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fcf_turn_negative on Concrete Pumping Holdings, Inc. (BBCP)

SIC 1700 — Construction - Special Trade Contractors · CIK 1703956 · 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 BBCP

FYFiling dateEvent date1d5d20d60d252d
FY20222023-01-312023-01-31-0.61%-0.37%-3.44%-14.74%-3.69%
FY20192020-01-142020-01-14-7.50%-9.82%+0.18%-50.00%-10.71%

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
1d2,337-0.05%+42.62%short-0.14%35-0.02
5d2,337+0.06%+41.98%short+0.31%36+0.02
20d2,312-0.77%+42.08%short+1.36%40+0.08
60d2,192+1.98%+47.45%short-1.61%51-0.05
252d2,148+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.


Data: /api/company/1703956/financials