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
2011-12-02T00:00:00
57
88
96
22
32
23
15
28
70
70
93
40
85
52
82
15
53
14
75
16
29
50
23
83
41
0.17037
ZQKSQ
2011-12-09T00:00:00
57
86
96
22
7
22
16
35
68
68
99
40
85
52
68
15
54
54
75
16
29
49
22
83
42
0.006329
ZQKSQ
2011-12-16T00:00:00
54
85
96
22
18
19
13
5
69
69
96
39
85
52
46
15
54
31
75
14
28
32
23
76
35
0.08805
ZQKSQ
2011-12-23T00:00:00
53
86
95
22
32
22
30
3
71
71
94
38
85
52
38
14
54
14
76
22
29
28
25
78
34
0.089595
ZQKSQ
2011-12-30T00:00:00
54
86
96
22
33
26
47
30
71
71
96
39
85
50
49
14
54
13
76
33
30
35
26
80
34
-0.04244
ZQKSQ
2012-01-06T00:00:00
54
87
95
22
38
24
33
39
69
69
94
39
85
46
44
14
54
6
75
25
29
37
24
78
28
0.01108
ZQKSQ
2012-01-13T00:00:00
52
84
95
22
33
19
14
4
75
75
92
38
85
42
36
16
54
11
83
14
28
18
15
72
15
0.167123
ZQKSQ
2012-01-20T00:00:00
95
88
95
35
30
16
10
21
74
74
93
38
72
29
35
13
56
16
51
11
29
19
17
75
17
0.002347
ZQKSQ
2012-01-27T00:00:00
95
89
95
34
28
23
48
21
71
71
94
38
72
28
35
13
56
18
51
33
27
26
17
73
16
0.023419
ZQKSQ
2012-02-03T00:00:00
95
88
95
35
5
24
46
28
67
67
100
38
73
20
32
13
56
61
50
33
26
21
18
74
16
0.052632
ZQKSQ
2012-02-10T00:00:00
95
89
95
34
20
43
84
30
65
65
96
38
73
41
24
13
56
31
51
64
27
12
24
79
20
-0.01087
ZQKSQ
2012-02-17T00:00:00
95
90
95
34
42
57
94
23
63
63
90
38
74
49
15
13
56
3
50
78
25
15
26
80
19
0.030769
ZQKSQ
2012-02-24T00:00:00
95
89
95
34
18
46
86
60
63
63
97
38
74
41
17
13
56
33
49
68
25
15
26
79
20
-0.01919
ZQKSQ
2012-03-02T00:00:00
96
89
95
33
20
45
81
49
61
61
98
37
75
44
20
14
56
31
49
66
24
16
25
80
22
-0.01087
ZQKSQ
2012-03-09T00:00:00
22
90
74
31
41
77
98
92
63
63
36
39
55
34
20
22
55
4
60
93
23
13
32
77
31
-0.063736
ZQKSQ
2012-03-16T00:00:00
22
90
74
30
13
72
94
91
62
62
51
39
56
28
33
22
55
41
60
90
25
12
35
78
31
-0.018779
ZQKSQ
2012-03-23T00:00:00
22
88
74
30
20
78
91
27
58
58
46
38
56
30
18
23
55
29
60
91
23
14
32
74
37
0.078947
ZQKSQ
2012-03-30T00:00:00
23
90
75
30
15
79
88
95
67
67
50
39
57
29
28
23
55
38
57
89
26
12
31
74
41
-0.104213
ZQKSQ
2012-04-06T00:00:00
23
92
75
30
32
78
84
90
67
67
43
40
57
31
35
23
55
17
56
86
26
9
26
72
39
-0.037129
ZQKSQ
2012-04-13T00:00:00
24
92
76
29
37
82
85
94
66
66
46
40
57
28
53
23
55
10
57
88
28
10
31
70
44
-0.053985
ZQKSQ
2012-04-20T00:00:00
24
93
76
29
35
76
66
92
64
64
48
40
57
26
58
23
55
13
55
75
31
11
34
70
50
-0.035326
ZQKSQ
2012-04-27T00:00:00
24
92
76
30
17
76
67
93
61
61
50
41
59
23
59
23
54
36
56
75
17
11
10
61
48
-0.025352
ZQKSQ
2012-05-04T00:00:00
23
91
75
33
10
50
26
81
56
56
52
41
62
22
59
23
54
48
58
36
17
5
10
62
46
-0.034682
ZQKSQ
2012-05-11T00:00:00
23
93
75
36
31
37
21
95
60
60
38
42
63
67
73
24
54
19
57
26
12
2
8
67
65
-0.098802
ZQKSQ
2012-05-18T00:00:00
23
95
76
37
22
62
69
89
58
58
43
43
63
65
83
23
54
30
58
68
15
3
13
65
65
-0.089701
ZQKSQ
2012-05-25T00:00:00
23
95
75
37
13
28
12
80
61
61
49
43
64
62
79
23
55
43
58
17
15
3
14
65
69
0.025547
ZQKSQ
2012-06-01T00:00:00
23
96
76
37
15
25
10
95
56
56
45
43
64
64
80
23
55
37
57
15
16
3
14
65
64
-0.099644
ZQKSQ
2012-06-08T00:00:00
23
96
75
37
31
21
9
47
65
65
18
43
63
68
77
54
55
15
59
13
32
6
19
68
55
0.083004
ZQKSQ
2012-06-15T00:00:00
36
87
96
27
34
19
8
96
67
67
46
44
62
64
91
93
62
13
52
11
39
5
20
69
66
-0.091241
ZQKSQ
2012-06-22T00:00:00
36
85
97
27
6
18
6
89
65
65
43
44
62
52
95
90
62
62
53
9
36
4
18
69
65
-0.02008
ZQKSQ
2012-06-29T00:00:00
36
85
97
27
6
18
10
96
63
63
41
45
63
53
94
90
62
59
52
12
35
2
23
68
57
-0.045082
ZQKSQ
2012-07-06T00:00:00
36
86
96
27
8
12
6
58
66
66
39
45
63
52
90
90
62
54
53
7
34
2
24
64
56
0.04721
ZQKSQ
2012-07-13T00:00:00
36
87
97
27
10
13
8
96
68
68
38
46
63
52
91
90
62
51
52
9
41
3
15
62
61
-0.102459
ZQKSQ
2012-07-20T00:00:00
36
86
96
27
24
13
10
14
77
77
26
44
63
58
83
90
62
27
53
9
27
4
19
65
72
0.146119
ZQKSQ
2012-07-27T00:00:00
35
82
96
26
22
10
6
2
82
82
27
42
63
58
59
90
63
28
54
6
31
5
9
61
81
0.183267
ZQKSQ
2012-08-03T00:00:00
35
85
96
25
41
13
17
22
81
81
19
43
63
65
69
89
63
5
53
13
34
6
10
58
81
-0.053872
ZQKSQ
2012-08-10T00:00:00
34
84
96
24
27
10
6
36
79
79
49
43
64
63
68
90
62
21
54
6
36
6
9
53
83
-0.003559
ZQKSQ
2012-08-17T00:00:00
34
85
96
24
33
10
7
29
78
78
47
43
65
65
64
90
62
13
55
7
33
6
9
52
84
0.042857
ZQKSQ
2012-08-24T00:00:00
34
80
96
24
16
9
5
6
76
76
52
42
65
59
56
90
62
36
55
5
22
9
7
75
86
0.041096
ZQKSQ
2012-08-31T00:00:00
34
81
96
23
32
10
10
6
76
76
45
42
65
65
45
90
62
15
57
8
20
8
7
65
83
0.029605
ZQKSQ
2012-09-07T00:00:00
33
77
96
23
11
8
4
3
78
78
51
41
71
58
31
91
62
43
52
4
12
9
8
72
84
0.140575
ZQKSQ
2012-09-14T00:00:00
64
79
96
30
7
13
56
38
78
78
100
42
76
77
27
70
68
52
64
32
14
8
9
52
86
-0.028011
ZQKSQ
2012-09-21T00:00:00
64
80
96
30
17
33
91
42
76
76
98
42
76
45
34
50
68
33
64
63
11
17
20
67
89
-0.014409
ZQKSQ
2012-09-28T00:00:00
64
80
96
30
20
26
85
69
75
75
98
42
76
45
30
45
68
29
64
55
12
14
19
67
88
-0.02924
ZQKSQ
2012-10-05T00:00:00
63
78
96
30
7
22
76
20
70
70
99
42
76
45
27
45
68
52
64
47
11
11
25
69
88
0.045181
ZQKSQ
2012-10-12T00:00:00
64
77
96
30
4
26
80
54
69
69
100
41
76
44
18
45
68
68
64
53
10
12
27
68
87
-0.034582
ZQKSQ
2012-10-19T00:00:00
65
78
96
30
4
34
91
88
71
71
100
42
76
44
21
45
68
68
63
64
12
13
28
67
87
-0.050746
ZQKSQ
2012-10-26T00:00:00
65
81
96
30
12
38
95
89
70
70
97
42
77
44
22
45
68
40
64
69
12
14
28
67
86
-0.037736
ZQKSQ
2012-11-02T00:00:00
64
78
96
30
12
63
98
13
75
75
97
41
77
44
10
45
68
41
64
85
8
7
26
66
82
0.111111
ZQKSQ
2012-11-09T00:00:00
61
76
96
30
31
51
90
2
75
75
95
40
77
53
5
44
69
14
66
75
22
12
63
61
85
0.082353
ZQKSQ
2012-11-16T00:00:00
61
74
96
30
25
47
81
10
70
70
97
40
77
53
5
45
68
23
66
68
28
11
50
64
81
-0.016304
ZQKSQ
2012-11-23T00:00:00
61
71
95
30
8
44
66
5
69
69
99
40
77
53
8
45
68
51
67
56
26
11
46
69
82
0.060773
ZQKSQ
2012-11-30T00:00:00
60
74
95
30
36
55
84
8
68
68
95
40
77
52
4
45
68
8
66
73
27
8
46
72
80
0.041667
ZQKSQ
2012-12-07T00:00:00
58
71
95
30
27
49
69
4
67
67
97
39
77
53
6
45
68
20
66
60
31
5
44
73
77
0.05
ZQKSQ
2012-12-14T00:00:00
63
76
96
30
12
33
30
90
78
78
99
41
77
52
6
45
68
40
64
29
25
5
36
74
85
-0.157143
ZQKSQ
2012-12-21T00:00:00
60
74
95
30
14
28
27
19
81
81
98
40
78
53
3
36
68
36
65
24
38
10
25
73
87
0.144068
ZQKSQ
2012-12-28T00:00:00
59
71
95
30
4
56
86
15
80
80
100
40
77
52
4
33
68
66
66
74
40
11
24
70
84
0.014815
ZQKSQ
2013-01-04T00:00:00
56
65
95
30
37
72
97
2
84
84
93
38
77
49
2
33
68
4
68
89
38
19
69
68
74
0.233577
ZQKSQ
2013-01-11T00:00:00
37
86
95
30
13
74
97
2
84
84
26
37
85
25
1
97
65
36
57
89
39
13
48
70
74
0.100592
ZQKSQ
2013-01-18T00:00:00
37
85
95
30
8
78
98
2
83
83
27
36
85
23
1
97
65
42
60
92
60
22
57
62
65
0.098566
ZQKSQ
2013-01-25T00:00:00
37
85
95
30
14
79
97
4
83
83
26
36
85
25
1
97
65
30
61
92
64
22
58
62
67
0.045677
ZQKSQ
2013-02-01T00:00:00
37
84
95
30
3
87
98
21
82
82
29
36
85
19
1
97
65
66
60
96
64
32
62
61
74
-0.00468
ZQKSQ
2013-02-08T00:00:00
36
83
95
30
5
51
31
7
82
82
28
35
85
22
2
97
65
49
61
37
68
36
61
56
84
0.059561
ZQKSQ
2013-02-15T00:00:00
37
86
95
30
24
82
85
72
83
83
5
36
85
39
2
97
65
14
60
89
67
42
62
59
85
-0.057692
ZQKSQ
2013-02-22T00:00:00
37
86
95
30
9
86
94
85
83
83
12
37
85
34
3
97
65
37
60
94
57
57
58
57
77
-0.064364
ZQKSQ
2013-03-01T00:00:00
38
84
95
30
5
94
99
40
82
82
14
36
84
34
3
96
66
49
61
99
64
60
68
54
84
0.053691
ZQKSQ
2013-03-08T00:00:00
18
85
74
40
7
97
100
79
80
80
66
37
68
20
5
50
69
43
79
100
71
76
70
54
86
-0.011146
ZQKSQ
2013-03-15T00:00:00
19
85
74
39
14
98
100
19
76
76
57
36
68
23
3
51
69
25
79
100
70
74
70
54
84
0.048309
ZQKSQ
2013-03-22T00:00:00
19
84
74
38
10
99
99
65
75
75
59
36
68
23
4
51
69
32
79
100
41
78
80
57
80
-0.019969
ZQKSQ
2013-03-29T00:00:00
19
85
74
38
6
99
97
89
74
74
65
37
68
22
7
52
69
45
79
99
54
68
80
54
72
-0.048589
ZQKSQ
2013-04-05T00:00:00
19
83
74
38
2
99
98
12
74
74
75
36
68
18
15
52
70
66
79
100
59
83
88
47
79
0.065898
ZQKSQ
2013-04-12T00:00:00
19
85
74
38
3
98
74
76
74
74
80
37
68
15
22
52
69
64
79
89
56
67
89
55
80
-0.034003
ZQKSQ
2013-04-19T00:00:00
19
86
75
38
29
97
44
81
74
74
48
37
68
23
30
52
69
2
79
73
44
57
87
58
81
-0.0688
ZQKSQ
2013-04-26T00:00:00
19
85
73
39
28
98
71
20
78
78
49
36
68
24
29
35
69
2
79
88
36
55
88
60
80
0.111684
ZQKSQ
2013-05-03T00:00:00
19
82
73
43
2
97
41
14
76
76
78
36
69
16
52
36
69
66
80
72
39
57
89
60
81
0.037094
ZQKSQ
2013-05-10T00:00:00
18
82
73
49
11
98
75
4
77
77
58
35
68
25
59
35
69
27
81
90
38
54
87
62
82
0.09687
ZQKSQ
2013-05-17T00:00:00
19
83
72
51
21
97
53
9
76
76
52
35
68
58
53
36
69
11
81
78
44
49
87
55
81
0.043478
ZQKSQ
2013-05-24T00:00:00
19
81
72
51
3
91
27
10
74
74
67
35
68
47
57
36
69
51
81
60
40
49
86
88
72
0.010417
ZQKSQ
2013-05-31T00:00:00
19
81
72
51
7
97
88
13
73
73
61
35
68
51
63
36
69
38
81
95
40
48
86
88
75
0.014175
ZQKSQ
2013-06-07T00:00:00
18
82
75
21
22
93
45
93
81
81
4
36
54
52
92
85
67
11
79
72
34
31
90
93
89
-0.132147
ZQKSQ
2013-06-14T00:00:00
18
83
75
21
4
86
28
97
81
81
9
37
54
42
87
85
67
48
78
58
31
37
89
97
90
-0.068814
ZQKSQ
2013-06-21T00:00:00
18
84
75
21
4
96
81
96
80
80
9
38
54
43
97
78
67
46
78
92
29
37
87
97
88
-0.055031
ZQKSQ
2013-06-28T00:00:00
18
82
75
21
7
96
82
48
81
81
7
37
54
46
98
78
67
34
78
92
32
42
85
98
85
0.071547
ZQKSQ
2013-07-05T00:00:00
18
82
74
22
6
98
94
17
81
81
8
36
55
44
100
78
67
37
78
98
31
37
87
99
88
0.079193
ZQKSQ
2013-07-12T00:00:00
18
82
75
21
2
98
94
57
80
80
12
37
54
37
100
78
67
61
78
98
43
47
88
99
89
-0.010072
ZQKSQ
2013-07-19T00:00:00
18
83
75
22
3
98
93
95
79
79
11
38
55
38
100
77
67
50
77
97
41
50
82
88
77
-0.063953
ZQKSQ
2013-07-26T00:00:00
18
84
75
21
4
98
94
91
78
78
11
38
55
39
99
77
67
49
76
98
43
50
82
89
76
-0.017081
ZQKSQ
2013-08-02T00:00:00
18
83
75
21
6
85
25
54
77
77
10
38
54
42
100
78
67
39
77
56
42
49
83
90
75
0.030016
ZQKSQ
2013-08-09T00:00:00
17
85
75
20
2
71
10
97
78
78
5
39
54
39
100
79
67
63
76
39
39
55
71
86
71
-0.105828
ZQKSQ
2013-08-16T00:00:00
17
87
76
19
15
59
8
98
77
77
4
40
54
51
100
79
67
19
77
31
42
56
75
85
67
-0.080617
ZQKSQ
2013-08-23T00:00:00
17
88
76
19
3
73
21
99
76
76
5
41
54
43
100
78
67
53
75
47
39
53
81
85
63
-0.05597
ZQKSQ
2013-08-30T00:00:00
17
88
76
19
21
86
64
92
75
75
4
41
54
54
99
78
67
8
75
78
35
40
87
85
57
-0.021739
ZQKSQ
2013-09-06T00:00:00
17
83
74
20
8
76
42
3
92
92
4
37
61
48
98
27
67
32
65
60
33
37
83
62
79
0.383838
ZQKSQ
2013-09-13T00:00:00
37
83
98
31
13
55
9
19
91
91
60
35
53
38
98
99
77
19
73
29
38
30
67
58
87
-0.023358
ZQKSQ
2013-09-20T00:00:00
37
83
98
31
5
51
11
12
90
90
66
35
53
38
98
99
77
41
73
28
39
39
85
51
88
0.019432
ZQKSQ
2013-09-27T00:00:00
37
84
98
31
22
56
33
21
89
89
54
35
53
38
99
98
77
6
74
44
41
40
86
49
90
0.020528
ZQKSQ
2013-10-04T00:00:00
37
83
98
31
10
36
5
13
89
89
58
34
53
38
98
99
77
24
74
16
42
46
85
49
90
0.025862
ZQKSQ
2013-10-11T00:00:00
37
83
98
31
3
27
3
37
88
88
68
35
53
38
98
99
77
55
74
11
42
40
83
51
89
-0.008403
ZQKSQ
2013-10-18T00:00:00
37
83
98
31
13
25
2
20
88
88
51
34
53
38
98
98
77
23
74
10
41
39
85
52
86
0.05226
ZQKSQ
2013-10-25T00:00:00
37
81
98
31
5
20
3
24
87
87
61
34
53
37
98
99
77
42
74
8
39
34
80
52
86
0.014765