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zombie_alert on ASHFORD HOSPITALITY TRUST INC (AHT)

SIC 6798 — Real Estate Investment Trusts · CIK 1232582 · 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 AHT

FYFiling dateEvent date1d5d20d60d252d
FY20252026-03-232026-03-23-3.31%-4.30%+5.96%
FY20242025-03-212025-03-21+2.05%-0.55%-18.90%-18.90%-60.00%
FY20232024-03-142024-03-14+1.47%-3.68%+5.15%-18.38%-46.18%
FY20222023-03-102023-03-10-7.94%-18.78%-28.31%+28.31%-62.70%
FY20212022-02-282022-02-28-7.55%-15.45%+7.43%-44.25%-43.90%
FY20192020-03-122020-03-12-10.71%+11.61%-33.04%+54.46%-72.50%
FY20182019-03-012019-03-01+0.42%-3.53%+1.20%+3.97%-49.33%
FY20172018-03-142018-03-14-1.05%+0.60%+2.56%+11.31%-22.99%
FY20162017-03-162017-03-16+0.32%-6.57%+4.71%+8.15%+15.66%
FY20152016-02-292016-02-29+3.98%+9.04%+8.96%-8.03%+28.83%
FY20142015-03-022015-03-02+0.48%-4.53%-6.07%-14.37%-40.91%
FY20132014-03-032014-03-03+2.58%-0.83%+4.82%-0.76%+6.14%
FY20122013-03-012013-03-01+0.09%+1.36%+4.88%+15.88%+44.16%
FY20112012-02-282012-02-28-1.86%-3.02%+8.02%-3.16%+43.59%

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/1232582/financials