← accruals_quality_low (all companies) · IVFH (all signals) · all methodology
accruals_quality_low on INNOVATIVE FOOD HOLDINGS INC (IVFH)
SIC 5141 — Wholesale-Groceries, General Line · CIK 312257 · default direction: short
Definition
Fires when total accruals exceed 10% of total assets while net income is positive. Captures 'earnings of low cash quality' (Sloan accruals).
Every time the signal fired on IVFH
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2024 | 2025-03-20 | 2025-03-20 | -2.97% | -3.96% | -13.86% | -33.17% | -81.12% |
| FY2016 | 2017-03-30 | 2017-03-30 | +38.30% | +38.30% | +31.91% | +36.15% | +121.28% |
| FY2012 | 2013-03-28 | 2013-03-28 | +19.78% | +60.32% | +50.70% | +56.49% | +556.88% |
| FY2011 | 2012-03-30 | 2012-03-30 | +3.85% | +73.08% | +15.38% | +5028.21% | +5028.21% |
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 | 858 | -0.20% | +45.45% | short | -0.29% | 33 | -0.04 |
| 5d | 857 | +1.15% | +46.67% | short | -0.47% | 34 | -0.04 |
| 20d | 848 | +0.26% | +46.93% | short | +0.13% | 38 | +0.01 |
| 60d | 798 | +9.36% | +45.49% | short | -9.54% | 49 | -0.05 |
| 252d | 774 | +22.52% | +48.71% | short | -22.54% | 99 | -0.11 |
Net PnL is direction × stock return − round-trip execution cost (5 bps half-spread + ADV-tiered borrow). See accruals_quality_low methodology for the full audit.