← positive_eps_streak (all companies) · APAM (all signals) · all methodology
positive_eps_streak on Artisan Partners Asset Management Inc. (APAM)
SIC 6282 — Investment Advice · CIK 1517302 · 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 APAM
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-20 | 2026-02-20 | -3.46% | -3.17% | -13.70% | — | — |
| FY2024 | 2025-02-25 | 2025-02-25 | +0.17% | -4.21% | -2.29% | +0.17% | +6.72% |
| FY2023 | 2024-02-22 | 2024-02-22 | -1.03% | +1.10% | +5.07% | +6.66% | +7.43% |
| FY2022 | 2023-02-27 | 2023-02-27 | +1.70% | +1.11% | -4.78% | +4.37% | +39.19% |
| FY2021 | 2022-02-22 | 2022-02-22 | -2.88% | -3.38% | +0.52% | -5.54% | -4.94% |
| FY2020 | 2021-02-23 | 2021-02-23 | +4.27% | +2.28% | +7.88% | +6.70% | -10.90% |
| FY2019 | 2020-02-18 | 2020-02-18 | +0.36% | -13.95% | -43.49% | -24.18% | +54.25% |
| FY2018 | 2019-02-20 | 2019-02-20 | -0.93% | +1.32% | +0.31% | +1.10% | +51.75% |
| FY2017 | 2018-02-21 | 2018-02-21 | -2.18% | -2.03% | -0.29% | -3.31% | -14.24% |
| FY2016 | 2017-02-21 | 2017-02-21 | -0.16% | -6.57% | -11.82% | -7.73% | +24.72% |
| FY2015 | 2016-02-25 | 2016-02-25 | +1.60% | +6.18% | +4.87% | +16.16% | +16.29% |
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.