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positive_eps_streak on FIRST FINANCIAL BANKSHARES INC (FFIN)

SIC 6022 — State Commercial Banks · CIK 36029 · 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 FFIN

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-252026-02-25+2.17%-6.90%-9.65%
FY20242025-02-212025-02-21-0.16%+2.25%-2.57%-2.10%-10.59%
FY20232024-02-262024-02-26+0.33%+0.55%+1.72%+1.89%+23.80%
FY20222023-02-232023-02-23-0.96%-4.08%-16.99%-29.69%-16.08%
FY20212022-02-222022-02-22-1.62%-2.79%-2.34%-13.14%-18.87%
FY20202021-02-222021-02-22+1.33%+0.98%+4.68%+12.25%+6.17%
FY20192020-02-142020-02-14-0.55%-4.08%-29.90%-25.77%+25.63%
FY20182019-02-192019-02-19+0.94%-0.41%-8.46%-4.59%+10.06%
FY20172018-02-162018-02-16-2.19%-0.21%+1.96%+8.55%+35.73%
FY20162017-02-172017-02-17+1.03%+2.86%-1.52%-7.37%+9.23%
FY20152016-02-192016-02-19+1.22%-0.67%+9.62%+16.12%+64.92%
FY20142015-02-202015-02-20+0.23%+0.77%+9.66%+15.68%+7.23%
FY20132014-02-212014-02-21+1.92%+3.81%+9.09%+2.35%-8.66%
FY20122013-02-222013-02-22-2.48%+1.60%+9.64%+26.16%+36.55%
FY20112012-02-222012-02-22+2.25%+0.00%+3.92%-6.31%+29.74%

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/36029/financials