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
2006-03-03T00:00:00
82
60
88
20
15
41
66
52
57
57
88
23
4
55
24
55
84
27
15
55
3
10
59
52
30
-0.035207
ZQKSQ
2006-03-10T00:00:00
83
63
88
20
7
43
69
70
56
56
92
24
4
56
26
56
84
45
14
58
3
10
61
58
26
-0.043509
ZQKSQ
2006-03-17T00:00:00
50
70
91
69
3
41
59
89
55
55
83
24
8
38
35
62
82
60
11
51
4
10
63
60
28
-0.02201
ZQKSQ
2006-03-24T00:00:00
50
70
91
68
25
28
27
64
54
54
70
24
8
38
35
62
83
12
12
24
3
8
65
55
31
0.018755
ZQKSQ
2006-03-31T00:00:00
50
69
91
67
21
27
36
43
53
53
73
24
8
39
33
62
83
18
11
29
3
8
65
54
31
0.020619
ZQKSQ
2006-04-07T00:00:00
49
66
91
67
11
30
43
28
52
52
77
24
8
38
31
62
83
33
12
33
3
8
69
55
32
0.022367
ZQKSQ
2006-04-14T00:00:00
50
68
91
67
7
18
19
69
53
53
79
24
8
34
45
62
83
44
11
15
3
8
74
57
28
-0.033169
ZQKSQ
2006-04-21T00:00:00
50
71
91
66
30
50
84
68
51
51
75
24
8
33
31
63
82
3
11
70
3
7
77
67
36
0.00292
ZQKSQ
2006-04-28T00:00:00
51
70
91
67
6
39
62
64
47
47
78
24
8
33
25
62
82
47
11
51
3
8
68
71
37
-0.005095
ZQKSQ
2006-05-05T00:00:00
51
71
91
68
10
26
34
78
36
36
78
25
9
35
23
59
82
36
11
25
3
9
64
73
41
-0.013168
ZQKSQ
2006-05-12T00:00:00
54
73
91
73
18
20
23
79
37
37
74
25
9
50
32
54
82
23
12
18
2
4
65
70
46
-0.054855
ZQKSQ
2006-05-19T00:00:00
53
70
90
74
20
23
28
33
35
35
73
24
9
52
24
54
83
19
12
22
12
12
63
53
52
0.027451
ZQKSQ
2006-05-26T00:00:00
55
72
90
74
7
28
44
84
40
40
81
25
9
52
33
54
83
44
11
33
10
7
57
53
53
-0.055725
ZQKSQ
2006-06-02T00:00:00
55
72
90
74
8
37
59
61
39
39
81
25
9
52
23
54
83
42
11
48
12
10
64
51
50
0.018593
ZQKSQ
2006-06-09T00:00:00
30
62
91
64
30
29
35
19
37
37
30
24
5
48
19
80
80
7
10
29
22
10
70
38
39
0.027778
ZQKSQ
2006-06-16T00:00:00
31
62
91
64
3
25
31
54
39
39
26
24
8
48
28
84
80
71
13
25
20
8
72
32
37
-0.043243
ZQKSQ
2006-06-23T00:00:00
31
66
92
64
27
26
34
64
37
37
11
24
8
48
38
84
80
11
13
27
23
11
72
36
38
-0.020178
ZQKSQ
2006-06-30T00:00:00
31
67
92
64
20
22
23
80
33
33
13
25
8
48
37
84
80
22
14
19
59
3
39
33
55
0.003295
ZQKSQ
2006-07-07T00:00:00
31
68
92
64
17
17
20
68
32
32
14
25
8
46
35
84
80
27
14
15
61
3
33
26
51
-0.011494
ZQKSQ
2006-07-14T00:00:00
31
60
91
64
35
27
50
5
40
40
9
24
8
43
20
83
80
1
14
35
63
10
18
16
59
0.062292
ZQKSQ
2006-07-21T00:00:00
30
57
91
63
15
16
20
16
36
36
15
23
8
40
16
84
80
29
14
15
62
14
25
11
63
0.000782
ZQKSQ
2006-07-28T00:00:00
30
59
92
63
13
18
28
39
32
32
16
24
8
41
21
84
80
33
14
19
63
13
33
9
57
0.004688
ZQKSQ
2006-08-04T00:00:00
30
63
91
61
15
33
67
66
29
29
15
24
8
42
23
85
80
30
14
49
68
13
34
9
62
-0.015552
ZQKSQ
2006-08-11T00:00:00
30
62
92
58
4
26
45
82
35
35
23
25
7
46
23
84
79
62
14
32
66
12
16
6
71
-0.065561
ZQKSQ
2006-08-18T00:00:00
29
64
92
59
29
23
39
36
40
40
11
25
8
48
20
84
79
10
14
28
62
27
9
4
58
0.066779
ZQKSQ
2006-08-25T00:00:00
28
62
92
59
24
27
25
40
38
38
13
24
8
47
27
83
79
19
14
23
71
42
19
5
55
0
ZQKSQ
2006-09-01T00:00:00
28
53
91
59
11
26
30
7
50
50
18
23
8
48
12
83
79
41
14
25
65
44
13
2
68
0.110935
ZQKSQ
2006-09-08T00:00:00
29
64
92
58
15
48
88
94
66
66
16
25
8
48
27
83
79
30
13
71
70
65
13
9
49
-0.131954
ZQKSQ
2006-09-15T00:00:00
31
60
93
18
15
51
80
83
64
64
39
25
11
46
26
75
86
29
18
68
71
64
15
9
46
0.002465
ZQKSQ
2006-09-22T00:00:00
31
60
93
18
31
45
67
69
62
62
31
25
11
48
27
75
85
3
17
57
69
68
15
8
47
0
ZQKSQ
2006-09-29T00:00:00
31
59
93
18
11
40
52
75
61
61
41
25
11
48
31
75
86
32
17
45
72
69
16
8
47
-0.004098
ZQKSQ
2006-10-06T00:00:00
31
56
93
18
7
30
29
22
62
62
45
25
11
49
33
75
86
44
18
27
73
71
15
9
55
0.052675
ZQKSQ
2006-10-13T00:00:00
30
52
93
18
16
36
56
17
63
63
39
24
11
47
37
75
86
24
18
44
70
50
15
10
51
0.075059
ZQKSQ
2006-10-20T00:00:00
30
52
93
18
12
37
58
19
61
61
40
24
11
47
65
75
86
33
18
46
70
50
15
11
52
0.002182
ZQKSQ
2006-10-27T00:00:00
30
51
93
18
3
66
92
25
59
59
43
24
11
47
45
75
86
64
18
84
68
54
15
12
47
0.01016
ZQKSQ
2006-11-03T00:00:00
30
57
93
18
30
25
17
59
58
58
36
24
11
47
34
75
86
5
18
17
72
49
15
3
75
-0.02658
ZQKSQ
2006-11-10T00:00:00
30
48
93
18
6
23
20
10
59
59
68
24
11
48
30
75
86
47
18
17
73
53
19
7
70
0.076015
ZQKSQ
2006-11-17T00:00:00
31
50
93
18
5
26
26
55
51
51
70
24
11
70
41
75
85
50
18
22
75
57
17
6
75
-0.021948
ZQKSQ
2006-11-24T00:00:00
31
51
93
18
35
24
20
27
50
50
56
24
11
70
32
75
85
2
18
18
72
57
15
6
67
0.02244
ZQKSQ
2006-12-01T00:00:00
31
50
93
18
14
38
62
47
49
49
65
24
11
69
40
75
86
32
18
49
74
58
15
6
65
-0.004801
ZQKSQ
2006-12-08T00:00:00
31
47
93
18
6
56
80
15
48
48
70
24
12
69
17
75
85
52
18
71
72
58
13
7
65
0.042729
ZQKSQ
2006-12-15T00:00:00
30
44
93
18
10
56
86
8
45
45
68
23
12
69
13
75
85
40
18
75
69
53
16
5
60
0.040978
ZQKSQ
2006-12-22T00:00:00
31
46
93
18
7
59
78
47
45
45
69
23
12
69
16
75
85
46
18
72
69
50
18
7
53
-0.034286
ZQKSQ
2006-12-29T00:00:00
31
45
93
18
28
47
58
14
46
46
60
23
12
69
17
74
85
12
18
53
67
53
18
8
48
0.035503
ZQKSQ
2007-01-05T00:00:00
31
46
93
18
9
66
88
58
46
46
68
23
12
67
13
74
85
42
18
80
66
59
16
9
52
-0.024762
ZQKSQ
2007-01-12T00:00:00
94
60
84
20
7
56
64
75
44
44
97
24
5
54
20
35
85
47
16
61
56
52
23
8
43
-0.014974
ZQKSQ
2007-01-19T00:00:00
95
62
84
20
9
63
73
91
43
43
96
24
5
53
30
35
85
39
16
71
49
63
24
8
37
-0.039656
ZQKSQ
2007-01-26T00:00:00
95
63
84
19
8
62
69
87
41
41
95
24
6
53
35
35
85
44
16
68
23
44
24
11
33
-0.009635
ZQKSQ
2007-02-02T00:00:00
94
67
85
19
13
71
82
93
38
38
92
25
6
53
49
35
85
33
15
81
27
73
28
10
43
-0.014593
ZQKSQ
2007-02-09T00:00:00
94
68
84
20
22
77
89
85
36
36
88
25
6
73
48
36
85
18
15
86
29
72
27
11
43
-0.009873
ZQKSQ
2007-02-16T00:00:00
94
65
84
19
8
72
76
52
35
35
95
25
6
73
43
34
85
43
15
77
10
73
24
19
58
0.027066
ZQKSQ
2007-02-23T00:00:00
94
68
85
20
33
77
89
55
32
32
85
25
6
73
38
31
85
3
16
87
14
75
22
23
64
0.00208
ZQKSQ
2007-03-02T00:00:00
94
66
85
20
3
73
72
62
31
31
98
25
6
74
51
32
85
65
16
77
17
73
20
24
64
-0.053979
ZQKSQ
2007-03-09T00:00:00
95
80
86
19
21
64
45
99
56
56
91
27
6
74
81
26
85
18
16
56
38
17
47
40
90
-0.14338
ZQKSQ
2007-03-16T00:00:00
31
75
94
62
22
49
23
92
55
55
37
27
9
52
87
84
85
16
16
33
38
16
48
40
90
-0.013664
ZQKSQ
2007-03-23T00:00:00
31
74
94
61
4
44
17
89
55
55
51
27
9
52
87
85
85
55
17
27
39
13
49
44
82
0.021645
ZQKSQ
2007-03-30T00:00:00
32
75
94
61
5
35
12
81
54
54
50
27
9
53
86
85
85
50
17
20
35
10
44
44
82
-0.016949
ZQKSQ
2007-04-06T00:00:00
32
72
94
60
5
33
13
30
58
58
50
27
9
51
83
85
85
51
17
19
32
12
33
54
90
0.05431
ZQKSQ
2007-04-13T00:00:00
31
67
94
59
8
38
31
20
62
62
45
26
9
45
88
85
85
40
17
32
30
10
26
49
91
0.059689
ZQKSQ
2007-04-20T00:00:00
31
67
94
59
30
38
29
7
61
61
40
26
9
43
81
85
85
1
17
31
25
8
39
50
91
0.041667
ZQKSQ
2007-04-27T00:00:00
31
64
94
60
3
35
31
18
58
58
47
26
9
44
83
84
85
60
17
30
26
6
39
56
90
0.005926
ZQKSQ
2007-05-04T00:00:00
31
67
94
61
4
11
3
76
60
60
48
27
9
45
87
84
85
54
16
5
31
5
35
64
89
-0.052283
ZQKSQ
2007-05-11T00:00:00
32
68
94
67
4
12
4
69
58
58
49
27
9
50
90
84
85
51
16
6
32
3
44
81
80
-0.010101
ZQKSQ
2007-05-18T00:00:00
33
69
94
69
3
11
5
69
48
48
52
27
9
55
86
84
86
56
15
6
28
1
52
69
96
-0.013344
ZQKSQ
2007-05-25T00:00:00
33
68
93
69
14
12
6
17
51
51
38
26
9
55
87
84
86
25
15
7
26
1
54
72
98
0.050915
ZQKSQ
2007-06-01T00:00:00
32
62
93
69
2
16
33
7
57
57
56
26
9
55
76
84
86
63
15
22
30
2
53
76
99
0.077214
ZQKSQ
2007-06-08T00:00:00
32
59
93
69
2
26
57
8
54
54
58
25
9
56
58
83
86
68
21
40
32
3
49
82
99
0.007027
ZQKSQ
2007-06-15T00:00:00
29
60
94
63
2
39
78
33
51
51
19
25
10
39
65
83
82
66
19
60
32
3
50
87
99
-0.006281
ZQKSQ
2007-06-22T00:00:00
29
65
94
63
18
41
76
65
52
52
9
26
10
50
65
84
82
18
18
60
35
6
53
87
98
-0.03441
ZQKSQ
2007-06-29T00:00:00
29
62
94
63
12
24
37
28
50
50
10
25
10
48
62
84
82
28
19
28
35
7
53
82
98
0.027636
ZQKSQ
2007-07-06T00:00:00
29
63
94
63
23
23
37
23
49
49
7
25
10
51
43
84
82
10
19
27
36
8
55
82
97
0.028309
ZQKSQ
2007-07-13T00:00:00
29
62
94
63
4
25
35
74
49
49
15
26
10
41
38
83
82
47
19
28
28
7
51
84
95
-0.036476
ZQKSQ
2007-07-20T00:00:00
29
65
94
63
16
37
67
85
50
50
9
26
10
45
42
83
82
19
19
52
23
6
52
83
92
-0.042143
ZQKSQ
2007-07-27T00:00:00
29
65
94
62
6
55
83
76
47
47
15
26
10
41
46
83
82
42
19
71
24
6
57
78
84
-0.06786
ZQKSQ
2007-08-03T00:00:00
29
59
93
61
2
62
87
23
47
47
22
25
9
36
34
84
82
70
19
78
37
8
78
63
86
0.0472
ZQKSQ
2007-08-10T00:00:00
28
59
93
60
6
55
77
25
36
36
13
25
10
45
27
84
82
39
20
69
36
8
80
63
88
0.02521
ZQKSQ
2007-08-17T00:00:00
28
57
93
59
11
46
62
14
33
33
11
25
10
48
21
84
82
26
20
55
50
16
84
57
89
0.025335
ZQKSQ
2007-08-24T00:00:00
28
57
94
59
2
55
78
73
33
33
19
25
10
40
27
83
82
69
20
69
56
17
71
64
91
-0.037791
ZQKSQ
2007-08-31T00:00:00
28
60
93
59
13
59
81
46
32
32
10
25
10
49
20
83
82
23
20
72
53
20
58
60
92
0.011329
ZQKSQ
2007-09-07T00:00:00
28
62
93
59
23
48
46
61
31
31
7
25
10
53
26
73
82
7
10
47
56
21
57
57
94
-0.020164
ZQKSQ
2007-09-14T00:00:00
27
51
94
34
6
36
29
8
41
41
12
24
13
48
19
66
85
36
8
30
46
17
63
79
85
0.077744
ZQKSQ
2007-09-21T00:00:00
27
53
94
34
10
34
28
19
38
38
10
24
13
50
20
68
85
26
8
27
49
18
61
81
85
0.033946
ZQKSQ
2007-09-28T00:00:00
27
52
94
34
8
51
65
49
37
37
11
25
13
49
30
67
85
34
8
59
56
13
60
86
85
-0.021888
ZQKSQ
2007-10-05T00:00:00
27
52
94
34
11
57
71
28
34
34
10
25
13
50
20
66
85
25
8
66
56
12
59
90
80
0.054545
ZQKSQ
2007-10-12T00:00:00
27
54
94
34
11
67
86
76
38
38
10
25
13
50
19
67
85
26
8
80
60
6
62
86
80
-0.045093
ZQKSQ
2007-10-19T00:00:00
27
60
94
34
25
49
52
93
56
56
5
26
13
55
29
67
85
3
8
49
61
7
64
86
83
-0.119444
ZQKSQ
2007-10-26T00:00:00
27
59
94
34
12
53
62
78
53
53
11
26
13
50
31
67
85
27
8
58
60
9
60
89
82
0.027603
ZQKSQ
2007-11-02T00:00:00
27
57
94
34
4
50
54
70
47
47
17
26
13
44
38
67
85
45
8
52
60
8
60
90
81
-0.019186
ZQKSQ
2007-11-09T00:00:00
28
56
94
33
2
70
88
65
44
44
20
26
12
41
34
67
84
66
8
83
63
8
58
89
82
-0.046166
ZQKSQ
2007-11-16T00:00:00
28
61
94
33
13
72
85
86
45
45
10
26
13
58
46
67
84
24
8
82
42
31
39
89
51
-0.063167
ZQKSQ
2007-11-23T00:00:00
28
61
94
33
25
67
65
73
39
39
6
26
13
61
40
66
84
5
8
68
43
31
39
89
51
-0.019264
ZQKSQ
2007-11-30T00:00:00
28
66
94
33
18
72
79
91
36
36
8
27
13
58
61
66
84
16
8
79
47
29
31
94
52
-0.053571
ZQKSQ
2007-12-07T00:00:00
28
65
95
33
3
61
44
86
34
34
16
28
13
49
63
66
84
52
8
53
47
30
29
95
49
-0.012264
ZQKSQ
2007-12-14T00:00:00
29
73
95
33
12
37
15
97
48
48
10
29
13
55
73
66
84
24
7
24
60
37
50
61
64
-0.148997
ZQKSQ
2007-12-21T00:00:00
29
72
95
34
2
40
21
83
47
47
17
29
13
47
68
91
84
60
7
28
62
49
62
68
62
0.015713
ZQKSQ
2007-12-28T00:00:00
29
75
95
34
9
42
28
94
44
44
12
30
13
54
71
89
84
31
7
33
70
61
71
73
64
-0.045304
ZQKSQ
2008-01-04T00:00:00
10
92
46
32
13
39
31
98
48
48
6
30
10
53
82
43
83
24
14
32
74
57
37
72
54
-0.133102
ZQKSQ
2008-01-11T00:00:00
10
92
45
32
16
33
17
68
49
49
5
29
14
50
81
44
82
19
15
23
72
66
40
57
61
0.018692
ZQKSQ
2008-01-18T00:00:00
10
92
46
32
5
35
22
61
45
45
12
29
14
44
80
39
82
43
84
26
73
66
39
56
63
-0.030144
ZQKSQ
2008-01-25T00:00:00
11
91
45
32
22
26
12
7
63
63
3
28
14
53
72
39
83
8
85
17
91
60
67
68
69
0.141892