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
⌀
ZUMZ
2007-11-30T00:00:00
42
10
27
75
1
89
67
61
87
87
100
40
31
32
93
67
39
63
21
82
76
74
11
37
86
-0.005011
ZUMZ
2007-12-07T00:00:00
43
13
25
76
1
92
87
97
86
86
100
42
31
32
96
67
39
59
19
92
79
79
8
60
81
-0.115827
ZUMZ
2007-12-14T00:00:00
75
15
24
70
2
74
26
94
85
85
100
42
31
28
97
74
35
59
13
49
81
80
10
55
81
-0.067941
ZUMZ
2007-12-21T00:00:00
73
13
28
70
1
78
37
42
85
85
100
41
31
28
96
74
35
71
13
59
78
80
9
51
78
0.092536
ZUMZ
2007-12-28T00:00:00
72
13
24
70
1
44
13
22
84
84
100
41
31
28
95
54
35
59
13
26
76
77
9
49
75
0.019177
ZUMZ
2008-01-04T00:00:00
80
23
3
70
17
14
3
100
89
89
79
45
31
27
96
54
35
1
11
7
80
69
2
51
63
-0.268993
ZUMZ
2008-01-11T00:00:00
83
26
20
70
2
16
4
98
89
89
97
47
31
24
97
54
35
48
11
8
79
61
2
58
59
-0.094273
ZUMZ
2008-01-18T00:00:00
84
30
3
70
16
19
7
94
86
86
68
47
31
22
97
54
35
3
11
11
78
62
2
58
56
-0.076969
ZUMZ
2008-01-25T00:00:00
81
23
10
70
6
18
9
37
87
87
84
46
31
22
97
54
35
27
11
11
87
61
5
65
59
0.118666
ZUMZ
2008-02-01T00:00:00
78
18
5
70
12
11
4
19
88
88
74
44
31
26
96
54
35
11
11
6
81
61
6
69
58
0.149083
ZUMZ
2008-02-08T00:00:00
77
17
16
70
3
10
4
20
87
87
93
43
31
27
88
54
35
41
12
5
79
60
5
68
64
-0.001497
ZUMZ
2008-02-15T00:00:00
79
20
13
70
4
15
24
72
87
87
89
45
31
27
93
54
35
32
12
17
82
58
5
63
70
-0.077461
ZUMZ
2008-02-22T00:00:00
79
19
20
69
2
17
36
50
86
86
97
44
31
27
94
52
35
48
12
24
81
58
5
65
70
0.013001
ZUMZ
2008-02-29T00:00:00
82
22
11
68
5
8
2
80
84
84
90
46
31
28
92
50
34
27
12
3
82
59
5
59
73
-0.059893
ZUMZ
2008-03-07T00:00:00
87
32
24
68
1
7
2
97
87
87
99
49
31
28
81
50
34
60
11
3
76
63
5
37
66
-0.197383
ZUMZ
2008-03-14T00:00:00
85
26
23
67
1
7
3
64
85
85
100
47
31
29
77
52
34
57
11
3
80
60
4
24
68
0.080085
ZUMZ
2008-03-21T00:00:00
81
20
12
67
5
9
14
18
87
87
94
45
31
30
75
75
34
29
17
8
83
51
5
14
68
0.147638
ZUMZ
2008-03-28T00:00:00
95
32
21
97
5
12
47
84
87
87
94
48
31
30
81
73
57
29
16
24
85
63
9
13
78
-0.133219
ZUMZ
2008-04-04T00:00:00
94
28
22
97
4
15
56
39
87
87
95
46
31
30
63
74
58
33
16
32
83
59
9
13
78
0.096306
ZUMZ
2008-04-11T00:00:00
93
25
27
97
2
13
30
22
85
85
98
45
31
26
46
74
58
53
16
18
77
57
6
13
78
0.03911
ZUMZ
2008-04-18T00:00:00
93
25
26
97
2
11
43
18
84
84
96
46
31
24
52
73
58
47
16
23
70
56
4
15
74
0.031268
ZUMZ
2008-04-25T00:00:00
92
20
16
97
11
9
25
3
86
86
79
43
31
24
48
74
57
13
17
14
66
36
4
14
57
0.137563
ZUMZ
2008-05-02T00:00:00
91
15
18
97
8
6
5
3
86
86
86
41
31
24
29
72
57
21
17
4
63
30
3
18
63
0.123396
ZUMZ
2008-05-09T00:00:00
94
20
17
97
11
9
16
60
88
88
92
44
15
27
16
71
56
13
17
10
67
26
5
19
58
-0.129174
ZUMZ
2008-05-16T00:00:00
94
19
20
97
7
15
65
49
84
84
95
44
15
46
15
70
56
25
16
38
65
23
6
19
58
0.034309
ZUMZ
2008-05-23T00:00:00
95
20
30
97
1
9
12
78
84
84
98
44
15
46
25
71
56
68
15
8
68
25
6
16
60
-0.05561
ZUMZ
2008-05-30T00:00:00
39
18
22
81
1
11
36
16
83
83
56
43
6
34
23
77
29
56
12
20
66
24
5
17
61
0.082645
ZUMZ
2008-06-06T00:00:00
40
19
26
81
1
15
68
69
81
81
61
44
6
34
11
77
29
67
12
39
63
17
4
17
63
-0.053912
ZUMZ
2008-06-13T00:00:00
40
16
17
82
3
16
78
10
82
82
92
42
6
34
6
97
29
44
19
46
69
28
3
20
51
0.104387
ZUMZ
2008-06-20T00:00:00
40
19
27
82
1
32
98
78
85
85
97
44
6
34
12
97
29
71
19
68
71
33
3
21
56
-0.113699
ZUMZ
2008-06-27T00:00:00
40
24
19
82
2
46
99
87
85
85
93
46
6
34
15
97
29
48
18
76
72
30
3
19
56
-0.115404
ZUMZ
2008-07-04T00:00:00
40
24
15
82
4
27
72
81
83
83
90
46
6
34
8
49
29
39
18
49
72
29
3
20
55
-0.044846
ZUMZ
2008-07-11T00:00:00
41
39
24
82
1
30
69
99
88
88
95
51
6
30
24
70
29
59
18
49
72
26
3
42
41
-0.25061
ZUMZ
2008-07-18T00:00:00
40
32
18
82
2
25
42
64
89
89
93
49
6
28
16
70
29
47
18
30
77
26
10
42
44
0.165175
ZUMZ
2008-07-25T00:00:00
40
36
7
82
10
36
79
86
88
88
83
50
6
28
22
70
29
17
18
59
77
25
14
52
37
-0.032821
ZUMZ
2008-08-01T00:00:00
40
32
6
82
11
31
48
25
88
88
84
48
6
28
19
71
29
15
18
37
74
17
15
50
38
0.075812
ZUMZ
2008-08-08T00:00:00
40
37
24
81
2
49
87
91
88
88
93
51
6
31
20
71
29
60
18
70
74
22
12
64
35
-0.115436
ZUMZ
2008-08-15T00:00:00
39
34
15
80
4
32
47
37
88
88
88
49
6
58
14
71
29
38
18
37
71
13
16
52
43
0.100152
ZUMZ
2008-08-22T00:00:00
39
37
4
80
13
23
25
74
87
87
79
50
6
58
17
71
29
9
18
22
70
13
14
53
42
-0.051724
ZUMZ
2008-08-29T00:00:00
45
34
17
74
10
23
24
19
86
86
81
49
6
54
15
53
58
19
17
21
70
9
14
52
45
0.048
ZUMZ
2008-09-05T00:00:00
44
25
27
74
2
10
6
3
87
87
92
47
6
54
7
53
57
53
18
6
71
10
9
28
68
0.115892
ZUMZ
2008-09-12T00:00:00
44
21
22
73
5
17
14
2
86
86
82
45
9
54
7
48
57
36
19
13
73
16
28
28
81
0.095771
ZUMZ
2008-09-19T00:00:00
44
21
25
73
2
14
10
10
78
78
86
45
9
54
6
48
57
50
19
9
70
22
37
24
80
0.035755
ZUMZ
2008-09-26T00:00:00
44
21
25
73
3
18
37
34
76
76
85
45
9
54
7
49
57
47
19
24
72
22
34
27
82
-0.074521
ZUMZ
2008-10-03T00:00:00
45
26
20
73
7
11
10
68
79
79
79
47
9
54
11
49
58
28
18
8
62
24
23
40
82
-0.178212
ZUMZ
2008-10-10T00:00:00
44
18
26
73
2
17
32
20
65
65
83
45
9
54
6
49
58
53
19
20
87
55
26
13
92
-0.025937
ZUMZ
2008-10-17T00:00:00
46
31
29
73
2
14
28
88
70
70
81
49
9
54
12
49
57
64
18
18
81
43
37
6
15
-0.20932
ZUMZ
2008-10-24T00:00:00
47
36
22
73
5
17
49
86
68
68
78
51
9
53
15
49
57
35
18
29
79
39
44
13
17
-0.169317
ZUMZ
2008-10-31T00:00:00
47
36
29
73
1
34
90
82
64
64
99
51
9
52
32
49
57
70
18
64
80
30
43
14
16
0.099099
ZUMZ
2008-11-07T00:00:00
48
40
28
72
2
57
93
88
62
62
98
52
9
54
37
50
58
60
18
78
81
29
41
13
15
-0.116803
ZUMZ
2008-11-14T00:00:00
51
47
18
72
10
61
92
85
59
59
93
54
9
54
47
49
57
21
18
79
86
21
47
17
16
-0.177494
ZUMZ
2008-11-21T00:00:00
50
39
24
72
3
57
81
42
53
53
96
51
9
53
28
47
57
44
18
71
87
37
59
9
11
0.018336
ZUMZ
2008-11-28T00:00:00
49
36
27
72
2
39
48
23
56
56
98
51
9
41
32
47
57
57
19
43
83
43
56
47
11
0.196676
ZUMZ
2008-12-05T00:00:00
78
33
14
53
18
60
80
10
55
55
94
49
10
34
34
50
60
8
15
71
79
29
36
48
12
0.049769
ZUMZ
2008-12-12T00:00:00
79
39
13
54
22
31
27
66
52
52
80
51
8
34
43
49
60
4
14
28
83
41
52
53
11
-0.076075
ZUMZ
2008-12-19T00:00:00
79
39
25
54
4
27
25
64
51
51
87
52
8
34
38
49
60
46
15
24
85
43
58
55
11
-0.009547
ZUMZ
2008-12-26T00:00:00
81
41
24
54
5
28
22
79
49
49
87
52
8
35
42
62
60
43
15
23
86
45
60
55
10
-0.06988
ZUMZ
2009-01-02T00:00:00
82
43
29
54
2
24
16
89
44
44
89
53
8
34
74
62
60
61
14
18
90
61
54
57
10
-0.002591
ZUMZ
2009-01-09T00:00:00
79
38
16
54
17
24
17
20
51
51
78
50
8
30
59
62
60
11
14
19
93
46
51
76
9
0.168831
ZUMZ
2009-01-16T00:00:00
79
35
30
54
2
36
43
46
50
50
91
51
8
26
64
62
60
70
15
38
92
43
45
77
10
-0.068889
ZUMZ
2009-01-23T00:00:00
80
40
27
54
3
37
58
66
49
49
88
52
8
26
46
62
60
57
15
47
92
45
45
75
9
-0.094272
ZUMZ
2009-01-30T00:00:00
81
45
21
54
8
45
81
85
49
49
82
52
8
37
46
62
59
33
14
63
93
44
48
75
9
-0.057971
ZUMZ
2009-02-06T00:00:00
78
38
14
54
23
37
45
12
61
61
74
50
8
38
36
62
60
5
14
38
91
43
54
72
10
0.232168
ZUMZ
2009-02-13T00:00:00
78
31
14
55
22
35
41
8
60
60
75
49
8
38
31
62
60
8
14
35
90
39
57
71
10
0.022701
ZUMZ
2009-02-20T00:00:00
79
29
30
54
2
32
32
24
59
59
91
49
8
38
29
60
60
68
14
29
89
33
65
73
10
-0.072142
ZUMZ
2009-02-27T00:00:00
82
34
13
54
26
25
14
47
56
56
78
50
8
40
42
60
60
2
14
15
89
28
68
74
10
-0.05622
ZUMZ
2009-03-06T00:00:00
85
37
26
54
5
35
70
74
60
60
89
51
8
40
69
61
60
45
14
53
88
34
71
74
10
-0.185044
ZUMZ
2009-03-13T00:00:00
86
38
30
53
2
34
52
72
54
54
92
51
7
41
65
63
60
62
14
39
88
36
71
75
10
0.073095
ZUMZ
2009-03-20T00:00:00
86
35
30
53
3
30
30
38
54
54
88
50
13
42
46
56
59
58
14
25
86
27
74
77
11
0.111594
ZUMZ
2009-03-27T00:00:00
80
26
3
87
27
26
21
12
59
59
57
48
30
32
39
79
13
4
13
19
85
21
73
78
11
0.202086
ZUMZ
2009-04-03T00:00:00
79
20
23
86
3
40
81
8
58
58
79
46
30
32
24
80
13
65
13
62
84
18
65
76
12
0.143167
ZUMZ
2009-04-10T00:00:00
81
27
19
86
4
48
90
63
59
59
75
48
30
29
34
80
13
52
13
72
87
27
76
77
11
-0.080645
ZUMZ
2009-04-17T00:00:00
80
23
4
85
24
47
82
16
59
59
70
46
30
27
14
80
13
11
14
66
82
15
83
74
12
0.150671
ZUMZ
2009-04-24T00:00:00
77
18
8
85
15
45
71
9
59
59
71
44
30
26
9
80
13
26
14
58
81
13
85
75
12
0.115695
ZUMZ
2009-05-01T00:00:00
79
20
7
86
17
37
38
49
59
59
70
46
29
29
11
81
13
21
13
36
84
21
89
76
12
-0.065916
ZUMZ
2009-05-08T00:00:00
80
22
10
87
12
34
34
62
56
56
41
47
28
32
21
82
14
31
13
31
85
25
89
78
11
0.017212
ZUMZ
2009-05-15T00:00:00
82
26
17
88
7
43
52
95
57
57
43
48
27
34
25
81
14
46
12
46
87
28
94
81
10
-0.132826
ZUMZ
2009-05-22T00:00:00
84
31
15
88
8
59
87
96
59
59
42
50
27
34
39
82
14
44
12
80
87
29
96
82
9
-0.089756
ZUMZ
2009-05-29T00:00:00
39
33
9
78
17
71
93
98
58
58
15
51
12
31
42
89
19
25
21
90
88
33
96
82
9
-0.043944
ZUMZ
2009-06-05T00:00:00
39
33
14
78
10
55
63
81
56
56
18
52
12
27
42
89
19
40
21
63
87
32
97
82
9
0.053812
ZUMZ
2009-06-12T00:00:00
39
37
14
79
10
81
90
96
54
54
12
53
10
28
50
90
19
38
21
93
92
43
99
82
9
-0.07234
ZUMZ
2009-06-19T00:00:00
39
37
19
79
7
89
95
91
52
52
14
54
10
26
58
90
19
47
21
97
73
23
97
84
9
-0.067661
ZUMZ
2009-06-26T00:00:00
39
38
15
79
9
78
73
62
48
48
13
53
10
27
58
90
19
41
21
82
96
37
96
85
10
0.03567
ZUMZ
2009-07-03T00:00:00
39
41
9
79
19
71
58
85
43
43
9
54
10
31
59
90
19
24
21
69
96
46
93
84
10
-0.064133
ZUMZ
2009-07-10T00:00:00
39
37
20
79
5
46
23
46
42
42
15
53
10
22
76
65
19
51
21
30
96
47
92
83
10
0
ZUMZ
2009-07-17T00:00:00
39
39
12
79
14
26
11
59
42
42
10
54
10
25
76
65
19
32
21
14
96
54
94
83
10
0.05203
ZUMZ
2009-07-24T00:00:00
38
35
9
79
17
17
5
15
48
48
9
52
10
27
76
65
20
26
21
8
96
57
93
82
11
0.117008
ZUMZ
2009-07-31T00:00:00
38
34
24
78
3
18
8
22
44
44
18
52
10
20
74
65
20
64
21
10
92
33
87
87
8
0.031317
ZUMZ
2009-08-07T00:00:00
36
23
25
77
3
14
5
3
68
68
17
48
9
25
53
66
20
67
20
7
93
30
91
94
9
0.298429
ZUMZ
2009-08-14T00:00:00
36
23
17
76
6
13
5
9
67
67
12
48
8
31
51
66
20
48
21
6
92
22
94
93
10
0.003226
ZUMZ
2009-08-21T00:00:00
35
18
23
76
3
18
17
3
66
66
15
46
8
28
41
65
20
63
21
15
94
25
86
90
10
0.125402
ZUMZ
2009-08-28T00:00:00
32
18
16
49
9
15
8
55
68
68
10
48
11
19
43
43
26
41
21
9
94
35
83
90
10
-0.077857
ZUMZ
2009-09-04T00:00:00
32
16
17
49
7
18
26
7
67
67
10
46
11
18
28
43
26
44
21
19
94
32
81
89
11
0.071263
ZUMZ
2009-09-11T00:00:00
32
15
24
49
3
19
26
36
64
64
15
46
18
15
19
52
26
64
17
20
93
38
94
90
11
0.017354
ZUMZ
2009-09-18T00:00:00
32
12
25
49
3
30
65
4
69
69
15
44
18
15
12
52
26
63
18
47
55
35
94
51
79
0.217484
ZUMZ
2009-09-25T00:00:00
32
14
11
49
14
30
68
38
71
71
9
45
18
21
20
52
26
29
18
48
62
41
91
51
77
-0.086398
ZUMZ
2009-10-02T00:00:00
32
14
20
49
5
78
88
53
71
71
13
45
18
17
21
52
26
51
18
87
70
46
90
63
52
-0.04345
ZUMZ
2009-10-09T00:00:00
32
15
6
49
25
81
89
43
70
70
6
45
18
25
12
52
26
14
18
89
73
49
88
82
37
0.068136
ZUMZ
2009-10-16T00:00:00
32
17
3
49
32
91
94
82
68
68
4
46
18
27
22
52
26
2
18
96
73
33
83
79
62
-0.054409
ZUMZ
2009-10-23T00:00:00
32
18
5
49
28
79
82
87
69
69
6
47
18
26
32
53
26
9
18
84
76
30
79
79
62
-0.070106