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zombie_alert on Liberty Latin America Ltd. (LILA)

SIC 4841 — Cable & Other Pay Television Services · CIK 1712184 · 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 LILA

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-182026-02-18+3.62%+0.78%+0.26%
FY20242025-02-192025-02-19-5.27%-3.74%-4.72%-26.07%+11.10%
FY20222023-02-222023-02-22+4.19%-0.91%-11.55%-12.23%-32.28%
FY20212022-02-232022-02-23-2.95%-5.90%-8.67%-14.67%-20.02%
FY20202021-03-012021-03-01+1.00%+7.32%+5.55%+11.33%-19.21%
FY20192020-02-192020-02-19+8.86%-2.84%-48.21%-47.75%-29.04%
FY20182019-02-212019-02-21+0.79%+3.70%+7.72%-4.76%-1.03%
FY20172018-02-142018-02-14+1.25%-1.51%-6.70%-7.30%-18.54%

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/1712184/financials