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positive_eps_streak on JONES LANG LASALLE INC (JLL)

SIC 6531 — Real Estate Agents & Managers (For Others) · CIK 1037976 · 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 JLL

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-192026-02-19+0.10%+2.88%-4.33%
FY20242025-02-192025-02-19-2.50%-2.98%-9.41%-15.66%+12.44%
FY20232024-02-272024-02-27-0.68%+0.86%+1.99%+6.22%+45.46%
FY20222023-02-282023-02-28+0.54%-4.52%-20.74%-20.18%+9.05%
FY20212022-02-282022-02-28-0.19%-13.24%-3.63%-24.08%-28.76%
FY20202021-02-182021-02-18+4.20%+13.85%+18.05%+33.12%+67.67%
FY20192020-02-272020-02-27+1.92%+2.49%-29.53%-35.46%+20.00%
FY20182019-02-262019-02-26-0.87%-0.11%-8.32%-20.91%-12.49%
FY20172018-02-232018-02-23+2.04%+0.51%+4.88%+7.53%+3.81%
FY20162017-02-232017-02-23-1.46%+0.96%-6.65%-2.76%+39.13%
FY20152016-02-252016-02-25+1.81%+3.96%+10.49%+7.31%+9.37%
FY20142015-02-272015-02-27+1.05%-3.83%+2.57%+7.31%-36.48%
FY20132014-02-272014-02-27+0.28%+0.86%-4.72%-2.72%+31.98%
FY20122013-02-262013-02-26+1.09%+2.84%+5.78%-0.51%+28.83%

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/1037976/financials