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
2010-12-10T00:00:00
42
100
91
43
17
18
54
76
64
64
13
47
73
35
32
49
58
50
79
33
54
13
67
72
49
-0.032258
ZZ
2010-12-17T00:00:00
42
100
91
43
38
17
39
89
64
64
9
47
73
41
38
50
58
25
79
25
56
15
64
66
56
-0.04
ZZ
2010-12-24T00:00:00
43
100
91
43
41
18
31
69
62
62
9
47
73
41
36
50
58
25
79
21
56
15
63
66
55
0.017361
ZZ
2010-12-31T00:00:00
43
100
91
43
17
36
73
77
61
61
14
47
73
34
27
49
58
54
79
55
56
22
57
69
70
-0.003413
ZZ
2011-01-07T00:00:00
43
100
91
43
55
26
58
44
59
59
6
47
73
42
21
49
58
11
80
40
62
18
59
74
69
0.023973
ZZ
2011-01-14T00:00:00
43
100
91
44
51
53
87
83
53
53
7
48
74
39
34
92
58
15
76
73
57
16
63
82
66
-0.016722
ZZ
2011-01-21T00:00:00
45
100
88
79
57
54
88
86
54
54
30
48
75
35
35
95
46
9
79
73
55
16
85
82
65
-0.057823
ZZ
2011-01-28T00:00:00
45
100
88
79
39
52
79
92
47
47
31
48
73
35
34
95
46
30
80
67
58
16
76
82
62
-0.039711
ZZ
2011-02-04T00:00:00
45
100
88
78
55
42
49
86
44
44
30
48
73
35
48
95
46
14
81
45
57
15
77
80
60
0.003759
ZZ
2011-02-11T00:00:00
45
100
88
78
55
32
23
44
49
49
30
48
73
36
43
94
47
14
82
24
53
17
74
74
62
0.048689
ZZ
2011-02-18T00:00:00
45
100
88
78
18
33
31
54
47
47
35
48
74
36
38
93
47
55
81
29
53
16
73
73
62
0.003571
ZZ
2011-02-25T00:00:00
45
100
88
77
35
27
20
27
44
44
33
48
72
38
29
92
47
35
81
19
44
23
75
78
56
0.010676
ZZ
2011-03-04T00:00:00
45
100
89
76
30
32
42
42
41
41
55
48
73
41
28
92
47
41
81
33
42
20
80
85
53
0
ZZ
2011-03-11T00:00:00
45
100
89
75
12
24
25
60
42
42
64
48
73
43
27
92
47
69
80
20
59
39
92
71
47
-0.038732
ZZ
2011-03-18T00:00:00
45
100
89
74
14
18
15
79
43
43
64
48
73
44
37
92
47
64
79
12
42
36
91
77
60
-0.043956
ZZ
2011-03-25T00:00:00
45
100
89
74
33
14
10
78
42
42
57
49
73
44
38
92
47
38
77
9
47
46
87
86
55
0.015326
ZZ
2011-04-01T00:00:00
42
100
91
26
55
14
11
93
41
41
54
50
70
51
41
83
47
14
78
10
52
45
89
83
52
-0.041509
ZZ
2011-04-08T00:00:00
42
100
91
26
12
19
35
93
40
40
68
50
71
47
47
83
47
69
79
24
55
46
88
80
55
-0.031496
ZZ
2011-04-15T00:00:00
42
100
91
26
37
17
31
84
38
38
56
50
71
44
41
82
47
34
78
21
56
48
88
80
55
-0.01626
ZZ
2011-04-22T00:00:00
42
100
91
26
47
22
53
17
54
54
49
49
71
43
29
82
47
23
78
36
65
52
91
69
42
0.086777
ZZ
2011-04-29T00:00:00
42
100
91
27
35
23
49
38
52
52
57
49
72
44
34
83
47
36
79
34
66
53
91
66
46
0.003802
ZZ
2011-05-06T00:00:00
42
100
90
30
40
21
36
10
48
48
56
49
72
48
28
85
47
30
79
24
78
66
96
56
61
0.026515
ZZ
2011-05-13T00:00:00
42
100
90
32
12
18
23
24
47
47
66
49
72
51
25
86
47
65
83
17
78
75
94
57
54
0.00369
ZZ
2011-05-20T00:00:00
42
100
90
32
35
17
19
10
46
46
60
49
72
52
26
85
47
31
86
15
77
79
94
59
57
0.018382
ZZ
2011-05-27T00:00:00
42
100
90
32
29
12
9
82
53
53
61
50
72
53
36
86
47
38
86
9
78
66
95
66
46
-0.072202
ZZ
2011-06-03T00:00:00
42
100
90
32
29
11
8
84
53
53
61
50
72
50
40
85
47
38
86
7
78
63
95
68
47
-0.042802
ZZ
2011-06-10T00:00:00
43
100
90
33
23
11
10
87
55
55
63
50
72
50
46
86
47
47
86
8
69
27
97
65
35
-0.065041
ZZ
2011-06-17T00:00:00
42
100
90
33
34
19
56
43
55
55
60
49
72
50
37
86
47
31
86
35
78
42
95
39
48
0.03913
ZZ
2011-06-24T00:00:00
42
100
90
33
30
19
49
53
52
52
61
50
72
50
33
86
47
38
86
31
77
39
93
25
47
0.004184
ZZ
2011-07-01T00:00:00
41
100
90
31
51
31
77
37
49
49
57
50
68
48
38
85
47
14
83
55
75
41
92
38
44
0.058333
ZZ
2011-07-08T00:00:00
41
100
90
31
27
31
79
78
49
49
63
50
57
45
42
85
47
41
83
57
78
40
92
44
50
-0.023622
ZZ
2011-07-15T00:00:00
41
100
90
31
18
38
87
89
52
52
66
50
57
42
40
83
48
51
82
65
72
41
77
55
73
-0.060484
ZZ
2011-07-22T00:00:00
41
100
90
31
21
19
34
82
49
49
64
50
57
42
43
83
48
45
81
24
75
31
71
52
71
0
ZZ
2011-07-29T00:00:00
41
100
90
30
59
18
23
83
48
48
52
51
57
42
37
83
47
5
81
17
58
23
53
41
61
-0.060086
ZZ
2011-08-05T00:00:00
40
100
89
29
41
16
17
72
43
43
58
50
57
44
39
84
47
26
83
14
43
27
45
50
52
-0.100457
ZZ
2011-08-12T00:00:00
38
100
90
27
34
21
35
93
48
48
59
51
57
47
52
85
47
31
81
25
8
18
25
47
58
-0.116751
ZZ
2011-08-19T00:00:00
38
100
90
27
61
22
35
65
44
44
51
50
57
48
55
84
48
2
81
25
5
9
12
38
52
-0.017241
ZZ
2011-08-26T00:00:00
38
100
90
27
51
26
48
71
40
40
54
51
57
48
54
84
48
14
81
34
4
6
12
44
52
0.02924
ZZ
2011-09-02T00:00:00
38
100
89
27
61
22
28
11
50
50
50
50
57
48
39
83
48
3
81
22
4
6
8
38
33
0.079545
ZZ
2011-09-09T00:00:00
38
100
90
27
56
16
18
73
51
51
53
50
57
48
42
83
48
11
80
14
4
9
3
41
31
-0.073684
ZZ
2011-09-16T00:00:00
38
100
90
27
55
16
20
58
49
49
52
50
58
48
43
83
48
11
80
15
4
10
3
39
32
0.034091
ZZ
2011-09-23T00:00:00
38
100
90
27
15
14
17
81
52
52
66
51
58
82
52
83
48
58
80
12
4
17
3
51
29
-0.126374
ZZ
2011-09-30T00:00:00
55
73
88
43
9
15
23
87
51
51
81
51
67
35
62
65
45
70
82
16
3
14
3
47
27
-0.069182
ZZ
2011-10-07T00:00:00
55
73
88
43
14
11
10
93
49
49
80
52
74
35
61
64
45
58
81
8
3
15
6
36
24
-0.060811
ZZ
2011-10-14T00:00:00
55
73
88
44
10
14
22
87
47
47
82
52
74
34
62
78
45
68
81
16
3
14
6
37
24
0.043165
ZZ
2011-10-21T00:00:00
55
74
88
44
34
14
21
58
46
46
67
52
74
34
67
78
45
34
81
15
3
14
5
43
18
0.027586
ZZ
2011-10-28T00:00:00
55
75
88
43
45
22
61
48
47
47
61
52
75
33
62
78
45
19
81
40
3
11
5
47
16
0.067114
ZZ
2011-11-04T00:00:00
54
75
89
42
56
17
32
64
46
46
59
52
75
34
59
77
45
9
81
22
2
13
4
46
19
-0.037736
ZZ
2011-11-11T00:00:00
54
72
88
41
26
17
30
4
60
60
76
51
76
34
30
78
44
41
83
20
4
17
8
36
30
0.156863
ZZ
2011-11-18T00:00:00
53
75
88
42
60
15
23
8
57
57
64
51
76
34
26
77
44
2
84
17
4
15
9
35
40
-0.011299
ZZ
2011-11-25T00:00:00
53
72
88
41
38
13
13
2
53
53
72
49
76
34
12
77
44
27
85
11
5
25
7
33
31
0.028571
ZZ
2011-12-02T00:00:00
53
72
88
41
44
12
9
10
46
46
71
50
76
29
15
77
44
20
84
9
4
24
7
36
31
0.072222
ZZ
2011-12-09T00:00:00
53
71
88
41
16
11
7
35
44
44
80
50
77
29
14
77
44
53
83
7
4
22
6
38
28
-0.015544
ZZ
2011-12-16T00:00:00
53
74
88
41
40
13
17
79
53
53
73
51
77
29
26
77
44
24
83
13
5
35
6
44
35
-0.110526
ZZ
2011-12-23T00:00:00
53
74
88
41
44
13
27
86
52
52
72
51
77
29
27
77
43
22
83
17
5
38
6
42
32
-0.005917
ZZ
2011-12-30T00:00:00
53
73
88
41
14
12
24
58
51
51
80
51
77
29
26
77
43
56
83
15
4
34
3
41
41
0.02381
ZZ
2012-01-06T00:00:00
53
72
88
41
48
27
85
25
52
52
67
51
77
27
16
77
43
18
82
57
4
23
5
44
36
0.05814
ZZ
2012-01-13T00:00:00
53
73
88
41
60
31
88
32
49
49
39
51
50
25
13
77
43
3
83
60
3
20
4
46
23
0.027473
ZZ
2012-01-20T00:00:00
41
100
91
63
46
46
97
100
65
65
45
53
57
38
41
40
42
20
79
73
9
59
11
39
56
-0.192513
ZZ
2012-01-27T00:00:00
41
100
91
63
52
47
95
99
64
64
45
53
57
40
46
19
42
13
85
74
9
60
9
40
60
-0.033113
ZZ
2012-02-03T00:00:00
41
100
91
63
54
45
87
95
64
64
45
54
57
40
51
19
42
11
85
68
8
68
8
39
59
0.006849
ZZ
2012-02-10T00:00:00
41
100
91
63
21
29
39
48
64
64
50
54
57
32
40
19
42
47
86
32
8
64
9
40
60
0.034014
ZZ
2012-02-17T00:00:00
41
100
91
62
23
26
24
32
63
63
51
53
58
32
44
20
42
46
85
23
7
65
10
40
59
0.046053
ZZ
2012-02-24T00:00:00
41
100
91
62
14
29
34
74
62
62
55
53
60
30
48
20
42
59
85
29
7
62
12
40
55
-0.037736
ZZ
2012-03-02T00:00:00
41
100
91
60
31
36
67
5
67
67
29
52
61
38
33
21
41
36
85
51
7
52
8
35
68
0.124183
ZZ
2012-03-09T00:00:00
41
100
91
59
28
37
67
8
66
66
29
52
62
38
32
21
41
40
86
52
8
52
7
33
69
0.023256
ZZ
2012-03-16T00:00:00
41
100
91
59
11
10
6
7
65
65
38
52
63
33
26
21
42
65
85
6
7
53
6
34
71
0.051136
ZZ
2012-03-23T00:00:00
42
100
91
58
10
8
5
27
65
65
38
52
63
33
33
22
42
69
85
4
7
55
7
34
71
-0.010811
ZZ
2012-03-30T00:00:00
42
100
90
27
17
8
4
4
62
62
65
52
80
36
24
88
43
53
81
4
8
58
9
32
69
0.103825
ZZ
2012-04-06T00:00:00
42
100
90
27
54
9
8
5
60
60
48
51
80
34
20
88
43
10
81
5
9
62
9
31
73
0.014851
ZZ
2012-04-13T00:00:00
42
100
90
27
53
11
37
2
60
60
54
50
81
31
12
88
43
7
82
19
9
79
7
30
72
0.073171
ZZ
2012-04-20T00:00:00
42
100
90
27
40
9
14
25
62
62
57
51
81
30
8
88
43
22
81
9
34
92
12
32
74
-0.022727
ZZ
2012-04-27T00:00:00
42
100
90
28
50
26
81
67
62
62
54
51
81
30
15
88
43
11
82
55
43
89
14
33
81
-0.032558
ZZ
2012-05-04T00:00:00
42
100
90
30
24
30
83
89
69
69
57
52
83
31
20
89
42
39
83
57
47
94
21
34
72
-0.120192
ZZ
2012-05-11T00:00:00
42
100
89
33
51
39
84
80
65
65
41
52
83
34
22
89
43
10
84
63
50
90
29
35
82
-0.005464
ZZ
2012-05-18T00:00:00
43
100
89
34
16
37
81
86
66
66
59
52
84
35
16
89
43
49
84
60
52
84
51
34
82
-0.098901
ZZ
2012-05-25T00:00:00
42
100
89
34
42
59
93
73
65
65
43
52
84
35
20
89
43
19
84
80
51
85
49
34
81
0.02439
ZZ
2012-06-01T00:00:00
42
100
89
34
11
65
95
77
64
64
63
52
84
81
26
89
43
57
84
84
56
84
47
27
82
-0.041667
ZZ
2012-06-08T00:00:00
42
100
89
34
17
78
97
50
60
60
59
52
84
81
28
89
43
49
84
91
69
91
48
28
79
0.043478
ZZ
2012-06-15T00:00:00
42
100
89
34
18
77
93
12
62
62
57
52
84
81
17
89
43
47
85
88
64
93
34
34
76
0.065476
ZZ
2012-06-22T00:00:00
42
100
89
34
24
66
62
20
58
58
77
52
84
81
9
89
43
40
84
66
58
92
31
34
77
0.011173
ZZ
2012-06-29T00:00:00
42
100
89
34
19
37
32
26
57
57
64
52
52
81
14
53
43
47
73
32
59
94
33
34
78
0.022099
ZZ
2012-07-06T00:00:00
42
100
89
34
22
36
31
27
56
56
61
52
52
82
17
53
43
42
74
32
60
95
32
32
78
0.016216
ZZ
2012-07-13T00:00:00
42
100
89
34
51
29
27
25
50
50
54
52
52
82
27
53
43
10
74
26
67
95
35
32
77
0.010638
ZZ
2012-07-20T00:00:00
42
100
89
34
39
30
28
95
66
66
57
53
52
82
29
53
43
24
73
27
82
93
33
32
67
-0.142105
ZZ
2012-07-27T00:00:00
42
100
89
34
55
30
28
75
64
64
52
52
52
82
29
53
44
5
74
26
83
92
24
34
61
0.030675
ZZ
2012-08-03T00:00:00
41
100
89
32
57
34
37
63
62
62
49
52
53
82
31
53
44
2
74
33
71
85
27
39
67
0.011905
ZZ
2012-08-10T00:00:00
40
100
89
29
28
52
76
37
59
59
60
53
54
82
43
52
44
37
74
66
69
84
28
38
66
0.023529
ZZ
2012-08-17T00:00:00
40
100
89
29
49
56
77
66
58
58
53
53
54
83
42
52
43
12
74
69
70
84
27
38
69
-0.005747
ZZ
2012-08-24T00:00:00
40
100
89
29
27
56
77
95
58
58
59
53
54
83
43
52
43
35
74
70
78
81
29
25
69
-0.063584
ZZ
2012-08-31T00:00:00
41
100
89
29
22
59
80
87
58
58
14
54
54
83
45
52
43
41
74
73
78
81
29
30
72
-0.012346
ZZ
2012-09-07T00:00:00
41
100
89
29
10
62
76
50
59
59
14
53
54
83
54
52
43
58
74
72
76
85
30
38
72
0.05
ZZ
2012-09-14T00:00:00
40
100
89
29
40
26
11
5
72
72
14
53
54
83
44
52
43
20
74
16
71
87
25
75
56
0.166667
ZZ
2012-09-21T00:00:00
40
100
89
29
51
29
16
3
74
74
14
52
54
48
34
52
43
6
75
20
63
85
27
51
67
0.122449
ZZ
2012-09-28T00:00:00
40
100
89
29
22
31
26
8
71
71
29
52
87
48
49
93
43
29
75
26
58
57
18
56
40
-0.009091
ZZ
2012-10-05T00:00:00
40
100
89
29
17
33
37
6
70
70
28
51
87
48
51
93
43
33
75
31
57
40
26
61
32
0.036697
ZZ
2012-10-12T00:00:00
40
100
89
29
6
29
30
27
71
71
26
51
87
47
65
89
43
57
74
26
59
33
22
65
38
-0.022124
ZZ
2012-10-19T00:00:00
40
100
89
29
4
22
11
27
70
70
27
51
87
47
40
89
43
69
75
13
58
36
20
64
37
0.004525
ZZ
2012-10-26T00:00:00
40
100
89
29
29
22
15
24
69
69
26
51
87
47
37
89
43
17
75
15
59
37
21
63
39
0.004505
ZZ
2012-11-02T00:00:00
40
100
89
29
22
25
32
26
65
65
26
51
87
47
22
89
43
25
74
25
61
33
23
65
32
0.013453