← positive_eps_streak (all companies) · AMSF (all signals) · all methodology
positive_eps_streak on AMERISAFE INC (AMSF)
SIC 6331 — Fire, Marine & Casualty Insurance · CIK 1018979 · 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 AMSF
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-27 | 2026-02-27 | +3.35% | +5.66% | +1.88% | — | — |
| FY2024 | 2025-02-28 | 2025-02-28 | +1.36% | -2.26% | +3.14% | -8.00% | -29.16% |
| FY2023 | 2024-02-23 | 2024-02-23 | +2.32% | +2.80% | -1.21% | -9.60% | +8.70% |
| FY2022 | 2023-02-21 | 2023-02-21 | -0.06% | +0.09% | -6.51% | +1.58% | +2.11% |
| FY2021 | 2022-02-25 | 2022-02-25 | +1.29% | +0.77% | +8.20% | +4.04% | +28.93% |
| FY2020 | 2021-02-26 | 2021-02-26 | +0.62% | +6.19% | +11.64% | +11.57% | -13.53% |
| FY2019 | 2020-02-25 | 2020-02-25 | +0.62% | -9.15% | -24.58% | -15.93% | -12.49% |
| FY2018 | 2019-02-28 | 2019-02-28 | -1.57% | -3.33% | -5.48% | -3.28% | +10.36% |
| FY2017 | 2018-02-28 | 2018-02-28 | +0.27% | +0.89% | -1.22% | +7.83% | +19.12% |
| FY2016 | 2017-02-24 | 2017-02-24 | -1.45% | -0.91% | -2.67% | -21.06% | -3.67% |
| FY2015 | 2016-02-26 | 2016-02-26 | -0.73% | -2.18% | -1.75% | +15.09% | +32.86% |
| FY2014 | 2015-02-27 | 2015-02-27 | +0.07% | -3.11% | +8.91% | +0.91% | +33.14% |
| FY2013 | 2014-02-28 | 2014-02-28 | -0.23% | +0.39% | -0.54% | -8.53% | +0.03% |
| FY2012 | 2013-03-06 | 2013-03-06 | -0.49% | -0.15% | +0.67% | -1.05% | +28.97% |
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.