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
⌀
ZSANQ
2015-04-17T00:00:00
27
72
27
6
2
40
42
91
86
86
16
78
44
29
41
45
99
82
60.5
39
60
56
57
39
68
-0.125351
ZSANQ
2015-04-24T00:00:00
27
72
28
6
2
20
7
98
85
85
43
79
44
11
41
45
99
82
60.5
10
60
56
57
39
68
-0.058824
ZSANQ
2015-05-01T00:00:00
27
72
27
6
2
46
68
49
85
85
29
78
44
18
41
45
99
82
60.5
59
60
56
57
39
68
0.064773
ZSANQ
2015-05-08T00:00:00
27
72
27
6
2
57
78
9
83
83
42
77
44
4
41
45
99
82
60.5
70
60
56
57
39
68
0.042369
ZSANQ
2015-05-15T00:00:00
11
37
13
9
2
17
9
8
83
83
39
75
44
6
41
45
24
82
60.5
11
60
56
57
39
68
0.065834
ZSANQ
2015-05-22T00:00:00
11
40
14
9
2
11
4
92
85
85
39
76
44
47
41
45
24
83
60.5
5
60
56
57
39
68
-0.107589
ZSANQ
2015-05-29T00:00:00
11
40
15
9
2
33
61
95
85
85
38
77
44
33
41
45
24
83
60.5
46
60
56
57
39
68
-0.063724
ZSANQ
2015-06-05T00:00:00
10
43
15
9
2
55
80
98
85
85
37
78
44
36
41
45
24
84
60.5
72
60
56
57
39
68
-0.106691
ZSANQ
2015-06-12T00:00:00
10
44
15
9
2
9
4
98
82
82
38
78
44
40
41
45
24
84
60.5
5
60
56
57
39
68
-0.054054
ZSANQ
2015-06-19T00:00:00
10
44
15
9
2
8
3
92
80
80
38
78
44
28
41
45
24
84
60.5
4
60
56
57
39
68
-0.002721
ZSANQ
2015-06-26T00:00:00
10
43
15
9
2
15
25
70
78
78
39
78
44
19
41
45
24
84
60.5
15
60
56
57
39
68
0.00955
ZSANQ
2015-07-03T00:00:00
10
42
15
9
2
30
76
13
79
79
39
78
44
41
41
45
24
84
60.5
54
60
56
57
39
68
0.055405
ZSANQ
2015-07-10T00:00:00
11
40
15
9
2
75
88
9
79
79
77
77
44
17
41
45
24
83
60.5
86
60
56
57
39
68
0.057618
ZSANQ
2015-07-17T00:00:00
11
38
14
9
2
16
12
1
85
85
64
76
44
31
41
45
24
83
60.5
12
60
56
57
39
68
0.1477
ZSANQ
2015-07-24T00:00:00
11
39
15
9
2
11
8
32
85
85
91
76
44
3
41
45
24
83
60.5
8
60
56
57
39
68
-0.081224
ZSANQ
2015-07-31T00:00:00
11
42
15
9
2
5
4
82
85
85
51
77
44
50
41
45
24
83
60.5
3
60
56
57
39
68
-0.10333
ZSANQ
2015-08-07T00:00:00
11
41
14
9
2
5
3
67
82
82
50
77
44
42
41
45
24
82
60.5
3
60
56
57
39
68
-0.008963
ZSANQ
2015-08-14T00:00:00
5
38
18
7
2
5
4
52
79
79
40
80
44
7
41
45
7
87
60.5
3
60
56
57
39
68
0.023256
ZSANQ
2015-08-21T00:00:00
6
37
18
8
2
7
7
19
75
75
40
79
44
5
41
45
7
87
60.5
5
60
56
57
39
68
0
ZSANQ
2015-08-28T00:00:00
6
36
18
7
2
14
47
21
73
73
43
79
44
44
41
45
7
87
60.5
28
60
56
57
39
68
0.022727
ZSANQ
2015-09-04T00:00:00
6
34
18
7
2
30
70
4
74
74
84
78
44
6
41
45
7
86
60.5
49
60
56
57
39
68
0.083951
ZSANQ
2015-09-11T00:00:00
5
36
18
7
2
88
92
75
78
78
88
79
44
2
41
45
7
87
60.5
92
60
56
57
39
68
-0.092255
ZSANQ
2015-09-18T00:00:00
6
35
18
7
2
57
85
8
79
79
63
78
44
26
41
45
7
87
60.5
73
60
56
57
39
68
0.092848
ZSANQ
2015-09-25T00:00:00
5
40
20
7
2
22
31
97
87
87
57
81
44
30
41
45
7
88
60.5
24
60
56
57
39
68
-0.238806
ZSANQ
2015-10-02T00:00:00
4
54
23
7
2
27
39
100
96
96
45
87
44
44
41
45
7
89
60.5
31
60
56
57
39
68
-0.435897
ZSANQ
2015-10-09T00:00:00
3
60
25
7
92
31
41
100
95
95
62
89
44
13
41
45
7
89
60.5
34
86
68
98
4
100
-0.240642
ZSANQ
2015-10-16T00:00:00
3
59
25
7
8
45
60
93
95
95
34
89
44
11
41
45
7
89
60.5
52
83
67
98
4
100
0.014085
ZSANQ
2015-10-23T00:00:00
3
59
24
8
7
46
65
91
95
95
26
89
44
12
41
45
7
89
60.5
56
83
64
98
4
100
0.003472
ZSANQ
2015-10-30T00:00:00
3
60
25
8
8
83
92
89
94
94
1
89
44
18
41
45
7
89
60.5
92
83
63
98
3
100
-0.050173
ZSANQ
2015-11-06T00:00:00
4
56
24
8
8
41
42
22
95
95
34
88
44
9
41
45
7
89
60.5
40
76
57
97
7
100
0.15847
ZSANQ
2015-11-13T00:00:00
2
50
27
4
7
78
94
82
95
95
18
89
44
12
41
45
41
90
60.5
89
75
54
98
8
100
-0.113208
ZSANQ
2015-11-20T00:00:00
2
47
27
4
7
15
13
13
95
95
33
88
44
8
41
45
41
90
60.5
12
70
52
98
13
100
0.070922
ZSANQ
2015-11-27T00:00:00
2
51
28
5
7
2
1
96
94
94
34
89
44
8
41
45
41
91
60.5
1
69
56
98
16
100
-0.109272
ZSANQ
2015-12-04T00:00:00
2
53
28
4
7
1
1
78
93
93
4
89
44
17
41
45
41
91
60.5
1
69
50
98
16
100
0
ZSANQ
2015-12-11T00:00:00
2
51
29
4
7
1
1
91
89
89
23
89
44
10
41
45
41
91
60.5
1
70
51
97
12
100
-0.100372
ZSANQ
2015-12-18T00:00:00
2
52
28
4
7
2
1
44
86
86
24
89
44
10
41
45
41
91
60.5
1
69
59
97
12
99
0.053719
ZSANQ
2015-12-25T00:00:00
2
53
29
4
7
2
2
96
85
85
20
90
44
11
41
45
41
91
60.5
2
72
51
98
12
97
-0.062745
ZSANQ
2016-01-01T00:00:00
2
53
29
4
7
2
18
95
85
85
27
90
44
9
41
45
41
91
60.5
8
73
50
97
12
96
-0.046025
ZSANQ
2016-01-08T00:00:00
2
54
28
4
9
2
9
28
83
83
11
89
44
13
41
45
41
91
60.5
4
78
68
97
8
96
0.048246
ZSANQ
2016-01-15T00:00:00
2
55
29
4
9
3
35
74
79
79
11
90
44
16
41
45
41
91
60.5
18
77
65
96
10
96
-0.121339
ZSANQ
2016-01-22T00:00:00
2
54
29
4
9
2
8
90
76
76
13
90
44
14
41
45
41
91
60.5
4
75
58
95
11
97
-0.061905
ZSANQ
2016-01-29T00:00:00
2
51
28
4
9
3
12
25
83
83
57
89
44
8
10
45
41
91
60.5
6
66
59
84
17
97
0.15736
ZSANQ
2016-02-05T00:00:00
2
52
28
4
10
3
10
21
81
81
5
90
44
17
47
45
41
91
60.5
6
67
62
84
16
97
-0.013158
ZSANQ
2016-02-12T00:00:00
2
53
28
4
10
4
22
50
79
79
28
90
44
12
46
45
41
91
60.5
11
67
66
84
17
96
-0.057778
ZSANQ
2016-02-19T00:00:00
3
51
28
4
10
3
7
27
77
77
24
89
44
13
48
45
41
91
60.5
4
66
65
84
17
96
0.073585
ZSANQ
2016-02-26T00:00:00
3
48
28
4
10
3
5
7
78
78
45
89
44
9
44
45
41
90
60.5
3
64
60
84
24
95
0.094025
ZSANQ
2016-03-04T00:00:00
2
53
28
4
10
5
48
63
74
74
1
90
44
21
26
45
41
91
60.5
23
67
68
86
20
95
-0.044177
ZSANQ
2016-03-11T00:00:00
3
51
28
4
10
5
21
8
77
77
8
89
44
19
19
45
41
91
60.5
11
57
59
80
22
93
0.121849
ZSANQ
2016-03-18T00:00:00
3
49
28
4
10
4
14
33
76
76
35
89
44
12
22
45
41
91
60.5
8
57
58
79
23
93
0
ZSANQ
2016-03-25T00:00:00
3
48
28
4
10
6
60
33
74
74
25
89
44
14
20
45
41
91
60.5
31
65
56
81
26
90
-0.022472
ZSANQ
2016-04-01T00:00:00
3
47
30
3
10
7
65
97
80
80
57
90
44
19
7
45
45
91
60.5
34
68
63
79
23
91
-0.114943
ZSANQ
2016-04-08T00:00:00
3
44
30
3
11
8
48
98
78
78
79
90
44
10
6
45
45
91
60.5
26
67
64
75
23
92
-0.056277
ZSANQ
2016-04-15T00:00:00
2
49
31
3
10
9
64
99
78
78
81
91
44
48
11
45
45
91
60.5
34
70
66
74
25
92
-0.080275
ZSANQ
2016-04-22T00:00:00
2
49
31
3
11
13
88
93
78
78
94
91
44
40
12
45
45
91
60.5
48
68
64
73
26
90
0.002494
ZSANQ
2016-04-29T00:00:00
3
48
30
3
11
7
47
33
79
79
82
90
44
49
8
45
45
91
60.5
20
61
58
65
33
90
0.08209
ZSANQ
2016-05-06T00:00:00
2
45
31
3
11
16
90
54
76
76
100
90
44
37
10
45
45
92
60.5
53
52
55
58
30
91
-0.032184
ZSANQ
2016-05-13T00:00:00
1
38
39
2
10
15
81
64
76
76
60
90
44
43
10
45
53
93
60.5
46
55
50
62
38
90
-0.026128
ZSANQ
2016-05-20T00:00:00
1
39
40
2
11
12
80
97
76
76
73
91
44
40
16
45
53
93
60.5
44
51
57
66
42
89
-0.121951
ZSANQ
2016-05-27T00:00:00
1
39
40
2
11
6
9
94
75
75
93
91
44
32
16
45
53
93
60.5
6
56
51
69
45
90
0
ZSANQ
2016-06-03T00:00:00
1
42
40
2
11
5
6
97
74
74
83
92
44
36
20
45
53
93
60.5
4
68
65
63
40
92
-0.04
ZSANQ
2016-06-10T00:00:00
1
43
41
2
11
4
4
95
72
72
63
92
44
43
30
45
53
93
60.5
3
65
95
54
59
88
-0.039352
ZSANQ
2016-06-17T00:00:00
1
47
41
2
12
4
3
99
76
76
66
92
44
42
39
45
53
93
60.5
3
31
80
24
86
87
-0.138554
ZSANQ
2016-06-24T00:00:00
1
49
42
2
13
6
32
100
78
78
65
93
44
43
42
45
53
93
60.5
15
31
77
7
86
71
-0.146853
ZSANQ
2016-07-01T00:00:00
1
49
42
2
13
7
28
95
78
78
78
93
44
38
35
45
53
93
60.5
15
30
79
16
85
70
0.004918
ZSANQ
2016-07-08T00:00:00
1
49
43
2
13
8
23
99
76
76
92
93
44
30
49
45
53
93
60.5
14
42
78
34
85
64
-0.08646
ZSANQ
2016-07-15T00:00:00
1
50
43
2
13
5
6
91
77
77
77
93
44
40
42
45
53
93
60.5
4
47
78
37
83
62
0.017857
ZSANQ
2016-07-22T00:00:00
1
48
42
2
13
4
6
13
88
88
50
93
44
49
28
45
53
93
60.5
4
35
86
26
75
94
0.22807
ZSANQ
2016-07-29T00:00:00
1
43
41
2
13
4
4
2
91
91
80
92
44
38
19
45
53
93
60.5
3
14
83
15
60
97
0.25
ZSANQ
2016-08-05T00:00:00
1
46
41
2
13
4
3
46
91
91
65
92
44
45
24
45
53
93
60.5
2
11
79
16
58
98
-0.137143
ZSANQ
2016-08-12T00:00:00
1
40
47
3
14
4
2
85
91
91
85
92
44
42
30
45
58
92
60.5
2
15
82
20
61
98
-0.099338
ZSANQ
2016-08-19T00:00:00
1
42
47
3
13
3
1
90
91
91
86
93
44
41
28
45
58
92
60.5
1
14
86
21
59
98
-0.080882
ZSANQ
2016-08-26T00:00:00
1
47
48
3
12
3
2
100
92
92
88
94
44
32
42
45
58
92
60.5
2
23
76
25
58
98
-0.216
ZSANQ
2016-09-02T00:00:00
1
50
49
3
10
2
1
100
92
92
36
94
44
45
41
45
58
92
60.5
1
24
72
21
60
96
-0.168367
ZSANQ
2016-09-09T00:00:00
1
51
49
3
10
2
2
99
91
91
75
94
44
33
47
45
58
92
60.5
1
25
72
21
61
97
-0.055215
ZSANQ
2016-09-16T00:00:00
1
50
49
3
8
4
53
97
91
91
71
94
44
34
37
45
58
92
60.5
24
11
55
23
70
95
-0.025974
ZSANQ
2016-09-23T00:00:00
1
49
49
3
8
15
90
51
91
91
84
94
44
31
45
45
58
92
60.5
52
9
53
25
73
94
0.066667
ZSANQ
2016-09-30T00:00:00
1
50
49
3
7
5
69
66
90
90
46
94
44
42
74
45
58
92
60.5
33
11
56
25
72
93
-0.0125
ZSANQ
2016-10-07T00:00:00
1
52
49
3
7
4
18
87
87
87
45
94
44
44
79
45
58
92
60.5
9
14
47
33
67
93
-0.050633
ZSANQ
2016-10-14T00:00:00
1
51
49
3
7
3
13
98
87
87
99
95
44
31
75
45
58
92
60.5
6
9
36
33
73
91
-0.113333
ZSANQ
2016-10-21T00:00:00
1
52
49
3
7
2
2
98
87
87
67
95
44
43
79
45
58
92
60.5
1
9
26
32
77
92
-0.081203
ZSANQ
2016-10-28T00:00:00
1
52
49
3
7
2
1
91
86
86
75
95
44
41
84
45
58
92
60.5
1
9
30
31
79
94
-0.036007
ZSANQ
2016-11-04T00:00:00
1
54
50
3
6
1
1
99
88
88
76
95
44
42
79
45
57
92
60.5
1
6
41
26
74
91
-0.2309
ZSANQ
2016-11-11T00:00:00
1
48
49
3
6
1
1
41
93
93
100
93
44
3
69
45
54
91
60.5
1
4
20
45
90
88
0.280353
ZSANQ
2016-11-18T00:00:00
1
50
49
3
6
2
4
49
91
91
96
93
44
6
69
45
54
91
60.5
2
4
21
47
90
91
0.017241
ZSANQ
2016-11-25T00:00:00
1
49
48
3
5
2
8
10
91
91
86
93
44
10
65
45
54
91
60.5
4
4
15
47
89
91
0.098305
ZSANQ
2016-12-02T00:00:00
1
46
48
3
5
1
5
2
91
91
98
93
44
4
46
45
54
91
60.5
2
4
11
38
89
90
0.155864
ZSANQ
2016-12-09T00:00:00
1
45
48
3
5
1
3
12
90
90
92
92
44
8
38
45
54
91
60.5
1
4
12
38
92
87
0.028037
ZSANQ
2016-12-16T00:00:00
1
41
48
3
5
1
2
1
91
91
100
92
44
3
19
45
54
91
60.5
1
5
8
46
81
84
0.168831
ZSANQ
2016-12-23T00:00:00
1
43
48
3
4
1
4
18
91
91
97
92
44
5
21
45
54
91
60.5
2
5
12
46
78
83
-0.033333
ZSANQ
2016-12-30T00:00:00
1
46
48
3
4
1
2
73
91
91
83
92
44
11
31
45
54
91
60.5
1
5
14
42
79
85
-0.103448
ZSANQ
2017-01-06T00:00:00
1
38
46
3
4
2
20
1
94
94
88
91
44
7
8
45
54
91
60.5
9
3
5
61
69
83
0.358974
ZSANQ
2017-01-13T00:00:00
1
35
45
3
3
2
25
1
93
93
86
91
44
5
4
45
54
91
60.5
11
2
7
57
73
84
0.132075
ZSANQ
2017-01-20T00:00:00
1
37
46
3
3
2
57
23
93
93
74
91
44
8
7
45
54
91
60.5
27
2
7
57
73
86
-0.066667
ZSANQ
2017-01-27T00:00:00
1
36
46
3
3
6
84
22
93
93
96
91
44
3
11
45
54
91
60.5
44
2
7
58
71
85
0.017857
ZSANQ
2017-02-03T00:00:00
1
39
46
3
2
7
83
79
93
93
78
91
44
7
6
51
54
91
75
45
2
6
57
72
85
-0.04386
ZSANQ
2017-02-10T00:00:00
1
35
45
3
2
17
97
6
92
92
98
91
44
3
3
51
54
91
75
58
2
6
57
67
85
0.100917
ZSANQ
2017-02-17T00:00:00
2
17
39
3
1
15
95
1
100
100
75
85
44
8
1
50
54
89
78
56
33
72
37
39
86
1.6
ZSANQ
2017-02-24T00:00:00
2
19
40
3
1
8
50
13
99
99
100
86
44
2
1
49
54
89
77
25
36
71
39
37
88
-0.163462
ZSANQ
2017-03-03T00:00:00
1
11
49
1
1
31
99
3
99
99
95
85
44
5
1
70
67
91
73
69
39
72
41
37
92
0.057471
ZSANQ
2017-03-10T00:00:00
1
11
50
1
1
47
100
84
99
99
84
86
44
10
1
71
67
91
71
79
56
67
63
37
91
-0.148551