← positive_eps_streak (all companies) · VRE (all signals) · all methodology
positive_eps_streak on Veris Residential, Inc. (VRE)
SIC 6798 — Real Estate Investment Trusts · CIK 924901 · 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 VRE
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2019 | 2020-02-26 | 2020-02-26 | -2.95% | +10.43% | -22.52% | -26.24% | -22.01% |
| FY2018 | 2019-02-20 | 2019-02-20 | +1.54% | -1.97% | +3.56% | +8.89% | +4.76% |
| FY2012 | 2013-02-07 | 2013-02-07 | +0.64% | +2.13% | +7.83% | +5.40% | -17.89% |
| FY2011 | 2012-02-09 | 2012-02-09 | -0.59% | -0.28% | -2.59% | +1.24% | +0.20% |
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.