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positive_eps_streak on PRUDENTIAL FINANCIAL INC (PRU)
SIC 6311 — Life Insurance · CIK 1137774 · 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 PRU
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-12 | 2026-02-12 | +0.44% | +0.67% | -10.47% | — | — |
| FY2019 | 2020-02-14 | 2020-02-14 | -1.38% | -7.04% | -54.12% | -42.57% | -6.56% |
| FY2018 | 2019-02-15 | 2019-02-15 | +0.86% | +2.59% | +4.40% | +5.83% | +4.61% |
| FY2017 | 2018-02-16 | 2018-02-16 | -0.05% | +1.47% | -0.75% | -7.36% | -9.00% |
| FY2016 | 2017-02-17 | 2017-02-17 | +0.10% | -0.14% | -1.79% | -2.98% | +0.58% |
| FY2012 | 2013-02-22 | 2013-02-22 | -2.46% | -1.96% | +4.76% | +22.02% | +55.06% |
| FY2011 | 2012-02-24 | 2012-02-24 | -0.77% | +0.41% | +3.11% | -23.57% | -4.87% |
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.