← positive_eps_streak (all companies) · AMG (all signals) · all methodology
positive_eps_streak on AFFILIATED MANAGERS GROUP, INC. (AMG)
SIC 6282 — Investment Advice · CIK 1004434 · 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 AMG
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-17 | 2026-02-17 | +2.40% | -6.46% | -13.67% | — | — |
| FY2024 | 2025-02-14 | 2025-02-14 | +0.73% | -2.46% | -2.90% | +7.29% | +94.51% |
| FY2023 | 2024-02-16 | 2024-02-16 | -0.37% | -0.03% | +2.90% | +1.47% | +7.40% |
| FY2022 | 2023-02-17 | 2023-02-17 | -3.74% | -5.32% | -19.60% | -15.88% | -6.45% |
| FY2021 | 2022-02-18 | 2022-02-18 | -2.76% | -2.25% | +0.50% | -8.85% | +13.55% |
| FY2020 | 2021-02-19 | 2021-02-19 | +0.43% | -1.74% | +4.68% | +12.89% | -0.78% |
| FY2019 | 2020-02-28 | 2020-02-28 | +4.17% | -6.29% | -25.07% | -6.94% | +89.41% |
| FY2018 | 2019-02-22 | 2019-02-22 | +1.11% | +1.28% | -9.14% | -18.50% | -20.67% |
| FY2017 | 2018-02-23 | 2018-02-23 | +2.55% | -1.33% | -4.78% | -12.04% | -41.32% |
| FY2016 | 2017-02-24 | 2017-02-24 | +0.55% | +0.43% | -5.46% | -8.24% | +16.56% |
| FY2015 | 2016-02-25 | 2016-02-25 | +5.09% | +15.13% | +20.82% | +26.90% | +29.12% |
| FY2014 | 2015-02-23 | 2015-02-23 | +1.05% | +0.99% | +1.57% | +3.93% | -40.16% |
| FY2013 | 2014-02-27 | 2014-02-27 | +0.35% | +4.31% | -2.91% | +1.31% | +15.49% |
| FY2012 | 2013-02-22 | 2013-02-22 | -2.67% | -0.24% | +3.50% | +14.26% | +29.81% |
| FY2011 | 2012-02-23 | 2012-02-23 | +0.86% | +1.72% | +4.07% | -5.64% | +35.23% |
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.