← positive_eps_streak (all companies) · KKR (all signals) · all methodology

positive_eps_streak on KKR & Co. Inc. (KKR)

SIC 6282 — Investment Advice · CIK 1404912 · 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 KKR

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-272026-02-27+3.34%+4.16%+0.94%
FY20212022-02-282022-02-28-3.94%-14.90%-2.56%-16.58%-5.84%
FY20202021-02-192021-02-19-3.04%-2.59%+3.06%+18.85%+26.02%
FY20192020-02-182020-02-18+1.07%-10.07%-35.33%-27.41%+43.48%
FY20182019-02-152019-02-15+0.72%-3.14%+4.16%+2.92%+45.28%
FY20172018-02-232018-02-23+0.46%-1.82%-6.15%+3.93%+6.34%
FY20162017-02-242017-02-24+0.67%+0.50%+0.94%+5.63%+26.82%
FY20152016-02-262016-02-26+4.05%+8.75%+14.26%+7.11%+53.39%
FY20142015-02-272015-02-27+3.28%+3.76%-0.88%+2.38%-39.81%
FY20132014-02-242014-02-24-0.50%-2.07%-5.47%-3.53%+7.00%
FY20122013-02-222013-02-22-1.63%+3.04%+4.90%+19.70%+45.02%

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/1404912/financials