← positive_eps_streak (all companies) · PPL (all signals) · all methodology

positive_eps_streak on PPL Corp (PPL)

SIC 4911 — Electric Services · CIK 922224 · 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 PPL

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-202026-02-20-0.48%+4.11%-1.65%
FY20242025-02-132025-02-13-1.98%+0.90%+2.21%+1.28%+12.72%
FY20202021-02-182021-02-18-0.32%-2.81%+8.50%+6.93%+7.65%
FY20192020-02-142020-02-14+1.53%-0.71%-32.21%-28.81%-16.24%
FY20182019-02-142019-02-14-0.29%+3.57%+8.55%+3.95%+21.97%
FY20172018-02-222018-02-22+2.78%-4.34%-6.06%-8.12%+13.89%
FY20162017-02-172017-02-17+1.12%+2.64%+4.40%+9.17%-9.75%
FY20142015-02-232015-02-23+0.23%-5.03%-1.78%-0.51%+15.47%
FY20132014-02-242014-02-24+0.31%+0.63%+2.96%+5.82%+15.79%
FY20122013-02-282013-02-28+0.00%+0.20%+2.79%+0.43%+10.00%
FY20112012-02-282012-02-28-0.45%-1.50%-0.55%-4.29%+13.03%
FY20102011-02-282011-02-28-2.08%+2.24%-2.26%+10.85%+18.61%

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/922224/financials