← positive_eps_streak (all companies) · AGCO (all signals) · all methodology
positive_eps_streak on AGCO CORP /DE (AGCO)
SIC 3523 — Farm Machinery & Equipment · CIK 880266 · 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 AGCO
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2023 | 2024-02-27 | 2024-02-27 | +1.79% | +1.90% | +9.34% | +3.46% | -6.67% |
| FY2022 | 2023-03-01 | 2023-03-01 | +0.32% | -1.76% | -8.41% | -16.55% | -18.25% |
| FY2021 | 2022-02-25 | 2022-02-25 | +1.50% | +9.67% | +25.00% | +5.53% | +24.38% |
| FY2020 | 2021-03-01 | 2021-03-01 | -1.97% | +1.18% | +6.85% | +5.66% | -5.82% |
| FY2019 | 2020-02-28 | 2020-02-28 | +5.25% | +1.62% | -23.55% | -5.28% | +119.88% |
| FY2018 | 2019-03-01 | 2019-03-01 | +0.32% | -3.62% | +1.61% | -2.61% | -6.25% |
| FY2017 | 2018-02-28 | 2018-02-28 | -0.89% | -2.00% | -3.74% | +0.76% | +3.79% |
| FY2016 | 2017-02-28 | 2017-02-28 | +2.43% | -0.57% | -2.89% | +5.33% | +10.25% |
| FY2015 | 2016-02-26 | 2016-02-26 | +3.34% | +9.00% | +5.74% | +4.77% | +30.56% |
| FY2014 | 2015-02-27 | 2015-02-27 | +0.40% | -1.91% | -5.85% | +3.70% | +0.48% |
| FY2013 | 2014-02-28 | 2014-02-28 | -0.51% | +3.22% | +3.03% | +3.18% | -3.97% |
| FY2012 | 2013-02-27 | 2013-02-27 | +1.22% | +3.42% | +0.77% | +6.84% | +2.17% |
| FY2011 | 2012-02-27 | 2012-02-27 | +1.06% | -3.51% | -5.40% | -22.35% | -0.55% |
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.