← positive_eps_streak (all companies) · TTEC (all signals) · all methodology
positive_eps_streak on TTEC Holdings, Inc. (TTEC)
SIC 7363 — Services-Help Supply Services · CIK 1013880 · 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 TTEC
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2023 | 2024-02-29 | 2024-02-29 | -20.52% | -34.27% | -40.57% | -63.63% | -80.23% |
| FY2022 | 2023-02-28 | 2023-02-28 | +0.37% | -1.84% | -9.61% | -17.56% | -55.04% |
| FY2021 | 2022-03-03 | 2022-03-03 | -2.39% | +0.74% | +7.14% | -11.18% | -47.29% |
| FY2020 | 2021-03-01 | 2021-03-01 | -2.39% | -5.27% | +9.71% | +14.97% | -9.50% |
| FY2019 | 2020-03-04 | 2020-03-04 | -2.86% | -11.94% | -19.43% | +4.60% | +110.05% |
| FY2018 | 2019-03-06 | 2019-03-06 | +6.25% | +9.23% | +16.48% | +25.67% | +26.60% |
| FY2017 | 2018-03-13 | 2018-03-13 | -0.57% | -7.29% | -10.09% | +4.46% | +0.14% |
| FY2016 | 2017-03-16 | 2017-03-16 | +1.81% | -0.66% | -3.89% | +35.95% | +10.71% |
| FY2015 | 2016-03-14 | 2016-03-14 | -4.48% | -1.25% | -1.38% | -0.19% | +9.47% |
| FY2014 | 2015-03-09 | 2015-03-09 | -2.15% | +0.76% | +7.16% | +6.86% | +21.20% |
| FY2013 | 2014-02-28 | 2014-02-28 | -0.17% | +0.33% | +0.00% | +9.93% | +1.95% |
| FY2012 | 2013-02-26 | 2013-02-26 | +5.47% | +8.41% | +19.36% | +26.98% | +37.98% |
| FY2011 | 2012-07-11 | 2012-07-11 | -1.48% | +3.27% | +1.48% | +6.11% | +49.63% |
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.