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
⌀
ZSTN
2010-10-01T00:00:00
99
69
4
10
2
10
40
35
84
84
74
77
42
2
34
60
2
55
52
21
80
86
47
33
24
0.117857
ZSTN
2010-10-08T00:00:00
99
69
2
10
5
72
99
25
83
83
54
76
42
4
34
60
2
55
52
89
80
86
57
36
26
0.035144
ZSTN
2010-10-15T00:00:00
99
70
2
10
7
63
98
19
81
81
89
76
42
5
34
60
2
55
52
84
80
84
66
38
28
0.033951
ZSTN
2010-10-22T00:00:00
99
67
3
10
3
47
89
14
72
72
98
76
42
3
10
60
2
55
52
70
80
83
65
39
40
0.034328
ZSTN
2010-10-29T00:00:00
99
63
2
10
4
53
91
5
72
72
96
75
42
3
6
60
2
55
52
75
81
84
63
40
64
0.079365
ZSTN
2010-11-05T00:00:00
99
71
1
99
11
48
76
15
66
66
84
74
42
5
6
60
2
71
52
63
80
85
62
38
66
0.03877
ZSTN
2010-11-12T00:00:00
99
72
1
100
12
27
44
32
65
65
87
74
42
7
17
60
2
71
52
33
83
85
63
36
65
-0.028314
ZSTN
2010-11-19T00:00:00
99
73
1
99
13
13
11
76
66
66
87
74
42
6
12
60
2
71
52
9
83
85
63
34
64
-0.039735
ZSTN
2010-11-26T00:00:00
99
72
2
100
7
38
60
57
64
64
92
74
42
5
7
60
2
71
52
48
81
80
57
32
67
0.006897
ZSTN
2010-12-03T00:00:00
99
72
3
100
4
48
70
76
58
58
98
74
42
17
8
60
2
71
52
61
82
80
54
31
65
-0.006849
ZSTN
2010-12-10T00:00:00
99
75
1
100
28
54
76
52
48
48
80
74
42
26
14
60
2
71
52
68
79
54
48
33
69
0.026207
ZSTN
2010-12-17T00:00:00
99
75
2
100
4
64
87
89
51
51
98
75
42
17
14
60
2
71
52
79
80
58
48
31
70
-0.045699
ZSTN
2010-12-24T00:00:00
99
78
3
100
2
77
96
98
62
62
100
76
42
14
13
60
2
71
52
90
81
64
51
29
80
-0.067606
ZSTN
2010-12-31T00:00:00
99
76
2
100
6
77
94
75
62
62
96
76
42
18
10
60
2
71
52
88
80
55
56
29
72
0.031722
ZSTN
2011-01-07T00:00:00
99
80
2
100
7
72
86
92
57
57
91
77
42
18
11
60
2
71
52
83
84
54
52
29
75
-0.030747
ZSTN
2011-01-14T00:00:00
99
82
2
100
7
62
59
99
66
66
90
79
42
68
28
60
2
71
52
63
92
43
73
28
80
-0.114804
ZSTN
2011-01-21T00:00:00
99
84
1
100
9
65
53
96
63
63
86
79
42
69
32
60
2
71
52
60
91
38
74
28
82
-0.047782
ZSTN
2011-01-28T00:00:00
99
81
2
100
5
54
36
75
64
64
93
79
42
64
38
60
2
71
52
45
96
40
63
16
81
0.021505
ZSTN
2011-02-04T00:00:00
99
83
4
100
2
61
45
93
62
62
100
79
42
53
43
60
2
71
52
54
96
45
70
13
77
-0.035088
ZSTN
2011-02-11T00:00:00
99
84
2
99
6
40
21
80
61
61
91
79
42
66
58
60
2
71
52
28
97
39
71
14
78
0.009091
ZSTN
2011-02-18T00:00:00
99
82
2
99
7
22
7
66
60
60
92
79
42
67
55
60
2
71
52
12
97
36
70
14
76
0.018018
ZSTN
2011-02-25T00:00:00
99
80
3
99
3
28
13
5
72
72
97
78
42
61
40
60
2
71
52
16
99
55
73
17
58
0.113274
ZSTN
2011-03-04T00:00:00
99
83
1
35
13
22
11
4
71
71
87
77
42
62
27
60
3
54
52
12
99
67
81
19
58
0.084261
ZSTN
2011-03-11T00:00:00
99
82
2
35
5
9
3
13
71
71
97
77
42
53
32
60
3
54
52
4
100
74
85
11
57
-0.029326
ZSTN
2011-03-18T00:00:00
99
85
1
34
25
8
2
78
74
74
82
79
42
72
46
60
3
54
52
3
98
42
84
9
52
-0.099698
ZSTN
2011-03-25T00:00:00
99
86
2
34
7
12
6
91
72
72
95
80
42
59
52
60
3
54
52
6
99
23
85
5
58
-0.052013
ZSTN
2011-04-01T00:00:00
99
85
4
34
2
9
4
74
70
70
100
79
42
49
74
60
3
54
52
5
99
25
84
5
59
0.026549
ZSTN
2011-04-08T00:00:00
99
89
1
34
16
10
7
99
77
77
85
81
42
65
87
60
3
54
52
7
99
25
86
3
62
-0.144828
ZSTN
2011-04-15T00:00:00
99
87
3
34
3
9
14
97
76
76
98
82
42
48
84
60
3
54
52
9
99
26
87
3
58
-0.040323
ZSTN
2011-04-22T00:00:00
100
92
4
34
2
26
76
100
91
91
100
87
42
42
97
60
3
54
52
51
80
46
71
63
82
-0.436975
ZSTN
2011-04-29T00:00:00
100
92
1
35
9
50
86
89
92
92
87
86
42
60
98
60
3
54
52
71
68
46
66
60
66
0.097015
ZSTN
2011-05-06T00:00:00
99
90
4
37
2
49
86
32
94
94
99
84
42
48
92
60
3
54
52
71
90
76
77
26
92
0.285714
ZSTN
2011-05-13T00:00:00
99
93
1
99
22
21
36
74
94
94
35
84
42
72
93
60
2
75
52
25
90
62
84
37
90
-0.161376
ZSTN
2011-05-20T00:00:00
99
93
1
99
11
15
14
79
94
94
51
84
42
72
94
60
2
75
52
12
91
65
85
32
90
-0.028391
ZSTN
2011-05-27T00:00:00
99
93
3
99
4
17
19
98
93
93
72
85
42
72
96
60
2
75
52
15
90
60
84
30
93
-0.055195
ZSTN
2011-06-03T00:00:00
99
92
4
99
2
9
3
94
93
93
87
86
42
72
95
60
2
75
52
5
90
52
82
35
92
-0.116838
ZSTN
2011-06-10T00:00:00
99
93
1
99
10
8
3
94
93
93
51
86
42
72
94
60
2
75
52
4
91
62
79
38
94
-0.081712
ZSTN
2011-06-17T00:00:00
99
93
1
99
10
2
1
76
93
93
49
86
42
72
92
60
2
75
52
1
92
67
77
33
95
0.021186
ZSTN
2011-06-24T00:00:00
99
93
2
99
8
2
1
15
93
93
57
85
42
72
91
60
2
75
52
1
91
70
75
33
97
0.107884
ZSTN
2011-07-01T00:00:00
99
92
3
99
3
4
24
79
91
91
83
85
42
72
94
60
2
76
52
11
92
68
77
21
98
-0.041199
ZSTN
2011-07-08T00:00:00
99
93
2
99
5
3
3
53
90
90
69
85
42
73
89
60
2
75
52
2
91
70
77
18
97
0.023438
ZSTN
2011-07-15T00:00:00
99
93
1
99
20
3
8
41
87
87
38
85
42
73
88
60
2
75
52
4
92
72
83
17
98
0
ZSTN
2011-07-22T00:00:00
99
93
2
99
5
3
3
3
87
87
69
84
42
73
70
60
2
75
52
3
89
84
86
20
98
0.129771
ZSTN
2011-07-29T00:00:00
99
92
2
99
7
2
8
4
86
86
62
84
42
73
71
60
2
75
52
4
92
88
92
24
98
0.006757
ZSTN
2011-08-05T00:00:00
99
92
2
99
5
3
5
26
84
84
15
84
42
73
56
60
2
75
52
3
90
90
93
20
98
-0.083893
ZSTN
2011-08-12T00:00:00
98
91
4
94
2
3
7
26
79
79
79
83
42
67
34
60
4
74
52
4
89
91
93
20
98
-0.003663
ZSTN
2011-08-19T00:00:00
98
93
1
95
13
4
45
73
81
81
45
84
42
76
28
60
4
74
52
21
91
93
95
26
99
-0.128676
ZSTN
2011-08-26T00:00:00
98
94
2
95
4
3
12
97
83
83
64
85
42
72
36
60
4
74
52
6
92
87
95
28
97
-0.135021
ZSTN
2011-09-02T00:00:00
99
94
1
95
25
3
19
73
83
83
30
85
42
80
40
60
4
74
52
9
91
82
93
29
93
0.068293
ZSTN
2011-09-09T00:00:00
99
93
1
95
11
3
42
88
83
83
45
85
42
75
32
60
4
74
52
19
91
83
91
29
94
-0.041096
ZSTN
2011-09-16T00:00:00
99
92
3
95
3
5
85
72
80
80
72
85
42
70
34
60
4
74
52
44
90
81
91
30
94
0.014286
ZSTN
2011-09-23T00:00:00
99
94
4
95
2
8
87
92
82
82
79
86
42
68
21
60
4
75
52
47
89
79
87
32
93
-0.150235
ZSTN
2011-09-30T00:00:00
99
94
3
95
4
10
88
96
77
77
63
86
42
71
20
60
4
75
52
49
87
76
88
31
94
-0.121547
ZSTN
2011-10-07T00:00:00
99
94
1
95
11
12
86
94
73
73
47
86
42
75
22
60
4
75
52
49
87
78
87
31
93
-0.037736
ZSTN
2011-10-14T00:00:00
99
94
3
95
3
8
40
41
85
85
97
85
42
69
14
60
4
75
52
22
83
67
84
34
94
0.176471
ZSTN
2011-10-21T00:00:00
99
94
1
95
9
4
9
57
85
85
80
86
42
74
4
60
4
75
52
5
83
67
84
34
94
-0.022222
ZSTN
2011-10-28T00:00:00
98
93
1
95
17
6
15
8
89
89
68
84
42
76
3
50
4
74
4
8
79
56
80
41
91
0.215909
ZSTN
2011-11-04T00:00:00
98
93
2
95
6
5
13
43
88
88
91
85
42
78
5
49
4
74
4
7
75
57
79
39
95
-0.065421
ZSTN
2011-11-11T00:00:00
99
92
1
94
19
6
14
1
91
91
82
83
42
81
2
49
4
74
4
8
75
55
77
33
95
0.22
ZSTN
2011-11-18T00:00:00
99
91
2
75
7
5
11
1
90
90
93
83
42
80
2
36
4
73
9
6
73
49
81
28
97
0.07377
ZSTN
2011-11-25T00:00:00
99
92
1
75
15
4
6
42
91
91
87
83
42
82
2
36
4
74
9
4
75
55
82
29
97
-0.141221
ZSTN
2011-12-02T00:00:00
99
93
1
75
10
4
6
86
90
90
90
84
42
81
3
36
4
74
9
4
73
57
83
24
97
-0.071111
ZSTN
2011-12-09T00:00:00
99
93
3
75
3
6
24
95
89
89
98
84
42
78
5
36
4
74
9
12
74
60
83
24
95
-0.07177
ZSTN
2011-12-16T00:00:00
99
94
1
75
22
7
23
85
88
88
83
84
42
83
5
36
4
74
9
13
72
53
82
28
95
-0.046392
ZSTN
2011-12-23T00:00:00
99
92
3
75
4
13
77
23
89
89
98
83
42
78
3
35
4
74
9
42
71
49
81
32
96
0.135135
ZSTN
2011-12-30T00:00:00
99
91
1
75
11
11
59
12
88
88
91
83
42
80
2
35
4
74
9
31
58
15
87
35
90
0.07619
ZSTN
2012-01-06T00:00:00
99
91
2
75
7
32
94
7
87
87
93
83
42
79
3
35
4
73
9
64
60
13
89
37
94
0.088496
ZSTN
2012-01-13T00:00:00
99
92
2
75
11
43
96
8
85
85
90
83
42
79
4
35
4
74
9
72
49
6
86
49
80
0.044715
ZSTN
2012-01-20T00:00:00
99
91
3
75
4
32
80
4
84
84
98
82
42
77
2
35
4
73
9
57
43
7
80
47
78
0.108949
ZSTN
2012-01-27T00:00:00
99
91
4
75
3
16
32
47
84
84
100
83
42
75
3
35
4
74
9
21
44
13
79
44
81
-0.042105
ZSTN
2012-02-03T00:00:00
99
92
1
75
24
12
15
24
81
81
76
83
42
81
3
35
4
74
9
11
43
16
77
44
82
0.058608
ZSTN
2012-02-10T00:00:00
99
92
1
75
16
12
16
9
79
79
84
82
42
80
4
32
4
73
9
12
40
15
74
44
80
0.062284
ZSTN
2012-02-17T00:00:00
99
92
3
74
5
21
51
82
81
81
97
83
42
77
6
30
4
74
9
34
45
22
76
41
82
-0.087948
ZSTN
2012-02-24T00:00:00
99
92
2
73
11
39
78
84
81
81
91
83
42
78
4
30
4
74
9
59
45
21
77
41
82
-0.017857
ZSTN
2012-03-02T00:00:00
99
91
4
72
3
48
95
92
80
80
100
84
42
73
3
30
4
74
8
76
47
19
79
41
69
-0.058182
ZSTN
2012-03-09T00:00:00
99
93
1
72
21
46
97
98
80
80
89
84
42
79
5
31
4
74
9
77
43
22
81
47
67
-0.07722
ZSTN
2012-03-16T00:00:00
99
93
2
71
10
61
99
73
79
79
96
84
42
77
8
31
4
73
8
88
42
22
80
48
69
0.046025
ZSTN
2012-03-23T00:00:00
99
92
3
71
7
51
88
99
83
83
98
85
42
76
11
32
4
73
9
75
45
18
79
49
63
-0.108
ZSTN
2012-03-30T00:00:00
99
94
2
70
13
57
89
91
79
79
96
85
42
77
10
70
4
73
8
78
47
9
79
48
64
-0.008969
ZSTN
2012-04-06T00:00:00
99
94
3
70
3
72
96
76
79
79
97
85
42
76
11
70
4
73
8
89
46
6
73
45
66
0
ZSTN
2012-04-13T00:00:00
99
94
2
69
4
52
45
42
77
77
90
85
42
76
19
70
4
73
8
48
41
3
67
48
59
0
ZSTN
2012-04-20T00:00:00
99
94
1
69
4
47
31
53
74
74
75.5
85
42
79
64
70
4
73
8
36
14
2
62
47
60
0
ZSTN
2012-04-27T00:00:00
99
94
4
71
3
32
12
100
95
95
75.5
89
42
73
98
70
4
75
8
18
47
2
24
30
89
-0.533937
ZSTN
2012-05-04T00:00:00
99
95
3
74
3
19
6
88
95
95
75.5
89
42
73
90
70
4
75
8
10
43
6
17
26
96
0.116505
ZSTN
2012-05-11T00:00:00
100
94
2
78
4
25
19
72
95
95
75.5
88
42
75
94
39
4
76
71
19
54
16
30
24
97
0.086957
ZSTN
2012-05-18T00:00:00
99
95
1
79
4
13
9
14
95
95
75.5
87
42
77
89
39
4
76
72
8
66
51
38
22
98
0.16
ZSTN
2012-05-25T00:00:00
99
92
1
79
4
11
11
2
97
97
75.5
84
42
78
64
39
4
74
74
9
71
94
43
22
100
0.551724
ZSTN
2012-06-01T00:00:00
99
92
1
79
4
12
14
1
97
97
75.5
83
42
77
48
39
4
74
75
11
70
95
46
18
100
0.111111
ZSTN
2012-06-08T00:00:00
99
92
1
79
4
15
24
16
97
97
75.5
84
42
77
60
39
4
74
74
17
79
96
36
16
100
-0.04
ZSTN
2012-06-15T00:00:00
99
92
3
79
4
15
28
45
96
96
75.5
84
42
73
59
39
4
74
74
19
79
96
29
17
100
-0.020833
ZSTN
2012-06-22T00:00:00
99
91
3
79
4
2
1
76
96
96
75.5
84
42
73
58
39
4
74
74
1
82
96
25
17
100
-0.042553
ZSTN
2012-06-29T00:00:00
99
91
2
79
4
3
1
1
97
97
75.5
82
42
77
23
38
4
74
76
1
82
97
17
18
100
0.333333
ZSTN
2012-07-06T00:00:00
99
88
2
79
3
3
2
1
98
98
75.5
77
42
77
2
38
4
73
79
2
76
97
17
10
98
0.613333
ZSTN
2012-07-13T00:00:00
99
87
3
79
3
8
45
1
97
97
75.5
77
42
76
2
33
4
73
81
24
81
97
20
10
98
0.051653
ZSTN
2012-07-20T00:00:00
99
91
1
79
4
55
86
78
98
98
75.5
82
42
72
14
33
4
74
77
73
90
97
19
9
95
-0.400786
ZSTN
2012-07-27T00:00:00
99
94
1
78
4
79
95
99
98
98
75.5
85
42
74
35
34
4
74
75
90
90
97
30
9
93
-0.301639
ZSTN
2012-08-03T00:00:00
99
91
1
77
4
73
95
35
98
98
75.5
82
42
71
9
35
4
74
76
88
87
95
20
12
91
0.408451
ZSTN
2012-08-10T00:00:00
99
92
1
77
4
68
92
4
98
98
75.5
81
42
76
7
76
4
73
9
83
84
94
24
15
89
0.133333
ZSTN
2012-08-17T00:00:00
99
91
4
77
4
57
65
82
98
98
75.5
83
42
53
14
77
4
74
9
63
88
94
22
15
91
-0.164706
ZSTN
2012-08-24T00:00:00
99
88
2
77
4
88
100
10
98
98
75.5
79
42
67
4
77
4
73
9
96
83
93
21
17
86
0.429577