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positive_eps_streak on CBRE GROUP, INC. (CBRE)

SIC 6500 — Real Estate · CIK 1138118 · 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 CBRE

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-122026-02-12+4.42%+7.87%-1.82%
FY20242025-02-142025-02-14+0.05%-4.06%-10.46%-8.61%+5.76%
FY20232024-02-202024-02-20-0.56%-0.10%+2.76%+1.42%+49.26%
FY20222023-02-272023-02-27-0.06%-0.06%-18.57%-10.64%+7.05%
FY20212022-03-012022-03-01+2.56%-11.19%-2.29%-17.02%-11.85%
FY20202021-02-242021-02-24-3.38%+0.95%-3.91%+13.70%+24.45%
FY20192020-03-022020-03-02-0.79%-15.50%-29.49%-22.41%+34.03%
FY20182019-03-012019-03-01+1.29%+0.85%-0.44%-2.54%+17.15%
FY20172018-03-012018-03-01-0.65%+1.25%+1.77%+2.50%+8.43%
FY20162017-03-012017-03-01+0.61%+0.39%-5.09%-4.87%+28.32%
FY20152016-02-292016-02-29+5.08%+10.00%+12.48%+14.84%+40.18%
FY20142015-03-022015-03-02-0.95%+0.17%+4.60%+10.92%-23.30%
FY20132014-03-032014-03-03+1.34%+1.41%-0.69%+7.39%+24.84%
FY20122013-03-012013-03-01+0.90%+1.15%+0.33%-2.55%+13.38%
FY20112012-02-292012-02-29+2.07%-3.44%+9.06%-10.58%+34.10%

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/1138118/financials