← zombie_alert (all companies) · GWRS (all signals) · all methodology
zombie_alert on Global Water Resources, Inc. (GWRS)
SIC 4941 — Water Supply · CIK 1434728 · 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 GWRS
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2021 | 2022-03-10 | 2022-03-10 | +1.20% | +5.86% | +4.28% | -10.63% | -20.82% |
| FY2020 | 2021-03-04 | 2021-03-04 | +2.49% | +8.03% | +0.62% | +4.33% | -4.12% |
| FY2019 | 2020-03-05 | 2020-03-05 | -3.96% | -20.74% | -19.78% | -13.99% | +36.64% |
| FY2017 | 2018-03-09 | 2018-03-09 | -0.55% | +0.93% | -0.29% | +0.35% | +8.26% |
| FY2016 | 2017-03-10 | 2017-03-10 | +2.98% | +7.44% | +3.02% | +10.78% | +10.43% |
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.