← beneish_m_score_high (all companies) · IVFH (all signals) · all methodology
beneish_m_score_high on INNOVATIVE FOOD HOLDINGS INC (IVFH)
SIC 5141 — Wholesale-Groceries, General Line · CIK 312257 · 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 IVFH
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2024 | 2025-03-20 | 2025-03-20 | -2.97% | -3.96% | -13.86% | -33.17% | -81.12% |
| FY2021 | 2022-03-31 | 2022-03-31 | +23.31% | +18.24% | +14.19% | -14.86% | +25.00% |
| FY2018 | 2019-04-16 | 2019-04-16 | +10.00% | +6.00% | +16.80% | +12.00% | -4.02% |
| FY2017 | 2018-03-29 | 2018-03-29 | -1.89% | -3.77% | -9.43% | -26.42% | -50.94% |
| FY2016 | 2017-03-30 | 2017-03-30 | +38.30% | +38.30% | +31.91% | +36.15% | +121.28% |
| FY2014 | 2015-03-31 | 2015-03-31 | -11.52% | -12.03% | -22.78% | -22.78% | -65.20% |
| FY2012 | 2013-03-28 | 2013-03-28 | +19.78% | +60.32% | +50.70% | +56.49% | +556.88% |
| FY2011 | 2012-03-30 | 2012-03-30 | +3.85% | +73.08% | +15.38% | +5028.21% | +5028.21% |
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.