← beneish_m_score_high (all companies) · DDD (all signals) · all methodology
beneish_m_score_high on 3D SYSTEMS CORP (DDD)
SIC 7372 — Services-Prepackaged Software · CIK 910638 · 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 DDD
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-03-09 | 2026-03-09 | -2.39% | -3.19% | -27.49% | — | — |
| FY2021 | 2022-03-01 | 2022-03-01 | -1.45% | -15.70% | +1.80% | -40.73% | -38.93% |
| FY2014 | 2015-02-26 | 2015-02-26 | +1.36% | -3.49% | -7.85% | -26.95% | -65.50% |
| FY2013 | 2014-02-28 | 2014-02-28 | -1.45% | -11.39% | -22.24% | -25.43% | -60.18% |
| FY2012 | 2013-02-25 | 2013-02-25 | +1.65% | +3.21% | -10.77% | +40.17% | +119.54% |
| FY2011 | 2012-02-23 | 2012-02-23 | +3.60% | -2.10% | -0.86% | +10.25% | +126.00% |
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.