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
⌀
ZVRA
2017-03-10T00:00:00
22
98
37
6
7
4
23
8
81
81
74
80
50
31
3
29
19
88
52
10
72
46
44
74
47
0.025974
ZVRA
2017-03-17T00:00:00
22
99
37
6
8
4
16
10
78
78
45
80
50
43
3
29
19
88
52
8
70
47
39
73
51
0.050633
ZVRA
2017-03-24T00:00:00
23
98
37
6
7
7
73
6
77
77
78
80
50
33
2
29
19
88
52
37
70
45
34
75
67
0.012048
ZVRA
2017-03-31T00:00:00
23
99
36
6
8
14
89
2
84
84
74
79
50
35
2
29
19
88
52
53
70
47
29
70
38
0.166667
ZVRA
2017-04-07T00:00:00
23
99
36
6
8
12
85
14
83
83
74
79
50
32
2
29
19
88
52
49
63
46
27
68
41
-0.030612
ZVRA
2017-04-14T00:00:00
23
99
36
6
8
7
40
19
83
83
95
79
50
67
1
29
19
88
52
19
64
47
27
68
39
-0.010526
ZVRA
2017-04-21T00:00:00
23
99
37
6
8
19
87
87
86
86
90
80
50
71
2
97
19
88
9
54
60
34
24
74
72
-0.095745
ZVRA
2017-04-28T00:00:00
23
99
36
6
9
16
73
30
86
86
85
80
50
75
2
97
19
88
8
43
52
42
29
76
88
0.082353
ZVRA
2017-05-05T00:00:00
23
98
37
6
9
22
87
95
88
88
100
81
50
61
5
97
19
89
8
56
50
45
28
81
91
-0.13587
ZVRA
2017-05-12T00:00:00
23
99
37
7
9
28
89
54
88
88
91
80
50
79
5
97
19
89
8
60
51
43
30
78
90
0.056604
ZVRA
2017-05-19T00:00:00
23
98
37
7
9
34
93
86
87
87
97
81
50
75
4
98
19
89
8
67
37
42
35
77
91
-0.035714
ZVRA
2017-05-26T00:00:00
20
95
38
6
10
58
99
22
87
87
81
81
50
66
4
10
19
86
9
83
36
48
29
77
91
0.049383
ZVRA
2017-06-02T00:00:00
20
95
38
6
10
56
98
15
86
86
86
80
50
65
3
10
19
86
9
82
30
50
29
76
91
0.035294
ZVRA
2017-06-09T00:00:00
20
95
38
7
10
57
97
87
84
84
81
81
50
67
5
10
19
86
8
83
31
43
25
77
89
-0.068182
ZVRA
2017-06-16T00:00:00
20
94
39
7
10
32
40
100
92
92
57
82
50
73
37
10
19
87
8
32
34
36
31
89
80
-0.268293
ZVRA
2017-06-23T00:00:00
20
94
39
7
10
41
78
81
92
92
84
82
50
66
34
10
19
87
8
61
48
45
27
92
80
0.116667
ZVRA
2017-06-30T00:00:00
20
95
38
7
11
16
21
19
92
92
56
81
50
73
23
10
19
86
8
16
59
64
19
92
68
0.19403
ZVRA
2017-07-07T00:00:00
20
94
39
7
10
27
32
88
93
93
80
82
50
67
53
10
19
87
8
27
54
55
19
87
66
-0.175
ZVRA
2017-07-14T00:00:00
20
94
38
7
11
21
24
23
93
93
50
82
50
76
46
10
19
87
8
19
48
57
16
89
70
0.106061
ZVRA
2017-07-21T00:00:00
20
94
39
7
10
31
55
93
93
93
57
82
50
74
41
10
19
87
8
41
47
60
9
100
69
-0.041096
ZVRA
2017-07-28T00:00:00
20
94
39
7
9
36
77
77
92
92
74
82
50
65
69
9
19
87
8
58
43
60
9
100
69
-0.057143
ZVRA
2017-08-04T00:00:00
20
94
38
6
10
23
21
73
92
92
68
82
50
68
67
8
19
87
8
19
38
43
9
99
67
0
ZVRA
2017-08-11T00:00:00
23
93
37
8
10
7
3
76
90
90
45
82
50
69
72
6
21
86
3
4
45
46
9
99
67
-0.030303
ZVRA
2017-08-18T00:00:00
23
92
37
8
9
9
5
88
90
90
81
82
50
54
48
6
21
86
3
5
44
33
9
100
64
-0.0625
ZVRA
2017-08-25T00:00:00
22
92
37
7
10
29
69
99
88
88
76
83
50
57
81
6
21
86
3
48
54
26
14
99
54
-0.1
ZVRA
2017-09-01T00:00:00
23
93
37
7
10
9
4
29
91
91
47
83
50
68
65
6
21
86
3
5
53
13
9
100
49
0.166667
ZVRA
2017-09-08T00:00:00
23
92
37
7
11
14
36
15
89
89
38
82
50
71
62
6
21
86
3
20
55
6
21
100
46
0.02381
ZVRA
2017-09-15T00:00:00
23
93
37
7
11
11
9
5
88
88
42
82
50
69
49
6
21
86
3
8
59
6
8
100
40
0.100775
ZVRA
2017-09-22T00:00:00
23
93
37
7
10
9
16
7
86
86
47
82
50
68
45
6
21
86
3
10
57
6
8
100
40
0.042254
ZVRA
2017-09-29T00:00:00
23
92
37
7
10
11
18
29
86
86
82
82
50
54
71
6
21
86
3
12
56
6
7
100
38
0
ZVRA
2017-10-06T00:00:00
23
93
37
8
10
13
17
24
84
84
46
82
50
71
46
6
21
86
3
13
56
5
8
100
39
0.02027
ZVRA
2017-10-13T00:00:00
23
92
37
8
11
11
13
44
82
82
55
82
50
69
46
6
21
86
3
10
54
4
7
100
37
-0.006623
ZVRA
2017-10-20T00:00:00
23
93
37
8
10
8
4
13
81
81
55
82
50
69
46
6
21
86
3
4
53
3
8
100
36
0.026667
ZVRA
2017-10-27T00:00:00
23
93
37
8
10
13
44
69
80
80
81
82
50
65
62
6
21
86
3
25
53
4
7
100
37
-0.038961
ZVRA
2017-11-03T00:00:00
23
93
37
8
10
19
63
26
77
77
72
82
50
70
35
5
21
86
3
39
55
4
9
100
46
0.027027
ZVRA
2017-11-10T00:00:00
21
93
38
4
11
30
84
53
69
69
71
82
50
53
36
96
23
90
3
59
56
4
9
100
46
-0.013158
ZVRA
2017-11-17T00:00:00
21
93
38
4
11
38
85
32
67
67
79
82
50
51
19
96
23
90
3
65
59
2
9
100
47
0.013333
ZVRA
2017-11-24T00:00:00
21
93
38
4
11
35
90
58
61
61
47
82
50
63
26
32
23
90
3
66
59
3
8
100
46
0
ZVRA
2017-12-01T00:00:00
21
93
38
4
11
36
87
68
58
58
58
82
50
59
44
32
23
90
3
64
56
3
8
100
30
-0.006579
ZVRA
2017-12-08T00:00:00
21
92
38
4
12
33
70
60
56
56
84
82
50
49
33
32
23
90
3
51
60
3
11
100
42
-0.006623
ZVRA
2017-12-15T00:00:00
21
93
38
4
12
43
90
28
56
56
56
82
50
59
28
32
24
90
3
69
59
3
14
100
40
0.026667
ZVRA
2017-12-22T00:00:00
21
93
38
4
12
33
48
60
55
55
38
82
50
66
35
32
24
90
3
38
57
2
16
100
42
-0.012987
ZVRA
2017-12-29T00:00:00
21
93
38
4
11
41
73
8
61
61
68
82
50
55
50
32
24
90
3
59
58
5
17
100
9
0.065789
ZVRA
2018-01-05T00:00:00
21
93
37
4
12
39
66
3
80
80
49
81
50
62
11
32
24
90
3
54
58
6
46
100
3
0.197531
ZVRA
2018-01-12T00:00:00
21
93
38
4
11
42
70
7
79
79
52
81
50
45
15
32
24
90
3
58
55
7
43
100
3
0.030928
ZVRA
2018-01-19T00:00:00
22
94
37
4
11
42
61
2
80
80
12
80
50
57
8
32
24
90
3
52
56
9
42
100
2
0.131
ZVRA
2018-01-26T00:00:00
22
94
37
4
10
37
45
8
80
80
11
80
50
57
5
32
24
89
3
39
56
9
46
100
3
0.016799
ZVRA
2018-02-02T00:00:00
22
94
36
4
10
35
53
1
78
78
6
78
50
60
3
32
24
89
3
41
82
42
41
100
7
0.104348
ZVRA
2018-02-09T00:00:00
22
94
37
4
10
45
73
35
83
83
4
79
50
62
3
32
24
89
3
61
62
41
40
100
7
-0.094488
ZVRA
2018-02-16T00:00:00
22
94
36
4
10
38
53
49
80
80
3
79
50
63
4
32
24
89
3
45
65
53
47
100
24
0.008402
ZVRA
2018-02-23T00:00:00
22
94
36
4
7
60
87
27
79
79
3
79
50
65
3
98
24
89
3
78
55
64
40
100
25
0.034784
ZVRA
2018-03-02T00:00:00
21
94
36
4
6
83
98
23
78
78
11
79
50
60
3
98
24
89
3
94
53
57
41
100
24
0
ZVRA
2018-03-09T00:00:00
21
94
36
4
7
88
97
3
81
81
1
78
50
68
2
98
24
89
3
95
53
66
65
99
36
0.133333
ZVRA
2018-03-16T00:00:00
21
94
36
4
6
94
99
17
78
78
16
78
50
59
2
47
24
88
3
98
45
76
71
100
39
-0.007353
ZVRA
2018-03-23T00:00:00
22
95
34
4
6
90
98
1
82
82
7
77
50
64
1
47
24
87
3
96
71
94
58
97
46
0.155556
ZVRA
2018-03-30T00:00:00
21
95
35
5
6
96
100
5
80
80
2
77
50
50
1
18
44
85
3
99
69
91
54
97
41
0.012821
ZVRA
2018-04-06T00:00:00
20
94
36
5
5
94
97
86
88
88
38
78
50
36
3
18
44
86
3
97
67
88
52
97
73
-0.205696
ZVRA
2018-04-13T00:00:00
21
94
36
5
5
92
85
76
87
87
43
78
50
36
3
18
44
86
3
92
68
89
50
96
72
0.035857
ZVRA
2018-04-20T00:00:00
20
93
36
5
6
95
92
97
87
87
17
79
68
45
14
18
44
87
3
96
69
91
60
93
79
-0.084615
ZVRA
2018-04-27T00:00:00
20
93
37
5
5
95
88
98
88
88
38
80
69
35
17
18
44
87
3
94
68
84
77
91
78
-0.10084
ZVRA
2018-05-04T00:00:00
21
93
37
5
6
97
98
98
87
87
15
81
68
47
39
18
43
88
4
98
61
81
69
90
86
-0.046729
ZVRA
2018-05-11T00:00:00
19
93
39
1
5
97
94
30
89
89
24
79
71
26
28
33
51
92
5
97
60
80
85
79
83
0.156863
ZVRA
2018-05-18T00:00:00
19
93
39
2
6
99
100
11
89
89
15
79
72
33
34
33
52
92
6
100
59
79
84
77
83
0.076271
ZVRA
2018-05-25T00:00:00
19
94
39
1
6
100
100
22
88
88
22
79
72
32
33
33
52
92
5
100
61
82
88
74
85
0
ZVRA
2018-06-01T00:00:00
19
93
39
1
6
95
35
14
87
87
19
79
72
35
43
33
52
93
5
69
61
83
88
74
85
0.023622
ZVRA
2018-06-08T00:00:00
19
93
39
1
5
95
39
8
86
86
32
78
71
26
54
33
52
93
5
71
60
82
87
74
87
0.053846
ZVRA
2018-06-15T00:00:00
19
93
40
1
5
83
17
87
86
86
21
80
72
33
80
33
53
93
6
51
64
87
79
73
88
-0.131387
ZVRA
2018-06-22T00:00:00
19
93
39
1
5
66
12
23
87
87
27
79
72
29
76
33
52
93
6
36
65
90
72
70
90
0.092437
ZVRA
2018-06-29T00:00:00
19
93
39
1
5
56
5
32
84
84
26
79
72
30
73
21
52
92
6
27
66
90
71
69
90
0
ZVRA
2018-07-06T00:00:00
19
93
39
1
5
83
46
11
83
83
35
78
71
21
91
21
52
93
6
67
66
89
70
70
91
0.038462
ZVRA
2018-07-13T00:00:00
19
93
41
1
4
92
69
100
90
90
25
81
72
26
95
11
52
93
6
83
74
95
62
74
89
-0.237037
ZVRA
2018-07-20T00:00:00
19
92
41
1
4
93
69
99
89
89
22
81
73
27
98
11
52
93
6
84
78
95
66
74
84
-0.087379
ZVRA
2018-07-27T00:00:00
19
92
41
1
4
93
84
99
89
89
23
82
72
27
99
11
52
93
6
91
81
96
63
73
80
-0.138298
ZVRA
2018-08-03T00:00:00
19
92
41
1
3
95
92
66
90
90
39
81
71
21
98
11
52
93
6
95
78
96
67
70
80
0.098765
ZVRA
2018-08-10T00:00:00
20
93
38
2
4
72
23
23
89
89
32
80
98
23
99
8
59
91
4
47
78
95
67
65
80
0.078652
ZVRA
2018-08-17T00:00:00
20
92
38
2
3
90
70
38
88
88
33
80
98
23
99
9
58
91
4
84
78
94
68
66
80
-0.010417
ZVRA
2018-08-24T00:00:00
20
92
38
2
3
91
71
67
87
87
34
81
98
23
99
14
58
91
4
86
79
95
69
66
82
-0.010526
ZVRA
2018-08-31T00:00:00
21
93
38
2
3
92
74
7
87
87
39
80
98
24
98
13
58
91
4
87
78
95
70
67
83
0.106383
ZVRA
2018-09-07T00:00:00
21
93
38
2
3
40
2
10
86
86
54
80
98
24
99
13
59
91
4
18
79
95
67
67
84
-0.004808
ZVRA
2018-09-14T00:00:00
21
93
38
2
3
29
2
24
85
85
45
80
98
24
98
13
59
91
4
13
82
98
47
55
90
-0.004831
ZVRA
2018-09-21T00:00:00
20
93
39
2
3
20
2
97
84
84
52
81
98
24
99
13
59
91
4
9
83
97
38
42
88
-0.126214
ZVRA
2018-09-28T00:00:00
20
93
38
2
3
25
5
45
84
84
50
81
98
24
99
13
59
91
4
12
84
97
36
28
90
0.066667
ZVRA
2018-10-05T00:00:00
19
92
40
2
2
34
34
100
94
94
45
84
98
24
100
13
59
92
4
31
85
93
27
20
88
-0.445833
ZVRA
2018-10-12T00:00:00
19
91
40
2
3
33
33
96
94
94
50
84
99
24
99
13
59
92
4
30
81
88
30
9
82
-0.041353
ZVRA
2018-10-19T00:00:00
19
91
40
2
2
30
25
96
93
93
64
84
98
24
98
14
59
92
4
25
90
88
29
5
81
-0.015686
ZVRA
2018-10-26T00:00:00
19
91
40
2
2
47
77
86
92
92
57
84
98
24
97
14
59
92
4
65
90
87
29
6
74
-0.063745
ZVRA
2018-11-02T00:00:00
19
91
40
2
4
43
82
49
93
93
51
84
99
23
98
14
59
92
4
65
90
86
31
6
75
0.080851
ZVRA
2018-11-09T00:00:00
19
92
40
1
4
39
75
51
92
92
55
81
98
17
98
54
85
94
11
59
89
87
33
6
75
0.007874
ZVRA
2018-11-16T00:00:00
19
92
40
1
3
17
8
37
91
91
63
81
98
13
97
53
86
94
11
9
89
85
26
5
70
-0.007813
ZVRA
2018-11-23T00:00:00
19
92
40
1
2
27
40
7
91
91
74
81
98
8
95
99
85
94
12
30
90
87
24
3
83
0.035433
ZVRA
2018-11-30T00:00:00
19
92
40
1
2
4
1
59
90
90
71
81
98
10
97
99
85
94
11
2
67
77
31
3
72
-0.026616
ZVRA
2018-12-07T00:00:00
20
92
39
1
3
4
1
2
91
91
60
80
98
14
97
99
85
93
12
2
81
75
32
1
80
0.105469
ZVRA
2018-12-14T00:00:00
19
92
40
1
3
4
1
85
87
87
28
81
98
12
96
99
85
94
12
2
85
61
43
5
48
-0.176678
ZVRA
2018-12-21T00:00:00
19
92
39
1
3
5
2
84
85
85
36
81
98
8
95
99
85
94
12
2
86
63
43
4
45
-0.141631
ZVRA
2018-12-28T00:00:00
19
92
40
1
3
5
12
97
84
84
23
82
98
13
94
99
85
94
11
7
85
59
25
7
35
-0.1
ZVRA
2019-01-04T00:00:00
19
92
40
1
3
5
18
33
88
88
23
81
98
13
74
99
85
93
12
9
82
59
19
12
28
0.205556
ZVRA
2019-01-11T00:00:00
20
92
39
1
3
6
32
4
89
89
10
80
98
9
69
99
85
93
12
16
82
57
22
28
22
0.211982
ZVRA
2019-01-18T00:00:00
20
92
39
1
5
10
58
26
89
89
3
80
98
13
57
99
85
93
12
32
85
68
13
28
35
0.003802
ZVRA
2019-01-25T00:00:00
20
92
39
1
3
9
35
6
89
89
13
80
98
7
41
99
85
93
12
20
85
70
13
26
36
0.045455
ZVRA
2019-02-01T00:00:00
20
92
39
1
3
13
88
25
88
88
12
80
98
8
24
99
85
93
12
50
85
71
13
25
35
0.009058