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positive_eps_streak on AZZ INC (AZZ)

SIC 3470 — Coating, Engraving & Allied Services · CIK 8947 · 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 AZZ

FYFiling dateEvent date1d5d20d60d252d
FY20222023-04-252023-04-25-4.32%-2.89%-5.69%+13.66%+92.83%
FY20212022-04-222022-04-22-1.84%-4.56%-9.18%-12.91%-18.14%
FY20202021-04-232021-04-23+0.98%+0.88%+2.74%+0.79%-7.10%
FY20192020-04-292020-04-29+1.23%-7.16%+5.07%+2.15%+75.53%
FY20182019-05-172019-05-17-2.66%-5.20%-4.89%-5.84%-32.82%
FY20172018-05-152018-05-15+4.17%+8.96%+13.76%+34.89%+19.51%
FY20162018-04-192018-04-19+1.00%+2.59%-7.62%+19.95%+2.30%
FY20152016-04-212016-04-21+1.81%+0.21%-1.41%+11.91%+2.31%
FY20142015-04-222015-04-22+3.54%+3.60%+6.18%+12.26%+22.72%
FY20132014-04-282014-04-28-0.71%+2.19%+2.33%+8.60%+12.16%

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/8947/financials