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positive_eps_streak on STARBUCKS CORP (SBUX)

SIC 5810 — Retail-Eating & Drinking Places · CIK 829224 · 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 SBUX

FYFiling dateEvent date1d5d20d60d252d
FY20252025-11-142025-11-14-1.29%+0.67%+0.73%+14.13%
FY20242024-11-202024-11-20+1.83%+3.31%-9.67%+15.97%-12.93%
FY20232023-11-172023-11-17-1.20%-3.04%-8.53%-11.17%-4.41%
FY20222022-11-182022-11-18+0.38%+0.72%+0.36%+10.34%+8.08%
FY20212021-11-192021-11-19+0.60%-0.05%-2.43%-13.65%-9.14%
FY20202020-11-122020-11-12+2.17%+4.52%+10.13%+13.19%+21.42%
FY20192019-11-152019-11-15-0.23%-1.41%+5.43%+7.29%+18.51%
FY20182018-11-162018-11-16-0.37%-3.62%-4.75%+4.28%+25.05%
FY20172017-11-172017-11-17-0.21%-1.79%+1.93%-0.08%+22.05%
FY20162016-11-182016-11-18+0.59%+3.26%+3.37%+2.18%+3.76%
FY20152015-11-122015-11-12-2.18%+0.64%-2.05%-9.42%-10.78%
FY20142014-11-142014-11-14-0.37%+2.10%+3.55%+17.98%+57.35%
FY20132013-11-182013-11-18-0.77%+0.21%-5.53%-6.49%-2.24%
FY20122012-11-162012-11-16+2.01%+4.37%+11.94%+14.35%+67.37%
FY20112011-11-182011-11-18-0.81%-0.40%+3.81%+15.88%+21.97%
FY20102010-11-222010-11-22-1.52%-0.87%+6.45%+8.95%+37.06%

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/829224/financials