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profit_to_loss on NCR Voyix Corp (VYX)
SIC 3578 — Calculating & Accounting Machines (No Electronic Computers) · CIK 70866 · 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 VYX
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2023 | 2024-03-14 | 2024-03-14 | -2.22% | +7.77% | -4.75% | +0.95% | -20.60% |
| FY2020 | 2021-02-26 | 2021-02-26 | +4.52% | +2.33% | +8.86% | +40.33% | +18.56% |
| FY2018 | 2019-02-28 | 2019-02-28 | +1.93% | -4.21% | -4.35% | +11.53% | -10.06% |
| FY2015 | 2016-02-26 | 2016-02-26 | -0.85% | +4.75% | +23.30% | +21.73% | +108.57% |
| FY2011 | 2012-02-28 | 2012-02-28 | +0.51% | -4.67% | +0.05% | +0.05% | +26.89% |
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 | 3,667 | -0.22% | +42.21% | short | -0.13% | 35 | -0.02 |
| 5d | 3,667 | +0.28% | +43.50% | short | -0.21% | 36 | -0.01 |
| 20d | 3,616 | +0.23% | +44.16% | short | +0.79% | 40 | +0.04 |
| 60d | 3,386 | +4.37% | +49.00% | short | -3.72% | 51 | -0.06 |
| 252d | 3,297 | +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.