← positive_eps_streak (all companies) · MKC (all signals) · all methodology
positive_eps_streak on MCCORMICK & CO INC (MKC)
SIC 2090 — Miscellaneous Food Preparations & Kindred Products · CIK 63754 · 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 MKC
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-01-22 | 2026-01-22 | -0.67% | +0.20% | +11.93% | -12.87% | — |
| FY2024 | 2025-01-23 | 2025-01-23 | +0.17% | +4.04% | +7.20% | +0.47% | -16.31% |
| FY2023 | 2024-01-25 | 2024-01-25 | +0.70% | +0.13% | -0.76% | +9.48% | +14.34% |
| FY2022 | 2023-01-26 | 2023-01-26 | +1.33% | +2.06% | +2.07% | +16.54% | -4.63% |
| FY2021 | 2022-01-27 | 2022-01-27 | +0.03% | +4.79% | -2.03% | +4.62% | -22.58% |
| FY2020 | 2021-01-28 | 2021-01-28 | -1.63% | -2.35% | -7.40% | -0.36% | +9.61% |
| FY2019 | 2020-01-28 | 2020-01-28 | +0.81% | -3.23% | -7.80% | -8.31% | +14.94% |
| FY2018 | 2019-01-25 | 2019-01-25 | +0.40% | +1.40% | +9.95% | +25.12% | +44.36% |
| FY2017 | 2018-01-25 | 2018-01-25 | +2.25% | +2.31% | +1.08% | -0.77% | +17.97% |
| FY2016 | 2017-01-25 | 2017-01-25 | -0.20% | -1.29% | +3.26% | +5.30% | +11.86% |
| FY2015 | 2016-01-28 | 2016-01-28 | +3.00% | +0.49% | +9.51% | +9.70% | +14.29% |
| FY2014 | 2015-01-29 | 2015-01-29 | -1.67% | +1.82% | +3.83% | +4.86% | +23.63% |
| FY2013 | 2014-01-29 | 2014-01-29 | -0.87% | -2.85% | +0.98% | +9.53% | +13.55% |
| FY2012 | 2013-01-25 | 2013-01-25 | -1.03% | +2.44% | +5.74% | +17.11% | +14.02% |
| FY2011 | 2012-01-27 | 2012-01-27 | +0.42% | +1.65% | +0.26% | +9.49% | +26.29% |
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.