← positive_eps_streak (all companies) · YUM (all signals) · all methodology
positive_eps_streak on YUM BRANDS INC (YUM)
SIC 5812 — Retail-Eating Places · CIK 1041061 · 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 YUM
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-20 | 2026-02-20 | +1.91% | +2.96% | -4.24% | — | — |
| FY2024 | 2025-02-19 | 2025-02-19 | +1.80% | +2.65% | +6.72% | -0.37% | +12.79% |
| FY2023 | 2024-02-20 | 2024-02-20 | +0.96% | +2.31% | +2.49% | +3.28% | +13.23% |
| FY2022 | 2023-02-27 | 2023-02-27 | +0.47% | +2.16% | +1.36% | +3.86% | +11.61% |
| FY2021 | 2022-02-23 | 2022-02-23 | -0.19% | +0.34% | -4.63% | -9.56% | +6.31% |
| FY2020 | 2021-02-22 | 2021-02-22 | -0.34% | -0.48% | +3.56% | +13.60% | +21.79% |
| FY2019 | 2020-02-20 | 2020-02-20 | -0.35% | -10.78% | -39.73% | -18.26% | +3.19% |
| FY2018 | 2019-02-21 | 2019-02-21 | +0.54% | -0.40% | +4.54% | +7.21% | +10.92% |
| FY2017 | 2018-02-22 | 2018-02-22 | +1.89% | +1.76% | +4.93% | +5.59% | +21.46% |
| FY2016 | 2017-02-22 | 2017-02-22 | -0.53% | -0.80% | -4.21% | +5.03% | +20.54% |
| FY2015 | 2016-02-16 | 2016-02-16 | +2.42% | +2.86% | +12.53% | +16.72% | +40.18% |
| FY2014 | 2015-02-17 | 2015-02-17 | +0.59% | +2.38% | +2.38% | +18.83% | -4.20% |
| FY2013 | 2014-02-18 | 2014-02-18 | -0.57% | +0.05% | +2.48% | +4.08% | +6.68% |
| FY2012 | 2013-02-20 | 2013-02-20 | +0.76% | +1.27% | +7.57% | +8.40% | +15.31% |
| FY2011 | 2012-02-21 | 2012-02-21 | +0.61% | +0.70% | +7.19% | +7.53% | +1.84% |
| FY2010 | 2011-02-15 | 2011-02-15 | +0.89% | -2.88% | +0.24% | +8.43% | +28.12% |
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.