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
⌀
ZRAN
1999-07-23T00:00:00
29
3
1
23
3
20
2
1
91
91
72
43
24
30
86
45
13
77
64
8
3
63
40
72
46
0.285682
ZRAN
1999-07-30T00:00:00
29
3
1
23
6
16
1
13
91
91
61
43
24
30
82
45
13
77
64
6
4
60
22
72
46
-0.053159
ZRAN
1999-08-06T00:00:00
29
3
1
23
2
23
19
6
90
90
76
43
24
31
84
45
14
77
64
17
4
60
18
72
46
0.002571
ZRAN
1999-08-13T00:00:00
28
3
1
22
2
76
87
24
89
89
65
43
24
33
81
45
14
77
64
85
4
58
19
72
46
0.012702
ZRAN
1999-08-20T00:00:00
48
2
1
23
16
90
94
1
92
92
66
38
24
32
70
45
18
76
64
95
4
63
10
72
46
0.346741
ZRAN
1999-08-27T00:00:00
49
3
1
23
12
91
93
22
91
91
69
40
24
32
45
45
17
77
64
94
5
61
6
72
46
-0.085792
ZRAN
1999-09-03T00:00:00
48
2
1
23
16
89
92
2
91
91
41
37
24
32
46
45
17
76
64
92
5
43
6
72
46
0.169369
ZRAN
1999-09-10T00:00:00
49
3
1
22
3
92
93
52
91
91
64
39
24
32
45
45
18
76
64
94
6
40
5
72
46
-0.071539
ZRAN
1999-09-17T00:00:00
49
3
1
22
4
98
100
63
91
91
59
39
24
32
51
45
18
77
64
100
8
28
3
72
46
-0.05639
ZRAN
1999-09-24T00:00:00
49
3
1
22
18
97
98
88
92
92
37
41
24
32
71
45
17
77
64
99
12
31
2
72
46
-0.131472
ZRAN
1999-10-01T00:00:00
49
3
1
22
10
98
98
82
90
90
47
41
24
32
48
45
17
77
64
99
11
32
2
72
46
0.002257
ZRAN
1999-10-08T00:00:00
50
4
1
23
16
98
97
99
91
91
39
45
24
32
67
45
17
78
64
99
25
36
1
72
46
-0.183051
ZRAN
1999-10-15T00:00:00
49
3
1
23
8
100
100
34
91
91
51
42
24
32
55
45
18
78
64
100
38
24
1
72
46
0.154084
ZRAN
1999-10-22T00:00:00
49
3
1
23
3
99
98
30
90
90
89
41
24
32
51
45
18
77
64
99
38
25
1
72
46
0.043688
ZRAN
1999-10-29T00:00:00
48
3
1
23
6
99
99
16
86
86
80
40
24
32
23
45
18
77
64
100
38
24
1
72
46
0.074399
ZRAN
1999-11-05T00:00:00
48
3
1
23
3
99
92
26
83
83
88
40
24
32
29
45
18
77
64
97
38
26
1
72
46
0.017299
ZRAN
1999-11-12T00:00:00
48
3
1
23
17
98
70
9
81
81
67
39
24
33
25
45
18
77
64
87
36
26
1
72
46
0.138334
ZRAN
1999-11-19T00:00:00
62
3
6
23
10
95
38
18
78
78
80
39
24
32
47
45
13
71
64
69
38
30
1
72
46
0.024269
ZRAN
1999-11-26T00:00:00
61
3
4
23
13
95
30
7
77
77
77
37
24
31
40
45
13
70
64
65
42
29
1
72
46
0.105856
ZRAN
1999-12-03T00:00:00
61
3
5
24
13
73
15
4
77
77
78
34
24
34
33
45
13
69
64
43
44
34
1
72
46
0.186455
ZRAN
1999-12-10T00:00:00
61
2
11
24
6
92
45
11
74
74
88
34
24
34
31
45
13
69
64
71
46
35
1
72
46
0.040356
ZRAN
1999-12-17T00:00:00
61
2
14
24
4
93
64
13
65
65
91
33
24
34
46
45
13
69
64
82
49
37
1
72
46
0.016043
ZRAN
1999-12-24T00:00:00
61
3
20
24
2
95
80
63
68
68
98
35
24
35
41
45
13
69
64
90
66
39
1
72
46
-0.06581
ZRAN
1999-12-31T00:00:00
60
2
17
24
2
93
79
6
75
75
95
32
24
35
25
45
13
68
64
89
83
36
1
72
46
0.256363
ZRAN
2000-01-07T00:00:00
60
2
11
24
5
95
91
58
78
78
87
33
24
35
26
45
13
69
64
94
71
16
1
72
46
-0.112116
ZRAN
2000-01-14T00:00:00
59
2
2
24
14
94
88
2
89
89
69
27
24
32
11
45
13
67
64
93
51
14
1
72
46
0.501273
ZRAN
2000-01-21T00:00:00
61
3
8
24
7
96
93
80
91
91
78
32
24
32
40
45
13
69
64
96
39
18
1
72
46
-0.243066
ZRAN
2000-01-28T00:00:00
61
3
16
24
3
98
95
87
91
91
91
34
24
32
28
45
13
69
64
98
32
32
1
72
46
-0.12888
ZRAN
2000-02-04T00:00:00
60
3
18
24
2
96
93
34
91
91
95
31
24
32
29
45
13
68
64
96
34
39
1
72
46
0.184927
ZRAN
2000-02-11T00:00:00
60
3
6
24
10
97
91
72
90
90
72
33
24
32
47
45
13
69
64
95
25
41
1
72
46
-0.077503
ZRAN
2000-02-18T00:00:00
61
3
8
25
8
94
76
60
89
89
78
33
24
33
66
45
13
70
64
87
21
31
1
72
46
-0.029153
ZRAN
2000-02-25T00:00:00
61
3
15
25
3
97
95
90
88
88
90
35
24
33
58
45
13
71
64
97
22
30
1
72
46
-0.055298
ZRAN
2000-03-03T00:00:00
61
3
3
25
15
96
78
48
87
87
66
35
24
33
73
45
13
71
64
90
20
31
1
72
46
0.068702
ZRAN
2000-03-10T00:00:00
61
3
16
25
3
100
99
12
86
86
92
32
24
33
57
45
13
70
64
100
20
26
1
72
46
0.195229
ZRAN
2000-03-17T00:00:00
61
3
20
25
2
93
60
42
85
85
97
32
24
34
67
45
13
69
64
79
15
16
1
72
46
-0.067722
ZRAN
2000-03-24T00:00:00
60
3
5
25
11
89
29
10
79
79
74
31
24
35
60
45
14
69
64
62
16
16
1
72
46
0.085462
ZRAN
2000-03-31T00:00:00
50
5
8
92
6
93
78
68
77
77
88
29
24
24
70
66
6
90
75
88
11
16
1
72
46
-0.113174
ZRAN
2000-04-07T00:00:00
50
5
12
92
4
87
41
38
74
74
93
28
24
24
64
66
6
89
75
67
11
17
1
72
46
0.023307
ZRAN
2000-04-14T00:00:00
51
5
3
92
12
85
45
81
78
78
77
32
24
23
93
66
6
90
75
68
8
17
1
72
46
-0.323216
ZRAN
2000-04-21T00:00:00
51
5
4
92
9
80
24
72
77
77
75
31
24
21
93
68
6
90
75
54
7
17
1
72
46
0.104154
ZRAN
2000-04-28T00:00:00
50
5
4
91
10
80
47
26
78
78
75
29
24
21
100
68
6
89
75
65
8
14
2
72
46
0.159677
ZRAN
2000-05-05T00:00:00
51
5
2
91
15
86
82
57
78
78
69
30
24
21
99
68
7
90
75
86
6
14
2
72
46
-0.058843
ZRAN
2000-05-12T00:00:00
51
5
3
93
14
86
70
71
78
78
77
31
24
22
99
82
7
90
68
83
7
17
2
72
46
-0.06782
ZRAN
2000-05-19T00:00:00
53
6
13
74
3
91
89
87
76
76
67
32
24
20
99
53
6
94
71
94
5
19
1
72
46
-0.082717
ZRAN
2000-05-26T00:00:00
54
6
19
74
2
86
53
80
75
75
76
33
24
20
99
52
6
94
71
75
4
18
1
72
46
-0.094879
ZRAN
2000-06-02T00:00:00
53
6
13
74
3
91
68
17
78
78
67
31
24
20
99
52
6
94
71
87
3
17
1
72
46
0.228536
ZRAN
2000-06-09T00:00:00
53
5
13
74
3
62
19
18
76
76
68
30
24
20
98
52
6
94
71
38
3
16
1
72
46
0.074114
ZRAN
2000-06-16T00:00:00
53
5
8
75
7
70
23
14
76
76
57
30
24
20
97
52
6
94
71
45
2
14
1
72
46
0.023438
ZRAN
2000-06-23T00:00:00
52
4
1
75
16
85
52
4
73
73
38
27
24
21
95
52
6
94
71
72
1
29
1
72
46
0.138687
ZRAN
2000-06-30T00:00:00
52
4
18
75
2
75
33
2
75
75
77
25
24
21
94
52
6
93
71
55
1
27
3
72
46
0.178751
ZRAN
2000-07-07T00:00:00
52
4
6
75
9
66
30
3
73
73
53
25
24
20
94
52
6
93
71
47
1
27
4
72
46
0.06256
ZRAN
2000-07-14T00:00:00
52
4
3
75
12
58
18
41
73
73
46
26
24
20
91
45
6
93
71
36
1
29
6
72
46
-0.057078
ZRAN
2000-07-21T00:00:00
53
5
2
75
13
53
22
93
82
82
45
30
24
18
89
45
6
94
71
35
3
30
7
72
46
-0.248831
ZRAN
2000-07-28T00:00:00
54
6
17
75
2
72
67
96
83
83
72
32
24
18
89
45
6
94
71
73
3
24
8
72
46
-0.173805
ZRAN
2000-08-04T00:00:00
54
6
19
74
2
80
76
94
81
81
74
33
24
19
88
45
6
94
71
82
3
24
6
72
46
-0.032013
ZRAN
2000-08-11T00:00:00
52
5
8
74
7
84
83
38
83
83
55
30
24
19
82
49
7
94
64
87
4
22
7
72
46
0.148046
ZRAN
2000-08-18T00:00:00
26
4
20
53
2
93
94
12
85
85
45
27
24
4
67
27
10
95
49
96
3
21
10
72
46
0.196148
ZRAN
2000-08-25T00:00:00
26
4
6
53
8
97
99
9
85
85
35
26
24
9
61
63
10
94
49
99
3
20
9
72
46
0.139928
ZRAN
2000-09-01T00:00:00
26
4
3
53
13
97
98
20
82
82
7
26
24
11
64
63
10
95
49
99
2
18
10
72
46
-0.002028
ZRAN
2000-09-08T00:00:00
26
4
1
52
16
95
91
67
81
81
2
27
24
12
77
63
10
95
49
95
2
25
21
72
46
-0.082646
ZRAN
2000-09-15T00:00:00
26
4
5
52
10
66
18
78
80
80
12
28
24
10
74
63
10
95
49
41
2
17
17
72
46
-0.061556
ZRAN
2000-09-22T00:00:00
26
4
2
52
14
47
12
76
79
79
6
29
24
12
81
63
10
95
49
27
6
23
42
72
46
-0.067898
ZRAN
2000-09-29T00:00:00
26
4
13
52
4
42
10
75
74
74
23
29
24
6
89
63
10
95
49
23
8
17
48
72
46
-0.02011
ZRAN
2000-10-06T00:00:00
26
5
4
52
12
56
25
93
77
77
9
32
24
11
92
62
10
95
49
39
9
7
40
72
46
-0.201292
ZRAN
2000-10-13T00:00:00
26
4
12
52
5
84
78
33
79
79
26
29
24
7
85
62
10
95
49
85
51
10
37
72
46
0.154095
ZRAN
2000-10-20T00:00:00
26
4
9
52
7
93
90
22
76
76
24
29
24
8
82
62
10
95
49
94
58
11
45
72
46
0.054243
ZRAN
2000-10-27T00:00:00
26
4
4
51
12
90
92
33
72
72
13
29
24
11
77
62
10
95
49
93
58
12
44
72
46
-0.018459
ZRAN
2000-11-03T00:00:00
26
4
18
51
2
79
68
15
70
70
41
28
24
4
77
62
10
95
48
77
55
11
42
72
46
0.107516
ZRAN
2000-11-10T00:00:00
26
5
19
51
2
70
46
89
75
75
42
30
24
4
83
63
10
95
47
60
56
15
23
72
46
-0.201439
ZRAN
2000-11-17T00:00:00
46
4
9
52
7
55
36
79
73
73
54
29
24
21
82
22
12
96
12
44
61
19
18
72
46
-0.048656
ZRAN
2000-11-24T00:00:00
46
5
17
52
3
56
29
88
73
73
65
31
24
21
74
21
12
96
12
42
60
20
21
72
46
-0.105433
ZRAN
2000-12-01T00:00:00
46
6
10
52
7
39
11
90
73
73
54
33
24
24
78
24
12
96
16
23
69
27
30
72
46
-0.182145
ZRAN
2000-12-08T00:00:00
47
6
15
52
3
55
39
90
70
70
62
34
24
24
84
24
12
97
16
46
71
26
27
72
46
-0.045852
ZRAN
2000-12-15T00:00:00
47
8
5
53
11
63
57
96
70
70
47
37
24
24
87
24
12
97
14
60
62
30
28
72
46
-0.17388
ZRAN
2000-12-22T00:00:00
49
16
2
53
16
62
51
98
76
76
37
43
24
24
90
24
12
98
11
56
57
12
36
72
46
-0.354607
ZRAN
2000-12-29T00:00:00
49
15
1
52
16
78
83
87
76
76
36
42
24
24
88
25
12
98
11
84
50
12
36
72
46
0.06438
ZRAN
2001-01-05T00:00:00
50
16
13
52
3
48
25
95
72
72
65
43
24
24
87
24
12
98
12
34
51
10
34
72
46
-0.052357
ZRAN
2001-01-12T00:00:00
48
11
7
52
7
43
31
24
79
79
56
40
24
22
83
24
12
98
13
35
42
7
27
72
46
0.296773
ZRAN
2001-01-19T00:00:00
48
12
14
52
4
39
17
65
76
76
92
42
24
29
92
24
12
98
12
26
45
7
31
72
46
-0.054969
ZRAN
2001-01-26T00:00:00
49
12
17
52
3
33
12
81
75
75
95
43
24
29
93
24
12
98
11
21
48
7
33
72
46
-0.041667
ZRAN
2001-02-02T00:00:00
50
14
11
52
5
30
10
87
74
74
87
44
24
29
90
24
12
98
11
19
50
8
32
72
46
-0.039826
ZRAN
2001-02-09T00:00:00
50
16
7
52
7
25
6
88
73
73
82
44
24
29
94
24
12
98
11
14
59
9
34
72
46
-0.067922
ZRAN
2001-02-16T00:00:00
50
16
8
52
6
16
3
67
73
73
85
44
24
29
95
24
12
98
11
9
55
11
38
72
46
0.003984
ZRAN
2001-02-23T00:00:00
49
15
2
52
13
14
5
50
71
71
71
43
24
30
95
23
12
98
11
9
56
11
40
72
46
0
ZRAN
2001-03-02T00:00:00
49
15
3
52
13
11
3
45
66
66
73
43
24
29
92
19
12
98
11
5
52
5
45
72
46
0.004065
ZRAN
2001-03-09T00:00:00
50
16
6
52
8
14
23
73
64
64
81
43
24
30
85
19
12
98
11
12
56
7
31
72
46
-0.052241
ZRAN
2001-03-16T00:00:00
51
18
10
52
5
10
12
80
65
65
88
44
24
30
84
20
12
98
11
6
56
8
36
72
46
-0.11858
ZRAN
2001-03-23T00:00:00
50
13
8
52
7
8
7
4
69
69
86
41
24
30
72
21
12
97
12
4
46
7
19
72
46
0.221068
ZRAN
2001-03-30T00:00:00
51
14
4
51
11
8
9
34
67
67
74
42
19
31
70
27
12
97
13
5
36
7
18
72
46
-0.035434
ZRAN
2001-04-06T00:00:00
17
68
14
24
3
7
7
20
65
65
35
41
20
21
64
9
9
71
8
5
35
11
18
72
46
-0.004016
ZRAN
2001-04-13T00:00:00
17
64
4
24
9
8
17
2
74
74
26
38
19
20
58
9
9
70
8
10
27
11
14
72
46
0.274712
ZRAN
2001-04-20T00:00:00
18
62
12
24
3
10
28
5
72
72
17
37
19
17
45
9
9
70
8
17
29
16
20
72
46
0.111111
ZRAN
2001-04-27T00:00:00
18
62
17
24
2
11
34
31
72
72
22
39
19
17
41
9
9
70
9
21
40
23
15
72
46
-0.041667
ZRAN
2001-05-04T00:00:00
18
61
13
24
3
11
26
14
70
70
18
37
19
17
33
9
9
70
9
17
39
24
17
72
46
0.099493
ZRAN
2001-05-11T00:00:00
17
65
4
25
11
12
20
81
72
72
5
39
11
17
35
9
9
71
10
15
43
26
20
72
46
-0.104528
ZRAN
2001-05-18T00:00:00
25
58
14
28
3
18
81
19
72
72
37
38
7
4
27
7
7
70
3
48
42
22
20
72
46
0.111356
ZRAN
2001-05-25T00:00:00
25
62
7
28
7
18
62
87
71
71
28
40
7
6
22
8
7
71
3
38
44
27
23
72
46
-0.068013
ZRAN
2001-06-01T00:00:00
24
61
19
28
2
21
77
65
69
69
41
39
7
2
16
8
7
71
3
47
44
28
23
72
46
-0.004263
ZRAN
2001-06-08T00:00:00
25
57
7
28
7
34
99
7
73
73
27
37
7
6
8
8
7
70
3
69
38
30
17
72
46
0.191751
ZRAN
2001-06-15T00:00:00
25
58
12
28
4
37
99
32
73
73
33
37
7
4
6
8
7
69
3
73
37
37
19
72
46
-0.057066