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
2022-10-21T00:00:00
7
29
42
9
8
33
85
8
77
77
80
56
50
17
3
12
30
91
54
59
91
92
68
19
42
0.132246
ZYME
2022-10-28T00:00:00
7
29
49
9
3
39
92
11
74
74
86
56
50
32
4
12
30
90
54
66
91
91
74
18
38
0.064
ZYME
2022-11-04T00:00:00
8
24
36
9
13
15
8
1
78
78
83
53
70
32
2
31
29
89
71
9
89
81
61
16
33
0.2
ZYME
2022-11-11T00:00:00
10
19
47
5
4
22
25
9
75
75
85
53
76
21
2
32
37
90
70
21
94
88
81
23
27
0.046366
ZYME
2022-11-18T00:00:00
10
20
45
5
5
23
31
41
72
72
84
53
76
22
2
28
36
91
70
25
93
87
82
16
26
-0.070659
ZYME
2022-11-25T00:00:00
10
21
28
5
22
39
90
48
72
72
76
53
76
23
3
27
36
91
70
66
94
88
83
16
24
0.010309
ZYME
2022-12-02T00:00:00
10
21
38
5
10
35
67
77
71
71
81
54
76
22
3
27
36
91
70
51
93
90
85
14
29
-0.033163
ZYME
2022-12-09T00:00:00
10
23
34
5
15
32
40
83
71
71
78
55
76
23
4
27
36
92
70
34
90
90
82
16
35
-0.114776
ZYME
2022-12-16T00:00:00
10
23
41
5
7
49
90
85
69
69
82
56
76
23
4
27
36
91
70
71
90
91
84
18
35
-0.037258
ZYME
2022-12-23T00:00:00
11
20
31
5
16
52
92
7
76
76
77
52
76
22
3
27
36
90
71
77
88
90
78
28
18
0.244582
ZYME
2022-12-30T00:00:00
11
21
31
5
15
74
99
18
75
75
77
53
76
22
3
27
36
90
71
89
91
88
69
31
19
-0.022388
ZYME
2023-01-06T00:00:00
11
21
32
5
15
79
99
61
73
73
77
54
76
28
4
27
36
91
70
93
76
77
55
45
23
-0.026718
ZYME
2023-01-13T00:00:00
11
18
44
5
4
71
90
6
77
77
85
51
76
22
2
27
36
90
71
84
69
60
62
41
16
0.312418
ZYME
2023-01-20T00:00:00
11
19
42
5
5
72
85
13
77
77
83
51
76
18
3
27
36
90
71
82
71
64
64
39
16
-0.003984
ZYME
2023-01-27T00:00:00
11
19
32
5
15
62
58
47
77
77
74
52
76
18
8
27
36
90
73
63
75
63
68
37
18
-0.042
ZYME
2023-02-03T00:00:00
11
19
40
5
6
44
31
80
76
76
81
53
76
19
19
27
36
90
72
34
77
59
66
38
21
-0.010438
ZYME
2023-02-10T00:00:00
11
19
39
5
8
40
22
77
75
75
80
53
75
19
23
27
36
90
72
28
77
60
68
36
21
-0.03903
ZYME
2023-02-17T00:00:00
11
20
39
5
7
80
93
84
75
75
80
53
76
19
25
97
36
91
72
91
78
66
68
36
17
-0.053787
ZYME
2023-02-24T00:00:00
11
20
39
5
7
79
94
64
74
74
82
53
76
19
28
92
36
90
68
91
71
55
70
41
11
0
ZYME
2023-03-03T00:00:00
11
21
43
5
5
72
65
93
72
72
75
54
90
19
70
92
36
91
67
75
74
61
74
34
17
-0.070766
ZYME
2023-03-10T00:00:00
100
65
30
100
7
91
98
51
70
70
56
50
60
22
34
3
17
100
73
98
74
71
77
19
20
-0.009988
ZYME
2023-03-17T00:00:00
100
60
28
100
9
91
97
19
69
69
55
49
59
23
26
3
17
100
74
98
79
68
85
14
24
0.054224
ZYME
2023-03-24T00:00:00
100
61
24
100
13
89
85
41
55
55
52
49
59
23
49
3
17
100
74
94
81
66
87
13
24
-0.019139
ZYME
2023-03-31T00:00:00
100
58
32
100
5
86
62
5
59
59
57
49
59
25
47
2
16
100
74
81
75
64
87
15
23
0.102439
ZYME
2023-04-07T00:00:00
100
57
21
100
17
84
54
5
59
59
45
48
59
42
43
2
16
100
74
74
73
64
87
15
25
0.038717
ZYME
2023-04-14T00:00:00
100
56
21
100
16
74
25
6
59
59
43
48
59
39
58
2
15
99
74
49
72
67
87
16
26
0.057508
ZYME
2023-04-21T00:00:00
100
54
29
100
7
78
30
19
58
58
51
48
59
38
83
2
15
99
75
52
75
74
85
16
27
-0.01007
ZYME
2023-04-28T00:00:00
100
60
32
100
5
53
15
89
66
66
55
49
59
39
81
2
15
100
73
32
73
58
67
25
31
-0.145473
ZYME
2023-05-05T00:00:00
100
58
35
100
4
64
38
60
65
65
57
49
86
41
87
48
15
100
79
50
72
56
66
25
32
0.028571
ZYME
2023-05-12T00:00:00
26
56
17
12
22
80
71
9
67
67
54
49
84
38
78
28
18
85
49
77
66
60
56
25
35
0.141204
ZYME
2023-05-19T00:00:00
26
57
18
12
18
72
63
24
67
67
54
50
84
39
67
28
17
85
49
68
61
59
50
19
29
-0.009128
ZYME
2023-05-26T00:00:00
25
63
28
13
8
86
93
92
71
71
65
52
84
39
86
28
17
86
49
92
50
57
26
21
27
-0.155578
ZYME
2023-06-02T00:00:00
25
61
31
12
5
90
95
80
71
71
70
52
84
39
71
29
17
86
49
95
51
56
26
21
26
0.050909
ZYME
2023-06-09T00:00:00
25
64
24
13
12
90
96
82
70
70
60
52
84
39
78
26
17
86
48
96
29
46
12
38
21
-0.017301
ZYME
2023-06-16T00:00:00
25
65
31
12
5
89
95
90
68
68
71
53
84
39
83
26
17
86
48
95
38
51
13
41
15
-0.046948
ZYME
2023-06-23T00:00:00
25
66
16
13
22
63
22
72
66
66
52
53
84
39
95
26
17
86
48
41
37
55
12
45
17
-0.001232
ZYME
2023-06-30T00:00:00
25
63
26
13
9
72
39
32
67
67
65
52
85
39
92
26
17
85
49
55
34
52
7
39
25
0.065351
ZYME
2023-07-07T00:00:00
25
66
19
13
18
89
92
69
65
65
56
53
85
38
91
26
17
86
49
93
35
56
12
37
27
-0.043981
ZYME
2023-07-14T00:00:00
25
69
19
13
20
89
86
92
65
65
55
54
85
43
98
26
17
86
49
91
45
71
19
42
27
-0.043584
ZYME
2023-07-21T00:00:00
25
68
27
13
8
56
16
87
62
62
66
54
85
42
97
26
17
86
49
33
48
72
17
40
29
-0.003797
ZYME
2023-07-28T00:00:00
24
72
23
13
13
62
22
93
63
63
61
55
85
42
98
26
17
86
49
38
53
66
23
34
34
-0.076239
ZYME
2023-08-04T00:00:00
24
71
24
13
11
53
24
67
58
58
61
55
83
43
96
28
17
86
55
34
56
70
24
34
35
0.016506
ZYME
2023-08-11T00:00:00
15
68
27
34
10
44
17
77
54
54
43
54
78
35
96
6
22
79
19
26
59
67
22
37
32
-0.02977
ZYME
2023-08-18T00:00:00
15
66
33
33
4
48
22
19
55
55
52
54
77
36
97
4
22
78
19
32
68
72
30
27
36
0.034868
ZYME
2023-08-25T00:00:00
15
64
23
33
15
60
53
10
55
55
37
53
77
35
93
4
22
78
19
59
66
73
28
24
36
0.037736
ZYME
2023-09-01T00:00:00
15
69
15
33
34
53
28
62
54
54
27
54
77
36
94
4
22
78
19
37
61
69
42
15
62
-0.027273
ZYME
2023-09-08T00:00:00
15
65
33
33
5
36
11
70
51
51
52
54
77
36
99
4
22
78
19
20
59
67
44
15
65
-0.049399
ZYME
2023-09-15T00:00:00
15
69
28
33
11
34
11
85
50
50
46
54
78
36
98
4
22
79
19
18
64
60
54
11
71
-0.044944
ZYME
2023-09-22T00:00:00
15
67
33
33
6
27
8
79
50
50
53
55
77
36
96
4
22
79
19
15
71
86
26
13
90
-0.058824
ZYME
2023-09-29T00:00:00
15
70
14
33
41
30
15
79
50
50
25
55
78
36
95
4
22
79
19
19
72
86
26
13
90
-0.009375
ZYME
2023-10-06T00:00:00
15
69
17
33
38
34
19
47
48
48
28
54
78
36
95
4
22
78
20
24
69
84
24
15
91
0.009464
ZYME
2023-10-13T00:00:00
15
65
32
33
7
46
47
25
48
48
60
54
78
35
93
4
22
78
20
45
75
81
42
13
86
0.015625
ZYME
2023-10-20T00:00:00
16
62
25
33
16
53
69
4
58
58
46
53
78
35
88
4
22
77
21
61
81
82
65
30
69
0.106154
ZYME
2023-10-27T00:00:00
16
64
30
33
8
38
37
42
60
60
58
53
78
35
78
4
22
77
21
35
82
80
65
34
66
-0.075104
ZYME
2023-11-03T00:00:00
16
63
30
33
8
37
34
9
60
60
46
53
69
34
59
9
22
77
21
34
75
76
56
31
68
0.117293
ZYME
2023-11-10T00:00:00
22
63
14
17
43
33
21
27
58
58
44
53
71
25
58
23
22
78
14
24
72
75
50
45
52
-0.018843
ZYME
2023-11-17T00:00:00
23
58
24
17
19
31
21
6
60
60
54
52
70
18
45
96
22
78
14
23
67
71
53
56
42
0.123457
ZYME
2023-11-24T00:00:00
23
60
28
17
12
33
21
22
59
59
59
52
69
15
39
96
22
78
14
25
52
60
45
81
26
-0.006105
ZYME
2023-12-01T00:00:00
23
56
19
17
29
33
34
6
60
60
48
51
70
21
37
96
22
78
15
32
46
57
41
80
39
0.124079
ZYME
2023-12-08T00:00:00
23
56
17
17
32
39
50
13
59
59
47
51
70
22
37
96
22
78
15
43
53
58
41
71
51
0.015301
ZYME
2023-12-15T00:00:00
23
57
24
17
17
63
90
48
58
58
55
52
70
16
32
96
22
78
15
78
55
66
32
78
62
-0.020452
ZYME
2023-12-22T00:00:00
23
54
28
17
11
51
69
17
58
58
60
52
70
13
12
96
22
78
15
61
58
59
39
71
49
0.08022
ZYME
2023-12-29T00:00:00
24
52
28
17
11
59
91
9
57
57
59
51
70
14
10
96
22
78
15
80
48
57
34
68
50
0.056968
ZYME
2024-01-05T00:00:00
24
52
16
17
36
61
89
8
54
54
47
50
70
21
7
96
22
77
16
79
55
73
47
40
48
0.016362
ZYME
2024-01-12T00:00:00
24
49
28
17
10
84
97
9
53
53
77
50
70
10
3
96
22
77
15
94
51
71
51
41
44
0.030303
ZYME
2024-01-19T00:00:00
24
54
16
17
39
78
93
74
60
60
60
51
70
19
6
96
22
77
16
89
46
58
71
39
24
-0.091912
ZYME
2024-01-26T00:00:00
24
50
31
17
7
92
97
35
59
59
78
51
70
8
5
96
22
77
17
97
48
59
70
40
23
0.052632
ZYME
2024-02-02T00:00:00
24
49
19
17
31
91
95
13
57
57
65
50
70
16
5
96
22
77
18
96
55
62
94
22
43
0.057692
ZYME
2024-02-09T00:00:00
24
49
22
17
21
81
75
19
54
54
71
50
70
14
6
96
22
77
18
82
56
61
96
22
46
0.013636
ZYME
2024-02-16T00:00:00
24
46
24
17
18
86
90
10
54
54
73
49
69
12
8
72
22
77
19
92
59
63
96
34
46
0.078027
ZYME
2024-02-23T00:00:00
24
45
21
17
21
92
94
23
54
54
77
49
59
14
7
57
22
77
9
96
55
56
96
38
41
-0.006656
ZYME
2024-03-01T00:00:00
24
44
21
17
26
96
96
15
52
52
77
49
59
16
11
57
22
77
10
98
55
52
96
39
38
0.047739
ZYME
2024-03-08T00:00:00
30
42
23
81
20
96
95
79
54
54
75
49
68
9
14
11
16
100
24
98
52
62
97
49
32
-0.085532
ZYME
2024-03-15T00:00:00
30
44
20
81
26
85
56
84
54
54
73
50
67
9
13
11
16
100
24
74
55
59
93
51
35
-0.05507
ZYME
2024-03-22T00:00:00
29
45
15
80
41
90
78
89
54
54
70
51
67
10
21
11
16
99
23
88
50
49
93
41
43
-0.026827
ZYME
2024-03-29T00:00:00
30
45
28
80
9
95
92
85
51
51
80
51
66
10
25
11
16
99
24
96
44
47
94
50
46
0
ZYME
2024-04-05T00:00:00
30
46
29
80
9
94
88
93
53
53
79
51
66
10
32
11
16
100
23
94
31
39
93
48
44
-0.0827
ZYME
2024-04-12T00:00:00
30
47
23
80
21
97
92
87
52
52
76
52
66
10
31
11
16
100
23
97
25
33
89
47
42
-0.041451
ZYME
2024-04-19T00:00:00
29
50
11
80
58
96
90
81
51
51
59
52
66
9
43
11
16
100
25
96
19
30
86
45
32
-0.043243
ZYNE
2015-08-14T00:00:00
32
78
2
6
8
19
29
47
84
84
1
65
35
49
38
58
13
68
22
21
69
37
46
45.5
68
0.419723
ZYNE
2015-08-21T00:00:00
32
77
13
6
8
19
29
97
84
84
14
68
35
22
38
58
13
68
22
21
69
37
46
45.5
68
-0.213835
ZYNE
2015-08-28T00:00:00
30
77
42
4
8
19
29
82
96
96
18
69
35
19
38
58
22
70
22
22
69
37
46
45.5
68
0.000365
ZYNE
2015-09-04T00:00:00
31
77
38
4
8
19
29
37
95
95
7
68
35
35
38
58
22
70
22
21
69
37
46
45.5
68
0.051095
ZYNE
2015-09-11T00:00:00
30
77
37
4
8
19
29
100
97
97
3
72
35
45
38
58
22
72
22
22
69
37
46
45.5
68
-0.277778
ZYNE
2015-09-18T00:00:00
30
77
42
4
8
19
29
99
94
94
17
73
35
20
38
58
22
73
22
22
69
37
46
45.5
68
-0.062019
ZYNE
2015-09-25T00:00:00
30
76
38
4
8
19
29
100
92
92
6
75
35
36
38
58
22
73
22
22
69
37
46
45.5
68
-0.175807
ZYNE
2015-10-02T00:00:00
29
75
38
4
8
19
29
99
90
90
5
78
35
40
38
58
22
75
22
22
69
37
46
45.5
68
-0.189677
ZYNE
2015-10-09T00:00:00
30
76
45
4
8
60
58
87
94
94
39
77
35
7
38
58
22
74
22
60
69
37
46
45.5
68
0.103607
ZYNE
2015-10-16T00:00:00
30
76
43
4
8
30
11
30
95
95
30
76
35
14
38
58
22
74
22
18
69
37
46
45.5
68
0.114047
ZYNE
2015-10-23T00:00:00
29
75
38
4
8
36
13
97
94
94
8
78
35
35
38
58
22
75
22
21
69
37
46
45.5
68
-0.202247
ZYNE
2015-10-30T00:00:00
29
75
40
4
8
67
78
91
94
94
15
78
35
27
38
58
22
75
22
75
69
37
46
45.5
68
-0.014867
ZYNE
2015-11-06T00:00:00
30
75
46
4
8
9
1
42
95
95
39
77
35
3
38
58
22
74
22
4
69
37
46
45.5
68
0.120731
ZYNE
2015-11-13T00:00:00
12
37
15
11
8
8
1
64
93
93
38
76
35
26
38
58
3
76
22
3
69
37
46
45.5
68
-0.081502
ZYNE
2015-11-20T00:00:00
12
38
11
11
8
6
1
66
91
91
36
76
35
52
38
58
3
76
22
3
69
37
46
45.5
68
0.003086
ZYNE
2015-11-27T00:00:00
12
37
15
11
8
3
1
56
90
90
37
75
35
27
38
58
3
76
22
2
69
37
46
45.5
68
0.030769
ZYNE
2015-12-04T00:00:00
12
37
19
11
8
4
2
69
88
88
37
76
35
9
38
58
3
76
22
2
69
37
46
45.5
68
-0.032836
ZYNE
2015-12-11T00:00:00
12
37
11
10
8
9
17
9
85
85
35
75
35
51
38
58
3
76
22
10
69
37
46
45.5
68
0.017747
ZYNE
2015-12-18T00:00:00
12
38
13
11
8
4
2
83
84
84
35
76
35
40
38
58
3
77
22
2
69
37
46
45.5
68
-0.073541
ZYNE
2015-12-25T00:00:00
12
40
18
11
8
6
4
97
81
81
37
78
35
15
38
58
3
78
22
4
69
37
46
45.5
68
-0.082651
ZYNE
2016-01-01T00:00:00
11
41
21
10
8
10
27
99
78
78
41
79
35
3
38
58
3
78
22
16
69
37
46
45.5
68
-0.101695