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beneish_m_score_high on Healthier Choices Management Corp. (HCMC)
SIC 2100 — Tobacco Products · CIK 844856 · 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 HCMC
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2022 | 2023-03-30 | 2023-03-30 | -50.00% | -50.00% | -95.00% | -50.00% | -75.00% |
| FY2019 | 2020-05-13 | 2020-05-13 | -50.00% | -50.00% | +0.00% | -50.00% | +1700.00% |
| FY2016 | 2017-03-27 | 2017-03-27 | +0.00% | +0.00% | +0.00% | +0.00% | +0.00% |
| FY2013 | 2014-02-26 | 2014-02-26 | +9.49% | +40.03% | +7.59% | -36.71% | -79.59% |
| FY2011 | 2012-03-27 | 2012-03-27 | +0.00% | -8.89% | -51.11% | +11.11% | +144.44% |
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.