← zombie_alert (all companies) · LEE (all signals) · all methodology
zombie_alert on LEE ENTERPRISES, Inc (LEE)
SIC 2711 — Newspapers: Publishing or Publishing & Printing · CIK 58361 · 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 LEE
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2025-11-26 | 2025-11-26 | +0.00% | -2.28% | -5.32% | +122.03% | — |
| FY2024 | 2024-12-13 | 2024-12-13 | +1.24% | -6.25% | -19.12% | -48.02% | -78.96% |
| FY2023 | 2023-12-08 | 2023-12-08 | -2.91% | -6.65% | -15.07% | +14.45% | +74.95% |
| FY2022 | 2023-02-27 | 2023-02-27 | +0.05% | -15.48% | -33.51% | -33.35% | -48.56% |
| FY2020 | 2020-12-11 | 2020-12-11 | +5.36% | +0.89% | +27.68% | +119.64% | +200.54% |
| FY2012 | 2013-10-11 | 2013-10-11 | +1.35% | +1.01% | +14.19% | +45.27% | +11.49% |
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)
| 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.