← beneish_m_score_high (all companies) · ACNT (all signals) · all methodology
beneish_m_score_high on ASCENT INDUSTRIES CO. (ACNT)
SIC 2800 — Chemicals & Allied Products · CIK 95953 · default direction: short
Definition
Beneish 5-factor M-Score above the manipulator threshold (-1.78). Composite of DSO, gross margin, asset quality, sales growth, depreciation.
Every time the signal fired on ACNT
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2023 | 2024-04-01 | 2024-04-01 | +4.61% | +3.26% | -0.19% | -6.43% | +23.99% |
| FY2022 | 2023-03-31 | 2023-03-31 | -0.55% | -2.51% | +3.83% | -1.64% | +15.19% |
| FY2019 | 2020-03-06 | 2020-03-06 | -10.35% | -15.97% | -39.81% | -25.76% | -24.96% |
| FY2018 | 2019-03-18 | 2019-03-18 | -0.90% | -2.77% | -4.52% | +17.87% | -20.97% |
| FY2017 | 2018-03-13 | 2018-03-13 | +2.81% | +2.11% | +9.82% | +36.84% | +6.95% |
| FY2012 | 2013-03-12 | 2013-03-12 | -4.75% | -7.61% | -0.70% | -1.12% | -2.91% |
| FY2011 | 2012-03-14 | 2012-03-14 | +3.87% | +10.88% | +1.40% | -5.11% | +11.77% |
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 | 2,937 | +0.04% | +45.86% | short | -0.28% | 32 | -0.04 |
| 5d | 2,937 | +0.10% | +45.83% | short | +0.06% | 33 | +0.01 |
| 20d | 2,915 | +2.64% | +44.43% | short | -2.76% | 37 | -0.02 |
| 60d | 2,798 | +11.23% | +46.71% | short | -11.63% | 47 | -0.03 |
| 252d | 2,745 | +47.23% | +50.93% | short | -48.06% | 96 | -0.04 |
Net PnL is direction × stock return − round-trip execution cost (5 bps half-spread + ADV-tiered borrow). See beneish_m_score_high methodology for the full audit.