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zombie_alert on Gogo Inc. (GOGO)

SIC 4899 — Communications Services, NEC · CIK 1537054 · 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 GOGO

FYFiling dateEvent date1d5d20d60d252d
FY20242025-03-142025-03-14-5.69%+8.16%+3.21%+73.32%-36.15%
FY20202021-03-112021-03-11-2.95%-11.28%-7.47%+22.74%+49.05%
FY20192020-03-132020-03-13-19.28%+21.08%-10.76%+40.81%+394.17%
FY20182019-02-212019-02-21+6.36%+16.79%+22.65%+49.11%+26.46%
FY20172018-02-222018-02-22-2.74%+1.31%-0.77%-42.06%-55.42%
FY20162017-02-272017-02-27+1.05%+4.29%+2.10%+18.59%-9.06%
FY20152016-02-252016-02-25+3.82%+17.25%+4.61%-4.51%-10.59%
FY20142015-02-272015-02-27+2.50%+12.40%+6.28%+19.30%-39.49%

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/1537054/financials