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
2020-11-20T00:00:00
11
23
12
19
28
92
99
21
56
56
50
37
10
26
21
12
18
80
26
97
74
93
93
55
42
0.134472
ZYME
2020-11-27T00:00:00
11
23
16
19
19
88
93
25
52
52
54
37
10
23
21
12
18
80
26
93
71
90
87
63
17
0.057252
ZYME
2020-12-04T00:00:00
11
23
10
19
35
91
93
9
53
53
47
36
10
27
10
12
18
80
26
94
72
87
76
52
28
0.102888
ZYME
2020-12-11T00:00:00
10
23
13
19
26
88
82
56
55
55
50
37
10
25
18
12
18
80
25
88
84
73
82
39
66
-0.061829
ZYME
2020-12-18T00:00:00
10
23
17
19
16
72
33
59
53
53
56
37
10
22
27
12
18
80
26
54
87
82
89
39
66
-0.002132
ZYME
2020-12-25T00:00:00
10
24
8
19
40
72
32
83
52
52
46
38
10
29
31
13
18
81
25
52
89
95
88
25
81
-0.026224
ZYME
2021-01-01T00:00:00
10
24
17
19
17
76
40
93
51
51
56
38
10
22
32
12
18
81
24
62
95
94
69
20
76
-0.057251
ZYME
2021-01-08T00:00:00
10
23
14
19
23
69
31
13
61
61
54
36
10
28
27
13
18
80
25
51
84
93
57
14
76
0.202074
ZYME
2021-01-15T00:00:00
10
24
25
19
5
88
74
55
61
61
74
37
10
18
34
13
18
81
25
86
86
90
60
15
69
-0.037493
ZYME
2021-01-22T00:00:00
10
24
21
19
10
87
78
84
61
61
68
37
10
22
35
13
18
81
24
87
88
92
62
21
84
-0.046086
ZYME
2021-01-29T00:00:00
7
29
12
19
28
90
90
100
75
75
52
43
10
28
67
13
18
84
22
93
66
44
46
19
73
-0.35161
ZYME
2021-02-05T00:00:00
8
27
19
19
13
82
73
87
76
76
64
41
10
24
58
13
17
83
23
82
61
37
42
20
78
0.193968
ZYME
2021-02-12T00:00:00
8
28
13
19
23
78
63
88
74
74
54
41
10
28
64
12
18
84
23
74
62
21
32
28
71
0.015354
ZYME
2021-02-19T00:00:00
8
27
14
19
23
72
42
52
74
74
55
41
10
29
73
23
18
84
23
59
61
24
35
26
73
0.003415
ZYME
2021-02-26T00:00:00
16
30
14
12
23
57
11
89
73
73
68
42
11
27
82
38
18
82
28
32
45
25
29
21
80
-0.117404
ZYME
2021-03-05T00:00:00
16
30
28
12
4
84
79
86
72
72
78
43
11
19
86
10
18
83
31
85
49
24
24
20
76
-0.092812
ZYME
2021-03-12T00:00:00
16
30
27
12
5
76
53
68
71
71
50
43
6
22
90
10
18
83
32
68
46
25
24
21
75
0.071645
ZYME
2021-03-19T00:00:00
16
31
17
12
17
61
19
69
70
70
41
43
6
29
88
10
18
83
31
39
46
17
21
20
71
-0.008499
ZYME
2021-03-26T00:00:00
17
32
10
12
37
9
1
82
69
69
33
43
6
36
86
10
19
83
30
3
47
18
20
21
70
-0.079714
ZYME
2021-04-02T00:00:00
18
31
26
12
7
15
1
91
69
69
49
43
6
26
82
10
20
84
30
5
46
18
29
23
78
-0.023285
ZYME
2021-04-09T00:00:00
18
31
29
12
5
17
2
84
64
64
69
44
6
33
87
10
20
84
31
6
46
21
30
24
77
-0.014622
ZYME
2021-04-16T00:00:00
18
31
19
12
18
20
5
77
60
60
56
44
6
39
86
10
20
83
30
9
49
20
28
25
76
-0.02
ZYME
2021-04-23T00:00:00
18
32
14
12
29
12
5
93
60
60
49
45
6
43
86
10
20
84
28
6
45
22
29
28
67
-0.06682
ZYME
2021-04-30T00:00:00
18
30
25
12
7
11
6
13
68
68
85
43
3
36
76
24
20
83
35
7
47
17
29
32
58
0.14709
ZYME
2021-05-07T00:00:00
13
28
23
11
9
11
11
73
66
66
73
44
5
36
85
12
19
85
29
8
40
19
31
25
60
-0.068266
ZYME
2021-05-14T00:00:00
13
27
30
11
5
12
11
73
66
66
78
45
5
35
78
12
21
85
27
9
35
17
33
28
55
-0.056436
ZYME
2021-05-21T00:00:00
12
27
32
11
4
10
12
85
64
64
78
45
5
35
83
11
23
86
27
9
22
11
14
47
54
0
ZYME
2021-05-28T00:00:00
13
26
32
11
5
8
8
14
67
67
78
44
5
36
68
12
24
85
26
6
18
9
17
45
68
0.091291
ZYME
2021-06-04T00:00:00
13
26
26
11
15
7
10
18
67
67
71
44
5
42
73
12
25
85
25
7
14
8
21
54
58
0.016667
ZYME
2021-06-11T00:00:00
13
24
34
11
5
9
15
5
73
73
78
42
5
36
64
14
25
84
27
10
19
7
27
40
69
0.18947
ZYME
2021-06-18T00:00:00
13
25
23
11
18
6
8
16
73
73
68
42
5
44
59
77
25
85
27
5
19
8
26
36
68
-0.039226
ZYME
2021-06-25T00:00:00
12
25
15
11
36
10
63
20
72
72
61
42
5
49
51
77
25
85
26
34
19
8
26
35
68
0.019586
ZYME
2021-07-02T00:00:00
12
24
22
11
20
8
24
49
70
70
68
42
5
44
23
77
25
85
26
14
23
11
16
38
50
-0.012987
ZYME
2021-07-09T00:00:00
13
24
34
11
5
8
23
20
68
68
78
42
5
37
42
77
25
85
26
13
14
10
11
40
46
0.010143
ZYME
2021-07-16T00:00:00
13
24
24
11
17
6
18
46
67
67
69
42
5
42
44
77
25
84
25
9
15
13
10
40
44
-0.030393
ZYME
2021-07-23T00:00:00
12
24
33
11
6
8
70
67
65
65
75
42
5
36
41
77
25
84
25
38
17
13
9
44
37
-0.008116
ZYME
2021-07-30T00:00:00
12
26
33
11
5
8
73
93
69
69
77
43
22
37
36
53
26
85
19
40
21
5
13
49
31
-0.094526
ZYME
2021-08-06T00:00:00
7
21
28
9
26
31
92
27
72
72
61
42
17
46
25
66
26
87
17
65
19
8
11
43
37
0.100343
ZYME
2021-08-13T00:00:00
7
22
30
8
24
24
92
88
74
74
62
43
17
48
34
80
26
87
16
63
19
5
13
29
43
-0.103087
ZYME
2021-08-20T00:00:00
7
22
40
8
7
27
88
62
67
67
73
43
17
41
28
36
26
87
17
61
20
8
11
23
45
-0.007894
ZYME
2021-08-27T00:00:00
7
22
41
8
6
26
83
52
64
64
74
43
18
40
23
36
26
87
16
57
19
8
10
25
44
0.046467
ZYME
2021-09-03T00:00:00
7
23
26
8
36
30
85
64
63
63
55
44
18
53
11
36
26
87
16
60
10
7
11
28
45
-0.01247
ZYME
2021-09-10T00:00:00
7
22
30
8
25
27
76
36
62
62
60
43
18
50
8
36
26
87
17
50
7
8
14
29
45
-0.002156
ZYME
2021-09-17T00:00:00
8
22
27
8
30
25
54
7
66
66
57
42
18
52
3
36
26
86
17
36
9
11
23
14
53
0.100309
ZYME
2021-09-24T00:00:00
7
23
42
8
4
12
21
97
79
79
76
45
18
39
6
35
26
88
16
14
3
9
23
16
35
-0.2
ZYME
2021-10-01T00:00:00
7
23
32
8
19
29
72
77
78
78
63
44
18
49
5
36
26
88
17
50
5
16
24
16
26
0.028401
ZYME
2021-10-08T00:00:00
6
25
42
8
5
15
20
99
81
81
80
47
18
40
16
36
26
89
16
16
19
21
32
12
21
-0.161609
ZYME
2021-10-15T00:00:00
6
24
39
8
8
21
37
80
80
80
78
46
18
43
15
36
26
88
16
28
25
25
41
8
18
0.0549
ZYME
2021-10-22T00:00:00
6
26
32
8
20
21
48
99
80
80
66
48
18
48
25
36
26
89
16
31
23
30
37
5
37
-0.113338
ZYME
2021-10-29T00:00:00
6
27
33
8
18
19
30
96
79
79
67
48
18
55
30
37
26
89
15
20
22
30
37
9
42
-0.032609
ZYME
2021-11-05T00:00:00
7
24
28
8
30
22
56
81
78
78
77
49
26
59
32
79
26
89
16
36
26
31
39
10
35
0.038202
ZYME
2021-11-12T00:00:00
6
25
38
8
10
45
92
98
78
78
83
50
26
60
45
28
25
90
16
74
36
29
29
5
45
-0.127706
ZYME
2021-11-19T00:00:00
6
23
45
8
4
11
7
81
76
76
88
50
27
60
36
42
26
90
16
7
36
35
25
5
45
-0.016873
ZYME
2021-11-26T00:00:00
6
22
45
8
4
15
13
74
73
73
87
49
27
61
27
41
26
90
16
12
50
44
24
4
41
-0.015649
ZYME
2021-12-03T00:00:00
6
22
30
8
25
9
4
67
67
67
75
50
26
60
29
40
26
90
17
5
50
44
26
5
42
-0.051795
ZYME
2021-12-10T00:00:00
6
25
41
8
6
11
7
97
68
68
85
52
26
61
54
40
26
90
16
7
78
31
12
5
51
-0.130882
ZYME
2021-12-17T00:00:00
6
24
41
8
6
7
3
72
66
66
84
51
27
61
61
40
26
90
16
4
75
33
13
4
56
0.016179
ZYME
2021-12-24T00:00:00
6
24
44
8
4
6
2
77
64
64
86
51
27
61
54
40
26
90
16
3
75
35
13
5
56
0.014697
ZYME
2021-12-31T00:00:00
6
25
37
8
12
6
5
67
63
63
80
51
27
60
53
40
26
90
17
4
77
30
11
4
70
-0.010863
ZYME
2022-01-07T00:00:00
6
27
35
8
14
5
2
94
66
66
91
52
27
59
57
40
26
90
17
3
82
45
10
4
85
-0.139109
ZYME
2022-01-14T00:00:00
6
26
30
8
22
7
9
58
69
69
87
51
27
57
59
40
26
90
17
6
86
52
8
4
79
0.06095
ZYME
2022-01-21T00:00:00
6
29
41
8
7
8
13
96
79
79
93
54
27
56
68
40
26
91
17
9
73
45
4
9
81
-0.251169
ZYME
2022-01-28T00:00:00
5
36
28
8
27
10
20
99
84
84
83
57
27
54
87
40
26
91
17
13
48
46
3
6
73
-0.246209
ZYME
2022-02-04T00:00:00
5
37
45
8
4
6
5
99
81
81
94
59
27
54
86
40
26
92
17
4
62
58
2
7
69
-0.059172
ZYME
2022-02-11T00:00:00
5
38
42
8
6
8
12
97
80
80
92
60
27
55
85
40
26
92
17
9
61
60
2
7
69
-0.046541
ZYME
2022-02-18T00:00:00
5
40
34
9
15
8
15
93
79
79
88
60
27
55
86
94
26
92
17
10
63
77
2
10
59
-0.05277
ZYME
2022-02-25T00:00:00
9
33
39
10
10
10
18
78
78
78
83
57
25
44
87
96
29
90
69
13
63
84
3
12
60
0.013928
ZYME
2022-03-04T00:00:00
9
38
32
10
22
7
9
94
77
77
47
59
33
44
90
56
28
90
82
6
48
77
2
8
61
-0.151099
ZYME
2022-03-11T00:00:00
10
34
29
10
26
10
22
48
79
79
46
58
33
45
81
56
28
90
83
15
70
90
1
26
63
0.093851
ZYME
2022-03-18T00:00:00
10
33
43
10
6
6
7
35
77
77
59
58
34
45
85
56
28
90
82
5
68
91
2
26
60
0.068047
ZYME
2022-03-25T00:00:00
10
34
46
10
4
3
2
59
72
72
60
58
34
45
83
56
28
90
82
2
68
92
2
25
62
-0.030471
ZYME
2022-04-01T00:00:00
10
36
38
10
12
2
1
89
69
69
55
59
34
45
86
57
29
90
81
1
67
92
2
28
55
-0.048571
ZYME
2022-04-08T00:00:00
11
34
45
10
5
2
2
76
64
64
57
59
34
43
76
57
29
90
81
1
64
92
2
31
62
-0.031532
ZYME
2022-04-15T00:00:00
11
36
39
10
13
2
3
87
63
63
48
60
34
39
82
57
29
90
81
2
71
93
2
34
52
-0.057364
ZYME
2022-04-22T00:00:00
10
41
48
10
4
2
7
98
70
70
57
63
34
37
79
57
29
90
81
3
66
96
5
29
39
-0.199013
ZYME
2022-04-29T00:00:00
12
34
42
10
8
2
4
18
82
82
90
58
29
37
60
58
29
89
82
2
87
98
6
19
25
0.25462
ZYME
2022-05-06T00:00:00
5
37
40
8
9
3
18
33
80
80
85
58
31
16
55
21
26
92
10
9
87
99
5
16
29
-0.021277
ZYME
2022-05-13T00:00:00
5
40
30
9
22
4
28
52
77
77
79
58
31
19
50
22
25
91
10
13
87
99
5
15
29
-0.071906
ZYME
2022-05-20T00:00:00
5
36
38
9
11
3
21
15
77
77
84
57
31
20
40
22
25
91
10
9
87
99
4
10
28
0.079279
ZYME
2022-05-27T00:00:00
6
33
47
9
3
3
13
3
79
79
91
56
31
21
28
22
25
91
10
6
86
99
5
15
36
0.146912
ZYME
2022-06-03T00:00:00
6
31
45
9
5
3
17
4
78
78
90
55
31
20
26
22
24
91
10
7
86
99
3
17
54
0.033479
ZYME
2022-06-10T00:00:00
5
33
47
9
3
3
14
71
79
79
92
57
31
20
14
22
24
91
10
7
85
99
4
16
58
-0.138028
ZYME
2022-06-17T00:00:00
6
34
47
9
3
2
3
41
77
77
92
56
31
20
15
23
24
91
10
2
89
98
4
16
76
-0.003268
ZYME
2022-06-24T00:00:00
6
35
29
9
23
6
60
41
74
74
75
56
31
20
12
22
24
91
11
31
89
100
4
15
76
0.032787
ZYME
2022-07-01T00:00:00
5
37
41
9
8
7
56
84
73
73
86
57
31
21
11
22
24
91
11
30
89
99
3
25
67
-0.120635
ZYME
2022-07-08T00:00:00
6
34
35
9
15
9
39
15
73
73
81
56
31
21
5
22
24
91
11
24
89
99
3
26
67
0.173285
ZYME
2022-07-15T00:00:00
5
35
43
9
6
12
71
82
74
74
88
57
31
19
8
22
24
92
11
40
89
99
2
26
65
-0.096923
ZYME
2022-07-22T00:00:00
6
37
35
9
15
16
94
76
73
73
81
57
31
17
5
22
24
91
11
53
86
99
3
35
61
-0.008518
ZYME
2022-07-29T00:00:00
5
38
34
9
16
20
95
82
70
70
38
58
44
17
4
23
24
92
11
56
86
98
3
36
60
0.003436
ZYME
2022-08-05T00:00:00
6
30
40
9
10
15
46
20
69
69
67
57
49
15
3
31
32
91
53
28
84
96
4
35
62
0.111301
ZYME
2022-08-12T00:00:00
6
28
44
9
6
19
71
7
70
70
71
56
49
16
3
31
31
91
54
44
82
91
5
36
57
0.144838
ZYME
2022-08-19T00:00:00
6
32
44
9
7
18
70
80
72
72
71
58
50
17
3
12
30
92
54
41
74
94
14
33
44
-0.148048
ZYME
2022-08-26T00:00:00
6
30
33
9
20
16
24
18
72
72
62
57
50
17
4
12
30
92
54
17
76
94
15
36
41
0.042654
ZYME
2022-09-02T00:00:00
7
28
44
9
6
23
84
19
71
71
71
56
49
16
3
12
30
91
54
51
76
95
14
32
50
0.013636
ZYME
2022-09-09T00:00:00
6
35
41
9
9
19
30
96
77
77
68
60
49
16
7
12
30
92
54
21
80
97
16
37
57
-0.219731
ZYME
2022-09-16T00:00:00
6
31
45
9
6
18
25
59
76
76
71
59
50
16
6
12
30
92
54
18
80
95
18
31
50
0.084291
ZYME
2022-09-23T00:00:00
7
31
49
9
4
18
22
69
74
74
76
59
50
17
5
12
30
92
53
18
79
94
22
33
62
-0.068905
ZYME
2022-09-30T00:00:00
7
29
33
9
20
23
80
4
76
76
60
56
50
17
4
12
30
91
54
50
87
96
53
12
58
0.166983
ZYME
2022-10-07T00:00:00
7
30
38
9
13
35
94
40
75
75
79
56
50
17
4
12
30
91
54
70
93
96
65
16
64
-0.04065
ZYME
2022-10-14T00:00:00
7
31
45
9
5
23
31
67
75
75
83
58
50
17
5
12
30
91
54
24
91
95
64
14
58
-0.064407