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
2006-12-22T00:00:00
35
99
90
82
10
63
99
87
91
91
47
95
45
39
23
81
91
92
28
85
42
3
44
4
63
-0.07619
ZRBA
2006-12-29T00:00:00
35
100
90
82
8
53
71
90
90
90
28
96
45
39
12
81
91
92
28
64
43
3
45
4
65
-0.020619
ZRBA
2007-01-05T00:00:00
35
99
89
82
8
22
27
8
91
91
44
95
45
37
6
81
91
91
28
21
46
2
59
2
57
0.115789
ZRBA
2007-01-12T00:00:00
35
99
90
82
8
8
6
89
91
91
42
96
45
44
16
80
91
92
27
5
34
1
68
2
47
-0.092453
ZRBA
2007-01-19T00:00:00
35
99
89
82
8
10
8
49
90
90
41
96
45
43
39
80
91
92
27
7
38
1
67
2
48
0.02079
ZRBA
2007-01-26T00:00:00
35
100
90
82
9
9
7
89
88
88
40
96
45
43
26
80
91
92
27
6
39
1
66
2
50
-0.022403
ZRBA
2007-02-02T00:00:00
36
100
90
82
9
12
23
92
87
87
35
96
45
48
24
80
91
92
27
15
40
2
69
2
58
-0.029167
ZRBA
2007-02-09T00:00:00
35
100
89
82
10
18
59
49
87
87
37
96
45
46
18
80
91
92
27
36
39
2
69
2
58
0.030043
ZRBA
2007-02-16T00:00:00
19
72
34
41
10
11
20
68
86
86
28
96
46
31
24
19
92
95
60
12
25
2
65
2
64
0
ZRBA
2007-02-23T00:00:00
19
74
34
41
33
10
21
57
84
84
27
96
47
37
48
17
92
95
59
12
20
2
67
1
63
0
ZRBA
2007-03-02T00:00:00
19
72
33
40
32
26
78
16
79
79
21
96
47
32
22
46
92
95
60
53
61
2
79
1
63
0.010417
ZRBA
2007-03-09T00:00:00
19
72
33
40
32
10
13
22
77
77
15
96
46
36
16
47
92
95
60
9
59
3
80
1
65
0.010309
ZRBA
2007-03-16T00:00:00
20
72
34
39
32
13
32
20
69
69
20
96
46
35
15
50
92
94
59
19
61
4
79
1
66
0
ZRBA
2007-03-23T00:00:00
20
72
34
39
32
11
15
66
58
58
21
96
46
34
49
50
92
94
59
10
65
4
78
1
63
0
ZRBA
2007-03-30T00:00:00
20
72
34
39
33
10
7
34
56
56
19
96
46
36
38
51
92
94
58
6
64
4
79
1
63
0.010204
ZRBA
2007-04-06T00:00:00
20
73
34
38
33
12
27
42
55
55
9
96
46
43
39
52
92
94
58
16
62
4
76
2
73
0.010101
ZRBA
2007-04-13T00:00:00
20
74
35
38
34
12
20
89
58
58
10
96
46
37
38
51
92
94
57
13
64
4
79
2
71
-0.046
ZRBA
2007-04-20T00:00:00
20
74
34
38
35
10
26
71
56
56
6
96
46
38
34
52
92
94
57
14
65
5
78
2
73
0.016771
ZRBA
2007-04-27T00:00:00
20
72
34
38
35
20
73
65
54
54
27
96
46
29
35
52
92
94
57
46
64
5
78
2
78
0
ZRBA
2007-05-04T00:00:00
20
74
34
39
35
22
71
40
53
53
8
96
46
38
40
52
92
94
58
45
59
5
69
1
83
0.012371
ZRBA
2007-05-11T00:00:00
44
79
87
20
35
25
77
1
93
93
62
94
42
38
11
89
93
70
80
51
41
5
58
1
91
0.281059
ZRBA
2007-05-18T00:00:00
45
82
88
21
35
19
48
31
93
93
63
95
42
40
16
31
93
70
79
31
43
5
53
1
88
-0.08744
ZRBA
2007-05-25T00:00:00
46
83
88
21
35
23
60
36
92
92
48
95
42
40
18
31
93
70
79
40
44
5
52
1
86
-0.010453
ZRBA
2007-06-01T00:00:00
46
82
87
21
42
26
62
45
92
92
65
95
42
45
14
27
93
70
79
43
53
2
92
6
49
0.03169
ZRBA
2007-06-08T00:00:00
46
82
87
21
43
15
20
13
91
91
57
95
42
46
16
27
93
70
80
15
48
2
87
16
43
0.006826
ZRBA
2007-06-15T00:00:00
46
83
87
21
43
17
22
21
91
91
44
95
42
46
13
28
93
70
80
17
48
2
87
14
44
0.016949
ZRBA
2007-06-22T00:00:00
46
80
87
22
42
19
33
12
90
90
59
95
42
46
7
27
93
70
80
23
48
2
88
14
57
0.05
ZRBA
2007-06-29T00:00:00
45
75
87
21
44
28
46
2
91
91
67
94
42
46
4
27
93
69
82
35
49
11
90
13
50
0.111111
ZRBA
2007-07-06T00:00:00
45
76
87
22
44
82
98
6
90
90
36
94
42
45
6
27
93
69
82
93
50
13
91
13
49
0.031429
ZRBA
2007-07-13T00:00:00
45
77
87
21
45
70
93
55
90
90
67
94
42
43
5
26
92
69
80
85
42
11
89
15
43
-0.051247
ZRBA
2007-07-20T00:00:00
45
77
86
22
45
67
87
21
84
84
70
94
42
52
4
26
93
69
82
80
49
12
88
16
52
0.029197
ZRBA
2007-07-27T00:00:00
44
71
86
21
45
56
86
11
75
75
78
94
42
52
3
26
93
69
81
73
56
19
91
2
81
0
ZRBA
2007-08-03T00:00:00
43
70
86
21
45
68
89
10
71
71
76
94
42
53
3
27
93
68
82
82
58
21
93
2
84
0.007092
ZRBA
2007-08-10T00:00:00
40
68
86
20
46
67
87
20
65
65
74
94
41
57
9
28
93
68
83
80
58
22
94
2
81
0.021127
ZRBA
2007-08-17T00:00:00
41
72
86
20
45
75
89
58
67
67
73
94
41
58
6
28
92
68
81
85
51
18
94
3
79
-0.051034
ZRBA
2007-08-24T00:00:00
40
70
86
20
45
81
99
29
66
66
66
94
41
58
14
22
93
68
82
93
53
20
94
3
81
0.045058
ZRBA
2007-08-31T00:00:00
41
73
86
20
45
79
98
83
68
68
74
94
41
58
39
26
92
68
82
91
55
19
94
3
76
-0.048679
ZRBA
2007-09-07T00:00:00
40
72
86
20
46
75
81
18
63
63
66
94
41
58
42
26
92
68
82
81
49
16
96
3
70
0.04386
ZRBA
2007-09-14T00:00:00
40
70
86
20
46
81
90
58
61
61
74
94
41
58
18
26
92
68
81
88
51
40
89
4
78
-0.012605
ZRBA
2007-09-21T00:00:00
41
73
86
20
47
88
95
79
57
57
55
94
52
58
5
26
92
68
81
94
65
51
76
3
83
-0.019858
ZRBA
2007-09-28T00:00:00
95
77
81
52
43
89
95
94
59
59
73
94
43
39
24
56
90
86
85
94
72
65
84
4
82
-0.057887
ZRBA
2007-10-05T00:00:00
95
76
81
52
44
91
92
95
58
58
84
94
43
39
29
55
90
86
84
94
77
71
88
5
85
-0.024578
ZRBA
2007-10-12T00:00:00
95
78
81
52
44
89
71
97
61
61
81
95
43
38
40
56
90
87
84
84
81
58
89
4
85
-0.066142
ZRBA
2007-10-19T00:00:00
95
78
81
52
43
90
83
72
58
58
75
94
43
40
25
56
90
86
84
90
82
59
89
4
85
-0.005059
ZRBA
2007-10-26T00:00:00
95
80
81
52
44
84
44
90
55
55
74
95
43
39
42
57
90
87
83
66
82
51
93
3
87
-0.037288
ZRBA
2007-11-02T00:00:00
95
79
81
51
14
91
82
52
52
52
62
94
44
38
50
57
90
87
84
90
81
49
92
3
83
0.010563
ZRBA
2007-11-09T00:00:00
95
78
81
49
14
87
64
79
53
53
82
95
43
40
80
56
90
87
84
79
69
47
77
3
86
-0.074913
ZRBA
2007-11-16T00:00:00
100
93
60
36
13
80
34
83
44
44
93
96
83
35
89
8
75
94
73
58
68
43
79
5
87
-0.050847
ZRBA
2007-11-23T00:00:00
100
92
60
36
14
65
21
66
42
42
95
96
83
35
88
8
75
94
73
41
68
44
78
5
87
-0.007937
ZRBA
2007-11-30T00:00:00
100
92
60
36
13
53
13
88
40
40
96
96
83
35
93
9
75
94
73
30
67
41
74
9
87
-0.04
ZRBA
2007-12-07T00:00:00
100
93
60
36
14
41
7
90
39
39
94
96
83
34
95
9
75
94
73
21
70
44
66
16
85
-0.041667
ZRBA
2007-12-14T00:00:00
100
92
60
36
14
48
14
23
53
53
93
95
83
34
90
9
75
94
73
29
66
44
53
41
77
0.076087
ZRBA
2007-12-21T00:00:00
100
91
60
36
13
41
11
34
49
49
99
95
83
34
94
9
75
94
73
23
63
33
44
35
78
0.010101
ZRBA
2007-12-28T00:00:00
100
91
61
36
13
49
25
72
51
51
100
96
83
35
97
9
75
94
73
36
66
37
57
36
84
-0.06
ZRBA
2008-01-04T00:00:00
100
90
59
36
13
40
18
3
73
73
98
95
83
33
90
9
75
93
75
27
62
53
96
33
92
0.168085
ZRBA
2008-01-11T00:00:00
100
90
59
36
13
34
14
7
69
69
94
95
83
32
90
9
75
93
76
22
62
55
96
31
91
0.001821
ZRBA
2008-01-18T00:00:00
100
91
59
36
14
36
23
34
68
68
98
95
83
30
91
9
75
94
75
27
86
91
100
63
87
-0.072727
ZRBA
2008-01-25T00:00:00
100
92
60
36
14
30
12
80
66
66
87
95
83
30
92
9
75
94
74
19
62
88
99
49
83
-0.058824
ZRBA
2008-02-01T00:00:00
100
92
60
36
14
25
10
86
59
59
93
95
83
30
94
9
75
94
74
15
70
88
98
42
84
-0.010417
ZRBA
2008-02-08T00:00:00
13
91
25
16
14
40
52
88
60
60
30
96
92
37
93
10
76
69
82
45
73
88
99
46
78
-0.075789
ZRBA
2008-02-15T00:00:00
13
92
26
15
14
41
49
98
65
65
85
96
71
36
95
17
76
70
84
43
85
86
98
40
90
-0.123007
ZRBA
2008-02-22T00:00:00
13
91
26
16
14
34
25
81
64
64
86
96
71
34
94
16
76
70
84
27
83
87
97
48
90
0.025974
ZRBA
2008-02-29T00:00:00
14
91
25
15
14
71
90
69
61
61
86
96
72
34
90
53
76
70
85
84
85
94
98
50
86
0.002532
ZRBA
2008-03-07T00:00:00
14
91
25
15
14
74
92
66
58
58
80
96
71
41
87
53
76
70
85
87
85
91
99
69
85
-0.050505
ZRBA
2008-03-14T00:00:00
14
91
25
15
14
61
80
21
53
53
76
96
70
46
85
55
76
69
85
74
89
89
98
41
88
0.06383
ZRBA
2008-03-21T00:00:00
15
91
25
15
15
46
44
73
51
51
77
96
70
46
88
55
76
70
85
43
88
91
98
55
89
-0.06
ZRBA
2008-03-28T00:00:00
15
90
25
15
47
38
23
65
49
49
91
96
69
35
82
56
76
70
85
25
83
90
98
58
85
0
ZRBA
2008-04-04T00:00:00
15
92
25
15
47
35
19
93
47
47
90
96
69
35
89
56
76
70
85
22
78
86
99
66
72
-0.055851
ZRBA
2008-04-11T00:00:00
15
91
25
15
47
21
4
61
47
47
86
96
69
32
92
56
76
70
85
10
70
84
97
69
71
0.008451
ZRBA
2008-04-18T00:00:00
16
90
25
15
48
23
8
16
59
59
81
96
69
29
88
56
76
69
86
12
66
86
98
73
54
0.117318
ZRBA
2008-04-25T00:00:00
16
91
25
15
49
18
14
36
53
53
58
96
69
39
85
56
76
69
85
13
73
90
98
73
57
-0.015
ZRBA
2008-05-02T00:00:00
16
91
25
16
49
20
19
44
50
50
60
96
70
38
84
55
76
70
86
17
72
89
97
73
57
0
ZRBA
2008-05-09T00:00:00
18
92
27
16
46
29
54
99
77
77
82
97
92
31
81
65
79
71
82
40
79
88
98
61
50
-0.248731
ZRBA
2008-05-16T00:00:00
17
92
28
17
45
22
29
99
75
75
29
97
92
33
87
64
79
72
82
22
83
94
94
55
46
-0.070946
ZRBA
2008-05-23T00:00:00
16
93
28
17
45
19
29
98
75
75
18
97
92
39
90
59
78
73
82
20
83
96
94
51
46
-0.087273
ZRBA
2008-05-30T00:00:00
17
93
28
17
44
14
11
95
74
74
21
97
92
51
89
51
78
73
82
10
83
95
95
55
46
-0.007968
ZRBA
2008-06-06T00:00:00
16
92
28
18
47
17
22
94
72
72
29
97
92
47
90
51
79
73
81
16
80
93
94
54
50
-0.056225
ZRBA
2008-06-13T00:00:00
17
92
28
18
47
27
67
60
72
72
37
97
92
42
89
51
78
73
82
46
81
94
90
55
38
0.021277
ZRBA
2008-06-20T00:00:00
17
92
28
18
47
28
53
35
72
72
33
97
92
44
83
50
78
73
82
38
79
91
92
51
32
0.016667
ZRBA
2008-06-27T00:00:00
17
92
28
18
47
26
50
70
68
68
32
97
92
45
77
49
79
73
81
35
78
86
92
50
33
-0.086066
ZRBA
2008-07-04T00:00:00
17
92
28
18
47
11
3
49
62
62
26
97
92
47
74
49
78
73
82
5
78
89
91
57
30
-0.013453
ZRBA
2008-07-11T00:00:00
17
92
28
17
47
8
3
63
58
58
45
97
92
50
81
49
79
73
82
4
79
90
89
54
33
-0.022727
ZRBA
2008-07-18T00:00:00
17
91
28
17
47
7
2
61
41
41
48
97
92
44
74
49
79
73
82
3
80
90
92
55
33
0
ZRBA
2008-07-25T00:00:00
17
91
27
17
49
7
3
4
70
70
46
97
92
46
50
49
79
72
83
4
74
79
65
22
81
0.209302
ZRBA
2008-08-01T00:00:00
17
91
28
17
49
7
3
83
74
74
46
97
92
45
56
50
79
73
82
4
73
78
73
22
65
-0.153846
ZRBA
2008-08-08T00:00:00
17
91
28
16
49
8
11
68
72
72
52
97
92
39
48
51
78
72
82
8
72
78
75
24
65
0
ZRBA
2008-08-15T00:00:00
17
92
27
15
49
9
28
70
69
69
41
97
92
56
47
50
78
72
82
16
71
75
78
20
67
0.013636
ZRBA
2008-08-22T00:00:00
17
92
27
15
51
9
18
59
66
66
40
97
92
56
44
49
78
72
83
11
74
77
85
10
72
-0.013453
ZRBA
2008-08-29T00:00:00
17
92
28
15
50
11
32
30
65
65
43
97
92
53
42
49
78
72
85
19
74
74
87
10
73
0.022727
ZRBA
2008-09-05T00:00:00
17
91
27
15
50
12
32
12
65
65
47
97
92
46
20
49
78
72
85
20
73
72
73
4
85
0.066667
ZRBA
2008-09-12T00:00:00
16
93
28
15
50
11
31
96
81
81
41
98
92
54
44
50
78
73
82
18
62
45
36
4
43
-0.283333
ZRBA
2008-09-19T00:00:00
16
92
28
15
48
22
86
72
80
80
49
97
92
44
44
50
78
72
79
55
77
47
56
4
57
0.075581
ZRBA
2008-09-26T00:00:00
2
93
40
24
47
12
22
30
79
79
28
97
71
46
36
36
74
66
81
13
76
60
76
2
76
0.07027
ZRBA
2008-10-03T00:00:00
2
92
40
24
48
12
26
17
72
72
37
97
72
40
30
35
74
65
82
15
86
75
89
2
74
-0.040404
ZRBA
2008-10-10T00:00:00
2
91
40
24
47
12
28
38
64
64
13
97
71
32
22
35
74
65
82
16
80
76
90
14
65
-0.178947
ZRBA
2008-10-17T00:00:00
2
95
41
24
48
13
29
90
62
62
2
97
71
48
33
35
74
66
80
18
73
69
92
8
12
-0.166667
ZRBA
2008-10-24T00:00:00
2
91
40
24
47
14
52
55
58
58
14
97
72
34
32
35
74
66
80
29
63
73
90
7
7
-0.030769
ZRBA
2008-10-31T00:00:00
2
92
41
24
47
22
79
68
50
50
10
97
72
37
27
35
74
66
80
49
64
67
91
9
7
0.063492
ZRBA
2008-11-07T00:00:00
67
90
73
82
47
7
7
10
52
52
46
97
93
47
12
89
76
92
85
5
53
72
93
12
8
0.104478
ZRBA
2008-11-14T00:00:00
65
88
70
81
46
11
18
2
59
59
43
96
94
49
4
39
75
92
82
12
51
83
81
8
4
0.189189