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positive_eps_streak on UNIVERSAL INSURANCE HOLDINGS, INC. (UVE)

SIC 6331 — Fire, Marine & Casualty Insurance · CIK 891166 · 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 UVE

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-272026-02-27+3.36%+0.48%-3.83%
FY20212022-02-282022-02-28+1.21%+8.56%+17.35%+10.45%+73.64%
FY20202021-02-262021-02-26-0.94%+4.77%+1.81%-4.71%-14.27%
FY20192020-03-022020-03-02-4.37%+3.44%-16.01%-11.28%-28.46%
FY20182019-03-012019-03-01-4.60%-3.96%-5.00%-12.66%-32.75%
FY20172018-02-232018-02-23+2.16%-2.21%+5.13%+18.98%+33.84%
FY20162017-02-242017-02-24-0.92%-2.39%-12.52%-9.02%+15.95%
FY20152016-02-242016-02-24+2.87%+5.79%-3.45%+0.80%+48.24%
FY20142015-02-252015-02-25+12.41%+11.61%+14.45%+14.81%-11.24%
FY20132014-03-032014-03-03-2.15%+1.88%-11.74%-16.12%+83.67%
FY20122013-03-082013-03-08+1.09%-0.24%+19.75%+55.07%+242.70%

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/891166/financials