← zombie_alert (all companies) · INN (all signals) · all methodology
zombie_alert on Summit Hotel Properties, Inc. (INN)
SIC 6798 — Real Estate Investment Trusts · CIK 1497645 · 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 INN
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-25 | 2026-02-25 | +8.64% | +10.51% | +0.23% | — | — |
| FY2024 | 2025-02-24 | 2025-02-24 | -1.10% | +2.52% | -10.57% | -30.80% | -27.97% |
| FY2023 | 2024-02-29 | 2024-02-29 | +2.02% | -1.71% | +1.40% | -4.97% | +4.53% |
| FY2022 | 2023-02-27 | 2023-02-27 | -6.92% | -4.03% | -17.11% | -15.36% | -13.86% |
| FY2021 | 2022-02-23 | 2022-02-23 | +2.98% | +1.64% | -1.33% | -10.37% | -17.72% |
| FY2012 | 2013-02-26 | 2013-02-26 | +2.27% | +5.29% | +9.28% | +10.82% | +4.80% |
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.