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
2011-09-30T00:00:00
36
25
15
69
4
35
17
41
65
65
61
45
27
40
70
76
28
41
79
23
33
7
48
75
93
-0.00737
ZUMZ
2011-10-07T00:00:00
35
18
3
69
19
28
17
1
81
81
49
43
27
40
43
75
28
5
81
20
32
4
38
92
96
0.206739
ZUMZ
2011-10-14T00:00:00
35
19
11
69
7
18
7
21
74
74
56
44
27
39
51
76
28
31
81
10
36
11
45
91
95
0.025083
ZUMZ
2011-10-21T00:00:00
35
19
4
69
18
22
12
14
73
73
53
43
27
39
52
75
28
8
81
15
36
15
45
92
95
0.01385
ZUMZ
2011-10-28T00:00:00
35
18
10
68
7
16
6
33
65
65
74
43
27
37
47
75
28
29
81
8
36
15
46
91
94
0.067851
ZUMZ
2011-11-04T00:00:00
36
17
24
66
2
20
16
52
65
65
86
44
27
36
30
75
28
62
82
16
35
17
46
91
94
-0.042644
ZUMZ
2011-11-11T00:00:00
36
17
23
66
2
24
31
24
60
60
87
43
27
38
18
75
27
62
83
24
36
14
41
89
94
0.024053
ZUMZ
2011-11-18T00:00:00
35
17
4
66
19
30
46
22
58
58
73
43
28
64
16
74
27
6
83
36
34
13
44
86
94
0.000435
ZUMZ
2011-11-25T00:00:00
36
16
24
66
2
34
51
57
62
62
87
43
28
64
23
74
27
63
84
41
41
22
43
88
94
-0.086957
ZUMZ
2011-12-02T00:00:00
77
11
18
62
3
72
96
1
87
87
97
39
34
51
2
38
27
49
82
87
46
27
57
87
91
0.380476
ZUMZ
2011-12-09T00:00:00
77
11
13
62
5
62
93
3
86
86
95
39
34
51
3
41
26
40
83
83
47
29
58
86
91
0.03484
ZUMZ
2011-12-16T00:00:00
78
12
11
62
6
62
88
26
86
86
94
39
34
51
3
41
26
32
83
79
48
33
58
86
91
-0.066333
ZUMZ
2011-12-23T00:00:00
79
12
17
62
3
67
83
56
85
85
96
40
35
51
5
41
26
48
83
80
50
37
60
81
90
0.006426
ZUMZ
2011-12-30T00:00:00
79
13
7
62
10
59
63
63
85
85
92
40
35
50
6
41
26
20
83
63
51
39
62
81
89
-0.015254
ZUMZ
2012-01-06T00:00:00
75
11
5
62
14
64
75
4
85
85
88
38
35
46
7
41
26
12
83
72
45
24
63
84
85
0.126441
ZUMZ
2012-01-13T00:00:00
78
11
22
62
2
71
83
53
84
84
97
39
35
42
10
41
26
61
83
81
45
34
68
87
84
-0.033579
ZUMZ
2012-01-20T00:00:00
79
12
5
62
14
62
59
78
83
83
86
40
35
41
15
41
26
13
83
61
46
42
68
86
87
-0.014229
ZUMZ
2012-01-27T00:00:00
80
13
4
62
16
98
100
96
83
83
83
41
35
45
25
41
26
10
83
100
47
53
65
84
89
-0.04901
ZUMZ
2012-02-03T00:00:00
80
12
20
62
2
98
100
65
81
81
96
41
35
45
13
42
26
56
83
100
47
48
67
85
89
0.049065
ZUMZ
2012-02-10T00:00:00
80
13
23
61
2
96
97
62
71
71
98
40
35
45
12
42
26
63
83
98
42
55
58
87
86
-0.01144
ZUMZ
2012-02-17T00:00:00
79
12
9
60
8
93
87
27
71
71
90
40
35
45
10
42
26
26
82
93
41
60
60
88
85
0.056501
ZUMZ
2012-02-24T00:00:00
80
13
15
60
4
92
74
66
70
70
94
40
36
47
11
41
26
42
82
87
39
57
63
88
84
-0.027706
ZUMZ
2012-03-02T00:00:00
79
11
9
58
8
98
99
14
69
69
92
39
37
49
19
41
26
26
81
100
38
54
59
87
87
0.044732
ZUMZ
2012-03-09T00:00:00
77
10
8
58
10
96
77
4
70
70
92
38
37
50
22
42
26
21
81
92
40
58
54
91
84
0.088804
ZUMZ
2012-03-16T00:00:00
88
12
2
95
20
94
44
15
65
65
91
38
30
44
25
48
21
2
79
74
42
55
56
94
85
0.009613
ZUMZ
2012-03-23T00:00:00
87
11
2
95
19
81
21
8
63
63
93
38
10
45
20
39
21
4
82
50
42
57
60
93
86
0.031737
ZUMZ
2012-03-30T00:00:00
87
11
2
95
20
82
35
19
62
62
92
38
10
45
29
39
21
1
82
60
42
56
60
93
86
0.009787
ZUMZ
2012-04-06T00:00:00
86
10
9
95
6
87
40
13
58
58
96
37
10
41
36
39
21
33
83
68
43
57
60
92
87
0.006092
ZUMZ
2012-04-13T00:00:00
87
11
2
95
20
93
64
70
66
66
87
38
10
37
30
39
21
3
82
83
50
72
75
90
95
-0.063859
ZUMZ
2012-04-20T00:00:00
87
11
6
95
11
85
47
41
65
65
91
38
10
36
26
39
21
19
83
70
71
78
85
90
94
0.029697
ZUMZ
2012-04-27T00:00:00
85
9
6
95
9
93
83
7
67
67
92
37
10
37
14
39
21
23
83
91
61
84
74
87
91
0.091662
ZUMZ
2012-05-04T00:00:00
85
9
5
95
13
97
96
12
63
63
92
37
11
51
29
40
21
17
85
98
61
85
73
86
90
-0.007847
ZUMZ
2012-05-11T00:00:00
86
9
10
95
7
94
89
49
64
64
96
37
12
56
32
40
21
34
86
95
52
78
61
87
87
-0.037701
ZUMZ
2012-05-18T00:00:00
88
10
14
95
4
95
91
80
69
69
98
38
12
57
36
41
21
45
86
95
48
66
47
87
84
-0.107123
ZUMZ
2012-05-25T00:00:00
42
9
19
57
2
95
90
19
72
72
38
37
23
41
18
33
25
53
60
95
47
77
45
85
88
0.093587
ZUMZ
2012-06-01T00:00:00
42
9
18
57
2
95
91
24
71
71
37
37
23
41
64
32
25
53
60
95
42
77
48
92
87
-0.016274
ZUMZ
2012-06-08T00:00:00
42
9
10
58
7
91
60
8
70
70
27
37
23
41
78
32
25
30
60
79
44
80
49
92
85
0.072732
ZUMZ
2012-06-15T00:00:00
42
8
5
58
14
92
66
15
69
69
19
36
23
42
61
32
25
13
60
82
46
78
75
77
79
0.023398
ZUMZ
2012-06-22T00:00:00
42
8
7
58
11
96
94
12
66
66
22
36
23
41
44
31
25
20
60
97
31
75
68
77
79
0.024942
ZUMZ
2012-06-29T00:00:00
42
9
3
58
20
95
92
40
64
64
15
36
23
41
40
52
25
4
60
96
31
72
72
76
78
0.003549
ZUMZ
2012-07-06T00:00:00
42
9
6
57
12
93
73
82
63
63
21
37
23
39
66
40
25
18
59
86
29
71
72
82
81
-0.038899
ZUMZ
2012-07-13T00:00:00
42
11
2
58
21
83
40
94
68
68
14
38
23
37
73
39
25
2
59
63
57
67
58
79
82
-0.081997
ZUMZ
2012-07-20T00:00:00
42
10
4
57
15
94
82
71
67
67
18
38
23
35
69
40
25
10
59
91
55
67
59
81
82
0.016891
ZUMZ
2012-07-27T00:00:00
41
9
17
57
3
94
81
25
65
65
35
37
23
35
61
39
25
51
60
91
57
66
46
86
80
0.066441
ZUMZ
2012-08-03T00:00:00
41
11
16
54
3
97
93
90
70
70
32
38
23
42
93
40
25
46
60
97
64
71
55
79
82
-0.105861
ZUMZ
2012-08-10T00:00:00
40
12
8
52
9
97
92
82
67
67
25
39
24
45
95
39
25
24
61
97
64
67
48
69
89
0.00561
ZUMZ
2012-08-17T00:00:00
40
10
14
52
4
98
93
49
67
67
9
38
24
46
98
38
25
43
61
98
63
66
50
69
88
0.051086
ZUMZ
2012-08-24T00:00:00
40
14
6
52
12
96
83
97
73
73
6
40
20
46
98
38
25
18
60
93
75
66
53
56
91
-0.119832
ZUMZ
2012-08-31T00:00:00
40
16
8
52
9
92
43
98
73
73
7
41
20
46
99
34
25
24
48
70
79
73
54
68
93
-0.073627
ZUMZ
2012-09-07T00:00:00
34
19
12
64
19
73
17
96
72
72
5
41
13
40
99
79
36
4
47
43
82
71
53
63
92
-0.00137
ZUMZ
2012-09-14T00:00:00
34
20
13
64
20
78
25
96
70
70
5
42
12
40
99
79
35
4
44
50
86
89
36
25
95
-0.02916
ZUMZ
2012-09-21T00:00:00
34
21
17
64
9
91
68
93
68
68
9
43
12
40
99
79
35
24
43
84
86
86
24
25
93
-0.028622
ZUMZ
2012-09-28T00:00:00
34
20
21
63
5
65
17
66
66
66
11
42
12
40
99
79
35
36
44
39
87
82
22
24
93
0.00873
ZUMZ
2012-10-05T00:00:00
34
22
27
64
2
58
16
92
64
64
18
43
12
39
98
79
35
65
39
33
91
74
18
22
91
-0.045799
ZUMZ
2012-10-12T00:00:00
34
21
24
64
3
69
35
62
61
61
17
43
12
39
98
79
35
50
39
51
90
77
18
19
91
0.000378
ZUMZ
2012-10-19T00:00:00
34
23
13
64
18
41
8
77
59
59
5
43
13
39
98
79
35
5
39
21
90
79
19
19
91
-0.018134
ZUMZ
2012-10-26T00:00:00
34
20
28
63
1
31
5
26
57
57
25
42
13
38
99
78
35
70
39
14
94
81
22
17
93
0.023086
ZUMZ
2012-11-02T00:00:00
35
37
12
62
19
27
5
99
80
80
4
47
13
39
99
78
35
3
36
13
98
93
33
17
94
-0.226401
ZUMZ
2012-11-09T00:00:00
35
35
14
62
13
19
4
89
78
78
7
46
13
41
99
77
34
13
37
9
98
98
53
19
93
-0.009237
ZUMZ
2012-11-16T00:00:00
35
36
27
62
1
17
4
91
77
77
17
47
13
45
99
77
34
68
36
8
96
98
64
17
97
-0.044701
ZUMZ
2012-11-23T00:00:00
35
36
15
61
11
21
9
54
77
77
7
47
14
45
98
78
34
17
36
12
96
97
65
16
97
0.05347
ZUMZ
2012-11-30T00:00:00
35
37
11
61
20
19
6
63
76
76
5
47
14
44
94
97
34
1
28
10
96
96
64
17
96
0.008289
ZUMZ
2012-12-07T00:00:00
84
37
13
69
15
20
14
49
75
75
68
47
14
44
92
88
34
9
23
15
96
96
62
19
96
0.005319
ZUMZ
2012-12-14T00:00:00
86
40
23
69
3
19
14
93
75
75
84
48
14
44
93
88
34
47
23
13
93
95
61
23
96
-0.073593
ZUMZ
2012-12-21T00:00:00
86
44
11
70
20
21
39
86
73
73
64
48
15
44
92
70
34
1
23
27
94
96
60
24
96
0.001038
ZUMZ
2012-12-28T00:00:00
86
46
15
70
11
9
2
92
73
73
72
49
15
43
91
70
34
16
23
4
94
96
61
25
97
-0.032158
ZUMZ
2013-01-04T00:00:00
84
37
20
70
5
11
4
12
80
80
80
47
15
40
82
69
34
35
24
5
93
97
83
24
97
0.151125
ZUMZ
2013-01-11T00:00:00
86
43
13
70
16
12
6
80
76
76
76
48
15
36
88
69
34
7
24
7
93
98
92
24
97
-0.058659
ZUMZ
2013-01-18T00:00:00
85
38
23
70
3
12
9
27
75
75
81
48
15
35
87
69
34
47
25
9
95
99
92
23
97
0.047478
ZUMZ
2013-01-25T00:00:00
85
39
14
70
13
11
15
36
72
72
78
47
15
57
90
69
34
13
25
11
99
100
93
22
98
0.017941
ZUMZ
2013-02-01T00:00:00
86
41
15
70
12
12
21
65
71
71
79
48
15
57
74
69
33
15
24
14
98
99
95
19
95
-0.020872
ZUMZ
2013-02-08T00:00:00
83
34
19
70
6
8
8
6
74
74
92
46
15
58
66
70
33
31
25
6
99
99
91
17
98
0.102795
ZUMZ
2013-02-15T00:00:00
84
37
16
69
9
9
9
37
73
73
90
46
14
58
64
69
33
22
25
7
99
99
91
12
99
-0.017182
ZUMZ
2013-02-22T00:00:00
84
36
20
69
4
9
8
30
71
71
93
46
14
59
63
68
33
35
25
7
99
98
91
13
100
-0.005682
ZUMZ
2013-03-01T00:00:00
84
35
27
68
1
11
66
49
69
69
98
47
15
60
42
67
33
68
25
35
99
97
91
14
100
-0.000879
ZUMZ
2013-03-08T00:00:00
84
37
16
67
8
9
17
50
67
67
93
47
15
61
33
68
34
24
25
9
98
98
90
14
100
0.014518
ZUMZ
2013-03-15T00:00:00
82
30
23
66
3
11
48
5
69
69
97
45
15
62
21
62
34
48
28
26
95
96
83
12
96
0.106245
ZUMZ
2013-03-22T00:00:00
96
40
14
91
10
14
58
40
68
68
93
47
12
91
20
68
23
17
25
33
88
97
87
12
95
-0.034888
ZUMZ
2013-03-29T00:00:00
96
43
24
91
2
12
31
88
71
71
98
48
12
92
29
68
23
61
23
18
91
94
88
13
94
-0.069862
ZUMZ
2013-04-05T00:00:00
96
39
12
90
13
23
81
15
73
73
91
46
12
92
11
68
24
10
24
52
95
99
86
8
98
0.080786
ZUMZ
2013-04-12T00:00:00
95
29
26
90
1
20
74
2
79
79
99
44
12
93
7
68
24
69
24
46
94
100
73
9
95
0.16202
ZUMZ
2013-04-19T00:00:00
95
32
21
90
2
20
74
25
80
80
96
45
12
93
7
68
24
48
24
46
89
100
72
11
95
-0.068498
ZUMZ
2013-04-26T00:00:00
95
28
24
91
1
21
69
7
78
78
98
44
12
93
6
68
24
66
26
43
86
100
74
14
94
0.067563
ZUMZ
2013-05-03T00:00:00
95
28
16
91
6
21
56
11
78
78
93
44
12
93
3
68
24
30
25
37
81
100
73
15
92
0.048601
ZUMZ
2013-05-10T00:00:00
95
24
20
92
2
39
94
5
77
77
97
43
11
93
3
67
23
49
26
69
77
99
70
15
91
0.077026
ZUMZ
2013-05-17T00:00:00
95
24
19
93
4
32
77
22
76
76
97
43
11
93
3
67
24
41
25
56
75
99
70
17
91
0.005573
ZUMZ
2013-05-24T00:00:00
96
26
13
93
11
18
27
44
75
75
43
44
42
93
3
46
24
16
31
19
72
99
68
25
86
-0.022475
ZUMZ
2013-05-31T00:00:00
38
24
11
49
19
39
91
45
74
74
16
44
41
94
2
80
27
2
28
67
71
99
68
19
88
0.002205
ZUMZ
2013-06-07T00:00:00
38
25
16
49
8
65
99
64
72
72
25
44
41
94
3
80
27
24
29
86
69
98
70
22
89
-0.015085
ZUMZ
2013-06-14T00:00:00
39
28
12
49
17
57
94
90
73
73
18
45
41
94
3
80
27
7
27
79
58
98
77
41
87
-0.052329
ZUMZ
2013-06-21T00:00:00
39
31
18
49
6
63
96
94
71
71
31
46
41
94
3
81
27
34
27
84
54
98
75
56
82
-0.074074
ZUMZ
2013-06-28T00:00:00
39
28
24
49
2
69
96
65
70
70
42
45
41
95
3
66
27
58
27
86
60
98
72
60
79
0.045455
ZUMZ
2013-07-05T00:00:00
39
30
16
49
9
73
97
57
68
68
26
45
41
95
4
66
27
24
26
88
59
97
69
59
77
0.019478
ZUMZ
2013-07-12T00:00:00
39
30
21
49
3
72
94
42
66
66
35
45
42
96
6
65
27
44
26
86
26
94
69
77
64
0.033095
ZUMZ
2013-07-19T00:00:00
39
32
20
49
4
72
83
92
64
64
33
46
42
96
6
65
27
41
26
82
30
96
73
55
52
-0.042933
ZUMZ
2013-07-26T00:00:00
39
33
12
48
17
74
81
88
62
62
20
46
42
96
6
65
27
8
26
81
30
96
72
56
50
-0.015528
ZUMZ
2013-08-02T00:00:00
38
36
11
45
20
70
63
79
59
59
19
46
42
95
10
64
27
3
26
70
30
97
72
54
51
-0.003155
ZUMZ
2013-08-09T00:00:00
37
35
16
41
9
57
30
84
58
58
27
47
42
95
17
64
27
26
26
42
29
97
70
53
51
-0.028833
ZUMZ
2013-08-16T00:00:00
37
36
17
40
8
37
19
75
55
55
27
47
42
95
17
65
27
30
28
25
29
97
70
52
51
-0.022448
ZUMZ
2013-08-23T00:00:00
37
36
25
41
2
49
28
84
53
53
14
47
42
95
28
64
27
63
27
36
28
97
74
50
45
-0.005926