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
2005-04-22T00:00:00
11
90
16
13
2
9
67
88
55
55
68
47
29
24
26
12
28
82
5
36
10
63
27
68
66
-0.021529
ZRAN
2005-04-29T00:00:00
12
88
14
13
3
9
52
5
76
76
65
44
29
25
8
12
28
81
5
28
8
84
50
55
60
0.163916
ZRAN
2005-05-06T00:00:00
12
89
2
13
15
9
33
11
74
74
46
44
29
34
6
11
28
81
6
19
3
76
57
42
61
0.029301
ZRAN
2005-05-13T00:00:00
15
86
22
27
2
10
34
8
72
72
94
44
8
22
5
10
26
79
2
19
4
69
66
40
59
0.015611
ZRAN
2005-05-20T00:00:00
15
86
6
28
8
15
74
9
71
71
84
43
8
29
4
10
26
80
2
43
5
66
32
51
43
0.061483
ZRAN
2005-05-27T00:00:00
15
86
11
28
5
13
42
19
69
69
87
44
8
28
5
10
26
80
2
24
5
66
31
49
43
0.00937
ZRAN
2005-06-03T00:00:00
15
86
18
28
2
14
47
5
69
69
92
43
8
25
3
10
27
79
2
28
8
60
30
42
49
0.070886
ZRAN
2005-06-10T00:00:00
15
85
21
28
2
10
19
18
67
67
94
43
8
24
2
10
27
79
2
12
8
60
31
43
48
0.006304
ZRAN
2005-06-17T00:00:00
15
85
12
28
4
10
16
6
68
68
88
42
8
27
2
10
27
79
2
11
17
51
25
48
58
0.075959
ZRAN
2005-06-24T00:00:00
15
86
6
28
10
31
93
64
69
69
82
43
8
31
2
10
27
79
2
63
16
55
25
55
54
-0.06623
ZRAN
2005-07-01T00:00:00
15
84
22
28
2
34
92
17
68
68
95
42
8
24
2
10
27
79
2
65
16
54
33
57
56
0.05378
ZRAN
2005-07-08T00:00:00
15
85
11
28
6
41
94
23
62
62
87
42
8
27
2
10
27
79
2
71
31
50
37
88
52
0.034024
ZRAN
2005-07-15T00:00:00
15
85
21
28
2
48
96
79
65
65
94
43
8
32
2
10
27
79
2
76
36
69
18
87
45
-0.047926
ZRAN
2005-07-22T00:00:00
15
85
7
28
9
48
93
16
69
69
84
42
8
37
2
10
27
79
2
74
38
71
15
92
51
0.084899
ZRAN
2005-07-29T00:00:00
15
85
7
28
8
58
97
42
67
67
84
42
8
38
2
10
27
79
2
81
37
73
17
91
50
-0.00277
ZRAN
2005-08-05T00:00:00
15
85
3
27
14
58
94
11
64
64
80
41
9
43
2
10
27
79
2
80
39
74
18
92
41
0.035417
ZRAN
2005-08-12T00:00:00
18
83
15
90
3
67
97
80
69
69
39
41
6
18
2
71
25
99
3
86
32
75
20
94
51
-0.067069
ZRAN
2005-08-19T00:00:00
18
85
5
90
13
59
75
79
68
68
36
42
6
23
2
71
25
99
3
70
21
72
22
93
65
-0.023005
ZRAN
2005-08-26T00:00:00
18
82
6
90
10
66
89
4
76
76
37
40
6
22
2
80
25
99
3
81
47
80
30
95
70
0.133186
ZRAN
2005-09-02T00:00:00
18
81
23
90
1
75
89
16
73
73
54
40
6
16
3
80
25
99
3
86
41
77
30
94
73
0.008442
ZRAN
2005-09-09T00:00:00
18
81
3
90
14
65
44
4
74
74
41
39
6
24
2
80
25
99
3
55
32
80
39
95
70
0.075982
ZRAN
2005-09-16T00:00:00
18
81
5
90
12
77
88
21
73
73
42
39
6
23
3
80
25
99
3
87
38
84
45
93
70
-0.006583
ZRAN
2005-09-23T00:00:00
18
81
22
90
1
74
75
77
76
76
53
40
6
17
4
79
24
99
3
78
17
78
34
94
73
-0.085542
ZRAN
2005-09-30T00:00:00
18
84
7
90
7
78
90
89
76
76
44
41
6
23
10
80
24
99
3
88
16
75
53
89
83
-0.057971
ZRAN
2005-10-07T00:00:00
18
84
1
90
19
67
47
80
74
74
35
41
6
26
15
80
24
99
3
59
21
72
50
85
85
-0.01049
ZRAN
2005-10-14T00:00:00
18
84
21
90
2
65
36
94
75
75
53
42
6
17
23
79
24
99
3
50
10
53
50
76
77
-0.082686
ZRAN
2005-10-21T00:00:00
18
87
2
90
16
85
96
91
73
73
27
43
7
24
40
79
24
99
3
93
9
59
54
71
78
-0.03621
ZRAN
2005-10-28T00:00:00
18
82
3
90
16
83
91
11
83
83
28
40
7
24
46
79
24
99
2
89
6
48
69
80
88
0.190248
ZRAN
2005-11-04T00:00:00
18
82
2
89
17
87
96
14
81
81
29
40
7
25
47
79
24
99
3
94
6
49
69
81
88
0.035594
ZRAN
2005-11-11T00:00:00
43
82
7
50
8
87
92
19
79
79
66
40
9
28
37
79
22
99
8
92
12
50
69
84
84
0.005837
ZRAN
2005-11-18T00:00:00
42
80
20
50
2
78
49
10
78
78
78
39
9
27
38
79
22
99
9
66
9
47
67
84
87
0.052869
ZRAN
2005-11-25T00:00:00
42
80
13
50
4
61
24
18
77
77
73
39
9
27
38
79
22
99
8
42
11
53
68
84
87
0.016534
ZRAN
2005-12-02T00:00:00
42
79
3
50
14
63
23
11
74
74
64
39
9
27
51
79
22
99
9
41
9
48
72
85
86
0.033735
ZRAN
2005-12-09T00:00:00
42
79
5
50
9
44
11
23
72
72
68
39
9
27
55
79
22
99
9
24
8
56
71
85
84
0.007576
ZRAN
2005-12-16T00:00:00
42
79
16
50
2
35
9
59
72
72
75
39
9
27
56
80
22
99
9
18
8
60
76
86
84
-0.030654
ZRAN
2005-12-23T00:00:00
43
80
7
50
8
80
83
71
68
68
69
39
9
27
71
79
22
99
9
86
10
76
72
85
90
-0.01432
ZRAN
2005-12-30T00:00:00
43
80
10
50
5
81
86
78
66
66
71
39
9
27
73
79
22
99
9
87
13
78
78
87
88
-0.018765
ZRAN
2006-01-06T00:00:00
41
77
12
50
5
79
85
5
71
71
72
37
9
26
74
79
22
99
9
86
32
39
94
93
69
0.152375
ZRAN
2006-01-13T00:00:00
41
78
4
50
12
84
91
21
70
70
62
38
9
23
57
79
22
99
9
90
29
44
96
92
69
0.002141
ZRAN
2006-01-20T00:00:00
42
80
4
50
12
84
91
59
71
71
60
38
9
22
71
79
22
99
9
90
20
45
95
94
75
-0.043269
ZRAN
2006-01-27T00:00:00
40
74
9
50
6
85
94
9
76
76
66
37
9
22
68
80
22
99
9
92
26
61
96
96
79
0.13847
ZRAN
2006-02-03T00:00:00
40
75
23
50
1
86
87
22
74
74
79
37
9
22
76
80
22
99
10
90
25
61
96
96
79
-0.008337
ZRAN
2006-02-10T00:00:00
39
74
8
50
7
83
65
6
73
73
65
36
9
22
49
80
22
99
10
78
26
65
97
96
70
0.045005
ZRAN
2006-02-17T00:00:00
39
75
5
50
10
79
47
34
72
72
62
36
9
23
49
79
22
99
10
66
27
61
97
95
72
-0.00142
ZRAN
2006-02-24T00:00:00
40
77
21
50
1
77
32
92
76
76
76
38
9
23
89
98
22
99
9
55
35
56
99
90
82
-0.093365
ZRAN
2006-03-03T00:00:00
39
75
3
50
12
87
94
22
77
77
61
36
9
23
75
98
22
99
10
93
31
58
99
90
82
0.09357
ZRAN
2006-03-10T00:00:00
39
77
3
50
13
85
89
88
78
78
61
38
9
24
89
98
22
99
9
90
33
54
99
92
69
-0.076482
ZRAN
2006-03-17T00:00:00
26
78
19
68
2
81
65
43
76
76
42
37
10
9
82
92
19
99
41
77
33
54
99
92
69
0.035714
ZRAN
2006-03-24T00:00:00
26
78
9
68
6
86
94
44
75
75
35
37
10
12
70
92
19
99
41
92
28
44
100
89
80
0.022489
ZRAN
2006-03-31T00:00:00
26
77
9
67
6
87
90
13
74
74
25
36
23
13
72
92
19
99
41
91
27
42
100
86
78
0.069404
ZRAN
2006-04-07T00:00:00
26
77
5
67
10
92
95
18
70
70
21
36
23
14
79
92
19
99
41
96
27
39
100
86
81
0
ZRAN
2006-04-14T00:00:00
26
76
13
66
3
90
88
50
71
71
11
36
23
12
81
92
19
99
41
92
28
37
100
84
87
-0.023766
ZRAN
2006-04-21T00:00:00
26
77
8
66
6
74
29
36
68
68
8
36
23
12
77
92
19
99
42
52
29
38
100
77
83
0.027622
ZRAN
2006-04-28T00:00:00
25
67
10
66
4
87
83
1
85
85
10
32
23
12
39
92
19
98
45
88
26
35
100
86
99
0.250114
ZRAN
2006-05-05T00:00:00
25
68
3
68
14
77
28
6
83
83
4
32
24
15
54
92
19
98
44
54
21
28
100
85
99
0.030248
ZRAN
2006-05-12T00:00:00
87
16
6
95
8
82
46
33
84
84
84
31
21
23
59
45
15
97
45
67
22
29
100
85
99
-0.070746
ZRAN
2006-05-19T00:00:00
89
21
13
95
4
85
61
84
85
85
89
33
21
24
69
44
16
97
43
77
12
12
99
89
99
-0.119528
ZRAN
2006-05-26T00:00:00
88
17
21
96
1
90
83
39
84
84
94
32
21
24
58
44
16
97
44
89
14
19
99
89
99
0.063121
ZRAN
2006-06-02T00:00:00
88
16
21
96
1
91
86
11
84
84
94
31
21
25
50
44
16
97
44
91
15
25
100
88
99
0.05368
ZRAN
2006-06-09T00:00:00
87
14
16
96
3
88
71
11
83
83
91
31
22
25
54
45
16
97
45
83
20
30
99
88
97
0.003088
ZRAN
2006-06-16T00:00:00
89
16
21
96
2
88
73
78
84
84
94
32
22
25
57
45
16
97
44
83
15
30
99
86
96
-0.078876
ZRAN
2006-06-23T00:00:00
89
17
22
96
1
98
99
81
83
83
95
32
22
25
54
44
16
97
44
99
19
40
100
89
96
-0.019215
ZRAN
2006-06-30T00:00:00
89
18
2
96
16
97
98
53
81
81
77
32
22
25
66
58
16
97
45
99
23
38
99
89
97
0.036627
ZRAN
2006-07-07T00:00:00
90
19
15
96
3
97
93
90
76
76
90
33
22
24
78
58
16
97
45
97
24
28
99
82
96
-0.065325
ZRAN
2006-07-14T00:00:00
92
26
7
96
7
92
46
95
78
78
85
34
22
28
86
57
16
97
44
73
26
26
99
83
95
-0.103297
ZRAN
2006-07-21T00:00:00
92
29
12
96
4
96
73
94
77
77
89
35
22
26
83
57
16
97
44
89
20
21
92
83
96
-0.055392
ZRAN
2006-07-28T00:00:00
94
41
5
96
9
97
92
100
82
82
83
38
22
26
93
57
16
98
38
97
41
26
100
78
78
-0.177997
ZRAN
2006-08-04T00:00:00
94
41
11
96
5
99
91
95
80
80
87
38
22
27
94
58
16
98
39
97
41
24
100
77
79
-0.007576
ZRAN
2006-08-11T00:00:00
93
40
14
97
3
96
46
92
75
75
82
39
38
30
95
27
16
98
41
75
42
26
98
79
78
-0.041349
ZRAN
2006-08-18T00:00:00
92
36
4
97
11
93
39
19
84
84
93
38
37
32
93
26
16
98
41
69
39
31
97
69
81
0.138023
ZRAN
2006-08-25T00:00:00
92
35
5
97
10
94
54
21
83
83
93
37
37
32
89
47
15
98
43
77
35
28
96
66
82
0.011079
ZRAN
2006-09-01T00:00:00
92
36
9
97
5
83
25
53
82
82
95
38
37
32
94
47
15
98
44
55
36
28
97
69
80
-0.00173
ZRAN
2006-09-08T00:00:00
93
39
8
97
5
63
12
82
81
81
95
38
37
32
92
47
15
98
42
35
36
30
97
72
77
-0.051415
ZRAN
2006-09-15T00:00:00
93
41
3
97
14
54
11
73
79
79
91
39
37
32
92
47
15
98
42
31
29
34
94
74
85
0.003045
ZRAN
2006-09-22T00:00:00
93
40
5
97
9
24
3
76
78
78
93
39
37
32
94
47
15
98
43
11
31
31
95
77
84
-0.027322
ZRAN
2006-09-29T00:00:00
93
38
21
97
1
24
4
77
76
76
98
39
37
32
97
47
15
98
42
12
36
30
95
77
83
0.003745
ZRAN
2006-10-06T00:00:00
93
43
8
97
6
23
4
89
70
70
93
39
37
32
97
47
15
98
45
11
31
21
96
70
79
-0.027985
ZRAN
2006-10-13T00:00:00
93
42
6
97
8
31
27
57
70
70
95
39
37
32
97
47
15
98
46
26
31
21
96
71
79
0.037748
ZRAN
2006-10-20T00:00:00
93
47
1
97
18
35
40
90
69
69
95
40
37
31
97
47
15
98
45
35
27
29
97
75
83
-0.037608
ZRAN
2006-10-27T00:00:00
94
49
8
97
5
31
28
98
67
67
95
42
37
32
93
47
15
98
48
25
30
37
97
72
84
-0.098014
ZRAN
2006-11-03T00:00:00
94
47
16
96
2
28
19
89
64
64
95
42
37
31
93
47
15
98
46
20
27
39
96
81
74
-0.008523
ZRAN
2006-11-10T00:00:00
93
46
20
96
2
24
21
48
69
69
14
41
87
33
91
35
15
98
63
18
28
36
95
76
77
0.055874
ZRAN
2006-11-17T00:00:00
93
46
3
96
12
24
20
21
69
69
14
41
88
33
93
35
15
98
64
18
28
37
96
68
84
0.050204
ZRAN
2006-11-24T00:00:00
93
45
4
96
11
25
15
18
69
69
14
40
88
33
85
41
14
98
64
16
28
35
95
68
80
0.031008
ZRAN
2006-12-01T00:00:00
94
47
14
96
3
19
11
88
73
73
14
41
88
32
86
40
14
98
63
12
27
31
94
64
84
-0.075815
ZRAN
2006-12-08T00:00:00
93
46
11
96
4
20
21
40
72
72
14
41
88
32
82
40
14
98
64
16
27
31
94
60
84
0.039322
ZRAN
2006-12-15T00:00:00
94
48
3
97
14
16
9
73
71
71
14
41
88
32
89
40
15
98
64
10
28
34
93
60
83
-0.020874
ZRAN
2006-12-22T00:00:00
94
49
18
97
2
12
3
91
71
71
14
42
88
32
91
41
15
98
63
6
29
31
94
62
83
-0.061292
ZRAN
2006-12-29T00:00:00
94
48
20
96
2
12
5
62
72
72
14
42
88
33
82
41
15
98
64
6
28
31
94
63
81
0.034776
ZRAN
2007-01-05T00:00:00
94
48
13
97
3
13
22
56
68
68
14
42
88
31
65
41
15
98
64
15
25
26
93
25
6
-0.002058
ZRAN
2007-01-12T00:00:00
94
48
22
97
1
16
52
76
67
67
12
42
88
79
70
41
15
98
64
31
24
25
93
24
7
-0.016495
ZRAN
2007-01-19T00:00:00
94
51
2
97
18
18
65
88
65
65
13
43
88
86
74
40
15
98
64
40
24
28
93
24
5
-0.02935
ZRAN
2007-01-26T00:00:00
94
51
3
97
14
13
14
51
64
64
12
42
88
85
46
41
15
98
64
11
53
49
94
19
6
0.025918
ZRAN
2007-02-02T00:00:00
94
48
2
97
16
14
46
13
69
69
12
41
88
85
34
41
15
98
65
26
48
21
93
20
4
0.072281
ZRAN
2007-02-09T00:00:00
93
47
2
97
19
13
28
13
64
64
12
41
88
86
26
41
14
98
64
17
50
23
92
16
4
0.024215
ZRAN
2007-02-16T00:00:00
93
42
16
96
2
11
10
10
64
64
12
40
88
80
29
41
14
98
65
8
31
27
92
21
6
0.045367
ZRAN
2007-02-23T00:00:00
93
40
8
96
7
12
20
6
65
65
12
40
88
83
28
40
14
98
65
13
40
28
86
38
5
0.064792
ZRAN
2007-03-02T00:00:00
93
43
15
96
3
12
27
49
69
69
13
40
88
80
22
40
14
98
65
15
37
27
82
39
5
-0.089552
ZRAN
2007-03-09T00:00:00
93
42
6
96
9
10
17
40
68
68
13
40
88
84
22
41
14
98
65
10
36
34
80
36
5
0.013871
ZRAN
2007-03-16T00:00:00
93
41
8
96
6
10
11
19
66
66
8
40
85
83
18
43
14
98
65
7
43
57
77
44
5
0.026119