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positive_eps_streak on KIMBERLY CLARK CORP (KMB)

SIC 2670 — Converted Paper & Paperboard Prods (No Contaners/Boxes) · CIK 55785 · 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 KMB

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-122026-02-12+1.06%+0.70%-7.57%
FY20242025-02-132025-02-13-1.99%+3.62%+4.08%+1.87%-17.32%
FY20232024-02-082024-02-08-0.38%-1.23%+5.50%+14.17%+14.79%
FY20222023-02-092023-02-09+0.53%-1.39%-3.69%+13.94%-2.81%
FY20212022-02-102022-02-10+1.05%+0.52%-9.44%+8.14%+2.95%
FY20202021-02-112021-02-11+0.03%-1.11%+1.94%+4.55%+2.56%
FY20192020-02-132020-02-13+0.57%-2.34%-6.62%-3.57%-5.98%
FY20182019-02-072019-02-07+2.06%+3.08%+3.14%+13.84%+31.83%
FY20172018-02-082018-02-08-0.22%+3.70%+1.13%-6.80%+8.45%
FY20162017-02-082017-02-08+0.53%+1.20%+8.75%+5.37%-6.30%
FY20152016-02-112016-02-11+1.75%+3.17%+6.06%+2.07%+0.64%
FY20142015-02-182015-02-18-0.93%-1.38%-3.39%+0.73%+19.93%
FY20132014-02-142014-02-14-0.46%-0.07%+1.50%+1.71%+8.51%
FY20122013-02-222013-02-22-0.28%-0.21%+2.09%+9.78%+20.51%
FY20112012-02-292012-02-29-0.97%-0.97%+2.44%+9.80%+35.34%
FY20102011-02-232011-02-23-0.60%-0.10%+0.52%+6.07%+14.95%

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/55785/financials