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
2001-06-22T00:00:00
25
55
20
28
2
31
91
8
69
69
42
36
7
3
3
8
7
69
3
64
5
28
18
72
46
0.043183
ZRAN
2001-06-29T00:00:00
25
53
2
28
13
35
95
4
73
73
19
35
7
10
1
8
7
68
3
70
5
34
18
72
46
0.206124
ZRAN
2001-07-06T00:00:00
25
48
10
28
5
25
56
1
72
72
31
33
7
5
1
8
7
67
3
37
6
30
16
72
46
0.109373
ZRAN
2001-07-13T00:00:00
25
47
7
28
7
33
86
7
71
71
27
33
7
6
1
8
7
67
3
62
6
28
17
72
46
0.01879
ZRAN
2001-07-20T00:00:00
26
44
18
28
2
24
43
2
70
70
39
31
7
7
1
15
7
66
3
29
8
20
35
72
46
0.12236
ZRAN
2001-07-27T00:00:00
26
43
10
28
5
28
43
5
68
68
31
30
7
10
1
15
7
66
3
32
9
23
41
72
46
0.035809
ZRAN
2001-08-03T00:00:00
26
44
7
27
6
47
94
19
67
67
28
30
7
11
1
15
7
65
3
75
9
25
35
72
46
-0.001537
ZRAN
2001-08-10T00:00:00
25
46
10
27
5
45
84
80
74
74
87
32
6
11
1
16
7
66
3
66
9
21
25
72
46
-0.131035
ZRAN
2001-08-17T00:00:00
26
45
1
72
14
49
94
63
71
71
70
32
14
17
1
36
10
94
7
75
6
26
29
72
46
0.013858
ZRAN
2001-08-24T00:00:00
26
45
4
72
9
63
98
60
69
69
73
32
13
15
1
34
10
95
7
84
9
24
28
72
46
0.007293
ZRAN
2001-08-31T00:00:00
26
45
1
72
18
70
100
45
68
68
72
31
14
17
1
19
10
94
7
89
39
55
12
72
46
-0.00724
ZRAN
2001-09-07T00:00:00
25
47
22
72
2
70
99
91
72
72
94
33
13
7
2
19
10
95
7
88
33
53
12
72
46
-0.158646
ZRAN
2001-09-14T00:00:00
25
50
6
72
9
78
100
95
71
71
83
34
14
13
2
19
10
95
7
92
20
59
6
72
46
-0.051902
ZRAN
2001-09-21T00:00:00
25
57
1
71
18
81
99
94
79
79
76
38
14
17
7
19
10
95
7
93
15
63
11
72
46
-0.306235
ZRAN
2001-09-28T00:00:00
26
52
1
71
19
83
97
43
84
84
74
34
14
18
5
19
10
95
7
93
11
63
10
72
46
0.274126
ZRAN
2001-10-05T00:00:00
26
51
12
71
4
76
56
44
81
81
88
34
14
11
12
19
10
95
8
68
10
55
10
72
46
0.028055
ZRAN
2001-10-12T00:00:00
26
48
9
71
6
77
57
19
80
80
85
34
14
12
8
19
10
95
8
69
9
52
9
72
46
0.090361
ZRAN
2001-10-19T00:00:00
26
52
2
71
15
81
57
78
78
78
56
35
14
15
14
19
10
95
7
72
12
51
12
72
46
-0.084696
ZRAN
2001-10-26T00:00:00
26
47
11
71
5
84
55
9
80
80
70
33
14
10
12
19
10
95
8
72
9
49
11
72
46
0.182652
ZRAN
2001-11-02T00:00:00
25
49
11
71
5
61
26
59
79
79
70
34
13
11
18
19
10
95
8
41
8
44
12
72
46
-0.077885
ZRAN
2001-11-09T00:00:00
26
46
3
70
11
55
22
7
80
80
59
32
13
14
14
20
10
95
8
36
5
38
12
72
46
0.158632
ZRAN
2001-11-16T00:00:00
29
43
19
39
2
34
12
16
78
78
36
32
2
8
21
15
13
94
7
21
6
44
13
72
46
0.048106
ZRAN
2001-11-23T00:00:00
29
45
3
38
12
52
38
30
77
77
21
32
2
15
29
15
13
94
7
44
11
51
14
72
46
-0.01062
ZRAN
2001-11-30T00:00:00
29
44
3
38
14
53
42
12
73
73
20
31
2
15
38
23
13
94
7
46
10
45
16
72
46
0.067259
ZRAN
2001-12-07T00:00:00
29
42
4
38
12
64
63
16
69
69
22
31
2
34
37
23
13
94
7
66
12
33
16
72
46
0.064747
ZRAN
2001-12-14T00:00:00
29
44
1
38
16
51
29
65
71
71
18
32
2
37
60
23
13
94
7
36
17
32
18
72
46
-0.085945
ZRAN
2001-12-21T00:00:00
29
44
10
39
5
79
83
67
69
69
29
33
2
30
79
23
13
94
7
87
19
32
18
72
46
0.000887
ZRAN
2001-12-28T00:00:00
29
46
1
38
18
62
57
91
69
69
17
34
2
39
95
24
13
94
7
61
23
42
18
72
46
-0.034564
ZRAN
2002-01-04T00:00:00
29
45
7
38
7
86
86
45
65
65
25
32
2
32
95
23
13
94
7
92
18
33
17
72
46
0.05719
ZRAN
2002-01-11T00:00:00
29
44
22
38
2
88
85
48
62
62
37
32
2
24
92
23
13
94
7
93
18
33
18
72
46
-0.00026
ZRAN
2002-01-18T00:00:00
29
45
17
38
3
87
80
85
60
60
51
33
2
16
84
24
13
94
7
90
18
35
17
72
46
-0.082251
ZRAN
2002-01-25T00:00:00
29
45
18
38
2
89
90
76
59
59
52
33
2
16
97
23
13
94
7
94
18
39
16
72
46
0.00317
ZRAN
2002-02-01T00:00:00
29
47
7
38
7
89
88
80
58
58
40
34
2
22
98
23
13
94
7
93
17
37
15
72
46
-0.025142
ZRAN
2002-02-08T00:00:00
29
49
4
38
11
81
55
82
57
57
36
34
2
24
99
24
13
94
7
71
16
38
16
72
46
-0.07195
ZRAN
2002-02-15T00:00:00
28
45
7
38
7
78
52
21
62
62
42
33
2
22
97
24
14
94
7
68
14
20
17
72
46
0.106361
ZRAN
2002-02-22T00:00:00
28
45
3
38
13
68
26
34
59
59
35
33
2
25
90
23
14
94
7
45
14
23
16
72
46
-0.006268
ZRAN
2002-03-01T00:00:00
29
43
9
38
6
79
54
4
66
66
43
31
2
21
95
27
14
93
7
72
14
17
19
72
46
0.149191
ZRAN
2002-03-08T00:00:00
29
40
10
38
5
78
54
5
66
66
44
30
2
21
95
28
14
93
7
71
11
7
16
72
46
0.1219
ZRAN
2002-03-15T00:00:00
29
42
4
39
10
56
21
30
66
66
38
30
2
25
98
30
13
93
7
35
9
9
16
72
46
-0.038254
ZRAN
2002-03-22T00:00:00
29
42
4
39
10
55
25
29
65
65
39
30
2
25
74
31
14
93
7
37
9
9
16
72
46
0.009944
ZRAN
2002-03-29T00:00:00
29
40
3
38
12
50
26
7
65
65
43
29
3
30
89
16
14
92
2
35
7
8
15
72
46
0.102738
ZRAN
2002-04-05T00:00:00
32
44
17
70
3
43
17
82
73
73
54
31
7
15
93
19
13
92
2
28
6
4
16
72
46
-0.148798
ZRAN
2002-04-12T00:00:00
32
44
18
70
2
59
64
67
72
72
55
31
6
15
89
20
13
92
2
62
6
3
17
72
46
0.02231
ZRAN
2002-04-19T00:00:00
32
44
11
70
5
61
56
53
69
69
46
31
6
14
76
20
13
92
2
59
7
4
15
72
46
0.044988
ZRAN
2002-04-26T00:00:00
32
46
5
70
10
85
92
79
69
69
40
31
6
16
90
20
13
92
2
92
6
3
16
72
46
-0.084856
ZRAN
2002-05-03T00:00:00
32
49
12
70
4
90
96
93
72
72
48
34
6
13
90
20
13
93
2
96
5
2
18
72
46
-0.110841
ZRAN
2002-05-10T00:00:00
30
48
16
71
2
85
88
77
68
68
53
33
7
12
95
19
13
93
3
91
7
2
19
72
46
0.005848
ZRAN
2002-05-17T00:00:00
36
46
1
73
15
83
82
7
75
75
47
31
6
24
89
38
9
93
5
87
8
2
18
72
46
0.205786
ZRAN
2002-05-24T00:00:00
36
49
8
73
6
87
95
65
77
77
55
32
6
18
95
38
9
93
5
94
11
3
23
72
46
-0.11032
ZRAN
2002-05-31T00:00:00
36
48
5
73
7
59
37
22
76
76
52
31
7
20
91
37
9
93
5
46
19
4
68
72
46
0.043011
ZRAN
2002-06-07T00:00:00
36
53
9
73
5
60
41
95
79
79
55
34
6
17
93
37
9
94
5
50
13
2
67
72
46
-0.195052
ZRAN
2002-06-14T00:00:00
36
53
8
73
5
72
53
68
78
78
55
34
6
18
94
37
9
94
4
65
15
3
67
72
46
0.009734
ZRAN
2002-06-21T00:00:00
36
52
19
74
2
52
26
48
76
76
61
33
7
14
88
37
9
93
4
37
19
4
65
72
46
0.039066
ZRAN
2002-06-28T00:00:00
35
48
2
74
12
32
15
12
77
77
49
31
6
23
73
37
9
93
4
21
26
15
62
72
46
0.118652
ZRAN
2002-07-05T00:00:00
36
51
7
74
7
36
20
65
77
77
54
33
6
19
70
37
9
93
4
26
27
12
71
72
46
-0.106067
ZRAN
2002-07-12T00:00:00
35
52
2
74
16
79
88
75
75
75
48
33
7
23
64
96
9
93
4
87
32
14
69
72
46
-0.072754
ZRAN
2002-07-19T00:00:00
35
53
21
74
2
54
38
83
75
75
62
34
7
15
61
97
9
94
4
44
39
12
51
72
46
-0.105319
ZRAN
2002-07-26T00:00:00
35
61
15
73
3
73
65
97
77
77
58
38
6
17
76
97
9
94
4
72
10
9
59
72
46
-0.237198
ZRAN
2002-08-02T00:00:00
35
61
6
73
7
39
13
88
75
75
52
37
6
21
72
98
9
94
4
24
7
8
58
72
46
0.00463
ZRAN
2002-08-09T00:00:00
35
63
19
73
2
43
21
93
72
72
60
39
6
17
83
98
9
94
4
29
9
7
54
72
46
-0.050691
ZRAN
2002-08-16T00:00:00
38
56
18
25
2
46
36
8
84
84
77
35
15
34
78
97
10
63
10
39
5
19
75
72
46
0.334951
ZRAN
2002-08-23T00:00:00
38
62
14
25
3
70
73
78
83
83
76
37
15
33
82
96
10
63
9
74
11
21
81
72
46
-0.133939
ZRAN
2002-08-30T00:00:00
38
67
1
25
16
49
40
84
82
82
63
38
15
33
86
97
10
64
9
43
9
23
82
72
46
-0.078376
ZRAN
2002-09-06T00:00:00
38
66
6
25
8
48
26
84
82
82
68
38
15
33
86
97
10
64
9
35
6
19
82
72
46
-0.018983
ZRAN
2002-09-13T00:00:00
38
69
19
25
2
40
23
95
81
81
77
40
15
33
93
97
10
64
9
28
9
22
79
72
46
-0.109907
ZRAN
2002-09-20T00:00:00
39
70
3
25
12
26
7
88
80
80
64
40
15
34
94
97
10
65
9
14
10
23
82
72
46
-0.083478
ZRAN
2002-09-27T00:00:00
38
66
21
24
2
26
8
60
79
79
80
40
15
34
92
97
10
64
9
15
11
23
83
72
46
0.032258
ZRAN
2002-10-04T00:00:00
39
69
17
24
2
24
7
81
78
78
77
41
15
34
86
97
10
65
9
13
11
21
85
72
46
-0.102022
ZRAN
2002-10-11T00:00:00
38
67
2
24
14
42
69
18
78
78
61
40
15
34
84
97
10
64
9
55
12
25
86
72
46
0.104401
ZRAN
2002-10-18T00:00:00
38
59
16
24
2
30
20
2
84
84
74
36
15
33
81
97
10
63
10
20
19
30
84
72
46
0.300278
ZRAN
2002-10-25T00:00:00
38
61
3
24
11
25
10
10
80
80
58
36
15
33
65
97
10
63
9
14
22
38
87
72
46
0.014255
ZRAN
2002-11-01T00:00:00
38
56
4
24
11
26
16
5
79
79
58
35
15
33
51
97
10
63
10
17
21
35
86
72
46
0.13844
ZRAN
2002-11-08T00:00:00
38
58
7
24
7
21
7
51
78
78
64
36
15
33
34
97
10
63
10
11
22
46
79
72
46
-0.073457
ZRAN
2002-11-15T00:00:00
54
62
5
42
8
18
11
19
76
76
85
36
4
35
44
82
11
93
37
12
21
55
81
72
46
0.0493
ZRAN
2002-11-22T00:00:00
52
55
15
42
3
22
21
8
77
77
91
33
4
34
21
81
11
93
38
19
17
34
75
72
46
0.193651
ZRAN
2002-11-29T00:00:00
51
51
10
42
4
20
16
5
76
76
88
31
4
31
19
70
11
93
41
16
19
33
74
72
46
0.145213
ZRAN
2002-12-06T00:00:00
52
56
2
42
13
26
48
46
78
78
82
33
4
55
12
70
11
93
41
35
19
38
75
72
46
-0.11333
ZRAN
2002-12-13T00:00:00
53
62
10
42
5
48
90
93
79
79
88
35
4
55
26
70
11
94
40
72
19
46
79
72
46
-0.152436
ZRAN
2002-12-20T00:00:00
54
63
6
42
8
46
89
87
79
79
86
36
4
55
26
70
11
94
44
71
20
45
80
72
46
-0.058096
ZRAN
2002-12-27T00:00:00
54
64
18
43
2
63
94
91
77
77
92
37
4
54
26
70
11
94
43
85
20
47
78
72
46
-0.036089
ZRAN
2003-01-03T00:00:00
54
67
1
42
17
49
86
79
76
76
81
37
4
54
22
70
11
94
44
73
21
51
73
72
46
0.030633
ZRAN
2003-01-10T00:00:00
53
63
13
42
3
52
89
35
75
75
90
37
4
53
18
69
11
94
42
77
20
52
69
72
46
0.063408
ZRAN
2003-01-17T00:00:00
55
69
3
42
11
80
96
97
78
78
79
39
4
31
40
69
11
94
41
95
21
53
78
72
46
-0.148447
ZRAN
2003-01-24T00:00:00
54
69
2
42
14
91
96
73
77
77
76
38
4
31
24
69
11
94
42
98
26
70
81
72
46
0.003647
ZRAN
2003-01-31T00:00:00
59
73
15
42
2
75
90
99
79
79
90
42
4
31
42
69
11
95
40
88
25
64
50
72
46
-0.211483
ZRAN
2003-02-07T00:00:00
57
73
9
42
4
43
28
78
78
78
86
41
4
31
37
70
11
94
41
32
25
66
48
72
46
0.026728
ZRAN
2003-02-14T00:00:00
55
69
15
42
3
33
26
39
79
79
89
40
4
32
43
70
11
94
41
27
28
65
53
72
46
0.075404
ZRAN
2003-02-21T00:00:00
55
69
14
42
3
28
22
19
78
78
90
40
4
32
38
70
11
94
42
22
28
64
53
72
46
0.047579
ZRAN
2003-02-28T00:00:00
56
69
12
42
3
29
20
51
77
77
89
40
4
32
41
77
11
94
41
20
26
64
54
72
46
-0.030279
ZRAN
2003-03-07T00:00:00
57
72
6
42
6
40
49
87
77
77
84
41
4
32
36
77
11
94
41
42
23
47
50
72
46
-0.075596
ZRAN
2003-03-14T00:00:00
56
68
11
42
3
19
13
20
78
78
87
40
4
33
27
77
11
94
43
12
25
51
49
72
46
0.071111
ZRAN
2003-03-21T00:00:00
54
67
3
42
9
22
20
5
80
80
81
38
4
33
28
77
11
93
41
17
23
53
57
72
46
0.145228
ZRAN
2003-03-28T00:00:00
54
67
12
41
3
11
2
23
78
78
84
39
36
35
35
78
11
93
41
4
24
55
60
72
46
-0.032609
ZRAN
2003-04-04T00:00:00
35
23
7
78
5
13
6
64
77
77
44
39
20
31
43
30
8
91
93
7
56
62
58
72
46
-0.026966
ZRAN
2003-04-11T00:00:00
35
23
8
78
5
21
27
71
71
71
44
39
20
30
34
30
8
91
93
21
55
63
58
72
46
-0.010008
ZRAN
2003-04-18T00:00:00
35
19
18
78
2
24
46
13
72
72
39
38
20
61
27
29
8
91
93
33
54
58
59
72
46
0.101866
ZRAN
2003-04-25T00:00:00
35
13
5
77
6
23
38
4
77
77
22
36
20
61
25
29
8
90
93
28
87
24
40
72
46
0.181369
ZRAN
2003-05-02T00:00:00
35
13
3
77
10
17
16
12
74
74
16
35
20
61
37
30
8
90
93
14
67
18
29
72
46
0.053763
ZRAN
2003-05-09T00:00:00
34
14
12
78
3
25
58
37
73
73
28
36
20
61
31
30
8
91
93
39
69
19
30
72
46
-0.018707
ZRAN
2003-05-16T00:00:00
33
12
6
28
6
41
85
19
70
70
17
35
18
61
15
30
9
61
96
65
69
18
29
72
46
0.070479