← positive_eps_streak (all companies) · NMRK (all signals) · all methodology
positive_eps_streak on NEWMARK GROUP, INC. (NMRK)
SIC 6531 — Real Estate Agents & Managers (For Others) · CIK 1690680 · 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 NMRK
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-03-02 | 2026-03-02 | +2.82% | +2.19% | +3.75% | — | — |
| FY2024 | 2025-03-03 | 2025-03-03 | -4.36% | -13.16% | -15.72% | -24.81% | +5.07% |
| FY2023 | 2024-02-29 | 2024-02-29 | -0.28% | +0.65% | +3.07% | -2.98% | +29.54% |
| FY2022 | 2023-03-16 | 2023-03-16 | -5.67% | -8.64% | -8.92% | -5.60% | +50.84% |
| FY2021 | 2022-03-01 | 2022-03-01 | +5.33% | -3.47% | -2.87% | -37.19% | -53.10% |
| FY2020 | 2021-03-01 | 2021-03-01 | -1.48% | -0.33% | -2.00% | +20.49% | +69.00% |
| FY2019 | 2020-02-28 | 2020-02-28 | +5.86% | -7.11% | -45.72% | -56.20% | +11.78% |
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.