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profit_to_loss on BRIDGFORD FOODS CORP (BRID)

SIC 2013 — Sausages & Other Prepared Meat Products · CIK 14177 · default direction: short

Definition

Fires when a previously-profitable company swings to net loss in the current fiscal year. Often early warning of structural problems.

Every time the signal fired on BRID

FYFiling dateEvent date1d5d20d60d252d
FY20242025-01-292025-01-29+2.74%+0.88%+2.84%-21.43%-26.03%
FY20212022-01-272022-01-27-2.88%-6.89%-10.65%-2.00%-2.32%
FY20142015-01-162015-01-16+0.00%+8.81%-4.78%+3.90%+15.72%
FY20112012-01-172012-01-17+0.00%+0.20%-0.10%-2.60%-32.51%

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
1d3,667-0.22%+42.21%short-0.13%35-0.02
5d3,667+0.28%+43.50%short-0.21%36-0.01
20d3,616+0.23%+44.16%short+0.79%40+0.04
60d3,386+4.37%+49.00%short-3.72%51-0.06
252d3,297+20.41%+51.05%short-17.43%102-0.13

Net PnL is direction × stock return − round-trip execution cost (5 bps half-spread + ADV-tiered borrow). See profit_to_loss methodology for the full audit.


Data: /api/company/14177/financials