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
⌀
ZVOI
2011-05-06T00:00:00
99
44
25
98
5
51
56
4
54
54
72
37
82
99
7
16
30
53
9
54
66
35
62
1
87
0.095157
ZVOI
2011-05-13T00:00:00
99
41
26
98
5
46
57
2
61
61
77
36
82
99
6
15
31
49
9
51
63
65
42
1
85
0.100416
ZVOI
2011-05-20T00:00:00
99
43
15
98
14
32
22
26
64
64
57
37
82
99
6
12
31
28
10
24
59
49
37
1
87
-0.050591
ZVOI
2011-05-27T00:00:00
99
39
10
98
24
20
10
2
70
70
39
35
82
99
6
12
31
12
11
12
69
81
35
1
77
0.117032
ZVOI
2011-06-03T00:00:00
99
33
15
98
14
21
12
1
73
73
55
34
82
98
4
12
31
28
11
13
69
84
10
1
68
0.124387
ZVOI
2011-06-10T00:00:00
99
34
11
98
23
24
17
20
74
74
41
34
82
98
4
12
31
15
11
17
67
76
7
1
67
-0.068993
ZVOI
2011-06-17T00:00:00
99
35
30
98
3
25
20
48
74
74
89
35
82
98
5
12
31
65
10
19
60
69
9
1
57
-0.035775
ZVOI
2011-06-24T00:00:00
99
34
11
98
21
33
50
28
72
72
46
34
82
98
6
12
31
19
10
39
58
73
18
1
64
0.046378
ZVOI
2011-07-01T00:00:00
99
33
30
98
3
70
93
11
70
70
89
34
82
99
7
12
31
66
10
86
58
74
17
5
61
0.079358
ZVOI
2011-07-08T00:00:00
99
31
23
98
7
86
97
4
70
70
75
33
82
86
4
12
31
44
10
94
57
74
17
5
65
0.065702
ZVOI
2011-07-15T00:00:00
99
28
18
98
12
78
93
5
69
69
62
32
82
87
3
12
31
33
11
89
64
76
28
5
71
0.036697
ZVOI
2011-07-22T00:00:00
99
25
27
98
4
89
98
3
68
68
80
31
82
87
2
12
31
53
11
96
62
82
27
5
70
0.079646
ZVOI
2011-07-29T00:00:00
99
32
19
98
9
97
100
85
82
82
65
34
82
87
3
12
31
37
10
99
45
63
7
3
66
-0.188197
ZVOI
2011-08-05T00:00:00
99
40
18
88
8
96
99
93
84
84
63
35
82
89
24
16
29
38
8
98
30
48
5
15
52
-0.182956
ZVOI
2011-08-12T00:00:00
98
35
23
88
5
95
90
35
84
84
70
33
82
89
29
14
29
49
8
95
84
62
33
15
50
0.127039
ZVOI
2011-08-19T00:00:00
98
36
19
88
7
96
93
56
83
83
61
34
82
89
35
17
29
38
8
97
88
69
41
23
55
-0.07807
ZVOI
2011-08-26T00:00:00
98
37
14
88
12
96
96
53
81
81
52
34
82
89
32
17
29
28
9
98
89
67
41
22
50
0.023311
ZVOI
2011-09-02T00:00:00
98
38
18
88
9
97
98
93
80
80
59
35
82
89
38
17
29
35
9
99
91
72
48
22
59
-0.051604
ZVOI
2011-09-09T00:00:00
98
37
26
88
3
98
98
56
79
79
76
34
82
89
40
17
29
55
9
99
91
73
55
22
60
0.005882
ZVOI
2011-09-16T00:00:00
98
38
9
88
23
99
99
43
76
76
37
34
82
89
30
17
29
13
9
99
89
62
60
26
58
0.044834
ZVOI
2011-09-23T00:00:00
98
39
6
88
29
93
42
63
74
74
30
35
82
89
48
17
29
4
9
71
87
59
46
31
54
-0.092351
ZVOI
2011-09-30T00:00:00
99
40
28
88
3
70
23
90
73
73
77
36
82
89
57
17
29
61
9
45
82
51
53
31
62
-0.103803
ZVOI
2011-10-07T00:00:00
98
39
9
88
22
91
66
38
74
74
4
35
82
89
61
17
29
14
9
81
80
51
38
44
64
0.094037
ZVOI
2011-10-14T00:00:00
98
37
30
88
2
84
51
26
69
69
42
34
82
88
73
17
29
69
9
69
78
42
35
49
66
0.100629
ZVOI
2011-10-21T00:00:00
98
38
7
88
27
79
45
33
65
65
3
35
82
89
70
17
29
8
9
64
78
50
36
49
66
-0.004286
ZVOI
2011-10-28T00:00:00
98
39
10
88
21
68
28
50
60
60
6
35
82
88
76
18
29
15
10
48
79
53
39
47
66
0.043998
ZVOI
2011-11-04T00:00:00
98
39
7
86
25
71
39
11
58
58
3
35
82
96
81
60
30
9
11
56
82
43
38
48
60
0.051306
ZVOI
2011-11-11T00:00:00
97
39
28
85
3
76
49
50
58
58
28
35
82
96
92
59
30
66
11
65
82
45
40
50
60
-0.040523
ZVOI
2011-11-18T00:00:00
97
37
14
85
12
68
35
10
55
55
9
34
82
96
85
54
30
30
12
51
82
40
45
47
67
0.025886
ZVOI
2011-11-25T00:00:00
97
38
12
85
15
49
16
60
59
59
7
35
82
96
91
41
30
24
12
30
82
41
46
48
69
-0.088535
ZVOI
2011-12-02T00:00:00
97
39
5
85
29
63
45
39
55
55
1
35
82
96
89
41
30
3
13
53
78
39
47
46
69
0.075279
ZVOI
2011-12-09T00:00:00
98
38
11
85
18
72
65
51
50
50
5
35
82
96
90
41
30
21
12
71
77
36
45
50
67
0.002258
ZVOI
2011-12-16T00:00:00
97
40
5
85
31
69
58
51
47
47
1
35
82
96
88
41
30
1
13
65
77
36
44
52
67
-0.025687
ZVOI
2011-12-23T00:00:00
97
37
25
85
3
67
47
29
45
45
21
35
82
96
84
41
29
58
13
57
76
35
43
51
69
0.047179
ZVOI
2011-12-30T00:00:00
97
38
9
85
22
85
79
18
45
45
4
34
82
96
72
41
29
15
13
87
76
33
44
51
66
0.015901
ZVOI
2012-01-06T00:00:00
97
38
23
85
4
74
62
48
45
45
27
35
82
97
84
41
29
54
13
70
77
42
42
48
70
-0.002174
ZVOI
2012-01-13T00:00:00
97
35
23
85
4
86
90
8
53
53
33
33
82
97
89
41
29
51
14
92
74
28
33
49
52
0.10719
ZVOI
2012-01-20T00:00:00
97
37
17
85
9
74
54
61
53
53
21
34
82
97
87
41
29
37
13
65
77
30
40
53
58
-0.032271
ZVOI
2012-01-27T00:00:00
97
34
28
86
3
80
62
25
53
53
49
34
82
97
67
41
29
66
13
74
76
33
41
52
55
0.04514
ZVOI
2012-02-03T00:00:00
97
36
17
86
9
80
59
32
48
48
23
34
82
97
59
41
29
40
14
72
76
20
43
54
51
0.048249
ZVOI
2012-02-10T00:00:00
97
34
28
85
3
77
52
36
49
49
48
34
82
97
71
41
29
68
14
66
77
10
50
60
59
-0.015219
ZVOI
2012-02-17T00:00:00
97
36
17
85
10
82
70
64
48
48
21
34
82
97
76
34
29
40
13
79
78
13
52
59
59
-0.006031
ZVOI
2012-02-24T00:00:00
97
35
28
85
3
84
77
48
46
46
45
34
82
97
74
33
29
70
13
84
79
15
51
59
63
0.00986
ZVOI
2012-03-02T00:00:00
98
38
19
84
7
81
64
93
59
59
22
35
82
96
82
49
29
44
15
77
80
20
58
59
50
-0.104769
ZVOI
2012-03-09T00:00:00
86
39
23
97
5
96
95
75
58
58
24
35
82
96
85
49
32
52
10
98
81
19
59
57
51
0.02349
ZVOI
2012-03-16T00:00:00
86
41
12
97
18
89
63
79
57
57
7
36
82
95
91
50
32
24
10
83
82
17
60
59
55
0.002869
ZVOI
2012-03-23T00:00:00
86
42
5
97
34
94
77
67
51
51
1
36
82
95
91
50
32
4
10
92
81
13
52
60
51
-0.007765
ZVOI
2012-03-30T00:00:00
86
41
11
97
21
94
78
43
50
50
7
35
82
96
89
51
33
22
10
91
83
7
52
59
52
0.019357
ZVOI
2012-04-06T00:00:00
87
43
22
97
7
88
72
85
53
53
26
36
82
95
96
51
33
51
10
85
86
13
77
73
44
-0.055758
ZVOI
2012-04-13T00:00:00
88
46
8
97
28
84
54
93
57
57
6
37
82
95
99
51
33
16
9
73
95
25
94
66
67
-0.080017
ZVOI
2012-04-20T00:00:00
88
45
22
97
8
85
58
88
56
56
78
37
6
95
99
51
33
49
9
76
34
3
76
71
76
-0.009302
ZVOI
2012-04-27T00:00:00
88
46
19
97
10
55
15
74
54
54
74
37
6
95
98
51
33
43
9
32
30
3
67
68
73
0.021127
ZVOI
2012-05-04T00:00:00
96
47
29
85
3
58
21
80
52
52
92
37
9
92
97
30
30
69
5
38
31
3
70
67
69
-0.05931
ZVOI
2012-05-11T00:00:00
96
48
28
86
4
53
21
83
47
47
95
37
9
92
96
31
31
69
5
35
24
3
59
69
62
-0.035191
ZVOI
2012-05-18T00:00:00
96
48
8
87
30
51
23
40
41
41
80
37
10
91
96
31
30
12
5
34
26
9
48
70
65
0.000507
ZVOI
2012-05-25T00:00:00
96
47
24
87
6
55
42
64
39
39
93
37
10
92
93
31
30
53
5
47
26
6
48
69
62
-0.007595
ZVOI
2012-06-01T00:00:00
96
48
24
88
6
45
18
71
40
40
94
37
11
92
86
31
30
55
5
29
28
5
46
70
59
-0.054082
ZVOI
2012-06-08T00:00:00
97
49
26
88
5
36
8
87
35
35
95
38
11
91
90
30
30
59
5
19
51
7
39
71
59
-0.003236
ZVOI
2012-06-15T00:00:00
97
50
24
88
6
32
10
62
36
36
94
38
11
91
92
30
30
55
5
19
53
6
61
52
46
0.015693
ZVOI
2012-06-22T00:00:00
96
47
12
88
20
33
14
8
49
49
84
37
10
92
83
48
31
26
5
21
63
12
84
45
68
0.090037
ZVOI
2012-06-29T00:00:00
96
43
27
88
5
30
15
8
51
51
95
36
11
92
72
47
30
62
6
20
63
15
78
45
71
0.065494
ZVOI
2012-07-06T00:00:00
96
44
24
88
6
30
15
30
51
51
93
37
11
66
62
47
31
51
6
20
68
13
80
45
73
-0.013761
ZVOI
2012-07-13T00:00:00
99
76
14
88
14
37
40
100
92
92
85
48
11
64
97
47
31
28
5
37
100
47
11
24
83
-0.545581
ZVOI
2012-07-20T00:00:00
99
78
7
88
25
33
32
100
92
92
79
49
11
64
97
47
31
10
4
31
100
47
11
23
82
-0.077789
ZVOI
2012-07-27T00:00:00
99
79
6
88
27
28
26
99
91
91
78
50
11
64
99
47
31
5
4
24
100
48
9
27
71
-0.066593
ZVOI
2012-08-03T00:00:00
98
76
8
88
22
26
16
49
92
92
81
48
11
65
98
73
31
12
12
18
100
42
6
31
69
0.122473
ZVOI
2012-08-10T00:00:00
99
72
24
84
3
28
26
16
92
92
100
46
8
56
94
61
27
58
13
24
99
37
7
28
64
0.14089
ZVOI
2012-08-17T00:00:00
99
76
8
84
17
45
80
52
92
92
98
47
8
56
96
62
27
17
13
64
100
38
7
28
62
-0.029712
ZVOI
2012-08-24T00:00:00
99
78
8
84
17
56
86
72
91
91
98
47
8
57
97
61
27
17
13
75
100
41
6
31
65
-0.044019
ZVOI
2012-08-31T00:00:00
99
76
25
84
2
49
77
78
91
91
100
47
8
57
96
61
27
61
13
65
100
41
6
27
65
-0.013013
ZVOI
2012-09-07T00:00:00
99
74
15
85
8
5
1
8
91
91
99
47
8
57
94
61
27
35
13
2
99
47
7
36
65
0.104462
ZVOI
2012-09-14T00:00:00
99
75
18
84
6
4
1
18
90
90
99
46
8
57
95
62
27
42
12
2
99
45
7
41
65
0.033976
ZVOI
2012-09-21T00:00:00
99
74
24
84
3
4
1
51
85
85
100
47
8
57
95
61
27
57
13
2
99
54
10
47
66
-0.026643
ZVOI
2012-09-28T00:00:00
99
75
24
84
3
5
2
92
85
85
100
48
8
57
96
62
27
59
13
3
99
47
10
48
62
-0.073905
ZVOI
2012-10-05T00:00:00
99
78
5
84
24
6
25
69
84
84
94
47
8
57
94
62
27
7
13
13
98
52
10
49
64
0.017734
ZVOI
2012-10-12T00:00:00
99
74
13
84
10
6
17
7
83
83
95
46
8
57
71
62
27
29
13
9
98
56
8
40
68
0.068732
ZVOI
2012-10-19T00:00:00
99
79
5
84
25
5
20
90
83
83
88
48
8
57
76
62
27
6
13
10
98
59
9
39
69
-0.106884
ZVOI
2012-10-26T00:00:00
99
77
11
84
12
6
17
73
83
83
94
48
8
57
75
62
27
26
13
9
98
57
10
39
71
-0.001014
ZVOI
2012-11-02T00:00:00
99
76
8
83
17
7
62
54
81
81
87
47
10
57
74
30
27
18
9
31
98
55
10
38
72
0.025381
ZVOI
2012-11-09T00:00:00
98
80
13
54
9
7
71
94
84
84
69
49
13
41
50
37
25
33
8
35
96
48
6
38
72
-0.124752
ZVOI
2012-11-16T00:00:00
98
78
19
54
4
7
47
73
81
81
75
49
13
41
46
43
25
49
8
23
95
45
5
36
74
-0.005656
ZVOI
2012-11-23T00:00:00
98
79
19
54
4
6
13
78
80
80
76
49
13
41
47
45
25
51
8
7
95
47
5
36
74
0.029579
ZVOI
2012-11-30T00:00:00
98
79
12
54
9
6
21
12
80
80
69
48
13
41
47
45
25
33
9
11
96
43
6
35
75
0.076243
ZVOI
2012-12-07T00:00:00
98
74
23
54
3
8
77
7
80
80
79
47
13
41
46
45
25
58
9
40
95
39
5
39
75
0.046201
ZVOI
2012-12-14T00:00:00
98
74
22
54
3
6
10
19
78
78
78
47
14
41
19
45
25
55
8
6
96
40
5
38
76
0.007851
ZVOI
2012-12-21T00:00:00
98
76
11
54
11
6
24
20
76
76
67
47
14
41
19
44
25
29
9
12
97
42
4
39
75
0.02629
ZVOI
2012-12-28T00:00:00
98
77
13
54
9
7
45
65
74
74
69
48
14
41
19
44
24
34
8
23
96
42
4
38
76
-0.037951
ZVOI
2013-01-04T00:00:00
98
78
6
54
23
5
16
34
74
74
61
48
14
55
21
44
24
11
9
8
96
41
6
38
77
0.065089
ZVOI
2013-01-11T00:00:00
98
78
16
54
6
6
19
93
76
76
52
48
14
54
5
44
24
43
9
11
96
53
13
37
78
-0.063889
ZVOI
2013-01-18T00:00:00
98
79
11
55
12
6
16
87
70
70
45
49
14
54
5
44
24
28
9
9
98
54
13
36
78
0.000989
ZVOI
2013-01-25T00:00:00
98
78
16
54
6
9
63
41
71
71
54
48
14
54
4
44
24
43
9
32
96
26
13
38
74
0.048419
ZVOI
2013-02-01T00:00:00
98
77
26
54
2
12
85
68
70
70
67
48
14
54
6
44
24
68
8
47
97
32
16
38
78
-0.014138
ZVOI
2013-02-08T00:00:00
98
78
19
54
5
13
81
17
69
69
57
48
14
54
6
44
24
49
8
45
97
32
14
37
81
0.049713
ZVOI
2013-02-15T00:00:00
98
78
13
53
10
14
81
68
68
68
47
48
13
55
6
32
24
34
8
46
98
40
16
41
79
-0.021858
ZVOI
2013-02-22T00:00:00
98
77
21
53
3
12
58
62
67
67
57
48
13
55
6
31
24
52
8
31
98
37
16
41
81
-0.017691
ZVOI
2013-03-01T00:00:00
98
78
13
52
11
14
69
81
66
66
48
49
19
56
6
32
24
32
12
38
97
31
12
45
73
-0.03128
ZVOI
2013-03-08T00:00:00
98
81
19
52
4
8
18
92
64
64
55
50
19
56
8
34
24
51
11
10
97
28
16
44
68
-0.023483
ZVOI
2013-03-15T00:00:00
88
81
11
90
11
9
15
37
67
67
30
48
22
52
8
92
20
28
10
9
95
26
14
43
59
0.056112
ZVOI
2013-03-22T00:00:00
88
81
5
90
31
13
44
74
64
64
23
48
23
53
8
92
20
9
10
25
21
44
44
58
28
-0.026565
ZVOI
2013-03-29T00:00:00
88
80
12
89
16
13
28
66
63
63
31
49
22
53
8
92
20
34
10
17
16
45
46
63
37
-0.002924