← positive_eps_streak (all companies) · MS (all signals) · all methodology
positive_eps_streak on MORGAN STANLEY (MS)
SIC 6211 — Security Brokers, Dealers & Flotation Companies · CIK 895421 · 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 MS
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-19 | 2026-02-19 | +0.60% | +1.79% | -9.07% | — | — |
| FY2024 | 2025-02-21 | 2025-02-21 | -1.31% | +1.08% | -8.77% | +0.15% | +31.61% |
| FY2023 | 2024-02-22 | 2024-02-22 | +0.82% | +0.22% | +8.79% | +17.82% | +55.97% |
| FY2022 | 2023-02-24 | 2023-02-24 | -1.02% | +0.64% | -14.07% | -15.06% | -8.95% |
| FY2021 | 2022-02-24 | 2022-02-24 | +2.98% | -4.39% | +0.35% | -12.81% | +9.15% |
| FY2020 | 2021-02-26 | 2021-02-26 | +2.98% | +5.20% | +4.05% | +17.17% | +26.16% |
| FY2019 | 2020-02-27 | 2020-02-27 | -0.84% | -6.21% | -21.36% | -10.85% | +74.12% |
| FY2018 | 2019-02-26 | 2019-02-26 | +0.35% | -1.20% | -1.25% | +3.19% | +14.56% |
| FY2017 | 2018-02-27 | 2018-02-27 | -1.23% | -0.28% | -6.29% | -3.72% | -24.14% |
| FY2016 | 2017-02-27 | 2017-02-27 | -0.37% | +1.59% | -9.29% | -7.04% | +26.12% |
| FY2015 | 2016-02-23 | 2016-02-23 | +0.00% | +10.04% | +8.98% | +15.52% | +100.74% |
| FY2014 | 2015-03-02 | 2015-03-02 | -1.16% | -1.57% | +0.19% | +7.00% | -26.67% |
| FY2013 | 2014-02-25 | 2014-02-25 | +0.77% | +4.68% | +6.33% | +1.34% | +24.66% |
| FY2012 | 2013-02-26 | 2013-02-26 | +2.05% | +1.34% | -0.98% | +10.33% | +34.43% |
| FY2011 | 2012-02-27 | 2012-02-27 | -0.21% | -2.45% | +12.91% | -28.81% | +21.71% |
| FY2010 | 2011-02-28 | 2011-02-28 | -2.90% | -4.58% | -8.42% | -20.57% | -36.34% |
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.