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
⌀
ZYME
2018-12-21T00:00:00
12
51
1
13
51
60
48
81
84
84
38
63
34
11
98
28
13
80
24
54
81
81
31
17
73
-0.223404
ZYME
2018-12-28T00:00:00
13
46
2
13
30
68
66
2
90
90
58
61
34
7
94
28
13
79
24
69
80
80
49
11
64
0.246575
ZYME
2019-01-04T00:00:00
13
45
3
13
25
74
68
4
87
87
17
60
34
7
92
28
13
79
24
74
74
67
92
8
55
0.09304
ZYME
2019-01-11T00:00:00
13
44
3
13
19
60
35
6
86
86
27
60
34
5
85
28
13
79
24
46
74
68
93
11
55
0.063673
ZYME
2019-01-18T00:00:00
13
44
5
13
7
39
15
32
85
85
53
59
34
2
66
28
13
79
24
24
74
64
95
11
50
0.00189
ZYME
2019-01-25T00:00:00
13
45
2
13
32
60
57
44
85
85
14
59
34
6
25
28
13
79
24
59
77
66
96
11
53
-0.003774
ZYME
2019-02-01T00:00:00
13
44
3
13
23
75
86
58
83
83
24
60
34
4
24
28
13
79
24
84
76
63
97
19
25
-0.001263
ZYME
2019-02-08T00:00:00
13
45
3
13
22
92
97
70
82
82
27
59
34
4
65
28
13
79
24
96
73
62
98
20
31
-0.016435
ZYME
2019-02-15T00:00:00
13
46
2
13
46
53
29
75
81
81
11
60
34
7
79
28
13
79
24
40
61
55
96
26
46
0.00964
ZYME
2019-02-22T00:00:00
13
47
1
13
53
95
97
95
81
81
6
61
34
9
77
28
13
79
24
98
63
55
96
23
51
-0.049013
ZYME
2019-03-01T00:00:00
13
47
5
13
16
94
97
84
77
77
35
61
34
3
89
28
13
79
24
98
68
61
95
23
52
-0.004016
ZYME
2019-03-08T00:00:00
89
42
9
100
41
95
98
16
68
68
60
59
34
7
77
28
12
99
24
98
79
64
88
18
47
0.065188
ZYME
2019-03-15T00:00:00
90
43
23
100
14
95
95
66
66
66
83
60
34
3
63
28
12
99
24
98
75
68
92
15
54
-0.032808
ZYME
2019-03-22T00:00:00
91
44
5
100
54
93
85
70
63
63
49
60
34
9
38
28
12
99
24
93
73
69
92
16
53
-0.037834
ZYME
2019-03-29T00:00:00
89
41
24
100
12
88
75
12
69
69
86
59
34
3
57
28
12
99
24
87
65
69
89
16
75
0.096949
ZYME
2019-04-05T00:00:00
90
43
6
100
50
83
55
44
68
68
59
60
34
24
71
28
12
99
24
73
65
68
90
16
77
-0.012979
ZYME
2019-04-12T00:00:00
91
43
23
100
15
84
42
82
70
70
100
60
34
13
81
28
12
99
24
67
71
68
91
13
82
-0.060739
ZYME
2019-04-19T00:00:00
90
42
25
100
12
68
17
25
72
72
100
59
34
11
38
28
12
99
24
40
70
69
89
14
83
0.07
ZYME
2019-04-26T00:00:00
89
41
18
100
19
67
23
6
73
73
98
58
34
14
21
28
12
99
24
43
71
70
89
14
85
0.066044
ZYME
2019-05-03T00:00:00
19
40
12
13
12
92
80
2
76
76
82
57
34
12
15
81
27
79
3
91
65
64
87
11
84
0.124489
ZYME
2019-05-10T00:00:00
18
41
9
14
14
78
41
27
76
76
89
57
34
14
21
84
23
80
4
61
60
63
86
12
81
-0.055094
ZYME
2019-05-17T00:00:00
18
41
8
14
27
67
36
30
75
75
76
57
34
20
14
83
22
80
4
50
57
63
90
11
79
-0.008801
ZYME
2019-05-24T00:00:00
18
42
8
14
34
92
85
53
74
74
70
57
34
22
6
83
21
80
4
92
57
62
90
12
76
-0.021088
ZYME
2019-05-31T00:00:00
18
40
8
14
16
87
71
3
74
74
88
56
34
17
7
83
21
80
5
84
64
62
84
8
75
0.077664
ZYME
2019-06-07T00:00:00
18
38
8
14
12
64
22
2
74
74
91
54
34
15
7
83
21
79
5
40
60
62
87
8
64
0.100999
ZYME
2019-06-14T00:00:00
18
39
7
14
35
88
71
21
74
74
69
55
34
22
10
82
21
79
5
84
63
65
87
14
57
-0.020545
ZYME
2019-06-21T00:00:00
18
38
8
14
25
94
90
10
69
69
77
54
34
20
7
82
21
79
6
95
66
65
88
17
55
0.047317
ZYME
2019-06-28T00:00:00
18
38
8
14
39
98
98
17
68
68
60
54
34
24
12
82
21
79
6
99
65
62
90
17
55
0.024686
ZYME
2019-07-05T00:00:00
19
36
7
14
17
97
92
3
68
68
82
53
34
19
9
82
21
79
7
97
59
59
88
18
52
0.072727
ZYME
2019-07-12T00:00:00
19
36
8
14
25
96
89
7
65
65
71
53
34
45
8
82
21
78
7
95
60
59
87
19
53
0.016949
ZYME
2019-07-19T00:00:00
19
35
7
14
10
95
76
8
62
62
87
53
34
38
11
82
21
78
7
88
59
60
90
19
54
0.012083
ZYME
2019-07-26T00:00:00
19
35
7
14
20
97
98
34
61
61
74
53
34
43
21
82
21
78
7
99
62
76
86
19
52
-0.00247
ZYME
2019-08-02T00:00:00
15
40
5
20
35
99
99
53
59
59
44
49
34
18
24
18
11
75
10
100
65
83
82
19
66
-0.034255
ZYME
2019-08-09T00:00:00
16
39
5
19
17
99
96
12
57
57
19
47
34
14
11
16
11
74
10
99
79
90
65
18
65
0.05
ZYME
2019-08-16T00:00:00
16
38
5
19
19
99
96
3
56
56
16
46
34
17
7
7
11
73
11
98
79
93
64
14
60
0.074074
ZYME
2019-08-23T00:00:00
16
39
5
19
25
99
95
39
60
60
13
47
34
19
9
8
11
73
11
99
85
87
66
18
57
-0.05305
ZYME
2019-08-30T00:00:00
16
38
5
19
18
99
98
6
60
60
18
46
34
17
20
8
11
73
10
100
88
98
76
12
58
0.066026
ZYME
2019-09-06T00:00:00
17
36
5
19
25
99
98
4
62
62
12
45
34
19
17
8
11
73
11
100
86
98
13
18
53
0.091592
ZYME
2019-09-13T00:00:00
16
39
5
19
19
99
97
81
69
69
16
47
34
17
22
8
11
74
11
99
91
99
18
4
57
-0.118982
ZYME
2019-09-20T00:00:00
16
37
5
19
6
99
91
22
69
69
33
46
34
11
15
8
11
73
11
97
92
99
26
3
53
0.071038
ZYME
2019-09-27T00:00:00
16
38
5
19
30
99
74
81
69
69
9
47
34
21
38
8
11
73
11
90
87
99
32
5
56
-0.056851
ZYME
2019-10-04T00:00:00
16
38
5
19
22
99
92
55
68
68
15
47
34
19
68
8
11
73
10
97
84
99
30
5
51
-0.011206
ZYME
2019-10-11T00:00:00
16
36
5
19
17
100
98
12
69
69
20
46
34
18
52
8
11
73
10
100
79
99
28
9
44
0.07034
ZYME
2019-10-18T00:00:00
16
36
5
19
40
99
89
7
70
70
4
45
34
24
49
8
11
72
11
96
74
97
24
10
18
0.081417
ZYME
2019-10-25T00:00:00
17
35
5
19
29
99
96
4
68
68
11
44
34
20
44
8
11
72
12
99
73
95
15
12
16
0.048953
ZYME
2019-11-01T00:00:00
17
33
5
19
39
100
99
2
70
70
3
43
34
22
42
8
11
72
13
100
69
78
30
11
12
0.12681
ZYME
2019-11-08T00:00:00
16
31
5
20
6
98
43
23
69
69
76
43
34
4
57
8
12
74
13
76
69
79
35
12
14
-0.021994
ZYME
2019-11-15T00:00:00
16
31
5
20
6
99
83
5
67
67
79
43
34
3
58
33
11
73
13
95
59
78
48
12
18
0.055491
ZYME
2019-11-22T00:00:00
17
30
5
20
25
98
40
2
70
70
51
40
34
10
47
31
11
72
14
73
54
68
20
15
11
0.162147
ZYME
2019-11-29T00:00:00
17
30
5
20
26
97
45
5
69
69
48
40
34
10
33
31
11
72
14
75
63
64
19
13
11
0.037857
ZYME
2019-12-06T00:00:00
17
30
5
20
13
99
92
35
69
69
64
41
34
6
51
31
11
73
13
98
55
64
18
11
13
-0.040376
ZYME
2019-12-13T00:00:00
16
30
5
20
7
100
94
49
68
68
76
41
34
4
48
31
11
73
14
99
58
68
14
12
16
0.004064
ZYME
2019-12-20T00:00:00
17
30
4
20
20
100
98
10
67
67
53
40
34
9
65
31
11
72
15
100
48
63
7
15
13
0.077619
ZYME
2019-12-27T00:00:00
17
29
5
20
4
100
99
29
68
68
83
40
34
3
37
31
11
73
15
100
55
65
10
16
14
-0.013478
ZYME
2020-01-03T00:00:00
17
30
5
20
20
100
96
14
67
67
91
40
34
8
31
31
11
72
14
99
55
65
10
15
13
0.0271
ZYME
2020-01-10T00:00:00
17
30
5
20
17
100
98
65
66
66
88
40
34
7
28
31
11
73
13
100
56
68
6
18
10
-0.020497
ZYME
2020-01-17T00:00:00
17
29
5
20
14
100
100
9
67
67
89
39
34
5
41
31
11
72
13
100
67
70
5
16
11
0.0935
ZYME
2020-01-24T00:00:00
17
30
5
20
32
100
99
36
67
67
72
39
34
10
37
31
11
72
11
100
68
74
8
18
11
-0.034609
ZYME
2020-01-31T00:00:00
17
30
5
20
26
100
96
76
67
67
76
40
34
9
57
31
11
72
10
99
46
66
7
19
15
-0.079713
ZYME
2020-02-07T00:00:00
17
30
5
20
18
100
89
43
66
66
84
40
34
7
77
32
11
72
11
97
33
60
10
20
10
0.04835
ZYME
2020-02-14T00:00:00
17
30
5
20
26
100
96
20
63
63
79
39
34
8
70
31
11
72
13
99
35
56
6
20
11
0.048525
ZYME
2020-02-21T00:00:00
17
31
4
20
32
100
91
79
65
65
76
40
34
10
92
20
11
72
12
97
30
30
9
19
15
-0.069627
ZYME
2020-02-28T00:00:00
17
30
5
20
5
100
92
54
59
59
99
40
34
2
94
22
11
72
12
98
53
46
11
18
30
-0.082904
ZYME
2020-03-06T00:00:00
9
23
23
11
13
99
74
77
58
58
67
39
34
5
94
68
18
80
8
91
44
31
9
26
19
-0.068654
ZYME
2020-03-13T00:00:00
9
23
23
10
16
99
93
75
61
61
64
40
34
5
98
2
18
80
26
98
35
29
9
48
28
-0.240031
ZYME
2020-03-20T00:00:00
10
24
23
10
10
99
85
49
49
49
73
39
34
4
99
3
18
80
26
95
43
40
48
46
44
-0.072144
ZYME
2020-03-27T00:00:00
10
23
23
11
18
97
42
19
53
53
64
38
34
6
93
3
18
79
27
73
40
38
51
54
40
0.201265
ZYME
2020-04-03T00:00:00
11
23
23
11
16
98
66
8
50
50
68
36
34
7
92
3
18
78
27
85
25
45
44
67
26
0.042738
ZYME
2020-04-10T00:00:00
11
23
22
11
23
98
81
24
42
42
12
37
34
8
98
3
18
78
27
92
23
29
36
65
18
0.122067
ZYME
2020-04-17T00:00:00
10
23
23
11
38
95
37
47
41
41
1
37
34
10
99
3
18
79
27
69
26
23
38
71
17
-0.02991
ZYME
2020-04-24T00:00:00
10
23
23
11
13
94
53
22
40
40
26
36
34
5
99
3
18
79
26
75
20
23
40
78
16
0.054843
ZYME
2020-05-01T00:00:00
10
23
23
11
27
87
31
89
41
41
54
38
8
7
100
56
18
80
19
60
31
34
45
82
16
-0.092085
ZYME
2020-05-08T00:00:00
23
31
18
15
6
71
25
80
40
40
75
38
18
2
100
91
13
76
22
48
31
37
48
81
16
0.011111
ZYME
2020-05-15T00:00:00
24
31
6
16
33
79
46
27
39
39
60
37
18
12
100
91
13
76
22
63
24
28
49
82
13
0.056354
ZYME
2020-05-22T00:00:00
24
31
5
16
38
87
65
81
33
33
56
38
18
14
100
91
13
77
19
78
21
31
43
93
10
-0.035476
ZYME
2020-05-29T00:00:00
25
31
18
16
7
91
82
45
34
34
79
38
18
4
100
91
13
76
19
88
20
32
40
95
10
0.054204
ZYME
2020-06-05T00:00:00
25
32
18
16
6
95
88
95
30
30
81
40
18
4
99
91
13
77
20
94
20
41
51
88
9
-0.039874
ZYME
2020-06-12T00:00:00
25
31
20
16
6
89
68
91
29
29
82
40
18
3
99
91
13
78
21
82
19
44
55
88
11
-0.06612
ZYME
2020-06-19T00:00:00
26
31
12
16
16
93
84
31
33
33
72
39
18
8
99
87
13
77
22
91
23
39
60
90
10
0.097718
ZYME
2020-06-26T00:00:00
26
31
16
16
11
80
26
49
33
33
76
39
18
6
100
97
13
77
22
53
23
43
66
90
12
-0.039979
ZYME
2020-07-03T00:00:00
26
32
6
16
36
76
24
65
31
31
59
39
18
14
100
97
13
78
22
50
25
45
70
88
12
-0.00111
ZYME
2020-07-10T00:00:00
26
32
20
16
6
87
71
94
32
32
81
40
18
6
99
97
13
78
22
83
24
61
71
92
13
-0.077543
ZYME
2020-07-17T00:00:00
26
32
22
16
5
76
24
88
32
32
84
41
18
4
99
97
13
79
22
50
25
61
71
93
13
-0.004821
ZYME
2020-07-24T00:00:00
25
34
8
16
31
80
43
96
35
35
66
42
18
15
99
97
13
79
22
67
29
67
66
92
12
-0.085074
ZYME
2020-07-31T00:00:00
25
33
13
16
18
62
7
78
34
34
73
42
17
11
99
46
14
79
20
26
23
69
79
98
8
0.010258
ZYME
2020-08-07T00:00:00
20
32
16
13
12
58
7
82
32
32
78
42
7
8
99
37
14
82
25
26
22
69
79
98
8
0.012447
ZYME
2020-08-14T00:00:00
20
33
8
12
35
73
58
90
34
34
63
43
7
19
98
30
14
82
25
70
23
70
80
98
8
-0.045616
ZYME
2020-08-21T00:00:00
20
31
18
12
10
69
46
52
35
35
78
43
7
9
98
8
14
82
25
60
23
68
80
98
8
0.020678
ZYME
2020-08-28T00:00:00
20
31
12
12
22
63
35
26
34
34
71
42
6
15
98
8
14
81
26
50
23
69
80
99
6
0.054467
ZYME
2020-09-04T00:00:00
20
31
9
13
29
47
8
18
33
33
66
42
6
17
97
8
15
81
26
25
23
68
79
99
6
-0.001575
ZYME
2020-09-11T00:00:00
21
28
7
13
36
44
8
2
57
57
61
39
6
20
93
8
14
80
27
23
36
68
86
87
13
0.207256
ZYME
2020-09-18T00:00:00
21
27
5
13
40
33
4
2
61
61
58
37
6
21
86
8
14
79
27
15
38
62
84
80
16
0.18474
ZYME
2020-09-25T00:00:00
21
27
15
13
13
33
8
4
60
60
77
36
6
12
92
8
14
78
28
17
39
64
89
82
16
-0.003749
ZYME
2020-10-02T00:00:00
21
28
22
13
6
29
8
43
59
59
83
37
6
7
91
8
14
79
28
14
40
65
87
80
16
-0.040514
ZYME
2020-10-09T00:00:00
21
27
14
13
17
25
6
20
59
59
49
37
7
13
72
8
14
79
28
11
41
64
88
81
15
0.086756
ZYME
2020-10-16T00:00:00
21
27
13
13
19
30
21
47
60
60
47
37
7
14
73
8
14
79
28
23
42
64
87
81
15
-0.024204
ZYME
2020-10-23T00:00:00
20
28
11
13
24
34
46
90
63
63
42
39
7
17
69
8
14
79
28
38
44
65
92
77
21
-0.108355
ZYME
2020-10-30T00:00:00
20
28
22
13
6
36
63
77
62
62
62
38
7
7
60
8
14
79
27
48
43
69
92
77
20
-0.045388
ZYME
2020-11-06T00:00:00
11
24
18
19
13
81
91
60
59
59
61
38
9
20
41
11
16
80
26
90
39
70
93
77
20
0.062117
ZYME
2020-11-13T00:00:00
10
24
22
19
8
91
98
70
54
54
63
39
9
18
38
9
17
80
26
96
42
77
94
75
22
0.000481