← positive_eps_streak (all companies) · MDLZ (all signals) · all methodology
positive_eps_streak on Mondelez International, Inc. (MDLZ)
SIC 2000 — Food and Kindred Products · CIK 1103982 · 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 MDLZ
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-04 | 2026-02-04 | +1.53% | +3.48% | -2.05% | — | — |
| FY2024 | 2025-02-05 | 2025-02-05 | +0.70% | +5.52% | +16.25% | +18.79% | +7.81% |
| FY2023 | 2024-02-02 | 2024-02-02 | -2.00% | -4.81% | -6.97% | -5.84% | -23.26% |
| FY2022 | 2023-02-03 | 2023-02-03 | +0.39% | -0.62% | -0.35% | +18.38% | +16.80% |
| FY2021 | 2022-02-04 | 2022-02-04 | +0.69% | -0.48% | -6.70% | -2.94% | -0.57% |
| FY2020 | 2021-02-05 | 2021-02-05 | -0.34% | -1.81% | -1.89% | +8.63% | +21.82% |
| FY2019 | 2020-02-07 | 2020-02-07 | +0.53% | +1.74% | -8.05% | -13.70% | -2.32% |
| FY2018 | 2019-02-08 | 2019-02-08 | +1.17% | +2.69% | +0.47% | +9.34% | +28.32% |
| FY2017 | 2018-02-09 | 2018-02-09 | +0.93% | +4.75% | +5.34% | -7.95% | +15.50% |
| FY2016 | 2017-02-24 | 2017-02-24 | -3.55% | -3.64% | -3.48% | +2.05% | +0.57% |
| FY2015 | 2016-02-19 | 2016-02-19 | -0.28% | +2.21% | +2.34% | +12.32% | +8.60% |
| FY2014 | 2015-02-20 | 2015-02-20 | +0.05% | -0.08% | -6.03% | +8.66% | +9.08% |
| FY2013 | 2014-03-03 | 2014-03-03 | +1.51% | +3.79% | +2.64% | +11.11% | +10.17% |
| FY2012 | 2013-02-25 | 2013-02-25 | +1.74% | +6.76% | +12.80% | +18.08% | +30.95% |
| FY2011 | 2012-02-27 | 2012-02-27 | +0.24% | +1.16% | +1.90% | +3.15% | +12.44% |
| FY2010 | 2011-02-28 | 2011-02-28 | -0.91% | -1.60% | -1.16% | +10.53% | +23.44% |
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)
| 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.