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
2005-10-07T00:00:00
40
93
54
73
14
62
70
18
64
64
95
94
79
58
5
35
68
91
92
69
59
52
31
6
79
0.007862
ZVXI
2005-10-14T00:00:00
40
92
53
73
14
74
89
15
63
63
97
93
79
58
4
35
68
91
92
85
56
41
31
5
74
0
ZVXI
2005-10-21T00:00:00
40
93
53
73
14
92
97
65
65
65
88
94
79
57
9
35
68
91
92
97
44
47
35
4
73
-0.043804
ZVXI
2005-10-28T00:00:00
40
91
53
73
14
83
91
21
65
65
99
93
79
57
19
36
68
91
92
89
39
46
39
5
75
0.045811
ZVXI
2005-11-04T00:00:00
88
21
41
73
1
84
87
1
100
100
98
86
75
55
1
31
66
89
93
89
47
12
70
31
74
1.280228
ZVXI
2005-11-11T00:00:00
87
19
41
72
1
85
86
2
100
100
98
86
65
56
1
59
67
89
94
89
51
13
70
35
69
0.043816
ZVXI
2005-11-18T00:00:00
90
24
42
72
1
87
86
28
99
99
95
87
65
56
1
60
67
90
94
90
61
15
73
36
64
-0.094038
ZVXI
2005-11-25T00:00:00
86
19
42
72
1
85
83
3
99
99
93
86
65
56
1
61
67
88
94
87
57
15
75
36
57
0.160429
ZVXI
2005-12-02T00:00:00
86
17
42
72
1
90
85
10
99
99
100
86
65
51
1
61
67
89
94
91
58
16
76
36
56
0.017626
ZVXI
2005-12-09T00:00:00
87
18
42
72
1
92
92
25
99
99
99
86
65
51
1
61
67
89
94
95
57
16
73
36
53
-0.017674
ZVXI
2005-12-16T00:00:00
87
19
42
72
1
83
58
60
99
99
100
86
65
51
1
61
67
89
94
74
61
17
74
36
53
-0.017272
ZVXI
2005-12-23T00:00:00
90
23
42
72
1
88
84
96
99
99
100
87
66
51
1
61
67
90
94
89
62
10
75
40
51
-0.091908
ZVXI
2005-12-30T00:00:00
87
21
42
72
1
100
100
18
99
99
96
86
66
51
1
61
67
89
94
100
68
10
84
43
41
0.084274
ZVXI
2006-01-06T00:00:00
87
19
42
72
1
100
100
49
99
99
100
86
66
61
1
61
67
89
94
100
63
9
76
42
47
0.017355
ZVXI
2006-01-13T00:00:00
81
13
42
72
1
100
100
2
97
97
100
84
66
57
1
61
67
87
94
100
71
8
78
47
56
0.241989
ZVXI
2006-01-20T00:00:00
77
12
42
72
1
100
100
2
97
97
89
83
66
55
1
61
67
87
94
100
73
8
80
62
49
0.085745
ZVXI
2006-01-27T00:00:00
80
13
42
72
1
100
99
30
96
96
99
84
66
55
1
61
66
87
94
100
70
5
73
54
40
-0.033794
ZVXI
2006-02-03T00:00:00
79
13
42
72
1
100
96
33
95
95
99
84
66
55
20
61
66
87
94
99
70
5
73
55
41
-0.00187
ZVXI
2006-02-10T00:00:00
78
12
42
72
1
100
86
27
95
95
99
84
66
56
20
60
66
87
94
95
70
5
72
54
45
0.018739
ZVXI
2006-02-17T00:00:00
79
12
42
72
1
99
34
49
95
95
96
84
66
56
19
61
66
87
94
70
70
4
72
51
47
-0.009749
ZVXI
2006-02-24T00:00:00
81
14
42
72
1
100
88
95
96
96
98
85
65
56
20
55
66
88
94
96
70
4
65
54
54
-0.079316
ZVXI
2006-03-03T00:00:00
80
14
42
71
1
100
66
78
95
95
95
85
66
57
49
55
66
88
94
86
72
4
63
61
53
0.018864
ZVXI
2006-03-10T00:00:00
85
19
42
71
1
100
99
99
96
96
95
87
66
57
50
55
66
88
93
100
70
3
69
68
49
-0.143861
ZVXI
2006-03-17T00:00:00
84
17
42
69
1
100
99
88
95
95
99
86
66
59
50
56
66
88
93
100
71
3
71
68
48
0.02151
ZVXI
2006-03-24T00:00:00
84
18
42
69
2
100
95
82
91
91
99
86
76
59
50
56
66
88
93
99
71
2
75
66
53
0.009057
ZVXI
2006-03-31T00:00:00
84
28
40
78
5
100
92
22
91
91
95
85
83
26
50
79
48
85
93
98
71
2
74
71
55
0.082352
ZVXI
2006-04-07T00:00:00
84
27
40
78
2
100
91
39
90
90
98
85
83
26
81
79
48
84
93
97
70
2
71
72
57
-0.014512
ZVXI
2006-04-14T00:00:00
81
24
40
77
7
100
77
9
91
91
93
84
83
23
82
80
48
84
93
92
70
2
69
71
57
0.066583
ZVXI
2006-04-21T00:00:00
75
13
39
77
3
97
25
1
96
96
95
82
83
22
81
80
48
82
93
63
69
3
68
73
54
0.265582
ZVXI
2006-04-28T00:00:00
73
11
39
77
1
97
31
2
96
96
100
81
84
22
82
80
48
82
93
67
68
3
71
73
56
0.059222
ZVXI
2006-05-05T00:00:00
87
21
38
28
2
85
7
5
95
95
98
81
73
18
100
39
50
58
91
45
68
2
66
72
57
0.048113
ZVXI
2006-05-12T00:00:00
88
20
38
32
7
85
9
12
94
94
96
81
69
21
100
38
50
58
93
46
72
2
66
79
50
-0.019232
ZVXI
2006-05-19T00:00:00
88
20
38
32
1
84
12
48
93
93
100
81
69
22
100
37
50
58
93
48
68
4
71
79
48
-0.050097
ZVXI
2006-05-26T00:00:00
88
19
38
33
1
92
55
35
93
93
99
81
69
22
99
37
50
58
94
77
68
5
69
79
48
0.014842
ZVXI
2006-06-02T00:00:00
86
13
38
33
1
91
57
2
94
94
100
79
69
22
100
37
50
57
94
77
66
4
70
79
48
0.161841
ZVXI
2006-06-09T00:00:00
88
18
38
33
7
96
85
72
96
96
97
81
69
22
100
37
50
58
94
93
62
4
61
82
48
-0.148243
ZVXI
2006-06-16T00:00:00
88
17
38
33
1
100
99
61
96
96
100
81
69
23
100
37
50
58
94
100
60
4
61
86
48
-0.009002
ZVXI
2006-06-23T00:00:00
88
17
38
33
3
100
99
56
95
95
98
81
69
22
99
37
50
58
94
100
59
4
62
85
48
0.012112
ZVXI
2006-06-30T00:00:00
85
11
38
33
6
100
98
1
95
95
97
78
69
23
100
38
50
57
94
100
63
4
60
85
49
0.211668
ZVXI
2006-07-07T00:00:00
84
10
38
33
2
100
97
1
95
95
99
77
69
22
99
38
50
57
94
99
63
6
59
85
48
0.061111
ZVXI
2006-07-14T00:00:00
86
12
38
33
7
100
89
67
96
96
97
79
69
20
100
39
50
57
94
97
57
13
24
98
24
-0.136707
ZVXI
2006-07-21T00:00:00
85
11
38
33
8
100
89
32
96
96
97
78
69
19
100
39
50
57
94
97
59
18
33
99
22
0.033019
ZVXI
2006-07-28T00:00:00
85
11
38
33
2
100
100
41
95
95
50
78
78
19
100
46
50
57
93
100
47
14
34
97
21
0.031963
ZVXI
2006-08-04T00:00:00
94
40
38
47
2
100
59
99
97
97
38
82
85
16
100
46
40
88
84
84
73
23
42
96
48
-0.26359
ZVXI
2006-08-11T00:00:00
95
47
37
45
2
100
57
99
97
97
40
83
85
18
100
47
40
89
85
83
75
27
29
94
51
-0.118455
ZVXI
2006-08-18T00:00:00
94
44
37
45
9
99
65
83
97
97
36
82
85
20
100
32
40
89
85
86
74
25
30
93
55
0.08666
ZVXI
2006-08-25T00:00:00
95
52
37
45
7
100
100
99
97
97
37
84
85
20
100
32
40
89
85
100
78
24
37
94
51
-0.121864
ZVXI
2006-09-01T00:00:00
95
51
37
45
8
100
100
89
96
96
20
84
85
19
100
31
40
89
85
100
75
22
40
93
46
0.026531
ZVXI
2006-09-08T00:00:00
96
56
37
44
4
100
66
99
96
96
27
85
86
19
100
31
40
90
84
87
77
31
36
93
47
-0.090457
ZVXI
2006-09-15T00:00:00
96
55
37
44
11
100
89
69
95
95
17
84
85
20
100
32
40
90
84
97
78
29
41
93
43
0.044809
ZVXI
2006-09-22T00:00:00
96
57
37
44
5
100
84
90
94
94
23
85
85
19
100
32
40
90
84
95
65
62
70
89
39
-0.043933
ZVXI
2006-09-29T00:00:00
96
57
37
44
3
66
9
90
94
94
27
85
85
20
100
32
40
90
84
35
45
66
69
86
51
-0.016411
ZVXI
2006-10-06T00:00:00
96
59
37
44
3
53
4
90
93
93
8
85
85
20
100
32
40
90
84
26
50
75
69
91
51
-0.021135
ZVXI
2006-10-13T00:00:00
96
60
37
44
7
60
6
61
90
90
6
85
86
20
100
32
40
90
84
30
50
73
69
91
51
0.0375
ZVXI
2006-10-20T00:00:00
96
60
37
45
2
47
3
85
88
88
13
85
86
19
100
32
40
90
84
22
48
77
69
92
54
-0.027382
ZVXI
2006-10-27T00:00:00
97
65
37
44
8
49
4
92
85
85
5
86
86
19
100
32
40
90
84
22
49
80
70
92
52
-0.040541
ZVXI
2006-11-03T00:00:00
44
67
39
61
2
37
2
96
81
81
12
86
94
18
99
65
36
91
81
16
47
83
69
94
45
-0.07277
ZVXI
2006-11-10T00:00:00
46
73
39
60
17
41
7
97
79
79
6
87
93
19
98
63
35
91
81
20
46
82
68
93
46
-0.043038
ZVXI
2006-11-17T00:00:00
46
70
38
59
4
29
7
77
78
78
11
86
93
19
99
84
35
91
82
15
47
85
69
90
60
0.031746
ZVXI
2006-11-24T00:00:00
45
66
38
59
8
26
6
21
83
83
9
86
93
19
97
85
35
91
82
13
48
83
66
89
50
0.075641
ZVXI
2006-12-01T00:00:00
44
62
38
59
3
25
8
12
83
83
13
85
93
28
96
85
35
90
82
13
51
86
68
91
42
0.054827
ZVXI
2006-12-08T00:00:00
42
55
38
59
3
26
13
3
88
88
11
84
93
28
91
85
35
90
82
16
49
85
63
91
43
0.126554
ZVXI
2006-12-15T00:00:00
42
54
38
59
2
23
10
7
87
87
15
84
93
28
94
85
35
90
82
13
49
86
63
91
43
0.012036
ZVXI
2006-12-22T00:00:00
43
58
38
60
4
20
6
46
88
88
12
84
93
28
94
85
35
90
82
10
49
82
69
90
51
-0.049554
ZVXI
2006-12-29T00:00:00
43
56
38
60
8
19
4
30
84
84
9
84
93
28
90
85
35
90
82
8
49
76
69
84
62
0.028154
ZVXI
2007-01-05T00:00:00
43
56
38
60
2
18
3
60
84
84
17
84
93
26
77
85
35
90
82
8
51
76
67
80
44
-0.023327
ZVXI
2007-01-12T00:00:00
43
60
38
60
7
20
8
81
82
82
10
85
93
22
68
85
35
90
82
11
47
73
67
78
44
-0.026999
ZVXI
2007-01-19T00:00:00
40
36
38
60
5
24
44
1
94
94
13
82
93
21
35
85
35
88
82
31
83
32
55
85
51
0.364995
ZVXI
2007-01-26T00:00:00
40
36
38
60
2
29
67
7
94
94
18
82
93
21
29
85
35
89
82
47
86
29
55
85
50
0.000782
ZVXI
2007-02-02T00:00:00
40
38
38
60
5
51
89
16
94
94
13
82
93
21
20
86
35
89
82
72
86
32
54
84
56
0.004688
ZVXI
2007-02-09T00:00:00
40
37
38
60
4
53
89
42
94
94
14
82
93
21
10
85
35
88
82
74
90
32
48
83
56
-0.003888
ZVXI
2007-02-16T00:00:00
40
39
38
60
17
40
81
44
93
93
5
82
93
21
16
86
35
89
82
62
96
32
51
80
49
0.005464
ZVXI
2007-02-23T00:00:00
40
39
37
59
13
40
83
44
93
93
7
82
93
21
11
85
35
89
82
64
97
31
52
79
48
0.002329
ZVXI
2007-03-02T00:00:00
41
34
38
58
6
36
67
18
92
92
12
82
93
22
8
83
35
88
82
52
97
35
66
78
48
-0.000775
ZVXI
2007-03-09T00:00:00
41
35
38
58
14
27
36
29
91
91
7
82
93
23
12
83
35
88
81
27
99
38
58
74
42
0.004651
ZVXI
2007-03-16T00:00:00
24
23
30
28
2
88
100
24
90
90
29
81
74
43
13
92
38
60
79
96
99
29
60
78
49
0.001543
ZWRK
2021-02-05T00:00:00
33
2
32
39
59
63
59
90
2
2
33
75
50
15
46
50
49
42
50
65
91
86.5
40.5
11
62
0.025962
ZWRK
2021-02-12T00:00:00
34
2
28
39
59
63
59
72
2
2
23
75
50
26
46
50
49
31
50
64
91
86.5
40.5
11
62
0.002812
ZWRK
2021-02-19T00:00:00
35
2
36
41
59
63
59
60
1
1
39
75
50
11
46
50
49
49
50
64
91
86.5
40.5
11
62
-0.001869
ZWRK
2021-02-26T00:00:00
34
2
25
39
59
63
59
51
4
4
17
74
50
34
46
50
48
23
50
64
91
86.5
40.5
11
62
-0.025281
ZWRK
2021-03-05T00:00:00
35
2
24
39
59
63
59
55
4
4
15
74
50
36
46
50
48
22
50
63
91
86.5
40.5
11
62
-0.020173
ZWRK
2021-03-12T00:00:00
35
3
28
40
59
63
59
84
3
3
20
76
50
30
46
50
48
30
50
64
91
86.5
40.5
11
62
-0.001961
ZWRK
2021-03-19T00:00:00
36
3
32
40
59
63
59
77
3
3
25
76
50
23
46
50
48
37
50
64
91
86.5
40.5
11
62
-0.017191
ZWRK
2021-03-26T00:00:00
37
3
38
41
59
63
59
47
5
5
38
75
50
9
46
50
48
54
50
65
91
86.5
40.5
11
62
0.002999
ZWRK
2021-04-02T00:00:00
37
3
48
39
59
8
14
60
4
4
17
74
50
37
46
50
91
24
50
8
91
86.5
40.5
11
62
-0.003488
ZWRK
2021-04-09T00:00:00
36
3
45
37
59
10
21
75
5
5
11
74
50
47
46
50
91
12
50
13
91
86.5
40.5
11
62
-0.021
ZWRK
2021-04-16T00:00:00
36
3
42
36
59
10
27
68
5
5
5
74
50
61
46
50
91
3
50
15
91
86.5
40.5
11
62
-0.002043
ZWRK
2021-04-23T00:00:00
37
3
53
40
59
20
47
64
5
5
36
74
50
24
46
50
92
37
50
31
91
86.5
40.5
11
62
-0.002354
ZWRK
2021-04-30T00:00:00
37
3
53
41
59
28
46
58
5
5
39
74
50
20
46
50
92
41
50
35
91
86.5
40.5
11
62
-0.000718
ZWRK
2021-05-07T00:00:00
36
3
48
41
59
17
24
65
4
4
22
74
50
32
46
50
92
26
50
18
91
86.5
40.5
11
62
-0.005133
ZWRK
2021-05-14T00:00:00
37
3
53
44
59
17
24
36
5
5
32
74
50
18
46
50
92
41
50
17
91
86.5
40.5
11
62
0.00516
ZWRK
2021-05-21T00:00:00
37
2
58
46
59
30
46
51
5
5
45
75
50
6
46
50
93
56
50
35
91
86.5
40.5
11
62
-0.002053
ZWRK
2021-05-28T00:00:00
90
4
2
25
59
26
39
75
5
5
51
75
50
58
46
50
7
7
50
29
91
86.5
40.5
11
62
-0.007202
ZWRK
2021-06-04T00:00:00
90
3
8
26
59
19
26
61
6
6
51
75
50
34
46
50
7
29
50
19
91
86.5
40.5
11
62
0.006218
ZWRK
2021-06-11T00:00:00
90
3
2
26
59
24
31
80
5
5
50
76
50
59
46
50
7
6
50
24
91
86.5
40.5
11
62
-0.004119
ZWRK
2021-06-18T00:00:00
90
3
2
26
59
24
35
35
4
4
50
75
50
55
46
50
7
9
50
26
91
86.5
40.5
11
62
0.003102
ZWRK
2021-06-25T00:00:00
90
3
17
26
59
23
35
62
4
4
52
76
50
14
46
50
7
49
50
25
91
86.5
40.5
11
62
0.001031
ZWRK
2021-07-02T00:00:00
90
3
15
26
59
26
35
57
4
4
83
76
50
17
46
50
7
45
50
28
91
86.5
40.5
11
62
-0.004119
ZWRK
2021-07-09T00:00:00
90
4
13
26
59
35
54
50
4
4
99
75
50
21
46
50
7
41
50
43
91
86.5
40.5
11
62
0
ZWRK
2021-07-16T00:00:00
90
4
2
26
59
31
46
34
4
4
94
75
50
54
46
50
7
12
50
36
91
86.5
40.5
11
62
-0.001034