← positive_eps_streak (all companies) · YUMC (all signals) · all methodology
positive_eps_streak on Yum China Holdings, Inc. (YUMC)
SIC 5812 — Retail-Eating Places · CIK 1673358 · 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 YUMC
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-27 | 2026-02-27 | -2.57% | -5.08% | -9.19% | — | — |
| FY2024 | 2025-02-27 | 2025-02-27 | -1.57% | -1.32% | +6.42% | -14.69% | +7.68% |
| FY2023 | 2024-02-29 | 2024-02-29 | +0.14% | -3.82% | -6.88% | -15.98% | +15.66% |
| FY2022 | 2023-03-01 | 2023-03-01 | +1.92% | -1.18% | +3.26% | -6.26% | -28.36% |
| FY2021 | 2022-02-28 | 2022-02-28 | +0.06% | -9.97% | -18.72% | -22.25% | +17.55% |
| FY2020 | 2021-02-26 | 2021-02-26 | +0.00% | +1.17% | -0.50% | +9.28% | -12.31% |
| FY2019 | 2020-02-27 | 2020-02-27 | +0.09% | +1.23% | +3.25% | -0.00% | +37.42% |
| FY2018 | 2019-02-27 | 2019-02-27 | +0.43% | +0.22% | +6.36% | -5.08% | +6.24% |
| FY2017 | 2018-02-27 | 2018-02-27 | -0.35% | -1.59% | -6.23% | -11.30% | -2.90% |
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.