← positive_eps_streak (all companies) · FHI (all signals) · all methodology
positive_eps_streak on FEDERATED HERMES, INC. (FHI)
SIC 6282 — Investment Advice · CIK 1056288 · 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 FHI
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-27 | 2026-02-27 | +1.71% | -0.27% | -0.02% | — | — |
| FY2024 | 2025-02-28 | 2025-02-28 | -0.21% | +0.23% | +5.01% | +10.38% | +49.83% |
| FY2023 | 2024-02-23 | 2024-02-23 | +0.26% | +1.85% | +0.51% | -3.53% | +15.52% |
| FY2022 | 2023-02-24 | 2023-02-24 | +0.26% | +2.98% | +1.85% | -5.39% | -5.54% |
| FY2021 | 2022-02-25 | 2022-02-25 | -1.45% | -3.53% | +3.29% | -0.80% | +22.48% |
| FY2020 | 2021-02-26 | 2021-02-26 | +7.52% | +12.24% | +15.31% | +20.90% | +28.26% |
| FY2019 | 2020-02-21 | 2020-02-21 | -2.67% | -18.98% | -55.35% | -38.76% | -16.18% |
| FY2018 | 2019-02-22 | 2019-02-22 | +0.10% | +2.14% | -1.42% | +5.60% | +23.69% |
| FY2017 | 2018-02-23 | 2018-02-23 | +0.45% | -0.42% | -3.00% | -24.26% | -9.57% |
| FY2016 | 2017-02-24 | 2017-02-24 | +1.88% | -1.88% | -6.08% | -4.35% | +27.66% |
| FY2015 | 2016-02-22 | 2016-02-22 | +0.04% | +3.03% | +13.62% | +22.25% | +14.13% |
| FY2014 | 2015-02-20 | 2015-02-20 | -1.73% | -6.77% | -4.84% | -1.86% | -25.65% |
| FY2013 | 2014-02-21 | 2014-02-21 | +2.18% | +1.11% | +8.63% | +3.02% | +32.43% |
| FY2012 | 2013-02-22 | 2013-02-22 | -1.44% | -2.46% | +3.69% | +16.58% | +22.10% |
| FY2011 | 2012-02-24 | 2012-02-24 | -0.30% | +1.50% | +13.77% | +1.04% | +29.94% |
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.