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zombie_alert on AMC ENTERTAINMENT HOLDINGS, INC. (AMC)

SIC 7830 — Services-Motion Picture Theaters · CIK 1411579 · 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 AMC

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-232026-02-23+1.74%-0.87%-11.30%
FY20242025-02-262025-02-26-1.23%-6.44%-7.06%-0.61%-64.42%
FY20232024-02-282024-02-28-13.43%-8.62%-13.03%-8.82%-38.88%
FY20192020-02-282020-02-28-2.40%-27.19%-42.14%-17.87%+47.55%
FY20182019-03-012019-03-01-3.13%-6.74%-5.92%-20.80%-58.94%
FY20172018-03-012018-03-01+6.78%+5.42%-3.50%+3.36%+19.20%

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/1411579/financials