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positive_eps_streak on HAIN CELESTIAL GROUP INC (HAIN)

SIC 2000 — Food and Kindred Products · CIK 910406 · 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 HAIN

FYFiling dateEvent date1d5d20d60d252d
FY20182018-08-292018-08-29+2.79%+4.24%-4.03%-18.06%-30.90%
FY20172017-09-132017-09-13-1.09%-1.65%+1.19%-0.51%-32.31%
FY20162017-06-222017-06-22-3.25%+9.49%+33.99%+26.52%-8.94%
FY20152015-08-212015-08-21-0.60%+2.81%-4.51%-30.43%-36.45%
FY20142014-08-272014-08-27+0.76%+0.02%+3.39%+8.71%+26.92%
FY20132013-08-292013-08-29-0.06%-3.89%-5.55%+2.25%+20.20%
FY20122012-08-292012-08-29-0.04%+6.71%-6.43%-11.26%+19.46%

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/910406/financials