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positive_eps_streak on UDR, Inc. (UDR)

SIC 6798 — Real Estate Investment Trusts · CIK 74208 · 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 UDR

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-172026-02-17+0.66%-1.21%-5.76%
FY20242025-02-182025-02-18-1.00%+1.67%+0.81%-3.40%-8.38%
FY20232024-02-202024-02-20+1.40%-2.01%+2.60%+11.93%+24.75%
FY20222023-02-132023-02-13+0.43%-1.37%-8.59%-6.45%-18.13%
FY20212022-02-152022-02-15+0.57%-1.66%+4.09%-11.89%-14.99%
FY20202021-02-182021-02-18+0.62%+1.00%+7.25%+11.46%+35.00%
FY20192020-02-182020-02-18-0.50%-1.86%-22.98%-29.53%-12.70%
FY20182019-02-192019-02-19-0.87%-0.25%-0.45%+0.53%+15.57%
FY20172018-02-202018-02-20-2.98%-1.93%+3.48%+3.14%+35.17%
FY20162017-02-212017-02-21-0.75%+1.53%+0.61%+4.93%-4.51%
FY20152016-02-232016-02-23-1.61%+4.09%+9.43%+5.16%+7.65%
FY20142015-02-242015-02-24+0.57%+1.90%+9.90%+5.29%+10.05%
FY20132014-02-252014-02-25-0.19%+2.67%-0.15%+7.46%+27.55%

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/74208/financials