← positive_eps_streak (all companies) · FREVS (all signals) · all methodology
positive_eps_streak on FIRST REAL ESTATE INVESTMENT TRUST OF NEW JERSEY, INC. (FREVS)
SIC 6798 — Real Estate Investment Trusts · CIK 36840 · 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 FREVS
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-01-29 | 2026-01-29 | -5.35% | -5.35% | -9.38% | — | — |
| FY2024 | 2025-01-29 | 2025-01-29 | +2.29% | +2.29% | -1.18% | -0.11% | -16.71% |
| FY2023 | 2024-01-29 | 2024-01-29 | +0.00% | +3.56% | +6.08% | +3.88% | +18.25% |
| FY2022 | 2023-01-27 | 2023-01-27 | +0.13% | -1.35% | -3.40% | -3.59% | +1.71% |
| FY2021 | 2022-01-28 | 2022-01-28 | -4.52% | -1.12% | +0.42% | -3.36% | -3.77% |
| FY2020 | 2021-01-29 | 2021-01-29 | +2.21% | -0.55% | -11.33% | +1.14% | +39.90% |
| FY2019 | 2020-01-21 | 2020-01-21 | +0.00% | -1.43% | +1.64% | -31.33% | -26.38% |
| FY2018 | 2019-01-11 | 2019-01-11 | +0.00% | +0.00% | -1.56% | +4.17% | +3.63% |
| FY2017 | 2018-01-12 | 2018-01-12 | +0.00% | +0.00% | +6.00% | +3.33% | +7.69% |
| FY2016 | 2017-01-13 | 2017-01-13 | +4.51% | -1.19% | -0.24% | -9.08% | -28.22% |
| FY2015 | 2016-01-14 | 2016-01-14 | +0.00% | -2.78% | +0.00% | +16.67% | +16.94% |
| FY2014 | 2015-01-14 | 2015-01-14 | +0.00% | +2.42% | +3.23% | +12.90% | -3.23% |
| FY2013 | 2014-01-14 | 2014-01-14 | +0.00% | +0.00% | +1.43% | +13.24% | +13.44% |
| FY2012 | 2013-01-14 | 2013-01-14 | +0.00% | -0.88% | +2.94% | +13.56% | +12.39% |
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)
| Horizon | n events | Gross stock ret | Hit rate | Trade dir | Net PnL | Cost (bps) | r/σ net |
|---|---|---|---|---|---|---|---|
| 1d | 21,256 | +0.05% | +49.53% | long | -0.16% | 22 | -0.04 |
| 5d | 21,258 | +0.10% | +50.10% | long | -0.10% | 22 | -0.00 |
| 20d | 21,218 | -0.80% | +49.80% | long | -1.03% | 22 | -0.04 |
| 60d | 19,852 | +1.64% | +54.15% | long | +1.48% | 22 | +0.04 |
| 252d | 19,501 | +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.