← beneish_m_score_high (all companies) · FKWL (all signals) · all methodology
beneish_m_score_high on FRANKLIN WIRELESS CORP (FKWL)
SIC 3661 — Telephone & Telegraph Apparatus · CIK 722572 · 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 FKWL
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2023 | 2023-09-28 | 2023-09-28 | +8.84% | +3.40% | -1.02% | +3.06% | +55.78% |
| FY2022 | 2022-09-13 | 2022-09-13 | +1.04% | -1.04% | +2.77% | +18.34% | +10.03% |
| FY2021 | 2021-09-28 | 2021-09-28 | -4.74% | -21.10% | -31.84% | -53.81% | -64.54% |
| FY2016 | 2016-09-28 | 2016-09-28 | -0.87% | +6.99% | +8.73% | +22.27% | +9.17% |
| FY2014 | 2014-09-29 | 2014-09-29 | +1.27% | +5.10% | -1.27% | -7.64% | +11.46% |
| FY2012 | 2012-11-05 | 2012-11-05 | +0.00% | -4.22% | -5.49% | -25.32% | -24.89% |
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.