← beneish_m_score_high (all companies) · EBAY (all signals) · all methodology
beneish_m_score_high on EBAY INC (EBAY)
SIC 7389 — Services-Business Services, NEC · CIK 1065088 · 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 EBAY
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2021 | 2022-02-24 | 2022-02-24 | -1.52% | -1.84% | +3.66% | -19.74% | -15.83% |
| FY2020 | 2021-02-04 | 2021-02-04 | +1.82% | +1.95% | -11.76% | -4.56% | -5.39% |
| FY2016 | 2017-02-06 | 2017-02-06 | +1.25% | +5.49% | +4.50% | +3.84% | +33.59% |
| FY2011 | 2012-01-31 | 2012-01-31 | +1.90% | +4.02% | +13.10% | +29.91% | +81.04% |
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.