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
⌀
ZTNO
2000-04-28T00:00:00
31
75
12
45
3
96
96
69
78
78
33
68
76
32
36.5
54
6
97
85
97
47
28
68
34
52
0.040001
ZTNO
2000-05-05T00:00:00
31
75
19
45
3
87
70
72
77
77
51
68
76
28
36.5
54
6
97
85
80
45
26
67
34
52
-0.038462
ZTNO
2000-05-12T00:00:00
22
79
3
38
3
90
67
79
71
71
8
70
76
40
36.5
54
5
98
85
83
44
23
60
34
52
-0.058946
ZTNO
2000-05-19T00:00:00
20
87
13
43
2
92
73
100
83
83
24
78
76
35
36.5
54
5
99
85
88
44
30
45
34
52
-0.356824
ZTNO
2000-05-26T00:00:00
20
89
8
43
2
94
55
97
81
81
16
79
76
38
36.5
54
5
99
85
81
43
29
42
34
52
-0.130436
ZTNO
2000-06-02T00:00:00
20
89
4
43
2
91
44
96
77
77
10
79
76
41
36.5
54
5
99
85
73
47
29
45
34
52
0.012
ZTNO
2000-06-09T00:00:00
20
87
16
43
2
44
23
40
80
80
28
78
76
33
36.5
54
5
99
85
30
57
30
41
34
52
0.148222
ZTNO
2000-06-16T00:00:00
21
85
21
43
2
63
24
21
80
80
32
76
76
31
36.5
54
5
99
85
41
54
33
45
34
52
0.075733
ZTNO
2000-06-23T00:00:00
20
89
11
43
2
67
28
93
82
82
20
80
76
37
36.5
54
5
99
85
46
55
18
51
34
52
-0.200002
ZTNO
2000-06-30T00:00:00
21
86
7
43
2
59
26
7
90
90
14
75
76
39
36.5
54
5
99
85
41
49
17
71
34
52
0.300002
ZTNO
2000-07-07T00:00:00
22
82
17
43
2
52
19
8
89
89
28
74
76
33
36.5
54
5
99
85
32
47
16
69
34
52
0.058463
ZTNO
2000-07-14T00:00:00
21
84
20
43
2
22
3
48
88
88
32
76
76
30
36.5
54
5
99
85
10
53
21
73
34
52
-0.072676
ZTNO
2000-07-21T00:00:00
23
77
6
43
2
21
3
1
96
96
15
69
76
39
36.5
54
5
99
85
10
42
24
71
34
52
0.489028
ZTNO
2000-07-28T00:00:00
22
80
17
43
2
18
1
41
96
96
30
72
76
33
36.5
54
5
99
85
7
42
19
72
34
52
-0.184211
ZTNO
2000-08-04T00:00:00
22
84
4
43
2
18
6
61
96
96
9
73
76
42
95
54
5
99
85
9
45
17
67
34
52
-0.089033
ZTNO
2000-08-11T00:00:00
22
84
3
43
2
24
33
75
96
96
8
73
76
44
95
54
6
99
85
26
44
19
69
34
52
-0.008499
ZTNO
2000-08-18T00:00:00
59
86
18
30
2
17
4
85
95
95
25
74
76
20
91
54
8
80
85
8
50
29
57
34
52
-0.044285
ZTNO
2000-08-25T00:00:00
56
82
6
30
2
30
68
5
95
95
10
71
76
26
81
54
8
80
85
50
47
29
51
34
52
0.195814
ZTNO
2000-09-01T00:00:00
56
83
5
30
2
36
80
30
92
92
11
71
76
26
80
54
8
80
85
60
48
28
41
34
52
0.023752
ZTNO
2000-09-08T00:00:00
56
82
19
30
1
27
50
37
91
91
30
72
76
19
88
54
8
80
85
37
49
27
36
34
52
-0.023201
ZTNO
2000-09-15T00:00:00
56
83
4
30
1
86
93
41
90
90
8
71
76
28
85
54
8
80
85
93
45
29
37
34
52
0
ZTNO
2000-09-22T00:00:00
57
83
13
30
1
61
83
64
89
89
22
72
76
23
62
54
8
80
85
76
47
29
37
34
52
-0.062499
ZTNO
2000-09-29T00:00:00
58
86
9
30
1
43
47
83
78
78
17
74
76
25
74
54
8
80
85
44
53
27
41
34
52
-0.108001
ZTNO
2000-10-06T00:00:00
58
83
18
30
1
42
37
50
76
76
29
72
76
21
82
54
8
79
85
38
36
55
45
34
52
0.037368
ZTNO
2000-10-13T00:00:00
59
86
18
30
1
26
21
86
77
77
39
74
76
21
88
54
8
79
85
21
26
55
47
34
52
-0.152735
ZTNO
2000-10-20T00:00:00
59
85
12
30
1
57
86
60
75
75
39
74
76
23
79
54
8
79
85
75
14
51
43
34
52
0.040814
ZTNO
2000-10-27T00:00:00
58
85
6
30
1
55
76
41
74
74
39
73
76
26
79
54
8
79
85
69
13
40
54
34
52
0.042484
ZTNO
2000-11-03T00:00:00
58
84
12
30
1
51
75
29
67
67
39
72
76
23
73
54
8
79
85
66
13
37
54
34
52
0.057993
ZTNO
2000-11-10T00:00:00
57
80
17
30
1
51
77
3
69
69
39
70
76
21
73
54
8
78
85
66
16
35
76
34
52
0.111112
ZTNO
2000-11-17T00:00:00
33
82
11
10
1
41
52
52
70
70
88
72
76
24
77
54
16
77
85
46
13
24
68
34
52
-0.082666
ZTNO
2000-11-24T00:00:00
34
86
4
10
1
31
29
83
74
74
79
75
76
28
71
54
16
77
85
28
13
23
73
34
52
-0.172967
ZTNO
2000-12-01T00:00:00
34
86
8
10
1
37
49
78
72
72
83
76
76
27
74
54
16
77
85
42
13
24
72
34
52
-0.077326
ZTNO
2000-12-08T00:00:00
34
88
4
10
1
27
23
88
69
69
79
77
76
29
63
54
16
77
85
23
20
19
70
34
52
-0.07048
ZTNO
2000-12-15T00:00:00
34
88
10
10
2
30
30
86
67
67
86
77
76
26
63
54
16
78
85
28
21
16
70
34
52
-0.090161
ZTNO
2000-12-22T00:00:00
34
88
10
10
2
34
49
77
64
64
87
77
76
26
67
54
16
77
85
40
30
14
68
34
52
-0.072073
ZTNO
2000-12-29T00:00:00
34
94
7
10
1
38
52
96
66
66
84
81
76
27
79
54
16
78
85
43
35
24
73
34
52
-0.196604
ZTNO
2001-01-05T00:00:00
34
91
13
10
1
61
91
61
71
71
93
80
76
24
76
54
16
78
85
79
33
35
78
34
52
0.172205
ZTNO
2001-01-12T00:00:00
34
91
2
10
1
47
63
32
72
72
75
78
76
28
62
54
16
78
85
54
31
33
77
34
52
0.159798
ZTNO
2001-01-19T00:00:00
34
90
16
10
1
30
26
42
70
70
93
79
76
17
75
54
16
78
85
26
32
32
78
34
52
0
ZTNO
2001-01-26T00:00:00
34
92
6
9
1
30
28
77
68
68
77
80
76
21
66
54
16
79
85
28
30
22
86
34
52
-0.042226
ZTNO
2001-02-02T00:00:00
34
93
8
9
2
25
17
86
65
65
81
80
76
21
74
54
16
79
85
20
33
22
87
34
52
-0.027838
ZTNO
2001-02-09T00:00:00
34
95
4
9
2
22
16
93
67
67
74
83
76
23
66
54
16
80
85
17
28
25
85
34
52
-0.150358
ZTNO
2001-02-16T00:00:00
34
94
3
9
2
26
22
74
67
67
70
82
76
25
51
54
16
79
85
23
23
34
90
34
52
0.028086
ZTNO
2001-02-23T00:00:00
34
95
17
9
2
17
8
82
67
67
94
83
76
18
58
54
16
79
85
11
23
32
88
34
52
-0.076501
ZTNO
2001-03-02T00:00:00
34
94
17
9
2
18
15
78
66
66
95
83
76
18
49
54
16
79
85
14
25
43
86
34
52
-0.038465
ZTNO
2001-03-09T00:00:00
34
97
4
9
2
20
42
84
64
64
75
84
76
24
66
54
16
79
85
24
29
52
73
34
52
-0.058459
ZTNO
2001-03-16T00:00:00
34
96
8
9
2
23
35
81
61
61
83
84
76
22
60
54
16
80
85
20
32
56
76
34
52
-0.101306
ZTNO
2001-03-23T00:00:00
35
98
14
9
2
22
20
92
54
54
92
86
76
20
61
54
16
80
85
13
32
51
77
34
52
-0.112726
ZTNO
2001-03-30T00:00:00
36
97
10
9
2
21
13
46
63
63
92
84
76
23
50
54
16
79
85
11
37
49
81
34
52
0.114752
ZTNO
2001-04-06T00:00:00
26
91
5
18
3
17
9
27
61
61
52
84
76
21
52
54
21
79
85
10
34
61
82
34
52
0.01103
ZTNO
2001-04-13T00:00:00
25
93
6
18
3
19
12
70
59
59
54
84
76
19
64
54
21
79
85
13
35
61
86
34
52
-0.036368
ZTNO
2001-04-20T00:00:00
26
91
12
17
3
18
13
65
57
57
27
85
76
17
63
54
21
79
85
14
34
61
87
34
52
0.018875
ZTNO
2001-04-27T00:00:00
25
95
7
17
3
20
16
92
54
54
11
86
76
19
56
54
21
80
85
16
42
65
88
34
52
-0.055557
ZTNO
2001-05-04T00:00:00
25
95
7
17
3
15
15
92
53
53
11
87
76
19
62
54
21
80
85
13
45
72
95
34
52
-0.035295
ZTNO
2001-05-11T00:00:00
24
96
4
18
3
16
16
69
53
53
4
87
76
22
68
54
21
80
85
15
43
71
94
34
52
0.024391
ZTNO
2001-05-18T00:00:00
8
90
27
13
3
14
10
33
55
55
2
84
76
34
80
54
24
82
85
10
42
67
95
34
52
0.079365
ZTNO
2001-05-25T00:00:00
7
88
43
13
3
17
26
25
53
53
33
84
76
22
77
54
24
83
85
20
40
60
95
34
52
0.03676
ZTNO
2001-06-01T00:00:00
7
92
31
13
3
21
43
92
58
58
7
86
76
31
73
54
24
83
85
30
42
57
96
34
52
-0.131206
ZTNO
2001-06-08T00:00:00
7
90
34
13
3
17
24
42
57
57
13
85
76
28
57
54
24
83
85
17
34
57
93
34
52
0.081633
ZTNO
2001-06-15T00:00:00
8
92
32
13
3
16
23
71
57
57
8
85
76
31
64
54
24
83
85
15
33
46
91
34
52
-0.056597
ZTNO
2001-06-22T00:00:00
8
90
43
13
3
14
11
80
58
58
29
86
76
23
65
54
24
82
85
10
58
53
91
34
52
-0.08
ZTNO
2001-06-29T00:00:00
7
92
34
13
3
11
8
88
56
56
10
86
76
30
49
54
24
82
85
6
54
57
89
34
52
-0.021747
ZTNO
2001-07-06T00:00:00
8
91
40
13
3
12
14
69
55
55
21
86
76
25
49
54
24
82
85
10
47
55
93
34
52
0
ZTNO
2001-07-13T00:00:00
8
93
27
13
3
13
43
15
57
57
1
85
76
34
40
54
24
82
85
24
56
53
93
34
52
0.088889
ZTNO
2001-07-20T00:00:00
8
92
30
13
3
13
57
53
57
57
5
86
76
38
27
54
24
82
85
31
50
62
77
34
52
-0.036727
ZTNO
2001-07-27T00:00:00
8
90
37
13
3
11
10
75
55
55
19
86
76
31
30
54
24
82
85
8
52
67
87
34
52
-0.046618
ZTNO
2001-08-03T00:00:00
8
91
35
13
3
13
39
81
53
53
15
86
76
34
34
54
24
82
85
21
58
72
82
34
52
-0.02222
ZTNO
2001-08-10T00:00:00
8
91
34
13
3
13
27
17
53
53
13
85
76
36
21
12
24
82
64
17
57
71
79
34
52
0.068184
ZTNO
2001-08-17T00:00:00
15
89
34
49
4
12
17
65
51
51
37
86
76
40
25
20
23
99
55
13
49
77
83
34
52
-0.055325
ZTNO
2001-08-24T00:00:00
15
87
43
49
4
11
13
67
49
49
48
86
76
33
17
21
23
99
55
10
55
77
83
34
52
-0.009006
ZTNO
2001-08-31T00:00:00
14
90
31
49
4
12
21
95
59
59
35
88
76
45
24
21
23
99
54
14
57
84
82
34
52
-0.159094
ZTNO
2001-09-07T00:00:00
14
89
34
49
5
16
62
71
58
58
56
87
76
41
21
21
23
99
54
37
57
74
79
34
52
0
ZTNO
2001-09-14T00:00:00
14
88
40
49
8
15
38
68
55
55
72
87
76
36
19
21
23
99
54
24
67
46
65
34
52
0
ZTNO
2001-09-21T00:00:00
13
90
45
48
8
14
26
94
70
70
81
89
76
33
29
21
23
99
53
17
30
46
8
34
52
-0.351349
ZTNO
2001-09-28T00:00:00
14
89
43
48
8
13
22
76
72
72
77
89
76
35
24
21
23
99
52
15
25
44
7
34
52
0.125005
ZTNO
2001-10-05T00:00:00
14
91
36
48
8
18
66
44
71
71
57
88
76
41
19
21
23
99
53
40
19
48
7
34
52
0.111115
ZTNO
2001-10-12T00:00:00
14
91
35
48
8
18
37
61
69
69
54
89
76
42
24
21
23
100
53
26
19
47
7
34
52
-0.033345
ZTNO
2001-10-19T00:00:00
14
91
35
48
8
17
32
76
66
66
84
89
76
41
23
21
23
99
53
22
17
39
5
34
52
-0.034479
ZTNO
2001-10-26T00:00:00
13
91
43
48
8
12
10
98
66
66
98
90
76
34
26
21
23
100
53
9
34
42
8
34
52
-0.142857
ZTNO
2001-11-02T00:00:00
13
94
31
47
8
15
19
74
66
66
72
90
76
45
19
21
23
100
52
15
38
46
8
34
52
0.033341
ZTNO
2001-11-09T00:00:00
13
92
39
47
8
15
24
90
63
63
91
91
76
38
22
21
23
100
51
17
41
47
8
34
52
-0.032265
ZTNO
2001-11-16T00:00:00
8
88
48
45
9
9
7
68
62
62
77
90
76
35
24
7
26
99
9
6
39
48
8
34
52
0.016661
ZTNO
2001-11-23T00:00:00
8
90
41
45
9
12
14
86
60
60
60
90
76
41
27
31
26
99
9
11
43
50
8
34
52
-0.016388
ZTNO
2001-11-30T00:00:00
8
91
36
45
9
15
28
71
54
54
47
90
76
44
20
31
26
99
9
19
40
50
6
34
52
0
ZTNO
2001-12-07T00:00:00
8
89
46
45
9
12
20
41
52
52
74
90
76
75
30
31
26
99
9
13
32
67
6
34
52
0.041662
ZTNO
2001-12-14T00:00:00
7
89
43
45
9
12
18
87
50
50
64
90
76
79
37
30
26
99
9
12
35
58
6
34
52
-0.079991
ZTNO
2001-12-21T00:00:00
7
89
43
45
8
8
4
89
49
49
64
91
76
79
38
30
26
99
9
4
39
61
6
34
52
-0.043473
ZTNO
2001-12-28T00:00:00
7
91
38
45
7
9
11
32
56
56
51
90
76
84
37
31
26
99
9
7
30
48
7
34
52
0.109073
ZTNO
2002-01-04T00:00:00
8
87
41
45
7
8
8
2
80
80
66
88
76
79
16
31
26
99
9
6
27
27
30
34
52
0.434439
ZTNO
2002-01-11T00:00:00
8
88
41
45
7
7
10
13
79
79
64
89
76
80
21
31
26
99
9
6
27
29
30
34
52
-0.028568
ZTNO
2002-01-18T00:00:00
8
90
41
45
6
7
10
47
79
79
26
89
76
63
20
31
26
99
9
6
28
30
32
34
52
-0.088238
ZTNO
2002-01-25T00:00:00
8
89
44
45
6
8
12
76
79
79
36
89
76
58
21
31
26
99
9
7
28
35
31
34
52
-0.032254
ZTNO
2002-02-01T00:00:00
8
91
35
45
6
8
35
76
79
79
6
90
76
76
22
31
27
99
9
17
28
39
32
34
52
-0.046673
ZTNO
2002-02-08T00:00:00
8
89
47
45
6
6
11
80
79
79
44
90
76
53
31
31
26
99
9
6
28
47
30
34
52
-0.090902
ZTNO
2002-02-15T00:00:00
7
92
33
44
6
7
9
96
79
79
2
91
76
81
35
31
27
99
9
6
32
57
34
34
52
-0.115388
ZTNO
2002-02-22T00:00:00
7
89
47
44
6
7
43
94
78
78
39
91
76
55
28
30
27
99
9
21
31
55
35
34
52
-0.078264
ZTNO
2002-03-01T00:00:00
7
91
32
44
6
30
97
12
84
84
2
90
76
80
14
30
27
99
9
69
34
36
44
34
52
0.320752
ZTNO
2002-03-08T00:00:00
7
89
43
44
6
28
93
33
82
82
29
90
76
60
20
30
27
99
9
64
35
46
45
34
52
0
ZTNO
2002-03-15T00:00:00
7
91
32
45
6
22
79
58
80
80
1
90
76
81
20
31
27
99
9
50
35
49
45
34
52
-0.03571
ZTNO
2002-03-22T00:00:00
6
91
40
45
6
18
55
99
81
81
12
91
76
71
22
32
27
99
9
33
34
51
49
34
52
-0.162957