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positive_eps_streak on AMKOR TECHNOLOGY, INC. (AMKR)

SIC 3674 — Semiconductors & Related Devices · CIK 1047127 · 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 AMKR

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-202026-02-20-1.81%-0.25%-4.26%
FY20242025-02-212025-02-21-1.30%-5.13%-12.31%-13.03%+121.33%
FY20232024-02-162024-02-16-0.87%+2.37%+3.67%+11.21%-21.36%
FY20222023-02-222023-02-22+0.27%+3.09%-0.33%-9.51%+21.52%
FY20212022-02-182022-02-18-3.11%-3.16%-0.38%-14.14%+9.60%
FY20202021-02-192021-02-19+0.47%+1.10%+1.44%-18.28%+2.93%
FY20192020-02-192020-02-19+4.93%-15.75%-53.31%-21.97%+85.46%
FY20182019-02-222019-02-22-0.54%-4.71%-7.28%-24.52%+18.95%
FY20172018-02-232018-02-23+1.96%+1.96%+0.59%-13.99%-11.06%
FY20162017-02-242017-02-24-2.67%+1.18%+8.09%+9.77%+2.86%
FY20152016-02-222016-02-22-0.20%+2.02%+15.32%+14.31%+108.47%
FY20142015-02-192015-02-19+0.22%+1.53%+0.11%-22.21%-50.33%
FY20132014-02-282014-02-28-0.34%+2.87%+12.16%+67.23%+67.40%
FY20122013-03-082013-03-08+0.24%-0.95%-7.60%+6.41%+44.89%
FY20112012-02-242012-02-24+4.28%-0.95%-1.11%-29.95%-35.02%

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/1047127/financials