← fcf_turn_negative (all companies) · ANDE (all signals) · all methodology
fcf_turn_negative on Andersons, Inc. (ANDE)
SIC 5150 — Wholesale-Farm Product Raw Materials · CIK 821026 · default direction: short
Definition
Fires when previously-positive operating cash flow turns negative — the cash equivalent of profit_to_loss, usually more leading.
Every time the signal fired on ANDE
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-18 | 2026-02-18 | +0.34% | -0.39% | +7.47% | — | — |
| FY2020 | 2021-02-25 | 2021-02-25 | -3.54% | -4.72% | +2.62% | +12.81% | +60.23% |
| FY2018 | 2019-02-27 | 2019-02-27 | -0.22% | -5.16% | -11.88% | -26.05% | -49.16% |
| FY2016 | 2017-03-01 | 2017-03-01 | -2.97% | -7.30% | -4.08% | -12.88% | -10.85% |
| FY2014 | 2015-03-02 | 2015-03-02 | -0.04% | -7.86% | -8.41% | +0.02% | -37.48% |
| FY2010 | 2011-03-01 | 2011-03-01 | -0.86% | +1.76% | -2.59% | -10.60% | -8.79% |
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)
| Horizon | n events | Gross stock ret | Hit rate | Trade dir | Net PnL | Cost (bps) | r/σ net |
|---|---|---|---|---|---|---|---|
| 1d | 2,337 | -0.05% | +42.62% | short | -0.14% | 35 | -0.02 |
| 5d | 2,337 | +0.06% | +41.98% | short | +0.31% | 36 | +0.02 |
| 20d | 2,312 | -0.77% | +42.08% | short | +1.36% | 40 | +0.08 |
| 60d | 2,192 | +1.98% | +47.45% | short | -1.61% | 51 | -0.05 |
| 252d | 2,148 | +15.62% | +50.33% | short | -16.85% | 103 | -0.17 |
Net PnL is direction × stock return − round-trip execution cost (5 bps half-spread + ADV-tiered borrow). See fcf_turn_negative methodology for the full audit.