← beneish_m_score_high (all companies) · AMBA (all signals) · all methodology
beneish_m_score_high on AMBARELLA INC (AMBA)
SIC 3674 — Semiconductors & Related Devices · CIK 1280263 · 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 AMBA
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2022 | 2023-03-31 | 2023-03-31 | -1.94% | -7.09% | -18.59% | +4.93% | -35.87% |
| FY2016 | 2017-03-30 | 2017-03-30 | -1.49% | -1.15% | +1.22% | -10.50% | -15.48% |
| FY2015 | 2016-03-25 | 2016-03-28 | +9.31% | +8.67% | +3.07% | +27.49% | +37.71% |
| FY2013 | 2014-04-04 | 2014-04-04 | -2.33% | -2.40% | -11.95% | +16.61% | +169.27% |
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.