← beneish_m_score_high (all companies) · GLP (all signals) · all methodology
beneish_m_score_high on GLOBAL PARTNERS LP (GLP)
SIC 5171 — Wholesale-Petroleum Bulk Stations & Terminals · CIK 1323468 · 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 GLP
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2021 | 2022-02-28 | 2022-02-28 | -2.37% | -3.05% | +4.48% | +9.03% | +47.23% |
| FY2013 | 2014-04-01 | 2014-04-01 | -0.38% | +1.72% | +8.99% | +8.24% | -0.44% |
| FY2012 | 2013-03-15 | 2013-03-15 | +3.42% | +1.69% | -4.03% | +3.20% | +6.50% |
| FY2011 | 2012-03-12 | 2012-03-12 | -2.22% | +5.96% | -4.18% | -2.08% | +73.29% |
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.