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
⌀
ZWS
2017-01-27T00:00:00
66
27
97
43
34
38
40
22
58
58
65
29
56
36
71
68
39
14
76
38
2
7
55
94
19
0.006737
ZWS
2017-02-03T00:00:00
39
32
96
55
14
38
39
27
56
56
38
29
57
33
51
23
38
39
71
38
2
7
55
94
17
0.002639
ZWS
2017-02-10T00:00:00
38
34
96
55
37
26
24
46
50
50
36
29
56
34
45
22
38
10
70
23
2
7
54
94
17
0.002256
ZWS
2017-02-17T00:00:00
39
33
96
55
7
24
17
67
50
50
41
30
56
35
45
21
38
55
70
18
2
7
54
95
21
-0.009285
ZWS
2017-02-24T00:00:00
39
35
96
54
41
25
23
65
46
46
34
30
56
36
59
21
38
6
69
21
1
7
53
97
24
-0.008994
ZWS
2017-03-03T00:00:00
40
29
96
53
11
42
68
16
46
46
45
29
56
37
33
21
37
43
70
57
2
9
69
97
51
0.048529
ZWS
2017-03-10T00:00:00
40
32
96
53
33
48
75
21
45
45
35
29
55
39
28
23
38
13
70
65
1
12
90
97
41
-0.005193
ZWS
2017-03-17T00:00:00
41
28
96
52
9
62
89
8
44
44
48
29
55
40
12
24
38
47
71
81
1
12
95
96
39
0.056049
ZWS
2017-03-24T00:00:00
41
31
96
52
10
63
86
69
53
53
47
29
55
41
21
24
38
43
70
78
1
12
96
96
21
-0.063394
ZWS
2017-03-31T00:00:00
41
30
96
51
16
60
82
59
50
50
44
29
55
41
20
24
38
32
70
75
1
13
96
96
24
0.014907
ZWS
2017-04-07T00:00:00
41
31
96
51
5
59
73
63
50
50
31
29
55
50
19
24
38
59
70
70
1
13
96
96
24
-0.011222
ZWS
2017-04-14T00:00:00
41
31
96
51
5
53
57
81
51
51
35
29
55
47
18
24
38
61
70
57
1
13
96
96
29
-0.034139
ZWS
2017-04-21T00:00:00
41
32
96
52
13
50
45
52
51
51
25
29
55
47
14
25
38
37
70
46
1
14
96
97
27
0.027608
ZWS
2017-04-28T00:00:00
40
29
96
54
23
70
80
13
57
57
17
28
56
48
15
25
38
22
71
78
1
14
96
98
42
0.077252
ZWS
2017-05-05T00:00:00
39
28
96
59
8
73
78
25
55
55
26
29
56
50
14
26
38
49
71
80
1
14
96
98
41
-0.007767
ZWS
2017-05-12T00:00:00
39
32
96
63
13
80
91
73
57
57
19
29
55
55
31
25
38
37
71
90
1
15
95
98
44
-0.050791
ZWS
2017-05-19T00:00:00
67
37
92
65
29
68
53
56
55
55
41
29
74
47
33
65
37
13
67
63
1
16
94
99
42
0.006505
ZWS
2017-05-26T00:00:00
67
37
93
66
31
67
57
68
52
52
41
29
73
47
33
66
37
12
67
65
1
20
95
99
39
-0.005644
ZWS
2017-06-02T00:00:00
67
34
92
66
11
64
54
30
51
51
55
29
73
48
29
65
37
40
68
61
3
22
94
98
41
0.027007
ZWS
2017-06-09T00:00:00
68
35
92
66
12
46
33
72
48
48
53
29
73
48
30
64
37
36
68
36
2
20
95
99
39
-0.016937
ZWS
2017-06-16T00:00:00
68
33
92
67
6
57
44
36
47
47
64
29
73
48
31
64
37
54
68
49
3
22
95
97
39
0.015053
ZWS
2017-06-23T00:00:00
68
38
92
67
36
78
86
74
45
45
38
29
73
48
45
63
37
4
68
85
3
25
94
99
41
-0.022512
ZWS
2017-06-30T00:00:00
68
34
92
66
6
75
81
53
44
44
62
29
73
47
48
63
37
50
68
81
3
28
93
99
37
0.009139
ZWS
2017-07-07T00:00:00
69
38
93
67
28
57
38
80
38
38
71
29
73
51
52
64
37
13
68
47
3
23
93
98
34
-0.019381
ZWS
2017-07-14T00:00:00
67
34
92
67
6
65
50
14
48
48
76
29
73
49
38
63
37
52
69
60
10
19
97
98
54
0.060584
ZWS
2017-07-21T00:00:00
67
34
93
66
5
62
43
42
45
45
76
29
73
48
43
63
37
55
69
53
20
50
77
90
50
-0.010362
ZWS
2017-07-28T00:00:00
67
34
93
65
5
66
65
71
45
45
76
29
73
49
54
63
37
52
68
68
17
50
69
85
49
-0.025869
ZWS
2017-08-04T00:00:00
61
34
92
45
26
56
38
9
52
52
73
28
63
50
45
57
36
14
88
46
27
83
65
78
52
0.070725
ZWS
2017-08-11T00:00:00
61
35
92
44
28
67
56
47
53
53
72
29
63
54
43
56
36
14
88
64
20
71
53
86
51
-0.04606
ZWS
2017-08-18T00:00:00
61
32
92
44
6
59
34
43
52
52
85
28
64
54
44
55
36
54
88
46
21
68
52
87
50
-0.007517
ZWS
2017-08-25T00:00:00
61
33
93
44
6
62
35
65
50
50
84
29
63
54
42
55
36
51
88
48
23
54
66
76
45
0.004633
ZWS
2017-09-01T00:00:00
61
36
93
44
34
49
27
54
48
48
69
29
64
54
54
55
36
8
88
34
18
52
60
83
47
0.009224
ZWS
2017-09-08T00:00:00
60
32
93
44
4
73
80
26
47
47
88
28
64
55
54
55
36
62
88
80
20
52
65
84
48
0.013358
ZWS
2017-09-15T00:00:00
61
34
93
44
9
63
67
47
44
44
82
29
63
55
63
55
36
45
88
68
27
79
42
83
49
0.009886
ZWS
2017-09-22T00:00:00
60
33
93
44
25
51
34
25
42
42
72
28
64
55
40
55
36
19
89
40
28
75
43
81
48
0.031859
ZWS
2017-09-29T00:00:00
60
34
93
44
25
78
91
45
39
39
73
28
64
55
49
55
36
20
89
88
27
78
40
73
51
0.004328
ZWS
2017-10-06T00:00:00
60
33
93
44
7
70
63
40
38
38
81
28
64
66
48
55
36
50
88
70
27
79
37
75
50
0.013755
ZWS
2017-10-13T00:00:00
60
33
92
44
10
67
58
32
33
33
77
28
64
65
61
55
36
44
89
64
26
79
37
74
52
0.009318
ZWS
2017-10-20T00:00:00
60
32
92
44
6
67
52
46
29
29
69
28
64
65
63
55
36
53
89
61
27
79
38
72
53
-0.004211
ZWS
2017-10-27T00:00:00
60
32
92
44
4
66
50
56
29
29
71
28
65
64
64
55
36
62
89
60
26
83
38
72
55
-0.008865
ZWS
2017-11-03T00:00:00
64
36
91
38
28
71
73
66
28
28
47
29
66
57
75
43
36
15
87
75
25
84
34
73
52
-0.013293
ZWS
2017-11-10T00:00:00
65
37
92
37
12
69
58
82
34
34
52
29
66
58
66
43
36
39
86
67
10
79
31
59
53
-0.04815
ZWS
2017-11-17T00:00:00
65
37
92
37
9
74
75
83
33
33
55
29
66
58
68
41
36
46
86
79
10
70
31
61
53
-0.007077
ZWS
2017-11-24T00:00:00
66
40
92
36
35
67
62
87
32
32
42
30
67
58
59
40
36
11
86
68
8
74
28
62
49
-0.003784
ZWS
2017-12-01T00:00:00
65
38
92
37
29
68
62
42
32
32
44
29
67
58
75
40
36
17
86
68
11
69
27
60
88
0.028175
ZWS
2017-12-08T00:00:00
65
36
92
37
7
72
71
31
30
30
60
29
66
58
69
40
36
55
86
75
13
70
24
61
90
0.007731
ZWS
2017-12-15T00:00:00
65
37
92
37
8
68
64
63
29
29
58
29
66
58
84
40
36
50
86
68
13
77
20
60
93
-0.01381
ZWS
2017-12-22T00:00:00
64
35
92
37
18
67
56
15
39
39
49
29
67
58
76
40
36
31
86
63
25
84
9
71
89
0.058346
ZWS
2017-12-29T00:00:00
63
34
91
37
9
64
43
17
37
37
56
29
67
56
69
40
36
45
86
55
25
81
9
79
97
0.009311
ZWS
2018-01-05T00:00:00
63
36
91
37
18
44
28
32
32
32
70
29
67
52
68
39
36
30
86
32
21
88
11
51
88
0.011895
ZWS
2018-01-12T00:00:00
63
32
91
37
4
37
20
15
37
37
81
28
67
49
55
39
36
65
86
25
27
92
7
47
92
0.057337
ZWS
2018-01-19T00:00:00
61
32
91
37
34
33
17
9
33
33
59
28
67
74
44
39
36
10
86
21
26
90
8
46
86
0.033051
ZWS
2018-01-26T00:00:00
62
33
91
37
22
48
39
32
32
32
67
28
67
74
42
39
36
25
86
41
26
88
6
46
75
-0.006223
ZWS
2018-02-02T00:00:00
93
46
87
54
28
54
55
9
27
27
94
28
59
47
40
12
38
18
88
55
31
92
3
51
82
0.00663
ZWS
2018-02-09T00:00:00
92
48
87
54
18
45
35
55
37
37
97
29
59
47
47
12
38
31
88
37
11
77
2
74
80
-0.068135
ZWS
2018-02-16T00:00:00
91
47
87
54
36
66
78
33
36
36
93
29
59
48
44
13
38
8
88
75
11
78
3
73
68
0.042881
ZWS
2018-02-23T00:00:00
89
44
87
54
15
69
81
15
36
36
98
28
59
49
35
13
38
34
88
79
9
77
3
88
66
0.037202
ZWS
2018-03-02T00:00:00
86
44
88
52
18
64
70
52
36
36
98
28
59
52
31
14
38
32
88
69
9
82
3
91
64
-0.031729
ZWS
2018-03-09T00:00:00
84
41
88
53
17
74
85
9
44
44
98
28
59
53
21
14
37
35
87
84
13
96
9
85
82
0.092606
ZWS
2018-03-16T00:00:00
84
43
88
52
32
81
90
59
46
46
96
28
59
55
21
14
37
13
87
89
12
97
8
89
92
-0.036168
ZWS
2018-03-23T00:00:00
83
42
88
51
24
76
79
29
42
42
98
28
59
55
24
14
37
24
87
81
14
96
11
87
88
-0.014882
ZWS
2018-03-30T00:00:00
83
40
88
51
5
85
91
29
40
40
100
28
59
54
23
14
38
62
86
91
13
96
8
86
89
0.018865
ZWS
2018-04-06T00:00:00
82
42
88
51
24
79
68
53
40
40
97
28
59
56
27
14
38
26
87
78
13
95
11
94
91
-0.018516
ZWS
2018-04-13T00:00:00
82
39
88
51
6
80
75
19
41
41
100
28
59
53
29
14
38
60
87
81
12
91
27
99
93
0.039465
ZWS
2018-04-20T00:00:00
82
41
88
51
24
85
88
43
38
38
95
28
59
53
29
14
38
25
86
89
13
92
24
99
94
0.001321
ZWS
2018-04-27T00:00:00
85
45
88
53
15
82
66
88
47
47
98
29
60
54
31
14
38
39
86
79
16
80
54
99
92
-0.070278
ZWS
2018-05-04T00:00:00
87
46
88
58
23
88
92
89
45
45
98
29
61
56
45
14
38
27
87
92
16
77
48
99
93
-0.023379
ZWS
2018-05-11T00:00:00
90
42
87
63
7
84
72
46
46
46
100
29
61
60
42
12
38
58
87
82
15
65
58
99
89
0.053767
ZWS
2018-05-18T00:00:00
23
29
39
78
32
87
79
42
40
40
24
29
67
64
44
26
45
14
84
87
15
66
54
98
89
0.006169
ZWS
2018-05-25T00:00:00
23
30
39
78
42
89
86
58
39
39
19
29
67
64
51
26
45
3
84
92
15
62
51
99
86
-0.009594
ZWS
2018-06-01T00:00:00
23
29
40
79
34
87
63
34
41
41
25
29
67
64
51
26
46
15
84
81
16
67
53
99
85
0.026293
ZWS
2018-06-08T00:00:00
23
28
39
79
16
89
86
21
39
39
35
28
67
64
50
26
46
36
84
91
15
66
50
99
87
0.030658
ZWS
2018-06-15T00:00:00
23
29
39
80
30
86
71
58
40
40
27
29
67
65
59
27
46
19
83
82
17
70
46
99
89
-0.026441
ZWS
2018-06-22T00:00:00
23
27
39
80
6
69
25
30
37
37
45
29
67
65
68
27
46
62
84
46
18
74
43
99
89
0.022137
ZWS
2018-06-29T00:00:00
23
29
39
80
38
60
18
74
40
40
23
29
67
65
71
27
46
14
84
36
17
63
45
99
88
-0.044976
ZWS
2018-07-06T00:00:00
23
30
40
80
34
74
43
85
35
35
6
29
67
69
80
26
46
17
84
61
20
64
40
99
89
-0.010361
ZWS
2018-07-13T00:00:00
23
28
40
80
7
72
49
66
34
34
16
29
68
67
76
26
46
63
84
63
20
60
41
99
89
0.00798
ZWS
2018-07-20T00:00:00
23
29
39
80
39
70
40
28
33
33
5
29
68
67
79
27
46
12
84
57
19
60
43
99
89
0.026947
ZWS
2018-07-27T00:00:00
23
27
39
79
23
75
61
17
30
30
10
28
67
67
76
26
46
32
84
72
18
61
43
99
90
0.012731
ZWS
2018-08-03T00:00:00
38
24
90
41
23
79
74
58
29
29
36
29
60
56
70
99
45
30
81
81
18
55
42
99
91
-0.019205
ZWS
2018-08-10T00:00:00
37
26
90
39
13
71
52
78
29
29
41
29
60
59
80
99
45
45
81
64
19
61
43
99
91
-0.028411
ZWS
2018-08-17T00:00:00
37
26
89
39
25
75
65
64
27
27
36
29
60
60
77
99
45
30
80
74
19
61
44
99
91
0.002418
ZWS
2018-08-24T00:00:00
37
25
89
39
6
64
35
78
26
26
47
30
60
60
80
99
45
66
80
48
19
57
52
99
90
-0.003436
ZWS
2018-08-31T00:00:00
37
25
89
38
45
54
22
48
26
26
27
30
60
61
79
99
45
8
80
35
16
58
62
98
89
0.011445
ZWS
2018-09-07T00:00:00
37
27
89
38
40
58
27
51
23
23
29
29
60
61
82
99
45
15
81
40
17
59
61
98
89
-0.007543
ZWS
2018-09-14T00:00:00
36
22
89
38
24
69
57
8
35
35
37
28
60
61
73
99
45
33
82
67
14
62
50
97
86
0.070452
ZWS
2018-09-21T00:00:00
36
21
89
38
17
77
73
8
34
34
40
28
60
61
71
99
45
41
82
80
13
64
63
99
84
0.033044
ZWS
2018-09-28T00:00:00
36
21
89
38
7
68
46
40
35
35
47
28
60
61
71
99
45
64
81
58
14
70
63
98
88
-0.033243
ZWS
2018-10-05T00:00:00
36
20
88
38
26
55
31
11
34
34
33
28
60
82
53
99
45
30
82
40
14
71
64
99
92
0.023995
ZWS
2018-10-12T00:00:00
37
24
89
38
37
55
40
88
54
54
30
29
60
82
76
99
45
18
81
46
9
37
79
98
81
-0.139796
ZWS
2018-10-19T00:00:00
37
25
90
38
25
51
28
89
54
54
51
30
60
82
81
99
45
33
81
37
9
45
77
98
82
-0.049049
ZWS
2018-10-26T00:00:00
37
27
89
38
24
54
36
84
52
52
50
30
60
82
80
99
45
32
81
44
7
45
78
98
89
-0.050355
ZWS
2018-11-02T00:00:00
28
77
62
53
48
55
42
13
64
64
25
28
59
61
66
81
44
6
71
47
9
36
73
94
91
0.155896
ZWS
2018-11-09T00:00:00
27
76
62
53
47
78
85
14
62
62
22
28
59
63
69
80
43
7
69
85
9
35
77
93
91
0.025428
ZWS
2018-11-16T00:00:00
28
75
61
53
10
84
91
21
60
60
40
28
59
63
69
74
43
58
69
92
7
27
69
93
85
-0.001378
ZWS
2018-11-23T00:00:00
27
76
62
53
15
76
77
66
60
60
37
28
59
63
76
74
43
46
68
80
7
19
73
94
61
-0.056923
ZWS
2018-11-30T00:00:00
27
76
61
53
8
85
91
36
59
59
43
28
59
62
70
73
43
65
69
92
2
14
78
94
59
0.035107
ZWS
2018-12-07T00:00:00
27
77
62
53
28
44
25
78
62
62
30
29
59
62
74
74
43
30
69
31
2
15
78
96
52
-0.09498
ZWS
2018-12-14T00:00:00
27
77
62
53
40
36
18
56
60
60
24
28
60
63
74
73
43
15
69
24
2
21
75
92
51
-0.003945
ZWS
2018-12-21T00:00:00
28
78
62
53
40
34
17
76
59
59
24
29
60
62
75
73
43
14
69
22
2
19
68
93
42
-0.119142