← profit_to_loss (all sectors) · all signals in Transportation, Communications, Utilities
profit_to_loss in Transportation, Communications, Utilities
Fires when a previously-profitable company swings to net loss in the current fiscal year. Often early warning of structural problems.
Calibration in this sector (20d horizon)
| n events | 245 |
|---|---|
| Mean return | -0.29% |
| Median | +0.11% |
| Stdev | 21.20% |
| Hit rate | 50.6% |
| r/σ | -0.01 |
Top 5 sectors for profit_to_loss by |r/σ|
| Sector | n | Mean 20d | r/σ |
|---|---|---|---|
| Mining + Construction | 314 | +2.78% | +0.10 |
| Services (health + legal + edu) | 137 | +14.49% | +0.10 |
| Manufacturing (light) | 555 | -1.96% | -0.08 |
| Manufacturing (heavy) | 812 | -1.12% | -0.05 |
| Wholesale + Retail Trade | 247 | +1.11% | +0.02 |
For full multi-horizon and net-of-cost calibration, see the unfiltered profit_to_loss methodology page.