← beneish_m_score_high (all companies) · CALM (all signals) · all methodology
beneish_m_score_high on CAL-MAINE FOODS INC (CALM)
SIC 200 — Agricultural Prod-Livestock & Animal Specialties · CIK 16160 · 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 CALM
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2025-07-22 | 2025-07-22 | +13.80% | +3.29% | +7.45% | -9.15% | — |
| FY2024 | 2024-07-23 | 2024-07-23 | +3.13% | +10.72% | +12.03% | +46.84% | +73.94% |
| FY2022 | 2022-07-19 | 2022-07-19 | +2.04% | +5.27% | +6.33% | +12.34% | -6.91% |
| FY2020 | 2020-07-20 | 2020-07-20 | +0.30% | +2.33% | +4.97% | -13.88% | -19.67% |
| FY2017 | 2017-07-24 | 2017-07-24 | +6.31% | +9.47% | -1.15% | +21.23% | +29.12% |
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.