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zombie_alert on ACCENDRA HEALTH INC/VA/ (ACH)

SIC 5047 — Wholesale-Medical, Dental & Hospital Equipment & Supplies · CIK 75252 · default direction: long

Definition

Fires on companies with persistent negative free cash flow but still operating — 'walking dead' candidates. Useful as oversold-bounce flag.

Every time the signal fired on ACH

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-202026-02-20-0.38%-7.28%-24.90%
FY20232024-02-202024-02-20+1.16%+15.00%+17.32%-6.17%-71.12%
FY20222023-02-282023-02-28+0.72%-5.41%-15.13%+29.16%+58.71%
FY20192020-03-042020-03-04-1.66%-25.70%+33.26%+31.60%+403.88%

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
1d1,085+13881.81%+45.90%long-0.60%28-0.10
5d1,079+13913.06%+46.71%long-0.46%28-0.04
20d1,068-0.28%+46.54%long-0.67%28-0.03
60d991+3.27%+49.65%long+2.98%28+0.07
252d970+17.15%+53.51%long+17.86%28+0.22

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


Data: /api/company/75252/financials