![]() Selections are also limited to high debt leverage ratios for firms with over $1 billion market cap. Additional five worst performers include: HomeStreet ( HMST), First Foundation ( FFWM), Blue Ridge Bankshares ( BRBS), Banc of California ( BANC), and HarborOne Bancorp ( HONE) Combined Federal Reserve parameters and Forensic Algorithmsįinally, in the last screen, the sample stocks are down -32.2% using the combination of the Federal Reserve parameters and the forensic algorithms sorted along the Altman Z-score for bankruptcy risk. The worst-performing stocks in this group have significant overlap with the Altman sorted portfolio. ![]() These stocks also had to have a negative Altman score. These firms were sorted by the highest negative Ohlson O-Score for probability of bankruptcy within 2 years with at least 4x debt leverage ratio. In the second Zombie model, the sample stocks are down -29.9% on average the last 6 months. The five worst-performing stocks so far are: USD Partners LP ( USDP), Investar Holding ( ISTR), Dime Community Bancshares ( DCOM), Provident Financial Services ( PFS), and OceanFirst Financial ( OCFC). These stocks also had to have an adverse Ohlson score. The first model took the top firms sorted by the highest negative Altman Z-score for probability of bankruptcy within 2 years with at least 4x debt leverage ratio. In the first Zombie model, the sample stocks are down -23.4% with Signature Bank no longer a going concern after their collapse on March 12th. The following portfolio sample returns can be benchmarked off the major indices for the past 6 months. This article reviews three different zombie models tracked from selection in March. Even the US sovereign credit rating has been downgraded this year for the first time in more than a decade, there may be strong value in reviewing some of the most at-risk stocks again. In addition to a review of the worst-scoring firms from March, I am releasing new sample zombie selections from each of the models for another test of the Federal Reserve's parameters.Īs a reminder, this zombie label was used by the Federal Reserve researchers to assess market risks during the Covid-19 pandemic to determine the level of high-risk "firms that haven't produced enough profit to service their debts."Īs interest rates rise to the highest levels in 22 years this may be a good time for you to check your own portfolios for strong credit-worthy stocks with low debt default risk. This shows that Jack was indeed never better than Midtier before Tekken 5 arrived and after that he was either mid or hightier, in Tekken 5 he even managed it to make it into the TopTiers.This six-month follow-up study reviews the performance of the top "zombie" firm portfolio selections released back in March based on the Federal Reserve metrics from their commissioned research. B Alisa, Eddy, Ogre, King, Christie, Zafina, Jun, Baek, Lili, Raven, Marshall Law, Yoshimitsu, Wang, Tiger Jackson, Ancient Ogre, Sebastian B+ Ganryu, Marduk, Anna, Jin, Ling Xiaoyu, Miharu, Angel, P-JACK A- Jaycee, Bruce, Bryan Fury, Lee, Paul, Asuka, JACK-6, Michelle A Dragunov, Jinpachi, Steve, Armor King, Hwoarang, Miguel, Lei Wulong, Forest Law A+ Lars, Leo, Nina, Feng, Bob, Kunimitsu, Slim Bob S Tier: Jin, Ogre, Devil, Heihachi, Kazuya, True OgreĪ Tier: Armor King, Bruce, Julia, Lei, Bryan, Ganryuī Tier: Michelle, King, Xiaoyu, Hwoarang, Gun JACK, Anna, YoshimitsuĬ Tier: Baek, Lee, JACK-2, Law, Paul, Eddy, Nina, Wangĭ Tier: Kunimitsu, Jun, Kuma, Alex/Roger, Prototype JACK Lili,Baek,Jin,Xiaoyu,Raven,Asuka,Roger Jr.,Armor King,Paul,Hwoarang,Nina,Dragunov,WangĪAA = Bryan Fury, Paul Phoenix, Julia Chang, Lars Alexandersson, Emily "Lili" RochefortĪA = Bruce Irving, Baek Doo San, King, Jack-6, Eddy Gordo, Feng Wei, Nina WilliamsĪ- = Roger Jr., Armor King, Heihachi Mishima, Kazuya Mishima, Devil Jin, Christie Montiero, Anna Williams, Miguel Caballero Rojo, Leo Kliesen, Lee Chaolan, Alisa Bosconovichī+ = Lei Wulong, Sergei Dragunov, Craig Marduk, Jin Kazama, Asuka Kazama, Ganryu King,Anna,Steve,Kuma/Panda,Law,Bryan,Marduk,Eddy/Christie,Lee Heihachi,Devil Jin,Kazuya,Feng,Lei,Jack-5,Ganryu,Julia High Tier: Yoshimitsu, Lei, Michelle, Baek, Junī Tier: Lei, Nina, Julia, Yoshimitsu, Anna, MokujinĬ Tier: Eddy, Paul, King, Hwoarang, Gun Jack ![]() Top Tier: Paul, Heihachi, Bruce, Angel/Devil A: Nina, Heihachi, Armor King, Kazuya, King
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