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
⌀
ZTAQW
2022-06-03T00:00:00
50
50
50
50
1
24
84
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92
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50
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37
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53
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17
90
63
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ZTAQW
2022-06-10T00:00:00
50
50
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50
1
11
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92
26
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50
50
37
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50
50
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8
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33
23
89
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ZTAQW
2022-06-17T00:00:00
50
50
50
50
1
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35
17
93
93
1
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50
37
50
50
50
50
24
94
68
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ZTAQW
2022-06-24T00:00:00
50
50
50
50
1
18
40
17
92
92
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37
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50
50
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27
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65
19
69
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0.111111
ZTAQW
2022-07-01T00:00:00
50
50
50
50
1
25
63
2
91
91
8
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50
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37
50
50
50
50
43
91
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21
61
90
0.1
ZTAQW
2022-07-08T00:00:00
50
50
50
50
1
15
13
15
89
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50
50
50
37
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50
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13
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62
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ZTAQW
2022-07-15T00:00:00
50
50
50
50
1
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6
38
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88
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50
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37
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7
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62
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ZTAQW
2022-07-22T00:00:00
50
50
50
50
1
8
5
3
87
87
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50
50
50
37
50
50
50
50
5
90
54
22
65
92
0.16875
ZTAQW
2022-07-29T00:00:00
50
50
50
50
1
12
11
82
87
87
45
50
50
50
37
50
50
50
50
10
91
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41
52
90
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ZTAQW
2022-08-05T00:00:00
50
50
50
50
1
6
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89
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50
37
50
50
50
50
4
89
55
50
60
91
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ZTAQW
2022-08-12T00:00:00
50
50
50
50
1
13
38
80
83
83
7
50
50
50
37
50
50
50
50
23
91
61
49
58
93
0.032258
ZTAQW
2022-08-19T00:00:00
50
50
50
50
1
16
54
1
93
93
28
50
50
50
7
50
50
50
50
30
88
43
17
68
95
0.528125
ZTAQW
2022-08-26T00:00:00
50
50
50
50
1
24
91
12
92
92
32
50
50
50
6
50
50
50
50
56
88
42
17
69
95
-0.063395
ZTAQW
2022-09-02T00:00:00
50
50
50
50
1
21
87
83
94
94
4
50
50
50
22
50
50
50
50
52
87
37
22
74
91
-0.246725
ZTAQW
2022-09-09T00:00:00
50
50
50
50
1
21
84
93
93
93
36
50
50
50
29
50
50
50
50
51
93
65
13
67
98
-0.072464
ZTAQW
2022-09-16T00:00:00
50
50
50
50
1
36
93
7
95
95
10
50
50
50
3
50
50
50
50
67
94
55
13
59
95
0.35625
ZTAQW
2022-09-23T00:00:00
50
50
50
50
1
19
33
84
96
96
5
50
50
50
13
50
50
50
50
23
94
65
6
56
83
-0.317972
ZTAQW
2022-09-30T00:00:00
50
50
50
50
1
15
19
87
95
95
4
50
50
50
14
50
50
50
50
13
93
61
5
62
85
-0.054054
ZTAQW
2022-10-07T00:00:00
50
50
50
50
1
16
16
48
94
94
9
50
50
50
20
50
50
50
50
13
95
56
6
68
76
0.153571
ZTAQW
2022-10-14T00:00:00
50
50
50
50
1
83
97
89
94
94
42
50
50
50
13
50
50
50
50
94
94
51
7
59
69
-0.176471
ZTAQW
2022-10-21T00:00:00
50
50
50
50
1
80
99
92
93
93
13
50
50
50
30
50
50
50
50
92
95
46
3
56
74
-0.097744
ZTAQW
2022-10-28T00:00:00
50
50
50
50
1
27
28
97
91
91
4
50
50
50
38
50
50
50
50
25
96
63
6
58
68
-0.183333
ZTAQW
2022-11-04T00:00:00
50
50
50
50
1
18
25
95
90
90
4
50
50
50
42
50
50
50
50
18
96
64
7
58
69
-0.081633
ZTAQW
2022-11-11T00:00:00
50
50
50
50
1
72
99
98
90
90
30
50
50
50
48
50
50
50
50
91
95
67
2
62
64
-0.25
ZTAQW
2022-11-18T00:00:00
50
50
50
50
1
23
34
89
89
89
36
50
50
50
60
50
50
50
50
27
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2
61
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0
ZTAQW
2022-11-25T00:00:00
50
50
50
50
1
21
20
80
87
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15
50
50
50
45
50
50
50
50
19
95
77
3
56
52
0.037037
ZTAQW
2022-12-02T00:00:00
50
50
50
50
1
34
50
98
88
88
28
50
50
50
81
50
50
50
50
41
96
85
7
40
67
-0.285714
ZTAQW
2022-12-09T00:00:00
50
50
50
50
1
22
15
86
87
87
18
50
50
50
67
50
50
50
50
17
96
82
9
33
74
0
ZTAQW
2022-12-16T00:00:00
50
50
50
50
1
19
12
63
86
86
11
50
50
50
85
50
50
50
50
14
96
71
14
24
72
0.05
ZTAQW
2022-12-23T00:00:00
50
50
50
50
1
12
6
2
92
92
31
50
50
50
50
50
50
50
50
8
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12
37
45
0.52381
ZTAQW
2022-12-30T00:00:00
50
50
50
50
1
12
5
7
92
92
41
50
50
50
28
50
50
50
50
7
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13
33
40
0
ZTAQW
2023-01-06T00:00:00
50
50
50
50
1
7
3
2
91
91
27
50
50
50
21
50
50
50
50
4
94
69
22
31
45
0.25
ZTAQW
2023-01-13T00:00:00
50
50
50
50
1
8
4
41
90
90
41
50
50
50
45
50
50
50
50
5
96
74
19
33
50
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ZTAQW
2023-01-20T00:00:00
50
50
50
50
1
10
7
40
89
89
14
50
50
50
50
50
50
50
50
7
96
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19
27
49
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ZTAQW
2023-01-27T00:00:00
50
50
50
50
1
6
2
89
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89
6
50
50
50
52
50
50
50
50
3
97
85
19
20
49
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ZTAQW
2023-02-03T00:00:00
50
50
50
50
1
7
4
99
89
89
24
50
50
50
64
50
50
50
50
5
97
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21
26
56
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ZTAQW
2023-02-10T00:00:00
50
50
50
50
1
7
10
96
88
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4
50
50
50
63
50
50
50
50
7
97
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24
22
53
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ZTAQW
2023-02-17T00:00:00
50
50
50
50
1
17
88
16
89
89
46
50
50
50
62
50
50
50
50
52
97
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16
25
47
0.234043
ZTAQW
2023-02-24T00:00:00
50
50
50
50
1
16
87
10
88
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7
50
50
50
44
50
50
50
50
51
83
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19
39
23
0.04023
ZTAQW
2023-03-03T00:00:00
50
50
50
50
1
29
91
5
85
85
11
50
50
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30
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50
50
50
63
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18
42
22
0.099448
ZTAQW
2023-03-10T00:00:00
50
50
50
50
1
15
83
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87
50
50
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36
50
50
50
50
50
86
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16
54
24
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ZTAQW
2023-03-17T00:00:00
50
50
50
50
1
15
72
26
85
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54
50
50
50
44
50
50
50
50
40
90
81
23
48
31
0.075949
ZTAQW
2023-03-24T00:00:00
50
50
50
50
1
9
26
43
85
85
54
50
50
50
34
50
50
50
50
11
88
81
24
47
31
0
ZTAQW
2023-03-31T00:00:00
50
50
50
50
1
7
4
29
84
84
15
50
50
50
27
50
50
50
50
3
88
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24
47
34
0.029412
ZTAQW
2023-04-07T00:00:00
50
50
50
50
1
7
4
54
83
83
4
50
50
50
24
50
50
50
50
4
88
82
19
58
37
-0.017143
ZTAQW
2023-04-14T00:00:00
50
50
50
50
1
15
67
6
83
83
6
50
50
50
13
50
50
50
50
37
84
80
22
57
44
0.156977
ZTAQW
2023-04-21T00:00:00
50
50
50
50
1
22
88
99
90
90
24
50
50
50
31
50
50
50
50
53
89
82
26
57
49
-0.407035
ZTAQW
2023-04-28T00:00:00
50
50
50
50
1
27
94
83
89
89
31
50
50
50
14
50
50
50
50
62
93
90
62
43
35
0.09322
ZTAQW
2023-05-05T00:00:00
50
50
50
50
1
15
43
79
89
89
40
50
50
50
15
50
50
50
50
27
93
90
61
44
36
0.007752
ZTAQW
2023-05-12T00:00:00
50
50
50
50
1
23
79
97
89
89
36
50
50
50
20
50
50
50
50
51
96
92
67
42
35
-0.223077
ZTAQW
2023-05-19T00:00:00
50
50
50
50
1
24
80
100
95
95
47
50
50
50
92
50
50
50
50
51
95
75
62
25
55
-0.851485
ZTAQW
2023-05-26T00:00:00
50
50
50
50
1
24
79
100
96
96
4
50
50
50
97
50
50
50
50
50
87
70
32
29
51
-0.533333
ZTAQW
2023-06-02T00:00:00
50
50
50
50
1
25
66
100
95
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42
50
50
50
95
50
50
50
50
44
89
73
44
31
57
-0.142857
ZTAQW
2023-06-09T00:00:00
50
50
50
50
1
45
93
100
95
95
32
50
50
50
96
50
50
50
50
73
90
84
47
31
55
-0.333333
ZTAQW
2023-06-16T00:00:00
50
50
50
50
1
10
3
100
96
96
4
50
50
50
96
50
50
50
50
5
91
93
44
23
73
-0.75
ZTEK
2022-04-01T00:00:00
17
11
18
6
53
32
36
62
56.5
56.5
7
70
50
46
41
33
39
60
47.5
32
72
51
32
88
19
0.076923
ZTEK
2022-04-08T00:00:00
17
11
23
5
53
32
36
80
56.5
56.5
15
72
50
46
41
33
39
60
47.5
31
72
51
32
88
19
-0.081169
ZTEK
2022-04-15T00:00:00
17
10
30
6
53
32
36
88
23
23
40
73
50
46
41
33
39
60
47.5
32
72
51
32
88
19
-0.04947
ZTEK
2022-04-22T00:00:00
17
10
17
6
53
32
36
89
24
24
5
74
50
46
41
33
39
60
47.5
32
72
51
32
88
19
-0.096654
ZTEK
2022-04-29T00:00:00
17
11
31
6
53
32
36
30
61
61
47
73
50
46
41
33
39
61
47.5
33
72
51
32
88
19
0.065844
ZTEK
2022-05-06T00:00:00
17
11
27
6
53
32
36
69
54
54
30
73
50
46
41
33
39
61
47.5
32
72
51
32
88
19
-0.065637
ZTEK
2022-05-13T00:00:00
17
10
34
7
53
32
36
87
64
64
50
76
50
46
41
33
38
61
47.5
29
72
51
32
88
19
-0.18595
ZTEK
2022-05-20T00:00:00
17
10
26
7
53
32
36
92
59
59
22
77
50
46
41
33
37
61
47.5
30
72
51
32
88
19
-0.065482
ZTEK
2022-05-27T00:00:00
17
11
27
7
53
62
36
25
86
86
24
74
50
46
41
33
37
61
47.5
47
72
51
32
88
19
0.227594
ZTEK
2022-06-03T00:00:00
17
10
24
7
53
46
29
80
83
83
18
76
50
46
41
33
37
61
47.5
36
72
51
32
88
19
-0.10177
ZTEK
2022-06-10T00:00:00
17
10
16
7
53
42
20
57
79
79
5
76
50
46
41
33
37
61
47.5
29
72
51
32
88
19
-0.019704
ZTEK
2022-06-17T00:00:00
17
10
18
7
53
35
16
86
78
78
7
77
50
46
41
33
37
61
47.5
23
72
51
32
88
19
-0.120603
ZTEK
2022-06-24T00:00:00
17
10
30
7
53
56
56
52
76
76
30
77
50
46
41
33
37
61
47.5
56
72
51
32
88
19
0.074286
ZTEK
2022-07-01T00:00:00
20
13
10
53
53
48
36
83
75
75
32
76
50
46
41
33
28
37
47.5
41
72
51
32
88
19
-0.095745
ZTEK
2022-07-08T00:00:00
20
13
10
53
53
32
15
15
79
79
30
74
50
46
41
33
28
37
47.5
23
72
51
32
88
19
0.158824
ZTEK
2022-07-15T00:00:00
21
13
10
53
53
28
12
2
81
81
24
72
50
46
41
33
28
37
47.5
19
72
51
32
88
19
0.15736
ZTEK
2022-07-22T00:00:00
21
13
10
53
53
47
68
6
78
78
18
72
50
46
41
33
28
37
47.5
56
72
51
32
88
19
0.026316
ZTEK
2022-07-29T00:00:00
21
13
10
53
53
33
18
33
75
75
45
72
50
46
41
33
28
37
47.5
23
72
51
32
88
19
-0.008547
ZTEK
2022-08-05T00:00:00
20
13
10
51
53
37
27
79
69
69
16
73
50
46
41
33
27
37
47.5
29
72
51
32
88
19
-0.032328
ZTEK
2022-08-12T00:00:00
16
10
10
14
53
32
18
89
68
68
48
75
50
46
41
33
61
65
47.5
22
72
51
32
88
19
-0.095768
ZTEK
2022-08-19T00:00:00
16
11
10
14
53
36
30
68
66
66
48
74
50
46
41
33
60
65
47.5
29
72
51
32
88
19
0.014778
ZTEK
2022-08-26T00:00:00
16
11
10
14
53
30
20
93
66
66
53
75
50
46
41
33
60
66
47.5
22
72
51
32
88
19
-0.082524
ZTEK
2022-09-02T00:00:00
16
11
10
14
53
50
74
80
65
65
88
76
50
46
41
33
60
66
47.5
62
72
51
32
88
19
-0.042328
ZTEK
2022-09-09T00:00:00
16
11
10
14
53
99
93
33
65
65
87
75
50
46
41
33
60
65
47.5
98
72
51
32
88
19
0.077348
ZTEK
2022-09-16T00:00:00
16
11
10
14
53
99
94
14
61
61
69
74
50
46
41
33
60
65
47.5
99
72
51
32
88
19
0.015385
ZTEK
2022-09-23T00:00:00
16
11
10
15
53
95
85
69
60
60
64
75
50
46
41
33
60
65
47.5
94
72
51
32
88
19
-0.136364
ZTEK
2022-09-30T00:00:00
16
11
10
15
53
84
60
73
58
58
83
75
50
46
41
33
60
65
47.5
78
72
51
32
88
19
-0.02924
ZTEK
2022-10-07T00:00:00
16
11
10
15
53
26
17
88
57
57
62
76
50
46
41
33
60
66
47.5
16
72
51
32
88
19
-0.072289
ZTEK
2022-10-14T00:00:00
16
11
11
15
53
35
24
85
56
56
76
78
50
46
41
33
60
66
47.5
26
72
51
32
88
19
-0.064935
ZTEK
2022-10-21T00:00:00
16
11
10
15
53
28
13
39
61
61
74
76
50
46
41
33
60
66
47.5
18
72
51
32
88
19
0.090278
ZTEK
2022-10-28T00:00:00
16
12
10
15
53
29
17
47
58
58
69
76
50
46
41
33
60
66
47.5
20
72
51
32
88
19
0.019108
ZTEK
2022-11-04T00:00:00
16
12
10
15
53
36
38
35
55
55
67
75
50
46
41
33
60
65
47.5
34
72
51
32
88
19
0
ZTEK
2022-11-11T00:00:00
16
12
10
15
53
52
64
81
50
50
64
76
50
46
41
33
60
65
47.5
58
72
51
32
88
19
-0.01875
ZTEK
2022-11-18T00:00:00
18
13
8
6
53
36
34
35
47
47
87
75
50
46
41
33
29
63
47.5
34
72
51
32
88
19
0.019108
ZTEK
2022-11-25T00:00:00
18
13
8
6
53
35
32
40
47
47
87
75
50
46
41
33
29
63
47.5
32
72
51
32
88
19
0.00625
ZTEK
2022-12-02T00:00:00
19
13
8
6
100
26
19
4
62
62
94
73
50
13
41
33
29
62
47.5
21
43
50
35
69
20
0.187578
ZTEK
2022-12-09T00:00:00
18
13
8
6
47
25
19
63
67
67
97
74
50
13
41
33
29
62
47.5
21
42
58
28
81
12
-0.137029
ZTEK
2022-12-16T00:00:00
18
13
8
6
65
29
33
61
65
65
93
74
50
12
41
33
29
62
47.5
29
42
60
24
81
12
-0.024242
ZTEK
2022-12-23T00:00:00
19
13
8
6
52
28
30
62
62
62
96
74
50
13
41
33
29
62
47.5
26
40
61
27
82
13
-0.006211
ZTEK
2022-12-30T00:00:00
19
13
7
6
75
32
40
79
61
61
87
74
50
12
41
33
29
62
47.5
34
42
59
22
83
13
-0.03125
ZTEK
2023-01-06T00:00:00
18
13
7
7
66
26
23
93
59
59
88
76
50
11
41
33
29
62
47.5
22
30
56
15
89
13
-0.045161
ZTEK
2023-01-13T00:00:00
18
13
7
7
48
31
43
98
57
57
94
77
50
7
41
33
29
62
47.5
33
33
68
12
90
19
-0.040541
ZTEK
2023-01-20T00:00:00
18
13
8
7
73
32
53
60
59
59
76
76
50
6
41
33
29
62
47.5
38
33
70
8
88
17
0.049296
ZTEK
2023-01-27T00:00:00
18
13
8
7
73
82
91
59
58
58
76
76
50
5
41
33
29
62
47.5
90
34
74
8
85
16
0.006711
ZTEK
2023-02-03T00:00:00
18
13
8
7
71
34
47
94
58
58
77
77
50
5
41
33
29
62
47.5
37
35
59
3
87
15
-0.06