← positive_eps_streak (all companies) · VRSK (all signals) · all methodology
positive_eps_streak on Verisk Analytics, Inc. (VRSK)
SIC 7374 — Services-Computer Processing & Data Preparation · CIK 1442145 · 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 VRSK
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-18 | 2026-02-18 | -0.10% | +6.38% | +11.32% | — | — |
| FY2024 | 2025-02-26 | 2025-02-26 | +0.72% | +3.08% | +1.55% | +9.30% | -27.44% |
| FY2023 | 2024-02-21 | 2024-02-21 | +0.98% | +1.82% | -0.37% | +5.99% | +25.71% |
| FY2022 | 2023-02-28 | 2023-02-28 | +3.28% | +7.62% | +9.90% | +26.86% | +42.25% |
| FY2021 | 2022-02-22 | 2022-02-22 | -4.73% | -3.80% | +13.45% | -10.55% | -6.07% |
| FY2020 | 2021-02-23 | 2021-02-23 | -9.62% | -10.24% | -4.03% | -6.47% | +1.19% |
| FY2019 | 2020-02-18 | 2020-02-18 | -1.06% | -5.09% | -15.50% | -9.82% | +10.61% |
| FY2018 | 2019-02-19 | 2019-02-19 | -1.29% | +0.74% | +3.77% | +13.36% | +37.37% |
| FY2017 | 2018-02-20 | 2018-02-20 | +2.26% | +6.21% | +8.45% | +7.87% | +28.33% |
| FY2016 | 2017-02-21 | 2017-02-21 | -3.47% | -2.66% | -6.53% | -7.85% | +16.48% |
| FY2015 | 2016-02-24 | 2016-02-24 | +3.14% | +4.20% | +8.19% | +6.55% | +15.62% |
| FY2014 | 2015-02-24 | 2015-02-24 | +6.29% | +5.43% | +4.02% | +7.69% | +5.51% |
| FY2013 | 2014-02-25 | 2014-02-25 | -2.18% | -2.65% | -6.10% | -6.46% | +10.71% |
| FY2012 | 2013-02-26 | 2013-02-26 | +7.70% | +10.06% | +13.88% | +11.13% | +18.33% |
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.