← positive_eps_streak (all companies) · ARE (all signals) · all methodology
positive_eps_streak on ALEXANDRIA REAL ESTATE EQUITIES, INC. (ARE)
SIC 6798 — Real Estate Investment Trusts · CIK 1035443 · 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 ARE
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2024 | 2025-01-27 | 2025-01-27 | -4.76% | -7.37% | -1.16% | -23.57% | -43.07% |
| FY2023 | 2024-01-29 | 2024-01-29 | -4.14% | -6.67% | -3.75% | -4.39% | -20.63% |
| FY2022 | 2023-01-30 | 2023-01-30 | +2.13% | +6.28% | -4.83% | -22.97% | -19.77% |
| FY2021 | 2022-01-31 | 2022-01-31 | +0.23% | -3.74% | -3.61% | -3.28% | -13.59% |
| FY2020 | 2021-02-01 | 2021-02-01 | -1.83% | +0.51% | -5.14% | +5.96% | +17.65% |
| FY2019 | 2020-02-04 | 2020-02-04 | +0.08% | +2.30% | -2.59% | -5.70% | +3.37% |
| FY2015 | 2016-02-03 | 2016-02-03 | +0.93% | -4.40% | +8.57% | +23.07% | +47.74% |
| FY2014 | 2015-02-24 | 2015-02-24 | +0.46% | +1.90% | +5.63% | -0.36% | -17.55% |
| FY2013 | 2014-03-03 | 2014-03-03 | +1.72% | -1.17% | +0.60% | +3.79% | +38.97% |
| FY2012 | 2013-02-26 | 2013-02-26 | +0.51% | +2.31% | +1.72% | +5.53% | +6.61% |
| FY2011 | 2012-02-21 | 2012-02-21 | -1.44% | +0.36% | +3.14% | +2.06% | +4.12% |
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.