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beneish_m_score_high on ELECTRONIC ARTS INC. (EA)
SIC 7372 — Services-Prepackaged Software · CIK 712515 · 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 EA
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2020 | 2021-05-26 | 2021-05-26 | -0.74% | -1.27% | -3.59% | -2.54% | -4.13% |
| FY2017 | 2018-05-23 | 2018-05-23 | -1.51% | -1.94% | +7.23% | -4.11% | -30.88% |
| FY2011 | 2012-05-25 | 2012-05-25 | +1.13% | -8.09% | -14.77% | -4.64% | +64.21% |
| FY2010 | 2011-05-24 | 2011-05-24 | +2.41% | +5.30% | -2.80% | -18.63% | -36.65% |
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.