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
2003-11-07T00:00:00
34
64
67
73
11
93
92
49
57
57
26
92
80
74
70
42
72
93
61
95
36
80
67
2
3
0.05677
ZVXI
2003-11-14T00:00:00
18
99
17
56
11
89
74
94
60
60
15
93
78
74
90
88
73
93
67
84
32
87
67
3
4
-0.099819
ZVXI
2003-11-21T00:00:00
18
99
16
57
14
86
51
21
61
61
4
93
78
84
88
88
73
93
67
72
52
90
75
1
4
0.080645
ZVXI
2003-11-28T00:00:00
18
99
17
57
13
65
22
73
60
60
6
93
78
84
91
79
73
93
67
42
55
92
83
1
3
-0.004851
ZVXI
2003-12-05T00:00:00
18
99
17
57
13
80
45
73
59
59
5
93
78
85
92
78
73
93
68
65
56
96
74
1
3
-0.029996
ZVXI
2003-12-12T00:00:00
18
99
16
57
12
82
59
30
59
59
9
93
78
83
87
79
73
93
68
74
52
97
77
1
2
0.054117
ZVXI
2003-12-19T00:00:00
18
99
17
57
11
80
54
78
58
58
12
93
78
80
86
79
73
93
68
70
53
96
79
2
2
-0.044004
ZVXI
2003-12-26T00:00:00
18
100
17
57
14
62
21
18
58
58
3
93
78
87
87
79
73
92
68
41
56
95
77
2
2
0.048331
ZVXI
2004-01-02T00:00:00
18
99
17
57
12
68
47
76
58
58
9
93
78
83
90
79
73
93
67
59
55
94
70
2
2
-0.012075
ZVXI
2004-01-09T00:00:00
18
99
17
57
11
41
17
86
55
55
14
93
78
79
92
79
73
93
65
26
55
95
79
3
2
-0.022222
ZVXI
2004-01-16T00:00:00
18
99
18
57
12
67
56
98
56
56
15
94
78
72
93
79
73
93
64
64
56
98
92
5
6
-0.073485
ZVXI
2004-01-23T00:00:00
17
100
18
57
13
58
37
78
54
54
9
94
78
79
92
79
73
93
65
47
58
98
94
7
5
0.03843
ZVXI
2004-01-30T00:00:00
17
99
18
57
13
54
22
89
51
51
10
94
78
78
90
79
73
93
64
36
55
98
94
7
6
-0.047244
ZVXI
2004-02-06T00:00:00
17
99
18
58
12
66
55
80
49
49
17
94
78
71
91
79
73
93
65
63
54
97
93
6
7
-0.011157
ZVXI
2004-02-13T00:00:00
17
99
18
57
12
51
23
64
49
49
18
94
78
69
88
79
74
93
65
34
54
97
92
6
5
0.016715
ZVXI
2004-02-20T00:00:00
17
100
18
57
17
64
61
62
47
47
4
94
78
86
87
78
74
93
65
66
58
97
90
7
6
-0.00822
ZVXI
2004-02-27T00:00:00
16
100
19
57
14
54
31
95
54
54
13
95
78
75
85
77
74
93
64
41
64
88
77
5
9
-0.09656
ZVXI
2004-03-05T00:00:00
16
100
19
56
12
43
12
88
51
51
20
95
78
67
83
77
74
93
64
24
73
89
78
5
11
0.009174
ZVXI
2004-03-12T00:00:00
16
100
18
56
15
23
4
78
48
48
9
95
78
81
84
77
74
93
63
9
72
85
78
7
14
-0.024091
ZVXI
2004-03-19T00:00:00
17
100
18
55
11
25
6
20
52
52
18
94
79
68
84
78
75
93
64
12
72
81
69
26
56
0.046577
ZVXI
2004-03-26T00:00:00
17
100
18
55
11
18
6
11
53
53
17
94
78
67
85
52
75
93
64
8
69
83
64
18
61
0.044504
ZVXI
2004-04-02T00:00:00
1
91
30
58
13
19
8
98
64
64
66
95
95
73
85
43
74
100
61
10
86
93
71
10
59
-0.150831
ZVXI
2004-04-09T00:00:00
1
92
30
58
28
21
18
93
63
63
56
95
95
84
86
43
74
100
61
16
85
94
69
11
59
-0.013046
ZVXI
2004-04-16T00:00:00
1
92
30
57
16
19
22
91
62
62
66
95
95
79
84
43
75
100
61
16
85
89
84
14
66
-0.037621
ZVXI
2004-04-23T00:00:00
1
92
30
57
28
9
6
61
60
60
58
95
95
83
86
42
75
100
60
5
82
89
84
14
66
0.017433
ZVXI
2004-04-30T00:00:00
1
92
30
58
34
9
6
76
57
57
54
95
95
87
84
42
75
100
60
5
78
89
85
15
68
-0.065421
ZVXI
2004-05-07T00:00:00
64
92
53
82
35
10
12
13
65
65
72
95
92
74
74
62
48
95
84
7
94
95
79
57
73
0.122222
ZVXI
2004-05-14T00:00:00
59
90
51
84
20
20
48
1
74
74
74
94
93
73
51
62
48
95
84
31
100
99
90
73
85
0.188119
ZVXI
2004-05-21T00:00:00
59
90
52
84
23
29
70
4
73
73
71
94
93
75
52
61
49
95
84
50
100
99
91
80
85
0.01125
ZVXI
2004-05-28T00:00:00
61
89
52
84
13
8
3
57
72
72
84
95
93
71
56
61
49
95
83
4
100
99
94
82
87
-0.055212
ZVXI
2004-06-04T00:00:00
62
89
52
85
12
8
4
67
71
71
89
95
93
69
52
61
49
95
83
4
100
99
93
83
86
-0.002617
ZVXI
2004-06-11T00:00:00
62
91
52
86
41
7
5
58
69
69
63
95
93
77
51
61
48
95
83
4
100
99
92
81
89
0.002624
ZVXI
2004-06-18T00:00:00
62
90
52
86
14
9
12
55
68
68
82
94
93
72
52
61
49
95
84
8
100
99
94
72
88
-0.011339
ZVXI
2004-06-25T00:00:00
64
92
53
86
41
10
17
92
67
67
63
95
93
77
49
61
49
95
84
10
100
100
90
75
83
-0.044111
ZVXI
2004-07-02T00:00:00
63
91
53
86
16
23
66
67
66
66
79
95
93
73
31
61
49
95
84
44
100
100
90
76
87
0.018459
ZVXI
2004-07-09T00:00:00
61
90
52
86
12
66
96
8
67
67
88
94
93
70
28
47
49
95
84
85
100
100
80
76
80
0.075215
ZVXI
2004-07-16T00:00:00
59
90
52
86
23
68
97
4
64
64
74
94
93
72
17
48
49
95
84
87
100
100
84
74
82
0.053519
ZVXI
2004-07-23T00:00:00
56
89
51
86
14
46
79
2
57
57
81
93
93
70
12
48
49
94
85
65
100
100
83
71
86
0.0668
ZVXI
2004-07-30T00:00:00
53
90
51
55
50
46
68
27
57
57
65
93
88
78
5
34
49
90
82
58
100
100
78
87
86
-0.025122
ZVXI
2004-08-06T00:00:00
50
89
51
54
14
48
69
8
52
52
79
93
89
73
3
42
49
89
90
60
100
100
81
87
86
0.007692
ZVXI
2004-08-13T00:00:00
48
87
51
52
13
44
61
9
50
50
89
93
88
72
4
42
49
89
90
53
100
100
80
88
84
0.024809
ZVXI
2004-08-20T00:00:00
49
90
51
52
39
28
22
65
49
49
80
93
89
77
6
45
49
90
89
21
100
99
89
87
78
-0.026816
ZVXI
2004-08-27T00:00:00
48
88
50
52
38
34
29
11
51
51
80
93
89
77
1
40
50
89
89
29
100
98
89
72
76
0.071565
ZVXI
2004-09-03T00:00:00
47
87
51
52
13
61
85
29
48
48
100
93
89
73
1
40
49
89
89
76
100
99
88
70
77
0.011786
ZVXI
2004-09-10T00:00:00
44
84
50
52
10
73
96
1
64
64
100
92
89
71
1
40
49
88
90
88
100
99
98
60
86
0.176491
ZVXI
2004-09-17T00:00:00
44
87
50
51
43
87
99
10
63
63
95
92
89
77
1
40
49
88
90
95
100
98
98
51
93
0.010201
ZVXI
2004-09-24T00:00:00
41
81
49
51
12
79
96
1
71
71
100
90
89
73
1
40
49
87
90
91
100
95
97
39
57
0.182061
ZVXI
2004-10-01T00:00:00
42
83
49
51
17
83
98
21
71
71
99
91
89
74
1
40
49
87
90
94
100
90
97
28
61
-0.020352
ZVXI
2004-10-08T00:00:00
42
83
49
51
10
88
98
39
72
72
100
91
89
71
1
40
49
87
90
96
100
90
96
30
51
-0.030521
ZVXI
2004-10-15T00:00:00
41
83
49
51
33
78
70
10
72
72
100
91
89
76
1
40
49
87
90
78
100
92
96
31
49
0.061905
ZVXI
2004-10-22T00:00:00
42
82
50
51
13
88
94
57
71
71
100
91
89
73
2
40
49
87
90
94
100
91
96
32
62
-0.043348
ZVXI
2004-10-29T00:00:00
54
90
52
51
8
87
85
100
88
88
100
94
89
71
18
40
49
91
89
90
99
85
91
16
49
-0.375
ZVXI
2004-11-05T00:00:00
51
90
51
50
7
96
100
88
88
88
100
94
89
70
19
41
50
90
89
99
98
89
95
24
33
0.102917
ZVXI
2004-11-12T00:00:00
53
91
52
49
22
96
98
96
87
87
15
94
85
73
43
35
49
90
83
98
98
90
95
24
39
-0.005289
ZVXI
2004-11-19T00:00:00
18
89
15
49
8
99
100
54
86
86
31
94
92
62
35
22
47
97
83
100
99
91
95
24
38
0.012913
ZVXI
2004-11-26T00:00:00
18
91
16
49
12
98
99
100
87
87
25
95
92
70
61
21
47
98
82
99
98
93
92
14
42
-0.167604
ZVXI
2004-12-03T00:00:00
18
91
16
49
7
97
91
86
86
86
33
95
92
59
61
21
47
97
82
96
98
93
93
13
41
0.051351
ZVXI
2004-12-10T00:00:00
18
91
16
49
7
98
98
82
86
86
34
95
92
57
69
21
47
98
82
99
97
79
91
25
43
-0.008997
ZVXI
2004-12-17T00:00:00
18
91
16
49
9
97
78
31
86
86
28
95
92
65
71
21
46
98
82
91
97
76
90
25
43
0.04626
ZVXI
2004-12-24T00:00:00
18
92
16
49
28
21
5
27
85
85
19
95
92
78
75
21
46
97
81
10
96
77
90
25
43
0.030165
ZVXI
2004-12-31T00:00:00
18
91
15
49
15
36
5
7
86
86
23
94
92
73
64
21
46
97
82
17
96
75
91
20
46
0.15002
ZVXI
2005-01-07T00:00:00
18
90
15
49
14
32
5
16
82
82
23
94
92
80
80
21
46
97
82
15
96
75
91
20
46
-0.048832
ZVXI
2005-01-14T00:00:00
18
90
15
49
24
33
5
34
81
81
19
94
92
83
92
21
46
97
82
15
96
70
93
8
42
-0.014301
ZVXI
2005-01-21T00:00:00
18
91
15
49
28
13
1
65
81
81
17
95
92
83
94
21
46
97
82
5
57
42
89
2
27
-0.027902
ZVXI
2005-01-28T00:00:00
18
90
15
49
9
14
3
55
81
81
37
95
92
73
85
21
46
97
82
6
57
43
89
2
27
0
ZVXI
2005-02-04T00:00:00
18
91
15
49
11
18
5
73
75
75
30
95
92
77
94
21
46
97
82
8
27
57
85
2
28
-0.002296
ZVXI
2005-02-11T00:00:00
18
90
15
49
10
23
17
33
73
73
32
95
92
76
93
21
46
97
82
15
25
55
85
3
26
0.035673
ZVXI
2005-02-18T00:00:00
18
90
15
49
8
26
35
51
72
72
38
95
92
72
93
21
46
97
82
27
24
54
85
3
26
-0.012222
ZVXI
2005-02-25T00:00:00
18
91
15
49
31
54
78
25
71
71
16
94
92
84
76
17
46
97
82
70
26
54
86
3
25
0.024747
ZVXI
2005-03-04T00:00:00
18
90
15
49
9
48
81
56
69
69
34
95
92
74
86
17
46
97
81
68
18
46
92
2
32
-0.007318
ZVXI
2005-03-11T00:00:00
18
91
15
48
28
38
70
5
63
63
18
94
92
84
76
18
46
97
82
55
24
48
92
2
43
0.076668
ZVXI
2005-03-18T00:00:00
17
90
15
48
8
28
50
74
70
70
33
95
92
75
83
20
46
97
81
37
24
32
96
4
58
-0.086957
ZVXI
2005-03-25T00:00:00
18
90
15
47
27
29
47
34
69
69
5
95
96
85
72
39
46
97
85
35
34
35
93
4
58
0.012373
ZVXI
2005-04-01T00:00:00
18
95
16
17
9
24
31
36
67
67
36
95
96
75
83
38
58
74
87
25
25
29
93
4
56
0.012222
ZVXI
2005-04-08T00:00:00
18
94
16
17
9
34
61
4
71
71
34
94
96
75
81
38
59
73
88
47
17
36
93
3
62
0.08562
ZVXI
2005-04-15T00:00:00
19
95
16
17
15
33
49
16
70
70
25
94
96
78
83
38
59
73
88
40
12
43
89
5
63
-0.036063
ZVXI
2005-04-22T00:00:00
18
94
16
17
9
42
67
85
73
73
52
95
96
75
92
38
59
73
88
56
4
45
82
4
74
-0.079371
ZVXI
2005-04-29T00:00:00
18
95
16
17
9
40
51
76
71
71
53
95
97
75
78
38
59
74
88
44
3
45
70
4
82
-0.025066
ZVXI
2005-05-06T00:00:00
32
97
60
17
11
67
94
97
75
75
61
95
96
62
79
59
70
72
90
84
3
52
50
6
72
-0.116868
ZVXI
2005-05-13T00:00:00
31
93
59
18
9
38
50
13
84
84
75
95
85
62
33
97
71
71
94
43
7
42
41
2
78
0.176445
ZVXI
2005-05-20T00:00:00
32
95
59
19
12
43
68
80
83
83
67
95
85
64
47
97
70
72
94
56
9
50
27
3
68
-0.050244
ZVXI
2005-05-27T00:00:00
31
94
59
19
9
46
78
11
83
83
74
94
85
63
31
97
71
71
94
64
9
47
33
2
69
0.105409
ZVXI
2005-06-03T00:00:00
31
94
59
19
9
73
96
66
83
83
72
94
85
63
47
97
71
71
94
88
12
52
26
3
82
-0.035714
ZVXI
2005-06-10T00:00:00
32
95
59
19
11
70
92
48
82
82
65
94
85
66
58
97
70
72
94
86
10
58
27
4
80
0
ZVXI
2005-06-17T00:00:00
32
97
60
19
11
42
31
90
82
82
71
95
85
64
70
97
70
72
94
34
11
61
39
3
80
-0.074074
ZVXI
2005-06-24T00:00:00
32
95
59
19
12
38
34
25
82
82
65
94
85
66
67
97
70
71
94
33
11
54
38
2
84
0.0804
ZVXI
2005-07-01T00:00:00
32
95
60
19
12
17
9
67
81
81
68
95
85
65
76
97
70
72
94
11
11
56
35
2
81
-0.019993
ZVXI
2005-07-08T00:00:00
32
95
60
19
14
54
76
27
80
80
72
94
85
64
66
93
70
72
94
67
20
48
40
4
82
0.045334
ZVXI
2005-07-15T00:00:00
32
94
60
19
14
30
29
87
79
79
76
95
85
61
56
93
70
72
94
26
23
61
26
2
81
-0.03614
ZVXI
2005-07-22T00:00:00
32
94
60
19
14
59
79
52
74
74
75
94
85
58
34
94
70
72
94
73
20
60
23
3
81
0.024747
ZVXI
2005-07-29T00:00:00
32
95
60
19
16
43
58
78
72
72
68
95
85
60
45
45
70
72
94
51
20
63
27
2
80
-0.024149
ZVXI
2005-08-05T00:00:00
47
95
55
75
15
42
50
21
68
68
100
94
79
55
24
41
68
92
91
46
17
53
31
5
65
0.049869
ZVXI
2005-08-12T00:00:00
45
95
55
74
15
20
18
29
66
66
98
94
79
57
43
40
68
92
92
15
15
53
33
6
66
0
ZVXI
2005-08-19T00:00:00
44
95
54
73
16
44
58
9
65
65
98
94
79
58
19
37
68
91
92
51
21
56
28
6
66
0.035714
ZVXI
2005-08-26T00:00:00
40
93
53
74
16
33
42
2
74
74
97
94
79
58
10
35
68
91
92
36
43
64
36
8
72
0.137931
ZVXI
2005-09-02T00:00:00
42
93
54
73
15
54
58
30
75
75
100
94
79
58
10
35
68
91
92
57
31
52
36
7
78
-0.040303
ZVXI
2005-09-09T00:00:00
41
93
54
73
15
36
25
22
73
73
97
94
79
58
11
35
68
91
92
27
49
54
31
9
76
0.02084
ZVXI
2005-09-16T00:00:00
41
93
54
73
15
41
34
32
71
71
98
94
79
58
7
35
68
91
92
34
49
55
31
7
76
0.010517
ZVXI
2005-09-23T00:00:00
40
92
54
73
14
33
25
19
69
69
100
94
79
58
5
35
68
91
92
26
50
57
29
8
76
0
ZVXI
2005-09-30T00:00:00
40
92
54
73
14
61
66
30
67
67
99
94
79
58
5
35
68
91
92
66
51
57
31
7
79
0.012244