← positive_eps_streak (all companies) · AIZ (all signals) · all methodology
positive_eps_streak on ASSURANT, INC. (AIZ)
SIC 6399 — Insurance Carriers, NEC · CIK 1267238 · 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 AIZ
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-19 | 2026-02-19 | +0.62% | +2.92% | -4.96% | — | — |
| FY2024 | 2025-02-20 | 2025-02-20 | -0.47% | +5.01% | +5.51% | +0.67% | +10.38% |
| FY2023 | 2024-02-15 | 2024-02-15 | +0.70% | +3.40% | +5.01% | +2.23% | +17.79% |
| FY2022 | 2023-02-17 | 2023-02-17 | -0.65% | -3.29% | -15.56% | -1.68% | +34.86% |
| FY2021 | 2022-02-22 | 2022-02-22 | -0.92% | +0.42% | +9.23% | +13.63% | -20.98% |
| FY2020 | 2021-02-19 | 2021-02-19 | +2.90% | -0.07% | +16.54% | +31.10% | +36.30% |
| FY2019 | 2020-02-19 | 2020-02-19 | +0.63% | -5.39% | -42.59% | -36.42% | -10.91% |
| FY2018 | 2019-02-22 | 2019-02-22 | +0.73% | +5.90% | -3.84% | -2.30% | +42.39% |
| FY2017 | 2018-02-14 | 2018-02-14 | +0.48% | -2.01% | -0.21% | -1.68% | +12.19% |
| FY2016 | 2017-02-14 | 2017-02-14 | +1.05% | +3.30% | +4.52% | +8.35% | -3.82% |
| FY2015 | 2016-02-16 | 2016-02-16 | +2.97% | +4.34% | +17.82% | +29.38% | +45.19% |
| FY2014 | 2015-02-19 | 2015-02-19 | -0.26% | +0.38% | +0.79% | +7.27% | +17.30% |
| FY2013 | 2014-02-19 | 2014-02-19 | +0.49% | +0.11% | +2.64% | +5.41% | -2.67% |
| FY2012 | 2013-02-20 | 2013-02-20 | -0.17% | -0.10% | +8.42% | +20.01% | +58.18% |
| FY2011 | 2012-02-23 | 2012-02-23 | -0.32% | +0.53% | -7.15% | -18.17% | -3.42% |
| FY2010 | 2011-02-25 | 2011-02-25 | -0.02% | -3.81% | -2.90% | -7.26% | +7.39% |
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.