← beneish_m_score_high (all companies) · CTLP (all signals) · all methodology
beneish_m_score_high on CANTALOUPE, INC. (CTLP)
SIC 3578 — Calculating & Accounting Machines (No Electronic Computers) · CIK 896429 · 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 CTLP
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2022 | 2022-11-09 | 2022-11-09 | +4.21% | +21.05% | +49.82% | +80.70% | +124.21% |
| FY2019 | 2019-11-14 | 2019-11-14 | -1.73% | -7.91% | -1.73% | +25.90% | +19.57% |
| FY2017 | 2017-08-23 | 2017-08-23 | +2.80% | -0.93% | +2.80% | +52.34% | +185.98% |
| FY2015 | 2015-09-30 | 2015-09-30 | -4.42% | -0.80% | +7.23% | +30.12% | +130.92% |
| FY2014 | 2014-09-29 | 2014-09-29 | -2.17% | -5.43% | -9.78% | -9.78% | +50.54% |
| FY2012 | 2012-09-26 | 2012-09-26 | +9.32% | +11.86% | +25.42% | +51.69% | +36.44% |
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.