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
⌀
ZVXI
1998-02-06T00:00:00
47
68
55
49
11
42
48.5
74
54
54
31
90
78
72
49
66.5
66
85
63
35
64
41
55
33.5
51
0.007049
ZVXI
1998-02-13T00:00:00
47
68
55
49
11
42
48.5
5
88
88
30
90
78
72
49
66.5
66
85
63
35
64
41
55
33.5
51
0.208333
ZVXI
1998-02-20T00:00:00
47
68
55
49
11
42
48.5
16
85
85
18
90
78
72
49
66.5
66
85
63
35
64
41
55
33.5
51
0
ZVXI
1998-02-27T00:00:00
47
68
55
49
11
42
48.5
4
82
82
45
90
78
72
49
66.5
66
85
63
35
64
41
55
33.5
51
0.103448
ZVXI
1998-03-06T00:00:00
47
68
55
49
11
45
45
9
78
78
28
90
78
72
49
66.5
66
85
63
45
64
41
55
33.5
51
0.03125
ZVXI
1998-03-13T00:00:00
47
68
55
49
11
8
8
70
80
80
55
90
78
72
49
66.5
66
85
63
7
64
41
55
33.5
51
-0.080848
ZVXI
1998-03-20T00:00:00
47
68
55
49
11
51
59
78
77
77
7
90
78
72
49
66.5
66
85
63
55
64
41
55
33.5
51
-0.02743
ZVXI
1998-03-27T00:00:00
47
68
55
49
11
14
14
97
78
78
52
90
78
72
49
66.5
66
85
63
14
64
41
55
33.5
51
-0.084746
ZVXI
1998-04-03T00:00:00
57
68
20
27
11
18
20
74
75
75
2
90
78
6
49
66.5
15
49
63
19
64
41
55
33.5
51
0.037037
ZVXI
1998-04-10T00:00:00
58
68
19
27
11
92
95
91
74
74
1
90
78
6
49
66.5
15
49
63
94
64
41
55
33.5
51
-0.041714
ZVXI
1998-04-17T00:00:00
58
68
19
27
11
89
86
86
71
71
7
90
78
6
49
66.5
15
49
63
88
64
41
55
33.5
51
-0.018634
ZVXI
1998-04-24T00:00:00
58
68
19
27
11
95
96
61
59
59
60
90
78
6
49
66.5
15
49
63
96
64
41
55
33.5
51
0.01276
ZVXI
1998-05-01T00:00:00
58
68
19
27
11
95
95
80
57
57
72
90
78
6
49
66.5
15
49
63
95
64
41
55
33.5
51
-0.025049
ZVXI
1998-05-08T00:00:00
59
68
19
27
11
68
53
55
48
48
31
90
78
5
49
66.5
15
49
63
61
64
41
55
33.5
51
0
ZVXI
1998-05-15T00:00:00
40
68
36
41
11
49
40
29
46
46
31
90
78
73
49
66.5
16
46
63
44
64
41
55
33.5
51
0.025692
ZVXI
1998-05-22T00:00:00
40
68
35
42
11
14
8
60
42
42
45
90
78
74
49
66.5
16
46
63
10
64
41
55
33.5
51
-0.037498
ZVXI
1998-05-29T00:00:00
40
68
35
41
11
25
16
82
45
45
14
90
78
73
49
66.5
16
46
63
20
64
41
55
33.5
51
-0.064984
ZVXI
1998-06-05T00:00:00
40
68
36
42
11
17
11
76
39
39
19
90
78
74
49
66.5
16
46
63
13
64
41
55
33.5
51
-0.013833
ZVXI
1998-06-12T00:00:00
40
68
35
42
11
15
10
90
46
46
44
90
78
74
49
66.5
16
46
63
12
64
41
55
33.5
51
-0.098699
ZVXI
1998-06-19T00:00:00
41
68
36
42
11
21
22
95
49
49
4
90
78
74
49
66.5
16
46
63
21
64
41
55
33.5
51
-0.093756
ZVXI
1998-06-26T00:00:00
41
68
36
42
11
16
17
79
51
51
23
90
78
74
49
66.5
16
46
63
16
64
41
55
33.5
51
0.025864
ZVXI
1998-07-03T00:00:00
41
68
36
42
11
20
28
92
47
47
28
90
78
74
49
66.5
16
46
63
23
64
41
55
33.5
51
-0.041952
ZVXI
1998-07-10T00:00:00
41
68
36
42
11
35
59
42
52
52
23
90
78
74
49
66.5
16
46
63
46
64
41
55
33.5
51
0.043789
ZVXI
1998-07-17T00:00:00
41
68
36
42
11
27
42
69
48
48
48
90
78
74
49
66.5
16
46
63
33
64
41
55
33.5
51
-0.016741
ZVXI
1998-07-24T00:00:00
41
68
36
42
11
18
19
19
44
44
7
90
78
74
49
66.5
16
46
63
17
64
41
55
33.5
51
0.025641
ZVXI
1998-07-31T00:00:00
41
68
36
42
11
21
21
45
41
41
42
90
78
74
49
66.5
16
46
63
20
64
41
55
33.5
51
-0.0416
ZVXI
1998-08-07T00:00:00
41
68
36
42
11
14
11
85
48
48
39
90
78
74
49
66.5
16
46
63
12
64
41
55
33.5
51
-0.113105
ZVXI
1998-08-14T00:00:00
63
68
35
16
11
9
6
58
45
45
39
90
78
73
49
66.5
22
49
63
7
64
41
55
33.5
51
0
ZVXI
1998-08-21T00:00:00
62
68
34
16
11
11
10
37
42
42
43
90
78
73
49
66.5
22
49
63
10
64
41
55
33.5
51
0.019529
ZVXI
1998-08-28T00:00:00
62
68
35
16
11
9
7
89
66
66
48
90
78
73
49
66.5
22
49
63
7
64
41
55
33.5
51
-0.230787
ZVXI
1998-09-04T00:00:00
62
68
34
16
11
16
25
79
60
60
52
90
78
73
49
66.5
22
49
63
20
64
41
55
33.5
51
-0.049805
ZVXI
1998-09-11T00:00:00
62
68
34
16
11
15
22
85
56
56
74
90
78
80
49
66.5
22
49
63
17
7
5
38
33.5
51
-0.026524
ZVXI
1998-09-18T00:00:00
63
68
34
16
23
26
53
13
69
69
39
90
78
80
49
66.5
22
49
63
39
6
4
26
33.5
51
0.16218
ZVXI
1998-09-25T00:00:00
63
68
34
16
4
24
50
59
66
66
57
90
78
80
49
66.5
21
49
63
36
7
3
22
33.5
51
-0.04633
ZVXI
1998-10-02T00:00:00
63
68
34
16
10
15
18
53
61
61
47
90
78
80
49
66.5
21
49
63
15
7
2
23
33.5
51
-0.036582
ZVXI
1998-10-09T00:00:00
63
68
35
16
6
20
33
74
60
60
51
90
78
80
49
66.5
21
49
63
25
4
2
32
33.5
51
-0.139429
ZVXI
1998-10-16T00:00:00
63
68
34
16
16
28
50
72
53
53
64
90
78
81
49
66.5
21
49
63
38
5
1
33
33.5
51
0.029651
ZVXI
1998-10-23T00:00:00
63
68
34
16
3
15
14
29
55
55
87
90
78
81
49
66.5
21
49
63
13
2
4
34
33.5
51
0.128557
ZVXI
1998-10-30T00:00:00
63
68
34
15
3
16
17
2
86
86
88
90
78
81
49
66.5
21
49
63
15
2
23
43
33.5
51
0.45565
ZVXI
1998-11-06T00:00:00
63
68
34
15
4
15
15
85
88
88
78
90
78
81
49
66.5
21
49
63
14
3
53
42
33.5
51
-0.269616
ZVXI
1998-11-13T00:00:00
19
68
5
24
10
25
57
8
89
89
47
90
78
82
49
66.5
38
49
63
40
3
31
38
33.5
51
0.214286
ZVXI
1998-11-20T00:00:00
19
68
4
24
3
21
36
36
88
88
60
90
78
83
49
66.5
37
49
63
26
3
31
31
33.5
51
0.009882
ZVXI
1998-11-27T00:00:00
20
68
5
24
2
23
38
39
87
87
65
90
78
84
49
66.5
37
49
63
28
2
35
35
33.5
51
-0.029124
ZVXI
1998-12-04T00:00:00
18
42
10
24
6
21
30
81
86
86
63
87
78
46
49
66.5
37
59
63
24
2
36
43
33.5
51
-0.089993
ZVXI
1998-12-11T00:00:00
18
47
10
24
7
21
26
93
86
86
54
88
78
47
49
66.5
37
59
63
21
3
41
45
33.5
51
-0.077004
ZVXI
1998-12-18T00:00:00
18
51
10
24
10
23
57
91
85
85
50
89
78
47
49
66.5
37
59
63
38
3
41
34
33.5
51
-0.083429
ZVXI
1998-12-25T00:00:00
18
52
10
24
5
77
99
93
84
84
66
90
78
47
49
66.5
37
59
63
91
3
38
37
33.5
51
-0.038965
ZVXI
1999-01-01T00:00:00
18
54
10
24
22
17
19
80
83
83
37
89
78
47
26
66.5
37
59
63
14
3
38
38
33.5
51
0.027246
ZVXI
1999-01-08T00:00:00
18
50
10
24
5
51
86
50
74
74
65
89
78
46
23
66.5
37
59
63
72
3
36
36
33.5
51
0.052416
ZVXI
1999-01-15T00:00:00
18
43
10
24
4
52
85
13
73
73
39
88
78
70
21
66.5
37
59
63
71
13
32
30
33.5
51
0.150015
ZVXI
1999-01-22T00:00:00
18
45
10
24
12
45
65
19
66
66
13
88
78
70
23
66.5
37
59
63
56
14
28
28
33.5
51
0
ZVXI
1999-01-29T00:00:00
19
35
9
24
9
30
32
3
76
76
17
86
78
70
21
66.5
37
59
63
29
10
25
27
33.5
51
0.217584
ZVXI
1999-02-05T00:00:00
18
38
9
24
4
24
16
42
77
77
43
87
78
70
13
66.5
37
59
63
18
11
30
25
33.5
51
-0.107135
ZVXI
1999-02-12T00:00:00
18
42
10
24
10
19
16
49
76
76
15
88
78
70
15
66.5
37
59
63
16
10
29
25
33.5
51
-0.040077
ZVXI
1999-02-19T00:00:00
18
40
9
24
5
17
11
51
74
74
32
88
78
69
16
66.5
36
59
63
12
11
29
26
33.5
51
0
ZVXI
1999-02-26T00:00:00
18
42
10
24
10
17
10
69
72
72
15
88
78
69
20
66.5
36
59
63
12
15
39
25
33.5
51
-0.04175
ZVXI
1999-03-05T00:00:00
18
45
9
24
5
17
24
87
73
73
33
89
78
69
13
66.5
36
59
63
17
16
40
28
33.5
51
-0.07592
ZVXI
1999-03-12T00:00:00
18
46
9
24
16
44
77
73
72
72
7
88
78
69
18
66.5
36
59
63
64
16
37
26
33.5
51
0.011575
ZVXI
1999-03-19T00:00:00
18
44
9
25
5
46
79
60
71
71
29
89
78
70
20
66.5
36
59
63
65
16
38
26
33.5
51
0
ZVXI
1999-03-26T00:00:00
18
43
10
24
5
75
96
45
67
67
25
89
78
70
19
66.5
36
59
63
88
16
36
27
33.5
51
0
ZVXI
1999-04-02T00:00:00
57
39
57
18
4
64
85
86
67
67
71
85
78
45
34
66.5
55
60
63
77
16
41
26
33.5
51
-0.069774
ZVXI
1999-04-09T00:00:00
57
40
57
18
5
58
62
70
52
52
64
85
78
45
18
66.5
55
60
63
62
16
41
25
33.5
51
0
ZVXI
1999-04-16T00:00:00
61
42
58
19
4
63
75
88
46
46
99
86
78
33
36
66.5
55
60
63
72
14
44
25
33.5
51
-0.049805
ZVXI
1999-04-23T00:00:00
63
44
59
18
4
49
43
94
44
44
99
86
78
33
43
66.5
55
60
63
45
6
41
31
33.5
51
-0.052731
ZVXI
1999-04-30T00:00:00
56
37
57
18
5
31
19
13
73
73
87
84
78
35
48
66.5
55
60
63
22
10
22
34
33.5
51
0.25
ZVXI
1999-05-07T00:00:00
60
43
58
18
5
36
22
78
74
74
88
86
78
35
34
66.5
55
60
63
26
17
47
48
33.5
51
-0.1112
ZVXI
1999-05-14T00:00:00
68
59
60
70
5
37
33
99
77
77
64
89
78
45
66
66.5
36
86
63
33
16
35
37
33.5
51
-0.174917
ZVXI
1999-05-21T00:00:00
62
52
57
73
6
40
44
37
82
82
55
88
78
46
47
66.5
36
85
63
40
15
39
37
33.5
51
0.212
ZVXI
1999-05-28T00:00:00
61
50
57
74
13
27
23
16
82
82
45
87
78
46
49
66.5
36
85
63
22
14
43
45
33.5
51
0.025203
ZVXI
1999-06-04T00:00:00
62
52
57
74
16
28
32
32
81
81
42
87
78
46
41
66.5
36
85
63
28
16
45
44
33.5
51
-0.024583
ZVXI
1999-06-11T00:00:00
62
53
57
74
12
20
19
73
80
80
47
88
78
46
46
66.5
36
85
63
17
16
45
44
33.5
51
-0.024902
ZVXI
1999-06-18T00:00:00
62
51
57
75
6
14
10
35
79
79
59
87
78
46
54
66.5
36
85
63
9
16
45
45
33.5
51
0.038462
ZVXI
1999-06-25T00:00:00
65
54
58
75
11
48
78
84
80
80
46
88
78
47
63
66.5
36
86
63
66
14
55
40
33.5
51
-0.098667
ZVXI
1999-07-02T00:00:00
65
55
58
75
11
25
24
67
79
79
47
88
78
47
63
66.5
36
86
63
21
15
55
40
33.5
51
0.041091
ZVXI
1999-07-09T00:00:00
64
53
58
75
5
9
2
60
75
75
69
88
78
47
59
66.5
36
86
63
3
45
22
44
33.5
51
0.012946
ZVXI
1999-07-16T00:00:00
60
47
57
74
4
25
47
9
78
78
76
87
78
46
45
66.5
36
85
63
33
38
8
46
33.5
51
0.15586
ZVXI
1999-07-23T00:00:00
57
43
56
74
6
31
67
3
73
73
71
86
78
44
29
66.5
36
85
63
48
47
15
44
33.5
51
0.078749
ZVXI
1999-07-30T00:00:00
59
46
56
74
5
28
58
40
71
71
77
87
78
44
54
66.5
36
85
63
41
51
13
38
33.5
51
-0.073
ZVXI
1999-08-06T00:00:00
59
49
57
74
16
24
33
58
70
70
47
87
78
45
47
66.5
36
85
63
25
53
10
32
33.5
51
-0.056095
ZVXI
1999-08-13T00:00:00
58
50
58
74
8
30
60
79
69
69
57
87
78
46
38
66.5
37
85
63
44
57
11
20
33.5
51
-0.047714
ZVXI
1999-08-20T00:00:00
58
49
55
56
7
16
21
48
68
68
79
88
78
48
39
66.5
32
88
63
15
57
9
17
33.5
51
0.025203
ZVXI
1999-08-27T00:00:00
60
52
56
55
10
17
21
83
67
67
72
88
78
48
74
66.5
32
88
63
16
56
9
27
33.5
51
-0.048873
ZVXI
1999-09-03T00:00:00
58
51
56
55
21
16
30
49
64
64
42
88
78
48
59
66.5
32
88
63
20
54
10
24
33.5
51
0.025538
ZVXI
1999-09-10T00:00:00
59
54
56
55
28
51
82
76
63
63
37
89
78
48
49
66.5
32
88
63
70
56
10
24
33.5
51
-0.024902
ZVXI
1999-09-17T00:00:00
61
54
56
55
10
62
93
89
63
63
57
89
78
48
51
66.5
32
89
63
82
57
10
23
33.5
51
-0.064
ZVXI
1999-09-24T00:00:00
61
54
56
55
16
48
83
73
55
55
46
89
78
48
47
66.5
32
89
63
69
15
9
36
33.5
51
-0.027613
ZVXI
1999-10-01T00:00:00
60
52
56
54
8
40
67
56
49
49
66
89
78
48
56
66.5
32
89
63
54
14
8
36
33.5
51
0.014199
ZVXI
1999-10-08T00:00:00
60
54
56
54
24
30
34
52
46
46
41
89
78
48
56
66.5
32
89
63
30
25
6
42
33.5
51
0
ZVXI
1999-10-15T00:00:00
60
52
56
54
10
38
52
54
43
43
95
89
78
48
48
66.5
32
89
63
44
30
4
43
33.5
51
-0.027667
ZVXI
1999-10-22T00:00:00
59
53
57
54
31
30
32
45
41
41
59
89
78
48
37
66.5
32
89
63
28
30
4
42
33.5
51
0.014056
ZVXI
1999-10-29T00:00:00
62
56
57
54
12
39
40
84
42
42
80
90
78
48
34
66.5
32
89
63
38
34
4
46
33.5
51
-0.070318
ZVXI
1999-11-05T00:00:00
58
53
56
54
23
34
28
14
61
61
64
88
78
48
34
66.5
32
88
63
29
34
3
52
33.5
51
0.166545
ZVXI
1999-11-12T00:00:00
59
63
56
45
10
24
15
15
59
59
88
88
78
49
12
66.5
36
88
63
16
30
3
43
33.5
51
0.06515
ZVXI
1999-11-19T00:00:00
59
65
57
46
14
22
24
33
57
57
83
88
78
50
25
66.5
36
88
63
20
31
3
42
33.5
51
-0.012291
ZVXI
1999-11-26T00:00:00
61
68
57
46
22
27
33
62
55
55
77
88
78
50
25
66.5
36
88
63
28
30
3
40
33.5
51
-0.037037
ZVXI
1999-12-03T00:00:00
62
68
57
46
9
25
42
78
54
54
95
89
78
82
35
66.5
36
89
63
32
30
2
45
33.5
51
-0.038462
ZVXI
1999-12-10T00:00:00
63
69
57
46
12
27
43
79
54
54
85
90
78
83
44
66.5
36
89
63
33
24
2
49
33.5
51
-0.05984
ZVXI
1999-12-17T00:00:00
62
67
57
47
7
31
51
58
52
52
99
89
78
83
60
66.5
36
89
63
40
22
6
51
33.5
51
0.021103
ZVXI
1999-12-24T00:00:00
61
69
57
47
28
20
21
42
49
49
74
89
78
83
56
66.5
36
89
63
18
38
6
62
33.5
51
0.027667
ZVXI
1999-12-31T00:00:00
59
66
57
47
28
45
74
17
51
51
74
88
78
83
44
66.5
36
89
63
62
64
7
39
33.5
51
0.108336