← positive_eps_streak (all companies) · JEF (all signals) · all methodology
positive_eps_streak on Jefferies Financial Group Inc. (JEF)
SIC 6211 — Security Brokers, Dealers & Flotation Companies · CIK 96223 · 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 JEF
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-01-28 | 2026-01-28 | -1.05% | -4.82% | -20.25% | -22.69% | — |
| FY2024 | 2025-01-28 | 2025-01-28 | -0.77% | -2.04% | -13.30% | -38.41% | -17.57% |
| FY2023 | 2024-01-26 | 2024-01-26 | +0.12% | -0.78% | +1.46% | +9.73% | +89.51% |
| FY2022 | 2023-01-27 | 2023-01-27 | -1.05% | +1.28% | -3.11% | -20.68% | +8.26% |
| FY2021 | 2022-01-28 | 2022-01-28 | +3.07% | +6.61% | +0.76% | -10.72% | +19.75% |
| FY2020 | 2021-01-29 | 2021-01-29 | +3.13% | +9.25% | +29.41% | +42.22% | +56.33% |
| FY2019 | 2020-01-29 | 2020-01-29 | +0.78% | +6.15% | -7.90% | -43.76% | +13.39% |
| FY2017 | 2018-02-27 | 2018-02-27 | -2.32% | -2.00% | -9.44% | -4.04% | -15.29% |
| FY2016 | 2017-02-27 | 2017-02-27 | +1.84% | +1.49% | -1.76% | -4.94% | -4.82% |
| FY2015 | 2016-03-17 | 2016-03-17 | +5.26% | +1.52% | +6.78% | +9.57% | +68.80% |
| FY2014 | 2015-02-27 | 2015-02-27 | -0.13% | -1.35% | -6.32% | +3.99% | -38.37% |
| FY2013 | 2014-02-28 | 2014-02-28 | -1.36% | -0.32% | -2.13% | -7.26% | -14.32% |
| FY2012 | 2013-02-25 | 2013-02-25 | +1.78% | -0.72% | +3.94% | +21.45% | +8.42% |
| FY2011 | 2012-02-27 | 2012-02-27 | -0.34% | -4.17% | -5.65% | -27.19% | -3.89% |
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.