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
2011-01-21T00:00:00
22
85
16
21
3
9
21
57
46
46
59
49
83
85
27
97
8
82
98
12
59
76
22
10
7
-0.044229
ZRAN
2011-01-28T00:00:00
22
85
2
21
24
15
62
9
47
47
35
48
83
89
14
97
8
81
98
37
45
75
81
17
13
0.075621
ZRAN
2011-02-04T00:00:00
22
83
19
21
2
23
80
43
46
46
62
49
83
84
14
97
8
81
98
52
44
79
83
16
12
-0.008395
ZRAN
2011-02-11T00:00:00
22
86
4
21
18
18
65
66
44
44
40
50
83
88
12
97
8
81
98
39
47
77
84
17
11
-0.016931
ZRAN
2011-02-18T00:00:00
21
85
16
20
3
20
78
73
41
41
59
50
83
85
13
81
8
81
98
48
48
74
82
17
12
0.003229
ZRAN
2011-02-25T00:00:00
22
80
21
20
2
34
93
2
66
66
66
47
82
83
6
21
8
81
84
67
83
91
83
21
4
0.203863
ZRAN
2011-03-04T00:00:00
23
80
17
20
2
43
93
18
67
67
63
48
82
84
6
21
8
81
80
73
84
87
79
19
4
-0.02852
ZRAN
2011-03-11T00:00:00
9
79
11
11
6
41
83
67
69
69
33
49
82
87
6
6
11
83
69
65
90
78
78
16
3
-0.090826
ZRAN
2011-03-18T00:00:00
9
78
17
11
2
35
68
63
69
69
39
49
83
85
5
6
11
83
68
51
91
82
77
14
2
-0.005045
ZRAN
2011-03-25T00:00:00
9
79
3
11
18
52
91
38
68
68
24
49
83
89
5
5
11
83
68
75
88
85
77
13
2
0.042596
ZRAN
2011-04-01T00:00:00
9
79
15
11
3
45
76
63
67
67
38
50
83
86
7
5
11
83
66
62
89
86
78
12
2
-0.014591
ZRAN
2011-04-08T00:00:00
9
78
21
11
2
37
53
31
65
65
23
49
83
82
8
5
11
83
67
44
85
82
88
14
1
0.033564
ZRAN
2011-04-15T00:00:00
10
79
19
11
2
34
47
67
65
65
24
50
83
83
7
6
11
83
67
39
86
81
89
15
1
-0.026743
ZRAN
2011-04-22T00:00:00
10
77
17
11
2
72
98
10
65
65
23
49
83
84
6
5
11
83
69
88
89
82
91
13
1
0.054956
ZRAN
2011-04-29T00:00:00
10
80
1
11
25
68
95
69
64
64
4
50
83
88
13
5
11
83
69
84
92
81
94
18
3
-0.026047
ZRAN
2011-05-06T00:00:00
9
80
9
12
7
54
57
88
58
58
13
50
83
85
18
10
11
83
68
56
90
78
94
27
2
-0.085005
ZRAN
2011-05-13T00:00:00
8
80
20
21
2
56
63
98
66
66
94
52
85
69
26
17
15
84
7
61
91
55
97
43
3
-0.122129
ZRAN
2011-05-20T00:00:00
8
81
4
22
17
61
72
94
63
63
79
53
85
78
20
17
15
84
7
69
82
25
95
87
5
-0.029727
ZRAN
2011-05-27T00:00:00
8
82
14
21
5
51
51
96
63
63
90
53
85
72
43
17
15
84
7
51
81
18
95
85
4
-0.039216
ZRAN
2011-06-03T00:00:00
8
82
17
21
3
66
69
62
61
61
93
53
86
70
40
17
15
84
7
70
81
23
95
83
4
0.005102
ZRAN
2011-06-10T00:00:00
8
80
12
22
6
59
49
31
59
59
89
53
86
72
28
90
15
84
7
55
83
38
96
82
4
0.011421
ZRAN
2011-06-17T00:00:00
8
79
7
22
11
70
85
15
59
59
83
52
86
77
21
90
15
84
7
81
87
39
95
90
7
0.040151
ZRAN
2011-06-24T00:00:00
8
78
18
22
3
57
48
14
58
58
94
52
86
69
34
83
15
84
7
53
86
40
95
90
10
0.024125
ZRAN
2011-07-01T00:00:00
8
80
11
22
7
37
22
53
51
51
88
52
86
74
43
83
15
84
7
25
86
36
96
75
15
0.008245
ZRAN
2011-07-08T00:00:00
8
80
6
22
13
14
5
55
50
50
84
53
86
86
41
83
15
84
7
7
89
31
97
81
28
0.001168
ZRAN
2011-07-15T00:00:00
8
80
4
22
18
16
6
50
46
46
79
52
86
87
36
83
15
84
7
9
88
30
96
79
21
-0.012835
ZRAN
2011-07-22T00:00:00
8
80
14
22
5
14
6
48
35
35
90
53
86
84
45
83
15
84
7
8
89
26
95
77
20
0.008274
ZRAN
2011-07-29T00:00:00
8
80
4
22
19
16
11
43
32
32
81
52
86
87
71
83
15
84
7
10
89
30
94
81
21
-0.026964
ZRAN
2011-08-05T00:00:00
9
75
14
18
5
20
34
39
29
29
94
52
87
54
59
22
15
84
10
24
84
41
92
71
27
-0.057831
ZRAN
2011-08-12T00:00:00
10
75
7
17
12
29
56
19
28
28
77
51
86
60
37
22
15
83
10
40
89
48
91
70
21
0.023018
ZRAN
2011-08-19T00:00:00
10
74
3
17
22
33
73
22
26
26
73
50
85
65
35
19
15
83
11
52
91
54
92
63
21
-0.02
ZRAN
2011-08-26T00:00:00
10
74
7
17
13
27
48
46
23
23
76
51
85
62
50
21
15
83
11
35
91
37
93
72
17
0.006378
ZRAN
2011-09-02T00:00:00
10
75
3
17
20
29
46
20
23
23
73
50
85
65
48
21
15
83
11
35
90
38
92
71
15
0.027883
ZRBA
1998-01-09T00:00:00
58
76
2
85
8
50
44
16
62
62
95
94
42
58
49
54
17
90
49
39
59
43
58
14
60
-0.064035
ZRBA
1998-01-16T00:00:00
60
76
3
85
8
50
44
65
62
62
100
94
42
28
49
54
16
90
49
39
59
43
58
14
60
0
ZRBA
1998-01-23T00:00:00
60
76
2
85
8
50
44
6
78
78
100
94
42
40
49
54
16
90
49
39
59
43
58
14
60
0.113831
ZRBA
1998-01-30T00:00:00
60
76
2
85
8
50
44
69
81
81
100
94
42
28
49
54
16
89
49
38
59
43
58
14
60
-0.06116
ZRBA
1998-02-06T00:00:00
60
76
2
85
8
50
44
66
69
69
100
94
42
28
49
54
16
89
49
38
59
43
58
14
60
0
ZRBA
1998-02-13T00:00:00
28
76
2
66
8
50
44
97
72
72
89
94
42
65
49
54
17
91
49
39
59
43
58
14
60
-0.08714
ZRBA
1998-02-20T00:00:00
29
76
1
68
8
50
44
58
69
69
87
94
42
63
49
54
17
91
49
39
59
43
58
14
60
0.047575
ZRBA
1998-02-27T00:00:00
29
76
2
67
8
50
44
67
61
61
87
94
42
63
49
54
17
90
49
39
59
43
58
14
60
0
ZRBA
1998-03-06T00:00:00
29
76
2
67
8
9
9
86
58
58
87
94
42
62
49
54
17
90
49
9
59
43
58
14
60
-0.045414
ZRBA
1998-03-13T00:00:00
29
76
2
67
8
41
41
47
56
56
90
94
42
60
49
54
17
90
49
41
59
43
58
14
60
0.047575
ZRBA
1998-03-20T00:00:00
29
76
2
66
8
93
94
60
51
51
90
94
42
58
49
54
17
90
49
93
59
43
58
14
60
0
ZRBA
1998-03-27T00:00:00
30
76
2
65
8
46
35
16
52
52
87
94
42
54
49
54
18
90
49
40
59
43
58
14
60
0.056915
ZRBA
1998-04-03T00:00:00
34
76
2
65
8
37
33
82
49
49
86
94
42
49
49
54
19
90
49
35
59
43
58
14
60
-0.05385
ZRBA
1998-04-10T00:00:00
34
76
2
65
8
8
6
79
46
46
89
94
42
49
49
54
19
90
49
7
59
43
58
14
60
-0.022707
ZRBA
1998-04-17T00:00:00
35
76
1
65
8
23
25
86
43
43
89
94
42
48
49
54
19
90
49
24
59
43
58
14
60
-0.023235
ZRBA
1998-04-24T00:00:00
35
76
2
65
8
24
28
46
37
37
87
94
42
48
49
54
19
90
49
26
59
43
58
14
60
0.023787
ZRBA
1998-05-01T00:00:00
35
76
2
64
8
14
11
20
37
37
89
94
42
48
49
54
18
90
49
12
59
43
58
14
60
0.046771
ZRBA
1998-05-08T00:00:00
35
76
1
65
8
30
39
10
41
41
42
94
42
48
49
54
18
90
49
34
59
43
58
14
60
0.06659
ZRBA
1998-05-15T00:00:00
64
76
3
29
8
30
35
8
37
37
87
94
42
52
49
54
22
53
49
32
59
43
58
14
60
0.020811
ZRBA
1998-05-22T00:00:00
64
76
3
30
8
56
72
40
39
39
92
94
42
52
49
54
22
53
49
65
59
43
58
14
60
-0.040773
ZRBA
1998-05-29T00:00:00
64
76
3
30
8
25
26
49
39
39
92
94
42
51
49
54
22
53
49
25
59
43
58
14
60
-0.021253
ZRBA
1998-06-05T00:00:00
64
76
3
30
8
22
22
59
35
35
79
94
42
52
49
54
22
53
49
21
59
43
58
14
60
-0.021715
ZRBA
1998-06-12T00:00:00
65
76
3
30
8
17
19
76
39
39
82
94
42
52
49
54
22
53
49
17
59
43
58
14
60
-0.066878
ZRBA
1998-06-19T00:00:00
65
76
3
30
8
28
33
20
46
46
83
94
42
52
49
54
22
53
49
30
59
43
58
14
60
0.071671
ZRBA
1998-06-26T00:00:00
65
76
3
31
8
50
65
82
48
48
79
94
42
52
49
54
22
53
49
58
59
43
58
14
60
-0.066878
ZRBA
1998-07-03T00:00:00
65
76
3
31
8
76
79
83
45
45
79
94
42
52
49
54
22
53
49
79
59
43
58
14
60
-0.023787
ZRBA
1998-07-10T00:00:00
65
76
3
31
8
82
87
74
41
41
83
94
42
52
49
54
22
53
49
85
59
43
58
14
60
0
ZRBA
1998-07-17T00:00:00
65
76
3
30
8
73
76
26
43
43
99
94
42
52
49
54
22
53
49
76
59
43
58
14
60
0.061076
ZRBA
1998-07-24T00:00:00
65
76
3
30
8
69
72
85
54
54
97
94
42
52
49
54
22
53
49
72
59
43
58
14
60
-0.126454
ZRBA
1998-07-31T00:00:00
65
76
3
30
8
59
57
93
57
57
100
94
42
52
49
54
22
53
49
59
59
43
58
14
60
-0.105155
ZRBA
1998-08-07T00:00:00
65
76
3
30
8
41
34
34
62
62
94
94
42
52
49
54
22
53
49
36
59
43
58
14
60
0.088134
ZRBA
1998-08-14T00:00:00
64
76
3
29
8
72
77
71
62
62
100
94
42
53
49
54
23
53
49
76
59
43
58
14
60
-0.080996
ZRBA
1998-08-21T00:00:00
64
76
3
29
8
40
29
13
62
62
97
94
42
53
49
54
23
52
49
34
59
43
58
14
60
0.058756
ZRBA
1998-08-28T00:00:00
63
76
3
29
8
32
22
46
55
55
95
94
42
53
49
54
23
52
49
26
59
43
58
14
60
-0.083243
ZRBA
1998-09-04T00:00:00
63
76
3
29
8
34
26
72
56
56
82
94
42
52
49
54
23
52
49
29
59
43
58
14
60
-0.121462
ZRBA
1998-09-11T00:00:00
64
76
3
28
72
54
61
53
54
54
94
94
42
46
49
54
23
52
49
58
53
100
42
14
60
0.034452
ZRBA
1998-09-18T00:00:00
64
76
3
28
29
26
21
12
63
63
92
94
42
46
49
54
23
52
49
23
57
98
32
14
60
0.133651
ZRBA
1998-09-25T00:00:00
82
76
43
30
28
19
12
16
58
58
77
94
42
46
49
54
22
49
49
14
59
98
28
14
60
0.029378
ZRBA
1998-10-02T00:00:00
81
76
43
30
28
39
50
56
56
56
82
94
42
46
49
54
22
49
49
44
73
96
36
14
60
-0.085619
ZRBA
1998-10-09T00:00:00
81
76
43
30
28
29
28
1
68
68
81
94
42
46
49
54
22
49
49
27
79
100
79
14
60
0.218484
ZRBA
1998-10-16T00:00:00
82
76
43
30
10
47
64
64
66
66
87
94
42
58
49
54
22
49
49
56
86
99
88
14
60
-0.128077
ZRBA
1998-10-23T00:00:00
82
76
43
30
12
48
54
80
59
59
64
94
42
60
49
54
22
49
49
51
91
98
87
14
60
-0.058756
ZRBA
1998-10-30T00:00:00
82
76
43
30
10
35
32
4
90
90
100
94
42
57
49
54
22
49
49
33
64
97
82
14
60
0.531009
ZRBA
1998-11-06T00:00:00
82
76
43
29
9
39
44
39
89
89
72
94
42
60
49
54
22
49
49
41
63
98
86
14
60
-0.081546
ZRBA
1998-11-13T00:00:00
81
76
43
28
10
57
80
13
87
87
86
94
42
60
49
54
21
49
49
70
63
97
84
14
60
0.028827
ZRBA
1998-11-20T00:00:00
92
76
4
99
9
60
84
42
86
86
82
94
42
70
49
54
18
88
49
74
64
97
84
14
60
0.021855
ZRBA
1998-11-27T00:00:00
93
76
4
99
9
47
53
80
86
86
74
94
42
72
49
54
18
88
49
50
62
98
88
14
60
-0.085276
ZRBA
1998-12-04T00:00:00
98
74
5
99
8
89
99
14
85
85
98
94
42
72
49
54
18
90
49
95
62
98
84
14
60
0.093225
ZRBA
1998-12-11T00:00:00
98
75
5
99
8
63
63
32
83
83
77
94
42
75
49
54
18
90
49
64
60
97
83
14
60
0
ZRBA
1998-12-18T00:00:00
98
74
5
99
8
43
28
16
82
82
78
94
42
75
49
54
18
89
49
33
59
97
82
14
60
0.021113
ZRBA
1998-12-25T00:00:00
97
72
5
99
9
98
100
17
81
81
79
93
42
75
49
54
18
89
49
100
58
97
83
14
60
0.041622
ZRBA
1999-01-01T00:00:00
98
76
5
99
7
91
87
78
80
80
77
94
42
75
10
54
18
90
49
93
57
97
82
14
60
-0.059809
ZRBA
1999-01-08T00:00:00
98
79
5
99
7
94
93
88
58
58
80
95
42
74
20
54
18
90
49
96
56
98
85
14
60
-0.042775
ZRBA
1999-01-15T00:00:00
98
80
5
99
7
93
84
98
60
60
84
96
42
77
24
54
18
90
49
91
45
99
87
14
60
-0.099971
ZRBA
1999-01-22T00:00:00
98
82
5
99
8
78
47
69
59
59
64
96
42
80
16
54
18
90
49
65
43
98
86
14
60
0.037237
ZRBA
1999-01-29T00:00:00
98
79
5
99
8
89
88
51
57
57
75
95
42
78
30
54
18
90
49
91
42
98
87
14
60
0.023627
ZRBA
1999-02-05T00:00:00
98
76
5
99
8
90
77
22
53
53
100
95
42
73
35
54
18
90
49
85
42
97
87
14
60
0.046463
ZRBA
1999-02-12T00:00:00
25
81
44
68
8
90
87
94
62
62
64
96
42
57
44
54
17
92
49
90
42
97
88
14
60
-0.155543
ZRBA
1999-02-19T00:00:00
25
79
44
68
8
92
88
69
61
61
64
96
42
57
43
54
17
92
49
92
42
97
88
14
60
0.013229
ZRBA
1999-02-26T00:00:00
25
80
44
68
8
81
45
88
60
60
62
97
42
56
70
54
17
92
49
65
33
96
88
14
60
-0.064948
ZRBA
1999-03-05T00:00:00
25
76
44
68
7
69
28
7
71
71
59
96
42
57
52
54
17
92
49
48
22
96
83
14
60
0.166846
ZRBA
1999-03-12T00:00:00
25
82
44
68
7
42
12
83
73
73
52
96
42
59
80
54
17
92
49
23
22
96
85
14
60
-0.119055
ZRBA
1999-03-19T00:00:00
25
84
44
68
7
52
15
90
73
73
51
97
42
60
82
54
17
92
49
31
24
96
85
14
60
-0.081156
ZRBA
1999-03-26T00:00:00
25
80
44
68
7
59
37
58
72
72
62
97
42
58
69
54
17
92
49
48
24
97
84
14
60
0.043973
ZRBA
1999-04-02T00:00:00
27
85
44
66
7
73
68
69
70
70
41
97
42
61
88
54
16
91
49
73
28
97
83
14
60
-0.023965
ZRBA
1999-04-09T00:00:00
27
82
44
66
6
36
7
49
67
67
69
97
42
58
95
54
16
91
49
19
26
97
85
14
60
0
ZRBA
1999-04-16T00:00:00
27
85
44
66
7
43
19
70
63
63
55
97
42
54
90
54
16
91
49
28
17
97
81
14
60
0