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zombie_alert on Liberty Global Ltd. (LBTYA)

SIC 4841 — Cable & Other Pay Television Services · CIK 1570585 · 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 LBTYA

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-182026-02-18-6.06%-1.53%-8.90%
FY20242025-02-182025-02-18+0.09%+2.52%+5.95%-11.90%+10.37%
FY20232024-02-152024-02-15-6.12%-5.45%-12.97%-13.02%+11.75%
FY20222023-02-222023-02-22+2.85%-1.74%-10.39%-16.29%-11.89%
FY20182019-02-272019-02-27+0.34%-0.57%-2.48%-4.23%-23.88%
FY20172018-02-142018-02-14-6.69%-12.58%-9.10%-18.85%-29.68%
FY20162017-02-162017-02-16+2.34%+3.01%+4.04%-16.40%-6.99%
FY20152016-02-162016-02-16+5.75%+7.62%+2.92%+5.41%+15.35%
FY20142015-02-132015-02-13+0.74%+2.57%+0.34%-4.08%-28.89%
FY20132014-02-132014-02-13-0.61%+2.91%+0.65%+0.86%+22.13%

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/1570585/financials