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zombie_alert on Westrock Coffee Co (WEST)

SIC 2080 — Beverages · CIK 1806347 · 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 WEST

FYFiling dateEvent date1d5d20d60d252d
FY20252026-03-102026-03-10-3.96%+12.38%+23.76%
FY20232024-03-152024-03-15+1.56%+3.65%+3.96%+4.79%-31.35%
FY20222023-03-212023-03-21+2.43%+0.76%+1.09%-1.43%-15.28%

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/1806347/financials