← positive_eps_streak (all companies) · FRPH (all signals) · all methodology
positive_eps_streak on FRP HOLDINGS, INC. (FRPH)
SIC 6500 — Real Estate · CIK 844059 · 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 FRPH
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2024 | 2025-03-18 | 2025-03-18 | +2.49% | +1.00% | -5.52% | -1.89% | -24.70% |
| FY2023 | 2024-03-26 | 2024-03-26 | +2.67% | +2.41% | +5.05% | -4.74% | -1.90% |
| FY2022 | 2023-03-23 | 2023-03-23 | +2.69% | +3.52% | +4.10% | +4.64% | +6.93% |
| FY2021 | 2022-03-30 | 2022-03-30 | +0.00% | +2.20% | +0.33% | +2.98% | +0.14% |
| FY2020 | 2021-03-19 | 2021-03-19 | -3.21% | -4.61% | -0.23% | +15.44% | +13.35% |
| FY2019 | 2020-03-12 | 2020-03-12 | +2.85% | -5.27% | +18.79% | +21.37% | +38.26% |
| FY2018 | 2019-03-15 | 2019-03-15 | -0.77% | -6.50% | +5.57% | -3.82% | -37.42% |
| FY2017 | 2018-03-16 | 2018-03-16 | -1.68% | -2.38% | +1.15% | +4.85% | -15.52% |
| FY2016 | 2016-12-12 | 2016-12-12 | +0.78% | +1.55% | -2.72% | -3.23% | +13.58% |
| FY2015 | 2015-12-11 | 2015-12-11 | +2.67% | +5.37% | +3.90% | +8.03% | +22.70% |
| FY2014 | 2014-12-08 | 2014-12-08 | -1.99% | -5.46% | +2.20% | -1.84% | -2.25% |
| FY2013 | 2013-12-04 | 2013-12-04 | -1.33% | -11.23% | -1.43% | -9.47% | -12.73% |
| FY2012 | 2012-12-06 | 2012-12-06 | -1.61% | -3.92% | +6.64% | +4.34% | +55.36% |
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.