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fcf_turn_positive on JAKKS PACIFIC INC (JAKK)

SIC 3944 — Games, Toys & Children's Vehicles (No Dolls & Bicycles) · CIK 1009829 · default direction: long

Definition

Fires on the fiscal year a company first generates positive operating cash flow after a stretch of negative or zero. Inflection from cash-burning to self-funding.

Every time the signal fired on JAKK

FYFiling dateEvent date1d5d20d60d252d
FY20222023-04-142023-04-14-1.41%-0.42%+12.25%-9.66%+5.66%
FY20192020-05-132020-05-13-3.39%-3.39%+6.78%-11.86%+40.85%

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
1d2,430+0.08%+47.28%long-0.29%33-0.04
5d2,430+2.37%+47.20%long+1.72%33+0.02
20d2,411+2.47%+46.95%long+1.81%32+0.02
60d2,273+4.84%+48.26%long+4.48%33+0.06
252d2,226+19.57%+53.05%long+19.70%33+0.16

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


Data: /api/company/1009829/financials