← positive_eps_streak (all companies) · WERN (all signals) · all methodology
positive_eps_streak on WERNER ENTERPRISES INC (WERN)
SIC 4213 — Trucking (No Local) · CIK 793074 · 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 WERN
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2024 | 2025-02-26 | 2025-02-26 | -1.11% | -2.86% | -7.85% | -19.06% | +10.16% |
| FY2023 | 2024-02-26 | 2024-02-26 | +0.87% | -5.33% | -5.36% | -9.28% | -18.69% |
| FY2022 | 2023-02-27 | 2023-02-27 | -0.58% | +0.45% | -7.30% | -3.37% | -14.58% |
| FY2021 | 2022-02-28 | 2022-02-28 | +1.24% | +0.64% | -2.95% | -7.85% | +7.87% |
| FY2020 | 2021-02-24 | 2021-02-24 | -0.76% | +5.35% | +3.23% | +10.64% | -1.92% |
| FY2019 | 2020-02-27 | 2020-02-27 | -1.84% | -3.01% | +1.78% | +29.69% | +26.50% |
| FY2018 | 2019-03-01 | 2019-03-01 | -2.17% | -1.65% | -1.10% | -5.03% | +9.88% |
| FY2017 | 2018-02-27 | 2018-02-27 | -1.84% | -1.19% | -6.06% | +0.85% | -8.11% |
| FY2016 | 2017-02-23 | 2017-02-23 | +1.65% | +0.91% | -4.02% | -5.27% | +40.11% |
| FY2015 | 2016-02-26 | 2016-02-26 | -1.34% | +1.41% | -1.52% | -14.23% | +5.61% |
| FY2014 | 2015-02-25 | 2015-02-25 | +0.63% | -1.95% | -0.25% | -12.23% | -15.27% |
| FY2013 | 2014-02-25 | 2014-02-25 | -0.69% | -1.34% | -4.95% | -1.34% | +23.10% |
| FY2012 | 2013-02-25 | 2013-02-25 | +1.03% | +3.10% | +8.49% | +13.12% | +18.00% |
| FY2011 | 2012-02-27 | 2012-02-27 | -1.40% | +0.04% | +3.24% | -7.40% | -0.72% |
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.