← positive_eps_streak (all companies) · IVZ (all signals) · all methodology
positive_eps_streak on Invesco Ltd. (IVZ)
SIC 6282 — Investment Advice · CIK 914208 · 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 IVZ
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2022 | 2023-02-23 | 2023-02-23 | -1.18% | -1.07% | -15.22% | -13.04% | -10.36% |
| FY2021 | 2022-02-18 | 2022-02-18 | -3.12% | -5.47% | -5.25% | -16.19% | -18.27% |
| FY2020 | 2021-02-19 | 2021-02-19 | +1.16% | -0.22% | +13.26% | +24.29% | +2.34% |
| FY2019 | 2020-03-02 | 2020-03-02 | -3.32% | -21.58% | -35.32% | -42.20% | +70.61% |
| FY2018 | 2019-02-22 | 2019-02-22 | -0.37% | +2.41% | +0.05% | +10.00% | -5.74% |
| FY2017 | 2018-02-23 | 2018-02-23 | +1.96% | -2.95% | -7.44% | -12.87% | -39.48% |
| FY2016 | 2017-02-23 | 2017-02-23 | -1.03% | -1.88% | -8.42% | -3.32% | +4.13% |
| FY2015 | 2016-02-19 | 2016-02-19 | +3.35% | +3.04% | +17.91% | +9.19% | +28.38% |
| FY2014 | 2015-02-20 | 2015-02-20 | -0.72% | +0.60% | +4.55% | +2.30% | -29.86% |
| FY2013 | 2014-02-21 | 2014-02-21 | +0.86% | +2.27% | +7.78% | +5.44% | +21.58% |
| FY2012 | 2013-02-22 | 2013-02-22 | -2.48% | +0.90% | +6.77% | +30.98% | +30.68% |
| FY2011 | 2012-10-30 | 2012-10-31 | +1.73% | -1.73% | +3.69% | +17.36% | +42.62% |
| FY2010 | 2011-02-25 | 2011-02-25 | +1.67% | +0.76% | -2.95% | -7.52% | -3.99% |
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.