← positive_eps_streak (all companies) · ZD (all signals) · all methodology
positive_eps_streak on ZIFF DAVIS, INC. (ZD)
SIC 4822 — Telegraph & Other Message Communications · CIK 1084048 · 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 ZD
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-24 | 2026-02-24 | +1.24% | +56.47% | +65.26% | — | — |
| FY2024 | 2025-02-25 | 2025-02-25 | -9.49% | -17.73% | -11.79% | -35.05% | -41.79% |
| FY2023 | 2024-02-26 | 2024-02-26 | +0.80% | +0.06% | -9.75% | -19.00% | -39.99% |
| FY2022 | 2023-03-01 | 2023-03-01 | +0.28% | -0.52% | -3.03% | -23.33% | -12.08% |
| FY2021 | 2022-03-15 | 2022-03-15 | +5.90% | +10.15% | +0.69% | -19.42% | -20.40% |
| FY2020 | 2021-03-01 | 2021-03-01 | -0.80% | +0.36% | +3.30% | +9.80% | +1.63% |
| FY2019 | 2020-03-02 | 2020-03-02 | -0.75% | -3.83% | -15.66% | -10.14% | +26.29% |
| FY2018 | 2019-03-01 | 2019-03-01 | -0.07% | -1.40% | +1.33% | -1.35% | +5.17% |
| FY2017 | 2018-03-01 | 2018-03-01 | +2.36% | +8.97% | +5.06% | +14.69% | +16.13% |
| FY2016 | 2017-03-01 | 2017-03-01 | -1.74% | -0.01% | +2.65% | +2.89% | -7.50% |
| FY2015 | 2016-02-29 | 2016-02-29 | +2.83% | -0.81% | -16.24% | -9.66% | +13.62% |
| FY2014 | 2015-03-02 | 2015-03-02 | -0.42% | -1.11% | -0.35% | -1.87% | +11.38% |
| FY2013 | 2014-03-03 | 2014-03-03 | +0.41% | -1.07% | -2.70% | -7.08% | +35.62% |
| FY2012 | 2013-03-01 | 2013-03-01 | +0.08% | +2.75% | +5.73% | +11.84% | +44.68% |
| FY2011 | 2012-02-28 | 2012-02-28 | -1.99% | -2.32% | -0.70% | -19.70% | +24.89% |
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.