← margin_compression_severe (all companies) · LXU (all signals) · all methodology
margin_compression_severe on LSB INDUSTRIES, INC. (LXU)
SIC 2810 — Industrial Inorganic Chemicals · CIK 60714 · 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 LXU
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2024 | 2025-02-27 | 2025-02-27 | -0.68% | -3.93% | -5.15% | -0.81% | +61.79% |
| FY2023 | 2024-03-06 | 2024-03-06 | +3.15% | +1.09% | +16.14% | +34.20% | -5.34% |
| FY2016 | 2017-02-27 | 2017-02-27 | +22.96% | +13.46% | -1.24% | +3.51% | -10.07% |
| FY2015 | 2016-02-29 | 2016-02-29 | +21.23% | +97.77% | +118.49% | +133.05% | +86.13% |
| FY2014 | 2015-03-02 | 2015-03-02 | +2.07% | +2.68% | +8.50% | +14.20% | -81.25% |
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.