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positive_eps_streak on NEW JERSEY RESOURCES CORP (NJR)

SIC 4924 — Natural Gas Distribution · CIK 356309 · 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 NJR

FYFiling dateEvent date1d5d20d60d252d
FY20252025-11-202025-11-20+1.64%+0.08%-2.59%+11.20%
FY20242024-11-262024-11-26+1.77%-1.20%-7.03%-4.40%-3.11%
FY20232023-11-212023-11-21+2.35%+0.41%+6.38%+1.71%+24.21%
FY20222022-11-172022-11-17+5.20%+8.91%+7.39%+14.08%-3.94%
FY20212021-11-182021-11-18+0.21%-1.52%+6.76%+6.76%+30.15%
FY20202020-11-302020-11-30+0.61%+0.91%+7.18%+20.11%+15.38%
FY20192019-11-222019-11-22+0.16%-1.17%+4.63%+1.62%-11.84%
FY20182018-11-202018-11-20-2.41%-2.98%-0.75%-2.91%-10.21%
FY20172017-11-212017-11-21-0.46%+1.14%-9.34%-11.98%+12.18%
FY20162016-11-222016-11-22-0.29%+0.44%+7.02%+12.89%+30.48%
FY20152015-11-242015-11-24-0.43%-2.85%+6.68%+13.18%+15.27%
FY20142014-11-252014-11-25+0.26%+1.88%+4.87%+11.81%+9.12%
FY20132013-11-262013-11-26+0.97%-2.40%+2.28%-0.46%+31.87%
FY20122012-11-292012-11-29-2.38%-0.89%-5.19%+7.88%+14.08%
FY20112011-11-232011-11-23-0.36%+4.75%+9.60%+6.05%-6.23%

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/356309/financials