← positive_eps_streak (all companies) · EPR (all signals) · all methodology
positive_eps_streak on EPR PROPERTIES (EPR)
SIC 6798 — Real Estate Investment Trusts · CIK 1045450 · 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 EPR
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-26 | 2026-02-26 | -1.83% | -4.88% | -18.02% | — | — |
| FY2024 | 2025-02-27 | 2025-02-27 | +2.38% | +1.86% | -1.05% | +2.98% | +23.51% |
| FY2023 | 2024-02-29 | 2024-02-29 | +1.66% | +3.16% | +4.05% | +0.26% | +39.12% |
| FY2019 | 2020-02-25 | 2020-02-25 | -3.03% | -8.57% | -67.24% | -55.83% | -23.95% |
| FY2018 | 2019-02-28 | 2019-02-28 | -1.37% | +0.37% | +5.95% | +9.21% | -14.34% |
| FY2017 | 2018-03-01 | 2018-03-01 | +1.96% | +5.02% | +4.87% | +16.36% | +47.10% |
| FY2016 | 2017-03-01 | 2017-03-01 | -0.46% | -5.67% | -4.28% | -4.67% | -26.18% |
| FY2015 | 2016-02-25 | 2016-02-25 | -3.15% | -2.87% | +1.43% | +10.40% | +26.88% |
| FY2014 | 2015-02-25 | 2015-02-25 | -0.66% | -1.47% | -1.50% | -1.90% | +12.18% |
| FY2013 | 2014-02-28 | 2014-02-28 | +0.00% | -0.30% | -0.39% | +2.61% | +21.04% |
| FY2012 | 2013-02-27 | 2013-02-27 | +0.66% | +1.34% | +8.76% | +21.71% | +15.62% |
| FY2011 | 2012-02-24 | 2012-02-24 | +0.60% | +0.11% | +2.91% | -3.76% | +15.01% |
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.