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fcf_turn_positive on REGIONAL HEALTH PROPERTIES, INC (RHEP)

SIC 6519 — Lessors of Real Property, NEC · CIK 1004724 · 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 RHEP

FYFiling dateEvent date1d5d20d60d252d
FY20232024-04-012024-04-01+1.60%+8.80%+16.00%-20.00%-8.00%
FY20172018-04-162018-04-16-10.40%-14.74%-23.41%-33.53%-73.03%
FY20132014-03-312017-10-09+2.16%-9.86%-49.52%-72.36%-78.97%

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/1004724/financials