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
⌀
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2022-09-16T00:00:00
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ZTO
2022-09-23T00:00:00
94
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ZTO
2022-09-30T00:00:00
94
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7
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2022-10-07T00:00:00
94
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7
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11
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2022-10-14T00:00:00
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1
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ZTO
2022-10-21T00:00:00
94
12
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ZTO
2022-10-28T00:00:00
95
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ZTO
2022-11-04T00:00:00
95
16
57
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32
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65
58
58
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8
19
68
95
60
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34
19
85
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71
2
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0.106601
ZTO
2022-11-11T00:00:00
95
14
56
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13
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38
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59
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8
19
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61
78
60
20
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51
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1
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ZTO
2022-11-18T00:00:00
95
13
56
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27
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8
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77
38
19
56
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97
77
5
7
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ZTO
2022-11-25T00:00:00
95
12
63
88
46
57
53
9
58
58
86
7
19
70
60
51
69
20
20
55
82
95
68
7
10
0.049782
ZTO
2022-12-02T00:00:00
95
10
63
88
37
55
45
6
58
58
88
7
19
70
56
54
69
30
21
49
79
93
54
11
7
0.086539
ZTO
2022-12-09T00:00:00
95
9
62
88
56
44
26
4
57
57
85
7
19
70
38
54
69
7
21
33
81
92
59
8
7
0.029634
ZTO
2022-12-16T00:00:00
95
8
62
88
49
38
20
5
56
56
86
7
19
70
45
54
69
18
22
27
79
91
56
7
7
0.04511
ZTO
2022-12-23T00:00:00
95
8
61
87
35
24
8
17
54
54
89
7
19
70
50
54
69
32
22
14
80
91
54
7
10
-0.017478
ZTO
2022-12-30T00:00:00
95
8
61
87
62
30
16
13
54
54
82
7
18
69
45
54
69
1
22
21
82
87
45
9
12
0.017387
ZTO
2023-01-06T00:00:00
95
8
61
87
61
33
40
31
45
45
82
7
19
67
42
54
69
6
22
31
55
59
43
14
18
0.0283
ZTO
2023-01-13T00:00:00
95
8
61
87
56
41
59
38
42
42
81
7
19
62
29
54
69
12
22
46
50
63
42
13
21
0.037999
ZTO
2023-01-20T00:00:00
95
8
61
87
59
45
77
48
42
42
79
7
19
59
29
54
69
8
22
64
50
64
44
14
22
-0.009429
ZTO
2023-01-27T00:00:00
95
8
61
87
20
68
88
43
41
41
90
7
19
61
22
54
69
50
22
82
50
63
45
15
22
0.024675
ZTO
2023-02-03T00:00:00
95
9
61
87
57
82
95
76
40
40
79
7
19
61
29
53
69
10
22
93
43
69
47
19
28
-0.015119
ZTO
2023-02-10T00:00:00
95
9
61
87
35
90
96
80
39
39
87
7
19
61
25
52
69
34
22
96
43
70
53
15
31
-0.041873
ZTO
2023-02-17T00:00:00
95
11
61
87
46
84
92
96
46
46
83
7
19
62
43
50
69
23
22
92
45
62
66
13
36
-0.08953
ZTO
2023-02-24T00:00:00
95
11
61
86
45
90
92
79
43
43
85
7
19
63
34
49
69
24
23
94
58
72
66
10
39
-0.022431
ZTO
2023-03-03T00:00:00
96
11
61
86
37
87
87
76
43
43
87
7
19
63
53
67
69
30
23
92
78
39
63
11
44
0.011061
ZTO
2023-03-10T00:00:00
96
9
60
85
24
90
76
13
40
40
91
7
18
64
75
54
69
43
24
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85
46
57
5
62
0.041272
ZTO
2023-03-17T00:00:00
96
9
58
91
45
89
68
5
45
45
78
7
23
63
39
37
69
23
31
86
97
80
77
2
77
0.10527
ZTO
2023-03-24T00:00:00
96
9
58
91
19
90
64
9
45
45
83
7
22
63
36
38
69
49
30
84
96
79
77
3
77
0.002125
ZTO
2023-03-31T00:00:00
96
9
58
91
31
85
48
30
42
42
80
7
22
62
38
39
69
35
30
72
96
79
77
3
79
0.005245
ZTO
2023-04-07T00:00:00
96
9
58
90
60
75
32
19
41
41
73
7
22
61
40
39
69
5
30
55
95
78
77
2
80
0.013433
ZTO
2023-04-14T00:00:00
96
9
58
90
62
32
15
48
41
41
70
7
22
60
48
39
68
2
30
19
96
79
76
2
78
-0.009055
ZTO
2023-04-21T00:00:00
96
9
56
96
31
35
24
52
40
40
79
7
24
59
43
39
68
36
30
27
95
76
79
2
78
-0.007738
ZTO
2023-04-28T00:00:00
96
9
56
96
56
33
25
67
36
36
72
7
24
60
36
39
68
10
29
26
96
75
83
2
77
-0.018085
ZTO
2023-05-05T00:00:00
96
9
56
96
31
61
72
51
32
32
80
7
25
61
38
41
68
36
29
66
96
76
83
2
77
0.003252
ZTO
2023-05-12T00:00:00
96
9
56
97
57
90
94
23
31
31
77
7
26
63
36
42
68
11
30
95
95
71
82
2
74
0.021223
ZTO
2023-05-19T00:00:00
95
10
59
87
63
90
94
29
31
31
78
7
18
73
35
30
73
2
33
95
95
70
83
2
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0.013768
ZTO
2023-05-26T00:00:00
95
10
59
87
34
87
88
78
31
31
89
7
18
72
47
31
73
34
33
91
94
68
67
3
71
-0.059496
ZTO
2023-06-02T00:00:00
95
11
60
87
57
92
91
90
30
30
81
7
18
72
52
31
73
11
33
94
95
78
81
3
81
-0.025513
ZTO
2023-06-09T00:00:00
95
11
60
87
53
89
77
63
31
31
82
7
18
73
59
30
73
15
33
87
96
74
81
2
82
0.028485
ZTO
2023-06-16T00:00:00
95
11
59
87
31
88
70
51
30
30
90
8
18
72
67
29
73
37
34
83
96
73
82
2
83
0.013288
ZTO
2023-06-23T00:00:00
95
12
59
87
51
83
47
88
36
36
83
8
18
73
65
29
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18
34
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95
82
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4
88
-0.07975
ZTO
2023-06-30T00:00:00
95
12
59
87
23
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53
87
34
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8
18
73
67
42
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45
34
71
95
84
81
4
83
-0.007539
ZTO
2023-07-07T00:00:00
95
13
60
87
56
87
74
81
33
33
81
8
19
73
75
42
73
14
34
85
93
63
51
2
96
-0.007555
ZTO
2023-07-14T00:00:00
95
11
59
87
45
86
74
18
44
44
86
8
18
74
77
41
73
25
34
85
91
64
65
2
99
0.089582
ZTO
2023-07-21T00:00:00
95
12
59
87
18
69
36
69
44
44
93
8
18
74
76
41
73
56
34
52
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72
48
2
97
-0.037982
ZTO
2023-07-28T00:00:00
95
11
59
86
61
54
25
17
47
47
82
8
19
75
72
42
73
9
35
35
90
80
36
3
96
0.072824
ZTO
2023-08-04T00:00:00
96
12
58
85
64
63
33
62
46
46
80
8
18
75
75
42
73
6
34
46
86
71
35
3
95
-0.04286
ZTO
2023-08-11T00:00:00
96
12
58
84
52
67
46
66
45
45
68
8
20
75
85
42
72
20
34
60
85
76
56
1
99
-0.03884
ZTO
2023-08-18T00:00:00
96
13
59
84
24
44
17
78
45
45
52
8
20
74
82
41
72
47
30
27
76
68
40
2
97
-0.063298
ZTO
2023-08-25T00:00:00
96
13
58
84
39
41
14
61
44
44
46
8
20
74
80
40
72
33
31
24
76
71
48
4
97
0.011197
ZTO
2023-09-01T00:00:00
98
13
56
96
35
44
15
39
43
43
81
8
53
74
72
35
73
35
30
25
76
70
46
3
97
0.035238
ZTO
2023-09-08T00:00:00
98
13
56
96
20
65
63
54
42
42
86
8
32
74
82
34
73
52
29
68
75
71
47
2
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-0.030473
ZTO
2023-09-15T00:00:00
98
13
56
96
31
44
26
26
42
42
82
8
32
74
83
34
73
38
30
30
75
74
48
2
97
0.027753
ZTO
2023-09-22T00:00:00
98
12
56
96
25
71
70
46
38
38
84
8
32
74
79
34
73
44
30
74
74
75
46
3
98
-0.027794
ZTO
2023-09-29T00:00:00
98
13
56
96
42
54
52
53
37
37
79
8
32
74
74
34
73
29
30
53
72
73
45
3
97
-0.011855
ZTO
2023-10-06T00:00:00
98
12
56
96
54
43
35
20
35
35
76
8
33
74
74
34
73
16
30
36
78
75
45
2
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0.01819
ZTO
2023-10-13T00:00:00
98
12
55
96
14
41
27
48
33
33
81
8
33
74
83
34
73
61
30
31
79
74
41
1
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-0.018674
ZTO
2023-10-20T00:00:00
98
12
56
96
58
39
29
48
32
32
84
8
33
74
86
34
73
12
30
31
83
69
40
2
96
-0.022367
ZTO
2023-10-27T00:00:00
98
11
55
96
24
43
42
40
28
28
93
8
32
75
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34
73
44
31
40
85
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22
2
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ZTO
2023-11-03T00:00:00
98
12
56
96
16
42
38
44
25
25
96
8
31
75
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35
73
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32
39
83
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23
2
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0.043341
ZTO
2023-11-10T00:00:00
98
12
56
96
62
46
58
48
24
24
87
8
30
76
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35
73
9
31
51
83
79
23
1
98
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ZTO
2023-11-17T00:00:00
98
15
60
82
52
47
53
89
27
27
77
8
20
88
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28
76
19
37
49
82
80
30
7
93
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ZTO
2023-11-24T00:00:00
98
15
60
82
38
47
50
87
26
26
82
8
20
88
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27
76
34
37
48
28
41
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42
68
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ZTO
2023-12-01T00:00:00
98
17
60
82
66
53
74
86
25
25
70
8
20
88
75
29
76
2
37
64
30
41
8
40
66
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ZTO
2023-12-08T00:00:00
98
19
60
82
59
53
61
87
26
26
74
8
20
88
71
29
76
12
36
58
29
46
9
45
63
-0.043104
ZTO
2023-12-15T00:00:00
98
22
61
82
17
52
59
91
27
27
88
9
20
88
76
32
76
56
36
56
31
71
5
50
82
-0.06946
ZTO
2023-12-22T00:00:00
98
25
61
82
66
59
62
89
25
25
70
9
20
90
76
32
76
2
36
61
29
71
5
51
85
0.000475
ZTO
2023-12-29T00:00:00
98
21
61
82
50
56
62
37
35
35
78
9
20
91
70
32
76
22
36
59
10
67
3
44
86
0.072604
ZTO
2024-01-05T00:00:00
98
24
61
82
61
56
53
76
35
35
76
9
20
91
76
32
76
9
36
53
8
66
3
34
87
-0.062475
ZTO
2024-01-12T00:00:00
98
25
61
82
56
37
21
84
35
35
80
9
21
92
84
32
77
15
35
26
6
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3
27
82
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ZTO
2024-01-19T00:00:00
98
28
61
82
21
33
19
92
39
39
82
10
21
90
87
32
76
48
34
22
4
62
7
19
77
-0.089049
ZTO
2024-01-26T00:00:00
98
32
62
82
67
30
18
92
37
37
80
10
21
90
90
32
77
1
34
20
4
62
7
19
78
-0.02361
ZTO
2024-02-02T00:00:00
98
34
62
82
47
26
15
91
36
36
57
10
21
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32
77
24
34
17
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14
26
89
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ZTO
2024-02-09T00:00:00
98
29
61
82
36
22
12
41
43
43
66
10
21
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32
77
33
34
15
4
68
11
31
65
0.069006
ZTO
2024-02-16T00:00:00
98
27
61
82
32
21
11
21
46
46
68
10
21
89
92
30
76
37
34
14
9
82
18
49
56
0.075026
ZTO
2024-02-23T00:00:00
98
25
61
82
61
24
31
9
47
47
46
9
20
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30
76
7
35
22
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16
43
60
0.054665
ZTO
2024-03-01T00:00:00
97
22
61
82
23
22
14
13
46
46
68
9
20
88
87
37
76
44
35
14
7
78
15
42
54
0.042056
ZTO
2024-03-08T00:00:00
97
24
61
81
64
20
13
26
44
44
45
9
20
87
74
38
76
4
36
14
7
77
17
43
53
-0.00835
ZTO
2024-03-15T00:00:00
97
21
61
81
57
18
10
7
46
46
50
9
21
87
38
43
76
12
42
12
5
74
30
55
49
0.082905
ZTO
2024-03-22T00:00:00
96
23
58
89
21
17
9
45
46
46
66
9
20
88
43
59
70
46
44
11
8
78
34
58
33
-0.036191
ZTO
2024-03-29T00:00:00
96
26
58
88
64
16
8
54
43
43
42
9
20
88
48
60
69
2
43
10
4
73
39
72
37
-0.003835
ZTO
2024-04-05T00:00:00
96
24
58
88
47
18
21
50
40
40
55
9
20
89
44
61
69
22
43
16
6
71
46
68
42
-0.0019
ZTO
2024-04-12T00:00:00
96
27
58
88
40
19
56
70
41
41
61
10
19
90
43
61
69
28
42
34
7
76
42
67
44
-0.050589
ZTO
2024-04-19T00:00:00
96
26
56
95
63
26
74
15
40
40
39
9
37
90
28
61
69
2
43
49
11
84
43
68
52
0.035347
ZTS
2013-02-08T00:00:00
49
4
20
58
27.5
71
62
60
22
22
52
8
35
31
57
54
33
90
50
70
22
31
53
38
38
0.06577
ZTS
2013-02-15T00:00:00
49
4
17
57
27.5
71
62
29
22
22
53
8
35
40
57
54
33
90
50
70
22
31
53
38
38
0.028165
ZTS
2013-02-22T00:00:00
49
4
20
56
27.5
71
62
83
54
54
53
8
35
31
57
54
33
90
50
70
22
31
53
38
38
-0.040913
ZTS
2013-03-01T00:00:00
49
3
18
55
27.5
71
62
9
60
60
44
8
35
38
57
54
33
89
50
70
22
31
53
38
38
0.061678
ZTS
2013-03-08T00:00:00
50
4
24
54
27.5
71
62
69
49
49
57
8
35
21
57
54
33
90
50
70
22
31
53
38
38
-0.014729
ZTS
2013-03-15T00:00:00
51
4
23
54
27.5
71
62
77
41
41
54
8
35
25
57
54
34
90
50
70
22
31
53
38
38
-0.019078
ZTS
2013-03-22T00:00:00
51
4
20
53
27.5
71
62
77
33
33
44
8
35
33
57
54
34
90
50
69
22
31
53
38
38
-0.009561
ZTS
2013-03-29T00:00:00
30
6
44
85
27.5
71
62
62
26
26
32
8
35
48
57
54
59
89
50
70
22
31
53
38
38
0.008435
ZTS
2013-04-05T00:00:00
30
6
44
84
27.5
23
31
73
29
29
37
8
35
43
57
54
59
89
50
24
22
31
53
38
38
-0.043095
ZTS
2013-04-12T00:00:00
30
5
44
84
27.5
29
51
40
34
34
53
8
35
7
57
54
59
89
50
38
22
31
53
38
38
0.039709
ZTS
2013-04-19T00:00:00
30
5
44
84
27.5
21
23
42
31
31
57
8
35
6
57
54
59
89
50
19
22
31
53
38
38
-0.015632
ZTS
2013-04-26T00:00:00
30
5
44
85
27.5
46
85
62
25
25
55
8
35
35
57
54
59
89
50
68
22
31
53
38
38
-0.002135
ZTS
2013-05-03T00:00:00
29
6
44
86
27.5
29
42
50
22
22
47
8
35
44
57
54
59
89
50
34
22
31
53
38
38
0.019491
ZTS
2013-05-10T00:00:00
29
6
43
89
27.5
22
20
67
14
14
32
8
35
39
57
54
59
90
50
18
22
31
53
38
38
-0.000918
ZTS
2013-05-17T00:00:00
73
3
87
87
27.5
23
28
45
14
14
53
8
35
67
57
54
46
87
50
23
22
31
53
38
38
0.021696
ZTS
2013-05-24T00:00:00
73
3
87
87
27.5
25
31
59
12
12
28
8
35
67
57
54
46
87
50
25
22
31
53
38
38
-0.012979