← positive_eps_streak (all companies) · PRA (all signals) · all methodology
positive_eps_streak on PROASSURANCE CORP (PRA)
SIC 6331 — Fire, Marine & Casualty Insurance · CIK 1127703 · 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 PRA
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2019 | 2020-02-20 | 2020-02-20 | +0.74% | -8.66% | -19.47% | -58.39% | -26.21% |
| FY2018 | 2019-02-21 | 2019-02-21 | -2.56% | -9.48% | -19.69% | -11.90% | -24.64% |
| FY2017 | 2018-02-21 | 2018-02-21 | -7.12% | -7.99% | -3.18% | -22.60% | -12.19% |
| FY2016 | 2017-02-23 | 2017-02-23 | -3.72% | -2.91% | -4.28% | -5.24% | -14.48% |
| FY2015 | 2016-02-23 | 2016-02-23 | -3.12% | -0.67% | +0.08% | -2.46% | +24.98% |
| FY2014 | 2015-02-24 | 2015-02-24 | -0.09% | -2.11% | +0.30% | -2.22% | +11.06% |
| FY2013 | 2014-02-20 | 2014-02-20 | -2.69% | -4.54% | -9.91% | -6.46% | +5.88% |
| FY2012 | 2013-02-20 | 2013-02-20 | +0.00% | -0.68% | +0.30% | +9.85% | +3.65% |
| FY2011 | 2012-02-22 | 2012-02-22 | +5.61% | +3.48% | +4.32% | +3.86% | +16.93% |
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.