← margin_compression_severe (all companies) · KRO (all signals) · all methodology
margin_compression_severe on KRONOS WORLDWIDE INC (KRO)
SIC 2810 — Industrial Inorganic Chemicals · CIK 1257640 · 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 KRO
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-03-09 | 2026-03-09 | -2.42% | -4.84% | +19.74% | — | — |
| FY2023 | 2024-03-06 | 2024-03-06 | +16.65% | +33.87% | +38.27% | +64.28% | -12.68% |
| FY2019 | 2020-03-11 | 2020-03-11 | -9.39% | +13.71% | +13.20% | +40.23% | +103.20% |
| FY2015 | 2016-03-10 | 2016-03-10 | -2.61% | -5.86% | -4.72% | +1.21% | +142.92% |
| FY2013 | 2014-03-12 | 2014-03-12 | +6.83% | +7.62% | +12.39% | -3.78% | -16.05% |
| FY2012 | 2013-03-12 | 2013-03-12 | -3.22% | -5.41% | -12.09% | -9.09% | -9.69% |
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.