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
2005-01-21T00:00:00
70
75
74
75
4
45
8
13
70
70
61
90
10
27
58
77
81
89
58
22
24
86
84
1
26
0
ZRBA
2005-01-28T00:00:00
70
78
74
75
5
43
9
32
64
64
55
90
10
27
54
77
81
89
58
22
24
85
87
1
28
0.003326
ZRBA
2005-02-04T00:00:00
71
78
74
75
4
44
22
63
61
61
59
90
10
27
57
77
81
89
58
29
63
87
95
1
47
-0.005525
ZRBA
2005-02-11T00:00:00
69
75
74
75
4
37
31
29
60
60
25
90
17
28
63
92
81
89
75
31
53
82
95
1
39
0.022114
ZRBA
2005-02-18T00:00:00
22
70
34
80
6
40
36
81
62
62
81
91
39
39
61
96
89
91
34
35
46
59
95
1
44
-0.038922
ZRBA
2005-02-25T00:00:00
22
69
34
80
4
52
62
88
63
63
80
91
39
29
78
95
89
91
34
59
52
60
93
1
36
-0.037217
ZRBA
2005-03-04T00:00:00
22
72
34
79
6
92
91
77
61
61
62
91
39
37
76
89
89
91
34
95
57
69
90
1
25
0.00705
ZRBA
2005-03-11T00:00:00
22
67
34
79
5
91
90
28
59
59
70
91
40
33
78
89
89
90
35
94
61
71
91
1
32
0.026718
ZRBA
2005-03-18T00:00:00
22
69
34
77
4
89
89
70
50
50
72
91
40
34
78
89
89
90
36
92
60
62
92
1
39
-0.043068
ZRBA
2005-03-25T00:00:00
22
70
34
77
6
89
85
23
50
50
55
91
39
42
80
89
89
90
35
90
69
65
89
1
42
0.022563
ZRBA
2005-04-01T00:00:00
22
71
34
76
7
78
59
68
50
50
55
91
38
43
69
90
89
90
34
70
70
61
89
1
42
-0.027755
ZRBA
2005-04-08T00:00:00
22
70
34
76
6
84
74
23
50
50
58
91
38
41
56
90
89
90
35
82
67
67
89
1
45
0.022575
ZRBA
2005-04-15T00:00:00
22
64
33
75
4
77
39
17
46
46
77
91
39
30
45
90
89
90
36
60
66
74
83
1
51
0
ZRBA
2005-04-22T00:00:00
22
62
33
75
4
67
19
18
45
45
77
91
39
30
46
90
89
90
36
42
72
72
78
1
45
0.019741
ZRBA
2005-04-29T00:00:00
22
64
33
75
5
65
28
50
44
44
76
91
39
30
61
90
89
90
36
46
69
67
69
1
52
-0.030813
ZRBA
2005-05-06T00:00:00
22
67
33
77
5
77
62
84
43
43
65
91
39
35
81
90
89
91
34
72
65
65
57
1
44
-0.036402
ZRBA
2005-05-13T00:00:00
22
71
33
80
7
66
38
70
41
41
7
91
44
40
72
49
90
91
28
52
65
61
67
3
40
-0.014719
ZRBA
2005-05-20T00:00:00
31
62
89
30
5
75
67
58
40
40
58
91
35
24
58
97
89
63
22
74
68
62
63
3
35
0.028507
ZRBA
2005-05-27T00:00:00
32
66
89
30
6
67
47
86
39
39
39
91
35
40
42
93
89
63
22
58
69
63
65
4
32
-0.028928
ZRBA
2005-06-03T00:00:00
32
64
89
30
6
74
72
53
39
39
51
91
35
40
49
95
89
63
21
77
93
60
47
3
82
0.023557
ZRBA
2005-06-10T00:00:00
32
66
89
31
7
81
87
82
38
38
51
91
35
40
82
95
89
63
21
89
92
75
50
6
78
-0.02058
ZRBA
2005-06-17T00:00:00
32
67
89
30
8
84
80
56
38
38
50
91
35
40
80
95
89
63
21
86
91
75
48
8
77
0.021012
ZRBA
2005-06-24T00:00:00
33
70
89
31
11
73
60
76
38
38
30
91
35
41
76
95
89
63
21
69
91
77
48
11
76
-0.0302
ZRBA
2005-07-01T00:00:00
33
71
89
31
11
56
27
80
36
36
28
91
35
41
79
95
89
63
20
39
92
77
44
11
83
-0.006278
ZRBA
2005-07-08T00:00:00
33
69
89
31
10
59
32
60
36
36
38
91
35
39
87
95
89
63
20
44
94
75
47
13
82
0.021355
ZRBA
2005-07-15T00:00:00
32
66
89
30
8
62
37
23
40
40
57
91
35
36
83
95
89
63
21
49
92
63
64
12
86
0.046765
ZRBA
2005-07-22T00:00:00
33
70
90
31
9
50
18
81
42
42
65
91
35
37
87
95
89
64
22
31
94
63
72
7
84
-0.039948
ZRBA
2005-07-29T00:00:00
32
64
89
30
8
46
33
11
57
57
72
91
35
38
77
95
89
63
22
37
96
53
31
15
85
0.102918
ZRBA
2005-08-05T00:00:00
31
64
89
29
8
40
23
38
55
55
73
91
36
39
73
94
89
63
22
28
95
50
31
17
87
-0.027793
ZRBA
2005-08-12T00:00:00
31
66
90
28
9
43
34
57
54
54
68
91
35
44
85
95
89
63
22
36
94
51
32
21
90
-0.028588
ZRBA
2005-08-19T00:00:00
31
64
89
28
9
36
24
30
52
52
66
91
36
44
83
94
89
62
23
27
96
54
28
23
88
0.017728
ZRBA
2005-08-26T00:00:00
31
65
90
28
9
31
20
44
51
51
66
91
35
45
83
92
88
62
24
22
94
52
25
23
87
-0.005807
ZRBA
2005-09-02T00:00:00
31
67
90
28
9
36
32
82
52
52
68
91
35
45
88
89
88
63
23
32
88
34
24
18
92
-0.044154
ZRBA
2005-09-09T00:00:00
31
67
90
27
9
49
64
71
51
51
67
91
36
45
85
89
88
63
22
57
90
36
25
20
91
0.021875
ZRBA
2005-09-16T00:00:00
30
62
89
27
10
34
22
10
59
59
59
91
36
45
62
89
88
62
24
24
75
14
5
58
94
0.088017
ZRBA
2005-09-23T00:00:00
30
65
89
27
10
67
78
29
59
59
53
91
41
45
28
85
88
63
33
76
62
13
4
60
95
-0.033854
ZRBA
2005-09-30T00:00:00
93
66
81
23
8
64
66
76
59
59
80
91
43
47
39
48
79
64
29
68
60
12
12
53
96
-0.036291
ZRBA
2005-10-07T00:00:00
92
65
82
23
8
56
47
73
52
52
79
91
42
47
34
48
79
64
28
52
58
13
11
54
96
-0.024672
ZRBA
2005-10-14T00:00:00
92
63
81
23
8
65
70
31
51
51
82
91
42
46
36
47
79
63
28
71
63
9
11
52
95
0.013314
ZRBA
2005-10-21T00:00:00
92
64
81
23
9
64
62
30
48
48
67
91
42
56
32
48
79
63
28
66
70
10
10
46
97
0.001194
ZRBA
2005-10-28T00:00:00
92
62
81
23
9
44
26
38
45
45
75
91
43
55
38
47
79
63
28
32
63
10
10
55
97
0.007039
ZRBA
2005-11-04T00:00:00
92
64
81
23
9
45
28
39
42
42
70
91
43
56
36
48
79
63
26
34
57
9
12
59
97
0.028314
ZRBA
2005-11-11T00:00:00
91
66
81
23
10
66
85
51
39
39
80
91
39
57
41
48
79
64
28
79
61
10
12
63
96
-0.002304
ZRBA
2005-11-18T00:00:00
72
69
81
89
9
59
77
74
33
33
44
91
30
57
63
67
80
90
25
71
70
11
13
60
92
-0.024249
ZRBA
2005-11-25T00:00:00
72
65
81
89
9
43
34
39
28
28
53
91
30
56
69
66
80
90
25
37
60
12
16
59
82
0.036686
ZRBA
2005-12-02T00:00:00
74
69
81
89
9
43
36
92
36
36
53
91
30
56
73
66
80
90
25
37
64
20
19
63
72
-0.062785
ZRBA
2005-12-09T00:00:00
73
69
81
89
9
57
66
70
34
34
52
91
30
56
68
66
80
90
26
64
63
22
21
63
74
0.009744
ZRBA
2005-12-16T00:00:00
73
65
81
89
8
55
68
39
34
34
65
91
30
55
75
66
80
90
27
64
64
17
15
63
73
0.027744
ZRBA
2005-12-23T00:00:00
73
69
81
89
9
57
60
53
34
34
54
91
30
56
68
66
80
90
26
59
63
8
17
68
70
-0.011737
ZRBA
2005-12-30T00:00:00
74
68
81
89
8
59
67
87
38
38
62
92
30
55
61
66
80
90
26
65
58
9
11
62
81
-0.043943
ZRBA
2006-01-06T00:00:00
73
71
81
89
9
56
55
53
41
41
48
92
31
56
34
65
80
90
26
56
63
10
16
59
78
0.048447
ZRBA
2006-01-13T00:00:00
74
70
81
89
8
47
36
88
40
40
57
92
30
49
55
64
80
90
26
39
49
23
42
50
85
-0.033175
ZRBA
2006-01-20T00:00:00
74
72
82
89
9
58
57
71
39
39
52
92
30
83
51
64
80
90
26
59
49
23
42
50
84
-0.008578
ZRBA
2006-01-27T00:00:00
74
72
82
89
9
34
15
62
37
37
54
92
31
82
55
64
80
90
26
21
50
27
44
52
85
0.025958
ZRBA
2006-02-03T00:00:00
75
73
82
89
9
38
22
84
36
36
53
92
31
83
58
64
80
90
25
26
48
26
46
42
85
-0.036145
ZRBA
2006-02-10T00:00:00
73
69
81
89
9
47
53
16
40
40
27
92
37
82
44
97
80
90
30
50
55
34
49
37
69
0.0625
ZRBA
2006-02-17T00:00:00
10
96
36
58
9
41
40
95
49
49
77
92
44
77
78
72
83
91
21
38
60
22
50
31
75
-0.082353
ZRBA
2006-02-24T00:00:00
10
95
36
58
8
30
16
87
47
47
77
93
44
74
83
68
83
91
21
19
61
22
51
29
77
-0.008974
ZRBA
2006-03-03T00:00:00
10
97
36
58
8
39
36
91
43
43
58
93
44
73
73
77
83
91
22
35
61
20
49
22
77
-0.016818
ZRBA
2006-03-10T00:00:00
10
96
37
57
8
27
17
85
40
40
52
93
44
75
74
76
83
91
21
17
60
19
53
30
72
-0.032895
ZRBA
2006-03-17T00:00:00
10
97
37
56
8
28
21
90
37
37
49
93
44
77
85
75
83
91
21
20
64
19
55
32
74
-0.017687
ZRBA
2006-03-24T00:00:00
10
97
37
55
8
31
30
73
37
37
56
93
44
74
83
75
84
91
21
27
66
25
47
37
64
0.012465
ZRBA
2006-03-31T00:00:00
10
98
37
53
8
25
14
98
42
42
63
94
44
72
83
75
84
92
20
15
71
27
45
44
64
-0.075239
ZRBA
2006-04-07T00:00:00
10
98
37
54
8
47
66
69
43
43
66
94
44
70
79
75
84
91
18
59
75
41
64
42
59
0.02071
ZRBA
2006-04-14T00:00:00
10
97
37
53
9
20
8
85
42
42
72
94
44
68
77
75
84
91
18
10
75
41
66
43
58
-0.02029
ZRBA
2006-04-21T00:00:00
10
97
37
53
9
18
9
54
37
37
79
94
44
66
75
75
84
91
19
10
75
43
65
39
52
0.02071
ZRBA
2006-04-28T00:00:00
10
99
37
54
9
13
9
34
34
34
53
94
44
76
75
75
84
91
19
8
70
37
77
41
70
0.021739
ZRBA
2006-05-05T00:00:00
10
99
37
56
9
12
9
88
35
35
61
94
45
74
80
76
84
91
20
7
75
39
64
44
77
-0.04539
ZRBA
2006-05-12T00:00:00
17
97
37
15
9
11
8
92
42
42
90
94
51
59
84
85
86
72
18
7
76
53
68
43
76
-0.093611
ZRBA
2006-05-19T00:00:00
17
99
38
15
9
11
12
96
46
46
73
95
51
71
83
85
87
72
18
9
47
21
63
59
71
-0.095082
ZRBA
2006-05-26T00:00:00
17
99
38
16
15
7
3
98
48
48
86
95
51
63
87
51
86
73
17
3
39
4
71
52
73
-0.076087
ZRBA
2006-06-02T00:00:00
17
99
38
16
14
8
9
85
50
50
91
95
51
59
84
59
86
73
17
6
37
3
74
52
73
0.023529
ZRBA
2006-06-09T00:00:00
17
99
38
16
15
8
9
55
47
47
81
95
52
66
83
59
86
72
18
6
46
4
69
46
62
-0.001916
ZRBA
2006-06-16T00:00:00
17
99
38
16
15
9
18
40
44
44
78
95
52
68
78
60
86
72
19
11
49
4
64
53
64
-0.003839
ZRBA
2006-06-23T00:00:00
17
99
38
16
14
12
43
19
47
47
88
95
52
63
76
59
86
72
18
23
37
1
56
45
61
0.028902
ZRBA
2006-06-30T00:00:00
17
99
38
16
14
9
12
40
44
44
91
95
52
60
71
60
86
72
19
8
30
1
61
46
60
0.018727
ZRBA
2006-07-07T00:00:00
17
98
38
16
14
7
8
71
43
43
93
95
52
57
72
60
86
72
18
5
31
1
60
43
59
-0.044118
ZRBA
2006-07-14T00:00:00
17
97
38
16
14
6
4
46
41
41
94
95
52
53
67
59
86
72
19
4
31
2
56
40
62
-0.009615
ZRBA
2006-07-21T00:00:00
17
99
38
16
14
4
3
66
37
37
95
95
52
66
67
59
86
72
19
2
31
2
51
41
62
-0.031068
ZRBA
2006-07-28T00:00:00
17
99
38
16
13
5
4
82
29
29
100
95
52
54
60
59
86
72
19
3
29
2
60
35
56
-0.016032
ZRBA
2006-08-04T00:00:00
17
99
38
15
13
6
16
82
24
24
99
95
52
58
59
59
86
72
18
8
36
3
61
42
67
-0.014257
ZRBA
2006-08-11T00:00:00
17
99
38
15
14
6
27
70
22
22
100
95
52
55
56
60
86
71
19
13
27
1
67
37
71
-0.016529
ZRBA
2006-08-18T00:00:00
16
99
38
15
13
8
49
72
22
22
100
95
52
57
46
59
86
71
19
25
28
1
63
38
65
0.012605
ZRBA
2006-08-25T00:00:00
16
100
39
15
14
8
45
99
54
54
94
96
52
70
59
52
86
72
18
23
56
6
92
58
46
-0.170124
ZRBA
2006-09-01T00:00:00
16
100
39
15
13
7
29
100
58
58
98
96
52
62
66
52
86
73
18
15
69
8
96
80
31
-0.1225
ZRBA
2006-09-08T00:00:00
16
100
39
15
13
9
46
67
68
68
96
96
52
66
57
52
86
72
18
25
67
3
96
61
46
0.099715
ZRBA
2006-09-15T00:00:00
16
100
39
15
12
9
35
45
67
67
100
96
52
57
44
52
86
73
18
19
61
4
94
60
50
0.036269
ZRBA
2006-09-22T00:00:00
17
95
36
15
11
8
20
1
96
96
50
93
30
65
6
64
86
70
23
12
47
3
43
4
68
0.65
ZRBA
2006-09-29T00:00:00
93
100
85
44
10
8
18
50
97
97
84
94
14
63
20
84
75
93
22
11
49
3
52
2
75
-0.210606
ZRBA
2006-10-06T00:00:00
93
100
85
44
10
10
23
47
96
96
80
94
14
64
18
85
75
93
22
14
51
3
51
2
74
0
ZRBA
2006-10-13T00:00:00
93
99
85
44
10
9
21
37
96
96
80
94
14
59
10
85
75
93
22
12
51
4
51
2
73
0.071017
ZRBA
2006-10-20T00:00:00
93
99
85
45
10
4
3
2
96
96
80
94
14
41
5
84
75
92
23
3
48
2
49
2
79
0.137993
ZRBA
2006-10-27T00:00:00
93
98
84
44
10
3
2
3
96
96
75
93
15
44
4
84
75
92
24
2
45
2
48
2
75
0.056693
ZRBA
2006-11-03T00:00:00
93
99
85
44
10
4
5
67
96
96
79
94
14
42
4
84
75
92
24
3
45
3
48
2
75
-0.076006
ZRBA
2006-11-10T00:00:00
93
99
85
43
10
5
15
92
96
96
90
94
16
35
7
84
75
93
23
7
44
3
49
2
77
-0.106452
ZRBA
2006-11-17T00:00:00
35
100
89
82
10
63
100
99
96
96
27
95
45
40
12
82
91
92
27
86
45
3
43
3
72
-0.140794
ZRBA
2006-11-24T00:00:00
35
99
89
82
10
23
84
85
96
96
37
95
45
40
7
81
91
92
28
54
45
3
41
4
65
0.056723
ZRBA
2006-12-01T00:00:00
35
100
89
82
10
21
75
94
94
94
29
95
45
39
9
81
91
92
28
47
45
3
40
3
65
-0.035785
ZRBA
2006-12-08T00:00:00
35
100
89
82
10
32
87
44
92
92
31
95
45
39
8
81
91
92
28
62
43
3
39
4
66
0.03299
ZRBA
2006-12-15T00:00:00
35
99
89
82
10
56
98
24
92
92
26
95
45
39
7
81
91
91
28
81
42
3
41
3
63
0.047904