← positive_eps_streak (all companies) · OMC (all signals) · all methodology
positive_eps_streak on OMNICOM GROUP INC. (OMC)
SIC 7311 — Services-Advertising Agencies · CIK 29989 · 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 OMC
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2024 | 2025-02-05 | 2025-02-05 | -0.82% | -4.36% | -2.72% | -8.51% | -14.64% |
| FY2023 | 2024-02-07 | 2024-02-07 | +0.36% | -0.61% | +7.44% | +8.27% | -1.41% |
| FY2022 | 2023-02-08 | 2023-02-08 | +0.40% | +0.38% | -4.53% | -2.61% | -5.91% |
| FY2021 | 2022-02-09 | 2022-02-09 | -4.18% | -4.19% | -13.82% | -13.33% | +5.12% |
| FY2020 | 2021-02-18 | 2021-02-18 | +1.33% | +3.46% | +16.77% | +26.43% | +34.17% |
| FY2019 | 2020-02-11 | 2020-02-11 | +2.03% | +1.73% | -18.68% | -29.91% | -12.04% |
| FY2018 | 2019-02-12 | 2019-02-12 | -0.81% | +1.30% | +2.24% | +7.97% | +10.03% |
| FY2017 | 2018-02-15 | 2018-02-15 | +1.86% | +0.04% | -3.49% | -2.18% | +0.26% |
| FY2016 | 2017-02-09 | 2017-02-09 | +0.80% | +0.79% | +0.46% | -0.44% | -6.44% |
| FY2015 | 2016-02-09 | 2016-02-09 | +2.58% | +5.36% | +9.08% | +17.00% | +21.73% |
| FY2014 | 2015-02-10 | 2015-02-10 | +0.59% | +2.85% | +2.20% | +2.11% | +0.41% |
| FY2013 | 2014-02-12 | 2014-02-12 | +2.09% | +2.81% | -0.25% | -6.65% | +7.70% |
| FY2012 | 2013-02-19 | 2013-02-19 | -0.47% | -0.35% | +2.88% | +11.97% | +35.07% |
| FY2011 | 2012-02-17 | 2012-02-17 | +0.64% | +0.37% | +4.06% | +4.83% | +19.40% |
| FY2010 | 2011-02-24 | 2011-02-24 | +2.38% | +3.04% | -2.19% | -1.62% | +2.00% |
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.