← positive_eps_streak (all companies) · AME (all signals) · all methodology

positive_eps_streak on AMETEK INC/ (AME)

SIC 3823 — Industrial Instruments For Measurement, Display, and Control · CIK 1037868 · 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 AME

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-172026-02-17+0.42%+1.50%-7.47%
FY20242025-02-202025-02-20-1.37%-0.77%-6.64%-3.02%+23.43%
FY20232024-02-222024-02-22-0.01%+1.11%+3.92%-6.26%+5.57%
FY20222023-02-212023-02-21-0.46%-1.01%-1.87%+2.23%+25.46%
FY20212022-02-222022-02-22-2.10%-0.04%+5.81%-8.53%+12.79%
FY20202021-02-182021-02-18+1.61%+1.13%+2.45%+13.12%+11.48%
FY20192020-02-202020-02-20-1.20%-13.12%-31.21%-20.66%+21.13%
FY20182019-02-212019-02-21+0.18%+0.40%+3.81%+8.56%+26.14%
FY20172018-02-222018-02-22+0.38%-2.99%-0.20%-1.04%+5.09%
FY20162017-02-232017-02-23+0.26%+0.39%-1.72%+10.41%+41.69%
FY20152016-02-252016-02-25+0.60%+3.94%+5.97%+2.65%+18.65%
FY20142015-02-242015-02-24+0.67%+1.79%+1.33%+4.63%-13.15%
FY20132014-02-262014-02-26+0.59%+1.77%-1.71%-0.51%+1.74%
FY20122013-02-212013-02-21+1.81%+0.82%+2.10%+4.66%+26.86%
FY20112012-02-232012-02-23-0.33%-0.58%-1.39%-0.10%+29.37%
FY20102011-02-242011-02-24+2.31%+4.59%+2.77%+3.60%+17.84%

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)

Horizonn eventsGross stock retHit rateTrade dirNet PnLCost (bps)r/σ net
1d21,256+0.05%+49.53%long-0.16%22-0.04
5d21,258+0.10%+50.10%long-0.10%22-0.00
20d21,218-0.80%+49.80%long-1.03%22-0.04
60d19,852+1.64%+54.15%long+1.48%22+0.04
252d19,501+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.


Data: /api/company/1037868/financials