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positive_eps_streak on WEST PHARMACEUTICAL SERVICES INC (WST)

SIC 3841 — Surgical & Medical Instruments & Apparatus · CIK 105770 · 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 WST

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-172026-02-17+2.08%+0.90%-1.55%
FY20242025-02-182025-02-18-4.03%+4.34%+11.12%-1.95%+15.97%
FY20232024-02-202024-02-20+1.72%+2.32%+13.00%+0.44%-39.62%
FY20222023-02-212023-02-21-0.37%+3.37%+9.24%+13.55%+17.61%
FY20212022-02-222022-02-22-3.15%+3.37%+12.01%-20.31%-15.24%
FY20202021-02-232021-02-23+1.69%+1.39%+3.27%+18.87%+34.83%
FY20192020-02-242020-02-24-2.59%-6.23%-22.73%+26.89%+64.80%
FY20182019-02-282019-02-28+1.33%-2.18%+2.68%+11.16%+44.40%
FY20172018-02-262018-02-26+1.19%+1.11%+1.35%+4.65%+21.16%
FY20162017-02-282017-02-28+2.39%-1.55%-1.20%+16.14%+6.39%
FY20152016-02-262016-02-26-1.41%+2.53%+5.61%+15.12%+34.00%
FY20142015-02-252015-02-25+0.07%-0.71%+5.46%-0.22%+14.74%
FY20132014-02-272014-02-27-0.48%+2.21%-7.25%-6.18%+20.61%
FY20122013-02-272013-02-27-0.17%+0.88%+6.36%+12.05%+52.83%
FY20112012-03-012012-03-01-2.65%-3.06%+2.27%+12.90%+47.22%

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/105770/financials