
29
21
33
62
66
71
1
15
96
70
48
17
55
62
0.009569
ZQKSQ
2003-01-24T00:00:00
64
21
56
88
16
94
77
36
39
39
32
29
19
33
67
79
71
14
21
93
68
42
17
55
62
-0.018383
ZQKSQ
2003-01-31T00:00:00
78
24
49
74
21
94
83
67
38
38
69
28
16
30
56
56
75
4
54
94
68
39
13
55
62
-0.036138
ZQKSQ
2003-02-07T00:00:00
79
22
49
74
2
88
57
72
39
39
73
28
16
30
70
56
75
60
54
76
67
37
15
55
62
-0.047511
ZQKSQ
2003-02-14T00:00:00
78
21
49
73
2
93
83
42
38
38
74
28
16
43
79
56
75
62
53
92
59
28
18
55
62
0.024382
ZQKSQ
2003-02-21T00:00:00
78
21
49
73
3
83
42
46
36
36
93
28
16
42
82
56
75
59
52
64
59
31
18
55
62
0.011201
ZQKSQ
2003-02-28T00:00:00
79
23
49
73
15
90
56
72
35
35
81
28
16
43
87
51
75
18
52
78
58
35
18
55
62
-0.034615
ZQKSQ
2003-03-07T00:00:00
74
18
49
73
5
91
67
7
45
45
89
27
16
42
56
52
75
42
53
84
60
38
24
55
62
0.106295
ZQKSQ
2003-03-14T00:00:00
72
16
49
73
7
92
75
3
47
47
95
26
19
43
45
31
75
34
65
88
62
46
27
55
62
0.07966
ZQKSQ
2003-03-21T00:00:00
46
20
55
36
16
90
73
7
45
45
67
25
13
20
59
43
80
15
36
85
59
42
35
55
62
0.07565
ZQKSQ
2003-03-28T00:00:00
46
22
56
35
22
83
46
24
46
46
60
25
13
21
59
48
81
1
36
67
65
70
73
55
62
-0.026544
ZQKSQ
2003-04-04T00:00:00
47
19
55
35
6
74
37
15
44
44
73
25
13
21
40
48
81
39
36
56
38
65
73
55
62
0.048038
ZQKSQ
2003-04-11T00:00:00
47
23
56
35
11
80
55
80
51
51
69
26
13
21
46
48
81
24
35
69
13
59
70
55
62
-0.084863
ZQKSQ
2003-04-18T00:00:00
48
25
56
35
21
80
54
79
49
49
71
26
13
18
64
48
80
5
36
69
13
68
73
55
62
0.000399
ZQKSQ
2003-04-25T00:00:00
48
23
56
35
2
73
35
75
47
47
75
26
13
17
70
48
80
61
35
54
23
67
71
55
62
0.009296
ZQKSQ
2003-05-02T00:00:00
48
21
56
35
12
93
88
29
49
49
72
26
13
17
54
48
81
22
36
94
16
60
70
55
62
0.092763
ZQKSQ
2003-05-09T00:00:00
47
20
56
36
6
97
97
28
46
46
73
26
13
18
55
54
81
38
36
99
14
65
75
55
62
0.032511
ZQKSQ
2003-05-16T00:00:00
47
21
56
39
6
97
97
66
45
45
75
26
12
20
65
64
80
41
34
99
16
71
78
55
62
-0.028571
ZQKSQ
2003-05-23T00:00:00
47
23
56
39
8
97
93
73
42
42
72
26
12
21
78
64
80
34
34
97
28
71
75
55
62
-0.015606
ZQKSQ
2003-05-30T00:00:00
47
22
56
39
4
97
92
61
40
40
78
27
12
21
63
64
80
48
35
97
25
72
76
55
62
0.032317
ZQKSQ
2003-06-06T00:00:00
48
27
56
40
11
92
51
93
42
42
69
28
12
21
64
64
80
26
35
75
27
66
80
55
62
-0.051388
ZQKSQ
2003-06-13T00:00:00
48
26
56
40
4
89
38
65
40
40
62
27
11
21
70
78
80
53
43
67
18
76
73
55
62
0.023039
ZQKSQ
2003-06-20T00:00:00
94
33
52
26
10
87
35
62
36
36
89
27
7
19
78
65
77
31
32
64
15
66
72
55
62
0.007912
ZQKSQ
2003-06-27T00:00:00
94
32
52
26
3
93
67
62
35
35
89
27
7
19
72
67
77
61
32
85
13
64
72
55
62
-0.016908
ZQKSQ
2003-07-04T00:00:00
94
31
52
27
15
93
71
18
39
39
70
26
7
19
69
58
77
20
33
87
17
76
72
55
62
0.071253
ZQKSQ
2003-07-11T00:00:00
93
30
52
26
17
87
46
25
37
37
68
26
7
19
65
58
77
15
34
70
14
74
67
55
62
0.042431
ZQKSQ
2003-07-18T00:00:00
94
31
52
26
9
82
42
56
39
39
77
26
7
16
90
57
77
34
33
65
15
76
70
55
62
-0.043454
ZQKSQ
2003-07-25T00:00:00
94
31
52
26
4
80
45
52
37
37
83
27
7
16
85
57
77
54
34
65
18
78
70
55
62
0.007476
ZQKSQ
2003-08-01T00:00:00
94
36
53
26
22
60
18
88
40
40
65
27
7
17
95
57
77
7
33
37
24
92
68
55
62
-0.059932
ZQKSQ
2003-08-08T00:00:00
94
34
52
26
8
66
27
49
39
39
76
27
7
17
94
57
77
34
32
46
25
94
64
55
62
0.017001
ZQKSQ
2003-08-15T00:00:00
94
34
51
25
4
67
31
70
36
36
77
27
7
18
93
57
78
51
32
49
27
94
63
55
62
0.007164
ZQKSQ
2003-08-22T00:00:00
94
34
51
25
4
63
24
59
34
34
96
27
7
18
93
57
78
54
32
43
26
95
63
55
62
0.008299
ZQKSQ
2003-08-29T00:00:00
94
31
51
25
8
77
65
23
39
39
93
27
7
19
87
56
78
36
32
74
22
93
65
55
62
0.067019
ZQKSQ
2003-09-05T00:00:00
94
32
51
25
4
79
68
57
39
39
96
27
7
18
91
56
78
54
35
77
25
94
72
55
62
-0.010468
ZQKSQ
2003-09-12T00:00:00
94
36
51
25
3
70
48
81
37
37
99
28
9
19
91
46
78
57
27
61
33
93
63
24
90
-0.036748
ZQKSQ
2003-09-19T00:00:00
59
41
55
83
16
70
52
72
35
35
65
27
8
18
90
76
75
18
25
63
34
93
63
20
90
0.014451
ZQKSQ
2003-09-26T00:00:00
60
43
55
83
12
49
20
83
36
36
68
27
8
18
90
77
75
27
25
32
29
91
68
17
90
-0.065527
ZQKSQ
2003-10-03T00:00:00
60
45
55
83
13
59
41
80
34
34
67
28
8
23
92
69
75
24
24
50
28
91
69
18
90
0.020732
ZQKSQ
2003-10-10T00:00:00
59
41
55
83
21
53
27
28
38
38
62
27
8
24
89
68
75
10
25
38
28
93
78
26
90
0.069295
ZQKSQ
2003-10-17T00:00:00
60
46
55
83
24
52
27
79
39
39
67
28
8
23
88
69
75
1
25
37
34
97
78
22
89
-0.041899
ZQKSQ
2003-10-24T00:00:00
61
44
55
83
2
67
65
79
39
39
72
28
8
23
87
69
75
69
24
69
30
96
71
20
85
-0.037901
ZQKSQ
2003-10-31T00:00:00
60
45
56
83
17
59
45
59
39
39
68
28
8
23
89
68
75
15
24
53
29
95
72
22
85
0.040606
ZQKSQ
2003-11-07T00:00:00
60
45
56
82
15
45
21
48
36
36
68
28
8
24
89
69
75
19
25
30
37
95
74
20
84
0.01922
ZQKSQ
2003-11-14T00:00:00
60
46
56
80
3
44
30
68
35
35
78
28
8
27
84
69
76
59
23
35
26
95
58
28
88
-0.027429
ZQKSQ
2003-11-21T00:00:00
59
46
57
80
6
32
15
48
33
33
50
28
8
34
78
69
76
47
24
19
13
88
52
38
79
0.005875
ZQKSQ
2003-11-28T00:00:00
59
44
56
81
18
30
15
26
34
34
41
28
8
33
76
68
76
16
24
19
13
77
25
45
87
0.050234
ZQKSQ
2003-12-05T00:00:00
60
48
57
81
7
50
58
77
36
36
48
29
8
31
79
68
76
42
23
55
11
78
18
46
87
-0.051724
ZQKSQ
2003-12-12T00:00:00
62
51
57
81
10
37
20
86
37
37
46
29
8
32
81
68
76
35
23
25
5
64
26
48
85
-0.032258
ZQKSQ
2003-12-19T00:00:00
60
47
57
80
8
30
16
43
36
36
47
29
8
32
74
68
76
38
22
19
14
55
32
29
84
0.042424
ZQKSQ
2003-12-26T00:00:00
59
46
57
80
3
36
32
28
35
35
54
29
8
32
76
74
76
67
22
32
17
53
31
29
84
0.022093
ZQKSQ
2004-01-02T00:00:00
59
48
57
80
8
39
40
48
34
34
47
29
8
32
73
75
76
40
21
38
16
51
31
28
85
0.001138
ZQKSQ
2004-01-09T00:00:00
60
49
57
80
2
26
30
74
31
31
58
29
8
31
77
75
76
70
22
25
7
59
26
30
67
-0.004545
ZQKSQ
2004-01-16T00:00:00
60
49
57
80
4
29
39
52
30
30
61
29
8
27
70
75
76
54
22
31
6
59
29
32
72
0.023973
ZQKSQ
2004-01-23T00:00:00
61
52
57
80
3
38
63
89
31
31
57
30
8
28
71
75
76
65
21
51
6
65
23
23
74
-0.038462
ZQKSQ
2004-01-30T00:00:00
86
62
50
53
12
24
25
89
32
32
71
31
7
29
75
18
58
29
18
20
5
66
25
22
77
-0.044638
ZQKSQ
2004-02-06T00:00:00
85
57
50
54
5
17
14
35
36
36
73
30
7
29
74
18
58
48
19
11
8
81
28
23
77
0.061286
ZQKSQ
2004-02-13T00:00:00
83
52
50
53
22
25
41
9
42
42
69
28
7
30
56
18
59
11
19
29
4
95
30
18
64
0.090909
ZQKSQ
2004-02-20T00:00:00
83
50
50
53
4
34
55
18
41
41
92
28
7
87
56
18
59
52
19
43
6
93
25
18
66
-0.008386
ZQKSQ
2004-02-27T00:00:00
82
51
50
53
18
28
43
11
39
39
82
28
7
87
54
16
59
19
19
32
5
96
30
20
61
0.036998
ZQKSQ
2004-03-05T00:00:00
82
52
50
52
7
25
28
45
38
38
89
28
7
88
32
16
59
42
18
23
4
95
34
22
54
-0.005097
ZQKSQ
2004-03-12T00:00:00
78
41
49
52
4
29
41
2
44
44
98
27
11
88
11
18
59
52
20
34
33
99
42
13
67
0.10041
ZQKSQ
2004-03-19T00:00:00
45
46
50
80
5
16
12
22
46
46
82
27
11
49
10
33
59
49
14
10
31
99
43
5
54
-0.029795
ZQKSQ
2004-03-26T00:00:00
45
42
50
80
4
13
8
7
46
46
84
27
10
49
8
36
59
57
13
6
28
99
36
9
42
0.03167