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
⌀
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2023-03-31T00:00:00
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ZUMZ
2023-04-07T00:00:00
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ZUMZ
2023-04-14T00:00:00
83
66
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ZUMZ
2023-04-21T00:00:00
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68
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ZUMZ
2023-04-28T00:00:00
83
68
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45
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74
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41
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ZUMZ
2023-05-05T00:00:00
84
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78
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ZUMZ
2023-05-12T00:00:00
86
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86
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21
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80
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ZUMZ
2023-05-19T00:00:00
86
71
63
87
4
20
10
70
41
41
79
57
78
70
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67
54
46
13
6
6
62
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48
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ZUMZ
2023-05-26T00:00:00
86
71
63
87
4
21
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25
39
39
80
56
78
70
52
93
67
58
46
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5
74
58
45
0.043024
ZUMZ
2023-06-02T00:00:00
87
78
49
87
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22
22
92
43
43
72
58
78
70
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93
67
7
45
20
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ZUMZ
2023-06-09T00:00:00
32
63
53
40
14
23
27
94
41
41
66
58
71
49
83
71
72
17
62
23
15
10
92
63
56
-0.049774
ZUMZ
2023-06-16T00:00:00
32
65
48
40
22
21
18
90
40
40
59
59
71
55
70
71
72
2
62
17
16
11
92
62
58
-0.009524
ZUMZ
2023-06-23T00:00:00
33
52
55
40
9
20
22
7
56
56
71
57
71
46
53
71
72
27
63
18
21
12
94
56
58
0.158654
ZUMZ
2023-06-30T00:00:00
33
54
61
40
4
19
17
31
55
55
79
57
71
40
70
50
72
45
63
15
22
15
95
59
55
-0.012448
ZUMZ
2023-07-07T00:00:00
33
53
56
40
8
18
18
11
56
56
72
57
71
44
70
50
72
29
63
16
22
13
92
62
49
0.045618
ZUMZ
2023-07-14T00:00:00
32
52
61
40
4
18
19
31
54
54
79
57
71
37
51
49
72
48
63
16
23
13
92
62
50
0.013203
ZUMZ
2023-07-21T00:00:00
33
57
47
40
21
22
49
21
54
54
62
57
71
52
44
50
72
3
63
32
20
13
91
68
47
0.01983
ZUMZ
2023-07-28T00:00:00
33
54
48
39
18
16
11
12
53
53
66
56
72
49
48
50
72
9
64
11
18
15
89
69
45
0.051111
ZUMZ
2023-08-04T00:00:00
33
56
50
38
15
14
8
28
51
51
67
56
74
49
46
50
72
13
63
9
20
16
89
69
45
-0.010571
ZUMZ
2023-08-11T00:00:00
32
51
55
37
7
13
9
13
48
48
73
56
74
44
32
49
71
33
64
9
19
15
83
74
34
0.02297
ZUMZ
2023-08-18T00:00:00
32
50
55
36
8
23
77
20
45
45
72
56
73
45
23
48
71
32
64
48
18
18
84
76
35
-0.008877
ZUMZ
2023-08-25T00:00:00
32
52
54
36
9
20
65
64
48
48
44
56
74
47
26
47
71
28
63
39
17
14
80
66
41
-0.048999
ZUMZ
2023-09-01T00:00:00
32
53
46
36
20
25
79
34
40
40
31
56
74
55
21
47
71
4
64
51
17
13
83
59
48
0.043213
ZUMZ
2023-09-08T00:00:00
43
96
59
37
5
25
77
89
50
50
48
57
73
32
25
84
73
43
51
52
16
15
85
48
49
-0.110196
ZUMZ
2023-09-15T00:00:00
43
97
51
37
14
26
76
80
48
48
35
57
73
40
23
84
73
16
50
51
14
17
81
53
43
-0.010445
ZUMZ
2023-09-22T00:00:00
43
97
46
37
22
31
85
29
49
49
30
56
73
44
18
81
73
2
51
61
21
25
85
54
44
0.05006
ZUMZ
2023-09-29T00:00:00
43
95
63
37
3
32
79
15
48
48
53
56
73
29
14
81
73
61
51
56
24
29
84
53
47
0.022401
ZUMZ
2023-10-06T00:00:00
43
95
57
37
6
39
87
54
48
48
41
56
73
34
16
81
73
35
51
65
25
32
85
49
46
-0.055056
ZUMZ
2023-10-13T00:00:00
43
97
62
37
3
45
89
81
49
49
41
56
73
29
20
81
73
56
51
69
15
36
68
60
61
-0.060048
ZUMZ
2023-10-20T00:00:00
43
94
54
37
8
36
56
12
53
53
37
55
73
35
15
81
73
30
52
44
25
28
82
83
28
0.075901
ZUMZ
2023-10-27T00:00:00
43
97
49
37
16
42
75
54
53
53
35
56
73
40
16
81
73
12
52
59
25
25
85
84
27
-0.059377
ZUMZ
2023-11-03T00:00:00
43
97
47
36
20
27
22
41
48
48
33
56
73
41
13
80
73
6
50
22
27
27
83
86
28
0.056875
ZUMZ
2023-11-10T00:00:00
43
97
50
36
14
26
28
77
48
48
54
56
72
41
13
80
73
14
51
25
27
38
81
90
28
-0.06919
ZUMZ
2023-11-17T00:00:00
43
95
63
36
3
38
67
12
54
54
66
55
71
30
9
81
73
57
51
52
26
37
80
85
33
0.14676
ZUMZ
2023-11-24T00:00:00
43
96
54
36
9
44
80
15
54
54
59
55
71
37
11
81
72
27
51
62
55
60
89
62
57
0.01385
ZUMZ
2023-12-01T00:00:00
43
93
47
36
19
36
49
5
58
58
54
54
71
41
5
80
73
8
51
41
44
57
83
65
74
0.155191
ZUMZ
2023-12-08T00:00:00
48
94
53
43
10
31
31
57
60
60
62
56
80
37
10
86
76
25
47
29
48
65
84
66
78
-0.084674
ZUMZ
2023-12-15T00:00:00
48
95
48
43
19
46
82
57
58
58
57
56
80
41
12
86
76
8
47
66
48
68
83
68
82
0.002067
ZUMZ
2023-12-22T00:00:00
48
94
59
43
5
40
55
59
56
56
65
56
80
32
14
83
76
42
47
46
47
69
82
69
85
0.014956
ZUMZ
2023-12-29T00:00:00
48
92
52
43
11
39
53
24
56
56
60
56
80
37
13
83
76
22
47
43
40
68
80
66
84
0.033537
ZUMZ
2024-01-05T00:00:00
48
95
55
42
8
35
32
91
58
58
62
57
80
33
15
83
76
32
46
32
34
67
77
51
86
-0.100787
ZUMZ
2024-01-12T00:00:00
48
96
48
42
18
54
82
83
58
58
49
57
80
37
15
83
76
9
46
72
38
71
74
52
90
-0.010388
ZUMZ
2024-01-19T00:00:00
49
94
61
42
4
59
83
83
57
57
67
57
80
24
25
83
76
49
46
75
35
74
74
46
93
-0.038674
ZUMZ
2024-01-26T00:00:00
49
94
61
42
3
83
95
68
56
56
67
57
80
25
22
83
76
49
46
93
35
75
74
47
92
0.020115
ZUMZ
2024-02-02T00:00:00
49
95
55
42
8
68
72
60
55
55
58
57
80
31
18
83
76
30
46
74
31
73
66
46
90
-0.002817
ZUMZ
2024-02-09T00:00:00
48
92
62
43
3
60
55
32
50
50
69
57
79
32
16
83
76
53
46
59
22
76
42
34
72
0.035593
ZUMZ
2024-02-16T00:00:00
49
95
52
42
13
58
57
43
45
45
56
57
80
41
26
82
76
22
46
59
18
66
35
34
78
-0.001091
ZUMZ
2024-02-23T00:00:00
49
94
61
43
4
66
70
79
47
47
67
58
79
34
32
81
76
49
45
71
20
63
38
39
75
-0.048607
ZUMZ
2024-03-01T00:00:00
50
94
61
43
5
38
19
70
45
45
67
58
79
36
46
81
76
46
45
24
13
64
26
41
77
0.004592
ZUMZ
2024-03-08T00:00:00
50
95
63
43
4
38
18
91
47
47
69
59
79
36
46
82
76
51
45
25
14
66
40
50
70
-0.075429
ZUMZ
2024-03-15T00:00:00
25
91
63
84
3
35
20
97
54
54
48
61
76
36
82
38
64
54
45
25
32
76
45
35
67
-0.159456
ZUMZ
2024-03-22T00:00:00
25
92
54
84
11
35
25
74
57
57
38
60
76
44
89
43
64
27
46
26
29
79
42
38
71
0.076471
ZUMZ
2024-03-29T00:00:00
25
91
58
84
6
35
32
52
57
57
43
60
75
39
90
45
64
41
45
30
30
79
39
34
70
0.037568
ZUMZ
2024-04-05T00:00:00
25
94
50
84
21
47
56
75
56
56
32
60
75
46
87
45
64
13
45
53
32
70
44
28
75
-0.064516
ZUMZ
2024-04-12T00:00:00
25
94
47
84
27
46
55
31
56
56
33
59
75
46
74
46
64
5
45
52
36
74
55
31
75
0.03026
ZUMZ
2024-04-19T00:00:00
25
90
63
84
3
38
29
14
56
56
38
59
75
31
83
46
64
59
45
31
49
79
64
35
88
0.036202
ZUO
2018-04-20T00:00:00
23
24
62
19
15
41
43
65
56
56
73
38
35
89
44
65
67
65
50
40
25
25
60
50
41
-0.042718
ZUO
2018-04-27T00:00:00
23
24
62
19
15
41
43
57
56
56
74
39
35
89
44
65
67
65
50
40
25
25
60
50
41
-0.005578
ZUO
2018-05-04T00:00:00
22
24
61
20
15
41
43
61
1
1
83
39
35
89
44
65
67
66
50
40
25
25
60
50
41
-0.00306
ZUO
2018-05-11T00:00:00
22
23
60
21
15
41
43
33
11
11
92
38
35
88
44
65
67
65
50
40
25
25
60
50
41
0.031202
ZUO
2018-05-18T00:00:00
22
24
61
21
15
41
43
77
14
14
93
39
35
89
44
65
68
66
50
40
25
25
60
50
41
-0.024306
ZUO
2018-05-25T00:00:00
22
23
61
21
15
41
43
5
54
54
83
38
35
88
44
65
68
65
50
39
25
25
60
50
41
0.087951
ZUO
2018-06-01T00:00:00
22
23
60
21
15
41
43
1
90
90
89
34
35
88
44
65
68
64
50
38
25
25
60
50
41
0.233645
ZUO
2018-06-08T00:00:00
22
23
60
21
15
41
43
2
87
87
59
33
35
88
44
65
68
63
50
39
25
25
60
50
41
0.107197
ZUO
2018-06-15T00:00:00
20
25
13
24
15
48
37
1
87
87
30
29
35
44
44
65
41
61
50
40
25
25
60
50
41
0.184742
ZUO
2018-06-22T00:00:00
19
26
13
24
15
49
43
74
95
95
30
32
35
22
44
65
41
62
50
45
25
25
60
50
41
-0.201848
ZUO
2018-06-29T00:00:00
20
26
13
24
15
47
41
70
94
94
30
32
35
44
44
65
41
62
50
42
25
25
60
50
41
-0.015919
ZUO
2018-07-06T00:00:00
19
26
13
24
15
60
64
86
93
93
31
33
35
35
44
65
41
62
50
65
25
25
60
50
41
-0.032721
ZUO
2018-07-13T00:00:00
20
26
13
24
15
38
28
89
92
92
33
34
35
50
44
65
41
63
50
30
25
25
60
50
41
-0.023565
ZUO
2018-07-20T00:00:00
19
27
13
24
15
79
93
89
92
92
35
34
35
34
44
65
41
63
50
89
25
25
60
50
41
-0.016349
ZUO
2018-07-27T00:00:00
19
26
13
24
15
98
99
71
91
91
38
34
35
16
44
65
41
62
50
99
25
25
60
50
41
-0.005936
ZUO
2018-08-03T00:00:00
19
26
13
24
15
99
100
62
89
89
39
34
35
41
44
65
42
62
50
100
25
25
60
50
41
0.002389
ZUO
2018-08-10T00:00:00
19
25
13
23
15
100
100
6
88
88
34
32
35
43
44
65
42
61
50
100
25
25
60
50
41
0.129071
ZUO
2018-08-17T00:00:00
19
25
13
23
15
87
55
6
86
86
9
32
35
31
44
65
42
61
50
75
25
25
60
50
41
0.025325
ZUO
2018-08-24T00:00:00
19
25
13
23
15
85
52
2
87
87
18
30
35
16
44
65
42
61
50
72
25
25
60
50
41
0.145111
ZUO
2018-08-31T00:00:00
19
26
13
23
15
60
35
88
90
90
7
33
35
36
44
65
42
62
50
47
25
25
60
50
41
-0.173757
ZUO
2018-09-07T00:00:00
19
26
13
23
15
42
15
91
90
90
15
34
35
21
44
65
42
62
50
24
25
25
60
50
41
-0.074329
ZUO
2018-09-14T00:00:00
19
26
12
33
15
32
10
92
89
89
36
35
35
4
44
65
44
63
50
18
25
25
60
50
41
-0.035253
ZUO
2018-09-21T00:00:00
19
26
12
33
15
35
17
97
88
88
39
35
35
50
44
65
44
63
50
22
25
25
60
50
41
-0.051563
ZUO
2018-09-28T00:00:00
19
26
12
33
15
36
37
87
86
86
69
35
35
15
44
65
44
63
50
33
25
25
60
50
41
-0.010702
ZUO
2018-10-05T00:00:00
18
26
12
33
15
92
92
95
85
85
70
36
35
10
44
65
44
63
50
94
25
25
60
50
41
-0.084379
ZUO
2018-10-12T00:00:00
18
26
12
33
15
93
95
98
87
87
61
38
35
25
44
65
44
64
50
96
25
25
60
50
41
-0.144612
ZUO
2018-10-19T00:00:00
19
26
12
33
15
98
99
47
88
88
63
36
35
12
44
65
44
63
50
99
25
25
60
50
41
0.104972
ZUO
2018-10-26T00:00:00
18
26
12
33
15
55
40
63
86
86
54
36
35
50
44
65
44
63
50
46
25
25
60
50
41
-0.0485
ZUO
2018-11-02T00:00:00
18
26
13
33
15
25
27
15
84
84
50
36
35
47
44
65
44
63
50
23
25
25
60
50
41
0.09196
ZUO
2018-11-09T00:00:00
18
26
12
33
15
20
13
29
80
80
58
36
35
26
44
65
44
63
50
14
25
25
60
50
41
0.009143
ZUO
2018-11-16T00:00:00
19
25
12
33
15
12
5
31
77
77
100
36
35
4
44
65
44
63
50
6
25
25
60
50
41
-0.011445
ZUO
2018-11-23T00:00:00
18
26
12
33
15
14
6
88
82
82
94
38
35
28
44
65
44
63
50
7
25
25
60
50
41
-0.13507
ZUO
2018-11-30T00:00:00
19
27
12
33
15
10
5
59
82
82
85
37
35
50
44
65
44
63
50
5
25
25
60
50
41
0.06135
ZUO
2018-12-07T00:00:00
19
26
12
33
15
6
3
68
81
81
97
37
35
17
44
65
44
63
50
3
25
25
60
50
41
-0.046768
ZUO
2018-12-14T00:00:00
19
26
38
26
15
13
20
33
78
78
100
37
35
2
44
65
47
64
50
14
25
25
60
50
41
0.005513
ZUO
2018-12-21T00:00:00
19
26
38
26
3
14
22
71
74
74
90
38
35
9
44
65
47
64
50
15
28
21
79
35
20
-0.118421
ZUO
2018-12-28T00:00:00
20
26
38
26
26
23
56
18
74
74
84
37
35
10
44
65
47
64
50
38
28
16
78
37
11
0.097637
ZUO
2019-01-04T00:00:00
20
26
38
26
4
28
59
18
71
71
98
36
35
3
44
65
47
64
50
42
30
17
79
35
16
0.050992
ZUO
2019-01-11T00:00:00
19
26
38
26
3
30
60
11
70
70
100
36
35
2
44
65
47
64
50
44
29
17
80
37
16
0.07655
ZUO
2019-01-18T00:00:00
20
26
39
26
17
14
19
9
70
70
78
35
35
7
44
65
47
64
50
14
29
14
82
37
13
0.058588
ZUO
2019-01-25T00:00:00
20
26
39
26
12
20
26
15
69
69
82
35
35
6
44
65
47
64
50
21
27
12
81
38
11
0.010407
ZUO
2019-02-01T00:00:00
20
26
39
26
17
20
28
47
64
64
77
35
35
8
44
65
47
64
50
21
27
13
82
37
6
-0.009363
ZUO
2019-02-08T00:00:00
20
26
38
26
11
28
45
40
63
63
86
35
35
6
44
65
46
64
50
35
15
6
86
39
10
0.006616
ZUO
2019-02-15T00:00:00
20
26
39
26
7
24
30
22
61
61
92
35
35
7
44
65
47
64
50
25
16
6
90
37
7
0.056338