← positive_eps_streak (all companies) · SREA (all signals) · all methodology
positive_eps_streak on SEMPRA (SREA)
SIC 4932 — Gas & Other Services Combined · CIK 1032208 · 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 SREA
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-26 | 2026-02-26 | -0.92% | -0.13% | -4.22% | — | — |
| FY2024 | 2025-02-25 | 2025-02-25 | +1.02% | +0.53% | -1.48% | -8.86% | +7.31% |
| FY2023 | 2024-02-27 | 2024-02-27 | +0.18% | +1.41% | -0.66% | -1.04% | -1.29% |
| FY2022 | 2023-02-28 | 2023-02-28 | -0.66% | +0.62% | +2.76% | +3.27% | +10.14% |
| FY2021 | 2022-02-25 | 2022-02-25 | -0.04% | +1.05% | -0.74% | -8.90% | -0.46% |
| FY2020 | 2021-02-25 | 2021-02-25 | +0.34% | +1.32% | +4.12% | +3.74% | +1.77% |
| FY2019 | 2020-02-27 | 2020-02-27 | -1.56% | +1.98% | -7.30% | -1.16% | +7.22% |
| FY2018 | 2019-02-26 | 2019-06-27 | -0.28% | -0.40% | +2.98% | +6.38% | +6.83% |
| FY2017 | 2018-02-27 | 2019-06-27 | -0.28% | -0.40% | +2.98% | +6.38% | +6.83% |
| FY2016 | 2017-02-28 | 2019-06-27 | -0.28% | -0.40% | +2.98% | +6.38% | +6.83% |
| FY2015 | 2016-02-26 | 2019-06-27 | -0.28% | -0.40% | +2.98% | +6.38% | +6.83% |
| FY2014 | 2015-02-26 | 2019-06-27 | -0.28% | -0.40% | +2.98% | +6.38% | +6.83% |
| FY2013 | 2014-02-27 | 2019-06-27 | -0.28% | -0.40% | +2.98% | +6.38% | +6.83% |
| FY2012 | 2013-02-26 | 2019-06-27 | -0.28% | -0.40% | +2.98% | +6.38% | +6.83% |
| FY2011 | 2012-03-14 | 2019-06-27 | -0.28% | -0.40% | +2.98% | +6.38% | +6.83% |
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.