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
2009-10-30T00:00:00
31
18
11
48
13
90
94
70
65
65
12
47
18
21
25
54
27
30
18
95
77
23
79
79
61
-0.041963
ZUMZ
2009-11-06T00:00:00
30
21
5
47
26
87
88
89
63
63
7
48
18
27
52
57
27
11
17
91
77
15
71
76
59
-0.046771
ZUMZ
2009-11-13T00:00:00
29
24
13
46
10
95
97
94
63
63
10
49
17
24
57
56
27
34
16
98
84
21
78
75
77
-0.083333
ZUMZ
2009-11-20T00:00:00
29
24
6
46
23
91
90
68
63
63
6
49
18
29
38
53
27
14
16
94
86
26
80
85
75
0.037383
ZUMZ
2009-11-27T00:00:00
29
27
16
46
6
87
74
96
55
55
11
50
17
45
36
53
27
44
16
84
77
27
77
82
76
-0.099099
ZUMZ
2009-12-04T00:00:00
29
26
6
46
21
85
80
45
60
60
9
50
18
54
45
53
27
14
17
85
79
38
74
77
89
0.081818
ZUMZ
2009-12-11T00:00:00
68
25
3
42
27
76
43
53
59
59
41
50
17
63
47
69
28
6
19
61
74
32
79
79
86
0.003361
ZUMZ
2009-12-18T00:00:00
67
25
5
42
23
63
29
28
57
57
44
49
17
63
52
69
28
11
19
45
72
28
65
76
83
0.031826
ZUMZ
2009-12-25T00:00:00
67
23
25
42
2
68
34
40
56
56
66
50
17
63
57
70
28
67
19
50
76
40
65
81
79
0.019481
ZUMZ
2010-01-01T00:00:00
67
22
17
42
6
47
22
27
54
54
58
50
17
63
58
70
28
46
20
32
70
37
58
72
67
0.012739
ZUMZ
2010-01-08T00:00:00
64
19
16
42
6
31
16
6
64
64
54
48
17
61
60
70
28
43
22
21
71
45
58
64
60
0.158019
ZUMZ
2010-01-15T00:00:00
65
22
17
42
6
40
18
56
67
67
53
49
17
60
67
70
28
44
22
26
68
37
65
66
51
-0.080109
ZUMZ
2010-01-22T00:00:00
66
22
7
42
19
24
8
60
66
66
51
49
17
60
73
70
28
19
20
13
68
38
65
65
52
-0.048708
ZUMZ
2010-01-29T00:00:00
65
21
10
43
13
32
22
58
65
65
69
49
17
36
73
70
28
28
20
24
69
40
68
81
51
-0.012413
ZUMZ
2010-02-05T00:00:00
64
20
11
42
11
32
31
17
62
62
70
48
17
37
72
70
28
33
20
29
67
36
57
82
40
0.030636
ZUMZ
2010-02-12T00:00:00
63
21
4
43
29
46
48
14
60
60
58
48
17
37
59
70
28
4
20
45
68
37
57
82
36
0.045732
ZUMZ
2010-02-19T00:00:00
63
19
8
43
16
39
52
12
60
60
68
48
17
38
65
66
28
23
21
45
60
38
57
81
35
0.062682
ZUMZ
2010-02-26T00:00:00
63
18
13
44
8
42
56
34
60
60
77
48
16
41
60
66
28
37
21
49
59
38
57
81
39
-0.016461
ZUMZ
2010-03-05T00:00:00
59
13
13
44
9
73
87
2
79
79
77
45
16
42
57
67
28
36
25
84
52
39
55
79
41
0.30265
ZUMZ
2010-03-12T00:00:00
59
12
22
45
3
55
59
8
79
79
84
45
16
44
48
68
29
58
24
59
48
40
63
79
36
0.017666
ZUMZ
2010-03-19T00:00:00
59
11
17
46
5
50
43
8
78
78
83
44
16
45
44
69
28
47
22
46
49
39
65
81
29
0.017885
ZUMZ
2010-03-26T00:00:00
78
11
20
93
3
56
48
7
77
77
86
43
31
39
20
73
17
58
27
53
53
40
65
97
24
0.058915
ZUMZ
2010-04-02T00:00:00
78
11
17
93
4
70
72
15
75
75
85
43
31
40
12
74
18
51
26
76
53
45
66
97
24
0.009761
ZUMZ
2010-04-09T00:00:00
78
13
5
93
17
72
80
59
75
75
73
44
31
37
27
74
18
19
25
79
53
43
63
96
28
-0.021266
ZUMZ
2010-04-16T00:00:00
77
11
3
93
24
78
86
17
74
74
69
43
31
35
7
74
18
9
26
86
45
50
48
87
28
0.070617
ZUMZ
2010-04-23T00:00:00
79
13
10
93
10
73
83
90
76
76
76
45
31
35
7
74
18
31
22
82
44
59
39
91
30
-0.071033
ZUMZ
2010-04-30T00:00:00
81
14
15
93
5
95
99
94
76
76
83
46
31
43
12
74
17
46
21
99
30
52
45
86
43
-0.078451
ZUMZ
2010-05-07T00:00:00
82
14
19
93
3
96
99
85
74
74
85
46
32
46
22
75
18
56
20
99
39
44
46
67
54
-0.088901
ZUMZ
2010-05-14T00:00:00
82
15
10
94
10
95
98
63
64
64
81
46
32
49
23
76
18
30
19
98
37
53
47
64
57
0.062093
ZUMZ
2010-05-21T00:00:00
83
15
22
94
3
97
98
77
64
64
86
47
32
49
44
76
18
63
19
99
34
50
49
62
52
-0.089087
ZUMZ
2010-05-28T00:00:00
28
16
7
59
16
97
96
41
64
64
24
46
10
43
40
68
25
21
45
98
48
80
54
64
65
0.046455
ZUMZ
2010-06-04T00:00:00
28
16
6
59
19
95
77
57
61
61
22
47
10
44
60
68
25
16
45
89
44
73
57
61
71
-0.037967
ZUMZ
2010-06-11T00:00:00
28
17
6
60
20
96
90
49
60
60
22
47
10
45
77
68
25
16
43
95
42
72
57
60
71
0.013965
ZUMZ
2010-06-18T00:00:00
28
15
3
60
27
88
36
22
61
61
17
46
10
47
76
67
25
6
46
64
40
73
55
62
72
0.058683
ZUMZ
2010-06-25T00:00:00
28
15
13
59
8
73
20
40
58
58
33
46
10
39
72
68
25
38
47
46
35
70
55
71
72
-0.027715
ZUMZ
2010-07-02T00:00:00
28
15
5
59
22
73
22
35
55
55
21
46
10
44
82
68
25
13
47
46
33
73
57
67
75
-0.045957
ZUMZ
2010-07-09T00:00:00
28
14
8
59
14
73
31
10
57
57
27
45
10
38
85
51
25
25
52
52
30
76
55
65
80
0.082317
ZUMZ
2010-07-16T00:00:00
27
15
12
59
10
66
27
45
56
56
30
45
10
33
84
51
25
32
50
45
27
88
64
81
84
-0.037746
ZUMZ
2010-07-23T00:00:00
27
12
12
59
9
70
44
5
65
65
31
44
10
33
74
51
25
35
51
58
22
86
47
81
78
0.129391
ZUMZ
2010-07-30T00:00:00
27
13
26
59
2
69
46
63
65
65
41
45
10
26
74
51
25
71
49
59
24
88
45
77
84
-0.051322
ZUMZ
2010-08-06T00:00:00
26
16
8
57
16
70
49
89
66
66
25
46
10
39
74
52
25
23
49
61
26
89
58
71
84
-0.072678
ZUMZ
2010-08-13T00:00:00
25
14
21
56
4
76
65
75
63
63
35
46
10
68
75
51
25
56
48
73
30
90
56
67
84
-0.037124
ZUMZ
2010-08-20T00:00:00
25
16
17
56
5
76
58
88
63
63
32
46
10
70
70
49
25
49
48
69
32
89
58
70
84
-0.03672
ZUMZ
2010-08-27T00:00:00
25
16
24
56
2
80
63
72
60
60
15
47
10
65
75
68
25
67
60
74
31
90
59
68
86
-0.004447
ZUMZ
2010-09-03T00:00:00
26
15
13
39
10
89
82
30
65
65
30
46
17
44
78
76
34
35
69
89
32
85
58
70
86
0.081047
ZUMZ
2010-09-10T00:00:00
26
15
17
39
7
83
63
45
65
65
34
46
30
42
75
74
34
45
67
77
33
88
57
66
84
-0.011806
ZUMZ
2010-09-17T00:00:00
26
11
25
38
3
94
94
2
79
79
42
44
30
39
40
74
34
66
69
96
36
77
46
56
95
0.19534
ZUMZ
2010-09-24T00:00:00
26
11
21
39
4
85
57
8
78
78
38
43
30
41
46
73
34
53
70
74
34
74
35
54
96
0.031484
ZUMZ
2010-10-01T00:00:00
26
11
5
38
29
64
19
10
74
74
21
43
30
51
38
74
34
7
70
39
34
77
35
54
98
0.025678
ZUMZ
2010-10-08T00:00:00
26
8
14
39
9
66
29
2
79
79
29
41
30
44
16
74
34
36
70
47
38
67
33
67
96
0.178082
ZUMZ
2010-10-15T00:00:00
26
8
20
38
4
56
19
9
77
77
28
41
30
40
30
74
34
50
72
36
39
62
35
66
96
0.017241
ZUMZ
2010-10-22T00:00:00
26
8
14
39
8
55
23
10
76
76
28
41
30
43
30
74
34
36
72
37
40
62
35
66
98
0.010642
ZUMZ
2010-10-29T00:00:00
26
8
10
38
12
66
55
17
74
74
44
40
30
43
19
74
34
29
72
62
40
62
35
66
95
0.022621
ZUMZ
2010-11-05T00:00:00
26
7
5
38
27
62
47
13
72
72
38
40
30
49
20
77
34
6
73
55
38
63
35
65
93
0.070557
ZUMZ
2010-11-12T00:00:00
26
7
20
37
5
93
97
10
69
69
58
40
30
39
22
77
33
51
72
97
37
66
42
71
95
0.012113
ZUMZ
2010-11-19T00:00:00
26
7
5
37
27
92
97
16
67
67
45
39
31
47
28
76
33
12
72
96
37
65
40
71
95
0.014784
ZUMZ
2010-11-26T00:00:00
26
7
5
37
26
92
96
9
61
61
46
39
31
55
23
75
33
10
71
96
39
62
40
71
94
0.039889
ZUMZ
2010-12-03T00:00:00
77
8
4
70
26
98
99
44
61
61
92
39
32
45
15
43
29
9
84
100
42
61
35
68
93
-0.003336
ZUMZ
2010-12-10T00:00:00
77
8
3
70
28
98
98
49
59
59
85
40
32
44
19
44
29
5
84
99
43
60
36
69
94
0.004685
ZUMZ
2010-12-17T00:00:00
78
8
4
70
25
98
97
71
46
46
85
40
32
45
34
45
29
10
84
98
43
61
38
69
92
-0.018321
ZUMZ
2010-12-24T00:00:00
79
10
4
70
23
98
95
90
48
48
87
41
32
44
51
45
29
13
83
98
43
73
45
68
92
-0.027825
ZUMZ
2010-12-31T00:00:00
81
10
16
70
6
98
94
98
56
56
93
42
32
43
54
45
29
47
83
97
42
60
57
72
89
-0.062129
ZUMZ
2011-01-07T00:00:00
82
12
13
70
7
98
95
98
56
56
90
43
32
38
52
45
29
40
83
98
49
59
50
72
91
-0.045776
ZUMZ
2011-01-14T00:00:00
84
14
10
70
11
98
92
99
53
53
86
44
32
34
82
45
29
30
83
96
48
51
67
74
93
-0.053822
ZUMZ
2011-01-21T00:00:00
84
14
4
70
25
98
95
89
49
49
78
44
32
34
87
45
29
8
83
98
49
51
71
73
94
-0.027205
ZUMZ
2011-01-28T00:00:00
86
15
20
70
3
96
82
97
49
49
93
45
32
29
87
45
29
55
83
92
52
50
47
69
92
-0.054661
ZUMZ
2011-02-04T00:00:00
84
13
11
70
10
96
71
29
65
65
86
43
32
29
77
45
29
31
83
87
55
38
38
71
93
0.105782
ZUMZ
2011-02-11T00:00:00
83
12
4
70
24
95
55
21
66
66
79
43
32
30
70
44
29
8
83
78
54
37
37
69
93
0.054722
ZUMZ
2011-02-18T00:00:00
83
12
15
69
6
90
32
31
65
65
91
43
32
31
80
42
30
42
83
63
54
39
37
68
94
0.006533
ZUMZ
2011-02-25T00:00:00
84
13
10
69
11
80
14
47
63
63
88
43
31
32
82
40
30
29
82
45
55
36
36
67
94
-0.022528
ZUMZ
2011-03-04T00:00:00
82
11
11
68
9
70
9
8
66
66
90
42
31
34
66
41
30
33
82
37
54
50
44
71
94
0.074609
ZUMZ
2011-03-11T00:00:00
82
11
24
68
2
51
7
41
65
65
96
43
31
36
80
41
30
66
82
25
51
40
40
79
94
-0.047619
ZUMZ
2011-03-18T00:00:00
90
19
3
94
20
49
5
91
71
71
89
44
28
32
91
52
22
10
77
22
28
11
40
79
93
-0.107252
ZUMZ
2011-03-25T00:00:00
90
20
2
93
24
39
4
90
69
69
81
44
17
32
90
30
22
4
80
18
35
8
40
80
94
0.013254
ZUMZ
2011-04-01T00:00:00
88
15
7
93
11
56
33
19
75
75
86
43
17
32
85
31
22
25
79
44
35
7
34
79
93
0.120675
ZUMZ
2011-04-08T00:00:00
87
14
4
93
18
67
55
9
73
73
81
42
17
29
92
30
22
12
80
62
31
6
38
82
92
0.031627
ZUMZ
2011-04-15T00:00:00
86
12
3
93
21
66
53
5
72
72
77
41
17
27
79
31
22
8
80
60
25
4
32
80
94
0.056569
ZUMZ
2011-04-22T00:00:00
86
13
2
93
25
59
51
24
71
71
74
41
17
26
88
31
22
1
80
55
16
5
30
86
94
-0.006908
ZUMZ
2011-04-29T00:00:00
87
13
19
93
2
79
80
62
67
67
92
42
17
27
88
31
22
60
80
82
23
6
31
84
97
-0.022261
ZUMZ
2011-05-06T00:00:00
87
12
3
94
22
72
65
25
64
64
81
42
17
37
91
31
22
5
82
72
29
7
34
78
97
0.013518
ZUMZ
2011-05-13T00:00:00
88
12
12
94
6
40
13
46
61
61
90
42
17
40
90
33
22
36
84
22
29
8
35
79
97
-0.006318
ZUMZ
2011-05-20T00:00:00
88
12
7
94
11
40
10
27
59
59
88
41
17
41
88
33
22
23
84
21
28
9
34
84
98
0.003886
ZUMZ
2011-05-27T00:00:00
37
11
23
59
2
66
68
9
56
56
85
41
34
35
77
54
23
65
79
69
32
18
35
96
93
0.065447
ZUMZ
2011-06-03T00:00:00
37
18
10
60
8
76
81
97
77
77
71
44
33
35
93
54
23
31
78
82
39
11
51
96
93
-0.186922
ZUMZ
2011-06-10T00:00:00
38
20
19
60
2
89
91
95
76
76
81
45
34
36
93
53
23
53
79
93
39
9
42
97
93
-0.088952
ZUMZ
2011-06-17T00:00:00
38
17
14
60
4
86
89
59
76
76
76
43
34
36
84
53
23
40
79
90
49
21
35
74
98
0.066429
ZUMZ
2011-06-24T00:00:00
37
17
2
60
23
76
65
32
74
74
53
43
34
35
81
53
23
2
79
74
47
22
34
76
98
0.030518
ZUMZ
2011-07-01T00:00:00
37
17
9
60
9
86
86
39
73
73
68
43
34
35
80
73
23
26
79
90
48
21
33
70
97
0.043813
ZUMZ
2011-07-08T00:00:00
37
13
9
60
9
84
74
14
75
75
69
42
34
33
75
77
23
27
79
83
45
25
32
54
96
0.094831
ZUMZ
2011-07-15T00:00:00
37
14
10
60
8
85
77
34
75
75
70
43
34
31
68
77
23
29
79
85
44
25
29
55
98
-0.045438
ZUMZ
2011-07-22T00:00:00
37
13
18
60
3
91
92
12
74
74
79
42
34
30
54
77
23
50
79
94
39
39
36
59
98
0.041279
ZUMZ
2011-07-29T00:00:00
36
13
7
60
12
44
12
49
73
73
66
42
34
30
67
77
23
19
79
24
39
40
39
59
98
-0.051071
ZUMZ
2011-08-05T00:00:00
35
18
14
58
4
34
10
89
79
79
73
44
34
42
90
78
23
43
78
19
25
35
30
70
92
-0.191569
ZUMZ
2011-08-12T00:00:00
33
19
17
57
3
41
22
86
74
74
75
45
35
46
92
79
23
49
78
28
26
31
30
72
92
-0.058194
ZUMZ
2011-08-19T00:00:00
33
25
4
57
19
48
36
97
77
77
34
47
35
46
92
79
23
8
76
40
33
33
46
79
93
-0.1478
ZUMZ
2011-08-26T00:00:00
33
22
18
57
2
50
50
73
77
77
33
46
42
47
90
88
23
53
81
49
31
33
46
81
94
0.081206
ZUMZ
2011-09-02T00:00:00
36
29
14
69
6
76
83
96
76
76
60
47
27
40
92
85
28
36
78
83
33
27
48
83
95
-0.063305
ZUMZ
2011-09-09T00:00:00
36
28
8
69
10
66
77
49
76
76
53
46
27
40
89
76
28
23
79
75
33
18
61
81
95
0.016609
ZUMZ
2011-09-16T00:00:00
36
29
3
69
22
73
86
49
73
73
43
46
27
40
81
75
28
2
77
83
32
12
63
84
94
0.052958
ZUMZ
2011-09-23T00:00:00
36
25
20
69
3
68
66
38
67
67
67
46
27
40
79
76
28
52
79
70
33
7
47
73
93
-0.05618