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positive_eps_streak on FRANKLIN RESOURCES INC (BEN)

SIC 6282 — Investment Advice · CIK 38777 · 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 BEN

FYFiling dateEvent date1d5d20d60d252d
FY20252025-11-102025-11-10+1.33%-4.26%+4.17%+22.44%
FY20242024-11-122024-11-12+0.23%+0.05%+4.29%-4.48%+9.63%
FY20232023-11-142023-11-14+2.59%-1.09%+15.41%+18.65%-5.15%
FY20222022-11-142022-11-14+1.74%-1.28%+4.69%+18.21%-2.75%
FY20212021-11-192021-11-19-0.52%-2.68%-7.32%-8.73%-21.36%
FY20202020-11-232020-11-23+5.22%+5.17%+15.48%+30.07%+69.56%
FY20192019-11-122019-11-12-2.40%-0.86%-7.29%-7.52%-23.30%
FY20182018-11-092018-11-09+0.29%+3.43%+2.17%-1.88%-6.30%
FY20172017-11-132017-11-13+0.05%-0.12%+8.18%-5.85%-14.99%
FY20162016-11-142016-11-14+0.49%+1.52%+3.28%+6.10%+7.45%
FY20152015-11-122015-11-12-1.96%+2.90%-10.47%-19.31%-5.97%
FY20142014-11-122014-11-12-0.30%-0.97%-1.02%-4.94%-27.54%
FY20132013-11-122013-11-12+1.42%+2.05%+2.03%+0.48%+9.02%
FY20122012-11-152012-11-15+0.32%+4.28%+1.98%+14.48%+31.23%
FY20112011-11-152011-11-15-2.11%-8.95%-9.79%+14.53%+26.12%
FY20102010-11-162010-11-16+1.09%-1.36%+2.16%+12.72%-7.49%

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/38777/financials