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
⌀
ZYXI
2009-10-23T00:00:00
90
2
47
17
2
18
45
1
82
82
6
82
29
87
3
57
83
16
42
28
11
79
52
9
69
0.27995
ZYXI
2009-10-30T00:00:00
87
2
47
17
2
12
11
1
80
80
33
80
29
87
2
57
83
55
42
9
22
75
52
9
65
0.054187
ZYXI
2009-11-06T00:00:00
89
2
47
17
2
19
37
34
81
81
33
82
29
86
2
57
83
67
42
25
22
63
37
8
67
-0.074766
ZYXI
2009-11-13T00:00:00
87
2
47
17
2
11
8
16
79
79
6
81
29
85
2
57
83
19
42
7
12
39
42
9
46
0.055556
ZYXI
2009-11-20T00:00:00
77
4
43
95
3
13
19
87
84
84
2
83
29
79
4
57
75
7
42
12
22
22
58
18
42
-0.194258
ZYXI
2009-11-27T00:00:00
78
4
43
95
2
24
68
84
84
84
17
84
29
79
7
57
75
50
42
45
19
24
63
14
44
-0.028504
ZYXI
2009-12-04T00:00:00
79
5
43
95
2
22
55
96
84
84
11
84
29
79
5
57
75
34
42
36
17
9
73
23
18
-0.059902
ZYXI
2009-12-11T00:00:00
82
6
43
95
2
50
92
98
85
85
15
85
29
78
8
57
75
45
42
74
48
16
40
18
41
-0.120936
ZYXI
2009-12-18T00:00:00
81
6
43
95
2
80
99
82
84
84
23
85
29
78
5
57
75
67
42
92
49
16
45
19
43
0.028107
ZYXI
2009-12-25T00:00:00
82
6
43
95
2
86
100
94
83
83
12
86
29
78
5
57
75
37
42
96
42
9
48
15
51
-0.017266
ZYXI
2010-01-01T00:00:00
83
7
43
95
4
79
98
96
77
77
2
86
29
78
11
57
75
5
42
91
42
13
41
15
55
-0.045388
ZYXI
2010-01-08T00:00:00
81
6
43
95
2
79
97
39
79
79
14
86
29
78
6
57
75
35
42
91
37
22
59
20
70
0.113497
ZYXI
2010-01-15T00:00:00
82
6
43
95
22
51
43
77
78
78
34
87
29
57
13
57
75
54
42
46
35
25
67
19
79
-0.050964
ZYXI
2010-01-22T00:00:00
83
7
44
95
22
44
30
83
76
76
34
87
29
57
28
57
75
52
42
35
31
21
67
21
76
-0.071118
ZYXI
2010-01-29T00:00:00
83
7
44
95
22
30
15
85
71
71
34
87
29
57
36
57
75
54
42
19
28
17
62
8
78
-0.039063
ZYXI
2010-02-05T00:00:00
84
8
43
95
26
24
8
92
70
70
34
88
29
57
29
57
75
23
42
13
29
17
67
8
81
-0.060163
ZYXI
2010-02-12T00:00:00
85
8
43
95
47
26
14
83
69
69
34
88
29
58
49
57
75
1
42
17
28
14
53
11
63
0.010381
ZYXI
2010-02-19T00:00:00
85
8
43
95
36
23
9
89
65
65
34
88
29
59
37
57
75
14
42
13
31
14
54
11
63
0
ZYXI
2010-02-26T00:00:00
87
10
44
94
34
19
9
95
65
65
34
88
29
60
39
57
75
14
42
11
32
12
55
13
62
-0.063356
ZYXI
2010-03-05T00:00:00
88
11
43
95
23
25
40
93
62
62
34
89
29
61
33
57
75
46
42
29
28
17
47
7
85
0
ZYXI
2010-03-12T00:00:00
87
11
43
94
22
18
17
83
61
61
34
89
29
62
44
57
76
67
42
13
38
18
28
7
91
0.010969
ZYXI
2010-03-19T00:00:00
89
13
44
94
49
12
13
96
56
56
34
89
29
64
44
57
76
14
42
8
37
19
32
8
93
-0.088608
ZYXI
2010-03-26T00:00:00
87
11
43
94
40
8
11
32
69
69
34
89
29
64
68
57
76
22
42
6
40
21
36
5
95
0.097222
ZYXI
2010-04-02T00:00:00
61
31
41
97
27
7
6
32
69
69
14
89
29
36
93
57
48
37
42
4
40
20
36
5
95
0.023508
ZYXI
2010-04-09T00:00:00
60
27
41
97
33
9
9
10
72
72
13
88
29
34
91
57
48
31
42
6
34
28
36
6
94
0.086572
ZYXI
2010-04-16T00:00:00
61
30
40
97
64
8
7
35
70
70
2
88
29
31
94
57
48
4
42
5
38
24
43
8
92
-0.009756
ZYXI
2010-04-23T00:00:00
61
31
40
97
62
7
4
58
69
69
2
89
29
31
94
57
48
6
42
4
27
29
60
22
77
0
ZYXI
2010-04-30T00:00:00
62
31
40
97
63
8
5
70
68
68
4
89
29
32
91
57
48
9
42
4
37
40
51
36
56
-0.041051
ZYXI
2010-05-07T00:00:00
62
29
40
97
24
6
6
45
59
59
32
89
29
34
85
57
48
61
42
4
57
49
53
30
59
-0.053082
ZYXI
2010-05-14T00:00:00
62
31
41
97
64
5
4
51
58
58
3
89
29
37
72
57
48
9
42
3
57
37
46
32
58
0.034358
ZYXI
2010-05-21T00:00:00
30
38
59
15
67
7
32
100
85
85
1
91
29
35
72
57
69
2
42
16
48
37
80
64
82
-0.300699
ZYXI
2010-05-28T00:00:00
30
39
59
15
27
7
42
99
83
83
15
92
29
27
74
57
69
46
42
21
34
16
79
65
75
-0.0475
ZYXI
2010-06-04T00:00:00
30
42
59
15
51
11
72
92
82
82
7
92
29
31
77
57
69
21
42
40
36
23
77
68
71
-0.031496
ZYXI
2010-06-11T00:00:00
30
37
59
15
24
10
65
47
83
83
16
91
29
27
71
57
69
50
42
35
48
30
76
71
73
0.067751
ZYXI
2010-06-18T00:00:00
30
42
59
15
21
8
44
92
81
81
24
91
29
24
73
57
69
68
42
23
52
30
72
75
72
-0.063452
ZYXI
2010-06-25T00:00:00
30
40
59
15
67
7
36
40
81
81
2
91
29
35
74
57
69
5
42
18
59
39
73
55
74
0.03252
ZYXI
2010-07-02T00:00:00
30
38
59
15
37
10
48
38
78
78
12
91
29
28
61
57
69
38
42
25
76
38
86
53
50
-0.031496
ZYXI
2010-07-09T00:00:00
30
43
59
15
73
12
44
59
76
76
1
91
29
31
67
57
69
2
42
24
65
30
87
50
62
0
ZYXI
2010-07-16T00:00:00
30
50
60
15
50
3
2
98
82
82
6
93
29
26
70
57
69
20
42
2
66
63
88
65
62
-0.168022
ZYXI
2010-07-23T00:00:00
30
52
60
15
29
3
2
96
80
80
15
93
29
29
73
57
69
40
42
2
68
68
94
67
72
0
ZYXI
2010-07-30T00:00:00
29
43
59
15
32
3
2
16
84
84
15
92
29
29
57
57
69
39
42
2
63
67
94
71
39
0.201954
ZYXI
2010-08-06T00:00:00
28
47
60
15
27
5
9
72
84
84
13
92
29
33
71
57
69
38
42
5
63
72
94
70
43
-0.084011
ZYXI
2010-08-13T00:00:00
27
49
60
15
22
4
5
82
84
84
20
93
29
30
59
57
69
60
42
3
65
69
95
74
42
-0.091716
ZYXI
2010-08-20T00:00:00
34
39
53
12
54
5
22
81
83
83
3
93
29
44
48
57
74
11
42
11
61
70
97
75
45
0
ZYXI
2010-08-27T00:00:00
34
38
53
12
25
6
42
61
82
82
13
93
29
44
51
57
74
43
42
21
64
76
98
73
49
0
ZYXI
2010-09-03T00:00:00
35
49
54
12
20
5
27
99
85
85
34
94
29
44
71
57
73
63
42
13
66
87
96
66
31
-0.179153
ZYXI
2010-09-10T00:00:00
35
49
54
12
25
3
4
88
86
86
34
94
29
44
71
57
73
38
42
3
64
82
97
75
34
0.02381
ZYXI
2010-09-17T00:00:00
34
41
53
12
42
3
4
24
88
88
34
93
29
44
46
57
73
17
42
2
65
69
92
62
66
0.189922
ZYXI
2010-09-24T00:00:00
34
41
54
12
23
6
66
32
87
87
34
93
29
44
45
57
73
49
42
34
65
69
92
60
67
0
ZYXI
2010-10-01T00:00:00
34
43
53
12
41
4
15
43
87
87
34
93
29
44
44
57
73
18
42
7
66
70
92
60
68
0
ZYXI
2010-10-08T00:00:00
34
44
53
12
35
3
10
73
85
85
34
93
29
43
52
57
74
27
42
5
66
69
93
58
68
0
ZYXI
2010-10-15T00:00:00
34
44
54
12
23
4
14
76
83
83
34
93
29
42
35
57
73
44
42
7
65
70
93
56
67
-0.019544
ZYXI
2010-10-22T00:00:00
34
46
53
12
52
5
23
60
82
82
34
93
29
42
12
57
74
10
42
11
65
71
93
56
67
0
ZYXI
2010-10-29T00:00:00
34
43
53
12
21
3
3
45
81
81
34
93
29
41
10
57
74
56
42
2
65
72
92
57
74
0.019934
ZYXI
2010-11-05T00:00:00
33
35
53
12
43
4
4
4
86
86
34
92
29
41
10
57
74
11
42
3
66
72
92
47
36
0.201954
ZYXI
2010-11-12T00:00:00
78
34
46
75
22
7
59
6
83
83
34
92
29
38
7
57
68
37
42
31
66
63
86
47
33
0.01626
ZYXI
2010-11-19T00:00:00
78
32
46
75
20
7
49
6
81
81
34
92
29
38
4
57
68
56
42
25
66
65
86
48
34
0.032
ZYXI
2010-11-26T00:00:00
77
33
46
75
44
7
43
7
79
79
34
91
29
38
4
57
68
8
42
21
67
59
83
47
35
0.033592
ZYXI
2010-12-03T00:00:00
80
36
46
75
20
6
31
82
82
82
34
92
29
73
7
57
68
56
42
15
70
58
73
43
29
-0.0925
ZYXI
2010-12-10T00:00:00
80
37
46
75
24
6
27
57
81
81
34
92
29
73
8
57
68
29
42
13
70
60
72
43
28
0.033058
ZYXI
2010-12-17T00:00:00
80
38
47
75
28
6
31
78
78
78
34
92
29
73
5
57
68
24
42
15
71
61
71
41
32
-0.016
ZYXI
2010-12-24T00:00:00
79
35
47
75
18
7
44
36
77
77
34
92
29
73
6
57
67
68
42
22
71
58
68
41
32
0.03252
ZYXI
2010-12-31T00:00:00
80
39
47
75
31
21
93
88
77
77
34
92
29
72
10
57
67
20
42
58
71
54
72
41
29
-0.031496
ZYXI
2011-01-07T00:00:00
79
36
47
76
19
27
89
26
77
77
34
92
29
69
6
57
67
47
42
60
71
53
74
42
27
0.067751
ZYXI
2011-01-14T00:00:00
79
36
47
76
18
34
94
35
68
68
34
92
29
68
5
57
67
55
42
66
61
46
70
50
22
0.015228
ZYXI
2011-01-21T00:00:00
79
37
46
76
32
42
95
30
65
65
34
92
29
47
4
57
67
22
42
71
62
55
82
47
18
-0.015
ZYXI
2011-01-28T00:00:00
79
37
46
76
44
21
43
41
64
64
34
92
29
47
6
57
67
10
42
30
79
60
32
21
7
0
ZYXI
2011-02-04T00:00:00
78
36
46
76
23
25
54
48
61
61
34
92
29
47
5
57
67
39
42
38
78
72
34
24
8
0.015228
ZYXI
2011-02-11T00:00:00
79
38
46
75
40
22
43
58
52
52
34
92
29
48
5
57
68
17
42
30
78
71
35
24
8
0
ZYXI
2011-02-18T00:00:00
77
33
46
75
21
25
56
15
59
59
34
92
29
49
6
57
68
70
42
38
79
65
38
26
5
0.075
ZYXI
2011-02-25T00:00:00
76
30
46
74
22
18
24
6
56
56
34
92
29
51
6
57
67
45
42
17
74
77
40
29
4
0.044186
ZYXI
2011-03-04T00:00:00
77
33
46
74
25
31
68
36
58
58
34
92
29
54
5
57
68
35
42
50
74
67
40
32
4
-0.026726
ZYXI
2011-03-11T00:00:00
76
32
46
74
51
30
69
12
53
53
34
92
29
55
5
57
68
5
42
50
71
65
35
36
4
0.01373
ZYXI
2011-03-18T00:00:00
74
26
46
72
21
31
73
7
51
51
34
91
29
57
5
57
68
50
42
52
79
88
34
38
6
0.040632
ZYXI
2011-03-25T00:00:00
75
28
46
72
23
36
71
32
49
49
34
91
29
58
5
57
68
49
42
54
76
74
42
22
7
0
ZYXI
2011-04-01T00:00:00
39
27
47
40
20
36
63
74
50
50
29
92
29
62
4
57
73
65
42
49
76
77
46
22
8
-0.02603
ZYXI
2011-04-08T00:00:00
37
20
46
40
36
33
56
2
80
80
9
90
29
57
3
57
74
26
42
43
70
86
24
38
9
0.218263
ZYXI
2011-04-15T00:00:00
38
19
46
40
57
46
80
5
79
79
3
90
29
54
3
57
74
9
42
65
67
82
21
38
12
0.010969
ZYXI
2011-04-22T00:00:00
37
16
46
40
32
62
91
2
80
80
20
89
29
74
2
57
74
34
42
80
79
81
23
27
9
0.090416
ZYXI
2011-04-29T00:00:00
37
17
46
41
41
53
77
20
79
79
12
89
29
74
2
57
73
26
42
67
81
81
25
26
15
0
ZYXI
2011-05-06T00:00:00
37
15
46
46
21
59
87
6
77
77
32
89
29
76
2
57
73
59
42
77
85
85
27
22
22
0.0199
ZYXI
2011-05-13T00:00:00
26
18
38
19
24
70
95
79
81
81
18
90
29
50
3
98
79
45
31
87
87
41
56
32
32
-0.100813
ZYXI
2011-05-20T00:00:00
26
23
39
19
44
68
86
93
82
82
7
91
29
57
9
98
79
21
29
80
86
28
53
37
31
-0.077758
ZYXI
2011-05-27T00:00:00
26
18
38
19
21
57
51
22
84
84
25
90
29
46
8
98
79
67
29
55
91
57
53
47
14
0.121569
ZYXI
2011-06-03T00:00:00
26
18
38
19
23
80
98
40
84
84
15
90
29
51
7
98
79
44
30
92
91
51
47
51
14
-0.033217
ZYXI
2011-06-10T00:00:00
26
25
39
20
21
83
98
98
89
89
21
92
29
48
24
98
79
59
29
93
86
23
24
57
16
-0.244123
ZYXI
2011-06-17T00:00:00
26
25
39
20
22
85
99
81
88
88
15
91
29
52
32
98
79
42
29
94
88
22
23
66
20
0.045455
ZYXI
2011-06-24T00:00:00
26
18
38
20
24
85
97
9
91
91
6
90
29
58
9
98
79
20
32
93
83
38
28
82
68
0.251716
ZYXI
2011-07-01T00:00:00
26
18
38
20
20
88
98
16
90
90
23
89
29
48
7
98
79
63
31
95
83
34
31
61
73
0.010969
ZYXI
2011-07-08T00:00:00
26
23
39
20
24
84
57
84
90
90
6
90
29
57
39
98
79
18
30
74
86
34
33
71
79
-0.077758
ZYXI
2011-07-15T00:00:00
26
24
39
20
22
71
27
98
90
90
16
91
29
54
66
98
79
42
30
48
82
35
18
78
90
-0.096078
ZYXI
2011-07-22T00:00:00
26
22
39
20
22
85
85
26
89
89
12
90
29
57
56
98
79
33
30
88
78
53
23
81
90
0.106291
ZYXI
2011-07-29T00:00:00
26
18
38
19
23
84
67
3
89
89
14
90
29
56
34
98
79
39
30
79
83
64
49
86
91
0.060784
ZYXI
2011-08-05T00:00:00
25
15
38
19
25
31
9
4
87
87
7
89
29
61
50
99
79
22
31
16
90
81
70
63
95
0.022181
ZYXI
2011-08-12T00:00:00
75
19
56
26
22
41
15
19
85
85
67
89
29
48
56
96
81
46
27
25
75
77
73
72
96
-0.03255
ZYXI
2011-08-19T00:00:00
74
19
56
26
28
86
93
20
82
82
42
89
29
49
60
95
81
16
28
92
73
77
67
63
96
-0.02243
ZYXI
2011-08-26T00:00:00
82
32
57
26
28
83
90
92
87
87
38
91
29
49
83
92
81
12
27
90
78
56
72
65
90
-0.17782
ZYXI
2011-09-02T00:00:00
77
24
56
26
25
63
28
28
86
86
94
90
29
49
89
92
81
25
28
44
75
51
63
62
78
0.144186
ZYXI
2011-09-09T00:00:00
76
21
56
26
22
41
13
33
86
86
100
90
29
50
86
92
81
66
28
24
74
45
64
61
78
0
ZYXI
2011-09-16T00:00:00
78
23
56
26
23
66
57
56
83
83
100
90
29
50
80
93
81
66
29
64
77
46
67
60
82
0