← zombie_alert (all companies) · BHR (all signals) · all methodology
zombie_alert on Braemar Hotels & Resorts Inc. (BHR)
SIC 6798 — Real Estate Investment Trusts · CIK 1574085 · 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 BHR
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-03-12 | 2026-03-12 | +0.00% | -4.00% | -0.80% | — | — |
| FY2023 | 2024-03-14 | 2024-03-14 | -4.15% | +3.11% | +30.20% | +54.64% | +64.50% |
| FY2022 | 2023-03-10 | 2023-03-10 | -1.60% | -7.31% | -11.39% | -3.99% | -51.82% |
| FY2021 | 2022-03-10 | 2022-03-10 | -3.31% | +0.17% | -8.80% | +4.97% | -27.30% |
| FY2019 | 2020-03-13 | 2020-03-13 | -27.76% | -41.81% | -3.01% | +68.23% | +134.78% |
| FY2018 | 2019-03-08 | 2019-03-08 | -3.41% | -7.32% | +11.26% | -16.99% | -51.85% |
| FY2015 | 2016-03-15 | 2016-03-15 | -1.25% | -0.77% | +6.24% | +24.96% | +8.51% |
| FY2014 | 2015-03-16 | 2015-03-16 | +0.43% | +3.95% | -2.07% | -4.93% | -35.60% |
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 | 1,085 | +13881.81% | +45.90% | long | -0.60% | 28 | -0.10 |
| 5d | 1,079 | +13913.06% | +46.71% | long | -0.46% | 28 | -0.04 |
| 20d | 1,068 | -0.28% | +46.54% | long | -0.67% | 28 | -0.03 |
| 60d | 991 | +3.27% | +49.65% | long | +2.98% | 28 | +0.07 |
| 252d | 970 | +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.