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positive_eps_streak on PRINCIPAL FINANCIAL GROUP INC (PFG)

SIC 6321 — Accident & Health Insurance · CIK 1126328 · 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 PFG

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-182026-02-18-0.32%+2.41%-5.40%
FY20242025-02-192025-02-19+0.43%-0.34%-1.17%-4.67%+15.42%
FY20232024-02-202024-02-20-0.81%+0.47%+4.24%+6.50%+8.79%
FY20222023-02-162023-02-16-0.38%-2.72%-22.72%-24.09%-8.92%
FY20212022-02-112022-02-11-2.43%-4.68%-12.06%-8.18%+25.21%
FY20202021-02-122021-02-12+0.67%+10.07%+14.29%+20.89%+45.83%
FY20192020-02-142020-02-14-1.95%-8.22%-47.37%-37.27%+1.63%
FY20182019-02-132019-02-13-0.73%+5.77%+6.13%+15.96%+18.52%
FY20172018-02-092018-02-09+0.73%+2.70%+3.57%-5.66%-17.41%
FY20162017-02-082017-02-08+1.24%+4.83%+6.14%+8.28%+3.86%
FY20152016-02-102016-02-10-4.64%+3.25%+7.84%+18.33%+74.11%
FY20142015-02-112015-02-11+2.02%+3.01%+2.63%+5.34%-29.38%
FY20132014-02-122014-02-12+1.14%+0.30%+4.82%+6.60%+19.23%
FY20122013-02-132013-02-13+0.51%-1.75%+10.06%+18.61%+44.87%
FY20112012-02-152012-02-15+3.09%+5.25%+12.61%-4.18%+25.44%
FY20102011-02-162011-02-16+1.67%-0.60%-6.46%-7.62%-16.30%

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/1126328/financials