← positive_eps_streak (all companies) · AB (all signals) · all methodology
positive_eps_streak on ALLIANCEBERNSTEIN HOLDING L.P. (AB)
SIC 6282 — Investment Advice · CIK 825313 · default direction: long
Definition
Fires on companies with consecutive years of positive earnings — quality compounder candidates. Surfaces stable franchises with earnings durability, not speculative growth.
Every time the signal fired on AB
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-12 | 2026-02-12 | +0.79% | +0.26% | -3.73% | — | — |
| FY2024 | 2025-02-14 | 2025-02-14 | +0.17% | +4.33% | +4.39% | +15.76% | +21.08% |
| FY2023 | 2024-02-09 | 2024-02-09 | +2.86% | +0.49% | +3.60% | +2.87% | +14.98% |
| FY2022 | 2023-02-10 | 2023-02-10 | +2.56% | +4.48% | -6.96% | -10.66% | -8.09% |
| FY2021 | 2022-02-11 | 2022-02-11 | -5.05% | -5.84% | -11.17% | -15.72% | -8.08% |
| FY2020 | 2021-02-11 | 2021-02-11 | -2.69% | -1.75% | +2.36% | +21.00% | +37.59% |
| FY2019 | 2020-02-12 | 2020-02-12 | -1.34% | +2.28% | -34.01% | -31.37% | +21.79% |
| FY2018 | 2019-02-13 | 2019-02-13 | -2.80% | -0.75% | -3.04% | -0.70% | +21.78% |
| FY2017 | 2018-02-13 | 2018-02-13 | +0.57% | +5.69% | +3.11% | +7.39% | +25.69% |
| FY2016 | 2017-02-14 | 2017-02-14 | -3.47% | +0.27% | -5.39% | -9.54% | +18.22% |
| FY2015 | 2016-02-11 | 2016-02-11 | +2.30% | +13.51% | +35.12% | +40.28% | +50.40% |
| FY2014 | 2015-02-12 | 2015-02-12 | +1.76% | +3.91% | +8.96% | +18.38% | -30.56% |
Forward returns are stock returns from event date (next trading day after filing). Sign is raw stock direction; the trade direction is in the calibration table below.
Universe-wide calibration (this signal across all companies)
| Horizon | n events | Gross stock ret | Hit rate | Trade dir | Net PnL | Cost (bps) | r/σ net |
|---|---|---|---|---|---|---|---|
| 1d | 21,256 | +0.05% | +49.53% | long | -0.16% | 22 | -0.04 |
| 5d | 21,258 | +0.10% | +50.10% | long | -0.10% | 22 | -0.00 |
| 20d | 21,218 | -0.80% | +49.80% | long | -1.03% | 22 | -0.04 |
| 60d | 19,852 | +1.64% | +54.15% | long | +1.48% | 22 | +0.04 |
| 252d | 19,501 | +13.65% | +64.44% | long | +13.47% | 22 | +0.27 |
Net PnL is direction × stock return − round-trip execution cost (5 bps half-spread + ADV-tiered borrow). See positive_eps_streak methodology for the full audit.