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positive_eps_streak on LESAKA TECHNOLOGIES INC (LSAK)

SIC 6099 — Functions Related To Depository Banking, NEC · CIK 1041514 · 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 LSAK

FYFiling dateEvent date1d5d20d60d252d
FY20182018-12-062018-12-06-1.65%+6.20%+2.07%-23.14%-25.00%
FY20172017-08-242017-08-24-5.14%-4.11%+4.21%-0.41%-9.46%
FY20162016-08-252016-08-25-4.11%-11.48%-13.63%-0.19%-13.82%
FY20152015-08-202015-08-20+3.79%+7.38%-8.05%-17.92%-47.43%
FY20142014-08-282014-08-28+4.79%+17.18%+9.15%+8.97%+77.61%
FY20132013-08-222013-08-22+47.46%+50.89%+67.08%+61.18%+50.89%
FY20122012-08-232012-08-23+14.35%+11.11%+10.65%-9.49%+30.44%

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/1041514/financials