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positive_eps_streak on UNITEDHEALTH GROUP INC (UNH)

SIC 6324 — Hospital & Medical Service Plans · CIK 731766 · 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 UNH

FYFiling dateEvent date1d5d20d60d252d
FY20252026-03-022026-03-02-1.94%-2.56%-10.55%
FY20242025-02-272025-02-27+1.37%+4.09%+10.54%-36.65%-35.51%
FY20232024-02-282024-02-28-0.94%-5.15%-0.65%+4.13%-4.80%
FY20222023-02-242023-02-24-0.21%-1.19%-1.37%-0.41%+7.60%
FY20212022-02-152022-02-15+0.38%-3.89%+4.50%+0.42%+3.21%
FY20202021-03-012021-03-01-0.00%+4.64%+13.67%+23.87%+44.20%
FY20192020-02-142020-02-14+1.12%-7.03%-24.35%-3.29%+10.44%
FY20182019-02-122019-02-12+0.11%+2.28%-3.90%-9.34%+17.12%
FY20172018-02-132018-02-13+0.94%-0.67%-0.23%+3.46%+18.65%
FY20162017-02-082017-02-08+0.08%+2.48%+5.19%+9.02%+37.07%
FY20152016-02-092016-02-09+1.42%+6.42%+9.39%+19.52%+46.72%
FY20142015-02-102015-02-10+0.81%+0.73%+3.79%+5.67%+5.15%
FY20132014-02-122014-02-12+1.38%+4.61%+10.03%+9.95%+58.95%
FY20122013-02-072013-02-07+1.21%+0.00%-5.68%+5.93%+27.08%
FY20112012-02-092012-02-09+0.49%+3.26%+5.43%+4.43%+9.03%
FY20102011-02-102011-02-10-0.12%+0.38%+3.03%+19.29%+27.31%

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/731766/financials