← positive_eps_streak (all companies) · WPC (all signals) · all methodology

positive_eps_streak on W. P. Carey Inc. (WPC)

SIC 6798 — Real Estate Investment Trusts · CIK 1025378 · 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 WPC

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-112026-02-11+1.13%-0.66%-0.65%
FY20242025-02-122025-02-12+2.03%+6.07%+6.83%+8.65%+36.05%
FY20232024-02-092024-02-09-0.92%+0.03%+1.32%+2.27%+6.96%
FY20222023-02-102023-02-10+0.31%-0.97%-6.23%-13.53%-28.33%
FY20212022-02-112022-02-11-0.25%+0.46%+4.33%+1.27%+16.28%
FY20202021-02-122021-02-12-1.75%-2.22%-0.55%+6.17%+14.14%
FY20192020-02-212020-02-21+0.31%-12.03%-43.91%-31.81%-16.61%
FY20182019-02-252019-02-25-0.18%-0.78%+5.07%+10.72%+23.37%
FY20172018-02-232018-02-23+0.59%-0.89%-0.13%+8.72%+30.07%
FY20162017-02-242017-02-24+0.23%-2.99%-4.20%+0.89%+0.81%
FY20152016-02-262016-02-26+0.34%+5.17%+9.29%+13.36%+21.42%
FY20142015-03-172015-03-17+1.58%+1.96%-3.67%-8.83%-6.75%
FY20132014-03-032014-03-03-0.68%-3.31%-5.70%-0.96%+13.35%
FY20122013-02-262013-02-26-1.16%+1.51%+14.66%+28.28%+10.53%
FY20112012-02-292012-02-29-2.27%-2.93%+1.78%-3.35%+35.83%

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/1025378/financials