← positive_eps_streak (all companies) · PAG (all signals) · all methodology
positive_eps_streak on PENSKE AUTOMOTIVE GROUP, INC. (PAG)
SIC 5500 — Retail-Auto Dealers & Gasoline Stations · CIK 1019849 · 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 PAG
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-27 | 2026-02-27 | -0.49% | -0.58% | -5.78% | — | — |
| FY2024 | 2025-02-21 | 2025-02-21 | +1.47% | +3.92% | -8.00% | +2.86% | +2.05% |
| FY2023 | 2024-02-16 | 2024-02-16 | -2.70% | +0.96% | +2.53% | +8.34% | +14.83% |
| FY2022 | 2023-02-21 | 2023-02-21 | +1.68% | -0.70% | -6.28% | -3.11% | +5.93% |
| FY2021 | 2022-02-18 | 2022-02-18 | -6.42% | -1.86% | +3.69% | +17.79% | +50.16% |
| FY2020 | 2021-02-19 | 2021-02-19 | +0.62% | +3.05% | +23.54% | +40.23% | +54.26% |
| FY2019 | 2020-02-21 | 2020-02-21 | -3.86% | -12.87% | -58.18% | -36.29% | +27.46% |
| FY2018 | 2019-02-22 | 2019-02-22 | -0.50% | +1.03% | -2.63% | +1.33% | +20.07% |
| FY2017 | 2018-02-22 | 2018-02-22 | +1.88% | -3.80% | -6.88% | +3.29% | -4.09% |
| FY2016 | 2017-02-24 | 2017-02-24 | +0.60% | -3.85% | -11.04% | -13.94% | -4.33% |
| FY2015 | 2016-02-25 | 2016-02-25 | +0.94% | +6.43% | +2.76% | +0.25% | +42.20% |
| FY2014 | 2015-02-26 | 2015-02-26 | +2.77% | +2.71% | +3.40% | +6.61% | -19.68% |
| FY2013 | 2014-03-03 | 2014-03-03 | +2.79% | +4.19% | -1.47% | +7.31% | +16.65% |
| FY2012 | 2013-02-28 | 2013-02-28 | +0.07% | +7.16% | +12.10% | +8.41% | +48.03% |
| FY2011 | 2012-02-24 | 2012-02-24 | +1.62% | +1.53% | +1.24% | +2.71% | +24.94% |
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.