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
⌀
ZURA
2022-02-18T00:00:00
78
97
21
24
31
59
58
37
2
2
98
80
74
76
54
46.5
6
53
2
58
55
73
51
57
45
0
ZURA
2022-02-25T00:00:00
77
97
3
24
31
60
55
38
2
2
84
79
74
76
54
46.5
6
8
2
58
55
73
51
57
45
0
ZURA
2022-03-04T00:00:00
77
97
10
24
31
60
58
30
2
2
93
79
74
76
54
46.5
5
30
2
59
55
73
51
57
45
0.00203
ZURA
2022-03-11T00:00:00
77
97
2
24
31
57
52
27
2
2
86
79
74
76
54
46.5
5
6
2
53
55
73
51
57
45
0.001013
ZURA
2022-03-18T00:00:00
77
97
22
23
31
74
76
52
2
2
99
80
74
75
54
46.5
5
55
2
77
55
73
51
57
45
0.002024
ZURA
2022-03-25T00:00:00
77
97
4
23
100
82
82
59
1
1
91
79
74
14
54
46.5
5
14
2
85
86
82
68
58
40
-0.00101
ZURA
2022-04-01T00:00:00
77
97
9
23
60
78
76
53
1
1
95
80
74
13
54
46.5
5
26
2
81
87
82
68
54
48
0.002022
ZURA
2022-04-08T00:00:00
76
97
24
23
32
76
73
27
1
1
99
79
74
13
54
46.5
5
54
2
79
87
84
59
57
52
0.002018
ZURA
2022-04-15T00:00:00
55
67
4
29
71
75
74
27
1
1
74
79
74
13
54
46.5
14
13
2
78
87
84
62
57
55
0.002014
ZURA
2022-04-22T00:00:00
55
67
26
29
28
76
71
29
2
2
69
78
74
13
54
46.5
14
63
2
78
86
84
61
57
56
-0.001005
ZURA
2022-04-29T00:00:00
55
66
13
29
52
79
75
14
2
2
32
78
74
32
54
46.5
14
34
2
81
89
83
68
59
48
0.002012
ZURA
2022-05-06T00:00:00
56
66
23
30
31
81
77
30
2
2
53
78
74
32
54
46.5
14
56
2
83
88
82
71
65
48
-0.002008
ZURA
2022-05-13T00:00:00
53
64
26
33
29
78
61
19
2
2
54
77
74
11
54
46.5
24
67
2
76
77
51
70
46
36
-0.001911
ZURA
2022-05-20T00:00:00
52
62
4
33
73
74
55
33
2
2
8
77
74
29
54
46.5
24
12
2
70
72
53
62
43
36
-0.001109
ZURA
2022-05-27T00:00:00
51
62
23
34
36
72
56
65
1
1
39
77
74
14
54
46.5
24
53
2
69
85
45
89
80
52
0
ZURA
2022-06-03T00:00:00
52
62
22
34
56
78
74
62
1
1
35
77
74
15
54
46.5
24
49
2
81
88
38
87
81
71
0
ZURA
2022-06-10T00:00:00
52
62
13
34
56
79
76
22
2
2
23
77
74
21
54
46.5
24
33
2
82
90
54
75
81
50
0.003027
ZURA
2022-06-17T00:00:00
52
61
26
34
55
79
77
20
2
2
44
76
74
13
54
46.5
24
60
2
81
71
34
80
91
41
-0.002012
ZURA
2022-06-24T00:00:00
52
62
6
34
56
85
90
47
1
1
11
77
74
27
54
46.5
24
18
2
92
79
44
84
91
44
0
ZURA
2022-07-01T00:00:00
52
61
2
34
56
83
81
28
2
2
2
77
74
33
54
46.5
24
4
2
85
75
39
86
72
34
0.003024
ZURA
2022-07-08T00:00:00
51
61
3
34
55
90
87
53
2
2
4
77
74
32
54
46.5
24
8
2
92
75
35
88
67
26
-0.001005
ZURA
2022-07-15T00:00:00
51
61
2
34
55
88
82
39
2
2
2
77
74
32
39
46.5
24
5
2
89
75
35
89
67
26
0
ZURA
2022-07-22T00:00:00
51
62
27
34
55
80
55
71
2
2
51
77
74
18
39
46.5
24
66
2
70
80
45
83
57
28
0
ZURA
2022-07-29T00:00:00
51
62
9
34
56
79
54
59
3
3
18
77
74
31
45
46.5
24
25
2
69
79
38
79
70
35
0.003018
ZURA
2022-08-05T00:00:00
51
62
4
33
57
88
81
56
3
3
8
77
74
36
50
46.5
23
12
2
90
84
30
74
59
34
0.003009
ZURA
2022-08-12T00:00:00
61
69
15
27
57
91
85
74
4
4
54
77
74
25
57
46.5
92
43
2
92
84
42
69
60
36
-0.001
ZURA
2022-08-19T00:00:00
62
68
3
26
57
88
66
35
4
4
48
77
74
41
49
46.5
92
4
2
83
65
35
57
69
34
0.003003
ZURA
2022-08-26T00:00:00
62
67
5
26
55
92
78
26
3
3
50
77
74
37
52
46.5
92
12
2
91
63
36
57
68
36
0
ZURA
2022-09-02T00:00:00
62
67
3
26
55
90
67
23
3
3
50
76
74
42
66
46.5
92
2
2
86
62
27
61
73
35
-0.000998
ZURA
2022-09-09T00:00:00
62
67
12
26
54
89
68
36
4
4
51
76
74
30
69
46.5
92
34
2
84
64
31
55
66
39
0.002997
ZURA
2022-09-16T00:00:00
61
66
12
25
55
80
45
27
4
4
74
76
74
29
60
46.5
91
34
2
64
61
30
58
63
40
-0.000996
ZURA
2022-09-23T00:00:00
61
65
20
26
53
76
46
7
4
4
86
75
74
22
49
46.5
91
56
2
64
57
51
63
60
45
0.001994
ZURA
2022-09-30T00:00:00
61
65
8
26
54
78
49
20
4
4
66
75
74
35
53
46.5
91
22
2
69
57
52
61
61
43
0
ZURA
2022-10-07T00:00:00
61
65
3
26
54
64
31
43
4
4
59
75
74
41
64
46.5
91
4
2
47
54
60
57
51
63
-0.000995
ZURA
2022-10-14T00:00:00
61
65
20
26
53
77
57
42
3
3
99
75
74
22
69
46.5
91
57
2
72
58
63
60
50
62
0
ZURA
2022-10-21T00:00:00
61
65
6
26
54
81
70
44
4
4
84
75
74
37
65
46.5
91
17
2
81
58
55
78
58
36
0.003984
ZURA
2022-10-28T00:00:00
61
66
3
26
53
85
76
57
2
2
77
75
74
41
71
46.5
91
4
2
85
58
54
80
58
34
0.001984
ZURA
2022-11-04T00:00:00
61
66
6
25
53
84
73
42
2
2
87
74
74
37
70
46.5
91
16
2
84
54
43
74
59
29
0.00297
ZURA
2022-11-11T00:00:00
61
67
16
25
53
87
80
65
2
2
98
75
74
26
76
46.5
91
47
2
88
45
41
51
58
27
0
ZURA
2022-11-18T00:00:00
53
49
16
27
54
94
93
50
1
1
79
74
74
27
76
46.5
98
46
2
96
39
35
54
51
29
0.000987
ZURA
2022-11-25T00:00:00
53
49
14
27
54
93
88
58
1
1
76
75
74
29
71
46.5
98
40
2
93
40
34
53
52
29
0.000986
ZURA
2022-12-02T00:00:00
53
50
5
27
53
87
73
55
1
1
60
74
74
41
74
46.5
98
14
2
82
32
30
39
61
24
0.00197
ZURA
2022-12-09T00:00:00
53
49
11
27
52
86
70
25
1
1
70
74
74
34
70
46.5
98
31
2
80
38
30
45
55
19
0.001967
ZURA
2022-12-16T00:00:00
53
49
19
27
54
86
69
28
1
1
85
74
74
16
73
46.5
98
60
2
81
36
22
52
49
18
0.000981
ZURA
2022-12-23T00:00:00
53
49
20
27
53
80
56
34
1
1
86
73
74
15
74
46.5
98
62
2
72
38
20
46
46
22
0
ZURA
2022-12-30T00:00:00
53
50
18
27
54
83
63
42
1
1
83
73
74
17
75
46.5
98
57
2
78
39
16
41
49
25
0.00098
ZURA
2023-01-06T00:00:00
53
50
3
27
52
74
46
67
1
1
59
74
74
37
77
46.5
98
4
2
63
29
8
44
53
31
0.001959
ZURA
2023-01-13T00:00:00
53
51
9
27
51
75
51
85
1
1
24
74
74
64
83
46.5
98
29
2
67
26
18
38
56
45
0
ZURA
2023-01-20T00:00:00
53
51
5
27
50
72
48
66
1
1
10
74
74
72
81
46.5
98
15
2
63
24
14
26
53
45
0.002933
ZURA
2023-01-27T00:00:00
53
51
18
27
49
71
45
69
1
1
58
74
74
48
80
46.5
98
55
2
60
22
18
23
47
42
0.001949
ZURA
2023-02-03T00:00:00
53
52
15
27
49
80
71
63
1
1
50
75
74
52
82
46.5
98
47
2
81
22
26
28
43
36
0.003891
ZURA
2023-02-10T00:00:00
53
51
18
27
27
80
72
31
1
1
59
74
74
46
73
46.5
98
58
2
81
37
18
27
69
15
0.005814
ZURA
2023-02-17T00:00:00
53
52
14
27
31
77
70
34
2
2
43
74
74
53
74
46.5
98
44
2
76
39
21
20
69
28
0.006744
ZURA
2023-02-24T00:00:00
53
51
4
27
64
76
65
18
2
2
8
74
74
73
74
46.5
98
11
2
73
76
31
18
62
35
0
ZURA
2023-03-03T00:00:00
53
52
18
27
26
70
41
56
4
4
52
74
74
47
81
46.5
98
59
2
56
81
56
37
29
69
-0.005742
ZURA
2023-03-10T00:00:00
53
52
3
27
68
58
19
21
4
4
3
73
74
76
73
46.5
98
5
2
32
86
49
30
32
77
0.000962
ZURA
2023-03-17T00:00:00
53
51
3
27
67
61
28
7
9
9
3
72
74
75
58
46.5
98
6
2
41
100
100
89
4
98
0.033654
ZURA
2023-03-24T00:00:00
51
53
18
27
13
57
27
1
98
98
52
54
74
46
2
46.5
98
63
2
39
24
99
21
69
81
1.736744
ZURA
2023-03-31T00:00:00
58
64
10
31
19
58
30
72
98
98
73
83
74
71
20
46.5
100
33
2
43
54
100
23
54
91
-0.492862
ZURA
2023-04-07T00:00:00
59
67
13
31
14
69
55
74
98
98
76
85
74
68
45
46.5
100
41
2
66
56
100
18
61
91
-0.199062
ZURA
2023-04-14T00:00:00
60
68
18
31
10
69
58
88
98
98
79
86
74
62
54
46.5
100
60
2
68
60
100
18
58
90
-0.079498
ZURA
2023-04-21T00:00:00
62
72
5
31
36
73
76
98
98
98
81
88
74
80
89
46.5
100
11
2
79
62
100
20
59
90
-0.227273
ZURA
2023-04-28T00:00:00
64
75
9
32
20
65
52
99
98
98
90
90
74
75
93
46.5
100
26
2
59
63
99
18
61
90
-0.198824
ZURA
2023-05-05T00:00:00
66
78
9
32
17
78
78
100
98
98
93
92
74
75
95
46.5
100
27
2
80
59
99
20
58
89
-0.242291
ZURA
2023-05-12T00:00:00
10
53
12
13
9
91
93
73
97
97
76
70
74
63
91
46.5
3
79
2
95
55
99
17
60
89
0.170543
ZURA
2023-05-19T00:00:00
8
55
4
13
21
100
100
98
98
98
58
72
74
70
95
46.5
2
80
2
100
55
99
16
56
90
-0.14404
ZURA
2023-05-26T00:00:00
9
55
18
13
4
99
58
35
97
97
87
71
74
57
96
46.5
2
80
2
82
53
99
24
56
91
0.10058
ZURA
2023-06-02T00:00:00
9
53
8
13
9
82
33
13
95
95
69
69
74
66
91
46.5
2
78
2
56
52
98
17
55
87
0.224956
ZURA
2023-06-09T00:00:00
9
53
2
13
19
57
26
9
94
94
49
69
74
73
92
46.5
2
78
2
39
50
98
15
58
87
0.034433
ZURA
2023-06-16T00:00:00
11
51
17
13
4
28
6
1
95
95
86
65
74
58
76
46.5
2
76
2
14
48
96
16
60
87
0.31484
ZURA
2023-06-23T00:00:00
11
50
2
13
17
18
3
1
95
95
50
62
74
72
53
46.5
3
75
2
9
48
96
18
58
86
0.189873
ZURA
2023-06-30T00:00:00
10
52
3
13
16
12
2
71
95
95
55
67
74
70
88
46.5
3
77
2
5
49
97
16
59
87
-0.27305
ZURA
2023-07-07T00:00:00
9
53
2
13
20
15
4
90
95
95
47
69
74
73
93
46.5
3
78
2
7
48
97
20
57
89
-0.165854
ZURA
2023-07-14T00:00:00
9
54
20
13
3
12
3
97
94
94
89
70
74
55
94
46.5
3
79
2
6
53
98
20
57
88
-0.077485
ZURA
2023-07-21T00:00:00
9
53
17
13
4
14
10
71
94
94
86
70
74
57
91
100
3
78
2
10
55
97
23
52
89
0.082409
ZURA
2023-07-28T00:00:00
9
54
4
13
15
18
53
44
93
93
60
69
74
70
84
100
3
78
2
31
55
97
22
54
88
0.02489
ZURA
2023-08-04T00:00:00
9
55
8
13
8
19
68
91
93
93
71
70
74
65
81
100
3
79
2
40
53
96
21
55
88
-0.111429
ZURA
2023-08-11T00:00:00
11
50
13
13
5
49
94
25
93
93
77
63
74
60
83
100
3
74
2
76
51
96
18
57
85
0.099678
ZURA
2023-08-18T00:00:00
5
47
6
16
10
90
98
30
92
92
87
61
74
6
72
100
4
88
2
96
49
96
18
61
86
-0.011696
ZURA
2023-08-25T00:00:00
5
46
9
16
7
25
37
8
91
91
89
60
74
4
56
8
4
88
2
27
49
96
18
64
85
0.017751
ZURA
2023-09-01T00:00:00
5
46
2
16
19
15
15
31
89
89
47
61
74
10
54
8
4
88
2
12
49
96
18
65
87
0.014535
ZURA
2023-09-08T00:00:00
5
47
11
16
5
12
4
90
87
87
74
62
74
3
66
8
4
89
2
6
49
96
18
68
88
-0.120344
ZURA
2023-09-15T00:00:00
5
47
15
16
4
15
8
80
85
85
80
62
74
2
76
8
4
88
2
9
52
95
22
64
90
-0.013029
ZURA
2023-09-22T00:00:00
6
47
6
16
10
15
14
27
84
84
62
61
74
6
70
8
4
88
2
12
53
94
29
61
88
0.056106
ZURA
2023-09-29T00:00:00
6
47
13
16
4
13
7
11
83
83
78
60
74
3
41
8
4
87
2
8
54
94
29
61
88
0.03125
ZURA
2023-10-06T00:00:00
6
48
3
16
15
18
45
11
82
82
56
60
74
9
26
8
4
87
2
29
52
94
28
64
88
0.015152
ZURA
2023-10-13T00:00:00
6
49
6
16
9
20
62
84
82
82
86
61
74
6
46
8
4
87
2
39
53
94
26
58
87
-0.11791
ZURA
2023-10-20T00:00:00
5
51
15
16
3
22
80
96
86
86
98
64
74
2
52
8
4
89
2
50
50
94
23
51
91
-0.218274
ZURA
2023-10-27T00:00:00
5
49
20
16
3
21
80
66
87
87
100
63
74
1
27
8
4
88
2
49
51
95
19
49
92
0.071429
ZURA
2023-11-03T00:00:00
5
51
6
16
10
17
26
90
84
84
88
63
74
6
20
14
4
89
2
19
54
95
28
52
90
-0.014141
ZURA
2023-11-10T00:00:00
5
53
6
16
10
17
24
89
83
83
91
65
74
6
38
14
4
89
2
18
53
95
27
56
89
-0.122951
ZURA
2023-11-17T00:00:00
16
51
7
20
9
24
58
92
81
81
94
66
74
5
51
18
4
69
2
39
51
95
30
80
85
-0.011682
ZURA
2023-11-24T00:00:00
16
49
10
20
7
27
70
54
81
81
96
65
74
4
56
17
4
69
2
48
43
94
26
90
83
0.061466
ZURA
2023-12-01T00:00:00
16
48
10
20
7
32
75
24
81
81
97
65
74
3
44
17
4
68
2
54
72
79
22
3
96
0.064588
ZURA
2023-12-08T00:00:00
15
51
11
20
6
23
24
94
83
83
97
67
74
2
58
17
4
70
2
22
33
77
14
23
63
-0.16318
ZURA
2023-12-15T00:00:00
16
50
12
20
6
15
9
38
85
85
98
66
74
2
41
17
4
69
2
10
31
65
20
17
54
0.145
ZURA
2023-12-22T00:00:00
17
49
7
20
11
20
22
9
85
85
95
65
74
4
43
17
4
68
2
19
26
57
28
18
59
0.148472
ZURA
2023-12-29T00:00:00
16
50
16
20
4
17
13
68
84
84
99
66
74
1
54
17
4
69
2
13
31
57
30
17
54
-0.112167
ZURA
2024-01-05T00:00:00
15
53
8
20
11
16
11
96
85
85
94
68
74
4
54
17
4
70
2
12
30
65
35
5
55
-0.130621
ZURA
2024-01-12T00:00:00
15
54
15
20
5
14
11
95
84
84
98
68
74
1
60
17
4
70
2
11
38
73
28
5
67
-0.05665