← beneish_m_score_high (all companies) · BXC (all signals) · all methodology
beneish_m_score_high on BlueLinx Holdings Inc. (BXC)
SIC 5031 — Wholesale-Lumber, Plywood, Millwork & Wood Panels · CIK 1301787 · 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 BXC
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2021 | 2022-02-22 | 2022-02-22 | -9.93% | +4.47% | +8.89% | +0.45% | -1.58% |
| FY2020 | 2021-03-03 | 2021-03-03 | -14.83% | -8.64% | -6.42% | +23.71% | +121.54% |
| FY2019 | 2020-03-11 | 2020-03-11 | -8.50% | -6.15% | -8.50% | +56.06% | +622.97% |
| FY2018 | 2019-03-13 | 2019-03-13 | -0.28% | +5.13% | -5.64% | -23.44% | -80.03% |
| FY2017 | 2018-03-01 | 2018-03-01 | -1.18% | -2.36% | +102.17% | +133.13% | +83.75% |
| FY2012 | 2013-02-20 | 2013-02-20 | -0.68% | +6.44% | -9.15% | -15.93% | -46.44% |
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.