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
⌀
ZSPH
2014-12-26T00:00:00
9
49
8
5
6.5
88
76
80
72
72
33
47
50
30
56
50
17
79
50
84
49
87
57
28
82
-0.019339
ZSPH
2015-01-02T00:00:00
9
49
8
5
6.5
67
48
37
70
70
38
47
50
23
56
50
17
79
50
59
49
87
57
28
82
0.034625
ZSPH
2015-01-09T00:00:00
9
50
8
5
6.5
88
79
91
73
73
68
48
50
9
56
50
17
79
50
87
49
87
57
28
82
-0.090869
ZSPH
2015-01-16T00:00:00
9
50
8
5
6.5
97
96
46
72
72
99
47
50
6
56
50
17
79
50
98
49
87
57
28
82
0.036324
ZSPH
2015-01-23T00:00:00
9
50
8
5
6.5
98
98
17
74
74
84
46
50
25
56
50
17
78
50
99
49
87
57
28
82
0.082098
ZSPH
2015-01-30T00:00:00
9
49
8
5
6.5
99
99
26
72
72
93
46
50
17
56
50
17
78
50
99
49
87
57
28
82
-0.023261
ZSPH
2015-02-06T00:00:00
9
50
8
5
6.5
100
99
35
68
68
85
46
50
26
56
50
17
78
50
100
49
87
57
28
82
0.017138
ZSPH
2015-02-13T00:00:00
9
50
7
5
6.5
96
71
37
65
65
86
46
50
25
56
50
17
78
50
87
49
87
57
28
82
0.023414
ZSPH
2015-02-20T00:00:00
10
49
8
5
6.5
89
52
5
68
68
96
45
50
12
56
50
17
77
50
72
49
87
57
28
82
0.079966
ZSPH
2015-02-27T00:00:00
10
50
8
5
6.5
96
80
30
66
66
100
46
50
5
56
50
17
77
50
92
52
29
36
21
56
-0.02059
ZSPH
2015-03-06T00:00:00
11
50
8
5
3
57
22
49
65
65
99
46
50
11
56
50
17
77
50
37
51
24
35
21
55
-0.021225
ZSPH
2015-03-13T00:00:00
9
47
9
4
20
85
45
74
63
63
93
47
50
29
56
50
19
83
50
68
49
19
41
29
52
-0.02437
ZSPH
2015-03-20T00:00:00
9
46
9
4
20
96
82
31
59
59
93
47
50
30
56
50
18
82
50
91
44
19
44
29
49
0.045301
ZSPH
2015-03-27T00:00:00
8
47
9
4
32
94
81
99
79
79
91
49
50
38
56
50
19
83
50
91
47
36
34
26
65
-0.171122
ZSPH
2015-04-03T00:00:00
9
48
9
4
22
93
78
89
77
77
93
49
50
31
56
50
18
83
50
90
46
35
33
27
66
0.017347
ZSPH
2015-04-10T00:00:00
9
47
9
4
2
93
76
71
77
77
100
49
50
5
56
50
18
83
50
89
46
36
32
28
67
0.032661
ZSPH
2015-04-17T00:00:00
9
47
9
4
25
97
97
93
77
77
75
50
50
14
56
50
18
83
50
99
49
38
35
23
70
-0.057442
ZSPH
2015-04-24T00:00:00
9
47
9
4
4
94
88
81
76
76
97
49
50
8
56
50
18
83
50
94
50
37
41
25
73
0.010856
ZSPH
2015-05-01T00:00:00
8
47
9
4
5
94
73
90
73
73
96
50
50
9
56
50
18
84
50
87
53
40
44
25
71
-0.04784
ZSPH
2015-05-08T00:00:00
9
46
9
4
5
88
50
2
89
89
98
47
50
9
56
50
18
83
50
72
61
83
50
15
70
0.24968
ZSPH
2015-05-15T00:00:00
13
58
6
10
13
91
69
8
88
88
57
42
50
5
56
50
15
77
50
83
61
83
48
17
70
0.006154
ZSPH
2015-05-22T00:00:00
13
56
6
10
19
38
5
1
90
90
48
40
50
6
56
50
15
76
50
18
56
89
29
26
73
0.181244
ZSPH
2015-05-29T00:00:00
13
56
6
10
5
41
7
4
90
90
76
40
50
3
56
50
15
76
50
20
53
90
38
18
86
0.009665
ZSPH
2015-06-05T00:00:00
13
56
6
10
17
47
12
18
87
87
51
40
50
6
56
50
15
76
50
24
49
86
46
20
91
-0.008889
ZSPH
2015-06-12T00:00:00
13
57
6
10
25
32
5
79
88
88
39
41
50
8
56
50
15
76
50
13
50
79
55
22
92
-0.056744
ZSPH
2015-06-19T00:00:00
13
57
6
10
23
32
11
75
87
87
41
41
50
8
99
50
15
76
50
17
56
79
56
22
93
-0.010788
ZSPH
2015-06-26T00:00:00
13
58
6
10
5
26
9
84
86
86
81
42
50
2
96
50
15
76
50
14
64
83
51
18
96
-0.048244
ZSPH
2015-07-03T00:00:00
13
56
6
10
8
93
94
7
87
87
69
40
50
4
89
50
15
76
50
97
74
82
67
15
96
0.111866
ZSPH
2015-07-10T00:00:00
14
56
6
10
3
92
93
7
86
86
85
40
50
2
75
50
15
75
50
95
80
89
64
14
98
0.029345
ZSPH
2015-07-17T00:00:00
14
54
6
10
2
98
99
3
83
83
88
38
50
15
63
50
15
75
50
100
73
86
55
13
98
0.083319
ZSPH
2015-07-24T00:00:00
14
55
6
10
5
98
99
22
82
82
77
38
50
18
64
50
15
75
50
99
75
87
57
15
97
-0.04198
ZSPH
2015-07-31T00:00:00
14
56
6
10
13
97
96
54
77
77
60
39
50
22
67
50
15
75
50
98
76
84
60
17
97
-0.023381
ZSPH
2015-08-07T00:00:00
10
53
6
6
9
94
68
69
75
75
40
40
50
8
89
50
19
77
50
84
75
88
53
22
97
-0.053909
ZSPH
2015-08-14T00:00:00
9
55
7
6
2
93
57
95
78
78
32
42
50
3
85
50
19
78
50
78
62
80
49
30
96
-0.111131
ZSPH
2015-08-21T00:00:00
10
55
6
6
7
82
38
74
75
75
13
41
50
8
78
50
19
78
50
62
39
86
62
37
94
-0.014533
ZSPH
2015-08-28T00:00:00
10
54
7
6
2
98
92
37
75
75
29
41
50
4
43
50
19
77
50
97
66
93
80
51
83
0.05697
ZSPH
2015-09-04T00:00:00
10
53
7
6
10
98
95
12
75
75
11
40
50
9
56
50
19
77
50
98
56
90
75
42
84
0.047018
ZSPH
2015-09-11T00:00:00
11
51
7
6
4
99
98
1
92
92
20
34
50
6
9
50
19
75
50
99
24
91
89
67
77
0.40544
ZSPH
2015-09-18T00:00:00
11
51
7
6
10
98
96
14
91
91
9
35
50
9
35
50
19
75
50
98
33
90
92
64
85
-0.04624
ZSPH
2015-09-25T00:00:00
11
52
7
6
9
96
77
53
91
91
9
37
50
9
30
50
19
75
50
90
27
92
92
69
83
-0.106087
ZSPH
2015-10-02T00:00:00
11
51
7
6
6
91
55
8
91
91
16
34
50
8
31
50
19
74
50
76
30
98
91
71
78
0.132541
ZSPH
2015-10-09T00:00:00
11
52
7
6
1
57
25
83
91
91
46
37
50
3
49
50
19
75
50
39
43
100
96
59
84
-0.100215
ZSPH
2015-10-16T00:00:00
11
52
7
6
18
59
27
78
90
90
3
37
50
12
59
50
19
76
50
42
44
100
97
64
84
-0.02691
ZSPH
2015-10-23T00:00:00
11
52
7
6
1
84
49
80
89
89
51
37
50
4
66
50
19
75
50
68
42
100
98
63
84
0.005531
ZSPH
2015-10-30T00:00:00
11
52
7
6
3
95
74
68
88
88
31
37
50
6
73
50
20
75
50
89
43
100
98
60
84
-0.006723
ZSPH
2015-11-06T00:00:00
12
51
7
6
6
100
100
1
93
93
15
33
50
9
33
50
20
73
50
100
32
96
94
73
79
0.369635
ZSPH
2015-11-13T00:00:00
12
49
8
7
12
100
99
3
92
92
4
32
50
7
13
50
25
73
50
100
32
96
93
70
77
0.00584
ZSPH
2015-11-20T00:00:00
11
48
8
7
2
100
87
10
91
91
24
32
50
2
9
50
25
73
50
96
38
97
82
61
82
0.00469
ZSPH
2015-11-27T00:00:00
12
48
8
7
11
100
100
35
90
90
6
32
50
6
6
50
25
73
50
100
39
98
82
63
81
0.000111
ZSPH
2015-12-04T00:00:00
11
48
8
7
17
99
56
36
89
89
2
32
50
8
4
50
25
73
50
84
38
96
86
65
70
-0.003334
ZSPH
2015-12-11T00:00:00
11
49
8
7
4
97
48
10
88
88
17
31
50
4
17
50
25
73
50
77
47
96
88
59
73
0.001672
ZSPH
2015-12-18T00:00:00
11
48
8
7
4
95
35
26
87
87
18
31
50
3
26
50
25
73
50
68
46
95
88
60
74
0.001558
ZSTN
2009-10-30T00:00:00
94
5
37
20
19
11
24
12
91
91
6
71
42
96
34
60
62
13
52
14
76
85
53
24
85
-0.225166
ZSTN
2009-11-06T00:00:00
93
5
37
20
19
11
24
25
91
91
15
71
42
95
34
60
62
36
52
14
76
85
53
24
85
0.042735
ZSTN
2009-11-13T00:00:00
92
6
37
20
19
11
24
46
3
3
5
70
42
95
34
60
63
17
52
14
76
85
53
24
85
0.003279
ZSTN
2009-11-20T00:00:00
98
36
36
45
19
11
24
8
4
4
26
78
42
94
34
60
57
74
52
13
76
85
53
24
85
0.060458
ZSTN
2009-11-27T00:00:00
98
32
36
45
19
11
24
2
4
4
26
77
42
94
34
60
57
74
52
14
76
85
53
24
85
0.072419
ZSTN
2009-12-04T00:00:00
98
30
35
45
19
11
24
10
2
2
26
76
42
95
34
60
57
74
52
14
76
85
53
24
85
0.04454
ZSTN
2009-12-11T00:00:00
98
29
35
45
19
11
24
4
2
2
26
75
42
94
34
60
57
74
52
14
76
85
53
24
85
0.059147
ZSTN
2009-12-18T00:00:00
98
29
35
46
19
11
24
21
4
4
26
75
42
94
34
60
57
74
52
14
76
85
53
24
85
0.001299
ZSTN
2009-12-25T00:00:00
98
31
35
45
19
49
87
33
4
4
25
75
42
94
34
60
57
74
52
72
76
85
53
24
85
0.016861
ZSTN
2010-01-01T00:00:00
97
24
35
45
19
49
78
3
17
17
28
74
42
95
34
60
57
74
52
66
76
85
53
24
85
0.117347
ZSTN
2010-01-08T00:00:00
96
17
35
46
19
45
62
2
57
57
35
71
42
95
34
60
57
74
52
54
76
85
53
24
85
0.226027
ZSTN
2010-01-15T00:00:00
96
19
35
46
19
66
91
17
63
63
42
72
42
95
34
60
57
74
52
82
76
85
53
24
85
-0.039106
ZSTN
2010-01-22T00:00:00
97
23
35
45
19
84
98
78
78
78
43
74
42
95
34
60
57
74
52
94
76
85
53
24
85
-0.146318
ZSTN
2010-01-29T00:00:00
97
28
35
46
19
81
95
88
79
79
43
75
42
95
34
60
57
74
52
91
76
85
53
24
85
-0.083995
ZSTN
2010-02-05T00:00:00
97
27
35
46
19
90
98
62
77
77
42
74
42
94
34
60
57
74
52
96
76
85
53
24
85
0.016109
ZSTN
2010-02-12T00:00:00
97
24
35
46
19
84
92
18
77
77
41
74
42
94
34
60
57
73
52
91
76
85
53
24
85
0.081707
ZSTN
2010-02-19T00:00:00
97
25
35
46
19
76
81
44
75
75
43
74
42
94
34
60
57
74
52
82
76
85
53
24
85
0.014656
ZSTN
2010-02-26T00:00:00
97
29
35
46
19
96
98
88
75
75
39
74
42
94
34
60
58
74
52
99
76
85
53
24
85
-0.063333
ZSTN
2010-03-05T00:00:00
97
24
35
47
19
99
99
16
78
78
62
73
42
94
34
60
58
74
52
100
76
85
53
24
85
0.143535
ZSTN
2010-03-12T00:00:00
96
25
35
48
19
97
97
16
76
76
48
73
42
94
34
60
58
74
52
99
76
85
53
24
85
0.029046
ZSTN
2010-03-19T00:00:00
97
32
35
49
19
77
44
94
81
81
41
75
42
94
34
60
58
74
52
65
76
85
53
24
85
-0.159274
ZSTN
2010-03-26T00:00:00
97
30
35
49
19
38
21
80
79
79
31
75
42
93
34
60
58
74
52
25
76
85
53
24
85
0.031175
ZSTN
2010-04-02T00:00:00
95
54
15
8
19
55
35
99
80
80
43
75
42
93
34
60
2
55
52
43
76
85
53
24
85
-0.110465
ZSTN
2010-04-09T00:00:00
95
52
22
8
19
80
78
89
78
78
71
75
42
93
34
60
2
55
52
83
76
85
53
24
85
0.019608
ZSTN
2010-04-16T00:00:00
95
56
20
8
19
72
62
98
77
77
64
75
42
93
34
60
2
55
52
70
76
85
53
24
85
-0.044872
ZSTN
2010-04-23T00:00:00
95
63
14
8
19
39
27
98
74
74
7
76
42
93
34
60
2
55
52
30
76
85
53
24
85
-0.041611
ZSTN
2010-04-30T00:00:00
96
62
20
8
19
81
83
98
74
74
34
77
42
93
34
60
2
55
52
86
76
85
53
24
85
-0.093838
ZSTN
2010-05-07T00:00:00
96
67
15
7
19
83
85
92
69
69
6
78
42
92
34
60
2
55
52
87
76
85
53
24
85
-0.109737
ZSTN
2010-05-14T00:00:00
91
67
1
99
19
15
15
65
69
69
9
77
42
24
34
60
1
76
52
12
76
85
53
24
85
0.078125
ZSTN
2010-05-21T00:00:00
93
72
2
99
19
23
18
94
70
70
10
78
42
21
34
60
1
77
52
17
76
85
53
24
85
-0.146538
ZSTN
2010-05-28T00:00:00
92
71
2
99
19
7
5
79
68
68
8
78
42
24
34
60
1
77
52
4
76
85
53
24
85
0.026415
ZSTN
2010-06-04T00:00:00
93
71
1
99
19
8
6
55
65
65
3
78
42
39
34
60
1
76
52
5
76
85
53
24
85
-0.005515
ZSTN
2010-06-11T00:00:00
93
68
1
99
19
5
3
29
64
64
6
77
42
29
34
60
2
76
52
3
76
85
53
24
85
0.03512
ZSTN
2010-06-18T00:00:00
93
72
1
99
19
4
2
64
61
61
4
77
42
33
34
60
2
76
52
2
76
85
53
24
85
-0.007143
ZSTN
2010-06-25T00:00:00
93
70
1
99
19
3
2
52
59
59
7
77
42
25
34
60
2
76
52
1
76
85
53
24
85
-0.014388
ZSTN
2010-07-02T00:00:00
94
73
1
99
2
3
3
86
63
63
5
79
42
93
34
60
2
77
52
2
19
82
91
70
17
-0.124088
ZSTN
2010-07-09T00:00:00
93
69
4
99
2
4
9
33
69
69
22
77
42
89
34
60
1
77
52
4
23
88
92
77
12
0.097917
ZSTN
2010-07-16T00:00:00
94
71
5
99
2
4
5
95
72
72
28
79
42
89
34
60
1
77
52
3
26
92
90
81
9
-0.106262
ZSTN
2010-07-23T00:00:00
94
70
5
99
2
4
7
69
70
70
31
79
42
2
34
60
1
77
52
4
27
93
91
79
8
0.050955
ZSTN
2010-07-30T00:00:00
94
71
4
99
2
5
20
68
64
64
30
79
42
2
34
60
1
77
52
10
29
90
92
78
11
0.008081
ZSTN
2010-08-06T00:00:00
93
74
1
99
23
7
36
35
62
62
1
78
42
7
34
60
1
76
52
18
25
91
89
86
12
0.032064
ZSTN
2010-08-13T00:00:00
99
64
3
10
3
7
26
1
87
87
28
75
42
3
34
60
2
55
52
14
75
78
72
42
20
0.283495
ZSTN
2010-08-20T00:00:00
99
66
1
11
11
9
34
12
87
87
26
76
42
7
34
60
2
55
52
19
76
77
69
43
18
-0.027231
ZSTN
2010-08-27T00:00:00
99
70
1
10
9
6
16
43
87
87
26
76
42
5
34
60
2
55
52
9
76
73
67
41
18
-0.059098
ZSTN
2010-09-03T00:00:00
99
67
3
11
3
13
41
43
86
86
70
76
42
3
34
60
2
55
52
24
76
70
65
42
15
0.049587
ZSTN
2010-09-10T00:00:00
99
69
1
10
21
8
9
56
84
84
30
76
42
8
34
60
2
55
52
6
76
87
45
39
21
-0.014173
ZSTN
2010-09-17T00:00:00
99
72
1
10
17
9
14
79
83
83
34
77
42
7
34
60
2
55
52
9
78
85
39
39
17
-0.044728
ZSTN
2010-09-24T00:00:00
99
75
1
10
12
8
21
98
82
82
42
78
42
6
34
60
2
55
52
11
79
88
43
35
22
-0.063545