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fcf_ni_divergence on ASCENT INDUSTRIES CO. (ACNT)

SIC 2800 — Chemicals & Allied Products · CIK 95953 · default direction: short

Definition

Fires when free cash flow diverges substantially from net income — either NI >> FCF (low-quality earnings) or FCF >> NI (under-reported earnings).

Every time the signal fired on ACNT

FYFiling dateEvent date1d5d20d60d252d
FY20252026-03-032026-03-03-20.60%-25.20%-23.42%
FY20182019-03-182019-03-18-0.90%-2.77%-4.52%+17.87%-20.97%
FY20172018-03-132018-03-13+2.81%+2.11%+9.82%+36.84%+6.95%
FY20132014-03-112014-03-11-1.23%-1.95%+9.75%+13.50%+9.74%
FY20122013-03-122013-03-12-4.75%-7.61%-0.70%-1.12%-2.91%
FY20112012-03-142012-03-14+3.87%+10.88%+1.40%-5.11%+11.77%

Forward returns are stock returns from event date (next trading day after filing). Sign is raw stock direction; the trade direction is in the calibration table below.

Universe-wide calibration (this signal across all companies)

Horizonn eventsGross stock retHit rateTrade dirNet PnLCost (bps)r/σ net
1d1,361+0.07%+48.05%short-0.35%30-0.06
5d1,361+0.65%+47.54%short-0.22%31-0.02
20d1,357+0.02%+46.20%short+0.27%34+0.02
60d1,270+2.92%+51.18%short-3.03%45-0.11
252d1,256+13.28%+52.79%short-13.55%92-0.21

Net PnL is direction × stock return − round-trip execution cost (5 bps half-spread + ADV-tiered borrow). See fcf_ni_divergence methodology for the full audit.


Data: /api/company/95953/financials