← positive_eps_streak (all companies) · ALB (all signals) · all methodology
positive_eps_streak on ALBEMARLE CORP (ALB)
SIC 2821 — Plastic Materials, Synth Resins & Nonvulcan Elastomers · CIK 915913 · 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 ALB
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2023 | 2024-02-15 | 2024-02-15 | +4.33% | +2.68% | +4.28% | +12.28% | -27.69% |
| FY2022 | 2023-02-15 | 2023-02-15 | +4.70% | -6.94% | -21.18% | -28.09% | -54.67% |
| FY2021 | 2022-02-22 | 2022-02-22 | -5.13% | -2.82% | +7.39% | +23.26% | +33.18% |
| FY2020 | 2021-02-19 | 2021-02-19 | +0.20% | +0.67% | -2.74% | +1.30% | +27.18% |
| FY2019 | 2020-02-26 | 2020-02-26 | -5.66% | +0.72% | -29.54% | -20.20% | +82.22% |
| FY2018 | 2019-02-27 | 2019-02-27 | -1.07% | -6.40% | -12.77% | -27.80% | -10.64% |
| FY2017 | 2018-02-28 | 2018-02-28 | -4.40% | -0.38% | -10.53% | -5.08% | -8.33% |
| FY2016 | 2017-02-28 | 2017-02-28 | +1.13% | +2.25% | +3.64% | +10.73% | +0.03% |
| FY2015 | 2016-02-29 | 2016-02-29 | +4.34% | +4.59% | +12.55% | +36.47% | +83.49% |
| FY2014 | 2015-03-02 | 2015-03-02 | +0.11% | -3.14% | -6.99% | +8.78% | +5.90% |
| FY2013 | 2014-02-25 | 2014-02-25 | +1.99% | +2.74% | +1.31% | +6.34% | -10.87% |
| FY2012 | 2013-02-15 | 2013-02-15 | +0.64% | -3.09% | -4.20% | -0.49% | +0.03% |
| FY2011 | 2012-02-22 | 2012-02-22 | +0.59% | +0.50% | -2.58% | -9.09% | -2.92% |
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.