← positive_eps_streak (all companies) · HE (all signals) · all methodology
positive_eps_streak on HAWAIIAN ELECTRIC INDUSTRIES INC (HE)
SIC 4911 — Electric Services · CIK 354707 · 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 HE
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2023 | 2024-02-29 | 2024-02-29 | -1.89% | -3.53% | -7.47% | -12.73% | -14.04% |
| FY2022 | 2023-02-27 | 2023-02-27 | +0.10% | -2.08% | -7.13% | -9.33% | -68.38% |
| FY2021 | 2022-02-25 | 2022-02-25 | -0.51% | +2.09% | +0.63% | +2.65% | +1.58% |
| FY2020 | 2021-02-26 | 2021-02-26 | +1.23% | +6.52% | +27.03% | +26.11% | +21.72% |
| FY2019 | 2020-02-28 | 2020-02-28 | +5.25% | +9.10% | -2.64% | -10.01% | -14.31% |
| FY2018 | 2019-02-28 | 2019-02-28 | +0.39% | +2.22% | +6.37% | +10.58% | +15.18% |
| FY2017 | 2018-03-01 | 2018-03-01 | -0.24% | -0.57% | +3.93% | +3.38% | +21.54% |
| FY2016 | 2017-02-24 | 2017-02-24 | +0.33% | +0.57% | +1.63% | -1.69% | +5.43% |
| FY2015 | 2016-02-23 | 2016-02-23 | +0.33% | -1.60% | +7.67% | +7.63% | +13.23% |
| FY2014 | 2015-11-16 | 2015-11-16 | -1.82% | -1.41% | -1.72% | +2.76% | +6.42% |
| FY2013 | 2014-02-21 | 2014-02-21 | -0.28% | +0.67% | -1.43% | -4.95% | +38.22% |
| FY2012 | 2013-02-19 | 2013-02-19 | -1.25% | -1.87% | -1.03% | +2.75% | -1.32% |
| FY2011 | 2012-02-17 | 2012-02-17 | -0.08% | -0.31% | +0.31% | +5.35% | +10.20% |
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.