← profit_to_loss (all companies) · LBTYA (all signals) · all methodology

profit_to_loss on Liberty Global Ltd. (LBTYA)

SIC 4841 — Cable & Other Pay Television Services · CIK 1570585 · 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 LBTYA

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-182026-02-18-6.06%-1.53%-8.90%
FY20232024-02-152024-02-15-6.12%-5.45%-12.97%-13.02%+11.75%
FY20202021-02-162021-02-16-0.30%-3.70%+0.69%+4.72%+5.45%
FY20172018-02-142018-02-14-6.69%-12.58%-9.10%-18.85%-29.68%
FY20132014-02-132014-02-13-0.61%+2.91%+0.65%+0.86%+22.13%

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/1570585/financials