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
⌀
ZRBA
1999-04-23T00:00:00
27
83
44
66
7
31
13
34
60
60
24
97
42
53
84
54
16
91
49
19
22
97
78
14
60
0.05878
ZRBA
1999-04-30T00:00:00
27
78
44
65
7
71
77
5
69
69
5
96
42
54
80
54
16
91
49
77
29
90
75
14
60
0.194308
ZRBA
1999-05-07T00:00:00
27
76
44
65
7
39
23
13
67
67
30
96
42
53
74
54
16
91
49
28
22
90
74
14
60
0.011768
ZRBA
1999-05-14T00:00:00
92
82
4
58
6
28
9
68
66
66
70
96
42
58
71
54
21
91
49
16
25
91
82
14
60
-0.080547
ZRBA
1999-05-21T00:00:00
93
81
4
61
6
35
28
46
62
62
55
96
42
59
75
54
21
91
49
29
25
92
83
14
60
0.037318
ZRBA
1999-05-28T00:00:00
93
82
4
61
6
35
21
30
59
59
37
96
42
60
66
54
21
91
49
25
24
94
88
14
60
0.012195
ZRBA
1999-06-04T00:00:00
93
78
4
61
6
39
33
10
58
58
55
96
42
60
80
54
21
91
49
34
22
94
88
14
60
0.04759
ZRBA
1999-06-11T00:00:00
94
83
4
61
5
33
25
96
70
70
80
97
42
60
79
54
21
91
49
26
18
94
88
14
60
-0.158999
ZRBA
1999-06-18T00:00:00
94
84
4
63
5
42
49
68
70
70
53
96
42
60
63
54
21
91
49
45
6
49
71
14
60
0.054017
ZRBA
1999-06-25T00:00:00
94
84
4
63
5
77
93
65
69
69
55
96
42
60
71
54
21
91
49
88
4
77
56
14
60
0
ZRBA
1999-07-02T00:00:00
94
81
4
63
5
77
88
27
68
68
53
96
42
61
76
54
21
91
49
86
2
79
56
14
60
0.063899
ZRBA
1999-07-09T00:00:00
93
78
4
63
7
57
52
15
63
63
73
96
42
61
60
54
21
91
49
55
6
28
69
14
60
0.072561
ZRBA
1999-07-16T00:00:00
94
80
4
62
6
63
63
63
63
63
100
96
42
59
41
54
22
91
49
66
10
24
66
14
60
-0.044912
ZRBA
1999-07-23T00:00:00
92
76
4
62
6
68
77
4
66
66
89
95
42
46
43
54
22
90
49
77
13
22
50
14
60
0.129167
ZRBA
1999-07-30T00:00:00
94
84
4
62
6
77
88
96
79
79
91
97
42
46
84
54
21
91
49
86
27
13
28
14
60
-0.229046
ZRBA
1999-08-06T00:00:00
93
78
4
62
6
33
13
14
80
80
95
96
42
47
77
54
22
91
49
19
21
12
11
14
60
0.135043
ZRBA
1999-08-13T00:00:00
92
82
4
61
5
39
23
75
79
79
89
96
42
49
65
54
22
91
49
28
19
7
16
14
60
-0.04759
ZRBA
1999-08-20T00:00:00
91
75
5
60
5
45
35
6
78
78
100
96
42
51
40
54
23
91
49
38
17
10
11
14
60
0.124921
ZRBA
1999-08-27T00:00:00
90
78
5
60
5
57
62
11
77
77
83
96
42
51
54
54
23
90
49
62
16
9
5
14
60
0.02221
ZRBA
1999-09-03T00:00:00
91
77
5
60
5
64
82
41
76
76
80
96
42
51
76
54
23
91
49
76
17
9
5
14
60
-0.021727
ZRBA
1999-09-10T00:00:00
91
77
5
60
5
54
54
59
75
75
86
96
42
51
50
54
23
91
49
55
21
9
7
14
60
-0.02221
ZRBA
1999-09-17T00:00:00
91
76
5
59
6
82
95
49
72
72
89
96
42
52
34
54
23
91
49
92
23
5
5
14
60
0
ZRBA
1999-09-24T00:00:00
91
79
5
59
6
25
15
58
71
71
75
96
42
52
44
54
23
91
49
16
43
5
3
14
60
-0.045428
ZRBA
1999-10-01T00:00:00
96
81
37
80
5
69
79
56
68
68
92
96
42
51
56
54
24
92
49
78
48
6
3
14
60
0
ZRBA
1999-10-08T00:00:00
96
81
37
80
6
52
40
59
58
58
80
96
42
51
30
54
24
92
49
45
49
6
3
14
60
0
ZRBA
1999-10-15T00:00:00
96
79
37
80
5
77
86
43
52
52
90
96
42
61
42
54
24
92
49
85
49
6
3
14
60
-0.012048
ZRBA
1999-10-22T00:00:00
96
82
37
80
6
78
92
85
54
54
79
96
42
61
59
54
24
92
49
88
55
8
2
14
60
-0.084146
ZRBA
1999-10-29T00:00:00
96
78
37
80
6
73
74
20
58
58
72
95
42
62
15
54
24
92
49
77
50
8
2
14
60
0.131491
ZRBA
1999-11-05T00:00:00
95
69
37
80
5
70
66
6
68
68
99
94
42
60
16
54
24
92
49
71
49
5
3
14
60
0.185937
ZRBA
1999-11-12T00:00:00
95
72
37
80
5
72
61
29
66
66
93
95
42
61
9
54
24
92
49
70
58
4
5
14
60
-0.039196
ZRBA
1999-11-19T00:00:00
95
74
5
34
5
71
56
68
64
64
97
96
42
60
29
54
23
92
49
66
68
7
2
14
60
-0.053963
ZRBA
1999-11-26T00:00:00
95
75
5
35
5
69
52
77
63
63
90
96
42
61
26
54
23
92
49
62
65
7
2
14
60
-0.021834
ZRBA
1999-12-03T00:00:00
95
81
5
35
5
66
48
91
64
64
81
96
42
62
38
54
23
93
49
59
64
4
6
14
60
-0.099888
ZRBA
1999-12-10T00:00:00
94
73
5
35
5
66
58
23
67
67
94
96
42
60
17
54
23
92
49
64
63
3
9
14
60
0.135772
ZRBA
1999-12-17T00:00:00
95
78
5
35
6
46
23
82
67
67
88
96
42
62
25
54
23
93
49
32
74
2
7
14
60
-0.087063
ZRBA
1999-12-24T00:00:00
95
79
5
35
5
73
74
80
61
61
93
96
42
61
38
54
23
93
49
77
85
2
7
14
60
-0.035575
ZRBA
1999-12-31T00:00:00
95
80
5
35
6
88
92
48
60
60
85
96
42
62
31
54
23
93
49
92
87
1
8
14
60
0.074086
ZRBA
2000-01-07T00:00:00
95
82
5
35
6
82
85
73
56
56
76
97
42
63
53
25
23
93
66
86
54
3
5
14
60
-0.046176
ZRBA
2000-01-14T00:00:00
95
81
5
35
6
73
59
50
50
50
81
97
42
65
57
26
23
93
66
69
54
2
5
14
60
0.012103
ZRBA
2000-01-21T00:00:00
95
77
5
35
7
71
49
29
52
52
73
97
42
66
50
26
23
93
66
63
63
4
7
14
60
0.095366
ZRBA
2000-01-28T00:00:00
95
79
5
35
7
49
19
55
51
51
99
97
42
60
48
27
23
93
66
32
58
7
7
14
60
-0.065229
ZRBA
2000-02-04T00:00:00
94
74
5
35
7
74
69
15
53
53
95
97
42
61
50
27
23
93
65
74
60
15
8
14
60
0.116204
ZRBA
2000-02-11T00:00:00
92
64
5
35
5
60
28
9
58
58
96
96
42
61
38
16
23
93
72
44
79
28
14
14
60
0.187549
ZRBA
2000-02-18T00:00:00
21
59
37
10
4
53
21
8
57
57
55
96
42
53
27
16
19
73
78
36
86
53
7
14
60
0.114097
ZRBA
2000-02-25T00:00:00
22
29
37
10
3
63
48
1
87
87
60
91
42
51
9
16
19
69
78
57
85
32
15
14
60
0.65342
ZRBA
2000-03-03T00:00:00
21
57
37
10
2
52
25
78
91
91
25
96
42
53
32
16
19
73
78
36
88
29
19
14
60
-0.39041
ZRBA
2000-03-10T00:00:00
21
64
37
10
2
52
41
87
90
90
1
97
42
55
52
17
19
75
78
47
88
31
18
14
60
-0.093762
ZRBA
2000-03-17T00:00:00
21
66
37
10
2
67
66
90
90
90
36
97
42
53
61
17
19
74
77
70
87
26
18
14
60
-0.069048
ZRBA
2000-03-24T00:00:00
21
55
37
10
2
59
51
8
90
90
7
95
42
56
22
17
19
73
75
57
81
20
26
14
60
0.249942
ZRBA
2000-03-31T00:00:00
24
64
37
10
2
71
79
67
90
90
14
96
42
57
36
20
19
73
75
78
79
18
32
14
60
-0.133185
ZRBA
2000-04-07T00:00:00
24
65
37
10
2
79
87
75
90
90
28
97
42
56
65
20
19
73
75
85
70
26
40
14
60
-0.059871
ZRBA
2000-04-14T00:00:00
24
80
38
10
2
83
88
83
88
88
3
98
42
56
86
21
20
73
75
87
55
23
48
14
60
-0.291029
ZRBA
2000-04-21T00:00:00
24
74
38
10
2
95
99
69
87
87
39
97
42
53
65
24
20
73
75
98
59
24
52
14
60
0.115583
ZRBA
2000-04-28T00:00:00
24
79
38
10
2
76
44
88
86
86
22
98
42
54
69
24
20
74
75
62
60
20
61
14
60
-0.080519
ZRBA
2000-05-05T00:00:00
24
79
38
10
2
68
33
75
81
81
30
98
42
54
73
25
20
74
75
52
61
20
61
14
60
0
ZRBA
2000-05-12T00:00:00
23
79
38
10
2
60
23
63
78
78
19
98
42
55
82
39
21
74
76
39
60
20
61
14
60
0
ZRBA
2000-05-19T00:00:00
19
67
32
11
2
81
79
79
78
78
15
98
42
46
81
44
25
75
43
85
59
21
58
14
60
-0.075016
ZRBA
2000-05-26T00:00:00
19
71
32
11
2
73
40
81
77
77
22
98
42
46
80
43
24
75
43
57
58
21
56
14
60
-0.108246
ZRBA
2000-06-02T00:00:00
19
65
32
11
2
66
26
41
74
74
10
98
42
47
73
43
24
75
43
43
55
21
55
14
60
0.151826
ZRBA
2000-06-09T00:00:00
19
65
32
11
2
30
19
34
72
72
13
98
42
47
82
43
25
75
43
20
55
23
54
14
60
0.026098
ZRBA
2000-06-16T00:00:00
19
66
32
11
2
42
27
71
72
72
16
98
42
47
80
43
25
75
43
30
55
21
53
14
60
-0.06407
ZRBA
2000-06-23T00:00:00
20
64
32
11
1
27
19
44
67
67
29
98
42
47
83
42
25
75
43
19
55
25
52
14
60
0.02752
ZRBA
2000-06-30T00:00:00
20
64
32
11
1
28
17
74
65
65
32
98
42
47
80
42
25
75
43
18
54
27
47
14
60
-0.040174
ZRBA
2000-07-07T00:00:00
20
63
33
11
2
29
30
24
65
65
22
98
42
48
75
41
25
75
43
26
57
26
47
14
60
0.055807
ZRBA
2000-07-14T00:00:00
19
71
33
11
2
23
20
90
64
64
10
98
42
45
78
40
25
76
43
18
63
33
51
14
60
-0.078956
ZRBA
2000-07-21T00:00:00
20
68
33
11
1
19
19
68
63
63
31
98
42
44
79
40
25
76
43
17
62
33
50
14
60
0
ZRBA
2000-07-28T00:00:00
20
68
33
11
1
26
33
67
61
61
36
98
42
44
81
40
25
76
43
27
59
32
51
14
60
-0.043042
ZRBA
2000-08-04T00:00:00
20
72
33
11
2
28
41
78
58
58
19
98
42
44
76
40
25
76
43
32
60
31
49
14
60
-0.044603
ZRBA
2000-08-11T00:00:00
21
55
33
11
2
24
24
1
91
91
8
96
42
46
51
43
25
72
40
21
58
18
23
14
60
0.531189
ZRBA
2000-08-18T00:00:00
22
54
33
11
2
30
43
4
90
90
4
96
42
49
46
42
24
72
42
34
59
20
21
14
60
0.030489
ZRBA
2000-08-25T00:00:00
23
50
32
11
2
27
28
3
89
89
10
95
42
49
44
38
24
71
42
24
52
23
21
14
60
0.099204
ZRBA
2000-09-01T00:00:00
22
49
33
11
2
30
56
34
88
88
29
95
42
49
40
39
24
72
41
42
51
20
22
14
60
-0.027143
ZRBA
2000-09-08T00:00:00
22
49
33
11
2
18
15
24
87
87
32
95
42
49
37
39
24
72
42
13
52
20
21
14
60
0.0093
ZRBA
2000-09-15T00:00:00
99
67
28
54
2
22
23
32
86
86
47
95
42
52
15
48
17
94
97
19
59
20
20
14
60
0.004607
ZRBA
2000-09-22T00:00:00
99
67
26
54
3
23
31
35
85
85
39
95
42
52
25
44
17
94
96
24
57
19
17
14
60
-0.013758
ZRBA
2000-09-29T00:00:00
99
64
32
54
2
21
21
57
83
83
68
95
42
52
21
44
17
94
96
18
58
20
18
14
60
-0.027668
ZRBA
2000-10-06T00:00:00
99
66
25
54
6
82
99
39
80
80
35
95
42
52
20
44
17
94
96
93
60
21
20
14
60
0
ZRBA
2000-10-13T00:00:00
99
67
30
54
2
82
99
68
79
79
57
95
42
52
10
44
17
94
96
93
54
20
20
14
60
-0.085844
ZRBA
2000-10-20T00:00:00
99
75
28
54
2
90
99
95
72
72
76
97
42
59
39
44
17
94
96
96
40
25
10
14
60
-0.208213
ZRBA
2000-10-27T00:00:00
99
74
28
54
2
85
93
74
71
71
76
96
42
59
12
44
17
94
96
91
41
22
12
14
60
0.052527
ZRBA
2000-11-03T00:00:00
99
75
30
54
2
86
91
93
66
66
88
97
42
59
15
45
17
94
96
92
40
30
8
14
60
-0.049906
ZRBA
2000-11-10T00:00:00
99
79
30
53
2
87
89
66
64
64
85
97
42
58
34
46
17
94
96
91
18
19
8
14
60
-0.015527
ZRBA
2000-11-17T00:00:00
90
75
24
98
2
88
83
70
62
62
69
96
42
54
34
74
11
93
74
89
16
16
11
14
60
-0.013423
ZRBA
2000-11-24T00:00:00
90
75
3
98
4
82
67
32
62
62
40
96
42
54
32
72
11
92
74
77
18
20
8
14
60
0.027211
ZRBA
2000-12-01T00:00:00
90
80
2
98
5
85
71
68
61
61
37
96
42
52
44
73
11
92
73
81
27
30
8
14
60
-0.106623
ZRBA
2000-12-08T00:00:00
91
78
12
98
2
72
49
80
59
59
56
96
42
52
63
73
11
93
72
60
32
30
7
14
60
-0.044848
ZRBA
2000-12-15T00:00:00
90
78
3
98
4
37
17
49
59
59
42
96
42
52
59
73
11
92
72
25
39
25
7
14
60
0.031432
ZRBA
2000-12-22T00:00:00
91
78
6
98
3
42
27
72
59
59
47
96
42
52
70
73
11
92
71
33
50
16
6
14
60
-0.121144
ZRBA
2000-12-29T00:00:00
92
80
3
98
4
30
18
82
52
52
41
96
42
52
68
73
11
93
71
21
45
22
6
14
60
-0.051798
ZRBA
2001-01-05T00:00:00
91
80
3
98
4
35
28
30
62
62
57
96
75
51
64
73
11
92
72
29
41
37
15
14
60
0.18149
ZRBA
2001-01-12T00:00:00
91
79
17
98
3
39
34
58
59
59
69
97
74
49
78
73
11
93
73
34
46
41
17
14
60
-0.015285
ZRBA
2001-01-19T00:00:00
90
79
5
98
3
45
41
21
60
60
64
96
74
71
64
72
11
92
74
42
43
42
13
14
60
0.10943
ZRBA
2001-01-26T00:00:00
91
82
5
98
3
38
34
69
60
60
64
97
74
72
73
73
11
93
73
35
47
43
14
14
60
-0.042322
ZRBA
2001-02-02T00:00:00
90
77
6
98
3
33
23
12
61
61
64
96
75
71
52
73
11
92
73
27
47
41
16
14
60
0.117604
ZRBA
2001-02-09T00:00:00
90
76
9
98
3
38
39
17
59
59
79
96
62
71
56
47
11
92
77
37
52
42
17
14
60
0.006536
ZRBA
2001-02-16T00:00:00
29
77
12
92
2
36
31
59
60
60
17
96
75
60
41
35
7
92
76
33
56
39
18
14
60
-0.058766
ZRBA
2001-02-23T00:00:00
29
81
9
92
2
30
23
76
61
61
14
97
75
60
32
33
7
92
76
25
55
40
17
14
60
-0.097275
ZRBA
2001-03-02T00:00:00
29
79
21
92
2
40
52
74
60
60
26
96
75
60
57
28
7
91
75
43
55
38
20
14
60
-0.015285
ZRBA
2001-03-09T00:00:00
29
79
8
92
2
32
31
38
59
59
13
96
74
60
61
29
7
91
76
24
53
37
24
14
60
0.046954
ZRBA
2001-03-16T00:00:00
29
77
19
91
2
39
64
29
55
55
23
96
74
60
58
30
6
90
77
51
62
40
29
14
60
-0.014826