Enterprise Yield Internal Xsec Pit
In plain terms
Research-only accepted-time fundamental policy. It is not production-approved or an established return effect.
How it works
internal_hypothesis (misattributed): EBITDA/EV + FCF/EV composite registered as internal, not a Greenblatt replication; FCF is CFO minus capex from accepted statements, not the legacy accrual proxy
Data dependencies
- Xbrl fundamental snapshots pit
A data feed this strategy reads, refreshed on its normal schedule.
- Xsec accounting factor signals
A data feed this strategy reads, refreshed on its normal schedule.
- Xsec fundamental formation manifests
A data feed this strategy reads, refreshed on its normal schedule.
- Stock borrow pit
A data feed this strategy reads, refreshed on its normal schedule.
Expected edge
No inherited alpha claim; evaluate this causal policy post-cost against identical-episode controls.
Example tickers where this is likely to fire
Illustrative only, the signal fires based on the live data, not a fixed list.
Related families
Cheap is cheap if it shows up across multiple yardsticks, not just one. We rank each company on book/price, earnings/price, cashflow/price, and EBIT/enterprise-value, average those ranks, and prefer the cheapest names trending up.
Standard value factors mistake R&D-heavy tech firms as 'growth' because R&D is expensed not capitalized. Adding R&D back uncovers hidden value.
Stocks whose gross profitability is improving versus their own past year AND that are trending up over 12 months get a long position; otherwise hold cash. A simplified single-stock take on the Quality Minus Junk idea; the full 4-factor composite is the quality_minus_junk family.
Explore Enterprise Yield Internal Xsec Pit on alphactor.ai
See which tickers this family is currently firing on, with live signals and rankings.