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
2019-05-24T00:00:00
88
5
22
94
46
97
39
33
79
79
7
72
34
89
19
70
36
26
42
70
58
50
20
30
21
-0.040347
ZYXI
2019-05-31T00:00:00
87
5
19
94
61
97
53
7
78
78
4
71
34
89
14
70
35
12
42
80
58
54
23
36
31
0.022423
ZYXI
2019-06-07T00:00:00
86
4
24
94
40
99
96
1
81
81
8
68
34
89
4
70
35
30
42
99
50
58
39
37
16
0.193116
ZYXI
2019-06-14T00:00:00
86
4
20
95
52
100
96
6
80
80
5
68
34
89
6
70
35
18
42
99
53
62
37
43
14
0.004595
ZYXI
2019-06-21T00:00:00
84
3
27
95
21
99
98
1
85
85
12
65
34
89
4
70
35
47
42
100
28
42
39
75
4
0.259466
ZYXI
2019-06-28T00:00:00
86
4
27
95
20
100
100
76
88
88
11
68
34
90
12
70
35
44
42
100
43
50
41
79
1
-0.184221
ZYXI
2019-07-05T00:00:00
86
3
31
95
13
100
100
41
87
87
15
68
34
90
8
70
35
62
42
100
46
51
41
78
2
0.042295
ZYXI
2019-07-12T00:00:00
87
4
17
95
54
100
100
87
87
87
3
69
34
86
20
70
35
6
42
100
41
53
39
63
2
-0.086497
ZYXI
2019-07-19T00:00:00
87
5
25
95
23
100
98
96
88
88
10
70
34
86
50
70
35
38
42
100
43
53
38
57
1
-0.096896
ZYXI
2019-07-26T00:00:00
87
5
30
94
11
100
98
72
87
87
16
70
34
86
54
70
35
56
42
100
44
65
33
56
1
0.047749
ZYXI
2019-08-02T00:00:00
81
4
26
69
22
100
100
14
88
88
11
67
32
74
31
63
34
37
42
100
52
65
46
38
1
0.135896
ZYXI
2019-08-09T00:00:00
82
4
26
66
21
100
99
59
87
87
9
68
32
75
66
64
34
35
42
100
41
36
64
37
2
-0.092447
ZYXI
2019-08-16T00:00:00
79
3
19
65
43
100
100
1
90
90
3
65
32
75
23
52
34
9
42
100
57
67
60
14
2
0.271904
ZYXI
2019-08-23T00:00:00
81
4
31
65
8
100
68
58
90
90
14
67
32
75
51
53
34
56
42
88
74
70
36
13
3
-0.133689
ZYXI
2019-08-30T00:00:00
81
4
28
65
12
100
82
66
89
89
11
67
32
75
60
53
34
44
42
94
76
66
34
13
3
-0.028278
ZYXI
2019-09-06T00:00:00
81
4
18
65
43
99
42
39
88
88
3
67
32
75
56
50
34
6
42
75
76
68
58
11
3
0.054844
ZYXI
2019-09-13T00:00:00
81
4
28
65
11
93
20
88
87
87
12
68
32
75
65
50
34
46
42
57
77
75
61
8
3
-0.045626
ZYXI
2019-09-20T00:00:00
81
4
20
65
35
96
29
5
87
87
5
66
33
75
62
50
34
15
42
64
79
72
68
9
2
0.109944
ZYXI
2019-09-27T00:00:00
81
4
28
65
10
100
85
63
86
86
12
67
33
75
78
50
34
47
42
95
78
72
67
10
2
-0.048525
ZYXI
2019-10-04T00:00:00
78
2
30
65
6
98
50
1
90
90
2
62
33
75
81
50
34
56
42
77
91
83
43
8
42
0.316177
ZYXI
2019-10-11T00:00:00
79
3
28
65
8
100
99
16
90
90
2
63
33
75
81
50
34
47
42
100
93
85
46
5
50
-0.065588
ZYXI
2019-10-18T00:00:00
80
3
27
65
10
99
81
70
91
91
3
65
33
75
84
50
34
42
42
93
95
92
55
4
86
-0.103481
ZYXI
2019-10-25T00:00:00
81
3
20
64
27
98
54
86
90
90
3
66
33
75
91
51
34
14
42
79
96
94
70
3
86
-0.057288
ZYXI
2019-11-01T00:00:00
79
4
14
90
4
99
87
94
89
89
20
67
2
48
100
66
34
61
42
96
96
96
63
3
88
-0.06122
ZYXI
2019-11-08T00:00:00
79
4
14
89
24
97
31
89
88
88
5
67
2
50
100
67
34
16
42
69
96
95
70
5
90
-0.029609
ZYXI
2019-11-15T00:00:00
79
4
14
89
12
100
94
66
87
87
62
67
2
50
100
57
33
33
42
99
97
95
73
6
90
0.028907
ZYXI
2019-11-22T00:00:00
79
4
13
89
16
99
60
84
86
86
60
67
2
49
100
56
33
27
42
85
99
94
64
7
88
-0.036739
ZYXI
2019-11-29T00:00:00
78
3
14
89
3
100
99
9
87
87
71
65
2
49
100
46
33
63
42
100
98
94
65
7
90
0.177116
ZYXI
2019-12-06T00:00:00
78
3
13
89
13
100
99
37
87
87
60
66
2
49
100
46
33
29
42
100
99
94
63
6
90
-0.042884
ZYXI
2019-12-13T00:00:00
79
4
14
89
25
99
51
80
82
82
52
67
2
49
100
46
33
11
42
79
99
95
48
6
92
-0.07357
ZYXI
2019-12-20T00:00:00
81
5
14
89
21
95
35
99
85
85
54
70
2
50
100
46
33
16
42
68
100
99
65
3
90
-0.180439
ZYXI
2019-12-27T00:00:00
80
5
14
89
31
85
20
86
84
84
49
70
2
49
100
46
33
3
42
53
100
98
65
3
90
0.054932
ZYXI
2020-01-03T00:00:00
80
4
14
89
10
79
20
57
84
84
64
69
2
46
100
46
33
32
42
50
100
98
65
3
90
0.037293
ZYXI
2020-01-10T00:00:00
78
3
13
89
4
83
20
8
88
88
78
65
2
43
100
46
33
54
42
52
99
97
82
5
91
0.279095
ZYXI
2020-01-17T00:00:00
78
3
13
89
3
75
21
18
88
88
81
66
2
42
100
46
33
60
42
47
100
97
83
5
91
0.000937
ZYXI
2020-01-24T00:00:00
78
4
14
89
10
97
75
39
88
88
69
66
2
42
100
46
33
32
42
90
100
97
84
5
92
-0.053354
ZYXI
2020-01-31T00:00:00
79
4
14
89
4
93
67
64
87
87
79
66
2
42
100
46
33
54
42
84
98
97
84
5
93
-0.050428
ZYXI
2020-02-07T00:00:00
78
4
14
89
4
75
21
28
86
86
79
66
2
42
100
45
33
57
42
47
98
97
83
5
93
0.051024
ZYXI
2020-02-14T00:00:00
78
4
14
88
8
48
5
34
85
85
71
66
2
42
100
45
32
38
42
22
99
95
78
5
96
0.005945
ZYXI
2020-02-21T00:00:00
77
3
13
88
27
53
6
4
87
87
50
64
2
43
98
42
33
6
42
24
99
98
78
3
95
0.167323
ZYXI
2020-02-28T00:00:00
82
3
29
88
5
56
9
2
83
83
90
61
32
42
97
48
32
49
23
27
99
100
92
1
100
0.097778
ZYXI
2020-03-06T00:00:00
81
2
29
88
4
97
89
2
81
81
92
59
32
43
97
48
32
61
24
96
99
100
93
1
100
0.088386
ZYXI
2020-03-13T00:00:00
83
3
29
87
8
95
80
53
87
87
89
62
32
44
100
49
31
42
22
91
88
95
93
6
76
-0.295018
ZYXI
2020-03-20T00:00:00
81
3
29
87
15
89
73
24
79
79
85
60
32
45
89
50
31
27
23
85
89
95
92
6
82
-0.021035
ZYXI
2020-03-27T00:00:00
82
3
29
87
28
81
52
49
68
68
81
61
33
45
95
50
31
10
24
69
89
94
90
8
82
0.053206
ZYXI
2020-04-03T00:00:00
82
3
29
87
22
88
74
33
65
65
96
60
33
50
95
50
31
19
24
85
89
93
90
8
82
-0.03206
ZYXI
2020-04-10T00:00:00
81
2
28
87
34
82
74
4
69
69
91
58
32
46
84
50
31
4
25
80
86
96
90
12
81
0.303892
ZYXI
2020-04-17T00:00:00
81
3
29
87
35
96
95
45
69
69
92
59
23
45
73
50
31
1
25
97
88
95
90
16
79
-0.056876
ZYXI
2020-04-24T00:00:00
80
2
28
87
26
98
99
4
72
72
95
56
23
45
37
50
31
14
26
99
84
96
92
24
80
0.220187
ZYXI
2020-05-01T00:00:00
77
2
28
53
9
99
99
6
69
69
99
55
9
39
9
37
33
40
87
99
80
95
95
25
78
0.094314
ZYXI
2020-05-08T00:00:00
79
2
30
61
16
96
72
5
68
68
98
54
8
41
6
57
33
24
1
85
79
94
94
26
78
0.131894
ZYXI
2020-05-15T00:00:00
81
2
31
64
24
98
86
3
67
67
99
51
8
44
3
57
33
11
1
93
76
92
94
25
77
0.133865
ZYXI
2020-05-22T00:00:00
82
2
31
64
5
98
78
57
66
66
100
53
2
44
9
58
34
53
1
90
78
94
93
26
78
-0.095677
ZYXI
2020-05-29T00:00:00
82
2
31
64
6
96
76
55
68
68
100
53
2
44
20
57
34
43
2
87
78
95
93
27
78
0.021066
ZYXI
2020-06-05T00:00:00
82
2
31
65
6
99
99
47
66
66
100
53
2
45
16
57
34
45
1
100
78
94
93
27
78
0.104648
ZYXI
2020-06-12T00:00:00
82
2
31
65
12
98
82
9
63
63
99
52
2
45
4
56
33
29
1
93
71
93
96
31
71
0.035434
ZYXI
2020-06-19T00:00:00
82
2
31
66
3
99
98
10
61
61
100
51
2
46
4
56
33
61
1
100
70
93
97
33
70
0.084277
ZYXI
2020-06-26T00:00:00
82
2
31
66
15
100
99
33
61
61
99
51
2
45
7
55
34
20
1
100
68
92
96
35
66
-0.051525
ZYXI
2020-07-03T00:00:00
82
2
32
66
5
100
98
6
58
58
100
50
2
50
10
55
34
49
2
100
66
91
94
37
65
0.100755
ZYXI
2020-07-10T00:00:00
81
2
32
66
13
100
99
5
60
60
99
48
2
47
8
55
34
24
2
100
65
87
93
36
63
0.137742
ZYXI
2020-07-17T00:00:00
83
2
32
66
19
99
86
94
78
78
98
53
2
46
21
56
34
14
1
95
72
91
93
31
70
-0.250496
ZYXI
2020-07-24T00:00:00
84
2
33
66
9
99
79
98
78
78
99
54
2
46
30
56
34
31
1
93
74
92
92
30
70
-0.07983
ZYXI
2020-07-31T00:00:00
82
3
31
89
10
100
78
94
77
77
100
53
2
36
43
65
32
28
1
95
74
92
91
30
70
-0.029953
ZYXI
2020-08-07T00:00:00
82
3
32
87
3
99
94
99
77
77
100
57
1
40
83
66
33
61
1
98
73
94
95
29
71
-0.108798
ZYXI
2020-08-14T00:00:00
81
3
32
86
11
99
93
94
76
76
90
57
25
42
55
64
34
26
1
97
74
94
95
29
71
-0.014094
ZYXI
2020-08-21T00:00:00
82
3
32
86
15
98
84
90
75
75
90
57
25
42
81
63
34
19
1
93
72
94
97
30
70
-0.032098
ZYXI
2020-08-28T00:00:00
83
4
32
86
4
99
94
96
74
74
90
59
25
42
95
63
34
52
1
98
69
92
97
30
70
-0.092923
ZYXI
2020-09-04T00:00:00
82
4
32
86
11
99
97
82
73
73
90
59
25
42
96
63
34
26
1
99
70
93
97
31
70
-0.016885
ZYXI
2020-09-11T00:00:00
82
3
32
85
6
92
24
31
73
73
90
57
25
43
93
63
34
43
1
61
70
92
97
30
70
0.068241
ZYXI
2020-09-18T00:00:00
81
3
32
85
13
85
13
10
74
74
90
56
25
42
88
63
34
23
1
49
66
93
93
34
67
0.110393
ZYXI
2020-09-25T00:00:00
81
3
32
85
4
82
14
15
67
67
90
55
25
43
91
63
34
50
1
48
65
93
92
34
66
-0.029089
ZYXI
2020-10-02T00:00:00
81
3
32
85
11
65
5
14
66
66
90
55
25
43
88
63
34
28
2
32
65
93
91
33
66
0.04494
ZYXI
2020-10-09T00:00:00
80
3
32
85
14
61
4
5
69
69
90
54
25
42
92
63
34
21
1
28
65
92
92
34
65
0.130679
ZYXI
2020-10-16T00:00:00
83
4
33
85
17
59
4
97
81
81
90
59
25
43
97
63
34
14
1
29
72
94
94
31
70
-0.287389
ZYXI
2020-10-23T00:00:00
82
4
33
85
9
49
3
88
81
81
90
59
26
42
99
64
35
31
1
21
72
94
93
31
69
0.029179
ZYXI
2020-10-30T00:00:00
61
6
28
32
16
49
8
96
81
81
29
59
24
36
99
57
23
17
6
24
70
92
92
34
69
-0.114714
ZYXI
2020-11-06T00:00:00
58
6
28
31
3
57
30
84
80
80
45
60
24
37
99
54
24
52
6
42
47
84
87
43
66
0.031939
ZYXI
2020-11-13T00:00:00
57
6
28
32
4
70
70
74
78
78
37
60
11
37
99
56
24
51
6
75
39
79
85
47
63
0.036333
ZYXI
2020-11-20T00:00:00
57
6
29
32
6
69
72
87
76
76
32
61
11
38
98
56
25
39
6
74
61
90
88
38
78
-0.020451
ZYXI
2020-11-27T00:00:00
57
6
29
32
13
75
78
63
74
74
26
61
11
37
97
56
25
22
6
81
8
72
54
50
57
0.033554
ZYXI
2020-12-04T00:00:00
57
6
29
32
19
87
86
59
72
72
22
61
11
37
98
56
25
12
6
90
11
86
69
66
33
0.018758
ZYXI
2020-12-11T00:00:00
57
6
29
32
8
40
5
95
72
72
30
62
11
37
99
56
25
35
6
19
15
83
72
58
44
-0.077189
ZYXI
2020-12-18T00:00:00
58
6
29
32
23
42
5
38
71
71
20
61
11
38
99
56
25
4
6
19
16
77
66
55
44
0.07367
ZYXI
2020-12-25T00:00:00
58
7
29
32
10
34
4
81
61
61
27
62
11
37
98
56
25
27
6
16
14
92
66
43
54
-0.023586
ZYXI
2021-01-01T00:00:00
58
7
29
32
11
29
5
72
59
59
27
62
11
38
98
56
25
27
6
14
32
46
56
25
27
-0.015372
ZYXI
2021-01-08T00:00:00
58
7
30
32
24
24
10
37
58
58
18
62
11
35
97
57
25
3
6
12
36
49
50
32
21
0.080291
ZYXI
2021-01-15T00:00:00
58
6
30
32
4
26
6
11
64
64
38
59
11
34
95
57
25
48
6
11
37
61
44
28
36
0.136106
ZYXI
2021-01-22T00:00:00
58
6
30
32
4
20
15
11
64
64
39
59
11
33
96
57
25
49
6
13
60
80
48
36
50
0.061785
ZYXI
2021-01-29T00:00:00
58
6
30
32
7
24
22
8
61
61
33
57
11
34
92
57
25
36
7
20
62
62
56
38
37
0.030236
ZYXI
2021-02-05T00:00:00
58
6
30
32
4
17
6
26
57
57
41
57
11
33
91
57
24
51
6
8
62
61
57
38
35
0.051437
ZYXI
2021-02-12T00:00:00
58
6
31
32
10
20
38
31
55
55
29
57
12
35
84
59
25
27
7
28
63
59
58
32
35
0.023699
ZYXI
2021-02-19T00:00:00
58
7
31
32
5
19
14
87
59
59
41
58
12
35
78
57
25
46
6
13
49
70
70
47
54
-0.081228
ZYXI
2021-02-26T00:00:00
61
8
33
29
7
17
14
97
67
67
60
61
24
35
76
63
28
38
71
12
29
65
64
41
71
-0.187457
ZYXI
2021-03-05T00:00:00
61
8
34
29
8
18
48
72
65
65
60
60
25
36
75
64
27
36
71
32
28
68
67
42
75
0.015773
ZYXI
2021-03-12T00:00:00
61
7
34
29
16
41
74
35
67
67
58
59
25
37
71
65
28
20
71
60
32
62
71
36
75
0.143751
ZYXI
2021-03-19T00:00:00
61
8
34
29
19
48
77
58
67
67
55
59
25
38
59
65
28
13
70
66
32
79
76
40
81
-0.045607
ZYXI
2021-03-26T00:00:00
62
8
35
29
3
63
89
78
66
66
70
60
25
39
69
65
29
59
70
81
23
66
74
55
58
-0.075823
ZYXI
2021-04-02T00:00:00
62
7
36
29
7
60
81
58
66
66
81
60
25
49
54
65
30
41
70
74
20
62
77
58
68
0.036987
ZYXI
2021-04-09T00:00:00
62
7
35
29
4
58
76
35
65
65
85
59
25
46
42
65
30
54
70
71
20
56
77
55
68
0.014267
ZYXI
2021-04-16T00:00:00
61
8
36
29
29
43
40
53
65
65
69
59
25
45
43
65
30
3
70
41
26
43
68
64
56
-0.018542