← beneish_m_score_high (all companies) · DORM (all signals) · all methodology
beneish_m_score_high on Dorman Products, Inc. (DORM)
SIC 3714 — Motor Vehicle Parts & Accessories · CIK 868780 · 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 DORM
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2022 | 2023-03-01 | 2023-03-01 | +0.65% | -6.56% | -7.16% | -6.62% | +2.79% |
| FY2021 | 2022-02-22 | 2022-02-22 | -5.30% | -2.05% | +1.86% | +2.75% | -3.29% |
| FY2018 | 2019-02-26 | 2019-02-26 | -0.87% | -1.17% | +2.60% | -1.96% | -22.71% |
| FY2017 | 2018-02-27 | 2018-02-27 | -2.94% | +1.41% | -9.80% | -7.36% | +13.80% |
| FY2014 | 2015-02-25 | 2015-02-25 | -1.33% | -0.82% | +6.56% | +6.87% | +13.83% |
| FY2013 | 2014-02-25 | 2014-02-25 | +1.81% | +4.98% | +5.28% | -4.58% | -19.23% |
| FY2012 | 2013-03-01 | 2013-03-01 | +0.14% | +3.60% | +2.95% | +28.35% | +60.46% |
| FY2011 | 2012-03-02 | 2012-03-02 | +2.62% | +4.73% | +16.13% | +13.24% | +73.58% |
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.