← positive_eps_streak (all companies) · FNRN (all signals) · all methodology

positive_eps_streak on FIRST NORTHERN COMMUNITY BANCORP (FNRN)

SIC 6035 — Savings Institution, Federally Chartered · CIK 1114927 · 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 FNRN

FYFiling dateEvent date1d5d20d60d252d
FY20252026-03-132026-03-13+0.00%+0.35%+8.59%
FY20242025-03-072025-03-07-0.50%+3.62%+0.40%-0.10%+46.83%
FY20232024-03-112024-03-11-0.95%-0.71%+7.10%+3.55%+26.75%
FY20222023-03-102023-03-10-4.20%-6.00%-9.83%-16.07%+5.38%
FY20212022-03-142022-03-14+0.00%-2.83%-6.60%-10.57%-21.25%
FY20202021-03-082021-03-08-2.42%+0.00%+2.90%+9.66%+8.55%
FY20192020-03-052020-03-05-3.52%-18.76%-26.51%-25.70%-6.67%
FY20182019-03-082019-03-08+0.36%+1.24%+1.69%-0.53%-8.35%
FY20172018-03-082018-03-08+0.00%+0.60%+0.38%+2.57%-14.72%
FY20162017-03-092017-03-09+0.43%+0.00%-0.86%+3.86%+18.28%
FY20152016-03-102016-03-10-0.13%+0.52%-0.52%+1.80%+50.77%
FY20142015-03-102015-03-10+0.00%-1.02%-1.91%-3.18%-1.15%
FY20132014-03-182014-03-18+0.14%-0.83%-0.41%-1.93%+11.61%
FY20122013-03-182013-03-18+0.00%+0.00%+2.59%+1.72%+28.57%

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/1114927/financials