← positive_eps_streak (all companies) · CNS (all signals) · all methodology
positive_eps_streak on COHEN & STEERS, INC. (CNS)
SIC 6282 — Investment Advice · CIK 1284812 · 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 CNS
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-27 | 2026-02-27 | +2.33% | -2.86% | -8.08% | — | — |
| FY2024 | 2025-02-21 | 2025-02-21 | +0.57% | +1.24% | -7.93% | -3.99% | -19.88% |
| FY2023 | 2024-02-23 | 2024-02-23 | +0.60% | +2.58% | +5.72% | +3.49% | +24.33% |
| FY2022 | 2023-02-24 | 2023-02-24 | -0.14% | +0.23% | -14.92% | -19.57% | +4.44% |
| FY2021 | 2022-02-25 | 2022-02-25 | +0.61% | -2.75% | +4.31% | -7.84% | -7.57% |
| FY2020 | 2021-02-26 | 2021-02-26 | +3.29% | +3.06% | +1.81% | +14.87% | +29.98% |
| FY2019 | 2020-02-28 | 2020-02-28 | +6.07% | +2.44% | -33.62% | +8.25% | +10.02% |
| FY2018 | 2019-03-01 | 2019-03-01 | -1.46% | -1.29% | +0.93% | +23.76% | +67.86% |
| FY2017 | 2018-02-23 | 2018-02-23 | +0.76% | -1.61% | -2.22% | -0.37% | +12.46% |
| FY2016 | 2017-02-24 | 2017-02-24 | +0.92% | +2.36% | +2.58% | +6.54% | +17.71% |
| FY2015 | 2016-02-26 | 2016-02-26 | -1.30% | +7.87% | +19.66% | +20.84% | +23.19% |
| FY2014 | 2015-02-27 | 2015-02-27 | +2.42% | -0.26% | -0.33% | -11.05% | -21.81% |
| FY2013 | 2014-03-14 | 2014-03-14 | +2.02% | +6.87% | +7.95% | +15.12% | +19.00% |
| FY2012 | 2013-03-15 | 2013-03-15 | +0.26% | -0.14% | +7.50% | +7.07% | +13.89% |
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.