← positive_eps_streak (all companies) · MORN (all signals) · all methodology
positive_eps_streak on Morningstar, Inc. (MORN)
SIC 6282 — Investment Advice · CIK 1289419 · 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 MORN
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-13 | 2026-02-13 | -1.07% | -1.96% | +14.14% | — | — |
| FY2024 | 2025-02-28 | 2025-02-28 | -2.14% | -7.35% | -5.61% | -1.34% | -41.46% |
| FY2023 | 2024-02-29 | 2024-02-29 | -0.11% | +4.07% | +3.28% | -0.20% | +0.69% |
| FY2022 | 2023-02-24 | 2023-02-24 | +0.25% | +1.92% | -9.51% | -2.87% | +43.53% |
| FY2021 | 2022-02-25 | 2022-02-25 | -0.34% | -5.12% | -4.84% | -12.08% | -25.92% |
| FY2020 | 2021-02-26 | 2021-02-26 | +2.70% | +5.54% | +0.96% | +5.62% | +26.18% |
| FY2019 | 2020-03-02 | 2020-03-02 | -2.97% | -12.06% | -21.49% | -2.73% | +54.79% |
| FY2018 | 2019-03-01 | 2019-03-01 | -0.80% | -4.33% | +0.55% | +8.28% | +20.21% |
| FY2017 | 2018-03-01 | 2018-03-01 | +0.72% | +2.55% | +3.29% | +27.59% | +35.67% |
| FY2016 | 2017-03-01 | 2017-03-01 | -0.61% | -1.40% | -3.43% | -8.57% | +15.54% |
| FY2015 | 2016-03-01 | 2016-03-01 | -0.57% | +1.34% | +9.64% | +5.24% | +2.24% |
| FY2014 | 2015-02-27 | 2015-02-27 | +0.33% | -1.69% | +0.99% | +3.24% | +7.43% |
| FY2013 | 2014-02-28 | 2014-02-28 | -1.48% | -1.69% | -7.76% | -15.75% | -9.55% |
| FY2012 | 2013-02-28 | 2013-02-28 | +0.28% | +0.86% | +1.95% | +0.23% | +22.89% |
| FY2011 | 2012-02-24 | 2012-02-24 | -0.28% | -0.35% | +1.75% | -6.65% | +14.93% |
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.