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positive_eps_streak on HERSHEY CO (HSY)

SIC 2060 — Sugar & Confectionery Products · CIK 47111 · 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 HSY

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-172026-02-17+1.20%+4.93%-0.77%
FY20242025-02-182025-02-18+0.56%+9.61%+3.95%-0.78%+39.07%
FY20232024-02-202024-02-20-0.56%-3.31%+4.47%+6.12%-7.95%
FY20222023-02-172023-02-17+0.09%-0.61%+1.60%+11.86%-18.20%
FY20212022-02-182022-02-18-0.28%-0.16%+2.85%+11.26%+20.53%
FY20202021-02-172021-02-17+1.66%-1.94%+2.71%+14.03%+36.82%
FY20192020-02-202020-02-20+0.13%-5.09%-23.93%-18.57%-4.96%
FY20182019-02-222019-02-22-0.68%+1.82%+1.61%+17.31%+47.18%
FY20172018-02-272018-02-27+0.07%+1.20%-0.41%-6.20%+15.88%
FY20162017-02-212017-02-21+0.08%+0.45%+0.23%+0.84%-7.64%
FY20152016-02-262016-02-26+0.30%+2.83%-0.33%+0.65%+21.83%
FY20142015-02-202015-02-20-0.69%-2.74%-4.33%-10.73%-13.71%
FY20132014-02-212014-02-21+0.34%-1.75%-2.66%-10.50%+0.53%
FY20122013-02-222013-02-22-0.76%+2.73%+5.76%+9.32%+35.66%
FY20112012-02-172012-02-17-0.30%-0.21%-0.26%+13.26%+35.71%
FY20102011-02-182011-02-18+2.17%+4.66%+9.14%+14.18%+23.64%

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/47111/financials