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positive_eps_streak on Primerica, Inc. (PRI)

SIC 6311 — Life Insurance · CIK 1475922 · 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 PRI

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-272026-02-27+1.81%+1.44%-2.94%
FY20242025-02-282025-02-28-0.31%-3.09%-2.30%-5.67%-8.47%
FY20232024-02-282024-02-28-0.04%+2.60%+4.41%-7.76%+19.43%
FY20222023-02-282023-02-28-0.42%-5.84%-13.83%-4.85%+29.43%
FY20212022-03-012022-03-01+3.80%+0.00%+10.67%-1.73%+52.47%
FY20202021-03-012021-03-01-1.01%+0.35%-0.19%+7.60%-10.27%
FY20192020-02-282020-02-28+4.39%-1.07%-19.20%+3.56%+33.47%
FY20182019-02-262019-02-26+1.57%+0.37%-0.81%-0.57%-1.44%
FY20172018-02-262018-02-26-1.28%-5.45%-1.33%-2.75%+24.24%
FY20162017-02-272017-02-27+0.25%+1.43%-0.62%-8.04%+25.89%
FY20152016-02-252016-02-25+0.91%+0.30%+1.38%+23.43%+89.65%
FY20142015-02-262015-02-26-0.32%-1.59%-3.61%-14.12%-17.28%
FY20132014-02-272014-02-27-0.13%+1.92%+2.76%+0.03%+18.76%
FY20122013-02-272013-02-27-0.10%+0.60%+3.46%+8.89%+44.10%

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/1475922/financials