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
2013-04-05T00:00:00
88
82
7
89
27
20
70
85
62
62
25
49
22
52
9
92
20
17
10
44
15
40
39
67
34
-0.051808
ZVOI
2013-04-12T00:00:00
87
79
18
89
8
16
42
20
70
70
43
48
22
53
8
92
20
49
10
26
17
57
44
55
36
0.074227
ZVOI
2013-04-19T00:00:00
87
81
5
89
39
15
44
36
66
66
23
48
22
52
6
92
20
9
11
26
28
72
49
60
42
-0.025912
ZVOI
2013-04-26T00:00:00
87
78
21
89
6
13
30
16
67
67
48
48
22
52
6
92
20
57
11
19
19
68
51
60
45
0.048276
ZVOI
2013-05-03T00:00:00
87
78
24
90
5
10
15
18
65
65
41
48
17
53
6
97
20
66
11
10
16
66
49
61
42
0.034774
ZVOI
2013-05-10T00:00:00
89
78
23
92
5
15
46
62
64
64
33
48
16
56
6
97
21
66
10
28
16
69
52
59
39
-0.021798
ZVOI
2013-05-17T00:00:00
97
77
13
59
18
17
25
4
79
79
59
46
21
56
4
93
17
35
9
18
20
58
57
29
38
0.159703
ZVOI
2013-05-24T00:00:00
97
74
14
59
14
19
25
4
78
78
63
46
21
56
4
93
17
42
9
19
23
49
58
20
48
0.047238
ZVOI
2013-05-31T00:00:00
97
78
9
60
26
17
16
21
77
77
52
46
21
56
4
93
17
25
8
14
21
46
59
15
50
-0.020642
ZVOI
2013-06-07T00:00:00
97
77
16
60
12
23
60
27
76
76
65
46
21
56
4
93
17
46
9
40
21
47
57
11
52
0.003903
ZVOI
2013-06-14T00:00:00
97
76
22
61
6
22
57
71
76
76
73
46
21
56
4
88
17
59
9
37
19
50
56
12
53
-0.033437
ZVOI
2013-06-21T00:00:00
97
75
21
61
7
29
76
62
75
75
72
46
21
56
4
88
17
58
9
53
20
40
62
25
42
-0.028962
ZVOI
2013-06-28T00:00:00
97
78
5
60
41
35
82
67
74
74
43
47
21
56
4
84
17
9
9
59
9
38
61
35
37
0.009114
ZVOI
2013-07-05T00:00:00
97
76
24
60
6
26
51
67
72
72
76
47
20
55
6
85
17
68
8
36
12
42
59
33
37
0.009031
ZVOI
2013-07-12T00:00:00
97
72
3
60
45
56
95
2
88
88
41
44
20
70
8
84
17
4
9
79
15
34
59
27
61
0.275834
ZVOI
2013-07-19T00:00:00
97
70
15
60
14
64
96
14
88
88
63
44
21
69
10
84
17
41
8
84
18
48
85
19
63
-0.008291
ZVOI
2013-07-26T00:00:00
97
70
10
59
23
62
93
5
87
87
56
43
20
70
11
84
17
29
9
81
19
49
88
17
65
0.054019
ZVOI
2013-08-02T00:00:00
96
66
24
56
5
64
90
19
86
86
66
43
31
70
6
93
17
68
11
81
18
47
88
18
64
0.012203
ZVOI
2013-08-09T00:00:00
54
64
17
56
11
57
67
19
84
84
30
43
35
69
4
98
15
48
7
65
19
50
86
18
60
0.001206
ZVOI
2013-08-16T00:00:00
53
64
9
56
25
49
59
20
83
83
40
43
35
70
7
95
15
27
7
54
19
53
87
13
63
0
ZVOI
2013-08-23T00:00:00
54
65
19
56
8
53
48
65
82
82
50
43
35
70
12
95
15
55
7
50
17
47
87
14
67
-0.018061
ZVOI
2013-08-30T00:00:00
53
63
10
56
25
50
43
18
82
82
39
43
35
70
10
87
15
27
8
46
23
43
88
13
68
0.012876
ZVOI
2013-09-06T00:00:00
53
61
14
56
14
83
99
18
77
77
45
43
35
70
6
87
15
43
8
94
23
45
89
13
69
0.03632
ZVOI
2013-09-13T00:00:00
53
61
8
56
28
83
97
27
75
75
37
43
35
70
8
87
15
24
8
93
24
48
94
12
69
0.016939
ZVOI
2013-09-20T00:00:00
52
60
16
56
11
85
98
25
55
55
47
43
35
70
10
87
15
48
8
95
20
29
82
18
66
0.026422
ZVOI
2013-09-27T00:00:00
53
63
2
56
48
84
95
34
54
54
29
43
35
70
10
87
15
1
8
93
20
29
80
19
64
0.001119
ZVOI
2013-10-04T00:00:00
52
61
16
56
11
84
92
22
50
50
45
43
35
70
8
87
15
46
7
91
20
32
78
19
64
0.016769
ZVOI
2013-10-11T00:00:00
52
62
8
56
31
85
93
42
49
49
37
43
35
70
20
87
15
19
8
93
20
21
70
21
58
0.0011
ZVOI
2013-10-18T00:00:00
52
59
10
56
26
83
71
24
48
48
19
42
35
70
24
87
15
26
8
81
19
21
73
22
51
0.041186
ZVOI
2013-10-25T00:00:00
51
58
10
55
24
84
87
9
49
49
20
42
34
69
25
88
15
28
8
89
17
16
60
22
52
0.051688
ZVOI
2013-11-01T00:00:00
50
59
3
54
45
85
87
25
48
48
11
42
40
68
24
95
14
3
9
89
16
16
61
23
51
-0.01655
ZVOI
2013-11-08T00:00:00
51
59
17
64
9
83
84
94
70
70
23
43
50
43
66
97
14
49
8
87
23
16
70
17
67
-0.130036
ZVOI
2013-11-15T00:00:00
50
56
8
63
26
85
85
73
69
69
15
43
50
54
66
97
14
24
8
89
18
14
60
19
70
0.045135
ZVOI
2013-11-22T00:00:00
50
57
5
63
34
84
80
61
68
68
13
43
50
54
68
96
14
14
9
86
19
17
63
19
77
0.011778
ZVOI
2013-11-29T00:00:00
50
56
11
63
19
83
83
32
67
67
17
43
50
53
58
96
14
32
8
86
21
19
64
18
79
0.025499
ZVOI
2013-12-06T00:00:00
50
56
11
63
18
84
76
64
66
66
18
43
50
53
56
96
14
34
8
84
18
20
66
19
78
-0.02
ZVOI
2013-12-13T00:00:00
51
60
15
64
12
83
82
95
68
68
20
43
50
54
77
96
14
44
8
86
22
34
68
14
81
-0.074462
ZVOI
2013-12-20T00:00:00
50
58
5
64
34
87
93
41
69
69
14
43
50
53
72
96
14
15
9
93
22
24
73
15
85
0.064958
ZVOI
2013-12-27T00:00:00
51
60
9
64
23
86
86
90
69
69
15
44
50
53
78
96
14
26
8
89
24
32
78
11
85
-0.022943
ZVOI
2014-01-03T00:00:00
52
62
10
64
21
61
16
92
67
67
17
44
50
51
80
96
14
28
8
36
25
31
72
9
85
-0.0252
ZVOI
2014-01-10T00:00:00
51
60
12
64
15
70
26
49
67
67
25
44
50
46
95
96
14
36
8
48
25
30
69
9
83
0.036428
ZVOI
2014-01-17T00:00:00
50
58
12
64
14
71
35
29
63
63
25
43
50
44
95
96
14
37
8
54
20
27
65
10
84
0.030612
ZVOI
2014-01-24T00:00:00
51
61
2
64
43
72
50
55
62
62
25
44
50
45
95
96
14
3
8
63
28
26
61
25
90
-0.041254
ZVOI
2014-01-31T00:00:00
50
60
4
64
40
67
40
52
61
61
26
44
50
44
96
96
14
7
8
54
29
34
60
25
87
-0.002869
ZVOI
2014-02-07T00:00:00
51
60
3
64
43
51
12
57
58
58
26
43
50
45
94
96
14
2
8
29
33
35
60
22
87
-0.00748
ZVOI
2014-02-14T00:00:00
50
55
3
64
40
73
44
10
64
64
26
43
50
46
95
88
14
6
9
59
32
33
62
21
91
0.083478
ZVOI
2014-02-21T00:00:00
50
58
4
64
36
63
17
41
61
61
26
43
50
46
96
76
14
12
9
38
38
34
62
18
93
-0.012841
ZVOI
2014-02-28T00:00:00
50
54
14
63
13
56
8
16
58
58
33
43
58
48
96
76
14
42
9
28
39
34
65
15
94
0.045528
ZVOI
2014-03-07T00:00:00
51
56
5
62
35
65
38
47
56
56
33
43
59
50
96
90
14
14
20
52
36
36
60
14
94
-0.000518
ZVOI
2014-03-14T00:00:00
57
73
9
62
20
71
56
100
81
81
34
47
58
51
98
90
14
28
19
67
43
29
80
36
73
-0.245332
ZVOI
2014-03-21T00:00:00
23
63
23
66
7
63
41
94
80
80
18
51
76
95
98
95
23
53
13
54
66
38
86
45
70
0.008935
ZVOI
2014-03-28T00:00:00
23
67
4
66
42
64
42
85
79
79
6
51
76
95
98
96
24
2
13
55
61
33
84
52
76
-0.012262
ZVOI
2014-04-04T00:00:00
24
61
19
65
12
64
41
19
80
80
16
50
76
95
97
95
24
43
14
53
58
29
78
60
73
0.067586
ZVOI
2014-04-11T00:00:00
24
62
19
65
12
79
78
52
79
79
17
50
77
97
96
95
24
42
14
83
58
29
77
59
72
-0.04199
ZVOI
2014-04-18T00:00:00
24
62
10
65
25
73
70
38
79
79
12
50
77
97
96
95
23
21
14
75
56
31
76
58
64
0.024275
ZVOI
2014-04-25T00:00:00
24
59
28
66
4
80
81
29
77
77
30
49
76
96
95
95
24
66
14
84
56
26
78
64
61
0.005925
ZVOI
2014-05-02T00:00:00
24
59
20
69
12
76
68
11
77
77
20
49
86
96
94
99
24
43
14
75
58
27
79
61
58
0.034031
ZVOI
2014-05-09T00:00:00
24
57
15
74
16
20
2
12
75
75
14
48
86
96
92
99
24
35
14
8
44
34
76
64
57
0.007595
ZVOI
2014-05-16T00:00:00
24
62
14
76
17
13
2
87
76
76
12
50
86
96
91
99
24
33
13
5
49
31
76
65
58
-0.085427
ZVOI
2014-05-23T00:00:00
24
66
12
76
21
17
4
93
67
67
11
50
87
96
92
99
24
27
13
8
55
23
80
61
57
-0.035714
ZVOI
2014-05-30T00:00:00
24
69
26
76
6
23
23
98
69
69
18
52
87
96
93
99
24
59
13
18
68
26
80
57
50
-0.074786
ZVOI
2014-06-06T00:00:00
24
68
16
76
14
21
27
70
71
71
13
51
86
96
92
99
24
37
13
19
67
20
79
56
48
0.055427
ZVOI
2014-06-13T00:00:00
24
68
9
77
30
25
35
39
70
70
9
51
86
95
86
99
24
17
13
26
67
13
77
53
48
0.027717
ZVOI
2014-06-20T00:00:00
23
68
23
77
7
27
55
79
68
68
16
52
86
96
89
95
24
52
13
39
65
10
76
44
49
-0.027679
ZVOI
2014-06-27T00:00:00
24
70
17
77
14
37
71
90
67
67
13
52
86
96
90
95
24
38
13
55
65
10
75
45
50
-0.021898
ZVOI
2014-07-04T00:00:00
24
69
23
76
7
42
79
81
66
66
17
52
86
96
90
93
24
53
13
62
68
10
94
44
47
0.01194
ZVOI
2014-07-11T00:00:00
24
69
29
77
4
23
23
78
64
64
20
53
86
97
70
94
24
70
16
19
67
11
95
47
46
-0.045723
ZVOI
2014-07-18T00:00:00
24
72
7
77
38
18
12
71
63
63
7
52
86
98
71
94
24
9
16
12
68
15
97
55
33
-0.00541
ZVOI
2014-07-25T00:00:00
24
73
20
76
13
12
5
86
60
60
16
53
86
97
71
93
24
44
17
6
68
14
96
54
34
-0.032634
ZVOI
2014-08-01T00:00:00
23
73
12
75
29
15
10
67
57
57
11
53
86
97
78
93
24
23
16
10
69
21
96
53
33
-0.019277
ZVOI
2014-08-08T00:00:00
90
47
9
59
32
16
27
5
70
70
37
52
81
99
66
68
24
19
17
17
71
48
98
47
44
0.115479
ZVOI
2014-08-15T00:00:00
90
48
7
58
38
14
10
35
68
68
34
52
82
99
45
66
24
14
17
9
74
46
99
51
46
-0.020558
ZVOI
2014-08-22T00:00:00
90
47
23
58
9
13
10
56
66
66
72
53
82
99
46
66
24
55
17
8
74
39
99
59
49
-0.008996
ZVOI
2014-08-29T00:00:00
91
53
16
58
18
12
12
94
67
67
68
54
82
99
49
66
24
39
16
9
72
48
97
62
44
-0.049168
ZVOI
2014-09-05T00:00:00
92
55
20
58
13
12
15
94
65
65
70
54
82
99
62
67
24
49
16
10
69
37
96
65
44
-0.045346
ZVOI
2014-09-12T00:00:00
91
57
4
58
51
13
18
64
64
64
57
54
82
99
33
67
24
2
16
12
70
40
99
65
45
0.014167
ZVOI
2014-09-19T00:00:00
92
56
6
58
44
12
12
88
64
64
61
54
82
99
32
67
24
12
16
9
67
41
100
67
41
-0.046836
ZVOI
2014-09-26T00:00:00
92
55
22
58
12
13
21
61
62
62
71
54
81
99
26
66
24
53
17
14
70
46
99
64
35
-0.008621
ZVOI
2014-10-03T00:00:00
92
55
11
58
31
29
83
72
60
60
64
54
81
99
34
66
24
26
16
59
70
47
97
63
35
-0.018261
ZVOI
2014-10-10T00:00:00
91
54
18
58
17
24
64
46
56
56
67
54
82
99
32
66
24
44
16
40
75
45
98
69
43
-0.016829
ZVOI
2014-10-17T00:00:00
90
49
21
58
13
20
46
4
63
63
69
53
81
99
16
67
24
52
17
28
89
56
96
58
55
0.095495
ZVOI
2014-10-24T00:00:00
91
52
9
57
38
15
12
64
62
62
55
54
81
99
15
66
24
21
17
10
93
71
96
63
52
-0.037829
ZVOI
2014-10-31T00:00:00
90
52
4
56
54
13
9
15
65
65
51
53
86
99
13
67
24
4
17
8
88
60
97
66
45
0.080342
ZVOI
2014-11-07T00:00:00
55
49
24
84
10
16
21
93
71
71
48
55
87
99
43
88
24
58
23
14
89
74
99
49
57
-0.125
ZVOI
2014-11-14T00:00:00
55
51
4
84
51
13
11
73
70
70
33
55
87
99
32
88
24
6
23
9
92
73
99
46
64
0.018083
ZVOI
2014-11-21T00:00:00
55
49
23
84
12
15
20
83
68
68
50
55
87
85
22
96
24
56
23
14
93
76
92
16
74
-0.007993
ZVOI
2014-11-28T00:00:00
56
54
12
84
35
15
23
86
67
67
39
55
87
85
18
97
24
27
23
16
92
80
91
24
76
-0.042077
ZVOI
2014-12-05T00:00:00
55
50
9
84
44
19
41
46
67
67
37
55
87
85
24
96
24
18
22
28
92
80
85
20
76
0.035514
ZVOI
2014-12-12T00:00:00
55
51
21
84
18
32
89
59
65
65
48
55
87
85
27
96
24
49
22
61
92
84
91
17
75
-0.025271
ZVOI
2014-12-19T00:00:00
54
48
6
84
52
19
42
6
68
68
35
54
87
85
14
96
24
13
23
28
95
89
93
31
68
0.096296
ZVOI
2014-12-26T00:00:00
55
49
15
84
30
29
80
56
67
67
43
55
87
85
16
96
24
36
23
55
96
93
95
26
79
-0.029561
ZVOI
2015-01-02T00:00:00
56
48
24
84
12
14
16
86
66
66
51
55
87
84
17
96
24
62
22
13
97
94
92
23
81
-0.035683
ZVOI
2015-01-09T00:00:00
56
52
21
84
18
16
22
83
64
64
29
56
87
84
26
96
25
51
22
17
96
95
90
29
80
-0.038809
ZVOI
2015-01-16T00:00:00
57
53
11
84
44
17
17
83
60
60
18
56
87
84
26
96
24
24
22
14
96
96
89
29
80
-0.034742
ZVOI
2015-01-23T00:00:00
59
54
20
84
21
16
14
95
61
61
30
57
87
84
32
96
24
49
22
13
96
97
89
30
80
-0.068093
ZVOI
2015-01-30T00:00:00
57
55
6
84
57
21
32
60
62
62
13
56
87
84
22
96
24
11
22
24
97
97
90
47
72
0.030271
ZVOI
2015-02-06T00:00:00
57
52
27
84
12
22
33
39
61
61
37
56
87
84
21
96
25
68
22
25
92
97
89
57
75
0.052685
ZVOI
2015-02-13T00:00:00
57
52
27
84
12
30
83
53
59
59
37
56
87
84
23
96
24
66
22
57
93
99
86
58
76
-0.004812
ZVOI
2015-02-20T00:00:00
58
55
4
84
66
24
55
78
59
59
11
56
87
84
20
95
24
3
22
38
93
99
88
55
77
-0.015474
ZVOI
2015-02-27T00:00:00
60
55
21
83
21
19
23
76
52
52
30
56
87
84
18
94
24
51
22
18
93
100
89
63
76
-0.005894