← positive_eps_streak (all companies) · EMN (all signals) · all methodology
positive_eps_streak on EASTMAN CHEMICAL CO (EMN)
SIC 2821 — Plastic Materials, Synth Resins & Nonvulcan Elastomers · CIK 915389 · 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 EMN
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-13 | 2026-02-13 | -1.21% | -4.38% | -12.08% | — | — |
| FY2024 | 2025-02-14 | 2025-02-14 | +2.44% | -2.75% | -8.92% | -17.68% | -16.87% |
| FY2023 | 2024-02-14 | 2024-02-14 | +3.81% | +5.22% | +12.04% | +24.11% | +30.26% |
| FY2022 | 2023-02-15 | 2023-02-15 | -2.45% | -5.81% | -7.08% | -10.78% | -0.59% |
| FY2021 | 2022-02-25 | 2022-02-25 | -1.93% | -4.92% | -7.70% | -13.89% | -27.10% |
| FY2020 | 2021-02-22 | 2021-02-22 | -0.93% | -1.38% | -0.46% | +12.68% | +9.57% |
| FY2019 | 2020-02-26 | 2020-02-26 | -5.06% | -4.41% | -28.10% | +0.95% | +74.34% |
| FY2018 | 2019-02-27 | 2019-02-27 | -1.32% | -1.34% | -9.73% | -17.72% | -22.97% |
| FY2017 | 2018-03-01 | 2018-03-01 | +0.34% | +5.47% | +5.69% | +6.37% | -15.16% |
| FY2016 | 2017-02-27 | 2017-02-27 | +0.35% | -0.55% | -1.91% | +0.18% | +31.16% |
| FY2015 | 2016-02-25 | 2016-02-25 | +0.96% | +6.12% | +13.61% | +14.30% | +27.57% |
| FY2014 | 2015-02-27 | 2015-02-27 | +1.28% | -3.13% | -7.19% | +3.19% | -11.84% |
| FY2013 | 2014-02-28 | 2014-02-28 | -0.31% | +0.13% | -1.70% | -1.11% | -12.23% |
| FY2012 | 2013-02-28 | 2013-02-28 | -0.03% | +3.28% | +0.61% | +3.54% | +27.54% |
| FY2011 | 2012-02-22 | 2012-02-22 | +0.22% | +0.37% | -4.08% | -17.20% | +28.62% |
| FY2010 | 2011-02-23 | 2011-02-23 | +0.41% | +5.48% | +8.58% | +17.96% | +23.57% |
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.