← beneish_m_score_high (all companies) · AVAV (all signals) · all methodology
beneish_m_score_high on AeroVironment Inc (AVAV)
SIC 3721 — Aircraft · CIK 1368622 · 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 AVAV
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2025-06-25 | 2025-06-25 | +15.93% | +4.81% | +15.43% | +18.56% | — |
| FY2021 | 2021-06-29 | 2021-06-29 | -8.85% | -10.73% | -9.77% | -23.18% | -29.04% |
| FY2020 | 2020-06-24 | 2020-06-24 | +9.82% | +5.99% | +8.09% | -11.67% | +58.52% |
| FY2017 | 2017-06-28 | 2017-06-28 | +3.96% | +8.54% | +7.26% | +47.22% | +95.93% |
| FY2016 | 2016-06-29 | 2016-06-29 | +4.16% | +0.04% | +6.48% | -7.61% | +36.76% |
| FY2014 | 2014-07-09 | 2014-07-09 | -2.57% | -1.88% | -13.67% | -16.52% | -23.85% |
| FY2012 | 2012-06-27 | 2012-06-27 | -0.61% | -1.00% | -10.80% | -12.03% | -22.60% |
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.