← positive_eps_streak (all companies) · JHG (all signals) · all methodology
positive_eps_streak on JANUS HENDERSON GROUP PLC (JHG)
SIC 6282 — Investment Advice · CIK 1274173 · 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 JHG
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-25 | 2026-02-25 | +6.10% | +2.49% | +2.53% | — | — |
| FY2024 | 2025-02-27 | 2025-02-27 | +1.69% | -8.05% | -10.67% | -11.65% | +29.32% |
| FY2023 | 2024-02-27 | 2024-02-27 | -0.71% | +3.32% | +3.61% | +11.23% | +41.53% |
| FY2022 | 2023-02-28 | 2023-02-28 | +0.11% | -3.64% | -6.01% | -5.58% | +20.26% |
| FY2021 | 2022-02-25 | 2022-02-25 | -3.40% | -12.92% | +0.69% | -19.88% | -15.84% |
| FY2020 | 2021-02-24 | 2021-02-24 | -2.88% | -5.50% | -1.34% | +22.14% | +11.49% |
| FY2019 | 2020-02-26 | 2020-02-26 | -7.77% | -9.56% | -38.97% | -11.24% | +34.94% |
| FY2018 | 2019-02-26 | 2019-02-26 | +0.90% | -0.69% | +1.14% | -10.20% | +1.49% |
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.