Transportation, Communications, Utilities
Signal calibration filtered to companies in SIC division 4. Sorted by absolute |r/σ|. Click signal name for full methodology in this sector context.
| Signal | n events | Mean 20d | Hit rate | r/σ |
|---|---|---|---|---|
dividend_initiation |
32 | -1.88% | 50.0% | -0.18 |
accruals_quality_low |
40 | -4.01% | 40.0% | -0.18 |
capex_spike |
217 | -2.05% | 42.4% | -0.11 |
margin_compression_severe |
93 | +39.75% | 35.5% | +0.11 |
fcf_turn_negative |
207 | -1.45% | 45.4% | -0.09 |
fcf_turn_positive |
208 | +18.13% | 54.3% | +0.07 |
zombie_alert |
210 | -0.44% | 43.8% | -0.02 |
beneish_m_score_high |
62 | +0.36% | 40.3% | +0.02 |
positive_eps_streak |
1,835 | +1.29% | 54.8% | +0.02 |
profit_to_loss |
245 | -0.29% | 50.6% | -0.01 |
fcf_ni_divergence |
294 | -0.16% | 54.1% | -0.01 |
dso_drift_severe |
238 | -0.01% | 48.3% | -0.00 |