← positive_eps_streak (all companies) · KMPR (all signals) · all methodology
positive_eps_streak on KEMPER Corp (KMPR)
SIC 6331 — Fire, Marine & Casualty Insurance · CIK 860748 · 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 KMPR
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2020 | 2021-02-10 | 2021-02-10 | +1.30% | -0.78% | +8.12% | +6.25% | -27.40% |
| FY2019 | 2020-02-14 | 2020-02-14 | -1.18% | -3.83% | -10.12% | -25.26% | -5.55% |
| FY2018 | 2019-02-20 | 2019-02-20 | +0.05% | +1.13% | -6.55% | +7.51% | -3.03% |
| FY2017 | 2018-02-13 | 2018-02-13 | -6.95% | -0.35% | -1.40% | +28.53% | +39.94% |
| FY2016 | 2017-02-13 | 2017-02-13 | -0.22% | -1.04% | -7.82% | -14.16% | +32.13% |
| FY2015 | 2016-02-12 | 2016-02-12 | +2.35% | +9.06% | +16.94% | +26.53% | +83.52% |
| FY2014 | 2015-02-12 | 2015-02-12 | +0.60% | +0.98% | +4.31% | +1.23% | -30.56% |
| FY2013 | 2014-02-14 | 2014-02-14 | +0.55% | -0.13% | +3.32% | -6.43% | -0.15% |
| FY2012 | 2013-02-15 | 2013-02-15 | -0.03% | -2.20% | -0.75% | +6.74% | +23.28% |
| FY2011 | 2012-02-17 | 2012-02-17 | +0.28% | +1.05% | +5.20% | +4.97% | +13.49% |
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.