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positive_eps_streak on AMERICAN TOWER CORP /MA/ (AMT)

SIC 6798 — Real Estate Investment Trusts · CIK 1053507 · 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 AMT

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-242026-02-24-4.05%+0.03%-10.43%
FY20242025-02-252025-02-25-1.48%+1.65%+2.82%+5.76%-6.01%
FY20232024-02-272024-02-27+3.79%+10.04%+3.97%+3.42%+13.88%
FY20222023-02-232023-02-23-3.08%-2.19%-5.12%-4.86%-3.88%
FY20212022-02-252022-02-25-2.91%+1.98%+3.01%+7.32%-13.03%
FY20202021-02-252021-02-25-3.84%-10.48%+1.10%+11.79%+5.15%
FY20192020-02-252020-02-25-1.41%-1.42%-22.70%-6.11%-6.95%
FY20182019-02-272019-02-27+1.70%+4.88%+12.06%+17.70%+36.88%
FY20172018-02-282018-02-28-2.84%+0.48%+3.57%-2.24%+30.51%
FY20162017-02-272017-02-27+1.28%+1.21%+5.88%+14.16%+26.63%
FY20152016-02-262016-02-26+2.43%+6.59%+11.37%+16.29%+28.48%
FY20142015-02-242015-02-24+3.38%+3.84%+2.65%+0.09%-4.09%
FY20132014-02-262014-02-26+0.78%-0.04%-0.02%+9.88%+24.23%
FY20122013-02-272013-02-27+0.26%+0.13%-0.70%+5.75%+6.77%
FY20112012-02-292012-02-29+0.74%-0.64%-0.51%+5.57%+27.65%
FY20102011-02-282011-02-28-2.30%-1.63%-7.34%+0.33%+16.09%

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)

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/1053507/financials