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positive_eps_streak on EQUITY RESIDENTIAL (EQR)

SIC 6798 — Real Estate Investment Trusts · CIK 906107 · 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 EQR

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-132026-02-13-0.60%-0.85%-5.95%
FY20242025-02-132025-02-13-0.41%+0.06%-3.61%+0.11%-7.47%
FY20232024-02-152024-02-15-0.53%-0.25%+4.44%+11.79%+22.49%
FY20222023-02-162023-02-16-0.17%-3.52%-12.74%-4.20%-4.78%
FY20212022-02-172022-02-17-0.67%+2.74%+4.79%-11.87%-21.45%
FY20202021-02-182021-02-18+0.72%+0.36%+10.54%+12.34%+33.66%
FY20192020-02-202020-02-20+0.71%-9.19%-29.85%-33.21%-19.17%
FY20182019-02-212019-02-21+0.50%-0.23%+1.26%+4.53%+21.24%
FY20172018-02-222018-02-22+1.46%+0.27%+6.37%+7.13%+35.36%
FY20162017-02-232017-02-23+0.03%+0.80%+1.43%+5.28%-6.34%
FY20152016-02-252016-02-25+0.07%+6.72%+9.77%+2.17%+1.97%
FY20142015-02-262015-02-26+0.25%+0.64%+2.87%-2.22%-0.10%
FY20132014-02-272014-02-27+0.19%+0.00%-1.14%+5.41%+36.24%
FY20122013-02-212013-02-21+0.18%-3.62%-4.07%+5.11%+6.39%
FY20112012-02-242012-02-24-0.60%-0.69%+4.18%+6.92%-0.58%
FY20102011-02-242011-02-24+1.54%+3.16%+3.75%+14.74%+13.65%

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)

Horizonn eventsGross stock retHit rateTrade dirNet PnLCost (bps)r/σ net
1d21,256+0.05%+49.53%long-0.16%22-0.04
5d21,258+0.10%+50.10%long-0.10%22-0.00
20d21,218-0.80%+49.80%long-1.03%22-0.04
60d19,852+1.64%+54.15%long+1.48%22+0.04
252d19,501+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.


Data: /api/company/906107/financials