← beneish_m_score_high (all companies) · GOLD (all signals) · all methodology
beneish_m_score_high on Gold.com, Inc. (GOLD)
SIC 5094 — Wholesale-Jewelry, Watches, Precious Stones & Metals · CIK 1591588 · 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 GOLD
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2025-09-11 | 2025-09-11 | +7.88% | +8.56% | +9.04% | +24.48% | — |
| FY2024 | 2024-09-13 | 2024-09-13 | -4.50% | -8.25% | -10.21% | -38.33% | -41.73% |
| FY2022 | 2022-09-02 | 2022-09-02 | -3.32% | +3.98% | +4.59% | +19.68% | +31.08% |
| FY2021 | 2021-09-13 | 2021-09-13 | -1.44% | -0.43% | +17.97% | +12.94% | +4.18% |
| FY2020 | 2020-09-14 | 2020-09-14 | -4.49% | +4.51% | +14.57% | -2.50% | +87.09% |
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.