← beneish_m_score_high (all companies) · GRWG (all signals) · all methodology
beneish_m_score_high on GrowGeneration Corp. (GRWG)
SIC 5200 — Retail-Building Materials, Hardware, Garden Supply · CIK 1604868 · 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 GRWG
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2021 | 2022-03-10 | 2022-03-10 | -3.98% | +1.82% | -3.98% | -41.87% | -56.20% |
| FY2020 | 2021-03-29 | 2021-03-29 | +6.46% | +20.65% | +8.16% | +5.57% | -77.79% |
| FY2019 | 2020-03-27 | 2020-03-27 | -8.05% | -26.44% | +5.06% | +61.38% | +857.47% |
| FY2018 | 2019-04-01 | 2019-04-01 | +0.33% | -0.33% | -10.33% | +8.67% | +27.00% |
| FY2017 | 2018-03-27 | 2018-03-27 | -2.28% | -18.04% | -4.79% | -2.05% | -33.79% |
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.