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positive_eps_streak on PACKAGING CORP OF AMERICA (PKG)

SIC 2650 — Paperboard Containers & Boxes · CIK 75677 · 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 PKG

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-262026-02-26+0.13%-2.42%-7.76%
FY20242025-02-272025-02-27+1.11%-3.30%-5.31%-8.92%+12.48%
FY20232024-02-292024-02-29-0.55%+2.01%+5.46%+2.12%+14.47%
FY20222023-02-232023-02-23+0.29%+2.63%-3.68%-4.88%+31.21%
FY20212022-02-242022-02-24+2.49%+1.82%+5.48%+2.79%-2.82%
FY20202021-02-242021-02-24+0.10%+2.31%-1.95%+12.77%+11.98%
FY20192020-02-262020-02-26-2.43%-0.31%-14.47%-0.46%+46.44%
FY20182019-02-282019-02-28+0.62%+2.14%+4.90%-4.04%-2.26%
FY20172018-02-282018-02-28-0.51%-1.02%-6.24%+2.78%-17.07%
FY20162017-02-282017-02-28+1.43%+0.02%-1.08%+10.70%+32.03%
FY20152016-02-262016-02-26+0.35%+9.02%+23.20%+36.60%+100.36%
FY20142015-02-272015-02-27+0.24%-6.07%-5.45%-14.82%-39.54%
FY20132014-02-282014-02-28-0.04%+1.81%-4.87%-6.51%+16.51%
FY20122013-02-282013-02-28-0.38%+3.69%+8.18%+18.89%+79.62%
FY20112012-02-212012-02-21-1.63%-0.54%+2.31%-5.31%+46.95%

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/75677/financials