← positive_eps_streak (all companies) · RJF (all signals) · all methodology
positive_eps_streak on RAYMOND JAMES FINANCIAL INC (RJF)
SIC 6211 — Security Brokers, Dealers & Flotation Companies · CIK 720005 · 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 RJF
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2025-11-25 | 2025-11-25 | +0.78% | +2.75% | +7.29% | +0.95% | — |
| FY2024 | 2024-11-26 | 2024-11-26 | +0.70% | -1.87% | -6.04% | -10.09% | -6.54% |
| FY2023 | 2023-11-21 | 2023-11-21 | +0.60% | -0.50% | +7.51% | +12.13% | +59.43% |
| FY2022 | 2022-11-22 | 2022-11-22 | -2.55% | -5.36% | -13.58% | -10.35% | -13.18% |
| FY2021 | 2021-11-23 | 2021-11-23 | +1.78% | -5.76% | -2.70% | +8.12% | +21.17% |
| FY2020 | 2020-11-24 | 2020-11-24 | -0.50% | +0.79% | +0.10% | +27.09% | +65.78% |
| FY2019 | 2019-11-26 | 2019-11-26 | +1.07% | -0.82% | +1.33% | +2.01% | +6.59% |
| FY2018 | 2018-11-21 | 2018-11-21 | +0.71% | +0.22% | -7.48% | +9.45% | +18.17% |
| FY2017 | 2017-11-22 | 2017-11-22 | -0.02% | +3.92% | +6.33% | +7.66% | -8.69% |
| FY2016 | 2016-11-22 | 2016-11-22 | -0.68% | -1.90% | -0.94% | +8.40% | +17.20% |
| FY2015 | 2015-11-25 | 2015-11-25 | +0.29% | -0.29% | -0.09% | -26.07% | +26.38% |
| FY2014 | 2014-11-25 | 2014-11-25 | -0.04% | +0.23% | +2.23% | +2.46% | +4.50% |
| FY2013 | 2013-11-26 | 2013-11-26 | -0.06% | +0.27% | +7.87% | +9.01% | +18.63% |
| FY2012 | 2012-11-21 | 2012-11-21 | +1.04% | +0.93% | +5.25% | +21.42% | +30.19% |
| FY2011 | 2011-11-23 | 2011-11-23 | +0.69% | +12.99% | +18.14% | +34.70% | +45.94% |
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.