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
2008-02-01T00:00:00
11
89
44
32
9
26
12
7
66
66
9
27
14
47
76
39
83
31
86
16
85
63
70
72
65
0.127811
ZQKSQ
2008-02-08T00:00:00
11
88
45
32
2
16
5
30
66
66
21
28
14
40
78
40
83
69
85
8
87
64
77
73
55
-0.064008
ZQKSQ
2008-02-15T00:00:00
11
89
44
32
6
16
9
11
65
65
11
27
14
35
71
39
83
40
86
11
82
64
81
69
46
0.047085
ZQKSQ
2008-02-22T00:00:00
11
89
44
32
10
14
7
26
61
61
9
27
14
37
69
37
83
31
85
8
81
64
79
70
43
0.003212
ZQKSQ
2008-02-29T00:00:00
12
89
44
31
8
10
3
54
60
60
9
27
14
37
72
35
82
33
85
5
81
59
80
65
49
-0.039488
ZQKSQ
2008-03-07T00:00:00
12
89
44
31
23
13
12
49
57
57
3
27
10
43
81
36
83
8
86
10
82
56
82
73
50
-0.025556
ZQKSQ
2008-03-14T00:00:00
24
85
68
60
3
14
19
18
53
53
38
27
10
23
69
45
83
55
40
13
86
53
77
54
53
0.053592
ZQKSQ
2008-03-21T00:00:00
24
86
68
59
14
22
69
6
52
52
28
26
10
30
61
45
83
22
41
44
90
41
81
37
55
0.07684
ZQKSQ
2008-03-28T00:00:00
25
86
68
59
7
30
86
31
50
50
33
27
9
28
56
46
83
37
40
59
92
45
82
35
62
-0.01809
ZQKSQ
2008-04-04T00:00:00
26
87
68
58
23
25
74
19
46
46
24
26
9
32
46
46
83
9
41
48
92
46
80
33
67
0.065507
ZQKSQ
2008-04-11T00:00:00
26
86
68
57
28
34
85
56
45
45
27
27
9
29
37
46
83
1
40
61
88
47
76
40
68
-0.051873
ZQKSQ
2008-04-18T00:00:00
26
86
68
57
13
35
79
42
41
41
32
27
9
22
25
40
83
26
41
58
88
47
74
42
66
0.029382
ZQKSQ
2008-04-25T00:00:00
26
85
68
58
5
30
57
67
40
40
33
27
9
19
29
41
83
44
41
42
86
39
75
44
66
-0.022638
ZQKSQ
2008-05-02T00:00:00
26
87
68
60
28
33
57
54
35
35
29
27
9
26
30
43
83
6
41
44
86
42
80
43
67
0.011078
ZQKSQ
2008-05-09T00:00:00
26
87
67
66
17
44
79
83
37
37
29
28
9
25
33
44
83
21
41
63
87
40
86
43
63
-0.059761
ZQKSQ
2008-05-16T00:00:00
26
86
67
69
3
57
93
57
37
37
43
28
9
28
25
43
82
56
40
78
87
38
87
45
64
0.039195
ZQKSQ
2008-05-23T00:00:00
26
87
67
69
17
53
86
89
42
42
27
28
9
35
31
43
82
22
40
73
90
51
87
29
70
-0.076453
ZQKSQ
2008-05-30T00:00:00
26
88
68
69
9
60
90
96
41
41
34
29
9
33
31
43
82
36
39
78
92
49
89
29
68
-0.057395
ZQKSQ
2008-06-06T00:00:00
27
86
67
69
5
52
75
42
45
45
61
28
13
29
18
22
82
48
44
65
93
54
92
27
57
0.065574
ZQKSQ
2008-06-13T00:00:00
6
81
69
81
9
52
71
30
41
41
30
28
33
40
19
37
80
36
95
63
94
64
90
29
54
0.010989
ZQKSQ
2008-06-20T00:00:00
6
80
68
81
18
46
56
7
44
44
21
27
33
40
17
36
80
17
95
51
94
55
93
22
46
0.065217
ZQKSQ
2008-06-27T00:00:00
6
77
68
81
3
47
54
5
41
41
40
26
33
40
11
36
80
59
95
49
95
71
93
27
42
0.038776
ZQKSQ
2008-07-04T00:00:00
6
79
68
81
21
35
30
36
46
46
18
26
33
39
14
36
80
12
95
29
94
69
94
23
45
-0.075639
ZQKSQ
2008-07-11T00:00:00
6
81
68
81
18
39
38
69
48
48
21
27
33
35
22
36
80
17
95
36
95
68
91
33
42
-0.069075
ZQKSQ
2008-07-18T00:00:00
6
82
69
82
23
27
20
72
41
41
19
27
33
33
30
36
80
10
95
20
95
70
92
34
38
-0.002283
ZQKSQ
2008-07-25T00:00:00
6
82
69
81
10
20
9
92
43
43
28
29
33
33
42
36
80
31
95
12
97
81
95
50
17
-0.091533
ZQKSQ
2008-08-01T00:00:00
6
83
70
81
22
31
38
82
39
39
21
29
33
33
40
36
80
11
95
32
97
82
96
49
17
0
ZQKSQ
2008-08-08T00:00:00
6
83
69
80
16
38
55
68
35
35
23
29
32
36
32
37
80
21
95
46
97
82
98
45
17
0.020151
ZQKSQ
2008-08-15T00:00:00
7
82
68
80
9
55
87
43
34
34
7
29
33
38
36
37
80
36
94
74
97
78
98
41
21
0.037037
ZQKSQ
2008-08-22T00:00:00
6
82
69
80
6
71
93
83
35
35
8
29
33
38
45
36
80
41
94
85
96
75
97
55
15
-0.061905
ZQKSQ
2008-08-29T00:00:00
6
83
69
79
10
62
77
85
31
31
7
30
33
38
39
37
80
34
94
72
96
76
96
57
14
-0.021574
ZQKSQ
2008-09-05T00:00:00
7
81
69
79
3
48
48
15
37
37
12
29
76
41
31
37
80
57
95
47
95
73
88
30
30
0.071336
ZQKSQ
2008-09-12T00:00:00
41
84
91
25
22
45
38
84
48
48
32
29
60
37
46
85
79
12
74
39
90
74
100
29
17
-0.131961
ZQKSQ
2008-09-19T00:00:00
41
84
91
24
27
29
13
60
44
44
29
30
60
37
51
85
79
5
74
17
82
70
97
30
21
0.022315
ZQKSQ
2008-09-26T00:00:00
42
85
92
24
12
28
15
94
53
53
37
31
60
37
63
91
79
28
73
18
82
58
86
62
10
-0.167804
ZQKSQ
2008-10-03T00:00:00
42
86
92
24
13
31
23
88
53
53
38
31
60
37
71
91
79
27
72
23
60
42
67
74
10
-0.167213
ZQKSQ
2008-10-10T00:00:00
43
88
92
24
23
36
36
85
57
57
34
32
60
36
73
91
79
11
72
33
44
29
57
81
19
-0.273622
ZQKSQ
2008-10-17T00:00:00
43
90
92
24
28
32
20
96
52
52
35
34
60
35
85
91
79
5
70
22
31
20
61
55
5
-0.138211
ZQKSQ
2008-10-24T00:00:00
46
90
93
24
4
29
15
99
71
71
39
37
60
36
87
91
79
52
69
18
58
17
81
81
19
-0.389937
ZQKSQ
2008-10-31T00:00:00
45
90
93
24
8
46
72
76
83
83
39
36
60
35
83
91
79
38
69
60
60
43
83
85
19
0.335052
ZQKSQ
2008-11-07T00:00:00
46
89
93
25
2
30
23
94
82
82
49
36
59
37
85
91
79
72
68
23
65
41
82
81
18
-0.158301
ZQKSQ
2008-11-14T00:00:00
49
93
93
25
24
32
31
92
81
81
57
38
59
41
87
90
79
10
69
29
65
39
84
81
25
-0.256881
ZQKSQ
2008-11-21T00:00:00
52
96
93
25
15
21
12
99
85
85
61
41
59
40
86
90
78
24
68
14
53
29
76
97
94
-0.450617
ZQKSQ
2008-11-28T00:00:00
50
89
93
25
5
17
12
65
92
92
69
40
59
40
88
90
79
51
68
12
47
34
86
96
90
0.573034
ZQKSQ
2008-12-05T00:00:00
51
93
93
25
14
16
13
87
91
91
62
40
59
40
93
90
78
26
68
12
47
31
87
97
90
-0.142857
ZQKSQ
2008-12-12T00:00:00
49
91
93
25
12
11
5
13
91
91
64
39
59
40
93
91
78
29
68
7
42
22
68
93
90
0.275
ZQKSQ
2008-12-19T00:00:00
48
90
93
25
6
6
2
7
92
92
68
37
59
40
92
90
78
44
69
3
36
21
62
91
90
0.248366
ZQKSQ
2008-12-26T00:00:00
49
89
93
26
6
8
5
42
92
92
69
38
59
40
92
90
78
47
69
5
39
23
65
91
90
-0.125654
ZQKSQ
2009-01-02T00:00:00
42
90
97
20
5
7
4
4
91
91
46
37
61
31
95
93
76
47
74
4
36
20
71
91
90
0.239521
ZQKSQ
2009-01-09T00:00:00
42
90
97
20
5
5
4
36
89
89
46
37
61
28
92
85
76
50
80
4
34
22
71
90
90
-0.038647
ZQKSQ
2009-01-16T00:00:00
43
93
97
20
27
4
2
60
89
89
38
37
69
24
87
85
76
5
80
2
33
21
71
90
90
-0.110553
ZQKSQ
2009-01-23T00:00:00
43
91
97
20
7
5
7
88
89
89
43
38
69
24
72
85
76
43
80
5
34
22
71
89
90
-0.146893
ZQKSQ
2009-01-30T00:00:00
42
88
97
20
3
5
8
5
90
90
44
35
69
24
60
85
76
60
81
5
31
17
55
89
89
0.390728
ZQKSQ
2009-02-06T00:00:00
43
92
97
20
22
7
37
53
89
89
40
37
68
25
68
85
76
12
81
19
32
18
51
89
89
-0.095238
ZQKSQ
2009-02-13T00:00:00
44
90
97
20
7
12
72
85
90
90
26
38
67
57
60
85
76
42
80
39
35
21
48
90
89
-0.173684
ZQKSQ
2009-02-20T00:00:00
44
89
97
20
7
10
54
76
89
89
28
37
67
57
40
84
76
45
81
29
33
21
49
90
89
-0.070064
ZQKSQ
2009-02-27T00:00:00
46
90
97
20
11
12
89
89
88
88
22
37
66
58
49
83
76
33
80
47
35
22
46
91
89
-0.143836
ZQKSQ
2009-03-06T00:00:00
49
93
98
19
23
9
76
88
88
88
16
38
65
58
49
83
76
15
81
37
35
17
48
92
89
-0.208
ZQKSQ
2009-03-13T00:00:00
7
87
88
48
14
9
45
97
83
83
8
40
82
39
53
35
83
30
73
21
37
27
46
93
89
-0.050505
ZQKSQ
2009-03-20T00:00:00
8
84
88
48
6
7
19
66
83
83
14
40
81
35
41
35
82
48
73
9
36
23
44
93
90
0.138298
ZQKSQ
2009-03-27T00:00:00
8
85
87
47
10
18
87
18
85
85
11
39
81
38
28
36
82
37
73
53
34
17
47
92
90
0.252336
ZQKSQ
2009-04-03T00:00:00
9
88
88
46
31
13
63
43
83
83
3
39
80
48
36
36
82
5
73
34
31
16
43
92
90
0.007463
ZQKSQ
2009-04-10T00:00:00
9
87
88
46
21
9
14
52
78
78
7
40
80
41
39
37
82
19
72
9
33
18
45
92
90
0
ZQKSQ
2009-04-17T00:00:00
9
86
87
46
19
11
25
9
81
81
9
39
80
38
27
36
82
24
72
16
27
12
44
91
90
0.244444
ZQKSQ
2009-04-24T00:00:00
9
85
87
46
4
9
17
7
80
80
27
38
80
29
12
37
82
59
72
11
27
11
47
91
90
0.089286
ZQKSQ
2009-05-01T00:00:00
9
85
87
47
3
8
22
34
79
79
29
39
79
28
28
38
83
68
73
12
28
14
50
92
91
-0.032787
ZQKSQ
2009-05-08T00:00:00
8
83
86
50
3
6
7
10
79
79
21
38
77
28
14
38
83
68
74
5
26
11
49
91
91
0.242938
ZQKSQ
2009-05-15T00:00:00
5
85
86
52
13
7
15
14
76
76
8
37
76
45
11
38
83
35
74
8
25
9
54
92
91
-0.027273
ZQKSQ
2009-05-22T00:00:00
5
84
86
53
18
9
58
15
75
75
6
37
76
48
12
38
83
27
74
27
27
10
51
92
91
0.037383
ZQKSQ
2009-05-29T00:00:00
6
77
85
53
10
8
38
2
83
83
8
35
76
42
7
38
83
42
75
16
19
7
45
89
90
0.373874
ZQKSQ
2009-06-05T00:00:00
6
77
84
53
13
7
39
3
82
82
6
34
83
45
5
38
83
36
75
16
18
7
50
89
91
0.144262
ZQKSQ
2009-06-12T00:00:00
58
86
98
44
15
14
82
84
88
88
62
37
83
65
13
73
85
31
76
46
33
10
47
89
88
-0.320917
ZQKSQ
2009-06-19T00:00:00
59
87
98
44
5
21
89
97
89
89
73
38
83
65
20
74
85
54
76
56
16
8
43
88
86
-0.147679
ZQKSQ
2009-06-26T00:00:00
59
87
98
44
6
18
78
88
88
88
73
38
83
65
16
77
85
52
75
46
30
11
41
88
87
0.00495
ZQKSQ
2009-07-03T00:00:00
60
90
98
44
20
28
91
98
89
89
57
39
83
65
24
77
86
23
75
62
32
18
29
87
89
-0.123153
ZQKSQ
2009-07-10T00:00:00
60
91
98
44
23
32
87
98
89
89
56
40
83
64
22
77
86
20
75
62
30
11
28
87
88
-0.134831
ZQKSQ
2009-07-17T00:00:00
60
88
98
43
3
33
87
81
89
89
77
40
83
62
22
77
86
65
75
63
26
13
30
87
88
0.103896
ZQKSQ
2009-07-24T00:00:00
59
89
98
43
4
59
99
27
89
89
74
40
83
63
21
77
86
60
75
83
27
13
28
87
89
0.152941
ZQKSQ
2009-07-31T00:00:00
58
91
98
42
30
66
99
12
89
89
51
39
83
63
20
77
86
9
75
87
55
21
38
85
58
0.096939
ZQKSQ
2009-08-07T00:00:00
56
89
98
39
9
24
35
25
86
86
63
39
82
66
17
77
86
44
74
25
53
14
17
51
58
0.037209
ZQKSQ
2009-08-14T00:00:00
56
90
98
38
36
14
13
15
85
85
75
39
81
68
16
77
86
1
74
10
54
17
13
52
57
0.022422
ZQKSQ
2009-08-21T00:00:00
56
89
98
38
14
16
16
33
81
81
82
39
81
68
18
77
86
33
74
13
57
16
25
67
57
0.008772
ZQKSQ
2009-08-28T00:00:00
54
84
98
38
6
12
9
2
86
86
86
37
81
68
14
77
86
51
75
8
57
6
33
67
58
0.278261
ZQKSQ
2009-09-04T00:00:00
56
87
98
38
14
8
6
76
89
89
82
39
81
82
23
77
86
34
74
6
52
12
30
66
57
-0.197279
ZQKSQ
2009-09-11T00:00:00
51
88
98
87
17
11
11
11
88
88
43
38
76
71
10
97
80
27
83
9
42
10
18
63
57
0.144068
ZQKSQ
2009-09-18T00:00:00
51
88
98
87
10
19
46
30
87
87
47
38
76
72
10
97
80
39
82
30
47
10
18
85
58
0.059259
ZQKSQ
2009-09-25T00:00:00
51
88
98
87
18
33
69
72
87
87
42
39
76
72
23
97
80
25
82
51
52
12
14
85
55
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ZQKSQ
2009-10-02T00:00:00
51
87
98
87
3
32
67
85
87
87
57
39
76
72
24
97
80
66
82
49
59
14
13
94
13
-0.066148
ZQKSQ
2009-10-09T00:00:00
51
87
98
87
8
40
83
42
87
87
48
39
76
72
12
96
80
44
82
64
44
4
24
50
58
0.125
ZQKSQ
2009-10-16T00:00:00
51
89
98
87
13
34
74
79
87
87
45
39
76
72
22
96
80
33
83
54
50
8
30
51
37
-0.059259
ZQKSQ
2009-10-23T00:00:00
51
87
98
87
3
66
95
79
87
87
49
39
76
72
39
97
80
68
83
85
53
8
35
51
37
-0.03937
ZQKSQ
2009-10-30T00:00:00
51
93
98
87
31
35
44
97
88
88
42
41
76
74
48
97
81
7
82
37
34
2
34
52
37
-0.184426
ZQKSQ
2009-11-06T00:00:00
50
90
99
87
7
52
77
96
85
85
47
41
75
75
71
97
81
44
82
67
35
2
30
46
32
-0.050251
ZQKSQ
2009-11-13T00:00:00
49
89
99
87
2
57
75
67
85
85
31
41
75
56
86
97
81
69
82
69
39
1
24
43
32
0.058201
ZQKSQ
2009-11-20T00:00:00
49
92
99
87
28
40
38
79
81
81
17
41
75
56
90
96
81
9
82
36
50
1
35
64
29
-0.03
ZQKSQ
2009-11-27T00:00:00
49
91
99
87
9
32
29
97
83
83
23
43
75
56
92
96
81
37
82
26
39
2
30
61
31
-0.134021
ZQKSQ
2009-12-04T00:00:00
49
94
99
87
24
43
57
54
86
86
18
42
75
56
88
96
81
15
82
50
43
2
26
56
39
0.113095
ZQKSQ
2009-12-11T00:00:00
49
93
99
87
30
30
34
93
86
86
16
43
75
57
78
96
81
4
83
30
52
2
20
54
45
-0.085561
ZQKSQ
2009-12-18T00:00:00
48
91
99
87
22
29
28
8
88
88
18
42
75
57
61
96
81
16
83
26
47
2
10
54
43
0.157895
ZQKSQ
2009-12-25T00:00:00
48
89
99
87
8
12
11
4
88
88
24
41
75
57
69
97
81
42
84
9
53
2
9
60
35
0.131313