← positive_eps_streak (all companies) · ALV (all signals) · all methodology
positive_eps_streak on AUTOLIV INC (ALV)
SIC 3714 — Motor Vehicle Parts & Accessories · CIK 1034670 · 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 ALV
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-19 | 2026-02-19 | -0.06% | -1.94% | -16.74% | — | — |
| FY2024 | 2025-02-20 | 2025-02-20 | -1.70% | -2.51% | -7.62% | +3.63% | +25.46% |
| FY2023 | 2024-02-20 | 2024-02-20 | +0.32% | +4.06% | +8.95% | +14.89% | -9.33% |
| FY2022 | 2023-02-16 | 2023-02-16 | +1.29% | +2.35% | -1.44% | -1.71% | +26.92% |
| FY2021 | 2022-02-22 | 2022-02-22 | -0.84% | -15.11% | -18.48% | -22.16% | -1.63% |
| FY2020 | 2021-02-19 | 2021-02-19 | -0.47% | -3.75% | +0.12% | +9.11% | +9.43% |
| FY2019 | 2020-02-21 | 2020-02-21 | -4.66% | -9.30% | -45.39% | -15.37% | +26.51% |
| FY2018 | 2019-02-21 | 2019-02-21 | +2.41% | +3.14% | -2.52% | -13.46% | -4.01% |
| FY2017 | 2018-02-22 | 2018-02-22 | +0.49% | -1.84% | +0.93% | +2.10% | -19.68% |
| FY2016 | 2017-02-23 | 2017-02-23 | -0.66% | -1.16% | -4.41% | +0.22% | +42.33% |
| FY2015 | 2016-02-19 | 2016-02-19 | +2.98% | -1.58% | +3.77% | +14.11% | -0.49% |
| FY2014 | 2015-02-19 | 2015-02-19 | +1.05% | +0.42% | +1.36% | +11.19% | -1.19% |
| FY2013 | 2014-02-21 | 2014-02-21 | -0.06% | +0.75% | +5.46% | +7.56% | +20.84% |
| FY2012 | 2013-02-22 | 2013-02-22 | -3.13% | -0.44% | +2.84% | +20.74% | +47.75% |
| FY2011 | 2012-02-23 | 2012-02-23 | +2.22% | +1.95% | -1.00% | -17.26% | -0.62% |
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.