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factor_signals

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train · 8.97M rows

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	2023-03-24T00:00:00	91	9	50	76	41	98	50	30	67	67	91	58	5	95	96	56	54	12	26	81	56	55	64	42	66	0.046667
ZYXI	2023-03-31T00:00:00	90	8	50	76	33	86	14	9	67	67	93	56	5	94	98	57	53	20	26	51	50	53	63	44	63	0.091902
ZYXI	2023-04-07T00:00:00	90	8	50	76	13	78	11	13	67	67	96	56	5	95	98	57	53	45	27	41	50	51	70	33	59	0.013333
ZYXI	2023-04-14T00:00:00	91	8	50	76	27	81	11	48	65	65	92	56	4	95	93	57	53	27	27	44	54	55	67	34	55	-0.018092
ZYXI	2023-04-21T00:00:00	90	8	50	75	41	82	21	36	64	64	88	56	4	95	94	57	53	13	26	48	55	56	67	34	56	0.001675
ZYXI	2023-04-28T00:00:00	57	9	58	58	23	79	18	70	63	63	57	56	18	98	99	88	55	32	65	46	53	50	59	38	57	-0.043478
ZYXI	2023-05-05T00:00:00	58	13	58	62	14	40	5	96	67	67	62	59	19	98	100	88	55	40	64	21	47	43	66	33	51	-0.180944
ZYXI	2023-05-12T00:00:00	59	12	58	64	27	58	24	80	66	66	57	59	19	98	100	89	55	20	65	40	46	45	63	31	53	0.017076
ZYXI	2023-05-19T00:00:00	60	12	58	65	15	61	42	80	62	62	62	59	19	98	100	90	54	35	64	51	46	43	64	32	54	0.010493
ZYXI	2023-05-26T00:00:00	60	12	58	65	19	76	70	71	60	60	60	59	19	98	100	90	54	29	64	76	42	42	60	33	54	-0.023884
ZYXI	2023-06-02T00:00:00	60	13	58	65	15	81	78	89	59	59	63	60	20	98	99	90	54	35	64	84	45	45	70	34	62	-0.017021
ZYXI	2023-06-09T00:00:00	60	14	58	66	9	67	61	93	57	57	69	61	19	98	98	29	54	49	64	66	33	46	63	47	59	-0.051948
ZYXI	2023-06-16T00:00:00	60	12	58	66	36	67	68	25	60	60	51	60	19	98	98	29	54	10	64	71	34	39	65	51	51	0.099315
ZYXI	2023-06-23T00:00:00	60	12	57	65	12	59	37	31	59	59	66	60	20	98	99	29	54	40	65	46	35	37	66	50	50	-0.016615
ZYXI	2023-06-30T00:00:00	60	12	57	65	9	35	8	39	58	58	68	60	20	94	99	29	54	46	65	19	34	39	65	49	52	0.012672
ZYXI	2023-07-07T00:00:00	60	14	57	65	17	41	12	90	59	59	61	61	20	96	98	29	54	30	65	24	39	52	83	48	41	-0.061522
ZYXI	2023-07-14T00:00:00	60	13	57	65	8	38	13	58	54	54	70	61	20	96	98	29	54	53	63	22	43	62	95	55	48	0.034444
ZYXI	2023-07-21T00:00:00	60	14	57	65	9	37	15	76	53	53	69	61	20	96	98	28	54	49	63	23	47	65	95	50	50	-0.015038
ZYXI	2023-07-28T00:00:00	73	14	74	52	39	33	12	17	57	57	80	59	19	98	97	71	21	8	42	19	41	74	91	63	42	0.078517
ZYXI	2023-08-04T00:00:00	74	17	75	49	40	26	8	94	65	65	80	61	19	97	96	71	21	5	40	14	28	54	86	63	41	-0.157735
ZYXI	2023-08-11T00:00:00	75	19	75	48	26	37	46	91	63	63	80	62	19	96	95	71	21	19	40	37	31	54	89	63	45	-0.068427
ZYXI	2023-08-18T00:00:00	75	19	74	47	28	40	51	75	62	62	66	61	19	96	96	71	21	16	40	43	29	58	90	65	47	-0.010309
ZYXI	2023-08-25T00:00:00	74	18	74	47	11	38	47	63	60	60	75	61	19	96	96	72	20	41	40	40	29	60	91	69	45	0.002604
ZYXI	2023-09-01T00:00:00	75	20	75	47	9	29	16	83	58	58	77	62	19	96	94	72	20	46	40	19	29	60	93	68	52	-0.019481
ZYXI	2023-09-08T00:00:00	75	19	75	47	6	28	24	69	57	57	79	61	19	96	89	71	20	55	40	22	30	61	93	69	49	-0.021192
ZYXI	2023-09-15T00:00:00	72	16	74	47	16	27	22	7	63	63	69	60	19	96	89	71	20	27	41	20	26	75	90	78	41	0.121786
ZYXI	2023-09-22T00:00:00	71	16	73	47	19	34	66	4	62	62	68	59	19	96	86	71	20	22	42	50	32	82	91	80	43	0.016888
ZYXI	2023-09-29T00:00:00	72	17	74	47	7	23	9	46	62	62	89	60	19	96	84	71	20	47	42	13	26	74	89	83	42	-0.051008
ZYXI	2023-10-06T00:00:00	72	16	74	47	12	24	9	23	60	60	86	60	19	96	71	71	21	33	43	14	27	73	89	83	43	0.015
ZYXI	2023-10-13T00:00:00	72	17	74	47	32	27	17	49	55	55	77	59	19	96	76	71	20	7	42	20	37	69	86	72	30	-0.018473
ZYXI	2023-10-20T00:00:00	73	18	74	47	9	27	21	73	57	57	85	60	19	97	75	71	20	39	42	22	39	65	82	70	30	-0.079046
ZYXI	2023-10-27T00:00:00	76	15	73	88	6	24	16	4	63	63	97	59	10	98	48	86	31	50	26	18	41	77	71	60	39	0.13624
ZYXI	2023-11-03T00:00:00	75	14	73	89	22	26	21	8	61	61	92	59	10	98	10	91	30	19	27	21	38	75	67	59	38	0.097722
ZYXI	2023-11-10T00:00:00	76	15	73	89	28	35	77	16	59	59	92	59	9	98	8	76	29	10	27	55	37	73	67	62	32	-0.023484
ZYXI	2023-11-17T00:00:00	77	17	73	88	18	41	91	75	58	58	95	60	9	97	11	75	29	24	27	67	47	80	60	19	60	-0.043624
ZYXI	2023-11-24T00:00:00	75	14	73	88	5	35	64	10	60	60	98	59	9	97	8	75	29	54	27	49	5	52	43	41	34	0.115789
ZYXI	2023-12-01T00:00:00	76	16	73	89	20	41	81	69	60	60	94	60	9	97	7	75	29	20	27	62	8	53	48	35	25	-0.052411
ZYXI	2023-12-08T00:00:00	78	17	74	89	11	42	64	79	59	59	96	61	9	97	6	75	29	33	27	53	11	57	49	25	35	-0.042035
ZYXI	2023-12-15T00:00:00	75	14	72	89	9	32	37	17	63	63	97	59	9	97	5	75	29	39	28	32	18	37	52	34	19	0.168591
ZYXI	2023-12-22T00:00:00	74	14	72	89	10	58	93	13	62	62	96	59	9	97	5	75	29	36	28	77	15	33	56	35	21	0.051383
ZYXI	2023-12-29T00:00:00	74	13	72	89	8	66	95	10	60	60	97	59	9	97	4	75	29	41	28	85	13	33	55	35	21	0.023496
ZYXI	2024-01-05T00:00:00	74	13	72	89	27	64	89	22	59	59	91	59	9	97	3	75	29	10	29	81	16	37	58	30	21	-0.009183
ZYXI	2024-01-12T00:00:00	75	15	72	89	37	47	53	74	60	60	87	60	9	97	5	75	29	1	29	47	24	47	45	30	31	-0.063021
ZYXI	2024-01-19T00:00:00	75	14	72	89	27	73	94	47	60	60	90	59	9	97	5	75	29	13	29	87	29	45	47	35	27	0.01088
ZYXI	2024-01-26T00:00:00	73	12	72	89	14	51	59	8	62	62	93	58	9	97	5	75	29	29	30	56	35	40	44	30	27	0.114481
ZYXI	2024-02-02T00:00:00	73	12	72	89	6	39	34	9	61	61	98	58	9	97	5	75	29	51	31	31	36	39	48	26	28	0.025461
ZYXI	2024-02-09T00:00:00	72	10	71	88	17	70	87	8	60	60	93	58	9	97	5	83	29	25	31	82	31	40	38	24	18	0.063356
ZYXI	2024-02-16T00:00:00	72	11	71	88	30	73	90	16	57	57	90	58	9	97	5	81	29	9	32	85	28	30	32	26	21	0.023349
ZYXI	2024-02-23T00:00:00	72	10	72	88	12	77	93	13	53	53	94	57	18	97	7	80	29	34	32	89	32	34	32	24	24	0.015736
ZYXI	2024-03-01T00:00:00	73	11	73	87	18	77	90	71	54	54	93	58	18	96	9	80	29	22	34	88	33	47	36	22	30	-0.04725
ZYXI	2024-03-08T00:00:00	73	10	72	87	13	68	55	23	53	53	95	58	18	96	9	81	29	32	34	64	35	43	35	21	32	0.045528
ZYXI	2024-03-15T00:00:00	55	9	81	79	14	70	68	55	53	53	65	59	9	98	9	94	32	31	42	72	33	37	18	23	34	-0.024106
ZYXI	2024-03-22T00:00:00	55	9	81	79	24	87	94	35	50	50	60	59	9	98	10	84	32	17	35	94	33	36	19	22	34	0.01753
ZYXI	2024-03-29T00:00:00	55	9	81	79	19	89	94	84	50	50	34	59	9	98	11	85	32	24	35	94	25	34	25	33	36	-0.031323
ZYXI	2024-04-05T00:00:00	55	9	81	78	12	93	94	59	45	45	41	59	9	98	11	85	32	34	35	96	30	34	29	30	39	-0.000808
ZYXI	2024-04-12T00:00:00	55	9	81	78	13	93	91	65	46	46	42	59	9	98	12	86	32	34	33	95	53	58	30	26	52	-0.036408
ZYXI	2024-04-19T00:00:00	55	9	81	78	33	93	92	71	45	45	25	59	9	98	13	86	32	8	33	95	39	55	18	22	33	-0.0445
ZZ	2006-04-14T00:00:00	45	79	85	89	30	31	39	38	55.5	55.5	60	25	73	98	43	80.5	77	35	73	32	53	35	45	47	48	-0.047429
ZZ	2006-04-21T00:00:00	47	81	85	89	30	31	39	94	55.5	55.5	63	26	73	98	43	80.5	77	44	73	32	53	35	45	47	48	-0.055157
ZZ	2006-04-28T00:00:00	47	80	85	89	30	31	39	49	53	53	66	26	73	98	43	80.5	77	63	73	33	53	35	45	47	48	0.012679
ZZ	2006-05-05T00:00:00	47	81	85	89	30	31	39	66	33	33	59	26	73	97	43	80.5	77	29	73	31	53	35	45	47	48	0.00626
ZZ	2006-05-12T00:00:00	48	81	84	91	30	31	39	68	29	29	68	26	73	97	43	80.5	77	44	73	32	53	35	45	47	48	-0.049835
ZZ	2006-05-19T00:00:00	63	82	83	25	30	31	39	81	27	27	88	27	73	97	43	80.5	80	44	73	33	53	35	45	47	48	-0.057018
ZZ	2006-05-26T00:00:00	65	85	83	25	30	31	39	97	36	36	87	28	73	97	43	80.5	80	29	73	32	53	35	45	47	48	-0.089035
ZZ	2006-06-02T00:00:00	64	84	83	26	30	31	39	67	59	59	88	28	73	97	43	80.5	80	32	73	33	53	35	45	47	48	0.051131
ZZ	2006-06-09T00:00:00	65	84	83	26	30	38	56	74	51	51	88	27	73	97	43	80.5	79	25	73	47	53	35	45	47	48	-0.045019
ZZ	2006-06-16T00:00:00	66	85	83	26	30	18	12	83	45	45	89	28	73	97	43	80.5	79	20	73	12	53	35	45	47	48	-0.054022
ZZ	2006-06-23T00:00:00	65	84	83	26	30	28	35	34	56	56	89	27	73	97	43	80.5	79	24	73	28	53	35	45	47	48	0.048244
ZZ	2006-06-30T00:00:00	65	84	83	26	30	30	38	51	51	51	53	28	73	97	43	80.5	79	25	73	31	53	35	45	47	48	0.017628
ZZ	2006-07-07T00:00:00	66	84	83	26	30	26	28	58	48	48	81	27	73	97	43	80.5	80	56	73	24	53	35	45	47	48	-0.02712
ZZ	2006-07-14T00:00:00	28	84	86	33	30	19	21	55	44	44	31	28	73	98	43	80.5	80	24	73	17	53	35	45	47	48	-0.02135
ZZ	2006-07-21T00:00:00	28	84	86	33	30	9	5	38	42	42	32	28	73	98	43	80.5	80	23	73	5	53	35	45	47	48	0.007986
ZZ	2006-07-28T00:00:00	28	81	86	32	30	17	16	4	65	65	33	27	73	98	43	80.5	80	43	73	13	53	35	45	47	48	0.125613
ZZ	2006-08-04T00:00:00	27	82	86	31	30	18	21	30	59	59	33	27	73	98	43	80.5	80	30	73	15	53	35	45	47	48	-0.022493
ZZ	2006-08-11T00:00:00	27	83	86	30	30	15	12	58	57	57	32	27	73	98	43	80.5	80	44	73	10	53	35	45	47	48	-0.046615
ZZ	2006-08-18T00:00:00	26	82	86	29	30	28	46	33	56	56	27	27	73	98	43	80.5	80	5	73	34	53	35	45	47	48	0.054967
ZZ	2006-08-25T00:00:00	26	82	86	29	30	28	38	76	56	56	32	28	73	98	43	80.5	80	53	73	30	53	35	45	47	48	-0.045018
ZZ	2006-09-01T00:00:00	26	83	86	29	30	26	36	67	52	52	29	28	73	98	43	80.5	80	10	73	28	53	35	45	47	48	0.011978
ZZ	2006-09-08T00:00:00	26	82	86	29	30	33	43	49	50	50	31	27	73	98	43	80.5	79	55	73	36	53	35	45	47	48	0.008095
ZZ	2006-09-15T00:00:00	26	83	86	29	30	42	58	64	46	46	79	28	73	98	43	80.5	80	63	73	49	53	35	45	47	48	-0.002879
ZZ	2006-09-22T00:00:00	26	83	86	29	30	85	89	74	45	45	70	28	73	98	43	80.5	80	50	73	90	53	35	45	47	48	-0.024994
ZZ	2006-09-29T00:00:00	26	84	86	29	30	72	78	88	44	44	81	28	73	98	43	80.5	80	68	73	78	53	35	45	47	48	-0.015817
ZZ	2006-10-06T00:00:00	26	82	86	29	30	54	52	26	42	42	76	28	73	98	43	80.5	80	69	73	53	53	35	45	47	48	0.057398
ZZ	2006-10-13T00:00:00	67	84	80	47	30	70	72	76	40	40	63	29	73	97	43	80.5	76	43	73	75	53	35	45	47	48	-0.020964
ZZ	2006-10-20T00:00:00	67	85	80	48	30	47	37	41	37	37	48	28	73	97	43	80.5	76	12	73	39	53	35	45	47	48	0.01889
ZZ	2006-10-27T00:00:00	67	83	80	47	30	42	35	39	33	33	47	28	73	97	43	80.5	76	11	73	36	53	35	45	47	48	0.018314
ZZ	2006-11-03T00:00:00	66	82	80	47	30	53	53	28	27	27	59	28	73	97	43	80.5	76	56	73	54	53	35	45	47	48	0.003538
ZZ	2006-11-10T00:00:00	67	83	80	45	30	45	37	51	25	25	36	28	73	97	43	80.5	75	7	73	38	53	35	45	47	48	-0.001396
ZZ	2006-11-17T00:00:00	66	81	79	46	30	36	30	20	31	31	73	28	73	98	43	80.5	75	61	73	29	53	35	45	47	48	0.054354
ZZ	2006-11-24T00:00:00	65	82	79	45	30	27	21	10	33	33	42	28	73	98	43	80.5	75	19	73	20	53	35	45	47	48	0.040042
ZZ	2006-12-01T00:00:00	66	82	79	45	30	53	61	43	35	35	42	28	73	98	43	80.5	75	19	73	58	53	35	45	47	48	-0.029378
ZZ	2006-12-08T00:00:00	66	82	79	46	30	32	31	30	32	32	36	28	73	97	43	80.5	75	12	73	28	53	35	45	47	48	0.021491
ZZ	2006-12-15T00:00:00	65	80	79	46	39	42	47	14	31	31	97	27	73	36	43	80.5	75	47	73	43	5	2	25	22	97	0.039508
ZZ	2006-12-22T00:00:00	66	81	80	46	10	49	59	69	42	42	99	28	73	36	43	80.5	75	58	73	55	5	2	29	29	93	-0.055707
ZZ	2006-12-29T00:00:00	67	82	80	46	16	54	67	84	42	42	98	28	73	37	43	80.5	75	47	73	62	4	2	29	39	92	-0.011371
ZZ	2007-01-05T00:00:00	67	83	80	46	41	48	52	80	40	40	86	28	73	36	43	80.5	75	17	73	50	5	3	29	36	93	-0.014918
ZZ	2007-01-12T00:00:00	66	83	79	46	35	67	73	50	39	39	84	28	73	33	43	80.5	75	24	73	73	6	4	28	37	93	0.024061
ZZ	2007-01-19T00:00:00	66	83	80	46	44	80	85	39	37	37	76	28	73	28	43	80.5	75	14	73	86	7	4	26	42	93	0.006427
ZZ	2007-01-26T00:00:00	66	82	79	46	11	70	68	35	33	33	99	28	73	27	43	80.5	75	61	73	72	11	7	27	34	95	0.012085
ZZ	2007-02-02T00:00:00	66	83	80	45	45	74	74	44	28	28	77	28	73	28	43	80.5	75	17	73	78	15	21	34	35	96	0.015943

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