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
2010-01-01T00:00:00
49
93
99
87
27
11
7
65
88
88
16
42
75
56
58
98
81
8
61
7
49
4
3
53
27
-0.098214
ZQKSQ
2010-01-08T00:00:00
48
89
99
87
2
17
14
18
87
87
29
41
84
52
58
98
81
69
61
13
50
4
3
49
22
0.10396
ZQKSQ
2010-01-15T00:00:00
44
88
99
64
6
18
12
7
86
86
24
41
78
46
57
96
67
47
50
12
53
6
2
44
30
0.09417
ZQKSQ
2010-01-22T00:00:00
44
93
99
64
29
11
5
71
87
87
11
42
78
57
68
96
67
10
50
6
45
4
2
45
28
-0.151639
ZQKSQ
2010-01-29T00:00:00
44
91
99
65
5
14
18
70
87
87
24
42
78
46
52
96
67
47
49
13
47
5
4
44
30
-0.024155
ZQKSQ
2010-02-05T00:00:00
43
92
99
65
19
11
7
39
86
86
15
41
78
53
53
95
67
24
49
7
51
11
4
41
41
0.039604
ZQKSQ
2010-02-12T00:00:00
43
90
99
65
4
22
67
45
84
84
25
41
78
65
69
95
67
58
49
43
50
11
4
38
52
0
ZQKSQ
2010-02-19T00:00:00
43
90
99
65
17
37
84
3
86
86
17
41
78
74
61
94
67
29
49
62
22
11
3
34
48
0.166667
ZQKSQ
2010-02-26T00:00:00
43
91
99
65
21
17
41
6
85
85
16
40
78
76
61
94
67
24
49
25
21
12
2
31
57
0.04898
ZQKSQ
2010-03-05T00:00:00
43
88
99
65
4
32
77
2
86
86
26
39
78
66
62
94
67
65
49
55
20
12
2
32
60
0.151751
ZQKSQ
2010-03-12T00:00:00
39
95
99
86
12
51
90
1
91
91
10
37
81
56
47
87
67
36
83
75
15
8
2
30
56
0.364865
ZQKSQ
2010-03-19T00:00:00
40
96
99
86
11
17
35
3
91
91
10
36
81
57
38
87
67
36
82
21
15
8
1
25
69
0.034653
ZQKSQ
2010-03-26T00:00:00
39
93
99
85
5
17
34
2
90
90
13
35
82
53
11
87
67
53
83
21
18
9
2
23
70
0.095694
ZQKSQ
2010-04-02T00:00:00
39
92
98
85
26
25
57
1
89
89
5
34
82
65
2
88
68
12
83
38
20
7
2
23
71
0.139738
ZQKSQ
2010-04-09T00:00:00
39
90
98
85
24
21
55
4
87
87
6
33
82
63
4
87
68
14
84
35
18
8
2
24
71
0.072797
ZQKSQ
2010-04-16T00:00:00
39
92
98
85
7
57
96
59
89
89
15
35
82
53
2
92
68
41
83
80
18
9
2
25
66
-0.082143
ZQKSQ
2010-04-23T00:00:00
39
90
98
85
7
69
95
17
88
88
15
34
82
53
2
92
67
42
84
86
17
9
2
24
64
0.099222
ZQKSQ
2010-04-30T00:00:00
39
91
98
85
3
80
99
64
88
88
22
34
82
48
1
91
67
63
83
92
20
10
2
25
57
-0.056637
ZQKSQ
2010-05-07T00:00:00
39
92
98
87
13
92
100
61
89
89
9
34
82
61
1
92
67
27
84
98
31
20
1
49
35
-0.103189
ZQKSQ
2010-05-14T00:00:00
38
91
98
88
18
95
100
34
89
89
6
34
82
72
1
93
67
21
85
99
30
9
2
57
28
0.089958
ZQKSQ
2010-05-21T00:00:00
37
92
98
88
19
97
100
77
85
85
6
34
82
73
1
93
67
20
85
100
34
10
3
57
34
-0.101727
ZQKSQ
2010-05-28T00:00:00
38
92
98
88
7
99
100
76
85
85
10
35
82
66
1
92
67
44
86
100
32
8
4
54
31
-0.004274
ZQKSQ
2010-06-04T00:00:00
38
90
98
88
15
99
99
36
83
83
7
34
82
73
1
92
67
24
85
100
26
5
4
50
34
0.015021
ZQKSQ
2010-06-11T00:00:00
63
48
96
61
3
98
89
84
81
81
14
35
87
44
16
77
57
65
11
96
23
4
4
49
31
-0.054968
ZQKSQ
2010-06-18T00:00:00
63
47
96
61
8
99
94
36
80
80
32
35
87
45
20
77
57
40
11
98
23
3
4
48
31
0.064877
ZQKSQ
2010-06-25T00:00:00
65
52
96
61
29
99
78
92
82
82
15
36
87
45
24
78
57
2
11
91
19
2
5
58
30
-0.107143
ZQKSQ
2010-07-02T00:00:00
64
50
96
61
13
98
62
67
77
77
26
35
87
44
40
78
57
28
11
84
22
3
5
54
29
-0.047059
ZQKSQ
2010-07-09T00:00:00
64
48
96
61
7
99
77
77
75
75
33
36
87
41
52
78
57
43
11
91
30
2
4
53
13
0.024691
ZQKSQ
2010-07-16T00:00:00
65
52
96
61
23
98
42
88
75
75
20
36
87
38
54
78
57
12
11
74
28
6
5
67
17
-0.060241
ZQKSQ
2010-07-23T00:00:00
63
52
96
61
29
96
39
17
81
81
17
36
87
38
50
78
57
3
11
71
27
8
5
68
19
0.14359
ZQKSQ
2010-07-30T00:00:00
62
51
96
60
13
98
67
33
79
79
25
35
87
39
51
78
57
26
11
86
26
9
5
69
18
0.002242
ZQKSQ
2010-08-06T00:00:00
59
50
96
58
8
93
33
34
77
77
29
36
87
42
55
78
57
38
11
65
25
7
6
66
14
0.002237
ZQKSQ
2010-08-13T00:00:00
59
52
96
57
27
95
59
87
79
79
42
36
87
44
76
78
58
6
10
80
23
9
7
66
14
-0.109375
ZQKSQ
2010-08-20T00:00:00
59
49
97
57
3
87
22
92
79
79
55
37
87
44
78
77
58
58
10
54
20
8
9
73
15
-0.050125
ZQKSQ
2010-08-27T00:00:00
59
51
97
57
3
89
31
82
77
77
54
37
87
45
76
76
58
55
10
61
22
13
14
66
21
-0.007916
ZQKSQ
2010-09-03T00:00:00
61
56
97
57
12
85
25
96
73
73
46
38
87
45
86
76
58
29
10
55
21
22
13
62
20
-0.034574
ZQKSQ
2010-09-10T00:00:00
54
50
96
76
3
78
11
94
73
73
56
36
86
40
96
20
67
60
67
43
20
14
25
62
12
-0.030303
ZQKSQ
2010-09-17T00:00:00
53
48
96
76
3
93
64
42
77
77
57
35
86
36
96
20
66
63
68
82
21
13
24
60
16
0.073864
ZQKSQ
2010-09-24T00:00:00
52
49
96
76
12
92
59
21
77
77
45
35
86
36
97
25
66
25
70
80
20
14
31
62
15
0.058201
ZQKSQ
2010-10-01T00:00:00
52
49
96
76
8
91
58
42
71
71
48
36
86
35
98
25
67
35
70
79
22
22
31
64
31
-0.005
ZQKSQ
2010-10-08T00:00:00
52
46
96
76
10
77
21
16
73
73
44
35
86
35
98
25
67
32
71
49
22
21
31
65
30
0.062814
ZQKSQ
2010-10-15T00:00:00
52
44
96
76
2
67
13
15
73
73
57
35
86
35
98
25
66
67
73
38
23
19
35
65
32
0.035461
ZQKSQ
2010-10-22T00:00:00
52
46
96
76
12
65
17
26
68
68
39
35
86
35
99
25
66
25
74
40
24
21
36
63
21
-0.002283
ZQKSQ
2010-10-29T00:00:00
52
47
97
75
4
53
7
77
68
68
49
36
86
34
99
25
66
46
73
27
25
18
40
62
13
-0.045767
ZQKSQ
2010-11-05T00:00:00
51
46
97
73
20
50
7
28
70
70
37
35
87
35
99
26
66
13
74
26
26
17
41
67
14
0.086331
ZQKSQ
2010-11-12T00:00:00
51
46
97
72
2
58
27
84
73
73
7
36
87
41
99
28
66
67
73
41
26
25
49
66
17
-0.07947
ZQKSQ
2010-11-19T00:00:00
51
49
97
72
15
64
53
79
71
71
7
36
87
41
99
27
66
25
73
60
14
44
88
82
10
-0.01199
ZQKSQ
2010-11-26T00:00:00
52
52
97
72
28
60
46
91
71
71
7
37
87
41
99
26
66
6
73
54
14
50
90
83
10
-0.029126
ZQKSQ
2010-12-03T00:00:00
50
45
97
72
7
72
73
9
81
81
7
35
87
40
99
25
66
43
74
77
18
55
92
80
11
0.1575
ZQKSQ
2010-12-10T00:00:00
49
42
96
72
3
76
80
4
81
81
8
35
87
41
98
25
66
66
74
82
15
80
93
80
5
0.097192
ZQKSQ
2010-12-17T00:00:00
49
42
96
72
5
74
77
9
80
80
8
35
87
40
97
26
66
50
73
80
15
80
92
81
6
0.015748
ZQKSQ
2010-12-24T00:00:00
49
43
96
72
34
61
41
14
79
79
8
34
87
41
97
43
66
1
73
51
12
72
91
82
10
0.01938
ZQKSQ
2010-12-31T00:00:00
50
44
96
72
3
70
66
71
79
79
16
35
89
40
97
38
66
65
70
71
13
79
89
82
14
-0.036122
ZQKSQ
2011-01-07T00:00:00
49
42
96
72
25
49
26
31
77
77
15
35
89
37
94
38
66
15
70
35
13
78
91
84
13
0.033531
ZQKSQ
2011-01-14T00:00:00
31
92
96
35
3
47
20
89
77
77
33
36
88
2
97
22
55
64
66
31
5
73
95
87
18
-0.04771
ZQKSQ
2011-01-21T00:00:00
31
92
96
35
5
41
15
98
80
80
32
37
88
2
99
22
55
57
66
25
5
55
97
89
33
-0.116232
ZQKSQ
2011-01-28T00:00:00
32
93
96
35
20
71
83
95
80
80
19
38
88
2
99
22
55
24
64
80
4
55
95
90
30
-0.020408
ZQKSQ
2011-02-04T00:00:00
31
93
96
35
20
82
94
70
78
78
18
38
88
2
99
22
55
25
65
91
5
57
94
92
32
0.041667
ZQKSQ
2011-02-11T00:00:00
31
93
96
35
6
83
94
50
74
74
29
38
88
18
98
22
55
53
66
92
9
47
94
94
34
0.022222
ZQKSQ
2011-02-18T00:00:00
31
94
96
35
22
86
94
72
69
69
18
38
88
18
97
20
55
24
65
93
6
57
95
93
42
-0.01087
ZQKSQ
2011-02-25T00:00:00
31
93
96
35
12
77
72
82
67
67
23
38
88
18
95
19
55
40
65
79
8
52
95
93
45
-0.032967
ZQKSQ
2011-03-04T00:00:00
32
95
96
34
24
82
82
92
67
67
17
39
87
18
92
19
55
23
64
87
10
49
91
89
46
-0.047727
ZQKSQ
2011-03-11T00:00:00
31
93
96
80
27
65
35
21
68
68
46
38
84
7
61
72
53
20
50
50
5
62
90
92
52
0.052506
ZQKSQ
2011-03-18T00:00:00
31
93
96
79
30
33
7
85
69
69
43
39
85
8
68
72
53
14
49
16
2
47
88
93
59
-0.07483
ZQKSQ
2011-03-25T00:00:00
31
92
96
78
16
32
6
30
72
72
52
38
85
6
52
71
53
34
49
15
2
44
91
92
62
0.063725
ZQKSQ
2011-04-01T00:00:00
31
93
96
78
25
35
13
49
67
67
47
39
84
8
38
71
53
21
49
21
2
32
92
90
54
0.020737
ZQKSQ
2011-04-08T00:00:00
31
92
97
77
8
40
27
73
67
67
58
39
84
4
56
71
53
51
49
31
2
32
92
89
55
-0.03386
ZQKSQ
2011-04-15T00:00:00
31
93
97
77
34
34
20
41
65
65
51
39
84
8
54
71
53
11
48
24
2
35
92
88
61
0.009346
ZQKSQ
2011-04-22T00:00:00
31
91
97
77
5
29
19
58
63
63
57
39
85
2
42
72
53
63
48
20
2
30
90
82
62
0.002315
ZQKSQ
2011-04-29T00:00:00
31
92
97
78
6
25
12
55
60
60
58
39
84
3
37
76
53
59
49
15
3
32
89
75
67
0.004619
ZQKSQ
2011-05-06T00:00:00
31
91
96
81
5
38
59
12
55
55
62
38
85
3
43
78
53
64
49
48
6
44
92
63
79
0.03908
ZQKSQ
2011-05-13T00:00:00
30
91
96
83
12
25
16
7
55
55
57
37
85
14
30
79
53
44
50
16
6
44
91
52
85
0.053097
ZQKSQ
2011-05-20T00:00:00
31
92
96
83
31
35
41
72
65
65
44
39
85
19
37
79
53
18
49
36
5
22
85
73
86
-0.090336
ZQKSQ
2011-05-27T00:00:00
30
91
96
83
12
35
44
18
64
64
57
38
85
15
27
79
53
43
48
37
7
37
85
75
84
0.057737
ZQKSQ
2011-06-03T00:00:00
30
89
96
83
27
29
22
3
68
68
45
36
85
18
18
79
53
21
48
22
8
60
78
61
80
0.100437
ZQKSQ
2011-06-10T00:00:00
10
87
46
35
40
33
47
45
72
72
30
37
64
20
41
20
49
5
60
38
8
45
69
63
78
-0.095238
ZQKSQ
2011-06-17T00:00:00
9
87
46
35
40
35
36
37
70
70
31
37
65
20
31
20
49
5
61
33
8
51
68
52
79
0.004386
ZQKSQ
2011-06-24T00:00:00
9
86
46
35
27
35
38
72
68
68
40
37
65
17
33
17
49
22
61
34
9
49
66
46
73
-0.00655
ZQKSQ
2011-07-01T00:00:00
10
86
46
35
20
55
80
23
67
67
44
37
65
16
22
18
49
31
61
70
8
50
65
51
70
0.07033
ZQKSQ
2011-07-08T00:00:00
10
83
46
35
8
73
90
10
67
67
56
37
65
13
25
17
49
51
62
85
9
48
65
47
78
0.051335
ZQKSQ
2011-07-15T00:00:00
10
84
45
35
34
46
40
14
65
65
36
36
65
16
19
17
49
12
62
41
12
53
70
49
87
0.009766
ZQKSQ
2011-07-22T00:00:00
10
83
45
35
24
62
78
6
65
65
41
36
65
14
6
17
49
22
62
73
13
43
59
46
84
0.054159
ZQKSQ
2011-07-29T00:00:00
10
81
45
34
7
87
97
19
62
62
54
36
64
11
5
17
49
51
63
95
15
45
61
49
85
-0.034862
ZQKSQ
2011-08-05T00:00:00
10
84
45
32
27
72
77
69
68
68
40
36
65
15
11
17
49
19
63
78
16
29
48
58
75
-0.148289
ZQKSQ
2011-08-12T00:00:00
10
84
45
31
26
72
78
77
64
64
17
37
65
16
29
17
49
19
63
79
15
24
24
56
71
-0.060268
ZQKSQ
2011-08-19T00:00:00
9
86
46
31
10
64
55
96
71
71
23
38
65
14
39
16
49
44
62
61
28
41
59
77
80
-0.163895
ZQKSQ
2011-08-26T00:00:00
9
87
46
31
36
74
81
76
72
72
14
38
65
19
42
16
49
8
61
81
28
48
59
76
82
0.076705
ZQKSQ
2011-09-02T00:00:00
10
85
46
30
26
84
92
42
72
72
17
37
65
17
54
17
49
20
62
90
27
46
54
75
75
0.039578
ZQKSQ
2011-09-09T00:00:00
55
86
95
22
9
86
90
83
72
72
86
38
83
32
64
16
55
45
73
91
24
47
34
76
72
-0.07868
ZQKSQ
2011-09-16T00:00:00
54
86
95
22
22
92
96
54
70
70
79
38
83
42
44
16
55
25
73
96
24
50
33
75
72
0.060606
ZQKSQ
2011-09-23T00:00:00
56
85
95
22
5
92
93
85
71
71
91
38
83
42
54
16
55
60
73
95
23
51
23
77
68
-0.12987
ZQKSQ
2011-09-30T00:00:00
58
89
95
22
38
77
51
90
69
69
71
39
83
42
67
16
55
5
73
65
16
42
18
70
60
-0.089552
ZQKSQ
2011-10-07T00:00:00
58
87
96
22
22
60
39
80
67
67
79
39
83
42
64
16
55
27
73
49
15
40
19
69
60
0.006557
ZQKSQ
2011-10-14T00:00:00
57
88
96
22
38
29
14
69
65
65
77
40
83
41
69
16
55
6
73
19
16
45
20
68
59
0.068404
ZQKSQ
2011-10-21T00:00:00
58
88
96
22
31
34
18
82
64
64
78
40
83
41
68
16
55
15
73
24
18
58
22
68
63
-0.039634
ZQKSQ
2011-10-28T00:00:00
57
87
96
22
16
43
41
46
63
63
80
40
84
39
73
17
55
33
74
41
16
49
21
71
56
0.095238
ZQKSQ
2011-11-04T00:00:00
56
87
96
22
36
30
16
30
59
59
75
39
84
38
79
17
55
9
75
20
19
43
21
71
53
0.005797
ZQKSQ
2011-11-11T00:00:00
56
86
96
22
4
32
27
61
57
57
99
40
85
53
86
17
54
67
75
26
18
46
24
75
53
-0.034582
ZQKSQ
2011-11-18T00:00:00
57
89
96
22
41
28
17
87
58
58
90
40
85
52
82
16
54
2
74
20
21
43
20
80
40
-0.089552
ZQKSQ
2011-11-25T00:00:00
58
91
96
22
35
21
12
93
60
60
93
41
85
52
88
15
54
11
75
14
25
51
21
80
41
-0.114754