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positive_eps_streak on OMEGA HEALTHCARE INVESTORS INC (OHI)

SIC 6798 — Real Estate Investment Trusts · CIK 888491 · 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 OHI

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-092026-02-09+1.45%+6.94%+7.86%
FY20242025-02-132025-02-13+0.14%-1.79%+3.49%+0.55%+40.79%
FY20232024-02-122024-02-12-0.06%+1.69%+0.75%+2.20%+26.92%
FY20222023-02-142023-02-14-0.35%-4.29%+0.64%+6.78%+19.25%
FY20212022-02-172022-02-17-1.63%-1.25%+0.56%+3.75%+4.42%
FY20202021-02-222021-02-22-0.97%-0.45%-3.42%-3.57%-19.01%
FY20192020-02-282020-02-28-0.53%-0.78%-29.17%-20.80%+4.07%
FY20182019-02-262019-02-26+0.06%-0.78%+5.10%+4.39%+31.05%
FY20172018-02-232018-02-23+0.23%+1.57%-0.15%+13.46%+49.19%
FY20162017-08-092017-08-09-1.47%+3.47%+5.95%-6.95%+12.51%
FY20132014-02-112014-02-11+1.17%+0.75%+7.52%+17.62%+38.01%
FY20122013-02-282013-02-28-0.14%+1.75%+8.47%+23.33%+20.99%
FY20112012-02-272012-02-27-1.81%-1.71%+1.62%+0.16%+43.25%

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)

Horizonn eventsGross stock retHit rateTrade dirNet PnLCost (bps)r/σ net
1d21,256+0.05%+49.53%long-0.16%22-0.04
5d21,258+0.10%+50.10%long-0.10%22-0.00
20d21,218-0.80%+49.80%long-1.03%22-0.04
60d19,852+1.64%+54.15%long+1.48%22+0.04
252d19,501+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.


Data: /api/company/888491/financials