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
⌀
ZTAQU
2022-04-29T00:00:00
50
50
50
50
2
79
77
33
14
14
37
50
50
50
62.5
50
50
50
50
82
96
98
69
21
83
-0.0065
ZTAQU
2022-05-06T00:00:00
50
50
50
50
2
74
70
33
14
14
51
50
50
50
62.5
50
50
50
50
75
94
98
75
29
83
-0.001007
ZTAQU
2022-05-13T00:00:00
50
50
50
50
1
65
46
3
19
19
36
50
50
50
62.5
50
50
50
50
56
96
98
47
4
78
0.049874
ZTAQU
2022-05-20T00:00:00
50
50
50
50
1
51
32
58
25
25
8
50
50
50
62.5
50
50
50
50
38
95
93
61
30
76
-0.057582
ZTAQU
2022-05-27T00:00:00
50
50
50
50
1
49
31
70
21
21
3
50
50
50
62.5
50
50
50
50
36
94
92
60
27
73
0.008147
ZTAQU
2022-06-03T00:00:00
50
50
50
50
1
65
70
73
21
21
43
50
50
50
62.5
50
50
50
50
71
94
92
61
27
73
0
ZTAQU
2022-06-10T00:00:00
50
50
50
50
1
80
79
48
20
20
32
50
50
50
62.5
50
50
50
50
83
94
94
62
28
74
-0.010101
ZTAQU
2022-06-17T00:00:00
50
50
50
50
1
83
86
29
19
19
20
50
50
50
62.5
50
50
50
50
89
95
96
58
19
82
-0.001531
ZTAQU
2022-06-24T00:00:00
50
50
50
50
1
74
73
39
19
19
3
50
50
50
62.5
50
50
50
50
74
94
96
57
20
81
0.010731
ZTAQU
2022-07-01T00:00:00
50
50
50
50
1
73
74
54
19
19
6
50
50
50
62.5
50
50
50
50
74
94
96
55
29
82
-0.012133
ZTAQU
2022-07-08T00:00:00
50
50
50
50
1
95
98
66
19
19
12
50
50
50
62.5
50
50
50
50
98
94
96
57
27
82
0
ZTAQU
2022-07-15T00:00:00
50
50
50
50
1
70
61
52
19
19
42
50
50
50
62.5
50
50
50
50
66
94
96
60
28
85
0
ZTAQU
2022-07-22T00:00:00
50
50
50
50
1
68
42
52
18
18
1
50
50
50
62.5
50
50
50
50
52
94
95
63
28
84
0.004094
ZTAQU
2022-07-29T00:00:00
50
50
50
50
1
68
41
54
17
17
10
50
50
50
62.5
50
50
50
50
52
95
92
81
32
84
0.003058
ZTAQU
2022-08-05T00:00:00
50
50
50
50
1
68
55
55
16
16
8
50
50
50
62.5
50
50
50
50
62
95
92
83
33
84
0.005081
ZTAQU
2022-08-12T00:00:00
50
50
50
50
1
74
71
58
17
17
5
50
50
50
62.5
50
50
50
50
74
94
89
82
36
81
0.006067
ZTAQU
2022-08-19T00:00:00
50
50
50
50
1
79
64
35
16
16
28
50
50
50
68
50
50
50
50
75
93
88
80
37
81
0
ZTAQU
2022-08-26T00:00:00
50
50
50
50
1
69
54
18
16
16
17
50
50
50
46
50
50
50
50
61
94
88
82
38
81
0.005025
ZTAQU
2022-09-02T00:00:00
50
50
50
50
1
68
48
42
17
17
17
50
50
50
61
50
50
50
50
57
93
81
86
48
71
-0.023
ZTAQU
2022-09-09T00:00:00
50
50
50
50
1
69
54
61
17
17
25
50
50
50
74
50
50
50
50
61
92
77
88
53
66
0.003071
ZTAQU
2022-09-16T00:00:00
50
50
50
50
1
65
45
39
17
17
48
50
50
50
69
50
50
50
50
52
93
78
87
54
65
0
ZTAQU
2022-09-23T00:00:00
50
50
50
50
2
56
44
18
16
16
25
50
50
50
59
50
50
50
50
47
92
78
91
55
75
0
ZTAQU
2022-09-30T00:00:00
50
50
50
50
1
58
44
21
16
16
28
50
50
50
55
50
50
50
50
49
91
76
89
56
78
0.00102
ZTAQU
2022-10-07T00:00:00
50
50
50
50
1
59
43
42
16
16
33
50
50
50
57
50
50
50
50
52
90
76
87
52
77
0
ZTAQU
2022-10-14T00:00:00
50
50
50
50
2
67
59
37
16
16
4
50
50
50
73
50
50
50
50
67
88
74
85
52
76
0
ZTAQU
2022-10-21T00:00:00
50
50
50
50
2
80
72
41
14
14
6
50
50
50
67
50
50
50
50
81
89
70
80
52
73
0.004077
ZTAQU
2022-10-28T00:00:00
50
50
50
50
2
62
53
50
14
14
20
50
50
50
65
50
50
50
50
58
88
71
80
53
73
0.005076
ZTAQU
2022-11-04T00:00:00
50
50
50
50
2
58
45
54
14
14
3
50
50
50
69
50
50
50
50
50
89
72
83
57
73
-0.00202
ZTAQU
2022-11-11T00:00:00
50
50
50
50
2
64
61
69
12
12
2
50
50
50
77
50
50
50
50
62
85
68
66
53
72
0
ZTAQU
2022-11-18T00:00:00
50
50
50
50
2
73
76
59
12
12
39
50
50
50
64
50
50
50
50
75
87
69
67
53
72
0
ZTAQU
2022-11-25T00:00:00
50
50
50
50
2
73
76
66
12
12
12
50
50
50
68
50
50
50
50
75
86
73
71
50
70
0
ZTAQU
2022-12-02T00:00:00
50
50
50
50
2
69
66
44
13
13
28
50
50
50
58
50
50
50
50
67
80
70
59
58
66
0.008198
ZTAQU
2022-12-09T00:00:00
50
50
50
50
2
72
69
18
12
12
25
50
50
50
51
50
50
50
50
71
81
68
64
51
70
0.003915
ZTAQU
2022-12-16T00:00:00
50
50
50
50
2
70
66
17
12
12
4
50
50
50
55
50
50
50
50
68
79
60
71
44
69
0.005
ZTAQU
2022-12-23T00:00:00
50
50
50
50
2
66
61
40
12
12
7
50
50
50
67
50
50
50
50
66
81
58
67
41
73
-0.006965
ZTAQU
2022-12-30T00:00:00
50
50
50
50
2
66
54
57
11
11
26
50
50
50
69
50
50
50
50
59
83
65
67
34
67
-0.008517
ZTAQU
2023-01-06T00:00:00
50
50
50
50
2
56
37
61
11
11
18
50
50
50
63
50
50
50
50
42
84
65
67
34
67
0.010611
ZTAQU
2023-01-13T00:00:00
50
50
50
50
2
58
41
87
11
11
49
50
50
50
70
50
50
50
50
46
87
72
63
35
72
-0.002
ZTAQU
2023-01-20T00:00:00
50
50
50
50
2
56
38
70
11
11
64
50
50
50
69
50
50
50
50
42
72
30
73
73
76
0.001002
ZTAQU
2023-01-27T00:00:00
50
50
50
50
2
61
51
64
10
10
33
50
50
50
68
50
50
50
50
56
58
36
77
56
62
0.006006
ZTAQU
2023-02-03T00:00:00
50
50
50
50
2
74
75
63
10
10
29
50
50
50
68
50
50
50
50
80
62
32
76
53
62
0.002985
ZTAQU
2023-02-10T00:00:00
50
50
50
50
2
79
82
14
13
13
60
50
50
50
52
50
50
50
50
86
89
27
65
81
19
0.054067
ZTAQU
2023-02-17T00:00:00
50
50
50
50
2
67
69
27
13
13
19
50
50
50
56
50
50
50
50
68
90
30
64
81
16
0
ZTAQU
2023-02-24T00:00:00
50
50
50
50
2
62
54
56
16
16
58
50
50
50
71
50
50
50
50
58
83
4
52
73
8
-0.049412
ZTAQU
2023-03-03T00:00:00
50
50
50
50
2
58
46
51
16
16
10
50
50
50
62
50
50
50
50
50
84
3
46
79
6
0.017525
ZTAQU
2023-03-10T00:00:00
50
50
50
50
2
46
18
23
14
14
38
50
50
50
52
50
50
50
50
23
85
4
47
61
9
0
ZTAQU
2023-03-17T00:00:00
50
50
50
50
2
44
23
32
13
13
47
50
50
50
63
50
50
50
50
25
71
4
41
67
8
-0.013331
ZTAQU
2023-03-24T00:00:00
50
50
50
50
2
44
30
42
13
13
33
50
50
50
70
50
50
50
50
31
72
4
42
65
8
0
ZTAQU
2023-03-31T00:00:00
50
50
50
50
2
48
30
67
12
12
3
50
50
50
69
50
50
50
50
35
72
4
42
64
10
0.003945
ZTAQU
2023-04-07T00:00:00
50
50
50
50
2
81
76
41
12
12
20
50
50
50
64
50
50
50
50
84
72
4
42
66
11
0
ZTAQU
2023-04-14T00:00:00
50
50
50
50
2
78
72
52
12
12
21
50
50
50
60
50
50
50
50
79
73
4
41
66
11
0.000982
ZTAQU
2023-04-21T00:00:00
50
50
50
50
2
53
45
55
11
11
62
50
50
50
58
50
50
50
50
46
74
4
42
66
11
-0.001963
ZTAQU
2023-04-28T00:00:00
50
50
50
50
2
67
57
51
11
11
54
50
50
50
51
50
50
50
50
65
74
4
44
64
10
0
ZTAQU
2023-05-05T00:00:00
50
50
50
50
2
81
80
33
10
10
45
50
50
50
41
50
50
50
50
85
75
4
42
64
11
0.004916
ZTAQU
2023-05-12T00:00:00
50
50
50
50
2
71
70
45
9
9
11
50
50
50
39
50
50
50
50
71
80
6
39
61
13
-0.004892
ZTAQU
2023-05-19T00:00:00
50
50
50
50
2
70
65
41
9
9
18
50
50
50
55
50
50
50
50
68
80
7
38
60
12
0.0059
ZTAQU
2023-05-26T00:00:00
50
50
50
50
2
63
44
46
8
8
1
50
50
50
46
50
50
50
50
52
78
7
38
61
13
-0.000978
ZTAQU
2023-06-02T00:00:00
50
50
50
50
2
67
57
61
8
8
6
50
50
50
52
50
50
50
50
62
79
3
39
62
10
0.000978
ZTAQU
2023-06-09T00:00:00
50
50
50
50
2
64
52
27
10
10
28
50
50
50
50
50
50
50
50
57
72
1
26
65
17
0.043988
ZTAQU
2023-06-16T00:00:00
50
50
50
50
2
64
48
82
12
12
16
50
50
50
59
50
50
50
50
55
83
6
29
59
25
-0.042135
ZTAQW
2021-08-27T00:00:00
50
50
50
50
1
20
30
67
89
89
28
50
50
50
37
50
50
50
50
20
91.5
68.5
19
56.5
64
-0.506608
ZTAQW
2021-09-03T00:00:00
50
50
50
50
1
20
30
98
89
89
4
50
50
50
37
50
50
50
50
21
91.5
68.5
19
56.5
64
-0.107143
ZTAQW
2021-09-10T00:00:00
50
50
50
50
1
20
30
86
48
48
18
50
50
50
37
50
50
50
50
22
91.5
68.5
19
56.5
64
-0.032
ZTAQW
2021-09-17T00:00:00
50
50
50
50
1
20
30
97
33
33
36
50
50
50
37
50
50
50
50
23
91.5
68.5
19
56.5
64
-0.070248
ZTAQW
2021-09-24T00:00:00
50
50
50
50
1
20
30
80
43
43
1
50
50
50
37
50
50
50
50
23
91.5
68.5
19
56.5
64
0
ZTAQW
2021-10-01T00:00:00
50
50
50
50
1
20
30
81
37
37
13
50
50
50
37
50
50
50
50
23
91.5
68.5
19
56.5
64
-0.022222
ZTAQW
2021-10-08T00:00:00
50
50
50
50
1
20
30
68
37
37
17
50
50
50
37
50
50
50
50
24
91.5
68.5
19
56.5
64
0
ZTAQW
2021-10-15T00:00:00
50
50
50
50
1
20
30
82
34
34
56
50
50
50
37
50
50
50
50
23
91.5
68.5
19
56.5
64
-0.011364
ZTAQW
2021-10-22T00:00:00
50
50
50
50
1
59
44
94
35
35
56
50
50
50
37
50
50
50
50
53
91.5
68.5
19
56.5
64
-0.068966
ZTAQW
2021-10-29T00:00:00
50
50
50
50
1
23
8
41
49
49
13
50
50
50
37
50
50
50
50
12
91.5
68.5
19
56.5
64
0.061728
ZTAQW
2021-11-05T00:00:00
50
50
50
50
1
27
14
17
59
59
32
50
50
50
37
50
50
50
50
17
91.5
68.5
19
56.5
64
0.093023
ZTAQW
2021-11-12T00:00:00
50
50
50
50
1
20
7
47
54
54
27
50
50
50
37
50
50
50
50
11
91.5
68.5
19
56.5
64
-0.042553
ZTAQW
2021-11-19T00:00:00
50
50
50
50
1
24
11
4
65
65
28
50
50
50
37
50
50
50
50
15
91.5
68.5
19
56.5
64
0.133333
ZTAQW
2021-11-26T00:00:00
50
50
50
50
1
25
17
2
64
64
26
50
50
50
37
50
50
50
50
18
91.5
68.5
19
56.5
64
0.088235
ZTAQW
2021-12-03T00:00:00
50
50
50
50
1
29
23
51
74
74
1
50
50
50
37
50
50
50
50
24
91.5
68.5
19
56.5
64
-0.145946
ZTAQW
2021-12-10T00:00:00
50
50
50
50
1
26
20
70
71
71
38
50
50
50
37
50
50
50
50
21
91.5
68.5
19
56.5
64
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ZTAQW
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ZTAQW
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ZTAQW
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ZTAQW
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ZTAQW
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ZTAQW
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ZTAQW
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ZTAQW
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ZTAQW
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ZTAQW
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ZTAQW
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ZTAQW
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ZTAQW
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ZTAQW
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ZTAQW
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ZTAQW
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ZTAQW
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ZTAQW
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ZTAQW
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