← positive_eps_streak (all companies) · ESS (all signals) · all methodology
positive_eps_streak on ESSEX PROPERTY TRUST, INC. (ESS)
SIC 6798 — Real Estate Investment Trusts · CIK 920522 · 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 ESS
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-20 | 2026-02-20 | +0.32% | +0.23% | -5.63% | — | — |
| FY2024 | 2025-02-21 | 2025-02-21 | +1.27% | +5.71% | +1.80% | -1.98% | -9.02% |
| FY2023 | 2024-02-23 | 2024-02-23 | -1.55% | +2.19% | +5.52% | +16.05% | +36.35% |
| FY2022 | 2023-02-23 | 2023-02-23 | -1.20% | -2.46% | -15.53% | -8.64% | +1.36% |
| FY2021 | 2022-02-25 | 2022-02-25 | -2.29% | +4.78% | +5.20% | -10.97% | -27.32% |
| FY2020 | 2021-02-19 | 2021-02-19 | +0.09% | -3.45% | +4.34% | +10.01% | +22.47% |
| FY2019 | 2020-02-20 | 2020-02-20 | +0.90% | -9.02% | -35.89% | -29.89% | -16.01% |
| FY2018 | 2019-02-21 | 2019-02-21 | +0.52% | -0.06% | +3.39% | +2.83% | +20.60% |
| FY2017 | 2018-02-22 | 2018-02-22 | +2.56% | +1.07% | +5.42% | +4.11% | +30.10% |
| FY2016 | 2017-02-24 | 2017-02-24 | +0.85% | -0.77% | +1.85% | +10.40% | +0.58% |
| FY2015 | 2016-02-26 | 2016-02-26 | -0.33% | +5.96% | +8.71% | +6.55% | +14.81% |
| FY2014 | 2015-03-02 | 2015-03-02 | -0.74% | -1.33% | +4.61% | +0.10% | -1.32% |
| FY2013 | 2014-02-26 | 2014-02-26 | -0.77% | +2.51% | +0.09% | +8.15% | +36.17% |
| FY2012 | 2013-02-25 | 2013-02-25 | +0.27% | -0.62% | +0.03% | +15.00% | +15.36% |
| FY2011 | 2012-02-27 | 2012-02-27 | -1.53% | +1.58% | +6.31% | +8.58% | +9.01% |
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.