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
2015-07-31T00:00:00
43
56
3
42
27
11
2
69
67
67
46
51
38
47
96
54
29
2
31
5
84
36
60
8
91
-0.030821
ZUMZ
2015-08-07T00:00:00
43
61
12
39
8
12
3
90
69
69
55
53
37
49
95
55
30
34
30
6
85
51
42
15
87
-0.114176
ZUMZ
2015-08-14T00:00:00
42
61
15
37
6
16
12
79
63
63
56
52
38
59
93
55
29
41
30
12
86
52
40
14
88
0.010813
ZUMZ
2015-08-21T00:00:00
42
59
22
37
3
21
47
56
60
60
36
52
38
59
90
54
29
59
30
31
57
64
60
22
76
-0.013265
ZUMZ
2015-08-28T00:00:00
42
59
6
37
19
21
37
18
58
58
22
52
38
59
88
55
29
14
31
26
76
70
73
30
70
0.035993
ZUMZ
2015-09-04T00:00:00
42
59
19
37
3
25
45
64
56
56
54
52
55
59
79
55
29
54
30
33
79
72
75
33
70
-0.042696
ZUMZ
2015-09-11T00:00:00
50
77
25
35
2
22
37
100
85
85
87
61
64
91
93
92
36
65
34
27
97
48
28
6
81
-0.360297
ZUMZ
2015-09-18T00:00:00
49
77
17
35
4
31
67
89
85
85
81
60
64
91
94
92
36
43
34
48
95
50
23
6
75
0.057416
ZUMZ
2015-09-25T00:00:00
48
74
26
35
2
26
39
77
84
84
87
59
64
91
94
93
36
66
35
30
96
65
18
5
77
0.012928
ZUMZ
2015-10-02T00:00:00
49
77
15
35
6
19
14
59
83
83
76
59
65
91
83
93
36
35
35
14
97
69
18
5
76
-0.014678
ZUMZ
2015-10-09T00:00:00
47
72
9
35
10
19
17
15
85
85
73
58
65
91
71
93
36
22
35
16
95
45
13
11
68
0.174223
ZUMZ
2015-10-16T00:00:00
47
70
23
35
2
21
29
30
84
84
76
58
65
91
73
93
36
57
35
23
95
45
13
10
68
-0.002206
ZUMZ
2015-10-23T00:00:00
48
75
21
35
3
23
51
69
84
84
76
59
64
91
83
93
36
51
35
34
95
55
15
9
64
-0.083472
ZUMZ
2015-10-30T00:00:00
47
72
18
34
4
21
33
27
83
83
76
58
64
91
78
93
36
44
35
23
96
43
16
10
65
0.054282
ZUMZ
2015-11-06T00:00:00
48
76
3
33
21
6
1
81
82
82
66
59
63
91
60
92
36
2
35
3
97
47
17
8
68
-0.045767
ZUMZ
2015-11-13T00:00:00
50
77
15
33
5
6
2
90
82
82
91
60
62
90
67
92
36
37
34
3
97
49
19
11
71
-0.121103
ZUMZ
2015-11-20T00:00:00
50
75
14
33
5
8
6
48
79
79
91
59
62
92
70
92
36
34
35
6
94
49
44
17
62
0.092087
ZUMZ
2015-11-27T00:00:00
50
74
15
33
5
9
8
29
78
78
92
59
62
92
71
92
36
35
35
7
95
49
44
14
68
0.036852
ZUMZ
2015-12-04T00:00:00
51
76
22
33
2
10
47
89
79
79
72
61
68
92
63
92
36
54
35
23
95
57
52
14
68
-0.118072
ZUMZ
2015-12-11T00:00:00
88
74
13
32
6
10
46
58
79
79
77
61
76
96
29
89
41
32
48
24
97
62
59
9
72
0.004098
ZUMZ
2015-12-18T00:00:00
86
70
18
32
4
9
25
16
78
78
80
59
76
96
26
89
41
43
48
14
95
60
60
9
61
0.089116
ZUMZ
2015-12-25T00:00:00
87
73
14
32
6
12
55
44
76
76
77
60
76
96
42
81
41
33
48
32
95
53
63
10
50
-0.023735
ZUMZ
2016-01-01T00:00:00
87
74
13
31
7
10
22
74
75
75
76
61
76
96
36
81
41
31
48
14
96
54
65
10
57
-0.03263
ZUMZ
2016-01-08T00:00:00
85
67
7
31
13
8
12
4
75
75
69
58
76
96
10
81
41
14
50
8
98
66
57
8
75
0.099206
ZUMZ
2016-01-15T00:00:00
84
61
18
31
4
12
29
2
73
73
77
56
76
96
7
81
41
43
51
19
98
74
47
5
77
0.021059
ZUMZ
2016-01-22T00:00:00
84
62
11
31
9
13
45
7
69
69
71
56
76
96
9
81
41
22
51
26
98
76
48
5
75
0.01591
ZUMZ
2016-01-29T00:00:00
83
60
19
31
3
10
11
9
66
66
78
56
76
96
9
81
42
45
52
9
98
76
45
5
75
0.050464
ZUMZ
2016-02-05T00:00:00
80
57
4
31
19
13
24
5
64
64
64
54
77
96
4
81
42
4
52
17
98
78
49
5
82
0.048592
ZUMZ
2016-02-12T00:00:00
81
57
5
31
17
19
68
16
58
58
66
54
76
96
3
81
42
7
53
41
99
87
48
8
74
-0.021064
ZUMZ
2016-02-19T00:00:00
80
52
18
31
4
15
61
5
59
59
78
54
76
96
3
81
41
44
53
34
99
83
48
8
73
0.088757
ZUMZ
2016-02-26T00:00:00
81
52
22
31
2
14
33
26
55
55
82
54
76
96
3
79
41
54
53
20
99
84
48
9
72
0.01087
ZUMZ
2016-03-04T00:00:00
81
52
24
32
2
31
96
43
51
51
84
54
75
95
3
79
41
62
52
64
99
85
49
8
73
0.020039
ZUMZ
2016-03-11T00:00:00
84
60
21
32
3
41
99
92
60
60
82
56
75
96
2
80
41
49
51
71
99
90
52
7
77
-0.089363
ZUMZ
2016-03-18T00:00:00
91
59
10
94
8
43
96
67
58
58
74
56
67
95
2
92
27
27
55
72
99
89
54
8
77
0.038148
ZUMZ
2016-03-25T00:00:00
91
59
21
94
2
47
96
85
59
59
80
56
67
96
2
91
27
53
55
74
99
90
53
8
80
-0.031424
ZUMZ
2016-04-01T00:00:00
91
55
23
93
2
58
99
20
62
62
81
55
67
96
2
91
27
62
55
82
99
89
56
9
73
0.072737
ZUMZ
2016-04-08T00:00:00
92
67
6
93
15
62
96
99
73
73
69
58
67
96
6
91
27
12
54
82
99
92
66
10
70
-0.15561
ZUMZ
2016-04-15T00:00:00
91
64
5
93
16
69
98
83
73
73
65
57
67
96
9
91
27
8
54
88
99
91
72
8
73
0.051993
ZUMZ
2016-04-22T00:00:00
92
63
15
93
4
67
94
87
73
73
74
58
68
96
9
91
27
39
54
86
99
91
71
8
74
-0.003295
ZUMZ
2016-04-29T00:00:00
93
71
8
94
10
64
82
94
72
72
69
59
68
96
15
91
27
20
53
80
99
88
74
8
66
-0.075482
ZUMZ
2016-05-06T00:00:00
93
72
12
94
6
40
29
94
72
72
74
60
68
96
21
91
27
34
51
27
99
85
69
8
67
-0.077473
ZUMZ
2016-05-13T00:00:00
94
74
4
95
15
45
40
92
71
71
73
60
68
94
28
91
27
9
51
38
99
86
67
8
69
-0.049742
ZUMZ
2016-05-20T00:00:00
94
74
3
95
18
42
28
77
70
70
73
60
68
94
34
91
27
5
51
30
89
94
97
21
62
0.014276
ZUMZ
2016-05-27T00:00:00
94
75
4
95
18
54
69
92
68
68
97
60
68
94
42
47
27
8
52
65
91
94
98
21
58
-0.018767
ZUMZ
2016-06-03T00:00:00
95
77
5
95
15
21
12
93
68
68
98
61
68
94
55
47
27
12
52
12
89
93
99
26
55
-0.015027
ZUMZ
2016-06-10T00:00:00
36
69
25
46
2
24
16
39
68
68
51
61
73
81
54
70
37
63
46
15
90
94
99
26
51
0.042302
ZUMZ
2016-06-17T00:00:00
36
69
17
46
4
20
14
29
62
62
41
61
73
85
58
70
37
42
46
12
95
99
100
20
53
0.002661
ZUMZ
2016-06-24T00:00:00
36
70
5
46
17
13
6
54
60
60
24
61
73
91
53
70
37
9
46
7
95
98
99
20
50
-0.02787
ZUMZ
2016-07-01T00:00:00
36
69
18
46
4
12
6
81
58
58
42
62
73
85
63
56
37
44
46
7
89
98
77
22
61
-0.008191
ZUMZ
2016-07-08T00:00:00
36
68
24
46
2
12
7
24
61
61
48
61
73
83
51
56
37
60
46
8
83
99
64
20
65
0.052994
ZUMZ
2016-07-15T00:00:00
36
67
26
46
2
18
10
33
57
57
50
61
73
83
60
56
37
67
46
12
80
99
61
23
66
0.015686
ZUMZ
2016-07-22T00:00:00
36
68
18
45
4
14
6
11
55
55
41
60
73
86
53
56
37
44
46
8
78
99
57
19
70
0.040541
ZUMZ
2016-07-29T00:00:00
35
67
5
44
17
12
5
10
56
56
26
60
73
92
58
57
37
10
46
6
74
98
39
14
79
0.050093
ZUMZ
2016-08-05T00:00:00
34
64
22
40
3
15
27
13
53
53
41
60
72
83
53
57
37
55
46
18
75
99
39
14
78
0.022968
ZUMZ
2016-08-12T00:00:00
33
70
10
39
9
15
40
81
63
63
32
61
73
85
54
57
36
26
45
24
79
99
33
18
83
-0.078296
ZUMZ
2016-08-19T00:00:00
33
70
9
39
11
14
33
53
62
62
9
61
73
87
52
57
36
21
45
20
72
98
30
23
81
0.026234
ZUMZ
2016-08-26T00:00:00
33
66
22
38
3
14
19
21
61
61
17
61
73
81
40
57
36
56
46
14
73
96
29
23
89
0.034084
ZUMZ
2016-09-02T00:00:00
33
70
10
38
9
17
58
60
61
61
10
61
73
86
58
57
36
26
46
35
69
96
25
27
90
-0.022366
ZUMZ
2016-09-09T00:00:00
35
63
8
41
14
17
57
10
61
61
30
60
74
89
66
95
41
14
49
34
72
97
21
30
85
0.04696
ZUMZ
2016-09-16T00:00:00
35
64
4
41
20
26
76
43
59
59
26
61
74
91
66
95
41
5
49
50
41
87
25
44
78
-0.015526
ZUMZ
2016-09-23T00:00:00
35
60
9
41
12
34
82
16
59
59
32
60
74
88
56
96
41
19
49
59
29
75
30
60
75
0.033294
ZUMZ
2016-09-30T00:00:00
35
59
10
41
11
38
82
18
58
58
32
60
74
88
44
96
41
22
49
62
27
72
28
60
76
0.017524
ZUMZ
2016-10-07T00:00:00
34
47
21
41
3
23
32
1
79
79
38
57
74
83
11
96
41
48
49
23
42
71
41
56
64
0.218333
ZUMZ
2016-10-14T00:00:00
34
45
17
41
4
26
53
2
78
78
33
56
74
85
9
96
41
41
50
36
32
68
34
69
50
0.02736
ZUMZ
2016-10-21T00:00:00
34
46
11
41
9
31
80
11
77
77
32
56
74
88
12
96
41
24
50
56
31
65
34
72
52
-0.001332
ZUMZ
2016-10-28T00:00:00
34
45
23
40
2
25
48
51
77
77
35
56
74
84
8
96
41
57
49
33
30
69
33
72
53
-0.04
ZUMZ
2016-11-04T00:00:00
34
42
6
40
16
47
88
3
74
74
29
55
74
90
5
96
41
11
49
72
52
63
40
69
64
0.081019
ZUMZ
2016-11-11T00:00:00
33
41
13
40
6
37
77
24
66
66
55
55
73
87
6
97
41
31
49
59
52
59
36
64
56
0.049251
ZUMZ
2016-11-18T00:00:00
33
43
12
39
8
43
85
39
65
65
54
56
73
85
6
96
41
30
49
67
47
59
35
69
48
0.002041
ZUMZ
2016-11-25T00:00:00
33
43
9
39
11
49
87
43
64
64
52
55
73
86
8
97
41
21
48
71
48
60
33
67
48
0.020367
ZUMZ
2016-12-02T00:00:00
33
43
7
39
14
84
99
45
62
62
50
55
73
88
8
96
41
14
49
94
48
58
32
67
49
-0.013972
ZUMZ
2016-12-09T00:00:00
83
44
26
30
3
84
100
41
59
59
88
56
81
92
7
88
76
55
71
95
48
60
31
65
54
0.036437
ZUMZ
2016-12-16T00:00:00
84
48
21
30
7
83
99
85
53
53
83
56
81
92
7
88
76
31
70
94
57
58
18
65
70
-0.060547
ZUMZ
2016-12-23T00:00:00
86
57
15
30
19
81
94
98
63
63
77
59
81
92
23
86
76
7
69
91
74
68
34
49
65
-0.112266
ZUMZ
2016-12-30T00:00:00
86
51
28
30
2
87
99
80
63
63
89
58
81
93
20
86
76
61
69
95
73
67
37
50
59
0.023419
ZUMZ
2017-01-06T00:00:00
88
60
24
30
4
89
91
99
66
66
84
60
81
94
36
86
75
41
68
92
85
83
22
56
62
-0.091533
ZUMZ
2017-01-13T00:00:00
88
60
24
30
4
89
80
92
63
63
83
60
81
94
29
86
75
43
68
87
88
87
21
48
61
0
ZUMZ
2017-01-20T00:00:00
88
61
21
30
9
87
76
83
64
64
77
59
81
94
30
86
75
27
68
84
89
89
21
45
53
-0.005038
ZUMZ
2017-01-27T00:00:00
88
63
23
30
5
85
73
94
63
63
81
60
81
94
35
86
75
38
68
81
89
85
25
43
54
-0.04557
ZUMZ
2017-02-03T00:00:00
87
59
20
30
10
82
71
13
72
72
76
58
81
94
39
86
75
25
69
78
90
89
28
37
66
0.122016
ZUMZ
2017-02-10T00:00:00
86
59
20
30
11
77
39
40
71
71
76
59
80
89
40
86
76
21
69
59
91
88
26
35
66
-0.009456
ZUMZ
2017-02-17T00:00:00
87
61
25
30
4
50
15
69
70
70
85
59
81
89
40
85
76
48
69
30
90
86
27
36
71
-0.033413
ZUMZ
2017-02-24T00:00:00
88
62
22
30
8
56
19
87
70
70
82
60
80
89
43
83
76
34
68
34
90
85
28
40
79
-0.034568
ZUMZ
2017-03-03T00:00:00
88
60
15
29
21
31
9
21
69
69
77
59
79
89
47
82
76
8
69
15
93
88
29
40
86
0.061381
ZUMZ
2017-03-10T00:00:00
89
62
28
29
2
33
9
89
73
73
90
60
80
89
81
82
76
62
68
16
99
72
49
45
81
-0.113253
ZUMZ
2017-03-17T00:00:00
95
74
5
92
17
34
7
94
71
71
74
61
79
89
82
66
30
14
64
16
100
71
64
47
75
-0.024457
ZUMZ
2017-03-24T00:00:00
95
73
19
91
3
25
5
93
71
71
82
62
80
89
78
60
31
55
64
12
100
71
62
49
63
-0.041783
ZUMZ
2017-03-31T00:00:00
95
74
12
91
7
51
60
39
72
72
79
61
80
89
77
61
31
35
64
58
100
70
61
47
43
0.063953
ZUMZ
2017-04-07T00:00:00
95
75
22
91
2
46
47
93
73
73
84
62
79
90
93
61
31
63
64
46
100
68
61
52
27
-0.081967
ZUMZ
2017-04-14T00:00:00
95
75
17
91
4
43
22
68
70
70
80
62
80
90
92
61
30
48
65
28
100
68
59
52
24
0.005952
ZUMZ
2017-04-21T00:00:00
95
72
21
91
2
34
15
19
73
73
83
61
80
91
90
61
31
60
65
21
100
72
55
37
12
0.076923
ZUMZ
2017-04-28T00:00:00
95
74
9
91
10
51
61
44
72
72
75
62
80
91
92
62
31
28
65
57
100
75
57
34
10
-0.013736
ZUMZ
2017-05-05T00:00:00
96
74
17
92
4
29
14
73
70
70
81
62
80
90
95
63
31
50
65
18
100
71
59
38
9
-0.038997
ZUMZ
2017-05-12T00:00:00
96
78
6
93
15
21
7
92
69
69
77
63
80
78
95
63
31
18
66
12
100
75
59
39
11
-0.056522
ZUMZ
2017-05-19T00:00:00
96
81
11
93
9
20
6
95
68
68
79
64
80
78
96
62
31
30
65
10
100
72
55
40
15
-0.081413
ZUMZ
2017-05-26T00:00:00
96
81
13
93
6
24
20
93
67
67
99
65
79
79
95
62
30
37
65
17
100
75
59
40
15
-0.016722
ZUMZ
2017-06-02T00:00:00
97
85
6
93
14
16
7
99
72
72
98
67
79
79
98
62
30
18
66
9
100
66
55
42
19
-0.134354
ZUMZ
2017-06-09T00:00:00
29
83
13
51
7
17
12
80
73
73
34
66
65
62
96
56
36
35
73
11
100
73
62
41
23
0.049116
ZUMZ
2017-06-16T00:00:00
29
83
23
51
2
30
63
95
72
72
46
66
65
54
94
56
36
63
72
45
100
71
56
40
31
-0.059925
ZUMZ
2017-06-23T00:00:00
29
85
6
51
16
25
43
95
70
70
24
67
65
68
94
56
36
16
72
30
100
63
64
36
29
-0.043825