← zombie_alert (all companies) · CSR (all signals) · all methodology
zombie_alert on CENTERSPACE (CSR)
SIC 6798 — Real Estate Investment Trusts · CIK 798359 · 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 CSR
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2018 | 2018-06-28 | 2018-06-28 | -2.81% | -0.88% | -4.92% | -0.69% | +9.43% |
| FY2017 | 2017-06-28 | 2017-06-28 | +1.31% | -0.16% | +2.12% | -3.92% | -2.15% |
| FY2016 | 2016-06-29 | 2016-06-29 | -1.67% | -6.84% | +0.76% | -4.62% | +0.40% |
| FY2015 | 2015-06-29 | 2015-06-29 | +2.15% | +3.86% | +1.57% | +10.60% | -0.02% |
| FY2014 | 2014-06-30 | 2014-06-30 | -3.26% | -4.99% | -7.06% | -16.84% | -17.04% |
| FY2013 | 2013-07-01 | 2013-07-01 | +2.24% | +3.19% | +4.01% | -1.05% | +11.72% |
| FY2012 | 2012-07-16 | 2012-07-16 | +1.09% | -1.09% | -2.43% | +0.73% | +19.56% |
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.