← beneish_m_score_high (all companies) · EACO (all signals) · all methodology
beneish_m_score_high on EACO CORP (EACO)
SIC 5065 — Wholesale-Electronic Parts & Equipment, NEC · CIK 784539 · 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 EACO
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2025-11-20 | 2025-11-20 | -8.64% | -8.64% | +3.51% | +13.57% | — |
| FY2021 | 2022-07-06 | 2022-07-06 | +0.00% | +0.00% | +0.00% | +7.95% | +63.21% |
| FY2020 | 2020-11-30 | 2020-11-30 | +0.00% | +0.00% | +0.05% | -2.72% | +4.01% |
| FY2019 | 2019-11-27 | 2019-11-27 | +0.00% | +2.38% | +12.87% | -1.66% | -4.04% |
| FY2017 | 2017-11-22 | 2017-11-22 | +0.00% | +5.28% | -7.33% | +35.63% | +87.68% |
| FY2016 | 2016-11-23 | 2016-11-23 | +1.47% | +0.00% | -2.79% | +1.32% | +0.29% |
| FY2014 | 2014-11-28 | 2014-11-28 | +17.33% | +17.33% | +26.17% | -10.65% | +3.79% |
| FY2012 | 2012-11-26 | 2012-11-26 | +0.00% | -6.00% | -4.00% | -2.80% | +39.20% |
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.