← positive_eps_streak (all companies) · SBRA (all signals) · all methodology
positive_eps_streak on Sabra Health Care REIT, Inc. (SBRA)
SIC 6798 — Real Estate Investment Trusts · CIK 1492298 · 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 SBRA
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-12 | 2026-02-12 | +1.10% | -0.10% | +3.36% | — | — |
| FY2020 | 2021-08-06 | 2021-08-06 | -1.61% | -2.53% | -4.11% | -12.58% | -1.14% |
| FY2019 | 2020-02-24 | 2020-02-24 | -5.06% | -12.84% | -58.08% | -39.36% | -11.77% |
| FY2018 | 2019-02-25 | 2019-02-25 | -1.36% | -7.45% | -1.00% | +5.87% | +21.17% |
| FY2017 | 2018-02-21 | 2018-02-21 | +3.14% | +1.99% | +5.20% | +18.31% | +29.12% |
| FY2016 | 2017-02-22 | 2017-02-22 | -0.42% | +3.70% | +3.67% | -6.47% | -28.71% |
| FY2015 | 2016-02-22 | 2016-02-22 | +3.36% | +9.81% | +9.26% | +14.34% | +53.84% |
| FY2014 | 2015-02-19 | 2015-02-19 | +0.62% | +1.24% | +2.82% | -13.83% | -42.08% |
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.