← positive_eps_streak (all companies) · EL (all signals) · all methodology
positive_eps_streak on ESTEE LAUDER COMPANIES INC (EL)
SIC 2844 — Perfumes, Cosmetics & Other Toilet Preparations · CIK 1001250 · 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 EL
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2024 | 2024-08-19 | 2024-08-19 | -2.02% | +1.78% | -4.42% | -31.93% | -3.43% |
| FY2023 | 2023-08-18 | 2023-08-18 | -3.70% | -2.23% | -1.18% | -27.12% | -40.81% |
| FY2022 | 2022-08-24 | 2022-08-24 | +4.48% | -3.94% | -11.29% | -13.84% | -41.62% |
| FY2021 | 2021-08-27 | 2021-08-27 | +0.94% | +0.45% | -6.35% | +2.99% | -23.16% |
| FY2020 | 2020-08-28 | 2020-08-28 | -0.54% | -3.01% | -3.22% | +7.52% | +55.20% |
| FY2019 | 2019-08-23 | 2019-08-23 | +1.53% | +0.64% | -1.90% | -1.95% | +8.59% |
| FY2018 | 2018-08-24 | 2018-08-24 | +1.96% | +3.62% | +6.19% | +5.66% | +49.57% |
| FY2017 | 2017-08-25 | 2017-08-25 | -0.51% | +1.67% | +1.72% | +17.92% | +31.31% |
| FY2016 | 2016-08-24 | 2016-08-24 | +0.81% | -1.08% | -1.62% | -13.40% | +18.95% |
| FY2015 | 2015-08-20 | 2015-08-20 | -2.86% | -2.27% | -5.23% | +0.89% | +13.09% |
| FY2014 | 2014-08-20 | 2014-08-20 | -0.40% | +0.82% | -1.86% | -5.02% | +8.56% |
| FY2013 | 2013-08-23 | 2013-08-23 | -1.29% | -3.83% | +4.12% | +7.21% | +14.52% |
| FY2012 | 2012-08-17 | 2012-08-17 | -1.66% | -2.45% | -1.01% | -8.55% | +9.58% |
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.