← positive_eps_streak (all companies) · PEG (all signals) · all methodology
positive_eps_streak on PUBLIC SERVICE ENTERPRISE GROUP INC (PEG)
SIC 4931 — Electric & Other Services Combined · CIK 788784 · 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 PEG
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-26 | 2026-02-26 | +0.26% | -2.25% | -5.48% | — | — |
| FY2024 | 2025-02-25 | 2025-02-25 | -0.36% | -2.19% | -1.39% | -5.66% | +6.47% |
| FY2020 | 2021-03-01 | 2021-03-01 | -0.87% | +4.60% | +10.29% | +13.92% | +21.67% |
| FY2019 | 2020-02-26 | 2020-02-26 | -4.86% | +0.04% | -25.75% | -12.72% | +4.30% |
| FY2018 | 2019-02-28 | 2019-02-28 | +0.75% | +1.13% | +0.77% | +4.83% | -9.95% |
| FY2017 | 2018-02-26 | 2018-02-26 | -3.00% | -4.43% | -2.79% | +1.44% | +20.58% |
| FY2016 | 2017-02-27 | 2017-02-27 | +0.81% | -1.10% | -0.96% | -2.44% | +10.99% |
| FY2015 | 2016-02-26 | 2016-02-26 | +0.26% | +4.82% | +9.30% | +5.60% | +11.32% |
| FY2014 | 2015-02-26 | 2015-02-26 | -0.36% | -1.80% | -1.51% | +4.90% | +4.83% |
| FY2013 | 2014-02-26 | 2014-02-26 | -0.57% | -1.31% | +2.52% | +3.68% | +19.72% |
| FY2012 | 2013-02-26 | 2013-02-26 | +1.59% | +4.01% | +5.58% | +7.81% | +19.13% |
| FY2011 | 2012-02-27 | 2012-02-27 | -0.10% | +0.91% | -1.14% | +2.00% | +11.27% |
| FY2010 | 2011-02-25 | 2011-02-25 | +0.86% | -2.50% | -3.05% | +5.44% | -1.24% |
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.