← positive_eps_streak (all companies) · CAH (all signals) · all methodology
positive_eps_streak on CARDINAL HEALTH INC (CAH)
SIC 5122 — Wholesale-Drugs, Proprietaries & Druggists' Sundries · CIK 721371 · 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 CAH
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2025-08-12 | 2025-08-12 | +1.24% | +1.86% | +2.04% | +34.95% | — |
| FY2019 | 2019-08-20 | 2019-08-20 | -0.43% | -4.18% | +9.41% | +26.48% | +22.71% |
| FY2018 | 2018-08-22 | 2018-08-22 | +0.14% | +1.99% | +7.63% | +13.43% | -13.12% |
| FY2017 | 2017-08-10 | 2017-08-10 | -0.49% | -3.19% | +1.56% | -8.18% | -25.81% |
| FY2016 | 2016-08-12 | 2016-08-12 | -0.49% | -2.25% | -4.33% | -20.60% | -18.26% |
| FY2015 | 2015-08-13 | 2015-08-13 | +0.08% | -2.30% | +0.96% | +5.64% | +1.29% |
| FY2014 | 2014-08-13 | 2014-08-13 | +0.35% | +0.83% | +4.70% | +11.24% | +19.16% |
| FY2013 | 2013-08-20 | 2013-08-20 | -1.55% | -2.04% | +4.41% | +25.91% | +44.75% |
| FY2012 | 2012-08-22 | 2012-08-22 | -0.18% | +1.03% | -2.70% | +0.64% | +31.99% |
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.