← positive_eps_streak (all companies) · AMGN (all signals) · all methodology
positive_eps_streak on AMGEN INC (AMGN)
SIC 2836 — Biological Products, (No Diagnostic Substances) · CIK 318154 · 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 AMGN
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-13 | 2026-02-13 | +1.13% | +2.77% | -0.80% | — | — |
| FY2024 | 2025-02-14 | 2025-02-14 | +0.56% | +6.37% | +8.93% | -7.11% | +34.51% |
| FY2023 | 2024-02-14 | 2024-02-14 | +0.43% | -0.92% | -5.66% | +7.76% | +4.83% |
| FY2022 | 2023-02-09 | 2023-02-09 | +1.04% | -1.55% | -4.22% | -1.38% | +26.93% |
| FY2021 | 2022-02-16 | 2022-02-16 | -0.44% | -1.52% | +5.93% | +9.31% | +11.46% |
| FY2020 | 2021-02-09 | 2021-02-09 | +0.76% | +0.30% | -2.10% | +6.98% | +4.99% |
| FY2019 | 2020-02-12 | 2020-02-12 | -1.05% | -1.45% | -19.15% | +4.18% | +7.19% |
| FY2018 | 2019-02-13 | 2019-02-13 | -0.45% | -1.08% | +0.12% | -8.36% | +22.48% |
| FY2017 | 2018-02-13 | 2018-02-13 | +2.81% | +4.47% | +9.13% | -2.20% | +10.07% |
| FY2016 | 2017-02-14 | 2017-02-14 | +2.23% | +2.71% | +8.66% | -4.74% | +9.89% |
| FY2015 | 2016-02-16 | 2016-02-16 | +2.66% | +0.07% | -2.68% | +4.78% | +17.21% |
| FY2014 | 2015-02-19 | 2015-02-19 | +1.03% | +1.87% | +8.37% | +4.56% | -1.71% |
| FY2013 | 2014-02-24 | 2014-02-24 | -1.14% | -1.67% | -3.59% | -10.30% | +27.55% |
| FY2012 | 2013-02-27 | 2013-02-27 | +0.57% | +2.46% | +10.02% | +16.54% | +37.67% |
| FY2011 | 2012-02-29 | 2012-02-29 | -0.62% | -1.56% | -0.49% | +2.12% | +38.98% |
| FY2010 | 2011-02-25 | 2011-02-25 | -1.78% | +0.11% | +1.70% | +15.69% | +31.09% |
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.