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
2001-03-23T00:00:00
30
78
2
91
4
31
37
22
54
54
5
95
74
61
34
32
6
90
75
27
55
32
23
14
60
0.015049
ZRBA
2001-03-30T00:00:00
31
78
15
90
2
49
81
61
50
50
18
95
72
62
41
37
6
90
72
71
55
38
24
14
60
-0.030022
ZRBA
2001-04-06T00:00:00
32
78
6
89
3
49
83
52
49
49
10
96
72
63
44
37
6
90
74
69
55
40
25
14
60
-0.022927
ZRBA
2001-04-13T00:00:00
32
78
2
89
3
40
51
14
51
51
5
95
71
63
49
37
6
90
74
44
51
39
25
14
60
0.098553
ZRBA
2001-04-20T00:00:00
33
79
2
89
4
34
32
35
47
47
4
95
71
60
35
37
6
90
74
31
27
83
49
14
60
0.006764
ZRBA
2001-04-27T00:00:00
33
77
14
89
3
33
29
49
44
44
21
95
71
61
45
37
6
90
72
30
31
85
48
14
60
0.002475
ZRBA
2001-05-04T00:00:00
33
78
2
89
4
39
45
26
43
43
5
95
71
61
39
37
6
90
73
41
29
87
51
14
60
0.079365
ZRBA
2001-05-11T00:00:00
32
72
21
90
3
43
58
8
46
46
31
95
77
62
25
73
6
89
77
49
24
84
47
14
60
0.105229
ZRBA
2001-05-18T00:00:00
57
72
25
18
3
48
71
18
44
44
70
94
72
43
33
56
8
68
95
59
24
85
48
14
60
0.028681
ZRBA
2001-05-25T00:00:00
57
75
5
19
5
44
46
27
43
43
49
94
72
43
28
56
8
68
95
44
24
84
48
14
60
0.01121
ZRBA
2001-06-01T00:00:00
57
73
17
18
5
44
54
17
42
42
64
94
72
43
20
56
8
68
95
47
24
85
46
14
60
0.025583
ZRBA
2001-06-08T00:00:00
58
77
4
19
6
54
90
68
43
43
46
95
72
43
30
56
8
68
95
76
28
84
49
14
60
-0.044623
ZRBA
2001-06-15T00:00:00
58
77
2
18
6
46
74
49
42
42
42
95
72
43
28
56
8
68
95
62
28
82
47
14
60
-0.009283
ZRBA
2001-06-22T00:00:00
59
77
5
19
6
44
62
73
42
42
48
95
72
44
29
56
8
68
95
53
44
85
47
14
60
-0.047145
ZRBA
2001-06-29T00:00:00
59
75
14
19
6
56
76
47
42
42
61
94
72
44
23
56
8
68
96
72
60
72
73
14
60
0.043331
ZRBA
2001-07-06T00:00:00
58
73
8
19
6
75
94
13
41
41
54
94
72
43
28
55
8
67
96
89
55
70
80
14
60
0.043888
ZRBA
2001-07-13T00:00:00
58
73
15
19
6
71
87
38
40
40
61
94
72
43
37
54
8
67
96
84
49
76
78
14
60
-0.009312
ZRBA
2001-07-20T00:00:00
60
76
12
19
6
72
81
75
40
40
78
95
72
43
46
54
8
68
95
82
47
78
74
14
60
-0.064084
ZRBA
2001-07-27T00:00:00
57
71
25
18
5
76
88
11
47
47
82
94
72
43
24
54
8
67
96
86
53
83
77
14
60
0.117468
ZRBA
2001-08-03T00:00:00
57
73
8
18
6
65
61
13
46
46
76
93
72
43
30
54
8
67
95
65
49
81
82
14
60
0.03159
ZRBA
2001-08-10T00:00:00
56
71
4
18
6
66
66
7
45
45
75
93
69
44
13
55
8
66
95
68
46
76
71
14
60
0.029039
ZRBA
2001-08-17T00:00:00
56
72
10
17
5
56
43
57
46
46
77
94
69
49
13
55
8
66
95
48
34
83
77
14
60
-0.049513
ZRBA
2001-08-24T00:00:00
55
68
25
16
4
63
52
7
49
49
82
93
69
49
8
54
8
66
95
58
21
85
78
14
60
0.08691
ZRBA
2001-08-31T00:00:00
57
72
8
16
5
75
83
75
55
55
75
94
70
49
14
54
8
66
95
83
40
96
71
14
60
-0.104048
ZRBA
2001-09-07T00:00:00
57
70
16
16
5
72
69
53
54
54
78
94
70
49
14
54
8
66
95
73
39
94
67
14
60
-0.017738
ZRBA
2001-09-14T00:00:00
58
75
3
17
6
54
38
92
57
57
70
94
69
50
21
54
8
66
95
45
5
56
2
14
60
-0.081828
ZRBA
2001-09-21T00:00:00
57
71
2
17
6
76
88
31
45
45
63
93
51
49
12
54
8
65
95
85
25
56
56
14
60
-0.00799
ZRBA
2001-09-28T00:00:00
98
62
20
45
5
75
91
10
48
48
96
93
41
48
10
35
9
86
86
87
22
48
57
14
60
0.127633
ZRBA
2001-10-05T00:00:00
98
63
13
45
6
84
95
23
39
39
94
93
41
48
11
35
10
87
86
92
19
35
56
14
60
0.008791
ZRBA
2001-10-12T00:00:00
98
62
6
45
6
77
70
11
40
40
90
92
40
48
15
36
10
87
86
76
19
40
55
14
60
0.084423
ZRBA
2001-10-19T00:00:00
98
62
7
45
6
87
93
18
38
38
86
92
41
58
20
36
10
86
86
93
19
39
56
14
60
0.011301
ZRBA
2001-10-26T00:00:00
98
59
21
45
5
71
48
28
36
36
95
92
41
55
23
36
10
86
86
60
15
50
53
14
60
0.015893
ZRBA
2001-11-02T00:00:00
98
67
3
45
6
74
50
87
41
41
82
93
40
59
50
36
10
87
85
62
12
45
60
14
60
-0.107064
ZRBA
2001-11-09T00:00:00
98
63
25
44
5
54
24
52
40
40
97
93
39
56
48
38
10
87
86
37
10
40
58
14
60
0.051465
ZRBA
2001-11-16T00:00:00
95
59
64
89
5
77
66
6
56
56
72
90
17
53
19
87
46
81
47
73
4
14
50
14
60
0.255663
ZRBA
2001-11-23T00:00:00
95
59
64
89
5
85
89
9
53
53
64
90
17
55
24
87
46
81
47
90
3
14
50
14
60
0.024259
ZRBA
2001-11-30T00:00:00
95
61
64
89
5
86
84
21
56
56
65
90
17
54
30
87
46
81
48
88
4
15
52
14
60
-0.004049
ZRBA
2001-12-07T00:00:00
95
62
64
89
5
92
96
72
55
55
69
90
17
53
45
87
46
81
46
97
7
8
56
14
60
-0.032927
ZRBA
2001-12-14T00:00:00
94
57
64
89
5
92
92
7
56
56
66
90
17
53
22
87
46
80
48
95
3
5
53
14
60
0.12148
ZRBA
2001-12-21T00:00:00
94
59
63
90
6
94
86
15
55
55
51
89
17
55
34
87
46
80
49
94
4
6
55
14
60
0.01949
ZRBA
2001-12-28T00:00:00
95
58
64
90
5
79
38
48
55
55
66
89
17
53
51
87
46
80
47
59
9
11
57
14
60
-0.017831
ZRBA
2002-01-04T00:00:00
95
61
64
89
5
86
53
87
54
54
68
90
17
53
45
87
46
81
48
74
9
12
54
14
60
-0.026764
ZRBA
2002-01-11T00:00:00
95
68
64
89
6
98
96
94
54
54
55
91
17
54
60
87
46
81
47
99
11
18
61
14
60
-0.068846
ZRBA
2002-01-18T00:00:00
95
67
64
89
7
98
95
61
53
53
60
91
17
68
47
87
46
81
46
99
10
17
63
14
60
0.006815
ZRBA
2002-01-25T00:00:00
94
54
63
89
6
97
92
6
58
58
67
90
17
60
46
87
46
80
48
97
14
7
64
14
60
0.193231
ZRBA
2002-02-01T00:00:00
93
48
63
89
6
95
66
3
59
59
63
88
16
65
17
87
46
79
48
86
17
4
64
14
60
0.117414
ZRBA
2002-02-08T00:00:00
94
56
63
89
6
98
95
46
63
63
23
89
19
68
33
87
46
79
45
98
14
4
68
14
60
-0.111077
ZRBA
2002-02-15T00:00:00
40
56
80
71
6
98
93
20
61
61
45
89
11
67
47
100
52
79
31
98
13
5
65
14
60
0.04621
ZRBA
2002-02-22T00:00:00
40
55
80
70
6
97
77
24
59
59
45
88
11
66
61
100
52
79
28
91
13
5
65
14
60
0.018197
ZRBA
2002-03-01T00:00:00
39
43
79
70
6
95
44
2
64
64
30
87
11
60
31
98
52
78
32
75
14
3
68
14
60
0.187977
ZRBA
2002-03-08T00:00:00
40
50
80
70
5
88
18
60
65
65
42
88
11
51
39
97
52
79
32
53
14
15
72
14
60
-0.084382
ZRBA
2002-03-15T00:00:00
40
55
81
70
5
85
37
87
65
65
38
88
11
54
67
97
52
79
32
63
14
21
72
14
60
-0.054369
ZRBA
2002-03-22T00:00:00
40
51
80
69
5
97
92
25
65
65
29
88
11
63
63
98
53
78
31
97
16
20
70
14
60
0.103617
ZRBA
2002-03-29T00:00:00
42
52
81
68
5
98
97
43
64
64
31
88
10
64
71
98
54
77
30
99
19
21
72
14
60
-0.014885
ZRBA
2002-04-05T00:00:00
43
57
82
67
6
95
83
70
62
62
18
89
10
74
62
98
54
77
31
92
13
9
73
14
60
-0.055644
ZRBA
2002-04-12T00:00:00
43
62
82
66
5
97
92
95
63
63
26
89
10
68
78
98
54
77
32
97
11
8
75
14
60
-0.095077
ZRBA
2002-04-19T00:00:00
43
63
82
66
6
97
93
76
61
61
17
89
10
73
89
98
54
77
32
97
11
7
75
14
60
0.038762
ZRBA
2002-04-26T00:00:00
43
59
82
66
5
99
99
51
59
59
49
89
10
53
91
98
54
77
34
100
13
9
74
14
60
0.005237
ZRBA
2002-05-03T00:00:00
43
62
82
66
6
97
76
76
58
58
29
89
10
65
83
98
55
78
33
90
12
6
74
14
60
-0.047542
ZRBA
2002-05-10T00:00:00
41
55
82
68
5
93
36
14
57
57
33
89
11
54
64
98
55
77
33
67
23
4
77
14
60
0.094359
ZRBA
2002-05-17T00:00:00
62
56
71
16
5
97
87
6
59
59
65
88
11
40
77
72
64
61
42
95
21
3
76
14
60
0.116838
ZRBA
2002-05-24T00:00:00
62
56
71
16
6
97
67
12
57
57
59
88
11
40
89
72
64
61
42
86
41
11
86
14
60
-0.018182
ZRBA
2002-05-31T00:00:00
60
48
70
16
4
92
37
3
59
59
59
87
11
40
80
71
64
60
42
67
14
6
80
14
60
0.111111
ZRBA
2002-06-07T00:00:00
63
56
70
15
3
72
15
75
67
67
67
88
11
41
87
71
64
61
41
42
11
5
76
14
60
-0.158333
ZRBA
2002-06-14T00:00:00
64
60
71
16
3
76
22
80
68
68
69
89
11
41
91
71
64
61
40
48
10
5
73
14
60
-0.093069
ZRBA
2002-06-21T00:00:00
63
59
71
16
4
80
42
48
66
66
39
88
11
41
92
70
64
60
41
62
16
7
71
14
60
0.064327
ZRBA
2002-06-28T00:00:00
62
56
70
16
4
67
29
21
65
65
43
87
11
41
95
70
64
60
41
47
20
13
77
14
60
0.061543
ZRBA
2002-07-05T00:00:00
68
66
72
16
3
87
71
95
74
74
62
89
11
41
96
70
64
61
39
82
15
14
77
14
60
-0.237699
ZRBA
2002-07-12T00:00:00
68
65
72
16
3
96
90
87
72
72
62
89
11
40
94
69
64
61
40
95
21
20
75
14
60
-0.039782
ZRBA
2002-07-19T00:00:00
67
67
72
16
3
95
93
77
71
71
71
90
11
36
96
69
64
61
40
96
23
22
74
14
60
-0.039602
ZRBA
2002-07-26T00:00:00
68
65
72
16
4
98
97
68
67
67
75
90
11
36
97
70
64
61
39
99
36
27
89
14
60
-0.049482
ZRBA
2002-08-02T00:00:00
65
62
72
16
3
87
48
27
67
67
75
89
11
37
96
70
64
61
41
70
33
25
90
14
60
0.080089
ZRBA
2002-08-09T00:00:00
63
62
71
16
3
71
28
24
65
65
76
88
10
38
94
71
64
60
36
48
31
24
90
14
60
0.054377
ZRBA
2002-08-16T00:00:00
57
54
71
15
3
81
48
3
66
66
81
88
10
42
93
71
65
60
37
66
22
26
89
14
60
0.12561
ZRBA
2002-08-23T00:00:00
55
49
70
15
3
90
73
3
66
66
77
87
10
43
92
70
65
59
37
84
22
25
87
14
60
0.133634
ZRBA
2002-08-30T00:00:00
56
54
71
15
3
50
11
31
67
67
69
88
10
42
95
69
65
59
36
28
21
27
88
14
60
-0.067208
ZRBA
2002-09-06T00:00:00
58
59
72
15
3
52
12
81
69
69
71
88
10
42
96
69
65
60
35
29
14
18
81
14
60
-0.111932
ZRBA
2002-09-13T00:00:00
57
55
71
15
3
53
18
28
66
66
71
87
10
43
95
71
65
60
9
33
9
15
89
14
60
0.08649
ZRBA
2002-09-20T00:00:00
55
49
70
15
3
47
25
7
64
64
80
87
10
43
89
71
65
59
9
34
11
18
82
14
60
0.036401
ZRBA
2002-09-27T00:00:00
97
50
64
40
3
57
49
9
62
62
97
86
16
42
87
58
64
86
4
53
12
19
83
14
60
0.008042
ZRBA
2002-10-04T00:00:00
97
56
64
40
3
61
60
47
61
61
91
87
16
42
73
58
64
86
4
61
13
26
87
14
60
-0.047542
ZRBA
2002-10-11T00:00:00
96
48
63
41
3
83
97
3
64
64
86
85
16
42
46
58
64
85
4
94
15
47
87
14
60
0.144957
ZRBA
2002-10-18T00:00:00
97
60
65
40
3
96
98
92
72
72
87
88
16
43
80
58
64
87
4
99
12
45
83
14
60
-0.234398
ZRBA
2002-10-25T00:00:00
97
60
65
40
3
88
90
78
70
70
91
88
16
43
79
58
64
87
4
93
13
48
84
14
60
0.051482
ZRBA
2002-11-01T00:00:00
97
57
64
40
2
64
39
49
69
69
97
87
16
43
76
58
64
87
4
51
13
45
84
14
60
0.084941
ZRBA
2002-11-08T00:00:00
97
60
65
40
2
84
75
90
69
69
96
88
16
43
80
58
64
87
4
84
14
67
71
14
60
-0.110085
ZRBA
2002-11-15T00:00:00
93
69
65
98
3
93
93
92
68
68
53
88
13
43
74
50
55
82
15
96
14
44
62
14
60
-0.026892
ZRBA
2002-11-22T00:00:00
93
68
65
98
3
94
95
95
65
65
68
88
13
42
80
49
54
83
15
97
14
46
70
14
60
-0.02724
ZRBA
2002-11-29T00:00:00
93
71
65
98
3
85
70
79
64
64
57
89
13
40
87
47
54
83
15
80
16
53
76
14
60
0.010146
ZRBA
2002-12-06T00:00:00
93
73
66
98
3
97
98
93
64
64
53
89
13
39
78
47
54
83
15
99
15
54
73
14
60
-0.06127
ZRBA
2002-12-13T00:00:00
93
69
66
98
3
55
26
47
63
63
71
89
13
39
71
47
54
83
15
38
14
57
72
14
60
0.031457
ZRBA
2002-12-20T00:00:00
93
72
65
98
3
59
27
81
62
62
52
89
13
39
82
47
54
83
16
40
15
56
69
14
60
-0.057054
ZRBA
2002-12-27T00:00:00
93
70
66
98
3
73
54
72
56
56
62
89
13
39
85
48
54
83
16
67
15
57
68
14
60
-0.008801
ZRBA
2003-01-03T00:00:00
94
72
66
98
3
47
17
92
55
55
70
89
13
38
83
47
54
83
15
26
16
60
58
14
60
-0.028413
ZRBA
2003-01-10T00:00:00
93
72
66
98
3
44
15
43
53
53
64
89
13
37
88
49
54
83
15
24
16
60
53
14
60
0.056203
ZRBA
2003-01-17T00:00:00
94
72
66
98
3
37
9
78
50
50
67
90
13
67
90
50
54
83
14
17
13
66
43
14
60
-0.04456
ZRBA
2003-01-24T00:00:00
93
72
66
98
3
33
10
44
49
49
64
90
13
67
81
49
54
83
15
15
16
78
45
14
60
0
ZRBA
2003-01-31T00:00:00
93
74
66
98
3
30
6
74
48
48
64
90
13
67
82
49
54
83
14
13
16
77
41
14
60
-0.037808
ZRBA
2003-02-07T00:00:00
93
73
66
98
5
37
21
70
47
47
65
90
13
67
85
50
54
83
14
25
16
78
39
14
60
-0.037176
ZRBA
2003-02-14T00:00:00
26
71
22
37
6
34
16
81
45
45
71
91
11
51
84
25
57
91
9
22
16
80
34
14
60
-0.043255