← zombie_alert (all companies) · NNBR (all signals) · all methodology
zombie_alert on NN INC (NNBR)
SIC 3540 — Metalworkg Machinery & Equipment · CIK 918541 · 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 NNBR
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-03-04 | 2026-03-04 | -5.23% | -16.34% | -5.23% | — | — |
| FY2024 | 2025-03-06 | 2025-03-06 | +5.02% | -5.79% | -17.76% | -15.06% | -50.58% |
| FY2023 | 2024-03-12 | 2024-03-12 | +5.05% | +20.67% | -3.37% | -27.88% | -39.66% |
| FY2022 | 2023-03-10 | 2023-03-10 | -3.55% | -15.60% | -24.11% | +41.13% | +195.04% |
| FY2019 | 2020-03-16 | 2020-03-16 | -4.30% | -33.44% | -15.23% | +76.82% | +160.93% |
| FY2017 | 2018-04-02 | 2018-04-02 | +4.34% | -5.42% | -11.93% | -13.18% | -64.78% |
| FY2016 | 2017-03-16 | 2017-03-16 | +7.32% | +7.32% | +11.09% | +26.71% | +12.72% |
| FY2015 | 2016-03-15 | 2016-03-15 | -1.05% | +12.51% | +19.95% | +60.34% | +103.50% |
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.