← beneish_m_score_high (all companies) · AMSC (all signals) · all methodology
beneish_m_score_high on AMERICAN SUPERCONDUCTOR CORP /DE/ (AMSC)
SIC 3621 — Motors & Generators · CIK 880807 · 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 AMSC
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2023 | 2024-05-29 | 2024-05-29 | +10.45% | +41.55% | +53.70% | +34.77% | +82.52% |
| FY2020 | 2021-06-02 | 2021-06-02 | -15.50% | +5.89% | +15.17% | -17.22% | -65.03% |
| FY2018 | 2019-06-05 | 2019-06-05 | -17.56% | -14.48% | -4.07% | -22.92% | -18.45% |
| FY2015 | 2016-05-31 | 2016-05-31 | -5.22% | -14.33% | -14.64% | -27.43% | -57.83% |
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.