← beneish_m_score_high (all companies) · ELA (all signals) · all methodology
beneish_m_score_high on Envela Corp (ELA)
SIC 5944 — Retail-Jewelry Stores · CIK 701719 · 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 ELA
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-03-18 | 2026-03-18 | +31.18% | +49.96% | +46.94% | — | — |
| FY2022 | 2023-03-16 | 2023-03-16 | -8.03% | -13.55% | -7.37% | +0.13% | -42.11% |
| FY2021 | 2022-03-16 | 2022-03-16 | +3.02% | +1.86% | +9.74% | +55.68% | +62.18% |
| FY2019 | 2020-03-26 | 2020-03-26 | -4.76% | +0.79% | +46.03% | +69.44% | +107.94% |
| FY2017 | 2018-03-21 | 2018-03-21 | +4.65% | -2.33% | +0.00% | -5.81% | -50.00% |
| FY2016 | 2017-04-14 | 2017-04-17 | -3.70% | -0.62% | -7.41% | +2.47% | -46.91% |
| FY2014 | 2015-03-26 | 2015-03-26 | +10.71% | +3.57% | +5.00% | -71.43% | -62.86% |
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.