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Corporate Jet Management Distraction Short

Updated monthlyData needs: mediumshort only
paper
2014
Source
Yermack, D. (2014). "Tailspotting: Identifying and profiting from CEO vacation trips." Review of Financial Studies, 27(3), 809-848.
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In plain terms

Months when a company's corporate jet flies way more than usual (z >= 2 over 2 years) signal distracted management — short for the next quarter.

How it works

Yermack 2014 showed excess CEO travel is associated with weaker operating performance. We generalize beyond vacations: monthly total corp-jet activity z >= +2 vs own 24mo baseline signals management distraction (heavy travel cycles, executive turnover, M&A negotiations).

No live results for this strategy yet. Charts appear once it has earned a top spot on at least one stock, either on its own or as part of a blend of several strategies.
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Data dependencies

  • Daily prices

    Adjusted-close OHLCV for every US-listed ticker; primary price feed.

  • Corporate jet flights

    Corporate-jet flight history derived from OpenSky/ADSB sources and mapped to tickers.

Expected edge

Reported return
100-300 bps
Tested over
T+1 to T+90d

100-300 bps over 60-90d.

Example tickers where this is likely to fire

Illustrative only, the signal fires based on the live data, not a fixed list.

Related families

Explore Corporate Jet Management Distraction Short on alphactor.ai

See which tickers this family is currently firing on, with live signals and rankings.

For informational and educational purposes only. Not financial advice. Learn more