← positive_eps_streak (all companies) · ZBH (all signals) · all methodology
positive_eps_streak on ZIMMER BIOMET HOLDINGS, INC. (ZBH)
SIC 3842 — Orthopedic, Prosthetic & Surgical Appliances & Supplies · CIK 1136869 · 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 ZBH
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-20 | 2026-02-20 | +0.72% | -0.31% | -11.02% | — | — |
| FY2024 | 2025-02-25 | 2025-02-25 | -2.26% | -3.13% | +2.82% | -13.42% | -5.00% |
| FY2023 | 2024-02-23 | 2024-02-23 | -1.78% | -4.00% | -1.53% | -7.67% | -18.08% |
| FY2017 | 2018-02-27 | 2018-02-27 | -1.60% | -0.04% | -8.18% | -4.38% | +5.97% |
| FY2016 | 2017-03-01 | 2017-03-01 | -0.73% | -1.09% | +2.29% | +0.54% | -3.73% |
| FY2015 | 2016-02-29 | 2016-02-29 | +0.60% | +4.00% | +9.58% | +25.03% | +21.98% |
| FY2014 | 2015-02-23 | 2015-02-23 | +0.37% | +0.07% | -2.16% | -5.39% | -22.23% |
| FY2013 | 2014-02-28 | 2014-02-28 | +0.60% | +4.50% | +0.10% | +9.62% | +30.47% |
| FY2012 | 2013-02-27 | 2013-02-27 | +0.69% | +1.13% | -0.03% | +7.68% | +29.22% |
| FY2011 | 2012-02-27 | 2012-02-27 | -0.95% | -2.53% | +3.90% | -2.74% | +22.23% |
| FY2010 | 2011-02-25 | 2011-02-25 | +0.55% | +1.21% | -2.03% | +8.06% | +0.02% |
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.