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positive_eps_streak on STIFEL FINANCIAL CORP (SF)

SIC 6211 — Security Brokers, Dealers & Flotation Companies · CIK 720672 · 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 SF

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-242026-02-24+1.79%-0.34%-3.86%
FY20242025-02-262025-02-26-0.82%-3.27%-5.13%-9.71%+7.70%
FY20232024-02-162024-02-16-1.46%-0.74%-3.44%+9.20%+42.30%
FY20222023-02-172023-02-17-1.32%-1.02%-15.61%-14.32%+14.04%
FY20212022-02-182022-02-18-1.84%-1.66%-7.08%-14.29%-9.84%
FY20202021-02-192021-02-19+2.40%+3.49%+9.95%+18.74%+29.60%
FY20192020-02-192020-02-19+1.30%-12.54%-51.27%-38.67%+28.67%
FY20182019-02-202019-02-20-0.20%+0.29%-1.94%+5.55%+26.56%
FY20172018-02-262018-02-26-0.17%-1.24%-9.62%-5.52%-14.31%
FY20162017-02-232017-02-23-1.39%-0.86%-11.42%-17.73%+16.47%
FY20152016-05-312016-05-31+0.45%-0.29%-19.56%-0.11%+12.84%
FY20142015-03-022015-03-02-1.03%-0.76%+1.91%-2.50%-44.58%
FY20132014-03-032014-03-03+3.50%+2.94%+6.14%-2.60%+16.30%
FY20122013-03-012013-03-01-1.36%+4.49%-1.57%+5.04%+35.92%
FY20112012-02-282012-02-28-1.00%-7.39%+3.01%-14.67%-9.02%

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/720672/financials