← zombie_alert (all companies) · SKYW (all signals) · all methodology
zombie_alert on SKYWEST INC (SKYW)
SIC 4512 — Air Transportation, Scheduled · CIK 793733 · 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 SKYW
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2023 | 2024-02-15 | 2024-02-15 | +0.25% | +2.66% | +12.59% | +29.40% | +71.32% |
| FY2022 | 2023-02-16 | 2023-02-16 | +1.34% | -2.08% | -11.48% | +31.57% | +200.64% |
| FY2020 | 2021-02-22 | 2021-02-22 | +6.85% | +1.02% | -0.39% | -12.22% | -46.39% |
| FY2016 | 2017-02-27 | 2017-02-27 | -1.95% | -0.56% | -2.65% | -2.15% | +57.72% |
| FY2014 | 2015-02-18 | 2015-02-18 | +0.00% | +9.45% | +14.24% | +19.52% | +16.53% |
| FY2011 | 2012-02-24 | 2012-02-24 | -0.85% | -4.36% | -5.55% | -33.66% | +20.88% |
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.