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Dennis M. Kass

WEN
DIRECTOR · WENDY'S CO · CIK 0001565573
FILING MIX · LIFETIME100%/0%
BUYS
5
SELLS
0
TOTAL VALUE
$275.5K
COMPANIES
1
ACTIVE SINCE
Mar 2020
HOLDINGS NOW
56,199
AVG SELL PX
TRADE KIND
SHOWING 5 / 5
Trades · vs SPY
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Performance · forward returns vs SPY
3 backtested trades · 8 horizons
Forward-return performance of every backtestable P/S trade by Dennis M. Kass, measured at 8 horizons from 7 days to 2 years. Deduped per economic event so co-filings count once. Excess return = trade return minus SPY return over the same window.
HORIZONTRADESWIN RATEINSIDER RETURNSPY RETURNMEAN EXCESSMEDIAN EXCESST-STAT
7d3+33.33%-1.00%-6.54%+5.54%+6.34%
14d3+0.00%-14.72%-10.15%-4.57%-0.42%
30d3+66.67%-5.89%-9.71%+3.82%+8.56%
60d3+66.67%+0.27%-6.43%+6.70%+7.14%
90d3+66.67%+4.07%+2.93%+1.14%-1.69%
180d3+33.33%+1.82%+12.42%-10.59%-12.66%
1y3+100.00%+7.39%+29.71%-22.32%-21.98%
2y3+33.33%+0.76%+25.34%-24.58%-25.13%
How to read this: Insider Returnis the average raw return of the filer's trades over the horizon. SPY Return is what SPY did over those same windows — reference only, not a comparison. The headline alpha number is Mean Excess = Insider − SPY; green means the filer beat SPY, red means they trailed it. Win rate is the share of individual trades where the filer beat SPY. T-statvalues above 2 mean the alpha is unlikely to be chance given the sample size. "Pending" counts trades where the horizon hasn't elapsed yet; their stats are not included in the row average.
Holdings over time
WEN · 56,199 shares · as of May 18, 2021
014,05028,10042,14956,1992021SHARES HELD
Trading cadence · quarterly flow
BUY SELL
2020
2020
2020
2020
2021
2021
FLOW · 5 buys / 0 sellsCOVERAGE · 6 quarters
Form 4 filings · all activity
COMPANYTYPESHARESPRICEVALUEHELD AFTERTRADE DATEFILED
WEN
WENDY'S CO
PURCHASEGRANT
Stock grant
5,34156,199May 18, 2021May 20, 2021
WEN
WENDY'S CO
PURCHASE
2,350$21.91$51.5K50,858Sep 3, 2020Sep 4, 2020
WEN
WENDY'S CO
PURCHASE
3,500$21.09$73.8K48,508Sep 2, 2020Sep 4, 2020
WEN
WENDY'S CO
PURCHASEGRANT
Stock grant
5,28045,008May 27, 2020May 28, 2020
WEN
WENDY'S CO
PURCHASE
8,014$18.74$150.2K39,728Mar 2, 2020Mar 3, 2020
Other insiders · WEN
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About this filer
CIK 0001565573
ROLE
Director
PRIMARY
WEN
COMPANIES
1
ACTIVE SINCE
Mar 2020
MARKETPEEL · /INSIDER/0001565573DATA · SEC EDGAR · FORM 4 · CONSOLIDATED TAPE
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