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
2017-07-28T00:00:00
69
100
72
18
63
96
86
31
71
71
65
63
88
74
78
12
71
68
48
93
71
55
63
90
61
0.023121
ZXAIY
2017-08-04T00:00:00
68
100
72
18
64
99
98
65
69
69
65
63
88
75
76
13
71
68
45
99
69
44
64
90
61
-0.016949
ZXAIY
2017-08-11T00:00:00
68
100
72
18
46
97
78
57
67
67
68
63
88
67
70
12
71
67
46
91
66
56
73
88
61
-0.022989
ZXAIY
2017-08-18T00:00:00
68
100
72
18
78
94
52
42
61
61
60
63
87
79
82
35
71
67
45
78
67
63
74
87
64
0.005882
ZXAIY
2017-08-25T00:00:00
39
100
26
48
37
95
38
98
71
71
50
64
88
63
93
88
70
91
42
71
79
68
76
90
52
-0.122807
ZXAIY
2017-09-01T00:00:00
39
100
26
48
45
84
17
99
74
74
41
65
88
68
94
90
70
91
41
50
80
89
85
81
62
-0.106667
ZXAIY
2017-09-08T00:00:00
39
100
26
48
43
94
67
86
74
74
42
64
88
67
96
90
70
91
41
85
82
75
98
80
55
0.021642
ZXAIY
2017-09-15T00:00:00
39
100
26
48
71
87
24
96
71
71
30
65
88
78
97
90
70
91
41
57
82
82
100
76
63
-0.021183
ZXAIY
2017-09-22T00:00:00
39
100
25
49
61
91
54
52
70
70
34
65
88
75
96
90
70
91
41
77
80
82
100
77
64
0.029851
ZXAIY
2017-09-29T00:00:00
38
100
26
49
29
84
46
80
69
69
46
65
88
58
96
90
70
91
41
69
82
89
100
55
75
-0.007246
ZXAIY
2017-10-06T00:00:00
38
100
26
49
75
82
45
97
68
68
29
65
88
79
98
90
70
91
41
66
84
95
100
56
84
-0.058394
ZXAIY
2017-10-13T00:00:00
39
100
26
49
60
83
58
85
68
68
32
65
88
74
98
90
70
92
41
73
83
95
100
55
84
0
ZXAIY
2017-10-20T00:00:00
38
100
26
49
45
41
9
93
67
67
20
66
88
67
98
89
70
92
41
22
86
98
100
61
86
-0.046512
ZXAIY
2017-10-27T00:00:00
38
100
26
48
31
22
3
87
65
65
26
66
88
59
98
90
70
91
41
10
85
98
100
60
86
-0.031707
ZXAIY
2017-11-03T00:00:00
38
100
25
47
29
29
4
92
61
61
27
66
88
55
98
90
70
92
41
13
85
98
99
62
87
-0.051217
ZXAIY
2017-11-10T00:00:00
38
100
26
45
75
24
3
22
67
67
20
66
86
80
99
90
70
92
41
10
93
99
100
67
82
0.09646
ZXAIY
2017-11-17T00:00:00
38
100
26
44
49
30
8
2
82
82
28
64
86
69
97
89
70
92
44
15
97
100
99
56
84
0.242938
ZXAIY
2017-11-24T00:00:00
38
100
26
44
79
23
10
3
81
81
19
64
86
81
94
90
70
91
45
13
98
100
99
54
85
0.058442
ZXAIY
2017-12-01T00:00:00
38
100
26
44
46
18
4
49
82
82
29
65
86
68
86
90
70
91
44
8
97
100
100
46
96
-0.079755
ZXAIY
2017-12-08T00:00:00
39
100
78
49
28
20
9
90
84
84
57
65
79
58
91
92
69
92
38
12
93
99
100
38
90
-0.133333
ZXAIY
2017-12-15T00:00:00
39
100
78
49
39
16
6
65
83
83
52
65
79
64
86
92
69
92
38
9
93
97
100
42
81
0.038462
ZXAIY
2017-12-22T00:00:00
39
100
78
49
67
16
9
96
84
84
40
66
79
77
90
92
69
92
37
11
87
95
100
30
81
-0.096296
ZXAIY
2017-12-29T00:00:00
39
100
78
49
27
15
7
92
83
83
60
66
79
54
92
92
69
92
37
9
87
98
100
23
74
-0.003279
ZXAIY
2018-01-05T00:00:00
39
100
77
49
79
23
46
14
88
88
39
65
79
81
75
92
69
92
39
31
84
96
100
34
38
0.241776
ZXAIY
2018-01-12T00:00:00
39
100
78
50
66
67
89
81
88
88
46
66
79
76
78
92
69
92
38
82
81
92
100
35
28
-0.119205
ZXAIY
2018-01-19T00:00:00
39
100
78
50
59
75
89
56
87
87
47
66
79
74
71
92
69
92
38
85
81
92
100
37
27
0.007519
ZXAIY
2018-01-26T00:00:00
39
100
77
50
51
51
77
92
86
86
67
67
79
71
71
92
69
92
38
66
78
90
100
43
29
-0.023881
ZXAIY
2018-02-02T00:00:00
39
100
77
50
60
25
20
82
85
85
63
66
79
74
54
92
69
92
38
19
80
88
100
45
30
-0.074924
ZXAIY
2018-02-09T00:00:00
40
100
77
50
53
28
35
84
84
84
66
66
80
73
62
92
69
92
39
27
70
88
100
39
30
-0.066116
ZXAIY
2018-02-16T00:00:00
41
100
77
50
34
19
8
86
83
83
74
67
79
62
74
91
69
92
37
11
73
82
100
41
35
0.017699
ZXAIY
2018-02-23T00:00:00
42
100
78
50
31
16
6
24
83
83
77
66
80
61
69
90
69
92
34
8
69
85
100
32
35
0.057391
ZXAIY
2018-03-02T00:00:00
44
100
78
48
55
57
81
95
84
84
73
67
79
73
62
90
70
92
35
72
66
86
100
35
34
-0.103618
ZXAIY
2018-03-09T00:00:00
44
100
78
48
30
20
14
88
82
82
79
67
80
60
40
90
70
92
34
13
66
82
100
36
29
0.009174
ZXAIY
2018-03-16T00:00:00
71
78
76
25
27
19
35
32
77
77
63
67
87
59
39
84
69
67
41
24
67
80
100
29
17
0.063636
ZXAIY
2018-03-23T00:00:00
71
79
76
25
48
15
17
28
73
73
59
67
87
70
40
84
69
67
41
12
71
83
100
25
16
-0.025641
ZXAIY
2018-03-30T00:00:00
72
80
76
25
73
15
19
73
72
72
53
67
87
79
43
84
69
66
41
14
69
78
100
27
13
-0.035088
ZXAIY
2018-04-06T00:00:00
71
77
76
25
75
13
18
2
86
86
49
66
87
79
14
84
69
66
42
13
75
81
100
26
6
0.227273
ZXAIY
2018-04-13T00:00:00
71
78
76
24
44
12
16
27
85
85
57
66
87
67
15
73
69
66
59
11
75
81
100
22
5
-0.051852
ZXAIY
2018-04-20T00:00:00
71
77
76
24
60
17
49
6
84
84
50
66
87
74
21
73
69
66
60
30
74
79
100
25
4
0.054688
ZXAIY
2018-04-27T00:00:00
70
78
76
25
26
10
6
65
85
85
64
66
87
55
21
73
69
67
60
6
74
77
100
26
4
-0.036296
ZXAIY
2018-05-04T00:00:00
68
76
75
26
26
9
7
18
83
83
64
66
88
55
19
75
69
67
60
6
67
78
100
21
5
0.029977
ZXAIY
2018-05-11T00:00:00
66
78
74
29
62
16
44
20
81
81
54
66
88
75
8
75
69
68
60
26
64
63
99
27
3
0.037313
ZXAIY
2018-05-18T00:00:00
76
85
67
46
58
18
50
9
80
80
99
66
87
74
10
36
70
92
65
31
62
64
99
25
3
0.071942
ZXAIY
2018-05-25T00:00:00
76
88
68
47
77
15
23
91
84
84
98
67
87
80
18
36
70
93
65
16
62
52
98
44
2
-0.127517
ZXAIY
2018-06-01T00:00:00
76
87
68
47
26
62
97
71
84
84
100
67
87
57
10
35
70
93
66
85
63
53
98
45
2
0.030769
ZXAIY
2018-06-08T00:00:00
76
87
67
47
58
43
92
82
82
82
99
67
87
73
9
36
70
93
66
72
63
52
98
43
2
-0.006716
ZXAIY
2018-06-15T00:00:00
77
86
68
47
40
60
89
24
77
77
100
67
87
66
7
36
70
93
66
78
60
47
97
47
1
0.036814
ZXAIY
2018-06-22T00:00:00
76
92
68
47
55
46
77
100
94
94
100
70
87
73
69
36
70
93
60
64
58
16
98
49
3
-0.492754
ZXAIY
2018-06-29T00:00:00
76
92
68
47
26
58
83
99
94
94
100
70
87
57
66
37
70
93
61
74
56
15
98
50
3
-0.071429
ZXAIY
2018-07-06T00:00:00
76
92
68
48
64
65
88
69
94
94
99
69
87
77
66
36
70
93
62
79
52
17
98
50
3
0.246154
ZXAIY
2018-07-13T00:00:00
76
91
68
48
57
74
92
31
94
94
99
69
87
76
55
36
70
93
63
86
51
15
98
48
3
0.012346
ZXAIY
2018-07-20T00:00:00
76
92
68
47
68
32
28
40
94
94
98
69
87
79
59
36
70
93
62
26
49
15
98
45
4
0
ZXAIY
2018-07-27T00:00:00
76
92
68
46
66
42
37
83
94
94
98
69
87
77
59
37
69
92
61
37
47
7
99
56
3
-0.04878
ZXAIY
2018-08-03T00:00:00
75
92
68
45
76
40
30
49
94
94
96
69
87
82
65
39
69
92
61
33
46
7
99
57
3
0.012821
ZXAIY
2018-08-10T00:00:00
75
92
68
42
57
59
65
32
93
93
99
69
87
73
56
38
70
92
60
65
46
6
99
58
2
0.012658
ZXAIY
2018-08-17T00:00:00
39
91
27
43
29
4
1
44
93
93
57
69
86
59
63
80
69
92
64
2
46
6
98
61
3
0
ZXAIY
2018-08-24T00:00:00
39
92
27
43
57
3
1
11
92
92
40
69
87
77
73
81
69
92
64
1
45
5
98
61
3
0.0625
ZXAIY
2018-08-31T00:00:00
39
91
27
43
26
5
2
94
90
90
57
70
86
59
84
81
69
92
64
3
48
5
96
74
3
-0.094118
ZXAIY
2018-09-07T00:00:00
39
91
27
42
27
6
4
6
90
90
56
69
86
60
81
81
69
92
64
4
53
6
88
77
4
0.103896
ZXAIY
2018-09-14T00:00:00
39
92
27
42
29
6
17
92
86
86
47
69
86
69
90
81
69
92
64
9
59
8
79
65
6
-0.105882
ZXAIY
2018-09-21T00:00:00
39
90
27
42
28
5
13
2
92
92
51
69
86
65
59
81
69
92
65
7
58
13
80
79
12
0.25
ZXAIY
2018-09-28T00:00:00
39
90
27
42
37
6
28
5
91
91
39
68
87
77
52
81
69
92
65
14
58
12
80
78
11
0.031579
ZXAIY
2018-10-05T00:00:00
39
92
27
42
28
7
37
86
93
93
40
69
87
78
77
81
69
92
64
20
58
12
75
75
14
-0.214286
ZXAIY
2018-10-12T00:00:00
39
91
27
42
26
7
34
65
93
93
49
69
86
57
75
81
69
92
65
18
63
17
70
67
13
0
ZXAIY
2018-10-19T00:00:00
39
90
27
43
29
9
73
9
93
93
13
68
87
80
48
81
69
91
66
39
59
13
74
72
14
0.168831
ZXAIY
2018-10-26T00:00:00
39
91
27
42
26
6
11
59
94
94
27
68
87
68
48
81
69
91
65
6
50
9
73
80
6
-0.144444
ZXAIY
2018-11-02T00:00:00
39
90
27
41
25
12
78
74
93
93
39
68
87
54
52
81
69
91
64
43
55
11
76
79
6
0.012987
ZXAIY
2018-11-09T00:00:00
39
90
27
41
27
7
13
83
92
92
22
69
88
69
49
81
69
91
65
8
57
9
73
80
6
-0.012821
ZXAIY
2018-11-16T00:00:00
37
85
28
80
27
25
88
22
91
91
34
67
89
69
40
88
66
89
67
59
59
21
72
78
7
0.025974
ZXAIY
2018-11-23T00:00:00
37
82
28
80
24
31
87
1
92
92
44
67
89
53
10
88
66
89
68
62
62
32
66
66
17
0.113924
ZXAIY
2018-11-30T00:00:00
37
85
29
80
24
8
21
93
92
92
30
68
89
73
18
88
66
89
66
11
69
38
37
60
14
-0.181818
ZXAIY
2018-12-07T00:00:00
37
84
29
80
24
11
46
80
92
92
33
67
87
57
23
88
66
89
67
25
72
40
34
48
18
-0.027778
ZXAIY
2018-12-14T00:00:00
37
84
28
80
24
32
97
47
90
90
31
67
87
60
20
88
66
89
67
66
65
54
25
33
52
0.028571
ZXAIY
2018-12-21T00:00:00
37
84
28
80
25
15
47
40
87
87
19
66
87
77
8
88
67
88
67
29
65
59
35
34
63
-0.069444
ZXAIY
2018-12-28T00:00:00
37
83
28
80
24
13
29
9
84
84
24
66
87
69
7
88
67
88
68
18
64
60
37
29
68
0.074627
ZXAIY
2019-01-04T00:00:00
37
84
28
80
24
15
29
90
79
79
22
67
87
72
5
88
67
89
68
19
72
65
34
23
79
-0.027778
ZXAIY
2019-01-11T00:00:00
37
85
29
81
24
21
61
92
77
77
33
67
87
62
7
88
67
89
67
39
71
68
31
18
84
-0.028571
ZXAIY
2019-01-18T00:00:00
37
86
28
81
24
42
98
98
78
78
40
67
87
55
26
88
67
89
66
72
75
70
27
17
89
-0.088235
ZXAIY
2019-01-25T00:00:00
37
86
29
80
24
14
15
91
77
77
37
68
87
59
26
88
67
89
67
12
77
72
28
16
90
0
ZXAIY
2019-02-01T00:00:00
37
86
28
80
25
16
21
89
74
74
25
68
87
70
14
88
67
89
66
16
77
74
30
11
95
0
ZXAIY
2019-02-08T00:00:00
37
87
28
81
24
22
50
90
67
67
35
68
87
60
23
88
67
89
66
34
77
74
30
13
96
-0.032258
ZXAIY
2019-02-15T00:00:00
37
86
28
80
24
26
50
55
69
69
41
68
87
54
29
88
67
89
66
37
77
74
30
14
95
0.05
ZXAIY
2019-02-22T00:00:00
38
87
28
79
23
32
79
94
69
69
24
68
87
72
55
88
66
89
65
56
78
78
27
12
96
-0.047619
ZXAIY
2019-03-01T00:00:00
39
87
28
77
24
22
21
76
69
69
44
68
87
50
43
86
66
89
66
17
94
93
7
16
99
0
ZXAIY
2019-03-08T00:00:00
39
86
28
77
25
15
10
12
68
68
23
68
87
73
25
85
66
89
66
9
96
94
4
12
98
0.066667
ZXAIY
2019-03-15T00:00:00
40
89
28
76
24
10
6
98
81
81
30
69
87
66
52
86
66
88
65
6
97
97
5
6
100
-0.1875
ZXAIY
2019-03-22T00:00:00
40
89
27
76
24
10
7
70
81
81
19
68
87
77
79
86
66
89
65
6
98
97
5
5
100
0.038462
ZXAIY
2019-03-29T00:00:00
24
100
25
32
25
10
6
25
83
83
20
69
87
74
48
75
63
94
98
6
98
98
5
5
100
0.111111
ZXAIY
2019-04-05T00:00:00
23
100
26
32
25
10
7
87
84
84
21
69
87
73
30
76
63
94
98
5
99
97
5
4
100
-0.1
ZXAIY
2019-04-12T00:00:00
24
100
25
32
24
10
17
82
83
83
26
69
86
51
36
76
63
94
98
10
98
97
5
5
100
0
ZXAIY
2019-04-19T00:00:00
24
100
26
32
24
9
7
94
83
83
7
69
86
50
50
75
63
94
98
6
99
98
5
5
100
-0.055556
ZXAIY
2019-04-26T00:00:00
40
100
26
44
24
12
12
14
84
84
7
69
86
76
47
79
63
90
76
9
98
98
6
5
100
0.078431
ZXAIY
2019-05-03T00:00:00
40
100
26
50
24
22
66
25
83
83
7
69
87
69
26
78
62
91
77
42
99
98
6
5
100
0.018182
ZXAIY
2019-05-10T00:00:00
40
100
25
58
24
7
4
44
81
81
7
69
88
72
20
77
60
91
79
4
98
98
8
5
100
-0.017857
ZXAIY
2019-05-17T00:00:00
42
100
83
33
25
9
11
80
81
81
93
69
89
75
25
93
61
67
68
7
97
97
14
5
100
-0.072727
ZXAIY
2019-05-24T00:00:00
42
99
83
34
24
14
60
48
77
77
97
68
89
53
37
93
61
67
68
35
95
98
9
5
100
0.019608
ZXAIY
2019-05-31T00:00:00
42
99
83
34
24
9
7
62
76
76
97
68
89
53
25
93
61
67
68
6
96
97
4
1
100
-0.038462
ZXAIY
2019-06-07T00:00:00
41
99
83
34
24
9
10
98
82
82
97
69
89
55
48
92
61
67
68
7
98
96
2
1
100
-0.18
ZXAIY
2019-06-14T00:00:00
41
99
83
34
23
8
7
76
83
83
95
69
89
71
52
92
60
67
68
6
97
96
2
1
100
0.073171
ZXAIY
2019-06-21T00:00:00
41
100
83
34
24
11
49
98
82
82
94
69
90
74
93
92
60
67
68
27
98
95
3
1
100
-0.090909