DistressSignal is an academic research portal that publishes machine learning default probability estimates and financial analysis based on public SEC corporate filings.
In late 2022, Carvana's debt-fueled growth faced rising interest rates, resulting in a leverage ratio of 94.1% and a danger score of 44.8. The model flagged a default probability of 38%.
Hertz carried a leverage ratio of 92.3% and near-zero return on assets in FY2019. The model assigned a danger score of 41.6. Hertz filed Chapter 11 in May 2020, twelve months later.
Tupperware failed to file its 10-K on time, carrying a leverage ratio of 96.5% and an interest coverage of negative 0.15. The model flagged a default probability of 42% prior to its restructuring negotiations.
Sign up to receive immediate email alerts when our LightGBM algorithm flags a new public company for high default risk.
Free. One email per report summary. Unsubscribe anytime.
Understand what you get with free access versus our premium corporate restructuring subscription.
For retail traders and researchers interested in general defaults.
For buy-side credit analysts, lenders, and distressed fund managers.
For institutions needing bespoke company-level forensic modelling.