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
2004-04-02T00:00:00
45
44
50
79
15
24
47
20
42
42
75
27
10
51
6
37
60
23
12
33
27
99
35
10
42
0.050698
ZQKSQ
2004-04-09T00:00:00
45
45
50
79
19
52
81
31
40
40
73
27
10
50
9
37
60
15
11
70
33
98
51
7
37
-0.00664
ZQKSQ
2004-04-16T00:00:00
45
42
50
79
4
49
81
15
38
38
80
26
10
45
7
37
60
53
12
69
33
97
62
9
39
0.019608
ZQKSQ
2004-04-23T00:00:00
45
41
50
79
15
59
87
24
34
34
78
26
10
45
6
37
60
22
12
77
30
97
62
10
38
0.015734
ZQKSQ
2004-04-30T00:00:00
44
43
50
79
24
52
74
58
40
40
76
27
10
46
6
37
60
9
11
66
23
94
64
9
33
-0.069277
ZQKSQ
2004-05-07T00:00:00
44
44
50
81
5
79
95
72
40
40
82
27
10
48
6
37
60
49
12
90
23
93
64
9
30
-0.040684
ZQKSQ
2004-05-14T00:00:00
45
42
50
83
2
74
92
64
39
39
88
27
10
53
7
41
61
70
13
87
26
92
64
9
34
-0.011084
ZQKSQ
2004-05-21T00:00:00
44
42
50
83
17
79
94
20
36
36
73
27
10
75
6
41
61
20
13
90
23
93
75
7
40
0.042398
ZQKSQ
2004-05-28T00:00:00
44
37
50
83
11
80
92
8
40
40
77
26
10
75
5
40
61
32
14
89
14
94
65
4
34
0.083216
ZQKSQ
2004-06-04T00:00:00
44
40
50
84
14
80
85
63
43
43
74
27
10
75
8
40
61
27
11
86
20
96
62
5
32
-0.044886
ZQKSQ
2004-06-11T00:00:00
44
37
50
85
3
83
91
15
43
43
63
26
9
75
12
75
61
59
16
90
19
94
61
4
35
0.042024
ZQKSQ
2004-06-18T00:00:00
92
34
44
46
13
83
86
6
44
44
86
25
9
47
7
46
56
29
13
88
26
96
47
2
25
0.066782
ZQKSQ
2004-06-25T00:00:00
92
35
45
46
3
79
62
40
43
43
87
25
9
47
11
46
56
59
13
74
24
95
32
4
21
-0.021951
ZQKSQ
2004-07-02T00:00:00
93
39
45
46
17
70
49
66
43
43
67
26
9
47
10
47
56
21
13
62
24
94
29
5
28
-0.026185
ZQKSQ
2004-07-09T00:00:00
93
40
45
46
8
71
50
82
44
44
76
26
9
46
17
46
56
39
11
62
25
93
39
5
33
-0.043961
ZQKSQ
2004-07-16T00:00:00
93
41
45
46
22
82
78
64
42
42
64
26
9
41
22
45
56
11
13
84
26
93
38
5
32
-0.012054
ZQKSQ
2004-07-23T00:00:00
93
43
45
46
8
88
93
79
44
44
76
26
8
41
31
45
56
41
12
93
24
87
36
5
33
-0.05784
ZQKSQ
2004-07-30T00:00:00
93
43
45
45
24
82
62
55
43
43
64
26
8
41
33
44
56
9
14
75
22
88
34
5
34
0.034053
ZQKSQ
2004-08-06T00:00:00
93
42
45
44
3
87
88
76
43
43
80
27
8
43
34
45
56
66
14
91
21
90
29
6
34
-0.071892
ZQKSQ
2004-08-13T00:00:00
93
43
45
42
24
91
97
62
41
41
64
27
8
47
50
47
57
10
12
96
23
89
34
6
33
-0.001999
ZQKSQ
2004-08-20T00:00:00
92
37
44
42
3
87
80
16
47
47
94
26
9
47
42
46
57
58
13
87
21
91
18
7
39
0.098648
ZQKSQ
2004-08-27T00:00:00
91
36
44
42
4
83
57
13
45
45
94
26
9
47
40
44
57
58
13
73
19
92
19
10
40
0.02917
ZQKSQ
2004-09-03T00:00:00
91
37
44
42
8
76
35
33
44
44
91
26
9
47
42
44
57
42
12
56
19
92
17
9
41
-0.001771
ZQKSQ
2004-09-10T00:00:00
90
29
44
42
16
75
41
2
57
57
94
24
10
48
36
44
56
23
13
59
21
94
60
7
59
0.149068
ZQKSQ
2004-09-17T00:00:00
62
33
49
75
3
63
28
11
55
55
85
24
6
35
48
62
54
68
30
44
23
91
53
4
68
0.012355
ZQKSQ
2004-09-24T00:00:00
63
37
49
75
27
70
35
28
55
55
63
24
6
35
62
54
54
4
30
52
24
92
52
5
70
-0.021358
ZQKSQ
2004-10-01T00:00:00
63
36
49
75
5
57
29
48
52
52
80
24
6
33
55
52
54
49
30
41
22
81
51
6
76
0.01403
ZQKSQ
2004-10-08T00:00:00
63
38
49
75
21
57
36
57
52
52
68
24
6
33
49
52
54
14
30
45
21
80
48
7
67
-0.013067
ZQKSQ
2004-10-15T00:00:00
63
36
49
75
7
75
76
31
50
50
73
24
6
33
61
52
54
41
29
80
21
77
48
6
65
0.00662
ZQKSQ
2004-10-22T00:00:00
63
35
49
75
6
80
85
48
48
48
73
24
6
32
65
52
54
47
29
87
26
73
45
7
70
-0.001934
ZQKSQ
2004-10-29T00:00:00
61
33
48
75
5
75
76
21
47
47
74
24
6
32
56
52
54
51
30
80
26
75
44
8
68
0.056202
ZQKSQ
2004-11-05T00:00:00
61
32
49
74
3
92
98
26
44
44
76
23
6
33
39
53
54
58
30
97
27
70
41
7
74
0.035596
ZQKSQ
2004-11-12T00:00:00
61
31
49
74
14
93
97
26
42
42
72
23
6
34
42
54
54
27
30
97
26
69
36
7
90
0.032247
ZQKSQ
2004-11-19T00:00:00
61
31
50
74
13
91
89
37
31
31
49
23
6
36
52
54
54
29
30
93
10
32
32
23
85
-0.007209
ZQKSQ
2004-11-26T00:00:00
60
31
49
74
24
90
76
31
30
30
43
23
6
36
57
53
54
11
30
87
11
31
39
27
82
0.028354
ZQKSQ
2004-12-03T00:00:00
60
29
49
74
6
86
65
27
27
27
54
23
6
35
49
53
54
45
30
79
13
31
42
26
83
0.028917
ZQKSQ
2004-12-10T00:00:00
61
32
49
74
23
87
75
64
32
32
44
23
6
35
70
53
54
13
30
85
15
32
43
28
74
-0.035948
ZQKSQ
2004-12-17T00:00:00
60
31
49
74
16
87
65
33
31
31
47
23
6
35
72
52
54
23
30
79
15
29
42
28
73
0.033898
ZQKSQ
2004-12-24T00:00:00
61
33
49
75
27
91
82
82
33
33
42
23
6
35
72
52
54
8
30
90
19
37
39
20
67
-0.022295
ZQKSQ
2004-12-31T00:00:00
62
34
49
74
26
91
82
76
33
33
42
24
6
35
74
42
54
7
29
90
20
38
39
23
65
-0.001006
ZQKSQ
2005-01-07T00:00:00
61
33
49
75
3
92
81
68
31
31
62
23
6
33
78
42
54
57
29
90
25
41
36
29
67
-0.039275
ZQKSQ
2005-01-14T00:00:00
76
35
48
89
5
89
77
25
33
33
80
23
5
32
72
36
58
49
31
87
24
46
29
39
71
0.043676
ZQKSQ
2005-01-21T00:00:00
77
39
48
89
22
89
76
60
34
34
77
23
5
31
83
36
58
15
31
86
19
45
32
42
67
-0.0308
ZQKSQ
2005-01-28T00:00:00
77
38
49
88
6
90
79
66
33
33
85
24
9
31
91
64
58
50
10
89
18
44
23
33
65
-0.01209
ZQKSQ
2005-02-04T00:00:00
74
33
48
88
6
86
56
14
46
46
85
23
9
31
71
64
58
45
11
75
27
22
29
28
54
0.09965
ZQKSQ
2005-02-11T00:00:00
74
34
48
88
4
87
71
31
45
45
85
23
9
31
79
64
58
56
11
83
20
14
28
27
49
-0.011129
ZQKSQ
2005-02-18T00:00:00
71
31
48
88
27
81
37
10
45
45
89
22
9
49
78
63
58
7
11
61
20
26
27
36
47
0.046624
ZQKSQ
2005-02-25T00:00:00
72
32
49
88
10
77
28
49
45
45
96
23
9
49
83
62
58
39
11
54
12
26
41
43
57
-0.022427
ZQKSQ
2005-03-04T00:00:00
69
27
48
87
3
78
34
7
49
49
100
22
9
49
73
62
58
64
11
59
12
16
55
40
68
0.076367
ZQKSQ
2005-03-11T00:00:00
41
28
52
43
3
85
68
6
46
46
86
21
15
36
64
71
61
67
8
80
15
18
59
46
78
0.021606
ZQKSQ
2005-03-18T00:00:00
41
28
52
43
9
80
48
22
45
45
83
21
8
39
72
56
61
41
20
66
13
17
46
41
75
-0.016576
ZQKSQ
2005-03-25T00:00:00
43
41
53
43
14
74
38
96
66
66
79
23
8
40
87
57
61
28
17
57
3
14
69
52
54
-0.15635
ZQKSQ
2005-04-01T00:00:00
43
42
53
42
2
85
82
90
65
65
89
24
8
41
88
57
61
68
16
86
3
14
69
54
55
-0.015846
ZQKSQ
2005-04-08T00:00:00
43
40
53
42
24
83
74
63
64
64
75
23
8
38
83
57
61
10
17
82
3
14
70
51
56
0.029401
ZQKSQ
2005-04-15T00:00:00
44
45
53
41
4
88
88
88
65
65
83
24
8
34
89
57
61
53
17
91
2
8
84
55
47
-0.105746
ZQKSQ
2005-04-22T00:00:00
43
43
53
41
10
83
72
55
64
64
81
24
8
33
84
57
61
35
18
80
8
8
87
57
41
0.042205
ZQKSQ
2005-04-29T00:00:00
43
43
53
42
23
90
90
51
62
62
79
23
8
33
87
59
61
10
17
92
9
8
96
57
31
0.005108
ZQKSQ
2005-05-06T00:00:00
43
35
52
44
11
93
95
5
65
65
81
22
8
35
86
58
61
29
18
96
12
10
98
56
45
0.103448
ZQKSQ
2005-05-13T00:00:00
45
34
52
48
2
92
89
43
63
63
92
23
9
39
87
50
61
72
17
93
11
11
99
67
41
-0.048026
ZQKSQ
2005-05-20T00:00:00
45
36
52
49
31
61
15
22
62
62
70
23
9
63
82
50
61
2
18
36
16
8
87
84
17
0.050449
ZQKSQ
2005-05-27T00:00:00
45
33
52
49
17
59
14
19
61
61
80
22
9
64
74
49
61
25
18
33
16
8
89
83
18
0.031579
ZQKSQ
2005-06-03T00:00:00
44
30
52
49
4
67
27
9
55
55
90
22
9
64
80
49
61
56
20
46
19
6
89
79
19
0.043367
ZQKSQ
2005-06-10T00:00:00
89
38
54
32
32
48
13
34
54
54
89
22
6
54
72
43
54
1
16
27
20
9
89
87
18
-0.00978
ZQKSQ
2005-06-17T00:00:00
90
37
55
32
3
57
28
79
54
54
89
22
6
54
80
63
54
68
13
41
22
10
94
80
18
-0.024691
ZQKSQ
2005-06-24T00:00:00
90
37
55
32
3
59
38
61
47
47
88
22
6
54
70
58
54
66
14
47
23
9
94
79
19
-0.007595
ZQKSQ
2005-07-01T00:00:00
90
38
55
32
5
82
87
67
46
46
85
22
6
54
75
68
54
51
13
88
23
10
91
77
14
0.003827
ZQKSQ
2005-07-08T00:00:00
90
39
55
32
10
73
67
48
46
46
79
22
6
52
84
66
54
37
13
74
20
10
91
75
14
0.021601
ZQKSQ
2005-07-15T00:00:00
90
41
55
32
27
78
75
72
39
39
66
23
6
47
82
66
54
8
13
80
21
12
90
77
12
-0.009328
ZQKSQ
2005-07-22T00:00:00
90
40
55
32
20
82
86
50
35
35
72
22
6
46
82
66
55
18
13
87
22
12
90
76
12
0.021971
ZQKSQ
2005-07-29T00:00:00
89
37
55
32
3
88
90
27
33
33
85
22
6
47
77
66
55
58
14
92
22
11
88
77
14
0.031327
ZQKSQ
2005-08-05T00:00:00
89
40
55
31
10
84
80
79
40
40
77
22
6
49
91
66
55
35
13
85
21
11
85
73
23
-0.057772
ZQKSQ
2005-08-12T00:00:00
88
38
55
29
19
73
36
24
40
40
92
22
6
54
81
68
54
19
14
56
26
12
84
68
19
0.044248
ZQKSQ
2005-08-19T00:00:00
90
43
55
29
14
74
43
90
48
48
93
23
7
55
87
68
54
30
14
60
16
10
90
61
24
-0.074455
ZQKSQ
2005-08-26T00:00:00
90
45
55
29
31
71
35
89
48
48
88
23
6
55
84
67
54
1
13
53
14
11
92
56
24
-0.032047
ZQKSQ
2005-09-02T00:00:00
90
44
55
29
24
71
49
59
49
49
89
23
6
55
86
67
54
13
13
62
14
13
92
62
26
0.036486
ZQKSQ
2005-09-09T00:00:00
60
43
85
67
3
66
36
42
48
48
76
21
3
44
77
92
81
58
29
50
11
13
92
60
26
0.023468
ZQKSQ
2005-09-16T00:00:00
60
45
85
67
25
67
46
42
46
46
67
21
4
36
71
73
81
10
34
58
11
13
92
61
26
-0.004459
ZQKSQ
2005-09-23T00:00:00
62
48
85
67
5
74
71
92
52
52
82
22
4
36
76
69
81
49
33
76
9
9
92
61
27
-0.074856
ZQKSQ
2005-09-30T00:00:00
62
50
85
67
18
57
32
84
50
50
71
22
4
35
79
75
81
19
34
44
9
9
92
58
30
-0.000692
ZQKSQ
2005-10-07T00:00:00
63
52
85
67
16
73
71
81
48
48
72
22
4
36
86
75
81
24
33
76
10
10
93
60
29
-0.035986
ZQKSQ
2005-10-14T00:00:00
65
54
85
67
18
48
18
89
48
48
72
22
4
35
80
75
81
19
33
30
10
16
94
66
40
-0.058866
ZQKSQ
2005-10-21T00:00:00
73
68
86
67
3
40
15
99
70
70
75
24
4
35
91
75
81
55
31
24
1
37
97
63
25
-0.185355
ZQKSQ
2005-10-28T00:00:00
72
66
86
67
17
49
30
83
70
70
71
24
4
35
90
75
81
18
31
37
1
29
98
61
31
0.042135
ZQKSQ
2005-11-04T00:00:00
69
59
85
66
4
54
40
39
72
72
76
23
4
36
89
74
81
53
32
47
1
19
98
64
34
0.102426
ZQKSQ
2005-11-11T00:00:00
69
60
85
65
2
53
44
39
71
71
61
24
4
57
89
74
82
63
33
49
2
22
99
61
36
0.00163
ZQKSQ
2005-11-18T00:00:00
70
60
85
65
3
34
12
51
69
69
59
24
4
56
88
74
82
57
34
20
2
21
98
55
31
-0.003255
ZQKSQ
2005-11-25T00:00:00
70
61
85
65
25
33
15
51
68
68
43
24
4
56
87
76
82
7
33
21
2
18
99
54
29
0.018776
ZQKSQ
2005-12-02T00:00:00
72
62
86
65
3
31
16
81
67
67
60
24
4
54
89
76
82
63
34
20
4
28
98
52
34
-0.041667
ZQKSQ
2005-12-09T00:00:00
68
60
85
65
26
24
10
13
69
69
43
24
4
55
89
76
82
9
35
14
4
20
99
52
48
0.073579
ZQKSQ
2005-12-16T00:00:00
65
54
85
65
27
11
2
5
70
70
43
23
4
55
78
76
82
9
35
5
4
14
93
51
49
0.073209
ZQKSQ
2005-12-23T00:00:00
65
53
85
65
11
13
5
11
68
68
50
23
4
55
76
34
82
33
35
7
3
21
92
46
55
0.007257
ZQKSQ
2005-12-30T00:00:00
65
53
85
65
18
17
26
17
60
60
47
22
4
54
77
33
82
22
36
19
2
19
90
42
64
-0.002882
ZQKSQ
2006-01-06T00:00:00
65
55
85
65
20
18
29
52
58
58
48
23
4
52
76
33
82
19
36
20
2
14
86
43
65
0.006503
ZQKSQ
2006-01-13T00:00:00
64
51
85
65
8
17
32
34
52
52
61
23
4
46
70
33
82
42
36
21
2
9
70
46
53
0.020818
ZQKSQ
2006-01-20T00:00:00
84
59
88
20
8
16
35
51
52
52
80
23
3
43
58
33
84
43
15
22
4
9
69
37
55
-0.014768
ZQKSQ
2006-01-27T00:00:00
84
63
88
20
7
14
22
85
50
50
76
23
4
43
59
58
84
43
15
15
3
7
77
32
54
-0.017844
ZQKSQ
2006-02-03T00:00:00
84
63
88
20
6
23
70
76
48
48
77
23
4
43
55
58
84
47
15
46
3
7
75
35
55
-0.007994
ZQKSQ
2006-02-10T00:00:00
84
62
88
20
7
43
85
60
43
43
92
23
4
54
52
58
84
42
15
67
3
8
77
38
45
0.004396
ZQKSQ
2006-02-17T00:00:00
84
67
88
20
30
47
83
87
40
40
80
24
4
54
40
58
84
3
15
68
3
6
77
36
48
-0.029905
ZQKSQ
2006-02-24T00:00:00
82
58
88
20
2
47
82
9
56
56
96
23
4
54
25
55
84
68
15
68
3
11
64
52
29
0.110526