← positive_eps_streak (all companies) · PM (all signals) · all methodology
positive_eps_streak on Philip Morris International Inc. (PM)
SIC 2111 — Cigarettes · CIK 1413329 · 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 PM
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-06 | 2026-02-06 | -0.54% | +2.57% | -5.23% | — | — |
| FY2024 | 2025-02-06 | 2025-02-06 | -0.63% | +2.66% | +3.87% | +20.23% | +29.54% |
| FY2023 | 2024-02-08 | 2024-02-08 | +0.12% | -0.03% | +4.12% | +11.00% | +74.58% |
| FY2022 | 2023-02-10 | 2023-02-10 | +1.32% | -0.53% | -4.87% | -5.30% | -8.00% |
| FY2021 | 2022-02-11 | 2022-02-11 | +1.19% | +3.38% | -17.02% | -7.17% | -0.69% |
| FY2020 | 2021-02-09 | 2021-02-09 | +0.36% | +1.14% | +1.32% | +14.59% | +27.65% |
| FY2019 | 2020-02-07 | 2020-02-07 | +1.49% | +1.20% | -6.66% | -15.96% | +4.79% |
| FY2018 | 2019-02-07 | 2019-02-07 | +4.24% | +6.67% | +13.97% | +12.34% | +20.74% |
| FY2017 | 2018-02-13 | 2018-02-13 | -0.49% | +0.65% | +2.48% | -18.59% | -16.16% |
| FY2016 | 2017-02-14 | 2017-02-14 | +0.34% | +1.90% | +9.59% | +9.39% | +3.75% |
| FY2015 | 2016-02-17 | 2016-02-17 | +0.46% | +0.25% | +6.52% | +13.17% | +17.69% |
| FY2014 | 2015-02-20 | 2015-02-20 | -0.18% | -0.10% | -4.32% | +4.91% | +17.07% |
| FY2013 | 2014-02-21 | 2014-02-21 | +0.25% | +2.46% | +2.57% | +9.86% | +9.91% |
| FY2012 | 2013-02-22 | 2013-02-22 | -1.99% | -2.12% | -1.93% | +2.64% | -11.73% |
| FY2011 | 2012-02-24 | 2012-02-24 | +0.10% | +1.84% | +4.59% | +2.97% | +13.31% |
| FY2010 | 2011-02-25 | 2011-02-25 | +0.85% | +2.01% | +5.68% | +12.14% | +39.17% |
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.