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
⌀
ZXAIY
2013-09-27T00:00:00
93
92
64
56
73
11
40
5
78
78
34
54
86
77
9
72
82
92
28
22
92
66
93
58
67
0.036111
ZXAIY
2013-10-04T00:00:00
93
91
65
56
66
50
92
6
77
77
42
54
86
77
9
72
82
92
28
74
92
76
92
59
66
0.045576
ZXAIY
2013-10-11T00:00:00
92
91
64
56
37
39
87
43
77
77
56
55
86
75
9
72
82
92
29
66
93
72
91
58
67
-0.028205
ZXAIY
2013-10-18T00:00:00
92
90
65
56
29
37
84
29
72
72
55
55
86
73
8
72
82
92
28
63
92
71
91
58
66
0.031662
ZXAIY
2013-10-25T00:00:00
92
92
65
55
44
45
89
87
74
74
52
55
86
75
12
73
82
92
28
71
93
76
95
55
64
-0.079284
ZXAIY
2013-11-01T00:00:00
92
91
64
54
68
35
64
11
75
75
74
54
86
77
5
74
82
92
28
50
93
69
93
51
70
0.094444
ZXAIY
2013-11-08T00:00:00
93
91
64
52
68
62
96
33
73
73
83
54
86
76
7
75
82
92
28
83
95
67
98
51
69
-0.002538
ZXAIY
2013-11-15T00:00:00
93
89
65
51
27
68
97
68
72
72
100
55
86
71
6
93
82
92
55
86
92
62
94
58
79
-0.025445
ZXAIY
2013-11-22T00:00:00
89
91
66
86
48
73
96
85
70
70
52
55
86
63
6
95
81
92
52
88
91
66
93
57
74
-0.028721
ZXAIY
2013-11-29T00:00:00
89
93
66
86
54
75
96
100
88
88
46
58
86
65
50
94
82
92
51
88
87
89
71
64
46
-0.333333
ZXAIY
2013-12-06T00:00:00
89
93
66
86
38
71
91
100
88
88
64
58
86
58
69
94
81
92
50
85
78
91
74
66
40
-0.104839
ZXAIY
2013-12-13T00:00:00
89
93
66
87
50
72
88
94
87
87
52
58
86
62
69
94
81
92
51
84
78
90
75
69
35
-0.009009
ZXAIY
2013-12-20T00:00:00
89
93
66
87
63
56
40
67
87
87
40
58
86
67
58
94
81
92
51
47
77
93
72
68
30
0.059091
ZXAIY
2013-12-27T00:00:00
89
94
66
87
80
78
91
29
87
87
28
58
86
72
58
94
81
92
51
88
67
87
68
79
36
0.04721
ZXAIY
2014-01-03T00:00:00
89
93
66
87
56
77
83
24
86
86
48
58
86
64
41
94
81
92
51
84
62
87
73
84
36
0.028689
ZXAIY
2014-01-10T00:00:00
89
93
66
87
39
75
49
22
85
85
63
58
86
58
48
94
81
92
52
63
63
87
70
83
35
0.023904
ZXAIY
2014-01-17T00:00:00
89
93
66
87
45
70
33
12
84
84
60
58
86
59
49
94
81
92
51
52
61
88
68
83
35
0.050584
ZXAIY
2014-01-24T00:00:00
89
92
66
87
48
7
2
4
84
84
18
57
86
61
34
94
81
92
51
3
55
93
72
62
22
0.074074
ZXAIY
2014-01-31T00:00:00
89
93
66
86
43
7
2
26
84
84
23
57
86
66
49
94
81
92
51
4
53
91
71
62
20
-0.034483
ZXAIY
2014-02-07T00:00:00
89
94
66
87
64
7
2
82
80
80
8
58
86
75
61
94
82
92
51
3
73
88
72
53
24
-0.089286
ZXAIY
2014-02-14T00:00:00
89
93
66
87
42
8
3
43
77
77
22
58
86
66
62
94
81
92
52
4
71
86
76
56
33
0.070588
ZXAIY
2014-02-21T00:00:00
89
93
66
86
33
9
14
78
77
77
28
58
86
60
71
93
81
92
52
9
70
88
75
64
41
-0.021978
ZXAIY
2014-02-28T00:00:00
89
94
66
86
76
8
24
95
78
78
2
59
86
78
70
92
81
92
52
11
73
90
76
54
48
-0.06367
ZXAIY
2014-03-07T00:00:00
89
93
66
86
70
8
45
15
82
82
3
58
86
77
66
67
82
92
40
22
93
91
81
63
48
0.172
ZXAIY
2014-03-14T00:00:00
89
93
67
86
25
9
66
95
85
85
31
59
86
53
74
67
82
92
40
35
90
83
89
79
33
-0.136519
ZXAIY
2014-03-21T00:00:00
89
94
67
85
37
25
84
56
84
84
16
59
86
64
73
68
82
92
40
57
89
82
89
78
34
0.027668
ZXAIY
2014-03-28T00:00:00
89
94
67
85
57
17
77
42
83
83
8
58
86
73
51
69
82
92
40
47
86
80
88
84
44
0.019231
ZXAIY
2014-04-04T00:00:00
88
94
67
84
64
10
29
76
83
83
7
58
86
75
54
69
82
92
40
15
88
81
89
85
43
-0.041509
ZXAIY
2014-04-11T00:00:00
88
94
67
84
42
14
54
68
82
82
20
58
86
66
57
69
82
92
40
31
88
81
89
86
47
-0.03937
ZXAIY
2014-04-18T00:00:00
88
94
67
84
47
11
30
86
81
81
20
59
86
68
58
69
82
92
40
17
83
88
73
76
49
-0.004098
ZXAIY
2014-04-25T00:00:00
88
94
67
85
69
7
6
76
80
80
43
59
86
73
66
69
82
92
40
5
82
88
72
76
50
-0.020576
ZXAIY
2014-05-02T00:00:00
86
94
68
40
50
29
70
80
78
78
16
59
86
63
47
65
80
93
35
50
83
90
72
76
49
-0.016807
ZXAIY
2014-05-09T00:00:00
87
94
68
44
69
10
12
85
77
77
4
59
86
71
44
83
79
93
36
8
78
91
66
80
47
-0.059829
ZXAIY
2014-05-16T00:00:00
88
94
66
58
47
12
31
73
70
70
10
59
86
60
52
79
79
93
36
17
76
91
67
78
49
0.004545
ZXAIY
2014-05-23T00:00:00
88
94
65
58
74
18
62
52
63
63
13
59
53
67
59
80
79
93
36
37
82
93
74
76
51
0.027149
ZXAIY
2014-05-30T00:00:00
88
94
65
58
39
13
28
34
62
62
22
59
53
57
44
80
79
93
35
16
81
90
73
63
50
0.017181
ZXAIY
2014-06-06T00:00:00
88
94
66
58
67
12
34
88
60
60
15
60
53
65
44
79
79
93
36
18
83
90
67
71
47
-0.034214
ZXAIY
2014-06-13T00:00:00
88
94
65
59
26
10
20
40
61
61
29
59
53
50
33
79
79
93
36
11
82
85
64
67
48
0.029596
ZXAIY
2014-06-20T00:00:00
88
94
65
59
56
9
22
91
61
61
17
60
53
62
51
75
79
93
36
12
80
84
64
57
48
-0.037456
ZXAIY
2014-06-27T00:00:00
88
94
65
59
66
9
19
75
60
60
15
60
53
65
60
75
79
93
37
11
81
84
64
57
48
0
ZXAIY
2014-07-04T00:00:00
88
94
65
59
55
9
14
66
60
60
18
60
53
62
73
75
79
93
37
9
78
84
41
58
51
0.0181
ZXAIY
2014-07-11T00:00:00
88
94
65
59
33
10
18
82
61
61
24
60
53
55
68
75
79
93
37
11
78
85
54
70
42
-0.053333
ZXAIY
2014-07-18T00:00:00
88
94
65
59
78
10
27
28
61
61
12
60
53
67
69
75
79
93
37
16
77
87
63
65
43
0.032864
ZXAIY
2014-07-25T00:00:00
88
94
65
58
77
12
38
3
76
76
12
59
53
67
55
75
79
93
37
21
75
88
60
73
54
0.131818
ZXAIY
2014-08-01T00:00:00
87
94
65
55
27
10
15
58
81
81
29
59
53
53
43
75
79
93
36
10
72
80
61
73
54
-0.108434
ZXAIY
2014-08-08T00:00:00
86
94
65
54
72
10
40
58
79
79
15
59
53
65
25
75
79
92
36
21
70
38
94
54
76
0
ZXAIY
2014-08-15T00:00:00
86
94
64
53
60
7
11
86
77
77
18
60
77
62
25
76
80
93
36
6
89
31
89
51
79
-0.022523
ZXAIY
2014-08-22T00:00:00
85
94
62
64
29
8
15
19
78
78
26
60
80
56
19
72
78
93
37
8
85
32
90
45
79
0.0553
ZXAIY
2014-08-29T00:00:00
85
94
62
64
40
8
22
90
78
78
22
60
80
62
20
73
78
93
37
11
83
39
83
48
76
-0.048035
ZXAIY
2014-09-05T00:00:00
85
94
62
64
55
7
12
74
77
77
19
60
80
68
25
76
78
93
42
7
86
46
88
43
76
0
ZXAIY
2014-09-12T00:00:00
85
94
62
64
78
11
47
97
79
79
13
61
80
75
16
76
78
93
42
26
86
41
73
43
75
-0.087156
ZXAIY
2014-09-19T00:00:00
85
94
61
64
27
37
93
99
82
82
26
62
80
56
20
75
78
93
41
68
84
38
57
64
51
-0.125628
ZXAIY
2014-09-26T00:00:00
85
95
61
64
34
15
51
82
81
81
24
61
80
59
17
76
78
93
41
30
87
45
49
61
42
0.005747
ZXAIY
2014-10-03T00:00:00
85
94
61
64
27
18
45
76
75
75
33
61
80
53
11
75
78
93
41
26
88
33
40
88
53
-0.005714
ZXAIY
2014-10-10T00:00:00
85
95
61
64
75
17
25
83
74
74
14
61
80
75
15
75
78
93
42
17
82
34
39
87
49
-0.097701
ZXAIY
2014-10-17T00:00:00
85
95
62
64
56
26
68
66
76
76
22
61
80
68
14
75
78
93
42
44
80
44
35
90
48
0.036306
ZXAIY
2014-10-24T00:00:00
85
95
62
63
72
14
19
82
74
74
16
62
80
72
24
75
78
93
41
12
82
51
31
93
43
0.001844
ZXAIY
2014-10-31T00:00:00
85
95
61
62
60
15
19
94
71
71
21
62
79
67
22
75
78
93
41
13
88
67
24
87
52
-0.07362
ZXAIY
2014-11-07T00:00:00
84
95
61
60
75
9
6
91
68
68
16
63
79
72
21
74
77
93
41
5
88
63
30
93
51
-0.02649
ZXAIY
2014-11-14T00:00:00
34
95
47
73
46
6
3
99
77
77
15
63
71
59
50
81
77
94
42
3
61
69
15
90
19
-0.176871
ZXAIY
2014-11-21T00:00:00
34
94
47
73
30
7
6
78
80
80
19
63
71
52
60
77
77
94
43
4
59
78
10
76
20
0.072727
ZXAIY
2014-11-28T00:00:00
34
95
47
73
58
8
11
28
81
81
12
62
71
65
82
76
77
94
44
8
69
70
14
52
22
0.093991
ZXAIY
2014-12-05T00:00:00
34
94
47
73
59
7
11
46
80
80
12
63
71
66
86
77
77
94
44
7
72
72
16
53
17
-0.028169
ZXAIY
2014-12-12T00:00:00
34
95
47
73
71
9
17
96
85
85
9
63
71
71
87
77
77
94
43
11
27
70
31
85
11
-0.210145
ZXAIY
2014-12-19T00:00:00
34
94
47
73
46
9
15
96
83
83
15
63
71
60
84
77
77
94
43
10
21
67
29
79
11
-0.009174
ZXAIY
2014-12-26T00:00:00
34
95
47
73
79
7
8
69
84
84
7
63
71
73
83
77
77
94
43
6
18
54
24
82
4
0.055556
ZXAIY
2015-01-02T00:00:00
34
94
47
73
29
8
8
10
84
84
21
63
71
53
79
77
77
94
44
7
15
57
46
89
3
0.087719
ZXAIY
2015-01-09T00:00:00
34
95
47
73
70
4
2
19
83
83
9
63
71
75
68
77
77
94
43
2
19
59
48
81
5
0.024194
ZXAIY
2015-01-16T00:00:00
34
94
47
73
46
5
5
83
84
84
17
63
71
70
64
77
77
94
44
4
19
69
47
81
6
-0.102362
ZXAIY
2015-01-23T00:00:00
34
94
47
74
29
9
40
90
81
81
26
63
71
65
67
77
77
94
43
23
20
71
49
79
8
-0.04386
ZXAIY
2015-01-30T00:00:00
34
94
47
73
29
9
27
68
80
80
29
63
71
63
63
77
77
94
43
16
22
67
57
83
6
0
ZXAIY
2015-02-06T00:00:00
34
94
47
74
41
6
6
18
79
79
20
63
71
70
59
77
77
94
43
5
22
70
58
84
5
0.082569
ZXAIY
2015-02-13T00:00:00
34
94
47
73
48
6
5
8
80
80
16
63
72
72
44
77
77
94
43
5
18
68
68
81
5
0.084746
ZXAIY
2015-02-20T00:00:00
35
94
47
73
54
7
11
4
77
77
14
63
71
74
33
77
77
94
43
7
16
76
68
88
7
0.085938
ZXAIY
2015-02-27T00:00:00
35
94
47
72
31
8
55
41
78
78
22
63
71
68
37
77
77
94
43
28
18
79
70
88
9
-0.05036
ZXAIY
2015-03-06T00:00:00
36
94
47
72
70
10
61
7
77
77
10
63
62
77
25
78
77
94
43
33
22
83
64
89
5
0.05303
ZXAIY
2015-03-13T00:00:00
36
93
47
71
28
8
15
30
75
75
27
63
61
64
21
79
77
94
43
9
22
83
63
87
6
-0.007194
ZXAIY
2015-03-20T00:00:00
37
94
47
71
29
7
12
33
74
74
26
63
61
65
15
90
77
94
47
8
22
83
64
85
6
0.010145
ZXAIY
2015-03-27T00:00:00
37
95
47
70
60
8
21
98
80
80
12
64
61
75
25
90
77
94
47
12
24
87
49
83
12
-0.153515
ZXAIY
2015-04-03T00:00:00
37
94
48
70
42
8
58
98
80
80
17
64
61
72
27
90
77
94
47
27
24
90
52
73
5
-0.050847
ZXAIY
2015-04-10T00:00:00
38
94
48
70
47
13
80
23
85
85
16
63
62
73
13
90
77
94
47
45
22
85
47
70
10
0.178571
ZXAIY
2015-04-17T00:00:00
37
94
49
16
29
21
88
19
84
84
34
66
66
64
10
72
79
71
53
57
21
85
45
73
9
0.015152
ZXAIY
2015-04-24T00:00:00
37
94
49
16
64
15
84
28
83
83
10
66
66
75
10
72
79
72
53
50
20
85
43
71
9
0.007463
ZXAIY
2015-05-01T00:00:00
37
94
49
16
30
24
92
32
81
81
30
66
66
53
8
72
79
72
53
60
23
85
42
76
9
0
ZXAIY
2015-05-08T00:00:00
38
94
48
17
51
24
82
90
82
82
14
66
76
71
13
74
79
72
53
53
22
74
36
79
9
-0.111111
ZXAIY
2015-05-15T00:00:00
38
94
48
17
32
24
75
54
82
82
18
66
75
61
6
74
79
73
54
49
22
77
38
77
9
0.041667
ZXAIY
2015-05-22T00:00:00
52
90
77
75
30
10
14
84
81
81
55
65
81
53
7
96
78
90
50
10
21
79
44
76
9
-0.016
ZXAIY
2015-05-29T00:00:00
52
90
76
76
59
7
9
3
84
84
33
64
81
75
6
99
78
90
58
6
23
91
44
55
28
0.146341
ZXAIY
2015-06-05T00:00:00
53
90
77
76
31
19
79
92
86
86
49
65
81
60
13
99
78
90
58
49
21
81
51
48
37
-0.12766
ZXAIY
2015-06-12T00:00:00
53
90
77
77
31
21
75
65
85
85
49
65
81
60
12
99
78
90
58
47
21
80
54
48
37
0.01626
ZXAIY
2015-06-19T00:00:00
53
90
77
77
51
22
69
58
83
83
36
65
81
73
12
99
78
90
58
43
20
81
55
49
39
0.012
ZXAIY
2015-06-26T00:00:00
54
91
77
77
32
25
76
95
83
83
47
65
82
63
12
99
78
90
58
49
16
79
51
44
32
-0.098814
ZXAIY
2015-07-03T00:00:00
53
91
77
77
33
10
23
57
83
83
45
65
82
66
11
98
78
90
58
13
22
80
59
42
34
0.026316
ZXAIY
2015-07-10T00:00:00
55
92
77
77
51
14
41
100
89
89
35
67
81
75
35
98
78
90
58
23
21
60
65
53
24
-0.247863
ZXAIY
2015-07-17T00:00:00
56
92
77
76
30
14
24
93
89
89
50
66
81
59
29
98
78
90
58
16
21
58
64
54
22
0
ZXAIY
2015-07-24T00:00:00
56
92
77
76
29
47
94
96
88
88
54
67
82
52
24
98
78
90
58
74
14
54
60
48
48
-0.090909
ZXAIY
2015-07-31T00:00:00
55
93
77
75
32
15
13
94
87
87
45
67
82
64
29
99
78
90
58
11
14
48
59
51
47
-0.0375
ZXAIY
2015-08-07T00:00:00
52
91
77
74
30
17
22
7
93
93
49
65
81
56
11
99
78
89
58
16
16
28
82
27
64
0.337662
ZXAIY
2015-08-14T00:00:00
52
92
78
73
49
20
39
48
93
93
35
66
81
74
19
99
77
89
58
26
11
23
78
29
65
-0.087379
ZXAIY
2015-08-21T00:00:00
37
100
53
40
31
11
7
2
92
92
27
65
83
60
12
82
78
92
50
7
52
39
72
8
94
0.079787