← positive_eps_streak (all companies) · UMH (all signals) · all methodology
positive_eps_streak on UMH PROPERTIES, INC. (UMH)
SIC 6798 — Real Estate Investment Trusts · CIK 752642 · 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 UMH
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-25 | 2026-02-25 | -2.78% | -7.97% | -11.43% | — | — |
| FY2021 | 2022-02-24 | 2022-02-24 | +3.03% | +5.19% | +3.74% | -14.11% | -21.68% |
| FY2017 | 2018-03-08 | 2018-03-08 | +1.08% | +4.88% | +8.52% | +22.82% | +17.37% |
| FY2016 | 2017-03-08 | 2017-03-08 | -0.29% | +2.08% | +7.24% | +29.62% | -8.99% |
| FY2015 | 2016-03-09 | 2016-03-09 | +2.70% | +8.30% | -0.31% | +7.22% | +53.15% |
| FY2014 | 2015-03-11 | 2015-03-11 | +1.49% | +5.53% | +11.38% | +4.29% | +13.58% |
| FY2013 | 2014-03-12 | 2014-03-12 | -0.31% | -0.94% | +3.24% | +5.89% | +7.34% |
| FY2012 | 2013-03-11 | 2013-03-11 | -1.17% | -0.68% | +4.09% | +1.73% | -0.14% |
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.