← positive_eps_streak (all companies) · UNM (all signals) · all methodology
positive_eps_streak on Unum Group (UNM)
SIC 6321 — Accident & Health Insurance · CIK 5513 · 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 UNM
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-17 | 2026-02-17 | +0.48% | -1.74% | +3.13% | — | — |
| FY2024 | 2025-02-27 | 2025-02-27 | +0.70% | -2.77% | +0.21% | -1.74% | -9.69% |
| FY2023 | 2024-02-20 | 2024-02-20 | -0.51% | -0.06% | +6.44% | +7.36% | +54.58% |
| FY2022 | 2023-02-23 | 2023-02-23 | +1.66% | +2.41% | -14.37% | +6.43% | +15.59% |
| FY2021 | 2022-02-25 | 2022-02-25 | -2.10% | -3.51% | +11.50% | +24.54% | +61.78% |
| FY2020 | 2021-02-17 | 2021-02-17 | -2.87% | +7.79% | +9.58% | +17.72% | +19.42% |
| FY2019 | 2020-02-18 | 2020-02-18 | +0.24% | -13.60% | -54.64% | -53.41% | -7.19% |
| FY2018 | 2019-02-19 | 2019-02-19 | +1.58% | +1.99% | -1.23% | -4.49% | -16.16% |
| FY2017 | 2018-02-21 | 2018-02-21 | -1.39% | -1.96% | -2.60% | -24.88% | -26.37% |
| FY2016 | 2017-02-22 | 2017-02-22 | +0.70% | +3.21% | -5.15% | -5.91% | +7.99% |
| FY2015 | 2016-02-24 | 2016-02-24 | +2.02% | +9.65% | +13.76% | +27.09% | +79.02% |
| FY2014 | 2015-02-25 | 2015-02-25 | -0.80% | -1.21% | -1.80% | +3.67% | -14.50% |
| FY2013 | 2014-02-26 | 2014-02-26 | +1.09% | +4.09% | +2.94% | -1.73% | +0.75% |
| FY2012 | 2013-02-22 | 2013-02-22 | -2.23% | +1.48% | +13.36% | +16.68% | +42.41% |
| FY2011 | 2012-02-24 | 2012-02-24 | +0.09% | +0.17% | +3.32% | -12.43% | +7.72% |
| FY2010 | 2011-02-25 | 2011-02-25 | -0.26% | -2.18% | -1.69% | -1.22% | -11.31% |
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)
| 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.