Manufacturing (light)
Signal calibration filtered to companies in SIC division 2. Sorted by absolute |r/σ|. Click signal name for full methodology in this sector context.
| Signal | n events | Mean 20d | Hit rate | r/σ |
|---|---|---|---|---|
fcf_turn_negative |
375 | -3.64% | 37.1% | -0.20 |
zombie_alert |
140 | -2.79% | 41.4% | -0.19 |
fcf_ni_divergence |
173 | -2.42% | 39.3% | -0.17 |
accruals_quality_low |
171 | -2.38% | 45.0% | -0.16 |
dso_drift_severe |
505 | -3.43% | 38.0% | -0.14 |
dividend_initiation |
53 | +1.97% | 58.5% | +0.11 |
profit_to_loss |
555 | -1.96% | 38.4% | -0.08 |
fcf_turn_positive |
400 | +3.43% | 48.0% | +0.06 |
capex_spike |
668 | -1.39% | 41.6% | -0.06 |
margin_compression_severe |
479 | +2.04% | 38.6% | +0.04 |
positive_eps_streak |
2,377 | +0.22% | 52.3% | +0.01 |
beneish_m_score_high |
504 | +0.33% | 46.4% | +0.01 |