← positive_eps_streak (all companies) · ABM (all signals) · all methodology
positive_eps_streak on ABM INDUSTRIES INC /DE/ (ABM)
SIC 7340 — Services-To Dwellings & Other Buildings · CIK 771497 · 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 ABM
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2025-12-19 | 2025-12-19 | +0.09% | +1.73% | +9.40% | -10.49% | — |
| FY2024 | 2024-12-19 | 2024-12-19 | -1.56% | -0.20% | +4.12% | -6.77% | -16.56% |
| FY2023 | 2023-12-18 | 2023-12-18 | +1.81% | -0.55% | -8.03% | -7.15% | +11.97% |
| FY2022 | 2022-12-21 | 2022-12-21 | -4.39% | -2.12% | -1.55% | -2.85% | +1.88% |
| FY2021 | 2021-12-22 | 2021-12-22 | +1.57% | -0.86% | +1.40% | +11.89% | +8.90% |
| FY2020 | 2020-12-17 | 2020-12-17 | -1.67% | -7.14% | -1.70% | +24.38% | +0.84% |
| FY2019 | 2019-12-20 | 2019-12-20 | -2.48% | -0.85% | +3.24% | -37.53% | +2.28% |
| FY2018 | 2018-12-21 | 2018-12-21 | -4.67% | +6.36% | +15.15% | +16.45% | +27.53% |
| FY2017 | 2017-12-22 | 2017-12-22 | +0.21% | -1.26% | +3.25% | -11.86% | -16.90% |
| FY2016 | 2016-12-21 | 2016-12-21 | -0.15% | +0.77% | -2.09% | +7.79% | -3.18% |
| FY2015 | 2015-12-17 | 2015-12-17 | -1.68% | +2.09% | +1.48% | +9.80% | +42.59% |
| FY2014 | 2014-12-17 | 2014-12-17 | +0.25% | +3.57% | +6.14% | +11.45% | +4.39% |
| FY2013 | 2013-12-18 | 2013-12-18 | -0.36% | +3.22% | +1.27% | +5.21% | +4.13% |
| FY2012 | 2012-12-20 | 2012-12-20 | -0.59% | -3.69% | +3.10% | +9.05% | +40.62% |
| FY2011 | 2011-12-23 | 2011-12-23 | -0.05% | +0.13% | +4.16% | +11.64% | -1.91% |
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.