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positive_eps_streak on BALL Corp (BALL)

SIC 3411 — Metal Cans · CIK 9389 · 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 BALL

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-192026-02-19+0.76%+0.91%-10.39%
FY20242025-02-202025-02-20+1.78%+3.19%+2.61%+6.99%+35.15%
FY20232024-02-202024-02-20-0.34%+1.18%+4.76%+14.34%-15.98%
FY20222023-02-212023-02-21+0.88%-1.12%-7.35%-2.56%+9.62%
FY20212022-02-162022-02-16-1.22%-4.55%-0.29%-24.05%-36.72%
FY20202021-02-172021-02-17+0.57%-4.01%-6.89%-1.39%+3.00%
FY20192020-02-192020-02-19-0.53%-1.74%-16.13%-19.27%+18.25%
FY20182019-02-222019-02-22-0.69%+0.09%+5.04%+12.47%+39.37%
FY20172018-03-012018-03-01-0.25%+3.85%+0.53%-2.86%+41.12%
FY20162017-03-022017-03-02+0.74%+0.11%+0.48%+11.07%+8.63%
FY20152016-02-162016-02-16+1.30%-0.35%+3.70%+9.12%+12.08%
FY20142015-02-202015-02-20+0.77%-1.85%-2.54%+0.85%-8.50%
FY20132014-02-242014-02-24-0.33%+0.89%-2.41%+9.61%+33.35%
FY20122013-02-222013-02-22-1.98%+0.03%+3.76%+4.19%+25.20%
FY20112012-02-222012-02-22+0.38%+1.21%+3.74%-1.79%+10.53%

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/9389/financials