buyback_announcement
Ikenberry-Lakonishok-Vermaelen (1995) JFE — Buyback announcement 4-year drift +12%, persists in 2020s
Rolling Sharpe
—
90-day rolling window
Drawdown
—
peak-to-trough
Win Rate
—
0 fires · weight 0.00×
Current Status
State
Ensemble Weight—
Fires (90d)0
Last fired—
Methodology
Ikenberry-Lakonishok-Vermaelen (1995) JFE — Buyback announcement 4-year drift +12%, persists in 2020s
Supported Markets
US Stock
State Transition History
No state changes recorded yet