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positive_eps_streak on Extra Space Storage Inc. (EXR)

SIC 6798 — Real Estate Investment Trusts · CIK 1289490 · 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 EXR

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-202026-02-20-1.53%-1.13%-13.73%
FY20242025-02-282025-02-28+0.94%+3.09%-3.57%-1.94%+2.72%
FY20232024-02-292024-02-29+1.70%+3.89%+5.43%+2.26%+13.36%
FY20222023-02-282023-02-28-0.60%-0.53%-7.25%-10.12%-10.51%
FY20212022-02-282022-02-28+1.72%+6.43%+7.45%-6.18%-9.98%
FY20202021-02-262021-02-26-1.52%-1.51%+6.30%+17.78%+58.65%
FY20192020-02-252020-02-25+0.62%-1.26%-26.11%-17.34%+23.05%
FY20182019-02-262019-02-26+0.93%+4.61%+9.82%+14.63%+19.08%
FY20172018-03-012018-03-01-0.94%+1.39%+2.66%+11.81%+16.30%
FY20162017-02-272017-02-27-0.40%-0.06%-5.36%-1.02%+11.10%
FY20152016-02-292016-02-29+2.54%+1.77%+13.97%+12.73%-0.02%
FY20142015-03-022015-03-02-0.39%-3.25%+3.42%+7.51%+30.75%
FY20132014-03-032014-03-03+1.81%-0.96%+0.36%+8.12%+40.59%
FY20122013-02-282013-02-28+0.21%+4.25%+5.57%+16.78%+35.77%
FY20112012-02-292012-02-29+0.91%+0.91%+8.59%+7.48%+49.84%

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/1289490/financials