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positive_eps_streak on Aramark (ARMK)

SIC 5812 — Retail-Eating Places · CIK 1584509 · 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 ARMK

FYFiling dateEvent date1d5d20d60d252d
FY20252025-11-252025-11-25-1.74%-0.95%-0.26%+8.66%
FY20242024-11-192024-11-19+3.34%+12.02%-0.65%-1.86%+1.45%
FY20192019-11-262019-11-26+0.84%-3.50%-0.05%-8.95%-15.97%
FY20182018-11-212018-11-21-1.09%+2.80%-23.96%-10.71%+18.23%
FY20172017-11-222017-11-22+0.87%+3.99%+4.67%+1.62%-10.14%
FY20162016-11-232016-11-23+0.40%-1.93%+3.04%+2.46%+18.81%
FY20152015-12-012015-12-01+2.62%+2.46%-1.49%-4.15%+5.85%

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/1584509/financials