← positive_eps_streak (all companies) · UMBF (all signals) · all methodology
positive_eps_streak on UMB FINANCIAL CORP (UMBF)
SIC 6021 — National Commercial Banks · CIK 101382 · 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 UMBF
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-26 | 2026-02-26 | -6.34% | -5.07% | -9.46% | — | — |
| FY2024 | 2025-02-27 | 2025-02-27 | +1.55% | -5.42% | -5.89% | -6.22% | +9.89% |
| FY2023 | 2024-02-22 | 2024-02-22 | +0.45% | +1.52% | +3.64% | +7.65% | +35.31% |
| FY2022 | 2023-02-23 | 2023-02-23 | -0.10% | -3.54% | -35.42% | -35.98% | -10.40% |
| FY2021 | 2022-02-24 | 2022-02-24 | +3.75% | +1.63% | +0.76% | -11.23% | -6.45% |
| FY2020 | 2021-03-01 | 2021-03-01 | -1.63% | +7.45% | +5.03% | +7.85% | +17.71% |
| FY2019 | 2020-02-27 | 2020-02-27 | -4.77% | -2.28% | -19.78% | -22.59% | +41.11% |
| FY2018 | 2019-03-01 | 2019-03-01 | -0.87% | -5.00% | -7.09% | -6.74% | -10.06% |
| FY2017 | 2018-02-22 | 2018-02-22 | +1.20% | -2.20% | -1.23% | +5.28% | -7.10% |
| FY2016 | 2017-02-23 | 2017-02-23 | -1.06% | -1.88% | -8.20% | -12.45% | -4.15% |
| FY2015 | 2016-02-25 | 2016-02-25 | +0.77% | +7.44% | +5.81% | +14.03% | +63.47% |
| FY2014 | 2015-02-27 | 2015-02-27 | +0.14% | +0.85% | +1.61% | +0.28% | -2.92% |
| FY2013 | 2014-02-25 | 2014-02-25 | +1.63% | +7.05% | +11.93% | -6.03% | -9.95% |
| FY2012 | 2013-02-25 | 2013-02-25 | +0.68% | +0.91% | +8.11% | +18.05% | +33.75% |
| FY2011 | 2012-02-28 | 2012-02-28 | -0.10% | -0.53% | +9.56% | +12.69% | +11.48% |
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.