← positive_eps_streak (all companies) · KW (all signals) · all methodology
positive_eps_streak on Kennedy-Wilson Holdings, Inc. (KW)
SIC 6500 — Real Estate · CIK 1408100 · 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 KW
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2022 | 2023-02-22 | 2023-02-22 | +0.35% | -3.31% | -6.50% | -10.88% | -42.14% |
| FY2021 | 2022-02-25 | 2022-02-25 | -2.81% | -3.47% | +7.02% | -8.52% | -22.67% |
| FY2020 | 2021-02-26 | 2021-02-26 | +0.21% | +5.22% | +11.41% | +7.50% | +26.67% |
| FY2019 | 2020-02-28 | 2020-02-28 | +3.02% | +0.45% | -32.71% | -28.98% | -1.34% |
| FY2018 | 2019-03-01 | 2019-03-01 | +0.57% | +0.05% | +3.42% | +2.06% | +3.71% |
| FY2017 | 2018-02-27 | 2018-02-27 | -1.80% | -0.90% | +4.80% | +19.92% | +29.97% |
| FY2016 | 2017-02-27 | 2017-02-27 | -2.00% | -3.33% | -6.67% | -10.40% | -23.19% |
| FY2012 | 2013-03-12 | 2013-03-12 | -3.08% | -8.34% | -7.63% | +1.64% | +44.19% |
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.