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
2001-12-07T00:00:00
21
96
60
42
16
14
27
86
70
70
46
91
28
87
47
46
82
90
26
17
75
74
74
33.5
51
-0.061237
ZVXI
2001-12-14T00:00:00
21
94
59
42
7
14
31
86
67
67
56
91
28
81
47
45
82
90
26
18
75
78
74
33.5
51
-0.021526
ZVXI
2001-12-21T00:00:00
21
97
60
42
6
15
45
93
66
66
60
91
28
79
53
45
82
90
26
25
78
81
75
33.5
51
-0.058
ZVXI
2001-12-28T00:00:00
21
97
59
42
24
25
83
17
70
70
43
91
28
89
47
45
82
89
25
53
68
69
74
33.5
51
0.141543
ZVXI
2002-01-04T00:00:00
22
95
58
42
7
38
88
6
74
74
54
90
28
83
39
45
82
89
25
66
62
58
79
33.5
51
0.215127
ZVXI
2002-01-11T00:00:00
22
94
57
42
19
15
26
3
75
75
45
89
28
85
11
45
82
88
26
16
59
45
72
33.5
51
0.190306
ZVXI
2002-01-18T00:00:00
22
94
57
42
8
21
76
30
76
76
57
90
28
83
11
45
82
88
26
46
59
46
70
33.5
51
-0.099871
ZVXI
2002-01-25T00:00:00
22
96
58
42
8
16
40
63
75
75
57
90
27
83
17
45
82
88
24
23
60
50
71
33.5
51
-0.047619
ZVXI
2002-02-01T00:00:00
22
93
58
42
7
12
19
21
75
75
63
89
27
81
13
45
82
88
24
12
62
40
71
33.5
51
0.0835
ZVXI
2002-02-08T00:00:00
22
97
58
41
16
12
16
62
74
74
42
90
27
88
9
45
82
88
25
11
61
39
72
33.5
51
-0.077065
ZVXI
2002-02-15T00:00:00
22
95
58
41
14
11
9
27
74
74
44
90
27
87
6
45
82
88
24
8
60
38
71
33.5
51
0.0365
ZVXI
2002-02-22T00:00:00
22
94
58
41
8
15
58
55
72
72
55
89
27
83
6
46
83
88
24
32
59
35
71
33.5
51
-0.006271
ZVXI
2002-03-01T00:00:00
22
94
58
41
6
34
91
79
71
71
66
90
27
78
9
47
82
88
24
67
60
41
71
33.5
51
-0.038835
ZVXI
2002-03-08T00:00:00
22
94
58
41
6
60
97
66
67
67
70
90
27
75
8
47
82
88
24
84
61
47
71
33.5
51
0.026768
ZVXI
2002-03-15T00:00:00
22
93
58
42
7
51
94
10
68
68
56
89
27
83
3
49
83
88
24
77
59
42
73
33.5
51
0.134776
ZVXI
2002-03-22T00:00:00
22
95
58
42
9
42
74
66
66
66
47
90
26
86
4
50
83
88
24
59
62
46
74
33.5
51
-0.075423
ZVXI
2002-03-29T00:00:00
72
93
50
64
6
57
92
31
64
64
66
90
80
77
5
80
69
79
8
78
64
47
74
33.5
51
0.034693
ZVXI
2002-04-05T00:00:00
73
94
51
64
7
47
67
72
63
63
62
90
80
77
5
81
69
78
8
57
61
40
75
33.5
51
-0.030358
ZVXI
2002-04-12T00:00:00
74
95
51
63
7
52
76
69
60
60
60
90
80
77
10
81
69
78
8
65
60
40
75
33.5
51
-0.018692
ZVXI
2002-04-19T00:00:00
75
96
51
63
8
52
57
81
58
58
71
91
81
77
7
81
69
79
9
54
58
44
69
33.5
51
-0.015714
ZVXI
2002-04-26T00:00:00
73
96
51
63
15
40
37
16
60
60
65
90
80
77
5
81
69
78
9
36
65
57
67
33.5
51
0.096759
ZVXI
2002-05-03T00:00:00
72
94
51
63
8
39
39
20
58
58
78
90
80
76
9
81
70
78
9
36
65
57
67
33.5
51
0.014557
ZVXI
2002-05-10T00:00:00
73
96
50
65
9
60
89
66
60
60
74
90
76
76
23
82
69
79
10
79
63
58
65
33.5
51
-0.073043
ZVXI
2002-05-17T00:00:00
56
99
78
83
9
43
52
87
59
59
54
90
62
87
19
77
78
80
34
46
63
61
65
33.5
51
-0.030488
ZVXI
2002-05-24T00:00:00
55
98
77
83
8
50
69
41
54
54
64
90
62
87
15
77
78
79
34
61
61
59
63
33.5
51
0.031447
ZVXI
2002-05-31T00:00:00
55
99
77
83
14
42
50
34
52
52
37
90
61
87
15
77
79
79
33
45
64
59
88
33.5
51
0.000469
ZVXI
2002-06-07T00:00:00
55
98
77
83
8
37
42
27
49
49
61
90
61
87
12
77
79
79
34
38
68
59
89
33.5
51
-0.002813
ZVXI
2002-06-14T00:00:00
54
99
77
84
11
40
27
37
47
47
48
90
61
87
21
77
79
79
34
31
65
79
87
33.5
51
-0.006582
ZVXI
2002-06-21T00:00:00
55
99
77
84
12
66
71
63
47
47
44
90
62
87
15
77
79
79
34
71
55
74
85
33.5
51
-0.037861
ZVXI
2002-06-28T00:00:00
57
100
78
84
13
65
77
88
55
55
40
90
61
87
22
77
79
79
33
73
46
53
78
33.5
51
-0.114609
ZVXI
2002-07-05T00:00:00
57
100
78
84
14
52
42
79
48
48
37
90
62
87
27
76
79
79
33
46
48
54
78
33.5
51
-0.018333
ZVXI
2002-07-12T00:00:00
56
99
77
84
9
42
23
32
48
48
58
90
62
88
33
95
79
79
33
30
41
45
81
33.5
51
0.037351
ZVXI
2002-07-19T00:00:00
55
99
78
84
12
51
50
53
46
46
46
90
62
86
27
95
79
79
32
49
52
45
71
33.5
51
-0.06874
ZVXI
2002-07-26T00:00:00
55
99
78
84
14
53
56
36
43
43
42
90
62
86
21
95
79
79
32
55
34
25
43
33.5
51
0.007616
ZVXI
2002-08-02T00:00:00
55
98
78
84
12
57
64
65
40
40
61
90
62
85
40
95
79
79
32
62
47
30
48
33.5
51
-0.030814
ZVXI
2002-08-09T00:00:00
43
99
77
18
17
62
67
82
39
39
27
91
58
87
83
82
80
56
28
66
43
23
35
33.5
51
-0.063587
ZVXI
2002-08-16T00:00:00
40
99
77
17
15
52
47
43
45
45
28
90
59
85
84
79
80
56
58
49
32
22
27
33.5
51
0.067905
ZVXI
2002-08-23T00:00:00
40
99
77
17
16
35
19
49
45
45
27
91
59
85
88
79
80
56
59
24
33
22
28
33.5
51
0.011998
ZVXI
2002-08-30T00:00:00
40
99
78
17
15
36
22
81
46
46
20
91
59
84
90
82
80
56
59
27
22
21
32
33.5
51
-0.071132
ZVXI
2002-09-06T00:00:00
40
99
77
17
19
44
53
25
48
48
13
91
59
85
84
81
80
56
59
48
37
35
42
33.5
51
0.063816
ZVXI
2002-09-13T00:00:00
40
98
77
17
17
38
43
36
46
46
21
90
59
84
84
81
80
56
59
39
48
41
13
33.5
51
0
ZVXI
2002-09-20T00:00:00
40
97
77
17
17
49
56
36
45
45
25
90
59
84
79
82
80
56
59
52
58
54
47
33.5
51
-0.035993
ZVXI
2002-09-27T00:00:00
41
98
78
17
18
43
43
72
46
46
21
91
59
84
77
82
80
56
59
41
49
49
32
33.5
51
-0.066584
ZVXI
2002-10-04T00:00:00
41
100
79
17
20
35
25
88
51
51
16
91
59
85
89
82
81
56
58
27
52
39
48
33.5
51
-0.138
ZVXI
2002-10-11T00:00:00
40
100
79
17
22
43
42
72
49
49
14
91
59
85
89
82
81
56
59
40
52
53
44
33.5
51
0
ZVXI
2002-10-18T00:00:00
41
99
79
17
24
42
40
61
49
49
10
91
59
86
86
82
81
56
59
37
56
53
39
33.5
51
0.057231
ZVXI
2002-10-25T00:00:00
41
98
79
17
18
37
22
75
46
46
32
91
59
84
85
82
81
56
58
26
63
62
42
33.5
51
-0.024872
ZVXI
2002-11-01T00:00:00
41
99
79
17
19
44
59
88
44
44
24
92
60
84
77
82
81
56
58
51
65
63
46
33.5
51
-0.030008
ZVXI
2002-11-08T00:00:00
41
99
79
17
19
42
58
64
43
43
23
92
40
84
71
82
81
56
59
48
62
51
54
33.5
51
0.021655
ZVXI
2002-11-15T00:00:00
45
76
76
99
24
41
58
74
40
40
32
92
60
83
86
94
79
76
63
49
63
55
56
33.5
51
-0.015897
ZVXI
2002-11-22T00:00:00
46
78
77
99
18
37
34
93
40
40
51
93
60
81
88
96
79
76
62
33
79
90
53
33.5
51
-0.061538
ZVXI
2002-11-29T00:00:00
46
79
76
99
19
29
17
66
42
42
44
93
60
73
85
98
79
76
62
21
76
85
43
33.5
51
0.043443
ZVXI
2002-12-06T00:00:00
46
79
76
99
20
31
26
54
41
41
40
93
60
73
89
98
79
76
63
26
78
86
49
33.5
51
0.000786
ZVXI
2002-12-13T00:00:00
45
78
76
99
20
32
28
30
36
36
40
92
59
73
93
98
79
76
63
27
77
87
47
33.5
51
0.00471
ZVXI
2002-12-20T00:00:00
46
77
76
99
20
27
18
45
35
35
40
92
60
72
93
98
79
76
63
18
77
88
44
33.5
51
0
ZVXI
2002-12-27T00:00:00
45
76
76
99
24
24
13
19
34
34
31
92
60
75
78
98
79
76
62
14
77
84
50
33.5
51
0.025781
ZVXI
2003-01-03T00:00:00
46
77
77
99
18
24
19
78
34
34
49
93
60
70
62
98
79
76
62
16
76
77
52
33.5
51
-0.035034
ZVXI
2003-01-10T00:00:00
46
77
76
99
17
22
19
84
32
32
74
93
60
68
57
98
79
76
61
15
76
77
56
33.5
51
-0.02131
ZVXI
2003-01-17T00:00:00
45
75
76
99
19
14
8
23
38
38
64
92
60
78
59
98
79
76
61
7
78
75
43
33.5
51
0.070161
ZVXI
2003-01-24T00:00:00
45
78
76
99
20
14
15
52
39
39
59
93
60
79
61
98
79
76
61
9
73
66
42
33.5
51
-0.045215
ZVXI
2003-01-31T00:00:00
45
74
75
99
19
17
24
7
43
43
58
92
59
79
36
98
79
76
62
16
76
73
79
33.5
51
0.078927
ZVXI
2003-02-07T00:00:00
45
73
76
99
15
21
45
30
42
42
70
92
59
75
40
98
79
76
62
29
76
74
78
33.5
51
-0.024872
ZVXI
2003-02-14T00:00:00
44
73
75
99
23
24
43
4
45
45
51
91
59
81
33
98
79
76
62
31
78
68
89
33.5
51
0.08027
ZVXI
2003-02-21T00:00:00
44
71
75
99
18
27
65
14
44
44
57
91
59
78
29
98
79
76
63
44
78
67
89
33.5
51
0.013889
ZVXI
2003-02-28T00:00:00
43
66
74
99
14
19
28
2
52
52
73
90
59
73
15
99
79
75
63
19
88
53
86
33.5
51
0.136986
ZVXI
2003-03-07T00:00:00
44
70
74
99
21
16
17
12
50
50
53
91
59
80
16
99
79
75
63
13
92
89
90
33.5
51
-0.016265
ZVXI
2003-03-14T00:00:00
43
70
74
99
21
27
70
33
49
49
53
90
59
80
15
99
79
75
62
47
91
87
90
33.5
51
-0.024495
ZVXI
2003-03-21T00:00:00
44
71
75
99
23
26
47
37
45
45
52
90
58
80
17
99
79
75
61
33
88
82
91
33.5
51
0.05022
ZVXI
2003-03-28T00:00:00
43
65
68
56
17
42
84
88
53
53
39
92
64
58
18
97
85
93
57
65
88
84
97
33.5
51
-0.103407
ZVXI
2003-04-04T00:00:00
43
65
68
54
18
43
78
40
52
52
36
92
64
58
11
81
85
92
62
62
92
85
94
33.5
51
0.062
ZVXI
2003-04-11T00:00:00
44
63
68
54
13
59
95
85
51
51
54
92
64
57
14
81
85
92
62
80
89
86
93
33.5
51
-0.037665
ZVXI
2003-04-18T00:00:00
44
67
69
54
18
59
92
77
50
50
12
92
63
51
17
82
85
92
62
79
86
90
97
33.5
51
0
ZVXI
2003-04-25T00:00:00
44
66
69
54
15
80
98
48
47
47
15
92
63
51
11
82
85
92
62
92
94
81
95
33.5
51
0.039139
ZVXI
2003-05-02T00:00:00
44
65
69
54
11
80
98
83
45
45
33
92
63
51
13
82
85
93
62
92
97
84
95
33.5
51
-0.016321
ZVXI
2003-05-09T00:00:00
43
62
68
56
12
80
92
12
52
52
30
92
63
51
10
60
85
92
57
90
95
64
80
33.5
51
0.148692
ZVXI
2003-05-16T00:00:00
59
62
60
45
11
80
88
14
51
51
69
91
71
80
13
20
83
90
59
89
91
43
68
33.5
51
0.073889
ZVXI
2003-05-23T00:00:00
59
63
59
45
12
58
38
12
49
49
57
91
71
80
10
20
83
90
60
47
92
45
68
33.5
51
0.027936
ZVXI
2003-05-30T00:00:00
59
66
59
45
15
68
64
45
48
48
43
92
71
80
18
20
83
90
59
69
96
52
72
33.5
51
0
ZVXI
2003-06-06T00:00:00
59
64
60
45
10
57
32
67
44
44
70
92
70
80
19
20
83
90
59
43
98
52
80
33.5
51
-0.007046
ZVXI
2003-06-13T00:00:00
59
65
59
45
13
51
27
20
43
43
54
92
71
80
17
20
83
90
59
36
96
62
76
33.5
51
0.064369
ZVXI
2003-06-20T00:00:00
61
67
60
46
13
60
52
83
47
47
49
92
70
80
24
20
83
90
58
57
97
65
85
33.5
51
-0.063333
ZVXI
2003-06-27T00:00:00
60
66
60
46
13
43
25
21
46
46
48
92
70
80
26
21
84
90
59
30
93
60
85
33.5
51
0.050839
ZVXI
2003-07-04T00:00:00
58
65
59
46
11
79
85
13
47
47
61
91
70
80
22
21
83
90
59
87
88
77
85
33.5
51
0.077407
ZVXI
2003-07-11T00:00:00
61
68
60
46
14
85
87
89
55
55
41
92
70
81
27
25
84
90
58
90
95
86
92
33.5
51
-0.101931
ZVXI
2003-07-18T00:00:00
60
66
60
46
11
87
89
63
51
51
61
92
70
82
27
32
84
90
59
91
95
86
92
33.5
51
0.0165
ZVXI
2003-07-25T00:00:00
60
66
60
46
11
83
76
59
48
48
60
92
70
82
23
32
84
90
58
84
94
85
91
33.5
51
0.016724
ZVXI
2003-08-01T00:00:00
38
67
68
77
14
76
56
28
47
47
23
92
61
81
30
82
72
93
61
69
85
74
89
33.5
51
0.015965
ZVXI
2003-08-08T00:00:00
37
64
68
77
10
83
78
5
51
51
25
91
60
73
27
82
71
93
64
84
82
85
81
33.5
51
0.101429
ZVXI
2003-08-15T00:00:00
35
65
68
76
10
68
35
32
50
50
28
91
80
72
31
37
72
93
64
51
86
87
79
33.5
51
-0.00562
ZVXI
2003-08-22T00:00:00
35
66
68
75
12
79
71
29
48
48
24
91
80
79
36
42
72
93
63
79
86
88
80
33.5
51
0.014348
ZVXI
2003-08-29T00:00:00
34
60
66
75
11
86
85
2
68
68
33
90
80
80
14
42
72
92
65
89
61
86
78
33.5
51
0.282898
ZVXI
2003-09-05T00:00:00
34
64
66
75
12
60
21
29
69
69
26
90
80
82
18
42
72
93
65
40
62
87
76
33.5
51
-0.053458
ZVXI
2003-09-12T00:00:00
34
60
66
75
9
66
38
11
68
68
45
90
80
73
18
42
72
93
64
53
53
86
89
1
2
0.037769
ZVXI
2003-09-19T00:00:00
34
63
66
75
9
69
45
71
67
67
44
91
80
74
21
42
72
93
64
59
67
88
88
2
2
-0.022789
ZVXI
2003-09-26T00:00:00
34
63
67
74
9
72
64
73
67
67
44
91
80
74
31
42
72
93
62
71
63
84
93
1
3
-0.071702
ZVXI
2003-10-03T00:00:00
35
66
67
74
12
88
92
93
68
68
25
92
80
83
54
42
72
93
63
93
74
81
93
1
3
-0.062617
ZVXI
2003-10-10T00:00:00
34
63
67
75
9
84
82
45
68
68
40
91
80
76
43
42
72
93
63
86
67
72
84
2
3
0.0932
ZVXI
2003-10-17T00:00:00
34
64
67
74
11
80
79
37
67
67
14
91
80
80
40
42
72
93
64
83
67
73
84
2
3
0.020124
ZVXI
2003-10-24T00:00:00
34
64
67
74
11
95
98
46
65
65
18
91
80
78
60
42
72
93
63
98
60
70
75
2
3
-0.019727
ZVXI
2003-10-31T00:00:00
35
66
67
74
12
91
90
92
65
65
13
92
80
80
72
42
72
93
62
93
66
79
72
2
3
-0.046103