← fcf_turn_negative (all companies) · EACO (all signals) · all methodology

fcf_turn_negative on EACO CORP (EACO)

SIC 5065 — Wholesale-Electronic Parts & Equipment, NEC · CIK 784539 · 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 EACO

FYFiling dateEvent date1d5d20d60d252d
FY20242024-11-292024-11-29+0.00%+0.00%+7.35%+40.88%+117.65%
FY20192019-11-272019-11-27+0.00%+2.38%+12.87%-1.66%-4.04%
FY20162016-11-232016-11-23+1.47%+0.00%-2.79%+1.32%+0.29%
FY20132013-11-292013-11-29+1.13%-4.23%-4.23%+5.07%+83.10%

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/784539/financials