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
2013-08-30T00:00:00
37
36
14
40
14
50
38
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45
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33
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17
29
43
33
98
74
50
49
-0.005216
ZUMZ
2013-09-06T00:00:00
37
34
21
40
3
60
49
18
51
51
11
46
35
94
38
76
27
50
29
55
32
98
75
49
53
0.053184
ZUMZ
2013-09-13T00:00:00
42
39
16
44
13
42
19
64
49
49
21
47
24
94
58
48
32
21
30
28
37
97
51
44
62
-0.01707
ZUMZ
2013-09-20T00:00:00
42
40
20
44
6
38
12
78
46
46
28
47
24
94
51
48
32
37
29
21
34
92
19
42
59
-0.011939
ZUMZ
2013-09-27T00:00:00
42
40
16
44
15
36
20
67
43
43
19
47
24
94
54
48
32
18
29
25
36
91
20
41
60
0.003295
ZUMZ
2013-10-04T00:00:00
42
39
19
44
8
31
13
38
43
43
23
47
24
94
64
48
32
31
27
18
36
92
20
42
60
0.014964
ZUMZ
2013-10-11T00:00:00
42
40
18
44
11
29
17
44
42
42
21
47
24
94
74
48
32
25
28
19
35
88
12
45
52
0.005753
ZUMZ
2013-10-18T00:00:00
42
36
18
44
9
28
13
16
53
53
21
46
24
94
52
48
32
29
28
16
30
86
25
48
27
0.06936
ZUMZ
2013-10-25T00:00:00
42
40
18
44
11
31
29
59
54
54
21
47
23
94
71
48
32
26
27
26
30
86
42
46
25
-0.028419
ZUMZ
2013-11-01T00:00:00
41
37
18
42
10
46
62
21
50
50
40
46
23
94
90
49
31
29
27
56
30
85
38
45
27
0.015485
ZUMZ
2013-11-08T00:00:00
42
36
24
41
3
32
32
40
48
48
51
47
23
94
88
51
31
54
26
29
30
85
38
45
28
0.002372
ZUMZ
2013-11-15T00:00:00
42
36
22
40
5
29
20
37
43
43
48
47
23
94
86
52
32
45
26
20
28
85
34
45
31
0.010818
ZUMZ
2013-11-22T00:00:00
42
36
25
40
3
30
28
49
42
42
53
47
23
81
81
52
32
59
27
25
37
91
45
45
57
-0.001672
ZUMZ
2013-11-29T00:00:00
43
42
24
40
4
35
50
96
55
55
72
48
20
81
88
83
32
51
25
41
43
96
39
48
51
-0.069682
ZUMZ
2013-12-06T00:00:00
44
47
21
41
7
36
47
96
60
60
69
49
20
81
91
83
32
39
24
39
27
98
49
51
44
-0.079222
ZUMZ
2013-12-13T00:00:00
82
51
21
62
7
50
73
96
59
59
79
50
14
80
92
76
35
38
21
64
19
93
67
57
15
-0.044192
ZUMZ
2013-12-20T00:00:00
81
47
17
62
15
39
46
47
65
65
75
49
14
80
90
77
35
23
21
41
18
61
88
71
27
0.078969
ZUMZ
2013-12-27T00:00:00
82
48
24
62
4
48
72
70
61
61
82
50
14
80
90
74
35
55
21
61
24
76
90
61
23
-0.007205
ZUMZ
2014-01-03T00:00:00
81
50
14
62
25
50
67
57
60
60
69
50
14
80
90
74
35
10
21
60
37
77
89
55
26
-0.001146
ZUMZ
2014-01-10T00:00:00
86
56
26
62
3
49
64
99
68
68
83
52
14
80
93
73
35
63
20
58
40
81
96
49
49
-0.121606
ZUMZ
2014-01-17T00:00:00
86
59
20
63
10
45
60
97
66
66
73
53
14
80
93
73
35
33
21
53
48
88
99
44
46
-0.019155
ZUMZ
2014-01-24T00:00:00
86
60
14
62
23
23
13
85
65
65
65
53
14
79
92
73
35
13
21
15
47
89
99
42
43
-0.015091
ZUMZ
2014-01-31T00:00:00
86
59
22
62
6
17
8
84
64
64
78
53
14
51
93
74
35
45
20
10
45
85
99
42
45
-0.030194
ZUMZ
2014-02-07T00:00:00
86
60
13
62
28
13
6
53
62
62
63
52
14
51
91
73
35
7
21
8
32
87
98
48
41
0.01487
ZUMZ
2014-02-14T00:00:00
87
61
20
63
11
17
19
84
59
59
75
53
14
51
93
73
35
34
21
15
34
89
98
48
34
-0.004121
ZUMZ
2014-02-21T00:00:00
86
61
12
62
30
15
15
35
59
59
65
52
14
53
91
70
35
3
21
12
32
83
98
37
20
0.030345
ZUMZ
2014-02-28T00:00:00
84
56
21
62
9
13
18
14
59
59
79
52
14
54
89
70
35
37
21
11
40
82
100
27
25
0.060241
ZUMZ
2014-03-07T00:00:00
83
56
14
62
28
6
2
16
58
58
72
51
14
56
86
70
35
9
22
3
25
75
100
24
33
0.032407
ZUMZ
2014-03-14T00:00:00
82
51
25
61
5
5
3
9
56
56
82
51
15
57
72
63
35
54
21
3
27
82
100
16
41
0.021606
ZUMZ
2014-03-21T00:00:00
97
59
13
93
22
5
5
15
45
45
90
51
21
83
79
54
24
17
20
3
26
83
100
15
35
0.022745
ZUMZ
2014-03-28T00:00:00
97
60
18
93
12
5
5
59
51
51
93
52
21
83
78
59
24
31
19
3
22
75
99
30
39
-0.056184
ZUMZ
2014-04-04T00:00:00
97
60
15
93
19
6
18
18
52
52
91
51
21
82
57
59
24
20
20
8
17
73
98
28
41
0.042993
ZUMZ
2014-04-11T00:00:00
97
57
26
93
3
5
10
33
50
50
97
51
21
82
36
59
24
67
20
5
19
74
98
28
45
-0.019818
ZUMZ
2014-04-18T00:00:00
97
62
11
93
29
7
33
73
50
50
82
51
21
83
47
59
24
4
20
16
21
77
99
23
71
-0.025475
ZUMZ
2014-04-25T00:00:00
97
64
16
93
16
11
67
78
49
49
88
52
22
83
40
60
24
24
19
37
24
79
99
22
72
-0.022407
ZUMZ
2014-05-02T00:00:00
98
60
17
93
15
14
72
30
51
51
90
51
22
83
29
59
24
26
19
42
25
75
99
20
71
0.046265
ZUMZ
2014-05-09T00:00:00
98
47
24
94
3
22
82
1
66
66
97
49
22
82
9
58
24
61
18
52
17
83
98
18
77
0.147262
ZUMZ
2014-05-16T00:00:00
98
50
15
94
17
25
84
10
66
66
94
49
22
87
9
58
24
21
19
55
20
84
98
20
74
-0.009901
ZUMZ
2014-05-23T00:00:00
98
45
25
94
3
17
56
7
65
65
100
49
24
87
10
51
24
65
24
32
15
85
97
24
73
0.028214
ZUMZ
2014-05-30T00:00:00
41
50
20
78
10
26
79
80
66
66
76
49
27
93
7
95
30
33
23
52
23
89
97
30
69
-0.045849
ZUMZ
2014-06-06T00:00:00
40
47
23
78
6
32
73
13
65
65
82
49
27
93
4
95
30
46
24
53
23
80
98
27
66
0.073535
ZUMZ
2014-06-13T00:00:00
41
52
12
78
30
22
37
75
66
66
57
49
27
93
4
96
30
1
23
26
20
81
97
28
67
-0.045439
ZUMZ
2014-06-20T00:00:00
41
54
18
78
14
21
35
94
66
66
72
50
27
93
9
96
30
25
23
24
19
71
97
17
68
-0.043339
ZUMZ
2014-06-27T00:00:00
41
53
17
78
16
32
68
71
64
64
72
50
27
93
6
91
30
22
23
50
21
69
95
18
68
0.02228
ZUMZ
2014-07-04T00:00:00
41
50
26
78
3
76
99
36
63
63
87
50
27
94
5
93
30
61
24
91
18
75
93
20
70
0.039956
ZUMZ
2014-07-11T00:00:00
41
48
20
78
9
73
98
8
61
61
76
49
27
94
3
93
30
32
24
89
26
78
94
22
71
0.00978
ZUMZ
2014-07-18T00:00:00
41
52
12
78
28
79
97
64
58
58
62
50
27
94
4
93
30
3
24
91
27
74
89
24
71
-0.034244
ZUMZ
2014-07-25T00:00:00
41
52
17
78
14
66
70
80
57
57
73
50
27
94
4
93
30
23
24
71
27
74
89
22
69
-0.030444
ZUMZ
2014-08-01T00:00:00
39
46
24
77
4
79
93
13
57
57
81
49
26
93
4
92
30
50
25
89
35
87
87
21
73
0.043591
ZUMZ
2014-08-08T00:00:00
37
41
27
76
2
65
62
4
57
57
85
48
25
93
7
92
29
68
25
66
35
87
96
11
84
0.065133
ZUMZ
2014-08-15T00:00:00
37
47
16
76
16
43
19
46
56
56
68
49
25
93
9
92
29
21
25
27
62
84
93
12
87
-0.032237
ZUMZ
2014-08-22T00:00:00
36
40
13
76
25
50
30
3
64
64
37
47
25
93
6
92
29
10
26
37
44
77
87
9
89
0.114354
ZUMZ
2014-08-29T00:00:00
36
40
13
76
26
63
56
21
63
63
30
47
44
93
5
92
29
7
27
62
40
83
82
9
88
-0.003082
ZUMZ
2014-09-05T00:00:00
37
46
14
76
20
73
88
78
67
67
31
49
44
92
16
43
29
13
26
84
39
72
79
8
85
-0.080989
ZUMZ
2014-09-12T00:00:00
52
47
27
70
2
58
50
74
66
66
92
49
26
92
16
18
35
63
26
55
39
72
82
8
86
-0.006054
ZUMZ
2014-09-19T00:00:00
52
49
15
70
23
47
33
76
65
65
73
49
26
92
15
18
35
11
26
38
53
60
49
17
74
-0.014552
ZUMZ
2014-09-26T00:00:00
52
48
23
70
6
73
90
47
63
63
86
48
26
92
11
18
35
44
26
86
54
62
44
16
74
-0.012706
ZUMZ
2014-10-03T00:00:00
52
46
27
70
3
87
97
53
61
61
91
48
26
92
16
18
35
64
26
95
54
62
43
12
74
-0.002087
ZUMZ
2014-10-10T00:00:00
50
37
20
70
11
80
80
3
66
66
82
46
26
92
9
18
35
32
28
85
93
76
57
25
87
0.109446
ZUMZ
2014-10-17T00:00:00
50
38
21
70
7
92
96
17
66
66
82
47
26
93
7
18
35
38
28
96
88
69
61
28
83
-0.015237
ZUMZ
2014-10-24T00:00:00
50
36
21
70
8
90
92
6
65
65
82
46
26
93
6
18
35
38
28
94
83
61
67
26
87
0.051842
ZUMZ
2014-10-31T00:00:00
50
38
25
69
3
74
36
42
58
58
98
47
26
93
6
19
35
53
31
57
86
68
62
25
90
0.012436
ZUMZ
2014-11-07T00:00:00
48
33
23
67
6
73
41
8
57
57
97
46
26
92
10
19
35
44
32
60
85
65
53
22
88
0.051528
ZUMZ
2014-11-14T00:00:00
48
33
26
67
3
68
30
14
52
52
99
46
27
92
7
19
35
60
33
47
87
65
53
21
87
0.011111
ZUMZ
2014-11-21T00:00:00
48
35
14
67
25
71
46
23
50
50
93
46
27
83
12
19
35
9
33
62
87
64
58
25
86
0.005635
ZUMZ
2014-11-28T00:00:00
48
34
18
67
14
71
49
34
49
49
70
46
20
83
19
19
35
24
33
60
87
64
59
27
87
0.002242
ZUMZ
2014-12-05T00:00:00
49
37
21
68
8
93
97
74
51
51
73
46
20
83
38
54
35
36
43
97
85
62
66
33
90
-0.036343
ZUMZ
2014-12-12T00:00:00
81
32
24
41
4
91
96
6
50
50
88
45
20
82
18
32
35
51
36
96
96
66
53
12
94
0.064984
ZUMZ
2014-12-19T00:00:00
81
33
25
41
3
91
97
23
44
44
89
45
20
82
20
47
35
57
36
96
96
62
49
13
95
0.016344
ZUMZ
2014-12-26T00:00:00
81
34
23
41
4
89
85
28
44
44
88
45
20
82
21
49
35
49
36
90
96
59
55
18
90
0.006969
ZUMZ
2015-01-02T00:00:00
80
33
22
41
5
92
95
16
42
42
87
45
20
82
19
49
35
45
35
96
95
55
58
20
89
0.017035
ZUMZ
2015-01-09T00:00:00
79
30
14
41
23
92
94
10
42
42
76
44
20
81
52
49
35
10
36
95
96
60
56
17
90
0.037425
ZUMZ
2015-01-16T00:00:00
79
29
24
41
4
92
87
24
41
41
87
44
20
81
46
49
35
52
36
92
97
60
42
14
89
-0.0111
ZUMZ
2015-01-23T00:00:00
79
30
18
41
13
92
84
36
39
39
79
44
20
82
60
49
35
27
36
91
97
61
42
14
89
0.001531
ZUMZ
2015-01-30T00:00:00
80
32
19
41
10
85
46
78
45
45
81
44
20
72
73
49
35
32
36
67
97
67
36
9
93
-0.050178
ZUMZ
2015-02-06T00:00:00
80
34
15
41
21
94
94
66
41
41
75
44
20
72
84
49
35
13
35
96
95
60
32
11
95
0.021722
ZUMZ
2015-02-13T00:00:00
80
31
22
41
7
93
89
50
38
38
84
44
20
72
80
50
35
42
35
94
95
72
32
10
96
0.019423
ZUMZ
2015-02-20T00:00:00
81
32
24
41
5
94
83
57
35
35
88
45
20
73
84
49
35
54
35
92
95
63
29
9
95
-0.001802
ZUMZ
2015-02-27T00:00:00
81
33
15
41
22
95
92
53
34
34
79
45
19
73
80
50
35
16
35
96
96
72
33
18
95
0.00129
ZUMZ
2015-03-06T00:00:00
82
34
25
41
4
96
95
82
37
37
89
45
20
74
74
51
35
58
35
97
95
69
40
17
97
-0.039928
ZUMZ
2015-03-13T00:00:00
83
35
15
40
20
95
90
67
35
35
75
46
25
73
87
52
35
18
33
95
95
64
45
20
97
-0.000805
ZUMZ
2015-03-20T00:00:00
85
29
15
94
19
94
79
15
44
44
78
45
38
44
76
68
26
19
44
89
93
58
46
29
94
0.07116
ZUMZ
2015-03-27T00:00:00
85
28
24
94
4
89
47
35
44
44
86
45
38
45
85
69
26
56
45
71
93
65
55
27
94
-0.020807
ZUMZ
2015-04-03T00:00:00
85
30
11
94
31
90
44
43
43
43
74
45
38
44
80
69
26
1
43
72
92
62
52
29
96
0.002816
ZUMZ
2015-04-10T00:00:00
87
36
19
94
10
89
57
97
55
55
80
47
38
40
98
69
26
32
39
78
94
67
57
28
93
-0.090375
ZUMZ
2015-04-17T00:00:00
88
41
17
94
14
88
47
99
59
59
76
48
38
38
99
69
26
24
39
72
96
61
54
18
93
-0.080269
ZUMZ
2015-04-24T00:00:00
88
38
26
94
3
88
48
76
61
61
86
47
38
38
99
70
26
62
39
72
95
63
41
15
89
0.047299
ZUMZ
2015-05-01T00:00:00
89
41
23
94
5
79
27
93
62
62
83
48
37
39
98
69
26
48
37
54
97
72
50
15
85
-0.070804
ZUMZ
2015-05-08T00:00:00
91
43
17
95
13
77
35
84
60
60
81
48
38
44
95
70
26
28
36
57
97
69
50
15
85
-0.010034
ZUMZ
2015-05-15T00:00:00
92
46
13
95
26
87
79
92
59
59
81
49
38
45
97
70
26
10
36
86
97
70
43
21
88
-0.019956
ZUMZ
2015-05-22T00:00:00
93
46
14
95
24
85
69
86
58
58
97
49
45
45
97
70
26
14
36
81
97
69
46
20
87
-0.012282
ZUMZ
2015-05-29T00:00:00
93
45
25
95
4
85
62
85
54
54
99
49
45
45
98
44
26
58
39
78
97
66
51
21
90
-0.022906
ZUMZ
2015-06-05T00:00:00
95
62
11
95
31
50
8
100
72
72
97
53
45
45
99
44
26
1
37
24
94
33
51
9
92
-0.196249
ZUMZ
2015-06-12T00:00:00
45
62
3
45
28
29
4
88
73
73
42
53
37
52
99
43
29
2
28
12
94
34
54
9
91
0.024167
ZUMZ
2015-06-19T00:00:00
44
58
13
45
9
38
7
48
74
74
56
52
37
51
99
43
29
32
29
17
74
28
40
6
78
0.070382
ZUMZ
2015-06-26T00:00:00
44
54
5
45
21
24
5
15
74
74
47
51
37
52
99
42
29
12
30
10
81
32
45
9
86
0.050931
ZUMZ
2015-07-03T00:00:00
44
54
22
45
3
26
7
45
73
73
69
51
37
51
99
54
29
58
29
13
82
35
45
10
88
-0.035805
ZUMZ
2015-07-10T00:00:00
44
52
14
45
8
27
7
32
71
71
58
51
37
49
97
53
29
35
29
14
81
32
46
10
88
0.012753
ZUMZ
2015-07-17T00:00:00
44
57
3
45
27
27
9
66
70
70
43
52
37
47
97
54
29
1
30
15
86
40
57
9
90
-0.024815
ZUMZ
2015-07-24T00:00:00
44
49
13
45
7
25
11
12
69
69
59
51
37
47
97
54
29
36
30
15
84
38
54
7
93
0.022788