← margin_compression_severe (all companies) · ALCO (all signals) · all methodology
margin_compression_severe on ALICO, INC. (ALCO)
SIC 100 — Agricultural Production-Crops · CIK 3545 · default direction: short
Definition
Fires on >500 bps year-over-year decline in operating margin. Captures the 'good business getting worse' pattern.
Every time the signal fired on ALCO
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2025-11-24 | 2025-11-24 | +4.88% | +14.50% | +14.78% | +30.47% | — |
| FY2024 | 2024-12-02 | 2024-12-02 | +1.36% | +1.66% | -1.74% | +10.05% | +42.48% |
| FY2022 | 2022-12-13 | 2022-12-13 | -9.53% | -15.24% | -9.99% | -10.36% | +8.87% |
| FY2020 | 2020-12-08 | 2020-12-08 | -0.57% | -1.29% | -1.07% | -2.63% | +17.95% |
| FY2017 | 2017-12-11 | 2017-12-11 | +0.31% | -2.65% | -13.22% | -15.25% | +3.92% |
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 | 2,429 | +2.00% | +36.27% | short | -2.03% | 46 | -0.02 |
| 5d | 2,429 | +3.35% | +38.74% | short | -2.80% | 47 | -0.02 |
| 20d | 2,364 | +6.26% | +38.32% | short | -4.81% | 52 | -0.03 |
| 60d | 2,266 | +78.74% | +40.47% | short | -75.14% | 65 | -0.03 |
| 252d | 2,195 | +41.39% | +39.77% | short | -31.94% | 126 | -0.09 |
Net PnL is direction × stock return − round-trip execution cost (5 bps half-spread + ADV-tiered borrow). See margin_compression_severe methodology for the full audit.