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positive_eps_streak on AMPHENOL CORP /DE/ (APH)

SIC 3678 — Electronic Connectors · CIK 820313 · 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 APH

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-112026-02-11-0.22%+4.97%-8.73%
FY20242025-02-072025-02-07+2.87%-1.32%-11.48%+14.49%+108.09%
FY20232024-02-072024-02-07+0.58%-0.14%+6.80%+17.87%+38.90%
FY20222023-02-082023-02-08-1.18%+0.22%-4.10%-6.60%+30.84%
FY20212022-02-092022-02-09-2.99%-3.80%-7.15%-11.73%+0.97%
FY20202021-02-102021-02-10+0.97%-0.44%-2.65%+3.97%+22.90%
FY20192020-02-122020-02-12+0.79%+0.15%-27.46%-13.24%+29.38%
FY20182019-02-132019-02-13-0.77%+1.60%+2.68%+3.36%+14.74%
FY20172018-02-212018-02-21-0.21%+1.07%+0.88%-2.34%+5.35%
FY20162017-02-172017-02-17+0.17%+0.01%+2.94%+6.40%+31.24%
FY20152016-02-192016-02-19+0.77%+1.61%+10.91%+7.07%+34.58%
FY20142015-02-202015-02-20-0.35%-0.81%+5.73%+2.40%-6.87%
FY20132014-02-212014-02-21+0.85%-0.16%+6.01%+8.87%+29.84%
FY20122013-02-222013-02-22-2.30%+1.29%+3.57%+15.89%+26.56%
FY20112012-02-242012-02-24-0.28%-0.12%+1.07%-6.65%+26.44%
FY20102011-02-282011-02-28-2.11%+0.59%-6.08%-8.22%-1.57%

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/820313/financials