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positive_eps_streak on SENSIENT TECHNOLOGIES CORP (SXT)

SIC 2860 — Industrial Organic Chemicals · CIK 310142 · 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 SXT

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-132026-02-13-0.69%-1.25%-4.97%
FY20242025-02-192025-02-19-0.31%-0.90%+5.42%+35.48%+31.27%
FY20232024-02-222024-02-22+1.59%+0.38%+4.77%+14.66%+7.76%
FY20222023-02-172023-02-17-3.81%-2.72%-7.82%-5.09%-12.45%
FY20212022-02-182022-02-18-0.98%+1.37%-0.77%+3.86%-5.77%
FY20202021-02-222021-02-22-0.71%-0.93%-1.14%+8.72%+4.57%
FY20192020-02-212020-02-21-1.07%-12.62%-24.27%-17.99%+44.15%
FY20182019-02-252019-02-25-0.22%+0.91%+1.20%+7.40%-16.58%
FY20172018-02-232018-02-23+0.64%-2.15%-7.63%-5.74%-9.47%
FY20162017-02-232017-02-23+0.69%+0.39%+0.80%+0.74%-6.73%
FY20152016-02-252016-02-25+0.66%+2.34%+8.98%+18.18%+42.55%
FY20142015-02-262015-02-26+0.13%+2.28%+1.37%+7.11%-7.82%
FY20132014-02-282014-02-28+0.59%+5.44%+4.37%+4.61%+25.94%
FY20122013-02-272013-02-27+0.24%+0.84%+5.65%+12.97%+45.32%
FY20112012-02-272012-02-27-0.74%-4.56%-0.63%-5.59%-0.22%

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/310142/financials