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positive_eps_streak on VERIZON COMMUNICATIONS INC (VZ)

SIC 4813 — Telephone Communications (No Radiotelephone) · CIK 732712 · 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 VZ

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-172026-02-17-1.80%+1.90%+3.25%
FY20242025-02-122025-02-12+1.26%+4.84%+7.85%+9.33%+29.20%
FY20232024-02-092024-02-09+0.96%+1.94%+1.03%+0.57%+8.93%
FY20222023-02-102023-02-10+0.77%+0.52%-8.67%-4.54%+7.79%
FY20212022-02-112022-02-11-0.09%+0.96%-1.54%-8.63%-19.93%
FY20202021-02-252021-02-25-2.12%-3.01%+1.56%+1.81%-2.57%
FY20192020-02-212020-02-21-0.36%-6.94%-11.00%-3.23%+1.27%
FY20182019-02-152019-02-15+0.51%+2.94%+5.28%+3.58%+9.43%
FY20172018-02-232018-02-23+1.66%-0.06%-4.14%+1.55%+22.74%
FY20162017-02-212017-02-21+0.49%+0.40%+1.48%-8.94%+1.81%
FY20152016-02-232016-02-23+0.38%+1.64%+5.10%+0.58%+2.37%
FY20142015-02-232015-02-23+0.92%+1.44%+1.78%+2.75%+8.93%
FY20132014-02-272014-02-27+0.17%-0.08%+0.40%+5.88%+8.86%
FY20122013-02-262013-02-26+0.50%+3.40%+7.29%+12.77%+4.87%
FY20112012-02-242012-02-24-0.03%+1.39%+3.36%+9.82%+27.36%

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/732712/financials