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positive_eps_streak on First American Financial Corp (FAF)

SIC 6361 — Title Insurance · CIK 1472787 · 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 FAF

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-182026-02-18+0.57%+2.22%-2.52%
FY20242025-02-212025-02-21+0.74%+3.58%+3.05%-2.96%+9.54%
FY20232024-02-212024-02-21-0.83%-0.36%-1.14%+0.24%+14.74%
FY20222023-02-152023-02-15-2.36%-7.44%-10.00%-6.89%-0.39%
FY20212022-02-172022-02-17+0.38%-0.80%+1.85%-11.05%-10.54%
FY20202021-02-172021-02-17+0.71%-1.86%-1.04%+17.60%+28.61%
FY20192020-02-182020-02-18-0.79%-5.97%-35.75%-34.36%-11.49%
FY20182019-02-202019-02-20-0.55%-0.90%-3.90%+8.47%+30.63%
FY20172018-02-162018-02-16-0.55%+3.22%+6.76%-5.90%-7.03%
FY20162017-02-172017-02-17+0.64%+0.51%+0.33%+10.39%+49.68%
FY20152016-02-192016-02-19+0.32%+0.40%+0.69%+0.77%+8.27%
FY20142015-02-232015-02-23-1.68%-1.65%+0.22%+3.21%+6.45%
FY20132014-02-252014-02-25+0.04%-0.08%+0.38%+3.89%+36.21%
FY20122013-02-282013-02-28+0.33%+1.98%+5.78%+2.60%+13.18%
FY20112012-02-272012-02-27+1.15%+1.98%+1.98%-0.39%+58.30%

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/1472787/financials