← margin_compression_severe (all companies) · VUZI (all signals) · all methodology
margin_compression_severe on Vuzix Corp (VUZI)
SIC 3663 — Radio & Tv Broadcasting & Communications Equipment · CIK 1463972 · 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 VUZI
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2024 | 2025-03-13 | 2025-03-13 | +8.26% | +5.50% | -22.48% | +54.13% | -3.21% |
| FY2023 | 2024-04-15 | 2024-04-15 | -2.44% | +9.76% | +8.94% | +13.01% | +31.71% |
| FY2019 | 2020-03-16 | 2020-03-16 | +11.96% | +22.83% | +73.91% | +151.09% | +1958.70% |
| FY2016 | 2017-03-16 | 2017-03-16 | -1.39% | -12.50% | -22.22% | -14.58% | +6.25% |
| FY2015 | 2016-03-30 | 2016-03-30 | -8.89% | -5.81% | -18.46% | +0.00% | -0.85% |
| FY2011 | 2012-04-16 | 2012-04-16 | +16.67% | +0.00% | +0.00% | -50.00% | -29.78% |
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.