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positive_eps_streak on FRANKLIN FINANCIAL SERVICES CORP /PA/ (FRAF)

SIC 6022 — State Commercial Banks · CIK 723646 · 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 FRAF

FYFiling dateEvent date1d5d20d60d252d
FY20252026-03-132026-03-13+1.47%-1.22%+16.77%
FY20242025-03-142025-03-14+0.79%+0.31%-4.55%+2.59%+41.57%
FY20232024-03-122024-03-12-1.29%-0.30%-1.25%+0.99%+40.58%
FY20222023-03-102023-03-10-1.21%-3.54%-7.48%-17.02%-14.65%
FY20212022-03-182022-03-18+0.53%+2.21%-2.59%-11.34%-5.59%
FY20202021-03-112021-03-11+0.00%-7.99%-9.63%-8.70%+5.98%
FY20192020-03-132020-03-13-15.00%-9.81%+12.36%+0.66%+29.61%
FY20182019-03-182019-03-18+0.00%-2.43%-2.70%+6.21%-31.08%
FY20172018-03-122018-03-12+1.15%+4.33%+4.62%-1.71%+9.25%
FY20162017-03-102017-03-10+0.33%-0.30%-0.16%+4.33%+17.09%
FY20152016-03-092016-03-09+0.00%-1.58%-1.36%+8.21%+42.65%
FY20142015-03-162015-03-16-0.64%-0.60%+1.49%+6.99%-4.31%
FY20132014-03-102014-03-10+0.62%+0.85%+2.10%+12.94%+35.96%
FY20122013-03-122013-03-12+0.00%+0.00%-4.07%-6.01%+7.57%

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/723646/financials