← positive_eps_streak (all companies) · CEVA (all signals) · all methodology
positive_eps_streak on CEVA INC (CEVA)
SIC 7370 — Services-Computer Programming, Data Processing, Etc. · CIK 1173489 · 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 CEVA
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2019 | 2020-02-28 | 2020-02-28 | +4.51% | +2.71% | -25.91% | +19.22% | +126.36% |
| FY2018 | 2019-03-04 | 2019-03-04 | +0.32% | -0.14% | -2.95% | -21.23% | +3.66% |
| FY2017 | 2018-03-01 | 2018-03-01 | +2.61% | +8.93% | -0.55% | -5.77% | -22.75% |
| FY2013 | 2014-03-14 | 2014-03-14 | +1.48% | -0.49% | -6.25% | -17.32% | +21.98% |
| FY2012 | 2013-03-15 | 2013-03-15 | -1.80% | -2.36% | -7.96% | +0.68% | +15.04% |
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.