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
⌀
ZZ
2009-01-09T00:00:00
59
90
86
33
19
14
11
92
59
59
29
41
73
68
66
77
80
50
17
11
32
19
62
85
25
-0.122677
ZZ
2009-01-16T00:00:00
32
100
33
24
54
21
27
74
58
58
3
40
73
51
57
30
77
7
28
22
31
19
60
85
25
-0.029661
ZZ
2009-01-23T00:00:00
32
100
33
24
49
28
65
76
56
56
7
40
73
49
47
31
77
15
28
46
30
18
60
85
25
-0.056769
ZZ
2009-01-30T00:00:00
32
100
33
24
22
28
64
94
59
59
34
41
73
40
48
31
77
47
28
45
34
24
68
83
24
-0.143519
ZZ
2009-02-06T00:00:00
31
100
34
24
12
25
43
98
48
48
50
43
73
37
68
32
77
62
27
31
40
27
65
83
24
-0.113514
ZZ
2009-02-13T00:00:00
31
100
34
25
28
20
20
100
60
60
26
45
73
43
78
32
77
39
27
17
51
44
58
81
22
-0.280488
ZZ
2009-02-20T00:00:00
32
100
34
24
23
20
24
77
60
60
32
44
73
41
73
23
77
45
91
19
50
47
60
81
22
0.008475
ZZ
2009-02-27T00:00:00
32
100
34
24
43
21
36
99
69
69
10
47
73
49
86
24
77
21
90
23
61
54
50
80
20
-0.327731
ZZ
2009-03-06T00:00:00
33
100
35
24
56
13
6
98
72
72
1
49
73
55
89
26
77
3
90
5
61
47
58
80
18
-0.3125
ZZ
2009-03-13T00:00:00
35
100
34
24
12
16
15
37
90
90
40
46
73
41
89
29
77
62
89
10
60
28
62
68
20
0.654545
ZZ
2009-03-20T00:00:00
37
100
34
24
42
17
19
18
89
89
8
45
73
54
85
30
77
20
90
14
59
24
59
68
21
0.120879
ZZ
2009-03-27T00:00:00
39
100
32
24
12
12
8
1
94
94
36
41
73
43
66
31
77
59
90
7
54
9
67
57
22
0.705882
ZZ
2009-04-03T00:00:00
59
100
89
47
13
9
5
1
97
97
85
36
73
58
17
80
80
57
57
5
65
20
45
41
24
1.068966
ZZ
2009-04-10T00:00:00
61
100
90
46
17
5
2
31
98
98
63
39
84
55
22
80
80
49
55
2
71
30
54
41
23
-0.208333
ZZ
2009-04-17T00:00:00
61
100
90
46
36
8
7
8
97
97
59
38
84
53
13
80
80
26
56
6
70
29
55
42
23
0.129825
ZZ
2009-04-24T00:00:00
60
100
90
46
24
4
2
18
97
97
60
37
84
53
11
81
80
41
56
2
70
28
56
42
24
0.096273
ZZ
2009-05-01T00:00:00
60
100
89
48
16
4
2
12
97
97
62
37
84
53
13
81
81
51
56
2
70
30
58
42
24
0.062323
ZZ
2009-05-08T00:00:00
56
100
88
50
43
6
17
2
96
96
52
34
83
56
4
82
81
17
58
9
67
23
55
41
25
0.466667
ZZ
2009-05-15T00:00:00
59
100
89
52
10
7
36
99
97
97
65
39
85
58
15
83
80
62
54
17
71
30
61
42
23
-0.430909
ZZ
2009-05-22T00:00:00
62
100
90
53
29
20
91
100
97
97
50
42
85
58
38
83
80
31
53
56
75
37
60
42
22
-0.300319
ZZ
2009-05-29T00:00:00
63
100
90
53
34
72
100
100
97
97
47
44
85
58
48
83
80
24
52
93
84
45
68
42
21
-0.13242
ZZ
2009-06-05T00:00:00
62
100
90
52
39
50
97
76
97
97
43
43
85
58
36
84
80
18
53
82
83
44
65
42
21
0.205263
ZZ
2009-06-12T00:00:00
63
100
90
53
25
61
97
98
96
96
52
45
85
58
37
85
80
35
53
88
87
46
64
42
21
-0.126638
ZZ
2009-06-19T00:00:00
62
100
90
53
24
68
98
25
96
96
73
43
85
58
28
85
80
34
53
90
84
36
59
43
21
0.1
ZZ
2009-06-26T00:00:00
63
100
90
53
17
72
95
89
96
96
75
44
84
58
36
85
80
42
53
90
93
43
58
43
21
-0.081818
ZZ
2009-07-03T00:00:00
51
100
91
29
5
93
100
96
95
95
60
44
77
37
50
91
60
69
48
99
94
43
56
43
21
-0.108911
ZZ
2009-07-10T00:00:00
51
100
92
29
29
39
21
88
95
95
80
44
78
49
42
88
60
24
60
25
94
53
58
42
21
-0.061111
ZZ
2009-07-17T00:00:00
51
100
91
29
41
8
9
48
95
95
73
44
78
52
39
91
60
10
60
5
94
55
58
41
21
0.130178
ZZ
2009-07-24T00:00:00
50
100
91
29
44
5
10
5
94
94
70
43
78
55
41
91
60
3
60
5
94
52
59
41
21
0.198953
ZZ
2009-07-31T00:00:00
49
100
91
28
8
8
11
7
92
92
87
42
78
38
50
91
60
53
60
7
92
34
52
46
66
0.10917
ZZ
2009-08-07T00:00:00
48
100
91
27
26
5
11
61
91
91
78
43
76
50
47
91
60
25
57
6
92
40
50
46
64
-0.086614
ZZ
2009-08-14T00:00:00
48
100
91
26
7
9
33
30
90
90
86
43
76
43
39
91
61
57
57
17
92
38
50
45
64
0.030172
ZZ
2009-08-21T00:00:00
48
100
91
26
21
8
19
9
89
89
79
42
75
51
27
91
61
32
58
11
92
39
41
39
64
0.117155
ZZ
2009-08-28T00:00:00
47
100
91
25
24
7
11
15
89
89
77
42
75
52
25
91
61
26
58
7
91
44
38
37
65
0.007491
ZZ
2009-09-04T00:00:00
48
100
90
26
20
6
8
17
88
88
52
42
75
50
45
91
61
33
58
5
91
42
38
37
65
0.003717
ZZ
2009-09-11T00:00:00
47
100
90
25
14
9
16
5
88
88
54
41
75
48
19
91
61
39
58
10
87
43
45
37
65
0.192593
ZZ
2009-09-18T00:00:00
47
100
90
25
25
17
80
10
86
86
50
41
75
32
14
91
61
25
59
47
92
45
45
50
54
0.055901
ZZ
2009-09-25T00:00:00
47
100
90
25
39
27
81
39
87
87
44
41
75
37
19
91
61
5
58
54
93
42
48
53
55
-0.064706
ZZ
2009-10-02T00:00:00
65
100
88
53
29
12
47
84
87
87
18
42
57
40
41
85
58
15
53
26
92
41
47
46
80
-0.08805
ZZ
2009-10-09T00:00:00
65
100
88
53
22
15
63
75
85
85
46
43
49
39
39
85
58
25
52
37
94
41
46
59
72
0.034483
ZZ
2009-10-16T00:00:00
65
100
88
53
5
30
80
35
84
84
50
42
49
39
39
70
58
53
52
55
95
50
52
62
61
0.046667
ZZ
2009-10-23T00:00:00
65
100
88
53
3
33
76
37
83
83
52
42
49
39
29
69
58
70
52
55
95
53
57
61
62
-0.006369
ZZ
2009-10-30T00:00:00
65
100
88
52
33
35
86
57
81
81
46
42
49
38
27
69
58
9
52
62
93
37
56
65
58
-0.070513
ZZ
2009-11-06T00:00:00
65
100
88
51
17
60
96
79
80
80
46
43
48
41
31
72
59
30
51
82
94
40
56
58
51
-0.02069
ZZ
2009-11-13T00:00:00
64
100
88
50
17
65
95
44
79
79
44
42
48
42
25
72
60
30
50
84
96
41
55
58
53
0.038732
ZZ
2009-11-20T00:00:00
64
100
88
50
4
57
88
95
79
79
57
44
47
41
26
70
60
63
50
76
95
37
51
46
57
-0.142373
ZZ
2009-11-27T00:00:00
64
100
88
50
31
40
46
81
78
78
37
43
47
41
12
70
60
10
50
41
95
37
51
46
57
0.003953
ZZ
2009-12-04T00:00:00
64
100
88
50
3
41
45
28
84
84
80
43
47
56
7
70
60
65
50
42
95
56
35
31
80
0.129921
ZZ
2009-12-11T00:00:00
63
100
88
50
11
52
68
6
84
84
72
42
48
56
9
71
60
40
50
62
80
13
58
47
37
0.076655
ZZ
2009-12-18T00:00:00
64
100
88
50
21
57
66
25
83
83
66
42
47
56
22
71
60
23
50
64
80
11
38
43
31
-0.009709
ZZ
2009-12-25T00:00:00
64
100
88
50
11
53
51
22
82
82
72
42
48
57
17
71
60
41
50
51
81
12
38
44
29
0.042484
ZZ
2010-01-01T00:00:00
63
100
88
50
35
45
33
37
81
81
59
42
48
56
17
71
60
4
50
37
79
13
33
37
19
-0.009404
ZZ
2010-01-08T00:00:00
63
100
88
50
12
55
52
8
84
84
67
41
48
54
19
71
60
35
51
54
78
17
38
36
21
0.139241
ZZ
2010-01-15T00:00:00
63
100
88
50
7
28
16
63
86
86
70
42
48
52
30
69
60
46
51
19
76
31
53
32
47
-0.077778
ZZ
2010-01-22T00:00:00
63
100
88
50
7
31
18
66
86
86
71
42
48
52
44
69
60
48
51
22
83
33
49
27
46
-0.048193
ZZ
2010-01-29T00:00:00
47
81
91
69
30
48
63
84
84
84
35
42
52
32
66
89
57
11
24
56
83
30
49
60
36
-0.056962
ZZ
2010-02-05T00:00:00
47
80
91
69
25
55
88
63
82
82
36
42
52
32
73
89
57
18
24
74
80
17
37
66
17
-0.003356
ZZ
2010-02-12T00:00:00
47
80
91
70
10
54
81
86
78
78
38
43
52
33
90
88
57
40
24
70
78
15
46
61
35
-0.016835
ZZ
2010-02-19T00:00:00
46
80
90
69
29
55
76
11
85
85
36
42
70
33
86
87
58
13
25
68
64
17
43
57
35
0.143836
ZZ
2010-02-26T00:00:00
46
78
90
69
14
52
75
9
85
85
39
41
68
35
95
86
58
32
24
67
66
16
42
57
21
0.035928
ZZ
2010-03-05T00:00:00
47
79
90
69
30
66
93
18
83
83
15
42
68
35
96
86
59
11
25
84
62
20
37
47
36
0.046243
ZZ
2010-03-12T00:00:00
46
79
90
69
39
51
66
27
81
81
13
42
68
36
92
87
59
2
24
61
54
18
50
46
26
0.016575
ZZ
2010-03-19T00:00:00
47
80
90
68
40
51
49
55
78
78
13
42
68
37
78
87
59
2
24
50
53
20
48
44
27
-0.019022
ZZ
2010-03-26T00:00:00
47
80
90
68
40
47
27
41
75
75
13
42
68
37
54
87
59
2
23
33
51
19
48
33
29
0.00831
ZZ
2010-04-02T00:00:00
54
82
89
24
36
53
33
86
75
75
36
43
75
29
8
72
56
7
58
41
53
38
50
32
23
-0.038462
ZZ
2010-04-09T00:00:00
54
80
89
24
13
38
19
39
74
74
48
42
76
28
18
78
56
38
72
24
46
49
48
37
20
0.054286
ZZ
2010-04-16T00:00:00
54
80
89
24
4
71
81
54
73
73
51
43
75
27
13
78
56
61
73
79
49
42
58
57
17
0.00271
ZZ
2010-04-23T00:00:00
53
80
89
24
10
75
90
11
79
79
48
42
75
27
7
78
56
42
73
87
50
38
67
67
6
0.118919
ZZ
2010-04-30T00:00:00
54
81
89
24
6
75
89
76
81
81
51
43
76
27
7
78
56
54
73
86
29
30
74
53
12
-0.096618
ZZ
2010-05-07T00:00:00
54
80
88
26
21
77
85
50
76
76
44
42
76
28
10
79
56
27
74
85
43
33
75
47
14
-0.061497
ZZ
2010-05-14T00:00:00
54
81
88
26
10
74
69
81
73
73
50
43
76
30
29
79
56
45
74
75
43
23
58
46
18
0
ZZ
2010-05-21T00:00:00
54
83
88
26
33
74
69
80
73
73
34
43
76
30
66
79
56
13
74
74
53
31
64
57
52
-0.088319
ZZ
2010-05-28T00:00:00
54
82
88
26
6
60
32
73
70
70
56
43
76
31
77
79
56
57
74
45
55
35
64
56
54
0.015625
ZZ
2010-06-04T00:00:00
55
83
88
26
9
67
57
87
70
70
52
43
76
45
80
79
56
48
74
64
55
25
66
54
59
-0.070769
ZZ
2010-06-11T00:00:00
55
82
88
26
11
69
52
73
69
69
52
44
75
45
88
78
56
48
74
63
43
18
68
53
59
0.009934
ZZ
2010-06-18T00:00:00
55
83
88
26
7
84
83
93
66
66
58
44
76
45
88
78
56
59
73
87
50
17
65
54
58
-0.036066
ZZ
2010-06-25T00:00:00
55
83
88
26
22
64
41
35
67
67
43
44
76
45
90
78
56
32
73
53
55
21
62
44
60
0.034014
ZZ
2010-07-02T00:00:00
44
88
89
38
42
66
52
93
71
71
29
45
74
67
93
88
61
9
74
61
49
13
53
53
65
-0.157895
ZZ
2010-07-09T00:00:00
44
88
89
38
6
52
35
92
66
66
54
45
61
66
93
85
61
64
72
43
52
9
55
49
54
-0.003906
ZZ
2010-07-16T00:00:00
44
88
89
38
26
35
24
62
66
66
38
44
61
65
90
86
61
28
72
26
51
9
64
52
63
0.019608
ZZ
2010-07-23T00:00:00
44
88
89
38
7
39
30
63
64
64
52
45
61
65
89
87
61
61
71
31
52
10
70
52
68
0.030769
ZZ
2010-07-30T00:00:00
43
88
89
37
6
30
14
36
62
62
49
45
60
65
87
88
61
62
71
19
39
13
68
62
48
0.022388
ZZ
2010-08-06T00:00:00
42
89
89
35
46
32
20
45
61
61
29
45
60
66
92
87
62
4
71
23
38
13
67
63
48
0.014599
ZZ
2010-08-13T00:00:00
41
89
89
34
45
25
9
66
60
60
28
45
60
67
88
87
61
5
70
14
27
16
63
61
49
-0.071942
ZZ
2010-08-20T00:00:00
41
89
89
34
31
36
36
74
59
59
32
45
60
67
89
86
61
22
71
34
29
16
58
64
43
-0.023256
ZZ
2010-08-27T00:00:00
41
88
89
34
5
19
10
88
58
58
47
45
60
67
89
86
61
67
70
11
26
13
54
62
42
-0.039683
ZZ
2010-09-03T00:00:00
41
88
89
34
13
18
7
27
67
67
18
45
60
67
84
86
61
45
69
10
29
11
57
61
51
0.090909
ZZ
2010-09-10T00:00:00
40
90
89
34
48
25
18
61
58
58
10
45
61
67
75
86
61
1
68
18
30
12
58
58
49
-0.022727
ZZ
2010-09-17T00:00:00
40
88
89
34
13
27
19
28
59
59
19
45
61
67
66
85
61
48
68
19
28
7
51
56
61
0.042636
ZZ
2010-09-24T00:00:00
40
89
89
34
28
33
36
53
56
56
15
45
60
67
80
85
61
33
68
31
26
5
39
55
64
0.007435
ZZ
2010-10-01T00:00:00
43
100
90
45
51
37
40
97
67
67
5
47
72
44
82
35
59
5
71
36
34
13
34
53
82
-0.103321
ZZ
2010-10-08T00:00:00
43
100
90
45
20
32
30
55
71
71
12
46
72
36
77
47
59
42
78
28
35
11
42
62
81
0.069959
ZZ
2010-10-15T00:00:00
43
100
90
45
20
26
26
33
71
71
14
46
72
35
67
53
59
42
79
23
37
13
49
67
81
0.05
ZZ
2010-10-22T00:00:00
43
100
90
45
28
23
15
53
70
70
12
46
73
37
73
48
59
33
80
16
39
14
50
65
73
-0.025641
ZZ
2010-10-29T00:00:00
43
100
90
45
36
26
51
69
68
68
10
46
73
39
67
48
59
25
79
37
41
10
60
70
68
-0.011278
ZZ
2010-11-05T00:00:00
43
100
91
44
42
17
35
19
70
70
8
46
73
40
59
50
59
19
80
23
45
10
63
70
34
0.110266
ZZ
2010-11-12T00:00:00
42
100
91
43
18
21
56
46
69
69
12
46
73
34
65
51
59
47
80
36
44
14
65
70
37
-0.047945
ZZ
2010-11-19T00:00:00
42
100
91
43
41
21
46
5
70
70
7
46
73
40
59
51
58
20
79
31
52
21
68
71
43
0.086331
ZZ
2010-11-26T00:00:00
42
100
91
43
38
10
6
12
70
70
8
46
73
39
54
50
58
24
79
6
52
19
66
71
43
0.016556
ZZ
2010-12-03T00:00:00
42
100
91
43
37
14
25
30
68
68
8
46
73
41
36
50
58
23
79
16
53
18
64
70
42
0.009772