← positive_eps_streak (all companies) · CAR (all signals) · all methodology
positive_eps_streak on AVIS BUDGET GROUP, INC. (CAR)
SIC 7510 — Services-Auto Rental & Leasing (No Drivers) · CIK 723612 · 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 CAR
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2023 | 2024-02-16 | 2024-02-16 | -5.35% | -4.51% | -3.68% | +13.95% | -16.41% |
| FY2019 | 2020-02-20 | 2020-02-20 | -4.77% | -36.39% | -80.77% | -76.40% | -3.16% |
| FY2018 | 2019-02-21 | 2019-02-21 | +2.55% | +3.98% | +2.96% | -8.39% | +39.16% |
| FY2017 | 2018-02-22 | 2018-02-22 | +3.69% | +0.27% | +8.73% | -4.98% | -20.16% |
| FY2016 | 2017-02-21 | 2017-02-21 | -0.55% | +0.17% | -14.40% | -35.95% | +12.86% |
| FY2015 | 2016-02-24 | 2016-02-24 | +7.80% | +26.04% | +24.95% | +19.33% | +51.54% |
| FY2014 | 2015-02-23 | 2015-02-23 | -1.96% | +0.28% | -5.08% | -11.49% | -51.35% |
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.