← zombie_alert (all companies) · CVEO (all signals) · all methodology
zombie_alert on Civeo Corp (CVEO)
SIC 7000 — Hotels, Rooming Houses, Camps & Other Lodging Places · CIK 1590584 · 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 CVEO
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2018 | 2019-02-27 | 2019-02-27 | -2.62% | -17.60% | -22.10% | -46.44% | -55.81% |
| FY2017 | 2018-02-23 | 2018-02-23 | -1.34% | +0.27% | +6.68% | +1.07% | -28.34% |
| FY2016 | 2017-02-23 | 2017-02-23 | +4.04% | +6.83% | -16.46% | -27.95% | +16.15% |
| FY2015 | 2016-02-26 | 2016-02-26 | -5.72% | +31.36% | +33.47% | +100.21% | +270.76% |
| FY2014 | 2015-03-13 | 2015-03-13 | -6.51% | -17.47% | +20.21% | +17.81% | -57.53% |
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.