← positive_eps_streak (all companies) · DVA (all signals) · all methodology
positive_eps_streak on DAVITA INC. (DVA)
SIC 8090 — Services-Misc Health & Allied Services, NEC · CIK 927066 · 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 DVA
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-11 | 2026-02-11 | +3.95% | +2.13% | +6.09% | — | — |
| FY2024 | 2025-02-13 | 2025-02-13 | -11.09% | -19.58% | -18.98% | -18.43% | -15.05% |
| FY2023 | 2024-02-14 | 2024-02-14 | -2.87% | -0.44% | +10.20% | +11.43% | +25.64% |
| FY2022 | 2023-02-22 | 2023-02-22 | -2.93% | -3.56% | -10.10% | +18.23% | +46.73% |
| FY2021 | 2022-02-11 | 2022-02-11 | +1.82% | +3.47% | -2.62% | -5.72% | -25.74% |
| FY2020 | 2021-02-12 | 2021-02-12 | -0.77% | -4.77% | +3.75% | +18.69% | +6.31% |
| FY2019 | 2020-02-21 | 2020-02-21 | -1.46% | -7.69% | -22.71% | -4.02% | +18.90% |
| FY2018 | 2019-02-22 | 2019-02-22 | -0.78% | -2.81% | -7.92% | -16.75% | +41.16% |
| FY2017 | 2018-02-23 | 2018-02-23 | +0.44% | -1.74% | -11.18% | -7.19% | -20.76% |
| FY2016 | 2017-02-24 | 2017-02-24 | +0.22% | +1.39% | -3.29% | -6.29% | +6.46% |
| FY2015 | 2016-02-26 | 2016-02-26 | -0.74% | +6.09% | +7.58% | +15.53% | +4.11% |
| FY2014 | 2015-02-26 | 2015-02-26 | +0.40% | +3.54% | +9.11% | +13.18% | -10.55% |
| FY2013 | 2014-02-21 | 2014-02-21 | +2.07% | +3.93% | +5.56% | +2.03% | +11.69% |
| FY2012 | 2013-03-01 | 2013-03-01 | +1.48% | -1.09% | -0.10% | +6.21% | +13.92% |
| FY2011 | 2012-02-24 | 2012-02-24 | -0.68% | -0.08% | -0.23% | -2.30% | +36.26% |
| FY2010 | 2011-02-25 | 2011-02-25 | +1.01% | +6.59% | +5.85% | +7.52% | +9.71% |
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.