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positive_eps_streak on Kearny Financial Corp. (KRNY)

SIC 6035 — Savings Institution, Federally Chartered · CIK 1617242 · 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 KRNY

FYFiling dateEvent date1d5d20d60d252d
FY20232023-08-252023-08-25+0.54%+0.54%-7.16%+9.00%-1.39%
FY20222022-08-262022-08-26-2.21%-3.83%-4.85%-18.41%-32.96%
FY20212021-08-272021-08-27-1.96%-3.03%-3.26%+1.28%-9.36%
FY20202020-08-282020-08-28-1.65%+3.22%-5.36%+28.96%+70.14%
FY20192019-08-282019-08-28+0.88%+2.17%+4.82%+13.34%-35.27%
FY20182018-08-282018-08-28+0.00%+0.37%+0.74%-3.35%-4.99%
FY20172017-08-292017-08-29+0.00%-2.12%+8.48%+3.63%-2.18%
FY20162016-08-292016-08-29-0.07%+1.68%-0.88%+10.99%+4.44%

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/1617242/financials