Finance, Insurance, Real Estate
Signal calibration filtered to companies in SIC division 6. Sorted by absolute |r/σ|. Click signal name for full methodology in this sector context.
| Signal | n events | Mean 20d | Hit rate | r/σ |
|---|---|---|---|---|
zombie_alert |
146 | -3.41% | 48.6% | -0.22 |
positive_eps_streak |
7,030 | -2.28% | 46.0% | -0.20 |
dividend_initiation |
108 | -2.82% | 44.4% | -0.20 |
capex_spike |
183 | -2.77% | 41.5% | -0.16 |
dso_drift_severe |
96 | +17.28% | 40.6% | +0.14 |
fcf_turn_negative |
304 | -1.79% | 40.8% | -0.13 |
fcf_ni_divergence |
169 | -1.53% | 43.2% | -0.12 |
accruals_quality_low |
135 | -1.58% | 48.1% | -0.10 |
margin_compression_severe |
108 | +5.81% | 32.4% | +0.05 |
beneish_m_score_high |
60 | +0.81% | 48.3% | +0.03 |
profit_to_loss |
773 | -0.46% | 44.9% | -0.02 |
fcf_turn_positive |
319 | -0.19% | 42.6% | -0.01 |