← zombie_alert (all companies) · RYAM (all signals) · all methodology
zombie_alert on RAYONIER ADVANCED MATERIALS INC. (RYAM)
SIC 2611 — Pulp Mills · CIK 1597672 · 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 RYAM
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-03-05 | 2026-03-05 | -1.87% | +11.49% | +4.32% | — | — |
| FY2023 | 2024-02-29 | 2024-02-29 | +11.50% | +12.09% | +41.00% | +67.85% | +120.65% |
| FY2021 | 2022-03-01 | 2022-03-01 | +5.21% | +4.86% | +14.24% | -30.38% | +44.79% |
| FY2020 | 2021-03-01 | 2021-03-01 | -5.05% | -1.31% | -16.82% | -31.21% | -45.14% |
| FY2019 | 2020-03-02 | 2020-03-02 | -7.11% | -33.33% | -50.22% | -8.00% | +351.56% |
| FY2017 | 2018-03-01 | 2018-03-01 | +5.69% | -4.10% | +6.56% | -9.52% | -28.97% |
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.