← beneish_m_score_high (all companies) · DLTH (all signals) · all methodology
beneish_m_score_high on DULUTH HOLDINGS INC. (DLTH)
SIC 5600 — Retail-Apparel & Accessory Stores · CIK 1649744 · 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 DLTH
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2021 | 2022-03-25 | 2022-03-25 | -1.53% | -2.01% | -4.10% | -14.16% | -48.67% |
| FY2020 | 2021-03-26 | 2021-03-26 | +1.02% | +4.26% | +3.50% | +2.99% | -20.98% |
| FY2019 | 2020-03-20 | 2020-03-20 | -8.94% | -18.71% | -17.26% | +64.03% | +221.21% |
| FY2018 | 2019-04-19 | 2019-04-22 | +1.21% | -1.15% | -4.12% | -19.59% | -76.65% |
| FY2017 | 2018-03-21 | 2018-03-21 | -1.39% | +1.89% | +6.67% | +13.84% | +22.62% |
| FY2016 | 2017-03-22 | 2017-03-22 | +1.59% | -0.59% | -7.08% | -21.84% | -19.44% |
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.